Equity Options 15:57 Business Day Thu 24 Dec 2009 Previous Business Day Wed 23 Dec 2009 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 | Cable & Wireless plc - STND OPT (C+W) Indicative a-t-m Vol 23.66 Underlying Price 140.000 Time to expiry: 22 Days Jan 10 30.250 0.98 47.29 0 0 0| 0 0 0 0 110 20.250 0.98 32.11 0 0 0| 0 0 0 0 120 10.750 0.87 27.29 0 0 0| 0 0 0 0 130 6.500 0.74 23.73 0 0 0| 0 0 0 0 135 3.250 0.51 23.66 0 0 0| 0 15 0 0 140 1.250 0.27 22.02 0 0 0| 0 0 0 0 145 0.500 0.12 22.99 0 0 0| 0 1 0 0 150 CAB 0.04 22.25 0 0 0| 0 0 0 0 155 CAB 0.01 21.87 0 0 0| 0 3 0 0 160 CAB 0.00 20.36 0 0 0| 0 0 0 0 170 Total 0 0 0| 0 19 0 0 Indicative a-t-m Vol 26.39 Underlying Price 140.000 Time to expiry: 57 Days Feb 10 21.000 0.91 30.87 0 0 0| 0 0 0 0 120 12.250 0.77 27.82 0 0 0| 0 0 0 0 130 9.000 0.66 27.25 0 0 0| 0 0 0 0 135 6.000 0.53 26.39 0 0 0| 0 130 0 0 140 3.750 0.39 25.70 0 0 0| 0 14 0 0 145 2.250 0.27 25.83 0 0 0| 0 0 0 0 150 0.500 0.09 24.43 0 0 0| 0 0 0 0 160 0.250 0.03 25.92 0 0 0| 0 0 0 0 170 Total 0 0 0| 0 144 0 0 Indicative a-t-m Vol 26.47 Underlying Price 140.000 Time to expiry: 85 Days Mar 10 41.500 40.500 0.98 36.28 41.500 41.500 0 0 3| 0 0 0 0 100 21.750 0.87 30.35 0 0 0| 0 0 0 0 120 13.750 0.73 28.67 0 0 0| 0 139 0 0 130 10.250 0.64 27.49 0 0 0| 0 0 0 0 135 7.250 0.53 26.47 0 0 0| 0 108 0 0 140 5.250 0.42 26.68 0 0 0| 0 0 0 0 145 3.500 0.32 26.25 0 0 0| 0 90 0 0 150 1.500 0.16 25.94 0 0 0| 0 55 0 0 160 0.250 0.03 27.38 0 0 0| 0 100 0 0 180 Total 0 0 3| 0 492 0 0 Indicative a-t-m Vol 26.92 Underlying Price 140.000 Time to expiry: 176 Days Jun 10 40.750 0.97 31.33 0 0 0| 0 0 0 0 100 23.000 0.83 29.05 0 0 0| 0 0 0 0 120 15.750 0.70 28.06 0 0 0| 0 0 0 0 130 10.000 0.54 26.92 0 0 0| 0 170 0 0 140 6.000 0.39 26.68 0 0 0| 0 5,050 0 0 150 3.250 0.25 26.07 0 0 0| 0 8 0 0 160 0.750 0.07 24.93 0 0 0| 0 32 0 0 180 Total 0 0 0| 0 5,260 0 0 Indicative a-t-m Vol 27.12 Underlying Price 140.000 Time to expiry: 267 Days Sep 10 Equity Options 15:57 Business Day Thu 24 Dec 2009 Previous Business Day Wed 23 Dec 2009 Page 2 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 | 24.000 0.80 29.55 0 0 0| 0 0 0 0 120 17.000 0.68 28.42 0 0 0| 0 31 0 0 130 11.250 0.54 27.12 0 0 0| 0 52 0 0 140 7.250 0.40 26.98 0 0 0| 15 15 +15 0 150 4.500 0.28 26.31 0 0 0| 0 0 0 0 160 Total 0 0 0| 15 98 +15 0 Total Calls 0 0 3| 15 6,013 +15 0 | Cadbury Plc (CAB) Indicative a-t-m Vol 18.25 Underlying Price 796.000 Time to expiry: 85 Days Mar 10 356.750 1.00 39.67 0 0 0| 0 0 0 0 440 317.000 1.00 35.82 0 0 0| 0 0 0 0 480 277.000 1.00 31.87 0 0 0| 0 5 0 0 520 237.250 0.99 29.54 0 0 0| 0 21 0 0 560 197.750 0.98 28.06 0 0 0| 0 12 0 0 600 158.750 0.96 26.04 0 0 0| 0 19 0 0 640 85.500 83.750 0.86 20.92 85.500 S 85.500 S 0 0 3| 0 18 0 0 720 51.250 0.71 19.12 0 0 0| 0 11 0 0 760 26.750 0.50 18.15 0 0 0| 0 140 0 0 800 5.500 0.15 18.80 0 0 0| 10 152 +10 0 880 Total 0 0 3| 10 378 +10 0 Total Calls 0 0 3| 10 378 +10 0 | Equity Options 15:57 Business Day Thu 24 Dec 2009 Previous Business Day Wed 23 Dec 2009 Page 3 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 | Cable & Wireless plc - STND OPT (C+W) Indicative a-t-m Vol 23.66 Underlying Price 140.000 Time to expiry: 22 Days Jan 10 CAB -0.02 47.29 0 0 0| 0 0 0 0 110 CAB -0.02 32.11 0 0 0| 0 0 0 0 120 0.750 -0.13 27.29 0 0 0| 0 20 0 0 130 1.250 -0.26 23.73 0 0 0| 0 0 0 0 135 3.250 -0.49 23.66 0 0 0| 0 43 0 0 140 6.250 -0.73 22.02 0 0 0| 0 0 0 0 145 10.500 -0.88 22.99 0 0 0| 0 0 0 0 150 15.000 -0.97 22.25 0 0 0| 0 0 0 0 155 20.000 -1.00 21.87 0 0 0| 0 0 0 0 160 30.000 -1.00 20.36 0 0 0| 0 0 0 0 170 Total 0 0 0| 0 63 0 0 Indicative a-t-m Vol 26.39 Underlying Price 140.000 Time to expiry: 57 Days Feb 10 0.750 -0.09 30.87 0 0 0| 0 0 0 0 120 2.250 -0.23 27.82 0 0 0| 0 1 0 0 130 3.750 -0.34 27.25 0 0 0| 0 31 0 0 135 5.750 -0.48 26.39 0 0 0| 0 20 0 0 140 8.500 -0.61 25.70 0 0 0| 0 3 0 0 145 12.250 -0.73 25.83 0 0 0| 0 0 0 0 150 20.500 -0.91 24.43 0 0 0| 0 15 0 0 160 30.000 -0.97 25.92 0 0 0| 0 0 0 0 170 Total 0 0 0| 0 70 0 0 Indicative a-t-m Vol 26.47 Underlying Price 140.000 Time to expiry: 85 Days Mar 10 0.250 -0.02 36.28 0 0 0| 0 0 0 0 100 1.500 -0.13 30.35 0 0 0| 0 199 0 0 120 3.500 -0.27 28.67 0 0 0| 0 31 0 0 130 5.000 -0.36 27.49 0 0 0| 0 0 0 0 135 7.000 -0.47 26.47 0 0 0| 0 144 0 0 140 10.000 -0.58 26.68 0 0 0| 0 0 0 0 145 13.250 -0.68 26.25 0 0 0| 0 24 0 0 150 21.250 -0.84 25.94 0 0 0| 0 0 0 0 160 40.000 -0.97 27.38 0 0 0| 0 2 0 0 180 Total 0 0 0| 0 400 0 0 Indicative a-t-m Vol 26.92 Underlying Price 140.000 Time to expiry: 176 Days Jun 10 1.000 -0.07 31.33 0 0 0| 0 0 0 0 100 4.750 -0.26 29.05 0 0 0| 0 111 0 0 120 8.500 -0.40 28.06 0 0 0| 0 65 0 0 130 13.500 -0.56 26.92 0 0 0| 0 220 0 0 140 20.250 -0.70 26.68 0 0 0| 0 5 0 0 150 28.250 -0.81 26.07 0 0 0| 0 47 0 0 160 46.250 -0.95 24.93 0 0 0| 0 0 0 0 180 Total 0 0 0| 0 448 0 0 Indicative a-t-m Vol 27.12 Underlying Price 140.000 Time to expiry: 267 Days Sep 10 Equity Options 15:57 Business Day Thu 24 Dec 2009 Previous Business Day Wed 23 Dec 2009 Page 4 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 | 6.750 6.750 -0.28 29.55 6.750 6.750 0 0 10| 0 0 0 0 120 10.750 -0.40 28.42 0 0 0| 0 0 0 0 130 15.750 -0.53 27.12 0 0 0| 0 0 0 0 140 22.250 -0.64 26.98 0 0 0| 0 1 0 0 150 29.750 -0.75 26.31 0 0 0| 0 0 0 0 160 Total 0 0 10| 0 1 0 0 Total Puts 0 0 10| 0 982 0 0 Grand Total 0 0 13| 15 6,995 +15 0 Cadbury Plc (CAB) Indicative a-t-m Vol 18.13 Underlying Price 796.000 Time to expiry: 85 Days Mar 10 CAB 0.00 35.48 0 0 0| 0 28 0 0 440 CAB 0.00 33.95 0 0 0| 0 45 0 0 480 CAB 0.00 32.92 0 0 0| 0 14 0 0 520 0.250 -0.01 31.02 0 0 0| 0 24 0 0 560 0.750 -0.02 29.54 0 0 0| 0 0 0 0 600 1.750 -0.04 26.74 0 0 0| 0 20 0 0 640 6.250 -0.14 20.87 0 0 0| 0 57 0 0 720 15.500 -0.30 20.38 0 0 0| 0 62 0 0 760 28.500 29.000 -0.50 17.88 28.500 28.500 0 0 50| 50 741 +10 0 800 88.500 88.000 -0.86 18.41 88.500 S 88.500 S 0 0 3| 3 10 +3 0 880 Total 0 0 53| 53 1,001 +13 0 Total Puts 0 0 53| 53 1,001 +13 0 Grand Total 0 0 69| 78 8,374 +38 0 Equity Options 15:57 Business Day Thu 24 Dec 2009 Previous Business Day Wed 23 Dec 2009 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 | Cairn Energy PLC - STND OPT (CNG) Indicative a-t-m Vol 29.96 Underlying Price 328.000 Time to expiry: 85 Days Mar 10 148.500 1.00 20.78 0 0 0| 0 0 0 0 180 138.500 1.00 28.90 0 0 0| 0 0 0 0 190 128.500 1.00 34.38 0 0 0| 0 0 0 0 200 109.000 0.99 39.52 0 0 0| 0 9 0 0 220 90.000 0.95 40.82 0 0 0| 3 125 -3 0 240 71.000 0.91 38.56 0 0 0| 0 7 0 0 260 53.500 0.84 35.77 0 0 0| 0 1 0 0 280 45.500 0.80 34.32 0 0 0| 6 6 +6 0 290 36.000 0.75 30.65 0 0 0| 0 14 0 0 300 30.000 0.68 31.34 0 0 0| 0 0 0 0 310 23.500 0.60 30.03 0 0 0| 3 12 0 0 320 14.000 0.44 29.87 0 0 0| 10 12 +6 0 340 7.500 0.28 29.37 0 0 0| 20 17 +14 0 360 4.000 0.17 29.13 0 0 0| 0 0 0 0 380 3.500 0.13 34.15 0 0 0| 0 0 0 0 400 Total 0 0 0| 42 203 +23 0 Indicative a-t-m Vol 33.73 Underlying Price 328.000 Time to expiry: 176 Days Jun 10 134.500 0.92 59.33 0 0 0| 0 0 0 0 200 95.500 0.88 43.75 0 0 0| 0 0 0 0 240 77.500 0.84 39.68 0 0 0| 0 0 0 0 260 61.000 0.78 35.90 0 0 0| 0 0 0 0 280 47.500 0.69 35.45 0 0 0| 0 1 0 0 300 35.500 0.59 34.20 0 0 0| 0 0 0 0 320 25.500 0.49 33.03 0 0 0| 0 2 0 0 340 20.000 18.000 0.39 32.64 20.000 20.000 0 0 5| 0 0 0 0 360 8.500 0.23 32.20 0 0 0| 0 0 0 0 400 Total 0 0 5| 0 3 0 0 Indicative a-t-m Vol 33.16 Underlying Price 328.000 Time to expiry: 267 Days Sep 10 68.500 0.75 37.31 0 0 0| 0 0 0 0 280 54.000 0.68 34.61 0 0 0| 0 0 0 0 300 42.000 0.60 33.41 0 0 0| 0 0 0 0 320 32.500 0.51 32.78 0 0 0| 6 6 +6 0 340 24.500 0.43 32.08 0 0 0| 0 0 0 0 360 Total 0 0 0| 6 6 +6 0 Total Calls 0 0 5| 48 212 +29 0 | Equity Options 15:57 Business Day Thu 24 Dec 2009 Previous Business Day Wed 23 Dec 2009 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 | Cairn Energy PLC - STND OPT (CNG) Indicative a-t-m Vol 31.23 Underlying Price 328.000 Time to expiry: 85 Days Mar 10 CAB -0.01 54.00 0 0 0| 0 5 0 0 180 0.500 -0.01 51.00 0 0 0| 0 0 0 0 190 0.500 -0.01 48.00 0 0 0| 0 1 0 0 200 0.500 -0.03 45.00 0 0 0| 0 0 0 0 220 1.500 -0.05 43.00 0 0 0| 0 4 0 0 240 2.500 -0.09 38.12 0 0 0| 0 15 0 0 260 5.000 -0.15 35.42 0 0 0| 0 6 0 0 280 6.500 -0.20 34.23 0 0 0| 0 0 0 0 290 8.500 -0.25 32.08 0 0 0| 11 11 +9 0 300 12.000 -0.33 31.91 0 0 0| 0 1 0 0 310 16.000 -0.40 31.69 0 0 0| 10 10 +10 0 320 26.000 -0.56 30.54 0 0 0| 4 0 0 0 340 39.500 -0.71 29.93 0 0 0| 1 0 -1 0 360 55.500 -0.83 29.18 0 0 0| 0 0 0 0 380 74.000 -0.90 30.82 0 0 0| 60 60 +60 0 400 Total 0 0 0| 86 113 +78 0 Indicative a-t-m Vol 33.78 Underlying Price 328.000 Time to expiry: 176 Days Jun 10 9.000 -0.10 68.63 0 0 0| 0 0 0 0 200 9.000 -0.13 48.37 0 0 0| 0 26 0 0 240 9.500 -0.17 41.03 0 0 0| 0 2 0 0 260 12.500 -0.22 36.90 0 0 0| 10 10 +10 0 280 18.000 -0.31 34.94 0 0 0| 0 6 0 0 300 26.000 -0.41 33.83 0 0 0| 0 6 0 0 320 37.000 -0.51 33.70 0 0 0| 10 10 +10 0 340 49.500 -0.61 33.35 0 0 0| 0 0 0 0 360 78.500 -0.79 30.70 0 0 0| 0 0 0 0 400 Total 0 0 0| 20 60 +20 0 Indicative a-t-m Vol 33.21 Underlying Price 328.000 Time to expiry: 267 Days Sep 10 17.500 -0.25 35.86 0 0 0| 0 0 0 0 280 23.500 -0.32 34.17 0 0 0| 0 0 0 0 300 32.000 -0.40 33.31 0 0 0| 0 0 0 0 320 43.000 -0.49 33.07 0 0 0| 6 6 +6 0 340 55.000 -0.57 32.50 0 0 0| 0 0 0 0 360 Total 0 0 0| 6 6 +6 0 Total Puts 0 0 0| 112 179 +104 0 Grand Total 0 0 5| 160 391 +133 0 Equity Options 15:57 Business Day Thu 24 Dec 2009 Previous Business Day Wed 23 Dec 2009 Page 7 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 | Capita Group plc - STND OPT (CPI) Indicative a-t-m Vol 16.79 Underlying Price 741.000 Time to expiry: 85 Days Mar 10 182.500 0.99 26.54 0 0 0| 0 0 0 0 560 143.500 0.96 26.07 0 0 0| 0 0 0 0 600 106.000 0.91 23.77 0 0 0| 0 3 0 0 640 70.000 0.82 20.80 0 0 0| 0 0 0 0 680 53.500 0.75 19.42 0 0 0| 0 0 0 0 700 38.500 0.65 18.07 0 0 0| 0 1 0 0 720 25.500 0.53 16.82 0 0 0| 0 0 0 0 740 15.500 0.40 16.10 0 0 0| 0 6 0 0 760 4.500 0.16 15.15 0 0 0| 0 7 0 0 800 1.500 0.06 15.70 0 0 0| 0 0 0 0 840 0.500 0.03 17.85 0 0 0| 0 0 0 0 880 Total 0 0 0| 0 17 0 0 Indicative a-t-m Vol 17.95 Underlying Price 741.000 Time to expiry: 176 Days Jun 10 108.500 0.88 21.52 0 0 0| 0 0 0 0 640 75.500 0.77 20.30 0 0 0| 0 0 0 0 680 46.500 0.62 18.65 0 0 0| 0 0 0 0 720 25.000 0.43 17.32 0 0 0| 0 53 0 0 760 11.000 0.25 16.31 0 0 0| 1 1 +1 0 800 4.000 0.11 15.23 0 0 0| 0 4 0 0 840 1.500 0.05 15.37 0 0 0| 0 0 0 0 880 Total 0 0 0| 1 58 +1 0 Total Calls 0 0 0| 1 75 +1 0 | Equity Options 15:57 Business Day Thu 24 Dec 2009 Previous Business Day Wed 23 Dec 2009 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 | Capita Group plc - STND OPT (CPI) Indicative a-t-m Vol 17.02 Underlying Price 741.000 Time to expiry: 85 Days Mar 10 1.000 -0.02 30.24 0 0 0| 0 0 0 0 560 2.000 -0.05 27.29 0 0 0| 0 0 0 0 600 4.000 -0.09 24.13 0 0 0| 0 6 0 0 640 7.500 -0.18 20.59 0 0 0| 0 9 0 0 680 11.500 -0.25 19.68 0 0 0| 0 0 0 0 700 16.500 -0.35 18.32 0 0 0| 0 36 0 0 720 23.500 -0.47 17.05 0 0 0| 0 0 0 0 740 33.500 -0.60 16.32 0 0 0| 0 3 0 0 760 62.500 -0.84 15.25 0 0 0| 0 0 0 0 800 99.500 -0.96 15.17 0 0 0| 0 0 0 0 840 139.000 -1.00 16.12 0 0 0| 0 3 0 0 880 Total 0 0 0| 0 57 0 0 Indicative a-t-m Vol 18.10 Underlying Price 741.000 Time to expiry: 176 Days Jun 10 12.000 -0.18 22.76 0 0 0| 0 4 0 0 640 20.000 -0.28 20.86 0 0 0| 1 8 +1 0 680 32.500 -0.42 18.89 0 0 0| 0 5 0 0 720 51.500 -0.60 17.39 0 0 0| 0 50 0 0 760 78.500 -0.77 16.31 0 0 0| 0 0 0 0 800 112.000 -0.89 15.65 0 0 0| 0 0 0 0 840 149.500 -0.95 15.65 0 0 0| 0 0 0 0 880 Total 0 0 0| 1 67 +1 0 Total Puts 0 0 0| 1 124 +1 0 Grand Total 0 0 0| 2 199 +2 0 Equity Options 15:57 Business Day Thu 24 Dec 2009 Previous Business Day Wed 23 Dec 2009 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 | Carnival Plc - STND OPT (POC) Indicative a-t-m Vol 27.17 Underlying Price 2130.000 Time to expiry: 85 Days Mar 10 733.000 0.99 41.32 0 0 0| 0 0 0 0 1400 634.000 0.98 38.80 0 0 0| 0 0 0 0 1500 537.000 536.500 0.97 36.39 537.000 S 537.000 S 0 0 6| 2 5 +2 0 1600 441.500 0.94 34.14 0 0 0| 0 0 0 0 1700 349.500 0.89 32.12 0 0 0| 0 5 0 0 1800 262.500 0.82 29.70 0 0 0| 0 9 0 0 1900 188.000 0.70 28.85 0 0 0| 0 16 0 0 2000 124.500 0.57 27.44 0 0 0| 0 0 0 0 2100 77.000 0.42 26.53 0 0 0| 0 50 0 0 2200 43.000 0.28 25.61 0 0 0| 0 0 0 0 2300 21.000 23.000 0.17 25.29 21.000 21.000 0 0 6| 0 23 0 0 2400 5.500 0.05 24.91 0 0 0| 0 0 0 0 2600 1.500 0.01 25.67 0 0 0| 0 0 0 0 2800 Total 0 0 12| 2 108 +2 0 Indicative a-t-m Vol 29.49 Underlying Price 2130.000 Time to expiry: 176 Days Jun 10 547.500 0.92 34.24 0 0 0| 1 2 +1 0 1600 378.000 0.81 32.01 0 0 0| 0 0 0 0 1800 303.500 0.74 31.05 0 0 0| 0 0 0 0 1900 240.500 0.65 30.75 0 0 0| 0 3 0 0 2000 133.500 0.47 28.81 0 0 0| 4 23 -4 0 2200 68.000 0.29 27.92 0 0 0| 0 0 0 0 2400 13.000 0.08 26.81 0 0 0| 0 50 0 0 2800 Total 0 0 0| 5 78 -3 0 Indicative a-t-m Vol 30.58 Underlying Price 2130.000 Time to expiry: 267 Days Sep 10 408.000 0.77 32.68 0 0 0| 0 0 0 0 1800 280.000 0.64 31.54 0 0 0| 0 4 0 0 2000 177.500 0.49 30.07 0 0 0| 0 0 0 0 2200 106.500 0.35 28.99 0 0 0| 0 0 0 0 2400 32.000 0.14 27.64 0 0 0| 0 0 0 0 2800 Total 0 0 0| 0 4 0 0 Total Calls 0 0 12| 7 190 -1 0 | Equity Options 15:57 Business Day Thu 24 Dec 2009 Previous Business Day Wed 23 Dec 2009 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 | Carnival Plc - STND OPT (POC) Indicative a-t-m Vol 27.80 Underlying Price 2130.000 Time to expiry: 85 Days Mar 10 2.000 -0.01 40.71 0 0 0| 0 50 0 0 1400 4.000 -0.03 38.64 0 0 0| 0 3 0 0 1500 7.500 -0.05 36.43 0 0 0| 0 9 0 0 1600 13.500 -0.08 34.29 0 0 0| 0 16 0 0 1700 23.000 -0.13 32.19 0 0 0| 0 10 0 0 1800 40.000 -0.21 30.67 0 0 0| 0 11 0 0 1900 66.000 -0.31 29.46 0 0 0| 2 21 0 0 2000 104.000 -0.44 28.05 0 0 0| 0 0 0 0 2100 157.500 -0.58 27.22 0 0 0| 0 2 0 0 2200 225.500 -0.71 26.83 0 0 0| 0 0 0 0 2300 306.000 -0.81 26.94 0 0 0| 0 0 0 0 2400 487.500 -0.93 27.86 0 0 0| 0 0 0 0 2600 685.000 682.500 -0.97 30.23 685.000 S 685.000 S 0 0 6| 2 5 +2 0 2800 Total 0 0 6| 4 127 +2 0 Indicative a-t-m Vol 30.79 Underlying Price 2130.000 Time to expiry: 176 Days Jun 10 32.500 -0.11 36.55 0 0 0| 0 0 0 0 1600 68.000 -0.21 33.95 0 0 0| 0 19 0 0 1800 94.500 -0.28 32.70 0 0 0| 0 8 0 0 1900 129.500 -0.36 31.75 0 0 0| 0 16 0 0 2000 227.000 -0.54 30.28 0 0 0| 3 6 0 0 2200 361.500 -0.70 29.52 0 0 0| 0 0 0 0 2400 708.500 -0.89 30.91 0 0 0| 1 2 +1 0 2800 Total 0 0 0| 4 51 +1 0 Indicative a-t-m Vol 32.26 Underlying Price 2130.000 Time to expiry: 267 Days Sep 10 109.000 -0.25 34.75 0 0 0| 0 0 0 0 1800 180.500 -0.37 32.91 0 0 0| 0 0 0 0 2000 282.500 -0.51 31.92 0 0 0| 0 0 0 0 2200 411.500 -0.64 30.99 0 0 0| 0 0 0 0 2400 740.000 -0.82 31.63 0 0 0| 0 0 0 0 2800 Total 0 0 0| 0 0 0 0 Total Puts 0 0 6| 8 178 +3 0 Grand Total 0 0 18| 15 368 +2 0 Equity Options 15:57 Business Day Thu 24 Dec 2009 Previous Business Day Wed 23 Dec 2009 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 | Centrica plc - STND OPT (CTR) Indicative a-t-m Vol 19.59 Underlying Price 274.600 Time to expiry: 85 Days Mar 10 95.000 1.00 21.80 0 0 0| 0 10 0 0 180 75.000 1.00 7.60 0 0 0| 0 5 0 0 200 65.000 1.00 13.71 0 0 0| 0 0 0 0 210 55.000 1.00 17.44 0 0 0| 0 6 0 0 220 45.250 0.98 19.00 0 0 0| 0 100 0 0 230 36.250 0.92 21.26 0 0 0| 0 55 0 0 240 19.500 0.74 19.62 0 0 0| 0 128 -3 0 260 13.000 0.60 19.56 0 0 0| 0 0 0 0 270 8.250 0.45 19.63 0 0 0| 0 2,459 0 0 280 3.000 0.20 20.37 0 0 0| 0 62 0 0 300 1.250 0.09 22.30 0 0 0| 0 173 0 0 320 Total 0 0 0| 0 2,998 -3 0 Indicative a-t-m Vol 20.65 Underlying Price 274.600 Time to expiry: 176 Days Jun 10 55.750 0.96 22.70 0 0 0| 0 6 0 0 220 46.750 0.92 23.16 0 0 0| 0 16 0 0 230 38.000 0.86 22.43 0 0 0| 0 124 0 0 240 22.250 0.70 20.85 0 0 0| 0 151 0 0 260 11.500 0.47 20.56 0 0 0| 0 9 0 0 280 5.250 0.26 20.58 0 0 0| 0 5 0 0 300 2.250 0.13 20.99 0 0 0| 0 0 0 0 320 Total 0 0 0| 0 311 0 0 Indicative a-t-m Vol 22.05 Underlying Price 274.600 Time to expiry: 267 Days Sep 10 56.750 0.92 24.99 0 0 0| 0 0 0 0 220 39.750 0.81 23.75 0 0 0| 0 0 0 0 240 25.500 0.66 22.51 0 0 0| 0 41 0 0 260 15.250 0.47 21.85 0 0 0| 0 2 0 0 280 8.500 0.31 21.61 0 0 0| 0 0 0 0 300 5.250 0.20 22.31 0 0 0| 0 0 0 0 320 Total 0 0 0| 0 43 0 0 Total Calls 0 0 0| 0 3,352 -3 0 | Equity Options 15:57 Business Day Thu 24 Dec 2009 Previous Business Day Wed 23 Dec 2009 Page 12 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 | Centrica plc - STND OPT (CTR) Indicative a-t-m Vol 21.38 Underlying Price 274.600 Time to expiry: 85 Days Mar 10 CAB 0.00 10.15 0 0 0| 0 30 0 0 180 CAB 0.00 19.83 0 0 0| 0 27 0 0 200 CAB 0.00 21.75 0 0 0| 0 42 0 0 210 0.250 -0.02 22.66 0 0 0| 0 51 0 0 220 0.500 -0.05 22.66 0 0 0| 0 47 0 0 230 1.500 1.500 -0.10 23.17 1.500 1.500 0 0 1| 0 164 0 0 240 5.250 -0.28 21.89 0 0 0| 0 113 0 0 260 8.750 -0.41 21.29 0 0 0| 0 20 0 0 270 14.250 -0.55 21.53 0 0 0| 0 116 0 0 280 28.750 -0.78 22.45 0 0 0| 0 0 0 0 300 45.000 46.500 -0.90 24.16 45.000 45.000 0 0 6| 0 10 0 0 320 Total 0 0 7| 0 620 0 0 Indicative a-t-m Vol 20.70 Underlying Price 274.600 Time to expiry: 176 Days Jun 10 2.750 -0.11 24.31 0 0 0| 0 42 0 0 220 4.000 -0.16 23.51 0 0 0| 0 8 0 0 230 6.000 -0.23 22.56 0 0 0| 0 96 0 0 240 12.500 -0.41 21.22 0 0 0| 0 37 0 0 260 22.500 23.250 -0.61 20.48 22.500 22.500 0 0 2| 0 4 0 0 280 38.250 -0.78 20.68 0 0 0| 2 2 +2 0 300 56.000 -0.88 21.31 0 0 0| 0 10 0 0 320 Total 0 0 2| 2 199 +2 0 Indicative a-t-m Vol 22.11 Underlying Price 274.600 Time to expiry: 267 Days Sep 10 5.500 -0.16 25.54 0 0 0| 0 0 0 0 220 9.000 9.750 -0.27 23.62 9.000 9.000 0 0 6| 0 0 0 0 240 17.000 -0.41 22.46 0 0 0| 5 5 +5 0 260 27.750 -0.57 21.96 0 0 0| 0 0 0 0 280 41.500 -0.71 21.73 0 0 0| 0 0 0 0 300 58.000 -0.82 22.09 0 0 0| 0 0 0 0 320 Total 0 0 6| 5 5 +5 0 Total Puts 0 0 15| 7 824 +7 0 Grand Total 0 0 15| 7 4,176 +4 0 Equity Options 15:57 Business Day Thu 24 Dec 2009 Previous Business Day Wed 23 Dec 2009 Page 13 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 | Compass Group plc - STND OPT (CPG) Indicative a-t-m Vol 21.32 Underlying Price 454.000 Time to expiry: 85 Days Mar 10 174.250 1.00 22.07 0 0 0| 0 0 0 0 280 154.250 1.00 27.21 0 0 0| 0 3 0 0 300 134.250 1.00 29.45 0 0 0| 0 12 0 0 320 114.250 1.00 19.52 0 0 0| 0 27 0 0 340 94.250 1.00 23.34 0 0 0| 0 33 0 0 360 74.750 0.97 25.93 0 0 0| 0 609 0 0 380 55.500 0.92 24.40 0 0 0| 0 127 0 0 400 38.000 0.81 23.05 0 0 0| 0 9 0 0 420 23.250 0.64 21.79 0 0 0| 0 35 0 0 440 17.750 0.54 21.51 0 0 0| 0 0 0 0 450 12.750 0.43 21.04 0 0 0| 0 34 0 0 460 6.500 0.26 20.66 0 0 0| 0 18 0 0 480 1.250 0.07 20.73 0 0 0| 0 0 0 0 520 0.750 0.04 25.71 0 0 0| 0 0 0 0 560 Total 0 0 0| 0 907 0 0 Indicative a-t-m Vol 23.72 Underlying Price 454.000 Time to expiry: 176 Days Jun 10 134.250 1.00 29.68 0 0 0| 0 0 0 0 320 114.500 0.98 29.07 0 0 0| 0 0 0 0 340 95.500 0.94 28.64 0 0 0| 0 27 0 0 360 77.000 0.89 27.08 0 0 0| 0 5 0 0 380 60.500 0.80 26.34 0 0 0| 0 30 0 0 400 46.000 0.69 25.29 0 0 0| 0 13 0 0 420 33.500 0.58 24.19 0 0 0| 0 69 0 0 440 23.250 0.46 23.52 0 0 0| 0 0 0 0 460 16.000 0.36 23.13 0 0 0| 0 37 0 0 480 2.750 0.09 22.99 0 0 0| 0 0 0 0 560 Total 0 0 0| 0 181 0 0 Indicative a-t-m Vol 25.40 Underlying Price 454.000 Time to expiry: 267 Days Sep 10 65.000 0.74 26.91 0 0 0| 0 0 0 0 400 52.250 0.65 26.41 0 0 0| 0 0 0 0 420 40.500 0.57 25.58 0 0 0| 0 0 0 0 440 31.250 0.48 25.33 0 0 0| 0 0 0 0 460 23.250 0.40 24.74 0 0 0| 0 0 0 0 480 6.250 0.15 23.88 0 0 0| 0 0 0 0 560 Total 0 0 0| 0 0 0 0 Total Calls 0 0 0| 0 1,088 0 0 | Equity Options 15:57 Business Day Thu 24 Dec 2009 Previous Business Day Wed 23 Dec 2009 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 | Compass Group plc - STND OPT (CPG) Indicative a-t-m Vol 22.08 Underlying Price 454.000 Time to expiry: 85 Days Mar 10 0.250 -0.01 41.42 0 0 0| 0 490 0 0 280 0.500 -0.01 39.51 0 0 0| 0 100 0 0 300 0.750 -0.03 36.89 0 0 0| 0 240 0 0 320 1.250 -0.04 33.97 0 0 0| 0 16 0 0 340 2.000 -0.07 31.12 0 0 0| 0 56 0 0 360 3.500 -0.11 28.55 0 0 0| 0 18 0 0 380 5.500 -0.18 25.79 0 0 0| 0 7 0 0 400 9.750 -0.28 23.86 0 0 0| 0 17 0 0 420 16.750 -0.43 22.71 0 0 0| 0 9 0 0 440 21.500 -0.51 22.49 0 0 0| 0 0 0 0 450 26.750 -0.60 21.47 0 0 0| 0 0 0 0 460 40.500 -0.75 20.96 0 0 0| 0 107 0 0 480 76.000 -0.91 22.81 0 0 0| 0 0 0 0 520 115.000 -0.96 26.05 0 0 0| 0 3 0 0 560 Total 0 0 0| 0 1,063 0 0 Indicative a-t-m Vol 23.58 Underlying Price 454.000 Time to expiry: 176 Days Jun 10 2.500 -0.05 32.09 0 0 0| 0 32 0 0 320 4.000 -0.08 30.58 0 0 0| 0 45 0 0 340 5.750 -0.12 28.89 0 0 0| 0 9 0 0 360 8.500 -0.17 27.23 0 0 0| 0 7 0 0 380 12.750 -0.24 26.25 0 0 0| 0 6 0 0 400 18.500 -0.33 25.05 0 0 0| 0 8 0 0 420 26.500 -0.43 24.17 0 0 0| 0 0 0 0 440 36.250 -0.54 23.33 0 0 0| 0 10 0 0 460 49.000 -0.65 22.89 0 0 0| 0 0 0 0 480 117.000 -0.91 24.21 0 0 0| 0 0 0 0 560 Total 0 0 0| 0 117 0 0 Indicative a-t-m Vol 25.74 Underlying Price 454.000 Time to expiry: 267 Days Sep 10 21.250 -0.29 27.30 0 0 0| 0 0 0 0 400 28.500 -0.36 26.56 0 0 0| 0 0 0 0 420 37.250 -0.44 25.90 0 0 0| 0 0 0 0 440 48.250 -0.53 25.68 0 0 0| 0 0 0 0 460 60.000 -0.61 24.88 0 0 0| 0 0 0 0 480 123.000 -0.85 23.96 0 0 0| 0 0 0 0 560 Total 0 0 0| 0 0 0 0 Total Puts 0 0 0| 0 1,180 0 0 Grand Total 0 0 0| 0 2,268 0 0 Equity Options 15:57 Business Day Thu 24 Dec 2009 Previous Business Day Wed 23 Dec 2009 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 | Diageo plc - STND OPT (GNS) Indicative a-t-m Vol 15.15 Underlying Price 1085.000 Time to expiry: 22 Days Jan 10 206.000 0.98 39.68 0 0 0| 0 0 0 0 880 166.000 0.98 32.25 0 0 0| 0 0 0 0 920 145.500 0.99 22.78 0 0 0| 0 0 0 0 940 125.500 0.99 19.58 0 0 0| 0 0 0 0 960 105.500 0.99 17.97 0 0 0| 0 12 0 0 980 84.500 85.500 0.99 13.26 84.500 84.500 0 0 10| 0 312 0 0 1000 40.000 0.81 15.63 0 0 0| 0 78 0 0 1050 9.500 10.000 0.37 14.94 9.500 9.500 0 0 2| 0 2,002 0 0 1100 CAB 0.00 15.10 0 0 0| 0 0 0 0 1200 CAB 0.00 15.00 0 0 0| 0 0 0 0 1300 Total 0 0 12| 0 2,404 0 0 Indicative a-t-m Vol 18.48 Underlying Price 1085.000 Time to expiry: 57 Days Feb 10 167.000 0.98 21.56 0 0 0| 0 0 0 0 920 129.500 0.93 22.02 0 0 0| 0 0 0 0 960 110.500 0.90 21.07 0 0 0| 0 0 0 0 980 93.000 0.85 20.55 0 0 0| 0 60 0 0 1000 54.000 0.69 19.19 0 0 0| 0 82 0 0 1050 24.500 25.000 0.45 18.18 24.500 24.500 0 0 1| 0 105 0 0 1100 3.000 0.08 17.61 0 0 0| 10 10 +10 0 1200 CAB 0.01 17.46 0 0 0| 0 0 0 0 1300 Total 0 0 1| 10 257 +10 0 Indicative a-t-m Vol 19.11 Underlying Price 1085.000 Time to expiry: 85 Days Mar 10 446.000 1.00 36.95 0 0 0| 0 0 0 0 640 406.000 1.00 36.84 0 0 0| 0 0 0 0 680 366.500 0.99 38.27 0 0 0| 0 0 0 0 720 326.500 0.99 33.12 0 0 0| 0 15 0 0 760 286.500 286.500 0.99 28.19 286.500 S 286.500 S 0 0 2| 6 6 +6 0 800 247.000 0.99 27.24 0 0 0| 0 402 0 0 840 207.000 0.98 22.64 0 0 0| 0 64 0 0 880 168.500 0.96 22.64 0 0 0| 0 43 0 0 920 130.500 0.92 20.95 0 0 0| 0 43 0 0 960 96.500 0.83 20.81 0 0 0| 0 1,019 0 0 1000 59.000 0.66 19.86 0 0 0| 0 0 0 0 1050 30.000 30.500 0.46 18.79 30.000 30.000 0 0 10| 0 167 0 0 1100 5.000 0.12 17.91 0 0 0| 0 10 0 0 1200 2.000 0.05 22.53 0 0 0| 0 0 0 0 1300 2.000 0.03 28.68 0 0 0| 0 0 0 0 1400 Total 0 0 12| 6 1,769 +6 0 Indicative a-t-m Vol 20.55 Underlying Price 1085.000 Time to expiry: 176 Days Jun 10 446.500 0.99 40.59 0 0 0| 0 0 0 0 640 367.000 0.99 34.36 0 0 0| 0 0 0 0 720 287.500 0.98 27.79 0 0 0| 0 0 0 0 800 Equity Options 15:57 Business Day Thu 24 Dec 2009 Previous Business Day Wed 23 Dec 2009 Page 16 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 | 249.500 0.95 27.43 0 0 0| 0 0 0 0 840 210.500 0.93 24.97 0 0 0| 0 0 0 0 880 174.000 0.89 23.55 0 0 0| 0 42 0 0 920 140.500 0.82 22.95 0 0 0| 0 93 0 0 960 109.000 0.74 21.89 0 0 0| 0 303 0 0 1000 49.500 0.47 20.31 0 0 0| 0 285 0 0 1100 17.500 18.000 0.23 19.47 17.500 17.500 0 0 2| 4 34 +4 0 1200 3.000 0.05 21.94 0 0 0| 0 0 0 0 1400 Total 0 0 2| 4 757 +4 0 Indicative a-t-m Vol 21.62 Underlying Price 1085.000 Time to expiry: 267 Days Sep 10 216.000 0.88 25.52 0 0 0| 0 0 0 0 880 181.500 0.83 24.27 0 0 0| 0 20 0 0 920 150.000 0.77 23.40 0 0 0| 8 48 +8 0 960 121.500 0.70 22.74 0 0 0| 0 34 0 0 1000 65.500 0.49 21.42 0 0 0| 0 106 0 0 1100 30.500 0.29 20.54 0 0 0| 0 134 0 0 1200 5.000 0.07 20.26 0 0 0| 0 0 0 0 1400 Total 0 0 0| 8 342 +8 0 Indicative a-t-m Vol 22.58 Underlying Price 1085.000 Time to expiry: 358 Days Dec 10 446.500 0.99 32.89 0 0 0| 0 0 0 0 640 368.000 0.98 30.32 0 0 0| 0 0 0 0 720 292.500 0.93 28.16 0 0 0| 0 0 0 0 800 221.000 0.85 25.72 0 0 0| 0 0 0 0 880 159.500 0.74 24.32 0 0 0| 0 380 0 0 960 132.000 0.67 23.65 0 0 0| 0 29 0 0 1000 78.000 0.50 22.39 0 0 0| 0 110 0 0 1100 41.500 0.32 21.43 0 0 0| 10 105 +10 0 1200 10.000 0.11 20.87 0 0 0| 0 10 0 0 1400 Total 0 0 0| 10 634 +10 0 Indicative a-t-m Vol 22.59 Underlying Price 1085.000 Time to expiry: 540 Days Jun 11 293.000 0.92 25.00 0 0 0| 0 0 0 0 800 231.000 0.82 25.35 0 0 0| 0 0 0 0 880 172.000 0.71 23.81 0 0 0| 0 0 0 0 960 147.500 0.66 23.40 0 0 0| 0 0 0 0 1000 58.500 0.37 21.50 0 0 0| 0 0 0 0 1200 Total 0 0 0| 0 0 0 0 Indicative a-t-m Vol 21.71 Underlying Price 1085.000 Time to expiry: 722 Days Dec 11 448.000 0.99 30.35 0 0 0| 0 0 0 0 640 369.500 0.96 26.40 0 0 0| 0 0 0 0 720 296.000 0.91 24.14 0 0 0| 0 0 0 0 800 239.500 0.79 25.32 0 0 0| 0 500 0 0 880 181.000 0.70 23.26 0 0 0| 0 0 0 0 960 157.000 0.65 22.77 0 0 0| 0 0 0 0 1000 65.000 0.38 20.28 0 0 0| 0 0 0 0 1200 Total 0 0 0| 0 500 0 0 Equity Options 15:57 Business Day Thu 24 Dec 2009 Previous Business Day Wed 23 Dec 2009 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 | Indicative a-t-m Vol 20.57 Underlying Price 1085.000 Time to expiry: 1093 Days Dec 12 200.000 0.69 23.18 0 0 0| 0 300 0 0 960 167.000 0.65 21.00 0 0 0| 0 0 0 0 1000 85.000 0.42 20.00 0 0 0| 0 0 0 0 1200 Total 0 0 0| 0 300 0 0 Total Calls 0 0 27| 38 6,963 +38 0 | DSG International plc - STND OPT (DIX) Indicative a-t-m Vol 62.22 Underlying Price 36.660 Time to expiry: 85 Days Mar 10 28.750 1.00 94.25 0 0 0| 0 50 0 0 8 20.750 0.99 86.08 0 0 0| 0 0 0 0 16 17.000 0.96 80.32 0 0 0| 0 5 0 0 20 13.250 0.92 73.36 0 0 0| 0 45 0 0 24 10.000 0.84 67.39 0 0 0| 0 231 0 0 28 7.000 0.72 65.26 0 0 0| 0 110 0 0 32 5.750 0.66 62.06 0 0 0| 0 0 0 0 34 4.750 0.59 62.22 0 0 0| 0 43 0 0 36 3.750 0.51 60.55 0 0 0| 0 0 0 0 38 3.000 0.44 60.75 0 0 0| 0 11 0 0 40 1.750 0.31 57.44 0 0 0| 0 34 0 0 44 1.000 0.19 55.45 0 0 0| 0 25 0 0 48 Total 0 0 0| 0 554 0 0 Indicative a-t-m Vol 58.33 Underlying Price 36.660 Time to expiry: 176 Days Jun 10 21.250 0.96 81.95 0 0 0| 0 0 0 0 16 17.500 0.92 76.14 0 0 0| 0 0 0 0 20 14.250 0.87 67.90 0 0 0| 0 0 0 0 24 11.000 0.80 61.99 0 0 0| 0 0 0 0 28 8.500 0.71 60.17 0 0 0| 0 0 0 0 32 6.250 0.60 58.33 0 0 0| 0 34 0 0 36 4.500 0.50 57.49 0 0 0| 0 31 0 0 40 3.250 0.40 56.64 0 0 0| 0 9 0 0 44 2.500 0.32 56.22 0 0 0| 0 5 0 0 48 Total 0 0 0| 0 79 0 0 Indicative a-t-m Vol 54.52 Underlying Price 36.660 Time to expiry: 267 Days Sep 10 14.500 0.87 58.52 0 0 0| 0 4 0 0 24 9.250 0.71 55.45 0 0 0| 0 0 0 0 32 7.250 0.61 54.52 0 0 0| 0 4 0 0 36 5.250 0.52 51.85 0 0 0| 0 0 0 0 40 2.750 0.34 49.47 0 0 0| 0 0 0 0 48 Total 0 0 0| 0 8 0 0 Total Calls 0 0 0| 0 641 0 0 | Equity Options 15:57 Business Day Thu 24 Dec 2009 Previous Business Day Wed 23 Dec 2009 Page 18 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 | Diageo plc - STND OPT (GNS) Indicative a-t-m Vol 16.04 Underlying Price 1085.000 Time to expiry: 22 Days Jan 10 CAB 0.00 16.50 0 0 0| 0 2 0 0 880 CAB 0.00 16.00 0 0 0| 0 10 0 0 920 CAB 0.00 15.00 0 0 0| 0 314 0 0 940 CAB 0.00 14.00 0 0 0| 0 0 0 0 960 CAB 0.00 13.00 0 0 0| 0 2 0 0 980 CAB -0.01 14.18 0 0 0| 0 36 0 0 1000 5.500 5.500 -0.21 16.82 5.500 5.500 0 0 10| 1 28 +1 0 1050 25.500 -0.63 15.70 0 0 0| 0 1 0 0 1100 117.000 -0.93 26.47 0 0 0| 0 0 0 0 1200 216.000 -0.96 39.26 0 0 0| 0 0 0 0 1300 Total 0 0 10| 1 393 +1 0 Indicative a-t-m Vol 19.10 Underlying Price 1085.000 Time to expiry: 57 Days Feb 10 1.500 -0.03 23.31 0 0 0| 0 0 0 0 920 3.500 -0.08 22.42 0 0 0| 0 0 0 0 960 5.000 -0.11 21.70 0 0 0| 0 7 0 0 980 7.000 -0.15 20.76 0 0 0| 0 81 0 0 1000 18.000 -0.32 19.55 0 0 0| 0 55 0 0 1050 40.000 -0.55 18.91 0 0 0| 20 20 +20 0 1100 118.500 -0.89 20.01 0 0 0| 0 0 0 0 1200 216.500 -0.95 26.83 0 0 0| 0 0 0 0 1300 Total 0 0 0| 20 163 +20 0 Indicative a-t-m Vol 19.29 Underlying Price 1085.000 Time to expiry: 85 Days Mar 10 CAB 0.00 35.00 0 0 0| 0 40 0 0 640 CAB 0.00 34.00 0 0 0| 0 0 0 0 680 0.500 0.00 33.00 0 0 0| 0 46 0 0 720 0.500 -0.01 30.84 0 0 0| 0 24 0 0 760 1.000 -0.02 29.05 0 0 0| 0 210 0 0 800 1.500 -0.03 27.27 0 0 0| 0 94 0 0 840 2.500 -0.05 25.34 0 0 0| 0 444 0 0 880 5.000 -0.08 24.00 0 0 0| 0 297 0 0 920 8.500 -0.14 22.25 0 0 0| 0 447 0 0 960 16.500 -0.24 21.55 0 0 0| 0 250 0 0 1000 30.500 -0.39 19.94 0 0 0| 0 0 0 0 1050 55.500 -0.59 19.01 0 0 0| 0 40 0 0 1100 133.000 -0.88 19.09 0 0 0| 0 0 0 0 1200 230.500 229.000 -0.96 21.76 230.500 S 230.500 S 0 0 2| 6 6 +6 0 1300 327.500 -1.00 21.10 0 0 0| 0 0 0 0 1400 Total 0 0 2| 6 1,898 +6 0 Indicative a-t-m Vol 20.90 Underlying Price 1085.000 Time to expiry: 176 Days Jun 10 2.500 -0.02 39.62 0 0 0| 0 72 0 0 640 3.500 -0.03 33.20 0 0 0| 0 99 0 0 720 5.500 -0.06 28.56 0 0 0| 0 40 0 0 800 8.000 -0.08 27.12 0 0 0| 0 130 0 0 840 Equity Options 15:57 Business Day Thu 24 Dec 2009 Previous Business Day Wed 23 Dec 2009 Page 19 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 | 11.500 -0.11 25.56 0 0 0| 0 240 0 0 880 16.000 -0.16 24.17 0 0 0| 0 129 0 0 920 23.500 -0.22 23.23 0 0 0| 4 186 0 0 960 33.500 -0.30 22.32 0 0 0| 0 278 0 0 1000 76.000 -0.54 20.66 0 0 0| 0 36 0 0 1100 145.000 -0.77 20.05 0 0 0| 0 0 0 0 1200 329.000 -0.97 20.85 0 0 0| 0 0 0 0 1400 Total 0 0 0| 4 1,210 0 0 Indicative a-t-m Vol 21.47 Underlying Price 1085.000 Time to expiry: 267 Days Sep 10 22.000 -0.17 24.66 0 0 0| 0 22 0 0 880 30.500 -0.22 24.03 0 0 0| 0 123 0 0 920 41.500 -0.29 23.31 0 0 0| 0 112 0 0 960 54.000 55.500 -0.36 22.73 54.000 54.000 0 0 1| 0 38 0 0 1000 103.000 -0.56 21.25 0 0 0| 0 14 0 0 1100 172.000 -0.74 20.70 0 0 0| 0 0 0 0 1200 349.000 -0.94 20.65 0 0 0| 0 0 0 0 1400 Total 0 0 1| 0 309 0 0 Indicative a-t-m Vol 22.35 Underlying Price 1085.000 Time to expiry: 358 Days Dec 10 5.500 -0.04 31.22 0 0 0| 0 40 0 0 640 10.000 -0.07 28.65 0 0 0| 1 56 +1 0 720 18.000 -0.12 26.64 0 0 0| 0 43 0 0 800 33.500 -0.20 25.62 0 0 0| 0 23 0 0 880 54.000 -0.30 23.89 0 0 0| 0 1,175 0 0 960 68.500 -0.36 23.34 0 0 0| 0 92 0 0 1000 117.000 -0.53 22.17 0 0 0| 0 44 0 0 1100 183.000 -0.69 21.48 0 0 0| 0 30 0 0 1200 354.500 -0.89 22.09 0 0 0| 0 0 0 0 1400 Total 0 0 0| 1 1,503 +1 0 Indicative a-t-m Vol 23.11 Underlying Price 1085.000 Time to expiry: 540 Days Jun 11 31.000 -0.15 26.36 0 0 0| 0 0 0 0 800 50.000 -0.23 25.15 0 0 0| 0 0 0 0 880 76.000 -0.32 24.22 0 0 0| 0 0 0 0 960 91.500 -0.38 23.65 0 0 0| 0 0 0 0 1000 206.000 -0.64 22.38 0 0 0| 0 0 0 0 1200 Total 0 0 0| 0 0 0 0 Indicative a-t-m Vol 23.03 Underlying Price 1085.000 Time to expiry: 722 Days Dec 11 16.500 -0.08 28.44 0 0 0| 0 0 0 0 640 29.000 -0.12 27.55 0 0 0| 0 0 0 0 720 44.500 -0.18 26.26 0 0 0| 0 0 0 0 800 65.000 -0.25 24.95 0 0 0| 0 0 0 0 880 90.500 -0.34 23.43 0 0 0| 0 0 0 0 960 106.000 -0.39 22.87 0 0 0| 0 0 0 0 1000 229.000 -0.61 23.24 0 0 0| 0 0 0 0 1200 Total 0 0 0| 0 0 0 0 Equity Options 15:57 Business Day Thu 24 Dec 2009 Previous Business Day Wed 23 Dec 2009 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 | Indicative a-t-m Vol 20.57 Underlying Price 1085.000 Time to expiry: 1093 Days Dec 12 112.000 -0.34 23.00 0 0 0| 0 0 0 0 960 119.000 -0.39 21.00 0 0 0| 0 0 0 0 1000 229.000 -0.60 20.00 0 0 0| 0 0 0 0 1200 Total 0 0 0| 0 0 0 0 Total Puts 0 0 13| 32 5,476 +28 0 Grand Total 0 0 40| 70 12,439 +66 0 DSG International plc - STND OPT (DIX) Indicative a-t-m Vol 62.22 Underlying Price 36.660 Time to expiry: 85 Days Mar 10 CAB 0.00 94.25 0 0 0| 0 35 0 0 8 CAB -0.01 86.08 0 0 0| 0 261 0 0 16 0.250 -0.04 80.32 0 0 0| 0 0 0 0 20 0.500 -0.08 73.36 0 0 0| 0 0 0 0 24 1.250 -0.16 67.39 0 0 0| 0 73 0 0 28 2.250 -0.28 65.26 0 0 0| 0 101 0 0 32 3.000 -0.34 62.06 0 0 0| 0 0 0 0 34 4.000 -0.41 62.22 0 0 0| 0 35 0 0 36 5.000 -0.49 60.55 0 0 0| 0 0 0 0 38 6.250 -0.56 60.75 0 0 0| 0 50 0 0 40 9.000 -0.70 57.44 0 0 0| 0 9 0 0 44 12.250 -0.81 55.45 0 0 0| 0 0 0 0 48 Total 0 0 0| 0 564 0 0 Indicative a-t-m Vol 58.33 Underlying Price 36.660 Time to expiry: 176 Days Jun 10 0.500 -0.04 81.95 0 0 0| 0 10 0 0 16 0.750 -0.08 76.14 0 0 0| 0 0 0 0 20 1.500 -0.13 67.90 0 0 0| 0 30 0 0 24 2.250 -0.20 61.99 0 0 0| 0 40 0 0 28 3.500 -0.29 60.17 0 0 0| 0 10 0 0 32 5.500 -0.40 58.33 0 0 0| 0 33 0 0 36 7.750 -0.50 57.49 0 0 0| 0 0 0 0 40 10.500 -0.60 56.64 0 0 0| 0 2 0 0 44 13.500 -0.69 56.22 0 0 0| 0 0 0 0 48 Total 0 0 0| 0 125 0 0 Indicative a-t-m Vol 54.52 Underlying Price 36.660 Time to expiry: 267 Days Sep 10 1.500 -0.13 58.52 0 0 0| 0 0 0 0 24 4.250 -0.30 55.45 0 0 0| 0 0 0 0 32 6.250 -0.39 54.52 0 0 0| 0 5 0 0 36 8.500 -0.49 51.85 0 0 0| 0 0 0 0 40 14.000 -0.66 49.47 0 0 0| 0 0 0 0 48 Total 0 0 0| 0 5 0 0 Total Puts 0 0 0| 0 694 0 0 Grand Total 0 0 40| 70 13,774 +66 0 Equity Options 15:57 Business Day Thu 24 Dec 2009 Previous Business Day Wed 23 Dec 2009 Page 21 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 | Enterprise Inns - STND OPT (ETP) Indicative a-t-m Vol 57.84 Underlying Price 95.750 Time to expiry: 85 Days Mar 10 25.250 0.90 51.68 0 0 0| 0 0 0 0 72 19.500 0.79 55.46 0 0 0| 0 0 0 0 80 14.500 0.67 57.28 0 0 0| 0 60 0 0 88 12.500 0.61 57.70 0 0 0| 0 0 0 0 92 10.750 0.56 57.88 0 0 0| 0 0 0 0 96 9.000 0.50 57.94 0 0 0| 0 1 0 0 100 5.750 0.36 57.28 0 0 0| 0 5 0 0 110 3.500 0.25 56.48 0 0 0| 0 30 0 0 120 2.000 0.16 55.43 0 0 0| 0 0 0 0 130 1.000 0.10 54.94 0 0 0| 0 0 0 0 140 0.500 0.06 53.92 0 0 0| 0 30 0 0 150 0.250 0.03 53.25 0 0 0| 0 30 0 0 160 0.250 0.02 53.71 0 0 0| 0 0 0 0 170 CAB 0.01 53.80 0 0 0| 0 0 0 0 180 CAB 0.01 54.44 0 0 0| 0 0 0 0 190 CAB 0.00 55.41 0 0 0| 0 20 0 0 200 Total 0 0 0| 0 176 0 0 Indicative a-t-m Vol 61.22 Underlying Price 95.750 Time to expiry: 176 Days Jun 10 25.750 0.73 68.84 0 0 0| 0 0 0 0 80 20.500 0.66 64.08 0 0 0| 0 0 0 0 88 18.250 0.63 62.32 0 0 0| 0 0 0 0 92 16.000 0.59 60.86 0 0 0| 0 0 0 0 96 14.250 0.55 59.74 0 0 0| 0 0 0 0 100 10.250 0.45 57.30 0 0 0| 0 0 0 0 110 7.250 0.35 55.87 0 0 0| 0 0 0 0 120 5.250 0.27 54.99 0 0 0| 0 0 0 0 130 3.500 0.21 54.41 0 0 0| 0 0 0 0 140 2.500 0.15 53.00 0 0 0| 0 25 0 0 150 1.500 0.11 52.00 0 0 0| 0 0 0 0 160 0.750 0.05 50.00 0 0 0| 0 0 0 0 180 Total 0 0 0| 0 25 0 0 Indicative a-t-m Vol 61.22 Underlying Price 95.750 Time to expiry: 267 Days Sep 10 29.500 0.73 69.25 0 0 0| 0 0 0 0 80 24.250 0.67 64.08 0 0 0| 0 0 0 0 88 22.000 0.64 62.32 0 0 0| 0 0 0 0 92 19.750 0.61 60.86 0 0 0| 0 0 0 0 96 18.000 0.57 59.74 0 0 0| 0 0 0 0 100 10.750 0.41 55.87 0 0 0| 10 10 +10 0 120 Total 0 0 0| 10 10 +10 0 Total Calls 0 0 0| 10 211 +10 0 | Equity Options 15:57 Business Day Thu 24 Dec 2009 Previous Business Day Wed 23 Dec 2009 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 | Enterprise Inns - STND OPT (ETP) Indicative a-t-m Vol 57.51 Underlying Price 95.750 Time to expiry: 85 Days Mar 10 5.250 -0.19 87.25 0 0 0| 0 0 0 0 72 5.750 -0.24 71.23 0 0 0| 0 0 0 0 80 7.500 -0.33 61.97 0 0 0| 0 0 0 0 88 8.750 -0.39 59.07 0 0 0| 0 0 0 0 92 10.500 -0.45 56.99 0 0 0| 0 0 0 0 96 12.750 -0.51 55.40 0 0 0| 0 10 0 0 100 19.250 -0.65 54.09 0 0 0| 0 10 0 0 110 27.250 -0.77 54.26 0 0 0| 0 50 0 0 120 35.750 -0.85 54.07 0 0 0| 0 5 0 0 130 45.000 -0.91 53.99 0 0 0| 0 5 0 0 140 54.500 -0.95 52.87 0 0 0| 0 60 0 0 150 64.500 -0.97 55.60 0 0 0| 0 0 0 0 160 74.250 -1.00 49.96 0 0 0| 0 0 0 0 170 84.250 -1.00 47.98 0 0 0| 0 0 0 0 180 94.250 -1.00 43.89 0 0 0| 0 0 0 0 190 104.250 -1.00 38.75 0 0 0| 0 0 0 0 200 Total 0 0 0| 0 140 0 0 Indicative a-t-m Vol 55.49 Underlying Price 95.750 Time to expiry: 176 Days Jun 10 6.750 -0.25 54.48 0 0 0| 0 0 0 0 80 10.250 -0.34 55.35 0 0 0| 0 5 0 0 88 12.500 -0.38 55.45 0 0 0| 0 0 0 0 92 14.500 -0.42 55.51 0 0 0| 0 0 0 0 96 17.000 -0.46 55.66 0 0 0| 0 0 0 0 100 23.500 -0.57 54.85 0 0 0| 0 25 0 0 110 30.750 -0.66 54.72 0 0 0| 0 0 0 0 120 38.750 -0.73 53.89 0 0 0| 0 0 0 0 130 47.500 -0.80 54.16 0 0 0| 0 3 0 0 140 56.500 -0.85 53.84 0 0 0| 0 0 0 0 150 65.750 -0.88 54.25 0 0 0| 0 0 0 0 160 85.000 -0.93 55.80 0 0 0| 0 0 0 0 180 Total 0 0 0| 0 33 0 0 Indicative a-t-m Vol 55.59 Underlying Price 95.750 Time to expiry: 267 Days Sep 10 11.000 -0.27 60.85 0 0 0| 0 0 0 0 80 13.750 -0.33 56.82 0 0 0| 0 5 0 0 88 15.750 -0.37 56.21 0 0 0| 0 0 0 0 92 17.750 -0.40 55.38 0 0 0| 0 0 0 0 96 20.250 -0.44 55.52 0 0 0| 0 0 0 0 100 33.500 -0.60 53.76 0 0 0| 0 0 0 0 120 Total 0 0 0| 0 5 0 0 Total Puts 0 0 0| 0 178 0 0 Grand Total 0 0 0| 10 389 +10 0 Equity Options 15:57 Business Day Thu 24 Dec 2009 Previous Business Day Wed 23 Dec 2009 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 | Experian Plc (EXP) Indicative a-t-m Vol 23.04 Underlying Price 614.000 Time to expiry: 85 Days Mar 10 214.000 1.00 48.32 0 0 0| 7 7 +7 0 400 194.000 1.00 42.81 0 0 0| 0 0 0 0 420 174.000 1.00 38.13 0 0 0| 0 0 0 0 440 154.000 1.00 33.28 0 0 0| 0 0 0 0 460 134.250 0.99 30.27 0 0 0| 0 10 0 0 480 94.750 0.95 25.46 0 0 0| 20 13 -20 0 520 60.500 0.79 24.52 0 0 0| 0 46 0 0 560 33.500 0.59 23.50 0 0 0| 0 70 0 0 600 23.000 0.47 22.84 0 0 0| 0 0 0 0 620 15.000 0.36 22.38 0 0 0| 0 84 0 0 640 5.500 0.17 21.84 0 0 0| 14 14 +14 0 680 2.000 0.07 22.18 0 0 0| 0 15 0 0 720 Total 0 0 0| 41 259 +1 0 Indicative a-t-m Vol 25.21 Underlying Price 614.000 Time to expiry: 176 Days Jun 10 175.000 0.95 31.80 0 0 0| 0 0 0 0 440 138.250 0.90 29.70 0 0 0| 0 5 0 0 480 104.250 0.83 28.00 0 0 0| 0 2 0 0 520 74.000 0.72 26.55 0 0 0| 0 0 0 0 560 49.250 0.58 25.47 0 0 0| 0 13 0 0 600 30.500 0.43 24.72 0 0 0| 0 18 0 0 640 17.750 0.30 24.24 0 0 0| 0 0 0 0 680 9.500 0.18 23.84 0 0 0| 0 11 0 0 720 Total 0 0 0| 0 49 0 0 Indicative a-t-m Vol 26.72 Underlying Price 614.000 Time to expiry: 267 Days Sep 10 142.750 0.87 30.48 0 0 0| 0 0 0 0 480 82.500 0.69 27.82 0 0 0| 0 4 0 0 560 59.000 0.58 26.98 0 0 0| 0 10 0 0 600 40.750 0.46 26.24 0 0 0| 0 0 0 0 640 26.750 0.34 25.54 0 0 0| 0 0 0 0 680 17.000 0.25 25.12 0 0 0| 0 0 0 0 720 Total 0 0 0| 0 14 0 0 Total Calls 0 0 0| 41 322 +1 0 | Equity Options 15:57 Business Day Thu 24 Dec 2009 Previous Business Day Wed 23 Dec 2009 Page 24 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 | Experian Plc (EXP) Indicative a-t-m Vol 24.09 Underlying Price 614.000 Time to expiry: 85 Days Mar 10 0.250 -0.01 37.18 0 0 0| 0 52 0 0 400 0.500 -0.01 35.84 0 0 0| 0 0 0 0 420 0.750 -0.02 34.39 0 0 0| 0 6 0 0 440 1.250 -0.03 32.98 0 0 0| 0 0 0 0 460 2.000 -0.05 31.33 0 0 0| 0 3 0 0 480 4.750 -0.11 28.59 0 0 0| 0 0 0 0 520 11.000 -0.23 26.43 0 0 0| 0 20 0 0 560 24.000 -0.42 24.82 0 0 0| 6 19 +6 0 600 33.000 -0.53 23.78 0 0 0| 0 0 0 0 620 45.000 -0.64 23.28 0 0 0| 0 0 0 0 640 75.500 -0.82 22.92 0 0 0| 0 0 0 0 680 111.500 -0.93 23.10 0 0 0| 7 7 +7 0 720 Total 0 0 0| 13 107 +13 0 Indicative a-t-m Vol 25.67 Underlying Price 614.000 Time to expiry: 176 Days Jun 10 4.500 -0.06 33.92 0 0 0| 0 51 0 0 440 7.750 -0.11 31.18 0 0 0| 0 0 0 0 480 13.000 -0.18 28.79 0 0 0| 0 11 0 0 520 23.000 -0.29 27.20 0 0 0| 0 30 0 0 560 37.750 -0.42 25.84 0 0 0| 3 5 0 0 600 59.250 -0.57 25.34 0 0 0| 0 8 0 0 640 86.250 -0.70 24.82 0 0 0| 0 0 0 0 680 118.500 -0.81 24.66 0 0 0| 0 0 0 0 720 Total 0 0 0| 3 105 0 0 Indicative a-t-m Vol 27.13 Underlying Price 614.000 Time to expiry: 267 Days Sep 10 15.250 -0.16 31.38 0 0 0| 0 0 0 0 480 35.750 -0.33 28.08 0 0 0| 0 10 0 0 560 53.000 -0.44 27.32 0 0 0| 0 5 0 0 600 75.500 -0.55 26.78 0 0 0| 0 0 0 0 640 102.250 -0.66 26.47 0 0 0| 0 0 0 0 680 132.250 -0.75 25.98 0 0 0| 0 0 0 0 720 Total 0 0 0| 0 15 0 0 Total Puts 0 0 0| 16 227 +13 0 Grand Total 0 0 0| 57 549 +14 0 Equity Options 15:57 Business Day Thu 24 Dec 2009 Previous Business Day Wed 23 Dec 2009 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 | GlaxoSmithKline plc - STND OPT (GXO) Indicative a-t-m Vol 14.67 Underlying Price 1331.000 Time to expiry: 22 Days Jan 10 331.500 1.00 40.67 0 0 0| 0 0 0 0 1000 231.500 1.00 26.52 0 0 0| 0 0 0 0 1100 181.500 1.00 21.19 0 0 0| 0 0 0 0 1150 131.500 0.99 17.56 0 0 0| 0 110 0 0 1200 82.500 0.96 14.38 0 0 0| 0 11 0 0 1250 39.500 0.75 14.92 0 0 0| 0 186 0 0 1300 11.500 0.36 14.51 0 0 0| 20 146 +20 0 1350 2.000 0.09 14.84 0 0 0| 25 289 +14 0 1400 0.500 0.01 21.73 0 0 0| 0 0 0 0 1500 0.500 0.01 31.80 0 0 0| 0 0 0 0 1600 Total 0 0 0| 45 742 +34 0 Indicative a-t-m Vol 17.56 Underlying Price 1331.000 Time to expiry: 57 Days Feb 10 332.000 1.00 2.00 0 0 0| 0 0 0 0 1000 232.000 1.00 20.80 0 0 0| 0 0 0 0 1100 134.500 0.94 19.03 0 0 0| 0 5 0 0 1200 90.500 0.84 18.44 0 0 0| 0 100 0 0 1250 52.000 0.66 17.39 0 0 0| 0 42 0 0 1300 26.500 0.43 17.66 0 0 0| 0 83 0 0 1350 11.000 0.23 17.14 0 0 0| 0 284 0 0 1400 1.500 0.04 18.16 0 0 0| 0 0 0 0 1500 0.500 0.01 21.01 0 0 0| 0 0 0 0 1600 Total 0 0 0| 0 514 0 0 Indicative a-t-m Vol 18.41 Underlying Price 1331.000 Time to expiry: 85 Days Mar 10 452.000 1.00 18.57 0 0 0| 0 0 0 0 880 372.000 1.00 7.83 0 0 0| 0 6 0 0 960 332.000 1.00 12.80 0 0 0| 0 3 0 0 1000 232.000 1.00 18.42 0 0 0| 0 85 0 0 1100 136.500 0.91 19.39 0 0 0| 0 221 0 0 1200 94.500 0.79 19.17 0 0 0| 0 0 0 0 1250 59.500 0.63 18.70 0 0 0| 0 2,016 0 0 1300 33.500 0.44 18.23 0 0 0| 0 3 0 0 1350 16.500 17.500 0.27 18.12 16.500 16.500 0 0 3| 0 268 -1 0 1400 3.500 0.08 18.15 0 0 0| 0 8 0 0 1500 1.000 0.02 20.08 0 0 0| 0 0 0 0 1600 Total 0 0 3| 0 2,610 -1 0 Indicative a-t-m Vol 20.40 Underlying Price 1331.000 Time to expiry: 176 Days Jun 10 372.000 0.99 27.89 0 0 0| 0 0 0 0 960 332.500 0.99 26.55 0 0 0| 0 25 0 0 1000 235.000 0.95 23.80 0 0 0| 0 666 0 0 1100 146.500 0.81 21.82 0 0 0| 0 1,461 0 0 1200 79.000 0.57 20.78 0 0 0| 15 501 0 0 1300 32.500 35.000 0.33 19.55 32.500 32.500 0 0 2| 15 1,665 0 0 1400 Equity Options 15:57 Business Day Thu 24 Dec 2009 Previous Business Day Wed 23 Dec 2009 Page 26 Calls | Block | Opening Settle Delta Vola- Daily Trade Bclear Total | Official **Open Change Exer- Exer Trans Price tility High Low Volume Volume*** Volume | Volume Int cises Price | 14.500 0.17 19.47 0 0 0| 0 20 0 0 1500 5.000 0.07 19.25 0 0 0| 0 2,000 0 0 1600 Total 0 0 2| 30 6,338 0 0 Indicative a-t-m Vol 21.19 Underlying Price 1331.000 Time to expiry: 267 Days Sep 10 332.500 0.99 25.14 0 0 0| 0 70 0 0 1000 241.000 0.89 25.78 0 0 0| 0 104 0 0 1100 155.500 0.76 22.59 0 0 0| 0 59 0 0 1200 92.500 0.55 21.43 0 0 0| 0 187 0 0 1300 50.000 0.37 20.66 0 0 0| 0 86 0 0 1400 25.000 0.22 20.09 0 0 0| 0 43 0 0 1500 12.000 0.12 19.97 0 0 0| 0 30 0 0 1600 Total 0 0 0| 0 579 0 0 Indicative a-t-m Vol 22.37 Underlying Price 1331.000 Time to expiry: 358 Days Dec 10 372.500 0.99 26.40 0 0 0| 0 0 0 0 960 334.000 0.97 26.54 0 0 0| 0 1,000 0 0 1000 166.500 0.71 23.77 0 0 0| 0 1,542 0 0 1200 107.500 0.55 22.69 0 0 0| 0 1,500 0 0 1300 64.500 0.39 21.67 0 0 0| 0 1,229 0 0 1400 21.000 0.17 21.05 0 0 0| 10 332 +10 0 1600 Total 0 0 0| 10 5,603 +10 0 Indicative a-t-m Vol 23.53 Underlying Price 1331.000 Time to expiry: 540 Days Jun 11 374.000 0.98 26.65 0 0 0| 0 0 0 0 960 336.500 0.94 26.50 0 0 0| 0 0 0 0 1000 184.500 0.68 24.74 0 0 0| 0 0 0 0 1200 88.000 0.42 22.89 0 0 0| 0 0 0 0 1400 37.500 0.23 22.02 0 0 0| 0 0 0 0 1600 Total 0 0 0| 0 0 0 0 Indicative a-t-m Vol 22.36 Underlying Price 1331.000 Time to expiry: 722 Days Dec 11 376.000 0.96 27.24 0 0 0| 0 0 0 0 960 339.000 0.92 26.30 0 0 0| 0 0 0 0 1000 188.000 0.67 23.36 0 0 0| 0 210 0 0 1200 95.500 0.43 21.84 0 0 0| 0 0 0 0 1400 39.500 0.23 20.00 0 0 0| 0 0 0 0 1600 Total 0 0 0| 0 210 0 0 Indicative a-t-m Vol 22.36 Underlying Price 1331.000 Time to expiry: 1093 Days Dec 12 199.500 0.66 23.36 0 0 0| 0 0 0 0 1200 111.000 0.45 21.84 0 0 0| 0 0 0 0 1400 53.500 0.27 20.00 0 0 0| 0 0 0 0 1600 Total 0 0 0| 0 0 0 0 Total Calls 0 0 5| 85 16,596 +43 0 | Equity Options 15:57 Business Day Thu 24 Dec 2009 Previous Business Day Wed 23 Dec 2009 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 | GlaxoSmithKline plc - STND OPT (GXO) Indicative a-t-m Vol 15.33 Underlying Price 1331.000 Time to expiry: 22 Days Jan 10 CAB 0.00 37.13 0 0 0| 0 0 0 0 1000 CAB -0.01 30.85 0 0 0| 0 72 0 0 1100 0.500 -0.01 26.19 0 0 0| 0 1,013 0 0 1150 0.500 -0.03 21.74 0 0 0| 0 146 0 0 1200 2.500 -0.08 18.35 0 0 0| 0 68 0 0 1250 8.500 -0.26 15.39 0 0 0| 0 107 0 0 1300 31.000 -0.63 15.30 0 0 0| 0 0 0 0 1350 71.500 -0.89 16.16 0 0 0| 0 10 0 0 1400 169.000 -0.98 22.67 0 0 0| 0 0 0 0 1500 270.000 -0.97 38.10 0 0 0| 0 0 0 0 1600 Total 0 0 0| 0 1,416 0 0 Indicative a-t-m Vol 17.80 Underlying Price 1331.000 Time to expiry: 57 Days Feb 10 1.000 -0.01 32.63 0 0 0| 0 3 0 0 1000 1.500 -0.03 24.95 0 0 0| 0 15 0 0 1100 5.500 -0.11 19.38 0 0 0| 0 75 0 0 1200 15.000 -0.24 19.23 0 0 0| 5 145 +5 0 1250 30.500 -0.42 17.96 0 0 0| 0 15 0 0 1300 58.000 -0.64 17.71 0 0 0| 0 4 0 0 1350 101.500 95.500 -0.80 17.76 101.500 101.500 0 0 15| 0 0 0 0 1400 187.500 -0.95 19.65 0 0 0| 0 0 0 0 1500 286.000 -0.98 22.56 0 0 0| 0 0 0 0 1600 Total 0 0 15| 5 257 +5 0 Indicative a-t-m Vol 18.82 Underlying Price 1331.000 Time to expiry: 85 Days Mar 10 CAB 0.00 29.51 0 0 0| 0 115 0 0 880 0.500 -0.01 27.11 0 0 0| 0 228 0 0 960 1.000 -0.01 26.53 0 0 0| 0 58 0 0 1000 3.500 -0.05 23.39 0 0 0| 0 1,639 0 0 1100 13.500 -0.17 21.33 0 0 0| 2 1,833 0 0 1200 24.000 -0.28 20.18 0 0 0| 0 44 0 0 1250 41.500 -0.43 19.17 0 0 0| 12 98 +10 0 1300 67.500 -0.60 18.60 0 0 0| 0 0 0 0 1350 101.500 -0.75 18.19 0 0 0| 0 44 0 0 1400 190.000 -0.91 19.60 0 0 0| 0 0 0 0 1500 287.000 -0.97 21.52 0 0 0| 0 1 0 0 1600 Total 0 0 0| 14 4,060 +10 0 Indicative a-t-m Vol 19.15 Underlying Price 1331.000 Time to expiry: 176 Days Jun 10 5.000 5.000 -0.04 27.06 5.000 S 5.000 S 0 0 1| 0 58 0 0 960 7.000 -0.06 26.18 0 0 0| 0 328 0 0 1000 15.500 -0.14 23.39 0 0 0| 0 843 0 0 1100 34.500 -0.27 21.08 0 0 0| 0 1,516 0 0 1200 72.000 -0.48 19.70 0 0 0| 0 203 0 0 1300 130.000 -0.71 17.93 0 0 0| 0 50 0 0 1400 208.500 -0.90 15.53 0 0 0| 0 0 0 0 1500 Equity Options 15:57 Business Day Thu 24 Dec 2009 Previous Business Day Wed 23 Dec 2009 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 | 303.500 -0.98 14.78 0 0 0| 0 15 0 0 1600 Total 0 0 1| 0 3,013 0 0 Indicative a-t-m Vol 20.08 Underlying Price 1331.000 Time to expiry: 267 Days Sep 10 16.000 -0.11 25.82 0 0 0| 0 65 0 0 1000 29.000 -0.19 23.27 0 0 0| 0 80 0 0 1100 55.500 -0.32 21.73 0 0 0| 0 142 0 0 1200 100.000 97.000 -0.49 20.37 100.000 100.000 0 0 12| 0 47 0 0 1300 157.500 -0.67 19.46 0 0 0| 15 16 +8 0 1400 230.500 -0.83 17.55 0 0 0| 0 0 0 0 1500 320.500 -0.92 17.47 0 0 0| 0 30 0 0 1600 Total 0 0 12| 15 380 +8 0 Indicative a-t-m Vol 20.98 Underlying Price 1331.000 Time to expiry: 358 Days Dec 10 19.500 20.000 -0.11 26.24 19.500 S 19.500 S 0 0 1| 3 309 0 0 960 26.000 -0.14 25.61 0 0 0| 0 3,539 0 0 1000 75.000 76.500 -0.35 22.59 75.000 75.000 0 0 5| 0 2,169 0 0 1200 124.000 121.000 -0.50 21.30 124.000 124.000 0 0 15| 30 2,310 +30 0 1300 180.500 -0.65 20.26 0 0 0| 0 17 0 0 1400 337.000 -0.88 18.35 0 0 0| 0 250 0 0 1600 Total 0 0 21| 33 8,594 +30 0 Indicative a-t-m Vol 22.43 Underlying Price 1331.000 Time to expiry: 540 Days Jun 11 38.500 -0.16 26.29 0 0 0| 0 0 0 0 960 47.500 -0.19 25.83 0 0 0| 0 0 0 0 1000 112.500 -0.38 23.44 0 0 0| 0 0 0 0 1200 222.000 -0.61 21.89 0 0 0| 0 0 0 0 1400 372.000 -0.80 20.86 0 0 0| 0 0 0 0 1600 Total 0 0 0| 0 0 0 0 Indicative a-t-m Vol 22.42 Underlying Price 1331.000 Time to expiry: 722 Days Dec 11 59.000 -0.19 27.01 0 0 0| 0 0 0 0 960 68.500 -0.22 26.27 0 0 0| 0 0 0 0 1000 135.000 -0.40 23.36 0 0 0| 0 200 0 0 1200 246.000 -0.60 21.92 0 0 0| 0 0 0 0 1400 386.000 -0.78 20.00 0 0 0| 0 0 0 0 1600 Total 0 0 0| 0 200 0 0 Indicative a-t-m Vol 22.42 Underlying Price 1331.000 Time to expiry: 1093 Days Dec 12 178.000 -0.42 23.36 0 0 0| 0 0 0 0 1200 288.000 -0.59 21.92 0 0 0| 0 0 0 0 1400 421.000 -0.75 20.00 0 0 0| 0 0 0 0 1600 Total 0 0 0| 0 0 0 0 Total Puts 0 0 49| 67 17,920 +53 0 Grand Total 0 0 54| 152 34,516 +96 0 Equity Options 15:57 Business Day Thu 24 Dec 2009 Previous Business Day Wed 23 Dec 2009 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 | HBOS ex event Contracts - STND OPT (HAX) Indicative a-t-m Vol 80.75 Underlying Price 49.270 Time to expiry: 358 Days Dec 10 CAB 0.02 80.75 0 0 0| 0 1,000 0 0 370 Total 0 0 0| 0 1,000 0 0 Total Calls 0 0 0| 0 1,000 0 0 | Home Retail Group Plc (HRG) Indicative a-t-m Vol 30.56 Underlying Price 284.000 Time to expiry: 85 Days Mar 10 66.750 66.750 0.92 40.63 66.750 S 66.750 S 0 0 2| 0 8 0 0 220 48.500 0.86 35.89 0 0 0| 0 0 0 0 240 32.250 0.74 32.84 0 0 0| 0 0 0 0 260 25.250 0.66 31.74 0 0 0| 0 0 0 0 270 19.250 0.57 30.82 0 0 0| 0 0 0 0 280 14.250 0.48 30.17 0 0 0| 0 8 0 0 290 10.250 0.38 29.68 0 0 0| 0 17 0 0 300 4.750 0.22 28.70 0 0 0| 0 23 0 0 320 2.000 0.11 28.13 0 0 0| 0 3 0 0 340 0.750 0.04 27.55 0 0 0| 0 8 0 0 360 Total 0 0 2| 0 67 0 0 Indicative a-t-m Vol 31.48 Underlying Price 284.000 Time to expiry: 176 Days Jun 10 49.250 0.85 29.60 0 0 0| 0 0 0 0 240 35.750 0.71 30.96 0 0 0| 0 0 0 0 260 25.000 0.57 31.61 0 0 0| 0 0 0 0 280 16.000 0.43 30.95 0 0 0| 0 8 0 0 300 9.500 0.30 29.83 0 0 0| 0 20 0 0 320 5.250 0.19 29.07 0 0 0| 0 0 0 0 340 3.000 0.12 28.90 0 0 0| 0 9 0 0 360 Total 0 0 0| 0 37 0 0 Total Calls 0 0 2| 0 104 0 0 | Equity Options 15:57 Business Day Thu 24 Dec 2009 Previous Business Day Wed 23 Dec 2009 Page 30 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 | HBOS ex event Contracts - STND OPT (HAX) Indicative a-t-m Vol 80.75 Underlying Price 49.270 Time to expiry: 358 Days Dec 10 320.500 -1.00 80.75 0 0 0| 0 0 0 0 370 Total 0 0 0| 0 0 0 0 Total Puts 0 0 0| 0 0 0 0 Grand Total 0 0 0| 0 1,000 0 0 Home Retail Group Plc (HRG) Indicative a-t-m Vol 30.76 Underlying Price 284.000 Time to expiry: 85 Days Mar 10 1.250 -0.05 34.62 0 0 0| 0 0 0 0 220 3.500 -0.14 34.71 0 0 0| 0 15 0 0 240 7.750 -0.26 33.03 0 0 0| 0 10 0 0 260 10.750 -0.34 31.84 0 0 0| 0 0 0 0 270 14.750 -0.43 31.02 0 0 0| 0 43 0 0 280 19.750 -0.52 30.38 0 0 0| 0 0 0 0 290 25.750 -0.62 29.90 0 0 0| 0 2 0 0 300 40.750 -0.77 30.34 0 0 0| 0 1 0 0 320 58.750 -0.86 32.66 0 0 0| 0 0 0 0 340 77.250 78.000 -0.89 37.12 77.500 77.250 S 0 0 6| 4 4 +4 0 360 Total 0 0 6| 4 75 +4 0 Indicative a-t-m Vol 31.14 Underlying Price 284.000 Time to expiry: 176 Days Jun 10 10.750 -0.24 34.29 0 0 0| 0 7 0 0 240 17.750 -0.36 33.00 0 0 0| 0 4 0 0 260 26.750 -0.49 31.31 0 0 0| 0 8 0 0 280 38.750 -0.62 30.45 0 0 0| 0 24 0 0 300 53.000 -0.74 29.38 0 0 0| 0 2 0 0 320 69.500 -0.83 28.76 0 0 0| 0 0 0 0 340 87.250 -0.90 28.72 0 0 0| 0 0 0 0 360 Total 0 0 0| 0 45 0 0 Total Puts 0 0 6| 4 120 +4 0 Grand Total 0 0 8| 4 1,224 +4 0 Equity Options 15:57 Business Day Thu 24 Dec 2009 Previous Business Day Wed 23 Dec 2009 Page 31 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 | HSBC Holdings plc - STND OPT (HSB) Indicative a-t-m Vol 22.88 Underlying Price 718.900 Time to expiry: 22 Days Jan 10 119.500 0.98 35.61 0 0 0| 0 4 0 0 600 80.500 0.95 29.22 0 0 0| 0 0 0 0 640 61.500 0.91 26.47 0 0 0| 0 42 0 0 660 44.000 0.82 25.23 0 0 0| 2 177 0 0 680 28.000 0.69 23.40 0 0 0| 40 178 +8 0 700 16.000 0.50 22.82 0 0 0| 25 134 +15 0 720 8.000 0.31 22.22 0 0 0| 51 128 +51 0 740 3.500 0.16 21.83 0 0 0| 5 108 +5 0 760 1.500 0.07 21.86 0 0 0| 0 5,325 0 0 780 0.500 0.03 22.07 0 0 0| 0 115 0 0 800 CAB 0.00 23.02 0 0 0| 0 0 0 0 840 Total 0 0 0| 123 6,211 +79 0 Indicative a-t-m Vol 26.70 Underlying Price 718.900 Time to expiry: 57 Days Feb 10 124.000 0.91 35.46 0 0 0| 0 0 0 0 600 87.500 0.84 31.30 0 0 0| 0 60 0 0 640 70.500 0.79 29.40 0 0 0| 0 0 0 0 660 56.000 0.71 28.79 0 0 0| 0 40 0 0 680 41.500 0.62 27.17 0 0 0| 0 0 0 0 700 30.500 0.52 26.64 0 0 0| 4 69 +2 0 720 21.500 0.42 26.09 0 0 0| 2 28 +2 0 740 11.000 14.000 0.31 25.28 11.500 S 11.000 S 0 0 10| 8 39 +8 0 760 9.000 0.22 25.02 0 0 0| 0 25 0 0 780 5.500 0.15 24.66 0 0 0| 0 32 0 0 800 1.500 0.06 23.90 0 0 0| 0 10 0 0 840 Total 0 0 10| 14 303 +12 0 Indicative a-t-m Vol 28.97 Underlying Price 718.900 Time to expiry: 85 Days Mar 10 400.000 1.00 68.41 0 0 0| 0 0 0 0 320 380.000 1.00 65.47 0 0 0| 0 0 0 0 340 360.000 1.00 56.70 0 0 0| 0 0 0 0 360 340.000 1.00 51.34 0 0 0| 0 0 0 0 380 320.000 1.00 46.38 0 0 0| 0 0 0 0 400 300.500 0.99 51.15 0 0 0| 0 0 0 0 420 280.500 0.99 46.75 0 0 0| 0 0 0 0 440 261.000 0.98 46.84 0 0 0| 0 0 0 0 460 241.500 0.98 45.71 0 0 0| 0 0 0 0 480 202.000 0.96 40.83 0 0 0| 0 525 0 0 520 157.500 165.000 0.93 39.23 157.500 S 157.500 S 0 0 2| 5 116 +5 0 560 128.000 0.88 35.43 0 0 0| 0 523 0 0 600 94.000 0.80 32.85 0 0 0| 0 115 0 0 640 78.000 0.75 31.26 0 0 0| 0 0 0 0 660 63.500 0.68 30.33 0 0 0| 0 2,445 0 0 680 51.000 0.61 29.69 0 0 0| 0 0 0 0 700 39.500 0.53 28.89 0 0 0| 50 5,531 +40 0 720 Equity Options 15:57 Business Day Thu 24 Dec 2009 Previous Business Day Wed 23 Dec 2009 Page 32 Calls | Block | Opening Settle Delta Vola- Daily Trade Bclear Total | Official **Open Change Exer- Exer Trans Price tility High Low Volume Volume*** Volume | Volume Int cises Price | 30.500 0.45 28.47 0 0 0| 0 0 0 0 740 22.500 0.37 27.96 0 0 0| 25 983 +20 0 760 9.500 12.000 0.23 27.42 9.500 9.500 0 0 6| 0 2,202 0 0 800 3.000 0.08 27.96 0 0 0| 0 80 0 0 880 Total 0 0 8| 80 12,520 +65 0 Indicative a-t-m Vol 30.31 Underlying Price 718.900 Time to expiry: 176 Days Jun 10 440.500 1.00 65.70 0 0 0| 0 0 0 0 279 406.000 1.00 57.79 0 0 0| 0 0 0 0 314 371.000 1.00 49.85 0 0 0| 0 0 0 0 349 338.000 0.98 53.61 0 0 0| 0 0 0 0 383 303.500 0.98 47.55 0 0 0| 0 0 0 0 418 236.500 0.94 43.00 0 0 0| 0 55 0 0 488 172.000 0.88 37.24 0 0 0| 0 1,199 0 0 558 115.500 0.77 33.62 0 0 0| 0 829 0 0 627 68.500 0.59 30.78 0 0 0| 0 3,798 0 0 697 36.000 0.40 29.20 0 0 0| 0 2,393 0 0 767 17.500 0.24 28.32 0 0 0| 25 658 +5 0 837 11.500 0.17 27.87 0 0 0| 13 2,593 +13 0 871 11.000 0.16 28.06 0 0 0| 0 30 0 0 880 Total 0 0 0| 38 11,555 +18 0 Indicative a-t-m Vol 30.77 Underlying Price 718.900 Time to expiry: 267 Days Sep 10 177.000 0.84 37.08 0 0 0| 0 25 0 0 560 115.500 0.71 32.86 0 0 0| 0 1,029 0 0 640 90.500 0.63 31.74 0 0 0| 0 96 0 0 680 69.500 0.54 30.72 0 0 0| 0 220 0 0 720 52.500 0.45 30.19 0 0 0| 0 1,291 0 0 760 38.500 0.37 29.55 0 0 0| 0 147 0 0 800 19.500 0.22 28.37 0 0 0| 0 1,075 0 0 880 Total 0 0 0| 0 3,883 0 0 Indicative a-t-m Vol 31.65 Underlying Price 718.900 Time to expiry: 358 Days Dec 10 441.000 0.99 56.73 0 0 0| 0 0 0 0 279 406.000 0.99 51.78 0 0 0| 0 0 0 0 314 372.000 0.98 49.84 0 0 0| 0 0 0 0 349 339.500 0.97 47.21 0 0 0| 0 0 0 0 383 307.000 0.95 45.64 0 0 0| 0 0 0 0 418 243.500 0.90 40.90 0 0 0| 0 1,407 0 0 488 184.000 0.82 36.45 0 0 0| 0 2,572 0 0 558 133.500 0.71 33.61 0 0 0| 0 1,381 0 0 627 92.500 0.59 32.09 0 0 0| 0 3,125 0 0 697 61.500 0.46 30.64 0 0 0| 60 1,045 +35 0 767 38.000 0.33 29.45 0 0 0| 0 308 0 0 837 29.500 0.28 28.94 0 0 0| 0 1,768 0 0 871 27.500 0.26 28.80 0 0 0| 0 25 0 0 880 Total 0 0 0| 60 11,631 +35 0 Indicative a-t-m Vol 31.29 Underlying Price 718.900 Time to expiry: 540 Days Jun 11 Equity Options 15:57 Business Day Thu 24 Dec 2009 Previous Business Day Wed 23 Dec 2009 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 | 288.500 0.92 40.16 0 0 0| 0 0 0 0 440 254.500 0.88 38.37 0 0 0| 0 0 0 0 480 192.500 0.79 35.39 0 0 0| 0 0 0 0 560 140.000 0.68 33.06 0 0 0| 0 0 0 0 640 98.000 0.56 31.25 0 0 0| 0 1,025 0 0 720 65.500 0.44 29.86 0 0 0| 0 480 0 0 800 42.500 0.32 28.81 0 0 0| 0 0 0 0 880 Total 0 0 0| 0 1,505 0 0 Indicative a-t-m Vol 31.36 Underlying Price 718.900 Time to expiry: 722 Days Dec 11 442.000 0.99 53.06 0 0 0| 0 0 0 0 279 408.000 0.98 48.79 0 0 0| 0 0 0 0 314 374.500 0.96 45.45 0 0 0| 0 30 0 0 349 343.500 0.95 42.85 0 0 0| 0 0 0 0 383 312.000 0.92 40.66 0 0 0| 0 0 0 0 418 254.000 0.86 37.24 0 0 0| 0 250 0 0 488 203.000 0.78 34.82 0 0 0| 0 30 0 0 558 160.500 0.70 33.20 0 0 0| 0 76 0 0 627 153.000 0.68 32.84 0 0 0| 0 550 0 0 640 112.500 0.57 31.32 0 0 0| 0 61 0 0 720 80.500 0.47 30.13 0 0 0| 0 134 0 0 800 56.000 0.37 29.05 0 0 0| 0 0 0 0 880 Total 0 0 0| 0 1,131 0 0 Indicative a-t-m Vol 31.93 Underlying Price 718.900 Time to expiry: 1093 Days Dec 12 176.000 0.69 33.36 0 0 0| 0 0 0 0 640 138.500 0.60 31.90 0 0 0| 0 0 0 0 720 107.000 0.51 30.66 0 0 0| 0 0 0 0 800 Total 0 0 0| 0 0 0 0 Total Calls 0 0 18| 315 48,739 +209 0 | Equity Options 15:57 Business Day Thu 24 Dec 2009 Previous Business Day Wed 23 Dec 2009 Page 34 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 | HSBC Holdings plc - STND OPT (HSB) Indicative a-t-m Vol 22.72 Underlying Price 718.900 Time to expiry: 22 Days Jan 10 CAB 0.00 23.47 0 0 0| 0 11 0 0 600 0.500 -0.04 26.51 0 0 0| 0 275 0 0 640 2.000 -0.09 25.92 0 0 0| 0 1,464 0 0 660 6.000 4.500 -0.18 25.38 6.000 6.000 0 0 6| 0 1,202 0 0 680 9.000 -0.32 23.90 0 0 0| 0 425 0 0 700 16.500 -0.50 22.59 0 0 0| 3 165 0 0 720 28.000 -0.70 21.14 0 0 0| 0 29 0 0 740 44.000 -0.85 20.83 0 0 0| 0 29 0 0 760 62.500 -0.92 23.03 0 0 0| 0 0 0 0 780 81.500 -0.97 22.54 0 0 0| 0 25 0 0 800 121.500 -0.99 29.01 0 0 0| 0 0 0 0 840 Total 0 0 6| 3 3,625 0 0 Indicative a-t-m Vol 27.41 Underlying Price 718.900 Time to expiry: 57 Days Feb 10 3.000 -0.07 32.90 0 0 0| 0 360 0 0 600 7.000 -0.15 30.25 0 0 0| 0 460 0 0 640 13.000 11.000 -0.21 29.59 13.000 S 12.000 S 0 0 10| 15 45 +15 0 660 15.500 -0.29 28.39 0 0 0| 0 273 0 0 680 22.000 -0.38 27.46 0 0 0| 0 1,128 0 0 700 31.500 -0.48 27.40 0 0 0| 0 578 0 0 720 41.500 -0.59 26.20 0 0 0| 0 55 0 0 740 54.500 -0.69 25.67 0 0 0| 0 0 0 0 760 70.000 -0.77 25.94 0 0 0| 0 0 0 0 780 86.000 -0.85 25.07 0 0 0| 0 0 0 0 800 123.000 -0.93 26.22 0 0 0| 0 0 0 0 840 Total 0 0 10| 15 2,899 +15 0 Indicative a-t-m Vol 30.00 Underlying Price 718.900 Time to expiry: 85 Days Mar 10 0.500 -0.01 70.50 0 0 0| 0 29 0 0 320 0.500 -0.01 67.53 0 0 0| 0 74 0 0 340 1.000 -0.01 64.46 0 0 0| 0 74 0 0 360 1.000 -0.01 61.39 0 0 0| 0 1 0 0 380 1.000 -0.01 58.36 0 0 0| 0 73 0 0 400 1.500 -0.02 55.42 0 0 0| 0 46 0 0 420 1.500 -0.02 52.59 0 0 0| 0 190 0 0 440 2.000 -0.03 49.90 0 0 0| 0 1,840 0 0 460 2.500 -0.03 47.36 0 0 0| 0 449 0 0 480 3.500 -0.05 42.93 0 0 0| 0 558 0 0 520 5.000 -0.08 38.35 0 0 0| 0 2,581 0 0 560 9.500 -0.14 35.87 0 0 0| 0 3,374 0 0 600 16.000 -0.22 33.38 0 0 0| 3 2,326 +3 0 640 21.000 -0.28 32.06 0 0 0| 0 0 0 0 660 27.000 -0.34 31.13 0 0 0| 8 10,789 0 0 680 39.000 34.500 -0.41 30.21 39.000 39.000 0 0 25| 0 0 0 0 700 44.500 -0.49 29.97 0 0 0| 0 828 0 0 720 54.500 -0.57 29.06 0 0 0| 0 0 0 0 740 Equity Options 15:57 Business Day Thu 24 Dec 2009 Previous Business Day Wed 23 Dec 2009 Page 35 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 | 68.000 -0.64 29.18 0 0 0| 0 905 0 0 760 97.500 -0.77 28.60 0 0 0| 0 140 0 0 800 179.500 168.500 -0.92 29.50 179.500 S 179.500 S 0 0 2| 5 31 +5 0 880 Total 0 0 27| 16 24,308 +8 0 Indicative a-t-m Vol 31.04 Underlying Price 718.900 Time to expiry: 176 Days Jun 10 1.000 -0.01 62.43 0 0 0| 0 46 0 0 279 1.500 -0.01 59.27 0 0 0| 0 121 0 0 314 2.500 -0.02 55.77 0 0 0| 0 35 0 0 349 3.500 -0.03 52.39 0 0 0| 0 2,423 0 0 383 4.500 -0.04 48.94 0 0 0| 5 135 -5 0 418 8.500 -0.08 42.65 0 0 0| 0 5,598 0 0 488 16.500 -0.15 38.31 0 0 0| 0 5,501 0 0 558 30.500 -0.26 34.34 0 0 0| 10 4,090 0 0 627 55.000 -0.42 31.53 0 0 0| 5 7,075 +5 0 697 93.500 -0.60 29.92 0 0 0| 0 40 0 0 767 145.500 -0.76 29.77 0 0 0| 0 25 0 0 837 173.000 -0.82 29.03 0 0 0| 0 1 0 0 871 181.500 -0.83 29.41 0 0 0| 25 25 +25 0 880 Total 0 0 0| 45 25,115 +25 0 Indicative a-t-m Vol 31.53 Underlying Price 718.900 Time to expiry: 267 Days Sep 10 27.000 -0.19 37.18 0 0 0| 0 994 0 0 560 48.500 -0.31 33.76 0 0 0| 10 194 0 0 640 63.500 -0.39 32.32 0 0 0| 0 1,125 0 0 680 83.000 -0.47 31.49 0 0 0| 0 511 0 0 720 105.500 -0.56 30.51 0 0 0| 0 75 0 0 760 132.500 -0.64 30.24 0 0 0| 0 229 0 0 800 195.000 -0.76 30.29 0 0 0| 0 0 0 0 880 Total 0 0 0| 10 3,128 0 0 Indicative a-t-m Vol 32.30 Underlying Price 718.900 Time to expiry: 358 Days Dec 10 3.500 -0.02 52.93 0 0 0| 0 2,000 0 0 279 5.000 -0.03 50.28 0 0 0| 0 25 0 0 314 7.000 -0.04 47.70 0 0 0| 0 35 0 0 349 10.000 -0.06 46.00 0 0 0| 0 50 0 0 383 12.500 -0.08 43.57 0 0 0| 0 2,150 0 0 418 22.000 -0.13 39.99 0 0 0| 0 3,423 0 0 488 36.000 -0.21 36.93 0 0 0| 0 1,615 0 0 558 57.000 -0.31 34.66 0 0 0| 0 1,950 0 0 627 86.000 -0.42 32.71 0 0 0| 0 4,020 0 0 697 125.000 -0.55 31.34 0 0 0| 0 64 0 0 767 172.000 -0.67 30.28 0 0 0| 0 80 0 0 837 200.000 -0.71 30.90 0 0 0| 0 275 0 0 871 203.000 -0.74 29.24 0 0 0| 0 0 0 0 880 Total 0 0 0| 0 15,687 0 0 Indicative a-t-m Vol 32.43 Underlying Price 718.900 Time to expiry: 540 Days Jun 11 25.500 -0.12 40.95 0 0 0| 0 0 0 0 440 Equity Options 15:57 Business Day Thu 24 Dec 2009 Previous Business Day Wed 23 Dec 2009 Page 36 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 | 32.500 -0.15 39.08 0 0 0| 0 0 0 0 480 53.000 -0.23 36.55 0 0 0| 0 0 0 0 560 81.000 -0.33 34.16 0 0 0| 0 51 0 0 640 119.000 -0.45 32.38 0 0 0| 0 525 0 0 720 166.000 -0.56 31.17 0 0 0| 0 0 0 0 800 223.000 -0.67 30.56 0 0 0| 0 0 0 0 880 Total 0 0 0| 0 576 0 0 Indicative a-t-m Vol 33.42 Underlying Price 718.900 Time to expiry: 722 Days Dec 11 12.000 -0.05 48.95 0 0 0| 0 30 0 0 279 15.500 -0.06 46.83 0 0 0| 0 65 0 0 314 19.500 -0.08 44.65 0 0 0| 0 25 0 0 349 25.000 -0.10 43.34 0 0 0| 0 50 0 0 383 30.500 -0.12 41.54 0 0 0| 0 50 0 0 418 46.000 -0.17 38.89 0 0 0| 0 2,250 0 0 488 66.500 -0.24 36.79 0 0 0| 0 52 0 0 558 92.500 -0.32 35.09 0 0 0| 0 550 0 0 627 98.000 -0.33 34.82 0 0 0| 0 550 0 0 640 137.000 -0.43 33.39 0 0 0| 0 45 0 0 720 183.500 -0.53 32.34 0 0 0| 0 0 0 0 800 237.000 -0.62 31.52 0 0 0| 0 0 0 0 880 Total 0 0 0| 0 3,667 0 0 Indicative a-t-m Vol 33.70 Underlying Price 718.900 Time to expiry: 1093 Days Dec 12 121.500 -0.32 35.20 0 0 0| 0 0 0 0 640 159.000 -0.40 33.66 0 0 0| 0 0 0 0 720 204.000 -0.48 32.67 0 0 0| 0 0 0 0 800 Total 0 0 0| 0 0 0 0 Total Puts 0 0 43| 89 79,005 +48 0 Grand Total 0 0 61| 404 127,744 +257 0 Cable & Wireless Plc (CWQ) Grand Total 0 0 61| 404 128,075 +257 0 Cable & Wireless plc (CWX) Grand Total 0 0 61| 404 128,075 +257 0 Cable & Wireless Plc (CWQ) Grand Total 0 0 61| 404 133,372 +257 0 Cable & Wireless plc (CWX) Indicative a-t-m Vol 0.00 Underlying Price 140.000 Time to expiry: 85 Days 19 Mar 10 2.230 -0.19 29.51 N/A 0 0| 0 0 0 0 125 TotalN/A 0 0| 0 0 0 0 Indicative a-t-m Vol 0.00 Underlying Price 140.000 Time to expiry: 722 Days 16 Dec 11 66.920 -0.86 25.07 N/A 0 0| 0 2,500 0 0 190 TotalN/A 0 0| 0 2,500 0 0 Total PutsN/A 0 0| 0 2,500 0 0 Grand TotalN/A 0 61| 404 138,372 +257 0 Carrefour SA (CMQ) Equity Options 15:57 Business Day Thu 24 Dec 2009 Previous Business Day Wed 23 Dec 2009 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 | Indicative a-t-m Vol 0.00 Underlying Price 33.6150 Time to expiry: 358 Days 17 Dec 10 4.2937 -0.49 28.80 N/A 0 0| 0 1,500 0 0 3400 11.5215 -0.84 25.84 N/A 0 0| 0 1,500 0 0 4400 16.9985 -0.94 24.69 N/A 0 0| 0 1,000 0 0 5000 TotalN/A 0 0| 0 4,000 0 0 Indicative a-t-m Vol 0.00 Underlying Price 33.6150 Time to expiry: 722 Days 16 Dec 11 16.6199 -0.80 28.29 N/A 0 0| 0 1,750 0 0 4800 TotalN/A 0 0| 0 1,750 0 0 Total PutsN/A 0 0| 0 5,750 0 0 Grand TotalN/A 0 61| 404 156,122 +257 0 Centrica Plc (CRQ) Grand TotalN/A 0 61| 404 156,122 +257 0 Centrica plc (CRX) Grand TotalN/A 0 61| 404 156,122 +257 0 CFR ex-event package - Amer Phys FLEX Opt (CFQ) Grand TotalN/A 0 61| 404 172,422 +257 0 Cie de Saint-Gobain (SGQ) Indicative a-t-m Vol 0.00 Underlying Price 37.5750 Time to expiry: 722 Days 16 Dec 11 8.1800 -0.37 43.67 N/A 0 0| 0 500 0 0 3600 TotalN/A 0 0| 0 500 0 0 Total PutsN/A 0 0| 0 500 0 0 Grand TotalN/A 0 61| 404 192,422 +257 0 Commerzbank AG (CBJ) Indicative a-t-m Vol 0.00 Underlying Price 5.9600 Time to expiry: 22 Days 15 Jan 10 CAB 0.00 87.77 N/A 0 0| 0 14,500 0 0 260 0.2141 -0.52 32.38 N/A 0 0| 0 40,000 0 0 600 TotalN/A 0 0| 0 54,500 0 0 Indicative a-t-m Vol 0.00 Underlying Price 5.9600 Time to expiry: 43 Days 5 Feb 10 0.0176 -0.03 68.53 N/A 0 0| 0 6,600 0 0 392 TotalN/A 0 0| 0 6,600 0 0 Indicative a-t-m Vol 0.00 Underlying Price 5.9600 Time to expiry: 57 Days 19 Feb 10 0.1360 -0.20 46.24 N/A 0 0| 0 5,800 0 0 520 TotalN/A 0 0| 0 5,800 0 0 Indicative a-t-m Vol 0.00 Underlying Price 5.9600 Time to expiry: 85 Days 19 Mar 10 0.0091 -0.01 80.59 N/A 0 0| 0 5,000 0 0 260 0.0091 -0.01 73.99 N/A 0 0| 0 2,500 0 0 280 TotalN/A 0 0| 0 7,500 0 0 Indicative a-t-m Vol 0.00 Underlying Price 5.9600 Time to expiry: 176 Days 18 Jun 10 0.7999 -0.44 48.02 N/A 0 0| 0 2,150 0 0 600 TotalN/A 0 0| 0 2,150 0 0 Equity Options 15:57 Business Day Thu 24 Dec 2009 Previous Business Day Wed 23 Dec 2009 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 | Indicative a-t-m Vol 0.00 Underlying Price 5.9600 Time to expiry: 267 Days 17 Sep 10 0.3362 -0.18 53.25 N/A 0 0| 0 3,950 0 0 440 0.7768 -0.35 49.18 N/A 0 0| 0 1,550 0 0 560 0.9816 -0.42 48.62 N/A 0 0| 0 6,350 0 0 600 TotalN/A 0 0| 0 11,850 0 0 Indicative a-t-m Vol 0.00 Underlying Price 5.9600 Time to expiry: 358 Days 17 Dec 10 2.0199 -0.58 47.55 N/A 0 0| 0 7,500 0 0 740 TotalN/A 0 0| 0 7,500 0 0 Total PutsN/A 0 0| 0 95,900 0 0 Grand TotalN/A 0 61| 404 351,822 +257 0 Compass Group plc (CPX) Indicative a-t-m Vol 0.00 Underlying Price 454.000 Time to expiry: 22 Days 15 Jan 10 4.730 -0.28 23.50 N/A 0 0| 0 0 0 0 440 TotalN/A 0 0| 0 0 0 0 Total PutsN/A 0 0| 0 0 0 0 Grand TotalN/A 0 61| 404 351,822 +257 0 Credit Agricole SA (ACQ) Indicative a-t-m Vol 0.00 Underlying Price 12.1700 Time to expiry: 358 Days 17 Dec 10 0.5446 -0.13 54.21 N/A 0 0| 0 2,500 0 0 750 6.9700 -0.85 38.66 N/A 0 0| 0 2,500 0 0 1846 TotalN/A 0 0| 0 5,000 0 0 Indicative a-t-m Vol 0.00 Underlying Price 12.1700 Time to expiry: 540 Days 17 Jun 11 3.7160 -0.52 43.51 N/A 0 0| 0 11,235 0 0 1350 TotalN/A 0 0| 0 11,235 0 0 Total PutsN/A 0 0| 0 16,235 0 0 Grand TotalN/A 0 61| 404 393,792 +257 0 Credit Suisse Group (CHQ) Indicative a-t-m Vol 0.00 Underlying Price 51.550 Time to expiry: 57 Days 19 Feb 10 1.031 -0.19 43.52 N/A 0 0| 0 0 0 0 450 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 37.4200 Time to expiry: 57 Days 19 Feb 10 0.4820 -0.14 40.27 N/A 0 0| 0 3,000 0 0 3200 TotalN/A 0 0| 0 3,000 0 0 Total PutsN/A 0 0| 0 3,000 0 0 Grand TotalN/A 0 61| 404 397,792 +257 0 Daimler AG - Amer Phys FLEX Opt (DCQ) Grand TotalN/A 0 61| 404 400,792 +257 0 Danone - Amer Phys FLEX Opt (BKQ) Grand TotalN/A 0 61| 404 403,292 +257 0 Delhaize Group (FQQ) Grand TotalN/A 0 61| 404 406,792 +257 0 Equity Options 15:57 Business Day Thu 24 Dec 2009 Previous Business Day Wed 23 Dec 2009 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 | Deutsche Bank AG (DBU) Indicative a-t-m Vol 0.00 Underlying Price 50.2500 Time to expiry: 85 Days 19 Mar 10 0.8483 -0.15 40.15 N/A 0 0| 0 1,000 0 0 4200 1.7356 -0.28 37.37 N/A 0 0| 0 1,000 0 0 4600 3.1991 -0.45 34.62 N/A 0 0| 0 500 0 0 5000 TotalN/A 0 0| 0 2,500 0 0 Indicative a-t-m Vol 0.00 Underlying Price 50.2500 Time to expiry: 176 Days 18 Jun 10 5.3944 -0.45 38.81 N/A 0 0| 0 1,000 0 0 5000 TotalN/A 0 0| 0 1,000 0 0 Indicative a-t-m Vol 0.00 Underlying Price 50.2500 Time to expiry: 358 Days 17 Dec 10 0.2646 -0.02 53.29 N/A 0 0| 0 2,000 0 0 2000 1.2105 -0.09 47.22 N/A 0 0| 0 1,000 0 0 3000 8.5978 -0.46 38.31 N/A 0 0| 0 500 0 0 5200 13.7640 -0.63 36.84 N/A 0 0| 0 500 0 0 6000 13.6043 -0.62 36.84 N/A 0 0| 0 1,000 0 0 6000 16.5835 -0.69 36.48 N/A 0 0| 0 1,000 0 0 6400 26.8268 -0.83 36.82 N/A 0 0| 0 500 0 0 7600 59.7326 -0.92 48.39 N/A 0 0| 0 1,000 0 0 11000 TotalN/A 0 0| 0 7,500 0 0 Indicative a-t-m Vol 0.00 Underlying Price 50.2500 Time to expiry: 722 Days 16 Dec 11 14.2874 -0.52 35.88 N/A 0 0| 0 500 0 0 5600 TotalN/A 0 0| 0 500 0 0 Total PutsN/A 0 0| 0 11,500 0 0 Grand TotalN/A 0 61| 404 430,292 +257 0 Deutsche Boerse AG (FVQ) Grand TotalN/A 0 61| 404 432,542 +257 0 Deutsche Lufthansa AG (LHX) Indicative a-t-m Vol 0.00 Underlying Price 11.9550 Time to expiry: 176 Days 18 Jun 10 0.1954 -0.15 30.44 N/A 0 0| 0 500 0 0 900 TotalN/A 0 0| 0 500 0 0 Total PutsN/A 0 0| 0 500 0 0 Grand TotalN/A 0 61| 404 433,542 +257 0 Deutsche Post AG (DPX) Indicative a-t-m Vol 0.00 Underlying Price 13.6300 Time to expiry: 176 Days 18 Jun 10 0.2623 -0.12 40.71 N/A 0 0| 0 10,000 0 0 1000 TotalN/A 0 0| 0 10,000 0 0 Total PutsN/A 0 0| 0 10,000 0 0 Grand TotalN/A 0 61| 404 453,542 +257 0 Deutsche Telekom AG (DTQ) Indicative a-t-m Vol 0.00 Underlying Price 10.4200 Time to expiry: 358 Days 17 Dec 10 0.4143 -0.21 30.89 N/A 0 0| 0 5,000 0 0 800 0.7097 -0.33 28.60 N/A 0 0| 0 2,500 0 0 900 Equity Options 15:57 Business Day Thu 24 Dec 2009 Previous Business Day Wed 23 Dec 2009 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 | 1.1375 -0.50 25.88 N/A 0 0| 0 10,000 0 0 1000 1.6851 -0.65 23.47 N/A 0 0| 0 11,500 0 0 1100 3.2399 -0.94 17.67 N/A 0 0| 0 5,000 0 0 1300 TotalN/A 0 0| 0 34,000 0 0 Indicative a-t-m Vol 0.00 Underlying Price 10.4200 Time to expiry: 540 Days 17 Jun 11 2.2895 -0.70 23.39 N/A 0 0| 0 1,000 0 0 1100 TotalN/A 0 0| 0 1,000 0 0 Indicative a-t-m Vol 0.00 Underlying Price 10.4200 Time to expiry: 722 Days 16 Dec 11 1.7980 -0.51 26.65 N/A 0 0| 0 3,000 0 0 1000 2.3810 -0.63 24.69 N/A 0 0| 0 3,000 0 0 1100 3.0685 -0.75 22.87 N/A 0 0| 0 5,000 0 0 1200 TotalN/A 0 0| 0 11,000 0 0 Total PutsN/A 0 0| 0 46,000 0 0 Grand TotalN/A 0 61| 404 642,542 +257 0 Dexia (DEX) Indicative a-t-m Vol 0.00 Underlying Price 4.4520 Time to expiry: 722 Days 16 Dec 11 2.8370 -0.72 38.59 N/A 0 0| 0 2,000 0 0 700 TotalN/A 0 0| 0 2,000 0 0 Total PutsN/A 0 0| 0 2,000 0 0 Grand TotalN/A 0 61| 404 648,542 +2,257 0 Dexia - Amer Phys FLEX Opt (JKQ) Indicative a-t-m Vol 0.00 Underlying Price 4.4520 Time to expiry: 176 Days 18 Jun 10 1.6100 -0.86 37.43 N/A 0 0| 0 2,000 0 0 600 TotalN/A 0 0| 0 2,000 0 0 Total PutsN/A 0 0| 0 2,000 0 0 Grand TotalN/A 0 61| 404 652,542 +2,257 0 Dexia - Euro Phys FLEX Opt (JKX) Grand TotalN/A 0 61| 404 752,542 +2,257 0 Diageo plc (DGX) Grand TotalN/A 0 61| 404 752,892 +2,257 0 Diageo Plc (DGQ) Indicative a-t-m Vol 0.00 Underlying Price 1085.000 Time to expiry: 358 Days 17 Dec 10 8.450 -0.06 29.29 N/A 0 0| 0 500 0 0 700 TotalN/A 0 0| 0 500 0 0 Total PutsN/A 0 0| 0 500 0 0 Indicative a-t-m Vol 0.00 Underlying Price 1085.000 Time to expiry: 358 Days 17 Dec 10 49.860 -0.28 24.10 N/A 0 0| 0 350 0 0 950 TotalN/A 0 0| 0 350 0 0 Total PutsN/A 0 0| 0 350 0 0 Grand TotalN/A 0 61| 404 754,142 +2,257 0 Diageo plc (DGX) Indicative a-t-m Vol 0.00 Underlying Price 1085.000 Time to expiry: 722 Days 16 Dec 11 Equity Options 15:57 Business Day Thu 24 Dec 2009 Previous Business Day Wed 23 Dec 2009 Page 41 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 | 131.590 -0.44 22.97 N/A 0 0| 0 500 0 0 1050 TotalN/A 0 0| 0 500 0 0 Total PutsN/A 0 0| 0 500 0 0 Grand TotalN/A 0 61| 404 754,492 +2,257 0 Diageo Plc (DGQ) Grand TotalN/A 0 61| 404 754,992 +2,257 0 E.ON AG (EOX) Indicative a-t-m Vol 0.00 Underlying Price 28.5500 Time to expiry: 85 Days 19 Mar 10 0.1216 -0.05 35.60 N/A 0 0| 0 3,000 0 0 2200 TotalN/A 0 0| 0 3,000 0 0 Indicative a-t-m Vol 0.00 Underlying Price 28.5500 Time to expiry: 358 Days 17 Dec 10 1.5529 -0.27 29.30 N/A 0 0| 0 1,000 0 0 2400 4.2388 -0.60 24.72 N/A 0 0| 0 3,000 0 0 3000 9.4778 -0.92 22.61 N/A 0 0| 0 560 0 0 3667 TotalN/A 0 0| 0 4,560 0 0 Indicative a-t-m Vol 0.00 Underlying Price 28.5500 Time to expiry: 722 Days 16 Dec 11 4.6044 -0.49 26.13 N/A 0 0| 0 1,000 0 0 2800 TotalN/A 0 0| 0 1,000 0 0 Total PutsN/A 0 0| 0 8,560 0 0 Indicative a-t-m Vol 0.00 Underlying Price 40.9050 Time to expiry: 85 Days 19 Mar 10 0.7236 -0.21 28.66 N/A 0 0| 0 500 0 0 3700 TotalN/A 0 0| 0 500 0 0 Total PutsN/A 0 0| 0 500 0 0 Grand TotalN/A 0 61| 404 771,112 +2,257 0 Electricite de France - Amer Phys FLEX Opt (DAQ) Grand TotalN/A 0 61| 404 771,612 +2,257 0 Enel SpA (ECX) Indicative a-t-m Vol 0.00 Underlying Price 4.0750 Time to expiry: 358 Days 17 Dec 10 0.1160 -0.19 27.44 N/A 0 0| 0 1,500 0 0 300 0.3700 -0.59 17.16 N/A 0 0| 0 2,000 0 0 389 0.8709 -0.72 25.74 N/A 0 0| 0 500 0 0 442 TotalN/A 0 0| 0 4,000 0 0 Total PutsN/A 0 0| 0 4,000 0 0 Grand TotalN/A 0 61| 404 780,112 +2,257 0 ENI SpA (ENX) Indicative a-t-m Vol 0.00 Underlying Price 17.7300 Time to expiry: 85 Days 19 Mar 10 0.8414 -0.53 20.60 N/A 0 0| 0 450 +450 0 1800 TotalN/A 0 0| 0 450 +450 0 Indicative a-t-m Vol 0.00 Underlying Price 17.7300 Time to expiry: 176 Days 18 Jun 10 1.4553 -0.58 21.48 N/A 0 0| 0 50 0 0 1800 TotalN/A 0 0| 0 50 0 0 Total PutsN/A 0 0| 0 500 +450 0 Equity Options 15:57 Business Day Thu 24 Dec 2009 Previous Business Day Wed 23 Dec 2009 Page 42 Puts | Block | Opening Settle Delta Vola- Daily Trade Bclear Total | Official **Open Change Exer- Exer Trans Price tility High Low Volume Volume*** Volume | Volume Int cises Price | Grand TotalN/A 0 61| 404 781,112 +3,157 0 Ericsson Telefonaktiebolaget LM - Amer Phys FLEX O (ERQ) Grand TotalN/A 0 61| 404 786,112 +3,157 0 European Aeronautical Defense and Space Co (EAX) Grand TotalN/A 0 61| 404 816,112 +3,157 0 Fiat SpA (FXQ) Grand TotalN/A 0 61| 404 817,612 +3,157 0 Fortis (FOX) Indicative a-t-m Vol 0.00 Underlying Price 2.5860 Time to expiry: 358 Days 17 Dec 10 12.3200 -0.92 93.59 N/A 0 0| 0 1,000 0 0 1500 13.3117 -0.92 97.22 N/A 0 0| 0 2,500 0 0 1600 14.1500 -0.96 92.11 N/A 0 0| 0 3,000 0 0 1674 14.2645 -0.96 87.91 N/A 0 0| 0 6,000 0 0 1700 TotalN/A 0 0| 0 12,500 0 0 Total PutsN/A 0 0| 0 12,500 0 0 Grand TotalN/A 0 61| 404 852,612 +3,157 0 France Telecom SA (FTX) Indicative a-t-m Vol 0.00 Underlying Price 17.3700 Time to expiry: 85 Days 19 Mar 10 0.1200 -0.11 26.02 N/A 0 0| 0 2,000 0 0 1500 TotalN/A 0 0| 0 2,000 0 0 Indicative a-t-m Vol 0.00 Underlying Price 17.3700 Time to expiry: 176 Days 18 Jun 10 0.7700 -0.37 23.71 N/A 0 0| 0 5,000 0 0 1600 1.2300 -0.52 22.49 N/A 0 0| 0 2,000 0 0 1700 TotalN/A 0 0| 0 7,000 0 0 Indicative a-t-m Vol 0.00 Underlying Price 17.3700 Time to expiry: 358 Days 17 Dec 10 1.4600 -0.44 24.17 N/A 0 0| 0 5,000 0 0 1600 1.9665 -0.54 23.28 N/A 0 0| 0 1,250 0 0 1700 4.0692 -0.83 20.29 N/A 0 0| 0 1,000 0 0 2000 TotalN/A 0 0| 0 7,250 0 0 Indicative a-t-m Vol 0.00 Underlying Price 17.3700 Time to expiry: 722 Days 16 Dec 11 1.0065 -0.23 29.70 N/A 0 0| 0 16,000 0 0 1200 8.8993 -0.90 23.20 N/A 0 0| 0 8,000 0 0 2400 TotalN/A 0 0| 0 24,000 0 0 Total PutsN/A 0 0| 0 40,250 0 0 Grand TotalN/A 0 61| 404 909,112 +3,157 0 GDF Suez - Amer Phys FLEX Opt (GDQ) Indicative a-t-m Vol 0.00 Underlying Price 29.3850 Time to expiry: 176 Days 18 Jun 10 2.8425 -0.55 26.87 N/A 0 0| 0 4,000 0 0 3000 TotalN/A 0 0| 0 4,000 0 0 Indicative a-t-m Vol 0.00 Underlying Price 29.3850 Time to expiry: 358 Days 17 Dec 10 3.7766 -0.48 29.72 N/A 0 0| 0 500 0 0 2912 TotalN/A 0 0| 0 500 0 0 Equity Options 15:57 Business Day Thu 24 Dec 2009 Previous Business Day Wed 23 Dec 2009 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 | Indicative a-t-m Vol 0.00 Underlying Price 29.3850 Time to expiry: 722 Days 16 Dec 11 6.0192 -0.51 29.45 N/A 0 0| 0 4,000 0 0 3000 TotalN/A 0 0| 0 4,000 0 0 Total PutsN/A 0 0| 0 8,500 0 0 Indicative a-t-m Vol 0.00 Underlying Price 29.3850 Time to expiry: 176 Days 18 Jun 10 0.3913 -0.11 34.57 N/A 0 0| 0 800 0 0 2200 TotalN/A 0 0| 0 800 0 0 Total PutsN/A 0 0| 0 800 0 0 Grand TotalN/A 0 61| 404 922,202 +3,157 0 GDF Suez - Euro Phys FLEX Opt (GDX) Grand TotalN/A 0 61| 404 923,002 +3,157 0 Givaudan (GIQ) Grand TotalN/A 0 61| 404 923,302 +3,157 0 GlaxoSmithKline Plc (GZU) Grand TotalN/A 0 61| 404 923,427 +3,157 0 GlaxoSmithKline plc (GSX) Grand TotalN/A 0 61| 404 923,877 +3,157 0 GlaxoSmithKline Plc (GSQ) Grand TotalN/A 0 61| 404 924,677 +3,157 0 GlaxoSmithKline plc (GSX) Indicative a-t-m Vol 0.00 Underlying Price 1331.000 Time to expiry: 358 Days 17 Dec 10 119.030 -0.49 21.30 N/A 0 0| 0 450 0 0 1300 TotalN/A 0 0| 0 450 0 0 Total PutsN/A 0 0| 0 450 0 0 Indicative a-t-m Vol 0.00 Underlying Price 1331.000 Time to expiry: 358 Days 17 Dec 10 252.100 -0.78 19.30 N/A 0 0| 0 800 0 0 1500 TotalN/A 0 0| 0 800 0 0 Total PutsN/A 0 0| 0 800 0 0 Grand TotalN/A 0 61| 404 926,502 +3,157 0 GlaxoSmithKline Plc (GSQ) Indicative a-t-m Vol 0.00 Underlying Price 1331.000 Time to expiry: 722 Days 16 Dec 11 32.550 -0.12 27.01 N/A 0 0| 0 250 0 0 860 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 1331.000 Time to expiry: 722 Days 16 Dec 11 238.620 -0.59 21.92 N/A 0 0| 0 1,000 0 0 1400 TotalN/A 0 0| 0 1,000 0 0 Total PutsN/A 0 0| 0 1,000 0 0 Grand TotalN/A 0 61| 404 927,552 +3,157 0 GlaxoSmithKline plc (GSX) Indicative a-t-m Vol 0.00 Underlying Price 1331.000 Time to expiry: 722 Days 16 Dec 11 269.690 -0.64 21.44 N/A 0 0| 0 375 0 0 1450 Equity Options 15:57 Business Day Thu 24 Dec 2009 Previous Business Day Wed 23 Dec 2009 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 | TotalN/A 0 0| 0 375 0 0 Total PutsN/A 0 0| 0 375 0 0 Grand TotalN/A 0 61| 404 928,927 +3,157 0 Heineken NV (HEQ) Indicative a-t-m Vol 0.00 Underlying Price 79.800 Time to expiry: 267 Days 17 Sep 10 5.043 -0.34 29.36 N/A 0 0| 0 600 0 0 720 TotalN/A 0 0| 0 600 0 0 Total PutsN/A 0 0| 0 600 0 0 Grand TotalN/A 0 61| 404 929,927 +3,157 0 Holcim Ltd (HOQ) Grand TotalN/A 0 61| 404 930,527 +3,157 0 Home Retail Group Amer Physical Flex Opt (VSQ) Grand TotalN/A 0 61| 404 930,531 +3,157 0 HSBC Holdings Plc (HSQ) Grand TotalN/A 0 61| 404 971,421 +3,157 0 HSBC Holdings plc (HSX) Grand TotalN/A 0 61| 404 995,421 +3,157 0 HSBC Holdings Plc (HSQ) Grand TotalN/A 0 61| 404 995,921 +3,157 0 HSBC Holdings plc (HSX) Grand TotalN/A 0 61| 404 996,671 +3,157 0 HSBC Holdings Plc (HSQ) Grand TotalN/A 0 61| 404 997,171 +3,157 0 HSBC Holdings plc (HSX) Grand TotalN/A 0 61| 404 997,671 +3,157 0 HSBC Holdings Plc (HSQ) Grand TotalN/A 0 61| 404 997,921 +3,157 0 HSBC Holdings plc (HSX) Grand TotalN/A 0 61| 404 998,421 +3,157 0 HSBC Holdings Plc (HSQ) Grand TotalN/A 0 61| 404 1,002,671 +3,157 0 HSBC Holdings plc (HSX) Grand TotalN/A 0 61| 404 1,003,671 +3,157 0 HSBC Holdings Plc (HSQ) Grand TotalN/A 0 61| 404 1,010,921 +3,157 0 HSBC Holdings plc (HSX) Grand TotalN/A 0 61| 404 1,012,171 +3,157 0 HSBC Holdings Plc (HSQ) Grand TotalN/A 0 61| 404 1,014,671 +3,157 0 HSBC Holdings plc (HSX) Grand TotalN/A 0 61| 404 1,019,671 +3,157 0 HSBC Holdings Plc (HSQ) Grand TotalN/A 0 61| 404 1,023,121 +3,157 0 HSBC Holdings plc (HSX) Indicative a-t-m Vol 0.00 Underlying Price 718.900 Time to expiry: 176 Days 18 Jun 10 33.770 -0.29 33.82 N/A 0 0| 0 1,000 0 0 640 TotalN/A 0 0| 0 1,000 0 0 Equity Options 15:57 Business Day Thu 24 Dec 2009 Previous Business Day Wed 23 Dec 2009 Page 45 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 1,000 0 0 Grand TotalN/A 0 61| 404 1,058,121 +3,157 0 HSBC Holdings Plc (HSQ) Indicative a-t-m Vol 0.00 Underlying Price 718.900 Time to expiry: 176 Days 18 Jun 10 77.280 -0.54 30.52 N/A 0 0| 0 2,000 0 0 741 TotalN/A 0 0| 0 2,000 0 0 Indicative a-t-m Vol 0.00 Underlying Price 718.900 Time to expiry: 358 Days 17 Dec 10 16.770 -0.10 41.78 N/A 0 0| 0 500 0 0 453 TotalN/A 0 0| 0 500 0 0 Total PutsN/A 0 0| 0 2,500 0 0 Indicative a-t-m Vol 0.00 Underlying Price 718.900 Time to expiry: 358 Days 17 Dec 10 20.200 -0.12 40.45 N/A 0 0| 0 250 0 0 479 TotalN/A 0 0| 0 250 0 0 Total PutsN/A 0 0| 0 250 0 0 Grand TotalN/A 0 61| 404 1,061,621 +3,157 0 HSBC Holdings plc (HSX) Indicative a-t-m Vol 0.00 Underlying Price 718.900 Time to expiry: 358 Days 17 Dec 10 27.510 -0.16 38.60 N/A 0 0| 0 500 0 0 520 TotalN/A 0 0| 0 500 0 0 Total PutsN/A 0 0| 0 500 0 0 Indicative a-t-m Vol 0.00 Underlying Price 718.900 Time to expiry: 358 Days 17 Dec 10 27.640 -0.16 38.60 N/A 0 0| 0 500 0 0 520 TotalN/A 0 0| 0 500 0 0 Total PutsN/A 0 0| 0 500 0 0 Grand TotalN/A 0 61| 404 1,062,371 +3,157 0 HSBC Holdings Plc (HSQ) Indicative a-t-m Vol 0.00 Underlying Price 718.900 Time to expiry: 358 Days 17 Dec 10 33.630 -0.19 37.28 N/A 0 0| 0 500 0 0 550 TotalN/A 0 0| 0 500 0 0 Total PutsN/A 0 0| 0 500 0 0 Grand TotalN/A 0 61| 404 1,062,871 +3,157 0 HSBC Holdings plc (HSX) Indicative a-t-m Vol 0.00 Underlying Price 718.900 Time to expiry: 358 Days 17 Dec 10 50.960 -0.28 35.22 N/A 0 0| 0 2,000 0 0 610 TotalN/A 0 0| 0 2,000 0 0 Total PutsN/A 0 0| 0 2,000 0 0 Grand TotalN/A 0 61| 404 1,063,371 +3,157 0 HSBC Holdings Plc (HSQ) Indicative a-t-m Vol 0.00 Underlying Price 718.900 Time to expiry: 358 Days 17 Dec 10 108.920 -0.50 31.85 N/A 0 0| 0 3,000 0 0 741 TotalN/A 0 0| 0 3,000 0 0 Equity Options 15:57 Business Day Thu 24 Dec 2009 Previous Business Day Wed 23 Dec 2009 Page 46 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 3,000 0 0 Indicative a-t-m Vol 0.00 Underlying Price 718.900 Time to expiry: 358 Days 17 Dec 10 108.360 -0.50 31.85 N/A 0 0| 0 1,000 0 0 741 TotalN/A 0 0| 0 1,000 0 0 Total PutsN/A 0 0| 0 1,000 0 0 Grand TotalN/A 0 61| 404 1,068,371 +3,157 0 HSBC Holdings plc (HSX) Indicative a-t-m Vol 0.00 Underlying Price 718.900 Time to expiry: 358 Days 17 Dec 10 130.090 -0.56 31.21 N/A 0 0| 0 250 0 0 776 TotalN/A 0 0| 0 250 0 0 Total PutsN/A 0 0| 0 250 0 0 Grand TotalN/A 0 61| 404 1,069,371 +3,157 0 HSBC Holdings Plc (HSQ) Indicative a-t-m Vol 0.00 Underlying Price 718.900 Time to expiry: 358 Days 17 Dec 10 135.110 -0.58 31.09 N/A 0 0| 0 1,250 0 0 784 164.970 -0.65 30.42 N/A 0 0| 0 1,750 0 0 828 TotalN/A 0 0| 0 3,000 0 0 Total PutsN/A 0 0| 0 3,000 0 0 Indicative a-t-m Vol 0.00 Underlying Price 718.900 Time to expiry: 358 Days 17 Dec 10 164.120 -0.65 30.42 N/A 0 0| 0 1,250 0 0 828 TotalN/A 0 0| 0 1,250 0 0 Total PutsN/A 0 0| 0 1,250 0 0 Grand TotalN/A 0 61| 404 1,072,621 +3,157 0 HSBC Holdings plc (HSX) Indicative a-t-m Vol 0.00 Underlying Price 718.900 Time to expiry: 722 Days 16 Dec 11 53.880 -0.20 37.93 N/A 0 0| 0 200 0 0 520 TotalN/A 0 0| 0 200 0 0 Total PutsN/A 0 0| 0 200 0 0 Grand TotalN/A 0 61| 404 1,073,871 +3,157 0 HSBC Holdings Plc (HSQ) Indicative a-t-m Vol 0.00 Underlying Price 718.900 Time to expiry: 722 Days 16 Dec 11 66.300 -0.24 36.74 N/A 0 0| 0 500 0 0 560 229.340 -0.61 31.61 N/A 0 0| 0 250 0 0 871 TotalN/A 0 0| 0 750 0 0 Total PutsN/A 0 0| 0 750 0 0 Grand TotalN/A 0 61| 404 1,074,821 +3,157 0