Equity Options 22:16 Business Day Mon 8 Feb 2010 Previous Business Day Fri 5 Feb 2010 Page 1 Calls | Block | Opening Settle Delta Vola- Daily Trade Bclear Total | Official **Open Change Exer- Exer Trans Price tility High Low Volume Volume*** Volume | Volume Int cises Price | ICAP PLC - STND OPT (ICA) Indicative a-t-m Vol 45.37 Underlying Price 303.700 Time to expiry: 39 Days Mar 10 49.250 0.83 54.52 0 0 0| 0 0 0 0 260 33.500 0.72 50.03 0 0 0| 0 0 0 0 280 26.500 0.65 47.98 0 0 0| 0 0 0 0 290 20.500 0.56 46.07 0 0 0| 0 0 0 0 300 16.000 15.000 0.48 44.31 16.000 16.000 0 0 15| 0 0 0 0 310 10.500 0.38 42.37 0 0 0| 48 48 +48 0 320 4.750 0.22 40.54 0 0 0| 0 0 0 0 340 2.250 0.11 40.25 0 0 0| 6 42 +6 0 360 1.250 0.07 39.46 0 0 0| 0 0 0 0 370 0.750 0.05 38.84 0 0 0| 0 20 0 0 380 0.500 0.03 38.38 0 0 0| 0 0 0 0 390 0.250 0.02 38.08 0 0 0| 0 30 0 0 400 CAB 0.01 37.93 0 0 0| 0 15 0 0 410 CAB 0.01 37.92 0 0 0| 0 12 0 0 420 CAB 0.00 38.07 0 0 0| 0 0 0 0 430 CAB 0.00 38.36 0 0 0| 0 60 0 0 440 CAB 0.00 38.79 0 0 0| 0 15 0 0 450 CAB 0.00 39.35 0 0 0| 0 30 0 0 460 CAB 0.00 39.04 0 0 0| 0 0 0 0 470 CAB 0.00 40.64 0 0 0| 0 79 0 0 480 CAB 0.00 43.53 0 0 0| 0 0 0 0 500 CAB 0.00 46.42 0 0 0| 0 175 0 0 520 CAB 0.00 51.23 0 0 0| 0 14 0 0 560 Total 0 0 15| 54 540 +54 0 Indicative a-t-m Vol 41.96 Underlying Price 303.700 Time to expiry: 130 Days Jun 10 72.750 0.84 47.44 0 0 0| 0 0 0 0 240 57.750 0.76 45.58 0 0 0| 0 0 0 0 260 44.000 0.67 43.54 0 0 0| 0 0 0 0 280 32.750 0.57 42.46 0 0 0| 0 0 0 0 300 22.500 0.46 39.96 0 0 0| 0 0 0 0 320 17.000 16.000 0.37 39.82 17.000 17.000 0 0 10| 0 0 0 0 340 10.500 0.27 38.51 0 0 0| 10 28 +10 0 360 6.250 0.19 37.40 0 0 0| 0 0 0 0 380 4.000 0.13 36.65 0 0 0| 0 0 0 0 400 2.000 0.08 35.04 0 0 0| 0 0 0 0 420 1.250 0.05 35.25 0 0 0| 0 2 0 0 440 0.750 0.03 35.68 0 0 0| 0 83 0 0 460 0.500 0.02 35.46 0 0 0| 0 15 0 0 480 0.250 0.01 36.73 0 0 0| 50 296 0 0 520 CAB 0.01 38.62 0 0 0| 30 91 0 0 560 Total 0 0 10| 90 515 +10 0 Indicative a-t-m Vol 40.07 Underlying Price 303.700 Time to expiry: 221 Days Sep 10 74.250 0.83 44.49 0 0 0| 0 0 0 0 240 Equity Options 22:16 Business Day Mon 8 Feb 2010 Previous Business Day Fri 5 Feb 2010 Page 2 Calls | Block | Opening Settle Delta Vola- Daily Trade Bclear Total | Official **Open Change Exer- Exer Trans Price tility High Low Volume Volume*** Volume | Volume Int cises Price | 59.500 0.75 42.90 0 0 0| 0 0 0 0 260 47.000 0.67 41.70 0 0 0| 0 0 0 0 280 35.750 0.57 40.16 0 0 0| 0 0 0 0 300 27.250 0.48 39.69 0 0 0| 5 5 +5 0 320 20.000 0.39 38.99 0 0 0| 0 0 0 0 340 14.000 14.500 0.31 38.37 14.000 S 14.000 S 0 0 3| 0 15 0 0 360 10.750 0.25 38.19 0 0 0| 0 0 0 0 380 7.750 0.19 38.09 0 0 0| 0 4 0 0 400 5.500 0.15 37.89 0 0 0| 0 0 0 0 420 4.000 0.11 37.71 0 0 0| 0 8 0 0 440 2.750 0.08 37.60 0 0 0| 0 0 0 0 460 2.250 0.07 38.24 0 0 0| 0 8 0 0 480 1.000 0.03 40.76 0 0 0| 0 0 0 0 560 Total 0 0 3| 5 40 +5 0 Total Calls 0 0 28| 149 1,095 +69 0 | Equity Options 22:16 Business Day Mon 8 Feb 2010 Previous Business Day Fri 5 Feb 2010 Page 3 Puts | Block | Opening Settle Delta Vola- Daily Trade Bclear Total | Official **Open Change Exer- Exer Trans Price tility High Low Volume Volume*** Volume | Volume Int cises Price | ICAP PLC - STND OPT (ICA) Indicative a-t-m Vol 46.54 Underlying Price 303.700 Time to expiry: 39 Days Mar 10 4.500 5.250 -0.17 53.63 4.500 4.500 0 0 5| 0 0 0 0 260 9.750 -0.28 50.61 0 0 0| 0 0 0 0 280 13.250 -0.36 49.25 0 0 0| 0 0 0 0 290 17.250 -0.44 47.87 0 0 0| 0 0 0 0 300 21.250 -0.52 44.54 0 0 0| 0 0 0 0 310 26.750 -0.62 42.92 0 0 0| 0 0 0 0 320 41.000 -0.78 41.22 0 0 0| 0 0 0 0 340 55.250 58.250 -0.89 40.05 55.250 S 55.250 S 0 0 12| 0 115 0 0 360 67.500 -0.92 40.99 0 0 0| 0 0 0 0 370 80.000 77.000 -0.95 40.93 80.000 73.250 S 0 0 60| 0 116 0 0 380 86.750 -0.96 41.96 0 0 0| 0 0 0 0 390 96.500 -0.97 42.72 0 0 0| 0 13 0 0 400 106.500 -0.98 43.43 0 0 0| 0 15 0 0 410 116.500 -0.99 44.86 0 0 0| 0 26 0 0 420 126.500 -0.99 46.04 0 0 0| 0 0 0 0 430 136.250 -0.99 46.75 0 0 0| 0 26 0 0 440 146.250 -1.00 47.93 0 0 0| 0 0 0 0 450 156.250 -1.00 48.88 0 0 0| 0 5 0 0 460 166.250 -1.00 48.88 0 0 0| 0 0 0 0 470 175.000 176.250 -1.00 49.12 175.000 S 175.000 S 0 0 36| 0 41 -33 33 480 196.250 -1.00 49.59 0 0 0| 0 0 0 0 500 216.250 -1.00 50.06 0 0 0| 0 0 0 0 520 256.250 -1.00 49.37 0 0 0| 0 46 0 0 560 Total 0 0 113| 0 403 -33 33 Indicative a-t-m Vol 41.85 Underlying Price 303.700 Time to expiry: 130 Days Jun 10 8.250 8.750 -0.16 47.92 8.250 7.250 0 0 20| 0 0 0 0 240 13.500 -0.24 45.86 0 0 0| 0 0 0 0 260 20.750 -0.33 45.08 0 0 0| 0 0 0 0 280 28.250 -0.43 42.33 0 0 0| 0 0 0 0 300 38.000 -0.54 39.95 0 0 0| 3 3 +3 0 320 50.250 -0.65 37.84 0 0 0| 0 0 0 0 340 64.250 -0.75 35.83 0 0 0| 0 32 0 0 360 80.750 -0.84 34.42 0 0 0| 0 14 0 0 380 98.750 -0.89 34.60 0 0 0| 0 9 0 0 400 117.750 -0.93 35.49 0 0 0| 0 10 0 0 420 137.250 -0.95 36.40 0 0 0| 0 5 0 0 440 153.000 156.750 -0.97 36.50 153.000 S 153.000 S 0 0 12| 0 12 0 0 460 182.000 176.500 -0.99 35.83 182.000 171.500 S 0 0 24| 0 0 0 0 480 216.250 -1.00 37.70 0 0 0| 0 0 0 0 520 256.250 -1.00 40.08 0 0 0| 0 0 0 0 560 Total 0 0 56| 3 85 +3 0 Indicative a-t-m Vol 39.81 Underlying Price 303.700 Time to expiry: 221 Days Sep 10 18.000 16.750 -0.23 45.54 18.500 15.000 S 0 0 13| 0 0 0 0 240 23.500 -0.30 43.82 0 0 0| 0 0 0 0 260 Equity Options 22:16 Business Day Mon 8 Feb 2010 Previous Business Day Fri 5 Feb 2010 Page 4 Puts | Block | Opening Settle Delta Vola- Daily Trade Bclear Total | Official **Open Change Exer- Exer Trans Price tility High Low Volume Volume*** Volume | Volume Int cises Price | 31.250 -0.38 41.88 0 0 0| 0 0 0 0 280 40.500 -0.47 39.89 0 0 0| 1 1 +1 0 300 52.750 -0.56 39.50 0 0 0| 0 0 0 0 320 66.250 -0.64 38.78 0 0 0| 0 0 0 0 340 81.250 -0.71 38.35 0 0 0| 0 15 0 0 360 97.250 -0.77 37.51 0 0 0| 0 0 0 0 380 116.000 113.250 -0.84 35.20 116.000 116.000 0 0 4| 0 6 0 0 400 131.750 -0.88 35.58 0 0 0| 0 4 0 0 420 150.500 -0.91 35.97 0 0 0| 0 0 0 0 440 169.750 -0.93 36.69 0 0 0| 0 0 0 0 460 189.250 -0.94 37.48 0 0 0| 0 0 0 0 480 267.750 -0.97 40.33 0 0 0| 0 0 0 0 560 Total 0 0 17| 1 26 +1 0 Total Puts 0 0 186| 4 514 -29 33 Grand Total 0 2,080,000 2,080,21| 153 1,609 +40 33 Equity Options 22:16 Business Day Mon 8 Feb 2010 Previous Business Day Fri 5 Feb 2010 Page 5 Calls | Block | Opening Settle Delta Vola- Daily Trade Bclear Total | Official **Open Change Exer- Exer Trans Price tility High Low Volume Volume*** Volume | Volume Int cises Price | Imperial Tobacco Group plc - STND OPT (IMP) Indicative a-t-m Vol 18.93 Underlying Price 2061.000 Time to expiry: 39 Days Mar 10 662.000 1.00 35.02 0 0 0| 0 0 0 0 1400 562.500 1.00 30.73 0 0 0| 0 0 0 0 1500 462.500 1.00 27.46 0 0 0| 0 0 0 0 1600 362.500 0.99 24.25 0 0 0| 0 0 0 0 1700 265.000 0.96 23.82 0 0 0| 0 0 0 0 1800 216.000 0.94 21.08 0 0 0| 0 0 0 0 1850 171.000 0.89 21.18 0 0 0| 0 0 0 0 1900 128.000 0.81 20.39 0 0 0| 0 400 0 0 1950 90.500 0.69 20.01 0 0 0| 0 213 0 0 2000 58.500 0.55 19.06 0 0 0| 0 139 0 0 2050 34.500 0.40 18.47 0 0 0| 9 501 +9 0 2100 18.000 0.25 17.88 0 0 0| 0 122 0 0 2150 8.500 0.14 17.49 0 0 0| 0 0 0 0 2200 CAB 0.00 12.72 0 0 0| 0 0 0 0 2400 CAB 0.00 6.86 0 0 0| 0 0 0 0 2600 Total 0 0 0| 9 1,375 +9 0 Indicative a-t-m Vol 20.23 Underlying Price 2061.000 Time to expiry: 130 Days Jun 10 473.000 0.95 27.90 0 0 0| 0 0 0 0 1600 379.000 0.91 25.67 0 0 0| 0 0 0 0 1700 286.500 0.86 22.69 0 0 0| 0 0 0 0 1800 204.000 0.77 21.18 0 0 0| 0 78 0 0 1900 136.500 0.63 20.68 0 0 0| 5 359 +255 0 2000 45.000 0.31 19.21 0 0 0| 0 5 0 0 2200 10.500 0.10 18.82 0 0 0| 0 0 0 0 2400 Total 0 0 0| 5 442 +255 0 Indicative a-t-m Vol 20.59 Underlying Price 2061.000 Time to expiry: 221 Days Sep 10 477.500 0.93 25.58 0 0 0| 0 0 0 0 1600 304.500 0.81 23.63 0 0 0| 0 11 0 0 1800 223.500 0.73 21.52 0 0 0| 0 252 0 0 1900 160.000 0.61 20.98 0 0 0| 0 4 0 0 2000 68.500 0.36 19.71 0 0 0| 0 206 0 0 2200 23.500 0.16 18.99 0 0 0| 0 6 0 0 2400 Total 0 0 0| 0 479 0 0 Total Calls 0 0 0| 14 2,296 +264 0 | Equity Options 22:16 Business Day Mon 8 Feb 2010 Previous Business Day Fri 5 Feb 2010 Page 6 Puts | Block | Opening Settle Delta Vola- Daily Trade Bclear Total | Official **Open Change Exer- Exer Trans Price tility High Low Volume Volume*** Volume | Volume Int cises Price | Imperial Tobacco Group plc - STND OPT (IMP) Indicative a-t-m Vol 19.16 Underlying Price 2061.000 Time to expiry: 39 Days Mar 10 1.500 -0.01 52.44 0 0 0| 0 24 0 0 1400 1.500 -0.01 44.30 0 0 0| 0 68 0 0 1500 1.500 -0.02 37.36 0 0 0| 0 1,434 0 0 1600 2.000 -0.02 30.57 0 0 0| 1 777 -1 0 1700 3.000 -0.04 24.56 0 0 0| 0 479 0 0 1800 5.000 -0.07 23.17 0 0 0| 0 323 0 0 1850 9.000 -0.12 21.70 0 0 0| 0 53 0 0 1900 16.000 -0.20 20.68 0 0 0| 0 23 0 0 1950 28.000 -0.31 19.90 0 0 0| 0 16 0 0 2000 46.500 -0.45 19.25 0 0 0| 0 4 0 0 2050 73.000 -0.60 18.87 0 0 0| 0 32 0 0 2100 106.500 -0.75 18.29 0 0 0| 0 0 0 0 2150 147.000 -0.85 18.29 0 0 0| 0 0 0 0 2200 339.000 -1.00 16.77 0 0 0| 0 0 0 0 2400 539.000 -1.00 15.90 0 0 0| 0 0 0 0 2600 Total 0 0 0| 1 3,233 -1 0 Indicative a-t-m Vol 20.28 Underlying Price 2061.000 Time to expiry: 130 Days Jun 10 8.000 -0.05 27.54 0 0 0| 0 17 0 0 1600 12.500 -0.08 24.84 0 0 0| 0 29 0 0 1700 22.000 -0.14 22.97 0 0 0| 0 125 0 0 1800 40.000 -0.24 21.63 0 0 0| 0 104 0 0 1900 69.500 70.000 -0.37 20.48 69.500 69.500 0 0 10| 5 307 +250 0 2000 182.500 -0.68 19.84 0 0 0| 0 5 0 0 2200 345.500 -0.91 18.55 0 0 0| 0 20 0 0 2400 Total 0 0 10| 5 607 +250 0 Indicative a-t-m Vol 20.35 Underlying Price 2061.000 Time to expiry: 221 Days Sep 10 10.000 -0.06 21.82 0 0 0| 0 1 0 0 1600 47.000 -0.21 22.77 0 0 0| 0 215 0 0 1800 72.500 -0.30 21.69 0 0 0| 0 454 0 0 1900 110.000 -0.41 20.90 0 0 0| 0 5 0 0 2000 218.000 -0.66 19.09 0 0 0| 0 0 0 0 2200 382.000 -0.83 20.00 0 0 0| 0 5 0 0 2400 Total 0 0 0| 0 680 0 0 Total Puts 0 0 10| 6 4,520 +249 0 Grand Total 0 1,120,000 1,120,01| 20 6,816 +513 0 Equity Options 22:16 Business Day Mon 8 Feb 2010 Previous Business Day Fri 5 Feb 2010 Page 7 Calls | Block | Opening Settle Delta Vola- Daily Trade Bclear Total | Official **Open Change Exer- Exer Trans Price tility High Low Volume Volume*** Volume | Volume Int cises Price | InterContinental Hotels Group plc - STND OPT (IHG) Indicative a-t-m Vol 26.74 Underlying Price 893.000 Time to expiry: 39 Days Mar 10 413.500 1.00 12.08 0 0 0| 0 0 0 0 480 333.500 1.00 17.98 0 0 0| 0 0 0 0 560 293.500 1.00 23.79 0 0 0| 0 6 0 0 600 247.500 253.500 1.00 32.16 247.500 S 247.500 S 0 0 2| 40 111 0 0 640 213.500 0.99 33.19 0 0 0| 0 6 0 0 680 174.000 0.98 32.24 0 0 0| 0 0 0 0 720 135.500 0.95 31.20 0 0 0| 0 29 0 0 760 96.500 99.000 0.88 29.53 96.500 S 96.500 S 0 0 7| 0 95 0 0 800 66.000 0.76 28.04 0 0 0| 0 19 0 0 840 51.500 0.68 27.68 0 0 0| 0 0 0 0 860 39.000 0.59 27.08 0 0 0| 0 17 0 0 880 28.500 0.49 26.56 0 0 0| 0 9 0 0 900 20.500 0.39 26.51 0 0 0| 0 14 0 0 920 13.500 0.29 26.16 0 0 0| 6 8 -6 0 940 10.500 9.000 0.22 26.17 10.500 10.500 0 0 24| 0 197 0 0 960 4.000 0.11 26.41 0 0 0| 0 29 0 0 1000 0.500 0.02 30.00 0 0 0| 0 0 0 0 1100 Total 0 0 33| 46 540 -6 0 Indicative a-t-m Vol 29.24 Underlying Price 893.000 Time to expiry: 130 Days Jun 10 254.000 0.98 36.41 0 0 0| 0 6 0 0 640 177.500 0.93 32.69 0 0 0| 0 0 0 0 720 142.000 0.87 31.40 0 0 0| 0 0 0 0 760 110.000 0.77 30.46 0 0 0| 0 9 0 0 800 82.500 0.66 30.00 0 0 0| 0 18 0 0 840 60.000 60.000 0.54 29.43 60.000 S 60.000 S 0 0 2| 22 44 +20 0 880 43.000 42.500 0.43 28.82 43.000 43.000 0 0 4| 0 25 0 0 920 29.000 0.33 28.55 0 0 0| 0 45 0 0 960 20.000 0.24 28.50 0 0 0| 0 28 0 0 1000 2.000 0.04 28.12 0 0 0| 0 0 0 0 1200 Total 0 0 6| 22 175 +20 0 Indicative a-t-m Vol 30.85 Underlying Price 893.000 Time to expiry: 221 Days Sep 10 124.500 0.71 31.51 0 0 0| 0 10 0 0 800 101.000 0.62 31.39 0 0 0| 0 0 0 0 840 80.500 0.54 30.98 0 0 0| 0 7 0 0 880 63.000 0.46 30.56 0 0 0| 0 20 0 0 920 50.000 49.500 0.39 30.38 50.000 50.000 0 0 7| 7 7 +7 0 960 37.500 0.32 30.04 0 0 0| 0 14 0 0 1000 7.000 0.09 28.12 0 0 0| 0 0 0 0 1200 Total 0 0 7| 7 58 +7 0 Total Calls 0 0 46| 75 773 +21 0 | Equity Options 22:16 Business Day Mon 8 Feb 2010 Previous Business Day Fri 5 Feb 2010 Page 8 Puts | Block | Opening Settle Delta Vola- Daily Trade Bclear Total | Official **Open Change Exer- Exer Trans Price tility High Low Volume Volume*** Volume | Volume Int cises Price | InterContinental Hotels Group plc - STND OPT (IHG) Indicative a-t-m Vol 27.04 Underlying Price 893.000 Time to expiry: 39 Days Mar 10 CAB 0.00 23.32 0 0 0| 0 50 0 0 480 CAB 0.00 6.43 0 0 0| 0 16 0 0 560 CAB 0.00 18.17 0 0 0| 0 30 0 0 600 CAB 0.00 25.08 0 0 0| 0 45 0 0 640 CAB 0.00 28.69 0 0 0| 0 30 0 0 680 0.500 -0.01 30.09 0 0 0| 0 54 0 0 720 2.000 -0.05 30.12 0 0 0| 0 42 0 0 760 5.000 -0.12 29.36 0 0 0| 0 165 0 0 800 12.500 -0.24 28.46 0 0 0| 1 125 +1 0 840 21.500 18.000 -0.32 27.84 21.500 21.500 0 0 20| 24 20 -24 0 860 25.500 -0.41 27.24 0 0 0| 0 50 0 0 880 35.000 -0.51 26.93 0 0 0| 0 14 0 0 900 47.000 -0.61 26.67 0 0 0| 0 47 0 0 920 60.500 -0.70 26.80 0 0 0| 0 0 0 0 940 78.500 75.500 -0.78 26.34 78.500 S 76.500 S 0 0 9| 40 69 -40 0 960 110.500 -0.89 26.98 0 0 0| 0 0 0 0 1000 207.500 -0.98 31.55 0 0 0| 0 0 0 0 1100 Total 0 0 29| 65 757 -63 0 Indicative a-t-m Vol 28.41 Underlying Price 893.000 Time to expiry: 130 Days Jun 10 3.500 -0.05 33.01 0 0 0| 0 2 0 0 640 11.500 -0.13 31.24 0 0 0| 0 13 0 0 720 18.500 -0.19 30.36 0 0 0| 0 5 0 0 760 29.000 -0.28 29.66 0 0 0| 0 24 0 0 800 43.500 -0.37 29.14 0 0 0| 0 69 0 0 840 66.500 62.000 -0.48 28.50 67.000 S 66.500 0 0 10| 2 15 -2 0 880 89.000 85.500 -0.58 28.22 89.000 89.000 0 0 8| 24 43 +8 0 920 113.000 -0.68 28.33 0 0 0| 0 15 0 0 960 143.500 -0.77 27.88 0 0 0| 0 6 0 0 1000 327.500 -0.96 29.51 0 0 0| 0 0 0 0 1200 Total 0 0 18| 26 192 +6 0 Indicative a-t-m Vol 29.92 Underlying Price 893.000 Time to expiry: 221 Days Sep 10 50.000 -0.32 30.91 0 0 0| 7 21 +7 0 800 67.000 -0.40 30.45 0 0 0| 0 0 0 0 840 86.500 -0.47 29.92 0 0 0| 0 0 0 0 880 110.500 -0.55 29.92 0 0 0| 3 13 +3 0 920 136.000 -0.62 29.38 0 0 0| 0 0 0 0 960 165.000 -0.69 29.29 0 0 0| 0 0 0 0 1000 331.000 -0.97 21.13 0 0 0| 0 0 0 0 1200 Total 0 0 0| 10 34 +10 0 Total Puts 0 0 47| 101 983 -47 0 Grand Total 0 1,360,000 1,360,09| 176 1,756 -26 0 Equity Options 22:16 Business Day Mon 8 Feb 2010 Previous Business Day Fri 5 Feb 2010 Page 9 Calls | Block | Opening Settle Delta Vola- Daily Trade Bclear Total | Official **Open Change Exer- Exer Trans Price tility High Low Volume Volume*** Volume | Volume Int cises Price | International Power plc - STND OPT (IPR) Indicative a-t-m Vol 36.66 Underlying Price 320.600 Time to expiry: 39 Days Mar 10 120.750 1.00 47.00 0 0 0| 0 0 0 0 200 101.000 0.99 52.65 0 0 0| 0 0 0 0 220 90.750 1.00 39.92 0 0 0| 0 0 0 0 230 81.250 0.98 46.38 0 0 0| 0 0 0 0 240 61.750 0.95 41.32 0 0 0| 0 24 0 0 260 44.000 0.86 40.15 0 0 0| 1 1,321 -1 0 280 35.750 0.80 39.06 0 0 0| 0 0 0 0 290 28.250 0.72 38.18 0 0 0| 0 713 0 0 300 21.500 0.63 37.41 0 0 0| 0 3 0 0 310 16.000 0.53 36.69 0 0 0| 0 580 0 0 320 11.500 0.43 36.37 0 0 0| 0 127 0 0 330 10.500 8.000 0.34 36.01 10.750 S 9.250 0 0 41| 0 9,949 0 0 340 4.000 0.19 37.02 0 0 0| 168 969 +143 0 360 2.500 0.12 41.47 0 0 0| 0 250 0 0 380 Total 0 0 41| 169 13,936 +142 0 Indicative a-t-m Vol 33.25 Underlying Price 320.600 Time to expiry: 130 Days Jun 10 101.750 0.97 37.99 0 0 0| 0 2 0 0 220 92.500 0.95 38.32 0 0 0| 0 0 0 0 230 83.000 0.94 37.06 0 0 0| 0 45 0 0 240 65.500 0.88 36.11 0 0 0| 0 0 0 0 260 49.500 0.79 35.07 0 0 0| 0 99 0 0 280 35.500 0.68 34.21 0 0 0| 0 55 0 0 300 24.500 0.55 33.28 0 0 0| 0 144 0 0 320 19.500 16.000 0.41 32.85 19.500 19.500 0 0 13| 0 434 0 0 340 12.500 10.000 0.30 32.50 12.500 10.000 0 0 195| 0 70 0 0 360 7.000 6.000 0.20 31.92 7.000 7.000 0 0 40| 0 0 0 0 380 Total 0 0 248| 0 849 0 0 Indicative a-t-m Vol 32.89 Underlying Price 320.600 Time to expiry: 221 Days Sep 10 84.750 0.90 36.85 0 0 0| 0 0 0 0 240 53.250 0.75 34.52 0 0 0| 0 0 0 0 280 40.500 0.65 33.61 0 0 0| 0 20 0 0 300 30.000 0.54 32.88 0 0 0| 500 582 +500 0 320 24.250 22.500 0.44 33.12 24.250 22.000 0 0 212| 0 44 0 0 340 15.000 0.34 31.54 0 0 0| 0 98 0 0 360 10.250 0.25 31.05 0 0 0| 0 134 0 0 380 Total 0 0 212| 500 878 +500 0 Total Calls 0 0 501| 669 15,663 +642 0 | Equity Options 22:16 Business Day Mon 8 Feb 2010 Previous Business Day Fri 5 Feb 2010 Page 10 Puts | Block | Opening Settle Delta Vola- Daily Trade Bclear Total | Official **Open Change Exer- Exer Trans Price tility High Low Volume Volume*** Volume | Volume Int cises Price | International Power plc - STND OPT (IPR) Indicative a-t-m Vol 37.25 Underlying Price 320.600 Time to expiry: 39 Days Mar 10 CAB 0.00 56.36 0 0 0| 0 27 0 0 200 0.250 -0.01 52.04 0 0 0| 0 16 0 0 220 0.250 -0.02 49.37 0 0 0| 0 1,066 0 0 230 0.500 -0.03 46.91 0 0 0| 0 60 0 0 240 2.000 1.250 -0.06 42.82 2.000 2.000 0 0 2| 0 273 0 0 260 3.000 -0.13 39.31 0 0 0| 0 532 0 0 280 5.000 -0.20 39.45 0 0 0| 0 91 0 0 290 7.500 -0.28 38.45 0 0 0| 0 1,069 0 0 300 7.500 10.750 -0.37 37.58 8.000 S 7.500 S 0 0 11| 0 1,500 0 0 310 15.250 -0.47 37.28 0 0 0| 0 564 0 0 320 20.750 -0.57 36.97 0 0 0| 0 16 0 0 330 27.500 -0.66 36.67 0 0 0| 0 7 0 0 340 42.750 -0.82 35.92 0 0 0| 0 39 0 0 360 60.750 -0.91 37.05 0 0 0| 0 0 0 0 380 Total 0 0 13| 0 5,260 0 0 Indicative a-t-m Vol 33.63 Underlying Price 320.600 Time to expiry: 130 Days Jun 10 1.750 -0.05 39.06 0 0 0| 0 29 0 0 220 2.500 -0.07 38.35 0 0 0| 0 12 0 0 230 3.500 -0.10 37.78 0 0 0| 0 172 0 0 240 6.750 -0.17 36.60 0 0 0| 0 3 0 0 260 12.000 11.750 -0.26 35.41 12.000 12.000 0 0 20| 0 70 0 0 280 19.000 -0.38 34.48 0 0 0| 66 207 +60 0 300 29.000 -0.50 33.65 0 0 0| 0 609 0 0 320 41.250 -0.62 33.23 0 0 0| 0 0 0 0 340 56.000 -0.73 32.80 0 0 0| 25 387 +25 0 360 72.250 -0.81 32.70 0 0 0| 0 0 0 0 380 Total 0 0 20| 91 1,489 +85 0 Indicative a-t-m Vol 33.06 Underlying Price 320.600 Time to expiry: 221 Days Sep 10 7.750 -0.14 37.65 0 0 0| 0 27 0 0 240 18.000 17.500 -0.29 34.50 18.000 18.000 0 0 3| 30 600 -3 0 280 26.000 -0.38 34.06 0 0 0| 0 30 0 0 300 35.750 -0.48 33.09 0 0 0| 0 54 0 0 320 41.500 47.750 -0.58 32.54 41.500 41.500 0 0 37| 40 60 +37 0 340 61.250 -0.67 32.04 0 0 0| 0 45 0 0 360 76.500 -0.75 31.53 0 0 0| 0 25 0 0 380 Total 0 0 40| 70 841 +34 0 Total Puts 0 0 73| 161 7,590 +119 0 Grand Total 0 1,240,000 1,240,57| 830 23,253 +761 0 Equity Options 22:16 Business Day Mon 8 Feb 2010 Previous Business Day Fri 5 Feb 2010 Page 11 Calls | Block | Opening Settle Delta Vola- Daily Trade Bclear Total | Official **Open Change Exer- Exer Trans Price tility High Low Volume Volume*** Volume | Volume Int cises Price | Invensys plc - STND OPT (BRT) Indicative a-t-m Vol 30.27 Underlying Price 297.800 Time to expiry: 39 Days Mar 10 118.000 1.00 2.00 0 0 0| 0 0 0 0 180 98.000 1.00 2.00 0 0 0| 0 0 0 0 200 88.000 1.00 18.57 0 0 0| 0 0 0 0 210 78.000 1.00 34.75 0 0 0| 0 0 0 0 220 68.250 0.99 36.00 0 0 0| 0 10 0 0 230 58.500 0.97 36.35 0 0 0| 0 0 0 0 240 39.750 0.90 34.59 0 0 0| 0 0 0 0 260 31.750 0.82 35.12 0 0 0| 9 8 0 0 270 24.000 0.73 34.13 0 0 0| 0 15 0 0 280 16.500 0.62 31.28 0 0 0| 0 2 0 0 290 11.000 0.49 30.01 0 0 0| 0 75 0 0 300 7.250 0.37 30.63 0 0 0| 0 23 0 0 310 6.500 5.500 0.28 34.02 6.500 6.500 0 0 6| 0 39 0 0 320 2.250 0.16 29.50 0 0 0| 0 0 0 0 330 1.750 0.12 31.95 0 0 0| 0 0 0 0 340 0.750 0.06 34.71 0 0 0| 0 13 0 0 360 Total 0 0 6| 9 185 0 0 Indicative a-t-m Vol 31.01 Underlying Price 297.800 Time to expiry: 130 Days Jun 10 62.750 0.88 34.91 0 0 0| 0 10 0 0 240 46.000 0.79 32.62 0 0 0| 0 2 0 0 260 32.500 0.67 31.93 0 0 0| 0 0 0 0 280 21.250 0.53 30.91 0 0 0| 0 0 0 0 300 13.500 0.39 30.68 0 0 0| 0 13 0 0 320 8.000 0.26 30.11 0 0 0| 0 10 0 0 340 5.750 0.20 32.83 0 0 0| 0 9 0 0 360 Total 0 0 0| 0 44 0 0 Indicative a-t-m Vol 32.48 Underlying Price 297.800 Time to expiry: 221 Days Sep 10 66.750 0.83 35.62 0 0 0| 0 0 0 0 240 51.750 0.74 34.26 0 0 0| 0 0 0 0 260 39.250 0.64 33.38 0 0 0| 0 0 0 0 280 28.500 0.54 32.38 0 0 0| 5 5 +5 0 300 20.000 0.43 31.40 0 0 0| 0 0 0 0 320 13.750 0.33 31.14 0 0 0| 0 0 0 0 340 9.500 0.25 30.88 0 0 0| 0 9 0 0 360 Total 0 0 0| 5 14 +5 0 Total Calls 0 0 6| 14 243 +5 0 | Equity Options 22:16 Business Day Mon 8 Feb 2010 Previous Business Day Fri 5 Feb 2010 Page 12 Puts | Block | Opening Settle Delta Vola- Daily Trade Bclear Total | Official **Open Change Exer- Exer Trans Price tility High Low Volume Volume*** Volume | Volume Int cises Price | Invensys plc - STND OPT (BRT) Indicative a-t-m Vol 30.27 Underlying Price 297.800 Time to expiry: 39 Days Mar 10 CAB 0.00 10.73 0 0 0| 0 0 0 0 180 CAB 0.00 27.68 0 0 0| 0 7 0 0 200 CAB 0.00 32.18 0 0 0| 0 0 0 0 210 CAB 0.00 34.81 0 0 0| 0 19 0 0 220 0.250 -0.01 36.07 0 0 0| 0 0 0 0 230 0.500 -0.03 36.35 0 0 0| 0 22 0 0 240 1.750 -0.10 34.59 0 0 0| 0 20 0 0 260 3.750 -0.18 35.12 0 0 0| 0 0 0 0 270 6.000 -0.27 34.13 0 0 0| 0 23 0 0 280 8.500 -0.38 31.28 0 0 0| 0 0 0 0 290 13.000 -0.51 30.01 0 0 0| 12 11 -12 0 300 19.250 -0.63 30.63 0 0 0| 0 20 0 0 310 27.500 -0.72 34.02 0 0 0| 0 20 0 0 320 34.250 -0.84 29.50 0 0 0| 0 6 0 0 330 43.750 -0.89 31.95 0 0 0| 0 0 0 0 340 62.750 -0.95 34.71 0 0 0| 9 10 -8 0 360 Total 0 0 0| 21 158 -20 0 Indicative a-t-m Vol 31.01 Underlying Price 297.800 Time to expiry: 130 Days Jun 10 4.250 -0.13 34.91 0 0 0| 0 6 0 0 240 7.750 -0.21 32.62 0 0 0| 0 8 0 0 260 14.000 -0.33 31.93 0 0 0| 3 7 +3 0 280 22.750 -0.47 30.91 0 0 0| 13 28 +10 0 300 35.000 -0.62 30.68 0 0 0| 3 5 0 0 320 49.500 -0.74 30.11 0 0 0| 0 0 0 0 340 67.250 -0.81 32.83 0 0 0| 0 0 0 0 360 Total 0 0 0| 19 54 +13 0 Indicative a-t-m Vol 32.48 Underlying Price 297.800 Time to expiry: 221 Days Sep 10 9.250 -0.18 35.62 0 0 0| 0 5 0 0 240 14.750 -0.26 34.26 0 0 0| 0 1 0 0 260 22.000 -0.36 33.38 0 0 0| 0 5 0 0 280 31.500 -0.47 32.38 0 0 0| 15 20 +10 0 300 43.000 -0.57 31.40 0 0 0| 0 0 0 0 320 56.750 -0.67 31.14 0 0 0| 0 10 0 0 340 72.250 -0.75 30.88 0 0 0| 0 0 0 0 360 Total 0 0 0| 15 41 +10 0 Total Puts 0 0 0| 55 253 +3 0 Grand Total 0 1,200,000 1,200,00| 69 496 +8 0 Equity Options 22:16 Business Day Mon 8 Feb 2010 Previous Business Day Fri 5 Feb 2010 Page 13 Calls | Block | Opening Settle Delta Vola- Daily Trade Bclear Total | Official **Open Change Exer- Exer Trans Price tility High Low Volume Volume*** Volume | Volume Int cises Price | ITV Plc - STND OPT (GME) Indicative a-t-m Vol 41.06 Underlying Price 51.300 Time to expiry: 39 Days Mar 10 29.000 27.250 1.00 78.40 29.000 S 29.000 S 0 0 5| 0 50 0 0 24 23.250 1.00 65.11 0 0 0| 0 0 0 0 28 19.250 1.00 56.80 0 0 0| 0 0 0 0 32 15.250 0.99 48.49 0 0 0| 0 0 0 0 36 11.500 0.96 43.51 0 0 0| 0 0 0 0 40 7.750 0.88 42.99 0 0 0| 0 0 0 0 44 4.750 0.71 42.02 0 0 0| 0 33 0 0 48 2.500 0.49 41.06 0 0 0| 0 10 0 0 52 1.000 0.27 39.24 0 0 0| 0 110 0 0 56 0.250 0.11 37.00 0 0 0| 0 0 0 0 60 CAB 0.04 36.84 0 0 0| 0 8 0 0 64 CAB 0.01 43.39 0 0 0| 0 0 0 0 72 CAB 0.00 50.00 0 0 0| 0 0 0 0 80 Total 0 0 5| 0 211 0 0 Indicative a-t-m Vol 38.22 Underlying Price 51.300 Time to expiry: 130 Days Jun 10 20.000 0.94 57.22 0 0 0| 0 50 0 0 32 12.500 0.86 43.38 0 0 0| 0 10 0 0 40 9.250 0.78 40.09 0 0 0| 0 0 0 0 44 6.500 0.66 38.99 0 0 0| 0 8 0 0 48 2.750 0.39 37.46 0 0 0| 0 231 0 0 56 1.750 0.28 36.58 0 0 0| 0 0 0 0 60 1.250 0.20 37.68 0 0 0| 0 858 0 0 64 0.250 0.05 42.51 0 0 0| 0 0 0 0 80 Total 0 0 0| 0 1,157 0 0 Indicative a-t-m Vol 40.95 Underlying Price 51.300 Time to expiry: 221 Days Sep 10 13.500 0.82 42.79 0 0 0| 0 0 0 0 40 8.250 0.65 41.90 0 0 0| 0 10 0 0 48 4.750 0.46 40.00 0 0 0| 0 0 0 0 56 2.250 0.28 38.57 0 0 0| 0 8 0 0 64 0.500 0.08 36.72 0 0 0| 0 0 0 0 80 Total 0 0 0| 0 18 0 0 Total Calls 0 0 5| 0 1,386 0 0 | Equity Options 22:16 Business Day Mon 8 Feb 2010 Previous Business Day Fri 5 Feb 2010 Page 14 Puts | Block | Opening Settle Delta Vola- Daily Trade Bclear Total | Official **Open Change Exer- Exer Trans Price tility High Low Volume Volume*** Volume | Volume Int cises Price | ITV Plc - STND OPT (GME) Indicative a-t-m Vol 41.09 Underlying Price 51.300 Time to expiry: 39 Days Mar 10 CAB 0.00 75.00 0 0 0| 0 20 0 0 24 CAB 0.00 69.61 0 0 0| 0 0 0 0 28 CAB -0.01 62.46 0 0 0| 0 0 0 0 32 CAB -0.02 55.31 0 0 0| 0 5 0 0 36 0.250 -0.06 50.54 0 0 0| 0 70 0 0 40 0.750 -0.15 48.13 0 0 0| 0 50 0 0 44 1.500 -0.30 44.18 0 0 0| 0 0 0 0 48 3.250 -0.51 41.09 0 0 0| 0 0 0 0 52 4.750 5.750 -0.72 39.89 4.750 4.750 0 0 30| 0 1,125 0 0 56 9.000 -0.88 39.16 0 0 0| 0 250 0 0 60 12.750 -0.95 38.97 0 0 0| 0 0 0 0 64 20.750 -1.00 40.12 0 0 0| 0 0 0 0 72 26.500 28.750 -1.00 53.30 26.500 S 26.500 S 0 0 5| 0 50 0 0 80 Total 0 0 35| 0 1,570 0 0 Indicative a-t-m Vol 40.43 Underlying Price 51.300 Time to expiry: 130 Days Jun 10 0.500 -0.05 53.38 0 0 0| 0 0 0 0 32 1.000 -0.14 44.48 0 0 0| 0 18 0 0 40 2.000 -0.23 42.05 0 0 0| 0 0 0 0 44 3.250 -0.34 41.08 0 0 0| 0 74 0 0 48 7.750 -0.60 39.77 0 0 0| 0 75 0 0 56 10.750 -0.70 39.86 0 0 0| 0 0 0 0 60 14.000 -0.79 40.03 0 0 0| 0 0 0 0 64 28.750 -0.96 41.04 0 0 0| 0 50 0 0 80 Total 0 0 0| 0 217 0 0 Indicative a-t-m Vol 40.34 Underlying Price 51.300 Time to expiry: 221 Days Sep 10 2.000 -0.18 44.04 0 0 0| 0 0 0 0 40 4.750 -0.35 41.62 0 0 0| 0 0 0 0 48 9.000 -0.55 39.06 0 0 0| 0 30 0 0 56 14.750 -0.73 37.58 0 0 0| 0 10 0 0 64 29.000 -0.94 34.86 0 0 0| 0 0 0 0 80 Total 0 0 0| 0 40 0 0 Total Puts 0 0 35| 0 1,827 0 0 Grand Total 0 1,040,000 1,040,04| 0 3,213 0 0 Equity Options 22:16 Business Day Mon 8 Feb 2010 Previous Business Day Fri 5 Feb 2010 Page 15 Calls | Block | Opening Settle Delta Vola- Daily Trade Bclear Total | Official **Open Change Exer- Exer Trans Price tility High Low Volume Volume*** Volume | Volume Int cises Price | Johnson Matthey PLC - STND OPT (JMT) Indicative a-t-m Vol 29.27 Underlying Price 1500.000 Time to expiry: 39 Days Mar 10 302.000 0.98 32.68 0 0 0| 0 0 0 0 1200 207.500 0.92 32.59 0 0 0| 0 0 0 0 1300 122.500 0.77 30.68 0 0 0| 0 0 0 0 1400 87.000 0.66 29.80 0 0 0| 0 0 0 0 1450 58.500 0.52 29.27 0 0 0| 0 0 0 0 1500 35.000 0.38 27.88 0 0 0| 0 0 0 0 1550 20.500 0.26 27.67 0 0 0| 0 7 0 0 1600 10.000 0.15 26.74 0 0 0| 0 0 0 0 1650 5.500 0.09 27.03 0 0 0| 0 0 0 0 1700 1.500 0.03 28.05 0 0 0| 0 7 0 0 1800 0.500 0.01 30.47 0 0 0| 0 0 0 0 1900 Total 0 0 0| 0 14 0 0 Indicative a-t-m Vol 29.48 Underlying Price 1500.000 Time to expiry: 130 Days Jun 10 317.500 0.90 33.39 0 0 0| 0 0 0 0 1200 162.000 0.69 30.86 0 0 0| 0 0 0 0 1400 103.000 0.54 29.48 0 0 0| 0 3 0 0 1500 61.000 0.38 28.67 0 0 0| 0 0 0 0 1600 32.000 0.24 27.54 0 0 0| 5 10 +5 0 1700 18.000 15.500 0.14 26.86 18.000 18.000 0 0 3| 0 1 0 0 1800 Total 0 0 3| 5 14 +5 0 Total Calls 0 0 3| 5 28 +5 0 | Equity Options 22:16 Business Day Mon 8 Feb 2010 Previous Business Day Fri 5 Feb 2010 Page 16 Puts | Block | Opening Settle Delta Vola- Daily Trade Bclear Total | Official **Open Change Exer- Exer Trans Price tility High Low Volume Volume*** Volume | Volume Int cises Price | Johnson Matthey PLC - STND OPT (JMT) Indicative a-t-m Vol 29.27 Underlying Price 1500.000 Time to expiry: 39 Days Mar 10 1.000 -0.02 32.68 0 0 0| 0 0 0 0 1200 6.500 -0.08 32.94 0 0 0| 0 0 0 0 1300 22.000 -0.23 30.89 0 0 0| 0 9 0 0 1400 36.500 -0.35 30.09 0 0 0| 0 0 0 0 1450 57.500 -0.48 29.27 0 0 0| 0 0 0 0 1500 84.500 -0.62 28.19 0 0 0| 0 0 0 0 1550 119.500 -0.74 27.67 0 0 0| 0 0 0 0 1600 159.000 -0.85 26.74 0 0 0| 0 0 0 0 1650 204.500 -0.91 27.19 0 0 0| 0 0 0 0 1700 300.500 -0.98 28.05 0 0 0| 0 0 0 0 1800 400.000 -0.99 30.47 0 0 0| 0 0 0 0 1900 Total 0 0 0| 0 9 0 0 Indicative a-t-m Vol 29.69 Underlying Price 1500.000 Time to expiry: 130 Days Jun 10 20.500 -0.13 33.39 0 0 0| 0 17 0 0 1200 71.500 -0.35 30.86 0 0 0| 0 20 0 0 1400 117.000 -0.50 29.69 0 0 0| 5 0 -5 0 1500 178.000 -0.65 28.83 0 0 0| 0 0 0 0 1600 251.000 -0.78 27.54 0 0 0| 0 0 0 0 1700 335.500 -0.87 26.86 0 0 0| 0 0 0 0 1800 Total 0 0 0| 5 37 -5 0 Total Puts 0 0 0| 5 46 -5 0 Grand Total 0 680,000 680,003| 10 74 0 0 Equity Options 22:16 Business Day Mon 8 Feb 2010 Previous Business Day Fri 5 Feb 2010 Page 17 Calls | Block | Opening Settle Delta Vola- Daily Trade Bclear Total | Official **Open Change Exer- Exer Trans Price tility High Low Volume Volume*** Volume | Volume Int cises Price | Kazakhmys PLC - STND OPT (KZK) Indicative a-t-m Vol 52.65 Underlying Price 1240.000 Time to expiry: 39 Days Mar 10 760.500 1.00 3.06 0 0 0| 0 15 0 0 480 680.500 1.00 33.23 0 0 0| 0 0 0 0 560 640.500 1.00 42.56 0 0 0| 0 0 0 0 600 600.500 1.00 49.26 0 0 0| 0 8 0 0 640 560.500 1.00 53.96 0 0 0| 0 12 0 0 680 520.750 1.00 53.87 0 0 0| 0 9 0 0 720 481.250 0.99 61.87 0 0 0| 0 12 0 0 760 441.750 0.99 61.83 0 0 0| 0 12 0 0 800 403.000 0.98 61.92 0 0 0| 0 5 0 0 840 364.500 0.96 60.92 0 0 0| 0 30 0 0 880 326.500 0.95 59.48 0 0 0| 0 0 0 0 920 289.750 0.92 58.41 0 0 0| 0 18 0 0 960 254.500 0.89 57.49 0 0 0| 0 42 0 0 1000 174.250 0.77 55.76 0 0 0| 0 6 0 0 1100 138.500 0.70 54.24 0 0 0| 0 0 0 0 1150 106.750 0.61 52.78 0 0 0| 0 57 0 0 1200 82.000 0.52 52.61 0 0 0| 0 0 0 0 1250 65.000 61.250 0.43 52.22 65.000 65.000 0 0 21| 39 86 +39 0 1300 44.000 45.500 0.35 52.46 44.000 44.000 0 0 1| 1 15 0 0 1350 33.000 0.27 52.49 0 0 0| 19 903 0 0 1400 24.250 0.21 52.91 0 0 0| 0 2 0 0 1450 14.500 17.000 0.16 52.98 14.500 S 14.500 S 0 0 30| 52 125 -24 0 1500 12.000 0.12 53.22 0 0 0| 0 12 0 0 1550 8.750 0.09 53.91 0 0 0| 0 149 0 0 1600 3.500 0.04 53.03 0 0 0| 0 0 0 0 1700 Total 0 0 52| 111 1,518 +15 0 Indicative a-t-m Vol 48.75 Underlying Price 1240.000 Time to expiry: 130 Days Jun 10 379.750 0.90 53.18 0 0 0| 0 9 0 0 880 314.500 0.84 52.06 0 0 0| 0 0 0 0 960 285.250 0.80 51.80 0 0 0| 0 41 0 0 1000 201.750 215.500 0.71 49.87 201.750 S 201.750 S 0 0 3| 0 18 0 0 1100 160.500 0.60 49.22 0 0 0| 0 9 0 0 1200 114.000 0.49 48.04 0 0 0| 0 10 0 0 1300 82.000 0.39 48.12 0 0 0| 18 30 -18 0 1400 59.000 58.500 0.30 48.27 59.000 59.000 0 0 6| 42 95 +42 0 1500 41.250 0.23 48.43 0 0 0| 0 55 0 0 1600 20.500 0.13 49.05 0 0 0| 0 9 0 0 1800 Total 0 0 9| 60 276 +24 0 Indicative a-t-m Vol 49.59 Underlying Price 1240.000 Time to expiry: 221 Days Sep 10 321.500 0.77 52.33 0 0 0| 0 0 0 0 1000 258.750 0.69 50.72 0 0 0| 0 0 0 0 1100 206.500 0.61 49.97 0 0 0| 0 19 0 0 1200 161.750 0.52 49.02 0 0 0| 24 26 +3 0 1300 Equity Options 22:16 Business Day Mon 8 Feb 2010 Previous Business Day Fri 5 Feb 2010 Page 18 Calls | Block | Opening Settle Delta Vola- Daily Trade Bclear Total | Official **Open Change Exer- Exer Trans Price tility High Low Volume Volume*** Volume | Volume Int cises Price | 127.000 0.45 48.72 0 0 0| 0 16 0 0 1400 99.000 0.37 48.42 0 0 0| 12 37 -6 0 1500 78.250 0.31 48.67 0 0 0| 0 68 0 0 1600 48.000 0.21 49.01 0 0 0| 0 12 0 0 1800 Total 0 0 0| 36 178 -3 0 Total Calls 0 0 61| 207 1,972 +36 0 | Equity Options 22:16 Business Day Mon 8 Feb 2010 Previous Business Day Fri 5 Feb 2010 Page 19 Puts | Block | Opening Settle Delta Vola- Daily Trade Bclear Total | Official **Open Change Exer- Exer Trans Price tility High Low Volume Volume*** Volume | Volume Int cises Price | Kazakhmys PLC - STND OPT (KZK) Indicative a-t-m Vol 53.00 Underlying Price 1240.000 Time to expiry: 39 Days Mar 10 CAB 0.00 93.27 0 0 0| 0 29 0 0 480 0.250 0.00 84.02 0 0 0| 0 6 0 0 560 0.250 0.00 80.06 0 0 0| 0 14 0 0 600 0.250 0.00 76.48 0 0 0| 0 24 0 0 640 0.500 0.00 73.26 0 0 0| 0 3 0 0 680 0.750 -0.01 70.37 0 0 0| 0 30 0 0 720 1.000 -0.01 67.78 0 0 0| 0 22 0 0 760 1.750 -0.02 65.47 0 0 0| 0 39 0 0 800 2.500 -0.02 63.40 0 0 0| 0 9 0 0 840 3.750 -0.04 60.97 0 0 0| 0 15 0 0 880 6.500 -0.06 60.75 0 0 0| 0 18 0 0 920 12.000 9.750 -0.08 59.40 12.000 S 12.000 S 0 0 30| 0 54 0 0 960 13.250 -0.11 57.18 0 0 0| 0 102 0 0 1000 32.000 -0.22 54.64 0 0 0| 249 648 +111 0 1100 48.500 -0.30 54.98 0 0 0| 0 0 0 0 1150 66.000 -0.39 52.82 0 0 0| 0 129 0 0 1200 91.750 -0.48 53.04 0 0 0| 0 12 0 0 1250 120.250 -0.57 52.14 0 0 0| 3 405 -2 0 1300 153.750 -0.66 51.90 0 0 0| 0 500 0 0 1350 193.250 -0.72 53.25 0 0 0| 96 241 +96 0 1400 233.500 -0.79 53.17 0 0 0| 0 0 0 0 1450 276.250 -0.84 53.23 0 0 0| 0 9 0 0 1500 321.250 -0.88 53.31 0 0 0| 0 0 0 0 1550 367.750 -0.91 53.91 0 0 0| 0 33 0 0 1600 463.500 -0.95 54.87 0 0 0| 42 0 -42 0 1700 Total 0 0 30| 390 2,342 +163 0 Indicative a-t-m Vol 47.49 Underlying Price 1240.000 Time to expiry: 130 Days Jun 10 23.750 -0.11 52.68 0 0 0| 0 42 0 0 880 38.500 -0.17 51.36 0 0 0| 0 36 0 0 960 49.000 -0.20 50.85 0 0 0| 0 13 0 0 1000 79.750 -0.29 49.24 0 0 0| 0 1 0 0 1100 122.250 -0.40 47.76 0 0 0| 0 83 0 0 1200 177.000 -0.52 47.08 0 0 0| 0 5 0 0 1300 258.250 243.500 -0.62 46.54 258.250 S 258.250 S 0 0 3| 72 147 +72 0 1400 320.250 -0.71 46.77 0 0 0| 0 28 0 0 1500 405.750 -0.78 47.92 0 0 0| 0 30 0 0 1600 584.750 -0.88 48.20 0 0 0| 51 0 -51 0 1800 Total 0 0 3| 123 385 +21 0 Indicative a-t-m Vol 48.53 Underlying Price 1240.000 Time to expiry: 221 Days Sep 10 83.000 -0.23 51.30 0 0 0| 0 7 0 0 1000 120.000 -0.31 49.90 0 0 0| 6 0 -6 0 1100 166.000 -0.39 48.80 0 0 0| 0 21 0 0 1200 222.000 -0.48 48.13 0 0 0| 0 0 0 0 1300 284.750 -0.56 47.25 0 0 0| 0 0 0 0 1400 Equity Options 22:16 Business Day Mon 8 Feb 2010 Previous Business Day Fri 5 Feb 2010 Page 20 Puts | Block | Opening Settle Delta Vola- Daily Trade Bclear Total | Official **Open Change Exer- Exer Trans Price tility High Low Volume Volume*** Volume | Volume Int cises Price | 375.000 359.500 -0.63 47.73 375.000 375.000 0 0 3| 0 3 0 0 1500 440.500 -0.69 48.43 0 0 0| 0 0 0 0 1600 608.500 -0.80 48.18 0 0 0| 0 0 0 0 1800 Total 0 0 3| 6 31 -6 0 Total Puts 0 0 36| 519 2,758 +178 0 Grand Total 0 1,720,000 1,720,09| 726 4,730 +214 0 Equity Options 22:16 Business Day Mon 8 Feb 2010 Previous Business Day Fri 5 Feb 2010 Page 21 Calls | Block | Opening Settle Delta Vola- Daily Trade Bclear Total | Official **Open Change Exer- Exer Trans Price tility High Low Volume Volume*** Volume | Volume Int cises Price | Kingfisher plc - STND OPT (KGF) Indicative a-t-m Vol 34.89 Underlying Price 198.500 Time to expiry: 11 Days Feb 10 18.750 0.94 35.29 0 0 0| 0 0 0 0 180 10.500 0.76 35.88 0 0 0| 0 0 0 0 190 7.000 0.62 34.82 0 0 0| 0 0 0 0 195 4.250 0.47 34.90 0 0 0| 0 0 0 0 200 2.250 0.31 33.81 0 0 0| 0 0 0 0 205 1.250 0.18 33.00 0 0 0| 0 0 0 0 210 0.500 0.09 32.80 0 0 0| 0 15 0 0 215 0.250 0.04 32.60 0 0 0| 0 0 0 0 220 CAB 0.02 32.40 0 0 0| 0 5 0 0 225 CAB 0.01 32.20 0 0 0| 0 43 0 0 230 CAB 0.00 32.00 0 0 0| 0 35 0 0 235 CAB 0.00 31.90 0 0 0| 0 19 0 0 240 CAB 0.00 31.80 0 0 0| 0 15 0 0 245 CAB 0.00 31.70 0 0 0| 0 7 0 0 250 CAB 0.00 31.60 0 0 0| 0 0 0 0 260 CAB 0.00 31.50 0 0 0| 0 0 0 0 280 Total 0 0 0| 0 139 0 0 Indicative a-t-m Vol 30.56 Underlying Price 198.500 Time to expiry: 39 Days Mar 10 58.500 1.00 17.70 0 0 0| 3 0 -3 0 140 38.750 0.98 31.60 0 0 0| 0 40 0 0 160 29.250 0.93 32.41 0 0 0| 0 0 0 0 170 20.500 0.84 32.20 0 0 0| 0 15 0 0 180 13.250 0.68 31.71 0 0 0| 0 0 0 0 190 10.000 0.59 31.10 0 0 0| 0 0 0 0 195 7.250 0.49 30.42 0 0 0| 0 25 0 0 200 5.250 0.40 30.26 0 0 0| 0 0 0 0 205 3.500 0.30 29.82 0 0 0| 6 213 0 0 210 2.500 0.22 29.72 0 0 0| 0 0 0 0 215 1.500 0.16 29.05 0 0 0| 0 970 0 0 220 1.000 0.11 29.79 0 0 0| 0 101 0 0 225 1.250 0.750 0.08 30.23 1.250 1.250 0 0 10| 0 603 0 0 230 0.500 0.05 30.83 0 0 0| 0 0 0 0 235 0.250 0.04 31.71 0 0 0| 0 749 0 0 240 0.250 0.02 38.12 0 0 0| 0 8 0 0 260 0.250 0.02 49.57 0 0 0| 0 0 0 0 280 Total 0 0 10| 9 2,724 -3 0 Indicative a-t-m Vol 30.40 Underlying Price 198.500 Time to expiry: 67 Days Apr 10 22.250 0.78 31.98 0 0 0| 0 0 0 0 180 15.500 0.66 31.64 0 0 0| 0 0 0 0 190 12.500 0.58 31.24 0 0 0| 0 0 0 0 195 9.750 0.51 30.19 0 0 0| 0 0 0 0 200 7.500 0.43 29.90 0 0 0| 0 0 0 0 205 5.750 0.36 29.50 0 0 0| 0 0 0 0 210 Equity Options 22:16 Business Day Mon 8 Feb 2010 Previous Business Day Fri 5 Feb 2010 Page 22 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 | 4.250 0.29 29.18 0 0 0| 0 0 0 0 215 3.250 0.23 29.61 0 0 0| 0 0 0 0 220 2.250 0.18 29.15 0 0 0| 0 0 0 0 225 1.500 0.13 28.76 0 0 0| 0 0 0 0 230 1.000 0.10 28.75 0 0 0| 0 0 0 0 235 0.750 0.07 28.98 0 0 0| 0 0 0 0 240 0.250 0.02 30.57 0 0 0| 0 0 0 0 260 Total 0 0 0| 0 0 0 0 Indicative a-t-m Vol 30.51 Underlying Price 198.500 Time to expiry: 130 Days Jun 10 24.500 0.74 31.88 0 0 0| 0 1 0 0 180 18.250 0.63 31.73 0 0 0| 0 0 0 0 190 12.500 0.51 30.38 0 0 0| 0 0 0 0 200 8.250 0.39 29.35 0 0 0| 0 3 0 0 210 5.500 0.29 28.98 0 0 0| 0 10 0 0 220 3.250 0.19 28.21 0 0 0| 0 0 0 0 230 2.000 0.13 28.48 0 0 0| 0 18 0 0 240 1.000 1.000 0.06 29.84 1.000 1.000 0 0 15| 0 94 0 0 260 0.750 0.04 33.25 0 0 0| 0 111 0 0 280 Total 0 0 15| 0 237 0 0 Indicative a-t-m Vol 30.68 Underlying Price 198.500 Time to expiry: 221 Days Sep 10 28.000 0.69 32.35 0 0 0| 0 0 0 0 180 21.750 0.61 31.26 0 0 0| 0 0 0 0 190 16.750 0.52 30.62 0 0 0| 0 40 0 0 200 11.250 12.250 0.43 29.34 11.250 11.250 0 0 30| 0 0 0 0 210 8.750 0.34 28.73 0 0 0| 0 0 0 0 220 6.500 0.27 28.71 0 0 0| 0 4 0 0 230 4.500 0.21 28.28 0 0 0| 0 10 0 0 240 2.000 0.11 27.62 0 0 0| 0 20 0 0 260 1.000 0.06 27.73 0 0 0| 0 10 0 0 280 Total 0 0 30| 0 84 0 0 Total Calls 0 0 55| 9 3,184 -3 0 | Equity Options 22:16 Business Day Mon 8 Feb 2010 Previous Business Day Fri 5 Feb 2010 Page 23 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 35.89 Underlying Price 198.500 Time to expiry: 11 Days Feb 10 1.000 -0.11 46.13 0 0 0| 0 0 0 0 180 2.250 -0.25 38.87 0 0 0| 0 0 0 0 190 3.500 -0.38 35.87 0 0 0| 0 0 0 0 195 6.000 -0.53 35.89 0 0 0| 0 15 0 0 200 8.750 -0.69 34.00 0 0 0| 0 15 0 0 205 12.500 -0.82 33.00 0 0 0| 0 41 0 0 210 17.000 -0.91 32.80 0 0 0| 0 15 0 0 215 21.750 -0.96 32.60 0 0 0| 0 48 0 0 220 26.500 -0.98 32.40 0 0 0| 0 15 0 0 225 31.500 -1.00 32.20 0 0 0| 0 0 0 0 230 36.500 -1.00 32.00 0 0 0| 0 5 0 0 235 41.500 -1.00 31.90 0 0 0| 0 0 0 0 240 46.500 -1.00 31.80 0 0 0| 0 15 0 0 245 51.500 -1.00 31.70 0 0 0| 0 0 0 0 250 61.500 -1.00 31.60 0 0 0| 0 0 0 0 260 81.500 -1.00 31.50 0 0 0| 0 0 0 0 280 Total 0 0 0| 0 169 0 0 Indicative a-t-m Vol 31.14 Underlying Price 198.500 Time to expiry: 39 Days Mar 10 0.250 -0.02 54.51 0 0 0| 0 15 0 0 140 0.500 -0.05 41.40 0 0 0| 0 15 0 0 160 1.250 -0.09 37.74 0 0 0| 0 5 0 0 170 2.000 -0.17 33.21 0 0 0| 0 171 0 0 180 4.750 -0.32 32.75 0 0 0| 0 115 0 0 190 6.500 -0.41 31.38 0 0 0| 0 0 0 0 195 9.000 -0.51 31.07 0 0 0| 0 769 0 0 200 12.000 -0.60 31.59 0 0 0| 0 61 0 0 205 15.250 -0.69 31.41 0 0 0| 6 142 0 0 210 19.000 -0.77 30.69 0 0 0| 0 4 0 0 215 23.250 -0.83 30.96 0 0 0| 0 212 0 0 220 27.750 -0.87 32.16 0 0 0| 0 0 0 0 225 32.250 -0.91 31.83 0 0 0| 0 68 0 0 230 37.000 -0.94 32.60 0 0 0| 0 0 0 0 235 41.750 -0.96 32.07 0 0 0| 0 2 0 0 240 61.500 -0.99 35.90 0 0 0| 0 0 0 0 260 81.500 -1.00 36.22 0 0 0| 3 0 -3 0 280 Total 0 0 0| 9 1,579 -3 0 Indicative a-t-m Vol 30.63 Underlying Price 198.500 Time to expiry: 67 Days Apr 10 3.750 -0.22 32.47 0 0 0| 0 0 0 0 180 6.750 -0.35 31.63 0 0 0| 0 0 0 0 190 8.750 -0.42 30.88 0 0 0| 0 0 0 0 195 11.250 -0.49 30.57 0 0 0| 0 0 0 0 200 14.000 -0.57 30.30 0 0 0| 0 0 0 0 205 17.250 -0.64 30.64 0 0 0| 0 0 0 0 210 20.500 -0.71 29.60 0 0 0| 0 0 0 0 215 Equity Options 22:16 Business Day Mon 8 Feb 2010 Previous Business Day Fri 5 Feb 2010 Page 24 Puts | Block | Opening Settle Delta Vola- Daily Trade Bclear Total | Official **Open Change Exer- Exer Trans Price tility High Low Volume Volume*** Volume | Volume Int cises Price | 24.500 -0.77 30.08 0 0 0| 0 0 0 0 220 28.750 -0.82 29.68 0 0 0| 0 0 0 0 225 33.000 -0.87 29.37 0 0 0| 0 0 0 0 230 37.500 -0.90 29.31 0 0 0| 0 10 0 0 235 42.250 -0.92 30.05 0 0 0| 0 0 0 0 240 61.500 -0.98 30.79 0 0 0| 0 0 0 0 260 Total 0 0 0| 0 10 0 0 Indicative a-t-m Vol 30.53 Underlying Price 198.500 Time to expiry: 130 Days Jun 10 8.000 -0.30 32.39 0 0 0| 0 5 0 0 180 12.000 -0.41 31.29 0 0 0| 0 0 0 0 190 17.000 -0.52 30.45 0 0 0| 0 89 0 0 200 22.750 -0.63 29.43 0 0 0| 0 10 0 0 210 30.000 -0.73 28.98 0 0 0| 0 26 0 0 220 38.500 -0.80 29.71 0 0 0| 0 20 0 0 230 47.250 -0.86 30.05 0 0 0| 0 0 0 0 240 65.250 -0.96 25.92 0 0 0| 0 0 0 0 260 84.750 -1.00 20.65 0 0 0| 0 0 0 0 280 Total 0 0 0| 0 150 0 0 Indicative a-t-m Vol 29.96 Underlying Price 198.500 Time to expiry: 221 Days Sep 10 11.750 -0.32 31.57 0 0 0| 4 4 +4 0 180 16.000 -0.41 31.22 0 0 0| 0 0 0 0 190 20.000 20.500 -0.49 29.82 20.000 20.000 0 0 2| 2 56 -2 0 200 26.750 -0.58 29.57 0 0 0| 0 15 0 0 210 33.250 -0.66 28.67 0 0 0| 0 0 0 0 220 41.250 -0.73 29.59 0 0 0| 0 0 0 0 230 49.250 -0.79 28.75 0 0 0| 0 3 0 0 240 66.250 -0.90 26.72 0 0 0| 0 0 0 0 260 85.250 -0.96 25.58 0 0 0| 0 0 0 0 280 Total 0 0 2| 6 78 +2 0 Total Puts 0 0 2| 15 1,986 -1 0 Grand Total 0 2,560,000 2,560,05| 24 5,170 -4 0 Equity Options 22:16 Business Day Mon 8 Feb 2010 Previous Business Day Fri 5 Feb 2010 Page 25 Calls | Block | Opening Settle Delta Vola- Daily Trade Bclear Total | Official **Open Change Exer- Exer Trans Price tility High Low Volume Volume*** Volume | Volume Int cises Price | Ladbrokes PLC - STND OPT (LDB) Indicative a-t-m Vol 33.06 Underlying Price 152.500 Time to expiry: 39 Days Mar 10 52.000 52.500 1.00 40.63 52.000 52.000 0 0 3| 0 4 0 0 100 42.500 1.00 19.22 0 0 0| 0 0 0 0 110 33.500 1.00 28.96 0 0 0| 0 0 0 0 119 17.500 0.88 30.97 0 0 0| 0 5 0 0 136 10.750 0.71 30.88 0 0 0| 0 53 0 0 145 6.750 6.500 0.51 33.06 6.750 S 6.750 S 0 0 8| 0 52 0 0 153 2.750 0.30 31.25 0 0 0| 0 31 0 0 162 1.250 0.16 31.54 0 0 0| 0 16 0 0 170 0.750 0.09 34.97 0 0 0| 0 0 0 0 179 0.500 0.06 38.54 0 0 0| 0 33 0 0 187 0.500 0.05 51.44 0 0 0| 0 0 0 0 204 Total 0 0 11| 0 194 0 0 Indicative a-t-m Vol 33.06 Underlying Price 152.500 Time to expiry: 130 Days Jun 10 52.750 1.00 28.35 0 0 0| 0 0 0 0 100 43.250 0.96 33.27 0 0 0| 0 50 0 0 110 34.500 0.89 35.47 0 0 0| 0 41 0 0 120 26.500 0.81 34.69 0 0 0| 0 770 0 0 130 22.000 0.75 34.33 0 0 0| 0 0 0 0 136 16.250 0.64 33.55 0 0 0| 0 49 0 0 145 12.000 0.54 33.06 0 0 0| 0 0 0 0 153 8.000 0.42 31.92 0 0 0| 38 71 +38 0 162 5.500 0.32 31.69 0 0 0| 0 0 0 0 170 3.500 0.22 31.02 0 0 0| 0 0 0 0 179 2.250 0.16 30.70 0 0 0| 0 135 0 0 187 Total 0 0 0| 38 1,116 +38 0 Indicative a-t-m Vol 34.70 Underlying Price 152.500 Time to expiry: 221 Days Sep 10 36.000 0.86 34.84 0 0 0| 0 0 0 0 120 28.500 0.78 34.49 0 0 0| 0 100 0 0 130 22.250 0.68 34.80 0 0 0| 0 1 0 0 140 17.250 0.58 35.14 0 0 0| 0 3 0 0 150 12.250 0.48 33.67 0 0 0| 0 3 0 0 160 9.000 0.38 33.28 0 0 0| 0 0 0 0 170 6.500 0.30 33.25 0 0 0| 0 0 0 0 180 Total 0 0 0| 0 107 0 0 Total Calls 0 0 11| 38 1,417 +38 0 | Equity Options 22:16 Business Day Mon 8 Feb 2010 Previous Business Day Fri 5 Feb 2010 Page 26 Puts | Block | Opening Settle Delta Vola- Daily Trade Bclear Total | Official **Open Change Exer- Exer Trans Price tility High Low Volume Volume*** Volume | Volume Int cises Price | Ladbrokes PLC - STND OPT (LDB) Indicative a-t-m Vol 33.42 Underlying Price 152.500 Time to expiry: 39 Days Mar 10 CAB 0.00 2.62 0 0 0| 0 0 0 0 100 CAB 0.00 22.45 0 0 0| 0 150 0 0 110 CAB -0.01 30.96 0 0 0| 0 222 0 0 119 1.500 -0.15 36.00 0 0 0| 0 215 0 0 136 3.250 -0.30 32.91 0 0 0| 0 1,030 0 0 145 7.250 7.000 -0.49 33.42 7.250 S 7.250 S 0 0 8| 0 55 0 0 153 12.500 -0.69 33.34 0 0 0| 0 0 0 0 162 18.750 -0.84 31.19 0 0 0| 0 32 0 0 170 27.000 -0.93 32.17 0 0 0| 0 0 0 0 179 34.750 -0.96 33.89 0 0 0| 0 49 0 0 187 51.000 51.500 -0.98 43.11 51.000 51.000 0 0 3| 0 4 0 0 204 Total 0 0 11| 0 1,757 0 0 Indicative a-t-m Vol 33.24 Underlying Price 152.500 Time to expiry: 130 Days Jun 10 CAB -0.01 32.15 0 0 0| 0 10 0 0 100 0.500 -0.04 34.13 0 0 0| 0 911 0 0 110 1.750 -0.10 34.70 0 0 0| 0 35 0 0 120 3.750 -0.19 34.83 0 0 0| 0 77 0 0 130 5.250 -0.25 34.12 0 0 0| 0 69 0 0 136 8.500 -0.36 33.86 0 0 0| 0 10 0 0 145 12.250 -0.46 33.24 0 0 0| 0 53 0 0 153 17.250 -0.58 32.47 0 0 0| 0 0 0 0 162 22.750 -0.68 32.06 0 0 0| 0 20 0 0 170 29.500 -0.78 30.65 0 0 0| 0 0 0 0 179 36.500 -0.84 31.24 0 0 0| 0 0 0 0 187 Total 0 0 0| 0 1,185 0 0 Indicative a-t-m Vol 34.39 Underlying Price 152.500 Time to expiry: 221 Days Sep 10 4.250 -0.17 35.15 0 0 0| 0 13 0 0 120 7.000 -0.25 34.71 0 0 0| 0 13 0 0 130 10.750 -0.34 34.51 0 0 0| 0 53 0 0 140 15.750 -0.44 34.44 0 0 0| 0 0 0 0 150 21.500 -0.54 34.29 0 0 0| 0 0 0 0 160 28.250 -0.63 33.89 0 0 0| 0 0 0 0 170 36.000 -0.70 34.79 0 0 0| 0 30 0 0 180 Total 0 0 0| 0 109 0 0 Total Puts 0 0 11| 0 3,051 0 0 Grand Total 0 1,160,000 1,160,02| 38 4,468 +38 0 Equity Options 22:16 Business Day Mon 8 Feb 2010 Previous Business Day Fri 5 Feb 2010 Page 27 Calls | Block | Opening Settle Delta Vola- Daily Trade Bclear Total | Official **Open Change Exer- Exer Trans Price tility High Low Volume Volume*** Volume | Volume Int cises Price | Land Securities plc - STND OPT (LS ) Indicative a-t-m Vol 28.11 Underlying Price 622.000 Time to expiry: 11 Days Feb 10 102.500 0.99 44.44 0 0 0| 0 0 0 0 520 62.500 0.98 28.72 0 0 0| 0 0 0 0 560 27.500 0.75 31.22 0 0 0| 0 5 0 0 600 14.000 0.54 28.19 0 0 0| 0 0 0 0 620 5.500 0.29 27.37 0 0 0| 0 0 0 0 640 1.500 0.12 26.85 0 0 0| 0 11 0 0 660 CAB 0.01 20.77 0 0 0| 0 24 0 0 680 CAB 0.00 12.10 0 0 0| 0 55 0 0 700 CAB 0.00 18.49 0 0 0| 0 67 0 0 720 CAB 0.00 2.00 0 0 0| 0 0 0 0 760 CAB 0.00 40.47 0 0 0| 0 0 0 0 800 Total 0 0 0| 0 162 0 0 Indicative a-t-m Vol 30.16 Underlying Price 622.000 Time to expiry: 39 Days Mar 10 271.000 262.500 0.99 88.01 271.000 S 261.500 S 0 0 8| 0 23 0 0 360 223.000 0.99 76.12 0 0 0| 0 2 0 0 400 202.500 1.00 58.49 0 0 0| 0 0 0 0 420 182.500 0.99 59.96 0 0 0| 0 0 0 0 440 163.000 0.98 55.21 0 0 0| 0 0 0 0 460 143.000 0.98 48.52 0 0 0| 0 0 0 0 480 103.500 0.95 40.48 0 0 0| 0 89 0 0 520 66.000 0.86 34.44 0 0 0| 0 700 0 0 560 34.500 0.65 30.50 0 0 0| 0 10 0 0 600 23.500 0.51 30.32 0 0 0| 0 5 0 0 620 20.000 14.000 0.37 28.73 20.000 13.000 S 0 0 35| 20 103 +20 0 640 8.500 0.25 28.51 0 0 0| 0 145 0 0 660 4.000 0.14 26.91 0 0 0| 0 131 0 0 680 2.000 0.08 27.11 0 0 0| 0 60 0 0 700 1.000 0.05 28.25 0 0 0| 0 639 0 0 720 0.500 0.02 29.85 0 0 0| 0 312 0 0 760 CAB 0.01 32.58 0 0 0| 0 159 0 0 800 CAB 0.01 36.32 0 0 0| 0 194 0 0 840 Total 0 0 43| 20 2,572 +20 0 Indicative a-t-m Vol 29.21 Underlying Price 622.000 Time to expiry: 67 Days Apr 10 105.500 0.90 38.39 0 0 0| 0 0 0 0 520 70.000 0.79 33.56 0 0 0| 0 0 0 0 560 40.500 0.62 30.32 0 0 0| 0 5 0 0 600 34.500 29.500 0.51 29.27 34.500 34.500 0 0 5| 0 0 0 0 620 20.500 0.41 28.63 0 0 0| 0 15 0 0 640 13.000 13.500 0.31 27.92 13.000 S 13.000 S 0 0 3| 0 15 0 0 660 8.500 0.22 27.17 0 0 0| 0 5 0 0 680 5.500 0.15 27.27 0 0 0| 0 12 0 0 700 3.500 0.10 27.31 0 0 0| 0 8 0 0 720 1.000 0.04 27.46 0 0 0| 0 0 0 0 760 Equity Options 22:16 Business Day Mon 8 Feb 2010 Previous Business Day Fri 5 Feb 2010 Page 28 Calls | Block | Opening Settle Delta Vola- Daily Trade Bclear Total | Official **Open Change Exer- Exer Trans Price tility High Low Volume Volume*** Volume | Volume Int cises Price | 0.500 0.02 27.88 0 0 0| 0 0 0 0 800 Total 0 0 8| 0 60 0 0 Indicative a-t-m Vol 29.46 Underlying Price 622.000 Time to expiry: 130 Days Jun 10 145.000 0.92 37.27 0 0 0| 12 15 0 0 480 78.000 0.73 32.08 0 0 0| 24 34 +24 0 560 52.000 0.60 30.06 0 0 0| 0 5 0 0 600 32.000 0.45 28.98 0 0 0| 0 30 0 0 640 18.000 0.30 27.83 0 0 0| 0 102 0 0 680 9.000 0.19 26.98 0 0 0| 0 85 0 0 720 5.000 0.11 27.20 0 0 0| 0 17 0 0 760 2.500 0.06 27.55 0 0 0| 0 129 0 0 800 1.500 0.04 28.47 0 0 0| 0 395 0 0 840 Total 0 0 0| 36 812 +24 0 Indicative a-t-m Vol 29.90 Underlying Price 622.000 Time to expiry: 221 Days Sep 10 88.000 0.70 32.16 0 0 0| 0 0 0 0 560 63.000 0.59 30.61 0 0 0| 0 0 0 0 600 43.500 0.47 29.32 0 0 0| 0 0 0 0 640 27.500 28.500 0.36 28.50 28.000 S 27.500 0 0 15| 0 10 0 0 680 17.000 18.000 0.26 27.73 17.000 17.000 0 0 15| 0 37 0 0 720 7.500 0.13 27.89 0 0 0| 0 8 0 0 800 Total 0 0 30| 0 55 0 0 Total Calls 0 0 81| 56 3,661 +44 0 | Equity Options 22:16 Business Day Mon 8 Feb 2010 Previous Business Day Fri 5 Feb 2010 Page 29 Puts | Block | Opening Settle Delta Vola- Daily Trade Bclear Total | Official **Open Change Exer- Exer Trans Price tility High Low Volume Volume*** Volume | Volume Int cises Price | Land Securities plc - STND OPT (LS ) Indicative a-t-m Vol 28.89 Underlying Price 622.000 Time to expiry: 11 Days Feb 10 1.500 -0.04 60.21 0 0 0| 0 0 0 0 520 1.500 -0.08 42.24 0 0 0| 0 0 0 0 560 5.500 -0.25 30.85 0 0 0| 3 203 0 0 600 12.000 -0.46 29.09 0 0 0| 0 105 0 0 620 23.500 -0.71 27.10 0 0 0| 0 102 0 0 640 39.500 -0.89 26.39 0 0 0| 0 61 0 0 660 59.000 58.500 -0.95 29.18 59.000 59.000 0 0 3| 0 14 0 0 680 78.500 -0.97 35.31 0 0 0| 0 55 0 0 700 98.000 -0.99 36.53 0 0 0| 0 0 0 0 720 138.000 -1.00 2.00 0 0 0| 0 0 0 0 760 178.000 -0.99 60.70 0 0 0| 0 0 0 0 800 Total 0 0 3| 3 540 0 0 Indicative a-t-m Vol 29.63 Underlying Price 622.000 Time to expiry: 39 Days Mar 10 CAB 0.00 12.39 0 0 0| 0 457 0 0 360 CAB 0.00 28.34 0 0 0| 0 26 0 0 400 CAB 0.00 32.72 0 0 0| 0 113 0 0 420 CAB 0.00 35.41 0 0 0| 0 77 0 0 440 CAB -0.01 36.81 0 0 0| 0 40 0 0 460 0.500 -0.02 37.25 0 0 0| 0 40 0 0 480 2.500 -0.07 37.19 0 0 0| 0 81 0 0 520 5.500 7.000 -0.18 33.87 5.500 5.500 0 0 5| 138 210 +118 0 560 17.500 -0.38 30.55 0 0 0| 0 130 0 0 600 26.000 -0.51 29.74 0 0 0| 0 517 0 0 620 33.000 37.500 -0.64 28.62 39.500 S 33.000 0 0 46| 20 857 -20 0 640 51.500 -0.76 28.07 0 0 0| 0 50 0 0 660 68.500 -0.84 28.25 0 0 0| 0 603 0 0 680 85.500 -0.92 26.54 0 0 0| 0 9 0 0 700 105.000 -0.96 26.46 0 0 0| 0 713 0 0 720 144.000 -0.99 26.58 0 0 0| 0 0 0 0 760 186.000 -0.94 47.89 0 0 0| 0 10 0 0 800 214.000 226.000 -0.95 54.75 222.500 S 214.000 S 0 0 8| 0 39 0 0 840 Total 0 0 59| 158 3,972 +98 0 Indicative a-t-m Vol 29.46 Underlying Price 622.000 Time to expiry: 67 Days Apr 10 5.500 -0.11 34.69 0 0 0| 0 0 0 0 520 12.500 12.000 -0.22 32.08 12.500 12.500 0 0 5| 0 0 0 0 560 24.000 -0.39 30.28 0 0 0| 0 500 0 0 600 33.000 -0.49 29.57 0 0 0| 0 0 0 0 620 44.000 -0.60 28.48 0 0 0| 0 16 0 0 640 56.500 57.500 -0.69 28.48 56.500 S 56.500 S 0 0 3| 0 0 0 0 660 72.000 -0.78 27.40 0 0 0| 0 0 0 0 680 89.000 -0.85 27.23 0 0 0| 0 0 0 0 700 107.500 -0.89 27.83 0 0 0| 0 0 0 0 720 146.000 -0.93 31.86 0 0 0| 0 0 0 0 760 188.000 -0.91 42.20 0 0 0| 0 0 0 0 800 Equity Options 22:16 Business Day Mon 8 Feb 2010 Previous Business Day Fri 5 Feb 2010 Page 30 Puts | Block | Opening Settle Delta Vola- Daily Trade Bclear Total | Official **Open Change Exer- Exer Trans Price tility High Low Volume Volume*** Volume | Volume Int cises Price | Total 0 0 8| 0 516 0 0 Indicative a-t-m Vol 29.70 Underlying Price 622.000 Time to expiry: 130 Days Jun 10 7.500 -0.11 35.87 0 0 0| 0 80 0 0 480 23.500 24.000 -0.29 32.08 23.500 23.500 0 0 5| 0 77 0 0 560 38.500 -0.42 30.35 0 0 0| 0 58 0 0 600 59.500 -0.57 29.16 0 0 0| 24 180 -24 0 640 86.500 -0.71 28.47 0 0 0| 0 221 0 0 680 118.500 -0.81 28.19 0 0 0| 24 372 +24 0 720 153.500 -0.89 27.61 0 0 0| 0 13 0 0 760 191.000 -0.95 26.83 0 0 0| 0 25 0 0 800 230.500 -0.96 29.53 0 0 0| 12 40 -4 0 840 Total 0 0 5| 60 1,066 -4 0 Indicative a-t-m Vol 30.51 Underlying Price 622.000 Time to expiry: 221 Days Sep 10 38.000 38.500 -0.33 32.25 38.000 38.000 0 0 10| 0 41 0 0 560 55.000 -0.44 31.08 0 0 0| 0 5 0 0 600 76.500 -0.55 30.05 0 0 0| 0 15 0 0 640 107.000 102.500 -0.65 29.39 107.000 S 107.000 S 0 0 5| 0 8 0 0 680 133.500 -0.74 29.44 0 0 0| 0 8 0 0 720 201.000 -0.88 28.28 0 0 0| 0 0 0 0 800 Total 0 0 15| 0 77 0 0 Total Puts 0 0 90| 221 6,171 +94 0 Grand Total 0 2,200,000 2,200,17| 277 9,832 +138 0 Equity Options 22:16 Business Day Mon 8 Feb 2010 Previous Business Day Fri 5 Feb 2010 Page 31 Calls | Block | Opening Settle Delta Vola- Daily Trade Bclear Total | Official **Open Change Exer- Exer Trans Price tility High Low Volume Volume*** Volume | Volume Int cises Price | Legal & General Group plc - STND OPT (LGE) Indicative a-t-m Vol 37.41 Underlying Price 71.050 Time to expiry: 39 Days Mar 10 27.000 1.00 12.39 0 0 0| 0 90 0 0 44 23.000 1.00 28.42 0 0 0| 0 10 0 0 48 19.000 1.00 35.56 0 0 0| 0 20 0 0 52 15.250 0.97 40.90 0 0 0| 0 69 0 0 56 11.500 0.90 42.38 0 0 0| 0 157 0 0 60 8.250 0.79 42.56 0 0 0| 0 90 0 0 64 5.500 0.66 40.56 0 0 0| 0 95 0 0 68 3.000 0.48 37.41 0 0 0| 0 208 0 0 72 1.750 0.33 39.37 0 0 0| 1 84 -1 0 76 1.000 1.250 0.23 43.20 1.000 1.000 0 0 50| 0 1,490 0 0 80 0.500 0.11 39.75 0 0 0| 0 2,075 0 0 84 0.250 0.08 44.14 0 0 0| 0 256 0 0 88 CAB 0.03 40.56 0 0 0| 0 28,264 0 0 92 CAB 0.03 45.17 0 0 0| 0 60 0 0 96 CAB 0.01 45.17 0 0 0| 0 221 0 0 100 Total 0 0 50| 1 33,189 -1 0 Indicative a-t-m Vol 40.12 Underlying Price 71.050 Time to expiry: 130 Days Jun 10 10.000 0.72 42.26 0 0 0| 0 32 0 0 64 5.500 0.51 40.12 0 0 0| 0 0 0 0 72 3.750 0.40 37.68 0 0 0| 0 16 0 0 76 2.750 0.31 38.08 0 0 0| 0 366 0 0 80 2.000 0.24 38.40 0 0 0| 0 71 0 0 84 1.500 0.19 39.65 0 0 0| 0 247 0 0 88 1.000 0.14 39.25 0 0 0| 0 274 0 0 92 0.750 0.11 40.15 0 0 0| 0 5,309 0 0 96 0.500 0.09 41.58 0 0 0| 0 70 0 0 100 Total 0 0 0| 0 6,385 0 0 Indicative a-t-m Vol 39.38 Underlying Price 71.050 Time to expiry: 221 Days Sep 10 11.250 0.68 41.91 0 0 0| 0 3 0 0 64 7.000 0.51 39.38 0 0 0| 0 9 0 0 72 5.250 0.43 37.53 0 0 0| 0 0 0 0 76 3.750 0.35 36.53 0 0 0| 0 140 0 0 80 2.750 0.28 36.14 0 0 0| 0 50 0 0 84 2.250 0.23 35.96 0 0 0| 0 200 0 0 88 1.000 0.13 34.43 0 0 0| 0 0 0 0 96 Total 0 0 0| 0 402 0 0 Total Calls 0 0 50| 1 39,976 -1 0 | Equity Options 22:16 Business Day Mon 8 Feb 2010 Previous Business Day Fri 5 Feb 2010 Page 32 Puts | Block | Opening Settle Delta Vola- Daily Trade Bclear Total | Official **Open Change Exer- Exer Trans Price tility High Low Volume Volume*** Volume | Volume Int cises Price | Legal & General Group plc - STND OPT (LGE) Indicative a-t-m Vol 37.41 Underlying Price 71.050 Time to expiry: 39 Days Mar 10 CAB 0.00 12.39 0 0 0| 0 0 0 0 44 CAB 0.00 25.04 0 0 0| 0 20 0 0 48 CAB 0.00 35.56 0 0 0| 0 160 0 0 52 0.250 -0.03 40.90 0 0 0| 0 343 0 0 56 0.500 -0.10 42.38 0 0 0| 0 161 0 0 60 1.250 -0.21 42.56 0 0 0| 0 85 0 0 64 2.500 -0.34 40.56 0 0 0| 0 150 0 0 68 4.000 -0.52 37.41 0 0 0| 0 100 0 0 72 6.750 -0.67 39.37 0 0 0| 0 455 0 0 76 10.250 -0.78 43.20 0 0 0| 0 1,357 0 0 80 13.500 -0.89 39.75 0 0 0| 0 80 0 0 84 17.250 -0.92 44.14 0 0 0| 0 119 0 0 88 21.000 -0.97 40.56 0 0 0| 0 220 0 0 92 25.000 -0.98 45.17 0 0 0| 0 0 0 0 96 29.000 -0.99 45.17 0 0 0| 0 0 0 0 100 Total 0 0 0| 0 3,250 0 0 Indicative a-t-m Vol 40.12 Underlying Price 71.050 Time to expiry: 130 Days Jun 10 4.500 -0.34 42.26 0 0 0| 0 406 0 0 64 7.000 8.250 -0.52 40.12 7.000 7.000 0 0 1| 0 42 0 0 72 10.500 -0.63 37.68 0 0 0| 0 119 0 0 76 13.500 -0.71 37.55 0 0 0| 0 47 0 0 80 16.750 -0.78 37.92 0 0 0| 0 70 0 0 84 20.500 -0.82 39.69 0 0 0| 0 16 0 0 88 24.000 -0.87 39.25 0 0 0| 0 4 0 0 92 27.750 -0.90 40.15 0 0 0| 0 10 0 0 96 31.750 -0.92 41.58 0 0 0| 0 60 0 0 100 Total 0 0 1| 0 774 0 0 Indicative a-t-m Vol 39.38 Underlying Price 71.050 Time to expiry: 221 Days Sep 10 6.750 6.750 -0.37 41.91 6.750 6.750 0 0 28| 0 339 0 0 64 10.750 -0.52 39.38 0 0 0| 0 15 0 0 72 13.000 -0.60 37.53 0 0 0| 0 15 0 0 76 15.750 -0.67 36.53 0 0 0| 0 6 0 0 80 18.750 -0.73 36.14 0 0 0| 0 4 0 0 84 22.250 -0.78 35.96 0 0 0| 0 5 0 0 88 29.000 -0.88 34.43 0 0 0| 0 0 0 0 96 Total 0 0 28| 0 384 0 0 Total Puts 0 0 29| 0 4,408 0 0 Grand Total 0 1,240,000 1,240,07| 1 44,384 -1 0 Equity Options 22:16 Business Day Mon 8 Feb 2010 Previous Business Day Fri 5 Feb 2010 Page 33 Calls | Block | Opening Settle Delta Vola- Daily Trade Bclear Total | Official **Open Change Exer- Exer Trans Price tility High Low Volume Volume*** Volume | Volume Int cises Price | Liberty International PLC - STND OPT (LIB) Indicative a-t-m Vol 35.18 Underlying Price 446.700 Time to expiry: 39 Days Mar 10 127.000 1.00 37.92 0 0 0| 0 0 0 0 320 87.750 0.97 36.68 0 0 0| 0 0 0 0 360 69.000 0.92 36.15 0 0 0| 0 0 0 0 380 51.750 0.84 35.94 0 0 0| 0 0 0 0 400 35.750 0.73 33.75 0 0 0| 0 0 0 0 420 24.250 0.58 35.20 0 0 0| 0 0 0 0 440 19.500 0.50 35.17 0 0 0| 0 0 0 0 450 15.000 0.42 34.74 0 0 0| 0 15 0 0 460 10.500 0.34 32.92 0 0 0| 0 0 0 0 470 7.500 0.27 32.39 0 0 0| 0 1 0 0 480 6.000 0.22 33.64 0 0 0| 0 0 0 0 490 4.250 0.17 33.46 0 0 0| 0 0 0 0 500 2.000 0.09 32.65 0 0 0| 0 20 0 0 520 0.750 0.04 32.24 0 0 0| 0 0 0 0 540 0.250 0.02 31.84 0 0 0| 0 41 0 0 560 CAB 0.00 31.12 0 0 0| 0 0 0 0 600 CAB 0.00 30.49 0 0 0| 0 0 0 0 640 Total 0 0 0| 0 77 0 0 Indicative a-t-m Vol 33.62 Underlying Price 446.700 Time to expiry: 130 Days Jun 10 59.000 0.76 33.34 0 0 0| 0 0 0 0 400 46.750 0.66 34.00 0 0 0| 0 0 0 0 420 35.750 0.57 33.78 0 0 0| 0 0 0 0 440 26.500 0.47 33.34 0 0 0| 0 0 0 0 460 19.250 0.37 32.95 0 0 0| 0 0 0 0 480 9.250 0.22 32.05 0 0 0| 0 1 0 0 520 4.250 0.12 31.84 0 0 0| 0 0 0 0 560 2.250 0.07 32.92 0 0 0| 0 0 0 0 600 1.500 0.04 35.47 0 0 0| 0 0 0 0 640 Total 0 0 0| 0 1 0 0 Total Calls 0 0 0| 0 78 0 0 | Equity Options 22:16 Business Day Mon 8 Feb 2010 Previous Business Day Fri 5 Feb 2010 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 | Liberty International PLC - STND OPT (LIB) Indicative a-t-m Vol 35.59 Underlying Price 446.700 Time to expiry: 39 Days Mar 10 CAB 0.00 36.74 0 0 0| 0 0 0 0 320 0.750 -0.04 37.59 0 0 0| 0 100 0 0 360 2.250 -0.08 37.27 0 0 0| 0 0 0 0 380 5.000 -0.16 36.60 0 0 0| 0 0 0 0 400 10.000 -0.28 36.02 0 0 0| 0 10 0 0 420 17.500 -0.42 35.61 0 0 0| 0 4 0 0 440 22.500 -0.50 35.58 0 0 0| 0 0 0 0 450 28.250 -0.57 35.17 0 0 0| 0 0 0 0 460 34.500 -0.65 34.72 0 0 0| 0 0 0 0 470 41.500 -0.72 34.28 0 0 0| 0 5 0 0 480 49.250 -0.78 34.15 0 0 0| 0 0 0 0 490 57.250 -0.83 33.73 0 0 0| 0 0 0 0 500 75.250 -0.90 34.25 0 0 0| 0 0 0 0 520 94.250 -0.94 35.33 0 0 0| 0 0 0 0 540 113.750 -0.97 35.54 0 0 0| 0 0 0 0 560 153.250 -1.00 36.99 0 0 0| 0 0 0 0 600 193.250 -1.00 40.46 0 0 0| 0 0 0 0 640 Total 0 0 0| 0 119 0 0 Indicative a-t-m Vol 32.90 Underlying Price 446.700 Time to expiry: 130 Days Jun 10 18.250 -0.29 33.71 0 0 0| 0 27 0 0 400 26.250 -0.38 33.40 0 0 0| 0 0 0 0 420 36.000 -0.47 33.04 0 0 0| 0 0 0 0 440 47.750 -0.57 32.64 0 0 0| 0 0 0 0 460 60.750 -0.65 32.06 0 0 0| 0 50 0 0 480 91.250 -0.80 30.94 0 0 0| 0 0 0 0 520 126.250 -0.91 29.78 0 0 0| 0 0 0 0 560 164.000 -0.96 28.48 0 0 0| 0 0 0 0 600 203.000 -1.00 23.81 0 0 0| 0 0 0 0 640 Total 0 0 0| 0 77 0 0 Total Puts 0 0 0| 0 196 0 0 Grand Total 0 1,040,000 1,040,00| 0 274 0 0 Equity Options 22:16 Business Day Mon 8 Feb 2010 Previous Business Day Fri 5 Feb 2010 Page 35 Calls | Block | Opening Settle Delta Vola- Daily Trade Bclear Total | Official **Open Change Exer- Exer Trans Price tility High Low Volume Volume*** Volume | Volume Int cises Price | Lloyds Banking Group plc STND OPT (TSB) Indicative a-t-m Vol 55.80 Underlying Price 47.200 Time to expiry: 11 Days Feb 10 7.500 0.91 70.00 0 0 0| 0 0 0 0 40 4.000 0.75 63.90 0 0 0| 0 0 0 0 44 3.000 2.500 0.62 56.88 3.000 3.000 0 0 5| 0 100 0 0 46 1.500 0.45 55.80 0 0 0| 3 21 +3 0 48 0.500 0.16 60.45 0 0 0| 2,517 37,168 +1,947 0 53 CAB 0.05 55.72 0 0 0| 0 2,978 0 0 56 CAB 0.01 51.70 0 0 0| 0 9,384 0 0 59 CAB 0.00 51.70 0 0 0| 0 7,031 0 0 61 CAB 0.00 55.58 0 0 0| 0 110 0 0 64 CAB 0.00 55.20 0 0 0| 0 20 0 0 67 CAB 0.00 55.00 0 0 0| 0 0 0 0 80 Total 0 0 5| 2,520 56,812 +1,950 0 Indicative a-t-m Vol 61.53 Underlying Price 47.200 Time to expiry: 39 Days Mar 10 26.250 1.00 75.00 0 0 0| 0 0 0 0 21 22.250 1.00 71.96 0 0 0| 0 8 0 0 25 18.250 0.99 71.17 0 0 0| 0 2 0 0 29 16.250 0.97 70.88 0 0 0| 0 38 0 0 31 14.500 0.96 68.72 0 0 0| 0 4 0 0 33 11.000 0.88 68.57 0 0 0| 0 75 0 0 37 7.750 0.77 68.14 0 0 0| 0 0 0 0 41 5.250 0.63 65.53 0 0 0| 0 185 0 0 45 3.000 3.000 0.47 60.19 3.000 3.000 0 0 10| 70 290 +70 0 49 2.250 0.38 58.26 0 0 0| 0 485 0 0 51 0.500 0.16 48.16 0 0 0| 0 285 0 0 56 0.250 0.06 47.36 0 0 0| 0 1,502 0 0 61 CAB 0.03 46.57 0 0 0| 0 0 0 0 64 CAB 0.00 46.00 0 0 0| 0 2,927 0 0 71 CAB 0.00 45.00 0 0 0| 0 1,268 0 0 81 CAB 0.00 44.00 0 0 0| 0 155 0 0 93 CAB 0.00 43.00 0 0 0| 0 0 0 0 107 Total 0 0 10| 70 7,224 +70 0 Indicative a-t-m Vol 53.96 Underlying Price 47.200 Time to expiry: 67 Days Apr 10 9.000 0.78 60.00 0 0 0| 0 0 0 0 40 6.250 0.66 55.00 0 0 0| 0 0 0 0 44 5.000 0.59 53.99 0 0 0| 0 0 0 0 46 4.000 4.000 0.52 53.96 4.000 4.000 0 0 20| 0 0 0 0 48 2.250 0.37 50.90 0 0 0| 12 18 +12 0 52 1.250 0.23 47.35 0 0 0| 0 600 0 0 56 0.750 0.15 48.65 0 0 0| 0 100 0 0 60 0.250 0.09 48.15 0 0 0| 0 0 0 0 64 CAB 0.03 47.88 0 0 0| 0 0 0 0 72 CAB 0.01 47.50 0 0 0| 0 0 0 0 80 Total 0 0 20| 12 718 +12 0 Equity Options 22:16 Business Day Mon 8 Feb 2010 Previous Business Day Fri 5 Feb 2010 Page 36 Calls | Block | Opening Settle Delta Vola- Daily Trade Bclear Total | Official **Open Change Exer- Exer Trans Price tility High Low Volume Volume*** Volume | Volume Int cises Price | Indicative a-t-m Vol 50.93 Underlying Price 47.200 Time to expiry: 130 Days Jun 10 31.250 1.00 70.00 0 0 0| 0 25 0 0 16 26.250 0.99 65.00 0 0 0| 0 0 0 0 21 22.500 0.97 62.00 0 0 0| 0 0 0 0 25 17.000 0.91 59.79 0 0 0| 0 2 0 0 31 15.250 0.89 57.35 0 0 0| 0 0 0 0 33 12.250 0.82 55.75 0 0 0| 0 22 0 0 37 9.750 0.72 57.67 0 0 0| 0 0 0 0 41 5.000 5.000 0.51 49.96 5.000 5.000 0 0 450| 0 365 0 0 49 4.000 0.45 47.68 0 0 0| 0 594 0 0 51 3.500 2.500 0.33 47.42 3.500 3.500 0 0 4| 0 225 0 0 56 1.500 0.21 45.61 0 0 0| 5 5,065 +5 0 61 1.000 0.16 44.53 0 0 0| 0 100 0 0 64 0.500 0.08 44.03 0 0 0| 0 8,650 0 0 71 CAB 0.03 43.93 0 0 0| 0 861 0 0 81 CAB 0.01 44.62 0 0 0| 0 33 0 0 91 CAB 0.00 45.99 0 0 0| 0 6,070 0 0 102 CAB 0.00 47.36 0 0 0| 0 0 0 0 112 CAB 0.00 47.20 0 0 0| 0 75 0 0 122 CAB 0.00 47.10 0 0 0| 0 50 0 0 142 CAB 0.00 47.00 0 0 0| 0 128 0 0 162 Total 0 0 454| 5 22,265 +5 0 Indicative a-t-m Vol 51.48 Underlying Price 47.200 Time to expiry: 221 Days Sep 10 11.750 0.73 55.38 0 0 0| 0 1 0 0 40 7.250 0.57 51.48 0 0 0| 0 9 0 0 48 5.250 0.46 49.03 0 0 0| 0 266 0 0 53 3.250 0.34 46.69 0 0 0| 0 31 0 0 59 2.250 0.26 47.33 0 0 0| 0 314 0 0 64 1.750 0.21 45.80 0 0 0| 0 581 0 0 67 0.750 0.10 45.64 0 0 0| 0 588 0 0 80 0.250 0.02 47.69 0 0 0| 0 75 0 0 107 Total 0 0 0| 0 1,865 0 0 Indicative a-t-m Vol 51.07 Underlying Price 47.200 Time to expiry: 312 Days Dec 10 31.750 0.97 78.00 0 0 0| 0 3 0 0 16 27.500 0.94 74.00 0 0 0| 0 0 0 0 21 24.250 0.91 70.00 0 0 0| 0 0 0 0 25 19.750 0.84 66.15 0 0 0| 0 10 0 0 31 18.000 0.82 63.20 0 0 0| 0 2 0 0 33 15.000 0.77 58.36 0 0 0| 0 10 0 0 37 13.000 12.500 0.71 56.05 13.000 13.000 0 0 13| 0 332 0 0 41 8.250 0.57 50.36 0 0 0| 25 50 +25 0 49 7.250 0.53 50.12 0 0 0| 25 170 0 0 51 4.000 0.36 46.64 0 0 0| 0 7,839 0 0 61 2.000 0.22 44.34 0 0 0| 0 3,289 -83 0 71 1.000 0.12 41.67 0 0 0| 0 253 0 0 81 Equity Options 22:16 Business Day Mon 8 Feb 2010 Previous Business Day Fri 5 Feb 2010 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 | 0.500 0.07 42.90 0 0 0| 0 156 0 0 91 0.500 0.06 46.32 0 0 0| 0 3,580 0 0 102 0.500 0.05 50.39 0 0 0| 0 0 0 0 112 0.250 0.04 51.00 0 0 0| 0 0 0 0 122 0.250 0.02 52.00 0 0 0| 0 53 0 0 142 CAB 0.01 53.00 0 0 0| 0 0 0 0 162 CAB 0.00 54.00 0 0 0| 0 525 0 0 244 Total 0 0 13| 50 16,272 -58 0 Indicative a-t-m Vol 47.04 Underlying Price 47.200 Time to expiry: 494 Days Jun 11 19.250 0.83 53.07 0 0 0| 0 0 0 0 32 14.250 0.73 49.74 0 0 0| 0 0 0 0 40 8.000 0.53 45.36 0 0 0| 0 70 0 0 53 2.000 0.20 40.51 0 0 0| 0 0 0 0 80 0.500 0.06 39.63 0 0 0| 0 0 0 0 107 Total 0 0 0| 0 70 0 0 Indicative a-t-m Vol 52.22 Underlying Price 47.200 Time to expiry: 676 Days Dec 11 33.750 0.94 78.04 0 0 0| 0 0 0 0 16 29.500 0.91 68.47 0 0 0| 0 0 0 0 21 26.500 0.89 64.04 0 0 0| 0 0 0 0 25 25.250 0.87 62.73 0 0 0| 0 0 0 0 27 22.500 0.83 60.17 0 0 0| 0 0 0 0 31 22.000 0.82 59.56 0 0 0| 0 0 0 0 32 21.250 0.81 58.96 0 0 0| 0 0 0 0 33 19.000 0.77 57.26 0 0 0| 0 0 0 0 37 17.250 0.74 55.22 0 0 0| 0 0 0 0 40 16.500 0.73 54.72 0 0 0| 0 0 0 0 41 13.000 0.63 51.86 0 0 0| 0 0 0 0 49 12.000 0.61 51.05 0 0 0| 0 0 0 0 51 11.250 0.59 50.79 0 0 0| 0 350 0 0 53 8.750 0.50 49.39 0 0 0| 0 0 0 0 61 6.250 0.40 47.82 0 0 0| 0 300 0 0 71 4.500 0.32 46.26 0 0 0| 0 0 0 0 80 4.250 0.31 46.03 0 0 0| 0 0 0 0 81 1.250 0.11 39.35 0 0 0| 0 0 0 0 107 Total 0 0 0| 0 650 0 0 Indicative a-t-m Vol 58.03 Underlying Price 47.200 Time to expiry: 1047 Days Dec 12 22.000 0.77 61.42 0 0 0| 0 0 0 0 40 18.500 0.71 58.03 0 0 0| 0 15 0 0 48 14.250 0.61 54.56 0 0 0| 0 15 0 0 60 8.250 0.44 48.32 0 0 0| 0 0 0 0 80 Total 0 0 0| 0 30 0 0 Total Calls 0 0 502| 2,657 105,906 +1,979 0 | Equity Options 22:16 Business Day Mon 8 Feb 2010 Previous Business Day Fri 5 Feb 2010 Page 38 Puts | Block | Opening Settle Delta Vola- Daily Trade Bclear Total | Official **Open Change Exer- Exer Trans Price tility High Low Volume Volume*** Volume | Volume Int cises Price | Lloyds Banking Group plc STND OPT (TSB) Indicative a-t-m Vol 55.80 Underlying Price 47.200 Time to expiry: 11 Days Feb 10 0.250 -0.09 70.00 0 0 0| 0 11 0 0 40 1.000 -0.26 66.42 0 0 0| 0 210 0 0 44 2.250 1.750 -0.39 66.09 2.250 2.250 0 0 20| 0 0 0 0 46 2.250 -0.55 55.80 0 0 0| 0 1,195 0 0 48 6.000 6.250 -0.84 60.45 6.000 6.000 0 0 5| 25 2,318 0 0 53 9.000 -0.95 55.72 0 0 0| 0 8,242 0 0 56 11.750 -0.99 52.53 0 0 0| 0 339 0 0 59 13.750 -1.00 52.29 0 0 0| 60 297 +51 0 61 16.750 -1.00 52.51 0 0 0| 0 383 +30 0 64 19.750 -1.00 55.20 0 0 0| 0 45 0 0 67 32.750 -1.00 55.00 0 0 0| 0 0 0 0 80 Total 0 0 25| 85 13,040 +81 0 Indicative a-t-m Vol 61.53 Underlying Price 47.200 Time to expiry: 39 Days Mar 10 CAB 0.00 75.00 0 0 0| 0 50 0 0 21 CAB 0.00 71.96 0 0 0| 0 130 0 0 25 CAB -0.01 71.17 0 0 0| 0 60 0 0 29 0.250 -0.04 81.36 0 0 0| 0 3,285 0 0 31 0.250 -0.04 66.06 0 0 0| 0 2,776 0 0 33 0.750 -0.12 68.57 0 0 0| 0 651 0 0 37 1.500 -0.23 68.14 0 0 0| 0 2,475 0 0 41 3.000 -0.37 65.53 0 0 0| 0 333 0 0 45 4.750 -0.53 60.19 0 0 0| 300 1,660 0 0 49 6.000 -0.62 58.26 0 0 0| 0 5,001 0 0 51 9.500 -0.83 49.13 0 0 0| 0 0 0 0 56 14.000 -0.94 48.45 0 0 0| 0 1,978 0 0 61 17.000 -0.97 49.13 0 0 0| 0 0 0 0 64 23.750 -1.00 46.00 0 0 0| 0 2,189 0 0 71 33.750 -1.00 45.00 0 0 0| 0 1,315 0 0 81 45.750 -1.00 44.00 0 0 0| 0 0 0 0 93 59.750 -1.00 43.00 0 0 0| 0 113 0 0 107 Total 0 0 0| 300 22,016 0 0 Indicative a-t-m Vol 52.97 Underlying Price 47.200 Time to expiry: 67 Days Apr 10 1.750 -0.22 60.00 0 0 0| 0 0 0 0 40 3.000 -0.34 57.13 0 0 0| 0 0 0 0 44 3.750 -0.41 54.97 0 0 0| 0 0 0 0 46 5.000 4.750 -0.48 52.97 5.000 5.000 0 0 5| 100 100 +100 0 48 7.000 -0.63 50.03 0 0 0| 0 40 0 0 52 10.000 -0.77 47.82 0 0 0| 0 100 0 0 56 13.250 -0.87 46.33 0 0 0| 0 0 0 0 60 17.000 -0.93 45.50 0 0 0| 0 0 0 0 64 24.750 -0.99 44.01 0 0 0| 0 0 0 0 72 32.750 -1.00 47.50 0 0 0| 0 0 0 0 80 Total 0 0 5| 100 240 +100 0 Equity Options 22:16 Business Day Mon 8 Feb 2010 Previous Business Day Fri 5 Feb 2010 Page 39 Puts | Block | Opening Settle Delta Vola- Daily Trade Bclear Total | Official **Open Change Exer- Exer Trans Price tility High Low Volume Volume*** Volume | Volume Int cises Price | Indicative a-t-m Vol 50.93 Underlying Price 47.200 Time to expiry: 130 Days Jun 10 CAB 0.00 70.00 0 0 0| 0 1,250 0 0 16 CAB -0.01 65.00 0 0 0| 0 0 0 0 21 0.250 -0.03 62.00 0 0 0| 0 0 0 0 25 0.750 -0.09 61.40 0 0 0| 0 1,301 0 0 31 1.000 -0.11 57.35 0 0 0| 0 250 0 0 33 2.000 -0.19 56.72 0 0 0| 0 583 0 0 37 3.750 3.500 -0.28 57.67 3.750 3.750 0 0 50| 0 1,206 0 0 41 7.500 6.500 -0.49 49.96 7.500 7.500 0 0 1| 200 1,390 +200 0 49 7.500 -0.55 47.38 0 0 0| 200 2,378 +200 0 51 10.750 -0.69 44.44 0 0 0| 0 28 0 0 56 15.000 -0.80 43.65 0 0 0| 0 859 0 0 61 17.500 -0.86 42.55 0 0 0| 0 0 0 0 64 24.000 -0.95 40.61 0 0 0| 0 229 0 0 71 33.750 -0.98 42.91 0 0 0| 0 765 0 0 81 43.750 -1.00 43.73 0 0 0| 0 13 0 0 91 54.750 -1.00 50.82 0 0 0| 0 4 0 0 102 64.750 -1.00 52.91 0 0 0| 0 14 0 0 112 74.750 -1.00 47.20 0 0 0| 0 200 -57 57 122 94.750 -1.00 47.10 0 0 0| 0 3 0 0 142 114.750 -1.00 47.00 0 0 0| 0 1 0 0 162 Total 0 0 51| 400 10,474 +343 57 Indicative a-t-m Vol 51.88 Underlying Price 47.200 Time to expiry: 221 Days Sep 10 4.500 -0.27 57.72 0 0 0| 0 594 0 0 40 8.000 -0.43 51.88 0 0 0| 13 241 0 0 48 10.750 -0.54 49.03 0 0 0| 63 1,139 +27 0 53 15.000 -0.66 48.02 0 0 0| 0 1,071 0 0 59 19.000 -0.74 47.33 0 0 0| 0 651 0 0 64 21.500 -0.78 46.58 0 0 0| 0 21 0 0 67 33.250 -0.91 45.64 0 0 0| 0 291 0 0 80 59.750 -0.99 47.69 0 0 0| 0 0 0 0 107 Total 0 0 0| 76 4,008 +27 0 Indicative a-t-m Vol 49.89 Underlying Price 47.200 Time to expiry: 312 Days Dec 10 0.500 -0.03 78.00 0 0 0| 0 1,000 0 0 16 1.250 -0.06 74.00 0 0 0| 0 0 0 0 21 1.750 -0.09 70.00 0 0 0| 0 4 0 0 25 3.250 -0.16 65.14 0 0 0| 0 766 0 0 31 3.500 -0.18 61.41 0 0 0| 0 75 0 0 33 4.500 -0.23 57.07 0 0 0| 0 1,005 0 0 37 5.750 -0.29 52.62 0 0 0| 0 65 0 0 41 9.500 -0.44 49.50 0 0 0| 985 1,568 -213 0 49 10.000 10.500 -0.48 48.40 10.500 10.000 0 0 300| 0 4,328 0 0 51 17.250 -0.66 44.85 0 0 0| 0 947 0 0 61 25.500 -0.79 44.43 0 0 0| 0 2,140 0 0 71 34.500 -0.89 42.25 0 0 0| 0 63 0 0 81 44.000 -0.94 43.62 0 0 0| 0 55 0 0 91 Equity Options 22:16 Business Day Mon 8 Feb 2010 Previous Business Day Fri 5 Feb 2010 Page 40 Puts | Block | Opening Settle Delta Vola- Daily Trade Bclear Total | Official **Open Change Exer- Exer Trans Price tility High Low Volume Volume*** Volume | Volume Int cises Price | 55.000 -0.95 48.09 0 0 0| 0 0 0 0 102 65.000 -0.97 49.43 0 0 0| 0 0 0 0 112 74.750 -0.98 51.00 0 0 0| 0 0 0 0 122 94.750 -1.00 52.00 0 0 0| 0 759 0 0 142 114.750 -1.00 53.00 0 0 0| 0 0 0 0 162 196.750 -1.00 54.00 0 0 0| 0 0 0 0 244 Total 0 0 300| 985 12,775 -213 0 Indicative a-t-m Vol 47.84 Underlying Price 47.200 Time to expiry: 494 Days Jun 11 3.500 -0.17 52.00 0 0 0| 0 10 0 0 32 6.750 -0.27 51.43 0 0 0| 0 25 0 0 40 13.250 -0.47 45.59 0 0 0| 0 0 0 0 53 34.250 -0.81 42.24 0 0 0| 0 0 0 0 80 60.000 -0.94 44.08 0 0 0| 0 0 0 0 107 Total 0 0 0| 0 35 0 0 Indicative a-t-m Vol 53.62 Underlying Price 47.200 Time to expiry: 676 Days Dec 11 2.000 -0.06 78.32 0 0 0| 0 0 0 0 16 2.750 -0.09 68.73 0 0 0| 0 0 0 0 21 3.750 -0.12 65.62 0 0 0| 0 0 0 0 25 4.500 -0.13 64.08 0 0 0| 0 0 0 0 27 5.750 -0.17 62.18 0 0 0| 0 0 0 0 31 6.250 -0.18 61.52 0 0 0| 0 0 0 0 32 6.500 -0.19 61.04 0 0 0| 0 0 0 0 33 8.250 -0.23 59.32 0 0 0| 0 1,000 0 0 37 9.250 -0.26 56.88 0 0 0| 0 0 0 0 40 9.750 -0.28 56.80 0 0 0| 0 0 0 0 41 13.750 -0.37 53.17 0 0 0| 0 0 0 0 49 15.000 -0.39 52.56 0 0 0| 0 0 0 0 51 16.250 -0.41 52.36 0 0 0| 0 0 0 0 53 21.500 -0.50 51.00 0 0 0| 0 350 0 0 61 29.000 -0.60 50.10 0 0 0| 0 300 0 0 71 36.250 -0.69 48.97 0 0 0| 0 0 0 0 80 37.250 -0.69 48.75 0 0 0| 0 0 0 0 81 60.750 -0.86 48.00 0 0 0| 0 0 0 0 107 Total 0 0 0| 0 1,650 0 0 Indicative a-t-m Vol 56.29 Underlying Price 47.200 Time to expiry: 1047 Days Dec 12 11.750 -0.24 57.97 0 0 0| 0 0 0 0 40 16.250 -0.31 56.29 0 0 0| 0 15 0 0 48 23.500 -0.42 52.78 0 0 0| 0 15 0 0 60 37.250 -0.62 47.21 0 0 0| 0 0 0 0 80 Total 0 0 0| 0 30 0 0 Total Puts 0 0 381| 1,946 64,268 +338 57 Grand Total 0 4,480,000 4,480,88| 4,603 170,174 +2,317 57 Equity Options 22:16 Business Day Mon 8 Feb 2010 Previous Business Day Fri 5 Feb 2010 Page 41 Calls | Block | Opening Settle Delta Vola- Daily Trade Bclear Total | Official **Open Change Exer- Exer Trans Price tility High Low Volume Volume*** Volume | Volume Int cises Price | Logica plc - STND OPT (LOG) Indicative a-t-m Vol 34.49 Underlying Price 116.600 Time to expiry: 39 Days Mar 10 52.750 1.00 51.40 0 0 0| 0 0 0 0 64 44.750 1.00 45.72 0 0 0| 0 0 0 0 72 40.750 1.00 19.40 0 0 0| 0 0 0 0 76 36.750 1.00 27.37 0 0 0| 0 20 0 0 80 32.750 1.00 18.75 0 0 0| 0 0 0 0 84 28.750 1.00 28.83 0 0 0| 0 14 0 0 88 24.750 1.00 21.35 0 0 0| 0 135 0 0 92 21.000 0.94 38.60 0 0 0| 0 97 0 0 96 17.750 0.87 43.40 0 0 0| 0 80 0 0 100 9.500 0.71 36.39 0 0 0| 0 261 0 0 110 3.750 0.42 33.68 0 0 0| 0 236 0 0 120 1.500 0.19 35.36 0 0 0| 0 114 0 0 130 0.750 0.09 39.74 0 0 0| 0 142 0 0 140 0.500 0.05 45.13 0 0 0| 0 70 0 0 150 0.500 0.05 54.25 0 0 0| 0 5 0 0 160 Total 0 0 0| 0 1,174 0 0 Indicative a-t-m Vol 35.14 Underlying Price 116.600 Time to expiry: 130 Days Jun 10 23.000 0.84 38.62 0 0 0| 0 20 0 0 96 19.750 0.79 38.26 0 0 0| 0 60 0 0 100 13.500 0.64 37.81 0 0 0| 0 0 0 0 110 7.750 0.47 34.00 0 0 0| 124 154 +124 0 120 4.250 0.32 33.20 0 0 0| 57 91 +57 0 130 2.250 0.19 32.92 0 0 0| 0 17 0 0 140 1.250 0.12 33.68 0 0 0| 0 3 0 0 150 1.000 0.08 36.16 0 0 0| 0 6 0 0 160 Total 0 0 0| 181 351 +181 0 Indicative a-t-m Vol 35.46 Underlying Price 116.600 Time to expiry: 221 Days Sep 10 25.250 0.78 39.57 0 0 0| 0 50 0 0 96 22.500 0.74 39.22 0 0 0| 0 0 0 0 100 16.500 0.63 38.31 0 0 0| 0 0 0 0 110 10.500 0.50 34.24 0 0 0| 0 0 0 0 120 7.250 0.39 34.36 0 0 0| 0 7 0 0 130 5.250 0.30 36.00 0 0 0| 0 64 0 0 140 Total 0 0 0| 0 121 0 0 Total Calls 0 0 0| 181 1,646 +181 0 | Equity Options 22:16 Business Day Mon 8 Feb 2010 Previous Business Day Fri 5 Feb 2010 Page 42 Puts | Block | Opening Settle Delta Vola- Daily Trade Bclear Total | Official **Open Change Exer- Exer Trans Price tility High Low Volume Volume*** Volume | Volume Int cises Price | Logica plc - STND OPT (LOG) Indicative a-t-m Vol 34.49 Underlying Price 116.600 Time to expiry: 39 Days Mar 10 CAB 0.00 51.05 0 0 0| 0 28 0 0 64 CAB 0.00 8.10 0 0 0| 0 20 0 0 72 CAB 0.00 5.57 0 0 0| 0 50 0 0 76 CAB 0.00 14.43 0 0 0| 0 60 0 0 80 CAB 0.00 15.89 0 0 0| 0 95 0 0 84 CAB 0.00 28.83 0 0 0| 0 85 0 0 88 CAB 0.00 21.35 0 0 0| 0 62 0 0 92 0.250 -0.06 38.60 0 0 0| 0 75 0 0 96 1.000 -0.13 43.40 0 0 0| 10 133 0 0 100 2.750 -0.29 36.39 0 0 0| 0 130 0 0 110 7.000 -0.58 33.68 0 0 0| 0 104 0 0 120 14.750 -0.81 35.36 0 0 0| 0 110 0 0 130 24.000 -0.91 39.74 0 0 0| 0 20 0 0 140 33.750 -0.95 45.13 0 0 0| 0 10 0 0 150 43.750 -0.96 54.25 0 0 0| 0 0 0 0 160 Total 0 0 0| 10 982 0 0 Indicative a-t-m Vol 35.14 Underlying Price 116.600 Time to expiry: 130 Days Jun 10 2.750 -0.18 38.62 0 0 0| 0 12 0 0 96 3.750 -0.22 38.26 0 0 0| 0 18 0 0 100 7.500 -0.37 37.81 0 0 0| 0 33 0 0 110 11.750 -0.53 34.00 0 0 0| 0 55 0 0 120 18.250 -0.69 33.20 0 0 0| 0 69 0 0 130 26.500 -0.81 32.92 0 0 0| 0 10 0 0 140 35.500 -0.88 33.68 0 0 0| 0 10 0 0 150 45.000 -0.92 36.16 0 0 0| 0 0 0 0 160 Total 0 0 0| 0 207 0 0 Indicative a-t-m Vol 35.46 Underlying Price 116.600 Time to expiry: 221 Days Sep 10 5.500 -0.23 39.57 0 0 0| 0 76 0 0 96 6.750 -0.27 39.22 0 0 0| 0 60 0 0 100 10.750 -0.38 38.31 0 0 0| 0 3 0 0 110 15.000 -0.51 34.24 0 0 0| 0 0 0 0 120 21.500 -0.62 34.36 0 0 0| 0 10 0 0 130 29.750 -0.71 36.00 0 0 0| 0 170 0 0 140 Total 0 0 0| 0 319 0 0 Total Puts 0 0 0| 10 1,508 0 0 Grand Total 0 1,160,000 1,160,00| 191 3,154 +181 0 Equity Options 22:16 Business Day Mon 8 Feb 2010 Previous Business Day Fri 5 Feb 2010 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 | London Stock Exchange plc - STND OPT (LSE) Indicative a-t-m Vol 31.41 Underlying Price 640.000 Time to expiry: 39 Days Mar 10 160.750 0.99 41.44 0 0 0| 0 0 0 0 480 122.000 0.95 39.05 0 0 0| 0 0 0 0 520 86.000 0.87 38.07 0 0 0| 0 0 0 0 560 52.500 0.74 33.89 0 0 0| 60 0 -60 0 600 38.250 0.64 32.16 0 0 0| 0 0 0 0 620 26.750 0.52 31.41 0 0 0| 0 0 0 0 640 17.250 0.40 30.17 0 0 0| 0 0 0 0 660 10.750 0.29 29.68 0 0 0| 0 0 0 0 680 10.000 6.750 0.20 29.96 10.000 10.000 0 0 60| 0 60 0 0 700 3.500 0.12 29.18 0 0 0| 0 74 0 0 720 1.750 0.07 28.69 0 0 0| 0 0 0 0 740 1.000 0.04 28.47 0 0 0| 0 4 0 0 760 0.250 0.01 29.24 0 0 0| 0 53 0 0 800 CAB 0.00 30.01 0 0 0| 0 36 0 0 840 CAB 0.00 30.39 0 0 0| 0 0 0 0 880 CAB 0.00 31.36 0 0 0| 0 0 0 0 900 CAB 0.00 31.93 0 0 0| 0 0 0 0 920 CAB 0.00 34.91 0 0 0| 0 55 0 0 960 CAB 0.00 36.15 0 0 0| 0 0 0 0 1000 Total 0 0 60| 60 282 -60 0 Indicative a-t-m Vol 34.28 Underlying Price 640.000 Time to expiry: 130 Days Jun 10 104.250 0.76 38.10 0 0 0| 0 0 0 0 560 76.500 0.66 36.03 0 0 0| 0 24 0 0 600 53.000 0.55 34.28 0 0 0| 0 0 0 0 640 35.500 0.42 33.34 0 0 0| 0 0 0 0 680 22.500 0.31 32.67 0 0 0| 0 24 0 0 720 14.000 0.22 32.16 0 0 0| 0 41 0 0 760 8.500 0.15 32.19 0 0 0| 0 22 0 0 800 5.250 0.10 32.47 0 0 0| 0 0 0 0 840 3.250 0.07 32.90 0 0 0| 0 1 0 0 880 2.750 0.05 35.15 0 0 0| 0 0 0 0 920 2.250 0.04 37.06 0 0 0| 0 11 0 0 960 2.000 0.04 38.97 0 0 0| 0 0 0 0 1000 Total 0 0 0| 0 123 0 0 Indicative a-t-m Vol 33.96 Underlying Price 640.000 Time to expiry: 221 Days Sep 10 111.750 0.74 36.73 0 0 0| 0 0 0 0 560 85.250 0.65 34.98 0 0 0| 0 0 0 0 600 63.500 0.55 33.96 0 0 0| 0 0 0 0 640 46.250 0.45 33.37 0 0 0| 0 0 0 0 680 33.250 0.36 32.90 0 0 0| 0 36 0 0 720 22.750 0.27 32.22 0 0 0| 0 0 0 0 760 15.250 0.20 31.70 0 0 0| 0 0 0 0 800 Total 0 0 0| 0 36 0 0 Equity Options 22:16 Business Day Mon 8 Feb 2010 Previous Business Day Fri 5 Feb 2010 Page 44 Calls | Block | Opening Settle Delta Vola- Daily Trade Bclear Total | Official **Open Change Exer- Exer Trans Price tility High Low Volume Volume*** Volume | Volume Int cises Price | Total Calls 0 0 60| 60 441 -60 0 | Equity Options 22:16 Business Day Mon 8 Feb 2010 Previous Business Day Fri 5 Feb 2010 Page 45 Puts | Block | Opening Settle Delta Vola- Daily Trade Bclear Total | Official **Open Change Exer- Exer Trans Price tility High Low Volume Volume*** Volume | Volume Int cises Price | London Stock Exchange plc - STND OPT (LSE) Indicative a-t-m Vol 31.41 Underlying Price 640.000 Time to expiry: 39 Days Mar 10 0.500 -0.01 41.44 0 0 0| 0 0 0 0 480 1.500 -0.04 38.28 0 0 0| 0 0 0 0 520 4.000 -0.11 34.72 0 0 0| 0 2 0 0 560 12.000 -0.26 33.89 0 0 0| 90 0 -90 0 600 17.750 -0.36 32.16 0 0 0| 0 0 0 0 620 26.250 -0.48 31.41 0 0 0| 0 2 0 0 640 36.750 -0.60 30.17 0 0 0| 0 0 0 0 660 50.250 -0.71 29.68 0 0 0| 0 16 0 0 680 66.250 -0.80 29.96 0 0 0| 0 0 0 0 700 83.250 -0.88 29.18 0 0 0| 24 6 -16 0 720 101.500 -0.93 28.69 0 0 0| 36 0 -36 0 740 120.750 -0.96 29.20 0 0 0| 0 3 0 0 760 160.000 -0.99 29.66 0 0 0| 0 0 0 0 800 200.000 -1.00 30.57 0 0 0| 0 0 0 0 840 240.000 -1.00 30.57 0 0 0| 0 0 0 0 880 260.000 -1.00 32.39 0 0 0| 0 0 0 0 900 280.000 -1.00 32.85 0 0 0| 0 3 0 0 920 320.000 -1.00 36.04 0 0 0| 0 0 0 0 960 360.000 -1.00 38.77 0 0 0| 0 0 0 0 1000 Total 0 0 0| 150 32 -142 0 Indicative a-t-m Vol 34.28 Underlying Price 640.000 Time to expiry: 130 Days Jun 10 23.250 -0.24 38.25 0 0 0| 0 0 0 0 560 35.250 -0.34 36.03 0 0 0| 48 72 +48 0 600 51.500 -0.46 34.28 0 0 0| 0 0 0 0 640 74.000 -0.58 33.34 0 0 0| 0 3 0 0 680 101.250 -0.69 32.67 0 0 0| 60 50 +34 0 720 132.750 -0.79 32.31 0 0 0| 12 0 -12 0 760 167.250 -0.86 32.31 0 0 0| 0 0 0 0 800 204.000 -0.91 32.57 0 0 0| 24 0 -24 0 840 242.250 -0.94 32.99 0 0 0| 0 1 0 0 880 281.750 -0.95 35.15 0 0 0| 0 0 0 0 920 321.250 -0.96 37.06 0 0 0| 0 0 0 0 960 361.000 -0.97 38.97 0 0 0| 0 0 0 0 1000 Total 0 0 0| 144 126 +46 0 Indicative a-t-m Vol 33.96 Underlying Price 640.000 Time to expiry: 221 Days Sep 10 39.250 -0.30 36.73 0 0 0| 0 36 0 0 560 54.250 -0.38 35.14 0 0 0| 0 0 0 0 600 73.500 -0.48 33.96 0 0 0| 0 0 0 0 640 97.500 -0.57 33.37 0 0 0| 0 0 0 0 680 125.250 -0.66 33.05 0 0 0| 0 9 0 0 720 154.750 -0.74 32.22 0 0 0| 0 0 0 0 760 187.750 -0.81 31.81 0 0 0| 0 0 0 0 800 Total 0 0 0| 0 45 0 0 Total Puts 0 0 0| 294 203 -96 0 Equity Options 22:16 Business Day Mon 8 Feb 2010 Previous Business Day Fri 5 Feb 2010 Page 46 Puts | Block | Opening Settle Delta Vola- Daily Trade Bclear Total | Official **Open Change Exer- Exer Trans Price tility High Low Volume Volume*** Volume | Volume Int cises Price | Grand Total 0 1,520,000 1,520,06| 354 644 -156 0 Equity Options 22:16 Business Day Mon 8 Feb 2010 Previous Business Day Fri 5 Feb 2010 Page 47 Calls | Block | Opening Settle Delta Vola- Daily Trade Bclear Total | Official **Open Change Exer- Exer Trans Price tility High Low Volume Volume*** Volume | Volume Int cises Price | Lonmin PLC - STND OPT (LNM) Indicative a-t-m Vol 43.44 Underlying Price 1783.000 Time to expiry: 39 Days Mar 10 903.500 1.00 6.63 0 0 0| 0 2 0 0 880 863.500 1.00 5.94 0 0 0| 0 0 0 0 920 824.000 1.00 7.29 0 0 0| 0 4 0 0 960 784.000 1.00 16.34 0 0 0| 0 6 0 0 1000 684.000 1.00 32.11 0 0 0| 0 3 0 0 1100 584.500 1.00 45.75 0 0 0| 0 4 0 0 1200 486.000 0.98 47.89 0 0 0| 0 25 0 0 1300 390.500 0.95 47.45 0 0 0| 0 4 0 0 1400 303.000 0.88 48.40 0 0 0| 0 10 0 0 1500 218.500 0.79 45.14 0 0 0| 7 12 -7 0 1600 155.500 149.000 0.66 43.97 155.500 S 155.500 S 0 0 5| 0 39 0 0 1700 120.000 0.58 43.65 0 0 0| 0 0 0 0 1750 95.000 0.50 43.33 0 0 0| 0 20 0 0 1800 74.500 0.43 43.26 0 0 0| 0 0 0 0 1850 57.500 0.36 43.23 0 0 0| 0 16 0 0 1900 42.500 0.29 42.87 0 0 0| 0 1 0 0 1950 32.000 0.23 42.88 0 0 0| 0 23 0 0 2000 21.500 17.500 0.14 43.11 21.500 S 21.500 S 0 0 15| 22 90 -22 0 2100 9.000 0.08 43.04 0 0 0| 0 0 0 0 2200 4.500 0.05 43.81 0 0 0| 0 2 0 0 2300 4.000 0.04 48.49 0 0 0| 0 30 0 0 2400 3.500 0.03 57.19 0 0 0| 0 0 0 0 2600 Total 0 0 20| 29 291 -29 0 Indicative a-t-m Vol 45.07 Underlying Price 1783.000 Time to expiry: 130 Days Jun 10 578.000 610.500 0.92 54.16 578.000 578.000 0 0 1| 0 11 0 0 1200 438.500 0.84 49.09 0 0 0| 0 1 0 0 1400 363.000 0.78 47.74 0 0 0| 0 8 0 0 1500 294.500 0.71 46.42 0 0 0| 0 0 0 0 1600 235.000 0.63 45.51 0 0 0| 0 0 0 0 1700 185.500 0.54 44.98 0 0 0| 0 10 0 0 1800 146.000 0.46 44.94 0 0 0| 0 5 0 0 1900 101.000 112.500 0.39 44.71 101.000 S 101.000 S 0 0 10| 0 27 0 0 2000 64.000 0.26 44.14 0 0 0| 0 60 0 0 2200 36.000 0.16 43.95 0 0 0| 0 35 0 0 2400 19.500 19.500 0.10 43.88 19.500 19.500 0 0 1| 0 9 0 0 2600 11.000 0.06 44.32 0 0 0| 0 0 0 0 2800 Total 0 0 12| 0 166 0 0 Indicative a-t-m Vol 44.51 Underlying Price 1783.000 Time to expiry: 221 Days Sep 10 474.500 0.80 46.90 0 0 0| 4 4 +4 0 1400 408.000 0.75 46.49 0 0 0| 0 0 0 0 1500 344.500 0.69 45.45 0 0 0| 7 6 -5 0 1600 290.000 0.63 44.90 0 0 0| 0 0 0 0 1700 241.500 0.56 44.43 0 0 0| 0 5 0 0 1800 Equity Options 22:16 Business Day Mon 8 Feb 2010 Previous Business Day Fri 5 Feb 2010 Page 48 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 | 201.000 0.50 44.27 0 0 0| 0 0 0 0 1900 165.500 0.44 43.84 0 0 0| 4 24 +4 0 2000 110.500 0.33 43.45 0 0 0| 0 56 0 0 2200 73.500 0.24 43.16 0 0 0| 3 43 -1 0 2400 49.500 0.18 43.36 0 0 0| 0 1 0 0 2600 33.500 0.13 43.69 0 0 0| 0 0 0 0 2800 Total 0 0 0| 18 139 +2 0 Total Calls 0 0 32| 47 596 -27 0 | Equity Options 22:16 Business Day Mon 8 Feb 2010 Previous Business Day Fri 5 Feb 2010 Page 49 Puts | Block | Opening Settle Delta Vola- Daily Trade Bclear Total | Official **Open Change Exer- Exer Trans Price tility High Low Volume Volume*** Volume | Volume Int cises Price | Lonmin PLC - STND OPT (LNM) Indicative a-t-m Vol 43.46 Underlying Price 1783.000 Time to expiry: 39 Days Mar 10 2.000 -0.01 96.55 0 0 0| 0 8 0 0 880 2.000 -0.01 91.49 0 0 0| 0 4 0 0 920 2.000 -0.01 86.65 0 0 0| 0 7 0 0 960 2.000 -0.01 82.01 0 0 0| 0 6 0 0 1000 2.000 -0.01 69.85 0 0 0| 0 7 0 0 1100 2.500 -0.02 60.18 0 0 0| 0 21 0 0 1200 3.000 -0.02 51.13 0 0 0| 0 6 0 0 1300 7.000 -0.05 48.33 0 0 0| 0 282 0 0 1400 17.000 -0.12 47.01 0 0 0| 0 124 0 0 1500 35.500 35.000 -0.21 45.46 35.500 S 35.500 S 0 0 15| 0 43 0 0 1600 65.000 -0.34 44.24 0 0 0| 0 42 0 0 1700 111.000 86.000 -0.42 43.81 111.000 111.000 0 0 10| 0 10 0 0 1750 110.500 -0.50 43.28 0 0 0| 0 38 0 0 1800 141.000 -0.57 43.64 0 0 0| 0 7 0 0 1850 173.000 -0.64 43.40 0 0 0| 28 20 +1 0 1900 209.500 -0.71 43.53 0 0 0| 0 145 0 0 1950 248.000 -0.77 43.22 0 0 0| 0 140 0 0 2000 324.500 334.000 -0.86 43.57 324.500 S 324.500 S 0 0 5| 0 25 0 0 2100 426.000 -0.91 44.96 0 0 0| 14 34 0 0 2200 520.500 -0.96 43.59 0 0 0| 0 0 0 0 2300 618.500 -0.98 44.59 0 0 0| 0 23 0 0 2400 817.000 -1.00 44.62 0 0 0| 0 0 0 0 2600 Total 0 0 30| 42 992 +1 0 Indicative a-t-m Vol 45.22 Underlying Price 1783.000 Time to expiry: 130 Days Jun 10 18.000 -0.07 49.46 0 0 0| 0 8 0 0 1200 49.000 -0.16 47.79 0 0 0| 3 17 0 0 1400 76.000 -0.22 47.51 0 0 0| 0 16 0 0 1500 108.500 -0.30 46.60 0 0 0| 0 19 0 0 1600 150.000 -0.37 45.86 0 0 0| 0 7 0 0 1700 199.000 -0.46 45.09 0 0 0| 0 49 0 0 1800 257.500 -0.54 44.60 0 0 0| 0 12 0 0 1900 346.000 325.000 -0.61 44.59 346.000 S 344.000 0 0 20| 0 31 0 0 2000 498.000 476.000 -0.75 43.97 498.000 S 498.000 S 0 0 6| 0 6 0 0 2200 650.500 -0.84 44.60 0 0 0| 0 33 0 0 2400 835.000 -0.90 45.44 0 0 0| 0 0 0 0 2600 1027.500 -0.93 46.87 0 0 0| 0 6 0 0 2800 Total 0 0 26| 3 204 0 0 Indicative a-t-m Vol 44.60 Underlying Price 1783.000 Time to expiry: 221 Days Sep 10 88.000 -0.20 47.48 0 0 0| 0 0 0 0 1400 119.500 -0.25 46.62 0 0 0| 0 0 0 0 1500 155.000 -0.31 45.44 0 0 0| 40 34 +17 0 1600 201.500 -0.37 45.18 0 0 0| 0 2 0 0 1700 251.500 -0.44 44.49 0 0 0| 48 48 +8 0 1800 310.500 -0.50 44.32 0 0 0| 0 2 0 0 1900 Equity Options 22:16 Business Day Mon 8 Feb 2010 Previous Business Day Fri 5 Feb 2010 Page 50 Puts | Block | Opening Settle Delta Vola- Daily Trade Bclear Total | Official **Open Change Exer- Exer Trans Price tility High Low Volume Volume*** Volume | Volume Int cises Price | 374.500 -0.56 43.83 0 0 0| 8 20 0 0 2000 520.000 -0.67 43.53 0 0 0| 0 0 0 0 2200 682.500 -0.76 43.29 0 0 0| 12 15 0 0 2400 858.500 -0.83 43.50 0 0 0| 0 0 0 0 2600 1042.000 -0.88 43.53 0 0 0| 4 4 +4 0 2800 Total 0 0 0| 112 125 +29 0 Total Puts 0 0 56| 157 1,321 +30 0 Grand Total 0 1,800,000 1,800,08| 204 1,917 +3 0 Equity Options 22:16 Business Day Mon 8 Feb 2010 Previous Business Day Fri 5 Feb 2010 Page 51 Calls | Block | Opening Settle Delta Vola- Daily Trade Bclear Total | Official **Open Change Exer- Exer Trans Price tility High Low Volume Volume*** Volume | Volume Int cises Price | Man Group Plc - STND OPT (EMG) Indicative a-t-m Vol 51.69 Underlying Price 214.900 Time to expiry: 39 Days Mar 10 28.000 22.500 0.70 49.56 28.000 28.000 0 0 2| 0 0 0 0 200 16.250 0.59 48.09 0 0 0| 15 15 +15 0 210 14.750 0.54 51.69 0 0 0| 0 0 0 0 215 11.500 0.48 48.15 0 0 0| 0 18 0 0 220 9.500 0.42 48.18 0 0 0| 0 0 0 0 225 7.750 0.37 48.01 0 0 0| 9 0 -9 0 230 6.250 0.31 47.45 0 0 0| 0 40 0 0 235 5.250 0.27 48.19 0 0 0| 0 37 0 0 240 4.250 0.23 48.09 0 0 0| 0 0 0 0 245 3.250 0.19 47.64 0 0 0| 0 17 0 0 250 2.500 0.15 50.82 0 0 0| 15 2,100 -14 0 260 1.250 0.09 47.77 0 0 0| 0 0 0 0 270 1.250 0.08 52.61 0 0 0| 0 3,824 0 0 280 1.000 0.06 54.61 0 0 0| 0 2,570 0 0 290 0.750 0.05 56.88 0 0 0| 0 365 0 0 300 0.500 0.04 59.38 0 0 0| 0 430 0 0 310 0.500 0.03 62.11 0 0 0| 0 206 0 0 320 0.500 0.03 65.02 0 0 0| 0 8 0 0 330 0.500 0.03 68.11 0 0 0| 0 114 0 0 340 0.500 0.03 76.21 0 0 0| 0 89 0 0 360 0.250 0.02 78.25 0 0 0| 0 33 0 0 380 0.250 0.01 79.80 0 0 0| 0 23 0 0 400 Total 0 0 2| 39 9,889 -8 0 Indicative a-t-m Vol 43.39 Underlying Price 214.900 Time to expiry: 130 Days Jun 10 30.250 0.66 44.02 0 0 0| 0 0 0 0 200 25.000 0.59 43.68 0 0 0| 0 0 0 0 210 20.250 0.52 43.10 0 0 0| 30 35 +30 0 220 16.250 0.45 43.00 0 0 0| 5 3 -5 0 230 14.000 12.750 0.38 42.49 14.000 14.000 0 0 1| 0 0 0 0 240 7.750 0.27 42.16 0 0 0| 0 20 0 0 260 4.750 0.18 42.28 0 0 0| 12 43 +7 0 280 2.750 0.12 42.10 0 0 0| 0 183 0 0 300 1.750 0.07 42.25 0 0 0| 0 543 0 0 320 1.000 0.05 42.20 0 0 0| 2 18 -2 0 340 0.500 0.03 42.08 0 0 0| 0 187 0 0 360 0.500 0.02 43.77 0 0 0| 0 40 0 0 380 0.250 0.02 46.31 0 0 0| 0 43 0 0 400 Total 0 0 1| 49 1,115 +30 0 Indicative a-t-m Vol 43.45 Underlying Price 214.900 Time to expiry: 221 Days Sep 10 31.500 0.66 44.71 0 0 0| 0 0 0 0 200 26.250 0.59 44.08 0 0 0| 0 0 0 0 210 23.000 21.250 0.52 42.83 23.000 23.000 0 0 1| 0 6 0 0 220 17.500 0.45 42.44 0 0 0| 0 7 0 0 230 Equity Options 22:16 Business Day Mon 8 Feb 2010 Previous Business Day Fri 5 Feb 2010 Page 52 Calls | Block | Opening Settle Delta Vola- Daily Trade Bclear Total | Official **Open Change Exer- Exer Trans Price tility High Low Volume Volume*** Volume | Volume Int cises Price | 14.250 0.39 42.23 0 0 0| 0 20 0 0 240 9.750 0.29 42.35 0 0 0| 50 168 +50 0 260 6.250 0.21 41.71 0 0 0| 0 43 0 0 280 4.250 0.15 41.63 0 0 0| 0 57 0 0 300 2.750 0.10 41.57 0 0 0| 0 91 0 0 320 1.750 0.07 41.48 0 0 0| 0 291 0 0 340 1.000 0.05 41.10 0 0 0| 0 17 0 0 360 Total 0 0 1| 50 700 +50 0 Total Calls 0 0 4| 138 11,704 +72 0 | Equity Options 22:16 Business Day Mon 8 Feb 2010 Previous Business Day Fri 5 Feb 2010 Page 53 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 51.84 Underlying Price 214.900 Time to expiry: 39 Days Mar 10 7.500 -0.30 50.07 0 0 0| 0 21 0 0 200 11.250 -0.41 48.13 0 0 0| 9 67 +9 0 210 14.750 -0.47 51.84 0 0 0| 0 0 0 0 215 16.250 -0.53 47.77 0 0 0| 25 437 +5 0 220 19.500 -0.58 47.99 0 0 0| 0 0 0 0 225 19.250 22.750 -0.63 48.08 19.250 S 19.250 S 0 0 2| 0 48 0 0 230 26.250 -0.69 47.89 0 0 0| 0 0 0 0 235 30.500 -0.72 49.30 0 0 0| 0 341 0 0 240 34.500 -0.77 49.19 0 0 0| 0 1 0 0 245 38.250 -0.81 47.19 0 0 0| 0 362 0 0 250 46.750 -0.88 46.75 0 0 0| 0 166 0 0 260 56.000 -0.92 46.75 0 0 0| 0 1,000 0 0 270 59.500 65.500 -0.95 46.22 59.500 S 59.500 S 0 0 2| 0 1,160 0 0 280 75.250 -0.97 46.29 0 0 0| 0 573 0 0 290 85.250 -0.99 45.81 0 0 0| 0 345 0 0 300 95.000 -1.00 45.48 0 0 0| 0 275 0 0 310 105.000 -1.00 45.13 0 0 0| 103 447 +45 0 320 115.000 -1.00 44.75 0 0 0| 0 0 0 0 330 125.000 -1.00 52.14 0 0 0| 5 95 0 0 340 140.500 145.000 -1.00 52.47 140.500 140.500 0 0 2| 0 12 0 0 360 165.000 -1.00 52.45 0 0 0| 0 0 0 0 380 185.000 -1.00 52.05 0 0 0| 0 0 0 0 400 Total 0 0 6| 142 5,350 +59 0 Indicative a-t-m Vol 43.54 Underlying Price 214.900 Time to expiry: 130 Days Jun 10 15.000 15.000 -0.34 44.05 15.000 15.000 0 0 20| 12 12 +12 0 200 19.750 -0.41 43.82 0 0 0| 0 14 0 0 210 25.000 24.750 -0.48 43.26 25.000 25.000 0 0 1| 0 126 0 0 220 31.000 -0.55 43.19 0 0 0| 5 0 -5 0 230 37.500 -0.62 42.94 0 0 0| 0 172 0 0 240 52.750 -0.73 43.04 0 0 0| 0 210 0 0 260 69.750 -0.81 43.37 0 0 0| 2 69 -2 0 280 87.500 -0.88 42.56 0 0 0| 0 186 0 0 300 106.500 -0.92 43.40 0 0 0| 0 528 0 0 320 126.000 -0.95 45.16 0 0 0| 0 0 0 0 340 145.500 -0.97 44.57 0 0 0| 0 26 0 0 360 165.500 -0.97 49.80 0 0 0| 0 0 0 0 380 186.000 -0.95 57.58 0 0 0| 0 0 0 0 400 Total 0 0 21| 19 1,343 +5 0 Indicative a-t-m Vol 40.78 Underlying Price 214.900 Time to expiry: 221 Days Sep 10 26.000 -0.43 42.19 0 0 0| 8 26 +8 0 200 31.500 -0.50 41.36 0 0 0| 0 15 0 0 210 37.250 -0.56 40.21 0 0 0| 0 76 0 0 220 44.000 -0.62 39.87 0 0 0| 0 32 0 0 230 51.250 -0.67 39.45 0 0 0| 9 212 -9 0 240 Equity Options 22:16 Business Day Mon 8 Feb 2010 Previous Business Day Fri 5 Feb 2010 Page 54 Puts | Block | Opening Settle Delta Vola- Daily Trade Bclear Total | Official **Open Change Exer- Exer Trans Price tility High Low Volume Volume*** Volume | Volume Int cises Price | 67.000 -0.77 38.50 0 0 0| 0 38 0 0 260 85.000 84.000 -0.85 37.34 85.000 85.000 0 0 10| 20 589 -20 0 280 101.750 -0.92 34.67 0 0 0| 0 183 0 0 300 120.250 -0.98 28.72 0 0 0| 0 14 0 0 320 139.750 -1.00 22.38 0 0 0| 5 30 +5 0 340 159.750 -1.00 13.86 0 0 0| 0 26 0 0 360 Total 0 0 10| 42 1,241 -16 0 Total Puts 0 0 37| 203 7,934 +48 0 Grand Total 0 1,840,000 1,840,04| 341 19,638 +120 0 Equity Options 22:16 Business Day Mon 8 Feb 2010 Previous Business Day Fri 5 Feb 2010 Page 55 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 28.00 Underlying Price 330.600 Time to expiry: 11 Days Feb 10 51.000 0.98 47.89 0 0 0| 0 0 0 0 280 31.000 0.96 31.39 0 0 0| 0 0 0 0 300 13.750 0.74 30.23 0 0 0| 0 0 0 0 320 6.750 7.000 0.53 28.03 6.750 6.750 0 0 5| 50 50 +50 0 330 3.000 0.30 27.74 0 0 0| 0 0 0 0 340 1.250 0.14 27.92 0 0 0| 0 1,131 0 0 350 0.500 0.06 30.45 0 0 0| 0 143 0 0 360 CAB 0.02 29.62 0 0 0| 0 1,581 0 0 370 CAB 0.00 28.93 0 0 0| 0 45 0 0 380 CAB 0.00 27.30 0 0 0| 0 895 0 0 390 CAB 0.00 24.54 0 0 0| 0 30 0 0 400 CAB 0.00 20.51 0 0 0| 0 1,528 0 0 410 CAB 0.00 6.91 0 0 0| 0 50 0 0 420 CAB 0.00 54.74 0 0 0| 0 40 0 0 440 CAB 0.00 64.94 0 0 0| 0 0 0 0 460 Total 0 0 5| 50 5,493 +50 0 Indicative a-t-m Vol 28.68 Underlying Price 330.600 Time to expiry: 39 Days Mar 10 110.750 1.00 43.40 0 0 0| 0 0 0 0 220 91.000 0.99 41.95 0 0 0| 0 12 0 0 240 71.250 0.98 37.78 0 0 0| 0 15 0 0 260 51.750 0.94 33.70 0 0 0| 0 0 0 0 280 34.250 0.83 32.86 0 0 0| 0 32 0 0 300 22.250 19.000 0.65 29.73 22.250 S 22.250 S 0 0 8| 3 67 +3 0 320 13.000 0.53 28.74 0 0 0| 0 0 0 0 330 8.500 0.40 28.15 0 0 0| 0 65 0 0 340 5.000 0.28 27.59 0 0 0| 66 85 +66 0 350 3.250 0.19 27.96 0 0 0| 54 881 0 0 360 1.750 0.12 27.92 0 0 0| 12 295 0 0 370 1.000 0.08 28.48 0 0 0| 0 213 0 0 380 0.750 0.05 29.14 0 0 0| 0 4,850 0 0 390 0.500 0.03 30.05 0 0 0| 0 311 0 0 400 0.250 0.02 31.21 0 0 0| 0 98 0 0 410 0.250 0.01 32.62 0 0 0| 0 140 0 0 420 CAB 0.01 36.17 0 0 0| 0 80 0 0 440 CAB 0.01 40.67 0 0 0| 0 0 0 0 460 Total 0 0 8| 135 7,144 +69 0 Indicative a-t-m Vol 28.55 Underlying Price 330.600 Time to expiry: 67 Days Apr 10 54.000 0.89 34.32 0 0 0| 0 0 0 0 280 36.750 0.79 31.24 0 0 0| 0 0 0 0 300 22.500 0.63 29.46 0 0 0| 0 0 0 0 320 16.750 0.53 28.59 0 0 0| 0 0 0 0 330 12.250 0.44 28.24 0 0 0| 0 0 0 0 340 8.500 0.34 27.80 0 0 0| 0 0 0 0 350 Equity Options 22:16 Business Day Mon 8 Feb 2010 Previous Business Day Fri 5 Feb 2010 Page 56 Calls | Block | Opening Settle Delta Vola- Daily Trade Bclear Total | Official **Open Change Exer- Exer Trans Price tility High Low Volume Volume*** Volume | Volume Int cises Price | 6.000 0.26 28.03 0 0 0| 0 0 0 0 360 4.000 0.19 27.59 0 0 0| 0 40 0 0 370 2.500 0.14 27.58 0 0 0| 0 60 0 0 380 1.000 0.07 28.09 0 0 0| 0 0 0 0 400 Total 0 0 0| 0 100 0 0 Indicative a-t-m Vol 29.64 Underlying Price 330.600 Time to expiry: 130 Days Jun 10 151.000 1.00 32.25 0 0 0| 0 0 0 0 180 131.000 1.00 34.74 0 0 0| 0 0 0 0 200 111.500 0.98 38.34 0 0 0| 0 0 0 0 220 92.250 0.96 36.63 0 0 0| 0 0 0 0 240 56.250 0.85 32.38 0 0 0| 0 0 0 0 280 40.250 0.75 30.70 0 0 0| 0 2 0 0 300 27.750 0.61 30.14 0 0 0| 0 16 0 0 320 18.000 17.500 0.47 29.22 18.000 S 18.000 S 0 0 7| 7 49 +7 0 340 10.500 0.33 28.62 0 0 0| 0 2,193 0 0 360 5.750 0.21 28.05 0 0 0| 10 1,129 0 0 380 3.250 0.13 28.17 0 0 0| 0 1,303 0 0 400 1.750 0.08 28.77 0 0 0| 0 119 0 0 420 1.250 0.06 30.66 0 0 0| 0 303 0 0 440 Total 0 0 7| 17 5,114 +7 0 Indicative a-t-m Vol 29.14 Underlying Price 330.600 Time to expiry: 221 Days Sep 10 58.500 0.81 31.70 0 0 0| 0 0 0 0 280 31.750 0.59 29.59 0 0 0| 0 1 0 0 320 22.500 22.250 0.47 28.76 23.000 22.500 S 0 0 43| 13 13 +13 0 340 14.500 0.36 27.72 0 0 0| 0 43 0 0 360 9.250 0.26 27.02 0 0 0| 0 63 0 0 380 6.000 0.18 26.98 0 0 0| 0 74 0 0 400 3.500 0.12 26.43 0 0 0| 0 22 0 0 420 2.000 0.08 26.13 0 0 0| 0 36 0 0 440 Total 0 0 43| 13 252 +13 0 Indicative a-t-m Vol 29.24 Underlying Price 330.600 Time to expiry: 312 Days Dec 10 151.000 1.00 28.78 0 0 0| 0 0 0 0 180 131.250 1.00 31.99 0 0 0| 0 0 0 0 200 112.000 0.97 33.75 0 0 0| 0 0 0 0 220 94.000 0.92 34.18 0 0 0| 0 0 0 0 240 60.750 0.79 31.45 0 0 0| 0 4 0 0 280 35.750 0.59 29.76 0 0 0| 0 0 0 0 320 26.250 26.250 0.48 28.82 26.250 26.250 0 0 16| 0 0 0 0 340 19.000 0.39 28.20 0 0 0| 0 40 0 0 360 13.250 0.30 27.55 0 0 0| 0 615 0 0 380 8.750 0.22 26.77 0 0 0| 0 54 0 0 400 5.750 0.16 26.39 0 0 0| 0 225 0 0 420 3.750 0.12 26.17 0 0 0| 0 459 0 0 440 Total 0 0 16| 0 1,397 0 0 Indicative a-t-m Vol 32.45 Underlying Price 330.600 Time to expiry: 494 Days Jun 11 Equity Options 22:16 Business Day Mon 8 Feb 2010 Previous Business Day Fri 5 Feb 2010 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 | 96.750 0.88 35.35 0 0 0| 0 0 0 0 240 68.000 0.73 34.00 0 0 0| 0 0 0 0 280 46.500 0.58 33.00 0 0 0| 0 0 0 0 320 29.250 0.44 31.00 0 0 0| 0 0 0 0 360 18.000 0.31 30.00 0 0 0| 0 0 0 0 400 9.500 0.20 28.01 0 0 0| 0 0 0 0 440 Total 0 0 0| 0 0 0 0 Indicative a-t-m Vol 30.73 Underlying Price 330.600 Time to expiry: 676 Days Dec 11 157.750 0.92 56.00 0 0 0| 0 0 0 0 180 137.000 0.91 46.84 0 0 0| 0 0 0 0 200 116.250 0.90 38.39 0 0 0| 0 0 0 0 220 100.000 0.85 36.77 0 0 0| 0 0 0 0 240 71.250 0.72 33.39 0 0 0| 0 0 0 0 280 48.750 0.58 31.00 0 0 0| 0 0 0 0 320 33.000 0.46 30.00 0 0 0| 0 0 0 0 360 21.750 0.34 29.00 0 0 0| 0 0 0 0 400 15.250 0.26 29.39 0 0 0| 0 0 0 0 440 Total 0 0 0| 0 0 0 0 Indicative a-t-m Vol 30.98 Underlying Price 330.600 Time to expiry: 1047 Days Dec 12 80.250 0.71 35.00 0 0 0| 0 0 0 0 280 57.000 0.60 31.35 0 0 0| 0 0 0 0 320 41.500 0.49 30.00 0 0 0| 0 0 0 0 360 29.750 0.39 29.00 0 0 0| 0 0 0 0 400 24.750 0.33 30.36 0 0 0| 0 0 0 0 440 Total 0 0 0| 0 0 0 0 Total Calls 0 0 79| 215 19,500 +139 0 | Equity Options 22:16 Business Day Mon 8 Feb 2010 Previous Business Day Fri 5 Feb 2010 Page 58 Puts | Block | Opening Settle Delta Vola- Daily Trade Bclear Total | Official **Open Change Exer- Exer Trans Price tility High Low Volume Volume*** Volume | Volume Int cises Price | Marks and Spencer plc - STND OPT (M+S) Indicative a-t-m Vol 28.97 Underlying Price 330.600 Time to expiry: 11 Days Feb 10 0.250 -0.03 50.25 0 0 0| 0 0 0 0 280 0.750 -0.07 37.16 0 0 0| 0 0 0 0 300 3.250 -0.27 31.63 0 0 0| 0 0 0 0 320 6.250 6.750 -0.47 29.11 6.250 S 6.250 S 0 0 5| 0 0 0 0 330 12.500 -0.70 27.72 0 0 0| 1 1,078 +1 0 340 20.500 -0.87 27.87 0 0 0| 0 1,572 0 0 350 30.000 29.750 -0.95 29.17 30.000 S 30.000 S 0 0 5| 0 74 0 0 360 39.500 -0.98 29.25 0 0 0| 0 25 0 0 370 50.000 49.500 -0.99 31.20 50.000 50.000 0 0 5| 0 46 0 0 380 59.500 -1.00 36.58 0 0 0| 0 76 0 0 390 69.500 -1.00 41.71 0 0 0| 0 251 0 0 400 79.500 -1.00 46.73 0 0 0| 0 15 0 0 410 89.500 -1.00 51.64 0 0 0| 0 0 0 0 420 109.500 -1.00 61.18 0 0 0| 0 0 0 0 440 129.500 -1.00 69.50 0 0 0| 0 0 0 0 460 Total 0 0 15| 1 3,137 +1 0 Indicative a-t-m Vol 29.43 Underlying Price 330.600 Time to expiry: 39 Days Mar 10 CAB 0.00 39.14 0 0 0| 0 115 0 0 220 CAB -0.01 40.74 0 0 0| 0 73 0 0 240 0.500 -0.03 39.29 0 0 0| 0 110 0 0 260 1.500 -0.08 37.29 0 0 0| 15 101 +15 0 280 3.500 -0.17 33.02 0 0 0| 15 124 -11 0 300 7.000 8.000 -0.35 29.50 7.000 7.000 0 0 20| 20 920 +20 0 320 12.500 -0.47 29.54 0 0 0| 0 0 0 0 330 15.500 17.750 -0.60 28.41 15.500 15.500 0 0 8| 65 1,485 +29 0 340 24.500 -0.71 28.04 0 0 0| 0 1,097 0 0 350 32.500 -0.80 28.61 0 0 0| 20 1,865 0 0 360 40.750 -0.89 27.04 0 0 0| 0 0 0 0 370 50.000 -0.94 27.17 0 0 0| 5 133 0 0 380 60.500 59.750 -0.97 27.63 60.500 S 60.500 S 0 0 15| 0 19 0 0 390 65.000 69.500 -0.98 29.13 65.000 S 65.000 S 0 0 8| 0 97 0 0 400 79.500 -0.99 29.37 0 0 0| 0 0 0 0 410 89.500 -0.99 32.27 0 0 0| 0 11 0 0 420 109.500 -0.99 37.55 0 0 0| 0 14 0 0 440 129.500 -0.99 42.54 0 0 0| 0 0 0 0 460 Total 0 0 51| 140 6,164 +53 0 Indicative a-t-m Vol 29.33 Underlying Price 330.600 Time to expiry: 67 Days Apr 10 3.000 -0.12 34.53 0 0 0| 0 0 0 0 280 6.000 -0.21 31.58 0 0 0| 0 0 0 0 300 11.750 -0.37 29.88 0 0 0| 0 0 0 0 320 16.250 -0.47 29.43 0 0 0| 0 0 0 0 330 21.250 -0.56 28.44 0 0 0| 0 0 0 0 340 27.750 -0.65 28.43 0 0 0| 0 60 0 0 350 35.000 -0.74 27.90 0 0 0| 0 20 0 0 360 Equity Options 22:16 Business Day Mon 8 Feb 2010 Previous Business Day Fri 5 Feb 2010 Page 59 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 | 43.250 -0.81 28.14 0 0 0| 0 0 0 0 370 51.750 -0.86 28.22 0 0 0| 0 0 0 0 380 70.250 -0.93 28.73 0 0 0| 0 0 0 0 400 Total 0 0 0| 0 80 0 0 Indicative a-t-m Vol 29.41 Underlying Price 330.600 Time to expiry: 130 Days Jun 10 0.500 -0.01 47.79 0 0 0| 0 0 0 0 180 0.750 -0.02 42.92 0 0 0| 0 55 0 0 200 1.250 -0.04 38.57 0 0 0| 0 138 0 0 220 2.500 -0.07 36.71 0 0 0| 0 171 0 0 240 8.250 -0.21 32.74 0 0 0| 0 286 0 0 280 13.750 -0.32 31.06 0 0 0| 0 186 0 0 300 22.000 -0.45 30.08 0 0 0| 20 139 -2 0 320 33.500 33.000 -0.59 28.86 33.500 S 33.500 S 0 0 7| 8 1,393 0 0 340 47.000 -0.72 28.32 0 0 0| 0 2,101 0 0 360 63.000 62.750 -0.82 27.40 63.000 S 63.000 S 0 0 15| 0 715 0 0 380 80.750 -0.89 27.71 0 0 0| 0 11 0 0 400 99.500 -0.94 27.90 0 0 0| 0 0 0 0 420 118.750 -0.96 27.79 0 0 0| 0 0 0 0 440 Total 0 0 22| 28 5,195 -2 0 Indicative a-t-m Vol 28.82 Underlying Price 330.600 Time to expiry: 221 Days Sep 10 13.000 -0.24 31.71 0 0 0| 0 95 0 0 280 28.000 -0.44 29.46 0 0 0| 0 32 0 0 320 39.500 38.750 -0.55 28.29 39.500 S 39.500 S 0 0 13| 12 27 -12 0 340 52.000 -0.66 27.80 0 0 0| 0 77 0 0 360 67.000 -0.75 27.45 0 0 0| 0 35 0 0 380 83.250 -0.83 26.36 0 0 0| 0 0 0 0 400 101.000 -0.89 26.01 0 0 0| 0 0 0 0 420 119.500 -0.94 25.36 0 0 0| 0 0 0 0 440 Total 0 0 13| 12 266 -12 0 Indicative a-t-m Vol 29.14 Underlying Price 330.600 Time to expiry: 312 Days Dec 10 2.250 -0.04 39.32 0 0 0| 0 0 0 0 180 3.500 -0.06 37.29 0 0 0| 0 60 0 0 200 6.000 -0.10 35.88 0 0 0| 0 80 0 0 220 9.000 -0.15 34.22 0 0 0| 7 565 +7 0 240 18.750 -0.28 31.53 0 0 0| 0 1,684 0 0 280 35.750 -0.46 29.70 0 0 0| 0 65 0 0 320 46.750 -0.55 28.68 0 0 0| 0 1,511 0 0 340 59.750 -0.64 27.95 0 0 0| 0 2,044 0 0 360 74.000 -0.72 27.16 0 0 0| 0 607 0 0 380 89.750 -0.80 26.30 0 0 0| 0 2 0 0 400 106.500 -0.86 25.48 0 0 0| 0 0 0 0 420 124.500 -0.91 24.77 0 0 0| 0 4 0 0 440 Total 0 0 0| 7 6,622 +7 0 Indicative a-t-m Vol 31.15 Underlying Price 330.600 Time to expiry: 494 Days Jun 11 17.750 -0.20 35.47 0 0 0| 0 0 0 0 240 Equity Options 22:16 Business Day Mon 8 Feb 2010 Previous Business Day Fri 5 Feb 2010 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 | 29.000 -0.32 31.66 0 0 0| 0 87 0 0 280 49.500 -0.46 31.20 0 0 0| 0 0 0 0 320 75.250 -0.59 31.00 0 0 0| 0 0 0 0 360 104.250 -0.71 30.00 0 0 0| 0 0 0 0 400 136.250 -0.81 28.48 0 0 0| 0 0 0 0 440 Total 0 0 0| 0 87 0 0 Indicative a-t-m Vol 30.73 Underlying Price 330.600 Time to expiry: 676 Days Dec 11 11.250 -0.11 41.18 0 0 0| 0 2,000 0 0 180 15.000 -0.14 39.53 0 0 0| 0 0 0 0 200 18.750 -0.18 37.20 0 0 0| 0 0 0 0 220 23.750 -0.22 35.26 0 0 0| 0 0 0 0 240 36.500 -0.33 32.00 0 0 0| 0 0 0 0 280 56.750 -0.45 31.00 0 0 0| 0 0 0 0 320 81.000 -0.57 30.00 0 0 0| 0 0 0 0 360 109.250 -0.68 29.00 0 0 0| 0 0 0 0 400 143.000 -0.75 29.99 0 0 0| 0 0 0 0 440 Total 0 0 0| 0 2,000 0 0 Indicative a-t-m Vol 27.83 Underlying Price 330.600 Time to expiry: 1047 Days Dec 12 53.250 -0.33 35.00 0 0 0| 0 0 0 0 280 61.000 -0.45 27.00 0 0 0| 0 0 0 0 320 92.500 -0.53 30.00 0 0 0| 0 0 0 0 360 119.000 -0.62 29.00 0 0 0| 0 0 0 0 400 151.250 -0.68 29.99 0 0 0| 0 0 0 0 440 Total 0 0 0| 0 0 0 0 Total Puts 0 0 101| 188 23,551 +47 0 Grand Total 0 3,840,000 3,840,18| 403 43,051 +186 0 Equity Options 22:16 Business Day Mon 8 Feb 2010 Previous Business Day Fri 5 Feb 2010 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 | Mitchells & Butlers plc - STND OPT (MAB) Indicative a-t-m Vol 34.60 Underlying Price 266.900 Time to expiry: 39 Days Mar 10 67.000 1.00 33.96 0 0 0| 0 0 0 0 200 47.750 0.96 35.99 0 0 0| 0 0 0 0 220 38.500 0.91 36.00 0 0 0| 0 0 0 0 230 30.000 0.83 35.65 0 0 0| 0 0 0 0 240 26.000 0.79 35.36 0 0 0| 0 0 0 0 245 22.250 0.74 34.87 0 0 0| 0 0 0 0 250 15.750 0.62 34.47 0 0 0| 0 23 0 0 260 11.000 0.49 34.66 0 0 0| 0 2 0 0 270 6.500 0.35 32.68 0 0 0| 0 63 0 0 280 3.750 0.24 32.54 0 0 0| 0 0 0 0 290 2.000 0.15 32.15 0 0 0| 0 503 0 0 300 0.750 0.06 33.77 0 0 0| 0 45 0 0 320 0.250 0.02 34.26 0 0 0| 0 0 0 0 340 CAB 0.01 37.39 0 0 0| 0 2 0 0 360 Total 0 0 0| 0 638 0 0 Indicative a-t-m Vol 36.12 Underlying Price 266.900 Time to expiry: 130 Days Jun 10 53.000 0.84 36.91 0 0 0| 0 0 0 0 220 45.250 0.79 36.48 0 0 0| 0 0 0 0 230 39.500 0.72 38.57 0 0 0| 0 0 0 0 240 27.000 0.60 36.48 0 0 0| 0 0 0 0 260 17.500 0.46 35.44 0 0 0| 0 8 0 0 280 11.500 0.34 36.05 0 0 0| 0 500 0 0 300 7.000 0.23 35.76 0 0 0| 0 3 0 0 320 2.750 0.11 36.79 0 0 0| 0 40 0 0 360 Total 0 0 0| 0 551 0 0 Indicative a-t-m Vol 37.78 Underlying Price 266.900 Time to expiry: 221 Days Sep 10 59.250 0.79 39.13 0 0 0| 0 0 0 0 220 52.500 0.74 38.94 0 0 0| 0 0 0 0 230 46.500 0.70 38.86 0 0 0| 0 0 0 0 240 35.000 0.60 37.76 0 0 0| 0 0 0 0 260 26.500 0.50 37.81 0 0 0| 0 0 0 0 280 20.000 0.41 38.28 0 0 0| 0 0 0 0 300 14.000 0.32 37.45 0 0 0| 0 0 0 0 320 Total 0 0 0| 0 0 0 0 Total Calls 0 0 0| 0 1,189 0 0 | Equity Options 22:16 Business Day Mon 8 Feb 2010 Previous Business Day Fri 5 Feb 2010 Page 62 Puts | Block | Opening Settle Delta Vola- Daily Trade Bclear Total | Official **Open Change Exer- Exer Trans Price tility High Low Volume Volume*** Volume | Volume Int cises Price | Mitchells & Butlers plc - STND OPT (MAB) Indicative a-t-m Vol 36.26 Underlying Price 266.900 Time to expiry: 39 Days Mar 10 0.250 -0.02 45.65 0 0 0| 0 0 0 0 200 1.250 -0.07 41.96 0 0 0| 0 0 0 0 220 2.250 -0.12 40.26 0 0 0| 0 31 0 0 230 3.750 -0.18 38.80 0 0 0| 0 126 0 0 240 4.750 -0.23 38.11 0 0 0| 0 2 0 0 245 6.000 -0.28 37.69 0 0 0| 0 0 0 0 250 9.500 -0.39 36.77 0 0 0| 0 7 0 0 260 14.250 -0.51 36.03 0 0 0| 0 0 0 0 270 20.500 -0.63 36.39 0 0 0| 0 17 0 0 280 28.000 -0.73 36.71 0 0 0| 0 0 0 0 290 36.250 -0.81 37.33 0 0 0| 0 0 0 0 300 54.500 -0.90 40.10 0 0 0| 0 0 0 0 320 74.000 -0.94 44.70 0 0 0| 0 0 0 0 340 93.750 -0.96 50.90 0 0 0| 0 0 0 0 360 Total 0 0 0| 0 183 0 0 Indicative a-t-m Vol 37.85 Underlying Price 266.900 Time to expiry: 130 Days Jun 10 6.750 -0.17 40.16 0 0 0| 0 5 0 0 220 9.250 -0.22 39.45 0 0 0| 0 0 0 0 230 12.500 -0.28 39.16 0 0 0| 0 105 0 0 240 20.500 -0.41 38.22 0 0 0| 0 25 0 0 260 31.000 -0.54 37.15 0 0 0| 0 10 0 0 280 44.250 -0.66 36.56 0 0 0| 0 0 0 0 300 60.000 -0.76 36.97 0 0 0| 0 20 0 0 320 95.750 -0.88 38.40 0 0 0| 0 20 0 0 360 Total 0 0 0| 0 185 0 0 Indicative a-t-m Vol 38.45 Underlying Price 266.900 Time to expiry: 221 Days Sep 10 12.500 -0.22 40.93 0 0 0| 0 0 0 0 220 15.500 -0.26 40.14 0 0 0| 0 0 0 0 230 19.750 -0.31 40.58 0 0 0| 0 73 0 0 240 27.500 -0.40 38.40 0 0 0| 0 0 0 0 260 39.000 -0.50 38.55 0 0 0| 0 0 0 0 280 52.000 -0.59 38.54 0 0 0| 0 0 0 0 300 66.250 -0.68 37.90 0 0 0| 0 0 0 0 320 Total 0 0 0| 0 73 0 0 Total Puts 0 0 0| 0 441 0 0 Grand Total 0 1,160,000 1,160,00| 0 1,630 0 0 Equity Options 22:16 Business Day Mon 8 Feb 2010 Previous Business Day Fri 5 Feb 2010 Page 63 Calls | Block | Opening Settle Delta Vola- Daily Trade Bclear Total | Official **Open Change Exer- Exer Trans Price tility High Low Volume Volume*** Volume | Volume Int cises Price | Morrison (Wm) Supermarkets plc - STND OPT (MWR) Indicative a-t-m Vol 16.62 Underlying Price 293.700 Time to expiry: 11 Days Feb 10 63.750 1.00 45.00 0 0 0| 0 0 0 0 230 53.750 1.00 40.00 0 0 0| 0 0 0 0 240 34.000 0.98 35.00 0 0 0| 0 0 0 0 260 24.000 0.97 24.12 0 0 0| 0 0 0 0 270 14.000 0.93 17.88 0 0 0| 0 73 0 0 280 5.750 0.67 16.54 0 0 0| 0 26 0 0 290 1.250 0.25 16.74 0 0 0| 0 913 0 0 300 0.250 0.07 20.00 0 0 0| 0 500 0 0 310 CAB 0.01 20.20 0 0 0| 0 0 0 0 320 CAB 0.00 20.40 0 0 0| 0 0 0 0 340 Total 0 0 0| 0 1,512 0 0 Indicative a-t-m Vol 20.47 Underlying Price 293.700 Time to expiry: 39 Days Mar 10 74.000 0.99 37.21 0 0 0| 0 3 0 0 220 64.000 0.99 31.73 0 0 0| 0 0 0 0 230 54.000 0.98 30.31 0 0 0| 0 1 0 0 240 34.500 0.94 23.87 0 0 0| 0 29 0 0 260 25.250 0.88 22.41 0 0 0| 0 0 0 0 270 16.750 0.77 21.23 0 0 0| 0 230 0 0 280 10.000 0.59 20.59 0 0 0| 0 23 0 0 290 5.250 0.39 20.29 0 0 0| 0 1,460 0 0 300 2.500 0.22 20.05 0 0 0| 0 759 0 0 310 1.000 0.11 20.29 0 0 0| 0 636 0 0 320 0.250 0.02 21.73 0 0 0| 0 0 0 0 340 CAB 0.01 24.12 0 0 0| 0 0 0 0 360 Total 0 0 0| 0 3,141 0 0 Indicative a-t-m Vol 19.98 Underlying Price 293.700 Time to expiry: 67 Days Apr 10 54.250 0.97 24.94 0 0 0| 0 0 0 0 240 35.250 0.91 22.41 0 0 0| 0 0 0 0 260 18.750 0.73 20.50 0 0 0| 0 0 0 0 280 12.250 0.58 20.12 0 0 0| 0 0 0 0 290 7.500 0.42 19.77 0 0 0| 15 15 +15 0 300 4.000 0.28 19.31 0 0 0| 0 0 0 0 310 2.000 0.16 18.90 0 0 0| 0 0 0 0 320 0.250 0.03 17.80 0 0 0| 0 0 0 0 340 Total 0 0 0| 15 15 +15 0 Indicative a-t-m Vol 20.53 Underlying Price 293.700 Time to expiry: 130 Days Jun 10 74.250 0.98 28.72 0 0 0| 0 0 0 0 220 54.750 0.96 24.25 0 0 0| 0 0 0 0 240 36.250 0.87 22.30 0 0 0| 0 126 0 0 260 20.750 0.69 21.11 0 0 0| 0 43 0 0 280 10.000 0.44 20.28 0 0 0| 0 29 0 0 300 4.000 0.23 20.08 0 0 0| 0 63 0 0 320 Equity Options 22:16 Business Day Mon 8 Feb 2010 Previous Business Day Fri 5 Feb 2010 Page 64 Calls | Block | Opening Settle Delta Vola- Daily Trade Bclear Total | Official **Open Change Exer- Exer Trans Price tility High Low Volume Volume*** Volume | Volume Int cises Price | 0.250 0.02 18.47 0 0 0| 0 0 0 0 360 Total 0 0 0| 0 261 0 0 Indicative a-t-m Vol 21.19 Underlying Price 293.700 Time to expiry: 221 Days Sep 10 55.500 0.92 24.18 0 0 0| 0 0 0 0 240 38.250 0.81 22.65 0 0 0| 0 0 0 0 260 24.250 0.64 21.71 0 0 0| 0 21 0 0 280 14.000 0.45 20.96 0 0 0| 0 17 0 0 300 7.500 0.29 20.43 0 0 0| 0 4 0 0 320 1.750 0.09 20.05 0 0 0| 0 0 0 0 360 Total 0 0 0| 0 42 0 0 Total Calls 0 0 0| 15 4,971 +15 0 | Equity Options 22:16 Business Day Mon 8 Feb 2010 Previous Business Day Fri 5 Feb 2010 Page 65 Puts | Block | Opening Settle Delta Vola- Daily Trade Bclear Total | Official **Open Change Exer- Exer Trans Price tility High Low Volume Volume*** Volume | Volume Int cises Price | Morrison (Wm) Supermarkets plc - STND OPT (MWR) Indicative a-t-m Vol 16.97 Underlying Price 293.700 Time to expiry: 11 Days Feb 10 CAB 0.00 45.00 0 0 0| 0 0 0 0 230 CAB 0.00 40.00 0 0 0| 0 0 0 0 240 0.250 -0.02 35.00 0 0 0| 0 30 0 0 260 0.250 -0.04 27.40 0 0 0| 0 119 0 0 270 0.500 -0.09 20.25 0 0 0| 0 15 0 0 280 1.750 2.000 -0.34 17.45 1.750 1.750 0 0 15| 0 15 0 0 290 7.500 -0.76 16.26 0 0 0| 0 61 0 0 300 16.500 -0.93 20.00 0 0 0| 0 0 0 0 310 26.250 -0.99 21.00 0 0 0| 0 0 0 0 320 46.250 -1.00 22.00 0 0 0| 0 0 0 0 340 Total 0 0 15| 0 240 0 0 Indicative a-t-m Vol 20.51 Underlying Price 293.700 Time to expiry: 39 Days Mar 10 CAB 0.00 10.96 0 0 0| 0 119 0 0 220 CAB 0.00 8.23 0 0 0| 0 50 0 0 230 CAB 0.00 15.57 0 0 0| 0 27 0 0 240 0.250 -0.04 21.63 0 0 0| 0 98 0 0 260 1.250 -0.12 22.28 0 0 0| 0 10 0 0 270 3.000 -0.24 21.47 0 0 0| 0 124 0 0 280 6.250 -0.41 20.78 0 0 0| 0 63 0 0 290 11.250 -0.61 20.10 0 0 0| 0 47 0 0 300 18.250 -0.79 19.36 0 0 0| 0 15 0 0 310 27.250 -0.89 21.00 0 0 0| 0 3 0 0 320 46.500 -0.98 22.94 0 0 0| 0 0 0 0 340 66.500 -0.98 30.80 0 0 0| 0 0 0 0 360 Total 0 0 0| 0 556 0 0 Indicative a-t-m Vol 19.78 Underlying Price 293.700 Time to expiry: 67 Days Apr 10 0.750 -0.04 28.23 0 0 0| 0 0 0 0 240 1.250 -0.09 22.59 0 0 0| 0 0 0 0 260 4.500 -0.27 20.40 0 0 0| 0 0 0 0 280 8.250 -0.42 20.13 0 0 0| 0 15 0 0 290 13.000 -0.58 19.27 0 0 0| 0 0 0 0 300 20.000 -0.72 19.52 0 0 0| 0 0 0 0 310 28.000 -0.84 19.14 0 0 0| 0 0 0 0 320 46.500 -0.98 18.16 0 0 0| 0 0 0 0 340 Total 0 0 0| 0 15 0 0 Indicative a-t-m Vol 19.79 Underlying Price 293.700 Time to expiry: 130 Days Jun 10 0.750 -0.04 26.48 0 0 0| 0 105 0 0 220 1.750 -0.09 23.40 0 0 0| 0 96 0 0 240 4.500 -0.20 21.71 0 0 0| 0 265 0 0 260 10.250 -0.39 20.36 0 0 0| 0 141 0 0 280 20.750 -0.62 19.55 0 0 0| 0 70 0 0 300 35.500 -0.82 18.48 0 0 0| 0 50 0 0 320 72.500 -0.99 15.42 0 0 0| 0 0 0 0 360 Equity Options 22:16 Business Day Mon 8 Feb 2010 Previous Business Day Fri 5 Feb 2010 Page 66 Puts | Block | Opening Settle Delta Vola- Daily Trade Bclear Total | Official **Open Change Exer- Exer Trans Price tility High Low Volume Volume*** Volume | Volume Int cises Price | Total 0 0 0| 0 727 0 0 Indicative a-t-m Vol 20.67 Underlying Price 293.700 Time to expiry: 221 Days Sep 10 4.000 -0.14 23.43 0 0 0| 0 190 0 0 240 8.000 -0.25 22.07 0 0 0| 0 15 0 0 260 15.000 -0.40 21.25 0 0 0| 0 6 0 0 280 25.250 -0.57 20.42 0 0 0| 0 21 0 0 300 38.750 -0.73 19.79 0 0 0| 0 0 0 0 320 73.500 -0.94 18.85 0 0 0| 0 0 0 0 360 Total 0 0 0| 0 232 0 0 Total Puts 0 0 15| 0 1,770 0 0 Grand Total 0 1,720,000 1,720,01| 15 6,741 +15 0 Equity Options 22:16 Business Day Mon 8 Feb 2010 Previous Business Day Fri 5 Feb 2010 Page 67 Calls | Block | Opening Settle Delta Vola- Daily Trade Bclear Total | Official **Open Change Exer- Exer Trans Price tility High Low Volume Volume*** Volume | Volume Int cises Price | National Grid plc - STND OPT (NGG) Indicative a-t-m Vol 18.65 Underlying Price 629.000 Time to expiry: 39 Days Mar 10 190.000 0.99 51.18 0 0 0| 0 0 0 0 440 150.000 0.98 39.89 0 0 0| 0 0 0 0 480 110.000 0.97 31.27 0 0 0| 0 0 0 0 520 71.000 0.93 24.03 0 0 0| 0 0 0 0 560 35.500 0.77 20.37 0 0 0| 0 412 0 0 600 21.000 0.61 19.04 0 0 0| 0 27 0 0 620 10.500 0.40 18.17 0 0 0| 17 209 +17 0 640 4.500 0.22 17.88 0 0 0| 0 206 0 0 660 2.000 0.10 17.89 0 0 0| 0 371 0 0 680 1.000 0.05 19.16 0 0 0| 0 370 0 0 700 0.500 0.02 20.39 0 0 0| 0 446 0 0 720 CAB 0.01 24.16 0 0 0| 0 0 0 0 760 CAB 0.01 29.59 0 0 0| 0 0 0 0 800 Total 0 0 0| 17 2,041 +17 0 Indicative a-t-m Vol 20.66 Underlying Price 629.000 Time to expiry: 130 Days Jun 10 151.000 0.97 28.61 0 0 0| 0 10 0 0 480 112.500 0.93 25.21 0 0 0| 0 0 0 0 520 77.000 0.85 23.08 0 0 0| 0 4 0 0 560 46.000 0.69 21.45 0 0 0| 0 24 0 0 600 33.500 0.58 20.94 0 0 0| 0 0 0 0 620 21.500 23.000 0.47 20.33 22.000 21.000 0 0 164| 0 50 0 0 640 9.500 0.25 19.50 0 0 0| 0 256 0 0 680 3.000 0.10 18.42 0 0 0| 0 13 0 0 720 1.000 0.03 23.10 0 0 0| 0 0 0 0 800 Total 0 0 164| 0 357 0 0 Indicative a-t-m Vol 21.23 Underlying Price 629.000 Time to expiry: 221 Days Sep 10 80.000 0.81 23.58 0 0 0| 0 12 0 0 560 51.000 0.65 22.26 0 0 0| 0 0 0 0 600 28.500 0.47 20.83 0 0 0| 0 230 0 0 640 14.500 15.500 0.29 20.49 14.500 14.500 0 0 1| 3 52 0 0 680 7.500 0.17 20.28 0 0 0| 0 20 0 0 720 2.500 0.06 21.60 0 0 0| 0 0 0 0 800 Total 0 0 1| 3 314 0 0 Total Calls 0 0 165| 20 2,712 +17 0 | Equity Options 22:16 Business Day Mon 8 Feb 2010 Previous Business Day Fri 5 Feb 2010 Page 68 Puts | Block | Opening Settle Delta Vola- Daily Trade Bclear Total | Official **Open Change Exer- Exer Trans Price tility High Low Volume Volume*** Volume | Volume Int cises Price | National Grid plc - STND OPT (NGG) Indicative a-t-m Vol 18.80 Underlying Price 629.000 Time to expiry: 39 Days Mar 10 0.500 -0.01 51.53 0 0 0| 0 7 0 0 440 1.000 -0.02 42.45 0 0 0| 3 35 -3 0 480 1.000 -0.03 32.06 0 0 0| 0 304 0 0 520 2.000 -0.07 25.23 0 0 0| 0 524 0 0 560 5.500 -0.23 20.09 0 0 0| 5 171 0 0 600 11.500 -0.39 18.83 0 0 0| 0 63 0 0 620 21.500 -0.59 18.77 0 0 0| 0 378 0 0 640 34.500 -0.80 16.77 0 0 0| 0 22 0 0 660 52.000 -0.92 16.99 0 0 0| 0 35 0 0 680 71.500 -0.97 17.89 0 0 0| 0 1 0 0 700 91.000 -0.99 19.25 0 0 0| 0 0 0 0 720 131.000 -1.00 23.77 0 0 0| 0 0 0 0 760 171.500 -0.97 37.92 0 0 0| 0 0 0 0 800 Total 0 0 0| 8 1,540 -3 0 Indicative a-t-m Vol 20.08 Underlying Price 629.000 Time to expiry: 130 Days Jun 10 2.000 -0.05 24.49 0 0 0| 0 18 0 0 480 6.000 -0.13 24.41 0 0 0| 0 20 0 0 520 13.500 14.000 -0.26 22.64 13.500 13.500 0 0 2| 5 49 0 0 560 27.000 27.500 -0.45 20.84 27.000 27.000 0 0 162| 6 66 +6 0 600 37.500 -0.55 20.47 0 0 0| 10 78 0 0 620 49.500 -0.66 19.60 0 0 0| 0 71 0 0 640 80.000 -0.83 19.12 0 0 0| 0 1 0 0 680 117.000 -0.91 20.44 0 0 0| 0 26 0 0 720 195.500 -0.95 26.37 0 0 0| 0 0 0 0 800 Total 0 0 164| 21 329 +6 0 Indicative a-t-m Vol 21.28 Underlying Price 629.000 Time to expiry: 221 Days Sep 10 23.000 -0.30 23.54 0 0 0| 0 11 0 0 560 38.500 -0.44 22.19 0 0 0| 0 1,219 0 0 600 59.500 -0.60 20.94 0 0 0| 0 220 0 0 640 87.000 -0.75 20.06 0 0 0| 0 25 0 0 680 121.500 -0.84 21.11 0 0 0| 0 0 0 0 720 196.000 -0.94 22.28 0 0 0| 0 0 0 0 800 Total 0 0 0| 0 1,475 0 0 Total Puts 0 0 164| 29 3,344 +3 0 Grand Total 0 1,120,000 1,120,32| 49 6,056 +20 0 Equity Options 22:16 Business Day Mon 8 Feb 2010 Previous Business Day Fri 5 Feb 2010 Page 69 Calls | Block | Opening Settle Delta Vola- Daily Trade Bclear Total | Official **Open Change Exer- Exer Trans Price tility High Low Volume Volume*** Volume | Volume Int cises Price | Next Plc - STND OPT (NXT) Indicative a-t-m Vol 26.53 Underlying Price 1882.000 Time to expiry: 39 Days Mar 10 683.000 1.00 33.46 0 0 0| 0 0 0 0 1200 583.000 1.00 33.83 0 0 0| 0 0 0 0 1300 483.500 1.00 33.21 0 0 0| 0 0 0 0 1400 384.000 0.99 31.48 0 0 0| 0 8 0 0 1500 287.000 0.95 30.64 0 0 0| 0 0 0 0 1600 195.000 0.87 28.21 0 0 0| 0 3 0 0 1700 116.000 0.71 27.23 0 0 0| 0 182 0 0 1800 84.000 0.60 26.78 0 0 0| 0 0 0 0 1850 58.000 0.48 26.38 0 0 0| 0 121 0 0 1900 39.000 0.36 26.57 0 0 0| 0 20 0 0 1950 28.500 26.000 0.27 26.98 28.500 25.000 0 0 5| 9 320 0 0 2000 12.000 9.000 0.12 26.49 12.000 12.000 0 0 4| 0 169 0 0 2100 3.500 0.05 27.86 0 0 0| 0 53 0 0 2200 0.500 0.01 31.40 0 0 0| 0 10 0 0 2400 0.500 0.01 37.52 0 0 0| 0 0 0 0 2600 Total 0 0 9| 9 886 0 0 Indicative a-t-m Vol 29.54 Underlying Price 1882.000 Time to expiry: 130 Days Jun 10 492.000 0.95 34.38 0 0 0| 5 8 +5 0 1400 313.000 0.85 31.71 0 0 0| 0 0 0 0 1600 238.000 0.75 31.59 0 0 0| 0 0 0 0 1700 169.000 0.64 30.03 0 0 0| 0 21 0 0 1800 116.000 0.51 29.43 0 0 0| 0 12 0 0 1900 76.500 0.39 29.08 0 0 0| 0 218 0 0 2000 28.500 0.19 28.39 0 0 0| 0 71 0 0 2200 9.500 0.07 28.08 0 0 0| 0 10 0 0 2400 3.500 0.03 33.90 0 0 0| 0 0 0 0 2800 Total 0 0 0| 5 340 +5 0 Indicative a-t-m Vol 29.87 Underlying Price 1882.000 Time to expiry: 221 Days Sep 10 339.500 0.79 33.48 0 0 0| 0 0 0 0 1600 203.000 0.61 30.55 0 0 0| 0 0 0 0 1800 153.500 151.000 0.51 29.72 153.500 153.500 0 0 3| 0 4 0 0 1900 109.500 0.42 29.03 0 0 0| 0 9 0 0 2000 54.000 0.25 28.23 0 0 0| 0 15 0 0 2200 26.500 0.14 28.27 0 0 0| 0 1 0 0 2400 7.000 0.04 29.12 0 0 0| 0 27 0 0 2800 Total 0 0 3| 0 56 0 0 Total Calls 0 0 12| 14 1,282 +5 0 | Equity Options 22:16 Business Day Mon 8 Feb 2010 Previous Business Day Fri 5 Feb 2010 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 | Next Plc - STND OPT (NXT) Indicative a-t-m Vol 26.35 Underlying Price 1882.000 Time to expiry: 39 Days Mar 10 1.000 -0.01 58.89 0 0 0| 0 22 0 0 1200 1.500 -0.01 52.64 0 0 0| 0 20 0 0 1300 2.000 -0.02 45.31 0 0 0| 0 13 0 0 1400 3.000 -0.03 37.70 0 0 0| 0 2 0 0 1500 5.000 -0.06 32.15 0 0 0| 0 3 0 0 1600 13.500 -0.14 29.56 0 0 0| 0 27 0 0 1700 32.500 -0.29 27.11 0 0 0| 0 204 0 0 1800 49.500 -0.40 26.32 0 0 0| 0 0 0 0 1850 75.500 74.500 -0.52 26.36 75.500 75.500 0 0 2| 0 90 0 0 1900 106.000 -0.64 26.75 0 0 0| 2 2 -2 0 1950 142.500 -0.74 26.93 0 0 0| 10 457 +8 0 2000 227.000 -0.88 27.72 0 0 0| 0 50 0 0 2100 321.000 -0.95 28.96 0 0 0| 0 0 0 0 2200 518.500 -0.99 33.06 0 0 0| 0 0 0 0 2400 718.000 -1.00 34.93 0 0 0| 8 0 -8 0 2600 Total 0 0 2| 20 890 -2 0 Indicative a-t-m Vol 28.59 Underlying Price 1882.000 Time to expiry: 130 Days Jun 10 14.500 -0.08 34.99 0 0 0| 0 60 0 0 1400 42.500 -0.20 31.74 0 0 0| 0 28 0 0 1600 71.500 -0.30 31.26 0 0 0| 1 14 0 0 1700 105.000 -0.41 29.17 0 0 0| 0 21 0 0 1800 159.000 155.500 -0.53 28.46 159.000 159.000 0 0 8| 0 65 0 0 1900 222.000 -0.65 28.53 0 0 0| 0 155 0 0 2000 378.000 -0.84 27.60 0 0 0| 0 10 0 0 2200 563.500 -0.92 29.04 0 0 0| 5 11 +5 0 2400 956.000 -0.97 34.59 0 0 0| 0 0 0 0 2800 Total 0 0 8| 6 364 +5 0 Indicative a-t-m Vol 29.33 Underlying Price 1882.000 Time to expiry: 221 Days Sep 10 74.000 -0.24 31.99 0 0 0| 0 5 0 0 1600 145.500 -0.41 29.83 0 0 0| 1 4 +1 0 1800 196.500 -0.50 29.22 0 0 0| 0 0 0 0 1900 253.500 -0.60 28.12 0 0 0| 0 8 0 0 2000 402.000 -0.76 27.77 0 0 0| 0 1 0 0 2200 576.500 -0.87 28.09 0 0 0| 0 0 0 0 2400 961.000 -0.94 31.83 0 0 0| 0 0 0 0 2800 Total 0 0 0| 1 18 +1 0 Total Puts 0 0 10| 27 1,272 +4 0 Grand Total 0 1,240,000 1,240,02| 41 2,554 +9 0 Equity Options 22:16 Business Day Mon 8 Feb 2010 Previous Business Day Fri 5 Feb 2010 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 | Northern Rock plc - STND OPT (NKR) Indicative a-t-m Vol 198.38 Underlying Price 20.000 Time to expiry: 196 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 22:16 Business Day Mon 8 Feb 2010 Previous Business Day Fri 5 Feb 2010 Page 72 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: 197 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 22:16 Business Day Mon 8 Feb 2010 Previous Business Day Fri 5 Feb 2010 Page 73 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: 196 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 22:16 Business Day Mon 8 Feb 2010 Previous Business Day Fri 5 Feb 2010 Page 74 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: 197 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 2,320,000 2,320,00| 0 5,669 0 0 Equity Options 22:16 Business Day Mon 8 Feb 2010 Previous Business Day Fri 5 Feb 2010 Page 75 Calls | Block | Opening Settle Delta Vola- Daily Trade Bclear Total | Official **Open Change Exer- Exer Trans Price tility High Low Volume Volume*** Volume | Volume Int cises Price | Old Mutual PLC - STND OPT (OMT) Indicative a-t-m Vol 40.36 Underlying Price 97.350 Time to expiry: 39 Days Mar 10 35.000 33.500 0.98 67.14 35.000 S 31.500 S 0 0 33| 0 40 0 0 64 29.750 0.97 63.63 0 0 0| 0 0 0 0 68 25.750 0.96 55.21 0 0 0| 0 0 0 0 72 22.000 0.93 53.35 0 0 0| 0 25 0 0 76 18.000 0.92 44.71 0 0 0| 0 0 0 0 80 14.500 0.86 43.67 0 0 0| 0 10 0 0 84 11.250 0.78 43.88 0 0 0| 0 0 0 0 88 8.250 0.69 41.74 0 0 0| 0 5 0 0 92 6.000 0.57 41.27 0 0 0| 0 0 0 0 96 4.000 0.45 39.46 0 0 0| 0 0 0 0 100 0.500 0.10 27.36 0 0 0| 0 85 0 0 110 CAB 0.00 15.58 0 0 0| 0 85 0 0 120 CAB 0.00 2.00 0 0 0| 0 5 0 0 130 CAB 0.00 2.00 0 0 0| 0 0 0 0 140 CAB 0.00 10.23 0 0 0| 0 0 0 0 160 Total 0 0 33| 0 255 0 0 Indicative a-t-m Vol 38.58 Underlying Price 97.350 Time to expiry: 130 Days Jun 10 13.750 0.71 40.84 0 0 0| 0 0 0 0 88 11.000 0.64 39.57 0 0 0| 0 0 0 0 92 8.750 0.56 38.79 0 0 0| 0 0 0 0 96 7.000 0.49 38.37 0 0 0| 0 0 0 0 100 3.500 3.750 0.31 37.41 3.500 S 3.500 S 0 0 20| 0 75 0 0 110 1.750 0.18 36.96 0 0 0| 0 55 0 0 120 0.750 0.09 36.20 0 0 0| 0 160 0 0 130 0.250 0.04 34.95 0 0 0| 0 34 0 0 140 Total 0 0 20| 0 324 0 0 Indicative a-t-m Vol 38.49 Underlying Price 97.350 Time to expiry: 221 Days Sep 10 14.500 15.750 0.68 41.16 14.500 14.500 0 0 25| 0 0 0 0 88 11.250 0.56 38.89 0 0 0| 0 0 0 0 96 9.250 0.50 38.09 0 0 0| 0 0 0 0 100 6.000 0.37 37.21 0 0 0| 0 58 0 0 110 3.500 0.25 36.80 0 0 0| 0 0 0 0 120 1.750 0.13 39.29 0 0 0| 129 279 +129 0 140 Total 0 0 25| 129 337 +129 0 Total Calls 0 0 78| 129 916 +129 0 | Equity Options 22:16 Business Day Mon 8 Feb 2010 Previous Business Day Fri 5 Feb 2010 Page 76 Puts | Block | Opening Settle Delta Vola- Daily Trade Bclear Total | Official **Open Change Exer- Exer Trans Price tility High Low Volume Volume*** Volume | Volume Int cises Price | Old Mutual PLC - STND OPT (OMT) Indicative a-t-m Vol 38.73 Underlying Price 97.350 Time to expiry: 39 Days Mar 10 CAB 0.00 50.00 0 0 0| 0 8 0 0 64 CAB -0.01 49.51 0 0 0| 0 55 0 0 68 0.250 -0.02 48.39 0 0 0| 0 40 0 0 72 0.250 -0.05 46.90 0 0 0| 0 0 0 0 76 0.500 -0.08 44.94 0 0 0| 0 45 0 0 80 1.000 -0.14 44.12 0 0 0| 4 36 -4 0 84 1.750 -0.21 41.58 0 0 0| 0 0 0 0 88 2.750 -0.31 40.99 0 0 0| 0 0 0 0 92 4.500 4.500 -0.43 39.62 4.500 4.500 0 0 100| 0 5 0 0 96 6.000 6.250 -0.56 37.84 6.000 6.000 0 0 50| 0 250 0 0 100 13.750 -0.82 38.35 0 0 0| 0 100 0 0 110 23.000 -0.94 38.68 0 0 0| 0 105 0 0 120 32.750 -0.98 40.93 0 0 0| 0 0 0 0 130 40.000 42.750 -0.99 49.50 43.500 S 40.000 S 0 0 33| 0 35 0 0 140 62.750 -0.99 64.90 0 0 0| 0 0 0 0 160 Total 0 0 183| 4 679 -4 0 Indicative a-t-m Vol 39.03 Underlying Price 97.350 Time to expiry: 130 Days Jun 10 5.750 -0.33 40.36 0 0 0| 0 0 0 0 88 7.250 -0.40 39.54 0 0 0| 0 24 0 0 92 9.250 -0.47 38.69 0 0 0| 0 30 0 0 96 13.250 11.750 -0.54 39.37 13.250 13.250 0 0 50| 0 52 0 0 100 20.250 18.500 -0.70 38.16 20.250 S 20.250 S 0 0 20| 0 25 0 0 110 27.000 -0.81 39.08 0 0 0| 0 40 0 0 120 36.000 -0.89 39.59 0 0 0| 0 0 0 0 130 45.500 -0.93 40.71 0 0 0| 0 0 0 0 140 Total 0 0 70| 0 171 0 0 Indicative a-t-m Vol 39.18 Underlying Price 97.350 Time to expiry: 221 Days Sep 10 8.250 -0.34 40.35 0 0 0| 0 0 0 0 88 12.000 -0.45 39.43 0 0 0| 10 10 0 0 96 14.250 -0.50 38.93 0 0 0| 0 28 0 0 100 21.000 -0.63 38.52 0 0 0| 0 30 0 0 110 28.250 28.750 -0.74 38.35 28.250 28.250 0 0 100| 0 0 0 0 120 46.250 -0.89 37.36 0 0 0| 0 0 0 0 140 Total 0 0 100| 10 68 0 0 Total Puts 0 0 353| 14 918 -4 0 Grand Total 0 1,160,000 1,160,43| 143 1,834 +125 0 Equity Options 22:16 Business Day Mon 8 Feb 2010 Previous Business Day Fri 5 Feb 2010 Page 77 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 45.59 Underlying Price 271.900 Time to expiry: 39 Days Mar 10 112.250 0.99 68.13 0 0 0| 0 0 0 0 160 72.250 0.99 37.84 0 0 0| 0 0 0 0 200 53.500 0.93 45.65 0 0 0| 0 0 0 0 220 36.250 0.82 45.14 0 0 0| 0 10 0 0 240 22.750 0.65 45.28 0 0 0| 0 50 0 0 260 13.000 0.46 45.80 0 0 0| 0 9 0 0 280 6.250 0.28 43.98 0 0 0| 0 0 0 0 300 2.250 0.13 40.48 0 0 0| 0 8 0 0 320 0.500 0.03 42.67 0 0 0| 0 0 0 0 360 CAB 0.01 47.04 0 0 0| 0 0 0 0 400 Total 0 0 0| 0 77 0 0 Indicative a-t-m Vol 44.75 Underlying Price 271.900 Time to expiry: 130 Days Jun 10 113.000 0.98 46.82 0 0 0| 0 0 0 0 160 76.500 0.90 45.47 0 0 0| 0 0 0 0 200 60.500 0.82 45.48 0 0 0| 0 0 0 0 220 47.250 0.73 46.25 0 0 0| 0 0 0 0 240 25.750 0.51 44.38 0 0 0| 25 64 0 0 280 13.250 0.32 44.62 0 0 0| 0 110 0 0 320 3.000 0.10 44.79 0 0 0| 0 0 0 0 400 Total 0 0 0| 25 174 0 0 Indicative a-t-m Vol 45.78 Underlying Price 271.900 Time to expiry: 221 Days Sep 10 81.750 0.85 46.12 0 0 0| 0 0 0 0 200 67.250 0.78 45.71 0 0 0| 0 0 0 0 220 55.500 0.71 46.31 0 0 0| 0 0 0 0 240 35.750 0.54 45.65 0 0 0| 0 0 0 0 280 22.750 0.40 46.06 0 0 0| 0 0 0 0 320 8.750 0.19 46.35 0 0 0| 0 0 0 0 400 Total 0 0 0| 0 0 0 0 Total Calls 0 0 0| 25 251 0 0 | Equity Options 22:16 Business Day Mon 8 Feb 2010 Previous Business Day Fri 5 Feb 2010 Page 78 Puts | Block | Opening Settle Delta Vola- Daily Trade Bclear Total | Official **Open Change Exer- Exer Trans Price tility High Low Volume Volume*** Volume | Volume Int cises Price | Party Gaming plc - STND OPT (PTG) Indicative a-t-m Vol 45.42 Underlying Price 271.900 Time to expiry: 39 Days Mar 10 CAB 0.00 54.65 0 0 0| 0 0 0 0 160 0.500 -0.02 48.72 0 0 0| 0 50 0 0 200 1.500 -0.07 47.12 0 0 0| 0 4 0 0 220 4.250 -0.18 45.31 0 0 0| 0 0 0 0 240 10.500 -0.35 45.11 0 0 0| 0 0 0 0 260 20.750 -0.55 45.62 0 0 0| 0 0 0 0 280 34.250 -0.72 44.64 0 0 0| 0 0 0 0 300 51.000 -0.85 44.83 0 0 0| 0 0 0 0 320 88.750 -0.96 47.37 0 0 0| 0 0 0 0 360 128.250 -0.99 48.03 0 0 0| 0 0 0 0 400 Total 0 0 0| 0 54 0 0 Indicative a-t-m Vol 45.71 Underlying Price 271.900 Time to expiry: 130 Days Jun 10 0.500 -0.02 46.27 0 0 0| 0 0 0 0 160 4.000 -0.10 45.63 0 0 0| 0 50 0 0 200 8.000 -0.18 45.26 0 0 0| 0 0 0 0 220 14.500 -0.27 45.41 0 0 0| 0 1 0 0 240 34.000 -0.48 45.79 0 0 0| 0 0 0 0 280 61.250 -0.68 45.64 0 0 0| 0 0 0 0 320 130.500 -0.90 45.25 0 0 0| 0 0 0 0 400 Total 0 0 0| 0 51 0 0 Indicative a-t-m Vol 45.77 Underlying Price 271.900 Time to expiry: 221 Days Sep 10 8.750 -0.15 45.80 0 0 0| 0 0 0 0 200 14.250 -0.22 45.63 0 0 0| 0 3 0 0 220 22.000 -0.29 45.77 0 0 0| 0 5 0 0 240 42.750 -0.46 45.77 0 0 0| 0 0 0 0 280 69.500 -0.61 45.97 0 0 0| 0 0 0 0 320 135.500 -0.82 46.02 0 0 0| 0 0 0 0 400 Total 0 0 0| 0 8 0 0 Total Puts 0 0 0| 0 113 0 0 Grand Total 0 920,000 920,000| 25 364 0 0 Equity Options 22:16 Business Day Mon 8 Feb 2010 Previous Business Day Fri 5 Feb 2010 Page 79 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 22.27 Underlying Price 863.500 Time to expiry: 39 Days Mar 10 384.000 1.00 13.24 0 0 0| 0 5 0 0 480 344.000 1.00 26.18 0 0 0| 0 0 0 0 520 304.000 1.00 32.55 0 0 0| 0 0 0 0 560 264.000 1.00 34.64 0 0 0| 0 0 0 0 600 224.000 1.00 34.07 0 0 0| 0 1 0 0 640 184.500 0.99 32.08 0 0 0| 0 0 0 0 680 144.500 0.99 23.18 0 0 0| 0 46 0 0 720 106.500 0.93 26.74 0 0 0| 0 11 0 0 760 69.500 0.85 23.18 0 0 0| 0 9 0 0 800 39.500 0.66 22.56 0 0 0| 0 57 0 0 840 26.000 27.500 0.54 22.28 26.000 26.000 0 0 2| 0 5 0 0 860 18.500 0.42 22.22 0 0 0| 0 35 0 0 880 10.000 11.500 0.30 21.75 12.000 10.000 0 0 64| 50 136 +21 0 900 6.500 0.20 21.56 0 0 0| 0 14 0 0 920 3.000 0.09 23.35 0 0 0| 0 7 0 0 960 1.500 0.05 25.94 0 0 0| 0 0 0 0 1000 Total 0 0 66| 50 326 +21 0 Indicative a-t-m Vol 22.43 Underlying Price 863.500 Time to expiry: 130 Days Jun 10 224.500 0.99 29.65 0 0 0| 0 0 0 0 640 147.000 0.94 26.67 0 0 0| 0 0 0 0 720 110.000 0.88 24.29 0 0 0| 0 5 0 0 760 79.000 0.75 24.22 0 0 0| 0 1 0 0 800 51.500 0.60 23.09 0 0 0| 0 38 0 0 840 30.500 0.44 22.00 0 0 0| 0 33 0 0 880 18.000 0.29 21.92 0 0 0| 0 8 0 0 920 9.500 0.17 21.29 0 0 0| 0 15 0 0 960 4.000 0.09 20.18 0 0 0| 0 0 0 0 1000 Total 0 0 0| 0 100 0 0 Indicative a-t-m Vol 23.06 Underlying Price 863.500 Time to expiry: 221 Days Sep 10 151.000 0.89 27.37 0 0 0| 0 0 0 0 720 86.000 0.70 24.29 0 0 0| 0 0 0 0 800 62.000 0.57 23.58 0 0 0| 0 0 0 0 840 42.500 0.45 22.72 0 0 0| 0 0 0 0 880 28.500 0.34 22.50 0 0 0| 0 0 0 0 920 18.500 0.24 22.07 0 0 0| 0 3 0 0 960 11.500 0.17 21.79 0 0 0| 0 0 0 0 1000 Total 0 0 0| 0 3 0 0 Total Calls 0 0 66| 50 429 +21 0 | Equity Options 22:16 Business Day Mon 8 Feb 2010 Previous Business Day Fri 5 Feb 2010 Page 80 Puts | Block | Opening Settle Delta Vola- Daily Trade Bclear Total | Official **Open Change Exer- Exer Trans Price tility High Low Volume Volume*** Volume | Volume Int cises Price | Pearson plc - STND OPT (PSO) Indicative a-t-m Vol 22.55 Underlying Price 863.500 Time to expiry: 39 Days Mar 10 CAB 0.00 62.08 0 0 0| 0 103 0 0 480 CAB 0.00 59.45 0 0 0| 0 0 0 0 520 0.500 -0.01 54.19 0 0 0| 0 0 0 0 560 0.500 -0.01 49.06 0 0 0| 0 14 0 0 600 0.500 -0.01 41.39 0 0 0| 0 5 0 0 640 0.500 -0.02 35.48 0 0 0| 0 0 0 0 680 1.000 -0.03 30.97 0 0 0| 0 0 0 0 720 2.500 -0.07 27.40 0 0 0| 0 41 0 0 760 6.500 -0.17 25.05 0 0 0| 0 29 0 0 800 16.000 -0.34 23.34 0 0 0| 0 10 0 0 840 23.500 -0.46 22.53 0 0 0| 0 7 0 0 860 35.000 -0.58 22.66 0 0 0| 0 8 0 0 880 47.000 -0.70 21.75 0 0 0| 0 0 0 0 900 63.000 -0.80 21.85 0 0 0| 0 1 0 0 920 98.000 -0.93 21.56 0 0 0| 0 6 0 0 960 136.500 -0.98 21.68 0 0 0| 0 0 0 0 1000 Total 0 0 0| 0 224 0 0 Indicative a-t-m Vol 22.55 Underlying Price 863.500 Time to expiry: 130 Days Jun 10 3.500 -0.05 29.94 0 0 0| 0 7 0 0 640 10.500 -0.14 26.80 0 0 0| 0 0 0 0 720 18.000 -0.22 25.44 0 0 0| 0 8 0 0 760 33.000 29.000 -0.33 24.03 33.000 26.500 0 0 71| 15 121 +15 0 800 45.000 -0.46 23.07 0 0 0| 0 11 0 0 840 66.500 -0.60 22.20 0 0 0| 0 0 0 0 880 93.000 -0.74 21.03 0 0 0| 0 0 0 0 920 126.000 -0.84 21.10 0 0 0| 0 0 0 0 960 161.000 -0.92 19.98 0 0 0| 0 0 0 0 1000 Total 0 0 71| 15 147 +15 0 Indicative a-t-m Vol 23.40 Underlying Price 863.500 Time to expiry: 221 Days Sep 10 22.000 -0.21 26.12 0 0 0| 0 0 0 0 720 48.000 -0.38 24.81 0 0 0| 1 4 -1 0 800 65.000 -0.48 23.58 0 0 0| 0 0 0 0 840 88.500 -0.59 23.28 0 0 0| 0 0 0 0 880 115.000 -0.69 22.69 0 0 0| 0 0 0 0 920 144.500 -0.78 21.90 0 0 0| 0 0 0 0 960 178.000 -0.85 21.42 0 0 0| 0 0 0 0 1000 Total 0 0 0| 1 4 -1 0 Total Puts 0 0 71| 16 375 +14 0 Grand Total 0 1,280,000 1,280,13| 66 804 +35 0 Equity Options 22:16 Business Day Mon 8 Feb 2010 Previous Business Day Fri 5 Feb 2010 Page 81 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 37.98 Underlying Price 409.200 Time to expiry: 39 Days Mar 10 129.500 1.00 40.34 0 0 0| 0 0 0 0 280 90.000 0.98 38.30 0 0 0| 0 0 0 0 320 71.000 0.94 38.21 0 0 0| 0 0 0 0 340 53.250 0.86 37.86 0 0 0| 0 0 0 0 360 38.000 0.75 37.97 0 0 0| 0 0 0 0 380 25.500 0.60 38.05 0 0 0| 0 74 0 0 400 20.250 0.52 37.98 0 0 0| 0 0 0 0 410 15.750 0.44 37.69 0 0 0| 0 0 0 0 420 11.750 0.37 37.03 0 0 0| 0 0 0 0 430 8.750 0.30 36.46 0 0 0| 0 3 0 0 440 6.000 0.23 35.56 0 0 0| 0 0 0 0 450 4.000 0.17 34.95 0 0 0| 0 0 0 0 460 3.000 0.13 35.21 0 0 0| 0 0 0 0 470 2.000 1.750 0.09 33.76 2.000 2.000 0 0 8| 0 8 0 0 480 1.000 0.05 32.80 0 0 0| 0 0 0 0 490 0.500 0.03 31.74 0 0 0| 0 17 0 0 500 CAB 0.01 29.27 0 0 0| 0 306 0 0 520 CAB 0.00 23.04 0 0 0| 0 0 0 0 560 CAB 0.00 3.14 0 0 0| 0 24 0 0 640 Total 0 0 8| 0 432 0 0 Indicative a-t-m Vol 35.78 Underlying Price 409.200 Time to expiry: 130 Days Jun 10 95.000 0.89 36.64 0 0 0| 0 0 0 0 320 63.750 0.76 36.04 0 0 0| 0 0 0 0 360 51.000 0.68 35.94 0 0 0| 0 0 0 0 380 40.000 0.59 36.02 0 0 0| 0 0 0 0 400 30.500 0.50 35.53 0 0 0| 0 0 0 0 420 22.500 0.41 34.93 0 0 0| 0 0 0 0 440 16.000 0.32 34.28 0 0 0| 0 0 0 0 460 11.000 0.25 33.54 0 0 0| 0 0 0 0 480 5.000 0.13 33.07 0 0 0| 0 23 0 0 520 2.000 0.06 32.38 0 0 0| 0 6 0 0 560 0.250 0.01 31.72 0 0 0| 0 0 0 0 640 Total 0 0 0| 0 29 0 0 Indicative a-t-m Vol 35.22 Underlying Price 409.200 Time to expiry: 221 Days Sep 10 72.500 0.73 35.64 0 0 0| 0 0 0 0 360 50.000 0.59 35.40 0 0 0| 0 0 0 0 400 40.750 0.52 35.05 0 0 0| 0 0 0 0 420 32.750 0.45 34.68 0 0 0| 0 0 0 0 440 25.750 0.39 34.20 0 0 0| 0 0 0 0 460 19.500 0.32 33.55 0 0 0| 0 0 0 0 480 11.000 0.21 32.39 0 0 0| 0 30 0 0 520 6.500 0.14 32.69 0 0 0| 0 0 0 0 560 Total 0 0 0| 0 30 0 0 Equity Options 22:16 Business Day Mon 8 Feb 2010 Previous Business Day Fri 5 Feb 2010 Page 82 Calls | Block | Opening Settle Delta Vola- Daily Trade Bclear Total | Official **Open Change Exer- Exer Trans Price tility High Low Volume Volume*** Volume | Volume Int cises Price | Total Calls 0 0 8| 0 491 0 0 | Equity Options 22:16 Business Day Mon 8 Feb 2010 Previous Business Day Fri 5 Feb 2010 Page 83 Puts | Block | Opening Settle Delta Vola- Daily Trade Bclear Total | Official **Open Change Exer- Exer Trans Price tility High Low Volume Volume*** Volume | Volume Int cises Price | Persimmon PLC - STND OPT (PER) Indicative a-t-m Vol 37.96 Underlying Price 409.200 Time to expiry: 39 Days Mar 10 CAB 0.00 30.60 0 0 0| 0 1 0 0 280 0.250 -0.02 36.10 0 0 0| 0 3 0 0 320 1.250 -0.06 37.36 0 0 0| 0 24 0 0 340 3.750 -0.14 37.80 0 0 0| 0 25 0 0 360 8.500 -0.25 37.94 0 0 0| 0 53 0 0 380 16.000 -0.40 38.01 0 0 0| 40 47 +40 0 400 20.750 -0.48 37.96 0 0 0| 0 0 0 0 410 26.250 -0.56 37.67 0 0 0| 0 5 0 0 420 32.250 -0.63 37.00 0 0 0| 0 0 0 0 430 39.250 -0.71 36.42 0 0 0| 40 0 -40 0 440 46.500 -0.77 35.55 0 0 0| 0 0 0 0 450 54.500 -0.83 34.93 0 0 0| 0 2 0 0 460 63.500 -0.87 35.15 0 0 0| 0 0 0 0 470 72.500 -0.91 35.03 0 0 0| 16 16 +16 0 480 82.000 -0.93 35.77 0 0 0| 0 0 0 0 490 91.500 -0.95 35.74 0 0 0| 0 5 0 0 500 110.750 -0.99 32.43 0 0 0| 8 8 +8 0 520 150.750 -1.00 32.07 0 0 0| 8 12 -8 0 560 230.750 -1.00 30.19 0 0 0| 4 0 -4 0 640 Total 0 0 0| 116 201 +12 0 Indicative a-t-m Vol 35.39 Underlying Price 409.200 Time to expiry: 130 Days Jun 10 4.750 -0.10 35.80 0 0 0| 0 0 0 0 320 13.500 -0.24 35.64 0 0 0| 0 10 0 0 360 20.500 -0.32 35.59 0 0 0| 0 0 0 0 380 29.500 -0.41 35.60 0 0 0| 0 2 0 0 400 40.000 -0.50 35.18 0 0 0| 0 0 0 0 420 56.000 52.000 -0.59 34.62 56.000 56.000 0 0 16| 0 21 0 0 440 70.000 65.250 -0.68 33.74 70.000 70.000 0 0 18| 0 23 0 0 460 80.500 -0.76 33.09 0 0 0| 0 0 0 0 480 114.750 -0.88 32.38 0 0 0| 0 0 0 0 520 152.250 -0.94 33.00 0 0 0| 0 0 0 0 560 231.000 -0.99 34.68 0 0 0| 0 0 0 0 640 Total 0 0 34| 0 56 0 0 Indicative a-t-m Vol 34.91 Underlying Price 409.200 Time to expiry: 221 Days Sep 10 21.500 -0.27 35.25 0 0 0| 0 0 0 0 360 38.750 -0.41 35.07 0 0 0| 0 54 0 0 400 52.500 49.500 -0.48 34.75 52.500 52.500 0 0 30| 0 30 0 0 420 61.250 -0.55 34.39 0 0 0| 0 0 0 0 440 74.250 -0.62 33.83 0 0 0| 0 0 0 0 460 88.250 -0.69 33.10 0 0 0| 0 0 0 0 480 119.500 -0.80 31.92 0 0 0| 0 0 0 0 520 155.250 -0.88 31.85 0 0 0| 0 0 0 0 560 Total 0 0 30| 0 84 0 0 Total Puts 0 0 64| 116 341 +12 0 Equity Options 22:16 Business Day Mon 8 Feb 2010 Previous Business Day Fri 5 Feb 2010 Page 84 Puts | Block | Opening Settle Delta Vola- Daily Trade Bclear Total | Official **Open Change Exer- Exer Trans Price tility High Low Volume Volume*** Volume | Volume Int cises Price | Grand Total 0 1,520,000 1,520,07| 116 832 +12 0 Equity Options 22:16 Business Day Mon 8 Feb 2010 Previous Business Day Fri 5 Feb 2010 Page 85 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 36.36 Underlying Price 560.500 Time to expiry: 11 Days Feb 10 81.500 0.96 51.37 0 0 0| 0 0 0 0 480 44.250 0.84 42.68 0 0 0| 0 20 0 0 520 13.500 15.000 0.52 36.43 13.750 13.500 0 0 90| 0 2 0 0 560 6.750 0.31 35.04 0 0 0| 0 3 0 0 580 2.500 0.14 34.00 0 0 0| 70 141 +60 0 600 0.750 0.05 33.65 0 0 0| 0 93 0 0 620 0.250 0.01 32.61 0 0 0| 0 627 0 0 640 CAB 0.00 30.88 0 0 0| 0 535 0 0 660 CAB 0.00 30.88 0 0 0| 0 148 0 0 680 CAB 0.00 29.14 0 0 0| 0 18 0 0 720 CAB 0.00 28.10 0 0 0| 0 0 0 0 760 Total 0 0 90| 70 1,587 +60 0 Indicative a-t-m Vol 38.66 Underlying Price 560.500 Time to expiry: 39 Days Mar 10 320.000 0.99 109.82 0 0 0| 0 24 0 0 240 280.750 1.00 22.52 0 0 0| 0 0 0 0 280 260.750 1.00 35.61 0 0 0| 0 11 0 0 300 240.750 1.00 44.06 0 0 0| 0 6 0 0 320 220.750 1.00 49.10 0 0 0| 0 0 0 0 340 201.000 1.00 50.28 0 0 0| 0 0 0 0 360 181.250 0.99 52.18 0 0 0| 0 0 0 0 380 162.000 0.97 56.09 0 0 0| 0 3 0 0 400 142.000 0.97 49.80 0 0 0| 0 9 0 0 420 139.250 122.750 0.95 47.23 139.250 S 139.250 S 0 0 6| 6 56 0 0 440 104.250 0.92 45.44 0 0 0| 0 0 0 0 460 86.000 0.88 42.81 0 0 0| 0 17 0 0 480 48.750 54.250 0.73 40.99 48.750 48.750 0 0 1| 0 50 0 0 520 29.000 0.53 38.72 0 0 0| 0 118 0 0 560 25.750 19.750 0.42 37.40 25.750 25.750 0 0 25| 0 8 0 0 580 17.250 12.750 0.31 36.71 19.000 15.750 0 0 36| 3 96 0 0 600 11.250 8.000 0.22 36.11 11.250 11.250 0 0 50| 10 42 +10 0 620 5.250 0.15 36.75 0 0 0| 6 205 +6 0 640 3.250 0.10 36.79 0 0 0| 0 66 0 0 660 2.250 0.08 38.74 0 0 0| 0 120 0 0 680 1.250 0.04 42.70 0 0 0| 0 79 0 0 720 Total 0 0 118| 25 910 +16 0 Indicative a-t-m Vol 36.38 Underlying Price 560.500 Time to expiry: 67 Days Apr 10 88.750 0.85 41.16 0 0 0| 0 0 0 0 480 57.750 0.72 38.70 0 0 0| 0 0 0 0 520 33.000 0.53 36.41 0 0 0| 0 30 0 0 560 24.000 0.44 35.79 0 0 0| 0 10 0 0 580 16.500 0.34 35.06 0 0 0| 0 22 0 0 600 11.250 0.26 34.54 0 0 0| 0 10 0 0 620 7.500 0.19 34.27 0 0 0| 0 19 0 0 640 Equity Options 22:16 Business Day Mon 8 Feb 2010 Previous Business Day Fri 5 Feb 2010 Page 86 Calls | Block | Opening Settle Delta Vola- Daily Trade Bclear Total | Official **Open Change Exer- Exer Trans Price tility High Low Volume Volume*** Volume | Volume Int cises Price | 3.500 0.10 34.78 0 0 0| 0 38 0 0 680 1.750 0.05 36.23 0 0 0| 0 100 0 0 720 Total 0 0 0| 0 229 0 0 Indicative a-t-m Vol 37.30 Underlying Price 560.500 Time to expiry: 130 Days Jun 10 380.750 1.00 50.46 0 0 0| 0 0 0 0 180 360.750 1.00 49.74 0 0 0| 0 0 0 0 200 340.750 1.00 49.12 0 0 0| 0 0 0 0 220 320.750 1.00 49.12 0 0 0| 0 0 0 0 240 281.000 1.00 61.42 0 0 0| 0 0 0 0 280 241.500 0.99 56.88 0 0 0| 0 0 0 0 320 222.000 0.98 55.15 0 0 0| 0 0 0 0 340 202.500 0.97 52.23 0 0 0| 0 0 0 0 360 183.500 0.95 50.66 0 0 0| 0 0 0 0 380 164.500 0.94 48.00 0 0 0| 0 0 0 0 400 145.750 0.92 45.39 0 0 0| 0 8 0 0 420 128.000 0.88 43.57 0 0 0| 0 0 0 0 440 110.750 0.84 42.06 0 0 0| 0 6 0 0 460 95.250 0.79 41.23 0 0 0| 0 332 0 0 480 67.000 0.67 39.01 0 0 0| 0 42 0 0 520 44.500 0.53 37.34 0 0 0| 0 1,223 0 0 560 27.750 0.39 35.89 0 0 0| 0 27 0 0 600 16.250 0.26 34.52 0 0 0| 0 547 0 0 640 9.250 0.17 34.01 0 0 0| 0 59 0 0 680 5.750 0.11 34.53 0 0 0| 0 98 0 0 720 Total 0 0 0| 0 2,342 0 0 Indicative a-t-m Vol 36.99 Underlying Price 560.500 Time to expiry: 221 Days Sep 10 103.500 0.74 40.59 0 0 0| 0 10 0 0 480 77.750 0.64 38.68 0 0 0| 0 15 0 0 520 56.500 0.53 37.03 0 0 0| 0 17 0 0 560 39.500 0.42 35.72 0 0 0| 0 252 0 0 600 26.500 0.32 34.54 0 0 0| 12 25 +12 0 640 17.500 0.24 33.71 0 0 0| 0 59 0 0 680 11.750 0.17 33.51 0 0 0| 0 10 0 0 720 Total 0 0 0| 12 388 +12 0 Indicative a-t-m Vol 36.97 Underlying Price 560.500 Time to expiry: 312 Days Dec 10 380.750 1.00 65.31 0 0 0| 0 0 0 0 180 360.750 1.00 61.76 0 0 0| 0 0 0 0 200 340.750 1.00 59.04 0 0 0| 0 0 0 0 220 321.250 0.99 62.12 0 0 0| 0 0 0 0 240 282.000 0.98 56.58 0 0 0| 0 0 0 0 280 242.500 0.97 48.51 0 0 0| 0 0 0 0 320 204.250 0.95 43.85 0 0 0| 0 0 0 0 360 168.750 0.89 41.73 0 0 0| 0 0 0 0 400 137.750 0.81 40.32 0 0 0| 0 7 0 0 440 109.250 0.72 38.34 0 0 0| 0 0 0 0 480 Equity Options 22:16 Business Day Mon 8 Feb 2010 Previous Business Day Fri 5 Feb 2010 Page 87 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 | 86.250 0.63 37.50 0 0 0| 0 0 0 0 520 67.500 0.54 37.00 0 0 0| 0 1 0 0 560 50.500 0.45 35.71 0 0 0| 0 15 0 0 600 37.250 0.37 34.87 0 0 0| 0 27 0 0 640 26.750 0.29 33.99 0 0 0| 0 0 0 0 680 18.750 0.23 33.22 0 0 0| 0 60 0 0 720 Total 0 0 0| 0 110 0 0 Indicative a-t-m Vol 44.35 Underlying Price 560.500 Time to expiry: 494 Days Jun 11 246.000 0.93 49.82 0 0 0| 0 0 0 0 320 213.500 0.88 48.18 0 0 0| 0 0 0 0 360 185.000 0.81 47.15 0 0 0| 0 0 0 0 400 160.500 0.76 46.67 0 0 0| 0 0 0 0 440 137.500 0.70 45.67 0 0 0| 0 0 0 0 480 100.500 0.58 44.36 0 0 0| 0 0 0 0 560 72.500 0.47 43.68 0 0 0| 0 0 0 0 640 50.500 0.37 42.27 0 0 0| 0 0 0 0 720 Total 0 0 0| 0 0 0 0 Indicative a-t-m Vol 43.45 Underlying Price 560.500 Time to expiry: 676 Days Dec 11 381.000 1.00 55.59 0 0 0| 0 0 0 0 180 361.000 1.00 55.02 0 0 0| 0 0 0 0 200 341.000 1.00 53.88 0 0 0| 0 0 0 0 220 321.500 0.99 53.00 0 0 0| 0 0 0 0 240 284.000 0.96 51.00 0 0 0| 0 0 0 0 280 248.500 0.92 47.45 0 0 0| 0 0 0 0 320 218.750 0.86 46.69 0 0 0| 0 0 0 0 360 193.000 0.80 46.16 0 0 0| 0 0 0 0 400 170.250 0.75 45.56 0 0 0| 0 0 0 0 440 148.750 0.70 44.70 0 0 0| 0 0 0 0 480 113.500 0.60 43.48 0 0 0| 0 425 0 0 560 81.500 0.49 41.03 0 0 0| 0 0 0 0 640 61.250 0.40 40.65 0 0 0| 0 0 0 0 720 Total 0 0 0| 0 425 0 0 Indicative a-t-m Vol 43.45 Underlying Price 560.500 Time to expiry: 1047 Days Dec 12 165.000 0.71 43.45 0 0 0| 0 0 0 0 480 136.000 0.63 43.48 0 0 0| 0 0 0 0 560 105.000 0.54 41.03 0 0 0| 0 0 0 0 640 85.250 0.47 40.65 0 0 0| 0 0 0 0 720 Total 0 0 0| 0 0 0 0 Total Calls 0 0 208| 107 5,991 +88 0 | Equity Options 22:16 Business Day Mon 8 Feb 2010 Previous Business Day Fri 5 Feb 2010 Page 88 Puts | Block | Opening Settle Delta Vola- Daily Trade Bclear Total | Official **Open Change Exer- Exer Trans Price tility High Low Volume Volume*** Volume | Volume Int cises Price | Prudential plc - STND OPT (PRU) Indicative a-t-m Vol 35.35 Underlying Price 560.500 Time to expiry: 11 Days Feb 10 0.750 -0.03 48.52 0 0 0| 0 0 0 0 480 3.000 -0.14 40.37 0 0 0| 0 129 0 0 520 15.000 14.000 -0.48 35.42 15.000 15.000 0 0 30| 45 657 +25 0 560 25.750 -0.70 34.06 0 0 0| 11 1,155 -10 0 580 41.750 -0.86 33.58 0 0 0| 18 1,525 -20 0 600 60.500 -0.93 37.00 0 0 0| 0 36 0 0 620 79.750 -0.98 34.04 0 0 0| 0 0 0 0 640 100.250 -0.96 50.36 0 0 0| 0 0 0 0 660 119.750 -0.99 46.92 0 0 0| 0 0 0 0 680 159.000 -0.99 62.83 0 0 0| 0 0 0 0 720 199.500 -1.00 2.00 0 0 0| 0 0 0 0 760 Total 0 0 30| 74 3,502 -5 0 Indicative a-t-m Vol 38.88 Underlying Price 560.500 Time to expiry: 39 Days Mar 10 CAB 0.00 56.99 0 0 0| 0 0 0 0 240 CAB 0.00 55.03 0 0 0| 0 2 0 0 280 CAB 0.00 53.40 0 0 0| 0 12 0 0 300 CAB 0.00 50.47 0 0 0| 0 33 0 0 320 CAB 0.00 47.54 0 0 0| 0 4 0 0 340 CAB 0.00 45.91 0 0 0| 0 96 0 0 360 CAB 0.00 45.58 0 0 0| 0 52 0 0 380 0.250 -0.01 46.74 0 0 0| 0 22 0 0 400 0.750 -0.02 45.92 0 0 0| 0 41 0 0 420 2.250 -0.05 48.25 0 0 0| 0 155 0 0 440 3.750 -0.09 47.03 0 0 0| 0 32 0 0 460 5.750 -0.13 44.97 0 0 0| 0 28 0 0 480 14.000 -0.27 42.08 0 0 0| 10 162 +10 0 520 21.750 28.250 -0.47 38.96 22.750 21.500 0 0 78| 56 147 -10 0 560 30.750 38.750 -0.58 37.30 30.750 30.250 0 0 40| 0 39 0 0 580 51.500 -0.69 36.23 0 0 0| 6 96 0 0 600 66.750 -0.79 35.75 0 0 0| 0 7 0 0 620 84.250 -0.85 36.81 0 0 0| 0 22 0 0 640 102.500 -0.90 37.22 0 0 0| 0 0 0 0 660 120.500 -0.95 34.69 0 0 0| 0 5 0 0 680 142.750 159.500 -1.00 31.88 142.750 S 142.750 S 0 0 6| 6 45 -6 0 720 Total 0 0 124| 78 1,000 -6 0 Indicative a-t-m Vol 36.37 Underlying Price 560.500 Time to expiry: 67 Days Apr 10 12.000 -0.20 41.19 0 0 0| 0 0 0 0 480 23.000 23.500 -0.35 38.78 23.000 23.000 0 0 1| 0 65 0 0 520 41.250 -0.52 36.44 0 0 0| 10 37 0 0 560 52.250 -0.62 34.93 0 0 0| 0 14 0 0 580 66.000 -0.71 34.24 0 0 0| 0 90 0 0 600 81.750 -0.78 34.00 0 0 0| 0 20 0 0 620 99.000 -0.83 34.64 0 0 0| 0 0 0 0 640 135.250 -0.92 34.67 0 0 0| 0 0 0 0 680 Equity Options 22:16 Business Day Mon 8 Feb 2010 Previous Business Day Fri 5 Feb 2010 Page 89 Puts | Block | Opening Settle Delta Vola- Daily Trade Bclear Total | Official **Open Change Exer- Exer Trans Price tility High Low Volume Volume*** Volume | Volume Int cises Price | 174.000 -0.95 37.12 0 0 0| 0 35 0 0 720 Total 0 0 1| 10 261 0 0 Indicative a-t-m Vol 36.63 Underlying Price 560.500 Time to expiry: 130 Days Jun 10 CAB 0.00 66.51 0 0 0| 0 0 0 0 180 0.250 0.00 66.09 0 0 0| 0 0 0 0 200 0.250 0.00 64.01 0 0 0| 0 10 0 0 220 0.500 -0.01 61.79 0 0 0| 0 0 0 0 240 1.250 -0.02 57.45 0 0 0| 0 20 0 0 280 2.500 -0.03 53.21 0 0 0| 0 0 0 0 320 3.250 -0.04 50.94 0 0 0| 0 15 0 0 340 4.500 -0.06 49.14 0 0 0| 0 0 0 0 360 6.000 -0.08 47.34 0 0 0| 0 46 0 0 380 8.000 -0.10 45.94 0 0 0| 0 33 0 0 400 10.250 -0.13 44.15 0 0 0| 0 17 0 0 420 13.500 -0.16 42.85 0 0 0| 0 56 0 0 440 18.250 -0.21 42.20 0 0 0| 10 92 +10 0 460 22.500 -0.25 40.27 0 0 0| 0 54 0 0 480 36.750 -0.37 39.04 0 0 0| 46 475 +46 0 520 54.500 -0.50 36.66 0 0 0| 72 29 -51 0 560 78.750 -0.63 35.54 0 0 0| 0 54 0 0 600 107.500 -0.74 34.37 0 0 0| 0 24 0 0 640 140.500 -0.84 33.46 0 0 0| 0 15 0 0 680 177.250 -0.90 34.04 0 0 0| 0 13 0 0 720 Total 0 0 0| 128 953 +5 0 Indicative a-t-m Vol 36.88 Underlying Price 560.500 Time to expiry: 221 Days Sep 10 36.250 -0.29 39.82 0 0 0| 0 39 0 0 480 52.000 -0.38 38.07 0 0 0| 19 19 +17 0 520 72.000 -0.49 36.92 0 0 0| 0 20 0 0 560 95.250 -0.59 35.48 0 0 0| 0 250 0 0 600 123.000 -0.68 34.57 0 0 0| 0 2 0 0 640 154.250 -0.77 33.86 0 0 0| 0 15 0 0 680 188.000 -0.83 33.25 0 0 0| 0 0 0 0 720 Total 0 0 0| 19 345 +17 0 Indicative a-t-m Vol 36.96 Underlying Price 560.500 Time to expiry: 312 Days Dec 10 1.750 -0.01 61.18 0 0 0| 0 0 0 0 180 2.000 -0.02 58.02 0 0 0| 0 0 0 0 200 2.750 -0.02 55.93 0 0 0| 0 30 0 0 220 3.750 -0.03 54.47 0 0 0| 0 15 0 0 240 7.000 -0.05 51.94 0 0 0| 0 7 0 0 280 11.250 -0.08 49.15 0 0 0| 0 0 0 0 320 17.250 -0.12 46.83 0 0 0| 0 1,000 0 0 360 24.500 -0.17 44.20 0 0 0| 0 76 0 0 400 34.500 -0.23 42.00 0 0 0| 0 0 0 0 440 47.250 -0.30 39.97 0 0 0| 0 17 0 0 480 63.000 63.750 -0.38 38.58 63.000 63.000 0 0 15| 0 0 0 0 520 83.250 -0.47 37.00 0 0 0| 0 515 0 0 560 Equity Options 22:16 Business Day Mon 8 Feb 2010 Previous Business Day Fri 5 Feb 2010 Page 90 Puts | Block | Opening Settle Delta Vola- Daily Trade Bclear Total | Official **Open Change Exer- Exer Trans Price tility High Low Volume Volume*** Volume | Volume Int cises Price | 105.750 -0.55 35.50 0 0 0| 0 10 0 0 600 130.500 -0.65 33.64 0 0 0| 0 25 0 0 640 160.500 -0.72 32.99 0 0 0| 0 0 0 0 680 192.500 -0.79 32.08 0 0 0| 0 0 0 0 720 Total 0 0 15| 0 1,695 0 0 Indicative a-t-m Vol 45.69 Underlying Price 560.500 Time to expiry: 494 Days Jun 11 21.000 -0.11 47.43 0 0 0| 0 0 0 0 320 30.500 -0.16 45.89 0 0 0| 0 0 0 0 360 42.750 -0.21 45.00 0 0 0| 0 0 0 0 400 59.500 -0.26 45.00 0 0 0| 0 0 0 0 440 78.750 -0.32 45.00 0 0 0| 0 0 0 0 480 126.500 -0.43 45.70 0 0 0| 0 0 0 0 560 178.250 -0.53 44.85 0 0 0| 0 0 0 0 640 233.250 -0.64 42.51 0 0 0| 0 0 0 0 720 Total 0 0 0| 0 0 0 0 Indicative a-t-m Vol 43.27 Underlying Price 560.500 Time to expiry: 676 Days Dec 11 4.750 -0.03 50.60 0 0 0| 0 0 0 0 180 6.500 -0.04 49.35 0 0 0| 0 0 0 0 200 9.250 -0.05 48.93 0 0 0| 0 0 0 0 220 12.000 -0.06 48.28 0 0 0| 0 0 0 0 240 20.250 -0.09 47.95 0 0 0| 0 0 0 0 280 31.000 -0.13 47.62 0 0 0| 0 0 0 0 320 43.750 -0.17 47.05 0 0 0| 0 0 0 0 360 58.500 -0.22 46.40 0 0 0| 0 0 0 0 400 75.750 -0.27 45.70 0 0 0| 0 0 0 0 440 94.000 -0.32 44.72 0 0 0| 0 0 0 0 480 137.250 -0.42 43.29 0 0 0| 0 0 0 0 560 186.250 -0.52 41.70 0 0 0| 0 0 0 0 640 244.000 -0.60 41.11 0 0 0| 0 0 0 0 720 Total 0 0 0| 0 0 0 0 Indicative a-t-m Vol 43.28 Underlying Price 560.500 Time to expiry: 1047 Days Dec 12 114.500 -0.31 43.42 0 0 0| 0 0 0 0 480 161.750 -0.39 43.29 0 0 0| 0 0 0 0 560 212.250 -0.46 42.47 0 0 0| 0 0 0 0 640 270.000 -0.53 42.49 0 0 0| 0 0 0 0 720 Total 0 0 0| 0 0 0 0 Total Puts 0 0 170| 309 7,756 +11 0 Indicative a-t-m Vol 0.00 Underlying Price 5.8490 Time to expiry: 130 Days 18 Jun 10 0.2324 -0.32 28.70 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 4,360,000 4,360,37| 416 13,747 +99 0 Iberdrola SA (IEQ) Indicative a-t-m Vol 0.00 Underlying Price 5.8490 Time to expiry: 130 Days 18 Jun 10 Equity Options 22:16 Business Day Mon 8 Feb 2010 Previous Business Day Fri 5 Feb 2010 Page 91 Puts | Block | Opening Settle Delta Vola- Daily Trade Bclear Total | Official **Open Change Exer- Exer Trans Price tility High Low Volume Volume*** Volume | Volume Int cises Price | 0.7592 -0.75 24.06 N/A 0 0| 0 0 0 0 650 TotalN/A 0 0| 0 0 0 0 Total PutsN/A 0 0| 0 0 0 0 Grand TotalN/A 4,400,000 4,400,37| 416 13,747 +99 0 Imperial Tobacco Group plc (IMX) Indicative a-t-m Vol 0.00 Underlying Price 2061.000 Time to expiry: 312 Days 17 Dec 10 91.070 -0.31 21.45 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 4,440,000 4,440,37| 416 14,747 +99 0 Inditex SA (IJQ) Indicative a-t-m Vol 0.00 Underlying Price 42.4950 Time to expiry: 676 Days 16 Dec 11 2.0263 -0.15 38.32 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 4,480,000 4,480,37| 416 20,747 +99 0 Infineon Technologies AG (IFQ) Indicative a-t-m Vol 0.00 Underlying Price 3.9580 Time to expiry: 130 Days 18 Jun 10 0.1366 -0.19 48.63 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 4,520,000 4,520,37| 416 35,747 +99 0 ING Groep NV (IAQ) Indicative a-t-m Vol 0.00 Underlying Price 6.1400 Time to expiry: 39 Days 19 Mar 10 0.3800 -0.36 61.92 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 6.1400 Time to expiry: 312 Days 17 Dec 10 15.3253 -0.96 67.90 N/A 0 0| 0 2,500 0 0 2150 16.8601 -0.95 72.56 N/A 0 0| 0 5,000 0 0 2304 18.4500 -0.94 80.78 N/A 0 0| 0 5,000 0 0 2457 19.1720 -0.94 81.52 N/A 0 0| 0 8,000 0 0 2534 20.6901 -0.94 83.00 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 27,500 0 0 Indicative a-t-m Vol 0.00 Underlying Price 2.6450 Time to expiry: 312 Days 17 Dec 10 0.2318 -0.34 35.25 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 4,800,000 4,800,37| 416 100,747 +99 0 INTESA SANPAOLO SPA - AMER PHYS FLEX OPT (BIQ) Grand TotalN/A 4,820,000 4,820,37| 416 101,247 +99 0 J Sainsbury Plc (SAQ) Equity Options 22:16 Business Day Mon 8 Feb 2010 Previous Business Day Fri 5 Feb 2010 Page 92 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 320.600 Time to expiry: 494 Days 17 Jun 11 43.700 -0.54 23.29 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 4,880,000 4,880,37| 416 101,832 +99 0 Kazakhmys plc - Euro Phys FLEX Opt (KAX) Grand TotalN/A 4,900,000 4,900,37| 416 102,022 +99 0 KBC Bancassurance Holding (KBQ) Indicative a-t-m Vol 0.00 Underlying Price 28.5550 Time to expiry: 39 Days 19 Mar 10 3.9900 -0.76 44.63 N/A 0 0| 0 0 0 0 3200 3.9900 -0.76 44.63 N/A 0 0| 0 1,000 0 0 3200 11.4500 -0.99 45.58 N/A 0 0| 0 1,000 0 0 4000 TotalN/A 0 0| 0 2,000 0 0 Total PutsN/A 0 0| 0 2,000 0 0 Grand TotalN/A 4,980,000 4,980,37| 416 104,622 +99 0 Kingfisher plc (KGX) Indicative a-t-m Vol 0.00 Underlying Price 198.500 Time to expiry: 676 Days 16 Dec 11 31.650 -0.42 30.00 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 Indicative a-t-m Vol 0.00 Underlying Price 9.0320 Time to expiry: 312 Days 17 Dec 10 0.4300 -0.29 25.88 N/A 0 0| 0 2,500 0 0 800 TotalN/A 0 0| 0 2,500 0 0 Total PutsN/A 0 0| 0 2,500 0 0 Grand TotalN/A 5,020,000 5,020,37| 416 109,622 +99 0 Koninklijke Ahold NV (AHQ) Grand TotalN/A 5,040,000 5,040,37| 416 112,122 +99 0 Koninklijke DSM NV (DSQ) Grand TotalN/A 5,060,000 5,060,37| 416 113,122 +99 0 Koninklijke Philips Electronics NV (PHX) Indicative a-t-m Vol 0.00 Underlying Price 21.0800 Time to expiry: 312 Days 17 Dec 10 2.0427 -0.40 31.33 N/A 0 0| 0 5,000 0 0 2000 2.5152 -0.47 30.31 N/A 0 0| 0 1,000 0 0 2100 5.9628 -0.78 28.12 N/A 0 0| 0 2,500 0 0 2600 7.7800 -0.88 27.61 N/A 0 0| 0 2,500 0 0 2800 TotalN/A 0 0| 0 11,000 0 0 Total PutsN/A 0