Equity Options 15:57 Business Day Thu 24 Dec 2009 Previous Business Day Wed 23 Dec 2009 Page 1 Calls | Block | Opening Settle Delta Vola- Daily Trade Bclear Total | Official **Open Change Exer- Exer Trans Price tility High Low Volume Volume*** Volume | Volume Int cises Price | ICAP PLC - STND OPT (ICA) Indicative a-t-m Vol 27.45 Underlying Price 423.600 Time to expiry: 85 Days Mar 10 65.000 0.92 30.66 0 0 0| 0 16 0 0 360 48.250 0.80 29.83 0 0 0| 0 5 0 0 380 33.500 0.67 28.27 0 0 0| 0 5 0 0 400 27.500 0.59 28.15 0 0 0| 0 0 0 0 410 22.250 0.52 27.81 0 0 0| 0 0 0 0 420 17.000 0.45 26.62 0 0 0| 0 0 0 0 430 13.000 0.38 26.30 0 0 0| 0 32 0 0 440 6.750 0.24 24.98 0 0 0| 0 30 0 0 460 3.500 0.14 24.62 0 0 0| 0 56 0 0 480 1.500 0.07 24.14 0 0 0| 0 0 0 0 500 0.750 0.04 24.17 0 0 0| 0 175 0 0 520 0.250 0.01 25.52 0 0 0| 0 14 0 0 560 Total 0 0 0| 0 333 0 0 Indicative a-t-m Vol 29.93 Underlying Price 423.600 Time to expiry: 176 Days Jun 10 73.500 0.78 33.25 0 0 0| 0 16 0 0 360 59.250 0.71 32.43 0 0 0| 0 0 0 0 380 46.500 0.63 31.35 0 0 0| 0 0 0 0 400 35.000 0.54 30.03 0 0 0| 0 0 0 0 420 26.000 0.45 29.38 0 0 0| 0 8 0 0 440 18.750 0.36 28.90 0 0 0| 0 12 0 0 460 12.500 0.28 27.57 0 0 0| 0 10 0 0 480 4.500 0.13 25.18 0 0 0| 39 174 +39 0 520 1.000 0.04 22.17 0 0 0| 0 91 0 0 560 Total 0 0 0| 39 311 +39 0 Indicative a-t-m Vol 32.33 Underlying Price 423.600 Time to expiry: 267 Days Sep 10 79.000 0.76 35.39 0 0 0| 0 15 0 0 360 53.500 0.62 33.54 0 0 0| 0 0 0 0 400 42.500 0.55 32.43 0 0 0| 0 0 0 0 420 33.500 0.47 31.76 0 0 0| 0 0 0 0 440 20.250 0.34 30.92 0 0 0| 0 0 0 0 480 Total 0 0 0| 0 15 0 0 Total Calls 0 0 0| 39 659 +39 0 | Equity Options 15:57 Business Day Thu 24 Dec 2009 Previous Business Day Wed 23 Dec 2009 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 | ICAP PLC - STND OPT (ICA) Indicative a-t-m Vol 29.02 Underlying Price 423.600 Time to expiry: 85 Days Mar 10 5.750 -0.15 33.34 0 0 0| 0 36 0 0 360 9.500 -0.24 31.61 0 0 0| 0 66 0 0 380 15.500 -0.35 30.15 0 0 0| 0 5 0 0 400 19.000 -0.41 29.24 0 0 0| 0 0 0 0 410 22.000 24.000 -0.48 29.18 22.000 22.000 0 0 16| 0 26 0 0 420 29.250 -0.55 28.66 0 0 0| 0 0 0 0 430 35.000 -0.61 28.02 0 0 0| 0 10 0 0 440 49.250 -0.74 27.49 0 0 0| 0 5 0 0 460 66.250 -0.82 28.79 0 0 0| 0 38 0 0 480 84.250 -0.88 29.46 0 0 0| 0 0 0 0 500 103.250 -0.91 31.46 0 0 0| 0 0 0 0 520 142.750 -0.94 37.52 0 0 0| 0 64 0 0 560 Total 0 0 16| 0 250 0 0 Indicative a-t-m Vol 30.95 Underlying Price 423.600 Time to expiry: 176 Days Jun 10 15.000 -0.22 35.07 0 0 0| 0 18 0 0 360 19.500 -0.29 32.64 0 0 0| 0 5 0 0 380 26.500 -0.37 31.47 0 0 0| 0 1 0 0 400 36.000 -0.46 31.05 0 0 0| 0 0 0 0 420 47.000 -0.55 30.34 0 0 0| 0 5 0 0 440 59.500 -0.63 29.70 0 0 0| 0 12 0 0 460 74.000 -0.71 29.28 0 0 0| 0 0 0 0 480 105.250 -0.86 26.59 0 0 0| 0 0 0 0 520 143.000 -0.93 27.46 0 0 0| 0 0 0 0 560 Total 0 0 0| 0 41 0 0 Indicative a-t-m Vol 33.00 Underlying Price 423.600 Time to expiry: 267 Days Sep 10 26.750 -0.29 36.23 0 0 0| 0 0 0 0 360 42.500 -0.41 34.00 0 0 0| 0 0 0 0 400 52.500 -0.48 33.06 0 0 0| 0 0 0 0 420 64.500 -0.55 32.66 0 0 0| 0 0 0 0 440 91.500 -0.68 31.66 0 0 0| 0 0 0 0 480 Total 0 0 0| 0 0 0 0 Total Puts 0 0 16| 0 291 0 0 Grand Total 0 0 16| 39 950 +39 0 Equity Options 15:57 Business Day Thu 24 Dec 2009 Previous Business Day Wed 23 Dec 2009 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 | Imperial Tobacco Group plc - STND OPT (IMP) Indicative a-t-m Vol 15.86 Underlying Price 1949.000 Time to expiry: 85 Days Mar 10 552.000 0.98 47.99 0 0 0| 0 0 0 0 1400 451.500 0.98 38.05 0 0 0| 0 0 0 0 1500 350.000 1.00 23.52 0 0 0| 0 0 0 0 1600 250.500 0.99 19.20 0 0 0| 0 36 0 0 1700 153.500 0.93 17.71 0 0 0| 0 31 0 0 1800 110.500 0.81 17.59 0 0 0| 0 0 0 0 1850 74.000 0.66 17.24 0 0 0| 0 224 0 0 1900 42.500 0.48 15.84 0 0 0| 0 405 0 0 1950 25.500 0.31 16.28 0 0 0| 17 124 +17 0 2000 7.000 0.11 15.78 0 0 0| 0 5 0 0 2100 2.000 0.03 16.26 0 0 0| 0 0 0 0 2200 0.500 0.01 19.90 0 0 0| 0 0 0 0 2400 Total 0 0 0| 17 825 +17 0 Indicative a-t-m Vol 18.54 Underlying Price 1949.000 Time to expiry: 176 Days Jun 10 350.000 1.00 19.54 0 0 0| 0 0 0 0 1600 253.000 0.94 20.23 0 0 0| 0 3 0 0 1700 167.500 0.78 19.62 0 0 0| 0 59 0 0 1800 102.000 0.56 18.79 0 0 0| 0 74 0 0 1900 58.000 0.38 18.28 0 0 0| 0 87 0 0 2000 14.000 0.13 17.35 0 0 0| 0 0 0 0 2200 3.000 0.04 17.86 0 0 0| 0 0 0 0 2400 Total 0 0 0| 0 223 0 0 Indicative a-t-m Vol 19.97 Underlying Price 1949.000 Time to expiry: 267 Days Sep 10 352.500 0.96 22.83 0 0 0| 0 0 0 0 1600 184.500 0.70 20.81 0 0 0| 0 8 0 0 1800 127.000 0.54 20.27 0 0 0| 0 0 0 0 1900 82.000 0.41 19.66 0 0 0| 0 0 0 0 2000 29.000 0.19 18.73 0 0 0| 0 0 0 0 2200 8.500 0.07 18.30 0 0 0| 0 0 0 0 2400 Total 0 0 0| 0 8 0 0 Total Calls 0 0 0| 17 1,056 +17 0 | Equity Options 15:57 Business Day Thu 24 Dec 2009 Previous Business Day Wed 23 Dec 2009 Page 4 Puts | Block | Opening Settle Delta Vola- Daily Trade Bclear Total | Official **Open Change Exer- Exer Trans Price tility High Low Volume Volume*** Volume | Volume Int cises Price | Imperial Tobacco Group plc - STND OPT (IMP) Indicative a-t-m Vol 16.78 Underlying Price 1949.000 Time to expiry: 85 Days Mar 10 CAB 0.00 21.00 0 0 0| 2 24 0 0 1400 CAB 0.00 16.73 0 0 0| 0 78 0 0 1500 1.000 -0.02 17.47 0 0 0| 0 1,508 0 0 1600 9.000 -0.10 18.98 0 0 0| 0 792 0 0 1700 26.000 -0.25 17.88 0 0 0| 0 474 0 0 1800 42.000 -0.36 17.58 0 0 0| 2 2 +2 0 1850 63.000 -0.48 17.21 0 0 0| 0 37 0 0 1900 90.500 -0.61 16.77 0 0 0| 0 19 0 0 1950 124.500 -0.73 16.44 0 0 0| 0 0 0 0 2000 207.500 -0.90 15.99 0 0 0| 0 32 0 0 2100 302.000 -0.99 13.13 0 0 0| 0 0 0 0 2200 501.500 -1.00 12.00 0 0 0| 0 0 0 0 2400 Total 0 0 0| 4 2,966 +2 0 Indicative a-t-m Vol 18.87 Underlying Price 1949.000 Time to expiry: 176 Days Jun 10 18.500 -0.12 22.63 0 0 0| 0 17 0 0 1600 32.000 -0.20 20.68 0 0 0| 0 29 0 0 1700 58.000 -0.32 19.81 0 0 0| 0 101 0 0 1800 99.000 -0.47 19.15 0 0 0| 0 63 0 0 1900 156.000 -0.63 18.57 0 0 0| 0 29 0 0 2000 312.500 -0.88 17.71 0 0 0| 0 0 0 0 2200 502.500 -0.98 17.64 0 0 0| 0 20 0 0 2400 Total 0 0 0| 0 259 0 0 Indicative a-t-m Vol 19.75 Underlying Price 1949.000 Time to expiry: 267 Days Sep 10 38.500 -0.18 23.00 0 0 0| 1 1 +1 0 1600 93.000 -0.37 20.88 0 0 0| 0 5 0 0 1800 138.500 -0.49 20.18 0 0 0| 0 0 0 0 1900 193.500 -0.61 19.31 0 0 0| 0 0 0 0 2000 347.000 -0.81 19.31 0 0 0| 0 0 0 0 2200 528.500 -0.91 20.11 0 0 0| 0 5 0 0 2400 Total 0 0 0| 1 11 +1 0 Total Puts 0 0 0| 5 3,236 +3 0 Grand Total 0 0 0| 22 4,292 +20 0 Equity Options 15:57 Business Day Thu 24 Dec 2009 Previous Business Day Wed 23 Dec 2009 Page 5 Calls | Block | Opening Settle Delta Vola- Daily Trade Bclear Total | Official **Open Change Exer- Exer Trans Price tility High Low Volume Volume*** Volume | Volume Int cises Price | InterContinental Hotels Group plc - STND OPT (IHG) Indicative a-t-m Vol 28.82 Underlying Price 900.000 Time to expiry: 85 Days Mar 10 421.000 1.00 38.00 0 0 0| 0 0 0 0 480 341.000 1.00 34.82 0 0 0| 0 0 0 0 560 301.500 1.00 33.55 0 0 0| 0 6 0 0 600 262.000 0.99 32.46 0 0 0| 0 114 0 0 640 223.000 0.97 31.53 0 0 0| 0 6 0 0 680 185.000 0.94 30.75 0 0 0| 0 0 0 0 720 148.500 0.89 30.10 0 0 0| 0 29 0 0 760 115.000 0.82 29.57 0 0 0| 0 74 0 0 800 86.000 0.72 29.28 0 0 0| 0 35 0 0 840 73.000 0.66 28.86 0 0 0| 0 0 0 0 860 60.000 0.60 28.12 0 0 0| 0 52 0 0 880 51.000 0.53 28.82 0 0 0| 0 0 0 0 900 41.000 0.47 28.13 0 0 0| 0 0 0 0 920 26.500 0.35 28.07 0 0 0| 0 203 0 0 960 16.500 0.24 28.07 0 0 0| 0 9 0 0 1000 Total 0 0 0| 0 528 0 0 Indicative a-t-m Vol 31.90 Underlying Price 900.000 Time to expiry: 176 Days Jun 10 264.000 0.96 35.39 0 0 0| 0 6 0 0 640 192.000 0.88 33.97 0 0 0| 0 0 0 0 720 160.000 0.82 33.45 0 0 0| 0 0 0 0 760 130.500 0.75 33.01 0 0 0| 0 9 0 0 800 104.500 0.66 32.51 0 0 0| 0 18 0 0 840 82.000 0.58 32.03 0 0 0| 0 34 0 0 880 64.000 0.49 31.76 0 0 0| 0 25 0 0 920 48.500 0.41 31.49 0 0 0| 0 5 0 0 960 36.500 0.33 31.21 0 0 0| 0 6 0 0 1000 Total 0 0 0| 0 103 0 0 Indicative a-t-m Vol 32.99 Underlying Price 900.000 Time to expiry: 267 Days Sep 10 146.000 0.71 34.15 0 0 0| 0 10 0 0 800 121.500 0.64 33.49 0 0 0| 0 0 0 0 840 101.000 0.57 33.20 0 0 0| 0 6 0 0 880 83.000 0.50 32.78 0 0 0| 0 0 0 0 920 67.500 0.44 32.47 0 0 0| 0 0 0 0 960 Total 0 0 0| 0 16 0 0 Total Calls 0 0 0| 0 647 0 0 | Equity Options 15:57 Business Day Thu 24 Dec 2009 Previous Business Day Wed 23 Dec 2009 Page 6 Puts | Block | Opening Settle Delta Vola- Daily Trade Bclear Total | Official **Open Change Exer- Exer Trans Price tility High Low Volume Volume*** Volume | Volume Int cises Price | InterContinental Hotels Group plc - STND OPT (IHG) Indicative a-t-m Vol 29.32 Underlying Price 900.000 Time to expiry: 85 Days Mar 10 CAB 0.00 46.44 0 0 0| 0 50 0 0 480 0.500 -0.01 40.62 0 0 0| 0 16 0 0 560 0.500 -0.01 38.09 0 0 0| 0 30 0 0 600 1.000 -0.02 36.01 0 0 0| 0 45 0 0 640 2.500 -0.04 34.20 0 0 0| 0 30 0 0 680 4.500 -0.07 32.70 0 0 0| 0 54 0 0 720 8.500 -0.12 31.49 0 0 0| 0 42 0 0 760 15.000 -0.19 30.80 0 0 0| 0 155 0 0 800 26.500 -0.29 30.51 0 0 0| 0 59 0 0 840 33.000 -0.35 30.06 0 0 0| 0 0 0 0 860 40.500 -0.40 29.22 0 0 0| 0 40 0 0 880 50.000 -0.47 29.32 0 0 0| 0 3 0 0 900 61.000 -0.53 29.12 0 0 0| 0 15 0 0 920 87.500 -0.64 29.47 0 0 0| 0 120 0 0 960 117.000 -0.74 29.55 0 0 0| 0 0 0 0 1000 Total 0 0 0| 0 659 0 0 Indicative a-t-m Vol 31.91 Underlying Price 900.000 Time to expiry: 176 Days Jun 10 10.500 -0.09 37.94 0 0 0| 0 2 0 0 640 20.500 -0.16 34.33 0 0 0| 0 13 0 0 720 29.500 -0.22 33.55 0 0 0| 0 5 0 0 760 41.500 -0.29 32.98 0 0 0| 0 24 0 0 800 57.000 -0.37 32.54 0 0 0| 0 69 0 0 840 76.000 -0.45 32.23 0 0 0| 0 12 0 0 880 97.500 -0.53 31.59 0 0 0| 0 0 0 0 920 124.000 -0.60 31.87 0 0 0| 0 5 0 0 960 151.000 -0.68 31.00 0 0 0| 0 6 0 0 1000 Total 0 0 0| 0 136 0 0 Indicative a-t-m Vol 33.17 Underlying Price 900.000 Time to expiry: 267 Days Sep 10 62.000 -0.32 33.93 0 0 0| 0 0 0 0 800 79.000 -0.38 33.36 0 0 0| 0 0 0 0 840 99.500 -0.44 33.43 0 0 0| 0 0 0 0 880 121.500 -0.51 32.91 0 0 0| 0 0 0 0 920 147.500 -0.57 32.86 0 0 0| 0 0 0 0 960 Total 0 0 0| 0 0 0 0 Total Puts 0 0 0| 0 795 0 0 Grand Total 0 0 0| 0 1,442 0 0 Equity Options 15:57 Business Day Thu 24 Dec 2009 Previous Business Day Wed 23 Dec 2009 Page 7 Calls | Block | Opening Settle Delta Vola- Daily Trade Bclear Total | Official **Open Change Exer- Exer Trans Price tility High Low Volume Volume*** Volume | Volume Int cises Price | International Power plc - STND OPT (IPR) Indicative a-t-m Vol 33.28 Underlying Price 306.000 Time to expiry: 85 Days Mar 10 106.500 0.99 36.73 0 0 0| 0 1 0 0 200 87.000 0.97 37.01 0 0 0| 0 0 0 0 220 77.500 0.96 36.81 0 0 0| 0 0 0 0 230 68.250 0.93 36.41 0 0 0| 0 1 0 0 240 50.750 0.85 35.09 0 0 0| 0 26 0 0 260 35.500 0.74 34.23 0 0 0| 0 1,323 0 0 280 29.000 0.66 33.98 0 0 0| 0 0 0 0 290 23.000 0.59 33.48 0 0 0| 1 1,287 0 0 300 18.000 0.51 33.15 0 0 0| 0 2 0 0 310 14.000 0.43 33.00 0 0 0| 0 434 -2 0 320 7.750 0.28 32.49 0 0 0| 0 6 0 0 340 4.000 0.17 31.77 0 0 0| 10 290 0 0 360 Total 0 0 0| 11 3,370 -2 0 Indicative a-t-m Vol 34.03 Underlying Price 306.000 Time to expiry: 176 Days Jun 10 89.000 0.94 36.68 0 0 0| 0 2 0 0 220 80.250 0.91 36.70 0 0 0| 0 0 0 0 230 71.750 0.88 36.45 0 0 0| 0 45 0 0 240 56.000 0.80 35.79 0 0 0| 0 0 0 0 260 42.250 0.70 34.98 0 0 0| 0 99 0 0 280 30.750 0.59 34.27 0 0 0| 0 35 0 0 300 21.500 0.47 33.48 0 0 0| 0 34 0 0 320 9.250 0.26 32.08 0 0 0| 0 138 0 0 360 Total 0 0 0| 0 353 0 0 Indicative a-t-m Vol 32.94 Underlying Price 306.000 Time to expiry: 267 Days Sep 10 72.750 0.86 33.90 0 0 0| 0 0 0 0 240 45.500 0.68 33.91 0 0 0| 0 0 0 0 280 34.500 0.58 33.15 0 0 0| 0 0 0 0 300 25.500 0.48 32.45 0 0 0| 0 0 0 0 320 12.750 0.29 30.89 0 0 0| 0 0 0 0 360 Total 0 0 0| 0 0 0 0 Total Calls 0 0 0| 11 3,723 -2 0 | Equity Options 15:57 Business Day Thu 24 Dec 2009 Previous Business Day Wed 23 Dec 2009 Page 8 Puts | Block | Opening Settle Delta Vola- Daily Trade Bclear Total | Official **Open Change Exer- Exer Trans Price tility High Low Volume Volume*** Volume | Volume Int cises Price | International Power plc - STND OPT (IPR) Indicative a-t-m Vol 33.55 Underlying Price 306.000 Time to expiry: 85 Days Mar 10 0.250 -0.01 40.66 0 0 0| 0 27 0 0 200 0.750 -0.03 39.02 0 0 0| 0 16 0 0 220 1.250 -0.05 38.29 0 0 0| 0 1,086 0 0 230 2.000 -0.08 37.50 0 0 0| 0 62 0 0 240 4.500 -0.15 36.05 0 0 0| 2 486 -2 0 260 9.750 9.000 -0.27 34.54 9.750 8.750 0 0 12| 40 264 +20 0 280 12.500 -0.34 34.28 0 0 0| 1 1 +1 0 290 16.500 16.750 -0.42 33.71 16.500 16.000 0 0 50| 0 185 0 0 300 21.750 -0.50 33.45 0 0 0| 0 0 0 0 310 27.500 -0.58 33.10 0 0 0| 0 500 0 0 320 41.250 -0.72 32.59 0 0 0| 0 0 0 0 340 57.750 -0.83 32.65 0 0 0| 0 0 0 0 360 Total 0 0 62| 43 2,627 +19 0 Indicative a-t-m Vol 34.88 Underlying Price 306.000 Time to expiry: 176 Days Jun 10 4.250 -0.10 38.71 0 0 0| 0 39 0 0 220 5.750 -0.13 37.94 0 0 0| 0 12 0 0 230 7.750 -0.16 37.42 0 0 0| 0 172 0 0 240 12.750 -0.25 36.46 0 0 0| 0 7 0 0 260 20.250 -0.35 35.86 0 0 0| 0 3 0 0 280 29.500 -0.46 35.12 0 0 0| 0 8 0 0 300 41.000 -0.56 34.33 0 0 0| 0 67 0 0 320 69.000 -0.77 31.86 0 0 0| 0 20 0 0 360 Total 0 0 0| 0 328 0 0 Indicative a-t-m Vol 33.58 Underlying Price 306.000 Time to expiry: 267 Days Sep 10 11.500 11.500 -0.19 36.38 11.500 11.500 0 0 2| 0 25 0 0 240 25.000 -0.35 34.59 0 0 0| 0 0 0 0 280 34.500 -0.44 33.81 0 0 0| 0 0 0 0 300 45.750 -0.54 33.04 0 0 0| 0 0 0 0 320 72.750 -0.71 31.07 0 0 0| 0 0 0 0 360 Total 0 0 2| 0 25 0 0 Total Puts 0 0 64| 43 2,980 +19 0 Grand Total 0 0 64| 54 6,703 +17 0 Equity Options 15:57 Business Day Thu 24 Dec 2009 Previous Business Day Wed 23 Dec 2009 Page 9 Calls | Block | Opening Settle Delta Vola- Daily Trade Bclear Total | Official **Open Change Exer- Exer Trans Price tility High Low Volume Volume*** Volume | Volume Int cises Price | Invensys plc - STND OPT (BRT) Indicative a-t-m Vol 29.00 Underlying Price 294.600 Time to expiry: 85 Days Mar 10 115.000 1.00 7.08 0 0 0| 0 0 0 0 180 95.000 1.00 24.04 0 0 0| 0 0 0 0 200 85.000 1.00 23.83 0 0 0| 0 0 0 0 210 75.250 0.99 28.25 0 0 0| 0 4 0 0 220 65.750 0.96 30.83 0 0 0| 0 10 0 0 230 56.750 0.92 32.06 0 0 0| 0 0 0 0 240 40.000 0.82 31.98 0 0 0| 0 0 0 0 260 32.500 0.75 31.20 0 0 0| 0 0 0 0 270 25.500 0.67 30.43 0 0 0| 0 15 0 0 280 19.500 0.58 29.49 0 0 0| 0 2 0 0 290 14.000 0.48 28.27 0 0 0| 0 54 0 0 300 10.000 0.38 28.05 0 0 0| 0 0 0 0 310 7.000 0.30 27.85 0 0 0| 0 16 0 0 320 3.500 0.17 28.56 0 0 0| 0 0 0 0 340 2.250 0.11 31.06 0 0 0| 0 13 0 0 360 Total 0 0 0| 0 114 0 0 Indicative a-t-m Vol 31.18 Underlying Price 294.600 Time to expiry: 176 Days Jun 10 62.750 0.83 35.48 0 0 0| 0 10 0 0 240 47.500 0.75 33.64 0 0 0| 0 2 0 0 260 34.250 0.64 32.27 0 0 0| 0 0 0 0 280 23.250 0.52 30.71 0 0 0| 0 0 0 0 300 15.500 0.39 30.28 0 0 0| 0 10 0 0 320 10.000 0.29 30.20 0 0 0| 0 10 0 0 340 6.250 0.20 30.07 0 0 0| 0 9 0 0 360 Total 0 0 0| 0 41 0 0 Indicative a-t-m Vol 32.92 Underlying Price 294.600 Time to expiry: 267 Days Sep 10 67.000 0.80 36.39 0 0 0| 0 0 0 0 240 53.000 0.72 35.01 0 0 0| 0 0 0 0 260 40.750 0.63 33.75 0 0 0| 0 0 0 0 280 30.250 0.53 32.56 0 0 0| 0 0 0 0 300 22.250 0.44 31.98 0 0 0| 0 0 0 0 320 11.500 0.27 31.58 0 0 0| 0 0 0 0 360 Total 0 0 0| 0 0 0 0 Total Calls 0 0 0| 0 155 0 0 | Equity Options 15:57 Business Day Thu 24 Dec 2009 Previous Business Day Wed 23 Dec 2009 Page 10 Puts | Block | Opening Settle Delta Vola- Daily Trade Bclear Total | Official **Open Change Exer- Exer Trans Price tility High Low Volume Volume*** Volume | Volume Int cises Price | Invensys plc - STND OPT (BRT) Indicative a-t-m Vol 29.00 Underlying Price 294.600 Time to expiry: 85 Days Mar 10 CAB 0.00 7.08 0 0 0| 0 0 0 0 180 CAB 0.00 16.97 0 0 0| 0 7 0 0 200 CAB 0.00 23.83 0 0 0| 0 0 0 0 210 0.250 -0.01 28.25 0 0 0| 0 19 0 0 220 0.750 -0.04 30.83 0 0 0| 0 0 0 0 230 1.750 -0.08 32.06 0 0 0| 0 22 0 0 240 5.000 -0.18 31.98 0 0 0| 0 20 0 0 260 7.250 -0.25 31.20 0 0 0| 0 0 0 0 270 10.500 -0.33 30.43 0 0 0| 0 50 0 0 280 14.250 -0.42 29.49 0 0 0| 0 0 0 0 290 18.750 -0.52 28.27 0 0 0| 0 15 0 0 300 25.000 -0.62 28.05 0 0 0| 0 0 0 0 310 31.750 -0.71 27.85 0 0 0| 0 0 0 0 320 48.250 -0.84 28.39 0 0 0| 0 0 0 0 340 67.000 -0.90 31.06 0 0 0| 4 14 +4 0 360 Total 0 0 0| 4 147 +4 0 Indicative a-t-m Vol 31.18 Underlying Price 294.600 Time to expiry: 176 Days Jun 10 7.250 -0.17 35.48 0 0 0| 0 11 0 0 240 11.750 -0.25 33.64 0 0 0| 0 8 0 0 260 18.500 -0.36 32.27 0 0 0| 0 4 0 0 280 27.500 -0.49 30.71 0 0 0| 0 18 0 0 300 39.750 -0.61 30.28 0 0 0| 0 2 0 0 320 54.500 -0.72 30.20 0 0 0| 0 0 0 0 340 70.750 -0.80 30.07 0 0 0| 0 0 0 0 360 Total 0 0 0| 0 43 0 0 Indicative a-t-m Vol 32.92 Underlying Price 294.600 Time to expiry: 267 Days Sep 10 12.750 -0.21 36.39 0 0 0| 0 0 0 0 240 18.500 -0.29 35.01 0 0 0| 0 0 0 0 260 26.250 -0.38 33.75 0 0 0| 0 0 0 0 280 35.750 -0.47 32.56 0 0 0| 0 0 0 0 300 47.750 -0.57 31.98 0 0 0| 0 0 0 0 320 77.000 -0.73 31.58 0 0 0| 0 0 0 0 360 Total 0 0 0| 0 0 0 0 Total Puts 0 0 0| 4 190 +4 0 Grand Total 0 0 0| 4 345 +4 0 Equity Options 15:57 Business Day Thu 24 Dec 2009 Previous Business Day Wed 23 Dec 2009 Page 11 Calls | Block | Opening Settle Delta Vola- Daily Trade Bclear Total | Official **Open Change Exer- Exer Trans Price tility High Low Volume Volume*** Volume | Volume Int cises Price | ITV Plc - STND OPT (GME) Indicative a-t-m Vol 40.08 Underlying Price 53.850 Time to expiry: 85 Days Mar 10 30.000 0.99 79.90 0 0 0| 0 50 0 0 24 26.000 0.99 67.67 0 0 0| 0 0 0 0 28 22.000 0.98 54.65 0 0 0| 0 0 0 0 32 18.250 0.95 56.01 0 0 0| 0 0 0 0 36 14.250 0.93 46.05 0 0 0| 0 0 0 0 40 10.500 0.88 38.41 0 0 0| 0 0 0 0 44 7.500 0.76 40.28 0 0 0| 0 33 0 0 48 5.250 0.61 40.65 0 0 0| 0 0 0 0 52 3.250 0.46 38.40 0 0 0| 0 110 0 0 56 2.000 0.32 39.28 0 0 0| 0 0 0 0 60 1.000 0.20 37.95 0 0 0| 0 8 0 0 64 0.500 0.09 41.24 0 0 0| 0 0 0 0 72 0.250 0.04 44.85 0 0 0| 0 0 0 0 80 Total 0 0 0| 0 201 0 0 Indicative a-t-m Vol 42.12 Underlying Price 53.850 Time to expiry: 176 Days Jun 10 22.750 0.93 58.03 0 0 0| 0 50 0 0 32 15.500 0.86 48.51 0 0 0| 0 0 0 0 40 12.000 0.80 42.76 0 0 0| 0 0 0 0 44 9.750 0.70 44.82 0 0 0| 0 8 0 0 48 5.250 0.51 40.50 0 0 0| 0 231 0 0 56 3.750 0.41 40.09 0 0 0| 0 0 0 0 60 2.750 0.32 39.92 0 0 0| 0 100 0 0 64 0.750 0.11 40.75 0 0 0| 0 0 0 0 80 Total 0 0 0| 0 389 0 0 Indicative a-t-m Vol 47.49 Underlying Price 53.850 Time to expiry: 267 Days Sep 10 16.500 0.83 53.06 0 0 0| 0 0 0 0 40 11.250 0.69 49.06 0 0 0| 0 0 0 0 48 7.000 0.54 46.55 0 0 0| 0 0 0 0 56 4.250 0.38 44.05 0 0 0| 0 0 0 0 64 1.500 0.17 42.64 0 0 0| 0 0 0 0 80 Total 0 0 0| 0 0 0 0 Total Calls 0 0 0| 0 590 0 0 | Equity Options 15:57 Business Day Thu 24 Dec 2009 Previous Business Day Wed 23 Dec 2009 Page 12 Puts | Block | Opening Settle Delta Vola- Daily Trade Bclear Total | Official **Open Change Exer- Exer Trans Price tility High Low Volume Volume*** Volume | Volume Int cises Price | ITV Plc - STND OPT (GME) Indicative a-t-m Vol 43.00 Underlying Price 53.850 Time to expiry: 85 Days Mar 10 CAB 0.00 25.05 0 0 0| 0 20 0 0 24 CAB 0.00 37.93 0 0 0| 0 0 0 0 28 CAB -0.01 43.87 0 0 0| 0 0 0 0 32 0.250 -0.03 46.05 0 0 0| 0 5 0 0 36 0.500 -0.07 46.24 0 0 0| 0 70 0 0 40 1.000 -0.15 45.62 0 0 0| 0 50 0 0 44 2.000 -0.26 44.03 0 0 0| 0 0 0 0 48 3.500 -0.39 43.23 0 0 0| 0 0 0 0 52 5.500 -0.53 42.31 0 0 0| 0 75 0 0 56 8.250 -0.66 42.63 0 0 0| 0 0 0 0 60 11.250 -0.78 41.17 0 0 0| 0 0 0 0 64 18.500 -0.90 43.14 0 0 0| 0 0 0 0 72 26.250 -0.95 46.53 0 0 0| 0 0 0 0 80 Total 0 0 0| 0 220 0 0 Indicative a-t-m Vol 42.52 Underlying Price 53.850 Time to expiry: 176 Days Jun 10 0.250 -0.03 43.96 0 0 0| 0 0 0 0 32 1.500 -0.14 46.83 0 0 0| 0 18 0 0 40 2.500 -0.21 46.47 0 0 0| 0 0 0 0 44 3.750 -0.29 44.04 0 0 0| 0 74 0 0 48 7.250 -0.49 41.61 0 0 0| 0 0 0 0 56 10.000 -0.58 42.10 0 0 0| 0 0 0 0 60 12.750 -0.68 41.20 0 0 0| 0 0 0 0 64 27.250 -0.84 48.75 0 0 0| 0 0 0 0 80 Total 0 0 0| 0 92 0 0 Indicative a-t-m Vol 39.05 Underlying Price 53.850 Time to expiry: 267 Days Sep 10 2.500 -0.19 45.49 0 0 0| 0 0 0 0 40 5.250 -0.34 41.45 0 0 0| 0 0 0 0 48 9.000 -0.53 37.62 0 0 0| 0 0 0 0 56 14.000 -0.72 33.12 0 0 0| 0 0 0 0 64 28.000 -0.98 23.21 0 0 0| 0 0 0 0 80 Total 0 0 0| 0 0 0 0 Total Puts 0 0 0| 0 312 0 0 Grand Total 0 0 0| 0 902 0 0 Equity Options 15:57 Business Day Thu 24 Dec 2009 Previous Business Day Wed 23 Dec 2009 Page 13 Calls | Block | Opening Settle Delta Vola- Daily Trade Bclear Total | Official **Open Change Exer- Exer Trans Price tility High Low Volume Volume*** Volume | Volume Int cises Price | Johnson Matthey PLC - STND OPT (JMT) Indicative a-t-m Vol 29.74 Underlying Price 1507.000 Time to expiry: 85 Days Mar 10 232.000 0.84 33.66 0 0 0| 0 0 0 0 1300 154.000 0.72 31.42 0 0 0| 0 0 0 0 1400 121.000 0.64 30.69 0 0 0| 0 0 0 0 1450 92.000 0.55 29.89 0 0 0| 0 0 0 0 1500 66.500 0.45 28.85 0 0 0| 0 0 0 0 1550 47.500 0.36 28.36 0 0 0| 3 3 +3 0 1600 22.500 0.21 27.65 0 0 0| 0 0 0 0 1700 Total 0 0 0| 3 3 +3 0 Indicative a-t-m Vol 31.01 Underlying Price 1507.000 Time to expiry: 176 Days Jun 10 340.000 0.86 35.88 0 0 0| 0 0 0 0 1200 189.000 0.68 32.32 0 0 0| 0 0 0 0 1400 131.000 0.56 31.07 0 0 0| 0 3 0 0 1500 86.500 0.43 30.21 0 0 0| 0 0 0 0 1600 32.500 0.21 28.92 0 0 0| 0 0 0 0 1800 Total 0 0 0| 0 3 0 0 Total Calls 0 0 0| 3 6 +3 0 | Equity Options 15:57 Business Day Thu 24 Dec 2009 Previous Business Day Wed 23 Dec 2009 Page 14 Puts | Block | Opening Settle Delta Vola- Daily Trade Bclear Total | Official **Open Change Exer- Exer Trans Price tility High Low Volume Volume*** Volume | Volume Int cises Price | Johnson Matthey PLC - STND OPT (JMT) Indicative a-t-m Vol 29.74 Underlying Price 1507.000 Time to expiry: 85 Days Mar 10 22.500 -0.16 33.66 0 0 0| 0 0 0 0 1300 44.000 -0.28 31.42 0 0 0| 0 0 0 0 1400 61.500 -0.37 30.69 0 0 0| 0 0 0 0 1450 82.000 -0.45 29.89 0 0 0| 0 0 0 0 1500 107.000 -0.55 28.85 0 0 0| 0 0 0 0 1550 138.000 -0.64 28.36 0 0 0| 0 0 0 0 1600 212.500 -0.80 27.65 0 0 0| 0 0 0 0 1700 Total 0 0 0| 0 0 0 0 Indicative a-t-m Vol 31.01 Underlying Price 1507.000 Time to expiry: 176 Days Jun 10 36.000 -0.16 35.88 0 0 0| 0 6 0 0 1200 90.500 -0.35 32.32 0 0 0| 0 0 0 0 1400 135.500 -0.47 31.07 0 0 0| 0 0 0 0 1500 193.000 -0.60 30.21 0 0 0| 0 0 0 0 1600 342.500 -0.80 28.92 0 0 0| 0 0 0 0 1800 Total 0 0 0| 0 6 0 0 Total Puts 0 0 0| 0 6 0 0 Grand Total 0 0 0| 3 12 +3 0 Equity Options 15:57 Business Day Thu 24 Dec 2009 Previous Business Day Wed 23 Dec 2009 Page 15 Calls | Block | Opening Settle Delta Vola- Daily Trade Bclear Total | Official **Open Change Exer- Exer Trans Price tility High Low Volume Volume*** Volume | Volume Int cises Price | Kazakhmys PLC - STND OPT (KZK) Indicative a-t-m Vol 39.56 Underlying Price 1288.000 Time to expiry: 85 Days Mar 10 809.000 1.00 38.12 0 0 0| 0 15 0 0 480 729.000 1.00 43.64 0 0 0| 0 0 0 0 560 689.250 1.00 45.09 0 0 0| 0 0 0 0 600 649.250 1.00 43.52 0 0 0| 0 8 0 0 640 609.250 1.00 43.65 0 0 0| 0 12 0 0 680 569.500 1.00 42.19 0 0 0| 0 9 0 0 720 530.250 0.99 47.15 0 0 0| 0 12 0 0 760 491.500 0.98 49.31 0 0 0| 0 12 0 0 800 453.000 0.97 48.82 0 0 0| 0 5 0 0 840 414.500 0.96 47.25 0 0 0| 0 30 0 0 880 377.000 0.95 46.39 0 0 0| 0 0 0 0 920 340.250 0.93 45.57 0 0 0| 0 24 0 0 960 304.250 0.90 44.70 0 0 0| 0 30 0 0 1000 222.000 0.81 43.06 0 0 0| 0 6 0 0 1100 149.500 0.68 40.72 0 0 0| 0 12 0 0 1200 119.500 0.60 39.95 0 0 0| 0 0 0 0 1250 94.000 0.52 39.43 0 0 0| 50 100 +19 0 1300 72.750 0.44 39.03 0 0 0| 0 0 0 0 1350 54.000 0.36 38.24 0 0 0| 50 988 +42 0 1400 29.750 0.23 37.94 0 0 0| 0 0 0 0 1500 15.250 0.14 37.69 0 0 0| 0 63 0 0 1600 Total 0 0 0| 100 1,326 +61 0 Indicative a-t-m Vol 41.69 Underlying Price 1288.000 Time to expiry: 176 Days Jun 10 430.250 0.91 46.16 0 0 0| 0 0 0 0 880 363.750 0.87 45.20 0 0 0| 0 0 0 0 960 333.250 0.84 45.39 0 0 0| 0 5 0 0 1000 259.500 0.75 43.52 0 0 0| 0 0 0 0 1100 195.250 0.66 41.99 0 0 0| 0 9 0 0 1200 145.250 0.55 41.65 0 0 0| 0 8 0 0 1300 104.750 0.45 40.91 0 0 0| 0 49 0 0 1400 51.250 0.27 40.20 0 0 0| 0 14 0 0 1600 Total 0 0 0| 0 85 0 0 Indicative a-t-m Vol 44.19 Underlying Price 1288.000 Time to expiry: 267 Days Sep 10 365.750 0.80 47.33 0 0 0| 0 0 0 0 1000 299.500 0.73 46.23 0 0 0| 0 0 0 0 1100 240.500 0.65 44.94 0 0 0| 0 0 0 0 1200 191.250 0.57 44.09 0 0 0| 0 0 0 0 1300 153.000 0.49 44.09 0 0 0| 2 2 +2 0 1400 89.250 0.34 42.36 0 0 0| 0 0 0 0 1600 Total 0 0 0| 2 2 +2 0 Total Calls 0 0 0| 102 1,413 +63 0 | Equity Options 15:57 Business Day Thu 24 Dec 2009 Previous Business Day Wed 23 Dec 2009 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 | Kazakhmys PLC - STND OPT (KZK) Indicative a-t-m Vol 39.49 Underlying Price 1288.000 Time to expiry: 85 Days Mar 10 CAB 0.00 61.61 0 0 0| 0 29 0 0 480 0.250 0.00 59.93 0 0 0| 0 6 0 0 560 0.250 0.00 58.69 0 0 0| 0 14 0 0 600 0.500 0.00 57.31 0 0 0| 0 24 0 0 640 0.750 -0.01 55.86 0 0 0| 0 3 0 0 680 1.250 -0.01 54.38 0 0 0| 0 30 0 0 720 1.750 -0.01 52.92 0 0 0| 0 22 0 0 760 2.750 -0.02 51.48 0 0 0| 0 39 0 0 800 3.750 -0.03 50.08 0 0 0| 0 9 0 0 840 5.500 -0.04 48.92 0 0 0| 0 15 0 0 880 7.750 -0.06 47.27 0 0 0| 0 18 0 0 920 11.000 -0.08 46.32 0 0 0| 0 54 0 0 960 15.500 -0.10 45.63 0 0 0| 0 101 0 0 1000 31.250 -0.19 42.77 0 0 0| 0 68 0 0 1100 59.500 -0.32 40.82 0 0 0| 0 69 0 0 1200 79.500 -0.40 40.06 0 0 0| 0 0 0 0 1250 103.250 -0.48 39.31 0 0 0| 0 50 0 0 1300 132.750 -0.56 39.18 0 0 0| 0 0 0 0 1350 164.250 -0.64 38.46 0 0 0| 0 3 0 0 1400 239.750 -0.77 38.12 0 0 0| 0 0 0 0 1500 325.000 -0.87 37.67 0 0 0| 12 72 +12 0 1600 Total 0 0 0| 12 626 +12 0 Indicative a-t-m Vol 42.31 Underlying Price 1288.000 Time to expiry: 176 Days Jun 10 21.250 -0.09 47.64 0 0 0| 0 42 0 0 880 34.750 -0.14 46.49 0 0 0| 0 36 0 0 960 42.250 -0.17 45.71 0 0 0| 0 10 0 0 1000 70.000 -0.25 44.32 0 0 0| 0 0 0 0 1100 107.500 -0.35 43.35 0 0 0| 0 27 0 0 1200 154.750 -0.45 42.17 0 0 0| 0 13 0 0 1300 215.250 -0.55 41.82 0 0 0| 0 24 0 0 1400 364.500 -0.72 42.20 0 0 0| 0 24 0 0 1600 Total 0 0 0| 0 176 0 0 Indicative a-t-m Vol 45.40 Underlying Price 1288.000 Time to expiry: 267 Days Sep 10 75.500 -0.20 48.57 0 0 0| 0 0 0 0 1000 109.250 -0.27 47.38 0 0 0| 0 0 0 0 1100 151.000 -0.35 46.24 0 0 0| 0 0 0 0 1200 201.000 -0.43 45.28 0 0 0| 0 0 0 0 1300 260.750 -0.51 44.89 0 0 0| 0 0 0 0 1400 400.000 -0.65 44.02 0 0 0| 0 0 0 0 1600 Total 0 0 0| 0 0 0 0 Total Puts 0 0 0| 12 802 +12 0 Grand Total 0 0 0| 114 2,215 +75 0 Equity Options 15:57 Business Day Thu 24 Dec 2009 Previous Business Day Wed 23 Dec 2009 Page 17 Calls | Block | Opening Settle Delta Vola- Daily Trade Bclear Total | Official **Open Change Exer- Exer Trans Price tility High Low Volume Volume*** Volume | Volume Int cises Price | Kingfisher plc - STND OPT (KGF) Indicative a-t-m Vol 25.18 Underlying Price 225.200 Time to expiry: 22 Days Jan 10 25.500 0.96 28.15 0 0 0| 0 0 0 0 200 16.250 0.86 26.23 0 0 0| 0 0 0 0 210 12.000 0.79 23.92 0 0 0| 0 0 0 0 215 8.750 0.66 25.67 0 0 0| 0 0 0 0 220 5.750 0.52 25.18 0 0 0| 0 55 0 0 225 3.500 0.38 24.72 0 0 0| 0 10 0 0 230 2.000 0.26 24.74 0 0 0| 0 0 0 0 235 1.250 0.16 24.88 0 0 0| 0 10 0 0 240 1.000 0.13 29.09 0 0 0| 0 14 0 0 245 0.750 0.10 31.22 0 0 0| 0 10 0 0 250 0.750 0.07 38.40 0 0 0| 0 22 0 0 260 0.500 0.05 50.53 0 0 0| 0 0 0 0 280 0.500 0.03 58.83 0 0 0| 0 0 0 0 300 Total 0 0 0| 0 121 0 0 Indicative a-t-m Vol 27.79 Underlying Price 225.200 Time to expiry: 57 Days Feb 10 27.750 0.85 30.66 0 0 0| 0 0 0 0 200 19.500 0.75 28.96 0 0 0| 0 0 0 0 210 16.000 0.68 28.40 0 0 0| 0 0 0 0 215 12.750 0.61 27.93 0 0 0| 0 0 0 0 220 10.250 0.53 27.79 0 0 0| 0 5 0 0 225 7.750 0.45 27.62 0 0 0| 0 0 0 0 230 6.000 0.37 27.28 0 0 0| 0 10 0 0 235 4.500 0.30 27.40 0 0 0| 0 19 0 0 240 2.750 0.22 25.58 0 0 0| 0 15 0 0 245 2.500 0.19 27.92 0 0 0| 0 0 0 0 250 1.500 0.12 29.00 0 0 0| 0 0 0 0 260 0.750 0.07 34.62 0 0 0| 0 0 0 0 280 Total 0 0 0| 0 49 0 0 Indicative a-t-m Vol 28.14 Underlying Price 225.200 Time to expiry: 85 Days Mar 10 84.250 85.500 1.00 34.71 84.250 S 84.250 S 0 0 1| 2 2 +2 0 140 66.000 0.97 39.99 0 0 0| 0 40 0 0 160 56.750 0.94 40.28 0 0 0| 0 0 0 0 170 46.750 0.93 33.44 0 0 0| 0 15 0 0 180 37.750 0.88 31.87 0 0 0| 0 0 0 0 190 29.250 0.81 30.90 0 0 0| 0 25 0 0 200 21.500 0.72 29.09 0 0 0| 0 213 0 0 210 18.750 0.66 29.65 0 0 0| 0 0 0 0 215 15.500 0.60 28.89 0 0 0| 0 470 0 0 220 12.500 0.54 28.14 0 0 0| 0 0 0 0 225 10.000 0.47 27.43 0 0 0| 8 546 +8 0 230 6.500 0.35 27.55 0 0 0| 0 245 0 0 240 2.500 0.17 28.17 0 0 0| 0 8 0 0 260 1.250 0.09 31.21 0 0 0| 0 0 0 0 280 Total 0 0 1| 10 1,564 +10 0 Equity Options 15:57 Business Day Thu 24 Dec 2009 Previous Business Day Wed 23 Dec 2009 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 | Indicative a-t-m Vol 30.42 Underlying Price 225.200 Time to expiry: 176 Days Jun 10 49.250 0.87 34.56 0 0 0| 0 1 0 0 180 33.500 0.75 32.30 0 0 0| 0 0 0 0 200 26.750 0.67 31.62 0 0 0| 0 3 0 0 210 20.750 0.59 30.74 0 0 0| 0 10 0 0 220 15.750 0.50 30.11 0 0 0| 0 0 0 0 230 11.750 0.41 29.52 0 0 0| 0 8 0 0 240 6.000 0.25 28.72 0 0 0| 0 79 0 0 260 3.250 0.15 29.13 0 0 0| 15 100 0 0 280 Total 0 0 0| 15 201 0 0 Indicative a-t-m Vol 30.89 Underlying Price 225.200 Time to expiry: 267 Days Sep 10 36.750 0.72 32.50 0 0 0| 0 40 0 0 200 30.750 0.65 32.22 0 0 0| 0 0 0 0 210 25.250 0.58 31.43 0 0 0| 0 0 0 0 220 20.000 0.51 30.34 0 0 0| 0 0 0 0 230 16.000 0.44 29.86 0 0 0| 0 0 0 0 240 5.750 0.21 28.42 0 0 0| 0 0 0 0 280 Total 0 0 0| 0 40 0 0 Total Calls 0 0 1| 25 1,975 +10 0 | Equity Options 15:57 Business Day Thu 24 Dec 2009 Previous Business Day Wed 23 Dec 2009 Page 19 Puts | Block | Opening Settle Delta Vola- Daily Trade Bclear Total | Official **Open Change Exer- Exer Trans Price tility High Low Volume Volume*** Volume | Volume Int cises Price | Kingfisher plc - STND OPT (KGF) Indicative a-t-m Vol 25.49 Underlying Price 225.200 Time to expiry: 22 Days Jan 10 0.500 -0.06 32.00 0 0 0| 0 0 0 0 200 1.000 -0.14 26.86 0 0 0| 0 0 0 0 210 2.000 -0.23 26.40 0 0 0| 0 0 0 0 215 3.500 -0.34 25.62 0 0 0| 0 4 0 0 220 5.500 -0.48 25.49 0 0 0| 0 0 0 0 225 8.250 -0.62 24.43 0 0 0| 0 29 0 0 230 12.000 -0.74 25.11 0 0 0| 0 0 0 0 235 16.000 -0.83 26.12 0 0 0| 0 10 0 0 240 20.500 -0.89 26.89 0 0 0| 0 0 0 0 245 25.250 -0.93 28.26 0 0 0| 0 0 0 0 250 35.000 -0.97 30.89 0 0 0| 0 0 0 0 260 55.000 -0.98 43.53 0 0 0| 0 20 0 0 280 75.000 -0.98 54.42 0 0 0| 0 0 0 0 300 Total 0 0 0| 0 63 0 0 Indicative a-t-m Vol 28.93 Underlying Price 225.200 Time to expiry: 57 Days Feb 10 2.250 -0.15 30.73 0 0 0| 0 0 0 0 200 4.500 -0.26 29.89 0 0 0| 0 6 0 0 210 6.250 -0.33 30.38 0 0 0| 0 0 0 0 215 7.750 -0.39 29.08 0 0 0| 0 8 0 0 220 10.000 -0.47 28.93 0 0 0| 0 0 0 0 225 12.750 -0.55 28.40 0 0 0| 0 0 0 0 230 15.500 -0.63 27.37 0 0 0| 0 5 0 0 235 19.500 -0.69 28.67 0 0 0| 0 0 0 0 240 23.250 -0.75 28.37 0 0 0| 0 15 0 0 245 27.250 -0.80 29.09 0 0 0| 0 0 0 0 250 36.000 -0.88 29.01 0 0 0| 0 0 0 0 260 55.250 -0.95 32.52 0 0 0| 0 0 0 0 280 Total 0 0 0| 0 34 0 0 Indicative a-t-m Vol 28.84 Underlying Price 225.200 Time to expiry: 85 Days Mar 10 CAB 0.00 32.12 0 0 0| 0 15 0 0 140 0.250 -0.02 35.12 0 0 0| 0 15 0 0 160 0.750 -0.04 34.94 0 0 0| 0 5 0 0 170 1.250 -0.07 34.05 0 0 0| 0 171 0 0 180 2.250 -0.12 32.80 0 0 0| 0 115 0 0 190 4.000 -0.19 31.64 0 0 0| 0 129 0 0 200 6.500 -0.29 30.66 0 0 0| 12 142 0 0 210 8.250 -0.34 30.14 0 0 0| 0 0 0 0 215 10.250 -0.40 29.59 0 0 0| 8 210 +8 0 220 12.250 -0.47 28.84 0 0 0| 0 0 0 0 225 15.000 -0.53 28.65 0 0 0| 8 68 0 0 230 21.250 -0.65 28.33 0 0 0| 0 2 0 0 240 36.750 -0.84 27.63 0 0 0| 0 0 0 0 260 57.250 55.500 -0.93 29.59 57.250 S 57.250 S 0 0 1| 2 2 +2 0 280 Total 0 0 1| 30 874 +10 0 Equity Options 15:57 Business Day Thu 24 Dec 2009 Previous Business Day Wed 23 Dec 2009 Page 20 Puts | Block | Opening Settle Delta Vola- Daily Trade Bclear Total | Official **Open Change Exer- Exer Trans Price tility High Low Volume Volume*** Volume | Volume Int cises Price | Indicative a-t-m Vol 30.91 Underlying Price 225.200 Time to expiry: 176 Days Jun 10 5.500 -0.17 36.06 0 0 0| 0 5 0 0 180 10.250 -0.28 33.03 0 0 0| 0 79 0 0 200 13.750 -0.36 32.02 0 0 0| 0 10 0 0 210 18.000 -0.44 31.11 0 0 0| 0 16 0 0 220 23.250 -0.52 30.72 0 0 0| 0 20 0 0 230 29.250 -0.61 30.08 0 0 0| 0 0 0 0 240 43.750 -0.75 29.26 0 0 0| 0 0 0 0 260 60.500 -0.86 28.22 0 0 0| 0 0 0 0 280 Total 0 0 0| 0 130 0 0 Indicative a-t-m Vol 30.85 Underlying Price 225.200 Time to expiry: 267 Days Sep 10 14.000 -0.30 33.08 0 0 0| 0 40 0 0 200 17.750 -0.36 32.00 0 0 0| 0 15 0 0 210 22.000 -0.43 31.16 0 0 0| 0 0 0 0 220 27.250 -0.50 30.55 0 0 0| 0 0 0 0 230 33.000 -0.57 29.67 0 0 0| 0 0 0 0 240 62.500 -0.81 27.93 0 0 0| 0 0 0 0 280 Total 0 0 0| 0 55 0 0 Total Puts 0 0 1| 30 1,156 +10 0 Grand Total 0 0 2| 55 3,131 +20 0 Equity Options 15:57 Business Day Thu 24 Dec 2009 Previous Business Day Wed 23 Dec 2009 Page 21 Calls | Block | Opening Settle Delta Vola- Daily Trade Bclear Total | Official **Open Change Exer- Exer Trans Price tility High Low Volume Volume*** Volume | Volume Int cises Price | Ladbrokes PLC - STND OPT (LDB) Indicative a-t-m Vol 37.28 Underlying Price 135.000 Time to expiry: 85 Days Mar 10 36.000 0.94 43.00 0 0 0| 4 4 +4 0 100 27.000 0.88 40.46 0 0 0| 0 0 0 0 110 19.500 0.79 37.75 0 0 0| 0 0 0 0 119 9.500 0.52 37.25 0 0 0| 0 3 0 0 136 5.750 0.38 36.50 0 0 0| 0 23 0 0 145 3.500 0.26 35.18 0 0 0| 0 22 0 0 153 2.000 0.17 35.29 0 0 0| 0 21 0 0 162 1.250 0.11 36.06 0 0 0| 0 16 0 0 170 0.750 0.07 36.58 0 0 0| 0 0 0 0 179 0.500 0.04 37.38 0 0 0| 0 33 0 0 187 0.250 0.02 39.63 0 0 0| 0 0 0 0 204 Total 0 0 0| 4 122 +4 0 Indicative a-t-m Vol 34.38 Underlying Price 135.000 Time to expiry: 176 Days Jun 10 37.500 0.90 38.56 0 0 0| 0 0 0 0 100 29.750 0.81 39.61 0 0 0| 0 50 0 0 110 22.500 0.72 38.34 0 0 0| 0 41 0 0 120 16.000 0.61 35.96 0 0 0| 0 770 0 0 130 12.500 0.54 34.06 0 0 0| 0 0 0 0 136 8.750 0.43 33.49 0 0 0| 0 49 0 0 145 6.250 0.34 32.94 0 0 0| 0 2 0 0 153 4.000 0.25 32.61 0 0 0| 0 18 0 0 162 3.500 0.21 34.99 0 0 0| 0 0 0 0 170 2.500 0.16 35.71 0 0 0| 0 0 0 0 179 2.500 0.15 39.17 0 0 0| 0 135 0 0 187 Total 0 0 0| 0 1,065 0 0 Indicative a-t-m Vol 36.53 Underlying Price 135.000 Time to expiry: 267 Days Sep 10 24.750 0.71 37.94 0 0 0| 0 0 0 0 120 18.750 0.62 36.57 0 0 0| 0 0 0 0 130 14.250 0.52 36.49 0 0 0| 0 0 0 0 140 10.500 0.42 35.72 0 0 0| 0 0 0 0 150 7.500 0.33 35.08 0 0 0| 0 1 0 0 160 Total 0 0 0| 0 1 0 0 Total Calls 0 0 0| 4 1,188 +4 0 | Equity Options 15:57 Business Day Thu 24 Dec 2009 Previous Business Day Wed 23 Dec 2009 Page 22 Puts | Block | Opening Settle Delta Vola- Daily Trade Bclear Total | Official **Open Change Exer- Exer Trans Price tility High Low Volume Volume*** Volume | Volume Int cises Price | Ladbrokes PLC - STND OPT (LDB) Indicative a-t-m Vol 33.35 Underlying Price 135.000 Time to expiry: 85 Days Mar 10 0.750 -0.06 43.85 0 0 0| 0 0 0 0 100 1.500 -0.11 37.68 0 0 0| 0 150 0 0 110 2.750 -0.20 35.13 0 0 0| 0 467 0 0 119 9.000 -0.48 33.24 0 0 0| 0 206 0 0 136 14.750 -0.64 33.58 0 0 0| 0 40 0 0 145 20.750 -0.75 33.76 0 0 0| 0 46 0 0 153 28.500 -0.85 34.29 0 0 0| 0 0 0 0 162 35.750 -0.90 34.80 0 0 0| 0 32 0 0 170 44.250 -0.95 34.82 0 0 0| 0 0 0 0 179 52.000 -0.98 34.47 0 0 0| 0 49 0 0 187 71.000 69.000 -1.00 33.28 71.000 71.000 0 0 2| 0 1 0 0 204 Total 0 0 2| 0 991 0 0 Indicative a-t-m Vol 35.55 Underlying Price 135.000 Time to expiry: 176 Days Jun 10 2.250 -0.11 39.86 0 0 0| 0 10 0 0 100 4.250 -0.18 39.38 0 0 0| 0 911 0 0 110 7.000 -0.28 38.11 0 0 0| 0 35 0 0 120 11.250 -0.39 37.35 0 0 0| 0 77 0 0 130 13.500 -0.46 35.19 0 0 0| 0 71 0 0 136 18.500 -0.57 33.99 0 0 0| 0 108 0 0 145 24.000 -0.66 33.86 0 0 0| 0 53 0 0 153 31.000 -0.74 33.77 0 0 0| 0 0 0 0 162 38.000 -0.80 34.94 0 0 0| 0 20 0 0 170 45.750 -0.86 34.41 0 0 0| 0 0 0 0 179 53.250 -0.89 35.44 0 0 0| 0 0 0 0 187 Total 0 0 0| 0 1,285 0 0 Indicative a-t-m Vol 35.92 Underlying Price 135.000 Time to expiry: 267 Days Sep 10 10.500 -0.31 37.59 0 0 0| 0 1 0 0 120 14.750 -0.41 36.41 0 0 0| 0 13 0 0 130 20.000 -0.50 35.44 0 0 0| 0 0 0 0 140 26.250 -0.60 34.72 0 0 0| 0 0 0 0 150 33.750 -0.68 35.03 0 0 0| 0 0 0 0 160 Total 0 0 0| 0 14 0 0 Total Puts 0 0 2| 0 2,290 0 0 Grand Total 0 0 2| 4 3,478 +4 0 Equity Options 15:57 Business Day Thu 24 Dec 2009 Previous Business Day Wed 23 Dec 2009 Page 23 Calls | Block | Opening Settle Delta Vola- Daily Trade Bclear Total | Official **Open Change Exer- Exer Trans Price tility High Low Volume Volume*** Volume | Volume Int cises Price | Land Securities plc - STND OPT (LS ) Indicative a-t-m Vol 26.40 Underlying Price 645.000 Time to expiry: 22 Days Jan 10 86.500 0.95 35.29 0 0 0| 0 0 0 0 560 49.000 0.85 29.50 0 0 0| 0 1 0 0 600 33.000 0.73 27.89 0 0 0| 0 0 0 0 620 20.000 0.56 26.67 0 0 0| 0 18 0 0 640 10.500 0.37 25.59 0 0 0| 13 56 +13 0 660 5.000 0.21 25.48 0 0 0| 0 15 0 0 680 2.000 0.11 25.57 0 0 0| 0 26 0 0 700 1.000 0.05 25.53 0 0 0| 0 31 0 0 720 0.500 0.02 26.28 0 0 0| 0 1 0 0 740 CAB 0.01 27.24 0 0 0| 0 10 0 0 760 CAB 0.00 30.10 0 0 0| 0 5 0 0 800 Total 0 0 0| 13 163 +13 0 Indicative a-t-m Vol 28.49 Underlying Price 645.000 Time to expiry: 57 Days Feb 10 92.500 0.86 34.94 0 0 0| 0 0 0 0 560 57.500 0.75 29.71 0 0 0| 0 5 0 0 600 44.000 0.66 29.08 0 0 0| 0 0 0 0 620 32.500 0.55 28.69 0 0 0| 0 0 0 0 640 22.500 0.44 27.91 0 0 0| 0 2 0 0 660 14.500 0.34 27.14 0 0 0| 0 19 0 0 680 9.500 0.24 26.81 0 0 0| 0 7 0 0 700 5.500 0.16 26.45 0 0 0| 0 0 0 0 720 1.500 0.05 24.59 0 0 0| 0 0 0 0 760 CAB 0.01 21.14 0 0 0| 0 0 0 0 800 Total 0 0 0| 0 33 0 0 Indicative a-t-m Vol 29.20 Underlying Price 645.000 Time to expiry: 85 Days Mar 10 285.500 1.00 24.15 0 0 0| 1 23 +1 0 360 245.500 1.00 25.79 0 0 0| 0 2 0 0 400 226.000 1.00 30.58 0 0 0| 0 0 0 0 420 206.000 0.99 33.05 0 0 0| 0 0 0 0 440 186.500 0.99 34.56 0 0 0| 0 0 0 0 460 167.500 0.96 37.02 0 0 0| 0 0 0 0 480 130.500 0.92 35.48 0 0 0| 0 89 0 0 520 95.000 0.84 32.61 0 0 0| 0 700 0 0 560 63.500 0.72 30.42 0 0 0| 0 10 0 0 600 50.000 0.64 29.74 0 0 0| 0 0 0 0 620 39.000 0.56 29.34 0 0 0| 0 55 0 0 640 29.000 0.47 28.78 0 0 0| 0 0 0 0 660 21.000 0.38 28.34 0 0 0| 2 104 +2 0 680 10.000 0.22 27.10 0 0 0| 0 573 0 0 720 4.500 0.11 26.75 0 0 0| 0 312 0 0 760 2.500 0.07 29.13 0 0 0| 0 159 0 0 800 2.000 0.05 32.27 0 0 0| 0 194 0 0 840 Total 0 0 0| 3 2,221 +3 0 Equity Options 15:57 Business Day Thu 24 Dec 2009 Previous Business Day Wed 23 Dec 2009 Page 24 Calls | Block | Opening Settle Delta Vola- Daily Trade Bclear Total | Official **Open Change Exer- Exer Trans Price tility High Low Volume Volume*** Volume | Volume Int cises Price | Indicative a-t-m Vol 31.36 Underlying Price 645.000 Time to expiry: 176 Days Jun 10 173.500 0.90 39.83 0 0 0| 0 15 0 0 480 106.000 0.77 34.16 0 0 0| 0 10 0 0 560 78.500 0.67 32.65 0 0 0| 0 0 0 0 600 55.500 0.55 31.51 0 0 0| 0 30 0 0 640 37.500 0.43 30.31 0 0 0| 0 102 0 0 680 24.000 0.32 29.49 0 0 0| 0 77 0 0 720 15.000 0.22 28.84 0 0 0| 0 9 0 0 760 9.500 0.15 28.83 0 0 0| 0 129 0 0 800 5.500 0.10 28.49 0 0 0| 0 395 0 0 840 Total 0 0 0| 0 767 0 0 Indicative a-t-m Vol 31.77 Underlying Price 645.000 Time to expiry: 267 Days Sep 10 114.500 0.74 34.61 0 0 0| 0 0 0 0 560 89.000 0.65 33.36 0 0 0| 0 0 0 0 600 66.500 0.55 31.87 0 0 0| 0 0 0 0 640 49.000 0.46 31.08 0 0 0| 0 5 0 0 680 35.000 0.36 30.22 0 0 0| 0 27 0 0 720 Total 0 0 0| 0 32 0 0 Total Calls 0 0 0| 16 3,216 +16 0 | Equity Options 15:57 Business Day Thu 24 Dec 2009 Previous Business Day Wed 23 Dec 2009 Page 25 Puts | Block | Opening Settle Delta Vola- Daily Trade Bclear Total | Official **Open Change Exer- Exer Trans Price tility High Low Volume Volume*** Volume | Volume Int cises Price | Land Securities plc - STND OPT (LS ) Indicative a-t-m Vol 24.95 Underlying Price 645.000 Time to expiry: 22 Days Jan 10 1.000 -0.04 32.86 0 0 0| 0 9 0 0 560 3.500 -0.15 28.72 0 0 0| 0 105 0 0 600 7.000 -0.26 26.30 0 0 0| 0 42 0 0 620 14.000 -0.44 25.19 0 0 0| 0 30 0 0 640 24.500 -0.63 24.23 0 0 0| 0 50 0 0 660 38.500 -0.81 22.90 0 0 0| 0 29 0 0 680 56.000 -0.92 22.54 0 0 0| 0 4 0 0 700 75.000 -1.00 2.00 0 0 0| 0 5 0 0 720 95.000 -1.00 2.00 0 0 0| 0 0 0 0 740 115.000 -1.00 12.06 0 0 0| 0 0 0 0 760 155.500 -0.98 40.91 0 0 0| 0 0 0 0 800 Total 0 0 0| 0 274 0 0 Indicative a-t-m Vol 28.35 Underlying Price 645.000 Time to expiry: 57 Days Feb 10 5.500 -0.13 33.23 0 0 0| 0 0 0 0 560 12.500 -0.25 30.62 0 0 0| 0 31 0 0 600 19.000 -0.35 30.12 0 0 0| 0 13 0 0 620 26.500 -0.45 28.43 0 0 0| 0 92 0 0 640 37.000 -0.56 28.14 0 0 0| 0 30 0 0 660 49.000 -0.67 27.09 0 0 0| 0 0 0 0 680 64.000 -0.76 27.29 0 0 0| 0 23 0 0 700 80.500 -0.83 27.29 0 0 0| 0 0 0 0 720 116.000 -0.94 26.02 0 0 0| 0 0 0 0 760 156.000 -0.96 30.62 0 0 0| 0 0 0 0 800 Total 0 0 0| 0 189 0 0 Indicative a-t-m Vol 29.37 Underlying Price 645.000 Time to expiry: 85 Days Mar 10 CAB 0.00 46.18 0 0 0| 0 457 0 0 360 2.000 0.500 -0.01 44.86 2.000 2.000 0 0 2| 0 26 0 0 400 1.000 -0.02 43.66 0 0 0| 0 113 0 0 420 1.500 -0.03 42.27 0 0 0| 0 77 0 0 440 2.000 -0.04 40.76 0 0 0| 0 40 0 0 460 3.000 -0.05 39.30 0 0 0| 0 40 0 0 480 6.000 -0.10 36.26 0 0 0| 0 85 0 0 520 11.500 -0.18 33.79 0 0 0| 0 92 0 0 560 21.000 -0.31 31.43 0 0 0| 1 117 -1 0 600 27.500 -0.39 30.21 0 0 0| 0 5 0 0 620 36.500 -0.47 29.53 0 0 0| 0 600 0 0 640 47.000 -0.56 28.88 0 0 0| 0 0 0 0 660 59.500 -0.65 28.29 0 0 0| 0 585 0 0 680 89.500 -0.79 27.99 0 0 0| 0 720 0 0 720 125.000 -0.88 28.95 0 0 0| 0 0 0 0 760 163.000 -0.92 31.13 0 0 0| 0 10 0 0 800 202.000 -0.94 33.41 0 0 0| 1 39 +1 0 840 Total 0 0 2| 2 3,006 0 0 Equity Options 15:57 Business Day Thu 24 Dec 2009 Previous Business Day Wed 23 Dec 2009 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 | Indicative a-t-m Vol 31.59 Underlying Price 645.000 Time to expiry: 176 Days Jun 10 11.500 -0.12 38.65 0 0 0| 0 80 0 0 480 27.500 -0.26 34.58 0 0 0| 0 64 0 0 560 40.500 -0.36 33.07 0 0 0| 0 23 0 0 600 58.500 -0.47 31.73 0 0 0| 0 66 0 0 640 81.000 -0.58 30.64 0 0 0| 0 216 0 0 680 108.500 -0.69 30.04 0 0 0| 0 353 0 0 720 140.000 -0.78 29.69 0 0 0| 0 8 0 0 760 174.500 -0.84 29.96 0 0 0| 0 25 0 0 800 211.500 -0.88 31.15 0 0 0| 0 44 0 0 840 Total 0 0 0| 0 879 0 0 Indicative a-t-m Vol 32.42 Underlying Price 645.000 Time to expiry: 267 Days Sep 10 40.500 -0.29 34.70 0 0 0| 0 32 0 0 560 56.000 -0.38 33.60 0 0 0| 0 3 0 0 600 76.500 75.000 -0.47 32.52 76.500 76.500 0 0 10| 0 0 0 0 640 98.000 -0.56 31.74 0 0 0| 0 0 0 0 680 125.000 -0.64 31.16 0 0 0| 0 0 0 0 720 Total 0 0 10| 0 35 0 0 Total Puts 0 0 12| 2 4,383 0 0 Grand Total 0 0 12| 18 7,599 +16 0 Equity Options 15:57 Business Day Thu 24 Dec 2009 Previous Business Day Wed 23 Dec 2009 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 | Legal & General Group plc - STND OPT (LGE) Indicative a-t-m Vol 43.60 Underlying Price 77.450 Time to expiry: 85 Days Mar 10 33.750 0.98 59.66 0 0 0| 0 90 0 0 44 30.000 0.96 61.07 0 0 0| 0 10 0 0 48 26.250 0.94 58.15 0 0 0| 0 20 0 0 52 22.500 0.92 53.52 0 0 0| 0 70 0 0 56 18.750 0.88 49.56 0 0 0| 0 155 0 0 60 15.250 0.83 47.11 0 0 0| 0 93 0 0 64 12.250 0.76 45.89 0 0 0| 0 95 0 0 68 9.500 0.68 44.12 0 0 0| 0 214 0 0 72 7.250 0.58 43.41 0 0 0| 1 85 -1 0 76 5.500 0.49 44.18 0 0 0| 0 1,580 0 0 80 4.000 0.39 42.60 0 0 0| 5 1,065 0 0 84 3.000 0.31 43.05 0 0 0| 0 202 0 0 88 2.000 0.23 42.41 0 0 0| 0 180 0 0 92 1.250 0.17 41.89 0 0 0| 0 60 0 0 96 1.000 0.13 42.34 0 0 0| 0 221 0 0 100 Total 0 0 0| 6 4,140 -1 0 Indicative a-t-m Vol 45.72 Underlying Price 77.450 Time to expiry: 176 Days Jun 10 17.250 0.78 49.86 0 0 0| 0 32 0 0 64 12.000 0.65 46.99 0 0 0| 0 0 0 0 72 9.750 0.58 45.55 0 0 0| 0 15 0 0 76 8.000 0.52 46.24 0 0 0| 0 359 0 0 80 6.500 0.45 45.60 0 0 0| 0 194 0 0 84 5.250 0.39 45.25 0 0 0| 0 134 0 0 88 4.250 0.33 45.22 0 0 0| 0 210 0 0 92 3.500 0.29 46.00 0 0 0| 0 309 0 0 96 3.250 0.25 47.26 0 0 0| 40 70 +40 0 100 Total 0 0 0| 40 1,323 +40 0 Indicative a-t-m Vol 46.44 Underlying Price 77.450 Time to expiry: 267 Days Sep 10 18.500 0.75 50.65 0 0 0| 0 0 0 0 64 13.500 0.64 46.91 0 0 0| 0 0 0 0 72 11.500 0.58 46.11 0 0 0| 0 0 0 0 76 10.000 0.53 47.42 0 0 0| 0 125 0 0 80 8.500 0.48 46.67 0 0 0| 0 0 0 0 84 7.500 0.43 47.14 0 0 0| 0 0 0 0 88 Total 0 0 0| 0 125 0 0 Total Calls 0 0 0| 46 5,588 +39 0 | Equity Options 15:57 Business Day Thu 24 Dec 2009 Previous Business Day Wed 23 Dec 2009 Page 28 Puts | Block | Opening Settle Delta Vola- Daily Trade Bclear Total | Official **Open Change Exer- Exer Trans Price tility High Low Volume Volume*** Volume | Volume Int cises Price | Legal & General Group plc - STND OPT (LGE) Indicative a-t-m Vol 43.60 Underlying Price 77.450 Time to expiry: 85 Days Mar 10 0.250 -0.02 59.66 0 0 0| 0 0 0 0 44 0.500 -0.04 61.07 0 0 0| 0 20 0 0 48 0.500 -0.06 58.15 0 0 0| 0 160 0 0 52 0.750 -0.08 53.52 0 0 0| 0 343 0 0 56 1.250 -0.12 49.56 0 0 0| 0 161 0 0 60 1.750 -0.17 47.11 0 0 0| 0 85 0 0 64 2.750 -0.24 45.89 0 0 0| 0 150 0 0 68 4.000 -0.32 44.12 0 0 0| 0 100 0 0 72 5.750 -0.42 43.41 0 0 0| 1 455 0 0 76 8.000 -0.51 44.18 0 0 0| 0 340 0 0 80 10.250 -0.61 42.60 0 0 0| 0 50 0 0 84 13.250 -0.69 43.05 0 0 0| 0 119 0 0 88 16.500 -0.77 42.41 0 0 0| 0 220 0 0 92 19.750 -0.83 41.89 0 0 0| 0 0 0 0 96 23.250 -0.87 42.34 0 0 0| 0 0 0 0 100 Total 0 0 0| 1 2,203 0 0 Indicative a-t-m Vol 45.72 Underlying Price 77.450 Time to expiry: 176 Days Jun 10 5.000 -0.26 49.86 0 0 0| 0 406 0 0 64 8.000 -0.38 46.99 0 0 0| 3 42 +3 0 72 9.750 -0.45 45.55 0 0 0| 0 60 0 0 76 12.250 -0.51 46.24 0 0 0| 0 31 0 0 80 14.750 -0.57 45.60 0 0 0| 0 70 0 0 84 17.750 -0.63 45.25 0 0 0| 0 16 0 0 88 20.750 -0.68 45.22 0 0 0| 0 4 0 0 92 24.000 -0.72 46.00 0 0 0| 0 10 0 0 96 27.500 -0.76 47.26 0 0 0| 0 0 0 0 100 Total 0 0 0| 3 639 +3 0 Indicative a-t-m Vol 46.44 Underlying Price 77.450 Time to expiry: 267 Days Sep 10 7.250 -0.29 50.65 0 0 0| 0 0 0 0 64 10.500 -0.39 46.91 0 0 0| 0 10 0 0 72 12.500 -0.44 46.11 0 0 0| 0 0 0 0 76 15.250 -0.49 47.42 0 0 0| 0 0 0 0 80 17.750 -0.54 46.67 0 0 0| 0 0 0 0 84 20.750 -0.58 47.14 0 0 0| 0 0 0 0 88 Total 0 0 0| 0 10 0 0 Total Puts 0 0 0| 4 2,852 +3 0 Grand Total 0 0 0| 50 8,440 +42 0 Equity Options 15:57 Business Day Thu 24 Dec 2009 Previous Business Day Wed 23 Dec 2009 Page 29 Calls | Block | Opening Settle Delta Vola- Daily Trade Bclear Total | Official **Open Change Exer- Exer Trans Price tility High Low Volume Volume*** Volume | Volume Int cises Price | Liberty International PLC - STND OPT (LIB) Indicative a-t-m Vol 37.19 Underlying Price 486.500 Time to expiry: 85 Days Mar 10 167.250 0.99 36.94 0 0 0| 0 0 0 0 320 129.000 0.96 38.75 0 0 0| 0 0 0 0 360 110.500 0.92 38.38 0 0 0| 0 0 0 0 380 93.250 0.88 38.20 0 0 0| 0 0 0 0 400 77.250 0.82 38.25 0 0 0| 0 0 0 0 420 62.750 0.74 37.97 0 0 0| 0 0 0 0 440 49.750 0.66 37.59 0 0 0| 0 0 0 0 460 44.000 0.62 37.43 0 0 0| 0 0 0 0 470 38.750 0.57 37.38 0 0 0| 0 1 0 0 480 33.750 0.52 37.06 0 0 0| 0 0 0 0 490 29.250 0.48 36.88 0 0 0| 0 0 0 0 500 21.750 0.39 36.74 0 0 0| 0 20 0 0 520 11.000 0.24 35.95 0 0 0| 0 41 0 0 560 5.000 0.13 35.39 0 0 0| 0 0 0 0 600 2.500 0.07 35.78 0 0 0| 0 0 0 0 640 Total 0 0 0| 0 62 0 0 Indicative a-t-m Vol 34.46 Underlying Price 486.500 Time to expiry: 176 Days Jun 10 97.750 0.84 35.32 0 0 0| 0 0 0 0 400 82.750 0.78 35.05 0 0 0| 0 0 0 0 420 69.500 0.71 35.01 0 0 0| 0 0 0 0 440 57.500 0.64 34.79 0 0 0| 0 0 0 0 460 47.000 0.57 34.54 0 0 0| 0 0 0 0 480 30.000 0.43 34.02 0 0 0| 0 1 0 0 520 18.250 0.30 33.28 0 0 0| 0 0 0 0 560 10.250 0.19 32.76 0 0 0| 0 0 0 0 600 6.000 0.12 32.55 0 0 0| 0 0 0 0 640 Total 0 0 0| 0 1 0 0 Total Calls 0 0 0| 0 63 0 0 | Equity Options 15:57 Business Day Thu 24 Dec 2009 Previous Business Day Wed 23 Dec 2009 Page 30 Puts | Block | Opening Settle Delta Vola- Daily Trade Bclear Total | Official **Open Change Exer- Exer Trans Price tility High Low Volume Volume*** Volume | Volume Int cises Price | Liberty International PLC - STND OPT (LIB) Indicative a-t-m Vol 36.60 Underlying Price 486.500 Time to expiry: 85 Days Mar 10 CAB 0.00 33.19 0 0 0| 0 0 0 0 320 1.250 -0.04 36.75 0 0 0| 0 100 0 0 360 3.000 -0.07 37.18 0 0 0| 0 0 0 0 380 6.000 -0.12 38.48 0 0 0| 0 0 0 0 400 10.000 -0.18 38.29 0 0 0| 0 0 0 0 420 14.500 -0.25 36.82 0 0 0| 0 4 0 0 440 22.500 -0.34 37.69 0 0 0| 0 0 0 0 460 26.250 -0.39 37.12 0 0 0| 0 0 0 0 470 30.750 -0.43 36.57 0 0 0| 0 5 0 0 480 36.000 -0.48 36.62 0 0 0| 0 0 0 0 490 41.500 -0.52 36.35 0 0 0| 0 0 0 0 500 53.750 -0.61 35.97 0 0 0| 0 0 0 0 520 83.000 -0.77 34.99 0 0 0| 0 0 0 0 560 117.000 -0.89 33.83 0 0 0| 0 0 0 0 600 154.500 -0.95 33.44 0 0 0| 0 0 0 0 640 Total 0 0 0| 0 109 0 0 Indicative a-t-m Vol 34.47 Underlying Price 486.500 Time to expiry: 176 Days Jun 10 14.500 -0.20 35.12 0 0 0| 0 27 0 0 400 20.500 -0.26 35.03 0 0 0| 0 0 0 0 420 28.000 -0.32 35.00 0 0 0| 0 0 0 0 440 36.750 -0.39 34.77 0 0 0| 0 0 0 0 460 46.750 -0.46 34.55 0 0 0| 0 50 0 0 480 70.750 -0.59 34.05 0 0 0| 0 0 0 0 520 99.500 -0.72 33.30 0 0 0| 0 0 0 0 560 132.000 -0.81 32.72 0 0 0| 0 0 0 0 600 167.500 -0.88 32.47 0 0 0| 0 0 0 0 640 Total 0 0 0| 0 77 0 0 Total Puts 0 0 0| 0 186 0 0 Grand Total 0 0 0| 0 249 0 0 Equity Options 15:57 Business Day Thu 24 Dec 2009 Previous Business Day Wed 23 Dec 2009 Page 31 Calls | Block | Opening Settle Delta Vola- Daily Trade Bclear Total | Official **Open Change Exer- Exer Trans Price tility High Low Volume Volume*** Volume | Volume Int cises Price | Lloyds Banking Group plc STND OPT (TSB) Indicative a-t-m Vol 61.73 Underlying Price 49.270 Time to expiry: 22 Days Jan 10 9.750 0.89 72.58 0 0 0| 0 0 0 0 40 7.250 0.81 69.35 0 0 0| 0 15 0 0 43 3.750 0.60 63.10 0 0 0| 8 223 +8 0 48 2.250 0.44 59.00 0 0 0| 0 290 0 0 51 1.500 0.34 59.24 0 0 0| 31 960 0 0 53 0.750 0.22 59.76 0 0 0| 0 1,325 0 0 56 0.500 0.12 58.00 0 0 0| 0 568 0 0 59 0.250 0.09 59.24 0 0 0| 0 1,431 0 0 61 0.250 0.06 63.80 0 0 0| 0 71 0 0 64 0.250 0.04 66.96 0 0 0| 0 230 0 0 67 CAB 0.02 71.69 0 0 0| 0 103 0 0 73 CAB 0.01 77.48 0 0 0| 0 0 0 0 80 CAB 0.00 82.75 0 0 0| 0 0 0 0 93 Total 0 0 0| 39 5,216 +8 0 Indicative a-t-m Vol 59.04 Underlying Price 49.270 Time to expiry: 57 Days Feb 10 10.500 0.83 63.00 0 0 0| 0 0 0 0 40 7.750 0.72 64.14 0 0 0| 0 0 0 0 44 6.750 0.66 65.04 0 0 0| 0 0 0 0 46 5.250 0.59 59.33 0 0 0| 0 13 0 0 48 3.000 3.000 0.42 57.90 3.000 3.000 0 0 20| 0 92 0 0 53 1.750 0.31 53.14 0 0 0| 0 3,220 0 0 56 1.250 0.22 51.49 0 0 0| 6 166 +6 0 59 0.750 0.17 50.40 0 0 0| 0 25 0 0 61 0.500 0.11 49.67 0 0 0| 0 0 0 0 64 0.250 0.08 50.07 0 0 0| 0 20 0 0 67 0.250 0.04 66.26 0 0 0| 0 0 0 0 80 Total 0 0 20| 6 3,536 +6 0 Indicative a-t-m Vol 59.37 Underlying Price 49.270 Time to expiry: 85 Days Mar 10 28.500 0.99 83.61 0 0 0| 0 0 0 0 21 24.500 0.97 82.21 0 0 0| 0 8 0 0 25 20.750 0.94 79.42 0 0 0| 0 2 0 0 29 19.000 0.93 76.06 0 0 0| 0 38 0 0 31 17.250 0.91 71.29 0 0 0| 0 4 0 0 33 13.750 0.85 68.23 0 0 0| 0 75 0 0 37 11.000 0.77 67.45 0 0 0| 0 0 0 0 41 8.250 0.68 64.19 0 0 0| 0 175 0 0 45 5.750 0.57 59.37 0 0 0| 0 74 0 0 49 5.000 5.250 0.52 63.06 5.000 5.000 0 0 5| 10 442 0 0 51 2.250 0.28 59.90 0 0 0| 0 1,005 0 0 61 1.000 0.14 61.43 0 0 0| 0 3,251 0 0 71 0.500 0.08 65.54 0 0 0| 0 1,271 0 0 81 0.250 0.06 73.72 0 0 0| 0 155 0 0 93 0.250 0.04 80.26 0 0 0| 0 0 0 0 107 Total 0 0 5| 10 6,500 0 0 Equity Options 15:57 Business Day Thu 24 Dec 2009 Previous Business Day Wed 23 Dec 2009 Page 32 Calls | Block | Opening Settle Delta Vola- Daily Trade Bclear Total | Official **Open Change Exer- Exer Trans Price tility High Low Volume Volume*** Volume | Volume Int cises Price | Indicative a-t-m Vol 62.19 Underlying Price 49.270 Time to expiry: 176 Days Jun 10 33.750 0.98 95.74 0 0 0| 0 0 0 0 16 29.000 0.96 83.85 0 0 0| 0 0 0 0 21 25.250 0.94 77.58 0 0 0| 0 0 0 0 25 20.250 20.500 0.88 75.23 20.250 S 20.250 S 0 0 2| 0 0 0 0 31 18.750 0.86 70.78 0 0 0| 0 0 0 0 33 15.750 0.80 69.38 0 0 0| 0 22 0 0 37 13.000 0.74 66.60 0 0 0| 0 0 0 0 41 8.500 0.59 62.19 0 0 0| 0 355 0 0 49 7.500 0.55 60.08 0 0 0| 0 594 0 0 51 4.250 0.38 57.89 0 0 0| 162 318 +162 0 61 2.250 0.23 55.92 0 0 0| 0 720 0 0 71 1.250 0.15 57.43 0 0 0| 0 860 0 0 81 0.500 0.07 52.00 0 0 0| 0 33 0 0 91 0.250 0.03 51.00 0 0 0| 0 6,070 0 0 102 CAB 0.01 50.00 0 0 0| 0 0 0 0 112 CAB 0.01 49.00 0 0 0| 0 75 0 0 122 CAB 0.00 48.00 0 0 0| 0 50 0 0 142 CAB 0.00 47.00 0 0 0| 0 128 0 0 162 Total 0 0 2| 162 9,225 +162 0 Indicative a-t-m Vol 56.95 Underlying Price 49.270 Time to expiry: 267 Days Sep 10 15.000 0.75 63.73 0 0 0| 0 1 0 0 40 10.250 0.62 57.47 0 0 0| 0 9 0 0 48 8.000 0.54 54.89 0 0 0| 0 258 0 0 53 5.750 0.44 53.09 0 0 0| 0 31 0 0 59 4.500 0.37 52.82 0 0 0| 0 104 0 0 64 4.250 0.34 54.52 0 0 0| 0 292 0 0 67 2.000 0.20 52.55 0 0 0| 0 585 0 0 80 0.250 0.04 47.26 0 0 0| 0 75 0 0 107 Total 0 0 0| 0 1,355 0 0 Indicative a-t-m Vol 57.49 Underlying Price 49.270 Time to expiry: 358 Days Dec 10 33.750 0.98 66.35 0 0 0| 0 0 0 0 16 29.500 0.95 68.13 0 0 0| 0 0 0 0 21 26.250 0.92 67.09 0 0 0| 0 0 0 0 25 22.250 0.85 67.68 0 0 0| 0 10 0 0 31 20.500 0.83 64.52 0 0 0| 0 2 0 0 33 18.000 0.78 63.63 0 0 0| 0 10 0 0 37 15.750 0.73 61.65 0 0 0| 0 310 0 0 41 11.250 0.62 57.49 0 0 0| 0 0 0 0 49 10.500 0.60 57.20 0 0 0| 75 170 +75 0 51 6.750 0.45 53.80 0 0 0| 0 7,279 0 0 61 4.750 0.35 54.66 0 0 0| 0 1,582 0 0 71 3.000 0.25 52.93 0 0 0| 0 253 0 0 81 2.500 0.20 55.17 0 0 0| 0 156 0 0 91 1.750 0.16 56.66 0 0 0| 0 3,580 0 0 102 Equity Options 15:57 Business Day Thu 24 Dec 2009 Previous Business Day Wed 23 Dec 2009 Page 33 Calls | Block | Opening Settle Delta Vola- Daily Trade Bclear Total | Official **Open Change Exer- Exer Trans Price tility High Low Volume Volume*** Volume | Volume Int cises Price | 1.500 0.14 59.29 0 0 0| 0 10,000 0 0 112 1.500 0.13 62.41 0 0 0| 0 0 0 0 122 1.500 0.11 68.20 0 0 0| 0 53 0 0 142 1.250 0.10 72.74 0 0 0| 0 0 0 0 162 0.500 0.04 74.63 0 0 0| 0 525 0 0 244 Total 0 0 0| 75 23,930 +75 0 Indicative a-t-m Vol 50.89 Underlying Price 49.270 Time to expiry: 540 Days Jun 11 22.250 0.84 59.17 0 0 0| 0 0 0 0 32 17.250 0.75 54.47 0 0 0| 0 0 0 0 40 10.750 0.59 49.30 0 0 0| 0 15 0 0 53 4.250 0.30 47.30 0 0 0| 0 0 0 0 80 1.750 0.15 47.32 0 0 0| 0 0 0 0 107 Total 0 0 0| 0 15 0 0 Indicative a-t-m Vol 52.80 Underlying Price 49.270 Time to expiry: 722 Days Dec 11 35.500 0.95 71.46 0 0 0| 0 0 0 0 16 31.750 0.92 69.41 0 0 0| 0 0 0 0 21 28.750 0.89 64.98 0 0 0| 0 0 0 0 25 27.500 0.88 63.67 0 0 0| 0 0 0 0 27 24.750 0.85 61.11 0 0 0| 0 0 0 0 31 24.250 0.84 60.50 0 0 0| 0 0 0 0 32 23.500 0.83 59.90 0 0 0| 0 0 0 0 33 21.250 0.79 58.20 0 0 0| 0 0 0 0 37 19.500 0.76 56.16 0 0 0| 0 0 0 0 40 19.000 0.75 55.66 0 0 0| 0 0 0 0 41 15.000 0.67 52.80 0 0 0| 0 0 0 0 49 14.250 0.65 51.99 0 0 0| 0 0 0 0 51 13.500 0.62 51.73 0 0 0| 0 350 0 0 53 10.750 0.54 50.33 0 0 0| 0 0 0 0 61 8.250 0.45 49.66 0 0 0| 0 300 0 0 71 6.750 0.39 50.23 0 0 0| 0 0 0 0 80 6.500 0.38 50.20 0 0 0| 0 0 0 0 81 3.750 0.25 50.17 0 0 0| 0 0 0 0 107 Total 0 0 0| 0 650 0 0 Indicative a-t-m Vol 53.79 Underlying Price 49.270 Time to expiry: 1093 Days Dec 12 23.000 0.78 56.53 0 0 0| 0 0 0 0 40 19.250 0.72 54.02 0 0 0| 0 0 0 0 48 15.000 0.62 51.24 0 0 0| 0 0 0 0 60 Total 0 0 0| 0 0 0 0 Total Calls 0 0 27| 292 50,427 +251 0 | Equity Options 15:57 Business Day Thu 24 Dec 2009 Previous Business Day Wed 23 Dec 2009 Page 34 Puts | Block | Opening Settle Delta Vola- Daily Trade Bclear Total | Official **Open Change Exer- Exer Trans Price tility High Low Volume Volume*** Volume | Volume Int cises Price | Lloyds Banking Group plc STND OPT (TSB) Indicative a-t-m Vol 55.97 Underlying Price 49.270 Time to expiry: 22 Days Jan 10 CAB 0.00 17.35 0 0 0| 0 0 0 0 40 0.250 -0.07 37.95 0 0 0| 0 0 0 0 43 2.250 -0.40 56.37 0 0 0| 0 6,897 0 0 48 3.750 -0.57 55.15 0 0 0| 0 212 0 0 51 5.250 -0.65 61.93 0 0 0| 0 590 0 0 53 7.750 -0.77 61.78 0 0 0| 0 4,398 0 0 56 10.250 -0.85 64.87 0 0 0| 0 174 0 0 59 12.000 -0.90 63.46 0 0 0| 0 5,199 0 0 61 15.000 -0.91 73.84 0 0 0| 0 199 0 0 64 17.750 -0.96 67.90 0 0 0| 0 130 0 0 67 24.000 -0.95 87.95 0 0 0| 0 196 0 0 73 31.000 -0.93 117.46 0 0 0| 0 0 0 0 80 43.750 -1.00 75.00 0 0 0| 0 0 0 0 93 Total 0 0 0| 0 17,995 0 0 Indicative a-t-m Vol 63.49 Underlying Price 49.270 Time to expiry: 57 Days Feb 10 2.000 2.000 -0.20 76.23 2.000 2.000 0 0 11| 0 0 0 0 40 2.750 -0.29 68.94 0 0 0| 0 210 0 0 44 3.500 -0.35 65.93 0 0 0| 0 0 0 0 46 4.250 -0.41 63.44 0 0 0| 0 1,025 0 0 48 7.250 -0.56 63.67 0 0 0| 0 285 0 0 53 9.250 -0.65 62.85 0 0 0| 0 89 0 0 56 11.500 -0.72 62.48 0 0 0| 0 31 0 0 59 13.250 -0.76 64.31 0 0 0| 0 5,023 0 0 61 15.750 -0.82 63.63 0 0 0| 0 145 0 0 64 18.500 -0.85 65.79 0 0 0| 0 45 0 0 67 31.000 -0.95 67.72 0 0 0| 0 0 0 0 80 Total 0 0 11| 0 6,853 0 0 Indicative a-t-m Vol 62.70 Underlying Price 49.270 Time to expiry: 85 Days Mar 10 1.000 -0.05 134.24 0 0 0| 0 50 0 0 21 1.000 -0.07 117.48 0 0 0| 0 130 0 0 25 1.500 -0.10 104.31 0 0 0| 0 60 0 0 29 1.500 -0.11 95.53 0 0 0| 0 3,285 0 0 31 1.500 -0.12 88.39 0 0 0| 0 2,776 0 0 33 2.000 -0.17 77.90 0 0 0| 0 651 0 0 37 2.750 -0.24 70.37 0 0 0| 0 2,575 0 0 41 4.250 -0.33 67.92 0 0 0| 0 233 0 0 45 5.750 -0.43 62.70 0 0 0| 179 1,015 +84 0 49 7.250 -0.48 65.05 0 0 0| 0 999 0 0 51 13.750 -0.72 60.84 0 0 0| 0 1,358 0 0 61 22.750 -0.84 65.85 0 0 0| 0 2,181 0 0 71 32.250 -0.90 70.36 0 0 0| 0 1,315 0 0 81 44.000 -0.95 72.96 0 0 0| 0 0 0 0 93 57.750 -0.97 79.22 0 0 0| 0 163 0 0 107 Total 0 0 0| 179 16,791 +84 0 Equity Options 15:57 Business Day Thu 24 Dec 2009 Previous Business Day Wed 23 Dec 2009 Page 35 Puts | Block | Opening Settle Delta Vola- Daily Trade Bclear Total | Official **Open Change Exer- Exer Trans Price tility High Low Volume Volume*** Volume | Volume Int cises Price | Indicative a-t-m Vol 61.14 Underlying Price 49.270 Time to expiry: 176 Days Jun 10 1.250 -0.04 131.47 0 0 0| 0 1,250 0 0 16 1.250 -0.06 104.24 0 0 0| 0 0 0 0 21 1.500 -0.08 90.43 0 0 0| 0 0 0 0 25 2.000 -0.12 75.03 0 0 0| 0 1,301 0 0 31 2.500 -0.15 73.55 0 0 0| 0 250 0 0 33 3.500 -0.20 69.58 0 0 0| 0 583 0 0 37 4.500 -0.26 65.60 0 0 0| 0 1,206 0 0 41 8.000 -0.41 61.14 0 0 0| 20 351 +15 0 49 9.000 -0.45 60.00 0 0 0| 0 1,169 0 0 51 16.000 -0.62 59.95 0 0 0| 0 793 0 0 61 23.750 -0.76 56.95 0 0 0| 0 229 0 0 71 32.750 -0.86 57.20 0 0 0| 0 765 0 0 81 42.000 -0.93 54.11 0 0 0| 0 13 0 0 91 53.000 -0.94 60.21 0 0 0| 0 12 0 0 102 63.750 63.000 -0.95 64.76 63.750 S 63.750 S 0 0 2| 0 14 0 0 112 72.750 -0.97 64.08 0 0 0| 0 257 0 0 122 92.750 -0.99 69.21 0 0 0| 0 3 0 0 142 112.750 -0.99 73.49 0 0 0| 0 1 0 0 162 Total 0 0 2| 20 8,197 +15 0 Indicative a-t-m Vol 57.89 Underlying Price 49.270 Time to expiry: 267 Days Sep 10 5.500 -0.25 63.94 0 0 0| 50 567 0 0 40 8.750 -0.38 58.24 0 0 0| 0 163 0 0 48 11.500 -0.46 56.48 0 0 0| 0 1,025 0 0 53 15.500 -0.55 55.14 0 0 0| 0 501 0 0 59 19.000 -0.63 54.32 0 0 0| 0 631 0 0 64 21.500 -0.66 54.37 0 0 0| 0 1 0 0 67 32.500 -0.81 52.52 0 0 0| 0 291 0 0 80 58.000 -0.95 51.69 0 0 0| 0 0 0 0 107 Total 0 0 0| 50 3,179 0 0 Indicative a-t-m Vol 58.79 Underlying Price 49.270 Time to expiry: 358 Days Dec 10 1.750 -0.05 101.33 0 0 0| 0 1,000 0 0 16 2.000 -0.07 86.52 0 0 0| 0 0 0 0 21 2.750 -0.10 78.37 0 0 0| 0 4 0 0 25 3.500 -0.15 67.05 0 0 0| 0 50 0 0 31 4.000 -0.17 65.05 0 0 0| 0 75 0 0 33 5.500 -0.22 63.78 0 0 0| 0 1,005 0 0 37 7.000 -0.27 60.88 0 0 0| 0 50 0 0 41 10.750 -0.38 58.79 0 0 0| 0 55 0 0 49 11.750 -0.41 56.92 0 0 0| 0 1,757 0 0 51 18.250 -0.55 54.62 0 0 0| 0 370 0 0 61 26.000 -0.66 54.08 0 0 0| 0 2,140 0 0 71 34.500 -0.74 54.92 0 0 0| 0 63 0 0 81 42.750 -0.86 48.88 0 0 0| 0 42 0 0 91 53.750 -0.87 54.24 0 0 0| 0 0 0 0 102 63.750 -0.88 58.35 0 0 0| 0 0 0 0 112 Equity Options 15:57 Business Day Thu 24 Dec 2009 Previous Business Day Wed 23 Dec 2009 Page 36 Puts | Block | Opening Settle Delta Vola- Daily Trade Bclear Total | Official **Open Change Exer- Exer Trans Price tility High Low Volume Volume*** Volume | Volume Int cises Price | 73.000 -0.93 55.35 0 0 0| 0 0 0 0 122 93.000 -0.95 60.83 0 0 0| 0 759 0 0 142 112.750 -0.97 63.41 0 0 0| 0 9 0 0 162 194.750 -0.99 77.22 0 0 0| 0 0 0 0 244 Total 0 0 0| 0 7,379 0 0 Indicative a-t-m Vol 50.54 Underlying Price 49.270 Time to expiry: 540 Days Jun 11 4.250 -0.16 58.83 0 0 0| 0 0 0 0 32 6.250 -0.25 50.16 0 0 0| 0 0 0 0 40 13.750 -0.42 50.71 0 0 0| 0 0 0 0 53 33.750 -0.71 48.19 0 0 0| 0 0 0 0 80 58.750 -0.85 50.80 0 0 0| 0 0 0 0 107 Total 0 0 0| 0 0 0 0 Indicative a-t-m Vol 53.17 Underlying Price 49.270 Time to expiry: 722 Days Dec 11 1.750 -0.05 72.28 0 0 0| 0 0 0 0 16 2.750 -0.08 68.73 0 0 0| 0 0 0 0 21 3.750 -0.11 65.62 0 0 0| 0 0 0 0 25 4.250 -0.12 64.08 0 0 0| 0 0 0 0 27 5.750 -0.16 62.18 0 0 0| 0 0 0 0 31 6.000 -0.17 61.52 0 0 0| 0 0 0 0 32 6.500 -0.18 61.04 0 0 0| 0 0 0 0 33 8.000 -0.21 59.32 0 0 0| 0 1,000 0 0 37 9.000 -0.24 56.88 0 0 0| 0 0 0 0 40 9.500 -0.25 56.80 0 0 0| 0 0 0 0 41 13.250 -0.34 53.17 0 0 0| 0 0 0 0 49 14.250 -0.36 52.56 0 0 0| 0 0 0 0 51 16.000 -0.38 53.36 0 0 0| 0 0 0 0 53 21.000 -0.46 51.64 0 0 0| 0 350 0 0 61 28.000 -0.56 50.10 0 0 0| 0 300 0 0 71 35.500 -0.64 50.31 0 0 0| 0 0 0 0 80 36.250 -0.64 50.31 0 0 0| 0 0 0 0 81 59.250 -0.80 50.79 0 0 0| 0 0 0 0 107 Total 0 0 0| 0 1,650 0 0 Indicative a-t-m Vol 54.58 Underlying Price 49.270 Time to expiry: 1093 Days Dec 12 11.000 -0.23 56.55 0 0 0| 0 0 0 0 40 15.250 -0.29 54.87 0 0 0| 0 0 0 0 48 22.250 -0.40 51.36 0 0 0| 0 0 0 0 60 Total 0 0 0| 0 0 0 0 Total Puts 0 0 13| 249 62,044 +99 0 Grand Total 0 0 40| 541 112,471 +350 0 Equity Options 15:57 Business Day Thu 24 Dec 2009 Previous Business Day Wed 23 Dec 2009 Page 37 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 | Logica plc - STND OPT (LOG) Indicative a-t-m Vol 42.04 Underlying Price 114.800 Time to expiry: 85 Days Mar 10 51.000 1.00 45.91 0 0 0| 0 0 0 0 64 43.000 0.98 47.24 0 0 0| 0 0 0 0 72 39.250 0.97 47.24 0 0 0| 0 0 0 0 76 35.500 0.96 46.97 0 0 0| 0 20 0 0 80 31.750 0.93 46.51 0 0 0| 0 0 0 0 84 28.250 0.91 46.15 0 0 0| 0 14 0 0 88 24.750 0.87 44.89 0 0 0| 0 135 0 0 92 21.500 0.83 44.45 0 0 0| 0 97 0 0 96 18.500 0.78 44.32 0 0 0| 0 80 0 0 100 12.000 0.63 42.72 0 0 0| 0 268 0 0 110 7.000 0.46 41.03 0 0 0| 0 236 0 0 120 4.000 0.30 41.26 0 0 0| 0 114 0 0 130 2.250 0.19 41.32 0 0 0| 0 132 0 0 140 1.250 0.12 42.16 0 0 0| 0 70 0 0 150 0.750 0.07 43.69 0 0 0| 0 5 0 0 160 Total 0 0 0| 0 1,171 0 0 Indicative a-t-m Vol 42.76 Underlying Price 114.800 Time to expiry: 176 Days Jun 10 23.750 0.78 44.00 0 0 0| 0 20 0 0 96 21.000 0.73 44.09 0 0 0| 0 60 0 0 100 15.000 0.61 42.45 0 0 0| 0 0 0 0 110 11.000 0.49 43.22 0 0 0| 0 23 0 0 120 7.500 0.38 42.82 0 0 0| 0 34 0 0 130 5.250 0.29 43.13 0 0 0| 0 17 0 0 140 3.500 0.21 42.83 0 0 0| 0 3 0 0 150 2.500 0.16 43.11 0 0 0| 0 6 0 0 160 Total 0 0 0| 0 163 0 0 Indicative a-t-m Vol 42.95 Underlying Price 114.800 Time to expiry: 267 Days Sep 10 26.000 0.75 45.31 0 0 0| 50 50 +50 0 96 23.250 0.71 43.84 0 0 0| 0 0 0 0 100 17.750 0.61 42.64 0 0 0| 0 0 0 0 110 14.000 0.52 43.42 0 0 0| 0 0 0 0 120 10.500 0.42 42.83 0 0 0| 0 0 0 0 130 8.000 0.35 43.28 0 0 0| 0 30 0 0 140 Total 0 0 0| 50 80 +50 0 Total Calls 0 0 0| 50 1,414 +50 0 | Equity Options 15:57 Business Day Thu 24 Dec 2009 Previous Business Day Wed 23 Dec 2009 Page 38 Puts | Block | Opening Settle Delta Vola- Daily Trade Bclear Total | Official **Open Change Exer- Exer Trans Price tility High Low Volume Volume*** Volume | Volume Int cises Price | Logica plc - STND OPT (LOG) Indicative a-t-m Vol 42.04 Underlying Price 114.800 Time to expiry: 85 Days Mar 10 CAB 0.00 45.91 0 0 0| 0 28 0 0 64 0.250 -0.02 47.24 0 0 0| 0 20 0 0 72 0.250 -0.03 47.24 0 0 0| 0 50 0 0 76 0.500 -0.04 46.97 0 0 0| 0 60 0 0 80 0.750 -0.07 46.51 0 0 0| 0 95 0 0 84 1.250 -0.09 46.15 0 0 0| 0 85 0 0 88 1.750 -0.13 44.89 0 0 0| 0 62 0 0 92 2.500 -0.17 44.45 0 0 0| 0 75 0 0 96 3.500 -0.22 44.32 0 0 0| 0 133 0 0 100 7.000 -0.37 42.72 0 0 0| 0 130 0 0 110 12.000 -0.55 41.03 0 0 0| 0 104 0 0 120 19.000 -0.70 41.26 0 0 0| 0 105 0 0 130 27.250 -0.81 41.32 0 0 0| 0 20 0 0 140 36.250 -0.89 42.16 0 0 0| 0 10 0 0 150 45.750 -0.93 43.69 0 0 0| 0 0 0 0 160 Total 0 0 0| 0 977 0 0 Indicative a-t-m Vol 42.76 Underlying Price 114.800 Time to expiry: 176 Days Jun 10 6.000 -0.24 44.00 0 0 0| 0 12 0 0 96 7.500 -0.29 44.09 0 0 0| 0 18 0 0 100 11.500 -0.40 42.45 0 0 0| 0 14 0 0 110 17.500 -0.52 43.22 0 0 0| 0 25 0 0 120 24.250 -0.62 42.82 0 0 0| 0 19 0 0 130 32.000 -0.71 43.13 0 0 0| 0 10 0 0 140 40.250 -0.79 42.83 0 0 0| 0 10 0 0 150 49.250 -0.84 43.11 0 0 0| 0 0 0 0 160 Total 0 0 0| 0 108 0 0 Indicative a-t-m Vol 42.95 Underlying Price 114.800 Time to expiry: 267 Days Sep 10 9.000 -0.27 45.31 0 0 0| 0 0 0 0 96 10.250 -0.31 43.84 0 0 0| 0 0 0 0 100 14.750 -0.40 42.64 0 0 0| 0 0 0 0 110 21.000 -0.49 43.42 0 0 0| 0 0 0 0 120 27.500 -0.58 42.83 0 0 0| 0 0 0 0 130 35.250 -0.66 43.28 0 0 0| 0 0 0 0 140 Total 0 0 0| 0 0 0 0 Total Puts 0 0 0| 0 1,085 0 0 Grand Total 0 0 0| 50 2,499 +50 0 Equity Options 15:57 Business Day Thu 24 Dec 2009 Previous Business Day Wed 23 Dec 2009 Page 39 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 | London Stock Exchange plc - STND OPT (LSE) Indicative a-t-m Vol 34.12 Underlying Price 710.000 Time to expiry: 85 Days Mar 10 235.000 0.95 52.62 0 0 0| 0 24 0 0 480 161.750 0.88 46.64 0 0 0| 0 0 0 0 560 127.500 0.82 43.62 0 0 0| 0 0 0 0 600 94.000 0.74 38.88 0 0 0| 0 0 0 0 640 62.250 0.64 33.41 0 0 0| 0 0 0 0 680 53.250 0.57 34.62 0 0 0| 0 0 0 0 700 42.500 0.50 33.62 0 0 0| 0 14 0 0 720 32.500 0.43 32.32 0 0 0| 0 0 0 0 740 24.750 0.36 31.69 0 0 0| 0 4 0 0 760 12.250 0.22 29.19 0 0 0| 12 53 +12 0 800 5.750 0.13 28.32 0 0 0| 0 36 0 0 840 3.250 0.07 28.92 0 0 0| 0 0 0 0 880 2.250 0.05 28.99 0 0 0| 0 0 0 0 900 1.750 0.04 29.56 0 0 0| 0 0 0 0 920 0.500 0.01 27.56 0 0 0| 0 55 0 0 960 0.250 0.01 28.80 0 0 0| 0 0 0 0 1000 Total 0 0 0| 12 186 +12 0 Indicative a-t-m Vol 31.80 Underlying Price 710.000 Time to expiry: 176 Days Jun 10 106.000 0.72 33.93 0 0 0| 18 9 0 0 640 80.750 0.63 32.83 0 0 0| 0 0 0 0 680 58.750 0.53 31.46 0 0 0| 0 0 0 0 720 38.250 0.41 28.88 0 0 0| 0 36 0 0 760 28.500 0.33 29.97 0 0 0| 0 12 0 0 800 17.750 0.24 28.77 0 0 0| 0 0 0 0 840 10.250 0.16 27.39 0 0 0| 0 1 0 0 880 7.500 0.12 28.52 0 0 0| 0 0 0 0 920 5.750 0.09 29.65 0 0 0| 0 11 0 0 960 4.750 0.07 31.33 0 0 0| 0 0 0 0 1000 Total 0 0 0| 18 69 0 0 Indicative a-t-m Vol 31.80 Underlying Price 710.000 Time to expiry: 267 Days Sep 10 115.000 0.70 33.93 0 0 0| 0 0 0 0 640 90.500 0.62 32.83 0 0 0| 0 0 0 0 680 68.500 0.53 31.46 0 0 0| 9 9 +9 0 720 50.000 0.44 30.11 0 0 0| 0 0 0 0 760 37.500 0.36 29.97 0 0 0| 0 0 0 0 800 Total 0 0 0| 9 9 +9 0 Total Calls 0 0 0| 39 264 +21 0 | Equity Options 15:57 Business Day Thu 24 Dec 2009 Previous Business Day Wed 23 Dec 2009 Page 40 Puts | Block | Opening Settle Delta Vola- Daily Trade Bclear Total | Official **Open Change Exer- Exer Trans Price tility High Low Volume Volume*** Volume | Volume Int cises Price | London Stock Exchange plc - STND OPT (LSE) Indicative a-t-m Vol 29.75 Underlying Price 710.000 Time to expiry: 85 Days Mar 10 1.250 -0.02 42.56 0 0 0| 0 0 0 0 480 5.750 -0.09 38.94 0 0 0| 0 2 0 0 560 10.250 -0.15 36.43 0 0 0| 0 0 0 0 600 16.000 -0.23 32.40 0 0 0| 0 2 0 0 640 28.000 -0.35 31.11 0 0 0| 12 13 +12 0 680 36.000 -0.43 30.26 0 0 0| 0 0 0 0 700 45.000 -0.51 29.25 0 0 0| 0 30 0 0 720 56.000 -0.59 28.54 0 0 0| 0 0 0 0 740 67.750 -0.67 27.04 0 0 0| 0 3 0 0 760 98.500 -0.80 26.62 0 0 0| 0 0 0 0 800 132.750 -0.91 25.20 0 0 0| 0 24 0 0 840 171.250 -0.95 27.11 0 0 0| 0 0 0 0 880 190.500 -0.97 26.89 0 0 0| 0 0 0 0 900 210.250 -0.98 27.29 0 0 0| 0 3 0 0 920 250.000 -1.00 27.20 0 0 0| 0 0 0 0 960 290.000 -1.00 27.60 0 0 0| 0 0 0 0 1000 Total 0 0 0| 12 77 +12 0 Indicative a-t-m Vol 28.79 Underlying Price 710.000 Time to expiry: 176 Days Jun 10 37.250 -0.29 36.16 0 0 0| 0 0 0 0 640 44.750 -0.37 31.01 0 0 0| 0 3 0 0 680 59.500 -0.48 28.05 0 0 0| 0 16 0 0 720 83.000 -0.60 27.51 0 0 0| 0 24 0 0 760 111.250 -0.70 27.39 0 0 0| 0 0 0 0 800 143.250 -0.78 27.31 0 0 0| 18 9 0 0 840 178.000 -0.85 27.48 0 0 0| 0 1 0 0 880 214.500 -0.90 27.55 0 0 0| 0 0 0 0 920 252.250 -0.94 27.62 0 0 0| 0 0 0 0 960 290.750 -0.97 27.68 0 0 0| 0 0 0 0 1000 Total 0 0 0| 18 53 0 0 Indicative a-t-m Vol 33.17 Underlying Price 710.000 Time to expiry: 267 Days Sep 10 48.250 -0.33 32.43 0 0 0| 0 0 0 0 640 68.750 -0.41 33.07 0 0 0| 0 0 0 0 680 91.250 -0.49 33.20 0 0 0| 9 9 +9 0 720 116.250 -0.56 33.05 0 0 0| 0 0 0 0 760 143.750 -0.64 32.76 0 0 0| 0 0 0 0 800 Total 0 0 0| 9 9 +9 0 Total Puts 0 0 0| 39 139 +21 0 Grand Total 0 0 0| 78 403 +42 0 Equity Options 15:57 Business Day Thu 24 Dec 2009 Previous Business Day Wed 23 Dec 2009 Page 41 Calls | Block | Opening Settle Delta Vola- Daily Trade Bclear Total | Official **Open Change Exer- Exer Trans Price tility High Low Volume Volume*** Volume | Volume Int cises Price | Lonmin PLC - STND OPT (LNM) Indicative a-t-m Vol 43.04 Underlying Price 1880.000 Time to expiry: 85 Days Mar 10 1002.500 1.00 62.03 0 0 0| 0 2 0 0 880 962.500 1.00 60.05 0 0 0| 0 0 0 0 920 923.000 0.99 58.28 0 0 0| 0 4 0 0 960 883.500 0.99 56.71 0 0 0| 0 6 0 0 1000 784.500 0.99 53.43 0 0 0| 0 3 0 0 1100 687.000 0.97 50.90 0 0 0| 0 14 0 0 1200 591.500 0.95 48.81 0 0 0| 0 25 0 0 1300 500.000 0.92 47.50 0 0 0| 0 4 0 0 1400 413.000 0.87 46.09 0 0 0| 0 10 0 0 1500 333.500 0.80 45.14 0 0 0| 0 3 0 0 1600 262.500 0.72 44.53 0 0 0| 0 11 0 0 1700 227.500 0.68 43.23 0 0 0| 0 0 0 0 1750 198.500 0.63 43.20 0 0 0| 0 20 0 0 1800 173.000 0.58 43.15 0 0 0| 0 0 0 0 1850 149.000 0.53 42.97 0 0 0| 0 58 0 0 1900 127.000 0.47 42.66 0 0 0| 0 0 0 0 1950 108.000 0.43 42.42 0 0 0| 2 27 +2 0 2000 51.500 0.25 41.52 0 0 0| 0 0 0 0 2200 22.000 0.13 40.58 0 0 0| 0 0 0 0 2400 Total 0 0 0| 2 187 +2 0 Indicative a-t-m Vol 44.83 Underlying Price 1880.000 Time to expiry: 176 Days Jun 10 721.000 0.91 56.72 0 0 0| 0 13 0 0 1200 542.000 0.85 48.70 0 0 0| 0 0 0 0 1400 466.000 0.80 47.75 0 0 0| 0 0 0 0 1500 389.500 0.75 45.27 0 0 0| 0 0 0 0 1600 328.500 0.69 45.07 0 0 0| 0 0 0 0 1700 275.000 0.62 45.01 0 0 0| 0 41 0 0 1800 227.500 0.55 44.78 0 0 0| 0 0 0 0 1900 185.000 0.49 44.36 0 0 0| 0 28 0 0 2000 74.500 0.26 42.86 0 0 0| 0 1 0 0 2400 Total 0 0 0| 0 83 0 0 Indicative a-t-m Vol 44.87 Underlying Price 1880.000 Time to expiry: 267 Days Sep 10 438.000 0.73 45.79 0 0 0| 0 0 0 0 1600 381.000 0.68 45.42 0 0 0| 0 0 0 0 1700 328.000 0.63 44.88 0 0 0| 0 0 0 0 1800 283.000 0.57 44.87 0 0 0| 0 0 0 0 1900 241.000 0.52 44.36 0 0 0| 0 2 0 0 2000 115.000 0.31 41.87 0 0 0| 0 0 0 0 2400 Total 0 0 0| 0 2 0 0 Total Calls 0 0 0| 2 272 +2 0 | Equity Options 15:57 Business Day Thu 24 Dec 2009 Previous Business Day Wed 23 Dec 2009 Page 42 Puts | Block | Opening Settle Delta Vola- Daily Trade Bclear Total | Official **Open Change Exer- Exer Trans Price tility High Low Volume Volume*** Volume | Volume Int cises Price | Lonmin PLC - STND OPT (LNM) Indicative a-t-m Vol 43.08 Underlying Price 1880.000 Time to expiry: 85 Days Mar 10 0.500 0.00 57.70 0 0 0| 0 8 0 0 880 0.500 0.00 56.65 0 0 0| 0 4 0 0 920 0.500 0.00 55.64 0 0 0| 0 7 0 0 960 1.000 -0.01 54.69 0 0 0| 0 6 0 0 1000 2.500 -0.01 52.49 0 0 0| 0 7 0 0 1100 4.500 -0.02 50.50 0 0 0| 0 21 0 0 1200 9.500 -0.05 49.11 0 0 0| 0 8 0 0 1300 17.000 -0.08 47.26 0 0 0| 0 282 0 0 1400 30.000 -0.13 46.14 0 0 0| 0 123 0 0 1500 50.500 -0.20 45.14 0 0 0| 0 44 0 0 1600 78.500 -0.28 44.25 0 0 0| 0 31 0 0 1700 96.000 -0.33 43.75 0 0 0| 0 0 0 0 1750 116.000 -0.37 43.36 0 0 0| 0 15 0 0 1800 140.000 -0.42 43.18 0 0 0| 0 0 0 0 1850 165.500 -0.48 43.02 0 0 0| 0 3 0 0 1900 193.500 -0.53 42.66 0 0 0| 0 0 0 0 1950 223.000 -0.58 42.07 0 0 0| 0 4 0 0 2000 368.500 -0.75 41.71 0 0 0| 0 0 0 0 2200 540.000 -0.87 41.39 0 0 0| 0 24 0 0 2400 Total 0 0 0| 0 587 0 0 Indicative a-t-m Vol 44.57 Underlying Price 1880.000 Time to expiry: 176 Days Jun 10 24.500 -0.07 50.42 0 0 0| 0 7 0 0 1200 56.000 -0.15 48.45 0 0 0| 0 17 0 0 1400 79.000 -0.19 47.22 0 0 0| 0 7 0 0 1500 108.500 -0.25 46.32 0 0 0| 0 18 0 0 1600 144.500 -0.31 45.52 0 0 0| 0 8 0 0 1700 189.000 -0.38 45.02 0 0 0| 0 49 0 0 1800 239.000 -0.45 44.45 0 0 0| 0 0 0 0 1900 296.500 -0.52 43.99 0 0 0| 0 15 0 0 2000 582.500 -0.76 41.63 0 0 0| 0 13 0 0 2400 Total 0 0 0| 0 134 0 0 Indicative a-t-m Vol 44.80 Underlying Price 1880.000 Time to expiry: 267 Days Sep 10 152.500 -0.27 46.54 0 0 0| 0 0 0 0 1600 192.500 -0.32 45.69 0 0 0| 0 0 0 0 1700 238.000 -0.37 44.95 0 0 0| 0 0 0 0 1800 291.500 -0.43 44.76 0 0 0| 0 0 0 0 1900 346.000 -0.49 43.78 0 0 0| 0 0 0 0 2000 628.000 -0.68 42.79 0 0 0| 0 0 0 0 2400 Total 0 0 0| 0 0 0 0 Total Puts 0 0 0| 0 721 0 0 Grand Total 0 0 0| 2 993 +2 0 Equity Options 15:57 Business Day Thu 24 Dec 2009 Previous Business Day Wed 23 Dec 2009 Page 43 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 | Man Group Plc - STND OPT (EMG) Indicative a-t-m Vol 35.36 Underlying Price 305.000 Time to expiry: 85 Days Mar 10 86.250 0.97 38.81 0 0 0| 0 9 0 0 220 77.000 0.94 39.22 0 0 0| 0 0 0 0 230 68.000 0.92 39.00 0 0 0| 0 0 0 0 240 51.000 0.83 38.37 0 0 0| 0 0 0 0 260 36.250 0.72 37.33 0 0 0| 0 34 0 0 280 29.750 0.65 36.44 0 0 0| 0 0 0 0 290 23.750 0.58 35.70 0 0 0| 0 104 0 0 300 18.750 0.50 35.03 0 0 0| 0 0 0 0 310 13.500 14.500 0.43 34.63 13.500 13.500 0 0 5| 17 168 +17 0 320 7.500 8.250 0.29 33.84 7.500 7.500 0 0 6| 0 108 0 0 340 4.250 0.17 32.85 0 0 0| 0 97 0 0 360 2.000 0.10 32.70 0 0 0| 0 33 0 0 380 1.000 0.05 32.89 0 0 0| 0 23 0 0 400 Total 0 0 11| 17 576 +17 0 Indicative a-t-m Vol 38.51 Underlying Price 305.000 Time to expiry: 176 Days Jun 10 75.250 0.83 42.90 0 0 0| 0 0 0 0 240 47.000 0.68 39.82 0 0 0| 0 0 0 0 280 35.500 0.58 38.74 0 0 0| 0 1 0 0 300 26.250 0.49 37.84 0 0 0| 0 426 0 0 320 19.000 0.39 37.17 0 0 0| 0 6 0 0 340 14.000 0.31 37.49 0 0 0| 0 178 0 0 360 9.500 0.23 36.45 0 0 0| 0 4 0 0 380 7.500 0.19 37.85 0 0 0| 0 24 0 0 400 Total 0 0 0| 0 639 0 0 Indicative a-t-m Vol 40.16 Underlying Price 305.000 Time to expiry: 267 Days Sep 10 76.750 0.82 43.45 0 0 0| 0 0 0 0 240 49.750 0.67 40.80 0 0 0| 0 0 0 0 280 39.750 0.59 40.56 0 0 0| 0 0 0 0 300 30.000 0.50 38.96 0 0 0| 0 1 0 0 320 17.750 0.34 38.44 0 0 0| 0 0 0 0 360 Total 0 0 0| 0 1 0 0 Total Calls 0 0 11| 17 1,216 +17 0 | Equity Options 15:57 Business Day Thu 24 Dec 2009 Previous Business Day Wed 23 Dec 2009 Page 44 Puts | Block | Opening Settle Delta Vola- Daily Trade Bclear Total | Official **Open Change Exer- Exer Trans Price tility High Low Volume Volume*** Volume | Volume Int cises Price | Man Group Plc - STND OPT (EMG) Indicative a-t-m Vol 35.12 Underlying Price 305.000 Time to expiry: 85 Days Mar 10 3.250 -0.08 53.68 0 0 0| 0 20 0 0 220 3.500 -0.09 48.65 0 0 0| 0 15 0 0 230 4.000 -0.11 45.10 0 0 0| 0 51 0 0 240 5.750 -0.17 38.97 0 0 0| 0 75 0 0 260 9.750 -0.28 35.29 0 0 0| 5 573 0 0 280 14.500 -0.35 36.97 0 0 0| 2 5 +2 0 290 17.750 -0.42 34.70 0 0 0| 42 193 +42 0 300 23.500 -0.50 35.54 0 0 0| 0 0 0 0 310 29.250 -0.58 34.95 0 0 0| 0 501 0 0 320 42.750 -0.71 34.22 0 0 0| 0 104 -1 0 340 59.000 -0.83 33.57 0 0 0| 0 110 0 0 360 76.750 -0.90 33.75 0 0 0| 0 4 0 0 380 95.750 -0.95 34.04 0 0 0| 0 0 0 0 400 Total 0 0 0| 49 1,651 +43 0 Indicative a-t-m Vol 38.88 Underlying Price 305.000 Time to expiry: 176 Days Jun 10 9.500 -0.17 43.36 0 0 0| 0 14 0 0 240 21.500 -0.32 40.48 0 0 0| 0 23 0 0 280 29.750 -0.42 39.10 0 0 0| 0 113 0 0 300 40.500 -0.51 38.23 0 0 0| 0 480 0 0 320 53.000 -0.61 37.30 0 0 0| 0 0 0 0 340 67.750 -0.69 37.43 0 0 0| 0 26 0 0 360 84.000 -0.76 37.52 0 0 0| 0 0 0 0 380 101.250 -0.82 38.05 0 0 0| 0 0 0 0 400 Total 0 0 0| 0 656 0 0 Indicative a-t-m Vol 39.98 Underlying Price 305.000 Time to expiry: 267 Days Sep 10 19.250 -0.24 44.36 0 0 0| 0 0 0 0 240 34.750 -0.39 41.59 0 0 0| 0 0 0 0 280 44.750 -0.46 40.23 0 0 0| 0 0 0 0 300 56.500 -0.54 39.22 0 0 0| 0 0 0 0 320 85.000 -0.68 38.48 0 0 0| 0 0 0 0 360 Total 0 0 0| 0 0 0 0 Total Puts 0 0 0| 49 2,307 +43 0 Grand Total 0 0 11| 66 3,523 +60 0 Equity Options 15:57 Business Day Thu 24 Dec 2009 Previous Business Day Wed 23 Dec 2009 Page 45 Calls | Block | Opening Settle Delta Vola- Daily Trade Bclear Total | Official **Open Change Exer- Exer Trans Price tility High Low Volume Volume*** Volume | Volume Int cises Price | Marks and Spencer plc - STND OPT (M+S) Indicative a-t-m Vol 20.14 Underlying Price 400.500 Time to expiry: 22 Days Jan 10 101.000 0.98 55.44 0 0 0| 0 0 0 0 300 81.250 0.97 48.83 0 0 0| 0 0 0 0 320 71.000 0.97 41.12 0 0 0| 0 0 0 0 330 61.000 0.97 35.75 0 0 0| 0 0 0 0 340 51.000 0.96 30.65 0 0 0| 0 15 0 0 350 40.750 0.98 22.06 0 0 0| 0 98 0 0 360 31.250 0.93 22.10 0 0 0| 0 51 0 0 370 22.500 0.85 21.19 0 0 0| 0 105 0 0 380 14.750 0.70 20.99 0 0 0| 0 32 0 0 390 8.500 0.52 20.14 0 0 0| 0 157 0 0 400 4.000 0.33 19.39 0 0 0| 0 1,020 0 0 410 1.750 0.18 19.66 0 0 0| 0 4,867 0 0 420 1.000 0.08 25.92 0 0 0| 0 0 0 0 440 0.750 0.05 32.57 0 0 0| 0 0 0 0 460 Total 0 0 0| 0 6,345 0 0 Indicative a-t-m Vol 22.86 Underlying Price 400.500 Time to expiry: 57 Days Feb 10 62.000 0.94 27.09 0 0 0| 0 0 0 0 340 43.500 0.87 24.74 0 0 0| 0 0 0 0 360 35.250 0.81 24.79 0 0 0| 0 3 0 0 370 27.500 0.73 23.58 0 0 0| 0 0 0 0 380 20.750 0.64 23.21 0 0 0| 0 0 0 0 390 15.000 0.53 22.86 0 0 0| 0 10 0 0 400 10.250 0.42 22.28 0 0 0| 0 45 0 0 410 6.750 0.31 21.75 0 0 0| 0 0 0 0 420 2.500 0.15 21.34 0 0 0| 0 20 0 0 440 0.750 0.05 20.76 0 0 0| 0 0 0 0 460 Total 0 0 0| 0 78 0 0 Indicative a-t-m Vol 24.73 Underlying Price 400.500 Time to expiry: 85 Days Mar 10 181.000 1.00 44.45 0 0 0| 0 0 0 0 220 161.000 1.00 38.33 0 0 0| 0 12 0 0 240 144.250 141.000 1.00 35.71 144.250 S 144.250 S 0 0 4| 5 11 +5 0 260 121.000 1.00 28.57 0 0 0| 0 0 0 0 280 101.500 0.98 31.10 0 0 0| 0 4 0 0 300 82.500 0.95 29.72 0 0 0| 0 41 0 0 320 63.750 0.90 28.08 0 0 0| 0 65 0 0 340 47.250 0.81 27.76 0 0 0| 0 754 0 0 360 31.750 0.69 25.60 0 0 0| 0 132 0 0 380 25.000 0.62 24.56 0 0 0| 0 0 0 0 390 20.000 19.750 0.53 24.73 20.000 S 20.000 S 0 0 1| 0 184 0 0 400 14.500 0.45 23.75 0 0 0| 0 40 0 0 410 10.500 0.36 23.12 0 0 0| 0 125 0 0 420 5.000 0.21 22.49 0 0 0| 0 45 0 0 440 Total 0 0 5| 5 1,413 +5 0 Equity Options 15:57 Business Day Thu 24 Dec 2009 Previous Business Day Wed 23 Dec 2009 Page 46 Calls | Block | Opening Settle Delta Vola- Daily Trade Bclear Total | Official **Open Change Exer- Exer Trans Price tility High Low Volume Volume*** Volume | Volume Int cises Price | Indicative a-t-m Vol 26.33 Underlying Price 400.500 Time to expiry: 176 Days Jun 10 221.250 1.00 47.65 0 0 0| 0 0 0 0 180 201.250 1.00 44.68 0 0 0| 0 0 0 0 200 181.500 0.99 42.19 0 0 0| 0 0 0 0 220 161.750 0.99 38.69 0 0 0| 0 0 0 0 240 123.000 0.96 34.41 0 0 0| 0 0 0 0 280 104.750 0.93 33.45 0 0 0| 0 2 0 0 300 86.500 0.89 31.24 0 0 0| 0 16 0 0 320 69.500 0.83 29.88 0 0 0| 0 42 0 0 340 53.500 0.75 28.25 0 0 0| 0 144 0 0 360 39.750 0.66 26.97 0 0 0| 0 148 0 0 380 28.500 0.55 26.33 0 0 0| 0 528 0 0 400 19.250 0.43 25.52 0 0 0| 2 80 0 0 420 12.750 0.32 25.07 0 0 0| 1 159 0 0 440 Total 0 0 0| 3 1,119 0 0 Indicative a-t-m Vol 27.77 Underlying Price 400.500 Time to expiry: 267 Days Sep 10 124.750 0.93 35.22 0 0 0| 0 0 0 0 280 89.500 0.85 31.96 0 0 0| 0 1 0 0 320 73.250 0.79 30.38 0 0 0| 0 0 0 0 340 58.500 0.72 29.12 0 0 0| 0 35 0 0 360 46.000 0.63 28.45 0 0 0| 0 25 0 0 380 35.250 0.54 27.77 0 0 0| 0 44 0 0 400 26.500 0.45 27.17 0 0 0| 0 25 0 0 420 19.250 0.36 26.68 0 0 0| 0 20 0 0 440 Total 0 0 0| 0 150 0 0 Indicative a-t-m Vol 28.86 Underlying Price 400.500 Time to expiry: 358 Days Dec 10 221.250 1.00 27.63 0 0 0| 0 0 0 0 180 201.250 1.00 26.06 0 0 0| 0 0 0 0 200 181.500 1.00 31.89 0 0 0| 0 0 0 0 220 162.250 0.98 34.58 0 0 0| 0 0 0 0 240 126.500 0.91 35.73 0 0 0| 0 4 0 0 280 92.250 0.83 32.44 0 0 0| 0 0 0 0 320 63.500 0.70 30.39 0 0 0| 0 10 0 0 360 51.500 0.62 29.43 0 0 0| 0 0 0 0 380 41.250 0.55 28.86 0 0 0| 0 47 0 0 400 32.750 0.47 28.44 0 0 0| 0 30 0 0 420 25.250 0.40 27.83 0 0 0| 0 250 0 0 440 Total 0 0 0| 0 341 0 0 Indicative a-t-m Vol 30.00 Underlying Price 400.500 Time to expiry: 540 Days Jun 11 165.500 0.94 40.00 0 0 0| 0 0 0 0 240 128.500 0.89 34.00 0 0 0| 0 0 0 0 280 98.250 0.79 33.00 0 0 0| 0 0 0 0 320 71.750 0.68 31.00 0 0 0| 0 0 0 0 360 51.250 0.56 30.00 0 0 0| 0 0 0 0 400 Equity Options 15:57 Business Day Thu 24 Dec 2009 Previous Business Day Wed 23 Dec 2009 Page 47 Calls | Block | Opening Settle Delta Vola- Daily Trade Bclear Total | Official **Open Change Exer- Exer Trans Price tility High Low Volume Volume*** Volume | Volume Int cises Price | 33.750 0.43 28.01 0 0 0| 0 0 0 0 440 Total 0 0 0| 0 0 0 0 Indicative a-t-m Vol 29.00 Underlying Price 400.500 Time to expiry: 722 Days Dec 11 222.250 0.99 40.56 0 0 0| 0 0 0 0 180 202.750 0.99 39.50 0 0 0| 0 0 0 0 200 185.000 0.96 41.10 0 0 0| 0 0 0 0 220 167.000 0.93 39.00 0 0 0| 0 0 0 0 240 130.750 0.88 33.39 0 0 0| 0 0 0 0 280 100.250 0.78 31.00 0 0 0| 0 0 0 0 320 76.000 0.67 30.00 0 0 0| 0 0 0 0 360 56.250 0.57 29.00 0 0 0| 0 0 0 0 400 45.000 0.47 30.36 0 0 0| 0 0 0 0 440 Total 0 0 0| 0 0 0 0 Indicative a-t-m Vol 29.00 Underlying Price 400.500 Time to expiry: 1093 Days Dec 12 85.250 0.67 30.00 0 0 0| 0 0 0 0 360 66.750 0.59 29.00 0 0 0| 0 0 0 0 400 57.000 0.51 30.36 0 0 0| 0 0 0 0 440 Total 0 0 0| 0 0 0 0 Total Calls 0 0 5| 8 9,446 +5 0 | Equity Options 15:57 Business Day Thu 24 Dec 2009 Previous Business Day Wed 23 Dec 2009 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 | Marks and Spencer plc - STND OPT (M+S) Indicative a-t-m Vol 21.22 Underlying Price 400.500 Time to expiry: 22 Days Jan 10 CAB 0.00 37.68 0 0 0| 0 0 0 0 300 CAB 0.00 33.08 0 0 0| 0 40 0 0 320 CAB -0.01 30.88 0 0 0| 0 60 0 0 330 CAB -0.01 28.53 0 0 0| 0 19 0 0 340 0.250 -0.02 27.62 0 0 0| 0 96 0 0 350 0.500 -0.04 24.91 0 0 0| 0 91 0 0 360 1.000 -0.09 23.95 0 0 0| 0 91 0 0 370 2.250 -0.17 22.88 0 0 0| 0 536 0 0 380 4.500 -0.30 21.99 0 0 0| 0 15 0 0 390 8.250 -0.48 21.22 0 0 0| 0 71 0 0 400 14.000 -0.66 21.02 0 0 0| 0 0 0 0 410 21.750 -0.81 21.31 0 0 0| 0 0 0 0 420 40.000 -0.95 22.92 0 0 0| 0 0 0 0 440 59.500 -0.99 24.95 0 0 0| 0 0 0 0 460 Total 0 0 0| 0 1,019 0 0 Indicative a-t-m Vol 23.23 Underlying Price 400.500 Time to expiry: 57 Days Feb 10 1.000 -0.05 26.77 0 0 0| 0 30 0 0 340 3.000 -0.14 26.02 0 0 0| 0 4 0 0 360 4.750 -0.20 25.55 0 0 0| 0 0 0 0 370 7.000 -0.28 24.61 0 0 0| 0 15 0 0 380 10.250 -0.37 24.12 0 0 0| 0 0 0 0 390 14.250 -0.47 23.23 0 0 0| 0 5 0 0 400 19.750 -0.58 22.73 0 0 0| 20 35 +20 0 410 26.250 -0.68 22.45 0 0 0| 0 0 0 0 420 41.750 -0.85 22.01 0 0 0| 0 0 0 0 440 61.000 -0.91 25.45 0 0 0| 0 0 0 0 460 Total 0 0 0| 20 89 +20 0 Indicative a-t-m Vol 24.98 Underlying Price 400.500 Time to expiry: 85 Days Mar 10 CAB 0.00 42.01 0 0 0| 0 115 0 0 220 CAB 0.00 39.92 0 0 0| 0 73 0 0 240 0.250 -0.01 37.64 0 0 0| 0 110 0 0 260 0.250 -0.01 35.33 0 0 0| 0 86 0 0 280 0.750 -0.03 33.15 0 0 0| 0 124 0 0 300 1.500 -0.06 30.68 0 0 0| 0 95 0 0 320 3.250 -0.11 29.31 0 0 0| 0 98 0 0 340 6.000 -0.19 27.60 0 0 0| 0 614 0 0 360 11.000 -0.31 26.18 0 0 0| 0 142 0 0 380 14.250 -0.39 25.23 0 0 0| 0 0 0 0 390 17.500 18.750 -0.47 24.98 17.500 S 17.500 S 0 0 1| 0 30 0 0 400 23.750 -0.55 24.39 0 0 0| 0 0 0 0 410 30.250 -0.63 24.43 0 0 0| 0 0 0 0 420 43.250 44.500 -0.78 23.59 43.250 S 43.250 S 0 0 4| 5 34 +5 0 440 Total 0 0 5| 5 1,521 +5 0 Equity Options 15:57 Business Day Thu 24 Dec 2009 Previous Business Day Wed 23 Dec 2009 Page 49 Puts | Block | Opening Settle Delta Vola- Daily Trade Bclear Total | Official **Open Change Exer- Exer Trans Price tility High Low Volume Volume*** Volume | Volume Int cises Price | Indicative a-t-m Vol 26.52 Underlying Price 400.500 Time to expiry: 176 Days Jun 10 CAB 0.00 38.83 0 0 0| 0 0 0 0 180 0.250 0.00 39.89 0 0 0| 0 55 0 0 200 0.500 -0.01 39.52 0 0 0| 0 102 0 0 220 1.000 -0.02 38.24 0 0 0| 0 54 0 0 240 3.250 -0.07 35.37 0 0 0| 0 163 0 0 280 4.500 -0.10 32.73 0 0 0| 0 136 0 0 300 7.000 -0.15 31.09 0 0 0| 2 49 0 0 320 11.000 -0.21 29.97 0 0 0| 0 67 0 0 340 16.250 -0.30 28.50 0 0 0| 0 19 0 0 360 23.500 -0.40 27.30 0 0 0| 4 43 +2 0 380 33.000 -0.50 26.52 0 0 0| 0 17 0 0 400 45.250 -0.61 26.34 0 0 0| 0 0 0 0 420 58.750 -0.71 25.17 0 0 0| 0 0 0 0 440 Total 0 0 0| 6 705 +2 0 Indicative a-t-m Vol 27.86 Underlying Price 400.500 Time to expiry: 267 Days Sep 10 5.750 -0.10 34.14 0 0 0| 0 95 0 0 280 12.000 -0.18 31.39 0 0 0| 0 7 0 0 320 16.750 -0.24 30.18 0 0 0| 1 2 +1 0 340 23.250 -0.32 29.39 0 0 0| 0 26 0 0 360 31.250 -0.40 28.54 0 0 0| 0 0 0 0 380 41.000 -0.48 27.86 0 0 0| 0 0 0 0 400 52.500 -0.57 27.29 0 0 0| 0 0 0 0 420 65.500 -0.65 26.57 0 0 0| 0 0 0 0 440 Total 0 0 0| 1 130 +1 0 Indicative a-t-m Vol 28.87 Underlying Price 400.500 Time to expiry: 358 Days Dec 10 0.750 -0.01 38.41 0 0 0| 0 0 0 0 180 1.750 -0.03 38.71 0 0 0| 0 60 0 0 200 2.750 -0.04 37.18 0 0 0| 0 80 0 0 220 4.250 -0.06 35.98 0 0 0| 0 508 0 0 240 9.250 -0.12 33.66 0 0 0| 0 1,528 0 0 280 17.750 -0.22 31.71 0 0 0| 0 0 0 0 320 31.500 -0.34 30.45 0 0 0| 1 1 +1 0 360 40.250 -0.41 29.65 0 0 0| 0 0 0 0 380 50.250 -0.48 28.87 0 0 0| 0 2 0 0 400 62.250 -0.55 28.54 0 0 0| 0 0 0 0 420 75.500 -0.62 28.35 0 0 0| 0 4 0 0 440 Total 0 0 0| 1 2,183 +1 0 Indicative a-t-m Vol 30.00 Underlying Price 400.500 Time to expiry: 540 Days Jun 11 11.750 -0.11 39.00 0 0 0| 0 0 0 0 240 17.000 -0.17 34.00 0 0 0| 0 0 0 0 280 27.500 -0.25 32.00 0 0 0| 0 0 0 0 320 43.500 -0.36 31.00 0 0 0| 0 0 0 0 360 63.750 -0.47 30.00 0 0 0| 0 0 0 0 400 87.000 -0.59 28.48 0 0 0| 0 0 0 0 440 Equity Options 15:57 Business Day Thu 24 Dec 2009 Previous Business Day Wed 23 Dec 2009 Page 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 0 0 0| 0 0 0 0 Indicative a-t-m Vol 29.00 Underlying Price 400.500 Time to expiry: 722 Days Dec 11 10.750 -0.07 48.00 0 0 0| 0 2,000 0 0 180 11.250 -0.08 43.00 0 0 0| 0 0 0 0 200 14.000 -0.10 41.00 0 0 0| 0 0 0 0 220 15.750 -0.12 38.00 0 0 0| 0 0 0 0 240 20.000 -0.18 32.00 0 0 0| 0 0 0 0 280 32.750 -0.26 31.00 0 0 0| 0 0 0 0 320 49.000 -0.36 30.00 0 0 0| 0 0 0 0 360 69.000 -0.46 29.00 0 0 0| 0 0 0 0 400 96.500 -0.54 29.99 0 0 0| 0 0 0 0 440 Total 0 0 0| 0 2,000 0 0 Indicative a-t-m Vol 29.00 Underlying Price 400.500 Time to expiry: 1093 Days Dec 12 60.500 -0.35 30.00 0 0 0| 0 0 0 0 360 80.250 -0.43 29.00 0 0 0| 0 0 0 0 400 107.250 -0.50 29.99 0 0 0| 0 0 0 0 440 Total 0 0 0| 0 0 0 0 Total Puts 0 0 5| 33 7,647 +29 0 Grand Total 0 0 10| 41 17,093 +34 0 Equity Options 15:57 Business Day Thu 24 Dec 2009 Previous Business Day Wed 23 Dec 2009 Page 51 Calls | Block | Opening Settle Delta Vola- Daily Trade Bclear Total | Official **Open Change Exer- Exer Trans Price tility High Low Volume Volume*** Volume | Volume Int cises Price | Mitchells & Butlers plc - STND OPT (MAB) Indicative a-t-m Vol 36.88 Underlying Price 254.900 Time to expiry: 85 Days Mar 10 56.250 0.95 33.09 0 0 0| 0 0 0 0 200 40.000 0.83 36.36 0 0 0| 0 0 0 0 220 32.750 0.75 36.96 0 0 0| 0 0 0 0 230 26.500 0.67 37.12 0 0 0| 0 0 0 0 240 23.750 0.63 37.28 0 0 0| 0 0 0 0 245 20.750 0.58 36.88 0 0 0| 0 0 0 0 250 16.250 0.50 36.88 0 0 0| 0 62 0 0 260 12.250 0.41 36.71 0 0 0| 0 2 0 0 270 9.000 0.33 36.26 0 0 0| 0 49 0 0 280 4.750 0.20 36.24 0 0 0| 0 503 0 0 300 2.500 0.12 36.82 0 0 0| 0 45 0 0 320 1.000 0.05 40.93 0 0 0| 0 2 0 0 360 Total 0 0 0| 0 663 0 0 Indicative a-t-m Vol 42.38 Underlying Price 254.900 Time to expiry: 176 Days Jun 10 48.500 0.75 43.82 0 0 0| 0 0 0 0 220 42.000 0.70 43.10 0 0 0| 0 0 0 0 230 36.500 0.64 42.97 0 0 0| 0 0 0 0 240 26.500 0.53 42.13 0 0 0| 0 0 0 0 260 18.750 0.43 41.61 0 0 0| 0 8 0 0 280 13.250 0.33 41.31 0 0 0| 0 0 0 0 300 9.250 0.25 41.23 0 0 0| 0 3 0 0 320 4.500 0.14 41.58 0 0 0| 0 40 0 0 360 Total 0 0 0| 0 51 0 0 Indicative a-t-m Vol 45.55 Underlying Price 254.900 Time to expiry: 267 Days Sep 10 56.000 0.72 47.77 0 0 0| 0 0 0 0 220 49.500 0.68 46.61 0 0 0| 0 0 0 0 230 44.500 0.63 46.40 0 0 0| 0 0 0 0 240 34.750 0.55 45.18 0 0 0| 0 0 0 0 260 26.750 0.46 44.22 0 0 0| 0 0 0 0 280 16.000 0.32 43.39 0 0 0| 0 0 0 0 320 Total 0 0 0| 0 0 0 0 Total Calls 0 0 0| 0 714 0 0 | Equity Options 15:57 Business Day Thu 24 Dec 2009 Previous Business Day Wed 23 Dec 2009 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 | Mitchells & Butlers plc - STND OPT (MAB) Indicative a-t-m Vol 38.64 Underlying Price 254.900 Time to expiry: 85 Days Mar 10 3.250 -0.11 44.94 0 0 0| 0 0 0 0 200 6.250 -0.20 41.48 0 0 0| 0 0 0 0 220 9.000 -0.26 40.34 0 0 0| 0 31 0 0 230 12.000 -0.34 39.23 0 0 0| 0 126 0 0 240 14.250 -0.38 39.26 0 0 0| 0 0 0 0 245 16.500 -0.42 38.86 0 0 0| 0 0 0 0 250 21.500 -0.50 38.33 0 0 0| 0 7 0 0 260 27.500 -0.58 38.21 0 0 0| 0 0 0 0 270 34.500 -0.66 38.17 0 0 0| 0 17 0 0 280 50.250 -0.78 38.50 0 0 0| 0 0 0 0 300 67.750 -0.87 39.28 0 0 0| 0 0 0 0 320 105.750 -0.95 41.78 0 0 0| 0 0 0 0 360 Total 0 0 0| 0 181 0 0 Indicative a-t-m Vol 37.60 Underlying Price 254.900 Time to expiry: 176 Days Jun 10 14.000 -0.28 40.39 0 0 0| 0 5 0 0 220 17.500 -0.33 39.31 0 0 0| 0 0 0 0 230 21.750 -0.39 38.81 0 0 0| 0 85 0 0 240 31.500 -0.51 37.08 0 0 0| 0 5 0 0 260 44.000 -0.63 35.85 0 0 0| 0 10 0 0 280 58.000 -0.75 33.71 0 0 0| 0 0 0 0 300 73.750 -0.85 31.07 0 0 0| 0 20 0 0 320 110.250 -0.99 23.30 0 0 0| 0 20 0 0 360 Total 0 0 0| 0 145 0 0 Indicative a-t-m Vol 39.91 Underlying Price 254.900 Time to expiry: 267 Days Sep 10 20.500 -0.29 41.86 0 0 0| 0 0 0 0 220 24.500 -0.34 41.55 0 0 0| 0 0 0 0 230 29.000 -0.38 40.72 0 0 0| 0 70 0 0 240 39.250 -0.48 39.56 0 0 0| 0 0 0 0 260 51.250 -0.57 38.45 0 0 0| 0 0 0 0 280 80.000 -0.74 36.10 0 0 0| 0 0 0 0 320 Total 0 0 0| 0 70 0 0 Total Puts 0 0 0| 0 396 0 0 Grand Total 0 0 0| 0 1,110 0 0 Equity Options 15:57 Business Day Thu 24 Dec 2009 Previous Business Day Wed 23 Dec 2009 Page 53 Calls | Block | Opening Settle Delta Vola- Daily Trade Bclear Total | Official **Open Change Exer- Exer Trans Price tility High Low Volume Volume*** Volume | Volume Int cises Price | Morrison (Wm) Supermarkets plc - STND OPT (MWR) Indicative a-t-m Vol 16.05 Underlying Price 277.000 Time to expiry: 22 Days Jan 10 47.500 0.97 39.34 0 0 0| 0 0 0 0 230 37.000 1.00 21.39 0 0 0| 0 0 0 0 240 17.750 0.91 19.35 0 0 0| 0 0 0 0 260 9.000 0.74 16.86 0 0 0| 0 0 0 0 270 3.000 0.40 15.71 0 0 0| 0 36 0 0 280 0.500 0.10 14.11 0 0 0| 0 54 0 0 290 CAB 0.01 13.57 0 0 0| 0 0 0 0 300 CAB 0.00 13.00 0 0 0| 0 0 0 0 310 CAB 0.00 12.80 0 0 0| 0 0 0 0 320 CAB 0.00 12.60 0 0 0| 0 0 0 0 340 Total 0 0 0| 0 90 0 0 Indicative a-t-m Vol 18.34 Underlying Price 277.000 Time to expiry: 57 Days Feb 10 47.500 0.97 25.82 0 0 0| 0 0 0 0 230 37.500 0.97 20.53 0 0 0| 0 0 0 0 240 19.750 0.80 19.96 0 0 0| 0 0 0 0 260 12.250 0.65 18.71 0 0 0| 0 0 0 0 270 6.750 0.46 18.18 0 0 0| 0 8 0 0 280 3.250 0.28 17.86 0 0 0| 0 30 0 0 290 1.500 0.14 17.76 0 0 0| 0 15 0 0 300 CAB 0.00 10.38 0 0 0| 0 0 0 0 320 Total 0 0 0| 0 53 0 0 Indicative a-t-m Vol 20.32 Underlying Price 277.000 Time to expiry: 85 Days Mar 10 57.500 0.99 21.88 0 0 0| 0 3 0 0 220 48.000 0.95 24.14 0 0 0| 0 0 0 0 230 38.500 0.92 22.12 0 0 0| 0 0 0 0 240 21.750 0.76 20.64 0 0 0| 0 30 0 0 260 15.250 0.63 20.77 0 0 0| 0 0 0 0 270 9.750 0.48 20.12 0 0 0| 0 53 0 0 280 5.750 0.34 19.68 0 0 0| 0 15 0 0 290 3.250 0.22 19.95 0 0 0| 0 62 0 0 300 1.000 0.08 20.66 0 0 0| 0 37 0 0 320 0.250 0.01 23.41 0 0 0| 0 0 0 0 360 Total 0 0 0| 0 200 0 0 Indicative a-t-m Vol 21.06 Underlying Price 277.000 Time to expiry: 176 Days Jun 10 58.500 0.95 24.32 0 0 0| 0 0 0 0 220 40.250 0.87 22.51 0 0 0| 0 0 0 0 240 24.750 0.71 21.54 0 0 0| 0 126 0 0 260 13.500 0.50 20.98 0 0 0| 0 40 0 0 280 6.500 0.30 20.58 0 0 0| 0 16 0 0 300 2.500 0.15 20.21 0 0 0| 0 63 0 0 320 0.500 0.04 21.99 0 0 0| 0 0 0 0 360 Total 0 0 0| 0 245 0 0 Equity Options 15:57 Business Day Thu 24 Dec 2009 Previous Business Day Wed 23 Dec 2009 Page 54 Calls | Block | Opening Settle Delta Vola- Daily Trade Bclear Total | Official **Open Change Exer- Exer Trans Price tility High Low Volume Volume*** Volume | Volume Int cises Price | Indicative a-t-m Vol 22.09 Underlying Price 277.000 Time to expiry: 267 Days Sep 10 42.500 0.82 23.75 0 0 0| 0 0 0 0 240 28.250 0.67 23.00 0 0 0| 0 0 0 0 260 17.250 0.50 21.93 0 0 0| 0 0 0 0 280 9.750 0.34 21.29 0 0 0| 0 0 0 0 300 5.000 0.21 20.75 0 0 0| 0 0 0 0 320 Total 0 0 0| 0 0 0 0 Total Calls 0 0 0| 0 588 0 0 | Equity Options 15:57 Business Day Thu 24 Dec 2009 Previous Business Day Wed 23 Dec 2009 Page 55 Puts | Block | Opening Settle Delta Vola- Daily Trade Bclear Total | Official **Open Change Exer- Exer Trans Price tility High Low Volume Volume*** Volume | Volume Int cises Price | Morrison (Wm) Supermarkets plc - STND OPT (MWR) Indicative a-t-m Vol 16.16 Underlying Price 277.000 Time to expiry: 22 Days Jan 10 CAB 0.00 27.00 0 0 0| 0 0 0 0 230 CAB -0.01 23.00 0 0 0| 0 0 0 0 240 0.500 -0.07 17.68 0 0 0| 0 0 0 0 260 1.750 -0.26 16.51 0 0 0| 0 0 0 0 270 6.000 -0.60 16.01 0 0 0| 0 38 0 0 280 13.750 -0.86 16.61 0 0 0| 0 2 0 0 290 23.250 -0.96 18.67 0 0 0| 0 0 0 0 300 33.250 -0.97 24.53 0 0 0| 0 15 0 0 310 43.250 -0.97 30.00 0 0 0| 0 0 0 0 320 63.500 -0.96 45.69 0 0 0| 0 0 0 0 340 Total 0 0 0| 0 55 0 0 Indicative a-t-m Vol 18.63 Underlying Price 277.000 Time to expiry: 57 Days Feb 10 0.500 -0.04 27.01 0 0 0| 0 0 0 0 230 0.750 -0.06 23.95 0 0 0| 0 0 0 0 240 2.500 -0.20 19.88 0 0 0| 0 0 0 0 260 5.000 -0.35 18.81 0 0 0| 0 172 0 0 270 9.750 -0.54 18.55 0 0 0| 0 19 0 0 280 16.250 -0.71 18.86 0 0 0| 0 0 0 0 290 24.500 -0.85 18.83 0 0 0| 0 0 0 0 300 43.250 -0.97 20.30 0 0 0| 0 0 0 0 320 Total 0 0 0| 0 191 0 0 Indicative a-t-m Vol 20.70 Underlying Price 277.000 Time to expiry: 85 Days Mar 10 CAB -0.01 20.66 0 0 0| 0 119 0 0 220 0.500 -0.03 22.00 0 0 0| 0 50 0 0 230 1.250 -0.08 22.22 0 0 0| 0 29 0 0 240 4.500 -0.25 21.20 0 0 0| 0 101 0 0 260 7.750 -0.38 21.07 0 0 0| 0 0 0 0 270 12.500 -0.52 20.54 0 0 0| 0 83 0 0 280 18.250 -0.66 19.80 0 0 0| 0 0 0 0 290 25.750 -0.79 19.48 0 0 0| 0 32 0 0 300 43.750 -0.92 20.81 0 0 0| 0 0 0 0 320 83.250 -0.98 28.16 0 0 0| 0 0 0 0 360 Total 0 0 0| 0 414 0 0 Indicative a-t-m Vol 20.37 Underlying Price 277.000 Time to expiry: 176 Days Jun 10 2.000 -0.09 23.46 0 0 0| 0 100 0 0 220 4.750 -0.19 22.33 0 0 0| 0 96 0 0 240 10.750 -0.36 21.26 0 0 0| 0 230 0 0 260 20.250 -0.56 20.22 0 0 0| 0 142 0 0 280 33.750 -0.76 19.34 0 0 0| 0 60 0 0 300 50.750 -0.88 18.98 0 0 0| 0 50 0 0 320 89.000 -0.98 18.67 0 0 0| 0 0 0 0 360 Total 0 0 0| 0 678 0 0 Equity Options 15:57 Business Day Thu 24 Dec 2009 Previous Business Day Wed 23 Dec 2009 Page 56 Puts | Block | Opening Settle Delta Vola- Daily Trade Bclear Total | Official **Open Change Exer- Exer Trans Price tility High Low Volume Volume*** Volume | Volume Int cises Price | Indicative a-t-m Vol 21.60 Underlying Price 277.000 Time to expiry: 267 Days Sep 10 8.000 -0.23 23.00 0 0 0| 0 0 0 0 240 14.500 -0.37 22.10 0 0 0| 0 20 0 0 260 24.500 -0.53 21.51 0 0 0| 0 0 0 0 280 37.250 -0.69 20.76 0 0 0| 0 0 0 0 300 52.500 -0.82 19.60 0 0 0| 0 0 0 0 320 Total 0 0 0| 0 20 0 0 Total Puts 0 0 0| 0 1,358 0 0 Grand Total 0 0 0| 0 1,946 0 0 Equity Options 15:57 Business Day Thu 24 Dec 2009 Previous Business Day Wed 23 Dec 2009 Page 57 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 | National Grid plc - STND OPT (NGG) Indicative a-t-m Vol 18.20 Underlying Price 663.000 Time to expiry: 85 Days Mar 10 224.000 1.00 22.60 0 0 0| 0 0 0 0 440 184.000 1.00 25.05 0 0 0| 0 0 0 0 480 144.500 0.98 24.46 0 0 0| 0 0 0 0 520 106.000 0.94 22.95 0 0 0| 0 0 0 0 560 69.000 0.86 20.65 0 0 0| 0 409 0 0 600 53.000 0.78 19.81 0 0 0| 0 0 0 0 620 37.500 0.68 18.76 0 0 0| 0 185 0 0 640 25.500 0.55 18.28 0 0 0| 0 12 0 0 660 16.000 0.41 17.75 0 0 0| 6 355 +6 0 680 5.500 0.18 17.63 0 0 0| 5 446 0 0 720 2.000 0.08 18.82 0 0 0| 0 0 0 0 760 1.000 0.04 21.36 0 0 0| 0 0 0 0 800 Total 0 0 0| 11 1,407 +6 0 Indicative a-t-m Vol 19.75 Underlying Price 663.000 Time to expiry: 176 Days Jun 10 185.000 0.98 24.90 0 0 0| 0 10 0 0 480 147.000 0.95 24.43 0 0 0| 0 0 0 0 520 110.500 0.89 23.23 0 0 0| 0 4 0 0 560 76.000 0.80 21.44 0 0 0| 0 24 0 0 600 61.000 0.73 20.64 0 0 0| 0 0 0 0 620 48.000 0.64 20.36 0 0 0| 0 46 0 0 640 26.000 0.45 19.30 0 0 0| 172 187 +167 0 680 13.000 0.28 18.94 0 0 0| 0 14 0 0 720 2.000 0.06 18.27 0 0 0| 0 0 0 0 800 Total 0 0 0| 172 285 +167 0 Indicative a-t-m Vol 20.36 Underlying Price 663.000 Time to expiry: 267 Days Sep 10 112.000 0.87 22.95 0 0 0| 0 0 0 0 560 80.500 0.76 22.34 0 0 0| 0 0 0 0 600 53.000 0.62 21.04 0 0 0| 0 0 0 0 640 31.500 0.46 19.86 0 0 0| 0 2 0 0 680 18.000 0.30 19.39 0 0 0| 20 20 +20 0 720 Total 0 0 0| 20 22 +20 0 Total Calls 0 0 0| 203 1,714 +193 0 | Equity Options 15:57 Business Day Thu 24 Dec 2009 Previous Business Day Wed 23 Dec 2009 Page 58 Puts | Block | Opening Settle Delta Vola- Daily Trade Bclear Total | Official **Open Change Exer- Exer Trans Price tility High Low Volume Volume*** Volume | Volume Int cises Price | National Grid plc - STND OPT (NGG) Indicative a-t-m Vol 18.85 Underlying Price 663.000 Time to expiry: 85 Days Mar 10 CAB 0.00 18.83 0 0 0| 0 7 0 0 440 CAB 0.00 23.28 0 0 0| 0 38 0 0 480 0.500 -0.02 24.09 0 0 0| 0 304 0 0 520 2.000 -0.06 23.00 0 0 0| 0 532 0 0 560 5.500 -0.15 21.19 0 0 0| 0 160 0 0 600 9.000 -0.23 20.21 0 0 0| 0 24 0 0 620 14.000 -0.33 19.34 0 0 0| 2 240 +2 0 640 22.500 -0.46 19.02 0 0 0| 0 0 0 0 660 32.000 -0.59 17.89 0 0 0| 0 20 0 0 680 62.000 -0.82 18.01 0 0 0| 0 0 0 0 720 98.000 -0.93 18.71 0 0 0| 0 0 0 0 760 137.500 -0.98 20.84 0 0 0| 0 0 0 0 800 Total 0 0 0| 2 1,325 +2 0 Indicative a-t-m Vol 18.83 Underlying Price 663.000 Time to expiry: 176 Days Jun 10 2.500 -0.05 26.62 0 0 0| 0 18 0 0 480 5.500 -0.10 24.64 0 0 0| 0 22 0 0 520 10.500 -0.18 22.98 0 0 0| 0 36 0 0 560 19.500 -0.30 21.06 0 0 0| 1 33 +1 0 600 26.000 -0.38 20.21 0 0 0| 0 0 0 0 620 34.500 -0.47 19.52 0 0 0| 1 60 +1 0 640 57.000 -0.66 18.32 0 0 0| 0 1 0 0 680 85.500 -0.83 16.42 0 0 0| 0 26 0 0 720 159.500 -0.98 14.69 0 0 0| 0 0 0 0 800 Total 0 0 0| 2 196 +2 0 Indicative a-t-m Vol 19.46 Underlying Price 663.000 Time to expiry: 267 Days Sep 10 16.500 -0.21 22.81 0 0 0| 0 1 0 0 560 27.500 -0.32 21.45 0 0 0| 0 6 0 0 600 43.000 -0.46 20.19 0 0 0| 0 20 0 0 640 64.000 -0.61 18.92 0 0 0| 0 10 0 0 680 92.500 -0.75 18.25 0 0 0| 0 0 0 0 720 Total 0 0 0| 0 37 0 0 Total Puts 0 0 0| 4 1,558 +4 0 Grand Total 0 0 0| 207 3,272 +197 0 Equity Options 15:57 Business Day Thu 24 Dec 2009 Previous Business Day Wed 23 Dec 2009 Page 59 Calls | Block | Opening Settle Delta Vola- Daily Trade Bclear Total | Official **Open Change Exer- Exer Trans Price tility High Low Volume Volume*** Volume | Volume Int cises Price | Next Plc - STND OPT (NXT) Indicative a-t-m Vol 23.89 Underlying Price 2065.000 Time to expiry: 85 Days Mar 10 869.500 0.99 51.87 0 0 0| 0 0 0 0 1200 769.500 0.99 45.20 0 0 0| 0 0 0 0 1300 670.500 0.98 40.60 0 0 0| 0 0 0 0 1400 571.500 0.97 35.84 0 0 0| 4 8 +4 0 1500 474.000 0.96 32.31 0 0 0| 0 0 0 0 1600 378.500 0.93 29.48 0 0 0| 0 3 0 0 1700 287.500 0.87 27.24 0 0 0| 0 183 0 0 1800 203.000 0.78 25.08 0 0 0| 0 112 0 0 1900 166.500 0.71 24.67 0 0 0| 0 0 0 0 1950 134.000 0.64 24.31 0 0 0| 0 306 0 0 2000 81.000 0.47 23.67 0 0 0| 0 9 0 0 2100 43.500 0.31 23.05 0 0 0| 3 44 +3 0 2200 10.500 0.10 22.89 0 0 0| 0 0 0 0 2400 2.000 0.03 23.53 0 0 0| 0 0 0 0 2600 Total 0 0 0| 7 665 +7 0 Indicative a-t-m Vol 26.54 Underlying Price 2065.000 Time to expiry: 176 Days Jun 10 688.000 0.94 43.77 0 0 0| 0 0 0 0 1400 492.500 0.90 33.32 0 0 0| 0 0 0 0 1600 402.000 0.86 30.53 0 0 0| 0 0 0 0 1700 317.500 0.80 28.57 0 0 0| 0 21 0 0 1800 243.000 0.72 27.34 0 0 0| 0 12 0 0 1900 181.000 0.61 26.80 0 0 0| 0 45 0 0 2000 90.500 0.39 26.02 0 0 0| 0 9 0 0 2200 39.000 0.21 25.35 0 0 0| 0 9 0 0 2400 Total 0 0 0| 0 96 0 0 Indicative a-t-m Vol 28.65 Underlying Price 2065.000 Time to expiry: 267 Days Sep 10 350.000 0.75 30.90 0 0 0| 0 0 0 0 1800 282.000 0.68 29.88 0 0 0| 0 3 0 0 1900 223.000 0.60 29.15 0 0 0| 0 0 0 0 2000 129.500 0.43 27.61 0 0 0| 0 0 0 0 2200 71.000 0.28 26.79 0 0 0| 0 0 0 0 2400 Total 0 0 0| 0 3 0 0 Total Calls 0 0 0| 7 764 +7 0 | Equity Options 15:57 Business Day Thu 24 Dec 2009 Previous Business Day Wed 23 Dec 2009 Page 60 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 | Next Plc - STND OPT (NXT) Indicative a-t-m Vol 24.98 Underlying Price 2065.000 Time to expiry: 85 Days Mar 10 1.000 -0.01 47.57 0 0 0| 0 22 0 0 1200 1.500 -0.01 42.50 0 0 0| 0 20 0 0 1300 2.000 -0.01 38.26 0 0 0| 0 13 0 0 1400 3.000 -0.02 34.54 0 0 0| 0 2 0 0 1500 6.000 -0.04 32.30 0 0 0| 0 3 0 0 1600 10.500 -0.07 29.53 0 0 0| 0 29 0 0 1700 19.500 -0.13 27.35 0 0 0| 0 229 0 0 1800 38.000 -0.23 26.18 0 0 0| 0 8 0 0 1900 51.500 -0.30 25.66 0 0 0| 0 0 0 0 1950 69.500 -0.37 25.43 0 0 0| 0 394 0 0 2000 116.500 -0.53 24.73 0 0 0| 0 0 0 0 2100 179.500 -0.68 24.36 0 0 0| 0 0 0 0 2200 344.500 -0.89 24.13 0 0 0| 0 0 0 0 2400 544.000 536.000 -0.97 25.16 544.000 544.000 0 0 2| 4 6 +4 0 2600 Total 0 0 2| 4 726 +4 0 Indicative a-t-m Vol 26.74 Underlying Price 2065.000 Time to expiry: 176 Days Jun 10 9.000 -0.04 33.43 0 0 0| 0 56 0 0 1400 26.500 -0.11 31.16 0 0 0| 0 16 0 0 1600 42.000 -0.17 30.05 0 0 0| 0 0 0 0 1700 64.000 -0.24 28.84 0 0 0| 0 11 0 0 1800 95.500 -0.33 27.98 0 0 0| 0 8 0 0 1900 136.500 -0.43 27.18 0 0 0| 0 11 0 0 2000 249.500 -0.64 25.82 0 0 0| 0 10 0 0 2200 402.500 -0.81 25.29 0 0 0| 0 0 0 0 2400 Total 0 0 0| 0 112 0 0 Indicative a-t-m Vol 28.72 Underlying Price 2065.000 Time to expiry: 267 Days Sep 10 104.000 -0.27 30.76 0 0 0| 0 0 0 0 1800 139.500 -0.35 29.96 0 0 0| 0 0 0 0 1900 182.500 -0.42 29.18 0 0 0| 0 0 0 0 2000 292.000 -0.58 27.77 0 0 0| 0 0 0 0 2200 433.000 -0.73 26.83 0 0 0| 0 0 0 0 2400 Total 0 0 0| 0 0 0 0 Total Puts 0 0 2| 4 838 +4 0 Grand Total 0 0 2| 11 1,602 +11 0 Equity Options 15:57 Business Day Thu 24 Dec 2009 Previous Business Day Wed 23 Dec 2009 Page 61 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 | Northern Rock plc - STND OPT (NKR) Indicative a-t-m Vol 198.38 Underlying Price 20.000 Time to expiry: 61 Days Mar 08 CAB 0.00 198.38 0 0 0| 0 0 0 0 48 CAB 0.00 189.88 0 0 0| 0 5 0 0 64 CAB 0.00 183.07 0 0 0| 0 0 0 0 72 CAB 0.00 177.14 0 0 0| 0 0 0 0 80 CAB 0.00 174.15 0 0 0| 0 2 0 0 84 CAB 0.00 171.19 0 0 0| 0 9 0 0 88 CAB 0.00 162.50 0 0 0| 0 111 0 0 100 CAB 0.00 153.38 0 0 0| 0 125 0 0 120 CAB 0.00 144.76 0 0 0| 0 156 0 0 140 CAB 0.00 141.41 0 0 0| 0 26 0 0 150 CAB 0.00 138.26 0 0 0| 0 0 0 0 160 CAB 0.00 135.76 0 0 0| 0 10 0 0 170 CAB 0.00 133.76 0 0 0| 0 2 0 0 180 CAB 0.00 132.66 0 0 0| 0 16 0 0 190 CAB 0.00 132.30 0 0 0| 0 168 0 0 200 CAB 0.00 131.30 0 0 0| 0 0 0 0 210 CAB 0.00 130.55 0 0 0| 0 135 0 0 220 CAB 0.00 129.29 0 0 0| 0 86 0 0 240 CAB 0.00 128.17 0 0 0| 0 174 0 0 260 CAB 0.00 128.17 0 0 0| 0 45 0 0 280 CAB 0.00 128.27 0 0 0| 0 282 0 0 300 CAB 0.00 128.37 0 0 0| 0 50 0 0 320 CAB 0.00 128.77 0 0 0| 0 20 0 0 340 CAB 0.00 128.97 0 0 0| 0 111 0 0 360 CAB 0.00 127.30 0 0 0| 0 11 0 0 380 CAB 0.00 124.49 0 0 0| 0 3 0 0 420 CAB 0.00 124.42 0 0 0| 0 5 0 0 440 CAB 0.00 125.07 0 0 0| 0 4 0 0 460 CAB 0.00 124.99 0 0 0| 0 10 0 0 480 CAB 0.00 124.94 0 0 0| 0 13 0 0 500 CAB 0.00 124.17 0 0 0| 0 3 0 0 520 CAB 0.00 125.99 0 0 0| 0 13 0 0 560 CAB 0.00 125.37 0 0 0| 0 19 0 0 600 CAB 0.00 124.37 0 0 0| 0 0 0 0 620 CAB 0.00 125.06 0 0 0| 0 505 0 0 640 CAB 0.00 125.06 0 0 0| 0 30 0 0 680 CAB 0.00 125.66 0 0 0| 0 659 0 0 720 CAB 0.00 128.40 0 0 0| 0 45 0 0 760 CAB 0.00 128.11 0 0 0| 0 127 0 0 800 CAB 0.00 127.50 0 0 0| 0 1 0 0 840 CAB 0.00 127.41 0 0 0| 0 2 0 0 850 CAB 0.00 127.27 0 0 0| 0 10 0 0 880 CAB 0.00 127.27 0 0 0| 0 20 0 0 920 CAB 0.00 125.62 0 0 0| 0 20 0 0 1000 CAB 0.00 126.24 0 0 0| 0 5 0 0 1100 Total 0 0 0| 0 3,038 0 0 Equity Options 15:57 Business Day Thu 24 Dec 2009 Previous Business Day Wed 23 Dec 2009 Page 62 Calls | Block | Opening Settle Delta Vola- Daily Trade Bclear Total | Official **Open Change Exer- Exer Trans Price tility High Low Volume Volume*** Volume | Volume Int cises Price | Indicative a-t-m Vol 139.96 Underlying Price 20.000 Time to expiry: 62 Days Jun 08 CAB 0.00 139.96 0 0 0| 0 3 0 0 60 CAB 0.00 137.96 0 0 0| 0 0 0 0 80 CAB 0.00 136.96 0 0 0| 0 0 0 0 88 CAB 0.00 134.96 0 0 0| 0 17 0 0 110 CAB 0.00 133.96 0 0 0| 0 0 0 0 120 CAB 0.00 132.46 0 0 0| 0 0 0 0 130 CAB 0.00 131.46 0 0 0| 0 0 0 0 140 CAB 0.00 129.96 0 0 0| 0 20 0 0 150 CAB 0.00 128.33 0 0 0| 0 6 0 0 160 CAB 0.00 126.87 0 0 0| 0 0 0 0 170 CAB 0.00 125.95 0 0 0| 0 3 0 0 180 CAB 0.00 128.96 0 0 0| 0 52 0 0 220 CAB 0.00 128.96 0 0 0| 0 137 0 0 240 Total 0 0 0| 0 238 0 0 Total Calls 0 0 0| 0 3,276 0 0 | Equity Options 15:57 Business Day Thu 24 Dec 2009 Previous Business Day Wed 23 Dec 2009 Page 63 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 | Northern Rock plc - STND OPT (NKR) Indicative a-t-m Vol 210.40 Underlying Price 20.000 Time to expiry: 61 Days Mar 08 28.000 -1.00 210.40 0 0 0| 0 5 0 0 48 44.000 -1.00 202.90 0 0 0| 0 0 0 0 64 52.000 -1.00 197.03 0 0 0| 0 10 0 0 72 60.000 -1.00 191.48 0 0 0| 0 281 0 0 80 64.000 -1.00 188.58 0 0 0| 0 0 0 0 84 68.000 -1.00 185.48 0 0 0| 0 62 0 0 88 80.000 -1.00 176.55 0 0 0| 0 71 0 0 100 100.000 -1.00 166.21 0 0 0| 0 54 0 0 120 120.000 -1.00 158.56 0 0 0| 0 330 0 0 140 130.000 -1.00 153.88 0 0 0| 0 33 0 0 150 140.000 -1.00 149.27 0 0 0| 0 21 0 0 160 150.000 -1.00 145.68 0 0 0| 0 188 0 0 170 160.000 -1.00 143.10 0 0 0| 0 51 0 0 180 170.000 -1.00 141.37 0 0 0| 0 3 0 0 190 180.000 -1.00 140.94 0 0 0| 0 86 0 0 200 190.000 -1.00 138.80 0 0 0| 0 25 0 0 210 200.000 -1.00 138.62 0 0 0| 0 51 0 0 220 220.000 -1.00 135.53 0 0 0| 0 0 0 0 240 240.000 -1.00 133.56 0 0 0| 0 10 0 0 260 260.000 -1.00 132.36 0 0 0| 0 7 0 0 280 280.000 -1.00 131.33 0 0 0| 0 33 0 0 300 300.000 -1.00 129.42 0 0 0| 0 0 0 0 320 320.000 -1.00 128.45 0 0 0| 0 0 0 0 340 340.000 -1.00 128.15 0 0 0| 0 0 0 0 360 360.000 -1.00 126.84 0 0 0| 0 5 0 0 380 400.000 -1.00 126.91 0 0 0| 0 0 0 0 420 420.000 -1.00 128.53 0 0 0| 0 3 0 0 440 440.000 -1.00 128.53 0 0 0| 0 0 0 0 460 460.000 -1.00 127.95 0 0 0| 0 11 0 0 480 480.000 -1.00 129.12 0 0 0| 0 0 0 0 500 500.000 -1.00 130.58 0 0 0| 0 4 0 0 520 540.000 -1.00 129.70 0 0 0| 0 10 0 0 560 580.000 -1.00 127.66 0 0 0| 0 0 0 0 600 600.000 -1.00 127.37 0 0 0| 0 249 0 0 620 620.000 -1.00 127.66 0 0 0| 0 60 0 0 640 660.000 -1.00 127.37 0 0 0| 0 20 0 0 680 700.000 -1.00 128.24 0 0 0| 0 0 0 0 720 740.000 -1.00 127.37 0 0 0| 0 9 0 0 760 780.000 -1.00 130.28 0 0 0| 0 0 0 0 800 820.000 -1.00 127.95 0 0 0| 0 0 0 0 840 830.000 -1.00 128.83 0 0 0| 0 0 0 0 850 860.000 -1.00 127.95 0 0 0| 0 5 0 0 880 900.000 -1.00 128.53 0 0 0| 0 0 0 0 920 980.000 -1.00 126.49 0 0 0| 0 4 0 0 1000 1080.000 -1.00 128.53 0 0 0| 0 0 0 0 1100 Total 0 0 0| 0 1,701 0 0 Equity Options 15:57 Business Day Thu 24 Dec 2009 Previous Business Day Wed 23 Dec 2009 Page 64 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 144.27 Underlying Price 20.000 Time to expiry: 62 Days Jun 08 40.000 -1.00 144.27 0 0 0| 0 0 0 0 60 60.000 -1.00 141.28 0 0 0| 0 5 0 0 80 68.000 -1.00 140.28 0 0 0| 0 160 0 0 88 90.000 -1.00 137.78 0 0 0| 0 0 0 0 110 100.000 -1.00 136.78 0 0 0| 0 210 0 0 120 110.000 -1.00 135.78 0 0 0| 0 13 0 0 130 120.000 -1.00 134.78 0 0 0| 0 12 0 0 140 130.000 -1.00 133.28 0 0 0| 0 30 0 0 150 140.000 -1.00 131.15 0 0 0| 0 103 0 0 160 150.000 -1.00 129.69 0 0 0| 0 100 0 0 170 160.000 -1.00 128.77 0 0 0| 0 59 0 0 180 200.000 -1.00 130.27 0 0 0| 0 0 0 0 220 220.000 -1.00 131.77 0 0 0| 0 0 0 0 240 Total 0 0 0| 0 692 0 0 Total Puts 0 0 0| 0 2,393 0 0 Grand Total 0 0 0| 0 5,669 0 0 Equity Options 15:57 Business Day Thu 24 Dec 2009 Previous Business Day Wed 23 Dec 2009 Page 65 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 | Old Mutual PLC - STND OPT (OMT) Indicative a-t-m Vol 38.08 Underlying Price 108.200 Time to expiry: 85 Days Mar 10 44.250 1.00 43.38 0 0 0| 0 55 0 0 64 40.500 0.99 43.56 0 0 0| 0 0 0 0 68 36.500 0.98 42.48 0 0 0| 0 0 0 0 72 32.750 0.96 44.25 0 0 0| 0 25 0 0 76 29.000 0.94 43.06 0 0 0| 0 0 0 0 80 25.250 0.92 40.65 0 0 0| 0 10 0 0 84 21.750 0.88 39.86 0 0 0| 0 0 0 0 88 18.500 0.83 40.39 0 0 0| 0 5 0 0 92 15.500 0.77 39.90 0 0 0| 0 0 0 0 96 12.750 0.70 38.63 0 0 0| 0 0 0 0 100 7.250 0.51 37.94 0 0 0| 0 105 0 0 110 3.750 0.32 37.27 0 0 0| 0 55 0 0 120 1.750 0.18 37.40 0 0 0| 0 0 0 0 130 1.000 0.10 38.54 0 0 0| 0 0 0 0 140 0.250 0.04 42.82 0 0 0| 0 0 0 0 160 Total 0 0 0| 0 255 0 0 Indicative a-t-m Vol 38.16 Underlying Price 108.200 Time to expiry: 176 Days Jun 10 23.500 0.82 41.15 0 0 0| 0 0 0 0 88 20.500 0.78 40.38 0 0 0| 0 0 0 0 92 17.750 0.73 40.25 0 0 0| 0 0 0 0 96 15.250 0.67 39.26 0 0 0| 0 0 0 0 100 10.000 0.52 37.89 0 0 0| 0 75 0 0 110 6.500 0.39 37.85 0 0 0| 0 55 0 0 120 4.000 0.27 37.61 0 0 0| 0 55 0 0 130 2.250 0.17 36.54 0 0 0| 0 34 0 0 140 Total 0 0 0| 0 219 0 0 Indicative a-t-m Vol 38.58 Underlying Price 108.200 Time to expiry: 267 Days Sep 10 19.750 0.70 40.27 0 0 0| 0 0 0 0 96 17.500 0.65 39.91 0 0 0| 0 0 0 0 100 12.500 0.53 38.25 0 0 0| 0 58 0 0 110 8.750 0.42 37.82 0 0 0| 0 0 0 0 120 4.500 0.25 38.30 0 0 0| 0 20 0 0 140 Total 0 0 0| 0 78 0 0 Total Calls 0 0 0| 0 552 0 0 | Equity Options 15:57 Business Day Thu 24 Dec 2009 Previous Business Day Wed 23 Dec 2009 Page 66 Puts | Block | Opening Settle Delta Vola- Daily Trade Bclear Total | Official **Open Change Exer- Exer Trans Price tility High Low Volume Volume*** Volume | Volume Int cises Price | Old Mutual PLC - STND OPT (OMT) Indicative a-t-m Vol 38.11 Underlying Price 108.200 Time to expiry: 85 Days Mar 10 0.250 -0.02 57.24 0 0 0| 0 8 0 0 64 0.250 -0.03 53.79 0 0 0| 0 55 0 0 68 0.250 -0.03 47.74 0 0 0| 0 40 0 0 72 0.500 -0.05 46.80 0 0 0| 0 0 0 0 76 0.750 -0.06 44.58 0 0 0| 0 45 0 0 80 1.250 -0.10 44.45 0 0 0| 0 40 0 0 84 1.500 -0.13 42.13 0 0 0| 0 0 0 0 88 2.250 -0.18 40.75 0 0 0| 0 0 0 0 92 3.250 -0.24 40.36 0 0 0| 0 5 0 0 96 4.250 -0.30 39.13 0 0 0| 0 100 0 0 100 8.750 -0.50 37.85 0 0 0| 0 0 0 0 110 15.500 -0.68 38.18 0 0 0| 0 0 0 0 120 23.250 -0.83 36.68 0 0 0| 0 0 0 0 130 32.250 -0.93 35.08 0 0 0| 0 0 0 0 140 51.750 -1.00 22.31 0 0 0| 0 0 0 0 160 Total 0 0 0| 0 293 0 0 Indicative a-t-m Vol 37.18 Underlying Price 108.200 Time to expiry: 176 Days Jun 10 4.000 -0.21 40.35 0 0 0| 0 0 0 0 88 5.250 -0.26 39.46 0 0 0| 0 24 0 0 92 6.250 -0.30 37.81 0 0 0| 0 30 0 0 96 8.000 -0.36 37.97 0 0 0| 0 52 0 0 100 13.000 -0.51 36.98 0 0 0| 0 20 0 0 110 19.250 -0.65 35.25 0 0 0| 0 40 0 0 120 27.000 -0.77 34.36 0 0 0| 0 0 0 0 130 36.000 -0.83 36.83 0 0 0| 0 0 0 0 140 Total 0 0 0| 0 166 0 0 Indicative a-t-m Vol 37.60 Underlying Price 108.200 Time to expiry: 267 Days Sep 10 9.000 -0.32 39.20 0 0 0| 0 0 0 0 96 10.750 -0.36 38.78 0 0 0| 0 0 0 0 100 15.500 -0.48 37.31 0 0 0| 0 0 0 0 110 21.750 -0.59 36.47 0 0 0| 0 0 0 0 120 37.250 -0.78 35.65 0 0 0| 0 0 0 0 140 Total 0 0 0| 0 0 0 0 Total Puts 0 0 0| 0 459 0 0 Grand Total 0 0 0| 0 1,011 0 0 Equity Options 15:57 Business Day Thu 24 Dec 2009 Previous Business Day Wed 23 Dec 2009 Page 67 Calls | Block | Opening Settle Delta Vola- Daily Trade Bclear Total | Official **Open Change Exer- Exer Trans Price tility High Low Volume Volume*** Volume | Volume Int cises Price | Party Gaming plc - STND OPT (PTG) Indicative a-t-m Vol 39.90 Underlying Price 254.400 Time to expiry: 85 Days Mar 10 97.500 0.94 70.18 0 0 0| 0 0 0 0 160 60.000 0.86 52.83 0 0 0| 0 0 0 0 200 43.000 0.78 46.68 0 0 0| 0 0 0 0 220 28.500 0.65 42.25 0 0 0| 0 10 0 0 240 17.000 0.50 38.89 0 0 0| 0 0 0 0 260 8.000 0.32 34.76 0 0 0| 0 0 0 0 280 2.500 0.12 37.12 0 0 0| 0 4 0 0 320 1.750 0.08 46.01 0 0 0| 0 0 0 0 360 1.250 0.05 53.30 0 0 0| 0 0 0 0 400 Total 0 0 0| 0 14 0 0 Indicative a-t-m Vol 49.47 Underlying Price 254.400 Time to expiry: 176 Days Jun 10 102.500 0.89 66.74 0 0 0| 0 0 0 0 160 70.500 0.79 58.52 0 0 0| 0 0 0 0 200 55.250 0.72 53.38 0 0 0| 0 0 0 0 220 44.000 0.64 52.70 0 0 0| 0 0 0 0 240 21.250 0.44 43.46 0 0 0| 0 62 0 0 280 15.000 0.31 49.28 0 0 0| 0 101 0 0 320 6.000 0.14 52.00 0 0 0| 0 0 0 0 400 Total 0 0 0| 0 163 0 0 Indicative a-t-m Vol 46.20 Underlying Price 254.400 Time to expiry: 267 Days Sep 10 72.000 0.79 49.43 0 0 0| 0 0 0 0 200 58.750 0.72 47.74 0 0 0| 0 0 0 0 220 47.250 0.64 46.41 0 0 0| 0 0 0 0 240 30.500 0.49 45.80 0 0 0| 0 0 0 0 280 18.250 0.35 44.36 0 0 0| 0 0 0 0 320 6.250 0.15 43.00 0 0 0| 0 0 0 0 400 Total 0 0 0| 0 0 0 0 Total Calls 0 0 0| 0 177 0 0 | Equity Options 15:57 Business Day Thu 24 Dec 2009 Previous Business Day Wed 23 Dec 2009 Page 68 Puts | Block | Opening Settle Delta Vola- Daily Trade Bclear Total | Official **Open Change Exer- Exer Trans Price tility High Low Volume Volume*** Volume | Volume Int cises Price | Party Gaming plc - STND OPT (PTG) Indicative a-t-m Vol 39.38 Underlying Price 254.400 Time to expiry: 85 Days Mar 10 1.250 -0.04 59.90 0 0 0| 0 0 0 0 160 4.750 -0.13 50.79 0 0 0| 0 50 0 0 200 8.000 -0.22 45.60 0 0 0| 0 4 0 0 220 13.500 -0.35 41.82 0 0 0| 0 0 0 0 240 21.750 -0.51 38.33 0 0 0| 0 0 0 0 260 34.500 -0.67 37.41 0 0 0| 0 0 0 0 280 69.000 -0.85 41.82 0 0 0| 0 0 0 0 320 107.500 -0.91 48.75 0 0 0| 0 0 0 0 360 147.000 -0.94 56.40 0 0 0| 0 0 0 0 400 Total 0 0 0| 0 54 0 0 Indicative a-t-m Vol 48.26 Underlying Price 254.400 Time to expiry: 176 Days Jun 10 6.250 -0.10 62.82 0 0 0| 0 0 0 0 160 11.250 -0.19 50.49 0 0 0| 0 50 0 0 200 14.500 -0.26 43.93 0 0 0| 0 0 0 0 220 25.250 -0.36 47.34 0 0 0| 0 1 0 0 240 50.500 -0.54 49.96 0 0 0| 0 0 0 0 280 80.500 -0.68 51.01 0 0 0| 0 0 0 0 320 151.250 -0.85 54.35 0 0 0| 0 0 0 0 400 Total 0 0 0| 0 51 0 0 Indicative a-t-m Vol 45.20 Underlying Price 254.400 Time to expiry: 267 Days Sep 10 14.000 -0.20 45.61 0 0 0| 0 0 0 0 200 22.000 -0.28 46.15 0 0 0| 0 0 0 0 220 30.750 -0.36 45.43 0 0 0| 0 0 0 0 240 53.750 -0.52 44.77 0 0 0| 0 0 0 0 280 81.500 -0.67 43.34 0 0 0| 0 0 0 0 320 153.500 -0.81 48.80 0 0 0| 0 0 0 0 400 Total 0 0 0| 0 0 0 0 Total Puts 0 0 0| 0 105 0 0 Grand Total 0 0 0| 0 282 0 0 Equity Options 15:57 Business Day Thu 24 Dec 2009 Previous Business Day Wed 23 Dec 2009 Page 69 Calls | Block | Opening Settle Delta Vola- Daily Trade Bclear Total | Official **Open Change Exer- Exer Trans Price tility High Low Volume Volume*** Volume | Volume Int cises Price | Pearson plc - STND OPT (PSO) Indicative a-t-m Vol 21.84 Underlying Price 878.000 Time to expiry: 85 Days Mar 10 399.000 1.00 43.63 0 0 0| 0 5 0 0 480 359.000 1.00 29.88 0 0 0| 0 0 0 0 520 319.500 0.99 39.64 0 0 0| 0 0 0 0 560 279.500 0.99 32.13 0 0 0| 0 0 0 0 600 240.000 0.99 30.15 0 0 0| 0 1 0 0 640 200.500 0.97 28.47 0 0 0| 0 0 0 0 680 162.000 0.94 27.01 0 0 0| 0 46 0 0 720 125.500 0.89 25.74 0 0 0| 0 11 0 0 760 93.500 90.500 0.81 23.66 93.500 S 93.500 S 0 0 2| 2 15 0 0 800 61.000 0.68 22.83 0 0 0| 0 57 0 0 840 48.000 0.60 22.19 0 0 0| 0 0 0 0 860 37.000 0.52 21.80 0 0 0| 4 35 -4 0 880 28.500 0.44 21.96 0 0 0| 4 4 +4 0 900 20.500 0.35 21.30 0 0 0| 4 9 +4 0 920 11.000 0.22 21.58 0 0 0| 0 3 0 0 960 Total 0 0 2| 14 186 +4 0 Indicative a-t-m Vol 23.57 Underlying Price 878.000 Time to expiry: 176 Days Jun 10 240.500 0.98 27.47 0 0 0| 0 0 0 0 640 166.000 0.90 27.63 0 0 0| 0 0 0 0 720 131.500 0.84 26.35 0 0 0| 0 5 0 0 760 100.000 0.75 25.46 0 0 0| 0 1 0 0 800 72.000 72.500 0.64 24.37 72.000 S 72.000 S 0 0 2| 0 37 0 0 840 50.000 0.52 23.53 0 0 0| 3 31 0 0 880 32.500 0.39 22.87 0 0 0| 6 6 +6 0 920 20.500 0.28 22.46 0 0 0| 0 0 0 0 960 Total 0 0 2| 9 80 +6 0 Indicative a-t-m Vol 24.46 Underlying Price 878.000 Time to expiry: 267 Days Sep 10 107.500 0.72 25.93 0 0 0| 0 0 0 0 800 82.000 0.62 25.08 0 0 0| 0 0 0 0 840 61.000 0.51 24.43 0 0 0| 0 0 0 0 880 44.500 0.41 23.91 0 0 0| 0 0 0 0 920 31.500 0.32 23.58 0 0 0| 0 0 0 0 960 Total 0 0 0| 0 0 0 0 Total Calls 0 0 4| 23 266 +10 0 | Equity Options 15:57 Business Day Thu 24 Dec 2009 Previous Business Day Wed 23 Dec 2009 Page 70 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 | Pearson plc - STND OPT (PSO) Indicative a-t-m Vol 23.28 Underlying Price 878.000 Time to expiry: 85 Days Mar 10 CAB 0.00 48.79 0 0 0| 0 103 0 0 480 CAB 0.00 42.76 0 0 0| 0 0 0 0 520 0.500 -0.01 38.10 0 0 0| 0 0 0 0 560 0.500 -0.01 34.47 0 0 0| 0 14 0 0 600 1.000 -0.02 31.64 0 0 0| 0 5 0 0 640 1.500 -0.03 29.42 0 0 0| 0 0 0 0 680 3.000 -0.06 27.69 0 0 0| 0 0 0 0 720 6.500 -0.11 26.26 0 0 0| 0 41 0 0 760 13.000 -0.20 25.16 0 0 0| 0 39 0 0 800 25.000 24.000 -0.33 24.41 25.000 25.000 0 0 4| 6 14 +4 0 840 31.000 -0.40 23.81 0 0 0| 0 0 0 0 860 39.500 -0.48 23.22 0 0 0| 0 8 0 0 880 50.500 -0.56 23.05 0 0 0| 0 0 0 0 900 63.500 -0.64 23.01 0 0 0| 0 1 0 0 920 93.500 92.000 -0.78 21.88 93.500 S 93.500 S 0 0 2| 2 4 +2 0 960 Total 0 0 6| 8 229 +6 0 Indicative a-t-m Vol 23.62 Underlying Price 878.000 Time to expiry: 176 Days Jun 10 5.500 -0.06 29.90 0 0 0| 0 7 0 0 640 14.500 -0.15 27.43 0 0 0| 0 0 0 0 720 22.000 -0.22 26.11 0 0 0| 0 8 0 0 760 33.500 -0.31 25.27 0 0 0| 0 15 0 0 800 48.500 -0.42 24.23 0 0 0| 6 6 +6 0 840 68.000 -0.53 23.59 0 0 0| 0 0 0 0 880 91.000 92.500 -0.64 23.00 91.000 S 91.000 S 0 0 2| 0 0 0 0 920 122.000 -0.74 22.79 0 0 0| 0 0 0 0 960 Total 0 0 2| 6 36 +6 0 Indicative a-t-m Vol 24.25 Underlying Price 878.000 Time to expiry: 267 Days Sep 10 51.000 -0.35 25.87 0 0 0| 0 0 0 0 800 67.500 -0.44 25.05 0 0 0| 0 0 0 0 840 88.000 -0.53 24.20 0 0 0| 0 0 0 0 880 112.000 -0.62 23.59 0 0 0| 0 0 0 0 920 141.500 -0.70 23.71 0 0 0| 0 0 0 0 960 Total 0 0 0| 0 0 0 0 Total Puts 0 0 8| 14 265 +12 0 Grand Total 0 0 12| 37 531 +22 0 Equity Options 15:57 Business Day Thu 24 Dec 2009 Previous Business Day Wed 23 Dec 2009 Page 71 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 | Persimmon PLC - STND OPT (PER) Indicative a-t-m Vol 26.16 Underlying Price 447.500 Time to expiry: 85 Days Mar 10 169.250 0.97 53.52 0 0 0| 0 4 0 0 280 129.500 0.96 41.39 0 0 0| 0 0 0 0 320 110.750 0.94 39.73 0 0 0| 0 0 0 0 340 92.500 0.90 38.09 0 0 0| 0 0 0 0 360 74.750 0.85 35.87 0 0 0| 0 0 0 0 380 56.500 0.80 31.12 0 0 0| 0 66 0 0 400 41.000 0.70 29.01 0 0 0| 0 0 0 0 420 33.000 0.65 26.62 0 0 0| 0 0 0 0 430 27.000 0.58 26.15 0 0 0| 0 15 0 0 440 22.000 0.51 26.17 0 0 0| 0 0 0 0 450 18.750 0.45 27.64 0 0 0| 0 0 0 0 460 11.750 0.33 27.14 0 0 0| 0 20 0 0 480 6.750 0.22 26.64 0 0 0| 0 0 0 0 500 4.500 0.15 27.95 0 0 0| 0 0 0 0 520 1.250 0.05 26.65 0 0 0| 0 0 0 0 560 0.250 0.01 30.42 0 0 0| 0 24 0 0 640 Total 0 0 0| 0 129 0 0 Indicative a-t-m Vol 31.40 Underlying Price 447.500 Time to expiry: 176 Days Jun 10 133.250 0.92 37.61 0 0 0| 0 0 0 0 320 99.000 0.85 35.62 0 0 0| 0 0 0 0 360 82.000 0.80 33.24 0 0 0| 0 0 0 0 380 68.000 0.73 32.88 0 0 0| 0 0 0 0 400 55.000 0.66 32.29 0 0 0| 0 0 0 0 420 43.750 0.58 31.62 0 0 0| 0 0 0 0 440 33.750 0.50 31.00 0 0 0| 0 12 0 0 460 25.500 0.42 30.22 0 0 0| 0 0 0 0 480 12.000 0.25 27.86 0 0 0| 0 5 0 0 520 6.750 0.16 28.64 0 0 0| 0 0 0 0 560 2.250 0.06 30.70 0 0 0| 0 0 0 0 640 Total 0 0 0| 0 17 0 0 Indicative a-t-m Vol 35.42 Underlying Price 447.500 Time to expiry: 267 Days Sep 10 81.750 0.70 36.90 0 0 0| 0 0 0 0 400 69.750 0.65 36.31 0 0 0| 0 0 0 0 420 59.000 0.59 35.64 0 0 0| 0 0 0 0 440 49.500 0.53 35.02 0 0 0| 0 0 0 0 460 40.500 0.47 34.24 0 0 0| 0 0 0 0 480 14.250 0.24 30.05 0 0 0| 0 0 0 0 560 Total 0 0 0| 0 0 0 0 Total Calls 0 0 0| 0 146 0 0 | Equity Options 15:57 Business Day Thu 24 Dec 2009 Previous Business Day Wed 23 Dec 2009 Page 72 Puts | Block | Opening Settle Delta Vola- Daily Trade Bclear Total | Official **Open Change Exer- Exer Trans Price tility High Low Volume Volume*** Volume | Volume Int cises Price | Persimmon PLC - STND OPT (PER) Indicative a-t-m Vol 28.27 Underlying Price 447.500 Time to expiry: 85 Days Mar 10 0.250 -0.01 40.21 0 0 0| 0 1 0 0 280 1.000 -0.03 39.40 0 0 0| 0 3 0 0 320 2.000 -0.05 37.71 0 0 0| 0 24 0 0 340 3.250 -0.09 35.51 0 0 0| 0 27 0 0 360 5.750 -0.14 34.09 0 0 0| 0 55 0 0 380 7.500 -0.20 29.96 0 0 0| 0 7 0 0 400 13.500 -0.30 30.05 0 0 0| 0 5 0 0 420 16.750 -0.36 29.14 0 0 0| 0 0 0 0 430 20.250 -0.42 28.00 0 0 0| 0 12 0 0 440 25.500 -0.48 28.39 0 0 0| 0 0 0 0 450 31.000 -0.55 28.18 0 0 0| 0 2 0 0 460 44.250 -0.67 28.00 0 0 0| 0 12 0 0 480 59.500 -0.77 28.36 0 0 0| 0 0 0 0 500 77.250 -0.83 29.72 0 0 0| 0 0 0 0 520 114.000 -0.93 30.60 0 0 0| 0 0 0 0 560 192.500 -0.99 32.77 0 0 0| 0 0 0 0 640 Total 0 0 0| 0 148 0 0 Indicative a-t-m Vol 30.67 Underlying Price 447.500 Time to expiry: 176 Days Jun 10 4.000 -0.07 36.48 0 0 0| 0 0 0 0 320 8.500 -0.14 33.46 0 0 0| 0 10 0 0 360 13.000 -0.20 32.94 0 0 0| 0 0 0 0 380 18.250 -0.27 32.27 0 0 0| 0 2 0 0 400 24.250 -0.34 30.77 0 0 0| 0 0 0 0 420 33.500 -0.42 30.74 0 0 0| 0 21 0 0 440 44.250 -0.50 30.53 0 0 0| 0 0 0 0 460 56.250 -0.59 30.25 0 0 0| 0 0 0 0 480 84.250 -0.74 29.00 0 0 0| 0 0 0 0 520 117.000 -0.86 27.47 0 0 0| 0 0 0 0 560 193.500 -0.95 30.63 0 0 0| 0 0 0 0 640 Total 0 0 0| 0 33 0 0 Indicative a-t-m Vol 34.42 Underlying Price 447.500 Time to expiry: 267 Days Sep 10 30.750 -0.30 36.02 0 0 0| 0 0 0 0 400 37.250 -0.35 34.52 0 0 0| 0 0 0 0 420 47.250 -0.41 34.49 0 0 0| 0 0 0 0 440 58.250 -0.47 34.28 0 0 0| 0 0 0 0 460 70.000 -0.53 34.00 0 0 0| 0 0 0 0 480 118.500 -0.83 24.91 0 0 0| 0 0 0 0 560 Total 0 0 0| 0 0 0 0 Total Puts 0 0 0| 0 181 0 0 Grand Total 0 0 0| 0 327 0 0 Equity Options 15:57 Business Day Thu 24 Dec 2009 Previous Business Day Wed 23 Dec 2009 Page 73 Calls | Block | Opening Settle Delta Vola- Daily Trade Bclear Total | Official **Open Change Exer- Exer Trans Price tility High Low Volume Volume*** Volume | Volume Int cises Price | Prudential plc - STND OPT (PRU) Indicative a-t-m Vol 25.55 Underlying Price 631.000 Time to expiry: 22 Days Jan 10 151.250 1.00 36.79 0 0 0| 0 0 0 0 480 111.250 1.00 28.16 0 0 0| 0 5 0 0 520 91.250 0.99 26.01 0 0 0| 0 0 0 0 540 71.500 0.98 23.60 0 0 0| 0 27 0 0 560 53.500 0.90 27.62 0 0 0| 0 28 0 0 580 36.500 0.79 26.47 0 0 0| 0 28 0 0 600 22.500 0.62 25.73 0 0 0| 13 665 +13 0 620 12.250 0.43 25.41 0 0 0| 0 668 0 0 640 5.750 0.25 25.09 0 0 0| 0 42 0 0 660 2.250 0.12 24.36 0 0 0| 0 17 0 0 680 CAB 0.00 18.19 0 0 0| 3 20 -3 0 720 CAB 0.00 5.91 0 0 0| 0 0 0 0 760 Total 0 0 0| 16 1,500 +10 0 Indicative a-t-m Vol 31.55 Underlying Price 631.000 Time to expiry: 57 Days Feb 10 116.000 0.91 38.97 0 0 0| 0 20 0 0 520 80.500 0.83 34.75 0 0 0| 0 2 0 0 560 65.500 0.75 34.92 0 0 0| 0 0 0 0 580 50.250 0.68 32.73 0 0 0| 0 11 0 0 600 38.250 0.58 32.15 0 0 0| 2 62 0 0 620 27.500 0.48 31.05 0 0 0| 2 107 +2 0 640 20.000 0.39 31.33 0 0 0| 2 54 +2 0 660 13.500 0.29 30.69 0 0 0| 0 108 0 0 680 5.750 0.15 30.26 0 0 0| 3 20 +3 0 720 2.250 0.07 30.35 0 0 0| 0 0 0 0 760 Total 0 0 0| 9 384 +7 0 Indicative a-t-m Vol 34.83 Underlying Price 631.000 Time to expiry: 85 Days Mar 10 391.500 1.00 47.63 0 0 0| 0 24 0 0 240 351.500 1.00 46.27 0 0 0| 0 0 0 0 280 331.500 1.00 45.63 0 0 0| 0 11 0 0 300 311.500 1.00 3.62 0 0 0| 0 6 0 0 320 291.750 1.00 15.42 0 0 0| 0 0 0 0 340 271.750 1.00 24.07 0 0 0| 0 0 0 0 360 251.750 1.00 10.27 0 0 0| 0 0 0 0 380 231.750 1.00 34.54 0 0 0| 0 3 0 0 400 212.250 0.99 36.65 0 0 0| 0 9 0 0 420 193.250 0.97 40.41 0 0 0| 0 56 0 0 440 174.000 0.96 39.67 0 0 0| 0 0 0 0 460 155.500 0.94 39.90 0 0 0| 0 17 0 0 480 120.500 0.87 38.99 0 0 0| 2 50 -2 0 520 88.750 0.77 37.95 0 0 0| 0 113 0 0 560 74.000 0.72 36.83 0 0 0| 0 0 0 0 580 61.000 0.65 36.01 0 0 0| 5 84 +2 0 600 48.750 0.58 35.06 0 0 0| 3 10 +3 0 620 Equity Options 15:57 Business Day Thu 24 Dec 2009 Previous Business Day Wed 23 Dec 2009 Page 74 Calls | Block | Opening Settle Delta Vola- Daily Trade Bclear Total | Official **Open Change Exer- Exer Trans Price tility High Low Volume Volume*** Volume | Volume Int cises Price | 38.750 0.50 34.64 0 0 0| 1 95 -1 0 640 30.750 0.43 34.52 0 0 0| 2 2 +2 0 660 23.000 0.36 33.67 0 0 0| 0 20 0 0 680 13.500 13.000 0.23 33.28 13.500 13.500 0 0 3| 0 53 0 0 720 Total 0 0 3| 13 553 +4 0 Indicative a-t-m Vol 37.93 Underlying Price 631.000 Time to expiry: 176 Days Jun 10 451.500 1.00 29.35 0 0 0| 0 0 0 0 180 431.500 1.00 38.76 0 0 0| 0 0 0 0 200 411.500 1.00 13.02 0 0 0| 0 0 0 0 220 391.500 1.00 24.68 0 0 0| 0 0 0 0 240 351.750 1.00 38.75 0 0 0| 0 0 0 0 280 312.000 1.00 44.20 0 0 0| 0 0 0 0 320 292.500 0.99 46.21 0 0 0| 0 0 0 0 340 273.000 0.98 46.87 0 0 0| 0 0 0 0 360 254.250 0.97 48.05 0 0 0| 0 0 0 0 380 236.000 0.95 48.18 0 0 0| 0 0 0 0 400 217.750 0.94 47.98 0 0 0| 0 8 0 0 420 199.250 0.92 45.75 0 0 0| 0 0 0 0 440 181.250 0.90 44.30 0 0 0| 0 8 0 0 460 166.000 0.86 45.52 0 0 0| 0 332 0 0 480 133.250 0.80 42.85 0 0 0| 0 42 0 0 520 103.750 0.72 40.50 0 0 0| 0 1,223 0 0 560 78.750 0.63 38.96 0 0 0| 0 20 0 0 600 57.500 0.52 37.63 0 0 0| 0 509 0 0 640 41.000 0.42 36.60 0 0 0| 0 39 0 0 680 29.000 0.33 36.19 0 0 0| 0 77 0 0 720 Total 0 0 0| 0 2,258 0 0 Indicative a-t-m Vol 39.03 Underlying Price 631.000 Time to expiry: 267 Days Sep 10 173.500 0.83 45.75 0 0 0| 0 0 0 0 480 142.500 142.750 0.77 43.16 142.500 142.500 0 0 15| 0 0 0 0 520 116.000 0.70 41.48 0 0 0| 0 15 0 0 560 92.250 0.62 39.93 0 0 0| 0 252 0 0 600 72.250 0.53 38.77 0 0 0| 0 12 0 0 640 55.500 0.45 37.69 0 0 0| 10 25 +10 0 680 42.250 0.38 36.99 0 0 0| 0 7 0 0 720 Total 0 0 15| 10 311 +10 0 Indicative a-t-m Vol 40.24 Underlying Price 631.000 Time to expiry: 358 Days Dec 10 451.500 1.00 63.47 0 0 0| 0 0 0 0 180 431.750 1.00 58.97 0 0 0| 0 0 0 0 200 411.750 1.00 56.47 0 0 0| 0 0 0 0 220 392.000 1.00 54.20 0 0 0| 0 0 0 0 240 353.000 0.99 53.88 0 0 0| 0 0 0 0 280 314.500 0.97 51.15 0 0 0| 0 0 0 0 320 277.500 0.95 48.75 0 0 0| 0 0 0 0 360 244.250 0.90 48.96 0 0 0| 0 0 0 0 400 Equity Options 15:57 Business Day Thu 24 Dec 2009 Previous Business Day Wed 23 Dec 2009 Page 75 Calls | Block | Opening Settle Delta Vola- Daily Trade Bclear Total | Official **Open Change Exer- Exer Trans Price tility High Low Volume Volume*** Volume | Volume Int cises Price | 212.250 0.86 47.55 0 0 0| 0 6 0 0 440 182.000 0.80 45.72 0 0 0| 0 0 0 0 480 130.000 0.68 43.05 0 0 0| 0 1 0 0 560 106.500 0.61 41.00 0 0 0| 0 0 0 0 600 87.500 0.55 40.02 0 0 0| 15 27 +15 0 640 71.000 0.48 39.11 0 0 0| 0 0 0 0 680 56.750 0.42 38.24 0 0 0| 0 35 0 0 720 Total 0 0 0| 15 69 +15 0 Indicative a-t-m Vol 43.76 Underlying Price 631.000 Time to expiry: 540 Days Jun 11 316.750 0.96 49.82 0 0 0| 0 0 0 0 320 282.250 0.92 48.18 0 0 0| 0 0 0 0 360 250.750 0.88 47.15 0 0 0| 0 0 0 0 400 222.750 0.83 46.67 0 0 0| 0 0 0 0 440 196.000 0.78 45.67 0 0 0| 0 0 0 0 480 151.750 0.68 44.36 0 0 0| 0 0 0 0 560 116.750 0.58 43.68 0 0 0| 0 0 0 0 640 86.750 0.48 42.27 0 0 0| 0 0 0 0 720 Total 0 0 0| 0 0 0 0 Indicative a-t-m Vol 41.31 Underlying Price 631.000 Time to expiry: 722 Days Dec 11 452.000 1.00 55.60 0 0 0| 0 0 0 0 180 432.250 1.00 51.39 0 0 0| 0 0 0 0 200 412.750 1.00 55.00 0 0 0| 0 0 0 0 220 392.750 1.00 49.43 0 0 0| 0 0 0 0 240 356.500 0.97 53.06 0 0 0| 0 0 0 0 280 318.750 0.95 47.45 0 0 0| 0 0 0 0 320 286.250 0.91 46.69 0 0 0| 0 0 0 0 360 257.000 0.86 46.16 0 0 0| 0 0 0 0 400 231.250 0.82 45.56 0 0 0| 0 0 0 0 440 206.750 0.77 44.70 0 0 0| 0 0 0 0 480 164.750 0.68 43.48 0 0 0| 0 425 0 0 560 125.750 0.59 41.03 0 0 0| 0 0 0 0 640 99.250 0.51 40.65 0 0 0| 0 0 0 0 720 Total 0 0 0| 0 425 0 0 Indicative a-t-m Vol 41.31 Underlying Price 631.000 Time to expiry: 1093 Days Dec 12 188.500 0.70 43.48 0 0 0| 0 0 0 0 560 151.500 0.62 41.03 0 0 0| 0 0 0 0 640 126.750 0.56 40.65 0 0 0| 0 0 0 0 720 Total 0 0 0| 0 0 0 0 Total Calls 0 0 18| 63 5,500 +46 0 | Equity Options 15:57 Business Day Thu 24 Dec 2009 Previous Business Day Wed 23 Dec 2009 Page 76 Puts | Block | Opening Settle Delta Vola- Daily Trade Bclear Total | Official **Open Change Exer- Exer Trans Price tility High Low Volume Volume*** Volume | Volume Int cises Price | Prudential plc - STND OPT (PRU) Indicative a-t-m Vol 27.46 Underlying Price 631.000 Time to expiry: 22 Days Jan 10 0.250 -0.01 46.42 0 0 0| 0 6 0 0 480 0.500 -0.02 39.10 0 0 0| 0 8 0 0 520 1.000 -0.04 35.85 0 0 0| 0 42 0 0 540 1.500 -0.07 32.79 0 0 0| 3 518 -3 0 560 3.250 -0.13 30.67 0 0 0| 0 586 0 0 580 6.250 -0.23 28.71 0 0 0| 2 10 -2 0 600 12.500 -0.39 28.04 0 0 0| 0 123 0 0 620 22.000 -0.57 26.98 0 0 0| 0 25 0 0 640 35.750 -0.73 27.56 0 0 0| 0 265 0 0 660 52.500 -0.84 28.74 0 0 0| 0 0 0 0 680 90.000 -0.95 32.28 0 0 0| 0 0 0 0 720 129.500 -0.97 39.02 0 0 0| 0 0 0 0 760 Total 0 0 0| 5 1,583 -5 0 Indicative a-t-m Vol 32.74 Underlying Price 631.000 Time to expiry: 57 Days Feb 10 4.250 -0.09 38.15 0 0 0| 0 9 0 0 520 9.500 -0.18 36.08 0 0 0| 3 121 +3 0 560 13.750 -0.25 34.69 0 0 0| 0 27 0 0 580 19.500 -0.33 33.62 0 0 0| 0 25 0 0 600 27.250 -0.42 33.01 0 0 0| 0 27 0 0 620 37.250 -0.51 32.52 0 0 0| 0 0 0 0 640 48.500 -0.61 31.64 0 0 0| 0 0 0 0 660 62.250 -0.70 31.35 0 0 0| 0 0 0 0 680 96.000 -0.82 33.29 0 0 0| 0 0 0 0 720 133.250 -0.89 36.60 0 0 0| 0 0 0 0 760 Total 0 0 0| 3 209 +3 0 Indicative a-t-m Vol 35.90 Underlying Price 631.000 Time to expiry: 85 Days Mar 10 CAB 0.00 18.95 0 0 0| 0 0 0 0 240 CAB 0.00 2.00 0 0 0| 0 2 0 0 280 CAB 0.00 5.52 0 0 0| 0 12 0 0 300 CAB 0.00 19.12 0 0 0| 0 33 0 0 320 CAB 0.00 28.83 0 0 0| 0 4 0 0 340 CAB 0.00 35.58 0 0 0| 0 96 0 0 360 CAB 0.00 40.07 0 0 0| 0 52 0 0 380 0.500 -0.01 42.84 0 0 0| 0 22 0 0 400 1.250 -0.02 44.32 0 0 0| 0 41 0 0 420 2.250 -0.04 44.84 0 0 0| 0 155 0 0 440 3.500 -0.06 44.48 0 0 0| 0 32 0 0 460 5.500 -0.08 44.34 0 0 0| 0 37 0 0 480 10.250 -0.14 41.81 0 0 0| 0 126 0 0 520 18.250 -0.23 39.66 0 0 0| 0 84 0 0 560 23.500 -0.29 38.17 0 0 0| 3 3 +3 0 580 30.500 -0.35 37.45 0 0 0| 0 24 0 0 600 38.250 -0.42 36.42 0 0 0| 0 0 0 0 620 47.750 -0.49 35.47 0 0 0| 0 23 0 0 640 Equity Options 15:57 Business Day Thu 24 Dec 2009 Previous Business Day Wed 23 Dec 2009 Page 77 Puts | Block | Opening Settle Delta Vola- Daily Trade Bclear Total | Official **Open Change Exer- Exer Trans Price tility High Low Volume Volume*** Volume | Volume Int cises Price | 60.750 -0.56 36.44 0 0 0| 0 0 0 0 660 72.750 -0.63 35.44 0 0 0| 0 5 0 0 680 103.500 -0.75 36.02 0 0 0| 0 51 0 0 720 Total 0 0 0| 3 802 +3 0 Indicative a-t-m Vol 38.61 Underlying Price 631.000 Time to expiry: 176 Days Jun 10 CAB 0.00 12.17 0 0 0| 0 0 0 0 180 CAB 0.00 28.08 0 0 0| 0 0 0 0 200 CAB 0.00 36.78 0 0 0| 0 10 0 0 220 CAB 0.00 42.71 0 0 0| 0 0 0 0 240 0.500 -0.01 49.12 0 0 0| 0 20 0 0 280 2.000 -0.02 51.19 0 0 0| 0 0 0 0 320 3.000 -0.03 51.27 0 0 0| 0 15 0 0 340 4.500 -0.04 50.99 0 0 0| 0 0 0 0 360 6.000 -0.06 49.95 0 0 0| 0 46 0 0 380 8.500 -0.08 49.91 0 0 0| 0 33 0 0 400 11.000 -0.09 48.98 0 0 0| 0 17 0 0 420 13.000 -0.11 47.22 0 0 0| 0 56 0 0 440 15.500 -0.13 45.30 0 0 0| 0 80 0 0 460 20.750 -0.17 45.90 0 0 0| 0 14 0 0 480 29.500 -0.23 43.40 0 0 0| 0 412 0 0 520 42.500 -0.31 41.78 0 0 0| 0 79 0 0 560 57.500 -0.40 39.58 0 0 0| 0 36 0 0 600 77.500 -0.50 38.33 0 0 0| 0 24 0 0 640 96.000 101.500 -0.59 37.40 96.000 96.000 0 0 2| 0 0 0 0 680 130.000 -0.68 37.21 0 0 0| 0 13 0 0 720 Total 0 0 2| 0 855 0 0 Indicative a-t-m Vol 38.91 Underlying Price 631.000 Time to expiry: 267 Days Sep 10 31.500 -0.20 44.41 0 0 0| 0 30 0 0 480 44.500 -0.26 43.59 0 0 0| 0 0 0 0 520 58.500 -0.33 41.74 0 0 0| 0 6 0 0 560 75.250 -0.40 40.08 0 0 0| 0 250 0 0 600 95.250 -0.48 38.57 0 0 0| 0 2 0 0 640 119.750 -0.56 37.91 0 0 0| 0 15 0 0 680 146.250 -0.63 36.99 0 0 0| 0 0 0 0 720 Total 0 0 0| 0 303 0 0 Indicative a-t-m Vol 40.49 Underlying Price 631.000 Time to expiry: 358 Days Dec 10 1.250 -0.01 60.17 0 0 0| 0 0 0 0 180 2.000 -0.01 58.92 0 0 0| 0 0 0 0 200 3.000 -0.02 58.25 0 0 0| 0 30 0 0 220 4.250 -0.03 57.70 0 0 0| 0 15 0 0 240 7.250 -0.04 55.17 0 0 0| 0 7 0 0 280 11.750 -0.07 53.39 0 0 0| 0 0 0 0 320 17.000 -0.09 51.07 0 0 0| 0 1,000 0 0 360 23.750 -0.13 48.75 0 0 0| 0 56 0 0 400 31.750 -0.17 46.44 0 0 0| 0 0 0 0 440 42.750 -0.22 45.01 0 0 0| 20 0 -20 0 480 Equity Options 15:57 Business Day Thu 24 Dec 2009 Previous Business Day Wed 23 Dec 2009 Page 78 Puts | Block | Opening Settle Delta Vola- Daily Trade Bclear Total | Official **Open Change Exer- Exer Trans Price tility High Low Volume Volume*** Volume | Volume Int cises Price | 72.750 -0.33 43.00 0 0 0| 0 505 0 0 560 90.500 -0.39 41.50 0 0 0| 0 0 0 0 600 110.750 -0.46 40.20 0 0 0| 0 0 0 0 640 134.750 -0.52 39.55 0 0 0| 0 0 0 0 680 159.250 -0.59 38.18 0 0 0| 0 0 0 0 720 Total 0 0 0| 20 1,613 -20 0 Indicative a-t-m Vol 44.95 Underlying Price 631.000 Time to expiry: 540 Days Jun 11 20.750 -0.09 51.62 0 0 0| 0 0 0 0 320 29.250 -0.12 50.08 0 0 0| 0 0 0 0 360 39.500 -0.16 48.74 0 0 0| 0 0 0 0 400 51.750 -0.20 47.64 0 0 0| 0 0 0 0 440 66.250 -0.24 46.77 0 0 0| 0 0 0 0 480 103.000 -0.33 45.70 0 0 0| 0 0 0 0 560 147.750 -0.43 44.85 0 0 0| 0 0 0 0 640 194.250 -0.53 42.51 0 0 0| 0 0 0 0 720 Total 0 0 0| 0 0 0 0 Indicative a-t-m Vol 42.57 Underlying Price 631.000 Time to expiry: 722 Days Dec 11 3.250 -0.02 48.93 0 0 0| 0 0 0 0 180 4.750 -0.02 48.61 0 0 0| 0 0 0 0 200 6.750 -0.03 48.36 0 0 0| 0 0 0 0 220 9.250 -0.04 48.28 0 0 0| 0 0 0 0 240 16.000 -0.07 47.95 0 0 0| 0 0 0 0 280 24.750 -0.10 47.62 0 0 0| 0 0 0 0 320 35.000 -0.13 47.05 0 0 0| 0 0 0 0 360 46.750 -0.16 46.40 0 0 0| 0 0 0 0 400 61.000 -0.20 45.70 0 0 0| 0 0 0 0 440 76.250 -0.24 44.72 0 0 0| 0 0 0 0 480 112.500 -0.33 43.29 0 0 0| 0 0 0 0 560 156.750 -0.41 42.47 0 0 0| 0 0 0 0 640 210.000 -0.49 42.49 0 0 0| 0 0 0 0 720 Total 0 0 0| 0 0 0 0 Indicative a-t-m Vol 42.57 Underlying Price 631.000 Time to expiry: 1093 Days Dec 12 136.000 -0.31 43.29 0 0 0| 0 0 0 0 560 180.500 -0.38 42.47 0 0 0| 0 0 0 0 640 232.750 -0.44 42.49 0 0 0| 0 0 0 0 720 Total 0 0 0| 0 0 0 0 Total Puts 0 0 2| 31 5,365 -19 0 Indicative a-t-m Vol 0.00 Underlying Price 6.7500 Time to expiry: 176 Days 18 Jun 10 0.0916 -0.14 26.60 N/A 0 0| 0 0 0 0 550 TotalN/A 0 0| 0 0 0 0 Total PutsN/A 0 0| 0 0 0 0 Grand TotalN/A 0 20| 94 10,865 +27 0 Iberdrola SA (IEQ) Grand TotalN/A 0 20| 94 10,865 +27 0 Imperial Tobacco Group plc (IMX) Equity Options 15:57 Business Day Thu 24 Dec 2009 Previous Business Day Wed 23 Dec 2009 Page 79 Puts | Block | Opening Settle Delta Vola- Daily Trade Bclear Total | Official **Open Change Exer- Exer Trans Price tility High Low Volume Volume*** Volume | Volume Int cises Price | Indicative a-t-m Vol 0.00 Underlying Price 1949.000 Time to expiry: 358 Days 17 Dec 10 151.810 -0.47 20.12 N/A 0 0| 0 500 0 0 1900 TotalN/A 0 0| 0 500 0 0 Total PutsN/A 0 0| 0 500 0 0 Grand TotalN/A 0 20| 94 11,865 +27 0 Inditex SA (IJQ) Indicative a-t-m Vol 0.00 Underlying Price 43.0000 Time to expiry: 722 Days 16 Dec 11 1.7440 -0.12 35.61 N/A 0 0| 0 3,000 0 0 2700 TotalN/A 0 0| 0 3,000 0 0 Total PutsN/A 0 0| 0 3,000 0 0 Grand TotalN/A 0 20| 94 17,865 +27 0 Infineon Technologies AG (IFQ) Indicative a-t-m Vol 0.00 Underlying Price 3.7900 Time to expiry: 176 Days 18 Jun 10 0.2845 -0.26 55.58 N/A 0 0| 0 5,000 0 0 320 TotalN/A 0 0| 0 5,000 0 0 Total PutsN/A 0 0| 0 5,000 0 0 Grand TotalN/A 0 20| 94 32,865 +27 0 ING Groep NV (IAQ) Indicative a-t-m Vol 0.00 Underlying Price 6.9190 Time to expiry: 22 Days 15 Jan 10 0.0700 -0.13 54.67 N/A 0 0| 0 4,025 0 0 600 TotalN/A 0 0| 0 4,025 0 0 Indicative a-t-m Vol 0.00 Underlying Price 6.9190 Time to expiry: 85 Days 19 Mar 10 0.2800 -0.22 55.57 N/A 0 0| 0 5,000 0 0 584 TotalN/A 0 0| 0 5,000 0 0 Indicative a-t-m Vol 0.00 Underlying Price 6.9190 Time to expiry: 358 Days 17 Dec 10 14.5582 -0.95 59.14 N/A 0 0| 0 2,500 0 0 2150 16.0714 -0.96 60.65 N/A 0 0| 0 5,000 0 0 2304 17.6500 -0.97 63.29 N/A 0 0| 0 5,000 0 0 2457 18.3450 -0.96 64.67 N/A 0 0| 0 8,000 0 0 2534 19.8687 -0.96 67.43 N/A 0 0| 0 2,000 0 0 2688 TotalN/A 0 0| 0 22,500 0 0 Total PutsN/A 0 0| 0 31,525 0 0 Indicative a-t-m Vol 0.00 Underlying Price 3.1175 Time to expiry: 358 Days 17 Dec 10 0.1635 -0.20 39.22 N/A 0 0| 0 500 0 0 240 TotalN/A 0 0| 0 500 0 0 Total PutsN/A 0 0| 0 500 0 0 Grand TotalN/A 0 20| 94 101,890 +27 0 INTESA SANPAOLO SPA - AMER PHYS FLEX OPT (BIQ) Grand TotalN/A 0 20| 94 102,390 +27 0 J Sainsbury Plc (SAQ) Indicative a-t-m Vol 0.00 Underlying Price 321.100 Time to expiry: 540 Days 17 Jun 11 Equity Options 15:57 Business Day Thu 24 Dec 2009 Previous Business Day Wed 23 Dec 2009 Page 80 Puts | Block | Opening Settle Delta Vola- Daily Trade Bclear Total | Official **Open Change Exer- Exer Trans Price tility High Low Volume Volume*** Volume | Volume Int cises Price | 45.140 -0.52 24.47 N/A 0 0| 0 250 0 0 320 TotalN/A 0 0| 0 250 0 0 Total PutsN/A 0 0| 0 250 0 0 Grand TotalN/A 0 20| 94 102,890 +27 0 Kazakhmys plc - Euro Phys FLEX Opt (KAX) Indicative a-t-m Vol 0.00 Underlying Price 30.3500 Time to expiry: 85 Days 19 Mar 10 3.3700 -0.56 41.28 N/A 0 0| 0 1,000 0 0 3200 TotalN/A 0 0| 0 1,000 0 0 Total PutsN/A 0 0| 0 1,000 0 0 Grand TotalN/A 0 20| 94 103,080 +27 0 KBC Bancassurance Holding (KBQ) Indicative a-t-m Vol 0.00 Underlying Price 30.3500 Time to expiry: 85 Days 19 Mar 10 3.3700 -0.56 41.28 N/A 0 0| 0 0 0 0 3200 9.8400 -0.91 39.75 N/A 0 0| 0 1,000 0 0 4000 TotalN/A 0 0| 0 1,000 0 0 Total PutsN/A 0 0| 0 1,000 0 0 Grand TotalN/A 0 20| 94 105,080 +27 0 Kingfisher plc (KGX) Indicative a-t-m Vol 0.00 Underlying Price 225.200 Time to expiry: 722 Days 16 Dec 11 24.430 -0.30 32.17 N/A 0 0| 0 2,500 0 0 200 TotalN/A 0 0| 0 2,500 0 0 Total PutsN/A 0 0| 0 2,500 0 0 Grand TotalN/A 0 20| 94 110,080 +27 0 Koninklijke DSM NV (DSQ) Grand TotalN/A 0 20| 94 111,080 +27 0 Koninklijke Philips Electronics NV (PHX) Indicative a-t-m Vol 0.00 Underlying Price 20.5000 Time to expiry: 358 Days 17 Dec 10 2.4895 -0.42 32.97 N/A 0 0| 0 5,000 0 0 2000 6.4824 -0.76 29.94 N/A 0 0| 0 2,500 0 0 2600 8.4000 -0.86 30.00 N/A 0 0| 0 2,500 0 0 2800 TotalN/A 0 0| 0 10,000 0 0 Total PutsN/A 0 0| 0 10,000 0 0 Indicative a-t-m Vol 0.00 Underlying Price 135.000 Time to expiry: 176 Days 18 Jun 10 4.250 -0.18 39.38 N/A 0 0| 0 0 0 0 110 TotalN/A 0 0| 0 0 0 0 Total PutsN/A 0 0| 0 0 0 0 Grand TotalN/A 0 20| 94 131,080 +27 0 Ladbrokes PLC (HIU) Grand TotalN/A 0 20| 94 131,080 +27 0 Lafarge SA (LAQ) Indicative a-t-m Vol 0.00 Underlying Price 645.000 Time to expiry: 176 Days 18 Jun 10 116.410 -0.72 29.95 N/A 0 0| 0 2,928 0 0 731 TotalN/A 0 0| 0 2,928 0 0 Equity Options 15:57 Business Day Thu 24 Dec 2009 Previous Business Day Wed 23 Dec 2009 Page 81 Puts | Block | Opening Settle Delta Vola- Daily Trade Bclear Total | Official **Open Change Exer- Exer Trans Price tility High Low Volume Volume*** Volume | Volume Int cises Price | Total PutsN/A 0 0| 0 2,928 0 0 Grand TotalN/A 0 20| 94 132,580 +27 0 Land Securities Group Plc (LSQ) Indicative a-t-m Vol 0.00 Underlying Price 645.000 Time to expiry: 239 Days 20 Aug 10 215.870 -0.84 31.16 N/A 0 0| 0 2,873 0 0 840 TotalN/A 0 0| 0 2,873 0 0 Indicative a-t-m Vol 0.00 Underlying Price 645.000 Time to expiry: 358 Days 17 Dec 10 293.830 -0.82 34.76 N/A 0 0| 0 2,000 0 0 905 TotalN/A 0 0| 0 2,000 0 0 Total PutsN/A 0 0| 0 4,873 0 0 Grand TotalN/A 0 20| 94 140,381 +27 0 Lloyds Banking Group Plc - Amer Phys FLEX Opt (LLQ) Grand TotalN/A 0 20| 94 180,381 +27 0 Lloyds Banking Group plc - Euro Phys FLEX Opt (LLX) Indicative a-t-m Vol 0.00 Underlying Price 49.270 Time to expiry: 358 Days 17 Dec 10 252.460 -0.98 77.22 N/A 0 0| 0 1,000 0 0 305 TotalN/A 0 0| 0 1,000 0 0 Total PutsN/A 0 0| 0 1,000 0 0 Indicative a-t-m Vol 0.00 Underlying Price 55.700 Time to expiry: 176 Days 18 Jun 10 4.860 -0.31 50.75 N/A 0 0| 0 5,000 0 0 5000 TotalN/A 0 0| 0 5,000 0 0 Total PutsN/A 0 0| 0 5,000 0 0 Grand TotalN/A 0 20| 94 182,381 +27 0 Lukoil OAO - Euro Phys FLEX Opt (LYV) Indicative a-t-m Vol 0.00 Underlying Price 55.700 Time to expiry: 176 Days 18 Jun 10 7.961 -0.43 51.20 N/A 0 0| 0 0 0 0 5600 TotalN/A 0 0| 0 0 0 0 Indicative a-t-m Vol 0.00 Underlying Price 55.700 Time to expiry: 358 Days 17 Dec 10 11.784 -0.43 48.65 N/A 0 0| 0 7,500 0 0 5800 13.326 -0.47 48.52 N/A 0 0| 0 750 0 0 6050 TotalN/A 0 0| 0 8,250 0 0 Total PutsN/A 0 0| 0 8,250 0 0 Indicative a-t-m Vol 0.00 Underlying Price 77.9000 Time to expiry: 358 Days 17 Dec 10 3.7000 -0.20 37.55 N/A 0 0| 0 1,000 0 0 6000 TotalN/A 0 0| 0 1,000 0 0 Total PutsN/A 0 0| 0 1,000 0 0 Grand TotalN/A 0 20| 94 195,631 +27 0 LVMH Moet Hennessy Louis Vuitton SA (MDQ) Grand TotalN/A 0 20| 94 196,631 +27 0 Man Group Plc (EWQ) Indicative a-t-m Vol 0.00 Underlying Price 305.000 Time to expiry: 358 Days 17 Dec 10 Equity Options 15:57 Business Day Thu 24 Dec 2009 Previous Business Day Wed 23 Dec 2009 Page 82 Puts | Block | Opening Settle Delta Vola- Daily Trade Bclear Total | Official **Open Change Exer- Exer Trans Price tility High Low Volume Volume*** Volume | Volume Int cises Price | 330.550 -0.59 98.02 N/A 0 0| 0 500 0 0 565 TotalN/A 0 0| 0 500 0 0 Total PutsN/A 0 0| 0 500 0 0 Grand TotalN/A 0 20| 94 197,631 +27 0 Merck KGaA - Amer Phys FLEX Opt (KSQ) Grand TotalN/A 0 20| 94 198,231 +27 0 Morrison WM Supermarkets (MIQ) Grand TotalN/A 0 20| 94 199,231 +27 0 Muenchener Rueckversicherungs AG (MUQ) Indicative a-t-m Vol 0.00 Underlying Price 108.8000 Time to expiry: 176 Days 18 Jun 10 2.8072 -0.21 29.38 N/A 0 0| 0 1,000 0 0 9000 TotalN/A 0 0| 0 1,000 0 0 Total PutsN/A 0 0| 0 1,000 0 0 Grand TotalN/A 0 20| 94 200,581 +27 0 National Grid Plc (NGQ) Grand TotalN/A 0 20| 94 202,621 +27 0 National Grid plc (NGX) Indicative a-t-m Vol 0.00 Underlying Price 663.000 Time to expiry: 358 Days 17 Dec 10 36.980 -0.36 21.18 N/A 0 0| 0 300 0 0 600 TotalN/A 0 0| 0 300 0 0 Indicative a-t-m Vol 0.00 Underlying Price 663.000 Time to expiry: 722 Days 16 Dec 11 58.120 -0.40 20.66 N/A 0 0| 0 500 0 0 600 TotalN/A 0 0| 0 500 0 0 Total PutsN/A 0 0| 0 800 0 0 Grand TotalN/A 0 20| 94 204,221 +27 0 Nestle SA (NEU) Grand TotalN/A 0 20| 94 204,801 +27 0 Next Plc (NXQ) Grand TotalN/A 0 20| 94 204,801 +27 0 Nokia OYJ (NBQ) Indicative a-t-m Vol 0.00 Underlying Price 8.8900 Time to expiry: 85 Days 19 Mar 10 0.1700 -0.17 38.51 N/A 0 0| 0 32,000 0 0 760 0.2570 -0.25 36.92 N/A 0 0| 0 10,000 0 0 800 TotalN/A 0 0| 0 42,000 0 0 Indicative a-t-m Vol 0.00 Underlying Price 8.8900 Time to expiry: 358 Days 17 Dec 10 1.9574 -0.69 27.78 N/A 0 0| 0 5,000 0 0 1000 TotalN/A 0 0| 0 5,000 0 0 Total PutsN/A 0 0| 0 47,000 0 0 Grand TotalN/A 0 20| 94 276,801 +27 0 Novartis AG (NAQ) Indicative a-t-m Vol 0.00 Underlying Price 56.900 Time to expiry: 176 Days 18 Jun 10 5.889 -0.73 18.00 N/A 0 0| 0 4,000 0 0 600 TotalN/A 0 0| 0 4,000 0 0 Equity Options 15:57 Business Day Thu 24 Dec 2009 Previous Business Day Wed 23 Dec 2009 Page 83 Puts | Block | Opening Settle Delta Vola- Daily Trade Bclear Total | Official **Open Change Exer- Exer Trans Price tility High Low Volume Volume*** Volume | Volume Int cises Price | Total PutsN/A 0 0| 0 4,000 0 0 Indicative a-t-m Vol 0.00 Underlying Price 59.9700 Time to expiry: 358 Days 17 Dec 10 4.3600 -0.30 32.67 N/A 0 0| 0 2,120 0 0 5282 TotalN/A 0 0| 0 2,120 0 0 Total PutsN/A 0 0| 0 2,120 0 0 Grand TotalN/A 0 20| 94 284,801 +27 0 Pernod-Ricard (RJQ) Grand TotalN/A 0 20| 94 286,921 +27 0 Peugeot SA (UGQ) Grand TotalN/A 0 20| 94 303,921 +27 0 PPR - Amer Phys FLEX Opt (PPQ) Indicative a-t-m Vol 0.00 Underlying Price 84.0100 Time to expiry: 631 Days 16 Sep 11 2.8040 -0.09 51.08 N/A 0 0| 0 1,500 0 0 4000 TotalN/A 0 0| 0 1,500 0 0 Total PutsN/A 0 0| 0 1,500 0 0 Grand TotalN/A 0 20| 94 307,421 +27 0