Equity Options 21:55 Business Day Fri 27 Aug 2010 Previous Business Day Thu 26 Aug 2010 Page 1 Calls | Block | Opening Settle Delta Vola- Daily Trade Bclear Total | Official **Open Change Exer- Exer Trans Price tility High Low Volume Volume*** Volume | Volume Int cises Price | C & W Communications ex event package - STND OPT (C+W) Indicative a-t-m Vol 30.47 Underlying Price 123.150 Time to expiry: 21 Days Sep 10 5.500 0.65 30.33 0 0 0| 0 16 0 0 120 1.250 0.25 30.69 0 0 0| 0 0 0 0 130 0.250 0.06 33.14 0 0 0| 0 266 0 0 140 CAB 0.01 35.47 0 0 0| 0 187 0 0 150 CAB 0.00 38.07 0 0 0| 0 312 0 0 160 CAB 0.00 39.37 0 0 0| 0 0 0 0 180 Total 0 0 0| 0 781 0 0 Total Calls 0 0 0| 0 781 0 0 | Cable & Wireless Communications (CCT) Indicative a-t-m Vol 29.19 Underlying Price 57.000 Time to expiry: 21 Days Sep 10 9.250 0.95 45.45 0 0 0| 0 0 0 0 48 5.250 0.88 32.86 0 0 0| 0 0 0 0 52 3.750 0.77 32.39 0 0 0| 0 0 0 0 54 2.500 0.60 33.90 0 0 0| 0 0 0 0 56 1.000 0.40 24.47 0 0 0| 0 0 0 0 58 1.000 0.31 38.62 0 0 0| 0 1 0 0 60 0.750 0.21 40.20 0 0 0| 0 0 0 0 62 0.250 0.13 40.43 0 0 0| 0 0 0 0 64 CAB 0.02 35.01 0 0 0| 0 0 0 0 68 CAB 0.00 19.55 0 0 0| 0 0 0 0 72 Total 0 0 0| 0 1 0 0 Indicative a-t-m Vol 29.52 Underlying Price 57.000 Time to expiry: 112 Days Dec 10 9.750 0.87 34.46 0 0 0| 0 0 0 0 48 6.500 0.76 30.29 0 0 0| 0 0 0 0 52 4.000 0.58 29.64 0 0 0| 0 0 0 0 56 2.250 0.39 29.19 0 0 0| 0 7 0 0 60 1.000 0.22 26.77 0 0 0| 0 0 0 0 64 0.250 0.05 21.00 0 0 0| 0 0 0 0 68 CAB 0.00 10.98 0 0 0| 0 0 0 0 72 Total 0 0 0| 0 7 0 0 Indicative a-t-m Vol 29.44 Underlying Price 57.000 Time to expiry: 203 Days Mar 11 10.250 0.83 32.70 0 0 0| 0 0 0 0 48 7.500 0.70 32.70 0 0 0| 0 0 0 0 52 5.000 0.56 30.24 0 0 0| 0 0 0 0 56 2.750 0.40 27.04 0 0 0| 0 0 0 0 60 1.250 0.25 24.22 0 0 0| 0 0 0 0 64 0.250 0.07 22.49 0 0 0| 0 0 0 0 72 Total 0 0 0| 0 0 0 0 Total Calls 0 0 0| 0 8 0 0 | Equity Options 21:55 Business Day Fri 27 Aug 2010 Previous Business Day Thu 26 Aug 2010 Page 2 Puts | Block | Opening Settle Delta Vola- Daily Trade Bclear Total | Official **Open Change Exer- Exer Trans Price tility High Low Volume Volume*** Volume | Volume Int cises Price | C & W Communications ex event package - STND OPT (C+W) Indicative a-t-m Vol 32.74 Underlying Price 123.150 Time to expiry: 21 Days Sep 10 2.500 -0.36 32.88 0 0 0| 0 80 0 0 120 11.000 8.250 -0.74 32.54 11.000 11.000 0 0 5| 0 64 0 0 130 17.250 -0.93 34.84 0 0 0| 0 42 0 0 140 27.000 -0.99 37.16 0 0 0| 0 56 0 0 150 36.750 -1.00 38.75 0 0 0| 0 0 0 0 160 56.750 -1.00 41.05 0 0 0| 0 0 0 0 180 Total 0 0 5| 0 242 0 0 Total Puts 0 0 5| 0 242 0 0 Grand Total 0 0 5| 60,000 61,023 0 0 Cable & Wireless Communications (CCT) Indicative a-t-m Vol 27.46 Underlying Price 57.000 Time to expiry: 21 Days Sep 10 0.250 -0.05 45.54 0 0 0| 0 0 0 0 48 0.250 -0.13 35.00 0 0 0| 0 0 0 0 52 0.500 -0.23 31.08 0 0 0| 0 0 0 0 54 1.000 -0.38 28.27 0 0 0| 0 0 0 0 56 2.000 -0.59 26.65 0 0 0| 0 34 0 0 58 3.500 -0.75 29.63 0 0 0| 0 0 0 0 60 5.000 -0.93 22.66 0 0 0| 0 0 0 0 62 7.000 -0.95 28.98 0 0 0| 0 0 0 0 64 11.000 -0.96 40.62 0 0 0| 0 0 0 0 68 15.000 -0.97 50.70 0 0 0| 0 0 0 0 72 Total 0 0 0| 0 34 0 0 Indicative a-t-m Vol 30.45 Underlying Price 57.000 Time to expiry: 112 Days Dec 10 1.250 -0.20 33.68 0 0 0| 0 0 0 0 48 2.250 -0.33 30.95 0 0 0| 0 49 0 0 52 4.000 -0.49 30.56 0 0 0| 0 0 0 0 56 6.500 -0.65 30.10 0 0 0| 0 0 0 0 60 9.750 -0.78 30.46 0 0 0| 0 0 0 0 64 13.250 -0.87 30.79 0 0 0| 0 0 0 0 68 16.750 -0.94 28.87 0 0 0| 0 0 0 0 72 Total 0 0 0| 0 49 0 0 Indicative a-t-m Vol 30.68 Underlying Price 57.000 Time to expiry: 203 Days Mar 11 2.250 -0.24 33.37 0 0 0| 0 0 0 0 48 3.500 -0.35 32.38 0 0 0| 0 0 0 0 52 5.250 -0.47 30.67 0 0 0| 0 80 0 0 56 7.750 -0.59 30.73 0 0 0| 0 10 0 0 60 10.500 -0.71 29.82 0 0 0| 0 10 0 0 64 17.250 -0.87 29.45 0 0 0| 0 0 0 0 72 Total 0 0 0| 0 100 0 0 Total Puts 0 0 0| 0 183 0 0 Grand Total 0 0 5| 290,000 291,214 0 0 Equity Options 21:55 Business Day Fri 27 Aug 2010 Previous Business Day Thu 26 Aug 2010 Page 3 Calls | Block | Opening Settle Delta Vola- Daily Trade Bclear Total | Official **Open Change Exer- Exer Trans Price tility High Low Volume Volume*** Volume | Volume Int cises Price | Cable & Wireless Worldwide (CWT) Indicative a-t-m Vol 39.03 Underlying Price 66.150 Time to expiry: 21 Days Sep 10 14.250 0.98 47.64 0 0 0| 0 0 0 0 52 10.250 0.94 44.71 0 0 0| 0 0 0 0 56 6.750 0.84 42.19 0 0 0| 0 0 0 0 60 5.250 0.76 41.01 0 0 0| 0 0 0 0 62 3.750 0.65 39.86 0 0 0| 0 0 0 0 64 2.750 0.53 39.24 0 0 0| 0 0 0 0 66 1.750 0.41 38.83 0 0 0| 0 0 0 0 68 1.000 0.28 37.17 0 0 0| 0 0 0 0 70 0.750 0.20 38.00 0 0 0| 0 40 0 0 72 0.250 0.07 37.50 0 0 0| 0 0 0 0 76 CAB 0.02 38.27 0 0 0| 0 5 0 0 80 CAB 0.01 39.52 0 0 0| 0 0 0 0 82 CAB 0.01 38.53 0 0 0| 0 14 0 0 84 CAB 0.00 38.85 0 0 0| 0 0 0 0 86 CAB 0.00 39.06 0 0 0| 0 0 0 0 88 CAB 0.00 40.69 0 0 0| 0 0 0 0 90 CAB 0.00 40.05 0 0 0| 0 1 0 0 92 CAB 0.00 39.53 0 0 0| 0 0 0 0 94 CAB 0.00 40.64 0 0 0| 0 100 0 0 96 CAB 0.00 42.85 0 0 0| 0 0 0 0 100 Total 0 0 0| 0 160 0 0 Indicative a-t-m Vol 37.18 Underlying Price 66.150 Time to expiry: 112 Days Dec 10 18.750 0.94 45.21 0 0 0| 0 0 0 0 48 11.750 0.82 41.32 0 0 0| 0 0 0 0 56 9.000 0.72 41.18 0 0 0| 0 0 0 0 60 6.000 0.61 36.78 0 0 0| 0 0 0 0 64 4.250 0.48 37.31 0 0 0| 0 0 0 0 68 2.750 0.36 35.79 0 0 0| 0 0 0 0 72 1.750 0.26 36.44 0 0 0| 0 0 0 0 76 1.250 0.18 36.86 0 0 0| 0 0 0 0 80 0.750 0.13 37.34 0 0 0| 0 0 0 0 84 0.500 0.09 38.16 0 0 0| 0 35 0 0 88 0.500 0.07 39.60 0 0 0| 0 3 0 0 92 0.250 0.05 40.02 0 0 0| 0 0 0 0 96 0.250 0.03 40.02 0 0 0| 0 39 0 0 100 Total 0 0 0| 0 77 0 0 Indicative a-t-m Vol 36.07 Underlying Price 66.150 Time to expiry: 203 Days Mar 11 19.250 0.90 44.20 0 0 0| 0 0 0 0 48 12.500 0.77 38.48 0 0 0| 0 0 0 0 56 10.000 0.68 38.38 0 0 0| 0 0 0 0 60 7.250 0.59 35.46 0 0 0| 0 0 0 0 64 5.750 0.49 36.27 0 0 0| 0 0 0 0 68 4.250 0.40 35.71 0 0 0| 0 0 0 0 72 Equity Options 21:55 Business Day Fri 27 Aug 2010 Previous Business Day Thu 26 Aug 2010 Page 4 Calls | Block | Opening Settle Delta Vola- Daily Trade Bclear Total | Official **Open Change Exer- Exer Trans Price tility High Low Volume Volume*** Volume | Volume Int cises Price | 2.250 0.26 35.44 0 0 0| 0 0 0 0 80 1.500 0.18 33.09 0 0 0| 0 0 0 0 84 1.000 0.14 33.68 0 0 0| 0 0 0 0 88 0.750 0.11 33.97 0 0 0| 0 0 0 0 92 0.500 0.08 33.97 0 0 0| 0 0 0 0 96 0.500 0.06 34.27 0 0 0| 0 0 0 0 100 Total 0 0 0| 0 0 0 0 Total Calls 0 0 0| 0 237 0 0 | Equity Options 21:55 Business Day Fri 27 Aug 2010 Previous Business Day Thu 26 Aug 2010 Page 5 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 Worldwide (CWT) Indicative a-t-m Vol 38.88 Underlying Price 66.150 Time to expiry: 21 Days Sep 10 CAB -0.02 49.24 0 0 0| 0 0 0 0 52 0.250 -0.06 44.75 0 0 0| 0 0 0 0 56 0.750 -0.17 44.00 0 0 0| 0 1 0 0 60 1.000 -0.25 43.13 0 0 0| 0 0 0 0 62 1.500 -0.35 38.94 0 0 0| 0 50 0 0 64 2.500 -0.47 39.02 0 0 0| 0 0 0 0 66 3.500 -0.59 38.74 0 0 0| 0 40 0 0 68 5.000 -0.70 39.36 0 0 0| 0 30 0 0 70 6.500 -0.79 39.76 0 0 0| 0 30 0 0 72 10.000 -0.93 37.51 0 0 0| 0 0 0 0 76 14.000 -0.97 39.94 0 0 0| 0 0 0 0 80 15.750 -0.98 40.61 0 0 0| 0 0 0 0 82 17.750 -0.99 40.61 0 0 0| 0 0 0 0 84 19.750 -1.00 40.95 0 0 0| 0 0 0 0 86 21.750 -1.00 42.50 0 0 0| 0 0 0 0 88 23.750 -1.00 45.55 0 0 0| 0 0 0 0 90 25.750 -1.00 48.28 0 0 0| 0 0 0 0 92 27.750 -1.00 48.63 0 0 0| 0 0 0 0 94 29.750 -1.00 49.64 0 0 0| 0 0 0 0 96 33.750 -1.00 50.31 0 0 0| 0 0 0 0 100 Total 0 0 0| 0 151 0 0 Indicative a-t-m Vol 36.01 Underlying Price 66.150 Time to expiry: 112 Days Dec 10 0.750 -0.09 45.15 0 0 0| 0 0 0 0 48 2.000 -0.22 40.02 0 0 0| 0 0 0 0 56 3.250 -0.32 37.67 0 0 0| 0 0 0 0 60 4.750 -0.44 36.50 0 0 0| 0 241 0 0 64 7.000 -0.56 35.85 0 0 0| 0 0 0 0 68 9.500 -0.68 34.04 0 0 0| 0 58 0 0 72 12.500 -0.79 32.24 0 0 0| 0 0 0 0 76 16.250 -0.83 36.07 0 0 0| 0 100 0 0 80 19.500 -0.92 31.78 0 0 0| 0 0 0 0 84 23.500 -0.92 36.15 0 0 0| 0 4 0 0 88 27.250 -0.97 32.88 0 0 0| 0 0 0 0 92 31.250 -0.97 36.36 0 0 0| 0 0 0 0 96 35.250 -0.98 35.57 0 0 0| 0 0 0 0 100 Total 0 0 0| 0 403 0 0 Indicative a-t-m Vol 35.42 Underlying Price 66.150 Time to expiry: 203 Days Mar 11 1.250 -0.11 37.75 0 0 0| 0 0 0 0 48 3.250 -0.25 37.91 0 0 0| 0 200 0 0 56 4.750 -0.34 37.54 0 0 0| 0 0 0 0 60 6.250 -0.43 35.40 0 0 0| 0 100 0 0 64 8.500 -0.52 35.42 0 0 0| 0 25 0 0 68 11.000 -0.61 34.08 0 0 0| 0 0 0 0 72 17.000 -0.77 33.42 0 0 0| 0 0 0 0 80 Equity Options 21:55 Business Day Fri 27 Aug 2010 Previous Business Day Thu 26 Aug 2010 Page 6 Puts | Block | Opening Settle Delta Vola- Daily Trade Bclear Total | Official **Open Change Exer- Exer Trans Price tility High Low Volume Volume*** Volume | Volume Int cises Price | 20.500 -0.82 33.50 0 0 0| 0 0 0 0 84 24.000 -0.87 33.01 0 0 0| 0 0 0 0 88 27.500 -0.93 30.89 0 0 0| 0 25 0 0 92 31.500 -0.93 33.57 0 0 0| 0 0 0 0 96 35.500 -0.94 35.91 0 0 0| 0 0 0 0 100 Total 0 0 0| 0 350 0 0 Total Puts 0 0 0| 0 904 0 0 Grand Total 0 0 0| 450,000 451,141 0 0 Equity Options 21:55 Business Day Fri 27 Aug 2010 Previous Business Day Thu 26 Aug 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 | Cairn Energy PLC - STND OPT (CNG) Indicative a-t-m Vol 80.33 Underlying Price 465.300 Time to expiry: 21 Days Sep 10 185.500 0.99 85.37 0 0 0| 0 0 0 0 280 166.000 0.99 85.27 0 0 0| 0 0 0 0 300 146.500 0.97 84.78 0 0 0| 0 78 0 0 320 127.750 0.95 84.81 0 0 0| 0 0 0 0 340 109.750 0.91 84.02 0 0 0| 0 0 0 0 360 92.750 0.86 83.43 0 0 0| 0 22 0 0 380 77.000 0.80 82.45 0 0 0| 0 800 0 0 400 69.750 0.77 82.35 0 0 0| 0 0 0 0 410 63.000 0.73 82.37 0 0 0| 0 13 0 0 420 56.250 0.69 82.16 0 0 0| 0 0 0 0 430 50.250 0.65 81.68 0 0 0| 0 522 0 0 440 44.750 0.61 81.48 0 0 0| 0 1 0 0 450 39.500 0.56 80.77 0 0 0| 0 12 0 0 460 34.500 0.52 80.03 0 0 0| 0 15 0 0 470 18.000 28.500 0.47 76.33 18.000 18.000 0 0 3| 0 668 0 0 480 24.250 0.43 74.85 0 0 0| 0 7 0 0 490 21.000 0.38 75.59 0 0 0| 0 4 0 0 500 15.750 0.31 76.33 0 0 0| 0 2,656 0 0 520 11.250 0.24 76.33 0 0 0| 2 2 +2 0 540 8.000 0.18 75.89 0 0 0| 0 5 0 0 560 Total 0 0 3| 2 4,805 +2 0 Indicative a-t-m Vol 58.46 Underlying Price 465.300 Time to expiry: 112 Days Dec 10 157.500 0.89 66.94 0 0 0| 0 75 0 0 320 141.250 0.85 65.46 0 0 0| 0 0 0 0 340 126.000 0.82 64.20 0 0 0| 0 0 0 0 360 111.000 0.78 62.52 0 0 0| 0 0 0 0 380 96.750 0.73 60.46 0 0 0| 0 0 0 0 400 84.250 0.69 59.44 0 0 0| 1 2 +1 0 420 73.250 0.63 59.18 0 0 0| 0 50 0 0 440 63.250 0.58 58.80 0 0 0| 0 528 0 0 460 53.750 0.53 57.67 0 0 0| 0 4,527 0 0 480 39.250 0.43 57.27 0 0 0| 1 10,275 +1 0 520 33.250 0.38 57.01 0 0 0| 0 0 0 0 540 28.000 0.34 56.88 0 0 0| 0 2 0 0 560 Total 0 0 0| 2 15,459 +2 0 Indicative a-t-m Vol 52.03 Underlying Price 465.300 Time to expiry: 203 Days Mar 11 162.000 0.87 55.30 0 0 0| 0 0 0 0 320 146.750 0.84 54.79 0 0 0| 0 0 0 0 340 132.500 0.80 54.29 0 0 0| 0 0 0 0 360 119.500 0.76 53.96 0 0 0| 0 0 0 0 380 107.000 0.72 53.47 0 0 0| 0 0 0 0 400 95.750 0.68 53.28 0 0 0| 0 0 0 0 420 85.250 0.64 52.94 0 0 0| 0 0 0 0 440 Equity Options 21:55 Business Day Fri 27 Aug 2010 Previous Business Day Thu 26 Aug 2010 Page 8 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 | 75.250 0.59 52.30 0 0 0| 0 2 0 0 460 65.750 0.55 51.40 0 0 0| 0 0 0 0 480 50.750 0.46 50.67 0 0 0| 0 0 0 0 520 38.250 0.38 49.89 0 0 0| 0 20 0 0 560 Total 0 0 0| 0 22 0 0 Total Calls 0 0 3| 4 20,286 +4 0 | Equity Options 21:55 Business Day Fri 27 Aug 2010 Previous Business Day Thu 26 Aug 2010 Page 9 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 66.69 Underlying Price 465.300 Time to expiry: 21 Days Sep 10 CAB 0.00 81.41 0 0 0| 0 0 0 0 280 0.250 -0.01 81.52 0 0 0| 0 0 0 0 300 0.750 -0.02 80.74 0 0 0| 0 4 0 0 320 2.000 -0.05 80.94 0 0 0| 0 28 0 0 340 3.500 -0.08 80.16 0 0 0| 0 26 0 0 360 5.750 -0.12 77.26 0 0 0| 0 581 0 0 380 9.750 -0.18 77.34 0 0 0| 0 318 0 0 400 11.750 -0.22 74.72 0 0 0| 0 21 0 0 410 14.500 -0.26 74.55 0 0 0| 0 445 0 0 420 17.750 -0.30 73.98 0 0 0| 0 2 0 0 430 21.500 -0.34 73.43 0 0 0| 0 61 0 0 440 24.750 -0.39 71.49 0 0 0| 0 599 0 0 450 29.750 -0.44 71.33 0 0 0| 0 450 0 0 460 31.500 -0.49 63.60 0 0 0| 0 11 0 0 470 43.000 -0.53 76.07 0 0 0| 0 0 0 0 480 49.000 -0.57 75.63 0 0 0| 0 0 0 0 490 55.500 -0.62 75.72 0 0 0| 0 0 0 0 500 69.750 -0.70 75.03 0 0 0| 0 0 0 0 520 85.250 -0.77 74.45 0 0 0| 0 0 0 0 540 102.250 -0.82 75.23 0 0 0| 0 76 0 0 560 Total 0 0 0| 0 2,622 0 0 Indicative a-t-m Vol 53.46 Underlying Price 465.300 Time to expiry: 112 Days Dec 10 9.000 -0.10 61.56 0 0 0| 0 2,500 0 0 320 12.000 -0.13 59.73 0 0 0| 0 25 0 0 340 16.750 -0.17 59.60 0 0 0| 0 1,805 0 0 360 20.500 -0.21 56.75 0 0 0| 0 5 0 0 380 25.750 -0.26 54.68 0 0 0| 0 0 0 0 400 33.000 -0.31 53.99 0 0 0| 1 17 0 0 420 41.750 -0.37 53.85 0 0 0| 0 20 0 0 440 52.000 -0.42 53.85 0 0 0| 0 6 0 0 460 62.250 -0.48 52.55 0 0 0| 0 0 0 0 480 87.250 -0.59 51.87 0 0 0| 0 30 0 0 520 101.750 -0.64 51.87 0 0 0| 0 0 0 0 540 116.750 -0.69 51.70 0 0 0| 0 45 0 0 560 Total 0 0 0| 1 4,453 0 0 Indicative a-t-m Vol 50.71 Underlying Price 465.300 Time to expiry: 203 Days Mar 11 13.500 -0.12 52.88 0 0 0| 0 0 0 0 320 18.000 -0.16 52.26 0 0 0| 0 0 0 0 340 23.750 -0.19 52.09 0 0 0| 0 3 0 0 360 30.000 -0.23 51.52 0 0 0| 0 10 0 0 380 37.250 -0.27 51.12 0 0 0| 0 7 0 0 400 46.000 -0.32 50.98 0 0 0| 0 4 0 0 420 55.500 -0.36 50.78 0 0 0| 0 0 0 0 440 66.250 -0.41 50.90 0 0 0| 0 0 0 0 460 Equity Options 21:55 Business Day Fri 27 Aug 2010 Previous Business Day Thu 26 Aug 2010 Page 10 Puts | Block | Opening Settle Delta Vola- Daily Trade Bclear Total | Official **Open Change Exer- Exer Trans Price tility High Low Volume Volume*** Volume | Volume Int cises Price | 77.000 -0.45 50.27 0 0 0| 0 0 0 0 480 101.500 -0.54 49.40 0 0 0| 0 0 0 0 520 128.750 -0.63 48.33 0 0 0| 0 0 0 0 560 Total 0 0 0| 0 24 0 0 Total Puts 0 0 0| 1 7,099 0 0 Grand Total 0 0 3| 430,005 457,385 +4 0 Equity Options 21:55 Business Day Fri 27 Aug 2010 Previous Business Day Thu 26 Aug 2010 Page 11 Calls | Block | Opening Settle Delta Vola- Daily Trade Bclear Total | Official **Open Change Exer- Exer Trans Price tility High Low Volume Volume*** Volume | Volume Int cises Price | Carnival Plc - STND OPT (POC) Indicative a-t-m Vol 25.89 Underlying Price 2116.000 Time to expiry: 21 Days Sep 10 318.000 0.98 32.11 0 0 0| 0 0 0 0 1800 221.500 0.93 29.90 0 0 0| 0 0 0 0 1900 177.000 0.87 30.35 0 0 0| 0 0 0 0 1950 134.000 0.80 28.82 0 0 0| 0 24 0 0 2000 62.500 0.56 26.00 0 0 0| 0 80 0 0 2100 22.000 0.28 25.28 0 0 0| 0 390 0 0 2200 6.000 0.10 25.74 0 0 0| 0 70 0 0 2300 2.000 0.04 28.11 0 0 0| 0 200 0 0 2400 0.500 0.01 30.00 0 0 0| 0 41 0 0 2500 CAB 0.00 30.00 0 0 0| 0 15 0 0 2600 CAB 0.00 30.00 0 0 0| 0 8 0 0 2700 CAB 0.00 30.00 0 0 0| 0 23 0 0 2800 CAB 0.00 30.00 0 0 0| 0 15 0 0 3000 CAB 0.00 30.00 0 0 0| 0 9 0 0 3200 CAB 0.00 30.00 0 0 0| 0 0 0 0 3600 Total 0 0 0| 0 875 0 0 Indicative a-t-m Vol 28.73 Underlying Price 2116.000 Time to expiry: 112 Days Dec 10 355.000 0.84 34.06 0 0 0| 0 0 0 0 1800 274.500 0.76 32.05 0 0 0| 0 0 0 0 1900 202.500 0.67 30.35 0 0 0| 0 0 0 0 2000 93.000 0.43 27.56 0 0 0| 3 264 +3 0 2200 34.500 0.21 26.21 0 0 0| 0 11 0 0 2400 11.000 0.08 25.79 0 0 0| 0 6 0 0 2600 3.000 0.03 25.86 0 0 0| 0 250 0 0 2800 1.500 0.01 28.17 0 0 0| 0 17 0 0 3000 0.500 0.01 28.36 0 0 0| 0 1 0 0 3200 CAB 0.00 28.93 0 0 0| 0 0 0 0 3600 Total 0 0 0| 3 549 +3 0 Indicative a-t-m Vol 30.21 Underlying Price 2116.000 Time to expiry: 203 Days Mar 11 389.500 0.78 34.20 0 0 0| 0 2 0 0 1800 316.000 0.72 32.66 0 0 0| 0 0 0 0 1900 251.000 0.64 31.52 0 0 0| 0 0 0 0 2000 144.500 0.47 29.26 0 0 0| 0 0 0 0 2200 74.500 0.30 27.68 0 0 0| 0 0 0 0 2400 35.000 0.17 26.68 0 0 0| 0 0 0 0 2600 16.000 0.09 26.35 0 0 0| 0 0 0 0 2800 4.000 0.03 27.32 0 0 0| 0 4 0 0 3200 Total 0 0 0| 0 6 0 0 Total Calls 0 0 0| 3 1,430 +3 0 | Equity Options 21:55 Business Day Fri 27 Aug 2010 Previous Business Day Thu 26 Aug 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 | Carnival Plc - STND OPT (POC) Indicative a-t-m Vol 25.90 Underlying Price 2116.000 Time to expiry: 21 Days Sep 10 2.500 -0.03 36.57 0 0 0| 0 228 0 0 1800 5.000 -0.07 30.50 0 0 0| 0 0 0 0 1900 9.500 -0.12 29.58 0 0 0| 0 0 0 0 1950 30.000 16.500 -0.20 28.39 30.000 30.000 0 0 3| 0 212 0 0 2000 46.000 -0.44 26.08 0 0 0| 0 7 0 0 2100 104.500 -0.73 25.00 0 0 0| 0 23 0 0 2200 189.000 -0.91 25.11 0 0 0| 0 67 0 0 2300 285.000 -0.97 27.00 0 0 0| 0 286 0 0 2400 384.000 -1.00 28.06 0 0 0| 0 0 0 0 2500 484.000 -1.00 29.23 0 0 0| 0 7 0 0 2600 584.000 -1.00 30.39 0 0 0| 0 0 0 0 2700 684.000 -1.00 31.42 0 0 0| 0 18 0 0 2800 884.000 -1.00 32.78 0 0 0| 0 8 0 0 3000 1084.000 -1.00 32.83 0 0 0| 0 0 0 0 3200 1484.000 -1.00 28.00 0 0 0| 0 0 0 0 3600 Total 0 0 3| 0 856 0 0 Indicative a-t-m Vol 28.00 Underlying Price 2116.000 Time to expiry: 112 Days Dec 10 39.000 -0.17 33.28 0 0 0| 0 1 0 0 1800 58.000 -0.24 31.30 0 0 0| 0 0 0 0 1900 86.500 -0.34 29.55 0 0 0| 0 37 0 0 2000 178.000 -0.58 26.88 0 0 0| 0 250 0 0 2200 319.500 -0.80 25.12 0 0 0| 0 14 0 0 2400 496.000 -0.94 23.38 0 0 0| 0 7 0 0 2600 690.500 -0.98 23.57 0 0 0| 0 2 0 0 2800 888.500 -1.00 23.06 0 0 0| 0 0 0 0 3000 1088.000 -1.00 22.73 0 0 0| 0 0 0 0 3200 1487.500 -1.00 22.33 0 0 0| 0 0 0 0 3600 Total 0 0 0| 0 311 0 0 Indicative a-t-m Vol 29.13 Underlying Price 2116.000 Time to expiry: 203 Days Mar 11 76.500 -0.22 33.15 0 0 0| 0 0 0 0 1800 103.000 -0.29 31.68 0 0 0| 0 0 0 0 1900 137.000 -0.37 30.43 0 0 0| 0 3 0 0 2000 231.000 -0.54 28.19 0 0 0| 0 2 0 0 2200 360.500 -0.71 26.37 0 0 0| 0 0 0 0 2400 522.000 -0.85 25.17 0 0 0| 0 0 0 0 2600 703.000 -0.93 24.07 0 0 0| 0 0 0 0 2800 1092.000 -0.99 22.63 0 0 0| 0 0 0 0 3200 Total 0 0 0| 0 5 0 0 Total Puts 0 0 3| 0 1,172 0 0 Grand Total 0 0 3| 330,003 332,602 +3 0 Equity Options 21:55 Business Day Fri 27 Aug 2010 Previous Business Day Thu 26 Aug 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 | Centrica plc - STND OPT (CTR) Indicative a-t-m Vol 17.72 Underlying Price 329.300 Time to expiry: 21 Days Sep 10 109.500 1.00 21.71 0 0 0| 0 0 0 0 220 89.500 1.00 17.87 0 0 0| 0 0 0 0 240 69.500 1.00 15.00 0 0 0| 0 0 0 0 260 49.500 1.00 14.36 0 0 0| 0 78 0 0 280 39.500 1.00 15.70 0 0 0| 0 0 0 0 290 29.500 0.98 18.21 0 0 0| 0 297 0 0 300 20.250 0.90 19.73 0 0 0| 0 57 0 0 310 10.000 11.750 0.75 18.46 11.000 10.000 0 0 75| 0 3,228 0 0 320 5.500 0.49 17.72 0 0 0| 0 4 0 0 330 1.750 0.23 17.04 0 0 0| 0 780 0 0 340 0.250 0.05 21.07 0 0 0| 0 0 0 0 360 CAB 0.01 24.90 0 0 0| 0 0 0 0 380 Total 0 0 75| 0 4,444 0 0 Indicative a-t-m Vol 20.43 Underlying Price 329.300 Time to expiry: 112 Days Dec 10 109.500 1.00 38.30 0 0 0| 0 0 0 0 220 89.500 1.00 30.65 0 0 0| 0 0 0 0 240 69.500 0.99 26.01 0 0 0| 0 22 0 0 260 50.500 0.93 24.55 0 0 0| 0 317 0 0 280 32.500 0.81 22.34 0 0 0| 0 1,163 0 0 300 18.250 0.60 20.72 0 0 0| 0 2,129 0 0 320 9.000 0.38 20.14 0 0 0| 0 71 0 0 340 3.250 3.750 0.19 19.48 3.250 3.250 0 0 1| 0 10 0 0 360 Total 0 0 1| 0 3,712 0 0 Indicative a-t-m Vol 21.15 Underlying Price 329.300 Time to expiry: 203 Days Mar 11 89.500 0.99 24.80 0 0 0| 0 0 0 0 240 52.250 0.86 23.46 0 0 0| 0 0 0 0 280 36.750 0.73 22.23 0 0 0| 0 0 0 0 300 24.500 0.58 21.85 0 0 0| 0 35 0 0 320 12.250 14.250 0.43 20.45 13.500 12.250 0 0 14| 0 10 0 0 340 7.750 0.28 19.89 0 0 0| 0 2 0 0 360 Total 0 0 14| 0 47 0 0 Total Calls 0 0 90| 0 8,203 0 0 | Equity Options 21:55 Business Day Fri 27 Aug 2010 Previous Business Day Thu 26 Aug 2010 Page 14 Puts | Block | Opening Settle Delta Vola- Daily Trade Bclear Total | Official **Open Change Exer- Exer Trans Price tility High Low Volume Volume*** Volume | Volume Int cises Price | Centrica plc - STND OPT (CTR) Indicative a-t-m Vol 17.72 Underlying Price 329.300 Time to expiry: 21 Days Sep 10 CAB 0.00 21.71 0 0 0| 0 10 0 0 220 CAB 0.00 17.87 0 0 0| 0 96 0 0 240 CAB 0.00 15.00 0 0 0| 0 700 0 0 260 CAB 0.00 14.36 0 0 0| 0 1,219 0 0 280 CAB 0.00 15.70 0 0 0| 0 714 0 0 290 CAB -0.02 18.21 0 0 0| 0 210 0 0 300 0.750 -0.10 19.73 0 0 0| 0 20 0 0 310 4.250 2.250 -0.25 18.19 4.250 4.250 0 0 4| 0 110 0 0 320 6.000 -0.51 17.72 0 0 0| 0 0 0 0 330 12.500 -0.77 17.04 0 0 0| 0 0 0 0 340 31.000 -0.96 21.07 0 0 0| 0 0 0 0 360 50.750 -0.99 24.90 0 0 0| 0 0 0 0 380 Total 0 0 4| 0 3,079 0 0 Indicative a-t-m Vol 20.17 Underlying Price 329.300 Time to expiry: 112 Days Dec 10 0.750 -0.02 38.30 0 0 0| 0 0 0 0 220 0.750 -0.03 30.65 0 0 0| 0 328 0 0 240 1.000 -0.05 26.01 0 0 0| 0 1,017 0 0 260 2.750 -0.12 24.45 0 0 0| 0 500 0 0 280 5.750 -0.23 22.20 0 0 0| 0 901 0 0 300 12.000 -0.41 20.54 0 0 0| 0 24 0 0 320 22.750 -0.63 19.80 0 0 0| 0 0 0 0 340 37.750 -0.81 19.48 0 0 0| 0 0 0 0 360 Total 0 0 0| 0 2,770 0 0 Indicative a-t-m Vol 21.08 Underlying Price 329.300 Time to expiry: 203 Days Mar 11 1.000 -0.04 24.80 0 0 0| 0 2 0 0 240 5.500 -0.17 23.46 0 0 0| 0 28 0 0 280 10.000 -0.28 22.23 0 0 0| 0 30 0 0 300 18.000 -0.42 21.85 0 0 0| 0 3 0 0 320 27.500 -0.58 20.32 0 0 0| 0 25 0 0 340 41.250 -0.73 19.89 0 0 0| 0 0 0 0 360 Total 0 0 0| 0 88 0 0 Total Puts 0 0 4| 0 5,937 0 0 Grand Total 0 0 94| 260,000 274,140 0 0 Equity Options 21:55 Business Day Fri 27 Aug 2010 Previous Business Day Thu 26 Aug 2010 Page 15 Calls | Block | Opening Settle Delta Vola- Daily Trade Bclear Total | Official **Open Change Exer- Exer Trans Price tility High Low Volume Volume*** Volume | Volume Int cises Price | Compass Group plc - STND OPT (CPG) Indicative a-t-m Vol 23.96 Underlying Price 528.500 Time to expiry: 21 Days Sep 10 169.250 0.99 73.96 0 0 0| 0 0 0 0 360 129.250 0.98 57.72 0 0 0| 0 0 0 0 400 109.250 0.98 48.71 0 0 0| 0 0 0 0 420 89.500 0.96 42.88 0 0 0| 0 0 0 0 440 69.750 0.95 36.15 0 0 0| 0 6 0 0 460 50.500 0.90 31.29 0 0 0| 0 4 0 0 480 41.250 0.87 28.26 0 0 0| 0 20 0 0 490 32.000 0.82 25.29 0 0 0| 0 0 0 0 500 17.500 0.62 24.67 0 0 0| 0 16 0 0 520 7.250 0.36 23.09 0 0 0| 0 22 0 0 540 2.250 0.15 22.27 0 0 0| 0 77 0 0 560 0.750 0.06 23.92 0 0 0| 0 16 0 0 580 0.750 0.05 30.00 0 0 0| 0 536 0 0 600 CAB 0.01 32.00 0 0 0| 0 0 0 0 640 Total 0 0 0| 0 697 0 0 Indicative a-t-m Vol 24.76 Underlying Price 528.500 Time to expiry: 112 Days Dec 10 94.750 0.89 29.87 0 0 0| 0 4 0 0 440 77.000 0.84 27.90 0 0 0| 0 0 0 0 460 61.000 0.77 26.81 0 0 0| 0 14 0 0 480 34.000 0.58 24.92 0 0 0| 0 31 0 0 520 16.500 0.36 24.22 0 0 0| 0 32 0 0 560 6.500 0.18 23.17 0 0 0| 0 31 0 0 600 2.750 0.09 24.24 0 0 0| 0 14 0 0 640 Total 0 0 0| 0 126 0 0 Indicative a-t-m Vol 25.03 Underlying Price 528.500 Time to expiry: 203 Days Mar 11 99.000 0.85 29.12 0 0 0| 0 0 0 0 440 67.750 0.73 27.17 0 0 0| 0 4 0 0 480 41.750 0.58 25.17 0 0 0| 0 13 0 0 520 24.250 0.40 24.56 0 0 0| 0 5 0 0 560 12.750 0.25 23.89 0 0 0| 0 1 0 0 600 6.500 0.15 23.77 0 0 0| 0 0 0 0 640 Total 0 0 0| 0 23 0 0 Total Calls 0 0 0| 0 846 0 0 | Equity Options 21:55 Business Day Fri 27 Aug 2010 Previous Business Day Thu 26 Aug 2010 Page 16 Puts | Block | Opening Settle Delta Vola- Daily Trade Bclear Total | Official **Open Change Exer- Exer Trans Price tility High Low Volume Volume*** Volume | Volume Int cises Price | Compass Group plc - STND OPT (CPG) Indicative a-t-m Vol 23.20 Underlying Price 528.500 Time to expiry: 21 Days Sep 10 CAB 0.00 55.00 0 0 0| 0 50 0 0 360 0.250 -0.01 50.00 0 0 0| 0 4 0 0 400 0.250 -0.02 45.00 0 0 0| 0 14 0 0 420 0.500 -0.03 39.74 0 0 0| 0 9 0 0 440 1.000 -0.05 34.69 0 0 0| 0 1,008 0 0 460 1.500 -0.08 29.41 0 0 0| 0 36 0 0 480 2.250 -0.12 27.65 0 0 0| 0 0 0 0 490 3.500 -0.18 26.08 0 0 0| 0 220 0 0 500 8.500 -0.38 24.06 0 0 0| 0 710 0 0 520 18.000 -0.64 22.15 0 0 0| 0 10 0 0 540 33.500 -0.86 21.67 0 0 0| 0 65 0 0 560 52.000 -0.96 21.92 0 0 0| 0 0 0 0 580 71.500 -0.98 24.65 0 0 0| 0 4 0 0 600 111.500 -0.99 33.59 0 0 0| 0 0 0 0 640 Total 0 0 0| 0 2,130 0 0 Indicative a-t-m Vol 25.27 Underlying Price 528.500 Time to expiry: 112 Days Dec 10 5.500 -0.12 30.23 0 0 0| 0 73 0 0 440 8.000 -0.17 28.56 0 0 0| 0 18 0 0 460 12.000 -0.24 27.46 0 0 0| 0 14 0 0 480 25.000 -0.42 25.45 0 0 0| 0 314 0 0 520 47.500 -0.63 24.66 0 0 0| 0 20 0 0 560 77.750 -0.81 24.11 0 0 0| 0 0 0 0 600 113.750 -0.91 24.96 0 0 0| 0 0 0 0 640 Total 0 0 0| 0 439 0 0 Indicative a-t-m Vol 25.85 Underlying Price 528.500 Time to expiry: 203 Days Mar 11 11.750 13.000 -0.19 29.24 11.750 11.750 0 0 5| 0 0 0 0 440 23.500 23.750 -0.31 27.69 23.500 23.000 0 0 30| 0 19 0 0 480 39.750 -0.46 26.28 0 0 0| 0 816 0 0 520 61.250 -0.62 24.37 0 0 0| 0 20 0 0 560 90.500 -0.76 23.89 0 0 0| 0 0 0 0 600 126.500 -0.83 25.91 0 0 0| 0 0 0 0 640 Total 0 0 35| 0 855 0 0 Total Puts 0 0 35| 0 3,424 0 0 Grand Total 0 0 35| 270,000 274,270 0 0 Equity Options 21:55 Business Day Fri 27 Aug 2010 Previous Business Day Thu 26 Aug 2010 Page 17 Calls | Block | Opening Settle Delta Vola- Daily Trade Bclear Total | Official **Open Change Exer- Exer Trans Price tility High Low Volume Volume*** Volume | Volume Int cises Price | Diageo plc - STND OPT (GNS) Indicative a-t-m Vol 18.75 Underlying Price 1062.000 Time to expiry: 21 Days Sep 10 183.000 0.98 47.25 0 0 0| 0 0 0 0 880 142.500 0.99 33.77 0 0 0| 0 20 0 0 920 102.500 0.99 25.26 0 0 0| 0 75 0 0 960 50.500 63.000 0.95 20.36 50.500 50.500 0 0 10| 0 408 0 0 1000 21.000 22.000 0.63 18.92 21.000 21.000 0 0 2| 152 633 +125 0 1050 3.000 0.16 18.22 0 0 0| 5 330 -5 0 1100 0.500 0.03 20.69 0 0 0| 0 754 0 0 1150 CAB 0.01 25.07 0 0 0| 0 1,744 0 0 1200 CAB 0.00 26.67 0 0 0| 0 0 0 0 1250 CAB 0.00 28.66 0 0 0| 0 49 0 0 1300 CAB 0.00 29.86 0 0 0| 0 0 0 0 1400 Total 0 0 12| 157 4,013 +120 0 Indicative a-t-m Vol 21.53 Underlying Price 1062.000 Time to expiry: 49 Days Oct 10 143.500 0.96 34.02 0 0 0| 0 0 0 0 920 103.500 0.95 26.55 0 0 0| 0 0 0 0 960 66.500 0.85 23.54 0 0 0| 0 100 0 0 1000 30.500 0.54 21.85 0 0 0| 62 135 +62 0 1050 11.000 0.25 20.50 0 0 0| 0 1,060 0 0 1100 3.000 0.09 20.05 0 0 0| 0 167 0 0 1150 1.000 0.03 20.64 0 0 0| 0 91 0 0 1200 CAB 0.00 21.83 0 0 0| 0 0 0 0 1300 CAB 0.00 23.50 0 0 0| 0 0 0 0 1400 Total 0 0 0| 62 1,553 +62 0 Indicative a-t-m Vol 22.55 Underlying Price 1062.000 Time to expiry: 84 Days Nov 10 143.500 0.95 28.36 0 0 0| 0 0 0 0 920 105.500 0.89 25.40 0 0 0| 0 0 0 0 960 73.000 0.73 24.14 0 0 0| 0 0 0 0 1000 41.500 0.51 22.81 0 0 0| 0 12 0 0 1050 21.000 0.32 21.70 0 0 0| 0 17 0 0 1100 9.500 0.17 20.97 0 0 0| 0 7 0 0 1150 4.500 0.09 21.69 0 0 0| 0 0 0 0 1200 1.000 0.03 23.46 0 0 0| 0 0 0 0 1300 Total 0 0 0| 0 36 0 0 Indicative a-t-m Vol 23.48 Underlying Price 1062.000 Time to expiry: 112 Days Dec 10 422.500 0.99 62.10 0 0 0| 0 5 +5 0 640 342.500 0.99 49.58 0 0 0| 0 0 0 0 720 262.500 0.99 36.99 0 0 0| 0 0 0 0 800 183.000 0.97 29.85 0 0 0| 0 6 0 0 880 109.000 0.82 25.65 0 0 0| 0 470 0 0 960 79.500 0.67 24.83 0 0 0| 53 527 +53 0 1000 28.500 29.500 0.35 22.64 28.500 28.500 0 0 1| 29 2,165 +17 0 1100 8.000 0.13 21.94 0 0 0| 2 3,933 +1 0 1200 Equity Options 21:55 Business Day Fri 27 Aug 2010 Previous Business Day Thu 26 Aug 2010 Page 18 Calls | Block | Opening Settle Delta Vola- Daily Trade Bclear Total | Official **Open Change Exer- Exer Trans Price tility High Low Volume Volume*** Volume | Volume Int cises Price | 3.000 0.05 23.52 0 0 0| 0 33,758 0 0 1300 1.000 0.02 25.04 0 0 0| 0 72 0 0 1400 Total 0 0 1| 84 40,936 +76 0 Indicative a-t-m Vol 23.76 Underlying Price 1062.000 Time to expiry: 203 Days Mar 11 186.000 0.89 28.50 0 0 0| 0 0 0 0 880 122.000 0.71 25.82 0 0 0| 0 29 0 0 960 95.500 0.63 24.87 0 0 0| 1 90 -1 0 1000 45.000 45.500 0.40 23.08 45.000 45.000 0 0 3| 13 623 -13 0 1100 18.500 0.21 22.14 0 0 0| 7 515 +7 0 1200 7.000 0.09 21.95 0 0 0| 0 389 0 0 1300 3.000 0.04 22.65 0 0 0| 0 11 0 0 1400 Total 0 0 3| 21 1,657 -7 0 Indicative a-t-m Vol 24.27 Underlying Price 1062.000 Time to expiry: 294 Days Jun 11 266.000 0.92 32.87 0 0 0| 0 0 0 0 800 193.500 0.81 28.57 0 0 0| 0 0 0 0 880 134.000 0.68 26.15 0 0 0| 0 60 0 0 960 109.000 0.61 25.30 0 0 0| 0 103 0 0 1000 59.500 0.43 23.64 0 0 0| 0 65 0 0 1100 30.500 0.26 23.00 0 0 0| 7 250 +7 0 1200 5.500 0.07 21.49 0 0 0| 0 101 0 0 1400 Total 0 0 0| 7 579 +7 0 Indicative a-t-m Vol 25.28 Underlying Price 1062.000 Time to expiry: 476 Days Dec 11 424.000 0.96 43.33 0 0 0| 0 0 0 0 640 343.500 0.97 34.11 0 0 0| 0 0 0 0 720 270.500 0.86 31.10 0 0 0| 0 0 0 0 800 204.500 0.77 27.98 0 0 0| 0 501 0 0 880 151.000 0.66 26.31 0 0 0| 0 0 0 0 960 128.500 0.60 26.00 0 0 0| 0 45 0 0 1000 48.500 0.32 23.69 0 0 0| 0 45 0 0 1200 14.500 0.13 22.29 0 0 0| 0 10 0 0 1400 Total 0 0 0| 0 601 0 0 Indicative a-t-m Vol 23.07 Underlying Price 1062.000 Time to expiry: 658 Days Jun 12 155.000 0.66 24.43 0 0 0| 0 0 0 0 960 133.000 0.60 24.00 0 0 0| 0 0 0 0 1000 49.500 0.32 21.00 0 0 0| 0 0 0 0 1200 16.000 0.14 20.00 0 0 0| 0 0 0 0 1400 Total 0 0 0| 0 0 0 0 Indicative a-t-m Vol 21.98 Underlying Price 1062.000 Time to expiry: 847 Days Dec 12 157.000 0.65 23.30 0 0 0| 0 300 0 0 960 135.000 0.60 22.72 0 0 0| 0 0 0 0 1000 55.000 0.33 20.33 0 0 0| 0 0 0 0 1200 21.000 0.16 19.65 0 0 0| 0 0 0 0 1400 Total 0 0 0| 0 300 0 0 Equity Options 21:55 Business Day Fri 27 Aug 2010 Previous Business Day Thu 26 Aug 2010 Page 19 Calls | Block | Opening Settle Delta Vola- Daily Trade Bclear Total | Official **Open Change Exer- Exer Trans Price tility High Low Volume Volume*** Volume | Volume Int cises Price | Total Calls 0 0 16| 331 49,675 +258 0 | DSG International plc - STND OPT (DIX) Indicative a-t-m Vol 73.12 Underlying Price 24.000 Time to expiry: 21 Days Sep 10 8.000 0.98 82.90 0 0 0| 0 0 0 0 16 4.250 0.86 76.49 0 0 0| 0 0 0 0 20 3.000 0.72 74.92 0 0 0| 0 0 0 0 22 1.750 0.54 73.12 0 0 0| 0 4 0 0 24 1.000 0.36 71.35 0 0 0| 0 0 0 0 26 0.500 0.20 68.39 0 0 0| 0 50 0 0 28 0.250 0.09 65.11 0 0 0| 0 0 0 0 30 CAB 0.04 62.90 0 0 0| 0 165 0 0 32 CAB 0.00 58.24 0 0 0| 0 39 0 0 36 CAB 0.00 56.38 0 0 0| 0 42 0 0 40 CAB 0.00 58.24 0 0 0| 0 0 0 0 48 Total 0 0 0| 0 300 0 0 Indicative a-t-m Vol 58.04 Underlying Price 24.000 Time to expiry: 112 Days Dec 10 8.250 0.94 52.85 0 0 0| 0 0 0 0 16 5.500 0.76 63.42 0 0 0| 0 0 0 0 20 3.000 0.57 58.04 0 0 0| 0 0 0 0 24 1.750 0.38 58.15 0 0 0| 0 53 0 0 28 1.000 0.24 58.39 0 0 0| 0 10 0 0 32 0.500 0.12 55.29 0 0 0| 0 27 0 0 36 0.250 0.05 51.84 0 0 0| 0 0 0 0 40 CAB 0.02 57.01 0 0 0| 0 0 0 0 48 Total 0 0 0| 0 90 0 0 Indicative a-t-m Vol 43.47 Underlying Price 24.000 Time to expiry: 203 Days Mar 11 8.250 0.94 38.90 0 0 0| 0 0 0 0 16 5.500 0.76 46.54 0 0 0| 0 0 0 0 20 3.250 0.57 43.47 0 0 0| 0 0 0 0 24 1.750 0.38 42.96 0 0 0| 0 5 0 0 28 1.000 0.24 44.06 0 0 0| 0 20 0 0 32 0.250 0.07 41.34 0 0 0| 0 0 0 0 40 Total 0 0 0| 0 25 0 0 Total Calls 0 0 0| 0 415 0 0 | Equity Options 21:55 Business Day Fri 27 Aug 2010 Previous Business Day Thu 26 Aug 2010 Page 20 Puts | Block | Opening Settle Delta Vola- Daily Trade Bclear Total | Official **Open Change Exer- Exer Trans Price tility High Low Volume Volume*** Volume | Volume Int cises Price | Diageo plc - STND OPT (GNS) Indicative a-t-m Vol 20.22 Underlying Price 1062.000 Time to expiry: 21 Days Sep 10 2.000 -0.04 40.06 0 0 0| 0 69 0 0 880 2.000 -0.05 31.71 0 0 0| 0 130 0 0 920 4.000 -0.11 27.04 0 0 0| 0 1,162 0 0 960 12.000 8.500 -0.24 22.97 12.500 10.500 0 0 22| 204 1,697 +8 0 1000 26.500 -0.58 20.21 0 0 0| 167 1,289 +79 0 1050 72.000 64.500 -0.87 20.26 72.000 72.000 0 0 2| 1 312 -1 0 1100 112.500 -0.95 24.77 0 0 0| 0 9 0 0 1150 162.500 -0.96 32.98 0 0 0| 0 33 0 0 1200 212.000 -0.98 37.44 0 0 0| 0 0 0 0 1250 262.000 -0.98 43.92 0 0 0| 0 0 0 0 1300 361.000 -0.97 61.51 0 0 0| 0 0 0 0 1400 Total 0 0 24| 372 4,701 +86 0 Indicative a-t-m Vol 22.15 Underlying Price 1062.000 Time to expiry: 49 Days Oct 10 7.500 -0.12 29.90 0 0 0| 0 0 0 0 920 12.000 -0.20 26.96 0 0 0| 0 57 0 0 960 21.000 -0.32 24.85 0 0 0| 2 117 +2 0 1000 40.000 -0.53 22.47 0 0 0| 150 266 +17 0 1050 72.000 -0.76 21.17 0 0 0| 14 1,041 +2 0 1100 114.500 -0.90 20.86 0 0 0| 0 91 0 0 1150 163.000 -0.95 23.98 0 0 0| 0 27 0 0 1200 262.000 -0.97 31.47 0 0 0| 0 0 0 0 1300 361.500 -0.99 37.12 0 0 0| 0 0 0 0 1400 Total 0 0 0| 166 1,599 +21 0 Indicative a-t-m Vol 23.11 Underlying Price 1062.000 Time to expiry: 84 Days Nov 10 14.000 -0.17 28.85 0 0 0| 0 12 0 0 920 21.000 -0.25 26.81 0 0 0| 2 2 +2 0 960 32.000 -0.35 25.14 0 0 0| 0 10 0 0 1000 52.000 -0.51 23.40 0 0 0| 0 12 0 0 1050 82.000 -0.68 22.20 0 0 0| 0 0 0 0 1100 119.500 -0.83 21.17 0 0 0| 0 0 0 0 1150 166.000 -0.90 23.07 0 0 0| 0 0 0 0 1200 262.000 -0.97 25.12 0 0 0| 0 0 0 0 1300 Total 0 0 0| 2 36 +2 0 Indicative a-t-m Vol 23.99 Underlying Price 1062.000 Time to expiry: 112 Days Dec 10 1.500 -0.01 42.56 0 0 0| 0 91 0 0 640 3.500 -0.04 39.11 0 0 0| 0 113 0 0 720 8.500 7.000 -0.07 34.45 8.500 S 8.500 S 0 0 14| 0 90 0 0 800 13.500 -0.14 30.37 0 0 0| 0 1,553 0 0 880 32.000 28.000 -0.27 26.92 32.000 S 32.000 S 0 0 14| 0 1,804 0 0 960 40.000 -0.36 25.65 0 0 0| 169 4,667 +97 0 1000 89.500 -0.65 22.97 0 0 0| 0 1,575 0 0 1100 169.500 -0.86 23.17 0 0 0| 0 186 0 0 1200 263.000 -0.95 23.92 0 0 0| 0 0 0 0 1300 Equity Options 21:55 Business Day Fri 27 Aug 2010 Previous Business Day Thu 26 Aug 2010 Page 21 Puts | Block | Opening Settle Delta Vola- Daily Trade Bclear Total | Official **Open Change Exer- Exer Trans Price tility High Low Volume Volume*** Volume | Volume Int cises Price | 362.000 -0.98 27.53 0 0 0| 0 0 0 0 1400 Total 0 0 28| 169 10,079 +97 0 Indicative a-t-m Vol 24.22 Underlying Price 1062.000 Time to expiry: 203 Days Mar 11 28.000 -0.20 28.69 0 0 0| 5 685 0 0 880 51.500 49.000 -0.33 26.44 51.500 51.500 0 0 9| 0 349 0 0 960 64.000 63.500 -0.41 25.37 64.000 64.000 0 0 10| 44 650 +598 0 1000 116.000 -0.62 23.53 0 0 0| 7 143 +7 0 1100 191.500 -0.79 23.19 0 0 0| 0 167 0 0 1200 279.000 -0.90 22.75 0 0 0| 0 0 0 0 1300 375.000 -0.95 23.62 0 0 0| 0 0 0 0 1400 Total 0 0 19| 56 1,994 +605 0 Indicative a-t-m Vol 24.57 Underlying Price 1062.000 Time to expiry: 294 Days Jun 11 24.000 -0.15 30.59 0 0 0| 0 149 0 0 800 41.000 -0.23 28.83 0 0 0| 0 164 0 0 880 63.500 63.500 -0.34 26.52 63.500 63.500 0 0 1| 0 56 0 0 960 79.000 -0.41 25.54 0 0 0| 3 874 -3 0 1000 131.000 -0.58 23.97 0 0 0| 0 62 0 0 1100 199.000 -0.75 22.45 0 0 0| 0 30 0 0 1200 375.500 -0.94 21.23 0 0 0| 0 0 0 0 1400 Total 0 0 1| 3 1,335 -3 0 Indicative a-t-m Vol 25.02 Underlying Price 1062.000 Time to expiry: 476 Days Dec 11 21.500 -0.09 35.83 0 0 0| 0 22 0 0 640 30.500 -0.14 32.48 0 0 0| 0 0 0 0 720 46.000 -0.20 30.35 0 0 0| 22 22 +22 0 800 66.500 -0.28 28.29 0 0 0| 0 20 0 0 880 94.500 -0.38 26.52 0 0 0| 0 20 0 0 960 111.500 -0.43 25.76 0 0 0| 0 27 0 0 1000 234.000 -0.70 23.37 0 0 0| 0 0 0 0 1200 400.500 -0.88 21.94 0 0 0| 0 0 0 0 1400 Total 0 0 0| 22 111 +22 0 Indicative a-t-m Vol 21.91 Underlying Price 1062.000 Time to expiry: 658 Days Jun 12 99.500 -0.39 23.00 0 0 0| 0 0 0 0 960 118.000 -0.44 22.51 0 0 0| 0 0 0 0 1000 241.500 -0.70 20.57 0 0 0| 0 0 0 0 1200 410.000 -0.86 20.49 0 0 0| 0 0 0 0 1400 Total 0 0 0| 0 0 0 0 Indicative a-t-m Vol 21.53 Underlying Price 1062.000 Time to expiry: 847 Days Dec 12 120.000 -0.40 22.99 0 0 0| 0 0 0 0 960 137.000 -0.45 22.11 0 0 0| 0 0 0 0 1000 261.000 -0.69 20.23 0 0 0| 0 0 0 0 1200 426.000 -0.85 20.00 0 0 0| 0 0 0 0 1400 Total 0 0 0| 0 0 0 0 Total Puts 0 0 72| 790 19,855 +830 0 Grand Total 0 0 88| 681,121 749,530 +1,088 0 Equity Options 21:55 Business Day Fri 27 Aug 2010 Previous Business Day Thu 26 Aug 2010 Page 22 Puts | Block | Opening Settle Delta Vola- Daily Trade Bclear Total | Official **Open Change Exer- Exer Trans Price tility High Low Volume Volume*** Volume | Volume Int cises Price | DSG International plc - STND OPT (DIX) Indicative a-t-m Vol 73.12 Underlying Price 24.000 Time to expiry: 21 Days Sep 10 CAB -0.02 82.90 0 0 0| 0 0 0 0 16 0.250 -0.14 76.49 0 0 0| 0 0 0 0 20 0.750 -0.29 74.92 0 0 0| 0 0 0 0 22 1.750 -0.46 73.12 0 0 0| 0 1 0 0 24 3.000 -0.64 71.35 0 0 0| 0 0 0 0 26 4.500 -0.80 68.39 0 0 0| 0 0 0 0 28 6.250 -0.91 65.11 0 0 0| 0 0 0 0 30 8.000 -0.96 62.90 0 0 0| 0 60 0 0 32 12.000 -1.00 58.24 0 0 0| 0 55 0 0 36 16.000 -1.00 56.38 0 0 0| 0 0 0 0 40 24.000 -1.00 58.24 0 0 0| 0 7 0 0 48 Total 0 0 0| 0 123 0 0 Indicative a-t-m Vol 58.04 Underlying Price 24.000 Time to expiry: 112 Days Dec 10 0.500 -0.11 71.66 0 0 0| 0 0 0 0 16 1.500 -0.24 63.42 0 0 0| 0 0 0 0 20 3.250 3.000 -0.43 58.04 3.250 3.250 0 0 25| 0 40 0 0 24 5.750 -0.62 58.15 0 0 0| 0 15 0 0 28 9.000 -0.76 58.39 0 0 0| 0 0 0 0 32 12.250 -0.88 55.29 0 0 0| 0 50 0 0 36 16.000 -0.95 51.84 0 0 0| 0 2 0 0 40 24.000 -0.99 57.01 0 0 0| 0 0 0 0 48 Total 0 0 25| 0 107 0 0 Indicative a-t-m Vol 43.47 Underlying Price 24.000 Time to expiry: 203 Days Mar 11 0.500 -0.11 52.12 0 0 0| 0 0 0 0 16 1.500 -0.24 49.03 0 0 0| 0 0 0 0 20 3.000 -0.43 43.47 0 0 0| 0 0 0 0 24 5.750 -0.60 46.31 0 0 0| 0 35 0 0 28 9.000 -0.74 46.42 0 0 0| 0 1 0 0 32 16.500 -0.87 52.60 0 0 0| 0 0 0 0 40 Total 0 0 0| 0 36 0 0 Total Puts 0 0 25| 0 266 0 0 Grand Total 0 0 113| 931,121 1,000,211 +1,088 0 Equity Options 21:55 Business Day Fri 27 Aug 2010 Previous Business Day Thu 26 Aug 2010 Page 23 Calls | Block | Opening Settle Delta Vola- Daily Trade Bclear Total | Official **Open Change Exer- Exer Trans Price tility High Low Volume Volume*** Volume | Volume Int cises Price | Enterprise Inns - STND OPT (ETP) Indicative a-t-m Vol 50.71 Underlying Price 88.650 Time to expiry: 21 Days Sep 10 25.000 0.95 86.90 0 0 0| 0 0 0 0 64 17.250 0.91 67.83 0 0 0| 0 0 0 0 72 10.250 0.79 56.66 0 0 0| 0 2 0 0 80 7.250 0.68 53.68 0 0 0| 0 0 0 0 84 4.750 0.55 51.10 0 0 0| 0 5 0 0 88 3.000 0.41 49.54 0 0 0| 0 0 0 0 92 1.750 0.27 48.64 0 0 0| 0 0 0 0 96 1.000 0.17 48.69 0 0 0| 0 0 0 0 100 0.250 0.04 48.28 0 0 0| 0 4 0 0 110 CAB 0.01 50.80 0 0 0| 0 18 0 0 120 CAB 0.00 53.26 0 0 0| 0 0 0 0 130 CAB 0.00 55.66 0 0 0| 0 8 0 0 140 CAB 0.00 58.55 0 0 0| 0 0 0 0 150 CAB 0.00 59.28 0 0 0| 0 0 0 0 160 Total 0 0 0| 0 37 0 0 Indicative a-t-m Vol 56.83 Underlying Price 88.650 Time to expiry: 112 Days Dec 10 20.750 0.79 58.05 0 0 0| 0 0 0 0 72 15.500 0.69 55.66 0 0 0| 0 0 0 0 80 13.250 0.63 55.51 0 0 0| 0 3 0 0 84 11.750 0.58 57.64 0 0 0| 0 10 0 0 88 9.500 0.52 54.41 0 0 0| 0 0 0 0 92 7.750 0.46 53.67 0 0 0| 0 0 0 0 96 6.500 0.40 54.02 0 0 0| 0 10 0 0 100 4.000 0.28 53.14 0 0 0| 0 28 0 0 110 2.500 0.19 53.12 0 0 0| 0 0 0 0 120 1.250 0.12 51.96 0 0 0| 0 0 0 0 130 0.750 0.07 51.00 0 0 0| 0 0 0 0 140 0.250 0.04 49.50 0 0 0| 0 0 0 0 150 0.250 0.02 47.60 0 0 0| 0 0 0 0 160 Total 0 0 0| 0 51 0 0 Indicative a-t-m Vol 56.75 Underlying Price 88.650 Time to expiry: 203 Days Mar 11 23.750 0.76 57.01 0 0 0| 0 0 0 0 72 19.250 0.68 57.25 0 0 0| 0 0 0 0 80 17.250 0.64 57.09 0 0 0| 0 0 0 0 84 15.250 0.60 56.81 0 0 0| 0 0 0 0 88 13.750 0.55 56.60 0 0 0| 0 10 0 0 92 12.000 0.51 56.12 0 0 0| 0 0 0 0 96 10.750 0.47 55.76 0 0 0| 0 0 0 0 100 7.750 0.38 55.20 0 0 0| 0 10 0 0 110 5.750 0.30 54.72 0 0 0| 0 0 0 0 120 3.250 0.19 55.53 0 0 0| 0 5 0 0 140 Total 0 0 0| 0 25 0 0 Total Calls 0 0 0| 0 113 0 0 | Equity Options 21:55 Business Day Fri 27 Aug 2010 Previous Business Day Thu 26 Aug 2010 Page 24 Puts | Block | Opening Settle Delta Vola- Daily Trade Bclear Total | Official **Open Change Exer- Exer Trans Price tility High Low Volume Volume*** Volume | Volume Int cises Price | Enterprise Inns - STND OPT (ETP) Indicative a-t-m Vol 50.71 Underlying Price 88.650 Time to expiry: 21 Days Sep 10 0.500 -0.05 86.90 0 0 0| 0 0 0 0 64 0.750 -0.09 67.83 0 0 0| 0 0 0 0 72 1.500 -0.21 56.66 0 0 0| 0 0 0 0 80 2.750 -0.32 54.97 0 0 0| 0 0 0 0 84 4.000 -0.45 51.10 0 0 0| 0 11 0 0 88 6.250 -0.60 49.54 0 0 0| 0 10 0 0 92 9.000 -0.73 48.64 0 0 0| 0 0 0 0 96 12.250 -0.83 48.69 0 0 0| 0 28 0 0 100 21.500 -0.96 48.28 0 0 0| 0 4 0 0 110 31.250 -0.99 50.80 0 0 0| 0 0 0 0 120 41.250 -1.00 57.67 0 0 0| 0 0 0 0 130 51.250 -1.00 55.66 0 0 0| 0 0 0 0 140 61.250 -1.00 58.55 0 0 0| 0 0 0 0 150 71.250 -1.00 59.28 0 0 0| 0 0 0 0 160 Total 0 0 0| 0 53 0 0 Indicative a-t-m Vol 56.83 Underlying Price 88.650 Time to expiry: 112 Days Dec 10 3.250 -0.19 52.40 0 0 0| 0 0 0 0 72 6.500 -0.31 55.66 0 0 0| 0 29 0 0 80 8.250 -0.37 55.51 0 0 0| 0 0 0 0 84 10.750 -0.42 57.64 0 0 0| 0 10 0 0 88 12.500 -0.49 54.41 0 0 0| 0 0 0 0 92 15.000 -0.54 53.67 0 0 0| 0 0 0 0 96 17.750 -0.60 54.02 0 0 0| 0 25 0 0 100 25.250 -0.72 53.14 0 0 0| 0 3 0 0 110 33.500 -0.81 53.12 0 0 0| 0 0 0 0 120 42.500 -0.88 51.96 0 0 0| 0 2 0 0 130 51.750 -0.93 51.00 0 0 0| 0 0 0 0 140 61.500 -0.97 49.50 0 0 0| 0 0 0 0 150 71.750 -0.96 58.10 0 0 0| 0 0 0 0 160 Total 0 0 0| 0 69 0 0 Indicative a-t-m Vol 56.75 Underlying Price 88.650 Time to expiry: 203 Days Mar 11 6.750 -0.24 57.01 0 0 0| 0 0 0 0 72 10.250 -0.32 57.25 0 0 0| 0 15 0 0 80 12.250 -0.36 57.09 0 0 0| 0 0 0 0 84 14.250 -0.41 56.81 0 0 0| 0 0 0 0 88 16.750 -0.45 56.60 0 0 0| 0 0 0 0 92 19.000 -0.49 56.12 0 0 0| 0 0 0 0 96 21.750 -0.53 55.76 0 0 0| 0 30 0 0 100 28.750 -0.62 55.20 0 0 0| 0 0 0 0 110 36.500 -0.70 54.72 0 0 0| 0 0 0 0 120 54.000 -0.82 55.53 0 0 0| 0 0 0 0 140 Total 0 0 0| 0 45 0 0 Total Puts 0 0 0| 0 167 0 0 Grand Total 0 0 0| 370,000 370,280 0 0 Equity Options 21:55 Business Day Fri 27 Aug 2010 Previous Business Day Thu 26 Aug 2010 Page 25 Calls | Block | Opening Settle Delta Vola- Daily Trade Bclear Total | Official **Open Change Exer- Exer Trans Price tility High Low Volume Volume*** Volume | Volume Int cises Price | Experian Plc (EXP) Indicative a-t-m Vol 21.44 Underlying Price 626.000 Time to expiry: 21 Days Sep 10 146.250 0.99 44.90 0 0 0| 0 0 0 0 480 106.500 0.98 37.11 0 0 0| 0 0 0 0 520 67.250 0.95 28.66 0 0 0| 0 0 0 0 560 48.250 0.90 25.53 0 0 0| 0 0 0 0 580 31.000 0.78 23.70 0 0 0| 0 76 0 0 600 16.750 0.58 21.90 0 0 0| 0 0 0 0 620 7.000 0.34 20.39 0 0 0| 0 62 0 0 640 2.250 0.15 19.77 0 0 0| 0 15 0 0 660 0.750 0.06 21.51 0 0 0| 0 3 0 0 680 CAB 0.00 19.46 0 0 0| 0 0 0 0 720 CAB 0.00 21.46 0 0 0| 0 0 0 0 800 Total 0 0 0| 0 156 0 0 Indicative a-t-m Vol 22.87 Underlying Price 626.000 Time to expiry: 112 Days Dec 10 149.500 0.95 30.63 0 0 0| 0 0 0 0 480 77.750 0.81 25.94 0 0 0| 0 2 0 0 560 48.000 0.66 23.98 0 0 0| 0 20 0 0 600 25.250 0.46 22.27 0 0 0| 0 26 0 0 640 11.500 0.27 21.34 0 0 0| 0 27 0 0 680 4.750 0.13 21.16 0 0 0| 0 6 0 0 720 1.000 0.03 23.03 0 0 0| 0 0 0 0 800 Total 0 0 0| 0 81 0 0 Indicative a-t-m Vol 23.37 Underlying Price 626.000 Time to expiry: 203 Days Mar 11 152.000 0.92 29.30 0 0 0| 0 0 0 0 480 84.250 0.76 25.40 0 0 0| 0 0 0 0 560 56.750 0.63 24.06 0 0 0| 0 5 0 0 600 35.500 0.48 23.00 0 0 0| 0 23 0 0 640 20.250 0.33 22.05 0 0 0| 0 7 0 0 680 11.000 0.21 21.62 0 0 0| 0 1 0 0 720 Total 0 0 0| 0 36 0 0 Total Calls 0 0 0| 0 273 0 0 | Equity Options 21:55 Business Day Fri 27 Aug 2010 Previous Business Day Thu 26 Aug 2010 Page 26 Puts | Block | Opening Settle Delta Vola- Daily Trade Bclear Total | Official **Open Change Exer- Exer Trans Price tility High Low Volume Volume*** Volume | Volume Int cises Price | Experian Plc (EXP) Indicative a-t-m Vol 21.44 Underlying Price 626.000 Time to expiry: 21 Days Sep 10 0.250 -0.01 44.90 0 0 0| 0 6 0 0 480 0.500 -0.02 37.11 0 0 0| 0 0 0 0 520 1.000 -0.05 28.66 0 0 0| 0 19 0 0 560 2.000 -0.10 25.25 0 0 0| 0 50 0 0 580 4.750 -0.22 23.34 0 0 0| 0 27 0 0 600 10.500 -0.42 21.90 0 0 0| 0 4 0 0 620 20.750 -0.66 20.39 0 0 0| 0 11 0 0 640 36.000 -0.86 19.77 0 0 0| 0 3 0 0 660 54.750 -0.94 21.51 0 0 0| 0 0 0 0 680 94.000 -1.00 20.98 0 0 0| 0 0 0 0 720 174.000 -1.00 21.46 0 0 0| 0 0 0 0 800 Total 0 0 0| 0 120 0 0 Indicative a-t-m Vol 22.87 Underlying Price 626.000 Time to expiry: 112 Days Dec 10 2.250 -0.05 30.41 0 0 0| 0 43 0 0 480 10.250 -0.19 25.79 0 0 0| 0 13 0 0 560 20.750 -0.34 23.98 0 0 0| 0 50 0 0 600 38.000 -0.54 22.27 0 0 0| 0 13 0 0 640 64.250 -0.74 21.34 0 0 0| 0 0 0 0 680 97.500 -0.87 21.16 0 0 0| 0 0 0 0 720 174.250 -0.98 23.03 0 0 0| 0 0 0 0 800 Total 0 0 0| 0 119 0 0 Indicative a-t-m Vol 23.37 Underlying Price 626.000 Time to expiry: 203 Days Mar 11 6.750 -0.10 29.21 0 0 0| 0 0 0 0 480 20.000 -0.26 25.40 0 0 0| 0 7 0 0 560 33.000 -0.38 24.06 0 0 0| 0 0 0 0 600 52.000 -0.53 23.00 0 0 0| 0 0 0 0 640 77.000 -0.68 22.05 0 0 0| 0 0 0 0 680 107.750 -0.80 21.62 0 0 0| 0 0 0 0 720 Total 0 0 0| 0 7 0 0 Total Puts 0 0 0| 0 246 0 0 Grand Total 0 0 0| 240,000 240,519 0 0 Equity Options 21:55 Business Day Fri 27 Aug 2010 Previous Business Day Thu 26 Aug 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 18.33 Underlying Price 1225.500 Time to expiry: 21 Days Sep 10 266.000 1.00 28.94 0 0 0| 0 0 0 0 960 226.000 1.00 31.52 0 0 0| 0 0 0 0 1000 176.500 0.98 30.72 0 0 0| 0 0 0 0 1050 128.500 0.93 30.04 0 0 0| 0 83 0 0 1100 81.000 0.87 23.87 0 0 0| 0 2,001 0 0 1150 38.500 0.68 19.47 0 0 0| 2 2,879 +2 0 1200 11.000 0.33 17.28 0 0 0| 52 1,310 -2 0 1250 0.500 0.03 12.60 0 0 0| 0 1,028 0 0 1300 CAB 0.00 9.58 0 0 0| 0 237 0 0 1350 CAB 0.00 7.54 0 0 0| 0 148 0 0 1400 CAB 0.00 5.15 0 0 0| 0 46 0 0 1500 CAB 0.00 12.31 0 0 0| 0 32 0 0 1600 Total 0 0 0| 54 7,764 0 0 Indicative a-t-m Vol 18.91 Underlying Price 1225.500 Time to expiry: 49 Days Oct 10 268.000 0.98 34.15 0 0 0| 0 15 0 0 960 228.000 0.97 29.10 0 0 0| 0 0 0 0 1000 179.500 0.95 26.97 0 0 0| 0 0 0 0 1050 132.000 0.90 24.16 0 0 0| 0 28 0 0 1100 88.500 0.80 21.96 0 0 0| 0 20 0 0 1150 50.000 0.63 19.67 0 0 0| 0 428 0 0 1200 23.000 0.40 18.21 0 0 0| 2 124 +2 0 1250 8.000 0.19 17.43 0 0 0| 0 21 0 0 1300 CAB 0.01 14.61 0 0 0| 0 0 0 0 1400 CAB 0.00 11.74 0 0 0| 0 0 0 0 1500 Total 0 0 0| 2 636 +2 0 Indicative a-t-m Vol 19.62 Underlying Price 1225.500 Time to expiry: 84 Days Nov 10 229.000 0.96 27.83 0 0 0| 0 0 0 0 1000 135.000 0.87 23.23 0 0 0| 0 0 0 0 1100 93.000 0.77 21.50 0 0 0| 0 0 0 0 1150 57.500 0.61 20.14 0 0 0| 0 30 0 0 1200 31.000 0.42 19.14 0 0 0| 10 22 0 0 1250 11.000 14.500 0.25 18.53 11.000 11.000 0 0 10| 10 20 +5 0 1300 2.500 0.05 17.92 0 0 0| 0 0 0 0 1400 0.500 0.01 18.29 0 0 0| 0 0 0 0 1500 Total 0 0 10| 20 72 +5 0 Indicative a-t-m Vol 19.76 Underlying Price 1225.500 Time to expiry: 112 Days Dec 10 268.500 0.97 28.43 0 0 0| 0 0 0 0 960 230.000 0.95 27.11 0 0 0| 0 267 0 0 1000 138.500 0.84 23.29 0 0 0| 0 246 0 0 1100 60.000 62.500 0.59 20.14 60.000 60.000 0 0 10| 0 2,211 0 0 1200 18.500 20.000 0.28 18.70 18.500 18.500 0 0 10| 0 2,182 0 0 1300 4.500 0.08 17.88 0 0 0| 0 1,659 0 0 1400 Equity Options 21:55 Business Day Fri 27 Aug 2010 Previous Business Day Thu 26 Aug 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 | 0.500 0.01 20.50 0 0 0| 0 368 0 0 1600 Total 0 0 20| 0 6,933 0 0 Indicative a-t-m Vol 20.58 Underlying Price 1225.500 Time to expiry: 203 Days Mar 11 271.500 0.94 28.43 0 0 0| 0 15 0 0 960 235.000 0.90 27.30 0 0 0| 0 33 0 0 1000 147.000 0.78 23.38 0 0 0| 0 37 0 0 1100 78.000 0.57 20.98 0 0 0| 0 487 0 0 1200 33.500 0.33 19.42 0 0 0| 0 123 0 0 1300 12.500 0.16 18.82 0 0 0| 0 84 0 0 1400 1.500 0.03 19.35 0 0 0| 0 16 0 0 1600 Total 0 0 0| 0 795 0 0 Indicative a-t-m Vol 21.05 Underlying Price 1225.500 Time to expiry: 294 Days Jun 11 275.500 0.91 28.79 0 0 0| 0 8 0 0 960 236.000 0.89 25.71 0 0 0| 0 47 0 0 1000 153.500 0.75 23.31 0 0 0| 0 289 0 0 1100 88.500 0.56 21.39 0 0 0| 38 58 +38 0 1200 44.500 0.36 20.08 0 0 0| 0 26 0 0 1300 19.500 20.000 0.20 19.32 19.500 19.500 0 0 2| 0 102 0 0 1400 3.500 0.05 18.97 0 0 0| 0 0 0 0 1600 Total 0 0 2| 38 530 +38 0 Indicative a-t-m Vol 21.52 Underlying Price 1225.500 Time to expiry: 476 Days Dec 11 276.000 0.90 26.73 0 0 0| 0 2 0 0 960 238.000 0.87 24.42 0 0 0| 0 0 0 0 1000 102.500 0.54 21.78 0 0 0| 0 462 0 0 1200 33.000 0.25 19.78 0 0 0| 0 0 0 0 1400 7.500 0.08 18.27 0 0 0| 0 0 0 0 1600 Total 0 0 0| 0 464 0 0 Indicative a-t-m Vol 22.49 Underlying Price 1225.500 Time to expiry: 658 Days Jun 12 279.000 0.87 27.04 0 0 0| 0 0 0 0 960 246.500 0.82 26.27 0 0 0| 0 0 0 0 1000 116.500 0.54 22.72 0 0 0| 0 0 0 0 1200 47.000 0.29 20.95 0 0 0| 0 0 0 0 1400 Total 0 0 0| 0 0 0 0 Indicative a-t-m Vol 22.62 Underlying Price 1225.500 Time to expiry: 847 Days Dec 12 285.000 0.84 28.22 0 0 0| 0 0 0 0 960 253.500 0.79 27.29 0 0 0| 0 0 0 0 1000 124.000 0.54 22.80 0 0 0| 0 250 0 0 1200 57.000 0.31 21.42 0 0 0| 0 0 0 0 1400 23.500 0.16 20.27 0 0 0| 0 0 0 0 1600 Total 0 0 0| 0 250 0 0 Total Calls 0 0 32| 114 17,444 +45 0 | Equity Options 21:55 Business Day Fri 27 Aug 2010 Previous Business Day Thu 26 Aug 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 18.52 Underlying Price 1225.500 Time to expiry: 21 Days Sep 10 CAB 0.00 36.63 0 0 0| 0 35 0 0 960 0.500 -0.01 37.76 0 0 0| 0 200 0 0 1000 1.000 -0.03 33.83 0 0 0| 0 692 0 0 1050 3.000 3.000 -0.07 30.53 3.000 3.000 0 0 2| 6 12,386 0 0 1100 4.500 -0.13 23.64 0 0 0| 0 392 0 0 1150 16.000 12.500 -0.32 19.44 16.000 16.000 0 0 6| 6 2,353 0 0 1200 35.500 -0.67 17.68 0 0 0| 0 84 0 0 1250 76.000 -0.92 17.11 0 0 0| 0 172 0 0 1300 125.500 -0.96 22.77 0 0 0| 0 15 0 0 1350 175.000 -0.98 27.13 0 0 0| 0 16 0 0 1400 274.500 -1.00 2.00 0 0 0| 0 0 0 0 1500 374.500 -1.00 2.00 0 0 0| 0 30 0 0 1600 Total 0 0 8| 12 16,375 0 0 Indicative a-t-m Vol 19.13 Underlying Price 1225.500 Time to expiry: 49 Days Oct 10 0.500 -0.01 29.77 0 0 0| 0 0 0 0 960 1.500 -0.03 29.63 0 0 0| 0 17 0 0 1000 3.500 -0.06 27.89 0 0 0| 0 0 0 0 1050 6.500 -0.11 25.20 0 0 0| 0 69 0 0 1100 12.000 -0.20 22.25 0 0 0| 0 1,956 0 0 1150 29.500 24.000 -0.37 20.05 29.500 29.500 0 0 7| 0 86 0 0 1200 46.500 -0.60 18.28 0 0 0| 0 20 0 0 1250 81.500 -0.81 17.45 0 0 0| 0 0 0 0 1300 175.500 -0.96 20.57 0 0 0| 0 0 0 0 1400 275.500 -0.97 29.98 0 0 0| 0 0 0 0 1500 Total 0 0 7| 0 2,148 0 0 Indicative a-t-m Vol 19.77 Underlying Price 1225.500 Time to expiry: 84 Days Nov 10 5.500 -0.07 28.72 0 0 0| 0 10 0 0 1000 15.000 -0.19 24.13 0 0 0| 0 2 0 0 1100 25.500 -0.30 22.23 0 0 0| 11 31 +11 0 1150 42.000 -0.44 20.37 0 0 0| 0 9 0 0 1200 67.500 -0.62 19.21 0 0 0| 0 0 0 0 1250 102.000 -0.78 18.47 0 0 0| 0 0 0 0 1300 192.000 -0.93 19.78 0 0 0| 0 0 0 0 1400 290.000 -0.97 23.23 0 0 0| 0 0 0 0 1500 Total 0 0 0| 11 52 +11 0 Indicative a-t-m Vol 20.17 Underlying Price 1225.500 Time to expiry: 112 Days Dec 10 6.000 -0.07 29.56 0 0 0| 0 903 0 0 960 8.500 -0.09 27.75 0 0 0| 0 5,346 0 0 1000 23.000 20.000 -0.21 23.55 23.000 23.000 0 0 2| 0 2,546 0 0 1100 49.500 -0.44 20.60 0 0 0| 0 4,454 0 0 1200 108.000 -0.73 18.96 0 0 0| 0 3,317 0 0 1300 194.000 -0.90 19.43 0 0 0| 0 102 0 0 1400 390.000 -0.98 24.66 0 0 0| 0 297 0 0 1600 Equity Options 21:55 Business Day Fri 27 Aug 2010 Previous Business Day Thu 26 Aug 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 | Total 0 0 2| 0 16,965 0 0 Indicative a-t-m Vol 20.31 Underlying Price 1225.500 Time to expiry: 203 Days Mar 11 16.000 -0.12 27.46 0 0 0| 0 113 0 0 960 21.500 -0.16 26.47 0 0 0| 0 249 0 0 1000 41.000 -0.29 23.29 0 0 0| 0 28 0 0 1100 76.500 -0.48 20.75 0 0 0| 0 350 0 0 1200 134.500 -0.70 19.06 0 0 0| 0 54 0 0 1300 214.500 -0.87 18.11 0 0 0| 0 0 0 0 1400 405.000 -0.98 18.51 0 0 0| 0 15 0 0 1600 Total 0 0 0| 0 809 0 0 Indicative a-t-m Vol 20.49 Underlying Price 1225.500 Time to expiry: 294 Days Jun 11 27.000 -0.16 26.60 0 0 0| 0 99 0 0 960 33.500 -0.20 25.43 0 0 0| 0 726 0 0 1000 58.000 -0.33 22.89 0 0 0| 0 296 0 0 1100 98.000 -0.50 20.81 0 0 0| 0 61 0 0 1200 158.000 -0.68 19.57 0 0 0| 0 17 0 0 1300 235.000 -0.83 18.62 0 0 0| 0 8 0 0 1400 419.500 -0.96 18.60 0 0 0| 0 0 0 0 1600 Total 0 0 0| 0 1,207 0 0 Indicative a-t-m Vol 20.55 Underlying Price 1225.500 Time to expiry: 476 Days Dec 11 43.000 -0.21 24.14 0 0 0| 0 31 0 0 960 56.000 -0.25 24.15 0 0 0| 0 0 0 0 1000 133.500 -0.52 20.75 0 0 0| 0 202 0 0 1200 271.500 -0.78 19.21 0 0 0| 0 0 0 0 1400 449.000 -0.92 19.07 0 0 0| 0 0 0 0 1600 Total 0 0 0| 0 233 0 0 Indicative a-t-m Vol 21.29 Underlying Price 1225.500 Time to expiry: 658 Days Jun 12 75.500 -0.26 26.28 0 0 0| 0 0 0 0 960 87.000 -0.30 25.33 0 0 0| 0 0 0 0 1000 169.500 -0.53 21.40 0 0 0| 0 0 0 0 1200 309.000 -0.74 20.57 0 0 0| 0 0 0 0 1400 Total 0 0 0| 0 0 0 0 Indicative a-t-m Vol 21.13 Underlying Price 1225.500 Time to expiry: 847 Days Dec 12 103.000 -0.29 27.03 0 0 0| 0 0 0 0 960 113.000 -0.33 25.63 0 0 0| 0 0 0 0 1000 195.500 -0.54 21.23 0 0 0| 0 260 0 0 1200 336.500 -0.73 20.46 0 0 0| 0 0 0 0 1400 504.000 -0.86 20.00 0 0 0| 0 0 0 0 1600 Total 0 0 0| 0 260 0 0 Total Puts 0 0 17| 23 38,049 +11 0 Grand Total 0 0 49| 650,137 705,493 +56 0 Equity Options 21:55 Business Day Fri 27 Aug 2010 Previous Business Day Thu 26 Aug 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 68.630 Time to expiry: 112 Days Dec 10 CAB 0.00 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 | Equity Options 21:55 Business Day Fri 27 Aug 2010 Previous Business Day Thu 26 Aug 2010 Page 32 Puts | Block | Opening Settle Delta Vola- Daily Trade Bclear Total | Official **Open Change Exer- Exer Trans Price tility High Low Volume Volume*** Volume | Volume Int cises Price | HBOS ex event Contracts - STND OPT (HAX) Indicative a-t-m Vol 80.75 Underlying Price 68.630 Time to expiry: 112 Days Dec 10 301.500 -1.00 80.75 0 0 0| 0 0 0 0 370 Total 0 0 0| 0 0 0 0 Total Puts 0 0 0| 0 0 0 0 Grand Total 0 0 0| 10,000 11,000 0 0 Equity Options 21:55 Business Day Fri 27 Aug 2010 Previous Business Day Thu 26 Aug 2010 Page 33 Calls | Block | Opening Settle Delta Vola- Daily Trade Bclear Total | Official **Open Change Exer- Exer Trans Price tility High Low Volume Volume*** Volume | Volume Int cises Price | HSBC Holdings plc - STND OPT (HSB) Indicative a-t-m Vol 23.18 Underlying Price 637.000 Time to expiry: 21 Days Sep 10 157.500 0.99 52.89 0 0 0| 0 0 0 0 480 117.750 0.98 41.33 0 0 0| 0 0 0 0 520 78.000 0.96 30.80 0 0 0| 0 800 0 0 560 59.000 0.91 28.94 0 0 0| 0 0 0 0 580 37.500 41.000 0.83 26.26 40.500 37.500 0 0 20| 0 705 0 0 600 25.250 0.69 24.27 0 0 0| 0 3,100 0 0 620 11.250 13.000 0.48 22.98 11.250 11.250 0 0 25| 59 1,407 +4 0 640 5.250 0.26 21.50 0 0 0| 0 2,251 +1,975 0 660 2.000 0.12 21.74 0 0 0| 0 5,575 0 0 680 0.500 0.04 21.03 0 0 0| 0 1,415 0 0 700 CAB 0.01 21.11 0 0 0| 0 4,008 0 0 720 CAB 0.00 22.07 0 0 0| 0 6,129 0 0 760 CAB 0.00 23.87 0 0 0| 0 8,274 0 0 800 CAB 0.00 29.25 0 0 0| 0 2,125 0 0 880 Total 0 0 45| 59 35,789 +1,979 0 Indicative a-t-m Vol 24.51 Underlying Price 637.000 Time to expiry: 49 Days Oct 10 119.000 0.96 33.68 0 0 0| 0 0 0 0 520 81.750 0.89 30.50 0 0 0| 0 0 0 0 560 47.750 0.75 26.91 0 0 0| 0 25 0 0 600 33.750 0.63 25.63 0 0 0| 0 0 0 0 620 21.750 0.50 24.31 0 0 0| 0 54 0 0 640 13.000 0.36 23.53 0 0 0| 0 75 0 0 660 7.250 0.24 22.85 0 0 0| 109 247 +109 0 680 3.500 0.14 22.32 0 0 0| 0 17 0 0 700 2.250 0.09 23.91 0 0 0| 0 995 0 0 720 0.750 0.03 24.81 0 0 0| 0 0 0 0 760 Total 0 0 0| 109 1,413 +109 0 Indicative a-t-m Vol 25.87 Underlying Price 637.000 Time to expiry: 84 Days Nov 10 122.000 0.91 33.67 0 0 0| 0 0 0 0 520 87.000 0.83 31.20 0 0 0| 0 0 0 0 560 55.000 0.70 28.07 0 0 0| 0 0 0 0 600 41.500 0.61 26.70 0 0 0| 0 0 0 0 620 30.000 0.51 25.73 0 0 0| 0 0 0 0 640 21.000 0.41 25.19 0 0 0| 0 0 0 0 660 14.000 0.31 24.51 0 0 0| 0 25 0 0 680 5.500 0.15 23.84 0 0 0| 0 0 0 0 720 Total 0 0 0| 0 25 0 0 Indicative a-t-m Vol 26.43 Underlying Price 637.000 Time to expiry: 112 Days Dec 10 358.750 1.00 66.20 0 0 0| 0 0 0 0 279 323.750 1.00 56.33 0 0 0| 0 0 0 0 314 288.750 1.00 47.80 0 0 0| 0 0 0 0 349 255.250 0.99 46.16 0 0 0| 0 0 0 0 383 Equity Options 21:55 Business Day Fri 27 Aug 2010 Previous Business Day Thu 26 Aug 2010 Page 34 Calls | Block | Opening Settle Delta Vola- Daily Trade Bclear Total | Official **Open Change Exer- Exer Trans Price tility High Low Volume Volume*** Volume | Volume Int cises Price | 220.750 0.98 41.28 0 0 0| 0 0 0 0 418 153.250 0.94 35.76 0 0 0| 0 275 0 0 488 91.250 0.81 31.02 0 0 0| 0 2,597 0 0 558 58.500 0.68 27.99 0 0 0| 0 2,815 0 0 600 41.750 0.57 26.97 0 0 0| 0 4,261 0 0 627 34.500 0.51 26.27 0 0 0| 0 3,230 0 0 640 16.500 17.500 0.33 24.67 17.000 16.250 0 0 40| 30 2,733 +30 0 680 13.000 0.27 24.45 0 0 0| 0 11,577 0 0 697 8.000 0.19 23.79 0 0 0| 0 3,849 0 0 720 2.750 0.08 23.12 0 0 0| 0 5,471 0 0 767 CAB 0.00 18.46 0 0 0| 0 3,880 0 0 837 CAB 0.00 16.66 0 0 0| 0 1,943 0 0 871 CAB 0.00 16.17 0 0 0| 0 683 0 0 880 Total 0 0 40| 30 43,314 +30 0 Indicative a-t-m Vol 27.30 Underlying Price 637.000 Time to expiry: 203 Days Mar 11 165.000 0.90 35.33 0 0 0| 0 0 0 0 480 99.250 0.75 31.17 0 0 0| 0 0 0 0 560 70.750 0.65 28.94 0 0 0| 0 150 0 0 600 47.750 0.52 27.17 0 0 0| 0 1,351 0 0 640 30.500 0.40 26.11 0 0 0| 6 155 +6 0 680 18.250 0.28 25.23 0 0 0| 0 80 0 0 720 10.250 0.18 24.52 0 0 0| 0 1,833 0 0 760 5.750 0.11 24.30 0 0 0| 0 0 0 0 800 Total 0 0 0| 6 3,569 +6 0 Indicative a-t-m Vol 28.00 Underlying Price 637.000 Time to expiry: 294 Days Jun 11 204.500 0.92 38.47 0 0 0| 0 0 0 0 440 168.000 0.88 34.88 0 0 0| 0 50 0 0 480 105.500 0.73 31.34 0 0 0| 0 10 0 0 560 78.250 0.63 29.15 0 0 0| 0 0 0 0 600 56.250 0.53 27.91 0 0 0| 0 750 0 0 640 38.750 0.42 26.80 0 0 0| 0 0 0 0 680 25.500 0.32 25.87 0 0 0| 0 1,310 0 0 720 9.750 0.15 24.35 0 0 0| 0 573 0 0 800 3.000 0.06 23.18 0 0 0| 0 3 0 0 880 Total 0 0 0| 0 2,696 0 0 Indicative a-t-m Vol 28.02 Underlying Price 637.000 Time to expiry: 476 Days Dec 11 359.000 0.99 48.59 0 0 0| 0 0 0 0 279 323.750 1.00 35.15 0 0 0| 0 0 0 0 314 289.000 0.99 35.05 0 0 0| 0 0 0 0 349 256.000 0.98 34.71 0 0 0| 0 0 0 0 383 224.000 0.94 34.42 0 0 0| 0 0 0 0 418 166.000 0.84 32.99 0 0 0| 0 250 0 0 488 116.750 0.71 30.99 0 0 0| 0 30 0 0 558 75.250 0.56 28.30 0 0 0| 0 1,300 0 0 627 68.750 0.53 27.94 0 0 0| 0 1,802 0 0 640 Equity Options 21:55 Business Day Fri 27 Aug 2010 Previous Business Day Thu 26 Aug 2010 Page 35 Calls | Block | Opening Settle Delta Vola- Daily Trade Bclear Total | Official **Open Change Exer- Exer Trans Price tility High Low Volume Volume*** Volume | Volume Int cises Price | 37.250 0.36 25.98 0 0 0| 0 2,061 0 0 720 18.250 0.22 24.59 0 0 0| 0 5,522 0 0 800 8.000 0.11 23.34 0 0 0| 0 0 0 0 880 Total 0 0 0| 0 10,965 0 0 Indicative a-t-m Vol 28.83 Underlying Price 637.000 Time to expiry: 658 Days Jun 12 180.500 0.82 34.91 0 0 0| 0 0 0 0 480 124.750 0.69 31.43 0 0 0| 0 0 0 0 560 80.000 0.54 28.73 0 0 0| 0 0 0 0 640 48.500 0.40 26.75 0 0 0| 0 0 0 0 720 27.500 0.27 25.32 0 0 0| 0 2,000 0 0 800 Total 0 0 0| 0 2,000 0 0 Indicative a-t-m Vol 32.00 Underlying Price 637.000 Time to expiry: 847 Days Dec 12 187.750 0.80 36.00 0 0 0| 0 0 0 0 480 146.750 0.68 36.38 0 0 0| 0 0 0 0 560 98.500 0.56 31.83 0 0 0| 0 500 0 0 640 68.750 0.45 30.37 0 0 0| 0 0 0 0 720 46.250 0.34 29.13 0 0 0| 0 0 0 0 800 Total 0 0 0| 0 500 0 0 Total Calls 0 0 85| 204 100,271 +2,124 0 | Equity Options 21:55 Business Day Fri 27 Aug 2010 Previous Business Day Thu 26 Aug 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 23.09 Underlying Price 637.000 Time to expiry: 21 Days Sep 10 CAB 0.00 38.85 0 0 0| 0 1,805 0 0 480 0.250 -0.01 35.07 0 0 0| 0 35 0 0 520 2.000 1.250 -0.05 33.69 2.000 1.250 0 0 52| 0 3,381 0 0 560 1.750 -0.09 28.92 0 0 0| 0 2,652 0 0 580 3.750 -0.17 26.23 0 0 0| 0 7,501 0 0 600 8.000 -0.31 24.26 0 0 0| 10 2,009 -10 0 620 15.750 -0.52 22.88 0 0 0| 0 11,476 0 0 640 28.500 -0.73 22.39 0 0 0| 10 344 0 0 660 50.500 44.250 -0.90 20.39 50.500 S 50.500 S 0 0 12| 0 1,203 0 0 680 63.250 -0.97 20.27 0 0 0| 0 0 0 0 700 83.000 -1.00 15.67 0 0 0| 0 3,150 0 0 720 123.000 -1.00 9.72 0 0 0| 0 104 0 0 760 163.000 -1.00 2.00 0 0 0| 0 194 0 0 800 243.000 -0.99 54.58 0 0 0| 0 0 0 0 880 Total 0 0 64| 20 33,854 -10 0 Indicative a-t-m Vol 25.01 Underlying Price 637.000 Time to expiry: 49 Days Oct 10 1.750 -0.05 34.95 0 0 0| 0 0 0 0 520 4.250 -0.11 30.61 0 0 0| 0 141 0 0 560 10.500 -0.26 27.33 0 0 0| 0 4,057 0 0 600 16.500 -0.37 26.16 0 0 0| 0 121 0 0 620 24.750 -0.50 24.81 0 0 0| 0 1,534 0 0 640 35.750 -0.64 23.90 0 0 0| 0 3,790 0 0 660 50.250 -0.76 23.63 0 0 0| 0 0 0 0 680 66.250 -0.86 22.60 0 0 0| 0 0 0 0 700 84.250 -0.93 22.01 0 0 0| 0 0 0 0 720 123.000 -0.99 21.22 0 0 0| 0 0 0 0 760 Total 0 0 0| 0 9,643 0 0 Indicative a-t-m Vol 26.09 Underlying Price 637.000 Time to expiry: 84 Days Nov 10 5.500 -0.10 34.27 0 0 0| 0 0 0 0 520 10.500 -0.19 31.13 0 0 0| 0 10 0 0 560 19.500 -0.32 28.12 0 0 0| 0 35 0 0 600 26.500 -0.41 26.99 0 0 0| 0 6 0 0 620 35.500 -0.51 25.93 0 0 0| 0 0 0 0 640 46.750 -0.61 25.22 0 0 0| 0 0 0 0 660 60.000 -0.71 24.62 0 0 0| 0 0 0 0 680 92.000 -0.86 23.53 0 0 0| 0 0 0 0 720 Total 0 0 0| 0 51 0 0 Indicative a-t-m Vol 26.76 Underlying Price 637.000 Time to expiry: 112 Days Dec 10 CAB 0.00 50.05 0 0 0| 0 1,000 0 0 279 CAB 0.00 45.71 0 0 0| 0 27 0 0 314 0.250 0.00 43.03 0 0 0| 0 35 0 0 349 0.750 -0.01 42.70 0 0 0| 0 142 0 0 383 1.250 -0.02 39.54 0 0 0| 0 2,425 0 0 418 Equity Options 21:55 Business Day Fri 27 Aug 2010 Previous Business Day Thu 26 Aug 2010 Page 37 Puts | Block | Opening Settle Delta Vola- Daily Trade Bclear Total | Official **Open Change Exer- Exer Trans Price tility High Low Volume Volume*** Volume | Volume Int cises Price | 5.250 -0.08 36.38 0 0 0| 0 5,274 0 0 488 14.000 -0.21 31.20 0 0 0| 0 8,139 0 0 558 24.250 -0.34 28.26 0 0 0| 0 4,109 +1,000 0 600 34.750 -0.44 27.05 0 0 0| 0 8,952 0 0 627 41.250 -0.50 26.67 0 0 0| 0 5,617 0 0 640 69.000 64.500 -0.67 24.96 69.000 S 69.000 S 0 0 12| 10 1,723 0 0 680 76.750 -0.74 24.64 0 0 0| 0 4,392 0 0 697 94.750 -0.82 23.80 0 0 0| 0 134 0 0 720 136.500 -0.93 22.99 0 0 0| 0 371 0 0 767 204.250 -0.98 23.63 0 0 0| 0 130 0 0 837 238.000 -0.99 23.77 0 0 0| 0 281 0 0 871 247.000 -0.99 24.62 0 0 0| 0 105 0 0 880 Total 0 0 12| 10 42,856 +1,000 0 Indicative a-t-m Vol 27.06 Underlying Price 637.000 Time to expiry: 203 Days Mar 11 12.000 -0.13 35.54 0 0 0| 0 220 0 0 480 27.250 -0.27 30.74 0 0 0| 0 1,402 0 0 560 40.000 -0.38 28.63 0 0 0| 0 328 0 0 600 57.750 -0.50 26.93 0 0 0| 0 1,751 0 0 640 80.750 -0.63 25.55 0 0 0| 0 1,799 0 0 680 108.500 -0.75 24.28 0 0 0| 0 55 0 0 720 140.750 -0.85 22.99 0 0 0| 0 25 0 0 760 176.000 -0.93 21.51 0 0 0| 0 50 0 0 800 Total 0 0 0| 0 5,630 0 0 Indicative a-t-m Vol 27.32 Underlying Price 637.000 Time to expiry: 294 Days Jun 11 13.000 -0.11 36.73 0 0 0| 0 398 0 0 440 18.500 -0.16 34.33 0 0 0| 0 793 0 0 480 38.000 -0.30 30.58 0 0 0| 2 621 0 0 560 51.750 -0.39 28.52 0 0 0| 0 13 0 0 600 70.750 -0.50 27.23 0 0 0| 0 3,110 0 0 640 93.500 -0.61 25.99 0 0 0| 0 1,502 0 0 680 120.750 -0.71 24.94 0 0 0| 0 575 0 0 720 184.750 -0.87 22.61 0 0 0| 0 90 0 0 800 258.250 -0.97 20.03 0 0 0| 0 50 0 0 880 Total 0 0 0| 2 7,152 0 0 Indicative a-t-m Vol 28.18 Underlying Price 637.000 Time to expiry: 476 Days Dec 11 6.250 -0.04 46.24 0 0 0| 0 1,530 0 0 279 8.750 -0.06 43.68 0 0 0| 0 90 0 0 314 11.750 -0.07 41.11 0 0 0| 0 25 0 0 349 15.750 -0.10 39.07 0 0 0| 0 50 0 0 383 21.250 -0.13 37.31 0 0 0| 0 50 0 0 418 35.000 -0.21 33.71 0 0 0| 0 2,304 0 0 488 56.750 -0.33 30.97 0 0 0| 0 102 0 0 558 86.000 -0.46 28.42 0 0 0| 0 1,650 0 0 627 92.750 -0.49 28.10 0 0 0| 0 1,900 0 0 640 141.750 -0.65 26.21 0 0 0| 0 576 0 0 720 202.250 -0.79 24.71 0 0 0| 0 501 0 0 800 Equity Options 21:55 Business Day Fri 27 Aug 2010 Previous Business Day Thu 26 Aug 2010 Page 38 Puts | Block | Opening Settle Delta Vola- Daily Trade Bclear Total | Official **Open Change Exer- Exer Trans Price tility High Low Volume Volume*** Volume | Volume Int cises Price | 271.000 -0.89 23.52 0 0 0| 0 0 0 0 880 Total 0 0 0| 0 8,778 0 0 Indicative a-t-m Vol 28.33 Underlying Price 637.000 Time to expiry: 658 Days Jun 12 46.250 -0.23 33.73 0 0 0| 0 0 0 0 480 73.000 -0.35 30.57 0 0 0| 0 0 0 0 560 110.250 -0.49 28.24 0 0 0| 0 0 0 0 640 159.000 -0.63 26.35 0 0 0| 0 0 0 0 720 218.250 -0.75 25.16 0 0 0| 0 0 0 0 800 Total 0 0 0| 0 0 0 0 Indicative a-t-m Vol 32.16 Underlying Price 637.000 Time to expiry: 847 Days Dec 12 59.250 -0.25 34.00 0 0 0| 0 0 0 0 480 106.250 -0.35 36.60 0 0 0| 0 0 0 0 560 137.500 -0.46 31.99 0 0 0| 0 0 0 0 640 186.250 -0.57 30.45 0 0 0| 0 0 0 0 720 243.250 -0.66 29.46 0 0 0| 0 0 0 0 800 Total 0 0 0| 0 0 0 0 Total Puts 0 0 76| 32 107,964 +990 0 Grand Total 0 0 161| 880,236 1,088,235 +3,114 0 C & W Communications ex event package - Amer Phys (CWQ) Grand Total 0 0 161| 885,236 1,098,235 +3,114 0 C & W Communications ex event package - Euro Phys (CWX) Indicative a-t-m Vol 0.00 Underlying Price 123.150 Time to expiry: 476 Days 16 Dec 11 82.690 -0.90 34.04 N/A 0 0| 0 2,500 0 0 190 TotalN/A 0 0| 0 2,500 0 0 Total PutsN/A 0 0| 0 2,500 0 0 Grand TotalN/A 0 161| 895,236 1,113,235 +3,114 0 Carnival Plc (DJQ) Grand TotalN/A 0 161| 900,236 1,118,235 +3,114 0 Carrefour SA (CMQ) Indicative a-t-m Vol 0.00 Underlying Price 35.7150 Time to expiry: 21 Days 17 Sep 10 1.0800 -0.54 26.49 N/A 0 0| 0 5,000 0 0 3600 TotalN/A 0 0| 0 5,000 0 0 Indicative a-t-m Vol 0.00 Underlying Price 35.7150 Time to expiry: 49 Days 15 Oct 10 0.8900 -0.31 31.29 N/A 0 0| 0 0 0 0 3400 TotalN/A 0 0| 0 0 0 0 Indicative a-t-m Vol 0.00 Underlying Price 35.7150 Time to expiry: 112 Days 17 Dec 10 1.0800 -0.24 33.76 N/A 0 0| 0 5,000 0 0 3200 1.6100 -0.35 30.85 N/A 0 0| 0 2,500 0 0 3400 1.5757 -0.35 30.85 N/A 0 0| 0 1,500 0 0 3400 8.3034 -0.93 24.50 N/A 0 0| 0 1,500 0 0 4400 14.1374 -1.00 20.48 N/A 0 0| 0 1,000 0 0 5000 TotalN/A 0 0| 0 11,500 0 0 Equity Options 21:55 Business Day Fri 27 Aug 2010 Previous Business Day Thu 26 Aug 2010 Page 39 Puts | Block | Opening Settle Delta Vola- Daily Trade Bclear Total | Official **Open Change Exer- Exer Trans Price tility High Low Volume Volume*** Volume | Volume Int cises Price | Indicative a-t-m Vol 0.00 Underlying Price 35.7150 Time to expiry: 476 Days 16 Dec 11 13.7945 -0.82 26.55 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 18,250 0 0 Grand TotalN/A 0 161| 1,000,236 1,275,985 +3,114 0 Centrica Plc (CRJ) Grand TotalN/A 0 161| 1,005,236 1,281,048 +3,114 0 Centrica plc (CRX) Grand TotalN/A 0 161| 1,010,236 1,288,043 +3,114 0 CFR ex-event package - Amer Phys FLEX Opt (CFQ) Grand TotalN/A 0 161| 1,020,236 1,314,343 +3,114 0 Cie de Saint-Gobain (SGQ) Indicative a-t-m Vol 0.00 Underlying Price 28.7550 Time to expiry: 21 Days 17 Sep 10 0.7300 -0.37 38.19 N/A 0 0| 0 4,000 0 0 2800 1.7300 -0.68 34.43 N/A 0 0| 0 1,000 0 0 3000 1.7300 -0.68 34.43 N/A 0 0| 0 0 0 0 3000 TotalN/A 0 0| 0 5,000 0 0 Indicative a-t-m Vol 0.00 Underlying Price 28.7550 Time to expiry: 112 Days 17 Dec 10 7.7900 -0.89 32.31 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 28.7550 Time to expiry: 476 Days 16 Dec 11 9.6100 -0.68 33.36 N/A 0 0| 0 2,500 0 0 3600 TotalN/A 0 0| 0 2,500 0 0 Total PutsN/A 0 0| 0 9,500 0 0 Grand TotalN/A 0 161| 1,105,236 1,491,343 +3,114 0 Commerzbank AG (CBX) Indicative a-t-m Vol 0.00 Underlying Price 6.2700 Time to expiry: 21 Days 17 Sep 10 0.0114 -0.02 78.56 N/A 0 0| 0 3,950 0 0 440 0.0528 -0.14 46.25 N/A 0 0| 0 1,550 0 0 560 0.1199 -0.30 39.41 N/A 0 0| 0 6,350 0 0 600 0.1199 -0.30 39.41 N/A 0 0| 0 4,000 0 0 600 0.1199 -0.30 39.41 N/A 0 0| 0 16,000 0 0 600 TotalN/A 0 0| 0 31,850 0 0 Indicative a-t-m Vol 0.00 Underlying Price 6.2700 Time to expiry: 112 Days 17 Dec 10 0.1457 -0.15 46.48 N/A 0 0| 0 3,500 0 0 500 0.4221 -0.37 40.96 N/A 0 0| 0 2,000 0 0 600 1.2878 -0.75 37.91 N/A 0 0| 0 7,500 0 0 740 TotalN/A 0 0| 0 13,000 0 0 Total PutsN/A 0 0| 0 44,850 0 0 Grand TotalN/A 0 161| 1,175,236 1,639,193 +3,114 0 Compass Group Plc (CPQ) Indicative a-t-m Vol 0.00 Underlying Price 47.3900 Time to expiry: 112 Days 17 Dec 10 Equity Options 21:55 Business Day Fri 27 Aug 2010 Previous Business Day Thu 26 Aug 2010 Page 40 Puts | Block | Opening Settle Delta Vola- Daily Trade Bclear Total | Official **Open Change Exer- Exer Trans Price tility High Low Volume Volume*** Volume | Volume Int cises Price | 0.9735 -0.15 43.66 N/A 0 0| 0 1,000 0 0 3800 TotalN/A 0 0| 0 1,000 0 0 Total PutsN/A 0 0| 0 1,000 0 0 Grand TotalN/A 0 161| 1,190,236 1,654,824 +3,114 0 Continental AG (DVQ) Grand TotalN/A 0 161| 1,195,236 1,660,824 +3,114 0 Corio NV -Euro Cash FLEX Opt (CDB) Grand TotalN/A 0 161| 1,200,236 1,665,952 +3,114 0 Credit Agricole SA (ACJ) Indicative a-t-m Vol 0.00 Underlying Price 10.2450 Time to expiry: 21 Days 17 Sep 10 0.0300 -0.04 62.42 N/A 0 0| 0 8,000 0 0 800 0.9200 -0.74 42.56 N/A 0 0| 0 4,000 0 0 1100 TotalN/A 0 0| 0 12,000 0 0 Indicative a-t-m Vol 0.00 Underlying Price 10.2450 Time to expiry: 84 Days 19 Nov 10 0.4400 -0.24 55.16 N/A 0 0| 0 3,000 0 0 880 TotalN/A 0 0| 0 3,000 0 0 Indicative a-t-m Vol 0.00 Underlying Price 10.2450 Time to expiry: 112 Days 17 Dec 10 0.2979 -0.14 62.83 N/A 0 0| 0 2,500 0 0 750 0.6029 -0.27 53.44 N/A 0 0| 0 1,500 0 0 900 8.2200 -1.00 34.04 N/A 0 0| 0 2,500 0 0 1846 TotalN/A 0 0| 0 6,500 0 0 Indicative a-t-m Vol 0.00 Underlying Price 10.2450 Time to expiry: 294 Days 17 Jun 11 3.8705 -0.78 36.69 N/A 0 0| 0 11,235 0 0 1350 TotalN/A 0 0| 0 11,235 0 0 Indicative a-t-m Vol 0.00 Underlying Price 10.2450 Time to expiry: 847 Days 21 Dec 12 3.7498 -0.55 37.64 N/A 0 0| 0 8,000 0 0 1200 TotalN/A 0 0| 0 8,000 0 0 Total PutsN/A 0 0| 0 40,735 0 0 Grand TotalN/A 0 161| 1,270,236 1,810,388 +3,114 0 Credit Suisse Group (CHJ) Indicative a-t-m Vol 0.00 Underlying Price 44.950 Time to expiry: 112 Days 17 Dec 10 1.471 -0.21 44.34 N/A 0 0| 0 4,000 0 0 380 TotalN/A 0 0| 0 4,000 0 0 Indicative a-t-m Vol 0.00 Underlying Price 44.950 Time to expiry: 203 Days 18 Mar 11 0.166 -0.02 47.29 N/A 0 0| 0 1,000 0 0 240 1.178 -0.13 47.29 N/A 0 0| 0 2,000 0 0 320 TotalN/A 0 0| 0 3,000 0 0 Total PutsN/A 0 0| 0 7,000 0 0 Grand TotalN/A 0 161| 1,295,236 1,845,084 +3,114 0 Daimler AG - Amer Phys FLEX Opt (DCQ) Indicative a-t-m Vol 0.00 Underlying Price 38.4050 Time to expiry: 21 Days 17 Sep 10 Equity Options 21:55 Business Day Fri 27 Aug 2010 Previous Business Day Thu 26 Aug 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 | 0.0361 -0.02 39.91 N/A 0 0| 0 0 0 0 3200 0.5888 -0.30 32.24 N/A 0 0| 0 5,000 0 0 3700 1.4193 -0.57 29.86 N/A 0 0| 0 0 0 0 3900 3.7330 -0.89 29.91 N/A 0 0| 0 0 0 0 4200 TotalN/A 0 0| 0 5,000 0 0 Total PutsN/A 0 0| 0 5,000 0 0 Indicative a-t-m Vol 0.00 Underlying Price 38.4050 Time to expiry: 294 Days 17 Jun 11 3.4175 -0.34 36.17 N/A 0 0| 0 1,028 0 0 3531 TotalN/A 0 0| 0 1,028 0 0 Total PutsN/A 0 0| 0 1,028 0 0 Grand TotalN/A 0 161| 1,335,236 1,900,084 +3,114 0 Daimler AG - Euro Phys FLEX Opt (DCX) Grand TotalN/A 0 161| 1,340,236 1,906,112 +3,114 0 Danisco A/S Euro Cash FLEX Opt (DOB) Grand TotalN/A 0 161| 1,345,236 1,911,243 +3,114 0 Danone - Euro Cash FLEX Opt (BKJ) Grand TotalN/A 0 161| 1,350,236 1,916,446 +3,114 0 Danone - Euro Phys FLEX Opt (BKX) Indicative a-t-m Vol 0.00 Underlying Price 42.5900 Time to expiry: 112 Days 17 Dec 10 2.3963 -0.49 23.82 N/A 0 0| 0 1,250 0 0 4300 TotalN/A 0 0| 0 1,250 0 0 Total PutsN/A 0 0| 0 1,250 0 0 Grand TotalN/A 0 161| 1,360,236 1,928,946 +3,114 0 Delhaize Group (FQQ) Grand TotalN/A 0 161| 1,370,236 1,943,146 +3,114 0 Deutsche Bank AG (DBX) Indicative a-t-m Vol 0.00 Underlying Price 50.1400 Time to expiry: 21 Days 17 Sep 10 0.3047 -0.12 40.59 N/A 0 0| 0 2,500 0 0 4500 TotalN/A 0 0| 0 2,500 0 0 Indicative a-t-m Vol 0.00 Underlying Price 50.1400 Time to expiry: 112 Days 17 Dec 10 0.0095 0.00 61.05 N/A 0 0| 0 2,000 0 0 2000 0.2004 -0.03 54.20 N/A 0 0| 0 1,000 0 0 3000 4.9214 -0.53 35.49 N/A 0 0| 0 500 0 0 5200 10.5378 -0.83 31.73 N/A 0 0| 0 500 0 0 6000 10.4785 -0.82 31.73 N/A 0 0| 0 1,000 0 0 6000 14.0182 -0.91 30.93 N/A 0 0| 0 1,000 0 0 6400 25.6528 -0.99 29.99 N/A 0 0| 0 500 0 0 7600 59.5405 -1.00 48.84 N/A 0 0| 0 1,000 0 0 11000 TotalN/A 0 0| 0 7,500 0 0 Indicative a-t-m Vol 0.00 Underlying Price 50.1400 Time to expiry: 294 Days 17 Jun 11 4.8258 -0.38 34.99 N/A 0 0| 0 792 0 0 4576 TotalN/A 0 0| 0 792 0 0 Indicative a-t-m Vol 0.00 Underlying Price 50.1400 Time to expiry: 476 Days 16 Dec 11 Equity Options 21:55 Business Day Fri 27 Aug 2010 Previous Business Day Thu 26 Aug 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 | 5.8384 -0.34 37.37 N/A 0 0| 0 7,500 0 0 4400 5.8384 -0.34 37.37 N/A 0 0| 0 2,000 0 0 4400 7.5045 -0.42 35.10 N/A 0 0| 0 8,500 0 0 4800 7.5045 -0.42 35.10 N/A 0 0| 0 12,000 0 0 4800 9.4603 -0.51 32.82 N/A 0 0| 0 5,000 0 0 5200 9.4603 -0.51 32.82 N/A 0 0| 0 10,000 0 0 5200 10.5585 -0.56 31.59 N/A 0 0| 0 5,000 0 0 5400 11.7263 -0.61 30.49 N/A 0 0| 0 500 0 0 5600 11.7263 -0.61 30.49 N/A 0 0| 0 5,000 0 0 5600 TotalN/A 0 0| 0 55,500 0 0 Indicative a-t-m Vol 0.00 Underlying Price 50.1400 Time to expiry: 658 Days 15 Jun 12 9.1692 -0.46 32.58 N/A 0 0| 0 3,000 0 0 4800 9.1692 -0.46 32.58 N/A 0 0| 0 3,000 0 0 4800 TotalN/A 0 0| 0 6,000 0 0 Indicative a-t-m Vol 0.00 Underlying Price 50.1400 Time to expiry: 847 Days 21 Dec 12 10.4055 -0.44 33.86 N/A 0 0| 0 1,500 0 0 4800 14.7474 -0.59 29.87 N/A 0 0| 0 1,000 0 0 5600 14.7474 -0.59 29.87 N/A 0 0| 0 1,000 0 0 5600 TotalN/A 0 0| 0 3,500 0 0 Total PutsN/A 0 0| 0 75,792 0 0 Grand TotalN/A 0 161| 1,605,236 2,343,438 +3,114 0 Deutsche Boerse AG (FVQ) Indicative a-t-m Vol 0.00 Underlying Price 48.8600 Time to expiry: 112 Days 17 Dec 10 2.9937 -0.42 32.35 N/A 0 0| 0 7,286 0 0 4800 TotalN/A 0 0| 0 7,286 0 0 Total PutsN/A 0 0| 0 7,286 0 0 Grand TotalN/A 0 161| 1,620,236 2,370,116 +3,114 0 Deutsche Post AG (DPJ) Grand TotalN/A 0 161| 1,635,236 2,395,951 +3,114 0 Deutsche Postbank AG (FJQ) Indicative a-t-m Vol 0.00 Underlying Price 23.9100 Time to expiry: 112 Days 17 Dec 10 0.0554 -0.03 39.89 N/A 0 0| 0 15,436 0 0 1600 TotalN/A 0 0| 0 15,436 0 0 Total PutsN/A 0 0| 0 15,436 0 0 Grand TotalN/A 0 161| 1,645,236 2,436,823 +3,114 0 Deutsche Telekom AG (DTX) Indicative a-t-m Vol 0.00 Underlying Price 10.4050 Time to expiry: 112 Days 17 Dec 10 0.0307 -0.03 38.59 N/A 0 0| 0 20,000 0 0 720 0.0531 -0.06 32.85 N/A 0 0| 0 5,000 0 0 800 0.1197 -0.14 26.74 N/A 0 0| 0 2,500 0 0 900 0.1200 -0.14 26.74 N/A 0 0| 0 15,000 0 0 900 0.3464 -0.35 23.70 N/A 0 0| 0 10,000 0 0 1000 0.8494 -0.64 22.13 N/A 0 0| 0 11,500 0 0 1100 2.5910 -0.94 24.51 N/A 0 0| 0 5,000 0 0 1300 Equity Options 21:55 Business Day Fri 27 Aug 2010 Previous Business Day Thu 26 Aug 2010 Page 43 Puts | Block | Opening Settle Delta Vola- Daily Trade Bclear Total | Official **Open Change Exer- Exer Trans Price tility High Low Volume Volume*** Volume | Volume Int cises Price | TotalN/A 0 0| 0 69,000 0 0 Indicative a-t-m Vol 0.00 Underlying Price 10.4050 Time to expiry: 203 Days 18 Mar 11 0.2472 -0.20 26.61 N/A 0 0| 0 15,000 0 0 900 TotalN/A 0 0| 0 15,000 0 0 Indicative a-t-m Vol 0.00 Underlying Price 10.4050 Time to expiry: 294 Days 17 Jun 11 0.5611 -0.34 25.02 N/A 0 0| 0 3,655 0 0 909 1.5426 -0.73 19.94 N/A 0 0| 0 1,000 0 0 1100 TotalN/A 0 0| 0 4,655 0 0 Indicative a-t-m Vol 0.00 Underlying Price 10.4050 Time to expiry: 476 Days 16 Dec 11 0.9436 -0.40 24.91 N/A 0 0| 0 5,000 0 0 950 1.1852 -0.48 24.17 N/A 0 0| 0 6,500 0 0 1000 1.7390 -0.63 22.05 N/A 0 0| 0 3,000 0 0 1100 2.4305 -0.79 19.85 N/A 0 0| 0 5,000 0 0 1200 TotalN/A 0 0| 0 19,500 0 0 Total PutsN/A 0 0| 0 108,155 0 0 Grand TotalN/A 0 161| 1,775,236 2,796,478 +3,114 0 Dexia (DEX) Indicative a-t-m Vol 0.00 Underlying Price 3.3620 Time to expiry: 476 Days 16 Dec 11 3.5999 -0.96 33.48 N/A 0 0| 0 2,000 0 0 700 TotalN/A 0 0| 0 2,000 0 0 Total PutsN/A 0 0| 0 2,000 0 0 Grand TotalN/A 0 161| 1,790,236 2,830,478 +3,114 0 Diageo plc (DGX) Grand TotalN/A 0 161| 1,795,236 2,835,828 +3,114 0 Diageo Plc (DGQ) Grand TotalN/A 0 161| 1,805,236 2,846,578 +3,114 0 Diageo plc (DGX) Indicative a-t-m Vol 0.00 Underlying Price 1062.000 Time to expiry: 112 Days 17 Dec 10 2.660 -0.03 39.97 N/A 0 0| 0 500 0 0 700 TotalN/A 0 0| 0 500 0 0 Total PutsN/A 0 0| 0 500 0 0 Grand TotalN/A 0 161| 1,810,236 2,852,078 +3,114 0 Diageo Plc (DGQ) Indicative a-t-m Vol 0.00 Underlying Price 1062.000 Time to expiry: 112 Days 17 Dec 10 25.320 -0.25 27.35 N/A 0 0| 0 350 0 0 950 TotalN/A 0 0| 0 350 0 0 Total PutsN/A 0 0| 0 350 0 0 Grand TotalN/A 0 161| 1,815,236 2,857,578 +3,114 0 Diageo plc (DGX) Indicative a-t-m Vol 0.00 Underlying Price 1062.000 Time to expiry: 476 Days 16 Dec 11 137.330 -0.50 25.16 N/A 0 0| 0 500 0 0 1050 TotalN/A 0 0| 0 500 0 0 Equity Options 21:55 Business Day Fri 27 Aug 2010 Previous Business Day Thu 26 Aug 2010 Page 44 Puts | Block | Opening Settle Delta Vola- Daily Trade Bclear Total | Official **Open Change Exer- Exer Trans Price tility High Low Volume Volume*** Volume | Volume Int cises Price | Total PutsN/A 0 0| 0 500 0 0 Grand TotalN/A 0 161| 1,820,236 2,862,928 +3,114 0 Diageo Plc (DGQ) Indicative a-t-m Vol 0.00 Underlying Price 1062.000 Time to expiry: 847 Days 21 Dec 12 189.930 -0.57 21.17 N/A 0 0| 0 500 0 0 1100 TotalN/A 0 0| 0 500 0 0 Total PutsN/A 0 0| 0 500 0 0 Grand TotalN/A 0 161| 1,825,236 2,868,428 +3,114 0 Diageo plc (DGX) Grand TotalN/A 0 161| 1,830,236 2,873,928 +3,114 0 E.ON AG (EOQ) Indicative a-t-m Vol 0.00 Underlying Price 22.3250 Time to expiry: 21 Days 17 Sep 10 0.3751 -0.39 24.75 N/A 0 0| 0 3,000 0 0 2200 1.7851 -0.85 28.42 N/A 0 0| 0 2,500 0 0 2400 TotalN/A 0 0| 0 5,500 0 0 Indicative a-t-m Vol 0.00 Underlying Price 22.3250 Time to expiry: 112 Days 17 Dec 10 0.4458 -0.21 28.00 N/A 0 0| 0 0 0 0 2000 2.1904 -0.68 23.94 N/A 0 0| 0 1,000 0 0 2400 7.6151 -0.97 26.28 N/A 0 0| 0 3,000 0 0 3000 14.2578 -0.99 38.92 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 22.3250 Time to expiry: 294 Days 17 Jun 11 1.5563 -0.41 24.84 N/A 0 0| 0 2,349 0 0 2039 2.3017 -0.55 22.79 N/A 0 0| 0 1,500 0 0 2200 TotalN/A 0 0| 0 3,849 0 0 Indicative a-t-m Vol 0.00 Underlying Price 22.3250 Time to expiry: 476 Days 16 Dec 11 7.3428 -0.81 24.59 N/A 0 0| 0 1,000 0 0 2800 TotalN/A 0 0| 0 1,000 0 0 Indicative a-t-m Vol 0.00 Underlying Price 22.3250 Time to expiry: 1211 Days 20 Dec 13 12.0414 -0.75 28.71 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 15,909 0 0 Grand TotalN/A 0 161| 1,945,236 3,028,857 +3,114 0 Electricite de France - Euro Phys FLEX Opt (DAX) Indicative a-t-m Vol 0.00 Underlying Price 32.0500 Time to expiry: 112 Days 17 Dec 10 3.0687 -0.64 25.82 N/A 0 0| 0 2,500 0 0 3400 TotalN/A 0 0| 0 2,500 0 0 Total PutsN/A 0 0| 0 2,500 0 0 Grand TotalN/A 0 161| 1,955,236 3,043,857 +3,114 0 Enel SpA (ECQ) Indicative a-t-m Vol 0.00 Underlying Price 3.7400 Time to expiry: 21 Days 17 Sep 10 Equity Options 21:55 Business Day Fri 27 Aug 2010 Previous Business Day Thu 26 Aug 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 | 0.0402 -0.26 26.86 N/A 1,800 1,800| 0 0 0 0 360 0.6604 -0.98 31.89 N/A 0 0| 0 260 0 0 440 TotalN/A 1,800 1,800| 0 260 0 0 Indicative a-t-m Vol 0.00 Underlying Price 3.7400 Time to expiry: 112 Days 17 Dec 10 0.0554 -0.14 35.44 N/A 0 0| 0 1,500 0 0 300 0.3401 -0.68 22.97 N/A 0 0| 0 2,000 0 0 389 0.7813 -0.97 18.55 N/A 0 0| 0 500 0 0 442 TotalN/A 0 0| 0 4,000 0 0 Total PutsN/A 1,800 1,800| 0 4,260 0 0 Grand TotalN/A 5,400 5,561| 2,005,236 3,102,617 +3,114 0 Enel SpA - Euro Cash FLEX Opt (ECJ) Grand TotalN/A 5,400 5,561| 2,015,236 3,112,800 +3,114 0 Energias de Portugal SA (EDX) Indicative a-t-m Vol 0.00 Underlying Price 2.4300 Time to expiry: 21 Days 17 Sep 10 0.1003 -0.67 25.25 N/A 0 0| 0 5,000 0 0 250 TotalN/A 0 0| 0 5,000 0 0 Indicative a-t-m Vol 0.00 Underlying Price 2.4300 Time to expiry: 112 Days 17 Dec 10 0.1838 -0.54 27.68 N/A 0 0| 0 5,000 0 0 250 TotalN/A 0 0| 0 5,000 0 0 Total PutsN/A 0 0| 0 10,000 0 0 Grand TotalN/A 5,400 5,561| 2,035,236 3,172,800 +3,114 0 ENI SpA (ENX) Indicative a-t-m Vol 0.00 Underlying Price 15.6500 Time to expiry: 475 Days 15 Dec 11 3.0773 -0.66 23.84 N/A 0 0| 0 400 0 0 1700 TotalN/A 0 0| 0 400 0 0 Total PutsN/A 0 0| 0 400 0 0 Grand TotalN/A 5,400 5,561| 2,045,236 3,183,600 +3,114 0 ENI SpA - Euro Cash FLEX Opt (ENJ) Grand TotalN/A 5,400 5,561| 2,055,236 3,193,634 +3,114 0 Ericsson Telefonaktiebolaget LM - Amer Phys FLEX O (ERQ) Grand TotalN/A 5,400 5,561| 2,060,236 3,202,884 +3,114 0 Essilor International SA (EFX) Indicative a-t-m Vol 0.00 Underlying Price 47.9700 Time to expiry: 112 Days 17 Dec 10 1.2097 -0.28 24.03 N/A 0 0| 0 10,000 0 0 4500 TotalN/A 0 0| 0 10,000 0 0 Indicative a-t-m Vol 0.00 Underlying Price 47.9700 Time to expiry: 203 Days 18 Mar 11 2.8700 -0.47 20.64 N/A 0 0| 0 0 0 0 4800 TotalN/A 0 0| 0 0 0 0 Total PutsN/A 0 0| 0 10,000 0 0 Grand TotalN/A 5,400 5,561| 2,075,236 3,237,884 +3,114 0 Eurasian Natural Resources - Amer Phys Flex Opt (ZLO) Grand TotalN/A 5,400 5,561| 2,080,236 3,242,884 +3,114 0 Eurasian Natural Resources - Euro Phys Flex Opt (ZLV) Equity Options 21:55 Business Day Fri 27 Aug 2010 Previous Business Day Thu 26 Aug 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 856.500 Time to expiry: 21 Days 17 Sep 10 96.930 -0.94 28.60 N/A 0 0| 0 270 0 0 940 TotalN/A 0 0| 0 270 0 0 Total PutsN/A 0 0| 0 270 0 0 Grand TotalN/A 5,400 5,561| 2,095,236 3,259,654 +3,114 0 Fiat SpA (FXQ) Grand TotalN/A 5,400 5,561| 2,100,236 3,265,404 +3,114 0 Fortum Oyj (FUJ) Grand TotalN/A 5,400 5,561| 2,110,236 3,275,757 +3,114 0 France Telecom SA (FTQ) Indicative a-t-m Vol 0.00 Underlying Price 16.4950 Time to expiry: 21 Days 17 Sep 10 1.1300 -0.91 20.00 N/A 0 0| 0 4,000 0 0 1700 TotalN/A 0 0| 0 4,000 0 0 Indicative a-t-m Vol 0.00 Underlying Price 16.4950 Time to expiry: 112 Days 17 Dec 10 0.0900 -0.06 35.90 N/A 0 0| 0 4,000 0 0 1200 0.2589 -0.18 28.33 N/A 0 0| 0 10,000 0 0 1400 0.4525 -0.30 25.22 N/A 0 0| 0 3,500 0 0 1500 0.8196 -0.48 23.18 N/A 0 0| 0 37,500 0 0 1600 0.8600 -0.48 23.18 N/A 0 0| 0 5,000 0 0 1600 1.4000 -0.67 21.97 N/A 0 0| 0 11,250 0 0 1700 4.0116 -0.97 20.23 N/A 0 0| 0 1,000 0 0 2000 TotalN/A 0 0| 0 72,250 0 0 Indicative a-t-m Vol 0.00 Underlying Price 16.4950 Time to expiry: 203 Days 18 Mar 11 0.2100 -0.10 33.16 N/A 0 0| 0 4,000 0 0 1200 TotalN/A 0 0| 0 4,000 0 0 Indicative a-t-m Vol 0.00 Underlying Price 16.4950 Time to expiry: 476 Days 16 Dec 11 0.7455 -0.22 30.19 N/A 0 0| 0 16,000 0 0 1200 2.3005 -0.56 24.01 N/A 0 0| 0 2,000 0 0 1600 9.0670 -0.97 20.74 N/A 0 0| 0 8,000 0 0 2400 TotalN/A 0 0| 0 26,000 0 0 Indicative a-t-m Vol 0.00 Underlying Price 16.4950 Time to expiry: 847 Days 21 Dec 12 4.8087 -0.74 22.31 N/A 0 0| 0 2,500 0 0 1800 TotalN/A 0 0| 0 2,500 0 0 Total PutsN/A 0 0| 0 108,750 0 0 Grand TotalN/A 5,400 5,561| 2,220,236 3,570,257 +3,114 0 Fresenius Medical Care AG&Co - Amer Phys FLEX Opt (FMQ) Indicative a-t-m Vol 0.00 Underlying Price 44.7400 Time to expiry: 294 Days 17 Jun 11 0.4474 -0.08 29.34 N/A 0 0| 0 5,000 0 0 3200 1.8245 -0.26 25.42 N/A 0 0| 0 5,000 0 0 4000 TotalN/A 0 0| 0 10,000 0 0 Total PutsN/A 0 0| 0 10,000 0 0 Grand TotalN/A 5,400 5,561| 2,240,236 3,610,257 +3,114 0 Equity Options 21:55 Business Day Fri 27 Aug 2010 Previous Business Day Thu 26 Aug 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 | GDF Suez - Amer Phys FLEX Opt (GDQ) Indicative a-t-m Vol 0.00 Underlying Price 24.6500 Time to expiry: 21 Days 17 Sep 10 3.3600 -0.98 25.84 N/A 0 0| 0 0 0 0 2800 TotalN/A 0 0| 0 0 0 0 Indicative a-t-m Vol 0.00 Underlying Price 24.6500 Time to expiry: 112 Days 17 Dec 10 5.3712 -0.91 25.35 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 24.6500 Time to expiry: 476 Days 16 Dec 11 7.9200 -0.77 27.07 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 4,500 0 0 Grand TotalN/A 5,400 5,561| 2,260,236 3,639,347 +3,114 0 GDF Suez - Euro Phys FLEX Opt (GDX) Indicative a-t-m Vol 0.00 Underlying Price 24.6500 Time to expiry: 112 Days 17 Dec 10 2.1590 -0.58 28.64 N/A 0 0| 0 3,500 0 0 2500 6.1669 -0.94 25.02 N/A 0 0| 0 1,000 0 0 3000 TotalN/A 0 0| 0 4,500 0 0 Indicative a-t-m Vol 0.00 Underlying Price 24.6500 Time to expiry: 840 Days 14 Dec 12 7.7168 -0.64 28.12 N/A 0 0| 0 6,450 0 0 2800 TotalN/A 0 0| 0 6,450 0 0 Indicative a-t-m Vol 0.00 Underlying Price 24.6500 Time to expiry: 847 Days 21 Dec 12 7.7257 -0.64 28.13 N/A 0 0| 0 6,450 0 0 2800 TotalN/A 0 0| 0 6,450 0 0 Indicative a-t-m Vol 0.00 Underlying Price 24.6500 Time to expiry: 854 Days 28 Dec 12 7.7346 -0.64 28.13 N/A 0 0| 0 6,450 0 0 2800 TotalN/A 0 0| 0 6,450 0 0 Total PutsN/A 0 0| 0 23,850 0 0 Grand TotalN/A 5,400 5,561| 2,310,236 3,737,047 +3,114 0 Geberit AG - Amer Phys FLEX Opt (YMQ) Grand TotalN/A 5,400 5,561| 2,315,236 3,742,347 +3,114 0 GlaxoSmithKline Plc (GSJ) Grand TotalN/A 5,400 5,561| 2,320,236 3,747,827 +3,114 0 GlaxoSmithKline plc (GSX) Grand TotalN/A 5,400 5,561| 2,325,236 3,753,277 +3,114 0 GlaxoSmithKline Plc (GSQ) Grand TotalN/A 5,400 5,561| 2,335,236 3,764,577 +3,114 0 GlaxoSmithKline plc (GSX) Indicative a-t-m Vol 0.00 Underlying Price 1225.500 Time to expiry: 112 Days 17 Dec 10 107.380 -0.73 18.96 N/A 0 0| 0 450 0 0 1300 TotalN/A 0 0| 0 450 0 0 Total PutsN/A 0 0| 0 450 0 0 Equity Options 21:55 Business Day Fri 27 Aug 2010 Previous Business Day Thu 26 Aug 2010 Page 48 Puts | Block | Opening Settle Delta Vola- Daily Trade Bclear Total | Official **Open Change Exer- Exer Trans Price tility High Low Volume Volume*** Volume | Volume Int cises Price | Indicative a-t-m Vol 0.00 Underlying Price 1225.500 Time to expiry: 112 Days 17 Dec 10 290.950 -0.96 22.04 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 5,400 5,561| 2,350,236 3,781,402 +3,114 0 GlaxoSmithKline Plc (GSQ) Indicative a-t-m Vol 0.00 Underlying Price 1225.500 Time to expiry: 476 Days 16 Dec 11 19.580 -0.11 24.14 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 1225.500 Time to expiry: 476 Days 16 Dec 11 268.340 -0.78 19.21 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 5,400 5,561| 2,360,236 3,792,452 +3,114 0 GlaxoSmithKline plc (GSX) Indicative a-t-m Vol 0.00 Underlying Price 1225.500 Time to expiry: 476 Days 16 Dec 11 310.320 -0.82 19.18 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 Indicative a-t-m Vol 0.00 Underlying Price 31.7450 Time to expiry: 49 Days 15 Oct 10 1.9328 -0.49 38.88 N/A 0 0| 0 3,000 0 0 3200 TotalN/A 0 0| 0 3,000 0 0 Total PutsN/A 0 0| 0 3,000 0 0 Grand TotalN/A 5,400 5,561| 2,370,236 3,803,827 +3,114 0 HeidelbergCement AG - Amer Phys Flex Opt (HET) Grand TotalN/A 5,400 5,561| 2,375,236 3,811,827 +3,114 0 Heineken NV (HEQ) Grand TotalN/A 5,400 5,561| 2,385,236 3,823,827 +3,114 0 Henkel AG & CO KGaA - PFD - Amer Phys FLEX Opt (HHQ) Indicative a-t-m Vol 0.00 Underlying Price 37.3750 Time to expiry: 21 Days 17 Sep 10 0.3708 -0.26 25.58 N/A 0 0| 0 5,400 0 0 3600 TotalN/A 0 0| 0 5,400 0 0 Total PutsN/A 0 0| 0 5,400 0 0 Grand TotalN/A 5,400 5,561| 2,395,236 3,840,227 +3,114 0 Hennes & Mauritz AB ser. B (HMJ) Indicative a-t-m Vol 0.00 Underlying Price 239.3000 Time to expiry: 112 Days 17 Dec 10 1.6946 -0.10 24.07 N/A 0 0| 0 5,000 0 0 20500 TotalN/A 0 0| 0 5,000 0 0 Total PutsN/A 0 0| 0 5,000 0 0 Indicative a-t-m Vol 0.00 Underlying Price 61.450 Time to expiry: 21 Days 17 Sep 10 Equity Options 21:55 Business Day Fri 27 Aug 2010 Previous Business Day Thu 26 Aug 2010 Page 49 Puts | Block | Opening Settle Delta Vola- Daily Trade Bclear Total | Official **Open Change Exer- Exer Trans Price tility High Low Volume Volume*** Volume | Volume Int cises Price | 10.575 -0.98 31.33 N/A 0 0| 0 600 0 0 720 TotalN/A 0 0| 0 600 0 0 Total PutsN/A 0 0| 0 600 0 0 Grand TotalN/A 5,400 5,561| 2,410,236 3,860,495 +3,114 0 Holcim Ltd (HOQ) Grand TotalN/A 5,400 5,561| 2,415,236 3,866,095 +3,114 0 HSBC Holdings plc (HSX) Grand TotalN/A 5,400 5,561| 2,420,236 3,871,095 +3,114 0 HSBC Holdings Plc (HSJ) Grand TotalN/A 5,400 5,561| 2,425,236 3,876,130 +3,114 0 HSBC Holdings plc (HSX) Grand TotalN/A 5,400 5,561| 2,435,236 3,886,647 +3,114 0 HSBC Holdings Plc (HSQ) Grand TotalN/A 5,400 5,561| 2,440,236 3,891,647 +3,114 0 HSBC Holdings plc (HSX) Grand TotalN/A 5,400 5,561| 2,450,236 3,902,397 +3,114 0 HSBC Holdings Plc (HSQ) Grand TotalN/A 5,400 5,561| 2,455,236 3,907,647 +3,114 0 HSBC Holdings plc (HSX) Grand TotalN/A 5,400 5,561| 2,460,236 3,913,147 +3,114 0 HSBC Holdings Plc (HSQ) Grand TotalN/A 5,400 5,561| 2,465,236 3,918,397 +3,114 0 HSBC Holdings plc (HSX) Grand TotalN/A 5,400 5,561| 2,470,236 3,923,897 +3,114 0 HSBC Holdings Plc (HSQ) Grand TotalN/A 5,400 5,561| 2,480,236 3,938,897 +3,114 0 HSBC Holdings plc (HSX) Grand TotalN/A 5,400 5,561| 2,485,236 3,944,897 +3,114 0 HSBC Holdings Plc (HSQ) Grand TotalN/A 5,400 5,561| 2,500,236 3,967,147 +3,114 0 HSBC Holdings plc (HSX) Grand TotalN/A 5,400 5,561| 2,505,236 3,973,397 +3,114 0 HSBC Holdings Plc (HSQ) Grand TotalN/A 5,400 5,561| 2,520,236 3,990,897 +3,114 0 HSBC Holdings plc (HSX) Grand TotalN/A 5,400 5,561| 2,530,236 4,010,897 +3,114 0 HSBC Holdings Plc (HSQ) Grand TotalN/A 5,400 5,561| 2,560,236 4,046,597 +4,864 0 HSBC Holdings plc (HSX) Grand TotalN/A 5,400 5,561| 2,570,236 4,066,597 +4,864 0 HSBC Holdings Plc (HSQ) Grand TotalN/A 5,400 5,561| 2,575,236 4,073,597 +4,864 0 HSBC Holdings plc (HSX) Grand TotalN/A 5,400 5,561| 2,615,236 4,140,347 +4,864 0 HSBC Holdings Plc (HSQ) Indicative a-t-m Vol 0.00 Underlying Price 637.000 Time to expiry: 21 Days 17 Sep 10 CAB 0.00 38.85 N/A 0 0| 0 0 0 0 480 TotalN/A 0 0| 0 0 0 0 Equity Options 21:55 Business Day Fri 27 Aug 2010 Previous Business Day Thu 26 Aug 2010 Page 50 Puts | Block | Opening Settle Delta Vola- Daily Trade Bclear Total | Official **Open Change Exer- Exer Trans Price tility High Low Volume Volume*** Volume | Volume Int cises Price | Total PutsN/A 0 0| 0 0 0 0 Indicative a-t-m Vol 0.00 Underlying Price 637.000 Time to expiry: 21 Days 17 Sep 10 3.520 -0.16 26.23 N/A 0 0| 0 1,000 0 0 600 TotalN/A 0 0| 0 1,000 0 0 Total PutsN/A 0 0| 0 1,000 0 0 Grand TotalN/A 5,400 5,561| 2,625,236 4,154,347 +4,864 0 HSBC Holdings plc (HSX) Indicative a-t-m Vol 0.00 Underlying Price 637.000 Time to expiry: 21 Days 17 Sep 10 15.430 -0.52 22.88 N/A 0 0| 0 1,500 0 0 640 TotalN/A 0 0| 0 1,500 0 0 Total PutsN/A 0 0| 0 1,500 0 0 Indicative a-t-m Vol 0.00 Underlying Price 637.000 Time to expiry: 21 Days 17 Sep 10 15.430 -0.52 22.88 N/A 0 0| 0 0 0 0 640 TotalN/A 0 0| 0 0 0 0 Total PutsN/A 0 0| 0 0 0 0 Grand TotalN/A 5,400 5,561| 2,635,236 4,166,847 +4,864 0 HSBC Holdings Plc (HSJ) Indicative a-t-m Vol 0.00 Underlying Price 637.000 Time to expiry: 49 Days 15 Oct 10 24.380 -0.50 24.81 N/A 0 0| 0 2,000 0 0 640 TotalN/A 0 0| 0 2,000 0 0 Total PutsN/A 0 0| 0 2,000 0 0 Grand TotalN/A 5,400 5,561| 2,640,236 4,171,847 +4,864 0 HSBC Holdings plc (HSX) Indicative a-t-m Vol 0.00 Underlying Price 637.000 Time to expiry: 112 Days 17 Dec 10 2.600 -0.04 37.96 N/A 0 0| 0 500 0 0 453 TotalN/A 0 0| 0 500 0 0 Total PutsN/A 0 0| 0 500 0 0 Grand TotalN/A 5,400 5,561| 2,645,236 4,178,847 +4,864 0 HSBC Holdings Plc (HSQ) Indicative a-t-m Vol 0.00 Underlying Price 637.000 Time to expiry: 112 Days 17 Dec 10 4.310 -0.07 36.79 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 5,400 5,561| 2,650,236 4,184,347 +4,864 0 HSBC Holdings plc (HSX) Indicative a-t-m Vol 0.00 Underlying Price 637.000 Time to expiry: 112 Days 17 Dec 10 8.260 -0.13 34.01 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 637.000 Time to expiry: 112 Days 17 Dec 10 8.270 -0.13 34.01 N/A 0 0| 0 500 0 0 520 Equity Options 21:55 Business Day Fri 27 Aug 2010 Previous Business Day Thu 26 Aug 2010 Page 51 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| 0 500 0 0 Total PutsN/A 0 0| 0 500 0 0 Grand TotalN/A 5,400 5,561| 2,660,236 4,195,097 +4,864 0 HSBC Holdings Plc (HSQ) Indicative a-t-m Vol 0.00 Underlying Price 637.000 Time to expiry: 112 Days 17 Dec 10 12.520 -0.19 31.79 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 5,400 5,561| 2,665,236 4,200,597 +4,864 0 HSBC Holdings plc (HSX) Indicative a-t-m Vol 0.00 Underlying Price 637.000 Time to expiry: 112 Days 17 Dec 10 27.570 -0.38 27.81 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 5,400 5,561| 2,670,236 4,206,097 +4,864 0 HSBC Holdings Plc (HSQ) Indicative a-t-m Vol 0.00 Underlying Price 637.000 Time to expiry: 112 Days 17 Dec 10 51.890 -0.59 25.82 N/A 0 0| 0 1,000 0 0 660 112.750 -0.88 23.44 N/A 0 0| 0 3,750 0 0 741 TotalN/A 0 0| 0 4,750 0 0 Total PutsN/A 0 0| 0 4,750 0 0 Indicative a-t-m Vol 0.00 Underlying Price 637.000 Time to expiry: 112 Days 17 Dec 10 112.450 -0.87 23.44 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 5,400 5,561| 2,685,236 4,227,847 +4,864 0 HSBC Holdings plc (HSX) Indicative a-t-m Vol 0.00 Underlying Price 637.000 Time to expiry: 112 Days 17 Dec 10 144.960 -0.94 23.07 N/A 0 0| 0 250 0 0 776 TotalN/A 0 0| 0 250 0 0 Total PutsN/A 0 0| 0 250 0 0 Grand TotalN/A 5,400 5,561| 2,690,236 4,233,847 +4,864 0 HSBC Holdings Plc (HSQ) Indicative a-t-m Vol 0.00 Underlying Price 637.000 Time to expiry: 112 Days 17 Dec 10 152.640 -0.95 23.15 N/A 0 0| 0 1,250 0 0 784 195.490 -0.98 23.55 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 637.000 Time to expiry: 112 Days 17 Dec 10 195.040 -0.98 23.55 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 Equity Options 21:55 Business Day Fri 27 Aug 2010 Previous Business Day Thu 26 Aug 2010 Page 52 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 5,400 5,561| 2,705,236 4,252,097 +4,864 0 HSBC Holdings plc (HSX) Indicative a-t-m Vol 0.00 Underlying Price 637.000 Time to expiry: 203 Days 18 Mar 11 27.250 -0.27 30.74 N/A 0 0| 0 0 0 0 560 TotalN/A 0 0| 0 0 0 0 Total PutsN/A 0 0| 0 0 0 0 Grand TotalN/A 5,400 5,561| 2,710,236 4,258,347 +4,864 0 HSBC Holdings Plc (HSU) Indicative a-t-m Vol 0.00 Underlying Price 637.000 Time to expiry: 476 Days 16 Dec 11 43.710 -0.26 32.46 N/A 0 0| 0 200 0 0 520 56.730 -0.33 30.90 N/A 0 0| 0 500 0 0 560 261.800 -0.88 23.66 N/A 0 0| 0 250 0 0 871 TotalN/A 0 0| 0 950 0 0 Total PutsN/A 0 0| 0 950 0 0 Grand TotalN/A 5,400 5,561| 2,730,236 4,279,297 +4,864 0