Equity Options 22:04 Business Day Tue 31 Aug 2010 Previous Business Day Mon 30 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 27.43 Underlying Price 260.600 Time to expiry: 17 Days Sep 10 40.750 0.98 38.29 0 0 0| 0 0 0 0 220 31.250 0.94 37.95 0 0 0| 0 0 0 0 230 22.000 0.87 33.93 0 0 0| 0 0 0 0 240 17.500 0.82 31.82 0 0 0| 0 0 0 0 245 13.750 0.73 32.17 0 0 0| 0 0 0 0 250 6.750 0.53 27.30 0 0 0| 0 0 0 0 260 3.000 0.30 28.61 0 0 0| 0 5 0 0 270 1.000 0.13 27.57 0 0 0| 0 5 0 0 280 0.750 0.09 34.95 0 0 0| 0 5 0 0 290 0.250 0.04 34.95 0 0 0| 0 10 0 0 300 CAB 0.01 34.78 0 0 0| 0 0 0 0 310 CAB 0.00 32.78 0 0 0| 0 59 0 0 320 CAB 0.00 32.61 0 0 0| 0 0 0 0 340 CAB 0.00 32.78 0 0 0| 0 0 0 0 360 Total 0 0 0| 0 84 0 0 Indicative a-t-m Vol 30.36 Underlying Price 260.600 Time to expiry: 108 Days Dec 10 45.000 0.85 33.63 0 0 0| 0 0 0 0 220 29.750 0.72 32.30 0 0 0| 0 0 0 0 240 17.500 0.54 30.40 0 0 0| 0 0 0 0 260 9.500 0.36 29.60 0 0 0| 0 12 0 0 280 4.250 0.21 28.57 0 0 0| 0 21 0 0 300 1.750 0.10 28.00 0 0 0| 0 41 0 0 320 0.250 0.02 27.60 0 0 0| 0 50 0 0 360 Total 0 0 0| 0 124 0 0 Indicative a-t-m Vol 31.30 Underlying Price 260.600 Time to expiry: 199 Days Mar 11 50.000 0.79 34.76 0 0 0| 0 4 0 0 220 35.750 0.68 32.75 0 0 0| 0 0 0 0 240 24.250 0.55 31.34 0 0 0| 0 0 0 0 260 15.750 0.42 30.43 0 0 0| 0 0 0 0 280 10.000 0.30 30.19 0 0 0| 0 5 0 0 300 5.750 0.20 29.30 0 0 0| 0 0 0 0 320 2.500 0.10 30.76 0 0 0| 0 72 0 0 360 Total 0 0 0| 0 81 0 0 Total Calls 0 0 0| 0 289 0 0 | Equity Options 22:04 Business Day Tue 31 Aug 2010 Previous Business Day Mon 30 Aug 2010 Page 2 Puts | Block | Opening Settle Delta Vola- Daily Trade Bclear Total | Official **Open Change Exer- Exer Trans Price tility High Low Volume Volume*** Volume | Volume Int cises Price | 3i Group Plc - STND OPT (III) Indicative a-t-m Vol 31.25 Underlying Price 260.600 Time to expiry: 17 Days Sep 10 CAB -0.01 33.88 0 0 0| 0 20 0 0 220 0.500 -0.05 34.22 0 0 0| 0 8 0 0 230 1.250 -0.12 32.51 0 0 0| 0 120 0 0 240 1.750 -0.18 31.45 0 0 0| 0 0 0 0 245 3.500 -0.27 33.58 0 0 0| 0 10 0 0 250 7.000 -0.47 31.39 0 0 0| 0 99 0 0 260 12.750 -0.69 29.99 0 0 0| 0 75 0 0 270 20.750 -0.84 31.19 0 0 0| 0 7 0 0 280 29.750 -0.94 30.81 0 0 0| 0 4 0 0 290 39.750 -0.96 35.59 0 0 0| 0 20 0 0 300 49.500 -0.97 40.07 0 0 0| 0 0 0 0 310 59.500 -0.97 47.20 0 0 0| 0 0 0 0 320 79.500 -0.98 56.76 0 0 0| 0 0 0 0 340 99.500 -0.99 61.40 0 0 0| 0 0 0 0 360 Total 0 0 0| 0 363 0 0 Indicative a-t-m Vol 30.23 Underlying Price 260.600 Time to expiry: 108 Days Dec 10 4.750 -0.16 34.78 0 0 0| 0 0 0 0 220 9.500 -0.29 32.89 0 0 0| 0 122 0 0 240 17.000 -0.47 30.31 0 0 0| 0 66 0 0 260 28.500 -0.65 28.70 0 0 0| 0 50 0 0 280 44.750 -0.78 29.99 0 0 0| 0 5 0 0 300 62.000 -0.88 29.80 0 0 0| 0 0 0 0 320 101.250 -0.93 38.02 0 0 0| 0 0 0 0 360 Total 0 0 0| 0 243 0 0 Indicative a-t-m Vol 31.99 Underlying Price 260.600 Time to expiry: 199 Days Mar 11 9.250 -0.21 34.62 0 0 0| 0 0 0 0 220 15.500 -0.32 33.22 0 0 0| 0 75 0 0 240 24.250 -0.45 32.02 0 0 0| 0 5 0 0 260 35.750 -0.58 31.29 0 0 0| 0 0 0 0 280 50.000 -0.69 31.05 0 0 0| 0 0 0 0 300 65.500 -0.79 30.18 0 0 0| 0 0 0 0 320 101.500 -0.92 29.61 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 64,120 64,120| 0 65,095 0 0 Equity Options 22:04 Business Day Tue 31 Aug 2010 Previous Business Day Mon 30 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 35.91 Underlying Price 2340.000 Time to expiry: 17 Days Sep 10 741.000 1.00 66.94 0 0 0| 0 0 0 0 1600 541.500 0.99 50.80 0 0 0| 0 0 0 0 1800 442.500 0.98 47.72 0 0 0| 0 0 0 0 1900 346.000 0.95 44.78 0 0 0| 0 0 0 0 2000 251.500 0.90 40.12 0 0 0| 0 0 0 0 2100 127.500 167.000 0.78 38.38 127.500 127.500 0 0 5| 0 22 0 0 2200 68.500 97.000 0.60 36.56 74.500 68.500 0 0 55| 0 52 0 0 2300 35.000 47.500 0.39 34.93 36.000 35.000 0 0 116| 0 937 0 0 2400 19.000 21.000 0.21 35.09 19.000 19.000 0 0 5| 0 405 0 0 2500 8.500 0.10 35.77 0 0 0| 0 1,377 0 0 2600 3.500 0.05 37.18 0 0 0| 0 25 0 0 2700 1.500 0.02 39.81 0 0 0| 0 1,526 -7 0 2800 CAB 0.00 36.69 0 0 0| 0 110 0 0 3000 CAB 0.00 36.41 0 0 0| 0 304 0 0 3200 CAB 0.00 36.98 0 0 0| 0 27 0 0 3600 Total 0 0 181| 0 4,785 -7 0 Indicative a-t-m Vol 37.78 Underlying Price 2340.000 Time to expiry: 45 Days Oct 10 458.500 0.91 46.49 0 0 0| 0 0 0 0 1900 369.500 0.86 44.28 0 0 0| 0 6 0 0 2000 284.000 0.80 40.84 0 0 0| 0 0 0 0 2100 210.000 0.70 39.42 0 0 0| 0 13 0 0 2200 149.000 0.58 38.61 0 0 0| 0 6 0 0 2300 95.500 0.45 36.55 0 0 0| 0 8 0 0 2400 57.500 0.32 35.14 0 0 0| 0 14 0 0 2500 33.500 0.21 34.58 0 0 0| 0 54 0 0 2600 17.500 0.13 33.84 0 0 0| 0 11 0 0 2700 8.000 0.07 32.64 0 0 0| 0 19 0 0 2800 1.500 0.02 32.34 0 0 0| 0 0 0 0 3000 Total 0 0 0| 0 131 0 0 Indicative a-t-m Vol 38.16 Underlying Price 2340.000 Time to expiry: 80 Days Nov 10 436.000 479.000 0.87 44.44 436.000 436.000 0 0 5| 0 0 0 0 1900 398.500 0.81 43.42 0 0 0| 0 0 0 0 2000 322.000 0.74 41.76 0 0 0| 0 0 0 0 2100 251.500 0.67 39.90 0 0 0| 0 0 0 0 2200 156.000 191.500 0.58 38.66 156.000 156.000 0 0 2| 0 0 0 0 2300 140.000 0.48 37.42 0 0 0| 0 0 0 0 2400 98.500 0.39 36.37 0 0 0| 0 4 0 0 2500 66.500 0.29 35.34 0 0 0| 0 0 0 0 2600 26.500 0.15 33.49 0 0 0| 0 16 0 0 2800 Total 0 0 7| 0 20 0 0 Indicative a-t-m Vol 38.42 Underlying Price 2340.000 Time to expiry: 108 Days Dec 10 1462.000 1.00 58.81 0 0 0| 0 0 0 0 880 Equity Options 22:04 Business Day Tue 31 Aug 2010 Previous Business Day Mon 30 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 | 1382.500 1.00 57.09 0 0 0| 0 0 0 0 960 1342.500 1.00 56.59 0 0 0| 0 0 0 0 1000 1145.000 0.99 55.29 0 0 0| 0 0 0 0 1200 951.500 0.97 53.76 0 0 0| 0 0 0 0 1400 763.500 0.94 50.46 0 0 0| 0 51 0 0 1600 585.000 0.88 46.94 0 0 0| 0 16 0 0 1800 500.500 0.84 45.01 0 0 0| 0 507 0 0 1900 421.500 0.79 43.53 0 0 0| 0 1,290 0 0 2000 278.000 0.66 39.94 0 0 0| 0 23 0 0 2200 169.000 0.50 37.77 0 0 0| 0 767 0 0 2400 74.500 90.500 0.33 35.67 74.500 74.500 0 0 3| 0 949 0 0 2600 43.500 0.20 34.17 0 0 0| 0 896 0 0 2800 14.000 21.000 0.11 33.89 14.000 S 14.000 S 0 0 5| 0 1,705 0 0 3000 9.000 0.05 33.31 0 0 0| 0 170 0 0 3200 1.500 4.000 0.02 37.31 1.500 S 1.500 S 0 0 5| 0 95 0 0 3600 Total 0 0 13| 0 6,469 0 0 Indicative a-t-m Vol 38.31 Underlying Price 2340.000 Time to expiry: 199 Days Mar 11 621.500 0.84 44.64 0 0 0| 0 14 0 0 1800 470.500 0.75 42.01 0 0 0| 0 15 0 0 2000 340.500 0.65 39.94 0 0 0| 0 14 0 0 2200 231.500 0.52 37.61 0 0 0| 0 37 0 0 2400 149.500 0.40 36.02 0 0 0| 0 277 0 0 2600 92.500 0.28 34.81 0 0 0| 0 174 0 0 2800 54.000 0.19 33.82 0 0 0| 0 48 0 0 3000 32.000 0.13 33.49 0 0 0| 0 48 0 0 3200 10.000 0.05 32.85 0 0 0| 0 15 0 0 3600 Total 0 0 0| 0 642 0 0 Indicative a-t-m Vol 38.10 Underlying Price 2340.000 Time to expiry: 290 Days Jun 11 976.000 0.93 47.32 0 0 0| 0 66 0 0 1400 809.000 0.88 46.15 0 0 0| 0 3 0 0 1600 649.500 0.82 43.57 0 0 0| 0 11 0 0 1800 505.500 0.73 41.20 0 0 0| 0 0 0 0 2000 380.000 0.64 38.94 0 0 0| 0 7 0 0 2200 281.000 0.54 37.74 0 0 0| 0 1 0 0 2400 199.000 0.43 36.41 0 0 0| 0 7 0 0 2600 120.500 134.000 0.33 34.96 120.500 120.500 0 0 5| 0 2 0 0 2800 90.500 0.25 34.21 0 0 0| 0 22 0 0 3000 58.500 0.18 33.34 0 0 0| 0 43 0 0 3200 Total 0 0 5| 0 162 0 0 Indicative a-t-m Vol 44.01 Underlying Price 2340.000 Time to expiry: 472 Days Dec 11 1484.500 0.97 63.58 0 0 0| 0 0 0 0 880 1414.500 0.96 63.10 0 0 0| 0 0 0 0 960 1380.000 0.95 62.58 0 0 0| 0 0 0 0 1000 1209.500 0.92 58.89 0 0 0| 0 0 0 0 1200 1043.000 0.88 54.59 0 0 0| 0 0 0 0 1400 Equity Options 22:04 Business Day Tue 31 Aug 2010 Previous Business Day Mon 30 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 | 893.500 0.83 52.04 0 0 0| 0 0 0 0 1600 752.500 0.77 49.13 0 0 0| 0 0 0 0 1800 631.000 0.71 47.41 0 0 0| 0 0 0 0 2000 418.500 0.57 43.41 0 0 0| 0 250 0 0 2400 250.000 0.42 39.37 0 0 0| 0 500 0 0 2800 150.000 0.30 37.74 0 0 0| 0 0 0 0 3200 Total 0 0 0| 0 750 0 0 Indicative a-t-m Vol 44.11 Underlying Price 2340.000 Time to expiry: 654 Days Jun 12 709.500 0.71 49.17 0 0 0| 0 0 0 0 2000 482.500 0.59 43.21 0 0 0| 0 0 0 0 2400 318.500 0.46 40.00 0 0 0| 0 0 0 0 2800 212.500 0.35 38.31 0 0 0| 0 0 0 0 3200 Total 0 0 0| 0 0 0 0 Indicative a-t-m Vol 43.66 Underlying Price 2340.000 Time to expiry: 843 Days Dec 12 749.000 0.72 47.42 0 0 0| 0 750 0 0 2000 541.000 0.61 43.00 0 0 0| 0 0 0 0 2400 455.500 0.55 41.45 0 0 0| 0 100 0 0 2600 389.000 0.50 40.68 0 0 0| 0 0 0 0 2800 274.500 0.40 38.92 0 0 0| 0 0 0 0 3200 Total 0 0 0| 0 850 0 0 Total Calls 0 0 206| 0 13,809 -7 0 | Equity Options 22:04 Business Day Tue 31 Aug 2010 Previous Business Day Mon 30 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 35.95 Underlying Price 2340.000 Time to expiry: 17 Days Sep 10 CAB 0.00 60.41 0 0 0| 0 41 0 0 1600 1.500 -0.01 54.92 0 0 0| 0 40 0 0 1800 3.000 -0.03 51.65 0 0 0| 0 74 0 0 1900 5.500 -0.05 45.29 0 0 0| 0 334 0 0 2000 12.000 -0.11 41.63 0 0 0| 0 0 0 0 2100 32.000 27.500 -0.22 38.94 32.000 32.000 0 0 1| 0 674 0 0 2200 57.000 -0.40 36.87 0 0 0| 0 21 0 0 2300 106.000 -0.61 34.56 0 0 0| 0 1,120 0 0 2400 179.500 -0.79 34.54 0 0 0| 0 526 0 0 2500 335.000 267.500 -0.90 35.51 335.000 335.000 0 0 2| 0 329 0 0 2600 363.500 -0.95 37.98 0 0 0| 0 19 0 0 2700 460.000 -1.00 2.00 0 0 0| 0 924 0 0 2800 660.500 -0.99 46.91 0 0 0| 0 37 0 0 3000 860.500 -0.99 57.09 0 0 0| 0 55 0 0 3200 1260.000 -1.00 2.00 0 0 0| 0 0 0 0 3600 Total 0 0 3| 0 4,194 0 0 Indicative a-t-m Vol 37.70 Underlying Price 2340.000 Time to expiry: 45 Days Oct 10 16.000 -0.09 45.90 0 0 0| 0 3 0 0 1900 26.500 -0.13 43.45 0 0 0| 0 47 0 0 2000 44.000 -0.21 41.58 0 0 0| 0 3 0 0 2100 69.000 -0.30 39.70 0 0 0| 0 18 0 0 2200 132.000 105.000 -0.42 37.96 132.000 132.000 0 0 5| 0 40 0 0 2300 156.000 -0.55 37.30 0 0 0| 0 7 0 0 2400 214.500 -0.68 34.77 0 0 0| 0 3 0 0 2500 292.500 -0.78 35.09 0 0 0| 0 10 0 0 2600 377.000 -0.87 34.60 0 0 0| 0 4 0 0 2700 468.500 -0.92 34.76 0 0 0| 0 13 0 0 2800 661.000 -0.98 34.40 0 0 0| 0 12 0 0 3000 Total 0 0 5| 0 160 0 0 Indicative a-t-m Vol 38.21 Underlying Price 2340.000 Time to expiry: 80 Days Nov 10 38.500 -0.14 45.32 0 0 0| 0 0 0 0 1900 56.000 -0.19 43.66 0 0 0| 0 3 0 0 2000 78.500 -0.26 41.68 0 0 0| 0 6 0 0 2100 108.500 -0.33 40.04 0 0 0| 0 5 0 0 2200 148.000 -0.42 38.68 0 0 0| 0 0 0 0 2300 196.500 -0.52 37.50 0 0 0| 0 0 0 0 2400 255.000 -0.62 36.41 0 0 0| 0 0 0 0 2500 370.000 322.500 -0.71 35.22 370.000 370.000 0 0 2| 0 0 0 0 2600 484.500 -0.85 34.08 0 0 0| 0 0 0 0 2800 Total 0 0 2| 0 14 0 0 Indicative a-t-m Vol 38.22 Underlying Price 2340.000 Time to expiry: 108 Days Dec 10 1.500 0.00 75.60 0 0 0| 0 55 0 0 880 2.500 -0.01 72.16 0 0 0| 0 41 0 0 960 Equity Options 22:04 Business Day Tue 31 Aug 2010 Previous Business Day Mon 30 Aug 2010 Page 7 Puts | Block | Opening Settle Delta Vola- Daily Trade Bclear Total | Official **Open Change Exer- Exer Trans Price tility High Low Volume Volume*** Volume | Volume Int cises Price | 2.500 -0.01 70.57 0 0 0| 0 48 0 0 1000 5.500 -0.02 62.55 0 0 0| 0 61 0 0 1200 11.000 -0.03 56.79 0 0 0| 0 58 0 0 1400 21.500 -0.07 51.45 0 0 0| 0 37 0 0 1600 51.500 41.000 -0.12 46.95 51.500 50.000 0 0 9| 0 72 0 0 1800 56.500 -0.16 45.09 0 0 0| 0 1,076 0 0 1900 93.000 77.500 -0.22 43.54 93.000 92.000 0 0 8| 0 1,249 0 0 2000 135.500 -0.34 40.35 0 0 0| 0 169 0 0 2200 221.500 -0.51 37.31 0 0 0| 0 911 0 0 2400 391.000 345.000 -0.67 35.53 391.000 391.000 0 0 4| 0 552 0 0 2600 499.500 -0.81 34.39 0 0 0| 0 1,219 0 0 2800 676.500 -0.90 33.87 0 0 0| 0 1,206 0 0 3000 865.500 -0.95 33.50 0 0 0| 0 10 0 0 3200 1260.000 -1.00 33.03 0 0 0| 0 2 0 0 3600 Total 0 0 21| 0 6,766 0 0 Indicative a-t-m Vol 38.31 Underlying Price 2340.000 Time to expiry: 199 Days Mar 11 86.500 -0.18 45.02 0 0 0| 0 30 0 0 1800 138.500 -0.26 42.44 0 0 0| 0 155 0 0 2000 208.000 -0.37 39.83 0 0 0| 0 37 0 0 2200 302.500 -0.49 37.66 0 0 0| 0 447 0 0 2400 437.500 422.500 -0.61 36.06 437.500 437.500 0 0 5| 0 8 0 0 2600 564.500 -0.73 34.52 0 0 0| 0 14 0 0 2800 727.500 -0.82 33.52 0 0 0| 0 62 0 0 3000 921.500 905.000 -0.88 33.00 921.500 921.500 0 0 5| 0 98 0 0 3200 1283.500 -0.96 32.57 0 0 0| 0 30 0 0 3600 Total 0 0 10| 0 881 0 0 Indicative a-t-m Vol 37.83 Underlying Price 2340.000 Time to expiry: 290 Days Jun 11 43.000 -0.08 47.76 0 0 0| 0 10 0 0 1400 76.000 -0.13 45.75 0 0 0| 0 17 0 0 1600 118.000 -0.20 43.15 0 0 0| 0 22 0 0 1800 176.000 -0.28 40.99 0 0 0| 0 6 0 0 2000 253.500 -0.37 39.01 0 0 0| 0 135 0 0 2200 351.000 -0.47 37.32 0 0 0| 0 2 0 0 2400 469.500 -0.58 36.05 0 0 0| 0 8 0 0 2600 607.000 -0.67 34.92 0 0 0| 0 1 0 0 2800 763.000 -0.76 34.10 0 0 0| 0 3 0 0 3000 930.500 -0.83 33.20 0 0 0| 0 33 0 0 3200 Total 0 0 0| 0 237 0 0 Indicative a-t-m Vol 41.89 Underlying Price 2340.000 Time to expiry: 472 Days Dec 11 23.000 -0.03 55.29 0 0 0| 0 0 0 0 880 29.000 -0.04 53.70 0 0 0| 0 0 0 0 960 34.000 -0.05 53.54 0 0 0| 0 0 0 0 1000 66.000 -0.08 52.54 0 0 0| 0 0 0 0 1200 101.500 -0.12 49.89 0 0 0| 0 0 0 0 1400 153.000 -0.17 48.23 0 0 0| 0 0 0 0 1600 216.000 -0.23 46.57 0 0 0| 0 0 0 0 1800 Equity Options 22:04 Business Day Tue 31 Aug 2010 Previous Business Day Mon 30 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 | 296.500 -0.29 45.40 0 0 0| 0 0 0 0 2000 477.000 -0.44 41.27 0 0 0| 0 500 0 0 2400 727.500 -0.58 39.37 0 0 0| 0 0 0 0 2800 1024.500 -0.71 37.74 0 0 0| 0 0 0 0 3200 Total 0 0 0| 0 500 0 0 Indicative a-t-m Vol 42.43 Underlying Price 2340.000 Time to expiry: 654 Days Jun 12 368.500 -0.30 45.30 0 0 0| 0 0 0 0 2000 563.000 -0.42 41.93 0 0 0| 0 0 0 0 2400 809.500 -0.54 40.00 0 0 0| 0 0 0 0 2800 1098.000 -0.65 38.31 0 0 0| 0 0 0 0 3200 Total 0 0 0| 0 0 0 0 Indicative a-t-m Vol 42.90 Underlying Price 2340.000 Time to expiry: 843 Days Dec 12 419.000 -0.29 44.34 0 0 0| 0 0 0 0 2000 634.500 -0.40 42.64 0 0 0| 0 0 0 0 2400 749.000 -0.45 41.45 0 0 0| 0 100 0 0 2600 878.000 -0.51 40.68 0 0 0| 0 0 0 0 2800 1154.500 -0.61 38.92 0 0 0| 0 0 0 0 3200 Total 0 0 0| 0 100 0 0 Total Puts 0 0 41| 0 12,852 0 0 Grand Total 0 206,100 206,347| 0 232,761 -7 0 Equity Options 22:04 Business Day Tue 31 Aug 2010 Previous Business Day Mon 30 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 34.15 Underlying Price 1032.000 Time to expiry: 17 Days Sep 10 352.750 0.99 83.34 0 0 0| 0 0 0 0 680 319.750 0.99 75.13 0 0 0| 0 0 0 0 713 280.750 0.99 66.19 0 0 0| 0 0 0 0 752 241.000 0.99 58.00 0 0 0| 0 0 0 0 792 202.250 0.98 51.06 0 0 0| 0 0 0 0 831 162.750 0.96 45.08 0 0 0| 0 5 0 0 871 124.000 0.93 39.79 0 0 0| 0 200 0 0 911 88.250 0.86 36.85 0 0 0| 0 150 0 0 950 56.000 0.72 34.64 0 0 0| 0 30 0 0 990 10.500 0.24 33.49 0 0 0| 0 68 0 0 1089 1.750 0.05 38.08 0 0 0| 0 3 0 0 1188 1.500 0.03 67.51 0 0 0| 0 4 0 0 1386 Total 0 0 0| 0 460 0 0 Indicative a-t-m Vol 37.44 Underlying Price 1032.000 Time to expiry: 108 Days Dec 10 394.000 0.98 47.42 0 0 0| 0 0 0 0 640 317.750 0.95 44.43 0 0 0| 0 0 0 0 720 280.250 0.93 42.36 0 0 0| 0 0 0 0 760 245.250 0.89 41.68 0 0 0| 0 0 0 0 800 211.250 0.85 40.62 0 0 0| 0 0 0 0 840 186.250 0.81 39.91 0 0 0| 0 0 0 0 871 157.000 0.75 39.38 0 0 0| 0 0 0 0 911 130.250 0.69 38.62 0 0 0| 0 164 0 0 950 105.750 0.62 37.97 0 0 0| 0 50 0 0 990 59.250 0.43 36.72 0 0 0| 0 83 0 0 1089 30.750 0.27 36.23 0 0 0| 0 16 0 0 1188 7.500 0.09 36.70 0 0 0| 0 3 0 0 1386 Total 0 0 0| 0 316 0 0 Indicative a-t-m Vol 37.55 Underlying Price 1032.000 Time to expiry: 199 Days Mar 11 399.500 0.95 42.67 0 0 0| 0 0 0 0 640 328.500 0.91 41.84 0 0 0| 0 0 0 0 720 294.250 0.88 41.03 0 0 0| 0 0 0 0 760 262.500 0.84 40.59 0 0 0| 0 0 0 0 800 232.250 0.80 40.03 0 0 0| 0 0 0 0 840 203.250 0.76 39.24 0 0 0| 0 0 0 0 880 177.750 0.71 39.18 0 0 0| 0 2 0 0 920 153.750 0.66 38.68 0 0 0| 0 12 0 0 960 131.250 0.60 37.98 0 0 0| 0 9 0 0 1000 84.750 0.46 36.64 0 0 0| 0 22 0 0 1100 51.750 0.33 35.57 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 22:04 Business Day Tue 31 Aug 2010 Previous Business Day Mon 30 Aug 2010 Page 10 Puts | Block | Opening Settle Delta Vola- Daily Trade Bclear Total | Official **Open Change Exer- Exer Trans Price tility High Low Volume Volume*** Volume | Volume Int cises Price | Antofagasta PLC - STND OPT (ATT) Indicative a-t-m Vol 35.22 Underlying Price 1032.000 Time to expiry: 17 Days Sep 10 CAB 0.00 67.83 0 0 0| 0 2 0 0 680 0.250 0.00 65.00 0 0 0| 0 7 0 0 713 0.250 -0.01 59.33 0 0 0| 0 8 0 0 752 0.750 -0.01 55.56 0 0 0| 0 170 0 0 792 1.250 -0.02 50.84 0 0 0| 0 8 0 0 831 1.750 -0.04 45.10 0 0 0| 0 145 0 0 871 3.000 -0.07 39.67 0 0 0| 0 310 0 0 911 7.250 -0.15 37.39 0 0 0| 0 25 0 0 950 15.750 -0.29 35.47 500 0 500| 0 525 0 0 990 70.250 -0.75 34.88 0 0 0| 0 12 0 0 1089 160.750 -0.93 41.80 0 0 0| 0 0 0 0 1188 357.250 -0.98 65.61 0 0 0| 0 0 0 0 1386 Total 500 0 500| 0 1,212 0 0 Indicative a-t-m Vol 37.96 Underlying Price 1032.000 Time to expiry: 108 Days Dec 10 3.000 -0.03 48.86 0 0 0| 0 0 0 0 640 7.000 -0.06 45.46 0 0 0| 0 4 0 0 720 10.500 -0.08 44.22 0 0 0| 0 5 0 0 760 15.000 -0.11 42.84 0 0 0| 0 3 0 0 800 21.250 -0.15 41.81 0 0 0| 0 0 0 0 840 31.500 27.250 -0.19 40.82 31.500 31.500 0 0 4| 0 32 0 0 871 37.250 -0.25 39.91 0 0 0| 0 10 0 0 911 49.500 -0.31 39.12 0 0 0| 0 15 0 0 950 65.000 -0.38 38.47 0 0 0| 0 115 0 0 990 117.500 -0.57 37.26 0 0 0| 0 23 0 0 1089 188.000 -0.73 36.89 0 0 0| 0 0 0 0 1188 362.500 -0.91 37.46 0 0 0| 0 0 0 0 1386 Total 0 0 4| 0 207 0 0 Indicative a-t-m Vol 37.87 Underlying Price 1032.000 Time to expiry: 199 Days Mar 11 8.750 -0.05 44.73 0 0 0| 0 0 0 0 640 17.500 -0.10 43.08 0 0 0| 0 2 0 0 720 23.500 -0.13 42.20 0 0 0| 0 12 0 0 760 30.750 -0.16 41.32 0 0 0| 0 0 0 0 800 41.000 -0.20 40.83 0 0 0| 0 0 0 0 840 51.500 -0.24 39.91 0 0 0| 0 0 0 0 880 65.250 -0.29 39.53 0 0 0| 0 9 0 0 920 81.250 -0.34 39.06 0 0 0| 0 16 0 0 960 105.500 98.500 -0.40 38.30 105.500 105.500 0 0 5| 0 8 0 0 1000 151.750 -0.54 36.94 0 0 0| 0 0 0 0 1100 219.000 -0.67 36.02 0 0 0| 0 0 0 0 1200 Total 0 0 5| 0 47 0 0 Total Puts 500 0 509| 0 1,466 0 0 Grand Total 500 80,150 80,659| 0 82,442 0 0 Equity Options 22:04 Business Day Tue 31 Aug 2010 Previous Business Day Mon 30 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 47.44 Underlying Price 366.800 Time to expiry: 17 Days Sep 10 226.750 1.00 71.81 0 0 0| 0 20 0 0 140 206.750 1.00 71.25 0 0 0| 0 0 0 0 160 196.750 1.00 70.34 0 0 0| 0 1 0 0 170 186.750 1.00 69.42 0 0 0| 0 0 0 0 180 176.750 1.00 67.04 0 0 0| 0 4 0 0 190 166.750 1.00 65.48 0 0 0| 0 78 0 0 200 156.750 1.00 63.57 0 0 0| 0 14 0 0 210 146.750 1.00 61.49 0 0 0| 0 24 0 0 220 136.750 1.00 59.33 0 0 0| 0 10 0 0 230 126.750 1.00 57.17 0 0 0| 0 20 0 0 240 106.750 1.00 53.91 0 0 0| 0 19 0 0 260 86.750 1.00 51.82 0 0 0| 0 60 0 0 280 66.750 1.00 49.63 0 0 0| 0 17 0 0 300 57.000 0.96 48.97 0 0 0| 0 10 0 0 310 47.750 0.91 48.57 0 0 0| 0 195 0 0 320 39.000 0.85 47.57 0 0 0| 0 10 0 0 330 31.250 0.78 46.95 0 0 0| 0 190 0 0 340 24.250 0.68 47.31 0 0 0| 0 20 0 0 350 12.750 18.250 0.58 46.60 12.750 12.750 0 0 45| 0 245 0 0 360 2.750 10.250 0.39 49.01 6.750 2.750 0 0 90| 0 0 0 0 380 1.750 5.000 0.23 49.63 1.750 1.750 0 0 34| 0 66 0 0 400 Total 0 0 169| 0 1,003 0 0 Indicative a-t-m Vol 39.55 Underlying Price 366.800 Time to expiry: 108 Days Dec 10 152.000 166.750 0.99 49.93 152.000 152.000 0 0 10| 0 44 0 0 200 146.750 0.98 46.05 0 0 0| 0 0 0 0 220 137.250 0.97 47.06 0 0 0| 0 0 0 0 230 127.750 0.96 46.32 0 0 0| 0 9 0 0 240 109.250 0.93 45.43 0 0 0| 0 12 0 0 260 91.250 0.90 43.25 0 0 0| 0 118 0 0 280 74.500 0.84 42.10 0 0 0| 0 1 0 0 300 38.000 59.250 0.76 41.27 38.000 38.000 0 0 20| 0 8 0 0 320 46.000 0.67 40.29 0 0 0| 0 21 0 0 340 21.500 34.500 0.58 39.48 21.500 21.500 0 0 30| 0 26 0 0 360 14.500 26.000 0.48 39.70 20.000 14.500 0 0 43| 0 0 0 0 380 12.750 19.000 0.38 39.67 13.000 12.750 0 0 145| 0 6 0 0 400 Total 0 0 248| 0 245 0 0 Indicative a-t-m Vol 38.28 Underlying Price 366.800 Time to expiry: 199 Days Mar 11 131.000 0.93 43.64 0 0 0| 0 10 0 0 240 113.750 0.89 42.74 0 0 0| 0 0 0 0 260 97.250 0.85 41.84 0 0 0| 0 4 0 0 280 71.000 82.250 0.79 41.07 71.000 71.000 0 0 15| 0 21 0 0 300 68.250 0.73 40.26 0 0 0| 0 9 0 0 320 56.000 0.66 39.39 0 0 0| 0 20 0 0 340 Equity Options 22:04 Business Day Tue 31 Aug 2010 Previous Business Day Mon 30 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 | 44.750 0.58 38.31 0 0 0| 0 40 0 0 360 36.000 0.51 38.22 0 0 0| 0 32 0 0 380 28.750 0.44 38.25 0 0 0| 0 31 0 0 400 Total 0 0 15| 0 167 0 0 Total Calls 0 0 432| 0 1,415 0 0 | Equity Options 22:04 Business Day Tue 31 Aug 2010 Previous Business Day Mon 30 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 47.73 Underlying Price 366.800 Time to expiry: 17 Days Sep 10 CAB 0.00 76.22 0 0 0| 0 29 0 0 140 CAB 0.00 75.01 0 0 0| 0 20 0 0 160 CAB 0.00 73.21 0 0 0| 0 104 0 0 170 CAB 0.00 70.20 0 0 0| 0 10 0 0 180 CAB 0.00 67.95 0 0 0| 0 0 0 0 190 CAB 0.00 65.54 0 0 0| 0 59 0 0 200 CAB 0.00 62.39 0 0 0| 0 0 0 0 210 CAB 0.00 59.81 0 0 0| 0 115 0 0 220 CAB 0.00 56.47 0 0 0| 0 16 0 0 230 CAB 0.00 55.03 0 0 0| 0 6 0 0 240 CAB 0.00 52.84 0 0 0| 0 13 0 0 260 CAB -0.01 50.75 0 0 0| 0 77 0 0 280 0.500 -0.03 50.31 0 0 0| 0 41 0 0 300 1.000 -0.06 49.68 0 0 0| 0 0 0 0 310 1.750 -0.10 48.44 0 0 0| 0 394 0 0 320 5.750 3.250 -0.15 47.44 5.750 3.250 0 0 34| 0 30 0 0 330 9.000 5.250 -0.22 46.82 9.000 6.500 0 0 30| 0 210 0 0 340 8.000 -0.31 46.41 0 0 0| 0 20 0 0 350 13.500 12.750 -0.42 47.91 13.500 13.500 0 0 212| 0 20 0 0 360 26.000 23.750 -0.62 47.41 26.000 26.000 0 0 10| 0 0 0 0 380 43.750 38.750 -0.78 47.83 43.750 S 43.750 S 0 0 12| 0 6 0 0 400 Total 0 0 298| 0 1,170 0 0 Indicative a-t-m Vol 40.01 Underlying Price 366.800 Time to expiry: 108 Days Dec 10 0.250 -0.01 50.20 0 0 0| 0 329 0 0 200 0.750 -0.02 49.13 0 0 0| 0 52 0 0 220 1.250 -0.03 48.41 0 0 0| 0 44 0 0 230 1.750 -0.04 47.63 0 0 0| 0 0 0 0 240 3.000 -0.07 45.98 0 0 0| 0 49 0 0 260 5.250 5.000 -0.11 44.13 5.500 5.250 0 0 11| 0 35 0 0 280 8.500 -0.16 42.81 0 0 0| 0 26 0 0 300 16.500 13.000 -0.24 41.66 16.500 16.500 0 0 10| 0 66 0 0 320 20.000 -0.33 40.87 0 0 0| 0 1 0 0 340 28.500 -0.42 40.05 0 0 0| 0 0 0 0 360 39.500 -0.52 39.93 0 0 0| 0 0 0 0 380 52.500 -0.62 39.99 0 0 0| 0 0 0 0 400 Total 0 0 21| 0 602 0 0 Indicative a-t-m Vol 39.02 Underlying Price 366.800 Time to expiry: 199 Days Mar 11 4.750 -0.07 45.07 0 0 0| 0 10 0 0 240 7.000 -0.11 43.48 0 0 0| 0 1 0 0 260 11.000 -0.16 42.91 0 0 0| 0 2 0 0 280 15.750 -0.21 41.74 0 0 0| 0 12 0 0 300 21.750 -0.27 40.91 0 0 0| 0 14 0 0 320 29.500 -0.34 40.21 0 0 0| 0 10 0 0 340 42.750 38.250 -0.42 39.13 42.750 42.750 0 0 3| 0 31 0 0 360 Equity Options 22:04 Business Day Tue 31 Aug 2010 Previous Business Day Mon 30 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 | 49.250 -0.49 38.82 0 0 0| 0 10 0 0 380 66.750 62.250 -0.56 39.02 66.750 64.000 0 0 31| 0 0 0 0 400 Total 0 0 34| 0 90 0 0 Total Puts 0 0 353| 0 1,862 0 0 Grand Total 0 96,180 96,965| 0 99,457 0 0 Equity Options 22:04 Business Day Tue 31 Aug 2010 Previous Business Day Mon 30 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 22.94 Underlying Price 1058.000 Time to expiry: 17 Days Sep 10 338.500 0.99 71.79 0 0 0| 0 0 0 0 720 298.250 1.00 3.33 0 0 0| 0 0 0 0 760 258.250 1.00 18.58 0 0 0| 0 0 0 0 800 218.250 1.00 26.83 0 0 0| 0 0 0 0 840 178.250 1.00 29.94 0 0 0| 0 0 0 0 880 138.750 0.98 30.89 0 0 0| 0 3 0 0 920 119.250 0.97 29.80 0 0 0| 0 0 0 0 940 100.000 0.94 28.26 0 0 0| 0 13 0 0 960 82.000 0.89 29.04 0 0 0| 0 0 0 0 980 64.000 0.84 26.97 0 0 0| 0 7 0 0 1000 26.000 0.57 23.12 0 0 0| 0 35 0 0 1050 6.500 0.22 22.00 0 0 0| 0 15 0 0 1100 1.250 0.05 23.09 0 0 0| 0 0 0 0 1150 1.000 0.03 30.57 0 0 0| 0 0 0 0 1200 0.750 0.02 44.69 0 0 0| 0 0 0 0 1300 Total 0 0 0| 0 73 0 0 Indicative a-t-m Vol 20.53 Underlying Price 1058.000 Time to expiry: 108 Days Dec 10 260.750 0.98 27.83 0 0 0| 0 0 0 0 800 185.000 0.92 26.33 0 0 0| 0 0 0 0 880 148.750 0.88 24.97 0 0 0| 0 2 0 0 920 114.250 0.81 23.45 0 0 0| 0 5 0 0 960 82.750 0.71 22.02 0 0 0| 0 10 0 0 1000 26.500 0.38 19.44 0 0 0| 0 14 0 0 1100 5.000 0.10 18.37 0 0 0| 0 0 0 0 1200 0.750 0.02 24.15 0 0 0| 0 0 0 0 1400 Total 0 0 0| 0 31 0 0 Indicative a-t-m Vol 20.78 Underlying Price 1058.000 Time to expiry: 199 Days Mar 11 190.500 0.88 26.03 0 0 0| 0 0 0 0 880 155.750 0.83 24.48 0 0 0| 0 0 0 0 920 123.250 0.76 23.11 0 0 0| 0 0 0 0 960 94.250 0.67 22.03 0 0 0| 0 5 0 0 1000 40.000 0.40 19.87 0 0 0| 0 25 0 0 1100 13.500 0.18 18.88 0 0 0| 0 10 0 0 1200 1.250 0.02 19.33 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 22:04 Business Day Tue 31 Aug 2010 Previous Business Day Mon 30 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 21.97 Underlying Price 1058.000 Time to expiry: 17 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 CAB 0.00 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 0.750 -0.03 28.53 0 0 0| 0 0 0 0 940 1.250 -0.05 27.35 0 0 0| 0 0 0 0 960 2.500 -0.09 26.01 0 0 0| 0 2 0 0 980 4.250 -0.14 24.28 0 0 0| 0 26 0 0 1000 16.750 -0.43 22.17 0 0 0| 0 0 0 0 1050 47.500 -0.79 20.94 0 0 0| 0 0 0 0 1100 92.000 -0.99 16.89 0 0 0| 0 0 0 0 1150 142.000 -1.00 23.80 0 0 0| 0 0 0 0 1200 242.250 -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 20.13 Underlying Price 1058.000 Time to expiry: 108 Days Dec 10 3.500 -0.05 30.53 0 0 0| 0 2 0 0 800 7.500 -0.10 26.12 0 0 0| 0 13 0 0 880 12.000 -0.16 24.50 0 0 0| 0 34 0 0 920 19.000 -0.23 23.10 0 0 0| 0 3 0 0 960 29.500 -0.34 21.74 0 0 0| 0 0 0 0 1000 77.500 -0.67 18.96 0 0 0| 0 15 0 0 1100 158.750 -0.93 17.07 0 0 0| 0 0 0 0 1200 355.250 -1.00 11.13 0 0 0| 0 0 0 0 1400 Total 0 0 0| 0 67 0 0 Indicative a-t-m Vol 20.43 Underlying Price 1058.000 Time to expiry: 199 Days Mar 11 17.750 -0.16 25.59 0 0 0| 0 0 0 0 880 23.750 -0.21 23.92 0 0 0| 0 0 0 0 920 32.750 -0.28 22.77 0 0 0| 0 0 0 0 960 44.750 -0.36 21.64 0 0 0| 0 3 0 0 1000 92.500 -0.61 19.55 0 0 0| 0 0 0 0 1100 166.250 -0.84 18.23 0 0 0| 0 0 0 0 1200 355.250 -1.00 14.99 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 68,700 68,700| 0 68,960 0 0 Equity Options 22:04 Business Day Tue 31 Aug 2010 Previous Business Day Mon 30 Aug 2010 Page 17 Calls | Block | Opening Settle Delta Vola- Daily Trade Bclear Total | Official **Open Change Exer- Exer Trans Price tility High Low Volume Volume*** Volume | Volume Int cises Price | AstraZeneca plc - STND OPT (AZA) Indicative a-t-m Vol 20.18 Underlying Price 3228.000 Time to expiry: 17 Days Sep 10 1228.500 1.00 44.13 0 0 0| 0 0 0 0 2000 829.000 1.00 39.91 0 0 0| 0 0 0 0 2400 629.500 1.00 37.19 0 0 0| 0 0 0 0 2600 430.500 0.98 30.34 0 0 0| 0 0 0 0 2800 332.000 0.96 27.70 0 0 0| 0 0 0 0 2900 236.000 0.92 24.66 0 0 0| 0 6 0 0 3000 149.000 0.79 23.26 0 0 0| 0 51 0 0 3100 52.000 74.500 0.59 20.73 61.500 52.000 0 0 23| 0 1,359 0 0 3200 18.000 26.000 0.31 18.78 22.000 18.000 0 0 45| 0 191 0 0 3300 5.000 7.000 0.11 18.82 5.000 5.000 0 0 10| 0 271 0 0 3400 0.500 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 78| 0 2,282 0 0 Indicative a-t-m Vol 20.00 Underlying Price 3228.000 Time to expiry: 45 Days Oct 10 632.000 0.99 28.24 0 0 0| 0 0 0 0 2600 438.000 0.94 26.24 0 0 0| 0 0 0 0 2800 257.000 0.83 23.28 0 0 0| 0 1 0 0 3000 176.500 0.72 21.67 0 0 0| 0 3 0 0 3100 109.000 0.57 20.31 0 0 0| 0 14 0 0 3200 58.500 0.39 19.18 0 0 0| 0 63 0 0 3300 28.500 0.23 18.82 0 0 0| 0 52 0 0 3400 5.000 0.05 18.67 0 0 0| 0 19 0 0 3600 1.000 0.01 20.79 0 0 0| 0 12 0 0 3800 Total 0 0 0| 0 164 0 0 Indicative a-t-m Vol 21.08 Underlying Price 3228.000 Time to expiry: 80 Days Nov 10 454.000 0.89 25.87 0 0 0| 0 0 0 0 2800 283.500 0.77 23.38 0 0 0| 0 0 0 0 3000 208.500 0.68 22.18 0 0 0| 0 0 0 0 3100 146.000 0.56 21.28 0 0 0| 0 0 0 0 3200 95.500 0.44 20.57 0 0 0| 0 1 0 0 3300 58.500 0.31 19.94 0 0 0| 0 12 0 0 3400 17.500 0.12 19.12 0 0 0| 0 5 0 0 3600 4.500 0.04 19.20 0 0 0| 0 0 0 0 3800 Total 0 0 0| 0 18 0 0 Indicative a-t-m Vol 21.25 Underlying Price 3228.000 Time to expiry: 108 Days Dec 10 1632.000 1.00 44.10 0 0 0| 0 0 0 0 1600 1432.000 1.00 37.67 0 0 0| 0 0 0 0 1800 1233.000 1.00 33.59 0 0 0| 0 2 0 0 2000 840.500 0.97 31.09 0 0 0| 0 0 0 0 2400 649.000 0.93 28.21 0 0 0| 0 10 0 0 2600 466.500 0.87 25.47 0 0 0| 0 237 0 0 2800 300.000 0.75 22.99 0 0 0| 0 2,309 0 0 3000 Equity Options 22:04 Business Day Tue 31 Aug 2010 Previous Business Day Mon 30 Aug 2010 Page 18 Calls | Block | Opening Settle Delta Vola- Daily Trade Bclear Total | Official **Open Change Exer- Exer Trans Price tility High Low Volume Volume*** Volume | Volume Int cises Price | 228.500 0.66 21.96 0 0 0| 0 976 0 0 3100 168.500 0.56 21.41 0 0 0| 0 970 0 0 3200 81.000 78.500 0.35 20.23 81.000 81.000 0 0 3| 0 997 0 0 3400 30.000 0.17 19.58 0 0 0| 0 71 0 0 3600 4.000 0.03 19.95 0 0 0| 0 251 0 0 4000 Total 0 0 3| 0 5,823 0 0 Indicative a-t-m Vol 21.73 Underlying Price 3228.000 Time to expiry: 199 Days Mar 11 848.000 0.95 29.53 0 0 0| 0 0 0 0 2400 662.000 0.91 27.28 0 0 0| 0 0 0 0 2600 486.500 0.83 25.31 0 0 0| 0 272 0 0 2800 328.500 0.72 23.17 0 0 0| 0 77 0 0 3000 192.000 201.500 0.56 21.85 192.000 192.000 0 0 5| 0 652 0 0 3200 103.000 112.000 0.39 20.98 103.000 103.000 0 0 4| 0 41 0 0 3400 54.000 0.23 20.14 0 0 0| 0 73 0 0 3600 11.000 0.06 19.78 0 0 0| 0 6 0 0 4000 Total 0 0 9| 0 1,121 0 0 Indicative a-t-m Vol 21.89 Underlying Price 3228.000 Time to expiry: 290 Days Jun 11 853.500 0.94 28.96 0 0 0| 0 0 0 0 2400 505.500 0.80 25.49 0 0 0| 0 159 0 0 2800 351.500 0.69 23.27 0 0 0| 0 156 0 0 3000 229.500 0.55 21.96 0 0 0| 0 415 0 0 3200 144.500 0.40 21.46 0 0 0| 0 11 0 0 3400 80.500 0.27 20.45 0 0 0| 0 36 0 0 3600 24.000 0.10 19.89 0 0 0| 0 19 0 0 4000 Total 0 0 0| 0 796 0 0 Indicative a-t-m Vol 22.54 Underlying Price 3228.000 Time to expiry: 472 Days Dec 11 1439.500 0.99 37.15 0 0 0| 0 0 0 0 1800 1246.000 0.97 34.90 0 0 0| 0 0 0 0 2000 875.000 0.90 30.27 0 0 0| 0 0 0 0 2400 533.500 0.77 25.20 0 0 0| 0 0 0 0 2800 280.500 0.54 22.63 0 0 0| 0 274 0 0 3200 134.000 0.32 21.45 0 0 0| 0 11 0 0 3600 Total 0 0 0| 0 285 0 0 Indicative a-t-m Vol 23.03 Underlying Price 3228.000 Time to expiry: 654 Days Jun 12 875.500 0.90 29.50 0 0 0| 0 0 0 0 2400 546.000 0.75 25.23 0 0 0| 0 0 0 0 2800 310.500 0.53 23.13 0 0 0| 0 0 0 0 3200 160.500 0.34 21.65 0 0 0| 0 0 0 0 3600 Total 0 0 0| 0 0 0 0 Indicative a-t-m Vol 23.01 Underlying Price 3228.000 Time to expiry: 843 Days Dec 12 890.500 0.88 29.98 0 0 0| 0 0 0 0 2400 568.000 0.73 25.41 0 0 0| 0 0 0 0 2800 338.500 0.53 23.20 0 0 0| 0 0 0 0 3200 Equity Options 22:04 Business Day Tue 31 Aug 2010 Previous Business Day Mon 30 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 | 169.500 0.34 20.50 0 0 0| 0 4 0 0 3600 Total 0 0 0| 0 4 0 0 Total Calls 0 0 90| 0 10,493 0 0 | Equity Options 22:04 Business Day Tue 31 Aug 2010 Previous Business Day Mon 30 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 19.84 Underlying Price 3228.000 Time to expiry: 17 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 1.000 0.500 -0.01 40.61 1.000 S 1.000 S 0 0 8| 0 1,436 0 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 9.000 7.500 -0.09 25.02 9.500 7.000 S 0 0 35| 0 2,405 0 0 3000 21.000 19.500 -0.21 23.17 22.000 20.000 0 0 35| 0 61 0 0 3100 49.500 43.500 -0.41 20.02 53.000 49.500 0 0 15| 0 1,857 0 0 3200 98.500 -0.69 19.38 0 0 0| 0 76 0 0 3300 178.000 -0.89 18.67 0 0 0| 0 20 0 0 3400 372.000 -1.00 18.29 0 0 0| 0 5 0 0 3600 572.000 -1.00 18.89 0 0 0| 0 0 0 0 3800 Total 0 0 93| 0 10,742 0 0 Indicative a-t-m Vol 20.05 Underlying Price 3228.000 Time to expiry: 45 Days Oct 10 4.000 -0.03 33.06 0 0 0| 0 0 0 0 2600 9.000 -0.06 27.36 0 0 0| 0 8 0 0 2800 26.500 -0.17 23.38 0 0 0| 0 26 0 0 3000 45.500 -0.28 21.63 0 0 0| 0 314 0 0 3100 78.000 -0.43 20.29 0 0 0| 0 5 0 0 3200 129.000 -0.61 19.43 0 0 0| 0 7 0 0 3300 198.500 -0.77 19.01 0 0 0| 0 0 0 0 3400 374.500 -0.95 18.38 0 0 0| 0 0 0 0 3600 572.000 -1.00 18.32 0 0 0| 0 0 0 0 3800 Total 0 0 0| 0 360 0 0 Indicative a-t-m Vol 21.12 Underlying Price 3228.000 Time to expiry: 80 Days Nov 10 23.000 -0.11 26.36 0 0 0| 0 6 0 0 2800 57.500 51.000 -0.23 23.44 57.500 57.000 0 0 6| 0 1 0 0 3000 76.500 -0.33 22.34 0 0 0| 0 2 0 0 3100 113.000 -0.44 21.32 0 0 0| 0 0 0 0 3200 163.000 -0.57 20.63 0 0 0| 0 0 0 0 3300 225.500 -0.69 20.00 0 0 0| 0 0 0 0 3400 384.000 -0.89 18.74 0 0 0| 0 0 0 0 3600 573.500 -0.97 19.05 0 0 0| 0 0 0 0 3800 Total 0 0 6| 0 9 0 0 Indicative a-t-m Vol 21.30 Underlying Price 3228.000 Time to expiry: 108 Days Dec 10 CAB 0.00 39.18 0 0 0| 0 85 0 0 1600 0.500 0.00 39.48 0 0 0| 0 111 0 0 1800 3.000 1.000 -0.01 36.48 3.500 S 1.000 S 0 0 45| 0 378 0 0 2000 7.500 -0.03 31.09 0 0 0| 0 1,059 0 0 2400 17.500 16.500 -0.07 28.54 18.500 S 14.000 S 0 0 42| 0 493 0 0 2600 33.000 -0.14 25.71 0 0 0| 0 1,696 0 0 2800 67.000 -0.26 23.24 0 0 0| 0 1,324 0 0 3000 96.500 -0.34 22.36 0 0 0| 0 151 0 0 3100 Equity Options 22:04 Business Day Tue 31 Aug 2010 Previous Business Day Mon 30 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 | 150.000 134.000 -0.44 21.47 151.000 150.000 0 0 7| 0 992 0 0 3200 246.000 244.000 -0.66 20.23 246.000 246.000 0 0 5| 0 359 0 0 3400 398.000 -0.83 20.01 0 0 0| 0 16 0 0 3600 772.500 -0.99 19.89 0 0 0| 0 0 0 0 4000 Total 0 0 99| 0 6,664 0 0 Indicative a-t-m Vol 21.58 Underlying Price 3228.000 Time to expiry: 199 Days Mar 11 30.500 -0.09 29.03 0 0 0| 0 386 0 0 2400 54.000 -0.15 26.76 0 0 0| 0 31 0 0 2600 90.500 -0.24 24.64 0 0 0| 0 309 0 0 2800 152.500 -0.37 23.18 0 0 0| 0 584 0 0 3000 242.500 -0.53 21.73 0 0 0| 0 147 0 0 3200 366.000 -0.69 20.68 0 0 0| 0 13 0 0 3400 519.000 -0.82 19.90 0 0 0| 0 46 0 0 3600 886.000 -0.94 20.29 0 0 0| 0 8 0 0 4000 Total 0 0 0| 0 1,524 0 0 Indicative a-t-m Vol 21.86 Underlying Price 3228.000 Time to expiry: 290 Days Jun 11 51.000 -0.12 28.20 0 0 0| 0 130 0 0 2400 130.000 -0.27 24.95 0 0 0| 0 116 0 0 2800 190.000 -0.38 23.00 0 0 0| 0 139 0 0 3000 283.500 -0.51 21.97 0 0 0| 0 104 0 0 3200 404.000 -0.64 21.18 0 0 0| 0 4 0 0 3400 551.000 -0.75 20.82 0 0 0| 0 35 0 0 3600 898.000 -0.90 20.55 0 0 0| 0 0 0 0 4000 Total 0 0 0| 0 528 0 0 Indicative a-t-m Vol 22.05 Underlying Price 3228.000 Time to expiry: 472 Days Dec 11 31.000 -0.05 33.58 0 0 0| 0 13 0 0 1800 41.500 -0.08 30.38 0 0 0| 0 2 0 0 2000 96.000 -0.16 27.21 0 0 0| 0 13 0 0 2400 200.000 -0.31 24.52 0 0 0| 0 251 0 0 2800 369.500 -0.51 22.16 0 0 0| 0 270 0 0 3200 626.500 -0.71 20.67 0 0 0| 0 0 0 0 3600 Total 0 0 0| 0 549 0 0 Indicative a-t-m Vol 22.79 Underlying Price 3228.000 Time to expiry: 654 Days Jun 12 144.500 -0.21 26.00 0 0 0| 0 0 0 0 2400 274.500 -0.36 23.88 0 0 0| 0 0 0 0 2800 479.500 -0.53 22.71 0 0 0| 0 0 0 0 3200 776.000 -0.67 23.82 0 0 0| 0 0 0 0 3600 Total 0 0 0| 0 0 0 0 Indicative a-t-m Vol 21.97 Underlying Price 3228.000 Time to expiry: 843 Days Dec 12 180.500 -0.23 25.22 0 0 0| 0 50 0 0 2400 309.500 -0.37 22.60 0 0 0| 0 250 0 0 2800 524.500 -0.53 21.91 0 0 0| 0 0 0 0 3200 819.000 -0.66 22.81 0 0 0| 0 250 0 0 3600 Total 0 0 0| 0 550 0 0 Equity Options 22:04 Business Day Tue 31 Aug 2010 Previous Business Day Mon 30 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 0 198| 0 20,926 0 0 Grand Total 0 160,300 160,588| 0 191,719 0 0 Equity Options 22:04 Business Day Tue 31 Aug 2010 Previous Business Day Mon 30 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 40.04 Underlying Price 379.000 Time to expiry: 17 Days Sep 10 139.250 1.00 82.29 0 0 0| 0 0 0 0 240 119.250 0.99 70.09 0 0 0| 0 0 0 0 260 99.250 0.99 62.39 0 0 0| 0 0 0 0 280 79.500 0.98 55.26 0 0 0| 0 4 0 0 300 69.500 0.97 49.09 0 0 0| 0 0 0 0 310 56.750 59.750 0.96 43.56 56.750 S 56.750 S 0 0 12| 0 35 0 0 320 50.250 0.93 43.21 0 0 0| 0 15 0 0 330 41.000 0.89 41.72 0 0 0| 0 110 0 0 340 33.000 0.81 42.62 0 0 0| 0 92 0 0 350 22.250 25.500 0.72 42.70 22.250 S 22.250 S 0 0 12| 0 247 0 0 360 18.500 0.62 40.60 0 0 0| 0 28 0 0 370 11.000 13.000 0.51 39.98 11.000 11.000 0 0 10| 0 820 0 0 380 8.750 0.39 39.78 0 0 0| 0 93 0 0 390 5.750 0.29 39.73 0 0 0| 0 933 0 0 400 2.000 3.250 0.17 45.67 2.000 2.000 0 0 24| 0 677 0 0 420 1.500 0.09 47.33 0 0 0| 0 78 0 0 440 0.750 0.05 50.27 0 0 0| 0 612 0 0 460 0.250 0.02 51.74 0 0 0| 0 105 0 0 480 CAB 0.00 53.21 0 0 0| 0 58 0 0 560 Total 0 0 58| 0 3,907 0 0 Indicative a-t-m Vol 38.69 Underlying Price 379.000 Time to expiry: 45 Days Oct 10 99.250 0.99 51.68 0 0 0| 0 0 0 0 280 79.500 0.98 44.83 0 0 0| 0 0 0 0 300 60.750 0.92 44.79 0 0 0| 0 0 0 0 320 51.750 0.88 43.16 0 0 0| 0 30 0 0 330 43.500 0.82 42.40 0 0 0| 0 15 0 0 340 35.500 0.76 40.99 0 0 0| 0 0 0 0 350 28.000 0.68 39.31 0 0 0| 0 14 0 0 360 22.250 0.59 39.59 0 0 0| 0 10 0 0 370 16.750 0.50 38.59 0 0 0| 0 298 0 0 380 12.500 0.41 37.82 0 0 0| 0 1 0 0 390 9.250 0.33 37.96 0 0 0| 0 185 0 0 400 4.250 0.18 35.60 0 0 0| 0 159 0 0 420 1.500 0.08 33.48 0 0 0| 0 0 0 0 440 Total 0 0 0| 0 712 0 0 Indicative a-t-m Vol 39.31 Underlying Price 379.000 Time to expiry: 80 Days Nov 10 47.000 0.76 41.91 0 0 0| 0 0 0 0 340 34.000 0.62 40.85 0 0 0| 0 8 0 0 360 28.000 0.56 40.07 0 0 0| 0 0 0 0 370 23.000 0.49 39.22 0 0 0| 0 1 0 0 380 18.750 0.43 38.64 0 0 0| 0 0 0 0 390 15.000 0.37 37.95 0 0 0| 0 3 0 0 400 8.500 0.25 35.28 0 0 0| 0 17 0 0 420 Equity Options 22:04 Business Day Tue 31 Aug 2010 Previous Business Day Mon 30 Aug 2010 Page 24 Calls | Block | Opening Settle Delta Vola- Daily Trade Bclear Total | Official **Open Change Exer- Exer Trans Price tility High Low Volume Volume*** Volume | Volume Int cises Price | 4.750 0.16 34.40 0 0 0| 0 0 0 0 440 Total 0 0 0| 0 29 0 0 Indicative a-t-m Vol 39.68 Underlying Price 379.000 Time to expiry: 108 Days Dec 10 219.000 1.00 68.42 0 0 0| 0 0 0 0 160 199.000 1.00 68.42 0 0 0| 0 0 0 0 180 179.000 1.00 65.50 0 0 0| 0 0 0 0 200 159.250 1.00 59.33 0 0 0| 0 0 0 0 220 139.500 0.99 58.25 0 0 0| 0 60 0 0 240 97.000 100.500 0.95 48.70 97.000 97.000 0 0 7| 0 32 0 0 280 81.750 0.90 45.21 0 0 0| 0 25 0 0 300 64.750 0.82 42.96 0 0 0| 0 24 0 0 320 50.250 0.72 42.01 0 0 0| 0 75 0 0 340 34.750 37.750 0.61 40.57 34.750 S 34.750 S 0 0 2| 0 72 0 0 360 25.250 27.750 0.50 39.63 25.250 S 25.250 S 0 0 5| 0 345 0 0 380 19.250 0.40 38.09 0 0 0| 0 337 0 0 400 11.250 12.500 0.30 36.26 11.250 S 11.250 S 0 0 28| 0 415 0 0 420 8.000 0.22 35.60 0 0 0| 0 129 0 0 440 1.750 3.000 0.10 34.54 1.750 S 1.750 S 0 0 28| 0 124 0 0 480 0.250 0.01 31.83 0 0 0| 0 49 0 0 560 Total 0 0 70| 0 1,687 0 0 Indicative a-t-m Vol 38.24 Underlying Price 379.000 Time to expiry: 199 Days Mar 11 139.750 0.97 48.95 0 0 0| 0 320 0 0 240 103.000 0.88 44.32 0 0 0| 0 40 0 0 280 87.500 0.81 43.56 0 0 0| 0 2 0 0 300 73.000 0.74 42.33 0 0 0| 0 21 0 0 320 59.000 0.67 40.05 0 0 0| 0 36 0 0 340 48.250 0.60 39.59 0 0 0| 0 36 0 0 360 37.750 0.52 38.17 0 0 0| 0 40 0 0 380 29.250 0.45 37.13 0 0 0| 0 71 0 0 400 21.500 0.37 35.74 0 0 0| 0 194 0 0 420 15.000 15.500 0.30 34.50 15.000 15.000 0 0 15| 0 127 0 0 440 Total 0 0 15| 0 887 0 0 Indicative a-t-m Vol 37.39 Underlying Price 379.000 Time to expiry: 290 Days Jun 11 139.750 0.97 49.00 0 0 0| 0 100 0 0 240 103.500 0.87 43.61 0 0 0| 0 25 0 0 280 87.750 0.80 42.21 0 0 0| 0 16 0 0 300 73.500 0.73 40.64 0 0 0| 0 40 0 0 320 60.250 0.67 38.91 0 0 0| 0 0 0 0 340 47.000 50.000 0.60 38.62 47.000 S 47.000 S 0 0 2| 0 24 0 0 360 39.750 0.52 37.33 0 0 0| 0 141 0 0 380 29.500 30.750 0.45 35.94 29.500 S 29.500 S 0 0 5| 0 79 0 0 400 23.000 0.37 34.37 0 0 0| 0 14 0 0 420 17.750 0.31 33.75 0 0 0| 0 15 0 0 440 9.500 0.19 32.18 0 0 0| 0 0 0 0 480 1.250 0.04 27.09 0 0 0| 0 0 0 0 560 Total 0 0 7| 0 454 0 0 Equity Options 22:04 Business Day Tue 31 Aug 2010 Previous Business Day Mon 30 Aug 2010 Page 25 Calls | Block | Opening Settle Delta Vola- Daily Trade Bclear Total | Official **Open Change Exer- Exer Trans Price tility High Low Volume Volume*** Volume | Volume Int cises Price | Indicative a-t-m Vol 38.64 Underlying Price 379.000 Time to expiry: 472 Days Dec 11 219.000 1.00 59.96 0 0 0| 0 0 0 0 160 199.000 1.00 58.11 0 0 0| 0 0 0 0 180 179.250 0.99 54.42 0 0 0| 0 0 0 0 200 160.000 0.97 52.11 0 0 0| 0 0 0 0 220 141.000 0.93 48.42 0 0 0| 0 0 0 0 240 109.000 0.82 45.18 0 0 0| 0 0 0 0 280 84.000 0.71 43.70 0 0 0| 0 0 0 0 320 59.750 0.60 39.83 0 0 0| 0 1 0 0 360 41.500 0.48 37.32 0 0 0| 0 0 0 0 400 24.000 0.35 32.94 0 0 0| 0 10 0 0 440 18.750 0.28 34.53 0 0 0| 0 0 0 0 480 13.000 0.19 37.97 0 0 0| 0 0 0 0 560 Total 0 0 0| 0 11 0 0 Indicative a-t-m Vol 39.01 Underlying Price 379.000 Time to expiry: 654 Days Jun 12 112.250 0.80 46.35 0 0 0| 0 0 0 0 280 87.750 0.70 43.89 0 0 0| 0 0 0 0 320 64.500 0.60 40.02 0 0 0| 0 0 0 0 360 47.000 0.49 37.90 0 0 0| 0 0 0 0 400 30.500 0.38 34.17 0 0 0| 0 0 0 0 440 Total 0 0 0| 0 0 0 0 Indicative a-t-m Vol 39.45 Underlying Price 379.000 Time to expiry: 843 Days Dec 12 156.250 0.84 62.48 0 0 0| 0 0 0 0 240 126.500 0.78 54.92 0 0 0| 0 0 0 0 280 95.500 0.70 46.40 0 0 0| 0 0 0 0 320 69.000 0.60 40.23 0 0 0| 0 0 0 0 360 53.000 0.51 38.59 0 0 0| 0 0 0 0 400 40.000 0.42 36.95 0 0 0| 0 0 0 0 440 31.250 0.35 36.46 0 0 0| 0 0 0 0 480 Total 0 0 0| 0 0 0 0 Total Calls 0 0 150| 0 7,687 0 0 | Equity Options 22:04 Business Day Tue 31 Aug 2010 Previous Business Day Mon 30 Aug 2010 Page 26 Puts | Block | Opening Settle Delta Vola- Daily Trade Bclear Total | Official **Open Change Exer- Exer Trans Price tility High Low Volume Volume*** Volume | Volume Int cises Price | Aviva Plc - STND OPT (CUA) Indicative a-t-m Vol 39.47 Underlying Price 379.000 Time to expiry: 17 Days Sep 10 CAB 0.00 59.46 0 0 0| 0 12 0 0 240 CAB 0.00 59.66 0 0 0| 0 0 0 0 260 CAB -0.01 56.33 0 0 0| 0 82 0 0 280 0.500 -0.02 54.90 0 0 0| 0 4,188 0 0 300 0.750 -0.04 52.75 0 0 0| 0 2 0 0 310 1.000 -0.06 50.59 0 0 0| 0 615 0 0 320 1.750 -0.09 47.66 0 0 0| 0 15 0 0 330 3.500 2.500 -0.13 44.75 3.500 3.500 0 0 1| 0 1,714 0 0 340 3.750 -0.18 42.28 0 0 0| 0 122 0 0 350 7.750 6.250 -0.27 41.64 7.750 7.750 0 0 4| 0 316 0 0 360 9.500 -0.38 40.78 0 0 0| 0 142 0 0 370 13.750 -0.49 39.32 0 0 0| 0 568 0 0 380 19.500 -0.61 39.11 0 0 0| 0 10 0 0 390 26.000 -0.73 37.71 0 0 0| 0 585 0 0 400 42.750 -0.88 37.77 0 0 0| 0 18 0 0 420 61.250 -0.98 33.59 0 0 0| 0 23 0 0 440 81.000 -1.00 33.81 0 0 0| 0 15 0 0 460 101.000 -1.00 35.01 0 0 0| 0 12 0 0 480 181.000 -1.00 49.50 0 0 0| 0 3 0 0 560 Total 0 0 5| 0 8,442 0 0 Indicative a-t-m Vol 37.86 Underlying Price 379.000 Time to expiry: 45 Days Oct 10 1.000 -0.04 47.09 0 0 0| 0 20 0 0 280 2.500 -0.09 45.73 0 0 0| 0 32 0 0 300 5.250 -0.16 44.35 0 0 0| 0 38 0 0 320 7.250 -0.21 43.62 0 0 0| 0 63 0 0 330 9.250 -0.26 41.70 0 0 0| 0 80 0 0 340 12.000 -0.32 40.35 0 0 0| 0 105 0 0 350 15.750 -0.40 39.47 0 0 0| 0 26 0 0 360 21.000 19.500 -0.48 37.19 21.000 21.000 0 0 2| 0 20 0 0 370 25.500 -0.55 37.93 0 0 0| 0 100 0 0 380 31.750 -0.63 37.36 0 0 0| 0 0 0 0 390 38.250 -0.71 36.09 0 0 0| 0 8 0 0 400 53.750 -0.84 34.01 0 0 0| 0 1 0 0 420 71.500 -0.93 31.91 0 0 0| 0 0 0 0 440 Total 0 0 2| 0 493 0 0 Indicative a-t-m Vol 39.15 Underlying Price 379.000 Time to expiry: 80 Days Nov 10 15.500 15.000 -0.30 41.14 15.500 15.500 0 0 4| 0 2 0 0 340 23.000 -0.41 40.40 0 0 0| 0 0 0 0 360 27.750 -0.46 39.99 0 0 0| 0 0 0 0 370 32.750 -0.52 39.06 0 0 0| 0 14 0 0 380 38.250 -0.58 37.84 0 0 0| 0 26 0 0 390 44.250 -0.64 36.80 0 0 0| 0 16 0 0 400 57.750 -0.76 34.41 0 0 0| 0 0 0 0 420 75.000 -0.84 35.10 0 0 0| 0 0 0 0 440 Equity Options 22:04 Business Day Tue 31 Aug 2010 Previous Business Day Mon 30 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 4| 0 58 0 0 Indicative a-t-m Vol 38.88 Underlying Price 379.000 Time to expiry: 108 Days Dec 10 CAB 0.00 52.78 0 0 0| 0 70 0 0 160 CAB 0.00 51.07 0 0 0| 0 15 0 0 180 0.250 -0.01 49.59 0 0 0| 0 15 0 0 200 0.750 -0.02 47.96 0 0 0| 0 71 0 0 220 1.750 -0.04 48.94 0 0 0| 0 156 0 0 240 5.750 -0.11 47.02 0 0 0| 0 173 0 0 280 9.000 -0.16 45.09 0 0 0| 0 115 0 0 300 13.250 -0.23 43.43 0 0 0| 0 289 0 0 320 19.000 19.250 -0.31 41.78 19.000 19.000 0 0 16| 0 230 0 0 340 27.000 -0.41 40.20 0 0 0| 0 330 0 0 360 36.750 -0.51 38.81 0 0 0| 0 289 0 0 380 48.000 -0.61 37.07 0 0 0| 0 103 0 0 400 62.500 -0.70 36.69 0 0 0| 0 9 0 0 420 78.250 -0.78 36.15 0 0 0| 0 15 0 0 440 111.750 -0.94 30.48 0 0 0| 0 35 0 0 480 190.500 -0.99 34.67 0 0 0| 0 47 0 0 560 Total 0 0 16| 0 1,962 0 0 Indicative a-t-m Vol 38.11 Underlying Price 379.000 Time to expiry: 199 Days Mar 11 6.000 -0.08 49.30 0 0 0| 0 65 0 0 240 11.750 -0.15 44.81 0 0 0| 0 42 0 0 280 16.250 -0.21 43.32 0 0 0| 0 270 0 0 300 23.000 22.000 -0.26 42.07 23.000 23.000 0 0 10| 0 111 0 0 320 28.750 -0.33 40.71 0 0 0| 0 36 0 0 340 37.000 -0.40 39.18 0 0 0| 0 57 0 0 360 46.750 -0.48 38.05 0 0 0| 0 4 0 0 380 57.250 -0.56 36.33 0 0 0| 0 61 0 0 400 69.750 -0.64 34.90 0 0 0| 0 4 0 0 420 85.250 -0.70 35.40 0 0 0| 0 1 0 0 440 Total 0 0 10| 0 651 0 0 Indicative a-t-m Vol 36.40 Underlying Price 379.000 Time to expiry: 290 Days Jun 11 10.500 -0.12 45.90 0 0 0| 0 4 0 0 240 18.250 -0.20 41.75 0 0 0| 0 85 0 0 280 25.500 24.500 -0.26 40.89 25.500 25.500 0 0 5| 0 29 0 0 300 31.250 -0.32 39.28 0 0 0| 0 340 0 0 320 40.000 -0.38 38.59 0 0 0| 0 52 0 0 340 49.250 -0.45 37.36 0 0 0| 0 28 0 0 360 60.250 -0.52 36.35 0 0 0| 0 5 0 0 380 71.500 -0.59 34.75 0 0 0| 0 23 0 0 400 85.000 -0.66 33.79 0 0 0| 0 2 0 0 420 100.500 -0.71 33.73 0 0 0| 0 7 0 0 440 132.250 -0.82 31.68 0 0 0| 0 21 0 0 480 206.250 -0.93 31.20 0 0 0| 0 1 0 0 560 Total 0 0 5| 0 597 0 0 Equity Options 22:04 Business Day Tue 31 Aug 2010 Previous Business Day Mon 30 Aug 2010 Page 28 Puts | Block | Opening Settle Delta Vola- Daily Trade Bclear Total | Official **Open Change Exer- Exer Trans Price tility High Low Volume Volume*** Volume | Volume Int cises Price | Indicative a-t-m Vol 39.25 Underlying Price 379.000 Time to expiry: 472 Days Dec 11 8.500 -0.06 57.65 0 0 0| 0 0 0 0 160 12.250 -0.09 56.73 0 0 0| 0 0 0 0 180 15.000 -0.11 53.03 0 0 0| 0 500 0 0 200 19.250 -0.14 51.19 0 0 0| 0 0 0 0 220 22.250 -0.17 47.49 0 0 0| 0 0 0 0 240 33.250 -0.25 44.00 0 0 0| 0 3 0 0 280 54.000 -0.34 45.00 0 0 0| 0 0 0 0 320 69.000 -0.44 39.79 0 0 0| 0 0 0 0 360 93.500 -0.54 38.65 0 0 0| 0 0 0 0 400 121.250 -0.63 37.68 0 0 0| 0 0 0 0 440 153.250 -0.71 37.63 0 0 0| 0 0 0 0 480 222.750 -0.82 37.74 0 0 0| 0 0 0 0 560 Total 0 0 0| 0 503 0 0 Indicative a-t-m Vol 39.01 Underlying Price 379.000 Time to expiry: 654 Days Jun 12 48.000 -0.28 45.00 0 0 0| 0 0 0 0 280 70.250 -0.35 45.57 0 0 0| 0 0 0 0 320 85.250 -0.45 40.01 0 0 0| 0 0 0 0 360 109.000 -0.54 37.90 0 0 0| 0 0 0 0 400 134.250 -0.64 35.14 0 0 0| 0 0 0 0 440 Total 0 0 0| 0 0 0 0 Indicative a-t-m Vol 39.35 Underlying Price 379.000 Time to expiry: 843 Days Dec 12 63.500 -0.21 62.48 0 0 0| 0 0 0 0 240 76.000 -0.27 55.87 0 0 0| 0 0 0 0 280 82.250 -0.35 45.80 0 0 0| 0 0 0 0 320 97.250 -0.44 40.24 0 0 0| 0 0 0 0 360 121.250 -0.52 38.36 0 0 0| 0 0 0 0 400 148.250 -0.60 36.80 0 0 0| 0 0 0 0 440 179.000 -0.66 36.28 0 0 0| 0 0 0 0 480 Total 0 0 0| 0 0 0 0 Total Puts 0 0 42| 0 12,706 0 0 Grand Total 0 233,580 233,772| 0 253,973 0 0 Equity Options 22:04 Business Day Tue 31 Aug 2010 Previous Business Day Mon 30 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 25.18 Underlying Price 294.700 Time to expiry: 17 Days Sep 10 54.750 0.99 37.61 0 0 0| 0 0 0 0 240 35.000 0.97 31.73 0 0 0| 0 0 0 0 260 16.500 0.82 25.91 0 0 0| 0 2 0 0 280 9.500 0.62 26.22 0 0 0| 0 0 0 0 290 4.000 0.38 24.15 0 0 0| 0 1,520 0 0 300 1.750 0.20 25.49 0 0 0| 0 1,253 0 0 310 1.000 0.11 29.31 0 0 0| 0 108 0 0 320 0.750 0.750 0.08 34.48 0.750 0.750 0 0 30| 0 1,147 -25 0 330 0.500 0.05 37.96 0 0 0| 0 3,396 -25 0 340 CAB 0.00 29.11 0 0 0| 0 1,716 0 0 360 CAB 0.00 29.87 0 0 0| 0 114 0 0 380 CAB 0.00 30.73 0 0 0| 0 215 0 0 400 CAB 0.00 31.52 0 0 0| 0 5 0 0 440 Total 0 0 30| 0 9,476 -50 0 Indicative a-t-m Vol 26.03 Underlying Price 294.700 Time to expiry: 45 Days Oct 10 55.250 0.97 31.71 0 0 0| 0 0 0 0 240 36.500 0.90 29.63 0 0 0| 0 0 0 0 260 20.500 0.71 28.51 0 0 0| 0 0 0 0 280 13.500 0.59 26.39 0 0 0| 0 0 0 0 290 6.750 8.500 0.44 25.68 6.750 6.750 0 0 25| 0 0 0 0 300 4.750 0.30 25.03 0 0 0| 0 1 0 0 310 2.500 0.19 24.67 0 0 0| 0 33 0 0 320 1.250 0.10 24.32 0 0 0| 0 3 0 0 330 0.500 0.05 24.42 0 0 0| 0 1,020 0 0 340 CAB 0.01 24.59 0 0 0| 0 0 0 0 360 CAB 0.00 25.76 0 0 0| 0 0 0 0 380 Total 0 0 25| 0 1,057 0 0 Indicative a-t-m Vol 26.04 Underlying Price 294.700 Time to expiry: 80 Days Nov 10 55.250 0.97 29.21 0 0 0| 0 0 0 0 240 36.750 0.88 28.00 0 0 0| 0 0 0 0 260 21.000 0.70 26.48 0 0 0| 0 0 0 0 280 15.000 0.58 26.28 0 0 0| 0 0 0 0 290 10.000 0.45 25.81 0 0 0| 0 0 0 0 300 5.750 6.500 0.33 25.69 5.750 5.750 0 0 3| 0 0 0 0 310 4.250 0.23 25.55 0 0 0| 0 0 0 0 320 1.500 0.10 25.92 0 0 0| 0 0 0 0 340 Total 0 0 3| 0 0 0 0 Indicative a-t-m Vol 26.38 Underlying Price 294.700 Time to expiry: 108 Days Dec 10 56.000 0.94 31.73 0 0 0| 0 0 0 0 240 22.500 0.67 26.85 0 0 0| 0 26 0 0 280 12.000 0.45 26.22 0 0 0| 0 59 0 0 300 5.500 5.500 0.26 25.35 5.500 5.500 0 0 2| 0 233 0 0 320 Equity Options 22:04 Business Day Tue 31 Aug 2010 Previous Business Day Mon 30 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 | 2.500 0.13 25.59 0 0 0| 0 2,225 0 0 340 1.000 0.07 25.91 0 0 0| 0 6,045 0 0 360 0.500 0.03 26.36 0 0 0| 0 4,072 0 0 380 0.250 0.02 26.90 0 0 0| 0 129 0 0 400 CAB 0.00 28.04 0 0 0| 0 5 0 0 440 Total 0 0 2| 0 12,794 0 0 Indicative a-t-m Vol 25.77 Underlying Price 294.700 Time to expiry: 199 Days Mar 11 57.500 0.88 30.63 0 0 0| 0 0 0 0 240 41.000 41.000 0.77 28.58 41.000 41.000 0 0 2| 0 2 0 0 260 27.000 0.62 26.45 0 0 0| 0 2 0 0 280 17.000 0.46 25.55 0 0 0| 0 7 0 0 300 10.250 0.32 25.00 0 0 0| 0 25 0 0 320 5.750 0.21 24.63 0 0 0| 0 20 0 0 340 3.250 0.13 24.78 0 0 0| 0 14 0 0 360 Total 0 0 2| 0 70 0 0 Total Calls 0 0 62| 0 23,397 -50 0 | Equity Options 22:04 Business Day Tue 31 Aug 2010 Previous Business Day Mon 30 Aug 2010 Page 31 Puts | Block | Opening Settle Delta Vola- Daily Trade Bclear Total | Official **Open Change Exer- Exer Trans Price tility High Low Volume Volume*** Volume | Volume Int cises Price | BAE Systems plc - STND OPT (AER) Indicative a-t-m Vol 25.31 Underlying Price 294.700 Time to expiry: 17 Days Sep 10 0.250 -0.02 45.77 0 0 0| 0 0 0 0 240 0.500 -0.05 34.28 0 0 0| 0 0 0 0 260 2.000 -0.19 27.79 0 0 0| 0 2,062 0 0 280 5.750 4.500 -0.38 25.62 5.750 5.750 0 0 17| 0 0 0 0 290 9.500 -0.61 25.01 0 0 0| 0 346 0 0 300 16.500 -0.83 23.00 0 0 0| 0 39 0 0 310 26.250 -0.89 29.03 0 0 0| 0 3,117 0 0 320 35.750 -0.95 30.94 0 0 0| 0 0 0 0 330 45.500 -0.98 32.19 0 0 0| 0 287 0 0 340 65.250 -0.99 40.01 0 0 0| 0 107 0 0 360 85.250 -1.00 41.77 0 0 0| 0 0 0 0 380 105.250 -1.00 41.77 0 0 0| 0 4 0 0 400 145.250 -1.00 42.06 0 0 0| 0 0 0 0 440 Total 0 0 17| 0 5,962 0 0 Indicative a-t-m Vol 25.76 Underlying Price 294.700 Time to expiry: 45 Days Oct 10 0.250 -0.03 31.11 0 0 0| 0 0 0 0 240 1.500 -0.10 29.07 0 0 0| 0 0 0 0 260 5.000 -0.28 26.73 0 0 0| 0 4,164 0 0 280 8.500 -0.41 25.81 0 0 0| 0 0 0 0 290 13.500 13.500 -0.56 25.71 13.500 13.500 0 0 25| 0 13 0 0 300 19.750 -0.70 24.71 0 0 0| 0 6 0 0 310 28.000 -0.80 25.83 0 0 0| 0 80 0 0 320 36.750 -0.88 26.14 0 0 0| 0 5 0 0 330 46.250 -0.92 28.20 0 0 0| 0 0 0 0 340 65.250 -0.99 26.99 0 0 0| 0 0 0 0 360 85.250 -1.00 28.14 0 0 0| 0 0 0 0 380 Total 0 0 25| 0 4,268 0 0 Indicative a-t-m Vol 25.54 Underlying Price 294.700 Time to expiry: 80 Days Nov 10 1.500 -0.08 29.51 0 0 0| 0 0 0 0 240 4.500 -0.20 28.33 0 0 0| 0 0 0 0 260 10.500 -0.39 26.74 0 0 0| 0 0 0 0 280 15.000 15.000 -0.50 25.67 15.000 15.000 0 0 8| 0 0 0 0 290 20.750 -0.61 25.41 0 0 0| 0 3 0 0 300 27.750 -0.71 25.33 0 0 0| 0 0 0 0 310 35.500 -0.80 24.81 0 0 0| 0 0 0 0 320 53.250 -0.91 25.61 0 0 0| 0 0 0 0 340 Total 0 0 8| 0 3 0 0 Indicative a-t-m Vol 25.89 Underlying Price 294.700 Time to expiry: 108 Days Dec 10 3.000 -0.12 30.32 0 0 0| 0 0 0 0 240 12.500 -0.39 26.62 0 0 0| 0 3,232 0 0 280 23.000 -0.59 25.64 0 0 0| 0 2,208 0 0 300 37.000 -0.76 25.19 0 0 0| 0 89 0 0 320 54.000 -0.88 24.39 0 0 0| 0 170 0 0 340 Equity Options 22:04 Business Day Tue 31 Aug 2010 Previous Business Day Mon 30 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 | 72.750 -0.94 25.33 0 0 0| 0 82 0 0 360 92.250 -0.97 26.34 0 0 0| 0 35 0 0 380 112.250 -0.98 28.30 0 0 0| 0 14 0 0 400 152.000 -0.99 34.03 0 0 0| 0 0 0 0 440 Total 0 0 0| 0 5,830 0 0 Indicative a-t-m Vol 25.65 Underlying Price 294.700 Time to expiry: 199 Days Mar 11 6.250 6.000 -0.17 29.04 6.250 6.250 0 0 4| 0 14 0 0 240 10.750 -0.27 27.59 0 0 0| 0 10 0 0 260 17.000 -0.40 25.35 0 0 0| 0 64 0 0 280 28.250 -0.54 25.75 0 0 0| 0 8 0 0 300 41.500 -0.68 25.18 0 0 0| 0 4 0 0 320 56.750 -0.80 24.12 0 0 0| 0 28 0 0 340 74.250 -0.88 24.09 0 0 0| 0 0 0 0 360 Total 0 0 4| 0 128 0 0 Total Puts 0 0 54| 0 16,191 0 0 Grand Total 0 109,920 110,036| 0 149,508 -50 0 Equity Options 22:04 Business Day Tue 31 Aug 2010 Previous Business Day Mon 30 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 46.08 Underlying Price 302.400 Time to expiry: 17 Days Sep 10 103.000 0.98 99.03 0 0 0| 0 17 0 0 200 83.250 0.97 82.30 0 0 0| 0 0 0 0 220 63.500 0.95 66.64 0 0 0| 0 2,650 0 0 240 45.000 0.88 61.33 0 0 0| 0 26 0 0 260 28.000 0.76 53.80 0 0 0| 0 5,652 0 0 280 20.250 0.67 50.03 0 0 0| 0 0 0 0 290 10.000 13.750 0.55 46.80 10.000 10.000 0 0 5| 0 12,033 0 0 300 8.750 0.42 44.40 0 0 0| 0 40 0 0 310 3.750 5.000 0.29 42.27 3.750 3.750 0 0 26| 0 21,186 0 0 320 2.750 0.19 41.99 0 0 0| 0 9,682 0 0 330 1.500 0.11 41.99 0 0 0| 0 8,675 0 0 340 0.750 0.06 41.99 0 0 0| 0 2,685 0 0 350 0.250 0.03 41.99 0 0 0| 0 15,849 0 0 360 CAB 0.01 41.99 0 0 0| 0 14,945 0 0 380 CAB 0.00 41.99 0 0 0| 0 21,680 0 0 400 CAB 0.00 41.99 0 0 0| 0 1,256 0 0 420 CAB 0.00 41.99 0 0 0| 0 479 0 0 440 CAB 0.00 41.99 0 0 0| 0 990 0 0 480 Total 0 0 31| 0 117,845 0 0 Indicative a-t-m Vol 45.57 Underlying Price 302.400 Time to expiry: 45 Days Oct 10 85.250 0.92 68.29 0 0 0| 0 0 0 0 220 66.750 0.88 60.36 0 0 0| 0 0 0 0 240 49.500 0.81 54.98 0 0 0| 0 0 0 0 260 34.000 0.70 50.62 0 0 0| 0 26 0 0 280 27.250 0.63 48.16 0 0 0| 0 0 0 0 290 21.000 0.55 46.06 0 0 0| 0 44 0 0 300 12.250 15.750 0.47 44.43 12.250 12.250 0 0 2| 0 1 0 0 310 9.000 11.250 0.38 42.30 9.000 9.000 0 0 26| 0 81 0 0 320 5.750 7.500 0.30 40.32 5.750 5.750 0 0 50| 0 60 0 0 330 5.000 0.22 39.03 0 0 0| 0 139 0 0 340 3.500 0.16 38.88 0 0 0| 0 33 0 0 350 3.500 0.15 43.72 0 0 0| 0 325 0 0 360 1.750 0.09 45.06 0 0 0| 0 0 0 0 380 1.250 0.06 47.74 0 0 0| 0 50 0 0 400 0.250 0.02 48.63 0 0 0| 0 0 0 0 440 Total 0 0 78| 0 759 0 0 Indicative a-t-m Vol 45.66 Underlying Price 302.400 Time to expiry: 80 Days Nov 10 54.750 0.77 54.36 0 0 0| 0 0 0 0 260 40.000 0.68 49.75 0 0 0| 0 0 0 0 280 29.500 33.250 0.62 47.85 29.500 29.500 0 0 1| 0 0 0 0 290 27.250 0.56 46.16 0 0 0| 0 0 0 0 300 22.000 0.50 44.49 0 0 0| 0 25 0 0 310 17.000 0.43 42.46 0 0 0| 0 0 0 0 320 Equity Options 22:04 Business Day Tue 31 Aug 2010 Previous Business Day Mon 30 Aug 2010 Page 34 Calls | Block | Opening Settle Delta Vola- Daily Trade Bclear Total | Official **Open Change Exer- Exer Trans Price tility High Low Volume Volume*** Volume | Volume Int cises Price | 13.000 0.36 41.18 0 0 0| 0 0 0 0 330 9.750 0.30 39.96 0 0 0| 0 0 0 0 340 5.000 0.18 37.67 0 0 0| 0 1,152 0 0 360 Total 0 0 1| 0 1,177 0 0 Indicative a-t-m Vol 47.44 Underlying Price 302.400 Time to expiry: 108 Days Dec 10 262.500 1.00 87.61 0 0 0| 0 0 0 0 40 254.500 1.00 85.17 0 0 0| 0 0 0 0 48 242.500 1.00 85.17 0 0 0| 0 0 0 0 60 222.500 1.00 84.21 0 0 0| 0 0 0 0 80 214.500 1.00 84.21 0 0 0| 0 0 0 0 88 206.750 1.00 82.75 0 0 0| 0 0 0 0 96 202.750 1.00 81.79 0 0 0| 0 25 0 0 100 183.000 0.99 81.02 0 0 0| 0 0 0 0 120 163.500 0.98 78.22 0 0 0| 0 0 0 0 140 144.500 0.97 73.85 0 0 0| 0 55 0 0 160 126.500 0.94 73.19 0 0 0| 0 275 0 0 180 108.250 0.91 68.09 0 0 0| 0 65 0 0 200 91.250 0.86 64.27 0 0 0| 0 64 0 0 220 74.750 0.81 60.38 0 0 0| 0 2,885 0 0 240 59.000 0.74 55.41 0 0 0| 0 1,742 0 0 260 49.500 0.69 52.71 0 0 0| 0 8,202 0 0 273 44.250 0.66 50.35 0 0 0| 0 2,290 0 0 280 32.500 0.56 48.04 0 0 0| 0 4,831 0 0 300 25.750 0.50 45.64 0 0 0| 0 7,178 0 0 312 19.000 22.000 0.46 44.50 19.000 19.000 0 0 50| 0 8,476 0 0 320 13.750 0.34 41.45 0 0 0| 0 6,346 0 0 340 10.000 0.28 39.14 0 0 0| 0 16,506 0 0 351 7.500 0.23 37.94 0 0 0| 0 11,466 0 0 360 3.750 0.14 35.35 0 0 0| 0 5,746 0 0 380 3.000 0.11 35.95 0 0 0| 0 30,254 0 0 390 0.250 0.02 36.37 0 0 0| 0 13,085 0 0 467 0.250 0.01 36.66 0 0 0| 0 600 0 0 480 Total 0 0 50| 0 120,091 0 0 Indicative a-t-m Vol 45.17 Underlying Price 302.400 Time to expiry: 199 Days Mar 11 112.500 0.88 61.82 0 0 0| 0 33 0 0 200 80.250 0.78 54.44 0 0 0| 0 129 0 0 240 52.250 0.65 48.12 0 0 0| 0 132 0 0 280 36.500 40.500 0.58 45.56 36.500 36.500 0 0 8| 0 0 0 0 300 30.250 0.49 42.97 0 0 0| 0 4,651 0 0 320 21.750 0.40 40.58 0 0 0| 0 18 0 0 340 13.250 15.000 0.31 38.56 13.250 13.250 0 0 10| 0 5,516 0 0 360 6.000 0.16 34.69 0 0 0| 0 583 0 0 400 2.750 0.08 34.30 0 0 0| 0 4,580 0 0 440 1.000 0.04 33.30 0 0 0| 0 529 0 0 480 Total 0 0 18| 0 16,171 0 0 Indicative a-t-m Vol 44.08 Underlying Price 302.400 Time to expiry: 290 Days Jun 11 Equity Options 22:04 Business Day Tue 31 Aug 2010 Previous Business Day Mon 30 Aug 2010 Page 35 Calls | Block | Opening Settle Delta Vola- Daily Trade Bclear Total | Official **Open Change Exer- Exer Trans Price tility High Low Volume Volume*** Volume | Volume Int cises Price | 115.250 0.86 57.99 0 0 0| 0 25 0 0 200 85.000 0.77 52.22 0 0 0| 0 12 0 0 240 58.500 0.65 46.95 0 0 0| 0 22 0 0 280 46.750 0.58 44.38 0 0 0| 0 1,250 0 0 300 33.250 36.750 0.51 42.36 33.250 32.750 0 0 50| 0 3,692 0 0 320 25.750 27.750 0.43 40.01 25.750 25.250 0 0 75| 0 25 0 0 340 20.250 0.36 37.85 0 0 0| 0 370 0 0 360 10.000 0.22 34.78 0 0 0| 0 3,366 0 0 400 2.750 0.08 33.44 0 0 0| 0 330 0 0 480 Total 0 0 125| 0 9,092 0 0 Indicative a-t-m Vol 42.24 Underlying Price 302.400 Time to expiry: 472 Days Dec 11 262.500 1.00 76.20 0 0 0| 0 0 0 0 40 254.500 1.00 75.34 0 0 0| 0 0 0 0 48 242.500 1.00 74.06 0 0 0| 0 0 0 0 60 223.000 0.99 72.13 0 0 0| 0 0 0 0 80 215.500 0.99 71.27 0 0 0| 0 0 0 0 88 207.750 0.98 69.88 0 0 0| 0 0 0 0 96 186.500 0.96 67.03 0 0 0| 0 0 0 0 120 169.500 0.93 64.33 0 0 0| 0 0 0 0 140 153.250 0.90 61.62 0 0 0| 0 0 0 0 160 137.750 0.87 59.18 0 0 0| 0 0 0 0 180 121.500 0.84 54.86 0 0 0| 0 0 0 0 200 92.000 0.76 48.74 0 0 0| 0 0 0 0 240 68.250 0.65 45.20 0 0 0| 0 0 0 0 280 45.500 0.53 40.06 0 0 0| 0 6,351 0 0 320 36.250 0.47 37.99 0 0 0| 0 2,762 0 0 340 29.000 0.41 36.69 0 0 0| 0 4,500 0 0 360 17.250 0.29 34.09 0 0 0| 0 10,005 0 0 400 5.500 0.12 31.00 0 0 0| 0 12 0 0 480 Total 0 0 0| 0 23,630 0 0 Indicative a-t-m Vol 47.94 Underlying Price 302.400 Time to expiry: 654 Days Jun 12 130.750 0.82 57.64 0 0 0| 0 0 0 0 200 107.500 0.75 55.24 0 0 0| 0 0 0 0 240 83.250 0.67 50.02 0 0 0| 0 0 0 0 280 63.250 0.58 46.40 0 0 0| 0 0 0 0 320 47.000 0.49 43.49 0 0 0| 0 0 0 0 360 34.500 0.40 41.50 0 0 0| 0 0 0 0 400 Total 0 0 0| 0 0 0 0 Indicative a-t-m Vol 47.36 Underlying Price 302.400 Time to expiry: 843 Days Dec 12 133.750 0.82 54.66 0 0 0| 0 0 0 0 200 113.500 0.75 53.83 0 0 0| 0 0 0 0 240 91.750 0.68 50.08 0 0 0| 0 0 0 0 280 70.250 0.60 45.35 0 0 0| 0 0 0 0 320 53.000 0.51 42.09 0 0 0| 0 0 0 0 360 37.750 0.42 38.69 0 0 0| 0 0 0 0 400 Equity Options 22:04 Business Day Tue 31 Aug 2010 Previous Business Day Mon 30 Aug 2010 Page 36 Calls | Block | Opening Settle Delta Vola- Daily Trade Bclear Total | Official **Open Change Exer- Exer Trans Price tility High Low Volume Volume*** Volume | Volume Int cises Price | 12.250 0.20 29.84 0 0 0| 0 15 0 0 480 Total 0 0 0| 0 15 0 0 Total Calls 0 0 303| 0 288,780 0 0 | Equity Options 22:04 Business Day Tue 31 Aug 2010 Previous Business Day Mon 30 Aug 2010 Page 37 Puts | Block | Opening Settle Delta Vola- Daily Trade Bclear Total | Official **Open Change Exer- Exer Trans Price tility High Low Volume Volume*** Volume | Volume Int cises Price | Barclays plc - STND OPT (BBL) Indicative a-t-m Vol 44.09 Underlying Price 302.400 Time to expiry: 17 Days Sep 10 0.250 -0.01 82.76 0 0 0| 0 4,750 0 0 200 0.250 -0.02 71.99 0 0 0| 0 7 0 0 220 0.500 -0.04 60.00 0 0 0| 0 7,194 0 0 240 3.750 2.500 -0.11 60.00 3.750 3.750 0 0 50| 0 1,146 0 0 260 8.000 5.000 -0.23 51.81 8.000 7.500 0 0 226| 0 26,745 0 0 280 11.250 7.250 -0.33 48.04 11.250 11.000 0 0 250| 0 0 0 0 290 16.000 10.750 -0.45 44.81 16.000 12.000 0 0 79| 0 24,536 0 0 300 15.750 -0.58 42.41 0 0 0| 0 4,065 0 0 310 22.000 -0.72 40.28 0 0 0| 0 24,595 0 0 320 29.750 -0.83 39.34 0 0 0| 0 9,285 0 0 330 39.000 -0.89 41.71 0 0 0| 0 5,260 0 0 340 48.000 -0.95 39.45 0 0 0| 0 34 0 0 350 57.750 -0.97 41.31 0 0 0| 0 3,069 0 0 360 81.000 77.750 -0.98 47.49 81.000 S 81.000 S 0 0 10| 0 2,035 0 0 380 97.750 -0.99 54.21 0 0 0| 0 27,904 0 0 400 117.750 -0.99 59.92 0 0 0| 0 0 0 0 420 137.500 -1.00 62.77 0 0 0| 0 50 0 0 440 177.500 -1.00 67.06 0 0 0| 0 39 0 0 480 Total 0 0 615| 0 140,714 0 0 Indicative a-t-m Vol 46.01 Underlying Price 302.400 Time to expiry: 45 Days Oct 10 2.750 -0.07 67.88 0 0 0| 0 5 0 0 220 6.250 4.000 -0.12 60.45 6.250 5.250 0 0 30| 0 84 0 0 240 7.500 7.000 -0.19 55.81 7.500 7.500 0 0 10| 0 3,076 0 0 260 13.250 11.500 -0.30 50.55 13.250 13.250 0 0 2| 0 3,386 0 0 280 17.500 14.250 -0.37 47.66 17.500 17.500 0 0 34| 0 2 0 0 290 22.500 18.500 -0.45 46.62 22.500 22.500 0 0 2| 0 674 0 0 300 23.250 -0.53 44.61 0 0 0| 0 0 0 0 310 32.500 28.500 -0.62 42.30 32.500 32.500 0 0 26| 0 190 0 0 320 35.000 -0.70 41.04 0 0 0| 0 25 0 0 330 42.750 -0.77 40.23 0 0 0| 0 35 0 0 340 50.500 -0.84 38.34 0 0 0| 0 0 0 0 350 59.000 -0.91 36.02 0 0 0| 0 0 0 0 360 78.500 -0.94 39.62 0 0 0| 0 0 0 0 380 97.750 -0.99 35.86 0 0 0| 0 0 0 0 400 137.500 -1.00 37.15 0 0 0| 0 0 0 0 440 Total 0 0 104| 0 7,477 0 0 Indicative a-t-m Vol 46.33 Underlying Price 302.400 Time to expiry: 80 Days Nov 10 12.500 12.500 -0.24 54.54 12.500 12.500 0 0 4| 0 51 0 0 260 18.000 -0.33 50.38 0 0 0| 0 44 0 0 280 23.750 21.500 -0.39 48.70 23.750 23.750 0 0 1| 0 0 0 0 290 25.500 -0.44 46.97 0 0 0| 0 13 0 0 300 30.000 -0.51 44.83 0 0 0| 0 0 0 0 310 35.250 -0.57 43.35 0 0 0| 0 0 0 0 320 41.500 -0.64 42.32 0 0 0| 0 0 0 0 330 Equity Options 22:04 Business Day Tue 31 Aug 2010 Previous Business Day Mon 30 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 | 48.250 -0.70 41.28 0 0 0| 0 0 0 0 340 63.250 -0.81 38.62 0 0 0| 0 0 0 0 360 Total 0 0 5| 0 108 0 0 Indicative a-t-m Vol 47.44 Underlying Price 302.400 Time to expiry: 108 Days Dec 10 CAB 0.00 87.61 0 0 0| 0 0 0 0 40 CAB 0.00 85.17 0 0 0| 0 0 0 0 48 CAB 0.00 85.17 0 0 0| 0 0 0 0 60 CAB 0.00 84.21 0 0 0| 0 0 0 0 80 CAB 0.00 84.21 0 0 0| 0 0 0 0 88 0.250 0.00 82.75 0 0 0| 0 25 0 0 96 0.250 0.00 81.79 0 0 0| 0 50 0 0 100 0.500 -0.01 81.02 0 0 0| 0 314 0 0 120 1.250 -0.02 78.22 0 0 0| 0 2,174 0 0 140 2.250 -0.04 73.85 0 0 0| 0 4,771 0 0 160 4.250 -0.07 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 10.000 9.000 -0.14 64.27 10.000 10.000 0 0 10| 0 815 0 0 220 12.750 -0.19 60.38 0 0 0| 0 6,384 0 0 240 20.000 16.750 -0.26 55.41 20.000 20.000 0 0 10| 0 1,305 0 0 260 20.500 -0.31 52.71 0 0 0| 0 8,947 0 0 273 23.000 -0.34 52.00 0 0 0| 0 16,479 0 0 280 30.000 30.250 -0.44 48.04 30.000 30.000 0 0 5| 0 19,379 0 0 300 35.750 -0.50 45.64 0 0 0| 0 20,850 0 0 312 40.000 -0.55 44.50 0 0 0| 0 22,120 0 0 320 51.750 -0.66 41.45 0 0 0| 0 7,402 0 0 340 58.750 -0.72 39.14 0 0 0| 0 3,219 0 0 351 65.500 -0.77 37.94 0 0 0| 0 2,085 0 0 360 81.500 -0.87 35.35 0 0 0| 0 508 0 0 380 91.000 -0.89 35.95 0 0 0| 0 8,138 0 0 390 165.250 -0.98 36.37 0 0 0| 0 52 0 0 467 179.000 -0.96 45.30 0 0 0| 0 107 0 0 480 Total 0 0 25| 0 136,750 0 0 Indicative a-t-m Vol 45.23 Underlying Price 302.400 Time to expiry: 199 Days Mar 11 11.750 -0.13 62.59 0 0 0| 0 252 0 0 200 19.250 -0.22 54.21 0 0 0| 0 1,291 0 0 240 31.750 -0.35 48.33 0 0 0| 0 1,749 0 0 280 40.000 -0.43 45.56 0 0 0| 0 25 0 0 300 50.000 -0.52 43.33 0 0 0| 0 6,658 0 0 320 61.500 -0.60 40.88 0 0 0| 0 1 0 0 340 74.750 -0.69 38.85 0 0 0| 0 384 0 0 360 105.750 -0.84 35.16 0 0 0| 0 75 0 0 400 141.500 -0.93 32.91 0 0 0| 0 25 0 0 440 179.750 -0.98 30.15 0 0 0| 0 50 0 0 480 Total 0 0 0| 0 10,510 0 0 Indicative a-t-m Vol 43.68 Underlying Price 302.400 Time to expiry: 290 Days Jun 11 16.500 15.750 -0.15 58.56 16.500 16.500 0 0 100| 0 2,347 0 0 200 Equity Options 22:04 Business Day Tue 31 Aug 2010 Previous Business Day Mon 30 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 | 25.000 -0.24 51.74 0 0 0| 0 4,047 0 0 240 38.000 -0.36 46.05 0 0 0| 0 27 0 0 280 46.500 -0.42 43.81 0 0 0| 0 1,329 0 0 300 60.250 57.750 -0.49 42.93 60.250 60.250 0 0 50| 0 3,074 0 0 320 72.500 68.750 -0.57 40.74 72.500 72.250 0 0 75| 0 25 0 0 340 82.250 81.000 -0.64 38.36 82.250 S 82.250 S 0 0 10| 0 35 0 0 360 110.250 -0.78 35.08 0 0 0| 0 25 0 0 400 181.750 -0.93 32.07 0 0 0| 0 25 0 0 480 Total 0 0 235| 0 10,934 0 0 Indicative a-t-m Vol 42.24 Underlying Price 302.400 Time to expiry: 472 Days Dec 11 0.250 0.00 76.20 0 0 0| 0 0 0 0 40 0.500 -0.01 75.34 0 0 0| 0 0 0 0 48 1.250 -0.01 74.06 0 0 0| 0 0 0 0 60 2.750 -0.02 72.13 0 0 0| 0 0 0 0 80 3.500 -0.03 71.27 0 0 0| 0 0 0 0 88 4.250 -0.03 69.88 0 0 0| 0 0 0 0 96 7.750 -0.06 67.03 0 0 0| 0 0 0 0 120 11.000 -0.08 64.33 0 0 0| 0 0 0 0 140 15.000 -0.11 61.62 0 0 0| 0 0 0 0 160 19.500 -0.14 59.18 0 0 0| 0 356 0 0 180 23.000 -0.17 54.86 0 0 0| 0 124 0 0 200 33.500 -0.25 48.74 0 0 0| 0 739 0 0 240 49.500 -0.35 45.20 0 0 0| 0 5 0 0 280 66.250 -0.47 40.06 0 0 0| 0 7,124 0 0 320 77.000 -0.53 37.99 0 0 0| 0 4,500 0 0 340 89.500 -0.59 36.69 0 0 0| 0 4,500 0 0 360 117.250 -0.71 34.09 0 0 0| 0 0 0 0 400 184.750 -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 47.94 Underlying Price 302.400 Time to expiry: 654 Days Jun 12 34.750 -0.18 57.64 0 0 0| 0 0 0 0 200 51.250 -0.25 55.24 0 0 0| 0 0 0 0 240 66.500 -0.34 50.02 0 0 0| 0 0 0 0 280 85.750 -0.42 46.40 0 0 0| 0 0 0 0 320 108.750 -0.52 43.49 0 0 0| 0 0 0 0 360 135.750 -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 47.36 Underlying Price 302.400 Time to expiry: 843 Days Dec 12 38.750 -0.19 54.66 0 0 0| 0 10 0 0 200 57.750 -0.25 53.83 0 0 0| 0 0 0 0 240 75.250 -0.32 50.08 0 0 0| 0 0 0 0 280 92.750 -0.41 45.35 0 0 0| 0 310 0 0 320 114.250 -0.49 42.09 0 0 0| 0 0 0 0 360 138.000 -0.58 38.69 0 0 0| 0 12 0 0 400 190.500 -0.80 29.84 0 0 0| 0 0 0 0 480 Total 0 0 0| 0 332 0 0 Equity Options 22:04 Business Day Tue 31 Aug 2010 Previous Business Day Mon 30 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 0 984| 0 324,173 0 0 Grand Total 0 272,510 273,797| 0 885,463 0 0 Equity Options 22:04 Business Day Tue 31 Aug 2010 Previous Business Day Mon 30 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 36.22 Underlying Price 1049.500 Time to expiry: 17 Days Sep 10 210.000 1.00 30.73 0 0 0| 0 0 0 0 840 170.000 0.99 32.29 0 0 0| 0 0 0 0 880 131.500 0.95 37.30 0 0 0| 0 0 0 0 920 95.000 0.88 35.77 0 0 0| 0 6 0 0 960 77.500 0.83 34.34 0 0 0| 0 0 0 0 980 62.500 0.75 34.65 0 0 0| 0 66 0 0 1000 39.500 33.500 0.52 36.22 39.500 36.500 0 0 21| 0 96 0 0 1050 19.500 18.500 0.32 40.07 19.500 16.000 0 0 300| 0 2,733 0 0 1100 10.500 0.19 44.79 0 0 0| 0 1,562 0 0 1150 8.000 6.500 0.12 49.45 8.000 7.000 0 0 29| 0 524 0 0 1200 5.500 4.500 0.08 54.67 5.500 5.500 0 0 25| 0 181 0 0 1250 4.500 3.500 0.06 60.38 4.500 4.000 0 0 50| 0 2,456 0 0 1300 2.000 2.000 0.04 69.07 3.500 2.000 0 0 9| 0 719 0 0 1400 1.000 0.01 70.60 0 0 0| 0 16 0 0 1500 Total 0 0 434| 0 8,359 0 0 Indicative a-t-m Vol 36.07 Underlying Price 1049.500 Time to expiry: 45 Days Oct 10 139.500 0.87 35.59 0 0 0| 0 0 0 0 920 107.000 0.79 34.32 0 0 0| 0 0 0 0 960 92.500 0.74 34.42 0 0 0| 0 0 0 0 980 79.500 0.68 34.82 0 0 0| 0 25 0 0 1000 53.500 0.53 36.07 0 0 0| 0 51 0 0 1050 34.000 0.39 36.41 0 0 0| 0 51 0 0 1100 22.500 0.28 38.29 0 0 0| 0 17 0 0 1150 15.500 0.20 40.48 0 0 0| 0 184 0 0 1200 11.500 0.15 43.41 0 0 0| 0 75 0 0 1250 8.000 0.11 45.18 0 0 0| 0 293 0 0 1300 5.500 0.08 46.95 0 0 0| 0 17 0 0 1350 Total 0 0 0| 0 713 0 0 Indicative a-t-m Vol 35.65 Underlying Price 1049.500 Time to expiry: 80 Days Nov 10 149.000 0.82 34.29 0 0 0| 0 0 0 0 920 121.000 0.74 34.80 0 0 0| 0 0 0 0 960 96.000 0.65 34.84 0 0 0| 0 0 0 0 1000 70.500 0.54 35.65 0 0 0| 0 0 0 0 1050 51.000 0.43 36.08 0 0 0| 0 0 0 0 1100 36.500 0.33 36.68 0 0 0| 0 1 0 0 1150 28.500 0.26 38.88 0 0 0| 0 0 0 0 1200 16.000 0.16 41.32 0 0 0| 0 260 0 0 1300 Total 0 0 0| 0 261 0 0 Indicative a-t-m Vol 34.86 Underlying Price 1049.500 Time to expiry: 108 Days Dec 10 221.500 0.90 34.79 0 0 0| 0 4 0 0 840 188.500 0.85 34.93 0 0 0| 0 14 0 0 880 158.500 0.79 35.07 0 0 0| 0 16 0 0 920 Equity Options 22:04 Business Day Tue 31 Aug 2010 Previous Business Day Mon 30 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 | 130.500 0.72 34.79 0 0 0| 0 29 0 0 960 106.000 0.64 34.65 0 0 0| 0 37 0 0 1000 60.000 0.45 35.07 0 0 0| 0 784 0 0 1100 35.000 0.29 36.83 0 0 0| 0 4,648 0 0 1200 19.000 0.18 37.84 0 0 0| 0 263 0 0 1300 13.000 14.500 0.13 42.53 13.000 11.500 0 0 25| 0 165 0 0 1400 Total 0 0 25| 0 5,960 0 0 Indicative a-t-m Vol 33.86 Underlying Price 1049.500 Time to expiry: 199 Days Mar 11 206.500 0.80 33.83 0 0 0| 0 70 0 0 880 154.500 0.69 34.17 0 0 0| 0 35 0 0 960 131.500 0.63 34.02 0 0 0| 0 48 0 0 1000 85.000 0.48 33.70 0 0 0| 0 63 0 0 1100 52.500 0.34 33.40 0 0 0| 0 62 0 0 1200 18.000 0.15 33.21 0 0 0| 0 205 0 0 1400 Total 0 0 0| 0 483 0 0 Total Calls 0 0 459| 0 15,776 0 0 | Equity Options 22:04 Business Day Tue 31 Aug 2010 Previous Business Day Mon 30 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 36.61 Underlying Price 1049.500 Time to expiry: 17 Days Sep 10 2.500 -0.04 59.82 0 0 0| 0 8 0 0 840 2.500 -0.05 49.54 0 0 0| 0 49 0 0 880 2.500 -0.06 39.81 0 0 0| 0 471 0 0 920 5.500 -0.12 36.07 0 0 0| 0 772 0 0 960 8.000 -0.18 34.87 0 0 0| 0 1,405 0 0 980 18.000 13.500 -0.26 35.76 18.000 15.000 0 0 47| 0 1,905 0 0 1000 34.000 -0.48 36.61 0 0 0| 0 956 0 0 1050 69.000 -0.68 40.66 0 0 0| 0 6,106 0 0 1100 112.000 -0.80 46.30 0 0 0| 0 10 0 0 1150 159.000 -0.86 53.35 0 0 0| 0 492 0 0 1200 207.500 -0.89 61.11 0 0 0| 0 0 0 0 1250 257.000 -0.91 69.28 0 0 0| 0 30 0 0 1300 356.500 -0.92 85.74 0 0 0| 0 0 0 0 1400 456.500 -0.93 101.05 0 0 0| 0 0 0 0 1500 Total 0 0 47| 0 12,204 0 0 Indicative a-t-m Vol 35.03 Underlying Price 1049.500 Time to expiry: 45 Days Oct 10 9.000 -0.13 34.78 0 0 0| 0 56 0 0 920 16.500 -0.21 34.50 0 0 0| 0 17 0 0 960 21.500 -0.26 34.19 0 0 0| 0 31 0 0 980 28.500 -0.32 34.45 0 0 0| 0 66 0 0 1000 51.500 -0.47 35.03 0 0 0| 0 179 0 0 1050 83.000 -0.62 35.96 0 0 0| 0 33 0 0 1100 120.500 -0.73 37.09 0 0 0| 0 0 0 0 1150 165.500 -0.80 40.80 0 0 0| 0 15 0 0 1200 212.000 -0.85 44.74 0 0 0| 0 0 0 0 1250 261.000 -0.87 50.14 0 0 0| 0 24 0 0 1300 312.000 -0.88 56.82 0 0 0| 0 0 0 0 1350 Total 0 0 0| 0 421 0 0 Indicative a-t-m Vol 35.70 Underlying Price 1049.500 Time to expiry: 80 Days Nov 10 22.500 19.000 -0.19 35.01 22.500 22.500 0 0 36| 0 0 0 0 920 30.000 -0.26 34.92 0 0 0| 0 0 0 0 960 45.500 -0.35 35.16 0 0 0| 0 0 0 0 1000 69.500 -0.46 35.70 0 0 0| 0 0 0 0 1050 100.500 -0.57 36.41 0 0 0| 0 0 0 0 1100 137.000 -0.66 37.75 0 0 0| 0 0 0 0 1150 178.500 -0.73 39.73 0 0 0| 0 0 0 0 1200 270.500 -0.81 45.94 0 0 0| 0 0 0 0 1300 Total 0 0 36| 0 0 0 0 Indicative a-t-m Vol 35.06 Underlying Price 1049.500 Time to expiry: 108 Days Dec 10 11.000 -0.10 35.26 0 0 0| 0 88 0 0 840 18.500 -0.16 35.69 0 0 0| 0 1,515 0 0 880 27.000 -0.21 35.02 0 0 0| 0 135 0 0 920 39.000 -0.28 34.75 0 0 0| 0 1,401 0 0 960 Equity Options 22:04 Business Day Tue 31 Aug 2010 Previous Business Day Mon 30 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 | 59.500 54.000 -0.36 34.62 59.500 52.000 0 0 210| 0 2,416 0 0 1000 109.500 -0.55 35.49 0 0 0| 0 403 0 0 1100 187.500 -0.70 39.28 0 0 0| 0 52 0 0 1200 276.500 -0.78 43.37 0 0 0| 0 0 0 0 1300 378.500 -0.80 53.40 0 0 0| 0 0 0 0 1400 Total 0 0 210| 0 6,010 0 0 Indicative a-t-m Vol 33.69 Underlying Price 1049.500 Time to expiry: 199 Days Mar 11 35.000 -0.20 34.68 0 0 0| 0 81 0 0 880 60.000 -0.31 33.75 0 0 0| 0 18 0 0 960 77.500 -0.37 33.84 0 0 0| 0 33 0 0 1000 134.000 130.500 -0.52 33.55 134.000 134.000 0 0 10| 0 189 0 0 1100 199.500 -0.66 33.64 0 0 0| 0 106 0 0 1200 379.500 -0.79 40.75 0 0 0| 0 61 0 0 1400 Total 0 0 10| 0 488 0 0 Total Puts 0 0 303| 0 19,123 0 0 Grand Total 0 109,920 110,682| 0 144,819 0 0 Equity Options 22:04 Business Day Tue 31 Aug 2010 Previous Business Day Mon 30 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 31.38 Underlying Price 1831.500 Time to expiry: 17 Days Sep 10 431.500 1.00 49.65 0 0 0| 0 0 0 0 1400 332.000 1.00 45.50 0 0 0| 0 3 0 0 1500 233.000 0.97 41.72 0 0 0| 0 70 0 0 1600 185.000 0.94 40.27 0 0 0| 0 9 0 0 1650 136.500 0.90 34.39 0 0 0| 0 46 0 0 1700 94.000 0.79 32.85 0 0 0| 0 39 0 0 1750 58.500 0.62 31.69 0 0 0| 0 1,593 0 0 1800 33.000 0.42 31.21 0 0 0| 0 57 0 0 1850 10.000 17.500 0.26 31.01 10.500 8.500 0 0 10| 0 1,689 0 0 1900 8.500 0.14 31.12 0 0 0| 0 735 0 0 1950 3.500 0.07 30.24 0 0 0| 0 1,676 0 0 2000 0.500 0.02 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 10| 0 10,334 0 0 Indicative a-t-m Vol 32.91 Underlying Price 1831.500 Time to expiry: 45 Days Oct 10 334.000 0.96 45.60 0 0 0| 0 0 0 0 1500 238.500 0.90 39.66 0 0 0| 0 5 0 0 1600 154.000 0.74 36.37 0 0 0| 0 0 0 0 1700 119.000 0.64 35.21 0 0 0| 0 5 0 0 1750 88.000 0.54 33.54 0 0 0| 0 261 0 0 1800 63.500 0.44 32.56 0 0 0| 0 46 0 0 1850 40.000 44.500 0.35 32.03 42.000 40.000 0 0 8| 0 1,834 0 0 1900 20.000 30.500 0.26 31.66 20.000 20.000 0 0 3| 0 31 0 0 1950 20.000 0.19 31.06 0 0 0| 0 699 0 0 2000 7.500 0.09 30.32 0 0 0| 0 45 0 0 2100 2.000 2.500 0.04 30.08 2.000 2.000 0 0 8| 0 171 0 0 2200 0.500 0.01 31.72 0 0 0| 0 3 0 0 2400 Total 0 0 19| 0 3,100 0 0 Indicative a-t-m Vol 34.08 Underlying Price 1831.500 Time to expiry: 80 Days Nov 10 341.000 0.89 43.06 0 0 0| 0 0 0 0 1500 254.500 0.79 39.17 0 0 0| 0 0 0 0 1600 181.000 0.67 36.83 0 0 0| 0 0 0 0 1700 149.000 0.61 35.87 0 0 0| 0 0 0 0 1750 119.500 0.54 34.61 0 0 0| 0 1 0 0 1800 95.000 0.47 33.79 0 0 0| 0 0 0 0 1850 56.000 73.000 0.40 32.84 56.000 56.000 0 0 5| 0 250 0 0 1900 42.000 0.27 31.85 0 0 0| 0 0 0 0 2000 12.000 0.10 31.16 0 0 0| 0 0 0 0 2200 Total 0 0 5| 0 251 0 0 Indicative a-t-m Vol 34.65 Underlying Price 1831.500 Time to expiry: 108 Days Dec 10 Equity Options 22:04 Business Day Tue 31 Aug 2010 Previous Business Day Mon 30 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 | 1191.500 1.00 84.16 0 0 0| 0 0 0 0 640 1111.500 1.00 81.64 0 0 0| 0 0 0 0 720 1031.500 1.00 78.77 0 0 0| 0 0 0 0 800 951.500 1.00 74.47 0 0 0| 0 0 0 0 880 871.500 1.00 71.60 0 0 0| 0 0 0 0 960 831.500 1.00 66.93 0 0 0| 0 0 0 0 1000 633.000 0.98 56.67 0 0 0| 0 0 0 0 1200 438.000 0.92 44.35 0 0 0| 0 62 0 0 1400 271.500 0.75 39.41 0 0 0| 0 305 0 0 1600 200.500 0.66 36.98 0 0 0| 0 290 0 0 1700 140.500 0.55 35.12 0 0 0| 0 195 0 0 1800 78.000 94.000 0.43 33.66 78.000 78.000 0 0 3| 0 2,255 0 0 1900 58.000 0.31 32.15 0 0 0| 0 2,481 0 0 2000 15.500 21.000 0.14 31.40 18.500 15.500 0 0 141| 0 2,586 0 0 2200 6.000 0.05 30.43 0 0 0| 0 771 0 0 2400 3.000 0.02 32.56 0 0 0| 0 70 0 0 2600 1.500 0.01 34.63 0 0 0| 0 791 0 0 2800 Total 0 0 144| 0 9,806 0 0 Indicative a-t-m Vol 34.59 Underlying Price 1831.500 Time to expiry: 199 Days Mar 11 458.000 0.85 41.96 0 0 0| 0 6 0 0 1400 307.500 0.72 38.62 0 0 0| 0 10 0 0 1600 240.000 0.64 36.55 0 0 0| 0 0 0 0 1700 164.000 183.500 0.56 35.07 164.000 S 164.000 S 0 0 150| 0 85 0 0 1800 134.500 0.47 33.57 0 0 0| 0 703 0 0 1900 97.000 0.38 32.63 0 0 0| 0 315 0 0 2000 47.000 0.22 31.34 0 0 0| 0 972 0 0 2200 21.000 0.12 30.51 0 0 0| 0 106 0 0 2400 8.000 0.05 29.45 0 0 0| 0 37 0 0 2600 2.500 0.02 27.98 0 0 0| 0 261 0 0 2800 Total 0 0 150| 0 2,495 0 0 Indicative a-t-m Vol 34.67 Underlying Price 1831.500 Time to expiry: 290 Days Jun 11 831.500 1.00 47.53 0 0 0| 0 0 0 0 1000 642.000 0.91 44.70 0 0 0| 0 45 0 0 1200 476.500 0.82 40.96 0 0 0| 0 36 0 0 1400 334.500 0.70 38.01 0 0 0| 0 10 0 0 1600 270.000 0.63 36.15 0 0 0| 0 0 0 0 1700 195.500 216.000 0.56 35.08 195.500 195.500 0 0 4| 0 429 0 0 1800 168.000 0.48 33.78 0 0 0| 0 29 0 0 1900 127.000 129.000 0.41 32.94 127.000 127.000 0 0 1| 0 73 0 0 2000 73.000 0.27 31.55 0 0 0| 0 5 0 0 2200 40.000 0.17 30.67 0 0 0| 0 25 0 0 2400 10.000 0.06 29.48 0 0 0| 0 50 0 0 2800 Total 0 0 5| 0 702 0 0 Indicative a-t-m Vol 42.29 Underlying Price 1831.500 Time to expiry: 472 Days Dec 11 880.000 0.93 53.47 0 0 0| 0 0 0 0 960 Equity Options 22:04 Business Day Tue 31 Aug 2010 Previous Business Day Mon 30 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 | 841.500 0.92 51.00 0 0 0| 0 0 0 0 1000 665.500 0.87 44.46 0 0 0| 0 0 0 0 1200 526.000 0.78 43.35 0 0 0| 0 0 0 0 1400 406.500 0.68 42.00 0 0 0| 0 0 0 0 1600 322.000 0.59 42.50 0 0 0| 0 0 0 0 1800 242.000 0.49 41.17 0 0 0| 0 0 0 0 2000 134.000 0.33 39.64 0 0 0| 0 0 0 0 2400 71.500 0.20 38.59 0 0 0| 0 0 0 0 2800 Total 0 0 0| 0 0 0 0 Indicative a-t-m Vol 41.58 Underlying Price 1831.500 Time to expiry: 654 Days Jun 12 442.000 0.68 41.50 0 0 0| 0 0 0 0 1600 360.000 0.60 41.65 0 0 0| 0 0 0 0 1800 289.000 0.52 41.19 0 0 0| 0 0 0 0 2000 187.500 0.38 40.92 0 0 0| 0 0 0 0 2400 Total 0 0 0| 0 0 0 0 Indicative a-t-m Vol 42.13 Underlying Price 1831.500 Time to expiry: 843 Days Dec 12 541.000 0.77 37.93 0 0 0| 0 0 0 0 1400 468.500 0.68 41.00 0 0 0| 0 0 0 0 1600 399.500 0.61 42.00 0 0 0| 0 0 0 0 1800 344.000 0.55 42.82 0 0 0| 0 0 0 0 2000 241.500 0.43 42.31 0 0 0| 0 0 0 0 2400 174.500 0.34 42.42 0 0 0| 0 0 0 0 2800 Total 0 0 0| 0 0 0 0 Total Calls 0 0 333| 0 26,688 0 0 | Equity Options 22:04 Business Day Tue 31 Aug 2010 Previous Business Day Mon 30 Aug 2010 Page 48 Puts | Block | Opening Settle Delta Vola- Daily Trade Bclear Total | Official **Open Change Exer- Exer Trans Price tility High Low Volume Volume*** Volume | Volume Int cises Price | BHP Billiton plc - STND OPT (BLT) Indicative a-t-m Vol 32.05 Underlying Price 1831.500 Time to expiry: 17 Days Sep 10 1.000 -0.01 54.02 0 0 0| 0 76 0 0 1400 3.000 -0.04 48.64 0 0 0| 0 154 0 0 1500 5.500 -0.08 39.21 0 0 0| 0 1,697 0 0 1600 19.000 10.500 -0.13 37.49 19.000 19.000 0 0 10| 0 50 0 0 1650 19.000 -0.22 36.00 0 0 0| 0 2,126 0 0 1700 31.500 -0.33 34.43 0 0 0| 0 521 0 0 1750 51.000 -0.48 32.99 0 0 0| 0 2,097 0 0 1800 78.000 -0.63 31.52 0 0 0| 0 61 0 0 1850 113.500 -0.77 30.95 0 0 0| 0 1,821 0 0 1900 154.000 -0.88 29.86 0 0 0| 0 967 0 0 1950 249.000 200.000 -0.94 29.20 249.000 209.000 S 0 0 8| 0 2,686 0 0 2000 297.500 -1.00 26.57 0 0 0| 0 46 0 0 2100 397.000 -1.00 23.47 0 0 0| 0 583 0 0 2200 597.000 -1.00 13.74 0 0 0| 0 166 0 0 2400 797.000 -1.00 33.03 0 0 0| 0 6 0 0 2600 997.000 -1.00 35.74 0 0 0| 0 11 0 0 2800 Total 0 0 18| 0 13,068 0 0 Indicative a-t-m Vol 32.89 Underlying Price 1831.500 Time to expiry: 45 Days Oct 10 13.500 -0.10 42.89 0 0 0| 0 0 0 0 1500 25.000 -0.17 38.94 0 0 0| 0 504 0 0 1600 47.500 -0.30 36.35 0 0 0| 0 1,034 0 0 1700 63.000 -0.38 34.84 0 0 0| 0 11 0 0 1750 83.500 -0.47 33.55 0 0 0| 0 89 0 0 1800 109.000 -0.56 32.52 0 0 0| 0 36 0 0 1850 140.500 -0.66 31.96 0 0 0| 0 26 0 0 1900 175.000 -0.74 30.93 0 0 0| 0 256 0 0 1950 214.500 -0.82 30.28 0 0 0| 0 16 0 0 2000 303.000 -0.92 29.94 0 0 0| 0 23 0 0 2100 399.000 -0.97 29.94 0 0 0| 0 6 0 0 2200 597.000 -1.00 29.12 0 0 0| 0 8 0 0 2400 Total 0 0 0| 0 2,009 0 0 Indicative a-t-m Vol 34.47 Underlying Price 1831.500 Time to expiry: 80 Days Nov 10 30.500 -0.15 41.89 0 0 0| 0 6 0 0 1500 48.000 -0.23 39.09 0 0 0| 0 11 0 0 1600 91.500 75.500 -0.33 36.74 91.500 76.000 0 0 55| 0 37 0 0 1700 92.500 -0.39 35.47 0 0 0| 0 3 0 0 1750 115.500 -0.46 35.06 0 0 0| 0 22 0 0 1800 141.000 -0.53 34.13 0 0 0| 0 0 0 0 1850 199.500 169.500 -0.60 33.39 199.500 199.500 0 0 5| 0 5 0 0 1900 237.500 -0.73 32.20 0 0 0| 0 0 0 0 2000 406.500 -0.91 30.68 0 0 0| 0 0 0 0 2200 Total 0 0 60| 0 84 0 0 Indicative a-t-m Vol 34.61 Underlying Price 1831.500 Time to expiry: 108 Days Dec 10 Equity Options 22:04 Business Day Tue 31 Aug 2010 Previous Business Day Mon 30 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 65.24 0 0 0| 0 7 0 0 640 0.500 0.00 63.66 0 0 0| 0 20 0 0 720 1.000 0.00 61.12 0 0 0| 0 11 0 0 800 2.000 -0.01 59.20 0 0 0| 0 25 0 0 880 3.000 -0.01 56.59 0 0 0| 0 79 0 0 960 4.000 -0.02 55.47 0 0 0| 0 54 0 0 1000 10.500 -0.05 48.92 0 0 0| 0 211 0 0 1200 28.000 -0.12 43.78 0 0 0| 0 311 0 0 1400 79.000 63.500 -0.25 38.91 79.000 79.000 0 0 2| 0 1,059 0 0 1600 93.000 -0.34 36.59 0 0 0| 0 1,089 0 0 1700 135.000 -0.45 35.29 0 0 0| 0 2,921 0 0 1800 196.500 186.000 -0.58 33.14 197.000 196.500 0 0 22| 0 1,028 0 0 1900 252.500 -0.69 32.37 0 0 0| 0 1,872 0 0 2000 414.000 -0.87 30.98 0 0 0| 0 983 0 0 2200 599.000 -0.97 27.97 0 0 0| 0 40 0 0 2400 797.500 -0.99 29.62 0 0 0| 0 0 0 0 2600 997.000 -1.00 29.89 0 0 0| 0 24 0 0 2800 Total 0 0 24| 0 9,734 0 0 Indicative a-t-m Vol 33.87 Underlying Price 1831.500 Time to expiry: 199 Days Mar 11 57.500 -0.17 40.92 0 0 0| 0 24 0 0 1400 108.500 -0.30 37.20 0 0 0| 0 132 0 0 1600 145.000 -0.38 35.66 0 0 0| 0 40 0 0 1700 204.000 190.500 -0.47 34.25 204.000 S 204.000 S 0 0 150| 0 508 0 0 1800 245.500 -0.56 33.07 0 0 0| 0 284 0 0 1900 310.000 -0.64 32.23 0 0 0| 0 320 0 0 2000 461.500 -0.79 30.73 0 0 0| 0 26 0 0 2200 637.500 -0.89 30.13 0 0 0| 0 16 0 0 2400 824.000 -0.96 28.60 0 0 0| 0 18 0 0 2600 1018.000 -0.99 25.92 0 0 0| 0 0 0 0 2800 Total 0 0 150| 0 1,368 0 0 Indicative a-t-m Vol 33.75 Underlying Price 1831.500 Time to expiry: 290 Days Jun 11 23.500 24.500 -0.06 48.70 23.500 23.000 0 0 10| 0 201 0 0 1000 44.500 -0.11 43.60 0 0 0| 0 18 0 0 1200 82.500 -0.20 39.93 0 0 0| 0 75 0 0 1400 141.000 -0.31 36.84 0 0 0| 0 25 0 0 1600 182.500 178.500 -0.38 35.28 182.500 182.500 0 0 10| 0 50 0 0 1700 224.500 -0.45 34.06 0 0 0| 0 430 0 0 1800 279.000 -0.53 33.08 0 0 0| 0 1 0 0 1900 349.000 342.000 -0.60 32.46 349.000 S 349.000 S 0 0 3| 0 174 0 0 2000 489.500 -0.73 31.65 0 0 0| 0 5 0 0 2200 655.500 -0.83 30.67 0 0 0| 0 21 0 0 2400 1019.500 -0.98 24.97 0 0 0| 0 3 0 0 2800 Total 0 0 23| 0 1,003 0 0 Indicative a-t-m Vol 40.31 Underlying Price 1831.500 Time to expiry: 472 Days Dec 11 36.500 -0.07 44.80 0 0 0| 0 0 0 0 960 54.000 -0.09 48.01 0 0 0| 0 0 0 0 1000 Equity Options 22:04 Business Day Tue 31 Aug 2010 Previous Business Day Mon 30 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 | 88.000 -0.15 43.46 0 0 0| 0 0 0 0 1200 151.000 -0.24 42.17 0 0 0| 0 0 0 0 1400 234.000 -0.33 41.07 0 0 0| 0 0 0 0 1600 341.000 -0.43 40.37 0 0 0| 0 0 0 0 1800 467.500 -0.52 39.99 0 0 0| 0 250 0 0 2000 771.500 -0.67 40.29 0 0 0| 0 0 0 0 2400 1093.500 -0.82 37.00 0 0 0| 0 0 0 0 2800 Total 0 0 0| 0 250 0 0 Indicative a-t-m Vol 41.27 Underlying Price 1831.500 Time to expiry: 654 Days Jun 12 338.500 -0.33 46.77 0 0 0| 0 0 0 0 1600 410.000 -0.41 41.33 0 0 0| 0 0 0 0 1800 537.500 -0.49 40.95 0 0 0| 0 0 0 0 2000 831.000 -0.63 40.58 0 0 0| 0 0 0 0 2400 Total 0 0 0| 0 0 0 0 Indicative a-t-m Vol 42.31 Underlying Price 1831.500 Time to expiry: 843 Days Dec 12 263.500 -0.26 44.44 0 0 0| 0 0 0 0 1400 358.500 -0.33 43.07 0 0 0| 0 0 0 0 1600 473.000 -0.40 42.37 0 0 0| 0 0 0 0 1800 602.000 -0.47 41.99 0 0 0| 0 0 0 0 2000 885.000 -0.59 40.90 0 0 0| 0 0 0 0 2400 1194.000 -0.70 39.00 0 0 0| 0 0 0 0 2800 Total 0 0 0| 0 0 0 0 Total Puts 0 0 275| 0 27,516 0 0 Grand Total 0 215,260 215,868| 0 269,464 0 0 Equity Options 22:04 Business Day Tue 31 Aug 2010 Previous Business Day Mon 30 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 38.31 Underlying Price 380.600 Time to expiry: 17 Days Sep 10 180.750 1.00 73.23 0 0 0| 0 0 0 0 200 160.750 1.00 65.73 0 0 0| 0 0 0 0 220 140.750 1.00 61.33 0 0 0| 0 0 0 0 240 120.750 1.00 57.44 0 0 0| 0 93 0 0 260 100.750 1.00 53.85 0 0 0| 0 7 0 0 280 81.000 0.99 50.64 0 0 0| 0 162 0 0 300 61.500 0.95 48.28 0 0 0| 0 76 0 0 320 43.000 0.88 44.77 0 0 0| 0 3,447 0 0 340 25.000 26.500 0.74 41.53 25.000 25.000 0 0 10| 0 6,514 0 0 360 19.500 0.64 40.40 0 0 0| 0 12 0 0 370 13.250 0.53 38.27 0 0 0| 0 694 0 0 380 6.250 9.000 0.41 38.66 7.250 6.250 0 0 150| 0 191 0 0 390 4.750 5.750 0.29 38.19 4.750 4.000 0 0 110| 0 5,071 0 0 400 3.500 0.20 38.19 0 0 0| 0 1,042 0 0 410 1.750 2.250 0.14 38.85 1.750 1.750 0 0 25| 0 4,204 0 0 420 1.000 0.07 35.94 0 0 0| 0 128 0 0 430 0.500 0.04 36.77 0 0 0| 0 14,089 0 0 440 CAB 0.01 36.17 0 0 0| 0 24,514 0 0 460 CAB 0.00 38.15 0 0 0| 0 11,425 0 0 480 CAB 0.00 36.48 0 0 0| 0 4,985 0 0 500 CAB 0.00 36.92 0 0 0| 0 15,243 0 0 520 CAB 0.00 38.50 0 0 0| 0 9,326 0 0 560 CAB 0.00 42.20 0 0 0| 0 5,358 0 0 600 CAB 0.00 41.18 0 0 0| 0 4,964 0 0 640 CAB 0.00 42.06 0 0 0| 0 2,003 0 0 680 CAB 0.00 41.43 0 0 0| 0 2,104 0 0 720 Total 0 0 295| 0 115,652 0 0 Indicative a-t-m Vol 37.49 Underlying Price 380.600 Time to expiry: 45 Days Oct 10 64.750 0.88 45.13 0 0 0| 0 21 0 0 320 48.000 0.80 42.46 0 0 0| 0 0 0 0 340 33.000 0.68 40.00 0 0 0| 0 0 0 0 360 26.250 0.61 38.14 0 0 0| 0 0 0 0 370 20.750 0.53 37.57 0 0 0| 0 76 0 0 380 15.750 0.45 36.77 0 0 0| 0 11 0 0 390 11.750 0.37 35.97 0 0 0| 0 310 0 0 400 8.750 0.30 35.89 0 0 0| 0 23 0 0 410 6.250 0.24 35.48 0 0 0| 0 3,474 0 0 420 4.250 0.18 34.94 0 0 0| 0 88 0 0 430 3.250 0.14 35.23 0 0 0| 0 6,026 0 0 440 1.500 0.07 34.71 0 0 0| 0 52 0 0 460 0.500 0.03 34.69 0 0 0| 0 330 0 0 480 0.250 0.02 34.69 0 0 0| 0 45 0 0 500 CAB 0.00 35.21 0 0 0| 0 0 0 0 540 CAB 0.00 34.44 0 0 0| 0 0 0 0 560 Total 0 0 0| 0 10,456 0 0 Equity Options 22:04 Business Day Tue 31 Aug 2010 Previous Business Day Mon 30 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 37.95 Underlying Price 380.600 Time to expiry: 80 Days Nov 10 69.000 0.83 43.70 0 0 0| 0 0 0 0 320 53.250 0.75 41.36 0 0 0| 0 0 0 0 340 39.750 0.65 40.09 0 0 0| 0 0 0 0 360 33.000 0.60 38.46 0 0 0| 0 0 0 0 370 27.750 0.54 38.02 0 0 0| 0 1 0 0 380 21.500 22.750 0.48 37.30 21.500 21.500 0 0 25| 0 0 0 0 390 15.000 18.250 0.42 36.22 15.000 15.000 0 0 5| 0 50 0 0 400 11.750 0.31 35.57 0 0 0| 0 20 0 0 420 5.500 7.250 0.22 35.23 5.500 5.500 0 0 4| 0 30 0 0 440 Total 0 0 34| 0 101 0 0 Indicative a-t-m Vol 37.92 Underlying Price 380.600 Time to expiry: 108 Days Dec 10 182.500 0.98 65.68 0 0 0| 0 50 0 0 200 143.750 0.95 56.50 0 0 0| 0 50 0 0 240 125.000 0.93 52.57 0 0 0| 0 50 0 0 260 106.750 0.90 49.39 0 0 0| 0 62 0 0 280 84.000 89.000 0.86 46.37 84.000 84.000 0 0 50| 0 1,231 0 0 300 72.250 0.81 43.08 0 0 0| 0 1,837 0 0 320 57.250 0.73 41.31 0 0 0| 0 1,288 0 0 340 42.500 43.750 0.65 39.74 42.500 S 42.500 S 0 0 188| 0 3,687 0 0 360 31.250 32.000 0.55 38.00 31.250 S 31.250 S 0 0 188| 0 2,552 0 0 380 22.500 0.45 36.49 0 0 0| 0 6,403 0 0 400 12.500 15.250 0.34 35.18 14.500 12.500 0 0 150| 0 9,026 0 0 420 8.000 10.000 0.25 34.62 8.000 8.000 0 0 4| 0 9,134 0 0 440 6.500 0.18 34.41 0 0 0| 0 8,812 0 0 460 4.250 0.13 34.08 0 0 0| 0 10,555 0 0 480 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 0 580| 0 122,818 0 0 Indicative a-t-m Vol 37.35 Underlying Price 380.600 Time to expiry: 199 Days Mar 11 184.500 0.96 59.71 0 0 0| 0 0 0 0 200 147.500 0.92 53.16 0 0 0| 0 100 0 0 240 112.000 0.86 47.03 0 0 0| 0 120 0 0 280 80.000 0.77 42.35 0 0 0| 0 90 0 0 320 66.000 0.71 40.83 0 0 0| 0 1,046 0 0 340 53.250 0.64 39.13 0 0 0| 0 3,165 0 0 360 41.750 0.56 37.39 0 0 0| 0 778 0 0 380 32.500 0.48 36.58 0 0 0| 0 4,501 0 0 400 24.250 0.40 35.24 0 0 0| 0 8,231 0 0 420 17.000 17.750 0.33 34.23 17.000 16.750 0 0 102| 0 8,764 0 0 440 Equity Options 22:04 Business Day Tue 31 Aug 2010 Previous Business Day Mon 30 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 0.26 33.20 0 0 0| 0 3,296 0 0 460 8.750 0.20 32.51 0 0 0| 0 3,614 0 0 480 5.250 5.000 0.12 32.94 5.250 5.250 0 0 50| 0 1,456 0 0 520 2.500 0.07 32.57 0 0 0| 0 2,409 0 0 560 1.250 0.04 33.06 0 0 0| 0 2,596 0 0 600 0.750 0.02 33.97 0 0 0| 0 447 0 0 640 0.500 0.02 35.26 0 0 0| 0 107 0 0 680 0.500 0.01 36.89 0 0 0| 0 2 0 0 720 Total 0 0 152| 0 40,722 0 0 Indicative a-t-m Vol 37.00 Underlying Price 380.600 Time to expiry: 290 Days Jun 11 186.250 0.94 58.02 0 0 0| 0 740 0 0 200 149.750 0.90 50.82 0 0 0| 0 80 0 0 240 115.000 0.84 44.58 0 0 0| 0 56 0 0 280 84.500 0.75 40.87 0 0 0| 0 168 0 0 320 59.000 0.63 37.88 0 0 0| 0 315 0 0 360 48.500 0.56 37.06 0 0 0| 0 16 0 0 380 36.000 38.750 0.50 35.72 36.000 36.000 0 0 10| 0 1,643 0 0 400 30.750 0.43 34.86 0 0 0| 0 50 0 0 420 24.250 0.37 34.16 0 0 0| 0 2,782 0 0 440 16.250 18.500 0.30 33.21 16.250 16.250 0 0 30| 0 25 0 0 460 14.250 0.25 32.91 0 0 0| 0 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 40| 0 15,945 0 0 Indicative a-t-m Vol 37.43 Underlying Price 380.600 Time to expiry: 472 Days Dec 11 187.500 0.94 53.80 0 0 0| 0 0 0 0 200 153.500 0.88 49.34 0 0 0| 0 1 0 0 240 121.750 0.82 45.12 0 0 0| 0 0 0 0 280 89.250 93.250 0.73 41.42 89.250 89.250 0 0 1| 0 1,828 0 0 320 65.000 69.000 0.63 38.63 65.000 65.000 0 0 1| 0 1,508 0 0 360 49.250 0.52 36.34 0 0 0| 0 2,184 0 0 400 33.500 0.41 34.24 0 0 0| 0 4,267 0 0 440 22.750 0.31 33.15 0 0 0| 0 1,500 0 0 480 9.500 0.16 31.34 0 0 0| 0 3,420 0 0 560 4.000 0.08 30.85 0 0 0| 0 1,504 0 0 640 1.500 0.03 29.70 0 0 0| 0 1,780 0 0 720 Total 0 0 2| 0 17,992 0 0 Indicative a-t-m Vol 36.97 Underlying Price 380.600 Time to expiry: 654 Days Jun 12 157.000 0.87 49.66 0 0 0| 0 0 0 0 240 99.500 0.72 41.66 0 0 0| 0 0 0 0 320 75.500 0.63 38.42 0 0 0| 0 0 0 0 360 55.500 0.53 35.66 0 0 0| 0 0 0 0 400 41.000 0.44 34.45 0 0 0| 0 0 0 0 440 Equity Options 22:04 Business Day Tue 31 Aug 2010 Previous Business Day Mon 30 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 | 30.500 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 36.36 Underlying Price 380.600 Time to expiry: 843 Days Dec 12 158.750 0.86 48.19 0 0 0| 0 0 0 0 240 130.250 0.79 44.58 0 0 0| 0 0 0 0 280 104.000 0.72 41.00 0 0 0| 0 3 0 0 320 80.250 0.63 37.71 0 0 0| 0 15 0 0 360 60.500 0.54 35.13 0 0 0| 0 615 0 0 400 45.500 0.45 33.55 0 0 0| 0 602 0 0 440 32.250 0.36 31.49 0 0 0| 0 0 0 0 480 15.500 0.22 28.88 0 0 0| 0 10 0 0 560 7.750 0.13 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 1,103| 0 325,231 0 0 | Equity Options 22:04 Business Day Tue 31 Aug 2010 Previous Business Day Mon 30 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 36.27 Underlying Price 380.600 Time to expiry: 17 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 CAB -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 0.750 -0.05 48.00 0 0 0| 0 2,280 0 0 320 1.750 -0.10 42.24 0 0 0| 0 1,785 0 0 340 8.250 5.000 -0.24 38.65 8.250 8.250 0 0 75| 0 9,335 0 0 360 8.500 -0.36 39.65 0 0 0| 0 19 0 0 370 11.750 -0.47 36.10 0 0 0| 0 2,536 0 0 380 18.000 -0.60 37.84 0 0 0| 0 308 0 0 390 28.500 24.250 -0.72 36.00 28.500 S 28.500 S 0 0 15| 0 5,722 0 0 400 31.000 -0.86 29.88 0 0 0| 0 40 0 0 410 40.000 -0.93 29.21 0 0 0| 0 604 0 0 420 49.500 -0.97 29.04 0 0 0| 0 34 0 0 430 59.500 -0.99 27.33 0 0 0| 0 1,918 0 0 440 79.500 -1.00 25.32 0 0 0| 0 1,844 0 0 460 99.500 -1.00 29.37 0 0 0| 0 7,292 0 0 480 119.500 -1.00 30.21 0 0 0| 0 3 0 0 500 139.500 -1.00 30.21 0 0 0| 0 4,443 0 0 520 179.500 -1.00 31.73 0 0 0| 0 4,784 0 0 560 219.500 -1.00 35.00 0 0 0| 0 2,542 0 0 600 259.500 -1.00 36.32 0 0 0| 0 1,258 0 0 640 299.500 -1.00 41.37 0 0 0| 0 25 0 0 680 339.500 -1.00 42.59 0 0 0| 0 0 0 0 720 Total 0 0 90| 0 58,914 0 0 Indicative a-t-m Vol 37.54 Underlying Price 380.600 Time to expiry: 45 Days Oct 10 4.250 -0.12 46.01 0 0 0| 0 34 0 0 320 7.250 -0.20 42.63 0 0 0| 0 2 0 0 340 12.000 -0.32 39.66 0 0 0| 0 2,918 0 0 360 15.250 -0.39 38.40 0 0 0| 0 2 0 0 370 19.750 -0.47 37.69 0 0 0| 0 9,062 0 0 380 24.500 -0.55 36.20 0 0 0| 0 65 0 0 390 30.750 -0.63 36.01 0 0 0| 0 374 0 0 400 37.500 -0.70 35.24 0 0 0| 0 1,038 0 0 410 45.250 -0.77 35.32 0 0 0| 0 44 0 0 420 53.250 -0.83 34.35 0 0 0| 0 10 0 0 430 62.250 -0.87 35.04 0 0 0| 0 7 0 0 440 80.250 -0.95 32.75 0 0 0| 0 1 0 0 460 99.750 -0.97 35.63 0 0 0| 0 0 0 0 480 119.500 -0.98 37.65 0 0 0| 0 0 0 0 500 159.500 -0.99 44.35 0 0 0| 0 51 0 0 540 179.500 -0.99 48.35 0 0 0| 0 0 0 0 560 Total 0 0 0| 0 13,608 0 0 Equity Options 22:04 Business Day Tue 31 Aug 2010 Previous Business Day Mon 30 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 37.34 Underlying Price 380.600 Time to expiry: 80 Days Nov 10 7.750 -0.17 43.35 0 0 0| 0 0 0 0 320 12.000 -0.25 41.52 0 0 0| 0 55 0 0 340 18.000 -0.34 39.15 0 0 0| 0 44 0 0 360 21.750 -0.40 38.19 0 0 0| 0 0 0 0 370 26.000 -0.46 37.41 0 0 0| 0 10 0 0 380 31.250 -0.52 36.64 0 0 0| 0 0 0 0 390 37.250 -0.58 36.37 0 0 0| 0 0 0 0 400 50.250 -0.70 35.10 0 0 0| 0 0 0 0 420 66.000 -0.79 35.20 0 0 0| 0 0 0 0 440 Total 0 0 0| 0 109 0 0 Indicative a-t-m Vol 37.18 Underlying Price 380.600 Time to expiry: 108 Days Dec 10 1.750 -0.03 67.73 0 0 0| 0 1,089 0 0 200 3.000 2.750 -0.05 56.89 3.000 3.000 0 0 20| 0 3,282 0 0 240 3.750 -0.07 52.57 0 0 0| 0 588 0 0 260 5.500 -0.10 49.57 0 0 0| 0 17,006 0 0 280 9.000 7.500 -0.14 45.47 9.000 9.000 0 0 175| 0 13,602 0 0 300 10.500 -0.19 42.65 0 0 0| 0 6,070 0 0 320 18.000 15.500 -0.27 40.85 18.000 18.000 0 0 15| 0 4,717 0 0 340 24.000 21.500 -0.35 38.52 24.000 24.000 0 0 100| 0 14,113 0 0 360 30.000 -0.45 37.23 0 0 0| 0 1,439 0 0 380 43.500 41.000 -0.56 36.13 43.500 S 43.500 S 0 0 15| 0 8,560 0 0 400 57.250 53.250 -0.66 34.64 57.250 57.250 0 0 25| 0 7,333 0 0 420 68.000 -0.76 33.76 0 0 0| 0 2,995 0 0 440 84.500 -0.83 33.10 0 0 0| 0 4,619 0 0 460 102.500 -0.89 33.19 0 0 0| 0 11,947 0 0 480 121.000 -0.93 32.98 0 0 0| 0 2,829 0 0 500 140.000 -0.96 32.45 0 0 0| 0 14,558 0 0 520 179.500 -0.99 33.18 0 0 0| 0 11,487 0 0 560 219.500 -1.00 30.04 0 0 0| 0 7,451 0 0 600 259.500 -1.00 30.03 0 0 0| 0 3,376 0 0 640 299.500 -1.00 30.29 0 0 0| 0 34 0 0 680 339.500 -1.00 30.77 0 0 0| 0 150 0 0 720 Total 0 0 350| 0 137,245 0 0 Indicative a-t-m Vol 36.07 Underlying Price 380.600 Time to expiry: 199 Days Mar 11 3.000 -0.04 56.53 0 0 0| 0 102 0 0 200 6.000 -0.08 50.74 0 0 0| 0 750 0 0 240 11.000 -0.14 45.61 0 0 0| 0 418 0 0 280 19.000 -0.24 40.99 0 0 0| 0 1,411 0 0 320 24.750 -0.30 39.18 0 0 0| 0 2,251 0 0 340 32.000 -0.37 37.72 0 0 0| 0 493 0 0 360 40.750 -0.45 36.11 0 0 0| 0 485 0 0 380 51.500 -0.53 35.20 0 0 0| 0 363 0 0 400 63.000 -0.61 33.45 0 0 0| 0 301 0 0 420 76.750 -0.69 32.58 0 0 0| 0 417 0 0 440 96.500 92.000 -0.76 31.68 97.000 96.500 0 0 80| 0 2,087 0 0 460 Equity Options 22:04 Business Day Tue 31 Aug 2010 Previous Business Day Mon 30 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 | 113.750 108.000 -0.82 30.71 113.750 113.750 0 0 90| 0 1,503 0 0 480 143.500 -0.92 28.77 0 0 0| 0 1,368 0 0 520 181.500 -0.97 27.45 0 0 0| 0 192 0 0 560 220.750 -0.99 26.78 0 0 0| 0 151 0 0 600 260.250 -1.00 26.38 0 0 0| 0 15 0 0 640 300.000 -1.00 26.78 0 0 0| 0 25 0 0 680 340.000 -1.00 27.05 0 0 0| 0 0 0 0 720 Total 0 0 170| 0 12,332 0 0 Indicative a-t-m Vol 35.74 Underlying Price 380.600 Time to expiry: 290 Days Jun 11 5.000 -0.06 52.50 0 0 0| 0 102 0 0 200 9.250 -0.10 47.46 0 0 0| 0 465 0 0 240 15.500 -0.17 43.14 0 0 0| 0 320 0 0 280 28.000 26.000 -0.26 40.07 28.000 27.000 0 0 75| 0 586 0 0 320 40.250 -0.38 37.00 0 0 0| 0 784 0 0 360 49.500 -0.45 35.79 0 0 0| 0 7 0 0 380 60.250 -0.51 34.90 0 0 0| 0 1,058 0 0 400 72.000 -0.58 33.83 0 0 0| 0 9 0 0 420 84.500 -0.65 32.30 0 0 0| 0 4,546 0 0 440 102.750 99.250 -0.71 31.65 102.750 100.000 0 0 35| 0 40 0 0 460 114.500 -0.77 30.56 0 0 0| 0 2,982 0 0 480 185.000 -0.93 28.13 0 0 0| 0 301 0 0 560 223.500 -0.96 27.71 0 0 0| 0 40 0 0 600 262.500 -0.98 27.85 0 0 0| 0 8 0 0 640 341.750 -0.99 28.11 0 0 0| 0 0 0 0 720 Total 0 0 110| 0 11,248 0 0 Indicative a-t-m Vol 36.22 Underlying Price 380.600 Time to expiry: 472 Days Dec 11 11.250 -0.09 50.86 0 0 0| 0 4 0 0 200 17.250 -0.14 45.85 0 0 0| 0 109 0 0 240 25.500 24.500 -0.20 40.58 25.500 25.500 0 0 50| 0 509 0 0 280 40.500 -0.30 40.19 0 0 0| 0 3,217 0 0 320 56.500 -0.39 37.30 0 0 0| 0 1,546 0 0 360 77.250 -0.50 35.25 0 0 0| 0 1,181 0 0 400 100.750 -0.62 32.54 0 0 0| 0 3,004 0 0 440 128.500 -0.72 30.42 0 0 0| 0 1,097 0 0 480 197.250 -0.86 29.67 0 0 0| 0 1,300 0 0 560 271.500 -0.94 28.43 0 0 0| 0 502 0 0 640 348.750 -0.98 27.26 0 0 0| 0 0 0 0 720 Total 0 0 50| 0 12,469 0 0 Indicative a-t-m Vol 35.69 Underlying Price 380.600 Time to expiry: 654 Days Jun 12 28.750 -0.17 48.51 0 0 0| 0 0 0 0 240 53.000 -0.31 41.01 0 0 0| 0 0 0 0 320 68.250 -0.39 37.23 0 0 0| 0 0 0 0 360 87.500 -0.49 34.29 0 0 0| 0 0 0 0 400 110.250 -0.60 31.58 0 0 0| 0 0 0 0 440 138.500 -0.69 30.16 0 0 0| 0 0 0 0 480 Total 0 0 0| 0 0 0 0 Equity Options 22:04 Business Day Tue 31 Aug 2010 Previous Business Day Mon 30 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 34.92 Underlying Price 380.600 Time to expiry: 843 Days Dec 12 31.500 -0.17 44.16 0 0 0| 0 15 0 0 240 48.500 -0.24 43.89 0 0 0| 0 10 0 0 280 61.500 -0.31 39.92 0 0 0| 0 0 0 0 320 77.000 -0.39 36.40 0 0 0| 0 261 0 0 360 96.500 -0.48 33.58 0 0 0| 0 600 0 0 400 118.000 -0.58 30.62 0 0 0| 0 600 0 0 440 144.500 -0.68 28.65 0 0 0| 0 0 0 0 480 207.250 -0.82 26.15 0 0 0| 0 14 0 0 560 274.750 -0.98 18.27 0 0 0| 0 300 0 0 640 352.750 -0.97 21.94 0 0 0| 0 0 0 0 720 Total 0 0 0| 0 1,800 0 0 Total Puts 0 0 770| 0 247,725 0 0 Grand Total 0 302,280 304,153| 0 875,236 0 0 Equity Options 22:04 Business Day Tue 31 Aug 2010 Previous Business Day Mon 30 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 34.08 Underlying Price 211.000 Time to expiry: 17 Days Sep 10 51.000 1.00 41.96 0 0 0| 0 26 0 0 160 41.000 0.99 40.66 0 0 0| 0 0 0 0 170 31.250 0.97 39.59 0 0 0| 0 4 0 0 180 26.500 0.94 38.79 0 0 0| 0 0 0 0 185 22.000 0.90 38.53 0 0 0| 0 8 0 0 190 17.500 0.84 37.21 0 0 0| 0 0 0 0 195 13.750 0.76 36.94 0 0 0| 0 21 0 0 200 10.000 0.66 35.62 0 0 0| 0 0 0 0 205 7.000 0.54 34.13 0 0 0| 0 102 0 0 210 4.750 0.42 33.87 0 0 0| 0 1 0 0 215 2.750 0.30 33.33 0 0 0| 0 535 0 0 220 1.750 0.20 33.24 0 0 0| 0 0 0 0 225 1.000 0.13 33.14 0 0 0| 0 5,110 0 0 230 0.500 0.08 33.64 0 0 0| 0 100 0 0 235 0.500 0.07 38.56 0 0 0| 0 43 0 0 240 CAB 0.00 33.34 0 0 0| 0 5 0 0 260 CAB 0.00 34.44 0 0 0| 0 20 0 0 280 CAB 0.00 36.88 0 0 0| 0 0 0 0 300 CAB 0.00 38.91 0 0 0| 0 0 0 0 310 CAB 0.00 40.89 0 0 0| 0 0 0 0 320 Total 0 0 0| 0 5,975 0 0 Indicative a-t-m Vol 30.89 Underlying Price 211.000 Time to expiry: 45 Days Oct 10 32.500 0.90 36.57 0 0 0| 0 0 0 0 180 23.750 0.82 34.61 0 0 0| 0 0 0 0 190 19.750 0.77 33.49 0 0 0| 0 0 0 0 195 16.000 0.70 32.22 0 0 0| 0 0 0 0 200 12.500 0.63 31.15 0 0 0| 0 0 0 0 205 9.750 0.54 30.87 0 0 0| 0 1 0 0 210 7.500 0.46 30.99 0 0 0| 0 0 0 0 215 5.750 0.38 31.10 0 0 0| 0 0 0 0 220 4.250 0.30 31.10 0 0 0| 0 0 0 0 225 3.000 0.24 31.30 0 0 0| 0 20 0 0 230 2.250 0.18 31.38 0 0 0| 0 0 0 0 235 1.500 0.14 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 33.45 Underlying Price 211.000 Time to expiry: 80 Days Nov 10 27.250 0.76 37.72 0 0 0| 0 0 0 0 190 19.500 0.67 33.61 0 0 0| 0 0 0 0 200 16.750 0.61 33.93 0 0 0| 0 0 0 0 205 14.000 0.55 33.50 0 0 0| 0 0 0 0 210 11.500 0.49 33.28 0 0 0| 0 0 0 0 215 Equity Options 22:04 Business Day Tue 31 Aug 2010 Previous Business Day Mon 30 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 | 9.500 0.43 33.11 0 0 0| 0 0 0 0 220 7.750 0.37 33.17 0 0 0| 0 0 0 0 225 7.250 0.34 35.64 0 0 0| 0 0 0 0 230 5.000 0.25 36.12 0 0 0| 0 0 0 0 240 2.250 0.13 37.06 0 0 0| 0 0 0 0 260 Total 0 0 0| 0 0 0 0 Indicative a-t-m Vol 36.00 Underlying Price 211.000 Time to expiry: 108 Days Dec 10 53.000 0.92 38.89 0 0 0| 0 5 0 0 160 44.250 0.88 37.92 0 0 0| 0 0 0 0 170 36.250 0.82 37.07 0 0 0| 0 30 0 0 180 28.750 0.74 36.30 0 0 0| 0 0 0 0 190 22.500 0.65 36.09 0 0 0| 0 9 0 0 200 17.250 0.55 35.98 0 0 0| 0 8 0 0 210 13.000 0.46 36.19 0 0 0| 0 150 0 0 220 9.500 0.37 36.05 0 0 0| 0 16 0 0 230 7.000 0.29 36.25 0 0 0| 0 14 0 0 240 3.750 0.18 37.16 0 0 0| 0 2,540 0 0 260 2.250 0.12 39.31 0 0 0| 0 3,054 0 0 280 0.500 0.03 38.09 0 0 0| 0 8 0 0 320 Total 0 0 0| 0 5,834 0 0 Indicative a-t-m Vol 36.79 Underlying Price 211.000 Time to expiry: 199 Days Mar 11 56.500 0.87 39.39 0 0 0| 0 0 0 0 160 41.500 0.76 38.35 0 0 0| 0 0 0 0 180 34.750 0.70 37.78 0 0 0| 0 0 0 0 190 28.750 0.64 37.20 0 0 0| 0 5 0 0 200 23.750 0.57 36.81 0 0 0| 0 0 0 0 210 19.250 0.50 36.57 0 0 0| 0 0 0 0 220 15.750 0.43 36.57 0 0 0| 0 10 0 0 230 12.750 0.37 36.57 0 0 0| 0 0 0 0 240 5.250 0.19 36.83 0 0 0| 0 0 0 0 280 Total 0 0 0| 0 15 0 0 Total Calls 0 0 0| 0 11,845 0 0 | Equity Options 22:04 Business Day Tue 31 Aug 2010 Previous Business Day Mon 30 Aug 2010 Page 61 Puts | Block | Opening Settle Delta Vola- Daily Trade Bclear Total | Official **Open Change Exer- Exer Trans Price tility High Low Volume Volume*** Volume | Volume Int cises Price | British Airways plc - STND OPT (AWS) Indicative a-t-m Vol 35.44 Underlying Price 211.000 Time to expiry: 17 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 -0.03 40.64 0 0 0| 0 7,619 0 0 180 0.500 -0.06 39.50 0 0 0| 0 4 0 0 185 1.000 -0.11 39.50 0 0 0| 0 2,830 0 0 190 1.750 -0.17 38.77 0 0 0| 0 0 0 0 195 2.750 -0.25 38.05 0 0 0| 0 149 0 0 200 4.250 -0.35 36.77 0 0 0| 0 0 0 0 205 6.000 -0.46 35.52 0 0 0| 0 263 0 0 210 8.750 -0.58 35.11 0 0 0| 0 15 0 0 215 12.000 -0.69 34.73 0 0 0| 0 645 0 0 220 15.750 -0.79 34.01 0 0 0| 0 0 0 0 225 20.000 -0.87 34.01 0 0 0| 0 4,107 0 0 230 24.500 -0.92 33.75 0 0 0| 0 0 0 0 235 29.250 -0.96 33.65 0 0 0| 0 32 0 0 240 49.000 -1.00 34.60 0 0 0| 0 10 0 0 260 69.000 -1.00 35.80 0 0 0| 0 60 0 0 280 89.000 -1.00 38.45 0 0 0| 0 0 0 0 300 99.000 -1.00 39.90 0 0 0| 0 0 0 0 310 109.000 -1.00 41.82 0 0 0| 0 0 0 0 320 Total 0 0 0| 0 15,783 0 0 Indicative a-t-m Vol 34.86 Underlying Price 211.000 Time to expiry: 45 Days Oct 10 1.750 -0.11 39.05 0 0 0| 0 0 0 0 180 3.250 -0.19 37.51 0 0 0| 0 0 0 0 190 4.500 -0.25 36.95 0 0 0| 0 0 0 0 195 6.000 -0.31 36.65 0 0 0| 0 15 0 0 200 7.750 -0.38 35.55 0 0 0| 0 0 0 0 205 9.750 -0.46 34.85 0 0 0| 0 1,050 0 0 210 12.500 -0.53 34.89 0 0 0| 0 0 0 0 215 15.750 -0.61 35.14 0 0 0| 0 5 0 0 220 19.250 -0.67 35.34 0 0 0| 0 0 0 0 225 23.000 -0.73 35.69 0 0 0| 0 0 0 0 230 27.000 -0.78 35.69 0 0 0| 0 0 0 0 235 31.250 -0.83 35.79 0 0 0| 0 0 0 0 240 49.500 -0.94 37.37 0 0 0| 0 0 0 0 260 69.000 -0.98 38.21 0 0 0| 0 0 0 0 280 Total 0 0 0| 0 1,070 0 0 Indicative a-t-m Vol 38.90 Underlying Price 211.000 Time to expiry: 80 Days Nov 10 4.500 -0.22 32.78 0 0 0| 0 0 0 0 190 9.750 -0.35 38.15 0 0 0| 0 2 0 0 200 12.000 -0.40 38.12 0 0 0| 0 0 0 0 205 14.750 -0.45 38.97 0 0 0| 0 0 0 0 210 17.500 -0.50 38.64 0 0 0| 0 0 0 0 215 20.000 -0.55 38.07 0 0 0| 0 0 0 0 220 Equity Options 22:04 Business Day Tue 31 Aug 2010 Previous Business Day Mon 30 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 | 23.250 -0.60 37.92 0 0 0| 0 0 0 0 225 27.000 -0.65 38.69 0 0 0| 0 0 0 0 230 34.000 -0.74 36.90 0 0 0| 0 0 0 0 240 52.750 -0.81 44.54 0 0 0| 0 0 0 0 260 Total 0 0 0| 0 2 0 0 Indicative a-t-m Vol 41.21 Underlying Price 211.000 Time to expiry: 108 Days Dec 10 2.500 -0.10 43.20 0 0 0| 0 42 0 0 160 4.000 -0.15 42.44 0 0 0| 0 50 0 0 170 6.500 -0.21 42.07 0 0 0| 0 100 0 0 180 9.500 -0.28 41.85 0 0 0| 0 0 0 0 190 13.500 -0.36 41.56 0 0 0| 0 34 0 0 200 18.250 -0.44 41.25 0 0 0| 0 45 0 0 210 23.750 -0.53 40.89 0 0 0| 0 76 0 0 220 30.250 -0.61 40.89 0 0 0| 0 13 0 0 230 37.250 -0.68 40.29 0 0 0| 0 8 0 0 240 53.250 -0.80 40.28 0 0 0| 0 16 0 0 260 70.750 -0.89 38.83 0 0 0| 0 47 0 0 280 109.250 -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 43.09 Underlying Price 211.000 Time to expiry: 199 Days Mar 11 7.000 -0.16 45.52 0 0 0| 0 0 0 0 160 13.000 13.250 -0.26 45.42 13.000 13.000 0 0 5| 0 500 0 0 180 16.500 -0.31 44.08 0 0 0| 0 4 0 0 190 21.000 -0.37 43.93 0 0 0| 0 0 0 0 200 25.750 -0.43 43.18 0 0 0| 0 0 0 0 210 31.000 -0.49 42.28 0 0 0| 0 5 0 0 220 37.000 -0.55 41.73 0 0 0| 0 10 0 0 230 43.750 -0.60 41.30 0 0 0| 0 2 0 0 240 76.000 -0.77 42.67 0 0 0| 0 81 0 0 280 Total 0 0 5| 0 602 0 0 Total Puts 0 0 5| 0 17,888 0 0 Grand Total 0 148,850 148,855| 0 178,583 0 0 Equity Options 22:04 Business Day Tue 31 Aug 2010 Previous Business Day Mon 30 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 17.44 Underlying Price 2216.000 Time to expiry: 17 Days Sep 10 616.500 1.00 42.23 0 0 0| 0 0 0 0 1600 417.000 1.00 34.24 0 0 0| 0 0 0 0 1800 317.000 0.99 29.36 0 0 0| 0 0 0 0 1900 218.000 0.98 23.88 0 0 0| 0 11 0 0 2000 122.500 0.89 20.66 0 0 0| 0 6 0 0 2100 43.500 0.58 17.67 0 0 0| 0 234 0 0 2200 6.500 0.16 16.22 0 0 0| 0 308 0 0 2300 1.000 0.02 17.98 0 0 0| 0 83 0 0 2400 CAB 0.00 20.91 0 0 0| 0 31 0 0 2600 CAB 0.00 28.22 0 0 0| 0 0 0 0 2800 Total 0 0 0| 0 673 0 0 Indicative a-t-m Vol 18.23 Underlying Price 2216.000 Time to expiry: 45 Days Oct 10 320.500 0.97 24.51 0 0 0| 0 0 0 0 1900 225.000 0.91 22.08 0 0 0| 0 0 0 0 2000 137.500 0.79 20.12 0 0 0| 0 0 0 0 2100 67.000 0.56 18.41 0 0 0| 0 10 0 0 2200 23.500 0.29 17.31 0 0 0| 0 40 0 0 2300 6.000 0.10 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 20.21 Underlying Price 2216.000 Time to expiry: 80 Days Nov 10 330.500 0.91 25.66 0 0 0| 0 0 0 0 1900 241.000 0.84 23.57 0 0 0| 0 0 0 0 2000 158.500 160.500 0.72 21.81 158.500 158.500 0 0 8| 0 0 0 0 2100 94.500 0.56 20.35 0 0 0| 0 0 0 0 2200 48.000 0.37 19.44 0 0 0| 0 1 0 0 2300 21.500 0.20 18.93 0 0 0| 0 49 0 0 2400 4.000 0.05 19.48 0 0 0| 0 0 0 0 2600 Total 0 0 8| 0 50 0 0 Indicative a-t-m Vol 20.61 Underlying Price 2216.000 Time to expiry: 108 Days Dec 10 429.000 0.94 26.13 0 0 0| 0 0 0 0 1800 337.500 0.89 24.80 0 0 0| 0 0 0 0 1900 251.500 0.81 23.37 0 0 0| 0 42 0 0 2000 175.000 0.70 22.05 0 0 0| 0 34 0 0 2100 110.500 0.56 20.76 0 0 0| 0 588 0 0 2200 63.000 0.39 19.83 0 0 0| 0 3 0 0 2300 32.000 0.25 19.16 0 0 0| 0 1,027 0 0 2400 1.500 0.02 20.03 0 0 0| 0 30 0 0 2800 Total 0 0 0| 0 1,724 0 0 Indicative a-t-m Vol 21.78 Underlying Price 2216.000 Time to expiry: 199 Days Mar 11 Equity Options 22:04 Business Day Tue 31 Aug 2010 Previous Business Day Mon 30 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 | 446.500 0.89 26.76 0 0 0| 0 0 0 0 1800 360.000 0.84 25.43 0 0 0| 0 0 0 0 1900 280.000 0.76 24.15 0 0 0| 0 6 0 0 2000 208.500 0.67 22.95 0 0 0| 0 504 0 0 2100 147.000 0.56 21.93 0 0 0| 0 185 0 0 2200 98.000 0.44 20.99 0 0 0| 0 5 0 0 2300 61.000 0.32 20.31 0 0 0| 0 29 0 0 2400 6.000 0.05 19.36 0 0 0| 0 70 0 0 2800 Total 0 0 0| 0 799 0 0 Total Calls 0 0 8| 0 3,323 0 0 | Equity Options 22:04 Business Day Tue 31 Aug 2010 Previous Business Day Mon 30 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 17.12 Underlying Price 2216.000 Time to expiry: 17 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 5.000 -0.10 19.67 0 0 0| 0 310 0 0 2100 26.000 -0.41 17.38 0 0 0| 0 67 0 0 2200 89.500 -0.85 15.74 0 0 0| 0 18 0 0 2300 184.000 -0.99 16.88 0 0 0| 0 3 0 0 2400 384.000 -1.00 21.19 0 0 0| 0 2 0 0 2600 584.000 -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 18.53 Underlying Price 2216.000 Time to expiry: 45 Days Oct 10 3.000 -0.04 24.81 0 0 0| 0 0 0 0 1900 7.500 -0.09 22.38 0 0 0| 0 1 0 0 2000 20.500 -0.21 20.42 0 0 0| 0 10 0 0 2100 53.000 50.000 -0.44 18.71 53.000 53.000 0 0 5| 0 8 0 0 2200 106.500 -0.71 17.61 0 0 0| 0 8 0 0 2300 189.000 -0.90 17.06 0 0 0| 0 0 0 0 2400 384.000 -1.00 18.21 0 0 0| 0 0 0 0 2600 584.000 -1.00 22.99 0 0 0| 0 0 0 0 2800 Total 0 0 5| 0 27 0 0 Indicative a-t-m Vol 20.40 Underlying Price 2216.000 Time to expiry: 80 Days Nov 10 11.500 -0.09 25.65 0 0 0| 0 0 0 0 1900 22.000 -0.16 23.58 0 0 0| 0 0 0 0 2000 45.000 42.000 -0.28 21.96 45.000 45.000 0 0 2| 0 14 0 0 2100 76.000 -0.45 20.55 0 0 0| 0 0 0 0 2200 129.500 -0.64 19.59 0 0 0| 0 7 0 0 2300 202.500 -0.80 18.87 0 0 0| 0 0 0 0 2400 385.000 -0.98 18.30 0 0 0| 0 0 0 0 2600 Total 0 0 2| 0 21 0 0 Indicative a-t-m Vol 20.85 Underlying Price 2216.000 Time to expiry: 108 Days Dec 10 11.000 -0.07 27.64 0 0 0| 0 30 0 0 1800 19.000 -0.12 25.47 0 0 0| 0 14 0 0 1900 32.000 -0.19 23.69 0 0 0| 0 2,135 0 0 2000 55.000 55.500 -0.30 22.31 55.000 55.000 0 0 1| 0 59 0 0 2100 91.500 -0.45 21.01 0 0 0| 0 133 0 0 2200 143.500 -0.61 19.97 0 0 0| 0 0 0 0 2300 213.500 -0.75 19.53 0 0 0| 0 7 0 0 2400 584.000 -1.00 16.98 0 0 0| 0 0 0 0 2800 Total 0 0 1| 0 2,378 0 0 Indicative a-t-m Vol 21.01 Underlying Price 2216.000 Time to expiry: 199 Days Mar 11 35.000 -0.15 25.82 0 0 0| 0 24 0 0 1800 Equity Options 22:04 Business Day Tue 31 Aug 2010 Previous Business Day Mon 30 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 | 52.500 -0.22 24.47 0 0 0| 0 82 0 0 1900 78.000 -0.30 23.32 0 0 0| 0 180 0 0 2000 113.500 -0.41 22.19 0 0 0| 0 506 0 0 2100 159.000 -0.52 21.13 0 0 0| 0 213 0 0 2200 221.000 218.000 -0.64 20.34 221.000 221.000 0 0 5| 0 3 0 0 2300 288.000 -0.75 19.64 0 0 0| 0 1 0 0 2400 646.000 -0.97 18.51 0 0 0| 0 78 0 0 2800 Total 0 0 5| 0 1,087 0 0 Total Puts 0 0 13| 0 4,820 0 0 Grand Total 0 93,890 93,911| 0 102,033 0 0 Equity Options 22:04 Business Day Tue 31 Aug 2010 Previous Business Day Mon 30 Aug 2010 Page 67 Calls | Block | Opening Settle Delta Vola- Daily Trade Bclear Total | Official **Open Change Exer- Exer Trans Price tility High Low Volume Volume*** Volume | Volume Int cises Price | British Land Company PLC - STND OPT (BLC) Indicative a-t-m Vol 24.32 Underlying Price 456.400 Time to expiry: 17 Days Sep 10 100.000 0.92 82.74 0 0 0| 0 0 0 0 360 79.750 0.90 67.70 0 0 0| 0 0 0 0 380 61.000 0.86 58.41 0 0 0| 0 0 0 0 400 40.750 0.83 42.03 0 0 0| 0 0 0 0 420 30.000 0.81 31.84 0 0 0| 0 0 0 0 430 20.750 0.74 26.64 0 0 0| 0 1 0 0 440 13.500 0.61 24.69 0 0 0| 0 0 0 0 450 8.250 0.46 24.15 0 0 0| 0 17 0 0 460 4.500 0.30 24.05 0 0 0| 0 261 0 0 470 2.000 0.17 22.71 0 0 0| 0 400 0 0 480 CAB 0.00 7.62 0 0 0| 0 6 0 0 520 CAB 0.00 3.95 0 0 0| 0 0 0 0 560 Total 0 0 0| 0 685 0 0 Indicative a-t-m Vol 24.73 Underlying Price 456.400 Time to expiry: 108 Days Dec 10 100.000 0.91 40.32 0 0 0| 0 0 0 0 360 61.000 0.85 28.80 0 0 0| 0 0 0 0 400 45.000 0.74 27.12 0 0 0| 0 0 0 0 420 31.000 0.62 25.66 0 0 0| 0 0 0 0 440 20.250 0.48 24.57 0 0 0| 0 0 0 0 460 10.000 12.750 0.35 24.36 10.000 10.000 0 0 9| 0 62 0 0 480 4.750 0.16 24.51 0 0 0| 0 15 0 0 520 2.250 0.08 26.52 0 0 0| 0 55 0 0 560 Total 0 0 9| 0 132 0 0 Indicative a-t-m Vol 25.09 Underlying Price 456.400 Time to expiry: 199 Days Mar 11 65.750 0.77 29.37 0 0 0| 0 0 0 0 400 50.000 0.69 26.91 0 0 0| 0 0 0 0 420 37.500 0.59 25.86 0 0 0| 0 5 0 0 440 27.000 0.48 24.96 0 0 0| 0 1 0 0 460 19.750 0.39 24.84 0 0 0| 0 0 0 0 480 9.750 0.23 24.67 0 0 0| 0 3 0 0 520 4.750 0.13 24.84 0 0 0| 0 0 0 0 560 Total 0 0 0| 0 9 0 0 Total Calls 0 0 9| 0 826 0 0 | Equity Options 22:04 Business Day Tue 31 Aug 2010 Previous Business Day Mon 30 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 24.11 Underlying Price 456.400 Time to expiry: 17 Days Sep 10 CAB -0.01 43.11 0 0 0| 0 0 0 0 360 0.250 -0.02 41.76 0 0 0| 0 0 0 0 380 0.500 -0.03 32.35 0 0 0| 0 125 0 0 400 1.250 -0.09 28.75 0 0 0| 0 17 0 0 420 2.750 -0.17 28.79 0 0 0| 0 0 0 0 430 4.000 -0.25 26.04 0 0 0| 0 528 0 0 440 6.750 -0.38 24.22 0 0 0| 0 3 0 0 450 11.500 -0.55 24.06 0 0 0| 0 48 0 0 460 17.750 -0.71 23.04 0 0 0| 0 20 0 0 470 32.750 25.500 -0.83 23.00 32.750 S 32.750 S 0 0 5| 0 10 0 0 480 64.000 -0.97 31.49 0 0 0| 0 0 0 0 520 103.500 -1.00 23.53 0 0 0| 0 0 0 0 560 Total 0 0 5| 0 751 0 0 Indicative a-t-m Vol 24.97 Underlying Price 456.400 Time to expiry: 108 Days Dec 10 3.500 -0.09 32.51 0 0 0| 0 2 0 0 360 8.500 -0.20 28.79 0 0 0| 0 10 0 0 400 13.500 -0.29 27.42 0 0 0| 0 13 0 0 420 21.500 20.000 -0.40 25.79 21.500 21.500 0 0 18| 0 53 0 0 440 29.500 -0.53 24.82 0 0 0| 0 5 0 0 460 46.750 42.000 -0.66 24.36 46.750 S 46.750 S 0 0 5| 0 6 0 0 480 74.000 -0.84 24.69 0 0 0| 0 0 0 0 520 111.000 -0.94 25.31 0 0 0| 0 0 0 0 560 Total 0 0 23| 0 89 0 0 Indicative a-t-m Vol 25.05 Underlying Price 456.400 Time to expiry: 199 Days Mar 11 17.000 -0.27 28.23 0 0 0| 0 13 0 0 400 23.250 -0.35 27.05 0 0 0| 0 22 0 0 420 31.000 -0.44 25.80 0 0 0| 0 8 0 0 440 41.000 -0.54 24.91 0 0 0| 0 20 0 0 460 54.250 -0.63 24.94 0 0 0| 0 0 0 0 480 84.000 -0.78 24.21 0 0 0| 0 0 0 0 520 119.250 -0.88 24.77 0 0 0| 0 0 0 0 560 Total 0 0 0| 0 63 0 0 Total Puts 0 0 28| 0 903 0 0 Grand Total 0 61,830 61,867| 0 63,559 0 0 Equity Options 22:04 Business Day Tue 31 Aug 2010 Previous Business Day Mon 30 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 707.500 Time to expiry: 17 Days Sep 10 267.750 1.00 45.31 0 0 0| 0 0 0 0 440 227.750 1.00 42.77 0 0 0| 0 6 0 0 480 187.750 1.00 41.32 0 0 0| 0 21 0 0 520 147.750 1.00 35.82 0 0 0| 0 22 0 0 560 107.750 1.00 28.25 0 0 0| 0 61 0 0 600 67.750 0.99 18.23 0 0 0| 0 1,646 0 0 640 29.000 0.89 14.98 0 0 0| 0 104 0 0 680 3.500 0.28 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 707.500 Time to expiry: 108 Days Dec 10 427.750 1.00 54.73 0 0 0| 0 0 0 0 280 387.750 1.00 53.44 0 0 0| 0 0 0 0 320 347.750 1.00 51.56 0 0 0| 0 0 0 0 360 308.000 1.00 49.94 0 0 0| 0 0 0 0 400 268.000 1.00 37.91 0 0 0| 0 0 0 0 440 228.250 0.99 38.72 0 0 0| 0 0 0 0 480 190.250 0.96 40.80 0 0 0| 0 60 0 0 520 149.750 0.96 31.30 0 0 0| 0 524 0 0 560 110.250 0.93 25.28 0 0 0| 0 76 0 0 600 72.500 0.86 21.02 0 0 0| 0 83 0 0 640 34.000 0.75 13.53 0 0 0| 0 15 0 0 680 8.250 0.35 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 707.500 Time to expiry: 199 Days Mar 11 268.000 1.00 33.03 0 0 0| 0 0 0 0 440 228.500 0.99 32.54 0 0 0| 0 0 0 0 480 194.000 0.91 38.37 0 0 0| 0 0 0 0 520 150.250 0.94 26.16 0 0 0| 0 10 0 0 560 112.500 0.89 22.94 0 0 0| 0 0 0 0 600 79.750 0.77 21.76 0 0 0| 0 0 0 0 640 52.250 0.61 20.58 0 0 0| 0 0 0 0 680 30.500 0.45 19.22 0 0 0| 0 10 0 0 720 Total 0 0 0| 0 20 0 0 Indicative a-t-m Vol 22.36 Underlying Price 707.500 Time to expiry: 290 Days Jun 11 308.250 0.99 41.21 0 0 0| 0 0 0 0 400 268.500 0.99 35.87 0 0 0| 0 0 0 0 440 228.750 0.98 31.93 0 0 0| 0 0 0 0 480 152.000 0.91 26.13 0 0 0| 0 0 0 0 560 84.500 0.73 22.03 0 0 0| 0 0 0 0 640 44.000 0.47 22.42 0 0 0| 0 0 0 0 720 Total 0 0 0| 0 0 0 0 Equity Options 22:04 Business Day Tue 31 Aug 2010 Previous Business Day Mon 30 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 707.500 Time to expiry: 472 Days Dec 11 348.750 0.99 44.27 0 0 0| 0 0 0 0 360 309.750 0.97 41.04 0 0 0| 0 0 0 0 400 271.250 0.95 37.72 0 0 0| 0 0 0 0 440 232.000 0.93 32.80 0 0 0| 0 0 0 0 480 160.500 0.83 27.78 0 0 0| 0 0 0 0 560 101.750 0.68 24.92 0 0 0| 0 0 0 0 640 64.000 0.50 24.92 0 0 0| 0 0 0 0 720 Total 0 0 0| 0 0 0 0 Indicative a-t-m Vol 24.44 Underlying Price 707.500 Time to expiry: 843 Days Dec 12 243.000 0.86 34.20 0 0 0| 0 0 0 0 480 180.500 0.77 30.11 0 0 0| 0 0 0 0 560 126.000 0.66 26.79 0 0 0| 0 0 0 0 640 81.000 0.52 24.03 0 0 0| 0 0 0 0 720 Total 0 0 0| 0 0 0 0 Total Calls 0 0 0| 0 15,111 0 0 | Equity Options 22:04 Business Day Tue 31 Aug 2010 Previous Business Day Mon 30 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 707.500 Time to expiry: 17 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 CAB -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 15.250 -0.74 11.72 0 0 0| 0 85 0 0 720 42.500 -1.00 11.76 0 0 0| 0 0 0 0 750 52.500 -1.00 11.76 0 0 0| 0 0 0 0 760 Total 0 0 0| 0 1,753 0 0 Indicative a-t-m Vol 13.11 Underlying Price 707.500 Time to expiry: 108 Days Dec 10 CAB 0.00 47.80 0 0 0| 0 0 0 0 280 CAB 0.00 46.21 0 0 0| 0 0 0 0 320 CAB 0.00 43.99 0 0 0| 0 0 0 0 360 0.250 -0.01 41.76 0 0 0| 0 10 0 0 400 0.500 -0.01 38.60 0 0 0| 0 34 0 0 440 1.250 -0.02 36.35 0 0 0| 0 141 0 0 480 2.000 -0.04 31.94 0 0 0| 0 49 0 0 520 3.000 -0.06 27.46 0 0 0| 0 58 0 0 560 5.250 -0.11 23.97 0 0 0| 0 22 0 0 600 7.000 -0.18 17.96 0 0 0| 0 2 0 0 640 14.750 -0.36 14.84 0 0 0| 0 5,544 0 0 680 32.500 -0.67 12.36 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 707.500 Time to expiry: 199 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 17.000 -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 707.500 Time to expiry: 290 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 73.000 -0.54 23.13 0 0 0| 0 0 0 0 720 Total 0 0 0| 0 0 0 0 Equity Options 22:04 Business Day Tue 31 Aug 2010 Previous Business Day Mon 30 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 707.500 Time to expiry: 472 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 46.500 -0.35 22.21 0 0 0| 0 0 0 0 640 89.000 -0.53 22.08 0 0 0| 0 0 0 0 720 Total 0 0 0| 0 0 0 0 Indicative a-t-m Vol 20.32 Underlying Price 707.500 Time to expiry: 843 Days Dec 12 24.750 -0.15 26.66 0 0 0| 0 0 0 0 480 41.250 -0.24 23.72 0 0 0| 0 0 0 0 560 65.500 -0.37 21.01 0 0 0| 0 0 0 0 640 106.750 -0.52 20.20 0 0 0| 0 0 0 0 720 Total 0 0 0| 0 0 0 0 Total Puts 0 0 0| 0 12,682 0 0 Grand Total 0 107,630 107,630| 0 135,423 0 0 Equity Options 22:04 Business Day Tue 31 Aug 2010 Previous Business Day Mon 30 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 29.87 Underlying Price 133.200 Time to expiry: 17 Days Sep 10 37.500 0.98 74.68 0 0 0| 0 0 0 0 96 33.500 0.98 67.45 0 0 0| 0 51 0 0 100 23.500 0.95 53.59 0 0 0| 0 0 0 0 110 13.750 0.90 38.56 0 0 0| 0 0 0 0 120 9.500 0.81 35.12 0 0 0| 0 0 0 0 125 4.500 5.500 0.65 30.84 4.500 4.500 0 0 50| 0 0 0 0 130 2.250 2.750 0.43 29.63 2.250 2.250 0 0 540| 0 10 0 0 135 1.000 0.23 28.48 0 0 0| 0 1,972 0 0 140 0.250 0.09 28.26 0 0 0| 0 34 0 0 145 CAB 0.03 28.32 0 0 0| 0 12,052 0 0 150 CAB 0.00 29.78 0 0 0| 0 70 0 0 160 CAB 0.00 33.15 0 0 0| 0 0 0 0 170 CAB 0.00 38.84 0 0 0| 0 60 0 0 180 Total 0 0 590| 0 14,249 0 0 Indicative a-t-m Vol 30.10 Underlying Price 133.200 Time to expiry: 45 Days Oct 10 24.000 0.92 40.78 0 0 0| 0 0 0 0 110 15.250 0.81 36.09 0 0 0| 0 51 0 0 120 11.000 0.73 32.23 0 0 0| 0 0 0 0 125 7.500 0.61 30.97 0 0 0| 0 26 0 0 130 4.750 5.000 0.47 29.88 5.000 4.500 0 0 551| 0 15 0 0 135 3.000 2.750 0.33 28.72 3.000 3.000 0 0 51| 0 122 0 0 140 1.500 0.22 28.26 0 0 0| 0 236 0 0 145 0.750 0.12 27.71 0 0 0| 0 287 0 0 150 0.250 0.03 27.02 0 0 0| 0 0 0 0 160 CAB 0.00 25.08 0 0 0| 0 0 0 0 170 Total 0 0 602| 0 737 0 0 Indicative a-t-m Vol 31.65 Underlying Price 133.200 Time to expiry: 80 Days Nov 10 24.750 0.88 37.26 0 0 0| 0 0 0 0 110 16.750 0.77 35.29 0 0 0| 0 0 0 0 120 13.000 0.69 33.27 0 0 0| 0 0 0 0 125 10.000 0.60 32.84 0 0 0| 0 0 0 0 130 7.250 0.50 31.35 0 0 0| 0 40 0 0 135 5.000 0.40 30.43 0 0 0| 0 104 0 0 140 2.250 0.22 29.25 0 0 0| 0 100 0 0 150 0.750 0.10 28.40 0 0 0| 0 0 0 0 160 Total 0 0 0| 0 244 0 0 Indicative a-t-m Vol 32.16 Underlying Price 133.200 Time to expiry: 108 Days Dec 10 69.750 0.98 73.07 0 0 0| 0 0 0 0 64 62.000 0.97 68.58 0 0 0| 0 0 0 0 72 54.250 0.95 61.50 0 0 0| 0 0 0 0 80 46.500 0.94 54.89 0 0 0| 0 0 0 0 88 39.000 0.91 49.02 0 0 0| 0 0 0 0 96 Equity Options 22:04 Business Day Tue 31 Aug 2010 Previous Business Day Mon 30 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 | 35.250 0.90 47.02 0 0 0| 0 0 0 0 100 26.250 0.84 40.41 0 0 0| 0 0 0 0 110 17.750 0.74 35.11 0 0 0| 0 0 0 0 120 11.250 0.59 33.11 0 0 0| 0 678 0 0 130 6.250 0.42 30.73 0 0 0| 0 1,423 0 0 140 3.000 3.250 0.26 29.99 3.000 3.000 0 0 65| 0 2,012 0 0 150 1.500 0.14 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 65| 0 10,874 0 0 Indicative a-t-m Vol 31.61 Underlying Price 133.200 Time to expiry: 199 Days Mar 11 39.250 0.91 42.07 0 0 0| 0 0 0 0 96 35.750 0.88 40.97 0 0 0| 0 0 0 0 100 27.250 0.81 37.27 0 0 0| 0 0 0 0 110 19.750 0.71 34.75 0 0 0| 0 2 0 0 120 13.250 0.58 32.25 0 0 0| 0 226 0 0 130 8.500 0.44 30.65 0 0 0| 0 38 0 0 140 5.000 0.31 29.06 0 0 0| 0 130 0 0 150 3.000 0.21 28.78 0 0 0| 0 20 0 0 160 1.250 0.10 30.08 0 0 0| 0 0 0 0 180 Total 0 0 0| 0 416 0 0 Indicative a-t-m Vol 32.36 Underlying Price 133.200 Time to expiry: 290 Days Jun 11 40.500 0.87 41.62 0 0 0| 0 0 0 0 96 36.750 0.85 39.28 0 0 0| 0 0 0 0 100 21.750 0.69 33.98 0 0 0| 0 0 0 0 120 16.000 0.58 32.77 0 0 0| 0 481 0 0 130 11.500 0.47 31.75 0 0 0| 0 93 0 0 140 7.500 0.36 29.95 0 0 0| 0 143 0 0 150 5.000 0.27 29.29 0 0 0| 0 6 0 0 160 2.000 0.13 28.52 0 0 0| 0 7 0 0 180 Total 0 0 0| 0 730 0 0 Indicative a-t-m Vol 30.66 Underlying Price 133.200 Time to expiry: 472 Days Dec 11 70.250 0.97 54.44 0 0 0| 0 0 0 0 64 62.750 0.95 50.97 0 0 0| 0 0 0 0 72 55.500 0.92 48.02 0 0 0| 0 0 0 0 80 48.500 0.89 44.13 0 0 0| 0 0 0 0 88 41.500 0.85 40.44 0 0 0| 0 0 0 0 96 37.750 0.83 37.75 0 0 0| 0 0 0 0 100 22.750 0.68 32.02 0 0 0| 0 0 0 0 120 13.000 0.48 30.08 0 0 0| 0 0 0 0 140 6.750 0.31 28.86 0 0 0| 0 6 0 0 160 3.250 0.17 27.38 0 0 0| 0 12 0 0 180 Total 0 0 0| 0 18 0 0 Equity Options 22:04 Business Day Tue 31 Aug 2010 Previous Business Day Mon 30 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 29.87 Underlying Price 133.200 Time to expiry: 654 Days Jun 12 40.250 0.80 40.77 0 0 0| 0 0 0 0 100 24.250 0.67 31.60 0 0 0| 0 0 0 0 120 14.250 0.49 29.13 0 0 0| 0 0 0 0 140 8.250 0.33 28.09 0 0 0| 0 0 0 0 160 Total 0 0 0| 0 0 0 0 Indicative a-t-m Vol 29.02 Underlying Price 133.200 Time to expiry: 843 Days Dec 12 40.750 0.80 40.77 0 0 0| 0 0 0 0 100 24.750 0.66 31.14 0 0 0| 0 0 0 0 120 14.750 0.49 28.11 0 0 0| 0 0 0 0 140 9.000 0.35 27.26 0 0 0| 0 0 0 0 160 Total 0 0 0| 0 0 0 0 Total Calls 0 0 1,257| 0 27,268 0 0 | Equity Options 22:04 Business Day Tue 31 Aug 2010 Previous Business Day Mon 30 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 28.66 Underlying Price 133.200 Time to expiry: 17 Days Sep 10 CAB -0.01 69.20 0 0 0| 0 101 0 0 96 0.250 -0.02 66.53 0 0 0| 0 9,757 0 0 100 0.250 -0.05 53.18 0 0 0| 0 1,030 0 0 110 0.500 -0.10 38.80 0 0 0| 0 10,546 0 0 120 1.500 1.250 -0.20 35.29 1.500 1.500 0 0 48| 0 113 0 0 125 2.250 -0.35 30.55 0 0 0| 0 3,378 0 0 130 4.250 -0.57 28.19 0 0 0| 0 1,767 0 0 135 7.750 -0.78 27.74 0 0 0| 0 1,749 0 0 140 12.000 -0.94 24.80 0 0 0| 0 31 0 0 145 19.000 17.000 -0.95 31.60 19.000 S 19.000 S 0 0 5| 0 132 0 0 150 27.000 -0.97 42.82 0 0 0| 0 180 0 0 160 37.000 -0.98 54.71 0 0 0| 0 0 0 0 170 47.000 -0.97 68.62 0 0 0| 0 2 0 0 180 Total 0 0 53| 0 28,786 0 0 Indicative a-t-m Vol 29.67 Underlying Price 133.200 Time to expiry: 45 Days Oct 10 0.750 -0.09 42.45 0 0 0| 0 0 0 0 110 2.250 1.750 -0.18 35.22 2.250 2.250 0 0 50| 0 86 0 0 120 3.000 -0.28 33.94 0 0 0| 0 0 0 0 125 4.250 -0.39 31.07 0 0 0| 0 69 0 0 130 6.500 -0.53 29.32 0 0 0| 0 690 0 0 135 9.500 -0.67 28.07 0 0 0| 0 36 0 0 140 13.500 -0.77 30.07 0 0 0| 0 475 0 0 145 17.500 -0.88 27.76 0 0 0| 0 25 0 0 150 27.000 -0.96 29.19 0 0 0| 0 0 0 0 160 37.000 -0.96 39.02 0 0 0| 0 0 0 0 170 Total 0 0 50| 0 1,381 0 0 Indicative a-t-m Vol 32.05 Underlying Price 133.200 Time to expiry: 80 Days Nov 10 1.750 -0.13 40.11 0 0 0| 0 0 0 0 110 3.500 -0.24 36.36 0 0 0| 0 8 0 0 120 4.750 -0.31 34.25 0 0 0| 0 0 0 0 125 6.500 -0.40 33.18 0 0 0| 0 0 0 0 130 8.750 -0.50 31.77 0 0 0| 0 0 0 0 135 11.500 -0.61 30.35 0 0 0| 0 0 0 0 140 18.750 -0.78 29.44 0 0 0| 0 0 0 0 150 27.250 -0.92 26.48 0 0 0| 0 75 0 0 160 Total 0 0 0| 0 83 0 0 Indicative a-t-m Vol 32.54 Underlying Price 133.200 Time to expiry: 108 Days Dec 10 0.250 -0.01 63.21 0 0 0| 0 100 0 0 64 0.250 -0.02 57.47 0 0 0| 0 0 0 0 72 0.500 -0.03 51.93 0 0 0| 0 101 0 0 80 0.750 -0.04 48.56 0 0 0| 0 56 0 0 88 1.250 -0.07 45.41 0 0 0| 0 230 0 0 96 1.750 1.500 -0.09 42.67 1.750 S 1.750 S 0 0 75| 0 14,053 0 0 100 Equity Options 22:04 Business Day Tue 31 Aug 2010 Previous Business Day Mon 30 Aug 2010 Page 77 Puts | Block | Opening Settle Delta Vola- Daily Trade Bclear Total | Official **Open Change Exer- Exer Trans Price tility High Low Volume Volume*** Volume | Volume Int cises Price | 2.750 -0.16 39.59 0 0 0| 0 69 0 0 110 4.750 -0.26 36.15 0 0 0| 0 784 0 0 120 8.000 -0.41 33.51 0 0 0| 0 349 0 0 130 14.250 13.000 -0.58 31.08 14.250 S 14.250 S 0 0 75| 0 995 0 0 140 19.250 -0.76 28.17 0 0 0| 0 0 0 0 150 27.500 -0.89 26.19 0 0 0| 0 6,919 0 0 160 47.000 -0.96 31.23 0 0 0| 0 40 0 0 180 67.250 66.750 -1.00 27.88 67.250 67.250 0 0 10| 0 11 0 0 200 86.750 -1.00 34.02 0 0 0| 0 2,500 0 0 220 106.750 -1.00 42.27 0 0 0| 0 0 0 0 240 Total 0 0 160| 0 26,207 0 0 Indicative a-t-m Vol 30.89 Underlying Price 133.200 Time to expiry: 199 Days Mar 11 2.500 -0.11 39.80 0 0 0| 0 115 0 0 96 3.250 -0.14 40.07 0 0 0| 0 56 0 0 100 5.000 -0.22 36.57 0 0 0| 0 215 0 0 110 7.500 -0.31 33.47 0 0 0| 0 136 0 0 120 11.500 -0.44 31.62 0 0 0| 0 54 0 0 130 17.500 16.750 -0.57 29.80 17.500 S 17.500 S 0 0 5| 0 74 0 0 140 23.750 -0.70 29.51 0 0 0| 0 38 0 0 150 31.500 -0.80 28.45 0 0 0| 0 0 0 0 160 49.500 -0.93 27.24 0 0 0| 0 30 0 0 180 Total 0 0 5| 0 718 0 0 Indicative a-t-m Vol 32.48 Underlying Price 133.200 Time to expiry: 290 Days Jun 11 4.000 -0.14 39.76 0 0 0| 0 8 0 0 96 4.750 -0.17 38.40 0 0 0| 0 6 0 0 100 10.250 -0.33 34.49 0 0 0| 0 12 0 0 120 14.500 -0.43 33.00 0 0 0| 0 220 0 0 130 19.750 -0.53 31.70 0 0 0| 0 228 0 0 140 25.750 -0.65 29.57 0 0 0| 0 92 0 0 150 33.250 -0.75 28.69 0 0 0| 0 0 0 0 160 50.000 -0.90 26.43 0 0 0| 0 13 0 0 180 Total 0 0 0| 0 579 0 0 Indicative a-t-m Vol 29.62 Underlying Price 133.200 Time to expiry: 472 Days Dec 11 2.000 -0.06 45.25 0 0 0| 0 0 0 0 64 3.000 -0.08 43.93 0 0 0| 0 0 0 0 72 4.000 -0.11 41.87 0 0 0| 0 0 0 0 80 5.750 -0.15 40.29 0 0 0| 0 0 0 0 88 7.250 -0.19 37.99 0 0 0| 0 0 0 0 96 8.250 -0.22 36.90 0 0 0| 0 0 0 0 100 14.250 -0.37 31.80 0 0 0| 0 0 0 0 120 24.250 -0.55 28.69 0 0 0| 0 0 0 0 140 38.500 -0.73 27.27 0 0 0| 0 0 0 0 160 55.000 -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 28.78 Underlying Price 133.200 Time to expiry: 654 Days Jun 12 Equity Options 22:04 Business Day Tue 31 Aug 2010 Previous Business Day Mon 30 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 17.500 -0.38 31.28 0 0 0| 0 0 0 0 120 27.250 -0.55 27.71 0 0 0| 0 0 0 0 140 41.250 -0.70 26.42 0 0 0| 0 0 0 0 160 Total 0 0 0| 0 0 0 0 Indicative a-t-m Vol 28.72 Underlying Price 133.200 Time to expiry: 843 Days Dec 12 13.500 -0.26 34.92 0 0 0| 0 0 0 0 100 20.750 -0.40 30.72 0 0 0| 0 60 0 0 120 31.250 -0.55 27.86 0 0 0| 0 0 0 0 140 45.500 -0.68 26.77 0 0 0| 0 0 0 0 160 Total 0 0 0| 0 60 0 0 Total Puts 0 0 268| 0 57,814 0 0 Grand Total 0 187,780 189,305| 0 272,862 0 0 A2A SpA - Euro Cash FLEX Opt (ASB) Grand Total 0 188,925 190,450| 0 274,421 0 0 ABB Ltd (ABQ) Indicative a-t-m Vol 0.00 Underlying Price 19.620 Time to expiry: 17 Days 17 Sep 10 0.250 -0.30 30.16 N/A 0 0| 0 8,000 0 0 190 0.689 -0.61 27.91 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 19.620 Time to expiry: 108 Days 17 Dec 10 1.014 -0.39 31.19 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 19.620 Time to expiry: 111 Days 20 Dec 10 5.643 -0.94 28.18 N/A 0 0| 0 1,000 0 0 252 10.671 -0.99 32.02 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 19.620 Time to expiry: 290 Days 17 Jun 11 1.375 -0.32 31.44 N/A 0 0| 0 4,500 0 0 180 8.015 -0.90 26.41 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 19.620 Time to expiry: 365 Days 31 Aug 11 3.599 -0.57 29.89 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 206,100 207,625| 0 342,056 0 0 Abertis Infraestructuras SA (CYQ) Indicative a-t-m Vol 0.00 Underlying Price 47.340 Time to expiry: 108 Days 17 Dec 10 0.101 -0.02 59.70 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 207,245 208,770| 0 343,551 0 0 Equity Options 22:04 Business Day Tue 31 Aug 2010 Previous Business Day Mon 30 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 208,390 209,915| 0 344,956 0 0 Adidas AG (FKQ) Indicative a-t-m Vol 0.00 Underlying Price 4.0380 Time to expiry: 17 Days 17 Sep 10 0.2500 -0.65 42.00 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 209,535 211,060| 0 347,101 0 0 Aegon NV (AFQ) Grand TotalN/A 210,680 212,205| 0 368,246 0 0 ageas NV/SA - Amer Phys FLEX Opt (FOQ) Indicative a-t-m Vol 0.00 Underlying Price 1.9990 Time to expiry: 108 Days 17 Dec 10 14.7410 -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 214,115 215,640| 0 387,681 0 0 ageas NV/SA - Euro Phys FLEX Opt (FOX) Indicative a-t-m Vol 0.00 Underlying Price 1.9990 Time to expiry: 108 Days 17 Dec 10 12.9569 -1.00 45.22 N/A 0 0| 0 1,000 0 0 1500 13.9539 -1.00 45.88 N/A 0 0| 0 2,500 0 0 1600 14.9510 -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 220,985 222,510| 0 413,551 0 0 Air Liquide (AIJ) Grand TotalN/A 222,130 223,655| 0 414,776 0 0 Akzo Nobel NV (AKQ) Indicative a-t-m Vol 0.00 Underlying Price 41.6650 Time to expiry: 290 Days 17 Jun 11 3.9500 -0.43 29.78 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 2.0340 Time to expiry: 17 Days 17 Sep 10 0.1900 -0.78 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 224,420 225,945| 0 419,466 0 0 Alcatel-Lucent SA - Amer Phys FLEX Opt (CGQ) Indicative a-t-m Vol 0.00 Underlying Price 2.0340 Time to expiry: 108 Days 17 Dec 10 0.2900 -0.58 42.95 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 2.0340 Time to expiry: 199 Days 18 Mar 11 0.4891 -0.65 41.13 N/A 0 0| 0 71,500 0 0 241 Equity Options 22:04 Business Day Tue 31 Aug 2010 Previous Business Day Mon 30 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 227,855 229,380| 0 494,401 0 0 Allianz AG (ALQ) Indicative a-t-m Vol 0.00 Underlying Price 80.9400 Time to expiry: 17 Days 17 Sep 10 0.1228 -0.05 33.65 N/A 0 0| 0 1,000 0 0 7200 1.3771 -0.41 26.28 N/A 0 0| 0 750 0 0 8000 TotalN/A 0 0| 0 1,750 0 0 Indicative a-t-m Vol 0.00 Underlying Price 80.9400 Time to expiry: 108 Days 17 Dec 10 0.3046 -0.03 51.65 N/A 0 0| 0 100 0 0 5000 0.7127 -0.08 38.77 N/A 0 0| 0 1,000 0 0 6200 1.5245 -0.18 32.71 N/A 0 0| 0 1,000 0 0 7000 4.2291 -0.43 27.37 N/A 0 0| 0 1,750 0 0 8000 6.1644 -0.57 25.88 N/A 0 0| 0 750 0 0 8400 7.3650 -0.64 25.33 N/A 0 0| 0 1,000 0 0 8600 29.7863 -0.99 25.53 N/A 0 0| 0 2,000 0 0 11100 38.7160 -1.00 25.45 N/A 0 0| 0 1,000 0 0 12000 58.6574 -1.00 34.42 N/A 0 0| 0 500 0 0 14000 59.9535 -1.00 34.89 N/A 0 0| 0 35 0 0 14130 78.5986 -1.00 41.66 N/A 0 0| 0 500 0 0 16000 TotalN/A 0 0| 0 9,635 0 0 Indicative a-t-m Vol 0.00 Underlying Price 80.9400 Time to expiry: 290 Days 17 Jun 11 6.4182 -0.38 29.80 N/A 0 0| 0 571 0 0 7421 8.9836 -0.50 27.79 N/A 0 0| 0 2,000 0 0 8000 TotalN/A 0 0| 0 2,571 0 0 Indicative a-t-m Vol 0.00 Underlying Price 80.9400 Time to expiry: 472 Days 16 Dec 11 13.6833 -0.55 27.20 N/A 0 0| 0 2,500 0 0 8500 42.4928 -0.96 21.94 N/A 0 0| 0 1,500 0 0 12000 80.8731 -0.98 27.75 N/A 0 0| 0 1,250 0 0 16000 TotalN/A 0 0| 0 5,250 0 0 Indicative a-t-m Vol 0.00 Underlying Price 80.9400 Time to expiry: 843 Days 21 Dec 12 18.8141 -0.55 27.59 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 261,060 262,585| 0 555,674 0 0 Alstom SA - Amer Cash FLEX Opt (ZWU) Grand TotalN/A 262,205 263,730| 0 556,819 0 0 Alstom SA - Amer Phys FLEX Opt (ZWQ) Grand TotalN/A 264,495 266,020| 0 560,309 0 0 Alstom SA - Euro Phys FLEX Opt (ZWX) Indicative a-t-m Vol 0.00 Underlying Price 37.6400 Time to expiry: 17 Days 17 Sep 10 2.5728 -0.82 29.42 N/A 0 0| 0 1,500 0 0 4000 TotalN/A 0 0| 0 1,500 0 0 Equity Options 22:04 Business Day Tue 31 Aug 2010 Previous Business Day Mon 30 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 2340.000 Time to expiry: 17 Days 17 Sep 10 5.500 -0.05 45.29 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 266,785 268,310| 0 565,599 0 0 Anglo American plc - Amer Cash FLEX Opt (AHW) Indicative a-t-m Vol 0.00 Underlying Price 2340.000 Time to expiry: 17 Days 17 Sep 10 27.500 -0.22 38.95 N/A 0 0| 0 0 0 0 2200 106.000 -0.62 34.56 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: 17 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 270,220 271,745| 0 569,034 0 0 Anglo American plc - Amer Phys FLEX Opt (AHO) Grand TotalN/A 271,365 272,890| 0 570,179 0 0 Anglo American plc - Euro Phys FLEX Opt (AHV) Indicative a-t-m Vol 0.00 Underlying Price 2340.000 Time to expiry: 108 Days 17 Dec 10 55.790 -0.16 45.09 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 41.0450 Time to expiry: 17 Days 17 Sep 10 0.0600 -0.05 29.61 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 273,655 275,180| 0 572,969 0 0 Anheuser-Busch InBev NV - Amer Phys FLEX Opt (IGQ) Indicative a-t-m Vol 0.00 Underlying Price 41.0450 Time to expiry: 17 Days 17 Sep 10 0.2100 -0.16 24.86 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 275,945 277,470| 0 578,559 0 0 Antofagasta plc - Amer Phys FLEX Opt (KFQ) Indicative a-t-m Vol 0.00 Underlying Price 23.0300 Time to expiry: 381 Days 16 Sep 11 2.4549 -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 279,380 280,905| 0 582,794 0 0 Arcelor Mittal (LOQ) Equity Options 22:04 Business Day Tue 31 Aug 2010 Previous Business Day Mon 30 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 280,525 282,050| 0 584,939 0 0 Arcelor Mittal - Amer Phys FLEX Opt (RRO) Indicative a-t-m Vol 0.00 Underlying Price 23.0250 Time to expiry: 353 Days 19 Aug 11 2.2989 -0.30 42.54 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 23.0250 Time to expiry: 381 Days 16 Sep 11 2.4415 -0.30 42.44 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 23.0250 Time to expiry: 843 Days 21 Dec 12 10.0349 -0.60 36.73 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 285,105 286,630| 0 597,519 0 0 Arcelor Mittal - Euro Phys FLEX Opt (RRV) Indicative a-t-m Vol 0.00 Underlying Price 23.0250 Time to expiry: 17 Days 17 Sep 10 0.7124 -0.48 36.83 N/A 0 0| 0 1,000 0 0 2300 3.0475 -0.91 40.49 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 289,685 291,210| 0 608,099 0 0 ASML Holding NV (FDQ) Grand TotalN/A 291,975 293,500| 0 620,389 0 0 Assicurazioni Generali SpA (GXX) Indicative a-t-m Vol 0.00 Underlying Price 14.2700 Time to expiry: 107 Days 16 Dec 10 1.3074 -0.59 29.23 N/A 0 0| 0 150 0 0 1500 3.7066 -0.96 23.63 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 14.2700 Time to expiry: 108 Days 17 Dec 10 0.8235 -0.42 31.57 N/A 0 0| 0 0 0 0 1400 1.9694 -0.75 26.96 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 299,990 301,515| 0 629,304 0 0 AstraZeneca Plc (AZJ) Grand TotalN/A 302,280 303,805| 0 631,850 0 0 AstraZeneca plc (AZX) Grand TotalN/A 306,860 308,385| 0 638,130 0 0 AstraZeneca Plc (AZQ) Grand TotalN/A 308,005 309,530| 0 639,625 0 0 AstraZeneca plc (AZX) Grand TotalN/A 309,150 310,675| 0 641,270 0 0 AstraZeneca Plc (AZQ) Grand TotalN/A 310,295 311,820| 0 642,665 0 0 Equity Options 22:04 Business Day Tue 31 Aug 2010 Previous Business Day Mon 30 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 3228.000 Time to expiry: 108 Days 17 Dec 10 1.220 -0.01 36.48 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 3228.000 Time to expiry: 108 Days 17 Dec 10 3.120 -0.01 33.78 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 313,730 315,255| 0 646,600 0 0 AstraZeneca Plc (AZQ) Indicative a-t-m Vol 0.00 Underlying Price 3228.000 Time to expiry: 108 Days 17 Dec 10 7.200 -0.03 31.09 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 314,875 316,400| 0 648,245 0 0 AstraZeneca plc (AZX) Indicative a-t-m Vol 0.00 Underlying Price 3228.000 Time to expiry: 108 Days 17 Dec 10 33.060 -0.14 25.71 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 3228.000 Time to expiry: 472 Days 16 Dec 11 141.190 -0.23 25.87 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 317,165 318,690| 0 651,535 0 0 AstraZeneca Plc (AZQ) Indicative a-t-m Vol 0.00 Underlying Price 3228.000 Time to expiry: 843 Days 21 Dec 12 303.510 -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 318,310 319,835| 0 652,930 0 0 AstraZeneca plc (AZX) Indicative a-t-m Vol 0.00 Underlying Price 3228.000 Time to expiry: 1207 Days 20 Dec 13 514.910 -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 320,600 322,125| 0 655,470 0 0 AstraZeneca plc - Stockholmborsen (ZNJ) Grand TotalN/A 321,745 323,270| 0 656,805 0 0 Aviva Plc (AVQ) Grand TotalN/A 329,760 331,285| 0 665,420 0 0 Equity Options 22:04 Business Day Tue 31 Aug 2010 Previous Business Day Mon 30 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: 17 Days 17 Sep 10 4.7302 -1.00 47.56 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: 45 Days 15 Oct 10 0.6400 -0.41 44.94 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: 108 Days 17 Dec 10 1.0551 -0.41 45.61 N/A 0 0| 0 3,000 0 0 1200 2.1721 -0.69 39.75 N/A 0 0| 0 5,000 0 0 1400 3.8050 -0.89 36.47 N/A 0 0| 0 40,000 0 0 1600 4.7324 -0.95 34.67 N/A 0 0| 0 2,500 0 0 1700 5.3300 -0.98 33.88 N/A 0 0| 0 2,500 0 0 1759 7.2203 -1.00 31.84 N/A 0 0| 0 2,500 0 0 1954 10.2050 -1.00 30.11 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: 290 Days 17 Jun 11 2.4009 -0.52 42.47 N/A 0 0| 0 5,000 0 0 1270 3.0076 -0.61 40.64 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: 381 Days 16 Sep 11 2.8296 -0.52 42.06 N/A 0 0| 0 1,000 0 0 1300 3.4473 -0.60 40.14 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: 472 Days 16 Dec 11 4.7238 -0.68 37.73 N/A 0 0| 0 40,000 0 0 1563 19.3381 -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 359,530 361,055| 0 931,422 0 0 Baloise Holding AG (OIQ) Indicative a-t-m Vol 0.00 Underlying Price 0.9440 Time to expiry: 17 Days 17 Sep 10 0.4559 -0.99 73.01 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 361,820 363,345| 0 935,312 0 0 Banca Monte dei Paschi di Siena SpA (EVX) Indicative a-t-m Vol 0.00 Underlying Price 0.9440 Time to expiry: 17 Days 17 Sep 10 0.5057 -1.00 72.64 N/A 0 0| 0 2,350 0 0 145 0.5556 -1.00 16.00 N/A 0 0| 0 1,210 0 0 150 TotalN/A 0 0| 0 3,560 0 0 Equity Options 22:04 Business Day Tue 31 Aug 2010 Previous Business Day Mon 30 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 0.9440 Time to expiry: 108 Days 17 Dec 10 0.4519 -1.00 20.85 N/A 0 0| 0 3,207 0 0 140 0.5017 -1.00 20.85 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 0.9440 Time to expiry: 199 Days 18 Mar 11 0.3559 -0.92 28.82 N/A 0 0| 0 371 0 0 130 0.5495 -0.97 30.35 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 369,835 371,360| 0 951,836 0 0 Banco Bilbao Vizcaya Argentaria SA (BDQ) Indicative a-t-m Vol 0.00 Underlying Price 9.5160 Time to expiry: 17 Days 17 Sep 10 0.2735 -0.37 48.67 N/A 0 0| 0 7,000 0 0 925 0.6595 -0.68 43.98 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 9.5160 Time to expiry: 108 Days 17 Dec 10 4.0655 -0.99 28.40 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 9.5160 Time to expiry: 199 Days 18 Mar 11 0.7716 -0.29 49.90 N/A 0 0| 0 0 0 0 825 3.6612 -0.89 33.67 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 9.5160 Time to expiry: 472 Days 16 Dec 11 1.0744 -0.30 41.97 N/A 0 0| 0 2,500 0 0 800 3.4174 -0.68 35.66 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 9.5160 Time to expiry: 752 Days 21 Sep 12 6.2203 -0.83 31.03 N/A 0 0| 0 50,600 0 0 1500 6.6715 -0.85 31.03 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 387,010 388,535| 0 1,121,251 0 0 Banco Santander SA - Amer Phys FLEX OPT (SJQ) Indicative a-t-m Vol 0.00 Underlying Price 9.2470 Time to expiry: 17 Days 17 Sep 10 0.0501 -0.09 56.05 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 9.2470 Time to expiry: 108 Days 17 Dec 10 0.4911 -0.28 48.31 N/A 0 0| 0 60,000 0 0 816 TotalN/A 0 0| 0 60,000 0 0 Total PutsN/A 0 0| 0 60,000 0 0 Equity Options 22:04 Business Day Tue 31 Aug 2010 Previous Business Day Mon 30 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 390,445 391,970| 0 1,244,686 0 0 Banco Santander SA - Euro Cash FLEX OPT (SJJ) Indicative a-t-m Vol 0.00 Underlying Price 9.2470 Time to expiry: 843 Days 21 Dec 12 3.0788 -0.49 39.15 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 393,880 395,405| 0 1,254,035 0 0 Banco Santander SA - Euro Phys FLEX OPT (SJX) Indicative a-t-m Vol 0.00 Underlying Price 9.2470 Time to expiry: 108 Days 17 Dec 10 2.1465 -0.85 32.82 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 396,170 397,695| 0 1,261,325 0 0 Barclays Plc (BBJ) Grand TotalN/A 398,460 399,985| 0 1,263,656 0 0 Barclays plc (BBX) Grand TotalN/A 401,895 403,420| 0 1,274,091 0 0 Barclays Plc (BBQ) Indicative a-t-m Vol 0.00 Underlying Price 302.400 Time to expiry: 17 Days 17 Sep 10 10.460 -0.45 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 404,185 405,710| 0 1,280,031 0 0 Barclays plc (BBX) Indicative a-t-m Vol 0.00 Underlying Price 302.400 Time to expiry: 108 Days 17 Dec 10 35.570 -0.50 45.64 N/A 0 0| 0 1,000 0 0 312 58.620 -0.73 39.14 N/A 0 0| 0 3,000 0 0 351 65.260 -0.77 37.94 N/A 0 0| 0 6,000 0 0 360 TotalN/A 0 0| 0 10,000 0 0 Total PutsN/A 0 0| 0 10,000 0 0 Indicative a-t-m Vol 0.00 Underlying Price 302.400 Time to expiry: 108 Days 17 Dec 10 108.700 -0.93 36.05 N/A 0 0| 0 2,000 0 0 409 TotalN/A 0 0| 0 2,000 0 0 Total PutsN/A 0 0| 0 2,000 0 0 Grand TotalN/A 408,765 410,290| 0 1,294,611 0 0 Barclays Plc (BBQ) Indicative a-t-m Vol 0.00 Underlying Price 302.400 Time to expiry: 108 Days 17 Dec 10 185.760 -0.97 45.30 N/A 0 0| 0 250 0 0 487 TotalN/A 0 0| 0 250 0 0 Indicative a-t-m Vol 0.00 Underlying Price 302.400 Time to expiry: 472 Days 16 Dec 11 46.250 -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 22:04 Business Day Tue 31 Aug 2010 Previous Business Day Mon 30 Aug 2010 Page 87 Puts | Block | Opening Settle Delta Vola- Daily Trade Bclear Total | Official **Open Change Exer- Exer Trans Price tility High Low Volume Volume*** Volume | Volume Int cises Price | 83.400 -0.57 37.28 N/A 0 0| 0 1,000 0 0 351 TotalN/A 0 0| 0 3,500 0 0 Total PutsN/A 0 0| 0 3,750 0 0 Indicative a-t-m Vol 0.00 Underlying Price 302.400 Time to expiry: 472 Days 16 Dec 11 83.180 -0.57 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 414,490 416,015| 0 1,306,086 0 0 Barclays plc (BBX) Indicative a-t-m Vol 0.00 Underlying Price 302.400 Time to expiry: 472 Days 16 Dec 11 131.710 -0.76 33.36 N/A 0 0| 0 2,500 0 0 419 TotalN/A 0 0| 0 2,500 0 0 Total PutsN/A 0 0| 0 2,500 0 0 Grand TotalN/A 416,780 418,305| 0 1,315,876 0 0 BASF SE (BJJ) Indicative a-t-m Vol 0.00 Underlying Price 41.6350 Time to expiry: 17 Days 17 Sep 10 6.3686 -0.98 30.97 N/A 0 0| 0 500 0 0 4800 TotalN/A 0 0| 0 500 0 0 Indicative a-t-m Vol 0.00 Underlying Price 41.6350 Time to expiry: 45 Days 15 Oct 10 1.0246 -0.33 30.28 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 41.6350 Time to expiry: 108 Days 17 Dec 10 0.0853 -0.02 48.75 N/A 0 0| 0 1,200 0 0 2500 2.0228 -0.37 31.92 N/A 0 0| 0 1,000 0 0 4000 4.6101 -0.66 28.68 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 41.6350 Time to expiry: 290 Days 17 Jun 11 3.4559 -0.43 27.16 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 41.6350 Time to expiry: 472 Days 16 Dec 11 5.3558 -0.47 27.49 N/A 0 0| 0 3,000 0 0 4000 7.5996 -0.62 24.98 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 41.6350 Time to expiry: 1207 Days 20 Dec 13 12.8790 -0.57 27.98 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 436,245 437,770| 0 1,354,120 0 0 Bayer AG (BQQ) Indicative a-t-m Vol 0.00 Underlying Price 48.1800 Time to expiry: 290 Days 17 Jun 11 Equity Options 22:04 Business Day Tue 31 Aug 2010 Previous Business Day Mon 30 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 | 2.5688 -0.28 29.92 N/A 0 0| 0 0 0 0 4206 2.5600 -0.28 29.92 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 441,970 443,495| 0 1,364,408 0 0 BG Group Plc (BGQ) Indicative a-t-m Vol 0.00 Underlying Price 1049.500 Time to expiry: 472 Days 16 Dec 11 24.160 -0.11 33.62 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 444,260 445,785| 0 1,367,408 0 0 BHP Billiton Plc (BHJ) Grand TotalN/A 445,405 446,930| 0 1,368,558 0 0 BHP Billiton plc (BHX) Indicative a-t-m Vol 0.00 Underlying Price 1831.500 Time to expiry: 654 Days 15 Jun 12 471.510 -0.45 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 446,550 448,075| 0 1,369,772 0 0 BHP Billiton Plc (BHQ) Grand TotalN/A 447,695 449,220| 0 1,370,987 0 0 BNP Paribas (BNJ) Indicative a-t-m Vol 0.00 Underlying Price 49.3700 Time to expiry: 17 Days 17 Sep 10 0.4400 -0.14 51.74 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 49.3700 Time to expiry: 108 Days 17 Dec 10 0.4929 -0.05 68.66 N/A 0 0| 0 500 0 0 2916 7.5012 -0.66 37.29 N/A 0 0| 0 1,000 0 0 5500 13.2600 -0.88 33.83 N/A 0 0| 0 2,750 0 0 6220 TotalN/A 0 0| 0 4,250 0 0 Total PutsN/A 0 0| 0 9,250 0 0 Grand TotalN/A 455,710 457,235| 0 1,389,963 0 0 Bouygues (EHX) Indicative a-t-m Vol 0.00 Underlying Price 32.0350 Time to expiry: 108 Days 17 Dec 10 6.5046 -0.79 34.37 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 458,000 459,525| 0 1,412,253 0 0 BP plc (BPX) Grand TotalN/A 461,435 462,960| 0 1,421,938 0 0 BP Plc (BPQ) Grand TotalN/A 462,580 464,105| 0 1,423,083 0 0 BP plc (BPX) Grand TotalN/A 464,870 466,395| 0 1,427,573 0 0 Equity Options 22:04 Business Day Tue 31 Aug 2010 Previous Business Day Mon 30 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 467,160 468,685| 0 1,434,363 0 0 BP plc (BPX) Grand TotalN/A 469,450 470,975| 0 1,438,153 0 0 BP Plc (BPQ) Grand TotalN/A 470,595 472,120| 0 1,443,798 0 0 BP plc (BPX) Grand TotalN/A 471,740 473,265| 0 1,445,443 0 0 BP Plc (BPQ) Grand TotalN/A 476,320 477,845| 0 1,461,273 0 0 BP plc (BPX) Grand TotalN/A 478,610 480,135| 0 1,465,063 0 0 BP Plc (BPQ) Grand TotalN/A 482,045 483,570| 0 1,473,748 0 0 BP plc (BPX) Grand TotalN/A 483,190 484,715| 0 1,475,293 0 0 BP Plc (BPQ) Indicative a-t-m Vol 0.00 Underlying Price 380.600 Time to expiry: 108 Days 17 Dec 10 3.670 -0.07 52.57 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 484,335 485,860| 0 1,478,438 0 0 BP plc (BPX) Indicative a-t-m Vol 0.00 Underlying Price 380.600 Time to expiry: 108 Days 17 Dec 10 40.670 -0.56 36.13 N/A 0 0| 0 2,500 0 0 400 67.870 -0.75 33.76 N/A 0 0| 0 6,750 0 0 440 84.220 -0.83 33.10 N/A 0 0| 0 500 0 0 460 102.080 -0.88 33.19 N/A 0 0| 0 1,200 0 0 480 120.560 -0.92 32.98 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 380.600 Time to expiry: 108 Days 17 Dec 10 169.600 -0.98 33.00 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 491,205 492,730| 0 1,506,258 0 0 BP Plc (BPQ) Indicative a-t-m Vol 0.00 Underlying Price 380.600 Time to expiry: 108 Days 17 Dec 10 199.400 -1.00 31.61 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 380.600 Time to expiry: 108 Days 17 Dec 10 218.180 -1.00 30.04 N/A 0 0| 0 500 0 0 600 TotalN/A 0 0| 0 500 0 0 Equity Options 22:04 Business Day Tue 31 Aug 2010 Previous Business Day Mon 30 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 493,495 495,020| 0 1,513,048 0 0 BP plc (BPX) Indicative a-t-m Vol 0.00 Underlying Price 380.600 Time to expiry: 108 Days 17 Dec 10 268.030 -1.00 30.10 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 380.600 Time to expiry: 108 Days 17 Dec 10 269.400 -1.00 30.10 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 495,785 497,310| 0 1,516,838 0 0 BP Plc (BPQ) Indicative a-t-m Vol 0.00 Underlying Price 380.600 Time to expiry: 108 Days 17 Dec 10 317.910 -1.00 30.53 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 496,930 498,455| 0 1,520,983 0 0 BP plc (BPX) Indicative a-t-m Vol 0.00 Underlying Price 380.600 Time to expiry: 472 Days 16 Dec 11 187.360 -0.84 29.76 N/A 0 0| 0 250 0 0 550 196.280 -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 380.600 Time to expiry: 472 Days 16 Dec 11 233.440 -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 500,365 501,890| 0 1,526,418 0 0 BP Plc (BPQ) Indicative a-t-m Vol 0.00 Underlying Price 380.600 Time to expiry: 843 Days 21 Dec 12 12.690 -0.09 44.16 N/A 0 0| 0 1,100 0 0 180 238.800 -0.91 22.21 N/A 0 0| 0 1,250 0 0 600 TotalN/A 0 0| 0 2,350 0 0 Total PutsN/A 0 0| 0 2,350 0 0 Indicative a-t-m Vol 0.00 Underlying Price 380.600 Time to expiry: 843 Days 21 Dec 12 254.840 -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 503,800 505,325| 0 1,533,203 0 0 BP plc (BPX) Grand TotalN/A 504,945 506,470| 0 1,534,748 0 0 Equity Options 22:04 Business Day Tue 31 Aug 2010 Previous Business Day Mon 30 Aug 2010 Page 91 Puts | Block | Opening Settle Delta Vola-