Equity Options 22:06 Business Day Wed 25 Aug 2010 Previous Business Day Tue 24 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 30.37 Underlying Price 254.100 Time to expiry: 23 Days Sep 10 34.750 0.94 36.71 0 0 0| 0 0 0 0 220 25.750 0.87 36.29 0 0 0| 0 0 0 0 230 17.750 0.76 34.62 0 0 0| 0 0 0 0 240 10.500 0.60 31.64 0 0 0| 0 0 0 0 250 5.000 0.40 29.11 0 0 0| 0 0 0 0 260 2.250 0.22 28.57 0 0 0| 0 5 0 0 270 0.750 0.10 28.44 0 0 0| 0 5 0 0 280 0.250 0.05 29.73 0 0 0| 0 5 0 0 290 0.250 0.03 32.71 0 0 0| 0 10 0 0 300 0.250 0.02 37.55 0 0 0| 0 0 0 0 310 0.250 0.03 45.01 0 0 0| 0 59 0 0 320 0.250 0.02 55.28 0 0 0| 0 0 0 0 340 0.250 0.02 60.72 0 0 0| 0 0 0 0 360 Total 0 0 0| 0 84 0 0 Indicative a-t-m Vol 31.79 Underlying Price 254.100 Time to expiry: 114 Days Dec 10 41.000 0.80 35.98 0 0 0| 0 0 0 0 220 26.500 0.66 33.36 0 0 0| 0 0 0 0 240 15.250 0.49 31.27 0 0 0| 0 0 0 0 260 8.000 0.31 30.32 0 0 0| 0 12 0 0 280 3.750 0.18 29.63 0 0 0| 0 21 0 0 300 1.500 0.08 28.35 0 0 0| 0 41 0 0 320 1.000 0.05 35.83 0 0 0| 0 50 0 0 360 Total 0 0 0| 0 124 0 0 Indicative a-t-m Vol 32.86 Underlying Price 254.100 Time to expiry: 205 Days Mar 11 46.000 46.000 0.75 36.21 46.000 46.000 0 0 2| 0 2 0 0 220 33.000 0.64 34.36 0 0 0| 0 0 0 0 240 22.000 0.51 32.36 0 0 0| 0 0 0 0 260 14.500 0.39 31.85 0 0 0| 0 0 0 0 280 9.000 0.28 31.14 0 0 0| 0 0 0 0 300 5.500 0.19 31.04 0 0 0| 0 0 0 0 320 2.500 0.09 32.02 0 0 0| 0 72 0 0 360 Total 0 0 2| 0 74 0 0 Total Calls 0 0 2| 0 282 0 0 | Equity Options 22:06 Business Day Wed 25 Aug 2010 Previous Business Day Tue 24 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 31.10 Underlying Price 254.100 Time to expiry: 23 Days Sep 10 1.000 -0.08 40.95 0 0 0| 0 20 0 0 220 1.500 -0.12 34.93 0 0 0| 0 8 0 0 230 3.250 -0.24 33.70 0 0 0| 0 120 0 0 240 6.500 -0.40 32.37 0 0 0| 0 10 0 0 250 11.000 -0.60 29.82 0 0 0| 0 99 0 0 260 17.750 -0.80 27.32 0 0 0| 0 75 0 0 270 26.750 -0.90 28.86 0 0 0| 2 7 0 0 280 36.250 -0.95 30.34 0 0 0| 0 4 0 0 290 46.000 -0.98 30.58 0 0 0| 0 20 0 0 300 56.000 -0.99 35.69 0 0 0| 0 0 0 0 310 66.000 -0.99 40.59 0 0 0| 0 0 0 0 320 86.000 -0.99 49.65 0 0 0| 0 0 0 0 340 106.000 -0.99 57.84 0 0 0| 0 0 0 0 360 Total 0 0 0| 2 363 0 0 Indicative a-t-m Vol 32.62 Underlying Price 254.100 Time to expiry: 114 Days Dec 10 7.000 -0.21 36.59 0 0 0| 0 0 0 0 220 12.750 -0.35 34.05 0 0 0| 0 122 0 0 240 21.750 -0.52 32.14 0 0 0| 5 46 +5 0 260 34.500 -0.68 31.14 0 0 0| 0 50 0 0 280 50.250 -0.81 30.68 0 0 0| 0 5 0 0 300 68.500 -0.89 32.00 0 0 0| 0 0 0 0 320 106.750 -0.96 33.65 0 0 0| 0 0 0 0 360 Total 0 0 0| 5 223 +5 0 Indicative a-t-m Vol 33.35 Underlying Price 254.100 Time to expiry: 205 Days Mar 11 12.250 -0.25 36.64 0 0 0| 0 0 0 0 220 19.250 -0.36 34.93 0 0 0| 0 75 0 0 240 28.250 -0.49 32.83 0 0 0| 0 5 0 0 260 40.750 -0.61 32.49 0 0 0| 0 0 0 0 280 55.500 -0.72 31.94 0 0 0| 0 0 0 0 300 71.500 -0.81 31.32 0 0 0| 0 0 0 0 320 107.750 -0.93 30.47 0 0 0| 0 0 0 0 360 Total 0 0 0| 0 80 0 0 Total Puts 0 0 0| 7 666 +5 0 Grand Total 0 0 2| 5,407 948 +5 0 Equity Options 22:06 Business Day Wed 25 Aug 2010 Previous Business Day Tue 24 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 38.95 Underlying Price 2254.000 Time to expiry: 23 Days Sep 10 656.000 0.99 58.60 0 0 0| 0 0 0 0 1600 459.000 0.97 49.82 0 0 0| 0 0 0 0 1800 364.500 0.93 48.16 0 0 0| 0 0 0 0 1900 273.500 0.86 44.88 0 0 0| 0 0 0 0 2000 124.000 121.000 0.62 39.95 124.000 116.000 0 0 10| 0 24 0 0 2200 72.000 68.000 0.44 38.10 72.000 72.000 0 0 3| 0 37 0 0 2300 34.000 33.500 0.27 36.76 38.500 34.000 0 0 77| 2 387 0 0 2400 27.500 15.000 0.14 36.18 27.500 12.500 S 0 0 7| 1 380 0 0 2500 6.000 0.07 35.82 0 0 0| 0 1,413 0 0 2600 3.000 0.03 37.46 0 0 0| 1 26 0 0 2700 1.500 1.500 0.02 40.02 1.500 1.500 0 0 10| 0 1,543 0 0 2800 1.500 1.000 0.01 46.61 1.500 1.500 0 0 3| 0 113 0 0 3000 1.000 0.01 56.32 0 0 0| 0 304 0 0 3200 0.500 0.01 69.46 0 0 0| 0 27 0 0 3600 Total 0 0 110| 4 4,254 0 0 Indicative a-t-m Vol 39.28 Underlying Price 2254.000 Time to expiry: 51 Days Oct 10 390.000 0.85 47.92 0 0 0| 0 0 0 0 1900 366.000 307.500 0.79 45.19 366.000 366.000 0 0 3| 3 9 -3 0 2000 159.000 165.000 0.60 40.27 159.000 159.000 0 0 6| 0 7 0 0 2200 142.000 111.000 0.48 38.44 142.000 S 111.500 0 0 4| 1 2 +1 0 2300 71.000 0.36 37.26 0 0 0| 1 6 0 0 2400 49.000 42.500 0.25 36.17 49.000 43.000 0 0 6| 1 14 0 0 2500 23.500 20.500 0.15 33.71 23.500 23.500 0 0 4| 2 52 -2 0 2600 16.500 11.500 0.09 34.01 16.500 16.500 0 0 2| 1 13 -1 0 2700 7.000 8.000 0.06 35.95 7.000 7.000 0 0 10| 0 11 0 0 2800 2.000 0.02 35.14 0 0 0| 0 0 0 0 3000 Total 0 0 35| 9 114 -5 0 Indicative a-t-m Vol 39.82 Underlying Price 2254.000 Time to expiry: 86 Days Nov 10 416.000 0.81 45.98 0 0 0| 0 0 0 0 1900 340.000 0.75 44.42 0 0 0| 0 0 0 0 2000 206.500 0.59 40.67 0 0 0| 0 0 0 0 2200 153.000 0.50 39.09 0 0 0| 0 0 0 0 2300 110.500 0.41 38.02 0 0 0| 0 0 0 0 2400 76.000 0.32 36.91 0 0 0| 4 4 +4 0 2500 50.000 0.24 35.79 0 0 0| 0 0 0 0 2600 21.000 20.500 0.12 34.70 21.000 21.000 0 0 5| 8 8 +8 0 2800 Total 0 0 5| 12 12 +12 0 Indicative a-t-m Vol 39.82 Underlying Price 2254.000 Time to expiry: 114 Days Dec 10 1376.500 1.00 62.88 0 0 0| 0 0 0 0 880 1297.000 1.00 59.96 0 0 0| 0 0 0 0 960 1257.500 1.00 60.11 0 0 0| 0 0 0 0 1000 1061.500 0.98 57.51 0 0 0| 0 0 0 0 1200 Equity Options 22:06 Business Day Wed 25 Aug 2010 Previous Business Day Tue 24 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 | 871.000 0.96 54.59 0 0 0| 0 0 0 0 1400 686.000 0.91 50.31 0 0 0| 0 51 0 0 1600 516.000 0.84 47.22 0 0 0| 0 16 0 0 1800 435.500 0.79 45.24 0 0 0| 0 507 0 0 1900 360.500 0.73 43.38 0 0 0| 0 1,290 0 0 2000 232.500 0.59 40.46 0 0 0| 0 23 0 0 2200 158.500 136.000 0.43 38.09 158.500 132.500 0 0 3| 0 766 0 0 2400 76.500 70.500 0.28 36.04 76.500 S 67.500 0 0 2| 0 948 0 0 2600 34.500 33.500 0.16 34.65 39.000 34.500 S 0 0 2| 7 898 +2 0 2800 14.000 0.08 33.55 0 0 0| 0 1,705 0 0 3000 6.500 0.04 33.96 0 0 0| 0 163 0 0 3200 3.500 0.02 38.58 0 0 0| 0 95 0 0 3600 Total 0 0 7| 7 6,462 +2 0 Indicative a-t-m Vol 39.50 Underlying Price 2254.000 Time to expiry: 205 Days Mar 11 554.000 0.81 44.64 0 0 0| 0 14 0 0 1800 410.500 0.71 42.01 0 0 0| 0 15 0 0 2000 291.000 0.60 39.94 0 0 0| 0 8 0 0 2200 197.000 0.47 38.32 0 0 0| 0 37 0 0 2400 126.500 0.35 36.87 0 0 0| 0 277 0 0 2600 75.500 0.25 35.38 0 0 0| 5 174 +5 0 2800 43.000 0.16 34.28 0 0 0| 0 48 0 0 3000 23.500 0.10 33.49 0 0 0| 0 48 0 0 3200 7.000 0.04 32.85 0 0 0| 0 15 0 0 3600 Total 0 0 0| 5 636 +5 0 Indicative a-t-m Vol 38.63 Underlying Price 2254.000 Time to expiry: 296 Days Jun 11 899.000 0.92 47.73 0 0 0| 0 66 0 0 1400 734.500 0.86 45.90 0 0 0| 0 3 0 0 1600 583.000 0.79 43.48 0 0 0| 0 11 0 0 1800 450.500 0.70 41.59 0 0 0| 0 0 0 0 2000 330.500 0.60 39.02 0 0 0| 0 0 0 0 2200 237.500 0.49 37.58 0 0 0| 0 1 0 0 2400 168.500 0.39 36.61 0 0 0| 0 7 0 0 2600 112.000 0.29 35.23 0 0 0| 0 2 0 0 2800 68.000 72.500 0.21 34.25 68.000 S 68.000 S 0 0 3| 0 22 0 0 3000 47.500 0.15 33.80 0 0 0| 1 43 +1 0 3200 Total 0 0 3| 1 155 +1 0 Indicative a-t-m Vol 44.87 Underlying Price 2254.000 Time to expiry: 478 Days Dec 11 1402.000 0.96 63.58 0 0 0| 0 0 0 0 880 1334.000 0.95 63.10 0 0 0| 0 0 0 0 960 1300.000 0.94 62.58 0 0 0| 0 0 0 0 1000 1133.000 0.91 58.89 0 0 0| 0 0 0 0 1200 970.500 0.87 54.59 0 0 0| 0 0 0 0 1400 826.500 0.81 52.04 0 0 0| 0 0 0 0 1600 689.500 0.75 49.13 0 0 0| 0 0 0 0 1800 573.000 0.69 47.41 0 0 0| 0 0 0 0 2000 Equity Options 22:06 Business Day Wed 25 Aug 2010 Previous Business Day Tue 24 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 | 372.000 0.54 43.41 0 0 0| 0 250 0 0 2400 218.000 0.39 39.37 0 0 0| 0 500 0 0 2800 128.000 0.27 37.74 0 0 0| 0 0 0 0 3200 Total 0 0 0| 0 750 0 0 Indicative a-t-m Vol 45.39 Underlying Price 2254.000 Time to expiry: 660 Days Jun 12 652.500 0.69 49.17 0 0 0| 0 0 0 0 2000 434.000 0.57 43.21 0 0 0| 0 0 0 0 2400 284.000 0.44 40.00 0 0 0| 0 0 0 0 2800 185.000 0.33 38.31 0 0 0| 0 0 0 0 3200 Total 0 0 0| 0 0 0 0 Indicative a-t-m Vol 44.61 Underlying Price 2254.000 Time to expiry: 849 Days Dec 12 691.000 0.70 47.42 0 0 0| 0 750 0 0 2000 491.000 0.59 43.00 0 0 0| 0 0 0 0 2400 412.000 0.53 41.45 0 0 0| 0 100 0 0 2600 349.000 0.47 40.68 0 0 0| 0 0 0 0 2800 245.000 0.37 38.92 0 0 0| 0 0 0 0 3200 Total 0 0 0| 0 850 0 0 Total Calls 0 0 160| 38 13,233 +15 0 | Equity Options 22:06 Business Day Wed 25 Aug 2010 Previous Business Day Tue 24 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 38.78 Underlying Price 2254.000 Time to expiry: 23 Days Sep 10 3.500 -0.02 69.90 0 0 0| 0 41 0 0 1600 5.000 -0.04 51.79 0 0 0| 0 40 0 0 1800 9.500 -0.07 48.00 0 0 0| 0 58 0 0 1900 18.500 -0.13 44.53 0 0 0| 0 331 0 0 2000 66.000 66.000 -0.38 39.95 73.000 S 66.000 0 0 4| 1 652 0 0 2200 125.000 112.000 -0.56 37.78 125.000 S 125.000 S 0 0 1| 1 26 -1 0 2300 137.000 179.500 -0.73 37.19 184.000 137.000 S 0 0 12| 0 1,110 0 0 2400 191.000 260.500 -0.86 36.48 191.000 191.000 0 0 4| 0 529 0 0 2500 351.500 -0.93 36.51 0 0 0| 0 329 0 0 2600 442.500 448.000 -0.97 36.77 442.500 S 442.500 S 0 0 1| 0 19 0 0 2700 546.000 -1.00 33.63 0 0 0| 0 924 0 0 2800 746.000 -1.00 30.98 0 0 0| 0 37 0 0 3000 946.000 -1.00 27.24 0 0 0| 0 55 0 0 3200 1346.000 -1.00 33.25 0 0 0| 0 0 0 0 3600 Total 0 0 22| 2 4,151 -1 0 Indicative a-t-m Vol 39.38 Underlying Price 2254.000 Time to expiry: 51 Days Oct 10 32.000 -0.14 46.74 0 0 0| 0 3 0 0 1900 35.500 52.000 -0.21 45.40 35.500 35.500 0 0 4| 5 12 +5 0 2000 81.500 109.500 -0.40 40.48 116.000 81.500 0 0 13| 0 5 0 0 2200 126.500 155.000 -0.52 38.44 126.500 S 126.500 S 0 0 1| 1 39 +1 0 2300 213.500 -0.65 36.83 0 0 0| 0 7 0 0 2400 281.000 284.500 -0.76 35.59 281.000 S 281.000 S 0 0 1| 0 2 0 0 2500 365.000 -0.85 33.97 0 0 0| 0 10 0 0 2600 455.000 -0.92 33.37 0 0 0| 0 4 0 0 2700 549.500 -0.96 32.84 0 0 0| 0 13 0 0 2800 746.000 -1.00 28.13 0 0 0| 0 12 0 0 3000 Total 0 0 19| 6 107 +6 0 Indicative a-t-m Vol 40.03 Underlying Price 2254.000 Time to expiry: 86 Days Nov 10 59.000 -0.19 46.05 0 0 0| 0 0 0 0 1900 84.000 82.500 -0.25 44.31 84.000 84.000 0 0 1| 0 0 0 0 2000 149.500 -0.41 40.75 0 0 0| 0 0 0 0 2200 197.000 -0.50 39.42 0 0 0| 0 0 0 0 2300 253.000 -0.59 38.14 0 0 0| 0 0 0 0 2400 320.000 -0.68 37.30 0 0 0| 0 0 0 0 2500 392.000 -0.77 35.70 0 0 0| 0 0 0 0 2600 561.500 -0.89 33.85 0 0 0| 0 0 0 0 2800 Total 0 0 1| 0 0 0 0 Indicative a-t-m Vol 40.23 Underlying Price 2254.000 Time to expiry: 114 Days Dec 10 2.000 -0.01 73.24 0 0 0| 0 55 0 0 880 3.000 -0.01 70.18 0 0 0| 0 41 0 0 960 3.500 -0.01 68.71 0 0 0| 0 48 0 0 1000 7.500 -0.02 62.14 0 0 0| 0 61 0 0 1200 15.500 14.500 -0.04 55.40 15.500 15.500 0 0 3| 0 48 0 0 1400 Equity Options 22:06 Business Day Wed 25 Aug 2010 Previous Business Day Tue 24 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 | 30.000 -0.09 51.07 0 0 0| 0 37 0 0 1600 57.500 -0.16 47.09 0 0 0| 0 72 0 0 1800 78.000 -0.21 45.46 0 0 0| 0 1,076 0 0 1900 103.500 -0.27 43.65 0 0 0| 5 1,244 0 0 2000 149.500 175.000 -0.41 40.77 149.500 S 149.500 S 0 0 2| 0 169 0 0 2200 280.000 -0.57 38.75 0 0 0| 0 916 0 0 2400 425.000 411.500 -0.73 35.97 425.000 425.000 0 0 1| 0 552 0 0 2600 573.000 -0.85 34.21 0 0 0| 0 1,219 0 0 2800 756.000 -0.93 33.74 0 0 0| 0 1,206 0 0 3000 948.500 -0.97 32.88 0 0 0| 0 10 0 0 3200 1346.000 -1.00 29.27 0 0 0| 0 2 0 0 3600 Total 0 0 6| 5 6,756 0 0 Indicative a-t-m Vol 39.25 Underlying Price 2254.000 Time to expiry: 205 Days Mar 11 91.000 106.000 -0.21 45.02 91.000 91.000 0 0 3| 0 27 0 0 1800 166.500 -0.31 42.44 0 0 0| 0 155 0 0 2000 246.000 -0.42 39.83 0 0 0| 0 37 0 0 2200 351.000 -0.54 37.66 0 0 0| 0 447 0 0 2400 481.000 -0.66 36.06 0 0 0| 0 8 0 0 2600 632.000 -0.77 34.52 0 0 0| 0 14 0 0 2800 740.000 801.000 -0.85 33.52 740.000 740.000 0 0 5| 9 52 +5 0 3000 983.500 -0.91 33.00 0 0 0| 0 98 0 0 3200 1367.000 -0.97 32.57 0 0 0| 0 30 0 0 3600 Total 0 0 8| 9 868 +5 0 Indicative a-t-m Vol 39.03 Underlying Price 2254.000 Time to expiry: 296 Days Jun 11 55.000 -0.10 48.43 0 0 0| 0 10 0 0 1400 89.000 -0.15 45.62 0 0 0| 0 17 0 0 1600 133.500 137.500 -0.22 42.98 133.500 133.500 0 0 5| 0 22 0 0 1800 204.000 -0.31 40.80 0 0 0| 0 6 0 0 2000 293.500 -0.41 39.50 0 0 0| 0 135 0 0 2200 399.000 -0.52 37.74 0 0 0| 0 2 0 0 2400 522.500 -0.62 35.81 0 0 0| 0 8 0 0 2600 668.000 -0.71 34.69 0 0 0| 0 1 0 0 2800 834.500 -0.79 34.58 0 0 0| 0 3 0 0 3000 1005.500 -0.85 33.62 0 0 0| 3 26 +3 0 3200 Total 0 0 5| 3 230 +3 0 Indicative a-t-m Vol 42.78 Underlying Price 2254.000 Time to expiry: 478 Days Dec 11 26.500 -0.04 55.29 0 0 0| 0 0 0 0 880 33.500 -0.05 53.70 0 0 0| 0 0 0 0 960 39.500 -0.05 53.54 0 0 0| 0 0 0 0 1000 74.000 -0.09 52.54 0 0 0| 0 0 0 0 1200 113.500 -0.13 49.89 0 0 0| 0 0 0 0 1400 170.000 -0.19 48.23 0 0 0| 0 0 0 0 1600 238.500 -0.25 46.57 0 0 0| 0 0 0 0 1800 324.000 -0.32 45.40 0 0 0| 0 0 0 0 2000 517.000 -0.47 41.27 0 0 0| 0 500 0 0 2400 781.500 -0.61 39.37 0 0 0| 0 0 0 0 2800 Equity Options 22:06 Business Day Wed 25 Aug 2010 Previous Business Day Tue 24 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 | 1089.000 -0.73 37.74 0 0 0| 0 0 0 0 3200 Total 0 0 0| 0 500 0 0 Indicative a-t-m Vol 43.16 Underlying Price 2254.000 Time to expiry: 660 Days Jun 12 399.000 -0.32 45.30 0 0 0| 0 0 0 0 2000 601.000 -0.45 41.93 0 0 0| 0 0 0 0 2400 861.500 -0.57 40.00 0 0 0| 0 0 0 0 2800 1156.500 -0.68 38.31 0 0 0| 0 0 0 0 3200 Total 0 0 0| 0 0 0 0 Indicative a-t-m Vol 43.26 Underlying Price 2254.000 Time to expiry: 849 Days Dec 12 447.500 -0.31 44.34 0 0 0| 0 0 0 0 2000 670.000 -0.42 42.64 0 0 0| 0 0 0 0 2400 791.500 -0.48 41.45 0 0 0| 0 100 0 0 2600 924.000 -0.53 40.68 0 0 0| 0 0 0 0 2800 1210.500 -0.63 38.92 0 0 0| 0 0 0 0 3200 Total 0 0 0| 0 100 0 0 Total Puts 0 0 61| 25 12,712 +13 0 Grand Total 0 0 221| 17,463 25,945 +28 0 Equity Options 22:06 Business Day Wed 25 Aug 2010 Previous Business Day Tue 24 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 35.79 Underlying Price 977.500 Time to expiry: 23 Days Sep 10 297.750 1.00 44.72 0 0 0| 0 0 0 0 680 265.000 1.00 46.39 0 0 0| 0 0 0 0 713 226.500 0.99 48.88 0 0 0| 0 0 0 0 752 187.500 0.97 47.56 0 0 0| 0 0 0 0 792 150.250 0.93 44.98 0 0 0| 0 0 0 0 831 113.750 0.87 42.11 0 0 0| 0 5 0 0 871 80.250 0.78 39.67 0 0 0| 0 200 0 0 911 52.250 0.64 37.89 0 0 0| 0 150 0 0 950 28.750 0.46 34.90 0 0 0| 0 30 0 0 990 7.500 5.000 0.12 35.17 7.500 4.000 0 0 3| 10 71 -10 0 1089 0.750 0.02 38.16 0 0 0| 0 3 0 0 1188 0.250 0.00 50.78 0 0 0| 0 4 0 0 1386 Total 0 0 3| 10 463 -10 0 Indicative a-t-m Vol 38.48 Underlying Price 977.500 Time to expiry: 114 Days Dec 10 341.750 0.96 47.54 0 0 0| 0 0 0 0 640 268.250 0.91 44.80 0 0 0| 0 0 0 0 720 233.250 0.88 43.42 0 0 0| 0 0 0 0 760 200.750 0.83 42.61 0 0 0| 0 0 0 0 800 170.000 0.78 41.64 0 0 0| 0 0 0 0 840 148.000 0.73 40.98 0 0 0| 0 0 0 0 871 121.500 0.67 39.97 0 0 0| 0 0 0 0 911 98.500 0.60 39.03 0 0 0| 0 164 0 0 950 82.500 78.000 0.52 38.25 82.500 82.500 0 0 1| 0 50 0 0 990 42.750 0.34 37.81 0 0 0| 0 83 0 0 1089 21.250 0.20 37.27 0 0 0| 0 16 0 0 1188 5.250 0.06 38.00 0 0 0| 0 3 0 0 1386 Total 0 0 1| 0 316 0 0 Indicative a-t-m Vol 38.19 Underlying Price 977.500 Time to expiry: 205 Days Mar 11 350.750 0.92 44.73 0 0 0| 0 0 0 0 640 282.500 0.87 42.83 0 0 0| 0 0 0 0 720 250.500 0.83 42.01 0 0 0| 0 0 0 0 760 221.000 0.79 41.43 0 0 0| 0 0 0 0 800 193.000 0.74 40.70 0 0 0| 0 0 0 0 840 166.750 0.69 39.86 0 0 0| 0 0 0 0 880 142.500 0.64 39.24 0 0 0| 0 2 0 0 920 121.000 0.59 38.48 0 0 0| 0 12 0 0 960 101.750 0.53 37.84 0 0 0| 0 9 0 0 1000 65.000 64.000 0.39 36.95 65.000 65.000 0 0 5| 0 17 0 0 1100 42.250 37.000 0.27 35.62 42.250 42.250 0 0 5| 0 0 0 0 1200 Total 0 0 10| 0 40 0 0 Total Calls 0 0 14| 10 819 -10 0 | Equity Options 22:06 Business Day Wed 25 Aug 2010 Previous Business Day Tue 24 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 36.98 Underlying Price 977.500 Time to expiry: 23 Days Sep 10 2.500 -0.03 80.08 0 0 0| 0 2 0 0 680 3.500 -0.04 74.90 0 0 0| 0 7 0 0 713 3.500 -0.05 64.55 0 0 0| 0 8 0 0 752 3.500 -0.06 53.79 0 0 0| 0 170 0 0 792 3.750 -0.07 44.57 0 0 0| 0 8 0 0 831 7.750 -0.14 42.62 0 0 0| 0 145 0 0 871 13.750 -0.23 38.79 0 0 0| 0 310 0 0 911 26.250 -0.37 38.19 0 0 0| 0 25 0 0 950 44.250 -0.54 36.47 0 0 0| 0 525 0 0 990 118.750 -0.87 36.24 0 0 0| 0 12 0 0 1089 213.250 -0.97 39.47 0 0 0| 0 0 0 0 1188 410.500 -0.99 56.91 0 0 0| 0 0 0 0 1386 Total 0 0 0| 0 1,212 0 0 Indicative a-t-m Vol 38.41 Underlying Price 977.500 Time to expiry: 114 Days Dec 10 5.000 -0.04 47.54 0 0 0| 0 0 0 0 640 11.250 -0.09 44.84 0 0 0| 0 4 0 0 720 16.250 -0.12 43.48 0 0 0| 0 5 0 0 760 23.750 -0.17 42.64 0 0 0| 0 3 0 0 800 32.500 -0.22 41.35 0 0 0| 0 0 0 0 840 41.750 -0.27 40.95 0 0 0| 0 32 0 0 871 55.000 -0.33 39.85 0 0 0| 0 10 0 0 911 71.000 -0.41 38.94 0 0 0| 0 15 0 0 950 90.500 -0.48 38.19 0 0 0| 0 115 0 0 990 153.500 -0.66 37.46 0 0 0| 2 23 0 0 1089 231.750 -0.80 37.20 0 0 0| 0 0 0 0 1188 414.250 -0.94 38.16 0 0 0| 0 0 0 0 1386 Total 0 0 0| 2 207 0 0 Indicative a-t-m Vol 38.03 Underlying Price 977.500 Time to expiry: 205 Days Mar 11 12.750 -0.08 44.62 0 0 0| 0 0 0 0 640 24.000 -0.13 42.62 0 0 0| 0 2 0 0 720 31.750 -0.17 41.86 0 0 0| 0 12 0 0 760 42.250 -0.21 41.31 0 0 0| 0 0 0 0 800 54.000 -0.26 40.54 0 0 0| 0 0 0 0 840 68.250 -0.31 40.01 0 0 0| 0 0 0 0 880 83.500 -0.36 39.20 0 0 0| 0 9 0 0 920 101.500 -0.42 38.30 0 0 0| 0 16 0 0 960 122.250 -0.47 37.70 0 0 0| 0 8 0 0 1000 184.250 -0.61 36.74 0 0 0| 0 0 0 0 1100 257.500 -0.74 35.53 0 0 0| 0 0 0 0 1200 Total 0 0 0| 0 47 0 0 Total Puts 0 0 0| 2 1,466 0 0 Grand Total 0 0 14| 7,012 2,285 -10 0 Equity Options 22:06 Business Day Wed 25 Aug 2010 Previous Business Day Tue 24 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 34.37 Underlying Price 331.800 Time to expiry: 23 Days Sep 10 191.750 1.00 65.13 0 0 0| 0 20 0 0 140 171.750 1.00 63.92 0 0 0| 0 0 0 0 160 161.750 1.00 62.12 0 0 0| 0 1 0 0 170 151.750 1.00 59.11 0 0 0| 0 0 0 0 180 141.750 1.00 55.19 0 0 0| 0 4 0 0 190 131.750 1.00 52.78 0 0 0| 0 78 0 0 200 121.750 1.00 49.63 0 0 0| 0 14 0 0 210 111.750 1.00 47.05 0 0 0| 0 24 0 0 220 101.750 1.00 43.71 0 0 0| 0 10 0 0 230 91.750 1.00 42.27 0 0 0| 0 20 0 0 240 71.750 1.00 40.08 0 0 0| 0 19 0 0 260 52.000 0.98 37.99 0 0 0| 0 60 0 0 280 33.500 0.87 37.08 0 0 0| 0 17 0 0 300 25.250 0.78 35.89 0 0 0| 0 10 0 0 310 18.000 0.66 35.49 0 0 0| 0 195 0 0 320 15.750 12.250 0.53 34.49 15.750 15.750 0 0 1| 2 10 0 0 330 7.750 0.40 33.87 0 0 0| 0 190 0 0 340 4.500 0.27 33.03 0 0 0| 0 20 0 0 350 2.250 0.16 32.20 0 0 0| 0 245 0 0 360 0.500 0.05 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 1| 2 1,003 0 0 Indicative a-t-m Vol 36.80 Underlying Price 331.800 Time to expiry: 114 Days Dec 10 132.000 0.99 46.21 0 0 0| 0 44 0 0 200 112.750 0.96 44.65 0 0 0| 0 20 0 0 220 103.750 0.94 45.27 0 0 0| 0 0 0 0 230 94.500 0.92 43.99 0 0 0| 0 9 0 0 240 76.500 0.88 41.37 0 0 0| 0 12 0 0 260 60.250 0.81 39.97 0 0 0| 0 118 0 0 280 46.000 0.71 39.00 0 0 0| 0 1 0 0 300 33.750 0.61 37.80 0 0 0| 0 8 0 0 320 23.000 0.49 36.13 0 0 0| 0 21 0 0 340 15.750 0.38 36.01 0 0 0| 0 26 0 0 360 10.000 0.28 35.00 0 0 0| 0 0 0 0 380 6.750 6.250 0.19 34.48 6.750 6.750 0 0 6| 0 0 0 0 400 Total 0 0 6| 0 259 0 0 Indicative a-t-m Vol 37.10 Underlying Price 331.800 Time to expiry: 205 Days Mar 11 98.500 0.88 41.68 0 0 0| 0 10 0 0 240 82.500 0.83 40.78 0 0 0| 0 0 0 0 260 67.750 0.77 39.57 0 0 0| 0 4 0 0 280 54.500 0.69 38.44 0 0 0| 0 6 0 0 300 42.750 0.61 37.36 0 0 0| 0 9 0 0 320 33.000 33.250 0.52 36.92 33.000 33.000 0 0 10| 0 10 0 0 340 Equity Options 22:06 Business Day Wed 25 Aug 2010 Previous Business Day Tue 24 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 | 24.500 0.43 35.65 0 0 0| 0 40 0 0 360 18.500 0.36 35.39 0 0 0| 0 32 0 0 380 13.500 0.28 34.99 0 0 0| 0 31 0 0 400 Total 0 0 10| 0 142 0 0 Total Calls 0 0 17| 2 1,404 0 0 | Equity Options 22:06 Business Day Wed 25 Aug 2010 Previous Business Day Tue 24 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 34.37 Underlying Price 331.800 Time to expiry: 23 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 CAB -0.01 40.08 0 0 0| 0 13 0 0 260 0.500 -0.04 37.99 0 0 0| 0 77 0 0 280 2.250 -0.14 37.08 0 0 0| 0 41 0 0 300 4.250 -0.22 35.89 0 0 0| 0 0 0 0 310 7.250 -0.34 35.49 0 0 0| 0 394 0 0 320 11.250 -0.47 34.49 0 0 0| 0 10 0 0 330 16.750 -0.61 33.87 0 0 0| 0 210 0 0 340 23.500 -0.73 33.03 0 0 0| 0 20 0 0 350 31.250 -0.84 32.20 0 0 0| 0 20 0 0 360 49.500 -0.96 31.18 0 0 0| 0 0 0 0 380 69.250 -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 36.85 Underlying Price 331.800 Time to expiry: 114 Days Dec 10 0.750 -0.02 46.21 0 0 0| 0 329 0 0 200 1.500 -0.04 44.65 0 0 0| 0 52 0 0 220 2.250 -0.06 45.41 0 0 0| 0 44 0 0 230 3.250 -0.08 44.15 0 0 0| 0 0 0 0 240 5.250 -0.12 41.37 0 0 0| 0 49 0 0 260 9.000 -0.19 40.18 0 0 0| 0 35 0 0 280 14.500 -0.29 39.00 0 0 0| 0 26 0 0 300 22.250 -0.39 37.94 0 0 0| 0 66 0 0 320 31.500 -0.51 36.13 0 0 0| 0 1 0 0 340 44.250 -0.62 36.01 0 0 0| 0 0 0 0 360 58.500 -0.73 35.00 0 0 0| 0 0 0 0 380 74.750 -0.81 34.48 0 0 0| 0 0 0 0 400 Total 0 0 0| 0 602 0 0 Indicative a-t-m Vol 37.19 Underlying Price 331.800 Time to expiry: 205 Days Mar 11 6.750 -0.12 41.72 0 0 0| 0 10 0 0 240 10.750 -0.17 40.87 0 0 0| 0 1 0 0 260 15.750 -0.23 39.57 0 0 0| 0 2 0 0 280 22.500 -0.31 38.44 0 0 0| 0 12 0 0 300 30.750 -0.39 37.59 0 0 0| 0 14 0 0 320 41.250 -0.48 36.92 0 0 0| 10 10 0 0 340 52.500 -0.57 35.65 0 0 0| 0 31 0 0 360 Equity Options 22:06 Business Day Wed 25 Aug 2010 Previous Business Day Tue 24 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 | 66.250 -0.65 35.39 0 0 0| 0 10 0 0 380 81.250 -0.72 34.99 0 0 0| 0 0 0 0 400 Total 0 0 0| 10 90 0 0 Total Puts 0 0 0| 10 1,842 0 0 Grand Total 0 0 17| 8,412 3,246 0 0 Equity Options 22:06 Business Day Wed 25 Aug 2010 Previous Business Day Tue 24 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 21.43 Underlying Price 1047.000 Time to expiry: 23 Days Sep 10 328.250 0.99 70.09 0 0 0| 0 0 0 0 720 288.000 0.99 56.49 0 0 0| 0 0 0 0 760 247.750 0.99 45.90 0 0 0| 0 0 0 0 800 208.000 0.99 39.79 0 0 0| 0 0 0 0 840 167.750 0.99 28.90 0 0 0| 0 0 0 0 880 128.000 0.98 24.82 0 0 0| 0 3 0 0 920 108.750 0.96 25.13 0 0 0| 0 0 0 0 940 90.750 0.90 26.89 0 0 0| 0 13 0 0 960 72.500 0.86 25.23 0 0 0| 0 0 0 0 980 55.000 0.79 23.19 0 0 0| 0 7 0 0 1000 21.750 0.49 21.32 0 0 0| 5 35 +5 0 1050 6.250 0.20 21.64 0 0 0| 15 15 +15 0 1100 1.250 0.05 21.78 0 0 0| 0 0 0 0 1150 0.750 0.03 27.79 0 0 0| 0 0 0 0 1200 CAB 0.00 32.10 0 0 0| 0 0 0 0 1300 Total 0 0 0| 20 73 +20 0 Indicative a-t-m Vol 20.78 Underlying Price 1047.000 Time to expiry: 114 Days Dec 10 250.000 0.98 26.34 0 0 0| 0 0 0 0 800 174.250 0.92 24.90 0 0 0| 0 0 0 0 880 138.250 0.87 23.63 0 0 0| 0 2 0 0 920 105.000 0.79 22.52 0 0 0| 0 5 0 0 960 76.250 0.68 21.93 0 0 0| 5 10 +5 0 1000 23.500 0.34 19.48 0 0 0| 0 14 0 0 1100 4.750 0.10 18.87 0 0 0| 0 0 0 0 1200 0.500 0.01 22.26 0 0 0| 0 0 0 0 1400 Total 0 0 0| 5 31 +5 0 Indicative a-t-m Vol 21.05 Underlying Price 1047.000 Time to expiry: 205 Days Mar 11 178.750 0.88 24.15 0 0 0| 0 0 0 0 880 145.250 0.82 23.25 0 0 0| 0 0 0 0 920 114.500 0.74 22.46 0 0 0| 0 0 0 0 960 88.500 0.64 22.19 0 0 0| 0 0 0 0 1000 36.250 0.38 19.75 0 0 0| 0 25 0 0 1100 11.500 0.16 18.45 0 0 0| 5 10 +5 0 1200 0.500 0.01 17.55 0 0 0| 0 0 0 0 1400 Total 0 0 0| 5 35 +5 0 Total Calls 0 0 0| 30 139 +30 0 | Equity Options 22:06 Business Day Wed 25 Aug 2010 Previous Business Day Tue 24 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 21.98 Underlying Price 1047.000 Time to expiry: 23 Days Sep 10 CAB 0.00 42.31 0 0 0| 0 0 0 0 720 CAB 0.00 41.21 0 0 0| 0 0 0 0 760 CAB 0.00 38.33 0 0 0| 0 3 0 0 800 0.250 -0.01 35.49 0 0 0| 0 1 0 0 840 0.250 -0.01 30.96 0 0 0| 0 4 0 0 880 1.000 -0.03 28.50 0 0 0| 0 10 0 0 920 2.000 -0.06 27.63 0 0 0| 0 0 0 0 940 3.250 -0.09 26.40 0 0 0| 0 0 0 0 960 5.250 -0.15 25.60 0 0 0| 0 2 0 0 980 8.750 -0.22 24.78 0 0 0| 0 11 0 0 1000 24.750 -0.51 21.80 0 0 0| 0 0 0 0 1050 56.000 -0.86 17.71 0 0 0| 0 0 0 0 1100 103.250 -0.98 18.71 0 0 0| 0 0 0 0 1150 153.000 -1.00 20.25 0 0 0| 0 0 0 0 1200 253.000 -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 20.90 Underlying Price 1047.000 Time to expiry: 114 Days Dec 10 3.500 -0.05 28.72 0 0 0| 0 2 0 0 800 9.500 -0.12 25.94 0 0 0| 0 13 0 0 880 14.750 -0.18 24.45 0 0 0| 0 34 0 0 920 23.000 -0.26 23.18 0 0 0| 0 3 0 0 960 35.000 -0.37 21.97 0 0 0| 0 0 0 0 1000 87.500 -0.70 19.69 0 0 0| 0 15 0 0 1100 170.500 -0.92 18.78 0 0 0| 0 0 0 0 1200 366.250 -1.00 20.35 0 0 0| 0 0 0 0 1400 Total 0 0 0| 0 67 0 0 Indicative a-t-m Vol 20.85 Underlying Price 1047.000 Time to expiry: 205 Days Mar 11 18.500 -0.17 24.69 0 0 0| 0 0 0 0 880 26.250 -0.23 23.63 0 0 0| 0 0 0 0 920 36.500 -0.30 22.64 0 0 0| 0 0 0 0 960 49.500 -0.39 21.62 0 0 0| 0 3 0 0 1000 101.500 -0.63 19.98 0 0 0| 0 0 0 0 1100 176.250 -0.85 18.34 0 0 0| 0 0 0 0 1200 366.750 -0.98 18.86 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 0 0| 6,030 240 +30 0 Equity Options 22:06 Business Day Wed 25 Aug 2010 Previous Business Day Tue 24 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 20.37 Underlying Price 3230.000 Time to expiry: 23 Days Sep 10 1231.000 1.00 44.13 0 0 0| 0 0 0 0 2000 831.500 1.00 39.91 0 0 0| 0 0 0 0 2400 632.500 0.99 37.19 0 0 0| 0 0 0 0 2600 434.500 0.97 30.34 0 0 0| 0 0 0 0 2800 337.500 0.94 27.70 0 0 0| 0 0 0 0 2900 243.000 0.89 24.66 0 0 0| 0 6 0 0 3000 158.500 0.77 23.26 0 0 0| 0 51 0 0 3100 84.500 85.000 0.58 20.73 84.500 S 76.000 0 0 4| 0 1,363 0 0 3200 36.500 0.35 19.54 0 0 0| 12 191 0 0 3300 12.500 12.000 0.15 18.82 12.500 12.500 0 0 10| 37 261 -32 0 3400 1.500 0.02 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 14| 49 2,271 -32 0 Indicative a-t-m Vol 21.08 Underlying Price 3230.000 Time to expiry: 51 Days Oct 10 635.500 0.98 28.94 0 0 0| 0 0 0 0 2600 443.000 0.93 26.49 0 0 0| 0 0 0 0 2800 265.000 0.81 23.95 0 0 0| 0 1 0 0 3000 187.500 0.70 22.67 0 0 0| 0 3 0 0 3100 121.000 0.57 21.32 0 0 0| 0 14 0 0 3200 63.500 71.000 0.41 20.51 63.500 63.500 0 0 5| 0 35 0 0 3300 33.000 37.000 0.26 19.80 33.000 33.000 0 0 5| 2 47 0 0 3400 6.000 7.500 0.07 19.07 6.000 S 6.000 S 0 0 2| 0 19 0 0 3600 1.500 0.02 19.69 0 0 0| 0 12 0 0 3800 Total 0 0 12| 2 131 0 0 Indicative a-t-m Vol 21.55 Underlying Price 3230.000 Time to expiry: 86 Days Nov 10 460.500 0.88 26.39 0 0 0| 0 0 0 0 2800 291.500 0.76 23.82 0 0 0| 0 0 0 0 3000 217.500 0.67 22.70 0 0 0| 0 0 0 0 3100 155.000 0.56 21.76 0 0 0| 0 0 0 0 3200 99.000 104.000 0.44 21.06 99.000 S 99.000 S 0 0 1| 0 0 0 0 3300 64.000 65.500 0.33 20.37 64.000 64.000 0 0 5| 0 5 0 0 3400 18.000 21.500 0.14 19.56 18.000 18.000 0 0 5| 0 0 0 0 3600 6.500 0.05 19.52 0 0 0| 0 0 0 0 3800 Total 0 0 11| 0 5 0 0 Indicative a-t-m Vol 21.52 Underlying Price 3230.000 Time to expiry: 114 Days Dec 10 1633.500 1.00 35.63 0 0 0| 0 0 0 0 1600 1434.000 1.00 30.68 0 0 0| 0 0 0 0 1800 1235.000 1.00 31.76 0 0 0| 0 0 0 0 2000 844.500 0.96 31.58 0 0 0| 0 0 0 0 2400 654.500 0.93 28.71 0 0 0| 0 10 0 0 2600 471.500 0.86 25.62 0 0 0| 0 237 0 0 2800 307.500 0.74 23.35 0 0 0| 0 2,309 0 0 3000 Equity Options 22:06 Business Day Wed 25 Aug 2010 Previous Business Day Tue 24 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 | 237.500 0.66 22.51 0 0 0| 0 976 0 0 3100 169.500 175.500 0.56 21.66 169.500 169.500 0 0 5| 0 980 0 0 3200 81.000 86.000 0.36 20.70 81.000 78.500 S 0 0 5| 115 1,003 +107 0 3400 33.000 32.500 0.18 19.52 33.000 32.000 0 0 7| 3 64 +1 0 3600 3.500 0.03 19.31 0 0 0| 0 251 0 0 4000 Total 0 0 17| 118 5,830 +108 0 Indicative a-t-m Vol 21.84 Underlying Price 3230.000 Time to expiry: 205 Days Mar 11 852.000 0.95 29.70 0 0 0| 0 0 0 0 2400 666.500 0.91 27.41 0 0 0| 0 0 0 0 2600 491.000 0.83 25.21 0 0 0| 0 272 0 0 2800 327.500 335.000 0.72 23.37 327.500 327.500 0 0 2| 0 77 0 0 3000 202.000 208.500 0.56 22.00 202.000 202.000 0 0 3| 0 645 0 0 3200 116.000 0.39 20.95 0 0 0| 6 41 0 0 3400 59.000 0.24 20.37 0 0 0| 0 73 0 0 3600 12.000 0.07 19.77 0 0 0| 0 6 0 0 4000 Total 0 0 5| 6 1,114 0 0 Indicative a-t-m Vol 22.01 Underlying Price 3230.000 Time to expiry: 296 Days Jun 11 861.500 0.93 30.02 0 0 0| 0 0 0 0 2400 513.000 0.80 25.86 0 0 0| 0 159 0 0 2800 358.000 0.69 23.43 0 0 0| 0 156 0 0 3000 236.000 0.55 22.12 0 0 0| 0 315 0 0 3200 139.500 147.500 0.41 21.37 139.500 139.500 0 0 5| 0 11 0 0 3400 80.500 84.000 0.27 20.53 80.500 80.500 0 0 3| 0 33 0 0 3600 25.000 0.10 19.83 0 0 0| 0 19 0 0 4000 Total 0 0 8| 0 693 0 0 Indicative a-t-m Vol 22.48 Underlying Price 3230.000 Time to expiry: 478 Days Dec 11 1441.500 0.99 37.15 0 0 0| 0 0 0 0 1800 1248.500 0.97 34.90 0 0 0| 0 0 0 0 2000 878.500 0.90 30.41 0 0 0| 0 0 0 0 2400 537.000 0.76 25.20 0 0 0| 0 0 0 0 2800 283.500 0.54 22.63 0 0 0| 0 274 0 0 3200 126.500 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 23.02 Underlying Price 3230.000 Time to expiry: 660 Days Jun 12 880.500 0.90 29.50 0 0 0| 0 0 0 0 2400 551.500 0.75 25.23 0 0 0| 0 0 0 0 2800 314.000 0.54 23.13 0 0 0| 0 0 0 0 3200 163.000 0.34 21.65 0 0 0| 0 0 0 0 3600 Total 0 0 0| 0 0 0 0 Indicative a-t-m Vol 23.00 Underlying Price 3230.000 Time to expiry: 849 Days Dec 12 893.500 0.88 29.98 0 0 0| 0 0 0 0 2400 571.500 0.73 25.41 0 0 0| 0 0 0 0 2800 341.500 0.54 23.20 0 0 0| 0 0 0 0 3200 Equity Options 22:06 Business Day Wed 25 Aug 2010 Previous Business Day Tue 24 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 | 171.500 0.35 20.50 0 0 0| 0 4 0 0 3600 Total 0 0 0| 0 4 0 0 Total Calls 0 0 67| 175 10,333 +76 0 | Equity Options 22:06 Business Day Wed 25 Aug 2010 Previous Business Day Tue 24 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 20.39 Underlying Price 3230.000 Time to expiry: 23 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 3.500 -0.03 31.28 0 0 0| 0 2,967 0 0 2800 6.000 -0.06 27.89 0 0 0| 0 712 0 0 2900 12.500 12.000 -0.12 25.02 14.500 12.500 0 0 15| 0 2,407 0 0 3000 27.000 -0.23 23.17 0 0 0| 4 59 -2 0 3100 58.000 54.000 -0.42 20.82 61.500 58.000 0 0 8| 1 1,869 0 0 3200 105.000 -0.66 19.38 0 0 0| 0 76 0 0 3300 180.500 -0.85 18.67 0 0 0| 0 20 0 0 3400 370.000 -1.00 18.29 0 0 0| 0 5 0 0 3600 570.000 -1.00 18.89 0 0 0| 0 0 0 0 3800 Total 0 0 23| 5 10,764 -2 0 Indicative a-t-m Vol 21.13 Underlying Price 3230.000 Time to expiry: 51 Days Oct 10 5.000 -0.03 32.34 0 0 0| 0 0 0 0 2600 13.000 13.000 -0.08 28.10 13.000 S 13.000 S 0 0 2| 2 13 +2 0 2800 35.500 33.500 -0.19 24.47 35.500 35.500 0 0 3| 5 26 0 0 3000 55.500 -0.30 22.94 0 0 0| 2 314 +2 0 3100 88.000 -0.43 21.34 0 0 0| 0 5 0 0 3200 138.500 -0.59 20.63 0 0 0| 0 7 0 0 3300 205.000 -0.74 20.00 0 0 0| 0 0 0 0 3400 375.000 -0.93 19.10 0 0 0| 0 0 0 0 3600 570.000 -0.99 19.56 0 0 0| 0 0 0 0 3800 Total 0 0 5| 9 365 +4 0 Indicative a-t-m Vol 21.57 Underlying Price 3230.000 Time to expiry: 86 Days Nov 10 23.000 26.500 -0.12 26.68 23.000 23.000 0 0 4| 0 0 0 0 2800 60.000 56.500 -0.24 23.88 60.000 60.000 0 0 1| 0 0 0 0 3000 83.000 -0.33 22.77 0 0 0| 0 0 0 0 3100 120.000 -0.44 21.80 0 0 0| 0 0 0 0 3200 168.500 -0.56 21.06 0 0 0| 0 0 0 0 3300 231.500 -0.67 20.58 0 0 0| 0 0 0 0 3400 386.000 -0.87 19.23 0 0 0| 0 0 0 0 3600 571.000 -0.98 17.81 0 0 0| 0 0 0 0 3800 Total 0 0 5| 0 0 0 0 Indicative a-t-m Vol 21.49 Underlying Price 3230.000 Time to expiry: 114 Days Dec 10 1.000 0.00 49.49 0 0 0| 0 85 0 0 1600 2.000 -0.01 44.74 0 0 0| 0 111 0 0 1800 3.500 -0.01 40.13 0 0 0| 0 378 0 0 2000 9.500 -0.04 31.79 0 0 0| 0 1,057 0 0 2400 18.000 -0.07 28.44 0 0 0| 0 493 0 0 2600 36.000 -0.14 25.80 0 0 0| 0 1,696 0 0 2800 75.000 72.000 -0.26 23.51 77.500 S 75.000 0 0 5| 2 1,322 0 0 3000 100.500 -0.34 22.52 0 0 0| 1 151 +1 0 3100 Equity Options 22:06 Business Day Wed 25 Aug 2010 Previous Business Day Tue 24 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 | 146.000 138.500 -0.44 21.65 152.500 146.000 0 0 18| 1 989 0 0 3200 248.500 -0.65 20.60 0 0 0| 0 359 0 0 3400 397.000 -0.83 19.64 0 0 0| 0 16 0 0 3600 771.000 -0.98 19.73 0 0 0| 0 0 0 0 4000 Total 0 0 23| 4 6,657 +1 0 Indicative a-t-m Vol 21.81 Underlying Price 3230.000 Time to expiry: 205 Days Mar 11 33.000 -0.09 29.20 0 0 0| 0 386 0 0 2400 57.500 -0.16 27.04 0 0 0| 0 30 0 0 2600 97.000 94.500 -0.25 24.90 97.000 97.000 0 0 1| 0 309 0 0 2800 156.000 -0.37 23.35 0 0 0| 0 584 0 0 3000 246.500 -0.52 21.95 0 0 0| 0 147 0 0 3200 370.000 -0.68 21.02 0 0 0| 0 13 0 0 3400 519.000 -0.81 19.85 0 0 0| 0 46 0 0 3600 884.000 -0.94 20.01 0 0 0| 0 8 0 0 4000 Total 0 0 1| 0 1,523 0 0 Indicative a-t-m Vol 22.06 Underlying Price 3230.000 Time to expiry: 296 Days Jun 11 56.500 -0.12 28.95 0 0 0| 0 120 0 0 2400 133.500 -0.27 25.13 0 0 0| 0 112 0 0 2800 203.500 196.000 -0.38 23.36 203.500 203.500 0 0 3| 3 136 +3 0 3000 287.500 -0.51 22.18 0 0 0| 0 4 0 0 3200 407.500 -0.63 21.41 0 0 0| 0 4 0 0 3400 544.500 -0.76 20.10 0 0 0| 0 35 0 0 3600 898.500 -0.89 20.81 0 0 0| 0 0 0 0 4000 Total 0 0 3| 3 411 +3 0 Indicative a-t-m Vol 21.55 Underlying Price 3230.000 Time to expiry: 478 Days Dec 11 28.500 -0.05 32.82 0 0 0| 0 13 0 0 1800 43.500 -0.08 30.64 0 0 0| 0 2 0 0 2000 95.000 -0.16 26.96 0 0 0| 0 13 0 0 2400 194.500 -0.31 24.00 0 0 0| 0 250 0 0 2800 363.500 -0.51 21.66 0 0 0| 0 270 0 0 3200 620.500 -0.71 20.16 0 0 0| 0 0 0 0 3600 Total 0 0 0| 0 548 0 0 Indicative a-t-m Vol 22.80 Underlying Price 3230.000 Time to expiry: 660 Days Jun 12 145.500 -0.21 26.00 0 0 0| 0 0 0 0 2400 275.500 -0.36 23.88 0 0 0| 0 0 0 0 2800 479.500 -0.53 22.71 0 0 0| 0 0 0 0 3200 776.000 -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 21.98 Underlying Price 3230.000 Time to expiry: 849 Days Dec 12 181.000 -0.23 25.22 0 0 0| 0 50 0 0 2400 309.500 -0.37 22.60 0 0 0| 0 250 0 0 2800 524.000 -0.53 21.91 0 0 0| 0 0 0 0 3200 818.000 -0.65 22.81 0 0 0| 0 250 0 0 3600 Total 0 0 0| 0 550 0 0 Equity Options 22:06 Business Day Wed 25 Aug 2010 Previous Business Day Tue 24 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 Puts 0 0 60| 21 20,818 +6 0 Grand Total 0 0 127| 14,196 31,151 +82 0 Equity Options 22:06 Business Day Wed 25 Aug 2010 Previous Business Day Tue 24 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 39.52 Underlying Price 375.300 Time to expiry: 23 Days Sep 10 135.500 1.00 61.73 0 0 0| 0 0 0 0 240 115.500 1.00 54.67 0 0 0| 0 0 0 0 260 95.750 0.99 52.03 0 0 0| 0 0 0 0 280 76.250 0.96 51.02 0 0 0| 0 4 0 0 300 66.750 0.94 49.80 0 0 0| 0 0 0 0 310 57.250 0.92 46.75 0 0 0| 0 35 0 0 320 48.250 0.88 45.46 0 0 0| 0 15 0 0 330 39.500 0.83 43.37 0 0 0| 50 110 -50 0 340 31.500 0.76 42.15 0 0 0| 0 92 0 0 350 24.500 0.67 41.55 0 0 0| 0 247 0 0 360 18.000 0.58 39.68 0 0 0| 0 28 0 0 370 15.500 13.000 0.47 39.41 15.500 15.500 0 0 2| 10 814 0 0 380 8.750 0.37 38.36 0 0 0| 5 93 0 0 390 8.000 6.250 0.28 39.24 8.500 8.000 0 0 53| 104 935 +100 0 400 3.000 0.15 40.51 0 0 0| 10 677 0 0 420 1.500 0.09 43.70 0 0 0| 0 78 0 0 440 1.250 0.06 49.16 0 0 0| 0 612 0 0 460 1.250 0.05 56.78 0 0 0| 0 105 0 0 480 0.750 0.03 79.56 0 0 0| 0 58 0 0 560 Total 0 0 55| 179 3,903 +50 0 Indicative a-t-m Vol 38.07 Underlying Price 375.300 Time to expiry: 51 Days Oct 10 95.750 0.98 46.87 0 0 0| 0 0 0 0 280 76.250 0.96 44.93 0 0 0| 0 0 0 0 300 58.000 0.90 43.39 0 0 0| 0 0 0 0 320 49.250 0.85 42.29 0 0 0| 0 30 0 0 330 41.250 0.79 41.34 0 0 0| 0 15 0 0 340 33.000 0.73 38.74 0 0 0| 0 0 0 0 350 27.000 0.64 39.30 0 0 0| 0 12 0 0 360 21.250 0.56 38.59 0 0 0| 0 10 0 0 370 16.000 0.47 37.72 0 0 0| 0 298 0 0 380 12.250 0.39 37.47 0 0 0| 0 1 0 0 390 8.750 0.31 36.69 0 0 0| 2 185 0 0 400 4.500 0.18 36.33 0 0 0| 10 159 +10 0 420 2.500 0.11 37.12 0 0 0| 0 0 0 0 440 Total 0 0 0| 12 710 +10 0 Indicative a-t-m Vol 39.19 Underlying Price 375.300 Time to expiry: 86 Days Nov 10 44.500 0.74 40.26 0 0 0| 0 0 0 0 340 32.750 0.60 40.46 0 0 0| 0 0 0 0 360 27.000 0.54 39.49 0 0 0| 0 0 0 0 370 22.250 0.48 38.99 0 0 0| 0 1 0 0 380 18.000 0.41 38.13 0 0 0| 0 0 0 0 390 14.500 0.36 37.76 0 0 0| 3 3 +3 0 400 8.250 0.24 35.33 0 0 0| 0 17 0 0 420 Equity Options 22:06 Business Day Wed 25 Aug 2010 Previous Business Day Tue 24 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 | 4.500 0.15 34.05 0 0 0| 0 0 0 0 440 Total 0 0 0| 3 21 +3 0 Indicative a-t-m Vol 38.98 Underlying Price 375.300 Time to expiry: 114 Days Dec 10 215.500 1.00 82.49 0 0 0| 0 0 0 0 160 195.500 1.00 75.38 0 0 0| 0 0 0 0 180 175.750 0.99 74.14 0 0 0| 0 0 0 0 200 155.500 0.99 57.95 0 0 0| 0 0 0 0 220 135.750 0.99 52.89 0 0 0| 0 60 0 0 240 96.750 0.95 45.02 0 0 0| 0 32 0 0 280 79.000 0.89 44.34 0 0 0| 0 25 0 0 300 62.500 0.80 42.56 0 0 0| 0 24 0 0 320 47.500 0.70 40.28 0 0 0| 0 75 0 0 340 36.250 0.59 40.07 0 0 0| 0 72 0 0 360 26.000 0.48 38.70 0 0 0| 0 340 0 0 380 18.000 0.38 37.52 0 0 0| 15 337 0 0 400 12.250 0.29 36.64 0 0 0| 0 455 0 0 420 7.250 0.20 34.69 0 0 0| 0 129 0 0 440 2.500 0.08 32.77 0 0 0| 0 124 0 0 480 0.750 0.03 37.43 0 0 0| 0 49 0 0 560 Total 0 0 0| 15 1,722 0 0 Indicative a-t-m Vol 38.26 Underlying Price 375.300 Time to expiry: 205 Days Mar 11 136.500 0.96 48.78 0 0 0| 0 320 0 0 240 100.750 0.86 45.36 0 0 0| 0 40 0 0 280 84.500 0.80 43.15 0 0 0| 0 2 0 0 300 69.750 0.73 40.97 0 0 0| 0 21 0 0 320 57.000 0.66 39.78 0 0 0| 0 36 0 0 340 46.500 0.59 39.51 0 0 0| 0 36 0 0 360 36.250 0.51 37.95 0 0 0| 0 40 0 0 380 28.000 0.43 37.06 0 0 0| 0 71 0 0 400 20.750 0.36 35.60 0 0 0| 0 194 0 0 420 15.000 0.29 34.71 0 0 0| 4 127 +4 0 440 Total 0 0 0| 4 887 +4 0 Indicative a-t-m Vol 37.11 Underlying Price 375.300 Time to expiry: 296 Days Jun 11 136.500 0.96 48.55 0 0 0| 0 100 0 0 240 101.000 0.86 44.16 0 0 0| 0 25 0 0 280 85.250 0.79 42.16 0 0 0| 0 16 0 0 300 70.750 0.73 40.06 0 0 0| 0 40 0 0 320 58.750 0.66 39.28 0 0 0| 0 0 0 0 340 47.500 0.58 37.86 0 0 0| 0 23 0 0 360 38.000 0.51 36.93 0 0 0| 0 141 0 0 380 29.750 0.44 36.08 0 0 0| 0 79 0 0 400 22.750 0.37 34.94 0 0 0| 0 14 0 0 420 17.250 0.30 34.09 0 0 0| 0 15 0 0 440 9.250 0.19 32.54 0 0 0| 0 0 0 0 480 2.000 0.06 29.89 0 0 0| 0 0 0 0 560 Total 0 0 0| 0 453 0 0 Equity Options 22:06 Business Day Wed 25 Aug 2010 Previous Business Day Tue 24 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 | Indicative a-t-m Vol 38.83 Underlying Price 375.300 Time to expiry: 478 Days Dec 11 215.500 0.99 71.05 0 0 0| 0 0 0 0 160 195.750 0.99 63.89 0 0 0| 0 0 0 0 180 176.250 0.97 59.04 0 0 0| 0 0 0 0 200 157.250 0.95 54.18 0 0 0| 0 0 0 0 220 138.750 0.91 50.22 0 0 0| 0 0 0 0 240 105.000 0.81 44.00 0 0 0| 0 0 0 0 280 81.750 0.70 43.70 0 0 0| 0 0 0 0 320 58.000 0.59 39.83 0 0 0| 0 1 0 0 360 40.000 0.47 37.32 0 0 0| 0 0 0 0 400 23.250 0.34 32.94 0 0 0| 0 10 0 0 440 18.000 0.27 34.53 0 0 0| 0 0 0 0 480 12.500 0.19 37.97 0 0 0| 0 0 0 0 560 Total 0 0 0| 0 11 0 0 Indicative a-t-m Vol 39.17 Underlying Price 375.300 Time to expiry: 660 Days Jun 12 109.750 0.79 46.35 0 0 0| 0 0 0 0 280 85.500 0.69 43.89 0 0 0| 0 0 0 0 320 62.500 0.59 40.02 0 0 0| 0 0 0 0 360 45.500 0.48 37.90 0 0 0| 0 0 0 0 400 29.500 0.37 34.17 0 0 0| 0 0 0 0 440 Total 0 0 0| 0 0 0 0 Indicative a-t-m Vol 39.57 Underlying Price 375.300 Time to expiry: 849 Days Dec 12 153.500 0.84 62.48 0 0 0| 0 0 0 0 240 124.000 0.77 54.92 0 0 0| 0 0 0 0 280 93.250 0.69 46.40 0 0 0| 0 0 0 0 320 67.000 0.59 40.23 0 0 0| 0 0 0 0 360 51.500 0.50 38.59 0 0 0| 0 0 0 0 400 38.500 0.42 36.95 0 0 0| 0 0 0 0 440 30.250 0.35 36.46 0 0 0| 0 0 0 0 480 Total 0 0 0| 0 0 0 0 Total Calls 0 0 55| 213 7,707 +67 0 | Equity Options 22:06 Business Day Wed 25 Aug 2010 Previous Business Day Tue 24 Aug 2010 Page 26 Puts | Block | Opening Settle Delta Vola- Daily Trade Bclear Total | Official **Open Change Exer- Exer Trans Price tility High Low Volume Volume*** Volume | Volume Int cises Price | Aviva Plc - STND OPT (CUA) Indicative a-t-m Vol 40.29 Underlying Price 375.300 Time to expiry: 23 Days Sep 10 0.500 -0.02 88.29 0 0 0| 0 12 0 0 240 1.000 -0.03 80.15 0 0 0| 0 0 0 0 260 1.250 -0.04 69.61 0 0 0| 0 82 0 0 280 1.500 -0.06 57.85 0 0 0| 0 4,188 0 0 300 1.750 -0.07 53.35 0 0 0| 0 2 0 0 310 2.750 2.250 -0.09 49.65 2.750 2.750 0 0 2| 0 615 0 0 320 2.750 -0.12 45.67 0 0 0| 0 15 0 0 330 4.250 -0.17 44.07 0 0 0| 0 1,714 0 0 340 6.000 6.250 -0.24 42.97 6.000 6.000 0 0 10| 11 126 +11 0 350 6.750 9.000 -0.33 41.18 9.250 6.750 0 0 39| 14 295 -14 0 360 12.750 -0.42 40.46 0 0 0| 3 142 +3 0 370 18.000 -0.53 40.17 0 0 0| 1 568 0 0 380 24.250 -0.62 40.70 0 0 0| 0 10 0 0 390 31.250 -0.71 40.78 0 0 0| 0 585 0 0 400 47.750 -0.84 41.78 0 0 0| 0 18 0 0 420 65.500 -0.95 37.87 0 0 0| 0 23 0 0 440 85.750 -0.94 48.93 0 0 0| 0 15 0 0 460 105.500 -0.95 55.79 0 0 0| 0 12 0 0 480 185.000 -0.98 70.95 0 0 0| 0 3 0 0 560 Total 0 0 51| 29 8,425 0 0 Indicative a-t-m Vol 39.10 Underlying Price 375.300 Time to expiry: 51 Days Oct 10 1.500 -0.05 46.02 0 0 0| 0 20 0 0 280 3.000 -0.10 43.77 0 0 0| 0 32 0 0 300 6.250 -0.18 42.77 0 0 0| 20 38 +20 0 320 8.250 -0.23 41.51 0 0 0| 0 63 0 0 330 11.000 -0.29 40.67 0 0 0| 25 56 +25 0 340 13.500 14.750 -0.36 40.52 13.500 13.500 0 0 25| 0 55 0 0 350 18.750 -0.43 39.65 0 0 0| 0 26 0 0 360 23.750 -0.50 39.17 0 0 0| 0 20 0 0 370 29.500 -0.57 39.04 0 0 0| 0 100 0 0 380 35.500 -0.64 38.00 0 0 0| 0 0 0 0 390 42.750 -0.71 37.78 0 0 0| 2 8 +2 0 400 59.000 -0.81 38.28 0 0 0| 0 1 0 0 420 76.250 -0.90 36.66 0 0 0| 0 0 0 0 440 Total 0 0 25| 47 419 +47 0 Indicative a-t-m Vol 39.03 Underlying Price 375.300 Time to expiry: 86 Days Nov 10 17.750 16.750 -0.32 40.89 17.750 17.750 0 0 2| 0 0 0 0 340 25.500 -0.43 40.44 0 0 0| 0 0 0 0 360 30.000 -0.48 39.38 0 0 0| 0 0 0 0 370 35.500 -0.54 38.80 0 0 0| 14 14 +14 0 380 41.500 -0.60 38.14 0 0 0| 26 26 +26 0 390 48.000 -0.65 37.69 0 0 0| 16 16 +16 0 400 64.000 -0.73 39.10 0 0 0| 0 0 0 0 420 79.500 -0.82 37.33 0 0 0| 0 0 0 0 440 Equity Options 22:06 Business Day Wed 25 Aug 2010 Previous Business Day Tue 24 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 | Total 0 0 2| 56 56 +56 0 Indicative a-t-m Vol 38.81 Underlying Price 375.300 Time to expiry: 114 Days Dec 10 0.250 -0.01 65.74 0 0 0| 0 70 0 0 160 0.500 -0.01 57.63 0 0 0| 0 15 0 0 180 0.750 -0.02 55.83 0 0 0| 0 15 0 0 200 1.500 -0.03 53.66 0 0 0| 0 71 0 0 220 2.750 -0.05 51.32 0 0 0| 0 156 0 0 240 6.500 -0.12 46.81 0 0 0| 0 173 0 0 280 9.250 10.000 -0.18 45.03 9.250 9.250 0 0 5| 0 110 0 0 300 14.750 -0.25 43.07 0 0 0| 20 289 -20 0 320 21.000 -0.33 41.39 0 0 0| 0 230 0 0 340 27.500 29.250 -0.42 39.79 30.000 27.500 0 0 10| 0 320 0 0 360 39.250 -0.52 38.56 0 0 0| 0 289 0 0 380 51.500 -0.62 37.65 0 0 0| 0 103 0 0 400 65.000 -0.72 35.81 0 0 0| 0 9 0 0 420 82.250 -0.78 37.39 0 0 0| 0 15 0 0 440 116.750 -0.90 35.16 0 0 0| 0 35 0 0 480 194.000 -0.99 31.76 0 0 0| 0 47 0 0 560 Total 0 0 15| 20 1,947 -20 0 Indicative a-t-m Vol 38.65 Underlying Price 375.300 Time to expiry: 205 Days Mar 11 7.000 -0.09 49.74 0 0 0| 0 65 0 0 240 13.000 -0.17 45.42 0 0 0| 0 42 0 0 280 17.250 -0.22 43.31 0 0 0| 0 270 0 0 300 23.750 -0.28 42.41 0 0 0| 0 111 0 0 320 31.000 -0.34 41.03 0 0 0| 0 36 0 0 340 39.500 -0.42 39.57 0 0 0| 15 57 0 0 360 49.500 -0.49 38.42 0 0 0| 0 4 0 0 380 61.250 -0.57 37.47 0 0 0| 0 61 0 0 400 74.250 -0.64 36.51 0 0 0| 0 4 0 0 420 89.000 -0.71 35.97 0 0 0| 0 1 0 0 440 Total 0 0 0| 15 651 0 0 Indicative a-t-m Vol 37.09 Underlying Price 375.300 Time to expiry: 296 Days Jun 11 11.750 -0.13 46.53 0 0 0| 0 4 0 0 240 19.500 -0.21 41.95 0 0 0| 0 85 0 0 280 26.000 -0.27 41.08 0 0 0| 0 29 0 0 300 33.000 -0.33 39.60 0 0 0| 20 340 +20 0 320 42.250 -0.39 38.89 0 0 0| 0 52 0 0 340 52.250 -0.46 37.95 0 0 0| 2 28 0 0 360 63.250 -0.53 36.87 0 0 0| 0 5 0 0 380 75.500 -0.59 35.86 0 0 0| 0 23 0 0 400 89.250 -0.66 35.10 0 0 0| 0 2 0 0 420 105.000 -0.71 35.02 0 0 0| 0 7 0 0 440 136.500 -0.82 32.82 0 0 0| 0 21 0 0 480 209.750 -0.94 31.43 0 0 0| 0 1 0 0 560 Total 0 0 0| 22 597 +20 0 Equity Options 22:06 Business Day Wed 25 Aug 2010 Previous Business Day Tue 24 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 | Indicative a-t-m Vol 39.33 Underlying Price 375.300 Time to expiry: 478 Days Dec 11 16.750 -0.09 71.05 0 0 0| 0 0 0 0 160 18.000 -0.10 63.89 0 0 0| 0 0 0 0 180 20.250 -0.13 59.04 0 0 0| 0 500 0 0 200 22.750 -0.15 54.18 0 0 0| 0 0 0 0 220 25.750 -0.18 50.22 0 0 0| 0 0 0 0 240 34.500 -0.25 44.00 0 0 0| 0 0 0 0 280 55.750 -0.34 45.00 0 0 0| 0 0 0 0 320 71.250 -0.45 39.79 0 0 0| 0 0 0 0 360 95.750 -0.55 38.65 0 0 0| 0 0 0 0 400 124.000 -0.64 37.68 0 0 0| 0 0 0 0 440 156.000 -0.71 37.63 0 0 0| 0 0 0 0 480 226.000 -0.82 37.74 0 0 0| 0 0 0 0 560 Total 0 0 0| 0 500 0 0 Indicative a-t-m Vol 39.16 Underlying Price 375.300 Time to expiry: 660 Days Jun 12 49.250 -0.28 45.00 0 0 0| 0 0 0 0 280 71.750 -0.36 45.57 0 0 0| 0 0 0 0 320 87.250 -0.46 40.01 0 0 0| 0 0 0 0 360 111.250 -0.55 37.90 0 0 0| 0 0 0 0 400 137.000 -0.65 35.14 0 0 0| 0 0 0 0 440 Total 0 0 0| 0 0 0 0 Indicative a-t-m Vol 39.49 Underlying Price 375.300 Time to expiry: 849 Days Dec 12 64.500 -0.21 62.48 0 0 0| 0 0 0 0 240 77.250 -0.28 55.87 0 0 0| 0 0 0 0 280 84.000 -0.36 45.80 0 0 0| 0 0 0 0 320 99.250 -0.45 40.24 0 0 0| 0 0 0 0 360 123.500 -0.53 38.36 0 0 0| 0 0 0 0 400 150.500 -0.61 36.80 0 0 0| 0 0 0 0 440 181.500 -0.67 36.28 0 0 0| 0 0 0 0 480 Total 0 0 0| 0 0 0 0 Total Puts 0 0 93| 189 12,595 +103 0 Grand Total 0 0 148| 20,802 20,302 +170 0 Equity Options 22:06 Business Day Wed 25 Aug 2010 Previous Business Day Tue 24 Aug 2010 Page 29 Calls | Block | Opening Settle Delta Vola- Daily Trade Bclear Total | Official **Open Change Exer- Exer Trans Price tility High Low Volume Volume*** Volume | Volume Int cises Price | BAE Systems plc - STND OPT (AER) Indicative a-t-m Vol 22.98 Underlying Price 299.100 Time to expiry: 23 Days Sep 10 39.500 0.97 28.86 0 0 0| 0 0 0 0 260 20.750 0.86 25.06 0 0 0| 0 2 0 0 280 12.750 0.71 23.66 0 0 0| 0 0 0 0 290 5.500 6.750 0.49 22.98 6.000 5.500 0 0 270| 0 1 0 0 300 3.250 0.29 23.51 0 0 0| 3 1,003 +3 0 310 1.500 0.16 25.39 0 0 0| 0 108 0 0 320 1.000 0.750 0.08 26.57 1.000 1.000 0 0 217| 0 1,364 0 0 330 1.000 0.500 0.04 28.62 1.000 1.000 0 0 300| 0 3,396 0 0 340 0.500 0.250 0.01 32.70 0.500 0.500 0 0 233| 0 1,949 0 0 360 CAB 0.01 37.77 0 0 0| 0 114 0 0 380 CAB 0.00 42.67 0 0 0| 0 215 0 0 400 CAB 0.00 45.14 0 0 0| 0 5 0 0 440 Total 0 0 1,020| 3 8,157 +3 0 Indicative a-t-m Vol 25.15 Underlying Price 299.100 Time to expiry: 51 Days Oct 10 40.750 0.92 28.25 0 0 0| 0 0 0 0 260 23.500 0.77 25.88 0 0 0| 0 0 0 0 280 16.250 0.65 24.57 0 0 0| 0 0 0 0 290 11.000 0.51 25.15 0 0 0| 0 0 0 0 300 6.750 0.37 24.54 0 0 0| 0 1 0 0 310 4.000 0.25 24.69 0 0 0| 0 33 0 0 320 2.250 0.16 24.77 0 0 0| 0 3 0 0 330 1.250 0.09 24.83 0 0 0| 0 1,020 0 0 340 0.250 0.03 24.76 0 0 0| 0 0 0 0 360 CAB 0.00 24.18 0 0 0| 0 0 0 0 380 Total 0 0 0| 0 1,057 0 0 Indicative a-t-m Vol 26.00 Underlying Price 299.100 Time to expiry: 86 Days Nov 10 41.250 0.89 28.82 0 0 0| 0 0 0 0 260 25.000 0.74 26.98 0 0 0| 0 0 0 0 280 18.250 0.63 26.36 0 0 0| 0 0 0 0 290 13.000 0.51 26.00 0 0 0| 0 0 0 0 300 8.750 0.39 25.59 0 0 0| 0 0 0 0 310 5.750 0.29 25.61 0 0 0| 0 0 0 0 320 2.500 0.14 25.92 0 0 0| 0 0 0 0 340 Total 0 0 0| 0 0 0 0 Indicative a-t-m Vol 26.30 Underlying Price 299.100 Time to expiry: 114 Days Dec 10 60.000 0.95 30.29 0 0 0| 0 0 0 0 240 26.500 0.71 27.44 0 0 0| 25 25 +25 0 280 14.750 0.50 26.30 0 0 0| 6 6 +4 0 300 7.250 7.500 0.31 25.72 7.250 7.250 0 0 15| 52 218 +52 0 320 3.500 0.17 25.43 0 0 0| 0 2,225 0 0 340 1.500 2.000 0.10 27.39 1.500 1.500 0 0 20| 0 6,025 0 0 360 1.500 0.07 30.02 0 0 0| 0 4,072 0 0 380 Equity Options 22:06 Business Day Wed 25 Aug 2010 Previous Business Day Tue 24 Aug 2010 Page 30 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 | 1.500 0.06 34.12 0 0 0| 0 129 0 0 400 0.500 0.03 36.46 0 0 0| 0 5 0 0 440 Total 0 0 35| 83 12,705 +81 0 Indicative a-t-m Vol 24.93 Underlying Price 299.100 Time to expiry: 205 Days Mar 11 61.500 0.90 30.44 0 0 0| 0 0 0 0 240 45.000 0.79 28.60 0 0 0| 0 0 0 0 260 31.000 0.65 27.37 0 0 0| 0 2 0 0 280 19.000 0.50 24.93 0 0 0| 0 5 0 0 300 12.250 0.36 25.26 0 0 0| 4 25 0 0 320 7.000 0.24 24.78 0 0 0| 0 10 0 0 340 4.000 0.15 24.54 0 0 0| 0 10 0 0 360 Total 0 0 0| 4 52 0 0 Total Calls 0 0 1,055| 90 21,971 +84 0 | Equity Options 22:06 Business Day Wed 25 Aug 2010 Previous Business Day Tue 24 Aug 2010 Page 31 Puts | Block | Opening Settle Delta Vola- Daily Trade Bclear Total | Official **Open Change Exer- Exer Trans Price tility High Low Volume Volume*** Volume | Volume Int cises Price | BAE Systems plc - STND OPT (AER) Indicative a-t-m Vol 25.21 Underlying Price 299.100 Time to expiry: 23 Days Sep 10 0.750 -0.06 35.73 0 0 0| 0 0 0 0 260 2.000 -0.16 27.49 0 0 0| 0 2,062 0 0 280 4.250 -0.31 26.32 0 0 0| 0 0 0 0 290 8.000 -0.50 25.21 0 0 0| 1 346 +1 0 300 14.500 -0.69 25.70 0 0 0| 1 39 +1 0 310 24.000 22.500 -0.84 25.64 24.000 24.000 0 0 10| 0 3,117 0 0 320 31.500 -0.92 26.42 0 0 0| 0 0 0 0 330 41.250 -0.95 29.81 0 0 0| 0 262 0 0 340 61.250 -0.97 38.23 0 0 0| 8 107 0 0 360 81.000 -0.99 39.81 0 0 0| 0 0 0 0 380 101.000 -0.99 47.25 0 0 0| 0 4 0 0 400 141.000 -0.99 60.87 0 0 0| 0 0 0 0 440 Total 0 0 10| 10 5,937 +2 0 Indicative a-t-m Vol 25.91 Underlying Price 299.100 Time to expiry: 51 Days Oct 10 1.750 -0.10 30.51 0 0 0| 0 0 0 0 260 4.750 -0.24 27.31 0 0 0| 0 4,164 0 0 280 7.500 -0.36 26.27 0 0 0| 0 0 0 0 290 12.000 -0.49 25.91 0 0 0| 0 13 0 0 300 17.750 -0.63 25.32 0 0 0| 0 6 0 0 310 25.000 -0.74 25.62 0 0 0| 0 80 0 0 320 33.250 -0.83 25.68 0 0 0| 0 5 0 0 330 42.250 -0.89 26.59 0 0 0| 0 0 0 0 340 61.250 -0.96 28.68 0 0 0| 0 0 0 0 360 81.000 -0.98 31.88 0 0 0| 0 0 0 0 380 Total 0 0 0| 0 4,268 0 0 Indicative a-t-m Vol 25.62 Underlying Price 299.100 Time to expiry: 86 Days Nov 10 4.250 -0.18 28.38 0 0 0| 0 0 0 0 260 9.500 -0.34 26.93 0 0 0| 0 0 0 0 280 13.750 -0.45 26.50 0 0 0| 0 0 0 0 290 18.750 -0.56 25.62 0 0 0| 0 0 0 0 300 25.250 -0.66 25.34 0 0 0| 0 0 0 0 310 32.750 -0.75 25.58 0 0 0| 0 0 0 0 320 50.250 -0.86 27.43 0 0 0| 0 0 0 0 340 Total 0 0 0| 0 0 0 0 Indicative a-t-m Vol 25.63 Underlying Price 299.100 Time to expiry: 114 Days Dec 10 3.750 -0.13 33.86 0 0 0| 0 0 0 0 240 11.750 -0.36 27.03 0 0 0| 25 3,227 +25 0 280 20.750 -0.54 25.63 0 0 0| 10 2,202 0 0 300 34.250 -0.71 25.33 0 0 0| 0 89 0 0 320 50.250 -0.85 24.15 0 0 0| 0 170 0 0 340 68.750 -0.92 25.52 0 0 0| 0 82 0 0 360 88.250 -0.96 26.68 0 0 0| 0 35 0 0 380 107.750 -0.98 26.40 0 0 0| 0 14 0 0 400 Equity Options 22:06 Business Day Wed 25 Aug 2010 Previous Business Day Tue 24 Aug 2010 Page 32 Puts | Block | Opening Settle Delta Vola- Daily Trade Bclear Total | Official **Open Change Exer- Exer Trans Price tility High Low Volume Volume*** Volume | Volume Int cises Price | 147.500 -1.00 27.29 0 0 0| 0 0 0 0 440 Total 0 0 0| 35 5,819 +25 0 Indicative a-t-m Vol 25.41 Underlying Price 299.100 Time to expiry: 205 Days Mar 11 5.750 -0.15 29.25 0 0 0| 0 10 0 0 240 10.000 -0.25 27.81 0 0 0| 0 5 0 0 260 17.250 -0.37 27.40 0 0 0| 0 64 0 0 280 26.000 -0.51 25.41 0 0 0| 0 8 0 0 300 38.500 -0.65 24.75 0 0 0| 0 4 0 0 320 53.250 -0.77 23.97 0 0 0| 3 9 +3 0 340 70.250 -0.87 23.50 0 0 0| 0 0 0 0 360 Total 0 0 0| 3 100 +3 0 Total Puts 0 0 10| 48 16,124 +30 0 Grand Total 0 0 1,065| 9,138 38,095 +114 0 Equity Options 22:06 Business Day Wed 25 Aug 2010 Previous Business Day Tue 24 Aug 2010 Page 33 Calls | Block | Opening Settle Delta Vola- Daily Trade Bclear Total | Official **Open Change Exer- Exer Trans Price tility High Low Volume Volume*** Volume | Volume Int cises Price | Barclays plc - STND OPT (BBL) Indicative a-t-m Vol 48.01 Underlying Price 298.000 Time to expiry: 23 Days Sep 10 98.500 0.98 79.02 0 0 0| 0 17 0 0 200 79.250 0.95 74.66 0 0 0| 0 0 0 0 220 60.250 0.92 65.34 0 0 0| 0 2,650 0 0 240 42.500 0.84 59.35 0 0 0| 0 26 0 0 260 26.500 0.70 53.84 0 0 0| 0 5,652 0 0 280 14.500 13.500 0.50 47.36 15.000 14.250 0 0 172| 0 10,033 0 0 300 9.000 0.39 45.18 0 0 0| 0 40 0 0 310 9.250 5.500 0.28 43.95 9.250 S 5.000 0 0 25| 75 20,037 -54 0 320 3.250 0.19 42.83 0 0 0| 0 9,182 0 0 330 2.000 0.13 43.39 0 0 0| 0 8,677 0 0 340 1.500 0.09 45.30 0 0 0| 0 2,685 0 0 350 1.000 0.07 47.81 0 0 0| 0 16,613 -891 0 360 0.500 0.04 51.75 0 0 0| 0 14,945 0 0 380 0.500 0.03 56.77 0 0 0| 0 21,680 0 0 400 0.500 0.02 65.38 0 0 0| 0 1,256 0 0 420 0.500 0.03 74.70 0 0 0| 0 479 0 0 440 0.250 0.02 84.14 0 0 0| 0 990 0 0 480 Total 0 0 197| 75 114,962 -945 0 Indicative a-t-m Vol 48.33 Underlying Price 298.000 Time to expiry: 51 Days Oct 10 81.750 0.91 66.76 0 0 0| 0 0 0 0 220 64.500 0.85 63.22 0 0 0| 0 0 0 0 240 48.000 0.77 57.56 0 0 0| 0 0 0 0 260 33.000 0.66 52.07 0 0 0| 0 26 0 0 280 20.750 0.52 47.92 0 0 0| 7 44 0 0 300 15.750 0.45 45.92 0 0 0| 0 1 0 0 310 11.500 0.37 44.31 0 0 0| 40 81 +40 0 320 8.250 0.29 42.89 0 0 0| 0 60 0 0 330 5.500 0.22 40.81 0 0 0| 5 139 +5 0 340 3.500 0.16 39.71 0 0 0| 0 33 0 0 350 2.250 0.11 39.07 0 0 0| 0 365 0 0 360 2.250 0.10 47.00 0 0 0| 0 0 0 0 380 2.250 0.09 53.83 0 0 0| 0 50 0 0 400 2.250 0.08 66.54 0 0 0| 0 0 0 0 440 Total 0 0 0| 52 799 +45 0 Indicative a-t-m Vol 47.87 Underlying Price 298.000 Time to expiry: 86 Days Nov 10 53.250 0.74 56.34 0 0 0| 0 0 0 0 260 38.750 0.65 51.16 0 0 0| 0 0 0 0 280 26.750 0.54 47.51 0 0 0| 0 0 0 0 300 21.500 0.48 45.87 0 0 0| 0 0 0 0 310 17.000 0.41 44.28 0 0 0| 0 0 0 0 320 13.250 0.35 42.89 0 0 0| 0 0 0 0 330 10.000 0.29 41.43 0 0 0| 0 0 0 0 340 5.500 0.19 39.98 0 0 0| 1,152 1,152 +1,152 0 360 Total 0 0 0| 1,152 1,152 +1,152 0 Equity Options 22:06 Business Day Wed 25 Aug 2010 Previous Business Day Tue 24 Aug 2010 Page 34 Calls | Block | Opening Settle Delta Vola- Daily Trade Bclear Total | Official **Open Change Exer- Exer Trans Price tility High Low Volume Volume*** Volume | Volume Int cises Price | Indicative a-t-m Vol 48.44 Underlying Price 298.000 Time to expiry: 114 Days Dec 10 258.000 1.00 87.61 0 0 0| 0 0 0 0 40 250.000 1.00 85.17 0 0 0| 0 0 0 0 48 238.000 1.00 85.17 0 0 0| 0 0 0 0 60 218.250 1.00 84.21 0 0 0| 0 0 0 0 80 210.250 1.00 84.21 0 0 0| 0 0 0 0 88 202.250 1.00 82.75 0 0 0| 0 0 0 0 96 198.250 1.00 81.79 0 0 0| 0 25 0 0 100 178.750 0.99 81.02 0 0 0| 0 0 0 0 120 159.500 0.98 78.22 0 0 0| 0 0 0 0 140 140.500 0.96 73.85 0 0 0| 0 55 0 0 160 122.750 0.93 73.19 0 0 0| 0 275 0 0 180 105.000 0.90 68.09 0 0 0| 25 65 +15 0 200 88.000 0.85 64.27 0 0 0| 0 64 0 0 220 72.000 0.79 60.38 0 0 0| 0 2,885 0 0 240 60.000 56.500 0.73 55.41 60.000 55.000 0 0 520| 0 1,021 0 0 260 47.500 0.67 52.71 0 0 0| 0 8,202 0 0 273 43.000 0.64 52.00 0 0 0| 0 2,290 0 0 280 31.000 0.54 48.04 0 0 0| 0 4,831 0 0 300 26.250 24.250 0.48 45.64 26.250 26.250 0 0 25| 0 7,178 0 0 312 20.750 0.44 44.50 0 0 0| 0 8,456 0 0 320 13.000 0.32 41.45 0 0 0| 0 6,316 0 0 340 13.500 9.250 0.26 39.14 13.500 13.500 0 0 3| 0 16,509 -4,650 0 351 8.250 7.000 0.22 37.94 8.250 8.250 0 0 23| 0 11,466 0 0 360 3.500 0.13 35.35 0 0 0| 0 5,746 0 0 380 2.750 0.11 35.95 0 0 0| 0 30,254 -100 0 390 0.250 0.02 36.37 0 0 0| 0 13,085 0 0 467 0.250 0.01 36.66 0 0 0| 0 600 0 0 480 Total 0 0 571| 25 119,323 -4,735 0 Indicative a-t-m Vol 46.70 Underlying Price 298.000 Time to expiry: 205 Days Mar 11 109.750 0.86 63.66 0 0 0| 0 33 0 0 200 78.500 0.77 55.85 0 0 0| 0 129 0 0 240 53.750 51.250 0.64 49.41 53.750 S 53.750 S 0 0 3| 0 132 0 0 280 39.500 0.56 46.40 0 0 0| 0 0 0 0 300 29.750 0.48 44.03 0 0 0| 0 4,651 0 0 320 21.750 0.39 42.13 0 0 0| 0 0 0 0 340 15.250 0.31 40.19 0 0 0| 0 5,359 0 0 360 6.750 0.18 37.15 0 0 0| 0 583 0 0 400 2.500 0.08 34.40 0 0 0| 0 4,580 0 0 440 2.500 0.07 39.80 0 0 0| 0 529 0 0 480 Total 0 0 3| 0 15,996 0 0 Indicative a-t-m Vol 45.21 Underlying Price 298.000 Time to expiry: 296 Days Jun 11 112.250 0.85 58.56 0 0 0| 0 25 0 0 200 82.500 0.76 52.79 0 0 0| 0 12 0 0 240 56.750 0.64 47.52 0 0 0| 0 22 0 0 280 Equity Options 22:06 Business Day Wed 25 Aug 2010 Previous Business Day Tue 24 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 | 45.500 0.57 44.95 0 0 0| 0 0 0 0 300 35.750 0.50 42.93 0 0 0| 0 3,692 0 0 320 27.250 0.42 41.00 0 0 0| 25 25 +25 0 340 20.000 0.35 38.89 0 0 0| 123 221 +78 0 360 10.000 0.22 35.61 0 0 0| 0 3,318 0 0 400 2.500 0.07 33.44 0 0 0| 0 330 0 0 480 Total 0 0 0| 148 7,645 +103 0 Indicative a-t-m Vol 42.89 Underlying Price 298.000 Time to expiry: 478 Days Dec 11 258.000 1.00 76.20 0 0 0| 0 0 0 0 40 250.000 1.00 75.34 0 0 0| 0 0 0 0 48 238.250 1.00 74.06 0 0 0| 0 0 0 0 60 218.750 0.99 72.13 0 0 0| 0 0 0 0 80 211.000 0.99 71.27 0 0 0| 0 0 0 0 88 203.750 0.98 69.88 0 0 0| 0 0 0 0 96 182.500 0.95 67.03 0 0 0| 0 0 0 0 120 165.500 0.93 64.33 0 0 0| 0 0 0 0 140 149.500 0.90 61.62 0 0 0| 0 0 0 0 160 134.250 0.86 59.18 0 0 0| 0 0 0 0 180 118.000 0.83 54.86 0 0 0| 0 0 0 0 200 89.250 0.75 48.74 0 0 0| 0 0 0 0 240 65.750 0.64 45.20 0 0 0| 0 0 0 0 280 43.250 0.52 40.06 0 0 0| 0 6,351 0 0 320 34.500 0.46 37.99 0 0 0| 0 2,762 0 0 340 27.500 0.40 36.69 0 0 0| 0 4,500 0 0 360 16.250 0.28 34.09 0 0 0| 0 10,005 0 0 400 5.000 0.11 31.00 0 0 0| 0 12 0 0 480 Total 0 0 0| 0 23,630 0 0 Indicative a-t-m Vol 48.39 Underlying Price 298.000 Time to expiry: 660 Days Jun 12 127.250 0.82 57.64 0 0 0| 0 0 0 0 200 104.500 0.74 55.24 0 0 0| 0 0 0 0 240 80.750 0.66 50.02 0 0 0| 0 0 0 0 280 61.000 0.57 46.40 0 0 0| 0 0 0 0 320 45.000 0.48 43.49 0 0 0| 0 0 0 0 360 33.000 0.39 41.50 0 0 0| 0 0 0 0 400 Total 0 0 0| 0 0 0 0 Indicative a-t-m Vol 47.95 Underlying Price 298.000 Time to expiry: 849 Days Dec 12 130.250 0.82 54.66 0 0 0| 0 0 0 0 200 110.250 0.75 53.83 0 0 0| 0 0 0 0 240 89.000 0.67 50.08 0 0 0| 0 0 0 0 280 67.750 0.59 45.35 0 0 0| 0 0 0 0 320 51.000 0.50 42.09 0 0 0| 0 0 0 0 360 36.000 0.41 38.69 0 0 0| 0 0 0 0 400 11.500 0.19 29.84 0 0 0| 0 15 0 0 480 Total 0 0 0| 0 15 0 0 Total Calls 0 0 771| 1,452 283,522 -4,380 0 | Equity Options 22:06 Business Day Wed 25 Aug 2010 Previous Business Day Tue 24 Aug 2010 Page 36 Puts | Block | Opening Settle Delta Vola- Daily Trade Bclear Total | Official **Open Change Exer- Exer Trans Price tility High Low Volume Volume*** Volume | Volume Int cises Price | Barclays plc - STND OPT (BBL) Indicative a-t-m Vol 48.00 Underlying Price 298.000 Time to expiry: 23 Days Sep 10 0.500 0.500 -0.02 79.02 0.500 0.500 0 0 5| 0 4,745 0 0 200 1.250 -0.05 74.59 0 0 0| 0 7 0 0 220 2.000 -0.08 65.34 0 0 0| 0 7,194 0 0 240 4.250 -0.16 59.20 0 0 0| 0 1,146 0 0 260 5.250 8.500 -0.30 53.71 8.500 5.250 0 0 16| 0 27,565 -1,650 0 280 9.250 15.500 -0.50 47.36 15.000 9.250 S 0 0 544| 1,418 20,165 +3,783 0 300 20.750 -0.61 45.01 0 0 0| 0 4,065 +4,000 0 310 27.500 -0.72 43.80 0 0 0| 0 24,595 0 0 320 30.500 35.250 -0.81 42.71 30.500 30.500 0 0 2| 0 9,285 0 0 330 36.250 44.000 -0.87 43.30 36.250 36.250 0 0 10| 0 5,260 0 0 340 53.250 -0.91 45.30 0 0 0| 0 34 0 0 350 63.000 -0.93 47.81 0 0 0| 0 3,069 0 0 360 82.500 -0.96 51.75 0 0 0| 0 2,035 0 0 380 102.250 -0.98 56.77 0 0 0| 0 28,072 0 0 400 122.250 -0.98 65.38 0 0 0| 0 0 0 0 420 142.500 -0.98 74.70 0 0 0| 0 50 0 0 440 182.250 -0.98 84.14 0 0 0| 0 39 0 0 480 Total 0 0 577| 1,418 137,326 +6,133 0 Indicative a-t-m Vol 48.32 Underlying Price 298.000 Time to expiry: 51 Days Oct 10 3.500 -0.09 66.70 0 0 0| 0 5 0 0 220 6.250 6.250 -0.15 63.15 6.250 6.250 0 0 50| 0 34 0 0 240 9.000 9.500 -0.23 57.48 9.000 9.000 0 0 3| 15 3,072 +15 0 260 12.750 14.750 -0.34 51.97 14.250 12.750 0 0 75| 146 2,301 +2,066 0 280 18.500 22.500 -0.48 47.92 19.250 18.500 0 0 3| 89 673 +36 0 300 27.250 -0.55 45.92 0 0 0| 0 0 0 0 310 31.750 33.250 -0.63 44.31 31.750 31.750 0 0 26| 40 190 +40 0 320 40.000 -0.71 42.79 0 0 0| 0 25 0 0 330 47.000 -0.78 40.73 0 0 0| 0 35 0 0 340 55.250 -0.84 39.64 0 0 0| 0 0 0 0 350 64.000 -0.89 39.00 0 0 0| 0 0 0 0 360 84.000 -0.90 46.93 0 0 0| 0 0 0 0 380 104.000 -0.91 53.77 0 0 0| 0 0 0 0 400 144.000 -0.92 66.48 0 0 0| 0 0 0 0 440 Total 0 0 157| 290 6,335 +2,157 0 Indicative a-t-m Vol 47.76 Underlying Price 298.000 Time to expiry: 86 Days Nov 10 13.500 15.250 -0.26 56.27 13.500 13.500 0 0 50| 0 0 0 0 260 17.250 20.750 -0.36 51.08 20.000 17.250 0 0 7| 37 37 +37 0 280 28.750 -0.47 47.39 0 0 0| 10 10 +10 0 300 33.500 -0.53 45.77 0 0 0| 0 0 0 0 310 39.250 -0.59 44.15 0 0 0| 0 0 0 0 320 45.500 -0.65 42.81 0 0 0| 0 0 0 0 330 52.250 -0.71 41.35 0 0 0| 0 0 0 0 340 68.000 -0.81 39.98 0 0 0| 0 0 0 0 360 Total 0 0 57| 47 47 +47 0 Equity Options 22:06 Business Day Wed 25 Aug 2010 Previous Business Day Tue 24 Aug 2010 Page 37 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 48.44 Underlying Price 298.000 Time to expiry: 114 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 0.750 -0.01 81.02 0 0 0| 0 314 0 0 120 1.500 -0.03 78.22 0 0 0| 0 2,174 0 0 140 2.750 -0.04 73.85 0 0 0| 0 4,771 0 0 160 5.000 -0.08 73.19 0 0 0| 0 7,037 0 0 180 7.000 -0.11 68.09 0 0 0| 0 4,589 0 0 200 10.250 -0.15 64.27 0 0 0| 10 815 +10 0 220 14.250 -0.21 60.38 0 0 0| 0 6,359 0 0 240 18.750 -0.28 55.41 0 0 0| 0 1,305 0 0 260 18.000 22.750 -0.33 52.71 18.000 18.000 0 0 13| 0 8,947 0 0 273 25.250 -0.36 52.00 0 0 0| 30 16,475 0 0 280 33.250 -0.46 48.04 0 0 0| 25 19,383 +25 0 300 33.250 38.750 -0.52 45.64 33.250 33.250 0 0 10| 0 20,840 0 0 312 43.250 -0.57 44.50 0 0 0| 0 21,120 -25 0 320 55.250 -0.68 41.45 0 0 0| 0 7,402 0 0 340 62.500 -0.74 39.14 0 0 0| 0 3,219 0 0 351 69.500 -0.79 37.94 0 0 0| 0 2,085 0 0 360 85.750 -0.87 35.35 0 0 0| 0 508 0 0 380 95.250 -0.89 35.95 0 0 0| 0 8,138 0 0 390 169.500 -0.98 36.37 0 0 0| 0 52 0 0 467 183.250 -0.96 45.30 0 0 0| 0 107 0 0 480 Total 0 0 23| 65 135,715 +10 0 Indicative a-t-m Vol 46.63 Underlying Price 298.000 Time to expiry: 205 Days Mar 11 13.250 -0.14 63.62 0 0 0| 0 252 0 0 200 19.750 22.000 -0.24 55.81 19.750 S 19.750 S 0 0 3| 26 1,291 +26 0 240 35.000 -0.37 49.35 0 0 0| 25 1,749 -22 0 280 43.250 -0.45 46.33 0 0 0| 25 25 +25 0 300 53.500 -0.53 43.96 0 0 0| 50 6,658 0 0 320 65.750 -0.61 42.07 0 0 0| 0 0 0 0 340 79.250 -0.69 40.14 0 0 0| 0 384 0 0 360 110.750 -0.83 37.11 0 0 0| 0 75 0 0 400 146.250 -0.92 34.37 0 0 0| 0 25 0 0 440 186.000 -0.93 39.77 0 0 0| 0 50 0 0 480 Total 0 0 3| 126 10,509 +29 0 Indicative a-t-m Vol 45.21 Underlying Price 298.000 Time to expiry: 296 Days Jun 11 16.750 -0.16 58.56 0 0 0| 0 2,347 0 0 200 27.250 -0.25 52.79 0 0 0| 0 4,047 0 0 240 41.500 -0.37 47.52 0 0 0| 0 27 0 0 280 50.250 -0.44 44.95 0 0 0| 0 79 0 0 300 Equity Options 22:06 Business Day Wed 25 Aug 2010 Previous Business Day Tue 24 Aug 2010 Page 38 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 | 60.500 -0.51 42.93 0 0 0| 0 3,074 0 0 320 72.000 -0.58 41.00 0 0 0| 0 25 0 0 340 84.750 -0.65 38.89 0 0 0| 0 35 0 0 360 114.500 -0.79 35.61 0 0 0| 0 25 0 0 400 186.250 -0.94 32.60 0 0 0| 0 25 0 0 480 Total 0 0 0| 0 9,684 0 0 Indicative a-t-m Vol 42.89 Underlying Price 298.000 Time to expiry: 478 Days Dec 11 0.250 0.00 76.20 0 0 0| 0 0 0 0 40 0.500 -0.01 75.34 0 0 0| 0 0 0 0 48 1.250 -0.01 74.06 0 0 0| 0 0 0 0 60 3.000 -0.02 72.13 0 0 0| 0 0 0 0 80 3.750 -0.03 71.27 0 0 0| 0 0 0 0 88 4.500 -0.04 69.88 0 0 0| 0 0 0 0 96 8.250 -0.06 67.03 0 0 0| 0 0 0 0 120 11.500 -0.08 64.33 0 0 0| 0 0 0 0 140 15.750 -0.11 61.62 0 0 0| 0 0 0 0 160 20.500 -0.14 59.18 0 0 0| 0 356 0 0 180 24.000 -0.18 54.86 0 0 0| 0 124 0 0 200 35.000 -0.26 48.74 0 0 0| 0 739 0 0 240 51.250 -0.36 45.20 0 0 0| 0 0 0 0 280 68.750 -0.48 40.06 0 0 0| 0 6,362 0 0 320 79.500 -0.55 37.99 0 0 0| 0 4,500 0 0 340 92.500 -0.61 36.69 0 0 0| 0 4,500 0 0 360 120.750 -0.72 34.09 0 0 0| 0 0 0 0 400 188.750 -0.89 31.00 0 0 0| 0 0 0 0 480 Total 0 0 0| 0 16,581 0 0 Indicative a-t-m Vol 48.39 Underlying Price 298.000 Time to expiry: 660 Days Jun 12 35.750 -0.19 57.64 0 0 0| 0 0 0 0 200 52.500 -0.26 55.24 0 0 0| 0 0 0 0 240 68.000 -0.34 50.02 0 0 0| 0 0 0 0 280 88.000 -0.43 46.40 0 0 0| 0 0 0 0 320 111.250 -0.53 43.49 0 0 0| 0 0 0 0 360 138.500 -0.61 41.50 0 0 0| 0 0 0 0 400 Total 0 0 0| 0 0 0 0 Indicative a-t-m Vol 47.95 Underlying Price 298.000 Time to expiry: 849 Days Dec 12 39.750 -0.19 54.66 0 0 0| 0 10 0 0 200 59.000 -0.26 53.83 0 0 0| 0 0 0 0 240 76.750 -0.33 50.08 0 0 0| 0 0 0 0 280 94.500 -0.41 45.35 0 0 0| 0 310 0 0 320 116.500 -0.50 42.09 0 0 0| 0 0 0 0 360 140.500 -0.59 38.69 0 0 0| 0 12 0 0 400 194.000 -0.81 29.84 0 0 0| 0 0 0 0 480 Total 0 0 0| 0 332 0 0 Total Puts 0 0 817| 1,946 316,529 +8,376 0 Grand Total 0 0 1,588| 26,598 600,051 +3,996 0 Equity Options 22:06 Business Day Wed 25 Aug 2010 Previous Business Day Tue 24 Aug 2010 Page 39 Calls | Block | Opening Settle Delta Vola- Daily Trade Bclear Total | Official **Open Change Exer- Exer Trans Price tility High Low Volume Volume*** Volume | Volume Int cises Price | BG Group plc - STND OPT (BGG) Indicative a-t-m Vol 44.00 Underlying Price 1059.000 Time to expiry: 23 Days Sep 10 219.500 1.00 34.80 0 0 0| 0 0 0 0 840 180.000 0.98 35.62 0 0 0| 0 0 0 0 880 142.000 0.94 36.92 0 0 0| 0 0 0 0 920 113.000 108.000 0.85 38.83 113.000 113.000 0 0 12| 0 12 0 0 960 93.000 0.79 40.30 0 0 0| 0 0 0 0 980 79.500 0.73 41.12 0 0 0| 0 66 0 0 1000 51.000 51.500 0.55 43.37 51.000 51.000 0 0 10| 1 82 0 0 1050 34.000 34.000 0.40 46.89 35.000 31.000 0 0 21| 4 2,726 0 0 1100 22.000 24.000 0.29 51.65 23.000 22.000 0 0 229| 231 1,302 -10 0 1150 15.500 0.20 53.65 0 0 0| 2 519 +2 0 1200 11.000 0.14 57.00 0 0 0| 0 181 0 0 1250 7.500 0.10 59.97 0 0 0| 0 2,445 -450 0 1300 4.500 0.06 66.35 0 0 0| 0 719 0 0 1400 3.000 2.500 0.03 70.84 3.000 3.000 0 0 15| 0 1 0 0 1500 Total 0 0 287| 238 8,053 -458 0 Indicative a-t-m Vol 41.41 Underlying Price 1059.000 Time to expiry: 51 Days Oct 10 154.000 0.85 39.98 0 0 0| 0 0 0 0 920 123.500 0.77 40.13 0 0 0| 0 0 0 0 960 109.500 0.72 39.93 0 0 0| 0 0 0 0 980 97.000 0.68 40.40 0 0 0| 0 25 0 0 1000 70.500 0.56 41.14 0 0 0| 0 51 0 0 1050 51.000 0.44 42.66 0 0 0| 0 24 0 0 1100 36.500 0.34 43.72 0 0 0| 0 17 0 0 1150 23.500 25.500 0.26 44.71 25.000 23.500 0 0 45| 0 178 0 0 1200 18.500 0.19 46.06 0 0 0| 0 75 0 0 1250 12.500 0.14 46.86 0 0 0| 4 272 0 0 1300 9.000 0.10 47.71 0 0 0| 0 17 0 0 1350 Total 0 0 45| 4 659 0 0 Indicative a-t-m Vol 39.61 Underlying Price 1059.000 Time to expiry: 86 Days Nov 10 165.500 0.80 38.99 0 0 0| 0 0 0 0 920 137.500 0.73 39.11 0 0 0| 0 0 0 0 960 112.500 0.66 39.21 0 0 0| 0 0 0 0 1000 86.500 0.56 39.47 0 0 0| 0 0 0 0 1050 66.000 0.47 40.24 0 0 0| 0 0 0 0 1100 49.500 0.38 40.54 0 0 0| 1 1 +1 0 1150 38.000 0.31 41.58 0 0 0| 0 0 0 0 1200 20.000 23.000 0.20 43.95 21.000 20.000 0 0 179| 10 15 0 0 1300 Total 0 0 179| 11 16 +1 0 Indicative a-t-m Vol 38.36 Underlying Price 1059.000 Time to expiry: 114 Days Dec 10 237.000 0.88 39.87 0 0 0| 0 4 0 0 840 205.500 204.000 0.83 39.07 205.500 205.500 0 0 10| 0 4 0 0 880 173.500 0.78 38.55 0 0 0| 0 16 0 0 920 Equity Options 22:06 Business Day Wed 25 Aug 2010 Previous Business Day Tue 24 Aug 2010 Page 40 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 | 146.000 0.72 38.27 0 0 0| 0 29 0 0 960 123.000 121.500 0.65 38.10 123.000 123.000 0 0 17| 0 20 0 0 1000 74.500 75.000 0.48 38.54 74.500 74.500 0 0 13| 10 771 0 0 1100 47.500 44.000 0.33 38.98 47.500 43.500 0 0 32| 230 4,303 +176 0 1200 26.500 0.22 40.20 0 0 0| 11 273 +11 0 1300 15.500 0.14 40.94 0 0 0| 41 165 +30 0 1400 Total 0 0 72| 292 5,585 +217 0 Indicative a-t-m Vol 36.04 Underlying Price 1059.000 Time to expiry: 205 Days Mar 11 225.500 223.500 0.79 37.56 225.500 S 223.500 0 0 12| 0 64 0 0 880 169.000 0.70 36.49 0 0 0| 0 35 0 0 960 146.000 0.64 36.39 0 0 0| 0 48 0 0 1000 98.000 0.50 35.79 0 0 0| 34 63 +34 0 1100 64.500 0.38 35.82 0 0 0| 18 62 +10 0 1200 26.500 25.000 0.18 35.35 27.500 26.500 0 0 77| 30 114 +20 0 1400 Total 0 0 89| 82 386 +64 0 Total Calls 0 0 672| 627 14,699 -176 0 | Equity Options 22:06 Business Day Wed 25 Aug 2010 Previous Business Day Tue 24 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 | BG Group plc - STND OPT (BGG) Indicative a-t-m Vol 44.44 Underlying Price 1059.000 Time to expiry: 23 Days Sep 10 2.500 -0.04 54.27 0 0 0| 0 8 0 0 840 2.500 -0.05 45.37 0 0 0| 0 49 0 0 880 4.500 3.000 -0.06 37.21 4.500 4.500 0 0 25| 0 371 0 0 920 8.500 -0.15 38.75 0 0 0| 5 792 -5 0 960 14.000 13.500 -0.21 39.91 15.000 13.500 0 0 138| 100 1,280 +50 0 980 20.000 -0.27 41.07 0 0 0| 325 1,694 +123 0 1000 37.000 42.500 -0.45 43.81 47.500 37.000 0 0 64| 76 926 +56 0 1050 73.000 75.000 -0.60 47.34 73.000 73.000 0 0 5| 65 6,101 -22 0 1100 113.500 -0.72 50.60 0 0 0| 0 10 0 0 1150 156.000 -0.80 53.62 0 0 0| 0 492 0 0 1200 199.000 -0.88 52.80 0 0 0| 0 0 0 0 1250 244.000 -0.94 49.72 0 0 0| 0 30 0 0 1300 341.000 -0.99 46.48 0 0 0| 0 0 0 0 1400 441.000 -1.00 42.72 0 0 0| 0 0 0 0 1500 Total 0 0 232| 571 11,753 +202 0 Indicative a-t-m Vol 40.76 Underlying Price 1059.000 Time to expiry: 51 Days Oct 10 13.500 -0.15 39.36 0 0 0| 0 56 0 0 920 20.000 22.500 -0.23 39.44 20.000 20.000 0 0 4| 5 17 +5 0 960 29.000 -0.27 39.47 0 0 0| 7 31 +2 0 980 36.500 -0.32 39.93 0 0 0| 2 66 +2 0 1000 59.500 -0.44 40.50 0 0 0| 118 179 +104 0 1050 90.000 -0.56 41.95 0 0 0| 0 33 0 0 1100 125.500 -0.66 42.98 0 0 0| 0 0 0 0 1150 166.500 -0.74 45.36 0 0 0| 0 15 0 0 1200 210.000 -0.80 47.72 0 0 0| 0 0 0 0 1250 247.500 256.500 -0.84 50.62 247.500 247.500 0 0 24| 0 0 0 0 1300 304.000 -0.86 53.96 0 0 0| 0 0 0 0 1350 Total 0 0 28| 132 397 +113 0 Indicative a-t-m Vol 39.77 Underlying Price 1059.000 Time to expiry: 86 Days Nov 10 25.500 -0.20 39.47 0 0 0| 0 0 0 0 920 37.000 -0.27 39.33 0 0 0| 0 0 0 0 960 52.000 -0.34 39.29 0 0 0| 0 0 0 0 1000 76.000 -0.44 39.70 0 0 0| 0 0 0 0 1050 105.000 -0.54 40.13 0 0 0| 0 0 0 0 1100 139.000 -0.62 40.68 0 0 0| 0 0 0 0 1150 176.500 -0.70 41.12 0 0 0| 0 0 0 0 1200 258.500 -0.82 41.48 0 0 0| 0 0 0 0 1300 Total 0 0 0| 0 0 0 0 Indicative a-t-m Vol 38.39 Underlying Price 1059.000 Time to expiry: 114 Days Dec 10 14.000 -0.11 38.13 0 0 0| 0 58 0 0 840 22.000 -0.16 38.35 0 0 0| 0 1,515 0 0 880 32.500 -0.22 38.53 0 0 0| 0 135 0 0 920 43.500 -0.28 37.42 0 0 0| 0 1,401 0 0 960 Equity Options 22:06 Business Day Wed 25 Aug 2010 Previous Business Day Tue 24 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 | 63.000 61.000 -0.35 38.42 63.000 60.000 0 0 12| 0 2,404 0 0 1000 113.000 -0.52 38.37 0 0 0| 2 403 0 0 1100 186.000 -0.67 40.56 0 0 0| 0 50 0 0 1200 273.500 -0.75 44.94 0 0 0| 0 0 0 0 1300 362.000 -0.83 46.48 0 0 0| 0 0 0 0 1400 Total 0 0 12| 2 5,966 0 0 Indicative a-t-m Vol 36.10 Underlying Price 1059.000 Time to expiry: 205 Days Mar 11 39.000 -0.21 36.81 0 0 0| 1 75 +1 0 880 66.000 -0.31 36.42 0 0 0| 1 18 +1 0 960 83.000 -0.36 36.45 0 0 0| 0 33 0 0 1000 135.000 -0.50 35.86 0 0 0| 2 189 0 0 1100 201.500 -0.63 35.82 0 0 0| 0 106 0 0 1200 365.500 -0.81 37.27 0 0 0| 0 41 0 0 1400 Total 0 0 0| 4 462 +2 0 Total Puts 0 0 272| 709 18,578 +317 0 Grand Total 0 0 944| 10,936 33,277 +141 0 Equity Options 22:06 Business Day Wed 25 Aug 2010 Previous Business Day Tue 24 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 | BHP Billiton plc - STND OPT (BLT) Indicative a-t-m Vol 34.49 Underlying Price 1767.000 Time to expiry: 23 Days Sep 10 368.000 0.99 49.65 0 0 0| 0 0 0 0 1400 270.500 0.96 45.50 0 0 0| 0 3 0 0 1500 178.000 178.000 0.87 41.72 178.000 178.000 0 0 2| 0 70 0 0 1600 136.000 0.79 40.27 0 0 0| 0 9 0 0 1650 95.500 0.69 36.49 0 0 0| 0 32 0 0 1700 63.000 0.56 34.82 0 0 0| 0 39 0 0 1750 70.000 39.000 0.41 33.85 70.000 42.000 0 0 6| 0 918 0 0 1800 27.000 22.000 0.27 32.92 27.000 27.000 0 0 25| 0 52 0 0 1850 20.000 12.500 0.17 32.97 20.000 13.000 0 0 7| 7 1,696 +7 0 1900 6.000 5.500 0.09 31.74 6.000 S 6.000 S 0 0 12| 2 725 +1 0 1950 7.000 2.000 0.04 30.24 7.000 S 7.000 S 0 0 2| 0 1,677 -2 0 2000 2.000 0.500 0.01 31.42 2.000 S 2.000 S 0 0 2| 4 1,126 -4 0 2100 0.500 CAB 0.00 33.30 0.500 S 0.500 S 0 0 12| 0 2,524 0 0 2200 CAB 0.00 41.48 0 0 0| 0 644 0 0 2400 CAB 0.00 55.50 0 0 0| 0 35 0 0 2600 CAB 0.00 66.00 0 0 0| 0 102 0 0 2800 Total 0 0 68| 13 9,652 +2 0 Indicative a-t-m Vol 36.21 Underlying Price 1767.000 Time to expiry: 51 Days Oct 10 191.000 0.79 39.97 0 0 0| 0 5 0 0 1600 121.500 0.62 38.08 0 0 0| 0 0 0 0 1700 92.000 0.52 36.53 0 0 0| 5 5 +5 0 1750 77.000 68.500 0.43 35.59 77.000 77.000 0 0 11| 0 6 0 0 1800 71.000 49.500 0.35 34.81 71.000 S 49.000 0 0 56| 1 18 +1 0 1850 36.000 35.500 0.27 34.40 36.000 35.000 0 0 7| 0 1,833 0 0 1900 24.500 0.21 33.93 0 0 0| 0 23 0 0 1950 17.500 16.000 0.15 33.46 17.500 17.500 0 0 1| 165 450 +150 0 2000 11.000 6.000 0.07 31.92 11.000 S 8.000 S 0 0 13| 0 45 0 0 2100 1.500 0.02 30.29 0 0 0| 0 171 0 0 2200 CAB 0.00 26.04 0 0 0| 0 3 0 0 2400 Total 0 0 88| 171 2,559 +156 0 Indicative a-t-m Vol 37.25 Underlying Price 1767.000 Time to expiry: 86 Days Nov 10 209.000 0.72 38.41 0 0 0| 0 0 0 0 1600 151.500 0.59 38.60 0 0 0| 0 0 0 0 1700 123.500 0.53 37.58 0 0 0| 0 0 0 0 1750 98.500 0.46 36.60 0 0 0| 0 0 0 0 1800 78.000 0.40 35.77 0 0 0| 0 0 0 0 1850 61.000 0.34 35.10 0 0 0| 0 0 0 0 1900 36.000 0.23 34.33 0 0 0| 0 0 0 0 2000 9.500 0.08 32.35 0 0 0| 0 0 0 0 2200 Total 0 0 0| 0 0 0 0 Indicative a-t-m Vol 37.36 Underlying Price 1767.000 Time to expiry: 114 Days Dec 10 1127.000 1.00 96.39 0 0 0| 0 0 0 0 640 Equity Options 22:06 Business Day Wed 25 Aug 2010 Previous Business Day Tue 24 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 | 1047.500 1.00 89.26 0 0 0| 0 0 0 0 720 967.500 1.00 78.83 0 0 0| 0 0 0 0 800 887.500 1.00 69.18 0 0 0| 0 0 0 0 880 807.500 1.00 63.16 0 0 0| 0 0 0 0 960 767.500 1.00 60.36 0 0 0| 0 0 0 0 1000 569.500 0.98 49.45 0 0 0| 0 0 0 0 1200 386.000 0.87 44.93 0 0 0| 0 62 0 0 1400 232.000 0.69 40.24 0 0 0| 0 305 0 0 1600 182.000 172.000 0.59 38.85 182.000 182.000 0 0 5| 0 310 0 0 1700 118.000 0.48 36.63 0 0 0| 0 195 0 0 1800 78.500 79.500 0.37 35.56 78.500 78.500 0 0 1| 1 2,254 -100 0 1900 64.000 51.000 0.27 34.64 65.000 64.000 0 0 2| 1 2,469 +1 0 2000 19.500 18.500 0.12 33.18 19.500 19.500 0 0 2| 0 2,575 0 0 2200 6.000 0.05 32.72 0 0 0| 0 771 0 0 2400 1.000 0.01 30.76 0 0 0| 0 70 0 0 2600 CAB 0.00 29.47 0 0 0| 0 791 0 0 2800 Total 0 0 10| 2 9,802 -99 0 Indicative a-t-m Vol 36.85 Underlying Price 1767.000 Time to expiry: 205 Days Mar 11 411.000 0.81 43.05 0 0 0| 0 6 0 0 1400 271.000 0.67 39.86 0 0 0| 0 10 0 0 1600 210.000 0.59 37.87 0 0 0| 0 0 0 0 1700 168.500 158.500 0.51 36.35 168.500 157.000 0 0 19| 3 52 -3 0 1800 116.000 0.42 35.09 0 0 0| 0 446 0 0 1900 84.000 0.34 34.30 0 0 0| 1 320 +1 0 2000 39.500 0.19 32.55 0 0 0| 0 472 0 0 2200 17.500 0.10 31.50 0 0 0| 0 106 0 0 2400 6.500 0.04 30.30 0 0 0| 0 37 0 0 2600 4.000 0.03 31.64 0 0 0| 0 261 0 0 2800 Total 0 0 19| 4 1,710 -2 0 Indicative a-t-m Vol 36.55 Underlying Price 1767.000 Time to expiry: 296 Days Jun 11 768.500 0.98 48.80 0 0 0| 0 0 0 0 1000 590.500 0.88 46.22 0 0 0| 0 45 0 0 1200 432.500 0.78 42.17 0 0 0| 0 36 0 0 1400 298.500 0.66 39.11 0 0 0| 0 10 0 0 1600 239.500 0.59 37.40 0 0 0| 0 0 0 0 1700 190.500 0.52 36.13 0 0 0| 0 429 0 0 1800 150.500 0.44 35.34 0 0 0| 0 29 0 0 1900 114.500 0.37 34.25 0 0 0| 0 73 0 0 2000 64.000 65.500 0.25 33.04 64.000 64.000 0 0 5| 0 8 0 0 2200 36.000 0.16 32.12 0 0 0| 3 25 -1 0 2400 9.000 0.05 30.64 0 0 0| 8 50 +8 0 2800 Total 0 0 5| 11 705 +7 0 Indicative a-t-m Vol 42.42 Underlying Price 1767.000 Time to expiry: 478 Days Dec 11 822.000 0.92 53.47 0 0 0| 0 0 0 0 960 783.500 0.91 51.00 0 0 0| 0 0 0 0 1000 Equity Options 22:06 Business Day Wed 25 Aug 2010 Previous Business Day Tue 24 Aug 2010 Page 45 Calls | Block | Opening Settle Delta Vola- Daily Trade Bclear Total | Official **Open Change Exer- Exer Trans Price tility High Low Volume Volume*** Volume | Volume Int cises Price | 611.000 0.85 44.46 0 0 0| 0 0 0 0 1200 477.500 0.76 43.35 0 0 0| 0 0 0 0 1400 365.500 0.66 42.00 0 0 0| 0 0 0 0 1600 287.000 0.56 42.50 0 0 0| 0 0 0 0 1800 212.000 0.46 41.17 0 0 0| 0 0 0 0 2000 114.000 0.30 39.64 0 0 0| 0 0 0 0 2400 60.000 0.18 38.59 0 0 0| 0 0 0 0 2800 Total 0 0 0| 0 0 0 0 Indicative a-t-m Vol 41.63 Underlying Price 1767.000 Time to expiry: 660 Days Jun 12 399.000 0.66 41.50 0 0 0| 0 0 0 0 1600 322.500 0.57 41.65 0 0 0| 0 0 0 0 1800 256.500 0.49 41.19 0 0 0| 0 0 0 0 2000 165.500 0.36 40.92 0 0 0| 0 0 0 0 2400 Total 0 0 0| 0 0 0 0 Indicative a-t-m Vol 41.83 Underlying Price 1767.000 Time to expiry: 849 Days Dec 12 491.000 0.75 37.93 0 0 0| 0 0 0 0 1400 423.000 0.66 41.00 0 0 0| 0 0 0 0 1600 359.000 0.59 42.00 0 0 0| 0 0 0 0 1800 308.500 0.52 42.82 0 0 0| 0 0 0 0 2000 214.000 0.40 42.31 0 0 0| 0 0 0 0 2400 155.000 0.31 42.42 0 0 0| 0 0 0 0 2800 Total 0 0 0| 0 0 0 0 Total Calls 0 0 190| 201 24,428 +64 0 | Equity Options 22:06 Business Day Wed 25 Aug 2010 Previous Business Day Tue 24 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 | BHP Billiton plc - STND OPT (BLT) Indicative a-t-m Vol 35.38 Underlying Price 1767.000 Time to expiry: 23 Days Sep 10 4.000 -0.04 51.32 0 0 0| 57 76 +19 0 1400 12.500 9.000 -0.09 45.19 13.000 12.500 0 0 23| 0 154 0 0 1500 20.500 -0.19 40.55 0 0 0| 57 1,698 +57 0 1600 33.000 32.000 -0.28 38.95 33.000 S 33.000 S 0 0 1| 0 38 0 0 1650 38.500 47.500 -0.39 37.30 50.000 33.500 0 0 47| 30 2,152 +11 0 1700 74.000 69.000 -0.51 35.52 75.500 74.000 S 0 0 8| 0 482 0 0 1750 74.000 98.000 -0.63 35.10 91.500 S 74.000 0 0 2| 75 2,164 +19 0 1800 122.000 133.500 -0.74 34.63 122.000 122.000 0 0 5| 2 59 0 0 1850 172.000 -0.85 32.65 0 0 0| 8 1,827 -6 0 1900 218.000 -0.90 34.12 0 0 0| 0 967 0 0 1950 264.500 263.500 -0.95 31.88 264.500 S 264.500 S 0 0 2| 0 2,688 0 0 2000 309.000 363.000 -0.96 40.56 309.000 S 309.000 S 0 0 1| 0 47 0 0 2100 461.000 -0.99 39.52 0 0 0| 0 583 0 0 2200 661.500 -0.99 54.40 0 0 0| 0 166 0 0 2400 861.000 -0.99 61.14 0 0 0| 0 6 0 0 2600 1061.000 -0.99 71.57 0 0 0| 0 11 0 0 2800 Total 0 0 89| 229 13,118 +100 0 Indicative a-t-m Vol 36.34 Underlying Price 1767.000 Time to expiry: 51 Days Oct 10 51.000 46.500 -0.26 40.42 51.000 47.500 0 0 9| 145 254 +137 0 1600 70.000 79.500 -0.41 38.00 70.000 70.000 0 0 2| 191 932 +153 0 1700 101.500 -0.49 36.74 0 0 0| 11 11 +11 0 1750 127.500 -0.57 35.55 0 0 0| 0 89 0 0 1800 160.500 -0.65 35.46 0 0 0| 0 36 0 0 1850 195.000 196.000 -0.73 34.98 195.000 S 195.000 S 0 0 2| 2 24 0 0 1900 235.000 -0.79 34.61 0 0 0| 0 255 0 0 1950 276.500 -0.85 33.96 0 0 0| 0 14 0 0 2000 316.000 368.000 -0.92 34.62 316.000 S 316.000 S 0 0 1| 0 22 0 0 2100 464.000 -0.96 34.94 0 0 0| 0 6 0 0 2200 661.500 -0.99 37.18 0 0 0| 0 8 0 0 2400 Total 0 0 14| 349 1,651 +301 0 Indicative a-t-m Vol 37.16 Underlying Price 1767.000 Time to expiry: 86 Days Nov 10 71.000 73.000 -0.30 40.64 75.000 71.000 0 0 2| 2 1 +1 0 1600 109.500 -0.41 38.49 0 0 0| 2 2 +2 0 1700 131.500 -0.47 37.43 0 0 0| 3 3 +3 0 1750 157.000 -0.54 36.64 0 0 0| 0 19 0 0 1800 186.000 -0.60 35.59 0 0 0| 0 0 0 0 1850 219.500 -0.66 35.22 0 0 0| 5 5 +5 0 1900 293.000 -0.78 33.92 0 0 0| 0 0 0 0 2000 466.500 -0.93 30.98 0 0 0| 0 0 0 0 2200 Total 0 0 2| 12 30 +11 0 Indicative a-t-m Vol 37.21 Underlying Price 1767.000 Time to expiry: 114 Days Dec 10 1.500 -0.01 77.70 0 0 0| 0 7 0 0 640 2.000 -0.01 70.25 0 0 0| 0 20 0 0 720 Equity Options 22:06 Business Day Wed 25 Aug 2010 Previous Business Day Tue 24 Aug 2010 Page 47 Puts | Block | Opening Settle Delta Vola- Daily Trade Bclear Total | Official **Open Change Exer- Exer Trans Price tility High Low Volume Volume*** Volume | Volume Int cises Price | 3.000 -0.01 67.79 0 0 0| 0 11 0 0 800 4.500 -0.02 63.11 0 0 0| 0 25 0 0 880 7.000 -0.03 60.72 0 0 0| 0 79 0 0 960 8.500 -0.03 59.16 0 0 0| 0 54 0 0 1000 19.000 -0.08 51.44 0 0 0| 0 211 0 0 1200 42.000 -0.16 45.00 0 0 0| 0 351 0 0 1400 90.000 -0.31 40.40 0 0 0| 0 838 0 0 1600 127.500 -0.41 38.38 0 0 0| 10 1,089 -10 0 1700 175.500 -0.52 36.64 0 0 0| 0 2,921 0 0 1800 237.000 -0.63 35.65 0 0 0| 5 1,028 0 0 1900 313.000 306.500 -0.74 34.01 314.500 313.000 0 0 40| 0 1,872 0 0 2000 476.000 -0.88 33.24 0 0 0| 0 983 0 0 2200 665.500 -0.95 34.00 0 0 0| 0 40 0 0 2400 862.000 -0.98 35.03 0 0 0| 0 0 0 0 2600 1061.000 -0.99 36.65 0 0 0| 0 24 0 0 2800 Total 0 0 40| 15 9,553 -10 0 Indicative a-t-m Vol 36.33 Underlying Price 1767.000 Time to expiry: 205 Days Mar 11 78.000 -0.21 42.59 0 0 0| 0 24 0 0 1400 129.500 139.500 -0.35 38.83 139.000 129.500 0 0 9| 61 132 +61 0 1600 182.000 -0.43 37.28 0 0 0| 0 40 0 0 1700 232.500 -0.52 35.86 0 0 0| 0 506 0 0 1800 292.500 -0.60 34.63 0 0 0| 0 284 0 0 1900 360.000 -0.69 33.35 0 0 0| 0 320 0 0 2000 475.500 517.000 -0.83 31.21 520.500 475.500 0 0 16| 16 38 -8 0 2200 694.000 -0.93 28.79 0 0 0| 0 16 0 0 2400 883.500 -0.99 24.56 0 0 0| 0 13 0 0 2600 1081.500 -1.00 22.45 0 0 0| 0 0 0 0 2800 Total 0 0 25| 77 1,373 +53 0 Indicative a-t-m Vol 36.28 Underlying Price 1767.000 Time to expiry: 296 Days Jun 11 30.000 -0.07 49.08 0 0 0| 0 171 0 0 1000 59.500 -0.14 45.02 0 0 0| 0 18 0 0 1200 102.500 -0.23 40.91 0 0 0| 0 75 0 0 1400 170.500 -0.35 38.02 0 0 0| 0 25 0 0 1600 215.500 -0.42 36.86 0 0 0| 0 40 0 0 1700 269.000 -0.49 36.00 0 0 0| 0 430 0 0 1800 328.000 -0.57 34.94 0 0 0| 0 1 0 0 1900 390.500 -0.64 33.45 0 0 0| 0 174 0 0 2000 543.000 -0.76 32.40 0 0 0| 0 5 0 0 2200 710.500 -0.86 30.54 0 0 0| 0 0 0 0 2400 1083.500 -0.98 25.86 0 0 0| 0 3 0 0 2800 Total 0 0 0| 0 942 0 0 Indicative a-t-m Vol 40.49 Underlying Price 1767.000 Time to expiry: 478 Days Dec 11 43.000 -0.09 44.80 0 0 0| 0 0 0 0 960 62.500 -0.11 48.01 0 0 0| 0 0 0 0 1000 100.000 -0.17 43.46 0 0 0| 0 0 0 0 1200 168.500 -0.26 42.17 0 0 0| 0 0 0 0 1400 Equity Options 22:06 Business Day Wed 25 Aug 2010 Previous Business Day Tue 24 Aug 2010 Page 48 Puts | Block | Opening Settle Delta Vola- Daily Trade Bclear Total | Official **Open Change Exer- Exer Trans Price tility High Low Volume Volume*** Volume | Volume Int cises Price | 259.500 -0.36 41.07 0 0 0| 0 0 0 0 1600 372.000 -0.46 40.37 0 0 0| 0 0 0 0 1800 504.000 -0.55 39.99 0 0 0| 0 250 0 0 2000 817.500 -0.70 40.29 0 0 0| 0 0 0 0 2400 1148.000 -0.84 37.00 0 0 0| 0 0 0 0 2800 Total 0 0 0| 0 250 0 0 Indicative a-t-m Vol 42.23 Underlying Price 1767.000 Time to expiry: 660 Days Jun 12 362.500 -0.35 46.77 0 0 0| 0 0 0 0 1600 439.500 -0.44 41.33 0 0 0| 0 0 0 0 1800 572.500 -0.52 40.95 0 0 0| 0 0 0 0 2000 876.000 -0.65 40.58 0 0 0| 0 0 0 0 2400 Total 0 0 0| 0 0 0 0 Indicative a-t-m Vol 42.49 Underlying Price 1767.000 Time to expiry: 849 Days Dec 12 282.000 -0.28 44.44 0 0 0| 0 0 0 0 1400 382.000 -0.35 43.07 0 0 0| 0 0 0 0 1600 501.500 -0.43 42.37 0 0 0| 0 0 0 0 1800 636.000 -0.49 41.99 0 0 0| 0 0 0 0 2000 928.000 -0.61 40.90 0 0 0| 0 0 0 0 2400 1243.500 -0.72 39.00 0 0 0| 0 0 0 0 2800 Total 0 0 0| 0 0 0 0 Total Puts 0 0 170| 682 26,917 +455 0 Grand Total 0 0 360| 19,283 51,345 +519 0 Equity Options 22:06 Business Day Wed 25 Aug 2010 Previous Business Day Tue 24 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 | BP plc - STND OPT (BP ) Indicative a-t-m Vol 40.84 Underlying Price 375.150 Time to expiry: 23 Days Sep 10 175.250 1.00 74.95 0 0 0| 0 0 0 0 200 155.250 1.00 67.45 0 0 0| 0 0 0 0 220 135.250 1.00 63.05 0 0 0| 0 0 0 0 240 115.500 0.99 59.16 0 0 0| 0 93 0 0 260 95.500 0.98 55.57 0 0 0| 0 7 0 0 280 76.250 0.96 52.36 0 0 0| 0 162 0 0 300 57.500 0.91 50.00 0 0 0| 0 76 0 0 320 40.250 0.81 46.49 0 0 0| 0 3,447 0 0 340 19.250 25.000 0.67 43.25 19.500 19.250 0 0 14| 2 6,505 -2 0 360 13.750 19.000 0.57 42.12 13.750 S 13.750 S 0 0 12| 0 0 0 0 370 13.250 0.47 39.99 0 0 0| 13 696 +13 0 380 7.000 8.750 0.37 38.40 7.000 S 7.000 S 0 0 12| 175 189 +175 0 390 5.000 5.750 0.27 37.32 5.000 4.000 0 0 60| 34 4,950 +28 0 400 3.250 0.18 36.24 0 0 0| 6 42 0 0 410 2.000 0.12 36.75 0 0 0| 0 2,924 0 0 420 1.000 0.07 35.68 0 0 0| 108 128 0 0 430 0.500 0.04 35.47 0 0 0| 6 14,091 -6 0 440 0.250 0.02 39.06 0 0 0| 0 24,514 0 0 460 0.750 0.250 0.01 41.04 0.750 0.750 0 0 10| 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 0 108| 344 113,254 +208 0 Indicative a-t-m Vol 38.57 Underlying Price 375.150 Time to expiry: 51 Days Oct 10 60.750 0.85 44.62 0 0 0| 0 21 0 0 320 44.750 0.76 42.55 0 0 0| 0 0 0 0 340 31.000 0.64 40.28 0 0 0| 0 0 0 0 360 24.500 0.57 38.55 0 0 0| 0 0 0 0 370 17.250 19.750 0.50 38.58 17.250 17.250 0 0 51| 10 25 0 0 380 15.250 0.42 37.86 0 0 0| 0 8 0 0 390 10.500 11.750 0.35 37.31 10.500 10.500 0 0 10| 0 300 0 0 400 9.000 0.29 37.35 0 0 0| 3 23 +3 0 410 6.750 0.23 37.12 0 0 0| 0 1,724 0 0 420 4.250 0.17 34.95 0 0 0| 0 88 0 0 430 3.000 0.13 35.07 0 0 0| 3 6,026 -3 0 440 1.250 0.06 33.53 0 0 0| 0 52 0 0 460 0.250 0.02 31.71 0 0 0| 0 330 0 0 480 0.250 0.02 34.19 0 0 0| 0 45 0 0 500 CAB 0.00 23.80 0 0 0| 0 0 0 0 540 CAB 0.00 20.25 0 0 0| 0 0 0 0 560 Total 0 0 61| 16 8,642 0 0 Equity Options 22:06 Business Day Wed 25 Aug 2010 Previous Business Day Tue 24 Aug 2010 Page 50 Calls | Block | Opening Settle Delta Vola- Daily Trade Bclear Total | Official **Open Change Exer- Exer Trans Price tility High Low Volume Volume*** Volume | Volume Int cises Price | Indicative a-t-m Vol 38.20 Underlying Price 375.150 Time to expiry: 86 Days Nov 10 65.750 0.80 44.30 0 0 0| 0 0 0 0 320 50.750 0.72 42.33 0 0 0| 0 0 0 0 340 37.000 0.63 39.99 0 0 0| 0 0 0 0 360 31.000 0.57 38.45 0 0 0| 0 0 0 0 370 26.000 0.51 38.03 0 0 0| 0 0 0 0 380 21.250 0.46 37.32 0 0 0| 0 0 0 0 390 16.750 0.39 36.04 0 0 0| 0 0 0 0 400 11.000 0.29 35.97 0 0 0| 0 20 0 0 420 7.000 0.21 35.59 0 0 0| 0 15 0 0 440 Total 0 0 0| 0 35 0 0 Indicative a-t-m Vol 38.32 Underlying Price 375.150 Time to expiry: 114 Days Dec 10 176.500 0.98 57.17 0 0 0| 0 50 0 0 200 138.500 0.95 54.42 0 0 0| 0 50 0 0 240 120.250 0.92 51.99 0 0 0| 0 50 0 0 260 102.750 0.88 50.05 0 0 0| 0 62 0 0 280 82.000 85.250 0.84 46.70 82.000 82.000 0 0 100| 0 1,131 0 0 300 69.000 0.78 43.74 0 0 0| 4 1,837 0 0 320 54.250 0.71 41.67 0 0 0| 0 1,288 0 0 340 41.250 0.62 39.74 0 0 0| 0 3,612 0 0 360 30.000 0.52 37.97 0 0 0| 3 2,546 0 0 380 21.000 21.500 0.42 36.96 21.000 16.500 0 0 55| 0 6,345 0 0 400 13.250 14.750 0.33 35.95 16.250 13.250 0 0 135| 10 6,395 0 0 420 9.250 9.750 0.24 35.52 9.250 8.500 0 0 117| 10 9,134 0 0 440 7.000 6.500 0.18 35.00 7.000 7.000 0 0 1| 14 8,812 0 0 460 4.750 4.000 0.12 34.49 4.750 4.750 0 0 9| 180 10,555 -30 0 480 2.500 0.08 34.50 0 0 0| 0 11,269 0 0 500 1.500 0.05 33.88 0 0 0| 0 12,440 0 0 520 1.000 0.04 37.42 0 0 0| 0 13,135 0 0 560 0.750 0.03 41.19 0 0 0| 495 9,630 -340 0 600 1.750 0.750 0.02 44.85 1.750 1.750 0 0 10| 0 7,009 0 0 640 0.750 0.02 50.00 0 0 0| 0 3,367 0 0 680 0.750 0.02 52.39 0 0 0| 0 11,342 0 0 720 Total 0 0 427| 716 120,059 -370 0 Indicative a-t-m Vol 38.72 Underlying Price 375.150 Time to expiry: 205 Days Mar 11 179.000 0.96 57.77 0 0 0| 0 0 0 0 200 142.500 0.92 52.37 0 0 0| 0 100 0 0 240 108.000 0.85 47.31 0 0 0| 0 120 0 0 280 76.250 0.75 42.15 0 0 0| 0 90 0 0 320 63.250 0.69 41.23 0 0 0| 0 1,046 0 0 340 51.000 0.62 39.56 0 0 0| 0 3,165 0 0 360 40.500 0.54 38.51 0 0 0| 0 801 0 0 380 31.500 0.46 37.28 0 0 0| 25 4,497 +25 0 400 20.000 23.500 0.39 35.98 20.000 S 20.000 S 0 0 2| 0 8,229 0 0 420 15.500 16.750 0.31 34.43 17.000 15.500 0 0 125| 4 8,703 +4 0 440 Equity Options 22:06 Business Day Wed 25 Aug 2010 Previous Business Day Tue 24 Aug 2010 Page 51 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 | 12.250 0.25 33.81 0 0 0| 0 3,296 0 0 460 8.750 9.750 0.20 34.45 8.750 8.750 0 0 50| 0 3,659 0 0 480 5.250 5.500 0.13 34.60 5.500 4.250 0 0 400| 0 1,211 0 0 520 2.500 0.07 33.59 0 0 0| 0 2,409 0 0 560 1.750 0.04 34.63 0 0 0| 0 2,596 0 0 600 1.000 0.03 35.74 0 0 0| 0 447 0 0 640 0.750 0.02 37.26 0 0 0| 0 107 0 0 680 0.750 0.02 39.13 0 0 0| 0 2 0 0 720 Total 0 0 577| 29 40,478 +29 0 Indicative a-t-m Vol 37.94 Underlying Price 375.150 Time to expiry: 296 Days Jun 11 180.750 0.94 56.23 0 0 0| 0 740 0 0 200 145.750 0.89 51.55 0 0 0| 0 80 0 0 240 112.750 0.83 46.76 0 0 0| 0 56 0 0 280 79.250 81.250 0.74 40.99 79.250 79.250 0 0 25| 0 139 0 0 320 57.500 0.61 39.05 0 0 0| 0 315 0 0 360 47.000 0.55 37.66 0 0 0| 1 16 +1 0 380 37.500 0.48 36.46 0 0 0| 0 1,643 0 0 400 29.500 0.42 35.26 0 0 0| 0 50 0 0 420 23.250 0.35 34.63 0 0 0| 0 2,732 0 0 440 17.750 0.29 33.57 0 0 0| 0 0 0 0 460 13.250 13.250 0.24 32.85 13.250 13.250 0 0 25| 0 5,246 0 0 480 3.750 0.09 30.71 0 0 0| 0 3,542 0 0 560 2.000 0.05 30.55 0 0 0| 0 0 0 0 600 1.750 0.04 32.69 0 0 0| 0 1,251 0 0 640 1.000 0.02 34.53 0 0 0| 0 56 0 0 720 Total 0 0 50| 1 15,866 +1 0 Indicative a-t-m Vol 37.71 Underlying Price 375.150 Time to expiry: 478 Days Dec 11 182.500 0.93 53.80 0 0 0| 0 0 0 0 200 149.000 0.88 49.34 0 0 0| 0 1 0 0 240 117.750 0.81 45.12 0 0 0| 0 0 0 0 280 89.750 0.72 41.42 0 0 0| 0 1,828 0 0 320 66.000 0.62 38.63 0 0 0| 0 1,508 0 0 360 47.000 0.51 36.34 0 0 0| 0 2,184 0 0 400 31.750 0.40 34.24 0 0 0| 0 1,067 0 0 440 21.000 21.250 0.30 33.15 21.000 21.000 0 0 50| 0 1,450 0 0 480 8.750 0.15 31.34 0 0 0| 0 3,420 0 0 560 3.750 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 50| 0 14,742 0 0 Indicative a-t-m Vol 37.32 Underlying Price 375.150 Time to expiry: 660 Days Jun 12 152.750 0.86 49.66 0 0 0| 0 0 0 0 240 96.250 0.71 41.66 0 0 0| 0 0 0 0 320 72.750 0.62 38.42 0 0 0| 0 0 0 0 360 53.000 0.52 35.66 0 0 0| 0 0 0 0 400 39.000 0.43 34.45 0 0 0| 0 0 0 0 440 Equity Options 22:06 Business Day Wed 25 Aug 2010 Previous Business Day Tue 24 Aug 2010 Page 52 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 | 28.750 0.34 33.66 0 0 0| 0 0 0 0 480 Total 0 0 0| 0 0 0 0 Indicative a-t-m Vol 36.68 Underlying Price 375.150 Time to expiry: 849 Days Dec 12 154.250 0.86 48.19 0 0 0| 0 0 0 0 240 126.250 0.79 44.58 0 0 0| 0 0 0 0 280 100.500 0.71 41.00 0 0 0| 0 3 0 0 320 77.250 0.62 37.71 0 0 0| 0 15 0 0 360 58.000 0.53 35.13 0 0 0| 0 615 0 0 400 43.500 0.44 33.55 0 0 0| 0 602 0 0 440 30.500 0.35 31.49 0 0 0| 0 0 0 0 480 14.500 0.21 28.88 0 0 0| 0 10 0 0 560 7.250 0.12 27.88 0 0 0| 0 300 0 0 640 3.750 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 1,273| 1,106 314,621 -132 0 | Equity Options 22:06 Business Day Wed 25 Aug 2010 Previous Business Day Tue 24 Aug 2010 Page 53 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 39.84 Underlying Price 375.150 Time to expiry: 23 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 0.250 -0.01 66.45 0 0 0| 3 1,850 -3 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 4.750 -0.18 45.61 4.500 4.500 0 0 12| 0 1,785 0 0 340 9.750 9.250 -0.33 42.02 11.250 9.750 0 0 438| 231 9,990 -125 0 360 13.000 -0.42 40.38 0 0 0| 0 0 0 0 370 20.000 17.750 -0.53 39.47 20.000 20.000 0 0 50| 216 2,570 +162 0 380 23.000 -0.64 37.34 0 0 0| 0 308 0 0 390 35.000 29.750 -0.74 35.66 35.000 35.000 0 0 1| 21 5,719 -1 0 400 37.250 -0.84 33.25 0 0 0| 0 40 0 0 410 46.000 -0.91 32.58 0 0 0| 20 605 -20 0 420 55.500 -0.95 32.41 0 0 0| 0 37 0 0 430 65.250 65.000 -0.98 30.70 65.250 S 65.250 S 0 0 6| 0 1,924 0 0 440 84.750 -1.00 28.69 0 0 0| 0 1,843 0 0 460 108.750 104.750 -1.00 29.37 108.750 S 102.500 S 0 0 37| 0 7,267 0 0 480 124.750 -1.00 30.21 0 0 0| 0 3 0 0 500 144.750 -1.00 30.21 0 0 0| 30 4,443 -30 0 520 192.000 184.750 -1.00 31.73 192.000 192.000 0 0 1| 0 4,784 0 0 560 224.750 -1.00 35.00 0 0 0| 0 2,542 0 0 600 264.750 -1.00 36.32 0 0 0| 0 1,258 0 0 640 304.750 -1.00 41.37 0 0 0| 0 25 0 0 680 344.750 -1.00 42.59 0 0 0| 0 0 0 0 720 Total 0 0 545| 521 59,567 -17 0 Indicative a-t-m Vol 39.13 Underlying Price 375.150 Time to expiry: 51 Days Oct 10 5.750 -0.16 45.89 0 0 0| 0 34 0 0 320 9.750 -0.24 43.46 0 0 0| 0 0 0 0 340 14.500 15.500 -0.36 40.62 14.500 13.750 0 0 12| 210 488 +210 0 360 19.000 19.750 -0.43 39.78 19.000 19.000 0 0 2| 0 0 0 0 370 24.250 -0.50 38.70 0 0 0| 0 9,014 0 0 380 30.000 -0.58 37.98 0 0 0| 0 65 0 0 390 36.250 -0.65 37.43 0 0 0| 0 373 0 0 400 44.250 43.000 -0.72 36.25 44.250 44.250 0 0 2| 0 1,038 0 0 410 51.000 -0.77 36.70 0 0 0| 0 44 0 0 420 58.500 -0.84 34.74 0 0 0| 0 10 0 0 430 67.500 -0.88 34.77 0 0 0| 0 7 0 0 440 86.250 -0.92 36.35 0 0 0| 0 1 0 0 460 105.750 -0.95 39.34 0 0 0| 0 0 0 0 480 125.250 -0.98 38.06 0 0 0| 0 0 0 0 500 165.000 -0.99 42.75 0 0 0| 0 51 0 0 540 185.000 -0.99 45.32 0 0 0| 0 0 0 0 560 Total 0 0 16| 210 11,125 +210 0 Equity Options 22:06 Business Day Wed 25 Aug 2010 Previous Business Day Tue 24 Aug 2010 Page 54 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 38.32 Underlying Price 375.150 Time to expiry: 86 Days Nov 10 9.500 -0.19 43.27 0 0 0| 0 0 0 0 320 15.500 14.250 -0.28 41.31 15.500 15.500 0 0 2| 50 50 +50 0 340 21.500 -0.38 40.06 0 0 0| 44 44 +44 0 360 25.500 -0.43 38.88 0 0 0| 0 0 0 0 370 30.000 -0.49 37.95 0 0 0| 0 10 0 0 380 35.750 -0.54 37.75 0 0 0| 0 0 0 0 390 41.750 -0.60 37.02 0 0 0| 0 0 0 0 400 55.500 -0.71 36.09 0 0 0| 0 0 0 0 420 71.750 -0.79 36.35 0 0 0| 0 0 0 0 440 Total 0 0 2| 94 104 +94 0 Indicative a-t-m Vol 38.24 Underlying Price 375.150 Time to expiry: 114 Days Dec 10 1.250 -0.02 61.60 0 0 0| 0 1,089 0 0 200 3.000 -0.05 54.97 0 0 0| 0 3,282 0 0 240 4.250 -0.08 51.75 0 0 0| 0 588 0 0 260 6.500 -0.11 49.02 0 0 0| 0 17,006 0 0 280 8.750 -0.16 45.51 0 0 0| 4 13,553 -4 0 300 13.000 12.750 -0.22 43.18 13.000 13.000 0 0 28| 225 6,042 +141 0 320 18.500 -0.29 42.07 0 0 0| 14 4,701 +14 0 340 23.500 25.000 -0.38 39.38 26.000 23.500 0 0 21| 10 14,082 0 0 360 36.000 34.250 -0.48 37.95 36.000 36.000 0 0 20| 13 1,426 0 0 380 45.500 -0.58 36.91 0 0 0| 0 8,560 0 0 400 59.750 -0.67 37.34 0 0 0| 20 7,333 0 0 420 74.000 -0.76 35.77 0 0 0| 0 3,000 0 0 440 90.000 -0.83 34.08 0 0 0| 12 4,619 +11 0 460 108.000 -0.88 34.38 0 0 0| 0 11,947 0 0 480 126.750 -0.92 34.20 0 0 0| 0 2,829 0 0 500 146.000 -0.95 34.91 0 0 0| 0 14,558 0 0 520 185.500 -0.97 38.50 0 0 0| 0 11,487 0 0 560 225.000 -0.99 37.88 0 0 0| 0 7,451 0 0 600 265.000 -0.99 42.50 0 0 0| 0 3,376 0 0 640 305.000 -0.99 45.71 0 0 0| 0 34 0 0 680 345.000 -0.99 49.73 0 0 0| 0 150 0 0 720 Total 0 0 69| 298 137,113 +162 0 Indicative a-t-m Vol 37.34 Underlying Price 375.150 Time to expiry: 205 Days Mar 11 4.250 -0.05 59.53 0 0 0| 0 102 0 0 200 7.000 -0.09 50.99 0 0 0| 0 750 0 0 240 12.000 -0.15 45.14 0 0 0| 25 418 0 0 280 21.000 21.000 -0.26 41.27 21.000 S 21.000 S 0 0 2| 1 1,409 +1 0 320 27.250 -0.32 39.36 0 0 0| 0 2,251 0 0 340 35.500 -0.39 38.34 0 0 0| 0 493 0 0 360 45.000 -0.47 37.10 0 0 0| 0 485 0 0 380 55.750 -0.55 35.84 0 0 0| 0 332 0 0 400 67.500 -0.63 33.90 0 0 0| 0 296 0 0 420 84.750 82.500 -0.70 33.99 84.750 S 80.750 S 0 0 37| 0 405 0 0 440 97.750 -0.76 33.19 0 0 0| 18 2,087 +18 0 460 Equity Options 22:06 Business Day Wed 25 Aug 2010 Previous Business Day Tue 24 Aug 2010 Page 55 Puts | Block | Opening Settle Delta Vola- Daily Trade Bclear Total | Official **Open Change Exer- Exer Trans Price tility High Low Volume Volume*** Volume | Volume Int cises Price | 114.250 -0.82 32.68 0 0 0| 0 1,503 0 0 480 149.500 -0.91 31.03 0 0 0| 0 1,368 0 0 520 187.750 -0.95 31.13 0 0 0| 0 192 0 0 560 226.250 -0.98 28.30 0 0 0| 0 151 0 0 600 265.750 -0.99 27.14 0 0 0| 0 15 0 0 640 305.500 -1.00 26.09 0 0 0| 0 25 0 0 680 345.500 -1.00 25.07 0 0 0| 0 0 0 0 720 Total 0 0 39| 44 12,282 +19 0 Indicative a-t-m Vol 36.53 Underlying Price 375.150 Time to expiry: 296 Days Jun 11 5.750 -0.06 52.48 0 0 0| 0 102 0 0 200 10.000 -0.11 47.64 0 0 0| 0 465 0 0 240 17.000 -0.18 43.08 0 0 0| 0 320 0 0 280 27.750 -0.28 40.02 0 0 0| 3 586 +3 0 320 44.500 43.500 -0.40 37.41 44.500 44.500 0 0 5| 0 734 0 0 360 53.250 -0.46 36.31 0 0 0| 0 7 0 0 380 62.250 64.250 -0.53 35.39 62.250 S 62.250 S 0 0 3| 0 1,055 0 0 400 75.250 77.000 -0.59 34.82 75.250 S 75.250 S 0 0 3| 0 6 0 0 420 90.000 -0.66 33.47 0 0 0| 0 4,543 0 0 440 104.750 -0.72 32.66 0 0 0| 0 40 0 0 460 120.750 -0.77 32.17 0 0 0| 0 2,982 0 0 480 191.750 -0.91 31.16 0 0 0| 0 301 0 0 560 229.750 -0.95 30.58 0 0 0| 0 40 0 0 600 268.500 -0.97 30.29 0 0 0| 0 8 0 0 640 347.250 -0.99 29.96 0 0 0| 0 0 0 0 720 Total 0 0 11| 3 11,189 +3 0 Indicative a-t-m Vol 36.48 Underlying Price 375.150 Time to expiry: 478 Days Dec 11 12.000 -0.09 50.86 0 0 0| 0 4 0 0 200 21.750 -0.15 49.13 0 0 0| 0 109 0 0 240 26.250 -0.21 40.58 0 0 0| 0 509 0 0 280 42.500 -0.31 40.19 0 0 0| 0 3,217 0 0 320 59.000 -0.41 37.30 0 0 0| 0 1,546 0 0 360 80.500 -0.52 35.25 0 0 0| 0 1,181 0 0 400 104.500 -0.63 32.54 0 0 0| 0 3,002 0 0 440 133.000 -0.74 30.42 0 0 0| 0 1,097 0 0 480 202.250 -0.87 29.67 0 0 0| 0 1,300 0 0 560 276.750 -0.94 28.43 0 0 0| 0 502 0 0 640 354.000 -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 36.05 Underlying Price 375.150 Time to expiry: 660 Days Jun 12 30.000 -0.17 48.51 0 0 0| 0 0 0 0 240 55.250 -0.32 41.01 0 0 0| 0 0 0 0 320 70.750 -0.41 37.23 0 0 0| 0 0 0 0 360 90.750 -0.50 34.29 0 0 0| 0 0 0 0 400 113.750 -0.61 31.58 0 0 0| 0 0 0 0 440 142.250 -0.70 30.16 0 0 0| 0 0 0 0 480 Total 0 0 0| 0 0 0 0 Equity Options 22:06 Business Day Wed 25 Aug 2010 Previous Business Day Tue 24 Aug 2010 Page 56 Puts | Block | Opening Settle Delta Vola- Daily Trade Bclear Total | Official **Open Change Exer- Exer Trans Price tility High Low Volume Volume*** Volume | Volume Int cises Price | Indicative a-t-m Vol 35.27 Underlying Price 375.150 Time to expiry: 849 Days Dec 12 32.750 -0.18 44.16 0 0 0| 0 15 0 0 240 50.000 -0.25 43.89 0 0 0| 0 10 0 0 280 63.500 -0.32 39.92 0 0 0| 0 0 0 0 320 79.500 -0.40 36.40 0 0 0| 0 261 0 0 360 99.250 -0.50 33.58 0 0 0| 0 600 0 0 400 121.250 -0.59 30.62 0 0 0| 0 600 0 0 440 148.000 -0.69 28.65 0 0 0| 0 0 0 0 480 211.750 -0.83 26.15 0 0 0| 0 14 0 0 560 280.000 -0.98 18.27 0 0 0| 0 300 0 0 640 357.750 -0.98 21.94 0 0 0| 0 0 0 0 720 Total 0 0 0| 0 1,800 0 0 Total Puts 0 0 682| 1,170 245,647 +471 0 Grand Total 0 0 1,955| 28,676 560,268 +339 0 Equity Options 22:06 Business Day Wed 25 Aug 2010 Previous Business Day Tue 24 Aug 2010 Page 57 Calls | Block | Opening Settle Delta Vola- Daily Trade Bclear Total | Official **Open Change Exer- Exer Trans Price tility High Low Volume Volume*** Volume | Volume Int cises Price | British Airways plc - STND OPT (AWS) Indicative a-t-m Vol 37.89 Underlying Price 208.700 Time to expiry: 23 Days Sep 10 48.750 0.99 45.42 0 0 0| 0 26 0 0 160 39.000 0.97 44.12 0 0 0| 0 0 0 0 170 29.750 0.92 43.05 0 0 0| 0 4 0 0 180 25.250 0.88 42.25 0 0 0| 0 0 0 0 185 21.000 0.82 41.99 0 0 0| 0 8 0 0 190 17.000 0.76 40.67 0 0 0| 0 0 0 0 195 13.500 0.68 40.40 0 0 0| 0 21 0 0 200 10.250 0.59 39.08 0 0 0| 0 0 0 0 205 7.500 0.50 37.59 0 0 0| 0 102 0 0 210 5.500 0.40 37.33 0 0 0| 0 1 0 0 215 3.750 0.31 36.79 0 0 0| 0 535 0 0 220 2.500 0.23 36.70 0 0 0| 0 0 0 0 225 1.500 0.16 36.60 0 0 0| 0 5,110 0 0 230 1.000 0.11 36.50 0 0 0| 0 100 0 0 235 0.750 0.07 36.50 0 0 0| 0 43 0 0 240 CAB 0.01 36.80 0 0 0| 0 5 0 0 260 CAB 0.00 37.90 0 0 0| 0 20 0 0 280 CAB 0.00 40.34 0 0 0| 0 0 0 0 300 CAB 0.00 42.37 0 0 0| 0 0 0 0 310 CAB 0.00 44.35 0 0 0| 0 0 0 0 320 Total 0 0 0| 0 5,975 0 0 Indicative a-t-m Vol 30.93 Underlying Price 208.700 Time to expiry: 51 Days Oct 10 30.750 0.87 36.57 0 0 0| 0 0 0 0 180 22.500 0.79 34.61 0 0 0| 0 0 0 0 190 18.500 0.73 33.49 0 0 0| 0 0 0 0 195 15.000 0.66 32.22 0 0 0| 0 0 0 0 200 11.750 0.59 31.15 0 0 0| 0 0 0 0 205 9.250 0.51 30.87 0 0 0| 0 1 0 0 210 7.250 0.43 30.99 0 0 0| 0 0 0 0 215 5.500 0.35 31.10 0 0 0| 0 0 0 0 220 4.000 0.28 31.10 0 0 0| 0 0 0 0 225 3.000 0.22 31.30 0 0 0| 0 20 0 0 230 2.250 0.17 31.38 0 0 0| 0 0 0 0 235 1.500 0.13 31.52 0 0 0| 0 0 0 0 240 0.500 0.04 32.22 0 0 0| 0 0 0 0 260 CAB 0.01 32.64 0 0 0| 0 0 0 0 280 Total 0 0 0| 0 21 0 0 Indicative a-t-m Vol 32.44 Underlying Price 208.700 Time to expiry: 86 Days Nov 10 25.500 0.74 35.86 0 0 0| 0 0 0 0 190 18.500 0.64 33.95 0 0 0| 0 0 0 0 200 12.750 0.52 32.28 0 0 0| 0 0 0 0 210 10.500 0.46 32.31 0 0 0| 0 0 0 0 215 8.750 0.40 32.35 0 0 0| 0 0 0 0 220 Equity Options 22:06 Business Day Wed 25 Aug 2010 Previous Business Day Tue 24 Aug 2010 Page 58 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 | 7.250 0.35 32.45 0 0 0| 0 0 0 0 225 5.500 0.29 31.54 0 0 0| 0 0 0 0 230 3.250 0.20 30.97 0 0 0| 0 0 0 0 240 0.750 0.06 27.12 0 0 0| 0 0 0 0 260 Total 0 0 0| 0 0 0 0 Indicative a-t-m Vol 35.99 Underlying Price 208.700 Time to expiry: 114 Days Dec 10 51.250 0.91 38.89 0 0 0| 0 5 0 0 160 42.500 0.86 37.92 0 0 0| 0 0 0 0 170 34.750 0.80 37.07 0 0 0| 0 30 0 0 180 27.500 0.72 36.30 0 0 0| 0 0 0 0 190 21.500 0.63 36.09 0 0 0| 0 9 0 0 200 16.500 0.53 35.98 0 0 0| 0 8 0 0 210 12.500 0.44 36.19 0 0 0| 0 150 0 0 220 9.250 0.36 36.05 0 0 0| 0 16 0 0 230 6.750 0.28 36.25 0 0 0| 0 14 0 0 240 3.750 0.17 37.16 0 0 0| 0 2,540 0 0 260 2.250 0.11 39.31 0 0 0| 0 3,054 0 0 280 0.500 0.03 38.09 0 0 0| 0 8 0 0 320 Total 0 0 0| 0 5,834 0 0 Indicative a-t-m Vol 34.01 Underlying Price 208.700 Time to expiry: 205 Days Mar 11 53.750 0.87 36.55 0 0 0| 0 0 0 0 160 38.500 0.76 35.51 0 0 0| 0 0 0 0 180 32.000 0.69 34.94 0 0 0| 0 0 0 0 190 26.000 0.62 34.36 0 0 0| 0 5 0 0 200 21.000 0.55 33.97 0 0 0| 0 0 0 0 210 16.750 0.47 33.73 0 0 0| 0 0 0 0 220 13.250 0.40 33.73 0 0 0| 0 10 0 0 230 10.500 0.34 33.73 0 0 0| 0 0 0 0 240 4.000 0.16 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 0 0 | Equity Options 22:06 Business Day Wed 25 Aug 2010 Previous Business Day Tue 24 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 | British Airways plc - STND OPT (AWS) Indicative a-t-m Vol 35.77 Underlying Price 208.700 Time to expiry: 23 Days Sep 10 CAB -0.01 43.27 0 0 0| 0 49 0 0 160 0.250 -0.02 41.95 0 0 0| 0 0 0 0 170 0.750 -0.07 40.64 0 0 0| 0 7,619 0 0 180 1.000 -0.11 39.50 0 0 0| 0 4 0 0 185 2.000 -0.16 39.50 0 0 0| 0 2,830 0 0 190 3.000 -0.23 38.77 0 0 0| 0 0 0 0 195 4.250 -0.31 38.05 0 0 0| 0 149 0 0 200 6.000 -0.40 36.77 0 0 0| 0 0 0 0 205 7.750 8.250 -0.51 35.52 7.750 S 7.750 S 0 0 185| 0 78 0 0 210 10.000 11.000 -0.61 35.11 10.000 S 10.000 S 0 0 185| 0 185 0 0 215 14.500 -0.71 34.73 0 0 0| 0 645 0 0 220 18.250 -0.79 34.01 0 0 0| 0 0 0 0 225 22.500 -0.86 34.01 0 0 0| 0 4,107 0 0 230 27.000 -0.91 33.75 0 0 0| 0 0 0 0 235 32.750 -0.88 45.01 0 0 0| 0 42 0 0 240 51.250 -1.00 34.60 0 0 0| 0 10 0 0 260 71.250 -1.00 35.80 0 0 0| 0 60 0 0 280 91.250 -1.00 38.45 0 0 0| 0 0 0 0 300 101.250 -1.00 39.90 0 0 0| 0 0 0 0 310 111.250 -1.00 41.82 0 0 0| 0 0 0 0 320 Total 0 0 370| 0 15,778 0 0 Indicative a-t-m Vol 33.56 Underlying Price 208.700 Time to expiry: 51 Days Oct 10 2.000 -0.13 37.62 0 0 0| 0 0 0 0 180 4.000 -0.22 36.08 0 0 0| 0 0 0 0 190 5.250 -0.28 35.52 0 0 0| 0 0 0 0 195 7.000 -0.35 35.22 0 0 0| 0 15 0 0 200 8.750 -0.42 34.12 0 0 0| 0 0 0 0 205 11.000 -0.49 33.42 0 0 0| 0 1,050 0 0 210 14.000 -0.57 33.46 0 0 0| 0 0 0 0 215 17.250 -0.64 33.71 0 0 0| 0 5 0 0 220 21.000 -0.70 33.91 0 0 0| 0 0 0 0 225 25.000 24.750 -0.75 34.26 25.000 25.000 0 0 6| 0 6 0 0 230 29.000 -0.80 34.26 0 0 0| 0 0 0 0 235 35.250 -0.78 43.33 0 0 0| 0 0 0 0 240 51.750 -0.94 35.94 0 0 0| 0 0 0 0 260 71.500 -0.98 36.78 0 0 0| 0 0 0 0 280 Total 0 0 6| 0 1,076 0 0 Indicative a-t-m Vol 38.53 Underlying Price 208.700 Time to expiry: 86 Days Nov 10 7.750 -0.28 40.09 0 0 0| 0 0 0 0 190 11.250 -0.37 38.96 0 0 0| 0 0 0 0 200 16.250 -0.47 38.48 0 0 0| 0 0 0 0 210 19.000 -0.52 38.51 0 0 0| 0 0 0 0 215 22.250 -0.57 38.75 0 0 0| 0 0 0 0 220 25.500 -0.62 38.90 0 0 0| 0 0 0 0 225 Equity Options 22:06 Business Day Wed 25 Aug 2010 Previous Business Day Tue 24 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 | 29.250 -0.66 39.06 0 0 0| 0 0 0 0 230 36.250 -0.75 37.15 0 0 0| 0 0 0 0 240 52.250 -0.92 31.06 0 0 0| 0 0 0 0 260 Total 0 0 0| 0 0 0 0 Indicative a-t-m Vol 39.17 Underlying Price 208.700 Time to expiry: 114 Days Dec 10 2.500 -0.10 40.75 0 0 0| 0 42 0 0 160 4.250 -0.15 40.33 0 0 0| 0 50 0 0 170 6.500 -0.22 39.96 0 0 0| 0 100 0 0 180 9.750 -0.29 39.74 0 0 0| 0 0 0 0 190 13.750 -0.38 39.45 0 0 0| 0 34 0 0 200 18.750 -0.46 39.14 0 0 0| 0 45 0 0 210 24.500 -0.55 38.78 0 0 0| 0 76 0 0 220 31.250 -0.63 38.78 0 0 0| 0 13 0 0 230 39.250 -0.69 40.29 0 0 0| 0 8 0 0 240 55.500 -0.81 40.28 0 0 0| 0 16 0 0 260 73.000 -0.90 38.83 0 0 0| 0 47 0 0 280 111.750 -0.97 40.53 0 0 0| 0 0 0 0 320 Total 0 0 0| 0 431 0 0 Indicative a-t-m Vol 40.19 Underlying Price 208.700 Time to expiry: 205 Days Mar 11 6.250 -0.16 42.09 0 0 0| 0 0 0 0 160 12.000 -0.26 41.14 0 0 0| 0 0 0 0 180 16.000 -0.32 41.02 0 0 0| 0 4 0 0 190 20.500 -0.38 40.87 0 0 0| 0 0 0 0 200 25.250 -0.44 40.12 0 0 0| 0 0 0 0 210 30.750 -0.51 39.22 0 0 0| 0 5 0 0 220 36.750 -0.57 38.67 0 0 0| 0 0 0 0 230 42.750 -0.64 36.75 0 0 0| 0 2 0 0 240 76.750 -0.80 40.02 0 0 0| 0 81 0 0 280 Total 0 0 0| 0 92 0 0 Total Puts 0 0 376| 0 17,377 0 0 Grand Total 0 0 376| 12,800 29,222 0 0 Equity Options 22:06 Business Day Wed 25 Aug 2010 Previous Business Day Tue 24 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 American Tobacco plc STND OPT (TAB) Indicative a-t-m Vol 19.45 Underlying Price 2181.000 Time to expiry: 23 Days Sep 10 582.000 1.00 42.23 0 0 0| 0 0 0 0 1600 383.000 0.98 35.45 0 0 0| 0 0 0 0 1800 284.500 0.96 30.57 0 0 0| 0 0 0 0 1900 187.500 0.92 25.09 0 0 0| 0 11 0 0 2000 99.500 0.76 21.87 0 0 0| 0 6 0 0 2100 34.000 0.44 18.88 0 0 0| 27 234 +27 0 2200 6.000 0.12 17.43 0 0 0| 4 308 +1 0 2300 1.000 0.03 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 0| 31 673 +28 0 Indicative a-t-m Vol 19.76 Underlying Price 2181.000 Time to expiry: 51 Days Oct 10 289.500 0.93 25.53 0 0 0| 0 0 0 0 1900 198.000 0.85 23.10 0 0 0| 0 0 0 0 2000 117.500 0.70 21.14 0 0 0| 0 0 0 0 2100 56.000 0.47 19.43 0 0 0| 0 10 0 0 2200 20.000 0.24 18.33 0 0 0| 6 40 +2 0 2300 5.500 0.08 17.78 0 0 0| 0 11 0 0 2400 0.500 0.01 18.93 0 0 0| 0 6 0 0 2600 CAB 0.00 23.71 0 0 0| 0 10 0 0 2800 Total 0 0 0| 6 77 +2 0 Indicative a-t-m Vol 20.63 Underlying Price 2181.000 Time to expiry: 86 Days Nov 10 301.500 0.88 25.66 0 0 0| 0 0 0 0 1900 215.000 0.80 23.57 0 0 0| 0 0 0 0 2000 139.500 0.66 21.81 0 0 0| 0 0 0 0 2100 79.500 0.49 20.35 0 0 0| 0 0 0 0 2200 39.500 0.31 19.44 0 0 0| 0 1 0 0 2300 18.000 17.000 0.17 18.93 18.000 18.000 0 0 5| 8 40 +8 0 2400 3.000 0.04 19.48 0 0 0| 0 0 0 0 2600 Total 0 0 5| 8 41 +8 0 Indicative a-t-m Vol 20.89 Underlying Price 2181.000 Time to expiry: 114 Days Dec 10 400.500 0.91 27.72 0 0 0| 0 0 0 0 1800 310.500 0.85 25.54 0 0 0| 0 0 0 0 1900 227.000 0.77 23.61 0 0 0| 0 42 0 0 2000 153.000 0.65 21.78 0 0 0| 0 34 0 0 2100 94.500 0.50 20.68 0 0 0| 0 588 0 0 2200 53.000 0.35 19.91 0 0 0| 0 3 0 0 2300 27.000 0.21 19.31 0 0 0| 0 1,027 0 0 2400 3.000 0.03 22.72 0 0 0| 0 30 0 0 2800 Total 0 0 0| 0 1,724 0 0 Indicative a-t-m Vol 21.51 Underlying Price 2181.000 Time to expiry: 205 Days Mar 11 Equity Options 22:06 Business Day Wed 25 Aug 2010 Previous Business Day Tue 24 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 | 417.000 0.87 26.79 0 0 0| 0 0 0 0 1800 331.000 0.82 24.91 0 0 0| 0 0 0 0 1900 252.000 0.74 23.41 0 0 0| 0 6 0 0 2000 183.500 0.64 22.32 0 0 0| 0 504 0 0 2100 130.000 126.500 0.52 21.31 130.000 126.000 0 0 5| 2 185 -2 0 2200 82.000 0.40 20.58 0 0 0| 0 3 0 0 2300 51.000 0.28 20.11 0 0 0| 0 29 0 0 2400 4.000 0.04 18.78 0 0 0| 0 70 0 0 2800 Total 0 0 5| 2 797 -2 0 Total Calls 0 0 10| 47 3,312 +36 0 | Equity Options 22:06 Business Day Wed 25 Aug 2010 Previous Business Day Tue 24 Aug 2010 Page 63 Puts | Block | Opening Settle Delta Vola- Daily Trade Bclear Total | Official **Open Change Exer- Exer Trans Price tility High Low Volume Volume*** Volume | Volume Int cises Price | British American Tobacco plc STND OPT (TAB) Indicative a-t-m Vol 19.38 Underlying Price 2181.000 Time to expiry: 23 Days Sep 10 CAB 0.00 42.23 0 0 0| 0 66 0 0 1600 1.000 -0.02 35.45 0 0 0| 0 630 0 0 1800 2.500 -0.04 30.57 0 0 0| 0 76 0 0 1900 5.000 5.500 -0.08 25.09 5.000 5.000 0 0 3| 0 135 0 0 2000 17.000 -0.24 21.53 0 0 0| 2 310 +2 0 2100 52.000 -0.56 18.88 0 0 0| 8 67 -8 0 2200 125.500 -0.86 18.62 0 0 0| 0 18 0 0 2300 219.000 -0.99 16.88 0 0 0| 0 3 0 0 2400 419.000 -1.00 21.19 0 0 0| 0 2 0 0 2600 619.000 -1.00 30.42 0 0 0| 0 0 0 0 2800 Total 0 0 3| 10 1,307 -6 0 Indicative a-t-m Vol 19.76 Underlying Price 2181.000 Time to expiry: 51 Days Oct 10 6.500 -0.07 25.53 0 0 0| 0 0 0 0 1900 15.000 -0.15 23.10 0 0 0| 0 1 0 0 2000 34.500 -0.30 21.14 0 0 0| 0 9 0 0 2100 73.000 -0.53 19.43 0 0 0| 0 8 0 0 2200 137.000 -0.77 18.33 0 0 0| 0 8 0 0 2300 223.000 -0.92 17.78 0 0 0| 0 0 0 0 2400 419.000 -1.00 18.93 0 0 0| 0 0 0 0 2600 619.000 -1.00 23.71 0 0 0| 0 0 0 0 2800 Total 0 0 0| 0 26 0 0 Indicative a-t-m Vol 20.82 Underlying Price 2181.000 Time to expiry: 86 Days Nov 10 17.000 -0.12 25.65 0 0 0| 0 0 0 0 1900 30.500 -0.20 23.58 0 0 0| 0 0 0 0 2000 55.500 -0.34 21.96 0 0 0| 13 14 +13 0 2100 96.000 -0.51 20.55 0 0 0| 0 0 0 0 2200 155.500 -0.69 19.59 0 0 0| 7 7 +7 0 2300 232.500 -0.84 18.87 0 0 0| 0 0 0 0 2400 419.500 -0.98 18.30 0 0 0| 0 0 0 0 2600 Total 0 0 0| 20 21 +20 0 Indicative a-t-m Vol 21.40 Underlying Price 2181.000 Time to expiry: 114 Days Dec 10 15.000 -0.09 27.36 0 0 0| 0 30 0 0 1800 25.500 -0.15 25.52 0 0 0| 0 14 0 0 1900 42.500 -0.23 23.86 0 0 0| 0 2,137 0 0 2000 70.000 -0.35 22.37 0 0 0| 0 59 0 0 2100 111.500 -0.50 21.18 0 0 0| 0 133 0 0 2200 169.000 -0.66 20.28 0 0 0| 0 0 0 0 2300 242.500 -0.79 19.61 0 0 0| 0 7 0 0 2400 619.000 -1.00 20.45 0 0 0| 0 0 0 0 2800 Total 0 0 0| 0 2,380 0 0 Indicative a-t-m Vol 21.69 Underlying Price 2181.000 Time to expiry: 205 Days Mar 11 42.500 -0.17 26.02 0 0 0| 0 24 0 0 1800 Equity Options 22:06 Business Day Wed 25 Aug 2010 Previous Business Day Tue 24 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 | 62.000 -0.25 24.46 0 0 0| 11 82 0 0 1900 91.500 -0.34 23.31 0 0 0| 0 180 0 0 2000 131.000 -0.44 22.33 0 0 0| 0 506 0 0 2100 182.500 -0.56 21.55 0 0 0| 0 213 0 0 2200 246.000 -0.67 20.90 0 0 0| 0 3 0 0 2300 319.500 -0.77 20.36 0 0 0| 0 1 0 0 2400 680.500 -0.97 18.88 0 0 0| 0 78 0 0 2800 Total 0 0 0| 11 1,087 0 0 Total Puts 0 0 3| 41 4,821 +14 0 Grand Total 0 0 13| 8,288 8,133 +50 0 Equity Options 22:06 Business Day Wed 25 Aug 2010 Previous Business Day Tue 24 Aug 2010 Page 65 Calls | Block | Opening Settle Delta Vola- Daily Trade Bclear Total | Official **Open Change Exer- Exer Trans Price tility High Low Volume Volume*** Volume | Volume Int cises Price | British Land Company PLC - STND OPT (BLC) Indicative a-t-m Vol 23.70 Underlying Price 449.400 Time to expiry: 23 Days Sep 10 95.250 0.89 78.85 0 0 0| 0 0 0 0 360 75.250 0.86 65.75 0 0 0| 0 0 0 0 380 55.500 0.83 52.04 0 0 0| 0 0 0 0 400 35.750 0.77 38.18 0 0 0| 0 0 0 0 420 25.250 0.73 29.65 0 0 0| 0 0 0 0 430 17.000 0.64 25.30 0 0 0| 0 1 0 0 440 10.750 0.51 23.70 0 0 0| 0 0 0 0 450 6.500 0.36 23.28 0 0 0| 0 17 0 0 460 3.750 0.24 23.29 0 0 0| 18 261 -18 0 470 1.750 0.13 22.27 0 0 0| 0 400 0 0 480 CAB 0.00 19.70 0 0 0| 0 6 0 0 520 CAB 0.00 13.08 0 0 0| 0 0 0 0 560 Total 0 0 0| 18 685 -18 0 Indicative a-t-m Vol 24.82 Underlying Price 449.400 Time to expiry: 114 Days Dec 10 95.250 0.87 42.02 0 0 0| 0 0 0 0 360 55.750 0.81 28.54 0 0 0| 0 0 0 0 400 40.500 0.70 26.95 0 0 0| 0 0 0 0 420 27.250 0.57 25.24 0 0 0| 0 0 0 0 440 17.500 0.43 24.40 0 0 0| 0 0 0 0 460 10.000 11.000 0.31 24.24 10.000 10.000 0 0 10| 0 52 0 0 480 4.000 0.14 24.30 0 0 0| 0 15 0 0 520 1.500 0.06 25.09 0 0 0| 0 55 0 0 560 Total 0 0 10| 0 122 0 0 Indicative a-t-m Vol 25.20 Underlying Price 449.400 Time to expiry: 205 Days Mar 11 57.500 0.78 25.67 0 0 0| 0 0 0 0 400 44.500 0.66 25.75 0 0 0| 0 0 0 0 420 33.500 0.55 25.48 0 0 0| 0 5 0 0 440 24.250 0.45 24.92 0 0 0| 0 1 0 0 460 17.250 0.35 24.64 0 0 0| 0 0 0 0 480 8.000 0.20 24.13 0 0 0| 0 3 0 0 520 4.250 0.11 24.96 0 0 0| 0 0 0 0 560 Total 0 0 0| 0 9 0 0 Total Calls 0 0 10| 18 816 -18 0 | Equity Options 22:06 Business Day Wed 25 Aug 2010 Previous Business Day Tue 24 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 | British Land Company PLC - STND OPT (BLC) Indicative a-t-m Vol 22.85 Underlying Price 449.400 Time to expiry: 23 Days Sep 10 1.500 -0.05 56.17 0 0 0| 0 0 0 0 360 1.750 -0.07 47.11 0 0 0| 0 0 0 0 380 1.750 -0.09 35.41 0 0 0| 0 125 0 0 400 2.750 -0.16 27.61 0 0 0| 0 17 0 0 420 4.500 -0.24 26.07 0 0 0| 0 0 0 0 430 7.000 -0.35 24.27 0 0 0| 0 528 0 0 440 10.750 -0.49 22.85 0 0 0| 0 3 0 0 450 16.500 -0.65 22.45 0 0 0| 0 48 0 0 460 23.750 -0.77 22.34 0 0 0| 0 20 0 0 470 32.000 -0.87 21.94 0 0 0| 0 10 0 0 480 70.500 -1.00 23.02 0 0 0| 0 0 0 0 520 110.500 -1.00 23.51 0 0 0| 0 0 0 0 560 Total 0 0 0| 0 751 0 0 Indicative a-t-m Vol 24.49 Underlying Price 449.400 Time to expiry: 114 Days Dec 10 4.000 -0.10 31.60 0 0 0| 0 2 0 0 360 10.000 -0.23 27.87 0 0 0| 0 10 0 0 400 15.500 -0.33 26.46 0 0 0| 0 8 0 0 420 22.750 -0.45 24.97 0 0 0| 0 53 0 0 440 33.250 -0.58 24.01 0 0 0| 0 5 0 0 460 46.750 -0.70 23.70 0 0 0| 0 6 0 0 480 79.750 -0.88 23.65 0 0 0| 0 0 0 0 520 117.750 -0.95 24.57 0 0 0| 0 0 0 0 560 Total 0 0 0| 0 84 0 0 Indicative a-t-m Vol 25.02 Underlying Price 449.400 Time to expiry: 205 Days Mar 11 18.750 -0.29 27.55 0 0 0| 2 13 +2 0 400 25.750 -0.38 26.53 0 0 0| 0 22 0 0 420 34.250 -0.47 25.35 0 0 0| 0 8 0 0 440 45.250 -0.57 24.69 0 0 0| 0 20 0 0 460 58.500 -0.66 24.40 0 0 0| 0 0 0 0 480 89.500 -0.81 23.97 0 0 0| 0 0 0 0 520 125.500 -0.90 24.20 0 0 0| 0 0 0 0 560 Total 0 0 0| 2 63 +2 0 Total Puts 0 0 0| 2 898 +2 0 Grand Total 0 0 10| 5,420 1,714 -16 0 Equity Options 22:06 Business Day Wed 25 Aug 2010 Previous Business Day Tue 24 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 Sky Broadcasting Group plc - STND OPT (BSK) Indicative a-t-m Vol 13.81 Underlying Price 704.500 Time to expiry: 23 Days Sep 10 264.750 1.00 45.31 0 0 0| 0 0 0 0 440 224.750 1.00 42.77 0 0 0| 0 6 0 0 480 184.750 1.00 41.32 0 0 0| 0 21 0 0 520 144.750 0.99 35.82 0 0 0| 0 22 0 0 560 105.000 0.99 28.25 0 0 0| 0 61 0 0 600 65.000 0.98 18.23 0 0 0| 0 1,646 0 0 640 27.250 0.83 14.98 0 0 0| 0 104 0 0 680 4.000 3.750 0.27 13.10 4.000 4.000 0 0 1| 0 923 0 0 720 CAB 0.01 10.52 0 0 0| 0 1,400 0 0 750 CAB 0.00 10.93 0 0 0| 0 1,020 0 0 760 Total 0 0 1| 0 5,203 0 0 Indicative a-t-m Vol 11.70 Underlying Price 704.500 Time to expiry: 114 Days Dec 10 424.750 1.00 41.08 0 0 0| 0 0 0 0 280 384.750 1.00 39.79 0 0 0| 0 0 0 0 320 345.000 1.00 37.91 0 0 0| 0 0 0 0 360 305.000 1.00 36.29 0 0 0| 0 0 0 0 400 265.000 1.00 34.26 0 0 0| 0 0 0 0 440 225.000 1.00 32.01 0 0 0| 0 0 0 0 480 185.250 1.00 27.15 0 0 0| 0 60 0 0 520 145.750 0.98 25.15 0 0 0| 0 524 0 0 560 105.750 0.97 19.13 0 0 0| 0 76 0 0 600 66.500 0.93 14.87 0 0 0| 0 83 0 0 640 32.500 0.72 13.53 0 0 0| 0 15 0 0 680 7.750 0.33 10.60 0 0 0| 0 9,130 +6,995 0 720 Total 0 0 0| 0 9,888 +6,995 0 Indicative a-t-m Vol 19.73 Underlying Price 704.500 Time to expiry: 205 Days Mar 11 265.000 1.00 33.03 0 0 0| 0 0 0 0 440 225.250 0.99 28.66 0 0 0| 0 0 0 0 480 185.500 0.98 26.02 0 0 0| 0 0 0 0 520 146.750 0.95 24.08 0 0 0| 0 10 0 0 560 110.250 0.88 22.94 0 0 0| 0 0 0 0 600 78.000 0.75 21.76 0 0 0| 0 0 0 0 640 51.000 0.60 20.58 0 0 0| 0 0 0 0 680 29.750 0.44 19.22 0 0 0| 0 10 0 0 720 Total 0 0 0| 0 20 0 0 Indicative a-t-m Vol 22.35 Underlying Price 704.500 Time to expiry: 296 Days Jun 11 305.500 0.99 41.21 0 0 0| 0 0 0 0 400 265.750 0.99 35.87 0 0 0| 0 0 0 0 440 226.250 0.97 31.93 0 0 0| 0 0 0 0 480 149.750 0.90 26.13 0 0 0| 0 0 0 0 560 83.000 0.72 22.03 0 0 0| 0 0 0 0 640 43.000 0.46 22.42 0 0 0| 0 0 0 0 720 Total 0 0 0| 0 0 0 0 Equity Options 22:06 Business Day Wed 25 Aug 2010 Previous Business Day Tue 24 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 24.92 Underlying Price 704.500 Time to expiry: 478 Days Dec 11 345.750 0.99 44.27 0 0 0| 0 0 0 0 360 306.750 0.97 41.04 0 0 0| 0 0 0 0 400 268.750 0.94 37.72 0 0 0| 0 0 0 0 440 229.500 0.93 32.80 0 0 0| 0 0 0 0 480 158.500 0.82 27.78 0 0 0| 0 0 0 0 560 100.250 0.67 24.92 0 0 0| 0 0 0 0 640 63.000 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 24.55 Underlying Price 704.500 Time to expiry: 849 Days Dec 12 241.000 0.86 34.20 0 0 0| 0 0 0 0 480 178.750 0.77 30.11 0 0 0| 0 0 0 0 560 124.500 0.65 26.79 0 0 0| 0 0 0 0 640 80.000 0.52 24.03 0 0 0| 0 0 0 0 720 Total 0 0 0| 0 0 0 0 Total Calls 0 0 1| 0 15,111 +6,995 0 | Equity Options 22:06 Business Day Wed 25 Aug 2010 Previous Business Day Tue 24 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 Sky Broadcasting Group plc - STND OPT (BSK) Indicative a-t-m Vol 12.87 Underlying Price 704.500 Time to expiry: 23 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 -0.03 19.78 0 0 0| 0 16 0 0 640 2.500 -0.17 14.79 0 0 0| 0 605 0 0 680 18.250 -0.76 11.72 0 0 0| 0 85 0 0 720 45.500 -0.99 11.76 0 0 0| 0 0 0 0 750 55.500 -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 12.73 Underlying Price 704.500 Time to expiry: 114 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 1.500 -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 3.750 -0.10 20.88 0 0 0| 0 22 0 0 600 7.750 -0.19 17.96 0 0 0| 0 2 0 0 640 14.000 16.250 -0.39 14.84 14.000 14.000 0 0 5| 0 5,539 +5,000 0 680 33.750 -0.71 11.47 0 0 0| 0 5,020 +5,000 0 720 Total 0 0 5| 0 10,875 +10,000 0 Indicative a-t-m Vol 18.34 Underlying Price 704.500 Time to expiry: 205 Days Mar 11 0.750 -0.01 29.22 0 0 0| 0 0 0 0 440 1.500 -0.03 26.90 0 0 0| 0 30 0 0 480 2.500 -0.04 24.08 0 0 0| 0 0 0 0 520 5.000 -0.09 22.62 0 0 0| 0 19 0 0 560 9.750 -0.16 21.08 0 0 0| 0 0 0 0 600 18.250 -0.27 20.05 0 0 0| 0 0 0 0 640 32.000 -0.41 19.06 0 0 0| 0 0 0 0 680 51.500 -0.58 17.90 0 0 0| 0 0 0 0 720 Total 0 0 0| 0 49 0 0 Indicative a-t-m Vol 22.95 Underlying Price 704.500 Time to expiry: 296 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 8.500 -0.08 32.28 0 0 0| 0 0 0 0 480 15.500 -0.16 26.28 0 0 0| 0 0 0 0 560 32.000 -0.32 22.19 0 0 0| 0 0 0 0 640 75.250 -0.55 23.13 0 0 0| 0 0 0 0 720 Total 0 0 0| 0 0 0 0 Equity Options 22:06 Business Day Wed 25 Aug 2010 Previous Business Day Tue 24 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 22.10 Underlying Price 704.500 Time to expiry: 478 Days Dec 11 5.000 -0.04 35.50 0 0 0| 0 0 0 0 360 8.750 -0.06 34.95 0 0 0| 0 0 0 0 400 11.750 -0.09 32.35 0 0 0| 0 0 0 0 440 14.000 -0.11 29.06 0 0 0| 0 0 0 0 480 26.250 -0.21 25.23 0 0 0| 0 0 0 0 560 47.750 -0.36 22.21 0 0 0| 0 0 0 0 640 91.000 -0.54 22.08 0 0 0| 0 0 0 0 720 Total 0 0 0| 0 0 0 0 Indicative a-t-m Vol 20.35 Underlying Price 704.500 Time to expiry: 849 Days Dec 12 25.500 -0.15 26.66 0 0 0| 0 0 0 0 480 42.000 -0.25 23.72 0 0 0| 0 0 0 0 560 66.750 -0.38 21.01 0 0 0| 0 0 0 0 640 108.500 -0.53 20.20 0 0 0| 0 0 0 0 720 Total 0 0 0| 0 0 0 0 Total Puts 0 0 5| 0 12,677 +10,000 0 Grand Total 0 0 6| 9,400 27,788 +16,995 0 Equity Options 22:06 Business Day Wed 25 Aug 2010 Previous Business Day Tue 24 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 | BT Group plc - STND OPT (BTG) Indicative a-t-m Vol 29.83 Underlying Price 132.600 Time to expiry: 23 Days Sep 10 37.000 0.97 71.89 0 0 0| 0 0 0 0 96 33.000 0.96 64.66 0 0 0| 51 51 +51 0 100 23.250 0.93 50.80 0 0 0| 0 0 0 0 110 13.750 0.86 38.28 0 0 0| 0 0 0 0 120 9.500 0.76 34.84 0 0 0| 0 0 0 0 125 5.500 0.62 30.56 0 0 0| 0 0 0 0 130 3.000 0.42 29.35 0 0 0| 0 0 0 0 135 1.250 0.24 28.20 0 0 0| 0 1,972 0 0 140 0.500 0.11 27.98 0 0 0| 0 34 0 0 145 0.250 0.05 28.04 0 0 0| 0 12,052 0 0 150 CAB 0.01 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 0| 51 14,239 +51 0 Indicative a-t-m Vol 32.43 Underlying Price 132.600 Time to expiry: 51 Days Oct 10 24.250 0.88 46.35 0 0 0| 0 0 0 0 110 15.250 0.78 38.09 0 0 0| 25 51 +25 0 120 8.000 0.59 33.07 0 0 0| 0 26 0 0 130 5.500 0.47 32.01 0 0 0| 0 0 0 0 135 3.750 3.500 0.35 31.47 3.750 S 3.750 S 0 0 10| 0 112 0 0 140 2.000 0.24 30.47 0 0 0| 0 236 0 0 145 1.000 0.14 29.05 0 0 0| 0 287 0 0 150 0.250 0.04 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 10| 25 712 +25 0 Indicative a-t-m Vol 33.42 Underlying Price 132.600 Time to expiry: 86 Days Nov 10 24.750 0.86 39.91 0 0 0| 0 0 0 0 110 17.000 0.74 37.12 0 0 0| 0 0 0 0 120 10.250 0.58 34.01 0 0 0| 0 0 0 0 130 7.500 0.49 33.03 0 0 0| 40 40 +40 0 135 5.250 0.39 31.19 0 0 0| 10 104 +10 0 140 2.500 0.23 30.54 0 0 0| 100 100 +100 0 150 1.000 0.11 29.67 0 0 0| 0 0 0 0 160 Total 0 0 0| 150 244 +150 0 Indicative a-t-m Vol 32.39 Underlying Price 132.600 Time to expiry: 114 Days Dec 10 69.250 0.98 73.07 0 0 0| 0 0 0 0 64 61.750 0.96 68.58 0 0 0| 0 0 0 0 72 54.000 0.95 61.50 0 0 0| 0 0 0 0 80 46.250 0.93 54.89 0 0 0| 0 0 0 0 88 38.500 0.91 49.02 0 0 0| 0 0 0 0 96 35.000 0.89 47.02 0 0 0| 0 0 0 0 100 26.000 0.83 40.41 0 0 0| 0 0 0 0 110 Equity Options 22:06 Business Day Wed 25 Aug 2010 Previous Business Day Tue 24 Aug 2010 Page 72 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 | 17.750 0.73 35.11 0 0 0| 0 0 0 0 120 11.250 0.58 33.11 0 0 0| 0 678 0 0 130 6.250 0.42 30.73 0 0 0| 0 1,423 0 0 140 3.500 0.27 30.95 0 0 0| 0 2,012 0 0 150 1.500 0.15 29.05 0 0 0| 0 6,268 0 0 160 0.250 0.04 29.60 0 0 0| 0 371 0 0 180 CAB 0.01 31.02 0 0 0| 0 114 0 0 200 CAB 0.01 35.22 0 0 0| 0 4 0 0 220 CAB 0.00 36.79 0 0 0| 0 4 0 0 240 Total 0 0 0| 0 10,874 0 0 Indicative a-t-m Vol 33.02 Underlying Price 132.600 Time to expiry: 205 Days Mar 11 38.500 0.90 41.03 0 0 0| 0 0 0 0 96 35.250 0.88 39.99 0 0 0| 0 0 0 0 100 27.000 0.80 37.42 0 0 0| 0 0 0 0 110 19.750 0.70 35.68 0 0 0| 0 2 0 0 120 13.750 0.58 33.75 0 0 0| 0 226 0 0 130 8.750 0.44 31.32 0 0 0| 0 38 0 0 140 5.500 0.32 30.59 0 0 0| 0 130 0 0 150 3.000 0.21 29.39 0 0 0| 0 20 0 0 160 1.000 0.08 28.67 0 0 0| 0 0 0 0 180 Total 0 0 0| 0 416 0 0 Indicative a-t-m Vol 33.51 Underlying Price 132.600 Time to expiry: 296 Days Jun 11 39.750 0.87 40.08 0 0 0| 0 0 0 0 96 36.250 0.85 39.07 0 0 0| 0 0 0 0 100 22.000 0.68 35.25 0 0 0| 0 0 0 0 120 16.250 16.250 0.58 34.09 16.250 16.250 0 0 471| 0 98 0 0 130 11.250 11.500 0.47 32.15 11.250 11.250 0 0 42| 0 15 0 0 140 7.750 0.36 30.69 0 0 0| 0 143 0 0 150 5.000 0.27 29.74 0 0 0| 0 6 0 0 160 2.250 2.000 0.14 28.78 2.250 2.250 0 0 7| 0 0 0 0 180 Total 0 0 520| 0 262 0 0 Indicative a-t-m Vol 30.76 Underlying Price 132.600 Time to expiry: 478 Days Dec 11 69.750 0.97 54.44 0 0 0| 0 0 0 0 64 62.250 0.94 50.97 0 0 0| 0 0 0 0 72 55.000 0.92 48.02 0 0 0| 0 0 0 0 80 48.000 0.88 44.13 0 0 0| 0 0 0 0 88 41.000 0.85 40.44 0 0 0| 0 0 0 0 96 37.250 0.83 37.75 0 0 0| 0 0 0 0 100 22.500 0.67 32.02 0 0 0| 0 0 0 0 120 12.750 0.48 30.08 0 0 0| 0 0 0 0 140 6.750 0.31 28.86 0 0 0| 0 6 0 0 160 3.250 0.17 27.38 0 0 0| 0 12 0 0 180 Total 0 0 0| 0 18 0 0 Indicative a-t-m Vol 30.00 Underlying Price 132.600 Time to expiry: 660 Days Jun 12 Equity Options 22:06 Business Day Wed 25 Aug 2010 Previous Business Day Tue 24 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 | 39.750 0.80 40.77 0 0 0| 0 0 0 0 100 24.000 0.66 31.60 0 0 0| 0 0 0 0 120 14.250 0.49 29.13 0 0 0| 0 0 0 0 140 8.250 0.33 28.09 0 0 0| 0 0 0 0 160 Total 0 0 0| 0 0 0 0 Indicative a-t-m Vol 29.17 Underlying Price 132.600 Time to expiry: 849 Days Dec 12 40.500 0.79 40.77 0 0 0| 0 0 0 0 100 24.500 0.66 31.14 0 0 0| 0 0 0 0 120 14.500 0.49 28.11 0 0 0| 0 0 0 0 140 8.750 0.34 27.26 0 0 0| 0 0 0 0 160 Total 0 0 0| 0 0 0 0 Total Calls 0 0 530| 226 26,765 +226 0 | Equity Options 22:06 Business Day Wed 25 Aug 2010 Previous Business Day Tue 24 Aug 2010 Page 74 Puts | Block | Opening Settle Delta Vola- Daily Trade Bclear Total | Official **Open Change Exer- Exer Trans Price tility High Low Volume Volume*** Volume | Volume Int cises Price | BT Group plc - STND OPT (BTG) Indicative a-t-m Vol 32.40 Underlying Price 132.600 Time to expiry: 23 Days Sep 10 0.250 -0.03 68.68 0 0 0| 0 101 0 0 96 0.500 -0.04 65.94 0 0 0| 0 9,757 0 0 100 0.500 -0.07 52.78 0 0 0| 0 1,030 0 0 110 1.250 -0.15 40.24 0 0 0| 0 10,546 0 0 120 2.000 -0.25 36.48 0 0 0| 0 113 0 0 125 3.250 -0.39 33.66 0 0 0| 51 3,378 +51 0 130 5.500 -0.57 31.57 0 0 0| 100 1,767 +100 0 135 8.750 -0.74 30.26 0 0 0| 76 1,749 +51 0 140 13.000 -0.88 29.45 0 0 0| 25 31 +25 0 145 17.750 -0.92 33.43 0 0 0| 0 132 0 0 150 27.500 -0.97 38.66 0 0 0| 5 180 -5 0 160 37.500 -0.98 48.31 0 0 0| 0 0 0 0 170 47.750 47.750 -0.96 64.23 47.750 S 47.750 S 0 0 1| 0 3 0 0 180 Total 0 0 1| 257 28,787 +222 0 Indicative a-t-m Vol 32.90 Underlying Price 132.600 Time to expiry: 51 Days Oct 10 1.250 -0.11 43.87 0 0 0| 0 0 0 0 110 2.500 -0.22 37.77 0 0 0| 0 36 0 0 120 5.000 5.500 -0.41 33.93 5.000 5.000 0 0 6| 51 63 +35 0 130 6.750 7.750 -0.53 32.22 6.750 S 6.750 S 0 0 10| 0 680 0 0 135 10.750 -0.65 31.52 0 0 0| 0 36 0 0 140 14.250 -0.77 30.02 0 0 0| 0 475 0 0 145 18.500 -0.85 30.34 0 0 0| 25 25 +25 0 150 27.750 -0.93 32.20 0 0 0| 0 0 0 0 160 37.750 -0.96 37.56 0 0 0| 0 0 0 0 170 Total 0 0 16| 76 1,315 +60 0 Indicative a-t-m Vol 33.93 Underlying Price 132.600 Time to expiry: 86 Days Nov 10 2.250 -0.15 41.24 0 0 0| 0 0 0 0 110 3.750 4.250 -0.26 37.31 3.750 3.750 0 0 8| 0 0 0 0 120 7.500 -0.42 34.74 0 0 0| 0 0 0 0 130 9.750 -0.51 33.39 0 0 0| 0 0 0 0 135 12.500 -0.60 32.04 0 0 0| 0 0 0 0 140 19.500 -0.78 30.17 0 0 0| 0 0 0 0 150 28.250 -0.88 31.10 0 0 0| 75 75 +75 0 160 Total 0 0 8| 75 75 +75 0 Indicative a-t-m Vol 34.34 Underlying Price 132.600 Time to expiry: 114 Days Dec 10 0.250 -0.02 66.06 0 0 0| 0 100 0 0 64 0.500 -0.02 60.32 0 0 0| 0 0 0 0 72 0.750 -0.04 54.78 0 0 0| 0 101 0 0 80 1.000 -0.06 51.41 0 0 0| 0 56 0 0 88 1.500 -0.09 46.97 0 0 0| 0 230 0 0 96 1.750 -0.10 44.23 0 0 0| 0 14,053 0 0 100 3.250 -0.17 41.15 0 0 0| 0 69 0 0 110 5.500 -0.28 37.71 0 0 0| 0 784 0 0 120 Equity Options 22:06 Business Day Wed 25 Aug 2010 Previous Business Day Tue 24 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 | 9.000 -0.42 35.07 0 0 0| 0 349 0 0 130 12.750 14.000 -0.58 32.64 13.000 12.750 0 0 54| 0 1,039 0 0 140 20.750 -0.73 31.02 0 0 0| 0 0 0 0 150 28.750 -0.86 29.04 0 0 0| 0 6,916 0 0 160 47.750 -0.94 34.08 0 0 0| 0 40 0 0 180 67.500 -1.00 30.73 0 0 0| 0 11 0 0 200 87.500 -1.00 36.87 0 0 0| 0 2,500 0 0 220 107.500 -1.00 45.12 0 0 0| 0 0 0 0 240 Total 0 0 54| 0 26,248 0 0 Indicative a-t-m Vol 33.11 Underlying Price 132.600 Time to expiry: 205 Days Mar 11 3.000 -0.13 41.81 0 0 0| 0 115 0 0 96 3.750 -0.15 40.75 0 0 0| 0 56 0 0 100 5.500 -0.23 37.77 0 0 0| 0 215 0 0 110 8.750 -0.33 35.83 0 0 0| 0 136 0 0 120 12.750 -0.44 33.53 0 0 0| 0 54 0 0 130 18.250 -0.57 32.13 0 0 0| 0 74 0 0 140 24.500 -0.69 30.20 0 0 0| 5 38 0 0 150 32.000 -0.81 28.22 0 0 0| 0 0 0 0 160 49.750 -0.96 23.71 0 0 0| 0 30 0 0 180 Total 0 0 0| 5 718 0 0 Indicative a-t-m Vol 32.95 Underlying Price 132.600 Time to expiry: 296 Days Jun 11 4.000 4.250 -0.15 40.11 4.000 4.000 0 0 8| 0 0 0 0 96 5.250 -0.17 39.20 0 0 0| 0 6 0 0 100 11.000 -0.33 35.44 0 0 0| 0 10 0 0 120 15.500 15.000 -0.43 33.35 15.500 15.500 0 0 100| 38 215 +38 0 130 20.500 -0.54 32.01 0 0 0| 0 228 0 0 140 27.000 -0.64 31.08 0 0 0| 0 90 0 0 150 33.750 -0.75 28.53 0 0 0| 0 0 0 0 160 50.250 50.750 -0.89 27.06 50.750 S 50.250 0 0 5| 0 8 0 0 180 Total 0 0 113| 38 557 +38 0 Indicative a-t-m Vol 29.78 Underlying Price 132.600 Time to expiry: 478 Days Dec 11 2.000 -0.06 45.25 0 0 0| 0 0 0 0 64 3.000 -0.08 43.93 0 0 0| 0 0 0 0 72 4.250 -0.12 41.87 0 0 0| 0 0 0 0 80 5.750 -0.15 40.29 0 0 0| 0 0 0 0 88 7.500 -0.20 37.99 0 0 0| 0 0 0 0 96 8.500 -0.22 36.90 0 0 0| 0 0 0 0 100 14.750 -0.37 31.80 0 0 0| 0 0 0 0 120 24.750 -0.56 28.69 0 0 0| 0 0 0 0 140 39.000 -0.73 27.27 0 0 0| 0 0 0 0 160 55.750 -0.86 25.97 0 0 0| 0 0 0 0 180 Total 0 0 0| 0 0 0 0 Indicative a-t-m Vol 28.96 Underlying Price 132.600 Time to expiry: 660 Days Jun 12 9.500 -0.23 33.13 0 0 0| 0 0 0 0 100 17.750 -0.38 31.28 0 0 0| 0 0 0 0 120 Equity Options 22:06 Business Day Wed 25 Aug 2010 Previous Business Day Tue 24 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 | 27.500 -0.55 27.71 0 0 0| 0 0 0 0 140 41.500 -0.70 26.42 0 0 0| 0 0 0 0 160 Total 0 0 0| 0 0 0 0 Indicative a-t-m Vol 28.86 Underlying Price 132.600 Time to expiry: 849 Days Dec 12 13.750 -0.27 34.92 0 0 0| 0 0 0 0 100 21.250 -0.40 30.72 0 0 0| 0 60 0 0 120 31.750 -0.55 27.86 0 0 0| 0 0 0 0 140 46.000 -0.69 26.77 0 0 0| 0 0 0 0 160 Total 0 0 0| 0 60 0 0 Total Puts 0 0 192| 451 57,760 +395 0 Grand Total 0 0 722| 16,677 84,525 +621 0 A2A SpA - Euro Cash FLEX Opt (ASB) Grand Total 0 0 722| 16,777 84,939 +1,035 0 ABB Ltd (ABQ) Indicative a-t-m Vol 0.00 Underlying Price 19.270 Time to expiry: 23 Days 17 Sep 10 0.477 -0.41 31.45 N/A 0 0| 0 8,000 0 0 190 0.986 -0.69 27.75 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 19.270 Time to expiry: 114 Days 17 Dec 10 1.179 -0.43 30.75 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 19.270 Time to expiry: 117 Days 20 Dec 10 5.974 -0.95 27.30 N/A 0 0| 0 1,000 0 0 252 11.023 -0.99 31.63 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 19.270 Time to expiry: 296 Days 17 Jun 11 1.487 -0.35 31.11 N/A 0 0| 0 4,500 0 0 180 8.329 -0.92 25.74 N/A 0 0| 0 1,000 0 0 275 TotalN/A 0 0| 0 5,500 0 0 Indicative a-t-m Vol 0.00 Underlying Price 19.270 Time to expiry: 371 Days 31 Aug 11 3.782 -0.60 29.45 N/A 1,000 1,000| 0 0 0 0 217 TotalN/A 1,000 1,000| 0 0 0 0 Total PutsN/A 1,000 1,000| 0 22,960 0 0 Grand TotalN/A 1,000 1,722| 18,177 134,399 +1,035 0 Abertis Infraestructuras SA (CYQ) Indicative a-t-m Vol 0.00 Underlying Price 46.220 Time to expiry: 114 Days 17 Dec 10 0.147 -0.02 60.16 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 1,000 1,722| 18,277 134,749 +1,035 0 Adecco SA (QVQ) Grand TotalN/A 1,000 1,722| 18,377 135,009 +1,035 0 Equity Options 22:06 Business Day Wed 25 Aug 2010 Previous Business Day Tue 24 Aug 2010 Page 77 Puts | Block | Opening Settle Delta Vola- Daily Trade Bclear Total | Official **Open Change Exer- Exer Trans Price tility High Low Volume Volume*** Volume | Volume Int cises Price | Adidas AG (FKQ) Indicative a-t-m Vol 0.00 Underlying Price 4.0980 Time to expiry: 23 Days 17 Sep 10 0.2400 -0.56 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 1,000 1,722| 18,477 136,009 +1,035 0 Aegon NV (AFQ) Grand TotalN/A 1,000 1,722| 18,577 156,009 +1,035 0 ageas NV/SA - Amer Phys FLEX Opt (FOQ) Indicative a-t-m Vol 0.00 Underlying Price 1.9880 Time to expiry: 114 Days 17 Dec 10 14.7520 -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 1,000 1,722| 18,877 172,009 +1,035 0 ageas NV/SA - Euro Phys FLEX Opt (FOX) Indicative a-t-m Vol 0.00 Underlying Price 1.9880 Time to expiry: 114 Days 17 Dec 10 12.9731 -1.00 45.22 N/A 0 0| 0 1,000 0 0 1500 13.9705 -1.00 45.88 N/A 0 0| 0 2,500 0 0 1600 14.9679 -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 1,000 1,722| 19,477 191,009 +1,035 0 Air Liquide (AIJ) Grand TotalN/A 1,000 1,722| 19,577 191,089 +1,115 0 Akzo Nobel NV (AKQ) Indicative a-t-m Vol 0.00 Underlying Price 41.1800 Time to expiry: 296 Days 17 Jun 11 4.1500 -0.45 29.82 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 0 0 Indicative a-t-m Vol 0.00 Underlying Price 1.9970 Time to expiry: 23 Days 17 Sep 10 0.2200 -0.82 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 1,000 1,722| 19,777 193,489 +1,115 0 Alcatel-Lucent SA - Amer Phys FLEX Opt (CGQ) Indicative a-t-m Vol 0.00 Underlying Price 1.9970 Time to expiry: 114 Days 17 Dec 10 0.3100 -0.62 41.73 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 1.9970 Time to expiry: 205 Days 18 Mar 11 0.5123 -0.68 40.30 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 Equity Options 22:06 Business Day Wed 25 Aug 2010 Previous Business Day Tue 24 Aug 2010 Page 78 Puts | Block | Opening Settle Delta Vola- Daily Trade Bclear Total | Official **Open Change Exer- Exer Trans Price tility High Low Volume Volume*** Volume | Volume Int cises Price | Grand TotalN/A 1,000 1,722| 20,077 264,989 +1,115 0 Allianz AG (ALQ) Indicative a-t-m Vol 0.00 Underlying Price 80.5300 Time to expiry: 23 Days 17 Sep 10 0.3411 -0.10 35.59 N/A 0 0| 0 1,000 0 0 7200 2.0412 -0.45 28.61 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 80.5300 Time to expiry: 114 Days 17 Dec 10 0.4441 -0.04 53.98 N/A 0 0| 0 100 0 0 5000 1.0101 -0.10 41.29 N/A 0 0| 0 1,000 0 0 6200 2.0300 -0.21 35.31 N/A 0 0| 0 1,000 0 0 7000 5.0339 -0.45 30.10 N/A 0 0| 0 1,750 0 0 8000 7.0252 -0.57 28.63 N/A 0 0| 0 750 0 0 8400 8.1989 -0.63 27.87 N/A 0 0| 0 1,000 0 0 8600 30.2353 -0.99 25.26 N/A 0 0| 0 2,000 0 0 11100 39.1677 -1.00 25.11 N/A 0 0| 0 1,000 0 0 12000 59.1161 -1.00 33.84 N/A 0 0| 0 500 0 0 14000 60.4126 -1.00 34.30 N/A 0 0| 0 35 0 0 14130 79.0642 -1.00 40.88 N/A 0 0| 0 500 0 0 16000 TotalN/A 0 0| 0 9,635 0 0 Indicative a-t-m Vol 0.00 Underlying Price 80.5300 Time to expiry: 296 Days 17 Jun 11 7.1874 -0.39 31.81 N/A 0 0| 0 571 0 0 7421 9.8146 -0.50 29.81 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 80.5300 Time to expiry: 478 Days 16 Dec 11 14.3635 -0.54 28.39 N/A 0 0| 0 2,500 0 0 8500 42.8617 -0.96 22.02 N/A 0 0| 0 1,500 0 0 12000 81.1206 -1.00 22.48 N/A 0 0| 0 1,250 0 0 16000 TotalN/A 0 0| 0 5,250 0 0 Indicative a-t-m Vol 0.00 Underlying Price 80.5300 Time to expiry: 849 Days 21 Dec 12 19.2817 -0.55 28.13 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 0 0 Grand TotalN/A 1,000 1,722| 22,977 293,057 +1,227 0 Alstom SA - Amer Cash FLEX Opt (ZWU) Grand TotalN/A 1,000 1,722| 23,077 293,057 +1,227 0 Alstom SA - Amer Phys FLEX Opt (ZWQ) Grand TotalN/A 1,000 1,722| 23,277 294,257 +1,227 0 Alstom SA - Euro Phys FLEX Opt (ZWX) Indicative a-t-m Vol 0.00 Underlying Price 37.6100 Time to expiry: 23 Days 17 Sep 10 2.7227 -0.78 30.00 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 Equity Options 22:06 Business Day Wed 25 Aug 2010 Previous Business Day Tue 24 Aug 2010 Page 79 Puts | Block | Opening Settle Delta Vola- Daily Trade Bclear Total | Official **Open Change Exer- Exer Trans Price tility High Low Volume Volume*** Volume | Volume Int cises Price | Indicative a-t-m Vol 0.00 Underlying Price 2254.000 Time to expiry: 23 Days 17 Sep 10 18.500 -0.13 44.53 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 1,000 1,722| 23,477 297,257 +1,227 0 Anglo American plc - Amer Cash FLEX Opt (AHW) Indicative a-t-m Vol 0.00 Underlying Price 2254.000 Time to expiry: 23 Days 17 Sep 10 66.000 -0.38 39.95 N/A 0 0| 0 0 0 0 2200 179.500 -0.73 37.19 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 2254.000 Time to expiry: 23 Days 17 Sep 10 34.350 -0.23 42.24 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 1,000 1,722| 23,777 297,257 +1,227 0 Anglo American plc - Amer Phys FLEX Opt (AHO) Grand TotalN/A 1,000 1,722| 23,877 297,257 +1,227 0 Anglo American plc - Euro Phys FLEX Opt (AHV) Indicative a-t-m Vol 0.00 Underlying Price 2254.000 Time to expiry: 114 Days 17 Dec 10 76.480 -0.21 45.46 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 40.0600 Time to expiry: 23 Days 17 Sep 10 0.2300 -0.14 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 1,000 1,722| 24,077 297,757 +1,227 0 Anheuser-Busch InBev NV - Amer Phys FLEX Opt (IGQ) Indicative a-t-m Vol 0.00 Underlying Price 40.0600 Time to expiry: 23 Days 17 Sep 10 0.5700 -0.32 25.11 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 1,000 1,722| 24,277 301,057 +1,227 0 Antofagasta plc - Amer Phys FLEX Opt (KFQ) Indicative a-t-m Vol 0.00 Underlying Price 22.1150 Time to expiry: 387 Days 16 Sep 11 2.7807 -0.34 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 1,000 1,722| 24,577 301,857 +1,227 0 Arcelor Mittal (LOQ) Grand TotalN/A 1,000 1,722| 24,677 302,857 +1,227 0 Equity Options 22:06 Business Day Wed 25 Aug 2010 Previous Business Day Tue 24 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 | Arcelor Mittal - Amer Phys FLEX Opt (RRO) Indicative a-t-m Vol 0.00 Underlying Price 22.1200 Time to expiry: 359 Days 19 Aug 11 2.6530 -0.33 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 22.1200 Time to expiry: 387 Days 16 Sep 11 2.8073 -0.34 43.02 N/A 0 0| 0 3,000 0 0 2000 TotalN/A 0 0| 0 3,000 0 0 Indicative a-t-m Vol 0.00 Underlying Price 22.1200 Time to expiry: 849 Days 21 Dec 12 10.6929 -0.61 37.83 N/A 0 0| 0 2,500 0 0 3000 TotalN/A 0 0| 0 2,500 0 0 Total PutsN/A 0 0| 0 5,500 0 0 Grand TotalN/A 1,000 1,722| 25,077 310,857 +1,227 0 Arcelor Mittal - Euro Phys FLEX Opt (RRV) Indicative a-t-m Vol 0.00 Underlying Price 22.1200 Time to expiry: 23 Days 17 Sep 10 1.3679 -0.64 38.14 N/A 0 0| 0 1,000 0 0 2300 3.9276 -0.94 40.04 N/A 0 0| 0 2,000 0 0 2600 TotalN/A 0 0| 0 3,000 0 0 Total PutsN/A 0 0| 0 3,000 0 0 Grand TotalN/A 1,000 1,722| 25,477 316,857 +1,227 0 ASML Holding NV (FDQ) Grand TotalN/A 1,000 1,722| 25,677 326,857 +1,227 0 Assicurazioni Generali SpA (GXX) Indicative a-t-m Vol 0.00 Underlying Price 14.1600 Time to expiry: 113 Days 16 Dec 10 1.4208 -0.60 29.89 N/A 0 0| 0 150 0 0 1500 3.8380 -0.95 25.49 N/A 0 0| 0 150 0 0 1800 TotalN/A 0 0| 0 300 0 0 Indicative a-t-m Vol 0.00 Underlying Price 14.1600 Time to expiry: 114 Days 17 Dec 10 0.9182 -0.43 32.21 N/A 0 0| 0 0 0 0 1400 2.1021 -0.75 28.06 N/A 0 0| 0 150 0 0 1600 TotalN/A 0 0| 0 150 0 0 Total PutsN/A 0 0| 0 450 0 0 Grand TotalN/A 1,000 1,722| 26,377 327,757 +1,227 0 AstraZeneca Plc (AZJ) Grand TotalN/A 1,000 1,722| 26,577 328,013 +1,233 0 AstraZeneca plc (AZX) Grand TotalN/A 1,000 1,722| 26,977 329,713 +1,233 0 AstraZeneca Plc (AZQ) Grand TotalN/A 1,000 1,722| 27,077 330,063 +1,233 0 AstraZeneca plc (AZX) Grand TotalN/A 1,000 1,722| 27,177 330,563 +1,233 0 AstraZeneca Plc (AZQ) Grand TotalN/A 1,000 1,722| 27,277 330,813 +1,233 0 AstraZeneca plc (AZX) Equity Options 22:06 Business Day Wed 25 Aug 2010 Previous Business Day Tue 24 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 | Indicative a-t-m Vol 0.00 Underlying Price 3230.000 Time to expiry: 114 Days 17 Dec 10 3.170 -0.01 40.13 N/A 0 0| 0 250 0 0 2000 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 3230.000 Time to expiry: 114 Days 17 Dec 10 5.540 -0.02 35.96 N/A 0 0| 0 500 0 0 2200 TotalN/A 0 0| 0 500 0 0 Total PutsN/A 0 0| 0 500 0 0 Grand TotalN/A 1,000 1,722| 27,577 331,313 +1,233 0 AstraZeneca Plc (AZQ) Indicative a-t-m Vol 0.00 Underlying Price 3230.000 Time to expiry: 114 Days 17 Dec 10 9.350 -0.04 31.79 N/A 0 0| 0 250 0 0 2400 TotalN/A 0 0| 0 250 0 0 Total PutsN/A 0 0| 0 250 0 0 Grand TotalN/A 1,000 1,722| 27,677 331,813 +1,233 0 AstraZeneca plc (AZX) Indicative a-t-m Vol 0.00 Underlying Price 3230.000 Time to expiry: 114 Days 17 Dec 10 35.740 -0.14 25.80 N/A 0 0| 0 750 0 0 2800 TotalN/A 0 0| 0 750 0 0 Total PutsN/A 0 0| 0 750 0 0 Indicative a-t-m Vol 0.00 Underlying Price 3230.000 Time to expiry: 478 Days 16 Dec 11 137.990 -0.23 25.48 N/A 0 0| 0 250 0 0 2600 TotalN/A 0 0| 0 250 0 0 Total PutsN/A 0 0| 0 250 0 0 Grand TotalN/A 1,000 1,722| 27,877 332,813 +1,233 0 AstraZeneca Plc (AZQ) Indicative a-t-m Vol 0.00 Underlying Price 3230.000 Time to expiry: 849 Days 21 Dec 12 303.920 -0.36 22.60 N/A 0 0| 0 150 0 0 2800 TotalN/A 0 0| 0 150 0 0 Total PutsN/A 0 0| 0 150 0 0 Grand TotalN/A 1,000 1,722| 27,977 333,063 +1,233 0 AstraZeneca plc (AZX) Indicative a-t-m Vol 0.00 Underlying Price 3230.000 Time to expiry: 1213 Days 20 Dec 13 515.630 -0.47 22.02 N/A 0 0| 0 100 0 0 3000 TotalN/A 0 0| 0 100 0 0 Total PutsN/A 0 0| 0 100 0 0 Grand TotalN/A 1,000 1,722| 28,177 333,313 +1,233 0 AstraZeneca plc - Stockholmborsen (ZNJ) Grand TotalN/A 1,000 1,722| 28,277 333,503 +1,423 0 Aviva Plc (AVQ) Grand TotalN/A 1,000 1,722| 28,977 334,103 +1,423 0 AXA SA (CJJ) Equity Options 22:06 Business Day Wed 25 Aug 2010 Previous Business Day Tue 24 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 | Indicative a-t-m Vol 0.00 Underlying Price 12.1200 Time to expiry: 23 Days 17 Sep 10 4.8767 -1.00 48.54 N/A 0 0| 0 20,000 0 0 1700 TotalN/A 0 0| 0 20,000 0 0 Indicative a-t-m Vol 0.00 Underlying Price 12.1200 Time to expiry: 51 Days 15 Oct 10 0.7800 -0.44 46.51 N/A 0 0| 0 6,000 0 0 1200 TotalN/A 0 0| 0 6,000 0 0 Indicative a-t-m Vol 0.00 Underlying Price 12.1200 Time to expiry: 114 Days 17 Dec 10 1.1782 -0.43 46.75 N/A 0 0| 0 3,000 0 0 1200 2.3386 -0.69 41.33 N/A 0 0| 0 5,000 0 0 1400 3.9754 -0.88 38.16 N/A 0 0| 0 40,000 0 0 1600 4.9002 -0.94 36.96 N/A 0 0| 0 2,500 0 0 1700 5.4900 -0.96 36.42 N/A 0 0| 0 2,500 0 0 1759 7.3769 -0.99 35.25 N/A 0 0| 0 2,500 0 0 1954 10.3500 -1.00 35.10 N/A 0 0| 0 2,500 0 0 2247 TotalN/A 0 0| 0 58,000 0 0 Indicative a-t-m Vol 0.00 Underlying Price 12.1200 Time to expiry: 296 Days 17 Jun 11 2.5263 -0.53 43.21 N/A 0 0| 0 5,000 0 0 1270 3.1469 -0.61 41.49 N/A 0 0| 0 1,750 0 0 1368 TotalN/A 0 0| 0 6,750 0 0 Indicative a-t-m Vol 0.00 Underlying Price 12.1200 Time to expiry: 387 Days 16 Sep 11 2.9367 -0.53 42.38 N/A 0 0| 0 1,000 0 0 1300 3.5622 -0.61 40.40 N/A 0 0| 0 850 0 0 1400 TotalN/A 0 0| 0 1,850 0 0 Indicative a-t-m Vol 0.00 Underlying Price 12.1200 Time to expiry: 478 Days 16 Dec 11 4.8325 -0.69 37.73 N/A 0 0| 0 40,000 0 0 1563 19.4435 -0.99 32.00 N/A 0 0| 0 20,000 0 0 3127 TotalN/A 0 0| 0 60,000 0 0 Total PutsN/A 0 0| 0 152,600 0 0 Grand TotalN/A 1,000 1,722| 31,577 570,335 +1,805 0 Baloise Holding AG (OIQ) Indicative a-t-m Vol 0.00 Underlying Price 0.8840 Time to expiry: 23 Days 17 Sep 10 0.5156 -1.00 16.00 N/A 0 0| 0 240 0 0 140 TotalN/A 0 0| 0 240 0 0 Total PutsN/A 0 0| 0 240 0 0 Grand TotalN/A 1,000 1,722| 31,777 571,935 +1,805 0 Banca Monte dei Paschi di Siena SpA (EVX) Indicative a-t-m Vol 0.00 Underlying Price 0.8840 Time to expiry: 23 Days 17 Sep 10 0.5656 -1.00 16.00 N/A 0 0| 0 2,350 0 0 145 0.6156 -1.00 16.00 N/A 0 0| 0 1,210 0 0 150 TotalN/A 0 0| 0 3,560 0 0 Equity Options 22:06 Business Day Wed 25 Aug 2010 Previous Business Day Tue 24 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 | Indicative a-t-m Vol 0.00 Underlying Price 0.8840 Time to expiry: 114 Days 17 Dec 10 0.5124 -1.00 23.00 N/A 0 0| 0 3,207 0 0 140 0.5622 -1.00 23.00 N/A 0 0| 0 0 0 0 145 TotalN/A 0 0| 0 3,207 0 0 Indicative a-t-m Vol 0.00 Underlying Price 0.8840 Time to expiry: 205 Days 18 Mar 11 0.4093 -0.98 23.23 N/A 0 0| 0 371 0 0 130 0.6072 -1.00 19.96 N/A 0 0| 0 680 0 0 150 TotalN/A 0 0| 0 1,051 0 0 Total PutsN/A 0 0| 0 7,818 0 0 Grand TotalN/A 1,000 1,722| 32,477 579,993 +1,805 0 Banco Bilbao Vizcaya Argentaria SA (BDQ) Indicative a-t-m Vol 0.00 Underlying Price 9.3610 Time to expiry: 23 Days 17 Sep 10 0.3960 -0.44 48.22 N/A 0 0| 0 7,000 0 0 925 0.8096 -0.71 42.91 N/A 0 0| 0 10,000 0 0 1000 TotalN/A 0 0| 0 17,000 0 0 Indicative a-t-m Vol 0.00 Underlying Price 9.3610 Time to expiry: 114 Days 17 Dec 10 4.2220 -1.00 26.79 N/A 0 0| 0 20,000 0 0 1350 TotalN/A 0 0| 0 20,000 0 0 Indicative a-t-m Vol 0.00 Underlying Price 9.3610 Time to expiry: 205 Days 18 Mar 11 0.8232 -0.30 49.41 N/A 0 0| 0 0 0 0 825 3.7948 -0.91 32.44 N/A 0 0| 0 2,500 0 0 1300 TotalN/A 0 0| 0 2,500 0 0 Indicative a-t-m Vol 0.00 Underlying Price 9.3610 Time to expiry: 478 Days 16 Dec 11 1.1102 -0.31 41.53 N/A 0 0| 0 2,500 0 0 800 3.5179 -0.70 35.21 N/A 0 0| 0 20,000 0 0 1200 TotalN/A 0 0| 0 22,500 0 0 Indicative a-t-m Vol 0.00 Underlying Price 9.3610 Time to expiry: 758 Days 21 Sep 12 6.3333 -0.84 30.60 N/A 0 0| 0 50,600 0 0 1500 6.7849 -0.86 30.60 N/A 0 0| 0 24,680 +5,150 0 1550 TotalN/A 0 0| 0 75,280 +5,150 0 Total PutsN/A 0 0| 0 137,280 +5,150 0 Grand TotalN/A 1,000 1,722| 33,977 737,383 +6,955 0 Banco Santander SA - Amer Phys FLEX OPT (SJQ) Indicative a-t-m Vol 0.00 Underlying Price 8.9730 Time to expiry: 23 Days 17 Sep 10 0.1136 -0.16 54.48 N/A 0 0| 0 0 0 0 793 TotalN/A 0 0| 0 0 0 0 Indicative a-t-m Vol 0.00 Underlying Price 8.9730 Time to expiry: 114 Days 17 Dec 10 0.6117 -0.33 48.85 N/A 0 0| 0 60,000 0 0 816 TotalN/A 0 0| 0 60,000 0 0 Total PutsN/A 0 0| 0 60,000 0 0 Equity Options 22:06 Business Day Wed 25 Aug 2010 Previous Business Day Tue 24 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 | Grand TotalN/A 1,000 1,722| 34,277 857,383 +6,955 0 Banco Santander SA - Euro Cash FLEX OPT (SJJ) Indicative a-t-m Vol 0.00 Underlying Price 8.9730 Time to expiry: 849 Days 21 Dec 12 3.2190 -0.51 39.23 N/A 0 0| 0 2,500 0 0 1050 TotalN/A 0 0| 0 2,500 0 0 Total PutsN/A 0 0| 0 2,500 0 0 Grand TotalN/A 1,000 1,722| 34,577 863,297 +7,869 0 Banco Santander SA - Euro Phys FLEX OPT (SJX) Indicative a-t-m Vol 0.00 Underlying Price 8.9730 Time to expiry: 114 Days 17 Dec 10 2.3998 -0.88 33.03 N/A 0 0| 0 2,500 0 0 1119 TotalN/A 0 0| 0 2,500 0 0 Total PutsN/A 0 0| 0 2,500 0 0 Grand TotalN/A 1,000 1,722| 34,777 868,297 +7,869 0 Barclays Plc (BBJ) Grand TotalN/A 1,000 1,722| 34,977 868,338 +7,910 0 Barclays plc (BBX) Grand TotalN/A 1,000 1,722| 35,277 875,338 +7,910 0 Barclays Plc (BBQ) Indicative a-t-m Vol 0.00 Underlying Price 298.000 Time to expiry: 23 Days 17 Sep 10 15.150 -0.50 47.36 N/A 0 0| 0 0 0 0 300 TotalN/A 0 0| 0 0 0 0 Total PutsN/A 0 0| 0 0 0 0 Grand TotalN/A 1,000 1,722| 35,477 878,988 +7,910 0 Barclays plc (BBX) Indicative a-t-m Vol 0.00 Underlying Price 298.000 Time to expiry: 114 Days 17 Dec 10 38.510 -0.52 45.64 N/A 0 0| 0 1,000 0 0 312 62.400 -0.74 39.14 N/A 0 0| 0 3,000 0 0 351 69.090 -0.79 37.94 N/A 0 0| 0 6,000 0 0 360 TotalN/A 0 0| 0 10,000 0 0 Total PutsN/A 0 0| 0 10,000 0 0 Indicative a-t-m Vol 0.00 Underlying Price 298.000 Time to expiry: 114 Days 17 Dec 10 112.940 -0.93 36.05 N/A 0 0| 0 2,000 0 0 409 TotalN/A 0 0| 0 2,000 0 0 Total PutsN/A 0 0| 0 2,000 0 0 Grand TotalN/A 1,000 1,722| 35,877 888,988 +7,910 0 Barclays Plc (BBQ) Indicative a-t-m Vol 0.00 Underlying Price 298.000 Time to expiry: 114 Days 17 Dec 10 190.070 -0.97 45.30 N/A 0 0| 0 250 0 0 487 TotalN/A 0 0| 0 250 0 0 Indicative a-t-m Vol 0.00 Underlying Price 298.000 Time to expiry: 478 Days 16 Dec 11 48.060 -0.34 45.82 N/A 0 0| 0 2,500 0 0 273 N/A 0.00 N/A 0 0| 0 0 0 0 340 Equity Options 22:06 Business Day Wed 25 Aug 2010 Previous Business Day Tue 24 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 | 86.000 -0.58 37.28 N/A 0 0| 0 1,000 0 0 351 TotalN/A 0 0| 0 3,500 0 0 Total PutsN/A 0 0| 0 3,750 0 0 Indicative a-t-m Vol 0.00 Underlying Price 298.000 Time to expiry: 478 Days 16 Dec 11 85.760 -0.58 37.28 N/A 0 0| 0 5,000 0 0 351 TotalN/A 0 0| 0 5,000 0 0 Total PutsN/A 0 0| 0 5,000 0 0 Grand TotalN/A 1,000 1,722| 36,377 894,738 +7,910 0 Barclays plc (BBX) Indicative a-t-m Vol 0.00 Underlying Price 298.000 Time to expiry: 478 Days 16 Dec 11 135.210 -0.77 33.36 N/A 0 0| 0 2,500 0 0 419 TotalN/A 0 0| 0 2,500 0 0 Total PutsN/A 0 0| 0 2,500 0 0 Grand TotalN/A 1,000 1,722| 36,577 902,238 +7,910 0 BASF SE (BJJ) Indicative a-t-m Vol 0.00 Underlying Price 41.3450 Time to expiry: 23 Days 17 Sep 10 6.6821 -0.97 31.49 N/A 0 0| 0 500 0 0 4800 TotalN/A 0 0| 0 500 0 0 Indicative a-t-m Vol 0.00 Underlying Price 41.3450 Time to expiry: 51 Days 15 Oct 10 1.3340 -0.37 32.03 N/A 0 0| 0 2,000 0 0 4000 TotalN/A 0 0| 0 2,000 0 0 Indicative a-t-m Vol 0.00 Underlying Price 41.3450 Time to expiry: 114 Days 17 Dec 10 0.1632 -0.03 52.63 N/A 0 0| 0 1,200 0 0 2500 2.2978 -0.39 32.77 N/A 0 0| 0 1,000 0 0 4000 4.9353 -0.66 29.33 N/A 0 0| 0 1,000 0 0 4500 TotalN/A 0 0| 0 3,200 0 0 Indicative a-t-m Vol 0.00 Underlying Price 41.3450 Time to expiry: 296 Days 17 Jun 11 3.7114 -0.44 27.85 N/A 0 0| 0 1,168 0 0 3830 TotalN/A 0 0| 0 1,168 0 0 Indicative a-t-m Vol 0.00 Underlying Price 41.3450 Time to expiry: 478 Days 16 Dec 11 5.5357 -0.48 27.62 N/A 0 0| 0 3,000 0 0 4000 7.8250 -0.63 25.09 N/A 0 0| 0 0 0 0 4400 TotalN/A 0 0| 0 3,000 0 0 Indicative a-t-m Vol 0.00 Underlying Price 41.3450 Time to expiry: 1213 Days 20 Dec 13 12.9992 -0.57 27.82 N/A 0 0| 0 1,000 0 0 4600 TotalN/A 0 0| 0 1,000 0 0 Total PutsN/A 0 0| 0 10,868 0 0 Grand TotalN/A 1,000 1,722| 38,277 921,017 +8,121 0 Bayer AG (BQQ) Indicative a-t-m Vol 0.00 Underlying Price 47.0750 Time to expiry: 296 Days 17 Jun 11 Equity Options 22:06 Business Day Wed 25 Aug 2010 Previous Business Day Tue 24 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 | 3.0306 -0.32 30.45 N/A 0 0| 0 0 0 0 4206 3.0208 -0.32 30.45 N/A 0 0| 0 1,063 0 0 4206 TotalN/A 0 0| 0 1,063 0 0 Total PutsN/A 0 0| 0 1,063 0 0 Grand TotalN/A 1,000 1,722| 38,777 925,580 +8,121 0 BG Group Plc (BGQ) Indicative a-t-m Vol 0.00 Underlying Price 1059.000 Time to expiry: 478 Days 16 Dec 11 29.770 -0.12 36.42 N/A 0 0| 0 250 0 0 700 TotalN/A 0 0| 0 250 0 0 Total PutsN/A 0 0| 0 250 0 0 Grand TotalN/A 1,000 1,722| 38,977 926,290 +8,121 0 BHP Billiton Plc (BHJ) Grand TotalN/A 1,000 1,722| 39,077 926,295 +8,126 0 BHP Billiton plc (BHX) Indicative a-t-m Vol 0.00 Underlying Price 1767.000 Time to expiry: 660 Days 15 Jun 12 504.730 -0.48 41.14 N/A 0 0| 0 70 0 0 1900 TotalN/A 0 0| 0 70 0 0 Total PutsN/A 0 0| 0 70 0 0 Grand TotalN/A 1,000 1,722| 39,177 926,364 +8,126 0 BHP Billiton Plc (BHQ) Grand TotalN/A 1,000 1,722| 39,277 926,434 +8,126 0 BNP Paribas (BNJ) Indicative a-t-m Vol 0.00 Underlying Price 49.1650 Time to expiry: 23 Days 17 Sep 10 0.7500 -0.18 53.49 N/A 0 0| 0 5,000 0 0 4400 TotalN/A 0 0| 0 5,000 0 0 Indicative a-t-m Vol 0.00 Underlying Price 49.1650 Time to expiry: 114 Days 17 Dec 10 0.5768 -0.06 69.37 N/A 0 0| 0 500 0 0 2916 7.9029 -0.65 38.81 N/A 0 0| 0 1,000 0 0 5500 13.5800 -0.87 34.83 N/A 0 0| 0 2,750 0 0 6220 TotalN/A 0 0| 0 4,250 0 0 Total PutsN/A 0 0| 0 9,250 0 0 Grand TotalN/A 1,000 1,722| 39,977 937,395 +8,337 0 Bouygues (EHX) Indicative a-t-m Vol 0.00 Underlying Price 31.6100 Time to expiry: 114 Days 17 Dec 10 6.9063 -0.80 34.39 N/A 0 0| 0 10,000 0 0 3800 TotalN/A 0 0| 0 10,000 0 0 Total PutsN/A 0 0| 0 10,000 0 0 Grand TotalN/A 1,000 1,722| 40,177 957,395 +8,337 0 BP plc (BPX) Grand TotalN/A 1,000 1,722| 40,477 963,645 +8,337 0 BP Plc (BPQ) Grand TotalN/A 1,000 1,722| 40,577 963,645 +8,337 0 BP plc (BPX) Grand TotalN/A 1,000 1,722| 40,777 965,845 +8,337 0 Equity Options 22:06 Business Day Wed 25 Aug 2010 Previous Business Day Tue 24 Aug 2010 Page 87 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 (BPQ) Grand TotalN/A 1,000 1,722| 40,977 970,345 +8,337 0 BP plc (BPX) Grand TotalN/A 1,000 1,722| 41,177 971,845 +8,337 0 BP Plc (BPQ) Grand TotalN/A 1,000 1,722| 41,277 976,345 +8,337 0 BP plc (BPX) Grand TotalN/A 1,000 1,722| 41,377 976,845 +8,337 0 BP Plc (BPQ) Grand TotalN/A 1,000 1,722| 41,777 988,095 +8,337 0 BP plc (BPX) Grand TotalN/A 1,000 1,722| 41,977 989,595 +8,337 0 BP Plc (BPQ) Grand TotalN/A 1,000 1,722| 42,277 994,845 +8,337 0 BP plc (BPX) Grand TotalN/A 1,000 1,722| 42,377 995,245 +8,337 0 BP Plc (BPQ) Indicative a-t-m Vol 0.00 Underlying Price 375.150 Time to expiry: 114 Days 17 Dec 10 4.310 -0.08 51.75 N/A 0 0| 0 9,000 0 0 260 TotalN/A 0 0| 0 9,000 0 0 Total PutsN/A 0 0| 0 9,000 0 0 Grand TotalN/A 1,000 1,722| 42,477 997,245 +8,337 0 BP plc (BPX) Indicative a-t-m Vol 0.00 Underlying Price 375.150 Time to expiry: 114 Days 17 Dec 10 45.260 -0.58 36.91 N/A 0 0| 0 2,500 0 0 400 73.850 -0.75 35.77 N/A 0 0| 0 6,750 0 0 440 89.650 -0.83 34.08 N/A 0 0| 0 500 0 0 460 107.670 -0.88 34.38 N/A 0 0| 0 1,200 0 0 480 126.150 -0.92 34.20 N/A 0 0| 0 1,000 0 0 500 TotalN/A 0 0| 0 11,950 0 0 Total PutsN/A 0 0| 0 11,950 0 0 Indicative a-t-m Vol 0.00 Underlying Price 375.150 Time to expiry: 114 Days 17 Dec 10 175.550 -0.96 37.61 N/A 0 0| 0 3,000 0 0 550 TotalN/A 0 0| 0 3,000 0 0 Total PutsN/A 0 0| 0 3,000 0 0 Grand TotalN/A 1,000 1,722| 43,077 1,018,195 +8,337 0 BP Plc (BPQ) Indicative a-t-m Vol 0.00 Underlying Price 375.150 Time to expiry: 114 Days 17 Dec 10 205.100 -0.98 38.19 N/A 0 0| 0 1,500 0 0 580 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 375.150 Time to expiry: 114 Days 17 Dec 10 223.910 -0.98 37.88 N/A 0 0| 0 500 0 0 600 TotalN/A 0 0| 0 500 0 0 Equity Options 22:06 Business Day Wed 25 Aug 2010 Previous Business Day Tue 24 Aug 2010 Page 88 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| 0 500 0 0 Grand TotalN/A 1,000 1,722| 43,277 1,022,695 +8,337 0 BP plc (BPX) Indicative a-t-m Vol 0.00 Underlying Price 375.150 Time to expiry: 114 Days 17 Dec 10 273.800 -0.98 43.30 N/A 0 0| 0 1,000 0 0 650 TotalN/A 0 0| 0 1,000 0 0 Total PutsN/A 0 0| 0 1,000 0 0 Indicative a-t-m Vol 0.00 Underlying Price 375.150 Time to expiry: 114 Days 17 Dec 10 274.910 -0.99 43.30 N/A 0 0| 0 3,000 0 0 650 TotalN/A 0 0| 0 3,000 0 0 Total PutsN/A 0 0| 0 3,000 0 0 Grand TotalN/A 1,000 1,722| 43,477 1,024,195 +8,337 0 BP Plc (BPQ) Indicative a-t-m Vol 0.00 Underlying Price 375.150 Time to expiry: 114 Days 17 Dec 10 323.660 -0.99 47.72 N/A 0 0| 0 500 0 0 700 TotalN/A 0 0| 0 500 0 0 Total PutsN/A 0 0| 0 500 0 0 Grand TotalN/A 1,000 1,722| 43,577 1,027,195 +8,337 0 BP plc (BPX) Indicative a-t-m Vol 0.00 Underlying Price 375.150 Time to expiry: 478 Days 16 Dec 11 191.960 -0.85 29.76 N/A 0 0| 0 250 0 0 550 200.880 -0.87 29.67 N/A 0 0| 0 1,250 0 0 560 TotalN/A 0 0| 0 1,500 0 0 Total PutsN/A 0 0| 0 1,500 0 0 Indicative a-t-m Vol 0.00 Underlying Price 375.150 Time to expiry: 478 Days 16 Dec 11 238.250 -0.91 29.05 N/A 0 0| 0 1,000 0 0 600 TotalN/A 0 0| 0 1,000 0 0 Total PutsN/A 0 0| 0 1,000 0 0 Grand TotalN/A 1,000 1,722| 43,877 1,029,195 +8,337 0 BP Plc (BPQ) Indicative a-t-m Vol 0.00 Underlying Price 375.150 Time to expiry: 849 Days 21 Dec 12 13.260 -0.09 44.16 N/A 0 0| 0 1,100 0 0 180 243.790 -0.92 22.21 N/A 0 0| 0 1,250 0 0 600 TotalN/A 0 0| 0 2,350 0 0 Total PutsN/A 0 0| 0 2,350 0 0 Indicative a-t-m Vol 0.00 Underlying Price 375.150 Time to expiry: 849 Days 21 Dec 12 259.970 -0.95 20.24 N/A 0 0| 0 400 0 0 620 TotalN/A 0 0| 0 400 0 0 Total PutsN/A 0 0| 0 400 0 0 Grand TotalN/A 1,000 1,722| 44,177 1,032,545 +8,337 0 BP plc (BPX) Grand TotalN/A 1,000 1,722| 44,277 1,032,945 +8,337 0 Equity Options 22:06 Business Day Wed 25 Aug 2010 Previous Business Day Tue 24 Aug 2010 Page 89 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 (TBJ) Indicative a-t-m Vol 0.00 Underlying Price 449.400 Time to expiry: 478 Days 16 Dec 11 10.220 -0.10 38.19 N/A 0 0| 0 1,000 0 0 267 TotalN/A 0 0| 0 1,000 0 0 Total PutsN/A 0 0| 0 1,000 0 0 Grand TotalN/A 1,000 1,722| 44,377 1,032,950 +8,342 0 British Land Company PLC - Amer Phys FLEX Opt (XBO) Grand TotalN/A 1,000 1,722| 44,477 1,033,950 +8,342 0 BT Group Plc (BTJ) Grand TotalN/A 1,000 1,722| 44,577 1,038,474 +12,866 0