Equity Options 21:55 Business Day Fri 27 Aug 2010 Previous Business Day Thu 26 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 28.24 Underlying Price 262.100 Time to expiry: 21 Days Sep 10 42.250 0.99 29.33 0 0 0| 0 0 0 0 220 33.000 0.93 38.13 0 0 0| 0 0 0 0 230 23.750 0.86 34.24 0 0 0| 0 0 0 0 240 19.250 0.82 31.14 0 0 0| 0 0 0 0 245 15.000 0.75 29.75 0 0 0| 0 0 0 0 250 8.500 0.56 28.26 0 0 0| 0 0 0 0 260 4.000 0.35 28.20 0 0 0| 0 5 0 0 270 1.500 0.17 27.17 0 0 0| 0 5 0 0 280 1.500 0.13 34.89 0 0 0| 0 5 0 0 290 0.750 0.08 37.07 0 0 0| 0 10 0 0 300 0.750 0.06 42.09 0 0 0| 0 0 0 0 310 0.500 0.04 44.47 0 0 0| 0 59 0 0 320 CAB 0.01 45.66 0 0 0| 0 0 0 0 340 CAB 0.00 45.66 0 0 0| 0 0 0 0 360 Total 0 0 0| 0 84 0 0 Indicative a-t-m Vol 31.10 Underlying Price 262.100 Time to expiry: 112 Days Dec 10 47.000 0.84 35.32 0 0 0| 0 0 0 0 220 31.500 0.72 33.04 0 0 0| 0 0 0 0 240 19.250 0.56 31.22 0 0 0| 0 0 0 0 260 10.750 0.38 30.44 0 0 0| 0 12 0 0 280 5.250 0.23 29.51 0 0 0| 0 21 0 0 300 2.250 0.12 28.41 0 0 0| 0 41 0 0 320 CAB 0.01 24.06 0 0 0| 0 50 0 0 360 Total 0 0 0| 0 124 0 0 Indicative a-t-m Vol 32.51 Underlying Price 262.100 Time to expiry: 203 Days Mar 11 51.500 0.79 35.26 0 0 0| 0 4 0 0 220 37.750 0.68 33.80 0 0 0| 0 0 0 0 240 26.500 0.56 32.81 0 0 0| 0 0 0 0 260 17.000 0.43 30.80 0 0 0| 0 0 0 0 280 9.000 11.250 0.32 31.23 9.000 9.000 0 0 5| 0 0 0 0 300 7.250 0.23 30.86 0 0 0| 0 0 0 0 320 2.500 0.10 30.62 0 0 0| 0 72 0 0 360 Total 0 0 5| 0 76 0 0 Total Calls 0 0 5| 0 284 0 0 | Equity Options 21:55 Business Day Fri 27 Aug 2010 Previous Business Day Thu 26 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 28.27 Underlying Price 262.100 Time to expiry: 21 Days Sep 10 0.500 -0.04 42.00 0 0 0| 0 20 0 0 220 0.750 -0.07 36.71 0 0 0| 0 8 0 0 230 1.000 -0.11 30.64 0 0 0| 0 120 0 0 240 1.750 -0.17 29.74 0 0 0| 0 0 0 0 245 3.000 -0.25 30.29 0 0 0| 0 10 0 0 250 6.250 -0.44 28.65 0 0 0| 0 99 0 0 260 11.750 -0.66 27.38 0 0 0| 0 75 0 0 270 19.500 -0.83 27.74 0 0 0| 0 7 0 0 280 28.250 -0.94 26.09 0 0 0| 0 4 0 0 290 38.000 -0.98 27.94 0 0 0| 0 20 0 0 300 48.000 -0.98 33.70 0 0 0| 0 0 0 0 310 58.000 -0.98 38.86 0 0 0| 0 0 0 0 320 78.000 -0.99 48.71 0 0 0| 0 0 0 0 340 98.000 -0.99 57.93 0 0 0| 0 0 0 0 360 Total 0 0 0| 0 363 0 0 Indicative a-t-m Vol 30.04 Underlying Price 262.100 Time to expiry: 112 Days Dec 10 4.750 -0.16 34.94 0 0 0| 0 0 0 0 220 9.750 -0.29 33.43 0 0 0| 0 122 0 0 240 16.500 -0.45 29.88 0 0 0| 20 66 +20 0 260 29.000 -0.62 30.94 0 0 0| 0 50 0 0 280 43.500 -0.77 29.48 0 0 0| 0 5 0 0 300 60.750 -0.88 29.37 0 0 0| 0 0 0 0 320 99.250 -0.95 33.36 0 0 0| 0 0 0 0 360 Total 0 0 0| 20 243 +20 0 Indicative a-t-m Vol 32.54 Underlying Price 262.100 Time to expiry: 203 Days Mar 11 9.500 -0.21 35.11 0 0 0| 0 0 0 0 220 15.500 -0.32 33.51 0 0 0| 0 75 0 0 240 24.250 -0.44 32.60 0 0 0| 0 5 0 0 260 35.750 -0.56 32.23 0 0 0| 0 0 0 0 280 49.000 -0.68 31.17 0 0 0| 0 0 0 0 300 64.750 -0.78 30.57 0 0 0| 0 0 0 0 320 99.750 -0.92 28.59 0 0 0| 0 0 0 0 360 Total 0 0 0| 0 80 0 0 Total Puts 0 0 0| 20 686 +20 0 Grand Total 0 0 5| 280,020 280,970 +20 0 Equity Options 21:55 Business Day Fri 27 Aug 2010 Previous Business Day Thu 26 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 36.64 Underlying Price 2295.500 Time to expiry: 21 Days Sep 10 697.000 0.99 60.39 0 0 0| 0 0 0 0 1600 498.500 0.98 50.01 0 0 0| 0 0 0 0 1800 400.500 0.96 45.80 0 0 0| 0 0 0 0 1900 306.500 0.91 43.18 0 0 0| 0 0 0 0 2000 220.000 0.82 41.78 0 0 0| 0 0 0 0 2100 135.000 140.500 0.69 38.07 135.000 135.000 0 0 5| 6 27 -5 0 2200 90.000 80.500 0.51 36.59 90.000 82.000 0 0 15| 0 37 0 0 2300 41.500 40.000 0.32 35.37 41.500 38.000 0 0 8| 32 687 +250 0 2400 22.500 17.500 0.17 35.00 23.000 17.500 0 0 20| 13 387 +9 0 2500 6.500 0.08 34.52 0 0 0| 100 1,377 -36 0 2600 3.500 0.04 36.95 0 0 0| 0 25 0 0 2700 3.500 0.04 43.54 0 0 0| 7 1,543 0 0 2800 CAB 0.00 40.00 0 0 0| 0 110 0 0 3000 CAB 0.00 40.00 0 0 0| 0 304 0 0 3200 CAB 0.00 40.00 0 0 0| 0 27 0 0 3600 Total 0 0 48| 158 4,524 +218 0 Indicative a-t-m Vol 38.64 Underlying Price 2295.500 Time to expiry: 49 Days Oct 10 422.000 0.88 46.49 0 0 0| 0 0 0 0 1900 336.000 0.82 44.28 0 0 0| 0 6 0 0 2000 253.500 0.75 40.84 0 0 0| 0 0 0 0 2100 185.500 0.64 39.42 0 0 0| 0 13 0 0 2200 129.500 0.53 38.61 0 0 0| 0 6 0 0 2300 82.000 0.40 36.55 0 0 0| 2 8 +2 0 2400 48.500 0.28 35.14 0 0 0| 7 14 0 0 2500 27.500 0.18 34.58 0 0 0| 2 54 -2 0 2600 14.500 0.11 33.84 0 0 0| 0 11 0 0 2700 6.500 0.06 32.64 0 0 0| 0 19 0 0 2800 1.500 0.01 32.34 0 0 0| 0 0 0 0 3000 Total 0 0 0| 11 131 0 0 Indicative a-t-m Vol 37.64 Underlying Price 2295.500 Time to expiry: 84 Days Nov 10 445.000 0.84 44.59 0 0 0| 0 0 0 0 1900 365.000 0.78 42.89 0 0 0| 0 0 0 0 2000 289.500 0.71 40.77 0 0 0| 0 0 0 0 2100 226.000 0.63 39.89 0 0 0| 0 0 0 0 2200 165.000 0.54 37.55 0 0 0| 0 0 0 0 2300 121.500 0.44 37.02 0 0 0| 0 0 0 0 2400 85.000 0.35 36.00 0 0 0| 0 4 0 0 2500 56.000 0.26 34.91 0 0 0| 0 0 0 0 2600 22.000 0.13 33.49 0 0 0| 3 16 +3 0 2800 Total 0 0 0| 3 20 +3 0 Indicative a-t-m Vol 38.65 Underlying Price 2295.500 Time to expiry: 112 Days Dec 10 1417.500 1.00 48.34 0 0 0| 0 0 0 0 880 Equity Options 21:55 Business Day Fri 27 Aug 2010 Previous Business Day Thu 26 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 | 1338.000 1.00 50.18 0 0 0| 0 0 0 0 960 1298.500 1.00 56.25 0 0 0| 0 0 0 0 1000 1099.000 1.00 46.86 0 0 0| 0 0 0 0 1200 908.500 0.97 53.06 0 0 0| 0 0 0 0 1400 722.000 0.93 49.54 0 0 0| 0 51 0 0 1600 545.500 0.86 45.81 0 0 0| 0 16 0 0 1800 463.000 0.82 44.05 0 0 0| 0 507 0 0 1900 388.000 0.76 43.06 0 0 0| 0 1,290 0 0 2000 252.000 0.62 39.79 0 0 0| 0 23 0 0 2200 148.500 0.46 37.40 0 0 0| 0 767 0 0 2400 75.000 78.000 0.30 35.34 75.000 75.000 0 0 3| 0 947 -1 0 2600 37.500 0.17 34.13 0 0 0| 1 896 -1 0 2800 16.000 0.09 32.98 0 0 0| 4 1,705 0 0 3000 7.000 7.000 0.04 32.81 9.500 7.000 0 0 23| 0 163 0 0 3200 3.500 0.02 37.73 0 0 0| 0 95 0 0 3600 Total 0 0 26| 5 6,460 -2 0 Indicative a-t-m Vol 38.82 Underlying Price 2295.500 Time to expiry: 203 Days Mar 11 587.000 0.82 44.64 0 0 0| 0 14 0 0 1800 439.000 0.73 42.01 0 0 0| 0 15 0 0 2000 286.500 315.500 0.62 39.94 299.000 286.500 0 0 6| 3 8 0 0 2200 210.500 0.50 37.61 0 0 0| 0 37 0 0 2400 135.500 0.37 36.02 0 0 0| 0 277 0 0 2600 81.500 0.26 34.81 0 0 0| 3 174 0 0 2800 49.500 0.18 34.28 0 0 0| 0 48 0 0 3000 27.500 0.11 33.49 0 0 0| 0 48 0 0 3200 8.500 0.04 32.85 0 0 0| 0 15 0 0 3600 Total 0 0 6| 6 636 0 0 Indicative a-t-m Vol 37.95 Underlying Price 2295.500 Time to expiry: 294 Days Jun 11 935.000 0.93 47.12 0 0 0| 0 66 0 0 1400 768.500 0.87 45.54 0 0 0| 0 3 0 0 1600 611.500 0.80 42.96 0 0 0| 0 11 0 0 1800 476.500 0.71 41.29 0 0 0| 0 0 0 0 2000 323.500 352.500 0.62 38.69 323.500 323.500 0 0 4| 3 3 +3 0 2200 254.000 0.51 37.15 0 0 0| 0 1 0 0 2400 182.000 0.41 36.43 0 0 0| 0 7 0 0 2600 124.500 0.31 35.30 0 0 0| 0 2 0 0 2800 82.500 0.23 34.38 0 0 0| 0 22 0 0 3000 51.500 0.16 33.25 0 0 0| 0 43 0 0 3200 Total 0 0 4| 3 158 +3 0 Indicative a-t-m Vol 44.45 Underlying Price 2295.500 Time to expiry: 476 Days Dec 11 1442.000 0.97 63.58 0 0 0| 0 0 0 0 880 1373.000 0.95 63.10 0 0 0| 0 0 0 0 960 1339.000 0.95 62.58 0 0 0| 0 0 0 0 1000 1170.000 0.91 58.89 0 0 0| 0 0 0 0 1200 1006.000 0.87 54.59 0 0 0| 0 0 0 0 1400 Equity Options 21:55 Business Day Fri 27 Aug 2010 Previous Business Day Thu 26 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 | 859.000 0.82 52.04 0 0 0| 0 0 0 0 1600 719.000 0.76 49.13 0 0 0| 0 0 0 0 1800 600.500 0.70 47.41 0 0 0| 0 0 0 0 2000 395.000 0.56 43.41 0 0 0| 0 250 0 0 2400 234.000 0.41 39.37 0 0 0| 0 500 0 0 2800 138.000 0.28 37.74 0 0 0| 0 0 0 0 3200 Total 0 0 0| 0 750 0 0 Indicative a-t-m Vol 44.76 Underlying Price 2295.500 Time to expiry: 658 Days Jun 12 680.500 0.70 49.17 0 0 0| 0 0 0 0 2000 458.000 0.58 43.21 0 0 0| 0 0 0 0 2400 301.000 0.45 40.00 0 0 0| 0 0 0 0 2800 198.500 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 44.15 Underlying Price 2295.500 Time to expiry: 847 Days Dec 12 719.500 0.71 47.42 0 0 0| 0 750 0 0 2000 515.500 0.60 43.00 0 0 0| 0 0 0 0 2400 433.500 0.54 41.45 0 0 0| 0 100 0 0 2600 367.000 0.49 40.68 0 0 0| 0 0 0 0 2800 259.500 0.39 38.92 0 0 0| 0 0 0 0 3200 Total 0 0 0| 0 850 0 0 Total Calls 0 0 84| 186 13,529 +222 0 | Equity Options 21:55 Business Day Fri 27 Aug 2010 Previous Business Day Thu 26 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 36.27 Underlying Price 2295.500 Time to expiry: 21 Days Sep 10 CAB 0.00 50.00 0 0 0| 0 41 0 0 1600 3.500 -0.03 53.81 0 0 0| 0 40 0 0 1800 5.000 -0.04 46.84 0 0 0| 23 74 +16 0 1900 10.500 -0.09 43.49 0 0 0| 30 334 +3 0 2000 22.500 -0.17 40.92 0 0 0| 0 0 0 0 2100 56.000 44.500 -0.31 38.13 56.000 51.000 0 0 29| 0 651 0 0 2200 83.000 83.000 -0.49 36.20 83.000 83.000 0 0 3| 0 24 0 0 2300 142.500 -0.68 34.92 0 0 0| 34 1,120 +12 0 2400 220.000 -0.83 34.35 0 0 0| 14 526 -7 0 2500 311.000 -0.92 35.12 0 0 0| 0 329 0 0 2600 406.000 -0.97 33.72 0 0 0| 0 19 0 0 2700 505.000 -0.99 35.96 0 0 0| 0 924 0 0 2800 704.500 -1.00 2.00 0 0 0| 0 37 0 0 3000 904.500 -1.00 2.00 0 0 0| 0 55 0 0 3200 1305.000 -0.99 75.49 0 0 0| 0 0 0 0 3600 Total 0 0 32| 101 4,174 +24 0 Indicative a-t-m Vol 37.63 Underlying Price 2295.500 Time to expiry: 49 Days Oct 10 23.500 -0.11 45.96 0 0 0| 0 3 0 0 1900 39.500 36.500 -0.17 43.27 39.500 39.500 0 0 35| 0 12 0 0 2000 55.500 -0.25 40.58 0 0 0| 3 3 +3 0 2100 85.500 -0.35 38.67 0 0 0| 0 18 0 0 2200 128.500 -0.48 37.58 0 0 0| 0 40 0 0 2300 184.000 -0.60 36.40 0 0 0| 0 7 0 0 2400 252.500 -0.72 35.72 0 0 0| 0 3 0 0 2500 330.500 -0.82 34.84 0 0 0| 0 10 0 0 2600 417.500 -0.89 34.15 0 0 0| 0 4 0 0 2700 511.500 -0.93 34.66 0 0 0| 0 13 0 0 2800 706.500 -0.98 36.67 0 0 0| 0 12 0 0 3000 Total 0 0 35| 3 125 +3 0 Indicative a-t-m Vol 39.04 Underlying Price 2295.500 Time to expiry: 84 Days Nov 10 48.000 -0.16 45.32 0 0 0| 0 0 0 0 1900 77.500 68.000 -0.22 43.47 77.500 77.500 0 0 2| 0 1 0 0 2000 98.500 93.000 -0.29 41.38 98.500 97.500 0 0 6| 0 0 0 0 2100 127.500 -0.37 39.97 0 0 0| 5 5 +5 0 2200 172.500 -0.46 39.00 0 0 0| 0 0 0 0 2300 222.500 -0.56 37.00 0 0 0| 0 0 0 0 2400 283.000 -0.66 35.42 0 0 0| 0 0 0 0 2500 360.000 -0.74 35.74 0 0 0| 0 0 0 0 2600 524.500 -0.87 34.24 0 0 0| 0 0 0 0 2800 Total 0 0 8| 5 6 +5 0 Indicative a-t-m Vol 38.82 Underlying Price 2295.500 Time to expiry: 112 Days Dec 10 0.500 0.00 63.14 0 0 0| 0 55 0 0 880 1.000 0.00 63.50 0 0 0| 0 41 0 0 960 Equity Options 21:55 Business Day Fri 27 Aug 2010 Previous Business Day Thu 26 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 | 1.500 -0.01 63.33 0 0 0| 0 48 0 0 1000 5.500 -0.02 60.60 0 0 0| 0 61 0 0 1200 15.500 12.500 -0.04 55.83 15.500 15.000 0 0 10| 5 53 +5 0 1400 24.000 -0.07 50.12 0 0 0| 0 37 0 0 1600 48.000 -0.14 46.52 0 0 0| 0 72 0 0 1800 65.500 -0.19 44.71 0 0 0| 0 1,076 0 0 1900 101.000 88.500 -0.24 43.11 101.000 101.000 0 0 1| 5 1,249 +5 0 2000 174.500 152.500 -0.38 39.99 174.500 174.500 0 0 5| 0 169 0 0 2200 273.500 249.000 -0.54 37.54 273.500 273.500 0 0 5| 5 916 0 0 2400 378.000 -0.70 35.49 0 0 0| 0 552 0 0 2600 536.500 -0.83 34.01 0 0 0| 0 1,219 0 0 2800 718.500 -0.91 34.43 0 0 0| 0 1,206 0 0 3000 908.500 -0.96 33.60 0 0 0| 0 10 0 0 3200 1306.000 -0.98 39.35 0 0 0| 0 2 0 0 3600 Total 0 0 21| 15 6,766 +10 0 Indicative a-t-m Vol 38.79 Underlying Price 2295.500 Time to expiry: 203 Days Mar 11 100.000 97.000 -0.19 45.02 100.000 100.000 0 0 1| 0 30 0 0 1800 152.000 -0.28 42.44 0 0 0| 0 155 0 0 2000 228.500 -0.40 39.83 0 0 0| 0 37 0 0 2200 326.500 -0.52 37.66 0 0 0| 0 447 0 0 2400 453.000 -0.64 36.06 0 0 0| 0 8 0 0 2600 599.000 -0.75 34.52 0 0 0| 0 14 0 0 2800 758.000 765.500 -0.84 33.52 758.000 758.000 0 0 4| 5 62 +5 0 3000 945.000 -0.90 33.00 0 0 0| 0 98 0 0 3200 1326.500 -0.96 32.57 0 0 0| 0 30 0 0 3600 Total 0 0 5| 5 881 +5 0 Indicative a-t-m Vol 37.78 Underlying Price 2295.500 Time to expiry: 294 Days Jun 11 50.000 -0.09 48.37 0 0 0| 0 10 0 0 1400 82.000 -0.14 45.47 0 0 0| 0 17 0 0 1600 126.000 -0.21 42.80 0 0 0| 0 22 0 0 1800 190.000 -0.29 40.77 0 0 0| 0 6 0 0 2000 269.000 -0.39 38.55 0 0 0| 0 135 0 0 2200 370.500 -0.50 36.95 0 0 0| 0 2 0 0 2400 495.500 -0.60 35.86 0 0 0| 0 8 0 0 2600 638.500 -0.69 34.74 0 0 0| 0 1 0 0 2800 799.000 -0.77 34.19 0 0 0| 0 3 0 0 3000 970.000 -0.84 33.53 0 0 0| 7 33 +7 0 3200 Total 0 0 0| 7 237 +7 0 Indicative a-t-m Vol 42.34 Underlying Price 2295.500 Time to expiry: 476 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 37.000 -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 108.000 -0.13 49.89 0 0 0| 0 0 0 0 1400 161.500 -0.18 48.23 0 0 0| 0 0 0 0 1600 227.500 -0.24 46.57 0 0 0| 0 0 0 0 1800 Equity Options 21:55 Business Day Fri 27 Aug 2010 Previous Business Day Thu 26 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 | 310.500 -0.31 45.40 0 0 0| 0 0 0 0 2000 498.000 -0.45 41.27 0 0 0| 0 500 0 0 2400 756.000 -0.60 39.37 0 0 0| 0 0 0 0 2800 1057.500 -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 42.81 Underlying Price 2295.500 Time to expiry: 658 Days Jun 12 384.500 -0.31 45.30 0 0 0| 0 0 0 0 2000 583.000 -0.43 41.93 0 0 0| 0 0 0 0 2400 836.500 -0.56 40.00 0 0 0| 0 0 0 0 2800 1128.500 -0.67 38.31 0 0 0| 0 0 0 0 3200 Total 0 0 0| 0 0 0 0 Indicative a-t-m Vol 43.08 Underlying Price 2295.500 Time to expiry: 847 Days Dec 12 434.000 -0.30 44.34 0 0 0| 0 0 0 0 2000 653.000 -0.41 42.64 0 0 0| 0 0 0 0 2400 771.500 -0.47 41.45 0 0 0| 0 100 0 0 2600 900.500 -0.52 40.68 0 0 0| 0 0 0 0 2800 1183.500 -0.62 38.92 0 0 0| 0 0 0 0 3200 Total 0 0 0| 0 100 0 0 Total Puts 0 0 101| 136 12,789 +54 0 Grand Total 0 0 185| 900,322 926,318 +276 0 Equity Options 21:55 Business Day Fri 27 Aug 2010 Previous Business Day Thu 26 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 33.69 Underlying Price 1024.000 Time to expiry: 21 Days Sep 10 344.250 1.00 47.24 0 0 0| 0 0 0 0 680 311.250 1.00 48.97 0 0 0| 0 0 0 0 713 272.500 1.00 49.20 0 0 0| 0 0 0 0 752 232.750 0.99 47.38 0 0 0| 0 0 0 0 792 194.500 0.97 46.42 0 0 0| 0 0 0 0 831 155.750 0.95 43.43 0 0 0| 0 5 0 0 871 118.250 0.90 39.77 0 0 0| 0 200 0 0 911 84.000 0.81 36.96 0 0 0| 0 150 0 0 950 53.500 0.67 34.72 0 0 0| 0 30 0 0 990 9.750 0.22 31.71 0 0 0| 0 68 0 0 1089 0.500 0.02 29.64 0 0 0| 0 3 0 0 1188 CAB 0.00 43.08 0 0 0| 0 4 0 0 1386 Total 0 0 0| 0 460 0 0 Indicative a-t-m Vol 36.98 Underlying Price 1024.000 Time to expiry: 112 Days Dec 10 386.500 0.97 47.65 0 0 0| 0 0 0 0 640 310.750 0.94 44.63 0 0 0| 0 0 0 0 720 274.250 0.91 43.25 0 0 0| 0 0 0 0 760 239.250 0.88 42.01 0 0 0| 0 0 0 0 800 206.000 0.84 41.02 0 0 0| 0 0 0 0 840 181.750 0.80 40.19 0 0 0| 0 0 0 0 871 151.250 0.74 38.79 0 0 0| 0 0 0 0 911 126.000 0.68 38.38 0 0 0| 0 164 0 0 950 101.500 0.61 37.41 0 0 0| 0 50 0 0 990 56.250 0.42 36.15 0 0 0| 0 83 0 0 1089 29.000 0.26 35.78 0 0 0| 0 16 0 0 1188 7.000 0.08 36.18 0 0 0| 0 3 0 0 1386 Total 0 0 0| 0 316 0 0 Indicative a-t-m Vol 36.84 Underlying Price 1024.000 Time to expiry: 203 Days Mar 11 393.500 0.95 44.21 0 0 0| 0 0 0 0 640 322.750 0.90 42.46 0 0 0| 0 0 0 0 720 288.750 0.87 41.37 0 0 0| 0 0 0 0 760 256.500 0.84 40.66 0 0 0| 0 0 0 0 800 227.250 0.79 40.20 0 0 0| 0 0 0 0 840 198.500 0.75 39.33 0 0 0| 0 0 0 0 880 171.750 0.70 38.57 0 0 0| 0 2 0 0 920 147.750 0.65 38.08 0 0 0| 0 12 0 0 960 125.000 0.59 37.10 0 0 0| 0 9 0 0 1000 80.500 0.45 36.00 0 0 0| 0 22 0 0 1100 48.000 0.32 34.79 0 0 0| 0 5 0 0 1200 Total 0 0 0| 0 50 0 0 Total Calls 0 0 0| 0 826 0 0 | Equity Options 21:55 Business Day Fri 27 Aug 2010 Previous Business Day Thu 26 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 34.31 Underlying Price 1024.000 Time to expiry: 21 Days Sep 10 CAB 0.00 50.14 0 0 0| 0 2 0 0 680 CAB 0.00 49.49 0 0 0| 0 7 0 0 713 CAB 0.00 46.91 0 0 0| 0 8 0 0 752 0.500 -0.01 45.62 0 0 0| 0 170 0 0 792 0.750 -0.02 42.40 0 0 0| 0 8 0 0 831 2.500 -0.05 41.61 0 0 0| 0 145 0 0 871 6.000 -0.11 40.54 0 0 0| 0 310 0 0 911 11.000 -0.20 37.54 0 0 0| 0 25 0 0 950 21.000 -0.34 35.29 500 0 500| 0 525 0 0 990 77.000 -0.78 32.43 0 0 0| 0 12 0 0 1089 168.750 -0.93 39.95 0 0 0| 0 0 0 0 1188 364.000 -0.99 50.73 0 0 0| 0 0 0 0 1386 Total 500 0 500| 0 1,212 0 0 Indicative a-t-m Vol 37.76 Underlying Price 1024.000 Time to expiry: 112 Days Dec 10 3.500 -0.03 48.58 0 0 0| 0 0 0 0 640 7.250 -0.06 44.65 0 0 0| 0 4 0 0 720 11.000 -0.09 43.48 0 0 0| 0 5 0 0 760 15.750 -0.12 42.14 0 0 0| 0 3 0 0 800 22.500 -0.16 41.10 0 0 0| 0 0 0 0 840 29.250 -0.20 40.30 0 0 0| 0 32 0 0 871 39.500 -0.26 39.28 0 0 0| 0 10 0 0 911 52.250 -0.32 38.41 0 0 0| 0 15 0 0 950 70.000 -0.40 38.54 0 0 0| 0 115 0 0 990 121.500 -0.58 36.26 0 0 0| 0 23 0 0 1089 193.000 -0.74 35.77 0 0 0| 0 0 0 0 1188 369.250 -0.92 36.32 0 0 0| 0 0 0 0 1386 Total 0 0 0| 0 207 0 0 Indicative a-t-m Vol 37.17 Underlying Price 1024.000 Time to expiry: 203 Days Mar 11 9.000 -0.06 44.32 0 0 0| 0 0 0 0 640 18.000 -0.10 42.47 0 0 0| 0 2 0 0 720 24.000 -0.13 41.49 0 0 0| 0 12 0 0 760 31.500 -0.17 40.70 0 0 0| 0 0 0 0 800 42.000 -0.21 40.19 0 0 0| 0 0 0 0 840 53.250 -0.25 39.38 0 0 0| 0 0 0 0 880 69.250 -0.30 39.64 0 0 0| 0 9 0 0 920 82.250 -0.35 38.13 0 0 0| 0 16 0 0 960 99.500 -0.41 37.18 0 0 0| 0 8 0 0 1000 158.000 -0.55 37.12 0 0 0| 0 0 0 0 1100 222.000 -0.69 34.81 0 0 0| 0 0 0 0 1200 Total 0 0 0| 0 47 0 0 Total Puts 500 0 500| 0 1,466 0 0 Grand Total 500 0 500| 350,000 352,292 0 0 Equity Options 21:55 Business Day Fri 27 Aug 2010 Previous Business Day Thu 26 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 33.99 Underlying Price 337.800 Time to expiry: 21 Days Sep 10 197.750 1.00 65.13 0 0 0| 0 20 0 0 140 177.750 1.00 63.92 0 0 0| 0 0 0 0 160 167.750 1.00 62.12 0 0 0| 0 1 0 0 170 157.750 1.00 59.11 0 0 0| 0 0 0 0 180 147.750 1.00 55.19 0 0 0| 0 4 0 0 190 137.750 1.00 52.78 0 0 0| 0 78 0 0 200 127.750 1.00 49.63 0 0 0| 0 14 0 0 210 117.750 1.00 47.05 0 0 0| 0 24 0 0 220 107.750 1.00 43.71 0 0 0| 0 10 0 0 230 97.750 1.00 42.27 0 0 0| 0 20 0 0 240 77.750 1.00 40.08 0 0 0| 0 19 0 0 260 57.750 0.99 37.99 0 0 0| 0 60 0 0 280 39.250 0.89 41.78 0 0 0| 0 17 0 0 300 29.750 0.85 35.89 0 0 0| 0 10 0 0 310 21.750 0.74 35.49 0 0 0| 0 195 0 0 320 15.000 0.61 34.49 0 0 0| 0 10 0 0 330 9.750 0.47 33.87 0 0 0| 0 190 0 0 340 5.750 0.33 33.03 0 0 0| 0 20 0 0 350 3.000 0.21 32.20 0 0 0| 0 245 0 0 360 0.750 0.06 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| 0 1,003 0 0 Indicative a-t-m Vol 35.71 Underlying Price 337.800 Time to expiry: 112 Days Dec 10 138.000 0.99 48.81 0 0 0| 0 44 0 0 200 118.500 0.97 45.16 0 0 0| 20 0 -20 0 220 109.250 0.95 45.65 0 0 0| 0 0 0 0 230 100.000 0.93 44.50 0 0 0| 0 9 0 0 240 81.750 0.89 41.44 0 0 0| 0 12 0 0 260 65.000 0.83 39.97 0 0 0| 0 118 0 0 280 50.250 0.74 38.88 0 0 0| 0 1 0 0 300 37.250 0.64 37.85 0 0 0| 0 8 0 0 320 25.500 0.53 35.47 0 0 0| 0 21 0 0 340 17.750 0.41 35.66 0 0 0| 0 26 0 0 360 11.000 0.30 33.98 0 0 0| 0 0 0 0 380 6.750 0.21 33.71 0 0 0| 0 6 0 0 400 Total 0 0 0| 20 245 -20 0 Indicative a-t-m Vol 36.68 Underlying Price 337.800 Time to expiry: 203 Days Mar 11 104.000 0.89 42.13 0 0 0| 0 10 0 0 240 87.500 0.85 40.58 0 0 0| 0 0 0 0 260 72.250 0.79 39.55 0 0 0| 0 4 0 0 280 58.500 0.71 38.64 0 0 0| 15 21 +15 0 300 46.250 0.63 37.54 0 0 0| 0 9 0 0 320 35.750 0.55 36.59 0 0 0| 0 20 0 0 340 Equity Options 21:55 Business Day Fri 27 Aug 2010 Previous Business Day Thu 26 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 | 27.000 0.46 35.59 0 0 0| 0 40 0 0 360 20.000 0.38 34.90 0 0 0| 0 32 0 0 380 14.250 0.30 33.91 0 0 0| 0 31 0 0 400 Total 0 0 0| 15 167 +15 0 Total Calls 0 0 0| 35 1,415 -5 0 | Equity Options 21:55 Business Day Fri 27 Aug 2010 Previous Business Day Thu 26 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 33.99 Underlying Price 337.800 Time to expiry: 21 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 0.00 40.08 0 0 0| 0 13 0 0 260 0.250 -0.02 37.99 0 0 0| 0 77 0 0 280 2.000 -0.12 41.78 0 0 0| 0 41 0 0 300 2.750 -0.16 35.89 0 0 0| 0 0 0 0 310 4.750 -0.26 35.49 0 0 0| 0 394 0 0 320 8.250 -0.39 34.49 0 0 0| 20 30 +20 0 330 12.750 -0.53 33.87 0 0 0| 0 210 0 0 340 18.750 -0.67 33.03 0 0 0| 0 20 0 0 350 26.250 -0.79 32.20 0 0 0| 0 20 0 0 360 43.750 -0.94 31.18 0 0 0| 0 0 0 0 380 63.250 -0.99 29.98 0 0 0| 0 6 0 0 400 Total 0 0 0| 20 1,170 +20 0 Indicative a-t-m Vol 35.51 Underlying Price 337.800 Time to expiry: 112 Days Dec 10 0.750 -0.02 48.81 0 0 0| 0 329 0 0 200 1.250 -0.03 45.16 0 0 0| 0 52 0 0 220 1.750 -0.05 44.30 0 0 0| 0 44 0 0 230 2.750 -0.07 44.42 0 0 0| 0 0 0 0 240 4.250 -0.11 41.36 0 0 0| 0 49 0 0 260 7.500 -0.17 39.97 0 0 0| 0 35 0 0 280 12.500 -0.26 38.76 0 0 0| 0 26 0 0 300 19.500 -0.36 37.71 0 0 0| 0 66 0 0 320 27.750 -0.48 35.27 0 0 0| 0 1 0 0 340 40.000 -0.59 35.49 0 0 0| 0 0 0 0 360 53.250 -0.71 33.98 0 0 0| 0 0 0 0 380 69.250 -0.80 33.60 0 0 0| 0 0 0 0 400 Total 0 0 0| 0 602 0 0 Indicative a-t-m Vol 36.68 Underlying Price 337.800 Time to expiry: 203 Days Mar 11 6.250 -0.11 42.13 0 0 0| 0 10 0 0 240 9.500 -0.15 40.58 0 0 0| 0 1 0 0 260 14.250 -0.22 39.46 0 0 0| 0 2 0 0 280 20.500 -0.29 38.64 0 0 0| 0 12 0 0 300 28.250 -0.37 37.54 0 0 0| 0 14 0 0 320 37.750 -0.45 36.59 0 0 0| 0 10 0 0 340 48.750 -0.54 35.46 0 0 0| 0 31 0 0 360 Equity Options 21:55 Business Day Fri 27 Aug 2010 Previous Business Day Thu 26 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 | 61.750 -0.63 34.90 0 0 0| 0 10 0 0 380 76.000 -0.71 33.91 0 0 0| 0 0 0 0 400 Total 0 0 0| 0 90 0 0 Total Puts 0 0 0| 20 1,862 +20 0 Grand Total 0 0 0| 420,055 423,277 +15 0 Equity Options 21:55 Business Day Fri 27 Aug 2010 Previous Business Day Thu 26 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 21.04 Underlying Price 1055.000 Time to expiry: 21 Days Sep 10 336.000 0.99 72.09 0 0 0| 0 0 0 0 720 296.000 0.99 62.79 0 0 0| 0 0 0 0 760 255.500 0.99 45.34 0 0 0| 0 0 0 0 800 215.500 1.00 32.22 0 0 0| 0 0 0 0 840 175.750 0.99 32.32 0 0 0| 0 0 0 0 880 136.250 0.97 29.34 0 0 0| 0 3 0 0 920 117.250 0.94 30.59 0 0 0| 0 0 0 0 940 98.500 0.91 29.06 0 0 0| 0 13 0 0 960 79.750 0.88 26.78 0 0 0| 0 0 0 0 980 62.250 0.82 25.37 0 0 0| 0 7 0 0 1000 24.500 0.55 21.07 0 0 0| 0 35 0 0 1050 6.500 0.22 20.76 0 0 0| 0 15 0 0 1100 0.500 0.02 17.56 0 0 0| 0 0 0 0 1150 CAB 0.00 16.83 0 0 0| 0 0 0 0 1200 CAB 0.00 2.00 0 0 0| 0 0 0 0 1300 Total 0 0 0| 0 73 0 0 Indicative a-t-m Vol 20.69 Underlying Price 1055.000 Time to expiry: 112 Days Dec 10 258.250 0.98 27.96 0 0 0| 0 0 0 0 800 182.000 0.92 25.49 0 0 0| 0 0 0 0 880 145.750 0.87 24.26 0 0 0| 0 2 0 0 920 111.750 0.80 22.96 0 0 0| 0 5 0 0 960 81.500 0.70 22.04 0 0 0| 0 10 0 0 1000 26.500 0.37 19.58 0 0 0| 0 14 0 0 1100 5.250 0.11 18.55 0 0 0| 0 0 0 0 1200 0.250 0.01 20.50 0 0 0| 0 0 0 0 1400 Total 0 0 0| 0 31 0 0 Indicative a-t-m Vol 21.03 Underlying Price 1055.000 Time to expiry: 203 Days Mar 11 186.500 0.88 24.70 0 0 0| 0 0 0 0 880 154.500 0.82 24.80 0 0 0| 0 0 0 0 920 121.000 0.75 22.83 0 0 0| 0 0 0 0 960 94.000 0.66 22.32 0 0 0| 5 5 +5 0 1000 39.750 0.40 19.97 0 0 0| 0 25 0 0 1100 13.000 0.18 18.77 0 0 0| 0 10 0 0 1200 1.000 0.02 18.61 0 0 0| 0 0 0 0 1400 Total 0 0 0| 5 40 +5 0 Total Calls 0 0 0| 5 144 +5 0 | Equity Options 21:55 Business Day Fri 27 Aug 2010 Previous Business Day Thu 26 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 21.19 Underlying Price 1055.000 Time to expiry: 21 Days Sep 10 CAB 0.00 41.04 0 0 0| 0 0 0 0 720 CAB 0.00 39.94 0 0 0| 0 0 0 0 760 CAB 0.00 38.77 0 0 0| 0 3 0 0 800 0.250 -0.01 40.09 0 0 0| 0 1 0 0 840 0.250 -0.01 33.59 0 0 0| 0 4 0 0 880 1.000 -0.03 30.04 0 0 0| 0 10 0 0 920 1.500 -0.05 28.53 0 0 0| 0 0 0 0 940 2.500 -0.07 27.35 0 0 0| 0 0 0 0 960 4.000 -0.12 26.01 0 0 0| 0 2 0 0 980 6.000 -0.18 24.28 0 0 0| 15 26 +15 0 1000 19.250 -0.45 21.22 0 0 0| 0 0 0 0 1050 51.250 -0.78 20.94 0 0 0| 0 0 0 0 1100 95.000 -0.99 16.89 0 0 0| 0 0 0 0 1150 145.000 -0.99 23.80 0 0 0| 0 0 0 0 1200 245.250 -0.99 39.34 0 0 0| 0 0 0 0 1300 Total 0 0 0| 15 46 +15 0 Indicative a-t-m Vol 20.10 Underlying Price 1055.000 Time to expiry: 112 Days Dec 10 3.000 -0.04 28.81 0 0 0| 0 2 0 0 800 8.250 -0.11 25.91 0 0 0| 0 13 0 0 880 13.500 -0.17 24.63 0 0 0| 0 34 0 0 920 20.500 -0.24 23.21 0 0 0| 0 3 0 0 960 31.000 -0.35 21.54 0 0 0| 0 0 0 0 1000 80.250 -0.68 18.92 0 0 0| 0 15 0 0 1100 162.250 -0.92 17.92 0 0 0| 0 0 0 0 1200 358.500 -0.99 22.20 0 0 0| 0 0 0 0 1400 Total 0 0 0| 0 67 0 0 Indicative a-t-m Vol 20.61 Underlying Price 1055.000 Time to expiry: 203 Days Mar 11 17.250 -0.16 24.86 0 0 0| 0 0 0 0 880 24.750 -0.21 23.87 0 0 0| 0 0 0 0 920 34.500 -0.28 22.84 0 0 0| 0 0 0 0 960 47.000 -0.37 21.82 0 0 0| 0 3 0 0 1000 95.000 -0.62 19.63 0 0 0| 0 0 0 0 1100 169.250 -0.84 18.31 0 0 0| 0 0 0 0 1200 358.500 -0.99 17.97 0 0 0| 0 0 0 0 1400 Total 0 0 0| 0 3 0 0 Total Puts 0 0 0| 15 116 +15 0 Grand Total 0 0 0| 300,020 300,260 +20 0 Equity Options 21:55 Business Day Fri 27 Aug 2010 Previous Business Day Thu 26 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 19.93 Underlying Price 3241.000 Time to expiry: 21 Days Sep 10 1242.000 1.00 44.13 0 0 0| 0 0 0 0 2000 842.000 1.00 39.91 0 0 0| 0 0 0 0 2400 642.500 0.99 37.19 0 0 0| 0 0 0 0 2600 444.000 0.98 30.34 0 0 0| 0 0 0 0 2800 346.500 0.95 27.70 0 0 0| 0 0 0 0 2900 251.000 0.91 24.66 0 0 0| 0 6 0 0 3000 164.500 0.79 23.26 0 0 0| 0 51 0 0 3100 89.000 0.61 20.73 0 0 0| 0 1,359 0 0 3200 35.500 0.36 18.78 0 0 0| 0 191 0 0 3300 12.000 0.16 18.82 0 0 0| 14 271 +10 0 3400 1.500 0.02 20.86 0 0 0| 24 404 +5 0 3600 CAB 0.00 20.83 0 0 0| 0 0 0 0 3800 Total 0 0 0| 38 2,282 +15 0 Indicative a-t-m Vol 19.86 Underlying Price 3241.000 Time to expiry: 49 Days Oct 10 645.500 0.98 28.44 0 0 0| 0 0 0 0 2600 452.000 0.94 26.14 0 0 0| 0 0 0 0 2800 270.500 0.83 23.22 0 0 0| 0 1 0 0 3000 188.000 0.73 21.38 0 0 0| 0 3 0 0 3100 121.000 0.59 20.44 0 0 0| 0 14 0 0 3200 62.000 66.500 0.42 19.02 62.000 62.000 0 0 13| 10 50 +10 0 3300 33.500 0.26 18.52 0 0 0| 0 52 0 0 3400 6.000 0.06 18.09 0 0 0| 0 19 0 0 3600 1.500 0.02 19.68 0 0 0| 0 12 0 0 3800 Total 0 0 13| 10 151 +10 0 Indicative a-t-m Vol 20.80 Underlying Price 3241.000 Time to expiry: 84 Days Nov 10 468.000 0.89 26.00 0 0 0| 0 0 0 0 2800 294.000 0.78 22.87 0 0 0| 0 0 0 0 3000 218.000 0.69 21.74 0 0 0| 0 0 0 0 3100 156.000 0.58 21.16 0 0 0| 0 0 0 0 3200 102.500 0.45 20.29 0 0 0| 0 1 0 0 3300 64.000 0.33 19.69 0 0 0| 4 12 +2 0 3400 20.000 0.14 18.96 0 0 0| 0 5 0 0 3600 5.000 0.04 18.73 0 0 0| 0 0 0 0 3800 Total 0 0 0| 4 18 +2 0 Indicative a-t-m Vol 20.56 Underlying Price 3241.000 Time to expiry: 112 Days Dec 10 1644.500 1.00 34.50 0 0 0| 0 0 0 0 1600 1445.500 1.00 36.05 0 0 0| 0 0 0 0 1800 1248.500 1246.500 1.00 35.13 1248.500 1248.500 0 0 2| 0 0 0 0 2000 853.000 0.97 30.26 0 0 0| 0 0 0 0 2400 661.000 0.94 27.53 0 0 0| 0 10 0 0 2600 478.500 0.87 25.21 0 0 0| 0 237 0 0 2800 310.000 0.76 22.53 0 0 0| 0 2,309 0 0 3000 Equity Options 21:55 Business Day Fri 27 Aug 2010 Previous Business Day Thu 26 Aug 2010 Page 18 Calls | Block | Opening Settle Delta Vola- Daily Trade Bclear Total | Official **Open Change Exer- Exer Trans Price tility High Low Volume Volume*** Volume | Volume Int cises Price | 237.500 0.67 21.67 0 0 0| 0 976 0 0 3100 173.500 0.57 20.69 0 0 0| 5 970 -5 0 3200 84.000 0.36 20.04 0 0 0| 4 997 -3 0 3400 33.000 0.18 19.35 0 0 0| 2 71 0 0 3600 4.000 0.03 19.34 0 0 0| 0 251 0 0 4000 Total 0 0 2| 11 5,821 -8 0 Indicative a-t-m Vol 21.12 Underlying Price 3241.000 Time to expiry: 203 Days Mar 11 860.500 0.96 29.05 0 0 0| 0 0 0 0 2400 673.000 0.91 26.85 0 0 0| 0 0 0 0 2600 498.000 0.84 25.16 0 0 0| 0 272 0 0 2800 335.500 0.73 22.63 0 0 0| 0 77 0 0 3000 204.500 206.000 0.57 21.24 204.500 204.500 0 0 4| 3 648 +3 0 3200 116.000 0.40 20.64 0 0 0| 1 41 0 0 3400 58.500 0.24 20.12 0 0 0| 0 73 0 0 3600 12.500 0.07 19.79 0 0 0| 0 6 0 0 4000 Total 0 0 4| 4 1,117 +3 0 Indicative a-t-m Vol 21.75 Underlying Price 3241.000 Time to expiry: 294 Days Jun 11 867.000 0.94 29.13 0 0 0| 0 0 0 0 2400 517.500 0.81 25.49 0 0 0| 0 159 0 0 2800 362.500 0.70 23.35 0 0 0| 0 156 0 0 3000 237.500 0.56 21.84 0 0 0| 100 415 +100 0 3200 151.000 0.41 21.43 0 0 0| 0 11 0 0 3400 86.000 0.28 20.51 0 0 0| 0 36 0 0 3600 25.000 0.10 19.73 0 0 0| 0 19 0 0 4000 Total 0 0 0| 100 796 +100 0 Indicative a-t-m Vol 22.50 Underlying Price 3241.000 Time to expiry: 476 Days Dec 11 1452.500 0.99 37.15 0 0 0| 0 0 0 0 1800 1259.000 0.97 34.90 0 0 0| 0 0 0 0 2000 888.000 0.90 30.41 0 0 0| 0 0 0 0 2400 544.500 0.77 25.20 0 0 0| 0 0 0 0 2800 289.500 0.55 22.63 0 0 0| 0 274 0 0 3200 139.000 0.33 21.45 0 0 0| 0 11 0 0 3600 Total 0 0 0| 0 285 0 0 Indicative a-t-m Vol 22.98 Underlying Price 3241.000 Time to expiry: 658 Days Jun 12 890.500 0.90 29.50 0 0 0| 0 0 0 0 2400 559.500 0.76 25.23 0 0 0| 0 0 0 0 2800 319.500 0.54 23.13 0 0 0| 0 0 0 0 3200 166.500 0.35 21.65 0 0 0| 0 0 0 0 3600 Total 0 0 0| 0 0 0 0 Indicative a-t-m Vol 22.92 Underlying Price 3241.000 Time to expiry: 847 Days Dec 12 903.000 0.88 29.98 0 0 0| 0 0 0 0 2400 579.000 0.74 25.41 0 0 0| 0 0 0 0 2800 346.500 0.54 23.20 0 0 0| 0 0 0 0 3200 Equity Options 21:55 Business Day Fri 27 Aug 2010 Previous Business Day Thu 26 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 | 175.000 0.35 20.50 0 0 0| 0 4 0 0 3600 Total 0 0 0| 0 4 0 0 Total Calls 0 0 19| 167 10,474 +122 0 | Equity Options 21:55 Business Day Fri 27 Aug 2010 Previous Business Day Thu 26 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 19.76 Underlying Price 3241.000 Time to expiry: 21 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 1.500 -0.01 40.61 0 0 0| 2 1,438 +2 0 2600 2.500 -0.03 31.28 0 0 0| 0 2,967 0 0 2800 4.500 -0.05 27.89 0 0 0| 14 702 -10 0 2900 11.000 9.500 -0.10 25.02 11.000 11.000 0 0 3| 1 2,404 +1 0 3000 20.500 22.000 -0.21 23.17 20.500 18.500 0 0 8| 5 64 +5 0 3100 44.500 -0.39 20.02 0 0 0| 31 1,857 -10 0 3200 95.000 -0.64 19.38 0 0 0| 0 76 0 0 3300 169.500 -0.85 18.67 0 0 0| 0 20 0 0 3400 359.000 -1.00 18.29 0 0 0| 0 5 0 0 3600 559.000 -1.00 18.89 0 0 0| 0 0 0 0 3800 Total 0 0 11| 53 10,746 -12 0 Indicative a-t-m Vol 19.93 Underlying Price 3241.000 Time to expiry: 49 Days Oct 10 3.500 -0.02 30.94 0 0 0| 0 0 0 0 2600 9.500 -0.06 26.97 0 0 0| 5 8 -5 0 2800 29.500 27.500 -0.17 23.49 29.500 29.500 0 0 1| 0 26 0 0 3000 45.500 -0.27 21.75 0 0 0| 0 314 0 0 3100 76.000 -0.41 20.29 0 0 0| 0 5 0 0 3200 124.500 -0.58 19.43 0 0 0| 0 7 0 0 3300 190.500 -0.74 18.76 0 0 0| 0 0 0 0 3400 363.000 -0.94 18.42 0 0 0| 0 0 0 0 3600 559.500 -0.99 20.13 0 0 0| 0 0 0 0 3800 Total 0 0 1| 5 360 -5 0 Indicative a-t-m Vol 20.85 Underlying Price 3241.000 Time to expiry: 84 Days Nov 10 22.500 -0.11 26.17 0 0 0| 2 6 +2 0 2800 51.000 -0.23 23.49 0 0 0| 0 1 0 0 3000 74.500 -0.31 22.19 0 0 0| 2 2 +2 0 3100 109.500 -0.42 21.14 0 0 0| 0 0 0 0 3200 157.500 -0.55 20.43 0 0 0| 0 0 0 0 3300 217.000 -0.67 19.51 0 0 0| 0 0 0 0 3400 376.000 -0.86 19.32 0 0 0| 0 0 0 0 3600 561.500 -0.96 19.16 0 0 0| 0 0 0 0 3800 Total 0 0 0| 4 9 +4 0 Indicative a-t-m Vol 21.06 Underlying Price 3241.000 Time to expiry: 112 Days Dec 10 1.000 0.00 48.90 0 0 0| 0 85 0 0 1600 1.500 -0.01 44.55 0 0 0| 0 111 0 0 1800 2.500 -0.01 39.12 0 0 0| 0 378 0 0 2000 8.000 -0.03 31.21 0 0 0| 2 1,059 +2 0 2400 16.500 -0.07 28.49 0 0 0| 0 493 0 0 2600 33.500 -0.13 25.77 0 0 0| 0 1,696 0 0 2800 64.500 -0.25 22.98 0 0 0| 0 1,324 0 0 3000 93.000 -0.33 22.13 0 0 0| 0 151 0 0 3100 Equity Options 21:55 Business Day Fri 27 Aug 2010 Previous Business Day Thu 26 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 | 130.500 -0.43 21.41 0 0 0| 0 992 0 0 3200 234.000 -0.64 19.72 0 0 0| 0 359 0 0 3400 384.500 -0.83 19.04 0 0 0| 0 16 0 0 3600 759.000 -1.00 16.63 0 0 0| 0 0 0 0 4000 Total 0 0 0| 2 6,664 +2 0 Indicative a-t-m Vol 21.29 Underlying Price 3241.000 Time to expiry: 203 Days Mar 11 30.000 -0.09 28.81 0 0 0| 0 386 0 0 2400 53.000 -0.15 26.69 0 0 0| 1 31 +1 0 2600 88.000 -0.24 24.53 0 0 0| 0 309 0 0 2800 148.000 -0.37 22.98 0 0 0| 0 584 0 0 3000 235.500 -0.52 21.47 0 0 0| 0 147 0 0 3200 358.000 -0.67 20.58 0 0 0| 0 13 0 0 3400 505.500 -0.81 19.26 0 0 0| 0 46 0 0 3600 874.000 -0.94 20.40 0 0 0| 0 8 0 0 4000 Total 0 0 0| 1 1,524 +1 0 Indicative a-t-m Vol 21.69 Underlying Price 3241.000 Time to expiry: 294 Days Jun 11 50.500 -0.12 28.20 0 0 0| 10 130 +10 0 2400 122.000 -0.26 24.32 0 0 0| 5 116 +4 0 2800 186.000 -0.37 22.94 0 0 0| 0 139 0 0 3000 277.000 -0.50 21.80 0 0 0| 100 104 +100 0 3200 397.500 -0.63 21.22 0 0 0| 0 4 0 0 3400 539.000 -0.75 20.46 0 0 0| 0 35 0 0 3600 885.500 -0.90 20.31 0 0 0| 0 0 0 0 4000 Total 0 0 0| 115 528 +114 0 Indicative a-t-m Vol 21.89 Underlying Price 3241.000 Time to expiry: 476 Days Dec 11 29.500 -0.05 33.35 0 0 0| 0 13 0 0 1800 40.000 -0.07 30.16 0 0 0| 0 2 0 0 2000 91.000 -0.16 26.77 0 0 0| 0 13 0 0 2400 195.500 -0.31 24.42 0 0 0| 1 251 +1 0 2800 363.000 -0.50 22.05 0 0 0| 0 270 0 0 3200 617.000 -0.70 20.54 0 0 0| 0 0 0 0 3600 Total 0 0 0| 1 549 +1 0 Indicative a-t-m Vol 22.83 Underlying Price 3241.000 Time to expiry: 658 Days Jun 12 142.000 -0.21 26.00 0 0 0| 0 0 0 0 2400 270.500 -0.35 23.88 0 0 0| 0 0 0 0 2800 473.000 -0.52 22.71 0 0 0| 0 0 0 0 3200 768.000 -0.66 23.82 0 0 0| 0 0 0 0 3600 Total 0 0 0| 0 0 0 0 Indicative a-t-m Vol 22.00 Underlying Price 3241.000 Time to expiry: 847 Days Dec 12 178.500 -0.23 25.22 0 0 0| 0 50 0 0 2400 305.500 -0.36 22.60 0 0 0| 0 250 0 0 2800 518.500 -0.52 21.91 0 0 0| 0 0 0 0 3200 810.500 -0.65 22.81 0 0 0| 0 250 0 0 3600 Total 0 0 0| 0 550 0 0 Equity Options 21:55 Business Day Fri 27 Aug 2010 Previous Business Day Thu 26 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 12| 181 20,930 +105 0 Grand Total 0 0 31| 700,348 731,404 +227 0 Equity Options 21:55 Business Day Fri 27 Aug 2010 Previous Business Day Thu 26 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 38.06 Underlying Price 381.500 Time to expiry: 21 Days Sep 10 141.750 0.99 78.49 0 0 0| 0 0 0 0 240 121.750 0.99 71.21 0 0 0| 0 0 0 0 260 101.750 0.99 51.29 0 0 0| 0 0 0 0 280 82.000 0.98 48.87 0 0 0| 0 4 0 0 300 72.250 0.96 48.89 0 0 0| 0 0 0 0 310 62.750 0.94 47.69 0 0 0| 0 35 0 0 320 53.500 0.91 45.67 0 0 0| 0 15 0 0 330 44.500 0.87 44.40 0 0 0| 0 110 0 0 340 36.000 0.81 42.59 0 0 0| 0 92 0 0 350 28.000 0.74 40.83 0 0 0| 0 247 0 0 360 21.000 0.64 39.35 0 0 0| 0 28 0 0 370 15.000 15.000 0.54 38.05 15.000 15.000 0 0 2| 10 822 +10 0 380 10.500 0.43 38.10 0 0 0| 0 93 0 0 390 7.250 0.32 37.90 0 0 0| 16 933 +4 0 400 3.000 0.16 38.26 0 0 0| 3 677 0 0 420 0.750 0.06 35.93 0 0 0| 0 78 0 0 440 0.250 0.02 36.09 0 0 0| 0 612 0 0 460 CAB 0.01 36.75 0 0 0| 0 105 0 0 480 CAB 0.00 43.17 0 0 0| 0 58 0 0 560 Total 0 0 2| 29 3,909 +14 0 Indicative a-t-m Vol 37.04 Underlying Price 381.500 Time to expiry: 49 Days Oct 10 101.750 0.99 45.28 0 0 0| 0 0 0 0 280 82.750 0.96 49.61 0 0 0| 0 0 0 0 300 63.750 0.91 45.88 0 0 0| 0 0 0 0 320 55.000 0.87 45.05 0 0 0| 0 30 0 0 330 46.500 0.82 42.88 0 0 0| 0 15 0 0 340 38.250 0.77 41.44 0 0 0| 0 0 0 0 350 27.500 30.500 0.70 38.84 27.500 S 27.500 S 0 0 2| 0 12 0 0 360 22.250 24.000 0.61 38.28 22.250 S 22.000 S 0 0 2| 0 10 0 0 370 18.250 0.52 37.09 0 0 0| 0 298 0 0 380 14.000 0.43 36.81 0 0 0| 0 1 0 0 390 10.250 0.35 36.36 0 0 0| 1 185 0 0 400 4.750 0.20 34.02 0 0 0| 0 159 0 0 420 2.250 0.10 33.86 0 0 0| 0 0 0 0 440 Total 0 0 4| 1 710 0 0 Indicative a-t-m Vol 37.98 Underlying Price 381.500 Time to expiry: 84 Days Nov 10 49.750 0.76 42.20 0 0 0| 0 0 0 0 340 35.250 35.500 0.64 39.59 35.250 35.250 0 0 8| 0 0 0 0 360 29.750 0.58 39.00 0 0 0| 0 0 0 0 370 24.250 0.51 38.05 0 0 0| 0 1 0 0 380 20.000 0.45 37.69 0 0 0| 0 0 0 0 390 16.000 0.39 37.11 0 0 0| 0 3 0 0 400 9.750 0.27 35.53 0 0 0| 0 17 0 0 420 Equity Options 21:55 Business Day Fri 27 Aug 2010 Previous Business Day Thu 26 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 | 5.250 0.18 34.00 0 0 0| 0 0 0 0 440 Total 0 0 8| 0 21 0 0 Indicative a-t-m Vol 38.06 Underlying Price 381.500 Time to expiry: 112 Days Dec 10 221.500 1.00 69.11 0 0 0| 0 0 0 0 160 201.500 1.00 67.28 0 0 0| 0 0 0 0 180 181.750 1.00 64.23 0 0 0| 0 0 0 0 200 161.750 0.99 60.26 0 0 0| 0 0 0 0 220 141.750 0.99 54.69 0 0 0| 0 60 0 0 240 103.000 0.95 47.76 0 0 0| 0 32 0 0 280 84.750 0.90 45.56 0 0 0| 0 25 0 0 300 67.250 0.83 42.62 0 0 0| 0 24 0 0 320 51.750 0.73 40.53 0 0 0| 0 75 0 0 340 39.250 0.62 39.77 0 0 0| 0 72 0 0 360 28.500 0.51 38.16 0 0 0| 6 345 +5 0 380 20.000 0.41 37.12 0 0 0| 0 337 0 0 400 13.000 13.250 0.31 35.93 13.000 13.000 0 0 43| 0 455 0 0 420 8.500 0.22 34.84 0 0 0| 0 129 0 0 440 3.250 0.11 33.82 0 0 0| 0 124 0 0 480 0.250 0.01 31.09 0 0 0| 0 49 0 0 560 Total 0 0 43| 6 1,727 +5 0 Indicative a-t-m Vol 37.35 Underlying Price 381.500 Time to expiry: 203 Days Mar 11 142.500 0.97 49.95 0 0 0| 0 320 0 0 240 106.000 0.88 45.22 0 0 0| 0 40 0 0 280 89.750 0.82 43.54 0 0 0| 0 2 0 0 300 75.000 0.75 41.89 0 0 0| 0 21 0 0 320 60.750 0.68 39.71 0 0 0| 0 36 0 0 340 49.000 0.61 38.58 0 0 0| 0 36 0 0 360 38.750 0.53 37.45 0 0 0| 0 40 0 0 380 30.000 0.45 36.38 0 0 0| 0 71 0 0 400 22.250 0.38 35.07 0 0 0| 0 194 0 0 420 16.500 0.31 34.33 0 0 0| 0 127 0 0 440 Total 0 0 0| 0 887 0 0 Indicative a-t-m Vol 36.21 Underlying Price 381.500 Time to expiry: 294 Days Jun 11 143.000 0.96 50.47 0 0 0| 0 100 0 0 240 106.250 0.88 44.06 0 0 0| 0 25 0 0 280 90.250 0.81 42.30 0 0 0| 0 16 0 0 300 75.750 0.74 40.68 0 0 0| 0 40 0 0 320 62.500 0.68 39.12 0 0 0| 0 0 0 0 340 50.500 0.61 37.60 0 0 0| 8 24 +1 0 360 40.000 0.53 36.28 0 0 0| 0 141 0 0 380 31.750 0.46 35.56 0 0 0| 0 79 0 0 400 24.500 0.39 34.48 0 0 0| 0 14 0 0 420 18.500 0.32 33.67 0 0 0| 0 15 0 0 440 10.250 0.20 32.32 0 0 0| 0 0 0 0 480 2.500 0.07 29.93 0 0 0| 0 0 0 0 560 Total 0 0 0| 8 454 +1 0 Equity Options 21:55 Business Day Fri 27 Aug 2010 Previous Business Day Thu 26 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 38.45 Underlying Price 381.500 Time to expiry: 476 Days Dec 11 221.500 1.00 59.96 0 0 0| 0 0 0 0 160 201.500 1.00 58.11 0 0 0| 0 0 0 0 180 181.750 0.99 54.42 0 0 0| 0 0 0 0 200 162.500 0.97 52.11 0 0 0| 0 0 0 0 220 143.500 0.94 48.42 0 0 0| 0 0 0 0 240 111.250 0.82 45.18 0 0 0| 0 0 0 0 280 86.000 0.71 43.70 0 0 0| 0 0 0 0 320 61.500 0.60 39.83 0 0 0| 0 1 0 0 360 43.000 0.49 37.32 0 0 0| 0 0 0 0 400 25.250 0.35 32.94 0 0 0| 0 10 0 0 440 19.500 0.28 34.53 0 0 0| 0 0 0 0 480 13.750 0.20 37.97 0 0 0| 0 0 0 0 560 Total 0 0 0| 0 11 0 0 Indicative a-t-m Vol 38.86 Underlying Price 381.500 Time to expiry: 658 Days Jun 12 114.500 0.80 46.35 0 0 0| 0 0 0 0 280 89.750 0.71 43.89 0 0 0| 0 0 0 0 320 66.250 0.60 40.02 0 0 0| 0 0 0 0 360 48.500 0.50 37.90 0 0 0| 0 0 0 0 400 31.500 0.39 34.17 0 0 0| 0 0 0 0 440 Total 0 0 0| 0 0 0 0 Indicative a-t-m Vol 39.33 Underlying Price 381.500 Time to expiry: 847 Days Dec 12 158.500 0.84 62.48 0 0 0| 0 0 0 0 240 128.750 0.78 54.92 0 0 0| 0 0 0 0 280 97.250 0.70 46.40 0 0 0| 0 0 0 0 320 70.750 0.61 40.23 0 0 0| 0 0 0 0 360 54.500 0.52 38.59 0 0 0| 0 0 0 0 400 41.250 0.43 36.95 0 0 0| 0 0 0 0 440 32.500 0.36 36.46 0 0 0| 0 0 0 0 480 Total 0 0 0| 0 0 0 0 Total Calls 0 0 57| 44 7,719 +20 0 | Equity Options 21:55 Business Day Fri 27 Aug 2010 Previous Business Day Thu 26 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 38.23 Underlying Price 381.500 Time to expiry: 21 Days Sep 10 0.250 -0.01 82.54 0 0 0| 0 12 0 0 240 0.250 -0.01 73.86 0 0 0| 0 0 0 0 260 0.500 -0.02 63.74 0 0 0| 0 82 0 0 280 0.750 -0.03 55.95 0 0 0| 0 4,188 0 0 300 1.000 -0.05 52.58 0 0 0| 0 2 0 0 310 1.500 -0.07 50.62 0 0 0| 0 615 0 0 320 2.000 -0.09 46.49 0 0 0| 0 15 0 0 330 2.750 -0.13 44.06 0 0 0| 0 1,714 0 0 340 4.250 -0.19 41.92 0 0 0| 1 122 +1 0 350 7.750 6.500 -0.26 40.74 7.750 7.750 0 0 1| 1 317 +1 0 360 8.500 9.500 -0.36 39.71 8.500 8.500 0 0 1| 2 142 0 0 370 13.500 -0.46 38.12 0 0 0| 0 568 0 0 380 19.250 -0.57 38.66 0 0 0| 0 10 0 0 390 25.500 -0.68 37.58 0 0 0| 0 585 0 0 400 41.250 -0.84 38.00 0 0 0| 0 18 0 0 420 60.000 -0.91 42.63 0 0 0| 0 23 0 0 440 79.000 -0.96 43.09 0 0 0| 0 15 0 0 460 98.750 -0.98 43.80 0 0 0| 0 12 0 0 480 178.500 -0.99 65.10 0 0 0| 0 3 0 0 560 Total 0 0 2| 4 8,443 +2 0 Indicative a-t-m Vol 37.57 Underlying Price 381.500 Time to expiry: 49 Days Oct 10 1.000 -0.04 45.71 0 0 0| 0 20 0 0 280 2.250 -0.08 43.96 0 0 0| 0 32 0 0 300 4.250 -0.14 41.00 0 0 0| 0 38 0 0 320 6.500 -0.19 41.17 0 0 0| 0 63 0 0 330 9.000 -0.25 40.67 0 0 0| 60 80 +24 0 340 12.750 12.000 -0.31 40.19 12.750 12.750 0 0 1| 50 105 +35 0 350 17.000 15.250 -0.38 38.82 17.000 S 17.000 S 0 0 1| 0 26 0 0 360 22.000 19.750 -0.45 38.25 22.000 S 22.000 S 0 0 1| 0 20 0 0 370 25.000 -0.53 37.73 0 0 0| 4 100 0 0 380 30.750 -0.61 36.94 0 0 0| 0 0 0 0 390 37.500 -0.68 36.54 0 0 0| 0 8 0 0 400 52.500 -0.81 34.86 0 0 0| 0 1 0 0 420 70.000 -0.90 34.34 0 0 0| 0 0 0 0 440 Total 0 0 3| 114 493 +59 0 Indicative a-t-m Vol 38.36 Underlying Price 381.500 Time to expiry: 84 Days Nov 10 14.750 -0.29 41.18 0 0 0| 0 2 0 0 340 22.500 -0.39 40.13 0 0 0| 0 0 0 0 360 26.750 -0.45 39.21 0 0 0| 0 0 0 0 370 31.750 -0.51 38.51 0 0 0| 0 14 0 0 380 37.250 -0.56 37.74 0 0 0| 0 26 0 0 390 43.500 -0.62 37.21 0 0 0| 0 16 0 0 400 56.250 -0.74 34.27 0 0 0| 0 0 0 0 420 72.750 -0.83 34.04 0 0 0| 0 0 0 0 440 Equity Options 21:55 Business Day Fri 27 Aug 2010 Previous Business Day Thu 26 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| 0 58 0 0 Indicative a-t-m Vol 37.94 Underlying Price 381.500 Time to expiry: 112 Days Dec 10 CAB 0.00 54.60 0 0 0| 0 70 0 0 160 0.250 -0.01 55.26 0 0 0| 0 15 0 0 180 0.500 -0.01 54.59 0 0 0| 0 15 0 0 200 1.250 -0.03 53.16 0 0 0| 0 71 0 0 220 2.250 -0.05 51.31 0 0 0| 0 156 0 0 240 5.750 -0.11 47.04 0 0 0| 0 173 0 0 280 9.000 -0.16 45.11 0 0 0| 0 115 0 0 300 13.250 -0.22 43.35 0 0 0| 0 289 0 0 320 19.000 -0.30 41.71 0 0 0| 0 230 0 0 340 26.500 -0.39 39.90 0 0 0| 0 330 0 0 360 35.500 -0.49 38.04 0 0 0| 0 289 0 0 380 47.250 -0.60 37.07 0 0 0| 0 103 0 0 400 59.750 -0.70 35.02 0 0 0| 0 9 0 0 420 76.250 -0.77 35.49 0 0 0| 0 15 0 0 440 110.750 -0.90 34.31 0 0 0| 0 35 0 0 480 188.000 -0.99 33.13 0 0 0| 0 47 0 0 560 Total 0 0 0| 0 1,962 0 0 Indicative a-t-m Vol 37.68 Underlying Price 381.500 Time to expiry: 203 Days Mar 11 6.500 -0.09 50.17 0 0 0| 0 65 0 0 240 11.750 -0.15 45.13 0 0 0| 0 42 0 0 280 16.250 -0.20 43.52 0 0 0| 0 270 0 0 300 21.250 -0.26 41.57 0 0 0| 0 111 0 0 320 28.000 -0.32 40.38 0 0 0| 0 36 0 0 340 36.000 -0.39 38.94 0 0 0| 0 57 0 0 360 45.500 -0.47 37.79 0 0 0| 0 4 0 0 380 56.750 -0.55 36.76 0 0 0| 0 61 0 0 400 68.750 -0.63 35.24 0 0 0| 0 4 0 0 420 84.000 -0.69 35.60 0 0 0| 0 1 0 0 440 Total 0 0 0| 0 651 0 0 Indicative a-t-m Vol 36.35 Underlying Price 381.500 Time to expiry: 294 Days Jun 11 11.000 -0.12 46.65 0 0 0| 0 4 0 0 240 18.250 -0.20 42.07 0 0 0| 0 85 0 0 280 24.750 -0.25 41.42 0 0 0| 0 29 0 0 300 31.250 -0.31 39.73 0 0 0| 0 340 0 0 320 39.750 -0.37 38.85 0 0 0| 0 52 0 0 340 49.000 -0.44 37.72 0 0 0| 0 28 0 0 360 59.250 -0.51 36.43 0 0 0| 0 5 0 0 380 71.500 -0.57 35.65 0 0 0| 0 23 0 0 400 84.750 -0.64 34.64 0 0 0| 0 2 0 0 420 98.750 -0.70 33.55 0 0 0| 0 7 0 0 440 130.250 -0.82 31.51 0 0 0| 0 21 0 0 480 204.500 -0.92 32.62 0 0 0| 0 1 0 0 560 Total 0 0 0| 0 597 0 0 Equity Options 21:55 Business Day Fri 27 Aug 2010 Previous Business Day Thu 26 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 39.16 Underlying Price 381.500 Time to expiry: 476 Days Dec 11 8.500 -0.06 57.65 0 0 0| 0 0 0 0 160 12.250 -0.09 56.73 0 0 0| 0 0 0 0 180 14.750 -0.11 53.03 0 0 0| 0 500 0 0 200 19.000 -0.14 51.19 0 0 0| 0 0 0 0 220 22.000 -0.17 47.49 0 0 0| 0 0 0 0 240 30.000 33.000 -0.24 44.00 30.000 30.000 0 0 3| 0 0 0 0 280 53.250 -0.33 45.00 0 0 0| 0 0 0 0 320 68.250 -0.43 39.79 0 0 0| 0 0 0 0 360 92.500 -0.53 38.65 0 0 0| 0 0 0 0 400 120.000 -0.62 37.68 0 0 0| 0 0 0 0 440 151.750 -0.70 37.63 0 0 0| 0 0 0 0 480 220.750 -0.81 37.74 0 0 0| 0 0 0 0 560 Total 0 0 3| 0 500 0 0 Indicative a-t-m Vol 38.85 Underlying Price 381.500 Time to expiry: 658 Days Jun 12 47.500 -0.27 45.00 0 0 0| 0 0 0 0 280 69.750 -0.35 45.57 0 0 0| 0 0 0 0 320 84.500 -0.44 40.01 0 0 0| 0 0 0 0 360 107.750 -0.53 37.90 0 0 0| 0 0 0 0 400 132.750 -0.63 35.14 0 0 0| 0 0 0 0 440 Total 0 0 0| 0 0 0 0 Indicative a-t-m Vol 39.21 Underlying Price 381.500 Time to expiry: 847 Days Dec 12 63.000 -0.21 62.48 0 0 0| 0 0 0 0 240 75.500 -0.27 55.87 0 0 0| 0 0 0 0 280 81.500 -0.35 45.80 0 0 0| 0 0 0 0 320 96.250 -0.44 40.24 0 0 0| 0 0 0 0 360 120.250 -0.52 38.36 0 0 0| 0 0 0 0 400 146.750 -0.59 36.80 0 0 0| 0 0 0 0 440 177.500 -0.66 36.28 0 0 0| 0 0 0 0 480 Total 0 0 0| 0 0 0 0 Total Puts 0 0 8| 118 12,704 +61 0 Grand Total 0 0 65| 1,020,162 1,040,423 +81 0 Equity Options 21:55 Business Day Fri 27 Aug 2010 Previous Business Day Thu 26 Aug 2010 Page 29 Calls | Block | Opening Settle Delta Vola- Daily Trade Bclear Total | Official **Open Change Exer- Exer Trans Price tility High Low Volume Volume*** Volume | Volume Int cises Price | BAE Systems plc - STND OPT (AER) Indicative a-t-m Vol 22.80 Underlying Price 296.500 Time to expiry: 21 Days Sep 10 37.250 0.94 35.24 0 0 0| 0 0 0 0 260 18.500 0.82 26.10 0 0 0| 0 2 0 0 280 10.750 0.66 23.98 0 0 0| 0 0 0 0 290 4.250 5.000 0.43 22.29 4.250 4.250 0 0 250| 0 1,270 +500 0 300 2.000 0.22 22.84 0 0 0| 0 1,253 +250 0 310 1.000 0.11 24.55 0 0 0| 0 108 0 0 320 1.000 0.250 0.04 25.18 1.000 1.000 0 0 25| 0 1,147 -217 0 330 0.750 0.250 0.02 27.01 0.750 0.750 0 0 25| 0 3,396 -300 0 340 CAB 0.00 29.33 0 0 0| 0 1,716 -733 0 360 CAB 0.00 30.25 0 0 0| 0 114 0 0 380 CAB 0.00 31.80 0 0 0| 0 215 0 0 400 CAB 0.00 29.17 0 0 0| 0 5 0 0 440 Total 0 0 300| 0 9,226 -500 0 Indicative a-t-m Vol 24.44 Underlying Price 296.500 Time to expiry: 49 Days Oct 10 38.500 0.90 29.48 0 0 0| 0 0 0 0 260 21.500 0.74 26.27 0 0 0| 0 0 0 0 280 14.500 0.62 24.81 0 0 0| 0 0 0 0 290 9.250 0.47 24.28 0 0 0| 0 0 0 0 300 5.250 0.32 23.47 0 0 0| 0 1 0 0 310 2.750 0.21 23.51 0 0 0| 0 33 0 0 320 1.500 0.12 23.84 0 0 0| 0 3 0 0 330 0.500 0.06 22.61 0 0 0| 0 1,020 0 0 340 CAB 0.00 20.15 0 0 0| 0 0 0 0 360 CAB 0.00 15.77 0 0 0| 0 0 0 0 380 Total 0 0 0| 0 1,057 0 0 Indicative a-t-m Vol 25.96 Underlying Price 296.500 Time to expiry: 84 Days Nov 10 39.250 0.87 30.35 0 0 0| 0 0 0 0 260 23.000 0.71 27.25 0 0 0| 0 0 0 0 280 16.500 0.60 26.36 0 0 0| 0 0 0 0 290 11.250 0.47 25.79 0 0 0| 0 0 0 0 300 7.500 0.36 25.55 0 0 0| 0 0 0 0 310 4.750 0.25 25.41 0 0 0| 0 0 0 0 320 1.250 0.09 23.41 0 0 0| 0 0 0 0 340 Total 0 0 0| 0 0 0 0 Indicative a-t-m Vol 26.31 Underlying Price 296.500 Time to expiry: 112 Days Dec 10 58.000 0.93 32.85 0 0 0| 0 0 0 0 240 24.500 0.69 27.35 0 0 0| 1 26 +1 0 280 12.750 13.250 0.47 26.12 12.750 12.500 0 0 55| 2 6 0 0 300 6.500 0.28 25.83 0 0 0| 0 233 0 0 320 3.000 0.15 25.41 0 0 0| 0 2,225 0 0 340 1.750 0.09 27.56 0 0 0| 0 6,045 0 0 360 0.750 0.05 27.84 0 0 0| 0 4,072 0 0 380 Equity Options 21:55 Business Day Fri 27 Aug 2010 Previous Business Day Thu 26 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 | 0.500 0.03 28.86 0 0 0| 0 129 0 0 400 0.250 0.01 30.91 0 0 0| 0 5 0 0 440 Total 0 0 55| 3 12,741 +1 0 Indicative a-t-m Vol 26.08 Underlying Price 296.500 Time to expiry: 203 Days Mar 11 59.500 0.88 30.97 0 0 0| 0 0 0 0 240 43.250 43.000 0.78 28.84 43.250 43.250 0 0 2| 0 0 0 0 260 29.000 0.63 27.21 0 0 0| 0 2 0 0 280 20.000 18.500 0.48 25.88 20.000 20.000 0 0 2| 0 5 0 0 300 11.000 0.34 25.01 0 0 0| 0 25 0 0 320 6.250 0.22 24.33 0 0 0| 10 20 +10 0 340 3.250 0.13 23.94 0 0 0| 4 14 +4 0 360 Total 0 0 4| 14 66 +14 0 Total Calls 0 0 359| 17 23,090 -485 0 | Equity Options 21:55 Business Day Fri 27 Aug 2010 Previous Business Day Thu 26 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 22.27 Underlying Price 296.500 Time to expiry: 21 Days Sep 10 0.750 -0.07 36.61 0 0 0| 0 0 0 0 260 2.000 -0.18 26.17 0 0 0| 0 2,062 0 0 280 3.750 -0.33 23.10 0 0 0| 0 0 0 0 290 8.250 -0.57 21.91 0 0 0| 0 346 0 0 300 15.250 -0.79 21.73 0 0 0| 0 39 0 0 310 25.500 24.000 -0.91 22.76 25.500 S 25.500 S 0 0 6| 0 3,117 0 0 320 33.750 -0.96 24.90 0 0 0| 0 0 0 0 330 43.500 -0.98 28.02 0 0 0| 25 287 +25 0 340 63.500 -0.98 36.87 0 0 0| 0 107 0 0 360 83.500 -0.99 42.78 0 0 0| 0 0 0 0 380 103.500 -0.99 49.64 0 0 0| 0 4 0 0 400 143.500 -1.00 50.49 0 0 0| 0 0 0 0 440 Total 0 0 6| 25 5,962 +25 0 Indicative a-t-m Vol 23.96 Underlying Price 296.500 Time to expiry: 49 Days Oct 10 1.750 -0.10 29.78 0 0 0| 0 0 0 0 260 4.750 -0.26 26.27 0 0 0| 0 4,164 0 0 280 7.750 -0.38 24.93 0 0 0| 0 0 0 0 290 12.000 -0.53 23.54 0 0 0| 0 13 0 0 300 18.250 -0.68 23.17 0 0 0| 0 6 0 0 310 26.000 -0.80 22.86 0 0 0| 0 80 0 0 320 34.500 -0.89 22.97 0 0 0| 0 5 0 0 330 44.000 -0.94 23.49 0 0 0| 0 0 0 0 340 63.500 -0.98 25.69 0 0 0| 0 0 0 0 360 83.500 -0.99 29.50 0 0 0| 0 0 0 0 380 Total 0 0 0| 0 4,268 0 0 Indicative a-t-m Vol 25.42 Underlying Price 296.500 Time to expiry: 84 Days Nov 10 4.500 -0.19 28.55 0 0 0| 0 0 0 0 260 10.000 -0.37 26.29 0 0 0| 0 0 0 0 280 14.500 -0.48 25.93 0 0 0| 0 0 0 0 290 20.000 -0.59 25.20 0 0 0| 3 3 +3 0 300 26.500 -0.69 24.89 0 0 0| 0 0 0 0 310 34.000 -0.78 24.52 0 0 0| 0 0 0 0 320 51.250 -0.91 23.52 0 0 0| 0 0 0 0 340 Total 0 0 0| 3 3 +3 0 Indicative a-t-m Vol 25.60 Underlying Price 296.500 Time to expiry: 112 Days Dec 10 3.000 -0.12 30.97 0 0 0| 0 0 0 0 240 11.750 12.250 -0.38 26.68 11.750 11.750 0 0 5| 0 3,227 0 0 280 22.250 22.000 -0.57 25.41 22.250 S 22.250 S 0 0 6| 0 2,202 0 0 300 36.000 -0.74 24.96 0 0 0| 0 89 0 0 320 52.500 -0.87 24.33 0 0 0| 0 170 0 0 340 71.000 -0.94 23.96 0 0 0| 0 82 0 0 360 90.250 -0.98 23.56 0 0 0| 0 35 0 0 380 110.000 -0.99 23.10 0 0 0| 0 14 0 0 400 Equity Options 21:55 Business Day Fri 27 Aug 2010 Previous Business Day Thu 26 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 | 150.000 -1.00 21.82 0 0 0| 0 0 0 0 440 Total 0 0 11| 0 5,819 0 0 Indicative a-t-m Vol 25.51 Underlying Price 296.500 Time to expiry: 203 Days Mar 11 6.500 -0.17 29.97 0 0 0| 4 14 +4 0 240 10.750 -0.26 27.83 0 0 0| 5 10 +5 0 260 17.500 -0.39 26.58 0 0 0| 0 64 0 0 280 27.250 -0.53 25.32 0 0 0| 0 8 0 0 300 40.000 -0.67 24.46 0 0 0| 0 4 0 0 320 55.250 -0.79 24.01 0 0 0| 25 28 +19 0 340 72.500 -0.88 23.67 0 0 0| 0 0 0 0 360 Total 0 0 0| 34 128 +28 0 Total Puts 0 0 17| 62 16,180 +56 0 Grand Total 0 0 376| 450,079 489,270 -429 0 Equity Options 21:55 Business Day Fri 27 Aug 2010 Previous Business Day Thu 26 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 43.85 Underlying Price 303.950 Time to expiry: 21 Days Sep 10 105.000 0.97 97.04 0 0 0| 0 17 0 0 200 84.500 0.98 68.55 0 0 0| 0 0 0 0 220 65.250 0.94 64.65 0 0 0| 0 2,650 0 0 240 47.000 0.87 59.34 0 0 0| 0 26 0 0 260 29.750 0.76 51.81 0 0 0| 0 5,652 0 0 280 22.000 0.68 48.04 0 0 0| 0 0 0 0 290 15.500 0.57 44.81 0 0 0| 0 12,033 0 0 300 10.000 0.45 42.41 0 0 0| 0 40 0 0 310 6.000 0.32 40.28 0 0 0| 56 21,186 0 0 320 3.500 0.22 40.00 0 0 0| 0 9,682 0 0 330 1.500 2.000 0.14 40.00 1.500 1.500 0 0 2| 0 8,677 0 0 340 1.000 0.08 40.00 0 0 0| 0 2,685 0 0 350 0.500 0.05 40.00 0 0 0| 0 15,849 0 0 360 0.250 0.01 40.00 0 0 0| 0 14,945 0 0 380 CAB 0.00 40.00 0 0 0| 0 21,680 0 0 400 CAB 0.00 40.00 0 0 0| 0 1,256 0 0 420 CAB 0.00 40.00 0 0 0| 0 479 0 0 440 CAB 0.00 40.00 0 0 0| 0 990 0 0 480 Total 0 0 2| 56 117,847 0 0 Indicative a-t-m Vol 44.97 Underlying Price 303.950 Time to expiry: 49 Days Oct 10 87.000 0.93 66.08 0 0 0| 0 0 0 0 220 68.750 0.88 60.91 0 0 0| 0 0 0 0 240 50.750 0.82 53.13 0 0 0| 0 0 0 0 260 35.750 0.71 50.06 0 0 0| 0 26 0 0 280 29.000 0.64 47.95 0 0 0| 0 0 0 0 290 22.500 0.57 45.73 0 0 0| 0 44 0 0 300 17.250 0.49 43.85 0 0 0| 0 1 0 0 310 12.250 0.40 41.57 0 0 0| 0 81 0 0 320 9.000 0.32 40.94 0 0 0| 0 60 0 0 330 6.000 0.24 39.16 0 0 0| 0 139 0 0 340 3.750 0.17 37.68 0 0 0| 0 33 0 0 350 2.250 0.12 36.23 0 0 0| 40 325 -40 0 360 1.000 0.05 36.00 0 0 0| 0 0 0 0 380 0.250 0.02 36.00 0 0 0| 0 50 0 0 400 CAB 0.00 36.00 0 0 0| 0 0 0 0 440 Total 0 0 0| 40 759 -40 0 Indicative a-t-m Vol 45.90 Underlying Price 303.950 Time to expiry: 84 Days Nov 10 56.750 0.77 55.10 0 0 0| 0 0 0 0 260 41.750 0.68 50.00 0 0 0| 0 0 0 0 280 35.250 0.63 48.38 0 0 0| 0 0 0 0 290 29.250 0.57 46.82 0 0 0| 0 0 0 0 300 23.000 23.500 0.51 44.53 23.000 23.000 0 0 25| 0 0 0 0 310 18.750 0.45 43.39 0 0 0| 0 0 0 0 320 Equity Options 21:55 Business Day Fri 27 Aug 2010 Previous Business Day Thu 26 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 | 14.750 0.38 42.11 0 0 0| 0 0 0 0 330 11.250 0.32 40.82 0 0 0| 0 0 0 0 340 6.250 0.21 38.95 0 0 0| 0 1,152 0 0 360 Total 0 0 25| 0 1,152 0 0 Indicative a-t-m Vol 47.24 Underlying Price 303.950 Time to expiry: 112 Days Dec 10 264.000 1.00 87.61 0 0 0| 0 0 0 0 40 256.000 1.00 85.17 0 0 0| 0 0 0 0 48 244.000 1.00 85.17 0 0 0| 0 0 0 0 60 224.000 1.00 84.21 0 0 0| 0 0 0 0 80 216.250 1.00 84.21 0 0 0| 0 0 0 0 88 208.250 1.00 82.75 0 0 0| 0 0 0 0 96 204.250 1.00 81.79 0 0 0| 0 25 0 0 100 184.500 0.99 81.02 0 0 0| 0 0 0 0 120 165.250 0.98 78.22 0 0 0| 0 0 0 0 140 146.250 0.96 73.85 0 0 0| 0 55 0 0 160 128.250 0.94 73.19 0 0 0| 0 275 0 0 180 110.000 0.91 68.09 0 0 0| 0 65 0 0 200 93.000 0.86 64.27 0 0 0| 0 64 0 0 220 76.500 0.81 60.38 0 0 0| 0 2,885 0 0 240 55.000 60.750 0.75 55.41 55.000 55.000 0 0 480| 0 1,262 0 0 260 51.250 0.70 52.71 0 0 0| 0 8,202 0 0 273 46.750 0.67 52.00 0 0 0| 0 2,290 0 0 280 34.000 0.57 48.04 0 0 0| 0 4,831 0 0 300 27.250 0.51 45.64 0 0 0| 0 7,178 0 0 312 20.500 23.250 0.47 44.50 20.500 20.500 0 0 3| 20 8,476 +20 0 320 13.500 14.750 0.36 41.45 13.500 13.500 0 0 26| 4 6,320 +4 0 340 10.750 0.29 39.14 0 0 0| 0 16,506 0 0 351 8.250 0.24 37.94 0 0 0| 0 11,466 0 0 360 4.250 0.15 35.35 0 0 0| 0 5,746 0 0 380 3.500 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 0.02 36.66 0 0 0| 0 600 0 0 480 Total 0 0 509| 24 119,585 +24 0 Indicative a-t-m Vol 44.66 Underlying Price 303.950 Time to expiry: 203 Days Mar 11 113.500 0.88 60.53 0 0 0| 0 33 0 0 200 81.750 0.79 54.44 0 0 0| 0 129 0 0 240 53.250 0.66 47.59 0 0 0| 0 132 0 0 280 41.500 0.58 45.22 0 0 0| 0 0 0 0 300 31.000 0.50 42.44 0 0 0| 0 4,651 0 0 320 20.500 22.250 0.41 40.25 20.500 20.500 0 0 18| 0 0 0 0 340 14.750 0.32 37.42 0 0 0| 100 5,516 +157 0 360 6.000 0.17 34.23 0 0 0| 0 583 0 0 400 2.500 0.08 33.22 0 0 0| 0 4,580 0 0 440 2.500 0.07 38.44 0 0 0| 0 529 0 0 480 Total 0 0 18| 100 16,153 +157 0 Indicative a-t-m Vol 44.55 Underlying Price 303.950 Time to expiry: 294 Days Jun 11 Equity Options 21:55 Business Day Fri 27 Aug 2010 Previous Business Day Thu 26 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 | 117.250 0.86 58.56 0 0 0| 0 25 0 0 200 87.000 0.77 52.79 0 0 0| 0 12 0 0 240 60.500 0.66 47.52 0 0 0| 0 22 0 0 280 48.500 0.59 44.95 0 0 0| 0 1,250 +1,250 0 300 38.500 0.52 42.93 0 0 0| 0 3,692 0 0 320 28.000 0.44 39.20 0 0 0| 0 25 0 0 340 20.500 22.250 0.37 38.89 20.500 19.500 0 0 149| 0 221 0 0 360 10.500 11.250 0.23 35.61 10.500 10.500 0 0 25| 23 3,341 +23 0 400 3.000 0.08 33.44 0 0 0| 0 330 0 0 480 Total 0 0 174| 23 8,918 +1,273 0 Indicative a-t-m Vol 42.12 Underlying Price 303.950 Time to expiry: 476 Days Dec 11 264.000 1.00 76.20 0 0 0| 0 0 0 0 40 256.000 1.00 75.34 0 0 0| 0 0 0 0 48 244.000 1.00 74.06 0 0 0| 0 0 0 0 60 224.500 0.99 72.13 0 0 0| 0 0 0 0 80 217.000 0.99 71.27 0 0 0| 0 0 0 0 88 209.500 0.98 69.88 0 0 0| 0 0 0 0 96 188.000 0.96 67.03 0 0 0| 0 0 0 0 120 171.000 0.93 64.33 0 0 0| 0 0 0 0 140 154.750 0.90 61.62 0 0 0| 0 0 0 0 160 139.500 0.87 59.18 0 0 0| 0 0 0 0 180 123.000 0.84 54.86 0 0 0| 0 0 0 0 200 93.500 0.76 48.74 0 0 0| 0 0 0 0 240 69.500 0.66 45.20 0 0 0| 0 0 0 0 280 46.500 0.54 40.06 0 0 0| 0 6,351 0 0 320 37.250 0.48 37.99 0 0 0| 0 2,762 0 0 340 29.750 0.41 36.69 0 0 0| 0 4,500 0 0 360 17.750 0.30 34.09 0 0 0| 0 10,005 0 0 400 5.750 0.13 31.00 0 0 0| 0 12 0 0 480 Total 0 0 0| 0 23,630 0 0 Indicative a-t-m Vol 47.85 Underlying Price 303.950 Time to expiry: 658 Days Jun 12 132.250 0.83 57.64 0 0 0| 0 0 0 0 200 109.000 0.75 55.24 0 0 0| 0 0 0 0 240 84.750 0.67 50.02 0 0 0| 0 0 0 0 280 64.500 0.58 46.40 0 0 0| 0 0 0 0 320 48.000 0.49 43.49 0 0 0| 0 0 0 0 360 35.250 0.41 41.50 0 0 0| 0 0 0 0 400 Total 0 0 0| 0 0 0 0 Indicative a-t-m Vol 47.24 Underlying Price 303.950 Time to expiry: 847 Days Dec 12 135.250 0.82 54.66 0 0 0| 0 0 0 0 200 114.750 0.76 53.83 0 0 0| 0 0 0 0 240 93.000 0.68 50.08 0 0 0| 0 0 0 0 280 71.500 0.60 45.35 0 0 0| 0 0 0 0 320 54.000 0.51 42.09 0 0 0| 0 0 0 0 360 38.500 0.42 38.69 0 0 0| 0 0 0 0 400 Equity Options 21:55 Business Day Fri 27 Aug 2010 Previous Business Day Thu 26 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 | 12.750 0.21 29.84 0 0 0| 0 15 0 0 480 Total 0 0 0| 0 15 0 0 Total Calls 0 0 728| 243 288,059 +1,414 0 | Equity Options 21:55 Business Day Fri 27 Aug 2010 Previous Business Day Thu 26 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 43.85 Underlying Price 303.950 Time to expiry: 21 Days Sep 10 0.250 -0.01 82.76 0 0 0| 0 4,750 0 0 200 0.500 -0.03 71.99 0 0 0| 0 7 0 0 220 1.000 -0.05 60.00 0 0 0| 0 7,194 0 0 240 3.000 3.000 -0.13 60.00 3.000 3.000 0 0 2| 0 1,146 0 0 260 6.250 5.750 -0.24 51.81 6.250 6.250 0 0 50| 0 26,745 -1,000 0 280 8.000 -0.32 48.04 0 0 0| 0 0 0 0 290 11.250 -0.43 44.81 0 0 0| 0 24,536 +4,000 0 300 16.000 -0.55 42.41 0 0 0| 0 4,065 0 0 310 22.000 -0.68 40.28 0 0 0| 0 24,595 0 0 320 29.250 -0.79 39.34 0 0 0| 0 9,285 0 0 330 40.000 38.250 -0.85 41.71 40.000 40.000 0 0 26| 0 5,260 0 0 340 47.000 -0.92 39.45 0 0 0| 0 34 0 0 350 56.500 -0.95 41.31 0 0 0| 0 3,069 0 0 360 76.500 -0.97 47.49 0 0 0| 0 2,035 0 0 380 96.250 -0.98 54.21 0 0 0| 0 27,904 0 0 400 116.250 -0.99 59.92 0 0 0| 0 0 0 0 420 136.000 -0.99 62.77 0 0 0| 0 50 0 0 440 176.000 -1.00 67.06 0 0 0| 0 39 0 0 480 Total 0 0 78| 0 140,714 +3,000 0 Indicative a-t-m Vol 46.05 Underlying Price 303.950 Time to expiry: 49 Days Oct 10 3.000 -0.08 67.75 0 0 0| 0 5 0 0 220 5.000 -0.13 62.73 0 0 0| 0 84 0 0 240 7.750 7.500 -0.19 56.18 7.750 7.750 0 0 1| 0 3,075 0 0 260 13.250 12.000 -0.30 51.16 13.250 13.000 0 0 11| 13 3,376 0 0 280 15.250 -0.36 49.20 0 0 0| 2 2 +2 0 290 22.500 18.750 -0.43 46.53 22.500 22.500 0 0 1| 0 673 0 0 300 23.500 -0.51 45.33 0 0 0| 0 0 0 0 310 28.500 -0.60 42.73 0 0 0| 0 190 0 0 320 35.500 -0.67 42.91 0 0 0| 0 25 0 0 330 42.000 -0.75 40.04 0 0 0| 0 35 0 0 340 50.000 -0.82 38.99 0 0 0| 0 0 0 0 350 58.250 -0.87 37.75 0 0 0| 0 0 0 0 360 76.750 -0.95 35.80 0 0 0| 0 0 0 0 380 96.250 -0.98 37.50 0 0 0| 0 0 0 0 400 136.000 -0.99 43.65 0 0 0| 0 0 0 0 440 Total 0 0 13| 15 7,465 +2 0 Indicative a-t-m Vol 46.18 Underlying Price 303.950 Time to expiry: 84 Days Nov 10 13.000 -0.24 55.51 0 0 0| 1 51 +1 0 260 18.250 -0.33 50.73 0 0 0| 0 44 0 0 280 22.000 -0.38 49.44 0 0 0| 0 0 0 0 290 28.000 25.500 -0.43 46.88 28.000 28.000 0 0 3| 0 10 0 0 300 30.000 -0.50 45.14 0 0 0| 0 0 0 0 310 35.250 -0.56 43.80 0 0 0| 0 0 0 0 320 41.250 -0.62 42.57 0 0 0| 0 0 0 0 330 Equity Options 21:55 Business Day Fri 27 Aug 2010 Previous Business Day Thu 26 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 -0.67 42.64 0 0 0| 0 0 0 0 340 63.000 -0.79 39.79 0 0 0| 0 0 0 0 360 Total 0 0 3| 1 105 +1 0 Indicative a-t-m Vol 47.24 Underlying Price 303.950 Time to expiry: 112 Days Dec 10 CAB 0.00 87.61 0 0 0| 0 0 0 0 40 CAB 0.00 85.17 0 0 0| 0 0 0 0 48 CAB 0.00 85.17 0 0 0| 0 0 0 0 60 CAB 0.00 84.21 0 0 0| 0 0 0 0 80 CAB 0.00 84.21 0 0 0| 0 0 0 0 88 0.250 0.00 82.75 0 0 0| 0 25 0 0 96 0.250 0.00 81.79 0 0 0| 0 50 0 0 100 0.500 -0.01 81.02 0 0 0| 0 314 0 0 120 1.250 -0.02 78.22 0 0 0| 0 2,174 0 0 140 2.250 -0.04 73.85 0 0 0| 0 4,771 0 0 160 4.500 -0.07 73.19 0 0 0| 0 7,037 0 0 180 6.250 -0.10 68.09 0 0 0| 0 4,589 0 0 200 9.250 -0.14 64.27 0 0 0| 0 815 0 0 220 13.000 13.000 -0.19 60.38 13.000 13.000 0 0 1| 30 6,384 +25 0 240 17.000 -0.26 55.41 0 0 0| 0 1,305 0 0 260 20.250 20.500 -0.30 52.71 20.250 20.250 0 0 26| 0 8,947 0 0 273 23.000 -0.34 52.00 0 0 0| 4 16,479 +4 0 280 30.250 -0.43 48.04 0 0 0| 4 19,379 -4 0 300 35.500 -0.49 45.64 0 0 0| 5 20,850 0 0 312 39.500 -0.54 44.50 0 0 0| 0 22,120 0 0 320 51.250 -0.65 41.45 0 0 0| 0 7,402 0 0 340 58.000 -0.71 39.14 0 0 0| 0 3,219 0 0 351 64.500 -0.76 37.94 0 0 0| 0 2,085 0 0 360 80.500 -0.85 35.35 0 0 0| 0 508 0 0 380 89.750 -0.88 35.95 0 0 0| 0 8,138 0 0 390 163.750 -0.98 36.37 0 0 0| 0 52 0 0 467 177.500 -0.96 45.30 0 0 0| 0 107 0 0 480 Total 0 0 27| 43 136,750 +25 0 Indicative a-t-m Vol 45.52 Underlying Price 303.950 Time to expiry: 203 Days Mar 11 12.250 -0.13 63.48 0 0 0| 0 252 0 0 200 19.750 -0.22 55.07 0 0 0| 0 1,291 0 0 240 32.000 -0.35 48.97 0 0 0| 0 1,749 0 0 280 40.250 -0.42 46.15 0 0 0| 0 25 0 0 300 49.250 -0.51 43.01 0 0 0| 1 6,658 0 0 320 60.250 -0.60 40.37 0 0 0| 1 1 +1 0 340 73.250 -0.68 38.05 0 0 0| 0 384 0 0 360 104.250 -0.83 34.52 0 0 0| 0 75 0 0 400 140.500 -0.92 33.73 0 0 0| 0 25 0 0 440 178.250 -0.97 30.52 0 0 0| 0 50 0 0 480 Total 0 0 0| 2 10,510 +1 0 Indicative a-t-m Vol 44.55 Underlying Price 303.950 Time to expiry: 294 Days Jun 11 15.750 -0.15 58.56 0 0 0| 0 2,347 0 0 200 Equity Options 21:55 Business Day Fri 27 Aug 2010 Previous Business Day Thu 26 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 | 25.750 -0.24 52.79 0 0 0| 0 4,047 0 0 240 39.250 -0.35 47.52 0 0 0| 0 27 0 0 280 47.250 -0.42 44.95 0 0 0| 0 1,329 +1,250 0 300 57.250 -0.49 42.93 0 0 0| 0 3,074 0 0 320 66.500 -0.57 39.20 0 0 0| 0 25 0 0 340 80.750 -0.63 38.89 0 0 0| 0 35 0 0 360 109.750 -0.77 35.61 0 0 0| 0 25 0 0 400 180.750 -0.93 32.60 0 0 0| 0 25 0 0 480 Total 0 0 0| 0 10,934 +1,250 0 Indicative a-t-m Vol 42.12 Underlying Price 303.950 Time to expiry: 476 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 3.500 -0.03 71.27 0 0 0| 0 0 0 0 88 4.250 -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 11.000 -0.08 64.33 0 0 0| 0 0 0 0 140 15.000 -0.11 61.62 0 0 0| 0 0 0 0 160 19.500 -0.14 59.18 0 0 0| 0 356 0 0 180 23.000 -0.17 54.86 0 0 0| 0 124 0 0 200 33.250 -0.25 48.74 0 0 0| 0 739 0 0 240 49.000 -0.35 45.20 0 0 0| 5 5 +5 0 280 65.750 -0.46 40.06 0 0 0| 0 7,124 0 0 320 76.250 -0.53 37.99 0 0 0| 0 4,500 0 0 340 88.750 -0.59 36.69 0 0 0| 0 4,500 0 0 360 116.500 -0.71 34.09 0 0 0| 0 0 0 0 400 183.500 -0.88 31.00 0 0 0| 0 0 0 0 480 Total 0 0 0| 5 17,348 +5 0 Indicative a-t-m Vol 47.85 Underlying Price 303.950 Time to expiry: 658 Days Jun 12 34.500 -0.18 57.64 0 0 0| 0 0 0 0 200 51.000 -0.25 55.24 0 0 0| 0 0 0 0 240 66.000 -0.33 50.02 0 0 0| 0 0 0 0 280 85.500 -0.42 46.40 0 0 0| 0 0 0 0 320 108.250 -0.51 43.49 0 0 0| 0 0 0 0 360 135.000 -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 47.24 Underlying Price 303.950 Time to expiry: 847 Days Dec 12 38.750 -0.18 54.66 0 0 0| 0 10 0 0 200 57.500 -0.25 53.83 0 0 0| 0 0 0 0 240 75.000 -0.32 50.08 0 0 0| 0 0 0 0 280 92.250 -0.40 45.35 0 0 0| 0 310 0 0 320 113.750 -0.49 42.09 0 0 0| 0 0 0 0 360 137.250 -0.58 38.69 0 0 0| 0 12 0 0 400 189.250 -0.80 29.84 0 0 0| 0 0 0 0 480 Total 0 0 0| 0 332 0 0 Equity Options 21:55 Business Day Fri 27 Aug 2010 Previous Business Day Thu 26 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 0 121| 66 324,158 +4,284 0 Grand Total 0 0 849| 1,190,309 1,802,217 +5,698 0 Equity Options 21:55 Business Day Fri 27 Aug 2010 Previous Business Day Thu 26 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 40.26 Underlying Price 1066.500 Time to expiry: 21 Days Sep 10 227.000 1.00 34.86 0 0 0| 0 0 0 0 840 187.000 0.99 35.22 0 0 0| 0 0 0 0 880 148.500 0.96 35.15 0 0 0| 0 0 0 0 920 113.000 0.88 38.29 0 0 0| 0 6 0 0 960 95.500 0.84 37.08 0 0 0| 0 0 0 0 980 80.500 0.77 37.43 0 0 0| 0 66 0 0 1000 45.000 50.000 0.58 39.68 45.000 45.000 0 0 1| 100 95 +13 0 1050 25.500 29.500 0.40 41.39 25.500 25.000 0 0 60| 1 2,733 0 0 1100 19.500 18.500 0.27 45.49 19.500 19.500 0 0 25| 195 1,562 +300 0 1150 11.500 0.18 48.46 0 0 0| 5 524 +5 0 1200 7.500 0.12 52.05 0 0 0| 0 181 0 0 1250 5.000 5.000 0.08 55.49 5.000 5.000 0 0 11| 15 2,445 0 0 1300 3.500 0.05 65.15 0 0 0| 0 719 0 0 1400 3.000 0.04 75.96 0 0 0| 25 16 0 0 1500 Total 0 0 97| 341 8,347 +318 0 Indicative a-t-m Vol 38.05 Underlying Price 1066.500 Time to expiry: 49 Days Oct 10 157.500 0.87 37.51 0 0 0| 0 0 0 0 920 125.500 0.80 37.58 0 0 0| 0 0 0 0 960 110.000 0.76 36.86 0 0 0| 0 0 0 0 980 96.500 0.71 37.09 0 0 0| 0 25 0 0 1000 68.000 0.58 37.52 0 0 0| 0 51 0 0 1050 47.500 0.45 39.08 0 0 0| 27 51 +27 0 1100 33.000 0.34 40.39 0 0 0| 0 17 0 0 1150 23.500 0.25 42.33 0 0 0| 0 184 0 0 1200 15.500 0.18 42.90 0 0 0| 0 75 0 0 1250 10.500 0.13 43.84 0 0 0| 25 293 +21 0 1300 8.500 0.10 46.79 0 0 0| 0 17 0 0 1350 Total 0 0 0| 52 713 +48 0 Indicative a-t-m Vol 37.09 Underlying Price 1066.500 Time to expiry: 84 Days Nov 10 169.500 0.82 38.12 0 0 0| 0 0 0 0 920 138.500 0.76 37.00 0 0 0| 0 0 0 0 960 112.500 0.68 36.86 0 0 0| 0 0 0 0 1000 84.500 0.57 36.87 0 0 0| 0 0 0 0 1050 63.500 0.47 37.53 0 0 0| 0 0 0 0 1100 48.000 0.38 38.78 0 0 0| 0 1 0 0 1150 36.000 0.31 39.83 0 0 0| 0 0 0 0 1200 16.000 21.000 0.19 42.11 18.000 16.000 0 0 11| 71 260 +71 0 1300 Total 0 0 11| 71 261 +71 0 Indicative a-t-m Vol 36.42 Underlying Price 1066.500 Time to expiry: 112 Days Dec 10 242.500 0.89 39.31 0 0 0| 0 4 0 0 840 207.500 0.85 37.54 0 0 0| 0 14 0 0 880 175.500 0.80 36.50 0 0 0| 0 16 0 0 920 Equity Options 21:55 Business Day Fri 27 Aug 2010 Previous Business Day Thu 26 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 | 146.000 0.74 35.82 0 0 0| 0 29 0 0 960 122.000 0.67 36.21 0 0 0| 0 37 0 0 1000 73.000 0.48 36.52 0 0 0| 0 784 0 0 1100 39.500 43.500 0.33 37.94 42.000 39.500 0 0 41| 303 4,607 +272 0 1200 26.500 26.000 0.22 39.28 26.500 26.500 0 0 10| 12 273 0 0 1300 14.500 0.13 39.66 0 0 0| 1 165 0 0 1400 Total 0 0 51| 316 5,929 +272 0 Indicative a-t-m Vol 34.61 Underlying Price 1066.500 Time to expiry: 203 Days Mar 11 221.000 0.82 34.03 0 0 0| 0 70 0 0 880 168.000 0.71 34.52 0 0 0| 0 35 0 0 960 146.000 0.65 34.87 0 0 0| 0 48 0 0 1000 97.500 0.51 34.48 0 0 0| 0 63 0 0 1100 62.500 0.38 34.41 0 0 0| 0 62 0 0 1200 23.000 0.18 33.91 0 0 0| 51 205 +51 0 1400 Total 0 0 0| 51 483 +51 0 Total Calls 0 0 159| 831 15,733 +760 0 | Equity Options 21:55 Business Day Fri 27 Aug 2010 Previous Business Day Thu 26 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 39.68 Underlying Price 1066.500 Time to expiry: 21 Days Sep 10 2.500 -0.04 58.05 0 0 0| 0 8 0 0 840 2.500 -0.05 48.75 0 0 0| 0 49 0 0 880 3.000 -0.06 40.38 0 0 0| 160 471 +100 0 920 9.000 6.500 -0.13 39.07 9.000 9.000 0 0 100| 1 791 -1 0 960 8.500 -0.16 36.53 0 0 0| 0 1,405 0 0 980 20.000 13.500 -0.23 37.62 20.000 19.000 0 0 2| 249 1,903 +209 0 1000 32.500 -0.41 39.10 0 0 0| 27 956 +2 0 1050 77.500 62.000 -0.60 40.81 77.500 77.500 0 0 25| 0 6,106 0 0 1100 101.000 -0.73 44.89 0 0 0| 0 10 0 0 1150 144.000 -0.83 47.94 0 0 0| 2 492 0 0 1200 190.000 -0.89 50.98 0 0 0| 0 0 0 0 1250 237.500 -0.93 53.14 0 0 0| 0 30 0 0 1300 334.500 -0.98 53.95 0 0 0| 0 0 0 0 1400 433.500 -1.00 47.86 0 0 0| 0 0 0 0 1500 Total 0 0 127| 439 12,221 +310 0 Indicative a-t-m Vol 37.99 Underlying Price 1066.500 Time to expiry: 49 Days Oct 10 10.000 -0.13 37.68 0 0 0| 0 56 0 0 920 17.000 -0.20 36.84 0 0 0| 0 17 0 0 960 23.500 -0.25 37.60 0 0 0| 0 31 0 0 980 29.500 -0.29 37.45 0 0 0| 0 66 0 0 1000 51.000 -0.43 37.84 0 0 0| 0 179 0 0 1050 79.000 -0.56 38.30 0 0 0| 0 33 0 0 1100 114.500 -0.67 39.68 0 0 0| 0 0 0 0 1150 154.000 -0.76 41.03 0 0 0| 0 15 0 0 1200 197.500 -0.82 42.76 0 0 0| 0 0 0 0 1250 243.500 -0.87 44.76 0 0 0| 0 24 0 0 1300 291.000 -0.90 47.02 0 0 0| 0 0 0 0 1350 Total 0 0 0| 0 421 0 0 Indicative a-t-m Vol 37.15 Underlying Price 1066.500 Time to expiry: 84 Days Nov 10 19.000 -0.17 36.30 0 0 0| 0 0 0 0 920 30.000 -0.24 36.89 0 0 0| 0 0 0 0 960 44.500 -0.32 36.93 0 0 0| 0 0 0 0 1000 66.500 -0.43 36.96 0 0 0| 0 0 0 0 1050 95.000 -0.53 37.52 0 0 0| 0 0 0 0 1100 129.500 -0.62 38.78 0 0 0| 0 0 0 0 1150 170.500 -0.69 41.25 0 0 0| 0 0 0 0 1200 261.500 -0.77 47.98 0 0 0| 0 0 0 0 1300 Total 0 0 0| 0 0 0 0 Indicative a-t-m Vol 36.29 Underlying Price 1066.500 Time to expiry: 112 Days Dec 10 12.500 11.500 -0.10 37.15 13.000 12.500 0 0 20| 15 68 +10 0 840 19.000 -0.15 37.24 0 0 0| 0 1,515 0 0 880 27.000 -0.20 36.58 0 0 0| 0 135 0 0 920 39.000 -0.26 36.54 0 0 0| 0 1,401 0 0 960 Equity Options 21:55 Business Day Fri 27 Aug 2010 Previous Business Day Thu 26 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 | 53.500 -0.33 36.41 0 0 0| 0 2,416 0 0 1000 103.500 -0.52 36.23 0 0 0| 0 403 0 0 1100 173.500 -0.68 37.29 0 0 0| 2 52 +2 0 1200 262.000 -0.77 42.04 0 0 0| 0 0 0 0 1300 351.000 -0.84 43.52 0 0 0| 0 0 0 0 1400 Total 0 0 20| 17 5,990 +12 0 Indicative a-t-m Vol 34.33 Underlying Price 1066.500 Time to expiry: 203 Days Mar 11 34.000 -0.19 35.46 0 0 0| 6 81 +6 0 880 58.500 -0.29 34.88 0 0 0| 0 18 0 0 960 75.000 -0.35 34.63 0 0 0| 0 33 0 0 1000 130.000 125.500 -0.49 34.18 130.000 130.000 0 0 10| 20 189 0 0 1100 190.500 -0.63 34.06 0 0 0| 0 106 0 0 1200 353.500 -0.82 34.54 0 0 0| 20 61 +20 0 1400 Total 0 0 10| 46 488 +26 0 Total Puts 0 0 157| 502 19,120 +348 0 Grand Total 0 0 316| 481,333 514,853 +1,108 0 Equity Options 21:55 Business Day Fri 27 Aug 2010 Previous Business Day Thu 26 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 29.75 Underlying Price 1798.000 Time to expiry: 21 Days Sep 10 398.500 1.00 49.65 0 0 0| 0 0 0 0 1400 299.500 0.98 45.50 0 0 0| 0 3 0 0 1500 203.500 0.92 41.72 0 0 0| 0 70 0 0 1600 159.000 0.86 40.27 0 0 0| 0 9 0 0 1650 102.500 109.500 0.82 31.64 102.500 102.500 0 0 24| 0 32 0 0 1700 75.500 0.66 32.85 0 0 0| 0 39 0 0 1750 38.500 43.000 0.49 29.62 38.500 38.500 0 0 3| 0 1,672 +759 0 1800 20.000 26.500 0.33 31.21 20.000 20.000 0 0 2| 0 57 0 0 1850 14.000 0.20 31.01 0 0 0| 0 1,689 -1 0 1900 7.000 0.12 31.12 0 0 0| 0 735 0 0 1950 3.000 0.05 30.24 0 0 0| 1 1,677 0 0 2000 0.500 0.01 31.42 0 0 0| 0 1,124 0 0 2100 CAB 0.00 33.30 0 0 0| 0 2,512 0 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 29| 1 10,400 +758 0 Indicative a-t-m Vol 32.95 Underlying Price 1798.000 Time to expiry: 49 Days Oct 10 301.500 0.95 40.65 0 0 0| 0 0 0 0 1500 210.000 0.86 37.43 0 0 0| 0 5 0 0 1600 132.500 0.68 35.32 0 0 0| 0 0 0 0 1700 100.000 0.58 33.97 0 0 0| 0 5 0 0 1750 73.500 0.48 32.91 0 0 0| 1 261 +251 0 1800 52.000 0.38 32.16 0 0 0| 0 46 0 0 1850 35.500 0.29 31.38 0 0 0| 0 1,834 0 0 1900 22.500 24.000 0.22 31.21 22.500 S 22.500 S 0 0 2| 6 29 +6 0 1950 15.000 0.15 30.34 0 0 0| 131 700 +130 0 2000 5.500 0.07 29.76 0 0 0| 0 45 0 0 2100 2.500 2.500 0.03 31.18 2.500 S 2.500 S 0 0 2| 4 171 0 0 2200 0.500 0.01 34.58 0 0 0| 0 3 0 0 2400 Total 0 0 4| 142 3,099 +387 0 Indicative a-t-m Vol 33.94 Underlying Price 1798.000 Time to expiry: 84 Days Nov 10 312.000 0.87 41.00 0 0 0| 0 0 0 0 1500 231.000 0.76 38.74 0 0 0| 0 0 0 0 1600 161.000 0.63 36.55 0 0 0| 0 0 0 0 1700 131.500 0.56 35.42 0 0 0| 0 0 0 0 1750 103.000 0.50 33.87 0 0 0| 1 1 +1 0 1800 82.000 0.43 33.56 0 0 0| 0 0 0 0 1850 64.000 0.36 33.10 0 0 0| 0 250 0 0 1900 35.500 0.24 31.95 0 0 0| 0 0 0 0 2000 9.500 0.08 30.73 0 0 0| 0 0 0 0 2200 Total 0 0 0| 1 251 +1 0 Indicative a-t-m Vol 34.67 Underlying Price 1798.000 Time to expiry: 112 Days Dec 10 Equity Options 21:55 Business Day Fri 27 Aug 2010 Previous Business Day Thu 26 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 | 1158.000 1.00 77.24 0 0 0| 0 0 0 0 640 1078.000 1.00 75.40 0 0 0| 0 0 0 0 720 998.000 1.00 72.08 0 0 0| 0 0 0 0 800 918.000 1.00 68.39 0 0 0| 0 0 0 0 880 838.500 1.00 62.62 0 0 0| 0 0 0 0 960 798.500 1.00 59.67 0 0 0| 0 0 0 0 1000 599.000 0.99 47.82 0 0 0| 0 0 0 0 1200 408.000 0.91 42.87 0 0 0| 0 62 0 0 1400 247.000 0.72 38.70 0 0 0| 0 305 0 0 1600 175.500 180.500 0.62 36.84 175.500 175.500 0 0 15| 0 305 0 0 1700 128.000 124.000 0.51 34.63 128.000 128.000 0 0 4| 0 195 0 0 1800 81.500 0.39 33.38 0 0 0| 0 2,255 0 0 1900 50.000 52.500 0.28 32.78 50.000 49.500 0 0 15| 10 2,471 0 0 2000 17.000 18.000 0.13 31.50 17.000 16.500 0 0 40| 0 2,575 0 0 2200 5.500 0.05 30.79 0 0 0| 0 771 0 0 2400 1.500 0.01 30.54 0 0 0| 0 70 0 0 2600 0.500 0.00 29.57 0 0 0| 0 791 0 0 2800 Total 0 0 74| 10 9,800 0 0 Indicative a-t-m Vol 34.71 Underlying Price 1798.000 Time to expiry: 203 Days Mar 11 431.000 0.83 41.86 0 0 0| 0 6 0 0 1400 286.000 0.70 38.58 0 0 0| 0 10 0 0 1600 218.500 0.62 36.00 0 0 0| 0 0 0 0 1700 165.000 0.53 34.68 0 0 0| 44 85 +36 0 1800 125.500 121.500 0.44 33.67 125.500 125.500 0 0 5| 60 708 +262 0 1900 87.500 86.500 0.35 32.65 87.500 87.500 0 0 5| 0 320 0 0 2000 40.500 0.20 31.32 0 0 0| 0 972 +500 0 2200 18.000 18.000 0.10 30.54 18.500 18.000 0 0 10| 0 106 0 0 2400 7.000 0.05 29.75 0 0 0| 0 37 0 0 2600 2.500 0.02 29.00 0 0 0| 0 261 0 0 2800 Total 0 0 20| 104 2,505 +798 0 Indicative a-t-m Vol 34.67 Underlying Price 1798.000 Time to expiry: 294 Days Jun 11 799.500 0.99 49.73 0 0 0| 0 0 0 0 1000 615.000 0.90 45.40 0 0 0| 0 45 0 0 1200 450.000 0.80 40.89 0 0 0| 0 36 0 0 1400 312.500 0.68 38.05 0 0 0| 0 10 0 0 1600 248.500 0.61 35.85 0 0 0| 0 0 0 0 1700 197.000 0.54 34.65 0 0 0| 0 429 0 0 1800 154.500 0.46 33.86 0 0 0| 0 29 0 0 1900 118.500 0.39 33.03 0 0 0| 0 73 0 0 2000 66.000 0.26 31.67 0 0 0| 0 5 0 0 2200 35.500 0.16 30.80 0 0 0| 0 25 0 0 2400 9.000 0.05 29.72 0 0 0| 0 50 0 0 2800 Total 0 0 0| 0 702 0 0 Indicative a-t-m Vol 42.50 Underlying Price 1798.000 Time to expiry: 476 Days Dec 11 850.500 0.93 53.47 0 0 0| 0 0 0 0 960 Equity Options 21:55 Business Day Fri 27 Aug 2010 Previous Business Day Thu 26 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 | 812.000 0.92 51.00 0 0 0| 0 0 0 0 1000 637.500 0.86 44.46 0 0 0| 0 0 0 0 1200 500.500 0.77 43.35 0 0 0| 0 0 0 0 1400 385.500 0.67 42.00 0 0 0| 0 0 0 0 1600 304.500 0.57 42.50 0 0 0| 0 0 0 0 1800 227.000 0.48 41.17 0 0 0| 0 0 0 0 2000 124.000 0.31 39.64 0 0 0| 0 0 0 0 2400 66.000 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 41.65 Underlying Price 1798.000 Time to expiry: 658 Days Jun 12 420.500 0.67 41.50 0 0 0| 0 0 0 0 1600 341.500 0.58 41.65 0 0 0| 0 0 0 0 1800 273.000 0.50 41.19 0 0 0| 0 0 0 0 2000 177.000 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 41.99 Underlying Price 1798.000 Time to expiry: 847 Days Dec 12 516.000 0.76 37.93 0 0 0| 0 0 0 0 1400 446.000 0.67 41.00 0 0 0| 0 0 0 0 1600 380.000 0.60 42.00 0 0 0| 0 0 0 0 1800 327.000 0.54 42.82 0 0 0| 0 0 0 0 2000 227.500 0.42 42.31 0 0 0| 0 0 0 0 2400 165.000 0.33 42.42 0 0 0| 0 0 0 0 2800 Total 0 0 0| 0 0 0 0 Total Calls 0 0 127| 258 26,757 +1,944 0 | Equity Options 21:55 Business Day Fri 27 Aug 2010 Previous Business Day Thu 26 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 30.66 Underlying Price 1798.000 Time to expiry: 21 Days Sep 10 2.000 -0.02 49.95 0 0 0| 0 76 0 0 1400 4.000 -0.05 42.59 0 0 0| 5 154 0 0 1500 15.000 10.500 -0.13 37.44 15.000 15.000 0 0 1| 12 1,698 0 0 1600 22.500 17.500 -0.20 35.56 22.500 22.500 0 0 3| 17 47 +8 0 1650 35.500 29.000 -0.30 33.48 35.500 35.500 0 0 50| 6 2,127 0 0 1700 45.500 -0.43 31.76 0 0 0| 65 521 +42 0 1750 79.500 70.000 -0.58 30.62 79.500 71.000 0 0 15| 0 2,103 -1 0 1800 102.000 -0.72 29.49 0 0 0| 0 61 0 0 1850 144.000 141.000 -0.84 28.76 151.000 144.000 0 0 36| 0 1,827 0 0 1900 186.000 -0.90 29.61 0 0 0| 0 967 0 0 1950 232.000 -0.96 27.54 0 0 0| 0 2,686 0 0 2000 330.500 -0.99 27.72 0 0 0| 0 46 0 0 2100 430.500 -1.00 33.30 0 0 0| 0 583 0 0 2200 632.000 -0.98 57.13 0 0 0| 0 166 0 0 2400 830.500 -1.00 52.12 0 0 0| 0 6 0 0 2600 1030.500 -1.00 63.51 0 0 0| 0 11 0 0 2800 Total 0 0 105| 105 13,079 +49 0 Indicative a-t-m Vol 33.84 Underlying Price 1798.000 Time to expiry: 49 Days Oct 10 18.000 -0.12 41.65 0 0 0| 0 0 0 0 1500 37.500 33.000 -0.22 38.19 37.500 37.500 0 0 2| 132 504 +130 0 1600 61.000 -0.35 35.80 0 0 0| 0 1,034 0 0 1700 80.500 -0.44 34.79 0 0 0| 0 11 0 0 1750 104.500 -0.53 33.80 0 0 0| 1 89 0 0 1800 133.000 -0.62 32.86 0 0 0| 0 36 0 0 1850 164.000 -0.71 31.08 0 0 0| 0 26 0 0 1900 203.000 -0.79 30.90 0 0 0| 6 256 +1 0 1950 246.000 -0.84 31.26 0 0 0| 6 16 +2 0 2000 336.000 -0.93 30.90 0 0 0| 0 23 0 0 2100 431.500 -0.98 28.52 0 0 0| 0 6 0 0 2200 632.000 -0.98 39.83 0 0 0| 0 8 0 0 2400 Total 0 0 2| 145 2,009 +133 0 Indicative a-t-m Vol 34.12 Underlying Price 1798.000 Time to expiry: 84 Days Nov 10 39.500 35.500 -0.17 40.77 40.000 38.500 0 0 6| 0 0 0 0 1500 57.000 -0.26 38.42 0 0 0| 11 11 +8 0 1600 90.000 88.500 -0.37 36.32 91.000 90.000 0 0 10| 25 27 +25 0 1700 108.500 -0.44 35.15 0 0 0| 0 3 0 0 1750 132.000 -0.51 34.07 0 0 0| 3 22 +3 0 1800 159.500 -0.58 33.37 0 0 0| 0 0 0 0 1850 190.500 -0.64 32.65 0 0 0| 0 5 0 0 1900 264.500 -0.76 32.27 0 0 0| 0 0 0 0 2000 438.000 -0.92 30.77 0 0 0| 0 0 0 0 2200 Total 0 0 16| 39 68 +36 0 Indicative a-t-m Vol 35.18 Underlying Price 1798.000 Time to expiry: 112 Days Dec 10 Equity Options 21:55 Business Day Fri 27 Aug 2010 Previous Business Day Thu 26 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 | CAB 0.00 63.60 0 0 0| 0 7 0 0 640 0.500 0.00 62.86 0 0 0| 0 20 0 0 720 1.500 -0.01 61.02 0 0 0| 0 11 0 0 800 2.500 -0.01 59.14 0 0 0| 0 25 0 0 880 4.000 -0.02 57.12 0 0 0| 0 79 0 0 960 5.500 -0.02 56.21 0 0 0| 0 54 0 0 1000 13.500 -0.06 48.96 0 0 0| 0 211 0 0 1200 36.500 33.000 -0.14 43.41 36.500 35.000 0 0 43| 0 351 0 0 1400 77.500 75.500 -0.28 39.11 78.000 77.500 0 0 60| 6 1,088 0 0 1600 108.500 -0.38 37.02 0 0 0| 0 1,089 0 0 1700 153.500 -0.49 35.14 0 0 0| 0 2,921 0 0 1800 211.500 -0.61 34.19 0 0 0| 0 1,028 0 0 1900 278.500 -0.72 32.45 0 0 0| 0 1,872 0 0 2000 445.500 -0.88 31.54 0 0 0| 0 983 0 0 2200 633.500 -0.96 30.85 0 0 0| 0 40 0 0 2400 830.500 -1.00 29.24 0 0 0| 0 0 0 0 2600 1030.500 -0.99 35.92 0 0 0| 0 24 0 0 2800 Total 0 0 103| 6 9,803 0 0 Indicative a-t-m Vol 33.98 Underlying Price 1798.000 Time to expiry: 203 Days Mar 11 66.500 -0.19 41.19 0 0 0| 10 24 0 0 1400 121.500 -0.33 37.28 0 0 0| 0 132 0 0 1600 159.500 -0.41 35.43 0 0 0| 0 40 0 0 1700 219.000 207.000 -0.50 33.95 219.000 219.000 0 0 1| 2 508 +2 0 1800 265.000 -0.59 32.89 0 0 0| 0 284 0 0 1900 335.500 -0.67 32.72 0 0 0| 0 320 0 0 2000 489.000 -0.81 30.77 0 0 0| 13 26 -9 0 2200 666.000 -0.91 29.24 0 0 0| 0 16 0 0 2400 855.000 -0.97 27.47 0 0 0| 5 18 +5 0 2600 1050.000 -0.94 36.55 0 0 0| 0 0 0 0 2800 Total 0 0 1| 30 1,368 -2 0 Indicative a-t-m Vol 33.99 Underlying Price 1798.000 Time to expiry: 294 Days Jun 11 26.000 -0.07 48.08 0 0 0| 30 201 +30 0 1000 50.000 -0.12 43.55 0 0 0| 0 18 0 0 1200 89.500 -0.21 39.85 0 0 0| 0 75 0 0 1400 153.000 -0.33 36.87 0 0 0| 0 25 0 0 1600 198.000 192.500 -0.40 35.19 198.000 198.000 0 0 10| 0 40 0 0 1700 241.000 -0.48 33.97 0 0 0| 0 430 0 0 1800 298.500 -0.55 33.02 0 0 0| 0 1 0 0 1900 363.500 -0.63 32.33 0 0 0| 0 174 0 0 2000 514.500 -0.75 31.53 0 0 0| 0 5 0 0 2200 683.500 -0.85 30.54 0 0 0| 21 21 +21 0 2400 1052.000 -0.98 24.60 0 0 0| 0 3 0 0 2800 Total 0 0 10| 51 993 +51 0 Indicative a-t-m Vol 40.38 Underlying Price 1798.000 Time to expiry: 476 Days Dec 11 40.000 -0.08 44.80 0 0 0| 0 0 0 0 960 58.500 -0.10 48.01 0 0 0| 0 0 0 0 1000 Equity Options 21:55 Business Day Fri 27 Aug 2010 Previous Business Day Thu 26 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 | 94.500 -0.16 43.46 0 0 0| 0 0 0 0 1200 159.500 -0.25 42.17 0 0 0| 0 0 0 0 1400 247.500 -0.35 41.07 0 0 0| 0 0 0 0 1600 357.000 -0.44 40.37 0 0 0| 0 0 0 0 1800 486.000 -0.54 39.99 0 0 0| 0 250 0 0 2000 795.000 -0.69 40.29 0 0 0| 0 0 0 0 2400 1121.000 -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 41.39 Underlying Price 1798.000 Time to expiry: 658 Days Jun 12 350.500 -0.34 46.77 0 0 0| 0 0 0 0 1600 424.500 -0.43 41.33 0 0 0| 0 0 0 0 1800 555.000 -0.51 40.95 0 0 0| 0 0 0 0 2000 853.500 -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 42.38 Underlying Price 1798.000 Time to expiry: 847 Days Dec 12 272.500 -0.27 44.44 0 0 0| 0 0 0 0 1400 370.000 -0.34 43.07 0 0 0| 0 0 0 0 1600 487.000 -0.41 42.37 0 0 0| 0 0 0 0 1800 618.500 -0.48 41.99 0 0 0| 0 0 0 0 2000 905.500 -0.60 40.90 0 0 0| 0 0 0 0 2400 1218.000 -0.71 39.00 0 0 0| 0 0 0 0 2800 Total 0 0 0| 0 0 0 0 Total Puts 0 0 237| 376 27,570 +267 0 Grand Total 0 0 364| 940,634 994,327 +2,211 0 Equity Options 21:55 Business Day Fri 27 Aug 2010 Previous Business Day Thu 26 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 35.19 Underlying Price 379.650 Time to expiry: 21 Days Sep 10 179.750 1.00 70.15 0 0 0| 0 0 0 0 200 159.750 1.00 62.65 0 0 0| 0 0 0 0 220 139.750 1.00 58.25 0 0 0| 0 0 0 0 240 119.750 1.00 54.36 0 0 0| 0 93 0 0 260 99.750 0.99 50.77 0 0 0| 0 7 0 0 280 80.000 0.98 47.56 0 0 0| 0 162 0 0 300 60.750 0.95 45.20 0 0 0| 0 76 0 0 320 41.000 42.500 0.87 41.69 41.000 S 41.000 S 0 0 4| 0 3,447 0 0 340 22.500 26.000 0.73 38.45 22.500 22.500 0 0 9| 13 6,505 0 0 360 19.250 0.63 37.32 0 0 0| 0 12 0 0 370 13.250 13.000 0.51 35.19 13.250 S 13.250 S 0 0 2| 2 696 0 0 380 7.250 8.250 0.39 33.60 8.500 7.250 0 0 4| 0 187 0 0 390 5.250 5.750 0.29 35.18 5.750 5.250 S 0 0 12| 106 5,061 +76 0 400 3.250 0.19 34.10 0 0 0| 0 1,042 +1,000 0 410 2.000 1.750 0.12 33.79 2.000 2.000 0 0 40| 404 4,164 +1,240 0 420 0.750 0.05 30.88 0 0 0| 0 128 0 0 430 0.250 0.03 30.67 0 0 0| 2 14,089 -2 0 440 0.250 0.01 34.26 0 0 0| 0 24,514 0 0 460 CAB 0.00 36.24 0 0 0| 0 11,425 0 0 480 CAB 0.00 34.57 0 0 0| 0 4,985 0 0 500 0.750 CAB 0.00 35.01 0.750 0.750 0 0 17| 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 88| 527 115,603 +2,314 0 Indicative a-t-m Vol 37.18 Underlying Price 379.650 Time to expiry: 49 Days Oct 10 64.750 0.86 46.16 0 0 0| 0 21 0 0 320 48.000 0.79 42.30 0 0 0| 0 0 0 0 340 33.000 0.67 39.58 0 0 0| 0 0 0 0 360 26.250 0.60 37.97 0 0 0| 0 0 0 0 370 20.750 0.53 37.18 0 0 0| 0 76 0 0 380 13.500 16.250 0.45 36.63 13.500 13.500 0 0 3| 0 8 0 0 390 12.250 0.37 35.91 0 0 0| 0 310 0 0 400 8.750 0.30 34.80 0 0 0| 0 23 0 0 410 6.500 0.24 35.21 0 0 0| 4 3,474 +1,750 0 420 4.750 0.18 34.73 0 0 0| 0 88 0 0 430 3.250 0.14 34.80 0 0 0| 0 6,026 0 0 440 1.750 0.08 35.29 0 0 0| 0 52 0 0 460 1.000 0.05 36.38 0 0 0| 0 330 0 0 480 0.500 0.03 38.03 0 0 0| 0 45 0 0 500 0.250 0.02 42.88 0 0 0| 0 0 0 0 540 0.250 0.01 46.02 0 0 0| 0 0 0 0 560 Total 0 0 3| 4 10,453 +1,750 0 Equity Options 21:55 Business Day Fri 27 Aug 2010 Previous Business Day Thu 26 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 37.98 Underlying Price 379.650 Time to expiry: 84 Days Nov 10 68.750 0.82 44.02 0 0 0| 0 0 0 0 320 53.000 0.75 41.15 0 0 0| 0 0 0 0 340 39.500 0.65 39.59 0 0 0| 0 0 0 0 360 33.250 0.60 38.53 0 0 0| 0 0 0 0 370 28.000 27.750 0.54 37.98 28.000 28.000 0 0 1| 0 0 0 0 380 22.750 0.48 37.05 0 0 0| 0 0 0 0 390 19.500 18.750 0.42 36.70 19.500 19.500 0 0 50| 0 0 0 0 400 11.750 0.31 35.26 0 0 0| 0 20 0 0 420 7.250 0.22 34.73 0 0 0| 15 30 +15 0 440 Total 0 0 51| 15 50 +15 0 Indicative a-t-m Vol 38.00 Underlying Price 379.650 Time to expiry: 112 Days Dec 10 181.750 0.97 65.68 0 0 0| 0 50 0 0 200 143.250 0.95 56.50 0 0 0| 0 50 0 0 240 124.500 0.93 52.57 0 0 0| 0 50 0 0 260 106.250 0.90 49.39 0 0 0| 0 62 0 0 280 88.750 0.85 46.37 0 0 0| 0 1,231 0 0 300 71.750 0.80 43.08 0 0 0| 0 1,837 0 0 320 57.000 0.73 41.31 0 0 0| 0 1,288 0 0 340 46.000 43.750 0.64 39.74 46.000 46.000 0 0 100| 0 3,612 0 0 360 33.500 32.250 0.54 38.00 33.500 33.500 0 0 30| 6 2,552 +6 0 380 22.750 0.44 36.49 0 0 0| 25 6,403 +8 0 400 15.000 15.250 0.34 35.18 15.000 15.000 0 0 46| 0 6,780 0 0 420 10.250 0.26 34.62 0 0 0| 0 9,134 -57 0 440 6.750 0.18 34.41 0 0 0| 0 8,812 0 0 460 4.250 0.13 34.08 0 0 0| 0 10,555 0 0 480 3.000 0.09 34.65 0 0 0| 2 11,269 0 0 500 1.750 0.06 34.21 0 0 0| 2 12,441 +1 0 520 0.750 0.03 34.98 0 0 0| 100 13,083 -52 0 560 0.500 0.02 36.36 0 0 0| 50 9,580 -50 0 600 0.250 0.01 38.23 0 0 0| 0 6,999 0 0 640 0.250 0.01 40.65 0 0 0| 0 3,367 0 0 680 0.250 0.01 43.39 0 0 0| 0 11,342 0 0 720 Total 0 0 176| 185 120,497 -144 0 Indicative a-t-m Vol 37.89 Underlying Price 379.650 Time to expiry: 203 Days Mar 11 183.750 0.96 60.33 0 0 0| 0 0 0 0 200 146.750 0.92 53.32 0 0 0| 0 100 0 0 240 111.750 0.86 47.47 0 0 0| 0 120 0 0 280 80.000 0.76 42.58 0 0 0| 0 90 0 0 320 65.500 0.70 40.58 0 0 0| 0 1,046 0 0 340 53.250 0.63 39.31 0 0 0| 0 3,165 0 0 360 41.000 42.000 0.56 37.89 41.000 41.000 0 0 95| 0 801 0 0 380 31.000 32.500 0.48 36.53 31.000 S 31.000 S 0 0 4| 0 4,497 0 0 400 24.750 0.40 35.66 0 0 0| 0 8,231 0 0 420 18.500 17.500 0.32 34.02 18.500 18.500 0 0 10| 0 8,754 0 0 440 Equity Options 21:55 Business Day Fri 27 Aug 2010 Previous Business Day Thu 26 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 | 12.750 0.26 33.33 0 0 0| 0 3,296 0 0 460 9.250 0.20 33.05 0 0 0| 5 3,614 +5 0 480 5.000 0.12 33.03 0 0 0| 0 1,456 0 0 520 2.500 0.07 32.47 0 0 0| 0 2,409 0 0 560 1.500 0.04 32.99 0 0 0| 0 2,596 0 0 600 0.750 0.03 33.82 0 0 0| 0 447 0 0 640 0.500 0.02 35.02 0 0 0| 0 107 0 0 680 0.500 0.01 36.54 0 0 0| 0 2 0 0 720 Total 0 0 109| 5 40,731 +5 0 Indicative a-t-m Vol 37.06 Underlying Price 379.650 Time to expiry: 294 Days Jun 11 186.250 0.94 59.77 0 0 0| 0 740 0 0 200 149.250 0.90 50.82 0 0 0| 0 80 0 0 240 114.500 0.84 44.58 0 0 0| 0 56 0 0 280 83.000 84.250 0.75 40.87 83.000 83.000 0 0 2| 2 166 +2 0 320 58.750 0.63 37.88 0 0 0| 0 315 0 0 360 48.500 0.56 37.06 0 0 0| 0 16 0 0 380 38.500 0.49 35.72 0 0 0| 0 1,643 0 0 400 30.750 0.43 34.86 0 0 0| 0 50 0 0 420 24.250 0.36 34.16 0 0 0| 100 2,782 +50 0 440 18.500 0.30 33.21 0 0 0| 25 25 +25 0 460 13.750 14.500 0.25 32.91 13.750 13.750 0 0 1| 0 5,246 0 0 480 4.750 0.10 31.68 0 0 0| 275 3,517 -25 0 560 2.750 0.07 31.74 0 0 0| 0 0 0 0 600 1.750 0.04 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 3| 402 15,943 +52 0 Indicative a-t-m Vol 37.49 Underlying Price 379.650 Time to expiry: 476 Days Dec 11 186.750 0.93 53.80 0 0 0| 0 0 0 0 200 152.750 0.88 49.34 0 0 0| 0 1 0 0 240 121.250 0.81 45.12 0 0 0| 0 0 0 0 280 92.750 0.73 41.42 0 0 0| 0 1,828 0 0 320 68.750 0.63 38.63 0 0 0| 0 1,508 0 0 360 49.000 0.52 36.34 0 0 0| 0 2,184 0 0 400 33.500 0.41 34.24 0 0 0| 0 4,267 +3,200 0 440 22.750 0.31 33.15 0 0 0| 0 1,500 0 0 480 9.500 0.16 31.34 0 0 0| 0 3,420 0 0 560 4.000 0.08 30.85 0 0 0| 0 1,504 0 0 640 1.500 0.03 29.70 0 0 0| 0 1,780 0 0 720 Total 0 0 0| 0 17,992 +3,200 0 Indicative a-t-m Vol 37.04 Underlying Price 379.650 Time to expiry: 658 Days Jun 12 156.500 0.87 49.66 0 0 0| 0 0 0 0 240 99.250 0.72 41.66 0 0 0| 0 0 0 0 320 75.250 0.63 38.42 0 0 0| 0 0 0 0 360 55.000 0.53 35.66 0 0 0| 0 0 0 0 400 41.000 0.44 34.45 0 0 0| 0 0 0 0 440 Equity Options 21:55 Business Day Fri 27 Aug 2010 Previous Business Day Thu 26 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 | 30.250 0.35 33.66 0 0 0| 0 0 0 0 480 Total 0 0 0| 0 0 0 0 Indicative a-t-m Vol 36.42 Underlying Price 379.650 Time to expiry: 847 Days Dec 12 158.000 0.86 48.19 0 0 0| 0 0 0 0 240 129.750 0.79 44.58 0 0 0| 0 0 0 0 280 103.500 0.72 41.00 0 0 0| 0 3 0 0 320 80.000 0.63 37.71 0 0 0| 0 15 0 0 360 60.250 0.54 35.13 0 0 0| 0 615 0 0 400 45.250 0.45 33.55 0 0 0| 0 602 0 0 440 32.000 0.36 31.49 0 0 0| 0 0 0 0 480 15.500 0.22 28.88 0 0 0| 0 10 0 0 560 7.750 0.12 27.88 0 0 0| 0 300 0 0 640 4.250 0.07 27.71 0 0 0| 0 0 0 0 720 Total 0 0 0| 0 1,545 0 0 Total Calls 0 0 430| 1,138 322,814 +7,192 0 | Equity Options 21:55 Business Day Fri 27 Aug 2010 Previous Business Day Thu 26 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 36.10 Underlying Price 379.650 Time to expiry: 21 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 -0.01 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 -0.03 52.15 0 0 0| 0 4,719 0 0 300 1.250 -0.06 48.00 0 0 0| 2 2,280 -2 0 320 2.750 -0.13 42.24 0 0 0| 0 1,785 0 0 340 6.500 6.250 -0.27 38.65 7.250 6.500 0 0 29| 10 9,588 +2 0 360 9.750 9.250 -0.37 37.01 9.750 9.750 0 0 19| 0 0 0 0 370 13.500 -0.48 36.10 0 0 0| 17 2,536 +1 0 380 18.500 -0.61 33.97 0 0 0| 0 308 0 0 390 26.000 25.000 -0.73 32.29 28.000 S 26.000 0 0 104| 0 5,718 0 0 400 32.500 -0.84 29.88 0 0 0| 0 40 0 0 410 44.250 41.250 -0.92 29.21 44.250 44.250 0 0 1| 0 605 0 0 420 52.000 50.750 -0.96 29.04 55.000 S 52.000 S 0 0 3| 0 37 0 0 430 60.500 -0.99 27.33 0 0 0| 2 1,918 0 0 440 80.250 -1.00 25.32 0 0 0| 4 1,844 +1 0 460 100.250 -1.00 29.37 0 0 0| 1 7,292 0 0 480 120.250 -1.00 30.21 0 0 0| 0 3 0 0 500 140.250 -1.00 30.21 0 0 0| 0 4,443 0 0 520 180.250 -1.00 31.73 0 0 0| 0 4,784 0 0 560 220.250 -1.00 35.00 0 0 0| 0 2,542 0 0 600 260.250 -1.00 36.32 0 0 0| 0 1,258 0 0 640 305.000 300.250 -1.00 41.37 305.000 305.000 0 0 4| 0 25 0 0 680 340.250 -1.00 42.59 0 0 0| 0 0 0 0 720 Total 0 0 160| 36 59,148 +2 0 Indicative a-t-m Vol 35.93 Underlying Price 379.650 Time to expiry: 49 Days Oct 10 4.750 -0.13 45.82 0 0 0| 0 34 0 0 320 7.500 -0.21 41.56 0 0 0| 2 2 +2 0 340 13.500 12.750 -0.33 38.94 13.500 13.000 0 0 28| 500 1,000 +500 0 360 16.250 -0.40 37.83 0 0 0| 0 2 0 0 370 22.250 20.000 -0.47 35.93 22.250 22.250 0 0 50| 0 9,014 0 0 380 25.500 -0.55 35.40 0 0 0| 0 65 0 0 390 31.250 31.500 -0.63 34.87 31.250 31.250 0 0 1| 0 373 0 0 400 38.250 38.750 -0.70 35.16 38.250 38.250 0 0 1| 0 1,038 0 0 410 46.500 -0.76 34.75 0 0 0| 0 44 0 0 420 54.250 -0.83 33.83 0 0 0| 0 10 0 0 430 63.000 -0.87 33.58 0 0 0| 0 7 0 0 440 81.250 -0.94 32.68 0 0 0| 0 1 0 0 460 100.750 -0.97 32.95 0 0 0| 0 0 0 0 480 120.500 -0.99 33.21 0 0 0| 0 0 0 0 500 160.250 -1.00 33.06 0 0 0| 0 51 0 0 540 180.250 -1.00 32.93 0 0 0| 0 0 0 0 560 Total 0 0 80| 502 11,641 +502 0 Equity Options 21:55 Business Day Fri 27 Aug 2010 Previous Business Day Thu 26 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 37.36 Underlying Price 379.650 Time to expiry: 84 Days Nov 10 8.250 -0.18 43.21 0 0 0| 0 0 0 0 320 13.250 12.500 -0.25 40.84 13.250 13.250 0 0 5| 0 50 0 0 340 19.000 -0.35 39.17 0 0 0| 0 44 0 0 360 22.500 -0.40 37.89 0 0 0| 0 0 0 0 370 27.000 -0.46 37.36 0 0 0| 0 10 0 0 380 32.250 -0.52 36.63 0 0 0| 0 0 0 0 390 37.500 -0.58 35.38 0 0 0| 0 0 0 0 400 51.250 -0.70 34.91 0 0 0| 0 0 0 0 420 67.000 -0.79 34.52 0 0 0| 0 0 0 0 440 Total 0 0 5| 0 104 0 0 Indicative a-t-m Vol 37.01 Underlying Price 379.650 Time to expiry: 112 Days Dec 10 2.000 -0.03 69.75 0 0 0| 0 1,089 0 0 200 3.000 -0.05 56.87 0 0 0| 0 3,282 0 0 240 3.750 -0.07 51.50 0 0 0| 0 588 0 0 260 6.000 -0.11 49.56 0 0 0| 0 17,006 0 0 280 8.250 -0.15 46.07 0 0 0| 120 13,602 +49 0 300 11.250 -0.20 42.88 0 0 0| 0 6,070 0 0 320 16.250 -0.27 40.72 0 0 0| 16 4,717 +16 0 340 23.250 22.500 -0.36 38.58 23.250 23.250 0 0 5| 5 14,108 +5 0 360 30.750 -0.46 37.01 0 0 0| 8 1,439 +4 0 380 41.750 -0.56 35.96 0 0 0| 0 8,560 0 0 400 56.000 -0.65 36.66 0 0 0| 0 7,333 0 0 420 69.500 -0.75 34.28 0 0 0| 7 2,995 -5 0 440 85.750 -0.83 33.53 0 0 0| 0 4,619 0 0 460 103.500 -0.88 33.15 0 0 0| 0 11,947 0 0 480 121.750 -0.93 32.10 0 0 0| 0 2,829 0 0 500 140.750 -0.97 30.71 0 0 0| 0 14,558 0 0 520 180.250 -1.00 30.68 0 0 0| 0 11,487 0 0 560 220.250 -1.00 29.86 0 0 0| 0 7,451 0 0 600 260.250 -1.00 29.13 0 0 0| 0 3,376 0 0 640 300.250 -1.00 28.45 0 0 0| 0 34 0 0 680 340.250 -1.00 27.81 0 0 0| 0 150 0 0 720 Total 0 0 5| 156 137,240 +69 0 Indicative a-t-m Vol 36.21 Underlying Price 379.650 Time to expiry: 203 Days Mar 11 5.500 -0.06 63.83 0 0 0| 0 102 0 0 200 6.500 -0.08 51.23 0 0 0| 0 750 0 0 240 11.250 -0.15 45.42 0 0 0| 25 418 0 0 280 19.500 -0.24 40.94 0 0 0| 0 1,411 0 0 320 25.250 -0.30 39.13 0 0 0| 0 2,251 0 0 340 32.750 -0.38 37.66 0 0 0| 0 493 0 0 360 42.500 41.500 -0.45 36.21 42.500 42.500 0 0 25| 0 485 0 0 380 52.750 52.000 -0.53 34.95 52.750 52.750 0 0 75| 0 332 0 0 400 63.500 -0.62 33.13 0 0 0| 5 301 +5 0 420 77.750 -0.69 32.59 0 0 0| 0 417 0 0 440 92.750 -0.76 31.56 0 0 0| 0 2,087 0 0 460 Equity Options 21:55 Business Day Fri 27 Aug 2010 Previous Business Day Thu 26 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 | 109.000 -0.83 30.48 0 0 0| 0 1,503 0 0 480 144.250 -0.92 28.45 0 0 0| 0 1,368 0 0 520 182.500 -0.96 27.92 0 0 0| 1 192 0 0 560 221.500 -0.99 27.21 0 0 0| 0 151 0 0 600 261.250 -1.00 26.50 0 0 0| 0 15 0 0 640 301.000 -1.00 26.50 0 0 0| 0 25 0 0 680 340.750 -1.00 27.07 0 0 0| 0 0 0 0 720 Total 0 0 100| 31 12,301 +5 0 Indicative a-t-m Vol 35.92 Underlying Price 379.650 Time to expiry: 294 Days Jun 11 5.750 -0.06 53.74 0 0 0| 0 102 0 0 200 9.000 9.750 -0.10 47.92 9.000 9.000 0 0 3| 0 465 0 0 240 16.000 -0.17 43.21 0 0 0| 0 320 0 0 280 26.250 -0.26 39.97 0 0 0| 0 586 0 0 320 40.000 41.000 -0.38 36.97 40.000 40.000 0 0 15| 30 769 +30 0 360 50.250 -0.45 35.92 0 0 0| 0 7 0 0 380 61.250 -0.52 35.04 0 0 0| 0 1,058 0 0 400 72.750 -0.59 33.76 0 0 0| 0 9 0 0 420 85.750 -0.65 32.54 0 0 0| 4 4,546 +3 0 440 100.250 -0.71 31.80 0 0 0| 0 40 0 0 460 116.250 -0.77 31.22 0 0 0| 0 2,982 0 0 480 186.000 -0.93 28.22 0 0 0| 0 301 0 0 560 224.500 -0.96 27.84 0 0 0| 0 40 0 0 600 263.250 -0.98 26.34 0 0 0| 0 8 0 0 640 342.500 -1.00 24.91 0 0 0| 0 0 0 0 720 Total 0 0 18| 34 11,233 +33 0 Indicative a-t-m Vol 36.27 Underlying Price 379.650 Time to expiry: 476 Days Dec 11 11.500 -0.09 50.86 0 0 0| 0 4 0 0 200 15.500 17.750 -0.14 45.85 15.500 15.500 0 0 2| 0 109 0 0 240 25.000 -0.21 40.58 0 0 0| 0 509 0 0 280 41.000 -0.30 40.19 0 0 0| 0 3,217 0 0 320 57.000 -0.40 37.30 0 0 0| 0 1,546 0 0 360 78.000 -0.50 35.25 0 0 0| 0 1,181 0 0 400 99.000 101.500 -0.62 32.54 99.000 99.000 0 0 2| 0 3,002 0 0 440 129.250 -0.73 30.42 0 0 0| 0 1,097 0 0 480 198.250 -0.86 29.67 0 0 0| 0 1,300 0 0 560 272.250 -0.94 28.43 0 0 0| 0 502 0 0 640 349.500 -0.98 27.26 0 0 0| 0 0 0 0 720 Total 0 0 4| 0 12,467 0 0 Indicative a-t-m Vol 35.76 Underlying Price 379.650 Time to expiry: 658 Days Jun 12 29.250 -0.17 48.51 0 0 0| 0 0 0 0 240 53.500 -0.31 41.01 0 0 0| 0 0 0 0 320 68.750 -0.40 37.23 0 0 0| 0 0 0 0 360 88.250 -0.49 34.29 0 0 0| 0 0 0 0 400 111.000 -0.60 31.58 0 0 0| 0 0 0 0 440 139.250 -0.69 30.16 0 0 0| 0 0 0 0 480 Total 0 0 0| 0 0 0 0 Equity Options 21:55 Business Day Fri 27 Aug 2010 Previous Business Day Thu 26 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 34.99 Underlying Price 379.650 Time to expiry: 847 Days Dec 12 31.750 -0.18 44.16 0 0 0| 0 15 0 0 240 48.750 -0.24 43.89 0 0 0| 0 10 0 0 280 62.000 -0.31 39.92 0 0 0| 0 0 0 0 320 77.750 -0.40 36.40 0 0 0| 0 261 0 0 360 97.000 -0.49 33.58 0 0 0| 0 600 0 0 400 118.750 -0.58 30.62 0 0 0| 0 600 0 0 440 145.250 -0.68 28.65 0 0 0| 0 0 0 0 480 208.000 -0.83 26.15 0 0 0| 0 14 0 0 560 275.750 -0.98 18.27 0 0 0| 0 300 0 0 640 353.500 -0.97 21.94 0 0 0| 0 0 0 0 720 Total 0 0 0| 0 1,800 0 0 Total Puts 0 0 372| 759 245,934 +611 0 Grand Total 0 0 802| 1,321,897 1,888,748 +7,803 0 Equity Options 21:55 Business Day Fri 27 Aug 2010 Previous Business Day Thu 26 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 37.59 Underlying Price 209.800 Time to expiry: 21 Days Sep 10 50.000 0.99 45.42 0 0 0| 0 26 0 0 160 40.000 0.98 44.12 0 0 0| 0 0 0 0 170 30.500 0.93 43.05 0 0 0| 0 4 0 0 180 26.000 0.90 42.25 0 0 0| 0 0 0 0 185 21.750 0.85 41.99 0 0 0| 0 8 0 0 190 17.500 0.78 40.67 0 0 0| 0 0 0 0 195 14.000 0.70 40.40 0 0 0| 0 21 0 0 200 10.500 0.62 39.08 0 0 0| 0 0 0 0 205 7.750 0.52 37.59 0 0 0| 0 102 0 0 210 5.500 0.41 37.33 0 0 0| 0 1 0 0 215 3.750 0.32 36.79 0 0 0| 0 535 0 0 220 2.500 0.23 36.70 0 0 0| 0 0 0 0 225 1.500 0.16 36.60 0 0 0| 0 5,110 0 0 230 1.000 0.11 36.50 0 0 0| 0 100 0 0 235 0.500 0.07 36.50 0 0 0| 0 43 0 0 240 CAB 0.01 36.80 0 0 0| 0 5 0 0 260 CAB 0.00 37.90 0 0 0| 0 20 0 0 280 CAB 0.00 40.34 0 0 0| 0 0 0 0 300 CAB 0.00 42.37 0 0 0| 0 0 0 0 310 CAB 0.00 44.35 0 0 0| 0 0 0 0 320 Total 0 0 0| 0 5,975 0 0 Indicative a-t-m Vol 30.87 Underlying Price 209.800 Time to expiry: 49 Days Oct 10 31.750 0.89 36.57 0 0 0| 0 0 0 0 180 23.250 0.80 34.61 0 0 0| 0 0 0 0 190 19.250 0.75 33.49 0 0 0| 0 0 0 0 195 15.500 0.68 32.22 0 0 0| 0 0 0 0 200 12.250 0.61 31.15 0 0 0| 0 0 0 0 205 9.500 0.52 30.87 0 0 0| 0 1 0 0 210 7.500 0.44 30.99 0 0 0| 0 0 0 0 215 5.750 0.36 31.10 0 0 0| 0 0 0 0 220 4.250 0.29 31.10 0 0 0| 0 0 0 0 225 3.000 0.23 31.30 0 0 0| 0 20 0 0 230 2.250 0.18 31.38 0 0 0| 0 0 0 0 235 1.750 0.14 31.52 0 0 0| 0 0 0 0 240 0.500 0.04 32.22 0 0 0| 0 0 0 0 260 CAB 0.01 32.64 0 0 0| 0 0 0 0 280 Total 0 0 0| 0 21 0 0 Indicative a-t-m Vol 33.53 Underlying Price 209.800 Time to expiry: 84 Days Nov 10 26.000 0.75 35.28 0 0 0| 0 0 0 0 190 18.750 0.65 33.15 0 0 0| 0 0 0 0 200 16.000 0.59 33.33 0 0 0| 0 0 0 0 205 13.500 0.53 33.53 0 0 0| 0 0 0 0 210 11.000 0.47 32.66 0 0 0| 0 0 0 0 215 Equity Options 21:55 Business Day Fri 27 Aug 2010 Previous Business Day Thu 26 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 | 9.250 0.42 33.15 0 0 0| 0 0 0 0 220 7.750 0.36 33.05 0 0 0| 0 0 0 0 225 6.500 0.32 33.72 0 0 0| 0 0 0 0 230 4.500 0.24 34.49 0 0 0| 0 0 0 0 240 1.750 0.11 33.68 0 0 0| 0 0 0 0 260 Total 0 0 0| 0 0 0 0 Indicative a-t-m Vol 35.98 Underlying Price 209.800 Time to expiry: 112 Days Dec 10 52.000 0.92 38.89 0 0 0| 0 5 0 0 160 43.500 0.87 37.92 0 0 0| 0 0 0 0 170 35.500 0.80 37.07 0 0 0| 0 30 0 0 180 28.250 0.73 36.30 0 0 0| 0 0 0 0 190 22.000 0.64 36.09 0 0 0| 0 9 0 0 200 16.750 0.54 35.98 0 0 0| 0 8 0 0 210 12.750 0.45 36.19 0 0 0| 0 150 0 0 220 9.500 0.36 36.05 0 0 0| 0 16 0 0 230 7.000 0.29 36.25 0 0 0| 0 14 0 0 240 3.750 0.18 37.16 0 0 0| 0 2,540 0 0 260 2.250 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 33.97 Underlying Price 209.800 Time to expiry: 203 Days Mar 11 54.500 0.87 36.55 0 0 0| 0 0 0 0 160 39.250 0.77 35.51 0 0 0| 0 0 0 0 180 32.500 0.70 34.94 0 0 0| 0 0 0 0 190 26.500 0.63 34.36 0 0 0| 0 5 0 0 200 21.500 0.56 33.97 0 0 0| 0 0 0 0 210 17.250 0.48 33.73 0 0 0| 0 0 0 0 220 13.750 0.41 33.73 0 0 0| 0 10 0 0 230 10.750 0.35 33.73 0 0 0| 0 0 0 0 240 4.000 0.16 33.99 0 0 0| 0 0 0 0 280 Total 0 0 0| 0 15 0 0 Total Calls 0 0 0| 0 11,845 0 0 | Equity Options 21:55 Business Day Fri 27 Aug 2010 Previous Business Day Thu 26 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 35.52 Underlying Price 209.800 Time to expiry: 21 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 -0.21 38.77 0 0 0| 0 0 0 0 195 3.750 -0.29 38.05 0 0 0| 0 149 0 0 200 5.250 -0.38 36.77 0 0 0| 0 0 0 0 205 7.250 -0.49 35.52 0 0 0| 0 263 0 0 210 10.250 -0.59 35.11 0 0 0| 0 15 0 0 215 13.500 -0.70 34.73 0 0 0| 0 645 0 0 220 17.250 -0.79 34.01 0 0 0| 0 0 0 0 225 21.500 -0.86 34.01 0 0 0| 0 4,107 0 0 230 25.750 -0.91 33.75 0 0 0| 0 0 0 0 235 31.000 31.500 -0.88 45.01 31.000 S 29.250 S 0 0 20| 0 42 0 0 240 50.250 -1.00 34.60 0 0 0| 0 10 0 0 260 70.250 -1.00 35.80 0 0 0| 0 60 0 0 280 90.250 -1.00 38.45 0 0 0| 0 0 0 0 300 100.250 -1.00 39.90 0 0 0| 0 0 0 0 310 110.250 -1.00 41.82 0 0 0| 0 0 0 0 320 Total 0 0 20| 0 15,793 0 0 Indicative a-t-m Vol 33.42 Underlying Price 209.800 Time to expiry: 49 Days Oct 10 1.750 -0.12 37.62 0 0 0| 0 0 0 0 180 3.500 -0.21 36.08 0 0 0| 0 0 0 0 190 4.750 -0.26 35.52 0 0 0| 0 0 0 0 195 6.500 -0.33 35.22 0 0 0| 0 15 0 0 200 8.000 -0.40 34.12 0 0 0| 0 0 0 0 205 10.250 -0.48 33.42 0 0 0| 0 1,050 0 0 210 13.250 -0.55 33.46 0 0 0| 0 0 0 0 215 16.500 -0.62 33.71 0 0 0| 0 5 0 0 220 20.000 -0.69 33.91 0 0 0| 0 0 0 0 225 24.000 -0.74 34.26 0 0 0| 0 0 0 0 230 28.000 -0.80 34.26 0 0 0| 0 0 0 0 235 34.000 -0.78 43.33 0 0 0| 0 0 0 0 240 50.750 -0.94 35.94 0 0 0| 0 0 0 0 260 70.250 -0.98 36.78 0 0 0| 0 0 0 0 280 Total 0 0 0| 0 1,070 0 0 Indicative a-t-m Vol 38.47 Underlying Price 209.800 Time to expiry: 84 Days Nov 10 8.750 -0.28 43.83 0 0 0| 0 0 0 0 190 11.000 11.500 -0.36 40.48 11.000 11.000 0 0 2| 0 0 0 0 200 13.250 -0.41 38.96 0 0 0| 0 0 0 0 205 15.500 -0.46 38.47 0 0 0| 0 0 0 0 210 18.500 -0.51 38.78 0 0 0| 0 0 0 0 215 21.750 -0.56 39.50 0 0 0| 0 0 0 0 220 Equity Options 21:55 Business Day Fri 27 Aug 2010 Previous Business Day Thu 26 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 | 24.750 -0.61 38.71 0 0 0| 0 0 0 0 225 28.250 -0.65 38.88 0 0 0| 0 0 0 0 230 36.250 -0.72 40.40 0 0 0| 0 0 0 0 240 53.250 -0.83 41.47 0 0 0| 0 0 0 0 260 Total 0 0 2| 0 0 0 0 Indicative a-t-m Vol 39.14 Underlying Price 209.800 Time to expiry: 112 Days Dec 10 2.250 -0.09 40.75 0 0 0| 0 42 0 0 160 4.000 -0.14 40.33 0 0 0| 0 50 0 0 170 6.250 -0.21 39.96 0 0 0| 0 100 0 0 180 9.250 -0.28 39.74 0 0 0| 0 0 0 0 190 13.250 -0.37 39.45 0 0 0| 0 34 0 0 200 18.000 -0.45 39.14 0 0 0| 0 45 0 0 210 23.750 -0.54 38.78 0 0 0| 0 76 0 0 220 30.250 -0.62 38.78 0 0 0| 0 13 0 0 230 38.250 -0.69 40.29 0 0 0| 0 8 0 0 240 54.500 -0.80 40.28 0 0 0| 0 16 0 0 260 72.000 -0.89 38.83 0 0 0| 0 47 0 0 280 110.500 -0.97 40.53 0 0 0| 0 0 0 0 320 Total 0 0 0| 0 431 0 0 Indicative a-t-m Vol 40.12 Underlying Price 209.800 Time to expiry: 203 Days Mar 11 6.000 -0.15 42.09 0 0 0| 0 0 0 0 160 14.000 13.750 -0.26 45.42 14.000 13.500 0 0 250| 250 250 +250 0 180 15.500 -0.31 41.02 0 0 0| 0 4 0 0 190 20.000 -0.37 40.87 0 0 0| 0 0 0 0 200 24.750 -0.44 40.12 0 0 0| 0 0 0 0 210 30.000 -0.50 39.22 0 0 0| 0 5 0 0 220 37.000 36.250 -0.56 38.67 37.000 S 36.000 S 0 0 20| 0 0 0 0 230 42.000 -0.63 36.75 0 0 0| 0 2 0 0 240 75.750 -0.79 40.02 0 0 0| 0 81 0 0 280 Total 0 0 270| 250 342 +250 0 Total Puts 0 0 292| 250 17,636 +250 0 Grand Total 0 0 292| 650,250 679,481 +250 0 Equity Options 21:55 Business Day Fri 27 Aug 2010 Previous Business Day Thu 26 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 17.32 Underlying Price 2224.000 Time to expiry: 21 Days Sep 10 624.500 1.00 42.23 0 0 0| 0 0 0 0 1600 425.000 0.99 34.24 0 0 0| 0 0 0 0 1800 325.500 0.99 29.36 0 0 0| 0 0 0 0 1900 226.500 0.97 23.88 0 0 0| 0 11 0 0 2000 132.000 0.88 20.66 0 0 0| 0 6 0 0 2100 52.000 0.61 17.67 0 0 0| 0 234 0 0 2200 9.500 10.000 0.21 16.22 9.500 9.500 0 0 5| 0 308 0 0 2300 2.000 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 5| 0 673 0 0 Indicative a-t-m Vol 18.15 Underlying Price 2224.000 Time to expiry: 49 Days Oct 10 329.000 0.96 24.51 0 0 0| 0 0 0 0 1900 233.500 0.91 22.08 0 0 0| 0 0 0 0 2000 146.000 0.79 20.12 0 0 0| 0 0 0 0 2100 74.000 0.58 18.41 0 0 0| 0 10 0 0 2200 28.500 0.32 17.31 0 0 0| 0 40 0 0 2300 8.000 0.12 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 20.14 Underlying Price 2224.000 Time to expiry: 84 Days Nov 10 339.000 0.91 25.66 0 0 0| 0 0 0 0 1900 249.500 0.84 23.57 0 0 0| 0 0 0 0 2000 168.500 0.73 21.81 0 0 0| 0 0 0 0 2100 101.500 0.57 20.35 0 0 0| 0 0 0 0 2200 53.500 0.38 19.44 0 0 0| 0 1 0 0 2300 19.000 24.500 0.22 18.93 19.000 19.000 0 0 4| 0 45 0 0 2400 4.500 0.05 19.48 0 0 0| 0 0 0 0 2600 Total 0 0 4| 0 46 0 0 Indicative a-t-m Vol 19.85 Underlying Price 2224.000 Time to expiry: 112 Days Dec 10 438.000 0.94 26.61 0 0 0| 0 0 0 0 1800 345.000 0.89 24.55 0 0 0| 0 0 0 0 1900 257.500 0.82 22.76 0 0 0| 0 42 0 0 2000 179.000 0.71 21.19 0 0 0| 0 34 0 0 2100 114.000 0.57 20.07 0 0 0| 1 588 0 0 2200 65.000 0.41 19.17 0 0 0| 0 3 0 0 2300 33.000 0.25 18.56 0 0 0| 0 1,027 0 0 2400 1.500 0.02 19.44 0 0 0| 0 30 0 0 2800 Total 0 0 0| 1 1,724 0 0 Indicative a-t-m Vol 20.77 Underlying Price 2224.000 Time to expiry: 203 Days Mar 11 Equity Options 21:55 Business Day Fri 27 Aug 2010 Previous Business Day Thu 26 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 | 452.500 0.90 26.03 0 0 0| 0 0 0 0 1800 363.500 0.85 24.18 0 0 0| 0 0 0 0 1900 281.000 0.78 22.81 0 0 0| 0 6 0 0 2000 207.000 0.69 21.53 0 0 0| 0 504 0 0 2100 147.000 0.57 20.95 0 0 0| 2 185 -2 0 2200 95.500 97.500 0.45 20.22 95.500 95.500 0 0 2| 0 3 0 0 2300 61.000 0.33 19.64 0 0 0| 1 29 0 0 2400 6.000 0.05 18.66 0 0 0| 0 70 0 0 2800 Total 0 0 2| 3 797 -2 0 Total Calls 0 0 11| 4 3,317 -2 0 | Equity Options 21:55 Business Day Fri 27 Aug 2010 Previous Business Day Thu 26 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 16.99 Underlying Price 2224.000 Time to expiry: 21 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 1.000 -0.02 30.57 0 0 0| 0 76 0 0 1900 2.000 -0.04 25.09 0 0 0| 0 135 0 0 2000 6.000 -0.11 19.67 0 0 0| 10 310 0 0 2100 26.500 -0.39 17.38 0 0 0| 0 67 0 0 2200 84.500 -0.80 15.74 0 0 0| 0 18 0 0 2300 176.500 -0.97 16.88 0 0 0| 0 3 0 0 2400 376.000 -1.00 21.19 0 0 0| 0 2 0 0 2600 576.000 -1.00 30.42 0 0 0| 0 0 0 0 2800 Total 0 0 0| 10 1,307 0 0 Indicative a-t-m Vol 19.17 Underlying Price 2224.000 Time to expiry: 49 Days Oct 10 3.500 -0.04 25.53 0 0 0| 0 0 0 0 1900 9.000 -0.10 23.10 0 0 0| 0 1 0 0 2000 21.000 22.500 -0.22 21.14 21.000 21.000 0 0 1| 0 9 0 0 2100 51.500 -0.42 19.43 0 0 0| 0 8 0 0 2200 105.500 -0.67 18.33 0 0 0| 0 8 0 0 2300 184.000 -0.87 17.78 0 0 0| 0 0 0 0 2400 376.000 -1.00 18.93 0 0 0| 0 0 0 0 2600 576.000 -1.00 23.71 0 0 0| 0 0 0 0 2800 Total 0 0 1| 0 26 0 0 Indicative a-t-m Vol 20.32 Underlying Price 2224.000 Time to expiry: 84 Days Nov 10 12.000 -0.09 25.65 0 0 0| 0 0 0 0 1900 22.000 -0.16 23.58 0 0 0| 0 0 0 0 2000 41.500 -0.27 21.96 0 0 0| 0 14 0 0 2100 74.500 -0.43 20.55 0 0 0| 0 0 0 0 2200 126.500 -0.62 19.59 0 0 0| 0 7 0 0 2300 197.000 -0.79 18.87 0 0 0| 0 0 0 0 2400 377.500 -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 20.25 Underlying Price 2224.000 Time to expiry: 112 Days Dec 10 10.500 -0.07 27.03 0 0 0| 0 30 0 0 1800 18.000 -0.11 25.05 0 0 0| 0 14 0 0 1900 31.000 -0.18 23.32 0 0 0| 2 2,135 -2 0 2000 53.500 -0.29 21.94 0 0 0| 0 59 0 0 2100 87.000 -0.43 20.49 0 0 0| 0 133 0 0 2200 138.000 -0.60 19.49 0 0 0| 0 0 0 0 2300 208.000 -0.74 19.30 0 0 0| 0 7 0 0 2400 578.500 -0.96 23.92 0 0 0| 0 0 0 0 2800 Total 0 0 0| 2 2,378 -2 0 Indicative a-t-m Vol 20.76 Underlying Price 2224.000 Time to expiry: 203 Days Mar 11 34.500 -0.15 25.74 0 0 0| 0 24 0 0 1800 Equity Options 21:55 Business Day Fri 27 Aug 2010 Previous Business Day Thu 26 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 | 51.000 -0.21 24.22 0 0 0| 0 82 0 0 1900 75.000 -0.29 22.98 0 0 0| 0 180 0 0 2000 109.500 -0.40 21.87 0 0 0| 0 506 0 0 2100 155.000 -0.51 20.92 0 0 0| 0 213 0 0 2200 213.000 -0.63 20.26 0 0 0| 0 3 0 0 2300 285.500 -0.73 20.07 0 0 0| 0 1 0 0 2400 645.000 -0.93 22.40 0 0 0| 0 78 0 0 2800 Total 0 0 0| 0 1,087 0 0 Total Puts 0 0 1| 12 4,819 -2 0 Grand Total 0 0 12| 410,016 418,136 -4 0 Equity Options 21:55 Business Day Fri 27 Aug 2010 Previous Business Day Thu 26 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 25.42 Underlying Price 454.600 Time to expiry: 21 Days Sep 10 94.750 1.00 37.25 0 0 0| 0 0 0 0 360 75.000 0.98 35.92 0 0 0| 0 0 0 0 380 55.500 0.95 33.25 0 0 0| 0 0 0 0 400 36.500 0.88 27.92 0 0 0| 0 0 0 0 420 28.000 0.81 26.59 0 0 0| 0 0 0 0 430 20.500 0.70 26.66 0 0 0| 0 1 0 0 440 14.000 0.58 25.77 0 0 0| 0 0 0 0 450 8.750 0.44 25.07 0 0 0| 0 17 0 0 460 5.250 0.30 24.57 0 0 0| 0 261 0 0 470 2.750 0.19 24.29 0 0 0| 0 400 0 0 480 0.250 0.02 26.53 0 0 0| 0 6 0 0 520 CAB 0.00 30.23 0 0 0| 0 0 0 0 560 Total 0 0 0| 0 685 0 0 Indicative a-t-m Vol 24.30 Underlying Price 454.600 Time to expiry: 112 Days Dec 10 96.250 0.95 32.45 0 0 0| 0 0 0 0 360 59.500 0.84 28.12 0 0 0| 0 0 0 0 400 43.750 0.73 26.74 0 0 0| 0 0 0 0 420 29.750 0.61 24.96 0 0 0| 0 0 0 0 440 19.250 0.46 24.08 0 0 0| 0 0 0 0 460 12.250 0.33 23.80 0 0 0| 0 62 0 0 480 4.250 0.15 23.75 0 0 0| 0 15 0 0 520 1.750 0.07 25.57 0 0 0| 0 55 0 0 560 Total 0 0 0| 0 132 0 0 Indicative a-t-m Vol 25.01 Underlying Price 454.600 Time to expiry: 203 Days Mar 11 64.250 0.77 28.92 0 0 0| 0 0 0 0 400 49.250 0.68 26.91 0 0 0| 0 0 0 0 420 36.500 0.58 25.61 0 0 0| 0 5 0 0 440 26.250 0.48 24.82 0 0 0| 0 1 0 0 460 18.750 0.38 24.41 0 0 0| 0 0 0 0 480 9.250 0.22 24.20 0 0 0| 0 3 0 0 520 4.250 0.12 24.30 0 0 0| 0 0 0 0 560 Total 0 0 0| 0 9 0 0 Total Calls 0 0 0| 0 826 0 0 | Equity Options 21:55 Business Day Fri 27 Aug 2010 Previous Business Day Thu 26 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 22.44 Underlying Price 454.600 Time to expiry: 21 Days Sep 10 CAB -0.01 40.50 0 0 0| 0 0 0 0 360 0.250 -0.02 36.94 0 0 0| 0 0 0 0 380 0.750 -0.04 31.46 0 0 0| 0 125 0 0 400 1.750 -0.11 27.64 0 0 0| 0 17 0 0 420 3.000 -0.18 25.81 0 0 0| 0 0 0 0 430 4.750 -0.28 24.23 0 0 0| 0 528 0 0 440 8.000 -0.41 22.93 0 0 0| 0 3 0 0 450 12.750 -0.57 21.95 0 0 0| 42 48 0 0 460 19.250 -0.73 21.32 0 0 0| 0 20 0 0 470 27.000 -0.85 21.13 0 0 0| 0 10 0 0 480 65.500 -0.99 24.07 0 0 0| 0 0 0 0 520 105.500 -1.00 34.01 0 0 0| 0 0 0 0 560 Total 0 0 0| 42 751 0 0 Indicative a-t-m Vol 24.11 Underlying Price 454.600 Time to expiry: 112 Days Dec 10 3.500 -0.09 31.65 0 0 0| 0 2 0 0 360 8.250 -0.20 27.36 0 0 0| 0 10 0 0 400 13.000 -0.30 25.88 0 0 0| 5 13 +5 0 420 20.250 -0.41 24.81 0 0 0| 0 53 0 0 440 29.750 -0.55 23.88 0 0 0| 0 5 0 0 460 42.750 -0.67 23.44 0 0 0| 0 6 0 0 480 75.000 -0.86 23.13 0 0 0| 0 0 0 0 520 112.500 -0.95 23.54 0 0 0| 0 0 0 0 560 Total 0 0 0| 5 89 +5 0 Indicative a-t-m Vol 24.76 Underlying Price 454.600 Time to expiry: 203 Days Mar 11 17.000 -0.27 27.37 0 0 0| 0 13 0 0 400 23.250 -0.35 26.21 0 0 0| 0 22 0 0 420 31.500 -0.45 25.31 0 0 0| 0 8 0 0 440 42.000 -0.54 24.58 0 0 0| 0 20 0 0 460 54.500 -0.64 24.15 0 0 0| 0 0 0 0 480 85.000 -0.79 23.70 0 0 0| 0 0 0 0 520 120.500 -0.89 23.95 0 0 0| 0 0 0 0 560 Total 0 0 0| 0 63 0 0 Total Puts 0 0 0| 47 903 +5 0 Grand Total 0 0 0| 270,047 271,729 +5 0 Equity Options 21:55 Business Day Fri 27 Aug 2010 Previous Business Day Thu 26 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 13.66 Underlying Price 708.000 Time to expiry: 21 Days Sep 10 268.250 1.00 45.31 0 0 0| 0 0 0 0 440 228.250 1.00 42.77 0 0 0| 0 6 0 0 480 188.250 1.00 41.32 0 0 0| 0 21 0 0 520 148.250 1.00 35.82 0 0 0| 0 22 0 0 560 108.250 0.99 28.25 0 0 0| 0 61 0 0 600 68.500 0.99 18.23 0 0 0| 0 1,646 0 0 640 30.000 0.87 14.98 0 0 0| 0 104 0 0 680 4.500 0.31 13.10 0 0 0| 0 923 0 0 720 CAB 0.01 10.52 0 0 0| 0 1,400 0 0 750 CAB 0.00 10.93 0 0 0| 0 1,020 0 0 760 Total 0 0 0| 0 5,203 0 0 Indicative a-t-m Vol 11.48 Underlying Price 708.000 Time to expiry: 112 Days Dec 10 428.250 1.00 41.08 0 0 0| 0 0 0 0 280 388.250 1.00 39.79 0 0 0| 0 0 0 0 320 348.250 1.00 37.91 0 0 0| 0 0 0 0 360 308.500 1.00 36.29 0 0 0| 0 0 0 0 400 268.500 1.00 34.26 0 0 0| 0 0 0 0 440 228.500 1.00 32.01 0 0 0| 0 0 0 0 480 188.750 1.00 27.15 0 0 0| 0 60 0 0 520 149.000 0.98 25.15 0 0 0| 0 524 0 0 560 109.000 0.98 19.13 0 0 0| 0 76 0 0 600 69.750 0.95 14.87 0 0 0| 0 83 0 0 640 34.750 0.75 13.53 0 0 0| 0 15 0 0 680 8.750 0.36 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 19.63 Underlying Price 708.000 Time to expiry: 203 Days Mar 11 268.500 1.00 33.03 0 0 0| 0 0 0 0 440 228.750 1.00 28.66 0 0 0| 0 0 0 0 480 189.000 0.99 26.02 0 0 0| 0 0 0 0 520 150.000 0.96 24.08 0 0 0| 0 10 0 0 560 113.500 0.89 22.94 0 0 0| 0 0 0 0 600 80.500 0.77 21.76 0 0 0| 0 0 0 0 640 53.000 0.62 20.58 0 0 0| 0 0 0 0 680 31.250 0.45 19.22 0 0 0| 0 10 0 0 720 Total 0 0 0| 0 20 0 0 Indicative a-t-m Vol 22.36 Underlying Price 708.000 Time to expiry: 294 Days Jun 11 309.000 0.99 41.21 0 0 0| 0 0 0 0 400 269.000 0.99 35.87 0 0 0| 0 0 0 0 440 229.500 0.98 31.93 0 0 0| 0 0 0 0 480 153.000 0.91 26.13 0 0 0| 0 0 0 0 560 85.250 0.73 22.03 0 0 0| 0 0 0 0 640 44.500 0.48 22.42 0 0 0| 0 0 0 0 720 Total 0 0 0| 0 0 0 0 Equity Options 21:55 Business Day Fri 27 Aug 2010 Previous Business Day Thu 26 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 708.000 Time to expiry: 476 Days Dec 11 349.250 0.99 44.27 0 0 0| 0 0 0 0 360 310.250 0.97 41.04 0 0 0| 0 0 0 0 400 272.000 0.95 37.72 0 0 0| 0 0 0 0 440 232.750 0.93 32.80 0 0 0| 0 0 0 0 480 161.250 0.83 27.78 0 0 0| 0 0 0 0 560 102.500 0.68 24.92 0 0 0| 0 0 0 0 640 64.750 0.50 24.92 0 0 0| 0 0 0 0 720 Total 0 0 0| 0 0 0 0 Indicative a-t-m Vol 24.44 Underlying Price 708.000 Time to expiry: 847 Days Dec 12 244.000 0.86 34.20 0 0 0| 0 0 0 0 480 181.250 0.77 30.11 0 0 0| 0 0 0 0 560 126.500 0.66 26.79 0 0 0| 0 0 0 0 640 81.500 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| 0 15,111 0 0 | Equity Options 21:55 Business Day Fri 27 Aug 2010 Previous Business Day Thu 26 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 12.64 Underlying Price 708.000 Time to expiry: 21 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 0.00 26.04 0 0 0| 0 17 0 0 600 0.250 -0.02 19.78 0 0 0| 0 16 0 0 640 1.750 -0.13 14.79 0 0 0| 0 605 0 0 680 15.250 -0.71 11.72 0 0 0| 0 85 0 0 720 42.000 -0.98 11.76 0 0 0| 0 0 0 0 750 52.000 -1.00 11.76 0 0 0| 0 0 0 0 760 Total 0 0 0| 0 1,753 0 0 Indicative a-t-m Vol 12.48 Underlying Price 708.000 Time to expiry: 112 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 1.750 -0.04 24.37 0 0 0| 0 58 0 0 560 3.500 -0.09 20.88 0 0 0| 0 22 0 0 600 7.000 -0.18 17.96 0 0 0| 0 2 0 0 640 14.750 -0.36 14.84 0 0 0| 0 5,544 0 0 680 31.250 -0.68 11.47 0 0 0| 0 5,020 0 0 720 Total 0 0 0| 0 10,880 0 0 Indicative a-t-m Vol 18.25 Underlying Price 708.000 Time to expiry: 203 Days Mar 11 0.750 -0.01 29.22 0 0 0| 0 0 0 0 440 1.250 -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 9.000 -0.15 21.08 0 0 0| 0 0 0 0 600 17.000 -0.25 20.05 0 0 0| 0 0 0 0 640 30.250 -0.40 19.06 0 0 0| 0 0 0 0 680 49.250 -0.56 17.90 0 0 0| 0 0 0 0 720 Total 0 0 0| 0 49 0 0 Indicative a-t-m Vol 22.99 Underlying Price 708.000 Time to expiry: 294 Days Jun 11 2.500 -0.03 34.74 0 0 0| 0 0 0 0 400 5.000 -0.05 34.00 0 0 0| 0 0 0 0 440 8.000 -0.08 32.28 0 0 0| 0 0 0 0 480 14.750 -0.15 26.28 0 0 0| 0 0 0 0 560 30.750 -0.31 22.19 0 0 0| 0 0 0 0 640 73.000 -0.54 23.13 0 0 0| 0 0 0 0 720 Total 0 0 0| 0 0 0 0 Equity Options 21:55 Business Day Fri 27 Aug 2010 Previous Business Day Thu 26 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 708.000 Time to expiry: 476 Days Dec 11 4.750 -0.04 35.50 0 0 0| 0 0 0 0 360 8.500 -0.06 34.95 0 0 0| 0 0 0 0 400 11.250 -0.08 32.35 0 0 0| 0 0 0 0 440 13.500 -0.11 29.06 0 0 0| 0 0 0 0 480 25.250 -0.20 25.23 0 0 0| 0 0 0 0 560 46.500 -0.35 22.21 0 0 0| 0 0 0 0 640 89.000 -0.53 22.08 0 0 0| 0 0 0 0 720 Total 0 0 0| 0 0 0 0 Indicative a-t-m Vol 20.32 Underlying Price 708.000 Time to expiry: 847 Days Dec 12 24.750 -0.15 26.66 0 0 0| 0 0 0 0 480 41.250 -0.24 23.72 0 0 0| 0 0 0 0 560 65.500 -0.37 21.01 0 0 0| 0 0 0 0 640 106.750 -0.52 20.20 0 0 0| 0 0 0 0 720 Total 0 0 0| 0 0 0 0 Total Puts 0 0 0| 0 12,682 0 0 Grand Total 0 0 0| 470,000 497,793 0 0 Equity Options 21:55 Business Day Fri 27 Aug 2010 Previous Business Day Thu 26 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 32.14 Underlying Price 134.200 Time to expiry: 21 Days Sep 10 38.500 0.97 74.68 0 0 0| 0 0 0 0 96 34.500 0.97 67.45 0 0 0| 0 51 0 0 100 24.750 0.94 53.59 0 0 0| 0 0 0 0 110 15.000 0.88 41.07 0 0 0| 0 0 0 0 120 10.750 0.79 37.63 0 0 0| 0 0 0 0 125 6.750 0.67 33.35 0 0 0| 0 0 0 0 130 2.750 4.000 0.49 32.14 2.750 S 2.750 S 0 0 10| 0 0 0 0 135 2.000 0.30 30.99 0 0 0| 0 1,972 0 0 140 0.750 0.16 30.77 0 0 0| 0 34 0 0 145 0.250 0.08 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 10| 0 14,239 0 0 Indicative a-t-m Vol 31.45 Underlying Price 134.200 Time to expiry: 49 Days Oct 10 25.000 0.92 40.76 0 0 0| 0 0 0 0 110 16.000 0.82 35.24 0 0 0| 0 51 0 0 120 12.250 0.74 34.02 0 0 0| 0 0 0 0 125 8.750 0.63 32.42 0 0 0| 0 26 0 0 130 5.750 6.000 0.51 31.45 5.750 5.500 S 0 0 15| 0 0 0 0 135 3.750 0.38 30.01 0 0 0| 0 122 0 0 140 2.000 0.25 28.29 0 0 0| 0 236 0 0 145 1.000 0.16 28.29 0 0 0| 0 287 0 0 150 0.250 0.06 29.62 0 0 0| 0 0 0 0 160 0.250 0.04 34.65 0 0 0| 0 0 0 0 170 Total 0 0 15| 0 722 0 0 Indicative a-t-m Vol 32.69 Underlying Price 134.200 Time to expiry: 84 Days Nov 10 26.250 0.87 40.04 0 0 0| 0 0 0 0 110 18.000 0.77 36.82 0 0 0| 0 0 0 0 120 14.500 0.69 36.10 0 0 0| 0 0 0 0 125 11.000 0.61 33.67 0 0 0| 0 0 0 0 130 8.250 0.52 32.69 0 0 0| 0 40 0 0 135 5.750 0.42 31.13 0 0 0| 0 104 0 0 140 2.500 0.24 29.11 0 0 0| 0 100 0 0 150 1.250 0.13 29.64 0 0 0| 0 0 0 0 160 Total 0 0 0| 0 244 0 0 Indicative a-t-m Vol 31.92 Underlying Price 134.200 Time to expiry: 112 Days Dec 10 70.750 0.98 73.07 0 0 0| 0 0 0 0 64 63.250 0.97 68.58 0 0 0| 0 0 0 0 72 55.250 0.95 61.50 0 0 0| 0 0 0 0 80 47.500 0.94 54.89 0 0 0| 0 0 0 0 88 40.000 0.92 49.02 0 0 0| 0 0 0 0 96 Equity Options 21:55 Business Day Fri 27 Aug 2010 Previous Business Day Thu 26 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 | 36.250 0.90 47.02 0 0 0| 0 0 0 0 100 27.250 0.84 40.41 0 0 0| 0 0 0 0 110 18.750 0.75 35.11 0 0 0| 0 0 0 0 120 12.000 0.61 33.11 0 0 0| 0 678 0 0 130 6.750 0.44 30.73 0 0 0| 0 1,423 0 0 140 4.000 0.29 30.95 0 0 0| 0 2,012 0 0 150 1.750 0.16 29.05 0 0 0| 0 6,268 0 0 160 0.500 0.04 29.60 0 0 0| 0 371 0 0 180 CAB 0.01 31.02 0 0 0| 0 114 0 0 200 CAB 0.01 35.22 0 0 0| 0 4 0 0 220 CAB 0.00 36.79 0 0 0| 0 4 0 0 240 Total 0 0 0| 0 10,874 0 0 Indicative a-t-m Vol 32.33 Underlying Price 134.200 Time to expiry: 203 Days Mar 11 40.250 0.90 43.13 0 0 0| 0 0 0 0 96 37.000 0.88 41.97 0 0 0| 0 0 0 0 100 30.000 0.79 44.65 0 0 0| 0 0 0 0 110 20.500 0.72 34.75 0 0 0| 0 2 0 0 120 14.500 0.60 33.37 0 0 0| 0 226 0 0 130 9.250 0.46 31.28 0 0 0| 0 38 0 0 140 5.750 0.34 30.36 0 0 0| 0 130 0 0 150 3.500 0.23 29.43 0 0 0| 0 20 0 0 160 1.000 0.09 27.95 0 0 0| 0 0 0 0 180 Total 0 0 0| 0 416 0 0 Indicative a-t-m Vol 32.78 Underlying Price 134.200 Time to expiry: 294 Days Jun 11 41.500 0.87 41.68 0 0 0| 0 0 0 0 96 38.250 0.85 41.11 0 0 0| 0 0 0 0 100 22.500 0.70 33.91 0 0 0| 0 0 0 0 120 17.000 0.59 33.46 0 0 0| 0 481 0 0 130 12.000 0.49 32.09 0 0 0| 40 93 +40 0 140 8.000 8.250 0.38 30.40 8.000 8.000 0 0 10| 0 143 0 0 150 5.250 0.28 29.45 0 0 0| 0 6 0 0 160 2.250 0.14 28.55 0 0 0| 0 7 0 0 180 Total 0 0 10| 40 730 +40 0 Indicative a-t-m Vol 30.56 Underlying Price 134.200 Time to expiry: 476 Days Dec 11 71.250 0.97 54.44 0 0 0| 0 0 0 0 64 63.750 0.95 50.97 0 0 0| 0 0 0 0 72 56.500 0.92 48.02 0 0 0| 0 0 0 0 80 49.250 0.89 44.13 0 0 0| 0 0 0 0 88 42.250 0.85 40.44 0 0 0| 0 0 0 0 96 38.500 0.84 37.75 0 0 0| 0 0 0 0 100 23.500 0.69 32.02 0 0 0| 0 0 0 0 120 13.500 0.49 30.08 0 0 0| 0 0 0 0 140 7.250 0.32 28.86 0 0 0| 0 6 0 0 160 3.500 0.18 27.38 0 0 0| 0 12 0 0 180 Total 0 0 0| 0 18 0 0 Equity Options 21:55 Business Day Fri 27 Aug 2010 Previous Business Day Thu 26 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 | Indicative a-t-m Vol 29.75 Underlying Price 134.200 Time to expiry: 658 Days Jun 12 41.000 0.81 40.77 0 0 0| 0 0 0 0 100 25.000 0.67 31.60 0 0 0| 0 0 0 0 120 15.000 0.50 29.13 0 0 0| 0 0 0 0 140 8.750 0.34 28.09 0 0 0| 0 0 0 0 160 Total 0 0 0| 0 0 0 0 Indicative a-t-m Vol 28.87 Underlying Price 134.200 Time to expiry: 847 Days Dec 12 41.750 0.80 40.77 0 0 0| 0 0 0 0 100 25.500 0.67 31.14 0 0 0| 0 0 0 0 120 15.250 0.50 28.11 0 0 0| 0 0 0 0 140 9.500 0.35 27.26 0 0 0| 0 0 0 0 160 Total 0 0 0| 0 0 0 0 Total Calls 0 0 35| 40 27,243 +40 0 | Equity Options 21:55 Business Day Fri 27 Aug 2010 Previous Business Day Thu 26 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 29.78 Underlying Price 134.200 Time to expiry: 21 Days Sep 10 0.250 -0.02 70.51 0 0 0| 0 101 0 0 96 0.250 -0.02 63.76 0 0 0| 0 9,757 0 0 100 0.250 -0.04 49.14 0 0 0| 0 1,030 0 0 110 1.250 0.750 -0.11 38.60 1.250 1.250 0 0 10| 0 10,546 0 0 120 1.250 -0.20 35.90 0 0 0| 0 113 0 0 125 2.000 -0.31 29.20 0 0 0| 0 3,378 0 0 130 4.250 -0.52 29.78 0 0 0| 4 1,767 0 0 135 7.500 -0.71 28.80 0 0 0| 0 1,749 0 0 140 11.500 -0.84 30.03 0 0 0| 0 31 0 0 145 16.250 -0.92 32.33 0 0 0| 0 132 0 0 150 26.000 -0.97 38.12 0 0 0| 2 180 0 0 160 36.000 -0.97 48.76 0 0 0| 0 0 0 0 170 47.250 46.000 -0.98 58.42 47.250 S 47.250 S 0 0 2| 0 2 0 0 180 Total 0 0 12| 6 28,786 0 0 Indicative a-t-m Vol 31.71 Underlying Price 134.200 Time to expiry: 49 Days Oct 10 1.000 -0.09 41.92 0 0 0| 0 0 0 0 110 2.000 -0.19 37.00 0 0 0| 50 86 +50 0 120 3.000 -0.27 34.52 0 0 0| 0 0 0 0 125 4.250 -0.37 32.13 0 0 0| 0 69 0 0 130 6.750 -0.49 31.71 0 0 0| 0 690 0 0 135 9.250 -0.63 29.88 0 0 0| 0 36 0 0 140 13.000 -0.73 30.73 0 0 0| 0 475 0 0 145 17.000 -0.83 30.19 0 0 0| 0 25 0 0 150 26.250 -0.93 31.16 0 0 0| 0 0 0 0 160 36.000 -0.96 36.77 0 0 0| 0 0 0 0 170 Total 0 0 0| 50 1,381 +50 0 Indicative a-t-m Vol 31.96 Underlying Price 134.200 Time to expiry: 84 Days Nov 10 1.750 -0.13 40.31 0 0 0| 0 0 0 0 110 3.500 -0.23 36.99 0 0 0| 0 8 0 0 120 4.750 -0.30 35.16 0 0 0| 0 0 0 0 125 6.500 -0.39 33.91 0 0 0| 0 0 0 0 130 8.500 -0.48 31.96 0 0 0| 0 0 0 0 135 11.500 -0.58 31.49 0 0 0| 0 0 0 0 140 18.250 -0.75 30.15 0 0 0| 0 0 0 0 150 26.750 -0.88 30.03 0 0 0| 0 75 0 0 160 Total 0 0 0| 0 83 0 0 Indicative a-t-m Vol 32.30 Underlying Price 134.200 Time to expiry: 112 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 0.750 -0.04 48.56 0 0 0| 0 56 0 0 88 1.250 -0.07 45.41 0 0 0| 0 230 0 0 96 1.500 -0.09 42.67 0 0 0| 0 14,053 0 0 100 Equity Options 21:55 Business Day Fri 27 Aug 2010 Previous Business Day Thu 26 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 | 2.750 -0.15 39.59 0 0 0| 0 69 0 0 110 4.500 -0.25 36.15 0 0 0| 0 784 0 0 120 7.750 -0.39 33.51 0 0 0| 0 349 0 0 130 12.500 -0.56 31.08 0 0 0| 0 995 0 0 140 18.750 -0.73 28.17 0 0 0| 0 0 0 0 150 28.250 26.750 -0.88 26.19 28.250 S 28.000 0 0 3| 0 6,916 0 0 160 46.000 -0.95 31.23 0 0 0| 0 40 0 0 180 65.750 -1.00 27.88 0 0 0| 0 11 0 0 200 85.750 -1.00 34.02 0 0 0| 0 2,500 0 0 220 105.750 -1.00 42.27 0 0 0| 0 0 0 0 240 Total 0 0 3| 0 26,204 0 0 Indicative a-t-m Vol 32.69 Underlying Price 134.200 Time to expiry: 203 Days Mar 11 2.750 -0.12 41.73 0 0 0| 0 115 0 0 96 3.250 -0.14 40.37 0 0 0| 0 56 0 0 100 5.250 -0.21 37.56 0 0 0| 0 215 0 0 110 8.000 -0.31 35.04 0 0 0| 0 136 0 0 120 12.000 -0.42 33.43 0 0 0| 0 54 0 0 130 17.250 -0.55 31.96 0 0 0| 0 74 0 0 140 23.250 -0.68 29.86 0 0 0| 0 38 0 0 150 31.000 -0.79 28.76 0 0 0| 0 0 0 0 160 48.500 -0.94 25.69 0 0 0| 0 30 0 0 180 Total 0 0 0| 0 718 0 0 Indicative a-t-m Vol 32.74 Underlying Price 134.200 Time to expiry: 294 Days Jun 11 4.000 -0.14 40.03 0 0 0| 0 8 0 0 96 4.750 -0.16 38.90 0 0 0| 0 6 0 0 100 10.250 10.000 -0.32 34.39 10.250 10.250 0 0 2| 0 10 0 0 120 14.500 -0.42 33.48 0 0 0| 5 220 +5 0 130 19.500 -0.52 32.00 0 0 0| 0 228 0 0 140 25.750 -0.63 30.64 0 0 0| 2 92 +2 0 150 32.750 -0.73 29.33 0 0 0| 0 0 0 0 160 49.250 -0.88 26.76 0 0 0| 0 13 0 0 180 Total 0 0 2| 7 577 +7 0 Indicative a-t-m Vol 29.47 Underlying Price 134.200 Time to expiry: 476 Days Dec 11 2.000 -0.05 45.25 0 0 0| 0 0 0 0 64 3.000 -0.08 43.93 0 0 0| 0 0 0 0 72 4.000 -0.11 41.87 0 0 0| 0 0 0 0 80 5.500 -0.15 40.29 0 0 0| 0 0 0 0 88 7.000 -0.19 37.99 0 0 0| 0 0 0 0 96 8.000 -0.21 36.90 0 0 0| 0 0 0 0 100 14.000 -0.36 31.80 0 0 0| 0 0 0 0 120 23.750 -0.54 28.69 0 0 0| 0 0 0 0 140 37.750 -0.71 27.27 0 0 0| 0 0 0 0 160 54.250 -0.85 25.97 0 0 0| 0 0 0 0 180 Total 0 0 0| 0 0 0 0 Indicative a-t-m Vol 28.60 Underlying Price 134.200 Time to expiry: 658 Days Jun 12 Equity Options 21:55 Business Day Fri 27 Aug 2010 Previous Business Day Thu 26 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 | 9.250 -0.23 33.13 0 0 0| 0 0 0 0 100 17.000 -0.37 31.28 0 0 0| 0 0 0 0 120 26.750 -0.54 27.71 0 0 0| 0 0 0 0 140 40.500 -0.69 26.42 0 0 0| 0 0 0 0 160 Total 0 0 0| 0 0 0 0 Indicative a-t-m Vol 28.58 Underlying Price 134.200 Time to expiry: 847 Days Dec 12 13.250 -0.26 34.92 0 0 0| 0 0 0 0 100 20.500 -0.39 30.72 0 0 0| 0 60 0 0 120 30.750 -0.54 27.86 0 0 0| 0 0 0 0 140 44.750 -0.67 26.77 0 0 0| 0 0 0 0 160 Total 0 0 0| 0 60 0 0 Total Puts 0 0 17| 63 57,809 +57 0 Grand Total 0 0 52| 820,103 905,052 +97 0 A2A SpA - Euro Cash FLEX Opt (ASB) Grand Total 0 0 52| 825,103 910,466 +97 0 ABB Ltd (ABQ) Indicative a-t-m Vol 0.00 Underlying Price 19.770 Time to expiry: 21 Days 17 Sep 10 0.271 -0.28 31.03 N/A 0 0| 0 8,000 0 0 190 0.669 -0.55 28.75 N/A 0 0| 0 3,000 0 0 200 TotalN/A 0 0| 0 11,000 0 0 Indicative a-t-m Vol 0.00 Underlying Price 19.770 Time to expiry: 112 Days 17 Dec 10 0.989 -0.37 31.49 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 19.770 Time to expiry: 115 Days 20 Dec 10 5.496 -0.94 27.24 N/A 0 0| 0 1,000 0 0 252 10.526 -0.99 32.31 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 19.770 Time to expiry: 294 Days 17 Jun 11 1.372 -0.32 31.92 N/A 0 0| 0 4,500 0 0 180 7.891 -0.90 26.66 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 19.770 Time to expiry: 369 Days 31 Aug 11 3.549 -0.56 30.19 N/A 0 0| 0 1,000 0 0 217 TotalN/A 0 0| 0 1,000 0 0 Total PutsN/A 0 0| 0 23,960 0 0 Grand TotalN/A 0 52| 895,103 1,030,926 +97 0 Abertis Infraestructuras SA (CYQ) Indicative a-t-m Vol 0.00 Underlying Price 47.660 Time to expiry: 112 Days 17 Dec 10 0.115 -0.02 60.31 N/A 0 0| 0 260 0 0 250 TotalN/A 0 0| 0 260 0 0 Total PutsN/A 0 0| 0 260 0 0 Grand TotalN/A 0 52| 900,103 1,036,276 +97 0 Equity Options 21:55 Business Day Fri 27 Aug 2010 Previous Business Day Thu 26 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 | Adecco SA (QVQ) Grand TotalN/A 0 52| 905,103 1,041,536 +97 0 Adidas AG (FKQ) Indicative a-t-m Vol 0.00 Underlying Price 4.1420 Time to expiry: 21 Days 17 Sep 10 0.2100 -0.53 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 0 52| 910,103 1,047,536 +97 0 Aegon NV (AFQ) Grand TotalN/A 0 52| 915,103 1,072,536 +97 0 ageas NV/SA - Amer Phys FLEX Opt (FOQ) Indicative a-t-m Vol 0.00 Underlying Price 2.0270 Time to expiry: 112 Days 17 Dec 10 14.7130 -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 0 52| 930,103 1,103,536 +97 0 ageas NV/SA - Euro Phys FLEX Opt (FOX) Indicative a-t-m Vol 0.00 Underlying Price 2.0270 Time to expiry: 112 Days 17 Dec 10 12.9281 -1.00 45.22 N/A 0 0| 0 1,000 0 0 1500 13.9251 -1.00 45.88 N/A 0 0| 0 2,500 0 0 1600 14.9221 -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 0 52| 960,103 1,152,536 +97 0 Air Liquide (AIJ) Grand TotalN/A 0 52| 965,103 1,157,616 +97 0 Akzo Nobel NV (AKQ) Indicative a-t-m Vol 0.00 Underlying Price 41.4900 Time to expiry: 294 Days 17 Jun 11 4.0000 -0.44 29.54 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 2.0310 Time to expiry: 21 Days 17 Sep 10 0.2000 -0.76 43.73 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 0 52| 975,103 1,170,016 +97 0 Alcatel-Lucent SA - Amer Phys FLEX Opt (CGQ) Indicative a-t-m Vol 0.00 Underlying Price 2.0310 Time to expiry: 112 Days 17 Dec 10 0.2900 -0.58 42.47 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 2.0310 Time to expiry: 203 Days 18 Mar 11 0.4926 -0.65 41.05 N/A 0 0| 0 71,500 0 0 241 Equity Options 21:55 Business Day Fri 27 Aug 2010 Previous Business Day Thu 26 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 | TotalN/A 0 0| 0 71,500 0 0 Total PutsN/A 0 0| 0 71,500 0 0 Grand TotalN/A 0 52| 990,103 1,256,516 +97 0 Allianz AG (ALQ) Indicative a-t-m Vol 0.00 Underlying Price 81.4300 Time to expiry: 21 Days 17 Sep 10 0.1809 -0.06 34.15 N/A 0 0| 0 1,000 0 0 7200 1.4107 -0.38 26.60 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 81.4300 Time to expiry: 112 Days 17 Dec 10 0.3851 -0.04 53.63 N/A 0 0| 0 100 0 0 5000 0.8190 -0.09 40.15 N/A 0 0| 0 1,000 0 0 6200 1.6759 -0.18 34.14 N/A 0 0| 0 1,000 0 0 7000 4.3157 -0.42 28.52 N/A 0 0| 0 1,750 0 0 8000 6.1246 -0.55 26.80 N/A 0 0| 0 750 0 0 8400 7.3279 -0.61 26.34 N/A 0 0| 0 1,000 0 0 8600 29.2389 -1.00 16.94 N/A 0 0| 0 2,000 0 0 11100 38.2232 -1.00 25.41 N/A 0 0| 0 1,000 0 0 12000 58.1633 -1.00 34.23 N/A 0 0| 0 500 0 0 14000 59.4591 -1.00 34.69 N/A 0 0| 0 35 0 0 14130 78.1023 -1.00 41.32 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 81.4300 Time to expiry: 294 Days 17 Jun 11 6.4557 -0.37 30.53 N/A 0 0| 0 571 0 0 7421 8.9389 -0.49 28.38 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 81.4300 Time to expiry: 476 Days 16 Dec 11 13.5897 -0.53 27.73 N/A 0 0| 0 2,500 0 0 8500 41.8189 -0.97 19.96 N/A 0 0| 0 1,500 0 0 12000 80.1649 -0.99 24.22 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 81.4300 Time to expiry: 847 Days 21 Dec 12 18.7365 -0.54 28.13 N/A 0 0| 0 250 0 0 8500 TotalN/A 0 0| 0 250 0 0 Total PutsN/A 0 0| 0 19,456 0 0 Grand TotalN/A 0 52| 1,135,103 1,429,584 +97 0 Alstom SA - Amer Cash FLEX Opt (ZWU) Grand TotalN/A 0 52| 1,140,103 1,434,584 +97 0 Alstom SA - Amer Phys FLEX Opt (ZWQ) Grand TotalN/A 0 52| 1,150,103 1,445,784 +97 0 Alstom SA - Euro Phys FLEX Opt (ZWX) Indicative a-t-m Vol 0.00 Underlying Price 38.2000 Time to expiry: 21 Days 17 Sep 10 2.1909 -0.74 28.67 N/A 0 0| 0 1,500 0 0 4000 TotalN/A 0 0| 0 1,500 0 0 Equity Options 21:55 Business Day Fri 27 Aug 2010 Previous Business Day Thu 26 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 | Total PutsN/A 0 0| 0 1,500 0 0 Indicative a-t-m Vol 0.00 Underlying Price 2295.500 Time to expiry: 21 Days 17 Sep 10 10.500 -0.08 43.49 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 0 52| 1,160,103 1,458,784 +97 0 Anglo American plc - Amer Cash FLEX Opt (AHW) Indicative a-t-m Vol 0.00 Underlying Price 2295.500 Time to expiry: 21 Days 17 Sep 10 44.500 -0.30 38.13 N/A 0 0| 0 0 0 0 2200 142.500 -0.69 34.92 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: 21 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 0 52| 1,175,103 1,473,784 +97 0 Anglo American plc - Amer Phys FLEX Opt (AHO) Grand TotalN/A 0 52| 1,180,103 1,478,784 +97 0 Anglo American plc - Euro Phys FLEX Opt (AHV) Indicative a-t-m Vol 0.00 Underlying Price 2295.500 Time to expiry: 112 Days 17 Dec 10 65.210 -0.18 44.71 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 40.6650 Time to expiry: 21 Days 17 Sep 10 0.1400 -0.09 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 0 52| 1,190,103 1,489,284 +97 0 Anheuser-Busch InBev NV - Amer Phys FLEX Opt (IGQ) Indicative a-t-m Vol 0.00 Underlying Price 40.6650 Time to expiry: 21 Days 17 Sep 10 0.3600 -0.23 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 0 52| 1,200,103 1,502,584 +97 0 Antofagasta plc - Amer Phys FLEX Opt (KFQ) Indicative a-t-m Vol 0.00 Underlying Price 22.8600 Time to expiry: 385 Days 16 Sep 11 2.5141 -0.31 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 0 52| 1,215,103 1,518,384 +97 0 Arcelor Mittal (LOQ) Equity Options 21:55 Business Day Fri 27 Aug 2010 Previous Business Day Thu 26 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 | Grand TotalN/A 0 52| 1,220,103 1,524,384 +97 0 Arcelor Mittal - Amer Phys FLEX Opt (RRO) Indicative a-t-m Vol 0.00 Underlying Price 22.8650 Time to expiry: 357 Days 19 Aug 11 2.3543 -0.31 42.49 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 22.8650 Time to expiry: 385 Days 16 Sep 11 2.4945 -0.31 42.40 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 22.8650 Time to expiry: 847 Days 21 Dec 12 10.0930 -0.60 36.69 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 0 52| 1,240,103 1,552,384 +97 0 Arcelor Mittal - Euro Phys FLEX Opt (RRV) Indicative a-t-m Vol 0.00 Underlying Price 22.8650 Time to expiry: 21 Days 17 Sep 10 0.8669 -0.51 36.47 N/A 0 0| 0 1,000 0 0 2300 3.1723 -0.94 33.62 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 0 52| 1,260,103 1,578,384 +97 0 ASML Holding NV (FDQ) Grand TotalN/A 0 52| 1,270,103 1,598,384 +97 0 Assicurazioni Generali SpA (GXX) Indicative a-t-m Vol 0.00 Underlying Price 14.4000 Time to expiry: 111 Days 16 Dec 10 1.2612 -0.56 29.72 N/A 0 0| 0 150 0 0 1500 3.6156 -0.92 26.64 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 14.4000 Time to expiry: 112 Days 17 Dec 10 0.7873 -0.40 31.57 N/A 0 0| 0 0 0 0 1400 1.9144 -0.72 28.23 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 0 52| 1,305,103 1,634,284 +97 0 AstraZeneca Plc (AZJ) Grand TotalN/A 0 52| 1,315,103 1,644,540 +97 0 AstraZeneca plc (AZX) Grand TotalN/A 0 52| 1,335,103 1,666,240 +97 0 AstraZeneca Plc (AZQ) Grand TotalN/A 0 52| 1,340,103 1,671,590 +97 0 AstraZeneca plc (AZX) Grand TotalN/A 0 52| 1,345,103 1,677,090 +97 0 AstraZeneca Plc (AZQ) Grand TotalN/A 0 52| 1,350,103 1,682,340 +97 0 Equity Options 21:55 Business Day Fri 27 Aug 2010 Previous Business Day Thu 26 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 | AstraZeneca plc (AZX) Indicative a-t-m Vol 0.00 Underlying Price 3241.000 Time to expiry: 112 Days 17 Dec 10 2.270 -0.01 39.12 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 3241.000 Time to expiry: 112 Days 17 Dec 10 4.270 -0.02 35.17 N/A 0 0| 0 500 0 0 2200 TotalN/A 0 0| 0 500 0 0 Total PutsN/A 0 0| 0 500 0 0 Grand TotalN/A 0 52| 1,365,103 1,697,840 +97 0 AstraZeneca Plc (AZQ) Indicative a-t-m Vol 0.00 Underlying Price 3241.000 Time to expiry: 112 Days 17 Dec 10 7.690 -0.03 31.21 N/A 0 0| 0 250 0 0 2400 TotalN/A 0 0| 0 250 0 0 Total PutsN/A 0 0| 0 250 0 0 Grand TotalN/A 0 52| 1,370,103 1,703,340 +97 0 AstraZeneca plc (AZX) Indicative a-t-m Vol 0.00 Underlying Price 3241.000 Time to expiry: 112 Days 17 Dec 10 33.250 -0.13 25.77 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 3241.000 Time to expiry: 476 Days 16 Dec 11 136.170 -0.23 25.60 N/A 0 0| 0 250 0 0 2600 TotalN/A 0 0| 0 250 0 0 Total PutsN/A 0 0| 0 250 0 0 Grand TotalN/A 0 52| 1,380,103 1,714,340 +97 0 AstraZeneca Plc (AZQ) Indicative a-t-m Vol 0.00 Underlying Price 3241.000 Time to expiry: 847 Days 21 Dec 12 298.470 -0.36 22.60 N/A 0 0| 0 150 0 0 2800 TotalN/A 0 0| 0 150 0 0 Total PutsN/A 0 0| 0 150 0 0 Grand TotalN/A 0 52| 1,385,103 1,719,590 +97 0 AstraZeneca plc (AZX) Indicative a-t-m Vol 0.00 Underlying Price 3241.000 Time to expiry: 1211 Days 20 Dec 13 506.450 -0.47 22.02 N/A 0 0| 0 100 0 0 3000 TotalN/A 0 0| 0 100 0 0 Total PutsN/A 0 0| 0 100 0 0 Grand TotalN/A 0 52| 1,395,103 1,729,840 +97 0 AstraZeneca plc - Stockholmborsen (ZNJ) Grand TotalN/A 0 52| 1,400,103 1,735,030 +97 0 Aviva Plc (AVQ) Grand TotalN/A 0 52| 1,435,103 1,770,630 +97 0 Equity Options 21:55 Business Day Fri 27 Aug 2010 Previous Business Day Thu 26 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 | AXA SA (CJJ) Indicative a-t-m Vol 0.00 Underlying Price 12.4850 Time to expiry: 21 Days 17 Sep 10 4.5098 -1.00 42.51 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 12.4850 Time to expiry: 49 Days 15 Oct 10 0.6100 -0.37 46.39 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 12.4850 Time to expiry: 112 Days 17 Dec 10 1.0149 -0.38 46.61 N/A 0 0| 0 3,000 0 0 1200 2.0648 -0.65 40.64 N/A 0 0| 0 5,000 0 0 1400 3.6317 -0.86 37.05 N/A 0 0| 0 40,000 0 0 1600 4.5392 -0.93 35.81 N/A 0 0| 0 2,500 0 0 1700 5.1300 -0.96 34.81 N/A 0 0| 0 2,500 0 0 1759 7.0027 -0.99 32.84 N/A 0 0| 0 2,500 0 0 1954 9.9850 -1.00 31.32 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 12.4850 Time to expiry: 294 Days 17 Jun 11 2.3155 -0.50 42.97 N/A 0 0| 0 5,000 0 0 1270 2.8961 -0.58 40.95 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 12.4850 Time to expiry: 385 Days 16 Sep 11 2.7244 -0.50 42.22 N/A 0 0| 0 1,000 0 0 1300 3.3320 -0.58 40.40 N/A 0 0| 0 850 0 0 1400 TotalN/A 0 0| 0 1,850 0 0 Indicative a-t-m Vol 0.00 Underlying Price 12.4850 Time to expiry: 476 Days 16 Dec 11 4.5683 -0.66 37.73 N/A 0 0| 0 40,000 0 0 1563 19.0999 -0.97 39.08 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 0 52| 1,565,103 2,136,862 +97 0 Baloise Holding AG (OIQ) Indicative a-t-m Vol 0.00 Underlying Price 0.9555 Time to expiry: 21 Days 17 Sep 10 0.4449 -0.98 72.09 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 0 52| 1,575,103 2,148,462 +97 0 Banca Monte dei Paschi di Siena SpA (EVX) Indicative a-t-m Vol 0.00 Underlying Price 0.9555 Time to expiry: 21 Days 17 Sep 10 0.4945 -0.99 71.54 N/A 0 0| 0 2,350 0 0 145 0.5443 -0.99 71.54 N/A 0 0| 0 1,210 0 0 150 TotalN/A 0 0| 0 3,560 0 0 Equity Options 21:55 Business Day Fri 27 Aug 2010 Previous Business Day Thu 26 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 0.9555 Time to expiry: 112 Days 17 Dec 10 0.4403 -1.00 16.00 N/A 0 0| 0 3,207 0 0 140 0.4902 -1.00 16.00 N/A 0 0| 0 451 0 0 145 TotalN/A 0 0| 0 3,658 0 0 Indicative a-t-m Vol 0.00 Underlying Price 0.9555 Time to expiry: 203 Days 18 Mar 11 0.3407 -0.94 24.29 N/A 0 0| 0 371 0 0 130 0.5355 -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 0 0 Grand TotalN/A 0 52| 1,610,103 2,191,971 +97 0 Banco Bilbao Vizcaya Argentaria SA (BDQ) Indicative a-t-m Vol 0.00 Underlying Price 9.5070 Time to expiry: 21 Days 17 Sep 10 0.3122 -0.38 48.00 N/A 0 0| 0 7,000 0 0 925 0.6853 -0.67 42.05 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 9.5070 Time to expiry: 112 Days 17 Dec 10 4.0779 -0.99 27.61 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 9.5070 Time to expiry: 203 Days 18 Mar 11 0.7657 -0.29 49.10 N/A 0 0| 0 0 0 0 825 3.6679 -0.89 33.21 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 9.5070 Time to expiry: 476 Days 16 Dec 11 1.0989 -0.30 42.49 N/A 0 0| 0 2,500 0 0 800 3.4276 -0.68 35.77 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 9.5070 Time to expiry: 756 Days 21 Sep 12 6.2191 -0.83 31.20 N/A 0 0| 0 50,600 0 0 1500 6.6697 -0.84 31.20 N/A 0 0| 0 19,530 0 0 1550 TotalN/A 0 0| 0 70,130 0 0 Total PutsN/A 0 0| 0 132,130 0 0 Grand TotalN/A 0 52| 1,685,103 2,419,211 +97 0 Banco Santander SA - Amer Phys FLEX OPT (SJQ) Indicative a-t-m Vol 0.00 Underlying Price 9.2110 Time to expiry: 21 Days 17 Sep 10 0.0727 -0.11 55.44 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 9.2110 Time to expiry: 112 Days 17 Dec 10 0.5402 -0.29 49.56 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 21:55 Business Day Fri 27 Aug 2010 Previous Business Day Thu 26 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 0 52| 1,700,103 2,554,211 +97 0 Banco Santander SA - Euro Cash FLEX OPT (SJJ) Indicative a-t-m Vol 0.00 Underlying Price 9.2110 Time to expiry: 847 Days 21 Dec 12 3.0812 -0.49 39.02 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 0 52| 1,715,103 2,575,125 +97 0 Banco Santander SA - Euro Phys FLEX OPT (SJX) Indicative a-t-m Vol 0.00 Underlying Price 9.2110 Time to expiry: 112 Days 17 Dec 10 2.2100 -0.83 34.92 N/A 0 0| 0 2,500 0 0 1119 TotalN/A 0 0| 0 2,500 0 0 Total PutsN/A 0 0| 0 2,500 0 0 Grand TotalN/A 0 52| 1,725,103 2,590,125 +97 0 Barclays Plc (BBJ) Grand TotalN/A 0 52| 1,735,103 2,600,166 +97 0 Barclays plc (BBX) Grand TotalN/A 0 52| 1,750,103 2,622,166 +97 0 Barclays Plc (BBQ) Indicative a-t-m Vol 0.00 Underlying Price 303.950 Time to expiry: 21 Days 17 Sep 10 11.050 -0.43 44.81 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 0 52| 1,760,103 2,635,816 +97 0 Barclays plc (BBX) Indicative a-t-m Vol 0.00 Underlying Price 303.950 Time to expiry: 112 Days 17 Dec 10 35.340 -0.49 45.64 N/A 0 0| 0 1,000 0 0 312 57.800 -0.71 39.14 N/A 0 0| 0 3,000 0 0 351 64.430 -0.76 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 303.950 Time to expiry: 112 Days 17 Dec 10 107.400 -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 0 52| 1,780,103 2,665,816 +97 0 Barclays Plc (BBQ) Indicative a-t-m Vol 0.00 Underlying Price 303.950 Time to expiry: 112 Days 17 Dec 10 184.300 -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 303.950 Time to expiry: 476 Days 16 Dec 11 45.890 -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 21:55 Business Day Fri 27 Aug 2010 Previous Business Day Thu 26 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 | 82.690 -0.56 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 303.950 Time to expiry: 476 Days 16 Dec 11 82.450 -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 0 52| 1,805,103 2,696,566 +97 0 Barclays plc (BBX) Indicative a-t-m Vol 0.00 Underlying Price 303.950 Time to expiry: 476 Days 16 Dec 11 130.470 -0.75 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 0 52| 1,815,103 2,714,066 +97 0 BASF SE (BJJ) Indicative a-t-m Vol 0.00 Underlying Price 42.0250 Time to expiry: 21 Days 17 Sep 10 5.9995 -0.97 29.97 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 42.0250 Time to expiry: 49 Days 15 Oct 10 1.0259 -0.31 31.35 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 42.0250 Time to expiry: 112 Days 17 Dec 10 0.1044 -0.02 50.27 N/A 0 0| 0 1,200 0 0 2500 1.9818 -0.35 32.39 N/A 0 0| 0 1,000 0 0 4000 4.4213 -0.63 28.96 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 42.0250 Time to expiry: 294 Days 17 Jun 11 3.4290 -0.41 27.99 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 42.0250 Time to expiry: 476 Days 16 Dec 11 5.2526 -0.45 27.93 N/A 0 0| 0 3,000 0 0 4000 7.3985 -0.61 25.25 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 42.0250 Time to expiry: 1211 Days 20 Dec 13 12.4966 -0.56 27.67 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 0 52| 1,900,103 2,817,845 +97 0 Bayer AG (BQQ) Indicative a-t-m Vol 0.00 Underlying Price 47.1500 Time to expiry: 294 Days 17 Jun 11 Equity Options 21:55 Business Day Fri 27 Aug 2010 Previous Business Day Thu 26 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 | 3.0878 -0.32 31.21 N/A 0 0| 0 1,063 0 0 4206 3.0980 -0.32 31.21 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 0 52| 1,925,103 2,847,408 +97 0 BG Group Plc (BGQ) Indicative a-t-m Vol 0.00 Underlying Price 1066.500 Time to expiry: 476 Days 16 Dec 11 28.580 -0.11 36.32 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 0 52| 1,935,103 2,858,118 +97 0 BHP Billiton Plc (BHJ) Grand TotalN/A 0 52| 1,940,103 2,863,123 +97 0 BHP Billiton plc (BHX) Indicative a-t-m Vol 0.00 Underlying Price 1798.000 Time to expiry: 658 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 0 52| 1,945,103 2,868,192 +97 0 BHP Billiton Plc (BHQ) Grand TotalN/A 0 52| 1,950,103 2,873,262 +97 0 BNP Paribas (BNJ) Indicative a-t-m Vol 0.00 Underlying Price 49.7450 Time to expiry: 21 Days 17 Sep 10 0.5100 -0.14 50.85 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 49.7450 Time to expiry: 112 Days 17 Dec 10 0.4841 -0.05 67.77 N/A 0 0| 0 500 0 0 2916 7.3510 -0.64 37.66 N/A 0 0| 0 1,000 0 0 5500 13.0000 -0.87 33.74 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 0 52| 1,985,103 2,919,223 +97 0 Bouygues (EHX) Indicative a-t-m Vol 0.00 Underlying Price 32.4450 Time to expiry: 112 Days 17 Dec 10 6.1965 -0.77 33.89 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 0 52| 1,995,103 2,949,223 +97 0 BP plc (BPX) Grand TotalN/A 0 52| 2,010,103 2,970,473 +97 0 BP Plc (BPQ) Grand TotalN/A 0 52| 2,015,103 2,975,473 +97 0 BP plc (BPX) Grand TotalN/A 0 52| 2,025,103 2,987,673 +97 0 Equity Options 21:55 Business Day Fri 27 Aug 2010 Previous Business Day Thu 26 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 0 52| 2,035,103 3,002,173 +97 0 BP plc (BPX) Grand TotalN/A 0 52| 2,045,103 3,013,673 +97 0 BP Plc (BPQ) Grand TotalN/A 0 52| 2,050,103 3,023,173 +97 0 BP plc (BPX) Grand TotalN/A 0 52| 2,055,103 3,028,673 +97 0 BP Plc (BPQ) Grand TotalN/A 0 52| 2,075,103 3,059,923 +97 0 BP plc (BPX) Grand TotalN/A 0 52| 2,085,103 3,071,423 +97 0 BP Plc (BPQ) Grand TotalN/A 0 52| 2,100,103 3,091,673 +97 0 BP plc (BPX) Grand TotalN/A 0 52| 2,105,103 3,097,073 +97 0 BP Plc (BPQ) Indicative a-t-m Vol 0.00 Underlying Price 379.650 Time to expiry: 112 Days 17 Dec 10 3.710 -0.07 51.50 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 0 52| 2,110,103 3,104,073 +97 0 BP plc (BPX) Indicative a-t-m Vol 0.00 Underlying Price 379.650 Time to expiry: 112 Days 17 Dec 10 41.590 -0.56 35.96 N/A 0 0| 0 2,500 0 0 400 69.300 -0.75 34.28 N/A 0 0| 0 6,750 0 0 440 85.520 -0.82 33.53 N/A 0 0| 0 500 0 0 460 103.100 -0.88 33.15 N/A 0 0| 0 1,200 0 0 480 121.270 -0.93 32.10 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 379.650 Time to expiry: 112 Days 17 Dec 10 170.390 -0.99 30.69 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 0 52| 2,140,103 3,155,023 +97 0 BP Plc (BPQ) Indicative a-t-m Vol 0.00 Underlying Price 379.650 Time to expiry: 112 Days 17 Dec 10 200.350 -1.00 30.27 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 379.650 Time to expiry: 112 Days 17 Dec 10 219.060 -1.00 29.86 N/A 0 0| 0 500 0 0 600 TotalN/A 0 0| 0 500 0 0 Equity Options 21:55 Business Day Fri 27 Aug 2010 Previous Business Day Thu 26 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 0 52| 2,150,103 3,169,523 +97 0 BP plc (BPX) Indicative a-t-m Vol 0.00 Underlying Price 379.650 Time to expiry: 112 Days 17 Dec 10 268.890 -1.00 28.96 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 379.650 Time to expiry: 112 Days 17 Dec 10 270.350 -1.00 28.96 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 0 52| 2,160,103 3,181,023 +97 0 BP Plc (BPQ) Indicative a-t-m Vol 0.00 Underlying Price 379.650 Time to expiry: 112 Days 17 Dec 10 318.770 -1.00 28.13 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 0 52| 2,165,103 3,189,023 +97 0 BP plc (BPX) Indicative a-t-m Vol 0.00 Underlying Price 379.650 Time to expiry: 476 Days 16 Dec 11 188.060 -0.84 29.76 N/A 0 0| 0 250 0 0 550 196.970 -0.86 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 379.650 Time to expiry: 476 Days 16 Dec 11 234.160 -0.91 29.05 N/A 0 0| 0 1,000 0 0 600 TotalN/A 0 0| 0 1,000 0 0 Total PutsN/A 0 0| 0 1,000 0 0 Grand TotalN/A 0 52| 2,180,103 3,206,023 +97 0 BP Plc (BPQ) Indicative a-t-m Vol 0.00 Underlying Price 379.650 Time to expiry: 847 Days 21 Dec 12 12.810 -0.09 44.16 N/A 0 0| 0 1,100 0 0 180 239.200 -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 379.650 Time to expiry: 847 Days 21 Dec 12 255.190 -0.95 20.24 N/A 0 0| 0 400 0 0 620 TotalN/A 0 0| 0 400 0 0 Total PutsN/A 0 0| 0 400 0 0 Grand TotalN/A 0 52| 2,195,103 3,224,373 +97 0 BP plc (BPX) Grand TotalN/A 0 52| 2,200,103 3,229,773 +97 0 Equity Options 21:55 Business Day Fri 27 Aug 2010 Previous Business Day Thu 26 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 454.600 Time to expiry: 476 Days 16 Dec 11 8.010 -0.08 36.18 N/A 0 0| 0 1,000 0 0 267 TotalN/A 0 0| 0 1,000 0 0 Total Puts