Equity Options 21:55 Business Day Fri 27 Aug 2010 Previous Business Day Thu 26 Aug 2010 Page 1 Calls | Block | Opening Settle Delta Vola- Daily Trade Bclear Total | Official **Open Change Exer- Exer Trans Price tility High Low Volume Volume*** Volume | Volume Int cises Price | ICAP PLC - STND OPT (ICA) Indicative a-t-m Vol 28.93 Underlying Price 405.700 Time to expiry: 21 Days Sep 10 165.750 1.00 68.43 0 0 0| 0 0 0 0 240 145.750 1.00 66.41 0 0 0| 0 0 0 0 260 126.000 0.99 61.62 0 0 0| 0 0 0 0 280 106.250 0.98 59.43 0 0 0| 0 0 0 0 300 86.500 0.97 52.50 0 0 0| 0 0 0 0 320 67.000 0.95 46.24 0 0 0| 0 0 0 0 340 47.750 0.90 40.01 0 0 0| 0 0 0 0 360 38.500 0.86 36.56 0 0 0| 0 0 0 0 370 29.750 0.80 33.72 0 0 0| 0 0 0 0 380 22.250 0.70 32.90 0 0 0| 0 0 0 0 390 15.000 0.59 29.85 0 0 0| 0 11 0 0 400 11.000 9.250 0.46 28.31 11.000 11.000 0 0 1| 0 10 0 0 410 4.500 5.500 0.32 27.72 4.500 4.500 0 0 1| 0 29 0 0 420 2.750 0.19 26.33 0 0 0| 0 5 0 0 430 1.500 0.12 27.46 0 0 0| 0 20 0 0 440 0.750 0.07 27.28 0 0 0| 0 0 0 0 450 0.250 0.03 27.36 0 0 0| 0 2 0 0 460 CAB 0.01 29.59 0 0 0| 0 8 0 0 480 CAB 0.00 41.21 0 0 0| 0 0 0 0 560 Total 0 0 2| 0 85 0 0 Indicative a-t-m Vol 31.73 Underlying Price 405.700 Time to expiry: 112 Days Dec 10 92.000 0.89 39.35 0 0 0| 0 0 0 0 320 74.500 0.83 37.04 0 0 0| 0 0 0 0 340 58.750 0.76 35.34 0 0 0| 0 2 0 0 360 44.500 0.68 33.63 0 0 0| 0 0 0 0 380 32.000 0.57 32.04 0 0 0| 0 250 0 0 400 22.000 0.46 31.01 0 0 0| 0 1 0 0 420 14.500 0.35 30.05 0 0 0| 0 4 0 0 440 9.000 0.25 29.18 0 0 0| 0 5 0 0 460 5.250 0.17 28.33 0 0 0| 0 0 0 0 480 Total 0 0 0| 0 262 0 0 Indicative a-t-m Vol 32.20 Underlying Price 405.700 Time to expiry: 203 Days Mar 11 96.000 0.85 38.34 0 0 0| 0 0 0 0 320 65.250 0.73 35.30 0 0 0| 0 0 0 0 360 52.000 0.65 33.86 0 0 0| 0 0 0 0 380 40.250 0.57 32.55 0 0 0| 0 0 0 0 400 30.250 0.48 31.37 0 0 0| 0 0 0 0 420 22.500 0.40 30.74 0 0 0| 0 13 0 0 440 15.000 15.750 0.31 29.43 15.000 15.000 0 0 1| 0 5 0 0 460 11.750 0.25 29.66 0 0 0| 0 0 0 0 480 Total 0 0 1| 0 18 0 0 Total Calls 0 0 3| 0 365 0 0 | Equity Options 21:55 Business Day Fri 27 Aug 2010 Previous Business Day Thu 26 Aug 2010 Page 2 Puts | Block | Opening Settle Delta Vola- Daily Trade Bclear Total | Official **Open Change Exer- Exer Trans Price tility High Low Volume Volume*** Volume | Volume Int cises Price | ICAP PLC - STND OPT (ICA) Indicative a-t-m Vol 29.20 Underlying Price 405.700 Time to expiry: 21 Days Sep 10 CAB 0.00 38.84 0 0 0| 0 13 0 0 240 CAB 0.00 41.95 0 0 0| 0 13 0 0 260 CAB 0.00 41.95 0 0 0| 0 20 0 0 280 CAB 0.00 37.80 0 0 0| 0 9 0 0 300 CAB -0.01 40.91 0 0 0| 0 1 0 0 320 0.250 -0.02 36.77 0 0 0| 0 5 0 0 340 1.250 -0.07 34.47 0 0 0| 0 8 0 0 360 2.750 -0.14 36.22 0 0 0| 0 0 0 0 370 3.750 -0.20 33.46 0 0 0| 0 65 0 0 380 6.000 -0.29 31.56 0 0 0| 0 1 0 0 390 9.250 -0.41 30.31 0 0 0| 0 39 0 0 400 13.500 -0.54 28.45 0 0 0| 0 1 0 0 410 19.500 -0.69 27.14 0 0 0| 0 11 0 0 420 27.000 -0.80 26.50 0 0 0| 0 0 0 0 430 35.500 -0.90 25.46 0 0 0| 0 0 0 0 440 44.750 -0.94 26.63 0 0 0| 0 0 0 0 450 54.250 -0.99 22.63 0 0 0| 0 0 0 0 460 74.250 -1.00 21.25 0 0 0| 0 0 0 0 480 154.250 -1.00 34.08 0 0 0| 0 0 0 0 560 Total 0 0 0| 0 186 0 0 Indicative a-t-m Vol 31.48 Underlying Price 405.700 Time to expiry: 112 Days Dec 10 5.250 -0.11 39.06 0 0 0| 0 23 0 0 320 8.000 -0.16 36.81 0 0 0| 0 10 0 0 340 12.250 -0.24 35.26 0 0 0| 0 15 0 0 360 18.000 -0.33 33.75 0 0 0| 0 0 0 0 380 25.500 -0.43 31.90 0 0 0| 0 255 0 0 400 35.000 -0.54 30.48 0 0 0| 0 0 0 0 420 47.750 -0.66 29.76 0 0 0| 0 0 0 0 440 62.000 -0.76 28.58 0 0 0| 0 0 0 0 460 78.750 -0.84 28.27 0 0 0| 0 0 0 0 480 Total 0 0 0| 0 303 0 0 Indicative a-t-m Vol 32.07 Underlying Price 405.700 Time to expiry: 203 Days Mar 11 11.750 -0.17 37.82 0 0 0| 0 0 0 0 320 22.000 -0.29 35.16 0 0 0| 0 16 0 0 360 29.250 -0.36 33.84 0 0 0| 0 0 0 0 380 37.500 -0.44 32.36 0 0 0| 0 0 0 0 400 47.750 -0.53 31.38 0 0 0| 0 0 0 0 420 59.250 -0.62 29.81 0 0 0| 0 0 0 0 440 73.250 -0.70 29.17 0 0 0| 0 0 0 0 460 89.250 -0.76 29.32 0 0 0| 0 0 0 0 480 Total 0 0 0| 0 16 0 0 Total Puts 0 0 0| 0 505 0 0 Grand Total 0 0 3| 360,000 360,870 0 0 Equity Options 21:55 Business Day Fri 27 Aug 2010 Previous Business Day Thu 26 Aug 2010 Page 3 Calls | Block | Opening Settle Delta Vola- Daily Trade Bclear Total | Official **Open Change Exer- Exer Trans Price tility High Low Volume Volume*** Volume | Volume Int cises Price | Imperial Tobacco Group plc - STND OPT (IMP) Indicative a-t-m Vol 17.69 Underlying Price 1829.000 Time to expiry: 21 Days Sep 10 430.000 0.99 44.76 0 0 0| 0 0 0 0 1400 232.000 0.96 31.76 0 0 0| 0 0 0 0 1600 133.000 0.92 21.35 0 0 0| 0 0 0 0 1700 87.500 0.83 19.29 0 0 0| 0 0 0 0 1750 49.000 0.65 18.05 0 0 0| 0 0 0 0 1800 22.500 0.41 17.42 0 0 0| 0 356 0 0 1850 7.500 0.18 16.73 0 0 0| 6 317 -6 0 1900 2.000 0.06 16.70 0 0 0| 0 302 0 0 1950 0.500 0.02 18.23 0 0 0| 0 490 0 0 2000 CAB 0.00 20.25 0 0 0| 0 760 0 0 2100 CAB 0.00 25.36 0 0 0| 0 569 0 0 2200 CAB 0.00 33.54 0 0 0| 0 6 0 0 2400 CAB 0.00 40.70 0 0 0| 0 0 0 0 2800 Total 0 0 0| 6 2,800 -6 0 Indicative a-t-m Vol 20.12 Underlying Price 1829.000 Time to expiry: 112 Days Dec 10 440.000 0.95 31.79 0 0 0| 0 0 0 0 1400 252.000 0.86 24.46 0 0 0| 0 0 0 0 1600 169.500 0.75 22.38 0 0 0| 0 15 0 0 1700 99.500 0.59 20.37 0 0 0| 0 1,201 0 0 1800 51.500 0.39 19.51 0 0 0| 133 314 +8 0 1900 24.000 23.500 0.22 19.03 24.000 24.000 0 0 2| 0 1,364 0 0 2000 5.500 0.06 20.68 0 0 0| 0 452 0 0 2200 1.500 0.02 22.61 0 0 0| 0 0 0 0 2400 Total 0 0 2| 133 3,346 +8 0 Indicative a-t-m Vol 20.92 Underlying Price 1829.000 Time to expiry: 203 Days Mar 11 261.000 0.83 23.88 0 0 0| 0 0 0 0 1600 183.500 0.72 22.57 0 0 0| 0 0 0 0 1700 118.000 0.58 21.13 0 0 0| 0 0 0 0 1800 70.500 0.42 20.39 0 0 0| 0 9 0 0 1900 38.500 0.27 19.87 0 0 0| 0 78 0 0 2000 11.000 0.10 19.87 0 0 0| 0 2 0 0 2200 4.000 0.04 21.28 0 0 0| 0 0 0 0 2400 Total 0 0 0| 0 89 0 0 Total Calls 0 0 2| 139 6,235 +2 0 | Equity Options 21:55 Business Day Fri 27 Aug 2010 Previous Business Day Thu 26 Aug 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 | Imperial Tobacco Group plc - STND OPT (IMP) Indicative a-t-m Vol 18.16 Underlying Price 1829.000 Time to expiry: 21 Days Sep 10 CAB 0.00 25.52 0 0 0| 0 4 0 0 1400 CAB -0.01 21.84 0 0 0| 0 911 0 0 1600 4.500 -0.09 22.63 0 0 0| 0 161 0 0 1700 8.500 -0.18 19.95 0 0 0| 0 105 0 0 1750 20.500 -0.35 18.62 0 0 0| 5 1,526 +5 0 1800 43.500 -0.59 17.82 0 0 0| 0 3,133 0 0 1850 79.000 -0.80 17.65 0 0 0| 6 533 -2 0 1900 124.000 -0.91 19.09 0 0 0| 0 0 0 0 1950 172.500 -0.95 21.62 0 0 0| 0 145 0 0 2000 271.500 -0.98 27.07 0 0 0| 0 0 0 0 2100 371.500 -0.99 34.62 0 0 0| 0 0 0 0 2200 571.500 -0.99 48.28 0 0 0| 0 0 0 0 2400 971.500 -0.99 71.45 0 0 0| 0 0 0 0 2800 Total 0 0 0| 11 6,518 +3 0 Indicative a-t-m Vol 20.52 Underlying Price 1829.000 Time to expiry: 112 Days Dec 10 5.500 -0.04 29.55 0 0 0| 0 20 0 0 1400 20.000 -0.14 24.71 0 0 0| 0 28 0 0 1600 37.000 -0.25 22.45 0 0 0| 8 558 0 0 1700 69.000 -0.42 20.90 0 0 0| 2 564 +2 0 1800 128.000 119.000 -0.61 19.59 128.000 128.000 0 0 3| 0 500 0 0 1900 191.500 -0.78 19.23 0 0 0| 0 265 0 0 2000 374.000 -0.95 20.89 0 0 0| 0 0 0 0 2200 571.500 -0.98 24.51 0 0 0| 0 0 0 0 2400 Total 0 0 3| 10 1,935 +2 0 Indicative a-t-m Vol 20.46 Underlying Price 1829.000 Time to expiry: 203 Days Mar 11 49.500 -0.24 23.62 0 0 0| 0 5 0 0 1600 79.500 -0.36 22.28 0 0 0| 0 0 0 0 1700 120.000 -0.50 20.72 0 0 0| 5 35 +5 0 1800 178.000 -0.64 19.83 0 0 0| 0 0 0 0 1900 250.000 -0.78 19.00 0 0 0| 0 0 0 0 2000 424.500 -0.94 17.55 0 0 0| 0 0 0 0 2200 619.000 -0.99 16.53 0 0 0| 0 0 0 0 2400 Total 0 0 0| 5 40 +5 0 Total Puts 0 0 3| 26 8,493 +10 0 Grand Total 0 0 5| 280,165 294,728 +12 0 Equity Options 21:55 Business Day Fri 27 Aug 2010 Previous Business Day Thu 26 Aug 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 | InterContinental Hotels Group plc - STND OPT (IHG) Indicative a-t-m Vol 34.10 Underlying Price 1012.000 Time to expiry: 21 Days Sep 10 212.500 0.99 42.32 0 0 0| 0 0 0 0 800 173.500 0.98 39.62 0 0 0| 0 0 0 0 840 134.500 0.94 36.89 0 0 0| 0 0 0 0 880 98.500 0.87 36.42 0 0 0| 0 10 0 0 920 66.000 0.75 35.00 0 0 0| 7 1 0 0 960 53.000 0.66 35.04 0 0 0| 0 3 0 0 980 40.500 0.57 34.31 0 0 0| 0 9 0 0 1000 18.500 0.34 33.43 0 0 0| 0 6 0 0 1050 6.500 0.16 32.21 0 0 0| 0 11 0 0 1100 2.500 0.06 33.38 0 0 0| 0 319 0 0 1150 0.500 0.02 33.36 0 0 0| 0 21 0 0 1200 CAB 0.01 35.05 0 0 0| 0 15 0 0 1250 CAB 0.00 35.05 0 0 0| 0 18 0 0 1300 CAB 0.00 35.47 0 0 0| 0 0 0 0 1400 Total 0 0 0| 7 413 0 0 Indicative a-t-m Vol 33.29 Underlying Price 1012.000 Time to expiry: 112 Days Dec 10 160.000 0.79 35.52 0 0 0| 0 3 0 0 880 105.500 0.65 34.40 0 0 0| 0 10 0 0 960 82.000 0.57 33.53 0 0 0| 9 302 0 0 1000 39.000 0.35 31.55 0 0 0| 10 501 +478 0 1100 16.000 0.18 30.63 0 0 0| 0 411 +299 0 1200 6.500 0.08 30.60 0 0 0| 0 109 0 0 1300 2.000 0.03 29.92 0 0 0| 0 41 0 0 1400 Total 0 0 0| 19 1,377 +777 0 Indicative a-t-m Vol 32.52 Underlying Price 1012.000 Time to expiry: 203 Days Mar 11 182.000 0.75 35.63 0 0 0| 0 0 0 0 880 129.500 0.64 33.84 0 0 0| 0 0 0 0 960 106.000 0.58 32.63 0 0 0| 0 12 0 0 1000 63.000 0.41 31.66 0 0 0| 9 15 0 0 1100 33.500 0.27 30.34 0 0 0| 0 0 0 0 1200 17.500 0.16 29.85 0 0 0| 0 2 0 0 1300 9.500 0.10 30.19 0 0 0| 0 0 0 0 1400 Total 0 0 0| 9 29 0 0 Total Calls 0 0 0| 35 1,819 +777 0 | Equity Options 21:55 Business Day Fri 27 Aug 2010 Previous Business Day Thu 26 Aug 2010 Page 6 Puts | Block | Opening Settle Delta Vola- Daily Trade Bclear Total | Official **Open Change Exer- Exer Trans Price tility High Low Volume Volume*** Volume | Volume Int cises Price | InterContinental Hotels Group plc - STND OPT (IHG) Indicative a-t-m Vol 34.62 Underlying Price 1012.000 Time to expiry: 21 Days Sep 10 2.500 -0.04 57.38 0 0 0| 0 1 0 0 800 2.500 -0.05 47.61 0 0 0| 0 13 0 0 840 3.000 -0.07 39.26 0 0 0| 0 10 0 0 880 7.000 -0.14 37.51 0 0 0| 0 13 0 0 920 14.500 -0.26 35.76 0 0 0| 0 22 0 0 960 20.500 -0.34 35.19 0 0 0| 0 3 0 0 980 28.500 -0.43 34.95 0 0 0| 0 726 0 0 1000 56.000 -0.66 33.57 0 0 0| 0 7 0 0 1050 94.500 -0.84 32.78 0 0 0| 0 17 0 0 1100 140.000 -0.93 34.09 0 0 0| 0 30 0 0 1150 189.000 -0.97 37.39 0 0 0| 0 2 0 0 1200 238.500 -0.98 41.00 0 0 0| 0 0 0 0 1250 288.500 -0.98 47.35 0 0 0| 0 0 0 0 1300 388.500 -0.99 59.33 0 0 0| 0 0 0 0 1400 Total 0 0 0| 0 844 0 0 Indicative a-t-m Vol 33.61 Underlying Price 1012.000 Time to expiry: 112 Days Dec 10 27.500 -0.21 36.47 0 0 0| 0 28 0 0 880 51.500 -0.35 34.44 0 0 0| 0 403 0 0 960 68.500 -0.43 33.82 0 0 0| 0 25 0 0 1000 126.000 -0.64 32.14 0 0 0| 0 62 0 0 1100 202.500 -0.82 31.19 0 0 0| 0 10 0 0 1200 294.000 -0.91 32.32 0 0 0| 0 2 0 0 1300 390.000 -0.96 33.74 0 0 0| 0 0 0 0 1400 Total 0 0 0| 0 530 0 0 Indicative a-t-m Vol 32.91 Underlying Price 1012.000 Time to expiry: 203 Days Mar 11 46.000 -0.25 35.47 0 0 0| 0 10 0 0 880 74.000 -0.36 33.96 0 0 0| 0 10 0 0 960 91.500 -0.43 33.13 0 0 0| 0 0 0 0 1000 146.000 -0.59 31.29 0 0 0| 0 24 0 0 1100 217.000 -0.74 30.19 0 0 0| 0 0 0 0 1200 301.500 -0.85 29.92 0 0 0| 0 0 0 0 1300 394.500 -0.91 30.70 0 0 0| 0 1 0 0 1400 Total 0 0 0| 0 45 0 0 Total Puts 0 0 0| 0 1,419 0 0 Grand Total 0 0 0| 280,035 283,238 +777 0 Equity Options 21:55 Business Day Fri 27 Aug 2010 Previous Business Day Thu 26 Aug 2010 Page 7 Calls | Block | Opening Settle Delta Vola- Daily Trade Bclear Total | Official **Open Change Exer- Exer Trans Price tility High Low Volume Volume*** Volume | Volume Int cises Price | International Power plc - STND OPT (IPR) Indicative a-t-m Vol 27.85 Underlying Price 371.200 Time to expiry: 21 Days Sep 10 131.250 1.00 64.35 0 0 0| 0 0 0 0 240 111.500 0.99 61.80 0 0 0| 0 0 0 0 260 91.500 0.99 49.90 0 0 0| 0 0 0 0 280 81.750 0.98 51.39 0 0 0| 0 0 0 0 290 72.000 0.97 49.43 0 0 0| 0 21 0 0 300 62.250 0.95 45.99 0 0 0| 0 35 0 0 310 52.250 0.94 40.40 0 0 0| 0 73 0 0 320 42.750 0.91 37.33 0 0 0| 0 588 0 0 330 33.500 0.86 34.12 0 0 0| 0 1,901 0 0 340 24.750 0.79 31.19 0 0 0| 0 0 0 0 350 17.000 0.68 29.25 0 0 0| 0 1,391 0 0 360 10.750 0.53 27.97 0 0 0| 0 1,938 0 0 370 6.250 0.38 27.37 0 0 0| 0 546 0 0 380 3.250 0.24 26.57 0 0 0| 0 0 0 0 390 1.250 0.12 24.97 0 0 0| 0 1,015 0 0 400 0.250 0.02 25.14 0 0 0| 0 0 0 0 420 Total 0 0 0| 0 7,508 0 0 Indicative a-t-m Vol 27.09 Underlying Price 371.200 Time to expiry: 112 Days Dec 10 131.500 0.99 41.93 0 0 0| 0 0 0 0 240 111.750 0.98 39.56 0 0 0| 0 0 0 0 260 92.250 0.96 36.42 0 0 0| 0 0 0 0 280 73.250 0.92 33.26 0 0 0| 0 29 0 0 300 55.000 0.85 30.14 0 0 0| 0 210 0 0 320 40.000 0.73 29.51 0 0 0| 0 261 0 0 340 26.250 0.59 27.44 0 0 0| 0 2,075 0 0 360 16.750 0.44 26.86 0 0 0| 0 36 0 0 380 7.250 9.250 0.30 25.41 7.250 6.000 0 0 30| 0 1,100 0 0 400 2.750 0.11 25.27 0 0 0| 0 0 0 0 440 Total 0 0 30| 0 3,711 0 0 Indicative a-t-m Vol 26.73 Underlying Price 371.200 Time to expiry: 203 Days Mar 11 132.000 0.97 38.55 0 0 0| 0 0 0 0 240 94.250 0.91 33.67 0 0 0| 0 0 0 0 280 76.500 0.85 31.29 0 0 0| 0 0 0 0 300 60.750 0.77 30.04 0 0 0| 0 24 0 0 320 46.250 0.69 28.53 0 0 0| 0 40 0 0 340 33.750 0.59 27.16 0 0 0| 0 25 0 0 360 24.000 0.48 26.44 0 0 0| 0 0 0 0 380 16.500 0.37 25.91 0 0 0| 10 67 -10 0 400 6.750 0.19 24.80 0 0 0| 0 11 0 0 440 Total 0 0 0| 10 167 -10 0 Total Calls 0 0 30| 10 11,386 -10 0 | Equity Options 21:55 Business Day Fri 27 Aug 2010 Previous Business Day Thu 26 Aug 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 | International Power plc - STND OPT (IPR) Indicative a-t-m Vol 27.95 Underlying Price 371.200 Time to expiry: 21 Days Sep 10 CAB 0.00 46.02 0 0 0| 0 64 0 0 240 CAB 0.00 45.94 0 0 0| 0 5 0 0 260 CAB 0.00 43.67 0 0 0| 0 389 0 0 280 CAB -0.01 42.21 0 0 0| 0 0 0 0 290 0.250 -0.01 40.76 0 0 0| 0 3,047 0 0 300 0.500 -0.03 39.35 0 0 0| 0 3 0 0 310 0.750 -0.05 37.92 0 0 0| 0 90 0 0 320 1.500 -0.09 36.61 0 0 0| 0 336 0 0 330 2.500 -0.14 35.53 0 0 0| 0 359 0 0 340 4.250 -0.23 34.12 0 0 0| 0 5 0 0 350 7.250 -0.34 33.47 0 0 0| 0 60 0 0 360 9.500 -0.47 28.23 0 0 0| 0 354 0 0 370 14.750 -0.63 26.81 0 0 0| 0 41 0 0 380 23.500 -0.72 31.71 0 0 0| 0 0 0 0 390 31.250 -0.83 30.94 0 0 0| 0 0 0 0 400 49.250 -0.95 30.29 0 0 0| 0 0 0 0 420 Total 0 0 0| 0 4,753 0 0 Indicative a-t-m Vol 26.78 Underlying Price 371.200 Time to expiry: 112 Days Dec 10 1.750 -0.04 47.17 0 0 0| 0 476 0 0 240 2.000 -0.05 40.97 0 0 0| 0 10 0 0 260 2.500 -0.07 36.24 0 0 0| 0 39 0 0 280 4.000 -0.11 32.95 0 0 0| 0 1,561 0 0 300 6.500 -0.18 30.25 0 0 0| 0 91 0 0 320 11.500 -0.29 28.99 0 0 0| 0 81 0 0 340 18.500 -0.42 27.43 0 0 0| 0 44 0 0 360 28.500 -0.56 26.35 0 0 0| 0 0 0 0 380 41.750 -0.70 25.97 0 0 0| 0 0 0 0 400 75.000 -0.89 25.22 0 0 0| 0 0 0 0 440 Total 0 0 0| 0 2,302 0 0 Indicative a-t-m Vol 26.61 Underlying Price 371.200 Time to expiry: 203 Days Mar 11 2.500 -0.05 38.65 0 0 0| 0 9 0 0 240 5.500 -0.11 33.58 0 0 0| 0 28 0 0 280 8.000 -0.16 31.24 0 0 0| 0 11 0 0 300 12.250 -0.23 29.85 0 0 0| 0 6 0 0 320 18.000 -0.32 28.68 0 0 0| 0 10 0 0 340 25.500 -0.42 27.10 0 0 0| 0 45 0 0 360 35.250 -0.53 26.28 0 0 0| 0 0 0 0 380 48.000 -0.63 25.89 0 0 0| 0 4 0 0 400 78.250 -0.82 24.67 0 0 0| 0 0 0 0 440 Total 0 0 0| 0 113 0 0 Total Puts 0 0 0| 0 7,168 0 0 Grand Total 0 0 30| 350,010 368,554 -10 0 Equity Options 21:55 Business Day Fri 27 Aug 2010 Previous Business Day Thu 26 Aug 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 | Invensys plc - STND OPT (BRT) Indicative a-t-m Vol 35.53 Underlying Price 230.200 Time to expiry: 21 Days Sep 10 22.000 0.85 37.73 0 0 0| 0 0 0 0 210 14.000 0.72 35.36 0 0 0| 0 0 0 0 220 10.750 0.62 34.84 0 0 0| 0 0 0 0 225 8.250 0.52 35.58 0 0 0| 0 0 0 0 230 6.000 0.42 35.30 0 0 0| 0 0 0 0 235 4.250 0.33 35.46 0 0 0| 0 5 0 0 240 2.500 0.24 33.43 0 0 0| 0 0 0 0 245 1.500 0.16 32.27 0 0 0| 0 0 0 0 250 0.500 0.07 32.68 0 0 0| 0 40 0 0 260 0.250 0.02 32.42 0 0 0| 0 25 0 0 270 CAB 0.01 32.32 0 0 0| 0 7 0 0 280 CAB 0.00 31.38 0 0 0| 0 0 0 0 290 CAB 0.00 31.38 0 0 0| 0 510 0 0 300 CAB 0.00 32.93 0 0 0| 0 0 0 0 310 CAB 0.00 34.47 0 0 0| 0 27 0 0 320 CAB 0.00 34.47 0 0 0| 0 171 0 0 340 CAB 0.00 33.44 0 0 0| 0 20 0 0 360 CAB 0.00 36.21 0 0 0| 0 1 0 0 400 Total 0 0 0| 0 806 0 0 Indicative a-t-m Vol 36.80 Underlying Price 230.200 Time to expiry: 112 Days Dec 10 36.500 0.79 37.44 0 0 0| 0 0 0 0 200 23.500 0.63 37.22 0 0 0| 0 0 0 0 220 18.500 0.54 36.91 0 0 0| 0 0 0 0 230 13.750 0.45 35.83 0 0 0| 0 1 0 0 240 7.500 0.29 34.95 0 0 0| 60 1,065 +60 0 260 3.750 0.17 34.66 0 0 0| 0 5 0 0 280 1.750 0.09 34.09 0 0 0| 0 20 0 0 300 1.000 0.05 35.12 0 0 0| 0 534 0 0 320 0.500 0.03 36.48 0 0 0| 0 0 0 0 340 0.250 0.02 36.80 0 0 0| 0 0 0 0 360 CAB 0.01 37.76 0 0 0| 0 8 0 0 400 Total 0 0 0| 60 1,633 +60 0 Indicative a-t-m Vol 35.01 Underlying Price 230.200 Time to expiry: 203 Days Mar 11 41.750 0.74 38.00 0 0 0| 0 0 0 0 200 29.000 0.62 35.83 0 0 0| 0 0 0 0 220 23.750 0.55 35.07 0 0 0| 0 0 0 0 230 19.250 0.48 34.47 0 0 0| 0 2 0 0 240 12.500 0.36 34.18 0 0 0| 0 0 0 0 260 7.500 0.25 33.37 0 0 0| 0 0 0 0 280 5.000 0.18 33.85 0 0 0| 0 10 0 0 300 2.750 0.11 33.30 0 0 0| 0 0 0 0 320 1.000 0.04 33.11 0 0 0| 0 0 0 0 360 Total 0 0 0| 0 12 0 0 Equity Options 21:55 Business Day Fri 27 Aug 2010 Previous Business Day Thu 26 Aug 2010 Page 10 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 0| 60 2,451 +60 0 | ITV Plc - STND OPT (GME) Indicative a-t-m Vol 56.93 Underlying Price 55.800 Time to expiry: 21 Days Sep 10 15.750 0.99 63.32 0 0 0| 0 0 0 0 40 12.000 0.97 52.74 0 0 0| 0 0 0 0 44 10.000 0.97 44.30 0 0 0| 0 0 0 0 46 8.250 0.90 49.66 0 0 0| 0 20 0 0 48 5.250 0.73 53.59 0 0 0| 0 20 0 0 52 3.000 0.52 56.93 0 0 0| 0 250 0 0 56 2.000 0.35 63.53 0 0 0| 0 20 0 0 60 1.000 0.21 62.74 0 0 0| 0 1,231 0 0 64 0.500 0.10 75.29 0 0 0| 0 172 0 0 72 CAB 0.03 75.29 0 0 0| 0 0 0 0 80 CAB 0.00 87.05 0 0 0| 0 0 0 0 120 Total 0 0 0| 0 1,713 0 0 Indicative a-t-m Vol 45.99 Underlying Price 55.800 Time to expiry: 112 Days Dec 10 16.500 0.92 48.52 0 0 0| 0 0 0 0 40 13.250 0.85 47.05 0 0 0| 0 0 0 0 44 10.250 0.77 45.93 0 0 0| 0 0 0 0 48 5.750 0.55 45.99 0 0 0| 0 520 0 0 56 3.750 0.43 43.32 0 0 0| 0 195 0 0 60 2.500 0.33 43.67 0 0 0| 0 295 0 0 64 1.250 0.18 43.06 0 0 0| 0 62 0 0 72 0.500 0.08 42.49 0 0 0| 0 4 0 0 80 CAB 0.00 43.80 0 0 0| 0 0 0 0 120 Total 0 0 0| 0 1,076 0 0 Indicative a-t-m Vol 44.59 Underlying Price 55.800 Time to expiry: 203 Days Mar 11 18.000 0.85 53.41 0 0 0| 0 0 0 0 40 14.250 0.82 43.86 0 0 0| 0 0 0 0 44 11.500 0.74 43.32 0 0 0| 0 0 0 0 48 7.500 0.57 44.59 0 0 0| 0 0 0 0 56 5.250 5.500 0.48 42.00 5.250 5.250 0 0 8| 0 5 0 0 60 4.000 0.39 40.50 0 0 0| 0 38 0 0 64 1.000 0.13 37.56 0 0 0| 0 0 0 0 80 Total 0 0 8| 0 43 0 0 Total Calls 0 0 8| 0 2,832 0 0 | Equity Options 21:55 Business Day Fri 27 Aug 2010 Previous Business Day Thu 26 Aug 2010 Page 11 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 34.99 Underlying Price 230.200 Time to expiry: 21 Days Sep 10 1.500 -0.14 36.03 0 0 0| 0 0 0 0 210 3.500 -0.28 34.76 0 0 0| 0 0 0 0 220 5.000 -0.37 33.22 0 0 0| 0 0 0 0 225 7.750 -0.48 35.09 0 0 0| 0 4 0 0 230 10.500 -0.58 34.59 0 0 0| 0 0 0 0 235 13.750 -0.67 34.43 0 0 0| 0 7 0 0 240 17.000 -0.78 31.34 0 0 0| 0 5 0 0 245 21.250 -0.84 33.20 0 0 0| 0 5 0 0 250 30.500 -0.92 34.19 0 0 0| 0 35 0 0 260 40.000 -0.96 36.42 0 0 0| 0 220 0 0 270 49.750 -0.99 35.25 0 0 0| 0 15 0 0 280 59.750 -0.99 38.75 0 0 0| 0 5 0 0 290 69.750 -1.00 39.89 0 0 0| 0 22 0 0 300 79.750 -1.00 42.91 0 0 0| 0 0 0 0 310 89.750 -1.00 44.05 0 0 0| 0 15 0 0 320 109.750 -1.00 45.56 0 0 0| 0 8 0 0 340 129.750 -1.00 46.69 0 0 0| 0 0 0 0 360 169.750 -1.00 48.96 0 0 0| 0 0 0 0 400 Total 0 0 0| 0 341 0 0 Indicative a-t-m Vol 34.22 Underlying Price 230.200 Time to expiry: 112 Days Dec 10 7.000 -0.23 37.87 0 0 0| 0 0 0 0 200 13.250 -0.38 35.10 0 0 0| 0 0 0 0 220 17.750 -0.47 34.23 0 0 0| 0 0 0 0 230 23.750 -0.56 34.11 0 0 0| 0 531 0 0 240 37.500 -0.72 33.52 0 0 0| 0 21 0 0 260 54.000 -0.85 32.49 0 0 0| 0 83 0 0 280 72.250 -0.92 32.28 0 0 0| 0 10 0 0 300 91.250 -0.97 30.54 0 0 0| 0 54 0 0 320 111.000 -0.99 30.26 0 0 0| 0 0 0 0 340 130.750 -1.00 29.10 0 0 0| 0 2 0 0 360 170.750 -1.00 30.07 0 0 0| 0 0 0 0 400 Total 0 0 0| 0 701 0 0 Indicative a-t-m Vol 33.83 Underlying Price 230.200 Time to expiry: 203 Days Mar 11 11.500 -0.26 36.65 0 0 0| 0 0 0 0 200 18.750 -0.38 34.71 0 0 0| 0 9 0 0 220 23.250 -0.45 33.90 0 0 0| 0 14 0 0 230 28.500 -0.52 33.15 0 0 0| 0 0 0 0 240 42.000 -0.65 32.63 0 0 0| 0 0 0 0 260 57.250 -0.77 32.04 0 0 0| 0 25 0 0 280 74.500 -0.85 31.68 0 0 0| 0 0 0 0 300 92.500 -0.92 30.37 0 0 0| 0 6 0 0 320 131.000 -0.99 27.53 0 0 0| 0 0 0 0 360 Total 0 0 0| 0 54 0 0 Total Puts 0 0 0| 0 1,096 0 0 Equity Options 21:55 Business Day Fri 27 Aug 2010 Previous Business Day Thu 26 Aug 2010 Page 12 Puts | Block | Opening Settle Delta Vola- Daily Trade Bclear Total | Official **Open Change Exer- Exer Trans Price tility High Low Volume Volume*** Volume | Volume Int cises Price | Grand Total 0 0 0| 380,060 383,547 +60 0 ITV Plc - STND OPT (GME) Indicative a-t-m Vol 50.44 Underlying Price 55.800 Time to expiry: 21 Days Sep 10 CAB -0.02 68.41 0 0 0| 0 0 0 0 40 CAB -0.03 55.32 0 0 0| 0 0 0 0 44 0.250 -0.05 51.40 0 0 0| 0 0 0 0 46 0.250 -0.09 48.81 0 0 0| 0 110 0 0 48 1.000 -0.24 44.79 0 0 0| 0 0 0 0 52 2.750 -0.49 50.44 0 0 0| 0 1,375 0 0 56 5.500 -0.69 51.62 0 0 0| 0 20 0 0 60 8.750 -0.83 55.46 0 0 0| 0 30 0 0 64 16.250 -0.95 60.80 0 0 0| 0 0 0 0 72 24.250 -0.96 80.15 0 0 0| 0 0 0 0 80 64.250 -1.00 93.65 0 0 0| 0 0 0 0 120 Total 0 0 0| 0 1,535 0 0 Indicative a-t-m Vol 45.11 Underlying Price 55.800 Time to expiry: 112 Days Dec 10 0.250 -0.06 40.91 0 0 0| 0 0 0 0 40 0.750 -0.12 41.02 0 0 0| 0 18 0 0 44 1.750 -0.22 42.13 0 0 0| 0 50 0 0 48 5.500 -0.45 45.11 0 0 0| 0 62 0 0 56 7.750 -0.57 43.50 0 0 0| 0 14 0 0 60 10.750 -0.67 43.89 0 0 0| 0 39 0 0 64 17.250 -0.82 44.78 0 0 0| 0 0 0 0 72 24.500 -0.91 43.96 0 0 0| 0 0 0 0 80 64.250 -1.00 56.38 0 0 0| 0 0 0 0 120 Total 0 0 0| 0 183 0 0 Indicative a-t-m Vol 41.51 Underlying Price 55.800 Time to expiry: 203 Days Mar 11 1.750 -0.13 48.73 0 0 0| 0 0 0 0 40 2.000 -0.18 43.46 0 0 0| 0 32 0 0 44 3.500 -0.26 43.10 0 0 0| 0 66 0 0 48 6.750 -0.44 41.51 0 0 0| 0 0 0 0 56 9.500 -0.53 42.03 0 0 0| 0 25 0 0 60 11.750 -0.62 40.46 0 0 0| 0 0 0 0 64 25.000 -0.86 40.03 0 0 0| 0 0 0 0 80 Total 0 0 0| 0 123 0 0 Total Puts 0 0 0| 0 1,841 0 0 Grand Total 0 0 8| 650,060 658,220 +60 0 Equity Options 21:55 Business Day Fri 27 Aug 2010 Previous Business Day Thu 26 Aug 2010 Page 13 Calls | Block | Opening Settle Delta Vola- Daily Trade Bclear Total | Official **Open Change Exer- Exer Trans Price tility High Low Volume Volume*** Volume | Volume Int cises Price | Kazakhmys PLC - STND OPT (KZK) Indicative a-t-m Vol 45.70 Underlying Price 1138.000 Time to expiry: 21 Days Sep 10 259.500 0.98 58.93 0 0 0| 0 0 0 0 880 221.500 0.95 58.30 0 0 0| 0 0 0 0 920 184.500 0.91 56.41 0 0 0| 0 7 0 0 960 166.000 0.89 54.94 0 0 0| 0 0 0 0 980 148.500 0.86 53.47 0 0 0| 0 5 0 0 1000 107.500 0.76 50.88 0 0 0| 0 3 0 0 1050 72.500 0.63 48.25 0 0 0| 0 4 0 0 1100 43.000 0.48 44.89 0 0 0| 0 322 0 0 1150 24.500 0.32 43.97 0 0 0| 0 580 0 0 1200 11.500 0.19 42.18 0 0 0| 0 5 0 0 1250 5.500 0.10 42.20 0 0 0| 0 27 0 0 1300 2.500 0.05 41.66 0 0 0| 0 0 0 0 1350 1.000 0.02 41.14 0 0 0| 0 24 0 0 1400 CAB 0.00 40.80 0 0 0| 0 48 0 0 1500 CAB 0.00 42.51 0 0 0| 0 159 0 0 1600 CAB 0.00 44.66 0 0 0| 0 1 0 0 1700 CAB 0.00 48.34 0 0 0| 0 16 0 0 1800 Total 0 0 0| 0 1,201 0 0 Indicative a-t-m Vol 47.29 Underlying Price 1138.000 Time to expiry: 112 Days Dec 10 288.000 0.84 53.34 0 0 0| 0 0 0 0 880 258.000 0.81 52.88 0 0 0| 0 0 0 0 920 226.500 0.77 51.19 0 0 0| 0 0 0 0 960 199.500 0.73 50.44 0 0 0| 0 0 0 0 1000 137.500 0.60 47.85 0 0 0| 0 271 0 0 1100 90.500 0.47 46.39 0 0 0| 0 125 0 0 1200 57.000 0.34 45.21 0 0 0| 0 78 0 0 1300 36.000 0.24 45.25 0 0 0| 0 11 0 0 1400 21.000 0.16 44.34 0 0 0| 0 3 0 0 1500 13.000 0.10 44.68 0 0 0| 0 5 0 0 1600 8.000 0.07 45.07 0 0 0| 0 2 0 0 1700 4.500 0.04 44.60 0 0 0| 0 6 0 0 1800 Total 0 0 0| 0 501 0 0 Indicative a-t-m Vol 46.43 Underlying Price 1138.000 Time to expiry: 203 Days Mar 11 315.000 0.81 51.37 0 0 0| 0 0 0 0 880 285.500 0.78 50.30 0 0 0| 0 0 0 0 920 258.500 0.74 49.47 0 0 0| 0 0 0 0 960 232.500 0.71 48.53 0 0 0| 0 0 0 0 1000 174.000 0.61 46.44 0 0 0| 3 5 +3 0 1100 132.000 0.51 46.43 0 0 0| 0 4 0 0 1200 86.000 92.000 0.41 44.33 86.000 86.000 0 0 1| 0 7 0 0 1300 67.500 0.32 44.35 0 0 0| 0 0 0 0 1400 31.500 0.18 42.83 0 0 0| 0 0 0 0 1600 Total 0 0 1| 3 16 +3 0 Equity Options 21:55 Business Day Fri 27 Aug 2010 Previous Business Day Thu 26 Aug 2010 Page 14 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 1| 3 1,718 +3 0 | Equity Options 21:55 Business Day Fri 27 Aug 2010 Previous Business Day Thu 26 Aug 2010 Page 15 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 45.31 Underlying Price 1138.000 Time to expiry: 21 Days Sep 10 2.500 -0.04 60.54 0 0 0| 0 15 0 0 880 5.000 -0.07 59.80 0 0 0| 0 2 0 0 920 9.000 -0.11 58.37 0 0 0| 0 2 0 0 960 10.500 -0.13 55.82 0 0 0| 0 7 0 0 980 12.000 -0.15 52.89 0 0 0| 0 21 0 0 1000 20.500 -0.24 48.93 0 0 0| 0 17 0 0 1050 35.500 -0.37 46.36 0 0 0| 0 162 0 0 1100 58.500 -0.53 44.97 0 0 0| 0 5 0 0 1150 91.000 -0.67 45.13 0 0 0| 0 750 0 0 1200 127.500 -0.81 43.11 0 0 0| 0 4 0 0 1250 171.000 -0.90 42.18 0 0 0| 0 111 0 0 1300 217.500 -0.95 41.72 0 0 0| 0 0 0 0 1350 266.500 -0.98 42.75 0 0 0| 0 33 0 0 1400 365.500 -1.00 43.44 0 0 0| 0 21 0 0 1500 465.500 -1.00 44.13 0 0 0| 0 302 0 0 1600 565.500 -1.00 45.14 0 0 0| 0 0 0 0 1700 665.500 -1.00 46.17 0 0 0| 0 2 0 0 1800 Total 0 0 0| 0 1,454 0 0 Indicative a-t-m Vol 47.30 Underlying Price 1138.000 Time to expiry: 112 Days Dec 10 31.500 -0.16 53.32 0 0 0| 0 2 0 0 880 40.000 -0.19 52.00 0 0 0| 0 0 0 0 920 50.000 -0.23 51.12 0 0 0| 0 2 0 0 960 62.000 -0.27 50.03 0 0 0| 0 219 0 0 1000 100.500 -0.40 47.69 0 0 0| 0 750 0 0 1100 154.500 -0.53 46.67 0 0 0| 0 255 0 0 1200 220.000 -0.66 45.13 0 0 0| 0 82 0 0 1300 297.000 -0.77 44.08 0 0 0| 0 1 0 0 1400 383.500 -0.85 43.79 0 0 0| 0 0 0 0 1500 475.500 -0.90 44.36 0 0 0| 0 0 0 0 1600 571.000 -0.94 44.40 0 0 0| 0 0 0 0 1700 668.000 -0.97 44.22 0 0 0| 0 0 0 0 1800 Total 0 0 0| 0 1,311 0 0 Indicative a-t-m Vol 45.73 Underlying Price 1138.000 Time to expiry: 203 Days Mar 11 56.500 -0.19 51.12 0 0 0| 0 2 0 0 880 67.000 -0.22 50.12 0 0 0| 0 0 0 0 920 80.500 -0.26 49.54 0 0 0| 0 1 0 0 960 94.000 -0.29 48.45 0 0 0| 0 0 0 0 1000 134.500 -0.39 46.17 0 0 0| 0 16 0 0 1100 188.000 -0.50 45.01 0 0 0| 0 6 0 0 1200 252.500 -0.60 44.22 0 0 0| 0 0 0 0 1300 325.500 -0.68 43.48 0 0 0| 0 0 0 0 1400 492.000 -0.82 42.52 0 0 0| 0 1 0 0 1600 Total 0 0 0| 0 26 0 0 Total Puts 0 0 0| 0 2,791 0 0 Equity Options 21:55 Business Day Fri 27 Aug 2010 Previous Business Day Thu 26 Aug 2010 Page 16 Puts | Block | Opening Settle Delta Vola- Daily Trade Bclear Total | Official **Open Change Exer- Exer Trans Price tility High Low Volume Volume*** Volume | Volume Int cises Price | Grand Total 0 0 1| 380,003 384,509 +3 0 Equity Options 21:55 Business Day Fri 27 Aug 2010 Previous Business Day Thu 26 Aug 2010 Page 17 Calls | Block | Opening Settle Delta Vola- Daily Trade Bclear Total | Official **Open Change Exer- Exer Trans Price tility High Low Volume Volume*** Volume | Volume Int cises Price | Kingfisher plc - STND OPT (KGF) Indicative a-t-m Vol 27.78 Underlying Price 205.300 Time to expiry: 21 Days Sep 10 26.250 0.91 41.13 0 0 0| 0 8 0 0 180 16.500 0.85 31.30 0 0 0| 0 0 0 0 190 12.750 0.76 31.80 0 0 0| 0 3 0 0 195 9.000 0.65 29.93 0 0 0| 0 74 0 0 200 5.750 0.52 27.90 0 0 0| 0 0 0 0 205 3.500 0.38 27.34 0 0 0| 0 79 0 0 210 1.750 0.24 25.58 0 0 0| 0 0 0 0 215 1.000 0.14 25.31 0 0 0| 0 104 0 0 220 0.500 0.07 25.27 0 0 0| 0 0 0 0 225 0.250 0.04 25.44 0 0 0| 0 170 0 0 230 CAB 0.02 25.80 0 0 0| 0 0 0 0 235 CAB 0.01 26.32 0 0 0| 0 76 0 0 240 CAB 0.00 27.26 0 0 0| 0 0 0 0 250 CAB 0.00 28.92 0 0 0| 0 51 0 0 260 CAB 0.00 35.54 0 0 0| 0 10 0 0 280 CAB 0.00 45.48 0 0 0| 0 0 0 0 320 Total 0 0 0| 0 575 0 0 Indicative a-t-m Vol 27.81 Underlying Price 205.300 Time to expiry: 49 Days Oct 10 27.000 0.88 34.52 0 0 0| 0 0 0 0 180 18.250 0.78 30.72 0 0 0| 0 0 0 0 190 14.500 0.71 30.00 0 0 0| 0 0 0 0 195 11.250 0.62 29.40 0 0 0| 0 0 0 0 200 8.250 0.53 27.74 0 0 0| 0 0 0 0 205 6.000 0.43 28.06 0 0 0| 0 7 0 0 210 4.250 0.33 27.80 0 0 0| 0 0 0 0 215 2.750 0.25 27.23 0 0 0| 0 0 0 0 220 1.750 0.18 26.69 0 0 0| 0 0 0 0 225 1.250 0.13 27.82 0 0 0| 0 0 0 0 230 0.750 0.07 29.45 0 0 0| 0 0 0 0 240 0.250 0.02 30.76 0 0 0| 0 0 0 0 260 Total 0 0 0| 0 7 0 0 Indicative a-t-m Vol 27.80 Underlying Price 205.300 Time to expiry: 84 Days Nov 10 27.750 0.84 32.36 0 0 0| 0 0 0 0 180 20.250 0.73 31.19 0 0 0| 0 0 0 0 190 16.500 0.66 30.03 0 0 0| 0 0 0 0 195 13.250 0.59 28.70 0 0 0| 0 0 0 0 200 10.500 0.52 27.88 0 0 0| 0 0 0 0 205 8.000 0.44 27.45 0 0 0| 0 0 0 0 210 4.750 0.30 26.86 0 0 0| 0 0 0 0 220 2.500 0.19 26.42 0 0 0| 0 0 0 0 230 Total 0 0 0| 0 0 0 0 Indicative a-t-m Vol 29.13 Underlying Price 205.300 Time to expiry: 112 Days Dec 10 Equity Options 21:55 Business Day Fri 27 Aug 2010 Previous Business Day Thu 26 Aug 2010 Page 18 Calls | Block | Opening Settle Delta Vola- Daily Trade Bclear Total | Official **Open Change Exer- Exer Trans Price tility High Low Volume Volume*** Volume | Volume Int cises Price | 29.000 0.80 32.46 0 0 0| 0 0 0 0 180 21.250 0.70 30.25 0 0 0| 0 22 0 0 190 15.250 0.58 29.63 0 0 0| 0 0 0 0 200 8.250 10.250 0.46 28.80 8.250 S 8.250 S 0 0 12| 0 0 0 0 210 6.750 0.34 28.18 0 0 0| 0 54 0 0 220 4.000 0.24 27.62 0 0 0| 0 71 0 0 230 2.500 0.16 27.53 0 0 0| 0 97 0 0 240 0.500 0.05 25.65 0 0 0| 0 7 0 0 260 CAB 0.01 23.35 0 0 0| 0 0 0 0 280 CAB 0.00 21.68 0 0 0| 0 0 0 0 320 Total 0 0 12| 0 251 0 0 Indicative a-t-m Vol 29.28 Underlying Price 205.300 Time to expiry: 203 Days Mar 11 32.750 0.74 32.12 0 0 0| 0 0 0 0 180 25.750 0.67 30.57 0 0 0| 0 0 0 0 190 20.000 0.58 29.79 0 0 0| 0 87 0 0 200 15.000 0.49 28.94 0 0 0| 0 44 0 0 210 11.000 0.40 28.34 0 0 0| 0 38 0 0 220 8.000 0.32 27.87 0 0 0| 0 16 0 0 230 5.750 0.25 27.81 0 0 0| 0 12 0 0 240 1.250 0.07 27.23 0 0 0| 0 102 0 0 280 Total 0 0 0| 0 299 0 0 Total Calls 0 0 12| 0 1,132 0 0 | Equity Options 21:55 Business Day Fri 27 Aug 2010 Previous Business Day Thu 26 Aug 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 | Kingfisher plc - STND OPT (KGF) Indicative a-t-m Vol 27.52 Underlying Price 205.300 Time to expiry: 21 Days Sep 10 1.500 -0.12 48.35 0 0 0| 0 56 0 0 180 1.500 -0.17 34.10 0 0 0| 0 115 0 0 190 2.500 -0.25 33.15 0 0 0| 0 26 0 0 195 3.500 -0.34 28.75 0 0 0| 0 329 0 0 200 5.250 -0.48 27.45 0 0 0| 0 212 0 0 205 11.250 8.250 -0.62 27.79 11.250 11.250 0 0 12| 0 47 0 0 210 11.750 -0.74 28.13 0 0 0| 0 305 0 0 215 16.250 -0.81 30.17 0 0 0| 0 33 0 0 220 20.250 -0.90 28.15 0 0 0| 0 20 0 0 225 25.000 -0.94 29.71 0 0 0| 0 40 0 0 230 29.750 -0.97 28.66 0 0 0| 0 0 0 0 235 34.750 -0.98 32.36 0 0 0| 0 30 0 0 240 44.750 -0.98 39.55 0 0 0| 0 0 0 0 250 54.750 -0.98 45.93 0 0 0| 0 21 0 0 260 75.000 -0.98 62.99 0 0 0| 0 0 0 0 280 115.000 -0.98 84.67 0 0 0| 0 0 0 0 320 Total 0 0 12| 0 1,234 0 0 Indicative a-t-m Vol 29.51 Underlying Price 205.300 Time to expiry: 49 Days Oct 10 2.750 -0.17 37.43 0 0 0| 0 0 0 0 180 4.250 -0.26 32.35 0 0 0| 0 25 0 0 190 5.250 -0.33 29.88 0 0 0| 0 0 0 0 195 7.500 -0.42 30.43 0 0 0| 0 15 0 0 200 9.750 -0.51 29.67 0 0 0| 0 0 0 0 205 12.500 -0.60 28.90 0 0 0| 0 0 0 0 210 16.000 -0.68 29.24 0 0 0| 0 2 0 0 215 19.500 -0.75 28.48 0 0 0| 0 0 0 0 220 23.500 -0.82 28.16 0 0 0| 0 0 0 0 225 28.000 -0.86 29.37 0 0 0| 0 0 0 0 230 37.250 -0.92 30.20 0 0 0| 0 0 0 0 240 57.000 -0.96 36.30 0 0 0| 0 0 0 0 260 Total 0 0 0| 0 42 0 0 Indicative a-t-m Vol 29.71 Underlying Price 205.300 Time to expiry: 84 Days Nov 10 4.250 -0.20 34.38 0 0 0| 0 0 0 0 180 6.500 -0.30 32.03 0 0 0| 0 0 0 0 190 8.250 -0.36 31.22 0 0 0| 0 0 0 0 195 10.000 -0.42 29.98 0 0 0| 0 0 0 0 200 12.500 -0.49 29.95 0 0 0| 0 0 0 0 205 15.000 -0.56 28.76 0 0 0| 0 0 0 0 210 21.500 -0.69 28.36 0 0 0| 0 0 0 0 220 29.750 -0.78 29.90 0 0 0| 0 0 0 0 230 Total 0 0 0| 0 0 0 0 Indicative a-t-m Vol 29.37 Underlying Price 205.300 Time to expiry: 112 Days Dec 10 6.250 5.250 -0.22 33.12 6.250 S 6.250 S 0 0 12| 0 99 0 0 180 Equity Options 21:55 Business Day Fri 27 Aug 2010 Previous Business Day Thu 26 Aug 2010 Page 20 Puts | Block | Opening Settle Delta Vola- Daily Trade Bclear Total | Official **Open Change Exer- Exer Trans Price tility High Low Volume Volume*** Volume | Volume Int cises Price | 8.000 -0.31 31.95 0 0 0| 0 3 0 0 190 11.750 -0.42 30.05 0 0 0| 0 180 0 0 200 16.500 -0.54 28.92 0 0 0| 0 6,010 0 0 210 23.250 -0.66 28.80 0 0 0| 0 31 0 0 220 30.500 -0.76 27.98 0 0 0| 0 35 0 0 230 38.750 -0.84 27.55 0 0 0| 0 39 0 0 240 57.500 -0.92 29.97 0 0 0| 0 0 0 0 260 77.000 -0.96 31.35 0 0 0| 0 10 0 0 280 116.500 -1.00 29.67 0 0 0| 0 0 0 0 320 Total 0 0 12| 0 6,407 0 0 Indicative a-t-m Vol 29.86 Underlying Price 205.300 Time to expiry: 203 Days Mar 11 9.000 -0.26 32.75 0 0 0| 0 10 0 0 180 12.250 -0.34 31.53 0 0 0| 0 4 0 0 190 16.250 -0.42 30.22 0 0 0| 0 27 0 0 200 21.250 -0.51 29.62 0 0 0| 0 11 0 0 210 27.250 -0.60 29.10 0 0 0| 0 0 0 0 220 34.000 -0.68 28.52 0 0 0| 0 64 0 0 230 41.750 -0.75 28.05 0 0 0| 0 142 0 0 240 77.750 -0.92 28.90 0 0 0| 0 0 0 0 280 Total 0 0 0| 0 258 0 0 Total Puts 0 0 24| 0 7,941 0 0 Grand Total 0 0 36| 540,000 549,073 0 0 Equity Options 21:55 Business Day Fri 27 Aug 2010 Previous Business Day Thu 26 Aug 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 | Ladbrokes PLC - STND OPT (LDB) Indicative a-t-m Vol 32.38 Underlying Price 131.500 Time to expiry: 21 Days Sep 10 31.500 1.00 33.47 0 0 0| 0 0 0 0 100 21.750 0.98 36.61 0 0 0| 0 0 0 0 110 12.250 0.88 32.70 0 0 0| 0 0 0 0 120 8.250 0.75 33.41 0 0 0| 0 0 0 0 125 5.000 0.57 33.29 0 0 0| 0 0 0 0 130 2.500 0.38 31.03 0 0 0| 0 10 0 0 135 1.000 0.20 29.00 0 0 0| 0 38 0 0 140 0.250 0.08 27.28 0 0 0| 0 0 0 0 145 CAB 0.02 25.12 0 0 0| 0 83 0 0 150 CAB 0.00 24.40 0 0 0| 0 34 0 0 160 CAB 0.00 24.40 0 0 0| 0 5 0 0 170 CAB 0.00 23.67 0 0 0| 0 5 0 0 180 Total 0 0 0| 0 175 0 0 Indicative a-t-m Vol 34.83 Underlying Price 131.500 Time to expiry: 112 Days Dec 10 33.250 0.91 41.08 0 0 0| 0 0 0 0 100 17.250 0.71 37.23 0 0 0| 0 0 0 0 120 11.000 0.57 35.04 0 0 0| 0 20 0 0 130 6.750 0.41 34.00 0 0 0| 0 3 0 0 140 3.750 0.27 33.45 0 0 0| 0 229 0 0 150 1.750 0.16 31.61 0 0 0| 0 8 0 0 160 0.750 0.07 30.07 0 0 0| 0 0 0 0 170 0.250 0.03 28.40 0 0 0| 0 9 0 0 180 Total 0 0 0| 0 269 0 0 Indicative a-t-m Vol 34.60 Underlying Price 131.500 Time to expiry: 203 Days Mar 11 34.500 0.88 39.82 0 0 0| 0 5 0 0 100 19.500 0.69 36.58 0 0 0| 0 10 0 0 120 13.500 0.57 34.65 0 0 0| 0 30 0 0 130 9.500 0.45 34.42 0 0 0| 0 21 0 0 140 5.750 6.250 0.34 33.92 5.750 5.750 0 0 3| 0 3 0 0 150 4.000 0.24 33.40 0 0 0| 0 9 0 0 160 1.750 0.13 34.72 0 0 0| 0 0 0 0 180 Total 0 0 3| 0 78 0 0 Total Calls 0 0 3| 0 522 0 0 | Equity Options 21:55 Business Day Fri 27 Aug 2010 Previous Business Day Thu 26 Aug 2010 Page 22 Puts | Block | Opening Settle Delta Vola- Daily Trade Bclear Total | Official **Open Change Exer- Exer Trans Price tility High Low Volume Volume*** Volume | Volume Int cises Price | Ladbrokes PLC - STND OPT (LDB) Indicative a-t-m Vol 33.15 Underlying Price 131.500 Time to expiry: 21 Days Sep 10 CAB 0.00 35.80 0 0 0| 0 0 0 0 100 CAB -0.02 35.75 0 0 0| 0 0 0 0 110 0.750 -0.13 33.93 0 0 0| 0 3 0 0 120 1.750 -0.25 33.08 0 0 0| 0 0 0 0 125 3.500 -0.43 33.68 0 0 0| 0 13 0 0 130 6.250 -0.61 32.36 0 0 0| 0 15 0 0 135 9.750 -0.78 32.03 0 0 0| 0 80 0 0 140 14.000 -0.88 32.74 0 0 0| 0 0 0 0 145 18.500 18.750 -0.93 36.02 18.500 18.500 0 0 5| 0 15 0 0 150 28.500 -0.97 41.19 0 0 0| 0 22 0 0 160 38.500 -0.98 51.81 0 0 0| 0 0 0 0 170 48.500 -0.98 61.31 0 0 0| 0 30 0 0 180 Total 0 0 5| 0 178 0 0 Indicative a-t-m Vol 35.06 Underlying Price 131.500 Time to expiry: 112 Days Dec 10 1.500 -0.10 41.70 0 0 0| 0 0 0 0 100 5.250 -0.29 36.23 0 0 0| 0 5 0 0 120 9.250 -0.43 35.14 0 0 0| 0 54 0 0 130 15.000 -0.59 34.75 0 0 0| 0 88 0 0 140 22.000 -0.73 33.60 0 0 0| 0 14 0 0 150 30.250 -0.83 33.39 0 0 0| 0 0 0 0 160 39.250 -0.90 33.48 0 0 0| 0 3 0 0 170 48.750 -0.95 33.69 0 0 0| 0 6 0 0 180 Total 0 0 0| 0 170 0 0 Indicative a-t-m Vol 35.41 Underlying Price 131.500 Time to expiry: 203 Days Mar 11 3.750 -0.16 40.20 0 0 0| 0 10 0 0 100 10.000 -0.35 36.99 0 0 0| 0 67 0 0 120 14.500 -0.47 35.53 0 0 0| 0 26 0 0 130 20.000 20.750 -0.58 34.91 20.000 20.000 0 0 5| 15 20 +15 0 140 28.000 -0.68 35.11 0 0 0| 0 50 0 0 150 35.750 -0.77 34.46 0 0 0| 0 11 0 0 160 53.750 -0.87 36.17 0 0 0| 0 0 0 0 180 Total 0 0 5| 15 184 +15 0 Total Puts 0 0 10| 15 532 +15 0 Grand Total 0 0 13| 270,015 271,054 +15 0 Equity Options 21:55 Business Day Fri 27 Aug 2010 Previous Business Day Thu 26 Aug 2010 Page 23 Calls | Block | Opening Settle Delta Vola- Daily Trade Bclear Total | Official **Open Change Exer- Exer Trans Price tility High Low Volume Volume*** Volume | Volume Int cises Price | Land Securities plc - STND OPT (LS ) Indicative a-t-m Vol 21.98 Underlying Price 612.000 Time to expiry: 21 Days Sep 10 152.250 1.00 40.71 0 0 0| 0 0 0 0 460 132.250 1.00 36.35 0 0 0| 0 0 0 0 480 92.250 0.99 28.50 0 0 0| 0 0 0 0 520 72.750 0.97 30.19 0 0 0| 0 0 0 0 540 52.750 0.96 22.94 0 0 0| 0 6 0 0 560 34.750 0.85 23.48 0 0 0| 0 35 0 0 580 19.500 0.66 22.38 0 0 0| 0 80 0 0 600 8.750 0.41 21.70 0 0 0| 0 132 0 0 620 2.750 0.18 20.66 0 0 0| 0 581 0 0 640 0.250 0.01 20.22 0 0 0| 0 719 0 0 680 CAB 0.00 20.76 0 0 0| 0 27 0 0 720 CAB 0.00 24.44 0 0 0| 0 23 0 0 800 Total 0 0 0| 0 1,603 0 0 Indicative a-t-m Vol 24.41 Underlying Price 612.000 Time to expiry: 49 Days Oct 10 132.250 1.00 12.07 0 0 0| 0 0 0 0 480 93.000 0.96 31.23 0 0 0| 0 0 0 0 520 55.250 0.86 26.50 0 0 0| 0 0 0 0 560 39.250 0.74 25.77 0 0 0| 0 0 0 0 580 25.500 0.59 24.49 0 0 0| 0 1 0 0 600 16.000 0.43 24.35 0 0 0| 0 2 0 0 620 8.500 0.28 23.23 0 0 0| 0 28 0 0 640 2.250 0.10 23.02 0 0 0| 0 0 0 0 680 0.750 0.04 25.76 0 0 0| 0 0 0 0 720 Total 0 0 0| 0 31 0 0 Indicative a-t-m Vol 25.45 Underlying Price 612.000 Time to expiry: 84 Days Nov 10 95.000 0.90 31.34 0 0 0| 0 0 0 0 520 60.250 0.77 27.82 0 0 0| 0 0 0 0 560 45.500 0.67 26.50 0 0 0| 0 0 0 0 580 33.250 0.56 25.59 0 0 0| 0 0 0 0 600 23.500 0.45 25.35 0 0 0| 0 2 0 0 620 15.500 0.35 24.40 0 0 0| 0 0 0 0 640 6.000 0.17 23.59 0 0 0| 0 0 0 0 680 Total 0 0 0| 0 2 0 0 Indicative a-t-m Vol 25.95 Underlying Price 612.000 Time to expiry: 112 Days Dec 10 133.000 0.97 32.63 0 0 0| 0 0 0 0 480 95.500 0.89 29.68 0 0 0| 0 0 0 0 520 63.000 0.74 27.80 0 0 0| 0 45 0 0 560 37.500 0.56 26.45 0 0 0| 0 208 0 0 600 19.000 0.37 24.80 0 0 0| 0 638 0 0 640 8.500 0.21 23.96 0 0 0| 0 130 0 0 680 3.250 0.10 23.26 0 0 0| 0 30 0 0 720 0.750 0.02 24.71 0 0 0| 0 0 0 0 800 Total 0 0 0| 0 1,051 0 0 Equity Options 21:55 Business Day Fri 27 Aug 2010 Previous Business Day Thu 26 Aug 2010 Page 24 Calls | Block | Opening Settle Delta Vola- Daily Trade Bclear Total | Official **Open Change Exer- Exer Trans Price tility High Low Volume Volume*** Volume | Volume Int cises Price | Indicative a-t-m Vol 25.13 Underlying Price 612.000 Time to expiry: 203 Days Mar 11 134.750 0.92 31.35 0 0 0| 0 0 0 0 480 100.500 0.81 29.34 0 0 0| 0 0 0 0 520 69.750 0.69 26.67 0 0 0| 0 0 0 0 560 45.750 0.55 25.42 0 0 0| 0 4 0 0 600 27.750 0.40 24.46 0 0 0| 0 19 0 0 640 15.750 0.27 23.68 0 0 0| 0 12 0 0 680 8.750 0.17 23.45 0 0 0| 0 10 0 0 720 2.750 0.06 24.05 0 0 0| 0 0 0 0 800 Total 0 0 0| 0 45 0 0 Total Calls 0 0 0| 0 2,732 0 0 | Equity Options 21:55 Business Day Fri 27 Aug 2010 Previous Business Day Thu 26 Aug 2010 Page 25 Puts | Block | Opening Settle Delta Vola- Daily Trade Bclear Total | Official **Open Change Exer- Exer Trans Price tility High Low Volume Volume*** Volume | Volume Int cises Price | Land Securities plc - STND OPT (LS ) Indicative a-t-m Vol 23.72 Underlying Price 612.000 Time to expiry: 21 Days Sep 10 CAB 0.00 36.58 0 0 0| 0 0 0 0 460 CAB -0.01 38.13 0 0 0| 0 11 0 0 480 0.750 -0.03 34.52 0 0 0| 0 27 0 0 520 1.000 -0.05 29.62 0 0 0| 0 5 0 0 540 2.500 -0.12 27.90 0 0 0| 0 547 0 0 560 5.250 -0.23 25.47 0 0 0| 0 1,266 0 0 580 11.250 -0.42 23.79 0 0 0| 0 467 0 0 600 22.500 -0.65 23.68 0 0 0| 0 20 0 0 620 38.000 -0.81 24.87 0 0 0| 0 151 0 0 640 75.750 -0.93 31.73 0 0 0| 0 30 0 0 680 114.250 -1.00 22.14 0 0 0| 0 468 0 0 720 194.500 -0.99 49.41 0 0 0| 0 4 0 0 800 Total 0 0 0| 0 2,996 0 0 Indicative a-t-m Vol 25.32 Underlying Price 612.000 Time to expiry: 49 Days Oct 10 2.000 -0.05 40.70 0 0 0| 0 0 0 0 480 2.750 -0.08 31.20 0 0 0| 0 0 0 0 520 7.750 -0.21 27.85 0 0 0| 0 19 0 0 560 12.750 -0.31 26.81 0 0 0| 0 8 0 0 580 20.250 -0.44 25.88 0 0 0| 0 6 0 0 600 30.250 -0.58 24.95 0 0 0| 0 20 0 0 620 43.250 -0.72 24.27 0 0 0| 0 0 0 0 640 77.500 -0.87 26.35 0 0 0| 0 5 0 0 680 115.250 -0.95 27.32 0 0 0| 0 0 0 0 720 Total 0 0 0| 0 58 0 0 Indicative a-t-m Vol 25.87 Underlying Price 612.000 Time to expiry: 84 Days Nov 10 7.500 -0.14 32.27 0 0 0| 0 0 0 0 520 13.500 -0.26 28.08 0 0 0| 0 0 0 0 560 20.000 -0.34 27.56 0 0 0| 0 0 0 0 580 27.500 -0.44 26.36 0 0 0| 0 0 0 0 600 37.250 -0.55 25.55 0 0 0| 0 0 0 0 620 50.000 -0.65 25.20 0 0 0| 0 0 0 0 640 81.250 -0.81 25.60 0 0 0| 0 0 0 0 680 Total 0 0 0| 0 0 0 0 Indicative a-t-m Vol 26.23 Underlying Price 612.000 Time to expiry: 112 Days Dec 10 5.750 -0.10 33.95 0 0 0| 0 394 0 0 480 10.250 -0.17 30.17 0 0 0| 0 625 0 0 520 19.750 -0.30 28.42 0 0 0| 0 1,354 0 0 560 35.250 -0.47 26.61 0 0 0| 0 723 +500 0 600 58.250 -0.65 25.34 0 0 0| 0 128 0 0 640 89.500 -0.78 26.03 0 0 0| 0 48 0 0 680 124.500 -0.88 26.29 0 0 0| 0 317 0 0 720 200.750 -0.96 28.34 0 0 0| 0 22 0 0 800 Total 0 0 0| 0 3,611 +500 0 Equity Options 21:55 Business Day Fri 27 Aug 2010 Previous Business Day Thu 26 Aug 2010 Page 26 Puts | Block | Opening Settle Delta Vola- Daily Trade Bclear Total | Official **Open Change Exer- Exer Trans Price tility High Low Volume Volume*** Volume | Volume Int cises Price | Indicative a-t-m Vol 26.29 Underlying Price 612.000 Time to expiry: 203 Days Mar 11 12.500 -0.15 31.78 0 0 0| 0 29 0 0 480 20.250 -0.24 29.63 0 0 0| 0 114 0 0 520 32.500 -0.35 28.02 0 0 0| 0 39 0 0 560 49.750 -0.48 26.62 0 0 0| 0 49 0 0 600 72.250 -0.61 25.52 0 0 0| 0 70 0 0 640 101.500 -0.73 25.23 0 0 0| 0 20 0 0 680 134.750 -0.82 25.60 0 0 0| 0 141 0 0 720 208.000 -0.92 26.41 0 0 0| 0 2,900 0 0 800 Total 0 0 0| 0 3,362 0 0 Total Puts 0 0 0| 0 10,027 +500 0 Grand Total 0 0 0| 440,000 452,759 +500 0 Equity Options 21:55 Business Day Fri 27 Aug 2010 Previous Business Day Thu 26 Aug 2010 Page 27 Calls | Block | Opening Settle Delta Vola- Daily Trade Bclear Total | Official **Open Change Exer- Exer Trans Price tility High Low Volume Volume*** Volume | Volume Int cises Price | Legal & General Group plc - STND OPT (LGE) Indicative a-t-m Vol 31.93 Underlying Price 92.500 Time to expiry: 21 Days Sep 10 36.500 1.00 79.27 0 0 0| 0 0 0 0 56 28.500 1.00 66.45 0 0 0| 0 5 0 0 64 24.500 1.00 57.67 0 0 0| 0 0 0 0 68 20.500 1.00 52.95 0 0 0| 0 4 0 0 72 16.500 1.00 46.20 0 0 0| 0 100 0 0 76 12.500 0.98 42.82 0 0 0| 0 363 0 0 80 10.500 0.96 40.12 0 0 0| 0 0 0 0 82 6.750 8.750 0.92 38.78 6.750 S 6.750 S 0 0 5| 0 161 0 0 84 7.000 0.84 38.55 0 0 0| 0 0 0 0 86 5.250 0.76 34.78 0 0 0| 0 353 0 0 88 3.750 0.63 33.63 0 0 0| 0 5 0 0 90 2.750 0.50 33.81 0 0 0| 0 495 0 0 92 1.500 0.37 30.06 0 0 0| 0 250 0 0 94 1.250 0.28 32.07 0 0 0| 0 7,343 0 0 96 0.750 0.20 33.06 0 0 0| 0 50 0 0 98 0.500 0.15 34.81 0 0 0| 0 236 0 0 100 CAB 0.03 40.81 0 0 0| 0 0 0 0 110 Total 0 0 5| 0 9,365 0 0 Indicative a-t-m Vol 35.36 Underlying Price 92.500 Time to expiry: 49 Days Oct 10 16.500 0.96 44.09 0 0 0| 0 0 0 0 76 12.750 0.89 40.52 0 0 0| 0 0 0 0 80 11.000 0.84 38.81 0 0 0| 0 0 0 0 82 9.500 0.76 38.73 0 0 0| 0 0 0 0 84 8.000 0.70 37.51 0 0 0| 0 0 0 0 86 6.750 0.63 37.26 0 0 0| 0 0 0 0 88 5.500 0.57 34.90 0 0 0| 0 50 0 0 90 4.500 0.51 36.43 0 0 0| 0 23 0 0 92 3.500 0.44 34.28 0 0 0| 0 0 0 0 94 2.500 0.36 32.91 0 0 0| 0 43 0 0 96 2.250 0.31 34.37 0 0 0| 0 0 0 0 98 1.750 0.26 34.17 0 0 0| 0 0 0 0 100 0.500 0.08 34.39 0 0 0| 0 0 0 0 110 Total 0 0 0| 0 116 0 0 Indicative a-t-m Vol 36.27 Underlying Price 92.500 Time to expiry: 84 Days Nov 10 13.500 0.80 37.72 0 0 0| 0 0 0 0 80 11.000 0.70 39.84 0 0 0| 0 0 0 0 84 8.250 0.62 37.30 0 0 0| 0 0 0 0 88 7.250 0.57 36.70 0 0 0| 0 0 0 0 90 6.000 0.52 36.35 0 0 0| 0 0 0 0 92 5.250 0.47 36.20 0 0 0| 0 0 0 0 94 4.250 0.42 34.63 0 0 0| 0 0 0 0 96 3.500 0.37 34.24 0 0 0| 0 0 0 0 98 2.750 0.32 33.62 0 0 0| 0 0 0 0 100 Equity Options 21:55 Business Day Fri 27 Aug 2010 Previous Business Day Thu 26 Aug 2010 Page 28 Calls | Block | Opening Settle Delta Vola- Daily Trade Bclear Total | Official **Open Change Exer- Exer Trans Price tility High Low Volume Volume*** Volume | Volume Int cises Price | 0.500 0.09 27.73 0 0 0| 0 0 0 0 110 Total 0 0 0| 0 0 0 0 Indicative a-t-m Vol 37.46 Underlying Price 92.500 Time to expiry: 112 Days Dec 10 28.500 1.00 41.18 0 0 0| 0 3 0 0 64 24.500 0.99 38.22 0 0 0| 0 0 0 0 68 20.750 0.94 38.04 0 0 0| 0 2 0 0 72 17.250 0.85 37.61 0 0 0| 0 30 0 0 76 13.750 0.79 33.90 0 0 0| 0 0 0 0 80 12.000 0.69 39.36 0 0 0| 0 6 0 0 84 7.750 9.750 0.61 39.84 7.750 S 7.750 S 0 0 5| 0 56 0 0 88 7.250 0.53 37.43 0 0 0| 0 238 0 0 92 5.750 0.45 37.58 0 0 0| 0 181 0 0 96 4.000 0.37 36.05 0 0 0| 0 3,508 0 0 100 0.750 0.09 34.72 0 0 0| 0 0 0 0 120 Total 0 0 5| 0 4,024 0 0 Indicative a-t-m Vol 37.86 Underlying Price 92.500 Time to expiry: 203 Days Mar 11 29.250 0.90 44.12 0 0 0| 0 0 0 0 64 21.750 0.85 36.55 0 0 0| 0 0 0 0 72 18.250 0.81 33.50 0 0 0| 0 0 0 0 76 15.500 0.75 32.94 0 0 0| 0 0 0 0 80 14.750 0.67 40.05 0 0 0| 0 1 0 0 84 12.250 0.61 38.55 0 0 0| 0 14 0 0 88 10.250 0.55 38.36 0 0 0| 0 15 0 0 92 8.000 0.49 36.35 0 0 0| 0 22 0 0 96 6.750 0.43 36.42 0 0 0| 0 1 0 0 100 1.750 0.16 32.80 0 0 0| 0 0 0 0 120 Total 0 0 0| 0 53 0 0 Total Calls 0 0 10| 0 13,558 0 0 | Equity Options 21:55 Business Day Fri 27 Aug 2010 Previous Business Day Thu 26 Aug 2010 Page 29 Puts | Block | Opening Settle Delta Vola- Daily Trade Bclear Total | Official **Open Change Exer- Exer Trans Price tility High Low Volume Volume*** Volume | Volume Int cises Price | Legal & General Group plc - STND OPT (LGE) Indicative a-t-m Vol 29.83 Underlying Price 92.500 Time to expiry: 21 Days Sep 10 CAB 0.00 75.36 0 0 0| 0 0 0 0 56 CAB -0.01 63.51 0 0 0| 0 427 0 0 64 CAB -0.01 56.82 0 0 0| 0 460 0 0 68 CAB -0.03 51.23 0 0 0| 0 95 0 0 72 0.250 -0.04 44.55 0 0 0| 0 66 0 0 76 0.500 -0.09 41.65 0 0 0| 0 95 0 0 80 0.750 -0.13 40.78 0 0 0| 0 0 0 0 82 1.000 -0.19 40.99 0 0 0| 0 65 0 0 84 1.500 -0.25 39.27 0 0 0| 0 0 0 0 86 1.750 -0.32 35.31 0 0 0| 0 8 0 0 88 2.250 -0.42 33.40 0 0 0| 0 15 0 0 90 3.250 -0.53 30.65 0 0 0| 0 0 0 0 92 4.250 -0.65 29.01 0 0 0| 0 0 0 0 94 6.250 -0.70 36.09 0 0 0| 0 35 0 0 96 7.000 -0.86 25.82 0 0 0| 0 0 0 0 98 8.750 -0.94 23.83 0 0 0| 0 0 0 0 100 18.750 -1.00 14.31 0 0 0| 0 0 0 0 110 Total 0 0 0| 0 1,266 0 0 Indicative a-t-m Vol 34.80 Underlying Price 92.500 Time to expiry: 49 Days Oct 10 1.250 -0.14 50.59 0 0 0| 0 0 0 0 76 1.500 -0.18 43.30 0 0 0| 0 0 0 0 80 1.750 -0.22 40.89 0 0 0| 0 40 0 0 82 2.250 -0.26 38.83 0 0 0| 0 0 0 0 84 2.750 -0.31 38.43 0 0 0| 0 0 0 0 86 3.250 -0.37 36.13 0 0 0| 0 23 0 0 88 4.250 -0.43 36.67 0 0 0| 0 0 0 0 90 5.000 -0.50 34.46 0 0 0| 0 0 0 0 92 6.250 -0.56 35.13 0 0 0| 0 0 0 0 94 7.500 -0.63 34.71 0 0 0| 0 0 0 0 96 8.750 -0.70 33.20 0 0 0| 0 0 0 0 98 10.250 -0.76 32.81 0 0 0| 0 0 0 0 100 18.750 -0.98 25.02 0 0 0| 0 0 0 0 110 Total 0 0 0| 0 63 0 0 Indicative a-t-m Vol 35.47 Underlying Price 92.500 Time to expiry: 84 Days Nov 10 3.000 -0.23 44.49 0 0 0| 0 0 0 0 80 3.750 -0.30 40.07 0 0 0| 0 0 0 0 84 4.750 -0.38 36.81 0 0 0| 0 0 0 0 88 5.750 -0.43 36.24 0 0 0| 0 0 0 0 90 6.750 -0.48 35.89 0 0 0| 0 0 0 0 92 7.750 -0.53 35.05 0 0 0| 0 0 0 0 94 8.750 -0.58 34.91 0 0 0| 0 0 0 0 96 10.000 -0.64 33.73 0 0 0| 0 0 0 0 98 11.500 -0.68 33.91 0 0 0| 0 0 0 0 100 19.500 -0.88 31.35 0 0 0| 0 0 0 0 110 Equity Options 21:55 Business Day Fri 27 Aug 2010 Previous Business Day Thu 26 Aug 2010 Page 30 Puts | Block | Opening Settle Delta Vola- Daily Trade Bclear Total | Official **Open Change Exer- Exer Trans Price tility High Low Volume Volume*** Volume | Volume Int cises Price | Total 0 0 0| 0 0 0 0 Indicative a-t-m Vol 37.29 Underlying Price 92.500 Time to expiry: 112 Days Dec 10 0.500 -0.05 40.92 0 0 0| 0 33 0 0 64 0.750 -0.07 39.04 0 0 0| 0 0 0 0 68 1.000 -0.11 38.02 0 0 0| 0 6 0 0 72 1.750 -0.16 37.96 0 0 0| 0 12 0 0 76 3.000 -0.23 38.86 0 0 0| 0 127 0 0 80 4.500 -0.31 39.65 0 0 0| 0 126 0 0 84 6.250 -0.39 39.06 0 0 0| 0 250 0 0 88 8.000 -0.47 37.46 0 0 0| 0 16 0 0 92 11.250 10.250 -0.55 36.80 11.250 11.250 0 0 5| 0 0 0 0 96 13.000 -0.63 37.18 0 0 0| 0 0 0 0 100 29.250 -0.91 34.62 0 0 0| 0 0 0 0 120 Total 0 0 5| 0 570 0 0 Indicative a-t-m Vol 37.95 Underlying Price 92.500 Time to expiry: 203 Days Mar 11 1.750 -0.10 43.91 0 0 0| 0 5 0 0 64 2.500 -0.16 38.14 0 0 0| 0 0 0 0 72 2.750 -0.19 34.01 0 0 0| 0 0 0 0 76 4.750 -0.26 36.99 0 0 0| 0 15 0 0 80 6.750 -0.33 38.53 0 0 0| 0 6 0 0 84 8.250 -0.39 37.08 0 0 0| 0 10 0 0 88 10.750 -0.45 38.40 0 0 0| 0 13 0 0 92 12.500 -0.52 36.58 0 0 0| 0 0 0 0 96 15.000 -0.58 36.06 0 0 0| 0 0 0 0 100 30.250 -0.84 33.23 0 0 0| 0 0 0 0 120 Total 0 0 0| 0 49 0 0 Total Puts 0 0 5| 0 1,948 0 0 Grand Total 0 0 15| 610,000 625,506 0 0 Equity Options 21:55 Business Day Fri 27 Aug 2010 Previous Business Day Thu 26 Aug 2010 Page 31 Calls | Block | Opening Settle Delta Vola- Daily Trade Bclear Total | Official **Open Change Exer- Exer Trans Price tility High Low Volume Volume*** Volume | Volume Int cises Price | Lloyds Banking Group plc STND OPT (TSB) Indicative a-t-m Vol 42.49 Underlying Price 68.630 Time to expiry: 21 Days Sep 10 28.750 1.00 72.59 0 0 0| 0 1 0 0 40 23.750 1.00 64.61 0 0 0| 0 3 0 0 45 20.750 0.99 61.75 0 0 0| 0 1,371 0 0 48 15.750 0.97 57.38 0 0 0| 0 1,418 0 0 53 10.250 0.89 53.36 0 0 0| 0 16,840 0 0 59 6.000 0.74 49.34 0 0 0| 0 2,251 0 0 64 3.750 0.61 44.74 0 0 0| 6 12,957 -6 0 67 3.250 0.56 43.19 0 0 0| 0 55 0 0 68 1.500 0.33 40.40 0 0 0| 0 768 0 0 72 0.500 0.16 40.15 0 0 0| 0 567 0 0 76 0.250 0.07 40.84 0 0 0| 0 25,230 0 0 80 CAB 0.00 45.07 0 0 0| 0 75 0 0 107 CAB 0.00 48.78 0 0 0| 0 0 0 0 120 Total 0 0 0| 6 61,536 -6 0 Indicative a-t-m Vol 40.27 Underlying Price 68.630 Time to expiry: 49 Days Oct 10 25.000 0.97 67.75 0 0 0| 0 0 0 0 44 21.000 0.95 65.66 0 0 0| 0 0 0 0 48 13.750 0.87 54.66 0 0 0| 0 0 0 0 56 10.000 0.82 45.09 0 0 0| 0 386 0 0 60 6.500 7.000 0.70 44.74 6.500 6.500 0 0 7| 0 1,035 0 0 64 4.500 0.56 40.13 0 0 0| 10 63 +10 0 68 2.750 0.41 40.68 0 0 0| 10 358 +10 0 72 1.250 0.25 37.26 0 0 0| 0 2,936 0 0 76 0.750 0.15 37.76 0 0 0| 0 3,182 0 0 80 0.500 0.10 39.68 0 0 0| 0 0 0 0 84 0.250 0.07 42.95 0 0 0| 0 0 0 0 88 0.250 0.06 53.40 0 0 0| 0 0 0 0 96 Total 0 0 7| 20 7,960 +20 0 Indicative a-t-m Vol 43.00 Underlying Price 68.630 Time to expiry: 84 Days Nov 10 21.500 0.92 58.27 0 0 0| 0 0 0 0 48 14.500 0.82 53.13 0 0 0| 0 0 0 0 56 8.250 0.67 44.02 0 0 0| 0 0 0 0 64 6.000 0.56 43.38 0 0 0| 0 0 0 0 68 4.250 0.45 41.83 0 0 0| 0 0 0 0 72 1.750 0.25 40.76 0 0 0| 0 0 0 0 80 0.500 0.08 35.00 0 0 0| 0 0 0 0 88 Total 0 0 0| 0 0 0 0 Indicative a-t-m Vol 43.13 Underlying Price 68.630 Time to expiry: 112 Days Dec 10 52.750 1.00 80.97 0 0 0| 0 10 0 0 16 47.750 1.00 76.97 0 0 0| 0 10 0 0 21 43.750 1.00 72.97 0 0 0| 0 25 0 0 25 37.750 0.99 69.12 0 0 0| 0 0 0 0 31 Equity Options 21:55 Business Day Fri 27 Aug 2010 Previous Business Day Thu 26 Aug 2010 Page 32 Calls | Block | Opening Settle Delta Vola- Daily Trade Bclear Total | Official **Open Change Exer- Exer Trans Price tility High Low Volume Volume*** Volume | Volume Int cises Price | 35.750 0.99 66.17 0 0 0| 0 2 0 0 33 32.000 0.98 60.68 0 0 0| 0 10 0 0 37 28.000 0.96 57.90 0 0 0| 0 335 0 0 41 24.500 0.94 55.77 0 0 0| 0 0 0 0 45 21.000 0.90 54.90 0 0 0| 0 189 0 0 49 19.250 0.88 53.83 0 0 0| 0 3,738 0 0 51 11.500 0.72 49.10 0 0 0| 0 15,750 0 0 61 9.500 0.66 47.06 0 0 0| 0 30 0 0 64 7.000 0.57 43.84 0 0 0| 15 315 +15 0 68 5.500 0.49 41.71 0 0 0| 0 5,847 0 0 71 5.000 0.47 41.49 0 0 0| 0 860 0 0 72 3.750 0.38 42.74 0 0 0| 0 3,392 0 0 76 2.750 0.30 42.55 0 0 0| 0 2,656 0 0 80 2.500 0.28 42.27 0 0 0| 0 10,601 0 0 81 0.750 0.13 39.93 0 0 0| 0 8,543 0 0 91 0.250 0.04 37.67 0 0 0| 0 3,580 0 0 102 CAB 0.02 39.72 0 0 0| 0 0 0 0 112 CAB 0.01 41.09 0 0 0| 0 0 0 0 122 CAB 0.00 45.45 0 0 0| 0 53 0 0 142 CAB 0.00 48.16 0 0 0| 0 0 0 0 162 CAB 0.00 48.74 0 0 0| 0 525 0 0 244 Total 0 0 0| 15 56,471 +15 0 Indicative a-t-m Vol 44.11 Underlying Price 68.630 Time to expiry: 203 Days Mar 11 30.250 0.92 62.20 0 0 0| 0 0 0 0 40 26.500 0.90 57.51 0 0 0| 0 0 0 0 44 23.250 0.86 54.72 0 0 0| 0 30 0 0 48 17.750 0.76 53.74 0 0 0| 0 19 0 0 56 14.250 0.72 48.01 0 0 0| 0 8,435 0 0 60 11.750 0.65 45.79 0 0 0| 0 1,013 0 0 64 7.500 0.51 43.11 0 0 0| 0 10,476 0 0 72 4.250 4.500 0.37 40.25 4.250 4.250 0 0 57| 0 971 0 0 80 2.500 0.24 38.17 0 0 0| 0 8 0 0 88 0.250 0.04 39.97 0 0 0| 0 0 0 0 120 Total 0 0 57| 0 20,952 0 0 Indicative a-t-m Vol 44.70 Underlying Price 68.630 Time to expiry: 294 Days Jun 11 38.000 0.95 63.51 0 0 0| 0 5,900 0 0 32 31.000 0.91 57.85 0 0 0| 0 1,964 0 0 40 24.500 0.84 53.43 0 0 0| 0 0 0 0 48 20.750 0.79 50.74 0 0 0| 0 273 0 0 53 18.500 0.76 49.39 0 0 0| 0 0 0 0 56 16.000 0.71 47.94 0 0 0| 0 40 0 0 60 13.750 0.65 46.91 0 0 0| 0 7 0 0 64 9.500 0.54 43.38 0 0 0| 0 536 0 0 72 6.250 0.42 41.49 0 0 0| 0 790 0 0 80 1.750 0.15 40.62 0 0 0| 0 31 0 0 107 1.000 0.10 41.13 0 0 0| 0 0 0 0 120 Total 0 0 0| 0 9,541 0 0 Equity Options 21:55 Business Day Fri 27 Aug 2010 Previous Business Day Thu 26 Aug 2010 Page 33 Calls | Block | Opening Settle Delta Vola- Daily Trade Bclear Total | Official **Open Change Exer- Exer Trans Price tility High Low Volume Volume*** Volume | Volume Int cises Price | Indicative a-t-m Vol 44.12 Underlying Price 68.630 Time to expiry: 476 Days Dec 11 53.000 0.99 67.37 0 0 0| 0 0 0 0 16 48.500 0.98 66.13 0 0 0| 0 0 0 0 21 45.000 0.96 63.02 0 0 0| 0 0 0 0 25 43.250 0.96 61.48 0 0 0| 0 0 0 0 27 39.750 0.94 59.58 0 0 0| 0 0 0 0 31 39.000 0.93 58.92 0 0 0| 0 0 0 0 32 38.000 0.93 58.44 0 0 0| 0 0 0 0 33 34.750 0.90 56.23 0 0 0| 0 0 0 0 37 32.500 0.88 55.41 0 0 0| 0 5 0 0 40 31.750 0.88 55.33 0 0 0| 0 0 0 0 41 26.000 0.81 51.86 0 0 0| 0 0 0 0 49 24.500 0.80 51.05 0 0 0| 0 0 0 0 51 23.250 0.78 50.18 0 0 0| 0 350 0 0 53 18.500 0.70 48.13 0 0 0| 0 0 0 0 61 12.750 0.58 43.12 0 0 0| 0 306 0 0 71 9.500 0.48 41.91 0 0 0| 0 8 0 0 80 9.000 0.47 41.96 0 0 0| 0 50 0 0 81 4.500 0.27 43.27 0 0 0| 0 221 0 0 107 3.000 0.20 43.53 0 0 0| 0 0 0 0 120 Total 0 0 0| 0 940 0 0 Indicative a-t-m Vol 41.95 Underlying Price 68.630 Time to expiry: 658 Days Jun 12 33.500 0.88 51.17 0 0 0| 0 0 0 0 40 26.750 0.83 43.64 0 0 0| 0 0 0 0 48 18.750 0.71 39.40 0 0 0| 0 0 0 0 60 13.000 0.53 45.06 0 0 0| 0 0 0 0 80 3.250 0.20 37.11 0 0 0| 0 0 0 0 120 Total 0 0 0| 0 0 0 0 Indicative a-t-m Vol 48.76 Underlying Price 68.630 Time to expiry: 847 Days Dec 12 36.500 0.86 57.93 0 0 0| 0 0 0 0 40 31.250 0.81 54.22 0 0 0| 0 32 0 0 48 24.750 0.73 50.76 0 0 0| 0 15 0 0 60 16.000 0.57 46.31 0 0 0| 0 1 0 0 80 7.000 0.32 43.84 0 0 0| 0 0 0 0 120 Total 0 0 0| 0 48 0 0 Total Calls 0 0 64| 41 157,448 +29 0 | Equity Options 21:55 Business Day Fri 27 Aug 2010 Previous Business Day Thu 26 Aug 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 | Lloyds Banking Group plc STND OPT (TSB) Indicative a-t-m Vol 42.49 Underlying Price 68.630 Time to expiry: 21 Days Sep 10 CAB 0.00 72.59 0 0 0| 0 604 0 0 40 CAB 0.00 64.61 0 0 0| 0 0 0 0 45 CAB -0.01 61.75 0 0 0| 0 7,998 0 0 48 CAB -0.03 57.38 0 0 0| 0 9,269 0 0 53 0.500 -0.11 53.36 0 0 0| 5 11,305 -5 0 59 1.500 -0.26 49.34 0 0 0| 0 18,914 0 0 64 2.250 2.250 -0.39 44.74 2.250 2.250 0 0 12| 6 219 0 0 67 2.500 -0.44 43.19 0 0 0| 0 100 0 0 68 4.750 -0.67 40.40 0 0 0| 0 584 0 0 72 8.000 -0.84 40.15 0 0 0| 0 20 0 0 76 11.500 -0.93 40.84 0 0 0| 0 267 0 0 80 38.250 -1.00 45.07 0 0 0| 0 0 0 0 107 51.250 -1.00 48.78 0 0 0| 0 0 0 0 120 Total 0 0 12| 11 49,280 -5 0 Indicative a-t-m Vol 39.66 Underlying Price 68.630 Time to expiry: 49 Days Oct 10 0.250 -0.03 69.23 0 0 0| 0 0 0 0 44 0.500 -0.05 64.37 0 0 0| 0 0 0 0 48 1.000 -0.13 54.42 0 0 0| 0 2,240 0 0 56 1.250 -0.19 45.57 0 0 0| 0 49 0 0 60 2.250 -0.30 42.14 0 0 0| 10 496 +10 0 64 3.750 -0.44 40.13 0 0 0| 60 735 +10 0 68 5.750 -0.60 38.23 0 0 0| 0 175 0 0 72 8.750 -0.75 36.96 0 0 0| 0 25 0 0 76 12.000 -0.87 35.55 0 0 0| 0 0 0 0 80 15.750 -0.89 41.32 0 0 0| 0 0 0 0 84 19.500 -0.94 41.08 0 0 0| 0 100 0 0 88 27.500 -0.97 46.30 0 0 0| 0 0 0 0 96 Total 0 0 0| 70 3,820 +20 0 Indicative a-t-m Vol 41.08 Underlying Price 68.630 Time to expiry: 84 Days Nov 10 0.750 -0.08 58.27 0 0 0| 0 0 0 0 48 1.750 -0.17 51.88 0 0 0| 0 0 0 0 56 3.500 -0.33 43.15 0 0 0| 250 250 +250 0 64 5.000 -0.44 41.47 0 0 0| 0 225 0 0 68 7.250 -0.56 39.90 0 0 0| 0 0 0 0 72 13.000 -0.76 39.34 0 0 0| 0 0 0 0 80 19.750 -0.93 33.90 0 0 0| 0 0 0 0 88 Total 0 0 0| 250 475 +250 0 Indicative a-t-m Vol 43.13 Underlying Price 68.630 Time to expiry: 112 Days Dec 10 CAB 0.00 80.97 0 0 0| 0 1,000 0 0 16 CAB 0.00 76.97 0 0 0| 0 0 0 0 21 CAB 0.00 72.97 0 0 0| 0 4 0 0 25 CAB -0.01 69.12 0 0 0| 0 650 0 0 31 0.250 -0.01 66.17 0 0 0| 0 335 0 0 33 Equity Options 21:55 Business Day Fri 27 Aug 2010 Previous Business Day Thu 26 Aug 2010 Page 35 Puts | Block | Opening Settle Delta Vola- Daily Trade Bclear Total | Official **Open Change Exer- Exer Trans Price tility High Low Volume Volume*** Volume | Volume Int cises Price | 0.250 -0.02 60.68 0 0 0| 0 1,525 0 0 37 0.500 -0.04 57.90 0 0 0| 0 7,848 0 0 41 0.750 -0.06 55.77 0 0 0| 0 250 0 0 45 1.250 -0.10 54.90 0 0 0| 0 1,097 0 0 49 1.500 -0.12 53.83 0 0 0| 10 6,161 -10 0 51 3.750 -0.28 49.10 0 0 0| 15 20,718 0 0 61 4.750 -0.34 47.06 0 0 0| 10 548 +10 0 64 6.250 -0.43 43.84 0 0 0| 0 768 0 0 68 7.750 -0.51 41.71 0 0 0| 0 3,391 0 0 71 8.250 -0.53 41.49 0 0 0| 0 310 0 0 72 11.000 -0.62 42.74 0 0 0| 0 28 0 0 76 14.000 -0.70 42.55 0 0 0| 0 105 0 0 80 14.750 -0.72 42.27 0 0 0| 0 277 0 0 81 23.000 -0.88 39.93 0 0 0| 0 58 0 0 91 33.500 -0.97 37.67 0 0 0| 0 11 0 0 102 43.500 -0.99 39.72 0 0 0| 0 0 0 0 112 53.250 -1.00 41.09 0 0 0| 0 16 0 0 122 73.250 -1.00 45.45 0 0 0| 0 759 0 0 142 93.250 -1.00 48.16 0 0 0| 0 0 0 0 162 175.250 -1.00 48.74 0 0 0| 0 0 0 0 244 Total 0 0 0| 35 45,859 0 0 Indicative a-t-m Vol 44.11 Underlying Price 68.630 Time to expiry: 203 Days Mar 11 1.500 -0.08 62.20 0 0 0| 0 130 0 0 40 1.750 -0.10 57.51 0 0 0| 0 0 0 0 44 2.500 -0.14 54.72 0 0 0| 0 8,713 0 0 48 4.000 4.750 -0.24 53.74 4.000 4.000 0 0 48| 0 39 0 0 56 5.250 -0.29 48.01 0 0 0| 0 104 0 0 60 6.750 -0.35 45.79 0 0 0| 0 139 0 0 64 10.750 -0.49 43.11 0 0 0| 0 456 0 0 72 15.500 -0.64 40.25 0 0 0| 0 146 0 0 80 21.500 -0.77 38.17 0 0 0| 0 0 0 0 88 51.500 -0.97 39.97 0 0 0| 0 0 0 0 120 Total 0 0 48| 0 9,727 0 0 Indicative a-t-m Vol 44.70 Underlying Price 68.630 Time to expiry: 294 Days Jun 11 1.000 -0.05 63.51 0 0 0| 0 20 0 0 32 2.000 -0.09 57.85 0 0 0| 0 25 0 0 40 3.500 -0.16 53.43 0 0 0| 0 0 0 0 48 4.750 -0.21 50.74 0 0 0| 0 1,074 0 0 53 5.500 -0.24 49.39 0 0 0| 0 0 0 0 56 7.000 -0.29 47.94 0 0 0| 0 40 0 0 60 8.750 -0.35 46.91 0 0 0| 0 195 0 0 64 12.500 -0.47 43.38 0 0 0| 0 520 0 0 72 17.250 -0.59 41.49 0 0 0| 0 29 0 0 80 39.750 -0.86 40.62 0 0 0| 0 0 0 0 107 52.000 -0.92 41.13 0 0 0| 0 10 0 0 120 Total 0 0 0| 0 1,913 0 0 Equity Options 21:55 Business Day Fri 27 Aug 2010 Previous Business Day Thu 26 Aug 2010 Page 36 Puts | Block | Opening Settle Delta Vola- Daily Trade Bclear Total | Official **Open Change Exer- Exer Trans Price tility High Low Volume Volume*** Volume | Volume Int cises Price | Indicative a-t-m Vol 44.12 Underlying Price 68.630 Time to expiry: 476 Days Dec 11 0.250 -0.01 67.37 0 0 0| 0 0 0 0 16 0.750 -0.02 66.13 0 0 0| 0 0 0 0 21 1.000 -0.04 63.02 0 0 0| 0 0 0 0 25 1.250 -0.04 61.48 0 0 0| 0 0 0 0 27 1.750 -0.06 59.58 0 0 0| 0 0 0 0 31 2.000 -0.07 58.92 0 0 0| 0 0 0 0 32 2.000 -0.07 58.44 0 0 0| 0 0 0 0 33 2.750 -0.10 56.23 0 0 0| 0 1,500 0 0 37 3.500 -0.12 55.41 0 0 0| 0 0 0 0 40 3.750 -0.12 55.33 0 0 0| 0 0 0 0 41 6.000 -0.19 53.17 0 0 0| 0 0 0 0 49 6.750 -0.21 52.56 0 0 0| 0 0 0 0 51 7.000 -0.22 50.18 0 0 0| 20 40 +20 0 53 10.250 -0.31 48.13 0 0 0| 0 357 0 0 61 14.500 -0.42 43.12 0 0 0| 0 330 0 0 71 20.000 -0.53 41.91 0 0 0| 0 85 0 0 80 20.750 -0.54 41.96 0 0 0| 0 7 0 0 81 41.750 -0.75 43.27 0 0 0| 0 0 0 0 107 53.500 -0.82 43.53 0 0 0| 0 0 0 0 120 Total 0 0 0| 20 2,319 +20 0 Indicative a-t-m Vol 41.95 Underlying Price 68.630 Time to expiry: 658 Days Jun 12 4.000 -0.12 51.17 0 0 0| 0 0 0 0 40 5.000 -0.17 43.64 0 0 0| 0 0 0 0 48 9.000 -0.29 39.40 0 0 0| 0 0 0 0 60 23.000 -0.47 45.06 0 0 0| 0 0 0 0 80 53.750 -0.79 40.09 0 0 0| 0 0 0 0 120 Total 0 0 0| 0 0 0 0 Indicative a-t-m Vol 48.76 Underlying Price 68.630 Time to expiry: 847 Days Dec 12 6.750 -0.14 57.93 0 0 0| 0 0 0 0 40 9.250 -0.19 54.22 0 0 0| 0 15 0 0 48 14.500 -0.28 50.76 0 0 0| 0 15 0 0 60 25.250 -0.44 46.31 0 0 0| 0 1 0 0 80 56.000 -0.70 43.84 0 0 0| 0 0 0 0 120 Total 0 0 0| 0 31 0 0 Total Puts 0 0 60| 386 113,424 +285 0 Grand Total 0 0 124| 1,070,427 1,340,872 +314 0 Equity Options 21:55 Business Day Fri 27 Aug 2010 Previous Business Day Thu 26 Aug 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 | Logica plc - STND OPT (LOG) Indicative a-t-m Vol 39.85 Underlying Price 110.500 Time to expiry: 21 Days Sep 10 30.750 0.97 78.06 0 0 0| 0 0 0 0 80 22.750 0.96 59.31 0 0 0| 0 0 0 0 88 15.000 0.92 46.64 0 0 0| 0 37 0 0 96 11.500 0.85 45.51 0 0 0| 0 1 0 0 100 4.250 0.54 40.39 0 0 0| 0 42 0 0 110 0.750 0.16 35.02 0 0 0| 0 97 0 0 120 CAB 0.03 36.27 0 0 0| 0 288 0 0 130 CAB 0.00 38.10 0 0 0| 0 280 0 0 140 CAB 0.00 39.33 0 0 0| 0 2,150 0 0 150 CAB 0.00 39.94 0 0 0| 0 0 0 0 160 CAB 0.00 40.85 0 0 0| 0 0 0 0 180 Total 0 0 0| 0 2,895 0 0 Indicative a-t-m Vol 41.88 Underlying Price 110.500 Time to expiry: 112 Days Dec 10 23.500 0.88 43.61 0 0 0| 0 0 0 0 88 17.500 0.75 42.69 0 0 0| 0 0 0 0 96 14.750 0.69 41.68 0 0 0| 0 100 0 0 100 9.500 0.53 42.09 0 0 0| 0 10 0 0 110 5.500 0.37 40.03 0 0 0| 0 312 0 0 120 3.250 0.24 39.98 0 0 0| 0 0 0 0 130 1.500 0.14 38.79 0 0 0| 0 14 0 0 140 0.750 0.08 38.03 0 0 0| 0 12 0 0 150 0.250 0.04 37.22 0 0 0| 0 31 0 0 160 CAB 0.01 35.44 0 0 0| 0 20 0 0 180 Total 0 0 0| 0 499 0 0 Indicative a-t-m Vol 38.93 Underlying Price 110.500 Time to expiry: 203 Days Mar 11 25.750 0.79 43.98 0 0 0| 0 60 0 0 88 20.000 0.71 41.76 0 0 0| 0 40 0 0 96 17.750 0.67 41.05 0 0 0| 0 20 0 0 100 12.250 0.55 39.11 0 0 0| 0 0 0 0 110 8.000 0.42 37.35 0 0 0| 0 10 0 0 120 5.000 0.30 36.34 0 0 0| 0 0 0 0 130 3.000 0.20 35.02 0 0 0| 0 0 0 0 140 Total 0 0 0| 0 130 0 0 Total Calls 0 0 0| 0 3,524 0 0 | Equity Options 21:55 Business Day Fri 27 Aug 2010 Previous Business Day Thu 26 Aug 2010 Page 38 Puts | Block | Opening Settle Delta Vola- Daily Trade Bclear Total | Official **Open Change Exer- Exer Trans Price tility High Low Volume Volume*** Volume | Volume Int cises Price | Logica plc - STND OPT (LOG) Indicative a-t-m Vol 31.71 Underlying Price 110.500 Time to expiry: 21 Days Sep 10 CAB -0.01 53.42 0 0 0| 0 0 0 0 80 0.250 -0.04 49.45 0 0 0| 0 0 0 0 88 0.500 -0.09 39.52 0 0 0| 0 100 0 0 96 1.000 1.250 -0.19 40.00 1.000 1.000 0 0 3| 0 130 0 0 100 4.250 -0.55 32.86 0 0 0| 0 3 0 0 110 12.750 11.500 -0.97 21.37 12.750 S 12.750 S 0 0 10| 0 90 0 0 120 21.500 -1.00 27.39 0 0 0| 0 201 0 0 130 31.500 -0.98 47.55 0 0 0| 0 290 0 0 140 41.500 -0.98 60.31 0 0 0| 0 10 0 0 150 51.500 -0.99 62.01 0 0 0| 0 0 0 0 160 71.500 -1.00 63.71 0 0 0| 0 0 0 0 180 Total 0 0 13| 0 824 0 0 Indicative a-t-m Vol 37.69 Underlying Price 110.500 Time to expiry: 112 Days Dec 10 2.500 -0.16 43.06 0 0 0| 0 0 0 0 88 4.000 -0.25 40.17 0 0 0| 0 0 0 0 96 5.500 -0.31 39.66 0 0 0| 0 15 0 0 100 9.750 -0.48 37.74 0 0 0| 0 39 0 0 110 16.250 16.000 -0.65 37.23 16.500 S 16.250 S 0 0 10| 0 10 0 0 120 23.250 -0.81 33.38 0 0 0| 0 26 0 0 130 32.250 -0.90 34.08 0 0 0| 0 20 0 0 140 41.750 -0.96 33.35 0 0 0| 0 0 0 0 150 52.500 -0.91 48.89 0 0 0| 0 0 0 0 160 71.500 -1.00 36.82 0 0 0| 0 0 0 0 180 Total 0 0 10| 0 110 0 0 Indicative a-t-m Vol 37.97 Underlying Price 110.500 Time to expiry: 203 Days Mar 11 4.000 -0.19 40.19 0 0 0| 0 16 0 0 88 6.750 -0.28 40.15 0 0 0| 0 10 0 0 96 8.250 -0.33 39.52 0 0 0| 0 3 0 0 100 13.000 -0.46 38.13 0 0 0| 0 18 0 0 110 18.750 -0.59 36.50 0 0 0| 0 5 0 0 120 25.750 -0.71 35.40 0 0 0| 0 0 0 0 130 33.750 -0.81 34.08 0 0 0| 0 0 0 0 140 Total 0 0 0| 0 52 0 0 Total Puts 0 0 23| 0 986 0 0 Grand Total 0 0 23| 280,000 284,510 0 0 Equity Options 21:55 Business Day Fri 27 Aug 2010 Previous Business Day Thu 26 Aug 2010 Page 39 Calls | Block | Opening Settle Delta Vola- Daily Trade Bclear Total | Official **Open Change Exer- Exer Trans Price tility High Low Volume Volume*** Volume | Volume Int cises Price | London Stock Exchange plc - STND OPT (LSE) Indicative a-t-m Vol 31.19 Underlying Price 657.500 Time to expiry: 21 Days Sep 10 197.750 1.00 50.95 0 0 0| 0 0 0 0 460 177.750 1.00 43.64 0 0 0| 0 0 0 0 480 137.750 1.00 34.59 0 0 0| 0 0 0 0 520 117.750 0.99 32.13 0 0 0| 0 0 0 0 540 98.000 0.99 28.79 0 0 0| 0 36 0 0 560 78.750 0.96 30.90 0 0 0| 0 2 0 0 580 60.500 0.89 31.39 0 0 0| 0 0 0 0 600 44.000 0.79 31.58 0 0 0| 0 0 0 0 620 30.000 0.65 31.31 0 0 0| 0 27 0 0 640 19.000 0.50 31.18 0 0 0| 0 0 0 0 660 11.000 0.34 30.77 0 0 0| 0 6 0 0 680 5.750 0.21 30.60 0 0 0| 0 0 0 0 700 3.000 0.12 30.88 0 0 0| 0 62 0 0 720 2.250 0.08 40.40 0 0 0| 0 6 0 0 760 0.250 0.01 35.59 0 0 0| 0 3 0 0 800 CAB 0.00 32.60 0 0 0| 0 0 0 0 880 Total 0 0 0| 0 142 0 0 Indicative a-t-m Vol 34.53 Underlying Price 657.500 Time to expiry: 112 Days Dec 10 180.250 0.96 35.45 0 0 0| 0 0 0 0 480 144.000 0.91 35.71 0 0 0| 0 0 0 0 520 110.500 0.83 35.21 0 0 0| 0 0 0 0 560 81.500 0.72 35.12 0 0 0| 0 24 0 0 600 57.500 0.60 34.60 0 0 0| 0 21 0 0 640 39.000 0.47 34.44 0 0 0| 0 7 0 0 680 25.250 0.34 34.07 0 0 0| 0 22 0 0 720 15.500 0.24 33.76 0 0 0| 0 0 0 0 760 9.500 0.16 33.76 0 0 0| 0 50 0 0 800 3.500 0.07 34.45 0 0 0| 0 27 0 0 880 Total 0 0 0| 0 151 0 0 Indicative a-t-m Vol 34.28 Underlying Price 657.500 Time to expiry: 203 Days Mar 11 183.250 0.93 34.82 0 0 0| 0 0 0 0 480 149.750 0.86 34.86 0 0 0| 0 0 0 0 520 119.500 0.78 34.69 0 0 0| 0 0 0 0 560 94.000 0.68 34.62 0 0 0| 0 0 0 0 600 72.250 0.59 34.34 0 0 0| 0 0 0 0 640 54.500 0.49 34.20 0 0 0| 0 0 0 0 680 40.000 0.40 33.86 0 0 0| 0 4 0 0 720 20.750 0.24 33.42 0 0 0| 0 0 0 0 800 Total 0 0 0| 0 4 0 0 Total Calls 0 0 0| 0 297 0 0 | Equity Options 21:55 Business Day Fri 27 Aug 2010 Previous Business Day Thu 26 Aug 2010 Page 40 Puts | Block | Opening Settle Delta Vola- Daily Trade Bclear Total | Official **Open Change Exer- Exer Trans Price tility High Low Volume Volume*** Volume | Volume Int cises Price | London Stock Exchange plc - STND OPT (LSE) Indicative a-t-m Vol 31.98 Underlying Price 657.500 Time to expiry: 21 Days Sep 10 CAB 0.00 49.55 0 0 0| 0 0 0 0 460 CAB 0.00 48.96 0 0 0| 0 0 0 0 480 0.250 -0.01 43.13 0 0 0| 0 27 0 0 520 0.500 -0.02 41.38 0 0 0| 0 0 0 0 540 1.000 -0.04 39.05 0 0 0| 0 63 0 0 560 2.500 -0.08 38.66 0 0 0| 0 0 0 0 580 3.250 -0.12 33.10 0 0 0| 0 5 0 0 600 7.000 -0.22 32.66 0 0 0| 0 0 0 0 620 12.750 -0.35 32.14 0 0 0| 0 27 0 0 640 21.750 -0.50 31.96 0 0 0| 0 0 0 0 660 33.750 -0.65 31.57 0 0 0| 0 1 0 0 680 48.500 -0.78 31.59 0 0 0| 0 0 0 0 700 65.500 -0.87 31.58 0 0 0| 0 36 0 0 720 103.250 -0.96 34.07 0 0 0| 0 27 0 0 760 142.750 -0.98 39.15 0 0 0| 0 0 0 0 800 222.500 -0.99 49.61 0 0 0| 0 0 0 0 880 Total 0 0 0| 0 186 0 0 Indicative a-t-m Vol 34.62 Underlying Price 657.500 Time to expiry: 112 Days Dec 10 3.250 -0.05 36.16 0 0 0| 0 0 0 0 480 7.750 -0.11 35.90 0 0 0| 0 57 0 0 520 15.250 -0.20 35.44 0 0 0| 0 0 0 0 560 27.500 -0.30 35.13 0 0 0| 0 2 0 0 600 44.750 -0.43 34.71 0 0 0| 0 29 0 0 640 67.000 -0.55 34.51 0 0 0| 0 0 0 0 680 93.750 -0.67 34.05 0 0 0| 0 21 0 0 720 124.500 -0.77 33.84 0 0 0| 0 0 0 0 760 158.750 -0.84 33.93 0 0 0| 0 0 0 0 800 232.750 -0.93 34.62 0 0 0| 0 0 0 0 880 Total 0 0 0| 0 109 0 0 Indicative a-t-m Vol 34.32 Underlying Price 657.500 Time to expiry: 203 Days Mar 11 9.000 -0.10 35.46 0 0 0| 0 0 0 0 480 16.500 -0.16 35.27 0 0 0| 0 0 0 0 520 27.250 -0.24 34.95 0 0 0| 0 0 0 0 560 42.000 -0.33 34.70 0 0 0| 0 0 0 0 600 60.250 -0.42 34.41 0 0 0| 0 0 0 0 640 82.750 -0.52 34.22 0 0 0| 0 0 0 0 680 108.500 -0.61 34.00 0 0 0| 0 0 0 0 720 169.000 -0.76 33.43 0 0 0| 0 0 0 0 800 Total 0 0 0| 0 0 0 0 Total Puts 0 0 0| 0 295 0 0 Grand Total 0 0 0| 340,000 340,592 0 0 Equity Options 21:55 Business Day Fri 27 Aug 2010 Previous Business Day Thu 26 Aug 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 | Lonmin PLC - STND OPT (LNM) Indicative a-t-m Vol 38.09 Underlying Price 1528.000 Time to expiry: 21 Days Sep 10 429.500 0.99 60.00 0 0 0| 0 0 0 0 1100 331.000 0.97 55.00 0 0 0| 0 0 0 0 1200 233.000 0.94 43.75 0 0 0| 0 0 0 0 1300 186.500 0.90 41.61 0 0 0| 0 0 0 0 1350 144.500 0.82 41.55 0 0 0| 0 4 0 0 1400 105.500 0.72 39.76 0 0 0| 0 0 0 0 1450 72.500 0.60 38.67 0 0 0| 0 0 0 0 1500 46.500 0.46 37.63 0 0 0| 0 0 0 0 1550 28.500 0.33 37.24 0 0 0| 0 2 0 0 1600 17.000 0.22 37.66 0 0 0| 0 304 0 0 1650 10.000 0.14 38.30 0 0 0| 0 0 0 0 1700 7.000 0.10 40.98 0 0 0| 0 1 0 0 1750 4.000 0.06 41.87 0 0 0| 0 8 0 0 1800 1.500 0.02 43.78 0 0 0| 0 16 0 0 1900 1.000 0.02 50.00 0 0 0| 0 20 0 0 2000 CAB 0.00 50.00 0 0 0| 0 352 0 0 2200 CAB 0.00 50.00 0 0 0| 0 37 0 0 2400 CAB 0.00 50.00 0 0 0| 0 5 0 0 2600 CAB 0.00 50.00 0 0 0| 0 367 0 0 2800 Total 0 0 0| 0 1,116 0 0 Indicative a-t-m Vol 43.00 Underlying Price 1528.000 Time to expiry: 112 Days Dec 10 370.000 0.85 49.96 0 0 0| 0 0 0 0 1200 290.000 0.78 47.05 0 0 0| 0 0 0 0 1300 221.000 0.69 45.09 0 0 0| 0 0 0 0 1400 161.500 0.58 43.34 0 0 0| 0 0 0 0 1500 114.000 0.47 42.12 0 0 0| 0 0 0 0 1600 78.000 0.37 41.15 0 0 0| 0 1 0 0 1700 51.500 0.27 40.46 0 0 0| 0 13 0 0 1800 34.500 0.20 40.51 0 0 0| 0 3 0 0 1900 19.500 0.13 38.83 0 0 0| 0 2 0 0 2000 9.500 8.500 0.06 39.67 9.500 S 9.500 S 0 0 1| 0 1 0 0 2200 3.500 0.03 40.50 0 0 0| 0 16 0 0 2400 0.500 0.01 41.42 0 0 0| 0 20 0 0 2800 Total 0 0 1| 0 56 0 0 Indicative a-t-m Vol 43.73 Underlying Price 1528.000 Time to expiry: 203 Days Mar 11 404.500 0.80 49.72 0 0 0| 0 0 0 0 1200 332.000 0.74 47.38 0 0 0| 0 0 0 0 1300 268.000 0.67 45.66 0 0 0| 0 0 0 0 1400 212.000 0.59 44.13 0 0 0| 0 0 0 0 1500 152.000 164.000 0.51 42.70 152.000 152.000 0 0 2| 0 0 0 0 1600 124.000 0.43 41.49 0 0 0| 0 1 0 0 1700 84.000 92.500 0.35 40.60 85.500 84.000 S 0 0 3| 0 0 0 0 1800 45.500 0.21 38.15 0 0 0| 0 3 0 0 2000 Total 0 0 5| 0 4 0 0 Equity Options 21:55 Business Day Fri 27 Aug 2010 Previous Business Day Thu 26 Aug 2010 Page 42 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 6| 0 1,176 0 0 | Equity Options 21:55 Business Day Fri 27 Aug 2010 Previous Business Day Thu 26 Aug 2010 Page 43 Puts | Block | Opening Settle Delta Vola- Daily Trade Bclear Total | Official **Open Change Exer- Exer Trans Price tility High Low Volume Volume*** Volume | Volume Int cises Price | Lonmin PLC - STND OPT (LNM) Indicative a-t-m Vol 38.64 Underlying Price 1528.000 Time to expiry: 21 Days Sep 10 1.000 -0.01 60.00 0 0 0| 0 0 0 0 1100 2.000 -0.03 52.81 0 0 0| 0 1 0 0 1200 6.000 -0.07 47.15 0 0 0| 0 0 0 0 1300 10.500 -0.12 45.12 0 0 0| 0 0 0 0 1350 17.500 -0.19 42.79 0 0 0| 0 3 0 0 1400 28.000 -0.28 40.62 0 0 0| 0 300 0 0 1450 45.000 -0.40 39.23 0 0 0| 0 21 0 0 1500 69.000 -0.54 38.19 0 0 0| 0 0 0 0 1550 101.000 -0.67 38.06 0 0 0| 0 10 0 0 1600 139.000 -0.78 38.16 0 0 0| 0 0 0 0 1650 179.000 -0.88 35.63 0 0 0| 0 5 0 0 1700 225.000 -0.94 35.38 0 0 0| 0 0 0 0 1750 273.500 -0.97 35.76 0 0 0| 0 40 0 0 1800 372.000 -1.00 36.01 0 0 0| 0 2 0 0 1900 472.000 -1.00 36.57 0 0 0| 0 20 0 0 2000 672.000 -1.00 39.87 0 0 0| 0 0 0 0 2200 872.000 -1.00 45.08 0 0 0| 0 15 0 0 2400 1072.000 -1.00 51.87 0 0 0| 0 0 0 0 2600 1272.000 -1.00 60.00 0 0 0| 0 4 0 0 2800 Total 0 0 0| 0 421 0 0 Indicative a-t-m Vol 43.05 Underlying Price 1528.000 Time to expiry: 112 Days Dec 10 38.500 -0.15 49.53 0 0 0| 0 2 0 0 1200 59.000 -0.22 47.00 0 0 0| 0 0 0 0 1300 90.000 -0.31 45.11 0 0 0| 0 5 0 0 1400 130.500 -0.42 43.40 0 0 0| 0 0 0 0 1500 182.500 -0.53 42.15 0 0 0| 0 1 0 0 1600 247.500 -0.63 41.35 0 0 0| 0 1 0 0 1700 321.500 -0.73 40.79 0 0 0| 0 4 0 0 1800 397.500 -0.82 38.08 0 0 0| 0 0 0 0 1900 487.000 -0.88 38.12 0 0 0| 0 0 0 0 2000 676.000 -0.95 37.97 0 0 0| 0 2 0 0 2200 872.500 -0.99 37.60 0 0 0| 0 2 0 0 2400 1272.000 -1.00 38.67 0 0 0| 0 0 0 0 2800 Total 0 0 0| 0 17 0 0 Indicative a-t-m Vol 42.43 Underlying Price 1528.000 Time to expiry: 203 Days Mar 11 71.000 -0.20 47.71 0 0 0| 0 4 0 0 1200 99.000 -0.26 45.81 0 0 0| 0 1 0 0 1300 134.500 -0.33 44.22 0 0 0| 0 1 0 0 1400 178.500 -0.41 42.84 0 0 0| 0 1 0 0 1500 230.000 -0.50 41.38 0 0 0| 0 2 0 0 1600 290.000 -0.58 40.19 0 0 0| 0 2 0 0 1700 358.500 -0.66 39.18 0 0 0| 0 2 0 0 1800 515.000 -0.80 37.54 0 0 0| 0 2 0 0 2000 Total 0 0 0| 0 15 0 0 Equity Options 21:55 Business Day Fri 27 Aug 2010 Previous Business Day Thu 26 Aug 2010 Page 44 Puts | Block | Opening Settle Delta Vola- Daily Trade Bclear Total | Official **Open Change Exer- Exer Trans Price tility High Low Volume Volume*** Volume | Volume Int cises Price | Total Puts 0 0 0| 0 453 0 0 Grand Total 0 0 6| 390,000 391,629 0 0 Equity Options 21:55 Business Day Fri 27 Aug 2010 Previous Business Day Thu 26 Aug 2010 Page 45 Calls | Block | Opening Settle Delta Vola- Daily Trade Bclear Total | Official **Open Change Exer- Exer Trans Price tility High Low Volume Volume*** Volume | Volume Int cises Price | Man Group Plc - STND OPT (EMG) Indicative a-t-m Vol 39.95 Underlying Price 206.700 Time to expiry: 21 Days Sep 10 27.500 0.93 40.40 0 0 0| 0 0 0 0 180 19.000 0.81 41.21 0 0 0| 0 0 0 0 190 11.750 0.65 39.75 0 0 0| 0 2 0 0 200 9.000 0.55 39.50 0 0 0| 0 0 0 0 205 6.750 0.46 40.62 0 0 0| 0 65 0 0 210 4.750 0.37 40.50 0 0 0| 0 112 0 0 215 3.500 0.29 41.41 0 0 0| 0 161 0 0 220 2.750 0.23 43.96 0 0 0| 0 412 0 0 225 2.250 0.18 45.13 0 0 0| 0 564 0 0 230 1.750 0.14 46.35 0 0 0| 0 85 0 0 235 1.250 0.11 47.59 0 0 0| 0 549 0 0 240 1.000 0.09 48.83 0 0 0| 0 23 0 0 245 0.750 0.07 50.06 0 0 0| 0 30 0 0 250 0.750 0.05 55.97 0 0 0| 0 371 0 0 260 0.500 0.03 57.49 0 0 0| 0 15 0 0 270 0.250 0.02 56.98 0 0 0| 0 144 0 0 280 CAB 0.00 56.48 0 0 0| 0 65 0 0 300 CAB 0.00 57.99 0 0 0| 0 88 0 0 320 CAB 0.00 57.99 0 0 0| 0 298 0 0 340 CAB 0.00 59.01 0 0 0| 0 17 0 0 360 Total 0 0 0| 0 3,001 0 0 Indicative a-t-m Vol 40.20 Underlying Price 206.700 Time to expiry: 49 Days Oct 10 30.250 0.83 44.10 0 0 0| 0 0 0 0 180 22.750 0.73 42.45 0 0 0| 0 0 0 0 190 16.000 0.62 40.62 0 0 0| 0 0 0 0 200 13.250 0.55 40.48 0 0 0| 0 0 0 0 205 10.750 0.49 39.78 0 0 0| 0 0 0 0 210 8.750 0.42 39.43 0 0 0| 0 0 0 0 215 7.000 0.36 39.32 0 0 0| 0 100 0 0 220 5.500 0.31 39.77 0 0 0| 0 24 0 0 225 4.000 0.25 37.86 0 0 0| 0 5 0 0 230 3.250 0.21 38.58 0 0 0| 0 93 0 0 235 2.500 0.17 38.52 0 0 0| 0 0 0 0 240 0.750 0.06 38.89 0 0 0| 0 0 0 0 260 Total 0 0 0| 0 222 0 0 Indicative a-t-m Vol 39.16 Underlying Price 206.700 Time to expiry: 84 Days Nov 10 32.750 0.78 42.47 0 0 0| 0 0 0 0 180 25.500 0.70 40.94 0 0 0| 0 0 0 0 190 19.250 0.61 39.66 0 0 0| 0 0 0 0 200 16.500 0.56 39.14 0 0 0| 0 0 0 0 205 14.250 0.51 39.20 0 0 0| 0 0 0 0 210 12.000 0.46 38.47 0 0 0| 0 0 0 0 215 10.250 0.41 38.39 0 0 0| 0 0 0 0 220 Equity Options 21:55 Business Day Fri 27 Aug 2010 Previous Business Day Thu 26 Aug 2010 Page 46 Calls | Block | Opening Settle Delta Vola- Daily Trade Bclear Total | Official **Open Change Exer- Exer Trans Price tility High Low Volume Volume*** Volume | Volume Int cises Price | 7.250 0.32 38.54 0 0 0| 0 0 0 0 230 Total 0 0 0| 0 0 0 0 Indicative a-t-m Vol 39.74 Underlying Price 206.700 Time to expiry: 112 Days Dec 10 33.500 0.78 43.00 0 0 0| 0 5 0 0 180 26.250 0.70 41.38 0 0 0| 0 1 0 0 190 20.250 0.61 40.22 0 0 0| 7 9 +7 0 200 15.250 0.51 39.53 0 0 0| 0 4 0 0 210 11.250 0.42 39.02 0 0 0| 0 186 0 0 220 8.250 0.33 38.87 0 0 0| 0 174 0 0 230 5.750 0.26 38.65 0 0 0| 0 212 0 0 240 3.000 0.15 38.79 0 0 0| 0 730 0 0 260 1.500 0.08 39.32 0 0 0| 0 699 0 0 280 0.750 0.04 39.61 0 0 0| 0 19 0 0 300 0.500 0.03 40.55 0 0 0| 0 310 0 0 320 Total 0 0 0| 7 2,349 +7 0 Indicative a-t-m Vol 38.80 Underlying Price 206.700 Time to expiry: 203 Days Mar 11 36.750 0.73 41.93 0 0 0| 0 5 0 0 180 30.250 0.66 40.65 0 0 0| 0 0 0 0 190 24.500 0.59 39.54 0 0 0| 0 30 0 0 200 19.500 0.51 38.48 0 0 0| 0 0 0 0 210 15.750 0.44 38.07 0 0 0| 0 10 0 0 220 12.500 0.37 37.55 0 0 0| 0 241 0 0 230 9.250 9.750 0.31 37.11 9.250 S 9.250 S 0 0 10| 0 5 0 0 240 6.000 0.21 36.76 0 0 0| 0 61 0 0 260 3.500 0.14 36.77 0 0 0| 0 34 0 0 280 1.500 0.06 37.43 0 0 0| 0 0 0 0 320 Total 0 0 10| 0 386 0 0 Total Calls 0 0 10| 7 5,958 +7 0 | Equity Options 21:55 Business Day Fri 27 Aug 2010 Previous Business Day Thu 26 Aug 2010 Page 47 Puts | Block | Opening Settle Delta Vola- Daily Trade Bclear Total | Official **Open Change Exer- Exer Trans Price tility High Low Volume Volume*** Volume | Volume Int cises Price | Man Group Plc - STND OPT (EMG) Indicative a-t-m Vol 38.08 Underlying Price 206.700 Time to expiry: 21 Days Sep 10 0.750 -0.08 41.04 0 0 0| 0 197 0 0 180 2.250 -0.18 40.61 0 0 0| 0 35 0 0 190 4.500 -0.34 37.75 0 0 0| 0 238 0 0 200 6.750 -0.44 38.15 0 0 0| 0 10 0 0 205 9.500 -0.55 37.97 0 0 0| 72 1,680 +72 0 210 12.750 -0.64 38.48 0 0 0| 0 71 0 0 215 16.500 -0.72 39.38 0 0 0| 0 217 0 0 220 20.250 -0.80 38.36 0 0 0| 0 0 0 0 225 25.500 24.500 -0.86 38.29 25.500 S 25.500 S 0 0 2| 0 461 0 0 230 29.000 -0.91 38.23 0 0 0| 0 6 0 0 235 33.750 -0.94 38.18 0 0 0| 0 831 0 0 240 38.500 -0.96 38.13 0 0 0| 0 0 0 0 245 43.500 -0.98 38.07 0 0 0| 0 0 0 0 250 55.000 53.250 -0.99 38.08 55.000 S 55.000 S 0 0 11| 0 111 0 0 260 63.250 -1.00 38.45 0 0 0| 0 0 0 0 270 73.250 -1.00 38.03 0 0 0| 0 362 0 0 280 93.250 -1.00 35.92 0 0 0| 0 183 0 0 300 117.000 113.250 -1.00 34.24 117.000 115.750 S 0 0 8| 0 13 0 0 320 136.250 133.250 -1.00 32.26 136.250 S 136.250 S 0 0 4| 0 25 0 0 340 157.000 153.250 -1.00 31.03 157.000 157.000 0 0 3| 0 15 0 0 360 Total 0 0 28| 72 4,455 +72 0 Indicative a-t-m Vol 38.77 Underlying Price 206.700 Time to expiry: 49 Days Oct 10 3.250 -0.17 42.87 0 0 0| 0 0 0 0 180 5.250 -0.26 40.86 0 0 0| 0 0 0 0 190 8.750 -0.38 39.66 0 0 0| 0 20 0 0 200 10.750 -0.45 38.71 0 0 0| 0 0 0 0 205 13.500 -0.51 38.86 0 0 0| 0 5 0 0 210 16.500 -0.58 38.48 0 0 0| 0 10 0 0 215 20.500 -0.63 41.35 0 0 0| 0 100 0 0 220 23.750 -0.69 39.57 0 0 0| 0 0 0 0 225 27.250 -0.75 38.66 0 0 0| 0 0 0 0 230 31.500 -0.79 39.02 0 0 0| 0 0 0 0 235 35.500 -0.84 38.56 0 0 0| 0 0 0 0 240 53.500 -0.96 34.26 0 0 0| 0 0 0 0 260 Total 0 0 0| 0 135 0 0 Indicative a-t-m Vol 38.32 Underlying Price 206.700 Time to expiry: 84 Days Nov 10 5.750 -0.22 42.37 0 0 0| 0 0 0 0 180 8.250 -0.29 40.13 0 0 0| 0 0 0 0 190 12.000 -0.39 38.94 0 0 0| 0 5 0 0 200 14.250 -0.44 38.44 0 0 0| 0 0 0 0 205 16.750 -0.49 38.15 0 0 0| 0 10 0 0 210 19.500 -0.55 37.81 0 0 0| 0 0 0 0 215 22.750 -0.60 37.39 0 0 0| 0 2 0 0 220 29.500 -0.70 36.38 0 0 0| 0 0 0 0 230 Equity Options 21:55 Business Day Fri 27 Aug 2010 Previous Business Day Thu 26 Aug 2010 Page 48 Puts | Block | Opening Settle Delta Vola- Daily Trade Bclear Total | Official **Open Change Exer- Exer Trans Price tility High Low Volume Volume*** Volume | Volume Int cises Price | Total 0 0 0| 0 17 0 0 Indicative a-t-m Vol 37.60 Underlying Price 206.700 Time to expiry: 112 Days Dec 10 8.750 -0.27 40.55 0 0 0| 0 78 0 0 180 12.250 -0.36 39.37 0 0 0| 0 1 0 0 190 16.500 -0.45 38.24 0 0 0| 0 292 0 0 200 22.000 -0.54 37.32 0 0 0| 0 1,000 0 0 210 28.500 -0.63 36.92 0 0 0| 0 65 0 0 220 36.250 35.750 -0.71 36.81 36.250 S 36.250 S 0 0 2| 0 84 0 0 230 44.000 -0.77 37.49 0 0 0| 0 263 0 0 240 62.250 61.500 -0.88 36.96 62.250 S 62.250 S 0 0 11| 0 85 0 0 260 80.000 -0.94 36.40 0 0 0| 0 4 0 0 280 99.250 -0.98 35.20 0 0 0| 0 20 0 0 300 119.000 -0.99 33.02 0 0 0| 0 0 0 0 320 Total 0 0 13| 0 1,892 0 0 Indicative a-t-m Vol 37.55 Underlying Price 206.700 Time to expiry: 203 Days Mar 11 13.500 -0.30 39.81 0 0 0| 0 6 0 0 180 17.500 -0.37 39.00 0 0 0| 0 0 0 0 190 22.000 -0.44 38.31 0 0 0| 0 35 0 0 200 27.250 -0.51 37.22 0 0 0| 0 0 0 0 210 33.500 -0.58 36.59 0 0 0| 0 5 0 0 220 40.250 -0.64 36.31 0 0 0| 0 36 0 0 230 49.000 47.500 -0.70 35.70 49.000 S 49.000 S 0 0 10| 0 5 0 0 240 63.750 -0.81 35.10 0 0 0| 0 0 0 0 260 81.750 -0.88 34.92 0 0 0| 0 95 0 0 280 119.750 -0.95 35.79 0 0 0| 0 0 0 0 320 Total 0 0 10| 0 182 0 0 Total Puts 0 0 51| 72 6,681 +72 0 Grand Total 0 0 61| 610,079 622,639 +79 0 Equity Options 21:55 Business Day Fri 27 Aug 2010 Previous Business Day Thu 26 Aug 2010 Page 49 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 22.91 Underlying Price 346.500 Time to expiry: 21 Days Sep 10 66.750 0.99 36.58 0 0 0| 0 0 0 0 280 46.750 0.98 29.42 0 0 0| 0 0 0 0 300 27.750 0.89 27.07 0 0 0| 3 29 0 0 320 19.000 0.80 24.99 0 0 0| 0 0 0 0 330 11.750 0.64 23.42 0 0 0| 0 440 0 0 340 6.250 0.44 22.69 0 0 0| 0 22 0 0 350 3.000 0.26 22.73 0 0 0| 0 775 0 0 360 1.250 0.12 22.42 0 0 0| 0 0 0 0 370 0.250 0.05 22.04 0 0 0| 0 181 0 0 380 CAB 0.00 22.47 0 0 0| 0 109 0 0 400 CAB 0.00 23.12 0 0 0| 0 75 0 0 420 CAB 0.00 23.77 0 0 0| 0 36 0 0 440 Total 0 0 0| 3 1,667 0 0 Indicative a-t-m Vol 24.73 Underlying Price 346.500 Time to expiry: 49 Days Oct 10 67.500 0.96 33.94 0 0 0| 0 0 0 0 280 48.750 0.90 32.13 0 0 0| 0 0 0 0 300 31.000 0.80 27.94 0 0 0| 0 5 0 0 320 23.500 0.71 26.69 0 0 0| 0 0 0 0 330 16.750 0.60 25.62 0 0 0| 0 10 0 0 340 11.000 0.48 24.35 0 0 0| 0 0 0 0 350 7.000 0.35 23.90 0 0 0| 0 905 0 0 360 4.000 0.24 23.17 0 0 0| 0 0 0 0 370 2.500 0.16 23.91 0 0 0| 0 33 0 0 380 1.000 0.08 26.16 0 0 0| 0 0 0 0 400 Total 0 0 0| 0 953 0 0 Indicative a-t-m Vol 26.02 Underlying Price 346.500 Time to expiry: 84 Days Nov 10 68.750 0.93 33.19 0 0 0| 0 0 0 0 280 50.750 0.86 31.00 0 0 0| 0 0 0 0 300 34.000 0.76 27.64 0 0 0| 0 0 0 0 320 26.750 0.68 26.92 0 0 0| 0 0 0 0 330 20.750 0.59 26.51 0 0 0| 0 0 0 0 340 15.250 0.50 25.80 0 0 0| 0 0 0 0 350 10.750 0.40 24.92 0 0 0| 20 20 +20 0 360 5.250 0.24 24.89 0 0 0| 0 25 0 0 380 Total 0 0 0| 20 45 +20 0 Indicative a-t-m Vol 26.42 Underlying Price 346.500 Time to expiry: 112 Days Dec 10 166.750 1.00 36.20 0 0 0| 0 0 0 0 180 146.750 1.00 35.95 0 0 0| 0 0 0 0 200 127.250 0.99 43.38 0 0 0| 0 0 0 0 220 107.000 0.99 32.38 0 0 0| 0 0 0 0 240 69.250 0.91 32.99 0 0 0| 0 0 0 0 280 51.500 0.84 30.51 0 0 0| 0 11 0 0 300 Equity Options 21:55 Business Day Fri 27 Aug 2010 Previous Business Day Thu 26 Aug 2010 Page 50 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 | 35.500 0.74 28.16 0 0 0| 2 16 +2 0 320 22.500 0.58 26.89 0 0 0| 1 51 +1 0 340 12.750 0.41 25.56 0 0 0| 0 85 0 0 360 6.750 0.26 24.91 0 0 0| 0 700 0 0 380 3.000 0.14 24.15 0 0 0| 0 145 0 0 400 1.250 0.06 23.17 0 0 0| 0 241 0 0 420 0.500 0.03 22.58 0 0 0| 0 494 0 0 440 Total 0 0 0| 3 1,743 +3 0 Indicative a-t-m Vol 26.58 Underlying Price 346.500 Time to expiry: 203 Days Mar 11 72.000 0.86 32.05 0 0 0| 0 0 0 0 280 55.750 0.78 30.33 0 0 0| 0 0 0 0 300 40.750 0.68 27.97 0 0 0| 0 56 0 0 320 28.750 0.56 26.91 0 0 0| 0 87 0 0 340 19.250 0.44 25.97 0 0 0| 0 141 0 0 360 12.000 0.32 24.76 0 0 0| 0 36 0 0 380 8.000 0.23 25.08 0 0 0| 0 35 0 0 400 2.750 2.500 0.09 23.77 2.750 2.750 0 0 1| 0 0 0 0 440 Total 0 0 1| 0 355 0 0 Indicative a-t-m Vol 27.56 Underlying Price 346.500 Time to expiry: 294 Days Jun 11 108.750 0.94 34.88 0 0 0| 0 0 0 0 240 74.000 0.83 31.72 0 0 0| 0 0 0 0 280 59.250 0.75 30.74 0 0 0| 0 10 0 0 300 45.750 0.66 29.42 0 0 0| 0 146 0 0 320 33.500 0.57 27.65 0 0 0| 14 104 +14 0 340 25.000 0.47 27.40 0 0 0| 0 760 0 0 360 17.000 0.37 26.33 0 0 0| 0 5 0 0 380 11.500 0.28 25.77 0 0 0| 0 15 0 0 400 5.000 0.15 24.91 0 0 0| 0 8 0 0 440 Total 0 0 0| 14 1,048 +14 0 Indicative a-t-m Vol 27.95 Underlying Price 346.500 Time to expiry: 476 Days Dec 11 167.000 0.99 40.05 0 0 0| 0 0 0 0 180 147.250 0.98 37.27 0 0 0| 0 0 0 0 200 128.250 0.96 35.47 0 0 0| 0 0 0 0 220 109.750 0.92 33.75 0 0 0| 0 0 0 0 240 76.500 0.80 30.73 0 0 0| 0 0 0 0 280 50.250 0.65 28.84 0 0 0| 0 0 0 0 320 31.000 0.48 27.52 0 0 0| 0 1,500 0 0 360 24.000 0.40 27.07 0 0 0| 0 1,500 0 0 380 17.750 0.33 26.42 0 0 0| 0 0 0 0 400 15.250 0.27 30.48 0 0 0| 0 0 0 0 440 Total 0 0 0| 0 3,000 0 0 Indicative a-t-m Vol 27.65 Underlying Price 346.500 Time to expiry: 658 Days Jun 12 78.000 0.79 29.72 0 0 0| 0 0 0 0 280 53.250 0.64 28.32 0 0 0| 0 0 0 0 320 Equity Options 21:55 Business Day Fri 27 Aug 2010 Previous Business Day Thu 26 Aug 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 | 35.250 0.49 27.32 0 0 0| 0 0 0 0 360 22.000 0.36 26.32 0 0 0| 0 0 0 0 400 Total 0 0 0| 0 0 0 0 Indicative a-t-m Vol 27.47 Underlying Price 346.500 Time to expiry: 847 Days Dec 12 79.750 0.78 29.62 0 0 0| 0 0 0 0 280 56.000 0.63 28.21 0 0 0| 0 0 0 0 320 38.250 0.50 27.11 0 0 0| 0 0 0 0 360 25.500 0.38 26.22 0 0 0| 0 0 0 0 400 24.000 0.33 30.05 0 0 0| 0 0 0 0 440 Total 0 0 0| 0 0 0 0 Total Calls 0 0 1| 40 8,811 +37 0 | Equity Options 21:55 Business Day Fri 27 Aug 2010 Previous Business Day Thu 26 Aug 2010 Page 52 Puts | Block | Opening Settle Delta Vola- Daily Trade Bclear Total | Official **Open Change Exer- Exer Trans Price tility High Low Volume Volume*** Volume | Volume Int cises Price | Marks and Spencer plc - STND OPT (M+S) Indicative a-t-m Vol 22.49 Underlying Price 346.500 Time to expiry: 21 Days Sep 10 CAB -0.01 38.20 0 0 0| 0 146 0 0 280 0.250 -0.03 31.36 0 0 0| 0 237 0 0 300 1.250 -0.10 26.43 0 0 0| 0 1,685 0 0 320 2.500 -0.20 24.60 0 0 0| 0 253 0 0 330 5.000 -0.36 23.53 0 0 0| 0 129 0 0 340 9.250 -0.56 22.05 0 0 0| 0 22 0 0 350 16.000 -0.76 21.59 0 0 0| 4 120 -4 0 360 24.250 -0.90 20.77 0 0 0| 0 0 0 0 370 33.500 -0.98 19.51 0 0 0| 0 213 0 0 380 53.500 -0.99 25.33 0 0 0| 0 1 0 0 400 73.750 -0.98 37.47 0 0 0| 0 0 0 0 420 93.750 -0.98 44.97 0 0 0| 0 0 0 0 440 Total 0 0 0| 4 2,806 -4 0 Indicative a-t-m Vol 24.87 Underlying Price 346.500 Time to expiry: 49 Days Oct 10 0.500 -0.03 32.44 0 0 0| 0 0 0 0 280 1.750 -0.09 30.17 0 0 0| 0 7 0 0 300 4.250 -0.20 27.65 0 0 0| 0 138 0 0 320 6.500 -0.29 26.50 0 0 0| 0 63 0 0 330 9.750 -0.40 25.57 0 0 0| 0 20 0 0 340 14.250 -0.52 24.58 0 0 0| 0 0 0 0 350 20.250 -0.65 24.20 0 0 0| 0 0 0 0 360 27.500 -0.76 23.88 0 0 0| 0 0 0 0 370 35.250 -0.86 21.96 0 0 0| 0 0 0 0 380 54.000 -0.95 23.02 0 0 0| 0 0 0 0 400 Total 0 0 0| 0 228 0 0 Indicative a-t-m Vol 26.22 Underlying Price 346.500 Time to expiry: 84 Days Nov 10 2.250 -0.09 32.22 0 0 0| 0 0 0 0 280 5.000 -0.17 30.60 0 0 0| 0 0 0 0 300 9.250 -0.29 28.39 0 0 0| 0 10 0 0 320 12.500 -0.37 27.52 0 0 0| 0 4 0 0 330 16.750 -0.46 26.90 0 0 0| 0 0 0 0 340 21.750 -0.55 25.93 0 0 0| 0 0 0 0 350 28.500 -0.64 26.32 0 0 0| 0 0 0 0 360 43.250 -0.79 25.61 0 0 0| 0 0 0 0 380 Total 0 0 0| 0 14 0 0 Indicative a-t-m Vol 27.19 Underlying Price 346.500 Time to expiry: 112 Days Dec 10 0.250 -0.01 49.62 0 0 0| 0 0 0 0 180 0.500 -0.01 47.00 0 0 0| 0 45 0 0 200 0.750 -0.02 43.27 0 0 0| 0 80 0 0 220 1.500 -0.04 39.64 0 0 0| 0 573 0 0 240 4.000 -0.12 33.06 0 0 0| 0 1,689 0 0 280 6.750 -0.20 30.34 0 0 0| 0 281 0 0 300 11.750 -0.31 28.46 0 0 0| 0 234 0 0 320 Equity Options 21:55 Business Day Fri 27 Aug 2010 Previous Business Day Thu 26 Aug 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 | 20.000 -0.46 27.58 0 0 0| 0 1,688 0 0 340 31.000 -0.61 26.47 0 0 0| 4 2,131 +4 0 360 44.750 -0.76 25.26 0 0 0| 0 719 0 0 380 61.250 -0.87 24.32 0 0 0| 0 98 0 0 400 79.750 -0.93 24.27 0 0 0| 0 0 0 0 420 98.750 -0.96 24.44 0 0 0| 0 4 0 0 440 Total 0 0 0| 4 7,542 +4 0 Indicative a-t-m Vol 26.70 Underlying Price 346.500 Time to expiry: 203 Days Mar 11 8.000 -0.17 31.74 0 0 0| 0 36 0 0 280 12.000 -0.24 29.58 0 0 0| 0 25 0 0 300 18.000 -0.34 28.18 0 0 0| 0 60 0 0 320 26.000 -0.45 26.90 0 0 0| 0 39 0 0 340 37.500 37.250 -0.56 26.33 37.500 37.500 0 0 20| 0 57 0 0 360 50.250 -0.68 25.60 0 0 0| 0 45 0 0 380 65.500 -0.78 24.88 0 0 0| 0 0 0 0 400 100.250 -0.92 23.77 0 0 0| 0 0 0 0 440 Total 0 0 20| 0 262 0 0 Indicative a-t-m Vol 26.81 Underlying Price 346.500 Time to expiry: 294 Days Jun 11 6.750 -0.12 35.24 0 0 0| 0 54 0 0 240 14.000 -0.22 31.42 0 0 0| 0 117 0 0 280 19.250 -0.30 29.42 0 0 0| 0 47 0 0 300 27.000 -0.39 28.48 0 0 0| 0 14 0 0 320 36.000 -0.48 27.01 0 0 0| 0 5 0 0 340 47.750 -0.58 26.44 0 0 0| 20 517 -4 0 360 61.750 -0.67 26.39 0 0 0| 0 10 0 0 380 76.750 -0.75 25.83 0 0 0| 0 10 0 0 400 110.500 -0.87 24.69 0 0 0| 0 0 0 0 440 Total 0 0 0| 20 774 -4 0 Indicative a-t-m Vol 28.06 Underlying Price 346.500 Time to expiry: 476 Days Dec 11 6.250 -0.07 43.23 0 0 0| 0 2,000 0 0 180 6.500 -0.08 37.62 0 0 0| 0 0 0 0 200 8.250 -0.11 34.36 0 0 0| 0 0 0 0 220 10.500 -0.15 31.55 0 0 0| 0 0 0 0 240 21.250 -0.26 30.09 0 0 0| 0 0 0 0 280 38.000 -0.40 28.96 0 0 0| 0 0 0 0 320 59.750 -0.55 27.62 0 0 0| 0 500 0 0 360 72.750 -0.62 26.98 0 0 0| 0 300 0 0 380 87.000 -0.69 26.42 0 0 0| 0 0 0 0 400 123.000 -0.76 29.17 0 0 0| 0 0 0 0 440 Total 0 0 0| 0 2,800 0 0 Indicative a-t-m Vol 27.72 Underlying Price 346.500 Time to expiry: 658 Days Jun 12 29.750 -0.29 30.00 0 0 0| 0 0 0 0 280 47.250 -0.42 28.54 0 0 0| 0 0 0 0 320 70.000 -0.55 27.32 0 0 0| 0 0 0 0 360 97.500 -0.67 26.32 0 0 0| 0 0 0 0 400 Equity Options 21:55 Business Day Fri 27 Aug 2010 Previous Business Day Thu 26 Aug 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 | Total 0 0 0| 0 0 0 0 Indicative a-t-m Vol 27.47 Underlying Price 346.500 Time to expiry: 847 Days Dec 12 35.500 -0.31 29.62 0 0 0| 0 0 0 0 280 54.000 -0.42 28.21 0 0 0| 0 0 0 0 320 76.750 -0.54 27.11 0 0 0| 0 0 0 0 360 103.750 -0.65 26.22 0 0 0| 0 0 0 0 400 152.250 -0.62 36.16 0 0 0| 0 0 0 0 440 Total 0 0 0| 0 0 0 0 Total Puts 0 0 20| 28 14,426 -4 0 Grand Total 0 0 21| 790,068 813,237 +33 0 Equity Options 21:55 Business Day Fri 27 Aug 2010 Previous Business Day Thu 26 Aug 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 | Mitchells & Butlers plc - STND OPT (MAB) Indicative a-t-m Vol 30.53 Underlying Price 290.500 Time to expiry: 21 Days Sep 10 70.500 1.00 42.10 0 0 0| 0 0 0 0 220 60.750 0.99 39.38 0 0 0| 0 0 0 0 230 50.750 0.99 35.45 0 0 0| 0 0 0 0 240 31.500 0.92 33.63 0 0 0| 0 0 0 0 260 23.000 0.83 33.15 0 0 0| 0 0 0 0 270 15.000 0.70 30.98 0 0 0| 0 0 0 0 280 9.000 0.53 30.58 0 0 0| 0 0 0 0 290 4.750 0.35 30.07 0 0 0| 0 15 0 0 300 2.500 0.21 30.54 0 0 0| 0 16 0 0 310 1.000 0.10 29.32 0 0 0| 0 22 0 0 320 0.500 0.05 30.25 0 0 0| 0 0 0 0 330 0.250 0.02 30.39 0 0 0| 0 3 0 0 340 CAB 0.00 30.84 0 0 0| 0 2 0 0 360 CAB 0.00 31.44 0 0 0| 0 0 0 0 380 CAB 0.00 32.10 0 0 0| 0 0 0 0 400 Total 0 0 0| 0 58 0 0 Indicative a-t-m Vol 31.54 Underlying Price 290.500 Time to expiry: 112 Days Dec 10 55.250 0.86 34.86 0 0 0| 0 0 0 0 240 39.500 0.76 33.39 0 0 0| 0 0 0 0 260 26.250 0.62 32.18 0 0 0| 0 0 0 0 280 16.250 0.47 31.02 0 0 0| 0 9 0 0 300 9.000 0.31 29.77 0 0 0| 0 74 0 0 320 4.750 0.19 29.38 0 0 0| 0 0 0 0 340 2.500 0.11 29.36 0 0 0| 0 7 0 0 360 0.750 0.04 30.32 0 0 0| 0 0 0 0 400 Total 0 0 0| 0 90 0 0 Indicative a-t-m Vol 32.86 Underlying Price 290.500 Time to expiry: 203 Days Mar 11 60.750 0.81 35.28 0 0 0| 0 0 0 0 240 46.500 0.72 34.26 0 0 0| 0 0 0 0 260 34.500 0.61 33.27 0 0 0| 0 0 0 0 280 24.750 0.50 32.53 0 0 0| 0 2 0 0 300 16.750 0.39 31.72 0 0 0| 0 0 0 0 320 11.500 0.30 31.62 0 0 0| 0 0 0 0 340 7.750 0.22 31.57 0 0 0| 0 15 0 0 360 Total 0 0 0| 0 17 0 0 Total Calls 0 0 0| 0 165 0 0 | Equity Options 21:55 Business Day Fri 27 Aug 2010 Previous Business Day Thu 26 Aug 2010 Page 56 Puts | Block | Opening Settle Delta Vola- Daily Trade Bclear Total | Official **Open Change Exer- Exer Trans Price tility High Low Volume Volume*** Volume | Volume Int cises Price | Mitchells & Butlers plc - STND OPT (MAB) Indicative a-t-m Vol 30.22 Underlying Price 290.500 Time to expiry: 21 Days Sep 10 CAB 0.00 40.07 0 0 0| 0 0 0 0 220 CAB 0.00 37.09 0 0 0| 0 0 0 0 230 CAB -0.01 34.88 0 0 0| 0 70 0 0 240 0.750 -0.07 31.24 0 0 0| 0 217 0 0 260 2.000 -0.16 31.99 0 0 0| 0 0 0 0 270 4.500 -0.30 31.02 0 0 0| 0 3 0 0 280 8.250 -0.47 30.18 0 0 0| 0 0 0 0 290 14.250 -0.65 30.56 0 0 0| 0 0 0 0 300 21.750 -0.80 30.00 0 0 0| 0 0 0 0 310 30.500 -0.90 30.13 0 0 0| 0 10 0 0 320 39.750 -0.95 30.56 0 0 0| 0 0 0 0 330 49.500 -0.98 30.83 0 0 0| 0 0 0 0 340 69.500 -1.00 31.37 0 0 0| 0 0 0 0 360 89.500 -1.00 32.00 0 0 0| 0 0 0 0 380 109.500 -1.00 32.54 0 0 0| 0 0 0 0 400 Total 0 0 0| 0 300 0 0 Indicative a-t-m Vol 31.46 Underlying Price 290.500 Time to expiry: 112 Days Dec 10 4.250 -0.14 34.72 0 0 0| 0 4 0 0 240 8.500 -0.24 33.34 0 0 0| 0 0 0 0 260 15.250 -0.38 32.19 0 0 0| 0 3 0 0 280 25.000 -0.54 30.87 0 0 0| 0 0 0 0 300 38.000 -0.69 30.04 0 0 0| 0 25 0 0 320 53.500 -0.81 29.38 0 0 0| 0 0 0 0 340 71.250 -0.90 29.08 0 0 0| 0 0 0 0 360 109.750 -0.98 29.50 0 0 0| 0 0 0 0 400 Total 0 0 0| 0 32 0 0 Indicative a-t-m Vol 33.07 Underlying Price 290.500 Time to expiry: 203 Days Mar 11 9.500 -0.19 35.54 0 0 0| 0 6 0 0 240 15.250 -0.28 34.54 0 0 0| 0 0 0 0 260 23.000 -0.39 33.63 0 0 0| 0 75 0 0 280 33.000 -0.50 32.61 0 0 0| 0 15 0 0 300 45.500 -0.61 32.17 0 0 0| 0 0 0 0 320 59.750 -0.71 31.59 0 0 0| 0 0 0 0 340 76.000 -0.79 31.39 0 0 0| 0 0 0 0 360 Total 0 0 0| 0 96 0 0 Total Puts 0 0 0| 0 428 0 0 Grand Total 0 0 0| 300,000 300,593 0 0 Equity Options 21:55 Business Day Fri 27 Aug 2010 Previous Business Day Thu 26 Aug 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 | Morrison (Wm) Supermarkets plc - STND OPT (MWR) Indicative a-t-m Vol 19.25 Underlying Price 289.600 Time to expiry: 21 Days Sep 10 70.000 0.98 54.93 0 0 0| 0 0 0 0 220 60.000 0.98 48.82 0 0 0| 0 0 0 0 230 50.000 0.97 40.75 0 0 0| 0 30 0 0 240 40.000 0.97 33.95 0 0 0| 0 0 0 0 250 30.000 0.96 25.70 0 0 0| 0 20 0 0 260 20.500 0.90 22.81 0 0 0| 0 4 0 0 270 11.500 0.77 19.02 0 0 0| 0 1,535 0 0 280 5.250 0.50 19.25 0 0 0| 0 12 0 0 290 1.500 0.22 17.94 0 0 0| 0 112 0 0 300 0.250 0.03 20.66 0 0 0| 0 22 0 0 320 CAB 0.01 25.40 0 0 0| 0 0 0 0 340 CAB 0.00 25.40 0 0 0| 0 0 0 0 360 Total 0 0 0| 0 1,735 0 0 Indicative a-t-m Vol 17.21 Underlying Price 289.600 Time to expiry: 49 Days Oct 10 61.000 0.94 43.90 0 0 0| 0 0 0 0 230 50.000 0.98 27.09 0 0 0| 0 0 0 0 240 30.250 0.94 20.31 0 0 0| 0 0 0 0 260 21.250 0.86 19.21 0 0 0| 0 15 0 0 270 13.250 0.71 18.08 0 0 0| 0 10 0 0 280 7.000 0.50 17.21 0 0 0| 0 18 0 0 290 3.250 0.29 17.11 0 0 0| 0 110 0 0 300 0.500 0.05 16.78 0 0 0| 0 0 0 0 320 CAB 0.01 17.62 0 0 0| 0 0 0 0 340 Total 0 0 0| 0 153 0 0 Indicative a-t-m Vol 18.33 Underlying Price 289.600 Time to expiry: 84 Days Nov 10 50.000 0.98 21.33 0 0 0| 0 0 0 0 240 31.000 0.89 20.18 0 0 0| 0 0 0 0 260 15.250 0.66 18.63 0 0 0| 0 0 0 0 280 9.750 0.50 18.33 0 0 0| 0 0 0 0 290 5.750 0.35 18.19 0 0 0| 0 12 0 0 300 1.500 0.13 18.09 0 0 0| 0 0 0 0 320 0.500 0.05 20.23 0 0 0| 0 0 0 0 340 Total 0 0 0| 0 12 0 0 Indicative a-t-m Vol 18.24 Underlying Price 289.600 Time to expiry: 112 Days Dec 10 72.500 0.91 41.88 0 0 0| 0 0 0 0 220 50.250 0.96 22.45 0 0 0| 0 35 0 0 240 32.000 0.85 20.35 0 0 0| 0 31 0 0 260 17.000 0.64 18.77 0 0 0| 0 65 0 0 280 6.500 6.750 0.37 17.70 6.500 6.500 0 0 13| 10 2,052 +10 0 300 2.500 0.17 18.23 0 0 0| 0 4 0 0 320 0.250 0.02 18.08 0 0 0| 0 0 0 0 360 Total 0 0 13| 10 2,187 +10 0 Equity Options 21:55 Business Day Fri 27 Aug 2010 Previous Business Day Thu 26 Aug 2010 Page 58 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 18.98 Underlying Price 289.600 Time to expiry: 203 Days Mar 11 72.500 0.91 30.66 0 0 0| 0 0 0 0 220 52.500 0.88 22.94 0 0 0| 0 2 0 0 240 35.500 0.78 20.77 0 0 0| 0 0 0 0 260 21.750 0.62 19.58 0 0 0| 0 72 0 0 280 11.500 0.43 18.38 0 0 0| 0 10 0 0 300 5.000 5.250 0.25 17.92 5.000 5.000 0 0 6| 0 0 0 0 320 Total 0 0 6| 0 84 0 0 Total Calls 0 0 19| 10 4,171 +10 0 | Equity Options 21:55 Business Day Fri 27 Aug 2010 Previous Business Day Thu 26 Aug 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 | Morrison (Wm) Supermarkets plc - STND OPT (MWR) Indicative a-t-m Vol 18.45 Underlying Price 289.600 Time to expiry: 21 Days Sep 10 CAB 0.00 34.45 0 0 0| 0 0 0 0 220 CAB 0.00 33.80 0 0 0| 0 0 0 0 230 CAB -0.01 31.33 0 0 0| 0 220 0 0 240 CAB -0.01 27.43 0 0 0| 0 3 0 0 250 0.250 -0.03 23.43 0 0 0| 0 51 0 0 260 0.500 -0.08 20.99 0 0 0| 0 31 0 0 270 2.000 -0.23 19.40 0 0 0| 0 613 0 0 280 6.250 5.500 -0.50 18.45 6.250 6.250 0 0 38| 0 55 0 0 290 11.750 -0.79 17.03 0 0 0| 0 129 0 0 300 30.500 -0.99 18.26 0 0 0| 0 24 0 0 320 50.500 -1.00 24.41 0 0 0| 0 0 0 0 340 70.500 -1.00 24.19 0 0 0| 0 23 0 0 360 Total 0 0 38| 0 1,149 0 0 Indicative a-t-m Vol 17.40 Underlying Price 289.600 Time to expiry: 49 Days Oct 10 CAB -0.01 25.16 0 0 0| 0 0 0 0 230 0.250 -0.02 23.53 0 0 0| 0 7 0 0 240 0.750 -0.08 20.64 0 0 0| 0 0 0 0 260 1.750 -0.17 19.22 0 0 0| 0 51 0 0 270 4.250 -0.32 18.41 0 0 0| 0 10 0 0 280 8.250 -0.52 17.40 0 0 0| 0 0 0 0 290 14.500 -0.72 17.03 0 0 0| 0 0 0 0 300 31.750 -0.96 15.68 0 0 0| 0 0 0 0 320 51.500 -0.99 17.67 0 0 0| 0 0 0 0 340 Total 0 0 0| 0 68 0 0 Indicative a-t-m Vol 18.37 Underlying Price 289.600 Time to expiry: 84 Days Nov 10 0.500 -0.04 23.27 0 0 0| 0 0 0 0 240 2.250 -0.14 21.48 0 0 0| 0 0 0 0 260 6.750 -0.35 19.10 0 0 0| 0 0 0 0 280 10.750 -0.50 18.37 0 0 0| 0 5 0 0 290 16.750 -0.66 17.86 0 0 0| 0 0 0 0 300 33.000 -0.87 18.82 0 0 0| 0 0 0 0 320 52.250 -0.93 22.53 0 0 0| 0 0 0 0 340 Total 0 0 0| 0 5 0 0 Indicative a-t-m Vol 18.51 Underlying Price 289.600 Time to expiry: 112 Days Dec 10 1.000 -0.04 30.40 0 0 0| 0 64 0 0 220 1.250 -0.07 24.05 0 0 0| 0 40 0 0 240 3.000 -0.17 20.78 0 0 0| 0 95 0 0 260 8.000 -0.36 18.97 0 0 0| 0 163 0 0 280 18.000 -0.63 18.05 0 0 0| 0 10 0 0 300 33.500 -0.84 18.16 0 0 0| 0 5 0 0 320 71.500 -0.98 20.10 0 0 0| 0 13 0 0 360 Total 0 0 0| 0 390 0 0 Equity Options 21:55 Business Day Fri 27 Aug 2010 Previous Business Day Thu 26 Aug 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 | Indicative a-t-m Vol 18.82 Underlying Price 289.600 Time to expiry: 203 Days Mar 11 1.750 -0.07 26.47 0 0 0| 0 0 0 0 220 3.000 -0.12 22.90 0 0 0| 0 152 0 0 240 6.250 -0.22 20.77 0 0 0| 0 110 0 0 260 12.000 -0.38 19.20 0 0 0| 0 86 0 0 280 22.000 -0.58 18.45 0 0 0| 13 69 +13 0 300 36.000 -0.76 18.12 0 0 0| 0 2 0 0 320 Total 0 0 0| 13 419 +13 0 Total Puts 0 0 38| 13 2,031 +13 0 Grand Total 0 0 57| 410,023 416,202 +23 0 Equity Options 21:55 Business Day Fri 27 Aug 2010 Previous Business Day Thu 26 Aug 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 | National Grid plc - STND OPT (NGG) Indicative a-t-m Vol 16.74 Underlying Price 548.000 Time to expiry: 21 Days Sep 10 116.250 1.00 38.08 0 0 0| 0 0 0 0 432 80.500 0.98 31.93 0 0 0| 0 33 0 0 468 68.500 0.98 27.32 0 0 0| 0 0 0 0 480 48.500 0.97 19.90 0 0 0| 0 0 0 0 500 39.750 45.250 0.92 24.49 39.750 S 39.750 S 0 0 3| 8 641 -8 0 504 25.000 29.500 0.89 18.22 25.000 25.000 0 0 1| 0 1 0 0 520 13.750 0.65 17.02 0 0 0| 0 1,403 +500 0 540 2.250 4.250 0.30 16.31 2.250 2.250 0 0 1| 0 29 0 0 560 2.000 0.15 18.57 0 0 0| 0 262 0 0 575 1.250 0.07 29.55 0 0 0| 0 151 0 0 611 CAB 0.01 27.76 0 0 0| 0 25 0 0 647 CAB 0.00 28.39 0 0 0| 0 0 0 0 719 Total 0 0 5| 8 2,545 +492 0 Indicative a-t-m Vol 18.46 Underlying Price 548.000 Time to expiry: 112 Days Dec 10 118.000 0.96 27.73 0 0 0| 0 18 0 0 432 83.500 0.92 23.87 0 0 0| 0 8 0 0 468 72.000 0.90 21.82 0 0 0| 0 0 0 0 480 54.750 0.82 21.10 0 0 0| 0 0 0 0 500 51.500 0.81 20.71 0 0 0| 2 94 -2 0 504 39.000 0.72 19.76 0 0 0| 0 50 0 0 520 20.750 25.500 0.59 18.67 22.500 20.750 S 0 0 6| 8 289 +8 0 540 15.500 0.43 18.13 0 0 0| 0 189 0 0 560 8.500 10.000 0.32 17.91 9.000 8.500 0 0 8| 0 1,030 0 0 575 2.750 0.12 17.31 0 0 0| 0 272 0 0 611 0.750 0.04 17.65 0 0 0| 0 6 0 0 647 Total 0 0 14| 10 1,956 +6 0 Indicative a-t-m Vol 19.32 Underlying Price 548.000 Time to expiry: 203 Days Mar 11 111.250 0.94 25.14 0 0 0| 0 0 0 0 440 92.750 0.90 23.76 0 0 0| 0 5 0 0 460 75.000 0.84 22.51 0 0 0| 0 17 0 0 480 43.750 0.67 20.34 0 0 0| 0 22 0 0 520 31.500 0.56 19.61 0 0 0| 0 300 0 0 540 21.750 0.44 18.89 0 0 0| 0 33 0 0 560 3.750 0.11 18.13 0 0 0| 0 0 0 0 640 Total 0 0 0| 0 377 0 0 Total Calls 0 0 19| 18 4,878 +498 0 | Equity Options 21:55 Business Day Fri 27 Aug 2010 Previous Business Day Thu 26 Aug 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 | National Grid plc - STND OPT (NGG) Indicative a-t-m Vol 16.65 Underlying Price 548.000 Time to expiry: 21 Days Sep 10 CAB 0.00 36.33 0 0 0| 0 59 0 0 432 CAB -0.01 27.43 0 0 0| 0 1,865 0 0 468 0.250 -0.01 24.74 0 0 0| 0 0 0 0 480 0.500 -0.03 20.90 0 0 0| 0 0 0 0 500 0.500 -0.04 20.25 0 0 0| 0 275 0 0 504 1.250 -0.11 18.05 0 0 0| 0 0 0 0 520 5.500 -0.35 16.94 0 0 0| 0 1,243 0 0 540 16.000 -0.70 16.20 0 0 0| 0 0 0 0 560 28.250 -0.88 16.46 0 0 0| 0 342 0 0 575 63.250 -0.97 23.37 0 0 0| 0 0 0 0 611 99.250 -0.98 33.42 0 0 0| 0 0 0 0 647 171.000 -1.00 40.84 0 0 0| 0 0 0 0 719 Total 0 0 0| 0 3,784 0 0 Indicative a-t-m Vol 18.90 Underlying Price 548.000 Time to expiry: 112 Days Dec 10 2.750 -0.07 27.76 0 0 0| 0 74 0 0 432 5.500 -0.14 24.11 0 0 0| 0 167 0 0 468 7.000 -0.18 23.02 0 0 0| 0 3 0 0 480 10.250 -0.26 21.04 0 0 0| 0 15 0 0 500 11.500 -0.28 21.09 0 0 0| 8 236 0 0 504 18.500 16.250 -0.37 19.97 18.500 18.500 0 0 3| 0 19 0 0 520 29.000 24.750 -0.51 19.06 29.000 29.000 0 0 1| 1 221 +1 0 540 36.500 -0.64 18.66 0 0 0| 0 10 0 0 560 50.750 47.250 -0.74 18.46 50.750 50.750 0 0 10| 0 603 0 0 575 78.000 -0.88 19.19 0 0 0| 0 0 0 0 611 112.000 -0.95 20.24 0 0 0| 0 2 0 0 647 Total 0 0 14| 9 1,350 +1 0 Indicative a-t-m Vol 20.32 Underlying Price 548.000 Time to expiry: 203 Days Mar 11 7.250 -0.13 25.87 0 0 0| 0 36 0 0 440 9.500 -0.17 24.13 0 0 0| 0 1 0 0 460 13.000 -0.23 22.72 0 0 0| 0 302 0 0 480 25.500 -0.39 21.18 0 0 0| 0 25 0 0 520 34.000 -0.49 20.34 0 0 0| 0 11 0 0 540 45.750 -0.58 20.30 0 0 0| 0 2 0 0 560 108.250 -0.87 20.20 0 0 0| 0 0 0 0 640 Total 0 0 0| 0 377 0 0 Total Puts 0 0 14| 9 5,511 +1 0 Grand Total 0 0 33| 300,027 310,389 +499 0 Equity Options 21:55 Business Day Fri 27 Aug 2010 Previous Business Day Thu 26 Aug 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 | Next Plc - STND OPT (NXT) Indicative a-t-m Vol 30.66 Underlying Price 1988.000 Time to expiry: 21 Days Sep 10 391.000 0.97 47.07 0 0 0| 0 0 0 0 1600 293.000 0.95 40.19 0 0 0| 0 5 0 0 1700 198.500 0.89 34.94 0 0 0| 0 12 0 0 1800 115.500 0.73 32.20 0 0 0| 0 4 0 0 1900 81.500 0.62 31.21 0 0 0| 0 0 0 0 1950 45.000 54.000 0.49 30.49 45.000 45.000 0 0 1| 0 274 0 0 2000 19.500 0.24 29.70 0 0 0| 0 52 0 0 2100 6.000 0.09 29.98 0 0 0| 16 665 +11 0 2200 1.000 0.02 29.47 0 0 0| 0 53 0 0 2300 0.500 0.01 32.00 0 0 0| 0 309 0 0 2400 CAB 0.00 40.03 0 0 0| 0 9 0 0 2600 CAB 0.00 44.68 0 0 0| 0 30 0 0 2800 Total 0 0 1| 16 1,413 +11 0 Indicative a-t-m Vol 32.30 Underlying Price 1988.000 Time to expiry: 112 Days Dec 10 415.500 0.88 38.29 0 0 0| 0 0 0 0 1600 331.000 0.82 36.25 0 0 0| 0 0 0 0 1700 254.500 0.74 34.77 0 0 0| 0 8 0 0 1800 186.500 0.64 33.31 0 0 0| 0 10 0 0 1900 131.500 0.52 32.16 0 0 0| 4 242 +4 0 2000 57.000 0.30 30.70 0 0 0| 1 248 0 0 2200 20.000 0.13 29.58 0 0 0| 1 177 0 0 2400 6.500 0.05 29.00 0 0 0| 0 3 0 0 2600 1.500 0.02 28.45 0 0 0| 0 52 0 0 2800 Total 0 0 0| 6 740 +4 0 Indicative a-t-m Vol 31.75 Underlying Price 1988.000 Time to expiry: 203 Days Mar 11 436.500 0.83 36.32 0 0 0| 0 0 0 0 1600 289.500 0.70 33.78 0 0 0| 0 9 0 0 1800 228.000 0.62 32.66 0 0 0| 0 0 0 0 1900 174.500 0.53 31.63 0 0 0| 0 3 0 0 2000 94.500 0.36 29.99 0 0 0| 0 3 0 0 2200 47.500 0.22 29.05 0 0 0| 0 0 0 0 2400 11.500 0.07 29.20 0 0 0| 0 13 0 0 2800 Total 0 0 0| 0 28 0 0 Total Calls 0 0 1| 22 2,181 +15 0 | Equity Options 21:55 Business Day Fri 27 Aug 2010 Previous Business Day Thu 26 Aug 2010 Page 64 Puts | Block | Opening Settle Delta Vola- Daily Trade Bclear Total | Official **Open Change Exer- Exer Trans Price tility High Low Volume Volume*** Volume | Volume Int cises Price | Next Plc - STND OPT (NXT) Indicative a-t-m Vol 30.60 Underlying Price 1988.000 Time to expiry: 21 Days Sep 10 1.000 -0.02 42.08 0 0 0| 0 28 0 0 1600 3.500 -0.04 38.41 0 0 0| 12 18 +3 0 1700 10.000 -0.12 35.19 0 0 0| 0 60 0 0 1800 27.000 -0.27 32.35 0 0 0| 0 13 0 0 1900 43.000 -0.38 31.35 0 0 0| 0 6 0 0 1950 65.000 -0.52 30.37 0 0 0| 0 443 0 0 2000 131.000 -0.76 29.69 0 0 0| 0 53 0 0 2100 217.000 -0.91 29.88 0 0 0| 0 506 0 0 2200 313.500 -0.97 31.45 0 0 0| 0 3 0 0 2300 412.500 -0.99 34.28 0 0 0| 0 0 0 0 2400 612.000 -1.00 43.84 0 0 0| 0 3 0 0 2600 812.500 -0.99 58.52 0 0 0| 0 0 0 0 2800 Total 0 0 0| 12 1,133 +3 0 Indicative a-t-m Vol 32.11 Underlying Price 1988.000 Time to expiry: 112 Days Dec 10 30.500 -0.13 37.39 0 0 0| 0 5 0 0 1600 48.500 -0.20 35.72 0 0 0| 0 159 0 0 1700 74.500 -0.29 34.50 0 0 0| 0 37 0 0 1800 109.500 -0.39 33.10 0 0 0| 0 14 0 0 1900 156.000 -0.50 31.97 0 0 0| 0 751 0 0 2000 284.000 -0.72 30.46 0 0 0| 0 79 0 0 2200 449.000 -0.87 29.49 0 0 0| 0 12 0 0 2400 635.500 -0.95 29.26 0 0 0| 0 0 0 0 2600 831.000 -0.98 29.66 0 0 0| 0 0 0 0 2800 Total 0 0 0| 0 1,057 0 0 Indicative a-t-m Vol 31.70 Underlying Price 1988.000 Time to expiry: 203 Days Mar 11 58.500 -0.18 35.92 0 0 0| 5 26 +5 0 1600 114.000 -0.31 33.64 0 0 0| 0 19 0 0 1800 153.000 -0.39 32.60 0 0 0| 0 6 0 0 1900 200.000 -0.48 31.58 0 0 0| 0 16 0 0 2000 320.500 -0.65 30.02 0 0 0| 0 3 0 0 2200 473.500 -0.79 29.05 0 0 0| 0 1 0 0 2400 838.000 -0.94 29.07 0 0 0| 0 0 0 0 2800 Total 0 0 0| 5 71 +5 0 Total Puts 0 0 0| 17 2,261 +8 0 Grand Total 0 0 1| 280,039 284,442 +23 0 Equity Options 21:55 Business Day Fri 27 Aug 2010 Previous Business Day Thu 26 Aug 2010 Page 65 Calls | Block | Opening Settle Delta Vola- Daily Trade Bclear Total | Official **Open Change Exer- Exer Trans Price tility High Low Volume Volume*** Volume | Volume Int cises Price | Northern Rock plc - STND OPT (NKR) Indicative a-t-m Vol 198.38 Underlying Price 20.000 Time to expiry: 178 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 21:55 Business Day Fri 27 Aug 2010 Previous Business Day Thu 26 Aug 2010 Page 66 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: 179 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 21:55 Business Day Fri 27 Aug 2010 Previous Business Day Thu 26 Aug 2010 Page 67 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: 178 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 21:55 Business Day Fri 27 Aug 2010 Previous Business Day Thu 26 Aug 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 | Indicative a-t-m Vol 144.27 Underlying Price 20.000 Time to expiry: 179 Days Jun 08 40.000 -1.00 144.27 0 0 0| 0 0 0 0 60 60.000 -1.00 141.28 0 0 0| 0 5 0 0 80 68.000 -1.00 140.28 0 0 0| 0 160 0 0 88 90.000 -1.00 137.78 0 0 0| 0 0 0 0 110 100.000 -1.00 136.78 0 0 0| 0 210 0 0 120 110.000 -1.00 135.78 0 0 0| 0 13 0 0 130 120.000 -1.00 134.78 0 0 0| 0 12 0 0 140 130.000 -1.00 133.28 0 0 0| 0 30 0 0 150 140.000 -1.00 131.15 0 0 0| 0 103 0 0 160 150.000 -1.00 129.69 0 0 0| 0 100 0 0 170 160.000 -1.00 128.77 0 0 0| 0 59 0 0 180 200.000 -1.00 130.27 0 0 0| 0 0 0 0 220 220.000 -1.00 131.77 0 0 0| 0 0 0 0 240 Total 0 0 0| 0 692 0 0 Total Puts 0 0 0| 0 2,393 0 0 Grand Total 0 0 0| 580,000 585,669 0 0 Equity Options 21:55 Business Day Fri 27 Aug 2010 Previous Business Day Thu 26 Aug 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 | Old Mutual PLC - STND OPT (OMT) Indicative a-t-m Vol 29.88 Underlying Price 127.500 Time to expiry: 21 Days Sep 10 47.500 0.99 77.60 0 0 0| 0 0 0 0 80 39.500 0.99 62.23 0 0 0| 0 25 0 0 88 35.500 0.99 56.05 0 0 0| 0 0 0 0 92 31.500 0.99 50.92 0 0 0| 0 0 0 0 96 27.500 0.99 45.32 0 0 0| 0 44 0 0 100 17.750 0.94 39.54 0 0 0| 0 65 0 0 110 8.500 0.81 29.13 0 0 0| 0 5 0 0 120 2.750 0.41 30.07 0 0 0| 0 309 0 0 130 0.250 0.08 25.96 0 0 0| 0 320 0 0 140 CAB 0.00 34.52 0 0 0| 0 0 0 0 160 CAB 0.00 38.41 0 0 0| 0 0 0 0 180 Total 0 0 0| 0 768 0 0 Indicative a-t-m Vol 33.54 Underlying Price 127.500 Time to expiry: 112 Days Dec 10 40.000 0.96 44.83 0 0 0| 0 0 0 0 88 32.750 0.91 43.35 0 0 0| 0 0 0 0 96 29.000 0.89 42.12 0 0 0| 0 0 0 0 100 20.750 0.79 38.85 0 0 0| 0 20 0 0 110 13.500 0.65 35.13 0 0 0| 0 120 0 0 120 8.000 0.48 33.14 0 0 0| 0 1 0 0 130 4.250 0.32 31.63 0 0 0| 0 4 0 0 140 1.250 0.12 33.49 0 0 0| 0 0 0 0 160 Total 0 0 0| 0 145 0 0 Indicative a-t-m Vol 32.99 Underlying Price 127.500 Time to expiry: 203 Days Mar 11 41.250 0.91 43.36 0 0 0| 0 0 0 0 88 34.000 0.87 39.78 0 0 0| 0 0 0 0 96 30.750 0.84 39.07 0 0 0| 0 5 0 0 100 23.250 0.75 37.24 0 0 0| 0 10 0 0 110 16.500 0.64 34.68 0 0 0| 0 20 0 0 120 11.000 0.51 32.57 0 0 0| 0 20 0 0 130 6.250 6.750 0.38 30.92 6.250 6.250 0 0 9| 0 0 0 0 140 2.250 0.17 29.15 0 0 0| 0 0 0 0 160 Total 0 0 9| 0 55 0 0 Total Calls 0 0 9| 0 968 0 0 | Equity Options 21:55 Business Day Fri 27 Aug 2010 Previous Business Day Thu 26 Aug 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 | Old Mutual PLC - STND OPT (OMT) Indicative a-t-m Vol 33.25 Underlying Price 127.500 Time to expiry: 21 Days Sep 10 CAB 0.00 46.70 0 0 0| 0 0 0 0 80 CAB 0.00 42.80 0 0 0| 0 59 0 0 88 CAB 0.00 44.36 0 0 0| 0 10 0 0 92 CAB 0.00 41.24 0 0 0| 0 16 0 0 96 CAB -0.01 39.66 0 0 0| 0 210 0 0 100 0.250 -0.04 35.01 0 0 0| 0 40 0 0 110 1.500 -0.22 34.05 0 0 0| 0 160 0 0 120 5.500 -0.58 33.06 0 0 0| 0 0 0 0 130 13.000 -0.88 31.08 0 0 0| 0 5 0 0 140 33.000 -0.94 57.88 0 0 0| 0 5 0 0 160 52.750 -0.97 73.55 0 0 0| 0 0 0 0 180 Total 0 0 0| 0 505 0 0 Indicative a-t-m Vol 34.31 Underlying Price 127.500 Time to expiry: 112 Days Dec 10 1.000 -0.07 47.76 0 0 0| 0 0 0 0 88 1.750 -0.10 43.76 0 0 0| 0 0 0 0 96 2.000 -0.13 42.10 0 0 0| 0 31 0 0 100 4.000 -0.22 38.93 0 0 0| 0 34 0 0 110 7.000 -0.35 36.42 0 0 0| 0 0 0 0 120 11.250 -0.52 33.78 0 0 0| 0 76 0 0 130 17.500 -0.68 32.33 0 0 0| 0 34 0 0 140 34.750 -0.88 33.91 0 0 0| 0 20 0 0 160 Total 0 0 0| 0 195 0 0 Indicative a-t-m Vol 34.27 Underlying Price 127.500 Time to expiry: 203 Days Mar 11 2.250 -0.10 43.31 0 0 0| 0 0 0 0 88 3.500 -0.15 41.93 0 0 0| 0 4 0 0 96 4.250 -0.17 40.99 0 0 0| 0 0 0 0 100 6.750 -0.26 38.69 0 0 0| 0 0 0 0 110 10.000 -0.37 36.22 0 0 0| 5 5 +5 0 120 14.500 -0.49 33.79 0 0 0| 0 10 0 0 130 20.500 -0.61 32.51 0 0 0| 0 10 0 0 140 35.500 -0.82 30.45 0 0 0| 0 0 0 0 160 Total 0 0 0| 5 29 +5 0 Total Puts 0 0 0| 5 729 +5 0 Grand Total 0 0 9| 270,005 271,697 +5 0 Equity Options 21:55 Business Day Fri 27 Aug 2010 Previous Business Day Thu 26 Aug 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 | Party Gaming plc - STND OPT (PTG) Indicative a-t-m Vol 48.92 Underlying Price 260.500 Time to expiry: 21 Days Sep 10 100.500 1.00 69.16 0 0 0| 0 0 0 0 160 80.750 0.99 62.67 0 0 0| 0 0 0 0 180 61.000 0.97 59.20 0 0 0| 0 0 0 0 200 51.500 0.95 57.47 0 0 0| 0 0 0 0 210 42.250 0.90 56.45 0 0 0| 0 0 0 0 220 33.500 0.84 53.87 0 0 0| 0 0 0 0 230 25.500 0.76 51.66 0 0 0| 0 0 0 0 240 12.750 0.53 49.03 0 0 0| 0 2 0 0 260 5.000 0.28 46.75 0 0 0| 0 2,460 0 0 280 1.750 0.12 46.17 0 0 0| 0 0 0 0 300 0.500 0.04 45.94 0 0 0| 0 50 0 0 320 CAB 0.01 45.26 0 0 0| 0 0 0 0 340 CAB 0.00 44.39 0 0 0| 0 0 0 0 360 CAB 0.00 43.88 0 0 0| 0 2,792 0 0 380 CAB 0.00 43.12 0 0 0| 0 495 0 0 400 Total 0 0 0| 0 5,799 0 0 Indicative a-t-m Vol 54.09 Underlying Price 260.500 Time to expiry: 112 Days Dec 10 103.250 0.95 61.37 0 0 0| 0 0 0 0 160 85.250 0.90 58.39 0 0 0| 0 0 0 0 180 68.750 0.84 56.08 0 0 0| 0 0 0 0 200 54.250 0.76 55.41 0 0 0| 0 1 0 0 220 41.750 0.67 54.52 0 0 0| 0 46 0 0 240 23.500 0.47 53.69 0 0 0| 0 0 0 0 280 12.250 0.29 53.04 0 0 0| 0 700 0 0 320 6.500 0.18 53.74 0 0 0| 0 4 0 0 360 4.000 0.11 56.13 0 0 0| 0 0 0 0 400 Total 0 0 0| 0 751 0 0 Total Calls 0 0 0| 0 6,550 0 0 | Equity Options 21:55 Business Day Fri 27 Aug 2010 Previous Business Day Thu 26 Aug 2010 Page 72 Puts | Block | Opening Settle Delta Vola- Daily Trade Bclear Total | Official **Open Change Exer- Exer Trans Price tility High Low Volume Volume*** Volume | Volume Int cises Price | Party Gaming plc - STND OPT (PTG) Indicative a-t-m Vol 49.99 Underlying Price 260.500 Time to expiry: 21 Days Sep 10 CAB 0.00 67.65 0 0 0| 0 0 0 0 160 CAB -0.01 61.80 0 0 0| 0 0 0 0 180 0.500 -0.03 58.55 0 0 0| 0 0 0 0 200 1.000 -0.05 57.25 0 0 0| 0 0 0 0 210 1.750 -0.10 56.38 0 0 0| 0 0 0 0 220 3.250 -0.16 54.91 0 0 0| 0 0 0 0 230 5.250 -0.24 52.70 0 0 0| 0 5 0 0 240 12.500 -0.47 50.10 0 0 0| 0 0 0 0 260 24.750 -0.71 47.94 0 0 0| 0 2 0 0 280 41.250 -0.87 47.94 0 0 0| 0 0 0 0 300 60.000 -0.96 47.72 0 0 0| 0 0 0 0 320 79.500 -0.99 46.42 0 0 0| 0 0 0 0 340 99.500 -1.00 45.34 0 0 0| 0 0 0 0 360 119.500 -1.00 45.12 0 0 0| 0 0 0 0 380 139.500 -1.00 43.61 0 0 0| 0 0 0 0 400 Total 0 0 0| 0 7 0 0 Indicative a-t-m Vol 53.45 Underlying Price 260.500 Time to expiry: 112 Days Dec 10 2.000 -0.05 59.40 0 0 0| 0 0 0 0 160 4.000 -0.09 57.30 0 0 0| 0 0 0 0 180 7.500 -0.15 55.46 0 0 0| 0 0 0 0 200 13.000 -0.24 54.60 0 0 0| 0 0 0 0 220 20.250 -0.33 53.51 0 0 0| 0 101 0 0 240 42.250 -0.53 53.40 0 0 0| 0 2 0 0 280 71.500 -0.71 53.31 0 0 0| 0 0 0 0 320 105.500 -0.82 54.03 0 0 0| 0 0 0 0 360 142.750 -0.89 55.81 0 0 0| 0 0 0 0 400 Total 0 0 0| 0 103 0 0 Total Puts 0 0 0| 0 110 0 0 Grand Total 0 0 0| 240,000 246,660 0 0 Equity Options 21:55 Business Day Fri 27 Aug 2010 Previous Business Day Thu 26 Aug 2010 Page 73 Calls | Block | Opening Settle Delta Vola- Daily Trade Bclear Total | Official **Open Change Exer- Exer Trans Price tility High Low Volume Volume*** Volume | Volume Int cises Price | Pearson plc - STND OPT (PSO) Indicative a-t-m Vol 20.38 Underlying Price 966.000 Time to expiry: 21 Days Sep 10 247.000 0.98 57.29 0 0 0| 0 0 0 0 720 207.000 0.99 46.10 0 0 0| 0 0 0 0 760 166.750 0.99 34.47 0 0 0| 0 0 0 0 800 127.250 0.97 30.88 0 0 0| 0 0 0 0 840 107.750 0.96 28.62 0 0 0| 0 0 0 0 860 88.500 0.93 26.69 0 0 0| 0 0 0 0 880 70.000 0.88 25.54 0 0 0| 0 0 0 0 900 52.750 0.81 24.07 0 0 0| 0 0 0 0 920 33.750 37.000 0.70 22.82 33.750 33.500 0 0 60| 0 66 0 0 940 22.750 0.56 20.50 0 0 0| 0 805 0 0 960 13.250 0.40 20.10 0 0 0| 0 19 0 0 980 6.000 0.23 18.69 0 0 0| 0 390 0 0 1000 1.250 0.06 21.66 0 0 0| 0 20 0 0 1050 0.750 0.03 27.03 0 0 0| 0 105 0 0 1100 0.250 0.01 34.86 0 0 0| 0 21 0 0 1200 CAB 0.00 42.22 0 0 0| 0 0 0 0 1300 CAB 0.00 45.78 0 0 0| 0 0 0 0 1400 Total 0 0 60| 0 1,426 0 0 Indicative a-t-m Vol 22.91 Underlying Price 966.000 Time to expiry: 112 Days Dec 10 177.250 0.89 30.16 0 0 0| 0 10 0 0 800 141.250 0.84 27.68 0 0 0| 0 0 0 0 840 108.000 0.77 25.82 0 0 0| 0 330 0 0 880 78.250 0.67 24.24 0 0 0| 0 4 0 0 920 53.500 0.55 23.06 0 0 0| 0 26 0 0 960 34.000 0.42 22.03 0 0 0| 0 33 0 0 1000 8.000 0.15 20.61 0 0 0| 0 108 0 0 1100 1.000 0.03 19.47 0 0 0| 0 15 0 0 1200 CAB 0.00 16.58 0 0 0| 0 0 0 0 1400 Total 0 0 0| 0 526 0 0 Indicative a-t-m Vol 23.62 Underlying Price 966.000 Time to expiry: 203 Days Mar 11 187.000 0.85 27.89 0 0 0| 0 4 0 0 800 154.500 0.79 26.82 0 0 0| 0 0 0 0 840 124.500 0.73 25.74 0 0 0| 0 10 0 0 880 97.000 0.65 24.68 0 0 0| 0 51 0 0 920 73.250 0.56 23.76 0 0 0| 0 43 0 0 960 52.750 0.46 22.81 0 0 0| 0 668 0 0 1000 19.750 0.24 21.22 0 0 0| 0 0 0 0 1100 6.000 0.09 20.49 0 0 0| 0 3 0 0 1200 Total 0 0 0| 0 779 0 0 Total Calls 0 0 60| 0 2,731 0 0 | Equity Options 21:55 Business Day Fri 27 Aug 2010 Previous Business Day Thu 26 Aug 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 | Pearson plc - STND OPT (PSO) Indicative a-t-m Vol 21.47 Underlying Price 966.000 Time to expiry: 21 Days Sep 10 0.250 -0.01 51.10 0 0 0| 0 0 0 0 720 0.250 -0.01 43.19 0 0 0| 0 0 0 0 760 0.500 -0.02 36.93 0 0 0| 0 4 0 0 800 1.000 -0.03 31.92 0 0 0| 0 117 0 0 840 1.250 -0.04 28.20 0 0 0| 0 0 0 0 860 2.000 -0.07 26.84 0 0 0| 0 13 0 0 880 3.750 -0.12 25.31 0 0 0| 0 147 0 0 900 6.250 -0.19 23.89 0 0 0| 0 84 0 0 920 11.000 10.500 -0.30 22.65 11.000 11.000 0 0 1| 0 0 0 0 940 17.500 -0.44 21.66 0 0 0| 0 161 0 0 960 27.750 -0.60 21.03 0 0 0| 0 0 0 0 980 41.000 -0.74 20.53 0 0 0| 0 10 0 0 1000 85.250 -0.93 22.32 0 0 0| 0 0 0 0 1050 134.250 -0.98 25.62 0 0 0| 0 50 0 0 1100 234.250 -0.99 37.86 0 0 0| 0 0 0 0 1200 334.000 -1.00 46.40 0 0 0| 0 0 0 0 1300 434.000 -1.00 50.39 0 0 0| 0 0 0 0 1400 Total 0 0 1| 0 586 0 0 Indicative a-t-m Vol 23.12 Underlying Price 966.000 Time to expiry: 112 Days Dec 10 8.750 -0.11 29.62 0 0 0| 0 20 0 0 800 13.250 -0.16 27.61 0 0 0| 0 6 0 0 840 20.500 -0.23 26.07 0 0 0| 0 70 0 0 880 31.000 -0.33 24.56 0 0 0| 0 310 0 0 920 45.750 -0.45 23.26 0 0 0| 0 30 0 0 960 66.500 -0.58 22.30 0 0 0| 0 30 0 0 1000 140.500 -0.86 20.93 0 0 0| 0 0 0 0 1100 234.250 -0.98 20.53 0 0 0| 0 0 0 0 1200 434.000 -1.00 28.94 0 0 0| 0 0 0 0 1400 Total 0 0 0| 0 466 0 0 Indicative a-t-m Vol 23.92 Underlying Price 966.000 Time to expiry: 203 Days Mar 11 18.500 -0.16 28.47 0 0 0| 0 2 0 0 800 26.000 -0.21 27.32 0 0 0| 0 14 0 0 840 35.750 -0.28 26.17 0 0 0| 0 25 0 0 880 48.250 -0.35 25.06 0 0 0| 0 6 0 0 920 64.250 -0.44 24.05 0 0 0| 0 10 0 0 960 83.750 -0.54 23.15 0 0 0| 0 13 0 0 1000 150.750 -0.77 21.53 0 0 0| 0 0 0 0 1100 237.750 -0.91 20.98 0 0 0| 0 0 0 0 1200 Total 0 0 0| 0 70 0 0 Total Puts 0 0 1| 0 1,122 0 0 Grand Total 0 0 61| 340,000 343,853 0 0 Equity Options 21:55 Business Day Fri 27 Aug 2010 Previous Business Day Thu 26 Aug 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 | Persimmon PLC - STND OPT (PER) Indicative a-t-m Vol 43.26 Underlying Price 367.000 Time to expiry: 21 Days Sep 10 68.250 0.95 53.40 0 0 0| 0 0 0 0 300 51.000 50.000 0.88 50.70 51.000 S 51.000 S 0 0 12| 0 10 0 0 320 41.000 0.84 47.14 0 0 0| 0 0 0 0 330 33.500 0.76 47.74 0 0 0| 0 0 0 0 340 26.250 0.68 46.29 0 0 0| 0 0 0 0 350 19.750 0.59 44.60 0 0 0| 0 0 0 0 360 14.000 0.49 42.69 0 0 0| 0 0 0 0 370 9.750 0.39 41.99 0 0 0| 0 4 0 0 380 6.250 6.500 0.29 41.43 6.250 S 6.250 S 0 0 24| 0 34 0 0 390 4.250 0.21 40.77 0 0 0| 0 4 0 0 400 2.750 0.15 40.68 0 0 0| 0 4 0 0 410 2.250 0.12 45.00 0 0 0| 0 0 0 0 420 0.750 0.05 44.28 0 0 0| 0 20 0 0 440 0.250 0.02 45.66 0 0 0| 0 5 0 0 460 0.250 0.01 47.32 0 0 0| 0 0 0 0 480 CAB 0.00 51.16 0 0 0| 0 13 0 0 520 CAB 0.00 56.88 0 0 0| 0 0 0 0 560 CAB 0.00 62.59 0 0 0| 0 0 0 0 640 Total 0 0 36| 0 94 0 0 Indicative a-t-m Vol 44.07 Underlying Price 367.000 Time to expiry: 112 Days Dec 10 92.000 0.90 45.28 0 0 0| 0 0 0 0 280 61.500 0.75 44.84 0 0 0| 0 0 0 0 320 49.000 0.67 44.69 0 0 0| 0 0 0 0 340 38.250 0.58 44.34 0 0 0| 0 0 0 0 360 29.000 0.49 43.58 0 0 0| 0 0 0 0 380 20.750 0.39 42.09 0 0 0| 0 0 0 0 400 14.500 0.31 40.96 0 0 0| 0 5 0 0 420 9.750 0.23 39.89 0 0 0| 0 0 0 0 440 6.500 0.17 38.82 0 0 0| 0 0 0 0 460 4.750 0.13 39.46 0 0 0| 0 0 0 0 480 1.750 0.06 38.02 0 0 0| 0 5 0 0 520 0.750 0.03 37.78 0 0 0| 0 7 0 0 560 0.250 0.01 39.29 0 0 0| 0 0 0 0 640 Total 0 0 0| 0 17 0 0 Indicative a-t-m Vol 42.51 Underlying Price 367.000 Time to expiry: 203 Days Mar 11 96.250 0.85 42.87 0 0 0| 0 8 0 0 280 69.000 0.72 43.16 0 0 0| 0 2 0 0 320 57.500 0.65 42.74 0 0 0| 0 0 0 0 340 47.500 0.58 42.62 0 0 0| 0 0 0 0 360 38.750 0.51 42.30 0 0 0| 0 0 0 0 380 30.750 0.44 41.41 0 0 0| 0 1 0 0 400 20.250 24.250 0.38 40.68 20.250 20.250 0 0 4| 0 0 0 0 420 18.500 0.31 39.73 0 0 0| 0 5 0 0 440 Total 0 0 4| 0 16 0 0 Equity Options 21:55 Business Day Fri 27 Aug 2010 Previous Business Day Thu 26 Aug 2010 Page 76 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 40| 0 127 0 0 | Equity Options 21:55 Business Day Fri 27 Aug 2010 Previous Business Day Thu 26 Aug 2010 Page 77 Puts | Block | Opening Settle Delta Vola- Daily Trade Bclear Total | Official **Open Change Exer- Exer Trans Price tility High Low Volume Volume*** Volume | Volume Int cises Price | Persimmon PLC - STND OPT (PER) Indicative a-t-m Vol 43.62 Underlying Price 367.000 Time to expiry: 21 Days Sep 10 2.500 -0.08 63.63 0 0 0| 0 0 0 0 300 2.750 -0.12 49.41 0 0 0| 0 135 0 0 320 4.250 -0.17 48.51 0 0 0| 0 0 0 0 330 6.250 -0.24 47.12 0 0 0| 6 16 +6 0 340 9.000 -0.31 45.81 0 0 0| 0 4 0 0 350 12.750 -0.41 44.93 0 0 0| 0 121 0 0 360 17.000 -0.51 43.06 0 0 0| 0 0 0 0 370 22.750 -0.61 42.30 0 0 0| 0 0 0 0 380 29.750 -0.70 42.34 0 0 0| 0 0 0 0 390 37.000 -0.79 40.72 0 0 0| 0 62 0 0 400 45.250 -0.86 39.50 0 0 0| 0 0 0 0 410 54.750 -0.89 42.39 0 0 0| 0 0 0 0 420 73.250 -0.98 37.30 0 0 0| 0 12 0 0 440 93.000 -1.00 32.53 0 0 0| 0 2 0 0 460 113.000 -1.00 36.41 0 0 0| 0 0 0 0 480 153.000 -1.00 43.95 0 0 0| 0 10 0 0 520 193.000 -1.00 41.96 0 0 0| 0 0 0 0 560 273.000 -1.00 30.21 0 0 0| 0 0 0 0 640 Total 0 0 0| 6 362 +6 0 Indicative a-t-m Vol 44.02 Underlying Price 367.000 Time to expiry: 112 Days Dec 10 6.000 -0.12 44.84 0 0 0| 0 0 0 0 280 15.750 -0.26 44.32 0 0 0| 0 16 0 0 320 23.750 -0.34 44.45 0 0 0| 0 0 0 0 340 33.250 -0.43 44.30 0 0 0| 0 2 0 0 360 44.000 -0.52 43.49 0 0 0| 0 0 0 0 380 55.750 -0.61 41.92 0 0 0| 0 7 0 0 400 70.000 -0.69 41.32 0 0 0| 0 7 0 0 420 84.750 -0.77 39.55 0 0 0| 0 0 0 0 440 101.500 -0.83 38.82 0 0 0| 0 5 0 0 460 119.500 -0.88 38.77 0 0 0| 0 0 0 0 480 157.000 -0.94 38.25 0 0 0| 0 8 0 0 520 196.000 -0.97 38.92 0 0 0| 0 0 0 0 560 275.250 -0.99 42.46 0 0 0| 0 0 0 0 640 Total 0 0 0| 0 45 0 0 Indicative a-t-m Vol 44.08 Underlying Price 367.000 Time to expiry: 203 Days Mar 11 13.250 -0.17 44.57 0 0 0| 0 22 0 0 280 26.750 -0.30 44.08 0 0 0| 0 5 0 0 320 35.750 -0.36 44.06 0 0 0| 0 7 0 0 340 46.500 -0.43 44.38 0 0 0| 0 0 0 0 360 54.000 57.500 -0.50 43.53 54.000 54.000 0 0 2| 0 0 0 0 380 69.750 -0.56 42.73 0 0 0| 0 0 0 0 400 83.500 -0.62 42.41 0 0 0| 0 0 0 0 420 98.000 -0.68 41.80 0 0 0| 0 0 0 0 440 Total 0 0 2| 0 34 0 0 Equity Options 21:55 Business Day Fri 27 Aug 2010 Previous Business Day Thu 26 Aug 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 | Total Puts 0 0 2| 6 441 +6 0 Grand Total 0 0 42| 390,006 390,568 +6 0 Equity Options 21:55 Business Day Fri 27 Aug 2010 Previous Business Day Thu 26 Aug 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 | Prudential plc - STND OPT (PRU) Indicative a-t-m Vol 32.39 Underlying Price 565.500 Time to expiry: 21 Days Sep 10 126.000 0.99 44.66 0 0 0| 0 0 0 0 440 106.250 0.98 43.80 0 0 0| 0 0 0 0 460 86.000 0.98 33.00 0 0 0| 0 0 0 0 480 78.250 0.92 44.36 0 0 0| 0 0 0 0 490 68.000 0.91 38.21 0 0 0| 0 0 0 0 500 50.000 0.84 35.78 0 0 0| 0 181 0 0 520 34.000 0.73 33.81 0 0 0| 0 162 0 0 540 21.000 0.57 32.56 0 0 0| 0 4,782 +500 0 560 10.000 11.750 0.39 31.99 10.000 10.000 0 0 4| 35 286 +35 0 580 5.000 5.750 0.24 31.61 5.000 5.000 0 0 1| 20 3,244 +20 0 600 3.500 0.15 34.35 0 0 0| 0 50 0 0 620 1.750 0.08 34.78 0 0 0| 0 301 0 0 640 0.250 0.02 34.37 0 0 0| 0 1,759 0 0 680 CAB 0.00 35.61 0 0 0| 0 30 0 0 720 Total 0 0 5| 55 10,795 +555 0 Indicative a-t-m Vol 33.46 Underlying Price 565.500 Time to expiry: 49 Days Oct 10 109.250 0.92 42.00 0 0 0| 0 0 0 0 460 91.250 0.88 40.42 0 0 0| 0 0 0 0 480 83.000 0.85 40.47 0 0 0| 0 0 0 0 490 73.500 0.83 37.66 0 0 0| 0 0 0 0 500 57.250 0.76 35.86 0 0 0| 0 0 0 0 520 43.250 0.67 34.86 0 0 0| 0 5 0 0 540 31.000 0.56 33.43 0 0 0| 0 52 0 0 560 21.750 0.45 33.54 0 0 0| 0 30 0 0 580 14.750 0.34 33.08 0 0 0| 5 147 +5 0 600 6.250 0.17 33.30 0 0 0| 0 76 0 0 640 2.500 0.08 33.86 0 0 0| 0 0 0 0 680 Total 0 0 0| 5 310 +5 0 Indicative a-t-m Vol 34.48 Underlying Price 565.500 Time to expiry: 84 Days Nov 10 113.750 0.88 40.77 0 0 0| 0 0 0 0 460 97.000 0.83 39.58 0 0 0| 0 0 0 0 480 66.750 0.71 37.64 0 0 0| 0 0 0 0 520 53.000 0.64 36.11 0 0 0| 0 0 0 0 540 40.750 0.56 34.69 0 0 0| 0 0 0 0 560 31.000 0.48 34.00 0 0 0| 0 0 0 0 580 23.000 0.39 33.31 0 0 0| 0 2 0 0 600 11.750 0.24 32.50 0 0 0| 0 0 0 0 640 5.500 0.13 32.17 0 0 0| 0 0 0 0 680 Total 0 0 0| 0 2 0 0 Indicative a-t-m Vol 35.19 Underlying Price 565.500 Time to expiry: 112 Days Dec 10 386.250 1.00 80.42 0 0 0| 0 0 0 0 180 366.250 1.00 79.00 0 0 0| 0 0 0 0 200 Equity Options 21:55 Business Day Fri 27 Aug 2010 Previous Business Day Thu 26 Aug 2010 Page 80 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 | 346.250 1.00 71.26 0 0 0| 0 0 0 0 220 326.500 0.99 66.70 0 0 0| 0 0 0 0 240 286.250 1.00 47.83 0 0 0| 0 0 0 0 280 247.250 0.99 50.83 0 0 0| 0 0 0 0 320 208.750 0.97 48.62 0 0 0| 0 10 0 0 360 171.000 0.93 45.71 0 0 0| 0 0 0 0 400 135.000 0.88 42.40 0 0 0| 0 10 0 0 440 117.750 0.85 40.76 0 0 0| 0 0 0 0 460 102.000 0.80 40.17 0 0 0| 0 0 0 0 480 72.000 0.70 37.45 0 0 0| 0 20 0 0 520 47.750 0.56 35.51 0 0 0| 40 776 0 0 560 28.500 0.42 33.39 0 0 0| 0 154 0 0 600 16.250 0.28 32.53 0 0 0| 0 171 0 0 640 8.500 0.17 31.62 0 0 0| 0 25 0 0 680 4.000 0.10 31.00 0 0 0| 0 92 0 0 720 Total 0 0 0| 40 1,258 0 0 Indicative a-t-m Vol 34.77 Underlying Price 565.500 Time to expiry: 203 Days Mar 11 145.000 0.84 41.58 0 0 0| 0 10 0 0 440 129.250 0.80 40.30 0 0 0| 0 0 0 0 460 113.750 0.77 38.85 0 0 0| 0 6 0 0 480 87.250 0.68 37.47 0 0 0| 0 265 0 0 520 62.250 0.57 34.88 0 0 0| 0 62 0 0 560 44.500 0.47 34.12 0 0 0| 0 16 0 0 600 24.500 30.750 0.36 33.52 24.500 24.500 0 0 1| 0 333 0 0 640 12.250 0.19 31.42 0 0 0| 0 64 0 0 720 Total 0 0 1| 0 756 0 0 Indicative a-t-m Vol 35.53 Underlying Price 565.500 Time to expiry: 294 Days Jun 11 252.500 0.95 48.95 0 0 0| 0 0 0 0 320 216.250 0.92 46.13 0 0 0| 0 0 0 0 360 181.750 0.88 43.65 0 0 0| 0 60 0 0 400 149.000 0.82 40.98 0 0 0| 0 0 0 0 440 134.250 0.79 40.14 0 0 0| 10 20 +10 0 460 120.000 0.75 39.33 0 0 0| 0 0 0 0 480 94.000 0.67 37.69 0 0 0| 0 10 0 0 520 70.750 0.58 35.68 0 0 0| 0 2 0 0 560 52.750 0.48 34.69 0 0 0| 0 5 0 0 600 36.750 38.250 0.39 33.78 36.750 36.750 0 0 1| 0 49 0 0 640 18.250 0.23 32.02 0 0 0| 0 0 0 0 720 Total 0 0 1| 10 146 +10 0 Indicative a-t-m Vol 38.78 Underlying Price 565.500 Time to expiry: 476 Days Dec 11 388.250 0.99 66.84 0 0 0| 0 0 0 0 180 368.750 0.98 63.07 0 0 0| 0 0 0 0 200 349.000 0.98 58.42 0 0 0| 0 0 0 0 220 330.000 0.97 55.61 0 0 0| 0 0 0 0 240 291.750 0.96 49.96 0 0 0| 0 0 0 0 280 Equity Options 21:55 Business Day Fri 27 Aug 2010 Previous Business Day Thu 26 Aug 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 | 254.500 0.94 45.52 0 0 0| 0 0 0 0 320 218.500 0.91 42.08 0 0 0| 0 0 0 0 360 187.500 0.85 41.55 0 0 0| 0 0 0 0 400 159.750 0.79 40.95 0 0 0| 0 0 0 0 440 134.500 0.72 40.13 0 0 0| 0 0 0 0 480 93.500 0.59 38.87 0 0 0| 0 425 0 0 560 63.000 0.45 37.73 0 0 0| 0 0 0 0 640 39.750 0.33 36.04 0 0 0| 0 0 0 0 720 Total 0 0 0| 0 425 0 0 Indicative a-t-m Vol 40.32 Underlying Price 565.500 Time to expiry: 658 Days Jun 12 180.500 0.76 46.98 0 0 0| 0 0 0 0 440 161.250 0.71 47.26 0 0 0| 0 0 0 0 480 109.750 0.60 40.40 0 0 0| 0 0 0 0 560 80.000 0.49 39.32 0 0 0| 0 0 0 0 640 Total 0 0 0| 0 0 0 0 Indicative a-t-m Vol 40.76 Underlying Price 565.500 Time to expiry: 847 Days Dec 12 182.000 0.76 43.68 0 0 0| 0 0 0 0 440 171.500 0.71 46.88 0 0 0| 0 0 0 0 480 122.500 0.61 40.84 0 0 0| 0 820 0 0 560 94.000 0.52 39.83 0 0 0| 0 0 0 0 640 69.750 0.43 38.40 0 0 0| 0 0 0 0 720 Total 0 0 0| 0 820 0 0 Total Calls 0 0 7| 110 14,512 +570 0 | Equity Options 21:55 Business Day Fri 27 Aug 2010 Previous Business Day Thu 26 Aug 2010 Page 82 Puts | Block | Opening Settle Delta Vola- Daily Trade Bclear Total | Official **Open Change Exer- Exer Trans Price tility High Low Volume Volume*** Volume | Volume Int cises Price | Prudential plc - STND OPT (PRU) Indicative a-t-m Vol 32.99 Underlying Price 565.500 Time to expiry: 21 Days Sep 10 0.250 -0.01 44.00 0 0 0| 0 362 0 0 440 0.500 -0.02 44.00 0 0 0| 0 3,917 0 0 460 1.250 -0.05 41.84 0 0 0| 0 178 0 0 480 1.750 -0.07 40.28 0 0 0| 0 5 0 0 490 2.000 -0.08 37.69 0 0 0| 0 3,117 0 0 500 4.250 -0.16 35.99 0 0 0| 0 3,056 0 0 520 8.500 -0.28 34.18 0 0 0| 0 276 0 0 540 15.750 -0.43 33.55 0 0 0| 0 1,163 0 0 560 25.750 -0.61 31.69 0 0 0| 0 80 0 0 580 40.750 -0.75 32.99 0 0 0| 0 269 0 0 600 57.750 -0.86 33.85 0 0 0| 0 20 0 0 620 85.250 75.750 -0.93 32.78 85.250 S 85.250 S 0 0 3| 0 5 0 0 640 114.500 -1.00 2.00 0 0 0| 0 0 0 0 680 154.500 -1.00 2.00 0 0 0| 0 6 0 0 720 Total 0 0 3| 0 12,454 0 0 Indicative a-t-m Vol 33.98 Underlying Price 565.500 Time to expiry: 49 Days Oct 10 4.000 -0.09 44.00 0 0 0| 5 10 +5 0 460 5.750 -0.12 41.44 0 0 0| 0 13 0 0 480 6.250 -0.14 38.98 0 0 0| 0 4 0 0 490 7.750 -0.17 38.07 0 0 0| 0 212 0 0 500 12.000 -0.24 36.78 0 0 0| 10 158 +10 0 520 17.750 -0.34 35.36 0 0 0| 0 34 0 0 540 25.500 -0.44 34.28 0 0 0| 0 0 0 0 560 35.500 -0.56 33.28 0 0 0| 0 0 0 0 580 49.500 -0.65 34.30 0 0 0| 0 0 0 0 600 79.750 -0.83 32.61 0 0 0| 0 0 0 0 640 116.500 -0.92 33.77 0 0 0| 0 0 0 0 680 Total 0 0 0| 15 431 +15 0 Indicative a-t-m Vol 34.52 Underlying Price 565.500 Time to expiry: 84 Days Nov 10 7.750 -0.13 41.44 0 0 0| 0 0 0 0 460 11.500 -0.17 40.84 0 0 0| 0 0 0 0 480 20.000 -0.29 37.33 0 0 0| 0 0 0 0 520 26.750 -0.36 36.24 0 0 0| 0 0 0 0 540 34.500 -0.44 34.82 0 0 0| 0 0 0 0 560 44.500 -0.53 33.80 0 0 0| 0 0 0 0 580 57.500 -0.61 34.29 0 0 0| 0 0 0 0 600 85.000 -0.76 32.30 0 0 0| 0 0 0 0 640 119.500 -0.87 32.50 0 0 0| 0 0 0 0 680 Total 0 0 0| 0 0 0 0 Indicative a-t-m Vol 35.59 Underlying Price 565.500 Time to expiry: 112 Days Dec 10 CAB 0.00 66.71 0 0 0| 0 0 0 0 180 CAB 0.00 65.60 0 0 0| 0 0 0 0 200 0.250 0.00 63.36 0 0 0| 0 30 0 0 220 Equity Options 21:55 Business Day Fri 27 Aug 2010 Previous Business Day Thu 26 Aug 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 | 0.250 0.00 59.66 0 0 0| 0 15 0 0 240 0.750 -0.01 58.33 0 0 0| 0 135 0 0 280 1.750 -0.02 56.72 0 0 0| 0 40 0 0 320 2.500 -0.04 49.59 0 0 0| 0 1,142 0 0 360 5.000 -0.07 46.26 0 0 0| 0 719 0 0 400 8.750 -0.12 42.67 0 0 0| 0 673 0 0 440 11.750 -0.15 41.60 0 0 0| 0 96 0 0 460 15.250 -0.20 39.95 0 0 0| 0 212 0 0 480 25.500 -0.30 37.66 0 0 0| 0 1,065 0 0 520 41.500 -0.44 35.89 0 0 0| 0 673 0 0 560 62.500 -0.58 33.87 0 0 0| 0 85 0 0 600 97.000 90.250 -0.72 33.15 97.000 S 97.000 S 0 0 3| 0 21 0 0 640 121.750 -0.83 31.57 0 0 0| 0 12 0 0 680 157.750 -0.91 31.25 0 0 0| 0 13 0 0 720 Total 0 0 3| 0 4,931 0 0 Indicative a-t-m Vol 35.30 Underlying Price 565.500 Time to expiry: 203 Days Mar 11 18.000 -0.16 41.89 0 0 0| 0 111 0 0 440 22.750 -0.20 41.08 0 0 0| 0 15 0 0 460 27.750 -0.24 39.98 0 0 0| 0 170 0 0 480 39.500 -0.33 37.38 0 0 0| 0 281 0 0 520 55.500 -0.43 35.37 0 0 0| 0 2 0 0 560 78.000 -0.53 34.93 0 0 0| 0 1 0 0 600 103.750 -0.64 33.98 0 0 0| 0 0 0 0 640 164.250 -0.82 31.41 0 0 0| 0 0 0 0 720 Total 0 0 0| 0 580 0 0 Indicative a-t-m Vol 35.57 Underlying Price 565.500 Time to expiry: 294 Days Jun 11 8.750 -0.07 48.38 0 0 0| 0 51 0 0 320 13.000 -0.10 45.18 0 0 0| 0 20 0 0 360 19.250 -0.15 42.58 0 0 0| 0 5 0 0 400 28.750 -0.21 41.08 0 0 0| 0 2 0 0 440 34.250 -0.24 39.85 0 0 0| 0 0 0 0 460 40.250 -0.28 38.97 0 0 0| 0 0 0 0 480 55.000 -0.36 37.23 0 0 0| 0 10 0 0 520 73.500 -0.45 35.76 0 0 0| 0 0 0 0 560 95.750 -0.54 34.51 0 0 0| 0 0 0 0 600 121.750 -0.63 33.68 0 0 0| 0 0 0 0 640 183.250 -0.77 32.55 0 0 0| 0 0 0 0 720 Total 0 0 0| 0 88 0 0 Indicative a-t-m Vol 39.98 Underlying Price 565.500 Time to expiry: 476 Days Dec 11 4.500 -0.02 60.30 0 0 0| 0 2,000 0 0 180 5.500 -0.03 57.30 0 0 0| 0 0 0 0 200 5.750 -0.03 53.30 0 0 0| 0 0 0 0 220 7.500 -0.04 51.78 0 0 0| 0 0 0 0 240 10.500 -0.06 47.64 0 0 0| 0 0 0 0 280 15.000 -0.09 44.43 0 0 0| 0 0 0 0 320 23.750 -0.13 43.86 0 0 0| 0 0 0 0 360 Equity Options 21:55 Business Day Fri 27 Aug 2010 Previous Business Day Thu 26 Aug 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 | 35.000 -0.18 43.21 0 0 0| 0 0 0 0 400 49.000 -0.24 42.51 0 0 0| 0 0 0 0 440 64.750 -0.30 41.53 0 0 0| 0 0 0 0 480 104.500 -0.42 40.10 0 0 0| 0 0 0 0 560 152.750 -0.55 38.51 0 0 0| 0 0 0 0 640 211.500 -0.66 37.92 0 0 0| 0 0 0 0 720 Total 0 0 0| 0 2,000 0 0 Indicative a-t-m Vol 40.60 Underlying Price 565.500 Time to expiry: 658 Days Jun 12 77.250 -0.26 47.44 0 0 0| 0 0 0 0 440 90.750 -0.31 44.66 0 0 0| 0 0 0 0 480 126.500 -0.42 40.70 0 0 0| 0 0 0 0 560 175.750 -0.52 39.40 0 0 0| 0 0 0 0 640 Total 0 0 0| 0 0 0 0 Indicative a-t-m Vol 41.27 Underlying Price 565.500 Time to expiry: 847 Days Dec 12 83.250 -0.26 44.28 0 0 0| 0 0 0 0 440 100.750 -0.31 42.91 0 0 0| 0 0 0 0 480 143.250 -0.40 41.34 0 0 0| 0 0 0 0 560 193.500 -0.49 40.37 0 0 0| 0 0 0 0 640 247.000 -0.58 38.70 0 0 0| 0 0 0 0 720 Total 0 0 0| 0 0 0 0 Total Puts 0 0 6| 15 20,484 +15 0 Grand Total 0 0 13| 920,125 954,996 +585 0 Imperial Tobacco Group Plc (IMJ) Grand Total 0 0 13| 925,125 960,012 +585 0 Imperial Tobacco Group plc (IMX) Indicative a-t-m Vol 0.00 Underlying Price 1829.000 Time to expiry: 21 Days 17 Sep 10 62.820 -0.73 17.72 N/A 0 0| 0 0 0 0 1880 TotalN/A 0 0| 0 0 0 0 Total PutsN/A 0 0| 0 0 0 0 Grand TotalN/A 0 13| 930,125 965,512 +585 0 Imperial Tobacco Group Plc (IMQ) Indicative a-t-m Vol 0.00 Underlying Price 1829.000 Time to expiry: 21 Days 17 Sep 10 133.320 -0.93 19.59 N/A 0 0| 0 0 0 0 1960 TotalN/A 0 0| 0 0 0 0 Total PutsN/A 0 0| 0 0 0 0 Indicative a-t-m Vol 0.00 Underlying Price 1829.000 Time to expiry: 112 Days 17 Dec 10 118.520 -0.61 19.59 N/A 0 0| 0 500 0 0 1900 TotalN/A 0 0| 0 500 0 0 Total PutsN/A 0 0| 0 500 0 0 Grand TotalN/A 0 13| 940,125 975,512 +585 0 Imperial Tobacco Group plc (IMX) Grand TotalN/A 0 13| 945,125 981,012 +585 0 Inditex SA (IJJ) Equity Options 21:55 Business Day Fri 27 Aug 2010 Previous Business Day Thu 26 Aug 2010 Page 85 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 52.3600 Time to expiry: 476 Days 16 Dec 11 0.1661 -0.02 30.62 N/A 0 0| 0 3,000 0 0 2700 TotalN/A 0 0| 0 3,000 0 0 Total PutsN/A 0 0| 0 3,000 0 0 Grand TotalN/A 0 13| 965,125 1,007,167 +585 0 Infineon Technologies AG (IFQ) Indicative a-t-m Vol 0.00 Underlying Price 4.6100 Time to expiry: 112 Days 17 Dec 10 0.6533 -0.59 41.35 N/A 0 0| 0 3,000 0 0 500 TotalN/A 0 0| 0 3,000 0 0 Indicative a-t-m Vol 0.00 Underlying Price 4.6100 Time to expiry: 203 Days 18 Mar 11 0.7923 -0.54 41.67 N/A 0 0| 0 7,000 0 0 500 0.9323 -0.59 41.95 N/A 0 0| 0 5,000 0 0 520 TotalN/A 0 0| 0 12,000 0 0 Total PutsN/A 0 0| 0 15,000 0 0 Grand TotalN/A 0 13| 1,000,125 1,070,167 +585 0 ING Groep NV (IAQ) Indicative a-t-m Vol 0.00 Underlying Price 7.0010 Time to expiry: 112 Days 17 Dec 10 0.3100 -0.21 54.06 N/A 0 0| 0 30,300 0 0 580 14.4522 -0.98 85.94 N/A 0 0| 0 2,500 0 0 2150 15.9874 -0.98 90.12 N/A 0 0| 0 5,000 0 0 2304 17.5693 -1.00 88.58 N/A 0 0| 0 5,000 0 0 2457 18.2732 -0.99 90.13 N/A 0 0| 0 8,000 0 0 2534 19.8083 -0.99 93.24 N/A 0 0| 0 2,000 0 0 2688 TotalN/A 0 0| 0 52,800 0 0 Total PutsN/A 0 0| 0 52,800 0 0 Grand TotalN/A 0 13| 1,070,125 1,272,767 +585 0 International Power plc - Amer Phys FLEX Opt (IOQ) Grand TotalN/A 0 13| 1,090,125 1,294,007 +585 0 INTESA SANPAOLO SPA - AMER PHYS FLEX OPT (BIQ) Indicative a-t-m Vol 0.00 Underlying Price 2.2575 Time to expiry: 112 Days 17 Dec 10 0.2810 -0.56 40.00 N/A 0 0| 0 500 0 0 240 TotalN/A 0 0| 0 500 0 0 Total PutsN/A 0 0| 0 500 0 0 Grand TotalN/A 0 13| 1,105,125 1,310,257 +585 0 INTESA SANPAOLO SPA - EURO CAH FLEX OPT (BIJ) Indicative a-t-m Vol 0.00 Underlying Price 2.2575 Time to expiry: 112 Days 17 Dec 10 0.2800 -0.56 40.00 N/A 0 0| 0 3,463 0 0 240 TotalN/A 0 0| 0 3,463 0 0 Total PutsN/A 0 0| 0 3,463 0 0 Grand TotalN/A 0 13| 1,115,125 1,327,183 +585 0 J Sainsbury Plc (SAQ) Indicative a-t-m Vol 0.00 Underlying Price 363.000 Time to expiry: 294 Days 17 Jun 11 Equity Options 21:55 Business Day Fri 27 Aug 2010 Previous Business Day Thu 26 Aug 2010 Page 86 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 | 19.820 -0.31 27.32 N/A 0 0| 0 250 0 0 320 TotalN/A 0 0| 0 250 0 0 Indicative a-t-m Vol 0.00 Underlying Price 363.000 Time to expiry: 476 Days 16 Dec 11 2.560 -0.05 29.76 N/A 0 0| 0 1,000 0 0 208 TotalN/A 0 0| 0 1,000 0 0 Total PutsN/A 0 0| 0 1,250 0 0 Grand TotalN/A 0 13| 1,130,125 1,343,683 +585 0 K+S AG Amer Phys FLEX Opt (KDO) Indicative a-t-m Vol 0.00 Underlying Price 41.4900 Time to expiry: 21 Days 17 Sep 10 0.0515 -0.03 45.16 N/A 0 0| 0 1,500 0 0 3400 TotalN/A 0 0| 0 1,500 0 0 Indicative a-t-m Vol 0.00 Underlying Price 41.4900 Time to expiry: 112 Days 17 Dec 10 2.1383 -0.38 31.94 N/A 0 0| 0 500 0 0 4000 TotalN/A 0 0| 0 500 0 0 Total PutsN/A 0 0| 0 2,000 0 0 Indicative a-t-m Vol 0.00 Underlying Price 32.5150 Time to expiry: 21 Days 17 Sep 10 2.2000 -0.66 40.97 N/A 0 0| 0 1,000 0 0 3400 TotalN/A 0 0| 0 1,000 0 0 Total PutsN/A 0 0| 0 1,000 0 0 Grand TotalN/A 0 13| 1,145,125 1,361,183 +585 0 KBC Bancassurance Holding (KBQ) Indicative a-t-m Vol 0.00 Underlying Price 32.5150 Time to expiry: 21 Days 17 Sep 10 3.7200 -0.85 38.76 N/A 0 0| 0 600 0 0 3600 TotalN/A 0 0| 0 600 0 0 Total PutsN/A 0 0| 0 600 0 0 Grand TotalN/A 0 13| 1,155,125 1,372,783 +585 0 Kingfisher plc (KGX) Indicative a-t-m Vol 0.00 Underlying Price 205.300 Time to expiry: 476 Days 16 Dec 11 26.370 -0.42 30.13 N/A 0 0| 0 2,500 0 0 200 TotalN/A 0 0| 0 2,500 0 0 Total PutsN/A 0 0| 0 2,500 0 0 Grand TotalN/A 0 13| 1,165,125 1,387,783 +585 0 Koninklijke Ahold NV (AHJ) Indicative a-t-m Vol 0.00 Underlying Price 9.6050 Time to expiry: 112 Days 17 Dec 10 0.1100 -0.12 30.54 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 0 13| 1,175,125 1,400,960 +585 0 Koninklijke DSM NV (DSQ) Grand TotalN/A 0 13| 1,180,125 1,406,960 +585 0 Koninklijke Philips Electronics NV (PHQ) Equity Options 21:55 Business Day Fri 27 Aug 2010 Previous Business Day Thu 26 Aug 2010 Page 87 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 22.0950 Time to expiry: 21 Days 17 Sep 10 0.3900 -0.28 39.12 N/A 0 0| 0 6,500 0 0 2100 TotalN/A 0 0| 0 6,500 0 0 Indicative a-t-m Vol 0.00 Underlying Price 22.0950 Time to expiry: 112 Days 17 Dec 10 0.9818 -0.28 40.39 N/A 0 0| 0 5,000 0 0 2000 1.3016 -0.36 38.47 N/A 0 0| 0 1,000 0 0 2100 3.5500 -0.71 34.22 N/A 0 0| 0 4,000 0 0 2500 4.3054 -0.78 33.58 N/A 0 0| 0 2,500 0 0 2600 6.0500 -0.90 31.96 N/A 0 0| 0 2,500 0 0 2800 TotalN/A 0 0| 0 15,000 0 0 Total PutsN/A 0 0| 0 21,500 0 0 Grand TotalN/A 0 13| 1,240,125 1,509,960 +585 0 L'Oreal SA (ORQ) Indicative a-t-m Vol 0.00 Underlying Price 78.0000 Time to expiry: 21 Days 17 Sep 10 0.1900 -0.06 37.27 N/A 0 0| 0 1,000 0 0 6800 TotalN/A 0 0| 0 1,000 0 0 Indicative a-t-m Vol 0.00 Underlying Price 78.0000 Time to expiry: 112 Days 17 Dec 10 1.6300 -0.19 32.12 N/A 0 0| 0 600 0 0 6800 TotalN/A 0 0| 0 600 0 0 Total PutsN/A 0 0| 0 1,600 0 0 Grand TotalN/A 0 13| 1,255,125 1,526,560 +585 0 Lafarge SA (LAX) Indicative a-t-m Vol 0.00 Underlying Price 36.4200 Time to expiry: 21 Days 17 Sep 10 13.5632 -1.00 34.76 N/A 0 0| 0 750 0 0 5000 TotalN/A 0 0| 0 750 0 0 Indicative a-t-m Vol 0.00 Underlying Price 36.4200 Time to expiry: 112 Days 17 Dec 10 13.5151 -0.96 30.30 N/A 0 0| 0 5,000 0 0 5000 TotalN/A 0 0| 0 5,000 0 0 Total PutsN/A 0 0| 0 5,750 0 0 Indicative a-t-m Vol 0.00 Underlying Price 612.000 Time to expiry: 112 Days 17 Dec 10 304.260 -0.99 28.34 N/A 0 0| 0 2,000 0 0 905 TotalN/A 0 0| 0 2,000 0 0 Total PutsN/A 0 0| 0 2,000 0 0 Grand TotalN/A 0 13| 1,275,125 1,558,060 +585 0 Land Securities Group Plc (LSQ) Indicative a-t-m Vol 0.00 Underlying Price 612.000 Time to expiry: 294 Days 17 Jun 11 124.520 -0.73 25.46 N/A 0 0| 0 2,928 0 0 700 TotalN/A 0 0| 0 2,928 0 0 Total PutsN/A 0 0| 0 2,928 0 0 Indicative a-t-m Vol 0.00 Underlying Price 34.8700 Time to expiry: 112 Days 17 Dec 10 Equity Options 21:55 Business Day Fri 27 Aug 2010 Previous Business Day Thu 26 Aug 2010 Page 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 | 0.7824 -0.15 44.94 N/A 0 0| 0 1,250 0 0 2800 TotalN/A 0 0| 0 1,250 0 0 Total PutsN/A 0 0| 0 1,250 0 0 Grand TotalN/A 0 13| 1,285,125 1,572,988 +585 0 Lanxess - Amer Phys FLEX Opt (ZYQ) Indicative a-t-m Vol 0.00 Underlying Price 34.8700 Time to expiry: 112 Days 17 Dec 10 2.5125 -0.41 38.99 N/A 0 0| 0 1,250 0 0 3400 TotalN/A 0 0| 0 1,250 0 0 Total PutsN/A 0 0| 0 1,250 0 0 Grand TotalN/A 0 13| 1,295,125 1,585,488 +585 0 Legal & General Group Plc (LGJ) Grand TotalN/A 0 13| 1,300,125 1,590,614 +585 0 Linde AG (LIQ) Indicative a-t-m Vol 0.00 Underlying Price 89.2600 Time to expiry: 203 Days 18 Mar 11 5.7103 -0.42 24.81 N/A 0 0| 0 300 0 0 8800 TotalN/A 0 0| 0 300 0 0 Total PutsN/A 0 0| 0 300 0 0 Grand TotalN/A 0 13| 1,315,125 1,606,914 +585 0 Lloyds Banking Group Plc - Amer Phys FLEX Opt (LLQ) Indicative a-t-m Vol 0.00 Underlying Price 68.630 Time to expiry: 21 Days 17 Sep 10 0.050 -0.01 59.13 N/A 0 0| 0 5,000 0 0 51 0.070 -0.02 58.25 N/A 0 0| 0 32,000 0 0 52 TotalN/A 0 0| 0 37,000 0 0 Total PutsN/A 0 0| 0 37,000 0 0 Grand TotalN/A 0 13| 1,350,125 1,931,314 +585 0 Lloyds Banking Group Plc - Euro Cash FLEX Opt (LLJ) Grand TotalN/A 0 13| 1,355,125 1,936,526 +585 0 Lloyds Banking Group plc - Euro Phys FLEX Opt (LLX) Indicative a-t-m Vol 0.00 Underlying Price 68.630 Time to expiry: 112 Days 17 Dec 10 235.680 -1.00 48.74 N/A 0 0| 0 1,000 0 0 305 TotalN/A 0 0| 0 1,000 0 0 Total PutsN/A 0 0| 0 1,000 0 0 Grand TotalN/A 0 13| 1,365,125 1,948,526 +585 0 Lukoil OAO - Euro Phys FLEX Opt (LYV) Indicative a-t-m Vol 0.00 Underlying Price 54.0000 Time to expiry: 112 Days 17 Dec 10 6.7025 -0.60 36.02 N/A 0 0| 0 7,500 0 0 5800 8.4324 -0.68 35.60 N/A 0 0| 0 750 0 0 6050 TotalN/A 0 0| 0 8,250 0 0 Indicative a-t-m Vol 0.00 Underlying Price 54.0000 Time to expiry: 231 Days 15 Apr 11 4.5934 -0.34 39.34 N/A 0 0| 0 4,762 0 0 5000 TotalN/A 0 0| 0 4,762 0 0 Total PutsN/A 0 0| 0 13,012 0 0 Grand TotalN/A 195 208| 1,390,125 1,991,300 +585 0 Equity Options 21:55 Business Day Fri 27 Aug 2010 Previous Business Day Thu 26 Aug 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 | LVMH Moet Hennessy Louis Vuitton SA (MDX) Indicative a-t-m Vol 0.00 Underlying Price 91.6700 Time to expiry: 21 Days 17 Sep 10 0.4032 -0.10 37.68 N/A 0 0| 0 800 0 0 8195 1.8600 -0.38 29.42 N/A 0 0| 0 0 0 0 9000 TotalN/A 0 0| 0 800 0 0 Indicative a-t-m Vol 0.00 Underlying Price 91.6700 Time to expiry: 112 Days 17 Dec 10 0.5900 -0.05 50.00 N/A 0 0| 0 1,000 0 0 6000 TotalN/A 0 0| 0 1,000 0 0 Total PutsN/A 0 0| 0 1,800 0 0 Grand TotalN/A 195 208| 1,425,125 2,029,750 +585 0 Man Group Plc (EWQ) Indicative a-t-m Vol 0.00 Underlying Price 206.700 Time to expiry: 112 Days 17 Dec 10 363.540 -1.00 33.02 N/A 0 0| 0 500 0 0 565 TotalN/A 0 0| 0 500 0 0 Total PutsN/A 0 0| 0 500 0 0 Grand TotalN/A 195 208| 1,450,125 2,058,105 +585 0 MAN SE - Amer Phys FLEX Opt (MJQ) Indicative a-t-m Vol 0.00 Underlying Price 68.5000 Time to expiry: 112 Days 17 Dec 10 2.9816 -0.32 33.97 N/A 0 0| 0 2,000 0 0 6400 TotalN/A 0 0| 0 2,000 0 0 Total PutsN/A 0 0| 0 2,000 0 0 Indicative a-t-m Vol 0.00 Underlying Price 346.500 Time to expiry: 112 Days 17 Dec 10 20.000 -0.46 27.58 N/A 0 0| 0 0 0 0 340 TotalN/A 0 0| 0 0 0 0 Total PutsN/A 0 0| 0 0 0 0 Grand TotalN/A 195 208| 1,460,125 2,072,105 +585 0 Marks & Spencer Group Plc (MSU) Grand TotalN/A 195 208| 1,465,125 2,077,105 +585 0 Mediaset SpA - Euro Cash FLEX Opt (MHJ) Grand TotalN/A 195 208| 1,475,125 2,087,196 +585 0 Merck KGaA - Amer Phys FLEX Opt (KSQ) Indicative a-t-m Vol 0.00 Underlying Price 40.4600 Time to expiry: 112 Days 17 Dec 10 0.6226 -0.15 33.47 N/A 0 0| 0 1,000 0 0 3400 TotalN/A 0 0| 0 1,000 0 0 Total PutsN/A 0 0| 0 1,000 0 0 Grand TotalN/A 195 208| 1,480,125 2,096,196 +585 0 Metro AG (MEQ) Grand TotalN/A 195 208| 1,485,125 2,102,196 +585 0 Metso - Amer Phys FLEX Opt (MOQ) Grand TotalN/A 195 208| 1,490,125 2,109,196 +585 0 Michelin (MLQ) Indicative a-t-m Vol 0.00 Underlying Price 60.0200 Time to expiry: 21 Days 17 Sep 10 Equity Options 21:55 Business Day Fri 27 Aug 2010 Previous Business Day Thu 26 Aug 2010 Page 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 | 0.0300 -0.01 42.12 N/A 0 0| 0 0 0 0 4800 TotalN/A 0 0| 0 0 0 0 Total PutsN/A 0 0| 0 0 0 0 Grand TotalN/A 195 208| 1,505,125 2,124,946 +585 0 Morrison WM Supermarkets (MIQ) Grand TotalN/A 195 208| 1,515,125 2,135,092 +585 0 Muenchener Rueckversicherungs AG (MUJ) Grand TotalN/A 195 208| 1,535,125 2,158,521 +585 0 National Grid Plc (NGQ) Grand TotalN/A 195 208| 1,540,125 2,163,521 +585 0 National Grid plc (NGJ) Grand TotalN/A 195 208| 1,550,125 2,174,449 +585 0 National Grid Plc (NGQ) Grand TotalN/A 699 712| 1,615,125 2,242,699 +585 0 National Grid plc (NGX) Indicative a-t-m Vol 0.00 Underlying Price 548.000 Time to expiry: 21 Days 17 Sep 10 0.090 -0.01 27.43 N/A 0 0| 0 860 0 0 468 TotalN/A 0 0| 0 860 0 0 Indicative a-t-m Vol 0.00 Underlying Price 548.000 Time to expiry: 112 Days 17 Dec 10 24.590 -0.51 19.06 N/A 0 0| 0 300 0 0 540 TotalN/A 0 0| 0 300 0 0 Indicative a-t-m Vol 0.00 Underlying Price 548.000 Time to expiry: 476 Days 16 Dec 11 59.580 -0.52 20.36 N/A 0 0| 0 500 0 0 540 TotalN/A 0 0| 0 500 0 0 Total PutsN/A 0 0| 0 1,660 0 0 Grand TotalN/A 699 712| 1,640,125 2,270,159 +585 0 Nestle SA (NEQ) Indicative a-t-m Vol 0.00 Underlying Price 52.400 Time to expiry: 21 Days 17 Sep 10 0.632 -0.41 16.41 N/A 0 0| 0 0 0 0 520 3.641 -0.95 16.89 N/A 0 0| 0 15,000 0 0 560 5.606 -0.99 18.81 N/A 0 0| 0 10,000 0 0 580 TotalN/A 0 0| 0 25,000 0 0 Indicative a-t-m Vol 0.00 Underlying Price 52.400 Time to expiry: 49 Days 15 Oct 10 0.439 -0.22 17.44 N/A 0 0| 0 2,500 0 0 500 2.207 -0.68 16.16 N/A 0 0| 0 10,000 0 0 540 TotalN/A 0 0| 0 12,500 0 0 Indicative a-t-m Vol 0.00 Underlying Price 52.400 Time to expiry: 112 Days 17 Dec 10 0.131 -0.04 28.65 N/A 0 0| 0 100,000 0 0 400 1.925 -0.45 18.45 N/A 0 0| 0 3,000 0 0 520 TotalN/A 0 0| 0 103,000 0 0 Indicative a-t-m Vol 0.00 Underlying Price 52.400 Time to expiry: 294 Days 17 Jun 11 1.206 -0.20 21.92 N/A 0 0| 0 0 0 0 440 Equity Options 21:55 Business Day Fri 27 Aug 2010 Previous Business Day Thu 26 Aug 2010 Page 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 | TotalN/A 0 0| 0 0 0 0 Total PutsN/A 0 0| 0 140,500 0 0 Grand TotalN/A 699 712| 1,690,125 2,468,159 +3,085 0 Nokia OYJ (NBQ) Indicative a-t-m Vol 0.00 Underlying Price 6.7950 Time to expiry: 21 Days 17 Sep 10 0.1203 -0.29 37.78 N/A 0 0| 0 2,500 0 0 650 TotalN/A 0 0| 0 2,500 0 0 Indicative a-t-m Vol 0.00 Underlying Price 6.7950 Time to expiry: 84 Days 19 Nov 10 0.9811 -0.65 41.92 N/A 0 0| 0 0 0 0 750 TotalN/A 0 0| 0 0 0 0 Indicative a-t-m Vol 0.00 Underlying Price 6.7950 Time to expiry: 112 Days 17 Dec 10 3.2097 -0.94 40.92 N/A 0 0| 0 5,000 0 0 1000 TotalN/A 0 0| 0 5,000 0 0 Indicative a-t-m Vol 0.00 Underlying Price 6.7950 Time to expiry: 147 Days 21 Jan 11 0.7863 -0.49 39.86 N/A 0 0| 0 75,940 0 0 700 TotalN/A 0 0| 0 75,940 0 0 Indicative a-t-m Vol 0.00 Underlying Price 6.7950 Time to expiry: 203 Days 18 Mar 11 2.3512 -0.79 38.40 N/A 0 0| 0 0 0 0 900 TotalN/A 0 0| 0 0 0 0 Total PutsN/A 0 0| 0 83,440 0 0 Grand TotalN/A 699 712| 1,750,125 2,722,539 +3,085 0 Novartis AG (NAJ) Indicative a-t-m Vol 0.00 Underlying Price 53.300 Time to expiry: 21 Days 17 Sep 10 0.174 -0.10 28.04 N/A 0 0| 0 0 0 0 490 0.255 -0.14 25.98 N/A 0 0| 0 0 0 0 500 0.376 -0.21 23.80 N/A 0 0| 0 0 0 0 510 0.556 -0.31 21.59 N/A 0 0| 0 3,000 0 0 520 TotalN/A 0 0| 0 3,000 0 0 Indicative a-t-m Vol 0.00 Underlying Price 53.300 Time to expiry: 112 Days 17 Dec 10 1.130 -0.27 21.36 N/A 0 0| 0 0 0 0 500 TotalN/A 0 0| 0 0 0 0 Total PutsN/A 0 0| 0 3,000 0 0 Grand TotalN/A 699 712| 1,780,125 2,755,728 +3,085 0 Novo-Nordisk A/S (NFX) Indicative a-t-m Vol 0.00 Underlying Price 491.00 Time to expiry: 84 Days 19 Nov 10 12.41 -0.35 21.39 N/A 0 0| 0 3,025 0 0 475 14.32 -0.38 21.39 N/A 0 0| 0 514 0 0 480 TotalN/A 0 0| 0 3,539 0 0