Equity Options 22:16 Business Day Mon 8 Feb 2010 Previous Business Day Fri 5 Feb 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 | Cable & Wireless plc - STND OPT (C+W) Indicative a-t-m Vol 32.43 Underlying Price 139.300 Time to expiry: 11 Days Feb 10 19.500 0.98 41.31 0 0 0| 0 0 0 0 120 9.750 0.88 32.84 0 0 0| 0 0 0 0 130 6.000 0.70 34.90 0 0 0| 0 0 0 0 135 3.000 0.48 32.43 0 0 0| 0 130 0 0 140 1.250 0.26 32.94 0 0 0| 0 113 0 0 145 0.500 0.12 34.12 0 0 0| 0 0 0 0 150 0.250 0.04 34.07 0 0 0| 0 0 0 0 155 CAB 0.01 33.87 0 0 0| 0 0 0 0 160 CAB 0.00 36.65 0 0 0| 0 0 0 0 170 Total 0 0 0| 0 243 0 0 Indicative a-t-m Vol 31.83 Underlying Price 139.300 Time to expiry: 39 Days Mar 10 39.500 1.00 28.64 0 0 0| 0 3 0 0 100 20.000 0.91 34.66 0 0 0| 0 0 0 0 120 11.750 0.75 33.96 0 0 0| 0 114 0 0 130 8.500 0.64 32.76 0 0 0| 0 0 0 0 135 5.500 5.500 0.51 31.83 5.500 S 5.500 S 0 0 3| 3 130 0 0 140 3.500 0.37 31.20 0 0 0| 0 80 0 0 145 2.250 0.26 31.67 0 0 0| 0 2,322 0 0 150 1.250 0.17 32.11 0 0 0| 0 301 0 0 155 0.750 0.11 31.87 0 0 0| 0 4,970 0 0 160 0.250 0.05 35.52 0 0 0| 0 0 0 0 170 0.250 0.03 40.11 0 0 0| 0 100 0 0 180 Total 0 0 3| 3 8,020 0 0 Indicative a-t-m Vol 30.52 Underlying Price 139.300 Time to expiry: 67 Days Apr 10 21.000 0.86 34.27 0 0 0| 0 0 0 0 120 13.000 13.000 0.72 31.84 13.000 13.000 0 0 5| 0 0 0 0 130 9.750 0.62 31.41 0 0 0| 0 0 0 0 135 7.000 0.52 30.52 0 0 0| 100 100 +100 0 140 5.000 0.41 30.26 0 0 0| 0 0 0 0 145 3.250 0.31 29.50 0 0 0| 0 50 0 0 150 2.250 0.23 30.30 0 0 0| 0 450 0 0 155 1.500 0.16 30.03 0 0 0| 0 0 0 0 160 0.750 0.08 31.15 0 0 0| 0 0 0 0 170 Total 0 0 5| 100 600 +100 0 Indicative a-t-m Vol 30.01 Underlying Price 139.300 Time to expiry: 130 Days Jun 10 39.750 0.98 30.24 0 0 0| 0 0 0 0 100 22.000 0.83 32.63 0 0 0| 0 0 0 0 120 15.000 0.69 32.15 0 0 0| 0 0 0 0 130 9.000 0.53 30.01 0 0 0| 0 385 0 0 140 5.250 0.36 29.87 0 0 0| 120 6,414 +100 0 150 2.750 0.23 29.89 0 0 0| 0 375 0 0 160 1.250 0.10 33.41 0 0 0| 0 32 0 0 180 Total 0 0 0| 120 7,206 +100 0 Equity Options 22:16 Business Day Mon 8 Feb 2010 Previous Business Day Fri 5 Feb 2010 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 | Indicative a-t-m Vol 30.99 Underlying Price 139.300 Time to expiry: 221 Days Sep 10 23.250 0.79 32.90 0 0 0| 0 0 0 0 120 16.500 0.67 32.06 0 0 0| 0 31 0 0 130 11.000 0.52 30.99 0 0 0| 0 417 0 0 140 7.250 0.39 30.76 0 0 0| 0 255 0 0 150 4.750 0.28 30.50 0 0 0| 0 162 0 0 160 2.000 0.14 30.95 0 0 0| 0 0 0 0 180 Total 0 0 0| 0 865 0 0 Total Calls 0 0 8| 223 16,934 +200 0 | Cadbury Ex-event (CAB) Indicative a-t-m Vol 12.10 Underlying Price 1824.590 Time to expiry: 39 Days Mar 10 890.250 1.00 50.00 0 0 0| 0 0 0 0 935 805.500 1.00 44.20 0 0 0| 0 0 0 0 1020 720.500 1.00 38.13 0 0 0| 0 0 0 0 1105 635.500 1.00 32.26 0 0 0| 0 21 0 0 1190 550.500 1.00 26.90 0 0 0| 0 0 0 0 1275 465.750 1.00 22.22 0 0 0| 0 16 0 0 1360 295.750 1.00 15.28 0 0 0| 9 10 -9 0 1530 211.000 1.00 13.08 0 0 0| 0 5 0 0 1615 127.750 0.97 11.78 0 0 0| 0 290 -49 0 1699 13.000 0.29 12.21 0 0 0| 0 285 0 0 1869 Total 0 0 0| 9 627 -58 0 Total Calls 0 0 0| 9 627 -58 0 | Equity Options 22:16 Business Day Mon 8 Feb 2010 Previous Business Day Fri 5 Feb 2010 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 32.43 Underlying Price 139.300 Time to expiry: 11 Days Feb 10 CAB -0.02 41.31 0 0 0| 0 0 0 0 120 0.500 -0.12 32.84 0 0 0| 0 1 0 0 130 1.750 -0.30 34.90 0 0 0| 0 45 0 0 135 3.750 -0.52 32.43 0 0 0| 0 45 0 0 140 7.000 -0.74 32.94 0 0 0| 0 138 0 0 145 11.250 -0.88 34.12 0 0 0| 0 0 0 0 150 15.750 -0.96 34.07 0 0 0| 0 15 0 0 155 20.750 -0.99 33.87 0 0 0| 0 15 0 0 160 30.750 -1.00 36.65 0 0 0| 0 0 0 0 170 Total 0 0 0| 0 259 0 0 Indicative a-t-m Vol 31.83 Underlying Price 139.300 Time to expiry: 39 Days Mar 10 CAB 0.00 28.64 0 0 0| 0 0 0 0 100 0.750 -0.09 34.66 0 0 0| 0 199 0 0 120 2.500 -0.25 33.96 0 0 0| 0 65 0 0 130 4.000 -0.36 32.76 0 0 0| 0 0 0 0 135 6.750 6.250 -0.50 31.83 6.750 S 6.750 S 0 0 3| 5 313 0 0 140 9.000 -0.63 31.20 0 0 0| 0 100 0 0 145 12.750 -0.74 31.67 0 0 0| 1 100 0 0 150 17.000 -0.83 32.11 0 0 0| 0 0 0 0 155 21.250 -0.90 31.87 0 0 0| 0 15 0 0 160 31.000 -0.95 35.52 0 0 0| 0 0 0 0 170 40.750 -0.97 40.11 0 0 0| 0 5 0 0 180 Total 0 0 3| 6 797 0 0 Indicative a-t-m Vol 30.52 Underlying Price 139.300 Time to expiry: 67 Days Apr 10 1.500 -0.14 34.27 0 0 0| 0 0 0 0 120 3.500 -0.28 31.84 0 0 0| 0 0 0 0 130 5.500 -0.38 31.41 0 0 0| 0 0 0 0 135 7.500 -0.49 30.52 0 0 0| 0 45 0 0 140 10.500 -0.59 30.26 0 0 0| 0 15 0 0 145 13.750 -0.70 29.50 0 0 0| 0 0 0 0 150 17.750 -0.77 30.30 0 0 0| 0 0 0 0 155 22.000 -0.84 30.03 0 0 0| 0 0 0 0 160 31.250 -0.92 31.15 0 0 0| 0 0 0 0 170 Total 0 0 0| 0 60 0 0 Indicative a-t-m Vol 30.01 Underlying Price 139.300 Time to expiry: 130 Days Jun 10 0.500 -0.05 30.24 0 0 0| 0 0 0 0 100 4.500 -0.26 32.63 0 0 0| 0 111 0 0 120 8.500 -0.41 32.15 0 0 0| 0 75 0 0 130 13.500 -0.57 30.01 0 0 0| 0 263 0 0 140 20.500 -0.71 29.87 0 0 0| 0 45 0 0 150 28.750 -0.82 29.89 0 0 0| 0 77 0 0 160 47.500 -0.92 33.41 0 0 0| 0 0 0 0 180 Total 0 0 0| 0 571 0 0 Equity Options 22:16 Business Day Mon 8 Feb 2010 Previous Business Day Fri 5 Feb 2010 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 | Indicative a-t-m Vol 30.99 Underlying Price 139.300 Time to expiry: 221 Days Sep 10 7.250 -0.29 32.90 0 0 0| 0 16 0 0 120 11.500 -0.41 32.06 0 0 0| 0 0 0 0 130 16.500 -0.53 30.99 0 0 0| 2 2 +2 0 140 23.250 -0.64 30.76 0 0 0| 0 1 0 0 150 30.750 -0.74 30.50 0 0 0| 0 0 0 0 160 48.250 -0.87 30.95 0 0 0| 0 0 0 0 180 Total 0 0 0| 2 19 +2 0 Total Puts 0 0 3| 8 1,706 +2 0 Grand Total 0 1,680,000 1,680,01| 231 18,640 +202 0 Cadbury Ex-event (CAB) Indicative a-t-m Vol 12.11 Underlying Price 1824.590 Time to expiry: 39 Days Mar 10 CAB 0.00 50.00 0 0 0| 0 28 0 0 935 CAB 0.00 43.76 0 0 0| 0 45 0 0 1020 CAB 0.00 38.05 0 0 0| 0 14 0 0 1105 CAB 0.00 32.53 0 0 0| 0 24 0 0 1190 CAB 0.00 27.36 0 0 0| 0 0 0 0 1275 CAB 0.00 22.30 0 0 0| 0 20 0 0 1360 CAB 0.00 15.50 0 0 0| 0 197 0 0 1530 CAB 0.00 13.00 0 0 0| 0 305 0 0 1615 0.750 -0.03 11.81 0 0 0| 0 671 0 0 1699 56.250 -0.71 12.22 0 0 0| 9 8 -9 0 1869 Total 0 0 0| 9 1,312 -9 0 Total Puts 0 0 0| 9 1,312 -9 0 Grand Total 0 2,080,000 2,080,01| 249 20,579 +135 0 Equity Options 22:16 Business Day Mon 8 Feb 2010 Previous Business Day Fri 5 Feb 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 | Cairn Energy PLC - STND OPT (CNG) Indicative a-t-m Vol 30.10 Underlying Price 318.300 Time to expiry: 39 Days Mar 10 139.000 0.98 88.37 0 0 0| 0 0 0 0 180 129.000 0.98 79.72 0 0 0| 0 0 0 0 190 119.000 0.98 70.90 0 0 0| 0 0 0 0 200 99.000 0.98 57.47 0 0 0| 0 9 0 0 220 79.000 0.97 48.58 0 0 0| 0 125 0 0 240 60.000 0.94 42.09 0 0 0| 0 7 0 0 260 31.500 42.000 0.85 40.01 31.500 31.500 0 0 1| 0 1 0 0 280 33.500 0.80 37.24 0 0 0| 0 0 0 0 290 26.500 0.70 38.49 0 0 0| 0 15 0 0 300 17.500 0.63 30.23 0 0 0| 0 0 0 0 310 12.000 0.50 30.09 0 0 0| 12 11 -12 0 320 5.000 0.27 30.02 0 0 0| 7 11 -7 0 340 3.000 1.500 0.11 28.58 3.000 3.000 0 0 3| 0 22 0 0 360 0.500 0.06 28.35 0 0 0| 0 0 0 0 370 0.500 0.04 29.04 0 0 0| 0 40 0 0 380 0.500 0.02 33.78 0 0 0| 0 40 0 0 400 CAB 0.01 37.24 0 0 0| 0 0 0 0 420 Total 0 0 4| 19 281 -19 0 Indicative a-t-m Vol 33.04 Underlying Price 318.300 Time to expiry: 130 Days Jun 10 120.000 0.97 46.43 0 0 0| 0 0 0 0 200 82.500 0.91 39.93 0 0 0| 0 0 0 0 240 65.500 0.85 37.73 0 0 0| 5 0 -5 0 260 49.000 0.77 35.31 0 0 0| 0 0 0 0 280 35.500 0.66 33.64 0 0 0| 10 10 +9 0 300 24.500 0.53 33.01 0 0 0| 5 5 +5 0 320 16.500 0.41 32.33 0 0 0| 5 16 +5 0 340 10.500 0.30 32.00 0 0 0| 0 1 0 0 360 6.000 0.20 30.91 0 0 0| 5 65 +5 0 380 3.500 0.13 30.65 0 0 0| 0 10 0 0 400 1.000 0.05 30.56 0 0 0| 0 0 0 0 440 Total 0 0 0| 30 107 +19 0 Indicative a-t-m Vol 34.46 Underlying Price 318.300 Time to expiry: 221 Days Sep 10 57.500 0.73 36.86 0 0 0| 0 0 0 0 280 44.500 0.64 35.52 0 0 0| 0 0 0 0 300 34.000 0.55 34.40 0 0 0| 0 2 0 0 320 28.000 25.500 0.46 34.16 28.000 28.000 0 0 2| 0 0 0 0 340 18.500 0.37 33.22 0 0 0| 0 0 0 0 360 13.500 0.30 33.20 0 0 0| 0 28 0 0 380 9.500 0.22 32.45 0 0 0| 0 0 0 0 400 4.000 0.12 31.64 0 0 0| 0 0 0 0 440 Total 0 0 2| 0 30 0 0 Total Calls 0 0 6| 49 418 0 0 | Equity Options 22:16 Business Day Mon 8 Feb 2010 Previous Business Day Fri 5 Feb 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 | Cairn Energy PLC - STND OPT (CNG) Indicative a-t-m Vol 30.08 Underlying Price 318.300 Time to expiry: 39 Days Mar 10 0.500 -0.01 81.95 0 0 0| 0 5 0 0 180 0.500 -0.02 78.21 0 0 0| 0 0 0 0 190 0.500 -0.01 64.15 0 0 0| 0 1 0 0 200 0.500 -0.02 60.12 0 0 0| 0 0 0 0 220 0.500 -0.03 47.81 0 0 0| 0 4 0 0 240 1.000 -0.06 41.02 0 0 0| 0 15 0 0 260 2.000 -0.12 34.23 0 0 0| 0 6 0 0 280 3.000 -0.17 31.31 0 0 0| 0 0 0 0 290 5.500 -0.26 30.83 0 0 0| 0 13 0 0 300 8.000 8.500 -0.37 30.21 8.000 8.000 0 0 1| 0 1 0 0 310 13.500 -0.50 30.07 0 0 0| 12 16 -12 0 320 26.500 -0.73 29.97 0 0 0| 13 4 -5 0 340 53.000 43.000 -0.89 29.67 53.000 S 53.000 S 0 0 2| 14 19 +2 0 360 52.500 -0.92 30.85 0 0 0| 0 15 0 0 370 62.500 -0.95 32.11 0 0 0| 0 0 0 0 380 82.000 -0.97 36.35 0 0 0| 0 0 0 0 400 102.000 -0.98 41.52 0 0 0| 0 0 0 0 420 Total 0 0 3| 39 99 -15 0 Indicative a-t-m Vol 32.43 Underlying Price 318.300 Time to expiry: 130 Days Jun 10 0.500 -0.02 39.27 0 0 0| 0 0 0 0 200 2.500 -0.08 36.03 0 0 0| 0 26 0 0 240 6.000 -0.15 36.34 0 0 0| 0 2 0 0 260 10.500 -0.24 35.64 0 0 0| 0 10 0 0 280 16.500 -0.34 33.83 0 0 0| 5 11 +5 0 300 25.000 -0.47 32.36 0 0 0| 1 11 +1 0 320 36.500 -0.60 31.23 0 0 0| 10 20 0 0 340 50.500 -0.72 30.66 0 0 0| 0 0 0 0 360 66.500 -0.81 30.43 0 0 0| 0 0 0 0 380 84.500 -0.88 30.32 0 0 0| 50 0 -50 0 400 122.500 -0.95 32.44 0 0 0| 0 0 0 0 440 Total 0 0 0| 66 80 -44 0 Indicative a-t-m Vol 34.45 Underlying Price 318.300 Time to expiry: 221 Days Sep 10 17.500 -0.27 36.56 0 0 0| 0 0 0 0 280 25.000 -0.36 35.36 0 0 0| 0 0 0 0 300 34.000 -0.45 34.40 0 0 0| 0 4 0 0 320 46.000 -0.54 33.93 0 0 0| 0 28 0 0 340 59.000 -0.63 33.29 0 0 0| 0 0 0 0 360 73.500 -0.71 32.92 0 0 0| 0 0 0 0 380 89.500 -0.78 32.15 0 0 0| 0 0 0 0 400 124.500 -0.89 31.29 0 0 0| 0 0 0 0 440 Total 0 0 0| 0 32 0 0 Total Puts 0 0 3| 105 211 -59 0 Grand Total 0 1,440,000 1,440,00| 154 629 -59 0 Equity Options 22:16 Business Day Mon 8 Feb 2010 Previous Business Day Fri 5 Feb 2010 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 Plc - STND OPT (CPI) Indicative a-t-m Vol 20.24 Underlying Price 702.000 Time to expiry: 39 Days Mar 10 142.500 0.99 30.21 0 0 0| 0 0 0 0 560 103.500 0.96 28.72 0 0 0| 0 0 0 0 600 66.500 0.88 25.27 0 0 0| 3 0 -3 0 640 33.000 0.69 21.87 0 0 0| 0 0 0 0 680 20.000 0.54 20.34 0 0 0| 0 0 0 0 700 11.000 0.36 19.38 0 0 0| 0 5 0 0 720 5.000 0.21 18.53 0 0 0| 0 0 0 0 740 2.000 2.500 0.12 19.62 2.000 S 2.000 S 0 0 3| 0 6 0 0 760 1.000 0.05 19.08 0 0 0| 0 3 0 0 780 0.500 0.02 19.37 0 0 0| 0 7 0 0 800 CAB 0.01 21.35 0 0 0| 0 0 0 0 840 CAB 0.00 23.45 0 0 0| 0 0 0 0 880 Total 0 0 3| 3 21 -3 0 Indicative a-t-m Vol 20.16 Underlying Price 702.000 Time to expiry: 130 Days Jun 10 72.500 0.79 23.33 0 0 0| 0 0 0 0 640 42.500 0.62 20.92 0 0 0| 0 0 0 0 680 21.500 0.41 19.53 0 0 0| 0 0 0 0 720 9.500 9.000 0.22 18.50 9.500 S 9.500 S 0 0 3| 0 53 0 0 760 3.500 0.10 18.32 0 0 0| 0 1 0 0 800 1.000 0.03 17.26 0 0 0| 0 4 0 0 840 0.500 0.01 17.98 0 0 0| 0 0 0 0 880 Total 0 0 3| 0 58 0 0 Total Calls 0 0 6| 3 79 -3 0 | Equity Options 22:16 Business Day Mon 8 Feb 2010 Previous Business Day Fri 5 Feb 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 | Capita Plc - STND OPT (CPI) Indicative a-t-m Vol 21.13 Underlying Price 702.000 Time to expiry: 39 Days Mar 10 0.500 -0.02 34.36 0 0 0| 0 0 0 0 560 1.500 -0.05 29.86 0 0 0| 0 0 0 0 600 4.500 -0.13 26.45 0 0 0| 0 6 0 0 640 13.000 11.500 -0.32 22.77 13.000 S 11.000 0 0 8| 0 9 0 0 680 18.500 -0.47 21.19 0 0 0| 0 0 0 0 700 29.500 -0.63 20.53 0 0 0| 3 27 -3 0 720 43.000 -0.78 19.83 0 0 0| 0 20 0 0 740 60.000 -0.88 19.86 0 0 0| 0 3 0 0 760 79.000 -0.95 19.85 0 0 0| 0 0 0 0 780 98.500 -0.98 20.66 0 0 0| 0 0 0 0 800 138.500 -0.98 27.40 0 0 0| 0 0 0 0 840 179.000 -0.97 36.53 0 0 0| 3 0 -3 0 880 Total 0 0 8| 6 65 -6 0 Indicative a-t-m Vol 20.70 Underlying Price 702.000 Time to expiry: 130 Days Jun 10 17.000 -0.27 23.64 0 0 0| 0 4 0 0 640 31.500 29.500 -0.42 21.63 31.500 S 31.500 S 0 0 3| 0 6 0 0 680 49.500 -0.61 19.93 0 0 0| 0 5 0 0 720 77.500 -0.78 18.96 0 0 0| 0 50 0 0 760 112.000 -0.90 18.78 0 0 0| 0 0 0 0 800 150.000 -0.95 19.49 0 0 0| 0 0 0 0 840 189.000 -0.98 19.86 0 0 0| 0 0 0 0 880 Total 0 0 3| 0 65 0 0 Total Puts 0 0 11| 6 130 -6 0 Grand Total 0 760,000 760,017| 9 209 -9 0 Equity Options 22:16 Business Day Mon 8 Feb 2010 Previous Business Day Fri 5 Feb 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 | Carnival Plc - STND OPT (POC) Indicative a-t-m Vol 24.94 Underlying Price 2238.000 Time to expiry: 39 Days Mar 10 838.500 1.00 60.82 0 0 0| 0 0 0 0 1400 738.500 1.00 51.67 0 0 0| 0 0 0 0 1500 609.500 638.500 1.00 44.63 609.500 S 609.500 S 0 0 1| 0 11 0 0 1600 538.500 1.00 39.13 0 0 0| 0 0 0 0 1700 439.000 0.99 35.04 0 0 0| 0 5 0 0 1800 341.000 0.96 32.00 0 0 0| 0 9 0 0 1900 246.500 0.90 28.65 0 0 0| 4 16 0 0 2000 160.500 0.78 26.37 0 0 0| 0 0 0 0 2100 92.000 0.59 25.33 0 0 0| 0 38 0 0 2200 44.000 0.37 24.31 0 0 0| 9 18 +9 0 2300 13.500 15.500 0.18 22.50 14.000 S 13.500 S 0 0 20| 0 121 0 0 2400 1.000 0.01 20.80 0 0 0| 0 0 0 0 2600 CAB 0.00 18.90 0 0 0| 0 0 0 0 2800 Total 0 0 21| 13 218 +9 0 Indicative a-t-m Vol 25.56 Underlying Price 2238.000 Time to expiry: 130 Days Jun 10 642.000 0.96 34.52 0 0 0| 1 3 +1 0 1600 455.000 0.90 30.85 0 0 0| 0 0 0 0 1800 367.500 0.85 29.27 0 0 0| 0 0 0 0 1900 285.500 0.78 27.68 0 0 0| 0 3 0 0 2000 128.000 153.000 0.57 25.80 128.000 128.000 0 0 3| 4 12 +4 0 2200 67.500 0.34 24.50 0 0 0| 0 30 0 0 2400 24.500 0.16 23.73 0 0 0| 0 0 0 0 2600 8.000 0.06 23.64 0 0 0| 0 50 0 0 2800 Total 0 0 3| 5 98 +5 0 Indicative a-t-m Vol 25.77 Underlying Price 2238.000 Time to expiry: 221 Days Sep 10 473.000 0.86 29.25 0 0 0| 5 5 +5 0 1800 319.000 0.73 27.63 0 0 0| 3 4 0 0 2000 194.000 0.57 25.97 0 0 0| 2 10 0 0 2200 106.000 0.39 24.92 0 0 0| 3 116 0 0 2400 53.000 0.24 24.17 0 0 0| 0 0 0 0 2600 24.500 0.13 23.81 0 0 0| 0 1 0 0 2800 Total 0 0 0| 13 136 +5 0 Total Calls 0 0 24| 31 452 +19 0 | Equity Options 22:16 Business Day Mon 8 Feb 2010 Previous Business Day Fri 5 Feb 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 | Carnival Plc - STND OPT (POC) Indicative a-t-m Vol 25.16 Underlying Price 2238.000 Time to expiry: 39 Days Mar 10 3.500 -0.02 71.11 0 0 0| 0 50 0 0 1400 3.500 -0.02 61.69 0 0 0| 0 3 0 0 1500 3.500 -0.02 52.88 0 0 0| 0 9 0 0 1600 3.500 -0.03 44.63 0 0 0| 0 16 0 0 1700 3.500 -0.03 36.76 0 0 0| 0 10 0 0 1800 6.500 -0.06 32.27 0 0 0| 0 11 0 0 1900 19.500 14.000 -0.12 29.86 19.500 S 19.500 S 0 0 11| 0 24 0 0 2000 39.000 29.500 -0.24 27.64 39.000 S 39.000 S 0 0 9| 0 39 0 0 2100 59.000 -0.41 25.49 0 0 0| 10 35 0 0 2200 111.500 -0.63 24.63 0 0 0| 2 6 0 0 2300 206.500 186.500 -0.80 24.69 206.500 S 206.500 S 0 0 1| 28 18 +18 0 2400 371.000 -0.96 26.86 0 0 0| 12 12 +12 0 2600 568.000 -1.00 26.36 0 0 0| 20 7 -8 0 2800 Total 0 0 21| 72 240 +22 0 Indicative a-t-m Vol 26.48 Underlying Price 2238.000 Time to expiry: 130 Days Jun 10 10.500 -0.05 35.83 0 0 0| 3 3 +3 0 1600 24.500 -0.11 31.69 0 0 0| 0 19 0 0 1800 38.500 -0.16 30.21 0 0 0| 0 8 0 0 1900 59.000 -0.24 29.08 0 0 0| 0 18 0 0 2000 127.000 -0.43 26.75 0 0 0| 5 11 0 0 2200 240.500 -0.66 25.32 0 0 0| 0 0 0 0 2400 395.500 -0.84 24.26 0 0 0| 0 0 0 0 2600 580.500 -0.92 25.63 0 0 0| 1 28 +1 0 2800 Total 0 0 0| 9 87 +4 0 Indicative a-t-m Vol 27.46 Underlying Price 2238.000 Time to expiry: 221 Days Sep 10 51.500 -0.16 31.45 0 0 0| 0 200 0 0 1800 101.500 -0.28 29.72 0 0 0| 1 200 0 0 2000 175.500 -0.43 27.64 0 0 0| 2 7 0 0 2200 288.500 -0.60 26.68 0 0 0| 0 5 0 0 2400 437.000 -0.74 26.76 0 0 0| 0 0 0 0 2600 604.000 -0.84 26.40 0 0 0| 0 5 0 0 2800 Total 0 0 0| 3 417 0 0 Total Puts 0 0 21| 84 744 +26 0 Grand Total 0 1,080,000 1,080,04| 115 1,196 +45 0 Equity Options 22:16 Business Day Mon 8 Feb 2010 Previous Business Day Fri 5 Feb 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 | Centrica plc - STND OPT (CTR) Indicative a-t-m Vol 20.27 Underlying Price 266.500 Time to expiry: 39 Days Mar 10 86.750 1.00 7.34 0 0 0| 0 10 0 0 180 66.750 1.00 24.23 0 0 0| 0 5 0 0 200 56.750 1.00 22.30 0 0 0| 0 0 0 0 210 46.750 1.00 16.04 0 0 0| 6 6 0 0 220 36.750 1.00 16.69 0 0 0| 0 12 0 0 230 27.000 0.96 18.39 0 0 0| 0 155 0 0 240 18.250 0.84 20.69 0 0 0| 0 0 0 0 250 11.000 0.66 20.42 0 0 0| 0 82 0 0 260 5.500 0.44 20.21 0 0 0| 0 6 0 0 270 2.750 2.500 0.25 20.29 2.750 2.750 0 0 20| 0 2,726 0 0 280 1.250 1.500 0.14 22.72 1.250 1.250 0 0 1| 0 70 0 0 290 0.750 0.07 23.78 0 0 0| 0 1,668 0 0 300 0.250 0.03 28.00 0 0 0| 0 173 0 0 320 CAB 0.01 29.00 0 0 0| 0 0 0 0 340 Total 0 0 21| 6 4,913 0 0 Indicative a-t-m Vol 20.48 Underlying Price 266.500 Time to expiry: 130 Days Jun 10 47.000 0.98 19.67 0 0 0| 2 2 +2 0 220 37.750 0.93 21.86 0 0 0| 0 16 0 0 230 28.750 0.86 21.31 0 0 0| 0 124 0 0 240 14.250 0.62 20.41 0 0 0| 30 166 +9 0 260 5.750 0.33 20.60 0 0 0| 0 17 0 0 280 2.000 0.14 20.53 0 0 0| 0 84 0 0 300 1.000 0.08 23.41 0 0 0| 0 0 0 0 320 Total 0 0 0| 32 409 +11 0 Indicative a-t-m Vol 22.03 Underlying Price 266.500 Time to expiry: 221 Days Sep 10 48.000 0.93 24.23 0 0 0| 0 0 0 0 220 30.750 0.79 22.69 0 0 0| 0 5 0 0 240 17.750 0.57 22.12 0 0 0| 0 41 0 0 260 9.250 9.750 0.37 21.87 9.250 9.250 0 0 20| 3 38 +3 0 280 5.000 0.22 21.77 0 0 0| 0 28 0 0 300 2.500 0.12 21.73 0 0 0| 0 2 0 0 320 Total 0 0 20| 3 114 +3 0 Total Calls 0 0 41| 41 5,436 +14 0 | Equity Options 22:16 Business Day Mon 8 Feb 2010 Previous Business Day Fri 5 Feb 2010 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 20.32 Underlying Price 266.500 Time to expiry: 39 Days Mar 10 CAB -0.01 48.00 0 0 0| 0 30 0 0 180 0.250 -0.02 45.00 0 0 0| 0 27 0 0 200 0.250 -0.02 37.13 0 0 0| 0 40 0 0 210 0.500 -0.03 32.94 0 0 0| 0 51 0 0 220 0.750 -0.06 29.15 0 0 0| 0 47 0 0 230 1.000 -0.09 24.11 0 0 0| 0 163 0 0 240 1.750 -0.17 21.66 0 0 0| 0 0 0 0 250 4.500 -0.34 20.82 0 0 0| 0 111 0 0 260 9.000 -0.56 20.11 0 0 0| 0 1,410 -700 0 270 16.000 -0.75 21.06 0 0 0| 0 223 0 0 280 24.500 -0.87 21.80 0 0 0| 0 5 0 0 290 34.000 -0.93 24.13 0 0 0| 0 0 0 0 300 53.750 -0.96 31.02 0 0 0| 6 16 0 0 320 73.750 -0.98 36.83 0 0 0| 0 0 0 0 340 Total 0 0 0| 6 2,123 -700 0 Indicative a-t-m Vol 20.47 Underlying Price 266.500 Time to expiry: 130 Days Jun 10 2.250 -0.12 24.00 0 0 0| 0 42 0 0 220 3.750 -0.18 22.82 0 0 0| 0 8 0 0 230 6.250 -0.27 22.16 0 0 0| 3 57 -1 0 240 13.750 -0.50 20.52 0 0 0| 80 161 +80 0 260 27.000 -0.73 20.39 0 0 0| 10 50 -10 0 280 44.000 -0.89 20.31 0 0 0| 0 2 0 0 300 62.500 -0.98 16.91 0 0 0| 0 10 0 0 320 Total 0 0 0| 93 330 +69 0 Indicative a-t-m Vol 21.81 Underlying Price 266.500 Time to expiry: 221 Days Sep 10 5.000 -0.17 24.32 0 0 0| 0 0 0 0 220 10.000 -0.31 22.86 0 0 0| 0 80 0 0 240 18.500 -0.48 21.85 0 0 0| 16 300 0 0 260 31.000 -0.66 21.75 0 0 0| 0 17 0 0 280 46.500 -0.80 21.52 0 0 0| 0 1 0 0 300 64.500 -0.88 22.62 0 0 0| 0 0 0 0 320 Total 0 0 0| 16 398 0 0 Total Puts 0 0 0| 115 2,851 -631 0 Grand Total 0 1,080,000 1,080,04| 156 8,287 -617 0 Equity Options 22:16 Business Day Mon 8 Feb 2010 Previous Business Day Fri 5 Feb 2010 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 22.99 Underlying Price 446.700 Time to expiry: 39 Days Mar 10 167.500 0.99 67.92 0 0 0| 0 0 0 0 280 147.500 0.98 59.62 0 0 0| 0 3 0 0 300 127.750 0.98 52.51 0 0 0| 0 10 0 0 320 107.750 0.97 44.21 0 0 0| 0 0 0 0 340 87.750 0.97 36.70 0 0 0| 0 10 0 0 360 68.000 0.95 31.55 0 0 0| 0 0 0 0 380 48.750 0.91 26.42 0 0 0| 0 0 0 0 400 31.500 0.79 24.78 0 0 0| 0 5 0 0 420 24.250 0.70 24.18 0 0 0| 0 0 0 0 430 17.250 0.60 23.12 0 0 0| 39 50 -39 0 440 12.250 0.48 22.93 0 0 0| 25 25 +25 0 450 8.000 8.000 0.37 22.68 8.000 8.000 0 0 20| 0 27 0 0 460 5.500 0.27 23.08 0 0 0| 0 0 0 0 470 3.250 0.19 23.03 0 0 0| 0 18 0 0 480 0.750 0.04 26.23 0 0 0| 0 0 0 0 520 0.250 0.02 32.46 0 0 0| 0 0 0 0 560 Total 0 0 20| 64 148 -14 0 Indicative a-t-m Vol 23.59 Underlying Price 446.700 Time to expiry: 130 Days Jun 10 128.500 0.97 31.49 0 0 0| 0 0 0 0 320 109.250 0.95 29.28 0 0 0| 0 0 0 0 340 90.500 0.92 27.56 0 0 0| 0 0 0 0 360 72.500 0.87 26.24 0 0 0| 0 2 0 0 380 56.250 0.79 25.43 0 0 0| 0 24 0 0 400 41.500 0.69 24.59 0 0 0| 0 13 0 0 420 29.000 0.58 23.63 0 0 0| 0 76 0 0 440 19.750 0.45 23.52 0 0 0| 0 0 0 0 460 12.500 0.33 23.05 0 0 0| 0 49 0 0 480 1.500 0.06 22.66 0 0 0| 0 0 0 0 560 Total 0 0 0| 0 164 0 0 Indicative a-t-m Vol 24.69 Underlying Price 446.700 Time to expiry: 221 Days Sep 10 94.500 0.87 29.44 0 0 0| 0 0 0 0 360 61.250 0.75 25.97 0 0 0| 0 1 0 0 400 47.750 0.66 25.33 0 0 0| 0 7 0 0 420 36.250 0.57 24.70 0 0 0| 0 4 0 0 440 27.250 0.47 24.66 0 0 0| 0 6 0 0 460 20.000 0.38 24.53 0 0 0| 0 4 0 0 480 4.500 0.12 23.41 0 0 0| 0 25 0 0 560 Total 0 0 0| 0 47 0 0 Total Calls 0 0 20| 64 359 -14 0 | Equity Options 22:16 Business Day Mon 8 Feb 2010 Previous Business Day Fri 5 Feb 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 | Compass Group plc - STND OPT (CPG) Indicative a-t-m Vol 22.99 Underlying Price 446.700 Time to expiry: 39 Days Mar 10 0.500 -0.01 67.92 0 0 0| 0 490 0 0 280 0.500 -0.02 59.62 0 0 0| 0 100 0 0 300 0.750 -0.02 52.51 0 0 0| 0 240 0 0 320 0.750 -0.03 44.21 0 0 0| 0 16 0 0 340 0.750 -0.03 36.70 0 0 0| 0 55 0 0 360 1.000 -0.05 31.55 0 0 0| 0 11 0 0 380 1.750 -0.09 26.42 0 0 0| 0 11 0 0 400 4.500 -0.21 24.78 0 0 0| 0 17 0 0 420 7.000 -0.30 24.18 0 0 0| 0 50 0 0 430 10.250 -0.40 23.12 0 0 0| 25 46 +25 0 440 15.250 -0.52 22.93 0 0 0| 0 0 0 0 450 21.000 -0.64 22.68 0 0 0| 0 0 0 0 460 28.500 -0.73 23.08 0 0 0| 0 0 0 0 470 36.250 -0.82 23.03 0 0 0| 0 102 0 0 480 73.750 -0.96 26.23 0 0 0| 0 107 0 0 520 113.500 -0.98 32.46 0 0 0| 0 3 0 0 560 Total 0 0 0| 25 1,248 +25 0 Indicative a-t-m Vol 23.87 Underlying Price 446.700 Time to expiry: 130 Days Jun 10 1.000 -0.03 31.49 0 0 0| 0 32 0 0 320 1.750 -0.05 29.28 0 0 0| 0 39 0 0 340 3.000 -0.08 27.76 0 0 0| 0 6 0 0 360 5.000 -0.13 26.31 0 0 0| 0 17 0 0 380 8.750 -0.21 25.51 0 0 0| 0 12 0 0 400 14.250 -0.31 24.82 0 0 0| 0 7 0 0 420 21.750 -0.42 23.89 0 0 0| 27 105 +27 0 440 32.250 -0.55 23.82 0 0 0| 0 17 0 0 460 45.000 -0.67 23.26 0 0 0| 0 0 0 0 480 114.000 -0.95 22.66 0 0 0| 0 0 0 0 560 Total 0 0 0| 27 235 +27 0 Indicative a-t-m Vol 24.78 Underlying Price 446.700 Time to expiry: 221 Days Sep 10 9.000 -0.15 29.44 0 0 0| 0 0 0 0 360 16.500 -0.27 26.04 0 0 0| 0 5 0 0 400 23.500 -0.35 25.41 0 0 0| 3 9 -3 0 420 32.000 -0.45 24.79 0 0 0| 0 0 0 0 440 43.250 -0.54 24.77 0 0 0| 0 6 0 0 460 56.250 -0.63 24.53 0 0 0| 0 0 0 0 480 120.500 -0.89 23.46 0 0 0| 0 0 0 0 560 Total 0 0 0| 3 20 -3 0 Total Puts 0 0 0| 55 1,503 +49 0 Grand Total 0 1,320,000 1,320,02| 119 1,862 +35 0 Equity Options 22:16 Business Day Mon 8 Feb 2010 Previous Business Day Fri 5 Feb 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 | Diageo plc - STND OPT (GNS) Indicative a-t-m Vol 21.83 Underlying Price 1010.000 Time to expiry: 11 Days Feb 10 90.500 0.98 26.72 0 0 0| 0 0 0 0 920 53.000 0.88 24.58 0 0 0| 0 0 0 0 960 36.500 0.76 23.98 0 0 0| 0 0 0 0 980 25.000 21.500 0.61 21.73 25.000 25.000 0 0 3| 16 66 +16 0 1000 3.500 0.17 22.20 0 0 0| 250 395 +171 0 1050 0.500 0.03 25.42 0 0 0| 10 3,074 -10 0 1100 CAB 0.00 25.24 0 0 0| 0 50 0 0 1150 CAB 0.00 17.60 0 0 0| 0 10 0 0 1200 CAB 0.00 18.55 0 0 0| 0 0 0 0 1300 Total 0 0 3| 276 3,595 +177 0 Indicative a-t-m Vol 21.18 Underlying Price 1010.000 Time to expiry: 39 Days Mar 10 370.500 1.00 63.83 0 0 0| 0 0 0 0 640 330.500 0.99 59.27 0 0 0| 0 0 0 0 680 290.500 0.99 50.22 0 0 0| 0 0 0 0 720 251.000 0.99 45.49 0 0 0| 0 15 0 0 760 210.500 0.99 36.16 0 0 0| 8 8 0 0 800 170.500 0.99 27.64 0 0 0| 0 402 0 0 840 131.000 0.98 24.39 0 0 0| 8 71 +7 0 880 90.500 93.500 0.91 25.63 90.500 S 90.500 S 0 0 4| 8 51 +8 0 920 57.500 0.79 22.83 0 0 0| 0 42 0 0 960 42.500 0.69 22.00 0 0 0| 0 0 0 0 980 30.000 29.500 0.57 21.41 30.000 S 30.000 S 0 0 6| 7 1,020 +6 0 1000 9.000 0.25 20.24 0 0 0| 0 173 0 0 1050 2.500 2.000 0.08 20.24 2.500 2.500 0 0 20| 27 750 +25 0 1100 0.500 0.02 20.84 0 0 0| 0 5 0 0 1150 0.500 0.02 26.45 0 0 0| 0 60 0 0 1200 0.500 0.01 32.41 0 0 0| 0 50 0 0 1300 CAB 0.00 37.66 0 0 0| 0 0 0 0 1400 Total 0 0 30| 58 2,647 +46 0 Indicative a-t-m Vol 20.53 Underlying Price 1010.000 Time to expiry: 67 Days Apr 10 95.000 0.88 24.04 0 0 0| 0 0 0 0 920 61.000 0.74 21.82 0 0 0| 0 0 0 0 960 47.000 0.64 21.42 0 0 0| 0 0 0 0 980 35.000 0.54 20.71 0 0 0| 10 20 +10 0 1000 14.500 0.29 19.83 0 0 0| 0 30 0 0 1050 4.500 0.12 18.58 0 0 0| 0 79 0 0 1100 1.000 0.03 17.82 0 0 0| 0 10 0 0 1150 1.000 0.03 22.09 0 0 0| 0 0 0 0 1200 0.500 0.01 26.97 0 0 0| 0 0 0 0 1300 Total 0 0 0| 10 139 +10 0 Indicative a-t-m Vol 21.32 Underlying Price 1010.000 Time to expiry: 130 Days Jun 10 370.500 1.00 44.10 0 0 0| 0 0 0 0 640 Equity Options 22:16 Business Day Mon 8 Feb 2010 Previous Business Day Fri 5 Feb 2010 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 | 290.500 0.99 35.87 0 0 0| 0 0 0 0 720 211.000 0.97 28.38 0 0 0| 0 0 0 0 800 172.000 0.95 25.24 0 0 0| 0 0 0 0 840 135.000 0.88 24.36 0 0 0| 0 0 0 0 880 102.000 0.78 23.32 0 0 0| 0 56 0 0 920 76.000 73.500 0.65 22.28 76.000 76.000 0 0 1| 0 93 0 0 960 50.000 0.52 21.46 0 0 0| 14 299 -4 0 1000 14.000 14.500 0.22 19.98 14.000 14.000 0 0 15| 0 295 0 0 1100 3.000 0.06 19.67 0 0 0| 0 36 0 0 1200 CAB 0.00 21.30 0 0 0| 0 0 0 0 1400 Total 0 0 16| 14 779 -4 0 Indicative a-t-m Vol 22.27 Underlying Price 1010.000 Time to expiry: 221 Days Sep 10 144.500 0.80 24.87 0 0 0| 0 0 0 0 880 113.500 0.72 23.58 0 0 0| 0 23 0 0 920 88.000 0.63 22.92 0 0 0| 8 48 0 0 960 64.000 66.000 0.53 22.42 64.000 64.000 0 0 10| 25 79 +25 0 1000 29.000 27.000 0.30 20.92 29.000 29.000 0 0 10| 0 90 0 0 1100 9.500 9.000 0.13 20.21 9.500 9.000 0 0 20| 0 90 0 0 1200 1.500 0.03 22.14 0 0 0| 0 0 0 0 1400 Total 0 0 40| 33 330 +25 0 Indicative a-t-m Vol 22.47 Underlying Price 1010.000 Time to expiry: 312 Days Dec 10 371.000 0.98 37.89 0 0 0| 0 0 0 0 640 291.000 0.98 29.82 0 0 0| 0 0 0 0 720 216.000 0.90 26.81 0 0 0| 0 0 0 0 800 150.500 0.76 24.83 0 0 0| 0 0 0 0 880 97.000 0.61 23.23 0 0 0| 10 438 +10 0 960 75.500 0.53 22.60 0 0 0| 13 80 +3 0 1000 35.500 0.33 21.29 0 0 0| 0 617 0 0 1100 15.500 0.17 20.60 0 0 0| 0 749 0 0 1200 2.000 0.03 20.12 0 0 0| 0 20 0 0 1400 Total 0 0 0| 23 1,904 +13 0 Indicative a-t-m Vol 22.62 Underlying Price 1010.000 Time to expiry: 494 Days Jun 11 219.500 0.86 25.00 0 0 0| 0 0 0 0 800 159.500 0.74 23.79 0 0 0| 0 0 0 0 880 112.000 0.60 23.20 0 0 0| 0 0 0 0 960 91.500 0.53 22.70 0 0 0| 0 0 0 0 1000 29.000 0.24 21.15 0 0 0| 0 0 0 0 1200 Total 0 0 0| 0 0 0 0 Indicative a-t-m Vol 22.65 Underlying Price 1010.000 Time to expiry: 676 Days Dec 11 379.500 0.90 38.00 0 0 0| 0 0 0 0 640 293.000 0.94 26.40 0 0 0| 0 0 0 0 720 223.500 0.84 24.14 0 0 0| 0 0 0 0 800 175.000 0.71 25.32 0 0 0| 0 500 0 0 880 124.000 0.60 23.26 0 0 0| 0 0 0 0 960 Equity Options 22:16 Business Day Mon 8 Feb 2010 Previous Business Day Fri 5 Feb 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 | 104.000 0.54 22.77 0 0 0| 0 0 0 0 1000 35.500 0.26 20.28 0 0 0| 0 0 0 0 1200 Total 0 0 0| 0 500 0 0 Indicative a-t-m Vol 20.95 Underlying Price 1010.000 Time to expiry: 1047 Days Dec 12 142.500 0.60 23.18 0 0 0| 0 300 0 0 960 114.000 0.55 21.00 0 0 0| 0 0 0 0 1000 51.500 0.31 20.00 0 0 0| 0 0 0 0 1200 Total 0 0 0| 0 300 0 0 Total Calls 0 0 89| 414 10,194 +267 0 | Equity Options 22:16 Business Day Mon 8 Feb 2010 Previous Business Day Fri 5 Feb 2010 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 22.15 Underlying Price 1010.000 Time to expiry: 11 Days Feb 10 0.500 -0.03 27.99 0 0 0| 0 0 0 0 920 2.500 -0.12 24.15 0 0 0| 0 0 0 0 960 6.000 -0.23 23.57 0 0 0| 0 19 0 0 980 13.000 12.000 -0.39 22.66 13.000 13.000 0 0 6| 10 121 +10 0 1000 42.000 42.500 -0.85 20.09 47.500 42.000 0 0 29| 15 635 0 0 1050 94.500 90.000 -1.00 19.10 94.500 94.500 0 0 2| 1 32 0 0 1100 140.000 -1.00 17.68 0 0 0| 0 0 0 0 1150 190.000 -1.00 17.09 0 0 0| 0 0 0 0 1200 290.000 -1.00 28.00 0 0 0| 0 0 0 0 1300 Total 0 0 37| 26 807 +10 0 Indicative a-t-m Vol 21.41 Underlying Price 1010.000 Time to expiry: 39 Days Mar 10 CAB 0.00 33.75 0 0 0| 0 40 0 0 640 CAB 0.00 34.77 0 0 0| 0 0 0 0 680 CAB 0.00 34.29 0 0 0| 0 46 0 0 720 CAB -0.01 32.87 0 0 0| 0 24 0 0 760 0.500 -0.01 30.91 0 0 0| 0 208 0 0 800 1.000 -0.03 28.72 0 0 0| 0 94 0 0 840 3.000 -0.07 26.60 0 0 0| 0 443 0 0 880 7.000 -0.15 24.60 0 0 0| 0 330 0 0 920 16.500 15.000 -0.30 23.06 16.500 15.000 0 0 15| 4 433 0 0 960 21.500 -0.40 22.29 0 0 0| 5 5 +5 0 980 32.500 30.500 -0.51 21.55 32.500 S 32.500 S 0 0 6| 43 754 +26 0 1000 63.000 -0.77 20.87 0 0 0| 1 84 0 0 1050 106.500 -0.92 20.88 0 0 0| 0 51 0 0 1100 155.500 155.000 -0.98 21.69 155.500 S 155.500 S 0 0 4| 16 48 +16 0 1150 204.500 -1.00 21.26 0 0 0| 0 0 0 0 1200 304.500 -1.00 30.55 0 0 0| 9 8 0 0 1300 404.000 -1.00 39.09 0 0 0| 0 0 0 0 1400 Total 0 0 25| 78 2,568 +47 0 Indicative a-t-m Vol 20.83 Underlying Price 1010.000 Time to expiry: 67 Days Apr 10 11.500 -0.20 23.02 0 0 0| 0 0 0 0 920 21.500 -0.33 21.95 0 0 0| 0 16 0 0 960 28.500 -0.41 21.40 0 0 0| 0 0 0 0 980 38.000 -0.50 21.06 0 0 0| 0 30 0 0 1000 68.000 -0.72 19.90 0 0 0| 0 45 0 0 1050 108.500 -0.88 19.41 0 0 0| 0 15 0 0 1100 155.500 -0.96 19.62 0 0 0| 0 20 0 0 1150 205.000 -0.98 21.56 0 0 0| 0 0 0 0 1200 304.500 -1.00 24.71 0 0 0| 0 0 0 0 1300 Total 0 0 0| 0 126 0 0 Indicative a-t-m Vol 21.64 Underlying Price 1010.000 Time to expiry: 130 Days Jun 10 1.000 -0.01 35.52 0 0 0| 0 72 0 0 640 3.000 -0.03 31.62 0 0 0| 0 100 0 0 720 Equity Options 22:16 Business Day Mon 8 Feb 2010 Previous Business Day Fri 5 Feb 2010 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 | 6.500 -0.08 28.09 0 0 0| 0 40 0 0 800 10.000 -0.12 26.14 0 0 0| 0 132 0 0 840 15.000 -0.18 24.59 0 0 0| 0 456 0 0 880 24.000 -0.26 23.56 0 0 0| 25 229 0 0 920 35.500 -0.36 22.34 0 0 0| 13 199 +5 0 960 53.500 -0.48 21.80 0 0 0| 21 925 +21 0 1000 117.500 -0.78 20.16 0 0 0| 0 54 0 0 1100 207.000 -0.94 20.35 0 0 0| 0 0 0 0 1200 405.500 -0.98 29.08 0 0 0| 0 0 0 0 1400 Total 0 0 0| 59 2,207 +26 0 Indicative a-t-m Vol 22.43 Underlying Price 1010.000 Time to expiry: 221 Days Sep 10 32.000 -0.26 24.27 0 0 0| 0 53 0 0 880 44.500 -0.34 23.45 0 0 0| 0 113 0 0 920 61.500 -0.43 23.04 0 0 0| 0 141 0 0 960 81.500 -0.52 22.58 0 0 0| 0 521 0 0 1000 146.500 -0.74 21.07 0 0 0| 8 42 +8 0 1100 230.000 -0.90 19.89 0 0 0| 0 0 0 0 1200 424.000 -0.97 23.36 0 0 0| 0 0 0 0 1400 Total 0 0 0| 8 870 +8 0 Indicative a-t-m Vol 22.69 Underlying Price 1010.000 Time to expiry: 312 Days Dec 10 7.000 -0.05 31.10 0 0 0| 0 40 0 0 640 13.000 -0.10 28.41 0 0 0| 0 46 0 0 720 26.000 24.000 -0.17 26.17 26.000 26.000 0 0 10| 0 63 0 0 800 44.000 -0.28 24.59 0 0 0| 15 1,147 +10 0 880 74.500 -0.42 23.34 0 0 0| 0 1,270 0 0 960 94.500 -0.50 22.82 0 0 0| 13 1,381 0 0 1000 157.000 -0.69 21.53 0 0 0| 0 547 0 0 1100 235.500 -0.85 20.22 0 0 0| 0 33 0 0 1200 424.500 -0.96 21.81 0 0 0| 0 0 0 0 1400 Total 0 0 10| 28 4,527 +10 0 Indicative a-t-m Vol 22.95 Underlying Price 1010.000 Time to expiry: 494 Days Jun 11 41.500 -0.22 26.11 0 0 0| 0 0 0 0 800 65.000 -0.31 24.50 0 0 0| 0 0 0 0 880 98.500 -0.43 23.50 0 0 0| 0 0 0 0 960 119.000 -0.49 23.00 0 0 0| 0 0 0 0 1000 258.500 -0.76 21.99 0 0 0| 0 0 0 0 1200 Total 0 0 0| 0 0 0 0 Indicative a-t-m Vol 22.87 Underlying Price 1010.000 Time to expiry: 676 Days Dec 11 22.500 -0.11 28.44 0 0 0| 0 0 0 0 640 39.000 -0.17 27.55 0 0 0| 0 0 0 0 720 59.500 -0.25 26.26 0 0 0| 0 0 0 0 800 86.500 -0.34 24.95 0 0 0| 0 0 0 0 880 120.000 -0.44 23.43 0 0 0| 0 0 0 0 960 140.000 -0.50 22.87 0 0 0| 0 0 0 0 1000 281.000 -0.72 22.88 0 0 0| 0 0 0 0 1200 Equity Options 22:16 Business Day Mon 8 Feb 2010 Previous Business Day Fri 5 Feb 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 | Total 0 0 0| 0 0 0 0 Indicative a-t-m Vol 21.07 Underlying Price 1010.000 Time to expiry: 1047 Days Dec 12 144.500 -0.44 23.00 0 0 0| 0 0 0 0 960 156.000 -0.49 21.00 0 0 0| 0 0 0 0 1000 300.000 -0.67 22.46 0 0 0| 0 0 0 0 1200 Total 0 0 0| 0 0 0 0 Total Puts 0 0 72| 199 11,105 +101 0 Grand Total 0 3,080,000 3,080,16| 613 21,299 +368 0 Equity Options 22:16 Business Day Mon 8 Feb 2010 Previous Business Day Fri 5 Feb 2010 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 | DSG International plc - STND OPT (DIX) Indicative a-t-m Vol 48.58 Underlying Price 30.000 Time to expiry: 39 Days Mar 10 22.000 1.00 76.67 0 0 0| 0 50 0 0 8 14.000 1.00 68.50 0 0 0| 0 0 0 0 16 10.000 0.98 62.74 0 0 0| 0 5 0 0 20 6.250 0.91 55.78 0 0 0| 0 45 0 0 24 3.000 0.69 49.81 0 0 0| 0 231 0 0 28 2.000 0.53 48.58 0 0 0| 0 0 0 0 30 1.000 0.37 46.34 0 0 0| 0 110 0 0 32 0.500 0.22 44.48 0 0 0| 0 0 0 0 34 0.250 0.15 49.41 0 0 0| 0 533 0 0 36 0.250 0.13 59.06 0 0 0| 0 48 0 0 38 CAB 0.02 42.23 0 0 0| 0 11 0 0 40 CAB 0.00 39.86 0 0 0| 0 34 0 0 44 CAB 0.00 37.87 0 0 0| 0 25 0 0 48 Total 0 0 0| 0 1,092 0 0 Indicative a-t-m Vol 48.93 Underlying Price 30.000 Time to expiry: 130 Days Jun 10 14.250 0.95 71.34 0 0 0| 0 0 0 0 16 10.750 0.89 65.53 0 0 0| 0 0 0 0 20 7.500 0.80 57.29 0 0 0| 0 0 0 0 24 4.750 0.65 51.38 0 0 0| 0 0 0 0 28 2.500 0.47 46.48 0 0 0| 0 0 0 0 32 1.250 0.30 44.64 0 0 0| 0 34 0 0 36 0.500 0.16 41.88 0 0 0| 0 31 0 0 40 0.250 0.08 40.92 0 0 0| 0 9 0 0 44 CAB 0.03 40.44 0 0 0| 0 5 0 0 48 Total 0 0 0| 0 79 0 0 Indicative a-t-m Vol 49.10 Underlying Price 30.000 Time to expiry: 221 Days Sep 10 8.250 0.77 55.21 0 0 0| 0 4 0 0 24 5.500 0.65 48.92 0 0 0| 0 0 0 0 28 3.750 0.51 49.28 0 0 0| 0 0 0 0 32 2.500 0.38 47.42 0 0 0| 0 11 0 0 36 1.250 0.26 44.00 0 0 0| 0 17 0 0 40 0.500 0.11 42.90 0 0 0| 0 0 0 0 48 Total 0 0 0| 0 32 0 0 Total Calls 0 0 0| 0 1,203 0 0 | Equity Options 22:16 Business Day Mon 8 Feb 2010 Previous Business Day Fri 5 Feb 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 | DSG International plc - STND OPT (DIX) Indicative a-t-m Vol 48.58 Underlying Price 30.000 Time to expiry: 39 Days Mar 10 CAB 0.00 76.67 0 0 0| 0 35 0 0 8 CAB 0.00 68.50 0 0 0| 0 261 0 0 16 CAB -0.02 62.74 0 0 0| 0 0 0 0 20 0.250 -0.09 55.78 0 0 0| 0 0 0 0 24 1.000 -0.31 49.81 0 0 0| 0 73 0 0 28 2.000 -0.47 48.58 0 0 0| 0 0 0 0 30 3.000 -0.63 46.34 0 0 0| 0 101 0 0 32 4.500 -0.78 44.48 0 0 0| 0 0 0 0 34 6.250 -0.88 43.60 0 0 0| 0 45 0 0 36 8.000 -0.95 42.97 0 0 0| 0 0 0 0 38 10.000 -0.98 42.23 0 0 0| 0 50 0 0 40 14.000 -1.00 39.86 0 0 0| 0 9 0 0 44 18.000 -1.00 37.87 0 0 0| 0 0 0 0 48 Total 0 0 0| 0 574 0 0 Indicative a-t-m Vol 48.93 Underlying Price 30.000 Time to expiry: 130 Days Jun 10 0.250 -0.05 71.34 0 0 0| 0 10 0 0 16 0.750 -0.11 65.53 0 0 0| 0 0 0 0 20 1.500 -0.20 57.29 0 0 0| 0 30 0 0 24 2.500 -0.35 51.38 0 0 0| 0 40 0 0 28 4.500 -0.53 46.48 0 0 0| 0 10 0 0 32 7.250 -0.71 44.64 0 0 0| 0 33 0 0 36 10.500 -0.85 41.88 0 0 0| 0 0 0 0 40 14.250 -0.93 40.92 0 0 0| 0 2 0 0 44 18.000 -0.97 40.44 0 0 0| 0 0 0 0 48 Total 0 0 0| 0 125 0 0 Indicative a-t-m Vol 49.10 Underlying Price 30.000 Time to expiry: 221 Days Sep 10 2.250 -0.23 55.21 0 0 0| 0 0 0 0 24 3.500 -0.35 48.92 0 0 0| 0 0 0 0 28 5.750 -0.49 49.28 0 0 0| 0 60 0 0 32 8.250 -0.62 47.42 0 0 0| 0 5 0 0 36 11.250 -0.75 44.00 0 0 0| 0 17 0 0 40 18.250 -0.90 42.90 0 0 0| 0 0 0 0 48 Total 0 0 0| 0 82 0 0 Total Puts 0 0 0| 0 781 0 0 Grand Total 0 1,120,000 1,120,00| 0 1,984 0 0 Equity Options 22:16 Business Day Mon 8 Feb 2010 Previous Business Day Fri 5 Feb 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 | Enterprise Inns - STND OPT (ETP) Indicative a-t-m Vol 59.29 Underlying Price 108.500 Time to expiry: 39 Days Mar 10 36.750 0.98 66.60 0 0 0| 0 0 0 0 72 29.250 0.94 63.12 0 0 0| 0 0 0 0 80 24.500 22.000 0.87 60.87 24.500 S 24.500 S 0 0 5| 0 65 0 0 88 18.750 0.82 60.75 0 0 0| 0 0 0 0 92 16.000 0.76 60.75 0 0 0| 0 0 0 0 96 13.250 0.70 60.36 0 0 0| 0 1 0 0 100 7.750 0.51 59.17 0 0 0| 0 20 0 0 110 4.500 0.34 59.35 0 0 0| 0 18 0 0 120 2.000 0.20 57.79 0 0 0| 0 30 0 0 130 1.250 0.12 60.21 0 0 0| 0 0 0 0 140 0.750 0.07 63.11 0 0 0| 0 30 0 0 150 0.500 0.05 67.24 0 0 0| 0 30 0 0 160 0.500 0.04 72.78 0 0 0| 0 0 0 0 170 0.250 0.03 77.06 0 0 0| 0 0 0 0 180 0.250 0.03 83.25 0 0 0| 0 0 0 0 190 0.250 0.03 87.87 0 0 0| 0 20 0 0 200 Total 0 0 5| 0 214 0 0 Indicative a-t-m Vol 59.20 Underlying Price 108.500 Time to expiry: 130 Days Jun 10 32.500 0.85 61.97 0 0 0| 0 0 0 0 80 27.000 0.78 61.72 0 0 0| 0 0 0 0 88 24.500 0.74 62.07 0 0 0| 0 0 0 0 92 22.000 0.70 60.97 0 0 0| 0 0 0 0 96 19.750 0.66 60.92 0 0 0| 0 0 0 0 100 14.750 0.56 59.01 0 0 0| 0 0 0 0 110 11.000 0.46 58.64 0 0 0| 0 0 0 0 120 8.500 9.000 0.39 62.60 8.500 8.500 0 0 75| 50 50 +50 0 130 6.000 0.29 58.52 0 0 0| 0 0 0 0 140 4.500 0.23 59.15 0 0 0| 0 60 0 0 150 3.250 0.18 58.85 0 0 0| 0 0 0 0 160 2.250 0.13 63.01 0 0 0| 0 0 0 0 180 Total 0 0 75| 50 110 +50 0 Indicative a-t-m Vol 57.32 Underlying Price 108.500 Time to expiry: 221 Days Sep 10 35.500 0.81 60.27 0 0 0| 0 0 0 0 80 30.500 0.76 60.38 0 0 0| 0 0 0 0 88 28.000 0.73 59.26 0 0 0| 0 0 0 0 92 25.750 0.69 59.03 0 0 0| 0 0 0 0 96 23.750 0.66 58.98 0 0 0| 0 0 0 0 100 18.750 0.58 57.13 0 0 0| 0 4 0 0 110 15.000 0.50 56.93 0 0 0| 0 15 0 0 120 12.000 0.43 56.66 0 0 0| 0 0 0 0 130 9.250 0.36 56.16 0 0 0| 0 4 0 0 140 6.000 0.26 56.23 0 0 0| 0 20 0 0 160 Total 0 0 0| 0 43 0 0 Equity Options 22:16 Business Day Mon 8 Feb 2010 Previous Business Day Fri 5 Feb 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 | Total Calls 0 0 80| 50 367 +50 0 | Experian Plc (EXP) Indicative a-t-m Vol 23.24 Underlying Price 603.000 Time to expiry: 39 Days Mar 10 203.250 1.00 36.56 0 0 0| 7 0 -7 0 400 183.250 1.00 31.02 0 0 0| 0 0 0 0 420 163.250 1.00 27.76 0 0 0| 0 0 0 0 440 143.250 1.00 23.68 0 0 0| 0 0 0 0 460 123.500 0.99 28.39 0 0 0| 0 0 0 0 480 84.500 0.95 27.78 0 0 0| 0 13 0 0 520 48.250 0.83 25.13 0 0 0| 0 36 0 0 560 32.750 0.71 23.86 0 0 0| 0 0 0 0 580 20.500 0.55 23.37 0 0 0| 20 81 -2 0 600 11.000 0.37 22.52 0 0 0| 0 5 0 0 620 5.250 5.250 0.22 21.90 5.250 S 5.250 S 0 0 5| 4 92 -4 0 640 1.000 0.06 22.15 0 0 0| 0 14 0 0 680 CAB 0.00 2.00 0 0 0| 0 15 0 0 720 Total 0 0 5| 31 256 -13 0 Indicative a-t-m Vol 23.90 Underlying Price 603.000 Time to expiry: 130 Days Jun 10 165.750 0.96 31.18 0 0 0| 0 0 0 0 440 128.000 0.92 28.80 0 0 0| 0 5 0 0 480 92.500 0.85 26.69 0 0 0| 0 2 0 0 520 61.250 0.72 24.88 0 0 0| 0 2 0 0 560 33.500 36.750 0.55 23.95 33.500 33.500 0 0 4| 3 16 +3 0 600 19.500 0.37 23.22 0 0 0| 0 19 0 0 640 9.250 0.21 22.69 0 0 0| 0 0 0 0 680 4.000 0.11 22.44 0 0 0| 0 11 0 0 720 Total 0 0 4| 3 55 +3 0 Indicative a-t-m Vol 24.48 Underlying Price 603.000 Time to expiry: 221 Days Sep 10 130.500 0.89 28.12 0 0 0| 0 0 0 0 480 68.000 0.69 25.28 0 0 0| 0 4 0 0 560 45.250 0.54 24.55 0 0 0| 3 13 +3 0 600 27.500 0.40 23.69 0 0 0| 0 4 0 0 640 16.000 0.27 23.13 0 0 0| 0 0 0 0 680 8.750 0.17 22.64 0 0 0| 0 0 0 0 720 Total 0 0 0| 3 21 +3 0 Total Calls 0 0 9| 37 332 -7 0 | Equity Options 22:16 Business Day Mon 8 Feb 2010 Previous Business Day Fri 5 Feb 2010 Page 25 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 59.29 Underlying Price 108.500 Time to expiry: 39 Days Mar 10 0.250 -0.02 66.60 0 0 0| 0 0 0 0 72 0.500 -0.06 63.12 0 0 0| 0 0 0 0 80 1.500 -0.13 60.87 0 0 0| 0 30 0 0 88 2.250 -0.18 60.75 0 0 0| 0 0 0 0 92 3.250 -0.24 60.75 0 0 0| 0 0 0 0 96 4.750 -0.30 60.36 0 0 0| 0 50 0 0 100 8.000 9.250 -0.49 59.17 9.000 8.000 0 0 30| 0 40 0 0 110 14.000 15.750 -0.66 59.35 14.000 14.000 0 0 3| 0 39 0 0 120 23.500 -0.80 57.79 0 0 0| 0 5 0 0 130 32.500 -0.88 60.21 0 0 0| 0 5 0 0 140 36.500 42.000 -0.93 63.11 36.500 S 36.500 S 0 0 5| 0 65 0 0 150 52.000 -0.95 67.24 0 0 0| 0 0 0 0 160 61.750 -0.96 72.78 0 0 0| 0 0 0 0 170 71.750 -0.97 77.06 0 0 0| 0 0 0 0 180 81.750 -0.97 83.25 0 0 0| 0 0 0 0 190 91.750 -0.98 87.87 0 0 0| 0 0 0 0 200 Total 0 0 38| 0 234 0 0 Indicative a-t-m Vol 59.20 Underlying Price 108.500 Time to expiry: 130 Days Jun 10 4.000 -0.15 61.97 0 0 0| 0 0 0 0 80 6.250 -0.22 61.72 0 0 0| 5 80 -5 0 88 8.000 -0.26 62.07 0 0 0| 0 0 0 0 92 9.250 -0.30 60.97 0 0 0| 0 0 0 0 96 11.000 -0.34 60.92 0 0 0| 0 0 0 0 100 16.000 -0.44 59.01 0 0 0| 0 0 0 0 110 22.250 -0.54 58.64 0 0 0| 0 0 0 0 120 30.250 -0.61 62.60 0 0 0| 0 0 0 0 130 37.250 -0.71 58.52 0 0 0| 0 0 0 0 140 45.750 -0.77 59.15 0 0 0| 0 0 0 0 150 54.500 -0.82 58.85 0 0 0| 0 0 0 0 160 73.500 -0.88 63.01 0 0 0| 0 0 0 0 180 Total 0 0 0| 5 80 -5 0 Indicative a-t-m Vol 57.32 Underlying Price 108.500 Time to expiry: 221 Days Sep 10 6.500 -0.19 60.27 0 0 0| 0 0 0 0 80 9.750 -0.24 60.38 0 0 0| 0 5 0 0 88 11.000 -0.27 59.26 0 0 0| 0 0 0 0 92 12.750 -0.31 59.03 0 0 0| 0 0 0 0 96 14.750 -0.34 58.98 0 0 0| 0 0 0 0 100 19.750 -0.42 57.13 0 0 0| 0 50 0 0 110 26.000 -0.50 56.93 0 0 0| 0 0 0 0 120 33.000 -0.57 56.66 0 0 0| 0 0 0 0 130 40.250 -0.64 56.16 0 0 0| 0 0 0 0 140 57.000 -0.75 56.23 0 0 0| 0 0 0 0 160 Total 0 0 0| 0 55 0 0 Total Puts 0 0 38| 5 369 -5 0 Equity Options 22:16 Business Day Mon 8 Feb 2010 Previous Business Day Fri 5 Feb 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 | Grand Total 0 1,520,000 1,520,11| 55 736 +45 0 Experian Plc (EXP) Indicative a-t-m Vol 23.24 Underlying Price 603.000 Time to expiry: 39 Days Mar 10 CAB 0.00 37.99 0 0 0| 0 52 0 0 400 CAB 0.00 31.84 0 0 0| 0 0 0 0 420 CAB 0.00 28.16 0 0 0| 0 6 0 0 440 CAB 0.00 23.68 0 0 0| 0 0 0 0 460 CAB -0.01 28.49 0 0 0| 0 3 0 0 480 1.000 -0.05 27.78 0 0 0| 0 0 0 0 520 7.250 5.000 -0.17 25.13 7.250 S 7.250 S 0 0 5| 5 15 -5 0 560 9.250 -0.29 23.86 0 0 0| 0 7 0 0 580 17.000 -0.46 23.37 0 0 0| 6 13 -1 0 600 27.750 -0.63 22.52 0 0 0| 0 142 0 0 620 41.750 -0.78 21.90 0 0 0| 0 0 0 0 640 77.750 -0.95 22.15 0 0 0| 0 0 0 0 680 117.000 -1.00 2.00 0 0 0| 7 0 -7 0 720 Total 0 0 5| 18 238 -13 0 Indicative a-t-m Vol 23.90 Underlying Price 603.000 Time to expiry: 130 Days Jun 10 1.750 -0.04 31.18 0 0 0| 0 51 0 0 440 4.000 -0.08 28.80 0 0 0| 0 0 0 0 480 8.250 -0.15 26.69 0 0 0| 0 10 0 0 520 16.750 -0.28 24.88 0 0 0| 1 52 +1 0 560 32.250 -0.45 23.95 0 0 0| 0 13 0 0 600 55.250 -0.64 23.22 0 0 0| 5 8 0 0 640 85.000 -0.79 22.69 0 0 0| 0 0 0 0 680 120.000 -0.90 22.44 0 0 0| 0 0 0 0 720 Total 0 0 0| 6 134 +1 0 Indicative a-t-m Vol 24.48 Underlying Price 603.000 Time to expiry: 221 Days Sep 10 9.750 -0.13 28.12 0 0 0| 0 0 0 0 480 29.250 -0.34 25.28 0 0 0| 16 48 +14 0 560 47.000 -0.47 24.55 0 0 0| 3 8 +3 0 600 69.750 -0.61 23.69 0 0 0| 0 3 0 0 640 98.500 -0.74 23.13 0 0 0| 0 0 0 0 680 131.250 -0.84 22.64 0 0 0| 0 0 0 0 720 Total 0 0 0| 19 59 +17 0 Total Puts 0 0 5| 43 431 +5 0 Grand Total 0 2,600,000 2,600,13| 135 1,499 +43 0 Equity Options 22:16 Business Day Mon 8 Feb 2010 Previous Business Day Fri 5 Feb 2010 Page 27 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 22.12 Underlying Price 1219.000 Time to expiry: 11 Days Feb 10 219.000 1.00 44.00 0 0 0| 0 0 0 0 1000 119.000 1.00 31.00 0 0 0| 0 0 0 0 1100 69.000 1.00 24.76 0 0 0| 0 0 0 0 1150 23.000 0.72 21.76 0 0 0| 15 112 +15 0 1200 4.000 4.500 0.17 22.72 5.000 4.000 0 0 4| 30 1,032 0 0 1250 1.000 0.05 25.65 0 0 0| 0 561 0 0 1300 0.500 0.02 31.51 0 0 0| 0 148 0 0 1350 0.500 0.01 36.69 0 0 0| 0 321 0 0 1400 CAB 0.01 47.39 0 0 0| 0 0 0 0 1500 CAB 0.00 40.00 0 0 0| 0 0 0 0 1600 Total 0 0 4| 45 2,174 +15 0 Indicative a-t-m Vol 21.92 Underlying Price 1219.000 Time to expiry: 39 Days Mar 10 340.000 0.97 76.85 0 0 0| 0 0 0 0 880 259.000 1.00 50.00 0 0 0| 0 6 0 0 960 219.000 1.00 40.00 0 0 0| 3 3 0 0 1000 119.000 0.99 28.00 0 0 0| 0 72 -29 29 1100 66.000 72.000 0.83 24.94 66.000 66.000 0 0 2| 1 1 +1 0 1150 36.500 36.000 0.52 22.10 36.500 S 36.500 S 0 0 1| 11 230 +10 0 1200 16.000 0.30 21.62 0 0 0| 0 486 0 0 1250 6.000 0.14 21.57 0 0 0| 0 3,777 0 0 1300 3.500 2.000 0.06 21.74 3.500 3.500 0 0 1| 0 486 0 0 1350 1.500 0.04 25.35 0 0 0| 0 426 0 0 1400 0.500 0.01 27.79 0 0 0| 0 8 0 0 1500 0.500 0.01 35.00 0 0 0| 0 0 0 0 1600 Total 0 0 4| 15 5,495 -18 29 Indicative a-t-m Vol 21.20 Underlying Price 1219.000 Time to expiry: 67 Days Apr 10 219.000 1.00 37.00 0 0 0| 0 0 0 0 1000 119.500 0.97 24.29 0 0 0| 0 0 0 0 1100 76.000 0.70 22.10 0 0 0| 0 0 0 0 1150 45.500 0.53 21.41 0 0 0| 0 17 0 0 1200 24.500 0.35 20.85 0 0 0| 0 58 0 0 1250 11.500 0.20 20.48 0 0 0| 0 40 0 0 1300 4.500 0.10 20.04 0 0 0| 0 25 0 0 1350 2.500 0.06 21.85 0 0 0| 0 15 0 0 1400 0.500 0.01 22.51 0 0 0| 0 0 0 0 1500 Total 0 0 0| 0 155 0 0 Indicative a-t-m Vol 21.54 Underlying Price 1219.000 Time to expiry: 130 Days Jun 10 260.000 0.87 39.15 0 0 0| 0 0 0 0 960 219.500 0.86 34.00 0 0 0| 0 2 -23 23 1000 122.500 0.78 23.05 0 0 0| 0 656 0 0 1100 59.000 59.000 0.52 21.75 59.000 S 59.000 S 0 0 1| 1 1,519 0 0 1200 21.500 0.26 20.62 0 0 0| 0 953 0 0 1300 Equity Options 22:16 Business Day Mon 8 Feb 2010 Previous Business Day Fri 5 Feb 2010 Page 28 Calls | Block | Opening Settle Delta Vola- Daily Trade Bclear Total | Official **Open Change Exer- Exer Trans Price tility High Low Volume Volume*** Volume | Volume Int cises Price | 7.000 6.500 0.10 20.32 7.000 7.000 0 0 34| 0 1,677 0 0 1400 0.500 0.02 17.67 0 0 0| 0 20 0 0 1500 0.500 0.01 20.00 0 0 0| 0 2,000 0 0 1600 Total 0 0 35| 1 6,827 -23 23 Indicative a-t-m Vol 21.72 Underlying Price 1219.000 Time to expiry: 221 Days Sep 10 222.500 0.84 30.00 0 0 0| 0 70 0 0 1000 133.000 0.73 23.24 0 0 0| 0 104 0 0 1100 72.500 72.500 0.52 21.91 72.500 72.500 0 0 2| 2 334 0 0 1200 34.500 34.000 0.31 20.93 34.500 34.000 0 0 40| 0 196 0 0 1300 14.500 0.16 20.32 0 0 0| 0 92 0 0 1400 5.500 0.07 20.00 0 0 0| 0 43 0 0 1500 1.000 0.02 18.58 0 0 0| 0 32 0 0 1600 Total 0 0 42| 2 871 0 0 Indicative a-t-m Vol 22.02 Underlying Price 1219.000 Time to expiry: 312 Days Dec 10 260.000 0.86 30.10 0 0 0| 0 20 0 0 960 224.000 0.83 28.00 0 0 0| 0 1,010 0 0 1000 142.000 0.70 23.79 0 0 0| 15 212 +15 0 1100 83.000 0.51 22.18 0 0 0| 0 1,588 0 0 1200 45.000 0.34 21.35 0 0 0| 0 2,009 0 0 1300 22.500 21.500 0.20 20.60 22.500 22.500 0 0 15| 0 1,278 0 0 1400 5.000 0.06 20.32 0 0 0| 15 393 0 0 1600 Total 0 0 15| 30 6,510 +15 0 Indicative a-t-m Vol 22.16 Underlying Price 1219.000 Time to expiry: 494 Days Jun 11 268.500 0.83 30.00 0 0 0| 0 0 0 0 960 230.000 0.80 27.00 0 0 0| 0 0 0 0 1000 98.000 0.51 22.28 0 0 0| 0 0 0 0 1200 35.500 0.25 21.09 0 0 0| 0 0 0 0 1400 11.500 0.10 20.54 0 0 0| 0 0 0 0 1600 Total 0 0 0| 0 0 0 0 Indicative a-t-m Vol 22.83 Underlying Price 1219.000 Time to expiry: 676 Days Dec 11 276.000 0.80 30.00 0 0 0| 0 0 0 0 960 241.000 0.77 28.00 0 0 0| 0 0 0 0 1000 112.500 0.52 22.96 0 0 0| 0 210 0 0 1200 48.000 0.29 21.55 0 0 0| 0 0 0 0 1400 18.500 0.14 20.81 0 0 0| 0 0 0 0 1600 Total 0 0 0| 0 210 0 0 Indicative a-t-m Vol 23.22 Underlying Price 1219.000 Time to expiry: 1047 Days Dec 12 260.500 0.74 30.46 0 0 0| 0 0 0 0 1000 126.500 0.53 23.36 0 0 0| 0 0 0 0 1200 62.500 0.32 21.84 0 0 0| 0 0 0 0 1400 25.500 0.16 20.00 0 0 0| 0 0 0 0 1600 Total 0 0 0| 0 0 0 0 Total Calls 0 0 100| 93 22,242 -11 52 | Equity Options 22:16 Business Day Mon 8 Feb 2010 Previous Business Day Fri 5 Feb 2010 Page 29 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 22.23 Underlying Price 1219.000 Time to expiry: 11 Days Feb 10 1.000 -0.02 50.21 0 0 0| 0 3 0 0 1000 1.000 -0.04 28.65 0 0 0| 0 156 0 0 1100 4.000 -0.15 23.84 0 0 0| 0 50 0 0 1150 21.000 19.000 -0.48 22.48 21.000 21.000 0 0 5| 0 1,187 0 0 1200 53.000 -0.84 21.83 0 0 0| 2 1,095 -2 0 1250 99.500 -0.97 24.11 0 0 0| 0 173 0 0 1300 149.500 -0.98 30.41 0 0 0| 0 22 -1 0 1350 199.500 -0.99 38.48 0 0 0| 0 23 0 0 1400 299.000 -0.99 51.41 0 0 0| 0 0 0 0 1500 399.000 -1.00 56.44 0 0 0| 0 0 0 0 1600 Total 0 0 5| 2 2,709 -3 0 Indicative a-t-m Vol 22.02 Underlying Price 1219.000 Time to expiry: 39 Days Mar 10 1.500 -0.02 46.97 0 0 0| 0 115 0 0 880 1.500 -0.03 36.35 0 0 0| 0 271 0 0 960 2.000 -0.04 32.38 0 0 0| 0 191 0 0 1000 7.000 -0.13 25.25 0 0 0| 7 1,642 -7 0 1100 17.500 16.500 -0.27 23.70 17.500 17.500 0 0 4| 1 209 0 0 1150 35.000 34.500 -0.48 22.37 35.500 S 35.000 0 0 81| 7 2,952 -7 0 1200 64.000 -0.70 21.45 0 0 0| 3 762 0 0 1250 104.000 -0.87 21.03 0 0 0| 0 1,363 0 0 1300 150.500 -0.95 21.83 0 0 0| 0 0 0 0 1350 199.500 -0.98 22.80 0 0 0| 11 47 -3 0 1400 299.000 -1.00 26.08 0 0 0| 0 0 0 0 1500 399.000 -1.00 27.24 0 0 0| 3 1 -2 0 1600 Total 0 0 85| 32 7,553 -19 0 Indicative a-t-m Vol 21.36 Underlying Price 1219.000 Time to expiry: 67 Days Apr 10 3.000 -0.05 27.22 0 0 0| 0 18 0 0 1000 12.500 -0.18 23.62 0 0 0| 3 6 +3 0 1100 24.500 -0.31 22.72 0 0 0| 1 14 +1 0 1150 43.500 -0.47 21.67 0 0 0| 0 47 0 0 1200 72.000 -0.65 20.85 0 0 0| 0 40 0 0 1250 109.500 -0.80 20.59 0 0 0| 0 0 0 0 1300 153.500 -0.89 21.18 0 0 0| 0 0 0 0 1350 199.500 -0.97 19.80 0 0 0| 0 5 0 0 1400 299.000 -1.00 17.92 0 0 0| 0 0 0 0 1500 Total 0 0 0| 4 130 +4 0 Indicative a-t-m Vol 21.57 Underlying Price 1219.000 Time to expiry: 130 Days Jun 10 7.500 -0.08 27.05 0 0 0| 0 57 0 0 960 11.000 -0.12 25.77 0 0 0| 0 328 0 0 1000 29.000 -0.27 23.29 0 0 0| 0 2,895 0 0 1100 69.000 68.000 -0.50 21.72 69.000 S 66.500 0 0 2| 14 1,517 +4 0 1200 133.000 -0.74 20.93 0 0 0| 0 238 0 0 1300 219.500 -0.89 21.65 0 0 0| 0 63 0 0 1400 Equity Options 22:16 Business Day Mon 8 Feb 2010 Previous Business Day Fri 5 Feb 2010 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 | 312.000 -1.00 15.30 0 0 0| 0 0 0 0 1500 411.500 -1.00 10.93 0 0 0| 0 15 0 0 1600 Total 0 0 2| 14 5,113 +4 0 Indicative a-t-m Vol 21.47 Underlying Price 1219.000 Time to expiry: 221 Days Sep 10 23.500 -0.17 24.77 0 0 0| 5 58 +5 0 1000 49.000 -0.32 23.00 0 0 0| 3 147 +3 0 1100 93.500 92.500 -0.52 21.61 93.500 93.500 0 0 2| 5 456 +1 0 1200 156.500 -0.71 20.83 0 0 0| 0 91 0 0 1300 238.500 -0.84 20.69 0 0 0| 0 17 0 0 1400 327.000 -0.95 18.20 0 0 0| 0 0 0 0 1500 424.500 -0.98 18.86 0 0 0| 0 30 0 0 1600 Total 0 0 2| 13 799 +9 0 Indicative a-t-m Vol 21.57 Underlying Price 1219.000 Time to expiry: 312 Days Dec 10 29.500 29.500 -0.18 25.66 29.500 29.500 0 0 15| 0 823 0 0 960 37.500 -0.22 24.70 0 0 0| 0 3,688 0 0 1000 68.000 -0.36 23.17 0 0 0| 0 182 0 0 1100 113.500 -0.52 21.69 0 0 0| 0 3,530 0 0 1200 178.500 -0.69 21.07 0 0 0| 0 2,858 0 0 1300 258.000 -0.81 20.84 0 0 0| 11 111 +11 0 1400 438.500 -0.96 18.72 0 0 0| 0 295 0 0 1600 Total 0 0 15| 11 11,487 +11 0 Indicative a-t-m Vol 21.99 Underlying Price 1219.000 Time to expiry: 494 Days Jun 11 50.500 -0.23 24.61 0 0 0| 0 25 0 0 960 62.000 -0.27 24.11 0 0 0| 0 26 0 0 1000 151.500 -0.53 22.09 0 0 0| 0 31 0 0 1200 293.000 -0.77 21.08 0 0 0| 0 0 0 0 1400 468.000 -0.90 20.74 0 0 0| 0 0 0 0 1600 Total 0 0 0| 0 82 0 0 Indicative a-t-m Vol 22.85 Underlying Price 1219.000 Time to expiry: 676 Days Dec 11 74.000 -0.27 25.16 0 0 0| 0 0 0 0 960 88.000 -0.31 24.81 0 0 0| 0 0 0 0 1000 184.000 -0.53 22.98 0 0 0| 0 200 0 0 1200 320.000 -0.73 21.57 0 0 0| 0 0 0 0 1400 487.000 -0.87 20.82 0 0 0| 0 0 0 0 1600 Total 0 0 0| 0 200 0 0 Indicative a-t-m Vol 23.22 Underlying Price 1219.000 Time to expiry: 1047 Days Dec 12 125.000 -0.35 24.00 0 0 0| 0 0 0 0 1000 234.500 -0.54 23.36 0 0 0| 0 0 0 0 1200 367.500 -0.70 21.92 0 0 0| 0 0 0 0 1400 521.000 -0.85 20.00 0 0 0| 0 0 0 0 1600 Total 0 0 0| 0 0 0 0 Total Puts 0 0 109| 76 28,073 +6 0 Grand Total 0 2,680,000 2,680,20| 169 50,315 -5 52 Equity Options 22:16 Business Day Mon 8 Feb 2010 Previous Business Day Fri 5 Feb 2010 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 | HBOS ex event Contracts - STND OPT (HAX) Indicative a-t-m Vol 80.75 Underlying Price 47.200 Time to expiry: 312 Days Dec 10 CAB 0.01 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 30.68 Underlying Price 256.500 Time to expiry: 39 Days Mar 10 37.500 0.93 33.22 0 0 0| 0 25 0 0 220 28.500 0.87 30.99 0 0 0| 0 0 0 0 230 20.500 0.77 30.20 0 0 0| 0 0 0 0 240 17.250 0.69 31.15 0 0 0| 0 0 0 0 245 14.000 0.62 30.42 0 0 0| 0 0 0 0 250 9.000 0.47 30.80 0 0 0| 0 59 0 0 260 5.250 0.32 30.12 0 0 0| 0 2 0 0 270 2.500 0.20 29.05 0 0 0| 0 60 0 0 280 0.500 0.06 23.25 0 0 0| 0 5,464 0 0 290 CAB 0.02 22.04 0 0 0| 0 17 0 0 300 CAB 0.00 23.49 0 0 0| 0 23 0 0 320 CAB 0.00 26.11 0 0 0| 0 3 0 0 340 CAB 0.00 26.90 0 0 0| 0 8 0 0 360 Total 0 0 0| 0 5,661 0 0 Indicative a-t-m Vol 29.16 Underlying Price 256.500 Time to expiry: 130 Days Jun 10 39.250 0.88 27.71 0 0 0| 0 0 0 0 220 25.500 0.69 30.25 0 0 0| 0 0 0 0 240 14.250 0.50 28.97 0 0 0| 0 0 0 0 260 7.500 0.31 29.07 0 0 0| 0 4 0 0 280 3.250 0.16 27.85 0 0 0| 0 8 0 0 300 0.500 0.04 22.84 0 0 0| 0 5 0 0 320 0.250 0.01 23.11 0 0 0| 0 0 0 0 340 CAB 0.00 20.91 0 0 0| 0 9 0 0 360 Total 0 0 0| 0 26 0 0 Total Calls 0 0 0| 0 5,687 0 0 | Equity Options 22:16 Business Day Mon 8 Feb 2010 Previous Business Day Fri 5 Feb 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 | HBOS ex event Contracts - STND OPT (HAX) Indicative a-t-m Vol 80.75 Underlying Price 47.200 Time to expiry: 312 Days Dec 10 323.000 -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 40,000 40,000| 0 1,000 0 0 Home Retail Group Plc (HRG) Indicative a-t-m Vol 30.68 Underlying Price 256.500 Time to expiry: 39 Days Mar 10 1.000 -0.07 33.22 0 0 0| 0 0 0 0 220 1.750 -0.13 30.99 0 0 0| 0 15 0 0 230 3.750 -0.23 30.20 0 0 0| 0 410 0 0 240 5.500 -0.31 31.15 0 0 0| 0 0 0 0 245 7.250 -0.38 30.42 0 0 0| 0 0 0 0 250 12.250 -0.53 30.80 0 0 0| 0 122 0 0 260 18.500 -0.68 30.12 0 0 0| 0 0 0 0 270 26.000 -0.81 29.05 0 0 0| 0 36 0 0 280 33.750 -0.94 23.25 0 0 0| 0 4 0 0 290 43.500 -0.99 22.04 0 0 0| 0 2 0 0 300 63.500 -1.00 23.49 0 0 0| 0 1 0 0 320 83.500 -1.00 26.11 0 0 0| 0 0 0 0 340 103.500 -1.00 26.90 0 0 0| 0 6 0 0 360 Total 0 0 0| 0 596 0 0 Indicative a-t-m Vol 29.16 Underlying Price 256.500 Time to expiry: 130 Days Jun 10 5.500 -0.22 27.71 0 0 0| 0 0 0 0 220 14.250 -0.40 30.25 0 0 0| 0 7 0 0 240 24.750 -0.58 28.97 0 0 0| 2 31 -2 0 260 39.250 -0.74 29.07 0 0 0| 0 8 0 0 280 55.500 -0.86 27.85 0 0 0| 0 24 0 0 300 73.250 -0.97 22.84 0 0 0| 0 2 0 0 320 93.000 -0.99 23.11 0 0 0| 0 0 0 0 340 112.750 -1.00 20.91 0 0 0| 0 0 0 0 360 Total 0 0 0| 2 72 -2 0 Total Puts 0 0 0| 2 668 -2 0 Grand Total 0 880,000 880,000| 2 7,355 -2 0 Equity Options 22:16 Business Day Mon 8 Feb 2010 Previous Business Day Fri 5 Feb 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 | HSBC Holdings plc - STND OPT (HSB) Indicative a-t-m Vol 31.69 Underlying Price 648.400 Time to expiry: 11 Days Feb 10 89.000 0.99 37.83 0 0 0| 0 0 0 0 560 50.000 0.91 32.57 0 0 0| 0 0 0 0 600 33.500 0.79 32.68 0 0 0| 0 0 0 0 620 18.000 19.500 0.60 32.04 19.000 17.500 0 0 130| 0 64 0 0 640 10.000 0.39 31.26 0 0 0| 0 25 0 0 660 4.000 0.20 29.96 0 0 0| 0 92 0 0 680 1.500 0.08 30.22 0 0 0| 0 153 0 0 700 0.500 0.03 30.50 0 0 0| 0 876 0 0 720 CAB 0.00 27.61 0 0 0| 0 631 0 0 740 CAB 0.00 27.98 0 0 0| 0 42 0 0 760 CAB 0.00 27.98 0 0 0| 0 77 0 0 780 CAB 0.00 28.47 0 0 0| 0 32 0 0 800 CAB 0.00 31.00 0 0 0| 0 10 0 0 840 Total 0 0 130| 0 2,002 0 0 Indicative a-t-m Vol 31.54 Underlying Price 648.400 Time to expiry: 39 Days Mar 10 328.500 1.00 80.00 0 0 0| 0 0 0 0 320 309.000 1.00 75.00 0 0 0| 0 0 0 0 340 289.000 1.00 70.00 0 0 0| 0 0 0 0 360 269.000 1.00 65.00 0 0 0| 0 0 0 0 380 249.000 1.00 60.00 0 0 0| 0 0 0 0 400 229.000 1.00 55.00 0 0 0| 0 0 0 0 420 209.000 0.99 51.44 0 0 0| 0 0 0 0 440 189.000 0.99 47.34 0 0 0| 0 0 0 0 460 169.500 0.99 44.88 0 0 0| 0 0 0 0 480 130.000 0.96 40.79 0 0 0| 0 529 0 0 520 92.000 0.91 36.04 0 0 0| 29 121 +14 0 560 59.000 0.77 35.33 0 0 0| 26 576 +25 0 600 46.000 0.67 36.18 0 0 0| 0 0 0 0 620 35.500 31.000 0.57 31.90 35.500 S 35.500 S 0 0 5| 30 166 +20 0 640 20.500 21.000 0.45 31.10 20.500 20.500 0 0 40| 52 123 +26 0 660 17.000 13.000 0.33 30.00 17.000 12.500 0 0 256| 26 3,790 0 0 680 8.000 0.23 29.76 0 0 0| 40 176 -2 0 700 4.000 5.000 0.16 30.56 4.000 4.000 0 0 10| 0 5,207 0 0 720 2.500 0.09 29.49 0 0 0| 0 1,558 0 0 740 1.000 0.05 28.69 0 0 0| 0 1,626 0 0 760 CAB 0.01 27.24 0 0 0| 0 2,075 0 0 800 CAB 0.00 26.39 0 0 0| 0 0 0 0 840 CAB 0.00 27.91 0 0 0| 0 80 0 0 880 Total 0 0 311| 203 16,027 +83 0 Indicative a-t-m Vol 31.33 Underlying Price 648.400 Time to expiry: 67 Days Apr 10 95.500 0.86 36.74 0 0 0| 0 0 0 0 560 63.000 0.74 33.24 0 0 0| 0 30 0 0 600 48.500 0.65 31.92 0 0 0| 0 0 0 0 620 Equity Options 22:16 Business Day Mon 8 Feb 2010 Previous Business Day Fri 5 Feb 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 | 37.000 0.56 31.55 0 0 0| 0 0 0 0 640 27.500 0.46 31.07 0 0 0| 0 0 0 0 660 19.000 0.36 29.74 0 0 0| 0 50 0 0 680 13.000 0.28 29.13 0 0 0| 0 50 0 0 700 8.500 0.20 28.63 0 0 0| 0 25 0 0 720 5.500 0.15 28.86 0 0 0| 0 2,504 0 0 740 3.500 0.10 28.37 0 0 0| 0 0 0 0 760 1.000 0.04 28.21 0 0 0| 0 0 0 0 800 Total 0 0 0| 0 2,659 0 0 Indicative a-t-m Vol 30.86 Underlying Price 648.400 Time to expiry: 130 Days Jun 10 369.500 1.00 62.68 0 0 0| 0 0 0 0 279 335.000 0.99 65.05 0 0 0| 0 0 0 0 314 300.000 0.99 56.16 0 0 0| 0 0 0 0 349 266.000 0.99 48.15 0 0 0| 0 0 0 0 383 231.000 0.99 43.03 0 0 0| 0 0 0 0 418 164.500 0.93 39.96 0 0 0| 0 55 0 0 488 103.000 0.80 35.23 0 0 0| 0 1,199 0 0 558 55.000 0.59 31.56 0 0 0| 0 1,045 -200 0 627 26.500 23.500 0.35 29.34 26.500 21.000 0 0 70| 39 4,379 -26 0 697 8.000 0.16 27.69 0 0 0| 0 2,738 0 0 767 2.500 0.06 27.29 0 0 0| 0 650 0 0 837 1.000 0.03 25.93 0 0 0| 0 2,604 0 0 871 1.000 0.02 25.74 0 0 0| 0 96 0 0 880 Total 0 0 70| 39 12,766 -226 0 Indicative a-t-m Vol 30.76 Underlying Price 648.400 Time to expiry: 221 Days Sep 10 109.500 0.75 34.06 0 0 0| 0 25 0 0 560 82.000 0.65 32.39 0 0 0| 0 0 0 0 600 59.500 0.55 31.10 0 0 0| 0 1,029 0 0 640 44.000 41.000 0.44 29.62 44.000 40.000 0 0 206| 0 118 0 0 680 29.500 27.000 0.33 28.57 29.500 S 27.500 0 0 135| 0 3,665 0 0 720 17.000 17.000 0.24 27.81 17.000 17.000 0 0 30| 0 1,317 0 0 760 11.000 0.17 27.48 0 0 0| 0 2,149 0 0 800 4.000 0.08 27.27 0 0 0| 0 2,125 0 0 880 Total 0 0 371| 0 10,428 0 0 Indicative a-t-m Vol 30.67 Underlying Price 648.400 Time to expiry: 312 Days Dec 10 369.500 1.00 51.56 0 0 0| 0 0 0 0 279 335.000 0.99 52.88 0 0 0| 0 0 0 0 314 300.000 0.99 45.26 0 0 0| 0 0 0 0 349 266.500 0.98 41.90 0 0 0| 0 0 0 0 383 233.000 0.95 40.73 0 0 0| 0 0 0 0 418 164.500 171.000 0.86 36.72 164.500 164.500 0 0 26| 0 1,432 0 0 488 118.000 0.73 33.92 0 0 0| 0 2,572 0 0 558 75.000 0.58 31.33 0 0 0| 0 3,261 +500 0 627 43.500 0.42 29.23 0 0 0| 0 5,090 0 0 697 22.500 23.000 0.27 27.71 22.500 22.500 0 0 25| 25 2,650 -25 0 767 Equity Options 22:16 Business Day Mon 8 Feb 2010 Previous Business Day Fri 5 Feb 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 | 11.500 0.16 26.85 0 0 0| 40 3,833 -15 0 837 8.000 0.12 26.62 0 0 0| 25 1,918 +25 0 871 7.500 0.11 26.64 0 0 0| 0 543 0 0 880 Total 0 0 51| 90 21,299 +485 0 Indicative a-t-m Vol 30.05 Underlying Price 648.400 Time to expiry: 494 Days Jun 11 216.500 0.89 37.66 0 0 0| 0 0 0 0 440 183.500 0.84 35.66 0 0 0| 0 0 0 0 480 126.500 0.71 32.64 0 0 0| 0 0 0 0 560 81.000 0.56 30.25 0 0 0| 0 0 0 0 640 48.500 0.40 28.47 0 0 0| 0 1,013 0 0 720 26.500 0.27 26.92 0 0 0| 0 480 0 0 800 13.500 0.16 25.69 0 0 0| 3 3 0 0 880 Total 0 0 0| 3 1,496 0 0 Indicative a-t-m Vol 29.22 Underlying Price 648.400 Time to expiry: 676 Days Dec 11 372.000 0.97 59.48 0 0 0| 0 0 0 0 279 337.500 0.96 52.08 0 0 0| 0 0 0 0 314 303.500 0.95 46.58 0 0 0| 0 30 0 0 349 271.500 0.92 42.50 0 0 0| 0 0 0 0 383 240.500 0.89 39.26 0 0 0| 0 0 0 0 418 183.000 0.81 34.69 0 0 0| 0 250 0 0 488 134.500 0.70 31.73 0 0 0| 0 30 0 0 558 96.000 0.59 29.68 0 0 0| 0 76 0 0 627 89.500 0.56 29.41 0 0 0| 0 550 0 0 640 57.500 0.43 27.73 0 0 0| 0 61 0 0 720 34.500 0.30 26.44 0 0 0| 0 1,134 0 0 800 20.000 0.20 25.27 0 0 0| 0 0 0 0 880 Total 0 0 0| 0 2,131 0 0 Indicative a-t-m Vol 33.19 Underlying Price 648.400 Time to expiry: 1047 Days Dec 12 169.000 0.70 37.91 0 0 0| 0 0 0 0 560 121.000 0.60 33.36 0 0 0| 0 0 0 0 640 90.000 0.50 31.90 0 0 0| 0 0 0 0 720 66.000 0.41 30.66 0 0 0| 0 0 0 0 800 Total 0 0 0| 0 0 0 0 Total Calls 0 0 933| 335 68,808 +342 0 | Equity Options 22:16 Business Day Mon 8 Feb 2010 Previous Business Day Fri 5 Feb 2010 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 | HSBC Holdings plc - STND OPT (HSB) Indicative a-t-m Vol 31.66 Underlying Price 648.400 Time to expiry: 11 Days Feb 10 CAB 0.00 9.37 0 0 0| 0 0 0 0 560 3.000 -0.13 38.68 0 0 0| 0 360 0 0 600 5.500 -0.23 34.66 0 0 0| 0 0 0 0 620 11.500 -0.40 32.60 0 0 0| 125 1,833 +25 0 640 18.500 21.000 -0.61 30.52 25.000 18.500 0 0 28| 0 1,421 0 0 660 35.500 -0.80 30.21 0 0 0| 0 2,000 0 0 680 50.500 53.500 -0.89 33.33 50.500 50.500 0 0 18| 0 3,242 0 0 700 72.000 -0.97 29.55 0 0 0| 0 1,066 -125 0 720 92.000 -0.98 36.08 0 0 0| 0 55 0 0 740 111.500 -1.00 2.00 0 0 0| 0 0 0 0 760 131.500 -1.00 2.00 0 0 0| 0 0 0 0 780 151.500 -1.00 2.00 0 0 0| 0 0 0 0 800 191.500 -1.00 2.00 0 0 0| 0 0 0 0 840 Total 0 0 46| 125 9,977 -100 0 Indicative a-t-m Vol 34.49 Underlying Price 648.400 Time to expiry: 39 Days Mar 10 CAB 0.00 80.00 0 0 0| 0 29 0 0 320 CAB 0.00 75.00 0 0 0| 0 74 0 0 340 CAB 0.00 69.83 0 0 0| 0 74 0 0 360 CAB -0.01 65.00 0 0 0| 0 1 0 0 380 0.500 -0.01 61.79 0 0 0| 0 73 0 0 400 0.500 -0.01 57.58 0 0 0| 0 46 0 0 420 0.500 -0.01 53.58 0 0 0| 0 190 0 0 440 0.500 -0.02 49.75 0 0 0| 0 1,840 0 0 460 1.000 -0.02 46.10 0 0 0| 0 449 0 0 480 2.500 -0.06 42.84 0 0 0| 0 555 0 0 520 6.500 -0.14 40.95 0 0 0| 20 2,581 0 0 560 13.500 14.000 -0.27 37.82 14.500 13.500 0 0 56| 50 3,609 0 0 600 17.500 20.000 -0.36 35.86 17.500 17.500 0 0 35| 0 0 0 0 620 28.000 -0.46 35.00 0 0 0| 17 8,597 -17 0 640 38.500 -0.57 33.87 0 0 0| 40 8,001 +40 0 660 51.000 -0.68 32.90 0 0 0| 0 10,432 0 0 680 65.000 -0.78 31.71 0 0 0| 0 966 0 0 700 81.000 -0.87 29.55 0 0 0| 0 2,691 0 0 720 99.000 -0.92 28.83 0 0 0| 0 705 0 0 740 118.000 -0.95 29.19 0 0 0| 0 1,059 0 0 760 157.000 -0.99 27.69 0 0 0| 0 195 0 0 800 196.500 -1.00 27.31 0 0 0| 0 0 0 0 840 236.500 -1.00 28.45 0 0 0| 0 45 0 0 880 Total 0 0 91| 127 42,212 +23 0 Indicative a-t-m Vol 31.65 Underlying Price 648.400 Time to expiry: 67 Days Apr 10 10.500 -0.17 37.49 0 0 0| 0 3 0 0 560 19.000 -0.29 34.54 0 0 0| 0 4 0 0 600 26.000 -0.37 33.41 0 0 0| 0 0 0 0 620 37.500 33.500 -0.46 31.72 37.500 37.500 0 0 5| 7 79 +7 0 640 Equity Options 22:16 Business Day Mon 8 Feb 2010 Previous Business Day Fri 5 Feb 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 | 44.000 -0.55 31.55 0 0 0| 0 51 0 0 660 56.000 -0.64 30.71 0 0 0| 0 2,500 0 0 680 70.500 -0.72 30.28 0 0 0| 0 25 0 0 700 85.000 -0.80 29.11 0 0 0| 0 0 0 0 720 102.500 -0.85 29.67 0 0 0| 0 0 0 0 740 121.000 -0.89 30.31 0 0 0| 0 0 0 0 760 158.500 -0.94 31.03 0 0 0| 0 0 0 0 800 Total 0 0 5| 7 2,662 +7 0 Indicative a-t-m Vol 31.43 Underlying Price 648.400 Time to expiry: 130 Days Jun 10 CAB 0.00 45.28 0 0 0| 0 46 0 0 279 0.500 0.00 49.21 0 0 0| 0 121 0 0 314 1.000 -0.01 49.89 0 0 0| 0 35 0 0 349 2.500 -0.03 48.74 0 0 0| 0 2,423 0 0 383 4.000 -0.05 46.69 0 0 0| 0 135 0 0 418 9.500 -0.11 40.97 0 0 0| 0 4,734 0 0 488 22.000 20.000 -0.23 35.57 22.000 22.000 0 0 25| 110 5,331 -110 0 558 43.000 -0.43 32.07 0 0 0| 31 5,605 -23 0 627 78.500 82.500 -0.66 30.02 78.500 78.500 0 0 1| 11 10,974 0 0 697 137.500 -0.84 28.96 0 0 0| 0 41 0 0 767 201.500 -0.94 28.23 0 0 0| 0 50 0 0 837 234.500 -0.95 29.69 0 0 0| 0 1 0 0 871 245.000 -0.94 33.49 0 0 0| 0 50 0 0 880 Total 0 0 26| 152 29,546 -133 0 Indicative a-t-m Vol 30.79 Underlying Price 648.400 Time to expiry: 221 Days Sep 10 35.000 34.000 -0.28 34.88 35.000 33.000 0 0 11| 2 985 0 0 560 47.000 -0.37 32.88 0 0 0| 0 4 0 0 600 62.000 64.500 -0.47 31.06 62.000 62.000 0 0 30| 1 1,049 -1 0 640 86.500 -0.57 29.88 0 0 0| 0 1,115 0 0 680 112.500 -0.68 28.81 0 0 0| 5 3,200 0 0 720 144.000 -0.76 28.72 0 0 0| 0 75 0 0 760 176.000 -0.84 27.23 0 0 0| 0 229 0 0 800 250.000 -0.92 27.91 0 0 0| 0 375 0 0 880 Total 0 0 41| 8 7,032 -1 0 Indicative a-t-m Vol 30.72 Underlying Price 648.400 Time to expiry: 312 Days Dec 10 3.000 -0.02 49.57 0 0 0| 0 2,000 0 0 279 4.500 -0.03 46.99 0 0 0| 0 27 0 0 314 6.500 -0.05 44.32 0 0 0| 0 45 0 0 349 9.000 -0.07 42.25 0 0 0| 0 90 0 0 383 13.000 -0.10 40.36 0 0 0| 0 2,177 0 0 418 24.000 -0.18 36.50 0 0 0| 0 3,665 0 0 488 43.000 -0.29 33.72 0 0 0| 9 4,710 0 0 558 68.000 70.500 -0.44 31.19 68.000 68.000 0 0 25| 0 3,665 +500 0 627 110.500 -0.59 29.68 0 0 0| 25 4,405 -25 0 697 160.000 -0.73 28.26 0 0 0| 25 364 0 0 767 217.500 -0.85 26.92 0 0 0| 25 130 +25 0 837 248.000 -0.88 26.58 0 0 0| 0 280 0 0 871 Equity Options 22:16 Business Day Mon 8 Feb 2010 Previous Business Day Fri 5 Feb 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 | 250.000 256.000 -0.89 26.70 250.000 250.000 0 0 25| 0 190 0 0 880 Total 0 0 50| 84 21,748 +500 0 Indicative a-t-m Vol 30.02 Underlying Price 648.400 Time to expiry: 494 Days Jun 11 26.000 -0.15 36.95 0 0 0| 0 0 0 0 440 35.000 -0.20 35.33 0 0 0| 0 0 0 0 480 60.500 -0.32 32.59 0 0 0| 0 3 0 0 560 96.000 -0.46 30.20 0 0 0| 6 57 +6 0 640 144.000 -0.61 28.60 0 0 0| 0 525 0 0 720 202.000 -0.74 27.24 0 0 0| 0 0 0 0 800 268.500 -0.84 26.29 0 0 0| 0 0 0 0 880 Total 0 0 0| 6 585 +6 0 Indicative a-t-m Vol 30.09 Underlying Price 648.400 Time to expiry: 676 Days Dec 11 12.000 -0.06 46.38 0 0 0| 0 30 0 0 279 16.000 -0.08 43.63 0 0 0| 0 65 0 0 314 20.000 -0.10 41.27 0 0 0| 0 25 0 0 349 25.000 -0.12 39.28 0 0 0| 0 50 0 0 383 32.000 -0.15 37.49 0 0 0| 0 50 0 0 418 49.000 -0.23 34.56 0 0 0| 0 2,250 0 0 488 73.000 -0.33 32.30 0 0 0| 0 52 0 0 558 104.500 -0.43 30.51 0 0 0| 0 550 0 0 627 111.000 -0.45 30.25 0 0 0| 0 550 0 0 640 158.500 -0.58 28.82 0 0 0| 0 545 0 0 720 214.500 -0.69 27.59 0 0 0| 0 500 0 0 800 278.000 -0.78 26.83 0 0 0| 0 0 0 0 880 Total 0 0 0| 0 4,667 0 0 Indicative a-t-m Vol 35.03 Underlying Price 648.400 Time to expiry: 1047 Days Dec 12 122.500 -0.32 39.81 0 0 0| 0 0 0 0 560 151.500 -0.41 35.20 0 0 0| 0 0 0 0 640 196.500 -0.50 33.66 0 0 0| 0 0 0 0 720 249.000 -0.58 32.67 0 0 0| 0 0 0 0 800 Total 0 0 0| 0 0 0 0 Total Puts 0 0 259| 509 118,429 +302 0 Grand Total 0 4,160,000 4,161,19| 844 187,237 +644 0 Cable & Wireless Plc (CWQ) Grand Total 0 4,200,000 4,201,19| 844 187,237 +644 0 Cable & Wireless plc (CWX) Grand Total 0 4,220,000 4,221,19| 844 187,237 +644 0 Cable & Wireless Plc (CWQ) Grand Total 0 4,280,000 4,281,19| 844 192,831 +644 0 Cable & Wireless plc (CWX) Indicative a-t-m Vol 0.00 Underlying Price 139.300 Time to expiry: 39 Days 19 Mar 10 1.300 -0.15 34.31 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 139.300 Time to expiry: 676 Days 16 Dec 11 Equity Options 22:16 Business Day Mon 8 Feb 2010 Previous Business Day Fri 5 Feb 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 | 71.840 -0.80 31.44 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 4,340,000 4,341,19| 844 197,831 +644 0 Carrefour SA (CMJ) Indicative a-t-m Vol 0.00 Underlying Price 34.3300 Time to expiry: 39 Days 19 Mar 10 1.2199 -0.44 31.05 N/A 0 0| 0 2,885 0 0 3400 1.7100 -0.56 29.90 N/A 0 0| 0 2,850 0 0 3500 TotalN/A 0 0| 0 5,735 0 0 Indicative a-t-m Vol 0.00 Underlying Price 34.3300 Time to expiry: 312 Days 17 Dec 10 3.9291 -0.47 29.85 N/A 0 0| 0 1,500 0 0 3400 11.0308 -0.84 26.80 N/A 0 0| 0 1,500 0 0 4400 16.5423 -0.94 26.40 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 34.3300 Time to expiry: 676 Days 16 Dec 11 15.8432 -0.84 25.28 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 11,485 0 0 Grand TotalN/A 4,600,000 4,601,19| 844 225,051 +644 0 CFR ex-event package - Amer Phys FLEX Opt (CFQ) Grand TotalN/A 4,640,000 4,641,19| 844 241,351 +644 0 Cie de Saint-Gobain (SGQ) Indicative a-t-m Vol 0.00 Underlying Price 32.2150 Time to expiry: 312 Days 17 Dec 10 7.5000 -0.61 37.32 N/A 0 0| 0 2,000 0 0 3634 TotalN/A 0 0| 0 2,000 0 0 Indicative a-t-m Vol 0.00 Underlying Price 32.2150 Time to expiry: 676 Days 16 Dec 11 9.1100 -0.54 36.00 N/A 0 0| 0 500 0 0 3600 11.8200 -0.64 34.58 N/A 0 0| 0 4,000 0 0 4000 TotalN/A 0 0| 0 4,500 0 0 Total PutsN/A 0 0| 0 6,500 0 0 Grand TotalN/A 4,840,000 4,841,19| 844 284,351 +4,644 0 Commerzbank AG (CBJ) Indicative a-t-m Vol N/A Underlying Price N/A Time to expiry: EXPIRED 5 Feb 10 N/A N/A N/A N/A N/A N/A N/A N/A | 0 6,600 0 0 392 TotalN/A N/A N/A | 0 6,600 0 0 Indicative a-t-m Vol 0.00 Underlying Price 5.5190 Time to expiry: 11 Days 19 Feb 10 0.0814 -0.25 54.51 N/A 0 0| 0 5,800 0 0 520 0.5247 -0.82 49.80 N/A 0 0| 0 5,000 0 0 600 0.9930 -0.94 57.59 N/A 0 0| 0 17,500 0 0 650 1.4828 -0.99 60.87 N/A 0 0| 0 20,000 0 0 700 TotalN/A 0 0| 0 48,300 0 0 Equity Options 22:16 Business Day Mon 8 Feb 2010 Previous Business Day Fri 5 Feb 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 | Indicative a-t-m Vol 0.00 Underlying Price 5.5190 Time to expiry: 39 Days 19 Mar 10 0.0077 -0.01 108.05 N/A 0 0| 0 5,000 0 0 260 0.0078 -0.01 98.53 N/A 0 0| 0 2,500 0 0 280 0.6612 -0.67 49.89 N/A 0 0| 0 2,500 0 0 600 TotalN/A 0 0| 0 10,000 0 0 Indicative a-t-m Vol 0.00 Underlying Price 5.5190 Time to expiry: 130 Days 18 Jun 10 0.9183 -0.56 48.25 N/A 0 0| 0 2,150 0 0 600 TotalN/A 0 0| 0 2,150 0 0 Indicative a-t-m Vol 0.00 Underlying Price 5.5190 Time to expiry: 221 Days 17 Sep 10 0.3597 -0.22 52.95 N/A 0 0| 0 3,950 0 0 440 0.8524 -0.44 48.28 N/A 0 0| 0 1,550 0 0 560 1.0802 -0.51 47.29 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 5.5190 Time to expiry: 312 Days 17 Dec 10 0.6959 -0.32 49.74 N/A 0 0| 0 3,500 0 0 500 2.1889 -0.68 44.70 N/A 0 0| 0 7,500 0 0 740 TotalN/A 0 0| 0 11,000 0 0 Total PutsN/A 0 0| 0 89,900 0 0 Grand TotalN/A 5,340,000 5,341,19| 844 446,251 +4,644 0 Credit Agricole SA (ACQ) Indicative a-t-m Vol 0.00 Underlying Price 10.3000 Time to expiry: 312 Days 17 Dec 10 0.6228 -0.20 48.90 N/A 0 0| 0 2,500 0 0 750 8.5900 -0.96 37.93 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 10.3000 Time to expiry: 494 Days 17 Jun 11 4.5188 -0.70 38.96 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 5,480,000 5,481,19| 844 488,221 +4,644 0 Credit Suisse Group (CHQ) Indicative a-t-m Vol 0.00 Underlying Price 43.760 Time to expiry: 11 Days 19 Feb 10 2.236 -0.61 49.96 N/A 0 0| 0 0 0 0 450 TotalN/A 0 0| 0 0 0 0 Indicative a-t-m Vol 0.00 Underlying Price 43.760 Time to expiry: 39 Days 19 Mar 10 2.795 -0.48 46.90 N/A 0 0| 0 7,500 0 0 440 TotalN/A 0 0| 0 7,500 0 0 Indicative a-t-m Vol 0.00 Underlying Price 43.760 Time to expiry: 312 Days 17 Dec 10 15.114 -0.70 39.25 N/A 0 0| 0 1,250 0 0 560 TotalN/A 0 0| 0 1,250 0 0 Total PutsN/A 0 0| 0 8,750 0 0 Equity Options 22:16 Business Day Mon 8 Feb 2010 Previous Business Day Fri 5 Feb 2010 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 | Grand TotalN/A 5,680,000 5,681,19| 844 515,221 +4,644 0 Daimler AG - Amer Phys FLEX Opt (DCQ) Indicative a-t-m Vol 0.00 Underlying Price 33.3100 Time to expiry: 11 Days 19 Feb 10 0.4871 -0.29 44.64 N/A 0 0| 0 3,000 0 0 3200 TotalN/A 0 0| 0 3,000 0 0 Indicative a-t-m Vol 0.00 Underlying Price 33.3100 Time to expiry: 39 Days 19 Mar 10 2.5519 -0.64 35.43 N/A 0 0| 0 3,000 0 0 3500 TotalN/A 0 0| 0 3,000 0 0 Total PutsN/A 0 0| 0 6,000 0 0 Grand TotalN/A 5,740,000 5,741,19| 844 524,221 +4,644 0 Danone - Amer Phys FLEX Opt (BKQ) Indicative a-t-m Vol 0.00 Underlying Price 40.8800 Time to expiry: 39 Days 19 Mar 10 1.3100 -0.50 23.39 N/A 0 0| 0 2,000 0 0 4100 TotalN/A 0 0| 0 2,000 0 0 Total PutsN/A 0 0| 0 2,000 0 0 Grand TotalN/A 5,800,000 5,801,19| 844 528,721 +4,644 0 Delhaize Group (FQQ) Grand TotalN/A 5,820,000 5,821,19| 844 532,221 +4,644 0 Deutsche Bank AG (DBX) Indicative a-t-m Vol 0.00 Underlying Price 43.1000 Time to expiry: 11 Days 19 Feb 10 6.9292 -0.97 43.60 N/A 0 0| 0 0 0 0 5000 TotalN/A 0 0| 0 0 0 0 Indicative a-t-m Vol 0.00 Underlying Price 43.1000 Time to expiry: 39 Days 19 Mar 10 0.6888 -0.18 46.20 N/A 0 0| 0 5,000 0 0 3800 1.8569 -0.40 42.82 N/A 0 0| 0 1,000 0 0 4200 4.0623 -0.66 40.40 N/A 0 0| 0 1,000 0 0 4600 5.5548 -0.78 39.69 N/A 0 0| 0 400 0 0 4800 7.2700 -0.86 40.06 N/A 0 0| 0 500 0 0 5000 TotalN/A 0 0| 0 7,900 0 0 Indicative a-t-m Vol 0.00 Underlying Price 43.1000 Time to expiry: 130 Days 18 Jun 10 7.3813 -0.69 35.83 N/A 0 0| 0 13,000 0 0 4800 7.3671 -0.69 35.83 N/A 0 0| 0 1,000 0 0 4800 8.8552 -0.76 34.77 N/A 0 0| 0 1,000 0 0 5000 TotalN/A 0 0| 0 15,000 0 0 Indicative a-t-m Vol 0.00 Underlying Price 43.1000 Time to expiry: 312 Days 17 Dec 10 0.3054 -0.03 51.02 N/A 0 0| 0 2,000 0 0 2000 1.5701 -0.15 44.17 N/A 0 0| 0 1,000 0 0 3000 11.8473 -0.69 34.39 N/A 0 0| 0 500 0 0 5200 18.4225 -0.86 31.85 N/A 0 0| 0 500 0 0 6000 18.1924 -0.85 31.85 N/A 0 0| 0 1,000 0 0 6000 21.7600 -0.90 30.60 N/A 0 0| 0 1,000 0 0 6400 33.3335 -0.96 32.63 N/A 0 0| 0 500 0 0 7600 Equity Options 22:16 Business Day Mon 8 Feb 2010 Previous Business Day Fri 5 Feb 2010 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 | 66.8417 -1.00 35.00 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 43.1000 Time to expiry: 676 Days 16 Dec 11 17.1034 -0.77 27.04 N/A 0 0| 0 500 0 0 5600 TotalN/A 0 0| 0 500 0 0 Total PutsN/A 0 0| 0 30,900 0 0 Grand TotalN/A 6,460,000 6,461,19| 844 589,521 +4,644 0 Deutsche Boerse AG (FVX) Indicative a-t-m Vol 0.00 Underlying Price 46.1050 Time to expiry: 130 Days 18 Jun 10 11.1621 -0.84 32.47 N/A 0 0| 0 1,000 0 0 5500 TotalN/A 0 0| 0 1,000 0 0 Total PutsN/A 0 0| 0 1,000 0 0 Grand TotalN/A 6,540,000 6,541,19| 844 593,771 +4,644 0 Deutsche Lufthansa AG (LHX) Indicative a-t-m Vol 0.00 Underlying Price 11.0800 Time to expiry: 130 Days 18 Jun 10 0.2252 -0.15 38.90 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 6,580,000 6,581,19| 844 594,771 +4,644 0 Deutsche Post AG (DPX) Indicative a-t-m Vol 0.00 Underlying Price 12.2100 Time to expiry: 130 Days 18 Jun 10 0.3170 -0.20 35.70 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 6,620,000 6,621,19| 844 614,771 +4,644 0 Deutsche Telekom AG (DTQ) Indicative a-t-m Vol 0.00 Underlying Price 9.3720 Time to expiry: 312 Days 17 Dec 10 0.5463 -0.33 27.60 N/A 0 0| 0 5,000 0 0 800 0.9736 -0.52 24.97 N/A 0 0| 0 2,500 0 0 900 1.6337 -0.73 23.12 N/A 0 0| 0 10,000 0 0 1000 2.4157 -0.86 21.81 N/A 0 0| 0 11,500 0 0 1100 4.3070 -0.96 23.22 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 9.3720 Time to expiry: 494 Days 17 Jun 11 3.0114 -0.93 17.40 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 9.3720 Time to expiry: 676 Days 16 Dec 11 2.2998 -0.69 23.83 N/A 0 0| 0 6,500 0 0 1000 3.0113 -0.83 20.53 N/A 0 0| 0 3,000 0 0 1100 3.9866 -0.85 24.42 N/A 0 0| 0 5,000 0 0 1200 TotalN/A 0 0| 0 14,500 0 0 Total PutsN/A 0 0| 0 49,500 0 0 Equity Options 22:16 Business Day Mon 8 Feb 2010 Previous Business Day Fri 5 Feb 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 | Grand TotalN/A 7,040,000 7,041,19| 844 810,771 +4,644 0 Dexia (DEX) Indicative a-t-m Vol 0.00 Underlying Price 4.2130 Time to expiry: 676 Days 16 Dec 11 2.9718 -0.82 34.74 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 7,140,000 7,141,19| 844 829,771 +4,644 0 Dexia - Amer Phys FLEX Opt (JKQ) Indicative a-t-m Vol 0.00 Underlying Price 4.2130 Time to expiry: 130 Days 18 Jun 10 1.8100 -0.94 37.33 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 7,180,000 7,181,19| 844 833,771 +4,644 0 Dexia - Euro Phys FLEX Opt (JKX) Grand TotalN/A 7,220,000 7,221,19| 844 843,771 +4,644 0 Diageo plc (DGX) Grand TotalN/A 7,240,000 7,241,19| 844 844,121 +4,644 0 Diageo Plc (DGQ) Indicative a-t-m Vol 0.00 Underlying Price 1010.000 Time to expiry: 312 Days 17 Dec 10 11.230 -0.08 29.08 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 1010.000 Time to expiry: 312 Days 17 Dec 10 69.210 -0.40 23.50 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 7,300,000 7,301,19| 844 845,371 +4,644 0 Diageo plc (DGX) Indicative a-t-m Vol 0.00 Underlying Price 1010.000 Time to expiry: 676 Days 16 Dec 11 169.910 -0.56 22.88 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 7,320,000 7,321,19| 844 845,721 +4,644 0 Diageo Plc (DGQ) Grand TotalN/A 7,340,000 7,341,19| 844 846,221 +4,644 0 E.ON AG (EOX) Indicative a-t-m Vol 0.00 Underlying Price 25.9500 Time to expiry: 39 Days 19 Mar 10 0.1251 -0.08 38.08 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 25.9500 Time to expiry: 130 Days 18 Jun 10 1.0298 -0.33 29.75 N/A 0 0| 0 400 0 0 2300 1.8606 -0.52 27.32 N/A 0 0| 0 2,000 0 0 2500 Equity Options 22:16 Business Day Mon 8 Feb 2010 Previous Business Day Fri 5 Feb 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 | TotalN/A 0 0| 0 2,400 0 0 Indicative a-t-m Vol 0.00 Underlying Price 25.9500 Time to expiry: 312 Days 17 Dec 10 2.0850 -0.41 27.13 N/A 0 0| 0 1,000 0 0 2400 5.8616 -0.78 23.73 N/A 0 0| 0 3,000 0 0 3000 11.9240 -0.97 22.18 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 25.9500 Time to expiry: 676 Days 16 Dec 11 5.7602 -0.64 23.87 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 10,960 0 0 Indicative a-t-m Vol 0.00 Underlying Price 37.9000 Time to expiry: 39 Days 19 Mar 10 0.8800 -0.37 25.98 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 7,580,000 7,581,19| 844 864,741 +4,644 0 Electricite de France - Amer Phys FLEX Opt (DAQ) Grand TotalN/A 7,600,000 7,601,19| 844 865,241 +4,644 0 Enel SpA (ECX) Indicative a-t-m Vol 0.00 Underlying Price 3.7700 Time to expiry: 312 Days 17 Dec 10 0.1022 -0.24 20.69 N/A 0 0| 0 1,500 0 0 300 0.6507 -0.70 24.75 N/A 0 0| 0 2,000 0 0 389 1.0908 -0.87 23.99 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 7,740,000 7,741,19| 844 873,741 +4,644 0 ENI SpA (ENX) Indicative a-t-m Vol 0.00 Underlying Price 16.3900 Time to expiry: 39 Days 19 Mar 10 1.7058 -0.85 26.36 N/A 0 0| 0 450 0 0 1800 TotalN/A 0 0| 0 450 0 0 Indicative a-t-m Vol 0.00 Underlying Price 16.3900 Time to expiry: 130 Days 18 Jun 10 2.2491 -0.84 19.74 N/A 0 0| 0 50 0 0 1800 TotalN/A 0 0| 0 50 0 0 Indicative a-t-m Vol 0.00 Underlying Price 16.3900 Time to expiry: 675 Days 15 Dec 11 3.0675 -0.58 24.15 N/A 0 0| 0 400 0 0 1700 TotalN/A 0 0| 0 400 0 0 Indicative a-t-m Vol 0.00 Underlying Price 16.3900 Time to expiry: 676 Days 16 Dec 11 3.0673 -0.58 24.14 N/A 0 0| 0 0 0 0 1700 TotalN/A 0 0| 0 0 0 0 Total PutsN/A 0 0| 0 900 0 0 Grand TotalN/A 7,920,000 7,921,19| 844 876,541 +4,644 0 Ericsson Telefonaktiebolaget LM - Amer Phys FLEX O (ERQ) Equity Options 22:16 Business Day Mon 8 Feb 2010 Previous Business Day Fri 5 Feb 2010 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 | Grand TotalN/A 7,940,000 7,941,19| 844 881,541 +4,644 0 Eurasian Natural Resources - Euro Phys Flex Opt (ZLV) Indicative a-t-m Vol 0.00 Underlying Price 907.000 Time to expiry: 39 Days 19 Mar 10 54.180 -0.51 40.04 N/A 0 0| 0 500 0 0 920 TotalN/A 0 0| 0 500 0 0 Total PutsN/A 0 0| 0 500 0 0 Grand TotalN/A 8,000,000 8,001,19| 844 883,041 +4,644 0 European Aeronautical Defense and Space Co (EAQ) Indicative a-t-m Vol 0.00 Underlying Price 14.0100 Time to expiry: 39 Days 19 Mar 10 0.9200 -0.60 34.40 N/A 0 0| 0 3,500 0 0 1450 TotalN/A 0 0| 0 3,500 0 0 Total PutsN/A 0 0| 0 3,500 0 0 Grand TotalN/A 8,100,000 8,101,19| 844 951,541 +4,644 0 Fiat SpA (FXX) Indicative a-t-m Vol 0.00 Underlying Price 8.2900 Time to expiry: 129 Days 17 Jun 10 1.5137 -0.67 39.43 N/A 0 0| 0 2,000 0 0 930 TotalN/A 0 0| 0 2,000 0 0 Total PutsN/A 0 0| 0 2,000 0 0 Grand TotalN/A 8,180,000 8,181,19| 844 957,041 +4,644 0 Fortis (FOX) Indicative a-t-m Vol 0.00 Underlying Price 2.4050 Time to expiry: 312 Days 17 Dec 10 12.5164 -0.96 92.85 N/A 0 0| 0 1,000 0 0 1500 13.5101 -0.95 96.86 N/A 0 0| 0 2,500 0 0 1600 14.3300 -0.98 94.43 N/A 0 0| 0 3,000 0 0 1674 14.4798 -0.98 85.97 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 8,360,000 8,361,19| 844 992,041 +4,644 0 France Telecom SA (FTQ) Indicative a-t-m Vol 0.00 Underlying Price 16.4950 Time to expiry: 39 Days 19 Mar 10 0.1100 -0.14 27.76 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 16.4950 Time to expiry: 130 Days 18 Jun 10 0.9800 -0.52 23.05 N/A 0 0| 0 5,000 0 0 1600 1.5800 -0.70 22.07 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 16.4950 Time to expiry: 312 Days 17 Dec 10 1.6800 -0.54 23.17 N/A 0 0| 0 5,000 0 0 1600 2.3096 -0.65 22.58 N/A 0 0| 0 1,250 0 0 1700 4.7351 -0.90 20.71 N/A 0 0| 0 1,000 0 0 2000 TotalN/A 0 0| 0 7,250 0 0 Equity Options 22:16 Business Day Mon 8 Feb 2010 Previous Business Day Fri 5 Feb 2010 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 | Indicative a-t-m Vol 0.00 Underlying Price 16.4950 Time to expiry: 676 Days 16 Dec 11 0.9702 -0.26 26.50 N/A 0 0| 0 16,000 0 0 1200 9.6573 -0.95 21.62 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 8,660,000 8,661,19| 844 1,050,541 +4,644 0 Fresenius Medical Care AG&Co - Amer Phys FLEX Opt (FMQ) Grand TotalN/A 8,700,000 8,701,19| 844 1,060,541 +4,644 0 GDF Suez - Amer Phys FLEX Opt (GDQ) Indicative a-t-m Vol 0.00 Underlying Price 26.4850 Time to expiry: 130 Days 18 Jun 10 4.5100 -0.83 24.98 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 26.4850 Time to expiry: 312 Days 17 Dec 10 4.9176 -0.69 25.62 N/A 0 0| 0 500 0 0 2912 TotalN/A 0 0| 0 500 0 0 Indicative a-t-m Vol 0.00 Underlying Price 26.4850 Time to expiry: 676 Days 16 Dec 11 7.1600 -0.68 25.81 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 Grand TotalN/A 8,780,000 8,781,19| 844 1,073,631 +4,644 0 GDF Suez - Euro Phys FLEX Opt (GDX) Indicative a-t-m Vol 0.00 Underlying Price 26.4850 Time to expiry: 130 Days 18 Jun 10 0.5254 -0.18 32.40 N/A 0 0| 0 800 0 0 2200 TotalN/A 0 0| 0 800 0 0 Indicative a-t-m Vol 0.00 Underlying Price 26.4850 Time to expiry: 312 Days 17 Dec 10 5.5575 -0.73 25.19 N/A 0 0| 0 1,000 0 0 3000 TotalN/A 0 0| 0 1,000 0 0 Total PutsN/A 0 0| 0 1,800 0 0 Grand TotalN/A 8,840,000 8,841,19| 844 1,076,431 +4,644 0 Givaudan (GIQ) Grand TotalN/A 8,860,000 8,861,19| 844 1,076,731 +4,644 0 GlaxoSmithKline Plc (GZU) Grand TotalN/A 8,880,000 8,881,19| 844 1,076,856 +4,644 0 GlaxoSmithKline plc (GSX) Grand TotalN/A 8,940,000 8,941,19| 844 1,079,533 +4,644 0 GlaxoSmithKline Plc (GSQ) Grand TotalN/A 8,960,000 8,961,19| 844 1,080,333 +4,644 0 GlaxoSmithKline plc (GSX) Indicative a-t-m Vol 0.00 Underlying Price 1219.000 Time to expiry: 11 Days 19 Feb 10 99.310 -0.97 24.11 N/A 0 0| 0 2,000 0 0 1300 199.010 -0.99 38.48 N/A 0 0| 0 44 0 0 1400 TotalN/A 0 0| 0 2,044 0 0 Equity Options 22:16 Business Day Mon 8 Feb 2010 Previous Business Day Fri 5 Feb 2010 Page 47 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 1219.000 Time to expiry: 39 Days 19 Mar 10 103.370 -0.87 21.03 N/A 0 0| 0 0 0 0 1300 TotalN/A 0 0| 0 0 0 0 Indicative a-t-m Vol 0.00 Underlying Price 1219.000 Time to expiry: 312 Days 17 Dec 10 177.050 -0.68 21.07 N/A 0 0| 0 450 0 0 1300 TotalN/A 0 0| 0 450 0 0 Total PutsN/A 0 0| 0 2,494 0 0 Indicative a-t-m Vol 0.00 Underlying Price 1219.000 Time to expiry: 312 Days 17 Dec 10 344.290 -0.91 19.78 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 9,080,000 9,081,19| 844 1,084,202 +4,644 0 GlaxoSmithKline Plc (GSQ) Indicative a-t-m Vol 0.00 Underlying Price 1219.000 Time to expiry: 676 Days 16 Dec 11 40.150 -0.17 25.16 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 1219.000 Time to expiry: 676 Days 16 Dec 11 311.880 -0.72 21.57 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 9,120,000 9,121,19| 844 1,085,252 +4,644 0 GlaxoSmithKline plc (GSX) Indicative a-t-m Vol 0.00 Underlying Price 1219.000 Time to expiry: 676 Days 16 Dec 11 351.300 -0.77 21.38 N/A 0 0| 0 375 0 0 1450 TotalN/A 0 0| 0 375 0 0 Total PutsN/A 0 0| 0 375 0 0 Grand TotalN/A 9,160,000 9,161,19| 844 1,086,627 +4,644 0 Heineken NV (HEQ) Grand TotalN/A 9,180,000 9,181,19| 844 1,087,627 +4,644 0 Holcim Ltd (HOQ) Indicative a-t-m Vol 0.00 Underlying Price 70.400 Time to expiry: 39 Days 19 Mar 10 11.911 -0.91 34.13 N/A 0 0| 0 4,000 0 0 820 TotalN/A 0 0| 0 4,000 0 0 Indicative a-t-m Vol 0.00 Underlying Price 70.400 Time to expiry: 221 Days 17 Sep 10 8.117 -0.56 27.31 N/A 0 0| 0 600 0 0 720 TotalN/A 0 0| 0 600 0 0 Total PutsN/A 0 0| 0 4,600 0 0 Grand TotalN/A 9,240,000 9,241,19| 844 1,096,227 +4,644 0 Home Retail Group Amer Physical Flex Opt (VSQ) Grand TotalN/A 9,260,000 9,261,19| 844 1,096,227 +4,644 0 Equity Options 22:16 Business Day Mon 8 Feb 2010 Previous Business Day Fri 5 Feb 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 | HSBC Holdings Plc (HSQ) Grand TotalN/A 9,440,000 9,441,19| 844 1,139,117 +4,644 0 HSBC Holdings plc (HSX) Grand TotalN/A 9,480,000 9,481,19| 844 1,163,117 +4,644 0 HSBC Holdings Plc (HSQ) Grand TotalN/A 9,500,000 9,501,19| 844 1,163,617 +4,644 0 HSBC Holdings plc (HSX) Grand TotalN/A 9,540,000 9,541,19| 844 1,164,367 +4,644 0 HSBC Holdings Plc (HSQ) Grand TotalN/A 9,560,000 9,561,19| 844 1,164,867 +4,644 0 HSBC Holdings plc (HSX) Grand TotalN/A 9,580,000 9,581,19| 844 1,165,367 +4,644 0 HSBC Holdings Plc (HSQ) Grand TotalN/A 9,600,000 9,601,19| 844 1,165,617 +4,644 0 HSBC Holdings plc (HSX) Grand TotalN/A 9,620,000 9,621,19| 844 1,166,117 +4,644 0 HSBC Holdings Plc (HSQ) Grand TotalN/A 9,660,000 9,661,19| 844 1,170,367 +4,644 0 HSBC Holdings plc (HSX) Grand TotalN/A 9,680,000 9,681,19| 844 1,171,367 +4,644 0 HSBC Holdings Plc (HSQ) Grand TotalN/A 9,740,000 9,741,19| 844 1,178,617 +4,644 0 HSBC Holdings plc (HSX) Grand TotalN/A 9,760,000 9,761,19| 844 1,179,867 +4,644 0 HSBC Holdings Plc (HSQ) Grand TotalN/A 9,800,000 9,801,19| 844 1,182,367 +4,644 0 HSBC Holdings plc (HSX) Grand TotalN/A 9,840,000 9,841,19| 844 1,192,367 +4,644 0 HSBC Holdings Plc (HSQ) Grand TotalN/A 9,920,000 9,921,19| 844 1,195,817 +4,644 0 HSBC Holdings plc (HSX) Indicative a-t-m Vol 0.00 Underlying Price 648.400 Time to expiry: 67 Days 16 Apr 10 52.880 -0.62 30.92 N/A 0 0| 0 2,000 0 0 675 TotalN/A 0 0| 0 2,000 0 0 Total PutsN/A 0 0| 0 2,000 0 0 Grand TotalN/A 10,080,000 10,081,1| 844 1,225,817 +4,644 0 HSBC Holdings Plc (HSQ) Indicative a-t-m Vol 0.00 Underlying Price 648.400 Time to expiry: 130 Days 18 Jun 10 48.830 -0.47 31.69 N/A 0 0| 0 1,000 0 0 640 115.590 -0.78 29.35 N/A 0 0| 0 2,000 0 0 741 TotalN/A 0 0| 0 3,000 0 0 Indicative a-t-m Vol 0.00 Underlying Price 648.400 Time to expiry: 312 Days 17 Dec 10 17.650 -0.13 38.43 N/A 0 0| 0 500 0 0 453 TotalN/A 0 0| 0 500 0 0 Total PutsN/A 0 0| 0 3,500 0 0 Equity Options 22:16 Business Day Mon 8 Feb 2010 Previous Business Day Fri 5 Feb 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 0.00 Underlying Price 648.400 Time to expiry: 312 Days 17 Dec 10 22.250 -0.16 37.00 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 10,160,000 10,161,1| 844 1,231,317 +4,644 0 HSBC Holdings plc (HSX) Indicative a-t-m Vol 0.00 Underlying Price 648.400 Time to expiry: 312 Days 17 Dec 10 31.610 -0.22 35.23 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 648.400 Time to expiry: 312 Days 17 Dec 10 31.700 -0.23 35.23 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 10,200,000 10,201,1| 844 1,232,067 +4,644 0 HSBC Holdings Plc (HSQ) Indicative a-t-m Vol 0.00 Underlying Price 648.400 Time to expiry: 312 Days 17 Dec 10 40.050 -0.28 34.04 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 10,220,000 10,221,1| 844 1,232,567 +4,644 0 HSBC Holdings plc (HSX) Indicative a-t-m Vol 0.00 Underlying Price 648.400 Time to expiry: 312 Days 17 Dec 10 62.660 -0.40 31.81 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 10,240,000 10,241,1| 844 1,233,067 +4,644 0 HSBC Holdings Plc (HSQ) Indicative a-t-m Vol 0.00 Underlying Price 648.400 Time to expiry: 312 Days 17 Dec 10 140.080 -0.68 28.79 N/A 0 0| 0 3,000 0 0 741 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 648.400 Time to expiry: 312 Days 17 Dec 10 139.650 -0.68 28.79 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 10,280,000 10,281,1| 844 1,238,067 +4,644 0 HSBC Holdings plc (HSX) Indicative a-t-m Vol 0.00 Underlying Price 648.400 Time to expiry: 312 Days 17 Dec 10 166.570 -0.75 28.09 N/A 0 0| 0 250 0 0 776 TotalN/A 0 0| 0 250 0 0 Equity Options 22:16 Business Day Mon 8 Feb 2010 Previous Business Day Fri 5 Feb 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 | Total PutsN/A 0 0| 0 250 0 0 Grand TotalN/A 10,300,000 10,301,1| 844 1,239,067 +4,644 0 HSBC Holdings Plc (HSQ) Indicative a-t-m Vol 0.00 Underlying Price 648.400 Time to expiry: 312 Days 17 Dec 10 172.740 -0.77 27.94 N/A 0 0| 0 1,250 0 0 784 209.050 -0.84 27.09 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 648.400 Time to expiry: 312 Days 17 Dec 10 208.410 -0.83 27.09 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 10,360,000 10,361,1| 844 1,242,317 +4,644 0 HSBC Holdings plc (HSX) Indicative a-t-m Vol 0.00 Underlying Price 648.400 Time to expiry: 676 Days 16 Dec 11 58.290 -0.27 33.53 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 10,380,000 10,381,1| 844 1,243,567 +4,644 0 HSBC Holdings Plc (HSQ) Indicative a-t-m Vol 0.00 Underlying Price 648.400 Time to expiry: 676 Days 16 Dec 11 72.630 -0.32 32.25 N/A 0 0| 0 500 0 0 560 267.600 -0.77 26.92 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 10,440,000 10,441,1| 844 1,244,517 +4,644 0