Equity Options 21:51 Business Day Thu 26 Aug 2010 Previous Business Day Wed 25 Aug 2010 Page 1 Calls | Block | Opening Settle Delta Vola- Daily Trade Bclear Total | Official **Open Change Exer- Exer Trans Price tility High Low Volume Volume*** Volume | Volume Int cises Price | 3i Group Plc - STND OPT (III) Indicative a-t-m Vol 29.88 Underlying Price 257.800 Time to expiry: 22 Days Sep 10 38.500 0.95 39.35 0 0 0| 0 0 0 0 220 29.000 0.91 35.77 0 0 0| 0 0 0 0 230 20.250 0.82 33.41 0 0 0| 0 0 0 0 240 16.250 0.75 33.19 0 0 0| 0 0 0 0 245 12.500 0.67 31.47 0 0 0| 0 0 0 0 250 6.750 0.47 29.48 0 0 0| 0 0 0 0 260 3.000 0.28 28.89 0 0 0| 0 5 0 0 270 1.250 0.13 28.46 0 0 0| 0 5 0 0 280 0.750 0.08 32.75 0 0 0| 0 5 0 0 290 0.500 0.04 34.27 0 0 0| 0 10 0 0 300 0.250 0.02 36.08 0 0 0| 0 0 0 0 310 0.250 0.02 40.09 0 0 0| 0 59 0 0 320 CAB 0.00 41.89 0 0 0| 0 0 0 0 340 CAB 0.00 42.29 0 0 0| 0 0 0 0 360 Total 0 0 0| 0 84 0 0 Indicative a-t-m Vol 31.15 Underlying Price 257.800 Time to expiry: 113 Days Dec 10 43.250 0.82 34.97 0 0 0| 0 0 0 0 220 28.500 0.69 33.00 0 0 0| 0 0 0 0 240 16.750 0.52 30.95 0 0 0| 0 0 0 0 260 9.250 0.35 30.68 0 0 0| 0 12 0 0 280 4.500 0.20 29.76 0 0 0| 0 21 0 0 300 1.750 0.10 28.41 0 0 0| 0 41 0 0 320 CAB 0.01 25.38 0 0 0| 0 50 0 0 360 Total 0 0 0| 0 124 0 0 Indicative a-t-m Vol 32.70 Underlying Price 257.800 Time to expiry: 204 Days Mar 11 48.000 0.77 34.97 0 0 0| 2 4 +2 0 220 35.000 0.66 33.99 0 0 0| 0 0 0 0 240 24.000 0.54 32.56 0 0 0| 0 0 0 0 260 15.500 0.41 31.22 0 0 0| 0 0 0 0 280 10.250 0.30 31.53 0 0 0| 0 0 0 0 300 6.250 0.21 30.79 0 0 0| 0 0 0 0 320 2.500 0.09 31.16 0 0 0| 0 72 0 0 360 Total 0 0 0| 2 76 +2 0 Total Calls 0 0 0| 2 284 +2 0 | Equity Options 21:51 Business Day Thu 26 Aug 2010 Previous Business Day Wed 25 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 29.51 Underlying Price 257.800 Time to expiry: 22 Days Sep 10 0.250 -0.03 35.06 0 0 0| 0 20 0 0 220 0.750 -0.08 33.95 0 0 0| 0 8 0 0 230 2.000 -0.17 31.60 0 0 0| 0 120 0 0 240 3.000 -0.24 30.71 0 0 0| 0 0 0 0 245 4.500 -0.33 30.81 0 0 0| 0 10 0 0 250 8.750 -0.53 29.19 0 0 0| 0 99 0 0 260 14.750 -0.75 26.44 0 0 0| 0 75 0 0 270 23.000 -0.89 26.59 0 0 0| 0 7 0 0 280 32.250 -0.97 24.78 0 0 0| 0 4 0 0 290 42.250 -0.98 28.53 0 0 0| 0 20 0 0 300 52.250 -0.98 34.59 0 0 0| 0 0 0 0 310 62.250 -0.98 42.27 0 0 0| 0 0 0 0 320 82.250 -0.98 51.73 0 0 0| 0 0 0 0 340 102.250 -0.99 52.92 0 0 0| 0 0 0 0 360 Total 0 0 0| 0 363 0 0 Indicative a-t-m Vol 31.56 Underlying Price 257.800 Time to expiry: 113 Days Dec 10 5.500 -0.18 34.64 0 0 0| 0 0 0 0 220 11.000 -0.32 33.04 0 0 0| 0 122 0 0 240 17.500 19.500 -0.49 31.40 17.500 17.500 0 0 20| 0 46 0 0 260 30.750 -0.67 28.45 0 0 0| 0 50 0 0 280 47.000 -0.80 29.97 0 0 0| 0 5 0 0 300 64.750 -0.89 29.69 0 0 0| 0 0 0 0 320 102.750 -0.98 29.40 0 0 0| 0 0 0 0 360 Total 0 0 20| 0 223 0 0 Indicative a-t-m Vol 32.63 Underlying Price 257.800 Time to expiry: 204 Days Mar 11 10.250 -0.23 34.96 0 0 0| 0 0 0 0 220 16.750 -0.34 33.15 0 0 0| 0 75 0 0 240 26.250 -0.47 32.57 0 0 0| 0 5 0 0 260 38.250 -0.59 31.94 0 0 0| 0 0 0 0 280 52.500 -0.70 31.57 0 0 0| 0 0 0 0 300 68.250 -0.80 30.79 0 0 0| 0 0 0 0 320 103.750 -0.94 28.20 0 0 0| 0 0 0 0 360 Total 0 0 0| 0 80 0 0 Total Puts 0 0 20| 0 666 0 0 Grand Total 0 280,000 280,020| 2 950 +2 0 Equity Options 21:51 Business Day Thu 26 Aug 2010 Previous Business Day Wed 25 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 37.48 Underlying Price 2302.000 Time to expiry: 22 Days Sep 10 702.500 1.00 50.44 0 0 0| 0 0 0 0 1600 505.000 0.98 50.02 0 0 0| 0 0 0 0 1800 408.000 0.96 46.77 0 0 0| 0 0 0 0 1900 314.000 0.91 43.82 0 0 0| 0 0 0 0 2000 227.000 0.82 41.71 0 0 0| 0 0 0 0 2100 143.000 149.000 0.70 39.17 143.000 136.000 0 0 6| 10 32 +8 0 2200 87.500 0.52 37.49 0 0 0| 3 37 0 0 2300 44.000 47.500 0.35 37.14 46.500 42.500 0 0 32| 77 437 +50 0 2400 17.000 22.500 0.20 36.77 23.500 17.000 0 0 13| 7 378 -2 0 2500 8.500 11.500 0.11 38.39 11.500 8.500 0 0 100| 0 1,413 0 0 2600 5.000 0.05 38.37 0 0 0| 0 25 -1 0 2700 2.000 4.000 0.04 43.29 2.000 2.000 0 0 7| 10 1,543 0 0 2800 1.500 0.01 46.86 0 0 0| 3 110 -3 0 3000 1.500 0.01 58.27 0 0 0| 0 304 0 0 3200 1.000 0.01 71.17 0 0 0| 0 27 0 0 3600 Total 0 0 158| 110 4,306 +52 0 Indicative a-t-m Vol 38.58 Underlying Price 2302.000 Time to expiry: 50 Days Oct 10 428.000 0.88 46.49 0 0 0| 0 0 0 0 1900 342.500 0.83 44.28 0 0 0| 3 6 -3 0 2000 264.000 0.75 42.39 0 0 0| 0 0 0 0 2100 194.500 0.65 40.58 0 0 0| 6 13 +6 0 2200 134.000 0.53 38.61 0 0 0| 4 6 +4 0 2300 78.500 88.500 0.41 37.28 78.500 S 78.500 S 0 0 2| 0 6 0 0 2400 52.000 54.500 0.30 36.28 52.000 52.000 0 0 7| 6 14 0 0 2500 27.500 30.000 0.19 34.58 27.500 S 27.500 S 0 0 2| 4 56 +4 0 2600 16.000 0.12 33.84 0 0 0| 2 11 -2 0 2700 7.000 0.06 32.64 0 0 0| 10 19 +8 0 2800 1.500 0.02 32.34 0 0 0| 0 0 0 0 3000 Total 0 0 11| 35 131 +17 0 Indicative a-t-m Vol 39.03 Underlying Price 2302.000 Time to expiry: 85 Days Nov 10 454.500 0.84 45.96 0 0 0| 0 0 0 0 1900 374.500 0.78 43.99 0 0 0| 0 0 0 0 2000 300.500 0.71 42.26 0 0 0| 0 0 0 0 2100 234.500 0.63 40.65 0 0 0| 0 0 0 0 2200 176.000 0.54 39.05 0 0 0| 0 0 0 0 2300 129.000 0.45 37.83 0 0 0| 0 0 0 0 2400 91.000 0.36 36.75 0 0 0| 0 4 0 0 2500 60.500 0.27 35.49 0 0 0| 0 0 0 0 2600 24.000 23.500 0.13 33.72 24.000 24.000 0 0 3| 5 13 +5 0 2800 Total 0 0 3| 5 17 +5 0 Indicative a-t-m Vol 39.29 Underlying Price 2302.000 Time to expiry: 113 Days Dec 10 1424.000 1.00 55.38 0 0 0| 0 0 0 0 880 Equity Options 21:51 Business Day Thu 26 Aug 2010 Previous Business Day Wed 25 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 | 1344.500 1.00 56.79 0 0 0| 0 0 0 0 960 1305.000 1.00 57.13 0 0 0| 0 0 0 0 1000 1108.000 0.99 56.42 0 0 0| 0 0 0 0 1200 916.000 0.97 53.98 0 0 0| 0 0 0 0 1400 730.000 0.93 50.46 0 0 0| 0 51 0 0 1600 555.000 0.86 46.89 0 0 0| 0 16 0 0 1800 472.500 0.82 45.06 0 0 0| 0 507 0 0 1900 394.500 0.76 43.26 0 0 0| 0 1,290 0 0 2000 260.000 0.63 40.52 0 0 0| 0 23 0 0 2200 156.000 0.47 38.12 0 0 0| 3 767 +1 0 2400 83.000 0.31 35.98 0 0 0| 2 948 0 0 2600 35.500 39.500 0.18 34.35 35.500 35.500 0 0 1| 2 897 -1 0 2800 18.000 16.500 0.09 32.95 18.000 18.000 0 0 4| 0 1,705 0 0 3000 6.500 0.04 31.98 0 0 0| 0 163 0 0 3200 1.000 0.01 31.43 0 0 0| 0 95 0 0 3600 Total 0 0 5| 7 6,462 0 0 Indicative a-t-m Vol 39.11 Underlying Price 2302.000 Time to expiry: 204 Days Mar 11 592.500 0.82 44.64 0 0 0| 0 14 0 0 1800 444.500 0.74 42.01 0 0 0| 0 15 0 0 2000 310.000 320.000 0.62 39.94 310.000 310.000 0 0 3| 0 8 0 0 2200 219.500 0.50 38.32 0 0 0| 0 37 0 0 2400 143.500 0.38 36.87 0 0 0| 0 277 0 0 2600 79.000 87.000 0.27 35.38 79.000 79.000 0 0 3| 0 174 0 0 2800 51.000 0.18 34.28 0 0 0| 0 48 0 0 3000 28.500 0.11 33.49 0 0 0| 0 48 0 0 3200 9.000 0.04 32.85 0 0 0| 0 15 0 0 3600 Total 0 0 6| 0 636 0 0 Indicative a-t-m Vol 38.45 Underlying Price 2302.000 Time to expiry: 295 Days Jun 11 944.000 0.92 48.07 0 0 0| 0 66 0 0 1400 775.000 0.87 45.61 0 0 0| 0 3 0 0 1600 618.500 0.80 43.28 0 0 0| 0 11 0 0 1800 481.000 0.72 41.18 0 0 0| 0 0 0 0 2000 363.000 361.000 0.62 39.22 363.000 363.000 0 0 3| 0 0 0 0 2200 263.000 0.52 37.72 0 0 0| 0 1 0 0 2400 185.000 0.41 36.47 0 0 0| 0 7 0 0 2600 127.500 0.32 35.36 0 0 0| 0 2 0 0 2800 84.500 0.24 34.35 0 0 0| 3 22 0 0 3000 54.000 0.17 33.49 0 0 0| 0 43 0 0 3200 Total 0 0 3| 3 155 0 0 Indicative a-t-m Vol 44.39 Underlying Price 2302.000 Time to expiry: 477 Days Dec 11 1448.500 0.97 63.58 0 0 0| 0 0 0 0 880 1379.000 0.95 63.10 0 0 0| 0 0 0 0 960 1345.500 0.95 62.58 0 0 0| 0 0 0 0 1000 1176.500 0.91 58.89 0 0 0| 0 0 0 0 1200 1011.500 0.87 54.59 0 0 0| 0 0 0 0 1400 Equity Options 21:51 Business Day Thu 26 Aug 2010 Previous Business Day Wed 25 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 | 864.500 0.82 52.04 0 0 0| 0 0 0 0 1600 724.500 0.77 49.13 0 0 0| 0 0 0 0 1800 606.000 0.70 47.41 0 0 0| 0 0 0 0 2000 399.000 0.56 43.41 0 0 0| 0 250 0 0 2400 237.000 0.41 39.37 0 0 0| 0 500 0 0 2800 140.000 0.29 37.74 0 0 0| 0 0 0 0 3200 Total 0 0 0| 0 750 0 0 Indicative a-t-m Vol 44.67 Underlying Price 2302.000 Time to expiry: 659 Days Jun 12 685.500 0.71 49.17 0 0 0| 0 0 0 0 2000 462.000 0.58 43.21 0 0 0| 0 0 0 0 2400 304.000 0.45 40.00 0 0 0| 0 0 0 0 2800 201.000 0.34 38.31 0 0 0| 0 0 0 0 3200 Total 0 0 0| 0 0 0 0 Indicative a-t-m Vol 44.08 Underlying Price 2302.000 Time to expiry: 848 Days Dec 12 724.000 0.71 47.42 0 0 0| 0 750 0 0 2000 519.500 0.60 43.00 0 0 0| 0 0 0 0 2400 437.000 0.54 41.45 0 0 0| 0 100 0 0 2600 370.500 0.49 40.68 0 0 0| 0 0 0 0 2800 262.000 0.39 38.92 0 0 0| 0 0 0 0 3200 Total 0 0 0| 0 850 0 0 Total Calls 0 0 186| 160 13,307 +74 0 | Equity Options 21:51 Business Day Thu 26 Aug 2010 Previous Business Day Wed 25 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 37.51 Underlying Price 2302.000 Time to expiry: 22 Days Sep 10 0.500 -0.01 60.13 0 0 0| 0 41 0 0 1600 2.500 -0.02 50.59 0 0 0| 0 40 0 0 1800 9.000 5.500 -0.05 47.22 9.000 8.500 0 0 23| 0 58 0 0 1900 15.500 11.500 -0.09 44.08 16.000 12.000 0 0 30| 0 331 0 0 2000 24.000 -0.18 41.73 0 0 0| 0 0 0 0 2100 46.500 -0.30 39.32 0 0 0| 4 651 -1 0 2200 85.000 -0.48 37.53 0 0 0| 1 24 -2 0 2300 149.000 144.000 -0.66 36.93 149.000 138.000 0 0 34| 12 1,108 -2 0 2400 211.000 220.500 -0.80 37.14 227.000 211.000 0 0 14| 4 533 +4 0 2500 308.500 -0.89 38.18 0 0 0| 0 329 0 0 2600 402.000 -0.95 38.24 0 0 0| 1 19 0 0 2700 500.000 -0.97 40.34 0 0 0| 0 924 0 0 2800 698.500 -0.99 43.83 0 0 0| 0 37 0 0 3000 898.000 -1.00 50.07 0 0 0| 0 55 0 0 3200 1298.000 -1.00 66.61 0 0 0| 0 0 0 0 3600 Total 0 0 101| 22 4,150 -1 0 Indicative a-t-m Vol 38.68 Underlying Price 2302.000 Time to expiry: 50 Days Oct 10 24.500 -0.12 46.46 0 0 0| 0 3 0 0 1900 38.000 -0.17 44.07 0 0 0| 4 12 0 0 2000 62.000 59.500 -0.25 42.19 62.000 62.000 0 0 3| 0 0 0 0 2100 89.500 -0.35 40.28 0 0 0| 13 18 +13 0 2200 130.500 -0.47 38.71 0 0 0| 1 40 +1 0 2300 184.000 -0.59 37.15 0 0 0| 0 7 0 0 2400 250.000 -0.71 36.04 0 0 0| 1 3 +1 0 2500 325.500 -0.81 34.51 0 0 0| 0 10 0 0 2600 411.500 -0.89 33.65 0 0 0| 0 4 0 0 2700 503.000 -0.94 32.19 0 0 0| 0 13 0 0 2800 699.000 -0.98 33.44 0 0 0| 0 12 0 0 3000 Total 0 0 3| 19 122 +15 0 Indicative a-t-m Vol 39.25 Underlying Price 2302.000 Time to expiry: 85 Days Nov 10 50.500 -0.16 46.22 0 0 0| 0 0 0 0 1900 70.500 -0.22 44.32 0 0 0| 1 1 +1 0 2000 96.500 -0.29 42.58 0 0 0| 0 0 0 0 2100 132.500 130.000 -0.37 40.86 132.500 132.500 0 0 5| 0 0 0 0 2200 171.500 -0.46 39.28 0 0 0| 0 0 0 0 2300 224.000 -0.55 38.01 0 0 0| 0 0 0 0 2400 286.000 -0.64 36.95 0 0 0| 0 0 0 0 2500 356.000 -0.73 35.79 0 0 0| 0 0 0 0 2600 518.500 -0.87 33.78 0 0 0| 0 0 0 0 2800 Total 0 0 5| 1 1 +1 0 Indicative a-t-m Vol 39.61 Underlying Price 2302.000 Time to expiry: 113 Days Dec 10 1.000 0.00 68.51 0 0 0| 0 55 0 0 880 1.500 -0.01 66.83 0 0 0| 0 41 0 0 960 Equity Options 21:51 Business Day Thu 26 Aug 2010 Previous Business Day Wed 25 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 | 2.000 -0.01 65.91 0 0 0| 0 48 0 0 1000 6.000 -0.02 60.82 0 0 0| 0 61 0 0 1200 15.500 13.000 -0.04 56.16 15.500 15.500 0 0 5| 3 48 0 0 1400 26.500 -0.08 51.47 0 0 0| 0 37 0 0 1600 51.000 -0.14 47.51 0 0 0| 0 72 0 0 1800 68.000 -0.19 45.54 0 0 0| 0 1,076 0 0 1900 93.000 90.500 -0.24 43.77 93.000 93.000 0 0 5| 0 1,244 0 0 2000 155.500 -0.37 40.90 0 0 0| 2 169 0 0 2200 260.500 250.500 -0.53 38.38 260.500 260.500 0 0 5| 0 916 0 0 2400 377.000 -0.69 36.18 0 0 0| 1 552 0 0 2600 534.000 -0.82 34.65 0 0 0| 0 1,219 0 0 2800 711.000 -0.91 33.20 0 0 0| 0 1,206 0 0 3000 901.000 -0.97 32.06 0 0 0| 0 10 0 0 3200 1298.000 -1.00 30.94 0 0 0| 0 2 0 0 3600 Total 0 0 15| 6 6,756 0 0 Indicative a-t-m Vol 38.72 Underlying Price 2302.000 Time to expiry: 204 Days Mar 11 96.500 -0.19 45.02 0 0 0| 3 30 +3 0 1800 151.000 -0.28 42.44 0 0 0| 0 155 0 0 2000 226.500 -0.39 39.83 0 0 0| 0 37 0 0 2200 324.000 -0.51 37.66 0 0 0| 0 447 0 0 2400 449.500 -0.64 36.06 0 0 0| 0 8 0 0 2600 594.500 -0.75 34.52 0 0 0| 0 14 0 0 2800 782.500 761.000 -0.83 33.52 782.500 782.500 0 0 5| 5 57 +5 0 3000 940.000 -0.89 33.00 0 0 0| 0 98 0 0 3200 1321.000 -0.96 32.57 0 0 0| 0 30 0 0 3600 Total 0 0 5| 8 876 +8 0 Indicative a-t-m Vol 38.35 Underlying Price 2302.000 Time to expiry: 295 Days Jun 11 50.000 -0.09 48.39 0 0 0| 0 10 0 0 1400 82.500 -0.14 45.68 0 0 0| 0 17 0 0 1600 127.000 -0.21 43.22 0 0 0| 5 22 0 0 1800 191.000 -0.29 41.14 0 0 0| 0 6 0 0 2000 272.000 -0.39 39.17 0 0 0| 0 135 0 0 2200 373.000 -0.49 37.55 0 0 0| 0 2 0 0 2400 495.000 -0.59 36.27 0 0 0| 0 8 0 0 2600 636.500 -0.69 35.07 0 0 0| 0 1 0 0 2800 792.500 -0.77 33.92 0 0 0| 0 3 0 0 3000 973.500 961.000 -0.84 32.77 979.500 973.500 0 0 7| 0 26 0 0 3200 Total 0 0 7| 5 230 0 0 Indicative a-t-m Vol 42.28 Underlying Price 2302.000 Time to expiry: 477 Days Dec 11 25.000 -0.03 55.29 0 0 0| 0 0 0 0 880 31.000 -0.04 53.70 0 0 0| 0 0 0 0 960 36.500 -0.05 53.54 0 0 0| 0 0 0 0 1000 70.000 -0.09 52.54 0 0 0| 0 0 0 0 1200 107.500 -0.13 49.89 0 0 0| 0 0 0 0 1400 160.500 -0.18 48.23 0 0 0| 0 0 0 0 1600 226.000 -0.24 46.57 0 0 0| 0 0 0 0 1800 Equity Options 21:51 Business Day Thu 26 Aug 2010 Previous Business Day Wed 25 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 | 309.000 -0.30 45.40 0 0 0| 0 0 0 0 2000 495.500 -0.45 41.27 0 0 0| 0 500 0 0 2400 752.000 -0.59 39.37 0 0 0| 0 0 0 0 2800 1052.500 -0.72 37.74 0 0 0| 0 0 0 0 3200 Total 0 0 0| 0 500 0 0 Indicative a-t-m Vol 42.75 Underlying Price 2302.000 Time to expiry: 659 Days Jun 12 383.000 -0.31 45.30 0 0 0| 0 0 0 0 2000 580.500 -0.43 41.93 0 0 0| 0 0 0 0 2400 833.000 -0.55 40.00 0 0 0| 0 0 0 0 2800 1124.500 -0.66 38.31 0 0 0| 0 0 0 0 3200 Total 0 0 0| 0 0 0 0 Indicative a-t-m Vol 43.06 Underlying Price 2302.000 Time to expiry: 848 Days Dec 12 432.500 -0.30 44.34 0 0 0| 0 0 0 0 2000 651.000 -0.41 42.64 0 0 0| 0 0 0 0 2400 769.000 -0.46 41.45 0 0 0| 0 100 0 0 2600 898.000 -0.52 40.68 0 0 0| 0 0 0 0 2800 1180.000 -0.62 38.92 0 0 0| 0 0 0 0 3200 Total 0 0 0| 0 100 0 0 Total Puts 0 0 136| 61 12,735 +23 0 Grand Total 0 900,000 900,322| 221 26,042 +97 0 Equity Options 21:51 Business Day Thu 26 Aug 2010 Previous Business Day Wed 25 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 35.13 Underlying Price 1012.000 Time to expiry: 22 Days Sep 10 332.250 1.00 48.05 0 0 0| 0 0 0 0 680 299.250 1.00 48.33 0 0 0| 0 0 0 0 713 260.500 1.00 46.41 0 0 0| 0 0 0 0 752 220.750 0.99 47.12 0 0 0| 0 0 0 0 792 182.750 0.97 45.37 0 0 0| 0 0 0 0 831 144.500 0.93 42.48 0 0 0| 0 5 0 0 871 108.000 0.87 39.54 0 0 0| 0 200 0 0 911 75.500 0.77 37.55 0 0 0| 0 150 0 0 950 47.250 0.62 35.63 0 0 0| 0 30 0 0 990 9.000 0.20 33.36 0 0 0| 3 68 -3 0 1089 2.000 0.05 38.55 0 0 0| 0 3 0 0 1188 0.250 0.00 47.48 0 0 0| 0 4 0 0 1386 Total 0 0 0| 3 460 -3 0 Indicative a-t-m Vol 37.43 Underlying Price 1012.000 Time to expiry: 113 Days Dec 10 374.750 0.97 47.28 0 0 0| 0 0 0 0 640 300.000 0.93 44.93 0 0 0| 0 0 0 0 720 264.000 0.90 43.68 0 0 0| 0 0 0 0 760 229.000 0.87 42.12 0 0 0| 0 0 0 0 800 196.250 0.82 41.13 0 0 0| 0 0 0 0 840 173.000 0.78 40.54 0 0 0| 0 0 0 0 871 144.500 0.72 39.69 0 0 0| 0 0 0 0 911 119.000 0.66 38.70 0 0 0| 0 164 0 0 950 95.250 0.58 37.61 0 0 0| 1 50 0 0 990 52.750 0.40 36.80 0 0 0| 0 83 0 0 1089 27.000 0.24 36.33 0 0 0| 0 16 0 0 1188 7.000 0.08 37.13 0 0 0| 0 3 0 0 1386 Total 0 0 0| 1 316 0 0 Indicative a-t-m Vol 37.31 Underlying Price 1012.000 Time to expiry: 204 Days Mar 11 382.750 0.94 44.63 0 0 0| 0 0 0 0 640 312.000 0.89 42.36 0 0 0| 0 0 0 0 720 279.250 0.86 41.76 0 0 0| 0 0 0 0 760 247.500 0.82 40.89 0 0 0| 0 0 0 0 800 217.750 0.78 40.24 0 0 0| 0 0 0 0 840 190.500 0.73 39.67 0 0 0| 0 0 0 0 880 164.750 0.68 38.90 0 0 0| 0 2 0 0 920 140.250 0.63 38.08 0 0 0| 0 12 0 0 960 119.000 0.58 37.46 0 0 0| 0 9 0 0 1000 76.000 0.44 36.18 0 0 0| 5 22 +5 0 1100 46.000 0.31 35.25 0 0 0| 5 5 +5 0 1200 Total 0 0 0| 10 50 +10 0 Total Calls 0 0 0| 14 826 +7 0 | Equity Options 21:51 Business Day Thu 26 Aug 2010 Previous Business Day Wed 25 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 35.26 Underlying Price 1012.000 Time to expiry: 22 Days Sep 10 CAB 0.00 57.71 0 0 0| 0 2 0 0 680 0.250 -0.01 57.42 0 0 0| 0 7 0 0 713 0.750 -0.01 54.87 0 0 0| 0 8 0 0 752 1.500 -0.03 52.03 0 0 0| 0 170 0 0 792 3.250 -0.06 51.18 0 0 0| 0 8 0 0 831 4.000 -0.08 43.02 0 0 0| 0 145 0 0 871 7.500 -0.14 39.83 0 0 0| 0 310 0 0 911 13.500 -0.24 36.43 0 0 0| 0 25 0 0 950 26.500 -0.39 35.70 0 0 0| 0 525 0 0 990 88.000 -0.80 33.73 0 0 0| 0 12 0 0 1089 179.250 -0.96 35.66 0 0 0| 0 0 0 0 1188 376.250 -0.99 51.76 0 0 0| 0 0 0 0 1386 Total 0 0 0| 0 1,212 0 0 Indicative a-t-m Vol 37.44 Underlying Price 1012.000 Time to expiry: 113 Days Dec 10 3.500 -0.03 47.30 0 0 0| 0 0 0 0 640 8.750 -0.07 45.03 0 0 0| 0 4 0 0 720 12.500 -0.10 43.58 0 0 0| 0 5 0 0 760 17.500 -0.13 42.11 0 0 0| 0 3 0 0 800 24.750 -0.18 41.18 0 0 0| 0 0 0 0 840 32.250 -0.22 40.54 0 0 0| 0 32 0 0 871 44.000 -0.28 39.79 0 0 0| 0 10 0 0 911 57.250 -0.34 38.70 0 0 0| 0 15 0 0 950 73.500 -0.42 37.64 0 0 0| 0 115 0 0 990 129.750 -0.60 36.75 0 0 0| 0 23 0 0 1089 203.000 -0.76 36.28 0 0 0| 0 0 0 0 1188 381.000 -0.93 36.89 0 0 0| 0 0 0 0 1386 Total 0 0 0| 0 207 0 0 Indicative a-t-m Vol 37.41 Underlying Price 1012.000 Time to expiry: 204 Days Mar 11 10.000 -0.06 44.49 0 0 0| 0 0 0 0 640 19.500 -0.11 42.50 0 0 0| 0 2 0 0 720 26.500 -0.14 41.83 0 0 0| 0 12 0 0 760 34.500 -0.18 40.89 0 0 0| 0 0 0 0 800 44.500 -0.22 40.19 0 0 0| 0 0 0 0 840 57.250 -0.27 39.69 0 0 0| 0 0 0 0 880 71.000 -0.32 38.82 0 0 0| 0 9 0 0 920 86.750 -0.37 38.09 0 0 0| 0 16 0 0 960 105.500 -0.43 37.51 0 0 0| 0 8 0 0 1000 163.500 -0.56 36.67 0 0 0| 0 0 0 0 1100 232.000 -0.70 35.22 0 0 0| 0 0 0 0 1200 Total 0 0 0| 0 47 0 0 Total Puts 0 0 0| 0 1,466 0 0 Grand Total 0 350,000 350,000| 14 2,292 +7 0 Equity Options 21:51 Business Day Thu 26 Aug 2010 Previous Business Day Wed 25 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 34.30 Underlying Price 333.000 Time to expiry: 22 Days Sep 10 193.000 1.00 65.13 0 0 0| 0 20 0 0 140 173.000 1.00 63.92 0 0 0| 0 0 0 0 160 163.000 1.00 62.12 0 0 0| 0 1 0 0 170 153.000 1.00 59.11 0 0 0| 0 0 0 0 180 143.000 1.00 55.19 0 0 0| 0 4 0 0 190 133.000 1.00 52.78 0 0 0| 0 78 0 0 200 123.000 1.00 49.63 0 0 0| 0 14 0 0 210 113.000 1.00 47.05 0 0 0| 0 24 0 0 220 103.000 1.00 43.71 0 0 0| 0 10 0 0 230 93.000 1.00 42.27 0 0 0| 0 20 0 0 240 73.000 1.00 40.08 0 0 0| 0 19 0 0 260 53.250 0.99 37.99 0 0 0| 0 60 0 0 280 34.250 0.89 37.08 0 0 0| 0 17 0 0 300 26.000 0.80 35.89 0 0 0| 0 10 0 0 310 18.750 0.68 35.49 0 0 0| 0 195 0 0 320 12.500 0.55 34.49 0 0 0| 1 10 0 0 330 8.000 0.41 33.87 0 0 0| 0 190 0 0 340 4.500 0.28 33.03 0 0 0| 0 20 0 0 350 2.250 0.17 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 0| 1 1,003 0 0 Indicative a-t-m Vol 36.36 Underlying Price 333.000 Time to expiry: 113 Days Dec 10 133.500 0.98 50.11 0 0 0| 0 44 0 0 200 121.000 114.000 0.96 44.99 121.000 121.000 0 0 20| 0 20 0 0 220 104.500 0.95 44.68 0 0 0| 0 0 0 0 230 95.500 0.93 43.77 0 0 0| 0 9 0 0 240 77.500 0.88 41.41 0 0 0| 0 12 0 0 260 61.000 0.81 39.70 0 0 0| 0 118 0 0 280 46.750 0.72 38.83 0 0 0| 0 1 0 0 300 34.250 0.61 37.79 0 0 0| 0 8 0 0 320 23.250 0.50 35.59 0 0 0| 0 21 0 0 340 16.000 0.38 35.82 0 0 0| 0 26 0 0 360 10.000 0.28 34.63 0 0 0| 0 0 0 0 380 6.250 0.19 34.17 0 0 0| 6 6 +6 0 400 Total 0 0 20| 6 265 +6 0 Indicative a-t-m Vol 36.83 Underlying Price 333.000 Time to expiry: 204 Days Mar 11 99.500 0.89 41.65 0 0 0| 0 10 0 0 240 83.250 0.84 40.51 0 0 0| 0 0 0 0 260 68.750 0.77 39.65 0 0 0| 0 4 0 0 280 58.750 55.250 0.70 38.51 58.750 58.750 0 0 15| 0 6 0 0 300 43.250 0.61 37.31 0 0 0| 0 9 0 0 320 33.500 0.53 36.58 0 0 0| 10 20 +10 0 340 Equity Options 21:51 Business Day Thu 26 Aug 2010 Previous Business Day Wed 25 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 | 25.000 0.44 35.66 0 0 0| 0 40 0 0 360 18.500 0.36 35.17 0 0 0| 0 32 0 0 380 13.500 0.28 34.69 0 0 0| 0 31 0 0 400 Total 0 0 15| 10 152 +10 0 Total Calls 0 0 35| 17 1,420 +16 0 | Equity Options 21:51 Business Day Thu 26 Aug 2010 Previous Business Day Wed 25 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 34.30 Underlying Price 333.000 Time to expiry: 22 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 -0.03 37.99 0 0 0| 0 77 0 0 280 2.000 -0.13 37.08 0 0 0| 0 41 0 0 300 3.750 -0.21 35.89 0 0 0| 0 0 0 0 310 6.500 -0.32 35.49 0 0 0| 0 394 0 0 320 10.000 10.500 -0.45 34.49 10.000 10.000 0 0 20| 0 10 0 0 330 15.750 -0.59 33.87 0 0 0| 0 210 0 0 340 22.500 -0.72 33.03 0 0 0| 0 20 0 0 350 30.250 -0.83 32.20 0 0 0| 0 20 0 0 360 48.500 -0.96 31.18 0 0 0| 0 0 0 0 380 68.000 -0.99 29.98 0 0 0| 0 6 0 0 400 Total 0 0 20| 0 1,150 0 0 Indicative a-t-m Vol 36.36 Underlying Price 333.000 Time to expiry: 113 Days Dec 10 0.500 -0.02 45.82 0 0 0| 0 329 0 0 200 1.500 -0.04 44.99 0 0 0| 0 52 0 0 220 2.000 -0.05 44.60 0 0 0| 0 44 0 0 230 3.000 -0.07 43.68 0 0 0| 0 0 0 0 240 5.000 -0.12 41.31 0 0 0| 0 49 0 0 260 8.250 -0.19 39.59 0 0 0| 0 35 0 0 280 14.000 -0.28 38.71 0 0 0| 0 26 0 0 300 21.500 -0.39 37.79 0 0 0| 0 66 0 0 320 30.500 -0.50 35.59 0 0 0| 0 1 0 0 340 43.250 -0.62 35.82 0 0 0| 0 0 0 0 360 57.250 -0.73 34.50 0 0 0| 0 0 0 0 380 73.500 -0.81 34.06 0 0 0| 0 0 0 0 400 Total 0 0 0| 0 602 0 0 Indicative a-t-m Vol 36.83 Underlying Price 333.000 Time to expiry: 204 Days Mar 11 6.500 -0.11 41.55 0 0 0| 0 10 0 0 240 10.250 -0.16 40.42 0 0 0| 0 1 0 0 260 15.500 -0.23 39.53 0 0 0| 0 2 0 0 280 21.750 -0.30 38.33 0 0 0| 0 12 0 0 300 30.000 -0.39 37.31 0 0 0| 0 14 0 0 320 40.250 -0.48 36.58 0 0 0| 0 10 0 0 340 51.500 -0.56 35.44 0 0 0| 0 31 0 0 360 Equity Options 21:51 Business Day Thu 26 Aug 2010 Previous Business Day Wed 25 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 | 65.250 -0.64 35.17 0 0 0| 0 10 0 0 380 80.000 -0.72 34.69 0 0 0| 0 0 0 0 400 Total 0 0 0| 0 90 0 0 Total Puts 0 0 20| 0 1,842 0 0 Grand Total 0 420,000 420,055| 17 3,262 +16 0 Equity Options 21:51 Business Day Thu 26 Aug 2010 Previous Business Day Wed 25 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 21.13 Underlying Price 1052.000 Time to expiry: 22 Days Sep 10 332.500 0.99 62.59 0 0 0| 0 0 0 0 720 292.500 0.99 54.11 0 0 0| 0 0 0 0 760 252.500 0.99 46.09 0 0 0| 0 0 0 0 800 212.500 0.99 36.54 0 0 0| 0 0 0 0 840 172.250 1.00 24.97 0 0 0| 0 0 0 0 880 133.000 0.97 28.01 0 0 0| 0 3 0 0 920 113.750 0.95 27.49 0 0 0| 0 0 0 0 940 94.750 0.93 26.15 0 0 0| 0 13 0 0 960 77.500 0.86 26.91 0 0 0| 0 0 0 0 980 58.750 0.82 23.47 0 0 0| 0 7 0 0 1000 23.500 0.53 21.13 0 0 0| 0 35 0 0 1050 6.250 0.21 20.94 0 0 0| 0 15 0 0 1100 1.250 0.05 21.33 0 0 0| 0 0 0 0 1150 0.250 0.01 21.37 0 0 0| 0 0 0 0 1200 CAB 0.00 31.86 0 0 0| 0 0 0 0 1300 Total 0 0 0| 0 73 0 0 Indicative a-t-m Vol 20.88 Underlying Price 1052.000 Time to expiry: 113 Days Dec 10 255.250 0.97 28.33 0 0 0| 0 0 0 0 800 179.250 0.92 25.64 0 0 0| 0 0 0 0 880 143.250 0.87 24.25 0 0 0| 0 2 0 0 920 109.500 0.80 22.98 0 0 0| 0 5 0 0 960 79.750 0.69 22.11 0 0 0| 0 10 0 0 1000 25.750 0.36 19.75 0 0 0| 0 14 0 0 1100 5.000 0.10 18.57 0 0 0| 0 0 0 0 1200 0.500 0.01 22.81 0 0 0| 0 0 0 0 1400 Total 0 0 0| 0 31 0 0 Indicative a-t-m Vol 21.17 Underlying Price 1052.000 Time to expiry: 204 Days Mar 11 184.000 0.88 24.74 0 0 0| 0 0 0 0 880 150.250 0.82 23.79 0 0 0| 0 0 0 0 920 119.000 0.74 22.90 0 0 0| 0 0 0 0 960 91.250 92.000 0.65 22.32 91.250 91.250 0 0 5| 0 0 0 0 1000 39.000 0.39 20.12 0 0 0| 0 25 0 0 1100 12.750 0.17 18.79 0 0 0| 0 10 0 0 1200 0.750 0.02 18.29 0 0 0| 0 0 0 0 1400 Total 0 0 5| 0 35 0 0 Total Calls 0 0 5| 0 139 0 0 | Equity Options 21:51 Business Day Thu 26 Aug 2010 Previous Business Day Wed 25 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 21.64 Underlying Price 1052.000 Time to expiry: 22 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 0.00 35.49 0 0 0| 0 1 0 0 840 0.250 -0.01 30.96 0 0 0| 0 4 0 0 880 0.750 -0.03 28.50 0 0 0| 0 10 0 0 920 1.500 -0.05 27.63 0 0 0| 0 0 0 0 940 2.500 -0.08 26.40 0 0 0| 0 0 0 0 960 4.500 -0.13 25.60 0 0 0| 0 2 0 0 980 6.500 7.250 -0.20 24.78 6.500 6.500 0 0 15| 0 11 0 0 1000 21.750 -0.47 21.80 0 0 0| 0 0 0 0 1050 51.750 -0.84 17.71 0 0 0| 0 0 0 0 1100 98.250 -0.97 18.71 0 0 0| 0 0 0 0 1150 148.000 -1.00 20.25 0 0 0| 0 0 0 0 1200 248.000 -1.00 28.79 0 0 0| 0 0 0 0 1300 Total 0 0 15| 0 31 0 0 Indicative a-t-m Vol 20.49 Underlying Price 1052.000 Time to expiry: 113 Days Dec 10 3.250 -0.04 28.96 0 0 0| 0 2 0 0 800 9.000 -0.11 26.10 0 0 0| 0 13 0 0 880 14.000 -0.17 24.66 0 0 0| 0 34 0 0 920 22.000 -0.25 23.47 0 0 0| 0 3 0 0 960 33.750 -0.36 22.21 0 0 0| 0 0 0 0 1000 82.250 -0.69 18.91 0 0 0| 0 15 0 0 1100 165.500 -0.92 18.25 0 0 0| 0 0 0 0 1200 361.250 -1.00 19.67 0 0 0| 0 0 0 0 1400 Total 0 0 0| 0 67 0 0 Indicative a-t-m Vol 20.70 Underlying Price 1052.000 Time to expiry: 204 Days Mar 11 18.000 -0.16 24.89 0 0 0| 0 0 0 0 880 25.750 -0.22 23.94 0 0 0| 0 0 0 0 920 35.750 -0.29 22.95 0 0 0| 0 0 0 0 960 48.250 -0.37 21.88 0 0 0| 0 3 0 0 1000 97.000 -0.63 19.61 0 0 0| 0 0 0 0 1100 172.250 -0.84 18.42 0 0 0| 0 0 0 0 1200 361.500 -0.99 17.89 0 0 0| 0 0 0 0 1400 Total 0 0 0| 0 3 0 0 Total Puts 0 0 15| 0 101 0 0 Grand Total 0 300,000 300,020| 0 240 0 0 Equity Options 21:51 Business Day Thu 26 Aug 2010 Previous Business Day Wed 25 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 20.53 Underlying Price 3216.500 Time to expiry: 22 Days Sep 10 1217.500 1.00 44.13 0 0 0| 0 0 0 0 2000 817.500 1.00 39.91 0 0 0| 0 0 0 0 2400 618.500 0.99 37.19 0 0 0| 0 0 0 0 2600 420.500 0.97 30.34 0 0 0| 0 0 0 0 2800 324.000 0.94 27.70 0 0 0| 0 0 0 0 2900 230.000 0.88 24.66 0 0 0| 0 6 0 0 3000 147.000 0.75 23.26 0 0 0| 0 51 0 0 3100 76.000 0.55 20.73 0 0 0| 4 1,359 -4 0 3200 31.000 0.31 19.54 0 0 0| 0 191 0 0 3300 11.000 9.500 0.13 18.82 11.000 S 9.000 S 0 0 14| 10 261 0 0 3400 1.000 1.000 0.02 20.86 1.000 S 1.000 S 0 0 24| 0 399 0 0 3600 CAB 0.00 20.83 0 0 0| 0 0 0 0 3800 Total 0 0 38| 14 2,267 -4 0 Indicative a-t-m Vol 20.98 Underlying Price 3216.500 Time to expiry: 50 Days Oct 10 621.500 0.98 28.89 0 0 0| 0 0 0 0 2600 430.000 0.93 26.72 0 0 0| 0 0 0 0 2800 252.000 0.80 23.63 0 0 0| 0 1 0 0 3000 176.000 0.69 22.49 0 0 0| 0 3 0 0 3100 111.500 0.55 21.17 0 0 0| 0 14 0 0 3200 66.500 62.500 0.39 20.06 66.500 62.000 0 0 10| 5 40 +5 0 3300 31.500 0.24 19.48 0 0 0| 5 52 +5 0 3400 6.500 0.06 19.28 0 0 0| 2 19 0 0 3600 1.500 0.02 20.79 0 0 0| 0 12 0 0 3800 Total 0 0 10| 12 141 +10 0 Indicative a-t-m Vol 21.43 Underlying Price 3216.500 Time to expiry: 85 Days Nov 10 448.500 0.88 26.57 0 0 0| 0 0 0 0 2800 280.000 0.75 23.86 0 0 0| 0 0 0 0 3000 208.000 0.66 22.72 0 0 0| 0 0 0 0 3100 145.000 0.55 21.54 0 0 0| 0 0 0 0 3200 96.500 0.43 20.89 0 0 0| 1 1 +1 0 3300 55.000 60.000 0.31 20.29 55.000 55.000 0 0 4| 5 10 +5 0 3400 18.500 0.13 19.39 0 0 0| 5 5 +5 0 3600 6.000 0.05 19.74 0 0 0| 0 0 0 0 3800 Total 0 0 4| 11 16 +11 0 Indicative a-t-m Vol 21.58 Underlying Price 3216.500 Time to expiry: 113 Days Dec 10 1620.000 1.00 34.09 0 0 0| 0 0 0 0 1600 1420.500 1.00 36.45 0 0 0| 0 0 0 0 1800 1222.000 0.99 35.56 0 0 0| 0 0 0 0 2000 831.500 0.96 31.76 0 0 0| 0 0 0 0 2400 641.500 0.92 28.65 0 0 0| 0 10 0 0 2600 460.000 0.85 25.70 0 0 0| 0 237 0 0 2800 295.500 0.73 23.07 0 0 0| 0 2,309 0 0 3000 Equity Options 21:51 Business Day Thu 26 Aug 2010 Previous Business Day Wed 25 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 | 228.500 0.65 22.59 0 0 0| 0 976 0 0 3100 163.000 167.000 0.55 21.68 163.000 163.000 0 0 5| 5 975 -5 0 3200 78.000 79.500 0.34 20.56 78.000 75.500 S 0 0 4| 5 1,000 -3 0 3400 31.500 31.000 0.17 19.71 31.500 S 31.500 S 0 0 2| 7 71 +7 0 3600 3.500 0.03 19.59 0 0 0| 0 251 0 0 4000 Total 0 0 11| 17 5,829 -1 0 Indicative a-t-m Vol 21.69 Underlying Price 3216.500 Time to expiry: 204 Days Mar 11 838.000 0.95 29.28 0 0 0| 0 0 0 0 2400 653.000 0.90 27.11 0 0 0| 0 0 0 0 2600 479.000 0.83 25.17 0 0 0| 0 272 0 0 2800 324.500 0.71 23.28 0 0 0| 2 77 0 0 3000 197.500 198.000 0.55 21.76 197.500 197.500 0 0 3| 3 645 0 0 3200 104.000 110.000 0.38 20.94 104.000 S 104.000 S 0 0 1| 0 41 0 0 3400 54.500 0.23 20.22 0 0 0| 0 73 0 0 3600 11.500 0.06 19.86 0 0 0| 0 6 0 0 4000 Total 0 0 4| 5 1,114 0 0 Indicative a-t-m Vol 21.99 Underlying Price 3216.500 Time to expiry: 295 Days Jun 11 845.000 0.93 28.95 0 0 0| 0 0 0 0 2400 498.500 0.80 25.40 0 0 0| 0 159 0 0 2800 348.000 0.68 23.33 0 0 0| 0 156 0 0 3000 227.500 0.54 22.06 0 0 100| 0 315 0 0 3200 141.000 0.40 21.29 0 0 0| 5 11 0 0 3400 80.500 0.26 20.55 0 0 0| 3 36 +3 0 3600 23.500 0.10 19.77 0 0 0| 0 19 0 0 4000 Total 0 0 100| 8 696 +3 0 Indicative a-t-m Vol 22.58 Underlying Price 3216.500 Time to expiry: 477 Days Dec 11 1428.500 0.99 37.15 0 0 0| 0 0 0 0 1800 1235.500 0.97 34.90 0 0 0| 0 0 0 0 2000 866.500 0.89 30.41 0 0 0| 0 0 0 0 2400 526.500 0.76 25.20 0 0 0| 0 0 0 0 2800 276.000 0.53 22.63 0 0 0| 0 274 0 0 3200 132.000 0.32 21.45 0 0 0| 0 11 0 0 3600 Total 0 0 0| 0 285 0 0 Indicative a-t-m Vol 23.07 Underlying Price 3216.500 Time to expiry: 659 Days Jun 12 868.500 0.89 29.50 0 0 0| 0 0 0 0 2400 541.000 0.74 25.23 0 0 0| 0 0 0 0 2800 307.000 0.53 23.13 0 0 0| 0 0 0 0 3200 158.000 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 23.09 Underlying Price 3216.500 Time to expiry: 848 Days Dec 12 881.500 0.87 29.98 0 0 0| 0 0 0 0 2400 561.500 0.73 25.41 0 0 0| 0 0 0 0 2800 334.000 0.53 23.20 0 0 0| 0 0 0 0 3200 Equity Options 21:51 Business Day Thu 26 Aug 2010 Previous Business Day Wed 25 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 | 166.500 0.34 20.50 0 0 0| 0 4 0 0 3600 Total 0 0 0| 0 4 0 0 Total Calls 0 0 167| 67 10,352 +19 0 | Equity Options 21:51 Business Day Thu 26 Aug 2010 Previous Business Day Wed 25 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 20.58 Underlying Price 3216.500 Time to expiry: 22 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 4.000 2.000 -0.02 40.61 4.000 S 4.000 S 0 0 2| 0 1,436 0 0 2600 3.500 -0.03 31.28 0 0 0| 0 2,967 0 0 2800 7.500 6.500 -0.06 27.89 7.500 7.500 0 0 14| 0 712 0 0 2900 14.000 13.000 -0.13 25.02 14.000 14.000 0 0 1| 15 2,403 -4 0 3000 26.000 29.000 -0.25 23.17 26.000 25.000 0 0 5| 0 59 0 0 3100 54.500 58.500 -0.45 20.82 56.000 54.500 0 0 31| 8 1,867 -2 0 3200 113.000 -0.69 19.38 0 0 0| 0 76 0 0 3300 191.500 -0.88 18.67 0 0 0| 0 20 0 0 3400 383.500 -1.00 18.29 0 0 0| 0 5 0 0 3600 583.500 -1.00 18.89 0 0 0| 0 0 0 0 3800 Total 0 0 53| 23 10,758 -6 0 Indicative a-t-m Vol 20.63 Underlying Price 3216.500 Time to expiry: 50 Days Oct 10 4.500 -0.03 31.48 0 0 0| 0 0 0 0 2600 13.000 12.500 -0.08 27.61 13.000 13.000 0 0 5| 2 13 0 0 2800 33.000 -0.20 23.68 0 0 0| 3 26 0 0 3000 56.000 -0.31 22.25 0 0 0| 0 314 0 0 3100 90.500 -0.45 20.80 0 0 0| 0 5 0 0 3200 142.000 -0.62 19.83 0 0 0| 0 7 0 0 3300 213.000 -0.76 19.63 0 0 0| 0 0 0 0 3400 387.500 -0.94 19.01 0 0 0| 0 0 0 0 3600 583.500 -0.99 20.35 0 0 0| 0 0 0 0 3800 Total 0 0 5| 5 365 0 0 Indicative a-t-m Vol 21.55 Underlying Price 3216.500 Time to expiry: 85 Days Nov 10 26.000 27.000 -0.12 26.42 26.000 S 26.000 S 0 0 2| 4 4 +4 0 2800 58.000 -0.25 23.71 0 0 0| 1 1 +1 0 3000 92.000 85.000 -0.34 22.43 92.000 92.000 0 0 2| 0 0 0 0 3100 124.500 -0.45 21.69 0 0 0| 0 0 0 0 3200 175.000 -0.58 20.87 0 0 0| 0 0 0 0 3300 240.500 -0.69 20.61 0 0 0| 0 0 0 0 3400 398.000 -0.88 19.44 0 0 0| 0 0 0 0 3600 585.500 -0.97 19.15 0 0 0| 0 0 0 0 3800 Total 0 0 4| 5 5 +5 0 Indicative a-t-m Vol 21.78 Underlying Price 3216.500 Time to expiry: 113 Days Dec 10 CAB 0.00 41.54 0 0 0| 0 85 0 0 1600 1.000 0.00 40.40 0 0 0| 0 111 0 0 1800 2.000 -0.01 37.17 0 0 0| 0 378 0 0 2000 11.000 9.000 -0.04 31.25 11.000 S 11.000 S 0 0 2| 0 1,057 0 0 2400 19.000 -0.08 28.62 0 0 0| 0 493 0 0 2600 38.000 -0.15 25.85 0 0 0| 0 1,696 0 0 2800 74.000 -0.27 23.27 0 0 0| 5 1,324 +2 0 3000 104.500 -0.36 22.46 0 0 0| 0 151 0 0 3100 Equity Options 21:51 Business Day Thu 26 Aug 2010 Previous Business Day Wed 25 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 | 145.500 -0.45 21.91 0 0 0| 18 992 +3 0 3200 255.500 -0.66 20.37 0 0 0| 0 359 0 0 3400 411.000 -0.83 20.27 0 0 0| 0 16 0 0 3600 785.000 -0.98 20.81 0 0 0| 0 0 0 0 4000 Total 0 0 2| 23 6,662 +5 0 Indicative a-t-m Vol 21.64 Underlying Price 3216.500 Time to expiry: 204 Days Mar 11 33.000 -0.10 29.01 0 0 0| 0 386 0 0 2400 58.000 58.000 -0.16 26.85 58.000 S 58.000 S 0 0 1| 0 30 0 0 2600 96.500 -0.25 24.72 0 0 0| 1 309 0 0 2800 159.000 -0.38 23.13 0 0 0| 0 584 0 0 3000 250.500 -0.54 21.72 0 0 0| 0 147 0 0 3200 376.500 -0.69 20.77 0 0 0| 0 13 0 0 3400 529.000 -0.82 19.71 0 0 0| 0 46 0 0 3600 896.500 -0.95 20.04 0 0 0| 0 8 0 0 4000 Total 0 0 1| 1 1,523 0 0 Indicative a-t-m Vol 22.00 Underlying Price 3216.500 Time to expiry: 295 Days Jun 11 53.000 53.000 -0.12 28.07 53.500 53.000 0 0 10| 0 120 0 0 2400 127.500 135.000 -0.28 24.96 127.500 127.500 0 0 5| 0 112 0 0 2800 199.500 -0.39 23.27 0 0 0| 3 139 +3 0 3000 292.500 -0.51 22.09 0 0 100| 0 4 0 0 3200 412.500 -0.64 21.14 0 0 0| 0 4 0 0 3400 560.000 -0.76 20.75 0 0 0| 0 35 0 0 3600 908.500 -0.90 20.54 0 0 0| 0 0 0 0 4000 Total 0 0 115| 3 414 +3 0 Indicative a-t-m Vol 21.83 Underlying Price 3216.500 Time to expiry: 477 Days Dec 11 30.500 -0.05 33.22 0 0 0| 0 13 0 0 1800 45.500 -0.08 30.93 0 0 0| 0 2 0 0 2000 100.000 -0.17 27.24 0 0 0| 0 13 0 0 2400 190.000 201.500 -0.32 24.26 190.000 190.000 0 0 1| 0 250 0 0 2800 372.500 -0.51 21.89 0 0 0| 0 270 0 0 3200 631.000 -0.72 20.29 0 0 0| 0 0 0 0 3600 Total 0 0 1| 0 548 0 0 Indicative a-t-m Vol 22.76 Underlying Price 3216.500 Time to expiry: 659 Days Jun 12 148.000 -0.21 26.00 0 0 0| 0 0 0 0 2400 280.000 -0.36 23.88 0 0 0| 0 0 0 0 2800 486.500 -0.53 22.71 0 0 0| 0 0 0 0 3200 785.000 -0.67 23.82 0 0 0| 0 0 0 0 3600 Total 0 0 0| 0 0 0 0 Indicative a-t-m Vol 21.95 Underlying Price 3216.500 Time to expiry: 848 Days Dec 12 184.000 -0.23 25.22 0 0 0| 0 50 0 0 2400 314.500 -0.37 22.60 0 0 0| 0 250 0 0 2800 531.500 -0.53 21.91 0 0 0| 0 0 0 0 3200 827.500 -0.66 22.81 0 0 0| 0 250 0 0 3600 Total 0 0 0| 0 550 0 0 Equity Options 21:51 Business Day Thu 26 Aug 2010 Previous Business Day Wed 25 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 0 181| 60 20,825 +7 0 Grand Total 0 700,000 700,348| 127 31,177 +26 0 Equity Options 21:51 Business Day Thu 26 Aug 2010 Previous Business Day Wed 25 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 38.44 Underlying Price 378.300 Time to expiry: 22 Days Sep 10 138.500 1.00 46.60 0 0 0| 0 0 0 0 240 118.500 1.00 43.68 0 0 0| 0 0 0 0 260 98.500 1.00 45.57 0 0 0| 0 0 0 0 280 78.750 0.98 46.62 0 0 0| 0 4 0 0 300 69.000 0.97 43.00 0 0 0| 0 0 0 0 310 59.500 0.94 44.81 0 0 0| 0 35 0 0 320 50.500 0.90 43.92 0 0 0| 0 15 0 0 330 41.750 0.85 43.26 0 0 0| 0 110 0 0 340 33.500 0.79 41.68 0 0 0| 0 92 0 0 350 26.000 0.71 40.35 0 0 0| 0 247 0 0 360 19.250 0.61 39.26 0 0 0| 0 28 0 0 370 12.500 13.750 0.50 38.35 12.500 12.500 0 0 10| 2 812 -2 0 380 9.500 0.39 38.01 0 0 0| 0 93 0 0 390 4.750 6.750 0.30 38.88 5.500 4.750 S 0 0 16| 53 929 -6 0 400 3.500 3.250 0.16 40.17 3.500 3.500 0 0 3| 0 677 0 0 420 1.750 0.09 44.00 0 0 0| 0 78 0 0 440 1.000 0.05 46.00 0 0 0| 0 612 0 0 460 0.500 0.03 48.00 0 0 0| 0 105 0 0 480 CAB 0.00 50.00 0 0 0| 0 58 0 0 560 Total 0 0 29| 55 3,895 -8 0 Indicative a-t-m Vol 37.42 Underlying Price 378.300 Time to expiry: 50 Days Oct 10 98.750 0.99 46.79 0 0 0| 0 0 0 0 280 79.250 0.96 45.37 0 0 0| 0 0 0 0 300 60.750 0.91 43.76 0 0 0| 0 0 0 0 320 52.000 0.86 42.88 0 0 0| 0 30 0 0 330 43.500 0.81 41.23 0 0 0| 0 15 0 0 340 35.500 0.75 39.66 0 0 0| 0 0 0 0 350 28.500 0.67 38.67 0 0 0| 0 12 0 0 360 22.250 0.59 37.88 0 0 0| 0 10 0 0 370 17.000 0.50 37.37 0 0 0| 0 298 0 0 380 12.750 0.41 36.93 0 0 0| 0 1 0 0 390 10.250 9.500 0.33 36.82 10.250 10.250 0 0 1| 0 185 0 0 400 4.500 0.19 34.93 0 0 0| 0 159 0 0 420 2.250 0.11 35.39 0 0 0| 0 0 0 0 440 Total 0 0 1| 0 710 0 0 Indicative a-t-m Vol 38.71 Underlying Price 378.300 Time to expiry: 85 Days Nov 10 47.000 0.75 41.38 0 0 0| 0 0 0 0 340 34.000 0.62 40.07 0 0 0| 0 0 0 0 360 28.000 0.56 39.17 0 0 0| 0 0 0 0 370 23.250 0.49 38.65 0 0 0| 0 1 0 0 380 19.000 0.43 37.99 0 0 0| 0 0 0 0 390 15.250 0.37 37.59 0 0 0| 0 3 0 0 400 9.000 0.26 35.74 0 0 0| 0 17 0 0 420 Equity Options 21:51 Business Day Thu 26 Aug 2010 Previous Business Day Wed 25 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 | 5.500 0.17 35.29 0 0 0| 0 0 0 0 440 Total 0 0 0| 0 21 0 0 Indicative a-t-m Vol 38.48 Underlying Price 378.300 Time to expiry: 113 Days Dec 10 218.500 1.00 88.79 0 0 0| 0 0 0 0 160 198.500 1.00 79.34 0 0 0| 0 0 0 0 180 178.500 1.00 68.77 0 0 0| 0 0 0 0 200 158.500 0.99 61.26 0 0 0| 0 0 0 0 220 138.750 0.99 55.65 0 0 0| 0 60 0 0 240 99.750 0.95 46.44 0 0 0| 0 32 0 0 280 81.500 0.89 44.83 0 0 0| 0 25 0 0 300 65.250 0.81 43.87 0 0 0| 0 24 0 0 320 50.250 0.71 41.54 0 0 0| 0 75 0 0 340 37.500 0.60 39.86 0 0 0| 0 72 0 0 360 26.000 27.250 0.50 38.41 26.000 26.000 0 0 6| 0 340 0 0 380 19.000 0.39 37.27 0 0 0| 0 337 0 0 400 12.500 0.30 35.85 0 0 0| 0 455 0 0 420 8.000 0.21 34.95 0 0 0| 0 129 0 0 440 2.750 0.09 33.29 0 0 0| 0 124 0 0 480 0.250 0.01 29.79 0 0 0| 0 49 0 0 560 Total 0 0 6| 0 1,722 0 0 Indicative a-t-m Vol 37.40 Underlying Price 378.300 Time to expiry: 204 Days Mar 11 139.250 0.97 48.19 0 0 0| 0 320 0 0 240 103.250 0.87 45.20 0 0 0| 0 40 0 0 280 87.750 0.81 44.04 0 0 0| 0 2 0 0 300 73.000 0.74 42.35 0 0 0| 0 21 0 0 320 59.750 0.67 40.77 0 0 0| 0 36 0 0 340 47.750 0.60 38.96 0 0 0| 0 36 0 0 360 37.000 0.52 37.32 0 0 0| 0 40 0 0 380 28.750 0.44 36.57 0 0 0| 0 71 0 0 400 21.750 0.37 35.66 0 0 0| 0 194 0 0 420 15.750 0.30 34.62 0 0 0| 0 127 0 0 440 Total 0 0 0| 0 887 0 0 Indicative a-t-m Vol 37.47 Underlying Price 378.300 Time to expiry: 295 Days Jun 11 139.250 0.97 48.38 0 0 0| 0 100 0 0 240 103.750 0.86 44.34 0 0 0| 0 25 0 0 280 88.500 0.80 43.16 0 0 0| 0 16 0 0 300 74.250 0.73 41.44 0 0 0| 0 40 0 0 320 61.500 0.66 39.95 0 0 0| 0 0 0 0 340 47.500 49.750 0.60 38.32 47.500 47.500 0 0 8| 0 23 0 0 360 40.000 0.52 37.42 0 0 0| 0 141 0 0 380 31.250 0.45 36.17 0 0 0| 0 79 0 0 400 24.250 0.38 35.27 0 0 0| 0 14 0 0 420 18.250 0.31 34.12 0 0 0| 0 15 0 0 440 9.750 0.20 32.51 0 0 0| 0 0 0 0 480 2.250 0.06 29.92 0 0 0| 0 0 0 0 560 Total 0 0 8| 0 453 0 0 Equity Options 21:51 Business Day Thu 26 Aug 2010 Previous Business Day Wed 25 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 38.64 Underlying Price 378.300 Time to expiry: 477 Days Dec 11 218.500 1.00 71.05 0 0 0| 0 0 0 0 160 198.750 0.99 63.89 0 0 0| 0 0 0 0 180 179.250 0.98 59.04 0 0 0| 0 0 0 0 200 160.000 0.95 54.18 0 0 0| 0 0 0 0 220 141.500 0.92 50.22 0 0 0| 0 0 0 0 240 107.500 0.82 44.00 0 0 0| 0 0 0 0 280 83.750 0.70 43.70 0 0 0| 0 0 0 0 320 59.750 0.59 39.83 0 0 0| 0 1 0 0 360 41.250 0.48 37.32 0 0 0| 0 0 0 0 400 24.000 0.35 32.94 0 0 0| 0 10 0 0 440 18.750 0.28 34.53 0 0 0| 0 0 0 0 480 13.000 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 39.01 Underlying Price 378.300 Time to expiry: 659 Days Jun 12 112.250 0.80 46.35 0 0 0| 0 0 0 0 280 87.750 0.70 43.89 0 0 0| 0 0 0 0 320 64.250 0.60 40.02 0 0 0| 0 0 0 0 360 47.000 0.49 37.90 0 0 0| 0 0 0 0 400 30.500 0.38 34.17 0 0 0| 0 0 0 0 440 Total 0 0 0| 0 0 0 0 Indicative a-t-m Vol 39.45 Underlying Price 378.300 Time to expiry: 848 Days Dec 12 156.000 0.84 62.48 0 0 0| 0 0 0 0 240 126.250 0.78 54.92 0 0 0| 0 0 0 0 280 95.250 0.70 46.40 0 0 0| 0 0 0 0 320 68.750 0.60 40.23 0 0 0| 0 0 0 0 360 53.000 0.51 38.59 0 0 0| 0 0 0 0 400 40.000 0.42 36.95 0 0 0| 0 0 0 0 440 31.250 0.35 36.46 0 0 0| 0 0 0 0 480 Total 0 0 0| 0 0 0 0 Total Calls 0 0 44| 55 7,699 -8 0 | Equity Options 21:51 Business Day Thu 26 Aug 2010 Previous Business Day Wed 25 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 39.17 Underlying Price 378.300 Time to expiry: 22 Days Sep 10 CAB 0.00 42.87 0 0 0| 0 12 0 0 240 CAB 0.00 46.79 0 0 0| 0 0 0 0 260 CAB 0.00 47.78 0 0 0| 0 82 0 0 280 0.250 -0.02 47.03 0 0 0| 0 4,188 0 0 300 0.750 -0.04 46.28 0 0 0| 0 2 0 0 310 1.250 -0.06 45.38 0 0 0| 2 615 0 0 320 2.250 -0.10 44.83 0 0 0| 0 15 0 0 330 3.500 -0.15 43.97 0 0 0| 0 1,714 0 0 340 7.250 5.250 -0.21 42.27 7.250 S 7.250 S 0 0 1| 10 121 -5 0 350 9.750 7.750 -0.30 40.85 9.750 9.750 0 0 1| 39 316 +21 0 360 14.500 11.000 -0.39 39.69 14.500 14.500 0 0 2| 0 142 0 0 370 15.750 -0.50 39.11 0 0 0| 0 568 0 0 380 21.500 -0.60 38.80 0 0 0| 0 10 0 0 390 28.250 -0.70 38.98 0 0 0| 0 585 0 0 400 44.750 -0.83 40.81 0 0 0| 0 18 0 0 420 62.750 -0.93 40.14 0 0 0| 0 23 0 0 440 82.250 -0.97 41.80 0 0 0| 0 15 0 0 460 101.750 -0.98 43.99 0 0 0| 0 12 0 0 480 181.750 -1.00 53.10 0 0 0| 0 3 0 0 560 Total 0 0 4| 51 8,441 +16 0 Indicative a-t-m Vol 38.22 Underlying Price 378.300 Time to expiry: 50 Days Oct 10 1.000 -0.04 44.14 0 0 0| 0 20 0 0 280 2.500 -0.09 43.26 0 0 0| 0 32 0 0 300 5.500 -0.16 42.24 0 0 0| 0 38 0 0 320 7.750 -0.21 42.20 0 0 0| 0 63 0 0 330 10.500 10.250 -0.27 40.94 10.750 10.500 0 0 60| 0 56 0 0 340 14.000 13.250 -0.33 39.88 14.000 14.000 0 0 50| 25 70 +15 0 350 17.000 -0.40 39.06 0 0 0| 0 26 0 0 360 21.750 -0.48 38.58 0 0 0| 0 20 0 0 370 29.250 27.250 -0.55 38.18 29.250 29.250 0 0 4| 0 100 0 0 380 33.250 -0.63 37.61 0 0 0| 0 0 0 0 390 40.250 -0.70 37.22 0 0 0| 0 8 0 0 400 56.000 -0.81 36.99 0 0 0| 0 1 0 0 420 73.250 -0.90 35.59 0 0 0| 0 0 0 0 440 Total 0 0 114| 25 434 +15 0 Indicative a-t-m Vol 38.88 Underlying Price 378.300 Time to expiry: 85 Days Nov 10 16.000 -0.30 41.51 0 0 0| 2 2 +2 0 340 23.750 -0.41 39.78 0 0 0| 0 0 0 0 360 28.250 -0.47 39.27 0 0 0| 0 0 0 0 370 33.750 -0.52 38.84 0 0 0| 0 14 0 0 380 39.750 -0.58 38.28 0 0 0| 0 26 0 0 390 45.750 -0.64 37.55 0 0 0| 0 16 0 0 400 60.250 -0.74 36.54 0 0 0| 0 0 0 0 420 76.250 -0.82 35.75 0 0 0| 0 0 0 0 440 Equity Options 21:51 Business Day Thu 26 Aug 2010 Previous Business Day Wed 25 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 0| 2 58 +2 0 Indicative a-t-m Vol 38.49 Underlying Price 378.300 Time to expiry: 113 Days Dec 10 0.500 -0.01 71.51 0 0 0| 0 70 0 0 160 1.000 -0.02 68.41 0 0 0| 0 15 0 0 180 1.250 -0.02 61.19 0 0 0| 0 15 0 0 200 1.750 -0.03 55.78 0 0 0| 0 71 0 0 220 2.500 -0.05 51.88 0 0 0| 0 156 0 0 240 6.500 -0.12 47.53 0 0 0| 0 173 0 0 280 9.500 -0.17 45.33 0 0 0| 5 115 +5 0 300 14.250 -0.24 43.53 0 0 0| 0 289 0 0 320 20.000 -0.32 41.47 0 0 0| 0 230 0 0 340 28.000 -0.41 40.06 0 0 0| 10 330 +10 0 360 37.500 -0.51 38.41 0 0 0| 0 289 0 0 380 49.750 -0.61 37.67 0 0 0| 0 103 0 0 400 63.250 -0.70 36.44 0 0 0| 0 9 0 0 420 79.250 -0.78 36.13 0 0 0| 0 15 0 0 440 113.750 -0.90 34.38 0 0 0| 0 35 0 0 480 191.250 -0.98 35.46 0 0 0| 0 47 0 0 560 Total 0 0 0| 15 1,962 +15 0 Indicative a-t-m Vol 37.87 Underlying Price 378.300 Time to expiry: 204 Days Mar 11 6.750 -0.09 49.94 0 0 0| 0 65 0 0 240 12.500 -0.16 45.54 0 0 0| 0 42 0 0 280 17.000 -0.21 43.85 0 0 0| 0 270 0 0 300 23.250 -0.27 42.75 0 0 0| 0 111 0 0 320 29.250 -0.33 40.47 0 0 0| 0 36 0 0 340 37.750 -0.40 39.14 0 0 0| 0 57 0 0 360 47.250 -0.48 37.80 0 0 0| 0 4 0 0 380 58.750 -0.56 36.82 0 0 0| 0 61 0 0 400 72.000 -0.63 36.24 0 0 0| 0 4 0 0 420 86.750 -0.70 36.03 0 0 0| 0 1 0 0 440 Total 0 0 0| 0 651 0 0 Indicative a-t-m Vol 37.00 Underlying Price 378.300 Time to expiry: 295 Days Jun 11 11.500 -0.13 46.82 0 0 0| 0 4 0 0 240 19.500 -0.21 42.92 0 0 0| 0 85 0 0 280 26.250 -0.26 42.16 0 0 0| 0 29 0 0 300 33.250 -0.32 40.65 0 0 0| 0 340 0 0 320 41.750 -0.38 39.42 0 0 0| 0 52 0 0 340 50.750 -0.45 37.99 0 0 0| 0 28 0 0 360 61.500 -0.52 36.94 0 0 0| 0 5 0 0 380 73.500 -0.58 35.73 0 0 0| 0 23 0 0 400 86.750 -0.65 34.57 0 0 0| 0 2 0 0 420 101.000 -0.71 33.51 0 0 0| 0 7 0 0 440 133.000 -0.82 31.64 0 0 0| 0 21 0 0 480 206.500 -0.94 30.38 0 0 0| 0 1 0 0 560 Total 0 0 0| 0 597 0 0 Equity Options 21:51 Business Day Thu 26 Aug 2010 Previous Business Day Wed 25 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 39.25 Underlying Price 378.300 Time to expiry: 477 Days Dec 11 16.500 -0.09 71.05 0 0 0| 0 0 0 0 160 17.500 -0.10 63.89 0 0 0| 0 0 0 0 180 19.750 -0.12 59.04 0 0 0| 0 500 0 0 200 22.250 -0.15 54.18 0 0 0| 0 0 0 0 220 25.250 -0.18 50.22 0 0 0| 0 0 0 0 240 33.750 -0.25 44.00 0 0 0| 0 0 0 0 280 54.500 -0.34 45.00 0 0 0| 0 0 0 0 320 69.750 -0.44 39.79 0 0 0| 0 0 0 0 360 94.250 -0.54 38.65 0 0 0| 0 0 0 0 400 122.000 -0.63 37.68 0 0 0| 0 0 0 0 440 154.000 -0.71 37.63 0 0 0| 0 0 0 0 480 223.500 -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 39.01 Underlying Price 378.300 Time to expiry: 659 Days Jun 12 48.250 -0.28 45.00 0 0 0| 0 0 0 0 280 70.750 -0.35 45.57 0 0 0| 0 0 0 0 320 86.000 -0.45 40.01 0 0 0| 0 0 0 0 360 109.500 -0.54 37.90 0 0 0| 0 0 0 0 400 134.750 -0.64 35.14 0 0 0| 0 0 0 0 440 Total 0 0 0| 0 0 0 0 Indicative a-t-m Vol 39.35 Underlying Price 378.300 Time to expiry: 848 Days Dec 12 63.750 -0.21 62.48 0 0 0| 0 0 0 0 240 76.500 -0.27 55.87 0 0 0| 0 0 0 0 280 82.750 -0.35 45.80 0 0 0| 0 0 0 0 320 97.750 -0.44 40.24 0 0 0| 0 0 0 0 360 121.750 -0.52 38.36 0 0 0| 0 0 0 0 400 148.750 -0.60 36.80 0 0 0| 0 0 0 0 440 179.750 -0.66 36.28 0 0 0| 0 0 0 0 480 Total 0 0 0| 0 0 0 0 Total Puts 0 0 118| 93 12,643 +48 0 Grand Total 0 1,020,000 1,020,16| 148 20,342 +40 0 Equity Options 21:51 Business Day Thu 26 Aug 2010 Previous Business Day Wed 25 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 23.06 Underlying Price 300.100 Time to expiry: 22 Days Sep 10 40.250 0.99 26.65 0 0 0| 0 0 0 0 260 21.500 0.87 25.24 0 0 0| 0 2 0 0 280 13.250 0.73 23.83 0 0 0| 0 0 0 0 290 7.000 0.52 23.01 0 0 0| 270 770 +769 0 300 3.250 0.30 23.58 0 0 0| 0 1,003 0 0 310 1.500 0.16 24.81 0 0 0| 0 108 0 0 320 0.500 0.07 24.96 0 0 0| 217 1,364 0 0 330 0.250 0.04 27.23 0 0 0| 300 3,696 +300 0 340 CAB 0.00 27.23 0 0 0| 233 2,449 +500 0 360 CAB 0.00 27.23 0 0 0| 0 114 0 0 380 CAB 0.00 27.23 0 0 0| 0 215 0 0 400 CAB 0.00 27.23 0 0 0| 0 5 0 0 440 Total 0 0 0| 1,020 9,726 +1,569 0 Indicative a-t-m Vol 25.03 Underlying Price 300.100 Time to expiry: 50 Days Oct 10 41.750 0.91 30.33 0 0 0| 0 0 0 0 260 24.000 0.78 25.57 0 0 0| 0 0 0 0 280 16.500 0.67 24.11 0 0 0| 0 0 0 0 290 11.250 0.52 25.03 0 0 0| 0 0 0 0 300 7.250 0.39 25.00 0 0 0| 0 1 0 0 310 4.250 0.26 24.89 0 0 0| 0 33 0 0 320 2.500 0.17 25.37 0 0 0| 0 3 0 0 330 1.500 0.11 25.63 0 0 0| 0 1,020 0 0 340 0.250 0.03 24.37 0 0 0| 0 0 0 0 360 CAB 0.00 21.11 0 0 0| 0 0 0 0 380 Total 0 0 0| 0 1,057 0 0 Indicative a-t-m Vol 25.62 Underlying Price 300.100 Time to expiry: 85 Days Nov 10 43.250 0.87 32.90 0 0 0| 0 0 0 0 260 26.000 0.74 27.84 0 0 0| 0 0 0 0 280 19.000 0.64 26.66 0 0 0| 0 0 0 0 290 13.000 0.52 25.62 0 0 0| 0 0 0 0 300 9.000 0.40 25.66 0 0 0| 0 0 0 0 310 5.750 0.29 25.35 0 0 0| 0 0 0 0 320 2.250 0.13 25.08 0 0 0| 0 0 0 0 340 Total 0 0 0| 0 0 0 0 Indicative a-t-m Vol 25.92 Underlying Price 300.100 Time to expiry: 113 Days Dec 10 61.000 0.96 30.70 0 0 0| 0 0 0 0 240 27.750 26.750 0.72 26.98 27.750 27.750 0 0 1| 0 25 0 0 280 15.500 15.000 0.51 25.95 15.500 15.500 0 0 2| 0 6 0 0 300 7.500 0.31 25.36 0 0 0| 15 233 +15 0 320 3.500 0.17 25.34 0 0 0| 0 2,225 0 0 340 2.250 0.11 27.70 0 0 0| 20 6,045 +20 0 360 1.500 0.08 30.33 0 0 0| 0 4,072 0 0 380 Equity Options 21:51 Business Day Thu 26 Aug 2010 Previous Business Day Wed 25 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 0.07 34.67 0 0 0| 0 129 0 0 400 0.750 0.03 37.46 0 0 0| 0 5 0 0 440 Total 0 0 3| 35 12,740 +35 0 Indicative a-t-m Vol 24.94 Underlying Price 300.100 Time to expiry: 204 Days Mar 11 62.500 0.90 30.89 0 0 0| 0 0 0 0 240 45.500 0.80 28.32 0 0 0| 0 0 0 0 260 31.250 0.66 27.04 0 0 0| 0 2 0 0 280 19.500 0.50 24.93 0 0 0| 0 5 0 0 300 12.500 0.36 25.12 0 0 0| 0 25 0 0 320 7.750 7.000 0.24 24.55 7.750 7.750 0 0 10| 0 10 0 0 340 3.500 4.000 0.16 24.48 3.500 S 3.500 S 0 0 4| 0 10 0 0 360 Total 0 0 14| 0 52 0 0 Total Calls 0 0 17| 1,055 23,575 +1,604 0 | Equity Options 21:51 Business Day Thu 26 Aug 2010 Previous Business Day Wed 25 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 23.84 Underlying Price 300.100 Time to expiry: 22 Days Sep 10 0.750 -0.06 37.38 0 0 0| 0 0 0 0 260 1.500 -0.14 26.70 0 0 0| 0 2,062 0 0 280 3.750 -0.29 26.47 0 0 0| 0 0 0 0 290 7.000 -0.48 23.77 0 0 0| 0 346 0 0 300 13.500 -0.69 24.56 0 0 0| 0 39 0 0 310 21.250 -0.85 23.87 0 0 0| 10 3,117 0 0 320 30.750 -0.90 28.66 0 0 0| 0 0 0 0 330 40.500 40.250 -0.96 28.19 40.500 S 40.500 S 0 0 25| 0 262 0 0 340 60.000 -0.99 30.60 0 0 0| 0 107 0 0 360 80.000 -0.98 44.13 0 0 0| 0 0 0 0 380 100.000 -0.99 52.26 0 0 0| 0 4 0 0 400 140.000 -0.99 66.76 0 0 0| 0 0 0 0 440 Total 0 0 25| 10 5,937 0 0 Indicative a-t-m Vol 25.21 Underlying Price 300.100 Time to expiry: 50 Days Oct 10 1.500 -0.09 30.04 0 0 0| 0 0 0 0 260 4.250 -0.23 26.82 0 0 0| 0 4,164 0 0 280 7.000 -0.34 26.28 0 0 0| 0 0 0 0 290 11.000 -0.48 25.10 0 0 0| 0 13 0 0 300 17.500 -0.61 26.24 0 0 0| 0 6 0 0 310 24.500 -0.73 26.30 0 0 0| 0 80 0 0 320 31.750 -0.85 23.92 0 0 0| 0 5 0 0 330 41.000 -0.91 24.70 0 0 0| 0 0 0 0 340 60.000 -0.98 24.96 0 0 0| 0 0 0 0 360 80.000 -1.00 23.79 0 0 0| 0 0 0 0 380 Total 0 0 0| 0 4,268 0 0 Indicative a-t-m Vol 25.17 Underlying Price 300.100 Time to expiry: 85 Days Nov 10 3.750 -0.17 28.11 0 0 0| 0 0 0 0 260 9.000 -0.33 26.65 0 0 0| 0 0 0 0 280 13.000 -0.44 26.04 0 0 0| 0 0 0 0 290 17.500 18.000 -0.55 25.18 17.500 17.500 0 0 3| 0 0 0 0 300 24.250 -0.65 25.09 0 0 0| 0 0 0 0 310 31.500 -0.75 24.43 0 0 0| 0 0 0 0 320 48.750 -0.87 25.35 0 0 0| 0 0 0 0 340 Total 0 0 3| 0 0 0 0 Indicative a-t-m Vol 25.17 Underlying Price 300.100 Time to expiry: 113 Days Dec 10 2.500 -0.10 29.93 0 0 0| 0 0 0 0 240 11.000 -0.35 26.61 0 0 0| 0 3,227 0 0 280 20.000 -0.53 25.23 0 0 0| 0 2,202 0 0 300 32.750 -0.72 24.04 0 0 0| 0 89 0 0 320 49.250 -0.85 23.79 0 0 0| 0 170 0 0 340 68.000 -0.91 25.93 0 0 0| 0 82 0 0 360 86.750 -0.98 23.09 0 0 0| 0 35 0 0 380 106.500 -0.99 23.48 0 0 0| 0 14 0 0 400 Equity Options 21:51 Business Day Thu 26 Aug 2010 Previous Business Day Wed 25 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 | 146.500 -1.00 21.98 0 0 0| 0 0 0 0 440 Total 0 0 0| 0 5,819 0 0 Indicative a-t-m Vol 25.04 Underlying Price 300.100 Time to expiry: 204 Days Mar 11 5.000 5.250 -0.15 28.73 5.000 S 5.000 S 0 0 4| 0 10 0 0 240 9.500 9.750 -0.24 27.74 9.500 9.500 0 0 5| 0 5 0 0 260 16.500 -0.36 26.78 0 0 0| 0 64 0 0 280 25.250 -0.51 25.10 0 0 0| 0 8 0 0 300 37.250 -0.65 23.94 0 0 0| 0 4 0 0 320 53.000 52.250 -0.78 23.45 53.000 S 53.000 S 0 0 25| 0 9 0 0 340 69.750 -0.85 24.31 0 0 0| 0 0 0 0 360 Total 0 0 34| 0 100 0 0 Total Puts 0 0 62| 10 16,124 0 0 Grand Total 0 450,000 450,079| 1,065 39,699 +1,604 0 Equity Options 21:51 Business Day Thu 26 Aug 2010 Previous Business Day Wed 25 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 44.64 Underlying Price 302.000 Time to expiry: 22 Days Sep 10 104.500 0.94 116.22 0 0 0| 0 17 0 0 200 84.500 0.93 93.42 0 0 0| 0 0 0 0 220 64.500 0.91 72.66 0 0 0| 0 2,650 0 0 240 45.250 0.87 57.18 0 0 0| 0 26 0 0 260 28.750 0.74 52.13 0 0 0| 0 5,652 0 0 280 21.250 0.66 48.17 0 0 0| 0 0 0 0 290 14.750 0.55 45.20 0 0 0| 172 12,033 +2,000 0 300 9.500 0.43 42.40 0 0 0| 0 40 0 0 310 7.500 5.750 0.31 40.88 7.500 5.500 0 0 56| 25 21,186 +1,149 0 320 3.250 0.20 39.62 0 0 0| 0 9,682 +500 0 330 2.000 0.13 40.78 0 0 0| 0 8,677 0 0 340 1.500 0.10 44.44 0 0 0| 0 2,685 0 0 350 1.500 0.09 49.57 0 0 0| 0 15,849 -764 0 360 1.500 0.07 60.19 0 0 0| 0 14,945 0 0 380 1.000 0.05 65.59 0 0 0| 0 21,680 0 0 400 0.750 0.03 68.62 0 0 0| 0 1,256 0 0 420 0.500 0.03 73.38 0 0 0| 0 479 0 0 440 0.250 0.01 79.24 0 0 0| 0 990 0 0 480 Total 0 0 56| 197 117,847 +2,885 0 Indicative a-t-m Vol 46.50 Underlying Price 302.000 Time to expiry: 50 Days Oct 10 85.500 0.92 67.91 0 0 0| 0 0 0 0 220 67.500 0.87 62.82 0 0 0| 0 0 0 0 240 50.250 0.80 55.65 0 0 0| 0 0 0 0 260 34.750 0.69 50.85 0 0 0| 0 26 0 0 280 28.000 0.63 48.67 0 0 0| 0 0 0 0 290 22.250 0.55 47.03 0 0 0| 0 44 0 0 300 16.500 0.47 44.37 0 0 0| 0 1 0 0 310 12.000 0.39 42.56 0 0 0| 0 81 0 0 320 8.500 0.31 41.05 0 0 0| 0 60 0 0 330 5.750 0.24 39.71 0 0 0| 0 139 0 0 340 3.750 0.17 38.09 0 0 0| 0 33 0 0 350 3.500 2.250 0.12 37.43 3.500 3.500 0 0 40| 0 365 0 0 360 1.750 0.09 42.78 0 0 0| 0 0 0 0 380 1.250 0.06 46.44 0 0 0| 0 50 0 0 400 0.750 0.03 52.17 0 0 0| 0 0 0 0 440 Total 0 0 40| 0 799 0 0 Indicative a-t-m Vol 46.81 Underlying Price 302.000 Time to expiry: 85 Days Nov 10 55.500 0.76 55.18 0 0 0| 0 0 0 0 260 41.000 0.67 50.74 0 0 0| 0 0 0 0 280 34.250 0.62 48.69 0 0 0| 0 0 0 0 290 28.500 0.56 47.18 0 0 0| 0 0 0 0 300 23.000 0.50 45.33 0 0 0| 0 0 0 0 310 17.750 0.43 42.80 0 0 0| 0 0 0 0 320 Equity Options 21:51 Business Day Thu 26 Aug 2010 Previous Business Day Wed 25 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 | 13.750 0.37 41.53 0 0 0| 0 0 0 0 330 10.500 0.31 40.28 0 0 0| 0 0 0 0 340 5.750 0.20 38.80 0 0 0| 0 1,152 0 0 360 Total 0 0 0| 0 1,152 0 0 Indicative a-t-m Vol 47.64 Underlying Price 302.000 Time to expiry: 113 Days Dec 10 262.000 1.00 87.61 0 0 0| 0 0 0 0 40 254.000 1.00 85.17 0 0 0| 0 0 0 0 48 242.000 1.00 85.17 0 0 0| 0 0 0 0 60 222.250 1.00 84.21 0 0 0| 0 0 0 0 80 214.250 1.00 84.21 0 0 0| 0 0 0 0 88 206.250 1.00 82.75 0 0 0| 0 0 0 0 96 202.250 1.00 81.79 0 0 0| 0 25 0 0 100 182.750 0.99 81.02 0 0 0| 0 0 0 0 120 163.500 0.98 78.22 0 0 0| 0 0 0 0 140 144.250 0.96 73.85 0 0 0| 0 55 0 0 160 126.500 0.93 73.19 0 0 0| 0 275 0 0 180 108.500 0.90 68.09 0 0 0| 0 65 0 0 200 91.250 0.86 64.27 0 0 0| 0 64 0 0 220 75.250 0.81 60.38 0 0 0| 0 2,885 0 0 240 59.250 0.74 55.41 0 0 0| 520 1,262 +241 0 260 50.000 0.69 52.71 0 0 0| 0 8,202 0 0 273 45.500 0.66 52.00 0 0 0| 0 2,290 0 0 280 33.000 0.56 48.04 0 0 0| 0 4,831 0 0 300 26.250 0.50 45.64 0 0 0| 25 7,178 0 0 312 22.000 22.500 0.46 44.50 22.000 22.000 0 0 20| 0 8,456 0 0 320 14.000 14.250 0.35 41.45 14.000 S 14.000 S 0 0 4| 0 6,316 0 0 340 10.250 0.28 39.14 0 0 0| 3 16,506 -3 0 351 8.000 0.23 37.94 0 0 0| 23 11,466 0 0 360 4.000 0.14 35.35 0 0 0| 0 5,746 0 0 380 3.250 0.12 35.95 0 0 0| 0 30,254 0 0 390 0.500 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 24| 571 119,561 +238 0 Indicative a-t-m Vol 45.44 Underlying Price 302.000 Time to expiry: 204 Days Mar 11 113.000 0.87 63.04 0 0 0| 0 33 0 0 200 80.750 0.78 54.85 0 0 0| 0 129 0 0 240 53.000 0.65 48.64 0 0 0| 3 132 0 0 280 41.000 0.58 45.76 0 0 0| 0 0 0 0 300 30.250 0.49 42.64 0 0 0| 0 4,651 0 0 320 21.750 0.40 40.33 0 0 0| 0 0 0 0 340 16.000 15.000 0.31 38.12 16.000 15.500 0 0 100| 0 5,359 0 0 360 5.750 0.16 34.27 0 0 0| 0 583 0 0 400 2.500 0.08 33.82 0 0 0| 0 4,580 0 0 440 2.500 0.07 39.28 0 0 0| 0 529 0 0 480 Total 0 0 100| 3 15,996 0 0 Indicative a-t-m Vol 44.75 Underlying Price 302.000 Time to expiry: 295 Days Jun 11 Equity Options 21:51 Business Day Thu 26 Aug 2010 Previous Business Day Wed 25 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 | 115.750 0.86 58.56 0 0 0| 0 25 0 0 200 85.500 0.77 52.79 0 0 0| 0 12 0 0 240 59.250 0.65 47.52 0 0 0| 0 22 0 0 280 47.500 0.58 44.95 0 0 0| 0 0 0 0 300 37.500 0.51 42.93 0 0 0| 0 3,692 0 0 320 27.250 0.43 39.20 0 0 0| 0 25 0 0 340 21.500 0.36 38.89 0 0 0| 0 221 0 0 360 11.000 11.000 0.23 35.61 11.000 11.000 0 0 23| 0 3,318 0 0 400 2.750 0.08 33.44 0 0 0| 0 330 0 0 480 Total 0 0 23| 0 7,645 0 0 Indicative a-t-m Vol 42.37 Underlying Price 302.000 Time to expiry: 477 Days Dec 11 262.000 1.00 76.20 0 0 0| 0 0 0 0 40 254.000 1.00 75.34 0 0 0| 0 0 0 0 48 242.250 1.00 74.06 0 0 0| 0 0 0 0 60 222.500 0.99 72.13 0 0 0| 0 0 0 0 80 215.000 0.99 71.27 0 0 0| 0 0 0 0 88 207.500 0.98 69.88 0 0 0| 0 0 0 0 96 186.250 0.96 67.03 0 0 0| 0 0 0 0 120 169.250 0.93 64.33 0 0 0| 0 0 0 0 140 153.250 0.90 61.62 0 0 0| 0 0 0 0 160 137.750 0.87 59.18 0 0 0| 0 0 0 0 180 121.250 0.84 54.86 0 0 0| 0 0 0 0 200 92.000 0.75 48.74 0 0 0| 0 0 0 0 240 68.250 0.65 45.20 0 0 0| 0 0 0 0 280 45.500 0.53 40.06 0 0 0| 0 6,351 0 0 320 36.250 0.47 37.99 0 0 0| 0 2,762 0 0 340 29.000 0.41 36.69 0 0 0| 0 4,500 0 0 360 17.250 0.29 34.09 0 0 0| 0 10,005 0 0 400 5.500 0.12 31.00 0 0 0| 0 12 0 0 480 Total 0 0 0| 0 23,630 0 0 Indicative a-t-m Vol 48.03 Underlying Price 302.000 Time to expiry: 659 Days Jun 12 130.500 0.82 57.64 0 0 0| 0 0 0 0 200 107.500 0.75 55.24 0 0 0| 0 0 0 0 240 83.250 0.67 50.02 0 0 0| 0 0 0 0 280 63.500 0.58 46.40 0 0 0| 0 0 0 0 320 47.000 0.49 43.49 0 0 0| 0 0 0 0 360 34.500 0.40 41.50 0 0 0| 0 0 0 0 400 Total 0 0 0| 0 0 0 0 Indicative a-t-m Vol 47.48 Underlying Price 302.000 Time to expiry: 848 Days Dec 12 133.500 0.82 54.66 0 0 0| 0 0 0 0 200 113.500 0.75 53.83 0 0 0| 0 0 0 0 240 91.750 0.68 50.08 0 0 0| 0 0 0 0 280 70.250 0.60 45.35 0 0 0| 0 0 0 0 320 53.000 0.51 42.09 0 0 0| 0 0 0 0 360 37.750 0.42 38.69 0 0 0| 0 0 0 0 400 Equity Options 21:51 Business Day Thu 26 Aug 2010 Previous Business Day Wed 25 Aug 2010 Page 36 Calls | Block | Opening Settle Delta Vola- Daily Trade Bclear Total | Official **Open Change Exer- Exer Trans Price tility High Low Volume Volume*** Volume | Volume Int cises Price | 12.250 0.20 29.84 0 0 0| 0 15 0 0 480 Total 0 0 0| 0 15 0 0 Total Calls 0 0 243| 771 286,645 +3,123 0 | Equity Options 21:51 Business Day Thu 26 Aug 2010 Previous Business Day Wed 25 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 | Barclays plc - STND OPT (BBL) Indicative a-t-m Vol 44.64 Underlying Price 302.000 Time to expiry: 22 Days Sep 10 2.500 -0.06 116.03 0 0 0| 5 4,750 +5 0 200 2.500 -0.07 93.22 0 0 0| 0 7 0 0 220 2.500 -0.09 72.44 0 0 0| 0 7,194 0 0 240 3.000 -0.13 56.93 0 0 0| 0 1,146 0 0 260 6.500 -0.26 51.81 0 0 0| 16 27,745 +180 0 280 8.750 -0.34 46.88 0 0 0| 0 0 0 0 290 12.500 -0.45 45.20 0 0 0| 544 20,536 +371 0 300 17.250 -0.58 42.40 0 0 0| 0 4,065 0 0 310 23.500 -0.70 40.68 0 0 0| 0 24,595 0 0 320 31.000 -0.80 39.32 0 0 0| 2 9,285 0 0 330 40.000 -0.87 40.78 0 0 0| 10 5,260 0 0 340 49.500 -0.90 44.44 0 0 0| 0 34 0 0 350 59.250 -0.91 49.57 0 0 0| 0 3,069 0 0 360 79.250 -0.93 60.19 0 0 0| 0 2,035 0 0 380 99.000 -0.95 65.59 0 0 0| 0 27,904 -168 168 400 118.500 -0.97 68.62 0 0 0| 0 0 0 0 420 138.500 -0.98 73.38 0 0 0| 0 50 0 0 440 178.250 -0.99 78.88 0 0 0| 0 39 0 0 480 Total 0 0 0| 577 137,714 +388 168 Indicative a-t-m Vol 46.27 Underlying Price 302.000 Time to expiry: 50 Days Oct 10 3.250 -0.08 67.76 0 0 0| 0 5 0 0 220 5.250 -0.13 62.65 0 0 0| 50 84 +50 0 240 8.000 -0.20 55.65 0 0 0| 3 3,075 +3 0 260 12.500 12.500 -0.31 50.85 12.500 12.250 0 0 13| 75 3,376 +1,075 0 280 15.250 15.750 -0.37 48.67 15.250 15.250 0 0 2| 0 0 0 0 290 20.000 -0.45 46.82 0 0 0| 3 673 0 0 300 24.250 -0.53 44.05 0 0 0| 0 0 0 0 310 29.750 -0.61 42.29 0 0 0| 26 190 0 0 320 36.250 -0.69 41.05 0 0 0| 0 25 0 0 330 43.500 -0.77 39.50 0 0 0| 0 35 0 0 340 51.500 -0.83 38.09 0 0 0| 0 0 0 0 350 60.000 -0.88 37.27 0 0 0| 0 0 0 0 360 79.500 -0.91 42.78 0 0 0| 0 0 0 0 380 99.000 -0.94 46.44 0 0 0| 0 0 0 0 400 138.500 -0.97 52.17 0 0 0| 0 0 0 0 440 Total 0 0 15| 157 7,463 +1,128 0 Indicative a-t-m Vol 46.49 Underlying Price 302.000 Time to expiry: 85 Days Nov 10 13.000 13.500 -0.25 55.18 13.000 13.000 0 0 1| 50 50 +50 0 260 19.000 -0.34 50.56 0 0 0| 7 44 +7 0 280 22.500 -0.39 48.72 0 0 0| 0 0 0 0 290 26.500 -0.45 47.03 0 0 0| 0 10 0 0 300 30.750 -0.51 44.33 0 0 0| 0 0 0 0 310 36.000 -0.57 42.84 0 0 0| 0 0 0 0 320 42.000 -0.64 41.53 0 0 0| 0 0 0 0 330 Equity Options 21:51 Business Day Thu 26 Aug 2010 Previous Business Day Wed 25 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 | 48.500 -0.70 40.09 0 0 0| 0 0 0 0 340 64.000 -0.80 38.66 0 0 0| 0 0 0 0 360 Total 0 0 1| 57 104 +57 0 Indicative a-t-m Vol 47.64 Underlying Price 302.000 Time to expiry: 113 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 -0.02 78.22 0 0 0| 0 2,174 0 0 140 2.500 -0.04 73.85 0 0 0| 0 4,771 0 0 160 4.500 -0.07 73.19 0 0 0| 0 7,037 0 0 180 6.500 -0.10 68.09 0 0 0| 0 4,589 0 0 200 9.500 -0.14 64.27 0 0 0| 0 815 0 0 220 13.500 13.500 -0.20 60.38 13.500 13.500 0 0 30| 0 6,359 0 0 240 17.500 -0.26 55.41 0 0 0| 0 1,305 0 0 260 21.250 -0.31 52.71 0 0 0| 13 8,947 0 0 273 23.000 23.750 -0.34 52.00 23.000 S 23.000 S 0 0 4| 0 16,475 0 0 280 31.500 31.250 -0.44 48.04 31.500 31.500 0 0 4| 0 19,383 0 0 300 37.750 36.500 -0.50 45.64 37.750 37.750 0 0 5| 10 20,850 +10 0 312 40.750 -0.55 44.50 0 0 0| 0 22,120 +1,000 0 320 52.500 -0.66 41.45 0 0 0| 0 7,402 0 0 340 59.500 -0.72 39.14 0 0 0| 0 3,219 0 0 351 66.250 -0.77 37.94 0 0 0| 0 2,085 0 0 360 82.250 -0.86 35.35 0 0 0| 0 508 0 0 380 91.500 -0.88 35.95 0 0 0| 0 8,138 0 0 390 165.750 -0.98 36.37 0 0 0| 0 52 0 0 467 179.500 -0.96 45.30 0 0 0| 0 107 0 0 480 Total 0 0 43| 23 136,725 +1,010 0 Indicative a-t-m Vol 45.44 Underlying Price 302.000 Time to expiry: 204 Days Mar 11 12.250 -0.14 62.90 0 0 0| 0 252 0 0 200 20.250 -0.23 54.85 0 0 0| 3 1,291 0 0 240 32.500 -0.36 48.50 0 0 0| 0 1,749 0 0 280 40.750 -0.43 45.76 0 0 0| 0 25 0 0 300 48.750 50.000 -0.52 42.62 48.750 48.750 0 0 1| 0 6,658 0 0 320 57.750 61.500 -0.61 40.25 57.750 57.750 0 0 1| 0 0 0 0 340 74.750 -0.69 38.14 0 0 0| 0 384 0 0 360 105.750 -0.84 34.28 0 0 0| 0 75 0 0 400 142.250 -0.92 33.46 0 0 0| 0 25 0 0 440 182.000 -0.93 38.95 0 0 0| 0 50 0 0 480 Total 0 0 2| 3 10,509 0 0 Indicative a-t-m Vol 44.75 Underlying Price 302.000 Time to expiry: 295 Days Jun 11 16.250 -0.15 58.56 0 0 0| 0 2,347 0 0 200 Equity Options 21:51 Business Day Thu 26 Aug 2010 Previous Business Day Wed 25 Aug 2010 Page 39 Puts | Block | Opening Settle Delta Vola- Daily Trade Bclear Total | Official **Open Change Exer- Exer Trans Price tility High Low Volume Volume*** Volume | Volume Int cises Price | 26.250 -0.24 52.79 0 0 0| 0 4,047 0 0 240 40.000 -0.36 47.52 0 0 0| 0 27 0 0 280 48.250 -0.42 44.95 0 0 0| 0 79 0 0 300 58.250 -0.49 42.93 0 0 0| 0 3,074 0 0 320 67.750 -0.57 39.20 0 0 0| 0 25 0 0 340 82.000 -0.64 38.89 0 0 0| 0 35 0 0 360 111.250 -0.77 35.61 0 0 0| 0 25 0 0 400 182.500 -0.93 32.60 0 0 0| 0 25 0 0 480 Total 0 0 0| 0 9,684 0 0 Indicative a-t-m Vol 42.37 Underlying Price 302.000 Time to expiry: 477 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 2.750 -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 -0.03 69.88 0 0 0| 0 0 0 0 96 7.750 -0.06 67.03 0 0 0| 0 0 0 0 120 11.250 -0.08 64.33 0 0 0| 0 0 0 0 140 15.250 -0.11 61.62 0 0 0| 0 0 0 0 160 20.000 -0.14 59.18 0 0 0| 0 356 0 0 180 23.250 -0.17 54.86 0 0 0| 0 124 0 0 200 34.000 -0.25 48.74 0 0 0| 0 739 0 0 240 47.500 49.750 -0.35 45.20 47.500 47.500 0 0 5| 0 0 0 0 280 66.750 -0.47 40.06 0 0 0| 0 7,124 +762 0 320 77.500 -0.53 37.99 0 0 0| 0 4,500 0 0 340 90.000 -0.59 36.69 0 0 0| 0 4,500 0 0 360 117.750 -0.71 34.09 0 0 0| 0 0 0 0 400 185.000 -0.88 31.00 0 0 0| 0 0 0 0 480 Total 0 0 5| 0 17,343 +762 0 Indicative a-t-m Vol 48.03 Underlying Price 302.000 Time to expiry: 659 Days Jun 12 35.000 -0.18 57.64 0 0 0| 0 0 0 0 200 51.500 -0.26 55.24 0 0 0| 0 0 0 0 240 66.750 -0.34 50.02 0 0 0| 0 0 0 0 280 86.250 -0.42 46.40 0 0 0| 0 0 0 0 320 109.250 -0.52 43.49 0 0 0| 0 0 0 0 360 136.000 -0.60 41.50 0 0 0| 0 0 0 0 400 Total 0 0 0| 0 0 0 0 Indicative a-t-m Vol 47.48 Underlying Price 302.000 Time to expiry: 848 Days Dec 12 39.000 -0.19 54.66 0 0 0| 0 10 0 0 200 58.000 -0.25 53.83 0 0 0| 0 0 0 0 240 75.500 -0.32 50.08 0 0 0| 0 0 0 0 280 93.000 -0.41 45.35 0 0 0| 0 310 0 0 320 114.750 -0.49 42.09 0 0 0| 0 0 0 0 360 138.500 -0.58 38.69 0 0 0| 0 12 0 0 400 191.000 -0.80 29.84 0 0 0| 0 0 0 0 480 Total 0 0 0| 0 332 0 0 Equity Options 21:51 Business Day Thu 26 Aug 2010 Previous Business Day Wed 25 Aug 2010 Page 40 Puts | Block | Opening Settle Delta Vola- Daily Trade Bclear Total | Official **Open Change Exer- Exer Trans Price tility High Low Volume Volume*** Volume | Volume Int cises Price | Total Puts 0 0 66| 817 319,874 +3,345 168 Grand Total 0 1,190,000 1,190,30| 1,588 606,519 +6,468 168 Equity Options 21:51 Business Day Thu 26 Aug 2010 Previous Business Day Wed 25 Aug 2010 Page 41 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 41.71 Underlying Price 1052.000 Time to expiry: 22 Days Sep 10 215.500 0.95 56.29 0 0 0| 0 0 0 0 840 175.500 0.94 47.21 0 0 0| 0 0 0 0 880 137.000 0.91 41.50 0 0 0| 0 0 0 0 920 103.000 0.83 41.22 0 0 0| 12 6 -6 0 960 87.000 0.77 40.37 0 0 0| 0 0 0 0 980 73.000 0.71 40.38 0 0 0| 0 66 0 0 1000 45.000 45.000 0.53 41.54 45.000 45.000 0 0 100| 10 82 0 0 1050 30.000 29.000 0.37 45.69 30.000 30.000 0 0 1| 21 2,733 +7 0 1100 20.500 21.000 0.27 51.70 21.000 20.000 0 0 195| 229 1,262 -40 0 1150 14.000 14.500 0.19 55.11 14.000 14.000 0 0 5| 0 519 0 0 1200 10.000 0.14 58.87 0 0 0| 0 181 0 0 1250 7.500 7.000 0.10 61.80 7.500 7.500 0 0 15| 0 2,445 0 0 1300 3.000 0.05 64.54 0 0 0| 0 719 0 0 1400 1.000 1.000 0.02 65.48 1.000 1.000 0 0 25| 15 16 +15 0 1500 Total 0 0 341| 287 8,029 -24 0 Indicative a-t-m Vol 39.82 Underlying Price 1052.000 Time to expiry: 50 Days Oct 10 147.000 0.84 39.37 0 0 0| 0 0 0 0 920 116.000 0.76 38.92 0 0 0| 0 0 0 0 960 102.000 0.72 38.54 0 0 0| 0 0 0 0 980 89.500 0.67 38.73 0 0 0| 0 25 0 0 1000 63.500 0.54 39.77 0 0 0| 0 51 0 0 1050 45.000 45.000 0.42 40.93 45.000 45.000 0 0 27| 0 24 0 0 1100 32.000 0.32 42.69 0 0 0| 0 17 0 0 1150 22.500 0.24 44.31 0 0 0| 45 184 +6 0 1200 15.500 0.18 45.26 0 0 0| 0 75 0 0 1250 13.000 11.000 0.13 46.27 13.000 12.500 0 0 25| 0 272 0 0 1300 9.500 0.11 49.98 0 0 0| 0 17 0 0 1350 Total 0 0 52| 45 665 +6 0 Indicative a-t-m Vol 38.53 Underlying Price 1052.000 Time to expiry: 85 Days Nov 10 159.000 0.79 38.86 0 0 0| 0 0 0 0 920 130.000 0.73 37.99 0 0 0| 0 0 0 0 960 105.500 0.65 38.11 0 0 0| 0 0 0 0 1000 80.000 0.54 38.50 0 0 0| 0 0 0 0 1050 61.000 0.45 39.37 0 0 0| 0 0 0 0 1100 47.000 0.37 40.66 0 0 0| 0 1 0 0 1150 36.000 0.29 41.80 0 0 0| 0 0 0 0 1200 21.000 20.500 0.18 43.33 21.000 21.000 0 0 71| 179 189 +174 0 1300 Total 0 0 71| 179 190 +174 0 Indicative a-t-m Vol 37.80 Underlying Price 1052.000 Time to expiry: 113 Days Dec 10 230.500 0.87 39.81 0 0 0| 0 4 0 0 840 197.000 0.83 38.60 0 0 0| 10 14 +10 0 880 166.500 0.77 37.86 0 0 0| 0 16 0 0 920 Equity Options 21:51 Business Day Thu 26 Aug 2010 Previous Business Day Wed 25 Aug 2010 Page 42 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 | 139.000 0.71 37.40 0 0 0| 0 29 0 0 960 115.500 0.64 37.52 0 0 0| 17 37 +17 0 1000 70.000 0.46 38.06 0 0 0| 13 784 +13 0 1100 44.500 41.000 0.31 38.79 45.000 44.000 0 0 303| 32 4,335 +32 0 1200 26.500 26.000 0.21 40.82 26.500 26.500 0 0 12| 0 273 0 0 1300 16.000 15.000 0.13 41.37 16.000 16.000 0 0 1| 0 165 0 0 1400 Total 0 0 316| 72 5,657 +72 0 Indicative a-t-m Vol 35.60 Underlying Price 1052.000 Time to expiry: 204 Days Mar 11 211.500 0.80 34.82 0 0 0| 12 70 +6 0 880 161.000 0.69 35.41 0 0 0| 0 35 0 0 960 139.000 0.63 35.65 0 0 0| 0 48 0 0 1000 93.500 0.49 35.55 0 0 0| 0 63 0 0 1100 60.000 0.36 35.27 0 0 0| 0 62 0 0 1200 23.500 24.500 0.18 35.73 26.000 23.500 0 0 51| 77 154 +40 0 1400 Total 0 0 51| 89 432 +46 0 Total Calls 0 0 831| 672 14,973 +274 0 | Equity Options 21:51 Business Day Thu 26 Aug 2010 Previous Business Day Wed 25 Aug 2010 Page 43 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 41.35 Underlying Price 1052.000 Time to expiry: 22 Days Sep 10 2.500 -0.04 53.54 0 0 0| 0 8 0 0 840 2.500 -0.05 44.44 0 0 0| 0 49 0 0 880 3.500 4.500 -0.09 41.16 3.500 3.500 0 0 160| 25 371 0 0 920 8.500 10.500 -0.17 41.03 8.500 8.500 0 0 1| 0 792 0 0 960 15.500 -0.23 41.20 0 0 0| 138 1,405 +125 0 980 19.000 20.500 -0.29 40.52 22.000 17.000 0 0 249| 0 1,694 0 0 1000 42.000 42.000 -0.47 41.19 42.000 38.000 0 0 27| 64 954 +28 0 1050 76.000 -0.63 45.33 0 0 0| 5 6,106 +5 0 1100 116.500 -0.74 49.10 0 0 0| 0 10 0 0 1150 167.000 159.500 -0.83 52.04 167.000 S 167.000 S 0 0 2| 0 492 0 0 1200 205.500 -0.88 54.75 0 0 0| 0 0 0 0 1250 252.500 -0.92 56.63 0 0 0| 0 30 0 0 1300 349.000 -0.97 57.05 0 0 0| 0 0 0 0 1400 448.000 -1.00 52.08 0 0 0| 0 0 0 0 1500 Total 0 0 439| 232 11,911 +158 0 Indicative a-t-m Vol 39.90 Underlying Price 1052.000 Time to expiry: 50 Days Oct 10 13.500 -0.16 38.87 0 0 0| 0 56 0 0 920 23.000 -0.24 38.76 0 0 0| 4 17 0 0 960 29.500 -0.29 38.78 0 0 0| 0 31 0 0 980 37.000 -0.33 39.04 0 0 0| 0 66 0 0 1000 61.000 -0.46 39.85 0 0 0| 0 179 0 0 1050 92.000 -0.58 41.06 0 0 0| 0 33 0 0 1100 129.000 -0.68 42.71 0 0 0| 0 0 0 0 1150 164.500 -0.79 39.66 0 0 0| 0 15 0 0 1200 207.500 -0.86 39.54 0 0 0| 0 0 0 0 1250 258.000 -0.87 46.11 0 0 0| 24 24 +24 0 1300 308.000 -0.89 51.50 0 0 0| 0 0 0 0 1350 Total 0 0 0| 28 421 +24 0 Indicative a-t-m Vol 38.34 Underlying Price 1052.000 Time to expiry: 85 Days Nov 10 23.000 -0.20 37.16 0 0 0| 0 0 0 0 920 36.500 -0.28 38.00 0 0 0| 0 0 0 0 960 51.500 -0.35 37.91 0 0 0| 0 0 0 0 1000 76.000 -0.46 38.30 0 0 0| 0 0 0 0 1050 107.500 -0.55 39.43 0 0 0| 0 0 0 0 1100 142.500 -0.64 40.33 0 0 0| 0 0 0 0 1150 183.000 -0.70 42.29 0 0 0| 0 0 0 0 1200 264.000 -0.83 41.10 0 0 0| 0 0 0 0 1300 Total 0 0 0| 0 0 0 0 Indicative a-t-m Vol 37.61 Underlying Price 1052.000 Time to expiry: 113 Days Dec 10 14.000 13.500 -0.12 37.27 14.000 14.000 0 0 15| 0 58 0 0 840 21.500 -0.17 37.40 0 0 0| 0 1,515 0 0 880 31.500 -0.22 37.22 0 0 0| 0 135 0 0 920 45.000 -0.29 37.38 0 0 0| 0 1,401 0 0 960 Equity Options 21:51 Business Day Thu 26 Aug 2010 Previous Business Day Wed 25 Aug 2010 Page 44 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 | 61.000 -0.36 37.42 0 0 0| 12 2,416 +12 0 1000 115.000 -0.54 37.78 0 0 0| 0 403 0 0 1100 187.000 185.000 -0.69 38.06 187.000 S 187.000 S 0 0 2| 0 50 0 0 1200 267.000 -0.81 38.19 0 0 0| 0 0 0 0 1300 357.000 -0.89 38.08 0 0 0| 0 0 0 0 1400 Total 0 0 17| 12 5,978 +12 0 Indicative a-t-m Vol 35.31 Underlying Price 1052.000 Time to expiry: 204 Days Mar 11 38.500 38.000 -0.21 35.74 39.000 38.500 0 0 6| 0 75 0 0 880 65.000 -0.31 35.44 0 0 0| 0 18 0 0 960 82.500 -0.37 35.43 0 0 0| 0 33 0 0 1000 139.500 136.000 -0.51 35.21 139.500 139.500 0 0 20| 0 189 0 0 1100 204.000 -0.64 35.24 0 0 0| 0 106 0 0 1200 364.500 368.000 -0.83 35.60 364.500 364.500 0 0 20| 0 41 0 0 1400 Total 0 0 46| 0 462 0 0 Total Puts 0 0 502| 272 18,772 +194 0 Grand Total 0 480,000 481,333| 944 33,745 +468 0 Equity Options 21:51 Business Day Thu 26 Aug 2010 Previous Business Day Wed 25 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 | BHP Billiton plc - STND OPT (BLT) Indicative a-t-m Vol 32.17 Underlying Price 1802.500 Time to expiry: 22 Days Sep 10 403.000 0.99 49.65 0 0 0| 0 0 0 0 1400 304.500 0.98 45.50 0 0 0| 0 3 0 0 1500 208.500 0.92 41.72 0 0 0| 2 70 0 0 1600 164.000 0.86 40.27 0 0 0| 0 9 0 0 1650 120.000 0.78 36.49 0 0 0| 0 32 0 0 1700 80.000 0.67 32.85 0 0 0| 0 39 0 0 1750 51.000 0.51 32.24 0 0 0| 6 913 -5 0 1800 29.500 0.35 31.21 0 0 0| 25 57 +5 0 1850 16.000 0.22 31.01 0 0 0| 7 1,690 -6 0 1900 8.500 0.13 31.12 0 0 0| 12 735 +10 0 1950 4.000 3.500 0.06 30.24 4.000 S 4.000 S 0 0 1| 2 1,677 0 0 2000 1.000 0.02 31.42 0 0 0| 2 1,124 -2 0 2100 0.500 0.01 33.30 0 0 0| 12 2,512 -12 0 2200 CAB 0.00 41.48 0 0 0| 0 644 0 0 2400 CAB 0.00 47.50 0 0 0| 0 35 0 0 2600 CAB 0.00 52.38 0 0 0| 0 102 0 0 2800 Total 0 0 1| 68 9,642 -10 0 Indicative a-t-m Vol 33.99 Underlying Price 1802.500 Time to expiry: 50 Days Oct 10 307.500 0.94 42.39 0 0 0| 0 0 0 0 1500 218.000 0.84 39.73 0 0 0| 0 5 0 0 1600 140.000 0.68 36.61 0 0 0| 0 0 0 0 1700 107.000 0.59 35.09 0 0 0| 0 5 0 0 1750 81.500 79.500 0.49 34.04 81.500 S 81.500 S 0 0 1| 11 10 +4 0 1800 57.500 0.40 33.19 0 0 0| 56 46 +28 0 1850 41.000 0.31 32.78 0 0 0| 7 1,834 +1 0 1900 27.000 28.000 0.24 32.34 28.000 S 27.000 0 0 6| 0 23 0 0 1950 19.500 19.000 0.18 32.18 19.500 S 17.500 S 0 0 131| 1 570 +120 0 2000 7.000 0.08 30.82 0 0 0| 13 45 0 0 2100 3.500 2.500 0.03 30.45 3.500 S 3.500 S 0 0 4| 0 171 0 0 2200 0.500 0.00 30.27 0 0 0| 0 3 0 0 2400 Total 0 0 142| 88 2,712 +153 0 Indicative a-t-m Vol 35.24 Underlying Price 1802.500 Time to expiry: 85 Days Nov 10 318.000 0.86 41.97 0 0 0| 0 0 0 0 1500 236.500 0.76 39.30 0 0 0| 0 0 0 0 1600 168.000 0.64 37.41 0 0 0| 0 0 0 0 1700 137.500 0.57 36.20 0 0 0| 0 0 0 0 1750 110.000 111.000 0.50 35.28 110.000 110.000 0 0 1| 0 0 0 0 1800 88.500 0.44 34.57 0 0 0| 0 0 0 0 1850 68.500 0.37 33.91 0 0 0| 0 250 +250 0 1900 40.500 0.26 32.98 0 0 0| 0 0 0 0 2000 11.000 0.09 31.53 0 0 0| 0 0 0 0 2200 Total 0 0 1| 0 250 +250 0 Indicative a-t-m Vol 35.37 Underlying Price 1802.500 Time to expiry: 113 Days Dec 10 Equity Options 21:51 Business Day Thu 26 Aug 2010 Previous Business Day Wed 25 Aug 2010 Page 46 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 | 1162.500 1.00 82.71 0 0 0| 0 0 0 0 640 1082.500 1.00 79.15 0 0 0| 0 0 0 0 720 1002.500 1.00 75.95 0 0 0| 0 0 0 0 800 922.500 1.00 69.55 0 0 0| 0 0 0 0 880 843.000 1.00 65.74 0 0 0| 0 0 0 0 960 803.000 1.00 62.86 0 0 0| 0 0 0 0 1000 603.500 0.99 47.43 0 0 0| 0 0 0 0 1200 413.500 0.90 43.49 0 0 0| 0 62 0 0 1400 252.500 0.73 39.11 0 0 0| 0 305 0 0 1600 186.500 0.63 37.36 0 0 0| 5 305 -5 0 1700 130.500 0.52 35.40 0 0 0| 0 195 0 0 1800 87.500 0.40 34.20 0 0 0| 1 2,255 +1 0 1900 52.500 56.000 0.30 33.34 52.500 52.500 0 0 10| 2 2,471 +2 0 2000 20.000 0.14 32.14 0 0 0| 2 2,575 0 0 2200 5.500 0.05 30.62 0 0 0| 0 771 0 0 2400 1.500 0.02 30.38 0 0 0| 0 70 0 0 2600 CAB 0.00 28.34 0 0 0| 0 791 0 0 2800 Total 0 0 10| 10 9,800 -2 0 Indicative a-t-m Vol 35.23 Underlying Price 1802.500 Time to expiry: 204 Days Mar 11 436.000 0.83 41.93 0 0 0| 0 6 0 0 1400 288.000 0.70 38.20 0 0 0| 0 10 0 0 1600 225.000 0.62 36.61 0 0 0| 0 0 0 0 1700 166.000 171.500 0.53 35.27 176.000 164.500 0 0 44| 19 49 -3 0 1800 123.500 127.000 0.45 34.22 129.000 122.000 0 0 60| 0 446 0 0 1900 91.500 0.36 33.27 0 0 0| 0 320 0 0 2000 45.000 0.21 32.04 0 0 0| 0 472 0 0 2200 19.500 0.11 30.86 0 0 0| 0 106 0 0 2400 8.000 0.05 30.15 0 0 0| 0 37 0 0 2600 2.500 0.02 28.87 0 0 0| 0 261 0 0 2800 Total 0 0 104| 19 1,707 -3 0 Indicative a-t-m Vol 35.30 Underlying Price 1802.500 Time to expiry: 295 Days Jun 11 804.000 0.99 49.94 0 0 0| 0 0 0 0 1000 618.500 0.90 44.79 0 0 0| 0 45 0 0 1200 455.000 0.81 41.07 0 0 0| 0 36 0 0 1400 316.000 0.68 37.98 0 0 0| 0 10 0 0 1600 256.000 0.61 36.49 0 0 0| 0 0 0 0 1700 204.000 0.54 35.33 0 0 0| 0 429 0 0 1800 160.500 0.47 34.41 0 0 0| 0 29 0 0 1900 124.500 0.39 33.64 0 0 0| 0 73 0 0 2000 70.000 0.26 32.21 0 0 0| 5 5 -3 0 2200 39.000 0.17 31.36 0 0 0| 0 25 0 0 2400 10.000 0.05 29.94 0 0 0| 0 50 0 0 2800 Total 0 0 0| 5 702 -3 0 Indicative a-t-m Vol 42.48 Underlying Price 1802.500 Time to expiry: 477 Days Dec 11 855.000 0.93 53.47 0 0 0| 0 0 0 0 960 Equity Options 21:51 Business Day Thu 26 Aug 2010 Previous Business Day Wed 25 Aug 2010 Page 47 Calls | Block | Opening Settle Delta Vola- Daily Trade Bclear Total | Official **Open Change Exer- Exer Trans Price tility High Low Volume Volume*** Volume | Volume Int cises Price | 816.500 0.92 51.00 0 0 0| 0 0 0 0 1000 641.500 0.86 44.46 0 0 0| 0 0 0 0 1200 504.000 0.77 43.35 0 0 0| 0 0 0 0 1400 388.500 0.67 42.00 0 0 0| 0 0 0 0 1600 307.000 0.57 42.50 0 0 0| 0 0 0 0 1800 229.000 0.48 41.17 0 0 0| 0 0 0 0 2000 125.500 0.31 39.64 0 0 0| 0 0 0 0 2400 67.000 0.19 38.59 0 0 0| 0 0 0 0 2800 Total 0 0 0| 0 0 0 0 Indicative a-t-m Vol 41.64 Underlying Price 1802.500 Time to expiry: 659 Days Jun 12 422.500 0.67 41.50 0 0 0| 0 0 0 0 1600 343.000 0.59 41.65 0 0 0| 0 0 0 0 1800 274.500 0.51 41.19 0 0 0| 0 0 0 0 2000 178.000 0.37 40.92 0 0 0| 0 0 0 0 2400 Total 0 0 0| 0 0 0 0 Indicative a-t-m Vol 42.01 Underlying Price 1802.500 Time to expiry: 848 Days Dec 12 518.000 0.76 37.93 0 0 0| 0 0 0 0 1400 447.000 0.67 41.00 0 0 0| 0 0 0 0 1600 380.500 0.60 42.00 0 0 0| 0 0 0 0 1800 327.500 0.54 42.82 0 0 0| 0 0 0 0 2000 228.000 0.42 42.31 0 0 0| 0 0 0 0 2400 165.500 0.33 42.42 0 0 0| 0 0 0 0 2800 Total 0 0 0| 0 0 0 0 Total Calls 0 0 258| 190 24,813 +385 0 | Equity Options 21:51 Business Day Thu 26 Aug 2010 Previous Business Day Wed 25 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 | BHP Billiton plc - STND OPT (BLT) Indicative a-t-m Vol 32.57 Underlying Price 1802.500 Time to expiry: 22 Days Sep 10 2.500 -0.03 51.00 0 0 0| 0 76 0 0 1400 6.500 5.000 -0.06 44.41 6.500 6.500 0 0 5| 23 154 0 0 1500 15.500 13.500 -0.14 40.10 15.500 12.000 0 0 12| 0 1,698 0 0 1600 19.500 20.000 -0.20 37.32 19.500 19.500 0 0 17| 1 39 +1 0 1650 34.500 31.500 -0.30 35.63 34.500 34.500 0 0 6| 47 2,127 -25 0 1700 54.000 47.500 -0.42 33.52 56.000 54.000 0 0 65| 8 479 -3 0 1750 72.000 -0.55 32.63 0 0 0| 2 2,104 -60 0 1800 102.500 -0.69 31.64 0 0 0| 5 61 +2 0 1850 140.000 -0.80 30.91 0 0 0| 0 1,827 0 0 1900 184.000 -0.87 31.78 0 0 0| 0 967 0 0 1950 228.500 -0.94 29.99 0 0 0| 2 2,686 -2 0 2000 326.500 -0.98 33.48 0 0 0| 1 46 -1 0 2100 426.000 -0.99 38.38 0 0 0| 0 583 0 0 2200 625.500 -1.00 45.87 0 0 0| 0 166 0 0 2400 826.000 -0.99 61.74 0 0 0| 0 6 0 0 2600 1025.500 -0.99 69.61 0 0 0| 0 11 0 0 2800 Total 0 0 105| 89 13,030 -88 0 Indicative a-t-m Vol 34.20 Underlying Price 1802.500 Time to expiry: 50 Days Oct 10 19.500 -0.13 42.67 0 0 0| 0 0 0 0 1500 35.000 36.000 -0.22 39.80 35.000 33.500 S 0 0 132| 9 374 +120 0 1600 62.000 -0.35 36.75 0 0 0| 2 1,034 +102 0 1700 80.500 -0.43 35.31 0 0 0| 0 11 0 0 1750 106.500 104.000 -0.52 34.24 106.500 S 106.500 S 0 0 1| 0 89 0 0 1800 132.500 -0.60 33.46 0 0 0| 0 36 0 0 1850 165.000 -0.69 32.70 0 0 0| 2 26 +2 0 1900 208.500 201.500 -0.77 31.97 208.500 208.500 0 0 6| 0 255 0 0 1950 253.000 241.500 -0.84 31.11 253.000 253.000 0 0 6| 0 14 0 0 2000 331.500 -0.92 30.69 0 0 0| 1 23 +1 0 2100 427.000 -0.97 29.92 0 0 0| 0 6 0 0 2200 626.000 -0.99 36.32 0 0 0| 0 8 0 0 2400 Total 0 0 145| 14 1,876 +225 0 Indicative a-t-m Vol 35.24 Underlying Price 1802.500 Time to expiry: 85 Days Nov 10 38.000 -0.18 42.22 0 0 0| 0 0 0 0 1500 63.000 59.000 -0.26 39.46 63.000 61.000 0 0 11| 2 3 +2 0 1600 95.000 91.000 -0.37 37.36 95.000 95.000 0 0 25| 0 2 0 0 1700 110.500 -0.43 36.14 0 0 0| 0 3 0 0 1750 135.000 134.000 -0.50 35.28 135.000 135.000 0 0 3| 0 19 0 0 1800 161.500 -0.56 34.64 0 0 0| 0 0 0 0 1850 192.000 -0.63 33.99 0 0 0| 0 5 0 0 1900 262.500 -0.75 32.60 0 0 0| 0 0 0 0 2000 434.000 -0.91 31.36 0 0 0| 0 0 0 0 2200 Total 0 0 39| 2 32 +2 0 Indicative a-t-m Vol 35.35 Underlying Price 1802.500 Time to expiry: 113 Days Dec 10 Equity Options 21:51 Business Day Thu 26 Aug 2010 Previous Business Day Wed 25 Aug 2010 Page 49 Puts | Block | Opening Settle Delta Vola- Daily Trade Bclear Total | Official **Open Change Exer- Exer Trans Price tility High Low Volume Volume*** Volume | Volume Int cises Price | 0.500 0.00 67.53 0 0 0| 0 7 0 0 640 1.000 0.00 67.37 0 0 0| 0 20 0 0 720 2.000 -0.01 65.70 0 0 0| 0 11 0 0 800 3.500 -0.01 63.24 0 0 0| 0 25 0 0 880 6.000 -0.02 60.96 0 0 0| 0 79 0 0 960 6.000 -0.03 57.73 0 0 0| 0 54 0 0 1000 15.000 -0.06 50.58 0 0 0| 0 211 0 0 1200 34.000 -0.14 44.09 0 0 0| 0 351 0 0 1400 77.500 76.000 -0.28 39.46 77.500 77.500 0 0 6| 0 1,088 +250 0 1600 108.500 -0.37 37.32 0 0 0| 0 1,089 0 0 1700 152.500 -0.49 35.39 0 0 0| 0 2,921 0 0 1800 209.500 -0.60 34.20 0 0 0| 0 1,028 0 0 1900 277.000 -0.71 32.92 0 0 0| 40 1,872 0 0 2000 442.500 -0.87 32.14 0 0 0| 0 983 0 0 2200 628.500 -0.96 30.57 0 0 0| 0 40 0 0 2400 826.000 -0.99 32.17 0 0 0| 0 0 0 0 2600 1026.000 -0.99 36.77 0 0 0| 0 24 0 0 2800 Total 0 0 6| 40 9,803 +250 0 Indicative a-t-m Vol 34.80 Underlying Price 1802.500 Time to expiry: 204 Days Mar 11 68.000 67.000 -0.19 41.44 68.000 68.000 0 0 10| 0 24 0 0 1400 122.500 -0.32 37.75 0 0 0| 9 132 0 0 1600 162.000 -0.40 36.22 0 0 0| 0 40 0 0 1700 214.000 209.500 -0.49 34.83 214.000 214.000 0 0 2| 0 506 0 0 1800 266.500 -0.58 33.59 0 0 0| 0 284 0 0 1900 332.000 -0.66 32.60 0 0 0| 0 320 0 0 2000 490.500 485.500 -0.81 30.78 490.500 487.000 0 0 13| 16 35 -3 0 2200 662.500 -0.91 29.57 0 0 0| 0 16 0 0 2400 862.000 851.000 -0.97 27.36 862.000 862.000 0 0 5| 0 13 0 0 2600 1046.500 -0.99 24.18 0 0 0| 0 0 0 0 2800 Total 0 0 30| 25 1,370 -3 0 Indicative a-t-m Vol 34.78 Underlying Price 1802.500 Time to expiry: 295 Days Jun 11 27.500 26.500 -0.07 48.53 29.000 27.500 0 0 30| 0 171 0 0 1000 52.000 -0.12 44.29 0 0 0| 0 18 0 0 1200 91.500 -0.21 40.49 0 0 0| 0 75 0 0 1400 155.500 -0.33 37.52 0 0 0| 0 25 0 0 1600 196.000 -0.40 36.04 0 0 0| 0 40 0 0 1700 244.500 -0.47 34.81 0 0 0| 0 430 0 0 1800 301.000 -0.55 33.87 0 0 0| 0 1 0 0 1900 365.500 -0.62 33.16 0 0 0| 0 174 0 0 2000 510.500 -0.75 31.35 0 0 0| 0 5 0 0 2200 682.500 677.000 -0.86 29.78 691.000 682.500 0 0 21| 0 0 0 0 2400 1048.000 -0.98 25.28 0 0 0| 0 3 0 0 2800 Total 0 0 51| 0 942 0 0 Indicative a-t-m Vol 40.36 Underlying Price 1802.500 Time to expiry: 477 Days Dec 11 40.000 -0.08 44.80 0 0 0| 0 0 0 0 960 58.000 -0.10 48.01 0 0 0| 0 0 0 0 1000 Equity Options 21:51 Business Day Thu 26 Aug 2010 Previous Business Day Wed 25 Aug 2010 Page 50 Puts | Block | Opening Settle Delta Vola- Daily Trade Bclear Total | Official **Open Change Exer- Exer Trans Price tility High Low Volume Volume*** Volume | Volume Int cises Price | 94.000 -0.16 43.46 0 0 0| 0 0 0 0 1200 159.000 -0.25 42.17 0 0 0| 0 0 0 0 1400 246.500 -0.34 41.07 0 0 0| 0 0 0 0 1600 355.500 -0.44 40.37 0 0 0| 0 0 0 0 1800 484.500 -0.54 39.99 0 0 0| 0 250 0 0 2000 793.000 -0.69 40.29 0 0 0| 0 0 0 0 2400 1118.500 -0.83 37.00 0 0 0| 0 0 0 0 2800 Total 0 0 0| 0 250 0 0 Indicative a-t-m Vol 41.33 Underlying Price 1802.500 Time to expiry: 659 Days Jun 12 350.500 -0.34 46.77 0 0 0| 0 0 0 0 1600 424.000 -0.43 41.33 0 0 0| 0 0 0 0 1800 554.500 -0.50 40.95 0 0 0| 0 0 0 0 2000 852.500 -0.64 40.58 0 0 0| 0 0 0 0 2400 Total 0 0 0| 0 0 0 0 Indicative a-t-m Vol 42.36 Underlying Price 1802.500 Time to expiry: 848 Days Dec 12 273.000 -0.27 44.44 0 0 0| 0 0 0 0 1400 370.500 -0.34 43.07 0 0 0| 0 0 0 0 1600 487.500 -0.41 42.37 0 0 0| 0 0 0 0 1800 619.000 -0.48 41.99 0 0 0| 0 0 0 0 2000 906.000 -0.60 40.90 0 0 0| 0 0 0 0 2400 1219.000 -0.71 39.00 0 0 0| 0 0 0 0 2800 Total 0 0 0| 0 0 0 0 Total Puts 0 0 376| 170 27,303 +386 0 Grand Total 0 940,000 940,634| 360 52,116 +771 0 Equity Options 21:51 Business Day Thu 26 Aug 2010 Previous Business Day Wed 25 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 | BP plc - STND OPT (BP ) Indicative a-t-m Vol 34.24 Underlying Price 385.600 Time to expiry: 22 Days Sep 10 185.750 1.00 70.15 0 0 0| 0 0 0 0 200 165.750 1.00 62.65 0 0 0| 0 0 0 0 220 145.750 1.00 58.25 0 0 0| 0 0 0 0 240 125.750 1.00 54.36 0 0 0| 0 93 0 0 260 105.750 1.00 50.77 0 0 0| 0 7 0 0 280 86.000 0.99 47.56 0 0 0| 0 162 0 0 300 66.500 0.96 45.20 0 0 0| 0 76 0 0 320 47.750 0.90 41.69 0 0 0| 0 3,447 0 0 340 30.000 30.750 0.78 38.45 30.000 30.000 0 0 13| 14 6,505 0 0 360 23.250 0.69 37.32 0 0 0| 12 12 +12 0 370 15.250 16.500 0.59 35.19 15.750 S 15.250 S 0 0 2| 0 696 0 0 380 11.000 0.47 33.60 0 0 0| 12 187 -2 0 390 7.250 7.000 0.34 32.52 7.500 S 6.500 0 0 106| 60 4,985 +35 0 400 4.000 0.23 31.44 0 0 0| 0 42 0 0 410 2.250 2.750 0.17 33.79 3.000 2.250 S 0 0 404| 0 2,924 0 0 420 1.250 0.09 30.88 0 0 0| 0 128 0 0 430 1.500 0.500 0.05 30.67 1.500 1.500 0 0 2| 0 14,091 0 0 440 0.250 0.02 34.26 0 0 0| 0 24,514 0 0 460 CAB 0.01 36.24 0 0 0| 10 11,425 -10 0 480 CAB 0.00 34.57 0 0 0| 0 4,985 0 0 500 CAB 0.00 35.01 0 0 0| 0 15,255 0 0 520 CAB 0.00 36.59 0 0 0| 0 9,326 0 0 560 CAB 0.00 40.29 0 0 0| 0 5,358 0 0 600 CAB 0.00 39.65 0 0 0| 0 4,964 0 0 640 CAB 0.00 40.53 0 0 0| 0 2,003 0 0 680 CAB 0.00 39.90 0 0 0| 0 2,104 0 0 720 Total 0 0 527| 108 113,289 +35 0 Indicative a-t-m Vol 36.54 Underlying Price 385.600 Time to expiry: 50 Days Oct 10 69.750 0.89 44.74 0 0 0| 0 21 0 0 320 52.500 0.82 41.42 0 0 0| 0 0 0 0 340 37.250 0.71 39.21 0 0 0| 0 0 0 0 360 30.500 0.64 38.31 0 0 0| 0 0 0 0 370 24.000 0.57 36.77 0 0 0| 51 76 +51 0 380 19.000 0.50 36.39 0 0 0| 0 8 0 0 390 14.500 0.42 35.34 0 0 0| 10 310 +10 0 400 11.000 0.35 34.98 0 0 0| 0 23 0 0 410 8.250 8.250 0.28 34.89 8.250 8.250 0 0 4| 0 1,724 0 0 420 6.000 0.22 34.57 0 0 0| 0 88 0 0 430 4.000 0.16 33.79 0 0 0| 0 6,026 0 0 440 2.000 0.09 33.68 0 0 0| 0 52 0 0 460 1.000 0.05 33.47 0 0 0| 0 330 0 0 480 0.500 0.02 33.43 0 0 0| 0 45 0 0 500 CAB 0.00 33.69 0 0 0| 0 0 0 0 540 CAB 0.00 33.94 0 0 0| 0 0 0 0 560 Total 0 0 4| 61 8,703 +61 0 Equity Options 21:51 Business Day Thu 26 Aug 2010 Previous Business Day Wed 25 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 | Indicative a-t-m Vol 37.33 Underlying Price 385.600 Time to expiry: 85 Days Nov 10 74.000 0.84 44.19 0 0 0| 0 0 0 0 320 57.750 0.77 41.72 0 0 0| 0 0 0 0 340 43.500 0.68 39.68 0 0 0| 0 0 0 0 360 37.250 0.63 38.97 0 0 0| 0 0 0 0 370 31.250 0.57 37.90 0 0 0| 0 0 0 0 380 26.000 0.51 36.95 0 0 0| 0 0 0 0 390 21.000 0.46 36.21 0 0 0| 0 0 0 0 400 13.750 0.34 35.22 0 0 0| 0 20 0 0 420 8.000 9.000 0.25 35.13 8.000 8.000 0 0 15| 0 15 0 0 440 Total 0 0 15| 0 35 0 0 Indicative a-t-m Vol 37.04 Underlying Price 385.600 Time to expiry: 113 Days Dec 10 187.000 0.98 60.59 0 0 0| 0 50 0 0 200 148.750 0.95 55.81 0 0 0| 0 50 0 0 240 129.750 0.94 51.59 0 0 0| 0 50 0 0 260 111.250 0.91 48.61 0 0 0| 0 62 0 0 280 93.500 0.87 45.62 0 0 0| 100 1,231 +100 0 300 77.250 0.81 44.06 0 0 0| 0 1,837 0 0 320 61.000 0.75 40.79 0 0 0| 0 1,288 0 0 340 47.250 0.67 39.11 0 0 0| 0 3,612 0 0 360 36.000 35.250 0.57 37.53 36.000 36.000 0 0 6| 0 2,546 0 0 380 23.750 25.000 0.47 35.92 25.000 23.750 S 0 0 25| 55 6,395 +50 0 400 17.500 0.37 35.12 0 0 0| 135 6,780 +385 0 420 12.250 0.29 34.92 0 0 0| 117 9,191 +57 0 440 7.500 0.20 33.65 0 0 0| 1 8,812 0 0 460 4.750 0.14 33.06 0 0 0| 9 10,555 0 0 480 3.250 3.250 0.10 33.58 3.250 S 3.250 S 0 0 2| 0 11,269 0 0 500 1.750 2.500 0.08 34.75 1.750 S 1.750 S 0 0 2| 0 12,440 0 0 520 1.000 1.500 0.05 37.29 1.000 1.000 0 0 100| 0 13,135 0 0 560 0.500 1.000 0.03 40.10 0.500 0.500 0 0 50| 0 9,630 0 0 600 0.750 0.02 42.90 0 0 0| 10 6,999 -10 0 640 0.500 0.01 43.69 0 0 0| 0 3,367 0 0 680 CAB 0.00 38.07 0 0 0| 0 11,342 0 0 720 Total 0 0 185| 427 120,641 +582 0 Indicative a-t-m Vol 37.05 Underlying Price 385.600 Time to expiry: 204 Days Mar 11 190.000 0.96 62.31 0 0 0| 0 0 0 0 200 152.250 0.93 52.96 0 0 0| 0 100 0 0 240 117.000 0.87 47.54 0 0 0| 0 120 0 0 280 84.000 0.78 42.13 0 0 0| 0 90 0 0 320 69.500 0.72 40.29 0 0 0| 0 1,046 0 0 340 56.750 0.65 38.94 0 0 0| 0 3,165 0 0 360 45.000 0.58 37.46 0 0 0| 0 801 0 0 380 35.000 0.50 36.09 0 0 0| 0 4,497 0 0 400 26.500 0.42 34.92 0 0 0| 2 8,231 +2 0 420 20.000 0.35 34.26 0 0 0| 125 8,754 +51 0 440 Equity Options 21:51 Business Day Thu 26 Aug 2010 Previous Business Day Wed 25 Aug 2010 Page 53 Calls | Block | Opening Settle Delta Vola- Daily Trade Bclear Total | Official **Open Change Exer- Exer Trans Price tility High Low Volume Volume*** Volume | Volume Int cises Price | 14.500 0.28 33.25 0 0 0| 0 3,296 0 0 460 9.750 10.500 0.22 32.79 9.750 S 9.750 S 0 0 5| 50 3,609 -50 0 480 5.750 0.14 33.00 0 0 0| 400 1,456 +245 0 520 2.500 0.07 31.46 0 0 0| 0 2,409 0 0 560 1.500 0.04 32.00 0 0 0| 0 2,596 0 0 600 0.750 0.02 32.37 0 0 0| 0 447 0 0 640 0.500 0.01 33.01 0 0 0| 0 107 0 0 680 0.250 0.01 33.89 0 0 0| 0 2 0 0 720 Total 0 0 5| 577 40,726 +248 0 Indicative a-t-m Vol 36.66 Underlying Price 385.600 Time to expiry: 295 Days Jun 11 192.000 0.94 59.77 0 0 0| 0 740 0 0 200 154.500 0.91 50.82 0 0 0| 0 80 0 0 240 119.500 0.85 44.58 0 0 0| 0 56 0 0 280 90.000 88.750 0.76 40.87 90.000 90.000 0 0 2| 25 164 +25 0 320 62.500 0.65 37.88 0 0 0| 0 315 0 0 360 51.750 0.58 37.06 0 0 0| 0 16 0 0 380 41.750 0.51 35.72 0 0 0| 0 1,643 0 0 400 33.500 0.45 34.86 0 0 0| 0 50 0 0 420 26.000 26.500 0.38 34.16 26.000 26.000 0 0 100| 0 2,732 0 0 440 19.500 20.250 0.32 33.21 19.500 19.500 0 0 25| 0 0 0 0 460 16.000 0.27 32.91 0 0 0| 25 5,246 0 0 480 4.500 5.500 0.12 31.68 4.500 4.500 0 0 275| 0 3,542 0 0 560 3.250 0.07 31.74 0 0 0| 0 0 0 0 600 2.000 0.05 31.93 0 0 0| 0 1,251 0 0 640 0.750 0.02 32.26 0 0 0| 0 56 0 0 720 Total 0 0 402| 50 15,891 +25 0 Indicative a-t-m Vol 37.14 Underlying Price 385.600 Time to expiry: 477 Days Dec 11 192.250 0.94 53.80 0 0 0| 0 0 0 0 200 158.000 0.89 49.34 0 0 0| 0 1 0 0 240 126.250 0.82 45.12 0 0 0| 0 0 0 0 280 97.250 0.74 41.42 0 0 0| 0 1,828 0 0 320 72.750 0.64 38.63 0 0 0| 0 1,508 0 0 360 52.250 0.53 36.34 0 0 0| 0 2,184 0 0 400 35.750 0.42 34.24 0 0 0| 0 1,067 0 0 440 24.750 0.33 33.15 0 0 0| 50 1,500 +50 0 480 10.500 0.17 31.34 0 0 0| 0 3,420 0 0 560 4.750 0.09 30.85 0 0 0| 0 1,504 0 0 640 1.750 0.04 29.70 0 0 0| 0 1,780 0 0 720 Total 0 0 0| 50 14,792 +50 0 Indicative a-t-m Vol 36.63 Underlying Price 385.600 Time to expiry: 659 Days Jun 12 161.750 0.87 49.66 0 0 0| 0 0 0 0 240 103.500 0.73 41.66 0 0 0| 0 0 0 0 320 79.000 0.64 38.42 0 0 0| 0 0 0 0 360 58.250 0.54 35.66 0 0 0| 0 0 0 0 400 43.500 0.45 34.45 0 0 0| 0 0 0 0 440 Equity Options 21:51 Business Day Thu 26 Aug 2010 Previous Business Day Wed 25 Aug 2010 Page 54 Calls | Block | Opening Settle Delta Vola- Daily Trade Bclear Total | Official **Open Change Exer- Exer Trans Price tility High Low Volume Volume*** Volume | Volume Int cises Price | 32.250 0.37 33.66 0 0 0| 0 0 0 0 480 Total 0 0 0| 0 0 0 0 Indicative a-t-m Vol 36.03 Underlying Price 385.600 Time to expiry: 848 Days Dec 12 163.250 0.87 48.19 0 0 0| 0 0 0 0 240 134.500 0.80 44.58 0 0 0| 0 0 0 0 280 107.750 0.73 41.00 0 0 0| 0 3 0 0 320 83.750 0.64 37.71 0 0 0| 0 15 0 0 360 63.500 0.55 35.13 0 0 0| 0 615 0 0 400 48.000 0.47 33.55 0 0 0| 0 602 0 0 440 34.250 0.38 31.49 0 0 0| 0 0 0 0 480 16.750 0.23 28.88 0 0 0| 0 10 0 0 560 8.250 0.13 27.88 0 0 0| 0 300 0 0 640 4.750 0.08 27.71 0 0 0| 0 0 0 0 720 Total 0 0 0| 0 1,545 0 0 Total Calls 0 0 1,138| 1,273 315,622 +1,001 0 | Equity Options 21:51 Business Day Thu 26 Aug 2010 Previous Business Day Wed 25 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 | BP plc - STND OPT (BP ) Indicative a-t-m Vol 34.82 Underlying Price 385.600 Time to expiry: 22 Days Sep 10 CAB 0.00 78.77 0 0 0| 0 490 0 0 200 CAB 0.00 72.06 0 0 0| 0 1,052 0 0 220 CAB 0.00 68.61 0 0 0| 0 905 0 0 240 CAB 0.00 63.08 0 0 0| 0 1,850 0 0 260 0.250 -0.01 56.87 0 0 0| 0 3,126 0 0 280 0.500 -0.02 52.15 0 0 0| 0 4,719 0 0 300 1.750 1.000 -0.05 48.00 1.750 S 1.750 S 0 0 2| 0 2,282 0 0 320 2.250 -0.11 42.24 0 0 0| 12 1,785 0 0 340 6.750 5.000 -0.22 38.65 6.750 5.250 S 0 0 10| 438 9,586 -404 0 360 7.500 -0.31 37.01 0 0 0| 0 0 0 0 370 12.250 11.250 -0.42 36.10 13.250 S 12.250 0 0 17| 50 2,535 -35 0 380 15.500 -0.53 33.97 0 0 0| 0 308 0 0 390 21.000 -0.66 32.29 0 0 0| 1 5,718 -1 0 400 27.750 -0.78 29.88 0 0 0| 0 40 0 0 410 36.000 -0.87 29.21 0 0 0| 0 605 0 0 420 45.250 -0.93 29.04 0 0 0| 0 37 0 0 430 59.250 54.500 -0.97 27.33 59.250 S 59.250 S 0 0 2| 6 1,918 -6 0 440 79.500 74.500 -1.00 25.32 79.500 S 77.250 S 0 0 4| 0 1,843 0 0 460 95.500 94.500 -1.00 29.37 95.500 S 95.500 S 0 0 1| 37 7,292 +25 0 480 114.500 -1.00 30.21 0 0 0| 0 3 0 0 500 134.500 -1.00 30.21 0 0 0| 0 4,443 0 0 520 174.500 -1.00 31.73 0 0 0| 1 4,784 0 0 560 214.500 -1.00 35.00 0 0 0| 0 2,542 0 0 600 254.500 -1.00 36.32 0 0 0| 0 1,258 0 0 640 294.500 -1.00 41.37 0 0 0| 0 25 0 0 680 334.500 -1.00 42.59 0 0 0| 0 0 0 0 720 Total 0 0 36| 545 59,146 -421 0 Indicative a-t-m Vol 36.91 Underlying Price 385.600 Time to expiry: 50 Days Oct 10 4.250 -0.12 45.64 0 0 0| 0 34 0 0 320 7.250 7.000 -0.19 42.47 7.250 S 7.250 S 0 0 2| 0 0 0 0 340 11.750 -0.29 40.12 0 500 500| 12 500 +12 0 360 14.750 -0.36 38.59 0 0 0| 2 2 +2 0 370 18.500 -0.43 37.17 0 0 0| 0 9,014 0 0 380 23.500 -0.50 36.74 0 0 0| 0 65 0 0 390 28.500 -0.58 35.41 0 0 0| 0 373 0 0 400 35.250 -0.65 35.30 0 0 0| 2 1,038 0 0 410 42.000 -0.73 34.17 0 0 0| 0 44 0 0 420 49.500 -0.79 33.61 0 0 0| 0 10 0 0 430 58.000 -0.84 33.56 0 0 0| 0 7 0 0 440 75.750 -0.92 32.73 0 0 0| 0 1 0 0 460 94.750 -0.97 31.95 0 0 0| 0 0 0 0 480 114.750 -0.97 36.04 0 0 0| 0 0 0 0 500 154.500 -1.00 30.73 0 0 0| 0 51 0 0 540 174.500 -1.00 30.31 0 0 0| 0 0 0 0 560 Total 0 500 502| 16 11,139 +14 0 Equity Options 21:51 Business Day Thu 26 Aug 2010 Previous Business Day Wed 25 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 37.30 Underlying Price 385.600 Time to expiry: 85 Days Nov 10 7.750 -0.16 43.67 0 0 0| 0 0 0 0 320 11.500 -0.23 41.23 0 0 0| 2 50 0 0 340 17.250 -0.32 39.33 0 0 0| 0 44 0 0 360 21.000 -0.37 38.80 0 0 0| 0 0 0 0 370 25.000 -0.43 37.63 0 0 0| 0 10 0 0 380 29.750 -0.49 37.07 0 0 0| 0 0 0 0 390 35.000 -0.54 36.45 0 0 0| 0 0 0 0 400 47.750 -0.66 35.26 0 0 0| 0 0 0 0 420 62.000 -0.76 33.89 0 0 0| 0 0 0 0 440 Total 0 0 0| 2 104 0 0 Indicative a-t-m Vol 36.92 Underlying Price 385.600 Time to expiry: 113 Days Dec 10 1.500 -0.02 65.95 0 0 0| 0 1,089 0 0 200 2.750 -0.05 56.48 0 0 0| 0 3,282 0 0 240 3.750 -0.07 52.55 0 0 0| 0 588 0 0 260 5.000 -0.09 48.50 0 0 0| 0 17,006 0 0 280 8.250 8.000 -0.14 47.26 8.250 8.250 0 0 120| 0 13,553 0 0 300 10.500 -0.18 43.39 0 0 0| 28 6,070 +28 0 320 15.500 15.000 -0.25 41.01 15.500 15.500 0 0 16| 0 4,701 0 0 340 20.250 20.750 -0.33 38.76 20.250 20.250 0 0 5| 21 14,103 +21 0 360 29.250 28.750 -0.43 37.24 29.250 S 29.000 S 0 0 8| 20 1,435 +9 0 380 38.750 -0.53 36.17 0 0 0| 0 8,560 0 0 400 51.750 -0.62 35.98 0 0 0| 0 7,333 0 0 420 69.000 65.500 -0.72 34.46 69.000 69.000 0 0 7| 0 3,000 0 0 440 80.750 -0.81 33.04 0 0 0| 0 4,619 0 0 460 98.000 -0.87 32.64 0 0 0| 0 11,947 0 0 480 116.250 -0.92 32.13 0 0 0| 0 2,829 0 0 500 135.250 -0.95 31.92 0 0 0| 0 14,558 0 0 520 174.500 -0.99 31.85 0 0 0| 0 11,487 0 0 560 214.500 -1.00 33.68 0 0 0| 0 7,451 0 0 600 254.500 -1.00 35.13 0 0 0| 0 3,376 0 0 640 294.500 -1.00 37.05 0 0 0| 0 34 0 0 680 334.500 -1.00 39.39 0 0 0| 0 150 0 0 720 Total 0 0 156| 69 137,171 +58 0 Indicative a-t-m Vol 36.10 Underlying Price 385.600 Time to expiry: 204 Days Mar 11 4.250 -0.05 61.07 0 0 0| 0 102 0 0 200 6.250 -0.08 51.46 0 0 0| 0 750 0 0 240 11.500 10.750 -0.14 45.69 11.500 11.500 0 0 25| 0 418 0 0 280 18.250 -0.23 41.09 0 0 0| 2 1,411 +2 0 320 24.000 -0.29 39.52 0 0 0| 0 2,251 0 0 340 31.000 -0.36 37.95 0 0 0| 0 493 0 0 360 39.500 -0.43 36.52 0 0 0| 0 485 0 0 380 49.250 -0.51 35.11 0 0 0| 0 332 0 0 400 61.250 60.750 -0.59 33.76 61.250 S 61.250 S 0 0 5| 0 296 0 0 420 74.000 -0.67 32.73 0 0 0| 37 417 +12 0 440 88.750 -0.74 32.00 0 0 0| 0 2,087 0 0 460 Equity Options 21:51 Business Day Thu 26 Aug 2010 Previous Business Day Wed 25 Aug 2010 Page 57 Puts | Block | Opening Settle Delta Vola- Daily Trade Bclear Total | Official **Open Change Exer- Exer Trans Price tility High Low Volume Volume*** Volume | Volume Int cises Price | 104.500 -0.80 30.97 0 0 0| 0 1,503 0 0 480 139.000 -0.90 28.74 0 0 0| 0 1,368 0 0 520 178.000 176.750 -0.96 27.42 178.000 S 178.000 S 0 0 1| 0 192 0 0 560 215.500 -0.99 24.04 0 0 0| 0 151 0 0 600 255.250 -1.00 21.72 0 0 0| 0 15 0 0 640 295.000 -1.00 19.31 0 0 0| 0 25 0 0 680 335.000 -1.00 16.81 0 0 0| 0 0 0 0 720 Total 0 0 31| 39 12,296 +14 0 Indicative a-t-m Vol 35.49 Underlying Price 385.600 Time to expiry: 295 Days Jun 11 6.250 -0.06 55.50 0 0 0| 0 102 0 0 200 9.500 -0.10 48.36 0 0 0| 0 465 0 0 240 15.500 -0.16 43.71 0 0 0| 0 320 0 0 280 25.000 -0.25 40.08 0 0 0| 0 586 0 0 320 40.000 38.750 -0.37 37.11 40.000 40.000 0 0 30| 5 739 +5 0 360 47.500 -0.43 35.83 0 0 0| 0 7 0 0 380 57.750 -0.50 34.69 0 0 0| 3 1,058 +3 0 400 69.500 -0.56 33.78 0 0 0| 3 9 +3 0 420 84.500 82.250 -0.63 32.66 84.500 S 84.250 S 0 0 4| 0 4,543 0 0 440 96.750 -0.69 32.17 0 0 0| 0 40 0 0 460 112.000 -0.75 31.62 0 0 0| 0 2,982 0 0 480 181.000 -0.91 29.14 0 0 0| 0 301 0 0 560 219.000 -0.95 28.64 0 0 0| 0 40 0 0 600 257.500 -0.98 26.32 0 0 0| 0 8 0 0 640 336.500 -1.00 25.21 0 0 0| 0 0 0 0 720 Total 0 0 34| 11 11,200 +11 0 Indicative a-t-m Vol 35.97 Underlying Price 385.600 Time to expiry: 477 Days Dec 11 11.000 -0.09 50.86 0 0 0| 0 4 0 0 200 20.000 -0.14 49.13 0 0 0| 0 109 0 0 240 23.750 -0.20 40.58 0 0 0| 0 509 0 0 280 39.500 -0.28 40.19 0 0 0| 0 3,217 0 0 320 55.000 -0.38 37.30 0 0 0| 0 1,546 0 0 360 75.000 -0.49 35.25 0 0 0| 0 1,181 0 0 400 98.000 -0.60 32.54 0 0 0| 0 3,002 0 0 440 125.250 -0.71 30.42 0 0 0| 0 1,097 0 0 480 193.000 -0.85 29.67 0 0 0| 0 1,300 0 0 560 266.750 -0.93 28.43 0 0 0| 0 502 0 0 640 343.750 -0.98 27.26 0 0 0| 0 0 0 0 720 Total 0 0 0| 0 12,467 0 0 Indicative a-t-m Vol 35.32 Underlying Price 385.600 Time to expiry: 659 Days Jun 12 28.250 -0.16 48.51 0 0 0| 0 0 0 0 240 51.750 -0.30 41.01 0 0 0| 0 0 0 0 320 66.500 -0.38 37.23 0 0 0| 0 0 0 0 360 85.250 -0.48 34.29 0 0 0| 0 0 0 0 400 107.500 -0.58 31.58 0 0 0| 0 0 0 0 440 135.250 -0.67 30.16 0 0 0| 0 0 0 0 480 Total 0 0 0| 0 0 0 0 Equity Options 21:51 Business Day Thu 26 Aug 2010 Previous Business Day Wed 25 Aug 2010 Page 58 Puts | Block | Opening Settle Delta Vola- Daily Trade Bclear Total | Official **Open Change Exer- Exer Trans Price tility High Low Volume Volume*** Volume | Volume Int cises Price | Indicative a-t-m Vol 34.57 Underlying Price 385.600 Time to expiry: 848 Days Dec 12 30.750 -0.17 44.16 0 0 0| 0 15 0 0 240 47.500 -0.23 43.89 0 0 0| 0 10 0 0 280 60.000 -0.30 39.92 0 0 0| 0 0 0 0 320 75.250 -0.38 36.40 0 0 0| 0 261 0 0 360 94.250 -0.47 33.58 0 0 0| 0 600 0 0 400 115.250 -0.57 30.62 0 0 0| 0 600 0 0 440 141.250 -0.66 28.65 0 0 0| 0 0 0 0 480 203.250 -0.81 26.15 0 0 0| 0 14 0 0 560 270.000 -0.97 18.27 0 0 0| 0 300 0 0 640 347.750 -0.97 21.94 0 0 0| 0 0 0 0 720 Total 0 0 0| 0 1,800 0 0 Total Puts 0 500 759| 682 245,323 -324 0 Grand Total 0 1,320,500 1,321,89| 1,955 560,945 +677 0 Equity Options 21:51 Business Day Thu 26 Aug 2010 Previous Business Day Wed 25 Aug 2010 Page 59 Calls | Block | Opening Settle Delta Vola- Daily Trade Bclear Total | Official **Open Change Exer- Exer Trans Price tility High Low Volume Volume*** Volume | Volume Int cises Price | British Airways plc - STND OPT (AWS) Indicative a-t-m Vol 37.54 Underlying Price 210.600 Time to expiry: 22 Days Sep 10 50.750 0.99 45.42 0 0 0| 0 26 0 0 160 40.750 0.98 44.12 0 0 0| 0 0 0 0 170 31.250 0.93 43.05 0 0 0| 0 4 0 0 180 26.750 0.90 42.25 0 0 0| 0 0 0 0 185 22.500 0.85 41.99 0 0 0| 0 8 0 0 190 18.250 0.79 40.67 0 0 0| 0 0 0 0 195 14.750 0.71 40.40 0 0 0| 0 21 0 0 200 11.250 0.63 39.08 0 0 0| 0 0 0 0 205 8.250 0.53 37.59 0 0 0| 0 102 0 0 210 6.000 0.43 37.33 0 0 0| 0 1 0 0 215 4.250 0.34 36.79 0 0 0| 0 535 0 0 220 2.750 0.25 36.70 0 0 0| 0 0 0 0 225 1.750 0.18 36.60 0 0 0| 0 5,110 0 0 230 1.250 0.12 36.50 0 0 0| 0 100 0 0 235 0.750 0.08 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 30.89 Underlying Price 210.600 Time to expiry: 50 Days Oct 10 32.500 0.89 36.57 0 0 0| 0 0 0 0 180 23.750 0.81 34.61 0 0 0| 0 0 0 0 190 20.000 0.75 33.49 0 0 0| 0 0 0 0 195 16.250 0.69 32.22 0 0 0| 0 0 0 0 200 12.750 0.62 31.15 0 0 0| 0 0 0 0 205 10.000 0.54 30.87 0 0 0| 0 1 0 0 210 7.750 0.46 30.99 0 0 0| 0 0 0 0 215 6.000 0.38 31.10 0 0 0| 0 0 0 0 220 4.500 0.31 31.10 0 0 0| 0 0 0 0 225 3.500 0.25 31.30 0 0 0| 0 20 0 0 230 2.500 0.19 31.38 0 0 0| 0 0 0 0 235 1.750 0.15 31.52 0 0 0| 0 0 0 0 240 0.500 0.05 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 33.56 Underlying Price 210.600 Time to expiry: 85 Days Nov 10 26.000 0.77 33.39 0 0 0| 0 0 0 0 190 19.500 0.66 33.42 0 0 0| 0 0 0 0 200 16.750 0.60 33.68 0 0 0| 0 0 0 0 205 14.250 0.54 33.68 0 0 0| 0 0 0 0 210 11.750 0.49 33.11 0 0 0| 0 0 0 0 215 Equity Options 21:51 Business Day Thu 26 Aug 2010 Previous Business Day Wed 25 Aug 2010 Page 60 Calls | Block | Opening Settle Delta Vola- Daily Trade Bclear Total | Official **Open Change Exer- Exer Trans Price tility High Low Volume Volume*** Volume | Volume Int cises Price | 9.750 0.43 33.40 0 0 0| 0 0 0 0 220 7.750 0.37 32.37 0 0 0| 0 0 0 0 225 6.000 0.31 31.81 0 0 0| 0 0 0 0 230 3.500 0.21 30.01 0 0 0| 0 0 0 0 240 0.500 0.04 23.95 0 0 0| 0 0 0 0 260 Total 0 0 0| 0 0 0 0 Indicative a-t-m Vol 36.00 Underlying Price 210.600 Time to expiry: 113 Days Dec 10 52.750 0.92 38.89 0 0 0| 0 5 0 0 160 44.250 0.87 37.92 0 0 0| 0 0 0 0 170 36.000 0.81 37.07 0 0 0| 0 30 0 0 180 28.750 0.73 36.30 0 0 0| 0 0 0 0 190 22.500 0.64 36.09 0 0 0| 0 9 0 0 200 17.250 0.55 35.98 0 0 0| 0 8 0 0 210 13.250 0.46 36.19 0 0 0| 0 150 0 0 220 9.750 0.37 36.05 0 0 0| 0 16 0 0 230 7.250 0.30 36.25 0 0 0| 0 14 0 0 240 4.000 0.18 37.16 0 0 0| 0 2,540 0 0 260 2.500 0.12 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 33.95 Underlying Price 210.600 Time to expiry: 204 Days Mar 11 55.250 0.88 36.55 0 0 0| 0 0 0 0 160 40.000 0.77 35.51 0 0 0| 0 0 0 0 180 33.250 0.71 34.94 0 0 0| 0 0 0 0 190 27.250 0.64 34.36 0 0 0| 0 5 0 0 200 22.000 0.56 33.97 0 0 0| 0 0 0 0 210 17.500 0.49 33.73 0 0 0| 0 0 0 0 220 14.000 0.42 33.73 0 0 0| 0 10 0 0 230 11.250 0.35 33.73 0 0 0| 0 0 0 0 240 4.250 0.17 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 21:51 Business Day Thu 26 Aug 2010 Previous Business Day Wed 25 Aug 2010 Page 61 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 35.44 Underlying Price 210.600 Time to expiry: 22 Days Sep 10 CAB 0.00 43.27 0 0 0| 0 49 0 0 160 0.250 -0.02 41.95 0 0 0| 0 0 0 0 170 0.500 -0.06 40.64 0 0 0| 0 7,619 0 0 180 0.750 -0.09 39.50 0 0 0| 0 4 0 0 185 1.500 -0.14 39.50 0 0 0| 0 2,830 0 0 190 2.500 -0.20 38.77 0 0 0| 0 0 0 0 195 3.500 -0.28 38.05 0 0 0| 0 149 0 0 200 5.250 -0.37 36.77 0 0 0| 0 0 0 0 205 7.250 -0.47 35.52 0 0 0| 185 263 +185 0 210 9.750 -0.57 35.11 0 0 0| 185 15 -170 0 215 13.000 -0.67 34.73 0 0 0| 0 645 0 0 220 16.750 -0.77 34.01 0 0 0| 0 0 0 0 225 20.750 -0.84 34.01 0 0 0| 0 4,107 0 0 230 25.250 -0.90 33.75 0 0 0| 0 0 0 0 235 31.000 -0.86 45.01 0 0 0| 0 42 0 0 240 49.500 -0.99 34.60 0 0 0| 0 10 0 0 260 69.500 -1.00 35.80 0 0 0| 0 60 0 0 280 89.500 -1.00 38.45 0 0 0| 0 0 0 0 300 99.500 -1.00 39.90 0 0 0| 0 0 0 0 310 109.500 -1.00 41.82 0 0 0| 0 0 0 0 320 Total 0 0 0| 370 15,793 +15 0 Indicative a-t-m Vol 33.43 Underlying Price 210.600 Time to expiry: 50 Days Oct 10 1.750 -0.12 37.62 0 0 0| 0 0 0 0 180 3.500 -0.20 36.08 0 0 0| 0 0 0 0 190 4.750 -0.26 35.52 0 0 0| 0 0 0 0 195 6.250 -0.32 35.22 0 0 0| 0 15 0 0 200 8.000 -0.39 34.12 0 0 0| 0 0 0 0 205 10.000 -0.46 33.42 0 0 0| 0 1,050 0 0 210 12.750 -0.54 33.46 0 0 0| 0 0 0 0 215 16.000 -0.61 33.71 0 0 0| 0 5 0 0 220 19.500 -0.67 33.91 0 0 0| 0 0 0 0 225 23.500 -0.73 34.26 0 0 0| 6 0 -6 0 230 27.250 -0.79 34.26 0 0 0| 0 0 0 0 235 33.500 -0.77 43.33 0 0 0| 0 0 0 0 240 50.000 -0.94 35.94 0 0 0| 0 0 0 0 260 69.500 -0.98 36.78 0 0 0| 0 0 0 0 280 Total 0 0 0| 6 1,070 -6 0 Indicative a-t-m Vol 38.08 Underlying Price 210.600 Time to expiry: 85 Days Nov 10 8.000 -0.27 42.05 0 0 0| 0 0 0 0 190 10.500 -0.35 38.81 0 0 0| 0 0 0 0 200 12.750 -0.40 38.61 0 0 0| 0 0 0 0 205 15.000 -0.45 38.12 0 0 0| 0 0 0 0 210 17.750 -0.51 37.93 0 0 0| 0 0 0 0 215 21.000 -0.55 38.47 0 0 0| 0 0 0 0 220 Equity Options 21:51 Business Day Thu 26 Aug 2010 Previous Business Day Wed 25 Aug 2010 Page 62 Puts | Block | Opening Settle Delta Vola- Daily Trade Bclear Total | Official **Open Change Exer- Exer Trans Price tility High Low Volume Volume*** Volume | Volume Int cises Price | 24.250 -0.60 38.31 0 0 0| 0 0 0 0 225 27.750 -0.65 38.45 0 0 0| 0 0 0 0 230 35.500 -0.72 39.12 0 0 0| 0 0 0 0 240 52.750 -0.83 41.38 0 0 0| 0 0 0 0 260 Total 0 0 0| 0 0 0 0 Indicative a-t-m Vol 39.10 Underlying Price 210.600 Time to expiry: 113 Days Dec 10 2.250 -0.09 40.75 0 0 0| 0 42 0 0 160 3.750 -0.14 40.33 0 0 0| 0 50 0 0 170 6.000 -0.20 39.96 0 0 0| 0 100 0 0 180 9.250 -0.28 39.74 0 0 0| 0 0 0 0 190 13.000 -0.36 39.45 0 0 0| 0 34 0 0 200 17.750 -0.45 39.14 0 0 0| 0 45 0 0 210 23.250 -0.53 38.78 0 0 0| 0 76 0 0 220 30.000 -0.62 38.78 0 0 0| 0 13 0 0 230 37.750 -0.68 40.29 0 0 0| 0 8 0 0 240 54.000 -0.79 40.28 0 0 0| 0 16 0 0 260 71.250 -0.89 38.83 0 0 0| 0 47 0 0 280 109.750 -0.96 40.53 0 0 0| 0 0 0 0 320 Total 0 0 0| 0 431 0 0 Indicative a-t-m Vol 40.03 Underlying Price 210.600 Time to expiry: 204 Days Mar 11 6.000 -0.15 42.09 0 0 0| 0 0 0 0 160 12.000 13.500 -0.26 45.42 14.000 12.000 0 0 250| 0 0 0 0 180 15.250 -0.31 41.02 0 0 0| 0 4 0 0 190 19.750 -0.37 40.87 0 0 0| 0 0 0 0 200 24.250 -0.43 40.12 0 0 0| 0 0 0 0 210 29.750 -0.50 39.22 0 0 0| 0 5 0 0 220 35.750 -0.56 38.67 0 0 0| 0 0 0 0 230 41.500 -0.63 36.75 0 0 0| 0 2 0 0 240 75.250 -0.79 40.02 0 0 0| 0 81 0 0 280 Total 0 0 250| 0 92 0 0 Total Puts 0 0 250| 376 17,386 +9 0 Grand Total 0 650,000 650,250| 376 29,231 +9 0 Equity Options 21:51 Business Day Thu 26 Aug 2010 Previous Business Day Wed 25 Aug 2010 Page 63 Calls | Block | Opening Settle Delta Vola- Daily Trade Bclear Total | Official **Open Change Exer- Exer Trans Price tility High Low Volume Volume*** Volume | Volume Int cises Price | British American Tobacco plc STND OPT (TAB) Indicative a-t-m Vol 17.47 Underlying Price 2214.000 Time to expiry: 22 Days Sep 10 614.500 1.00 42.23 0 0 0| 0 0 0 0 1600 415.000 0.99 34.24 0 0 0| 0 0 0 0 1800 315.500 0.98 29.36 0 0 0| 0 0 0 0 1900 217.000 0.96 23.88 0 0 0| 0 11 0 0 2000 123.500 0.85 20.66 0 0 0| 0 6 0 0 2100 47.000 0.57 17.67 0 0 0| 0 234 0 0 2200 9.000 0.18 16.22 0 0 0| 0 308 0 0 2300 1.500 0.04 17.98 0 0 0| 0 83 0 0 2400 CAB 0.00 20.91 0 0 0| 0 31 0 0 2600 CAB 0.00 28.22 0 0 0| 0 0 0 0 2800 Total 0 0 0| 0 673 0 0 Indicative a-t-m Vol 18.26 Underlying Price 2214.000 Time to expiry: 50 Days Oct 10 319.500 0.96 24.51 0 0 0| 0 0 0 0 1900 224.500 0.90 22.08 0 0 0| 0 0 0 0 2000 138.500 0.77 20.12 0 0 0| 0 0 0 0 2100 69.000 0.56 18.41 0 0 0| 0 10 0 0 2200 25.500 0.29 17.31 0 0 0| 0 40 0 0 2300 7.000 0.11 16.76 0 0 0| 0 11 0 0 2400 0.500 0.01 17.91 0 0 0| 0 6 0 0 2600 CAB 0.00 22.69 0 0 0| 0 10 0 0 2800 Total 0 0 0| 0 77 0 0 Indicative a-t-m Vol 20.23 Underlying Price 2214.000 Time to expiry: 85 Days Nov 10 330.000 0.90 25.66 0 0 0| 0 0 0 0 1900 241.500 0.83 23.57 0 0 0| 0 0 0 0 2000 161.500 0.71 21.81 0 0 0| 0 0 0 0 2100 96.000 0.55 20.35 0 0 0| 0 0 0 0 2200 50.000 0.37 19.44 0 0 0| 0 1 0 0 2300 23.000 0.21 18.93 0 0 0| 5 45 +5 0 2400 4.500 0.05 19.48 0 0 0| 0 0 0 0 2600 Total 0 0 0| 5 46 +5 0 Indicative a-t-m Vol 20.46 Underlying Price 2214.000 Time to expiry: 113 Days Dec 10 435.500 0.91 30.38 0 0 0| 0 0 0 0 1800 341.000 0.87 26.53 0 0 0| 0 0 0 0 1900 253.000 0.80 23.78 0 0 0| 0 42 0 0 2000 174.000 0.70 21.64 0 0 0| 0 34 0 0 2100 104.500 111.000 0.55 20.59 104.500 104.500 0 0 1| 0 588 0 0 2200 64.000 0.39 19.69 0 0 0| 0 3 0 0 2300 33.500 0.25 19.21 0 0 0| 0 1,027 0 0 2400 2.000 0.02 19.84 0 0 0| 0 30 0 0 2800 Total 0 0 1| 0 1,724 0 0 Indicative a-t-m Vol 21.03 Underlying Price 2214.000 Time to expiry: 204 Days Mar 11 Equity Options 21:51 Business Day Thu 26 Aug 2010 Previous Business Day Wed 25 Aug 2010 Page 64 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 | 444.000 0.89 26.11 0 0 0| 0 0 0 0 1800 356.000 0.84 24.41 0 0 0| 0 0 0 0 1900 275.500 0.77 23.28 0 0 0| 0 6 0 0 2000 204.000 0.67 22.08 0 0 0| 0 504 0 0 2100 141.000 142.500 0.56 21.14 141.000 141.000 0 0 2| 5 187 +2 0 2200 94.500 0.43 20.31 0 0 0| 0 3 0 0 2300 56.000 58.500 0.32 19.78 56.000 56.000 0 0 1| 0 29 0 0 2400 5.500 0.05 18.73 0 0 0| 0 70 0 0 2800 Total 0 0 3| 5 799 +2 0 Total Calls 0 0 4| 10 3,319 +7 0 | Equity Options 21:51 Business Day Thu 26 Aug 2010 Previous Business Day Wed 25 Aug 2010 Page 65 Puts | Block | Opening Settle Delta Vola- Daily Trade Bclear Total | Official **Open Change Exer- Exer Trans Price tility High Low Volume Volume*** Volume | Volume Int cises Price | British American Tobacco plc STND OPT (TAB) Indicative a-t-m Vol 18.24 Underlying Price 2214.000 Time to expiry: 22 Days Sep 10 CAB 0.00 42.23 0 0 0| 0 66 0 0 1600 0.500 -0.01 35.45 0 0 0| 0 630 0 0 1800 1.500 -0.02 30.57 0 0 0| 0 76 0 0 1900 3.000 -0.05 25.09 0 0 0| 3 135 0 0 2000 10.000 10.000 -0.16 21.53 10.000 10.000 0 0 10| 0 310 0 0 2100 33.500 -0.43 18.28 0 0 0| 0 67 0 0 2200 96.500 -0.79 17.95 0 0 0| 0 18 0 0 2300 186.500 -0.97 16.88 0 0 0| 0 3 0 0 2400 386.000 -1.00 21.19 0 0 0| 0 2 0 0 2600 586.000 -1.00 30.42 0 0 0| 0 0 0 0 2800 Total 0 0 10| 3 1,307 0 0 Indicative a-t-m Vol 19.28 Underlying Price 2214.000 Time to expiry: 50 Days Oct 10 4.500 -0.05 25.53 0 0 0| 0 0 0 0 1900 10.500 -0.11 23.10 0 0 0| 0 1 0 0 2000 25.500 -0.24 21.14 0 0 0| 0 9 0 0 2100 56.500 -0.45 19.43 0 0 0| 0 8 0 0 2200 113.000 -0.70 18.33 0 0 0| 0 8 0 0 2300 193.000 -0.88 17.78 0 0 0| 0 0 0 0 2400 386.000 -1.00 18.93 0 0 0| 0 0 0 0 2600 586.000 -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 20.42 Underlying Price 2214.000 Time to expiry: 85 Days Nov 10 13.000 -0.10 25.65 0 0 0| 0 0 0 0 1900 24.000 -0.17 23.58 0 0 0| 0 0 0 0 2000 45.000 -0.29 21.96 0 0 0| 0 14 0 0 2100 79.500 -0.45 20.55 0 0 0| 0 0 0 0 2200 133.000 -0.63 19.59 0 0 0| 0 7 0 0 2300 205.500 -0.80 18.87 0 0 0| 0 0 0 0 2400 387.000 -0.97 18.30 0 0 0| 0 0 0 0 2600 Total 0 0 0| 0 21 0 0 Indicative a-t-m Vol 20.73 Underlying Price 2214.000 Time to expiry: 113 Days Dec 10 12.000 -0.07 27.38 0 0 0| 0 30 0 0 1800 20.500 -0.12 25.47 0 0 0| 0 14 0 0 1900 36.500 34.000 -0.20 23.61 36.500 36.500 0 0 2| 0 2,137 0 0 2000 57.000 -0.31 22.02 0 0 0| 0 59 0 0 2100 94.000 -0.45 20.88 0 0 0| 0 133 0 0 2200 145.500 -0.61 19.80 0 0 0| 0 0 0 0 2300 215.000 -0.76 19.20 0 0 0| 0 7 0 0 2400 586.000 -1.00 18.97 0 0 0| 0 0 0 0 2800 Total 0 0 2| 0 2,380 0 0 Indicative a-t-m Vol 21.00 Underlying Price 2214.000 Time to expiry: 204 Days Mar 11 36.000 -0.15 25.76 0 0 0| 0 24 0 0 1800 Equity Options 21:51 Business Day Thu 26 Aug 2010 Previous Business Day Wed 25 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 | 54.000 -0.22 24.36 0 0 0| 0 82 0 0 1900 78.000 -0.30 22.94 0 0 0| 0 180 0 0 2000 113.500 -0.41 21.81 0 0 0| 0 506 0 0 2100 161.500 -0.52 21.10 0 0 0| 0 213 0 0 2200 221.000 -0.64 20.42 0 0 0| 0 3 0 0 2300 291.000 -0.75 19.71 0 0 0| 0 1 0 0 2400 652.000 -0.94 21.02 0 0 0| 0 78 0 0 2800 Total 0 0 0| 0 1,087 0 0 Total Puts 0 0 12| 3 4,821 0 0 Grand Total 0 410,000 410,016| 13 8,140 +7 0 Equity Options 21:51 Business Day Thu 26 Aug 2010 Previous Business Day Wed 25 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 Land Company PLC - STND OPT (BLC) Indicative a-t-m Vol 24.02 Underlying Price 447.500 Time to expiry: 22 Days Sep 10 93.000 0.89 78.85 0 0 0| 0 0 0 0 360 73.250 0.86 65.75 0 0 0| 0 0 0 0 380 53.500 0.82 52.04 0 0 0| 0 0 0 0 400 34.000 0.76 38.18 0 0 0| 0 0 0 0 420 23.750 0.72 29.65 0 0 0| 0 0 0 0 430 15.500 0.62 25.30 0 0 0| 0 1 0 0 440 9.500 0.48 23.70 0 0 0| 0 0 0 0 450 5.500 0.33 23.28 0 0 0| 0 17 0 0 460 3.000 0.21 23.29 0 0 0| 0 261 0 0 470 1.250 0.11 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| 0 685 0 0 Indicative a-t-m Vol 24.92 Underlying Price 447.500 Time to expiry: 113 Days Dec 10 93.750 0.87 42.72 0 0 0| 0 0 0 0 360 53.750 0.81 27.89 0 0 0| 0 0 0 0 400 38.500 0.69 26.37 0 0 0| 0 0 0 0 420 26.000 0.56 25.14 0 0 0| 0 0 0 0 440 16.750 0.42 24.60 0 0 0| 0 0 0 0 460 10.500 0.30 24.48 0 0 0| 10 62 +10 0 480 3.750 0.13 24.54 0 0 0| 0 15 0 0 520 1.250 0.05 25.32 0 0 0| 0 55 0 0 560 Total 0 0 0| 10 132 +10 0 Indicative a-t-m Vol 25.29 Underlying Price 447.500 Time to expiry: 204 Days Mar 11 55.250 0.77 24.99 0 0 0| 0 0 0 0 400 42.750 0.65 25.43 0 0 0| 0 0 0 0 420 32.250 0.54 25.41 0 0 0| 0 5 0 0 440 23.500 0.44 25.11 0 0 0| 0 1 0 0 460 16.750 0.35 24.85 0 0 0| 0 0 0 0 480 8.000 0.20 24.52 0 0 0| 0 3 0 0 520 4.250 0.11 25.36 0 0 0| 0 0 0 0 560 Total 0 0 0| 0 9 0 0 Total Calls 0 0 0| 10 826 +10 0 | Equity Options 21:51 Business Day Thu 26 Aug 2010 Previous Business Day Wed 25 Aug 2010 Page 68 Puts | Block | Opening Settle Delta Vola- Daily Trade Bclear Total | Official **Open Change Exer- Exer Trans Price tility High Low Volume Volume*** Volume | Volume Int cises Price | British Land Company PLC - STND OPT (BLC) Indicative a-t-m Vol 23.34 Underlying Price 447.500 Time to expiry: 22 Days Sep 10 1.000 -0.04 50.95 0 0 0| 0 0 0 0 360 1.000 -0.05 40.69 0 0 0| 0 0 0 0 380 1.500 -0.08 33.02 0 0 0| 0 125 0 0 400 2.750 -0.17 27.30 0 0 0| 0 17 0 0 420 4.500 -0.25 25.56 0 0 0| 0 0 0 0 430 7.500 -0.38 24.22 0 0 0| 0 528 0 0 440 11.750 -0.52 23.12 0 0 0| 0 3 0 0 450 21.000 18.000 -0.67 23.35 21.000 21.000 0 0 42| 0 48 0 0 460 25.250 -0.79 22.92 0 0 0| 0 20 0 0 470 33.750 -0.88 23.19 0 0 0| 0 10 0 0 480 72.500 -0.98 28.33 0 0 0| 0 0 0 0 520 112.500 -0.99 38.48 0 0 0| 0 0 0 0 560 Total 0 0 42| 0 751 0 0 Indicative a-t-m Vol 24.81 Underlying Price 447.500 Time to expiry: 113 Days Dec 10 4.250 -0.10 31.54 0 0 0| 0 2 0 0 360 10.250 -0.24 27.78 0 0 0| 0 10 0 0 400 14.500 16.250 -0.34 26.66 14.500 14.500 0 0 5| 0 8 0 0 420 23.500 -0.46 24.99 0 0 0| 0 53 0 0 440 34.750 -0.59 24.54 0 0 0| 0 5 0 0 460 48.500 -0.71 24.21 0 0 0| 0 6 0 0 480 81.750 -0.88 24.14 0 0 0| 0 0 0 0 520 119.750 -0.95 25.46 0 0 0| 0 0 0 0 560 Total 0 0 5| 0 84 0 0 Indicative a-t-m Vol 25.23 Underlying Price 447.500 Time to expiry: 204 Days Mar 11 18.750 -0.30 27.20 0 0 0| 0 13 0 0 400 26.000 -0.39 26.34 0 0 0| 0 22 0 0 420 35.250 -0.48 25.44 0 0 0| 0 8 0 0 440 46.500 -0.58 24.92 0 0 0| 0 20 0 0 460 60.000 -0.67 24.72 0 0 0| 0 0 0 0 480 91.250 -0.81 24.24 0 0 0| 0 0 0 0 520 127.500 -0.90 24.95 0 0 0| 0 0 0 0 560 Total 0 0 0| 0 63 0 0 Total Puts 0 0 47| 0 898 0 0 Grand Total 0 270,000 270,047| 10 1,724 +10 0 Equity Options 21:51 Business Day Thu 26 Aug 2010 Previous Business Day Wed 25 Aug 2010 Page 69 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 13.76 Underlying Price 706.000 Time to expiry: 22 Days Sep 10 266.250 1.00 45.31 0 0 0| 0 0 0 0 440 226.250 1.00 42.77 0 0 0| 0 6 0 0 480 186.250 1.00 41.32 0 0 0| 0 21 0 0 520 146.250 1.00 35.82 0 0 0| 0 22 0 0 560 106.500 0.99 28.25 0 0 0| 0 61 0 0 600 66.500 0.99 18.23 0 0 0| 0 1,646 0 0 640 28.500 0.85 14.98 0 0 0| 0 104 0 0 680 4.000 0.28 13.10 0 0 0| 1 923 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 0| 1 5,203 0 0 Indicative a-t-m Vol 11.63 Underlying Price 706.000 Time to expiry: 113 Days Dec 10 426.250 1.00 41.08 0 0 0| 0 0 0 0 280 386.250 1.00 39.79 0 0 0| 0 0 0 0 320 346.500 1.00 37.91 0 0 0| 0 0 0 0 360 306.500 1.00 36.29 0 0 0| 0 0 0 0 400 266.500 1.00 34.26 0 0 0| 0 0 0 0 440 226.500 1.00 32.01 0 0 0| 0 0 0 0 480 186.750 1.00 27.15 0 0 0| 0 60 0 0 520 147.000 0.98 25.15 0 0 0| 0 524 0 0 560 107.250 0.98 19.13 0 0 0| 0 76 0 0 600 67.750 0.94 14.87 0 0 0| 0 83 0 0 640 33.500 0.73 13.53 0 0 0| 0 15 0 0 680 8.250 0.34 10.60 0 0 0| 0 9,130 0 0 720 Total 0 0 0| 0 9,888 0 0 Indicative a-t-m Vol 19.70 Underlying Price 706.000 Time to expiry: 204 Days Mar 11 266.500 1.00 33.03 0 0 0| 0 0 0 0 440 226.750 1.00 28.66 0 0 0| 0 0 0 0 480 187.000 0.99 26.02 0 0 0| 0 0 0 0 520 148.000 0.96 24.08 0 0 0| 0 10 0 0 560 111.750 0.88 22.94 0 0 0| 0 0 0 0 600 79.000 0.76 21.76 0 0 0| 0 0 0 0 640 51.750 0.61 20.58 0 0 0| 0 0 0 0 680 30.250 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 706.000 Time to expiry: 295 Days Jun 11 307.000 0.99 41.21 0 0 0| 0 0 0 0 400 267.250 0.99 35.87 0 0 0| 0 0 0 0 440 227.750 0.97 31.93 0 0 0| 0 0 0 0 480 151.250 0.91 26.13 0 0 0| 0 0 0 0 560 84.000 0.72 22.03 0 0 0| 0 0 0 0 640 43.750 0.47 22.42 0 0 0| 0 0 0 0 720 Total 0 0 0| 0 0 0 0 Equity Options 21:51 Business Day Thu 26 Aug 2010 Previous Business Day Wed 25 Aug 2010 Page 70 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 706.000 Time to expiry: 477 Days Dec 11 347.250 0.99 44.27 0 0 0| 0 0 0 0 360 308.250 0.97 41.04 0 0 0| 0 0 0 0 400 270.000 0.95 37.72 0 0 0| 0 0 0 0 440 230.750 0.93 32.80 0 0 0| 0 0 0 0 480 159.500 0.83 27.78 0 0 0| 0 0 0 0 560 101.250 0.67 24.92 0 0 0| 0 0 0 0 640 63.750 0.50 24.92 0 0 0| 0 0 0 0 720 Total 0 0 0| 0 0 0 0 Indicative a-t-m Vol 24.51 Underlying Price 706.000 Time to expiry: 848 Days Dec 12 242.250 0.86 34.20 0 0 0| 0 0 0 0 480 179.750 0.77 30.11 0 0 0| 0 0 0 0 560 125.250 0.66 26.79 0 0 0| 0 0 0 0 640 80.500 0.52 24.03 0 0 0| 0 0 0 0 720 Total 0 0 0| 0 0 0 0 Total Calls 0 0 0| 1 15,111 0 0 | Equity Options 21:51 Business Day Thu 26 Aug 2010 Previous Business Day Wed 25 Aug 2010 Page 71 Puts | Block | Opening Settle Delta Vola- Daily Trade Bclear Total | Official **Open Change Exer- Exer Trans Price tility High Low Volume Volume*** Volume | Volume Int cises Price | British Sky Broadcasting Group plc - STND OPT (BSK) Indicative a-t-m Vol 12.79 Underlying Price 706.000 Time to expiry: 22 Days Sep 10 CAB 0.00 45.14 0 0 0| 0 50 0 0 440 CAB 0.00 43.32 0 0 0| 0 50 0 0 480 CAB 0.00 38.99 0 0 0| 0 673 0 0 520 CAB 0.00 33.18 0 0 0| 0 257 0 0 560 CAB -0.01 26.04 0 0 0| 0 17 0 0 600 0.250 -0.02 19.78 0 0 0| 0 16 0 0 640 2.000 -0.15 14.79 0 0 0| 0 605 0 0 680 17.000 -0.74 11.72 0 0 0| 0 85 0 0 720 44.000 -0.99 11.76 0 0 0| 0 0 0 0 750 54.000 -1.00 11.76 0 0 0| 0 0 0 0 760 Total 0 0 0| 0 1,753 0 0 Indicative a-t-m Vol 12.65 Underlying Price 706.000 Time to expiry: 113 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 0.00 33.23 0 0 0| 0 34 0 0 440 0.500 -0.01 30.98 0 0 0| 0 141 0 0 480 1.250 -0.03 28.85 0 0 0| 0 49 0 0 520 2.000 -0.05 24.37 0 0 0| 0 58 0 0 560 3.750 -0.09 20.88 0 0 0| 0 22 0 0 600 7.500 -0.19 17.96 0 0 0| 0 2 0 0 640 15.750 -0.38 14.84 0 0 0| 5 5,544 +5 0 680 32.750 -0.70 11.47 0 0 0| 0 5,020 0 0 720 Total 0 0 0| 5 10,880 +5 0 Indicative a-t-m Vol 18.31 Underlying Price 706.000 Time to expiry: 204 Days Mar 11 0.750 -0.01 29.22 0 0 0| 0 0 0 0 440 1.500 -0.02 26.90 0 0 0| 0 30 0 0 480 2.250 -0.04 24.08 0 0 0| 0 0 0 0 520 4.750 -0.08 22.62 0 0 0| 0 19 0 0 560 9.250 -0.15 21.08 0 0 0| 0 0 0 0 600 17.750 -0.26 20.05 0 0 0| 0 0 0 0 640 31.250 -0.40 19.06 0 0 0| 0 0 0 0 680 50.500 -0.57 17.90 0 0 0| 0 0 0 0 720 Total 0 0 0| 0 49 0 0 Indicative a-t-m Vol 22.97 Underlying Price 706.000 Time to expiry: 295 Days Jun 11 2.750 -0.03 34.74 0 0 0| 0 0 0 0 400 5.250 -0.05 34.00 0 0 0| 0 0 0 0 440 8.250 -0.08 32.28 0 0 0| 0 0 0 0 480 15.000 -0.16 26.28 0 0 0| 0 0 0 0 560 31.500 -0.32 22.19 0 0 0| 0 0 0 0 640 74.250 -0.54 23.13 0 0 0| 0 0 0 0 720 Total 0 0 0| 0 0 0 0 Equity Options 21:51 Business Day Thu 26 Aug 2010 Previous Business Day Wed 25 Aug 2010 Page 72 Puts | Block | Opening Settle Delta Vola- Daily Trade Bclear Total | Official **Open Change Exer- Exer Trans Price tility High Low Volume Volume*** Volume | Volume Int cises Price | Indicative a-t-m Vol 22.10 Underlying Price 706.000 Time to expiry: 477 Days Dec 11 4.750 -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 11.500 -0.08 32.35 0 0 0| 0 0 0 0 440 13.750 -0.11 29.06 0 0 0| 0 0 0 0 480 25.750 -0.20 25.23 0 0 0| 0 0 0 0 560 47.250 -0.35 22.21 0 0 0| 0 0 0 0 640 90.250 -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 20.34 Underlying Price 706.000 Time to expiry: 848 Days Dec 12 25.250 -0.15 26.66 0 0 0| 0 0 0 0 480 41.750 -0.25 23.72 0 0 0| 0 0 0 0 560 66.250 -0.38 21.01 0 0 0| 0 0 0 0 640 107.750 -0.53 20.20 0 0 0| 0 0 0 0 720 Total 0 0 0| 0 0 0 0 Total Puts 0 0 0| 5 12,682 +5 0 Grand Total 0 470,000 470,000| 6 27,793 +5 0 Equity Options 21:51 Business Day Thu 26 Aug 2010 Previous Business Day Wed 25 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 | BT Group plc - STND OPT (BTG) Indicative a-t-m Vol 33.11 Underlying Price 130.600 Time to expiry: 22 Days Sep 10 35.000 0.96 74.68 0 0 0| 0 0 0 0 96 31.000 0.95 67.45 0 0 0| 0 51 0 0 100 21.500 0.91 53.59 0 0 0| 0 0 0 0 110 12.000 0.81 41.07 0 0 0| 0 0 0 0 120 8.250 0.70 37.63 0 0 0| 0 0 0 0 125 4.750 0.54 33.35 0 0 0| 0 0 0 0 130 2.500 0.36 32.14 0 0 0| 0 0 0 0 135 1.000 0.20 30.99 0 0 0| 0 1,972 0 0 140 0.500 0.09 30.77 0 0 0| 0 34 0 0 145 0.250 0.04 30.83 0 0 0| 0 12,052 0 0 150 CAB 0.01 32.29 0 0 0| 0 70 0 0 160 CAB 0.00 35.66 0 0 0| 0 0 0 0 170 CAB 0.00 41.35 0 0 0| 0 60 0 0 180 Total 0 0 0| 0 14,239 0 0 Indicative a-t-m Vol 32.86 Underlying Price 130.600 Time to expiry: 50 Days Oct 10 22.500 0.86 46.35 0 0 0| 0 0 0 0 110 13.750 0.75 38.09 0 0 0| 0 51 0 0 120 6.750 0.54 33.07 0 0 0| 0 26 0 0 130 4.500 0.42 32.01 0 0 0| 0 0 0 0 135 2.750 0.30 31.47 0 0 0| 10 122 +10 0 140 1.500 0.20 30.47 0 0 0| 0 236 0 0 145 0.750 0.11 29.05 0 0 0| 0 287 0 0 150 0.250 0.03 27.33 0 0 0| 0 0 0 0 160 CAB 0.00 25.72 0 0 0| 0 0 0 0 170 Total 0 0 0| 10 722 +10 0 Indicative a-t-m Vol 33.95 Underlying Price 130.600 Time to expiry: 85 Days Nov 10 23.250 0.84 40.73 0 0 0| 0 0 0 0 110 15.500 0.71 37.56 0 0 0| 0 0 0 0 120 9.000 0.55 34.32 0 0 0| 0 0 0 0 130 6.500 0.45 32.47 0 0 0| 0 40 0 0 135 4.500 0.36 31.69 0 0 0| 0 104 0 0 140 2.000 0.20 30.94 0 0 0| 0 100 0 0 150 0.750 0.10 30.46 0 0 0| 0 0 0 0 160 Total 0 0 0| 0 244 0 0 Indicative a-t-m Vol 32.87 Underlying Price 130.600 Time to expiry: 113 Days Dec 10 67.250 0.98 73.07 0 0 0| 0 0 0 0 64 59.750 0.96 68.58 0 0 0| 0 0 0 0 72 52.000 0.95 61.50 0 0 0| 0 0 0 0 80 44.250 0.93 54.89 0 0 0| 0 0 0 0 88 36.750 0.90 49.02 0 0 0| 0 0 0 0 96 33.250 0.88 47.02 0 0 0| 0 0 0 0 100 24.250 0.81 40.41 0 0 0| 0 0 0 0 110 Equity Options 21:51 Business Day Thu 26 Aug 2010 Previous Business Day Wed 25 Aug 2010 Page 74 Calls | Block | Opening Settle Delta Vola- Daily Trade Bclear Total | Official **Open Change Exer- Exer Trans Price tility High Low Volume Volume*** Volume | Volume Int cises Price | 16.250 0.71 35.11 0 0 0| 0 0 0 0 120 10.000 0.55 33.11 0 0 0| 0 678 0 0 130 5.500 0.38 30.73 0 0 0| 0 1,423 0 0 140 3.000 0.24 30.95 0 0 0| 0 2,012 0 0 150 1.250 0.12 29.05 0 0 0| 0 6,268 0 0 160 0.250 0.03 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 33.35 Underlying Price 130.600 Time to expiry: 204 Days Mar 11 36.750 0.89 41.22 0 0 0| 0 0 0 0 96 33.250 0.87 39.76 0 0 0| 0 0 0 0 100 25.250 0.79 37.19 0 0 0| 0 0 0 0 110 18.250 0.68 35.56 0 0 0| 0 2 0 0 120 12.500 0.55 33.64 0 0 0| 0 226 0 0 130 7.500 0.41 30.72 0 0 0| 0 38 0 0 140 4.750 0.29 30.34 0 0 0| 0 130 0 0 150 2.750 0.19 29.47 0 0 0| 0 20 0 0 160 0.750 0.07 27.99 0 0 0| 0 0 0 0 180 Total 0 0 0| 0 416 0 0 Indicative a-t-m Vol 34.03 Underlying Price 130.600 Time to expiry: 295 Days Jun 11 37.750 0.87 39.81 0 0 0| 0 0 0 0 96 35.000 0.83 40.08 0 0 0| 0 0 0 0 100 20.250 0.66 34.84 0 0 0| 0 0 0 0 120 15.250 0.56 34.28 0 0 0| 471 481 +383 0 130 10.500 10.500 0.45 31.79 10.500 10.500 0 0 40| 42 53 +38 0 140 6.750 0.34 30.25 0 0 0| 0 143 0 0 150 4.500 0.25 29.86 0 0 0| 0 6 0 0 160 1.750 0.12 28.36 0 0 0| 7 7 +7 0 180 Total 0 0 40| 520 690 +428 0 Indicative a-t-m Vol 30.95 Underlying Price 130.600 Time to expiry: 477 Days Dec 11 67.750 0.96 54.44 0 0 0| 0 0 0 0 64 60.500 0.94 50.97 0 0 0| 0 0 0 0 72 53.250 0.91 48.02 0 0 0| 0 0 0 0 80 46.250 0.88 44.13 0 0 0| 0 0 0 0 88 39.250 0.84 40.44 0 0 0| 0 0 0 0 96 35.750 0.82 37.75 0 0 0| 0 0 0 0 100 21.250 0.65 32.02 0 0 0| 0 0 0 0 120 11.750 0.46 30.08 0 0 0| 0 0 0 0 140 6.000 0.29 28.86 0 0 0| 0 6 0 0 160 2.750 0.16 27.38 0 0 0| 0 12 0 0 180 Total 0 0 0| 0 18 0 0 Indicative a-t-m Vol 30.24 Underlying Price 130.600 Time to expiry: 659 Days Jun 12 Equity Options 21:51 Business Day Thu 26 Aug 2010 Previous Business Day Wed 25 Aug 2010 Page 75 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 | 38.250 0.79 40.77 0 0 0| 0 0 0 0 100 22.500 0.65 31.60 0 0 0| 0 0 0 0 120 13.250 0.47 29.13 0 0 0| 0 0 0 0 140 7.500 0.31 28.09 0 0 0| 0 0 0 0 160 Total 0 0 0| 0 0 0 0 Indicative a-t-m Vol 29.47 Underlying Price 130.600 Time to expiry: 848 Days Dec 12 38.750 0.78 40.77 0 0 0| 0 0 0 0 100 23.250 0.64 31.14 0 0 0| 0 0 0 0 120 13.500 0.47 28.11 0 0 0| 0 0 0 0 140 8.250 0.33 27.26 0 0 0| 0 0 0 0 160 Total 0 0 0| 0 0 0 0 Total Calls 0 0 40| 530 27,203 +438 0 | Equity Options 21:51 Business Day Thu 26 Aug 2010 Previous Business Day Wed 25 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 | BT Group plc - STND OPT (BTG) Indicative a-t-m Vol 31.65 Underlying Price 130.600 Time to expiry: 22 Days Sep 10 0.500 -0.04 76.50 0 0 0| 0 101 0 0 96 0.750 -0.06 73.99 0 0 0| 0 9,757 0 0 100 0.750 -0.09 52.59 0 0 0| 0 1,030 0 0 110 1.000 -0.16 36.11 0 0 0| 0 10,546 0 0 120 2.250 -0.29 34.59 0 0 0| 0 113 0 0 125 3.750 -0.46 32.02 0 0 0| 0 3,378 0 0 130 5.250 6.500 -0.65 30.15 5.250 5.250 0 0 4| 0 1,767 0 0 135 10.250 -0.82 28.89 0 0 0| 0 1,749 0 0 140 14.500 -0.94 26.55 0 0 0| 0 31 0 0 145 19.500 -0.98 27.92 0 0 0| 0 132 0 0 150 27.500 29.500 -0.98 38.20 27.500 S 27.500 S 0 0 2| 0 180 0 0 160 39.500 -0.99 47.77 0 0 0| 0 0 0 0 170 49.500 -0.99 56.32 0 0 0| 1 2 -1 0 180 Total 0 0 6| 1 28,786 -1 0 Indicative a-t-m Vol 32.89 Underlying Price 130.600 Time to expiry: 50 Days Oct 10 1.250 -0.11 40.30 0 0 0| 0 0 0 0 110 2.500 2.750 -0.24 36.73 2.500 2.500 0 0 50| 0 36 0 0 120 6.000 -0.46 33.31 0 0 0| 6 69 +6 0 130 8.500 -0.59 31.21 0 0 0| 10 690 +10 0 135 12.000 -0.71 30.67 0 0 0| 0 36 0 0 140 15.500 -0.82 28.83 0 0 0| 0 475 0 0 145 20.000 -0.88 29.74 0 0 0| 0 25 0 0 150 29.500 -0.96 31.03 0 0 0| 0 0 0 0 160 39.500 -0.98 35.09 0 0 0| 0 0 0 0 170 Total 0 0 50| 16 1,331 +16 0 Indicative a-t-m Vol 31.87 Underlying Price 130.600 Time to expiry: 85 Days Nov 10 2.500 -0.16 40.58 0 0 0| 0 0 0 0 110 4.500 -0.28 36.29 0 0 0| 8 8 +8 0 120 7.750 -0.45 31.85 0 0 0| 0 0 0 0 130 10.500 -0.55 31.95 0 0 0| 0 0 0 0 135 13.250 -0.66 29.34 0 0 0| 0 0 0 0 140 21.250 -0.81 30.13 0 0 0| 0 0 0 0 150 30.000 -0.91 29.49 0 0 0| 0 75 0 0 160 Total 0 0 0| 8 83 +8 0 Indicative a-t-m Vol 31.98 Underlying Price 130.600 Time to expiry: 113 Days Dec 10 0.250 -0.01 63.21 0 0 0| 0 100 0 0 64 0.250 -0.02 57.47 0 0 0| 0 0 0 0 72 0.500 -0.03 51.93 0 0 0| 0 101 0 0 80 1.000 -0.05 48.56 0 0 0| 0 56 0 0 88 1.250 -0.08 44.12 0 0 0| 0 230 0 0 96 1.500 -0.10 41.38 0 0 0| 0 14,053 0 0 100 3.000 -0.18 38.30 0 0 0| 0 69 0 0 110 5.250 -0.29 34.86 0 0 0| 0 784 0 0 120 Equity Options 21:51 Business Day Thu 26 Aug 2010 Previous Business Day Wed 25 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 | 9.000 -0.45 32.22 0 0 0| 0 349 0 0 130 14.250 -0.63 29.79 0 0 0| 54 995 -44 0 140 21.500 -0.79 28.17 0 0 0| 0 0 0 0 150 30.000 -0.91 26.19 0 0 0| 0 6,916 0 0 160 49.500 -0.97 31.23 0 0 0| 0 40 0 0 180 69.500 -1.00 27.88 0 0 0| 0 11 0 0 200 89.500 -1.00 34.02 0 0 0| 0 2,500 0 0 220 109.500 -1.00 42.27 0 0 0| 0 0 0 0 240 Total 0 0 0| 54 26,204 -44 0 Indicative a-t-m Vol 33.21 Underlying Price 130.600 Time to expiry: 204 Days Mar 11 3.000 -0.13 40.96 0 0 0| 0 115 0 0 96 3.750 -0.16 40.26 0 0 0| 0 56 0 0 100 6.000 -0.24 37.28 0 0 0| 0 215 0 0 110 9.250 -0.35 35.28 0 0 0| 0 136 0 0 120 13.500 -0.47 33.34 0 0 0| 0 54 0 0 130 19.250 -0.59 31.99 0 0 0| 0 74 0 0 140 26.500 -0.70 32.06 0 0 0| 0 38 0 0 150 32.500 -0.89 22.85 0 0 0| 0 0 0 0 160 51.500 -0.99 19.06 0 0 0| 0 30 0 0 180 Total 0 0 0| 0 718 0 0 Indicative a-t-m Vol 32.73 Underlying Price 130.600 Time to expiry: 295 Days Jun 11 4.500 -0.16 39.83 0 0 0| 8 8 +8 0 96 5.500 -0.18 39.00 0 0 0| 0 6 0 0 100 11.250 -0.35 34.53 0 0 0| 0 10 0 0 120 15.250 15.750 -0.45 32.82 15.250 15.250 0 0 5| 100 215 0 0 130 21.500 -0.56 31.96 0 0 0| 0 228 0 0 140 26.750 27.750 -0.67 30.01 26.750 S 26.750 S 0 0 2| 0 90 0 0 150 34.750 -0.79 26.99 0 0 0| 0 0 0 0 160 52.000 -0.94 23.34 0 0 0| 5 13 +5 0 180 Total 0 0 7| 113 570 +13 0 Indicative a-t-m Vol 30.09 Underlying Price 130.600 Time to expiry: 477 Days Dec 11 2.000 -0.06 45.25 0 0 0| 0 0 0 0 64 3.250 -0.09 43.93 0 0 0| 0 0 0 0 72 4.500 -0.12 41.87 0 0 0| 0 0 0 0 80 6.250 -0.16 40.29 0 0 0| 0 0 0 0 88 7.750 -0.21 37.99 0 0 0| 0 0 0 0 96 8.750 -0.23 36.90 0 0 0| 0 0 0 0 100 15.250 -0.39 31.80 0 0 0| 0 0 0 0 120 25.750 -0.58 28.69 0 0 0| 0 0 0 0 140 40.500 -0.75 27.27 0 0 0| 0 0 0 0 160 57.250 -0.87 25.97 0 0 0| 0 0 0 0 180 Total 0 0 0| 0 0 0 0 Indicative a-t-m Vol 29.32 Underlying Price 130.600 Time to expiry: 659 Days Jun 12 10.000 -0.25 33.13 0 0 0| 0 0 0 0 100 18.500 -0.40 31.28 0 0 0| 0 0 0 0 120 Equity Options 21:51 Business Day Thu 26 Aug 2010 Previous Business Day Wed 25 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 | 28.500 -0.57 27.71 0 0 0| 0 0 0 0 140 43.000 -0.72 26.42 0 0 0| 0 0 0 0 160 Total 0 0 0| 0 0 0 0 Indicative a-t-m Vol 29.15 Underlying Price 130.600 Time to expiry: 848 Days Dec 12 14.250 -0.28 34.92 0 0 0| 0 0 0 0 100 22.000 -0.41 30.72 0 0 0| 0 60 0 0 120 33.000 -0.57 27.86 0 0 0| 0 0 0 0 140 47.250 -0.70 26.77 0 0 0| 0 0 0 0 160 Total 0 0 0| 0 60 0 0 Total Puts 0 0 63| 192 57,752 -8 0 Grand Total 0 800,000 800,103| 722 84,955 +430 0 A2A SpA - Euro Cash FLEX Opt (ASB) Grand Total 0 805,000 805,103| 722 85,369 +430 0 ABB Ltd (ABQ) Indicative a-t-m Vol 0.00 Underlying Price 19.470 Time to expiry: 22 Days 17 Sep 10 0.372 -0.36 30.57 N/A 0 0| 0 8,000 0 0 190 0.857 -0.64 28.57 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 19.470 Time to expiry: 113 Days 17 Dec 10 1.100 -0.41 31.01 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 19.470 Time to expiry: 116 Days 20 Dec 10 5.793 -0.94 28.15 N/A 0 0| 0 1,000 0 0 252 10.826 -0.99 32.82 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 19.470 Time to expiry: 295 Days 17 Jun 11 1.452 -0.34 31.64 N/A 0 0| 0 4,500 0 0 180 8.161 -0.91 26.42 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 19.470 Time to expiry: 370 Days 31 Aug 11 3.682 -0.58 29.71 N/A 0 0| 1,000 1,000 +1,000 0 217 TotalN/A 0 0| 1,000 1,000 +1,000 0 Total PutsN/A 0 0| 1,000 23,960 +1,000 0 Grand TotalN/A 875,000 875,103| 1,722 135,829 +1,430 0 Abertis Infraestructuras SA (CYQ) Indicative a-t-m Vol 0.00 Underlying Price 47.040 Time to expiry: 113 Days 17 Dec 10 0.141 -0.02 61.23 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 880,000 880,103| 1,722 136,179 +1,430 0 Adecco SA (QVQ) Grand TotalN/A 885,000 885,103| 1,722 136,439 +1,430 0 Equity Options 21:51 Business Day Thu 26 Aug 2010 Previous Business Day Wed 25 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 | Adidas AG (FKQ) Indicative a-t-m Vol 0.00 Underlying Price 4.1060 Time to expiry: 22 Days 17 Sep 10 0.2500 -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 890,000 890,103| 1,722 137,439 +1,430 0 Aegon NV (AFQ) Grand TotalN/A 895,000 895,103| 1,722 157,439 +1,430 0 ageas NV/SA - Amer Phys FLEX Opt (FOQ) Indicative a-t-m Vol 0.00 Underlying Price 1.9980 Time to expiry: 113 Days 17 Dec 10 14.7420 -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 910,000 910,103| 1,722 173,439 +1,430 0 ageas NV/SA - Euro Phys FLEX Opt (FOX) Indicative a-t-m Vol 0.00 Underlying Price 1.9980 Time to expiry: 113 Days 17 Dec 10 12.9585 -1.00 45.22 N/A 0 0| 0 1,000 0 0 1500 13.9556 -1.00 45.88 N/A 0 0| 0 2,500 0 0 1600 14.9527 -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 940,000 940,103| 1,722 192,439 +1,430 0 Air Liquide (AIJ) Grand TotalN/A 945,000 945,103| 1,722 192,519 +1,430 0 Akzo Nobel NV (AKQ) Indicative a-t-m Vol 0.00 Underlying Price 41.3000 Time to expiry: 295 Days 17 Jun 11 4.1500 -0.44 29.91 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 2.0430 Time to expiry: 22 Days 17 Sep 10 0.1900 -0.76 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 955,000 955,103| 1,722 194,919 +1,430 0 Alcatel-Lucent SA - Amer Phys FLEX Opt (CGQ) Indicative a-t-m Vol 0.00 Underlying Price 2.0430 Time to expiry: 113 Days 17 Dec 10 0.2800 -0.58 41.75 N/A 0 0| 0 0 0 0 220 TotalN/A 0 0| 0 0 0 0 Indicative a-t-m Vol 0.00 Underlying Price 2.0430 Time to expiry: 204 Days 18 Mar 11 0.4780 -0.66 39.73 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 21:51 Business Day Thu 26 Aug 2010 Previous Business Day Wed 25 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 | Grand TotalN/A 970,000 970,103| 1,722 266,419 +1,430 0 Allianz AG (ALQ) Indicative a-t-m Vol 0.00 Underlying Price 80.5600 Time to expiry: 22 Days 17 Sep 10 0.3093 -0.09 35.56 N/A 0 0| 0 1,000 0 0 7200 1.9087 -0.44 27.73 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 80.5600 Time to expiry: 113 Days 17 Dec 10 0.3946 -0.04 52.81 N/A 0 0| 0 100 0 0 5000 0.9435 -0.10 40.63 N/A 0 0| 0 1,000 0 0 6200 1.9241 -0.20 34.68 N/A 0 0| 0 1,000 0 0 7000 4.8709 -0.45 29.46 N/A 0 0| 0 1,750 0 0 8000 6.8344 -0.57 27.85 N/A 0 0| 0 750 0 0 8400 8.0356 -0.63 27.27 N/A 0 0| 0 1,000 0 0 8600 30.1687 -0.99 25.10 N/A 0 0| 0 2,000 0 0 11100 39.1020 -1.00 25.32 N/A 0 0| 0 1,000 0 0 12000 59.0440 -1.00 34.10 N/A 0 0| 0 500 0 0 14000 60.3402 -1.00 34.56 N/A 0 0| 0 35 0 0 14130 78.9861 -1.00 41.15 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 80.5600 Time to expiry: 295 Days 17 Jun 11 6.9903 -0.39 31.19 N/A 0 0| 0 571 0 0 7421 9.6181 -0.50 29.24 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 80.5600 Time to expiry: 477 Days 16 Dec 11 14.3670 -0.54 28.51 N/A 0 0| 0 2,500 0 0 8500 42.9081 -0.95 23.05 N/A 0 0| 0 1,500 0 0 12000 81.2255 -0.98 29.16 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 80.5600 Time to expiry: 848 Days 21 Dec 12 19.2353 -0.55 28.09 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 1,115,000 1,115,10| 1,722 294,487 +1,430 0 Alstom SA - Amer Cash FLEX Opt (ZWU) Grand TotalN/A 1,120,000 1,120,10| 1,722 294,487 +1,430 0 Alstom SA - Amer Phys FLEX Opt (ZWQ) Grand TotalN/A 1,130,000 1,130,10| 1,722 295,687 +1,430 0 Alstom SA - Euro Phys FLEX Opt (ZWX) Indicative a-t-m Vol 0.00 Underlying Price 37.8350 Time to expiry: 22 Days 17 Sep 10 2.5172 -0.77 29.52 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 21:51 Business Day Thu 26 Aug 2010 Previous Business Day Wed 25 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 2302.000 Time to expiry: 22 Days 17 Sep 10 11.500 -0.09 44.08 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 1,140,000 1,140,10| 1,722 298,687 +1,430 0 Anglo American plc - Amer Cash FLEX Opt (AHW) Indicative a-t-m Vol 0.00 Underlying Price 2302.000 Time to expiry: 22 Days 17 Sep 10 46.500 -0.30 39.32 N/A 0 0| 0 0 0 0 2200 144.000 -0.66 36.93 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 N/A Time to expiry: 22 Days 17 Sep 10 N/A 0.00 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 1,155,000 1,155,10| 1,722 298,687 +1,430 0 Anglo American plc - Amer Phys FLEX Opt (AHO) Grand TotalN/A 1,160,000 1,160,10| 1,722 298,687 +1,430 0 Anglo American plc - Euro Phys FLEX Opt (AHV) Indicative a-t-m Vol 0.00 Underlying Price 2302.000 Time to expiry: 113 Days 17 Dec 10 67.500 -0.19 45.54 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 40.5200 Time to expiry: 22 Days 17 Sep 10 0.1600 -0.10 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 1,170,000 1,170,10| 1,722 299,187 +1,430 0 Anheuser-Busch InBev NV - Amer Phys FLEX Opt (IGQ) Indicative a-t-m Vol 0.00 Underlying Price 40.5200 Time to expiry: 22 Days 17 Sep 10 0.4200 -0.26 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 1,180,000 1,180,10| 1,722 302,487 +1,430 0 Antofagasta plc - Amer Phys FLEX Opt (KFQ) Indicative a-t-m Vol 0.00 Underlying Price 22.4500 Time to expiry: 386 Days 16 Sep 11 2.6535 -0.33 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 1,195,000 1,195,10| 1,722 303,287 +1,430 0 Arcelor Mittal (LOQ) Grand TotalN/A 1,200,000 1,200,10| 1,722 304,287 +1,430 0 Equity Options 21:51 Business Day Thu 26 Aug 2010 Previous Business Day Wed 25 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 | Arcelor Mittal - Amer Phys FLEX Opt (RRO) Indicative a-t-m Vol 0.00 Underlying Price 22.4550 Time to expiry: 358 Days 19 Aug 11 2.5101 -0.32 42.91 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 22.4550 Time to expiry: 386 Days 16 Sep 11 2.6580 -0.32 42.74 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 22.4550 Time to expiry: 848 Days 21 Dec 12 10.4118 -0.61 37.09 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 1,220,000 1,220,10| 1,722 312,287 +1,430 0 Arcelor Mittal - Euro Phys FLEX Opt (RRV) Indicative a-t-m Vol 0.00 Underlying Price 22.4550 Time to expiry: 22 Days 17 Sep 10 1.1375 -0.58 37.79 N/A 0 0| 0 1,000 0 0 2300 3.5894 -0.94 37.34 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 1,240,000 1,240,10| 1,722 318,287 +1,430 0 ASML Holding NV (FDQ) Grand TotalN/A 1,250,000 1,250,10| 1,722 328,287 +1,430 0 Assicurazioni Generali SpA (GXX) Indicative a-t-m Vol 0.00 Underlying Price 14.2400 Time to expiry: 112 Days 16 Dec 10 1.3815 -0.58 30.39 N/A 0 0| 0 150 0 0 1500 3.7628 -0.94 26.24 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 14.2400 Time to expiry: 113 Days 17 Dec 10 0.8936 -0.42 32.70 N/A 0 0| 0 0 0 0 1400 2.0500 -0.74 28.66 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 1,285,000 1,285,10| 1,722 329,187 +1,430 0 AstraZeneca Plc (AZJ) Grand TotalN/A 1,295,000 1,295,10| 1,722 329,443 +1,430 0 AstraZeneca plc (AZX) Grand TotalN/A 1,315,000 1,315,10| 1,722 331,143 +1,430 0 AstraZeneca Plc (AZQ) Grand TotalN/A 1,320,000 1,320,10| 1,722 331,493 +1,430 0 AstraZeneca plc (AZX) Grand TotalN/A 1,325,000 1,325,10| 1,722 331,993 +1,430 0 AstraZeneca Plc (AZQ) Grand TotalN/A 1,330,000 1,330,10| 1,722 332,243 +1,430 0 AstraZeneca plc (AZX) Equity Options 21:51 Business Day Thu 26 Aug 2010 Previous Business Day Wed 25 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 3216.500 Time to expiry: 113 Days 17 Dec 10 1.810 -0.01 37.17 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 3216.500 Time to expiry: 113 Days 17 Dec 10 4.060 -0.02 34.21 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 1,345,000 1,345,10| 1,722 332,743 +1,430 0 AstraZeneca Plc (AZQ) Indicative a-t-m Vol 0.00 Underlying Price 3216.500 Time to expiry: 113 Days 17 Dec 10 8.870 -0.04 31.25 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 1,350,000 1,350,10| 1,722 333,243 +1,430 0 AstraZeneca plc (AZX) Indicative a-t-m Vol 0.00 Underlying Price 3216.500 Time to expiry: 113 Days 17 Dec 10 37.370 -0.15 25.85 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 3216.500 Time to expiry: 477 Days 16 Dec 11 143.910 -0.23 25.75 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 1,360,000 1,360,10| 1,722 334,243 +1,430 0 AstraZeneca Plc (AZQ) Indicative a-t-m Vol 0.00 Underlying Price 3216.500 Time to expiry: 848 Days 21 Dec 12 308.300 -0.37 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 1,365,000 1,365,10| 1,722 334,493 +1,430 0 AstraZeneca plc (AZX) Indicative a-t-m Vol 0.00 Underlying Price 3216.500 Time to expiry: 1212 Days 20 Dec 13 521.260 -0.48 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 1,375,000 1,375,10| 1,722 334,743 +1,430 0 AstraZeneca plc - Stockholmborsen (ZNJ) Grand TotalN/A 1,380,000 1,380,10| 1,722 334,933 +1,430 0 Aviva Plc (AVQ) Grand TotalN/A 1,415,000 1,415,10| 1,722 335,533 +1,430 0 AXA SA (CJJ) Equity Options 21:51 Business Day Thu 26 Aug 2010 Previous Business Day Wed 25 Aug 2010 Page 84 Puts | Block | Opening Settle Delta Vola- Daily Trade Bclear Total | Official **Open Change Exer- Exer Trans Price tility High Low Volume Volume*** Volume | Volume Int cises Price | Indicative a-t-m Vol 0.00 Underlying Price 12.4250 Time to expiry: 22 Days 17 Sep 10 4.5732 -0.99 49.50 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 12.4250 Time to expiry: 50 Days 15 Oct 10 0.6400 -0.38 46.50 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 12.4250 Time to expiry: 113 Days 17 Dec 10 1.0515 -0.39 46.85 N/A 0 0| 0 3,000 0 0 1200 2.1245 -0.65 41.20 N/A 0 0| 0 5,000 0 0 1400 3.7026 -0.86 38.06 N/A 0 0| 0 40,000 0 0 1600 4.6106 -0.92 37.00 N/A 0 0| 0 2,500 0 0 1700 5.2000 -0.95 36.68 N/A 0 0| 0 2,500 0 0 1759 7.0701 -0.99 35.59 N/A 0 0| 0 2,500 0 0 1954 10.0450 -1.00 35.47 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 12.4250 Time to expiry: 295 Days 17 Jun 11 2.3694 -0.50 43.47 N/A 0 0| 0 5,000 0 0 1270 2.9365 -0.59 41.01 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 12.4250 Time to expiry: 386 Days 16 Sep 11 2.7749 -0.50 42.51 N/A 0 0| 0 1,000 0 0 1300 3.3756 -0.58 40.52 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 12.4250 Time to expiry: 477 Days 16 Dec 11 4.6139 -0.67 37.73 N/A 0 0| 0 40,000 0 0 1563 19.1382 -0.99 33.50 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 1,545,000 1,545,10| 1,722 571,765 +1,430 0 Baloise Holding AG (OIQ) Indicative a-t-m Vol 0.00 Underlying Price 0.9100 Time to expiry: 22 Days 17 Sep 10 0.4901 -0.99 72.12 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 1,555,000 1,555,10| 1,722 573,365 +1,430 0 Banca Monte dei Paschi di Siena SpA (EVX) Indicative a-t-m Vol 0.00 Underlying Price 0.9100 Time to expiry: 22 Days 17 Sep 10 0.5399 -0.99 73.88 N/A 0 0| 0 2,350 0 0 145 0.5896 -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 21:51 Business Day Thu 26 Aug 2010 Previous Business Day Wed 25 Aug 2010 Page 85 Puts | Block | Opening Settle Delta Vola- Daily Trade Bclear Total | Official **Open Change Exer- Exer Trans Price tility High Low Volume Volume*** Volume | Volume Int cises Price | Indicative a-t-m Vol 0.00 Underlying Price 0.9100 Time to expiry: 113 Days 17 Dec 10 0.4860 -1.00 25.15 N/A 0 0| 0 3,207 0 0 140 0.5358 -1.00 25.15 N/A 0 0| 0 451 +451 0 145 TotalN/A 0 0| 0 3,658 +451 0 Indicative a-t-m Vol 0.00 Underlying Price 0.9100 Time to expiry: 204 Days 18 Mar 11 0.3824 -1.00 16.00 N/A 0 0| 0 371 0 0 130 0.5811 -1.00 16.00 N/A 0 0| 0 680 0 0 150 TotalN/A 0 0| 0 1,051 0 0 Total PutsN/A 0 0| 0 8,269 +451 0 Grand TotalN/A 1,590,000 1,590,10| 1,722 581,874 +1,881 0 Banco Bilbao Vizcaya Argentaria SA (BDQ) Indicative a-t-m Vol 0.00 Underlying Price 9.4400 Time to expiry: 22 Days 17 Sep 10 0.3070 -0.40 43.26 N/A 0 0| 0 7,000 0 0 925 0.7377 -0.69 41.75 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 9.4400 Time to expiry: 113 Days 17 Dec 10 4.1443 -0.99 28.12 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 9.4400 Time to expiry: 204 Days 18 Mar 11 0.7925 -0.29 49.25 N/A 0 0| 0 0 0 0 825 3.7380 -0.89 33.87 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 9.4400 Time to expiry: 477 Days 16 Dec 11 1.1060 -0.30 42.10 N/A 0 0| 0 2,500 0 0 800 3.4611 -0.69 35.26 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 9.4400 Time to expiry: 757 Days 21 Sep 12 6.2662 -0.84 30.63 N/A 0 0| 0 50,600 0 0 1500 6.7172 -0.86 30.63 N/A 0 0| 0 19,530 -5,150 0 1550 TotalN/A 0 0| 0 70,130 -5,150 0 Total PutsN/A 0 0| 0 132,130 -5,150 0 Grand TotalN/A 1,665,000 1,665,10| 1,722 734,114 -3,269 0 Banco Santander SA - Amer Phys FLEX OPT (SJQ) Indicative a-t-m Vol 0.00 Underlying Price 9.1310 Time to expiry: 22 Days 17 Sep 10 0.1071 -0.15 58.84 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 9.1310 Time to expiry: 113 Days 17 Dec 10 0.5460 -0.30 48.23 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 21:51 Business Day Thu 26 Aug 2010 Previous Business Day Wed 25 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 | Grand TotalN/A 1,680,000 1,680,10| 1,722 854,114 -3,269 0 Banco Santander SA - Euro Cash FLEX OPT (SJJ) Indicative a-t-m Vol 0.00 Underlying Price 9.1310 Time to expiry: 848 Days 21 Dec 12 3.1793 -0.50 39.98 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 1,695,000 1,695,10| 1,722 860,028 -3,269 0 Banco Santander SA - Euro Phys FLEX OPT (SJX) Indicative a-t-m Vol 0.00 Underlying Price 9.1310 Time to expiry: 113 Days 17 Dec 10 2.2684 -0.85 34.03 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 1,705,000 1,705,10| 1,722 865,028 -3,269 0 Barclays Plc (BBJ) Grand TotalN/A 1,715,000 1,715,10| 1,722 865,069 -3,269 0 Barclays plc (BBX) Grand TotalN/A 1,730,000 1,730,10| 1,722 872,069 -3,269 0 Barclays Plc (BBQ) Indicative a-t-m Vol 0.00 Underlying Price 302.000 Time to expiry: 22 Days 17 Sep 10 12.310 -0.45 45.20 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 1,740,000 1,740,10| 1,722 875,719 -3,269 0 Barclays plc (BBX) Indicative a-t-m Vol 0.00 Underlying Price 302.000 Time to expiry: 113 Days 17 Dec 10 36.430 -0.50 45.64 N/A 0 0| 0 1,000 0 0 312 59.340 -0.72 39.14 N/A 0 0| 0 3,000 0 0 351 65.980 -0.77 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 302.000 Time to expiry: 113 Days 17 Dec 10 109.220 -0.92 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 1,760,000 1,760,10| 1,722 885,719 -3,269 0 Barclays Plc (BBQ) Indicative a-t-m Vol 0.00 Underlying Price 302.000 Time to expiry: 113 Days 17 Dec 10 186.210 -0.96 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 302.000 Time to expiry: 477 Days 16 Dec 11 46.660 -0.33 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 21:51 Business Day Thu 26 Aug 2010 Previous Business Day Wed 25 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 | 83.840 -0.57 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 302.000 Time to expiry: 477 Days 16 Dec 11 83.620 -0.56 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 1,785,000 1,785,10| 1,722 891,469 -3,269 0 Barclays plc (BBX) Indicative a-t-m Vol 0.00 Underlying Price 302.000 Time to expiry: 477 Days 16 Dec 11 132.120 -0.76 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 1,795,000 1,795,10| 1,722 898,969 -3,269 0 BASF SE (BJJ) Indicative a-t-m Vol 0.00 Underlying Price 41.9450 Time to expiry: 22 Days 17 Sep 10 6.0885 -0.96 30.40 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 41.9450 Time to expiry: 50 Days 15 Oct 10 1.0961 -0.32 31.79 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 41.9450 Time to expiry: 113 Days 17 Dec 10 0.1516 -0.03 53.37 N/A 0 0| 0 1,200 0 0 2500 2.0630 -0.36 32.87 N/A 0 0| 0 1,000 0 0 4000 4.5475 -0.63 29.65 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 41.9450 Time to expiry: 295 Days 17 Jun 11 3.4497 -0.42 27.83 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 41.9450 Time to expiry: 477 Days 16 Dec 11 5.2837 -0.46 27.82 N/A 0 0| 0 3,000 0 0 4000 7.4339 -0.61 25.12 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 41.9450 Time to expiry: 1212 Days 20 Dec 13 12.6793 -0.56 27.95 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 1,880,000 1,880,10| 1,722 917,748 -3,269 0 Bayer AG (BQQ) Indicative a-t-m Vol 0.00 Underlying Price 46.8300 Time to expiry: 295 Days 17 Jun 11 Equity Options 21:51 Business Day Thu 26 Aug 2010 Previous Business Day Wed 25 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 | 3.2427 -0.33 31.53 N/A 0 0| 0 1,063 0 0 4206 3.2530 -0.33 31.53 N/A 0 0| 0 0 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 1,905,000 1,905,10| 1,722 922,311 -3,269 0 BG Group Plc (BGQ) Indicative a-t-m Vol 0.00 Underlying Price 1052.000 Time to expiry: 477 Days 16 Dec 11 29.990 -0.12 36.20 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 1,915,000 1,915,10| 1,722 923,021 -3,269 0 BHP Billiton Plc (BHJ) Grand TotalN/A 1,920,000 1,920,10| 1,722 923,026 -3,269 0 BHP Billiton plc (BHX) Indicative a-t-m Vol 0.00 Underlying Price 1802.500 Time to expiry: 659 Days 15 Jun 12 486.710 -0.47 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 1,925,000 1,925,10| 1,722 923,095 -3,269 0 BHP Billiton Plc (BHQ) Grand TotalN/A 1,930,000 1,930,10| 1,722 923,165 -3,269 0 BNP Paribas (BNJ) Indicative a-t-m Vol 0.00 Underlying Price 49.4300 Time to expiry: 22 Days 17 Sep 10 0.6100 -0.16 51.51 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 49.4300 Time to expiry: 113 Days 17 Dec 10 0.5378 -0.06 68.80 N/A 0 0| 0 500 0 0 2916 7.6434 -0.65 38.27 N/A 0 0| 0 1,000 0 0 5500 13.3300 -0.87 34.62 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 1,965,000 1,965,10| 1,722 934,126 -3,269 0 Bouygues (EHX) Indicative a-t-m Vol 0.00 Underlying Price 31.9650 Time to expiry: 113 Days 17 Dec 10 6.5900 -0.79 34.17 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 1,975,000 1,975,10| 1,722 954,126 -3,269 0 BP plc (BPX) Grand TotalN/A 1,990,000 1,990,10| 1,722 960,376 -3,269 0 BP Plc (BPQ) Grand TotalN/A 1,995,000 1,995,10| 1,722 960,376 -3,269 0 BP plc (BPX) Grand TotalN/A 2,005,000 2,005,10| 1,722 962,576 -3,269 0 Equity Options 21:51 Business Day Thu 26 Aug 2010 Previous Business Day Wed 25 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 | BP Plc (BPQ) Grand TotalN/A 2,015,000 2,015,10| 1,722 967,076 -3,269 0 BP plc (BPX) Grand TotalN/A 2,025,000 2,025,10| 1,722 968,576 -3,269 0 BP Plc (BPQ) Grand TotalN/A 2,030,000 2,030,10| 1,722 973,076 -3,269 0 BP plc (BPX) Grand TotalN/A 2,035,000 2,035,10| 1,722 973,576 -3,269 0 BP Plc (BPQ) Grand TotalN/A 2,055,000 2,055,10| 1,722 984,826 -3,269 0 BP plc (BPX) Grand TotalN/A 2,065,000 2,065,10| 1,722 986,326 -3,269 0 BP Plc (BPQ) Grand TotalN/A 2,080,000 2,080,10| 1,722 991,576 -3,269 0 BP plc (BPX) Grand TotalN/A 2,085,000 2,085,10| 1,722 991,976 -3,269 0 BP Plc (BPQ) Indicative a-t-m Vol 0.00 Underlying Price 385.600 Time to expiry: 113 Days 17 Dec 10 3.640 -0.07 52.55 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 2,090,000 2,090,10| 1,722 993,976 -3,269 0 BP plc (BPX) Indicative a-t-m Vol 0.00 Underlying Price 385.600 Time to expiry: 113 Days 17 Dec 10 38.670 -0.53 36.17 N/A 0 0| 0 2,500 0 0 400 65.050 -0.72 34.46 N/A 0 0| 0 6,750 0 0 440 80.470 -0.80 33.04 N/A 0 0| 0 500 0 0 460 97.760 -0.86 32.64 N/A 0 0| 0 1,200 0 0 480 115.900 -0.91 32.13 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 385.600 Time to expiry: 113 Days 17 Dec 10 164.610 -0.98 31.86 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 2,120,000 2,120,10| 1,722 1,014,926 -3,269 0 BP Plc (BPQ) Indicative a-t-m Vol 0.00 Underlying Price 385.600 Time to expiry: 113 Days 17 Dec 10 194.430 -0.99 32.76 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 385.600 Time to expiry: 113 Days 17 Dec 10 213.320 -0.99 33.68 N/A 0 0| 0 500 0 0 600 TotalN/A 0 0| 0 500 0 0 Equity Options 21:51 Business Day Thu 26 Aug 2010 Previous Business Day Wed 25 Aug 2010 Page 90 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 2,130,000 2,130,10| 1,722 1,019,426 -3,269 0 BP plc (BPX) Indicative a-t-m Vol 0.00 Underlying Price 385.600 Time to expiry: 113 Days 17 Dec 10 263.050 -0.99 35.61 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 385.600 Time to expiry: 113 Days 17 Dec 10 264.400 -1.00 35.61 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 2,140,000 2,140,10| 1,722 1,020,926 -3,269 0 BP Plc (BPQ) Indicative a-t-m Vol 0.00 Underlying Price 385.600 Time to expiry: 113 Days 17 Dec 10 312.900 -1.00 38.22 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 2,145,000 2,145,10| 1,722 1,023,926 -3,269 0 BP plc (BPX) Indicative a-t-m Vol 0.00 Underlying Price 385.600 Time to expiry: 477 Days 16 Dec 11 183.200 -0.83 29.76 N/A 0 0| 0 250 0 0 550 192.110 -0.85 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 385.600 Time to expiry: 477 Days 16 Dec 11 228.990 -0.90 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 2,160,000 2,160,10| 1,722 1,025,926 -3,269 0 BP Plc (BPQ) Indicative a-t-m Vol 0.00 Underlying Price 385.600 Time to expiry: 848 Days 21 Dec 12 12.380 -0.08 44.16 N/A 0 0| 0 1,100 0 0 180 234.100 -0.91 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 385.600 Time to expiry: 848 Days 21 Dec 12 249.950 -0.94 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 2,175,000 2,175,10| 1,722 1,029,276 -3,269 0 BP plc (BPX) Grand TotalN/A 2,180,000 2,180,10| 1,722 1,029,676 -3,269 0 Equity Options 21:51 Business Day Thu 26 Aug 2010 Previous Business Day Wed 25 Aug 2010 Page 91 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 447.500 Time to expiry: 477 Days 16 Dec 11 6.090 -0.07 32.53 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 2,185,000 2,185,10| 1,722 1,029,681 -3,269 0 British Land Company PLC - Amer Phys FLEX Opt (XBO) Grand TotalN/A 2,190,000 2,190,10| 1,722 1,030,681 -3,269 0 BT Group Plc (BTJ) Grand TotalN/A 2,195,000 2,195,10| 1,722 1,035,205 -3,269 0