Equity Options 22:01 Business Day Wed 1 Sep 2010 Previous Business Day Tue 31 Aug 2010 Page 1 Calls | Block | Opening Settle Delta Vola- Daily Trade Bclear Total | Official **Open Change Exer- Exer Trans Price tility High Low Volume Volume*** Volume | Volume Int cises Price | 3i Group Plc - STND OPT (III) Indicative a-t-m Vol 29.74 Underlying Price 270.000 Time to expiry: 16 Days Sep 10 50.250 0.98 47.65 0 0 0| 0 0 0 0 220 40.500 0.97 42.05 0 0 0| 0 0 0 0 230 30.750 0.94 36.86 0 0 0| 0 0 0 0 240 25.750 0.93 32.15 0 0 0| 0 0 0 0 245 21.250 0.88 31.05 0 0 0| 0 0 0 0 250 13.500 0.72 32.38 0 0 0| 0 0 0 0 260 7.000 0.51 29.74 0 0 0| 0 5 0 0 270 2.750 0.28 27.18 0 0 0| 0 5 0 0 280 1.000 0.12 27.45 0 0 0| 0 5 0 0 290 0.250 0.05 29.32 0 0 0| 0 10 0 0 300 0.250 0.02 31.19 0 0 0| 0 0 0 0 310 CAB 0.01 33.05 0 0 0| 0 59 0 0 320 CAB 0.00 36.17 0 0 0| 0 0 0 0 340 CAB 0.00 38.66 0 0 0| 0 0 0 0 360 Total 0 0 0| 0 84 0 0 Indicative a-t-m Vol 30.20 Underlying Price 270.000 Time to expiry: 107 Days Dec 10 53.500 0.89 34.92 0 0 0| 0 0 0 0 220 37.000 0.78 32.54 0 0 0| 0 0 0 0 240 23.250 0.63 30.87 0 0 0| 0 0 0 0 260 13.000 0.44 29.53 0 0 0| 0 12 0 0 280 6.250 0.27 28.15 0 0 0| 0 21 0 0 300 3.000 0.15 28.27 0 0 0| 0 41 0 0 320 0.750 0.04 29.58 0 0 0| 0 50 0 0 360 Total 0 0 0| 0 124 0 0 Indicative a-t-m Vol 31.15 Underlying Price 270.000 Time to expiry: 198 Days Mar 11 57.000 0.83 34.26 0 0 0| 0 4 0 0 220 42.500 0.73 32.96 0 0 0| 0 0 0 0 240 30.000 0.61 31.61 0 0 0| 0 0 0 0 260 20.000 0.48 30.68 0 0 0| 0 0 0 0 280 13.000 0.36 30.05 0 0 0| 0 5 0 0 300 7.750 0.25 29.23 0 0 0| 0 0 0 0 320 2.750 0.11 28.77 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 22:01 Business Day Wed 1 Sep 2010 Previous Business Day Tue 31 Aug 2010 Page 2 Puts | Block | Opening Settle Delta Vola- Daily Trade Bclear Total | Official **Open Change Exer- Exer Trans Price tility High Low Volume Volume*** Volume | Volume Int cises Price | 3i Group Plc - STND OPT (III) Indicative a-t-m Vol 28.72 Underlying Price 270.000 Time to expiry: 16 Days Sep 10 CAB 0.00 35.17 0 0 0| 0 20 0 0 220 CAB -0.02 35.17 0 0 0| 0 8 0 0 230 0.250 -0.03 30.06 0 0 0| 0 120 0 0 240 0.500 -0.07 31.38 0 0 0| 0 0 0 0 245 1.000 -0.12 31.21 0 0 0| 0 10 0 0 250 3.250 -0.28 31.34 0 0 0| 0 99 0 0 260 6.500 -0.49 28.72 0 0 0| 0 75 0 0 270 12.500 -0.72 27.32 0 0 0| 0 7 0 0 280 20.750 -0.88 27.15 0 0 0| 0 4 0 0 290 30.000 -0.97 25.43 0 0 0| 0 20 0 0 300 40.000 -1.00 23.76 0 0 0| 0 0 0 0 310 50.000 -1.00 21.78 0 0 0| 0 0 0 0 320 70.000 -1.00 16.77 0 0 0| 0 0 0 0 340 90.000 -1.00 10.24 0 0 0| 0 0 0 0 360 Total 0 0 0| 0 363 0 0 Indicative a-t-m Vol 30.27 Underlying Price 270.000 Time to expiry: 107 Days Dec 10 3.250 -0.12 34.85 0 0 0| 0 0 0 0 220 6.750 -0.23 32.37 0 0 0| 0 122 0 0 240 13.250 -0.38 30.91 0 0 0| 0 66 0 0 260 23.250 -0.56 29.63 0 0 0| 0 50 0 0 280 36.000 -0.74 27.02 0 0 0| 0 5 0 0 300 53.250 -0.85 28.06 0 0 0| 0 0 0 0 320 91.000 -0.96 29.19 0 0 0| 0 0 0 0 360 Total 0 0 0| 0 243 0 0 Indicative a-t-m Vol 30.69 Underlying Price 270.000 Time to expiry: 198 Days Mar 11 7.250 -0.17 34.39 0 0 0| 0 0 0 0 220 12.750 -0.27 33.28 0 0 0| 0 75 0 0 240 19.750 -0.39 31.52 0 0 0| 0 5 0 0 260 29.250 -0.52 29.86 0 0 0| 0 0 0 0 280 43.000 -0.64 30.09 0 0 0| 0 0 0 0 300 57.750 -0.75 29.40 0 0 0| 0 0 0 0 320 94.000 -0.87 32.46 0 0 0| 0 0 0 0 360 Total 0 0 0| 0 80 0 0 Total Puts 0 0 0| 0 686 0 0 Grand Total 0 0 0| 64,120 975 0 0 Equity Options 22:01 Business Day Wed 1 Sep 2010 Previous Business Day Tue 31 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 33.26 Underlying Price 2456.500 Time to expiry: 16 Days Sep 10 857.500 1.00 77.13 0 0 0| 0 0 0 0 1600 657.500 0.99 59.86 0 0 0| 0 0 0 0 1800 557.500 0.99 50.16 0 0 0| 0 0 0 0 1900 459.000 0.98 47.74 0 0 0| 0 0 0 0 2000 361.000 0.96 43.36 0 0 0| 0 0 0 0 2100 265.000 0.92 37.82 0 0 0| 5 22 0 0 2200 178.500 0.81 36.61 0 0 0| 55 87 +35 0 2300 53.000 104.000 0.64 34.29 74.000 53.000 0 0 78| 116 949 +12 0 2400 31.000 50.000 0.42 32.47 46.000 31.000 0 0 6| 5 400 -5 0 2500 19.000 20.500 0.22 32.13 19.000 19.000 0 0 2| 0 1,377 0 0 2600 7.000 0.09 32.01 0 0 0| 0 25 0 0 2700 2.500 0.03 32.82 0 0 0| 0 1,526 0 0 2800 0.500 0.01 36.81 0 0 0| 0 110 0 0 3000 CAB 0.00 36.28 0 0 0| 0 304 0 0 3200 CAB 0.00 37.96 0 0 0| 0 27 0 0 3600 Total 0 0 86| 181 4,827 +42 0 Indicative a-t-m Vol 34.08 Underlying Price 2456.500 Time to expiry: 44 Days Oct 10 565.000 0.96 44.29 0 0 0| 0 0 0 0 1900 470.500 0.93 42.25 0 0 0| 0 6 0 0 2000 379.500 0.88 40.11 0 0 0| 0 0 0 0 2100 293.000 0.82 37.67 0 0 0| 0 13 0 0 2200 216.500 0.72 36.28 0 0 0| 0 6 0 0 2300 142.000 150.000 0.60 34.85 142.000 S 142.000 S 0 0 3| 0 8 0 0 2400 67.000 97.000 0.47 33.50 67.000 67.000 0 0 1| 0 14 0 0 2500 37.000 58.500 0.33 32.64 53.000 37.000 0 0 42| 0 54 0 0 2600 30.500 32.500 0.22 31.83 30.500 30.500 0 0 3| 0 11 0 0 2700 17.000 0.13 31.61 0 0 0| 0 19 0 0 2800 4.000 0.04 31.38 0 0 0| 0 0 0 0 3000 Total 0 0 49| 0 131 0 0 Indicative a-t-m Vol 35.30 Underlying Price 2456.500 Time to expiry: 79 Days Nov 10 583.000 0.91 44.80 0 0 0| 5 5 +5 0 1900 495.000 0.87 43.36 0 0 0| 0 0 0 0 2000 408.000 0.82 40.43 0 0 0| 0 0 0 0 2100 330.500 0.76 39.36 0 0 0| 0 0 0 0 2200 258.000 0.68 37.43 0 0 0| 2 2 +2 0 2300 195.000 0.59 36.01 0 0 0| 0 0 0 0 2400 142.000 0.49 34.76 0 0 0| 0 4 0 0 2500 82.000 98.500 0.39 33.67 82.000 82.000 0 0 1| 0 0 0 0 2600 42.500 0.22 32.13 0 0 0| 0 16 0 0 2800 Total 0 0 1| 7 27 +7 0 Indicative a-t-m Vol 35.85 Underlying Price 2456.500 Time to expiry: 107 Days Dec 10 1578.500 1.00 55.36 0 0 0| 0 0 0 0 880 Equity Options 22:01 Business Day Wed 1 Sep 2010 Previous Business Day Tue 31 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 | 1498.500 1.00 53.65 0 0 0| 0 0 0 0 960 1458.500 1.00 53.53 0 0 0| 0 0 0 0 1000 1260.000 1.00 53.08 0 0 0| 0 0 0 0 1200 1064.500 0.98 53.02 0 0 0| 0 0 0 0 1400 872.500 0.96 49.75 0 0 0| 0 51 0 0 1600 690.000 0.91 47.73 0 0 0| 0 16 0 0 1800 600.500 0.88 45.41 0 0 0| 0 507 0 0 1900 512.500 0.84 42.59 0 0 0| 0 1,290 0 0 2000 356.500 0.74 39.57 0 0 0| 0 23 0 0 2200 224.500 0.59 36.46 0 0 0| 0 767 0 0 2400 92.500 127.000 0.42 34.32 105.000 92.500 0 0 10| 3 952 +3 0 2600 65.000 0.26 32.92 0 0 0| 0 896 0 0 2800 30.000 0.15 31.94 0 0 0| 5 1,705 0 0 3000 13.000 0.07 31.41 0 0 0| 0 170 0 0 3200 3.500 0.02 33.54 0 0 0| 5 95 0 0 3600 Total 0 0 10| 13 6,472 +3 0 Indicative a-t-m Vol 36.47 Underlying Price 2456.500 Time to expiry: 198 Days Mar 11 721.000 0.87 44.64 0 0 0| 0 14 0 0 1800 560.000 0.80 42.01 0 0 0| 0 15 0 0 2000 414.000 0.71 39.17 0 0 0| 0 14 0 0 2200 291.000 0.59 36.95 0 0 0| 0 287 +250 0 2400 154.500 194.500 0.47 35.26 154.500 154.500 0 0 5| 0 277 0 0 2600 123.000 0.35 33.93 0 0 0| 0 174 0 0 2800 72.500 0.24 32.63 0 0 0| 0 48 0 0 3000 41.000 0.15 31.80 0 0 0| 0 48 0 0 3200 14.000 0.06 31.57 0 0 0| 0 15 0 0 3600 Total 0 0 5| 0 892 +250 0 Indicative a-t-m Vol 36.18 Underlying Price 2456.500 Time to expiry: 289 Days Jun 11 1082.500 0.95 46.12 0 0 0| 0 66 0 0 1400 910.500 0.91 45.76 0 0 0| 0 3 0 0 1600 744.000 0.85 43.25 0 0 0| 0 11 0 0 1800 590.000 0.78 40.63 0 0 0| 0 0 0 0 2000 450.000 0.69 38.00 0 0 100| 0 7 0 0 2200 336.000 0.59 36.63 0 0 0| 0 1 0 0 2400 240.000 0.49 35.06 0 0 0| 0 7 0 0 2600 138.000 172.000 0.39 34.46 147.500 136.500 0 0 14| 5 5 +3 0 2800 116.500 0.30 33.45 0 0 0| 0 22 0 0 3000 75.500 0.22 32.45 0 0 0| 0 43 0 0 3200 Total 0 0 114| 5 165 +3 0 Indicative a-t-m Vol 42.83 Underlying Price 2456.500 Time to expiry: 471 Days Dec 11 1597.000 0.98 63.58 0 0 0| 0 0 0 0 880 1526.500 0.96 63.10 0 0 0| 0 0 0 0 960 1491.000 0.96 62.58 0 0 0| 0 0 0 0 1000 1317.000 0.93 58.89 0 0 0| 0 0 0 0 1200 1146.500 0.90 54.59 0 0 0| 0 0 0 0 1400 Equity Options 22:01 Business Day Wed 1 Sep 2010 Previous Business Day Tue 31 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 | 992.500 0.85 52.04 0 0 0| 0 0 0 0 1600 844.500 0.80 49.13 0 0 0| 0 0 0 0 1800 715.500 0.74 47.41 0 0 0| 0 0 0 0 2000 485.000 0.61 43.41 0 0 0| 0 250 0 0 2400 301.500 0.47 39.37 0 0 0| 0 500 0 0 2800 187.000 0.34 37.74 0 0 0| 0 0 0 0 3200 Total 0 0 0| 0 750 0 0 Indicative a-t-m Vol 42.76 Underlying Price 2456.500 Time to expiry: 653 Days Jun 12 794.500 0.74 49.17 0 0 0| 0 0 0 0 2000 551.500 0.63 43.21 0 0 0| 0 0 0 0 2400 376.500 0.50 40.00 0 0 0| 0 0 0 0 2800 254.000 0.39 38.31 0 0 0| 0 0 0 0 3200 Total 0 0 0| 0 0 0 0 Indicative a-t-m Vol 42.56 Underlying Price 2456.500 Time to expiry: 842 Days Dec 12 832.500 0.74 47.42 0 0 0| 0 750 0 0 2000 612.000 0.64 43.00 0 0 0| 0 0 0 0 2400 521.000 0.58 41.45 0 0 0| 0 100 0 0 2600 450.000 0.53 40.68 0 0 0| 0 0 0 0 2800 324.500 0.43 38.92 0 0 0| 0 0 0 0 3200 Total 0 0 0| 0 850 0 0 Total Calls 0 0 265| 206 14,114 +305 0 | Equity Options 22:01 Business Day Wed 1 Sep 2010 Previous Business Day Tue 31 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 33.36 Underlying Price 2456.500 Time to expiry: 16 Days Sep 10 CAB 0.00 68.11 0 0 0| 0 41 0 0 1600 0.500 -0.01 58.35 0 0 0| 0 40 0 0 1800 3.500 -0.03 63.43 0 0 0| 0 74 0 0 1900 3.500 -0.03 52.76 0 0 0| 0 334 0 0 2000 4.500 -0.04 43.96 0 0 0| 0 0 0 0 2100 17.000 9.000 -0.09 39.11 17.000 17.000 0 0 1| 1 673 -1 0 2200 37.500 21.000 -0.19 36.41 37.500 37.500 0 0 1| 0 21 0 0 2300 47.000 -0.36 34.40 0 0 0| 0 1,120 0 0 2400 133.500 93.000 -0.58 32.58 133.500 103.500 0 0 8| 0 526 0 0 2500 222.500 164.500 -0.78 32.86 222.500 222.500 0 0 4| 2 329 0 0 2600 297.000 250.500 -0.90 32.83 297.000 297.000 0 0 1| 0 19 0 0 2700 365.000 345.500 -0.96 33.32 365.000 365.000 0 0 1| 0 924 0 0 2800 557.000 543.500 -0.99 38.56 557.000 557.000 0 0 1| 0 37 0 0 3000 743.500 -1.00 43.73 0 0 0| 0 55 0 0 3200 1143.500 -1.00 47.07 0 0 0| 0 0 0 0 3600 Total 0 0 17| 3 4,193 -1 0 Indicative a-t-m Vol 34.48 Underlying Price 2456.500 Time to expiry: 44 Days Oct 10 11.000 9.000 -0.05 46.97 11.000 11.000 0 0 5| 0 3 0 0 1900 13.500 -0.07 43.22 0 0 0| 0 47 0 0 2000 23.000 -0.12 41.09 0 0 0| 0 3 0 0 2100 36.500 -0.19 38.59 0 0 0| 0 18 0 0 2200 59.500 -0.28 36.90 0 0 0| 5 45 +5 0 2300 92.500 -0.40 35.16 0 0 0| 0 7 0 0 2400 140.000 -0.53 33.96 0 0 0| 0 3 0 0 2500 200.500 -0.67 32.83 0 0 0| 0 10 0 0 2600 275.000 -0.78 32.40 0 0 0| 0 4 0 0 2700 359.500 -0.87 31.84 0 0 0| 0 13 0 0 2800 547.000 -0.96 32.56 0 0 0| 0 12 0 0 3000 Total 0 0 5| 5 165 +5 0 Indicative a-t-m Vol 35.50 Underlying Price 2456.500 Time to expiry: 79 Days Nov 10 26.000 -0.09 46.01 0 0 0| 0 0 0 0 1900 36.000 -0.13 43.57 0 0 0| 0 3 0 0 2000 51.000 -0.18 41.45 0 0 0| 0 6 0 0 2100 71.000 -0.24 39.43 0 0 0| 0 5 0 0 2200 103.000 99.500 -0.32 37.76 103.000 103.000 0 0 6| 0 0 0 0 2300 136.000 -0.41 36.18 0 0 0| 0 0 0 0 2400 183.000 -0.51 34.99 0 0 0| 0 0 0 0 2500 239.500 -0.61 33.91 0 0 0| 2 2 +2 0 2600 384.500 -0.78 32.75 0 0 0| 0 0 0 0 2800 Total 0 0 6| 2 16 +2 0 Indicative a-t-m Vol 36.08 Underlying Price 2456.500 Time to expiry: 107 Days Dec 10 CAB 0.00 64.38 0 0 0| 0 55 0 0 880 0.500 0.00 65.63 0 0 0| 0 41 0 0 960 Equity Options 22:01 Business Day Wed 1 Sep 2010 Previous Business Day Tue 31 Aug 2010 Page 7 Puts | Block | Opening Settle Delta Vola- Daily Trade Bclear Total | Official **Open Change Exer- Exer Trans Price tility High Low Volume Volume*** Volume | Volume Int cises Price | 1.000 0.00 65.77 0 0 0| 0 48 0 0 1000 4.000 -0.01 63.62 0 0 0| 0 61 0 0 1200 8.500 -0.03 58.11 0 0 0| 0 58 0 0 1400 21.000 16.500 -0.05 52.57 21.000 21.000 0 0 5| 0 37 0 0 1600 30.000 -0.09 47.92 0 0 0| 9 72 0 0 1800 41.000 -0.12 45.68 0 0 0| 0 1,076 0 0 1900 66.000 55.000 -0.16 43.56 66.000 55.000 0 0 11| 8 1,243 -6 0 2000 97.000 -0.27 39.86 0 0 0| 0 169 0 0 2200 205.000 164.500 -0.41 36.71 205.000 190.500 0 0 8| 0 911 0 0 2400 266.500 -0.58 34.50 0 0 0| 4 552 0 0 2600 405.500 -0.73 33.38 0 0 0| 0 1,219 0 0 2800 568.500 -0.86 31.93 0 0 0| 0 1,206 0 0 3000 753.000 -0.93 31.75 0 0 0| 0 10 0 0 3200 1145.000 -0.98 34.98 0 0 0| 0 2 0 0 3600 Total 0 0 24| 21 6,760 -6 0 Indicative a-t-m Vol 36.58 Underlying Price 2456.500 Time to expiry: 198 Days Mar 11 68.000 -0.14 45.02 0 0 0| 0 30 0 0 1800 109.500 -0.21 42.44 0 0 0| 0 155 0 0 2000 164.000 -0.31 39.18 0 0 0| 0 37 0 0 2200 245.000 -0.42 37.15 0 0 0| 0 447 0 0 2400 348.500 -0.55 35.15 0 0 0| 5 13 +5 0 2600 480.000 -0.67 34.01 0 0 0| 0 14 0 0 2800 635.000 -0.76 33.52 0 0 0| 0 62 0 0 3000 804.500 -0.84 33.00 0 0 0| 5 103 +5 0 3200 1174.000 -0.93 32.57 0 0 0| 0 30 0 0 3600 Total 0 0 0| 10 891 +10 0 Indicative a-t-m Vol 36.25 Underlying Price 2456.500 Time to expiry: 289 Days Jun 11 36.000 -0.07 48.21 0 0 0| 0 10 0 0 1400 59.500 -0.11 45.30 0 0 0| 0 17 0 0 1600 94.500 -0.16 42.82 0 0 0| 0 22 0 0 1800 144.500 -0.23 40.61 0 0 0| 0 6 0 0 2000 208.500 -0.32 38.39 0 0 100| 0 135 0 0 2200 292.500 -0.42 36.63 0 0 0| 0 2 0 0 2400 398.500 -0.52 35.29 0 0 0| 0 8 0 0 2600 527.500 -0.62 34.31 0 0 0| 0 1 0 0 2800 672.500 -0.71 33.38 0 0 0| 0 3 0 0 3000 830.500 -0.79 32.29 0 0 0| 0 33 0 0 3200 Total 0 0 100| 0 237 0 0 Indicative a-t-m Vol 41.00 Underlying Price 2456.500 Time to expiry: 471 Days Dec 11 19.000 -0.03 55.29 0 0 0| 0 0 0 0 880 25.000 -0.03 53.70 0 0 0| 0 0 0 0 960 29.000 -0.04 53.54 0 0 0| 0 0 0 0 1000 56.500 -0.07 52.54 0 0 0| 0 0 0 0 1200 88.000 -0.10 49.89 0 0 0| 0 0 0 0 1400 134.000 -0.15 48.23 0 0 0| 0 0 0 0 1600 191.000 -0.20 46.57 0 0 0| 0 0 0 0 1800 Equity Options 22:01 Business Day Wed 1 Sep 2010 Previous Business Day Tue 31 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 | 263.500 -0.26 45.40 0 0 0| 0 0 0 0 2000 426.000 -0.40 41.27 0 0 0| 0 500 0 0 2400 662.500 -0.54 39.37 0 0 0| 0 0 0 0 2800 945.500 -0.67 37.74 0 0 0| 0 0 0 0 3200 Total 0 0 0| 0 500 0 0 Indicative a-t-m Vol 41.65 Underlying Price 2456.500 Time to expiry: 653 Days Jun 12 337.500 -0.27 45.30 0 0 0| 0 0 0 0 2000 514.500 -0.39 41.93 0 0 0| 0 0 0 0 2400 750.500 -0.50 40.00 0 0 0| 0 0 0 0 2800 1022.500 -0.62 38.31 0 0 0| 0 0 0 0 3200 Total 0 0 0| 0 0 0 0 Indicative a-t-m Vol 42.30 Underlying Price 2456.500 Time to expiry: 842 Days Dec 12 386.000 -0.27 44.34 0 0 0| 0 0 0 0 2000 588.000 -0.37 42.64 0 0 0| 0 0 0 0 2400 697.500 -0.42 41.45 0 0 0| 0 100 0 0 2600 822.000 -0.47 40.68 0 0 0| 0 0 0 0 2800 1087.500 -0.57 38.92 0 0 0| 0 0 0 0 3200 Total 0 0 0| 0 100 0 0 Total Puts 0 0 152| 41 12,862 +10 0 Grand Total 0 0 417| 206,347 26,976 +315 0 Equity Options 22:01 Business Day Wed 1 Sep 2010 Previous Business Day Tue 31 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 30.90 Underlying Price 1094.000 Time to expiry: 16 Days Sep 10 414.250 1.00 73.11 0 0 0| 0 0 0 0 680 381.250 1.00 68.14 0 0 0| 0 0 0 0 713 342.250 1.00 62.43 0 0 0| 0 0 0 0 752 302.250 1.00 56.88 0 0 0| 0 0 0 0 792 263.500 1.00 51.86 0 0 0| 0 0 0 0 831 223.750 0.99 48.46 0 0 0| 0 5 0 0 871 184.500 0.97 47.99 0 0 0| 0 200 0 0 911 146.250 0.95 41.26 0 0 0| 0 150 0 0 950 108.250 0.90 37.76 0 0 0| 0 30 0 0 990 15.500 31.000 0.54 30.89 19.000 15.500 S 0 0 25| 0 68 0 0 1089 3.750 0.11 31.07 0 0 0| 0 3 0 0 1188 CAB 0.00 37.73 0 0 0| 0 4 0 0 1386 Total 0 0 25| 0 460 0 0 Indicative a-t-m Vol 35.24 Underlying Price 1094.000 Time to expiry: 107 Days Dec 10 455.250 0.99 50.02 0 0 0| 0 0 0 0 640 377.750 0.96 46.45 0 0 0| 0 0 0 0 720 339.250 0.95 43.91 0 0 0| 0 0 0 0 760 302.500 0.93 42.86 0 0 0| 0 0 0 0 800 266.250 0.90 41.49 0 0 0| 0 0 0 0 840 239.000 0.87 40.43 0 0 0| 0 0 0 0 871 206.250 0.83 39.61 0 0 0| 0 0 0 0 911 176.250 0.78 38.96 0 0 0| 0 164 0 0 950 147.250 0.72 37.95 0 0 0| 0 50 0 0 990 66.750 85.500 0.55 35.19 66.750 S 66.750 S 0 0 15| 0 83 0 0 1089 46.000 50.000 0.37 36.18 46.000 46.000 0 0 10| 0 16 0 0 1188 14.250 0.14 36.87 0 0 0| 0 3 0 0 1386 Total 0 0 25| 0 316 0 0 Indicative a-t-m Vol 36.15 Underlying Price 1094.000 Time to expiry: 198 Days Mar 11 459.750 0.97 44.10 0 0 0| 0 0 0 0 640 386.250 0.93 42.51 0 0 0| 0 0 0 0 720 350.500 0.91 41.54 0 0 0| 0 0 0 0 760 316.000 0.89 40.71 0 0 0| 0 0 0 0 800 284.500 0.85 40.63 0 0 0| 0 0 0 0 840 253.000 0.81 39.79 0 0 0| 0 0 0 0 880 222.250 0.78 38.72 0 0 0| 0 2 0 0 920 195.250 0.73 38.24 0 0 0| 0 12 0 0 960 169.500 0.68 37.55 0 0 0| 0 9 0 0 1000 114.000 0.55 36.06 0 0 0| 0 22 0 0 1100 75.750 0.42 35.86 0 0 0| 0 5 0 0 1200 Total 0 0 0| 0 50 0 0 Total Calls 0 0 50| 0 826 0 0 | Equity Options 22:01 Business Day Wed 1 Sep 2010 Previous Business Day Tue 31 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 35.23 Underlying Price 1094.000 Time to expiry: 16 Days Sep 10 CAB 0.00 67.83 0 0 0| 0 2 0 0 680 CAB 0.00 65.00 0 0 0| 0 7 0 0 713 CAB 0.00 59.33 0 0 0| 0 8 0 0 752 CAB 0.00 55.56 0 0 0| 0 170 0 0 792 0.250 -0.01 50.84 0 0 0| 0 8 0 0 831 0.250 -0.01 45.10 0 0 0| 0 145 0 0 871 0.500 -0.02 39.67 0 0 0| 0 310 0 0 911 4.250 1.500 -0.04 37.39 4.250 S 4.250 S 0 0 15| 0 25 0 0 950 3.750 -0.09 35.47 0 0 0| 500 25 -500 0 990 31.250 -0.47 34.88 0 0 0| 0 12 0 0 1089 105.750 -0.81 41.80 0 0 0| 0 0 0 0 1188 297.250 -0.95 65.61 0 0 0| 0 0 0 0 1386 Total 0 0 15| 500 712 -500 0 Indicative a-t-m Vol 35.56 Underlying Price 1094.000 Time to expiry: 107 Days Dec 10 1.250 -0.01 46.64 0 0 0| 0 0 0 0 640 4.000 -0.03 45.49 0 0 0| 0 4 0 0 720 6.000 -0.05 43.99 0 0 0| 0 5 0 0 760 9.250 -0.07 43.02 0 0 0| 0 3 0 0 800 12.750 -0.10 41.50 0 0 0| 0 0 0 0 840 17.750 -0.13 41.57 0 0 0| 4 35 +3 0 871 23.250 -0.17 39.38 0 0 0| 0 10 0 0 911 44.250 34.250 -0.22 39.92 44.250 S 44.250 S 0 0 15| 0 15 0 0 950 55.500 43.000 -0.28 37.71 55.500 55.500 0 0 2| 0 115 0 0 990 81.250 -0.45 35.53 0 0 0| 0 23 0 0 1089 144.250 -0.63 36.21 0 0 0| 0 0 0 0 1188 306.250 -0.87 36.75 0 0 0| 0 0 0 0 1386 Total 0 0 17| 4 210 +3 0 Indicative a-t-m Vol 35.96 Underlying Price 1094.000 Time to expiry: 198 Days Mar 11 6.000 -0.04 45.00 0 0 0| 0 0 0 0 640 12.000 -0.07 42.98 0 0 0| 0 2 0 0 720 16.250 -0.09 41.99 0 0 0| 0 12 0 0 760 21.500 -0.12 40.99 0 0 0| 0 0 0 0 800 29.000 -0.15 40.39 0 0 0| 0 0 0 0 840 37.250 -0.18 39.55 0 0 0| 0 0 0 0 880 47.250 -0.22 38.88 0 0 0| 0 9 0 0 920 62.750 -0.27 39.40 0 0 0| 0 16 0 0 960 73.500 -0.32 37.42 0 0 0| 5 13 +5 0 1000 117.500 -0.45 35.87 0 0 0| 0 0 0 0 1100 179.750 -0.58 35.91 0 0 0| 0 0 0 0 1200 Total 0 0 0| 5 52 +5 0 Total Puts 0 0 32| 509 974 -492 0 Grand Total 0 0 82| 80,659 1,800 -492 0 Equity Options 22:01 Business Day Wed 1 Sep 2010 Previous Business Day Tue 31 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 53.67 Underlying Price 374.100 Time to expiry: 16 Days Sep 10 234.250 1.00 71.81 0 0 0| 0 0 -20 20 140 214.250 1.00 71.25 0 0 0| 0 0 0 0 160 204.250 1.00 70.34 0 0 0| 0 0 -1 1 170 194.250 1.00 69.42 0 0 0| 0 0 0 0 180 184.250 1.00 67.04 0 0 0| 0 0 -4 4 190 174.250 1.00 65.48 0 0 0| 0 0 -78 78 200 164.250 1.00 63.57 0 0 0| 0 0 -14 14 210 154.250 1.00 61.49 0 0 0| 0 0 -24 24 220 144.250 1.00 60.37 0 0 0| 0 0 -10 10 230 134.250 1.00 58.90 0 0 0| 0 0 -20 20 240 114.250 1.00 58.53 0 0 0| 0 0 -19 19 260 94.250 0.99 58.71 0 0 0| 0 0 -60 60 280 74.750 0.97 57.98 0 0 0| 0 0 -17 17 300 65.250 0.94 57.32 0 0 0| 0 0 -10 10 310 56.250 0.91 56.92 0 0 0| 0 195 0 0 320 47.500 0.87 55.92 0 0 0| 0 10 0 0 330 39.250 0.81 55.30 0 0 0| 0 190 0 0 340 31.750 0.74 54.26 0 0 0| 0 20 0 0 350 25.000 0.65 53.63 0 0 0| 45 269 +24 0 360 19.500 19.250 0.56 53.52 19.500 19.500 0 0 18| 0 0 0 0 370 15.000 14.750 0.47 53.82 16.250 13.500 0 0 133| 90 90 +90 0 380 8.750 7.500 0.30 52.60 9.250 8.750 0 0 100| 34 89 +23 0 400 Total 0 0 251| 169 863 -140 277 Indicative a-t-m Vol 42.36 Underlying Price 374.100 Time to expiry: 107 Days Dec 10 175.000 0.99 52.83 0 0 0| 10 30 -14 4 200 155.500 0.98 51.11 0 0 0| 0 0 0 0 220 145.750 0.97 50.42 0 0 0| 0 0 0 0 230 136.250 0.96 49.62 0 0 0| 0 9 0 0 240 117.750 0.94 48.54 0 0 0| 0 12 0 0 260 99.750 0.90 46.49 0 0 0| 0 118 0 0 280 83.000 0.85 45.21 0 0 0| 0 1 0 0 300 60.250 67.250 0.78 43.95 60.250 60.250 0 0 4| 20 28 +20 0 320 54.000 53.750 0.70 43.46 54.000 54.000 0 0 10| 0 21 0 0 340 34.500 42.000 0.61 42.73 34.500 34.500 0 0 10| 30 56 +30 0 360 32.000 0.52 42.24 0 0 0| 43 28 +28 0 380 19.250 24.000 0.43 41.87 24.250 19.250 0 0 45| 145 151 +145 0 400 Total 0 0 69| 248 454 +209 4 Indicative a-t-m Vol 40.73 Underlying Price 374.100 Time to expiry: 198 Days Mar 11 139.500 0.93 45.96 0 0 0| 0 10 0 0 240 122.000 0.90 44.59 0 0 0| 0 0 0 0 260 106.000 0.86 44.42 0 0 0| 0 4 0 0 280 90.750 0.81 43.58 0 0 0| 15 21 0 0 300 76.500 0.75 42.72 0 0 0| 0 9 0 0 320 Equity Options 22:01 Business Day Wed 1 Sep 2010 Previous Business Day Tue 31 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 | 64.500 62.750 0.69 40.68 64.500 64.500 0 0 10| 0 20 0 0 340 45.250 52.500 0.62 41.03 45.250 45.250 0 0 10| 0 40 0 0 360 42.750 0.54 40.63 0 0 0| 0 32 0 0 380 35.000 0.48 40.75 0 0 0| 0 31 0 0 400 Total 0 0 20| 15 167 0 0 Total Calls 0 0 340| 432 1,484 +69 281 | Equity Options 22:01 Business Day Wed 1 Sep 2010 Previous Business Day Tue 31 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 52.69 Underlying Price 374.100 Time to expiry: 16 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 0.00 50.75 0 0 0| 0 77 0 0 280 0.250 -0.02 50.31 0 0 0| 0 41 0 0 300 0.500 -0.03 49.68 0 0 0| 0 0 0 0 310 1.250 -0.07 50.45 0 0 0| 0 394 0 0 320 2.250 -0.11 49.75 0 0 0| 34 64 +34 0 330 4.000 -0.18 50.68 0 0 0| 30 230 +20 0 340 6.250 6.750 -0.26 51.67 6.250 S 6.250 S 0 0 12| 0 20 0 0 350 14.000 10.500 -0.34 52.48 14.000 11.500 S 0 0 30| 212 200 +180 0 360 16.000 14.750 -0.44 52.48 16.000 16.000 0 0 10| 0 0 0 0 370 16.500 20.250 -0.53 52.90 21.500 16.500 0 0 36| 10 10 +10 0 380 33.250 -0.70 52.48 0 0 0| 12 12 +6 0 400 Total 0 0 88| 298 1,420 +250 0 Indicative a-t-m Vol 42.26 Underlying Price 374.100 Time to expiry: 107 Days Dec 10 0.500 -0.01 54.38 0 0 0| 0 329 0 0 200 1.000 -0.02 51.71 0 0 0| 0 52 0 0 220 1.250 -0.03 50.75 0 0 0| 0 44 0 0 230 1.500 -0.04 49.29 0 0 0| 0 0 0 0 240 2.750 -0.06 47.40 0 0 0| 0 49 0 0 260 4.750 -0.10 45.84 0 0 0| 11 24 -11 0 280 7.000 8.000 -0.15 45.08 7.000 7.000 0 0 2| 0 26 0 0 300 12.750 -0.22 44.27 0 0 0| 10 56 -10 0 320 17.000 19.000 -0.30 43.47 17.000 17.000 0 0 2| 0 1 0 0 340 27.000 -0.39 42.60 0 0 0| 0 0 0 0 360 37.000 -0.48 42.14 0 0 0| 0 0 0 0 380 49.500 49.250 -0.57 42.13 49.500 49.500 0 0 1| 0 0 0 0 400 Total 0 0 5| 21 581 -21 0 Indicative a-t-m Vol 40.95 Underlying Price 374.100 Time to expiry: 198 Days Mar 11 4.250 -0.07 45.69 0 0 0| 0 10 0 0 240 7.000 -0.10 45.09 0 0 0| 0 1 0 0 260 10.750 -0.14 44.48 0 0 0| 0 2 0 0 280 15.500 -0.20 43.74 0 0 0| 0 12 0 0 300 21.500 -0.25 42.95 0 0 0| 0 14 0 0 320 28.500 -0.32 41.98 0 0 0| 0 10 0 0 340 Equity Options 22:01 Business Day Wed 1 Sep 2010 Previous Business Day Tue 31 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 | 40.000 37.000 -0.39 41.20 40.000 40.000 0 0 1| 3 31 0 0 360 47.500 -0.46 40.86 0 0 0| 0 10 0 0 380 59.750 -0.52 41.13 0 0 0| 31 31 +31 0 400 Total 0 0 1| 34 121 +31 0 Total Puts 0 0 94| 353 2,122 +260 0 Grand Total 0 0 434| 99,255 3,606 +329 281 Equity Options 22:01 Business Day Wed 1 Sep 2010 Previous Business Day Tue 31 Aug 2010 Page 15 Calls | Block | Opening Settle Delta Vola- Daily Trade Bclear Total | Official **Open Change Exer- Exer Trans Price tility High Low Volume Volume*** Volume | Volume Int cises Price | Associated British Foods PLC - STND OPT (ABR) Indicative a-t-m Vol 21.82 Underlying Price 1069.000 Time to expiry: 16 Days Sep 10 349.250 1.00 40.00 0 0 0| 0 0 0 0 720 309.250 1.00 36.00 0 0 0| 0 0 0 0 760 269.250 1.00 34.18 0 0 0| 0 0 0 0 800 229.250 1.00 31.89 0 0 0| 0 0 0 0 840 189.250 1.00 33.97 0 0 0| 0 0 0 0 880 149.500 0.99 30.84 0 0 0| 0 3 0 0 920 130.000 0.98 30.88 0 0 0| 0 0 0 0 940 110.250 0.96 28.81 0 0 0| 0 13 0 0 960 91.750 0.92 29.06 0 0 0| 0 0 0 0 980 73.000 0.88 26.94 0 0 0| 0 7 0 0 1000 31.250 0.66 22.09 0 0 0| 0 35 0 0 1050 8.250 0.28 21.38 0 0 0| 0 15 0 0 1100 1.250 0.06 21.23 0 0 0| 0 0 0 0 1150 CAB 0.00 20.44 0 0 0| 0 0 0 0 1200 CAB 0.00 20.00 0 0 0| 0 0 0 0 1300 Total 0 0 0| 0 73 0 0 Indicative a-t-m Vol 20.28 Underlying Price 1069.000 Time to expiry: 107 Days Dec 10 271.750 0.98 29.00 0 0 0| 0 0 0 0 800 194.500 0.94 25.55 0 0 0| 0 0 0 0 880 158.750 0.89 25.46 0 0 0| 0 2 0 0 920 123.000 0.83 23.39 0 0 0| 0 5 0 0 960 91.000 0.74 22.18 0 0 0| 0 10 0 0 1000 30.250 30.500 0.41 19.42 30.750 30.000 0 0 67| 0 14 0 0 1100 7.250 0.14 19.33 0 0 0| 0 0 0 0 1200 CAB 0.00 18.48 0 0 0| 0 0 0 0 1400 Total 0 0 67| 0 31 0 0 Indicative a-t-m Vol 20.69 Underlying Price 1069.000 Time to expiry: 198 Days Mar 11 198.500 0.90 24.98 0 0 0| 0 0 0 0 880 163.750 0.85 23.97 0 0 0| 0 0 0 0 920 131.000 0.78 22.92 0 0 0| 0 0 0 0 960 101.750 0.69 22.06 0 0 0| 0 5 0 0 1000 45.250 0.44 20.08 0 0 0| 0 25 0 0 1100 14.750 0.20 18.51 0 0 0| 0 10 0 0 1200 0.750 0.02 17.62 0 0 0| 0 0 0 0 1400 Total 0 0 0| 0 40 0 0 Total Calls 0 0 67| 0 144 0 0 | Equity Options 22:01 Business Day Wed 1 Sep 2010 Previous Business Day Tue 31 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 22.06 Underlying Price 1069.000 Time to expiry: 16 Days Sep 10 CAB 0.00 38.49 0 0 0| 0 0 0 0 720 CAB 0.00 35.56 0 0 0| 0 0 0 0 760 CAB 0.00 34.47 0 0 0| 0 3 0 0 800 CAB 0.00 31.75 0 0 0| 0 1 0 0 840 CAB 0.00 30.85 0 0 0| 0 4 0 0 880 0.250 -0.01 28.53 0 0 0| 0 10 0 0 920 0.500 -0.02 28.34 0 0 0| 0 0 0 0 940 0.750 -0.03 27.47 0 0 0| 0 0 0 0 960 1.750 -0.06 26.65 0 0 0| 0 2 0 0 980 3.250 -0.11 26.10 0 0 0| 0 26 0 0 1000 12.250 -0.34 22.45 0 0 0| 0 0 0 0 1050 39.000 -0.72 21.43 0 0 0| 0 0 0 0 1100 82.000 -0.94 21.63 0 0 0| 0 0 0 0 1150 131.250 -0.98 25.43 0 0 0| 0 0 0 0 1200 231.000 -1.00 20.00 0 0 0| 0 0 0 0 1300 Total 0 0 0| 0 46 0 0 Indicative a-t-m Vol 19.73 Underlying Price 1069.000 Time to expiry: 107 Days Dec 10 2.500 -0.04 29.52 0 0 0| 0 2 0 0 800 6.750 -0.09 26.39 0 0 0| 0 13 0 0 880 11.000 -0.14 25.01 0 0 0| 0 34 0 0 920 16.250 -0.21 22.89 0 0 0| 0 3 0 0 960 26.750 -0.31 22.24 0 0 0| 0 0 0 0 1000 69.500 -0.64 18.61 0 0 0| 0 15 0 0 1100 147.750 -0.92 16.05 0 0 0| 0 0 0 0 1200 344.250 -1.00 14.78 0 0 0| 0 0 0 0 1400 Total 0 0 0| 0 67 0 0 Indicative a-t-m Vol 20.02 Underlying Price 1069.000 Time to expiry: 198 Days Mar 11 15.250 -0.14 25.18 0 0 0| 0 0 0 0 880 21.250 -0.19 23.94 0 0 0| 0 0 0 0 920 29.000 -0.25 22.47 0 0 0| 0 0 0 0 960 41.500 -0.34 21.85 0 0 0| 0 3 0 0 1000 85.000 -0.59 19.20 0 0 0| 0 0 0 0 1100 158.250 -0.81 18.74 0 0 0| 0 0 0 0 1200 344.750 -0.99 17.56 0 0 0| 0 0 0 0 1400 Total 0 0 0| 0 3 0 0 Total Puts 0 0 0| 0 116 0 0 Grand Total 0 0 67| 68,700 260 0 0 Equity Options 22:01 Business Day Wed 1 Sep 2010 Previous Business Day Tue 31 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 18.58 Underlying Price 3285.000 Time to expiry: 16 Days Sep 10 1285.500 1.00 39.83 0 0 0| 0 0 0 0 2000 885.500 1.00 38.01 0 0 0| 0 0 0 0 2400 686.000 1.00 37.19 0 0 0| 0 0 0 0 2600 486.500 0.99 30.34 0 0 0| 0 0 0 0 2800 387.000 0.98 27.70 0 0 0| 0 0 0 0 2900 289.000 0.96 24.66 0 0 0| 0 6 0 0 3000 195.500 0.88 23.26 0 0 0| 0 51 0 0 3100 110.500 0.73 20.73 0 0 0| 23 1,341 -18 0 3200 45.000 0.46 18.20 0 0 0| 45 196 +5 0 3300 12.500 0.19 17.34 0 0 0| 10 261 -10 0 3400 0.500 0.01 19.38 0 0 0| 0 404 0 0 3600 CAB 0.00 20.83 0 0 0| 0 0 0 0 3800 Total 0 0 0| 78 2,259 -23 0 Indicative a-t-m Vol 19.38 Underlying Price 3285.000 Time to expiry: 44 Days Oct 10 688.500 0.99 29.88 0 0 0| 0 0 0 0 2600 492.000 0.96 26.39 0 0 0| 0 0 0 0 2800 304.000 0.88 23.04 0 0 0| 0 1 0 0 3000 218.500 0.79 21.70 0 0 0| 0 3 0 0 3100 143.000 0.66 20.34 0 0 0| 0 14 0 0 3200 83.000 83.000 0.49 19.21 83.000 78.500 0 0 9| 0 63 0 0 3300 44.000 42.500 0.32 18.59 44.000 44.000 0 0 5| 0 52 0 0 3400 7.000 0.08 17.71 0 0 0| 0 19 0 0 3600 1.000 0.01 17.94 0 0 0| 0 12 0 0 3800 Total 0 0 14| 0 164 0 0 Indicative a-t-m Vol 20.61 Underlying Price 3285.000 Time to expiry: 79 Days Nov 10 505.500 0.92 26.11 0 0 0| 0 0 0 0 2800 328.500 0.81 23.55 0 0 0| 0 0 0 0 3000 249.000 0.73 22.39 0 0 0| 0 0 0 0 3100 180.000 0.63 21.44 0 0 0| 0 0 0 0 3200 121.000 0.51 20.46 0 0 0| 0 1 0 0 3300 76.000 0.38 19.80 0 0 0| 0 12 0 0 3400 25.000 23.500 0.16 18.67 25.000 25.000 0 0 4| 0 5 0 0 3600 6.500 0.06 18.90 0 0 0| 0 0 0 0 3800 Total 0 0 4| 0 18 0 0 Indicative a-t-m Vol 21.06 Underlying Price 3285.000 Time to expiry: 107 Days Dec 10 1688.500 1.00 42.70 0 0 0| 0 0 0 0 1600 1489.000 1.00 37.96 0 0 0| 0 0 0 0 1800 1290.000 1.00 35.65 0 0 0| 0 2 0 0 2000 896.500 0.97 31.81 0 0 0| 0 0 0 0 2400 703.500 0.94 28.64 0 0 0| 0 10 0 0 2600 517.500 0.89 25.88 0 0 0| 0 237 0 0 2800 345.500 0.79 23.38 0 0 0| 0 2,559 +250 0 3000 Equity Options 22:01 Business Day Wed 1 Sep 2010 Previous Business Day Tue 31 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 | 271.000 0.71 22.64 0 0 0| 0 976 0 0 3100 202.500 0.62 21.67 0 0 0| 0 970 0 0 3200 102.500 99.000 0.41 20.24 102.500 102.500 0 0 4| 3 997 0 0 3400 40.000 0.21 19.41 0 0 0| 0 71 0 0 3600 5.000 0.04 19.38 0 0 0| 0 251 0 0 4000 Total 0 0 4| 3 6,073 +250 0 Indicative a-t-m Vol 21.40 Underlying Price 3285.000 Time to expiry: 198 Days Mar 11 903.000 0.96 29.84 0 0 0| 0 0 0 0 2400 713.500 0.93 27.33 0 0 0| 0 0 0 0 2600 534.500 0.86 25.25 0 0 0| 0 272 0 0 2800 371.500 0.76 23.42 0 0 0| 0 77 0 0 3000 233.000 0.61 21.75 0 0 0| 5 656 +4 0 3200 134.000 0.43 20.92 0 0 0| 4 41 0 0 3400 67.500 0.27 20.09 0 0 0| 0 73 0 0 3600 13.000 0.07 19.33 0 0 0| 0 6 0 0 4000 Total 0 0 0| 9 1,125 +4 0 Indicative a-t-m Vol 21.62 Underlying Price 3285.000 Time to expiry: 289 Days Jun 11 908.000 0.95 29.13 0 0 0| 0 0 0 0 2400 550.000 0.83 25.22 0 0 0| 0 159 0 0 2800 392.500 0.73 23.36 0 0 0| 0 156 0 0 3000 261.500 0.59 21.97 0 0 0| 0 415 0 0 3200 164.000 0.44 21.14 0 0 0| 0 11 0 0 3400 96.000 0.30 20.36 0 0 0| 0 36 0 0 3600 29.500 0.12 19.78 0 0 0| 0 19 0 0 4000 Total 0 0 0| 0 796 0 0 Indicative a-t-m Vol 22.37 Underlying Price 3285.000 Time to expiry: 471 Days Dec 11 1495.500 0.99 37.15 0 0 0| 0 0 0 0 1800 1301.000 0.97 34.90 0 0 0| 0 0 0 0 2000 926.000 0.91 30.27 0 0 0| 0 0 0 0 2400 576.500 0.79 25.20 0 0 0| 0 0 0 0 2800 312.500 0.57 22.63 0 0 0| 0 274 0 0 3200 151.500 0.35 21.45 0 0 0| 0 11 0 0 3600 Total 0 0 0| 0 285 0 0 Indicative a-t-m Vol 22.82 Underlying Price 3285.000 Time to expiry: 653 Days Jun 12 927.000 0.91 29.50 0 0 0| 0 0 0 0 2400 589.500 0.77 25.23 0 0 0| 0 0 0 0 2800 340.500 0.56 23.13 0 0 0| 0 0 0 0 3200 179.500 0.37 21.65 0 0 0| 0 0 0 0 3600 Total 0 0 0| 0 0 0 0 Indicative a-t-m Vol 22.63 Underlying Price 3285.000 Time to expiry: 842 Days Dec 12 941.000 0.89 29.98 0 0 0| 0 0 0 0 2400 609.500 0.75 25.41 0 0 0| 0 0 0 0 2800 369.000 0.56 23.20 0 0 0| 0 0 0 0 3200 Equity Options 22:01 Business Day Wed 1 Sep 2010 Previous Business Day Tue 31 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 | 189.500 0.37 20.50 0 0 0| 0 4 0 0 3600 Total 0 0 0| 0 4 0 0 Total Calls 0 0 22| 90 10,724 +231 0 | Equity Options 22:01 Business Day Wed 1 Sep 2010 Previous Business Day Tue 31 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 18.47 Underlying Price 3285.000 Time to expiry: 16 Days Sep 10 CAB 0.00 45.44 0 0 0| 0 98 0 0 2000 CAB 0.00 44.85 0 0 0| 0 1,115 0 0 2400 0.500 0.00 40.61 0 0 0| 8 1,436 0 0 2600 1.000 -0.01 33.02 0 0 0| 0 2,967 0 0 2800 2.000 -0.02 29.74 0 0 0| 0 702 0 0 2900 3.000 -0.04 25.02 0 0 0| 35 2,418 +13 0 3000 7.000 8.000 -0.11 22.16 7.000 7.000 0 0 3| 35 87 +26 0 3100 21.500 21.000 -0.25 19.01 21.500 20.000 0 0 7| 15 1,862 +5 0 3200 59.500 -0.54 18.37 0 0 0| 0 76 0 0 3300 127.000 -0.81 17.66 0 0 0| 0 20 0 0 3400 315.000 -0.99 18.29 0 0 0| 0 5 0 0 3600 515.000 -1.00 18.89 0 0 0| 0 0 0 0 3800 Total 0 0 10| 93 10,786 +44 0 Indicative a-t-m Vol 19.13 Underlying Price 3285.000 Time to expiry: 44 Days Oct 10 3.000 -0.02 33.78 0 0 0| 0 0 0 0 2600 7.000 6.000 -0.04 27.57 7.000 7.000 0 0 2| 0 8 0 0 2800 17.000 17.000 -0.12 23.29 17.000 17.000 0 0 2| 0 26 0 0 3000 30.500 -0.21 21.62 0 0 0| 0 314 0 0 3100 55.500 -0.34 20.40 0 0 0| 0 5 0 0 3200 93.500 -0.51 18.90 0 0 0| 0 7 0 0 3300 153.000 -0.69 18.13 0 0 0| 0 0 0 0 3400 320.000 -0.93 17.66 0 0 0| 0 0 0 0 3600 515.000 -1.00 18.50 0 0 0| 0 0 0 0 3800 Total 0 0 4| 0 360 0 0 Indicative a-t-m Vol 20.40 Underlying Price 3285.000 Time to expiry: 79 Days Nov 10 16.500 -0.08 26.25 0 0 0| 0 6 0 0 2800 38.500 -0.19 23.49 0 0 0| 6 7 +6 0 3000 59.500 -0.27 22.36 0 0 0| 0 2 0 0 3100 89.000 -0.37 21.30 0 0 0| 0 0 0 0 3200 130.000 -0.50 20.25 0 0 0| 0 0 0 0 3300 185.500 -0.62 19.65 0 0 0| 0 0 0 0 3400 335.500 -0.84 18.97 0 0 0| 0 0 0 0 3600 517.500 -0.96 17.96 0 0 0| 0 0 0 0 3800 Total 0 0 0| 6 15 +6 0 Indicative a-t-m Vol 20.81 Underlying Price 3285.000 Time to expiry: 107 Days Dec 10 0.500 0.00 49.26 0 0 0| 0 85 0 0 1600 1.500 0.00 45.03 0 0 0| 0 111 0 0 1800 2.000 -0.01 39.70 0 0 0| 45 373 -5 0 2000 6.000 -0.03 31.29 0 0 0| 0 1,059 0 0 2400 13.000 -0.06 28.58 0 0 0| 42 532 +39 0 2600 26.500 -0.11 25.91 0 0 0| 0 1,696 0 0 2800 61.000 54.000 -0.21 23.27 61.000 52.500 0 0 10| 0 1,324 0 0 3000 80.500 -0.29 22.82 0 0 0| 0 151 0 0 3100 Equity Options 22:01 Business Day Wed 1 Sep 2010 Previous Business Day Tue 31 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 | 109.500 -0.38 21.48 0 0 0| 7 993 +1 0 3200 205.500 -0.60 19.90 0 0 0| 5 359 0 0 3400 347.500 -0.80 19.04 0 0 0| 0 16 0 0 3600 715.000 -0.99 17.98 0 0 0| 0 0 0 0 4000 Total 0 0 10| 99 6,699 +35 0 Indicative a-t-m Vol 21.26 Underlying Price 3285.000 Time to expiry: 198 Days Mar 11 25.500 -0.08 28.87 0 0 0| 0 386 0 0 2400 45.000 -0.13 26.83 0 0 0| 0 31 0 0 2600 79.500 -0.22 24.98 0 0 0| 0 309 0 0 2800 146.000 132.000 -0.33 23.12 146.000 146.000 0 0 2| 0 584 0 0 3000 214.000 -0.48 21.77 0 0 0| 0 147 0 0 3200 327.500 -0.64 20.58 0 0 0| 0 13 0 0 3400 473.000 -0.78 19.76 0 0 0| 0 46 0 0 3600 832.000 -0.93 20.13 0 0 0| 0 8 0 0 4000 Total 0 0 2| 0 1,524 0 0 Indicative a-t-m Vol 21.88 Underlying Price 3285.000 Time to expiry: 289 Days Jun 11 44.500 -0.10 28.14 0 0 0| 0 130 0 0 2400 112.500 -0.24 24.72 0 0 0| 0 116 0 0 2800 170.500 -0.35 23.07 0 0 0| 0 139 0 0 3000 258.500 -0.47 22.23 0 0 0| 0 104 0 0 3200 370.500 -0.60 21.42 0 0 0| 0 4 0 0 3400 507.500 -0.72 20.58 0 0 0| 0 35 0 0 3600 843.500 -0.89 19.77 0 0 0| 0 0 0 0 4000 Total 0 0 0| 0 528 0 0 Indicative a-t-m Vol 21.69 Underlying Price 3285.000 Time to expiry: 471 Days Dec 11 23.000 -0.04 32.04 0 0 0| 0 13 0 0 1800 39.000 -0.07 30.75 0 0 0| 0 2 0 0 2000 89.000 -0.15 27.43 0 0 0| 0 13 0 0 2400 184.000 -0.29 24.69 0 0 0| 0 251 0 0 2800 340.000 -0.48 22.00 0 0 0| 0 270 0 0 3200 585.500 -0.68 20.58 0 0 0| 0 0 0 0 3600 Total 0 0 0| 0 549 0 0 Indicative a-t-m Vol 22.95 Underlying Price 3285.000 Time to expiry: 653 Days Jun 12 133.000 -0.19 26.00 0 0 0| 0 0 0 0 2400 254.000 -0.33 23.88 0 0 0| 0 0 0 0 2800 449.000 -0.50 22.71 0 0 0| 0 0 0 0 3200 738.500 -0.64 23.82 0 0 0| 0 0 0 0 3600 Total 0 0 0| 0 0 0 0 Indicative a-t-m Vol 22.10 Underlying Price 3285.000 Time to expiry: 842 Days Dec 12 168.000 -0.21 25.22 0 0 0| 0 50 0 0 2400 288.500 -0.35 22.60 0 0 0| 0 250 0 0 2800 494.500 -0.51 21.91 0 0 0| 0 0 0 0 3200 781.500 -0.63 22.81 0 0 0| 0 250 0 0 3600 Total 0 0 0| 0 550 0 0 Equity Options 22:01 Business Day Wed 1 Sep 2010 Previous Business Day Tue 31 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 26| 198 21,011 +85 0 Grand Total 0 0 48| 160,588 31,735 +316 0 Equity Options 22:01 Business Day Wed 1 Sep 2010 Previous Business Day Tue 31 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 36.81 Underlying Price 388.300 Time to expiry: 16 Days Sep 10 148.500 1.00 84.35 0 0 0| 0 0 0 0 240 128.500 0.99 78.76 0 0 0| 0 0 0 0 260 108.500 1.00 60.00 0 0 0| 0 0 0 0 280 88.750 0.98 61.96 0 0 0| 0 4 0 0 300 79.000 0.97 56.39 0 0 0| 0 0 0 0 310 69.000 0.96 51.80 0 0 0| 12 35 0 0 320 59.250 0.95 46.16 0 0 0| 0 15 0 0 330 49.500 0.93 43.25 0 0 0| 0 110 0 0 340 40.250 0.89 40.17 0 0 0| 0 92 0 0 350 31.500 0.83 39.15 0 0 0| 12 259 +12 0 360 23.750 0.74 38.06 0 0 0| 0 28 0 0 370 14.000 16.750 0.62 36.59 14.000 14.000 0 0 30| 10 820 0 0 380 11.500 0.50 36.83 0 0 0| 0 693 +600 0 390 5.500 7.500 0.37 36.62 5.500 5.500 0 0 5| 0 933 0 0 400 2.500 0.16 35.58 0 0 0| 24 681 +4 0 420 1.000 0.07 37.87 0 0 0| 0 78 0 0 440 0.250 0.03 39.68 0 0 0| 0 612 0 0 460 CAB 0.01 40.44 0 0 0| 0 105 0 0 480 CAB 0.00 39.68 0 0 0| 0 58 0 0 560 Total 0 0 35| 58 4,523 +616 0 Indicative a-t-m Vol 36.32 Underlying Price 388.300 Time to expiry: 44 Days Oct 10 108.500 1.00 48.00 0 0 0| 0 0 0 0 280 88.750 0.99 44.93 0 0 0| 0 0 0 0 300 69.250 0.95 44.15 0 0 0| 0 0 0 0 320 60.000 0.93 42.20 0 0 0| 0 30 0 0 330 50.750 0.89 40.94 0 0 0| 0 15 0 0 340 42.250 0.83 39.80 0 0 0| 0 0 0 0 350 34.000 0.77 38.15 0 0 0| 0 14 0 0 360 26.750 0.68 37.26 0 0 0| 0 10 0 0 370 20.750 0.59 36.92 0 0 0| 0 298 0 0 380 15.500 0.49 36.25 0 0 0| 0 1 0 0 390 8.250 11.500 0.39 35.95 9.750 S 8.250 0 0 24| 0 185 0 0 400 6.000 0.24 35.47 0 0 0| 0 159 0 0 420 2.250 0.12 33.42 0 0 0| 0 0 0 0 440 Total 0 0 24| 0 712 0 0 Indicative a-t-m Vol 37.03 Underlying Price 388.300 Time to expiry: 79 Days Nov 10 53.750 0.81 41.23 0 0 0| 0 0 0 0 340 39.250 0.69 39.69 0 0 0| 0 8 0 0 360 31.500 0.63 37.20 0 0 0| 0 0 0 0 370 26.750 0.55 37.97 0 0 0| 0 1 0 0 380 21.750 0.48 36.92 0 0 0| 0 0 0 0 390 17.250 0.42 36.13 0 0 0| 0 3 0 0 400 8.000 10.250 0.29 34.37 8.000 8.000 0 0 2| 0 17 0 0 420 Equity Options 22:01 Business Day Wed 1 Sep 2010 Previous Business Day Tue 31 Aug 2010 Page 24 Calls | Block | Opening Settle Delta Vola- Daily Trade Bclear Total | Official **Open Change Exer- Exer Trans Price tility High Low Volume Volume*** Volume | Volume Int cises Price | 5.750 0.19 33.33 0 0 0| 0 0 0 0 440 Total 0 0 2| 0 29 0 0 Indicative a-t-m Vol 36.92 Underlying Price 388.300 Time to expiry: 107 Days Dec 10 228.250 1.00 78.18 0 0 0| 0 0 0 0 160 208.250 1.00 69.91 0 0 0| 0 0 0 0 180 188.500 1.00 64.62 0 0 0| 0 0 0 0 200 168.500 1.00 61.99 0 0 0| 0 0 0 0 220 148.750 0.99 59.88 0 0 0| 0 60 0 0 240 109.000 0.97 46.57 0 0 0| 7 25 -7 0 280 90.500 0.92 46.64 0 0 0| 0 25 0 0 300 73.000 0.85 44.62 0 0 0| 0 24 0 0 320 57.500 0.76 42.75 0 0 0| 0 75 0 0 340 42.500 0.66 39.47 0 0 0| 2 70 -2 0 360 30.750 0.55 37.51 0 0 0| 5 345 0 0 380 18.500 21.500 0.43 36.19 18.500 S 18.500 S 0 0 25| 0 337 0 0 400 12.000 14.500 0.33 35.23 13.500 12.000 S 0 0 59| 28 415 0 0 420 9.000 9.000 0.24 33.92 9.000 9.000 0 0 4| 0 129 0 0 440 2.750 0.10 31.60 0 0 0| 28 124 0 0 480 0.250 0.01 30.38 0 0 0| 0 49 0 0 560 Total 0 0 88| 70 1,678 -9 0 Indicative a-t-m Vol 37.28 Underlying Price 388.300 Time to expiry: 198 Days Mar 11 148.750 0.98 49.52 0 0 0| 0 320 0 0 240 111.500 0.90 45.10 0 0 0| 0 40 0 0 280 94.750 0.84 43.31 0 0 0| 0 2 0 0 300 79.000 0.77 41.21 0 0 0| 0 21 0 0 320 64.500 0.71 39.39 0 0 0| 0 36 0 0 340 53.250 0.63 39.17 0 0 0| 0 36 0 0 360 39.000 42.000 0.56 37.78 39.000 39.000 0 0 2| 0 40 0 0 380 32.750 0.48 36.65 0 0 0| 0 71 0 0 400 24.750 0.40 35.52 0 0 0| 0 194 0 0 420 17.750 0.32 34.01 0 0 0| 15 127 0 0 440 Total 0 0 2| 15 887 0 0 Indicative a-t-m Vol 36.43 Underlying Price 388.300 Time to expiry: 289 Days Jun 11 148.750 0.98 49.51 0 0 0| 0 100 0 0 240 112.250 0.89 45.00 0 0 0| 0 25 0 0 280 95.500 0.83 42.62 0 0 0| 0 16 0 0 300 80.000 0.76 40.34 0 0 0| 0 40 0 0 320 66.000 0.70 38.74 0 0 0| 0 0 0 0 340 55.000 0.63 38.45 0 0 0| 2 26 +2 0 360 44.250 0.56 36.96 0 0 0| 0 141 0 0 380 34.750 0.48 35.77 0 0 0| 5 79 0 0 400 27.000 0.41 34.76 0 0 0| 0 14 0 0 420 21.000 0.34 34.30 0 0 0| 0 15 0 0 440 11.250 0.22 32.24 0 0 0| 0 0 0 0 480 3.500 0.08 31.21 0 0 0| 0 0 0 0 560 Total 0 0 0| 7 456 +2 0 Equity Options 22:01 Business Day Wed 1 Sep 2010 Previous Business Day Tue 31 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 38.62 Underlying Price 388.300 Time to expiry: 471 Days Dec 11 228.500 1.00 62.72 0 0 0| 0 0 0 0 160 208.500 1.00 60.60 0 0 0| 0 0 0 0 180 188.750 0.99 57.60 0 0 0| 0 0 0 0 200 169.000 0.98 52.72 0 0 0| 0 0 0 0 220 150.000 0.94 49.03 0 0 0| 0 0 0 0 240 117.250 0.83 45.79 0 0 0| 0 0 0 0 280 91.250 0.73 44.31 0 0 0| 0 0 0 0 320 66.250 0.62 40.44 0 0 0| 0 1 0 0 360 46.750 0.51 37.93 0 0 0| 0 0 0 0 400 28.250 0.38 33.55 0 0 0| 0 10 0 0 440 21.250 0.30 34.53 0 0 0| 0 0 0 0 480 14.750 0.21 37.97 0 0 0| 0 0 0 0 560 Total 0 0 0| 0 11 0 0 Indicative a-t-m Vol 38.48 Underlying Price 388.300 Time to expiry: 653 Days Jun 12 119.750 0.81 46.35 0 0 0| 0 0 0 0 280 94.250 0.72 43.89 0 0 0| 0 0 0 0 320 70.000 0.62 40.02 0 0 0| 0 0 0 0 360 52.000 0.52 37.90 0 0 0| 0 0 0 0 400 34.000 0.40 34.17 0 0 0| 0 0 0 0 440 Total 0 0 0| 0 0 0 0 Indicative a-t-m Vol 38.71 Underlying Price 388.300 Time to expiry: 842 Days Dec 12 163.000 0.85 61.46 0 0 0| 0 0 0 0 240 133.000 0.79 54.59 0 0 0| 0 0 0 0 280 101.500 0.72 46.07 0 0 0| 0 0 0 0 320 74.250 0.62 39.90 0 0 0| 0 0 0 0 360 57.500 0.53 38.26 0 0 0| 0 0 0 0 400 43.500 0.44 36.62 0 0 0| 0 0 0 0 440 34.250 0.37 36.13 0 0 0| 0 0 0 0 480 Total 0 0 0| 0 0 0 0 Total Calls 0 0 151| 150 8,296 +609 0 | Equity Options 22:01 Business Day Wed 1 Sep 2010 Previous Business Day Tue 31 Aug 2010 Page 26 Puts | Block | Opening Settle Delta Vola- Daily Trade Bclear Total | Official **Open Change Exer- Exer Trans Price tility High Low Volume Volume*** Volume | Volume Int cises Price | Aviva Plc - STND OPT (CUA) Indicative a-t-m Vol 38.38 Underlying Price 388.300 Time to expiry: 16 Days Sep 10 CAB 0.00 57.78 0 0 0| 0 12 0 0 240 CAB 0.00 54.74 0 0 0| 0 0 0 0 260 CAB 0.00 53.22 0 0 0| 0 82 0 0 280 CAB -0.01 50.94 0 0 0| 0 4,188 0 0 300 0.250 -0.02 50.18 0 0 0| 0 2 0 0 310 0.500 -0.03 47.25 0 0 0| 0 615 0 0 320 0.750 -0.05 46.48 0 0 0| 0 15 0 0 330 1.250 -0.08 44.96 0 0 0| 1 1,715 +1 0 340 2.250 -0.12 43.30 0 0 0| 0 122 0 0 350 3.500 -0.18 41.06 0 0 0| 4 1,570 +1,254 0 360 9.000 5.750 -0.27 39.80 9.000 9.000 0 0 5| 0 142 0 0 370 11.000 9.250 -0.38 39.63 11.000 11.000 0 0 12| 0 568 0 0 380 13.750 -0.50 38.24 0 0 0| 0 10 0 0 390 19.750 -0.62 39.08 0 0 0| 0 585 0 0 400 34.750 -0.81 38.79 0 0 0| 0 18 0 0 420 52.250 -0.95 34.51 0 0 0| 0 23 0 0 440 71.750 -0.99 35.39 0 0 0| 0 15 0 0 460 91.750 -1.00 35.48 0 0 0| 0 12 0 0 480 171.750 -1.00 40.59 0 0 0| 0 3 0 0 560 Total 0 0 17| 5 9,697 +1,255 0 Indicative a-t-m Vol 35.95 Underlying Price 388.300 Time to expiry: 44 Days Oct 10 0.250 -0.01 39.17 0 0 0| 0 20 0 0 280 1.000 -0.05 41.34 0 0 0| 0 32 0 0 300 2.750 -0.10 40.81 0 0 0| 0 38 0 0 320 4.750 -0.15 41.59 0 0 0| 0 63 0 0 330 6.500 -0.20 40.48 0 0 0| 0 80 0 0 340 8.750 8.750 -0.26 39.36 8.750 S 8.750 S 0 0 7| 0 105 0 0 350 12.500 11.750 -0.33 38.31 12.500 12.500 0 0 2| 0 26 0 0 360 15.500 -0.40 37.63 0 0 0| 2 22 +2 0 370 20.000 -0.48 36.67 0 0 0| 0 100 0 0 380 25.250 -0.56 35.87 0 0 0| 0 0 0 0 390 32.000 -0.64 36.17 0 0 0| 0 8 0 0 400 46.250 -0.78 34.52 0 0 0| 0 1 0 0 420 63.250 -0.89 33.45 0 0 0| 0 0 0 0 440 Total 0 0 9| 2 495 +2 0 Indicative a-t-m Vol 36.79 Underlying Price 388.300 Time to expiry: 79 Days Nov 10 12.000 -0.25 40.77 0 0 0| 4 6 +4 0 340 17.500 18.500 -0.35 39.22 17.500 17.500 0 0 6| 0 0 0 0 360 22.250 -0.41 38.11 0 0 0| 0 0 0 0 370 26.750 -0.47 37.27 0 0 0| 0 14 0 0 380 32.000 -0.53 36.74 0 0 0| 0 26 0 0 390 38.000 -0.59 36.24 0 0 0| 0 16 0 0 400 50.500 -0.72 33.70 0 0 0| 0 0 0 0 420 66.500 -0.81 33.46 0 0 0| 0 0 0 0 440 Equity Options 22:01 Business Day Wed 1 Sep 2010 Previous Business Day Tue 31 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 6| 4 62 +4 0 Indicative a-t-m Vol 36.49 Underlying Price 388.300 Time to expiry: 107 Days Dec 10 0.500 -0.01 72.44 0 0 0| 0 70 0 0 160 0.750 -0.01 66.63 0 0 0| 0 15 0 0 180 1.000 -0.02 61.59 0 0 0| 0 15 0 0 200 1.500 -0.03 57.19 0 0 0| 0 71 0 0 220 2.000 -0.04 53.37 0 0 0| 0 156 0 0 240 4.750 -0.09 46.83 0 0 0| 0 173 0 0 280 7.250 -0.14 44.79 0 0 0| 0 115 0 0 300 12.250 11.000 -0.20 42.71 12.250 S 12.250 S 0 0 5| 0 289 0 0 320 17.500 16.000 -0.27 41.01 17.500 S 17.500 S 0 0 50| 16 215 -15 0 340 24.500 22.500 -0.36 39.05 24.500 S 24.500 S 0 0 25| 0 330 0 0 360 35.000 30.750 -0.46 37.05 35.000 S 35.000 S 0 0 5| 0 289 0 0 380 41.500 -0.57 35.81 0 0 0| 0 103 0 0 400 54.250 -0.67 34.49 0 0 0| 0 9 0 0 420 70.250 -0.75 35.36 0 0 0| 0 15 0 0 440 104.250 -0.88 34.07 0 0 0| 0 35 0 0 480 181.250 -0.99 32.39 0 0 0| 0 47 0 0 560 Total 0 0 85| 16 1,947 -15 0 Indicative a-t-m Vol 37.43 Underlying Price 388.300 Time to expiry: 198 Days Mar 11 5.500 -0.08 49.98 0 0 0| 0 65 0 0 240 10.500 -0.14 45.30 0 0 0| 0 42 0 0 280 14.250 -0.18 43.41 0 0 0| 0 270 0 0 300 19.000 -0.24 41.59 0 0 0| 10 121 +10 0 320 25.000 -0.30 39.92 0 0 0| 0 36 0 0 340 33.750 33.000 -0.37 39.20 33.750 33.750 0 0 3| 0 57 0 0 360 42.000 -0.44 37.88 0 0 0| 0 4 0 0 380 52.750 -0.52 36.89 0 0 0| 0 61 0 0 400 64.000 -0.60 35.27 0 0 0| 0 4 0 0 420 78.250 -0.67 34.94 0 0 0| 0 1 0 0 440 Total 0 0 3| 10 661 +10 0 Indicative a-t-m Vol 35.79 Underlying Price 388.300 Time to expiry: 289 Days Jun 11 9.500 -0.11 46.15 0 0 0| 0 4 0 0 240 17.000 -0.19 42.36 0 0 0| 0 85 0 0 280 21.250 -0.23 40.04 0 0 0| 5 34 +5 0 300 28.000 -0.29 39.16 0 0 0| 0 340 0 0 320 35.250 -0.35 37.80 0 0 0| 0 52 0 0 340 45.000 -0.42 37.28 0 0 0| 0 28 0 0 360 55.250 -0.49 36.15 0 0 0| 0 5 0 0 380 67.000 -0.55 35.35 0 0 0| 0 23 0 0 400 79.500 -0.62 34.20 0 0 0| 0 2 0 0 420 94.000 -0.68 33.73 0 0 0| 0 7 0 0 440 125.000 -0.80 31.94 0 0 0| 0 21 0 0 480 197.750 -0.92 31.36 0 0 0| 0 1 0 0 560 Total 0 0 0| 5 602 +5 0 Equity Options 22:01 Business Day Wed 1 Sep 2010 Previous Business Day Tue 31 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 38.96 Underlying Price 388.300 Time to expiry: 471 Days Dec 11 7.750 -0.06 57.65 0 0 0| 0 0 0 0 160 11.500 -0.08 56.73 0 0 0| 0 0 0 0 180 14.000 -0.10 53.03 0 0 0| 0 500 0 0 200 17.750 -0.13 51.19 0 0 0| 0 0 0 0 220 20.750 -0.16 47.49 0 0 0| 0 0 0 0 240 31.250 -0.23 44.00 0 0 0| 0 3 0 0 280 50.750 -0.32 45.00 0 0 0| 0 0 0 0 320 65.000 -0.42 39.79 0 0 0| 0 0 0 0 360 88.750 -0.52 38.65 0 0 0| 0 0 0 0 400 115.750 -0.61 37.68 0 0 0| 0 0 0 0 440 147.000 -0.68 37.63 0 0 0| 0 0 0 0 480 215.250 -0.80 37.74 0 0 0| 0 0 0 0 560 Total 0 0 0| 0 503 0 0 Indicative a-t-m Vol 38.48 Underlying Price 388.300 Time to expiry: 653 Days Jun 12 45.500 -0.26 45.00 0 0 0| 0 0 0 0 280 67.250 -0.34 45.57 0 0 0| 0 0 0 0 320 81.500 -0.43 40.01 0 0 0| 0 0 0 0 360 104.250 -0.52 37.90 0 0 0| 0 0 0 0 400 128.500 -0.62 35.14 0 0 0| 0 0 0 0 440 Total 0 0 0| 0 0 0 0 Indicative a-t-m Vol 38.88 Underlying Price 388.300 Time to expiry: 842 Days Dec 12 61.500 -0.20 62.48 0 0 0| 0 0 0 0 240 73.250 -0.26 55.87 0 0 0| 0 0 0 0 280 79.000 -0.34 45.80 0 0 0| 0 0 0 0 320 93.500 -0.42 40.24 0 0 0| 0 0 0 0 360 116.750 -0.50 38.36 0 0 0| 0 0 0 0 400 142.750 -0.58 36.80 0 0 0| 0 0 0 0 440 173.000 -0.64 36.28 0 0 0| 0 0 0 0 480 Total 0 0 0| 0 0 0 0 Total Puts 0 0 120| 42 13,967 +1,261 0 Grand Total 0 0 271| 233,772 22,263 +1,870 0 Equity Options 22:01 Business Day Wed 1 Sep 2010 Previous Business Day Tue 31 Aug 2010 Page 29 Calls | Block | Opening Settle Delta Vola- Daily Trade Bclear Total | Official **Open Change Exer- Exer Trans Price tility High Low Volume Volume*** Volume | Volume Int cises Price | BAE Systems plc - STND OPT (AER) Indicative a-t-m Vol 23.43 Underlying Price 302.000 Time to expiry: 16 Days Sep 10 62.250 0.99 47.55 0 0 0| 0 0 0 0 240 42.250 0.99 32.59 0 0 0| 0 0 0 0 260 17.750 22.750 0.91 27.14 17.750 17.750 0 0 2| 0 2 0 0 280 14.000 0.79 24.82 0 0 0| 0 0 0 0 290 3.750 7.250 0.56 23.50 3.750 3.750 0 0 25| 0 1,520 0 0 300 3.000 3.000 0.31 23.16 3.000 3.000 0 0 20| 0 1,253 0 0 310 1.500 0.17 26.80 0 0 0| 0 108 0 0 320 1.500 0.13 34.78 0 0 0| 30 1,177 +30 0 330 0.750 0.250 0.03 29.21 0.750 0.750 0 0 17| 0 3,396 0 0 340 CAB 0.01 34.13 0 0 0| 0 1,716 0 0 360 CAB 0.00 35.30 0 0 0| 0 114 0 0 380 CAB 0.00 36.15 0 0 0| 0 215 0 0 400 CAB 0.00 39.01 0 0 0| 0 5 0 0 440 Total 0 0 64| 30 9,506 +30 0 Indicative a-t-m Vol 24.22 Underlying Price 302.000 Time to expiry: 44 Days Oct 10 62.750 0.96 37.94 0 0 0| 0 0 0 0 240 43.500 0.92 31.92 0 0 0| 0 0 0 0 260 25.250 0.81 26.47 0 0 0| 0 0 0 0 280 17.750 0.69 25.46 0 0 0| 0 0 0 0 290 11.250 11.500 0.55 24.25 11.250 11.250 0 0 25| 25 25 +25 0 300 7.000 0.40 24.10 0 0 0| 0 1 0 0 310 4.000 0.27 24.50 0 0 0| 0 33 0 0 320 2.000 0.16 23.72 0 0 0| 0 3 0 0 330 1.250 0.11 25.98 0 0 0| 0 1,020 0 0 340 0.750 0.05 30.08 0 0 0| 0 0 0 0 360 0.500 0.03 34.30 0 0 0| 0 0 0 0 380 Total 0 0 25| 25 1,082 +25 0 Indicative a-t-m Vol 25.09 Underlying Price 302.000 Time to expiry: 79 Days Nov 10 63.000 0.96 34.98 0 0 0| 0 0 0 0 240 43.500 0.92 28.55 0 0 0| 0 0 0 0 260 26.000 0.79 25.29 0 0 0| 0 0 0 0 280 18.750 0.68 24.61 0 0 0| 0 0 0 0 290 13.250 0.54 25.26 0 0 0| 0 0 0 0 300 8.500 0.41 24.43 0 0 0| 3 3 +3 0 310 5.750 0.30 24.87 0 0 0| 0 0 0 0 320 2.000 0.13 24.30 0 0 0| 0 0 0 0 340 Total 0 0 0| 3 3 +3 0 Indicative a-t-m Vol 25.07 Underlying Price 302.000 Time to expiry: 107 Days Dec 10 64.000 63.000 0.96 32.67 64.000 64.000 0 0 60| 0 0 0 0 240 27.750 0.74 26.99 0 0 0| 0 26 0 0 280 15.000 0.53 25.13 0 0 0| 0 59 0 0 300 7.500 7.250 0.31 24.55 7.500 7.500 0 0 1| 2 235 +2 0 320 Equity Options 22:01 Business Day Wed 1 Sep 2010 Previous Business Day Tue 31 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 | 3.250 0.17 24.49 0 0 0| 0 2,225 0 0 340 1.500 1.500 0.09 25.19 1.500 1.500 0 0 99| 0 6,045 0 0 360 1.000 0.500 0.04 25.00 1.000 1.000 0 0 75| 0 4,072 0 0 380 0.250 0.02 25.00 0 0 0| 0 129 0 0 400 CAB 0.00 25.00 0 0 0| 0 5 0 0 440 Total 0 0 235| 2 12,796 +2 0 Indicative a-t-m Vol 25.29 Underlying Price 302.000 Time to expiry: 198 Days Mar 11 63.750 0.92 30.09 0 0 0| 0 0 0 0 240 46.750 0.82 28.57 0 0 0| 2 4 +2 0 260 32.000 0.68 26.71 0 0 0| 0 2 0 0 280 20.500 0.52 25.36 0 0 0| 0 7 0 0 300 12.500 0.37 24.64 0 0 0| 0 25 0 0 320 7.000 0.25 24.10 0 0 0| 0 20 0 0 340 4.000 0.15 23.92 0 0 0| 0 14 0 0 360 Total 0 0 0| 2 72 +2 0 Total Calls 0 0 324| 62 23,459 +62 0 | Equity Options 22:01 Business Day Wed 1 Sep 2010 Previous Business Day Tue 31 Aug 2010 Page 31 Puts | Block | Opening Settle Delta Vola- Daily Trade Bclear Total | Official **Open Change Exer- Exer Trans Price tility High Low Volume Volume*** Volume | Volume Int cises Price | BAE Systems plc - STND OPT (AER) Indicative a-t-m Vol 22.95 Underlying Price 302.000 Time to expiry: 16 Days Sep 10 0.250 -0.02 51.70 0 0 0| 0 0 0 0 240 0.250 -0.03 38.68 0 0 0| 0 0 0 0 260 0.750 -0.09 26.81 0 0 0| 0 2,062 0 0 280 2.000 -0.21 24.75 0 0 0| 17 17 +17 0 290 5.000 -0.43 22.77 0 0 0| 0 346 0 0 300 11.000 -0.69 23.64 0 0 0| 0 39 0 0 310 19.250 -0.85 25.64 0 0 0| 0 3,117 0 0 320 28.500 -0.93 27.43 0 0 0| 0 0 0 0 330 48.000 38.250 -0.96 31.11 48.000 48.000 0 0 1| 0 277 -10 10 340 58.000 -0.99 33.89 0 0 0| 0 107 0 0 360 78.250 -0.98 49.63 0 0 0| 0 0 0 0 380 98.250 -0.99 59.08 0 0 0| 0 4 0 0 400 138.250 -0.99 75.78 0 0 0| 0 0 0 0 440 Total 0 0 1| 17 5,969 +7 10 Indicative a-t-m Vol 24.14 Underlying Price 302.000 Time to expiry: 44 Days Oct 10 0.250 -0.02 33.35 0 0 0| 0 0 0 0 240 1.000 -0.06 29.13 0 0 0| 0 0 0 0 260 3.000 -0.19 25.92 0 0 0| 0 4,164 0 0 280 5.250 -0.30 24.96 0 0 0| 0 0 0 0 290 9.250 -0.45 24.32 0 0 0| 25 38 +25 0 300 14.500 -0.61 23.41 0 0 0| 0 6 0 0 310 22.000 -0.73 25.02 0 0 0| 0 80 0 0 320 30.000 -0.84 24.67 0 0 0| 0 5 0 0 330 38.750 -0.92 23.65 0 0 0| 0 0 0 0 340 58.500 -0.95 29.71 0 0 0| 0 0 0 0 360 78.250 -0.97 33.49 0 0 0| 0 0 0 0 380 Total 0 0 0| 25 4,293 +25 0 Indicative a-t-m Vol 24.11 Underlying Price 302.000 Time to expiry: 79 Days Nov 10 1.500 -0.07 31.89 0 0 0| 0 0 0 0 240 3.250 -0.15 28.36 0 0 0| 0 0 0 0 260 9.000 7.500 -0.31 25.79 9.000 9.000 0 0 5| 0 0 0 0 280 11.000 -0.41 24.86 0 0 0| 8 8 +8 0 290 15.750 -0.53 24.05 0 0 0| 0 3 0 0 300 22.250 -0.64 24.34 0 0 0| 0 0 0 0 310 28.750 -0.76 22.74 0 0 0| 0 0 0 0 320 46.000 -0.90 22.50 0 0 0| 0 0 0 0 340 Total 0 0 5| 8 11 +8 0 Indicative a-t-m Vol 23.86 Underlying Price 302.000 Time to expiry: 107 Days Dec 10 1.500 -0.07 27.86 0 0 0| 0 0 0 0 240 10.750 9.750 -0.33 26.08 10.750 10.250 0 0 75| 0 3,232 0 0 280 19.750 17.750 -0.52 23.79 19.750 19.750 0 0 65| 0 2,208 0 0 300 31.250 -0.71 24.44 0 0 0| 0 89 0 0 320 47.000 -0.87 22.48 0 0 0| 0 170 0 0 340 Equity Options 22:01 Business Day Wed 1 Sep 2010 Previous Business Day Tue 31 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 | 65.250 -0.95 22.23 0 0 0| 0 82 0 0 360 85.000 -0.98 23.26 0 0 0| 0 35 0 0 380 104.750 -0.99 22.49 0 0 0| 0 14 0 0 400 144.500 -1.00 18.93 0 0 0| 0 0 0 0 440 Total 0 0 140| 0 5,830 0 0 Indicative a-t-m Vol 24.27 Underlying Price 302.000 Time to expiry: 198 Days Mar 11 4.500 -0.13 28.44 0 0 0| 4 18 +4 0 240 8.750 -0.23 27.23 0 0 0| 0 10 0 0 260 14.750 -0.35 25.91 0 0 0| 0 64 0 0 280 23.250 -0.49 24.28 0 0 0| 0 8 0 0 300 36.000 -0.64 24.24 0 0 0| 0 4 0 0 320 50.500 50.250 -0.77 23.06 50.500 50.500 0 0 20| 0 28 0 0 340 67.250 -0.87 22.64 0 0 0| 0 0 0 0 360 Total 0 0 20| 4 132 +4 0 Total Puts 0 0 166| 54 16,235 +44 10 Grand Total 0 0 490| 110,036 39,694 +106 10 Equity Options 22:01 Business Day Wed 1 Sep 2010 Previous Business Day Tue 31 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 39.28 Underlying Price 315.500 Time to expiry: 16 Days Sep 10 115.750 0.99 99.03 0 0 0| 0 17 0 0 200 96.000 0.98 82.30 0 0 0| 0 0 0 0 220 76.000 0.98 66.64 0 0 0| 0 2,650 0 0 240 56.500 0.95 57.49 0 0 0| 0 26 0 0 260 32.250 37.750 0.88 49.96 32.250 32.250 0 0 9| 0 5,652 0 0 280 29.000 0.82 46.19 0 0 0| 0 0 0 0 290 20.750 0.72 42.96 0 0 0| 5 10,133 -1,900 0 300 11.750 14.000 0.60 40.56 11.750 11.750 0 0 9| 0 40 0 0 310 7.250 8.500 0.45 38.43 8.000 7.250 0 0 41| 26 21,212 +26 0 320 4.250 0.29 35.17 0 0 0| 0 9,682 0 0 330 2.250 0.18 36.32 0 0 0| 0 8,675 0 0 340 1.250 0.11 38.15 0 0 0| 0 2,685 0 0 350 0.750 0.06 38.15 0 0 0| 0 15,849 0 0 360 CAB 0.01 38.15 0 0 0| 0 14,945 0 0 380 CAB 0.00 38.15 0 0 0| 0 21,680 0 0 400 CAB 0.00 38.15 0 0 0| 0 1,256 0 0 420 CAB 0.00 38.15 0 0 0| 0 479 0 0 440 CAB 0.00 38.15 0 0 0| 0 990 0 0 480 Total 0 0 59| 31 115,971 -1,874 0 Indicative a-t-m Vol 40.86 Underlying Price 315.500 Time to expiry: 44 Days Oct 10 97.250 0.95 65.73 0 0 0| 0 0 0 0 220 78.250 0.92 59.16 0 0 0| 0 0 0 0 240 60.000 0.87 53.90 0 0 0| 0 0 0 0 260 43.000 0.79 48.54 0 0 0| 0 26 0 0 280 35.250 0.73 46.58 0 0 0| 0 0 0 0 290 28.000 0.66 44.14 0 0 0| 0 44 0 0 300 21.500 0.58 42.23 0 0 0| 2 2 +1 0 310 15.750 0.49 39.95 0 0 0| 26 107 +26 0 320 9.000 11.250 0.40 38.52 9.000 8.750 0 0 14| 50 63 +3 0 330 6.000 7.500 0.31 37.07 6.000 6.000 0 0 42| 0 139 0 0 340 4.750 0.22 35.67 0 0 0| 0 33 0 0 350 3.000 0.15 34.66 0 0 0| 0 325 0 0 360 0.750 0.06 32.61 0 0 0| 0 0 0 0 380 0.250 0.02 31.28 0 0 0| 0 50 0 0 400 CAB 0.00 30.29 0 0 0| 0 0 0 0 440 Total 0 0 56| 78 789 +30 0 Indicative a-t-m Vol 41.79 Underlying Price 315.500 Time to expiry: 79 Days Nov 10 64.500 0.82 53.16 0 0 0| 0 0 0 0 260 48.750 0.74 49.00 0 0 0| 0 0 0 0 280 41.250 0.69 46.89 0 0 0| 1 1 +1 0 290 29.000 34.250 0.64 44.68 29.000 29.000 0 0 50| 0 0 0 0 300 27.750 0.58 42.69 0 0 0| 0 25 0 0 310 18.750 22.250 0.51 41.18 18.750 18.750 0 0 2| 0 0 0 0 320 Equity Options 22:01 Business Day Wed 1 Sep 2010 Previous Business Day Tue 31 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 | 17.500 0.44 39.73 0 0 0| 0 0 0 0 330 13.250 0.37 38.57 0 0 0| 0 0 0 0 340 7.000 0.24 35.94 0 0 0| 0 1,152 0 0 360 Total 0 0 52| 1 1,178 +1 0 Indicative a-t-m Vol 42.71 Underlying Price 315.500 Time to expiry: 107 Days Dec 10 275.500 1.00 85.25 0 0 0| 0 0 0 0 40 267.500 1.00 82.81 0 0 0| 0 0 0 0 48 255.500 1.00 82.81 0 0 0| 0 0 0 0 60 235.750 1.00 81.85 0 0 0| 0 0 0 0 80 227.750 1.00 81.85 0 0 0| 0 0 0 0 88 219.750 1.00 80.39 0 0 0| 0 0 0 0 96 215.750 1.00 79.43 0 0 0| 0 25 0 0 100 196.000 0.99 78.66 0 0 0| 0 0 0 0 120 176.250 0.99 75.86 0 0 0| 0 0 0 0 140 157.000 0.98 71.49 0 0 0| 0 55 0 0 160 138.250 0.95 70.83 0 0 0| 0 275 0 0 180 119.750 0.93 65.73 0 0 0| 0 65 0 0 200 101.750 0.90 61.91 0 0 0| 0 64 0 0 220 84.500 0.85 58.02 0 0 0| 0 2,885 0 0 240 62.750 67.750 0.80 53.05 62.750 62.750 0 0 10| 0 1,742 0 0 260 57.500 0.75 50.35 0 0 0| 0 8,202 0 0 273 51.750 0.72 47.99 0 0 0| 0 2,290 0 0 280 38.500 0.63 45.68 0 0 0| 0 4,831 0 0 300 30.750 31.000 0.57 43.28 30.750 30.750 0 0 24| 0 7,178 0 0 312 20.250 26.750 0.52 42.14 20.250 20.250 0 0 25| 50 8,526 +50 0 320 17.250 0.40 39.55 0 0 0| 0 6,346 0 0 340 13.250 0.34 38.12 0 0 0| 0 16,506 0 0 351 10.250 0.29 36.92 0 0 0| 0 11,466 0 0 360 5.000 0.18 33.85 0 0 0| 0 5,746 0 0 380 3.750 0.14 33.59 0 0 0| 0 30,254 0 0 390 0.500 0.02 34.01 0 0 0| 0 13,085 0 0 467 0.250 0.01 34.30 0 0 0| 0 600 0 0 480 Total 0 0 59| 50 120,141 +50 0 Indicative a-t-m Vol 41.93 Underlying Price 315.500 Time to expiry: 198 Days Mar 11 123.000 0.90 59.85 0 0 0| 0 33 0 0 200 90.000 0.82 53.35 0 0 0| 0 129 0 0 240 60.000 0.70 46.78 0 0 0| 0 132 0 0 280 47.000 0.62 43.94 0 0 0| 8 8 +8 0 300 35.750 0.54 41.43 0 0 0| 0 4,651 0 0 320 26.000 0.45 39.18 0 0 0| 0 18 0 0 340 18.000 0.36 36.86 0 0 0| 10 5,526 +10 0 360 7.000 0.19 32.96 0 0 0| 0 583 0 0 400 3.000 0.09 31.93 0 0 0| 0 4,580 0 0 440 1.000 0.04 30.69 0 0 0| 0 529 0 0 480 Total 0 0 0| 18 16,189 +18 0 Indicative a-t-m Vol 41.34 Underlying Price 315.500 Time to expiry: 289 Days Jun 11 Equity Options 22:01 Business Day Wed 1 Sep 2010 Previous Business Day Tue 31 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 | 126.750 0.88 57.99 0 0 0| 0 25 0 0 200 94.000 0.80 50.80 0 0 0| 0 12 0 0 240 65.750 0.69 45.53 0 0 0| 0 22 0 0 280 53.250 0.62 42.96 0 0 0| 0 1,250 0 0 300 42.250 0.55 40.94 0 0 0| 50 3,742 +50 0 320 32.250 0.48 38.59 0 0 0| 75 100 +75 0 340 23.750 0.40 36.43 0 0 0| 0 370 0 0 360 12.000 0.25 33.36 0 0 0| 0 3,366 0 0 400 3.250 0.09 32.02 0 0 0| 0 330 0 0 480 Total 0 0 0| 125 9,217 +125 0 Indicative a-t-m Vol 40.57 Underlying Price 315.500 Time to expiry: 471 Days Dec 11 275.500 1.00 76.20 0 0 0| 0 0 0 0 40 267.500 1.00 75.34 0 0 0| 0 0 0 0 48 255.750 1.00 74.06 0 0 0| 0 0 0 0 60 236.000 0.99 72.13 0 0 0| 0 0 0 0 80 228.250 0.99 71.27 0 0 0| 0 0 0 0 88 220.750 0.98 69.88 0 0 0| 0 0 0 0 96 199.000 0.96 67.03 0 0 0| 0 0 0 0 120 181.750 0.94 64.33 0 0 0| 0 0 0 0 140 165.250 0.91 61.62 0 0 0| 0 0 0 0 160 149.000 0.88 59.18 0 0 0| 0 0 0 0 180 132.500 0.85 54.86 0 0 0| 0 0 0 0 200 102.000 0.78 48.74 0 0 0| 0 0 0 0 240 76.750 0.68 45.20 0 0 0| 0 0 0 0 280 52.750 0.57 40.06 0 0 0| 0 6,351 0 0 320 42.500 0.51 37.99 0 0 0| 0 2,762 0 0 340 34.500 0.45 36.69 0 0 0| 0 4,500 0 0 360 21.250 0.33 34.09 0 0 0| 0 10,005 0 0 400 7.250 0.15 31.00 0 0 0| 0 12 0 0 480 Total 0 0 0| 0 23,630 0 0 Indicative a-t-m Vol 46.76 Underlying Price 315.500 Time to expiry: 653 Days Jun 12 141.500 0.84 57.64 0 0 0| 0 0 0 0 200 117.500 0.77 55.24 0 0 0| 0 0 0 0 240 92.250 0.69 50.02 0 0 0| 0 0 0 0 280 71.250 0.61 46.40 0 0 0| 0 0 0 0 320 53.500 0.52 43.49 0 0 0| 0 0 0 0 360 40.000 0.43 41.50 0 0 0| 0 0 0 0 400 Total 0 0 0| 0 0 0 0 Indicative a-t-m Vol 45.82 Underlying Price 315.500 Time to expiry: 842 Days Dec 12 144.500 0.84 54.66 0 0 0| 0 0 0 0 200 123.500 0.77 53.83 0 0 0| 0 0 0 0 240 101.000 0.70 50.08 0 0 0| 0 0 0 0 280 78.250 0.62 45.35 0 0 0| 0 0 0 0 320 60.000 0.54 42.09 0 0 0| 0 0 0 0 360 43.500 0.45 38.69 0 0 0| 0 0 0 0 400 Equity Options 22:01 Business Day Wed 1 Sep 2010 Previous Business Day Tue 31 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 | 15.000 0.23 29.84 0 0 0| 0 15 0 0 480 Total 0 0 0| 0 15 0 0 Total Calls 0 0 226| 303 287,130 -1,650 0 | Equity Options 22:01 Business Day Wed 1 Sep 2010 Previous Business Day Tue 31 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 41.13 Underlying Price 315.500 Time to expiry: 16 Days Sep 10 CAB 0.00 82.76 0 0 0| 0 4,750 0 0 200 0.250 -0.01 71.99 0 0 0| 0 7 0 0 220 0.250 -0.01 60.00 0 0 0| 0 7,194 0 0 240 1.000 -0.06 60.00 0 0 0| 50 1,196 +50 0 260 2.500 -0.13 51.81 0 0 0| 226 28,345 +1,600 0 280 3.750 -0.19 48.04 0 0 0| 250 250 +250 0 290 10.250 5.750 -0.28 44.81 10.250 6.500 0 0 120| 79 25,554 +1,018 0 300 8.750 -0.40 42.41 0 0 0| 0 4,065 0 0 310 17.500 13.250 -0.55 40.28 17.500 17.500 0 0 7| 0 24,595 0 0 320 19.750 -0.69 39.34 0 0 0| 0 9,285 0 0 330 33.750 27.750 -0.78 41.71 33.750 33.750 0 0 1| 0 5,260 0 0 340 36.000 -0.88 39.45 0 0 0| 0 34 0 0 350 45.250 -0.93 41.31 0 0 0| 0 3,069 0 0 360 65.000 -0.96 47.49 0 0 0| 10 2,025 -10 0 380 84.500 -1.00 40.01 0 0 0| 0 27,904 0 0 400 104.750 -0.99 59.92 0 0 0| 0 0 0 0 420 124.500 -1.00 40.27 0 0 0| 0 50 0 0 440 164.500 -1.00 67.06 0 0 0| 0 39 0 0 480 Total 0 0 128| 615 143,622 +2,908 0 Indicative a-t-m Vol 41.63 Underlying Price 315.500 Time to expiry: 44 Days Oct 10 2.500 -0.06 73.61 0 0 0| 0 5 0 0 220 3.000 -0.09 62.03 0 0 0| 30 114 +30 0 240 4.750 -0.14 55.59 0 0 0| 10 3,086 +10 0 260 7.500 -0.22 49.51 0 0 0| 2 3,386 0 0 280 9.750 -0.28 47.42 0 0 0| 34 36 +34 0 290 12.750 -0.34 45.21 0 0 0| 2 674 0 0 300 16.000 -0.42 42.66 0 0 0| 0 0 0 0 310 20.500 -0.51 40.95 0 0 0| 26 216 +26 0 320 25.500 -0.60 38.69 0 0 0| 0 25 0 0 330 32.000 -0.69 37.56 0 0 0| 0 35 0 0 340 39.250 -0.77 36.22 0 0 0| 0 0 0 0 350 47.250 -0.85 34.84 0 0 0| 0 0 0 0 360 65.500 -0.93 34.72 0 0 0| 0 0 0 0 380 84.750 -0.97 35.57 0 0 0| 0 0 0 0 400 124.500 -0.99 41.03 0 0 0| 0 0 0 0 440 Total 0 0 0| 104 7,577 +100 0 Indicative a-t-m Vol 42.36 Underlying Price 315.500 Time to expiry: 79 Days Nov 10 9.000 -0.19 53.31 0 0 0| 4 55 +4 0 260 16.500 13.250 -0.27 49.18 16.500 16.500 0 0 1| 0 44 0 0 280 16.000 -0.31 47.13 0 0 0| 1 1 +1 0 290 19.250 -0.37 45.63 0 0 0| 0 13 0 0 300 23.000 -0.43 43.56 0 0 0| 0 0 0 0 310 27.250 -0.49 41.57 0 0 0| 0 0 0 0 320 32.500 -0.56 40.30 0 0 0| 0 0 0 0 330 Equity Options 22:01 Business Day Wed 1 Sep 2010 Previous Business Day Tue 31 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 | 38.250 -0.63 38.80 0 0 0| 0 0 0 0 340 52.000 -0.76 36.53 0 0 0| 0 0 0 0 360 Total 0 0 1| 5 113 +5 0 Indicative a-t-m Vol 43.04 Underlying Price 315.500 Time to expiry: 107 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 CAB 0.00 82.75 0 0 0| 0 25 0 0 96 CAB 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 1.000 -0.02 78.22 0 0 0| 0 2,174 0 0 140 1.750 -0.03 73.85 0 0 0| 0 4,771 0 0 160 3.250 -0.05 73.19 0 0 0| 0 7,037 0 0 180 4.750 -0.08 68.09 0 0 0| 0 4,589 0 0 200 7.250 -0.11 64.27 0 0 0| 10 825 +10 0 220 10.250 -0.16 60.38 0 0 0| 0 6,384 0 0 240 13.500 -0.21 55.41 0 0 0| 10 1,315 +10 0 260 16.500 -0.26 52.71 0 0 0| 0 8,947 0 0 273 17.750 -0.28 50.14 0 0 0| 0 16,479 0 0 280 23.500 -0.37 45.97 0 0 0| 5 19,384 +5 0 300 28.250 -0.44 43.97 0 0 0| 0 20,850 0 0 312 31.500 -0.48 42.11 0 0 0| 0 22,120 0 0 320 46.000 43.500 -0.59 41.45 46.000 46.000 0 0 1| 0 7,402 0 0 340 49.750 -0.66 39.14 0 0 0| 0 3,219 0 0 351 55.750 -0.71 37.94 0 0 0| 0 2,085 0 0 360 70.500 -0.81 35.35 0 0 0| 0 508 0 0 380 79.500 -0.84 35.95 0 0 0| 0 8,138 0 0 390 152.500 -0.97 36.37 0 0 0| 0 52 0 0 467 166.500 -0.94 45.30 0 0 0| 0 107 0 0 480 Total 0 0 1| 25 136,775 +25 0 Indicative a-t-m Vol 42.01 Underlying Price 315.500 Time to expiry: 198 Days Mar 11 9.000 9.500 -0.11 61.51 9.000 9.000 0 0 9| 0 252 0 0 200 16.000 -0.19 53.57 0 0 0| 0 1,291 0 0 240 26.500 -0.31 47.25 0 0 0| 0 1,749 0 0 280 33.500 -0.38 44.14 0 0 0| 0 25 0 0 300 42.000 -0.47 41.48 0 0 0| 0 6,658 0 0 320 52.250 -0.56 39.15 0 0 0| 0 1 0 0 340 64.500 -0.65 36.99 0 0 0| 0 384 0 0 360 93.500 -0.81 33.00 0 0 0| 0 75 0 0 400 129.250 -0.91 31.75 0 0 0| 0 25 0 0 440 167.000 -0.97 29.14 0 0 0| 0 50 0 0 480 Total 0 0 9| 0 10,510 0 0 Indicative a-t-m Vol 41.60 Underlying Price 315.500 Time to expiry: 289 Days Jun 11 13.750 -0.13 58.56 0 0 0| 100 2,447 +100 0 200 Equity Options 22:01 Business Day Wed 1 Sep 2010 Previous Business Day Tue 31 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 | 21.750 -0.21 51.74 0 0 0| 0 4,047 0 0 240 33.500 -0.32 46.05 0 0 0| 0 27 0 0 280 40.750 -0.38 43.35 0 0 0| 0 1,329 0 0 300 49.750 -0.45 41.16 0 0 0| 50 3,124 +50 0 320 60.000 -0.53 39.11 0 0 0| 75 75 +50 0 340 72.000 -0.60 37.65 0 0 0| 10 45 +10 0 360 100.250 -0.74 35.08 0 0 0| 0 25 0 0 400 169.750 -0.91 32.07 0 0 0| 0 25 0 0 480 Total 0 0 0| 235 11,144 +210 0 Indicative a-t-m Vol 40.57 Underlying Price 315.500 Time to expiry: 471 Days Dec 11 0.250 0.00 76.20 0 0 0| 0 0 0 0 40 0.500 0.00 75.34 0 0 0| 0 0 0 0 48 1.000 -0.01 74.06 0 0 0| 0 0 0 0 60 2.500 -0.02 72.13 0 0 0| 0 0 0 0 80 3.250 -0.02 71.27 0 0 0| 0 0 0 0 88 4.000 -0.03 69.88 0 0 0| 0 0 0 0 96 7.000 -0.05 67.03 0 0 0| 0 0 0 0 120 10.000 -0.07 64.33 0 0 0| 0 0 0 0 140 13.500 -0.10 61.62 0 0 0| 0 0 0 0 160 17.750 -0.12 59.18 0 0 0| 0 356 0 0 180 21.000 -0.15 54.86 0 0 0| 0 124 0 0 200 30.500 -0.23 48.74 0 0 0| 0 739 0 0 240 44.750 -0.32 45.20 0 0 0| 0 5 0 0 280 60.500 -0.43 40.06 0 0 0| 0 7,124 0 0 320 70.000 -0.49 37.99 0 0 0| 0 4,500 0 0 340 82.000 -0.55 36.69 0 0 0| 0 4,500 0 0 360 108.250 -0.67 34.09 0 0 0| 0 0 0 0 400 173.500 -0.85 31.00 0 0 0| 0 0 0 0 480 Total 0 0 0| 0 17,348 0 0 Indicative a-t-m Vol 46.76 Underlying Price 315.500 Time to expiry: 653 Days Jun 12 32.250 -0.17 57.64 0 0 0| 0 0 0 0 200 48.000 -0.24 55.24 0 0 0| 0 0 0 0 240 62.250 -0.31 50.02 0 0 0| 0 0 0 0 280 80.500 -0.40 46.40 0 0 0| 0 0 0 0 320 102.250 -0.49 43.49 0 0 0| 0 0 0 0 360 128.250 -0.57 41.50 0 0 0| 0 0 0 0 400 Total 0 0 0| 0 0 0 0 Indicative a-t-m Vol 45.82 Underlying Price 315.500 Time to expiry: 842 Days Dec 12 36.500 -0.17 54.66 0 0 0| 0 10 0 0 200 54.750 -0.23 53.83 0 0 0| 0 0 0 0 240 71.250 -0.30 50.08 0 0 0| 0 0 0 0 280 87.500 -0.38 45.35 0 0 0| 0 310 0 0 320 108.250 -0.46 42.09 0 0 0| 0 0 0 0 360 130.500 -0.55 38.69 0 0 0| 0 12 0 0 400 180.000 -0.77 29.84 0 0 0| 0 0 0 0 480 Total 0 0 0| 0 332 0 0 Equity Options 22:01 Business Day Wed 1 Sep 2010 Previous Business Day Tue 31 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 0 139| 984 327,421 +3,248 0 Grand Total 0 0 365| 273,797 614,551 +1,598 0 Equity Options 22:01 Business Day Wed 1 Sep 2010 Previous Business Day Tue 31 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 36.23 Underlying Price 1078.000 Time to expiry: 16 Days Sep 10 239.500 0.98 58.84 0 0 0| 0 0 0 0 840 199.000 0.98 47.68 0 0 0| 0 0 0 0 880 159.500 0.97 40.46 0 0 0| 0 0 0 0 920 120.000 0.95 34.02 0 0 0| 0 6 0 0 960 103.000 0.89 36.96 0 0 0| 0 0 0 0 980 85.500 0.84 36.17 0 0 0| 0 66 0 0 1000 48.500 0.65 35.10 0 0 0| 21 101 +5 0 1050 22.000 25.000 0.42 37.11 22.000 22.000 0 0 3| 300 2,831 +98 0 1100 13.500 0.25 41.06 0 0 0| 0 1,562 0 0 1150 7.500 0.15 44.94 0 0 0| 29 553 +29 0 1200 5.000 0.10 50.73 0 0 0| 25 181 0 0 1250 3.500 4.500 0.08 58.62 3.500 3.500 0 0 13| 50 2,506 +50 0 1300 2.000 0.04 65.86 0 0 0| 9 728 +9 0 1400 1.500 0.02 72.87 0 0 0| 0 16 0 0 1500 Total 0 0 16| 434 8,550 +191 0 Indicative a-t-m Vol 34.64 Underlying Price 1078.000 Time to expiry: 44 Days Oct 10 164.500 0.91 35.35 0 0 0| 0 0 0 0 920 130.000 0.85 34.43 0 0 0| 0 0 0 0 960 113.000 0.81 33.59 0 0 0| 0 0 0 0 980 98.500 0.76 33.85 0 0 0| 0 25 0 0 1000 67.000 0.61 34.40 0 0 0| 0 51 0 0 1050 43.000 0.46 34.83 0 0 0| 0 51 0 0 1100 28.500 0.33 36.43 0 0 0| 0 17 0 0 1150 16.500 19.000 0.24 38.73 16.500 16.500 0 0 2| 0 184 0 0 1200 13.000 0.17 40.42 0 0 0| 0 75 0 0 1250 9.000 0.12 42.61 0 0 0| 0 293 0 0 1300 6.500 0.09 45.12 0 0 0| 0 17 0 0 1350 Total 0 0 2| 0 713 0 0 Indicative a-t-m Vol 34.71 Underlying Price 1078.000 Time to expiry: 79 Days Nov 10 173.500 0.86 34.89 0 0 0| 0 0 0 0 920 142.000 0.79 34.53 0 0 0| 0 0 0 0 960 114.500 0.71 34.66 0 0 0| 0 0 0 0 1000 84.500 0.60 34.64 0 0 0| 0 0 0 0 1050 61.000 0.49 34.77 0 0 0| 0 0 0 0 1100 44.000 0.38 35.56 0 0 0| 0 1 0 0 1150 32.500 0.30 37.07 0 0 0| 0 0 0 0 1200 15.500 19.000 0.19 40.22 15.500 15.500 0 0 19| 0 260 0 0 1300 Total 0 0 19| 0 261 0 0 Indicative a-t-m Vol 33.98 Underlying Price 1078.000 Time to expiry: 107 Days Dec 10 250.000 0.91 37.55 0 0 0| 0 4 0 0 840 214.500 0.87 36.08 0 0 0| 0 14 0 0 880 181.000 0.83 35.01 0 0 0| 0 16 0 0 920 Equity Options 22:01 Business Day Wed 1 Sep 2010 Previous Business Day Tue 31 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 | 150.000 0.77 34.22 0 0 0| 0 29 0 0 960 123.000 0.70 34.03 0 0 0| 0 37 0 0 1000 71.000 0.50 33.97 0 0 0| 0 784 0 0 1100 40.000 0.33 35.25 0 0 0| 0 4,648 0 0 1200 21.000 24.500 0.21 37.76 21.000 S 21.000 S 0 0 1| 0 263 0 0 1300 16.000 0.14 40.55 0 0 0| 25 190 +25 0 1400 Total 0 0 1| 25 5,985 +25 0 Indicative a-t-m Vol 33.08 Underlying Price 1078.000 Time to expiry: 198 Days Mar 11 230.000 0.83 34.30 0 0 0| 0 70 0 0 880 173.000 0.73 33.62 0 0 0| 0 35 0 0 960 148.000 0.67 33.32 0 0 0| 0 48 0 0 1000 97.000 0.52 33.01 0 0 0| 0 63 0 0 1100 61.000 0.38 32.81 0 0 0| 0 62 0 0 1200 22.000 0.17 32.95 0 0 0| 0 205 0 0 1400 Total 0 0 0| 0 483 0 0 Total Calls 0 0 38| 459 15,992 +216 0 | Equity Options 22:01 Business Day Wed 1 Sep 2010 Previous Business Day Tue 31 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 35.63 Underlying Price 1078.000 Time to expiry: 16 Days Sep 10 0.500 -0.01 53.96 0 0 0| 0 8 0 0 840 1.000 -0.02 47.21 0 0 0| 0 49 0 0 880 2.500 -0.05 46.07 0 0 0| 0 471 0 0 920 2.500 -0.06 36.36 0 0 0| 0 772 0 0 960 6.000 3.500 -0.09 34.34 6.000 6.000 0 0 23| 0 1,405 0 0 980 8.500 6.000 -0.15 34.41 8.500 8.500 0 0 1| 47 1,948 +43 0 1000 19.500 -0.35 34.37 0 0 0| 0 956 0 0 1050 46.500 -0.58 36.62 0 0 0| 0 6,106 0 0 1100 84.000 -0.76 39.72 0 0 0| 0 10 0 0 1150 129.500 -0.85 45.57 0 0 0| 0 492 0 0 1200 177.000 -0.90 51.18 0 0 0| 0 0 0 0 1250 226.500 -0.92 58.93 0 0 0| 0 30 0 0 1300 327.000 -0.93 77.82 0 0 0| 0 0 0 0 1400 429.500 -0.92 100.50 0 0 0| 0 0 0 0 1500 Total 0 0 24| 47 12,247 +43 0 Indicative a-t-m Vol 34.38 Underlying Price 1078.000 Time to expiry: 44 Days Oct 10 5.000 -0.08 33.59 0 0 0| 0 56 0 0 920 10.000 -0.14 33.38 0 0 0| 0 17 0 0 960 16.500 14.000 -0.19 33.46 16.500 14.500 0 0 191| 0 31 0 0 980 27.500 18.500 -0.24 32.94 27.500 27.500 0 0 1| 0 66 0 0 1000 37.000 -0.39 33.66 0 0 0| 0 179 0 0 1050 64.500 -0.54 34.94 0 0 0| 0 33 0 0 1100 99.500 -0.67 36.37 0 0 0| 0 0 0 0 1150 140.000 -0.76 38.66 0 0 0| 0 15 0 0 1200 185.000 -0.83 41.46 0 0 0| 0 0 0 0 1250 232.000 -0.87 44.83 0 0 0| 0 24 0 0 1300 280.500 -0.89 48.74 0 0 0| 0 0 0 0 1350 Total 0 0 192| 0 421 0 0 Indicative a-t-m Vol 34.70 Underlying Price 1078.000 Time to expiry: 79 Days Nov 10 13.500 -0.14 34.39 0 0 0| 36 36 +36 0 920 22.000 -0.21 34.31 0 0 0| 0 0 0 0 960 34.500 -0.29 34.51 0 0 0| 0 0 0 0 1000 54.500 -0.40 34.27 0 0 0| 0 0 0 0 1050 82.000 -0.51 35.05 0 0 0| 0 0 0 0 1100 115.000 -0.62 35.98 0 0 0| 0 0 0 0 1150 154.000 -0.70 37.76 0 0 0| 0 0 0 0 1200 241.000 -0.81 41.57 0 0 0| 0 0 0 0 1300 Total 0 0 0| 36 36 +36 0 Indicative a-t-m Vol 33.85 Underlying Price 1078.000 Time to expiry: 107 Days Dec 10 7.500 -0.07 34.37 0 0 0| 0 88 0 0 840 12.500 -0.12 34.42 0 0 0| 0 1,515 0 0 880 20.000 -0.17 34.22 0 0 0| 0 135 0 0 920 29.500 -0.23 33.94 0 0 0| 0 1,401 0 0 960 Equity Options 22:01 Business Day Wed 1 Sep 2010 Previous Business Day Tue 31 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 | 44.000 43.000 -0.30 33.93 44.000 S 44.000 S 0 0 1| 210 2,531 +115 0 1000 90.500 -0.50 33.82 0 0 0| 0 403 0 0 1100 158.500 -0.68 34.73 0 0 0| 0 52 0 0 1200 242.500 -0.80 36.83 0 0 0| 0 0 0 0 1300 335.000 -0.86 40.23 0 0 0| 0 0 0 0 1400 Total 0 0 1| 210 6,125 +115 0 Indicative a-t-m Vol 32.89 Underlying Price 1078.000 Time to expiry: 198 Days Mar 11 29.000 28.000 -0.17 34.02 29.000 29.000 0 0 4| 0 81 0 0 880 51.000 -0.27 33.53 0 0 0| 0 18 0 0 960 65.500 -0.33 33.14 0 0 0| 0 33 0 0 1000 124.500 114.500 -0.48 32.81 124.500 124.500 0 0 10| 10 189 0 0 1100 177.500 -0.62 32.52 0 0 0| 0 106 0 0 1200 339.000 -0.84 32.31 0 0 0| 0 61 0 0 1400 Total 0 0 14| 10 488 0 0 Total Puts 0 0 231| 303 19,317 +194 0 Grand Total 0 0 269| 110,682 35,309 +410 0 Equity Options 22:01 Business Day Wed 1 Sep 2010 Previous Business Day Tue 31 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 28.22 Underlying Price 1903.000 Time to expiry: 16 Days Sep 10 504.000 0.99 78.37 0 0 0| 0 0 0 0 1400 403.500 1.00 52.88 0 0 0| 0 3 0 0 1500 303.500 1.00 39.79 0 0 0| 0 70 0 0 1600 253.500 1.00 35.83 0 0 0| 0 9 0 0 1650 204.000 0.98 34.69 0 0 0| 0 46 0 0 1700 156.500 0.93 35.14 0 0 0| 0 39 0 0 1750 66.000 108.000 0.89 28.81 72.000 66.000 S 0 0 55| 0 1,593 0 0 1800 45.000 68.000 0.72 28.63 70.000 45.000 0 0 50| 0 57 0 0 1850 20.000 38.000 0.50 28.25 35.000 20.000 S 0 0 27| 10 1,689 0 0 1900 10.500 18.500 0.29 27.79 19.000 S 10.500 0 0 22| 0 735 0 0 1950 5.000 9.000 0.16 28.14 7.500 S 5.000 0 0 22| 0 1,676 0 0 2000 1.500 0.03 27.67 0 0 0| 0 1,124 0 0 2100 0.500 0.01 31.01 0 0 0| 0 2,512 0 0 2200 CAB 0.00 36.68 0 0 0| 0 644 0 0 2400 CAB 0.00 42.91 0 0 0| 0 35 0 0 2600 CAB 0.00 48.73 0 0 0| 0 102 0 0 2800 Total 0 0 176| 10 10,334 0 0 Indicative a-t-m Vol 30.41 Underlying Price 1903.000 Time to expiry: 44 Days Oct 10 403.500 1.00 42.24 0 0 0| 0 0 0 0 1500 303.500 0.99 34.93 0 0 0| 0 5 0 0 1600 208.000 0.90 33.89 0 0 0| 0 0 0 0 1700 166.500 0.81 33.53 0 0 0| 0 5 0 0 1750 128.000 0.70 32.29 0 0 0| 0 261 0 0 1800 76.500 94.000 0.59 30.65 89.000 76.500 0 0 20| 0 46 0 0 1850 69.000 0.48 30.45 0 0 0| 8 1,842 +8 0 1900 32.000 48.000 0.38 29.87 37.000 32.000 0 0 4| 3 34 +3 0 1950 22.500 32.500 0.28 29.30 31.500 22.000 0 0 6| 0 699 0 0 2000 9.500 11.500 0.13 27.67 9.500 S 9.500 S 0 0 2| 0 45 0 0 2100 4.000 0.05 27.26 0 0 0| 8 163 -8 0 2200 0.500 0.01 27.69 0 0 0| 0 3 0 0 2400 Total 0 0 32| 19 3,103 +3 0 Indicative a-t-m Vol 31.95 Underlying Price 1903.000 Time to expiry: 79 Days Nov 10 405.000 0.97 41.08 0 0 0| 0 0 0 0 1500 312.500 0.88 38.70 0 0 0| 0 0 0 0 1600 228.000 0.77 35.74 0 0 0| 0 0 0 0 1700 192.500 0.70 35.08 0 0 0| 0 0 0 0 1750 159.000 0.64 33.94 0 0 0| 0 1 0 0 1800 109.000 126.500 0.57 32.41 122.000 109.000 0 0 20| 0 0 0 0 1850 101.500 0.50 31.98 0 0 0| 5 255 +5 0 1900 49.000 61.000 0.36 30.90 49.000 49.000 0 0 30| 0 0 0 0 2000 16.000 0.13 28.86 0 0 0| 0 0 0 0 2200 Total 0 0 50| 5 256 +5 0 Indicative a-t-m Vol 32.16 Underlying Price 1903.000 Time to expiry: 107 Days Dec 10 Equity Options 22:01 Business Day Wed 1 Sep 2010 Previous Business Day Tue 31 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 | 1263.000 1.00 88.35 0 0 0| 0 0 0 0 640 1183.000 1.00 85.17 0 0 0| 0 0 0 0 720 1103.000 1.00 80.80 0 0 0| 0 0 0 0 800 1023.000 1.00 76.04 0 0 0| 0 0 0 0 880 943.000 1.00 72.47 0 0 0| 0 0 0 0 960 903.000 1.00 68.15 0 0 0| 0 0 0 0 1000 704.000 0.99 58.24 0 0 0| 0 0 0 0 1200 504.500 0.97 43.34 0 0 0| 0 62 0 0 1400 323.500 0.82 38.29 0 0 0| 0 305 0 0 1600 246.000 0.73 36.08 0 0 0| 0 290 0 0 1700 174.000 177.500 0.63 34.03 174.000 174.000 0 0 4| 0 195 0 0 1800 100.500 121.000 0.51 32.19 119.000 100.500 S 0 0 74| 3 2,252 -3 0 1900 77.500 0.39 30.90 0 0 0| 0 2,481 0 0 2000 22.500 25.000 0.17 28.52 28.000 21.000 0 0 94| 141 2,621 +35 0 2200 8.500 0.07 28.98 0 0 0| 0 771 0 0 2400 3.500 0.03 30.44 0 0 0| 0 70 0 0 2600 2.000 0.02 33.47 0 0 0| 0 791 0 0 2800 Total 0 0 172| 144 9,838 +32 0 Indicative a-t-m Vol 32.72 Underlying Price 1903.000 Time to expiry: 198 Days Mar 11 518.000 0.88 41.56 0 0 0| 0 6 0 0 1400 355.000 0.77 37.30 0 0 0| 0 10 0 0 1600 284.500 0.70 35.81 0 0 0| 0 0 0 0 1700 220.000 0.62 34.07 0 0 0| 150 235 +150 0 1800 165.500 0.53 32.75 0 0 0| 0 703 0 0 1900 122.000 0.44 31.89 0 0 0| 0 315 0 0 2000 60.500 0.27 30.49 0 0 0| 0 972 0 0 2200 27.000 0.15 29.55 0 0 0| 0 106 0 0 2400 11.000 0.07 28.64 0 0 0| 0 37 0 0 2600 4.000 0.03 28.14 0 0 0| 0 261 0 0 2800 Total 0 0 0| 150 2,645 +150 0 Indicative a-t-m Vol 32.97 Underlying Price 1903.000 Time to expiry: 289 Days Jun 11 905.500 0.98 56.36 0 0 0| 0 0 0 0 1000 710.000 0.94 45.57 0 0 0| 0 45 0 0 1200 533.500 0.85 40.36 0 0 0| 0 36 0 0 1400 381.000 0.75 37.23 0 0 0| 0 10 0 0 1600 313.500 0.68 35.73 0 0 0| 0 0 0 0 1700 251.500 0.61 34.12 0 0 0| 4 429 0 0 1800 199.000 0.54 32.99 0 0 0| 0 29 0 0 1900 158.000 0.46 32.53 0 0 0| 1 74 +1 0 2000 92.000 0.32 31.18 0 0 0| 0 5 0 0 2200 51.500 0.21 30.33 0 0 0| 0 25 0 0 2400 13.500 0.07 29.01 0 0 0| 0 50 0 0 2800 Total 0 0 0| 5 703 +1 0 Indicative a-t-m Vol 41.82 Underlying Price 1903.000 Time to expiry: 471 Days Dec 11 943.000 0.95 49.40 0 0 0| 0 0 0 0 960 Equity Options 22:01 Business Day Wed 1 Sep 2010 Previous Business Day Tue 31 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 | 910.500 0.93 52.31 0 0 0| 0 0 0 0 1000 727.500 0.89 44.46 0 0 0| 0 0 0 0 1200 582.500 0.81 43.35 0 0 0| 0 0 0 0 1400 456.500 0.72 42.00 0 0 0| 0 0 0 0 1600 364.000 0.62 42.50 0 0 0| 0 0 0 0 1800 276.500 0.53 41.17 0 0 0| 0 0 0 0 2000 157.000 0.36 39.64 0 0 0| 0 0 0 0 2400 86.000 0.23 38.59 0 0 0| 0 0 0 0 2800 Total 0 0 0| 0 0 0 0 Indicative a-t-m Vol 41.41 Underlying Price 1903.000 Time to expiry: 653 Days Jun 12 490.000 0.71 41.50 0 0 0| 0 0 0 0 1600 402.500 0.63 41.65 0 0 0| 0 0 0 0 1800 325.500 0.55 41.19 0 0 0| 0 0 0 0 2000 216.500 0.41 40.92 0 0 0| 0 0 0 0 2400 Total 0 0 0| 0 0 0 0 Indicative a-t-m Vol 42.42 Underlying Price 1903.000 Time to expiry: 842 Days Dec 12 596.000 0.80 37.93 0 0 0| 0 0 0 0 1400 517.500 0.71 41.00 0 0 0| 0 0 0 0 1600 443.500 0.64 42.00 0 0 0| 0 0 0 0 1800 382.000 0.57 42.82 0 0 0| 0 0 0 0 2000 273.500 0.45 42.31 0 0 0| 0 0 0 0 2400 201.000 0.36 42.42 0 0 0| 0 0 0 0 2800 Total 0 0 0| 0 0 0 0 Total Calls 0 0 430| 333 26,879 +191 0 | Equity Options 22:01 Business Day Wed 1 Sep 2010 Previous Business Day Tue 31 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 28.93 Underlying Price 1903.000 Time to expiry: 16 Days Sep 10 0.500 CAB 0.00 46.81 0.500 S 0.500 S 0 0 8| 0 76 0 0 1400 0.500 -0.01 43.63 0 0 0| 0 154 0 0 1500 2.500 -0.04 42.24 0 0 0| 0 1,697 0 0 1600 5.000 3.500 -0.05 38.06 5.000 5.000 0 0 3| 10 60 +10 0 1650 14.000 6.500 -0.09 35.45 14.000 12.500 0 0 23| 0 2,126 0 0 1700 27.000 11.500 -0.16 33.03 27.000 10.500 S 0 0 55| 0 521 0 0 1750 43.500 21.000 -0.26 31.59 43.500 24.000 0 0 65| 0 2,097 0 0 1800 60.000 37.000 -0.41 30.17 60.000 60.000 0 0 2| 0 61 0 0 1850 86.000 61.000 -0.57 28.98 86.000 84.000 0 0 70| 0 1,821 0 0 1900 116.500 93.500 -0.73 28.23 116.500 116.500 0 0 5| 0 967 0 0 1950 184.000 134.000 -0.85 27.75 184.000 184.000 0 0 3| 8 2,686 0 0 2000 226.000 -0.99 24.18 0 0 0| 0 46 0 0 2100 326.000 -0.99 30.38 0 0 0| 0 583 0 0 2200 526.000 -1.00 44.24 0 0 0| 0 166 0 0 2400 726.000 -1.00 53.10 0 0 0| 0 6 0 0 2600 925.500 -1.00 57.56 0 0 0| 0 11 0 0 2800 Total 0 0 234| 18 13,078 +10 0 Indicative a-t-m Vol 30.51 Underlying Price 1903.000 Time to expiry: 44 Days Oct 10 7.000 -0.06 42.26 0 0 0| 0 0 0 0 1500 16.000 13.500 -0.10 38.15 16.000 16.000 0 0 5| 0 504 0 0 1600 41.500 27.000 -0.20 35.38 41.500 41.500 0 0 9| 0 1,034 0 0 1700 38.000 -0.26 34.11 0 0 0| 0 11 0 0 1750 66.500 52.000 -0.34 32.81 66.500 66.500 0 0 5| 0 89 0 0 1800 70.500 -0.43 31.71 0 0 0| 0 36 0 0 1850 93.500 -0.53 30.54 0 0 0| 0 26 0 0 1900 123.000 -0.62 30.13 0 0 0| 0 256 0 0 1950 156.000 -0.72 28.94 0 0 0| 0 16 0 0 2000 236.500 -0.87 28.02 0 0 0| 0 23 0 0 2100 328.500 -0.96 26.64 0 0 0| 0 6 0 0 2200 526.500 -0.98 33.79 0 0 0| 0 8 0 0 2400 Total 0 0 19| 0 2,009 0 0 Indicative a-t-m Vol 31.95 Underlying Price 1903.000 Time to expiry: 79 Days Nov 10 20.000 -0.10 41.37 0 0 0| 0 6 0 0 1500 33.000 -0.17 38.80 0 0 0| 0 11 0 0 1600 51.500 -0.25 36.00 0 0 0| 55 92 +55 0 1700 65.500 -0.31 34.94 0 0 0| 0 3 0 0 1750 82.000 -0.37 33.89 0 0 0| 0 22 0 0 1800 101.500 -0.43 32.89 0 0 0| 0 0 0 0 1850 125.000 -0.50 31.97 0 0 0| 5 10 +5 0 1900 185.000 -0.64 31.19 0 0 0| 0 0 0 0 2000 344.500 -0.85 31.34 0 0 0| 0 0 0 0 2200 Total 0 0 0| 60 144 +60 0 Indicative a-t-m Vol 32.36 Underlying Price 1903.000 Time to expiry: 107 Days Dec 10 Equity Options 22:01 Business Day Wed 1 Sep 2010 Previous Business Day Tue 31 Aug 2010 Page 49 Puts | Block | Opening Settle Delta Vola- Daily Trade Bclear Total | Official **Open Change Exer- Exer Trans Price tility High Low Volume Volume*** Volume | Volume Int cises Price | 0.500 0.00 70.08 0 0 0| 0 7 0 0 640 0.500 0.00 66.00 0 0 0| 0 20 0 0 720 1.000 0.00 64.00 0 0 0| 0 11 0 0 800 2.000 -0.01 63.00 0 0 0| 0 25 0 0 880 3.000 -0.01 58.86 0 0 0| 0 79 0 0 960 3.500 -0.02 58.12 0 0 0| 0 54 0 0 1000 7.500 -0.03 48.75 0 0 0| 0 211 0 0 1200 19.000 -0.09 43.16 0 0 0| 0 311 0 0 1400 58.000 46.500 -0.19 38.57 58.000 58.000 0 0 10| 2 1,059 0 0 1600 69.000 -0.27 36.12 0 0 0| 0 1,089 0 0 1700 100.500 -0.37 34.20 0 0 0| 0 2,921 0 0 1800 179.000 144.000 -0.49 32.37 179.000 S 175.500 S 0 0 114| 22 1,023 -5 0 1900 203.500 -0.61 31.79 0 0 0| 0 1,872 0 0 2000 399.500 353.500 -0.81 30.66 400.000 S 396.500 S 0 0 114| 0 983 0 0 2200 531.000 -0.94 28.59 0 0 0| 0 40 0 0 2400 729.000 -0.96 33.22 0 0 0| 0 0 0 0 2600 925.500 -1.00 30.19 0 0 0| 0 24 0 0 2800 Total 0 0 238| 24 9,729 -5 0 Indicative a-t-m Vol 32.32 Underlying Price 1903.000 Time to expiry: 198 Days Mar 11 46.000 -0.14 40.74 0 0 0| 0 24 0 0 1400 88.000 -0.25 37.08 0 0 0| 0 132 0 0 1600 119.000 -0.32 35.41 0 0 0| 0 40 0 0 1700 158.000 -0.41 33.99 0 0 0| 150 658 +150 0 1800 203.500 -0.50 32.34 0 0 0| 0 284 0 0 1900 263.000 -0.58 31.74 0 0 0| 0 320 0 0 2000 404.500 -0.75 30.41 0 0 0| 0 26 0 0 2200 571.000 -0.87 28.90 0 0 0| 0 16 0 0 2400 756.000 -0.94 28.27 0 0 0| 0 18 0 0 2600 948.500 -0.98 26.92 0 0 0| 0 0 0 0 2800 Total 0 0 0| 150 1,518 +150 0 Indicative a-t-m Vol 32.94 Underlying Price 1903.000 Time to expiry: 289 Days Jun 11 19.500 -0.05 48.61 0 0 0| 10 211 +10 0 1000 38.500 -0.09 43.81 0 0 0| 0 18 0 0 1200 69.000 -0.17 39.94 0 0 0| 0 75 0 0 1400 119.500 -0.27 36.83 0 0 0| 0 25 0 0 1600 153.500 -0.33 35.41 0 0 0| 10 40 -10 0 1700 214.500 194.000 -0.40 34.07 216.000 214.500 0 0 6| 0 430 0 0 1800 242.500 -0.48 32.97 0 0 0| 0 1 0 0 1900 299.000 -0.55 32.08 0 0 0| 3 177 +3 0 2000 436.000 -0.69 31.11 0 0 0| 0 5 0 0 2200 592.000 -0.81 29.66 0 0 0| 0 21 0 0 2400 956.000 -0.94 28.14 0 0 0| 0 3 0 0 2800 Total 0 0 6| 23 1,006 +3 0 Indicative a-t-m Vol 40.17 Underlying Price 1903.000 Time to expiry: 471 Days Dec 11 31.500 -0.06 44.80 0 0 0| 0 0 0 0 960 48.000 -0.08 48.01 0 0 0| 0 0 0 0 1000 Equity Options 22:01 Business Day Wed 1 Sep 2010 Previous Business Day Tue 31 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 | 77.000 -0.13 43.46 0 0 0| 0 0 0 0 1200 135.000 -0.21 42.17 0 0 0| 0 0 0 0 1400 212.000 -0.30 41.07 0 0 0| 0 0 0 0 1600 310.500 -0.39 40.37 0 0 0| 0 0 0 0 1800 430.500 -0.49 39.99 0 0 0| 0 250 0 0 2000 705.000 -0.66 37.79 0 0 0| 0 0 0 0 2400 1035.500 -0.79 37.00 0 0 0| 0 0 0 0 2800 Total 0 0 0| 0 250 0 0 Indicative a-t-m Vol 41.14 Underlying Price 1903.000 Time to expiry: 653 Days Jun 12 315.000 -0.30 46.77 0 0 0| 0 0 0 0 1600 380.000 -0.39 41.33 0 0 0| 0 0 0 0 1800 502.000 -0.46 40.95 0 0 0| 0 0 0 0 2000 787.500 -0.60 40.58 0 0 0| 0 0 0 0 2400 Total 0 0 0| 0 0 0 0 Indicative a-t-m Vol 42.17 Underlying Price 1903.000 Time to expiry: 842 Days Dec 12 245.500 -0.24 44.44 0 0 0| 0 0 0 0 1400 335.500 -0.31 43.07 0 0 0| 0 0 0 0 1600 444.500 -0.38 42.37 0 0 0| 0 0 0 0 1800 568.000 -0.44 41.99 0 0 0| 0 0 0 0 2000 845.000 -0.56 40.90 0 0 0| 0 0 0 0 2400 1143.000 -0.68 39.00 0 0 0| 0 0 0 0 2800 Total 0 0 0| 0 0 0 0 Total Puts 0 0 497| 275 27,734 +218 0 Grand Total 0 0 927| 215,868 54,613 +409 0 Equity Options 22:01 Business Day Wed 1 Sep 2010 Previous Business Day Tue 31 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 37.14 Underlying Price 388.750 Time to expiry: 16 Days Sep 10 189.000 1.00 114.34 0 0 0| 0 0 0 0 200 169.000 1.00 100.30 0 0 0| 0 0 0 0 220 149.000 1.00 90.72 0 0 0| 0 0 0 0 240 129.000 0.99 79.23 0 0 0| 0 93 0 0 260 109.000 0.99 70.30 0 0 0| 0 7 0 0 280 89.250 0.98 59.02 0 0 0| 0 162 0 0 300 69.500 0.96 51.63 0 0 0| 0 76 0 0 320 49.250 50.250 0.93 44.77 49.250 49.250 0 0 6| 0 3,447 0 0 340 32.500 0.82 41.53 0 0 0| 10 6,514 0 0 360 24.750 0.73 40.40 0 0 0| 0 12 0 0 370 13.500 17.500 0.63 38.27 16.000 13.500 S 0 0 3| 0 694 0 0 380 11.750 0.50 37.01 0 0 0| 150 314 +123 0 390 5.250 7.250 0.37 35.73 6.500 5.250 0 0 250| 110 4,981 -90 0 400 4.250 0.25 35.09 0 0 0| 0 1,042 0 0 410 2.000 2.250 0.16 34.45 2.000 2.000 0 0 2| 25 4,179 -25 0 420 1.500 0.10 35.94 0 0 0| 0 128 0 0 430 0.750 0.06 36.77 0 0 0| 0 14,089 0 0 440 0.250 0.02 36.17 0 0 0| 0 24,514 0 0 460 CAB 0.01 38.15 0 0 0| 0 11,425 0 0 480 0.500 CAB 0.00 36.48 0.500 0.500 0 0 2| 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 0 263| 295 115,660 +8 0 Indicative a-t-m Vol 35.33 Underlying Price 388.750 Time to expiry: 44 Days Oct 10 71.750 0.91 44.42 0 0 0| 0 21 0 0 320 53.750 0.85 40.32 0 0 0| 0 0 0 0 340 37.750 0.74 38.14 0 0 0| 0 0 0 0 360 31.000 0.67 37.52 0 0 0| 0 0 0 0 370 20.000 24.500 0.60 36.43 20.000 20.000 0 0 35| 0 76 0 0 380 18.750 0.52 35.20 0 0 0| 0 11 0 0 390 14.500 0.44 35.09 0 0 0| 0 310 0 0 400 8.500 10.750 0.36 34.58 9.500 8.500 0 0 6| 0 23 0 0 410 6.000 7.500 0.28 33.99 7.500 6.000 0 0 2| 0 3,474 0 0 420 5.250 0.21 33.54 0 0 0| 0 88 0 0 430 3.750 0.16 33.32 0 0 0| 0 6,026 0 0 440 1.750 0.09 34.26 0 0 0| 0 52 0 0 460 1.000 0.05 34.86 0 0 0| 0 330 0 0 480 0.500 0.03 35.64 0 0 0| 0 45 0 0 500 0.250 0.01 40.00 0 0 0| 0 0 0 0 540 CAB 0.00 37.36 0 0 0| 0 0 0 0 560 Total 0 0 43| 0 10,456 0 0 Equity Options 22:01 Business Day Wed 1 Sep 2010 Previous Business Day Tue 31 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 36.39 Underlying Price 388.750 Time to expiry: 79 Days Nov 10 75.500 0.86 42.95 0 0 0| 0 0 0 0 320 58.750 0.79 40.28 0 0 0| 0 0 0 0 340 44.750 0.70 39.69 0 0 0| 0 0 0 0 360 38.000 0.65 38.53 0 0 0| 0 0 0 0 370 31.500 0.59 36.97 0 0 0| 0 1 0 0 380 26.000 0.53 36.33 0 0 0| 25 25 +25 0 390 21.000 0.47 35.47 0 0 0| 5 50 0 0 400 11.000 13.500 0.35 34.60 11.000 11.000 0 0 5| 0 20 0 0 420 6.750 8.250 0.24 33.87 8.000 6.750 0 0 18| 4 34 +4 0 440 Total 0 0 23| 34 130 +29 0 Indicative a-t-m Vol 36.34 Underlying Price 388.750 Time to expiry: 107 Days Dec 10 190.250 0.98 65.58 0 0 0| 0 50 0 0 200 151.250 0.96 55.58 0 0 0| 0 50 0 0 240 132.250 0.94 51.26 0 0 0| 0 50 0 0 260 113.750 0.92 48.40 0 0 0| 0 62 0 0 280 95.750 0.88 45.45 0 0 0| 50 1,281 +50 0 300 78.250 0.84 42.17 0 0 0| 0 1,837 0 0 320 62.250 0.77 40.32 0 0 0| 0 1,288 0 0 340 48.500 0.68 38.91 0 0 0| 188 3,508 -179 0 360 35.500 0.59 36.65 0 0 0| 188 2,364 -188 0 380 23.000 25.750 0.49 35.97 23.000 21.500 0 0 16| 0 6,174 -229 0 400 15.250 17.500 0.38 34.61 16.000 15.250 0 0 125| 150 9,080 +54 0 420 11.500 0.28 33.75 0 0 0| 4 9,130 -4 0 440 7.250 0.20 33.15 0 0 0| 0 8,819 +7 0 460 4.750 0.14 32.95 0 0 0| 0 10,320 -235 0 480 3.000 0.10 33.21 0 0 0| 0 11,269 0 0 500 1.750 0.06 32.68 0 0 0| 0 12,441 0 0 520 0.750 0.750 0.03 32.98 0.750 S 0.750 S 0 0 20| 0 13,083 0 0 560 0.250 0.01 33.77 0 0 0| 0 9,580 0 0 600 0.250 0.01 34.98 0 0 0| 0 6,999 0 0 640 CAB 0.00 36.54 0 0 0| 0 3,367 0 0 680 CAB 0.00 38.37 0 0 0| 0 11,342 0 0 720 Total 0 0 161| 580 122,094 -724 0 Indicative a-t-m Vol 36.10 Underlying Price 388.750 Time to expiry: 198 Days Mar 11 192.250 0.96 60.09 0 0 0| 0 0 0 0 200 155.000 0.93 53.26 0 0 0| 0 100 0 0 240 118.750 0.88 46.72 0 0 0| 0 120 0 0 280 86.500 0.79 42.82 0 0 0| 0 90 0 0 320 71.500 0.73 40.41 0 0 0| 0 1,046 0 0 340 57.750 0.66 38.42 0 0 0| 0 3,165 0 0 360 45.750 0.59 36.78 0 0 0| 0 778 0 0 380 34.500 35.000 0.51 35.27 34.500 34.500 0 0 24| 0 4,501 0 0 400 25.250 26.750 0.43 34.48 25.250 25.250 0 0 2| 0 8,231 0 0 420 20.250 0.36 33.97 0 0 0| 102 8,866 +102 0 440 Equity Options 22:01 Business Day Wed 1 Sep 2010 Previous Business Day Tue 31 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 | 13.000 14.500 0.28 32.94 13.000 S 13.000 S 0 0 20| 0 3,296 0 0 460 10.500 0.22 32.40 0 0 0| 0 3,614 0 0 480 5.750 0.13 32.48 0 0 0| 50 1,500 +44 0 520 2.750 0.08 32.15 0 0 0| 0 2,409 0 0 560 1.750 0.05 32.96 0 0 0| 0 2,596 0 0 600 1.000 0.03 34.16 0 0 0| 0 447 0 0 640 0.750 0.02 35.79 0 0 0| 0 107 0 0 680 0.750 0.02 37.80 0 0 0| 0 2 0 0 720 Total 0 0 46| 152 40,868 +146 0 Indicative a-t-m Vol 36.72 Underlying Price 388.750 Time to expiry: 289 Days Jun 11 193.500 0.95 56.92 0 0 0| 0 740 0 0 200 157.000 0.91 50.71 0 0 0| 0 80 0 0 240 122.500 0.85 45.47 0 0 0| 0 56 0 0 280 91.500 0.77 41.59 0 0 0| 0 168 0 0 320 64.750 0.65 38.54 0 0 0| 0 315 0 0 360 53.250 0.59 37.25 0 0 0| 0 16 0 0 380 43.250 0.52 36.08 0 0 0| 10 1,653 +10 0 400 34.750 0.46 35.17 0 0 0| 0 50 0 0 420 27.000 27.500 0.39 34.26 27.000 27.000 0 0 148| 0 2,782 0 0 440 21.000 0.33 33.34 0 0 0| 30 55 +30 0 460 16.250 0.27 32.74 0 0 0| 0 5,246 0 0 480 5.500 0.12 31.58 0 0 0| 0 3,517 0 0 560 3.250 0.08 31.68 0 0 0| 0 0 0 0 600 1.750 0.05 31.40 0 0 0| 0 1,251 0 0 640 0.750 0.02 32.48 0 0 0| 0 56 0 0 720 Total 0 0 148| 40 15,985 +40 0 Indicative a-t-m Vol 36.97 Underlying Price 388.750 Time to expiry: 471 Days Dec 11 195.000 0.94 53.80 0 0 0| 0 0 0 0 200 160.500 0.89 49.34 0 0 0| 0 1 0 0 240 128.250 0.83 45.12 0 0 0| 0 0 0 0 280 99.250 0.75 41.42 0 0 0| 1 1,828 0 0 320 74.250 0.65 38.63 0 0 0| 1 1,509 +1 0 360 53.500 0.54 36.34 0 0 0| 0 2,184 0 0 400 36.750 0.43 34.24 0 0 0| 0 4,267 0 0 440 21.250 25.250 0.33 33.15 21.250 21.250 0 0 10| 0 1,500 0 0 480 10.000 0.17 30.54 0 0 0| 0 3,420 0 0 560 4.750 0.09 30.85 0 0 0| 0 1,504 0 0 640 1.750 0.04 29.70 0 0 0| 0 1,780 0 0 720 Total 0 0 10| 2 17,993 +1 0 Indicative a-t-m Vol 36.42 Underlying Price 388.750 Time to expiry: 653 Days Jun 12 164.250 0.88 49.66 0 0 0| 0 0 0 0 240 105.500 0.74 41.66 0 0 0| 0 0 0 0 320 80.750 0.65 38.42 0 0 0| 0 0 0 0 360 59.500 0.55 35.66 0 0 0| 0 0 0 0 400 44.500 0.46 34.45 0 0 0| 0 0 0 0 440 Equity Options 22:01 Business Day Wed 1 Sep 2010 Previous Business Day Tue 31 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 | 33.000 0.37 33.66 0 0 0| 0 0 0 0 480 Total 0 0 0| 0 0 0 0 Indicative a-t-m Vol 35.84 Underlying Price 388.750 Time to expiry: 842 Days Dec 12 165.750 0.87 48.19 0 0 0| 0 0 0 0 240 136.500 0.80 44.58 0 0 0| 0 0 0 0 280 109.500 0.73 41.00 0 0 0| 0 3 0 0 320 85.250 0.65 37.71 0 0 0| 0 15 0 0 360 62.750 64.750 0.56 35.13 62.750 S 62.750 S 0 0 2| 0 615 0 0 400 45.750 49.000 0.47 33.55 45.750 S 45.750 S 0 0 2| 0 602 0 0 440 35.000 0.38 31.49 0 0 0| 0 0 0 0 480 17.250 0.23 28.88 0 0 0| 0 10 0 0 560 8.750 0.14 27.88 0 0 0| 0 300 0 0 640 4.750 0.08 27.71 0 0 0| 0 0 0 0 720 Total 0 0 4| 0 1,545 0 0 Total Calls 0 0 698| 1,103 324,731 -500 0 | Equity Options 22:01 Business Day Wed 1 Sep 2010 Previous Business Day Tue 31 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 35.99 Underlying Price 388.750 Time to expiry: 16 Days Sep 10 CAB 0.00 80.00 0 0 0| 0 490 0 0 200 CAB 0.00 75.00 0 0 0| 0 1,052 0 0 220 CAB 0.00 70.00 0 0 0| 0 905 0 0 240 CAB 0.00 65.00 0 0 0| 0 1,850 0 0 260 CAB 0.00 60.00 0 0 0| 0 3,126 0 0 280 0.250 -0.01 56.20 0 0 0| 0 4,719 0 0 300 0.500 -0.03 50.92 0 0 0| 0 2,280 0 0 320 1.250 -0.07 44.87 0 0 0| 0 1,785 0 0 340 3.000 -0.17 38.65 0 0 0| 75 9,335 0 0 360 5.500 4.750 -0.25 36.46 5.500 S 5.500 S 0 0 1| 0 19 0 0 370 11.500 8.000 -0.37 36.10 11.500 S 8.000 0 0 26| 0 2,536 0 0 380 12.750 -0.50 35.98 0 0 0| 0 308 0 0 390 19.500 18.500 -0.63 36.00 19.500 S 19.500 S 0 0 1| 15 5,722 0 0 400 34.250 25.000 -0.76 33.53 34.250 S 34.250 S 0 0 5| 0 40 0 0 410 33.250 -0.85 33.53 0 0 0| 0 604 0 0 420 42.250 -0.91 33.53 0 0 0| 0 34 0 0 430 51.750 -0.95 33.53 0 0 0| 0 1,918 0 0 440 71.250 -0.99 33.16 0 0 0| 0 1,844 0 0 460 96.500 91.250 -1.00 32.02 96.500 95.000 S 0 0 15| 0 7,292 0 0 480 111.250 -1.00 32.77 0 0 0| 0 3 0 0 500 131.250 -1.00 32.77 0 0 0| 0 4,443 0 0 520 171.250 -1.00 31.73 0 0 0| 0 4,784 0 0 560 211.250 -1.00 35.00 0 0 0| 0 2,542 0 0 600 251.250 -1.00 36.32 0 0 0| 0 1,258 0 0 640 291.250 -1.00 41.37 0 0 0| 0 25 0 0 680 331.250 -1.00 42.59 0 0 0| 0 0 0 0 720 Total 0 0 48| 90 58,914 0 0 Indicative a-t-m Vol 35.24 Underlying Price 388.750 Time to expiry: 44 Days Oct 10 3.250 -0.10 46.94 0 0 0| 0 34 0 0 320 5.250 -0.16 42.05 0 0 0| 0 2 0 0 340 9.000 -0.26 38.56 0 0 0| 0 2,918 0 0 360 14.000 11.750 -0.33 37.41 14.000 14.000 0 0 10| 0 2 0 0 370 17.750 15.250 -0.40 36.20 17.750 14.250 0 0 221| 0 9,062 0 0 380 19.500 -0.48 35.14 0 0 0| 0 65 0 0 390 25.250 -0.57 34.72 0 0 0| 0 374 0 0 400 38.500 31.500 -0.65 34.30 38.500 S 38.500 S 0 0 5| 0 1,038 0 0 410 38.500 -0.72 33.69 0 0 0| 0 44 0 0 420 46.000 -0.79 32.94 0 0 0| 0 10 0 0 430 54.500 -0.85 32.74 0 0 0| 0 7 0 0 440 72.500 -0.92 33.11 0 0 0| 0 1 0 0 460 91.750 -0.97 32.86 0 0 0| 0 0 0 0 480 111.250 -0.99 33.24 0 0 0| 0 0 0 0 500 151.500 -0.98 46.46 0 0 0| 0 1 -50 50 540 171.750 -0.97 52.32 0 0 0| 0 0 0 0 560 Total 0 0 236| 0 13,558 -50 50 Equity Options 22:01 Business Day Wed 1 Sep 2010 Previous Business Day Tue 31 Aug 2010 Page 56 Puts | Block | Opening Settle Delta Vola- Daily Trade Bclear Total | Official **Open Change Exer- Exer Trans Price tility High Low Volume Volume*** Volume | Volume Int cises Price | Indicative a-t-m Vol 35.77 Underlying Price 388.750 Time to expiry: 79 Days Nov 10 6.250 -0.14 43.00 0 0 0| 0 0 0 0 320 9.750 -0.21 40.53 0 0 0| 0 55 0 0 340 14.750 -0.30 38.44 0 0 0| 0 44 0 0 360 18.250 -0.35 37.70 0 0 0| 0 0 0 0 370 22.000 -0.41 36.59 0 0 0| 0 10 0 0 380 26.250 -0.47 35.68 0 0 0| 0 0 0 0 390 31.750 -0.53 35.41 0 0 0| 0 0 0 0 400 44.000 -0.65 34.32 0 0 0| 0 0 0 0 420 60.250 59.000 -0.76 33.94 60.250 S 60.250 S 0 0 5| 0 0 0 0 440 Total 0 0 5| 0 109 0 0 Indicative a-t-m Vol 35.86 Underlying Price 388.750 Time to expiry: 107 Days Dec 10 1.750 1.250 -0.02 67.71 1.750 1.750 0 0 30| 0 1,089 0 0 200 3.000 3.000 -0.05 60.46 3.000 2.750 0 0 200| 20 3,282 0 0 240 3.250 -0.06 52.68 0 0 0| 0 588 0 0 260 5.000 5.000 -0.09 50.68 5.000 4.750 0 0 150| 0 17,006 0 0 280 6.500 -0.12 46.08 0 0 0| 175 13,702 +100 0 300 9.000 9.500 -0.17 43.45 9.000 9.000 0 0 10| 0 6,070 0 0 320 12.500 -0.23 39.80 0 0 0| 15 4,717 0 0 340 18.250 -0.31 38.13 0 0 0| 100 14,213 +100 0 360 26.250 25.750 -0.41 36.30 26.250 26.250 0 0 15| 0 1,439 0 0 380 35.750 -0.52 35.33 0 0 0| 15 8,575 +15 0 400 47.750 -0.62 34.25 0 0 0| 25 7,340 +7 0 420 62.000 -0.72 33.87 0 0 0| 0 2,995 0 0 440 78.250 -0.79 33.77 0 0 0| 0 4,619 0 0 460 100.000 95.250 -0.86 33.25 100.000 S 100.000 S 0 0 20| 0 11,947 0 0 480 113.750 -0.91 33.47 0 0 0| 0 2,829 0 0 500 132.500 -0.94 33.39 0 0 0| 0 14,558 0 0 520 171.750 -0.97 34.76 0 0 0| 0 11,487 0 0 560 211.750 -0.98 40.23 0 0 0| 0 7,451 0 0 600 251.750 -0.98 45.20 0 0 0| 0 3,376 0 0 640 291.250 -0.99 44.37 0 0 0| 0 34 0 0 680 331.250 -1.00 44.14 0 0 0| 0 150 0 0 720 Total 0 0 425| 350 137,467 +222 0 Indicative a-t-m Vol 34.80 Underlying Price 388.750 Time to expiry: 198 Days Mar 11 2.500 -0.04 56.11 0 0 0| 0 102 0 0 200 6.250 5.500 -0.07 50.91 6.250 6.250 0 0 75| 0 750 0 0 240 9.750 -0.13 45.42 0 0 0| 0 418 0 0 280 17.000 -0.22 41.16 0 0 0| 0 1,411 0 0 320 21.750 -0.27 38.59 0 0 0| 0 2,251 0 0 340 30.250 28.500 -0.34 37.14 30.250 30.250 0 0 69| 0 493 0 0 360 36.250 -0.42 35.35 0 0 0| 0 485 0 0 380 46.000 -0.50 34.12 0 0 0| 0 363 0 0 400 57.750 -0.58 33.12 0 0 0| 0 301 0 0 420 70.750 -0.66 32.17 0 0 0| 0 417 0 0 440 89.250 85.250 -0.74 31.20 89.250 S 89.250 S 0 0 20| 80 2,142 +55 0 460 Equity Options 22:01 Business Day Wed 1 Sep 2010 Previous Business Day Tue 31 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 | 101.750 -0.79 31.15 0 0 0| 90 1,521 +18 0 480 136.500 -0.89 29.64 0 0 0| 0 1,368 0 0 520 173.250 -0.97 25.39 0 0 0| 0 192 0 0 560 212.750 -0.98 27.31 0 0 0| 0 151 0 0 600 252.250 -0.99 26.87 0 0 0| 0 15 0 0 640 292.000 -1.00 26.68 0 0 0| 0 25 0 0 680 331.750 -1.00 26.70 0 0 0| 0 0 0 0 720 Total 0 0 164| 170 12,405 +73 0 Indicative a-t-m Vol 34.74 Underlying Price 388.750 Time to expiry: 289 Days Jun 11 4.500 -0.05 52.49 0 0 0| 0 102 0 0 200 9.500 8.500 -0.09 47.47 9.500 9.500 0 0 50| 0 465 0 0 240 14.250 -0.15 43.41 0 0 0| 0 320 0 0 280 23.000 -0.24 39.33 0 0 0| 75 556 -30 0 320 37.250 -0.36 37.21 0 0 0| 0 784 0 0 360 50.250 45.000 -0.42 35.25 50.250 50.250 0 0 20| 0 7 0 0 380 55.000 -0.49 34.12 0 0 0| 0 1,058 0 0 400 66.750 -0.56 33.24 0 0 0| 0 9 0 0 420 79.250 -0.63 32.19 0 0 0| 0 4,546 0 0 440 93.500 -0.69 31.56 0 0 0| 35 75 +35 0 460 108.250 -0.75 30.51 0 0 0| 0 2,982 0 0 480 178.000 -0.91 28.56 0 0 0| 0 301 0 0 560 215.750 -0.95 27.94 0 0 0| 0 40 0 0 600 254.750 -0.97 27.81 0 0 0| 0 8 0 0 640 333.750 -0.99 28.07 0 0 0| 0 0 0 0 720 Total 0 0 70| 110 11,253 +5 0 Indicative a-t-m Vol 35.81 Underlying Price 388.750 Time to expiry: 471 Days Dec 11 10.750 -0.08 50.86 0 0 0| 0 4 0 0 200 15.250 16.250 -0.13 45.85 15.250 15.250 0 0 25| 0 109 0 0 240 23.000 -0.19 40.58 0 0 0| 50 534 +25 0 280 38.250 -0.28 40.19 0 0 0| 0 3,217 0 0 320 53.500 -0.37 37.30 0 0 0| 0 1,546 0 0 360 73.250 -0.48 35.25 0 0 0| 0 1,181 0 0 400 95.750 -0.59 32.54 0 0 0| 0 3,004 0 0 440 121.500 123.000 -0.70 30.42 121.500 121.500 0 0 10| 0 1,097 0 0 480 190.250 -0.84 29.67 0 0 0| 0 1,300 0 0 560 264.000 -0.93 28.43 0 0 0| 0 502 0 0 640 340.750 -0.97 27.26 0 0 0| 0 0 0 0 720 Total 0 0 35| 50 12,494 +25 0 Indicative a-t-m Vol 35.10 Underlying Price 388.750 Time to expiry: 653 Days Jun 12 27.750 -0.16 48.51 0 0 0| 0 0 0 0 240 50.750 -0.29 41.01 0 0 0| 0 0 0 0 320 65.000 -0.38 37.23 0 0 0| 0 0 0 0 360 83.500 -0.47 34.29 0 0 0| 0 0 0 0 400 105.500 -0.58 31.58 0 0 0| 0 0 0 0 440 133.000 -0.67 30.16 0 0 0| 0 0 0 0 480 Total 0 0 0| 0 0 0 0 Equity Options 22:01 Business Day Wed 1 Sep 2010 Previous Business Day Tue 31 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 34.36 Underlying Price 388.750 Time to expiry: 842 Days Dec 12 30.000 -0.17 44.16 0 0 0| 0 15 0 0 240 46.500 -0.23 43.89 0 0 0| 0 10 0 0 280 58.750 -0.30 39.92 0 0 0| 0 0 0 0 320 73.750 -0.38 36.40 0 0 0| 0 261 0 0 360 92.250 -0.47 33.58 0 0 0| 0 600 0 0 400 113.250 -0.56 30.62 0 0 0| 0 600 0 0 440 139.000 -0.66 28.65 0 0 0| 0 0 0 0 480 200.750 -0.81 26.15 0 0 0| 0 14 0 0 560 267.000 -0.97 18.27 0 0 0| 0 300 0 0 640 344.750 -0.97 21.94 0 0 0| 0 0 0 0 720 Total 0 0 0| 0 1,800 0 0 Total Puts 0 0 983| 770 248,000 +275 50 Grand Total 0 0 1,681| 304,153 572,731 -225 50 Equity Options 22:01 Business Day Wed 1 Sep 2010 Previous Business Day Tue 31 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 27.76 Underlying Price 220.000 Time to expiry: 16 Days Sep 10 60.000 1.00 36.39 0 0 0| 0 26 0 0 160 50.000 1.00 35.09 0 0 0| 0 0 0 0 170 37.000 40.000 1.00 34.02 37.000 37.000 0 0 4| 0 4 0 0 180 35.000 0.99 33.22 0 0 0| 0 0 0 0 185 30.250 0.98 32.96 0 0 0| 0 8 0 0 190 25.250 0.97 31.64 0 0 0| 0 0 0 0 195 20.500 0.93 31.37 0 0 0| 0 21 0 0 200 16.000 0.87 30.05 0 0 0| 0 0 0 0 205 8.750 11.750 0.79 28.56 8.750 8.750 0 0 2| 0 102 0 0 210 8.250 0.66 28.30 0 0 0| 0 1 0 0 215 5.250 0.51 27.76 0 0 0| 0 535 0 0 220 3.250 0.37 27.67 0 0 0| 0 0 0 0 225 1.750 0.24 27.57 0 0 0| 0 5,110 0 0 230 1.750 0.19 33.64 0 0 0| 0 100 0 0 235 1.500 0.16 38.56 0 0 0| 0 43 0 0 240 CAB 0.01 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 6| 0 5,975 0 0 Indicative a-t-m Vol 29.39 Underlying Price 220.000 Time to expiry: 44 Days Oct 10 40.750 0.96 34.86 0 0 0| 0 0 0 0 180 31.250 0.91 32.90 0 0 0| 0 0 0 0 190 26.750 0.87 31.78 0 0 0| 0 0 0 0 195 22.500 0.83 30.51 0 0 0| 0 0 0 0 200 18.250 0.77 29.44 0 0 0| 0 0 0 0 205 14.750 0.70 29.16 0 0 0| 0 1 0 0 210 11.750 0.61 29.28 0 0 0| 0 0 0 0 215 9.250 0.52 29.39 0 0 0| 0 0 0 0 220 7.000 0.44 29.39 0 0 0| 0 0 0 0 225 5.250 0.36 29.59 0 0 0| 0 20 0 0 230 3.750 0.28 29.67 0 0 0| 0 0 0 0 235 2.750 0.22 29.81 0 0 0| 0 0 0 0 240 0.750 0.07 30.51 0 0 0| 0 0 0 0 260 CAB 0.01 30.93 0 0 0| 0 0 0 0 280 Total 0 0 0| 0 21 0 0 Indicative a-t-m Vol 32.41 Underlying Price 220.000 Time to expiry: 79 Days Nov 10 32.500 0.87 30.10 0 0 0| 0 0 0 0 190 25.250 0.76 32.19 0 0 0| 0 0 0 0 200 22.000 0.71 32.84 0 0 0| 0 0 0 0 205 18.750 0.65 32.16 0 0 0| 0 0 0 0 210 16.000 0.59 32.63 0 0 0| 0 0 0 0 215 Equity Options 22:01 Business Day Wed 1 Sep 2010 Previous Business Day Tue 31 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 | 13.500 0.53 32.41 0 0 0| 0 0 0 0 220 11.250 0.47 32.16 0 0 0| 0 0 0 0 225 9.500 0.42 32.54 0 0 0| 0 0 0 0 230 6.250 0.31 32.31 0 0 0| 0 0 0 0 240 2.750 0.16 33.41 0 0 0| 0 0 0 0 260 Total 0 0 0| 0 0 0 0 Indicative a-t-m Vol 33.49 Underlying Price 220.000 Time to expiry: 107 Days Dec 10 61.000 0.96 36.19 0 0 0| 0 5 0 0 160 51.750 0.93 35.22 0 0 0| 0 0 0 0 170 43.000 0.88 34.37 0 0 0| 0 30 0 0 180 34.750 0.82 33.60 0 0 0| 0 0 0 0 190 27.500 0.73 33.39 0 0 0| 0 9 0 0 200 21.250 0.64 33.28 0 0 0| 0 8 0 0 210 16.250 0.54 33.49 0 0 0| 0 150 0 0 220 12.000 0.44 33.35 0 0 0| 0 16 0 0 230 8.750 0.35 33.55 0 0 0| 0 14 0 0 240 4.750 0.22 34.46 0 0 0| 0 2,540 0 0 260 2.750 0.13 36.61 0 0 0| 0 3,054 0 0 280 0.750 0.04 38.26 0 0 0| 0 8 0 0 320 Total 0 0 0| 0 5,834 0 0 Indicative a-t-m Vol 34.65 Underlying Price 220.000 Time to expiry: 198 Days Mar 11 63.750 0.90 37.47 0 0 0| 0 0 0 0 160 47.500 0.82 36.43 0 0 0| 0 0 0 0 180 40.250 0.76 35.86 0 0 0| 0 0 0 0 190 33.750 0.70 35.28 0 0 0| 0 5 0 0 200 27.750 0.63 34.89 0 0 0| 0 0 0 0 210 20.500 22.750 0.56 34.65 20.500 20.500 0 0 4| 0 0 0 0 220 18.500 0.49 34.65 0 0 0| 0 10 0 0 230 15.000 0.42 34.65 0 0 0| 0 0 0 0 240 6.250 0.21 34.91 0 0 0| 0 0 0 0 280 Total 0 0 4| 0 15 0 0 Total Calls 0 0 10| 0 11,845 0 0 | Equity Options 22:01 Business Day Wed 1 Sep 2010 Previous Business Day Tue 31 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 32.65 Underlying Price 220.000 Time to expiry: 16 Days Sep 10 CAB 0.00 41.19 0 0 0| 0 49 0 0 160 CAB 0.00 39.87 0 0 0| 0 0 0 0 170 CAB -0.01 38.56 0 0 0| 0 7,619 0 0 180 CAB -0.01 37.42 0 0 0| 0 4 0 0 185 0.250 -0.03 37.42 0 0 0| 0 2,830 0 0 190 0.500 -0.06 36.69 0 0 0| 0 0 0 0 195 1.500 0.750 -0.10 35.97 1.500 1.500 0 0 4| 0 149 0 0 200 1.500 -0.16 34.69 0 0 0| 0 0 0 0 205 2.500 -0.25 33.44 0 0 0| 0 263 0 0 210 4.000 -0.36 33.03 0 0 0| 0 15 0 0 215 6.250 -0.48 32.65 0 0 0| 0 645 0 0 220 9.000 -0.61 31.93 0 0 0| 0 0 0 0 225 12.500 -0.73 31.93 0 0 0| 0 4,107 0 0 230 16.250 -0.82 31.67 0 0 0| 0 0 0 0 235 20.750 -0.89 31.57 0 0 0| 0 32 0 0 240 40.000 -0.99 32.52 0 0 0| 0 10 0 0 260 60.000 -1.00 33.72 0 0 0| 0 60 0 0 280 80.000 -1.00 36.37 0 0 0| 0 0 0 0 300 90.000 -1.00 37.82 0 0 0| 0 0 0 0 310 100.000 -1.00 39.74 0 0 0| 0 0 0 0 320 Total 0 0 4| 0 15,783 0 0 Indicative a-t-m Vol 37.00 Underlying Price 220.000 Time to expiry: 44 Days Oct 10 1.000 -0.07 40.91 0 0 0| 0 0 0 0 180 2.000 -0.13 39.37 0 0 0| 0 0 0 0 190 3.000 -0.17 38.81 0 0 0| 0 0 0 0 195 4.000 -0.22 38.51 0 0 0| 0 15 0 0 200 5.250 -0.27 37.41 0 0 0| 0 0 0 0 205 6.750 -0.33 36.71 0 0 0| 0 1,050 0 0 210 8.750 -0.40 36.75 0 0 0| 0 0 0 0 215 11.250 -0.47 37.00 0 0 0| 0 5 0 0 220 14.250 -0.54 37.20 0 0 0| 0 0 0 0 225 17.500 -0.60 37.55 0 0 0| 0 0 0 0 230 20.750 -0.67 37.55 0 0 0| 0 0 0 0 235 24.500 -0.72 37.65 0 0 0| 0 0 0 0 240 41.750 -0.88 39.23 0 0 0| 0 0 0 0 260 60.500 -0.95 40.07 0 0 0| 0 0 0 0 280 Total 0 0 0| 0 1,070 0 0 Indicative a-t-m Vol 38.46 Underlying Price 220.000 Time to expiry: 79 Days Nov 10 5.250 -0.20 42.32 0 0 0| 0 0 0 0 190 7.250 -0.27 39.30 0 0 0| 0 2 0 0 200 9.000 8.750 -0.31 38.66 9.000 9.000 0 0 2| 0 0 0 0 205 10.750 -0.36 38.00 0 0 0| 0 0 0 0 210 12.750 -0.41 37.77 0 0 0| 0 0 0 0 215 15.500 -0.46 38.46 0 0 0| 0 0 0 0 220 Equity Options 22:01 Business Day Wed 1 Sep 2010 Previous Business Day Tue 31 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 | 18.250 -0.51 37.71 0 0 0| 0 0 0 0 225 21.000 -0.56 37.61 0 0 0| 0 0 0 0 230 28.250 -0.65 38.74 0 0 0| 0 0 0 0 240 43.750 -0.80 37.93 0 0 0| 0 0 0 0 260 Total 0 0 2| 0 2 0 0 Indicative a-t-m Vol 40.01 Underlying Price 220.000 Time to expiry: 107 Days Dec 10 1.500 -0.07 42.32 0 0 0| 0 42 0 0 160 2.750 -0.10 41.56 0 0 0| 0 50 0 0 170 4.500 -0.15 41.19 0 0 0| 0 100 0 0 180 6.750 -0.22 40.97 0 0 0| 0 0 0 0 190 10.000 -0.29 40.68 0 0 0| 0 34 0 0 200 14.000 -0.37 40.37 0 0 0| 0 45 0 0 210 18.750 -0.45 40.01 0 0 0| 0 76 0 0 220 24.500 -0.54 40.01 0 0 0| 0 13 0 0 230 31.000 -0.62 39.41 0 0 0| 0 8 0 0 240 46.000 -0.75 39.40 0 0 0| 0 16 0 0 260 62.750 -0.86 37.95 0 0 0| 0 47 0 0 280 100.500 -0.95 39.65 0 0 0| 0 0 0 0 320 Total 0 0 0| 0 431 0 0 Indicative a-t-m Vol 40.52 Underlying Price 220.000 Time to expiry: 198 Days Mar 11 5.000 -0.12 43.76 0 0 0| 0 0 0 0 160 10.000 -0.21 43.66 0 0 0| 5 505 +5 0 180 13.000 -0.26 42.32 0 0 0| 0 4 0 0 190 17.000 -0.32 42.17 0 0 0| 0 0 0 0 200 21.000 -0.38 41.42 0 0 0| 0 0 0 0 210 25.750 -0.44 40.52 0 0 0| 0 5 0 0 220 31.750 31.250 -0.50 39.97 31.750 31.750 0 0 2| 0 10 0 0 230 37.250 -0.56 39.54 0 0 0| 0 2 0 0 240 68.250 -0.74 40.91 0 0 0| 0 81 0 0 280 Total 0 0 2| 5 607 +5 0 Total Puts 0 0 8| 5 17,893 +5 0 Grand Total 0 0 18| 148,855 29,738 +5 0 Equity Options 22:01 Business Day Wed 1 Sep 2010 Previous Business Day Tue 31 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 16.35 Underlying Price 2291.000 Time to expiry: 16 Days Sep 10 691.500 1.00 42.23 0 0 0| 0 0 0 0 1600 491.500 1.00 34.24 0 0 0| 0 0 0 0 1800 391.500 1.00 29.36 0 0 0| 0 0 0 0 1900 291.500 1.00 23.88 0 0 0| 0 11 0 0 2000 192.500 0.98 20.66 0 0 0| 0 6 0 0 2100 98.000 0.86 17.67 0 0 0| 0 234 0 0 2200 28.000 0.47 16.22 0 0 0| 0 308 0 0 2300 3.000 0.09 15.57 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 17.41 Underlying Price 2291.000 Time to expiry: 44 Days Oct 10 393.500 0.99 24.51 0 0 0| 0 0 0 0 1900 295.500 0.96 22.08 0 0 0| 0 0 0 0 2000 201.000 0.90 20.12 0 0 0| 0 0 0 0 2100 116.000 0.75 18.41 0 0 0| 0 10 0 0 2200 32.000 52.500 0.49 17.31 32.000 32.000 0 0 42| 0 40 0 0 2300 17.000 0.23 16.76 0 0 0| 0 11 0 0 2400 1.500 0.02 17.91 0 0 0| 0 6 0 0 2600 0.500 0.01 22.69 0 0 0| 0 10 0 0 2800 Total 0 0 42| 0 77 0 0 Indicative a-t-m Vol 18.84 Underlying Price 2291.000 Time to expiry: 79 Days Nov 10 400.000 0.95 25.66 0 0 0| 0 0 0 0 1900 305.000 0.91 22.89 0 0 0| 0 0 0 0 2000 216.000 0.83 21.13 0 0 0| 8 8 +8 0 2100 138.000 0.69 19.67 0 0 0| 0 0 0 0 2200 77.500 0.51 18.76 0 0 0| 0 1 0 0 2300 29.500 38.000 0.31 18.25 29.500 29.500 0 0 5| 0 49 0 0 2400 7.500 0.08 18.80 0 0 0| 0 0 0 0 2600 Total 0 0 5| 8 58 +8 0 Indicative a-t-m Vol 19.52 Underlying Price 2291.000 Time to expiry: 107 Days Dec 10 501.500 0.96 27.66 0 0 0| 0 0 0 0 1800 406.500 0.92 25.49 0 0 0| 0 0 0 0 1900 315.000 0.87 23.57 0 0 0| 0 42 0 0 2000 231.000 0.79 22.18 0 0 0| 0 34 0 0 2100 155.000 0.67 20.55 0 0 0| 0 588 0 0 2200 94.500 0.51 19.42 0 0 0| 0 3 0 0 2300 46.000 51.500 0.35 18.63 46.000 45.500 0 0 6| 0 1,027 0 0 2400 2.000 0.02 18.18 0 0 0| 0 30 0 0 2800 Total 0 0 6| 0 1,724 0 0 Indicative a-t-m Vol 20.51 Underlying Price 2291.000 Time to expiry: 198 Days Mar 11 Equity Options 22:01 Business Day Wed 1 Sep 2010 Previous Business Day Tue 31 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 | 511.000 0.93 25.24 0 0 0| 0 0 0 0 1800 421.500 0.89 24.46 0 0 0| 0 0 0 0 1900 336.500 0.83 23.46 0 0 0| 0 6 0 0 2000 258.000 0.75 22.40 0 0 0| 0 504 0 0 2100 188.500 0.65 21.34 0 0 0| 0 185 0 0 2200 116.000 130.000 0.53 20.43 116.000 116.000 0 0 10| 0 5 0 0 2300 76.000 84.000 0.40 19.65 76.000 75.500 0 0 10| 0 29 0 0 2400 10.500 0.08 19.01 0 0 0| 0 70 0 0 2800 Total 0 0 20| 0 799 0 0 Total Calls 0 0 73| 8 3,331 +8 0 | Equity Options 22:01 Business Day Wed 1 Sep 2010 Previous Business Day Tue 31 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 15.99 Underlying Price 2291.000 Time to expiry: 16 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 CAB 0.00 32.35 0 0 0| 0 76 0 0 1900 0.500 -0.01 26.87 0 0 0| 0 135 0 0 2000 3.000 2.000 -0.04 24.20 3.000 3.000 0 0 17| 0 310 0 0 2100 7.000 -0.15 18.48 0 0 0| 0 67 0 0 2200 58.000 35.500 -0.54 15.74 58.000 40.000 0 0 15| 0 18 0 0 2300 112.500 -0.90 16.88 0 0 0| 0 3 0 0 2400 309.000 -1.00 21.19 0 0 0| 0 2 0 0 2600 509.000 -1.00 30.42 0 0 0| 0 0 0 0 2800 Total 0 0 32| 0 1,307 0 0 Indicative a-t-m Vol 17.71 Underlying Price 2291.000 Time to expiry: 44 Days Oct 10 1.500 -0.02 26.47 0 0 0| 0 0 0 0 1900 4.000 -0.05 24.02 0 0 0| 0 1 0 0 2000 8.500 -0.10 20.42 0 0 0| 0 10 0 0 2100 25.000 23.500 -0.25 18.71 25.500 25.000 0 0 15| 5 8 0 0 2200 60.500 -0.51 17.61 0 0 0| 0 8 0 0 2300 125.000 -0.77 17.06 0 0 0| 0 0 0 0 2400 309.500 -0.98 18.21 0 0 0| 0 0 0 0 2600 509.000 -1.00 22.99 0 0 0| 0 0 0 0 2800 Total 0 0 15| 5 27 0 0 Indicative a-t-m Vol 19.68 Underlying Price 2291.000 Time to expiry: 79 Days Nov 10 6.000 -0.05 25.65 0 0 0| 0 0 0 0 1900 13.500 -0.10 24.35 0 0 0| 0 0 0 0 2000 24.500 -0.18 21.96 0 0 0| 2 16 +2 0 2100 47.000 -0.31 20.55 0 0 0| 0 0 0 0 2200 87.000 -0.49 19.59 0 0 0| 0 7 0 0 2300 146.500 -0.68 18.87 0 0 0| 0 0 0 0 2400 313.500 -0.93 18.30 0 0 0| 0 0 0 0 2600 Total 0 0 0| 2 23 +2 0 Indicative a-t-m Vol 19.89 Underlying Price 2291.000 Time to expiry: 107 Days Dec 10 8.000 -0.05 28.48 0 0 0| 0 30 0 0 1800 12.000 -0.08 25.87 0 0 0| 0 14 0 0 1900 21.000 -0.13 23.97 0 0 0| 0 2,135 0 0 2000 36.500 -0.21 22.43 0 0 0| 1 59 0 0 2100 61.500 -0.33 20.98 0 0 0| 0 133 0 0 2200 101.000 -0.49 19.78 0 0 0| 0 0 0 0 2300 158.000 -0.65 19.01 0 0 0| 0 7 0 0 2400 509.000 -1.00 16.25 0 0 0| 0 0 0 0 2800 Total 0 0 0| 1 2,378 0 0 Indicative a-t-m Vol 20.33 Underlying Price 2291.000 Time to expiry: 198 Days Mar 11 25.000 -0.11 25.91 0 0 0| 0 24 0 0 1800 Equity Options 22:01 Business Day Wed 1 Sep 2010 Previous Business Day Tue 31 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 | 38.500 -0.16 24.56 0 0 0| 0 82 0 0 1900 57.000 -0.23 23.23 0 0 0| 0 180 0 0 2000 84.500 -0.33 22.02 0 0 0| 0 506 0 0 2100 138.500 122.500 -0.43 21.04 138.500 138.000 0 0 10| 0 213 0 0 2200 172.500 -0.55 20.26 0 0 0| 5 8 +5 0 2300 259.500 236.000 -0.67 19.80 259.500 254.000 0 0 15| 0 1 0 0 2400 581.000 -0.91 21.34 0 0 0| 0 78 0 0 2800 Total 0 0 25| 5 1,092 +5 0 Total Puts 0 0 72| 13 4,827 +7 0 Grand Total 0 0 145| 93,911 8,158 +15 0 Equity Options 22:01 Business Day Wed 1 Sep 2010 Previous Business Day Tue 31 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 23.67 Underlying Price 469.900 Time to expiry: 16 Days Sep 10 110.250 0.99 56.50 0 0 0| 0 0 0 0 360 90.750 0.97 55.36 0 0 0| 0 0 0 0 380 70.750 0.96 44.58 0 0 0| 0 0 0 0 400 51.000 0.94 35.20 0 0 0| 0 0 0 0 420 41.250 0.92 30.40 0 0 0| 0 0 0 0 430 31.750 0.88 27.01 0 0 0| 0 1 0 0 440 23.000 0.80 25.24 0 0 0| 0 0 0 0 450 15.250 0.68 23.33 0 0 0| 0 17 0 0 460 9.500 0.51 23.67 0 0 0| 0 261 0 0 470 5.500 0.35 23.41 0 0 0| 0 400 0 0 480 0.500 0.04 26.48 0 0 0| 0 6 0 0 520 CAB 0.00 27.79 0 0 0| 0 0 0 0 560 Total 0 0 0| 0 685 0 0 Indicative a-t-m Vol 24.00 Underlying Price 469.900 Time to expiry: 107 Days Dec 10 111.000 0.96 35.00 0 0 0| 0 0 0 0 360 73.000 0.89 29.62 0 0 0| 0 0 0 0 400 55.500 0.82 27.47 0 0 0| 0 0 0 0 420 40.000 0.71 25.91 0 0 0| 0 0 0 0 440 27.000 0.57 24.42 0 0 0| 0 0 0 0 460 17.250 0.43 23.58 0 0 0| 9 62 0 0 480 6.250 0.20 23.06 0 0 0| 0 15 0 0 520 2.250 0.08 23.95 0 0 0| 0 55 0 0 560 Total 0 0 0| 9 132 0 0 Indicative a-t-m Vol 24.71 Underlying Price 469.900 Time to expiry: 198 Days Mar 11 77.250 0.81 30.44 0 0 0| 0 0 0 0 400 60.500 0.74 27.88 0 0 0| 0 0 0 0 420 46.000 0.65 26.14 0 0 0| 0 5 0 0 440 34.000 0.55 24.96 0 0 0| 0 1 0 0 460 24.750 0.45 24.47 0 0 0| 0 0 0 0 480 12.250 0.27 23.82 0 0 0| 0 3 0 0 520 5.750 0.15 23.97 0 0 0| 0 0 0 0 560 Total 0 0 0| 0 9 0 0 Total Calls 0 0 0| 9 826 0 0 | Equity Options 22:01 Business Day Wed 1 Sep 2010 Previous Business Day Tue 31 Aug 2010 Page 68 Puts | Block | Opening Settle Delta Vola- Daily Trade Bclear Total | Official **Open Change Exer- Exer Trans Price tility High Low Volume Volume*** Volume | Volume Int cises Price | British Land Company PLC - STND OPT (BLC) Indicative a-t-m Vol 22.88 Underlying Price 469.900 Time to expiry: 16 Days Sep 10 0.250 -0.01 53.38 0 0 0| 0 0 0 0 360 0.500 -0.02 50.54 0 0 0| 0 0 0 0 380 0.500 -0.03 41.18 0 0 0| 0 125 0 0 400 1.000 -0.06 34.39 0 0 0| 0 17 0 0 420 1.000 -0.08 29.84 0 0 0| 0 0 0 0 430 1.750 -0.12 26.95 0 0 0| 0 528 0 0 440 3.000 -0.20 25.20 0 0 0| 0 3 0 0 450 5.250 -0.32 23.29 0 0 0| 0 48 0 0 460 9.250 -0.49 22.88 0 0 0| 0 20 0 0 470 15.250 -0.65 23.30 0 0 0| 5 5 -5 0 480 50.250 -0.98 23.01 0 0 0| 0 0 0 0 520 90.000 -1.00 23.84 0 0 0| 0 0 0 0 560 Total 0 0 0| 5 746 -5 0 Indicative a-t-m Vol 23.68 Underlying Price 469.900 Time to expiry: 107 Days Dec 10 2.500 -0.06 32.84 0 0 0| 0 2 0 0 360 6.250 -0.15 28.82 0 0 0| 0 10 0 0 400 9.500 -0.22 27.00 0 0 0| 0 13 0 0 420 14.750 -0.32 25.69 0 0 0| 18 35 -18 0 440 22.000 -0.45 24.06 0 0 0| 0 5 0 0 460 32.500 -0.58 23.30 0 0 0| 5 11 +5 0 480 61.500 -0.81 22.65 0 0 0| 0 0 0 0 520 98.000 -0.92 23.63 0 0 0| 0 0 0 0 560 Total 0 0 0| 23 76 -13 0 Indicative a-t-m Vol 24.43 Underlying Price 469.900 Time to expiry: 198 Days Mar 11 13.500 -0.22 28.07 0 0 0| 0 13 0 0 400 19.000 -0.29 27.17 0 0 0| 0 22 0 0 420 25.500 -0.38 25.85 0 0 0| 0 8 0 0 440 34.000 -0.47 24.77 0 0 0| 0 20 0 0 460 45.000 -0.57 24.10 0 0 0| 0 0 0 0 480 73.250 -0.74 23.75 0 0 0| 0 0 0 0 520 106.500 -0.86 23.28 0 0 0| 0 0 0 0 560 Total 0 0 0| 0 63 0 0 Total Puts 0 0 0| 28 885 -18 0 Grand Total 0 0 0| 61,867 1,711 -18 0 Equity Options 22:01 Business Day Wed 1 Sep 2010 Previous Business Day Tue 31 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 13.48 Underlying Price 712.000 Time to expiry: 16 Days Sep 10 272.250 1.00 45.31 0 0 0| 0 0 0 0 440 232.250 1.00 42.77 0 0 0| 0 6 0 0 480 192.250 1.00 41.32 0 0 0| 0 21 0 0 520 152.250 1.00 35.82 0 0 0| 0 22 0 0 560 112.250 1.00 28.25 0 0 0| 0 61 0 0 600 72.250 1.00 18.23 0 0 0| 0 1,646 0 0 640 33.000 0.93 14.98 0 0 0| 0 104 0 0 680 4.750 0.35 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 11.19 Underlying Price 712.000 Time to expiry: 107 Days Dec 10 432.250 1.00 54.73 0 0 0| 0 0 0 0 280 392.250 1.00 53.44 0 0 0| 0 0 0 0 320 352.250 1.00 51.56 0 0 0| 0 0 0 0 360 312.500 1.00 49.94 0 0 0| 0 0 0 0 400 272.500 1.00 37.91 0 0 0| 0 0 0 0 440 232.750 0.99 38.72 0 0 0| 0 0 0 0 480 194.500 0.96 40.80 0 0 0| 0 60 0 0 520 154.000 0.96 31.30 0 0 0| 0 524 0 0 560 114.500 0.94 25.28 0 0 0| 0 76 0 0 600 76.250 0.88 21.02 0 0 0| 0 83 0 0 640 37.250 0.79 13.53 0 0 0| 0 15 0 0 680 10.000 0.40 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 19.49 Underlying Price 712.000 Time to expiry: 198 Days Mar 11 272.500 1.00 33.03 0 0 0| 0 0 0 0 440 232.750 0.99 32.54 0 0 0| 0 0 0 0 480 198.000 0.92 38.37 0 0 0| 0 0 0 0 520 154.500 0.95 26.16 0 0 0| 0 10 0 0 560 116.500 0.90 22.94 0 0 0| 0 0 0 0 600 83.000 0.78 21.76 0 0 0| 0 0 0 0 640 54.750 0.63 20.58 0 0 0| 0 0 0 0 680 32.250 0.47 19.22 0 0 0| 0 10 0 0 720 Total 0 0 0| 0 20 0 0 Indicative a-t-m Vol 22.38 Underlying Price 712.000 Time to expiry: 289 Days Jun 11 312.750 0.99 41.21 0 0 0| 0 0 0 0 400 272.750 0.99 35.87 0 0 0| 0 0 0 0 440 233.250 0.98 31.93 0 0 0| 0 0 0 0 480 156.000 0.92 26.13 0 0 0| 0 0 0 0 560 87.500 0.74 22.03 0 0 0| 0 0 0 0 640 45.750 0.48 22.42 0 0 0| 0 0 0 0 720 Total 0 0 0| 0 0 0 0 Equity Options 22:01 Business Day Wed 1 Sep 2010 Previous Business Day Tue 31 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 712.000 Time to expiry: 471 Days Dec 11 353.000 0.99 44.27 0 0 0| 0 0 0 0 360 314.000 0.97 41.04 0 0 0| 0 0 0 0 400 275.500 0.95 37.72 0 0 0| 0 0 0 0 440 236.250 0.94 32.80 0 0 0| 0 0 0 0 480 164.250 0.84 27.78 0 0 0| 0 0 0 0 560 104.750 0.68 24.92 0 0 0| 0 0 0 0 640 66.000 0.51 24.92 0 0 0| 0 0 0 0 720 Total 0 0 0| 0 0 0 0 Indicative a-t-m Vol 24.31 Underlying Price 712.000 Time to expiry: 842 Days Dec 12 247.000 0.86 34.20 0 0 0| 0 0 0 0 480 184.000 0.78 30.11 0 0 0| 0 0 0 0 560 129.000 0.66 26.79 0 0 0| 0 0 0 0 640 83.250 0.53 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 22:01 Business Day Wed 1 Sep 2010 Previous Business Day Tue 31 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 12.33 Underlying Price 712.000 Time to expiry: 16 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 0.750 -0.07 14.79 0 0 0| 0 605 0 0 680 11.750 -0.66 11.72 0 0 0| 0 85 0 0 720 38.000 -0.99 11.76 0 0 0| 0 0 0 0 750 48.000 -1.00 11.76 0 0 0| 0 0 0 0 760 Total 0 0 0| 0 1,753 0 0 Indicative a-t-m Vol 12.86 Underlying Price 712.000 Time to expiry: 107 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 0.00 41.76 0 0 0| 0 10 0 0 400 0.500 -0.01 38.60 0 0 0| 0 34 0 0 440 1.750 -0.03 38.99 0 0 0| 0 141 0 0 480 2.000 -0.04 33.00 0 0 0| 0 49 0 0 520 3.500 -0.07 29.49 0 0 0| 0 58 0 0 560 4.000 -0.09 22.76 0 0 0| 0 22 0 0 600 6.000 -0.16 17.96 0 0 0| 0 2 0 0 640 13.000 -0.33 14.84 0 0 0| 0 5,544 0 0 680 29.500 -0.64 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 18.13 Underlying Price 712.000 Time to expiry: 198 Days Mar 11 0.500 -0.01 29.22 0 0 0| 0 0 0 0 440 2.000 -0.05 35.00 0 0 0| 0 30 0 0 480 4.000 -0.06 28.00 0 0 0| 0 0 0 0 520 4.250 -0.07 22.62 0 0 0| 0 19 0 0 560 8.000 -0.14 21.08 0 0 0| 0 0 0 0 600 15.750 -0.24 20.05 0 0 0| 0 0 0 0 640 28.250 -0.38 19.06 0 0 0| 0 0 0 0 680 46.500 -0.55 17.90 0 0 0| 0 0 0 0 720 Total 0 0 0| 0 49 0 0 Indicative a-t-m Vol 23.04 Underlying Price 712.000 Time to expiry: 289 Days Jun 11 2.250 -0.03 34.74 0 0 0| 0 0 0 0 400 4.750 -0.05 34.00 0 0 0| 0 0 0 0 440 7.500 -0.08 32.28 0 0 0| 0 0 0 0 480 13.750 -0.15 26.28 0 0 0| 0 0 0 0 560 29.000 -0.30 22.19 0 0 0| 0 0 0 0 640 70.500 -0.53 23.13 0 0 0| 0 0 0 0 720 Total 0 0 0| 0 0 0 0 Equity Options 22:01 Business Day Wed 1 Sep 2010 Previous Business Day Tue 31 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 22.09 Underlying Price 712.000 Time to expiry: 471 Days Dec 11 4.500 -0.03 35.50 0 0 0| 0 0 0 0 360 8.000 -0.06 34.95 0 0 0| 0 0 0 0 400 10.750 -0.08 32.35 0 0 0| 0 0 0 0 440 13.000 -0.10 29.06 0 0 0| 0 0 0 0 480 24.250 -0.19 25.23 0 0 0| 0 0 0 0 560 45.000 -0.34 22.21 0 0 0| 0 0 0 0 640 86.500 -0.52 22.08 0 0 0| 0 0 0 0 720 Total 0 0 0| 0 0 0 0 Indicative a-t-m Vol 20.28 Underlying Price 712.000 Time to expiry: 842 Days Dec 12 24.000 -0.14 26.66 0 0 0| 0 0 0 0 480 40.250 -0.24 23.72 0 0 0| 0 0 0 0 560 63.750 -0.37 21.01 0 0 0| 0 0 0 0 640 104.500 -0.52 20.20 0 0 0| 0 0 0 0 720 Total 0 0 0| 0 0 0 0 Total Puts 0 0 0| 0 12,682 0 0 Grand Total 0 0 0| 107,630 27,793 0 0 Equity Options 22:01 Business Day Wed 1 Sep 2010 Previous Business Day Tue 31 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 29.54 Underlying Price 136.700 Time to expiry: 16 Days Sep 10 40.750 0.99 77.75 0 0 0| 0 0 0 0 96 36.750 0.98 69.78 0 0 0| 0 51 0 0 100 27.000 0.97 55.19 0 0 0| 0 0 0 0 110 17.250 0.93 43.19 0 0 0| 0 0 0 0 120 12.500 0.87 38.97 0 0 0| 0 0 0 0 125 8.000 0.77 32.62 0 0 0| 50 50 +50 0 130 4.500 0.59 30.94 0 0 0| 540 510 +500 0 135 2.000 0.36 27.42 0 0 0| 0 1,972 0 0 140 0.750 0.17 28.08 0 0 0| 0 34 0 0 145 0.250 0.250 0.09 30.92 0.250 0.250 0 0 232| 0 12,052 0 0 150 0.250 0.04 41.78 0 0 0| 0 70 0 0 160 0.250 0.03 50.47 0 0 0| 0 0 0 0 170 CAB 0.01 56.99 0 0 0| 0 60 0 0 180 Total 0 0 232| 590 14,799 +550 0 Indicative a-t-m Vol 29.54 Underlying Price 136.700 Time to expiry: 44 Days Oct 10 27.250 0.94 41.03 0 0 0| 0 0 0 0 110 18.250 0.86 36.95 0 0 0| 0 51 0 0 120 14.000 0.79 34.56 0 0 0| 0 0 0 0 125 10.000 0.69 32.55 0 0 0| 0 26 0 0 130 5.500 6.750 0.57 29.87 5.500 5.500 0 0 55| 551 510 +495 0 135 4.250 4.250 0.43 29.03 4.250 4.250 0 0 300| 51 122 0 0 140 2.500 2.250 0.28 26.60 2.500 2.500 0 0 150| 0 236 0 0 145 1.000 0.17 26.44 0 0 0| 0 287 0 0 150 0.250 0.05 26.57 0 0 0| 0 0 0 0 160 0.250 0.04 33.44 0 0 0| 0 0 0 0 170 Total 0 0 505| 602 1,232 +495 0 Indicative a-t-m Vol 31.18 Underlying Price 136.700 Time to expiry: 79 Days Nov 10 28.500 0.89 42.02 0 0 0| 0 0 0 0 110 19.750 0.80 36.79 0 0 0| 0 0 0 0 120 15.750 0.74 35.02 0 0 0| 0 0 0 0 125 12.250 0.66 33.79 0 0 0| 0 0 0 0 130 9.000 0.57 31.66 0 0 0| 0 40 0 0 135 6.500 0.47 30.46 0 0 0| 0 104 0 0 140 2.750 0.27 28.36 0 0 0| 0 100 0 0 150 1.000 0.13 28.18 0 0 0| 0 0 0 0 160 Total 0 0 0| 0 244 0 0 Indicative a-t-m Vol 30.67 Underlying Price 136.700 Time to expiry: 107 Days Dec 10 73.250 0.98 73.07 0 0 0| 0 0 0 0 64 65.500 0.97 68.58 0 0 0| 0 0 0 0 72 57.750 0.96 61.50 0 0 0| 0 0 0 0 80 50.000 0.95 54.89 0 0 0| 0 0 0 0 88 42.250 0.93 49.02 0 0 0| 0 0 0 0 96 Equity Options 22:01 Business Day Wed 1 Sep 2010 Previous Business Day Tue 31 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 | 38.500 0.91 47.02 0 0 0| 0 0 0 0 100 29.250 0.87 40.41 0 0 0| 0 0 0 0 110 20.500 0.79 35.11 0 0 0| 0 0 0 0 120 13.500 0.65 33.11 0 0 0| 0 678 0 0 130 7.500 0.48 29.63 0 0 0| 0 1,423 0 0 140 3.750 0.30 28.23 0 0 0| 65 1,993 -19 0 150 2.000 0.18 29.05 0 0 0| 0 6,268 0 0 160 0.500 0.05 29.60 0 0 0| 0 371 0 0 180 CAB 0.02 31.02 0 0 0| 0 114 0 0 200 CAB 0.01 35.22 0 0 0| 0 4 0 0 220 CAB 0.00 36.79 0 0 0| 0 4 0 0 240 Total 0 0 0| 65 10,855 -19 0 Indicative a-t-m Vol 31.77 Underlying Price 136.700 Time to expiry: 198 Days Mar 11 42.250 0.92 41.81 0 0 0| 0 0 0 0 96 38.750 0.91 40.11 0 0 0| 0 0 0 0 100 30.000 0.84 37.54 0 0 0| 0 0 0 0 110 22.250 0.75 34.77 0 0 0| 0 2 0 0 120 15.750 0.63 33.05 0 0 0| 0 226 0 0 130 10.250 0.49 31.22 0 0 0| 0 38 0 0 140 6.500 0.36 29.95 0 0 0| 0 130 0 0 150 3.750 0.25 28.98 0 0 0| 0 20 0 0 160 1.000 0.09 27.26 0 0 0| 0 0 0 0 180 Total 0 0 0| 0 416 0 0 Indicative a-t-m Vol 31.78 Underlying Price 136.700 Time to expiry: 289 Days Jun 11 43.500 0.89 41.32 0 0 0| 0 0 0 0 96 39.500 0.87 38.75 0 0 0| 0 0 0 0 100 24.250 0.72 34.23 0 0 0| 0 0 0 0 120 18.250 0.62 33.33 0 0 0| 0 481 0 0 130 12.750 0.51 31.12 0 0 0| 0 93 0 0 140 8.750 0.40 30.00 0 0 0| 0 143 0 0 150 5.750 0.30 29.07 0 0 0| 0 6 0 0 160 2.250 0.15 28.01 0 0 0| 0 7 0 0 180 Total 0 0 0| 0 730 0 0 Indicative a-t-m Vol 30.37 Underlying Price 136.700 Time to expiry: 471 Days Dec 11 73.500 0.97 54.44 0 0 0| 0 0 0 0 64 66.000 0.95 50.97 0 0 0| 0 0 0 0 72 58.750 0.93 48.02 0 0 0| 0 0 0 0 80 51.500 0.90 44.13 0 0 0| 0 0 0 0 88 44.250 0.87 40.44 0 0 0| 0 0 0 0 96 40.500 0.85 37.75 0 0 0| 0 0 0 0 100 25.250 0.71 32.02 0 0 0| 0 0 0 0 120 14.750 0.52 30.08 0 0 0| 0 0 0 0 140 8.000 0.34 28.86 0 0 0| 0 6 0 0 160 3.750 0.20 27.38 0 0 0| 0 12 0 0 180 Total 0 0 0| 0 18 0 0 Equity Options 22:01 Business Day Wed 1 Sep 2010 Previous Business Day Tue 31 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 29.50 Underlying Price 136.700 Time to expiry: 653 Days Jun 12 43.000 0.82 40.77 0 0 0| 0 0 0 0 100 26.500 0.69 31.60 0 0 0| 0 0 0 0 120 16.000 0.52 29.13 0 0 0| 0 0 0 0 140 9.500 0.36 28.09 0 0 0| 0 0 0 0 160 Total 0 0 0| 0 0 0 0 Indicative a-t-m Vol 28.56 Underlying Price 136.700 Time to expiry: 842 Days Dec 12 43.750 0.81 40.77 0 0 0| 0 0 0 0 100 27.000 0.69 31.14 0 0 0| 0 0 0 0 120 16.500 0.52 28.11 0 0 0| 0 0 0 0 140 10.250 0.37 27.26 0 0 0| 0 0 0 0 160 Total 0 0 0| 0 0 0 0 Total Calls 0 0 737| 1,257 28,294 +1,026 0 | Equity Options 22:01 Business Day Wed 1 Sep 2010 Previous Business Day Tue 31 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 26.82 Underlying Price 136.700 Time to expiry: 16 Days Sep 10 CAB -0.01 71.11 0 0 0| 0 101 0 0 96 0.250 CAB -0.01 66.04 0.250 0.250 0 0 219| 0 9,757 0 0 100 0.250 CAB -0.01 42.30 0.250 0.250 0 0 22| 0 1,030 0 0 110 0.750 CAB -0.02 30.70 0.750 0.750 0 0 41| 0 10,546 0 0 120 0.500 -0.09 31.56 0 0 0| 48 75 -38 0 125 1.250 1.000 -0.21 30.42 1.250 1.250 0 0 5| 0 3,378 0 0 130 2.250 -0.40 26.77 0 0 0| 0 1,767 0 0 135 5.000 -0.65 26.88 0 0 0| 0 1,749 0 0 140 8.750 -0.86 24.93 0 0 0| 0 31 0 0 145 14.000 -0.86 38.43 0 0 0| 5 127 -5 0 150 23.500 -0.95 43.61 0 0 0| 0 180 0 0 160 34.000 -0.91 71.63 0 0 0| 0 0 0 0 170 43.500 -0.96 71.18 0 0 0| 0 2 0 0 180 Total 0 0 287| 53 28,743 -43 0 Indicative a-t-m Vol 29.17 Underlying Price 136.700 Time to expiry: 44 Days Oct 10 0.250 -0.02 32.12 0 0 0| 0 0 0 0 110 1.000 -0.13 34.68 0 0 0| 50 136 +50 0 120 1.750 -0.20 32.77 0 0 0| 0 0 0 0 125 3.500 3.000 -0.30 31.63 3.500 3.500 0 0 51| 0 69 0 0 130 5.250 4.750 -0.43 29.84 5.250 5.250 0 0 7| 0 690 0 0 135 7.250 -0.57 28.16 0 0 0| 0 36 0 0 140 10.500 -0.71 27.21 0 0 0| 0 475 0 0 145 14.250 -0.84 25.12 0 0 0| 0 25 0 0 150 23.500 -0.94 28.54 0 0 0| 0 0 0 0 160 34.250 -0.90 45.94 0 0 0| 0 0 0 0 170 Total 0 0 58| 50 1,431 +50 0 Indicative a-t-m Vol 30.54 Underlying Price 136.700 Time to expiry: 79 Days Nov 10 1.250 -0.10 40.05 0 0 0| 0 0 0 0 110 2.750 -0.19 36.30 0 0 0| 0 8 0 0 120 3.500 -0.26 33.63 0 0 0| 0 0 0 0 125 5.000 -0.34 32.44 0 0 0| 0 0 0 0 130 7.000 -0.43 31.04 0 0 0| 0 0 0 0 135 9.250 -0.54 29.78 0 0 0| 0 0 0 0 140 15.750 -0.74 28.01 0 0 0| 0 0 0 0 150 24.000 -0.89 26.45 0 0 0| 0 75 0 0 160 Total 0 0 0| 0 83 0 0 Indicative a-t-m Vol 31.81 Underlying Price 136.700 Time to expiry: 107 Days Dec 10 0.250 -0.01 63.21 0 0 0| 0 100 0 0 64 0.250 -0.01 57.47 0 0 0| 0 0 0 0 72 0.250 -0.02 51.93 0 0 0| 0 101 0 0 80 0.500 -0.04 48.56 0 0 0| 0 56 0 0 88 1.000 -0.06 45.41 0 0 0| 0 230 0 0 96 1.500 1.000 -0.07 42.67 1.500 S 1.500 S 0 0 116| 75 14,053 0 0 100 Equity Options 22:01 Business Day Wed 1 Sep 2010 Previous Business Day Tue 31 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 | 2.000 -0.13 39.59 0 0 0| 0 69 0 0 110 3.750 -0.22 36.15 0 0 0| 0 784 0 0 120 6.500 -0.35 33.51 0 0 0| 0 349 0 0 130 12.750 11.000 -0.52 31.08 12.750 S 11.250 0 0 118| 75 920 -75 0 140 16.750 -0.70 28.17 0 0 0| 0 0 0 0 150 24.500 -0.85 26.19 0 0 0| 0 6,919 0 0 160 43.750 -0.94 31.23 0 0 0| 0 40 0 0 180 63.250 -1.00 27.88 0 0 0| 10 11 0 0 200 83.250 -1.00 34.02 0 0 0| 0 2,500 0 0 220 103.250 -1.00 42.27 0 0 0| 0 0 0 0 240 Total 0 0 234| 160 26,132 -75 0 Indicative a-t-m Vol 31.20 Underlying Price 136.700 Time to expiry: 198 Days Mar 11 2.250 -0.10 41.06 0 0 0| 0 115 0 0 96 2.750 -0.12 39.72 0 0 0| 0 56 0 0 100 4.250 -0.19 36.86 0 0 0| 0 215 0 0 110 6.750 -0.28 34.62 0 0 0| 0 136 0 0 120 10.250 -0.39 32.26 0 0 0| 0 54 0 0 130 15.250 -0.52 30.74 0 0 0| 5 79 +5 0 140 21.250 -0.65 29.14 0 0 0| 0 38 0 0 150 28.500 -0.78 27.16 0 0 0| 0 0 0 0 160 45.750 -0.95 23.71 0 0 0| 0 30 0 0 180 Total 0 0 0| 5 723 +5 0 Indicative a-t-m Vol 31.13 Underlying Price 136.700 Time to expiry: 289 Days Jun 11 3.250 -0.12 38.93 0 0 0| 0 8 0 0 96 4.000 -0.15 38.01 0 0 0| 0 6 0 0 100 8.750 -0.29 33.65 0 0 0| 0 12 0 0 120 12.750 -0.39 32.15 0 0 0| 0 220 0 0 130 17.500 -0.50 30.70 0 0 0| 0 228 0 0 140 23.500 -0.61 29.33 0 0 0| 0 92 0 0 150 30.500 -0.71 28.18 0 0 0| 0 0 0 0 160 47.500 -0.86 27.96 0 0 0| 0 13 0 0 180 Total 0 0 0| 0 579 0 0 Indicative a-t-m Vol 29.16 Underlying Price 136.700 Time to expiry: 471 Days Dec 11 1.750 -0.05 45.25 0 0 0| 0 0 0 0 64 2.750 -0.07 43.93 0 0 0| 0 0 0 0 72 3.750 -0.10 41.87 0 0 0| 0 0 0 0 80 5.250 -0.14 40.29 0 0 0| 0 0 0 0 88 6.500 -0.18 37.99 0 0 0| 0 0 0 0 96 7.500 -0.20 36.90 0 0 0| 0 0 0 0 100 13.000 -0.34 31.80 0 0 0| 0 0 0 0 120 22.500 -0.52 28.69 0 0 0| 0 0 0 0 140 36.000 -0.69 27.27 0 0 0| 0 0 0 0 160 52.250 -0.83 25.97 0 0 0| 0 0 0 0 180 Total 0 0 0| 0 0 0 0 Indicative a-t-m Vol 28.25 Underlying Price 136.700 Time to expiry: 653 Days Jun 12 Equity Options 22:01 Business Day Wed 1 Sep 2010 Previous Business Day Tue 31 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 | 8.500 -0.21 33.13 0 0 0| 0 0 0 0 100 16.250 -0.35 31.28 0 0 0| 0 0 0 0 120 25.250 -0.52 27.71 0 0 0| 0 0 0 0 140 38.750 -0.67 26.42 0 0 0| 0 0 0 0 160 Total 0 0 0| 0 0 0 0 Indicative a-t-m Vol 28.29 Underlying Price 136.700 Time to expiry: 842 Days Dec 12 12.500 -0.24 34.92 0 0 0| 0 0 0 0 100 19.500 -0.37 30.72 0 0 0| 0 60 0 0 120 29.500 -0.52 27.86 0 0 0| 0 0 0 0 140 43.250 -0.66 26.77 0 0 0| 0 0 0 0 160 Total 0 0 0| 0 60 0 0 Total Puts 0 0 579| 268 57,751 -63 0 Grand Total 0 0 1,316| 189,305 86,045 +963 0 A2A SpA - Euro Cash FLEX Opt (ASB) Grand Total 0 0 1,316| 190,450 86,459 +963 0 ABB Ltd (ABQ) Indicative a-t-m Vol 0.00 Underlying Price 20.270 Time to expiry: 16 Days 17 Sep 10 0.112 -0.16 31.55 N/A 0 0| 0 8,000 0 0 190 0.356 -0.40 28.59 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 20.270 Time to expiry: 107 Days 17 Dec 10 0.767 -0.32 30.85 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 20.270 Time to expiry: 110 Days 20 Dec 10 5.054 -0.90 28.83 N/A 0 0| 0 1,000 0 0 252 10.029 -0.99 32.15 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 20.270 Time to expiry: 289 Days 17 Jun 11 1.162 -0.28 31.36 N/A 0 0| 0 4,500 0 0 180 7.461 -0.87 27.15 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 20.270 Time to expiry: 364 Days 31 Aug 11 3.251 -0.53 30.23 N/A 0 0| 0 1,000 0 0 217 TotalN/A 0 0| 0 1,000 0 0 Total PutsN/A 0 0| 0 23,960 0 0 Grand TotalN/A 0 1,316| 207,625 139,919 +3,963 0 Abertis Infraestructuras SA (CYQ) Indicative a-t-m Vol 0.00 Underlying Price 49.740 Time to expiry: 107 Days 17 Dec 10 0.052 -0.01 57.78 N/A 0 0| 0 260 0 0 250 TotalN/A 0 0| 0 260 0 0 Total PutsN/A 0 0| 0 260 0 0 Grand TotalN/A 0 1,316| 208,770 140,269 +3,963 0 Equity Options 22:01 Business Day Wed 1 Sep 2010 Previous Business Day Tue 31 Aug 2010 Page 79 Puts | Block | Opening Settle Delta Vola- Daily Trade Bclear Total | Official **Open Change Exer- Exer Trans Price tility High Low Volume Volume*** Volume | Volume Int cises Price | Adecco SA (QVQ) Grand TotalN/A 0 1,316| 209,915 140,529 +3,963 0 Adidas AG (FKQ) Indicative a-t-m Vol 0.00 Underlying Price 4.2560 Time to expiry: 16 Days 17 Sep 10 0.1200 -0.42 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 0 1,316| 211,060 141,529 +3,963 0 Aegon NV (AFQ) Grand TotalN/A 0 1,316| 212,205 161,529 +3,963 0 ageas NV/SA - Amer Phys FLEX Opt (FOQ) Indicative a-t-m Vol 0.00 Underlying Price 2.0680 Time to expiry: 107 Days 17 Dec 10 14.6720 -1.00 46.21 N/A 0 0| 0 3,000 0 0 1674 TotalN/A 0 0| 0 3,000 0 0 Total PutsN/A 0 0| 0 3,000 0 0 Grand TotalN/A 0 1,316| 215,640 177,529 +3,963 0 ageas NV/SA - Euro Phys FLEX Opt (FOX) Indicative a-t-m Vol 0.00 Underlying Price 2.0680 Time to expiry: 107 Days 17 Dec 10 12.8885 -1.00 45.22 N/A 0 0| 0 1,000 0 0 1500 13.8856 -1.00 45.88 N/A 0 0| 0 2,500 0 0 1600 14.8827 -1.00 46.61 N/A 0 0| 0 6,000 0 0 1700 TotalN/A 0 0| 0 9,500 0 0 Total PutsN/A 0 0| 0 9,500 0 0 Grand TotalN/A 0 1,316| 222,510 196,529 +3,963 0 Air Liquide (AIJ) Grand TotalN/A 0 1,316| 223,655 196,609 +3,963 0 Akzo Nobel NV (AKQ) Indicative a-t-m Vol 0.00 Underlying Price 42.4450 Time to expiry: 289 Days 17 Jun 11 3.4500 -0.40 28.57 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 2.1110 Time to expiry: 16 Days 17 Sep 10 0.1300 -0.66 43.73 N/A 0 0| 0 0 0 0 220 TotalN/A 0 0| 0 0 0 0 Total PutsN/A 0 0| 0 0 0 0 Grand TotalN/A 0 1,316| 225,945 199,009 +3,963 0 Alcatel-Lucent SA - Amer Phys FLEX Opt (CGQ) Indicative a-t-m Vol 0.00 Underlying Price 2.1110 Time to expiry: 107 Days 17 Dec 10 0.2400 -0.53 40.89 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 2.1110 Time to expiry: 198 Days 18 Mar 11 0.4342 -0.61 40.43 N/A 0 0| 0 71,500 0 0 241 Equity Options 22:01 Business Day Wed 1 Sep 2010 Previous Business Day Tue 31 Aug 2010 Page 80 Puts | Block | Opening Settle Delta Vola- Daily Trade Bclear Total | Official **Open Change Exer- Exer Trans Price tility High Low Volume Volume*** Volume | Volume Int cises Price | TotalN/A 0 0| 0 71,500 0 0 Total PutsN/A 0 0| 0 71,500 0 0 Grand TotalN/A 0 1,316| 229,380 270,509 +3,963 0 Allianz AG (ALQ) Indicative a-t-m Vol 0.00 Underlying Price 83.6300 Time to expiry: 16 Days 17 Sep 10 0.0310 -0.01 33.45 N/A 0 0| 0 1,000 0 0 7200 0.5348 -0.20 26.29 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 83.6300 Time to expiry: 107 Days 17 Dec 10 0.3688 -0.03 56.56 N/A 0 0| 0 100 0 0 5000 0.5406 -0.06 39.41 N/A 0 0| 0 1,000 0 0 6200 1.0578 -0.13 32.39 N/A 0 0| 0 1,000 0 0 7000 3.1210 -0.35 27.14 N/A 0 0| 0 1,750 0 0 8000 4.7107 -0.48 25.73 N/A 0 0| 0 750 0 0 8400 5.7549 -0.55 25.29 N/A 0 0| 0 1,000 0 0 8600 27.0495 -1.00 16.00 N/A 0 0| 0 2,000 0 0 11100 36.0223 -1.00 16.00 N/A 0 0| 0 1,000 0 0 12000 55.9643 -1.00 16.00 N/A 0 0| 0 500 0 0 14000 57.2605 -1.00 16.00 N/A 0 0| 0 35 0 0 14130 75.9063 -1.00 16.00 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 83.6300 Time to expiry: 289 Days 17 Jun 11 5.3760 -0.33 29.63 N/A 0 0| 0 571 0 0 7421 7.6288 -0.44 27.67 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 83.6300 Time to expiry: 471 Days 16 Dec 11 12.1528 -0.50 27.10 N/A 0 0| 0 2,500 0 0 8500 39.8128 -0.95 20.87 N/A 0 0| 0 1,500 0 0 12000 78.1685 -0.98 27.83 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 83.6300 Time to expiry: 842 Days 21 Dec 12 17.0709 -0.52 27.00 N/A 0 0| 0 250 0 0 8500 TotalN/A 0 0| 0 250 0 0 Total PutsN/A 0 0| 0 19,456 0 0 Grand TotalN/A 0 1,316| 262,585 298,577 +3,963 0 Alstom SA - Amer Cash FLEX Opt (ZWU) Grand TotalN/A 0 1,316| 263,730 298,577 +3,963 0 Alstom SA - Amer Phys FLEX Opt (ZWQ) Grand TotalN/A 0 1,316| 266,020 299,777 +3,963 0 Alstom SA - Euro Phys FLEX Opt (ZWX) Indicative a-t-m Vol 0.00 Underlying Price 39.0500 Time to expiry: 16 Days 17 Sep 10 1.4813 -0.65 28.33 N/A 0 0| 0 1,500 0 0 4000 TotalN/A 0 0| 0 1,500 0 0 Equity Options 22:01 Business Day Wed 1 Sep 2010 Previous Business Day Tue 31 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 2456.500 Time to expiry: 16 Days 17 Sep 10 3.500 -0.03 52.76 N/A 0 0| 0 0 0 0 2000 TotalN/A 0 0| 0 0 0 0 Total PutsN/A 0 0| 0 0 0 0 Grand TotalN/A 0 1,316| 268,310 302,777 +3,963 0 Anglo American plc - Amer Cash FLEX Opt (AHW) Indicative a-t-m Vol 0.00 Underlying Price 2456.500 Time to expiry: 16 Days 17 Sep 10 9.000 -0.08 39.12 N/A 0 0| 0 0 0 0 2200 47.000 -0.36 34.40 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: 16 Days 17 Sep 10 N/A 0.00 N/A 0 0| 0 0 0 0 2100 TotalN/A 0 0| 0 0 0 0 Total PutsN/A 0 0| 0 0 0 0 Grand TotalN/A 0 1,316| 271,745 302,777 +3,963 0 Anglo American plc - Amer Phys FLEX Opt (AHO) Grand TotalN/A 0 1,316| 272,890 302,777 +3,963 0 Anglo American plc - Euro Phys FLEX Opt (AHV) Indicative a-t-m Vol 0.00 Underlying Price 2456.500 Time to expiry: 107 Days 17 Dec 10 40.600 -0.12 45.68 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 42.6900 Time to expiry: 16 Days 17 Sep 10 0.0200 -0.01 31.45 N/A 0 0| 0 2,200 0 0 3700 TotalN/A 0 0| 0 2,200 0 0 Total PutsN/A 0 0| 0 2,200 0 0 Grand TotalN/A 0 1,316| 275,180 303,277 +3,963 0 Anheuser-Busch InBev NV - Amer Phys FLEX Opt (IGQ) Indicative a-t-m Vol 0.00 Underlying Price 42.6900 Time to expiry: 16 Days 17 Sep 10 0.0500 -0.05 26.01 N/A 0 0| 0 1,100 0 0 3900 TotalN/A 0 0| 0 1,100 0 0 Total PutsN/A 0 0| 0 1,100 0 0 Grand TotalN/A 0 1,316| 277,470 306,577 +3,963 0 Antofagasta plc - Amer Phys FLEX Opt (KFQ) Indicative a-t-m Vol 0.00 Underlying Price 23.9150 Time to expiry: 380 Days 16 Sep 11 2.1987 -0.28 42.45 N/A 0 0| 0 1,000 0 0 2000 TotalN/A 0 0| 0 1,000 0 0 Total PutsN/A 0 0| 0 1,000 0 0 Grand TotalN/A 0 1,316| 280,905 307,377 +3,963 0 Arcelor Mittal (LOQ) Equity Options 22:01 Business Day Wed 1 Sep 2010 Previous Business Day Tue 31 Aug 2010 Page 82 Puts | Block | Opening Settle Delta Vola- Daily Trade Bclear Total | Official **Open Change Exer- Exer Trans Price tility High Low Volume Volume*** Volume | Volume Int cises Price | Grand TotalN/A 0 1,316| 282,050 308,377 +3,963 0 Arcelor Mittal - Amer Phys FLEX Opt (RRO) Indicative a-t-m Vol 0.00 Underlying Price 23.9150 Time to expiry: 352 Days 19 Aug 11 2.0221 -0.27 42.33 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 23.9150 Time to expiry: 380 Days 16 Sep 11 2.1609 -0.27 42.15 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 23.9150 Time to expiry: 842 Days 21 Dec 12 9.3580 -0.58 35.79 N/A 0 0| 0 2,500 0 0 3000 TotalN/A 0 0| 0 2,500 0 0 Total PutsN/A 0 0| 0 5,500 0 0 Grand TotalN/A 0 1,316| 286,630 316,377 +3,963 0 Arcelor Mittal - Euro Phys FLEX Opt (RRV) Indicative a-t-m Vol 0.00 Underlying Price 23.9150 Time to expiry: 16 Days 17 Sep 10 0.3321 -0.29 35.54 N/A 0 0| 0 1,000 0 0 2300 2.1983 -0.86 35.31 N/A 0 0| 0 2,000 0 0 2600 TotalN/A 0 0| 0 3,000 0 0 Total PutsN/A 0 0| 0 3,000 0 0 Grand TotalN/A 0 1,316| 291,210 322,377 +3,963 0 ASML Holding NV (FDQ) Grand TotalN/A 0 1,316| 293,500 332,377 +3,963 0 Assicurazioni Generali SpA (GXX) Indicative a-t-m Vol 0.00 Underlying Price 14.7100 Time to expiry: 106 Days 16 Dec 10 1.0886 -0.51 30.05 N/A 0 0| 0 150 0 0 1500 3.3452 -0.89 28.10 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 14.7100 Time to expiry: 107 Days 17 Dec 10 0.6462 -0.35 31.44 N/A 0 0| 0 0 0 0 1400 1.7041 -0.67 28.85 N/A 0 0| 0 150 0 0 1600 TotalN/A 0 0| 0 150 0 0 Total PutsN/A 0 0| 0 450 0 0 Grand TotalN/A 0 1,316| 301,515 333,277 +3,963 0 AstraZeneca Plc (AZJ) Grand TotalN/A 0 1,316| 303,805 333,533 +3,963 0 AstraZeneca plc (AZX) Grand TotalN/A 0 1,316| 308,385 335,233 +3,963 0 AstraZeneca Plc (AZQ) Grand TotalN/A 0 1,316| 309,530 335,583 +3,963 0 AstraZeneca plc (AZX) Grand TotalN/A 0 1,316| 310,675 336,083 +3,963 0 AstraZeneca Plc (AZQ) Grand TotalN/A 0 1,316| 311,820 336,333 +3,963 0 Equity Options 22:01 Business Day Wed 1 Sep 2010 Previous Business Day Tue 31 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 3285.000 Time to expiry: 107 Days 17 Dec 10 1.850 -0.01 39.70 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 3285.000 Time to expiry: 107 Days 17 Dec 10 3.300 -0.01 35.50 N/A 0 0| 0 500 0 0 2200 TotalN/A 0 0| 0 500 0 0 Total PutsN/A 0 0| 0 500 0 0 Grand TotalN/A 0 1,316| 315,255 336,833 +3,963 0 AstraZeneca Plc (AZQ) Indicative a-t-m Vol 0.00 Underlying Price 3285.000 Time to expiry: 107 Days 17 Dec 10 5.660 -0.03 31.29 N/A 0 0| 0 250 0 0 2400 TotalN/A 0 0| 0 250 0 0 Total PutsN/A 0 0| 0 250 0 0 Grand TotalN/A 0 1,316| 316,400 337,333 +3,963 0 AstraZeneca plc (AZX) Indicative a-t-m Vol 0.00 Underlying Price 3285.000 Time to expiry: 107 Days 17 Dec 10 25.910 -0.11 25.91 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 3285.000 Time to expiry: 471 Days 16 Dec 11 129.800 -0.21 26.06 N/A 0 0| 0 250 0 0 2600 TotalN/A 0 0| 0 250 0 0 Total PutsN/A 0 0| 0 250 0 0 Grand TotalN/A 0 1,316| 318,690 338,333 +3,963 0 AstraZeneca Plc (AZQ) Indicative a-t-m Vol 0.00 Underlying Price 3285.000 Time to expiry: 842 Days 21 Dec 12 282.030 -0.34 22.60 N/A 0 0| 0 150 0 0 2800 TotalN/A 0 0| 0 150 0 0 Total PutsN/A 0 0| 0 150 0 0 Grand TotalN/A 0 1,316| 319,835 338,583 +3,963 0 AstraZeneca plc (AZX) Indicative a-t-m Vol 0.00 Underlying Price 3285.000 Time to expiry: 1206 Days 20 Dec 13 483.820 -0.45 22.03 N/A 0 0| 0 100 0 0 3000 TotalN/A 0 0| 0 100 0 0 Total PutsN/A 0 0| 0 100 0 0 Grand TotalN/A 0 1,316| 322,125 338,833 +3,963 0 AstraZeneca plc - Stockholmborsen (ZNJ) Grand TotalN/A 0 1,316| 323,270 339,023 +3,963 0 Aviva Plc (AVQ) Grand TotalN/A 0 1,316| 331,285 339,623 +3,963 0 Equity Options 22:01 Business Day Wed 1 Sep 2010 Previous Business Day Tue 31 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 12.9650 Time to expiry: 16 Days 17 Sep 10 4.0329 -1.00 46.62 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 12.9650 Time to expiry: 44 Days 15 Oct 10 0.3700 -0.28 43.69 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 12.9650 Time to expiry: 79 Days 19 Nov 10 0.3600 -0.20 48.17 N/A 0 0| 0 0 0 0 1100 TotalN/A 0 0| 0 0 0 0 Indicative a-t-m Vol 0.00 Underlying Price 12.9650 Time to expiry: 107 Days 17 Dec 10 0.7533 -0.32 44.08 N/A 0 0| 0 3,000 0 0 1200 1.6618 -0.60 37.60 N/A 0 0| 0 5,000 0 0 1400 3.1565 -0.85 33.82 N/A 0 0| 0 40,000 0 0 1600 4.0620 -0.92 32.93 N/A 0 0| 0 2,500 0 0 1700 4.6400 -0.97 31.40 N/A 0 0| 0 2,500 0 0 1759 6.5222 -0.99 29.22 N/A 0 0| 0 2,500 0 0 1954 9.5050 -1.00 27.54 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 12.9650 Time to expiry: 289 Days 17 Jun 11 2.0035 -0.46 41.16 N/A 0 0| 0 5,000 0 0 1270 2.5395 -0.55 39.09 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 12.9650 Time to expiry: 380 Days 16 Sep 11 2.4460 -0.47 41.33 N/A 0 0| 0 1,000 0 0 1300 3.0047 -0.55 39.27 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 12.9650 Time to expiry: 471 Days 16 Dec 11 4.2649 -0.63 37.73 N/A 0 0| 0 40,000 0 0 1563 18.6452 -0.97 39.08 N/A 0 0| 0 20,000 0 0 3127 TotalN/A 0 0| 0 60,000 0 0 Total PutsN/A 0 0| 0 152,600 0 0 Grand TotalN/A 0 1,316| 362,200 575,855 +3,963 0 Baloise Holding AG (OIQ) Indicative a-t-m Vol 0.00 Underlying Price 0.9780 Time to expiry: 16 Days 17 Sep 10 0.4223 -0.99 72.33 N/A 0 0| 0 240 0 0 140 TotalN/A 0 0| 0 240 0 0 Total PutsN/A 0 0| 0 240 0 0 Grand TotalN/A 0 1,316| 364,490 577,455 +3,963 0 Banca Monte dei Paschi di Siena SpA (EVX) Equity Options 22:01 Business Day Wed 1 Sep 2010 Previous Business Day Tue 31 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 0.9780 Time to expiry: 16 Days 17 Sep 10 0.4721 -0.99 74.70 N/A 0 0| 0 2,350 0 0 145 0.5219 -1.00 74.70 N/A 0 0| 0 1,210 0 0 150 TotalN/A 0 0| 0 3,560 0 0 Indicative a-t-m Vol 0.00 Underlying Price 0.9780 Time to expiry: 107 Days 17 Dec 10 0.4179 -1.00 16.00 N/A 0 0| 0 3,207 0 0 140 0.4678 -1.00 16.00 N/A 0 0| 0 451 0 0 145 TotalN/A 0 0| 0 3,658 0 0 Indicative a-t-m Vol 0.00 Underlying Price 0.9780 Time to expiry: 198 Days 18 Mar 11 0.3175 -0.95 21.98 N/A 0 0| 0 371 0 0 130 0.5133 -1.00 19.05 N/A 0 0| 0 680 0 0 150 TotalN/A 0 0| 0 1,051 0 0 Total PutsN/A 0 0| 0 8,269 0 0 Grand TotalN/A 0 1,316| 372,505 585,964 +3,963 0 Banco Bilbao Vizcaya Argentaria SA (BDQ) Indicative a-t-m Vol 0.00 Underlying Price 9.9380 Time to expiry: 16 Days 17 Sep 10 0.1273 -0.22 46.87 N/A 0 0| 0 7,000 0 0 925 0.5391 -0.49 61.04 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 9.9380 Time to expiry: 107 Days 17 Dec 10 3.6503 -0.99 26.90 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 9.9380 Time to expiry: 198 Days 18 Mar 11 0.6311 -0.25 48.98 N/A 0 0| 0 0 0 0 825 3.2891 -0.85 33.40 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 9.9380 Time to expiry: 471 Days 16 Dec 11 0.9409 -0.26 41.56 N/A 0 0| 0 2,500 0 0 800 3.1190 -0.64 35.14 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 9.9380 Time to expiry: 751 Days 21 Sep 12 5.8389 -0.81 30.39 N/A 0 0| 0 50,600 0 0 1500 6.2885 -0.83 30.39 N/A 0 0| 0 19,530 0 0 1550 TotalN/A 0 0| 0 70,130 0 0 Total PutsN/A 0 0| 0 132,130 0 0 Grand TotalN/A 0 1,316| 389,680 738,204 +3,963 0 Banco Santander SA - Amer Phys FLEX OPT (SJQ) Indicative a-t-m Vol 0.00 Underlying Price 9.6890 Time to expiry: 16 Days 17 Sep 10 0.0183 -0.04 56.01 N/A 0 0| 0 0 0 0 793 TotalN/A 0 0| 0 0 0 0 Equity Options 22:01 Business Day Wed 1 Sep 2010 Previous Business Day Tue 31 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 | Indicative a-t-m Vol 0.00 Underlying Price 9.6890 Time to expiry: 107 Days 17 Dec 10 0.4395 -0.24 52.20 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 Grand TotalN/A 0 1,316| 393,115 858,204 +3,963 0 Banco Santander SA - Euro Cash FLEX OPT (SJJ) Indicative a-t-m Vol 0.00 Underlying Price 9.6890 Time to expiry: 842 Days 21 Dec 12 2.8207 -0.46 38.58 N/A 0 0| 0 2,500 0 0 1050 TotalN/A 0 0| 0 2,500 0 0 Total PutsN/A 0 0| 0 2,500 0 0 Grand TotalN/A 0 1,316| 396,550 864,118 +3,963 0 Banco Santander SA - Euro Phys FLEX OPT (SJX) Indicative a-t-m Vol 0.00 Underlying Price 9.6890 Time to expiry: 107 Days 17 Dec 10 1.8258 -0.76 35.36 N/A 0 0| 0 2,500 0 0 1119 TotalN/A 0 0| 0 2,500 0 0 Total PutsN/A 0 0| 0 2,500 0 0 Grand TotalN/A 0 1,316| 398,840 869,118 +3,963 0 Barclays Plc (BBJ) Grand TotalN/A 0 1,316| 401,130 869,159 +3,963 0 Barclays plc (BBX) Grand TotalN/A 0 1,316| 404,565 876,159 +3,963 0 Barclays Plc (BBQ) Indicative a-t-m Vol 0.00 Underlying Price 315.500 Time to expiry: 16 Days 17 Sep 10 5.380 -0.28 44.81 N/A 0 0| 0 0 0 0 300 TotalN/A 0 0| 0 0 0 0 Total PutsN/A 0 0| 0 0 0 0 Grand TotalN/A 0 1,316| 406,855 879,809 +3,963 0 Barclays plc (BBX) Indicative a-t-m Vol 0.00 Underlying Price 315.500 Time to expiry: 107 Days 17 Dec 10 28.090 -0.44 43.97 N/A 0 0| 0 1,000 0 0 312 49.490 -0.66 39.14 N/A 0 0| 0 3,000 0 0 351 55.420 -0.71 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 315.500 Time to expiry: 107 Days 17 Dec 10 96.680 -0.90 36.05 N/A 0 0| 0 2,000 0 0 409 TotalN/A 0 0| 0 2,000 0 0 Total PutsN/A 0 0| 0 2,000 0 0 Grand TotalN/A 0 1,316| 411,435 889,809 +3,963 0 Barclays Plc (BBQ) Indicative a-t-m Vol 0.00 Underlying Price 315.500 Time to expiry: 107 Days 17 Dec 10 173.100 -0.95 45.30 N/A 0 0| 0 250 0 0 487 Equity Options 22:01 Business Day Wed 1 Sep 2010 Previous Business Day Tue 31 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 | TotalN/A 0 0| 0 250 0 0 Indicative a-t-m Vol 0.00 Underlying Price 315.500 Time to expiry: 471 Days 16 Dec 11 41.750 -0.30 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 76.280 -0.53 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 315.500 Time to expiry: 471 Days 16 Dec 11 76.050 -0.52 37.28 N/A 0 0| 0 5,000 0 0 351 TotalN/A 0 0| 0 5,000 0 0 Total PutsN/A 0 0| 0 5,000 0 0 Grand TotalN/A 0 1,316| 417,160 895,559 +3,963 0 Barclays plc (BBX) Indicative a-t-m Vol 0.00 Underlying Price 315.500 Time to expiry: 471 Days 16 Dec 11 122.040 -0.72 33.36 N/A 0 0| 0 2,500 0 0 419 TotalN/A 0 0| 0 2,500 0 0 Total PutsN/A 0 0| 0 2,500 0 0 Grand TotalN/A 0 1,316| 419,450 903,059 +3,963 0 BASF SE (BJJ) Indicative a-t-m Vol 0.00 Underlying Price 43.0000 Time to expiry: 16 Days 17 Sep 10 5.0246 -0.97 28.38 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 43.0000 Time to expiry: 44 Days 15 Oct 10 0.6290 -0.23 30.33 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 43.0000 Time to expiry: 107 Days 17 Dec 10 0.0611 -0.01 49.00 N/A 0 0| 0 1,200 0 0 2500 1.5570 -0.30 31.88 N/A 0 0| 0 1,000 0 0 4000 3.7607 -0.58 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 43.0000 Time to expiry: 289 Days 17 Jun 11 2.9065 -0.38 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 43.0000 Time to expiry: 471 Days 16 Dec 11 4.7068 -0.42 27.48 N/A 0 0| 0 3,000 0 0 4000 6.7805 -0.57 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 43.0000 Time to expiry: 1206 Days 20 Dec 13 12.0301 -0.54 27.98 N/A 0 0| 0 1,000 0 0 4600 TotalN/A 0 0| 0 1,000 0 0 Equity Options 22:01 Business Day Wed 1 Sep 2010 Previous Business Day Tue 31 Aug 2010 Page 88 Puts | Block | Opening Settle Delta Vola- Daily Trade Bclear Total | Official **Open Change Exer- Exer Trans Price tility High Low Volume Volume*** Volume | Volume Int cises Price | Total PutsN/A 0 0| 0 10,868 0 0 Grand TotalN/A 0 1,316| 438,915 921,838 +3,963 0 Bayer AG (BQQ) Indicative a-t-m Vol 0.00 Underlying Price 49.7950 Time to expiry: 289 Days 17 Jun 11 2.1956 -0.24 30.33 N/A 0 0| 0 0 0 0 4206 2.1888 -0.24 30.33 N/A 0 0| 0 1,063 0 0 4206 TotalN/A 0 0| 0 1,063 0 0 Total PutsN/A 0 0| 0 1,063 0 0 Grand TotalN/A 0 1,316| 444,640 926,401 +3,963 0 BG Group Plc (BGQ) Indicative a-t-m Vol 0.00 Underlying Price 1078.000 Time to expiry: 471 Days 16 Dec 11 23.770 -0.10 34.89 N/A 0 0| 0 250 0 0 700 TotalN/A 0 0| 0 250 0 0 Total PutsN/A 0 0| 0 250 0 0 Grand TotalN/A 0 1,316| 446,930 927,111 +3,963 0 BHP Billiton Plc (BHJ) Grand TotalN/A 0 1,316| 448,075 927,116 +3,963 0 BHP Billiton plc (BHX) Indicative a-t-m Vol 0.00 Underlying Price 1903.000 Time to expiry: 653 Days 15 Jun 12 440.520 -0.42 41.14 N/A 0 0| 0 70 0 0 1900 TotalN/A 0 0| 0 70 0 0 Total PutsN/A 0 0| 0 70 0 0 Grand TotalN/A 0 1,316| 449,220 927,185 +3,963 0 BHP Billiton Plc (BHQ) Grand TotalN/A 0 1,316| 450,365 927,255 +3,963 0 BNP Paribas (BNJ) Indicative a-t-m Vol 0.00 Underlying Price 52.3000 Time to expiry: 16 Days 17 Sep 10 0.1500 -0.05 52.60 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 52.3000 Time to expiry: 107 Days 17 Dec 10 0.3333 -0.04 68.26 N/A 0 0| 0 500 0 0 2916 5.6600 -0.55 36.99 N/A 0 0| 0 1,000 0 0 5500 10.6900 -0.82 32.58 N/A 0 0| 0 2,750 0 0 6220 TotalN/A 0 0| 0 4,250 0 0 Total PutsN/A 0 0| 0 9,250 0 0 Grand TotalN/A 0 1,316| 458,380 938,216 +3,963 0 Bouygues (EHX) Indicative a-t-m Vol 0.00 Underlying Price 32.2650 Time to expiry: 107 Days 17 Dec 10 6.1416 -0.81 30.69 N/A 0 0| 0 10,000 0 0 3800 TotalN/A 0 0| 0 10,000 0 0 Total PutsN/A 0 0| 0 10,000 0 0 Grand TotalN/A 0 1,316| 460,670 958,216 +3,963 0 BP plc (BPX) Equity Options 22:01 Business Day Wed 1 Sep 2010 Previous Business Day Tue 31 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 | Grand TotalN/A 0 1,316| 464,105 964,466 +3,963 0 BP Plc (BPQ) Grand TotalN/A 0 1,316| 465,250 964,466 +3,963 0 BP plc (BPX) Grand TotalN/A 0 1,316| 467,540 966,666 +3,963 0 BP Plc (BPQ) Grand TotalN/A 0 1,316| 469,830 971,166 +3,963 0 BP plc (BPX) Grand TotalN/A 0 1,316| 472,120 972,666 +3,963 0 BP Plc (BPQ) Grand TotalN/A 0 1,316| 473,265 977,166 +3,963 0 BP plc (BPX) Grand TotalN/A 0 1,316| 474,410 977,666 +3,963 0 BP Plc (BPQ) Grand TotalN/A 0 1,316| 478,990 988,916 +3,963 0 BP plc (BPX) Grand TotalN/A 0 1,316| 481,280 990,416 +3,963 0 BP Plc (BPQ) Grand TotalN/A 0 1,316| 484,715 995,666 +3,963 0 BP plc (BPX) Grand TotalN/A 0 1,316| 485,860 996,066 +3,963 0 BP Plc (BPQ) Indicative a-t-m Vol 0.00 Underlying Price 388.750 Time to expiry: 107 Days 17 Dec 10 3.170 -0.06 52.68 N/A 0 0| 0 9,000 0 0 260 TotalN/A 0 0| 0 9,000 0 0 Total PutsN/A 0 0| 0 9,000 0 0 Grand TotalN/A 0 1,316| 487,005 998,066 +3,963 0 BP plc (BPX) Indicative a-t-m Vol 0.00 Underlying Price 388.750 Time to expiry: 107 Days 17 Dec 10 35.560 -0.52 35.33 N/A 0 0| 0 2,500 0 0 400 61.700 -0.72 33.87 N/A 0 0| 0 6,750 0 0 440 77.840 -0.79 33.77 N/A 0 0| 0 500 0 0 460 94.930 -0.86 33.25 N/A 0 0| 0 1,200 0 0 480 113.220 -0.90 33.47 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 388.750 Time to expiry: 107 Days 17 Dec 10 161.760 -0.97 34.42 N/A 0 0| 0 3,000 0 0 550 TotalN/A 0 0| 0 3,000 0 0 Total PutsN/A 0 0| 0 3,000 0 0 Grand TotalN/A 0 1,316| 493,875 1,019,016 +3,963 0 BP Plc (BPQ) Indicative a-t-m Vol 0.00 Underlying Price 388.750 Time to expiry: 107 Days 17 Dec 10 191.600 -0.98 37.50 N/A 0 0| 0 1,500 0 0 580 TotalN/A 0 0| 0 1,500 0 0 Equity Options 22:01 Business Day Wed 1 Sep 2010 Previous Business Day Tue 31 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 1,500 0 0 Indicative a-t-m Vol 0.00 Underlying Price 388.750 Time to expiry: 107 Days 17 Dec 10 210.850 -0.97 40.23 N/A 0 0| 0 500 0 0 600 TotalN/A 0 0| 0 500 0 0 Total PutsN/A 0 0| 0 500 0 0 Grand TotalN/A 0 1,316| 496,165 1,023,516 +3,963 0 BP plc (BPX) Indicative a-t-m Vol 0.00 Underlying Price 388.750 Time to expiry: 107 Days 17 Dec 10 260.620 -0.98 45.00 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 388.750 Time to expiry: 107 Days 17 Dec 10 261.490 -0.98 45.00 N/A 0 0| 0 3,000 0 0 650 TotalN/A 0 0| 0 3,000 0 0 Total PutsN/A 0 0| 0 3,000 0 0 Grand TotalN/A 0 1,316| 498,455 1,025,016 +3,963 0 BP Plc (BPQ) Indicative a-t-m Vol 0.00 Underlying Price 388.750 Time to expiry: 107 Days 17 Dec 10 310.010 -0.99 44.26 N/A 0 0| 0 500 0 0 700 TotalN/A 0 0| 0 500 0 0 Total PutsN/A 0 0| 0 500 0 0 Grand TotalN/A 0 1,316| 499,600 1,028,016 +3,963 0 BP plc (BPX) Indicative a-t-m Vol 0.00 Underlying Price 388.750 Time to expiry: 471 Days 16 Dec 11 180.320 -0.83 29.76 N/A 0 0| 0 250 0 0 550 189.240 -0.84 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 388.750 Time to expiry: 471 Days 16 Dec 11 226.020 -0.89 29.05 N/A 0 0| 0 1,000 0 0 600 TotalN/A 0 0| 0 1,000 0 0 Total PutsN/A 0 0| 0 1,000 0 0 Grand TotalN/A 0 1,316| 503,035 1,030,016 +3,963 0 BP Plc (BPQ) Indicative a-t-m Vol 0.00 Underlying Price 388.750 Time to expiry: 842 Days 21 Dec 12 11.970 -0.08 44.16 N/A 0 0| 0 1,100 0 0 180 230.870 -0.90 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 388.750 Time to expiry: 842 Days 21 Dec 12 246.570 -0.94 20.24 N/A 0 0| 0 400 0 0 620 Equity Options 22:01 Business Day Wed 1 Sep 2010 Previous Business Day Tue 31 Aug 2010 Page 91 Puts |