Equity Options 22:04 Business Day Fri 3 Sep 2010 Previous Business Day Thu 2 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 26.22 Underlying Price 269.500 Time to expiry: 14 Days Sep 10 49.750 0.99 44.13 0 0 0| 0 0 0 0 220 39.750 0.98 38.53 0 0 0| 0 0 0 0 230 29.750 0.96 33.34 0 0 0| 0 0 0 0 240 25.000 0.95 28.63 0 0 0| 0 0 0 0 245 20.250 0.92 27.53 0 0 0| 0 0 0 0 250 11.750 0.76 26.53 0 0 0| 0 0 0 0 260 5.500 0.50 26.22 0 0 0| 0 5 0 0 270 1.500 0.22 23.66 0 0 0| 0 5 0 0 280 0.500 0.07 23.93 0 0 0| 0 5 0 0 290 CAB 0.02 25.80 0 0 0| 0 10 0 0 300 CAB 0.01 27.67 0 0 0| 0 0 0 0 310 CAB 0.00 29.53 0 0 0| 0 59 0 0 320 CAB 0.00 32.65 0 0 0| 0 0 0 0 340 CAB 0.00 35.14 0 0 0| 0 0 0 0 360 Total 0 0 0| 0 84 0 0 Indicative a-t-m Vol 28.66 Underlying Price 269.500 Time to expiry: 105 Days Dec 10 53.000 0.89 34.79 0 0 0| 0 0 0 0 220 36.000 0.78 31.74 0 0 0| 0 0 0 0 240 22.000 0.63 29.60 0 0 0| 0 0 0 0 260 11.750 0.43 27.73 0 0 0| 0 12 0 0 280 5.250 0.25 26.72 0 0 0| 0 21 0 0 300 2.250 0.13 26.30 0 0 0| 0 41 0 0 320 0.500 0.03 27.23 0 0 0| 0 50 0 0 360 Total 0 0 0| 0 124 0 0 Indicative a-t-m Vol 30.14 Underlying Price 269.500 Time to expiry: 196 Days Mar 11 57.000 0.82 34.91 0 0 0| 0 4 0 0 220 42.000 0.73 32.93 0 0 0| 0 0 0 0 240 29.000 0.61 30.96 0 0 0| 0 0 0 0 260 18.500 0.47 29.32 0 0 0| 0 0 0 0 280 11.500 0.34 28.27 0 0 0| 0 5 0 0 300 6.500 0.23 27.55 0 0 0| 0 0 0 0 320 2.250 0.10 27.99 0 0 0| 0 72 0 0 360 Total 0 0 0| 0 81 0 0 Total Calls 0 0 0| 0 289 0 0 | Equity Options 22:04 Business Day Fri 3 Sep 2010 Previous Business Day Thu 2 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 28.72 Underlying Price 269.500 Time to expiry: 14 Days Sep 10 CAB 0.00 35.17 0 0 0| 0 20 0 0 220 CAB -0.01 35.17 0 0 0| 0 8 0 0 230 0.250 -0.03 30.06 0 0 0| 0 120 0 0 240 0.500 -0.06 31.38 0 0 0| 0 0 0 0 245 1.000 -0.11 31.21 0 0 0| 0 10 0 0 250 2.500 3.000 -0.27 31.34 2.500 2.500 0 0 2| 0 99 0 0 260 6.500 -0.50 28.72 0 0 0| 0 75 0 0 270 12.750 -0.75 27.32 0 0 0| 0 7 0 0 280 21.000 -0.90 27.15 0 0 0| 0 4 0 0 290 30.500 -0.98 25.43 0 0 0| 0 20 0 0 300 40.500 -1.00 23.76 0 0 0| 0 0 0 0 310 50.500 -1.00 21.78 0 0 0| 0 0 0 0 320 70.500 -1.00 16.77 0 0 0| 0 0 0 0 340 90.500 -1.00 10.24 0 0 0| 0 0 0 0 360 Total 0 0 2| 0 363 0 0 Indicative a-t-m Vol 28.04 Underlying Price 269.500 Time to expiry: 105 Days Dec 10 3.000 -0.12 33.82 0 0 0| 0 0 0 0 220 6.250 -0.22 31.34 0 0 0| 6 128 +6 0 240 12.500 12.250 -0.38 28.87 12.500 12.500 0 0 1| 0 66 0 0 260 22.000 -0.58 27.21 0 0 0| 0 50 0 0 280 36.000 -0.76 26.43 0 0 0| 0 5 0 0 300 53.000 -0.88 25.86 0 0 0| 0 0 0 0 320 91.250 -0.97 26.78 0 0 0| 0 0 0 0 360 Total 0 0 1| 6 249 +6 0 Indicative a-t-m Vol 29.79 Underlying Price 269.500 Time to expiry: 196 Days Mar 11 7.250 -0.18 34.46 0 0 0| 0 0 0 0 220 12.250 -0.27 32.42 0 0 0| 5 80 +5 0 240 19.000 -0.39 30.42 0 0 0| 0 5 0 0 260 29.000 -0.53 29.17 0 0 0| 0 0 0 0 280 41.500 -0.67 27.93 0 0 0| 0 0 0 0 300 56.750 -0.78 27.16 0 0 0| 0 0 0 0 320 92.250 -0.92 26.45 0 0 0| 0 0 0 0 360 Total 0 0 0| 5 85 +5 0 Total Puts 0 0 3| 11 697 +11 0 Grand Total 0 1,680 1,683| 11 986 +11 0 Equity Options 22:04 Business Day Fri 3 Sep 2010 Previous Business Day Thu 2 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 30.43 Underlying Price 2511.000 Time to expiry: 14 Days Sep 10 912.500 0.99 93.09 0 0 0| 0 0 0 0 1600 712.000 1.00 63.80 0 0 0| 0 0 0 0 1800 612.000 1.00 53.07 0 0 0| 0 0 0 0 1900 512.000 0.99 47.36 0 0 0| 0 0 0 0 2000 413.000 0.98 43.56 0 0 0| 0 0 0 0 2100 315.500 0.96 39.15 0 0 0| 0 22 0 0 2200 220.000 0.90 34.63 0 0 0| 0 87 0 0 2300 135.000 0.77 32.48 0 0 0| 0 968 0 0 2400 54.000 68.500 0.54 30.67 59.500 54.000 S 0 0 3| 7 398 -7 0 2500 32.500 25.000 0.28 28.47 32.500 31.000 0 0 5| 5 1,379 +2 0 2600 9.000 0.12 30.14 0 0 0| 0 25 0 0 2700 1.000 2.500 0.04 30.54 1.000 1.000 0 0 4| 0 1,526 0 0 2800 0.500 0.01 36.01 0 0 0| 0 110 0 0 3000 CAB 0.00 40.87 0 0 0| 0 304 0 0 3200 CAB 0.00 43.30 0 0 0| 0 27 0 0 3600 Total 0 0 12| 12 4,846 -5 0 Indicative a-t-m Vol 32.68 Underlying Price 2511.000 Time to expiry: 42 Days Oct 10 617.000 0.97 44.23 0 0 0| 0 0 0 0 1900 520.000 0.95 41.64 0 0 0| 0 6 0 0 2000 426.000 0.92 39.48 0 0 0| 0 0 0 0 2100 338.500 0.86 38.65 0 0 0| 0 13 0 0 2200 254.500 0.78 36.19 0 0 0| 0 6 0 0 2300 180.500 0.67 34.43 0 0 0| 0 11 0 0 2400 121.000 119.500 0.54 32.84 121.000 121.000 0 0 1| 4 17 +2 0 2500 72.000 0.40 31.38 0 0 0| 5 92 +4 0 2600 34.000 40.500 0.26 30.60 34.000 S 34.000 S 0 0 1| 0 11 0 0 2700 18.000 20.500 0.16 29.80 22.000 18.000 S 0 0 6| 5 24 +5 0 2800 4.500 0.04 29.58 0 0 0| 0 0 0 0 3000 Total 0 0 8| 14 180 +11 0 Indicative a-t-m Vol 34.09 Underlying Price 2511.000 Time to expiry: 77 Days Nov 10 633.000 0.93 45.26 0 0 0| 0 5 0 0 1900 542.500 0.89 43.36 0 0 0| 0 0 0 0 2000 452.500 0.85 40.56 0 0 0| 0 0 0 0 2100 370.500 0.80 38.85 0 0 0| 0 0 0 0 2200 293.500 0.73 37.10 0 0 0| 0 2 0 0 2300 225.000 0.64 35.63 0 0 0| 0 0 0 0 2400 165.500 0.55 34.21 0 0 0| 0 4 0 0 2500 120.000 117.000 0.44 33.16 120.000 120.000 0 0 3| 2 3 +2 0 2600 43.500 50.500 0.25 31.20 43.500 S 43.500 S 0 0 1| 0 16 0 0 2800 18.000 0.11 29.92 0 0 0| 0 0 0 0 3000 Total 0 0 4| 2 30 +2 0 Indicative a-t-m Vol 34.67 Underlying Price 2511.000 Time to expiry: 105 Days Dec 10 Equity Options 22:04 Business Day Fri 3 Sep 2010 Previous Business Day Thu 2 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 | 1633.000 1.00 57.49 0 0 0| 0 0 0 0 880 1553.000 1.00 55.73 0 0 0| 0 0 0 0 960 1513.000 1.00 54.56 0 0 0| 0 0 0 0 1000 1314.000 1.00 52.51 0 0 0| 0 0 0 0 1200 1117.000 0.99 50.80 0 0 0| 0 0 0 0 1400 924.000 0.97 49.59 0 0 0| 0 51 0 0 1600 739.500 0.92 47.67 0 0 0| 0 16 0 0 1800 648.000 0.90 45.35 0 0 0| 0 507 0 0 1900 558.500 0.87 42.92 0 0 0| 0 1,290 0 0 2000 392.500 0.77 38.82 0 0 0| 0 23 0 0 2200 252.500 0.63 35.86 0 0 0| 0 767 0 0 2400 145.500 0.46 33.72 0 0 0| 0 957 0 0 2600 74.500 0.30 32.00 0 0 0| 0 896 0 0 2800 31.500 33.500 0.16 30.73 31.500 31.500 0 0 1| 0 1,705 0 0 3000 15.000 0.08 30.56 0 0 0| 0 170 0 0 3200 3.000 0.02 31.26 0 0 0| 0 95 0 0 3600 Total 0 0 1| 0 6,477 0 0 Indicative a-t-m Vol 35.26 Underlying Price 2511.000 Time to expiry: 196 Days Mar 11 767.000 0.89 44.38 0 0 0| 0 14 0 0 1800 600.500 0.82 41.39 0 0 0| 0 15 0 0 2000 449.500 0.74 38.71 0 0 0| 0 14 0 0 2200 318.500 0.63 36.32 0 0 0| 0 287 0 0 2400 213.000 0.50 34.40 0 0 0| 0 277 0 0 2600 136.000 136.000 0.37 33.08 136.000 136.000 0 0 5| 1 175 +1 0 2800 79.500 0.26 31.70 0 0 0| 5 53 +5 0 3000 46.500 0.17 31.13 0 0 0| 0 48 0 0 3200 14.000 0.06 30.19 0 0 0| 0 15 0 0 3600 Total 0 0 5| 6 898 +6 0 Indicative a-t-m Vol 35.28 Underlying Price 2511.000 Time to expiry: 287 Days Jun 11 1135.500 0.96 46.60 0 0 0| 0 66 0 0 1400 959.000 0.92 45.51 0 0 0| 0 3 0 0 1600 789.500 0.87 43.05 0 0 0| 0 11 0 0 1800 629.500 0.80 40.31 0 0 0| 0 0 0 0 2000 489.500 0.72 38.31 0 0 0| 0 107 0 0 2200 364.500 0.62 36.13 0 0 0| 3 4 +3 0 2400 263.000 0.51 34.60 0 0 0| 4 7 0 0 2600 184.000 0.41 33.56 0 0 0| 0 19 0 0 2800 126.000 0.31 32.65 0 0 0| 0 22 0 0 3000 77.000 84.000 0.23 31.96 77.000 77.000 0 0 3| 0 43 0 0 3200 Total 0 0 3| 7 282 +3 0 Indicative a-t-m Vol 36.88 Underlying Price 2511.000 Time to expiry: 469 Days Dec 11 1641.500 0.99 56.38 0 0 0| 0 0 0 0 880 1564.500 0.98 54.56 0 0 0| 0 0 0 0 960 1526.500 0.98 53.73 0 0 0| 0 0 0 0 1000 1340.500 0.96 50.12 0 0 0| 0 0 0 0 1200 Equity Options 22:04 Business Day Fri 3 Sep 2010 Previous Business Day Thu 2 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 | 1162.500 0.93 47.21 0 0 0| 0 0 0 0 1400 995.000 0.88 44.76 0 0 0| 0 0 0 0 1600 841.000 0.83 42.78 0 0 0| 0 0 0 0 1800 699.000 0.77 40.88 0 0 0| 0 0 0 0 2000 458.500 0.62 37.65 0 0 0| 0 250 0 0 2400 277.500 0.46 34.90 0 0 0| 0 500 0 0 2800 152.000 0.31 32.46 0 0 0| 0 0 0 0 3200 Total 0 0 0| 0 750 0 0 Indicative a-t-m Vol 42.32 Underlying Price 2511.000 Time to expiry: 651 Days Jun 12 835.000 0.75 49.17 0 0 0| 0 0 0 0 2000 585.500 0.64 43.21 0 0 0| 0 0 0 0 2400 403.500 0.52 40.00 0 0 0| 0 0 0 0 2800 276.500 0.41 38.31 0 0 0| 0 0 0 0 3200 Total 0 0 0| 0 0 0 0 Indicative a-t-m Vol 42.14 Underlying Price 2511.000 Time to expiry: 840 Days Dec 12 874.000 0.75 47.42 0 0 0| 0 750 0 0 2000 645.500 0.65 43.00 0 0 0| 0 0 0 0 2400 554.000 0.60 41.45 0 0 0| 0 100 0 0 2600 478.000 0.55 40.68 0 0 0| 0 0 0 0 2800 348.500 0.45 38.92 0 0 0| 0 0 0 0 3200 Total 0 0 0| 0 850 0 0 Total Calls 0 0 33| 41 14,313 +17 0 | Equity Options 22:04 Business Day Fri 3 Sep 2010 Previous Business Day Thu 2 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 31.00 Underlying Price 2511.000 Time to expiry: 14 Days Sep 10 CAB 0.00 63.32 0 0 0| 0 41 0 0 1600 0.500 0.00 60.78 0 0 0| 0 40 0 0 1800 0.500 -0.01 56.20 0 0 0| 0 74 0 0 1900 1.000 -0.01 50.09 0 0 0| 0 334 0 0 2000 1.500 -0.02 42.88 0 0 0| 0 0 0 0 2100 3.000 -0.04 37.53 0 0 0| 0 673 0 0 2200 8.500 -0.10 34.59 0 0 0| 0 20 0 0 2300 23.500 -0.23 32.50 0 0 0| 10 1,122 +2 0 2400 71.000 57.500 -0.46 31.08 71.000 S 70.000 0 0 2| 1 525 -1 0 2500 116.500 -0.70 30.34 0 0 0| 2 327 0 0 2600 198.000 -0.87 30.61 0 0 0| 0 19 0 0 2700 291.500 -0.96 31.33 0 0 0| 1 924 0 0 2800 489.500 -0.99 37.41 0 0 0| 0 38 0 0 3000 689.000 -1.00 42.97 0 0 0| 0 55 0 0 3200 1089.000 -1.00 51.57 0 0 0| 0 0 0 0 3600 Total 0 0 2| 14 4,192 +1 0 Indicative a-t-m Vol 32.61 Underlying Price 2511.000 Time to expiry: 42 Days Oct 10 6.500 -0.04 47.50 0 0 0| 0 8 0 0 1900 9.000 10.500 -0.06 44.61 9.000 9.000 0 0 1| 0 47 0 0 2000 16.000 -0.09 41.34 0 0 0| 0 3 0 0 2100 24.500 -0.14 38.16 0 0 0| 0 18 0 0 2200 42.500 -0.22 36.34 0 0 0| 0 45 0 0 2300 80.000 67.500 -0.33 34.33 80.000 S 80.000 S 0 0 1| 0 7 0 0 2400 130.000 106.000 -0.46 32.75 130.000 102.000 0 0 12| 0 3 0 0 2500 159.000 -0.60 31.45 0 0 0| 0 10 0 0 2600 227.500 -0.74 30.66 0 0 0| 0 4 0 0 2700 308.500 -0.84 30.41 0 0 0| 0 13 0 0 2800 492.500 -0.96 30.07 0 0 0| 0 12 0 0 3000 Total 0 0 14| 0 170 0 0 Indicative a-t-m Vol 34.16 Underlying Price 2511.000 Time to expiry: 77 Days Nov 10 20.500 -0.08 46.01 0 0 0| 0 0 0 0 1900 29.000 -0.11 43.59 0 0 0| 0 3 0 0 2000 40.000 -0.15 41.04 0 0 0| 0 6 0 0 2100 57.500 -0.20 39.27 0 0 0| 0 5 0 0 2200 79.500 -0.27 37.23 0 0 0| 4 10 +4 0 2300 111.000 -0.36 35.71 0 0 0| 0 0 0 0 2400 151.000 -0.45 34.30 0 0 0| 0 0 0 0 2500 215.500 202.000 -0.56 33.09 215.500 S 215.500 S 0 0 1| 0 2 0 0 2600 335.500 -0.75 31.03 0 0 0| 0 0 0 0 2800 503.500 -0.89 29.75 0 0 0| 0 0 0 0 3000 Total 0 0 1| 4 26 +4 0 Indicative a-t-m Vol 34.96 Underlying Price 2511.000 Time to expiry: 105 Days Dec 10 1.000 0.00 75.35 0 0 0| 0 55 0 0 880 Equity Options 22:04 Business Day Fri 3 Sep 2010 Previous Business Day Thu 2 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 72.72 0 0 0| 0 41 0 0 960 1.500 0.00 70.96 0 0 0| 0 48 0 0 1000 3.000 -0.01 63.75 0 0 0| 0 61 0 0 1200 6.500 -0.02 57.53 0 0 0| 0 58 0 0 1400 13.000 -0.04 52.60 0 0 0| 10 37 0 0 1600 22.500 24.500 -0.08 47.52 22.500 22.500 0 0 3| 0 72 0 0 1800 33.500 -0.10 45.42 0 0 0| 0 1,076 0 0 1900 43.500 -0.13 43.02 0 0 0| 2 1,254 +1 0 2000 80.000 -0.23 39.53 0 0 0| 0 469 0 0 2200 139.000 -0.37 36.37 0 0 0| 0 906 0 0 2400 230.000 -0.54 33.82 0 0 0| 0 552 0 0 2600 358.000 -0.71 31.91 0 0 0| 0 1,219 0 0 2800 519.000 -0.84 31.04 0 0 0| 0 1,206 0 0 3000 700.000 -0.92 30.71 0 0 0| 0 10 0 0 3200 1089.000 -1.00 27.94 0 0 0| 0 2 0 0 3600 Total 0 0 3| 12 7,066 +1 0 Indicative a-t-m Vol 35.26 Underlying Price 2511.000 Time to expiry: 196 Days Mar 11 55.500 -0.12 44.07 0 0 0| 0 30 0 0 1800 100.500 91.000 -0.19 41.08 100.500 S 100.500 S 0 0 1| 0 155 0 0 2000 144.000 -0.28 38.81 0 0 0| 1 37 0 0 2200 216.000 -0.39 36.30 0 0 0| 0 447 0 0 2400 312.500 -0.52 34.43 0 0 0| 0 13 0 0 2600 427.000 436.500 -0.64 32.98 427.000 427.000 0 0 5| 0 14 0 0 2800 584.500 -0.75 32.10 0 0 0| 0 62 0 0 3000 751.000 -0.83 31.35 0 0 0| 0 103 0 0 3200 1112.000 -0.96 27.57 0 0 0| 0 30 0 0 3600 Total 0 0 6| 1 891 0 0 Indicative a-t-m Vol 35.32 Underlying Price 2511.000 Time to expiry: 287 Days Jun 11 29.000 -0.06 47.18 0 0 0| 0 10 0 0 1400 50.500 -0.09 44.44 0 0 0| 0 17 0 0 1600 84.000 -0.15 42.50 0 0 0| 0 22 0 0 1800 127.000 -0.21 40.14 0 0 0| 0 6 0 0 2000 187.500 -0.29 38.02 0 0 0| 4 239 +4 0 2200 266.000 -0.39 36.18 0 0 0| 0 2 0 0 2400 364.500 -0.49 34.63 0 0 0| 0 8 0 0 2600 492.000 484.500 -0.60 33.41 492.000 492.000 0 0 1| 0 1 0 0 2800 644.500 629.000 -0.69 32.81 644.500 S 644.500 S 0 0 1| 0 3 0 0 3000 786.000 -0.77 32.03 0 0 0| 0 33 0 0 3200 Total 0 0 2| 4 341 +4 0 Indicative a-t-m Vol 36.21 Underlying Price 2511.000 Time to expiry: 469 Days Dec 11 23.500 -0.03 58.64 0 0 0| 0 0 0 0 880 27.500 -0.03 56.06 0 0 0| 0 0 0 0 960 29.500 -0.04 54.91 0 0 0| 0 0 0 0 1000 45.000 -0.06 50.27 0 0 0| 0 0 0 0 1200 68.000 -0.09 46.85 0 0 0| 0 0 0 0 1400 101.000 -0.13 44.18 0 0 0| 0 0 0 0 1600 Equity Options 22:04 Business Day Fri 3 Sep 2010 Previous Business Day Thu 2 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 | 144.500 -0.18 41.95 0 0 0| 0 0 0 0 1800 202.000 -0.24 40.08 0 0 0| 0 0 0 0 2000 359.000 -0.38 36.95 0 0 0| 0 500 0 0 2400 576.000 -0.54 34.28 0 0 0| 0 0 0 0 2800 850.000 -0.70 31.97 0 0 0| 0 0 0 0 3200 Total 0 0 0| 0 500 0 0 Indicative a-t-m Vol 41.39 Underlying Price 2511.000 Time to expiry: 651 Days Jun 12 322.000 -0.26 45.30 0 0 0| 0 0 0 0 2000 492.500 -0.37 41.93 0 0 0| 0 0 0 0 2400 722.000 -0.49 40.00 0 0 0| 0 0 0 0 2800 989.000 -0.60 38.31 0 0 0| 0 0 0 0 3200 Total 0 0 0| 0 0 0 0 Indicative a-t-m Vol 41.98 Underlying Price 2511.000 Time to expiry: 840 Days Dec 12 371.000 -0.26 44.34 0 0 0| 0 0 0 0 2000 565.500 -0.36 42.64 0 0 0| 0 0 0 0 2400 674.500 -0.41 41.45 0 0 0| 0 100 0 0 2600 794.000 -0.46 40.68 0 0 0| 0 0 0 0 2800 1054.500 -0.56 38.92 0 0 0| 0 0 0 0 3200 Total 0 0 0| 0 100 0 0 Total Puts 0 0 28| 35 13,286 +10 0 Grand Total 0 5,460 5,521| 76 27,599 +27 0 Equity Options 22:04 Business Day Fri 3 Sep 2010 Previous Business Day Thu 2 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 29.81 Underlying Price 1092.000 Time to expiry: 14 Days Sep 10 412.500 1.00 97.65 0 0 0| 0 0 0 0 680 379.500 0.99 88.60 0 0 0| 0 0 0 0 713 340.500 0.99 78.70 0 0 0| 0 0 0 0 752 300.500 0.99 68.75 0 0 0| 0 0 0 0 792 261.750 0.99 62.98 0 0 0| 0 0 0 0 831 222.000 0.98 55.96 0 0 0| 0 5 0 0 871 182.500 0.97 49.82 0 0 0| 0 200 0 0 911 144.250 0.95 44.14 0 0 0| 0 150 0 0 950 106.500 0.90 40.67 0 0 0| 0 30 0 0 990 27.250 0.53 29.72 0 0 0| 0 69 0 0 1089 3.500 0.10 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| 0 461 0 0 Indicative a-t-m Vol 35.39 Underlying Price 1092.000 Time to expiry: 105 Days Dec 10 453.000 0.99 49.02 0 0 0| 0 0 0 0 640 374.750 0.97 44.39 0 0 0| 0 0 0 0 720 336.000 0.96 42.12 0 0 0| 0 0 0 0 760 298.750 0.94 41.13 0 0 0| 0 0 0 0 800 262.750 0.91 40.30 0 0 0| 0 0 0 0 840 235.500 0.88 39.18 0 0 0| 0 0 0 0 871 202.000 0.84 38.27 0 0 0| 0 0 0 0 911 172.250 0.78 37.87 0 0 0| 4 160 -4 0 950 143.500 0.72 37.12 0 0 0| 0 50 0 0 990 84.000 0.54 35.41 0 0 0| 10 89 -9 0 1089 45.250 0.36 34.60 0 0 0| 0 26 0 0 1188 10.250 0.11 34.04 0 0 0| 0 3 0 0 1386 9.500 0.10 34.29 0 0 0| 0 0 0 0 1400 Total 0 0 0| 14 328 -13 0 Indicative a-t-m Vol 35.67 Underlying Price 1092.000 Time to expiry: 196 Days Mar 11 458.250 0.96 44.75 0 0 0| 0 0 0 0 640 385.000 0.93 43.28 0 0 0| 0 0 0 0 720 349.250 0.91 42.09 0 0 0| 0 0 0 0 760 314.500 0.88 41.07 0 0 0| 0 0 0 0 800 281.750 0.85 40.30 0 0 0| 0 0 0 0 840 250.250 0.82 39.40 0 0 0| 0 0 0 0 880 219.750 0.78 38.49 0 0 0| 0 2 0 0 920 192.500 0.73 37.93 0 0 0| 0 12 0 0 960 166.000 0.68 37.00 0 0 0| 0 9 0 0 1000 110.750 0.54 35.56 0 0 0| 0 22 0 0 1100 75.000 69.250 0.40 34.24 75.000 67.000 0 0 15| 15 16 +11 0 1200 24.750 0.19 33.40 0 0 0| 0 0 0 0 1400 Total 0 0 15| 15 61 +11 0 Total Calls 0 0 15| 29 850 -2 0 | Equity Options 22:04 Business Day Fri 3 Sep 2010 Previous Business Day Thu 2 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 32.04 Underlying Price 1092.000 Time to expiry: 14 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 CAB 0.00 50.84 0 0 0| 0 8 0 0 831 0.250 -0.01 45.10 0 0 0| 0 145 0 0 871 0.250 -0.01 39.67 0 0 0| 0 310 0 0 911 1.000 -0.03 37.39 0 0 0| 0 19 0 0 950 3.250 -0.08 35.47 0 0 0| 5 20 -5 0 990 32.500 27.500 -0.48 31.83 32.500 25.000 0 0 3| 0 12 0 0 1089 104.250 -0.85 38.75 0 0 0| 0 0 0 0 1188 297.500 -0.97 61.82 0 0 0| 0 0 0 0 1386 Total 0 0 3| 5 701 -5 0 Indicative a-t-m Vol 37.04 Underlying Price 1092.000 Time to expiry: 105 Days Dec 10 1.750 -0.02 48.99 0 0 0| 0 0 0 0 640 4.250 -0.04 46.17 0 0 0| 0 4 0 0 720 6.500 -0.05 45.01 0 0 0| 0 5 0 0 760 9.500 -0.07 43.53 0 0 0| 0 3 0 0 800 13.500 -0.10 42.24 0 0 0| 0 0 0 0 840 17.500 -0.13 41.38 0 0 0| 0 35 0 0 871 24.250 -0.17 40.22 0 0 0| 0 10 0 0 911 33.250 -0.22 39.44 0 0 0| 4 33 +3 0 950 44.500 -0.28 38.46 0 0 0| 0 117 0 0 990 85.000 -0.46 37.07 0 0 0| 0 23 0 0 1089 144.500 -0.63 36.16 0 0 0| 0 0 0 0 1188 307.500 -0.87 36.75 0 0 0| 0 0 0 0 1386 320.750 -0.88 36.99 0 0 0| 0 0 0 0 1400 Total 0 0 0| 4 230 +3 0 Indicative a-t-m Vol 36.21 Underlying Price 1092.000 Time to expiry: 196 Days Mar 11 6.000 -0.04 44.94 0 0 0| 0 0 0 0 640 12.500 -0.07 43.43 0 0 0| 0 2 0 0 720 16.500 -0.09 42.16 0 0 0| 0 12 0 0 760 22.250 -0.12 41.57 0 0 0| 0 0 0 0 800 29.500 -0.15 40.70 0 0 0| 0 0 0 0 840 37.500 -0.19 39.70 0 0 0| 0 0 0 0 880 48.000 -0.23 39.17 0 0 0| 0 9 0 0 920 60.750 -0.27 38.64 0 0 0| 0 16 0 0 960 74.250 -0.32 37.67 0 0 0| 0 13 0 0 1000 118.500 -0.46 36.09 0 0 0| 0 0 0 0 1100 177.000 -0.59 34.83 0 0 0| 0 0 0 0 1200 332.500 -0.81 34.24 0 0 0| 0 0 0 0 1400 Total 0 0 0| 0 52 0 0 Total Puts 0 0 3| 9 983 -2 0 Grand Total 0 2,220 2,238| 38 1,833 -4 0 Equity Options 22:04 Business Day Fri 3 Sep 2010 Previous Business Day Thu 2 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 51.41 Underlying Price 367.500 Time to expiry: 14 Days Sep 10 227.500 1.00 69.94 0 0 0| 0 0 0 0 140 207.500 1.00 69.38 0 0 0| 0 0 0 0 160 197.500 1.00 68.47 0 0 0| 0 0 0 0 170 187.500 1.00 67.55 0 0 0| 0 0 0 0 180 177.500 1.00 65.17 0 0 0| 0 0 0 0 190 167.500 1.00 63.61 0 0 0| 0 0 0 0 200 157.500 1.00 61.70 0 0 0| 0 0 0 0 210 147.500 1.00 59.62 0 0 0| 0 0 0 0 220 137.500 1.00 58.50 0 0 0| 0 0 0 0 230 127.500 1.00 57.03 0 0 0| 0 0 0 0 240 107.500 1.00 55.32 0 0 0| 0 0 0 0 260 87.750 0.99 54.17 0 0 0| 0 0 0 0 280 68.000 0.97 52.89 0 0 0| 1 1 +1 0 300 62.750 58.500 0.95 52.15 62.750 62.750 0 0 10| 0 0 0 0 310 53.500 49.250 0.92 51.59 53.500 53.500 0 0 7| 0 195 0 0 320 40.250 0.86 50.84 0 0 0| 0 10 0 0 330 32.250 0.79 50.28 0 0 0| 0 190 0 0 340 25.000 0.70 49.72 0 0 0| 0 20 0 0 350 19.000 0.60 50.47 0 0 0| 10 269 0 0 360 16.000 14.250 0.50 51.65 16.000 16.000 0 0 10| 10 28 +10 0 370 10.250 0.40 51.95 0 0 0| 0 113 0 0 380 7.000 0.30 51.63 0 0 0| 0 0 0 0 390 4.500 5.000 0.23 52.74 4.500 4.500 0 0 10| 0 189 0 0 400 2.250 0.12 54.38 0 0 0| 0 0 0 0 420 Total 0 0 37| 21 1,015 +11 0 Indicative a-t-m Vol 41.96 Underlying Price 367.500 Time to expiry: 105 Days Dec 10 168.000 1.00 25.94 0 0 0| 0 30 0 0 200 148.000 1.00 30.11 0 0 0| 0 0 0 0 220 138.000 1.00 31.63 0 0 0| 0 0 0 0 230 128.250 0.99 33.88 0 0 0| 0 9 0 0 240 109.000 0.97 36.82 0 0 0| 0 12 0 0 260 91.250 0.92 39.13 0 0 0| 0 118 0 0 280 74.500 0.86 39.79 0 0 0| 0 1 0 0 300 60.500 0.77 41.47 0 0 0| 0 28 0 0 320 51.750 48.000 0.68 42.19 51.750 51.750 0 0 10| 0 11 0 0 340 40.500 37.250 0.59 42.18 40.500 40.500 0 0 10| 0 46 0 0 360 30.500 27.750 0.49 41.64 30.500 30.500 0 0 10| 0 28 0 0 380 20.000 0.39 40.70 0 0 0| 0 194 0 0 400 9.000 0.22 38.26 0 0 0| 8 8 +8 0 440 Total 0 0 30| 8 485 +8 0 Indicative a-t-m Vol 40.66 Underlying Price 367.500 Time to expiry: 196 Days Mar 11 130.000 0.96 35.71 0 0 0| 0 10 0 0 240 113.250 0.91 38.98 0 0 0| 0 0 0 0 260 Equity Options 22:04 Business Day Fri 3 Sep 2010 Previous Business Day Thu 2 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 | 98.000 0.86 40.81 0 0 0| 0 4 0 0 280 83.750 0.80 41.63 0 0 0| 0 21 0 0 300 71.000 0.73 42.04 0 0 0| 0 9 0 0 320 62.500 59.000 0.66 41.64 62.500 62.500 0 0 10| 0 20 0 0 340 51.500 48.250 0.59 41.08 51.500 51.500 0 0 7| 20 30 0 0 360 38.500 0.52 40.02 0 0 0| 0 32 0 0 380 30.250 0.45 39.29 0 0 0| 0 31 0 0 400 17.500 0.31 37.58 0 0 0| 0 0 0 0 440 Total 0 0 17| 20 157 0 0 Total Calls 0 0 84| 49 1,657 +19 0 | Equity Options 22:04 Business Day Fri 3 Sep 2010 Previous Business Day Thu 2 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 367.500 Time to expiry: 14 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 0.00 50.85 0 0 0| 0 77 0 0 280 0.250 -0.02 50.41 0 0 0| 0 41 0 0 300 0.750 -0.04 49.78 0 0 0| 0 0 0 0 310 1.500 -0.08 50.55 0 0 0| 0 394 0 0 320 2.500 -0.13 49.85 0 0 0| 10 74 +10 0 330 4.000 -0.20 48.16 0 0 0| 10 230 0 0 340 6.000 7.250 -0.30 49.59 6.000 6.000 0 0 10| 0 32 0 0 350 9.500 12.000 -0.40 52.48 9.500 9.500 0 0 7| 30 200 0 0 360 17.000 -0.50 52.48 0 0 0| 20 10 0 0 370 23.000 -0.60 52.90 0 0 0| 0 36 0 0 380 26.250 30.000 -0.69 53.92 26.250 26.250 0 0 10| 0 0 0 0 390 33.500 37.250 -0.77 52.48 33.500 33.500 0 0 10| 0 12 0 0 400 50.750 55.500 -0.86 58.25 50.750 50.750 0 0 10| 0 0 0 0 420 Total 0 0 47| 70 1,478 +10 0 Indicative a-t-m Vol 42.41 Underlying Price 367.500 Time to expiry: 105 Days Dec 10 CAB 0.00 27.80 0 0 0| 0 329 0 0 200 CAB 0.00 32.84 0 0 0| 0 52 0 0 220 CAB 0.00 34.82 0 0 0| 0 44 0 0 230 0.250 -0.01 36.50 0 0 0| 0 0 0 0 240 1.250 -0.04 39.10 0 0 0| 0 49 0 0 260 3.500 -0.09 40.86 0 0 0| 10 24 0 0 280 7.500 -0.15 41.84 0 0 0| 3 27 +3 0 300 13.000 -0.23 42.61 0 0 0| 3 59 +3 0 320 20.500 20.250 -0.32 42.55 20.500 20.500 0 0 5| 6 9 +6 0 340 29.250 -0.42 42.62 0 0 0| 0 0 0 0 360 40.000 -0.51 42.10 0 0 0| 0 0 0 0 380 52.000 -0.61 41.01 0 0 0| 0 1 0 0 400 77.000 81.250 -0.77 39.38 77.000 77.000 0 0 10| 0 0 0 0 440 Total 0 0 15| 22 594 +12 0 Indicative a-t-m Vol 40.82 Underlying Price 367.500 Time to expiry: 196 Days Mar 11 1.000 -0.03 32.52 0 0 0| 0 10 0 0 240 4.000 -0.08 37.54 0 0 0| 0 1 0 0 260 9.000 -0.14 40.40 0 0 0| 0 2 0 0 280 Equity Options 22:04 Business Day Fri 3 Sep 2010 Previous Business Day Thu 2 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 | 15.250 -0.20 41.78 0 0 0| 0 12 0 0 300 22.250 -0.27 42.05 0 0 0| 0 14 0 0 320 30.250 -0.34 41.85 0 0 0| 0 10 0 0 340 39.500 -0.41 41.21 0 0 0| 0 30 0 0 360 49.750 -0.48 40.25 0 0 0| 0 10 0 0 380 61.500 -0.55 39.50 0 0 0| 0 31 0 0 400 86.000 88.750 -0.69 37.83 86.000 86.000 0 0 10| 0 0 0 0 440 Total 0 0 10| 0 120 0 0 Total Puts 0 0 72| 92 2,192 +22 0 Grand Total 0 2,820 2,976| 141 3,849 +41 0 Equity Options 22:04 Business Day Fri 3 Sep 2010 Previous Business Day Thu 2 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 21.88 Underlying Price 1065.000 Time to expiry: 14 Days Sep 10 345.250 1.00 40.00 0 0 0| 0 0 0 0 720 305.250 1.00 36.00 0 0 0| 0 0 0 0 760 265.250 1.00 34.18 0 0 0| 0 0 0 0 800 225.250 1.00 31.89 0 0 0| 0 0 0 0 840 185.250 1.00 33.97 0 0 0| 0 0 0 0 880 145.500 0.99 30.84 0 0 0| 0 3 0 0 920 125.750 0.98 30.88 0 0 0| 0 0 0 0 940 106.250 0.97 28.81 0 0 0| 0 13 0 0 960 87.250 0.93 29.06 0 0 0| 0 0 0 0 980 68.750 0.88 26.94 0 0 0| 0 7 0 0 1000 27.500 0.64 22.09 0 0 0| 0 35 0 0 1050 6.250 0.24 21.38 0 0 0| 0 15 0 0 1100 0.750 0.04 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 19.82 Underlying Price 1065.000 Time to expiry: 105 Days Dec 10 268.250 0.97 30.25 0 0 0| 0 0 0 0 800 191.000 0.93 26.15 0 0 0| 0 0 0 0 880 154.500 0.89 25.00 0 0 0| 0 2 0 0 920 119.250 0.83 23.38 0 0 0| 0 5 0 0 960 86.250 0.74 21.42 0 0 0| 0 10 0 0 1000 27.500 0.40 18.95 0 0 0| 0 81 0 0 1100 4.250 0.10 17.16 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| 0 98 0 0 Indicative a-t-m Vol 20.11 Underlying Price 1065.000 Time to expiry: 196 Days Mar 11 195.250 0.89 25.25 0 0 0| 0 0 0 0 880 160.000 0.84 23.87 0 0 0| 0 0 0 0 920 127.000 0.78 22.63 0 0 0| 0 0 0 0 960 97.250 0.69 21.52 0 0 0| 0 5 0 0 1000 41.000 0.42 19.35 0 0 0| 0 25 0 0 1100 13.000 0.18 18.18 0 0 0| 0 10 0 0 1200 1.000 0.02 18.03 0 0 0| 0 0 0 0 1400 Total 0 0 0| 0 40 0 0 Total Calls 0 0 0| 0 211 0 0 | Equity Options 22:04 Business Day Fri 3 Sep 2010 Previous Business Day Thu 2 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 22.14 Underlying Price 1065.000 Time to expiry: 14 Days Sep 10 CAB 0.00 38.15 0 0 0| 0 0 0 0 720 CAB 0.00 35.22 0 0 0| 0 0 0 0 760 CAB 0.00 34.13 0 0 0| 0 3 0 0 800 CAB 0.00 31.41 0 0 0| 0 1 0 0 840 CAB 0.00 30.51 0 0 0| 0 4 0 0 880 CAB -0.01 28.88 0 0 0| 0 10 0 0 920 0.500 -0.02 30.25 0 0 0| 0 0 0 0 940 1.000 -0.04 29.38 0 0 0| 0 0 0 0 960 2.000 -0.07 28.56 0 0 0| 0 2 0 0 980 3.000 -0.11 26.10 0 0 0| 0 26 0 0 1000 12.500 -0.37 22.45 0 0 0| 0 0 0 0 1050 41.000 -0.76 21.43 0 0 0| 0 0 0 0 1100 85.500 -0.96 21.63 0 0 0| 0 0 0 0 1150 135.000 -0.99 25.43 0 0 0| 0 0 0 0 1200 235.000 -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 19.54 Underlying Price 1065.000 Time to expiry: 105 Days Dec 10 2.750 -0.04 29.80 0 0 0| 0 2 0 0 800 6.500 -0.09 25.88 0 0 0| 0 13 0 0 880 10.000 -0.14 24.01 0 0 0| 0 34 0 0 920 16.250 -0.21 22.58 0 0 0| 0 3 0 0 960 25.500 -0.31 21.24 0 0 0| 0 0 0 0 1000 71.750 -0.66 18.63 0 0 0| 0 15 0 0 1100 152.000 -0.92 16.94 0 0 0| 0 0 0 0 1200 348.250 -1.00 17.11 0 0 0| 0 0 0 0 1400 Total 0 0 0| 0 67 0 0 Indicative a-t-m Vol 19.95 Underlying Price 1065.000 Time to expiry: 196 Days Mar 11 15.000 -0.14 24.83 0 0 0| 0 0 0 0 880 21.000 -0.19 23.55 0 0 0| 0 0 0 0 920 29.750 -0.26 22.44 0 0 0| 0 0 0 0 960 41.250 -0.34 21.38 0 0 0| 0 3 0 0 1000 87.000 -0.60 19.19 0 0 0| 0 0 0 0 1100 160.250 -0.83 18.21 0 0 0| 0 0 0 0 1200 348.500 -0.99 17.33 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 1,800 1,800| 0 327 0 0 Equity Options 22:04 Business Day Fri 3 Sep 2010 Previous Business Day Thu 2 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 17.23 Underlying Price 3310.500 Time to expiry: 14 Days Sep 10 1311.000 1.00 38.95 0 0 0| 0 0 0 0 2000 911.000 1.00 37.13 0 0 0| 0 0 0 0 2400 711.500 1.00 36.31 0 0 0| 0 0 0 0 2600 511.500 1.00 29.46 0 0 0| 0 0 0 0 2800 411.500 0.99 26.82 0 0 0| 0 0 0 0 2900 312.500 0.98 23.78 0 0 0| 0 6 0 0 3000 216.000 0.93 22.38 0 0 0| 0 51 0 0 3100 126.000 0.81 19.85 0 0 0| 0 1,341 0 0 3200 56.000 52.500 0.55 17.32 56.000 56.000 0 0 1| 0 196 0 0 3300 17.000 13.500 0.22 16.46 17.000 15.000 0 0 5| 0 261 0 0 3400 3.000 0.06 17.45 0 0 0| 0 0 0 0 3500 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 6| 0 2,259 0 0 Indicative a-t-m Vol 18.46 Underlying Price 3310.500 Time to expiry: 42 Days Oct 10 713.000 1.00 24.96 0 0 0| 0 0 0 0 2600 516.500 0.97 27.19 0 0 0| 0 0 0 0 2800 325.500 0.90 23.09 0 0 0| 0 1 0 0 3000 236.000 0.83 21.16 0 0 0| 0 3 0 0 3100 155.500 0.71 19.62 0 0 0| 0 14 0 0 3200 90.500 0.54 18.52 0 0 0| 1 65 0 0 3300 46.500 0.35 17.98 0 0 0| 0 52 0 0 3400 7.500 0.08 17.20 0 0 0| 0 19 0 0 3600 1.500 0.02 19.04 0 0 0| 0 12 0 0 3800 Total 0 0 0| 1 166 0 0 Indicative a-t-m Vol 19.64 Underlying Price 3310.500 Time to expiry: 77 Days Nov 10 527.500 0.93 25.75 0 0 0| 0 0 0 0 2800 346.500 0.84 23.04 0 0 0| 0 0 0 0 3000 264.500 0.76 21.85 0 0 0| 0 0 0 0 3100 190.500 0.66 20.73 0 0 0| 0 0 0 0 3200 128.000 0.54 19.70 0 0 0| 0 1 0 0 3300 81.500 0.41 19.16 0 0 0| 0 12 0 0 3400 24.500 0.17 18.15 0 0 0| 2 11 +2 0 3600 6.500 0.06 18.26 0 0 0| 0 0 0 0 3800 Total 0 0 0| 2 24 +2 0 Indicative a-t-m Vol 20.22 Underlying Price 3310.500 Time to expiry: 105 Days Dec 10 1714.000 1.00 34.06 0 0 0| 0 0 0 0 1600 1514.500 1.00 33.31 0 0 0| 0 0 0 0 1800 1315.000 1.00 32.37 0 0 0| 0 2 0 0 2000 919.500 0.98 30.05 0 0 0| 0 0 0 0 2400 725.000 0.96 27.65 0 0 0| 0 10 0 0 2600 537.000 0.91 25.18 0 0 0| 0 237 0 0 2800 Equity Options 22:04 Business Day Fri 3 Sep 2010 Previous Business Day Thu 2 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 | 367.500 361.500 0.81 22.84 367.500 367.500 0 0 6| 5 2,554 -5 0 3000 283.500 0.74 21.87 0 0 0| 0 976 0 0 3100 213.500 0.65 21.03 0 0 0| 10 980 +10 0 3200 104.000 0.43 19.57 0 0 0| 27 997 0 0 3400 40.500 0.22 18.65 0 0 0| 54 120 +49 0 3600 4.500 0.04 18.87 0 0 0| 0 251 0 0 4000 Total 0 0 6| 96 6,127 +54 0 Indicative a-t-m Vol 20.91 Underlying Price 3310.500 Time to expiry: 196 Days Mar 11 926.000 0.97 28.98 0 0 0| 0 0 0 0 2400 736.000 0.94 26.87 0 0 0| 0 0 0 0 2600 553.000 0.88 24.63 0 0 0| 0 272 0 0 2800 387.000 0.78 22.92 0 0 0| 0 77 0 0 3000 246.500 0.63 21.57 0 0 0| 0 656 0 0 3200 139.500 0.45 20.37 0 0 0| 0 41 0 0 3400 68.500 0.28 19.38 0 0 0| 0 73 0 0 3600 13.000 0.07 18.86 0 0 0| 0 6 0 0 4000 Total 0 0 0| 0 1,125 0 0 Indicative a-t-m Vol 21.06 Underlying Price 3310.500 Time to expiry: 287 Days Jun 11 931.000 0.96 28.64 0 0 0| 0 0 0 0 2400 567.500 0.85 24.74 0 0 0| 0 159 0 0 2800 409.500 0.74 23.21 0 0 0| 0 156 0 0 3000 272.000 0.61 21.61 0 0 0| 0 415 0 0 3200 169.500 0.46 20.63 0 0 0| 2 11 0 0 3400 93.500 102.500 0.32 20.29 102.000 93.500 0 0 24| 0 36 0 0 3600 31.000 0.12 19.56 0 0 0| 0 19 0 0 4000 Total 0 0 24| 2 796 0 0 Indicative a-t-m Vol 22.30 Underlying Price 3310.500 Time to expiry: 469 Days Dec 11 1520.500 0.99 37.15 0 0 0| 0 0 0 0 1800 1326.000 0.98 34.90 0 0 0| 0 0 0 0 2000 949.000 0.92 30.27 0 0 0| 0 0 0 0 2400 596.500 0.80 25.20 0 0 0| 0 0 0 0 2800 327.000 0.59 22.63 0 0 0| 0 274 0 0 3200 161.000 0.36 21.45 0 0 0| 0 11 0 0 3600 Total 0 0 0| 0 285 0 0 Indicative a-t-m Vol 22.72 Underlying Price 3310.500 Time to expiry: 651 Days Jun 12 950.500 0.92 29.50 0 0 0| 0 0 0 0 2400 610.000 0.79 25.23 0 0 0| 0 0 0 0 2800 355.500 0.58 23.13 0 0 0| 0 0 0 0 3200 188.500 0.38 21.65 0 0 0| 0 0 0 0 3600 Total 0 0 0| 0 0 0 0 Indicative a-t-m Vol 22.45 Underlying Price 3310.500 Time to expiry: 840 Days Dec 12 963.500 0.90 29.98 0 0 0| 0 0 0 0 2400 629.500 0.77 25.41 0 0 0| 0 0 0 0 2800 Equity Options 22:04 Business Day Fri 3 Sep 2010 Previous Business Day Thu 2 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 | 383.000 0.57 23.20 0 0 0| 0 0 0 0 3200 198.500 0.38 20.50 0 0 0| 0 4 0 0 3600 Total 0 0 0| 0 4 0 0 Total Calls 0 0 36| 101 10,786 +56 0 | Equity Options 22:04 Business Day Fri 3 Sep 2010 Previous Business Day Thu 2 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 16.47 Underlying Price 3310.500 Time to expiry: 14 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 0.500 -0.01 33.02 0 0 0| 0 2,967 0 0 2800 1.000 -0.01 29.74 0 0 0| 0 702 0 0 2900 1.500 -0.02 25.02 0 0 0| 0 2,418 0 0 3000 3.500 4.500 -0.07 22.16 3.500 3.500 0 0 5| 0 87 0 0 3100 15.500 13.000 -0.18 19.01 15.500 15.500 0 0 1| 0 1,869 0 0 3200 39.000 -0.45 16.55 0 0 0| 4 72 -4 0 3300 101.000 -0.79 15.84 0 0 0| 0 20 0 0 3400 190.500 -0.97 15.05 0 0 0| 0 0 0 0 3500 289.500 -1.00 16.47 0 0 0| 0 5 0 0 3600 489.500 -1.00 17.07 0 0 0| 0 0 0 0 3800 Total 0 0 6| 4 10,789 -4 0 Indicative a-t-m Vol 18.65 Underlying Price 3310.500 Time to expiry: 42 Days Oct 10 3.500 -0.02 35.92 0 0 0| 0 0 0 0 2600 4.500 -0.04 28.00 0 0 0| 0 6 0 0 2800 13.000 -0.10 23.33 0 0 0| 0 28 0 0 3000 23.000 -0.17 21.16 0 0 0| 4 314 0 0 3100 44.000 -0.30 20.04 0 0 0| 3 3 -2 0 3200 78.500 -0.46 18.71 0 0 0| 0 7 0 0 3300 134.000 -0.65 18.17 0 0 0| 0 0 0 0 3400 296.000 -0.91 17.87 0 0 0| 0 0 0 0 3600 490.000 -0.99 19.01 0 0 0| 0 0 0 0 3800 Total 0 0 0| 7 358 -2 0 Indicative a-t-m Vol 19.80 Underlying Price 3310.500 Time to expiry: 77 Days Nov 10 13.500 13.000 -0.07 26.04 13.500 13.500 0 0 5| 0 6 0 0 2800 33.000 32.000 -0.16 23.21 33.000 29.000 0 0 2| 0 7 0 0 3000 49.500 -0.24 21.93 0 0 0| 0 2 0 0 3100 75.500 -0.34 20.73 0 0 0| 0 0 0 0 3200 113.500 -0.46 19.88 0 0 0| 0 0 0 0 3300 160.000 166.000 -0.60 19.16 160.000 160.000 0 0 3| 0 0 0 0 3400 311.500 -0.83 18.47 0 0 0| 0 0 0 0 3600 493.000 -0.95 18.14 0 0 0| 0 0 0 0 3800 Total 0 0 10| 0 15 0 0 Indicative a-t-m Vol 20.22 Underlying Price 3310.500 Time to expiry: 105 Days Dec 10 CAB 0.00 44.31 0 0 0| 0 85 0 0 1600 0.500 0.00 43.05 0 0 0| 0 111 0 0 1800 1.500 -0.01 39.26 0 0 0| 0 373 0 0 2000 5.000 -0.02 31.18 0 0 0| 0 1,059 0 0 2400 10.500 -0.05 28.31 0 0 0| 2 532 0 0 2600 21.500 -0.09 25.39 0 0 0| 0 1,696 0 0 2800 45.000 -0.19 22.89 0 0 0| 0 1,334 0 0 3000 Equity Options 22:04 Business Day Fri 3 Sep 2010 Previous Business Day Thu 2 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 | 67.500 -0.26 22.07 0 0 0| 0 151 0 0 3100 97.000 -0.36 21.11 0 0 0| 2 995 +2 0 3200 186.500 -0.57 19.51 0 0 0| 0 359 0 0 3400 326.500 -0.78 19.13 0 0 0| 0 16 0 0 3600 691.000 -0.97 19.13 0 0 0| 0 0 0 0 4000 Total 0 0 0| 4 6,711 +2 0 Indicative a-t-m Vol 20.75 Underlying Price 3310.500 Time to expiry: 196 Days Mar 11 22.000 -0.07 28.59 0 0 0| 0 386 0 0 2400 40.000 -0.12 26.44 0 0 0| 5 31 0 0 2600 69.500 -0.20 24.41 0 0 0| 0 309 0 0 2800 112.500 120.000 -0.32 22.83 112.500 112.500 0 0 4| 0 584 0 0 3000 190.000 194.000 -0.46 21.11 190.000 190.000 0 0 5| 0 147 0 0 3200 308.500 -0.63 20.46 0 0 0| 0 13 0 0 3400 451.000 -0.77 19.56 0 0 0| 0 46 0 0 3600 805.500 -0.93 19.34 0 0 0| 0 8 0 0 4000 Total 0 0 9| 5 1,524 0 0 Indicative a-t-m Vol 21.60 Underlying Price 3310.500 Time to expiry: 287 Days Jun 11 40.000 -0.10 27.86 0 0 0| 0 130 0 0 2400 102.500 -0.23 24.41 0 0 0| 0 116 0 0 2800 157.500 -0.33 22.72 0 0 0| 2 141 +2 0 3000 243.000 -0.46 22.10 0 0 0| 0 104 0 0 3200 352.500 -0.59 21.20 0 0 0| 0 4 0 0 3400 489.500 -0.71 20.74 0 0 0| 0 35 0 0 3600 821.500 -0.88 20.06 0 0 0| 0 0 0 0 4000 Total 0 0 0| 2 530 +2 0 Indicative a-t-m Vol 21.65 Underlying Price 3310.500 Time to expiry: 469 Days Dec 11 23.000 -0.04 32.51 0 0 0| 0 13 0 0 1800 38.500 -0.07 31.03 0 0 0| 0 2 0 0 2000 85.000 -0.15 27.45 0 0 0| 0 13 0 0 2400 179.500 -0.28 25.06 0 0 0| 0 251 0 0 2800 327.500 -0.46 22.06 0 0 0| 0 270 0 0 3200 567.500 -0.67 20.61 0 0 0| 0 0 0 0 3600 Total 0 0 0| 0 549 0 0 Indicative a-t-m Vol 23.02 Underlying Price 3310.500 Time to expiry: 651 Days Jun 12 128.000 -0.19 26.00 0 0 0| 0 0 0 0 2400 245.000 -0.32 23.88 0 0 0| 0 0 0 0 2800 434.500 -0.49 22.71 0 0 0| 0 0 0 0 3200 721.000 -0.63 23.82 0 0 0| 0 0 0 0 3600 Total 0 0 0| 0 0 0 0 Indicative a-t-m Vol 22.16 Underlying Price 3310.500 Time to expiry: 840 Days Dec 12 161.500 -0.21 25.22 0 0 0| 0 50 0 0 2400 278.000 -0.34 22.60 0 0 0| 0 250 0 0 2800 480.000 -0.49 21.91 0 0 0| 0 0 0 0 3200 764.000 -0.62 22.81 0 0 0| 0 250 0 0 3600 Equity Options 22:04 Business Day Fri 3 Sep 2010 Previous Business Day Thu 2 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 0 0 0| 0 550 0 0 Total Puts 0 0 25| 22 21,026 -2 0 Grand Total 0 4,260 4,321| 123 31,812 +54 0 Equity Options 22:04 Business Day Fri 3 Sep 2010 Previous Business Day Thu 2 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 395.600 Time to expiry: 14 Days Sep 10 155.750 1.00 72.29 0 0 0| 0 0 0 0 240 135.750 1.00 78.76 0 0 0| 0 0 0 0 260 115.750 1.00 60.00 0 0 0| 0 0 0 0 280 96.000 0.99 61.96 0 0 0| 0 4 0 0 300 86.000 0.99 56.39 0 0 0| 0 0 0 0 310 75.750 0.99 47.37 0 0 0| 0 35 0 0 320 68.250 66.000 0.98 46.16 68.250 S 68.250 S 0 0 2| 0 15 0 0 330 61.000 56.250 0.96 43.25 61.000 61.000 0 0 2| 0 110 0 0 340 46.500 0.94 40.17 0 0 0| 0 92 0 0 350 39.250 37.500 0.89 39.15 41.250 35.000 0 0 48| 0 259 0 0 360 28.750 0.82 38.06 0 0 0| 0 28 0 0 370 21.000 0.72 36.59 0 0 0| 0 820 0 0 380 14.750 0.59 36.83 0 0 0| 0 693 0 0 390 9.750 0.46 36.62 0 0 0| 22 943 +10 0 400 3.250 0.21 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 0.03 39.68 0 0 0| 0 612 0 0 460 CAB 0.01 40.44 0 0 0| 0 105 0 0 480 CAB 0.00 39.68 0 0 0| 0 58 0 0 560 Total 0 0 52| 22 4,533 +10 0 Indicative a-t-m Vol 31.92 Underlying Price 395.600 Time to expiry: 42 Days Oct 10 115.750 1.00 43.31 0 0 0| 0 0 0 0 280 96.000 0.98 50.91 0 0 0| 0 0 0 0 300 76.000 0.99 39.08 0 0 0| 0 0 0 0 320 66.500 0.96 41.37 0 0 0| 0 30 0 0 330 56.750 0.94 38.83 0 0 0| 0 15 0 0 340 47.500 0.90 36.61 0 0 0| 0 0 0 0 350 39.000 0.83 36.99 0 0 0| 1 13 -1 0 360 30.250 0.77 33.77 0 0 0| 2 10 0 0 370 23.000 0.68 32.56 0 0 0| 0 298 0 0 380 17.000 0.56 32.08 0 0 0| 0 1 0 0 390 12.000 0.45 31.82 0 0 0| 0 185 0 0 400 5.500 5.500 0.25 31.01 5.500 5.500 0 0 1| 139 259 +100 0 420 2.750 0.14 32.66 0 0 0| 0 0 0 0 440 Total 0 0 1| 142 811 +99 0 Indicative a-t-m Vol 33.93 Underlying Price 395.600 Time to expiry: 77 Days Nov 10 58.750 0.87 39.40 0 0 0| 0 0 0 0 340 42.500 0.75 37.22 0 0 0| 0 8 0 0 360 35.000 0.68 35.71 0 0 0| 0 0 0 0 370 26.250 28.750 0.61 34.83 26.250 S 26.250 S 0 0 2| 0 1 0 0 380 23.000 0.53 34.13 0 0 0| 0 0 0 0 390 18.500 18.500 0.46 33.80 18.500 S 17.000 0 0 7| 103 106 +103 0 400 10.000 11.250 0.32 32.60 10.000 10.000 0 0 3| 1 20 +1 0 420 Equity Options 22:04 Business Day Fri 3 Sep 2010 Previous Business Day Thu 2 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 | 6.250 0.21 31.59 0 0 0| 0 0 0 0 440 Total 0 0 12| 104 135 +104 0 Indicative a-t-m Vol 33.76 Underlying Price 395.600 Time to expiry: 105 Days Dec 10 235.750 1.00 75.49 0 0 0| 0 0 0 0 160 215.750 1.00 67.22 0 0 0| 0 0 0 0 180 195.750 1.00 61.93 0 0 0| 0 0 0 0 200 175.750 1.00 59.30 0 0 0| 0 0 0 0 220 155.750 1.00 57.38 0 0 0| 0 60 0 0 240 116.000 0.99 46.34 0 0 0| 0 25 0 0 280 96.500 0.96 43.95 0 0 0| 0 25 0 0 300 78.000 0.90 41.93 0 0 0| 0 24 0 0 320 61.250 0.81 40.06 0 0 0| 0 75 0 0 340 45.250 0.71 36.78 0 0 0| 0 70 0 0 360 32.250 0.59 34.82 0 0 0| 6 339 -6 0 380 23.500 22.250 0.46 33.50 24.000 23.500 S 0 0 30| 0 337 0 0 400 14.000 14.750 0.35 32.54 15.250 14.000 0 0 19| 0 448 0 0 420 10.250 8.750 0.25 31.23 10.250 10.250 0 0 7| 0 133 0 0 440 2.500 2.500 0.09 28.91 2.500 S 2.500 S 0 0 22| 0 124 0 0 480 0.250 0.01 27.69 0 0 0| 0 49 0 0 560 Total 0 0 78| 6 1,709 -6 0 Indicative a-t-m Vol 33.85 Underlying Price 395.600 Time to expiry: 196 Days Mar 11 155.750 1.00 41.21 0 0 0| 0 320 0 0 240 117.500 0.93 44.14 0 0 0| 0 40 0 0 280 99.500 0.88 41.19 0 0 0| 0 2 0 0 300 83.250 0.80 39.62 0 0 0| 0 21 0 0 320 68.000 0.73 37.69 0 0 0| 0 36 0 0 340 54.750 0.66 36.23 0 0 0| 0 36 0 0 360 42.750 0.58 34.74 0 0 0| 0 42 0 0 380 32.750 0.50 33.62 0 0 0| 0 71 0 0 400 24.750 0.42 32.80 0 0 0| 0 194 0 0 420 17.750 0.34 31.87 0 0 0| 0 127 0 0 440 Total 0 0 0| 0 889 0 0 Indicative a-t-m Vol 34.63 Underlying Price 395.600 Time to expiry: 287 Days Jun 11 156.000 0.99 48.73 0 0 0| 0 100 0 0 240 118.000 0.92 43.65 0 0 0| 0 25 0 0 280 101.250 0.85 42.22 0 0 0| 0 16 0 0 300 85.000 0.79 40.08 0 0 0| 0 40 0 0 320 70.250 0.72 37.86 0 0 0| 0 0 0 0 340 58.250 0.65 37.18 0 0 0| 0 26 0 0 360 46.000 0.58 35.17 0 0 0| 0 141 0 0 380 36.750 0.51 34.50 0 0 0| 0 79 0 0 400 29.000 0.43 34.07 0 0 0| 0 14 0 0 420 21.750 0.36 32.92 0 0 0| 0 15 0 0 440 11.750 0.23 31.14 0 0 0| 0 0 0 0 480 3.500 0.09 30.31 0 0 0| 0 0 0 0 560 Total 0 0 0| 0 456 0 0 Equity Options 22:04 Business Day Fri 3 Sep 2010 Previous Business Day Thu 2 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 36.34 Underlying Price 395.600 Time to expiry: 469 Days Dec 11 235.750 1.00 62.72 0 0 0| 0 0 0 0 160 215.750 1.00 60.60 0 0 0| 0 0 0 0 180 196.000 0.99 57.60 0 0 0| 0 0 0 0 200 176.000 0.98 52.72 0 0 0| 0 0 0 0 220 157.000 0.95 49.03 0 0 0| 0 0 0 0 240 123.250 0.85 45.79 0 0 0| 0 0 0 0 280 96.500 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 47.250 0.52 35.88 0 0 0| 0 0 0 0 400 31.250 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 16.250 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 395.600 Time to expiry: 651 Days Jun 12 125.750 0.83 46.35 0 0 0| 0 0 0 0 280 99.500 0.73 43.89 0 0 0| 0 0 0 0 320 74.500 0.64 40.02 0 0 0| 0 0 0 0 360 55.750 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 395.600 Time to expiry: 840 Days Dec 12 168.750 0.86 61.46 0 0 0| 0 0 0 0 240 138.750 0.80 54.59 0 0 0| 0 0 0 0 280 106.750 0.73 46.07 0 0 0| 0 0 0 0 320 78.750 0.64 39.90 0 0 0| 0 0 0 0 360 61.250 0.55 38.26 0 0 0| 0 0 0 0 400 46.750 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 0 143| 274 8,544 +207 0 | Equity Options 22:04 Business Day Fri 3 Sep 2010 Previous Business Day Thu 2 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 395.600 Time to expiry: 14 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 0.250 -0.01 41.98 0 0 0| 1 15 0 0 330 0.250 -0.03 40.46 0 0 0| 0 1,715 0 0 340 0.750 -0.05 38.80 0 0 0| 0 122 0 0 350 1.250 -0.09 36.56 0 0 0| 4 1,566 -4 0 360 3.500 2.500 -0.16 35.30 3.500 3.500 0 0 12| 3 147 0 0 370 5.250 5.000 -0.27 35.13 5.750 5.250 S 0 0 12| 4 567 -1 0 380 8.000 -0.40 33.74 0 0 0| 10 20 +10 0 390 13.750 13.500 -0.55 34.58 16.000 13.750 0 0 117| 0 585 0 0 400 31.250 26.750 -0.82 31.59 31.250 S 31.250 S 0 0 12| 0 18 0 0 420 44.750 -0.96 30.01 0 0 0| 0 23 0 0 440 64.500 -0.99 30.89 0 0 0| 0 15 0 0 460 84.500 -1.00 30.98 0 0 0| 0 12 0 0 480 164.500 -1.00 36.09 0 0 0| 0 3 0 0 560 Total 0 0 153| 22 9,707 +5 0 Indicative a-t-m Vol 31.93 Underlying Price 395.600 Time to expiry: 42 Days Oct 10 CAB 0.00 26.15 0 0 0| 0 20 0 0 280 0.250 -0.02 35.67 0 0 0| 0 32 0 0 300 1.750 -0.07 38.78 0 0 0| 0 38 0 0 320 3.500 2.500 -0.10 38.12 3.500 S 3.500 S 0 0 2| 0 63 0 0 330 4.500 -0.15 39.18 0 0 0| 0 80 0 0 340 6.250 -0.20 37.88 0 0 0| 0 105 0 0 350 8.500 7.750 -0.26 35.12 9.000 8.500 0 0 7| 0 26 0 0 360 10.750 -0.33 34.21 0 0 0| 1 23 +1 0 370 15.250 14.500 -0.42 33.23 15.250 S 15.250 S 0 0 2| 8 100 0 0 380 19.000 -0.51 32.26 0 0 0| 0 0 0 0 390 25.500 24.750 -0.60 31.71 25.500 25.500 0 0 2| 0 8 0 0 400 39.250 -0.76 31.64 0 0 0| 0 1 0 0 420 56.500 -0.87 32.55 0 0 0| 0 0 0 0 440 Total 0 0 13| 9 496 +1 0 Indicative a-t-m Vol 33.74 Underlying Price 395.600 Time to expiry: 77 Days Nov 10 9.500 -0.21 39.54 0 0 0| 0 6 0 0 340 14.000 -0.31 36.68 0 0 0| 10 16 +10 0 360 17.500 -0.36 35.95 0 0 0| 0 0 0 0 370 23.750 21.500 -0.43 34.98 23.750 S 23.750 S 0 0 2| 0 14 0 0 380 26.250 -0.49 34.16 0 0 0| 0 26 0 0 390 31.000 31.500 -0.56 33.45 31.000 S 31.000 S 0 0 5| 0 16 0 0 400 44.250 -0.69 32.15 0 0 0| 0 0 0 0 420 59.750 -0.79 31.80 0 0 0| 0 0 0 0 440 Equity Options 22:04 Business Day Fri 3 Sep 2010 Previous Business Day Thu 2 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 7| 10 78 +10 0 Indicative a-t-m Vol 35.63 Underlying Price 395.600 Time to expiry: 105 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 1.250 1.750 -0.04 53.37 1.250 1.250 0 0 10| 0 156 0 0 240 4.000 -0.08 46.83 0 0 0| 0 173 0 0 280 6.500 6.250 -0.12 44.79 6.500 6.250 0 0 6| 0 115 0 0 300 8.750 9.250 -0.17 42.71 8.750 7.750 0 0 34| 0 289 0 0 320 11.250 13.750 -0.24 41.01 11.250 11.250 0 0 5| 0 265 0 0 340 18.000 -0.32 36.70 0 0 0| 0 355 0 0 360 25.500 -0.43 34.87 0 0 0| 0 289 0 0 380 37.000 37.250 -0.53 35.81 37.000 37.000 0 0 2| 0 103 0 0 400 49.250 -0.64 34.49 0 0 0| 0 9 0 0 420 64.750 -0.72 35.36 0 0 0| 0 15 0 0 440 97.750 -0.87 34.07 0 0 0| 0 35 0 0 480 174.000 -0.99 32.39 0 0 0| 0 47 0 0 560 Total 0 0 57| 0 2,022 0 0 Indicative a-t-m Vol 33.94 Underlying Price 395.600 Time to expiry: 196 Days Mar 11 4.250 -0.06 47.71 0 0 0| 0 65 0 0 240 9.500 8.250 -0.12 43.45 9.500 9.500 0 0 5| 0 42 0 0 280 11.750 -0.16 41.72 0 0 0| 0 270 0 0 300 16.000 -0.21 40.01 0 0 0| 0 121 0 0 320 21.000 -0.27 38.21 0 0 0| 0 36 0 0 340 27.250 -0.34 36.22 0 0 0| 0 60 0 0 360 35.500 -0.42 34.90 0 0 0| 2 2 -2 0 380 47.000 45.250 -0.50 33.70 47.000 47.000 0 0 4| 0 61 0 0 400 57.000 -0.59 32.79 0 0 0| 0 4 0 0 420 70.750 -0.66 32.50 0 0 0| 0 1 0 0 440 Total 0 0 9| 2 662 -2 0 Indicative a-t-m Vol 34.25 Underlying Price 395.600 Time to expiry: 287 Days Jun 11 8.000 8.250 -0.10 45.51 8.000 8.000 0 0 6| 0 4 0 0 240 15.000 -0.17 41.69 0 0 0| 0 85 0 0 280 19.500 -0.22 40.23 0 0 0| 0 34 0 0 300 25.250 -0.27 38.71 0 0 0| 0 340 0 0 320 32.500 -0.33 37.54 0 0 0| 0 52 0 0 340 40.500 -0.39 36.11 0 0 0| 8 28 0 0 360 50.000 -0.46 34.94 0 0 0| 0 5 0 0 380 61.250 -0.53 34.08 0 0 0| 0 23 0 0 400 73.500 -0.60 33.05 0 0 0| 2 4 +2 0 420 86.500 -0.68 31.77 0 0 0| 0 7 0 0 440 117.500 -0.79 30.31 0 0 0| 0 21 0 0 480 189.500 -0.93 28.72 0 0 0| 0 1 0 0 560 Total 0 0 6| 10 604 +2 0 Equity Options 22:04 Business Day Fri 3 Sep 2010 Previous Business Day Thu 2 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 395.600 Time to expiry: 469 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 16.750 -0.12 51.19 0 0 0| 0 0 0 0 220 19.250 -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 48.250 -0.30 45.00 0 0 0| 0 0 0 0 320 61.750 -0.40 39.79 0 0 0| 0 0 0 0 360 84.750 -0.50 38.65 0 0 0| 0 0 0 0 400 111.000 -0.59 37.68 0 0 0| 0 0 0 0 440 141.750 -0.67 37.63 0 0 0| 0 0 0 0 480 209.250 -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 395.600 Time to expiry: 651 Days Jun 12 43.250 -0.25 45.00 0 0 0| 0 0 0 0 280 64.500 -0.32 45.57 0 0 0| 0 0 0 0 320 78.250 -0.41 40.01 0 0 0| 0 0 0 0 360 100.250 -0.50 37.90 0 0 0| 0 0 0 0 400 124.000 -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 395.600 Time to expiry: 840 Days Dec 12 59.750 -0.20 62.48 0 0 0| 0 0 0 0 240 71.000 -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 90.250 -0.41 40.24 0 0 0| 0 0 0 0 360 113.000 -0.49 38.36 0 0 0| 0 0 0 0 400 138.500 -0.56 36.80 0 0 0| 0 0 0 0 440 168.000 -0.63 36.28 0 0 0| 0 0 0 0 480 Total 0 0 0| 0 0 0 0 Total Puts 0 0 245| 53 14,072 +16 0 Grand Total 0 6,120 6,508| 327 22,616 +223 0 Equity Options 22:04 Business Day Fri 3 Sep 2010 Previous Business Day Thu 2 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 24.00 Underlying Price 321.600 Time to expiry: 14 Days Sep 10 81.750 1.00 36.56 0 0 0| 0 0 0 0 240 61.750 1.00 33.42 0 0 0| 0 0 0 0 260 41.750 0.99 29.10 0 0 0| 0 2 0 0 280 31.750 0.97 26.70 0 0 0| 0 0 0 0 290 22.250 0.92 24.56 0 0 0| 0 1,520 0 0 300 13.250 0.80 22.49 0 0 0| 0 1,270 0 0 310 5.500 7.250 0.55 24.02 5.500 5.500 0 0 8| 0 108 0 0 320 2.500 3.000 0.31 23.93 2.500 2.500 0 0 25| 0 1,147 0 0 330 2.000 0.18 29.37 0 0 0| 0 3,396 -17 0 340 1.000 0.09 40.04 0 0 0| 0 1,716 0 0 360 0.750 0.750 0.06 51.72 0.750 0.750 0 0 5| 0 114 0 0 380 0.750 0.05 62.34 0 0 0| 75 141 -74 0 400 0.250 0.01 64.99 0 0 0| 0 5 0 0 440 Total 0 0 38| 75 9,419 -91 0 Indicative a-t-m Vol 22.99 Underlying Price 321.600 Time to expiry: 42 Days Oct 10 81.750 1.00 33.53 0 0 0| 0 0 0 0 240 62.000 0.98 30.78 0 0 0| 0 0 0 0 260 42.750 0.94 27.23 0 0 0| 0 0 0 0 280 33.500 0.89 25.77 0 0 0| 0 0 0 0 290 25.250 0.80 25.68 0 0 0| 0 50 0 0 300 17.500 0.69 24.50 0 0 0| 20 21 +20 0 310 11.000 0.55 22.89 0 0 0| 0 33 0 0 320 7.000 0.39 23.40 0 0 0| 3 6 +3 0 330 4.250 0.27 24.13 0 0 0| 0 1,020 0 0 340 1.500 0.11 26.00 0 0 0| 0 0 0 0 360 0.750 0.06 30.05 0 0 0| 0 0 0 0 380 Total 0 0 0| 23 1,130 +23 0 Indicative a-t-m Vol 23.80 Underlying Price 321.600 Time to expiry: 77 Days Nov 10 81.750 1.00 29.62 0 0 0| 0 0 0 0 240 62.000 0.98 27.35 0 0 0| 0 0 0 0 260 43.000 0.93 25.86 0 0 0| 0 0 0 0 280 34.250 0.86 25.74 0 0 0| 0 0 0 0 290 25.750 0.78 24.10 0 0 0| 0 0 0 0 300 19.250 18.750 0.66 24.13 19.250 19.250 0 0 1| 0 3 0 0 310 13.000 0.54 23.77 0 0 0| 0 0 0 0 320 5.750 0.30 24.07 0 0 0| 0 0 0 0 340 2.000 0.13 23.34 0 0 0| 0 0 0 0 360 Total 0 0 1| 0 3 0 0 Indicative a-t-m Vol 24.81 Underlying Price 321.600 Time to expiry: 105 Days Dec 10 78.000 82.000 0.99 32.13 78.000 78.000 0 0 10| 0 60 0 0 240 43.750 0.89 26.94 0 0 0| 25 1 -25 0 280 27.500 0.74 25.77 0 0 0| 0 59 0 0 300 Equity Options 22:04 Business Day Fri 3 Sep 2010 Previous Business Day Thu 2 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 | 11.750 15.500 0.52 24.87 15.000 11.750 0 0 23| 5 231 -5 0 320 7.500 0.32 24.23 0 0 0| 0 2,225 0 0 340 3.500 3.500 0.17 24.25 3.500 3.000 0 0 138| 0 6,045 0 0 360 1.750 0.09 25.04 0 0 0| 0 4,072 0 0 380 1.750 0.08 30.27 0 0 0| 0 129 0 0 400 1.000 0.05 34.91 0 0 0| 0 5 0 0 440 Total 0 0 171| 30 12,827 -30 0 Indicative a-t-m Vol 24.88 Underlying Price 321.600 Time to expiry: 196 Days Mar 11 82.000 0.99 24.98 0 0 0| 0 0 0 0 240 63.000 0.93 26.52 0 0 0| 0 4 0 0 260 47.500 46.250 0.81 26.67 47.500 47.500 0 0 2| 0 2 0 0 280 32.500 0.66 26.02 0 0 0| 0 7 0 0 300 20.000 21.250 0.51 24.96 20.000 20.000 0 0 25| 3 28 +3 0 320 11.000 13.000 0.37 24.18 11.000 11.000 0 0 5| 0 20 0 0 340 7.500 0.25 23.60 0 0 0| 0 14 0 0 360 Total 0 0 32| 3 75 +3 0 Total Calls 0 0 242| 131 23,454 -95 0 | Equity Options 22:04 Business Day Fri 3 Sep 2010 Previous Business Day Thu 2 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 22.39 Underlying Price 321.600 Time to expiry: 14 Days Sep 10 CAB 0.00 31.48 0 0 0| 0 0 0 0 240 CAB 0.00 26.60 0 0 0| 0 0 0 0 260 CAB 0.00 22.82 0 0 0| 0 2,062 0 0 280 CAB 0.00 20.09 0 0 0| 0 17 0 0 290 0.250 -0.03 19.04 0 0 0| 0 346 0 0 300 4.000 1.250 -0.18 20.31 4.000 4.000 0 0 1| 0 39 0 0 310 7.250 4.750 -0.44 21.72 7.250 7.250 0 0 8| 0 3,117 0 0 320 11.500 -0.68 25.08 0 0 0| 0 0 0 0 330 20.250 -0.81 29.61 0 0 0| 75 301 +25 0 340 39.000 -0.93 36.77 0 0 0| 0 107 0 0 360 58.750 -0.97 43.94 0 0 0| 0 0 0 0 380 78.500 -0.98 50.51 0 0 0| 0 4 0 0 400 118.500 -0.99 64.84 0 0 0| 0 0 0 0 440 Total 0 0 9| 75 5,993 +25 0 Indicative a-t-m Vol 22.76 Underlying Price 321.600 Time to expiry: 42 Days Oct 10 CAB 0.00 29.56 0 0 0| 0 0 0 0 240 0.250 -0.02 29.86 0 0 0| 0 0 0 0 260 0.750 -0.06 26.92 0 0 0| 0 4,164 0 0 280 1.500 -0.11 25.33 0 0 0| 0 0 0 0 290 3.000 -0.19 24.61 0 0 0| 0 38 0 0 300 4.750 5.500 -0.31 24.01 4.750 4.750 0 0 6| 0 6 0 0 310 9.000 9.250 -0.46 23.01 9.000 9.000 0 0 4| 0 80 0 0 320 14.250 -0.62 21.74 0 0 0| 0 5 0 0 330 22.500 -0.73 24.89 0 0 0| 0 0 0 0 340 39.000 -0.93 22.07 0 0 0| 0 0 0 0 360 59.000 -0.95 29.96 0 0 0| 0 0 0 0 380 Total 0 0 10| 0 4,293 0 0 Indicative a-t-m Vol 24.21 Underlying Price 321.600 Time to expiry: 77 Days Nov 10 0.250 -0.02 29.27 0 0 0| 0 0 0 0 240 1.250 -0.07 29.24 0 0 0| 0 0 0 0 260 3.500 -0.16 27.30 0 0 0| 0 5 0 0 280 5.250 -0.23 26.06 0 0 0| 0 8 0 0 290 7.750 -0.31 25.01 0 0 0| 0 3 0 0 300 11.500 -0.42 24.23 0 0 0| 0 0 0 0 310 15.000 16.750 -0.53 24.30 16.500 15.000 0 0 7| 0 0 0 0 320 30.000 -0.74 23.39 0 0 0| 0 0 0 0 340 46.750 -0.89 22.81 0 0 0| 0 0 0 0 360 Total 0 0 7| 0 16 0 0 Indicative a-t-m Vol 23.95 Underlying Price 321.600 Time to expiry: 105 Days Dec 10 0.250 -0.01 23.86 0 0 0| 0 0 0 0 240 4.750 -0.18 26.49 0 0 0| 25 3,282 -25 0 280 10.000 10.250 -0.33 25.32 10.000 10.000 0 0 5| 30 2,253 +30 0 300 18.750 -0.52 23.92 0 0 0| 0 89 0 0 320 Equity Options 22:04 Business Day Fri 3 Sep 2010 Previous Business Day Thu 2 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 | 32.250 -0.70 24.18 0 0 0| 0 170 0 0 340 48.000 -0.84 23.59 0 0 0| 0 82 0 0 360 65.750 -0.95 21.39 0 0 0| 0 35 0 0 380 85.500 -0.97 24.25 0 0 0| 0 14 0 0 400 125.500 -0.97 31.40 0 0 0| 0 0 0 0 440 Total 0 0 5| 55 5,925 +5 0 Indicative a-t-m Vol 23.94 Underlying Price 321.600 Time to expiry: 196 Days Mar 11 3.500 -0.09 31.03 0 0 0| 0 18 0 0 240 5.500 -0.15 27.95 0 0 0| 0 10 0 0 260 9.500 -0.24 26.54 0 0 0| 0 64 0 0 280 14.500 15.250 -0.36 24.78 14.500 14.500 0 0 4| 0 8 0 0 300 24.500 -0.50 23.96 0 0 0| 0 4 0 0 320 37.000 -0.63 23.80 0 0 0| 95 100 +52 0 340 51.500 -0.76 23.28 0 0 0| 0 0 0 0 360 Total 0 0 4| 95 204 +52 0 Total Puts 0 0 35| 225 16,431 +82 0 Grand Total 0 2,940 3,217| 356 39,885 -13 0 Equity Options 22:04 Business Day Fri 3 Sep 2010 Previous Business Day Thu 2 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 36.80 Underlying Price 325.000 Time to expiry: 14 Days Sep 10 125.250 0.99 99.03 0 0 0| 0 17 0 0 200 105.250 0.99 82.30 0 0 0| 0 0 0 0 220 85.250 0.99 66.64 0 0 0| 0 2,650 0 0 240 65.500 0.98 57.49 0 0 0| 0 26 0 0 260 46.000 0.94 49.96 0 0 0| 0 5,652 0 0 280 36.500 0.90 46.19 0 0 0| 0 0 0 0 290 27.750 0.83 42.96 0 0 0| 0 10,133 0 0 300 19.750 0.73 40.56 0 0 0| 0 49 0 0 310 8.750 12.750 0.60 38.43 11.750 8.750 S 0 0 138| 20 21,239 +6 0 320 6.500 7.000 0.43 35.17 7.500 6.500 0 0 22| 7 9,689 +7 0 330 3.750 0.27 34.37 0 0 0| 140 10,789 +2,114 0 340 1.500 0.14 33.27 0 0 0| 0 2,685 0 0 350 0.500 0.500 0.06 32.13 0.500 0.500 0 0 26| 0 15,849 0 0 360 CAB 0.01 32.13 0 0 0| 0 14,945 0 0 380 CAB 0.00 32.13 0 0 0| 0 21,680 0 0 400 CAB 0.00 33.17 0 0 0| 0 1,256 0 0 420 CAB 0.00 33.17 0 0 0| 0 479 0 0 440 CAB 0.00 38.15 0 0 0| 0 990 0 0 480 Total 0 0 186| 167 118,128 +2,127 0 Indicative a-t-m Vol 37.02 Underlying Price 325.000 Time to expiry: 42 Days Oct 10 105.250 0.99 48.33 0 0 0| 0 0 0 0 220 86.500 0.95 56.67 0 0 0| 0 0 0 0 240 66.750 0.93 45.88 0 0 0| 0 0 0 0 260 49.750 0.84 46.87 0 0 0| 0 26 0 0 280 41.250 0.80 44.28 0 0 0| 0 0 0 0 290 33.500 0.74 42.27 0 0 0| 0 44 0 0 300 25.500 0.67 38.76 0 0 0| 0 2 0 0 310 19.750 0.58 38.39 0 0 0| 0 107 0 0 320 11.500 13.750 0.48 35.65 11.500 11.500 0 0 10| 0 77 0 0 330 8.500 9.250 0.38 34.29 8.500 8.500 0 0 5| 0 181 0 0 340 5.750 0.28 32.70 0 0 0| 0 33 0 0 350 3.500 0.19 31.92 0 0 0| 0 1,825 +1,500 0 360 2.250 0.12 36.95 0 0 0| 0 0 0 0 380 1.250 0.07 38.33 0 0 0| 0 50 0 0 400 0.250 0.02 40.09 0 0 0| 0 0 0 0 440 Total 0 0 15| 0 2,345 +1,500 0 Indicative a-t-m Vol 38.54 Underlying Price 325.000 Time to expiry: 77 Days Nov 10 71.500 0.86 51.35 0 0 0| 0 0 0 0 260 55.000 0.79 47.87 0 0 0| 0 0 0 0 280 47.500 0.74 46.14 0 0 0| 0 1 0 0 290 39.250 0.70 42.81 0 0 0| 0 50 0 0 300 30.250 32.500 0.64 41.46 30.250 30.250 0 0 80| 0 25 0 0 310 23.500 26.000 0.57 39.39 23.500 23.500 0 0 65| 0 2 0 0 320 Equity Options 22:04 Business Day Fri 3 Sep 2010 Previous Business Day Thu 2 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 | 20.500 0.50 37.69 0 0 0| 1 1 +1 0 330 15.000 15.750 0.43 36.41 15.000 15.000 0 0 4| 0 0 0 0 340 7.500 8.250 0.28 33.65 7.750 7.500 0 0 2| 0 1,152 0 0 360 Total 0 0 151| 1 1,231 +1 0 Indicative a-t-m Vol 38.83 Underlying Price 325.000 Time to expiry: 105 Days Dec 10 285.000 1.00 86.13 0 0 0| 0 0 0 0 40 277.000 1.00 83.69 0 0 0| 0 0 0 0 48 265.000 1.00 83.69 0 0 0| 0 0 0 0 60 245.000 1.00 82.73 0 0 0| 0 0 0 0 80 237.250 1.00 78.05 0 0 0| 0 0 0 0 88 229.250 1.00 76.59 0 0 0| 0 0 0 0 96 225.250 1.00 75.63 0 0 0| 0 25 0 0 100 205.250 1.00 74.86 0 0 0| 0 0 0 0 120 185.500 0.99 72.06 0 0 0| 0 0 0 0 140 165.750 0.99 67.69 0 0 0| 0 55 0 0 160 146.750 0.97 67.03 0 0 0| 0 275 0 0 180 127.750 0.95 61.93 0 0 0| 0 65 0 0 200 109.250 0.92 58.11 0 0 0| 0 64 0 0 220 91.250 0.89 54.22 0 0 0| 0 2,885 0 0 240 70.000 73.500 0.84 49.25 70.000 70.000 0 0 100| 0 1,752 0 0 260 62.500 0.80 46.55 0 0 0| 0 8,202 0 0 273 56.500 0.78 44.19 0 0 0| 10 2,290 0 0 280 43.000 0.68 43.02 0 0 0| 0 4,831 0 0 300 34.500 0.62 40.62 0 0 0| 0 7,202 0 0 312 29.750 0.57 39.48 0 0 0| 0 9,476 +1,000 0 320 19.500 0.45 36.89 0 0 0| 0 6,346 0 0 340 14.750 0.38 35.46 0 0 0| 0 16,506 0 0 351 11.250 11.250 0.32 34.26 11.250 11.250 0 0 2| 0 11,466 0 0 360 6.500 5.750 0.20 31.41 6.500 6.500 0 0 117| 0 5,746 0 0 380 5.000 5.000 0.17 33.11 5.000 5.000 0 0 10| 0 30,254 0 0 390 0.250 0.02 30.21 0 0 0| 0 13,085 0 0 467 0.250 0.01 30.50 0 0 0| 0 600 0 0 480 Total 0 0 229| 10 121,125 +1,000 0 Indicative a-t-m Vol 39.47 Underlying Price 325.000 Time to expiry: 196 Days Mar 11 130.500 0.92 56.63 0 0 0| 0 33 0 0 200 95.750 0.85 50.35 0 0 0| 0 129 0 0 240 65.000 0.73 44.93 0 0 0| 0 132 0 0 280 51.500 0.66 42.50 0 0 0| 0 8 0 0 300 39.250 0.58 40.02 0 0 0| 0 4,651 0 0 320 28.750 0.49 37.84 0 0 0| 0 18 0 0 340 17.500 20.500 0.40 35.93 17.500 S 17.500 S 0 0 30| 0 5,526 0 0 360 8.250 0.22 31.96 0 0 0| 0 583 0 0 400 3.500 0.11 30.97 0 0 0| 0 4,580 0 0 440 1.000 0.04 29.35 0 0 0| 0 529 0 0 480 Total 0 0 30| 0 16,189 0 0 Indicative a-t-m Vol 40.35 Underlying Price 325.000 Time to expiry: 287 Days Jun 11 Equity Options 22:04 Business Day Fri 3 Sep 2010 Previous Business Day Thu 2 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 | 133.000 0.90 54.32 0 0 0| 0 25 0 0 200 101.750 0.82 50.80 0 0 0| 0 12 0 0 240 72.500 0.72 45.53 0 0 0| 0 22 0 0 280 59.000 0.65 42.96 0 0 0| 0 1,250 0 0 300 47.250 0.58 40.94 0 0 0| 0 3,742 0 0 320 36.750 0.51 38.59 0 0 0| 0 100 0 0 340 27.500 0.43 36.43 0 0 0| 0 370 0 0 360 14.250 0.28 33.36 0 0 0| 0 3,366 0 0 400 4.000 0.10 32.02 0 0 0| 0 330 0 0 480 Total 0 0 0| 0 9,217 0 0 Indicative a-t-m Vol 39.54 Underlying Price 325.000 Time to expiry: 469 Days Dec 11 285.000 1.00 76.20 0 0 0| 0 0 0 0 40 277.000 1.00 75.34 0 0 0| 0 0 0 0 48 265.000 1.00 74.06 0 0 0| 0 0 0 0 60 245.500 1.00 72.13 0 0 0| 0 0 0 0 80 237.750 0.99 71.27 0 0 0| 0 0 0 0 88 230.000 0.99 69.88 0 0 0| 0 0 0 0 96 208.250 0.97 67.03 0 0 0| 0 0 0 0 120 190.750 0.94 64.33 0 0 0| 0 0 0 0 140 173.750 0.92 61.62 0 0 0| 0 0 0 0 160 157.500 0.89 59.18 0 0 0| 0 0 0 0 180 140.750 0.87 54.86 0 0 0| 0 0 0 0 200 109.500 0.80 48.74 0 0 0| 0 0 0 0 240 83.250 0.71 45.20 0 0 0| 0 0 0 0 280 58.000 0.60 40.06 0 0 0| 0 6,351 0 0 320 47.500 0.54 37.99 0 0 0| 0 2,762 0 0 340 38.750 0.48 36.69 0 0 0| 0 4,500 0 0 360 24.250 0.36 34.09 0 0 0| 0 10,005 0 0 400 8.500 0.17 31.00 0 0 0| 0 12 0 0 480 Total 0 0 0| 0 23,630 0 0 Indicative a-t-m Vol 46.03 Underlying Price 325.000 Time to expiry: 651 Days Jun 12 149.250 0.85 57.64 0 0 0| 0 0 0 0 200 124.750 0.78 55.24 0 0 0| 0 0 0 0 240 98.750 0.71 50.02 0 0 0| 0 0 0 0 280 76.750 0.63 46.40 0 0 0| 0 0 0 0 320 58.500 0.54 43.49 0 0 0| 0 0 0 0 360 44.000 0.45 41.50 0 0 0| 0 0 0 0 400 Total 0 0 0| 0 0 0 0 Indicative a-t-m Vol 44.94 Underlying Price 325.000 Time to expiry: 840 Days Dec 12 152.500 0.85 54.66 0 0 0| 0 0 0 0 200 131.000 0.78 53.83 0 0 0| 0 0 0 0 240 107.500 0.72 50.08 0 0 0| 0 0 0 0 280 84.000 0.64 45.35 0 0 0| 0 0 0 0 320 65.000 0.56 42.09 0 0 0| 0 0 0 0 360 47.750 0.47 38.69 0 0 0| 0 0 0 0 400 Equity Options 22:04 Business Day Fri 3 Sep 2010 Previous Business Day Thu 2 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 | 17.250 0.25 29.84 0 0 0| 0 15 0 0 480 Total 0 0 0| 0 15 0 0 Total Calls 0 0 611| 178 291,880 +4,628 0 | Equity Options 22:04 Business Day Fri 3 Sep 2010 Previous Business Day Thu 2 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 36.92 Underlying Price 325.000 Time to expiry: 14 Days Sep 10 0.250 0.500 -0.02 120.75 0.250 0.250 0 0 5| 0 4,750 0 0 200 0.750 -0.02 103.97 0 0 0| 0 7 0 0 220 0.750 -0.03 86.32 0 0 0| 0 7,194 0 0 240 1.500 0.750 -0.04 66.90 1.500 1.500 0 0 3| 0 1,196 0 0 260 1.000 -0.07 51.81 0 0 0| 40 27,595 0 0 280 1.750 -0.11 48.04 0 0 0| 0 250 0 0 290 3.000 -0.18 44.81 0 0 0| 0 25,601 0 0 300 5.000 -0.28 42.41 0 0 0| 7 4,067 +2 0 310 10.000 8.250 -0.41 40.28 10.000 10.000 0 0 3| 0 24,595 0 0 320 11.500 -0.57 33.56 0 0 0| 0 9,285 0 0 330 18.000 -0.75 31.59 0 0 0| 0 5,260 0 0 340 26.500 -0.86 32.71 0 0 0| 0 34 0 0 350 35.750 -0.92 34.95 0 0 0| 0 3,069 0 0 360 55.250 -0.97 39.43 0 0 0| 0 2,025 0 0 380 75.000 -0.99 41.67 0 0 0| 0 27,904 0 0 400 95.000 -1.00 43.91 0 0 0| 0 0 0 0 420 115.000 -1.00 46.14 0 0 0| 0 50 0 0 440 155.000 -1.00 47.26 0 0 0| 0 39 0 0 480 Total 0 0 11| 47 142,921 +2 0 Indicative a-t-m Vol 38.78 Underlying Price 325.000 Time to expiry: 42 Days Oct 10 1.000 -0.03 64.68 0 0 0| 0 5 0 0 220 1.750 -0.06 60.76 0 0 0| 20 114 0 0 240 2.750 -0.09 52.61 0 0 0| 0 3,086 0 0 260 5.000 -0.16 48.63 0 0 0| 0 4,886 +1,500 0 280 6.500 -0.21 45.45 0 0 0| 0 36 0 0 290 8.500 -0.27 43.08 0 0 0| 0 674 0 0 300 11.250 -0.34 41.20 0 0 0| 0 0 0 0 310 15.000 -0.43 39.38 0 0 0| 0 216 0 0 320 19.750 -0.52 38.19 0 0 0| 0 25 0 0 330 24.500 -0.62 35.54 0 0 0| 0 35 0 0 340 31.500 -0.71 35.23 0 0 0| 0 0 0 0 350 39.250 -0.79 34.51 0 0 0| 0 0 0 0 360 57.000 -0.89 35.79 0 0 0| 0 0 0 0 380 76.250 -0.93 39.83 0 0 0| 0 0 0 0 400 115.250 -0.98 42.76 0 0 0| 0 0 0 0 440 Total 0 0 0| 20 9,077 +1,500 0 Indicative a-t-m Vol 39.52 Underlying Price 325.000 Time to expiry: 77 Days Nov 10 7.000 -0.15 52.93 0 0 0| 0 55 0 0 260 10.000 -0.22 47.46 0 6,000 6,000| 0 44 0 0 280 12.000 -0.26 45.14 0 0 0| 0 1 0 0 290 14.500 -0.31 43.48 0 0 0| 0 13 0 0 300 17.750 -0.37 41.81 0 0 0| 0 0 0 0 310 21.500 -0.43 39.85 0 0 0| 0 0 0 0 320 26.500 -0.50 39.19 0 0 0| 0 0 0 0 330 Equity Options 22:04 Business Day Fri 3 Sep 2010 Previous Business Day Thu 2 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 | 31.500 -0.57 37.65 0 0 0| 0 0 0 0 340 43.750 -0.72 34.21 0 0 0| 0 0 0 0 360 Total 0 6,000 6,000| 0 113 0 0 Indicative a-t-m Vol 39.76 Underlying Price 325.000 Time to expiry: 105 Days Dec 10 CAB 0.00 84.67 0 0 0| 0 0 0 0 40 CAB 0.00 82.23 0 0 0| 0 0 0 0 48 CAB 0.00 82.23 0 0 0| 0 0 0 0 60 CAB 0.00 81.27 0 0 0| 0 0 0 0 80 CAB 0.00 81.27 0 0 0| 0 0 0 0 88 CAB 0.00 79.81 0 0 0| 0 25 0 0 96 CAB 0.00 78.85 0 0 0| 0 50 0 0 100 0.250 0.00 78.08 0 0 0| 0 314 0 0 120 0.500 -0.01 75.28 0 0 0| 0 2,174 0 0 140 1.000 -0.02 70.91 0 0 0| 0 4,771 0 0 160 2.250 -0.04 70.25 0 0 0| 0 7,037 0 0 180 3.250 -0.06 65.15 0 0 0| 0 4,589 0 0 200 5.000 -0.09 61.33 0 0 0| 0 825 0 0 220 6.750 -0.12 55.48 0 0 0| 0 6,384 0 0 240 9.750 9.000 -0.17 50.51 9.750 9.750 0 0 5| 10 1,325 +10 0 260 13.500 11.500 -0.21 47.81 13.500 13.500 0 0 5| 0 8,947 0 0 273 13.000 13.250 -0.24 47.20 13.000 13.000 0 0 4| 10 16,469 -10 0 280 19.000 19.000 -0.33 44.20 19.000 19.000 0 0 100| 0 19,384 0 0 300 22.000 -0.39 41.03 0 0 0| 0 20,850 0 0 312 26.000 -0.43 40.73 0 0 0| 0 22,120 0 0 320 34.750 -0.55 36.86 0 0 0| 0 7,401 0 0 340 42.000 -0.62 37.05 0 0 0| 0 3,219 0 0 351 46.500 -0.68 34.23 0 0 0| 0 2,085 0 0 360 62.750 -0.77 34.97 0 0 0| 0 508 0 0 380 69.750 -0.84 32.03 0 0 0| 0 8,138 0 0 390 142.750 -0.97 33.43 0 0 0| 0 52 0 0 467 156.750 -0.95 42.36 0 0 0| 0 107 0 0 480 Total 0 0 114| 20 136,774 0 0 Indicative a-t-m Vol 40.57 Underlying Price 325.000 Time to expiry: 196 Days Mar 11 8.000 -0.10 60.28 0 0 0| 0 261 0 0 200 13.250 -0.17 52.33 0 0 0| 0 1,291 0 0 240 22.750 -0.28 46.41 0 0 0| 0 1,749 0 0 280 29.250 -0.35 43.67 0 0 0| 0 25 0 0 300 37.000 -0.43 41.12 0 0 0| 0 6,658 0 0 320 46.750 -0.52 38.93 0 0 0| 0 1 0 0 340 58.250 -0.61 36.97 0 0 0| 0 384 0 0 360 86.750 -0.77 34.07 0 0 0| 0 75 0 0 400 121.000 -0.88 32.45 0 0 0| 0 25 0 0 440 161.000 -0.89 38.98 0 0 0| 0 50 0 0 480 Total 0 0 0| 0 10,519 0 0 Indicative a-t-m Vol 39.28 Underlying Price 325.000 Time to expiry: 287 Days Jun 11 10.500 11.750 -0.12 57.19 10.500 10.500 0 0 5| 10 2,437 -10 0 200 Equity Options 22:04 Business Day Fri 3 Sep 2010 Previous Business Day Thu 2 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 | 18.750 -0.19 50.37 0 0 0| 0 4,047 0 0 240 29.000 -0.29 44.68 0 0 0| 0 27 0 0 280 35.500 -0.35 41.98 0 0 0| 0 1,329 0 0 300 43.500 -0.42 39.79 0 0 0| 0 3,124 0 0 320 53.250 -0.50 37.74 0 0 0| 0 75 0 0 340 64.750 -0.57 36.28 0 0 0| 0 45 0 0 360 92.000 -0.72 33.71 0 0 0| 0 25 0 0 400 161.000 -0.90 31.96 0 0 0| 0 25 0 0 480 Total 0 0 5| 10 11,134 -10 0 Indicative a-t-m Vol 39.54 Underlying Price 325.000 Time to expiry: 469 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 2.250 -0.02 72.13 0 0 0| 0 0 0 0 80 3.000 -0.02 71.27 0 0 0| 0 0 0 0 88 3.500 -0.03 69.88 0 0 0| 0 0 0 0 96 6.500 -0.05 67.03 0 0 0| 0 0 0 0 120 9.250 -0.07 64.33 0 0 0| 0 0 0 0 140 12.500 -0.09 61.62 0 0 0| 0 0 0 0 160 16.500 -0.11 59.18 0 0 0| 0 356 0 0 180 19.500 -0.14 54.86 0 0 0| 0 124 0 0 200 28.250 -0.21 48.74 0 0 0| 0 739 0 0 240 41.750 -0.30 45.20 0 0 0| 0 5 0 0 280 56.250 -0.41 40.06 0 0 0| 0 7,124 0 0 320 65.500 -0.47 37.99 0 0 0| 0 4,500 0 0 340 76.750 -0.52 36.69 0 0 0| 0 4,500 0 0 360 101.750 -0.65 34.09 0 0 0| 0 0 0 0 400 165.250 -0.83 31.00 0 0 0| 0 0 0 0 480 Total 0 0 0| 0 17,348 0 0 Indicative a-t-m Vol 46.03 Underlying Price 325.000 Time to expiry: 651 Days Jun 12 30.500 -0.16 57.64 0 0 0| 0 0 0 0 200 45.500 -0.22 55.24 0 0 0| 0 0 0 0 240 59.000 -0.30 50.02 0 0 0| 0 0 0 0 280 76.500 -0.38 46.40 0 0 0| 0 0 0 0 320 97.500 -0.46 43.49 0 0 0| 0 0 0 0 360 122.500 -0.55 41.50 0 0 0| 0 0 0 0 400 Total 0 0 0| 0 0 0 0 Indicative a-t-m Vol 44.94 Underlying Price 325.000 Time to expiry: 840 Days Dec 12 34.750 -0.16 54.66 0 0 0| 0 10 0 0 200 52.500 -0.22 53.83 0 0 0| 0 0 0 0 240 68.250 -0.29 50.08 0 0 0| 0 0 0 0 280 83.750 -0.36 45.35 0 0 0| 0 310 0 0 320 103.500 -0.45 42.09 0 0 0| 0 0 0 0 360 125.000 -0.53 38.69 0 0 0| 0 12 0 0 400 172.750 -0.75 29.84 0 0 0| 0 0 0 0 480 Total 0 0 0| 0 332 0 0 Equity Options 22:04 Business Day Fri 3 Sep 2010 Previous Business Day Thu 2 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 6,000 6,130| 97 328,218 +1,492 0 Grand Total 0 13,140 13,881| 275 620,098 +6,120 0 Equity Options 22:04 Business Day Fri 3 Sep 2010 Previous Business Day Thu 2 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 34.90 Underlying Price 1092.500 Time to expiry: 14 Days Sep 10 252.500 1.00 39.77 0 0 0| 0 0 0 0 840 213.000 1.00 36.67 0 0 0| 0 0 0 0 880 173.000 0.99 34.68 0 0 0| 0 0 0 0 920 133.500 0.97 33.71 0 0 0| 0 6 0 0 960 114.000 0.96 32.13 0 0 0| 0 0 0 0 980 95.500 0.92 32.68 0 0 0| 0 66 0 0 1000 52.000 55.000 0.73 33.34 52.000 52.000 0 0 1| 0 101 0 0 1050 30.000 28.000 0.48 35.15 32.500 29.500 0 500 600| 116 2,861 +32 0 1100 12.500 13.000 0.26 37.73 14.500 12.500 0 0 35| 27 1,562 0 0 1150 7.000 0.15 42.43 0 0 0| 0 553 0 0 1200 4.000 0.08 46.55 0 0 0| 0 181 0 0 1250 3.000 0.06 53.27 0 0 0| 0 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 0 500 636| 143 8,580 +32 0 Indicative a-t-m Vol 32.91 Underlying Price 1092.500 Time to expiry: 42 Days Oct 10 176.500 0.94 33.68 0 0 0| 0 0 0 0 920 140.500 0.89 32.74 0 0 0| 0 0 0 0 960 122.500 0.86 31.77 0 0 0| 0 0 0 0 980 107.000 0.81 32.41 0 0 0| 0 25 0 0 1000 72.500 0.66 32.45 0 0 0| 0 51 0 0 1050 46.500 0.50 32.99 0 0 0| 0 51 0 0 1100 29.500 0.36 34.53 0 0 0| 0 17 0 0 1150 19.000 0.25 36.53 0 0 0| 0 186 0 0 1200 12.000 0.17 37.77 0 0 0| 0 75 0 0 1250 8.500 0.12 40.22 0 0 0| 0 293 0 0 1300 6.000 0.08 42.38 0 0 0| 0 17 0 0 1350 Total 0 0 0| 0 715 0 0 Indicative a-t-m Vol 32.84 Underlying Price 1092.500 Time to expiry: 77 Days Nov 10 183.500 0.89 32.96 0 0 0| 0 0 0 0 920 150.500 0.83 32.57 0 0 0| 0 0 0 0 960 120.500 0.75 32.52 0 0 0| 0 0 0 0 1000 88.500 0.64 32.45 0 0 0| 0 0 0 0 1050 63.500 0.52 32.90 0 0 0| 1 1 +1 0 1100 46.000 0.41 33.96 0 0 0| 0 1 0 0 1150 31.500 0.31 34.50 0 0 0| 0 0 0 0 1200 16.000 0.17 36.62 0 0 0| 0 260 0 0 1300 Total 0 0 0| 1 262 +1 0 Indicative a-t-m Vol 32.36 Underlying Price 1092.500 Time to expiry: 105 Days Dec 10 262.500 0.92 37.22 0 0 0| 0 4 0 0 840 225.500 0.90 34.85 0 0 0| 0 14 0 0 880 190.500 0.85 33.58 0 0 0| 0 16 0 0 920 Equity Options 22:04 Business Day Fri 3 Sep 2010 Previous Business Day Thu 2 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 | 157.000 0.80 31.78 0 0 0| 0 29 0 0 960 128.500 0.73 31.91 0 0 0| 0 37 0 0 1000 73.500 0.52 32.39 0 0 0| 10 784 0 0 1100 41.000 0.34 33.89 0 0 0| 0 4,648 0 0 1200 23.000 23.000 0.21 35.38 23.000 23.000 0 0 2| 0 263 0 0 1300 12.500 14.000 0.13 37.91 12.500 12.500 0 0 6| 30 220 +30 0 1400 Total 0 0 8| 40 6,015 +30 0 Indicative a-t-m Vol 31.46 Underlying Price 1092.500 Time to expiry: 196 Days Mar 11 238.500 0.85 32.55 0 0 0| 0 70 0 0 880 178.500 0.75 31.84 0 0 0| 0 35 0 0 960 152.000 0.70 31.44 0 0 0| 0 48 0 0 1000 99.000 0.54 31.47 0 0 0| 0 63 0 0 1100 60.000 0.39 30.88 0 0 0| 0 62 0 0 1200 21.000 0.17 31.33 0 0 0| 78 205 0 0 1400 Total 0 0 0| 78 483 0 0 Total Calls 0 500 644| 262 16,055 +63 0 | Equity Options 22:04 Business Day Fri 3 Sep 2010 Previous Business Day Thu 2 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 33.64 Underlying Price 1092.500 Time to expiry: 14 Days Sep 10 0.500 -0.01 54.67 0 0 0| 0 8 0 0 840 0.500 -0.01 47.92 0 0 0| 0 49 0 0 880 0.500 -0.02 42.26 0 0 0| 0 471 0 0 920 1.500 -0.04 37.07 0 0 0| 0 772 0 0 960 2.000 -0.06 35.05 0 0 0| 0 1,405 0 0 980 3.000 -0.09 33.59 0 0 0| 2 1,946 -1 0 1000 16.000 12.500 -0.27 33.55 16.000 16.000 0 0 6| 17 939 -17 0 1050 33.500 -0.52 33.66 0 0 0| 0 6,106 0 0 1100 69.500 -0.74 36.76 0 0 0| 0 10 0 0 1150 114.500 -0.85 42.61 0 0 0| 0 492 0 0 1200 161.500 -0.91 48.22 0 0 0| 0 0 0 0 1250 211.000 -0.93 55.97 0 0 0| 0 30 0 0 1300 311.000 -0.94 74.86 0 0 0| 0 0 0 0 1400 413.000 -0.94 97.54 0 0 0| 0 0 0 0 1500 Total 0 0 6| 19 12,228 -18 0 Indicative a-t-m Vol 33.10 Underlying Price 1092.500 Time to expiry: 42 Days Oct 10 3.000 -0.06 32.74 0 0 0| 0 56 0 0 920 7.000 -0.11 32.57 0 0 0| 0 17 0 0 960 10.000 -0.15 32.47 0 0 0| 0 212 0 0 980 13.500 14.000 -0.19 32.43 13.500 13.500 0 0 1| 25 54 -12 0 1000 29.000 -0.34 32.32 0 0 0| 15 184 +5 0 1050 53.500 -0.50 33.23 0 0 0| 0 33 0 0 1100 86.500 -0.64 34.99 0 0 0| 0 0 0 0 1150 125.500 -0.75 36.30 0 0 0| 0 15 0 0 1200 169.000 -0.83 38.25 0 0 0| 0 0 0 0 1250 215.500 -0.88 40.86 0 0 0| 0 24 0 0 1300 263.500 -0.91 43.83 0 0 0| 0 0 0 0 1350 Total 0 0 1| 40 595 -7 0 Indicative a-t-m Vol 32.95 Underlying Price 1092.500 Time to expiry: 77 Days Nov 10 9.000 -0.11 32.02 0 0 0| 0 36 0 0 920 17.000 -0.18 33.06 0 0 0| 0 0 0 0 960 27.000 -0.25 32.91 0 0 0| 0 0 0 0 1000 45.500 -0.36 33.02 0 0 0| 0 0 0 0 1050 66.000 69.500 -0.48 32.94 66.000 65.500 0 0 16| 0 0 0 0 1100 97.500 102.500 -0.59 34.27 97.500 97.500 0 0 4| 0 0 0 0 1150 139.000 -0.69 35.27 0 0 0| 0 0 0 0 1200 228.000 -0.79 40.99 0 0 0| 0 0 0 0 1300 Total 0 0 20| 0 36 0 0 Indicative a-t-m Vol 32.77 Underlying Price 1092.500 Time to expiry: 105 Days Dec 10 5.000 -0.06 32.95 0 0 0| 0 88 0 0 840 9.000 -0.09 32.86 0 0 0| 0 1,515 0 0 880 15.000 -0.14 32.71 0 0 0| 34 125 -10 0 920 23.500 -0.20 32.45 0 0 0| 0 1,401 0 0 960 Equity Options 22:04 Business Day Fri 3 Sep 2010 Previous Business Day Thu 2 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 | 35.500 -0.27 32.64 0 0 0| 35 2,531 0 0 1000 80.000 -0.48 32.78 0 0 0| 0 403 0 0 1100 146.000 -0.66 33.65 0 0 0| 0 52 0 0 1200 228.000 -0.79 35.25 0 0 0| 0 0 0 0 1300 319.000 -0.87 37.70 0 0 0| 0 0 0 0 1400 Total 0 0 0| 69 6,115 -10 0 Indicative a-t-m Vol 32.21 Underlying Price 1092.500 Time to expiry: 196 Days Mar 11 22.000 22.500 -0.15 32.57 22.000 22.000 0 0 4| 9 93 +8 0 880 42.500 -0.25 31.98 0 0 0| 0 18 0 0 960 57.000 -0.30 31.97 0 0 0| 0 33 0 0 1000 105.000 -0.46 32.23 0 0 0| 6 195 +6 0 1100 165.500 -0.61 31.65 0 0 0| 0 106 0 0 1200 325.000 -0.83 31.53 0 0 0| 0 61 0 0 1400 Total 0 0 4| 15 506 +14 0 Total Puts 0 0 31| 143 19,480 -21 0 Grand Total 0 3,380 3,555| 405 35,535 +42 0 Equity Options 22:04 Business Day Fri 3 Sep 2010 Previous Business Day Thu 2 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 27.99 Underlying Price 1936.000 Time to expiry: 14 Days Sep 10 536.000 1.00 52.00 0 0 0| 0 0 0 0 1400 436.000 1.00 50.00 0 0 0| 0 3 0 0 1500 336.000 1.00 48.56 0 0 0| 0 70 0 0 1600 286.000 1.00 41.61 0 0 0| 0 9 0 0 1650 236.000 1.00 35.63 0 0 0| 0 46 0 0 1700 186.500 0.99 30.70 0 0 0| 0 39 0 0 1750 115.000 136.500 0.98 26.90 115.000 115.000 0 0 10| 0 3,112 0 0 1800 90.500 0.87 27.90 0 0 0| 5 79 0 0 1850 57.000 53.000 0.66 28.04 63.000 57.000 0 0 17| 59 1,705 +4 0 1900 16.000 27.500 0.41 27.96 32.500 S 16.000 S 0 0 148| 316 1,026 +294 0 1950 13.500 12.500 0.22 27.50 13.500 13.500 0 0 10| 21 1,671 -5 0 2000 2.000 1.500 0.04 26.21 3.000 2.000 0 0 54| 40 1,098 -26 0 2100 CAB 0.01 27.46 0 0 0| 45 2,467 -45 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 37.00 0 0 0| 0 102 0 0 2800 Total 0 0 239| 486 12,106 +222 0 Indicative a-t-m Vol 29.59 Underlying Price 1936.000 Time to expiry: 42 Days Oct 10 436.000 1.00 47.81 0 0 0| 0 0 0 0 1500 336.500 0.99 40.70 0 0 0| 0 5 0 0 1600 238.000 0.96 34.20 0 0 0| 0 0 0 0 1700 193.000 0.87 34.25 0 0 0| 0 5 0 0 1750 149.500 0.78 31.95 0 0 0| 0 261 0 0 1800 124.000 113.000 0.66 31.00 124.000 124.000 0 0 6| 0 55 0 0 1850 83.000 0.54 30.24 0 0 0| 0 1,842 0 0 1900 60.500 58.500 0.44 29.34 60.500 S 60.500 S 0 0 5| 0 38 0 0 1950 40.000 40.500 0.34 29.13 41.000 S 39.500 S 0 0 32| 2 699 0 0 2000 15.500 0.17 27.54 0 0 0| 0 45 0 0 2100 7.000 5.500 0.07 27.43 7.000 7.000 0 0 10| 0 163 0 0 2200 0.500 0.01 27.86 0 0 0| 0 3 0 0 2400 Total 0 0 53| 2 3,116 0 0 Indicative a-t-m Vol 30.80 Underlying Price 1936.000 Time to expiry: 77 Days Nov 10 436.500 0.99 40.87 0 0 0| 0 0 0 0 1500 338.500 0.95 36.30 0 0 0| 0 0 0 0 1600 251.500 0.81 35.30 0 0 0| 0 0 0 0 1700 212.500 0.75 34.11 0 0 0| 0 0 0 0 1750 177.500 0.68 33.51 0 0 0| 0 1 0 0 1800 145.000 0.61 32.58 0 0 0| 0 20 0 0 1850 115.500 0.54 31.54 0 0 0| 0 255 0 0 1900 89.500 0.47 30.52 0 0 0| 0 0 0 0 1950 70.000 0.40 30.32 0 0 0| 6 36 +6 0 2000 20.000 19.000 0.16 28.33 20.000 20.000 0 0 5| 0 0 0 0 2200 Total 0 0 5| 6 312 +6 0 Equity Options 22:04 Business Day Fri 3 Sep 2010 Previous Business Day Thu 2 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 31.44 Underlying Price 1936.000 Time to expiry: 105 Days Dec 10 1296.000 1.00 85.40 0 0 0| 0 0 0 0 640 1216.000 1.00 80.50 0 0 0| 0 0 0 0 720 1136.000 1.00 76.52 0 0 0| 0 0 0 0 800 1056.000 1.00 71.01 0 0 0| 0 0 0 0 880 976.000 1.00 68.26 0 0 0| 0 0 0 0 960 936.000 1.00 63.97 0 0 0| 0 0 0 0 1000 736.000 1.00 57.32 0 0 0| 0 0 0 0 1200 537.000 0.98 45.55 0 0 0| 0 62 0 0 1400 349.000 0.85 37.83 0 0 0| 0 305 0 0 1600 267.500 0.76 35.61 0 0 0| 0 290 0 0 1700 196.000 0.66 33.45 0 0 0| 0 195 0 0 1800 140.000 136.000 0.55 31.97 140.000 140.000 0 0 2| 0 2,215 0 0 1900 90.000 88.500 0.42 30.49 90.000 90.000 0 0 2| 7 2,478 -3 0 2000 33.000 33.500 0.21 29.44 35.000 33.000 0 0 11| 25 2,531 0 0 2200 9.500 0.08 28.06 0 0 0| 0 771 0 0 2400 3.500 0.03 29.49 0 0 0| 0 70 0 0 2600 1.500 0.01 31.26 0 0 0| 0 791 0 0 2800 Total 0 0 15| 32 9,708 -3 0 Indicative a-t-m Vol 32.27 Underlying Price 1936.000 Time to expiry: 196 Days Mar 11 544.500 0.91 40.50 0 0 0| 0 6 0 0 1400 379.500 0.79 37.22 0 0 0| 0 10 0 0 1600 304.500 0.73 35.27 0 0 0| 0 0 0 0 1700 238.500 0.65 33.90 0 0 0| 0 235 0 0 1800 181.500 0.56 32.63 0 0 0| 0 703 0 0 1900 134.500 0.47 31.64 0 0 0| 0 315 0 0 2000 67.500 0.29 30.05 0 0 0| 0 972 0 0 2200 30.000 0.16 28.98 0 0 0| 0 106 0 0 2400 13.500 0.08 28.84 0 0 0| 0 37 0 0 2600 5.500 0.04 28.22 0 0 0| 0 261 0 0 2800 Total 0 0 0| 0 2,645 0 0 Indicative a-t-m Vol 32.59 Underlying Price 1936.000 Time to expiry: 287 Days Jun 11 936.000 0.97 50.32 0 0 0| 0 0 0 0 1000 740.500 0.92 46.28 0 0 0| 0 45 0 0 1200 561.000 0.86 40.31 0 0 0| 0 36 0 0 1400 404.500 0.77 36.94 0 0 0| 0 10 0 0 1600 333.500 0.70 35.20 0 0 0| 0 0 0 0 1700 270.000 0.64 33.87 0 0 0| 0 429 0 0 1800 215.500 0.56 32.82 0 0 0| 0 29 0 0 1900 170.000 0.48 32.19 0 0 0| 0 74 0 0 2000 97.000 0.34 30.31 0 0 0| 3 8 +3 0 2200 53.500 0.22 29.38 0 0 0| 0 25 0 0 2400 15.500 0.08 28.82 0 0 0| 0 50 0 0 2800 Total 0 0 0| 3 706 +3 0 Indicative a-t-m Vol 33.32 Underlying Price 1936.000 Time to expiry: 469 Days Dec 11 Equity Options 22:04 Business Day Fri 3 Sep 2010 Previous Business Day Thu 2 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 | 976.000 0.98 42.26 0 0 0| 0 0 0 0 960 936.000 0.97 41.42 0 0 0| 0 0 0 0 1000 744.500 0.91 40.75 0 0 0| 0 0 0 0 1200 585.000 0.84 38.93 0 0 0| 0 0 0 0 1400 445.000 0.74 36.88 0 0 0| 0 0 0 0 1600 323.500 0.63 34.66 0 0 0| 0 0 0 0 1800 223.500 0.51 32.69 0 0 0| 0 0 0 0 2000 97.500 0.29 30.25 0 0 0| 0 0 0 0 2400 38.000 0.14 28.81 0 0 0| 0 0 0 0 2800 Total 0 0 0| 0 0 0 0 Indicative a-t-m Vol 41.34 Underlying Price 1936.000 Time to expiry: 651 Days Jun 12 513.500 0.72 41.50 0 0 0| 0 0 0 0 1600 423.000 0.64 41.65 0 0 0| 0 0 0 0 1800 343.500 0.56 41.19 0 0 0| 0 0 0 0 2000 230.000 0.42 40.92 0 0 0| 0 0 0 0 2400 Total 0 0 0| 0 0 0 0 Indicative a-t-m Vol 42.56 Underlying Price 1936.000 Time to expiry: 840 Days Dec 12 622.000 0.81 37.93 0 0 0| 0 0 0 0 1400 540.000 0.72 41.00 0 0 0| 0 0 0 0 1600 463.500 0.65 42.00 0 0 0| 0 0 0 0 1800 401.500 0.58 42.82 0 0 0| 0 0 0 0 2000 288.000 0.47 42.31 0 0 0| 0 0 0 0 2400 213.000 0.37 42.42 0 0 0| 0 0 0 0 2800 Total 0 0 0| 0 0 0 0 Total Calls 0 0 312| 529 28,593 +228 0 | Equity Options 22:04 Business Day Fri 3 Sep 2010 Previous Business Day Thu 2 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 28.21 Underlying Price 1936.000 Time to expiry: 14 Days Sep 10 CAB 0.00 53.98 0 0 0| 0 80 0 0 1400 CAB 0.00 44.60 0 0 0| 0 154 0 0 1500 0.500 -0.01 37.42 0 0 0| 0 1,697 0 0 1600 1.000 -0.02 35.77 0 0 0| 0 60 0 0 1650 6.000 6.000 -0.08 41.75 7.500 5.000 0 0 369| 204 2,589 +463 0 1700 11.000 6.000 -0.10 33.66 11.000 S 7.000 0 0 145| 50 499 0 0 1750 18.000 11.500 -0.17 31.41 18.000 18.000 0 0 5| 8 2,348 +279 0 1800 29.000 22.500 -0.30 30.11 29.000 29.000 0 0 1| 1 62 +1 0 1850 53.000 41.000 -0.46 28.83 53.000 53.000 0 0 8| 300 1,569 -320 0 1900 89.500 68.000 -0.64 27.97 91.000 60.500 0 0 14| 0 967 0 0 1950 105.000 -0.79 27.93 0 0 0| 6 2,680 -6 0 2000 194.500 -0.96 26.84 0 0 0| 0 46 0 0 2100 293.000 -0.99 31.51 0 0 0| 1 582 -1 0 2200 493.000 -1.00 37.69 0 0 0| 0 166 0 0 2400 693.000 -1.00 50.75 0 0 0| 0 6 0 0 2600 892.500 -1.00 40.11 0 0 0| 0 11 0 0 2800 Total 0 0 542| 570 13,516 +416 0 Indicative a-t-m Vol 29.51 Underlying Price 1936.000 Time to expiry: 42 Days Oct 10 5.000 -0.04 42.40 0 0 0| 0 0 0 0 1500 10.000 9.000 -0.08 37.89 10.000 10.000 0 0 1| 0 504 0 0 1600 21.500 19.000 -0.15 34.77 21.500 21.500 0 0 5| 0 1,034 0 0 1700 27.500 28.500 -0.21 34.08 27.500 S 27.500 S 0 0 2| 0 11 0 0 1750 48.000 40.500 -0.28 33.00 48.000 46.500 0 0 3| 0 90 0 0 1800 67.000 54.500 -0.37 31.22 67.000 52.000 0 0 10| 0 36 0 0 1850 94.500 74.500 -0.46 30.19 94.500 70.500 0 0 14| 10 19 -7 0 1900 99.500 -0.57 29.24 0 0 0| 0 256 0 0 1950 130.000 -0.67 28.25 0 0 0| 0 16 0 0 2000 207.500 -0.83 27.92 0 0 0| 0 23 0 0 2100 298.500 -0.92 28.58 0 0 0| 0 6 0 0 2200 493.000 -0.99 28.12 0 0 0| 0 8 0 0 2400 Total 0 0 35| 10 2,003 -7 0 Indicative a-t-m Vol 31.27 Underlying Price 1936.000 Time to expiry: 77 Days Nov 10 15.500 -0.09 41.07 0 0 0| 0 6 0 0 1500 24.000 -0.13 37.60 0 0 0| 0 11 0 0 1600 43.500 -0.22 36.26 0 0 0| 5 87 -5 0 1700 54.000 -0.27 34.76 0 0 0| 0 3 0 0 1750 68.000 -0.32 33.57 0 0 0| 4 26 +4 0 1800 85.500 -0.39 32.72 0 0 0| 0 0 0 0 1850 107.000 -0.46 31.91 0 0 0| 0 10 0 0 1900 131.500 -0.53 31.03 0 0 0| 0 0 0 0 1950 159.000 -0.61 29.97 0 0 0| 6 6 +6 0 2000 309.500 -0.85 28.24 0 0 0| 0 0 0 0 2200 Total 0 0 0| 15 149 +5 0 Equity Options 22:04 Business Day Fri 3 Sep 2010 Previous Business Day Thu 2 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 31.63 Underlying Price 1936.000 Time to expiry: 105 Days Dec 10 CAB 0.00 68.07 0 0 0| 0 7 0 0 640 0.500 0.00 64.75 0 0 0| 0 20 0 0 720 0.500 0.00 61.84 0 0 0| 0 11 0 0 800 1.000 -0.01 60.59 0 0 0| 0 25 0 0 880 2.000 -0.01 58.03 0 0 0| 0 79 0 0 960 2.500 -0.01 57.09 0 0 0| 0 54 0 0 1000 6.000 -0.03 48.51 0 0 0| 0 211 0 0 1200 14.500 -0.07 42.34 0 0 0| 0 311 0 0 1400 37.500 -0.16 37.73 0 0 0| 2 1,061 +2 0 1600 57.500 -0.24 35.77 0 0 0| 0 1,089 0 0 1700 86.000 87.000 -0.34 33.90 86.000 86.000 0 0 8| 5 2,925 +4 0 1800 127.000 -0.45 32.36 0 0 0| 2 973 0 0 1900 177.000 -0.58 30.33 0 0 0| 0 1,872 0 0 2000 318.500 -0.81 28.01 0 0 0| 0 983 0 0 2200 500.000 -0.93 28.46 0 0 0| 0 40 0 0 2400 693.000 -0.99 27.27 0 0 0| 0 0 0 0 2600 893.000 -1.00 30.94 0 0 0| 0 24 0 0 2800 Total 0 0 8| 9 9,685 +6 0 Indicative a-t-m Vol 31.83 Underlying Price 1936.000 Time to expiry: 196 Days Mar 11 40.000 -0.13 40.63 0 0 0| 0 24 0 0 1400 76.000 -0.23 36.40 0 0 0| 0 132 0 0 1600 105.500 -0.30 35.05 0 0 0| 0 40 0 0 1700 141.500 -0.38 33.57 0 0 0| 0 658 0 0 1800 186.500 -0.47 32.35 0 0 0| 0 284 0 0 1900 239.000 -0.56 30.90 0 0 0| 0 320 0 0 2000 374.500 -0.73 29.19 0 0 0| 0 26 0 0 2200 542.000 -0.85 28.81 0 0 0| 0 16 0 0 2400 725.000 -0.93 28.20 0 0 0| 0 18 0 0 2600 916.500 -0.97 27.05 0 0 0| 0 0 0 0 2800 Total 0 0 0| 0 1,518 0 0 Indicative a-t-m Vol 32.27 Underlying Price 1936.000 Time to expiry: 287 Days Jun 11 16.500 -0.04 47.53 0 0 0| 0 211 0 0 1000 34.000 -0.09 43.51 0 0 0| 0 18 0 0 1200 62.000 -0.15 39.63 0 0 0| 0 75 0 0 1400 108.500 -0.25 36.41 0 0 0| 0 25 0 0 1600 140.000 -0.31 35.06 0 0 0| 0 40 0 0 1700 178.500 -0.38 33.82 0 0 0| 4 437 +4 0 1800 224.500 -0.45 32.73 0 0 0| 0 1 0 0 1900 275.500 -0.53 31.45 0 0 0| 0 177 0 0 2000 403.500 -0.68 29.70 0 0 0| 0 5 0 0 2200 567.500 -0.78 30.02 0 0 0| 0 21 0 0 2400 925.500 -0.93 28.64 0 0 0| 0 3 0 0 2800 Total 0 0 0| 4 1,013 +4 0 Indicative a-t-m Vol 33.03 Underlying Price 1936.000 Time to expiry: 469 Days Dec 11 Equity Options 22:04 Business Day Fri 3 Sep 2010 Previous Business Day Thu 2 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 | 36.500 -0.07 47.70 0 0 0| 0 0 0 0 960 41.000 -0.07 46.73 0 0 0| 0 0 0 0 1000 68.500 -0.12 42.49 0 0 0| 0 0 0 0 1200 109.000 -0.19 39.13 0 0 0| 0 0 0 0 1400 167.500 -0.28 36.32 0 0 0| 0 0 0 0 1600 248.000 -0.39 34.18 0 0 0| 0 0 0 0 1800 351.000 -0.50 32.49 0 0 0| 0 250 0 0 2000 622.000 -0.72 29.73 0 0 0| 0 0 0 0 2400 961.500 -0.87 28.18 0 0 0| 0 0 0 0 2800 Total 0 0 0| 0 250 0 0 Indicative a-t-m Vol 41.07 Underlying Price 1936.000 Time to expiry: 651 Days Jun 12 303.000 -0.29 46.77 0 0 0| 0 0 0 0 1600 366.000 -0.37 41.33 0 0 0| 0 0 0 0 1800 486.000 -0.45 40.95 0 0 0| 0 0 0 0 2000 767.500 -0.58 40.58 0 0 0| 0 0 0 0 2400 Total 0 0 0| 0 0 0 0 Indicative a-t-m Vol 42.11 Underlying Price 1936.000 Time to expiry: 840 Days Dec 12 236.500 -0.23 44.44 0 0 0| 0 0 0 0 1400 324.000 -0.30 43.07 0 0 0| 0 0 0 0 1600 430.500 -0.36 42.37 0 0 0| 0 0 0 0 1800 552.000 -0.43 41.99 0 0 0| 0 0 0 0 2000 825.000 -0.55 40.90 0 0 0| 0 0 0 0 2400 1120.000 -0.67 39.00 0 0 0| 0 0 0 0 2800 Total 0 0 0| 0 0 0 0 Total Puts 0 0 585| 608 28,134 +424 0 Grand Total 0 5,700 6,597| 1,137 56,727 +652 0 Equity Options 22:04 Business Day Fri 3 Sep 2010 Previous Business Day Thu 2 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 31.68 Underlying Price 401.700 Time to expiry: 14 Days Sep 10 201.750 1.00 111.27 0 0 0| 0 0 0 0 200 181.750 1.00 97.23 0 0 0| 0 0 0 0 220 161.750 1.00 87.65 0 0 0| 0 0 0 0 240 141.750 1.00 76.16 0 0 0| 0 93 0 0 260 121.750 1.00 67.23 0 0 0| 0 7 0 0 280 101.750 1.00 55.95 0 0 0| 0 162 0 0 300 82.000 0.99 48.56 0 0 0| 0 76 0 0 320 53.250 62.000 0.98 41.70 53.250 53.250 0 0 1| 0 3,447 -6 0 340 42.750 0.93 38.46 0 0 0| 0 6,514 0 0 360 33.750 0.87 37.33 0 0 0| 0 12 0 0 370 19.250 25.250 0.79 35.20 19.250 19.250 0 0 25| 0 694 0 0 380 17.750 0.68 33.94 0 0 0| 0 314 0 0 390 7.500 11.250 0.54 31.60 7.500 7.500 0 0 50| 282 6,201 +970 0 400 5.500 7.000 0.39 32.02 5.500 5.250 0 0 95| 2 1,043 +1 0 410 3.750 0.25 31.38 0 0 0| 20 4,177 0 0 420 2.250 0.16 32.87 0 0 0| 0 128 0 0 430 1.000 1.250 0.10 33.70 1.000 1.000 0 0 3| 0 13,989 0 0 440 0.500 0.05 38.97 0 0 0| 0 24,514 0 0 460 0.250 0.02 40.81 0 0 0| 0 11,425 0 0 480 CAB 0.00 40.99 0 0 0| 0 4,983 0 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 0 174| 304 116,777 +965 0 Indicative a-t-m Vol 32.49 Underlying Price 401.700 Time to expiry: 42 Days Oct 10 83.250 0.95 42.77 0 0 0| 0 21 0 0 320 64.750 0.90 40.69 0 0 0| 0 0 0 0 340 47.000 0.82 36.98 0 0 0| 0 0 0 0 360 38.500 0.78 34.22 0 0 0| 0 0 0 0 370 31.750 0.70 35.09 0 0 0| 0 86 0 0 380 25.000 0.63 34.07 0 0 0| 1 12 +1 0 390 19.000 0.54 32.68 0 0 0| 0 310 0 0 400 14.000 0.45 31.72 0 0 0| 0 29 0 0 410 8.500 10.000 0.36 31.38 8.500 S 8.500 S 0 0 12| 90 3,566 +90 0 420 7.000 0.28 30.75 0 0 0| 0 88 0 0 430 5.000 5.000 0.22 31.40 5.000 5.000 0 0 20| 0 6,026 0 0 440 2.250 0.11 30.78 0 0 0| 0 52 0 0 460 1.000 0.06 31.63 0 0 0| 0 330 0 0 480 0.500 0.03 32.77 0 0 0| 0 45 0 0 500 0.250 0.01 38.00 0 0 0| 0 0 0 0 540 CAB 0.01 38.00 0 0 0| 0 0 0 0 560 Total 0 0 32| 91 10,565 +91 0 Equity Options 22:04 Business Day Fri 3 Sep 2010 Previous Business Day Thu 2 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 33.18 Underlying Price 401.700 Time to expiry: 77 Days Nov 10 86.250 0.90 42.04 0 0 0| 0 0 0 0 320 68.250 0.85 38.65 0 0 0| 0 0 0 0 340 52.500 0.77 37.18 0 0 0| 0 0 0 0 360 45.000 0.72 36.08 0 0 0| 0 0 0 0 370 37.750 0.67 34.92 0 0 0| 0 1 0 0 380 31.500 0.61 34.08 0 0 0| 0 25 0 0 390 25.750 0.55 33.33 0 0 0| 0 50 0 0 400 15.250 16.500 0.41 31.90 15.750 15.000 0 0 71| 12 37 +12 0 420 10.000 0.29 31.24 0 0 0| 0 52 0 0 440 Total 0 0 71| 12 165 +12 0 Indicative a-t-m Vol 33.80 Underlying Price 401.700 Time to expiry: 105 Days Dec 10 203.000 0.98 66.72 0 0 0| 0 50 0 0 200 163.750 0.97 55.36 0 0 0| 0 50 0 0 240 144.250 0.96 50.42 0 0 0| 0 50 0 0 260 125.000 0.94 46.52 0 0 0| 0 62 0 0 280 106.500 0.91 43.80 0 0 0| 0 1,281 0 0 300 88.500 0.88 40.90 0 0 0| 0 1,837 0 0 320 71.250 0.82 38.45 0 0 0| 0 1,038 -250 0 340 56.250 0.75 37.10 0 0 0| 100 3,508 0 0 360 42.000 0.66 35.11 0 0 0| 0 2,364 0 0 380 28.500 30.500 0.55 33.98 28.500 28.500 0 0 10| 485 6,578 +399 0 400 20.500 0.44 32.20 0 0 0| 0 9,125 0 0 420 12.250 14.500 0.34 32.69 13.250 11.750 0 0 108| 0 9,130 0 0 440 7.000 8.750 0.24 31.17 7.000 7.000 0 0 8| 0 8,819 0 0 460 5.500 0.16 30.78 0 0 0| 10 10,320 0 0 480 3.500 0.11 30.89 0 0 0| 10 11,269 0 0 500 2.000 0.07 30.79 0 0 0| 0 12,441 0 0 520 1.250 0.04 33.57 0 0 0| 0 13,063 0 0 560 0.500 0.02 35.42 0 0 0| 0 9,580 0 0 600 0.250 0.01 37.28 0 0 0| 0 6,999 0 0 640 0.250 0.01 39.67 0 0 0| 0 3,367 0 0 680 CAB 0.00 39.93 0 0 0| 0 11,342 0 0 720 Total 0 0 126| 605 122,273 +149 0 Indicative a-t-m Vol 33.74 Underlying Price 401.700 Time to expiry: 196 Days Mar 11 204.000 0.98 55.67 0 0 0| 0 0 0 0 200 166.250 0.95 51.18 0 0 0| 0 100 0 0 240 129.500 0.90 45.34 0 0 0| 0 120 0 0 280 95.500 0.82 41.11 0 0 0| 0 90 0 0 320 79.000 0.78 38.23 0 0 0| 0 1,046 0 0 340 64.750 0.71 36.76 0 0 0| 0 3,165 0 0 360 51.750 0.64 35.35 0 0 0| 0 778 0 0 380 40.000 0.56 33.83 0 0 0| 25 4,501 0 0 400 27.750 30.750 0.48 32.95 27.750 27.750 0 0 148| 300 8,480 +249 0 420 19.750 22.500 0.39 31.87 19.750 S 19.750 S 0 0 2| 0 8,866 0 0 440 Equity Options 22:04 Business Day Fri 3 Sep 2010 Previous Business Day Thu 2 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 | 16.500 0.31 31.16 0 0 0| 0 3,316 0 0 460 11.500 0.24 30.41 0 0 0| 0 3,614 0 0 480 5.500 0.14 29.65 0 0 0| 0 1,500 0 0 520 2.750 0.07 29.48 0 0 0| 0 2,409 0 0 560 1.250 0.04 29.84 0 0 0| 0 2,596 0 0 600 0.750 0.02 30.73 0 0 0| 0 447 0 0 640 0.500 0.02 32.05 0 0 0| 0 107 0 0 680 0.500 0.01 33.75 0 0 0| 0 2 0 0 720 Total 0 0 150| 325 41,137 +249 0 Indicative a-t-m Vol 34.60 Underlying Price 401.700 Time to expiry: 287 Days Jun 11 205.250 0.96 54.58 0 0 0| 0 740 0 0 200 168.000 0.93 48.70 0 0 0| 0 80 0 0 240 132.250 0.88 43.65 0 0 0| 0 56 0 0 280 99.250 0.80 39.42 0 0 0| 0 168 0 0 320 71.750 0.69 37.11 0 0 0| 0 315 0 0 360 59.500 0.63 35.89 0 0 0| 0 16 0 0 380 48.250 0.56 34.69 0 0 0| 0 1,653 0 0 400 38.750 0.50 33.74 0 0 0| 0 50 0 0 420 30.250 0.43 32.63 0 0 0| 0 2,754 0 0 440 23.750 0.36 31.96 0 0 0| 0 55 0 0 460 17.750 0.30 30.86 0 0 0| 10 5,256 +10 0 480 5.500 0.12 29.43 0 0 0| 0 3,517 0 0 560 3.250 0.07 29.47 0 0 0| 0 0 0 0 600 1.750 0.04 29.11 0 0 0| 0 1,251 0 0 640 0.500 0.02 29.65 0 0 0| 0 56 0 0 720 Total 0 0 0| 10 15,967 +10 0 Indicative a-t-m Vol 33.45 Underlying Price 401.700 Time to expiry: 469 Days Dec 11 206.000 0.96 51.01 0 0 0| 0 0 0 0 200 170.250 0.92 46.55 0 0 0| 0 1 0 0 240 136.250 0.86 42.33 0 0 0| 0 0 0 0 280 105.250 0.78 38.63 0 0 0| 0 1,828 0 0 320 78.250 0.68 35.84 0 0 0| 0 1,509 0 0 360 56.000 0.57 33.55 0 0 0| 0 4,934 +2,750 0 400 37.750 0.45 31.45 0 0 0| 0 4,267 0 0 440 25.250 0.34 30.36 0 0 0| 0 1,510 0 0 480 10.000 0.17 28.48 0 0 0| 0 3,420 0 0 560 4.000 0.08 28.17 0 0 0| 0 1,504 0 0 640 1.750 0.04 28.33 0 0 0| 0 1,780 0 0 720 Total 0 0 0| 0 20,753 +2,750 0 Indicative a-t-m Vol 33.34 Underlying Price 401.700 Time to expiry: 651 Days Jun 12 173.750 0.90 47.42 0 0 0| 0 0 0 0 240 111.750 0.76 39.42 0 0 0| 0 0 0 0 320 85.250 0.67 36.18 0 0 0| 0 0 0 0 360 62.750 0.57 33.42 0 0 0| 0 0 0 0 400 45.500 0.47 31.83 0 0 0| 0 0 0 0 440 Equity Options 22:04 Business Day Fri 3 Sep 2010 Previous Business Day Thu 2 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 | 31.500 0.37 30.28 0 0 0| 0 0 0 0 480 Total 0 0 0| 0 0 0 0 Indicative a-t-m Vol 34.94 Underlying Price 401.700 Time to expiry: 840 Days Dec 12 176.750 0.88 48.19 0 0 0| 0 0 0 0 240 147.000 0.82 44.58 0 0 0| 0 0 0 0 280 119.250 0.75 41.00 0 0 0| 0 3 0 0 320 94.000 0.67 37.71 0 0 0| 0 15 0 0 360 72.250 0.59 35.13 0 0 0| 0 617 0 0 400 50.500 0.49 31.35 0 0 0| 0 602 -2 0 440 40.250 0.41 31.49 0 0 0| 0 0 0 0 480 20.500 0.26 28.88 0 0 0| 0 10 0 0 560 10.750 0.16 27.88 0 0 0| 0 300 0 0 640 6.000 0.10 27.71 0 0 0| 0 0 0 0 720 Total 0 0 0| 0 1,547 -2 0 Total Calls 0 0 553| 1,347 329,184 +4,224 0 | Equity Options 22:04 Business Day Fri 3 Sep 2010 Previous Business Day Thu 2 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 32.75 Underlying Price 401.700 Time to expiry: 14 Days Sep 10 CAB 0.00 84.39 0 0 0| 0 490 0 0 200 CAB 0.00 79.39 0 0 0| 0 1,052 0 0 220 CAB 0.00 74.39 0 0 0| 0 905 0 0 240 CAB 0.00 69.39 0 0 0| 0 1,850 0 0 260 CAB 0.00 64.39 0 0 0| 0 3,126 0 0 280 CAB -0.01 60.59 0 0 0| 0 4,719 0 0 300 0.250 -0.02 55.31 0 0 0| 0 2,280 0 0 320 0.750 -0.04 49.26 0 0 0| 0 1,785 0 0 340 1.750 1.250 -0.08 40.04 1.750 1.500 0 0 60| 1 9,334 -1 0 360 2.000 -0.12 36.46 0 0 0| 0 20 0 0 370 6.000 3.250 -0.20 34.84 6.000 6.000 0 0 14| 0 2,511 0 0 380 5.750 -0.32 32.86 0 0 0| 0 308 0 0 390 12.750 9.750 -0.46 32.88 12.750 9.750 0 0 103| 0 5,721 0 0 400 15.250 -0.61 32.22 0 0 0| 0 40 0 0 410 22.500 -0.73 33.53 0 0 0| 8 612 +8 0 420 30.500 -0.83 33.53 0 0 0| 0 34 0 0 430 39.500 -0.90 33.53 0 0 0| 0 1,918 0 0 440 58.500 -0.98 33.16 0 0 0| 4 1,843 -1 0 460 87.000 78.250 -1.00 32.02 87.000 S 87.000 S 0 0 3| 0 7,281 0 0 480 98.250 -1.00 32.77 0 0 0| 0 3 0 0 500 118.250 -1.00 32.77 0 0 0| 0 4,443 0 0 520 158.250 -1.00 31.73 0 0 0| 45 4,759 -25 0 560 198.250 -1.00 35.00 0 0 0| 0 2,542 0 0 600 238.250 -1.00 36.32 0 0 0| 0 1,258 0 0 640 278.250 -1.00 41.37 0 0 0| 0 25 0 0 680 318.250 -1.00 42.59 0 0 0| 0 0 0 0 720 Total 0 0 180| 58 58,859 -19 0 Indicative a-t-m Vol 32.40 Underlying Price 401.700 Time to expiry: 42 Days Oct 10 2.000 -0.07 46.85 0 0 0| 0 34 0 0 320 3.250 -0.11 42.11 0 0 0| 0 2 0 0 340 5.250 -0.18 37.25 0 0 0| 23 2,941 +23 0 360 8.250 7.000 -0.23 35.93 8.250 7.000 S 0 0 13| 0 12 0 0 370 9.750 -0.30 34.94 0 0 0| 0 9,064 0 0 380 13.000 -0.37 33.69 0 0 0| 1 65 0 0 390 16.750 -0.46 32.48 0 0 0| 0 374 0 0 400 22.000 -0.55 32.07 0 0 0| 0 1,043 0 0 410 28.000 -0.64 31.45 0 0 0| 0 44 0 0 420 35.000 -0.72 30.91 0 0 0| 0 10 0 0 430 42.500 -0.80 29.67 0 0 0| 0 7 0 0 440 60.000 -0.90 30.12 0 0 0| 0 1 0 0 460 79.000 -0.95 30.64 0 0 0| 0 0 0 0 480 98.750 -0.97 33.58 0 0 0| 0 0 0 0 500 138.750 -0.98 43.22 0 0 0| 0 1 0 0 540 158.500 -0.98 44.86 0 0 0| 0 0 0 0 560 Total 0 0 13| 24 13,598 +23 0 Equity Options 22:04 Business Day Fri 3 Sep 2010 Previous Business Day Thu 2 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 33.23 Underlying Price 401.700 Time to expiry: 77 Days Nov 10 4.500 -0.11 43.07 0 0 0| 0 0 0 0 320 6.500 -0.16 39.50 0 0 0| 0 55 0 0 340 10.000 -0.23 36.84 0 0 0| 0 44 0 0 360 12.750 -0.28 36.09 0 0 0| 0 0 0 0 370 15.750 -0.33 35.05 0 0 0| 0 10 0 0 380 19.000 -0.39 33.94 0 0 0| 30 30 +30 0 390 23.500 -0.45 33.33 0 0 0| 0 0 0 0 400 34.500 -0.59 32.30 0 0 0| 0 0 0 0 420 47.750 -0.71 31.57 0 0 0| 0 5 0 0 440 Total 0 0 0| 30 144 +30 0 Indicative a-t-m Vol 33.36 Underlying Price 401.700 Time to expiry: 105 Days Dec 10 1.500 -0.02 71.57 0 0 0| 0 1,090 0 0 200 2.750 1.750 -0.03 57.22 2.750 2.500 0 0 100| 200 3,248 -54 0 240 2.250 -0.04 52.05 0 0 0| 0 588 0 0 260 3.500 -0.07 49.15 0 0 0| 0 17,006 0 0 280 4.750 -0.09 45.29 0 0 0| 0 13,702 0 0 300 8.000 6.500 -0.13 41.86 8.000 8.000 0 0 50| 0 6,070 0 0 320 10.000 9.000 -0.18 38.72 10.000 10.000 0 0 1| 25 4,692 -25 0 340 14.500 13.750 -0.25 37.02 14.500 14.500 0 0 20| 52 14,215 +2 0 360 21.000 19.500 -0.35 35.08 21.000 21.000 0 0 25| 8 1,439 0 0 380 27.000 27.500 -0.45 33.48 27.000 27.000 0 0 2| 0 8,575 0 0 400 38.250 -0.56 32.32 0 0 0| 0 7,340 0 0 420 52.000 -0.66 32.53 0 0 0| 0 2,995 0 0 440 72.000 66.000 -0.77 30.73 72.000 S 72.000 S 0 0 3| 0 4,619 0 0 460 82.750 -0.84 30.67 0 0 0| 0 11,927 0 0 480 100.750 -0.90 30.51 0 0 0| 0 2,829 0 0 500 119.250 -0.94 29.55 0 0 0| 0 14,558 0 0 520 158.750 -0.97 33.00 0 0 0| 0 11,487 0 0 560 198.500 -0.98 36.13 0 0 0| 0 7,451 0 0 600 238.500 -0.98 40.93 0 0 0| 0 3,376 0 0 640 278.750 -0.98 47.77 0 0 0| 0 34 0 0 680 318.750 -0.98 53.62 0 0 0| 0 150 0 0 720 Total 0 0 201| 285 137,391 -77 0 Indicative a-t-m Vol 32.84 Underlying Price 401.700 Time to expiry: 196 Days Mar 11 2.000 -0.03 55.58 0 0 0| 0 102 0 0 200 4.250 -0.06 50.47 0 0 0| 0 750 0 0 240 7.750 -0.11 44.80 0 0 0| 0 418 0 0 280 13.500 -0.18 40.02 0 0 0| 0 1,411 0 0 320 17.000 -0.23 37.34 0 0 0| 0 2,251 0 0 340 25.500 22.750 -0.30 35.86 25.500 25.500 0 0 5| 0 454 0 0 360 29.500 -0.37 34.22 0 0 0| 0 485 0 0 380 38.250 -0.45 32.90 0 0 0| 0 363 0 0 400 49.250 -0.53 32.32 0 0 0| 0 301 0 0 420 61.000 -0.62 31.03 0 0 0| 0 417 0 0 440 75.250 -0.70 30.49 0 0 0| 0 2,162 0 0 460 Equity Options 22:04 Business Day Fri 3 Sep 2010 Previous Business Day Thu 2 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 | 90.250 -0.77 29.57 0 0 0| 0 1,521 0 0 480 124.000 -0.88 27.97 0 0 0| 0 1,368 0 0 520 160.750 -0.96 25.61 0 0 0| 0 192 0 0 560 199.750 -0.98 25.69 0 0 0| 0 151 0 0 600 239.250 -0.99 24.76 0 0 0| 0 15 0 0 640 279.000 -1.00 25.73 0 0 0| 0 25 0 0 680 319.000 -1.00 25.76 0 0 0| 0 0 0 0 720 Total 0 0 5| 0 12,386 0 0 Indicative a-t-m Vol 33.38 Underlying Price 401.700 Time to expiry: 287 Days Jun 11 3.500 -0.04 51.13 0 0 0| 0 102 0 0 200 6.500 -0.08 46.56 0 0 0| 0 465 0 0 240 11.750 -0.13 42.45 0 0 0| 42 362 +42 0 280 18.750 -0.21 38.30 0 0 0| 3 553 -3 0 320 31.000 -0.32 35.68 0 0 0| 25 804 +20 0 360 38.750 -0.38 34.47 0 0 0| 20 47 +20 0 380 49.750 48.000 -0.45 33.48 49.750 49.750 0 0 20| 0 1,058 0 0 400 58.250 -0.52 32.46 0 0 0| 0 9 0 0 420 69.750 -0.59 31.26 0 0 0| 0 4,546 0 0 440 82.750 83.750 -0.65 30.95 82.750 82.750 0 0 10| 0 75 0 0 460 98.000 -0.72 30.07 0 0 0| 0 2,982 0 0 480 165.500 -0.90 27.63 0 0 0| 0 301 0 0 560 202.750 -0.95 26.13 0 0 0| 0 40 0 0 600 241.000 -0.99 22.74 0 0 0| 0 8 0 0 640 320.750 -0.99 27.86 0 0 0| 0 0 0 0 720 Total 0 0 30| 90 11,352 +79 0 Indicative a-t-m Vol 33.29 Underlying Price 401.700 Time to expiry: 469 Days Dec 11 9.500 -0.07 50.86 0 0 0| 0 4 0 0 200 14.750 -0.12 45.85 0 0 0| 0 109 0 0 240 20.500 -0.17 40.58 0 0 0| 0 534 0 0 280 32.000 -0.25 38.37 0 0 0| 0 3,217 0 0 320 45.500 -0.34 35.48 0 0 0| 0 1,546 0 0 360 64.000 -0.45 33.43 0 0 0| 0 1,181 0 0 400 85.000 -0.57 30.72 0 0 0| 0 3,004 0 0 440 111.000 -0.68 28.60 0 0 0| 0 1,107 0 0 480 177.750 -0.84 28.08 0 0 0| 0 1,300 0 0 560 251.750 -0.92 28.43 0 0 0| 0 502 0 0 640 328.000 -0.97 27.26 0 0 0| 0 0 0 0 720 Total 0 0 0| 0 12,504 0 0 Indicative a-t-m Vol 32.35 Underlying Price 401.700 Time to expiry: 651 Days Jun 12 19.750 -0.13 43.34 0 0 0| 0 0 0 0 240 41.000 -0.27 37.44 0 0 0| 0 0 0 0 320 55.500 -0.35 34.57 0 0 0| 0 0 0 0 360 73.750 -0.45 32.41 0 0 0| 0 0 0 0 400 97.000 -0.55 31.12 0 0 0| 0 0 0 0 440 124.000 -0.64 30.16 0 0 0| 0 0 0 0 480 Total 0 0 0| 0 0 0 0 Equity Options 22:04 Business Day Fri 3 Sep 2010 Previous Business Day Thu 2 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 32.69 Underlying Price 401.700 Time to expiry: 840 Days Dec 12 28.000 -0.15 44.16 0 0 0| 0 15 0 0 240 37.750 -0.21 40.50 0 0 0| 0 10 0 0 280 50.250 -0.28 37.36 0 0 0| 0 0 0 0 320 65.500 -0.36 34.74 0 0 0| 0 261 0 0 360 84.500 -0.44 32.78 0 0 0| 0 600 0 0 400 106.500 -0.53 30.95 0 0 0| 0 600 0 0 440 133.500 -0.61 30.16 0 0 0| 0 0 0 0 480 191.000 -0.77 26.76 0 0 0| 0 14 0 0 560 260.000 -0.88 25.45 0 0 0| 0 300 0 0 640 334.000 -0.93 25.19 0 0 0| 0 0 0 0 720 Total 0 0 0| 0 1,800 0 0 Total Puts 0 0 429| 487 248,034 +36 0 Grand Total 0 7,920 8,902| 1,834 577,218 +4,260 0 Equity Options 22:04 Business Day Fri 3 Sep 2010 Previous Business Day Thu 2 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 27.71 Underlying Price 223.000 Time to expiry: 14 Days Sep 10 63.000 1.00 36.39 0 0 0| 0 26 0 0 160 53.000 1.00 35.09 0 0 0| 0 0 0 0 170 43.000 1.00 34.02 0 0 0| 0 0 -4 0 180 38.000 1.00 33.22 0 0 0| 0 0 0 0 185 33.000 0.99 32.96 0 0 0| 0 8 0 0 190 28.250 0.98 31.64 0 0 0| 0 0 0 0 195 23.250 0.96 31.37 0 0 0| 0 21 0 0 200 18.500 0.92 30.05 0 0 0| 0 0 0 0 205 14.000 0.86 28.56 0 0 0| 0 100 0 0 210 10.000 0.75 28.30 0 0 0| 0 1 0 0 215 6.750 0.61 27.76 0 0 0| 0 535 0 0 220 4.000 0.45 27.67 0 0 0| 0 0 0 0 225 2.250 0.30 27.57 0 0 0| 0 5,110 0 0 230 1.250 0.19 28.32 0 0 0| 0 100 0 0 235 0.750 0.11 28.80 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| 0 5,969 -4 0 Indicative a-t-m Vol 29.39 Underlying Price 223.000 Time to expiry: 42 Days Oct 10 43.500 0.97 34.86 0 0 0| 0 0 0 0 180 34.000 0.93 32.90 0 0 0| 0 0 0 0 190 29.250 0.90 31.78 0 0 0| 0 0 0 0 195 24.750 0.86 30.51 0 0 0| 0 0 0 0 200 20.500 0.81 29.44 0 0 0| 0 0 0 0 205 16.750 0.75 29.16 0 0 0| 0 1 0 0 210 13.500 0.66 29.28 0 0 0| 0 0 0 0 215 10.500 0.58 29.39 0 0 0| 0 0 0 0 220 8.250 0.49 29.39 0 0 0| 0 0 0 0 225 6.250 0.40 29.59 0 0 0| 10 30 +10 0 230 4.500 0.32 29.67 0 0 0| 0 0 0 0 235 3.250 0.26 29.81 0 0 0| 0 0 0 0 240 0.750 0.08 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 0| 10 31 +10 0 Indicative a-t-m Vol 32.73 Underlying Price 223.000 Time to expiry: 77 Days Nov 10 36.000 0.86 34.33 0 0 0| 0 0 0 0 190 27.750 0.79 32.63 0 0 0| 0 0 0 0 200 24.000 0.74 32.70 0 0 0| 0 0 0 0 205 20.500 0.69 32.10 0 0 0| 0 0 0 0 210 17.750 0.63 32.67 0 0 0| 0 0 0 0 215 Equity Options 22:04 Business Day Fri 3 Sep 2010 Previous Business Day Thu 2 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 | 15.250 0.57 32.89 0 0 0| 0 0 0 0 220 12.750 0.51 32.62 0 0 0| 0 0 0 0 225 10.500 0.45 32.84 0 0 0| 0 0 0 0 230 7.000 0.34 32.21 0 0 0| 0 0 0 0 240 2.000 0.14 29.09 0 0 0| 0 0 0 0 260 Total 0 0 0| 0 0 0 0 Indicative a-t-m Vol 33.45 Underlying Price 223.000 Time to expiry: 105 Days Dec 10 64.000 0.97 36.19 0 0 0| 0 5 0 0 160 54.500 0.94 35.22 0 0 0| 0 0 0 0 170 45.500 0.90 34.37 0 0 0| 0 30 0 0 180 37.250 0.84 33.60 0 0 0| 0 0 0 0 190 29.500 0.76 33.39 0 0 0| 0 9 0 0 200 23.000 0.67 33.28 0 0 0| 0 8 0 0 210 17.750 0.57 33.49 0 0 0| 0 150 0 0 220 13.250 0.47 33.35 0 0 0| 0 16 0 0 230 9.750 0.38 33.55 0 0 0| 0 14 0 0 240 5.250 0.23 34.46 0 0 0| 0 2,540 0 0 260 3.000 0.15 36.61 0 0 0| 0 3,054 0 0 280 1.000 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 223.000 Time to expiry: 196 Days Mar 11 66.500 0.91 37.47 0 0 0| 0 0 0 0 160 50.000 0.83 36.43 0 0 0| 0 0 0 0 180 42.500 0.78 35.86 0 0 0| 0 0 0 0 190 35.750 0.71 35.28 0 0 0| 0 5 0 0 200 29.750 0.65 34.89 0 0 0| 0 0 0 0 210 24.500 0.58 34.65 0 0 0| 0 4 0 0 220 20.000 0.51 34.65 0 0 0| 0 10 0 0 230 16.250 0.44 34.65 0 0 0| 0 0 0 0 240 6.750 0.23 34.91 0 0 0| 0 0 0 0 280 Total 0 0 0| 0 19 0 0 Total Calls 0 0 0| 10 11,853 +6 0 | Equity Options 22:04 Business Day Fri 3 Sep 2010 Previous Business Day Thu 2 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 28.13 Underlying Price 223.000 Time to expiry: 14 Days Sep 10 CAB 0.00 37.10 0 0 0| 0 49 0 0 160 CAB 0.00 35.78 0 0 0| 0 0 0 0 170 CAB 0.00 34.47 0 0 0| 0 7,619 0 0 180 CAB 0.00 33.33 0 0 0| 0 4 0 0 185 CAB -0.01 33.33 0 0 0| 0 2,830 0 0 190 CAB -0.02 32.60 0 0 0| 0 0 0 0 195 0.250 -0.04 31.88 0 0 0| 0 145 0 0 200 0.500 -0.08 30.60 0 0 0| 0 0 0 0 205 1.000 -0.15 29.35 0 0 0| 0 263 0 0 210 2.000 -0.26 28.94 0 0 0| 0 15 0 0 215 3.750 -0.39 28.56 0 0 0| 0 645 0 0 220 6.000 -0.55 27.84 0 0 0| 0 0 0 0 225 9.250 -0.70 27.84 0 0 0| 0 4,107 0 0 230 13.250 -0.82 27.58 0 0 0| 0 0 0 0 235 17.500 -0.90 27.48 0 0 0| 6 32 0 0 240 37.000 -1.00 28.43 0 0 0| 0 10 0 0 260 57.000 -1.00 29.63 0 0 0| 0 60 0 0 280 77.000 -1.00 32.28 0 0 0| 0 0 0 0 300 87.000 -1.00 33.73 0 0 0| 0 0 0 0 310 97.000 -1.00 35.65 0 0 0| 0 0 0 0 320 Total 0 0 0| 6 15,779 0 0 Indicative a-t-m Vol 31.94 Underlying Price 223.000 Time to expiry: 42 Days Oct 10 0.250 -0.03 35.10 0 0 0| 0 0 0 0 180 0.750 -0.07 33.56 0 0 0| 0 0 0 0 190 1.250 -0.11 33.00 0 0 0| 0 0 0 0 195 2.000 -0.15 32.70 0 0 0| 0 15 0 0 200 3.000 -0.20 32.23 0 0 0| 0 0 0 0 205 4.250 -0.27 31.53 0 0 0| 10 1,060 +10 0 210 6.000 -0.35 31.57 0 0 0| 0 0 0 0 215 8.250 -0.43 31.82 0 0 0| 0 5 0 0 220 10.750 -0.51 32.02 0 0 0| 0 0 0 0 225 13.750 -0.59 32.37 0 0 0| 0 0 0 0 230 17.250 -0.66 32.37 0 0 0| 0 0 0 0 235 20.750 -0.72 32.58 0 0 0| 0 0 0 0 240 38.250 -0.89 34.83 0 0 0| 0 0 0 0 260 57.250 -0.97 35.95 0 0 0| 0 0 0 0 280 Total 0 0 0| 10 1,080 +10 0 Indicative a-t-m Vol 37.28 Underlying Price 223.000 Time to expiry: 77 Days Nov 10 4.250 -0.17 40.89 0 0 0| 0 0 0 0 190 6.250 -0.24 39.20 0 0 0| 0 2 0 0 200 7.750 -0.29 38.77 0 0 0| 0 2 0 0 205 9.250 -0.33 37.77 0 0 0| 0 0 0 0 210 11.500 -0.38 38.05 0 0 0| 0 0 0 0 215 13.750 -0.43 37.59 0 0 0| 0 0 0 0 220 Equity Options 22:04 Business Day Fri 3 Sep 2010 Previous Business Day Thu 2 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 | 16.250 -0.48 37.07 0 0 0| 0 0 0 0 225 19.500 -0.53 37.98 0 0 0| 0 0 0 0 230 25.500 -0.63 37.15 0 0 0| 0 0 0 0 240 41.000 -0.79 36.93 0 0 0| 0 0 0 0 260 Total 0 0 0| 0 4 0 0 Indicative a-t-m Vol 38.51 Underlying Price 223.000 Time to expiry: 105 Days Dec 10 1.250 -0.05 40.60 0 0 0| 0 42 0 0 160 2.000 -0.08 39.84 0 0 0| 0 50 0 0 170 3.500 -0.13 39.47 0 0 0| 0 100 0 0 180 5.500 -0.19 39.25 0 0 0| 0 0 0 0 190 8.500 -0.26 38.96 0 0 0| 0 34 0 0 200 12.000 -0.34 38.33 0 0 0| 0 45 0 0 210 16.750 -0.43 38.51 0 0 0| 0 76 0 0 220 22.250 -0.51 38.51 0 0 0| 0 13 0 0 230 28.500 -0.60 38.62 0 0 0| 0 8 0 0 240 44.000 -0.73 39.98 0 0 0| 0 16 0 0 260 60.500 -0.83 39.36 0 0 0| 0 47 0 0 280 97.750 -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 40.35 Underlying Price 223.000 Time to expiry: 196 Days Mar 11 4.500 -0.11 43.76 0 0 0| 0 0 0 0 160 9.500 -0.20 43.66 0 0 0| 0 505 0 0 180 12.000 -0.25 42.32 0 0 0| 0 4 0 0 190 15.750 -0.30 42.17 0 0 0| 0 0 0 0 200 19.750 -0.36 41.42 0 0 0| 0 0 0 0 210 24.250 -0.42 40.52 0 0 0| 0 5 0 0 220 29.750 -0.48 39.97 0 0 0| 0 12 0 0 230 35.500 -0.54 39.54 0 0 0| 0 2 0 0 240 66.000 -0.73 40.91 0 0 0| 0 81 0 0 280 Total 0 0 0| 0 609 0 0 Total Puts 0 0 0| 16 17,903 +10 0 Grand Total 0 3,900 3,900| 26 29,756 +16 0 Equity Options 22:04 Business Day Fri 3 Sep 2010 Previous Business Day Thu 2 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 16.15 Underlying Price 2311.000 Time to expiry: 14 Days Sep 10 711.500 1.00 42.23 0 0 0| 0 0 0 0 1600 511.500 1.00 34.24 0 0 0| 0 0 0 0 1800 411.500 1.00 29.36 0 0 0| 0 0 0 0 1900 311.500 1.00 23.88 0 0 0| 0 11 0 0 2000 212.000 0.99 20.66 0 0 0| 0 6 0 0 2100 114.500 0.92 17.67 0 0 0| 10 226 -8 0 2200 35.500 36.500 0.57 16.22 37.000 35.500 0 0 9| 0 308 0 0 2300 4.500 4.000 0.12 15.57 4.500 4.500 0 0 15| 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 24| 10 665 -8 0 Indicative a-t-m Vol 16.55 Underlying Price 2311.000 Time to expiry: 42 Days Oct 10 413.000 0.99 23.81 0 0 0| 0 0 0 0 1900 314.000 0.98 21.38 0 0 0| 0 0 0 0 2000 217.500 0.93 19.42 0 0 0| 0 0 0 0 2100 128.500 0.80 17.71 0 0 0| 0 10 0 0 2200 58.500 59.000 0.55 16.61 58.500 58.500 0 0 5| 18 89 +8 0 2300 19.500 0.26 16.06 0 0 0| 3 14 +3 0 2400 1.500 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 5| 21 129 +11 0 Indicative a-t-m Vol 18.65 Underlying Price 2311.000 Time to expiry: 77 Days Nov 10 418.000 0.96 24.46 0 0 0| 0 0 0 0 1900 323.000 0.92 23.11 0 0 0| 0 0 0 0 2000 233.500 0.85 21.57 0 0 0| 0 8 0 0 2100 153.000 0.72 20.06 0 0 0| 0 0 0 0 2200 87.500 0.55 18.76 0 0 0| 0 1 0 0 2300 42.000 0.34 17.77 0 0 0| 125 178 +124 0 2400 6.000 0.08 17.17 0 0 0| 0 0 0 0 2600 1.000 0.01 18.73 0 0 0| 0 0 0 0 2800 Total 0 0 0| 125 187 +124 0 Indicative a-t-m Vol 18.89 Underlying Price 2311.000 Time to expiry: 105 Days Dec 10 522.500 0.95 29.39 0 0 0| 0 0 0 0 1800 429.000 0.92 27.94 0 0 0| 0 0 0 0 1900 333.000 0.88 24.03 0 0 0| 0 42 0 0 2000 243.500 0.82 21.42 0 0 0| 0 34 0 0 2100 166.000 0.70 20.05 0 0 0| 0 588 0 0 2200 102.000 0.55 18.96 0 0 0| 10 13 +10 0 2300 55.000 56.500 0.38 18.27 55.500 S 55.000 0 0 17| 0 1,027 0 0 2400 13.500 13.500 0.13 18.00 13.500 S 13.500 S 0 0 15| 0 0 0 0 2600 1.500 0.02 17.10 0 0 0| 0 30 0 0 2800 Total 0 0 32| 10 1,734 +10 0 Equity Options 22:04 Business Day Fri 3 Sep 2010 Previous Business Day Thu 2 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 | Indicative a-t-m Vol 20.10 Underlying Price 2311.000 Time to expiry: 196 Days Mar 11 533.000 0.93 27.09 0 0 0| 0 0 0 0 1800 440.500 0.89 25.03 0 0 0| 0 0 0 0 1900 352.500 0.84 23.38 0 0 0| 0 6 0 0 2000 270.500 0.77 22.04 0 0 0| 0 504 0 0 2100 199.000 0.67 21.02 0 0 0| 0 185 0 0 2200 137.500 138.500 0.55 20.19 137.500 137.500 0 0 2| 0 15 0 0 2300 90.500 0.43 19.43 0 0 0| 0 39 0 0 2400 33.500 0.21 18.70 0 0 0| 0 0 0 0 2600 10.000 0.08 18.27 0 0 0| 0 70 0 0 2800 Total 0 0 2| 0 819 0 0 Total Calls 0 0 63| 166 3,534 +137 0 | Equity Options 22:04 Business Day Fri 3 Sep 2010 Previous Business Day Thu 2 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 15.56 Underlying Price 2311.000 Time to expiry: 14 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 0.00 26.87 0 0 0| 0 135 0 0 2000 1.000 -0.02 24.20 0 0 0| 1 310 0 0 2100 3.500 -0.09 18.48 0 0 0| 28 72 +5 0 2200 23.000 24.000 -0.43 15.74 23.000 22.000 0 0 14| 3 31 +3 0 2300 91.500 -0.91 14.07 0 0 0| 0 3 0 0 2400 289.000 -1.00 21.19 0 0 0| 0 2 0 0 2600 489.000 -1.00 30.42 0 0 0| 0 0 0 0 2800 Total 0 0 14| 32 1,325 +8 0 Indicative a-t-m Vol 16.96 Underlying Price 2311.000 Time to expiry: 42 Days Oct 10 1.000 -0.01 26.01 0 0 0| 0 0 0 0 1900 2.500 -0.03 23.55 0 0 0| 0 1 0 0 2000 6.500 -0.08 20.89 0 0 0| 0 10 0 0 2100 16.500 18.000 -0.21 18.66 17.000 16.000 0 0 28| 4 25 +4 0 2200 47.500 48.000 -0.45 17.06 47.500 47.500 0 0 15| 0 8 0 0 2300 107.000 -0.74 16.16 0 0 0| 0 0 0 0 2400 290.000 -0.97 18.66 0 0 0| 0 0 0 0 2600 489.000 -0.98 27.03 0 0 0| 0 0 0 0 2800 Total 0 0 43| 4 44 +4 0 Indicative a-t-m Vol 18.95 Underlying Price 2311.000 Time to expiry: 77 Days Nov 10 4.500 -0.04 25.40 0 0 0| 0 0 0 0 1900 10.500 -0.09 24.05 0 0 0| 0 0 0 0 2000 20.000 -0.16 21.84 0 0 0| 0 16 0 0 2100 39.500 -0.28 20.27 0 0 0| 0 0 0 0 2200 74.000 -0.46 19.04 0 0 0| 0 7 0 0 2300 129.500 -0.65 18.23 0 0 0| 0 0 0 0 2400 292.000 -0.94 16.64 0 0 0| 0 0 0 0 2600 489.500 -0.98 20.88 0 0 0| 0 0 0 0 2800 Total 0 0 0| 0 23 0 0 Indicative a-t-m Vol 19.40 Underlying Price 2311.000 Time to expiry: 105 Days Dec 10 5.500 -0.04 27.49 0 0 0| 0 30 0 0 1800 10.000 -0.07 25.73 0 0 0| 0 14 0 0 1900 17.500 -0.11 23.75 0 0 0| 0 2,135 0 0 2000 30.000 -0.19 22.11 0 0 0| 0 59 0 0 2100 53.500 -0.30 20.78 0 0 0| 0 133 0 0 2200 89.000 -0.45 19.50 0 0 0| 0 0 0 0 2300 142.500 -0.62 18.66 0 0 0| 0 7 0 0 2400 297.000 -0.89 17.26 0 0 0| 0 0 0 0 2600 490.000 -0.97 19.39 0 0 0| 0 0 0 0 2800 Total 0 0 0| 0 2,378 0 0 Equity Options 22:04 Business Day Fri 3 Sep 2010 Previous Business Day Thu 2 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 | Indicative a-t-m Vol 19.93 Underlying Price 2311.000 Time to expiry: 196 Days Mar 11 22.500 -0.10 25.82 0 0 0| 0 24 0 0 1800 34.500 -0.15 24.49 0 0 0| 0 82 0 0 1900 51.500 -0.22 23.06 0 0 0| 0 180 0 0 2000 76.000 -0.30 21.82 0 0 0| 0 506 0 0 2100 111.500 -0.41 20.76 0 0 0| 1 223 0 0 2200 159.000 -0.53 19.98 0 0 0| 0 8 0 0 2300 221.000 -0.65 19.60 0 0 0| 0 16 0 0 2400 379.500 -0.82 20.24 0 0 0| 0 0 0 0 2600 559.000 -0.92 20.05 0 0 0| 0 78 0 0 2800 Total 0 0 0| 1 1,117 0 0 Total Puts 0 0 57| 37 4,887 +12 0 Grand Total 0 2,640 2,760| 203 8,421 +149 0 Equity Options 22:04 Business Day Fri 3 Sep 2010 Previous Business Day Thu 2 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 23.46 Underlying Price 477.200 Time to expiry: 14 Days Sep 10 117.500 0.99 56.50 0 0 0| 0 0 0 0 360 97.750 0.98 55.36 0 0 0| 0 0 0 0 380 77.750 0.98 44.58 0 0 0| 0 0 0 0 400 57.750 0.97 35.20 0 0 0| 0 0 0 0 420 47.750 0.96 30.40 0 0 0| 0 0 0 0 430 38.000 0.94 27.01 0 0 0| 0 1 0 0 440 28.750 0.88 25.24 0 0 0| 0 0 0 0 450 20.000 0.79 23.33 0 0 0| 0 17 0 0 460 13.250 0.64 23.67 0 0 0| 0 261 0 0 470 7.750 0.46 23.41 0 0 0| 0 400 0 0 480 0.500 0.06 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 22.79 Underlying Price 477.200 Time to expiry: 105 Days Dec 10 117.750 0.99 31.93 0 0 0| 0 0 0 0 360 79.500 0.92 29.38 0 0 0| 0 0 0 0 400 61.250 0.86 26.91 0 0 0| 0 0 0 0 420 45.000 0.75 25.77 0 0 0| 0 0 0 0 440 30.750 0.62 23.98 0 0 0| 0 0 0 0 460 19.250 0.48 22.66 0 0 0| 0 62 0 0 480 6.500 0.22 21.56 0 0 0| 0 15 0 0 520 2.500 0.09 23.09 0 0 0| 0 55 0 0 560 Total 0 0 0| 0 132 0 0 Indicative a-t-m Vol 23.98 Underlying Price 477.200 Time to expiry: 196 Days Mar 11 84.750 0.82 32.21 0 0 0| 0 0 0 0 400 66.750 0.77 28.50 0 0 0| 0 0 0 0 420 50.750 0.69 26.11 0 0 0| 0 5 0 0 440 38.000 0.59 24.96 0 0 0| 0 1 0 0 460 27.250 0.49 23.87 0 0 0| 0 0 0 0 480 14.000 0.30 23.68 0 0 0| 0 3 0 0 520 6.250 0.16 23.19 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 22:04 Business Day Fri 3 Sep 2010 Previous Business Day Thu 2 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 23.21 Underlying Price 477.200 Time to expiry: 14 Days Sep 10 CAB 0.00 53.38 0 0 0| 0 0 0 0 360 0.250 -0.01 50.54 0 0 0| 0 0 0 0 380 0.250 -0.02 41.18 0 0 0| 0 125 0 0 400 0.500 -0.03 34.39 0 0 0| 0 17 0 0 420 0.500 -0.04 29.84 0 0 0| 0 0 0 0 430 0.750 -0.06 26.95 0 0 0| 0 528 0 0 440 1.500 -0.12 25.20 0 0 0| 0 3 0 0 450 2.750 -0.21 23.29 0 0 0| 0 48 0 0 460 5.500 -0.36 22.88 0 0 0| 0 20 0 0 470 10.500 -0.54 23.30 0 0 0| 0 5 0 0 480 43.000 -0.97 23.01 0 0 0| 0 0 0 0 520 82.750 -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 22.79 Underlying Price 477.200 Time to expiry: 105 Days Dec 10 2.250 -0.06 34.01 0 0 0| 0 2 0 0 360 5.250 -0.13 29.32 0 0 0| 0 10 0 0 400 7.750 -0.19 26.91 0 0 0| 0 13 0 0 420 12.250 -0.28 25.49 0 0 0| 0 35 0 0 440 18.500 -0.40 23.91 0 0 0| 0 5 0 0 460 27.500 -0.53 22.66 0 0 0| 0 11 0 0 480 55.250 -0.78 22.08 0 0 0| 0 0 0 0 520 90.750 -0.92 22.65 0 0 0| 0 0 0 0 560 Total 0 0 0| 0 76 0 0 Indicative a-t-m Vol 23.93 Underlying Price 477.200 Time to expiry: 196 Days Mar 11 12.000 -0.20 28.32 0 0 0| 0 13 0 0 400 16.750 -0.27 27.17 0 0 0| 0 22 0 0 420 23.000 -0.35 25.98 0 0 0| 0 8 0 0 440 30.750 -0.44 24.81 0 0 0| 20 0 -20 0 460 40.250 -0.53 23.83 0 0 0| 0 0 0 0 480 67.500 -0.71 23.54 0 0 0| 0 0 0 0 520 100.000 -0.85 22.89 0 0 0| 0 0 0 0 560 Total 0 0 0| 20 43 -20 0 Total Puts 0 0 0| 20 865 -20 0 Grand Total 0 1,620 1,620| 20 1,691 -20 0 Equity Options 22:04 Business Day Fri 3 Sep 2010 Previous Business Day Thu 2 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 13.66 Underlying Price 708.000 Time to expiry: 14 Days Sep 10 268.000 1.00 45.31 0 0 0| 0 0 0 0 440 228.250 1.00 42.77 0 0 0| 0 6 0 0 480 188.250 1.00 41.32 0 0 0| 0 21 0 0 520 148.250 1.00 35.82 0 0 0| 0 22 0 0 560 108.250 1.00 28.25 0 0 0| 0 61 0 0 600 68.250 1.00 18.23 0 0 0| 0 1,646 0 0 640 29.000 0.91 14.98 0 0 0| 0 104 0 0 680 3.000 0.27 13.10 0 0 0| 31 939 +16 0 720 CAB 0.00 10.52 0 0 0| 0 1,400 0 0 750 CAB 0.00 10.93 0 0 0| 0 1,020 0 0 760 Total 0 0 0| 31 5,219 +16 0 Indicative a-t-m Vol 11.48 Underlying Price 708.000 Time to expiry: 105 Days Dec 10 428.250 1.00 54.73 0 0 0| 0 0 0 0 280 388.250 1.00 53.44 0 0 0| 0 0 0 0 320 348.250 1.00 51.56 0 0 0| 0 0 0 0 360 308.500 1.00 49.94 0 0 0| 0 0 0 0 400 268.500 1.00 37.91 0 0 0| 0 0 0 0 440 228.750 0.99 38.72 0 0 0| 0 0 0 0 480 190.500 0.96 40.80 0 0 0| 0 60 0 0 520 150.000 0.96 31.30 0 0 0| 0 524 0 0 560 110.500 0.94 25.28 0 0 0| 0 76 0 0 600 72.750 0.87 21.02 0 0 0| 0 83 0 0 640 34.250 0.76 13.53 0 0 0| 0 15 0 0 680 8.250 0.35 10.60 0 0 0| 0 9,130 0 0 720 Total 0 0 0| 0 9,888 0 0 Indicative a-t-m Vol 19.63 Underlying Price 708.000 Time to expiry: 196 Days Mar 11 268.500 1.00 33.03 0 0 0| 0 0 0 0 440 228.750 0.99 32.54 0 0 0| 0 0 0 0 480 191.500 0.94 34.40 0 0 0| 0 0 0 0 520 150.500 0.95 26.16 0 0 0| 0 10 0 0 560 112.500 0.89 22.94 0 0 0| 0 0 0 0 600 79.500 0.77 21.76 0 0 0| 0 0 0 0 640 52.000 0.61 20.58 0 0 0| 0 0 0 0 680 30.500 0.45 19.22 0 0 0| 0 10 0 0 720 Total 0 0 0| 0 20 0 0 Indicative a-t-m Vol 22.36 Underlying Price 708.000 Time to expiry: 287 Days Jun 11 308.750 0.99 41.21 0 0 0| 0 0 0 0 400 268.750 0.99 35.87 0 0 0| 0 0 0 0 440 229.250 0.98 31.93 0 0 0| 0 0 0 0 480 152.250 0.91 26.13 0 0 0| 0 0 0 0 560 84.500 0.73 22.03 0 0 0| 0 0 0 0 640 43.750 0.47 22.42 0 0 0| 0 0 0 0 720 Total 0 0 0| 0 0 0 0 Equity Options 22:04 Business Day Fri 3 Sep 2010 Previous Business Day Thu 2 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 708.000 Time to expiry: 469 Days Dec 11 348.750 0.99 44.27 0 0 0| 0 0 0 0 360 309.750 0.97 41.04 0 0 0| 0 0 0 0 400 271.250 0.95 37.72 0 0 0| 0 0 0 0 440 232.000 0.93 32.80 0 0 0| 0 0 0 0 480 160.500 0.83 27.78 0 0 0| 0 0 0 0 560 102.000 0.68 24.92 0 0 0| 0 0 0 0 640 64.000 0.50 24.92 0 0 0| 0 0 0 0 720 Total 0 0 0| 0 0 0 0 Indicative a-t-m Vol 24.44 Underlying Price 708.000 Time to expiry: 840 Days Dec 12 243.500 0.86 34.20 0 0 0| 0 0 0 0 480 180.750 0.77 30.11 0 0 0| 0 0 0 0 560 126.250 0.66 26.79 0 0 0| 0 0 0 0 640 81.250 0.52 24.03 0 0 0| 0 0 0 0 720 Total 0 0 0| 0 0 0 0 Total Calls 0 0 0| 31 15,127 +16 0 | Equity Options 22:04 Business Day Fri 3 Sep 2010 Previous Business Day Thu 2 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 12.64 Underlying Price 708.000 Time to expiry: 14 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 -0.09 14.79 0 0 0| 0 605 0 0 680 14.250 -0.76 11.72 0 0 0| 0 85 0 0 720 42.000 -1.00 11.76 0 0 0| 0 0 0 0 750 52.000 -1.00 11.76 0 0 0| 0 0 0 0 760 Total 0 0 0| 0 1,753 0 0 Indicative a-t-m Vol 13.11 Underlying Price 708.000 Time to expiry: 105 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 2.250 -0.04 33.00 0 0 0| 0 49 0 0 520 3.750 -0.07 29.49 0 0 0| 0 58 0 0 560 4.000 -0.10 22.76 0 0 0| 0 22 0 0 600 6.500 -0.17 17.96 0 0 0| 0 2 0 0 640 14.250 -0.36 14.84 0 0 0| 0 5,544 0 0 680 32.000 -0.67 12.36 0 0 0| 0 5,020 0 0 720 Total 0 0 0| 0 10,880 0 0 Indicative a-t-m Vol 18.25 Underlying Price 708.000 Time to expiry: 196 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 8.500 -0.14 21.08 0 0 0| 0 0 0 0 600 16.500 -0.25 20.05 0 0 0| 0 0 0 0 640 29.500 -0.40 19.06 0 0 0| 0 0 0 0 680 48.500 -0.57 17.90 0 0 0| 0 0 0 0 720 Total 0 0 0| 0 49 0 0 Indicative a-t-m Vol 22.99 Underlying Price 708.000 Time to expiry: 287 Days Jun 11 2.500 -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 14.250 -0.15 26.28 0 0 0| 0 0 0 0 560 30.000 -0.31 22.19 0 0 0| 0 0 0 0 640 72.250 -0.54 23.13 0 0 0| 0 0 0 0 720 Total 0 0 0| 0 0 0 0 Equity Options 22:04 Business Day Fri 3 Sep 2010 Previous Business Day Thu 2 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 22.10 Underlying Price 708.000 Time to expiry: 469 Days Dec 11 4.500 -0.04 35.50 0 0 0| 0 0 0 0 360 8.250 -0.06 34.95 0 0 0| 0 0 0 0 400 11.000 -0.08 32.35 0 0 0| 0 0 0 0 440 13.250 -0.11 29.06 0 0 0| 0 0 0 0 480 25.000 -0.20 25.23 0 0 0| 0 0 0 0 560 46.000 -0.35 22.21 0 0 0| 0 0 0 0 640 88.500 -0.53 22.08 0 0 0| 0 0 0 0 720 Total 0 0 0| 0 0 0 0 Indicative a-t-m Vol 20.32 Underlying Price 708.000 Time to expiry: 840 Days Dec 12 24.500 -0.15 26.66 0 0 0| 0 0 0 0 480 40.750 -0.24 23.72 0 0 0| 0 0 0 0 560 65.000 -0.37 21.01 0 0 0| 0 0 0 0 640 106.250 -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 2,820 2,820| 31 27,809 +16 0 Equity Options 22:04 Business Day Fri 3 Sep 2010 Previous Business Day Thu 2 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 27.70 Underlying Price 137.600 Time to expiry: 14 Days Sep 10 41.750 0.99 84.63 0 0 0| 0 0 0 0 96 37.750 0.98 76.34 0 0 0| 0 51 0 0 100 27.750 0.97 62.41 0 0 0| 0 0 0 0 110 18.000 0.95 43.29 0 0 0| 0 0 0 0 120 13.000 0.90 37.50 0 0 0| 0 0 0 0 125 8.750 0.81 33.24 0 0 0| 0 50 0 0 130 4.750 0.64 28.49 0 0 0| 15 525 +15 0 135 2.000 0.39 27.17 0 0 0| 0 1,972 0 0 140 0.750 0.18 27.49 0 0 0| 0 34 0 0 145 0.250 0.06 27.19 0 0 0| 0 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 0| 15 14,814 +15 0 Indicative a-t-m Vol 27.60 Underlying Price 137.600 Time to expiry: 42 Days Oct 10 28.000 0.97 37.38 0 0 0| 0 0 0 0 110 18.750 0.88 35.30 0 0 0| 0 51 0 0 120 14.500 0.82 33.68 0 0 0| 0 0 0 0 125 10.500 0.72 31.28 0 0 0| 0 26 0 0 130 6.750 0.60 28.28 0 0 0| 0 510 0 0 135 4.000 0.45 27.15 0 0 0| 0 354 0 0 140 2.250 0.30 25.84 0 0 0| 0 6,751 +1,500 0 145 1.250 0.18 25.99 0 0 0| 0 287 0 0 150 0.500 0.07 29.21 0 0 0| 0 0 0 0 160 0.500 0.06 37.64 0 0 0| 0 0 0 0 170 Total 0 0 0| 0 7,979 +1,500 0 Indicative a-t-m Vol 29.91 Underlying Price 137.600 Time to expiry: 77 Days Nov 10 29.000 0.91 39.37 0 0 0| 0 0 0 0 110 20.000 0.83 34.22 0 0 0| 0 0 0 0 120 16.250 0.76 33.97 0 0 0| 0 0 0 0 125 12.250 0.68 31.92 0 0 0| 0 0 0 0 130 9.250 0.59 30.82 0 0 0| 0 40 0 0 135 6.500 0.48 29.31 0 0 0| 0 104 0 0 140 2.750 0.28 27.80 0 0 0| 0 100 0 0 150 1.750 0.17 31.90 0 0 0| 0 0 0 0 160 Total 0 0 0| 0 244 0 0 Indicative a-t-m Vol 29.07 Underlying Price 137.600 Time to expiry: 105 Days Dec 10 74.000 0.99 71.81 0 0 0| 0 0 0 0 64 66.250 0.98 67.32 0 0 0| 0 0 0 0 72 58.500 0.97 60.24 0 0 0| 0 0 0 0 80 50.500 0.96 53.63 0 0 0| 0 0 0 0 88 42.750 0.94 47.76 0 0 0| 0 0 0 0 96 Equity Options 22:04 Business Day Fri 3 Sep 2010 Previous Business Day Thu 2 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 | 39.000 0.92 45.76 0 0 0| 0 0 0 0 100 29.750 0.88 39.15 0 0 0| 0 0 0 0 110 20.750 0.80 33.85 0 0 0| 0 0 0 0 120 13.750 0.67 31.85 0 0 0| 0 678 0 0 130 7.500 0.49 28.37 0 0 0| 60 1,364 -59 0 140 3.500 0.31 26.97 0 0 0| 0 1,993 0 0 150 1.750 0.18 27.79 0 0 0| 0 6,268 0 0 160 0.500 0.05 28.34 0 0 0| 0 371 0 0 180 CAB 0.01 29.76 0 0 0| 0 114 0 0 200 CAB 0.01 33.96 0 0 0| 0 4 0 0 220 CAB 0.00 35.53 0 0 0| 0 4 0 0 240 Total 0 0 0| 60 10,796 -59 0 Indicative a-t-m Vol 30.19 Underlying Price 137.600 Time to expiry: 196 Days Mar 11 43.000 0.93 40.42 0 0 0| 0 0 0 0 96 39.250 0.92 38.46 0 0 0| 0 0 0 0 100 30.750 0.85 36.95 0 0 0| 0 0 0 0 110 22.500 0.76 33.76 0 0 0| 0 2 0 0 120 15.750 0.64 32.18 0 0 0| 0 226 0 0 130 10.000 0.50 29.69 0 0 0| 0 38 0 0 140 6.000 0.36 28.29 0 0 0| 0 130 0 0 150 3.750 0.25 28.09 0 0 0| 0 20 0 0 160 1.250 0.11 28.50 0 0 0| 0 0 0 0 180 Total 0 0 0| 0 416 0 0 Indicative a-t-m Vol 31.72 Underlying Price 137.600 Time to expiry: 287 Days Jun 11 44.000 0.90 40.06 0 0 0| 0 0 0 0 96 40.500 0.88 38.93 0 0 0| 0 0 0 0 100 24.750 0.73 34.17 0 0 0| 0 0 0 0 120 18.250 0.63 32.06 0 0 0| 0 481 0 0 130 13.500 0.52 31.64 0 0 0| 0 93 0 0 140 8.500 0.40 28.88 0 0 0| 0 143 0 0 150 6.000 0.31 28.89 0 0 0| 0 6 0 0 160 2.500 0.15 27.69 0 0 0| 0 7 0 0 180 Total 0 0 0| 0 730 0 0 Indicative a-t-m Vol 30.27 Underlying Price 137.600 Time to expiry: 469 Days Dec 11 74.500 0.97 54.44 0 0 0| 0 0 0 0 64 66.750 0.96 50.97 0 0 0| 0 0 0 0 72 59.500 0.93 48.02 0 0 0| 0 0 0 0 80 52.250 0.90 44.13 0 0 0| 0 0 0 0 88 45.250 0.87 40.44 0 0 0| 0 0 0 0 96 41.250 0.86 37.75 0 0 0| 0 0 0 0 100 25.750 0.71 32.02 0 0 0| 0 0 0 0 120 15.000 0.53 30.08 0 0 0| 0 0 0 0 140 8.250 0.35 28.86 0 0 0| 0 6 0 0 160 4.000 0.20 27.38 0 0 0| 0 12 0 0 180 Total 0 0 0| 0 18 0 0 Equity Options 22:04 Business Day Fri 3 Sep 2010 Previous Business Day Thu 2 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 29.38 Underlying Price 137.600 Time to expiry: 651 Days Jun 12 43.750 0.82 40.77 0 0 0| 0 0 0 0 100 27.250 0.70 31.60 0 0 0| 0 0 0 0 120 16.500 0.53 29.13 0 0 0| 0 0 0 0 140 9.750 0.37 28.09 0 0 0| 0 0 0 0 160 Total 0 0 0| 0 0 0 0 Indicative a-t-m Vol 28.41 Underlying Price 137.600 Time to expiry: 840 Days Dec 12 44.500 0.81 40.77 0 0 0| 0 0 0 0 100 27.750 0.70 31.14 0 0 0| 0 0 0 0 120 17.000 0.53 28.11 0 0 0| 0 0 0 0 140 10.500 0.38 27.26 0 0 0| 0 0 0 0 160 Total 0 0 0| 0 0 0 0 Total Calls 0 0 0| 75 34,997 +1,456 0 | Equity Options 22:04 Business Day Fri 3 Sep 2010 Previous Business Day Thu 2 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 24.70 Underlying Price 137.600 Time to expiry: 14 Days Sep 10 CAB -0.01 75.89 0 0 0| 0 101 0 0 96 CAB -0.01 69.15 0 0 0| 0 9,757 0 0 100 CAB -0.02 55.68 0 0 0| 0 1,030 0 0 110 0.250 -0.04 39.32 0 0 0| 0 10,546 0 0 120 0.250 -0.06 31.14 0 0 0| 0 75 0 0 125 0.750 -0.15 28.28 0 0 0| 0 3,378 0 0 130 1.500 -0.34 24.63 0 0 0| 0 1,767 0 0 135 4.000 -0.62 24.74 0 0 0| 0 1,749 0 0 140 7.750 -0.87 22.79 0 0 0| 0 31 0 0 145 12.500 -0.95 26.33 0 0 0| 0 127 0 0 150 22.500 -0.99 34.03 0 0 0| 0 180 0 0 160 32.500 -0.99 43.17 0 0 0| 0 0 0 0 170 42.500 -1.00 45.58 0 0 0| 0 2 0 0 180 Total 0 0 0| 0 28,743 0 0 Indicative a-t-m Vol 27.24 Underlying Price 137.600 Time to expiry: 42 Days Oct 10 CAB -0.01 30.45 0 0 0| 0 0 0 0 110 0.750 -0.11 33.76 0 0 0| 0 136 0 0 120 1.500 -0.18 32.74 0 0 0| 0 0 0 0 125 2.250 -0.26 28.91 0 0 0| 0 120 0 0 130 4.000 -0.40 28.32 0 0 0| 63 760 +63 0 135 6.250 -0.55 26.53 0 0 0| 0 36 0 0 140 9.750 -0.69 27.38 0 0 0| 0 475 0 0 145 13.250 -0.83 24.93 0 0 0| 0 25 0 0 150 23.000 -0.89 34.03 0 0 0| 0 0 0 0 160 33.500 -0.88 49.02 0 0 0| 0 0 0 0 170 Total 0 0 0| 63 1,552 +63 0 Indicative a-t-m Vol 29.62 Underlying Price 137.600 Time to expiry: 77 Days Nov 10 1.750 -0.11 44.39 0 0 0| 0 0 0 0 110 2.250 -0.18 35.42 0 0 0| 0 8 0 0 120 3.500 3.000 -0.23 32.57 3.500 3.250 0 0 200| 0 0 0 0 125 5.000 4.500 -0.32 31.79 5.000 5.000 0 0 200| 0 0 0 0 130 6.500 6.250 -0.41 30.21 6.500 6.500 0 0 100| 0 0 0 0 135 8.750 -0.52 29.22 0 0 0| 0 0 0 0 140 15.250 -0.72 28.29 0 0 0| 0 0 0 0 150 23.000 -0.89 25.44 0 0 0| 0 75 0 0 160 Total 0 0 500| 0 83 0 0 Indicative a-t-m Vol 30.81 Underlying Price 137.600 Time to expiry: 105 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 -0.03 48.56 0 0 0| 0 56 0 0 88 0.750 -0.05 45.41 0 0 0| 0 230 0 0 96 1.000 -0.06 42.67 0 0 0| 0 14,053 0 0 100 Equity Options 22:04 Business Day Fri 3 Sep 2010 Previous Business Day Thu 2 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 | 1.750 -0.11 38.13 0 0 0| 0 69 0 0 110 3.000 -0.20 34.24 0 0 0| 0 784 0 0 120 5.750 -0.33 31.71 0 0 0| 0 349 0 0 130 10.250 -0.50 30.58 0 0 0| 0 815 0 0 140 16.500 -0.68 29.40 0 0 0| 0 0 0 0 150 23.750 -0.84 26.19 0 0 0| 0 6,919 0 0 160 42.750 -0.94 31.23 0 0 0| 0 40 0 0 180 62.500 -1.00 27.88 0 0 0| 0 11 0 0 200 82.500 -1.00 34.02 0 0 0| 0 2,500 0 0 220 102.500 -1.00 42.27 0 0 0| 0 0 0 0 240 Total 0 0 0| 0 26,027 0 0 Indicative a-t-m Vol 30.41 Underlying Price 137.600 Time to expiry: 196 Days Mar 11 1.750 -0.09 38.79 0 0 0| 0 115 0 0 96 2.250 -0.11 37.92 0 0 0| 0 56 0 0 100 3.750 -0.18 35.66 0 0 0| 0 215 0 0 110 6.250 -0.27 33.54 0 0 0| 0 136 0 0 120 9.750 -0.38 31.96 0 0 0| 0 54 0 0 130 14.500 -0.51 30.02 0 0 0| 0 79 0 0 140 20.500 -0.65 28.35 0 0 0| 0 38 0 0 150 27.750 -0.77 27.24 0 0 0| 0 0 0 0 160 45.250 -0.93 24.98 0 0 0| 0 30 0 0 180 Total 0 0 0| 0 723 0 0 Indicative a-t-m Vol 30.48 Underlying Price 137.600 Time to expiry: 287 Days Jun 11 3.250 -0.12 38.94 0 0 0| 0 8 0 0 96 4.000 -0.14 38.16 0 0 0| 0 6 0 0 100 8.750 -0.29 34.37 0 0 0| 0 12 0 0 120 12.250 -0.38 32.11 0 0 0| 5 220 0 0 130 16.750 -0.49 30.07 0 0 0| 0 228 0 0 140 22.750 -0.60 29.12 0 0 0| 0 92 0 0 150 29.750 -0.71 28.24 0 0 0| 0 0 0 0 160 46.000 -0.87 26.03 0 0 0| 0 13 0 0 180 Total 0 0 0| 5 579 0 0 Indicative a-t-m Vol 29.00 Underlying Price 137.600 Time to expiry: 469 Days Dec 11 1.750 -0.05 45.25 0 0 0| 0 0 0 0 64 2.500 -0.07 43.93 0 0 0| 0 0 0 0 72 3.500 -0.10 41.87 0 0 0| 0 0 0 0 80 5.000 -0.13 40.29 0 0 0| 0 0 0 0 88 6.500 -0.17 37.99 0 0 0| 0 0 0 0 96 7.250 -0.19 36.90 0 0 0| 0 0 0 0 100 12.750 -0.33 31.80 0 0 0| 0 0 0 0 120 21.750 -0.51 28.69 0 0 0| 0 0 0 0 140 35.250 -0.69 27.27 0 0 0| 0 0 0 0 160 51.250 -0.82 25.97 0 0 0| 0 0 0 0 180 Total 0 0 0| 0 0 0 0 Indicative a-t-m Vol 28.07 Underlying Price 137.600 Time to expiry: 651 Days Jun 12 Equity Options 22:04 Business Day Fri 3 Sep 2010 Previous Business Day Thu 2 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 | 8.250 -0.21 33.13 0 0 0| 0 0 0 0 100 15.750 -0.34 31.28 0 0 0| 0 0 0 0 120 24.750 -0.51 27.71 0 0 0| 0 0 0 0 140 38.000 -0.66 26.42 0 0 0| 0 0 0 0 160 Total 0 0 0| 0 0 0 0 Indicative a-t-m Vol 28.15 Underlying Price 137.600 Time to expiry: 840 Days Dec 12 12.250 -0.24 34.92 0 0 0| 0 0 0 0 100 19.250 -0.37 30.72 0 0 0| 0 60 0 0 120 29.000 -0.51 27.86 0 0 0| 0 0 0 0 140 42.500 -0.65 26.77 0 0 0| 0 0 0 0 160 Total 0 0 0| 0 60 0 0 Total Puts 0 0 500| 68 57,767 +63 0 Grand Total 0 4,920 5,420| 143 92,764 +1,519 0 A2A SpA - Euro Cash FLEX Opt (ASB) Grand Total 0 4,950 5,450| 143 93,178 +1,519 0 ABB Ltd (ABQ) Indicative a-t-m Vol 0.00 Underlying Price 20.630 Time to expiry: 14 Days 17 Sep 10 0.046 -0.08 30.67 N/A 0 0| 0 8,000 0 0 190 0.196 -0.27 27.74 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 20.630 Time to expiry: 105 Days 17 Dec 10 0.631 -0.28 30.39 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 20.630 Time to expiry: 108 Days 20 Dec 10 4.672 -0.91 26.05 N/A 0 0| 0 1,000 0 0 252 9.664 -0.99 29.36 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 20.630 Time to expiry: 287 Days 17 Jun 11 1.056 -0.26 31.30 N/A 0 0| 0 4,500 0 0 180 7.098 -0.87 26.01 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 20.630 Time to expiry: 362 Days 31 Aug 11 2.994 -0.51 29.35 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 5,400 5,900| 143 146,638 +1,519 0 Abertis Infraestructuras SA (CYQ) Indicative a-t-m Vol 0.00 Underlying Price 51.000 Time to expiry: 105 Days 17 Dec 10 0.020 0.00 53.55 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 5,430 5,930| 143 146,988 +1,519 0 Equity Options 22:04 Business Day Fri 3 Sep 2010 Previous Business Day Thu 2 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 5,460 5,960| 143 147,248 +1,519 0 Adidas AG (FKQ) Indicative a-t-m Vol 0.00 Underlying Price 4.3550 Time to expiry: 14 Days 17 Sep 10 0.0600 -0.29 35.54 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 5,490 5,990| 143 148,248 +1,519 0 Aegon NV (AFQ) Grand TotalN/A 5,520 6,020| 143 168,248 +1,519 0 ageas NV/SA - Amer Phys FLEX Opt (FOQ) Indicative a-t-m Vol 0.00 Underlying Price 2.1350 Time to expiry: 105 Days 17 Dec 10 14.6000 -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 5,610 6,110| 143 184,248 +1,519 0 ageas NV/SA - Euro Phys FLEX Opt (FOX) Indicative a-t-m Vol 0.00 Underlying Price 2.1350 Time to expiry: 105 Days 17 Dec 10 12.8228 -1.00 65.69 N/A 0 0| 0 1,000 0 0 1500 13.8200 -1.00 66.34 N/A 0 0| 0 2,500 0 0 1600 14.8172 -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 5,790 6,290| 143 203,248 +1,519 0 Air Liquide (AIJ) Grand TotalN/A 5,820 6,320| 143 203,328 +1,519 0 Akzo Nobel NV (AKQ) Indicative a-t-m Vol 0.00 Underlying Price 43.1500 Time to expiry: 287 Days 17 Jun 11 3.1500 -0.38 28.74 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 2.1590 Time to expiry: 14 Days 17 Sep 10 0.0900 -0.59 37.43 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 5,880 6,380| 143 205,728 +1,519 0 Alcatel-Lucent SA - Amer Phys FLEX Opt (CGQ) Indicative a-t-m Vol 0.00 Underlying Price 2.1590 Time to expiry: 105 Days 17 Dec 10 0.2100 -0.49 40.49 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 2.1590 Time to expiry: 196 Days 18 Mar 11 0.4028 -0.59 39.99 N/A 0 0| 0 71,500 0 0 241 Equity Options 22:04 Business Day Fri 3 Sep 2010 Previous Business Day Thu 2 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 5,970 6,470| 143 277,228 +1,519 0 Allianz AG (ALQ) Indicative a-t-m Vol 0.00 Underlying Price 84.5400 Time to expiry: 14 Days 17 Sep 10 0.0387 -0.02 39.19 N/A 0 0| 0 1,000 0 0 7200 0.2568 -0.12 25.00 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 84.5400 Time to expiry: 105 Days 17 Dec 10 0.1046 -0.01 46.97 N/A 0 0| 0 100 0 0 5000 0.4160 -0.05 38.40 N/A 0 0| 0 1,000 0 0 6200 0.8399 -0.11 31.69 N/A 0 0| 0 1,000 0 0 7000 2.5549 -0.31 25.80 N/A 0 0| 0 2,500 +750 0 8000 4.0304 -0.45 24.47 N/A 0 0| 0 750 0 0 8400 4.9737 -0.52 23.76 N/A 0 0| 0 1,000 0 0 8600 26.2070 -0.98 23.03 N/A 0 0| 0 2,000 0 0 11100 35.1226 -1.00 16.00 N/A 0 0| 0 1,000 0 0 12000 55.0663 -1.00 16.00 N/A 0 0| 0 500 0 0 14000 56.3627 -1.00 16.00 N/A 0 0| 0 35 0 0 14130 75.0101 -1.00 16.00 N/A 0 0| 0 500 0 0 16000 TotalN/A 0 0| 0 10,385 +750 0 Indicative a-t-m Vol 0.00 Underlying Price 84.5400 Time to expiry: 287 Days 17 Jun 11 4.7371 -0.31 28.33 N/A 0 0| 0 571 0 0 7421 6.8671 -0.43 26.44 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 84.5400 Time to expiry: 469 Days 16 Dec 11 11.3015 -0.49 26.04 N/A 0 0| 0 2,500 0 0 8500 38.7956 -0.97 19.10 N/A 0 0| 0 1,500 0 0 12000 77.0258 -1.00 20.26 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 84.5400 Time to expiry: 840 Days 21 Dec 12 16.2109 -0.51 26.33 N/A 0 0| 0 250 0 0 8500 TotalN/A 0 0| 0 250 0 0 Total PutsN/A 0 0| 0 20,206 +750 0 Grand TotalN/A 6,840 7,340| 143 306,046 +2,269 0 Alstom SA - Amer Cash FLEX Opt (ZWU) Grand TotalN/A 6,870 7,370| 143 306,046 +2,269 0 Alstom SA - Amer Phys FLEX Opt (ZWQ) Grand TotalN/A 6,930 7,430| 143 307,246 +2,269 0 Alstom SA - Euro Phys FLEX Opt (ZWX) Indicative a-t-m Vol 0.00 Underlying Price 38.7850 Time to expiry: 14 Days 17 Sep 10 1.5549 -0.72 26.34 N/A 0 0| 0 1,500 0 0 4000 TotalN/A 0 0| 0 1,500 0 0 Equity Options 22:04 Business Day Fri 3 Sep 2010 Previous Business Day Thu 2 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 2511.000 Time to expiry: 14 Days 17 Sep 10 1.000 -0.01 50.09 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 6,990 7,490| 143 310,246 +2,269 0 Anglo American plc - Amer Cash FLEX Opt (AHW) Indicative a-t-m Vol 0.00 Underlying Price 2511.000 Time to expiry: 14 Days 17 Sep 10 3.000 -0.03 37.53 N/A 0 0| 0 0 0 0 2200 23.500 -0.23 32.50 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: 14 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 7,080 7,580| 143 310,246 +2,269 0 Anglo American plc - Amer Phys FLEX Opt (AHO) Grand TotalN/A 7,110 7,610| 143 310,246 +2,269 0 Anglo American plc - Euro Phys FLEX Opt (AHV) Indicative a-t-m Vol 0.00 Underlying Price 2511.000 Time to expiry: 105 Days 17 Dec 10 32.390 -0.10 45.41 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 42.4850 Time to expiry: 14 Days 17 Sep 10 0.0200 -0.02 34.56 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 7,170 7,670| 143 310,746 +2,269 0 Anheuser-Busch InBev NV - Amer Phys FLEX Opt (IGQ) Indicative a-t-m Vol 0.00 Underlying Price 42.4850 Time to expiry: 14 Days 17 Sep 10 0.0300 -0.03 24.15 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 7,230 7,730| 143 314,046 +2,269 0 Antofagasta plc - Amer Phys FLEX Opt (KFQ) Indicative a-t-m Vol 0.00 Underlying Price 24.4700 Time to expiry: 378 Days 16 Sep 11 2.0321 -0.26 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 7,320 7,820| 143 314,846 +2,269 0 Arcelor Mittal (LOQ) Equity Options 22:04 Business Day Fri 3 Sep 2010 Previous Business Day Thu 2 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 7,350 7,850| 143 315,846 +2,269 0 Arcelor Mittal - Amer Phys FLEX Opt (RRO) Indicative a-t-m Vol 0.00 Underlying Price 24.4600 Time to expiry: 350 Days 19 Aug 11 1.7996 -0.25 41.57 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 24.4600 Time to expiry: 378 Days 16 Sep 11 1.9394 -0.25 41.44 N/A 0 0| 0 3,000 0 0 2000 TotalN/A 0 0| 0 3,000 0 0 Indicative a-t-m Vol 0.00 Underlying Price 24.4600 Time to expiry: 840 Days 21 Dec 12 8.9575 -0.56 35.49 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 7,470 7,970| 143 323,846 +2,269 0 Arcelor Mittal - Euro Phys FLEX Opt (RRV) Indicative a-t-m Vol 0.00 Underlying Price 24.4600 Time to expiry: 14 Days 17 Sep 10 0.1509 -0.17 34.05 N/A 0 0| 0 1,000 0 0 2300 1.6911 -0.82 33.36 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 7,590 8,090| 143 329,846 +2,269 0 ASML Holding NV (FDQ) Grand TotalN/A 7,650 8,150| 143 339,846 +2,269 0 Assicurazioni Generali SpA (GXX) Indicative a-t-m Vol 0.00 Underlying Price 14.8400 Time to expiry: 104 Days 16 Dec 10 0.9526 -0.49 28.08 N/A 0 0| 0 150 0 0 1500 3.1765 -0.92 24.28 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 14.8400 Time to expiry: 105 Days 17 Dec 10 0.5641 -0.33 30.37 N/A 0 0| 0 0 0 0 1400 1.5486 -0.67 26.72 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 7,860 8,360| 143 340,746 +2,269 0 AstraZeneca Plc (AZJ) Grand TotalN/A 7,920 8,420| 143 341,002 +2,269 0 AstraZeneca plc (AZX) Grand TotalN/A 8,040 8,540| 143 342,702 +2,269 0 AstraZeneca Plc (AZQ) Grand TotalN/A 8,070 8,570| 143 343,052 +2,269 0 AstraZeneca plc (AZX) Grand TotalN/A 8,100 8,600| 143 343,552 +2,269 0 AstraZeneca Plc (AZQ) Grand TotalN/A 8,130 8,630| 143 343,802 +2,269 0 Equity Options 22:04 Business Day Fri 3 Sep 2010 Previous Business Day Thu 2 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 3310.500 Time to expiry: 105 Days 17 Dec 10 1.410 -0.01 39.26 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 3310.500 Time to expiry: 105 Days 17 Dec 10 2.630 -0.01 35.22 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 8,220 8,720| 143 344,302 +2,269 0 AstraZeneca Plc (AZQ) Indicative a-t-m Vol 0.00 Underlying Price 3310.500 Time to expiry: 105 Days 17 Dec 10 4.710 -0.02 31.18 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 8,250 8,750| 143 344,802 +2,269 0 AstraZeneca plc (AZX) Indicative a-t-m Vol 0.00 Underlying Price 3310.500 Time to expiry: 105 Days 17 Dec 10 21.240 -0.09 25.39 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 3310.500 Time to expiry: 469 Days 16 Dec 11 125.440 -0.21 26.26 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 8,310 8,810| 143 345,802 +2,269 0 AstraZeneca Plc (AZQ) Indicative a-t-m Vol 0.00 Underlying Price 3310.500 Time to expiry: 840 Days 21 Dec 12 272.110 -0.33 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 8,340 8,840| 143 346,052 +2,269 0 AstraZeneca plc (AZX) Indicative a-t-m Vol 0.00 Underlying Price 3310.500 Time to expiry: 1204 Days 20 Dec 13 471.940 -0.44 22.03 N/A 0 0| 0 100 0 0 3000 TotalN/A 0 0| 0 100 0 0 Total PutsN/A 0 0| 0 100 0 0 Grand TotalN/A 8,400 8,900| 143 346,302 +2,269 0 AstraZeneca plc - Stockholmborsen (ZNJ) Grand TotalN/A 8,430 8,930| 143 346,492 +2,269 0 Aviva Plc (AVQ) Grand TotalN/A 8,640 9,140| 143 347,092 +2,269 0 Equity Options 22:04 Business Day Fri 3 Sep 2010 Previous Business Day Thu 2 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 13.2200 Time to expiry: 14 Days 17 Sep 10 3.7770 -1.00 34.82 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 13.2200 Time to expiry: 42 Days 15 Oct 10 0.2600 -0.22 41.36 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 13.2200 Time to expiry: 77 Days 19 Nov 10 0.2900 -0.17 47.05 N/A 0 0| 0 2,000 0 0 1100 TotalN/A 0 0| 0 2,000 0 0 Indicative a-t-m Vol 0.00 Underlying Price 13.2200 Time to expiry: 105 Days 17 Dec 10 0.6287 -0.29 42.78 N/A 0 0| 0 3,000 0 0 1200 1.4619 -0.57 36.10 N/A 0 0| 0 5,000 0 0 1400 2.9091 -0.84 32.21 N/A 0 0| 0 40,000 0 0 1600 3.8101 -0.92 31.41 N/A 0 0| 0 2,500 0 0 1700 4.3800 -0.97 29.40 N/A 0 0| 0 2,500 0 0 1759 6.2673 -1.00 26.79 N/A 0 0| 0 2,500 0 0 1954 9.2500 -1.00 24.32 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 13.2200 Time to expiry: 287 Days 17 Jun 11 1.8359 -0.44 40.17 N/A 0 0| 0 5,000 0 0 1270 2.3546 -0.53 38.23 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 13.2200 Time to expiry: 378 Days 16 Sep 11 2.2848 -0.45 40.55 N/A 0 0| 0 1,000 0 0 1300 2.7973 -0.53 38.02 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 13.2200 Time to expiry: 469 Days 16 Dec 11 3.9228 -0.63 34.47 N/A 0 0| 0 40,000 0 0 1563 18.3462 -0.98 34.17 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 0 0 Grand TotalN/A 9,450 9,950| 143 585,324 +2,269 0 Baloise Holding AG (OIQ) Indicative a-t-m Vol 0.00 Underlying Price 1.0120 Time to expiry: 14 Days 17 Sep 10 0.3880 -0.99 65.16 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 9,510 10,010| 143 586,924 +2,269 0 Banca Monte dei Paschi di Siena SpA (EVX) Equity Options 22:04 Business Day Fri 3 Sep 2010 Previous Business Day Thu 2 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 1.0120 Time to expiry: 14 Days 17 Sep 10 0.4380 -0.99 70.99 N/A 0 0| 0 2,350 0 0 145 0.4879 -1.00 73.41 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 1.0120 Time to expiry: 105 Days 17 Dec 10 0.3841 -1.00 16.00 N/A 0 0| 0 3,207 0 0 140 0.4339 -1.00 16.00 N/A 0 0| 0 451 0 0 145 TotalN/A 0 0| 0 3,658 0 0 Indicative a-t-m Vol 0.00 Underlying Price 1.0120 Time to expiry: 196 Days 18 Mar 11 0.2850 -0.93 21.29 N/A 0 0| 0 371 0 0 130 0.4794 -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 9,720 10,220| 143 595,433 +2,269 0 Banco Bilbao Vizcaya Argentaria SA (BDQ) Indicative a-t-m Vol 0.00 Underlying Price 9.9770 Time to expiry: 14 Days 17 Sep 10 0.0936 -0.18 45.43 N/A 0 0| 0 7,000 0 0 925 0.3136 -0.50 38.82 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 9.9770 Time to expiry: 105 Days 17 Dec 10 3.6093 -0.99 25.74 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 9.9770 Time to expiry: 196 Days 18 Mar 11 0.6057 -0.24 48.46 N/A 0 0| 0 0 0 0 825 3.2295 -0.86 31.81 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 9.9770 Time to expiry: 469 Days 16 Dec 11 1.0727 -0.27 45.66 N/A 0 0| 0 2,500 0 0 800 3.0064 -0.66 33.10 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 9.9770 Time to expiry: 749 Days 21 Sep 12 5.7978 -0.81 30.50 N/A 0 0| 0 50,600 0 0 1500 6.2459 -0.82 30.50 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 10,170 10,670| 143 747,673 +2,269 0 Banco Santander SA - Amer Phys FLEX OPT (SJQ) Indicative a-t-m Vol 0.00 Underlying Price 9.8120 Time to expiry: 14 Days 17 Sep 10 0.0053 -0.01 51.28 N/A 0 0| 0 0 0 0 793 TotalN/A 0 0| 0 0 0 0 Equity Options 22:04 Business Day Fri 3 Sep 2010 Previous Business Day Thu 2 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 9.8120 Time to expiry: 105 Days 17 Dec 10 0.3119 -0.20 46.36 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 10,260 10,760| 143 867,673 +2,269 0 Banco Santander SA - Euro Cash FLEX OPT (SJJ) Indicative a-t-m Vol 0.00 Underlying Price 9.8120 Time to expiry: 840 Days 21 Dec 12 2.5612 -0.47 35.15 N/A 0 0| 0 2,500 0 0 1050 TotalN/A 0 0| 0 2,500 0 0 Total PutsN/A 0 0| 0 2,500 0 0 Grand TotalN/A 10,350 10,850| 143 873,587 +2,269 0 Banco Santander SA - Euro Phys FLEX OPT (SJX) Indicative a-t-m Vol 0.00 Underlying Price 9.8120 Time to expiry: 105 Days 17 Dec 10 1.6685 -0.77 31.71 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 10,410 10,910| 143 878,587 +2,269 0 Barclays Plc (BBJ) Grand TotalN/A 10,470 10,970| 143 878,628 +2,269 0 Barclays plc (BBX) Grand TotalN/A 10,560 11,060| 143 885,628 +2,269 0 Barclays Plc (BBQ) Indicative a-t-m Vol 0.00 Underlying Price 325.000 Time to expiry: 14 Days 17 Sep 10 2.660 -0.17 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 10,620 11,120| 143 889,278 +2,269 0 Barclays plc (BBX) Indicative a-t-m Vol 0.00 Underlying Price 325.000 Time to expiry: 105 Days 17 Dec 10 21.990 -0.38 41.03 N/A 0 0| 0 1,000 0 0 312 41.840 -0.61 37.05 N/A 0 0| 0 3,000 0 0 351 46.490 -0.68 34.23 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 325.000 Time to expiry: 105 Days 17 Dec 10 86.940 -0.90 32.38 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 10,740 11,240| 143 899,278 +2,269 0 Barclays Plc (BBQ) Indicative a-t-m Vol 0.00 Underlying Price 325.000 Time to expiry: 105 Days 17 Dec 10 163.490 -0.96 42.36 N/A 0 0| 0 250 0 0 487 Equity Options 22:04 Business Day Fri 3 Sep 2010 Previous Business Day Thu 2 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 325.000 Time to expiry: 469 Days 16 Dec 11 39.080 -0.28 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 71.050 -0.50 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 325.000 Time to expiry: 469 Days 16 Dec 11 70.830 -0.50 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 10,890 11,390| 143 905,028 +2,269 0 Barclays plc (BBX) Indicative a-t-m Vol 0.00 Underlying Price 325.000 Time to expiry: 469 Days 16 Dec 11 115.170 -0.69 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 10,950 11,450| 143 912,528 +2,269 0 BASF SE (BJJ) Indicative a-t-m Vol 0.00 Underlying Price 43.3400 Time to expiry: 14 Days 17 Sep 10 4.7088 -0.95 31.46 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 43.3400 Time to expiry: 42 Days 15 Oct 10 0.4635 -0.19 28.69 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 43.3400 Time to expiry: 105 Days 17 Dec 10 0.0710 -0.02 51.26 N/A 0 0| 0 1,200 0 0 2500 1.3003 -0.28 30.13 N/A 0 0| 0 1,000 0 0 4000 3.3716 -0.57 26.84 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 43.3400 Time to expiry: 287 Days 17 Jun 11 2.6277 -0.36 26.20 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 43.3400 Time to expiry: 469 Days 16 Dec 11 4.3832 -0.41 26.57 N/A 0 0| 0 3,000 0 0 4000 6.4272 -0.57 24.16 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 43.3400 Time to expiry: 1204 Days 20 Dec 13 11.4377 -0.54 26.85 N/A 0 0| 0 1,000 0 0 4600 TotalN/A 0 0| 0 1,000 0 0 Equity Options 22:04 Business Day Fri 3 Sep 2010 Previous Business Day Thu 2 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 11,460 11,960| 143 931,307 +2,269 0 Bayer AG (BQQ) Indicative a-t-m Vol 0.00 Underlying Price 49.5000 Time to expiry: 287 Days 17 Jun 11 2.1834 -0.25 29.83 N/A 0 0| 0 0 0 0 4206 2.1762 -0.25 29.83 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 11,610 12,110| 143 935,870 +2,269 0 BG Group Plc (BGQ) Indicative a-t-m Vol 0.00 Underlying Price 1092.500 Time to expiry: 469 Days 16 Dec 11 18.850 -0.09 33.31 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 11,670 12,170| 143 936,580 +2,269 0 BHP Billiton Plc (BHJ) Grand TotalN/A 11,700 12,200| 143 936,585 +2,269 0 BHP Billiton plc (BHX) Indicative a-t-m Vol 0.00 Underlying Price 1936.000 Time to expiry: 651 Days 15 Jun 12 425.830 -0.41 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 11,730 12,230| 143 936,654 +2,269 0 BHP Billiton Plc (BHQ) Grand TotalN/A 11,760 12,260| 143 936,724 +2,269 0 BNP Paribas (BNJ) Indicative a-t-m Vol 0.00 Underlying Price 53.4400 Time to expiry: 14 Days 17 Sep 10 0.0600 -0.02 50.85 N/A 0 0| 0 5,000 0 0 4400 TotalN/A 0 0| 0 5,000 0 0 Indicative a-t-m Vol 0.00 Underlying Price 53.4400 Time to expiry: 105 Days 17 Dec 10 0.2679 -0.03 67.37 N/A 0 0| 0 500 0 0 2916 4.9443 -0.51 36.26 N/A 0 0| 0 1,000 0 0 5500 9.6600 -0.80 31.35 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 11,970 12,470| 143 947,685 +2,269 0 Bouygues (EHX) Indicative a-t-m Vol 0.00 Underlying Price 32.4050 Time to expiry: 105 Days 17 Dec 10 6.0516 -0.80 31.46 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 12,030 12,530| 143 967,685 +2,269 0 BP plc (BPX) Equity Options 22:04 Business Day Fri 3 Sep 2010 Previous Business Day Thu 2 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 12,120 12,620| 143 973,935 +2,269 0 BP Plc (BPQ) Grand TotalN/A 12,150 12,650| 143 973,935 +2,269 0 BP plc (BPX) Grand TotalN/A 12,210 12,710| 143 976,135 +2,269 0 BP Plc (BPQ) Grand TotalN/A 12,270 12,770| 143 980,635 +2,269 0 BP plc (BPX) Grand TotalN/A 12,330 12,830| 143 982,135 +2,269 0 BP Plc (BPQ) Grand TotalN/A 12,360 12,860| 143 986,635 +2,269 0 BP plc (BPX) Grand TotalN/A 12,390 12,890| 143 987,135 +2,269 0 BP Plc (BPQ) Grand TotalN/A 12,510 13,010| 143 998,385 +2,269 0 BP plc (BPX) Grand TotalN/A 12,570 13,070| 143 999,885 +2,269 0 BP Plc (BPQ) Grand TotalN/A 12,660 13,160| 143 1,005,135 +2,269 0 BP plc (BPX) Grand TotalN/A 12,690 13,190| 143 1,005,535 +2,269 0 BP Plc (BPQ) Indicative a-t-m Vol 0.00 Underlying Price 401.700 Time to expiry: 105 Days 17 Dec 10 2.200 -0.04 52.05 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 12,720 13,220| 143 1,007,535 +2,269 0 BP plc (BPX) Indicative a-t-m Vol 0.00 Underlying Price 401.700 Time to expiry: 105 Days 17 Dec 10 27.360 -0.45 33.48 N/A 0 0| 0 2,500 0 0 400 51.660 -0.66 32.53 N/A 0 0| 0 6,750 0 0 440 65.700 -0.77 30.73 N/A 0 0| 0 500 0 0 460 82.510 -0.84 30.67 N/A 0 0| 0 1,200 0 0 480 100.330 -0.89 30.52 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 401.700 Time to expiry: 105 Days 17 Dec 10 148.830 -0.97 32.14 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 12,900 13,400| 143 1,028,485 +2,269 0 BP Plc (BPQ) Indicative a-t-m Vol 0.00 Underlying Price 401.700 Time to expiry: 105 Days 17 Dec 10 178.580 -0.98 34.57 N/A 0 0| 0 1,500 0 0 580 TotalN/A 0 0| 0 1,500 0 0 Equity Options 22:04 Business Day Fri 3 Sep 2010 Previous Business Day Thu 2 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 401.700 Time to expiry: 105 Days 17 Dec 10 197.690 -0.98 36.13 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 12,960 13,460| 143 1,032,985 +2,269 0 BP plc (BPX) Indicative a-t-m Vol 0.00 Underlying Price 401.700 Time to expiry: 105 Days 17 Dec 10 247.660 -0.98 42.64 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 401.700 Time to expiry: 105 Days 17 Dec 10 248.520 -0.98 42.64 N/A 0 0| 0 3,000 0 0 650 TotalN/A 0 0| 0 3,000 0 0