Equity Options 21:59 Business Day Thu 2 Sep 2010 Previous Business Day Wed 1 Sep 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 30.54 Underlying Price 266.100 Time to expiry: 15 Days Sep 10 46.500 0.98 47.65 0 0 0| 0 0 0 0 220 36.500 0.96 42.05 0 0 0| 0 0 0 0 230 27.000 0.92 36.86 0 0 0| 0 0 0 0 240 22.000 0.90 32.15 0 0 0| 0 0 0 0 245 17.750 0.84 31.05 0 0 0| 0 0 0 0 250 10.750 0.65 32.38 0 0 0| 0 0 0 0 260 5.000 0.42 29.74 0 0 0| 0 5 0 0 270 1.500 0.19 27.18 0 0 0| 0 5 0 0 280 0.500 0.07 27.45 0 0 0| 0 5 0 0 290 0.250 0.03 29.32 0 0 0| 0 10 0 0 300 CAB 0.01 31.19 0 0 0| 0 0 0 0 310 CAB 0.00 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 29.85 Underlying Price 266.100 Time to expiry: 106 Days Dec 10 49.500 0.88 33.09 0 0 0| 0 0 0 0 220 33.750 0.76 32.27 0 0 0| 0 0 0 0 240 20.500 0.59 30.28 0 0 0| 0 0 0 0 260 11.000 0.41 29.05 0 0 0| 0 12 0 0 280 5.250 0.24 27.93 0 0 0| 0 21 0 0 300 2.250 0.12 27.24 0 0 0| 0 41 0 0 320 0.500 0.03 28.19 0 0 0| 0 50 0 0 360 Total 0 0 0| 0 124 0 0 Indicative a-t-m Vol 30.89 Underlying Price 266.100 Time to expiry: 197 Days Mar 11 53.500 0.82 33.37 0 0 0| 0 4 0 0 220 39.500 0.71 32.80 0 0 0| 0 0 0 0 240 27.250 0.59 31.25 0 0 0| 0 0 0 0 260 17.750 0.45 30.21 0 0 0| 0 0 0 0 280 11.500 0.33 29.85 0 0 0| 0 5 0 0 300 6.750 0.22 28.95 0 0 0| 0 0 0 0 320 2.250 0.10 29.15 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 21:59 Business Day Thu 2 Sep 2010 Previous Business Day Wed 1 Sep 2010 Page 2 Puts | Block | Opening Settle Delta Vola- Daily Trade Bclear Total | Official **Open Change Exer- Exer Trans Price tility High Low Volume Volume*** Volume | Volume Int cises Price | 3i Group Plc - STND OPT (III) Indicative a-t-m Vol 29.50 Underlying Price 266.100 Time to expiry: 15 Days Sep 10 CAB 0.00 35.17 0 0 0| 0 20 0 0 220 0.250 -0.02 35.17 0 0 0| 0 8 0 0 230 0.250 -0.05 30.06 0 0 0| 0 120 0 0 240 0.750 -0.10 31.38 0 0 0| 0 0 0 0 245 1.500 -0.16 31.21 0 0 0| 0 10 0 0 250 4.250 -0.35 31.34 0 0 0| 0 99 0 0 260 8.500 -0.58 28.72 0 0 0| 0 75 0 0 270 15.500 -0.80 27.32 0 0 0| 0 7 0 0 280 24.250 -0.93 27.15 0 0 0| 0 4 0 0 290 34.000 -0.99 25.43 0 0 0| 0 20 0 0 300 44.000 -1.00 23.76 0 0 0| 0 0 0 0 310 54.000 -1.00 21.78 0 0 0| 0 0 0 0 320 74.000 -1.00 16.77 0 0 0| 0 0 0 0 340 94.000 -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 30.19 Underlying Price 266.100 Time to expiry: 106 Days Dec 10 3.250 -0.13 33.41 0 0 0| 0 0 0 0 220 7.000 7.250 -0.25 31.52 7.000 7.000 0 0 6| 0 122 0 0 240 14.750 -0.42 30.58 0 0 0| 0 66 0 0 260 25.500 -0.60 29.48 0 0 0| 0 50 0 0 280 39.750 -0.76 28.70 0 0 0| 0 5 0 0 300 56.500 -0.88 27.64 0 0 0| 0 0 0 0 320 95.000 -0.96 31.07 0 0 0| 0 0 0 0 360 Total 0 0 6| 0 243 0 0 Indicative a-t-m Vol 30.80 Underlying Price 266.100 Time to expiry: 197 Days Mar 11 8.000 -0.19 34.25 0 0 0| 0 0 0 0 220 13.500 13.250 -0.29 32.68 13.500 13.500 0 0 5| 0 75 0 0 240 21.250 -0.42 31.44 0 0 0| 0 5 0 0 260 31.250 -0.55 29.60 0 0 0| 0 0 0 0 280 45.250 -0.67 29.84 0 0 0| 0 0 0 0 300 59.750 -0.80 27.45 0 0 0| 0 0 0 0 320 96.500 -0.90 29.92 0 0 0| 0 0 0 0 360 Total 0 0 5| 0 80 0 0 Total Puts 0 0 11| 0 686 0 0 Grand Total 0 37,016 37,027| 0 975 0 0 Equity Options 21:59 Business Day Thu 2 Sep 2010 Previous Business Day Wed 1 Sep 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 33.55 Underlying Price 2465.000 Time to expiry: 15 Days Sep 10 867.500 0.99 95.34 0 0 0| 0 0 0 0 1600 666.500 0.99 66.05 0 0 0| 0 0 0 0 1800 566.500 0.99 55.32 0 0 0| 0 0 0 0 1900 467.500 0.98 49.61 0 0 0| 0 0 0 0 2000 370.000 0.96 45.81 0 0 0| 0 0 0 0 2100 274.500 0.91 41.40 0 0 0| 0 22 0 0 2200 184.000 0.83 36.88 0 0 0| 0 87 0 0 2300 108.000 0.66 34.73 0 0 0| 78 968 +19 0 2400 47.500 52.500 0.43 32.92 61.000 47.500 0 0 7| 6 405 +5 0 2500 25.500 18.500 0.21 30.72 27.000 25.500 0 0 5| 2 1,377 0 0 2600 7.500 0.10 32.39 0 0 0| 0 25 0 0 2700 2.000 0.03 32.79 0 0 0| 0 1,526 0 0 2800 0.500 0.01 38.26 0 0 0| 0 110 0 0 3000 CAB 0.00 43.12 0 0 0| 0 304 0 0 3200 CAB 0.00 45.55 0 0 0| 0 27 0 0 3600 Total 0 0 12| 86 4,851 +24 0 Indicative a-t-m Vol 33.81 Underlying Price 2465.000 Time to expiry: 43 Days Oct 10 570.500 0.97 40.89 0 0 0| 0 0 0 0 1900 476.500 0.94 40.99 0 0 0| 0 6 0 0 2000 384.500 0.90 39.08 0 0 0| 0 0 0 0 2100 299.500 0.83 37.96 0 0 0| 0 13 0 0 2200 221.000 0.73 36.27 0 0 0| 0 6 0 0 2300 154.000 0.61 34.91 0 0 0| 3 11 +3 0 2400 108.000 98.500 0.48 33.21 108.000 108.000 0 0 4| 1 15 +1 0 2500 54.500 58.500 0.34 32.04 64.000 54.000 0 0 5| 42 88 +34 0 2600 32.000 0.22 31.34 0 0 0| 3 11 0 0 2700 17.500 16.500 0.13 30.93 17.500 17.500 0 0 5| 0 19 0 0 2800 4.000 0.04 30.91 0 0 0| 0 0 0 0 3000 Total 0 0 14| 49 169 +38 0 Indicative a-t-m Vol 34.86 Underlying Price 2465.000 Time to expiry: 78 Days Nov 10 591.500 0.91 45.43 0 0 0| 0 5 0 0 1900 502.500 0.87 43.57 0 0 0| 0 0 0 0 2000 417.000 0.83 41.44 0 0 0| 0 0 0 0 2100 335.500 0.77 39.07 0 0 0| 0 0 0 0 2200 262.500 0.69 37.37 0 0 0| 0 2 0 0 2300 197.000 0.60 35.61 0 0 0| 0 0 0 0 2400 144.000 0.50 34.46 0 0 0| 0 4 0 0 2500 110.000 100.000 0.40 33.34 110.000 109.000 0 0 2| 1 1 +1 0 2600 43.000 0.22 31.96 0 0 0| 0 16 0 0 2800 Total 0 0 2| 1 28 +1 0 Indicative a-t-m Vol 35.42 Underlying Price 2465.000 Time to expiry: 106 Days Dec 10 1587.000 1.00 64.42 0 0 0| 0 0 0 0 880 Equity Options 21:59 Business Day Thu 2 Sep 2010 Previous Business Day Wed 1 Sep 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 | 1507.500 1.00 60.58 0 0 0| 0 0 0 0 960 1467.500 1.00 59.35 0 0 0| 0 0 0 0 1000 1269.000 0.99 55.96 0 0 0| 0 0 0 0 1200 1072.000 0.98 52.27 0 0 0| 0 0 0 0 1400 879.500 0.96 49.02 0 0 0| 0 51 0 0 1600 695.000 0.92 46.41 0 0 0| 0 16 0 0 1800 605.000 0.89 44.23 0 0 0| 0 507 0 0 1900 519.500 0.85 42.75 0 0 0| 0 1,290 0 0 2000 360.000 0.74 39.12 0 0 0| 0 23 0 0 2200 226.500 0.60 36.08 0 0 0| 0 767 0 0 2400 128.500 0.43 34.06 0 0 0| 10 957 +5 0 2600 64.000 0.27 32.31 0 0 0| 0 896 0 0 2800 27.500 0.14 30.96 0 0 0| 0 1,705 0 0 3000 12.500 0.07 31.10 0 0 0| 0 170 0 0 3200 3.500 0.02 33.01 0 0 0| 0 95 0 0 3600 Total 0 0 0| 10 6,477 +5 0 Indicative a-t-m Vol 36.24 Underlying Price 2465.000 Time to expiry: 197 Days Mar 11 724.000 0.88 43.52 0 0 0| 0 14 0 0 1800 566.500 0.81 42.00 0 0 0| 0 15 0 0 2000 418.000 0.71 38.95 0 0 0| 0 14 0 0 2200 294.500 0.60 36.80 0 0 0| 0 287 0 0 2400 196.500 0.47 35.09 0 0 0| 5 277 0 0 2600 126.000 121.000 0.35 33.26 126.000 S 126.000 S 0 0 1| 0 174 0 0 2800 73.500 70.500 0.24 31.99 73.500 73.500 0 0 5| 0 48 0 0 3000 41.000 0.15 31.57 0 0 0| 0 48 0 0 3200 11.500 0.05 30.37 0 0 0| 0 15 0 0 3600 Total 0 0 6| 5 892 0 0 Indicative a-t-m Vol 36.21 Underlying Price 2465.000 Time to expiry: 288 Days Jun 11 1090.000 0.95 45.81 0 0 0| 0 66 0 0 1400 911.000 0.92 43.64 0 0 0| 0 3 0 0 1600 745.500 0.86 42.16 0 0 0| 0 11 0 0 1800 595.500 0.78 40.53 0 0 0| 0 0 0 0 2000 457.000 0.70 38.23 0 0 0| 100 107 +100 0 2200 351.500 341.500 0.60 36.72 351.500 351.500 0 0 3| 0 1 0 0 2400 256.500 244.000 0.49 35.13 256.500 256.500 0 0 4| 0 7 0 0 2600 169.500 0.39 33.83 0 0 0| 14 19 +14 0 2800 112.500 0.29 32.64 0 0 0| 0 22 0 0 3000 74.000 0.21 31.96 0 0 0| 0 43 0 0 3200 Total 0 0 7| 114 279 +114 0 Indicative a-t-m Vol 37.20 Underlying Price 2465.000 Time to expiry: 470 Days Dec 11 1596.000 0.99 56.38 0 0 0| 0 0 0 0 880 1519.500 0.98 54.56 0 0 0| 0 0 0 0 960 1482.000 0.98 53.73 0 0 0| 0 0 0 0 1000 1296.500 0.95 50.12 0 0 0| 0 0 0 0 1200 1120.000 0.92 47.21 0 0 0| 0 0 0 0 1400 Equity Options 21:59 Business Day Thu 2 Sep 2010 Previous Business Day Wed 1 Sep 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 | 954.500 0.87 44.76 0 0 0| 0 0 0 0 1600 802.500 0.82 42.78 0 0 0| 0 0 0 0 1800 663.000 0.75 40.88 0 0 0| 0 0 0 0 2000 429.500 0.61 37.65 0 0 0| 0 250 0 0 2400 256.000 0.44 34.90 0 0 0| 0 500 0 0 2800 137.500 0.29 32.46 0 0 0| 0 0 0 0 3200 Total 0 0 0| 0 750 0 0 Indicative a-t-m Vol 42.69 Underlying Price 2465.000 Time to expiry: 652 Days Jun 12 801.000 0.74 49.17 0 0 0| 0 0 0 0 2000 556.500 0.63 43.21 0 0 0| 0 0 0 0 2400 381.000 0.51 40.00 0 0 0| 0 0 0 0 2800 257.500 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 42.50 Underlying Price 2465.000 Time to expiry: 841 Days Dec 12 839.000 0.74 47.42 0 0 0| 0 750 0 0 2000 617.500 0.64 43.00 0 0 0| 0 0 0 0 2400 526.500 0.59 41.45 0 0 0| 0 100 0 0 2600 454.500 0.54 40.68 0 0 0| 0 0 0 0 2800 328.500 0.43 38.92 0 0 0| 0 0 0 0 3200 Total 0 0 0| 0 850 0 0 Total Calls 0 0 41| 265 14,296 +182 0 | Equity Options 21:59 Business Day Thu 2 Sep 2010 Previous Business Day Wed 1 Sep 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 33.12 Underlying Price 2465.000 Time to expiry: 15 Days Sep 10 CAB 0.00 64.86 0 0 0| 0 41 0 0 1600 0.500 -0.01 62.32 0 0 0| 0 40 0 0 1800 1.500 -0.01 57.74 0 0 0| 0 74 0 0 1900 2.500 -0.02 51.63 0 0 0| 0 334 0 0 2000 3.500 -0.04 44.42 0 0 0| 0 0 0 0 2100 7.000 -0.07 39.07 0 0 0| 1 673 0 0 2200 17.500 -0.17 36.13 0 0 0| 1 20 -1 0 2300 43.000 41.000 -0.34 34.04 46.000 35.500 S 0 0 10| 0 1,120 0 0 2400 77.000 86.000 -0.57 32.62 77.000 S 77.000 S 0 0 1| 8 526 0 0 2500 137.500 154.500 -0.78 31.88 137.500 S 137.500 S 0 0 2| 4 327 -2 0 2600 241.500 -0.91 32.15 0 0 0| 1 19 0 0 2700 317.000 337.000 -0.97 32.87 317.000 S 317.000 S 0 0 1| 1 924 0 0 2800 535.000 -0.99 38.95 0 0 0| 1 38 +1 0 3000 735.000 -1.00 44.51 0 0 0| 0 55 0 0 3200 1135.000 -1.00 53.11 0 0 0| 0 0 0 0 3600 Total 0 0 14| 17 4,191 -2 0 Indicative a-t-m Vol 33.80 Underlying Price 2465.000 Time to expiry: 43 Days Oct 10 6.500 -0.04 44.87 0 0 0| 5 8 +5 0 1900 11.500 -0.07 42.61 0 0 0| 0 47 0 0 2000 21.500 -0.12 41.32 0 0 0| 0 3 0 0 2100 34.000 -0.18 38.64 0 0 0| 0 18 0 0 2200 54.500 -0.27 36.42 0 0 0| 0 45 0 0 2300 87.000 -0.39 34.90 0 0 0| 0 7 0 0 2400 131.500 -0.52 33.21 0 0 0| 0 3 0 0 2500 192.000 -0.66 32.20 0 0 0| 0 10 0 0 2600 267.500 -0.78 32.28 0 0 0| 0 4 0 0 2700 350.500 -0.87 31.34 0 0 0| 0 13 0 0 2800 537.500 -0.97 30.92 0 0 0| 0 12 0 0 3000 Total 0 0 0| 5 170 +5 0 Indicative a-t-m Vol 35.27 Underlying Price 2465.000 Time to expiry: 78 Days Nov 10 24.500 -0.09 46.08 0 0 0| 0 0 0 0 1900 34.000 -0.13 43.31 0 0 0| 0 3 0 0 2000 49.000 -0.17 41.52 0 0 0| 0 6 0 0 2100 69.000 -0.24 39.58 0 0 0| 0 5 0 0 2200 92.000 94.500 -0.31 37.55 92.000 92.000 0 0 4| 6 6 +6 0 2300 131.500 -0.40 36.29 0 0 0| 0 0 0 0 2400 176.500 -0.50 34.71 0 0 0| 0 0 0 0 2500 231.500 -0.60 33.44 0 0 0| 0 2 0 0 2600 376.500 -0.78 32.48 0 0 0| 0 0 0 0 2800 Total 0 0 4| 6 22 +6 0 Indicative a-t-m Vol 35.69 Underlying Price 2465.000 Time to expiry: 106 Days Dec 10 0.500 0.00 72.00 0 0 0| 0 55 0 0 880 1.000 0.00 69.72 0 0 0| 0 41 0 0 960 Equity Options 21:59 Business Day Thu 2 Sep 2010 Previous Business Day Wed 1 Sep 2010 Page 7 Puts | Block | Opening Settle Delta Vola- Daily Trade Bclear Total | Official **Open Change Exer- Exer Trans Price tility High Low Volume Volume*** Volume | Volume Int cises Price | 1.500 0.00 68.00 0 0 0| 0 48 0 0 1000 3.500 -0.01 62.92 0 0 0| 0 61 0 0 1200 6.500 -0.02 55.92 0 0 0| 0 58 0 0 1400 16.000 14.000 -0.04 51.62 16.000 15.500 0 0 10| 5 37 0 0 1600 27.500 -0.08 47.04 0 0 0| 0 72 0 0 1800 38.500 -0.12 45.32 0 0 0| 0 1,076 0 0 1900 51.500 52.000 -0.15 43.26 51.500 51.500 0 0 2| 11 1,253 +10 0 2000 92.000 -0.26 39.38 0 0 0| 0 469 +300 0 2200 158.500 -0.40 36.39 0 0 0| 8 906 -5 0 2400 259.500 -0.57 34.21 0 0 0| 0 552 0 0 2600 393.500 -0.74 32.21 0 0 0| 0 1,219 0 0 2800 563.500 -0.85 32.69 0 0 0| 0 1,206 0 0 3000 745.000 -0.93 31.91 0 0 0| 0 10 0 0 3200 1135.500 -0.99 32.61 0 0 0| 0 2 0 0 3600 Total 0 0 12| 24 7,065 +305 0 Indicative a-t-m Vol 35.99 Underlying Price 2465.000 Time to expiry: 197 Days Mar 11 65.000 -0.14 44.75 0 0 0| 0 30 0 0 1800 104.500 -0.21 41.88 0 0 0| 0 155 0 0 2000 158.000 158.000 -0.30 38.77 158.000 158.000 0 0 1| 0 37 0 0 2200 236.500 -0.42 36.53 0 0 0| 0 447 0 0 2400 341.000 -0.54 34.87 0 0 0| 0 13 0 0 2600 467.000 -0.67 33.00 0 0 0| 0 14 0 0 2800 623.000 -0.77 32.54 0 0 0| 0 62 0 0 3000 789.500 -0.85 31.31 0 0 0| 0 103 0 0 3200 1158.000 -0.96 28.69 0 0 0| 0 30 0 0 3600 Total 0 0 1| 0 891 0 0 Indicative a-t-m Vol 36.23 Underlying Price 2465.000 Time to expiry: 288 Days Jun 11 33.500 -0.06 47.55 0 0 0| 0 10 0 0 1400 57.000 -0.10 44.90 0 0 0| 0 17 0 0 1600 92.000 -0.16 42.72 0 0 0| 0 22 0 0 1800 140.500 -0.23 40.45 0 0 0| 0 6 0 0 2000 201.500 206.000 -0.31 38.48 201.500 201.500 0 0 4| 100 235 +100 0 2200 288.500 -0.41 36.67 0 0 0| 0 2 0 0 2400 393.500 -0.51 35.33 0 0 0| 0 8 0 0 2600 516.500 -0.62 33.72 0 0 0| 0 1 0 0 2800 663.000 -0.71 32.96 0 0 0| 0 3 0 0 3000 820.000 -0.79 31.77 0 0 0| 0 33 0 0 3200 Total 0 0 4| 100 337 +100 0 Indicative a-t-m Vol 36.51 Underlying Price 2465.000 Time to expiry: 470 Days Dec 11 25.000 -0.03 58.64 0 0 0| 0 0 0 0 880 29.000 -0.04 56.06 0 0 0| 0 0 0 0 960 31.500 -0.04 54.91 0 0 0| 0 0 0 0 1000 47.500 -0.06 50.27 0 0 0| 0 0 0 0 1200 72.000 -0.09 46.85 0 0 0| 0 0 0 0 1400 106.500 -0.14 44.18 0 0 0| 0 0 0 0 1600 153.000 -0.19 41.95 0 0 0| 0 0 0 0 1800 Equity Options 21:59 Business Day Thu 2 Sep 2010 Previous Business Day Wed 1 Sep 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 | 212.500 -0.25 40.08 0 0 0| 0 0 0 0 2000 377.000 -0.40 36.95 0 0 0| 0 500 0 0 2400 601.000 -0.56 34.28 0 0 0| 0 0 0 0 2800 882.500 -0.72 31.97 0 0 0| 0 0 0 0 3200 Total 0 0 0| 0 500 0 0 Indicative a-t-m Vol 41.62 Underlying Price 2465.000 Time to expiry: 652 Days Jun 12 334.500 -0.27 45.30 0 0 0| 0 0 0 0 2000 510.500 -0.38 41.93 0 0 0| 0 0 0 0 2400 745.500 -0.50 40.00 0 0 0| 0 0 0 0 2800 1016.500 -0.61 38.31 0 0 0| 0 0 0 0 3200 Total 0 0 0| 0 0 0 0 Indicative a-t-m Vol 42.25 Underlying Price 2465.000 Time to expiry: 841 Days Dec 12 383.000 -0.27 44.34 0 0 0| 0 0 0 0 2000 583.500 -0.37 42.64 0 0 0| 0 0 0 0 2400 693.000 -0.42 41.45 0 0 0| 0 100 0 0 2600 816.500 -0.47 40.68 0 0 0| 0 0 0 0 2800 1081.000 -0.57 38.92 0 0 0| 0 0 0 0 3200 Total 0 0 0| 0 100 0 0 Total Puts 0 0 35| 152 13,276 +414 0 Grand Total 0 118,980 119,056| 417 27,572 +596 0 Equity Options 21:59 Business Day Thu 2 Sep 2010 Previous Business Day Wed 1 Sep 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 31.93 Underlying Price 1082.000 Time to expiry: 15 Days Sep 10 402.750 0.99 97.65 0 0 0| 0 0 0 0 680 369.750 0.99 88.60 0 0 0| 0 0 0 0 713 330.750 0.99 78.70 0 0 0| 0 0 0 0 752 290.750 0.99 68.75 0 0 0| 0 0 0 0 792 252.000 0.98 62.98 0 0 0| 0 0 0 0 831 212.500 0.98 55.96 0 0 0| 0 5 0 0 871 173.000 0.96 49.82 0 0 0| 0 200 0 0 911 135.250 0.93 44.14 0 0 0| 0 150 0 0 950 98.500 0.87 40.67 0 0 0| 0 30 0 0 990 24.500 0.47 31.26 0 0 0| 25 69 +1 0 1089 3.000 0.09 32.74 0 0 0| 0 3 0 0 1188 CAB 0.00 43.07 0 0 0| 0 4 0 0 1386 Total 0 0 0| 25 461 +1 0 Indicative a-t-m Vol 36.49 Underlying Price 1082.000 Time to expiry: 106 Days Dec 10 443.750 0.98 50.71 0 0 0| 0 0 0 0 640 366.500 0.96 47.03 0 0 0| 0 0 0 0 720 328.250 0.94 44.72 0 0 0| 0 0 0 0 760 292.250 0.92 43.93 0 0 0| 0 0 0 0 800 256.500 0.89 42.42 0 0 0| 0 0 0 0 840 229.750 0.86 41.31 0 0 0| 0 0 0 0 871 197.000 0.82 40.27 0 0 0| 0 0 0 0 911 183.000 167.750 0.76 39.61 183.000 183.000 0 0 4| 0 164 0 0 950 139.750 0.70 38.69 0 0 0| 0 50 0 0 990 89.500 81.500 0.53 36.32 89.500 88.000 0 0 10| 15 98 +15 0 1089 46.250 0.35 36.47 0 0 0| 10 26 +10 0 1188 12.000 0.12 36.43 0 0 0| 0 3 0 0 1386 11.250 0.12 36.67 0 0 0| 0 0 0 0 1400 Total 0 0 14| 25 341 +25 0 Indicative a-t-m Vol 36.69 Underlying Price 1082.000 Time to expiry: 197 Days Mar 11 449.250 0.96 45.66 0 0 0| 0 0 0 0 640 376.000 0.93 43.35 0 0 0| 0 0 0 0 720 341.000 0.90 42.56 0 0 0| 0 0 0 0 760 306.500 0.88 41.41 0 0 0| 0 0 0 0 800 274.250 0.84 40.77 0 0 0| 0 0 0 0 840 244.000 0.80 40.17 0 0 0| 0 0 0 0 880 214.500 0.76 39.32 0 0 0| 0 2 0 0 920 187.250 0.72 38.72 0 0 0| 0 12 0 0 960 163.000 0.67 38.21 0 0 0| 0 9 0 0 1000 108.250 0.53 36.35 0 0 0| 0 22 0 0 1100 75.000 69.000 0.40 35.45 75.000 75.000 0 0 15| 0 5 0 0 1200 25.000 0.19 34.26 0 0 0| 0 0 0 0 1400 Total 0 0 15| 0 50 0 0 Total Calls 0 0 29| 50 852 +26 0 | Equity Options 21:59 Business Day Thu 2 Sep 2010 Previous Business Day Wed 1 Sep 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 32.09 Underlying Price 1082.000 Time to expiry: 15 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 1.750 -0.05 37.39 0 0 0| 15 19 -6 0 950 4.500 4.500 -0.11 35.47 4.500 4.500 0 0 5| 0 25 0 0 990 33.500 -0.54 31.83 0 0 0| 0 12 0 0 1089 113.250 -0.87 38.75 0 0 0| 0 0 0 0 1188 307.500 -0.97 61.82 0 0 0| 0 0 0 0 1386 Total 0 0 5| 15 706 -6 0 Indicative a-t-m Vol 36.61 Underlying Price 1082.000 Time to expiry: 106 Days Dec 10 2.000 -0.02 48.95 0 0 0| 0 0 0 0 640 4.750 -0.04 46.57 0 0 0| 0 4 0 0 720 7.000 -0.06 44.89 0 0 0| 0 5 0 0 760 10.750 -0.08 43.87 0 0 0| 0 3 0 0 800 14.750 -0.11 42.34 0 0 0| 0 0 0 0 840 19.000 -0.14 41.28 0 0 0| 0 35 0 0 871 26.500 -0.18 40.37 0 0 0| 0 10 0 0 911 32.000 35.750 -0.24 39.46 32.000 32.000 0 0 4| 15 30 +15 0 950 48.000 -0.30 38.71 0 0 0| 2 117 +2 0 990 89.000 -0.47 36.45 0 0 0| 0 23 0 0 1089 151.000 -0.65 35.93 0 0 0| 0 0 0 0 1188 316.500 -0.88 36.71 0 0 0| 0 0 0 0 1386 329.750 -0.89 36.94 0 0 0| 0 0 0 0 1400 Total 0 0 4| 17 227 +17 0 Indicative a-t-m Vol 36.53 Underlying Price 1082.000 Time to expiry: 197 Days Mar 11 6.500 -0.04 45.09 0 0 0| 0 0 0 0 640 13.000 -0.07 43.08 0 0 0| 0 2 0 0 720 18.000 -0.10 42.43 0 0 0| 0 12 0 0 760 23.250 -0.12 41.25 0 0 0| 0 0 0 0 800 31.000 -0.16 40.59 0 0 0| 0 0 0 0 840 40.250 -0.20 39.95 0 0 0| 0 0 0 0 880 50.500 -0.24 39.09 0 0 0| 0 9 0 0 920 64.750 -0.29 39.05 0 0 0| 0 16 0 0 960 78.250 -0.33 37.80 0 0 0| 0 13 0 0 1000 124.000 -0.47 36.25 0 0 0| 0 0 0 0 1100 186.500 -0.60 36.00 0 0 0| 0 0 0 0 1200 341.750 -0.82 34.63 0 0 0| 0 0 0 0 1400 Total 0 0 0| 0 52 0 0 Total Puts 0 0 9| 32 985 +11 0 Grand Total 0 48,914 48,952| 82 1,837 +37 0 Equity Options 21:59 Business Day Thu 2 Sep 2010 Previous Business Day Wed 1 Sep 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 50.47 Underlying Price 360.000 Time to expiry: 15 Days Sep 10 220.000 1.00 69.94 0 0 0| 0 0 0 0 140 200.000 1.00 69.38 0 0 0| 0 0 0 0 160 190.000 1.00 68.47 0 0 0| 0 0 0 0 170 180.000 1.00 67.55 0 0 0| 0 0 0 0 180 170.000 1.00 65.17 0 0 0| 0 0 0 0 190 160.000 1.00 63.61 0 0 0| 0 0 0 0 200 150.000 1.00 61.70 0 0 0| 0 0 0 0 210 140.000 1.00 59.62 0 0 0| 0 0 0 0 220 130.000 1.00 58.50 0 0 0| 0 0 0 0 230 120.000 1.00 57.03 0 0 0| 0 0 0 0 240 100.000 1.00 55.32 0 0 0| 0 0 0 0 260 80.250 0.99 54.17 0 0 0| 0 0 0 0 280 58.500 60.750 0.96 52.89 58.500 58.500 0 0 1| 0 0 0 0 300 51.500 0.92 52.15 0 0 0| 0 0 0 0 310 42.750 0.87 51.59 0 0 0| 0 195 0 0 320 34.250 0.81 50.84 0 0 0| 0 10 0 0 330 27.000 0.73 50.28 0 0 0| 0 190 0 0 340 20.250 0.63 49.72 0 0 0| 0 20 0 0 350 15.250 15.250 0.52 50.47 15.250 15.250 0 0 10| 0 269 0 0 360 11.000 11.250 0.42 51.65 11.000 11.000 0 0 10| 18 18 +18 0 370 8.000 0.33 51.95 0 0 0| 133 113 +23 0 380 5.500 0.25 51.63 0 0 0| 0 0 0 0 390 3.750 0.18 52.74 0 0 0| 100 189 +100 0 400 1.750 0.10 54.38 0 0 0| 0 0 0 0 420 Total 0 0 21| 251 1,004 +141 0 Indicative a-t-m Vol 41.76 Underlying Price 360.000 Time to expiry: 106 Days Dec 10 160.750 0.99 47.54 0 0 0| 0 30 0 0 200 141.000 0.98 45.77 0 0 0| 0 0 0 0 220 131.750 0.97 48.66 0 0 0| 0 0 0 0 230 122.250 0.96 47.84 0 0 0| 0 9 0 0 240 103.750 0.93 45.82 0 0 0| 0 12 0 0 260 86.250 0.88 44.37 0 0 0| 0 118 0 0 280 70.250 0.82 43.61 0 0 0| 0 1 0 0 300 55.750 0.74 42.75 0 0 0| 4 28 0 0 320 43.250 0.65 42.31 0 0 0| 10 11 -10 0 340 32.750 0.55 41.76 0 0 0| 10 46 -10 0 360 24.500 0.45 41.63 0 0 0| 0 28 0 0 380 17.750 0.36 41.21 0 0 0| 45 194 +43 0 400 9.000 9.000 0.22 40.93 9.000 9.000 0 0 8| 0 0 0 0 440 Total 0 0 8| 69 477 +23 0 Indicative a-t-m Vol 40.72 Underlying Price 360.000 Time to expiry: 197 Days Mar 11 126.000 0.92 45.11 0 0 0| 0 10 0 0 240 109.250 0.88 44.53 0 0 0| 0 0 0 0 260 Equity Options 21:59 Business Day Thu 2 Sep 2010 Previous Business Day Wed 1 Sep 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 | 93.500 0.83 43.73 0 0 0| 0 4 0 0 280 78.750 0.77 42.81 0 0 0| 0 21 0 0 300 65.250 0.71 41.78 0 0 0| 0 9 0 0 320 53.750 0.64 41.24 0 0 0| 10 20 0 0 340 47.250 43.500 0.57 40.72 47.250 45.750 0 0 20| 10 30 -10 0 360 35.000 0.49 40.49 0 0 0| 0 32 0 0 380 27.750 0.42 39.86 0 0 0| 0 31 0 0 400 17.750 0.30 40.10 0 0 0| 0 0 0 0 440 Total 0 0 20| 20 157 -10 0 Total Calls 0 0 49| 340 1,638 +154 0 | Equity Options 21:59 Business Day Thu 2 Sep 2010 Previous Business Day Wed 1 Sep 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 52.48 Underlying Price 360.000 Time to expiry: 15 Days Sep 10 CAB 0.00 77.66 0 0 0| 0 29 0 0 140 CAB 0.00 76.45 0 0 0| 0 20 0 0 160 CAB 0.00 74.65 0 0 0| 0 104 0 0 170 CAB 0.00 71.64 0 0 0| 0 10 0 0 180 CAB 0.00 69.39 0 0 0| 0 0 0 0 190 CAB 0.00 66.98 0 0 0| 0 59 0 0 200 CAB 0.00 63.83 0 0 0| 0 0 0 0 210 CAB 0.00 61.25 0 0 0| 0 115 0 0 220 CAB 0.00 57.91 0 0 0| 0 16 0 0 230 CAB 0.00 56.47 0 0 0| 0 6 0 0 240 CAB 0.00 52.94 0 0 0| 0 13 0 0 260 CAB -0.01 50.85 0 0 0| 0 77 0 0 280 0.500 -0.04 50.41 0 0 0| 0 41 0 0 300 1.250 -0.07 49.78 0 0 0| 0 0 0 0 310 2.500 -0.12 50.55 0 0 0| 0 394 0 0 320 3.500 4.000 -0.19 49.85 3.500 3.500 0 0 10| 0 64 0 0 330 5.750 6.250 -0.27 48.16 5.750 5.750 0 0 10| 0 230 0 0 340 10.250 -0.37 49.59 0 0 0| 12 32 +12 0 350 15.250 15.750 -0.48 52.48 15.250 15.250 0 0 30| 30 200 0 0 360 21.000 21.500 -0.58 52.48 21.000 21.000 0 0 20| 10 10 +10 0 370 28.250 -0.67 52.90 0 0 0| 36 36 +26 0 380 36.000 -0.74 53.92 0 0 0| 0 0 0 0 390 43.750 -0.82 52.48 0 0 0| 0 12 0 0 400 62.250 -0.89 58.25 0 0 0| 0 0 0 0 420 Total 0 0 70| 88 1,468 +48 0 Indicative a-t-m Vol 41.95 Underlying Price 360.000 Time to expiry: 106 Days Dec 10 0.500 -0.01 50.66 0 0 0| 0 329 0 0 200 0.750 -0.02 48.07 0 0 0| 0 52 0 0 220 1.250 -0.03 47.09 0 0 0| 0 44 0 0 230 1.500 -0.04 46.29 0 0 0| 0 0 0 0 240 3.250 -0.07 45.22 0 0 0| 0 49 0 0 260 5.000 5.500 -0.12 43.55 5.000 5.000 0 0 10| 0 24 0 0 280 8.500 9.250 -0.18 42.97 8.500 8.500 0 0 3| 2 24 -2 0 300 13.500 15.000 -0.26 42.62 13.500 13.500 0 0 3| 0 56 0 0 320 23.750 23.750 -0.36 44.01 23.750 23.750 0 0 6| 2 3 +2 0 340 32.000 -0.45 41.95 0 0 0| 0 0 0 0 360 44.000 -0.55 42.05 0 0 0| 0 0 0 0 380 57.000 -0.64 41.39 0 0 0| 1 1 +1 0 400 88.250 -0.78 41.22 0 0 0| 0 0 0 0 440 Total 0 0 22| 5 582 +1 0 Indicative a-t-m Vol 40.84 Underlying Price 360.000 Time to expiry: 197 Days Mar 11 5.000 -0.08 44.99 0 0 0| 0 10 0 0 240 8.250 -0.12 44.66 0 0 0| 0 1 0 0 260 12.250 -0.17 43.58 0 0 0| 0 2 0 0 280 Equity Options 21:59 Business Day Thu 2 Sep 2010 Previous Business Day Wed 1 Sep 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 | 17.500 -0.23 42.78 0 0 0| 0 12 0 0 300 24.500 -0.29 42.28 0 0 0| 0 14 0 0 320 32.500 -0.36 41.46 0 0 0| 0 10 0 0 340 42.250 -0.44 40.84 0 0 0| 1 30 -1 0 360 53.750 -0.51 40.56 0 0 0| 0 10 0 0 380 66.750 -0.58 40.45 0 0 0| 0 31 0 0 400 96.500 -0.70 40.32 0 0 0| 0 0 0 0 440 Total 0 0 0| 1 120 -1 0 Total Puts 0 0 92| 94 2,170 +48 0 Grand Total 0 62,134 62,275| 434 3,808 +202 0 Equity Options 21:59 Business Day Thu 2 Sep 2010 Previous Business Day Wed 1 Sep 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 21.78 Underlying Price 1072.000 Time to expiry: 15 Days Sep 10 352.250 1.00 40.00 0 0 0| 0 0 0 0 720 312.250 1.00 36.00 0 0 0| 0 0 0 0 760 272.250 1.00 34.18 0 0 0| 0 0 0 0 800 232.250 1.00 31.89 0 0 0| 0 0 0 0 840 192.250 1.00 33.97 0 0 0| 0 0 0 0 880 152.500 0.99 30.84 0 0 0| 0 3 0 0 920 132.750 0.98 30.88 0 0 0| 0 0 0 0 940 113.000 0.97 28.81 0 0 0| 0 13 0 0 960 94.250 0.93 29.06 0 0 0| 0 0 0 0 980 75.250 0.90 26.94 0 0 0| 0 7 0 0 1000 32.750 0.68 22.09 0 0 0| 0 35 0 0 1050 8.500 0.29 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 19.64 Underlying Price 1072.000 Time to expiry: 106 Days Dec 10 275.000 0.98 30.25 0 0 0| 0 0 0 0 800 197.750 0.94 26.15 0 0 0| 0 0 0 0 880 160.750 0.90 25.00 0 0 0| 0 2 0 0 920 125.250 0.84 23.38 0 0 0| 0 5 0 0 960 91.750 0.76 21.42 0 0 0| 0 10 0 0 1000 30.500 0.42 18.95 0 0 0| 67 81 +67 0 1100 7.250 0.14 19.00 0 0 0| 0 0 0 0 1200 0.250 0.01 21.26 0 0 0| 0 0 0 0 1400 Total 0 0 0| 67 98 +67 0 Indicative a-t-m Vol 20.37 Underlying Price 1072.000 Time to expiry: 197 Days Mar 11 201.500 0.90 25.26 0 0 0| 0 0 0 0 880 166.250 0.85 24.07 0 0 0| 0 0 0 0 920 133.500 0.79 23.07 0 0 0| 0 0 0 0 960 102.750 0.70 21.71 0 0 0| 0 5 0 0 1000 45.750 0.44 19.85 0 0 0| 0 25 0 0 1100 15.000 0.20 18.35 0 0 0| 0 10 0 0 1200 0.750 0.02 17.42 0 0 0| 0 0 0 0 1400 Total 0 0 0| 0 40 0 0 Total Calls 0 0 0| 67 211 +67 0 | Equity Options 21:59 Business Day Thu 2 Sep 2010 Previous Business Day Wed 1 Sep 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 22.00 Underlying Price 1072.000 Time to expiry: 15 Days Sep 10 CAB 0.00 40.40 0 0 0| 0 0 0 0 720 CAB 0.00 37.47 0 0 0| 0 0 0 0 760 CAB 0.00 36.38 0 0 0| 0 3 0 0 800 CAB 0.00 33.66 0 0 0| 0 1 0 0 840 CAB 0.00 32.76 0 0 0| 0 4 0 0 880 0.250 -0.01 30.44 0 0 0| 0 10 0 0 920 0.500 -0.02 30.25 0 0 0| 0 0 0 0 940 0.750 -0.03 29.38 0 0 0| 0 0 0 0 960 1.750 -0.06 28.56 0 0 0| 0 2 0 0 980 2.750 -0.10 26.10 0 0 0| 0 26 0 0 1000 10.750 -0.32 22.45 0 0 0| 0 0 0 0 1050 36.250 -0.71 21.43 0 0 0| 0 0 0 0 1100 79.000 -0.94 21.63 0 0 0| 0 0 0 0 1150 128.250 -0.98 25.43 0 0 0| 0 0 0 0 1200 228.000 -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 19.83 Underlying Price 1072.000 Time to expiry: 106 Days Dec 10 2.500 -0.03 29.66 0 0 0| 0 2 0 0 800 6.500 -0.09 26.39 0 0 0| 0 13 0 0 880 10.250 -0.13 24.83 0 0 0| 0 34 0 0 920 15.000 -0.20 22.74 0 0 0| 0 3 0 0 960 25.500 -0.30 22.18 0 0 0| 0 0 0 0 1000 67.750 -0.63 18.91 0 0 0| 0 15 0 0 1100 147.000 -0.89 18.21 0 0 0| 0 0 0 0 1200 341.500 -0.99 20.86 0 0 0| 0 0 0 0 1400 Total 0 0 0| 0 67 0 0 Indicative a-t-m Vol 19.99 Underlying Price 1072.000 Time to expiry: 197 Days Mar 11 14.250 -0.13 25.01 0 0 0| 0 0 0 0 880 20.500 -0.19 23.86 0 0 0| 0 0 0 0 920 28.750 -0.25 22.74 0 0 0| 0 0 0 0 960 39.750 -0.33 21.67 0 0 0| 0 3 0 0 1000 83.500 -0.58 19.34 0 0 0| 0 0 0 0 1100 154.250 -0.81 18.01 0 0 0| 0 0 0 0 1200 341.500 -0.99 16.89 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 39,660 39,660| 67 327 +67 0 Equity Options 21:59 Business Day Thu 2 Sep 2010 Previous Business Day Wed 1 Sep 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 17.83 Underlying Price 3280.000 Time to expiry: 15 Days Sep 10 1280.500 1.00 38.95 0 0 0| 0 0 0 0 2000 880.500 1.00 37.13 0 0 0| 0 0 0 0 2400 681.000 1.00 36.31 0 0 0| 0 0 0 0 2600 481.000 1.00 29.46 0 0 0| 0 0 0 0 2800 381.500 0.99 26.82 0 0 0| 0 0 0 0 2900 283.000 0.97 23.78 0 0 0| 0 6 0 0 3000 189.000 0.89 22.38 0 0 0| 0 51 0 0 3100 103.500 0.73 19.85 0 0 0| 0 1,341 0 0 3200 38.500 0.44 17.32 0 0 0| 0 196 0 0 3300 9.000 0.15 16.46 0 0 0| 0 261 0 0 3400 0.500 0.01 18.50 0 0 0| 0 404 0 0 3600 CAB 0.00 19.95 0 0 0| 0 0 0 0 3800 Total 0 0 0| 0 2,259 0 0 Indicative a-t-m Vol 18.92 Underlying Price 3280.000 Time to expiry: 43 Days Oct 10 682.500 1.00 26.66 0 0 0| 0 0 0 0 2600 486.500 0.97 25.72 0 0 0| 0 0 0 0 2800 299.500 0.88 23.33 0 0 0| 0 1 0 0 3000 209.500 0.80 20.57 0 0 0| 0 3 0 0 3100 138.000 0.66 20.25 0 0 0| 0 14 0 0 3200 80.000 76.500 0.48 18.58 80.000 80.000 0 0 1| 9 65 +2 0 3300 37.500 0.30 18.01 0 0 0| 5 52 0 0 3400 6.000 0.07 17.57 0 0 0| 0 19 0 0 3600 1.500 0.02 19.53 0 0 0| 0 12 0 0 3800 Total 0 0 1| 14 166 +2 0 Indicative a-t-m Vol 20.30 Underlying Price 3280.000 Time to expiry: 78 Days Nov 10 500.000 0.92 25.85 0 0 0| 0 0 0 0 2800 323.000 0.81 23.39 0 0 0| 0 0 0 0 3000 243.500 0.73 22.11 0 0 0| 0 0 0 0 3100 174.500 0.62 21.20 0 0 0| 0 0 0 0 3200 115.500 0.50 20.07 0 0 0| 0 1 0 0 3300 71.500 0.37 19.48 0 0 0| 0 12 0 0 3400 22.000 22.500 0.16 18.67 22.000 22.000 0 0 2| 4 9 +4 0 3600 5.500 0.05 18.53 0 0 0| 0 0 0 0 3800 Total 0 0 2| 4 22 +4 0 Indicative a-t-m Vol 20.76 Underlying Price 3280.000 Time to expiry: 106 Days Dec 10 1683.500 1.00 41.39 0 0 0| 0 0 0 0 1600 1484.000 1.00 39.03 0 0 0| 0 0 0 0 1800 1285.000 1.00 35.95 0 0 0| 0 2 0 0 2000 889.500 0.98 29.73 0 0 0| 0 0 0 0 2400 696.000 0.95 27.39 0 0 0| 0 10 0 0 2600 509.500 0.90 25.00 0 0 0| 0 237 0 0 2800 338.500 341.000 0.78 23.36 338.500 338.500 0 0 5| 0 2,559 0 0 3000 Equity Options 21:59 Business Day Thu 2 Sep 2010 Previous Business Day Wed 1 Sep 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 | 261.000 0.71 21.70 0 0 0| 0 976 0 0 3100 198.000 197.000 0.61 21.42 198.000 198.000 0 0 10| 0 970 0 0 3200 96.500 93.000 0.40 19.76 96.500 96.500 0 0 27| 4 997 0 0 3400 35.500 36.500 0.20 19.00 36.000 35.000 0 0 54| 0 71 0 0 3600 4.000 0.03 18.91 0 0 0| 0 251 0 0 4000 Total 0 0 96| 4 6,073 0 0 Indicative a-t-m Vol 21.07 Underlying Price 3280.000 Time to expiry: 197 Days Mar 11 897.000 0.96 29.10 0 0 0| 0 0 0 0 2400 707.000 0.93 26.68 0 0 0| 0 0 0 0 2600 529.000 0.86 25.09 0 0 0| 0 272 0 0 2800 362.500 0.76 22.74 0 0 0| 0 77 0 0 3000 226.500 0.61 21.36 0 0 0| 0 656 0 0 3200 129.000 0.43 20.63 0 0 0| 0 41 0 0 3400 64.500 0.26 19.89 0 0 0| 0 73 0 0 3600 12.500 0.07 19.28 0 0 0| 0 6 0 0 4000 Total 0 0 0| 0 1,125 0 0 Indicative a-t-m Vol 21.64 Underlying Price 3280.000 Time to expiry: 288 Days Jun 11 901.500 0.95 28.45 0 0 0| 0 0 0 0 2400 544.500 0.83 25.01 0 0 0| 0 159 0 0 2800 390.500 0.72 23.63 0 0 0| 0 156 0 0 3000 259.500 0.59 22.08 0 0 0| 0 415 0 0 3200 157.000 159.500 0.44 20.97 157.000 157.000 0 0 2| 0 11 0 0 3400 93.500 0.30 20.28 0 0 0| 0 36 0 0 3600 28.000 0.11 19.58 0 0 0| 0 19 0 0 4000 Total 0 0 2| 0 796 0 0 Indicative a-t-m Vol 22.39 Underlying Price 3280.000 Time to expiry: 470 Days Dec 11 1490.500 0.99 37.15 0 0 0| 0 0 0 0 1800 1296.500 0.97 34.90 0 0 0| 0 0 0 0 2000 921.500 0.91 30.27 0 0 0| 0 0 0 0 2400 573.000 0.79 25.20 0 0 0| 0 0 0 0 2800 309.500 0.57 22.63 0 0 0| 0 274 0 0 3200 149.500 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 22.84 Underlying Price 3280.000 Time to expiry: 652 Days Jun 12 922.500 0.91 29.50 0 0 0| 0 0 0 0 2400 586.000 0.77 25.23 0 0 0| 0 0 0 0 2800 338.000 0.56 23.13 0 0 0| 0 0 0 0 3200 178.000 0.36 21.65 0 0 0| 0 0 0 0 3600 Total 0 0 0| 0 0 0 0 Indicative a-t-m Vol 22.66 Underlying Price 3280.000 Time to expiry: 841 Days Dec 12 936.500 0.89 29.98 0 0 0| 0 0 0 0 2400 606.500 0.75 25.41 0 0 0| 0 0 0 0 2800 366.500 0.56 23.20 0 0 0| 0 0 0 0 3200 Equity Options 21:59 Business Day Thu 2 Sep 2010 Previous Business Day Wed 1 Sep 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 | 188.000 0.37 20.50 0 0 0| 0 4 0 0 3600 Total 0 0 0| 0 4 0 0 Total Calls 0 0 101| 22 10,730 +6 0 | Equity Options 21:59 Business Day Thu 2 Sep 2010 Previous Business Day Wed 1 Sep 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 18.50 Underlying Price 3280.000 Time to expiry: 15 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 CAB 0.00 40.61 0 0 0| 0 1,436 0 0 2600 1.000 -0.01 33.02 0 0 0| 0 2,967 0 0 2800 1.500 -0.02 29.74 0 0 0| 0 702 0 0 2900 3.000 -0.04 25.02 0 0 0| 0 2,418 0 0 3000 8.000 -0.11 22.16 0 0 0| 3 87 0 0 3100 21.000 -0.26 19.01 0 0 0| 7 1,869 +7 0 3200 56.000 60.500 -0.55 18.37 56.000 56.000 0 0 4| 0 76 0 0 3300 130.000 -0.83 17.66 0 0 0| 0 20 0 0 3400 320.000 -1.00 18.29 0 0 0| 0 5 0 0 3600 520.000 -1.00 18.89 0 0 0| 0 0 0 0 3800 Total 0 0 4| 10 10,793 +7 0 Indicative a-t-m Vol 19.16 Underlying Price 3280.000 Time to expiry: 43 Days Oct 10 1.000 -0.01 29.60 0 0 0| 0 0 0 0 2600 4.500 -0.04 26.18 0 0 0| 2 6 -2 0 2800 16.000 -0.12 22.86 0 0 0| 2 28 +2 0 3000 32.000 29.000 -0.21 21.11 32.000 27.500 0 0 4| 0 314 0 0 3100 58.500 54.500 -0.34 20.01 58.500 58.500 0 0 3| 0 5 0 0 3200 95.500 -0.52 18.94 0 0 0| 0 7 0 0 3300 156.000 -0.70 18.34 0 0 0| 0 0 0 0 3400 325.000 -0.93 18.14 0 0 0| 0 0 0 0 3600 520.000 -1.00 17.26 0 0 0| 0 0 0 0 3800 Total 0 0 7| 4 360 0 0 Indicative a-t-m Vol 20.22 Underlying Price 3280.000 Time to expiry: 78 Days Nov 10 16.500 -0.09 26.28 0 0 0| 0 6 0 0 2800 38.000 -0.19 23.24 0 0 0| 0 7 0 0 3000 59.000 -0.27 22.11 0 0 0| 0 2 0 0 3100 89.000 -0.38 21.08 0 0 0| 0 0 0 0 3200 130.000 -0.50 20.00 0 0 0| 0 0 0 0 3300 186.500 -0.63 19.40 0 0 0| 0 0 0 0 3400 338.000 -0.85 18.53 0 0 0| 0 0 0 0 3600 523.000 -0.96 18.96 0 0 0| 0 0 0 0 3800 Total 0 0 0| 0 15 0 0 Indicative a-t-m Vol 20.49 Underlying Price 3280.000 Time to expiry: 106 Days Dec 10 0.500 0.00 46.15 0 0 0| 0 85 0 0 1600 1.000 0.00 44.95 0 0 0| 0 111 0 0 1800 2.500 -0.01 40.76 0 0 0| 0 373 0 0 2000 5.000 -0.02 30.42 0 0 0| 0 1,059 0 0 2400 13.000 12.000 -0.05 28.23 13.000 13.000 0 0 2| 0 532 0 0 2600 25.000 -0.11 25.45 0 0 0| 0 1,696 0 0 2800 55.000 -0.22 23.43 0 0 0| 10 1,334 +10 0 3000 78.500 -0.29 22.37 0 0 0| 0 151 0 0 3100 Equity Options 21:59 Business Day Thu 2 Sep 2010 Previous Business Day Wed 1 Sep 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 | 110.000 108.500 -0.39 21.13 110.000 110.000 0 0 2| 0 993 0 0 3200 205.000 -0.61 19.54 0 0 0| 0 359 0 0 3400 349.000 -0.81 18.66 0 0 0| 0 16 0 0 3600 721.500 -0.98 19.75 0 0 0| 0 0 0 0 4000 Total 0 0 4| 10 6,709 +10 0 Indicative a-t-m Vol 20.87 Underlying Price 3280.000 Time to expiry: 197 Days Mar 11 24.000 -0.07 28.32 0 0 0| 0 386 0 0 2400 45.000 42.000 -0.13 26.14 45.000 45.000 0 0 5| 0 31 0 0 2600 76.500 -0.22 24.47 0 0 0| 0 309 0 0 2800 129.000 -0.34 22.61 0 0 0| 2 584 0 0 3000 210.000 -0.49 21.16 0 0 0| 0 147 0 0 3200 329.000 -0.65 20.43 0 0 0| 0 13 0 0 3400 475.000 -0.79 19.53 0 0 0| 0 46 0 0 3600 834.000 -0.94 19.33 0 0 0| 0 8 0 0 4000 Total 0 0 5| 2 1,524 0 0 Indicative a-t-m Vol 21.49 Underlying Price 3280.000 Time to expiry: 288 Days Jun 11 43.500 -0.10 27.89 0 0 0| 0 130 0 0 2400 111.000 -0.24 24.48 0 0 0| 0 116 0 0 2800 170.000 170.500 -0.35 22.97 170.000 170.000 0 0 2| 0 139 0 0 3000 257.000 -0.48 21.95 0 0 0| 0 104 0 0 3200 366.000 -0.61 20.80 0 0 0| 0 4 0 0 3400 509.500 -0.73 20.51 0 0 0| 0 35 0 0 3600 847.500 -0.90 19.80 0 0 0| 0 0 0 0 4000 Total 0 0 2| 0 528 0 0 Indicative a-t-m Vol 21.66 Underlying Price 3280.000 Time to expiry: 470 Days Dec 11 23.000 -0.04 32.07 0 0 0| 0 13 0 0 1800 39.000 -0.07 30.70 0 0 0| 0 2 0 0 2000 89.000 -0.15 27.39 0 0 0| 0 13 0 0 2400 181.000 -0.29 24.38 0 0 0| 0 251 0 0 2800 341.000 -0.48 21.95 0 0 0| 0 270 0 0 3200 587.000 -0.68 20.48 0 0 0| 0 0 0 0 3600 Total 0 0 0| 0 549 0 0 Indicative a-t-m Vol 22.94 Underlying Price 3280.000 Time to expiry: 652 Days Jun 12 133.500 -0.19 26.00 0 0 0| 0 0 0 0 2400 254.500 -0.34 23.88 0 0 0| 0 0 0 0 2800 450.500 -0.51 22.71 0 0 0| 0 0 0 0 3200 740.500 -0.65 23.82 0 0 0| 0 0 0 0 3600 Total 0 0 0| 0 0 0 0 Indicative a-t-m Vol 22.09 Underlying Price 3280.000 Time to expiry: 841 Days Dec 12 168.500 -0.22 25.22 0 0 0| 0 50 0 0 2400 289.500 -0.35 22.60 0 0 0| 0 250 0 0 2800 496.000 -0.51 21.91 0 0 0| 0 0 0 0 3200 783.000 -0.64 22.81 0 0 0| 0 250 0 0 3600 Total 0 0 0| 0 550 0 0 Equity Options 21:59 Business Day Thu 2 Sep 2010 Previous Business Day Wed 1 Sep 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 22| 26 21,028 +17 0 Grand Total 0 92,540 92,663| 48 31,758 +23 0 Equity Options 21:59 Business Day Thu 2 Sep 2010 Previous Business Day Wed 1 Sep 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 36.70 Underlying Price 395.200 Time to expiry: 15 Days Sep 10 155.250 1.00 72.29 0 0 0| 0 0 0 0 240 135.250 1.00 78.76 0 0 0| 0 0 0 0 260 115.250 1.00 60.00 0 0 0| 0 0 0 0 280 95.500 0.99 61.96 0 0 0| 0 4 0 0 300 85.500 0.98 56.39 0 0 0| 0 0 0 0 310 75.500 0.99 47.37 0 0 0| 0 35 0 0 320 65.750 0.97 46.16 0 0 0| 0 15 0 0 330 56.000 0.96 43.25 0 0 0| 0 110 0 0 340 46.250 0.93 40.17 0 0 0| 0 92 0 0 350 37.250 0.88 39.15 0 0 0| 0 259 0 0 360 28.750 0.81 38.06 0 0 0| 0 28 0 0 370 21.000 0.71 36.59 0 0 0| 30 820 0 0 380 15.000 0.59 36.83 0 0 0| 0 693 0 0 390 7.500 10.000 0.45 36.62 10.000 7.500 0 0 22| 5 933 0 0 400 3.500 0.22 35.58 0 0 0| 0 681 0 0 420 1.250 0.09 37.87 0 0 0| 0 78 0 0 440 0.500 0.04 39.68 0 0 0| 0 612 0 0 460 0.250 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 22| 35 4,523 0 0 Indicative a-t-m Vol 33.49 Underlying Price 395.200 Time to expiry: 43 Days Oct 10 115.250 1.00 18.12 0 0 0| 0 0 0 0 280 95.500 0.99 48.86 0 0 0| 0 0 0 0 300 75.500 0.99 37.12 0 0 0| 0 0 0 0 320 65.750 0.97 37.67 0 0 0| 0 30 0 0 330 56.000 0.96 34.28 0 0 0| 0 15 0 0 340 47.000 0.90 36.10 0 0 0| 0 0 0 0 350 36.000 39.000 0.83 37.19 36.000 36.000 0 0 1| 0 14 0 0 360 28.000 31.000 0.75 35.83 30.000 28.000 0 0 2| 0 10 0 0 370 23.750 0.66 34.51 0 0 0| 0 298 0 0 380 17.750 0.56 34.10 0 0 0| 0 1 0 0 390 12.750 0.45 33.09 0 0 0| 24 185 0 0 400 5.750 6.500 0.27 32.95 6.500 5.750 0 0 139| 0 159 0 0 420 3.000 0.14 32.64 0 0 0| 0 0 0 0 440 Total 0 0 142| 24 712 0 0 Indicative a-t-m Vol 35.68 Underlying Price 395.200 Time to expiry: 78 Days Nov 10 59.250 0.85 41.16 0 0 0| 0 0 0 0 340 42.250 0.75 37.06 0 0 0| 0 8 0 0 360 36.000 0.67 37.52 0 0 0| 0 0 0 0 370 29.750 0.60 36.65 0 0 0| 0 1 0 0 380 24.250 0.53 35.96 0 0 0| 0 0 0 0 390 19.000 19.750 0.46 35.49 19.000 19.000 0 0 103| 0 3 0 0 400 12.000 12.250 0.33 34.27 12.000 12.000 0 0 1| 2 19 +2 0 420 Equity Options 21:59 Business Day Thu 2 Sep 2010 Previous Business Day Wed 1 Sep 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 | 7.250 0.23 33.58 0 0 0| 0 0 0 0 440 Total 0 0 104| 2 31 +2 0 Indicative a-t-m Vol 36.45 Underlying Price 395.200 Time to expiry: 106 Days Dec 10 235.250 1.00 78.18 0 0 0| 0 0 0 0 160 215.250 1.00 69.91 0 0 0| 0 0 0 0 180 195.250 1.00 64.62 0 0 0| 0 0 0 0 200 175.250 1.00 61.99 0 0 0| 0 0 0 0 220 155.500 0.99 60.07 0 0 0| 0 60 0 0 240 115.750 0.98 46.57 0 0 0| 0 25 0 0 280 96.750 0.94 46.64 0 0 0| 0 25 0 0 300 79.000 0.88 44.62 0 0 0| 0 24 0 0 320 62.500 0.79 42.75 0 0 0| 0 75 0 0 340 47.250 0.69 39.47 0 0 0| 0 70 0 0 360 30.750 34.500 0.58 37.51 30.750 30.750 0 0 6| 0 345 0 0 380 24.250 0.47 36.19 0 0 0| 25 337 0 0 400 16.750 0.37 35.23 0 0 0| 59 448 +33 0 420 10.750 0.27 33.92 0 0 0| 4 133 +4 0 440 3.500 0.12 31.60 0 0 0| 0 124 0 0 480 0.250 0.01 30.38 0 0 0| 0 49 0 0 560 Total 0 0 6| 88 1,715 +37 0 Indicative a-t-m Vol 35.54 Underlying Price 395.200 Time to expiry: 197 Days Mar 11 155.750 0.98 50.50 0 0 0| 0 320 0 0 240 117.750 0.92 45.02 0 0 0| 0 40 0 0 280 100.250 0.86 42.91 0 0 0| 0 2 0 0 300 84.250 0.80 41.22 0 0 0| 0 21 0 0 320 69.250 0.73 39.18 0 0 0| 0 36 0 0 340 56.250 0.66 37.84 0 0 0| 0 36 0 0 360 44.500 0.58 36.40 0 0 0| 2 42 +2 0 380 34.750 0.50 35.33 0 0 0| 0 71 0 0 400 26.250 0.42 34.21 0 0 0| 0 194 0 0 420 18.500 0.34 32.56 0 0 0| 0 127 0 0 440 Total 0 0 0| 2 889 +2 0 Indicative a-t-m Vol 35.58 Underlying Price 395.200 Time to expiry: 288 Days Jun 11 155.750 0.98 50.66 0 0 0| 0 100 0 0 240 118.000 0.91 44.19 0 0 0| 0 25 0 0 280 101.000 0.85 42.39 0 0 0| 0 16 0 0 300 85.500 0.78 40.71 0 0 0| 0 40 0 0 320 71.250 0.72 39.16 0 0 0| 0 0 0 0 340 58.500 0.65 37.55 0 0 0| 0 26 0 0 360 47.500 0.58 36.44 0 0 0| 0 141 0 0 380 37.750 0.51 35.37 0 0 0| 0 79 0 0 400 29.500 0.43 34.46 0 0 0| 0 14 0 0 420 22.250 0.36 33.34 0 0 0| 0 15 0 0 440 12.500 0.24 31.92 0 0 0| 0 0 0 0 480 3.750 0.09 30.79 0 0 0| 0 0 0 0 560 Total 0 0 0| 0 456 0 0 Equity Options 21:59 Business Day Thu 2 Sep 2010 Previous Business Day Wed 1 Sep 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 38.18 Underlying Price 395.200 Time to expiry: 470 Days Dec 11 235.250 1.00 62.72 0 0 0| 0 0 0 0 160 215.250 1.00 60.60 0 0 0| 0 0 0 0 180 195.500 0.99 57.60 0 0 0| 0 0 0 0 200 175.750 0.98 52.72 0 0 0| 0 0 0 0 220 156.750 0.95 49.03 0 0 0| 0 0 0 0 240 123.000 0.84 45.79 0 0 0| 0 0 0 0 280 96.250 0.74 44.31 0 0 0| 0 0 0 0 320 70.500 0.64 40.44 0 0 0| 0 1 0 0 360 50.250 0.53 37.93 0 0 0| 0 0 0 0 400 31.000 0.40 33.55 0 0 0| 0 10 0 0 440 23.500 0.32 34.53 0 0 0| 0 0 0 0 480 16.000 0.22 37.97 0 0 0| 0 0 0 0 560 Total 0 0 0| 0 11 0 0 Indicative a-t-m Vol 38.11 Underlying Price 395.200 Time to expiry: 652 Days Jun 12 125.500 0.83 46.35 0 0 0| 0 0 0 0 280 99.250 0.73 43.89 0 0 0| 0 0 0 0 320 74.250 0.64 40.02 0 0 0| 0 0 0 0 360 55.500 0.54 37.90 0 0 0| 0 0 0 0 400 37.000 0.42 34.17 0 0 0| 0 0 0 0 440 Total 0 0 0| 0 0 0 0 Indicative a-t-m Vol 38.42 Underlying Price 395.200 Time to expiry: 841 Days Dec 12 168.500 0.86 61.46 0 0 0| 0 0 0 0 240 138.500 0.80 54.59 0 0 0| 0 0 0 0 280 106.500 0.73 46.07 0 0 0| 0 0 0 0 320 78.500 0.64 39.90 0 0 0| 0 0 0 0 360 61.250 0.54 38.26 0 0 0| 0 0 0 0 400 46.500 0.46 36.62 0 0 0| 0 0 0 0 440 36.750 0.39 36.13 0 0 0| 0 0 0 0 480 Total 0 0 0| 0 0 0 0 Total Calls 0 0 274| 151 8,337 +41 0 | Equity Options 21:59 Business Day Thu 2 Sep 2010 Previous Business Day Wed 1 Sep 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 34.24 Underlying Price 395.200 Time to expiry: 15 Days Sep 10 CAB 0.00 53.28 0 0 0| 0 12 0 0 240 CAB 0.00 50.24 0 0 0| 0 0 0 0 260 CAB 0.00 48.72 0 0 0| 0 82 0 0 280 CAB 0.00 46.44 0 0 0| 0 4,188 0 0 300 CAB 0.00 45.68 0 0 0| 0 2 0 0 310 CAB -0.01 42.75 0 0 0| 0 615 0 0 320 1.500 0.250 -0.02 41.98 1.500 1.500 0 0 1| 0 15 0 0 330 0.500 -0.03 40.46 0 0 0| 0 1,715 0 0 340 1.000 -0.06 38.80 0 0 0| 0 122 0 0 350 2.750 1.500 -0.10 36.56 2.750 2.750 0 0 4| 0 1,570 0 0 360 4.000 2.750 -0.18 35.30 4.000 4.000 0 0 3| 5 147 +5 0 370 6.500 5.250 -0.28 35.13 6.500 6.500 0 0 4| 12 568 0 0 380 9.500 8.500 -0.41 33.74 9.500 S 9.500 S 0 0 10| 0 10 0 0 390 14.000 -0.55 34.58 0 0 0| 0 585 0 0 400 27.250 -0.81 31.59 0 0 0| 0 18 0 0 420 45.250 -0.95 30.01 0 0 0| 0 23 0 0 440 64.750 -0.99 30.89 0 0 0| 0 15 0 0 460 84.750 -1.00 30.98 0 0 0| 0 12 0 0 480 164.750 -1.00 36.09 0 0 0| 0 3 0 0 560 Total 0 0 22| 17 9,702 +5 0 Indicative a-t-m Vol 34.37 Underlying Price 395.200 Time to expiry: 43 Days Oct 10 0.500 -0.02 46.92 0 0 0| 0 20 0 0 280 1.000 -0.04 43.49 0 0 0| 0 32 0 0 300 2.250 -0.08 41.09 0 0 0| 0 38 0 0 320 3.000 -0.11 39.60 0 0 0| 0 63 0 0 330 4.500 -0.15 38.39 0 0 0| 0 80 0 0 340 6.750 -0.21 38.51 0 0 0| 7 105 0 0 350 9.000 -0.27 37.09 0 0 0| 2 26 0 0 360 12.000 12.000 -0.34 36.21 12.000 12.000 0 0 1| 0 22 0 0 370 16.000 16.000 -0.43 35.59 16.000 16.000 0 0 8| 0 100 0 0 380 20.750 -0.51 34.62 0 0 0| 0 0 0 0 390 26.500 -0.60 34.20 0 0 0| 0 8 0 0 400 41.500 -0.73 35.95 0 0 0| 0 1 0 0 420 57.750 -0.85 35.15 0 0 0| 0 0 0 0 440 Total 0 0 9| 9 495 0 0 Indicative a-t-m Vol 35.80 Underlying Price 395.200 Time to expiry: 78 Days Nov 10 10.000 -0.22 40.14 0 0 0| 0 6 0 0 340 15.250 15.500 -0.31 38.59 15.250 15.250 0 0 10| 6 6 +6 0 360 19.000 -0.37 37.61 0 0 0| 0 0 0 0 370 23.000 -0.43 36.73 0 0 0| 0 14 0 0 380 28.000 -0.49 36.07 0 0 0| 0 26 0 0 390 33.250 -0.55 35.62 0 0 0| 0 16 0 0 400 45.250 -0.68 33.05 0 0 0| 0 0 0 0 420 61.000 -0.78 33.70 0 0 0| 0 0 0 0 440 Equity Options 21:59 Business Day Thu 2 Sep 2010 Previous Business Day Wed 1 Sep 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 10| 6 68 +6 0 Indicative a-t-m Vol 36.06 Underlying Price 395.200 Time to expiry: 106 Days Dec 10 0.500 -0.01 72.44 0 0 0| 0 70 0 0 160 0.500 -0.01 66.63 0 0 0| 0 15 0 0 180 0.750 -0.02 61.59 0 0 0| 0 15 0 0 200 1.250 -0.02 57.19 0 0 0| 0 71 0 0 220 1.750 -0.04 53.37 0 0 0| 0 156 0 0 240 4.000 -0.08 46.83 0 0 0| 0 173 0 0 280 6.250 -0.12 44.79 0 0 0| 0 115 0 0 300 9.500 -0.17 42.71 0 0 0| 5 289 0 0 320 14.000 -0.25 41.01 0 0 0| 50 265 +50 0 340 20.000 -0.33 39.05 0 0 0| 25 355 +25 0 360 27.500 -0.43 37.05 0 0 0| 5 289 0 0 380 37.500 -0.53 35.81 0 0 0| 0 103 0 0 400 49.750 -0.64 34.49 0 0 0| 0 9 0 0 420 65.250 -0.72 35.36 0 0 0| 0 15 0 0 440 98.250 -0.87 34.07 0 0 0| 0 35 0 0 480 174.250 -0.99 32.39 0 0 0| 0 47 0 0 560 Total 0 0 0| 85 2,022 +75 0 Indicative a-t-m Vol 35.66 Underlying Price 395.200 Time to expiry: 197 Days Mar 11 4.750 -0.07 49.22 0 0 0| 0 65 0 0 240 9.000 -0.12 44.47 0 0 0| 0 42 0 0 280 12.250 -0.16 42.54 0 0 0| 0 270 0 0 300 16.750 -0.22 41.02 0 0 0| 0 121 0 0 320 22.250 -0.28 39.25 0 0 0| 0 36 0 0 340 29.250 -0.34 37.93 0 0 0| 3 60 +3 0 360 37.000 37.500 -0.42 36.58 37.000 37.000 0 0 2| 0 4 0 0 380 47.500 -0.50 35.43 0 0 0| 0 61 0 0 400 59.000 -0.58 34.34 0 0 0| 0 4 0 0 420 73.250 -0.65 34.36 0 0 0| 0 1 0 0 440 Total 0 0 2| 3 664 +3 0 Indicative a-t-m Vol 34.76 Underlying Price 395.200 Time to expiry: 288 Days Jun 11 9.000 -0.10 46.41 0 0 0| 0 4 0 0 240 15.500 -0.17 42.08 0 0 0| 0 85 0 0 280 19.750 -0.22 40.18 0 0 0| 0 34 0 0 300 26.250 -0.27 39.39 0 0 0| 0 340 0 0 320 33.000 -0.33 37.76 0 0 0| 0 52 0 0 340 43.000 41.750 -0.40 36.86 43.000 43.000 0 0 8| 0 28 0 0 360 51.250 -0.46 35.59 0 0 0| 0 5 0 0 380 62.250 -0.53 34.55 0 0 0| 0 23 0 0 400 74.000 75.250 -0.60 34.25 74.000 74.000 0 0 2| 0 2 0 0 420 89.000 -0.66 33.55 0 0 0| 0 7 0 0 440 119.000 -0.78 31.41 0 0 0| 0 21 0 0 480 190.500 -0.92 29.90 0 0 0| 0 1 0 0 560 Total 0 0 10| 0 602 0 0 Equity Options 21:59 Business Day Thu 2 Sep 2010 Previous Business Day Wed 1 Sep 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 38.76 Underlying Price 395.200 Time to expiry: 470 Days Dec 11 7.500 -0.06 57.65 0 0 0| 0 0 0 0 160 11.000 -0.08 56.73 0 0 0| 0 0 0 0 180 13.000 -0.10 53.03 0 0 0| 0 500 0 0 200 17.000 -0.12 51.19 0 0 0| 0 0 0 0 220 19.500 -0.15 47.49 0 0 0| 0 0 0 0 240 29.500 -0.22 44.00 0 0 0| 0 3 0 0 280 48.500 -0.31 45.00 0 0 0| 0 0 0 0 320 61.750 -0.40 39.79 0 0 0| 0 0 0 0 360 85.000 -0.50 38.65 0 0 0| 0 0 0 0 400 111.500 -0.59 37.68 0 0 0| 0 0 0 0 440 142.000 -0.67 37.63 0 0 0| 0 0 0 0 480 209.500 -0.79 37.74 0 0 0| 0 0 0 0 560 Total 0 0 0| 0 503 0 0 Indicative a-t-m Vol 38.11 Underlying Price 395.200 Time to expiry: 652 Days Jun 12 43.500 -0.25 45.00 0 0 0| 0 0 0 0 280 64.750 -0.32 45.57 0 0 0| 0 0 0 0 320 78.500 -0.41 40.01 0 0 0| 0 0 0 0 360 100.500 -0.50 37.90 0 0 0| 0 0 0 0 400 124.250 -0.60 35.14 0 0 0| 0 0 0 0 440 Total 0 0 0| 0 0 0 0 Indicative a-t-m Vol 38.55 Underlying Price 395.200 Time to expiry: 841 Days Dec 12 60.000 -0.20 62.48 0 0 0| 0 0 0 0 240 71.250 -0.25 55.87 0 0 0| 0 0 0 0 280 76.750 -0.33 45.80 0 0 0| 0 0 0 0 320 90.500 -0.41 40.24 0 0 0| 0 0 0 0 360 113.250 -0.49 38.36 0 0 0| 0 0 0 0 400 138.750 -0.57 36.80 0 0 0| 0 0 0 0 440 168.250 -0.63 36.28 0 0 0| 0 0 0 0 480 Total 0 0 0| 0 0 0 0 Total Puts 0 0 53| 120 14,056 +89 0 Grand Total 0 134,844 135,171| 271 22,393 +130 0 Equity Options 21:59 Business Day Thu 2 Sep 2010 Previous Business Day Wed 1 Sep 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 23.10 Underlying Price 313.300 Time to expiry: 15 Days Sep 10 73.250 1.00 39.18 0 0 0| 0 0 0 0 240 53.500 1.00 33.42 0 0 0| 0 0 0 0 260 33.500 0.97 29.10 0 0 0| 2 2 0 0 280 24.000 0.92 26.70 0 0 0| 0 0 0 0 290 15.000 0.81 24.56 0 0 0| 25 1,520 0 0 300 7.750 0.60 22.49 0 0 0| 20 1,270 +17 0 310 3.500 0.35 24.02 0 0 0| 0 108 0 0 320 1.500 0.17 25.67 0 0 0| 0 1,147 -30 0 330 0.750 0.10 29.37 0 0 0| 17 3,413 +17 0 340 0.500 0.06 40.63 0 0 0| 0 1,716 0 0 360 0.500 0.04 52.09 0 0 0| 0 114 0 0 380 0.500 0.500 0.04 62.93 0.500 0.500 0 0 75| 0 215 0 0 400 CAB 0.01 66.55 0 0 0| 0 5 0 0 440 Total 0 0 75| 64 9,510 +4 0 Indicative a-t-m Vol 23.00 Underlying Price 313.300 Time to expiry: 43 Days Oct 10 73.500 0.98 38.62 0 0 0| 0 0 0 0 240 54.000 0.97 30.67 0 0 0| 0 0 0 0 260 35.000 0.90 26.00 0 0 0| 0 0 0 0 280 26.000 0.83 24.54 0 0 0| 0 0 0 0 290 18.250 0.72 23.60 0 0 0| 25 50 +25 0 300 11.000 11.750 0.57 23.02 11.000 11.000 0 0 20| 0 1 0 0 310 7.250 0.42 22.96 0 0 0| 0 33 0 0 320 2.750 4.000 0.27 22.49 2.750 2.750 0 0 3| 0 3 0 0 330 2.000 0.16 22.69 0 0 0| 0 1,020 0 0 340 0.500 0.05 23.04 0 0 0| 0 0 0 0 360 0.500 0.04 30.60 0 0 0| 0 0 0 0 380 Total 0 0 23| 25 1,107 +25 0 Indicative a-t-m Vol 24.77 Underlying Price 313.300 Time to expiry: 78 Days Nov 10 73.500 1.00 21.95 0 0 0| 0 0 0 0 240 54.000 0.97 27.65 0 0 0| 0 0 0 0 260 35.500 0.87 26.29 0 0 0| 0 0 0 0 280 27.500 0.79 26.36 0 0 0| 0 0 0 0 290 20.250 0.68 25.49 0 0 0| 0 0 0 0 300 14.250 0.56 24.94 0 0 0| 0 3 0 0 310 9.500 0.43 24.52 0 0 0| 0 0 0 0 320 3.750 0.21 23.85 0 0 0| 0 0 0 0 340 Total 0 0 0| 0 3 0 0 Indicative a-t-m Vol 24.88 Underlying Price 313.300 Time to expiry: 106 Days Dec 10 73.750 0.98 32.23 0 0 0| 60 60 +60 0 240 31.750 36.750 0.83 27.39 31.750 S 31.750 S 0 0 25| 0 26 0 0 280 21.750 0.65 25.69 0 0 0| 0 59 0 0 300 9.500 11.250 0.43 24.53 10.500 9.500 0 0 5| 1 236 +1 0 320 Equity Options 21:59 Business Day Thu 2 Sep 2010 Previous Business Day Wed 1 Sep 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 | 5.500 0.25 24.48 0 0 0| 0 2,225 0 0 340 2.250 0.12 24.01 0 0 0| 99 6,045 0 0 360 1.250 0.07 25.68 0 0 0| 75 4,072 0 0 380 0.750 0.05 28.08 0 0 0| 0 129 0 0 400 0.250 0.01 28.90 0 0 0| 0 5 0 0 440 Total 0 0 30| 235 12,857 +61 0 Indicative a-t-m Vol 24.58 Underlying Price 313.300 Time to expiry: 197 Days Mar 11 74.500 0.94 31.18 0 0 0| 0 0 0 0 240 56.250 0.87 28.70 0 0 0| 0 4 0 0 260 40.250 0.76 26.88 0 0 0| 0 2 0 0 280 26.500 0.61 25.16 0 0 0| 0 7 0 0 300 14.750 16.750 0.45 24.33 14.750 14.750 0 0 3| 0 25 0 0 320 9.750 0.31 23.62 0 0 0| 0 20 0 0 340 5.500 0.20 23.23 0 0 0| 0 14 0 0 360 Total 0 0 3| 0 72 0 0 Total Calls 0 0 131| 324 23,549 +90 0 | Equity Options 21:59 Business Day Thu 2 Sep 2010 Previous Business Day Wed 1 Sep 2010 Page 31 Puts | Block | Opening Settle Delta Vola- Daily Trade Bclear Total | Official **Open Change Exer- Exer Trans Price tility High Low Volume Volume*** Volume | Volume Int cises Price | BAE Systems plc - STND OPT (AER) Indicative a-t-m Vol 25.31 Underlying Price 313.300 Time to expiry: 15 Days Sep 10 CAB 0.00 35.92 0 0 0| 0 0 0 0 240 CAB 0.00 31.04 0 0 0| 0 0 0 0 260 0.250 -0.02 27.26 0 0 0| 0 2,062 0 0 280 0.500 -0.06 24.53 0 0 0| 0 17 0 0 290 1.500 -0.18 23.48 0 0 0| 0 346 0 0 300 5.000 -0.41 24.75 0 0 0| 0 39 0 0 310 10.750 -0.64 26.16 0 0 0| 0 3,117 0 0 320 18.750 -0.79 29.52 0 0 0| 0 0 0 0 330 35.500 28.000 -0.87 34.05 35.500 S 27.750 S 0 0 75| 1 276 -1 0 340 47.250 -0.94 41.87 0 0 0| 0 107 0 0 360 67.250 -0.95 53.77 0 0 0| 0 0 0 0 380 87.250 -0.97 62.52 0 0 0| 0 4 0 0 400 126.750 -0.99 68.35 0 0 0| 0 0 0 0 440 Total 0 0 75| 1 5,968 -1 0 Indicative a-t-m Vol 22.53 Underlying Price 313.300 Time to expiry: 43 Days Oct 10 0.500 -0.03 41.31 0 0 0| 0 0 0 0 240 0.500 -0.04 31.09 0 0 0| 0 0 0 0 260 1.250 -0.09 25.75 0 0 0| 0 4,164 0 0 280 2.500 -0.17 24.40 0 0 0| 0 0 0 0 290 4.750 -0.28 23.60 0 0 0| 0 38 0 0 300 8.000 -0.43 22.56 0 0 0| 0 6 0 0 310 13.500 -0.59 22.48 0 0 0| 0 80 0 0 320 20.250 -0.73 22.32 0 0 0| 0 5 0 0 330 28.250 -0.86 21.42 0 0 0| 0 0 0 0 340 47.500 -0.93 27.16 0 0 0| 0 0 0 0 360 67.500 -0.94 35.05 0 0 0| 0 0 0 0 380 Total 0 0 0| 0 4,293 0 0 Indicative a-t-m Vol 23.94 Underlying Price 313.300 Time to expiry: 78 Days Nov 10 1.500 -0.07 37.20 0 0 0| 0 0 0 0 240 2.250 -0.11 30.23 0 0 0| 0 0 0 0 260 4.750 -0.21 26.47 0 0 0| 5 5 +5 0 280 7.250 -0.30 25.24 0 0 0| 0 8 0 0 290 10.750 -0.40 24.58 0 0 0| 0 3 0 0 300 15.500 -0.52 24.07 0 0 0| 0 0 0 0 310 21.500 -0.63 23.74 0 0 0| 0 0 0 0 320 36.500 -0.82 23.14 0 0 0| 0 0 0 0 340 Total 0 0 0| 5 16 +5 0 Indicative a-t-m Vol 24.43 Underlying Price 313.300 Time to expiry: 106 Days Dec 10 1.500 -0.06 30.81 0 0 0| 0 0 0 0 240 7.750 6.500 -0.24 26.26 7.750 S 7.750 S 0 0 25| 75 3,307 +75 0 280 17.000 13.000 -0.41 24.88 17.000 17.000 0 0 30| 65 2,223 +15 0 300 23.750 -0.60 24.24 0 0 0| 0 89 0 0 320 38.000 -0.77 23.73 0 0 0| 0 170 0 0 340 Equity Options 21:59 Business Day Thu 2 Sep 2010 Previous Business Day Wed 1 Sep 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 | 55.000 -0.89 22.90 0 0 0| 0 82 0 0 360 74.000 -0.95 23.21 0 0 0| 0 35 0 0 380 93.500 -0.98 22.93 0 0 0| 0 14 0 0 400 133.250 -1.00 20.80 0 0 0| 0 0 0 0 440 Total 0 0 55| 140 5,920 +90 0 Indicative a-t-m Vol 24.19 Underlying Price 313.300 Time to expiry: 197 Days Mar 11 3.500 -0.10 29.01 0 0 0| 0 18 0 0 240 6.500 -0.17 27.38 0 0 0| 0 10 0 0 260 11.500 -0.28 26.15 0 0 0| 0 64 0 0 280 18.500 -0.41 24.80 0 0 0| 0 8 0 0 300 28.750 -0.56 23.93 0 0 0| 0 4 0 0 320 48.500 42.000 -0.70 23.15 48.500 S 42.750 S 0 0 95| 20 48 +20 0 340 57.750 -0.81 22.57 0 0 0| 0 0 0 0 360 Total 0 0 95| 20 152 +20 0 Total Puts 0 0 225| 166 16,349 +114 0 Grand Total 0 63,456 63,812| 490 39,898 +204 0 Equity Options 21:59 Business Day Thu 2 Sep 2010 Previous Business Day Wed 1 Sep 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 40.13 Underlying Price 312.000 Time to expiry: 15 Days Sep 10 112.250 0.99 99.03 0 0 0| 0 17 0 0 200 92.500 0.98 82.30 0 0 0| 0 0 0 0 220 72.500 0.97 66.64 0 0 0| 0 2,650 0 0 240 53.000 0.94 57.49 0 0 0| 0 26 0 0 260 34.500 0.86 49.96 0 0 0| 9 5,652 0 0 280 25.750 0.79 46.19 0 0 0| 0 0 0 0 290 18.000 0.69 42.96 0 0 0| 0 10,133 0 0 300 11.750 0.55 40.56 0 0 0| 9 49 +9 0 310 7.500 6.750 0.39 38.43 7.500 7.500 0 0 20| 41 21,233 +21 0 320 5.000 3.000 0.24 35.17 5.000 5.000 0 0 7| 0 9,682 0 0 330 2.250 1.500 0.14 36.32 2.250 2.250 0 0 140| 0 8,675 0 0 340 1.000 0.08 38.15 0 0 0| 0 2,685 0 0 350 0.500 0.04 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 0 167| 59 116,001 +30 0 Indicative a-t-m Vol 41.22 Underlying Price 312.000 Time to expiry: 43 Days Oct 10 93.750 0.95 65.89 0 0 0| 0 0 0 0 220 74.750 0.92 58.92 0 0 0| 0 0 0 0 240 56.500 0.87 52.32 0 0 0| 0 0 0 0 260 40.250 0.77 49.00 0 0 0| 0 26 0 0 280 32.750 0.70 46.90 0 0 0| 0 0 0 0 290 25.250 0.63 43.67 0 0 0| 0 44 0 0 300 19.000 0.55 41.60 0 0 0| 0 2 0 0 310 13.750 0.46 39.67 0 0 0| 0 107 0 0 320 9.750 0.36 38.55 0 0 0| 14 77 +14 0 330 6.500 0.28 37.42 0 0 0| 42 181 +42 0 340 3.750 0.19 34.98 0 0 0| 0 33 0 0 350 2.500 0.13 35.09 0 0 0| 0 325 0 0 360 0.500 0.04 32.36 0 0 0| 0 0 0 0 380 0.250 0.01 30.89 0 0 0| 0 50 0 0 400 CAB 0.00 29.46 0 0 0| 0 0 0 0 440 Total 0 0 0| 56 845 +56 0 Indicative a-t-m Vol 41.67 Underlying Price 312.000 Time to expiry: 78 Days Nov 10 62.000 0.81 53.97 0 0 0| 0 0 0 0 260 45.750 0.73 48.67 0 0 0| 0 0 0 0 280 38.250 0.68 46.20 0 0 0| 0 1 0 0 290 31.500 0.62 44.24 0 0 0| 50 50 +50 0 300 25.250 0.56 42.03 0 0 0| 0 25 0 0 310 19.750 0.49 40.24 0 0 0| 2 2 +2 0 320 Equity Options 21:59 Business Day Thu 2 Sep 2010 Previous Business Day Wed 1 Sep 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 | 15.250 15.250 0.41 38.74 15.250 15.250 0 0 1| 0 0 0 0 330 11.500 0.35 37.66 0 0 0| 0 0 0 0 340 6.000 0.22 35.70 0 0 0| 0 1,152 0 0 360 Total 0 0 1| 52 1,230 +52 0 Indicative a-t-m Vol 43.28 Underlying Price 312.000 Time to expiry: 106 Days Dec 10 272.000 1.00 85.25 0 0 0| 0 0 0 0 40 264.000 1.00 82.81 0 0 0| 0 0 0 0 48 252.000 1.00 82.81 0 0 0| 0 0 0 0 60 232.250 1.00 81.85 0 0 0| 0 0 0 0 80 224.250 1.00 81.85 0 0 0| 0 0 0 0 88 216.250 1.00 80.39 0 0 0| 0 0 0 0 96 212.250 1.00 79.43 0 0 0| 0 25 0 0 100 192.500 0.99 78.66 0 0 0| 0 0 0 0 120 172.750 0.99 75.86 0 0 0| 0 0 0 0 140 153.500 0.98 71.49 0 0 0| 0 55 0 0 160 135.000 0.95 70.83 0 0 0| 0 275 0 0 180 116.250 0.93 65.73 0 0 0| 0 65 0 0 200 98.500 0.89 61.91 0 0 0| 0 64 0 0 220 81.500 0.84 58.02 0 0 0| 0 2,885 0 0 240 64.750 0.78 53.05 0 0 0| 10 1,752 +10 0 260 54.750 0.74 50.35 0 0 0| 0 8,202 0 0 273 53.500 49.000 0.71 47.99 53.500 53.500 0 0 10| 0 2,290 0 0 280 36.250 0.61 45.68 0 0 0| 0 4,831 0 0 300 29.000 0.55 43.28 0 0 0| 24 7,202 +24 0 312 24.750 0.50 42.14 0 0 0| 25 8,476 -50 0 320 15.750 0.38 39.55 0 0 0| 0 6,346 0 0 340 12.000 0.32 38.12 0 0 0| 0 16,506 0 0 351 9.250 0.27 36.92 0 0 0| 0 11,466 0 0 360 4.500 0.16 33.85 0 0 0| 0 5,746 0 0 380 3.250 0.13 33.59 0 0 0| 0 30,254 0 0 390 0.250 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 10| 59 120,125 -16 0 Indicative a-t-m Vol 42.49 Underlying Price 312.000 Time to expiry: 197 Days Mar 11 120.250 0.89 60.71 0 0 0| 0 33 0 0 200 87.250 0.81 53.95 0 0 0| 0 129 0 0 240 57.750 0.69 47.08 0 0 0| 0 132 0 0 280 44.750 0.61 43.89 0 0 0| 0 8 0 0 300 33.750 0.53 41.56 0 0 0| 0 4,651 0 0 320 24.250 0.44 39.19 0 0 0| 0 18 0 0 340 16.750 0.34 37.16 0 0 0| 0 5,526 0 0 360 7.000 0.19 34.07 0 0 0| 0 583 0 0 400 2.500 0.08 31.71 0 0 0| 0 4,580 0 0 440 0.750 0.03 30.62 0 0 0| 0 529 0 0 480 Total 0 0 0| 0 16,189 0 0 Indicative a-t-m Vol 41.75 Underlying Price 312.000 Time to expiry: 288 Days Jun 11 Equity Options 21:59 Business Day Thu 2 Sep 2010 Previous Business Day Wed 1 Sep 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 | 123.500 0.87 57.99 0 0 0| 0 25 0 0 200 91.250 0.79 50.80 0 0 0| 0 12 0 0 240 63.250 0.68 45.53 0 0 0| 0 22 0 0 280 51.000 0.61 42.96 0 0 0| 0 1,250 0 0 300 40.250 0.54 40.94 0 0 0| 0 3,742 0 0 320 30.500 0.46 38.59 0 0 0| 0 100 0 0 340 22.250 0.38 36.43 0 0 0| 0 370 0 0 360 11.000 0.24 33.36 0 0 0| 0 3,366 0 0 400 2.750 0.08 32.02 0 0 0| 0 330 0 0 480 Total 0 0 0| 0 9,217 0 0 Indicative a-t-m Vol 41.09 Underlying Price 312.000 Time to expiry: 470 Days Dec 11 272.000 1.00 76.20 0 0 0| 0 0 0 0 40 264.000 1.00 75.34 0 0 0| 0 0 0 0 48 252.250 1.00 74.06 0 0 0| 0 0 0 0 60 232.500 0.99 72.13 0 0 0| 0 0 0 0 80 224.750 0.99 71.27 0 0 0| 0 0 0 0 88 217.250 0.98 69.88 0 0 0| 0 0 0 0 96 195.750 0.96 67.03 0 0 0| 0 0 0 0 120 178.500 0.94 64.33 0 0 0| 0 0 0 0 140 162.000 0.91 61.62 0 0 0| 0 0 0 0 160 146.000 0.88 59.18 0 0 0| 0 0 0 0 180 129.500 0.85 54.86 0 0 0| 0 0 0 0 200 99.250 0.77 48.74 0 0 0| 0 0 0 0 240 74.250 0.68 45.20 0 0 0| 0 0 0 0 280 50.750 0.56 40.06 0 0 0| 0 6,351 0 0 320 40.750 0.50 37.99 0 0 0| 0 2,762 0 0 340 32.750 0.44 36.69 0 0 0| 0 4,500 0 0 360 20.000 0.32 34.09 0 0 0| 0 10,005 0 0 400 6.750 0.14 31.00 0 0 0| 0 12 0 0 480 Total 0 0 0| 0 23,630 0 0 Indicative a-t-m Vol 47.12 Underlying Price 312.000 Time to expiry: 652 Days Jun 12 138.500 0.84 57.64 0 0 0| 0 0 0 0 200 114.750 0.77 55.24 0 0 0| 0 0 0 0 240 89.750 0.69 50.02 0 0 0| 0 0 0 0 280 69.000 0.60 46.40 0 0 0| 0 0 0 0 320 51.750 0.51 43.49 0 0 0| 0 0 0 0 360 38.500 0.42 41.50 0 0 0| 0 0 0 0 400 Total 0 0 0| 0 0 0 0 Indicative a-t-m Vol 46.30 Underlying Price 312.000 Time to expiry: 841 Days Dec 12 141.750 0.83 54.66 0 0 0| 0 0 0 0 200 120.750 0.77 53.83 0 0 0| 0 0 0 0 240 98.500 0.70 50.08 0 0 0| 0 0 0 0 280 76.000 0.62 45.35 0 0 0| 0 0 0 0 320 58.000 0.53 42.09 0 0 0| 0 0 0 0 360 42.000 0.44 38.69 0 0 0| 0 0 0 0 400 Equity Options 21:59 Business Day Thu 2 Sep 2010 Previous Business Day Wed 1 Sep 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 | 14.250 0.22 29.84 0 0 0| 0 15 0 0 480 Total 0 0 0| 0 15 0 0 Total Calls 0 0 178| 226 287,252 +122 0 | Equity Options 21:59 Business Day Thu 2 Sep 2010 Previous Business Day Wed 1 Sep 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 41.98 Underlying Price 312.000 Time to expiry: 15 Days Sep 10 1.000 -0.03 120.75 0 0 0| 0 4,750 0 0 200 1.250 -0.04 103.97 0 0 0| 0 7 0 0 220 1.500 -0.06 86.32 0 0 0| 0 7,194 0 0 240 1.750 -0.08 66.90 0 0 0| 0 1,196 0 0 260 2.000 2.750 -0.14 51.81 2.000 2.000 0 0 40| 0 27,595 -750 0 280 4.000 -0.22 48.04 0 0 0| 0 250 0 0 290 6.500 -0.32 44.81 0 0 0| 120 25,601 +47 0 300 9.000 10.000 -0.45 42.41 9.000 9.000 0 0 7| 0 4,065 0 0 310 15.000 -0.60 40.28 0 0 0| 7 24,595 0 0 320 21.750 -0.74 39.34 0 0 0| 0 9,285 0 0 330 29.750 -0.86 36.95 0 0 0| 1 5,260 0 0 340 38.750 -0.92 38.25 0 0 0| 0 34 0 0 350 48.500 -0.95 41.31 0 0 0| 0 3,069 0 0 360 68.250 -0.98 47.49 0 0 0| 0 2,025 0 0 380 88.000 -0.99 51.28 0 0 0| 0 27,904 0 0 400 108.000 -0.99 56.53 0 0 0| 0 0 0 0 420 128.000 -1.00 58.50 0 0 0| 0 50 0 0 440 168.000 -1.00 67.06 0 0 0| 0 39 0 0 480 Total 0 0 47| 128 142,919 -703 0 Indicative a-t-m Vol 41.65 Underlying Price 312.000 Time to expiry: 43 Days Oct 10 2.500 -0.06 72.21 0 0 0| 0 5 0 0 220 2.250 2.750 -0.08 59.22 2.250 2.250 0 0 20| 0 114 0 0 240 4.500 -0.14 53.09 0 0 0| 0 3,086 0 0 260 7.750 -0.23 48.53 0 0 0| 0 3,386 0 0 280 10.500 -0.30 47.03 0 0 0| 0 36 0 0 290 13.250 -0.37 44.29 0 0 0| 0 674 0 0 300 17.000 -0.45 41.92 0 0 0| 0 0 0 0 310 21.750 -0.54 40.55 0 0 0| 0 216 0 0 320 27.500 -0.63 38.90 0 0 0| 0 25 0 0 330 34.250 -0.72 37.21 0 0 0| 0 35 0 0 340 41.750 -0.81 35.41 0 0 0| 0 0 0 0 350 50.250 -0.87 35.43 0 0 0| 0 0 0 0 360 68.500 -0.96 32.54 0 0 0| 0 0 0 0 380 88.250 -0.97 37.75 0 0 0| 0 0 0 0 400 128.000 -0.99 44.82 0 0 0| 0 0 0 0 440 Total 0 0 20| 0 7,577 0 0 Indicative a-t-m Vol 42.40 Underlying Price 312.000 Time to expiry: 78 Days Nov 10 9.750 -0.20 53.76 0 0 0| 0 55 0 0 260 14.000 -0.28 48.86 0 0 0| 1 44 0 0 280 16.750 -0.33 46.88 0 0 0| 0 1 0 0 290 20.000 -0.39 44.57 0 0 0| 0 13 0 0 300 23.750 -0.45 42.73 0 0 0| 0 0 0 0 310 28.500 -0.52 41.06 0 0 0| 0 0 0 0 320 33.500 -0.59 38.85 0 0 0| 0 0 0 0 330 Equity Options 21:59 Business Day Thu 2 Sep 2010 Previous Business Day Wed 1 Sep 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 | 40.000 -0.66 37.95 0 0 0| 0 0 0 0 340 54.250 -0.78 35.65 0 0 0| 0 0 0 0 360 Total 0 0 0| 1 113 0 0 Indicative a-t-m Vol 43.97 Underlying Price 312.000 Time to expiry: 106 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 3.500 -0.06 73.19 0 0 0| 0 7,037 0 0 180 5.000 -0.08 68.09 0 0 0| 0 4,589 0 0 200 7.500 -0.12 64.27 0 0 0| 0 825 0 0 220 9.750 -0.16 58.42 0 0 0| 0 6,384 0 0 240 11.750 13.250 -0.22 53.45 11.750 11.750 0 0 10| 0 1,315 0 0 260 16.250 -0.27 50.75 0 0 0| 0 8,947 0 0 273 16.250 18.500 -0.30 50.14 16.250 16.250 0 0 10| 0 16,479 0 0 280 24.750 -0.39 45.97 0 0 0| 0 19,384 0 0 300 29.750 -0.45 43.97 0 0 0| 0 20,850 0 0 312 33.000 -0.50 42.11 0 0 0| 0 22,120 0 0 320 44.250 -0.62 39.80 0 0 0| 1 7,401 -1 0 340 50.250 -0.70 36.30 0 0 0| 0 3,219 0 0 351 57.500 -0.74 36.67 0 0 0| 0 2,085 0 0 360 72.250 -0.85 32.51 0 0 0| 0 508 0 0 380 81.500 -0.88 33.11 0 0 0| 0 8,138 0 0 390 155.750 -0.98 36.37 0 0 0| 0 52 0 0 467 169.750 -0.95 45.30 0 0 0| 0 107 0 0 480 Total 0 0 20| 1 136,774 -1 0 Indicative a-t-m Vol 42.98 Underlying Price 312.000 Time to expiry: 197 Days Mar 11 9.750 -0.12 61.27 0 0 0| 9 261 +9 0 200 16.750 -0.20 54.03 0 0 0| 0 1,291 0 0 240 28.000 -0.32 47.69 0 0 0| 0 1,749 0 0 280 35.250 -0.40 44.70 0 0 0| 0 25 0 0 300 43.750 -0.48 41.83 0 0 0| 0 6,658 0 0 320 53.750 -0.57 38.66 0 0 0| 0 1 0 0 340 66.500 -0.66 37.06 0 0 0| 0 384 0 0 360 97.000 -0.81 34.22 0 0 0| 0 75 0 0 400 132.250 -0.92 31.48 0 0 0| 0 25 0 0 440 171.250 -0.95 33.54 0 0 0| 0 50 0 0 480 Total 0 0 0| 9 10,519 +9 0 Indicative a-t-m Vol 40.67 Underlying Price 312.000 Time to expiry: 288 Days Jun 11 12.250 13.500 -0.13 57.19 12.250 12.250 0 0 10| 0 2,447 0 0 200 Equity Options 21:59 Business Day Thu 2 Sep 2010 Previous Business Day Wed 1 Sep 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 | 21.500 -0.21 50.37 0 0 0| 0 4,047 0 0 240 33.000 -0.33 44.68 0 0 0| 0 27 0 0 280 40.500 -0.39 41.98 0 0 0| 0 1,329 0 0 300 49.750 -0.47 39.79 0 0 0| 0 3,124 0 0 320 60.250 -0.55 37.74 0 0 0| 0 75 0 0 340 72.750 -0.62 36.28 0 0 0| 0 45 0 0 360 101.750 -0.76 33.71 0 0 0| 0 25 0 0 400 172.500 -0.93 30.70 0 0 0| 0 25 0 0 480 Total 0 0 10| 0 11,144 0 0 Indicative a-t-m Vol 41.09 Underlying Price 312.000 Time to expiry: 470 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 10.250 -0.07 64.33 0 0 0| 0 0 0 0 140 14.000 -0.10 61.62 0 0 0| 0 0 0 0 160 18.000 -0.13 59.18 0 0 0| 0 356 0 0 180 21.500 -0.16 54.86 0 0 0| 0 124 0 0 200 31.000 -0.23 48.74 0 0 0| 0 739 0 0 240 46.000 -0.33 45.20 0 0 0| 0 5 0 0 280 62.000 -0.44 40.06 0 0 0| 0 7,124 0 0 320 71.750 -0.50 37.99 0 0 0| 0 4,500 0 0 340 83.750 -0.57 36.69 0 0 0| 0 4,500 0 0 360 110.750 -0.68 34.09 0 0 0| 0 0 0 0 400 176.500 -0.86 31.00 0 0 0| 0 0 0 0 480 Total 0 0 0| 0 17,348 0 0 Indicative a-t-m Vol 47.12 Underlying Price 312.000 Time to expiry: 652 Days Jun 12 32.750 -0.17 57.64 0 0 0| 0 0 0 0 200 48.750 -0.24 55.24 0 0 0| 0 0 0 0 240 63.250 -0.32 50.02 0 0 0| 0 0 0 0 280 81.750 -0.40 46.40 0 0 0| 0 0 0 0 320 104.000 -0.49 43.49 0 0 0| 0 0 0 0 360 130.000 -0.58 41.50 0 0 0| 0 0 0 0 400 Total 0 0 0| 0 0 0 0 Indicative a-t-m Vol 46.30 Underlying Price 312.000 Time to expiry: 841 Days Dec 12 37.000 -0.18 54.66 0 0 0| 0 10 0 0 200 55.500 -0.24 53.83 0 0 0| 0 0 0 0 240 72.250 -0.31 50.08 0 0 0| 0 0 0 0 280 88.750 -0.39 45.35 0 0 0| 0 310 0 0 320 109.500 -0.47 42.09 0 0 0| 0 0 0 0 360 132.250 -0.56 38.69 0 0 0| 0 12 0 0 400 182.750 -0.78 29.84 0 0 0| 0 0 0 0 480 Total 0 0 0| 0 332 0 0 Equity Options 21:59 Business Day Thu 2 Sep 2010 Previous Business Day Wed 1 Sep 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 97| 139 326,726 -695 0 Grand Total 0 157,318 157,593| 365 613,978 -573 0 Equity Options 21:59 Business Day Thu 2 Sep 2010 Previous Business Day Wed 1 Sep 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 34.57 Underlying Price 1084.000 Time to expiry: 15 Days Sep 10 244.500 1.00 39.77 0 0 0| 0 0 0 0 840 204.500 1.00 36.67 0 0 0| 0 0 0 0 880 164.500 0.99 34.68 0 0 0| 0 0 0 0 920 125.500 0.96 33.71 0 0 0| 0 6 0 0 960 106.500 0.94 32.13 0 0 0| 0 0 0 0 980 88.500 0.89 32.68 0 0 0| 0 66 0 0 1000 50.000 0.69 33.34 0 0 0| 0 101 0 0 1050 32.000 24.500 0.44 35.15 32.000 28.000 0 0 116| 3 2,829 -2 0 1100 15.500 11.500 0.24 37.73 15.500 15.000 0 0 27| 0 1,562 0 0 1150 6.500 0.14 42.43 0 0 0| 0 553 0 0 1200 3.500 0.08 46.55 0 0 0| 0 181 0 0 1250 3.000 0.06 53.27 0 0 0| 13 2,506 0 0 1300 1.000 0.02 60.19 0 0 0| 0 728 0 0 1400 0.500 0.01 64.02 0 0 0| 0 16 0 0 1500 Total 0 0 143| 16 8,548 -2 0 Indicative a-t-m Vol 33.05 Underlying Price 1084.000 Time to expiry: 43 Days Oct 10 168.500 0.93 33.21 0 0 0| 0 0 0 0 920 132.500 0.88 32.14 0 0 0| 0 0 0 0 960 116.500 0.83 32.55 0 0 0| 0 0 0 0 980 100.500 0.79 31.98 0 0 0| 0 25 0 0 1000 67.500 0.64 32.56 0 0 0| 0 51 0 0 1050 43.000 0.48 33.28 0 0 0| 0 51 0 0 1100 27.500 0.34 34.82 0 0 0| 0 17 0 0 1150 17.000 0.23 36.23 0 0 0| 2 186 +2 0 1200 12.000 0.16 38.78 0 0 0| 0 75 0 0 1250 8.500 0.12 41.24 0 0 0| 0 293 0 0 1300 6.000 0.08 43.29 0 0 0| 0 17 0 0 1350 Total 0 0 0| 2 715 +2 0 Indicative a-t-m Vol 33.26 Underlying Price 1084.000 Time to expiry: 78 Days Nov 10 176.500 0.88 33.04 0 0 0| 0 0 0 0 920 144.000 0.81 32.93 0 0 0| 0 0 0 0 960 115.000 0.73 32.58 0 0 0| 0 0 0 0 1000 84.500 0.62 33.09 0 0 0| 0 0 0 0 1050 68.000 60.500 0.50 33.35 68.000 68.000 0 0 1| 0 0 0 0 1100 43.500 0.39 34.26 0 0 0| 0 1 0 0 1150 30.500 0.30 35.03 0 0 0| 0 0 0 0 1200 18.000 0.18 39.20 0 0 0| 19 260 0 0 1300 Total 0 0 1| 19 261 0 0 Indicative a-t-m Vol 32.63 Underlying Price 1084.000 Time to expiry: 106 Days Dec 10 253.500 0.92 35.66 0 0 0| 0 4 0 0 840 217.500 0.89 34.46 0 0 0| 0 14 0 0 880 184.000 0.84 33.58 0 0 0| 0 16 0 0 920 Equity Options 21:59 Business Day Thu 2 Sep 2010 Previous Business Day Wed 1 Sep 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 | 152.000 0.78 32.86 0 0 0| 0 29 0 0 960 124.000 0.71 32.60 0 0 0| 0 37 0 0 1000 77.000 70.500 0.51 32.64 77.000 77.000 0 0 10| 0 784 0 0 1100 38.500 0.33 33.80 0 0 0| 0 4,648 0 0 1200 22.500 0.21 36.02 0 0 0| 1 263 0 0 1300 15.000 14.000 0.13 38.67 15.000 13.000 0 0 30| 0 190 0 0 1400 Total 0 0 40| 1 5,985 0 0 Indicative a-t-m Vol 32.21 Underlying Price 1084.000 Time to expiry: 197 Days Mar 11 233.000 0.84 33.17 0 0 0| 0 70 0 0 880 174.500 0.74 32.53 0 0 0| 0 35 0 0 960 149.000 0.68 32.39 0 0 0| 0 48 0 0 1000 97.500 0.53 32.18 0 0 0| 0 63 0 0 1100 61.000 0.38 32.16 0 0 0| 0 62 0 0 1200 23.500 20.500 0.17 31.67 23.500 23.000 0 0 78| 0 205 0 0 1400 Total 0 0 78| 0 483 0 0 Total Calls 0 0 262| 38 15,992 0 0 | Equity Options 21:59 Business Day Thu 2 Sep 2010 Previous Business Day Wed 1 Sep 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 33.62 Underlying Price 1084.000 Time to expiry: 15 Days Sep 10 0.500 -0.01 54.67 0 0 0| 0 8 0 0 840 0.500 -0.02 47.92 0 0 0| 0 49 0 0 880 1.000 -0.03 42.26 0 0 0| 0 471 0 0 920 2.000 -0.05 37.07 0 0 0| 0 772 0 0 960 3.000 -0.08 35.05 0 0 0| 23 1,405 0 0 980 4.500 4.500 -0.12 33.59 5.000 4.500 0 0 2| 1 1,947 -1 0 1000 16.000 16.000 -0.31 33.55 16.500 16.000 0 0 17| 0 956 0 0 1050 39.000 -0.57 33.66 0 0 0| 0 6,106 0 0 1100 76.500 -0.77 36.76 0 0 0| 0 10 0 0 1150 122.000 -0.86 42.61 0 0 0| 0 492 0 0 1200 170.000 -0.91 48.22 0 0 0| 0 0 0 0 1250 219.500 -0.93 55.97 0 0 0| 0 30 0 0 1300 320.000 -0.94 74.86 0 0 0| 0 0 0 0 1400 422.000 -0.93 97.54 0 0 0| 0 0 0 0 1500 Total 0 0 19| 24 12,246 -1 0 Indicative a-t-m Vol 33.20 Underlying Price 1084.000 Time to expiry: 43 Days Oct 10 3.500 -0.06 32.39 0 0 0| 0 56 0 0 920 8.000 -0.13 32.51 0 0 0| 0 17 0 0 960 12.500 -0.17 33.14 0 0 0| 191 212 +181 0 980 17.000 16.500 -0.22 32.78 17.000 17.000 0 0 25| 1 66 0 0 1000 29.500 33.000 -0.37 32.83 30.000 29.500 0 0 15| 0 179 0 0 1050 58.500 -0.52 33.37 0 0 0| 0 33 0 0 1100 92.500 -0.66 34.72 0 0 0| 0 0 0 0 1150 132.500 -0.77 36.33 0 0 0| 0 15 0 0 1200 177.500 -0.84 39.19 0 0 0| 0 0 0 0 1250 225.000 -0.87 42.98 0 0 0| 0 24 0 0 1300 274.000 -0.89 47.86 0 0 0| 0 0 0 0 1350 Total 0 0 40| 192 602 +181 0 Indicative a-t-m Vol 33.39 Underlying Price 1084.000 Time to expiry: 78 Days Nov 10 11.000 -0.12 33.03 0 0 0| 0 36 0 0 920 18.500 -0.19 33.06 0 0 0| 0 0 0 0 960 30.500 -0.27 33.17 0 0 0| 0 0 0 0 1000 49.500 -0.38 33.25 0 0 0| 0 0 0 0 1050 75.500 -0.50 33.46 0 0 0| 0 0 0 0 1100 107.000 -0.61 33.81 0 0 0| 0 0 0 0 1150 145.000 -0.71 34.96 0 0 0| 0 0 0 0 1200 230.500 -0.83 37.56 0 0 0| 0 0 0 0 1300 Total 0 0 0| 0 36 0 0 Indicative a-t-m Vol 32.89 Underlying Price 1084.000 Time to expiry: 106 Days Dec 10 6.500 -0.07 34.21 0 0 0| 0 88 0 0 840 11.500 -0.11 33.96 0 0 0| 0 1,515 0 0 880 16.000 18.500 -0.16 34.20 16.000 16.000 0 0 34| 0 135 0 0 920 27.500 -0.22 33.64 0 0 0| 0 1,401 0 0 960 Equity Options 21:59 Business Day Thu 2 Sep 2010 Previous Business Day Wed 1 Sep 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 | 38.000 39.000 -0.29 32.94 38.000 37.000 0 0 35| 1 2,531 0 0 1000 84.500 -0.49 32.88 0 0 0| 0 403 0 0 1100 152.500 -0.68 33.83 0 0 0| 0 52 0 0 1200 237.500 -0.79 36.87 0 0 0| 0 0 0 0 1300 332.500 -0.84 42.04 0 0 0| 0 0 0 0 1400 Total 0 0 69| 1 6,125 0 0 Indicative a-t-m Vol 31.91 Underlying Price 1084.000 Time to expiry: 197 Days Mar 11 24.000 25.000 -0.16 33.01 24.500 24.000 0 0 9| 4 85 +4 0 880 47.500 -0.26 32.85 0 0 0| 0 18 0 0 960 60.500 -0.32 32.24 0 0 0| 0 33 0 0 1000 104.000 108.000 -0.47 31.85 104.000 104.000 0 0 6| 10 189 0 0 1100 170.000 -0.62 31.36 0 0 0| 0 106 0 0 1200 334.000 -0.83 32.47 0 0 0| 0 61 0 0 1400 Total 0 0 15| 14 492 +4 0 Total Puts 0 0 143| 231 19,501 +184 0 Grand Total 0 63,456 63,861| 269 35,493 +184 0 Equity Options 21:59 Business Day Thu 2 Sep 2010 Previous Business Day Wed 1 Sep 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 28.04 Underlying Price 1901.000 Time to expiry: 15 Days Sep 10 501.000 1.00 69.20 0 0 0| 0 0 0 0 1400 401.000 1.00 54.78 0 0 0| 0 3 0 0 1500 301.500 0.99 48.56 0 0 0| 0 70 0 0 1600 251.500 0.99 41.61 0 0 0| 0 9 0 0 1650 201.500 0.98 35.63 0 0 0| 0 46 0 0 1700 152.000 0.97 30.70 0 0 0| 0 39 0 0 1750 104.000 0.91 26.90 0 0 0| 55 3,112 +1,519 0 1800 75.000 64.000 0.73 27.90 75.000 75.000 0 0 5| 50 79 +22 0 1850 35.000 35.000 0.49 28.04 40.000 S 35.000 0 0 59| 27 1,701 +12 0 1900 14.000 17.000 0.28 27.96 17.000 14.000 0 250 316| 22 732 -3 0 1950 6.000 7.000 0.14 27.50 8.000 S 6.000 0 0 21| 22 1,676 0 0 2000 2.500 0.500 0.02 26.21 2.500 2.500 0 0 40| 0 1,124 0 0 2100 0.500 CAB 0.00 27.46 2.000 0.500 S 0 0 45| 0 2,512 0 0 2200 CAB 0.00 32.14 0 0 0| 0 644 0 0 2400 CAB 0.00 37.11 0 0 0| 0 35 0 0 2600 CAB 0.00 40.59 0 0 0| 0 102 0 0 2800 Total 0 250 486| 176 11,884 +1,550 0 Indicative a-t-m Vol 30.38 Underlying Price 1901.000 Time to expiry: 43 Days Oct 10 401.000 1.00 42.77 0 0 0| 0 0 0 0 1500 302.500 0.97 40.24 0 0 0| 0 5 0 0 1600 206.000 0.91 34.11 0 0 0| 0 0 0 0 1700 161.500 0.82 32.27 0 0 0| 0 5 0 0 1750 125.000 0.70 32.09 0 0 0| 0 261 0 0 1800 93.000 0.58 31.05 0 0 0| 20 55 +9 0 1850 67.000 0.47 30.40 0 0 0| 0 1,842 0 0 1900 46.000 0.37 29.70 0 0 0| 4 38 +4 0 1950 30.500 31.000 0.28 29.31 30.500 30.500 0 0 2| 6 699 0 0 2000 11.500 0.13 28.16 0 0 0| 2 45 0 0 2100 4.500 0.06 28.52 0 0 0| 0 163 0 0 2200 1.000 0.01 31.46 0 0 0| 0 3 0 0 2400 Total 0 0 2| 32 3,116 +13 0 Indicative a-t-m Vol 31.44 Underlying Price 1901.000 Time to expiry: 78 Days Nov 10 403.500 0.96 42.92 0 0 0| 0 0 0 0 1500 309.000 0.89 38.29 0 0 0| 0 0 0 0 1600 227.000 0.76 36.17 0 0 0| 0 0 0 0 1700 189.500 0.70 34.84 0 0 0| 0 0 0 0 1750 156.000 0.63 33.75 0 0 0| 0 1 0 0 1800 125.500 0.57 32.57 0 0 0| 20 20 +20 0 1850 98.000 0.49 31.45 0 0 0| 0 255 0 0 1900 76.500 0.42 30.97 0 0 0| 0 0 0 0 1950 58.500 58.500 0.35 30.57 58.500 S 58.500 S 0 0 6| 30 30 +30 0 2000 16.000 0.13 29.08 0 0 0| 0 0 0 0 2200 Total 0 0 6| 50 306 +50 0 Equity Options 21:59 Business Day Thu 2 Sep 2010 Previous Business Day Wed 1 Sep 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 | Indicative a-t-m Vol 32.32 Underlying Price 1901.000 Time to expiry: 106 Days Dec 10 1261.000 1.00 81.84 0 0 0| 0 0 0 0 640 1181.000 1.00 82.57 0 0 0| 0 0 0 0 720 1101.000 1.00 80.39 0 0 0| 0 0 0 0 800 1021.000 1.00 79.66 0 0 0| 0 0 0 0 880 941.000 1.00 75.47 0 0 0| 0 0 0 0 960 901.000 1.00 68.78 0 0 0| 0 0 0 0 1000 702.000 0.99 59.91 0 0 0| 0 0 0 0 1200 502.000 0.98 43.16 0 0 0| 0 62 0 0 1400 321.000 0.82 38.14 0 0 0| 0 305 0 0 1600 246.000 0.72 36.58 0 0 0| 0 290 0 0 1700 177.000 0.62 34.42 0 0 0| 4 195 0 0 1800 120.000 0.51 32.33 0 0 0| 74 2,215 -37 0 1900 74.500 77.000 0.38 31.17 80.000 74.500 0 0 7| 0 2,481 0 0 2000 27.000 27.500 0.18 29.73 27.000 S 27.000 S 0 0 25| 94 2,531 -90 0 2200 8.500 0.07 29.19 0 0 0| 0 771 0 0 2400 4.500 0.04 32.01 0 0 0| 0 70 0 0 2600 2.500 0.02 34.99 0 0 0| 0 791 0 0 2800 Total 0 0 32| 172 9,711 -127 0 Indicative a-t-m Vol 32.71 Underlying Price 1901.000 Time to expiry: 197 Days Mar 11 515.500 0.88 41.43 0 0 0| 0 6 0 0 1400 353.000 0.77 37.25 0 0 0| 0 10 0 0 1600 283.000 0.70 35.84 0 0 0| 0 0 0 0 1700 217.000 0.62 33.84 0 0 0| 0 235 0 0 1800 164.000 0.53 32.72 0 0 0| 0 703 0 0 1900 119.000 0.43 31.63 0 0 0| 0 315 0 0 2000 58.500 0.26 30.26 0 0 0| 0 972 0 0 2200 26.000 0.14 29.24 0 0 0| 0 106 0 0 2400 11.000 0.07 29.01 0 0 0| 0 37 0 0 2600 4.000 0.03 28.24 0 0 0| 0 261 0 0 2800 Total 0 0 0| 0 2,645 0 0 Indicative a-t-m Vol 32.76 Underlying Price 1901.000 Time to expiry: 288 Days Jun 11 901.500 1.00 53.29 0 0 0| 0 0 0 0 1000 707.500 0.94 45.30 0 0 0| 0 45 0 0 1200 531.500 0.85 40.32 0 0 0| 0 36 0 0 1400 377.500 0.75 36.88 0 0 0| 0 10 0 0 1600 312.500 0.68 35.79 0 0 0| 0 0 0 0 1700 249.000 0.61 33.92 0 0 0| 0 429 0 0 1800 196.500 0.53 32.76 0 0 0| 0 29 0 0 1900 154.500 0.46 32.19 0 0 0| 0 74 0 0 2000 86.500 89.500 0.32 30.87 86.500 86.500 0 0 3| 0 5 0 0 2200 48.000 0.20 29.79 0 0 0| 0 25 0 0 2400 14.000 0.07 29.25 0 0 0| 0 50 0 0 2800 Total 0 0 3| 0 703 0 0 Indicative a-t-m Vol 34.59 Underlying Price 1901.000 Time to expiry: 470 Days Dec 11 Equity Options 21:59 Business Day Thu 2 Sep 2010 Previous Business Day Wed 1 Sep 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 | 941.000 0.99 37.37 0 0 0| 0 0 0 0 960 912.000 0.93 53.49 0 0 0| 0 0 0 0 1000 713.000 0.90 40.75 0 0 0| 0 0 0 0 1200 561.500 0.82 39.86 0 0 0| 0 0 0 0 1400 426.000 0.72 37.81 0 0 0| 0 0 0 0 1600 308.500 0.61 35.59 0 0 0| 0 0 0 0 1800 214.500 0.49 33.62 0 0 0| 0 0 0 0 2000 93.500 0.28 31.18 0 0 0| 0 0 0 0 2400 44.000 0.15 31.10 0 0 0| 0 0 0 0 2800 Total 0 0 0| 0 0 0 0 Indicative a-t-m Vol 41.42 Underlying Price 1901.000 Time to expiry: 652 Days Jun 12 488.500 0.71 41.50 0 0 0| 0 0 0 0 1600 401.500 0.63 41.65 0 0 0| 0 0 0 0 1800 324.000 0.55 41.19 0 0 0| 0 0 0 0 2000 215.500 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 42.41 Underlying Price 1901.000 Time to expiry: 841 Days Dec 12 594.000 0.79 37.93 0 0 0| 0 0 0 0 1400 516.000 0.71 41.00 0 0 0| 0 0 0 0 1600 442.500 0.64 42.00 0 0 0| 0 0 0 0 1800 381.000 0.57 42.82 0 0 0| 0 0 0 0 2000 272.500 0.45 42.31 0 0 0| 0 0 0 0 2400 200.000 0.36 42.42 0 0 0| 0 0 0 0 2800 Total 0 0 0| 0 0 0 0 Total Calls 0 250 529| 430 28,365 +1,486 0 | Equity Options 21:59 Business Day Thu 2 Sep 2010 Previous Business Day Wed 1 Sep 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 28.81 Underlying Price 1901.000 Time to expiry: 15 Days Sep 10 0.500 0.00 53.98 0 0 0| 8 80 +4 0 1400 0.500 -0.01 44.60 0 0 0| 0 154 0 0 1500 1.000 -0.02 37.42 0 0 0| 0 1,697 0 0 1600 2.500 -0.04 35.77 0 0 0| 3 60 0 0 1650 5.000 7.000 -0.10 36.78 6.000 5.000 0 0 204| 23 2,126 0 0 1700 11.500 11.500 -0.16 33.66 12.000 S 11.500 0 0 50| 55 499 -22 0 1750 15.000 20.000 -0.26 31.41 18.000 15.000 0 0 8| 65 2,069 -28 0 1800 35.500 36.500 -0.41 30.11 35.500 35.500 0 0 1| 2 61 0 0 1850 66.000 60.500 -0.58 28.83 52.000 S 52.000 S 0 250 300| 70 1,889 +68 0 1900 94.000 -0.75 27.97 0 0 0| 5 967 0 0 1950 136.000 135.000 -0.86 27.93 136.000 S 136.000 S 0 0 6| 3 2,686 0 0 2000 228.500 -0.98 26.84 0 0 0| 0 46 0 0 2100 338.000 328.000 -0.99 31.51 338.000 338.000 0 0 1| 0 583 0 0 2200 527.500 -1.00 37.69 0 0 0| 0 166 0 0 2400 727.500 -1.00 50.75 0 0 0| 0 6 0 0 2600 928.000 -1.00 64.33 0 0 0| 0 11 0 0 2800 Total 0 250 570| 234 13,100 +22 0 Indicative a-t-m Vol 30.50 Underlying Price 1901.000 Time to expiry: 43 Days Oct 10 6.500 -0.05 41.67 0 0 0| 0 0 0 0 1500 12.000 -0.10 37.34 0 0 0| 5 504 0 0 1600 25.000 -0.19 34.54 0 0 0| 9 1,034 0 0 1700 37.000 -0.26 33.78 0 0 0| 0 11 0 0 1750 51.500 -0.34 32.61 0 0 0| 5 90 +1 0 1800 70.000 -0.43 31.49 0 0 0| 0 36 0 0 1850 91.000 94.000 -0.53 30.52 91.000 89.000 0 0 10| 0 26 0 0 1900 122.500 -0.63 29.61 0 0 0| 0 256 0 0 1950 157.000 -0.73 29.12 0 0 0| 0 16 0 0 2000 237.000 -0.88 27.24 0 0 0| 0 23 0 0 2100 330.000 -0.96 26.25 0 0 0| 0 6 0 0 2200 527.500 -1.00 23.30 0 0 0| 0 8 0 0 2400 Total 0 0 10| 19 2,010 +1 0 Indicative a-t-m Vol 31.52 Underlying Price 1901.000 Time to expiry: 78 Days Nov 10 19.500 -0.10 41.34 0 0 0| 0 6 0 0 1500 31.500 -0.16 38.23 0 0 0| 0 11 0 0 1600 52.500 50.500 -0.25 35.60 52.500 52.500 0 0 5| 0 92 0 0 1700 63.500 -0.30 34.37 0 0 0| 0 3 0 0 1750 75.000 80.500 -0.37 33.43 75.000 75.000 0 0 4| 0 22 0 0 1800 100.000 -0.44 32.35 0 0 0| 0 0 0 0 1850 123.500 -0.51 31.53 0 0 0| 0 10 0 0 1900 151.500 -0.58 30.98 0 0 0| 0 0 0 0 1950 182.000 182.000 -0.65 30.00 182.000 S 182.000 S 0 0 6| 0 0 0 0 2000 339.500 -0.88 28.08 0 0 0| 0 0 0 0 2200 Total 0 0 15| 0 144 0 0 Equity Options 21:59 Business Day Thu 2 Sep 2010 Previous Business Day Wed 1 Sep 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 | Indicative a-t-m Vol 32.39 Underlying Price 1901.000 Time to expiry: 106 Days Dec 10 CAB 0.00 67.29 0 0 0| 0 7 0 0 640 0.500 0.00 66.54 0 0 0| 0 20 0 0 720 1.000 -0.01 66.20 0 0 0| 0 11 0 0 800 2.500 -0.01 64.84 0 0 0| 0 25 0 0 880 4.500 -0.02 63.47 0 0 0| 0 79 0 0 960 6.000 -0.02 63.03 0 0 0| 0 54 0 0 1000 8.000 -0.04 49.46 0 0 0| 0 211 0 0 1200 18.500 -0.08 42.88 0 0 0| 0 311 0 0 1400 45.500 45.500 -0.19 38.34 45.500 45.500 0 0 2| 10 1,059 0 0 1600 69.500 -0.27 36.28 0 0 0| 0 1,089 0 0 1700 98.500 100.500 -0.38 34.15 98.500 98.500 0 0 5| 0 2,921 0 0 1800 140.000 144.500 -0.49 32.40 140.000 140.000 0 0 2| 114 973 -50 0 1900 201.500 -0.62 31.25 0 0 0| 0 1,872 0 0 2000 351.500 -0.82 29.70 0 0 0| 114 983 0 0 2200 532.000 -0.95 27.67 0 0 0| 0 40 0 0 2400 728.000 -0.99 28.25 0 0 0| 0 0 0 0 2600 929.500 -0.98 37.26 0 0 0| 0 24 0 0 2800 Total 0 0 9| 238 9,679 -50 0 Indicative a-t-m Vol 32.34 Underlying Price 1901.000 Time to expiry: 197 Days Mar 11 45.500 -0.14 40.67 0 0 0| 0 24 0 0 1400 86.000 -0.25 36.58 0 0 0| 0 132 0 0 1600 117.000 -0.32 35.06 0 0 0| 0 40 0 0 1700 156.500 -0.41 33.71 0 0 0| 0 658 0 0 1800 204.000 -0.50 32.36 0 0 0| 0 284 0 0 1900 261.000 -0.59 31.24 0 0 0| 0 320 0 0 2000 404.000 -0.75 30.01 0 0 0| 0 26 0 0 2200 572.000 -0.87 28.59 0 0 0| 0 16 0 0 2400 757.000 -0.94 27.61 0 0 0| 0 18 0 0 2600 956.500 -0.95 32.57 0 0 0| 0 0 0 0 2800 Total 0 0 0| 0 1,518 0 0 Indicative a-t-m Vol 32.56 Underlying Price 1901.000 Time to expiry: 288 Days Jun 11 18.500 -0.05 47.78 0 0 0| 0 211 0 0 1000 37.000 -0.09 43.27 0 0 0| 0 18 0 0 1200 66.500 -0.16 39.31 0 0 0| 0 75 0 0 1400 118.000 -0.27 36.50 0 0 0| 0 25 0 0 1600 152.500 -0.33 35.22 0 0 0| 0 40 0 0 1700 195.000 192.500 -0.40 33.77 195.000 195.000 0 0 4| 6 433 +3 0 1800 240.500 -0.48 32.57 0 0 0| 0 1 0 0 1900 297.500 -0.55 31.76 0 0 0| 0 177 0 0 2000 434.000 -0.69 30.63 0 0 0| 0 5 0 0 2200 593.500 -0.81 29.63 0 0 0| 0 21 0 0 2400 958.500 -0.94 28.85 0 0 0| 0 3 0 0 2800 Total 0 0 4| 6 1,009 +3 0 Indicative a-t-m Vol 34.07 Underlying Price 1901.000 Time to expiry: 470 Days Dec 11 Equity Options 21:59 Business Day Thu 2 Sep 2010 Previous Business Day Wed 1 Sep 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 | 31.500 -0.06 44.82 0 0 0| 0 0 0 0 960 37.000 -0.07 44.48 0 0 0| 0 0 0 0 1000 72.000 -0.13 42.19 0 0 0| 0 0 0 0 1200 119.500 -0.21 39.63 0 0 0| 0 0 0 0 1400 184.000 -0.30 37.11 0 0 0| 0 0 0 0 1600 268.000 -0.41 34.99 0 0 0| 0 0 0 0 1800 375.500 -0.52 33.16 0 0 0| 0 250 0 0 2000 654.500 -0.73 30.73 0 0 0| 0 0 0 0 2400 998.500 -0.87 29.61 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 1901.000 Time to expiry: 652 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 502.500 -0.46 40.95 0 0 0| 0 0 0 0 2000 788.000 -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 42.18 Underlying Price 1901.000 Time to expiry: 841 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 567.500 -0.44 41.99 0 0 0| 0 0 0 0 2000 844.500 -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 0 250 608| 497 27,710 -24 0 Grand Total 0 126,090 126,727| 927 56,075 +1,462 0 Equity Options 21:59 Business Day Thu 2 Sep 2010 Previous Business Day Wed 1 Sep 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 33.24 Underlying Price 392.600 Time to expiry: 15 Days Sep 10 192.750 1.00 111.27 0 0 0| 0 0 0 0 200 172.750 1.00 97.23 0 0 0| 0 0 0 0 220 152.750 1.00 87.65 0 0 0| 0 0 0 0 240 132.750 1.00 76.16 0 0 0| 0 93 0 0 260 112.750 0.99 67.23 0 0 0| 0 7 0 0 280 92.750 0.99 55.95 0 0 0| 0 162 0 0 300 73.000 0.98 48.56 0 0 0| 0 76 0 0 320 53.250 0.96 41.70 0 0 0| 6 3,453 +6 0 340 34.750 0.87 38.46 0 0 0| 0 6,514 0 0 360 26.500 0.79 37.33 0 0 0| 0 12 0 0 370 18.750 0.69 35.20 0 0 0| 3 694 0 0 380 12.500 0.55 33.94 0 0 0| 0 314 0 0 390 6.750 7.250 0.40 31.60 8.500 6.000 0 0 282| 250 5,231 +250 0 400 3.750 4.250 0.27 32.02 3.750 3.750 0 0 2| 0 1,042 0 0 410 2.250 2.000 0.16 31.38 2.500 2.250 0 0 20| 2 4,177 -2 0 420 1.250 0.10 32.87 0 0 0| 0 128 0 0 430 0.750 0.06 33.70 0 0 0| 0 13,989 -100 0 440 0.250 0.03 38.97 0 0 0| 0 24,514 0 0 460 CAB 0.01 40.81 0 0 0| 0 11,425 0 0 480 CAB 0.00 40.99 0 0 0| 2 4,983 -2 0 500 CAB 0.00 41.43 0 0 0| 0 15,243 0 0 520 CAB 0.00 39.59 0 0 0| 0 9,326 0 0 560 CAB 0.00 39.13 0 0 0| 0 5,358 0 0 600 CAB 0.00 38.11 0 0 0| 0 4,964 0 0 640 CAB 0.00 38.99 0 0 0| 0 2,003 0 0 680 CAB 0.00 38.36 0 0 0| 0 2,104 0 0 720 Total 0 0 304| 263 115,812 +152 0 Indicative a-t-m Vol 34.22 Underlying Price 392.600 Time to expiry: 43 Days Oct 10 75.250 0.92 44.07 0 0 0| 0 21 0 0 320 57.000 0.86 40.80 0 0 0| 0 0 0 0 340 40.250 0.77 37.79 0 0 0| 0 0 0 0 360 32.500 0.71 35.64 0 0 0| 0 0 0 0 370 26.250 0.63 35.43 0 0 0| 35 86 +10 0 380 18.750 20.250 0.55 34.39 18.750 S 18.750 S 0 0 1| 0 11 0 0 390 15.250 0.46 33.81 0 0 0| 0 310 0 0 400 11.250 0.38 33.36 0 0 0| 6 29 +6 0 410 7.250 8.000 0.30 32.84 7.500 7.250 0 0 90| 2 3,476 +2 0 420 5.500 0.23 32.54 0 0 0| 0 88 0 0 430 3.750 0.17 32.22 0 0 0| 0 6,026 0 0 440 2.000 0.10 33.61 0 0 0| 0 52 0 0 460 1.000 0.06 34.83 0 0 0| 0 330 0 0 480 0.750 0.04 37.79 0 0 0| 0 45 0 0 500 0.250 0.02 41.60 0 0 0| 0 0 0 0 540 0.250 0.01 43.77 0 0 0| 0 0 0 0 560 Total 0 0 91| 43 10,474 +18 0 Equity Options 21:59 Business Day Thu 2 Sep 2010 Previous Business Day Wed 1 Sep 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 35.02 Underlying Price 392.600 Time to expiry: 78 Days Nov 10 78.500 0.87 42.49 0 0 0| 0 0 0 0 320 61.750 0.81 40.19 0 0 0| 0 0 0 0 340 46.250 0.72 37.93 0 0 0| 0 0 0 0 360 39.250 0.67 36.87 0 0 0| 0 0 0 0 370 33.000 0.61 36.33 0 0 0| 0 1 0 0 380 27.250 0.55 35.31 0 0 0| 0 25 0 0 390 22.000 0.49 34.34 0 0 0| 0 50 0 0 400 12.000 14.250 0.37 33.60 15.000 12.000 0 0 12| 5 25 +5 0 420 8.750 0.26 33.12 0 0 0| 18 52 +18 0 440 Total 0 0 12| 23 153 +23 0 Indicative a-t-m Vol 34.85 Underlying Price 392.600 Time to expiry: 106 Days Dec 10 194.500 0.98 69.67 0 0 0| 0 50 0 0 200 155.000 0.96 56.28 0 0 0| 0 50 0 0 240 135.750 0.95 50.58 0 0 0| 0 50 0 0 260 117.000 0.93 47.50 0 0 0| 0 62 0 0 280 98.750 0.89 44.84 0 0 0| 0 1,281 0 0 300 81.250 0.85 41.80 0 0 0| 0 1,837 0 0 320 65.000 0.78 39.90 0 0 0| 0 1,288 0 0 340 51.000 50.250 0.70 37.79 51.000 51.000 0 0 100| 0 3,508 0 0 360 37.500 0.61 36.43 0 0 0| 0 2,364 0 0 380 25.750 26.000 0.50 34.00 25.750 24.000 S 0 0 485| 16 6,179 +5 0 400 17.750 0.39 33.33 0 0 0| 125 9,125 +45 0 420 12.000 0.30 33.12 0 0 0| 0 9,130 0 0 440 7.750 0.21 32.66 0 0 0| 0 8,819 0 0 460 5.000 5.250 0.15 33.03 5.000 S 4.750 S 0 0 10| 0 10,320 0 0 480 2.500 3.750 0.11 34.20 2.500 S 2.500 S 0 0 10| 0 11,269 0 0 500 2.000 0.07 32.70 0 0 0| 0 12,441 0 0 520 1.000 0.04 34.32 0 0 0| 20 13,063 -20 0 560 0.500 0.02 35.00 0 0 0| 0 9,580 0 0 600 0.250 0.01 36.00 0 0 0| 0 6,999 0 0 640 CAB 0.00 37.00 0 0 0| 0 3,367 0 0 680 CAB 0.00 38.00 0 0 0| 0 11,342 0 0 720 Total 0 0 605| 161 122,124 +30 0 Indicative a-t-m Vol 35.24 Underlying Price 392.600 Time to expiry: 197 Days Mar 11 195.500 0.97 57.57 0 0 0| 0 0 0 0 200 157.750 0.94 51.54 0 0 0| 0 100 0 0 240 122.000 0.88 46.32 0 0 0| 0 120 0 0 280 88.750 0.80 41.78 0 0 0| 0 90 0 0 320 74.000 0.74 40.12 0 0 0| 0 1,046 0 0 340 60.000 0.68 38.23 0 0 0| 0 3,165 0 0 360 47.000 0.60 36.06 0 0 0| 0 778 0 0 380 36.000 36.500 0.52 34.81 36.000 36.000 0 0 25| 24 4,501 0 0 400 24.500 27.500 0.44 33.67 25.750 24.500 S 0 0 300| 2 8,231 0 0 420 20.500 0.36 33.03 0 0 0| 0 8,866 0 0 440 Equity Options 21:59 Business Day Thu 2 Sep 2010 Previous Business Day Wed 1 Sep 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 | 15.000 0.29 32.30 0 0 0| 20 3,316 +20 0 460 10.750 0.23 31.93 0 0 0| 0 3,614 0 0 480 5.000 0.13 30.81 0 0 0| 0 1,500 0 0 520 2.250 0.06 29.78 0 0 0| 0 2,409 0 0 560 1.000 0.03 30.13 0 0 0| 0 2,596 0 0 600 0.500 0.02 30.56 0 0 0| 0 447 0 0 640 0.250 0.01 31.34 0 0 0| 0 107 0 0 680 0.250 0.01 32.44 0 0 0| 0 2 0 0 720 Total 0 0 325| 46 40,888 +20 0 Indicative a-t-m Vol 35.63 Underlying Price 392.600 Time to expiry: 288 Days Jun 11 196.500 0.96 54.47 0 0 0| 0 740 0 0 200 160.000 0.92 49.87 0 0 0| 0 80 0 0 240 124.750 0.86 44.26 0 0 0| 0 56 0 0 280 93.250 0.78 40.57 0 0 0| 0 168 0 0 320 66.500 0.67 37.88 0 0 0| 0 315 0 0 360 54.500 0.60 36.46 0 0 0| 0 16 0 0 380 44.000 0.54 35.18 0 0 0| 0 1,653 0 0 400 35.000 0.47 34.12 0 0 0| 0 50 0 0 420 27.500 0.40 33.27 0 0 0| 148 2,754 -28 0 440 21.000 0.33 32.30 0 0 0| 0 55 0 0 460 15.000 16.250 0.28 31.81 15.000 15.000 0 0 10| 0 5,246 0 0 480 4.750 0.11 29.95 0 0 0| 0 3,517 0 0 560 3.000 0.07 30.74 0 0 0| 0 0 0 0 600 1.750 0.04 30.40 0 0 0| 0 1,251 0 0 640 0.750 0.02 31.52 0 0 0| 0 56 0 0 720 Total 0 0 10| 148 15,957 -28 0 Indicative a-t-m Vol 35.32 Underlying Price 392.600 Time to expiry: 470 Days Dec 11 198.000 0.95 52.38 0 0 0| 0 0 0 0 200 162.750 0.90 47.92 0 0 0| 0 1 0 0 240 130.000 0.84 43.70 0 0 0| 0 0 0 0 280 100.000 0.76 40.00 0 0 0| 0 1,828 0 0 320 74.500 0.66 37.21 0 0 0| 0 1,509 0 0 360 53.250 0.55 34.92 0 0 0| 0 2,184 0 0 400 36.000 0.43 32.82 0 0 0| 0 4,267 0 0 440 24.250 0.33 31.73 0 0 0| 10 1,510 +10 0 480 10.750 0.18 30.54 0 0 0| 0 3,420 0 0 560 5.250 0.10 30.85 0 0 0| 0 1,504 0 0 640 2.000 0.04 29.70 0 0 0| 0 1,780 0 0 720 Total 0 0 0| 10 18,003 +10 0 Indicative a-t-m Vol 36.14 Underlying Price 392.600 Time to expiry: 652 Days Jun 12 167.750 0.88 49.66 0 0 0| 0 0 0 0 240 108.500 0.74 41.66 0 0 0| 0 0 0 0 320 83.250 0.66 38.42 0 0 0| 0 0 0 0 360 61.750 0.56 35.66 0 0 0| 0 0 0 0 400 46.250 0.47 34.45 0 0 0| 0 0 0 0 440 Equity Options 21:59 Business Day Thu 2 Sep 2010 Previous Business Day Wed 1 Sep 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 | 34.500 0.38 33.66 0 0 0| 0 0 0 0 480 Total 0 0 0| 0 0 0 0 Indicative a-t-m Vol 35.58 Underlying Price 392.600 Time to expiry: 841 Days Dec 12 169.000 0.87 48.19 0 0 0| 0 0 0 0 240 139.750 0.81 44.58 0 0 0| 0 0 0 0 280 112.500 0.74 41.00 0 0 0| 0 3 0 0 320 87.750 0.66 37.71 0 0 0| 0 15 0 0 360 67.000 0.57 35.13 0 0 0| 2 617 +2 0 400 51.000 0.48 33.55 0 0 0| 2 604 +2 0 440 36.500 0.39 31.49 0 0 0| 0 0 0 0 480 18.000 0.24 28.88 0 0 0| 0 10 0 0 560 9.250 0.14 27.88 0 0 0| 0 300 0 0 640 5.250 0.09 27.71 0 0 0| 0 0 0 0 720 Total 0 0 0| 4 1,549 +4 0 Total Calls 0 0 1,347| 698 324,960 +229 0 | Equity Options 21:59 Business Day Thu 2 Sep 2010 Previous Business Day Wed 1 Sep 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 32.87 Underlying Price 392.600 Time to expiry: 15 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 -0.02 50.92 0 0 0| 0 2,280 0 0 320 1.000 -0.06 44.87 0 0 0| 0 1,785 0 0 340 2.000 2.500 -0.14 40.04 2.000 2.000 0 0 1| 0 9,335 0 0 360 3.500 -0.21 36.46 0 0 0| 1 20 +1 0 370 5.500 -0.30 32.98 0 0 0| 26 2,511 -25 0 380 9.500 -0.45 32.86 0 0 0| 0 308 0 0 390 15.000 -0.59 32.88 0 0 0| 1 5,721 -1 0 400 21.500 -0.73 32.22 0 0 0| 5 40 0 0 410 31.750 29.750 -0.82 33.53 31.750 S 31.000 0 0 8| 0 604 0 0 420 38.750 -0.90 33.53 0 0 0| 0 34 0 0 430 48.000 -0.95 33.53 0 0 0| 0 1,918 0 0 440 70.250 67.500 -0.99 33.16 70.250 S 70.250 S 0 0 4| 0 1,844 0 0 460 87.500 -1.00 32.02 0 0 0| 15 7,281 -11 0 480 107.500 -1.00 32.77 0 0 0| 0 3 0 0 500 127.500 -1.00 32.77 0 0 0| 0 4,443 0 0 520 167.500 167.500 -1.00 31.73 168.500 167.500 0 0 45| 0 4,784 0 0 560 207.500 -1.00 35.00 0 0 0| 0 2,542 0 0 600 247.500 -1.00 36.32 0 0 0| 0 1,258 0 0 640 287.500 -1.00 41.37 0 0 0| 0 25 0 0 680 327.500 -1.00 42.59 0 0 0| 0 0 0 0 720 Total 0 0 58| 48 58,878 -36 0 Indicative a-t-m Vol 34.29 Underlying Price 392.600 Time to expiry: 43 Days Oct 10 2.500 -0.08 45.49 0 0 0| 0 34 0 0 320 4.000 -0.14 40.68 0 0 0| 0 2 0 0 340 8.000 7.500 -0.23 38.02 8.000 8.000 0 0 23| 0 2,918 0 0 360 10.000 -0.30 36.71 0 0 0| 10 12 +10 0 370 13.250 -0.37 35.66 0 0 0| 221 9,064 +2 0 380 18.750 17.500 -0.45 34.75 18.750 S 18.750 S 0 0 1| 0 65 0 0 390 22.000 -0.54 33.22 0 0 0| 0 374 0 0 400 28.500 -0.62 33.54 0 0 0| 5 1,043 +5 0 410 35.500 -0.70 33.86 0 0 0| 0 44 0 0 420 42.750 -0.77 32.73 0 0 0| 0 10 0 0 430 51.000 -0.83 32.44 0 0 0| 0 7 0 0 440 68.750 -0.91 32.53 0 0 0| 0 1 0 0 460 88.000 -0.95 34.16 0 0 0| 0 0 0 0 480 108.250 -0.96 39.68 0 0 0| 0 0 0 0 500 147.500 -0.99 38.57 0 0 0| 0 1 0 0 540 167.750 -0.98 49.16 0 0 0| 0 0 0 0 560 Total 0 0 24| 236 13,575 +17 0 Equity Options 21:59 Business Day Thu 2 Sep 2010 Previous Business Day Wed 1 Sep 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 34.64 Underlying Price 392.600 Time to expiry: 78 Days Nov 10 5.750 -0.13 43.43 0 0 0| 0 0 0 0 320 8.250 -0.19 39.48 0 0 0| 0 55 0 0 340 13.000 -0.28 37.80 0 0 0| 0 44 0 0 360 16.250 -0.33 36.96 0 0 0| 0 0 0 0 370 19.500 -0.39 35.90 0 0 0| 0 10 0 0 380 24.000 23.750 -0.45 34.72 24.000 24.000 0 0 30| 0 0 0 0 390 29.000 -0.51 34.45 0 0 0| 0 0 0 0 400 41.250 -0.63 34.25 0 0 0| 0 0 0 0 420 55.250 -0.75 32.81 0 0 0| 5 5 +5 0 440 Total 0 0 30| 5 114 +5 0 Indicative a-t-m Vol 34.77 Underlying Price 392.600 Time to expiry: 106 Days Dec 10 0.500 -0.01 59.75 0 0 0| 30 1,090 +1 0 200 2.750 2.500 -0.04 58.75 2.750 2.500 0 0 200| 200 3,302 +20 0 240 3.500 -0.06 55.29 0 0 0| 0 588 0 0 260 4.250 -0.08 49.46 0 0 0| 150 17,006 0 0 280 5.750 -0.11 45.55 0 0 0| 0 13,702 0 0 300 8.250 -0.16 42.66 0 0 0| 10 6,070 0 0 320 13.000 12.000 -0.22 40.29 13.000 13.000 0 0 25| 0 4,717 0 0 340 18.250 17.000 -0.30 38.18 18.250 17.750 0 0 52| 0 14,213 0 0 360 25.000 23.250 -0.39 35.46 25.000 25.000 0 0 8| 15 1,439 0 0 380 33.000 -0.50 34.40 0 0 0| 0 8,575 0 0 400 45.000 -0.61 33.91 0 0 0| 0 7,340 0 0 420 58.750 -0.70 33.42 0 0 0| 0 2,995 0 0 440 74.500 -0.79 32.81 0 0 0| 0 4,619 0 0 460 91.500 -0.85 32.59 0 0 0| 20 11,927 -20 0 480 109.750 -0.90 32.56 0 0 0| 0 2,829 0 0 500 128.750 -0.94 33.02 0 0 0| 0 14,558 0 0 520 167.750 -0.97 34.65 0 0 0| 0 11,487 0 0 560 207.750 -0.98 39.19 0 0 0| 0 7,451 0 0 600 247.750 -0.98 43.98 0 0 0| 0 3,376 0 0 640 287.750 -0.98 49.74 0 0 0| 0 34 0 0 680 328.000 -0.98 55.54 0 0 0| 0 150 0 0 720 Total 0 0 285| 425 137,468 +1 0 Indicative a-t-m Vol 34.03 Underlying Price 392.600 Time to expiry: 197 Days Mar 11 3.000 -0.04 58.22 0 0 0| 0 102 0 0 200 4.750 -0.06 49.85 0 0 0| 75 750 0 0 240 9.000 -0.12 45.37 0 0 0| 0 418 0 0 280 16.000 -0.21 40.91 0 0 0| 0 1,411 0 0 320 20.750 -0.26 38.72 0 0 0| 0 2,251 0 0 340 26.250 -0.33 36.37 0 0 0| 69 454 -39 0 360 34.000 -0.40 34.80 0 0 0| 0 485 0 0 380 43.500 -0.49 33.61 0 0 0| 0 363 0 0 400 54.250 -0.57 32.18 0 0 0| 0 301 0 0 420 68.000 -0.65 31.86 0 0 0| 0 417 0 0 440 82.750 -0.72 31.50 0 0 0| 20 2,162 +20 0 460 Equity Options 21:59 Business Day Thu 2 Sep 2010 Previous Business Day Wed 1 Sep 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 | 98.000 -0.79 30.17 0 0 0| 0 1,521 0 0 480 132.500 -0.89 28.71 0 0 0| 0 1,368 0 0 520 169.750 -0.96 27.00 0 0 0| 0 192 0 0 560 208.500 -0.99 24.38 0 0 0| 0 151 0 0 600 248.250 -1.00 24.06 0 0 0| 0 15 0 0 640 288.000 -1.00 19.81 0 0 0| 0 25 0 0 680 328.000 -1.00 17.98 0 0 0| 0 0 0 0 720 Total 0 0 0| 164 12,386 -19 0 Indicative a-t-m Vol 34.37 Underlying Price 392.600 Time to expiry: 288 Days Jun 11 6.000 -0.06 56.38 0 0 0| 0 102 0 0 200 8.500 -0.09 48.50 0 0 0| 50 465 0 0 240 13.750 13.500 -0.15 43.01 13.750 13.750 0 0 42| 0 320 0 0 280 21.750 22.000 -0.23 39.26 21.750 21.750 0 0 3| 0 556 0 0 320 36.250 35.250 -0.34 36.69 36.250 35.000 0 0 25| 0 784 0 0 360 40.500 43.500 -0.41 35.22 40.500 40.500 0 0 20| 20 27 +20 0 380 53.000 -0.48 33.91 0 0 0| 0 1,058 0 0 400 64.000 -0.55 32.89 0 0 0| 0 9 0 0 420 76.750 -0.61 32.17 0 0 0| 0 4,546 0 0 440 90.000 -0.68 31.02 0 0 0| 0 75 0 0 460 105.250 -0.74 30.49 0 0 0| 0 2,982 0 0 480 174.250 -0.91 28.47 0 0 0| 0 301 0 0 560 211.250 -0.97 25.01 0 0 0| 0 40 0 0 600 250.250 -0.99 22.34 0 0 0| 0 8 0 0 640 329.500 -1.00 24.75 0 0 0| 0 0 0 0 720 Total 0 0 90| 70 11,273 +20 0 Indicative a-t-m Vol 33.79 Underlying Price 392.600 Time to expiry: 470 Days Dec 11 10.250 -0.08 50.86 0 0 0| 0 4 0 0 200 15.750 -0.13 45.85 0 0 0| 25 109 0 0 240 22.250 -0.18 40.58 0 0 0| 0 534 0 0 280 34.500 -0.27 38.37 0 0 0| 0 3,217 0 0 320 49.000 -0.37 35.48 0 0 0| 0 1,546 0 0 360 68.250 -0.48 33.43 0 0 0| 0 1,181 0 0 400 90.500 -0.60 30.72 0 0 0| 0 3,004 0 0 440 117.500 -0.71 28.60 0 0 0| 10 1,107 +10 0 480 185.500 -0.85 28.08 0 0 0| 0 1,300 0 0 560 260.250 -0.93 28.43 0 0 0| 0 502 0 0 640 337.000 -0.97 27.26 0 0 0| 0 0 0 0 720 Total 0 0 0| 35 12,504 +10 0 Indicative a-t-m Vol 34.80 Underlying Price 392.600 Time to expiry: 652 Days Jun 12 27.000 -0.15 48.51 0 0 0| 0 0 0 0 240 49.500 -0.29 41.01 0 0 0| 0 0 0 0 320 63.500 -0.37 37.23 0 0 0| 0 0 0 0 360 81.500 -0.46 34.29 0 0 0| 0 0 0 0 400 103.000 -0.57 31.58 0 0 0| 0 0 0 0 440 130.250 -0.66 30.16 0 0 0| 0 0 0 0 480 Total 0 0 0| 0 0 0 0 Equity Options 21:59 Business Day Thu 2 Sep 2010 Previous Business Day Wed 1 Sep 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 34.07 Underlying Price 392.600 Time to expiry: 841 Days Dec 12 29.250 -0.16 44.16 0 0 0| 0 15 0 0 240 45.250 -0.22 43.89 0 0 0| 0 10 0 0 280 57.500 -0.29 39.92 0 0 0| 0 0 0 0 320 72.000 -0.37 36.40 0 0 0| 0 261 0 0 360 90.250 -0.46 33.58 0 0 0| 0 600 0 0 400 110.750 -0.55 30.62 0 0 0| 0 600 0 0 440 136.250 -0.65 28.65 0 0 0| 0 0 0 0 480 197.250 -0.80 26.15 0 0 0| 0 14 0 0 560 262.750 -0.97 18.27 0 0 0| 0 300 0 0 640 340.750 -0.97 21.94 0 0 0| 0 0 0 0 720 Total 0 0 0| 0 1,800 0 0 Total Puts 0 0 487| 983 247,998 -2 0 Grand Total 0 174,504 176,338| 1,681 572,958 +227 0 Equity Options 21:59 Business Day Thu 2 Sep 2010 Previous Business Day Wed 1 Sep 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 27.72 Underlying Price 221.600 Time to expiry: 15 Days Sep 10 61.750 1.00 36.39 0 0 0| 0 26 0 0 160 51.750 1.00 35.09 0 0 0| 0 0 0 0 170 41.750 1.00 34.02 0 0 0| 4 4 0 0 180 36.750 1.00 33.22 0 0 0| 0 0 0 0 185 31.750 0.99 32.96 0 0 0| 0 8 0 0 190 26.750 0.98 31.64 0 0 0| 0 0 0 0 195 22.000 0.95 31.37 0 0 0| 0 21 0 0 200 17.250 0.90 30.05 0 0 0| 0 0 0 0 205 13.000 0.82 28.56 0 0 0| 2 100 -2 0 210 9.250 0.71 28.30 0 0 0| 0 1 0 0 215 6.000 0.56 27.76 0 0 0| 0 535 0 0 220 3.750 0.41 27.67 0 0 0| 0 0 0 0 225 2.000 0.27 27.57 0 0 0| 0 5,110 0 0 230 1.250 0.18 30.00 0 0 0| 0 100 0 0 235 1.250 0.15 34.92 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 0| 6 5,973 -2 0 Indicative a-t-m Vol 29.39 Underlying Price 221.600 Time to expiry: 43 Days Oct 10 42.250 0.96 34.86 0 0 0| 0 0 0 0 180 32.750 0.92 32.90 0 0 0| 0 0 0 0 190 28.250 0.89 31.78 0 0 0| 0 0 0 0 195 23.750 0.85 30.51 0 0 0| 0 0 0 0 200 19.500 0.79 29.44 0 0 0| 0 0 0 0 205 15.750 0.72 29.16 0 0 0| 0 1 0 0 210 12.750 0.64 29.28 0 0 0| 0 0 0 0 215 10.000 0.55 29.39 0 0 0| 0 0 0 0 220 7.500 0.46 29.39 0 0 0| 0 0 0 0 225 5.500 5.750 0.38 29.59 5.500 S 5.500 S 0 0 10| 0 20 0 0 230 4.250 0.30 29.67 0 0 0| 0 0 0 0 235 3.000 0.24 29.81 0 0 0| 0 0 0 0 240 0.750 0.07 30.51 0 0 0| 0 0 0 0 260 0.250 0.02 30.93 0 0 0| 0 0 0 0 280 Total 0 0 10| 0 21 0 0 Indicative a-t-m Vol 32.37 Underlying Price 221.600 Time to expiry: 78 Days Nov 10 35.000 0.85 35.49 0 0 0| 0 0 0 0 190 26.750 0.77 33.30 0 0 0| 0 0 0 0 200 23.000 0.73 32.45 0 0 0| 0 0 0 0 205 19.750 0.67 32.32 0 0 0| 0 0 0 0 210 17.000 0.61 32.65 0 0 0| 0 0 0 0 215 Equity Options 21:59 Business Day Thu 2 Sep 2010 Previous Business Day Wed 1 Sep 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 | 14.250 0.55 32.44 0 0 0| 0 0 0 0 220 12.000 0.49 32.27 0 0 0| 0 0 0 0 225 10.250 0.44 33.01 0 0 0| 0 0 0 0 230 6.500 0.33 31.93 0 0 0| 0 0 0 0 240 2.250 0.15 30.25 0 0 0| 0 0 0 0 260 Total 0 0 0| 0 0 0 0 Indicative a-t-m Vol 33.46 Underlying Price 221.600 Time to expiry: 106 Days Dec 10 62.750 0.96 36.19 0 0 0| 0 5 0 0 160 53.250 0.93 35.22 0 0 0| 0 0 0 0 170 44.500 0.89 34.37 0 0 0| 0 30 0 0 180 36.000 0.83 33.60 0 0 0| 0 0 0 0 190 28.750 0.75 33.39 0 0 0| 0 9 0 0 200 22.250 0.66 33.28 0 0 0| 0 8 0 0 210 17.000 0.56 33.49 0 0 0| 0 150 0 0 220 12.500 0.46 33.35 0 0 0| 0 16 0 0 230 9.250 0.37 33.55 0 0 0| 0 14 0 0 240 5.000 0.23 34.46 0 0 0| 0 2,540 0 0 260 3.000 0.14 36.61 0 0 0| 0 3,054 0 0 280 0.750 0.05 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 221.600 Time to expiry: 197 Days Mar 11 65.250 0.91 37.47 0 0 0| 0 0 0 0 160 48.750 0.82 36.43 0 0 0| 0 0 0 0 180 41.500 0.77 35.86 0 0 0| 0 0 0 0 190 34.750 0.71 35.28 0 0 0| 0 5 0 0 200 28.750 0.64 34.89 0 0 0| 0 0 0 0 210 23.750 0.57 34.65 0 0 0| 4 4 +4 0 220 19.250 0.50 34.65 0 0 0| 0 10 0 0 230 15.750 0.43 34.65 0 0 0| 0 0 0 0 240 6.500 0.22 34.91 0 0 0| 0 0 0 0 280 Total 0 0 0| 4 19 +4 0 Total Calls 0 0 10| 10 11,847 +2 0 | Equity Options 21:59 Business Day Thu 2 Sep 2010 Previous Business Day Wed 1 Sep 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 32.36 Underlying Price 221.600 Time to expiry: 15 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 0.00 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 -0.02 37.42 0 0 0| 0 2,830 0 0 190 0.250 -0.04 36.69 0 0 0| 0 0 0 0 195 0.500 -0.08 35.97 0 0 0| 4 145 -4 0 200 1.000 -0.13 34.69 0 0 0| 0 0 0 0 205 2.000 -0.21 33.44 0 0 0| 0 263 0 0 210 3.250 -0.32 33.03 0 0 0| 0 15 0 0 215 5.250 -0.44 32.65 0 0 0| 0 645 0 0 220 7.750 -0.58 31.93 0 0 0| 0 0 0 0 225 11.000 -0.70 31.93 0 0 0| 0 4,107 0 0 230 15.000 -0.80 31.67 0 0 0| 0 0 0 0 235 21.500 19.250 -0.88 31.57 21.500 21.500 0 0 6| 0 32 0 0 240 38.500 -0.99 32.52 0 0 0| 0 10 0 0 260 58.500 -1.00 33.72 0 0 0| 0 60 0 0 280 78.500 -1.00 36.37 0 0 0| 0 0 0 0 300 88.500 -1.00 37.82 0 0 0| 0 0 0 0 310 98.500 -1.00 39.74 0 0 0| 0 0 0 0 320 Total 0 0 6| 4 15,779 -4 0 Indicative a-t-m Vol 37.08 Underlying Price 221.600 Time to expiry: 43 Days Oct 10 1.000 -0.06 40.91 0 0 0| 0 0 0 0 180 1.750 -0.11 39.37 0 0 0| 0 0 0 0 190 2.500 -0.15 38.81 0 0 0| 0 0 0 0 195 3.500 -0.20 38.51 0 0 0| 0 15 0 0 200 4.500 -0.25 37.41 0 0 0| 0 0 0 0 205 5.000 6.000 -0.31 36.71 5.000 S 5.000 S 0 0 10| 0 1,050 0 0 210 8.000 -0.38 36.75 0 0 0| 0 0 0 0 215 10.500 -0.45 37.00 0 0 0| 0 5 0 0 220 13.250 -0.52 37.20 0 0 0| 0 0 0 0 225 16.250 -0.58 37.55 0 0 0| 0 0 0 0 230 19.750 -0.65 37.55 0 0 0| 0 0 0 0 235 23.250 -0.71 37.65 0 0 0| 0 0 0 0 240 40.250 -0.87 39.23 0 0 0| 0 0 0 0 260 59.000 -0.95 40.07 0 0 0| 0 0 0 0 280 Total 0 0 10| 0 1,070 0 0 Indicative a-t-m Vol 37.22 Underlying Price 221.600 Time to expiry: 78 Days Nov 10 5.000 -0.19 42.22 0 0 0| 0 0 0 0 190 6.750 -0.25 38.94 0 0 0| 0 2 0 0 200 8.000 -0.30 38.15 0 0 0| 2 2 +2 0 205 10.000 -0.34 37.67 0 0 0| 0 0 0 0 210 11.750 -0.39 37.19 0 0 0| 0 0 0 0 215 14.000 -0.45 36.74 0 0 0| 0 0 0 0 220 Equity Options 21:59 Business Day Thu 2 Sep 2010 Previous Business Day Wed 1 Sep 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 | 17.250 -0.50 37.93 0 0 0| 0 0 0 0 225 20.000 -0.55 37.61 0 0 0| 0 0 0 0 230 27.000 -0.64 38.41 0 0 0| 0 0 0 0 240 42.250 -0.80 37.19 0 0 0| 0 0 0 0 260 Total 0 0 0| 2 4 +2 0 Indicative a-t-m Vol 40.01 Underlying Price 221.600 Time to expiry: 106 Days Dec 10 1.500 -0.06 42.32 0 0 0| 0 42 0 0 160 2.500 -0.10 41.56 0 0 0| 0 50 0 0 170 4.250 -0.15 41.19 0 0 0| 0 100 0 0 180 6.500 -0.21 40.97 0 0 0| 0 0 0 0 190 9.500 -0.28 40.68 0 0 0| 0 34 0 0 200 13.500 -0.36 40.37 0 0 0| 0 45 0 0 210 18.000 -0.44 40.01 0 0 0| 0 76 0 0 220 23.750 -0.52 40.01 0 0 0| 0 13 0 0 230 29.750 -0.60 39.41 0 0 0| 0 8 0 0 240 44.750 -0.74 39.40 0 0 0| 0 16 0 0 260 61.250 -0.85 37.95 0 0 0| 0 47 0 0 280 99.000 -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 40.41 Underlying Price 221.600 Time to expiry: 197 Days Mar 11 4.750 -0.12 43.76 0 0 0| 0 0 0 0 160 9.750 -0.21 43.66 0 0 0| 0 505 0 0 180 12.500 -0.25 42.32 0 0 0| 0 4 0 0 190 16.250 -0.31 42.17 0 0 0| 0 0 0 0 200 20.500 -0.37 41.42 0 0 0| 0 0 0 0 210 25.000 -0.43 40.52 0 0 0| 0 5 0 0 220 30.500 -0.49 39.97 0 0 0| 2 12 +2 0 230 36.500 -0.55 39.54 0 0 0| 0 2 0 0 240 67.000 -0.73 40.91 0 0 0| 0 81 0 0 280 Total 0 0 0| 2 609 +2 0 Total Puts 0 0 16| 8 17,893 0 0 Grand Total 0 85,930 85,956| 18 29,740 +2 0 Equity Options 21:59 Business Day Thu 2 Sep 2010 Previous Business Day Wed 1 Sep 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 16.22 Underlying Price 2300.000 Time to expiry: 15 Days Sep 10 700.500 1.00 42.23 0 0 0| 0 0 0 0 1600 500.500 1.00 34.24 0 0 0| 0 0 0 0 1800 400.500 1.00 29.36 0 0 0| 0 0 0 0 1900 300.500 1.00 23.88 0 0 0| 0 11 0 0 2000 201.000 0.98 20.66 0 0 0| 0 6 0 0 2100 105.500 105.000 0.89 17.67 105.500 105.500 0 0 10| 0 234 0 0 2200 31.500 0.51 16.22 0 0 0| 0 308 0 0 2300 3.500 0.10 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 10| 0 673 0 0 Indicative a-t-m Vol 16.61 Underlying Price 2300.000 Time to expiry: 43 Days Oct 10 402.000 0.99 23.81 0 0 0| 0 0 0 0 1900 303.500 0.97 21.38 0 0 0| 0 0 0 0 2000 207.500 0.92 19.42 0 0 0| 0 0 0 0 2100 120.500 0.78 17.71 0 0 0| 0 10 0 0 2200 49.500 53.500 0.52 16.61 54.000 49.500 0 0 18| 42 81 +41 0 2300 16.500 17.000 0.24 16.06 16.500 16.500 0 0 3| 0 11 0 0 2400 1.000 0.02 17.21 0 0 0| 0 6 0 0 2600 0.500 0.01 21.99 0 0 0| 0 10 0 0 2800 Total 0 0 21| 42 118 +41 0 Indicative a-t-m Vol 18.81 Underlying Price 2300.000 Time to expiry: 78 Days Nov 10 406.000 0.97 22.61 0 0 0| 0 0 0 0 1900 312.500 0.92 22.64 0 0 0| 0 0 0 0 2000 225.000 0.83 21.73 0 0 0| 0 8 0 0 2100 145.500 0.71 20.04 0 0 0| 0 0 0 0 2200 82.000 0.52 18.81 0 0 0| 0 1 0 0 2300 41.000 39.000 0.32 17.77 41.000 38.000 0 0 125| 5 54 +5 0 2400 5.500 0.07 17.04 0 0 0| 0 0 0 0 2600 1.500 0.02 20.22 0 0 0| 0 0 0 0 2800 Total 0 0 125| 5 63 +5 0 Indicative a-t-m Vol 19.42 Underlying Price 2300.000 Time to expiry: 106 Days Dec 10 510.000 0.96 27.66 0 0 0| 0 0 0 0 1800 414.500 0.93 25.49 0 0 0| 0 0 0 0 1900 322.500 0.88 23.57 0 0 0| 0 42 0 0 2000 237.500 0.80 22.18 0 0 0| 0 34 0 0 2100 160.500 0.68 20.55 0 0 0| 0 588 0 0 2200 98.500 98.500 0.53 19.42 98.500 98.500 0 0 10| 0 3 0 0 2300 54.500 0.36 18.63 0 0 0| 6 1,027 0 0 2400 2.000 0.03 18.18 0 0 0| 0 30 0 0 2800 Total 0 0 10| 6 1,724 0 0 Indicative a-t-m Vol 20.19 Underlying Price 2300.000 Time to expiry: 197 Days Mar 11 Equity Options 21:59 Business Day Thu 2 Sep 2010 Previous Business Day Wed 1 Sep 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 | 519.000 0.94 25.16 0 0 0| 0 0 0 0 1800 428.500 0.89 24.14 0 0 0| 0 0 0 0 1900 342.000 0.84 23.06 0 0 0| 0 6 0 0 2000 262.500 0.76 22.00 0 0 0| 0 504 0 0 2100 192.000 0.66 21.01 0 0 0| 0 185 0 0 2200 133.000 0.54 20.19 0 0 0| 10 15 +10 0 2300 86.500 0.41 19.47 0 0 0| 10 39 +10 0 2400 10.000 0.08 18.63 0 0 0| 0 70 0 0 2800 Total 0 0 0| 20 819 +20 0 Total Calls 0 0 166| 73 3,397 +66 0 | Equity Options 21:59 Business Day Thu 2 Sep 2010 Previous Business Day Wed 1 Sep 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 15.74 Underlying Price 2300.000 Time to expiry: 15 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 CAB -0.01 26.87 0 0 0| 0 135 0 0 2000 2.500 1.500 -0.03 24.20 2.500 2.500 0 0 1| 17 310 0 0 2100 6.500 5.500 -0.12 18.48 6.500 6.000 0 0 28| 0 67 0 0 2200 31.500 30.000 -0.49 15.74 31.500 31.500 0 0 3| 15 28 +10 0 2300 104.000 -0.88 16.88 0 0 0| 0 3 0 0 2400 300.000 -1.00 21.19 0 0 0| 0 2 0 0 2600 500.000 -1.00 30.42 0 0 0| 0 0 0 0 2800 Total 0 0 32| 32 1,317 +10 0 Indicative a-t-m Vol 16.89 Underlying Price 2300.000 Time to expiry: 43 Days Oct 10 1.000 -0.01 25.78 0 0 0| 0 0 0 0 1900 3.000 -0.04 23.76 0 0 0| 0 1 0 0 2000 8.000 -0.10 20.92 0 0 0| 0 10 0 0 2100 23.000 21.500 -0.23 18.87 23.000 23.000 0 0 4| 15 21 +13 0 2200 53.000 -0.48 16.89 0 0 0| 0 8 0 0 2300 115.500 -0.77 16.02 0 0 0| 0 0 0 0 2400 301.000 -0.97 18.76 0 0 0| 0 0 0 0 2600 500.000 -0.98 28.15 0 0 0| 0 0 0 0 2800 Total 0 0 4| 15 40 +13 0 Indicative a-t-m Vol 19.19 Underlying Price 2300.000 Time to expiry: 78 Days Nov 10 5.500 -0.05 25.57 0 0 0| 0 0 0 0 1900 11.500 -0.09 23.92 0 0 0| 0 0 0 0 2000 23.000 -0.17 22.17 0 0 0| 0 16 0 0 2100 43.500 -0.30 20.42 0 0 0| 0 0 0 0 2200 80.000 -0.48 19.19 0 0 0| 0 7 0 0 2300 136.500 -0.68 18.05 0 0 0| 0 0 0 0 2400 303.500 -0.94 17.46 0 0 0| 0 0 0 0 2600 500.000 -1.00 19.09 0 0 0| 0 0 0 0 2800 Total 0 0 0| 0 23 0 0 Indicative a-t-m Vol 19.54 Underlying Price 2300.000 Time to expiry: 106 Days Dec 10 6.500 -0.04 27.91 0 0 0| 0 30 0 0 1800 10.500 -0.07 25.60 0 0 0| 0 14 0 0 1900 19.000 -0.12 23.79 0 0 0| 0 2,135 0 0 2000 33.000 -0.20 22.10 0 0 0| 0 59 0 0 2100 56.500 -0.32 20.72 0 0 0| 0 133 0 0 2200 94.500 -0.47 19.54 0 0 0| 0 0 0 0 2300 150.000 -0.64 18.66 0 0 0| 0 7 0 0 2400 500.000 -1.00 17.12 0 0 0| 0 0 0 0 2800 Total 0 0 0| 0 2,378 0 0 Indicative a-t-m Vol 20.07 Underlying Price 2300.000 Time to expiry: 197 Days Mar 11 Equity Options 21:59 Business Day Thu 2 Sep 2010 Previous Business Day Wed 1 Sep 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 | 24.000 -0.11 25.96 0 0 0| 0 24 0 0 1800 36.500 -0.16 24.53 0 0 0| 0 82 0 0 1900 54.500 -0.23 23.08 0 0 0| 0 180 0 0 2000 80.000 -0.32 21.86 0 0 0| 0 506 0 0 2100 115.000 117.000 -0.42 20.84 115.000 115.000 0 0 1| 10 223 +10 0 2200 165.500 -0.54 20.07 0 0 0| 0 8 0 0 2300 228.000 -0.66 19.50 0 0 0| 15 16 +15 0 2400 568.000 -0.93 19.54 0 0 0| 0 78 0 0 2800 Total 0 0 1| 25 1,117 +25 0 Total Puts 0 0 37| 72 4,875 +48 0 Grand Total 0 55,524 55,727| 145 8,272 +114 0 Equity Options 21:59 Business Day Thu 2 Sep 2010 Previous Business Day Wed 1 Sep 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 23.57 Underlying Price 467.000 Time to expiry: 15 Days Sep 10 107.250 0.99 56.50 0 0 0| 0 0 0 0 360 87.750 0.97 55.36 0 0 0| 0 0 0 0 380 68.000 0.96 44.58 0 0 0| 0 0 0 0 400 48.250 0.93 35.20 0 0 0| 0 0 0 0 420 38.500 0.91 30.40 0 0 0| 0 0 0 0 430 29.000 0.86 27.01 0 0 0| 0 1 0 0 440 20.500 0.77 25.24 0 0 0| 0 0 0 0 450 13.000 0.63 23.33 0 0 0| 0 17 0 0 460 8.000 0.46 23.67 0 0 0| 0 261 0 0 470 4.250 0.30 23.41 0 0 0| 0 400 0 0 480 0.250 0.03 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 24.14 Underlying Price 467.000 Time to expiry: 106 Days Dec 10 107.750 0.98 32.38 0 0 0| 0 0 0 0 360 70.250 0.88 29.39 0 0 0| 0 0 0 0 400 53.000 0.80 27.41 0 0 0| 0 0 0 0 420 37.750 0.69 25.64 0 0 0| 0 0 0 0 440 25.250 0.55 24.39 0 0 0| 0 0 0 0 460 16.000 0.41 23.65 0 0 0| 0 62 0 0 480 5.500 0.19 23.13 0 0 0| 0 15 0 0 520 2.000 0.08 24.23 0 0 0| 0 55 0 0 560 Total 0 0 0| 0 132 0 0 Indicative a-t-m Vol 24.82 Underlying Price 467.000 Time to expiry: 197 Days Mar 11 75.250 0.80 30.82 0 0 0| 0 0 0 0 400 58.500 0.73 28.01 0 0 0| 0 0 0 0 420 44.250 0.64 26.20 0 0 0| 0 5 0 0 440 32.250 0.54 24.97 0 0 0| 0 1 0 0 460 23.500 0.44 24.54 0 0 0| 0 0 0 0 480 11.750 0.26 24.14 0 0 0| 0 3 0 0 520 5.500 0.14 24.12 0 0 0| 0 0 0 0 560 Total 0 0 0| 0 9 0 0 Total Calls 0 0 0| 0 826 0 0 | Equity Options 21:59 Business Day Thu 2 Sep 2010 Previous Business Day Wed 1 Sep 2010 Page 68 Puts | Block | Opening Settle Delta Vola- Daily Trade Bclear Total | Official **Open Change Exer- Exer Trans Price tility High Low Volume Volume*** Volume | Volume Int cises Price | British Land Company PLC - STND OPT (BLC) Indicative a-t-m Vol 23.00 Underlying Price 467.000 Time to expiry: 15 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 1.250 -0.09 29.84 0 0 0| 0 0 0 0 430 2.000 -0.14 26.95 0 0 0| 0 528 0 0 440 3.500 -0.23 25.20 0 0 0| 0 3 0 0 450 6.000 -0.37 23.29 0 0 0| 0 48 0 0 460 10.500 -0.54 22.88 0 0 0| 0 20 0 0 470 17.000 -0.70 23.30 0 0 0| 0 5 0 0 480 53.000 -0.99 23.01 0 0 0| 0 0 0 0 520 93.000 -1.00 23.84 0 0 0| 0 0 0 0 560 Total 0 0 0| 0 746 0 0 Indicative a-t-m Vol 23.80 Underlying Price 467.000 Time to expiry: 106 Days Dec 10 2.500 -0.07 32.58 0 0 0| 0 2 0 0 360 6.500 -0.16 28.77 0 0 0| 0 10 0 0 400 10.000 -0.24 26.98 0 0 0| 0 13 0 0 420 15.500 -0.34 25.48 0 0 0| 0 35 0 0 440 23.250 -0.47 24.12 0 0 0| 0 5 0 0 460 34.000 -0.60 23.22 0 0 0| 0 11 0 0 480 64.000 -0.82 22.86 0 0 0| 0 0 0 0 520 100.750 -0.93 24.17 0 0 0| 0 0 0 0 560 Total 0 0 0| 0 76 0 0 Indicative a-t-m Vol 24.49 Underlying Price 467.000 Time to expiry: 197 Days Mar 11 14.000 -0.23 28.05 0 0 0| 0 13 0 0 400 19.500 -0.30 26.94 0 0 0| 0 22 0 0 420 26.500 -0.39 25.85 0 0 0| 0 8 0 0 440 35.750 35.250 -0.49 24.71 35.750 35.750 0 0 20| 0 20 0 0 460 46.500 -0.58 24.10 0 0 0| 0 0 0 0 480 77.250 -0.73 25.64 0 0 0| 0 0 0 0 520 115.750 -0.79 31.13 0 0 0| 0 0 0 0 560 Total 0 0 20| 0 63 0 0 Total Puts 0 0 20| 0 885 0 0 Grand Total 0 35,694 35,714| 0 1,711 0 0 Equity Options 21:59 Business Day Thu 2 Sep 2010 Previous Business Day Wed 1 Sep 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 13.52 Underlying Price 710.500 Time to expiry: 15 Days Sep 10 270.750 1.00 45.31 0 0 0| 0 0 0 0 440 230.750 1.00 42.77 0 0 0| 0 6 0 0 480 190.750 1.00 41.32 0 0 0| 0 21 0 0 520 150.750 1.00 35.82 0 0 0| 0 22 0 0 560 110.750 1.00 28.25 0 0 0| 0 61 0 0 600 70.750 1.00 18.23 0 0 0| 0 1,646 0 0 640 31.500 0.92 14.98 0 0 0| 0 104 0 0 680 6.000 4.000 0.32 13.10 6.000 6.000 0 0 31| 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 31| 0 5,203 0 0 Indicative a-t-m Vol 11.26 Underlying Price 710.500 Time to expiry: 106 Days Dec 10 430.750 1.00 54.73 0 0 0| 0 0 0 0 280 390.750 1.00 53.44 0 0 0| 0 0 0 0 320 350.750 1.00 51.56 0 0 0| 0 0 0 0 360 311.000 1.00 49.94 0 0 0| 0 0 0 0 400 271.000 1.00 37.91 0 0 0| 0 0 0 0 440 231.250 0.99 38.72 0 0 0| 0 0 0 0 480 193.000 0.96 40.80 0 0 0| 0 60 0 0 520 152.500 0.96 31.30 0 0 0| 0 524 0 0 560 113.000 0.94 25.28 0 0 0| 0 76 0 0 600 75.000 0.88 21.02 0 0 0| 0 83 0 0 640 36.000 0.78 13.53 0 0 0| 0 15 0 0 680 9.250 0.38 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 19.53 Underlying Price 710.500 Time to expiry: 197 Days Mar 11 271.000 1.00 33.03 0 0 0| 0 0 0 0 440 231.250 0.99 32.54 0 0 0| 0 0 0 0 480 194.000 0.94 34.40 0 0 0| 0 0 0 0 520 153.000 0.95 26.16 0 0 0| 0 10 0 0 560 115.000 0.90 22.94 0 0 0| 0 0 0 0 600 81.750 0.78 21.76 0 0 0| 0 0 0 0 640 53.750 0.63 20.58 0 0 0| 0 0 0 0 680 31.500 0.46 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 710.500 Time to expiry: 288 Days Jun 11 311.250 0.99 41.21 0 0 0| 0 0 0 0 400 271.250 0.99 35.87 0 0 0| 0 0 0 0 440 231.750 0.98 31.93 0 0 0| 0 0 0 0 480 154.750 0.92 26.13 0 0 0| 0 0 0 0 560 86.250 0.74 22.03 0 0 0| 0 0 0 0 640 45.000 0.48 22.42 0 0 0| 0 0 0 0 720 Total 0 0 0| 0 0 0 0 Equity Options 21:59 Business Day Thu 2 Sep 2010 Previous Business Day Wed 1 Sep 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 710.500 Time to expiry: 470 Days Dec 11 351.500 0.99 44.27 0 0 0| 0 0 0 0 360 312.500 0.97 41.04 0 0 0| 0 0 0 0 400 274.250 0.95 37.72 0 0 0| 0 0 0 0 440 234.750 0.94 32.80 0 0 0| 0 0 0 0 480 163.000 0.84 27.78 0 0 0| 0 0 0 0 560 103.750 0.68 24.92 0 0 0| 0 0 0 0 640 65.250 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 24.34 Underlying Price 710.500 Time to expiry: 841 Days Dec 12 245.500 0.86 34.20 0 0 0| 0 0 0 0 480 182.750 0.77 30.11 0 0 0| 0 0 0 0 560 128.000 0.66 26.79 0 0 0| 0 0 0 0 640 82.500 0.53 24.03 0 0 0| 0 0 0 0 720 Total 0 0 0| 0 0 0 0 Total Calls 0 0 31| 0 15,111 0 0 | Equity Options 21:59 Business Day Thu 2 Sep 2010 Previous Business Day Wed 1 Sep 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 12.41 Underlying Price 710.500 Time to expiry: 15 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 12.750 -0.70 11.72 0 0 0| 0 85 0 0 720 39.500 -0.99 11.76 0 0 0| 0 0 0 0 750 49.500 -1.00 11.76 0 0 0| 0 0 0 0 760 Total 0 0 0| 0 1,753 0 0 Indicative a-t-m Vol 12.92 Underlying Price 710.500 Time to expiry: 106 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 6.250 -0.16 17.96 0 0 0| 0 2 0 0 640 13.500 -0.34 14.84 0 0 0| 0 5,544 0 0 680 30.500 -0.65 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 18.16 Underlying Price 710.500 Time to expiry: 197 Days Mar 11 0.500 -0.01 28.95 0 0 0| 0 0 0 0 440 2.000 -0.03 29.43 0 0 0| 0 30 0 0 480 2.250 -0.04 24.57 0 0 0| 0 0 0 0 520 4.250 -0.08 22.62 0 0 0| 0 19 0 0 560 8.250 -0.14 21.08 0 0 0| 0 0 0 0 600 16.000 -0.24 20.05 0 0 0| 0 0 0 0 640 28.750 -0.39 19.06 0 0 0| 0 0 0 0 680 47.250 -0.56 17.90 0 0 0| 0 0 0 0 720 Total 0 0 0| 0 49 0 0 Indicative a-t-m Vol 23.02 Underlying Price 710.500 Time to expiry: 288 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 7.750 -0.08 32.28 0 0 0| 0 0 0 0 480 14.000 -0.15 26.28 0 0 0| 0 0 0 0 560 29.250 -0.30 22.19 0 0 0| 0 0 0 0 640 71.000 -0.53 23.13 0 0 0| 0 0 0 0 720 Total 0 0 0| 0 0 0 0 Equity Options 21:59 Business Day Thu 2 Sep 2010 Previous Business Day Wed 1 Sep 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 710.500 Time to expiry: 470 Days Dec 11 4.500 -0.04 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 13.250 -0.11 29.06 0 0 0| 0 0 0 0 480 24.500 -0.20 25.23 0 0 0| 0 0 0 0 560 45.250 -0.34 22.21 0 0 0| 0 0 0 0 640 87.250 -0.53 22.08 0 0 0| 0 0 0 0 720 Total 0 0 0| 0 0 0 0 Indicative a-t-m Vol 20.29 Underlying Price 710.500 Time to expiry: 841 Days Dec 12 24.250 -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 64.250 -0.37 21.01 0 0 0| 0 0 0 0 640 105.000 -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 62,134 62,165| 0 27,793 0 0 Equity Options 21:59 Business Day Thu 2 Sep 2010 Previous Business Day Wed 1 Sep 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 27.96 Underlying Price 136.100 Time to expiry: 15 Days Sep 10 40.250 0.98 84.63 0 0 0| 0 0 0 0 96 36.250 0.98 76.34 0 0 0| 0 51 0 0 100 26.500 0.96 62.41 0 0 0| 0 0 0 0 110 16.500 0.93 43.29 0 0 0| 0 0 0 0 120 11.750 0.87 37.50 0 0 0| 0 0 0 0 125 7.500 0.76 33.24 0 0 0| 0 50 0 0 130 4.750 3.750 0.57 28.49 4.750 4.750 0 0 15| 0 510 0 0 135 1.500 0.32 27.17 0 0 0| 0 1,972 0 0 140 0.500 0.14 27.49 0 0 0| 0 34 0 0 145 0.250 0.05 27.19 0 0 0| 232 12,052 0 0 150 CAB 0.01 33.64 0 0 0| 0 70 0 0 160 CAB 0.01 42.34 0 0 0| 0 0 0 0 170 CAB 0.00 46.16 0 0 0| 0 60 0 0 180 Total 0 0 15| 232 14,799 0 0 Indicative a-t-m Vol 28.74 Underlying Price 136.100 Time to expiry: 43 Days Oct 10 26.500 0.96 37.77 0 0 0| 0 0 0 0 110 17.500 0.86 36.04 0 0 0| 0 51 0 0 120 13.250 0.79 33.52 0 0 0| 0 0 0 0 125 9.500 0.68 31.63 0 0 0| 0 26 0 0 130 6.250 0.56 29.46 0 0 0| 55 510 0 0 135 3.500 0.41 27.65 0 0 0| 300 354 +232 0 140 2.000 0.27 27.66 0 0 0| 150 5,251 +5,015 0 145 1.000 0.16 26.92 0 0 0| 0 287 0 0 150 0.250 0.05 26.84 0 0 0| 0 0 0 0 160 CAB 0.02 29.42 0 0 0| 0 0 0 0 170 Total 0 0 0| 505 6,479 +5,247 0 Indicative a-t-m Vol 30.68 Underlying Price 136.100 Time to expiry: 78 Days Nov 10 27.750 0.89 39.85 0 0 0| 0 0 0 0 110 19.000 0.80 36.01 0 0 0| 0 0 0 0 120 15.000 0.74 33.88 0 0 0| 0 0 0 0 125 11.500 0.65 32.55 0 0 0| 0 0 0 0 130 8.500 0.56 31.04 0 0 0| 0 40 0 0 135 6.000 0.45 30.15 0 0 0| 0 104 0 0 140 2.500 0.25 28.27 0 0 0| 0 100 0 0 150 1.000 0.12 27.63 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 136.100 Time to expiry: 106 Days Dec 10 72.500 0.98 73.07 0 0 0| 0 0 0 0 64 65.000 0.97 68.58 0 0 0| 0 0 0 0 72 57.000 0.96 61.50 0 0 0| 0 0 0 0 80 49.250 0.95 54.89 0 0 0| 0 0 0 0 88 41.500 0.93 49.02 0 0 0| 0 0 0 0 96 Equity Options 21:59 Business Day Thu 2 Sep 2010 Previous Business Day Wed 1 Sep 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 | 38.000 0.91 47.02 0 0 0| 0 0 0 0 100 28.500 0.86 40.41 0 0 0| 0 0 0 0 110 20.000 0.78 35.11 0 0 0| 0 0 0 0 120 13.000 0.64 33.11 0 0 0| 0 678 0 0 130 7.750 7.250 0.47 29.63 7.750 7.750 0 0 60| 0 1,423 0 0 140 3.500 0.29 28.23 0 0 0| 0 1,993 0 0 150 1.750 0.17 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 0.01 31.02 0 0 0| 0 114 0 0 200 CAB 0.01 35.22 0 0 0| 0 4 0 0 220 CAB 0.00 36.79 0 0 0| 0 4 0 0 240 Total 0 0 60| 0 10,855 0 0 Indicative a-t-m Vol 31.14 Underlying Price 136.100 Time to expiry: 197 Days Mar 11 41.500 0.93 40.22 0 0 0| 0 0 0 0 96 38.000 0.91 39.74 0 0 0| 0 0 0 0 100 30.000 0.82 39.40 0 0 0| 0 0 0 0 110 21.750 0.74 35.09 0 0 0| 0 2 0 0 120 15.250 0.62 32.77 0 0 0| 0 226 0 0 130 9.750 0.48 30.44 0 0 0| 0 38 0 0 140 5.750 0.34 28.69 0 0 0| 0 130 0 0 150 3.250 0.23 27.75 0 0 0| 0 20 0 0 160 1.000 0.09 27.50 0 0 0| 0 0 0 0 180 Total 0 0 0| 0 416 0 0 Indicative a-t-m Vol 31.54 Underlying Price 136.100 Time to expiry: 288 Days Jun 11 42.500 0.89 39.74 0 0 0| 0 0 0 0 96 39.250 0.87 39.39 0 0 0| 0 0 0 0 100 23.750 0.71 34.43 0 0 0| 0 0 0 0 120 17.750 0.61 32.81 0 0 0| 0 481 0 0 130 12.500 0.50 31.00 0 0 0| 0 93 0 0 140 8.500 0.39 30.02 0 0 0| 0 143 0 0 150 5.500 0.29 28.69 0 0 0| 0 6 0 0 160 2.250 0.14 27.55 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 136.100 Time to expiry: 470 Days Dec 11 73.000 0.97 54.44 0 0 0| 0 0 0 0 64 65.500 0.95 50.97 0 0 0| 0 0 0 0 72 58.250 0.93 48.02 0 0 0| 0 0 0 0 80 51.000 0.90 44.13 0 0 0| 0 0 0 0 88 43.750 0.86 40.44 0 0 0| 0 0 0 0 96 40.000 0.85 37.75 0 0 0| 0 0 0 0 100 24.750 0.70 32.02 0 0 0| 0 0 0 0 120 14.250 0.51 30.08 0 0 0| 0 0 0 0 140 7.750 0.34 28.86 0 0 0| 0 6 0 0 160 3.750 0.19 27.38 0 0 0| 0 12 0 0 180 Total 0 0 0| 0 18 0 0 Equity Options 21:59 Business Day Thu 2 Sep 2010 Previous Business Day Wed 1 Sep 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 136.100 Time to expiry: 652 Days Jun 12 42.500 0.82 40.77 0 0 0| 0 0 0 0 100 26.250 0.69 31.60 0 0 0| 0 0 0 0 120 15.750 0.52 29.13 0 0 0| 0 0 0 0 140 9.250 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 136.100 Time to expiry: 841 Days Dec 12 43.250 0.81 40.77 0 0 0| 0 0 0 0 100 26.750 0.69 31.14 0 0 0| 0 0 0 0 120 16.250 0.52 28.11 0 0 0| 0 0 0 0 140 10.000 0.37 27.26 0 0 0| 0 0 0 0 160 Total 0 0 0| 0 0 0 0 Total Calls 0 0 75| 737 33,541 +5,247 0 | Equity Options 21:59 Business Day Thu 2 Sep 2010 Previous Business Day Wed 1 Sep 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 24.67 Underlying Price 136.100 Time to expiry: 15 Days Sep 10 CAB -0.01 75.89 0 0 0| 0 101 0 0 96 CAB -0.01 69.15 0 0 0| 219 9,757 0 0 100 0.250 -0.03 55.68 0 0 0| 22 1,030 0 0 110 0.250 -0.06 39.32 0 0 0| 41 10,546 0 0 120 0.500 -0.09 31.14 0 0 0| 0 75 0 0 125 1.000 -0.21 28.28 0 0 0| 5 3,378 0 0 130 2.250 -0.43 24.63 0 0 0| 0 1,767 0 0 135 5.250 -0.70 24.74 0 0 0| 0 1,749 0 0 140 9.250 -0.90 22.79 0 0 0| 0 31 0 0 145 14.000 -0.96 26.33 0 0 0| 0 127 0 0 150 24.000 -0.99 34.03 0 0 0| 0 180 0 0 160 34.000 -0.99 43.17 0 0 0| 0 0 0 0 170 44.000 -1.00 45.58 0 0 0| 0 2 0 0 180 Total 0 0 0| 287 28,743 0 0 Indicative a-t-m Vol 27.85 Underlying Price 136.100 Time to expiry: 43 Days Oct 10 0.750 -0.07 43.16 0 0 0| 0 0 0 0 110 1.250 -0.13 35.11 0 0 0| 0 136 0 0 120 1.750 -0.20 31.86 0 0 0| 0 0 0 0 125 3.000 -0.31 30.38 0 0 0| 51 120 +51 0 130 4.500 4.750 -0.44 28.31 5.000 4.500 0 0 63| 7 697 +7 0 135 7.250 -0.60 27.15 0 0 0| 0 36 0 0 140 11.000 -0.73 27.87 0 0 0| 0 475 0 0 145 14.750 -0.85 26.08 0 0 0| 0 25 0 0 150 24.000 -0.95 27.58 0 0 0| 0 0 0 0 160 34.000 -0.99 29.27 0 0 0| 0 0 0 0 170 Total 0 0 63| 58 1,489 +58 0 Indicative a-t-m Vol 29.82 Underlying Price 136.100 Time to expiry: 78 Days Nov 10 1.500 -0.11 40.17 0 0 0| 0 0 0 0 110 2.500 -0.19 35.15 0 0 0| 0 8 0 0 120 3.500 -0.26 33.05 0 0 0| 0 0 0 0 125 5.000 -0.35 31.15 0 0 0| 0 0 0 0 130 7.000 -0.45 30.18 0 0 0| 0 0 0 0 135 9.500 -0.55 29.29 0 0 0| 0 0 0 0 140 16.250 -0.75 28.08 0 0 0| 0 0 0 0 150 24.750 -0.88 27.79 0 0 0| 0 75 0 0 160 Total 0 0 0| 0 83 0 0 Indicative a-t-m Vol 30.92 Underlying Price 136.100 Time to expiry: 106 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 1.000 -0.07 42.67 0 0 0| 116 14,053 0 0 100 Equity Options 21:59 Business Day Thu 2 Sep 2010 Previous Business Day Wed 1 Sep 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 38.13 0 0 0| 0 69 0 0 110 3.500 -0.22 34.24 0 0 0| 0 784 0 0 120 6.250 -0.36 31.71 0 0 0| 0 349 0 0 130 11.000 -0.53 30.58 0 0 0| 118 815 -105 0 140 17.500 -0.70 29.40 0 0 0| 0 0 0 0 150 25.000 -0.86 26.19 0 0 0| 0 6,919 0 0 160 44.250 -0.95 31.23 0 0 0| 0 40 0 0 180 64.000 -1.00 27.88 0 0 0| 0 11 0 0 200 84.000 -1.00 34.02 0 0 0| 0 2,500 0 0 220 104.000 -1.00 42.27 0 0 0| 0 0 0 0 240 Total 0 0 0| 234 26,027 -105 0 Indicative a-t-m Vol 30.77 Underlying Price 136.100 Time to expiry: 197 Days Mar 11 2.250 -0.10 40.04 0 0 0| 0 115 0 0 96 2.500 -0.12 38.72 0 0 0| 0 56 0 0 100 4.250 -0.19 36.42 0 0 0| 0 215 0 0 110 6.750 -0.28 33.63 0 0 0| 0 136 0 0 120 10.250 -0.40 31.50 0 0 0| 0 54 0 0 130 15.250 -0.53 30.46 0 0 0| 0 79 0 0 140 21.500 -0.67 28.78 0 0 0| 0 38 0 0 150 29.000 -0.78 27.71 0 0 0| 0 0 0 0 160 46.750 -0.93 26.45 0 0 0| 0 30 0 0 180 Total 0 0 0| 0 723 0 0 Indicative a-t-m Vol 30.86 Underlying Price 136.100 Time to expiry: 288 Days Jun 11 3.250 -0.12 38.61 0 0 0| 0 8 0 0 96 4.000 -0.15 37.60 0 0 0| 0 6 0 0 100 9.000 -0.30 33.73 0 0 0| 0 12 0 0 120 12.500 12.750 -0.40 31.77 12.500 12.500 0 0 5| 0 220 0 0 130 17.750 -0.51 30.48 0 0 0| 0 228 0 0 140 23.750 -0.62 29.46 0 0 0| 0 92 0 0 150 31.000 -0.72 28.67 0 0 0| 0 0 0 0 160 47.500 -0.88 26.38 0 0 0| 0 13 0 0 180 Total 0 0 5| 0 579 0 0 Indicative a-t-m Vol 29.16 Underlying Price 136.100 Time to expiry: 470 Days Dec 11 1.750 -0.05 45.25 0 0 0| 0 0 0 0 64 2.750 -0.08 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 6.750 -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 13.250 -0.34 31.80 0 0 0| 0 0 0 0 120 22.750 -0.53 28.69 0 0 0| 0 0 0 0 140 36.250 -0.70 27.27 0 0 0| 0 0 0 0 160 52.750 -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 136.100 Time to expiry: 652 Days Jun 12 Equity Options 21:59 Business Day Thu 2 Sep 2010 Previous Business Day Wed 1 Sep 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 | 8.750 -0.22 33.13 0 0 0| 0 0 0 0 100 16.250 -0.36 31.28 0 0 0| 0 0 0 0 120 25.500 -0.52 27.71 0 0 0| 0 0 0 0 140 39.250 -0.68 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 136.100 Time to expiry: 841 Days Dec 12 12.750 -0.25 34.92 0 0 0| 0 0 0 0 100 19.750 -0.38 30.72 0 0 0| 0 60 0 0 120 29.750 -0.53 27.86 0 0 0| 0 0 0 0 140 43.500 -0.66 26.77 0 0 0| 0 0 0 0 160 Total 0 0 0| 0 60 0 0 Total Puts 0 0 68| 579 57,704 -47 0 Grand Total 0 108,404 108,547| 1,316 91,245 +5,200 0 A2A SpA - Euro Cash FLEX Opt (ASB) Grand Total 0 109,065 109,208| 1,316 91,659 +5,200 0 ABB Ltd (ABQ) Indicative a-t-m Vol 0.00 Underlying Price 20.460 Time to expiry: 15 Days 17 Sep 10 0.075 -0.11 31.30 N/A 0 0| 0 8,000 0 0 190 0.268 -0.33 28.24 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 20.460 Time to expiry: 106 Days 17 Dec 10 0.710 -0.30 31.18 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 20.460 Time to expiry: 109 Days 20 Dec 10 4.856 -0.90 27.60 N/A 0 0| 0 1,000 0 0 252 9.847 -0.98 33.25 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 20.460 Time to expiry: 288 Days 17 Jun 11 1.120 -0.27 31.64 N/A 0 0| 0 4,500 0 0 180 7.259 -0.87 26.30 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 20.460 Time to expiry: 363 Days 31 Aug 11 3.099 -0.52 29.57 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 118,980 119,123| 1,316 145,119 +5,200 0 Abertis Infraestructuras SA (CYQ) Indicative a-t-m Vol 0.00 Underlying Price 49.400 Time to expiry: 106 Days 17 Dec 10 0.041 -0.01 55.91 N/A 0 0| 0 260 0 0 250 TotalN/A 0 0| 0 260 0 0 Total PutsN/A 0 0| 0 260 0 0 Grand TotalN/A 119,641 119,784| 1,316 145,469 +5,200 0 Equity Options 21:59 Business Day Thu 2 Sep 2010 Previous Business Day Wed 1 Sep 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 120,302 120,445| 1,316 145,729 +5,200 0 Adidas AG (FKQ) Indicative a-t-m Vol 0.00 Underlying Price 4.3140 Time to expiry: 15 Days 17 Sep 10 0.0900 -0.36 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 120,963 121,106| 1,316 146,729 +5,200 0 Aegon NV (AFQ) Grand TotalN/A 121,624 121,767| 1,316 166,729 +5,200 0 ageas NV/SA - Amer Phys FLEX Opt (FOQ) Indicative a-t-m Vol 0.00 Underlying Price 2.0910 Time to expiry: 106 Days 17 Dec 10 14.6500 -1.00 67.65 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 123,607 123,750| 1,316 182,729 +5,200 0 ageas NV/SA - Euro Phys FLEX Opt (FOX) Indicative a-t-m Vol 0.00 Underlying Price 2.0910 Time to expiry: 106 Days 17 Dec 10 12.8655 -1.00 65.69 N/A 0 0| 0 1,000 0 0 1500 13.8626 -1.00 66.34 N/A 0 0| 0 2,500 0 0 1600 14.8597 -1.00 67.65 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 127,573 127,716| 1,316 201,729 +5,200 0 Air Liquide (AIJ) Grand TotalN/A 128,234 128,377| 1,316 201,809 +5,200 0 Akzo Nobel NV (AKQ) Indicative a-t-m Vol 0.00 Underlying Price 43.3000 Time to expiry: 288 Days 17 Jun 11 3.1000 -0.37 28.65 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 2.1350 Time to expiry: 15 Days 17 Sep 10 0.1100 -0.63 39.45 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 129,556 129,699| 1,316 204,209 +5,200 0 Alcatel-Lucent SA - Amer Phys FLEX Opt (CGQ) Indicative a-t-m Vol 0.00 Underlying Price 2.1350 Time to expiry: 106 Days 17 Dec 10 0.2300 -0.50 41.85 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 2.1350 Time to expiry: 197 Days 18 Mar 11 0.4214 -0.60 40.71 N/A 0 0| 0 71,500 0 0 241 Equity Options 21:59 Business Day Thu 2 Sep 2010 Previous Business Day Wed 1 Sep 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 131,539 131,682| 1,316 275,709 +5,200 0 Allianz AG (ALQ) Indicative a-t-m Vol 0.00 Underlying Price 83.6300 Time to expiry: 15 Days 17 Sep 10 0.0327 -0.02 34.81 N/A 0 0| 0 1,000 0 0 7200 0.4207 -0.18 24.80 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: 106 Days 17 Dec 10 0.1102 -0.01 46.40 N/A 0 0| 0 100 0 0 5000 0.4695 -0.06 38.24 N/A 0 0| 0 1,000 0 0 6200 0.9634 -0.13 31.57 N/A 0 0| 0 1,000 0 0 7000 2.9040 -0.34 25.95 N/A 0 0| 0 1,750 0 0 8000 4.4594 -0.48 24.45 N/A 0 0| 0 750 0 0 8400 5.4808 -0.55 23.90 N/A 0 0| 0 1,000 0 0 8600 27.0903 -0.99 22.65 N/A 0 0| 0 2,000 0 0 11100 36.0315 -1.00 23.83 N/A 0 0| 0 1,000 0 0 12000 55.9732 -1.00 32.90 N/A 0 0| 0 500 0 0 14000 57.2694 -1.00 33.38 N/A 0 0| 0 35 0 0 14130 75.9154 -1.00 40.29 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: 288 Days 17 Jun 11 5.1419 -0.33 28.77 N/A 0 0| 0 571 0 0 7421 7.3685 -0.45 26.80 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: 470 Days 16 Dec 11 11.8804 -0.51 26.40 N/A 0 0| 0 2,500 0 0 8500 39.7710 -0.96 20.60 N/A 0 0| 0 1,500 0 0 12000 77.9731 -1.00 20.23 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: 841 Days 21 Dec 12 16.9520 -0.52 26.79 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 150,708 150,851| 1,316 303,777 +5,200 0 Alstom SA - Amer Cash FLEX Opt (ZWU) Grand TotalN/A 151,369 151,512| 1,316 303,777 +5,200 0 Alstom SA - Amer Phys FLEX Opt (ZWQ) Grand TotalN/A 152,691 152,834| 1,316 304,977 +5,200 0 Alstom SA - Euro Phys FLEX Opt (ZWX) Indicative a-t-m Vol 0.00 Underlying Price 39.2150 Time to expiry: 15 Days 17 Sep 10 1.3011 -0.63 26.67 N/A 0 0| 0 1,500 0 0 4000 TotalN/A 0 0| 0 1,500 0 0 Equity Options 21:59 Business Day Thu 2 Sep 2010 Previous Business Day Wed 1 Sep 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 2465.000 Time to expiry: 15 Days 17 Sep 10 2.500 -0.02 51.63 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 154,013 154,156| 1,316 307,977 +5,200 0 Anglo American plc - Amer Cash FLEX Opt (AHW) Indicative a-t-m Vol 0.00 Underlying Price 2465.000 Time to expiry: 15 Days 17 Sep 10 7.000 -0.07 39.07 N/A 0 0| 0 0 0 0 2200 41.000 -0.34 34.04 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: 15 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 155,996 156,139| 1,316 307,977 +5,200 0 Anglo American plc - Amer Phys FLEX Opt (AHO) Grand TotalN/A 156,657 156,800| 1,316 307,977 +5,200 0 Anglo American plc - Euro Phys FLEX Opt (AHV) Indicative a-t-m Vol 0.00 Underlying Price 2465.000 Time to expiry: 106 Days 17 Dec 10 37.930 -0.11 45.32 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 42.6550 Time to expiry: 15 Days 17 Sep 10 0.0200 -0.01 31.89 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 157,979 158,122| 1,316 308,477 +5,200 0 Anheuser-Busch InBev NV - Amer Phys FLEX Opt (IGQ) Indicative a-t-m Vol 0.00 Underlying Price 42.6550 Time to expiry: 15 Days 17 Sep 10 0.0500 -0.05 26.61 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 159,301 159,444| 1,316 311,777 +5,200 0 Antofagasta plc - Amer Phys FLEX Opt (KFQ) Indicative a-t-m Vol 0.00 Underlying Price 24.2050 Time to expiry: 379 Days 16 Sep 11 2.1115 -0.27 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 161,284 161,427| 1,316 312,577 +5,200 0 Arcelor Mittal (LOQ) Equity Options 21:59 Business Day Thu 2 Sep 2010 Previous Business Day Wed 1 Sep 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 161,945 162,088| 1,316 313,577 +5,200 0 Arcelor Mittal - Amer Phys FLEX Opt (RRO) Indicative a-t-m Vol 0.00 Underlying Price 24.2050 Time to expiry: 351 Days 19 Aug 11 1.9129 -0.26 42.07 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 24.2050 Time to expiry: 379 Days 16 Sep 11 2.0566 -0.26 41.94 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 24.2050 Time to expiry: 841 Days 21 Dec 12 9.1777 -0.57 35.82 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 164,589 164,732| 1,316 321,577 +5,200 0 Arcelor Mittal - Euro Phys FLEX Opt (RRV) Indicative a-t-m Vol 0.00 Underlying Price 24.2050 Time to expiry: 15 Days 17 Sep 10 0.2445 -0.23 36.00 N/A 0 0| 0 1,000 0 0 2300 1.9418 -0.83 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 167,233 167,376| 1,316 327,577 +5,200 0 ASML Holding NV (FDQ) Grand TotalN/A 168,555 168,698| 1,316 337,577 +5,200 0 Assicurazioni Generali SpA (GXX) Indicative a-t-m Vol 0.00 Underlying Price 14.7300 Time to expiry: 105 Days 16 Dec 10 1.0343 -0.51 28.79 N/A 0 0| 0 150 0 0 1500 3.3026 -0.91 26.33 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 14.7300 Time to expiry: 106 Days 17 Dec 10 0.6176 -0.34 30.83 N/A 0 0| 0 0 0 0 1400 1.6581 -0.68 27.85 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 173,182 173,325| 1,316 338,477 +5,200 0 AstraZeneca Plc (AZJ) Grand TotalN/A 174,504 174,647| 1,316 338,733 +5,200 0 AstraZeneca plc (AZX) Grand TotalN/A 177,148 177,291| 1,316 340,433 +5,200 0 AstraZeneca Plc (AZQ) Grand TotalN/A 177,809 177,952| 1,316 340,783 +5,200 0 AstraZeneca plc (AZX) Grand TotalN/A 178,470 178,613| 1,316 341,283 +5,200 0 AstraZeneca Plc (AZQ) Grand TotalN/A 179,131 179,274| 1,316 341,533 +5,200 0 Equity Options 21:59 Business Day Thu 2 Sep 2010 Previous Business Day Wed 1 Sep 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 3280.000 Time to expiry: 106 Days 17 Dec 10 2.170 -0.01 40.76 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 3280.000 Time to expiry: 106 Days 17 Dec 10 3.320 -0.01 35.59 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 181,114 181,257| 1,316 342,033 +5,200 0 AstraZeneca Plc (AZQ) Indicative a-t-m Vol 0.00 Underlying Price 3280.000 Time to expiry: 106 Days 17 Dec 10 4.810 -0.02 30.42 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 181,775 181,918| 1,316 342,533 +5,200 0 AstraZeneca plc (AZX) Indicative a-t-m Vol 0.00 Underlying Price 3280.000 Time to expiry: 106 Days 17 Dec 10 24.630 -0.11 25.45 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 3280.000 Time to expiry: 470 Days 16 Dec 11 128.740 -0.21 25.88 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 183,097 183,240| 1,316 343,533 +5,200 0 AstraZeneca Plc (AZQ) Indicative a-t-m Vol 0.00 Underlying Price 3280.000 Time to expiry: 841 Days 21 Dec 12 283.460 -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 183,758 183,901| 1,316 343,783 +5,200 0 AstraZeneca plc (AZX) Indicative a-t-m Vol 0.00 Underlying Price 3280.000 Time to expiry: 1205 Days 20 Dec 13 485.520 -0.45 22.02 N/A 0 0| 0 100 0 0 3000 TotalN/A 0 0| 0 100 0 0 Total PutsN/A 0 0| 0 100 0 0 Grand TotalN/A 185,080 185,223| 1,316 344,033 +5,200 0 AstraZeneca plc - Stockholmborsen (ZNJ) Grand TotalN/A 185,741 185,884| 1,316 344,223 +5,200 0 Aviva Plc (AVQ) Grand TotalN/A 190,368 190,511| 1,316 344,823 +5,200 0 Equity Options 21:59 Business Day Thu 2 Sep 2010 Previous Business Day Wed 1 Sep 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 12.8850 Time to expiry: 15 Days 17 Sep 10 4.1126 -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 12.8850 Time to expiry: 43 Days 15 Oct 10 0.3800 -0.29 43.34 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 12.8850 Time to expiry: 78 Days 19 Nov 10 0.3600 -0.20 47.64 N/A 0 0| 0 2,000 +2,000 0 1100 TotalN/A 0 0| 0 2,000 +2,000 0 Indicative a-t-m Vol 0.00 Underlying Price 12.8850 Time to expiry: 106 Days 17 Dec 10 0.7608 -0.33 43.56 N/A 0 0| 0 3,000 0 0 1200 1.7074 -0.61 37.73 N/A 0 0| 0 5,000 0 0 1400 3.2322 -0.86 34.40 N/A 0 0| 0 40,000 0 0 1600 4.1388 -0.92 33.44 N/A 0 0| 0 2,500 0 0 1700 4.7200 -0.97 31.75 N/A 0 0| 0 2,500 0 0 1759 6.6018 -0.99 29.46 N/A 0 0| 0 2,500 0 0 1954 9.5850 -1.00 27.32 N/A 0 0| 0 2,500 0 0 2247 TotalN/A 0 0| 0 58,000 0 0 Indicative a-t-m Vol 0.00 Underlying Price 12.8850 Time to expiry: 288 Days 17 Jun 11 2.0206 -0.47 40.79 N/A 0 0| 0 5,000 0 0 1270 2.5747 -0.56 38.97 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 12.8850 Time to expiry: 379 Days 16 Sep 11 2.4691 -0.47 41.15 N/A 0 0| 0 1,000 0 0 1300 3.0473 -0.55 39.32 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 12.8850 Time to expiry: 470 Days 16 Dec 11 4.3109 -0.63 37.73 N/A 0 0| 0 40,000 0 0 1563 18.7184 -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| 0 154,600 +2,000 0 Grand TotalN/A 208,215 208,358| 1,316 583,055 +7,200 0 Baloise Holding AG (OIQ) Indicative a-t-m Vol 0.00 Underlying Price 1.0090 Time to expiry: 15 Days 17 Sep 10 0.3914 -0.99 70.59 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 209,537 209,680| 1,316 584,655 +7,200 0 Banca Monte dei Paschi di Siena SpA (EVX) Equity Options 21:59 Business Day Thu 2 Sep 2010 Previous Business Day Wed 1 Sep 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 1.0090 Time to expiry: 15 Days 17 Sep 10 0.4410 -0.99 70.47 N/A 0 0| 0 2,350 0 0 145 0.4909 -1.00 70.47 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 1.0090 Time to expiry: 106 Days 17 Dec 10 0.3873 -0.99 25.04 N/A 0 0| 0 3,207 0 0 140 0.4370 -1.00 25.42 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 1.0090 Time to expiry: 197 Days 18 Mar 11 0.2882 -0.93 22.06 N/A 0 0| 0 371 0 0 130 0.4821 -1.00 16.00 N/A 0 0| 0 680 0 0 150 TotalN/A 0 0| 0 1,051 0 0 Total PutsN/A 0 0| 0 8,269 0 0 Grand TotalN/A 214,164 214,307| 1,316 593,164 +7,200 0 Banco Bilbao Vizcaya Argentaria SA (BDQ) Indicative a-t-m Vol 0.00 Underlying Price 9.8900 Time to expiry: 15 Days 17 Sep 10 0.1809 -0.26 55.14 N/A 0 0| 0 7,000 0 0 925 0.3750 -0.54 39.43 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 9.8900 Time to expiry: 106 Days 17 Dec 10 3.6928 -1.00 23.67 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 9.8900 Time to expiry: 197 Days 18 Mar 11 0.6167 -0.25 47.97 N/A 0 0| 0 0 0 0 825 3.2975 -0.88 31.28 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 9.8900 Time to expiry: 470 Days 16 Dec 11 0.9405 -0.27 41.24 N/A 0 0| 0 2,500 0 0 800 3.1351 -0.65 34.86 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 9.8900 Time to expiry: 750 Days 21 Sep 12 5.9516 -0.79 32.43 N/A 0 0| 0 50,600 0 0 1500 6.3904 -0.81 32.43 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 224,079 224,222| 1,316 745,404 +7,200 0 Banco Santander SA - Amer Phys FLEX OPT (SJQ) Indicative a-t-m Vol 0.00 Underlying Price 9.6600 Time to expiry: 15 Days 17 Sep 10 0.0088 -0.02 50.26 N/A 0 0| 0 0 0 0 793 TotalN/A 0 0| 0 0 0 0 Equity Options 21:59 Business Day Thu 2 Sep 2010 Previous Business Day Wed 1 Sep 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 9.6600 Time to expiry: 106 Days 17 Dec 10 0.4524 -0.24 52.82 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 226,062 226,205| 1,316 865,404 +7,200 0 Banco Santander SA - Euro Cash FLEX OPT (SJJ) Indicative a-t-m Vol 0.00 Underlying Price 9.6600 Time to expiry: 841 Days 21 Dec 12 2.9972 -0.45 41.73 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 228,045 228,188| 1,316 871,318 +7,200 0 Banco Santander SA - Euro Phys FLEX OPT (SJX) Indicative a-t-m Vol 0.00 Underlying Price 9.6600 Time to expiry: 106 Days 17 Dec 10 1.8004 -0.79 32.58 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 229,367 229,510| 1,316 876,318 +7,200 0 Barclays Plc (BBJ) Grand TotalN/A 230,689 230,832| 1,316 876,359 +7,200 0 Barclays plc (BBX) Grand TotalN/A 232,672 232,815| 1,316 883,359 +7,200 0 Barclays Plc (BBQ) Indicative a-t-m Vol 0.00 Underlying Price 312.000 Time to expiry: 15 Days 17 Sep 10 6.050 -0.31 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 233,994 234,137| 1,316 887,009 +7,200 0 Barclays plc (BBX) Indicative a-t-m Vol 0.00 Underlying Price 312.000 Time to expiry: 106 Days 17 Dec 10 29.460 -0.45 43.97 N/A 0 0| 0 1,000 0 0 312 49.990 -0.69 36.30 N/A 0 0| 0 3,000 0 0 351 57.210 -0.74 36.67 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 312.000 Time to expiry: 106 Days 17 Dec 10 99.260 -0.92 33.91 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 236,638 236,781| 1,316 897,009 +7,200 0 Barclays Plc (BBQ) Indicative a-t-m Vol 0.00 Underlying Price 312.000 Time to expiry: 106 Days 17 Dec 10 176.440 -0.96 45.30 N/A 0 0| 0 250 0 0 487 Equity Options 21:59 Business Day Thu 2 Sep 2010 Previous Business Day Wed 1 Sep 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 312.000 Time to expiry: 470 Days 16 Dec 11 42.780 -0.31 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 78.080 -0.54 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 312.000 Time to expiry: 470 Days 16 Dec 11 77.860 -0.53 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 239,943 240,086| 1,316 902,759 +7,200 0 Barclays plc (BBX) Indicative a-t-m Vol 0.00 Underlying Price 312.000 Time to expiry: 470 Days 16 Dec 11 124.470 -0.73 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 241,265 241,408| 1,316 910,259 +7,200 0 BASF SE (BJJ) Indicative a-t-m Vol 0.00 Underlying Price 43.0250 Time to expiry: 15 Days 17 Sep 10 4.9971 -0.97 28.65 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 43.0250 Time to expiry: 43 Days 15 Oct 10 0.5596 -0.22 29.17 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 43.0250 Time to expiry: 106 Days 17 Dec 10 0.0299 -0.01 44.64 N/A 0 0| 0 1,200 0 0 2500 1.4621 -0.29 31.00 N/A 0 0| 0 1,000 0 0 4000 3.6425 -0.58 27.67 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 43.0250 Time to expiry: 288 Days 17 Jun 11 2.8076 -0.37 26.57 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 43.0250 Time to expiry: 470 Days 16 Dec 11 4.5941 -0.42 26.95 N/A 0 0| 0 3,000 0 0 4000 6.6791 -0.58 24.53 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 43.0250 Time to expiry: 1205 Days 20 Dec 13 11.7515 -0.54 27.12 N/A 0 0| 0 1,000 0 0 4600 TotalN/A 0 0| 0 1,000 0 0 Equity Options 21:59 Business Day Thu 2 Sep 2010 Previous Business Day Wed 1 Sep 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 252,502 252,645| 1,316 929,038 +7,200 0 Bayer AG (BQQ) Indicative a-t-m Vol 0.00 Underlying Price 49.1400 Time to expiry: 288 Days 17 Jun 11 2.2385 -0.26 29.56 N/A 0 0| 0 0 0 0 4206 2.2312 -0.26 29.56 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 255,807 255,950| 1,316 933,601 +7,200 0 BG Group Plc (BGQ) Indicative a-t-m Vol 0.00 Underlying Price 1084.000 Time to expiry: 470 Days 16 Dec 11 17.730 -0.08 32.27 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 257,129 257,272| 1,316 934,311 +7,200 0 BHP Billiton Plc (BHJ) Grand TotalN/A 257,790 257,933| 1,316 934,316 +7,200 0 BHP Billiton plc (BHX) Indicative a-t-m Vol 0.00 Underlying Price 1901.000 Time to expiry: 652 Days 15 Jun 12 440.990 -0.43 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 258,451 258,594| 1,316 934,385 +7,200 0 BHP Billiton Plc (BHQ) Grand TotalN/A 259,112 259,255| 1,316 934,455 +7,200 0 BNP Paribas (BNJ) Indicative a-t-m Vol 0.00 Underlying Price 52.4300 Time to expiry: 15 Days 17 Sep 10 0.1300 -0.05 52.96 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 52.4300 Time to expiry: 106 Days 17 Dec 10 0.2925 -0.03 66.74 N/A 0 0| 0 500 0 0 2916 5.4752 -0.55 36.17 N/A 0 0| 0 1,000 0 0 5500 10.5100 -0.82 31.79 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 263,739 263,882| 1,316 945,416 +7,200 0 Bouygues (EHX) Indicative a-t-m Vol 0.00 Underlying Price 32.4050 Time to expiry: 106 Days 17 Dec 10 6.0971 -0.79 32.36 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 265,061 265,204| 1,316 965,416 +7,200 0 BP plc (BPX) Equity Options 21:59 Business Day Thu 2 Sep 2010 Previous Business Day Wed 1 Sep 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 267,044 267,187| 1,316 971,666 +7,200 0 BP Plc (BPQ) Grand TotalN/A 267,705 267,848| 1,316 971,666 +7,200 0 BP plc (BPX) Grand TotalN/A 269,027 269,170| 1,316 973,866 +7,200 0 BP Plc (BPQ) Grand TotalN/A 270,349 270,492| 1,316 978,366 +7,200 0 BP plc (BPX) Grand TotalN/A 271,671 271,814| 1,316 979,866 +7,200 0 BP Plc (BPQ) Grand TotalN/A 272,332 272,475| 1,316 984,366 +7,200 0 BP plc (BPX) Grand TotalN/A 272,993 273,136| 1,316 984,866 +7,200 0 BP Plc (BPQ) Grand TotalN/A 275,637 275,780| 1,316 996,116 +7,200 0 BP plc (BPX) Grand TotalN/A 276,959 277,102| 1,316 997,616 +7,200 0 BP Plc (BPQ) Grand TotalN/A 278,942 279,085| 1,316 1,002,866 +7,200 0 BP plc (BPX) Grand TotalN/A 279,603 279,746| 1,316 1,003,266 +7,200 0 BP Plc (BPQ) Indicative a-t-m Vol 0.00 Underlying Price 392.600 Time to expiry: 106 Days 17 Dec 10 3.510 -0.06 55.30 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 280,264 280,407| 1,316 1,005,266 +7,200 0 BP plc (BPX) Indicative a-t-m Vol 0.00 Underlying Price 392.600 Time to expiry: 106 Days 17 Dec 10 32.710 -0.50 34.40 N/A 0 0| 0 2,500 0 0 400 58.610 -0.70 33.42 N/A 0 0| 0 6,750 0 0 440 74.070 -0.79 32.81 N/A 0 0| 0 500 0 0 460 91.220 -0.85 32.59 N/A 0 0| 0 1,200 0 0 480 109.360 -0.90 32.56 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 392.600 Time to expiry: 106 Days 17 Dec 10 157.980 -0.97 34.24 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 284,230 284,373| 1,316 1,026,216 +7,200 0 BP Plc (BPQ) Indicative a-t-m Vol 0.00 Underlying Price 392.600 Time to expiry: 106 Days 17 Dec 10 187.770 -0.98 36.92 N/A 0 0| 0 1,500 0 0 580 TotalN/A 0 0| 0 1,500 0 0 Equity Options 21:59 Business Day Thu 2 Sep 2010 Previous Business Day Wed 1 Sep 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 392.600 Time to expiry: 106 Days 17 Dec 10 206.940 -0.97 39.19 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 285,552 285,695| 1,316 1,030,716 +7,200 0 BP plc (BPX) Indicative a-t-m Vol 0.00 Underlying Price 392.600 Time to expiry: 106 Days 17 Dec 10 256.880 -0.97 45.42 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 392.600 Time to expiry: 106 Days 17 Dec 10 257.730 -0.98 45.42 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 286,874 287,017| 1,316 1,032,216 +7,200 0 BP Plc (BPQ) Indicative a-t-m Vol 0.00 Underlying Price 392.600 Time to expiry: 106 Days 17 Dec 10 307.000 -0.97 52.64 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 287,535 287,678| 1,316 1,035,216 +7,200 0 BP plc (BPX) Indicative a-t-m Vol 0.00 Underlying Price 392.600 Time to expiry: 470 Days 16 Dec 11 175.390 -0.84 28.14 N/A 0 0| 0 250 0 0 550 184.320 -0.85 28.08 N/A 0 0| 0 1,250 0 0 560 Tota