Equity Options 21:59 Business Day Mon 30 Aug 2010 Previous Business Day Fri 27 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: 18 Days Sep 10 42.250 1.00 29.33 0 0 0| 0 0 0 0 220 32.750 0.94 38.13 0 0 0| 0 0 0 0 230 23.500 0.88 34.24 0 0 0| 0 0 0 0 240 18.750 0.84 31.14 0 0 0| 0 0 0 0 245 14.750 0.77 29.75 0 0 0| 0 0 0 0 250 8.000 0.56 28.26 0 0 0| 0 0 0 0 260 3.750 0.34 28.20 0 0 0| 0 5 0 0 270 1.250 0.15 27.17 0 0 0| 0 5 0 0 280 1.000 0.11 34.89 0 0 0| 0 5 0 0 290 0.500 0.06 37.07 0 0 0| 0 10 0 0 300 0.500 0.04 42.09 0 0 0| 0 0 0 0 310 0.250 0.03 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: 109 Days Dec 10 47.000 0.85 35.32 0 0 0| 0 0 0 0 220 31.500 0.72 33.04 0 0 0| 0 0 0 0 240 19.000 0.56 31.22 0 0 0| 0 0 0 0 260 10.500 0.38 30.44 0 0 0| 0 12 0 0 280 5.000 0.23 29.51 0 0 0| 0 21 0 0 300 2.000 0.11 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: 200 Days Mar 11 51.500 0.79 35.26 0 0 0| 0 4 0 0 220 37.500 0.68 33.80 0 0 0| 0 0 0 0 240 26.250 0.56 32.81 0 0 0| 0 0 0 0 260 16.750 0.43 30.80 0 0 0| 0 0 0 0 280 11.250 0.32 31.23 0 0 0| 5 5 +5 0 300 7.000 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 0| 5 81 +5 0 Total Calls 0 0 0| 5 289 +5 0 | Equity Options 21:59 Business Day Mon 30 Aug 2010 Previous Business Day Fri 27 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: 18 Days Sep 10 0.250 -0.03 42.00 0 0 0| 0 20 0 0 220 0.500 -0.05 36.71 0 0 0| 0 8 0 0 230 0.750 -0.10 30.64 0 0 0| 0 120 0 0 240 1.500 -0.15 29.74 0 0 0| 0 0 0 0 245 2.500 -0.23 30.29 0 0 0| 0 10 0 0 250 5.750 -0.44 28.65 0 0 0| 0 99 0 0 260 11.250 -0.67 27.38 0 0 0| 0 75 0 0 270 19.250 -0.84 27.74 0 0 0| 0 7 0 0 280 28.250 -0.95 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 -0.99 33.70 0 0 0| 0 0 0 0 310 58.000 -0.99 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: 109 Days Dec 10 4.500 -0.16 34.94 0 0 0| 0 0 0 0 220 9.500 -0.29 33.43 0 0 0| 0 122 0 0 240 16.250 -0.45 29.88 0 0 0| 0 66 0 0 260 28.750 -0.62 30.94 0 0 0| 0 50 0 0 280 43.250 -0.78 29.48 0 0 0| 0 5 0 0 300 60.500 -0.88 29.37 0 0 0| 0 0 0 0 320 99.000 -0.95 33.36 0 0 0| 0 0 0 0 360 Total 0 0 0| 0 243 0 0 Indicative a-t-m Vol 32.54 Underlying Price 262.100 Time to expiry: 200 Days Mar 11 9.250 -0.21 35.11 0 0 0| 0 0 0 0 220 15.250 -0.32 33.51 0 0 0| 0 75 0 0 240 24.000 -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| 0 686 0 0 Grand Total 0 0 0| 28,229 29,199 +5 0 Equity Options 21:59 Business Day Mon 30 Aug 2010 Previous Business Day Fri 27 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: 18 Days Sep 10 696.500 1.00 60.39 0 0 0| 0 0 0 0 1600 497.500 0.99 50.01 0 0 0| 0 0 0 0 1800 399.000 0.97 45.80 0 0 0| 0 0 0 0 1900 304.000 0.93 43.18 0 0 0| 0 0 0 0 2000 216.000 0.84 41.78 0 0 0| 0 0 0 0 2100 135.500 0.70 38.07 0 0 0| 5 22 -5 0 2200 74.500 0.51 36.59 0 0 0| 15 52 +15 0 2300 35.000 0.31 35.37 0 0 0| 8 937 +250 0 2400 14.000 0.15 35.00 0 0 0| 20 405 +18 0 2500 4.500 0.06 34.52 0 0 0| 0 1,377 0 0 2600 2.000 0.03 36.95 0 0 0| 0 25 0 0 2700 2.000 0.02 43.54 0 0 0| 0 1,533 -10 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 0| 48 4,792 +268 0 Indicative a-t-m Vol 38.64 Underlying Price 2295.500 Time to expiry: 46 Days Oct 10 419.500 0.89 46.49 0 0 0| 0 0 0 0 1900 333.500 0.83 44.28 0 0 0| 0 6 0 0 2000 250.000 0.75 40.84 0 0 0| 0 0 0 0 2100 181.500 0.65 39.42 0 0 0| 0 13 0 0 2200 125.500 0.52 38.61 0 0 0| 0 6 0 0 2300 78.500 0.39 36.55 0 0 0| 0 8 0 0 2400 45.500 0.27 35.14 0 0 0| 0 14 0 0 2500 25.000 0.17 34.58 0 0 0| 0 54 0 0 2600 13.000 0.10 33.84 0 0 0| 0 11 0 0 2700 5.500 0.05 32.64 0 0 0| 0 19 0 0 2800 1.000 0.01 32.34 0 0 0| 0 0 0 0 3000 Total 0 0 0| 0 131 0 0 Indicative a-t-m Vol 37.64 Underlying Price 2295.500 Time to expiry: 81 Days Nov 10 442.500 0.84 44.59 0 0 0| 0 0 0 0 1900 362.500 0.78 42.89 0 0 0| 0 0 0 0 2000 287.000 0.71 40.77 0 0 0| 0 0 0 0 2100 223.000 0.63 39.89 0 0 0| 0 0 0 0 2200 162.000 0.53 37.55 0 0 0| 0 0 0 0 2300 119.000 0.44 37.02 0 0 0| 0 0 0 0 2400 82.000 0.34 36.00 0 0 0| 0 4 0 0 2500 53.500 0.25 34.91 0 0 0| 0 0 0 0 2600 20.500 0.12 33.49 0 0 0| 0 16 0 0 2800 Total 0 0 0| 0 20 0 0 Indicative a-t-m Vol 38.65 Underlying Price 2295.500 Time to expiry: 109 Days Dec 10 1417.500 1.00 48.34 0 0 0| 0 0 0 0 880 Equity Options 21:59 Business Day Mon 30 Aug 2010 Previous Business Day Fri 27 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 | 1337.500 1.00 50.18 0 0 0| 0 0 0 0 960 1298.000 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 908.000 0.97 53.06 0 0 0| 0 0 0 0 1400 721.000 0.93 49.54 0 0 0| 0 51 0 0 1600 543.500 0.87 45.81 0 0 0| 0 16 0 0 1800 461.000 0.82 44.05 0 0 0| 0 507 0 0 1900 386.000 0.76 43.06 0 0 0| 0 1,290 0 0 2000 249.000 0.62 39.79 0 0 0| 0 23 0 0 2200 146.000 0.46 37.40 0 0 0| 0 767 0 0 2400 76.000 0.30 35.34 0 0 0| 3 949 +2 0 2600 36.000 0.17 34.13 0 0 0| 0 896 0 0 2800 15.000 0.08 32.98 0 0 0| 0 1,705 0 0 3000 6.500 0.04 32.81 0 0 0| 23 170 +7 0 3200 3.000 0.02 37.73 0 0 0| 0 95 0 0 3600 Total 0 0 0| 26 6,469 +9 0 Indicative a-t-m Vol 38.82 Underlying Price 2295.500 Time to expiry: 200 Days Mar 11 585.500 0.82 44.64 0 0 0| 0 14 0 0 1800 437.500 0.73 42.01 0 0 0| 0 15 0 0 2000 313.500 0.62 39.94 0 0 0| 6 14 +6 0 2200 209.000 0.50 37.61 0 0 0| 0 37 0 0 2400 133.500 0.37 36.02 0 0 0| 0 277 0 0 2600 80.000 0.26 34.81 0 0 0| 0 174 0 0 2800 48.500 0.18 34.28 0 0 0| 0 48 0 0 3000 26.500 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 0| 6 642 +6 0 Indicative a-t-m Vol 37.95 Underlying Price 2295.500 Time to expiry: 291 Days Jun 11 934.500 0.93 47.12 0 0 0| 0 66 0 0 1400 767.500 0.87 45.54 0 0 0| 0 3 0 0 1600 610.000 0.80 42.96 0 0 0| 0 11 0 0 1800 475.000 0.72 41.29 0 0 0| 0 0 0 0 2000 351.000 0.62 38.69 0 0 0| 4 7 +4 0 2200 252.500 0.51 37.15 0 0 0| 0 1 0 0 2400 180.500 0.41 36.43 0 0 0| 0 7 0 0 2600 123.000 0.31 35.30 0 0 0| 0 2 0 0 2800 81.500 0.23 34.38 0 0 0| 0 22 0 0 3000 50.500 0.16 33.25 0 0 0| 0 43 0 0 3200 Total 0 0 0| 4 162 +4 0 Indicative a-t-m Vol 44.45 Underlying Price 2295.500 Time to expiry: 473 Days Dec 11 1441.500 0.97 63.58 0 0 0| 0 0 0 0 880 1372.000 0.95 63.10 0 0 0| 0 0 0 0 960 1338.500 0.95 62.58 0 0 0| 0 0 0 0 1000 1169.500 0.91 58.89 0 0 0| 0 0 0 0 1200 1005.000 0.87 54.59 0 0 0| 0 0 0 0 1400 Equity Options 21:59 Business Day Mon 30 Aug 2010 Previous Business Day Fri 27 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 | 857.500 0.82 52.04 0 0 0| 0 0 0 0 1600 718.000 0.76 49.13 0 0 0| 0 0 0 0 1800 599.500 0.70 47.41 0 0 0| 0 0 0 0 2000 393.500 0.56 43.41 0 0 0| 0 250 0 0 2400 232.500 0.41 39.37 0 0 0| 0 500 0 0 2800 137.000 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: 655 Days Jun 12 679.500 0.70 49.17 0 0 0| 0 0 0 0 2000 456.500 0.58 43.21 0 0 0| 0 0 0 0 2400 300.000 0.45 40.00 0 0 0| 0 0 0 0 2800 197.500 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: 844 Days Dec 12 718.500 0.71 47.42 0 0 0| 0 750 0 0 2000 514.000 0.60 43.00 0 0 0| 0 0 0 0 2400 432.000 0.54 41.45 0 0 0| 0 100 0 0 2600 366.000 0.49 40.68 0 0 0| 0 0 0 0 2800 258.500 0.39 38.92 0 0 0| 0 0 0 0 3200 Total 0 0 0| 0 850 0 0 Total Calls 0 0 0| 84 13,816 +287 0 | Equity Options 21:59 Business Day Mon 30 Aug 2010 Previous Business Day Fri 27 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: 18 Days Sep 10 CAB 0.00 50.00 0 0 0| 0 41 0 0 1600 2.000 -0.02 53.81 0 0 0| 0 40 0 0 1800 3.500 -0.03 46.84 0 0 0| 0 74 0 0 1900 8.000 -0.07 43.49 0 0 0| 0 334 0 0 2000 18.500 -0.16 40.92 0 0 0| 0 0 0 0 2100 39.500 -0.30 38.13 0 0 0| 29 674 +23 0 2200 77.500 -0.49 36.20 0 0 0| 3 21 -3 0 2300 137.500 -0.70 34.92 0 0 0| 0 1,120 0 0 2400 217.000 -0.85 34.35 0 0 0| 0 526 0 0 2500 309.000 -0.94 35.12 0 0 0| 0 329 0 0 2600 405.500 -0.98 33.72 0 0 0| 0 19 0 0 2700 504.500 -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 1304.500 -1.00 75.49 0 0 0| 0 0 0 0 3600 Total 0 0 0| 32 4,194 +20 0 Indicative a-t-m Vol 37.63 Underlying Price 2295.500 Time to expiry: 46 Days Oct 10 21.500 -0.11 45.96 0 0 0| 0 3 0 0 1900 34.000 -0.17 43.27 0 0 0| 35 47 +35 0 2000 52.000 -0.24 40.58 0 0 0| 0 3 0 0 2100 82.000 -0.35 38.67 0 0 0| 0 18 0 0 2200 124.500 -0.48 37.58 0 0 0| 0 40 0 0 2300 180.500 -0.61 36.40 0 0 0| 0 7 0 0 2400 249.500 -0.73 35.72 0 0 0| 0 3 0 0 2500 328.500 -0.83 34.84 0 0 0| 0 10 0 0 2600 416.000 -0.90 34.15 0 0 0| 0 4 0 0 2700 510.000 -0.94 34.66 0 0 0| 0 13 0 0 2800 706.000 -0.98 36.67 0 0 0| 0 12 0 0 3000 Total 0 0 0| 35 160 +35 0 Indicative a-t-m Vol 39.04 Underlying Price 2295.500 Time to expiry: 81 Days Nov 10 46.000 -0.16 45.32 0 0 0| 0 0 0 0 1900 65.500 -0.22 43.47 0 0 0| 2 3 +2 0 2000 90.500 -0.29 41.38 0 0 0| 6 6 +6 0 2100 124.500 -0.37 39.97 0 0 0| 0 5 0 0 2200 169.500 -0.46 39.00 0 0 0| 0 0 0 0 2300 219.500 -0.56 37.00 0 0 0| 0 0 0 0 2400 281.000 -0.66 35.42 0 0 0| 0 0 0 0 2500 357.500 -0.74 35.74 0 0 0| 0 0 0 0 2600 523.500 -0.88 34.24 0 0 0| 0 0 0 0 2800 Total 0 0 0| 8 14 +8 0 Indicative a-t-m Vol 38.82 Underlying Price 2295.500 Time to expiry: 109 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 21:59 Business Day Mon 30 Aug 2010 Previous Business Day Fri 27 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 0.00 63.33 0 0 0| 0 48 0 0 1000 5.000 -0.02 60.60 0 0 0| 0 61 0 0 1200 12.000 -0.04 55.83 0 0 0| 10 58 +5 0 1400 23.000 -0.07 50.12 0 0 0| 0 37 0 0 1600 46.500 -0.14 46.52 0 0 0| 0 72 0 0 1800 63.500 -0.18 44.71 0 0 0| 0 1,076 0 0 1900 86.000 -0.24 43.11 0 0 0| 1 1,249 0 0 2000 150.000 -0.38 39.99 0 0 0| 5 169 0 0 2200 246.500 -0.54 37.54 0 0 0| 5 911 -5 0 2400 376.000 -0.70 35.49 0 0 0| 0 552 0 0 2600 535.500 -0.84 34.01 0 0 0| 0 1,219 0 0 2800 718.000 -0.91 34.43 0 0 0| 0 1,206 0 0 3000 908.000 -0.96 33.60 0 0 0| 0 10 0 0 3200 1305.500 -0.98 39.35 0 0 0| 0 2 0 0 3600 Total 0 0 0| 21 6,766 0 0 Indicative a-t-m Vol 38.79 Underlying Price 2295.500 Time to expiry: 200 Days Mar 11 95.500 -0.19 45.02 0 0 0| 1 30 0 0 1800 150.500 -0.28 42.44 0 0 0| 0 155 0 0 2000 226.500 -0.40 39.83 0 0 0| 0 37 0 0 2200 324.500 -0.52 37.66 0 0 0| 0 447 0 0 2400 451.500 -0.64 36.06 0 0 0| 0 8 0 0 2600 597.500 -0.75 34.52 0 0 0| 0 14 0 0 2800 765.000 -0.84 33.52 0 0 0| 4 62 0 0 3000 944.500 -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 0| 5 881 0 0 Indicative a-t-m Vol 37.78 Underlying Price 2295.500 Time to expiry: 291 Days Jun 11 49.500 -0.09 48.37 0 0 0| 0 10 0 0 1400 81.000 -0.14 45.47 0 0 0| 0 17 0 0 1600 124.500 -0.21 42.80 0 0 0| 0 22 0 0 1800 188.500 -0.29 40.77 0 0 0| 0 6 0 0 2000 267.500 -0.39 38.55 0 0 0| 0 135 0 0 2200 369.000 -0.50 36.95 0 0 0| 0 2 0 0 2400 494.500 -0.60 35.86 0 0 0| 0 8 0 0 2600 637.500 -0.70 34.74 0 0 0| 0 1 0 0 2800 798.000 -0.77 34.19 0 0 0| 0 3 0 0 3000 969.500 -0.84 33.53 0 0 0| 0 33 0 0 3200 Total 0 0 0| 0 237 0 0 Indicative a-t-m Vol 42.34 Underlying Price 2295.500 Time to expiry: 473 Days Dec 11 24.500 -0.03 55.29 0 0 0| 0 0 0 0 880 30.500 -0.04 53.70 0 0 0| 0 0 0 0 960 36.500 -0.05 53.54 0 0 0| 0 0 0 0 1000 69.500 -0.09 52.54 0 0 0| 0 0 0 0 1200 107.000 -0.13 49.89 0 0 0| 0 0 0 0 1400 160.500 -0.18 48.23 0 0 0| 0 0 0 0 1600 226.000 -0.24 46.57 0 0 0| 0 0 0 0 1800 Equity Options 21:59 Business Day Mon 30 Aug 2010 Previous Business Day Fri 27 Aug 2010 Page 8 Puts | Block | Opening Settle Delta Vola- Daily Trade Bclear Total | Official **Open Change Exer- Exer Trans Price tility High Low Volume Volume*** Volume | Volume Int cises Price | 309.000 -0.31 45.40 0 0 0| 0 0 0 0 2000 496.500 -0.45 41.27 0 0 0| 0 500 0 0 2400 754.500 -0.60 39.37 0 0 0| 0 0 0 0 2800 1056.500 -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: 655 Days Jun 12 383.500 -0.31 45.30 0 0 0| 0 0 0 0 2000 582.000 -0.43 41.93 0 0 0| 0 0 0 0 2400 835.500 -0.56 40.00 0 0 0| 0 0 0 0 2800 1127.500 -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: 844 Days Dec 12 433.500 -0.30 44.34 0 0 0| 0 0 0 0 2000 652.000 -0.41 42.64 0 0 0| 0 0 0 0 2400 770.500 -0.47 41.45 0 0 0| 0 100 0 0 2600 900.000 -0.52 40.68 0 0 0| 0 0 0 0 2800 1183.000 -0.62 38.92 0 0 0| 0 0 0 0 3200 Total 0 0 0| 0 100 0 0 Total Puts 0 0 0| 101 12,852 +63 0 Grand Total 0 0 0| 90,905 117,388 +350 0 Equity Options 21:59 Business Day Mon 30 Aug 2010 Previous Business Day Fri 27 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: 18 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 0 713 272.250 1.00 49.20 0 0 0| 0 0 0 0 752 232.500 0.99 47.38 0 0 0| 0 0 0 0 792 194.000 0.98 46.42 0 0 0| 0 0 0 0 831 155.000 0.96 43.43 0 0 0| 0 5 0 0 871 117.000 0.91 39.77 0 0 0| 0 200 0 0 911 82.250 0.83 36.96 0 0 0| 0 150 0 0 950 51.250 0.68 34.72 0 0 0| 0 30 0 0 990 8.250 0.20 31.71 0 0 0| 0 68 0 0 1089 0.250 0.01 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: 109 Days Dec 10 386.250 0.98 47.65 0 0 0| 0 0 0 0 640 310.250 0.94 44.63 0 0 0| 0 0 0 0 720 273.750 0.92 43.25 0 0 0| 0 0 0 0 760 238.500 0.88 42.01 0 0 0| 0 0 0 0 800 205.250 0.84 41.02 0 0 0| 0 0 0 0 840 180.750 0.80 40.19 0 0 0| 0 0 0 0 871 150.250 0.74 38.79 0 0 0| 0 0 0 0 911 124.750 0.68 38.38 0 0 0| 0 164 0 0 950 100.250 0.61 37.41 0 0 0| 0 50 0 0 990 55.000 0.42 36.15 0 0 0| 0 83 0 0 1089 28.000 0.25 35.78 0 0 0| 0 16 0 0 1188 6.500 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: 200 Days Mar 11 393.250 0.95 44.21 0 0 0| 0 0 0 0 640 322.250 0.90 42.46 0 0 0| 0 0 0 0 720 288.250 0.87 41.37 0 0 0| 0 0 0 0 760 256.000 0.84 40.66 0 0 0| 0 0 0 0 800 226.500 0.79 40.20 0 0 0| 0 0 0 0 840 197.750 0.75 39.33 0 0 0| 0 0 0 0 880 171.000 0.70 38.57 0 0 0| 0 2 0 0 920 147.000 0.65 38.08 0 0 0| 0 12 0 0 960 124.250 0.59 37.10 0 0 0| 0 9 0 0 1000 79.750 0.45 36.00 0 0 0| 0 22 0 0 1100 47.250 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 21:59 Business Day Mon 30 Aug 2010 Previous Business Day Fri 27 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: 18 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 0.250 -0.01 45.62 0 0 0| 0 170 0 0 792 0.500 -0.01 42.40 0 0 0| 0 8 0 0 831 1.750 -0.04 41.61 0 0 0| 0 145 0 0 871 4.500 -0.10 40.54 0 0 0| 0 310 0 0 911 9.250 -0.18 37.54 0 0 0| 0 25 0 0 950 18.750 -0.33 35.29 0 0 0| 500 525 0 0 990 75.500 -0.79 32.43 0 0 0| 0 12 0 0 1089 168.000 -0.95 39.95 0 0 0| 0 0 0 0 1188 364.000 -1.00 50.73 0 0 0| 0 0 0 0 1386 Total 0 0 0| 500 1,212 0 0 Indicative a-t-m Vol 37.76 Underlying Price 1024.000 Time to expiry: 109 Days Dec 10 3.250 -0.03 48.58 0 0 0| 0 0 0 0 640 7.000 -0.06 44.65 0 0 0| 0 4 0 0 720 10.500 -0.09 43.48 0 0 0| 0 5 0 0 760 15.250 -0.12 42.14 0 0 0| 0 3 0 0 800 21.750 -0.16 41.10 0 0 0| 0 0 0 0 840 28.250 -0.20 40.30 0 0 0| 0 32 0 0 871 38.500 -0.26 39.28 0 0 0| 0 10 0 0 911 51.000 -0.32 38.41 0 0 0| 0 15 0 0 950 69.000 -0.40 38.54 0 0 0| 0 115 0 0 990 120.250 -0.58 36.26 0 0 0| 0 23 0 0 1089 192.000 -0.75 35.77 0 0 0| 0 0 0 0 1188 369.000 -0.93 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: 200 Days Mar 11 8.750 -0.05 44.32 0 0 0| 0 0 0 0 640 17.500 -0.10 42.47 0 0 0| 0 2 0 0 720 23.500 -0.13 41.49 0 0 0| 0 12 0 0 760 31.000 -0.16 40.70 0 0 0| 0 0 0 0 800 41.250 -0.21 40.19 0 0 0| 0 0 0 0 840 52.500 -0.25 39.38 0 0 0| 0 0 0 0 880 68.250 -0.30 39.64 0 0 0| 0 9 0 0 920 81.500 -0.35 38.13 0 0 0| 0 16 0 0 960 98.750 -0.41 37.18 0 0 0| 0 8 0 0 1000 157.000 -0.55 37.12 0 0 0| 0 0 0 0 1100 221.500 -0.69 34.81 0 0 0| 0 0 0 0 1200 Total 0 0 0| 0 47 0 0 Total Puts 0 0 0| 500 1,466 0 0 Grand Total 0 0 0| 35,780 37,572 0 0 Equity Options 21:59 Business Day Mon 30 Aug 2010 Previous Business Day Fri 27 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: 18 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 1.00 37.99 0 0 0| 0 60 0 0 280 38.500 0.91 41.78 0 0 0| 0 17 0 0 300 29.000 0.86 35.89 0 0 0| 0 10 0 0 310 21.250 0.75 35.49 0 0 0| 0 195 0 0 320 14.250 0.62 34.49 0 0 0| 0 10 0 0 330 9.000 0.47 33.87 0 0 0| 0 190 0 0 340 5.000 0.32 33.03 0 0 0| 0 20 0 0 350 2.500 0.19 32.20 0 0 0| 0 245 0 0 360 0.500 0.05 31.18 0 0 0| 0 0 0 0 380 CAB 0.01 29.98 0 0 0| 0 66 0 0 400 Total 0 0 0| 0 1,003 0 0 Indicative a-t-m Vol 35.71 Underlying Price 337.800 Time to expiry: 109 Days Dec 10 138.000 0.98 48.81 0 0 0| 0 44 0 0 200 118.500 0.97 45.16 0 0 0| 0 0 0 0 220 109.250 0.95 45.65 0 0 0| 0 0 0 0 230 99.750 0.94 44.50 0 0 0| 0 9 0 0 240 81.500 0.90 41.44 0 0 0| 0 12 0 0 260 64.750 0.83 39.97 0 0 0| 0 118 0 0 280 49.750 0.75 38.88 0 0 0| 0 1 0 0 300 36.750 0.64 37.85 0 0 0| 0 8 0 0 320 25.000 0.52 35.47 0 0 0| 0 21 0 0 340 17.500 0.41 35.66 0 0 0| 0 26 0 0 360 10.500 0.29 33.98 0 0 0| 0 0 0 0 380 6.500 0.20 33.71 0 0 0| 0 6 0 0 400 Total 0 0 0| 0 245 0 0 Indicative a-t-m Vol 36.68 Underlying Price 337.800 Time to expiry: 200 Days Mar 11 104.000 0.90 42.13 0 0 0| 0 10 0 0 240 87.250 0.85 40.58 0 0 0| 0 0 0 0 260 72.000 0.79 39.55 0 0 0| 0 4 0 0 280 58.250 0.71 38.64 0 0 0| 0 21 0 0 300 46.000 0.63 37.54 0 0 0| 0 9 0 0 320 35.500 0.55 36.59 0 0 0| 0 20 0 0 340 Equity Options 21:59 Business Day Mon 30 Aug 2010 Previous Business Day Fri 27 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 | 26.750 0.46 35.59 0 0 0| 0 40 0 0 360 19.750 0.37 34.90 0 0 0| 0 32 0 0 380 14.000 0.29 33.91 0 0 0| 0 31 0 0 400 Total 0 0 0| 0 167 0 0 Total Calls 0 0 0| 0 1,415 0 0 | Equity Options 21:59 Business Day Mon 30 Aug 2010 Previous Business Day Fri 27 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: 18 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 -0.01 37.99 0 0 0| 0 77 0 0 280 1.500 -0.10 41.78 0 0 0| 0 41 0 0 300 2.000 -0.14 35.89 0 0 0| 0 0 0 0 310 4.250 -0.25 35.49 0 0 0| 0 394 0 0 320 7.500 -0.38 34.49 0 0 0| 0 30 0 0 330 12.000 -0.53 33.87 0 0 0| 0 210 0 0 340 18.250 -0.68 33.03 0 0 0| 0 20 0 0 350 25.750 -0.81 32.20 0 0 0| 0 20 0 0 360 43.500 -0.95 31.18 0 0 0| 0 0 0 0 380 63.250 -1.00 29.98 0 0 0| 0 6 0 0 400 Total 0 0 0| 0 1,170 0 0 Indicative a-t-m Vol 35.51 Underlying Price 337.800 Time to expiry: 109 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 -0.04 44.30 0 0 0| 0 44 0 0 230 2.500 -0.06 44.42 0 0 0| 0 0 0 0 240 4.250 -0.10 41.36 0 0 0| 0 49 0 0 260 7.250 -0.17 39.97 0 0 0| 0 35 0 0 280 12.250 -0.25 38.76 0 0 0| 0 26 0 0 300 19.250 -0.36 37.71 0 0 0| 0 66 0 0 320 27.500 -0.48 35.27 0 0 0| 0 1 0 0 340 39.750 -0.59 35.49 0 0 0| 0 0 0 0 360 53.000 -0.71 33.98 0 0 0| 0 0 0 0 380 69.000 -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: 200 Days Mar 11 6.000 -0.10 42.13 0 0 0| 0 10 0 0 240 9.250 -0.15 40.58 0 0 0| 0 1 0 0 260 14.000 -0.21 39.46 0 0 0| 0 2 0 0 280 20.250 -0.29 38.64 0 0 0| 0 12 0 0 300 28.000 -0.37 37.54 0 0 0| 0 14 0 0 320 37.500 -0.45 36.59 0 0 0| 0 10 0 0 340 48.500 -0.54 35.46 0 0 0| 0 31 0 0 360 Equity Options 21:59 Business Day Mon 30 Aug 2010 Previous Business Day Fri 27 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 | 61.500 -0.63 34.90 0 0 0| 0 10 0 0 380 75.750 -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| 0 1,862 0 0 Grand Total 0 0 0| 42,336 45,613 0 0 Equity Options 21:59 Business Day Mon 30 Aug 2010 Previous Business Day Fri 27 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: 18 Days Sep 10 335.750 0.99 72.09 0 0 0| 0 0 0 0 720 295.750 0.99 62.79 0 0 0| 0 0 0 0 760 255.500 1.00 45.34 0 0 0| 0 0 0 0 800 215.250 1.00 32.22 0 0 0| 0 0 0 0 840 175.500 0.99 32.32 0 0 0| 0 0 0 0 880 135.750 0.98 29.34 0 0 0| 0 3 0 0 920 116.750 0.96 30.59 0 0 0| 0 0 0 0 940 97.500 0.93 29.06 0 0 0| 0 13 0 0 960 78.750 0.89 26.78 0 0 0| 0 0 0 0 980 61.000 0.83 25.37 0 0 0| 0 7 0 0 1000 23.000 0.55 21.07 0 0 0| 0 35 0 0 1050 5.500 0.20 20.76 0 0 0| 0 15 0 0 1100 0.250 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: 109 Days Dec 10 258.000 0.98 27.96 0 0 0| 0 0 0 0 800 181.500 0.93 25.49 0 0 0| 0 0 0 0 880 145.500 0.88 24.26 0 0 0| 0 2 0 0 920 111.250 0.81 22.96 0 0 0| 0 5 0 0 960 81.000 0.71 22.04 0 0 0| 0 10 0 0 1000 26.000 0.37 19.58 0 0 0| 0 14 0 0 1100 4.750 0.10 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: 200 Days Mar 11 186.000 0.89 24.70 0 0 0| 0 0 0 0 880 154.000 0.82 24.80 0 0 0| 0 0 0 0 920 120.500 0.75 22.83 0 0 0| 0 0 0 0 960 93.250 0.66 22.32 0 0 0| 0 5 0 0 1000 39.250 0.40 19.97 0 0 0| 0 25 0 0 1100 12.750 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| 0 40 0 0 Total Calls 0 0 0| 0 144 0 0 | Equity Options 21:59 Business Day Mon 30 Aug 2010 Previous Business Day Fri 27 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: 18 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 0.500 -0.02 30.04 0 0 0| 0 10 0 0 920 1.000 -0.03 28.53 0 0 0| 0 0 0 0 940 1.750 -0.06 27.35 0 0 0| 0 0 0 0 960 3.000 -0.10 26.01 0 0 0| 0 2 0 0 980 5.000 -0.16 24.28 0 0 0| 0 26 0 0 1000 17.750 -0.45 21.22 0 0 0| 0 0 0 0 1050 50.250 -0.80 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| 0 46 0 0 Indicative a-t-m Vol 20.10 Underlying Price 1055.000 Time to expiry: 109 Days Dec 10 2.750 -0.04 28.81 0 0 0| 0 2 0 0 800 7.750 -0.10 25.91 0 0 0| 0 13 0 0 880 13.000 -0.16 24.63 0 0 0| 0 34 0 0 920 20.000 -0.24 23.21 0 0 0| 0 3 0 0 960 30.250 -0.34 21.54 0 0 0| 0 0 0 0 1000 79.750 -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: 200 Days Mar 11 17.000 -0.16 24.86 0 0 0| 0 0 0 0 880 24.500 -0.21 23.87 0 0 0| 0 0 0 0 920 34.000 -0.28 22.84 0 0 0| 0 0 0 0 960 46.500 -0.37 21.82 0 0 0| 0 3 0 0 1000 94.500 -0.62 19.63 0 0 0| 0 0 0 0 1100 169.000 -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| 0 116 0 0 Grand Total 0 0 0| 30,240 30,500 0 0 Equity Options 21:59 Business Day Mon 30 Aug 2010 Previous Business Day Fri 27 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: 18 Days Sep 10 1241.500 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 642.000 1.00 37.19 0 0 0| 0 0 0 0 2600 443.000 0.98 30.34 0 0 0| 0 0 0 0 2800 345.000 0.96 27.70 0 0 0| 0 0 0 0 2900 248.500 0.92 24.66 0 0 0| 0 6 0 0 3000 160.500 0.81 23.26 0 0 0| 0 51 0 0 3100 84.000 0.62 20.73 0 0 0| 0 1,359 0 0 3200 31.500 0.35 18.78 0 0 0| 0 191 0 0 3300 9.500 0.14 18.82 0 0 0| 0 271 0 0 3400 1.000 0.01 20.86 0 0 0| 0 404 0 0 3600 CAB 0.00 20.83 0 0 0| 0 0 0 0 3800 Total 0 0 0| 0 2,282 0 0 Indicative a-t-m Vol 19.86 Underlying Price 3241.000 Time to expiry: 46 Days Oct 10 645.000 0.99 28.44 0 0 0| 0 0 0 0 2600 450.500 0.95 26.14 0 0 0| 0 0 0 0 2800 268.000 0.84 23.22 0 0 0| 0 1 0 0 3000 185.500 0.74 21.38 0 0 0| 0 3 0 0 3100 117.500 0.59 20.44 0 0 0| 0 14 0 0 3200 64.000 0.41 19.02 0 0 0| 13 63 +13 0 3300 31.500 0.25 18.52 0 0 0| 0 52 0 0 3400 5.000 0.06 18.09 0 0 0| 0 19 0 0 3600 1.000 0.01 19.68 0 0 0| 0 12 0 0 3800 Total 0 0 0| 13 164 +13 0 Indicative a-t-m Vol 20.80 Underlying Price 3241.000 Time to expiry: 81 Days Nov 10 466.000 0.90 26.00 0 0 0| 0 0 0 0 2800 292.000 0.78 22.87 0 0 0| 0 0 0 0 3000 216.000 0.69 21.74 0 0 0| 0 0 0 0 3100 153.500 0.58 21.16 0 0 0| 0 0 0 0 3200 100.000 0.45 20.29 0 0 0| 0 1 0 0 3300 62.000 0.33 19.69 0 0 0| 0 12 0 0 3400 19.000 0.13 18.96 0 0 0| 0 5 0 0 3600 4.500 0.04 18.73 0 0 0| 0 0 0 0 3800 Total 0 0 0| 0 18 0 0 Indicative a-t-m Vol 20.56 Underlying Price 3241.000 Time to expiry: 109 Days Dec 10 1644.500 1.00 34.50 0 0 0| 0 0 0 0 1600 1445.000 1.00 36.05 0 0 0| 0 0 0 0 1800 1246.500 1.00 35.13 0 0 0| 2 2 +2 0 2000 852.500 0.97 30.26 0 0 0| 0 0 0 0 2400 660.500 0.94 27.53 0 0 0| 0 10 0 0 2600 477.500 0.87 25.21 0 0 0| 0 237 0 0 2800 308.000 0.76 22.53 0 0 0| 0 2,309 0 0 3000 Equity Options 21:59 Business Day Mon 30 Aug 2010 Previous Business Day Fri 27 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 | 235.500 0.67 21.67 0 0 0| 0 976 0 0 3100 171.500 0.57 20.69 0 0 0| 0 970 0 0 3200 82.000 0.36 20.04 0 0 0| 0 997 0 0 3400 32.000 0.18 19.35 0 0 0| 0 71 0 0 3600 3.500 0.03 19.34 0 0 0| 0 251 0 0 4000 Total 0 0 0| 2 5,823 +2 0 Indicative a-t-m Vol 21.12 Underlying Price 3241.000 Time to expiry: 200 Days Mar 11 860.000 0.96 29.05 0 0 0| 0 0 0 0 2400 672.500 0.92 26.85 0 0 0| 0 0 0 0 2600 497.000 0.84 25.16 0 0 0| 0 272 0 0 2800 334.500 0.73 22.63 0 0 0| 0 77 0 0 3000 204.500 0.57 21.24 0 0 0| 4 652 +4 0 3200 114.500 0.39 20.64 0 0 0| 0 41 0 0 3400 57.500 0.24 20.12 0 0 0| 0 73 0 0 3600 12.000 0.07 19.79 0 0 0| 0 6 0 0 4000 Total 0 0 0| 4 1,121 +4 0 Indicative a-t-m Vol 21.75 Underlying Price 3241.000 Time to expiry: 291 Days Jun 11 866.500 0.94 29.13 0 0 0| 0 0 0 0 2400 516.500 0.81 25.49 0 0 0| 0 159 0 0 2800 361.500 0.70 23.35 0 0 0| 0 156 0 0 3000 236.000 0.56 21.84 0 0 0| 0 415 0 0 3200 149.500 0.41 21.43 0 0 0| 0 11 0 0 3400 85.000 0.28 20.51 0 0 0| 0 36 0 0 3600 24.500 0.10 19.73 0 0 0| 0 19 0 0 4000 Total 0 0 0| 0 796 0 0 Indicative a-t-m Vol 22.50 Underlying Price 3241.000 Time to expiry: 473 Days Dec 11 1452.000 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 887.000 0.90 30.27 0 0 0| 0 0 0 0 2400 544.000 0.77 25.20 0 0 0| 0 0 0 0 2800 288.500 0.55 22.63 0 0 0| 0 274 0 0 3200 138.000 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: 655 Days Jun 12 887.000 0.90 29.50 0 0 0| 0 0 0 0 2400 556.500 0.75 25.23 0 0 0| 0 0 0 0 2800 317.500 0.54 23.13 0 0 0| 0 0 0 0 3200 165.500 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: 844 Days Dec 12 902.000 0.88 29.98 0 0 0| 0 0 0 0 2400 578.000 0.74 25.41 0 0 0| 0 0 0 0 2800 345.500 0.54 23.20 0 0 0| 0 0 0 0 3200 Equity Options 21:59 Business Day Mon 30 Aug 2010 Previous Business Day Fri 27 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 | 174.000 0.35 20.50 0 0 0| 0 4 0 0 3600 Total 0 0 0| 0 4 0 0 Total Calls 0 0 0| 19 10,493 +19 0 | Equity Options 21:59 Business Day Mon 30 Aug 2010 Previous Business Day Fri 27 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: 18 Days Sep 10 CAB 0.00 45.44 0 0 0| 0 98 0 0 2000 CAB 0.00 44.85 0 0 0| 0 1,115 0 0 2400 0.500 -0.01 40.61 0 0 0| 0 1,436 -2 0 2600 1.500 -0.02 31.28 0 0 0| 0 2,967 0 0 2800 3.000 -0.04 27.89 0 0 0| 0 702 0 0 2900 7.000 -0.08 25.02 0 0 0| 3 2,405 +1 0 3000 18.500 -0.19 23.17 0 0 0| 8 61 -3 0 3100 40.000 -0.38 20.02 0 0 0| 0 1,857 0 0 3200 91.000 -0.65 19.38 0 0 0| 0 76 0 0 3300 167.500 -0.87 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 0| 11 10,742 -4 0 Indicative a-t-m Vol 19.93 Underlying Price 3241.000 Time to expiry: 46 Days Oct 10 2.500 -0.02 30.94 0 0 0| 0 0 0 0 2600 8.000 -0.06 26.97 0 0 0| 0 8 0 0 2800 25.000 -0.17 23.49 0 0 0| 1 26 0 0 3000 43.000 -0.27 21.75 0 0 0| 0 314 0 0 3100 73.000 -0.41 20.29 0 0 0| 0 5 0 0 3200 122.000 -0.58 19.43 0 0 0| 0 7 0 0 3300 188.500 -0.75 18.76 0 0 0| 0 0 0 0 3400 362.500 -0.95 18.42 0 0 0| 0 0 0 0 3600 559.000 -0.99 20.13 0 0 0| 0 0 0 0 3800 Total 0 0 0| 1 360 0 0 Indicative a-t-m Vol 20.85 Underlying Price 3241.000 Time to expiry: 81 Days Nov 10 21.000 -0.10 26.17 0 0 0| 0 6 0 0 2800 49.000 -0.22 23.49 0 0 0| 0 1 0 0 3000 72.500 -0.31 22.19 0 0 0| 0 2 0 0 3100 107.500 -0.42 21.14 0 0 0| 0 0 0 0 3200 155.000 -0.55 20.43 0 0 0| 0 0 0 0 3300 215.000 -0.68 19.51 0 0 0| 0 0 0 0 3400 375.000 -0.87 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| 0 9 0 0 Indicative a-t-m Vol 21.06 Underlying Price 3241.000 Time to expiry: 109 Days Dec 10 0.500 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 2.000 -0.01 39.12 0 0 0| 0 378 0 0 2000 7.500 -0.03 31.21 0 0 0| 0 1,059 0 0 2400 15.500 -0.07 28.49 0 0 0| 0 493 0 0 2600 32.000 -0.13 25.77 0 0 0| 0 1,696 0 0 2800 63.000 -0.24 22.98 0 0 0| 0 1,324 0 0 3000 91.000 -0.33 22.13 0 0 0| 0 151 0 0 3100 Equity Options 21:59 Business Day Mon 30 Aug 2010 Previous Business Day Fri 27 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 | 128.500 -0.43 21.41 0 0 0| 0 992 0 0 3200 232.500 -0.65 19.72 0 0 0| 0 359 0 0 3400 383.500 -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| 0 6,664 0 0 Indicative a-t-m Vol 21.29 Underlying Price 3241.000 Time to expiry: 200 Days Mar 11 29.000 -0.09 28.81 0 0 0| 0 386 0 0 2400 52.000 -0.15 26.69 0 0 0| 0 31 0 0 2600 86.500 -0.24 24.53 0 0 0| 0 309 0 0 2800 146.500 -0.36 22.98 0 0 0| 0 584 0 0 3000 234.000 -0.52 21.47 0 0 0| 0 147 0 0 3200 357.000 -0.68 20.58 0 0 0| 0 13 0 0 3400 505.000 -0.82 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| 0 1,524 0 0 Indicative a-t-m Vol 21.69 Underlying Price 3241.000 Time to expiry: 291 Days Jun 11 50.000 -0.12 28.20 0 0 0| 0 130 0 0 2400 121.000 -0.26 24.32 0 0 0| 0 116 0 0 2800 184.500 -0.37 22.94 0 0 0| 0 139 0 0 3000 275.500 -0.50 21.80 0 0 0| 0 104 0 0 3200 396.500 -0.63 21.22 0 0 0| 0 4 0 0 3400 538.500 -0.75 20.46 0 0 0| 0 35 0 0 3600 885.000 -0.90 20.31 0 0 0| 0 0 0 0 4000 Total 0 0 0| 0 528 0 0 Indicative a-t-m Vol 21.89 Underlying Price 3241.000 Time to expiry: 473 Days Dec 11 29.000 -0.05 33.35 0 0 0| 0 13 0 0 1800 39.500 -0.07 30.16 0 0 0| 0 2 0 0 2000 90.500 -0.16 26.77 0 0 0| 0 13 0 0 2400 195.000 -0.31 24.42 0 0 0| 0 251 0 0 2800 362.000 -0.50 22.05 0 0 0| 0 270 0 0 3200 616.000 -0.70 20.54 0 0 0| 0 0 0 0 3600 Total 0 0 0| 0 549 0 0 Indicative a-t-m Vol 22.83 Underlying Price 3241.000 Time to expiry: 655 Days Jun 12 141.500 -0.21 26.00 0 0 0| 0 0 0 0 2400 270.000 -0.35 23.88 0 0 0| 0 0 0 0 2800 472.500 -0.52 22.71 0 0 0| 0 0 0 0 3200 767.500 -0.66 23.82 0 0 0| 0 0 0 0 3600 Total 0 0 0| 0 0 0 0 Indicative a-t-m Vol 22.00 Underlying Price 3241.000 Time to expiry: 844 Days Dec 12 178.000 -0.23 25.22 0 0 0| 0 50 0 0 2400 305.000 -0.36 22.60 0 0 0| 0 250 0 0 2800 518.000 -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 21:59 Business Day Mon 30 Aug 2010 Previous Business Day Fri 27 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 0| 12 20,926 -4 0 Grand Total 0 0 0| 70,591 101,979 +15 0 Equity Options 21:59 Business Day Mon 30 Aug 2010 Previous Business Day Fri 27 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: 18 Days Sep 10 141.750 1.00 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 1.00 51.29 0 0 0| 0 0 0 0 280 81.750 0.99 48.87 0 0 0| 0 4 0 0 300 72.000 0.97 48.89 0 0 0| 0 0 0 0 310 62.500 0.95 47.69 0 0 0| 0 35 0 0 320 53.000 0.93 45.67 0 0 0| 0 15 0 0 330 44.000 0.88 44.40 0 0 0| 0 110 0 0 340 35.250 0.83 42.59 0 0 0| 0 92 0 0 350 27.250 0.75 40.83 0 0 0| 0 247 0 0 360 20.000 0.65 39.35 0 0 0| 0 28 0 0 370 14.000 0.54 38.05 0 0 0| 2 820 -2 0 380 9.500 0.42 38.10 0 0 0| 0 93 0 0 390 6.250 0.31 37.90 0 0 0| 0 933 0 0 400 2.500 0.15 38.26 0 0 0| 0 677 0 0 420 0.500 0.04 35.93 0 0 0| 0 78 0 0 440 0.250 0.01 36.09 0 0 0| 0 612 0 0 460 CAB 0.00 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 0| 2 3,907 -2 0 Indicative a-t-m Vol 37.04 Underlying Price 381.500 Time to expiry: 46 Days Oct 10 101.750 1.00 45.28 0 0 0| 0 0 0 0 280 82.500 0.96 49.61 0 0 0| 0 0 0 0 300 63.500 0.92 45.88 0 0 0| 0 0 0 0 320 54.750 0.88 45.05 0 0 0| 0 30 0 0 330 45.750 0.83 42.88 0 0 0| 0 15 0 0 340 37.750 0.77 41.44 0 0 0| 0 0 0 0 350 29.750 0.70 38.84 0 0 0| 2 14 +2 0 360 23.500 0.61 38.28 0 0 0| 2 10 0 0 370 17.500 0.52 37.09 0 0 0| 0 298 0 0 380 13.250 0.43 36.81 0 0 0| 0 1 0 0 390 9.750 0.34 36.36 0 0 0| 0 185 0 0 400 4.250 0.19 34.02 0 0 0| 0 159 0 0 420 2.000 0.10 33.86 0 0 0| 0 0 0 0 440 Total 0 0 0| 4 712 +2 0 Indicative a-t-m Vol 37.98 Underlying Price 381.500 Time to expiry: 81 Days Nov 10 49.250 0.77 42.20 0 0 0| 0 0 0 0 340 34.750 0.64 39.59 0 0 0| 8 8 +8 0 360 29.000 0.58 39.00 0 0 0| 0 0 0 0 370 23.750 0.51 38.05 0 0 0| 0 1 0 0 380 19.500 0.44 37.69 0 0 0| 0 0 0 0 390 15.500 0.38 37.11 0 0 0| 0 3 0 0 400 9.250 0.27 35.53 0 0 0| 0 17 0 0 420 Equity Options 21:59 Business Day Mon 30 Aug 2010 Previous Business Day Fri 27 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 | 5.000 0.17 34.00 0 0 0| 0 0 0 0 440 Total 0 0 0| 8 29 +8 0 Indicative a-t-m Vol 38.06 Underlying Price 381.500 Time to expiry: 109 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 0 180 181.500 1.00 64.23 0 0 0| 0 0 0 0 200 161.750 1.00 60.26 0 0 0| 0 0 0 0 220 141.750 0.99 54.69 0 0 0| 0 60 0 0 240 102.750 0.96 47.76 0 0 0| 0 32 0 0 280 84.250 0.90 45.56 0 0 0| 0 25 0 0 300 66.750 0.83 42.62 0 0 0| 0 24 0 0 320 51.250 0.74 40.53 0 0 0| 0 75 0 0 340 38.750 0.62 39.77 0 0 0| 0 72 0 0 360 28.000 0.51 38.16 0 0 0| 0 345 0 0 380 19.500 0.41 37.12 0 0 0| 0 337 0 0 400 13.000 0.31 35.93 0 0 0| 43 415 -40 0 420 8.250 0.22 34.84 0 0 0| 0 129 0 0 440 3.000 0.10 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 0| 43 1,687 -40 0 Indicative a-t-m Vol 37.35 Underlying Price 381.500 Time to expiry: 200 Days Mar 11 142.250 0.97 49.95 0 0 0| 0 320 0 0 240 105.750 0.88 45.22 0 0 0| 0 40 0 0 280 89.500 0.82 43.54 0 0 0| 0 2 0 0 300 74.750 0.75 41.89 0 0 0| 0 21 0 0 320 60.500 0.68 39.71 0 0 0| 0 36 0 0 340 48.750 0.61 38.58 0 0 0| 0 36 0 0 360 38.500 0.53 37.45 0 0 0| 0 40 0 0 380 29.500 0.45 36.38 0 0 0| 0 71 0 0 400 22.000 0.37 35.07 0 0 0| 0 194 0 0 420 16.250 0.30 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: 291 Days Jun 11 142.500 0.96 50.47 0 0 0| 0 100 0 0 240 106.000 0.87 44.06 0 0 0| 0 25 0 0 280 90.000 0.81 42.30 0 0 0| 0 16 0 0 300 75.500 0.74 40.68 0 0 0| 0 40 0 0 320 62.250 0.68 39.12 0 0 0| 0 0 0 0 340 50.250 0.61 37.60 0 0 0| 0 24 0 0 360 39.750 0.53 36.28 0 0 0| 0 141 0 0 380 31.500 0.46 35.56 0 0 0| 0 79 0 0 400 24.250 0.38 34.48 0 0 0| 0 14 0 0 420 18.500 0.32 33.67 0 0 0| 0 15 0 0 440 10.000 0.20 32.32 0 0 0| 0 0 0 0 480 2.500 0.06 29.93 0 0 0| 0 0 0 0 560 Total 0 0 0| 0 454 0 0 Equity Options 21:59 Business Day Mon 30 Aug 2010 Previous Business Day Fri 27 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: 473 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 0 240 111.000 0.82 45.18 0 0 0| 0 0 0 0 280 85.750 0.71 43.70 0 0 0| 0 0 0 0 320 61.250 0.60 39.83 0 0 0| 0 1 0 0 360 42.750 0.49 37.32 0 0 0| 0 0 0 0 400 25.000 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 13.500 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: 655 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 66.000 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: 844 Days Dec 12 158.500 0.84 62.48 0 0 0| 0 0 0 0 240 128.500 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 70.500 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 32.250 0.36 36.46 0 0 0| 0 0 0 0 480 Total 0 0 0| 0 0 0 0 Total Calls 0 0 0| 57 7,687 -32 0 | Equity Options 21:59 Business Day Mon 30 Aug 2010 Previous Business Day Fri 27 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: 18 Days Sep 10 CAB -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 0.250 -0.01 63.74 0 0 0| 0 82 0 0 280 0.500 -0.03 55.95 0 0 0| 0 4,188 0 0 300 0.750 -0.04 52.58 0 0 0| 0 2 0 0 310 1.000 -0.06 50.62 0 0 0| 0 615 0 0 320 1.500 -0.08 46.49 0 0 0| 0 15 0 0 330 2.250 -0.11 44.06 0 0 0| 0 1,714 0 0 340 3.500 -0.17 41.92 0 0 0| 0 122 0 0 350 5.500 -0.25 40.74 0 0 0| 1 316 -1 0 360 8.500 -0.35 39.71 0 0 0| 1 142 0 0 370 12.500 -0.46 38.12 0 0 0| 0 568 0 0 380 18.250 -0.58 38.66 0 0 0| 0 10 0 0 390 24.500 -0.69 37.58 0 0 0| 0 585 0 0 400 40.750 -0.86 38.00 0 0 0| 0 18 0 0 420 59.750 -0.92 42.63 0 0 0| 0 23 0 0 440 78.750 -0.97 43.09 0 0 0| 0 15 0 0 460 98.500 -0.99 43.80 0 0 0| 0 12 0 0 480 178.500 -1.00 65.10 0 0 0| 0 3 0 0 560 Total 0 0 0| 2 8,442 -1 0 Indicative a-t-m Vol 37.57 Underlying Price 381.500 Time to expiry: 46 Days Oct 10 1.000 -0.03 45.71 0 0 0| 0 20 0 0 280 2.000 -0.07 43.96 0 0 0| 0 32 0 0 300 4.000 -0.13 41.00 0 0 0| 0 38 0 0 320 6.000 -0.19 41.17 0 0 0| 0 63 0 0 330 8.500 -0.24 40.67 0 0 0| 0 80 0 0 340 11.500 -0.31 40.19 0 0 0| 1 105 0 0 350 14.750 -0.38 38.82 0 0 0| 1 26 0 0 360 19.250 -0.45 38.25 0 0 0| 1 20 0 0 370 24.250 -0.53 37.73 0 0 0| 0 100 0 0 380 30.250 -0.61 36.94 0 0 0| 0 0 0 0 390 37.000 -0.69 36.54 0 0 0| 0 8 0 0 400 52.000 -0.82 34.86 0 0 0| 0 1 0 0 420 69.750 -0.90 34.34 0 0 0| 0 0 0 0 440 Total 0 0 0| 3 493 0 0 Indicative a-t-m Vol 38.36 Underlying Price 381.500 Time to expiry: 81 Days Nov 10 14.500 -0.29 41.18 0 0 0| 0 2 0 0 340 22.000 -0.39 40.13 0 0 0| 0 0 0 0 360 26.250 -0.45 39.21 0 0 0| 0 0 0 0 370 31.250 -0.51 38.51 0 0 0| 0 14 0 0 380 36.750 -0.57 37.74 0 0 0| 0 26 0 0 390 43.000 -0.62 37.21 0 0 0| 0 16 0 0 400 56.000 -0.75 34.27 0 0 0| 0 0 0 0 420 72.500 -0.83 34.04 0 0 0| 0 0 0 0 440 Equity Options 21:59 Business Day Mon 30 Aug 2010 Previous Business Day Fri 27 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: 109 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 -0.02 53.16 0 0 0| 0 71 0 0 220 2.000 -0.04 51.31 0 0 0| 0 156 0 0 240 5.500 -0.11 47.04 0 0 0| 0 173 0 0 280 8.750 -0.16 45.11 0 0 0| 0 115 0 0 300 12.750 -0.22 43.35 0 0 0| 0 289 0 0 320 18.500 -0.30 41.71 0 0 0| 0 230 0 0 340 26.000 -0.39 39.90 0 0 0| 0 330 0 0 360 35.000 -0.50 38.04 0 0 0| 0 289 0 0 380 46.750 -0.60 37.07 0 0 0| 0 103 0 0 400 59.500 -0.70 35.02 0 0 0| 0 9 0 0 420 75.750 -0.78 35.49 0 0 0| 0 15 0 0 440 110.500 -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: 200 Days Mar 11 6.250 -0.08 50.17 0 0 0| 0 65 0 0 240 11.500 -0.15 45.13 0 0 0| 0 42 0 0 280 16.000 -0.20 43.52 0 0 0| 0 270 0 0 300 21.000 -0.26 41.57 0 0 0| 0 111 0 0 320 27.750 -0.32 40.38 0 0 0| 0 36 0 0 340 35.750 -0.39 38.94 0 0 0| 0 57 0 0 360 45.250 -0.47 37.79 0 0 0| 0 4 0 0 380 56.500 -0.55 36.76 0 0 0| 0 61 0 0 400 68.500 -0.63 35.24 0 0 0| 0 4 0 0 420 83.750 -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: 291 Days Jun 11 10.750 -0.12 46.65 0 0 0| 0 4 0 0 240 18.000 -0.20 42.07 0 0 0| 0 85 0 0 280 24.500 -0.25 41.42 0 0 0| 0 29 0 0 300 31.000 -0.31 39.73 0 0 0| 0 340 0 0 320 39.500 -0.37 38.85 0 0 0| 0 52 0 0 340 48.750 -0.44 37.72 0 0 0| 0 28 0 0 360 59.000 -0.51 36.43 0 0 0| 0 5 0 0 380 71.250 -0.57 35.65 0 0 0| 0 23 0 0 400 84.500 -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 21:59 Business Day Mon 30 Aug 2010 Previous Business Day Fri 27 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: 473 Days Dec 11 8.500 -0.06 57.65 0 0 0| 0 0 0 0 160 12.000 -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 18.750 -0.14 51.19 0 0 0| 0 0 0 0 220 21.750 -0.17 47.49 0 0 0| 0 0 0 0 240 32.750 -0.24 44.00 0 0 0| 3 3 +3 0 280 53.250 -0.33 45.00 0 0 0| 0 0 0 0 320 68.000 -0.43 39.79 0 0 0| 0 0 0 0 360 92.250 -0.53 38.65 0 0 0| 0 0 0 0 400 120.000 -0.63 37.68 0 0 0| 0 0 0 0 440 151.500 -0.70 37.63 0 0 0| 0 0 0 0 480 220.750 -0.81 37.74 0 0 0| 0 0 0 0 560 Total 0 0 0| 3 503 +3 0 Indicative a-t-m Vol 38.85 Underlying Price 381.500 Time to expiry: 655 Days Jun 12 47.250 -0.27 45.00 0 0 0| 0 0 0 0 280 69.500 -0.35 45.57 0 0 0| 0 0 0 0 320 84.250 -0.44 40.01 0 0 0| 0 0 0 0 360 107.750 -0.53 37.90 0 0 0| 0 0 0 0 400 132.500 -0.63 35.14 0 0 0| 0 0 0 0 440 Total 0 0 0| 0 0 0 0 Indicative a-t-m Vol 39.21 Underlying Price 381.500 Time to expiry: 844 Days Dec 12 63.000 -0.21 62.48 0 0 0| 0 0 0 0 240 75.250 -0.27 55.87 0 0 0| 0 0 0 0 280 81.250 -0.35 45.80 0 0 0| 0 0 0 0 320 96.250 -0.44 40.24 0 0 0| 0 0 0 0 360 120.000 -0.52 38.36 0 0 0| 0 0 0 0 400 146.750 -0.59 36.80 0 0 0| 0 0 0 0 440 177.500 -0.66 36.28 0 0 0| 0 0 0 0 480 Total 0 0 0| 0 0 0 0 Total Puts 0 0 0| 8 12,706 +2 0 Grand Total 0 0 0| 102,881 123,209 -30 0 Equity Options 21:59 Business Day Mon 30 Aug 2010 Previous Business Day Fri 27 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: 18 Days Sep 10 37.000 0.95 35.24 0 0 0| 0 0 0 0 260 18.000 0.84 26.10 0 0 0| 0 2 0 0 280 10.250 0.67 23.98 0 0 0| 0 0 0 0 290 4.500 0.42 22.29 0 0 0| 250 1,520 +250 0 300 1.750 0.21 22.84 0 0 0| 0 1,253 0 0 310 0.750 0.09 24.55 0 0 0| 0 108 0 0 320 0.250 0.03 25.18 0 0 0| 25 1,172 +25 0 330 CAB 0.01 27.01 0 0 0| 25 3,421 +25 0 340 CAB 0.00 29.33 0 0 0| 0 1,716 0 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 0| 300 9,526 +300 0 Indicative a-t-m Vol 24.44 Underlying Price 296.500 Time to expiry: 46 Days Oct 10 38.250 0.90 29.48 0 0 0| 0 0 0 0 260 21.250 0.75 26.27 0 0 0| 0 0 0 0 280 14.250 0.62 24.81 0 0 0| 0 0 0 0 290 8.750 0.47 24.28 0 0 0| 0 0 0 0 300 5.000 0.32 23.47 0 0 0| 0 1 0 0 310 2.750 0.20 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 0.05 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: 81 Days Nov 10 39.000 0.87 30.35 0 0 0| 0 0 0 0 260 22.750 0.71 27.25 0 0 0| 0 0 0 0 280 16.250 0.60 26.36 0 0 0| 0 0 0 0 290 11.000 0.47 25.79 0 0 0| 0 0 0 0 300 7.250 0.35 25.55 0 0 0| 0 0 0 0 310 4.500 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: 109 Days Dec 10 58.000 0.94 32.85 0 0 0| 0 0 0 0 240 24.250 0.69 27.35 0 0 0| 0 26 0 0 280 13.000 0.47 26.12 0 0 0| 55 59 +53 0 300 6.500 0.28 25.83 0 0 0| 0 233 0 0 320 2.750 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 0.04 27.84 0 0 0| 0 4,072 0 0 380 Equity Options 21:59 Business Day Mon 30 Aug 2010 Previous Business Day Fri 27 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 0| 55 12,794 +53 0 Indicative a-t-m Vol 26.08 Underlying Price 296.500 Time to expiry: 200 Days Mar 11 59.250 0.89 30.97 0 0 0| 0 0 0 0 240 42.750 0.78 28.84 0 0 0| 2 2 +2 0 260 29.000 0.63 27.21 0 0 0| 0 2 0 0 280 18.250 0.48 25.88 0 0 0| 2 7 +2 0 300 10.750 0.34 25.01 0 0 0| 0 25 0 0 320 6.000 0.22 24.33 0 0 0| 0 20 0 0 340 3.250 0.13 23.94 0 0 0| 0 14 0 0 360 Total 0 0 0| 4 70 +4 0 Total Calls 0 0 0| 359 23,447 +357 0 | Equity Options 21:59 Business Day Mon 30 Aug 2010 Previous Business Day Fri 27 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: 18 Days Sep 10 0.500 -0.05 36.61 0 0 0| 0 0 0 0 260 1.500 -0.16 26.17 0 0 0| 0 2,062 0 0 280 3.500 -0.32 23.10 0 0 0| 0 0 0 0 290 7.750 -0.58 21.91 0 0 0| 0 346 0 0 300 15.000 -0.81 21.73 0 0 0| 0 39 0 0 310 24.000 -0.93 22.76 0 0 0| 6 3,117 0 0 320 33.750 -0.97 24.90 0 0 0| 0 0 0 0 330 43.500 -0.99 28.02 0 0 0| 0 287 0 0 340 63.500 -0.99 36.87 0 0 0| 0 107 0 0 360 83.500 -1.00 42.78 0 0 0| 0 0 0 0 380 103.500 -1.00 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 0| 6 5,962 0 0 Indicative a-t-m Vol 23.96 Underlying Price 296.500 Time to expiry: 46 Days Oct 10 1.500 -0.10 29.78 0 0 0| 0 0 0 0 260 4.500 -0.25 26.27 0 0 0| 0 4,164 0 0 280 7.500 -0.38 24.93 0 0 0| 0 0 0 0 290 11.750 -0.54 23.54 0 0 0| 0 13 0 0 300 18.000 -0.69 23.17 0 0 0| 0 6 0 0 310 25.750 -0.81 22.86 0 0 0| 0 80 0 0 320 34.500 -0.90 22.97 0 0 0| 0 5 0 0 330 44.000 -0.95 23.49 0 0 0| 0 0 0 0 340 63.500 -0.99 25.69 0 0 0| 0 0 0 0 360 83.500 -1.00 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: 81 Days Nov 10 4.500 -0.19 28.55 0 0 0| 0 0 0 0 260 9.750 -0.37 26.29 0 0 0| 0 0 0 0 280 14.250 -0.48 25.93 0 0 0| 0 0 0 0 290 19.750 -0.59 25.20 0 0 0| 0 3 0 0 300 26.250 -0.70 24.89 0 0 0| 0 0 0 0 310 34.000 -0.79 24.52 0 0 0| 0 0 0 0 320 51.250 -0.92 23.52 0 0 0| 0 0 0 0 340 Total 0 0 0| 0 3 0 0 Indicative a-t-m Vol 25.60 Underlying Price 296.500 Time to expiry: 109 Days Dec 10 3.000 -0.11 30.97 0 0 0| 0 0 0 0 240 12.000 -0.38 26.68 0 0 0| 5 3,232 +5 0 280 21.750 -0.57 25.41 0 0 0| 6 2,208 +6 0 300 35.750 -0.74 24.96 0 0 0| 0 89 0 0 320 52.250 -0.87 24.33 0 0 0| 0 170 0 0 340 71.000 -0.95 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 -1.00 23.10 0 0 0| 0 14 0 0 400 Equity Options 21:59 Business Day Mon 30 Aug 2010 Previous Business Day Fri 27 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 0| 11 5,830 +11 0 Indicative a-t-m Vol 25.51 Underlying Price 296.500 Time to expiry: 200 Days Mar 11 6.250 -0.17 29.97 0 0 0| 0 14 0 0 240 10.500 -0.26 27.83 0 0 0| 0 10 0 0 260 17.500 -0.39 26.58 0 0 0| 0 64 0 0 280 27.000 -0.53 25.32 0 0 0| 0 8 0 0 300 39.750 -0.67 24.46 0 0 0| 0 4 0 0 320 55.250 -0.79 24.01 0 0 0| 0 28 0 0 340 72.500 -0.88 23.67 0 0 0| 0 0 0 0 360 Total 0 0 0| 0 128 0 0 Total Puts 0 0 0| 17 16,191 +11 0 Grand Total 0 0 0| 45,736 84,998 +368 0 Equity Options 21:59 Business Day Mon 30 Aug 2010 Previous Business Day Fri 27 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: 18 Days Sep 10 104.750 0.98 97.04 0 0 0| 0 17 0 0 200 84.250 0.98 68.55 0 0 0| 0 0 0 0 220 65.000 0.95 64.65 0 0 0| 0 2,650 0 0 240 46.250 0.89 59.34 0 0 0| 0 26 0 0 260 29.000 0.78 51.81 0 0 0| 0 5,652 0 0 280 21.250 0.69 48.04 0 0 0| 0 0 0 0 290 14.500 0.57 44.81 0 0 0| 0 12,033 0 0 300 9.000 0.44 42.41 0 0 0| 0 40 0 0 310 5.250 0.30 40.28 0 0 0| 0 21,186 0 0 320 3.000 0.20 40.00 0 0 0| 0 9,682 0 0 330 1.500 0.12 40.00 0 0 0| 2 8,675 -2 0 340 0.750 0.07 40.00 0 0 0| 0 2,685 0 0 350 0.500 0.04 40.00 0 0 0| 0 15,849 0 0 360 CAB 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 0| 2 117,845 -2 0 Indicative a-t-m Vol 44.97 Underlying Price 303.950 Time to expiry: 46 Days Oct 10 86.500 0.93 66.08 0 0 0| 0 0 0 0 220 68.250 0.88 60.91 0 0 0| 0 0 0 0 240 50.250 0.82 53.13 0 0 0| 0 0 0 0 260 35.250 0.71 50.06 0 0 0| 0 26 0 0 280 28.250 0.64 47.95 0 0 0| 0 0 0 0 290 22.000 0.57 45.73 0 0 0| 0 44 0 0 300 16.500 0.48 43.85 0 0 0| 0 1 0 0 310 11.750 0.40 41.57 0 0 0| 0 81 0 0 320 8.500 0.32 40.94 0 0 0| 0 60 0 0 330 5.500 0.23 39.16 0 0 0| 0 139 0 0 340 3.500 0.17 37.68 0 0 0| 0 33 0 0 350 2.000 0.11 36.23 0 0 0| 0 325 0 0 360 0.750 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| 0 759 0 0 Indicative a-t-m Vol 45.90 Underlying Price 303.950 Time to expiry: 81 Days Nov 10 56.250 0.77 55.10 0 0 0| 0 0 0 0 260 41.250 0.68 50.00 0 0 0| 0 0 0 0 280 34.750 0.63 48.38 0 0 0| 0 0 0 0 290 28.750 0.57 46.82 0 0 0| 0 0 0 0 300 23.000 0.51 44.53 0 0 0| 25 25 +25 0 310 18.250 0.44 43.39 0 0 0| 0 0 0 0 320 Equity Options 21:59 Business Day Mon 30 Aug 2010 Previous Business Day Fri 27 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 | 14.250 0.38 42.11 0 0 0| 0 0 0 0 330 10.750 0.32 40.82 0 0 0| 0 0 0 0 340 6.000 0.21 38.95 0 0 0| 0 1,152 0 0 360 Total 0 0 0| 25 1,177 +25 0 Indicative a-t-m Vol 47.24 Underlying Price 303.950 Time to expiry: 109 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 0 140 146.000 0.97 73.85 0 0 0| 0 55 0 0 160 128.000 0.94 73.19 0 0 0| 0 275 0 0 180 109.750 0.91 68.09 0 0 0| 0 65 0 0 200 92.500 0.87 64.27 0 0 0| 0 64 0 0 220 76.250 0.81 60.38 0 0 0| 0 2,885 0 0 240 60.250 0.75 55.41 0 0 0| 480 1,742 +480 0 260 50.750 0.70 52.71 0 0 0| 0 8,202 0 0 273 46.250 0.67 52.00 0 0 0| 0 2,290 0 0 280 33.500 0.57 48.04 0 0 0| 0 4,831 0 0 300 26.750 0.51 45.64 0 0 0| 0 7,178 0 0 312 22.750 0.46 44.50 0 0 0| 3 8,476 0 0 320 14.500 0.35 41.45 0 0 0| 26 6,346 +26 0 340 10.500 0.29 39.14 0 0 0| 0 16,506 0 0 351 8.000 0.24 37.94 0 0 0| 0 11,466 0 0 360 4.000 0.14 35.35 0 0 0| 0 5,746 0 0 380 3.250 0.12 35.95 0 0 0| 0 30,254 0 0 390 0.500 0.02 36.37 0 0 0| 0 13,085 0 0 467 0.250 0.01 36.66 0 0 0| 0 600 0 0 480 Total 0 0 0| 509 120,091 +506 0 Indicative a-t-m Vol 44.66 Underlying Price 303.950 Time to expiry: 200 Days Mar 11 113.250 0.88 60.53 0 0 0| 0 33 0 0 200 81.500 0.79 54.44 0 0 0| 0 129 0 0 240 53.000 0.66 47.59 0 0 0| 0 132 0 0 280 41.250 0.58 45.22 0 0 0| 0 0 0 0 300 30.750 0.50 42.44 0 0 0| 0 4,651 0 0 320 22.000 0.41 40.25 0 0 0| 18 18 +18 0 340 14.750 0.31 37.42 0 0 0| 0 5,516 0 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 2.250 0.07 38.44 0 0 0| 0 529 0 0 480 Total 0 0 0| 18 16,171 +18 0 Indicative a-t-m Vol 44.55 Underlying Price 303.950 Time to expiry: 291 Days Jun 11 Equity Options 21:59 Business Day Mon 30 Aug 2010 Previous Business Day Fri 27 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 | 117.000 0.86 58.56 0 0 0| 0 25 0 0 200 86.750 0.77 52.79 0 0 0| 0 12 0 0 240 60.250 0.66 47.52 0 0 0| 0 22 0 0 280 48.250 0.59 44.95 0 0 0| 0 1,250 0 0 300 38.250 0.52 42.93 0 0 0| 0 3,692 0 0 320 27.750 0.44 39.20 0 0 0| 0 25 0 0 340 22.000 0.37 38.89 0 0 0| 149 370 +149 0 360 11.250 0.23 35.61 0 0 0| 25 3,366 +25 0 400 2.750 0.08 33.44 0 0 0| 0 330 0 0 480 Total 0 0 0| 174 9,092 +174 0 Indicative a-t-m Vol 42.12 Underlying Price 303.950 Time to expiry: 473 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 0 160 139.250 0.87 59.18 0 0 0| 0 0 0 0 180 122.750 0.84 54.86 0 0 0| 0 0 0 0 200 93.250 0.76 48.74 0 0 0| 0 0 0 0 240 69.250 0.66 45.20 0 0 0| 0 0 0 0 280 46.250 0.54 40.06 0 0 0| 0 6,351 0 0 320 37.000 0.47 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 0.29 34.09 0 0 0| 0 10,005 0 0 400 5.750 0.12 31.00 0 0 0| 0 12 0 0 480 Total 0 0 0| 0 23,630 0 0 Indicative a-t-m Vol 47.85 Underlying Price 303.950 Time to expiry: 655 Days Jun 12 132.000 0.83 57.64 0 0 0| 0 0 0 0 200 108.750 0.75 55.24 0 0 0| 0 0 0 0 240 84.500 0.67 50.02 0 0 0| 0 0 0 0 280 64.250 0.58 46.40 0 0 0| 0 0 0 0 320 47.750 0.49 43.49 0 0 0| 0 0 0 0 360 35.250 0.40 41.50 0 0 0| 0 0 0 0 400 Total 0 0 0| 0 0 0 0 Indicative a-t-m Vol 47.24 Underlying Price 303.950 Time to expiry: 844 Days Dec 12 135.000 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 71.250 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 21:59 Business Day Mon 30 Aug 2010 Previous Business Day Fri 27 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 | 12.500 0.21 29.84 0 0 0| 0 15 0 0 480 Total 0 0 0| 0 15 0 0 Total Calls 0 0 0| 728 288,780 +721 0 | Equity Options 21:59 Business Day Mon 30 Aug 2010 Previous Business Day Fri 27 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: 18 Days Sep 10 0.250 -0.01 82.76 0 0 0| 0 4,750 0 0 200 0.500 -0.02 71.99 0 0 0| 0 7 0 0 220 0.750 -0.04 60.00 0 0 0| 0 7,194 0 0 240 2.500 -0.11 60.00 0 0 0| 2 1,146 0 0 260 5.000 -0.22 51.81 0 0 0| 50 26,745 0 0 280 7.250 -0.31 48.04 0 0 0| 0 0 0 0 290 10.500 -0.43 44.81 0 0 0| 0 24,536 0 0 300 15.000 -0.56 42.41 0 0 0| 0 4,065 0 0 310 21.250 -0.70 40.28 0 0 0| 0 24,595 0 0 320 28.750 -0.81 39.34 0 0 0| 0 9,285 0 0 330 37.750 -0.87 41.71 0 0 0| 26 5,260 0 0 340 46.750 -0.94 39.45 0 0 0| 0 34 0 0 350 56.500 -0.96 41.31 0 0 0| 0 3,069 0 0 360 76.250 -0.98 47.49 0 0 0| 0 2,035 0 0 380 96.250 -0.99 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 -1.00 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 0| 78 140,714 0 0 Indicative a-t-m Vol 46.05 Underlying Price 303.950 Time to expiry: 46 Days Oct 10 2.750 -0.07 67.75 0 0 0| 0 5 0 0 220 4.500 -0.12 62.73 0 0 0| 0 84 0 0 240 7.000 -0.19 56.18 0 0 0| 1 3,076 +1 0 260 11.500 -0.29 51.16 0 0 0| 11 3,386 +10 0 280 14.500 -0.36 49.20 0 0 0| 0 2 0 0 290 18.000 -0.43 46.53 0 0 0| 1 674 +1 0 300 23.000 -0.51 45.33 0 0 0| 0 0 0 0 310 28.000 -0.60 42.73 0 0 0| 0 190 0 0 320 35.000 -0.67 42.91 0 0 0| 0 25 0 0 330 41.500 -0.76 40.04 0 0 0| 0 35 0 0 340 49.500 -0.83 38.99 0 0 0| 0 0 0 0 350 58.000 -0.88 37.75 0 0 0| 0 0 0 0 360 76.500 -0.96 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 0| 13 7,477 +12 0 Indicative a-t-m Vol 46.18 Underlying Price 303.950 Time to expiry: 81 Days Nov 10 12.500 -0.24 55.51 0 0 0| 0 51 0 0 260 17.750 -0.32 50.73 0 0 0| 0 44 0 0 280 21.500 -0.38 49.44 0 0 0| 0 0 0 0 290 25.000 -0.44 46.88 0 0 0| 3 13 +3 0 300 29.500 -0.50 45.14 0 0 0| 0 0 0 0 310 35.000 -0.56 43.80 0 0 0| 0 0 0 0 320 40.750 -0.62 42.57 0 0 0| 0 0 0 0 330 Equity Options 21:59 Business Day Mon 30 Aug 2010 Previous Business Day Fri 27 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 | 48.000 -0.68 42.64 0 0 0| 0 0 0 0 340 62.750 -0.79 39.79 0 0 0| 0 0 0 0 360 Total 0 0 0| 3 108 +3 0 Indicative a-t-m Vol 47.24 Underlying Price 303.950 Time to expiry: 109 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 2.000 -0.04 73.85 0 0 0| 0 4,771 0 0 160 4.250 -0.07 73.19 0 0 0| 0 7,037 0 0 180 6.000 -0.10 68.09 0 0 0| 0 4,589 0 0 200 9.000 -0.14 64.27 0 0 0| 0 815 0 0 220 12.500 -0.19 60.38 0 0 0| 1 6,384 0 0 240 16.500 -0.25 55.41 0 0 0| 0 1,305 0 0 260 20.000 -0.30 52.71 0 0 0| 26 8,947 0 0 273 22.750 -0.33 52.00 0 0 0| 0 16,479 0 0 280 29.750 -0.43 48.04 0 0 0| 0 19,379 0 0 300 35.000 -0.49 45.64 0 0 0| 0 20,850 0 0 312 39.250 -0.54 44.50 0 0 0| 0 22,120 0 0 320 50.750 -0.65 41.45 0 0 0| 0 7,402 0 0 340 57.750 -0.72 39.14 0 0 0| 0 3,219 0 0 351 64.250 -0.76 37.94 0 0 0| 0 2,085 0 0 360 80.250 -0.86 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 0| 27 136,750 0 0 Indicative a-t-m Vol 45.52 Underlying Price 303.950 Time to expiry: 200 Days Mar 11 12.000 -0.13 63.48 0 0 0| 0 252 0 0 200 19.500 -0.22 55.07 0 0 0| 0 1,291 0 0 240 31.750 -0.35 48.97 0 0 0| 0 1,749 0 0 280 39.750 -0.43 46.15 0 0 0| 0 25 0 0 300 49.000 -0.51 43.01 0 0 0| 0 6,658 0 0 320 60.000 -0.60 40.37 0 0 0| 0 1 0 0 340 73.000 -0.69 38.05 0 0 0| 0 384 0 0 360 104.000 -0.84 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| 0 10,510 0 0 Indicative a-t-m Vol 44.55 Underlying Price 303.950 Time to expiry: 291 Days Jun 11 15.500 -0.15 58.56 0 0 0| 0 2,347 0 0 200 Equity Options 21:59 Business Day Mon 30 Aug 2010 Previous Business Day Fri 27 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 | 25.500 -0.24 52.79 0 0 0| 0 4,047 0 0 240 39.000 -0.35 47.52 0 0 0| 0 27 0 0 280 47.000 -0.42 44.95 0 0 0| 0 1,329 0 0 300 57.000 -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 80.500 -0.63 38.89 0 0 0| 0 35 0 0 360 109.750 -0.77 35.61 0 0 0| 0 25 0 0 400 180.500 -0.93 32.60 0 0 0| 0 25 0 0 480 Total 0 0 0| 0 10,934 0 0 Indicative a-t-m Vol 42.12 Underlying Price 303.950 Time to expiry: 473 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 7.500 -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 14.750 -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| 0 5 0 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 88.500 -0.59 36.69 0 0 0| 0 4,500 0 0 360 116.250 -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| 0 17,348 0 0 Indicative a-t-m Vol 47.85 Underlying Price 303.950 Time to expiry: 655 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 85.250 -0.42 46.40 0 0 0| 0 0 0 0 320 108.000 -0.51 43.49 0 0 0| 0 0 0 0 360 134.750 -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: 844 Days Dec 12 38.500 -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 74.750 -0.32 50.08 0 0 0| 0 0 0 0 280 92.000 -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 21:59 Business Day Mon 30 Aug 2010 Previous Business Day Fri 27 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 0| 121 324,173 +15 0 Grand Total 0 0 0| 120,801 732,905 +736 0 Equity Options 21:59 Business Day Mon 30 Aug 2010 Previous Business Day Fri 27 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: 18 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 0 880 148.000 0.97 35.15 0 0 0| 0 0 0 0 920 111.500 0.90 38.29 0 0 0| 0 6 0 0 960 94.000 0.85 37.08 0 0 0| 0 0 0 0 980 78.500 0.79 37.43 0 0 0| 0 66 0 0 1000 47.000 0.59 39.68 0 0 0| 1 96 +1 0 1050 26.500 0.39 41.39 0 0 0| 60 2,733 0 0 1100 16.000 0.25 45.49 0 0 0| 25 1,562 0 0 1150 9.000 0.16 48.46 0 0 0| 0 524 0 0 1200 6.000 0.10 52.05 0 0 0| 0 181 0 0 1250 4.000 0.07 55.49 0 0 0| 11 2,456 +11 0 1300 2.500 0.04 65.15 0 0 0| 0 719 0 0 1400 2.000 0.03 75.96 0 0 0| 0 16 0 0 1500 Total 0 0 0| 97 8,359 +12 0 Indicative a-t-m Vol 38.05 Underlying Price 1066.500 Time to expiry: 46 Days Oct 10 156.500 0.88 37.51 0 0 0| 0 0 0 0 920 124.000 0.80 37.58 0 0 0| 0 0 0 0 960 108.500 0.76 36.86 0 0 0| 0 0 0 0 980 95.000 0.71 37.09 0 0 0| 0 25 0 0 1000 66.000 0.58 37.52 0 0 0| 0 51 0 0 1050 45.500 0.44 39.08 0 0 0| 0 51 0 0 1100 31.000 0.33 40.39 0 0 0| 0 17 0 0 1150 21.500 0.24 42.33 0 0 0| 0 184 0 0 1200 14.000 0.17 42.90 0 0 0| 0 75 0 0 1250 9.500 0.12 43.84 0 0 0| 0 293 0 0 1300 7.500 0.09 46.79 0 0 0| 0 17 0 0 1350 Total 0 0 0| 0 713 0 0 Indicative a-t-m Vol 37.09 Underlying Price 1066.500 Time to expiry: 81 Days Nov 10 168.500 0.82 38.12 0 0 0| 0 0 0 0 920 137.500 0.76 37.00 0 0 0| 0 0 0 0 960 111.000 0.68 36.86 0 0 0| 0 0 0 0 1000 83.500 0.57 36.87 0 0 0| 0 0 0 0 1050 62.000 0.47 37.53 0 0 0| 0 0 0 0 1100 46.500 0.38 38.78 0 0 0| 0 1 0 0 1150 35.000 0.30 39.83 0 0 0| 0 0 0 0 1200 20.000 0.19 42.11 0 0 0| 11 260 0 0 1300 Total 0 0 0| 11 261 0 0 Indicative a-t-m Vol 36.42 Underlying Price 1066.500 Time to expiry: 109 Days Dec 10 242.000 0.89 39.31 0 0 0| 0 4 0 0 840 207.000 0.85 37.54 0 0 0| 0 14 0 0 880 174.500 0.80 36.50 0 0 0| 0 16 0 0 920 Equity Options 21:59 Business Day Mon 30 Aug 2010 Previous Business Day Fri 27 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 | 145.000 0.74 35.82 0 0 0| 0 29 0 0 960 121.000 0.67 36.21 0 0 0| 0 37 0 0 1000 72.000 0.48 36.52 0 0 0| 0 784 0 0 1100 42.500 0.33 37.94 0 0 0| 41 4,648 +41 0 1200 25.000 0.21 39.28 0 0 0| 10 263 -10 0 1300 13.500 0.13 39.66 0 0 0| 0 165 0 0 1400 Total 0 0 0| 51 5,960 +31 0 Indicative a-t-m Vol 34.61 Underlying Price 1066.500 Time to expiry: 200 Days Mar 11 220.500 0.82 34.03 0 0 0| 0 70 0 0 880 167.500 0.71 34.52 0 0 0| 0 35 0 0 960 145.500 0.65 34.87 0 0 0| 0 48 0 0 1000 96.500 0.51 34.48 0 0 0| 0 63 0 0 1100 62.000 0.38 34.41 0 0 0| 0 62 0 0 1200 22.500 0.17 33.91 0 0 0| 0 205 0 0 1400 Total 0 0 0| 0 483 0 0 Total Calls 0 0 0| 159 15,776 +43 0 | Equity Options 21:59 Business Day Mon 30 Aug 2010 Previous Business Day Fri 27 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: 18 Days Sep 10 1.500 -0.03 58.05 0 0 0| 0 8 0 0 840 2.000 -0.04 48.75 0 0 0| 0 49 0 0 880 2.000 -0.05 40.38 0 0 0| 0 471 0 0 920 5.000 -0.11 39.07 0 0 0| 100 772 -19 0 960 7.000 -0.14 36.53 0 0 0| 0 1,405 0 0 980 11.500 -0.21 37.62 0 0 0| 2 1,905 +2 0 1000 30.000 -0.41 39.10 0 0 0| 0 956 0 0 1050 59.000 -0.61 40.81 0 0 0| 25 6,106 0 0 1100 98.500 -0.75 44.89 0 0 0| 0 10 0 0 1150 142.000 -0.85 47.94 0 0 0| 0 492 0 0 1200 188.500 -0.91 50.98 0 0 0| 0 0 0 0 1250 236.000 -0.94 53.14 0 0 0| 0 30 0 0 1300 334.000 -0.99 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 0| 127 12,204 -17 0 Indicative a-t-m Vol 37.99 Underlying Price 1066.500 Time to expiry: 46 Days Oct 10 9.000 -0.12 37.68 0 0 0| 0 56 0 0 920 16.000 -0.19 36.84 0 0 0| 0 17 0 0 960 22.000 -0.24 37.60 0 0 0| 0 31 0 0 980 28.000 -0.29 37.45 0 0 0| 0 66 0 0 1000 49.000 -0.43 37.84 0 0 0| 0 179 0 0 1050 77.000 -0.56 38.30 0 0 0| 0 33 0 0 1100 112.500 -0.67 39.68 0 0 0| 0 0 0 0 1150 152.500 -0.77 41.03 0 0 0| 0 15 0 0 1200 196.500 -0.83 42.76 0 0 0| 0 0 0 0 1250 242.500 -0.88 44.76 0 0 0| 0 24 0 0 1300 290.000 -0.91 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: 81 Days Nov 10 18.000 -0.17 36.30 0 0 0| 0 0 0 0 920 29.000 -0.24 36.89 0 0 0| 0 0 0 0 960 43.000 -0.32 36.93 0 0 0| 0 0 0 0 1000 65.500 -0.43 36.96 0 0 0| 0 0 0 0 1050 93.500 -0.53 37.52 0 0 0| 0 0 0 0 1100 128.500 -0.62 38.78 0 0 0| 0 0 0 0 1150 169.000 -0.69 41.25 0 0 0| 0 0 0 0 1200 260.500 -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: 109 Days Dec 10 11.000 -0.10 37.15 0 0 0| 20 88 +20 0 840 18.000 -0.15 37.24 0 0 0| 0 1,515 0 0 880 26.500 -0.20 36.58 0 0 0| 0 135 0 0 920 38.000 -0.26 36.54 0 0 0| 0 1,401 0 0 960 Equity Options 21:59 Business Day Mon 30 Aug 2010 Previous Business Day Fri 27 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 | 52.500 -0.33 36.41 0 0 0| 0 2,416 0 0 1000 102.500 -0.52 36.23 0 0 0| 0 403 0 0 1100 172.500 -0.68 37.29 0 0 0| 0 52 0 0 1200 261.000 -0.77 42.04 0 0 0| 0 0 0 0 1300 350.000 -0.85 43.52 0 0 0| 0 0 0 0 1400 Total 0 0 0| 20 6,010 +20 0 Indicative a-t-m Vol 34.33 Underlying Price 1066.500 Time to expiry: 200 Days Mar 11 33.500 -0.19 35.46 0 0 0| 0 81 0 0 880 58.000 -0.29 34.88 0 0 0| 0 18 0 0 960 74.000 -0.35 34.63 0 0 0| 0 33 0 0 1000 124.500 -0.49 34.18 0 0 0| 10 189 0 0 1100 190.000 -0.63 34.06 0 0 0| 0 106 0 0 1200 353.000 -0.83 34.54 0 0 0| 0 61 0 0 1400 Total 0 0 0| 10 488 0 0 Total Puts 0 0 0| 157 19,123 +3 0 Grand Total 0 0 0| 48,700 83,283 +46 0 Equity Options 21:59 Business Day Mon 30 Aug 2010 Previous Business Day Fri 27 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: 18 Days Sep 10 398.500 1.00 49.65 0 0 0| 0 0 0 0 1400 298.500 0.99 45.50 0 0 0| 0 3 0 0 1500 201.500 0.94 41.72 0 0 0| 0 70 0 0 1600 155.500 0.88 40.27 0 0 0| 0 9 0 0 1650 106.500 0.84 31.64 0 0 0| 24 46 +14 0 1700 71.000 0.67 32.85 0 0 0| 0 39 0 0 1750 38.500 0.49 29.62 0 0 0| 3 1,593 -79 0 1800 22.000 0.31 31.21 0 0 0| 2 57 0 0 1850 11.000 0.18 31.01 0 0 0| 0 1,689 0 0 1900 5.500 0.09 31.12 0 0 0| 0 735 0 0 1950 2.000 0.04 30.24 0 0 0| 0 1,676 -1 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 0| 29 10,334 -66 0 Indicative a-t-m Vol 32.95 Underlying Price 1798.000 Time to expiry: 46 Days Oct 10 300.500 0.96 40.65 0 0 0| 0 0 0 0 1500 207.500 0.87 37.43 0 0 0| 0 5 0 0 1600 129.500 0.68 35.32 0 0 0| 0 0 0 0 1700 97.000 0.58 33.97 0 0 0| 0 5 0 0 1750 70.500 0.47 32.91 0 0 0| 0 261 0 0 1800 49.500 0.37 32.16 0 0 0| 0 46 0 0 1850 33.500 0.28 31.38 0 0 0| 0 1,834 0 0 1900 22.500 0.21 31.21 0 0 0| 2 31 +2 0 1950 13.500 0.14 30.34 0 0 0| 0 699 -1 0 2000 4.500 0.06 29.76 0 0 0| 0 45 0 0 2100 2.000 0.03 31.18 0 0 0| 2 171 0 0 2200 0.500 0.01 34.58 0 0 0| 0 3 0 0 2400 Total 0 0 0| 4 3,100 +1 0 Indicative a-t-m Vol 33.94 Underlying Price 1798.000 Time to expiry: 81 Days Nov 10 309.500 0.88 41.00 0 0 0| 0 0 0 0 1500 228.500 0.76 38.74 0 0 0| 0 0 0 0 1600 159.000 0.63 36.55 0 0 0| 0 0 0 0 1700 129.000 0.56 35.42 0 0 0| 0 0 0 0 1750 101.000 0.49 33.87 0 0 0| 0 1 0 0 1800 80.000 0.42 33.56 0 0 0| 0 0 0 0 1850 62.000 0.36 33.10 0 0 0| 0 250 0 0 1900 34.000 0.23 31.95 0 0 0| 0 0 0 0 2000 8.500 0.08 30.73 0 0 0| 0 0 0 0 2200 Total 0 0 0| 0 251 0 0 Indicative a-t-m Vol 34.67 Underlying Price 1798.000 Time to expiry: 109 Days Dec 10 Equity Options 21:59 Business Day Mon 30 Aug 2010 Previous Business Day Fri 27 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 0 880 838.000 1.00 62.62 0 0 0| 0 0 0 0 960 798.000 1.00 59.67 0 0 0| 0 0 0 0 1000 598.500 1.00 47.82 0 0 0| 0 0 0 0 1200 406.000 0.91 42.87 0 0 0| 0 62 0 0 1400 245.000 0.72 38.70 0 0 0| 0 305 0 0 1600 178.500 0.62 36.84 0 0 0| 15 290 -15 0 1700 122.000 0.51 34.63 0 0 0| 4 195 0 0 1800 79.500 0.39 33.38 0 0 0| 0 2,255 0 0 1900 51.000 0.28 32.78 0 0 0| 15 2,481 +10 0 2000 17.500 0.12 31.50 0 0 0| 40 2,586 +11 0 2200 5.000 0.04 30.79 0 0 0| 0 771 0 0 2400 1.500 0.01 30.54 0 0 0| 0 70 0 0 2600 CAB 0.00 29.57 0 0 0| 0 791 0 0 2800 Total 0 0 0| 74 9,806 +6 0 Indicative a-t-m Vol 34.71 Underlying Price 1798.000 Time to expiry: 200 Days Mar 11 430.000 0.83 41.86 0 0 0| 0 6 0 0 1400 284.500 0.70 38.58 0 0 0| 0 10 0 0 1600 217.500 0.62 36.00 0 0 0| 0 0 0 0 1700 164.000 0.53 34.68 0 0 0| 0 85 0 0 1800 120.500 0.44 33.67 0 0 0| 5 703 -5 0 1900 85.000 0.35 32.65 0 0 0| 5 315 -5 0 2000 39.500 0.20 31.32 0 0 0| 0 972 0 0 2200 17.500 0.10 30.54 0 0 0| 10 106 0 0 2400 6.500 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 0| 20 2,495 -10 0 Indicative a-t-m Vol 34.67 Underlying Price 1798.000 Time to expiry: 291 Days Jun 11 798.500 1.00 49.73 0 0 0| 0 0 0 0 1000 614.000 0.89 45.40 0 0 0| 0 45 0 0 1200 449.000 0.81 40.89 0 0 0| 0 36 0 0 1400 311.500 0.68 38.05 0 0 0| 0 10 0 0 1600 247.500 0.61 35.85 0 0 0| 0 0 0 0 1700 195.500 0.53 34.65 0 0 0| 0 429 0 0 1800 153.500 0.46 33.86 0 0 0| 0 29 0 0 1900 117.500 0.39 33.03 0 0 0| 0 73 0 0 2000 65.000 0.25 31.67 0 0 0| 0 5 0 0 2200 35.000 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: 473 Days Dec 11 849.000 0.92 53.47 0 0 0| 0 0 0 0 960 Equity Options 21:59 Business Day Mon 30 Aug 2010 Previous Business Day Fri 27 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 | 810.500 0.92 51.00 0 0 0| 0 0 0 0 1000 636.500 0.86 44.46 0 0 0| 0 0 0 0 1200 499.500 0.77 43.35 0 0 0| 0 0 0 0 1400 384.500 0.67 42.00 0 0 0| 0 0 0 0 1600 303.500 0.57 42.50 0 0 0| 0 0 0 0 1800 226.000 0.48 41.17 0 0 0| 0 0 0 0 2000 123.000 0.31 39.64 0 0 0| 0 0 0 0 2400 65.500 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: 655 Days Jun 12 419.500 0.67 41.50 0 0 0| 0 0 0 0 1600 340.500 0.58 41.65 0 0 0| 0 0 0 0 1800 272.000 0.50 41.19 0 0 0| 0 0 0 0 2000 176.000 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: 844 Days Dec 12 515.500 0.76 37.93 0 0 0| 0 0 0 0 1400 445.500 0.67 41.00 0 0 0| 0 0 0 0 1600 379.500 0.60 42.00 0 0 0| 0 0 0 0 1800 326.000 0.53 42.82 0 0 0| 0 0 0 0 2000 227.000 0.42 42.31 0 0 0| 0 0 0 0 2400 164.500 0.33 42.42 0 0 0| 0 0 0 0 2800 Total 0 0 0| 0 0 0 0 Total Calls 0 0 0| 127 26,688 -69 0 | Equity Options 21:59 Business Day Mon 30 Aug 2010 Previous Business Day Fri 27 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: 18 Days Sep 10 1.500 -0.02 49.95 0 0 0| 0 76 0 0 1400 3.000 -0.04 42.59 0 0 0| 0 154 0 0 1500 8.500 -0.11 37.44 0 0 0| 1 1,697 -1 0 1600 15.000 -0.18 35.56 0 0 0| 3 50 +3 0 1650 25.500 -0.29 33.48 0 0 0| 50 2,126 -1 0 1700 41.500 -0.42 31.76 0 0 0| 0 521 0 0 1750 66.500 -0.58 30.62 0 0 0| 15 2,097 -6 0 1800 99.000 -0.74 29.49 0 0 0| 0 61 0 0 1850 139.000 -0.85 28.76 0 0 0| 36 1,821 -6 0 1900 184.500 -0.92 29.61 0 0 0| 0 967 0 0 1950 231.500 -0.97 27.54 0 0 0| 0 2,686 0 0 2000 330.500 -1.00 27.72 0 0 0| 0 46 0 0 2100 430.500 -1.00 33.30 0 0 0| 0 583 0 0 2200 631.500 -0.99 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 0| 105 13,068 -11 0 Indicative a-t-m Vol 33.84 Underlying Price 1798.000 Time to expiry: 46 Days Oct 10 16.500 -0.12 41.65 0 0 0| 0 0 0 0 1500 31.000 -0.21 38.19 0 0 0| 2 504 0 0 1600 58.000 -0.35 35.80 0 0 0| 0 1,034 0 0 1700 78.000 -0.44 34.79 0 0 0| 0 11 0 0 1750 102.000 -0.53 33.80 0 0 0| 0 89 0 0 1800 130.500 -0.62 32.86 0 0 0| 0 36 0 0 1850 162.000 -0.72 31.08 0 0 0| 0 26 0 0 1900 201.500 -0.79 30.90 0 0 0| 0 256 0 0 1950 244.500 -0.85 31.26 0 0 0| 0 16 0 0 2000 335.500 -0.93 30.90 0 0 0| 0 23 0 0 2100 431.500 -0.99 28.52 0 0 0| 0 6 0 0 2200 631.500 -0.98 39.83 0 0 0| 0 8 0 0 2400 Total 0 0 0| 2 2,009 0 0 Indicative a-t-m Vol 34.12 Underlying Price 1798.000 Time to expiry: 81 Days Nov 10 34.000 -0.17 40.77 0 0 0| 6 6 +6 0 1500 55.000 -0.26 38.42 0 0 0| 0 11 0 0 1600 86.500 -0.37 36.32 0 0 0| 10 37 +10 0 1700 106.500 -0.44 35.15 0 0 0| 0 3 0 0 1750 130.000 -0.51 34.07 0 0 0| 0 22 0 0 1800 157.500 -0.58 33.37 0 0 0| 0 0 0 0 1850 189.000 -0.65 32.65 0 0 0| 0 5 0 0 1900 263.000 -0.77 32.27 0 0 0| 0 0 0 0 2000 437.500 -0.93 30.77 0 0 0| 0 0 0 0 2200 Total 0 0 0| 16 84 +16 0 Indicative a-t-m Vol 35.18 Underlying Price 1798.000 Time to expiry: 109 Days Dec 10 Equity Options 21:59 Business Day Mon 30 Aug 2010 Previous Business Day Fri 27 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 1.000 -0.01 61.02 0 0 0| 0 11 0 0 800 2.000 -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 5.000 -0.02 56.21 0 0 0| 0 54 0 0 1000 12.500 -0.06 48.96 0 0 0| 0 211 0 0 1200 31.500 -0.13 43.41 0 0 0| 43 311 -40 0 1400 74.000 -0.28 39.11 0 0 0| 60 1,059 -29 0 1600 106.500 -0.38 37.02 0 0 0| 0 1,089 0 0 1700 151.500 -0.49 35.14 0 0 0| 0 2,921 0 0 1800 210.000 -0.61 34.19 0 0 0| 0 1,028 0 0 1900 277.000 -0.72 32.45 0 0 0| 0 1,872 0 0 2000 445.000 -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 1031.000 -0.99 35.92 0 0 0| 0 24 0 0 2800 Total 0 0 0| 103 9,734 -69 0 Indicative a-t-m Vol 33.98 Underlying Price 1798.000 Time to expiry: 200 Days Mar 11 65.500 -0.19 41.19 0 0 0| 0 24 0 0 1400 120.000 -0.32 37.28 0 0 0| 0 132 0 0 1600 158.000 -0.41 35.43 0 0 0| 0 40 0 0 1700 205.500 -0.50 33.95 0 0 0| 1 508 0 0 1800 263.500 -0.59 32.89 0 0 0| 0 284 0 0 1900 334.000 -0.67 32.72 0 0 0| 0 320 0 0 2000 488.500 -0.82 30.77 0 0 0| 0 26 0 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| 0 18 0 0 2600 1060.000 -0.95 36.55 0 0 0| 0 0 0 0 2800 Total 0 0 0| 1 1,368 0 0 Indicative a-t-m Vol 33.99 Underlying Price 1798.000 Time to expiry: 291 Days Jun 11 25.500 -0.06 48.08 0 0 0| 0 201 0 0 1000 49.000 -0.12 43.55 0 0 0| 0 18 0 0 1200 88.500 -0.21 39.85 0 0 0| 0 75 0 0 1400 152.000 -0.33 36.87 0 0 0| 0 25 0 0 1600 191.500 -0.40 35.19 0 0 0| 10 50 +10 0 1700 240.000 -0.48 33.97 0 0 0| 0 430 0 0 1800 297.500 -0.55 33.02 0 0 0| 0 1 0 0 1900 362.500 -0.63 32.33 0 0 0| 0 174 0 0 2000 514.000 -0.75 31.53 0 0 0| 0 5 0 0 2200 683.000 -0.85 30.54 0 0 0| 0 21 0 0 2400 1070.500 -0.91 36.00 0 0 0| 0 3 0 0 2800 Total 0 0 0| 10 1,003 +10 0 Indicative a-t-m Vol 40.38 Underlying Price 1798.000 Time to expiry: 473 Days Dec 11 39.500 -0.08 44.80 0 0 0| 0 0 0 0 960 58.000 -0.10 48.01 0 0 0| 0 0 0 0 1000 Equity Options 21:59 Business Day Mon 30 Aug 2010 Previous Business Day Fri 27 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 | 93.500 -0.16 43.46 0 0 0| 0 0 0 0 1200 158.500 -0.25 42.17 0 0 0| 0 0 0 0 1400 246.500 -0.35 41.07 0 0 0| 0 0 0 0 1600 356.000 -0.44 40.37 0 0 0| 0 0 0 0 1800 485.500 -0.54 39.99 0 0 0| 0 250 0 0 2000 794.000 -0.69 40.29 0 0 0| 0 0 0 0 2400 1120.500 -0.83 37.00 0 0 0| 0 0 0 0 2800 Total 0 0 0| 0 250 0 0 Indicative a-t-m Vol 41.39 Underlying Price 1798.000 Time to expiry: 655 Days Jun 12 350.000 -0.34 46.77 0 0 0| 0 0 0 0 1600 424.000 -0.43 41.33 0 0 0| 0 0 0 0 1800 554.500 -0.51 40.95 0 0 0| 0 0 0 0 2000 853.000 -0.64 40.58 0 0 0| 0 0 0 0 2400 Total 0 0 0| 0 0 0 0 Indicative a-t-m Vol 42.38 Underlying Price 1798.000 Time to expiry: 844 Days Dec 12 272.000 -0.27 44.44 0 0 0| 0 0 0 0 1400 369.500 -0.34 43.07 0 0 0| 0 0 0 0 1600 486.500 -0.41 42.37 0 0 0| 0 0 0 0 1800 618.000 -0.48 41.99 0 0 0| 0 0 0 0 2000 905.000 -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 0| 237 27,516 -54 0 Grand Total 0 0 0| 95,116 148,956 -123 0 Equity Options 21:59 Business Day Mon 30 Aug 2010 Previous Business Day Fri 27 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: 18 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 1.00 50.77 0 0 0| 0 7 0 0 280 80.000 0.99 47.56 0 0 0| 0 162 0 0 300 60.500 0.96 45.20 0 0 0| 0 76 0 0 320 41.750 0.89 41.69 0 0 0| 4 3,447 0 0 340 25.250 0.74 38.45 0 0 0| 9 6,514 +9 0 360 18.250 0.64 37.32 0 0 0| 0 12 0 0 370 12.000 0.51 35.19 0 0 0| 2 694 -2 0 380 7.250 0.38 33.60 0 0 0| 4 191 +4 0 390 5.000 0.27 35.18 0 0 0| 12 5,071 +10 0 400 2.500 0.17 34.10 0 0 0| 0 1,042 0 0 410 1.500 0.10 33.79 0 0 0| 40 4,204 +40 0 420 0.500 0.04 30.88 0 0 0| 0 128 0 0 430 0.250 0.02 30.67 0 0 0| 0 14,089 0 0 440 CAB 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 CAB 0.00 35.01 0 0 0| 17 15,243 -12 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 0| 88 115,652 +49 0 Indicative a-t-m Vol 37.18 Underlying Price 379.650 Time to expiry: 46 Days Oct 10 64.500 0.87 46.16 0 0 0| 0 21 0 0 320 47.250 0.79 42.30 0 0 0| 0 0 0 0 340 32.500 0.67 39.58 0 0 0| 0 0 0 0 360 25.750 0.60 37.97 0 0 0| 0 0 0 0 370 20.250 0.53 37.18 0 0 0| 0 76 0 0 380 15.500 0.45 36.63 0 0 0| 3 11 +3 0 390 11.500 0.37 35.91 0 0 0| 0 310 0 0 400 8.250 0.29 34.80 0 0 0| 0 23 0 0 410 6.000 0.23 35.21 0 0 0| 0 3,474 0 0 420 4.250 0.18 34.73 0 0 0| 0 88 0 0 430 3.000 0.13 34.80 0 0 0| 0 6,026 0 0 440 1.500 0.07 35.29 0 0 0| 0 52 0 0 460 0.750 0.04 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 0.01 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 0| 3 10,456 +3 0 Equity Options 21:59 Business Day Mon 30 Aug 2010 Previous Business Day Fri 27 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: 81 Days Nov 10 68.500 0.83 44.02 0 0 0| 0 0 0 0 320 52.500 0.75 41.15 0 0 0| 0 0 0 0 340 39.000 0.65 39.59 0 0 0| 0 0 0 0 360 32.750 0.60 38.53 0 0 0| 0 0 0 0 370 27.250 0.54 37.98 0 0 0| 1 1 +1 0 380 22.250 0.48 37.05 0 0 0| 0 0 0 0 390 18.250 0.42 36.70 0 0 0| 50 50 +50 0 400 11.250 0.30 35.26 0 0 0| 0 20 0 0 420 7.000 0.21 34.73 0 0 0| 0 30 0 0 440 Total 0 0 0| 51 101 +51 0 Indicative a-t-m Vol 38.00 Underlying Price 379.650 Time to expiry: 109 Days Dec 10 181.500 0.98 65.68 0 0 0| 0 50 0 0 200 143.000 0.95 56.50 0 0 0| 0 50 0 0 240 124.250 0.93 52.57 0 0 0| 0 50 0 0 260 106.000 0.90 49.39 0 0 0| 0 62 0 0 280 88.500 0.86 46.37 0 0 0| 0 1,231 0 0 300 71.500 0.80 43.08 0 0 0| 0 1,837 0 0 320 56.500 0.73 41.31 0 0 0| 0 1,288 0 0 340 43.250 0.64 39.74 0 0 0| 100 3,687 +75 0 360 31.750 0.54 38.00 0 0 0| 30 2,552 0 0 380 22.250 0.44 36.49 0 0 0| 0 6,403 0 0 400 15.000 0.34 35.18 0 0 0| 46 9,026 +2,246 0 420 10.000 0.25 34.62 0 0 0| 0 9,134 0 0 440 6.500 0.18 34.41 0 0 0| 0 8,812 0 0 460 4.000 0.13 34.08 0 0 0| 0 10,555 0 0 480 2.750 0.09 34.65 0 0 0| 0 11,269 0 0 500 1.750 0.06 34.21 0 0 0| 0 12,441 0 0 520 0.750 0.03 34.98 0 0 0| 0 13,083 0 0 560 0.250 0.01 36.36 0 0 0| 0 9,580 0 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 0| 176 122,818 +2,321 0 Indicative a-t-m Vol 37.89 Underlying Price 379.650 Time to expiry: 200 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 0 240 111.500 0.86 47.47 0 0 0| 0 120 0 0 280 79.500 0.76 42.58 0 0 0| 0 90 0 0 320 65.250 0.70 40.58 0 0 0| 0 1,046 0 0 340 53.000 0.63 39.31 0 0 0| 0 3,165 0 0 360 41.750 0.56 37.89 0 0 0| 95 778 -23 0 380 32.250 0.48 36.53 0 0 0| 4 4,501 +4 0 400 24.500 0.40 35.66 0 0 0| 0 8,231 0 0 420 17.250 0.32 34.02 0 0 0| 10 8,764 +10 0 440 Equity Options 21:59 Business Day Mon 30 Aug 2010 Previous Business Day Fri 27 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 | 12.500 0.25 33.33 0 0 0| 0 3,296 0 0 460 9.000 0.20 33.05 0 0 0| 0 3,614 0 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 1.250 0.04 32.99 0 0 0| 0 2,596 0 0 600 0.750 0.02 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 0| 109 40,722 -9 0 Indicative a-t-m Vol 37.06 Underlying Price 379.650 Time to expiry: 291 Days Jun 11 186.000 0.94 59.77 0 0 0| 0 740 0 0 200 149.000 0.90 50.82 0 0 0| 0 80 0 0 240 114.250 0.84 44.58 0 0 0| 0 56 0 0 280 84.000 0.75 40.87 0 0 0| 2 168 +2 0 320 58.500 0.63 37.88 0 0 0| 0 315 0 0 360 48.000 0.56 37.06 0 0 0| 0 16 0 0 380 38.250 0.49 35.72 0 0 0| 0 1,643 0 0 400 30.500 0.43 34.86 0 0 0| 0 50 0 0 420 24.000 0.36 34.16 0 0 0| 0 2,782 0 0 440 18.250 0.30 33.21 0 0 0| 0 25 0 0 460 14.250 0.25 32.91 0 0 0| 1 5,246 0 0 480 4.750 0.10 31.68 0 0 0| 0 3,517 0 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 0.500 0.02 32.26 0 0 0| 0 56 0 0 720 Total 0 0 0| 3 15,945 +2 0 Indicative a-t-m Vol 37.49 Underlying Price 379.650 Time to expiry: 473 Days Dec 11 186.500 0.94 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 68.500 0.63 38.63 0 0 0| 0 1,508 0 0 360 48.750 0.52 36.34 0 0 0| 0 2,184 0 0 400 33.250 0.41 34.24 0 0 0| 0 4,267 0 0 440 22.500 0.31 33.15 0 0 0| 0 1,500 0 0 480 9.250 0.16 31.34 0 0 0| 0 3,420 0 0 560 4.000 0.08 30.85 0 0 0| 0 1,504 0 0 640 1.500 0.03 29.70 0 0 0| 0 1,780 0 0 720 Total 0 0 0| 0 17,992 0 0 Indicative a-t-m Vol 37.04 Underlying Price 379.650 Time to expiry: 655 Days Jun 12 156.250 0.87 49.66 0 0 0| 0 0 0 0 240 99.000 0.72 41.66 0 0 0| 0 0 0 0 320 75.000 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 40.750 0.44 34.45 0 0 0| 0 0 0 0 440 Equity Options 21:59 Business Day Mon 30 Aug 2010 Previous Business Day Fri 27 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 | 30.000 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: 844 Days Dec 12 158.000 0.86 48.19 0 0 0| 0 0 0 0 240 129.500 0.79 44.58 0 0 0| 0 0 0 0 280 103.250 0.72 41.00 0 0 0| 0 3 0 0 320 79.750 0.63 37.71 0 0 0| 0 15 0 0 360 60.000 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 15.250 0.22 28.88 0 0 0| 0 10 0 0 560 7.500 0.12 27.88 0 0 0| 0 300 0 0 640 4.250 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 0| 430 325,231 +2,417 0 | Equity Options 21:59 Business Day Mon 30 Aug 2010 Previous Business Day Fri 27 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: 18 Days Sep 10 CAB 0.00 78.77 0 0 0| 0 490 0 0 200 CAB 0.00 72.06 0 0 0| 0 1,052 0 0 220 CAB 0.00 68.61 0 0 0| 0 905 0 0 240 CAB 0.00 63.08 0 0 0| 0 1,850 0 0 260 0.250 -0.01 56.87 0 0 0| 0 3,126 0 0 280 0.250 -0.02 52.15 0 0 0| 0 4,719 0 0 300 1.000 -0.05 48.00 0 0 0| 0 2,280 0 0 320 2.250 -0.12 42.24 0 0 0| 0 1,785 0 0 340 5.500 -0.26 38.65 0 0 0| 29 9,335 -253 0 360 8.250 -0.36 37.01 0 0 0| 19 19 +19 0 370 12.500 -0.49 36.10 0 0 0| 0 2,536 0 0 380 17.750 -0.62 33.97 0 0 0| 0 308 0 0 390 24.250 -0.75 32.29 0 0 0| 104 5,722 +4 0 400 32.000 -0.86 29.88 0 0 0| 0 40 0 0 410 41.000 -0.93 29.21 0 0 0| 1 604 -1 0 420 50.500 -0.97 29.04 0 0 0| 3 34 -3 0 430 60.250 -0.99 27.33 0 0 0| 0 1,918 0 0 440 80.250 -1.00 25.32 0 0 0| 0 1,844 0 0 460 100.250 -1.00 29.37 0 0 0| 0 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 0 640 300.250 -1.00 41.37 0 0 0| 4 25 0 0 680 340.250 -1.00 42.59 0 0 0| 0 0 0 0 720 Total 0 0 0| 160 58,914 -234 0 Indicative a-t-m Vol 35.93 Underlying Price 379.650 Time to expiry: 46 Days Oct 10 4.250 -0.13 45.82 0 0 0| 0 34 0 0 320 7.000 -0.21 41.56 0 0 0| 0 2 0 0 340 12.000 -0.32 38.94 0 0 0| 28 2,918 +1,918 0 360 15.750 -0.40 37.83 0 0 0| 0 2 0 0 370 19.500 -0.47 35.93 0 0 0| 50 9,062 +48 0 380 25.000 -0.56 35.40 0 0 0| 0 65 0 0 390 31.000 -0.64 34.87 0 0 0| 1 374 +1 0 400 38.250 -0.71 35.16 0 0 0| 1 1,038 0 0 410 46.000 -0.77 34.75 0 0 0| 0 44 0 0 420 54.000 -0.83 33.83 0 0 0| 0 10 0 0 430 62.750 -0.88 33.58 0 0 0| 0 7 0 0 440 81.250 -0.95 32.68 0 0 0| 0 1 0 0 460 100.500 -0.98 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 0| 80 13,608 +1,967 0 Equity Options 21:59 Business Day Mon 30 Aug 2010 Previous Business Day Fri 27 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: 81 Days Nov 10 8.000 -0.17 43.21 0 0 0| 0 0 0 0 320 12.000 -0.25 40.84 0 0 0| 5 55 +5 0 340 18.500 -0.35 39.17 0 0 0| 0 44 0 0 360 22.000 -0.40 37.89 0 0 0| 0 0 0 0 370 26.750 -0.46 37.36 0 0 0| 0 10 0 0 380 31.750 -0.52 36.63 0 0 0| 0 0 0 0 390 37.250 -0.59 35.38 0 0 0| 0 0 0 0 400 50.750 -0.70 34.91 0 0 0| 0 0 0 0 420 66.500 -0.79 34.52 0 0 0| 0 0 0 0 440 Total 0 0 0| 5 109 +5 0 Indicative a-t-m Vol 37.01 Underlying Price 379.650 Time to expiry: 109 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 5.750 -0.10 49.56 0 0 0| 0 17,006 0 0 280 8.000 -0.14 46.07 0 0 0| 0 13,602 0 0 300 11.000 -0.20 42.88 0 0 0| 0 6,070 0 0 320 15.750 -0.27 40.72 0 0 0| 0 4,717 0 0 340 22.000 -0.36 38.58 0 0 0| 5 14,113 +5 0 360 30.500 -0.46 37.01 0 0 0| 0 1,439 0 0 380 41.500 -0.56 35.96 0 0 0| 0 8,560 0 0 400 55.750 -0.65 36.66 0 0 0| 0 7,333 0 0 420 69.250 -0.75 34.28 0 0 0| 0 2,995 0 0 440 85.500 -0.83 33.53 0 0 0| 0 4,619 0 0 460 103.250 -0.89 33.15 0 0 0| 0 11,947 0 0 480 121.750 -0.94 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 0| 5 137,245 +5 0 Indicative a-t-m Vol 36.21 Underlying Price 379.650 Time to expiry: 200 Days Mar 11 5.250 -0.06 63.83 0 0 0| 0 102 0 0 200 6.250 -0.08 51.23 0 0 0| 0 750 0 0 240 11.000 -0.14 45.42 0 0 0| 0 418 0 0 280 19.250 -0.24 40.94 0 0 0| 0 1,411 0 0 320 25.000 -0.30 39.13 0 0 0| 0 2,251 0 0 340 32.500 -0.38 37.66 0 0 0| 0 493 0 0 360 41.250 -0.45 36.21 0 0 0| 25 485 0 0 380 51.750 -0.54 34.95 0 0 0| 75 363 +31 0 400 63.250 -0.62 33.13 0 0 0| 0 301 0 0 420 77.500 -0.69 32.59 0 0 0| 0 417 0 0 440 92.500 -0.77 31.56 0 0 0| 0 2,087 0 0 460 Equity Options 21:59 Business Day Mon 30 Aug 2010 Previous Business Day Fri 27 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 | 108.750 -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| 0 192 0 0 560 221.750 -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 0 680 341.000 -1.00 27.07 0 0 0| 0 0 0 0 720 Total 0 0 0| 100 12,332 +31 0 Indicative a-t-m Vol 35.92 Underlying Price 379.650 Time to expiry: 291 Days Jun 11 5.750 -0.06 53.74 0 0 0| 0 102 0 0 200 9.500 -0.10 47.92 0 0 0| 3 465 0 0 240 15.750 -0.17 43.21 0 0 0| 0 320 0 0 280 26.000 -0.26 39.97 0 0 0| 0 586 0 0 320 40.750 -0.38 36.97 0 0 0| 15 784 +15 0 360 50.000 -0.45 35.92 0 0 0| 0 7 0 0 380 61.000 -0.52 35.04 0 0 0| 0 1,058 0 0 400 72.500 -0.59 33.76 0 0 0| 0 9 0 0 420 85.500 -0.65 32.54 0 0 0| 0 4,546 0 0 440 100.250 -0.72 31.80 0 0 0| 0 40 0 0 460 116.000 -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 0| 18 11,248 +15 0 Indicative a-t-m Vol 36.27 Underlying Price 379.650 Time to expiry: 473 Days Dec 11 11.500 -0.09 50.86 0 0 0| 0 4 0 0 200 17.500 -0.14 45.85 0 0 0| 2 109 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 56.750 -0.40 37.30 0 0 0| 0 1,546 0 0 360 77.750 -0.50 35.25 0 0 0| 0 1,181 0 0 400 101.500 -0.62 32.54 0 0 0| 2 3,004 +2 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 0| 4 12,469 +2 0 Indicative a-t-m Vol 35.76 Underlying Price 379.650 Time to expiry: 655 Days Jun 12 29.000 -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 0 440 139.000 -0.69 30.16 0 0 0| 0 0 0 0 480 Total 0 0 0| 0 0 0 0 Equity Options 21:59 Business Day Mon 30 Aug 2010 Previous Business Day Fri 27 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: 844 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 61.750 -0.31 39.92 0 0 0| 0 0 0 0 320 77.500 -0.40 36.40 0 0 0| 0 261 0 0 360 97.000 -0.49 33.58 0 0 0| 0 600 0 0 400 118.500 -0.58 30.62 0 0 0| 0 600 0 0 440 145.000 -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 0| 372 247,725 +1,791 0 Grand Total 0 0 0| 133,858 706,012 +4,208 0 Equity Options 21:59 Business Day Mon 30 Aug 2010 Previous Business Day Fri 27 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: 18 Days Sep 10 50.000 1.00 45.42 0 0 0| 0 26 0 0 160 40.000 0.98 44.12 0 0 0| 0 0 0 0 170 30.250 0.95 43.05 0 0 0| 0 4 0 0 180 25.750 0.91 42.25 0 0 0| 0 0 0 0 185 21.250 0.86 41.99 0 0 0| 0 8 0 0 190 17.250 0.80 40.67 0 0 0| 0 0 0 0 195 13.500 0.72 40.40 0 0 0| 0 21 0 0 200 10.000 0.62 39.08 0 0 0| 0 0 0 0 205 7.000 0.51 37.59 0 0 0| 0 102 0 0 210 5.000 0.41 37.33 0 0 0| 0 1 0 0 215 3.250 0.30 36.79 0 0 0| 0 535 0 0 220 2.000 0.21 36.70 0 0 0| 0 0 0 0 225 1.250 0.15 36.60 0 0 0| 0 5,110 0 0 230 0.750 0.09 36.50 0 0 0| 0 100 0 0 235 0.500 0.06 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: 46 Days Oct 10 31.500 0.89 36.57 0 0 0| 0 0 0 0 180 23.000 0.81 34.61 0 0 0| 0 0 0 0 190 19.000 0.75 33.49 0 0 0| 0 0 0 0 195 15.250 0.68 32.22 0 0 0| 0 0 0 0 200 12.000 0.61 31.15 0 0 0| 0 0 0 0 205 9.250 0.52 30.87 0 0 0| 0 1 0 0 210 7.000 0.44 30.99 0 0 0| 0 0 0 0 215 5.250 0.36 31.10 0 0 0| 0 0 0 0 220 4.000 0.29 31.10 0 0 0| 0 0 0 0 225 3.000 0.22 31.30 0 0 0| 0 20 0 0 230 2.000 0.17 31.38 0 0 0| 0 0 0 0 235 1.500 0.13 31.52 0 0 0| 0 0 0 0 240 0.250 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: 81 Days Nov 10 25.750 0.75 35.28 0 0 0| 0 0 0 0 190 18.500 0.65 33.15 0 0 0| 0 0 0 0 200 15.750 0.59 33.33 0 0 0| 0 0 0 0 205 13.250 0.53 33.53 0 0 0| 0 0 0 0 210 10.750 0.47 32.66 0 0 0| 0 0 0 0 215 Equity Options 21:59 Business Day Mon 30 Aug 2010 Previous Business Day Fri 27 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 | 9.000 0.42 33.15 0 0 0| 0 0 0 0 220 7.500 0.36 33.05 0 0 0| 0 0 0 0 225 6.250 0.31 33.72 0 0 0| 0 0 0 0 230 4.250 0.23 34.49 0 0 0| 0 0 0 0 240 1.500 0.10 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: 109 Days Dec 10 52.000 0.92 38.89 0 0 0| 0 5 0 0 160 43.250 0.87 37.92 0 0 0| 0 0 0 0 170 35.250 0.81 37.07 0 0 0| 0 30 0 0 180 28.000 0.73 36.30 0 0 0| 0 0 0 0 190 21.750 0.64 36.09 0 0 0| 0 9 0 0 200 16.500 0.54 35.98 0 0 0| 0 8 0 0 210 12.500 0.45 36.19 0 0 0| 0 150 0 0 220 9.250 0.36 36.05 0 0 0| 0 16 0 0 230 6.750 0.29 36.25 0 0 0| 0 14 0 0 240 3.750 0.17 37.16 0 0 0| 0 2,540 0 0 260 2.250 0.11 39.31 0 0 0| 0 3,054 0 0 280 0.500 0.03 38.09 0 0 0| 0 8 0 0 320 Total 0 0 0| 0 5,834 0 0 Indicative a-t-m Vol 33.97 Underlying Price 209.800 Time to expiry: 200 Days Mar 11 54.500 0.88 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 21.250 0.56 33.97 0 0 0| 0 0 0 0 210 17.000 0.48 33.73 0 0 0| 0 0 0 0 220 13.500 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 21:59 Business Day Mon 30 Aug 2010 Previous Business Day Fri 27 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: 18 Days Sep 10 CAB 0.00 43.27 0 0 0| 0 49 0 0 160 CAB -0.01 41.95 0 0 0| 0 0 0 0 170 0.250 -0.04 40.64 0 0 0| 0 7,619 0 0 180 0.750 -0.07 39.50 0 0 0| 0 4 0 0 185 1.250 -0.13 39.50 0 0 0| 0 2,830 0 0 190 2.000 -0.19 38.77 0 0 0| 0 0 0 0 195 3.250 -0.27 38.05 0 0 0| 0 149 0 0 200 4.750 -0.37 36.77 0 0 0| 0 0 0 0 205 6.750 -0.49 35.52 0 0 0| 0 263 0 0 210 9.750 -0.60 35.11 0 0 0| 0 15 0 0 215 13.000 -0.71 34.73 0 0 0| 0 645 0 0 220 16.750 -0.81 34.01 0 0 0| 0 0 0 0 225 21.250 -0.88 34.01 0 0 0| 0 4,107 0 0 230 25.750 -0.93 33.75 0 0 0| 0 0 0 0 235 31.250 -0.90 45.01 0 0 0| 20 32 -10 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 0| 20 15,783 -10 0 Indicative a-t-m Vol 33.42 Underlying Price 209.800 Time to expiry: 46 Days Oct 10 1.750 -0.11 37.62 0 0 0| 0 0 0 0 180 3.250 -0.20 36.08 0 0 0| 0 0 0 0 190 4.500 -0.26 35.52 0 0 0| 0 0 0 0 195 6.000 -0.33 35.22 0 0 0| 0 15 0 0 200 7.750 -0.40 34.12 0 0 0| 0 0 0 0 205 10.000 -0.48 33.42 0 0 0| 0 1,050 0 0 210 12.750 -0.56 33.46 0 0 0| 0 0 0 0 215 16.000 -0.63 33.71 0 0 0| 0 5 0 0 220 19.750 -0.70 33.91 0 0 0| 0 0 0 0 225 23.500 -0.75 34.26 0 0 0| 0 0 0 0 230 27.750 -0.80 34.26 0 0 0| 0 0 0 0 235 33.750 -0.78 43.33 0 0 0| 0 0 0 0 240 50.750 -0.95 35.94 0 0 0| 0 0 0 0 260 70.250 -0.99 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: 81 Days Nov 10 8.500 -0.28 43.83 0 0 0| 0 0 0 0 190 11.250 -0.36 40.48 0 0 0| 2 2 +2 0 200 12.750 -0.41 38.96 0 0 0| 0 0 0 0 205 15.250 -0.46 38.47 0 0 0| 0 0 0 0 210 18.250 -0.51 38.78 0 0 0| 0 0 0 0 215 21.500 -0.56 39.50 0 0 0| 0 0 0 0 220 Equity Options 21:59 Business Day Mon 30 Aug 2010 Previous Business Day Fri 27 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 | 24.500 -0.61 38.71 0 0 0| 0 0 0 0 225 28.000 -0.66 38.88 0 0 0| 0 0 0 0 230 36.000 -0.73 40.40 0 0 0| 0 0 0 0 240 53.250 -0.84 41.47 0 0 0| 0 0 0 0 260 Total 0 0 0| 2 2 +2 0 Indicative a-t-m Vol 39.14 Underlying Price 209.800 Time to expiry: 109 Days Dec 10 2.250 -0.09 40.75 0 0 0| 0 42 0 0 160 3.750 -0.14 40.33 0 0 0| 0 50 0 0 170 6.000 -0.21 39.96 0 0 0| 0 100 0 0 180 9.000 -0.28 39.74 0 0 0| 0 0 0 0 190 13.000 -0.37 39.45 0 0 0| 0 34 0 0 200 17.750 -0.46 39.14 0 0 0| 0 45 0 0 210 23.500 -0.54 38.78 0 0 0| 0 76 0 0 220 30.250 -0.63 38.78 0 0 0| 0 13 0 0 230 38.000 -0.69 40.29 0 0 0| 0 8 0 0 240 54.250 -0.81 40.28 0 0 0| 0 16 0 0 260 72.000 -0.90 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: 200 Days Mar 11 6.000 -0.15 42.09 0 0 0| 0 0 0 0 160 13.500 -0.26 45.42 0 0 0| 250 500 +250 0 180 15.250 -0.31 41.02 0 0 0| 0 4 0 0 190 19.750 -0.37 40.87 0 0 0| 0 0 0 0 200 24.500 -0.44 40.12 0 0 0| 0 0 0 0 210 29.750 -0.50 39.22 0 0 0| 0 5 0 0 220 36.000 -0.57 38.67 0 0 0| 20 10 +10 0 230 41.750 -0.64 36.75 0 0 0| 0 2 0 0 240 75.750 -0.80 40.02 0 0 0| 0 81 0 0 280 Total 0 0 0| 270 602 +260 0 Total Puts 0 0 0| 292 17,888 +252 0 Grand Total 0 0 0| 65,812 95,253 +252 0 Equity Options 21:59 Business Day Mon 30 Aug 2010 Previous Business Day Fri 27 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: 18 Days Sep 10 624.500 1.00 42.23 0 0 0| 0 0 0 0 1600 425.000 1.00 34.24 0 0 0| 0 0 0 0 1800 325.000 0.99 29.36 0 0 0| 0 0 0 0 1900 226.000 0.98 23.88 0 0 0| 0 11 0 0 2000 130.000 0.89 20.66 0 0 0| 0 6 0 0 2100 49.500 0.62 17.67 0 0 0| 0 234 0 0 2200 8.500 0.19 16.22 0 0 0| 5 308 0 0 2300 1.000 0.03 17.98 0 0 0| 0 83 0 0 2400 CAB 0.00 20.91 0 0 0| 0 31 0 0 2600 CAB 0.00 28.22 0 0 0| 0 0 0 0 2800 Total 0 0 0| 5 673 0 0 Indicative a-t-m Vol 18.15 Underlying Price 2224.000 Time to expiry: 46 Days Oct 10 328.500 0.97 24.51 0 0 0| 0 0 0 0 1900 232.500 0.92 22.08 0 0 0| 0 0 0 0 2000 144.500 0.80 20.12 0 0 0| 0 0 0 0 2100 72.000 0.58 18.41 0 0 0| 0 10 0 0 2200 26.500 0.31 17.31 0 0 0| 0 40 0 0 2300 7.000 0.11 16.76 0 0 0| 0 11 0 0 2400 0.500 0.01 17.91 0 0 0| 0 6 0 0 2600 CAB 0.00 22.69 0 0 0| 0 10 0 0 2800 Total 0 0 0| 0 77 0 0 Indicative a-t-m Vol 20.14 Underlying Price 2224.000 Time to expiry: 81 Days Nov 10 338.500 0.91 25.66 0 0 0| 0 0 0 0 1900 248.000 0.85 23.57 0 0 0| 0 0 0 0 2000 167.000 0.73 21.81 0 0 0| 0 0 0 0 2100 99.500 0.57 20.35 0 0 0| 0 0 0 0 2200 52.000 0.38 19.44 0 0 0| 0 1 0 0 2300 23.500 0.22 18.93 0 0 0| 4 49 +4 0 2400 4.500 0.05 19.48 0 0 0| 0 0 0 0 2600 Total 0 0 0| 4 50 +4 0 Indicative a-t-m Vol 19.85 Underlying Price 2224.000 Time to expiry: 109 Days Dec 10 437.000 0.94 26.61 0 0 0| 0 0 0 0 1800 344.000 0.90 24.55 0 0 0| 0 0 0 0 1900 256.500 0.82 22.76 0 0 0| 0 42 0 0 2000 177.500 0.72 21.19 0 0 0| 0 34 0 0 2100 112.500 0.57 20.07 0 0 0| 0 588 0 0 2200 63.500 0.40 19.17 0 0 0| 0 3 0 0 2300 32.000 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| 0 1,724 0 0 Indicative a-t-m Vol 20.77 Underlying Price 2224.000 Time to expiry: 200 Days Mar 11 Equity Options 21:59 Business Day Mon 30 Aug 2010 Previous Business Day Fri 27 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 | 452.000 0.90 26.03 0 0 0| 0 0 0 0 1800 363.000 0.85 24.18 0 0 0| 0 0 0 0 1900 280.000 0.78 22.81 0 0 0| 0 6 0 0 2000 206.000 0.69 21.53 0 0 0| 0 504 0 0 2100 146.000 0.57 20.95 0 0 0| 0 185 0 0 2200 97.000 0.45 20.22 0 0 0| 2 5 +2 0 2300 60.500 0.32 19.64 0 0 0| 0 29 0 0 2400 5.500 0.05 18.66 0 0 0| 0 70 0 0 2800 Total 0 0 0| 2 799 +2 0 Total Calls 0 0 0| 11 3,323 +6 0 | Equity Options 21:59 Business Day Mon 30 Aug 2010 Previous Business Day Fri 27 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: 18 Days Sep 10 CAB 0.00 42.23 0 0 0| 0 66 0 0 1600 CAB 0.00 35.45 0 0 0| 0 630 0 0 1800 0.500 -0.01 30.57 0 0 0| 0 76 0 0 1900 1.500 -0.03 25.09 0 0 0| 0 135 0 0 2000 4.500 -0.10 19.67 0 0 0| 0 310 0 0 2100 24.000 -0.38 17.38 0 0 0| 0 67 0 0 2200 83.000 -0.82 15.74 0 0 0| 0 18 0 0 2300 176.500 -0.98 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| 0 1,307 0 0 Indicative a-t-m Vol 19.17 Underlying Price 2224.000 Time to expiry: 46 Days Oct 10 3.000 -0.04 25.53 0 0 0| 0 0 0 0 1900 8.000 -0.09 23.10 0 0 0| 0 1 0 0 2000 21.000 -0.21 21.14 0 0 0| 1 10 +1 0 2100 49.500 -0.42 19.43 0 0 0| 0 8 0 0 2200 104.000 -0.68 18.33 0 0 0| 0 8 0 0 2300 183.000 -0.88 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 0| 1 27 +1 0 Indicative a-t-m Vol 20.32 Underlying Price 2224.000 Time to expiry: 81 Days Nov 10 11.000 -0.09 25.65 0 0 0| 0 0 0 0 1900 21.000 -0.15 23.58 0 0 0| 0 0 0 0 2000 40.000 -0.27 21.96 0 0 0| 0 14 0 0 2100 73.000 -0.43 20.55 0 0 0| 0 0 0 0 2200 125.000 -0.62 19.59 0 0 0| 0 7 0 0 2300 196.500 -0.79 18.87 0 0 0| 0 0 0 0 2400 377.000 -0.97 18.30 0 0 0| 0 0 0 0 2600 Total 0 0 0| 0 21 0 0 Indicative a-t-m Vol 20.25 Underlying Price 2224.000 Time to expiry: 109 Days Dec 10 10.000 -0.06 27.03 0 0 0| 0 30 0 0 1800 17.000 -0.11 25.05 0 0 0| 0 14 0 0 1900 30.000 -0.18 23.32 0 0 0| 0 2,135 0 0 2000 52.000 -0.29 21.94 0 0 0| 0 59 0 0 2100 86.000 -0.43 20.49 0 0 0| 0 133 0 0 2200 136.500 -0.60 19.49 0 0 0| 0 0 0 0 2300 207.000 -0.75 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| 0 2,378 0 0 Indicative a-t-m Vol 20.76 Underlying Price 2224.000 Time to expiry: 200 Days Mar 11 33.500 -0.14 25.74 0 0 0| 0 24 0 0 1800 Equity Options 21:59 Business Day Mon 30 Aug 2010 Previous Business Day Fri 27 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 | 50.000 -0.21 24.22 0 0 0| 0 82 0 0 1900 74.500 -0.29 22.98 0 0 0| 0 180 0 0 2000 108.500 -0.40 21.87 0 0 0| 0 506 0 0 2100 154.000 -0.51 20.92 0 0 0| 0 213 0 0 2200 212.500 -0.63 20.26 0 0 0| 0 3 0 0 2300 284.500 -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 0| 1 4,820 +1 0 Grand Total 0 0 0| 41,340 49,471 +7 0 Equity Options 21:59 Business Day Mon 30 Aug 2010 Previous Business Day Fri 27 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: 18 Days Sep 10 94.750 1.00 37.25 0 0 0| 0 0 0 0 360 75.000 0.99 35.92 0 0 0| 0 0 0 0 380 55.250 0.96 33.25 0 0 0| 0 0 0 0 400 36.250 0.90 27.92 0 0 0| 0 0 0 0 420 27.250 0.83 26.59 0 0 0| 0 0 0 0 430 19.750 0.72 26.66 0 0 0| 0 1 0 0 440 13.250 0.58 25.77 0 0 0| 0 0 0 0 450 8.000 0.43 25.07 0 0 0| 0 17 0 0 460 4.500 0.29 24.57 0 0 0| 0 261 0 0 470 2.250 0.17 24.29 0 0 0| 0 400 0 0 480 0.250 0.01 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: 109 Days Dec 10 96.000 0.95 32.45 0 0 0| 0 0 0 0 360 59.250 0.84 28.12 0 0 0| 0 0 0 0 400 43.500 0.74 26.74 0 0 0| 0 0 0 0 420 29.500 0.61 24.96 0 0 0| 0 0 0 0 440 19.000 0.46 24.08 0 0 0| 0 0 0 0 460 11.750 0.33 23.80 0 0 0| 0 62 0 0 480 4.000 0.14 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: 200 Days Mar 11 64.000 0.77 28.92 0 0 0| 0 0 0 0 400 49.000 0.68 26.91 0 0 0| 0 0 0 0 420 36.250 0.58 25.61 0 0 0| 0 5 0 0 440 26.000 0.47 24.82 0 0 0| 0 1 0 0 460 18.500 0.38 24.41 0 0 0| 0 0 0 0 480 9.000 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 21:59 Business Day Mon 30 Aug 2010 Previous Business Day Fri 27 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: 18 Days Sep 10 CAB 0.00 40.50 0 0 0| 0 0 0 0 360 0.250 -0.01 36.94 0 0 0| 0 0 0 0 380 0.500 -0.03 31.46 0 0 0| 0 125 0 0 400 1.250 -0.10 27.64 0 0 0| 0 17 0 0 420 2.500 -0.16 25.81 0 0 0| 0 0 0 0 430 4.250 -0.27 24.23 0 0 0| 0 528 0 0 440 7.250 -0.41 22.93 0 0 0| 0 3 0 0 450 12.000 -0.58 21.95 0 0 0| 0 48 0 0 460 18.500 -0.74 21.32 0 0 0| 0 20 0 0 470 26.750 -0.87 21.13 0 0 0| 0 10 0 0 480 65.500 -1.00 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| 0 751 0 0 Indicative a-t-m Vol 24.11 Underlying Price 454.600 Time to expiry: 109 Days Dec 10 3.250 -0.09 31.65 0 0 0| 0 2 0 0 360 8.000 -0.20 27.36 0 0 0| 0 10 0 0 400 12.750 -0.29 25.88 0 0 0| 0 13 0 0 420 20.000 -0.41 24.81 0 0 0| 0 53 0 0 440 29.500 -0.55 23.88 0 0 0| 0 5 0 0 460 42.500 -0.68 23.44 0 0 0| 0 6 0 0 480 74.750 -0.87 23.13 0 0 0| 0 0 0 0 520 112.250 -0.96 23.54 0 0 0| 0 0 0 0 560 Total 0 0 0| 0 89 0 0 Indicative a-t-m Vol 24.76 Underlying Price 454.600 Time to expiry: 200 Days Mar 11 16.750 -0.27 27.37 0 0 0| 0 13 0 0 400 23.000 -0.35 26.21 0 0 0| 0 22 0 0 420 31.250 -0.45 25.31 0 0 0| 0 8 0 0 440 41.750 -0.55 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 -0.80 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| 0 903 0 0 Grand Total 0 0 0| 27,216 28,945 0 0 Equity Options 21:59 Business Day Mon 30 Aug 2010 Previous Business Day Fri 27 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: 18 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 1.00 28.25 0 0 0| 0 61 0 0 600 68.250 0.99 18.23 0 0 0| 0 1,646 0 0 640 29.500 0.89 14.98 0 0 0| 0 104 0 0 680 4.000 0.30 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: 109 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 0 480 188.500 1.00 27.15 0 0 0| 0 60 0 0 520 149.000 0.99 25.15 0 0 0| 0 524 0 0 560 109.000 0.98 19.13 0 0 0| 0 76 0 0 600 69.500 0.95 14.87 0 0 0| 0 83 0 0 640 34.500 0.76 13.53 0 0 0| 0 15 0 0 680 8.500 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: 200 Days Mar 11 268.500 1.00 33.03 0 0 0| 0 0 0 0 440 228.500 1.00 28.66 0 0 0| 0 0 0 0 480 188.750 0.99 26.02 0 0 0| 0 0 0 0 520 149.750 0.96 24.08 0 0 0| 0 10 0 0 560 113.000 0.89 22.94 0 0 0| 0 0 0 0 600 80.000 0.77 21.76 0 0 0| 0 0 0 0 640 52.500 0.62 20.58 0 0 0| 0 0 0 0 680 30.750 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: 291 Days Jun 11 308.750 0.99 41.21 0 0 0| 0 0 0 0 400 269.000 0.99 35.87 0 0 0| 0 0 0 0 440 229.250 0.98 31.93 0 0 0| 0 0 0 0 480 152.500 0.91 26.13 0 0 0| 0 0 0 0 560 84.750 0.73 22.03 0 0 0| 0 0 0 0 640 44.250 0.47 22.42 0 0 0| 0 0 0 0 720 Total 0 0 0| 0 0 0 0 Equity Options 21:59 Business Day Mon 30 Aug 2010 Previous Business Day Fri 27 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: 473 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 0 400 271.750 0.95 37.72 0 0 0| 0 0 0 0 440 232.500 0.93 32.80 0 0 0| 0 0 0 0 480 161.000 0.83 27.78 0 0 0| 0 0 0 0 560 102.250 0.68 24.92 0 0 0| 0 0 0 0 640 64.500 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: 844 Days Dec 12 243.750 0.86 34.20 0 0 0| 0 0 0 0 480 181.000 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 81.250 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 21:59 Business Day Mon 30 Aug 2010 Previous Business Day Fri 27 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: 18 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 -0.01 19.78 0 0 0| 0 16 0 0 640 1.250 -0.11 14.79 0 0 0| 0 605 0 0 680 15.000 -0.73 11.72 0 0 0| 0 85 0 0 720 42.000 -0.99 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: 109 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 3.250 -0.08 20.88 0 0 0| 0 22 0 0 600 6.750 -0.18 17.96 0 0 0| 0 2 0 0 640 14.500 -0.36 14.84 0 0 0| 0 5,544 0 0 680 31.000 -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: 200 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 4.500 -0.08 22.62 0 0 0| 0 19 0 0 560 8.750 -0.15 21.08 0 0 0| 0 0 0 0 600 16.750 -0.25 20.05 0 0 0| 0 0 0 0 640 30.000 -0.40 19.06 0 0 0| 0 0 0 0 680 49.000 -0.57 17.90 0 0 0| 0 0 0 0 720 Total 0 0 0| 0 49 0 0 Indicative a-t-m Vol 22.99 Underlying Price 708.000 Time to expiry: 291 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 14.500 -0.15 26.28 0 0 0| 0 0 0 0 560 30.500 -0.31 22.19 0 0 0| 0 0 0 0 640 72.750 -0.54 23.13 0 0 0| 0 0 0 0 720 Total 0 0 0| 0 0 0 0 Equity Options 21:59 Business Day Mon 30 Aug 2010 Previous Business Day Fri 27 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: 473 Days Dec 11 4.750 -0.04 35.50 0 0 0| 0 0 0 0 360 8.250 -0.06 34.95 0 0 0| 0 0 0 0 400 11.000 -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 46.250 -0.35 22.21 0 0 0| 0 0 0 0 640 88.750 -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: 844 Days Dec 12 24.750 -0.15 26.66 0 0 0| 0 0 0 0 480 41.000 -0.24 23.72 0 0 0| 0 0 0 0 560 65.250 -0.37 21.01 0 0 0| 0 0 0 0 640 106.500 -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| 47,376 75,169 0 0 Equity Options 21:59 Business Day Mon 30 Aug 2010 Previous Business Day Fri 27 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: 18 Days Sep 10 38.500 0.98 74.68 0 0 0| 0 0 0 0 96 34.500 0.98 67.45 0 0 0| 0 51 0 0 100 24.500 0.96 53.59 0 0 0| 0 0 0 0 110 15.000 0.89 41.07 0 0 0| 0 0 0 0 120 10.500 0.81 37.63 0 0 0| 0 0 0 0 125 6.500 0.68 33.35 0 0 0| 0 0 0 0 130 3.500 0.48 32.14 0 0 0| 10 10 +10 0 135 1.750 0.29 30.99 0 0 0| 0 1,972 0 0 140 0.750 0.14 30.77 0 0 0| 0 34 0 0 145 0.250 0.06 30.83 0 0 0| 0 12,052 0 0 150 CAB 0.01 32.29 0 0 0| 0 70 0 0 160 CAB 0.00 35.66 0 0 0| 0 0 0 0 170 CAB 0.00 41.35 0 0 0| 0 60 0 0 180 Total 0 0 0| 10 14,249 +10 0 Indicative a-t-m Vol 31.45 Underlying Price 134.200 Time to expiry: 46 Days Oct 10 25.000 0.93 40.76 0 0 0| 0 0 0 0 110 16.000 0.83 35.24 0 0 0| 0 51 0 0 120 12.000 0.74 34.02 0 0 0| 0 0 0 0 125 8.500 0.63 32.42 0 0 0| 0 26 0 0 130 5.750 0.51 31.45 0 0 0| 15 15 +15 0 135 3.500 0.37 30.01 0 0 0| 0 122 0 0 140 1.750 0.24 28.29 0 0 0| 0 236 0 0 145 1.000 0.15 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 0.03 34.65 0 0 0| 0 0 0 0 170 Total 0 0 0| 15 737 +15 0 Indicative a-t-m Vol 32.69 Underlying Price 134.200 Time to expiry: 81 Days Nov 10 26.000 0.88 40.04 0 0 0| 0 0 0 0 110 17.750 0.77 36.82 0 0 0| 0 0 0 0 120 14.250 0.70 36.10 0 0 0| 0 0 0 0 125 10.750 0.61 33.67 0 0 0| 0 0 0 0 130 8.000 0.52 32.69 0 0 0| 0 40 0 0 135 5.500 0.42 31.13 0 0 0| 0 104 0 0 140 2.250 0.23 29.11 0 0 0| 0 100 0 0 150 1.000 0.12 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: 109 Days Dec 10 70.750 0.98 73.07 0 0 0| 0 0 0 0 64 63.000 0.97 68.58 0 0 0| 0 0 0 0 72 55.250 0.96 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 21:59 Business Day Mon 30 Aug 2010 Previous Business Day Fri 27 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 27.000 0.85 40.41 0 0 0| 0 0 0 0 110 18.500 0.76 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 3.750 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 0.250 0.04 29.60 0 0 0| 0 371 0 0 180 CAB 0.01 31.02 0 0 0| 0 114 0 0 200 CAB 0.01 35.22 0 0 0| 0 4 0 0 220 CAB 0.00 36.79 0 0 0| 0 4 0 0 240 Total 0 0 0| 0 10,874 0 0 Indicative a-t-m Vol 32.33 Underlying Price 134.200 Time to expiry: 200 Days Mar 11 40.250 0.91 43.13 0 0 0| 0 0 0 0 96 36.750 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 0.33 30.36 0 0 0| 0 130 0 0 150 3.250 0.23 29.43 0 0 0| 0 20 0 0 160 1.000 0.08 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: 291 Days Jun 11 41.250 0.88 41.68 0 0 0| 0 0 0 0 96 38.250 0.85 41.11 0 0 0| 0 0 0 0 100 22.250 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 0.48 32.09 0 0 0| 0 93 0 0 140 8.000 0.38 30.40 0 0 0| 10 143 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 0| 10 730 0 0 Indicative a-t-m Vol 30.56 Underlying Price 134.200 Time to expiry: 473 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 0.86 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 3.250 0.18 27.38 0 0 0| 0 12 0 0 180 Total 0 0 0| 0 18 0 0 Equity Options 21:59 Business Day Mon 30 Aug 2010 Previous Business Day Fri 27 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: 655 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: 844 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 9.250 0.35 27.26 0 0 0| 0 0 0 0 160 Total 0 0 0| 0 0 0 0 Total Calls 0 0 0| 35 27,268 +25 0 | Equity Options 21:59 Business Day Mon 30 Aug 2010 Previous Business Day Fri 27 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: 18 Days Sep 10 CAB -0.01 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 -0.03 49.14 0 0 0| 0 1,030 0 0 110 0.500 -0.09 38.60 0 0 0| 10 10,546 0 0 120 1.250 -0.18 35.90 0 0 0| 0 113 0 0 125 1.750 -0.30 29.20 0 0 0| 0 3,378 0 0 130 4.000 -0.52 29.78 0 0 0| 0 1,767 0 0 135 7.250 -0.73 28.80 0 0 0| 0 1,749 0 0 140 11.500 -0.86 30.03 0 0 0| 0 31 0 0 145 16.000 -0.93 32.33 0 0 0| 0 132 0 0 150 25.750 -0.98 38.12 0 0 0| 0 180 0 0 160 35.750 -0.98 48.76 0 0 0| 0 0 0 0 170 45.750 -0.99 58.42 0 0 0| 2 2 0 0 180 Total 0 0 0| 12 28,786 0 0 Indicative a-t-m Vol 31.71 Underlying Price 134.200 Time to expiry: 46 Days Oct 10 0.750 -0.08 41.92 0 0 0| 0 0 0 0 110 1.750 -0.18 37.00 0 0 0| 0 86 0 0 120 2.750 -0.26 34.52 0 0 0| 0 0 0 0 125 4.250 -0.37 32.13 0 0 0| 0 69 0 0 130 6.500 -0.50 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 -0.74 30.73 0 0 0| 0 475 0 0 145 17.000 -0.84 30.19 0 0 0| 0 25 0 0 150 26.000 -0.94 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| 0 1,381 0 0 Indicative a-t-m Vol 31.96 Underlying Price 134.200 Time to expiry: 81 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 11.250 -0.58 31.49 0 0 0| 0 0 0 0 140 18.250 -0.76 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: 109 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 -0.02 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 1.250 -0.08 42.67 0 0 0| 0 14,053 0 0 100 Equity Options 21:59 Business Day Mon 30 Aug 2010 Previous Business Day Fri 27 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 | 2.500 -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 7.500 -0.39 33.51 0 0 0| 0 349 0 0 130 12.250 -0.56 31.08 0 0 0| 0 995 0 0 140 18.750 -0.74 28.17 0 0 0| 0 0 0 0 150 26.750 -0.88 26.19 0 0 0| 3 6,919 +3 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 0| 3 26,207 +3 0 Indicative a-t-m Vol 32.69 Underlying Price 134.200 Time to expiry: 200 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 5.000 -0.21 37.56 0 0 0| 0 215 0 0 110 7.750 -0.31 35.04 0 0 0| 0 136 0 0 120 11.750 -0.42 33.43 0 0 0| 0 54 0 0 130 17.000 -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: 291 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 10.000 -0.32 34.39 0 0 0| 2 12 +2 0 120 14.250 -0.42 33.48 0 0 0| 0 220 0 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| 0 92 0 0 150 32.750 -0.73 29.33 0 0 0| 0 0 0 0 160 49.250 -0.89 26.76 0 0 0| 0 13 0 0 180 Total 0 0 0| 2 579 +2 0 Indicative a-t-m Vol 29.47 Underlying Price 134.200 Time to expiry: 473 Days Dec 11 1.750 -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 -0.72 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: 655 Days Jun 12 Equity Options 21:59 Business Day Mon 30 Aug 2010 Previous Business Day Fri 27 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: 844 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 0| 17 57,814 +5 0 Grand Total 0 0 0| 82,708 167,738 +30 0 A2A SpA - Euro Cash FLEX Opt (ASB) Grand Total 0 0 0| 83,212 168,656 +30 0 ABB Ltd (ABQ) Indicative a-t-m Vol 0.00 Underlying Price 19.740 Time to expiry: 18 Days 17 Sep 10 0.233 -0.27 30.34 N/A 0 0| 0 8,000 0 0 190 0.627 -0.57 27.75 N/A 0 0| 0 3,000 0 0 200 TotalN/A 0 0| 0 11,000 0 0 Indicative a-t-m Vol 0.00 Underlying Price 19.740 Time to expiry: 109 Days 17 Dec 10 0.973 -0.38 31.27 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 19.740 Time to expiry: 112 Days 20 Dec 10 5.531 -0.93 28.15 N/A 0 0| 0 1,000 0 0 252 10.558 -0.99 33.48 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 19.740 Time to expiry: 291 Days 17 Jun 11 1.369 -0.32 31.89 N/A 0 0| 0 4,500 0 0 180 7.901 -0.90 26.26 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 19.740 Time to expiry: 366 Days 31 Aug 11 3.549 -0.56 30.11 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 0| 90,268 226,172 +30 0 Abertis Infraestructuras SA (CYQ) Indicative a-t-m Vol 0.00 Underlying Price 47.540 Time to expiry: 109 Days 17 Dec 10 0.102 -0.02 59.91 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 0| 90,772 227,026 +30 0 Equity Options 21:59 Business Day Mon 30 Aug 2010 Previous Business Day Fri 27 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 0| 91,276 227,790 +30 0 Adidas AG (FKQ) Indicative a-t-m Vol 0.00 Underlying Price 4.0820 Time to expiry: 18 Days 17 Sep 10 0.2300 -0.59 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 0| 91,780 229,294 +30 0 Aegon NV (AFQ) Grand TotalN/A 0 0| 92,284 249,798 +30 0 ageas NV/SA - Amer Phys FLEX Opt (FOQ) Indicative a-t-m Vol 0.00 Underlying Price 1.9880 Time to expiry: 109 Days 17 Dec 10 14.7520 -1.00 46.21 N/A 0 0| 0 3,000 0 0 1674 TotalN/A 0 0| 0 3,000 0 0 Total PutsN/A 0 0| 0 3,000 0 0 Grand TotalN/A 0 0| 93,796 267,310 +30 0 ageas NV/SA - Euro Phys FLEX Opt (FOX) Indicative a-t-m Vol 0.00 Underlying Price 1.9880 Time to expiry: 109 Days 17 Dec 10 12.9697 -1.00 45.22 N/A 0 0| 0 1,000 0 0 1500 13.9668 -1.00 45.88 N/A 0 0| 0 2,500 0 0 1600 14.9640 -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 0| 96,820 289,334 +30 0 Air Liquide (AIJ) Grand TotalN/A 0 0| 97,324 289,918 +30 0 Akzo Nobel NV (AKQ) Indicative a-t-m Vol 0.00 Underlying Price 41.2800 Time to expiry: 291 Days 17 Jun 11 4.0800 -0.45 29.59 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 2.0640 Time to expiry: 18 Days 17 Sep 10 0.1700 -0.73 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 0| 98,332 293,326 +30 0 Alcatel-Lucent SA - Amer Phys FLEX Opt (CGQ) Indicative a-t-m Vol 0.00 Underlying Price 2.0640 Time to expiry: 109 Days 17 Dec 10 0.2700 -0.56 42.38 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 2.0640 Time to expiry: 200 Days 18 Mar 11 0.4654 -0.64 40.33 N/A 0 0| 0 71,500 0 0 241 Equity Options 21:59 Business Day Mon 30 Aug 2010 Previous Business Day Fri 27 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 0| 99,844 366,338 +30 0 Allianz AG (ALQ) Indicative a-t-m Vol 0.00 Underlying Price 81.1400 Time to expiry: 18 Days 17 Sep 10 0.1306 -0.05 33.70 N/A 0 0| 0 1,000 0 0 7200 1.3475 -0.39 26.27 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 81.1400 Time to expiry: 109 Days 17 Dec 10 0.4276 -0.04 55.34 N/A 0 0| 0 100 0 0 5000 0.8495 -0.09 40.75 N/A 0 0| 0 1,000 0 0 6200 1.6659 -0.18 34.04 N/A 0 0| 0 1,000 0 0 7000 4.3201 -0.43 28.20 N/A 0 0| 0 1,750 0 0 8000 6.2160 -0.56 26.73 N/A 0 0| 0 750 0 0 8400 7.3945 -0.62 26.03 N/A 0 0| 0 1,000 0 0 8600 29.5947 -0.99 24.89 N/A 0 0| 0 2,000 0 0 11100 38.5289 -1.00 24.86 N/A 0 0| 0 1,000 0 0 12000 58.4731 -1.00 33.72 N/A 0 0| 0 500 0 0 14000 59.7694 -1.00 34.18 N/A 0 0| 0 35 0 0 14130 78.4165 -1.00 40.86 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 81.1400 Time to expiry: 291 Days 17 Jun 11 6.5655 -0.38 30.64 N/A 0 0| 0 571 0 0 7421 9.1044 -0.49 28.57 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 81.1400 Time to expiry: 473 Days 16 Dec 11 13.8191 -0.54 27.92 N/A 0 0| 0 2,500 0 0 8500 42.4203 -0.94 23.47 N/A 0 0| 0 1,500 0 0 12000 80.6192 -0.99 26.92 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 81.1400 Time to expiry: 844 Days 21 Dec 12 18.9211 -0.54 28.06 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 0| 114,460 409,022 +30 0 Alstom SA - Amer Cash FLEX Opt (ZWU) Grand TotalN/A 0 0| 114,964 409,526 +30 0 Alstom SA - Amer Phys FLEX Opt (ZWQ) Grand TotalN/A 0 0| 115,972 411,734 +30 0 Alstom SA - Euro Phys FLEX Opt (ZWX) Indicative a-t-m Vol 0.00 Underlying Price 38.2000 Time to expiry: 18 Days 17 Sep 10 2.1325 -0.75 28.67 N/A 0 0| 0 1,500 0 0 4000 TotalN/A 0 0| 0 1,500 0 0 Equity Options 21:59 Business Day Mon 30 Aug 2010 Previous Business Day Fri 27 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: 18 Days 17 Sep 10 8.000 -0.07 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 0| 116,980 415,742 +30 0 Anglo American plc - Amer Cash FLEX Opt (AHW) Indicative a-t-m Vol 0.00 Underlying Price 2295.500 Time to expiry: 18 Days 17 Sep 10 39.500 -0.29 38.13 N/A 0 0| 0 0 0 0 2200 137.500 -0.70 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: 18 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 0| 118,492 417,254 +30 0 Anglo American plc - Amer Phys FLEX Opt (AHO) Grand TotalN/A 0 0| 118,996 417,758 +30 0 Anglo American plc - Euro Phys FLEX Opt (AHV) Indicative a-t-m Vol 0.00 Underlying Price 2295.500 Time to expiry: 109 Days 17 Dec 10 63.210 -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 40.7650 Time to expiry: 18 Days 17 Sep 10 0.0900 -0.07 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 0| 120,004 419,266 +30 0 Anheuser-Busch InBev NV - Amer Phys FLEX Opt (IGQ) Indicative a-t-m Vol 0.00 Underlying Price 40.7650 Time to expiry: 18 Days 17 Sep 10 0.2900 -0.20 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 0| 121,012 423,574 +30 0 Antofagasta plc - Amer Phys FLEX Opt (KFQ) Indicative a-t-m Vol 0.00 Underlying Price 22.9400 Time to expiry: 382 Days 16 Sep 11 2.4823 -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 0| 122,524 425,886 +30 0 Arcelor Mittal (LOQ) Equity Options 21:59 Business Day Mon 30 Aug 2010 Previous Business Day Fri 27 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 0| 123,028 427,390 +30 0 Arcelor Mittal - Amer Phys FLEX Opt (RRO) Indicative a-t-m Vol 0.00 Underlying Price 22.8650 Time to expiry: 354 Days 19 Aug 11 2.3431 -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: 382 Days 16 Sep 11 2.4852 -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: 844 Days 21 Dec 12 10.1260 -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 0| 125,044 437,406 +30 0 Arcelor Mittal - Euro Phys FLEX Opt (RRV) Indicative a-t-m Vol 0.00 Underlying Price 22.8650 Time to expiry: 18 Days 17 Sep 10 0.8081 -0.51 36.47 N/A 0 0| 0 1,000 0 0 2300 3.1586 -0.95 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 0| 127,060 445,422 +30 0 ASML Holding NV (FDQ) Grand TotalN/A 0 0| 128,068 456,430 +30 0 Assicurazioni Generali SpA (GXX) Indicative a-t-m Vol 0.00 Underlying Price 14.3000 Time to expiry: 108 Days 16 Dec 10 1.3101 -0.58 29.73 N/A 0 0| 0 150 0 0 1500 3.6901 -0.95 24.74 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 14.3000 Time to expiry: 109 Days 17 Dec 10 0.8234 -0.41 31.79 N/A 0 0| 0 0 0 0 1400 1.9694 -0.74 27.70 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 0| 131,596 460,858 +30 0 AstraZeneca Plc (AZJ) Grand TotalN/A 0 0| 132,604 462,122 +30 0 AstraZeneca plc (AZX) Grand TotalN/A 0 0| 134,620 465,838 +30 0 AstraZeneca Plc (AZQ) Grand TotalN/A 0 0| 135,124 466,692 +30 0 AstraZeneca plc (AZX) Grand TotalN/A 0 0| 135,628 467,696 +30 0 AstraZeneca Plc (AZQ) Grand TotalN/A 0 0| 136,132 468,450 +30 0 Equity Options 21:59 Business Day Mon 30 Aug 2010 Previous Business Day Fri 27 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: 109 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: 109 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 0| 137,644 470,462 +30 0 AstraZeneca Plc (AZQ) Indicative a-t-m Vol 0.00 Underlying Price 3241.000 Time to expiry: 109 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 0| 138,148 471,466 +30 0 AstraZeneca plc (AZX) Indicative a-t-m Vol 0.00 Underlying Price 3241.000 Time to expiry: 109 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: 473 Days 16 Dec 11 136.170 -0.22 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 0| 139,156 473,474 +30 0 AstraZeneca Plc (AZQ) Indicative a-t-m Vol 0.00 Underlying Price 3241.000 Time to expiry: 844 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 0| 139,660 474,228 +30 0 AstraZeneca plc (AZX) Indicative a-t-m Vol 0.00 Underlying Price 3241.000 Time to expiry: 1208 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 0| 140,668 475,486 +30 0 AstraZeneca plc - Stockholmborsen (ZNJ) Grand TotalN/A 0 0| 141,172 476,180 +30 0 Aviva Plc (AVQ) Grand TotalN/A 0 0| 144,700 480,308 +30 0 Equity Options 21:59 Business Day Mon 30 Aug 2010 Previous Business Day Fri 27 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 12.2650 Time to expiry: 18 Days 17 Sep 10 4.7298 -1.00 43.37 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 12.2650 Time to expiry: 46 Days 15 Oct 10 0.6600 -0.41 45.46 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 12.2650 Time to expiry: 109 Days 17 Dec 10 1.0580 -0.41 45.48 N/A 0 0| 0 3,000 0 0 1200 2.1883 -0.68 40.17 N/A 0 0| 0 5,000 0 0 1400 3.8048 -0.89 36.13 N/A 0 0| 0 40,000 0 0 1600 4.7368 -0.95 34.82 N/A 0 0| 0 2,500 0 0 1700 5.3300 -0.98 34.03 N/A 0 0| 0 2,500 0 0 1759 7.2229 -1.00 31.94 N/A 0 0| 0 2,500 0 0 1954 10.2050 -1.00 30.12 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 12.2650 Time to expiry: 291 Days 17 Jun 11 2.4063 -0.52 42.59 N/A 0 0| 0 5,000 0 0 1270 2.9789 -0.61 39.88 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 12.2650 Time to expiry: 382 Days 16 Sep 11 2.8314 -0.52 42.08 N/A 0 0| 0 1,000 0 0 1300 3.4340 -0.60 39.84 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 12.2650 Time to expiry: 473 Days 16 Dec 11 4.7233 -0.68 37.73 N/A 0 0| 0 40,000 0 0 1563 19.3325 -0.98 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 0| 157,804 729,644 +30 0 Baloise Holding AG (OIQ) Indicative a-t-m Vol 0.00 Underlying Price 0.9455 Time to expiry: 18 Days 17 Sep 10 0.4544 -0.99 70.13 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 0| 158,812 732,252 +30 0 Banca Monte dei Paschi di Siena SpA (EVX) Indicative a-t-m Vol 0.00 Underlying Price 0.9455 Time to expiry: 18 Days 17 Sep 10 0.5042 -1.00 70.85 N/A 0 0| 0 2,350 0 0 145 0.5541 -1.00 70.25 N/A 0 0| 0 1,210 0 0 150 TotalN/A 0 0| 0 3,560 0 0 Equity Options 21:59 Business Day Mon 30 Aug 2010 Previous Business Day Fri 27 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 0.9455 Time to expiry: 109 Days 17 Dec 10 0.4517 -0.98 33.36 N/A 0 0| 0 3,207 0 0 140 0.5013 -0.98 34.71 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 0.9455 Time to expiry: 200 Days 18 Mar 11 0.3486 -0.97 21.95 N/A 0 0| 0 371 0 0 130 0.5455 -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 0| 162,340 744,289 +30 0 Banco Bilbao Vizcaya Argentaria SA (BDQ) Indicative a-t-m Vol 0.00 Underlying Price 9.5000 Time to expiry: 18 Days 17 Sep 10 0.2820 -0.38 47.68 N/A 0 0| 0 7,000 0 0 925 0.6689 -0.69 42.53 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 9.5000 Time to expiry: 109 Days 17 Dec 10 4.0822 -1.00 25.88 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 9.5000 Time to expiry: 200 Days 18 Mar 11 0.7736 -0.29 49.70 N/A 0 0| 0 0 0 0 825 3.6743 -0.89 33.43 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 9.5000 Time to expiry: 473 Days 16 Dec 11 1.0998 -0.30 42.55 N/A 0 0| 0 2,500 0 0 800 3.4456 -0.68 36.17 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 9.5000 Time to expiry: 753 Days 21 Sep 12 6.2415 -0.83 31.30 N/A 0 0| 0 50,600 0 0 1500 6.6928 -0.84 31.30 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 0| 169,900 904,089 +30 0 Banco Santander SA - Amer Phys FLEX OPT (SJQ) Indicative a-t-m Vol 0.00 Underlying Price 9.2030 Time to expiry: 18 Days 17 Sep 10 0.0632 -0.11 56.98 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 9.2030 Time to expiry: 109 Days 17 Dec 10 0.5419 -0.30 50.16 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 21:59 Business Day Mon 30 Aug 2010 Previous Business Day Fri 27 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 0| 171,412 1,025,601 +30 0 Banco Santander SA - Euro Cash FLEX OPT (SJJ) Indicative a-t-m Vol 0.00 Underlying Price 9.2030 Time to expiry: 844 Days 21 Dec 12 3.1001 -0.50 39.12 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 0| 172,924 1,033,027 +30 0 Banco Santander SA - Euro Phys FLEX OPT (SJX) Indicative a-t-m Vol 0.00 Underlying Price 9.2030 Time to expiry: 109 Days 17 Dec 10 2.2120 -0.84 34.94 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 0| 173,932 1,039,035 +30 0 Barclays Plc (BBJ) Grand TotalN/A 0 0| 174,940 1,040,084 +30 0 Barclays plc (BBX) Grand TotalN/A 0 0| 176,452 1,048,596 +30 0 Barclays Plc (BBQ) Indicative a-t-m Vol 0.00 Underlying Price 303.950 Time to expiry: 18 Days 17 Sep 10 10.090 -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 0| 177,460 1,053,254 +30 0 Barclays plc (BBX) Indicative a-t-m Vol 0.00 Underlying Price 303.950 Time to expiry: 109 Days 17 Dec 10 34.930 -0.49 45.64 N/A 0 0| 0 1,000 0 0 312 57.530 -0.72 39.14 N/A 0 0| 0 3,000 0 0 351 64.170 -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: 109 Days 17 Dec 10 107.290 -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 0| 179,476 1,065,270 +30 0 Barclays Plc (BBQ) Indicative a-t-m Vol 0.00 Underlying Price 303.950 Time to expiry: 109 Days 17 Dec 10 184.250 -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: 473 Days 16 Dec 11 45.720 -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 21:59 Business Day Mon 30 Aug 2010 Previous Business Day Fri 27 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 | 82.540 -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: 473 Days 16 Dec 11 82.310 -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 0| 181,996 1,073,540 +30 0 Barclays plc (BBX) Indicative a-t-m Vol 0.00 Underlying Price 303.950 Time to expiry: 473 Days 16 Dec 11 130.390 -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 0| 183,004 1,082,048 +30 0 BASF SE (BJJ) Indicative a-t-m Vol 0.00 Underlying Price 41.6250 Time to expiry: 18 Days 17 Sep 10 6.3774 -0.98 30.04 N/A 0 0| 0 500 0 0 4800 TotalN/A 0 0| 0 500 0 0 Indicative a-t-m Vol 0.00 Underlying Price 41.6250 Time to expiry: 46 Days 15 Oct 10 1.0729 -0.33 30.71 N/A 0 0| 0 2,000 0 0 4000 TotalN/A 0 0| 0 2,000 0 0 Indicative a-t-m Vol 0.00 Underlying Price 41.6250 Time to expiry: 109 Days 17 Dec 10 0.1011 -0.02 49.93 N/A 0 0| 0 1,200 0 0 2500 2.0564 -0.37 32.11 N/A 0 0| 0 1,000 0 0 4000 4.6521 -0.65 28.94 N/A 0 0| 0 1,000 0 0 4500 TotalN/A 0 0| 0 3,200 0 0 Indicative a-t-m Vol 0.00 Underlying Price 41.6250 Time to expiry: 291 Days 17 Jun 11 3.5468 -0.43 27.80 N/A 0 0| 0 1,168 0 0 3830 TotalN/A 0 0| 0 1,168 0 0 Indicative a-t-m Vol 0.00 Underlying Price 41.6250 Time to expiry: 473 Days 16 Dec 11 5.4616 -0.47 28.07 N/A 0 0| 0 3,000 0 0 4000 7.7252 -0.62 25.74 N/A 0 0| 0 0 0 0 4400 TotalN/A 0 0| 0 3,000 0 0 Indicative a-t-m Vol 0.00 Underlying Price 41.6250 Time to expiry: 1208 Days 20 Dec 13 12.8814 -0.57 27.97 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 0| 191,572 1,109,395 +30 0 Bayer AG (BQQ) Indicative a-t-m Vol 0.00 Underlying Price 47.0350 Time to expiry: 291 Days 17 Jun 11 Equity Options 21:59 Business Day Mon 30 Aug 2010 Previous Business Day Fri 27 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 | 3.1278 -0.32 31.31 N/A 0 0| 0 0 0 0 4206 3.1182 -0.32 31.31 N/A 0 0| 0 1,063 0 0 4206 TotalN/A 0 0| 0 1,063 0 0 Total PutsN/A 0 0| 0 1,063 0 0 Grand TotalN/A 0 0| 194,092 1,116,478 +30 0 BG Group Plc (BGQ) Indicative a-t-m Vol 0.00 Underlying Price 1066.500 Time to expiry: 473 Days 16 Dec 11 28.320 -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 0| 195,100 1,118,196 +30 0 BHP Billiton Plc (BHJ) Grand TotalN/A 0 0| 195,604 1,118,705 +30 0 BHP Billiton plc (BHX) Indicative a-t-m Vol 0.00 Underlying Price 1798.000 Time to expiry: 655 Days 15 Jun 12 485.970 -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 0| 196,108 1,119,278 +30 0 BHP Billiton Plc (BHQ) Grand TotalN/A 0 0| 196,612 1,119,852 +30 0 BNP Paribas (BNJ) Indicative a-t-m Vol 0.00 Underlying Price 49.1200 Time to expiry: 18 Days 17 Sep 10 0.5300 -0.16 52.21 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 49.1200 Time to expiry: 109 Days 17 Dec 10 0.5149 -0.06 68.67 N/A 0 0| 0 500 0 0 2916 7.7354 -0.67 37.75 N/A 0 0| 0 1,000 0 0 5500 13.5000 -0.89 33.93 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 0| 200,140 1,134,341 +30 0 Bouygues (EHX) Indicative a-t-m Vol 0.00 Underlying Price 32.0500 Time to expiry: 109 Days 17 Dec 10 6.4758 -0.79 33.77 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 0| 201,148 1,155,349 +30 0 BP plc (BPX) Grand TotalN/A 0 0| 202,660 1,163,111 +30 0 BP Plc (BPQ) Grand TotalN/A 0 0| 203,164 1,163,615 +30 0 BP plc (BPX) Grand TotalN/A 0 0| 204,172 1,166,823 +30 0 Equity Options 21:59 Business Day Mon 30 Aug 2010 Previous Business Day Fri 27 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 0| 205,180 1,172,331 +30 0 BP plc (BPX) Grand TotalN/A 0 0| 206,188 1,174,839 +30 0 BP Plc (BPQ) Grand TotalN/A 0 0| 206,692 1,179,843 +30 0 BP plc (BPX) Grand TotalN/A 0 0| 207,196 1,180,847 +30 0 BP Plc (BPQ) Grand TotalN/A 0 0| 209,212 1,194,113 +30 0 BP plc (BPX) Grand TotalN/A 0 0| 210,220 1,196,621 +30 0 BP Plc (BPQ) Grand TotalN/A 0 0| 211,732 1,203,383 +30 0 BP plc (BPX) Grand TotalN/A 0 0| 212,236 1,204,287 +30 0 BP Plc (BPQ) Indicative a-t-m Vol 0.00 Underlying Price 379.650 Time to expiry: 109 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 0| 212,740 1,206,791 +30 0 BP plc (BPX) Indicative a-t-m Vol 0.00 Underlying Price 379.650 Time to expiry: 109 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 -0.83 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: 109 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 0| 215,764 1,230,765 +30 0 BP Plc (BPQ) Indicative a-t-m Vol 0.00 Underlying Price 379.650 Time to expiry: 109 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: 109 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 21:59 Business Day Mon 30 Aug 2010 Previous Business Day Fri 27 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 0| 216,772 1,236,273 +30 0 BP plc (BPX) Indicative a-t-m Vol 0.00 Underlying Price 379.650 Time to expiry: 109 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: 109 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 0| 217,780 1,238,781 +30 0 BP Plc (BPQ) Indicative a-t-m Vol 0.00 Underlying Price 379.650 Time to expiry: 109 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 0| 218,284 1,242,285 +30 0 BP plc (BPX) Indicative a-t-m Vol 0.00 Underlying Price 379.650 Time to expiry: 473 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: 473 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 0| 219,796 1,245,797 +30 0 BP Plc (BPQ) Indicative a-t-m Vol 0.00 Underlying Price 379.650 Time to expiry: 844 Days 21 Dec 12 12.810 -0.09 44.16 N/A 0 0| 0 1,100 0 0 180 239.200 -0.92 22.21 N/A 0 0| 0 1,250 0 0 600 TotalN/A 0 0| 0 2,350 0 0 Total PutsN/A 0 0| 0 2,350 0 0 Indicative a-t-m Vol 0.00 Underlying Price 379.650 Time to expiry: 844 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 0| 221,308 1,250,659 +30 0 BP plc (BPX) Grand TotalN/A 0 0| 221,812 1,251,563 +30 0 Equity Options 21:59 Business Day Mon 30 Aug 2010 Previous Business Day Fri 27 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: 473 Days 16 Dec 11 7.910 -0.08 36.13 N/A 0 0| 0 1,000 0 0 267 TotalN/A 0 0| 0 1,000 0 0 Total