Equity Options 22:04 Business Day Tue 31 Aug 2010 Previous Business Day Mon 30 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 28.48 Underlying Price 410.000 Time to expiry: 17 Days Sep 10 170.250 1.00 92.74 0 0 0| 0 0 0 0 240 150.250 1.00 74.45 0 0 0| 0 0 0 0 260 130.250 1.00 60.79 0 0 0| 0 0 0 0 280 110.250 1.00 51.53 0 0 0| 0 0 0 0 300 90.250 1.00 43.12 0 0 0| 0 0 0 0 320 70.250 0.99 37.65 0 0 0| 0 0 0 0 340 50.500 0.96 33.73 0 0 0| 0 0 0 0 360 41.000 0.93 32.24 0 0 0| 0 0 0 0 370 32.000 0.88 30.75 0 0 0| 0 0 0 0 380 23.500 0.79 29.84 0 0 0| 0 0 0 0 390 16.750 0.66 30.61 0 0 0| 0 11 0 0 400 10.500 0.51 28.48 0 0 0| 0 10 0 0 410 6.000 0.36 27.99 0 0 0| 0 29 0 0 420 3.250 0.23 27.73 0 0 0| 0 5 0 0 430 1.500 0.13 27.46 0 0 0| 0 20 0 0 440 0.750 0.07 27.31 0 0 0| 0 0 0 0 450 0.250 0.03 27.24 0 0 0| 0 2 0 0 460 CAB 0.00 27.28 0 0 0| 0 8 0 0 480 CAB 0.00 28.64 0 0 0| 0 0 0 0 560 Total 0 0 0| 0 85 0 0 Indicative a-t-m Vol 30.75 Underlying Price 410.000 Time to expiry: 108 Days Dec 10 94.750 0.91 37.63 0 0 0| 0 0 0 0 320 77.500 0.85 36.27 0 0 0| 0 0 0 0 340 61.250 0.79 34.60 0 0 0| 0 2 0 0 360 46.750 0.70 33.36 0 0 0| 0 0 0 0 380 33.500 0.60 31.43 0 0 0| 0 250 0 0 400 23.000 0.48 30.07 0 0 0| 0 1 0 0 420 15.000 0.36 29.20 0 0 0| 0 4 0 0 440 9.250 0.26 28.34 0 0 0| 0 5 0 0 460 5.500 0.17 27.99 0 0 0| 0 0 0 0 480 Total 0 0 0| 0 262 0 0 Indicative a-t-m Vol 31.41 Underlying Price 410.000 Time to expiry: 199 Days Mar 11 98.500 0.87 36.94 0 0 0| 0 0 0 0 320 67.500 0.74 34.67 0 0 0| 0 0 0 0 360 54.000 0.67 33.34 0 0 0| 0 0 0 0 380 41.750 0.59 32.01 0 0 0| 0 0 0 0 400 31.500 0.50 30.81 0 0 0| 0 0 0 0 420 22.750 0.41 29.76 0 0 0| 0 13 0 0 440 16.000 0.32 28.91 0 0 0| 0 6 0 0 460 11.500 0.25 28.66 0 0 0| 0 0 0 0 480 Total 0 0 0| 0 19 0 0 Total Calls 0 0 0| 0 366 0 0 | Equity Options 22:04 Business Day Tue 31 Aug 2010 Previous Business Day Mon 30 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 29.98 Underlying Price 410.000 Time to expiry: 17 Days Sep 10 CAB 0.00 78.60 0 0 0| 0 13 0 0 240 CAB 0.00 71.83 0 0 0| 0 13 0 0 260 CAB 0.00 64.25 0 0 0| 0 20 0 0 280 CAB -0.01 56.63 0 0 0| 0 9 0 0 300 0.250 -0.01 49.50 0 0 0| 0 1 0 0 320 0.250 -0.02 43.20 0 0 0| 0 5 0 0 340 0.750 -0.06 37.93 0 0 0| 0 8 0 0 360 1.500 -0.09 35.72 0 0 0| 0 0 0 0 370 2.500 -0.15 34.51 0 0 0| 0 65 0 0 380 4.000 -0.23 31.84 0 0 0| 0 1 0 0 390 6.500 -0.34 30.53 0 0 0| 0 39 0 0 400 10.750 -0.48 29.98 0 0 0| 0 1 0 0 410 16.500 -0.63 29.24 0 0 0| 0 11 0 0 420 23.750 -0.75 29.68 0 0 0| 0 0 0 0 430 31.750 -0.86 28.99 0 0 0| 0 0 0 0 440 40.750 -0.92 29.29 0 0 0| 0 0 0 0 450 50.500 -0.96 29.90 0 0 0| 0 0 0 0 460 70.000 -0.99 31.92 0 0 0| 0 0 0 0 480 150.000 -1.00 53.34 0 0 0| 0 0 0 0 560 Total 0 0 0| 0 186 0 0 Indicative a-t-m Vol 31.18 Underlying Price 410.000 Time to expiry: 108 Days Dec 10 4.500 -0.10 38.66 0 0 0| 0 23 0 0 320 7.250 -0.15 37.16 0 0 0| 0 10 0 0 340 11.000 -0.22 35.55 0 0 0| 0 15 0 0 360 16.000 -0.30 33.45 0 0 0| 0 0 0 0 380 23.250 -0.41 32.01 0 0 0| 0 255 0 0 400 32.250 -0.52 30.36 0 0 0| 0 0 0 0 420 44.750 -0.63 29.97 0 0 0| 0 0 0 0 440 59.000 -0.74 29.29 0 0 0| 0 0 0 0 460 75.750 -0.81 29.78 0 0 0| 0 0 0 0 480 Total 0 0 0| 0 303 0 0 Indicative a-t-m Vol 31.30 Underlying Price 410.000 Time to expiry: 199 Days Mar 11 10.750 -0.16 37.69 0 0 0| 0 0 0 0 320 20.000 -0.27 34.52 0 0 0| 0 16 0 0 360 26.750 -0.35 33.17 0 0 0| 0 0 0 0 380 34.750 -0.43 31.86 0 0 0| 0 0 0 0 400 44.500 -0.51 30.73 0 0 0| 0 0 0 0 420 56.250 -0.60 29.92 0 0 0| 0 0 0 0 440 69.750 -0.68 29.07 0 0 0| 0 0 0 0 460 84.750 -0.76 28.50 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 82,440 82,440| 0 83,311 0 0 Equity Options 22:04 Business Day Tue 31 Aug 2010 Previous Business Day Mon 30 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 18.15 Underlying Price 1800.000 Time to expiry: 17 Days Sep 10 402.000 0.98 55.50 0 0 0| 0 0 0 0 1400 202.000 0.97 29.28 0 0 0| 0 0 0 0 1600 105.500 0.88 22.15 0 0 0| 0 0 0 0 1700 63.000 0.75 20.02 0 0 0| 0 0 0 0 1750 29.000 0.51 18.15 0 0 0| 0 0 0 0 1800 14.500 9.500 0.24 16.98 14.500 14.500 0 0 5| 0 356 0 0 1850 3.500 2.000 0.07 15.82 3.500 3.500 0 0 2| 0 317 0 0 1900 CAB 0.01 15.41 0 0 0| 0 302 0 0 1950 CAB 0.00 15.18 0 0 0| 0 490 0 0 2000 CAB 0.00 15.41 0 0 0| 0 760 0 0 2100 CAB 0.00 16.31 0 0 0| 0 569 0 0 2200 CAB 0.00 19.07 0 0 0| 0 6 0 0 2400 CAB 0.00 24.18 0 0 0| 0 0 0 0 2800 Total 0 0 7| 0 2,800 0 0 Indicative a-t-m Vol 21.57 Underlying Price 1800.000 Time to expiry: 108 Days Dec 10 411.000 0.94 31.10 0 0 0| 0 0 0 0 1400 226.500 0.83 24.58 0 0 0| 0 0 0 0 1600 149.000 0.70 22.99 0 0 0| 0 15 0 0 1700 86.500 0.53 21.57 0 0 0| 0 1,201 0 0 1800 47.500 44.500 0.35 20.82 47.500 44.500 0 0 7| 0 314 0 0 1900 20.000 21.000 0.19 20.60 20.000 20.000 0 0 49| 0 1,366 0 0 2000 3.500 0.04 20.60 0 0 0| 0 452 0 0 2200 0.500 0.01 21.22 0 0 0| 0 0 0 0 2400 Total 0 0 56| 0 3,348 0 0 Indicative a-t-m Vol 21.76 Underlying Price 1800.000 Time to expiry: 199 Days Mar 11 238.000 0.80 24.29 0 0 0| 0 0 0 0 1600 163.500 0.68 22.83 0 0 0| 0 0 0 0 1700 104.000 0.53 21.76 0 0 0| 0 0 0 0 1800 60.000 0.37 20.77 0 0 0| 0 9 0 0 1900 32.500 0.24 20.37 0 0 0| 0 78 0 0 2000 9.000 0.08 20.26 0 0 0| 0 2 0 0 2200 3.000 0.03 21.54 0 0 0| 0 0 0 0 2400 Total 0 0 0| 0 89 0 0 Total Calls 0 0 63| 0 6,237 0 0 | Equity Options 22:04 Business Day Tue 31 Aug 2010 Previous Business Day Mon 30 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 18.06 Underlying Price 1800.000 Time to expiry: 17 Days Sep 10 0.500 -0.01 50.42 0 0 0| 0 4 0 0 1400 2.500 -0.04 32.12 0 0 0| 0 911 0 0 1600 4.500 -0.11 21.68 0 0 0| 0 161 0 0 1700 12.500 -0.25 19.92 0 0 0| 0 105 0 0 1750 28.500 -0.49 18.06 0 0 0| 0 1,526 0 0 1800 59.000 -0.76 16.83 0 0 0| 0 3,133 0 0 1850 101.500 -0.93 16.49 0 0 0| 0 533 0 0 1900 150.500 -0.98 17.99 0 0 0| 0 0 0 0 1950 200.000 -1.00 15.66 0 0 0| 0 145 0 0 2000 300.000 -1.00 16.44 0 0 0| 0 0 0 0 2100 400.000 -1.00 17.83 0 0 0| 0 0 0 0 2200 600.000 -1.00 21.15 0 0 0| 0 0 0 0 2400 1000.000 -1.00 24.36 0 0 0| 0 0 0 0 2800 Total 0 0 0| 0 6,518 0 0 Indicative a-t-m Vol 21.49 Underlying Price 1800.000 Time to expiry: 108 Days Dec 10 6.000 -0.05 29.11 0 0 0| 0 20 0 0 1400 22.500 -0.17 24.33 0 0 0| 0 28 0 0 1600 42.500 45.000 -0.30 22.88 42.500 42.500 0 0 3| 0 558 0 0 1700 82.500 -0.47 21.49 0 0 0| 0 564 0 0 1800 139.500 -0.66 20.46 0 0 0| 0 500 0 0 1900 216.000 -0.82 20.14 0 0 0| 0 265 0 0 2000 401.500 -0.97 20.82 0 0 0| 0 0 0 0 2200 600.000 -1.00 20.05 0 0 0| 0 0 0 0 2400 Total 0 0 3| 0 1,935 0 0 Indicative a-t-m Vol 20.93 Underlying Price 1800.000 Time to expiry: 199 Days Mar 11 54.000 -0.27 23.17 0 0 0| 0 5 0 0 1600 87.500 -0.40 21.91 0 0 0| 0 0 0 0 1700 135.000 -0.54 20.93 0 0 0| 0 35 0 0 1800 196.500 -0.69 19.86 0 0 0| 0 0 0 0 1900 273.000 -0.81 19.18 0 0 0| 0 0 0 0 2000 452.500 -0.95 18.16 0 0 0| 0 0 0 0 2200 648.500 -0.99 17.91 0 0 0| 0 0 0 0 2400 Total 0 0 0| 0 40 0 0 Total Puts 0 0 3| 0 8,493 0 0 Grand Total 0 64,120 64,186| 0 78,850 0 0 Equity Options 22:04 Business Day Tue 31 Aug 2010 Previous Business Day Mon 30 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 34.59 Underlying Price 982.000 Time to expiry: 17 Days Sep 10 182.500 0.99 42.76 0 0 0| 0 0 0 0 800 143.500 0.96 40.39 0 0 0| 0 0 0 0 840 105.500 0.92 36.95 0 0 0| 0 0 0 0 880 71.000 0.81 35.92 0 0 0| 0 10 0 0 920 44.000 0.63 36.91 0 0 0| 0 1 0 0 960 31.000 0.53 34.44 0 0 0| 0 3 0 0 980 23.500 0.43 35.93 0 0 0| 0 9 0 0 1000 8.500 0.20 34.73 0 0 0| 0 6 0 0 1050 2.500 0.08 34.80 0 0 0| 0 11 0 0 1100 0.500 0.02 33.74 0 0 0| 0 319 0 0 1150 CAB 0.01 35.48 0 0 0| 0 21 0 0 1200 CAB 0.00 36.79 0 0 0| 0 15 0 0 1250 CAB 0.00 35.05 0 0 0| 0 18 0 0 1300 CAB 0.00 35.92 0 0 0| 0 0 0 0 1400 Total 0 0 0| 0 413 0 0 Indicative a-t-m Vol 33.62 Underlying Price 982.000 Time to expiry: 108 Days Dec 10 136.000 0.75 35.89 0 0 0| 0 3 0 0 880 84.000 0.59 33.79 0 0 0| 0 10 0 0 960 64.500 0.50 33.48 0 0 0| 0 302 0 0 1000 28.500 0.29 31.87 0 0 0| 0 501 0 0 1100 11.000 0.14 31.21 0 0 0| 0 411 0 0 1200 4.500 0.06 31.83 0 0 0| 0 109 0 0 1300 2.500 0.04 34.16 0 0 0| 0 41 0 0 1400 Total 0 0 0| 0 1,377 0 0 Indicative a-t-m Vol 33.09 Underlying Price 982.000 Time to expiry: 199 Days Mar 11 158.000 0.72 35.19 0 0 0| 0 0 0 0 880 109.500 0.59 33.45 0 0 0| 0 0 0 0 960 89.000 0.53 32.80 0 0 0| 0 12 0 0 1000 44.500 50.500 0.36 31.67 44.500 44.500 0 0 1| 0 15 0 0 1100 26.500 0.23 30.76 0 0 0| 0 0 0 0 1200 13.500 0.13 30.59 0 0 0| 0 2 0 0 1300 8.000 0.08 31.44 0 0 0| 0 0 0 0 1400 Total 0 0 1| 0 29 0 0 Total Calls 0 0 1| 0 1,819 0 0 | Equity Options 22:04 Business Day Tue 31 Aug 2010 Previous Business Day Mon 30 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 35.50 Underlying Price 982.000 Time to expiry: 17 Days Sep 10 0.500 -0.02 45.00 0 0 0| 0 1 0 0 800 2.000 -0.05 43.00 0 0 0| 0 13 0 0 840 4.500 -0.10 40.39 0 0 0| 0 10 0 0 880 10.500 -0.21 38.89 0 0 0| 0 13 0 0 920 22.500 -0.38 37.94 0 0 0| 0 22 0 0 960 29.500 -0.47 35.41 0 0 0| 0 3 0 0 980 41.500 -0.57 36.33 0 0 0| 0 726 0 0 1000 76.000 -0.80 34.40 0 0 0| 0 7 0 0 1050 120.500 -0.92 35.44 0 0 0| 0 17 0 0 1100 169.000 -0.96 39.78 0 0 0| 0 30 0 0 1150 218.500 -0.98 44.14 0 0 0| 0 2 0 0 1200 269.000 -0.98 54.05 0 0 0| 0 0 0 0 1250 319.000 -0.98 61.02 0 0 0| 0 0 0 0 1300 418.500 -0.99 71.44 0 0 0| 0 0 0 0 1400 Total 0 0 0| 0 844 0 0 Indicative a-t-m Vol 34.13 Underlying Price 982.000 Time to expiry: 108 Days Dec 10 33.000 33.000 -0.25 36.41 33.000 33.000 0 0 4| 0 28 0 0 880 62.000 -0.41 34.62 0 0 0| 0 403 0 0 960 81.000 -0.50 33.73 0 0 0| 0 25 0 0 1000 150.500 145.500 -0.71 32.41 150.500 S 150.500 S 0 0 15| 0 62 0 0 1100 228.500 -0.85 32.23 0 0 0| 0 10 0 0 1200 322.000 -0.93 33.21 0 0 0| 0 2 0 0 1300 419.000 -0.97 34.24 0 0 0| 0 0 0 0 1400 Total 0 0 19| 0 530 0 0 Indicative a-t-m Vol 33.77 Underlying Price 982.000 Time to expiry: 199 Days Mar 11 53.000 -0.29 35.40 0 0 0| 0 10 0 0 880 85.500 -0.41 34.17 0 0 0| 0 10 0 0 960 104.000 105.000 -0.47 33.45 104.000 S 104.000 S 0 0 10| 0 0 0 0 1000 167.500 164.000 -0.64 31.47 167.500 S 167.000 S 0 0 25| 0 24 0 0 1100 240.000 -0.78 30.44 0 0 0| 0 0 0 0 1200 328.000 -0.87 30.63 0 0 0| 0 0 0 0 1300 422.500 -0.93 31.47 0 0 0| 0 1 0 0 1400 Total 0 0 35| 0 45 0 0 Total Puts 0 0 54| 0 1,419 0 0 Grand Total 0 64,120 64,175| 0 67,358 0 0 Equity Options 22:04 Business Day Tue 31 Aug 2010 Previous Business Day Mon 30 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 29.59 Underlying Price 371.400 Time to expiry: 17 Days Sep 10 131.750 0.99 82.91 0 0 0| 0 0 0 0 240 111.750 0.99 68.66 0 0 0| 0 0 0 0 260 92.000 0.98 63.90 0 0 0| 0 0 0 0 280 81.500 0.99 46.59 0 0 0| 0 0 0 0 290 72.250 0.97 54.53 0 0 0| 0 21 0 0 300 62.000 0.96 47.27 0 0 0| 0 35 0 0 310 52.250 0.95 41.46 0 0 0| 0 73 0 0 320 42.750 0.92 39.06 0 0 0| 0 588 0 0 330 32.000 33.500 0.87 36.03 32.000 S 32.000 S 0 0 3| 0 1,901 0 0 340 24.500 0.80 33.07 0 0 0| 0 0 0 0 350 17.000 0.69 31.79 0 0 0| 0 1,391 0 0 360 10.500 0.54 29.76 0 0 0| 0 1,135 0 0 370 6.000 0.38 28.94 0 0 0| 0 546 0 0 380 3.000 0.23 27.97 0 0 0| 0 0 0 0 390 1.250 0.12 27.24 0 0 0| 0 1,015 0 0 400 0.250 0.02 27.29 0 0 0| 0 0 0 0 420 Total 0 0 3| 0 6,705 0 0 Indicative a-t-m Vol 27.30 Underlying Price 371.400 Time to expiry: 108 Days Dec 10 131.750 0.99 43.63 0 0 0| 0 0 0 0 240 112.750 0.96 47.69 0 0 0| 0 0 0 0 260 92.000 0.97 35.26 0 0 0| 0 0 0 0 280 73.250 0.93 33.13 0 0 0| 0 29 0 0 300 55.250 0.85 30.71 0 0 0| 0 210 0 0 320 39.500 0.73 29.23 0 0 0| 0 261 0 0 340 26.500 0.59 28.04 0 0 0| 0 2,075 0 0 360 14.250 16.250 0.44 26.80 14.250 S 14.250 S 0 0 1| 0 36 0 0 380 9.250 0.30 25.93 0 0 0| 0 1,120 -10 0 400 2.500 0.11 25.09 0 0 0| 0 0 0 0 440 Total 0 0 1| 0 3,731 -10 0 Indicative a-t-m Vol 26.79 Underlying Price 371.400 Time to expiry: 199 Days Mar 11 132.000 0.98 37.31 0 0 0| 0 0 0 0 240 94.500 0.91 34.14 0 0 0| 0 0 0 0 280 76.750 0.85 31.97 0 0 0| 0 0 0 0 300 60.750 0.78 30.24 0 0 0| 0 24 0 0 320 46.250 0.69 28.72 0 0 0| 0 40 0 0 340 32.000 33.750 0.59 27.32 32.000 S 32.000 S 0 0 3| 0 25 0 0 360 23.750 0.48 26.44 0 0 0| 0 0 0 0 380 16.250 0.37 25.90 0 0 0| 0 67 0 0 400 6.250 0.19 24.59 0 0 0| 0 11 0 0 440 Total 0 0 3| 0 167 0 0 Total Calls 0 0 7| 0 10,603 -10 0 | Equity Options 22:04 Business Day Tue 31 Aug 2010 Previous Business Day Mon 30 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 371.400 Time to expiry: 17 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 0.00 42.21 0 0 0| 0 0 0 0 290 CAB -0.01 40.76 0 0 0| 0 3,047 0 0 300 0.250 -0.02 39.35 0 0 0| 0 3 0 0 310 0.500 -0.03 37.92 0 0 0| 0 90 0 0 320 1.000 -0.07 36.61 0 0 0| 0 336 0 0 330 1.750 -0.12 35.53 0 0 0| 0 359 0 0 340 3.250 -0.20 34.12 0 0 0| 0 5 0 0 350 6.000 -0.32 33.47 0 0 0| 0 60 0 0 360 8.500 -0.46 28.23 0 0 0| 0 354 0 0 370 13.750 -0.64 26.81 0 0 0| 0 41 0 0 380 22.500 -0.74 31.71 0 0 0| 0 0 0 0 390 30.500 -0.85 30.94 0 0 0| 0 0 0 0 400 48.750 -0.97 30.29 0 0 0| 0 0 0 0 420 Total 0 0 0| 0 4,753 0 0 Indicative a-t-m Vol 27.18 Underlying Price 371.400 Time to expiry: 108 Days Dec 10 1.000 -0.03 43.09 0 0 0| 0 476 0 0 240 1.500 -0.04 39.26 0 0 0| 0 10 0 0 260 2.250 -0.07 36.04 0 0 0| 0 39 0 0 280 4.250 -0.12 33.87 0 0 0| 0 1,561 0 0 300 6.750 -0.18 31.04 0 0 0| 0 91 0 0 320 11.500 -0.29 29.68 0 0 0| 0 81 0 0 340 17.750 18.500 -0.41 27.97 17.750 S 17.750 S 0 0 1| 0 44 0 0 360 28.250 -0.56 26.66 0 0 0| 0 0 0 0 380 41.500 -0.70 26.23 0 0 0| 0 0 0 0 400 74.750 -0.90 25.16 0 0 0| 0 0 0 0 440 Total 0 0 1| 0 2,302 0 0 Indicative a-t-m Vol 26.83 Underlying Price 371.400 Time to expiry: 199 Days Mar 11 2.500 -0.05 39.11 0 0 0| 0 9 0 0 240 5.750 -0.11 34.21 0 0 0| 0 28 0 0 280 8.000 -0.16 31.66 0 0 0| 0 11 0 0 300 12.250 -0.23 30.27 0 0 0| 0 6 0 0 320 18.000 -0.31 28.89 0 0 0| 0 10 0 0 340 25.250 -0.41 27.41 0 0 0| 0 45 0 0 360 35.250 -0.53 26.44 0 0 0| 0 0 0 0 380 47.750 -0.63 26.00 0 0 0| 0 4 0 0 400 78.250 -0.81 25.01 0 0 0| 0 0 0 0 440 Total 0 0 0| 0 113 0 0 Total Puts 0 0 1| 0 7,168 0 0 Grand Total 0 80,150 80,158| 0 97,921 -10 0 Equity Options 22:04 Business Day Tue 31 Aug 2010 Previous Business Day Mon 30 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: 17 Days Sep 10 30.750 0.95 39.84 0 0 0| 0 0 0 0 200 21.500 0.87 37.73 0 0 0| 0 0 0 0 210 13.250 0.73 35.36 0 0 0| 0 0 0 0 220 10.000 0.63 34.84 0 0 0| 0 0 0 0 225 7.500 0.52 35.58 0 0 0| 0 0 0 0 230 5.250 0.41 35.30 0 0 0| 0 0 0 0 235 3.500 0.31 35.46 0 0 0| 0 5 0 0 240 2.000 0.21 33.43 0 0 0| 0 0 0 0 245 1.000 0.13 32.27 0 0 0| 0 0 0 0 250 0.250 0.05 32.68 0 0 0| 0 40 0 0 260 CAB 0.01 32.42 0 0 0| 0 25 0 0 270 CAB 0.00 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: 108 Days Dec 10 36.250 0.79 37.44 0 0 0| 0 0 0 0 200 23.250 0.63 37.22 0 0 0| 0 0 0 0 220 18.000 0.54 36.91 0 0 0| 0 0 0 0 230 13.500 0.45 35.83 0 0 0| 0 1 0 0 240 7.250 0.29 34.95 0 0 0| 0 1,065 0 0 260 3.500 0.17 34.66 0 0 0| 0 5 0 0 280 1.500 0.09 34.09 0 0 0| 0 20 0 0 300 0.750 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 0.00 37.76 0 0 0| 0 8 0 0 400 Total 0 0 0| 0 1,633 0 0 Indicative a-t-m Vol 35.18 Underlying Price 230.200 Time to expiry: 199 Days Mar 11 41.500 0.74 37.82 0 0 0| 0 0 0 0 200 29.000 0.62 36.07 0 0 0| 0 0 0 0 220 23.500 0.55 35.20 0 0 0| 0 0 0 0 230 19.250 0.48 35.01 0 0 0| 0 2 0 0 240 12.250 0.36 34.10 0 0 0| 0 0 0 0 260 7.750 0.25 33.92 0 0 0| 0 0 0 0 280 4.750 0.17 33.76 0 0 0| 0 10 0 0 300 3.000 0.12 34.16 0 0 0| 0 0 0 0 320 1.250 0.06 35.46 0 0 0| 0 0 0 0 360 Total 0 0 0| 0 12 0 0 Equity Options 22:04 Business Day Tue 31 Aug 2010 Previous Business Day Mon 30 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| 0 2,451 0 0 | ITV Plc - STND OPT (GME) Indicative a-t-m Vol 54.61 Underlying Price 56.000 Time to expiry: 17 Days Sep 10 16.000 0.99 67.27 0 0 0| 0 0 0 0 40 12.000 0.99 49.62 0 0 0| 0 0 0 0 44 10.000 0.98 42.36 0 0 0| 0 0 0 0 46 8.250 0.94 45.73 0 0 0| 0 20 0 0 48 5.000 0.77 49.19 0 0 0| 0 20 0 0 52 2.750 0.53 54.61 0 0 0| 0 250 0 0 56 1.500 0.34 62.42 0 0 0| 0 20 0 0 60 1.000 0.22 69.99 0 0 0| 0 1,231 0 0 64 0.250 0.08 74.52 0 0 0| 0 172 0 0 72 CAB 0.03 82.46 0 0 0| 0 0 0 0 80 CAB 0.00 88.41 0 0 0| 0 0 0 0 120 Total 0 0 0| 0 1,713 0 0 Indicative a-t-m Vol 45.69 Underlying Price 56.000 Time to expiry: 108 Days Dec 10 16.500 0.93 45.32 0 0 0| 0 0 0 0 40 13.250 0.87 45.31 0 0 0| 0 0 0 0 44 10.250 0.78 45.08 0 0 0| 0 0 0 0 48 5.500 0.55 45.69 0 0 0| 0 520 0 0 56 4.000 0.44 44.99 0 0 0| 0 195 0 0 60 2.750 0.34 44.39 0 0 0| 0 295 0 0 64 1.000 0.15 40.42 0 0 0| 0 62 0 0 72 0.250 0.06 39.58 0 0 0| 0 4 0 0 80 CAB 0.00 34.15 0 0 0| 0 0 0 0 120 Total 0 0 0| 0 1,076 0 0 Indicative a-t-m Vol 44.96 Underlying Price 56.000 Time to expiry: 199 Days Mar 11 17.750 0.87 48.43 0 0 0| 0 0 0 0 40 14.500 0.82 45.11 0 0 0| 0 0 0 0 44 11.750 0.74 45.41 0 0 0| 0 0 0 0 48 7.500 0.57 44.96 0 0 0| 0 0 0 0 56 5.500 0.48 43.14 0 0 0| 0 13 0 0 60 4.250 0.40 42.41 0 0 0| 0 38 0 0 64 1.000 0.14 39.08 0 0 0| 0 0 0 0 80 Total 0 0 0| 0 51 0 0 Total Calls 0 0 0| 0 2,840 0 0 | Equity Options 22:04 Business Day Tue 31 Aug 2010 Previous Business Day Mon 30 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 34.07 Underlying Price 230.200 Time to expiry: 17 Days Sep 10 0.500 -0.06 42.54 0 0 0| 0 0 0 0 200 1.250 -0.12 37.19 0 0 0| 0 0 0 0 210 3.000 -0.27 35.12 0 0 0| 0 0 0 0 220 4.500 -0.37 34.02 0 0 0| 0 0 0 0 225 6.750 -0.48 34.37 0 0 0| 0 4 0 0 230 9.500 -0.60 32.91 0 0 0| 0 0 0 0 235 12.750 -0.70 33.28 0 0 0| 0 7 0 0 240 17.250 -0.77 36.52 0 0 0| 0 5 0 0 245 21.500 -0.83 37.32 0 0 0| 0 5 0 0 250 30.250 -0.93 37.18 0 0 0| 0 35 0 0 260 40.000 -0.96 40.99 0 0 0| 0 220 0 0 270 49.750 -0.99 37.76 0 0 0| 0 15 0 0 280 59.750 -1.00 40.80 0 0 0| 0 5 0 0 290 69.750 -1.00 42.82 0 0 0| 0 22 0 0 300 79.750 -1.00 45.26 0 0 0| 0 0 0 0 310 89.750 -1.00 46.48 0 0 0| 0 15 0 0 320 109.750 -1.00 49.32 0 0 0| 0 8 0 0 340 129.750 -1.00 48.51 0 0 0| 0 0 0 0 360 169.750 -1.00 50.54 0 0 0| 0 0 0 0 400 Total 0 0 0| 0 341 0 0 Indicative a-t-m Vol 34.82 Underlying Price 230.200 Time to expiry: 108 Days Dec 10 6.750 -0.22 37.98 0 0 0| 0 0 0 0 200 13.250 -0.38 36.08 0 0 0| 0 0 0 0 220 17.750 -0.47 34.94 0 0 0| 0 0 0 0 230 23.250 -0.56 33.77 0 0 0| 0 531 0 0 240 36.750 -0.73 32.46 0 0 0| 0 21 0 0 260 53.500 54.000 -0.85 33.30 53.500 53.500 0 0 1| 0 83 0 0 280 72.250 -0.92 32.64 0 0 0| 0 10 0 0 300 91.250 -0.97 32.51 0 0 0| 0 54 0 0 320 111.000 -0.99 31.19 0 0 0| 0 0 0 0 340 130.750 -1.00 31.40 0 0 0| 0 2 0 0 360 170.750 -1.00 32.64 0 0 0| 0 0 0 0 400 Total 0 0 1| 0 701 0 0 Indicative a-t-m Vol 34.65 Underlying Price 230.200 Time to expiry: 199 Days Mar 11 11.500 -0.26 37.08 0 0 0| 0 0 0 0 200 18.750 -0.38 35.22 0 0 0| 0 9 0 0 220 23.500 -0.45 34.70 0 0 0| 0 14 0 0 230 29.000 -0.52 34.14 0 0 0| 0 0 0 0 240 42.250 -0.65 33.26 0 0 0| 0 0 0 0 260 57.250 -0.77 32.30 0 0 0| 0 25 0 0 280 74.500 -0.85 32.07 0 0 0| 0 0 0 0 300 92.500 -0.91 31.47 0 0 0| 0 6 0 0 320 130.750 -0.99 26.17 0 0 0| 0 0 0 0 360 Total 0 0 0| 0 54 0 0 Equity Options 22:04 Business Day Tue 31 Aug 2010 Previous Business Day Mon 30 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 | Total Puts 0 0 1| 0 1,096 0 0 Grand Total 0 89,310 89,311| 0 92,857 0 0 ITV Plc - STND OPT (GME) Indicative a-t-m Vol 51.94 Underlying Price 56.000 Time to expiry: 17 Days Sep 10 CAB 0.00 39.01 0 0 0| 0 0 0 0 40 CAB 0.00 35.98 0 0 0| 0 0 0 0 44 CAB 0.00 34.47 0 0 0| 0 0 0 0 46 CAB -0.02 35.23 0 0 0| 0 110 0 0 48 0.500 -0.20 42.48 0 0 0| 0 0 0 0 52 2.500 -0.48 51.94 0 0 0| 0 1,375 0 0 56 5.250 -0.69 55.62 0 0 0| 0 20 0 0 60 8.750 -0.82 60.75 0 0 0| 0 30 0 0 64 16.000 -0.98 54.79 0 0 0| 0 0 0 0 72 24.000 -0.99 72.79 0 0 0| 0 0 0 0 80 64.000 -1.00 97.19 0 0 0| 0 0 0 0 120 Total 0 0 0| 0 1,535 0 0 Indicative a-t-m Vol 43.95 Underlying Price 56.000 Time to expiry: 108 Days Dec 10 0.250 -0.05 40.78 0 0 0| 0 0 0 0 40 0.750 -0.12 42.48 0 0 0| 0 18 0 0 44 1.750 -0.22 43.21 0 0 0| 0 50 0 0 48 5.250 -0.45 43.95 0 0 0| 0 62 0 0 56 7.750 -0.56 44.52 0 0 0| 0 14 0 0 60 10.500 -0.67 44.07 0 0 0| 0 39 0 0 64 17.000 -0.82 43.77 0 0 0| 0 0 0 0 72 24.500 -0.90 47.03 0 0 0| 0 0 0 0 80 64.000 -1.00 48.20 0 0 0| 0 0 0 0 120 Total 0 0 0| 0 183 0 0 Indicative a-t-m Vol 43.60 Underlying Price 56.000 Time to expiry: 199 Days Mar 11 1.250 -0.12 46.02 0 0 0| 0 0 0 0 40 2.250 -0.18 45.15 0 0 0| 0 32 0 0 44 3.500 -0.26 45.69 0 0 0| 0 66 0 0 48 7.000 -0.43 43.60 0 0 0| 0 0 0 0 56 9.250 -0.52 42.87 0 0 0| 0 25 0 0 60 12.000 -0.61 41.94 0 0 0| 0 0 0 0 64 24.750 -0.88 37.12 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 0 151,140 151,141| 0 159,368 0 0 Equity Options 22:04 Business Day Tue 31 Aug 2010 Previous Business Day Mon 30 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 44.78 Underlying Price 1156.000 Time to expiry: 17 Days Sep 10 276.500 0.99 58.93 0 0 0| 0 0 0 0 880 237.500 0.98 58.30 0 0 0| 0 0 0 0 920 199.000 0.95 56.41 0 0 0| 0 7 0 0 960 180.000 0.93 54.94 0 0 0| 0 0 0 0 980 161.000 0.91 53.47 0 0 0| 0 5 0 0 1000 117.500 0.82 50.88 0 0 0| 0 3 0 0 1050 79.500 0.70 48.25 0 0 0| 0 4 0 0 1100 47.000 0.53 44.89 0 0 0| 0 322 0 0 1150 26.000 0.36 43.97 0 0 0| 0 580 0 0 1200 12.000 0.21 42.18 0 0 0| 0 5 0 0 1250 5.500 0.11 42.20 0 0 0| 0 27 0 0 1300 2.000 0.05 41.66 0 0 0| 0 0 0 0 1350 0.500 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 47.39 Underlying Price 1156.000 Time to expiry: 108 Days Dec 10 302.000 0.86 53.33 0 0 0| 0 0 0 0 880 269.500 0.83 52.35 0 0 0| 0 0 0 0 920 240.000 0.79 51.68 0 0 0| 0 0 0 0 960 211.500 0.75 50.67 0 0 0| 0 0 0 0 1000 147.500 0.62 48.40 0 0 0| 0 271 0 0 1100 98.000 0.49 46.59 0 0 0| 0 125 0 0 1200 64.000 0.37 46.21 0 0 0| 0 78 0 0 1300 37.500 0.25 44.55 0 0 0| 0 11 0 0 1400 23.000 0.17 44.63 0 0 0| 0 3 0 0 1500 14.000 0.11 44.68 0 0 0| 0 5 0 0 1600 8.000 0.07 44.84 0 0 0| 0 2 0 0 1700 5.000 0.05 45.53 0 0 0| 0 6 0 0 1800 Total 0 0 0| 0 501 0 0 Indicative a-t-m Vol 45.91 Underlying Price 1156.000 Time to expiry: 199 Days Mar 11 328.500 0.82 51.32 0 0 0| 0 0 0 0 880 298.500 0.79 50.39 0 0 0| 0 0 0 0 920 271.000 0.76 49.56 0 0 0| 0 0 0 0 960 244.000 0.72 48.81 0 0 0| 0 0 0 0 1000 167.000 184.500 0.63 46.75 167.000 167.000 0 0 3| 0 5 0 0 1100 136.000 0.52 45.24 0 0 0| 0 4 0 0 1200 98.500 0.43 44.43 0 0 0| 0 7 0 0 1300 69.500 0.33 43.67 0 0 0| 0 0 0 0 1400 33.500 0.19 42.67 0 0 0| 0 0 0 0 1600 Total 0 0 3| 0 16 0 0 Equity Options 22:04 Business Day Tue 31 Aug 2010 Previous Business Day Mon 30 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 3| 0 1,718 0 0 | Equity Options 22:04 Business Day Tue 31 Aug 2010 Previous Business Day Mon 30 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 44.99 Underlying Price 1156.000 Time to expiry: 17 Days Sep 10 1.000 -0.02 60.54 0 0 0| 0 15 0 0 880 2.500 -0.04 59.80 0 0 0| 0 2 0 0 920 5.000 -0.07 58.37 0 0 0| 0 2 0 0 960 6.000 -0.08 55.82 0 0 0| 0 7 0 0 980 7.000 -0.10 52.89 0 0 0| 0 21 0 0 1000 13.000 -0.18 48.93 0 0 0| 0 17 0 0 1050 24.500 -0.31 46.36 0 0 0| 0 162 0 0 1100 44.500 -0.47 44.97 0 0 0| 0 5 0 0 1150 74.500 -0.64 45.13 0 0 0| 0 750 0 0 1200 110.000 -0.79 43.11 0 0 0| 0 4 0 0 1250 153.000 -0.89 42.18 0 0 0| 0 111 0 0 1300 199.500 -0.95 41.72 0 0 0| 0 0 0 0 1350 248.500 -0.98 42.75 0 0 0| 0 33 0 0 1400 347.500 -1.00 43.44 0 0 0| 0 21 0 0 1500 447.500 -1.00 44.13 0 0 0| 0 302 0 0 1600 547.500 -1.00 45.14 0 0 0| 0 0 0 0 1700 647.500 -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 47.64 Underlying Price 1156.000 Time to expiry: 108 Days Dec 10 29.000 -0.14 54.22 0 0 0| 0 2 0 0 880 36.000 -0.17 52.80 0 0 0| 0 0 0 0 920 46.000 -0.21 51.84 0 0 0| 0 2 0 0 960 58.000 -0.26 51.12 0 0 0| 0 219 0 0 1000 93.500 -0.38 48.63 0 0 0| 0 750 0 0 1100 144.000 -0.51 46.87 0 0 0| 0 255 0 0 1200 209.000 -0.64 46.00 0 0 0| 0 82 0 0 1300 283.500 -0.75 44.94 0 0 0| 0 1 0 0 1400 368.500 -0.83 44.80 0 0 0| 0 0 0 0 1500 460.000 -0.89 45.37 0 0 0| 0 0 0 0 1600 555.000 -0.93 46.09 0 0 0| 0 0 0 0 1700 651.500 -0.95 46.81 0 0 0| 0 0 0 0 1800 Total 0 0 0| 0 1,311 0 0 Indicative a-t-m Vol 45.98 Underlying Price 1156.000 Time to expiry: 199 Days Mar 11 53.000 -0.18 51.59 0 0 0| 0 2 0 0 880 62.500 -0.21 50.58 0 0 0| 0 0 0 0 920 75.500 -0.24 49.81 0 0 0| 0 1 0 0 960 88.000 -0.28 48.90 0 0 0| 0 0 0 0 1000 128.000 -0.38 46.77 0 0 0| 0 16 0 0 1100 179.500 -0.48 45.35 0 0 0| 0 6 0 0 1200 242.000 -0.58 44.60 0 0 0| 0 0 0 0 1300 313.000 -0.67 43.89 0 0 0| 0 0 0 0 1400 477.000 -0.81 42.90 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 22:04 Business Day Tue 31 Aug 2010 Previous Business Day Mon 30 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 87,020 87,023| 0 91,529 0 0 Equity Options 22:04 Business Day Tue 31 Aug 2010 Previous Business Day Mon 30 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 31.68 Underlying Price 204.500 Time to expiry: 17 Days Sep 10 25.500 0.91 44.91 0 0 0| 0 8 0 0 180 16.000 0.84 35.08 0 0 0| 0 0 0 0 190 12.250 0.74 35.58 0 0 0| 0 3 0 0 195 7.250 8.500 0.63 33.71 7.250 7.250 0 0 25| 0 74 0 0 200 5.500 0.50 31.68 0 0 0| 0 0 0 0 205 3.250 0.36 30.28 0 0 0| 0 79 0 0 210 1.750 0.23 29.36 0 0 0| 0 0 0 0 215 1.000 0.14 29.09 0 0 0| 0 104 0 0 220 0.500 0.07 29.05 0 0 0| 0 0 0 0 225 0.250 0.04 29.22 0 0 0| 0 170 0 0 230 CAB 0.02 29.58 0 0 0| 0 0 0 0 235 CAB 0.01 30.10 0 0 0| 0 76 0 0 240 CAB 0.00 31.04 0 0 0| 0 0 0 0 250 CAB 0.00 32.70 0 0 0| 0 51 0 0 260 CAB 0.00 39.32 0 0 0| 0 10 0 0 280 CAB 0.00 49.26 0 0 0| 0 0 0 0 320 Total 0 0 25| 0 575 0 0 Indicative a-t-m Vol 27.96 Underlying Price 204.500 Time to expiry: 45 Days Oct 10 26.000 0.88 34.74 0 0 0| 0 0 0 0 180 17.500 0.78 31.23 0 0 0| 0 0 0 0 190 13.750 0.70 30.39 0 0 0| 0 0 0 0 195 10.500 0.61 29.39 0 0 0| 0 0 0 0 200 7.500 0.51 27.96 0 0 0| 0 0 0 0 205 5.500 0.41 28.09 0 0 0| 0 7 0 0 210 3.750 0.31 27.75 0 0 0| 0 0 0 0 215 2.250 0.22 27.09 0 0 0| 0 0 0 0 220 1.500 0.16 27.39 0 0 0| 0 0 0 0 225 1.000 0.11 27.59 0 0 0| 0 0 0 0 230 0.500 0.05 28.54 0 0 0| 0 0 0 0 240 0.250 0.02 32.49 0 0 0| 0 0 0 0 260 Total 0 0 0| 0 7 0 0 Indicative a-t-m Vol 28.22 Underlying Price 204.500 Time to expiry: 80 Days Nov 10 27.250 0.83 33.70 0 0 0| 0 0 0 0 180 19.250 0.72 30.76 0 0 0| 0 0 0 0 190 15.500 0.66 29.48 0 0 0| 0 0 0 0 195 12.750 0.58 29.27 0 0 0| 0 0 0 0 200 9.750 0.50 28.22 0 0 0| 0 0 0 0 205 7.750 0.43 27.87 0 0 0| 0 0 0 0 210 4.250 0.29 27.10 0 0 0| 0 0 0 0 220 2.250 0.17 26.27 0 0 0| 0 0 0 0 230 Total 0 0 0| 0 0 0 0 Indicative a-t-m Vol 29.15 Underlying Price 204.500 Time to expiry: 108 Days Dec 10 Equity Options 22:04 Business Day Tue 31 Aug 2010 Previous Business Day Mon 30 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 | 28.250 0.79 32.67 0 0 0| 0 0 0 0 180 20.750 0.69 31.18 0 0 0| 0 22 0 0 190 14.500 0.57 29.33 0 0 0| 0 0 0 0 200 9.750 0.45 28.98 0 0 0| 0 12 0 0 210 6.000 0.33 27.87 0 0 0| 0 54 0 0 220 3.750 0.22 27.46 0 0 0| 0 71 0 0 230 2.000 0.14 26.72 0 0 0| 0 97 0 0 240 1.000 0.07 29.27 0 0 0| 0 7 0 0 260 0.500 0.04 31.58 0 0 0| 0 0 0 0 280 CAB 0.01 33.88 0 0 0| 0 0 0 0 320 Total 0 0 0| 0 263 0 0 Indicative a-t-m Vol 29.12 Underlying Price 204.500 Time to expiry: 199 Days Mar 11 31.750 0.74 31.75 0 0 0| 0 0 0 0 180 25.250 0.66 30.65 0 0 0| 0 0 0 0 190 19.250 0.57 29.47 0 0 0| 0 87 0 0 200 14.250 0.48 28.76 0 0 0| 0 44 0 0 210 10.250 0.39 28.07 0 0 0| 0 38 0 0 220 7.250 0.31 27.53 0 0 0| 0 16 0 0 230 5.000 0.23 27.17 0 0 0| 0 12 0 0 240 1.250 0.07 27.64 0 0 0| 0 102 0 0 280 Total 0 0 0| 0 299 0 0 Total Calls 0 0 25| 0 1,144 0 0 | Equity Options 22:04 Business Day Tue 31 Aug 2010 Previous Business Day Mon 30 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 31.17 Underlying Price 204.500 Time to expiry: 17 Days Sep 10 0.750 -0.08 42.90 0 0 0| 0 56 0 0 180 1.500 -0.17 36.08 0 0 0| 0 115 0 0 190 2.500 -0.25 34.29 0 0 0| 0 26 0 0 195 3.750 -0.36 32.23 0 0 0| 0 329 0 0 200 5.750 -0.50 31.17 0 0 0| 0 212 0 0 205 8.500 -0.64 29.94 0 0 0| 0 47 0 0 210 12.250 -0.77 28.95 0 0 0| 0 305 0 0 215 16.250 -0.87 28.67 0 0 0| 0 33 0 0 220 21.000 -0.91 31.38 0 0 0| 0 20 0 0 225 25.750 -0.95 31.04 0 0 0| 0 40 0 0 230 30.750 -0.96 35.35 0 0 0| 0 0 0 0 235 35.500 -0.98 36.03 0 0 0| 0 30 0 0 240 45.500 -0.99 40.89 0 0 0| 0 0 0 0 250 55.500 -0.99 46.42 0 0 0| 0 21 0 0 260 75.500 -0.99 60.47 0 0 0| 0 0 0 0 280 115.500 -0.99 82.26 0 0 0| 0 0 0 0 320 Total 0 0 0| 0 1,234 0 0 Indicative a-t-m Vol 29.98 Underlying Price 204.500 Time to expiry: 45 Days Oct 10 2.250 -0.16 35.32 0 0 0| 0 0 0 0 180 4.000 -0.27 32.65 0 0 0| 0 25 0 0 190 5.500 -0.34 31.42 0 0 0| 0 0 0 0 195 7.500 -0.43 30.59 0 0 0| 0 15 0 0 200 9.750 -0.52 29.98 0 0 0| 0 0 0 0 205 13.000 -0.61 30.00 0 0 0| 0 0 0 0 210 16.250 -0.70 29.41 0 0 0| 0 2 0 0 215 19.750 -0.78 28.75 0 0 0| 0 0 0 0 220 24.250 -0.82 30.29 0 0 0| 0 0 0 0 225 28.750 -0.86 31.06 0 0 0| 0 0 0 0 230 38.250 -0.91 33.76 0 0 0| 0 0 0 0 240 57.750 -0.95 40.57 0 0 0| 0 0 0 0 260 Total 0 0 0| 0 42 0 0 Indicative a-t-m Vol 29.67 Underlying Price 204.500 Time to expiry: 80 Days Nov 10 4.250 -0.21 34.30 0 0 0| 0 0 0 0 180 6.500 -0.30 31.83 0 0 0| 0 0 0 0 190 8.000 -0.37 30.93 0 0 0| 0 0 0 0 195 10.250 -0.43 30.55 0 0 0| 0 0 0 0 200 12.500 -0.50 29.67 0 0 0| 0 0 0 0 205 15.500 -0.57 29.78 0 0 0| 0 0 0 0 210 22.000 -0.71 28.63 0 0 0| 0 0 0 0 220 29.750 -0.81 28.19 0 0 0| 0 0 0 0 230 Total 0 0 0| 0 0 0 0 Indicative a-t-m Vol 30.58 Underlying Price 204.500 Time to expiry: 108 Days Dec 10 5.500 -0.23 33.91 0 0 0| 0 99 0 0 180 Equity Options 22:04 Business Day Tue 31 Aug 2010 Previous Business Day Mon 30 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 | 8.250 -0.32 31.95 0 0 0| 0 3 0 0 190 12.250 -0.43 31.05 0 0 0| 0 180 0 0 200 17.250 -0.55 30.11 0 0 0| 0 6,010 0 0 210 23.750 -0.66 29.63 0 0 0| 0 31 0 0 220 31.250 -0.77 29.00 0 0 0| 0 35 0 0 230 39.750 -0.84 29.52 0 0 0| 0 39 0 0 240 58.500 -0.91 31.82 0 0 0| 0 0 0 0 260 78.000 -0.94 35.86 0 0 0| 0 10 0 0 280 117.750 -0.96 44.42 0 0 0| 0 0 0 0 320 Total 0 0 0| 0 6,407 0 0 Indicative a-t-m Vol 30.43 Underlying Price 204.500 Time to expiry: 199 Days Mar 11 9.250 -0.27 33.04 0 0 0| 0 10 0 0 180 12.250 -0.34 31.46 0 0 0| 0 4 0 0 190 16.500 -0.43 30.68 0 0 0| 0 27 0 0 200 22.000 -0.52 30.17 0 0 0| 0 11 0 0 210 28.000 -0.60 29.53 0 0 0| 0 0 0 0 220 35.000 -0.68 29.20 0 0 0| 0 64 0 0 230 42.750 -0.75 29.20 0 0 0| 0 142 0 0 240 78.500 -0.92 30.29 0 0 0| 0 0 0 0 280 Total 0 0 0| 0 258 0 0 Total Puts 0 0 0| 0 7,941 0 0 Grand Total 0 123,660 123,685| 0 132,745 0 0 Equity Options 22:04 Business Day Tue 31 Aug 2010 Previous Business Day Mon 30 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 32.84 Underlying Price 131.000 Time to expiry: 17 Days Sep 10 31.000 1.00 33.47 0 0 0| 0 0 0 0 100 21.000 0.99 36.61 0 0 0| 0 0 0 0 110 11.500 0.90 32.70 0 0 0| 0 0 0 0 120 7.500 0.75 33.41 0 0 0| 0 0 0 0 125 4.500 0.56 33.29 0 0 0| 0 0 0 0 130 2.000 0.35 31.03 0 0 0| 0 10 0 0 135 0.750 0.16 29.00 0 0 0| 0 38 0 0 140 0.250 0.05 27.28 0 0 0| 0 0 0 0 145 CAB 0.01 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 33.32 Underlying Price 131.000 Time to expiry: 108 Days Dec 10 32.250 0.92 38.24 0 0 0| 0 0 0 0 100 16.250 0.72 34.85 0 0 0| 0 0 0 0 120 10.250 0.56 33.45 0 0 0| 0 20 0 0 130 5.750 0.39 32.15 0 0 0| 0 3 0 0 140 3.000 0.24 31.36 0 0 0| 0 229 0 0 150 1.500 0.14 31.27 0 0 0| 0 8 0 0 160 0.750 0.08 31.60 0 0 0| 0 0 0 0 170 0.500 0.04 32.53 0 0 0| 0 9 0 0 180 Total 0 0 0| 0 269 0 0 Indicative a-t-m Vol 34.49 Underlying Price 131.000 Time to expiry: 199 Days Mar 11 33.750 0.88 39.15 0 0 0| 0 5 0 0 100 18.750 0.69 36.10 0 0 0| 0 10 0 0 120 13.000 0.57 34.57 0 0 0| 0 30 0 0 130 8.750 0.44 33.73 0 0 0| 0 21 0 0 140 5.500 0.32 32.74 0 0 0| 0 6 0 0 150 3.250 0.22 31.70 0 0 0| 0 9 0 0 160 1.000 0.08 29.98 0 0 0| 0 0 0 0 180 Total 0 0 0| 0 81 0 0 Total Calls 0 0 0| 0 525 0 0 | Equity Options 22:04 Business Day Tue 31 Aug 2010 Previous Business Day Mon 30 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 32.16 Underlying Price 131.000 Time to expiry: 17 Days Sep 10 CAB 0.00 42.49 0 0 0| 0 0 0 0 100 CAB -0.03 41.59 0 0 0| 0 0 0 0 110 0.750 -0.13 36.55 0 0 0| 0 3 0 0 120 1.500 -0.26 34.47 0 0 0| 0 0 0 0 125 3.250 -0.44 32.14 0 0 0| 0 13 0 0 130 6.000 -0.65 32.21 0 0 0| 0 15 0 0 135 10.000 -0.81 33.21 0 0 0| 0 80 0 0 140 14.500 -0.90 35.22 0 0 0| 0 0 0 0 145 19.250 -0.93 39.41 0 0 0| 0 15 0 0 150 29.000 -0.98 44.97 0 0 0| 0 22 0 0 160 39.000 -0.99 49.20 0 0 0| 0 0 0 0 170 49.000 -1.00 51.31 0 0 0| 0 30 0 0 180 Total 0 0 0| 0 178 0 0 Indicative a-t-m Vol 33.70 Underlying Price 131.000 Time to expiry: 108 Days Dec 10 1.500 -0.10 41.88 0 0 0| 0 0 0 0 100 5.250 -0.29 35.74 0 0 0| 0 5 0 0 120 9.000 -0.44 33.78 0 0 0| 0 54 0 0 130 14.750 -0.61 32.96 0 0 0| 0 88 0 0 140 22.000 -0.75 32.35 0 0 0| 0 14 0 0 150 30.500 -0.85 32.66 0 0 0| 0 0 0 0 160 39.750 -0.91 33.41 0 0 0| 0 3 0 0 170 50.500 -0.88 45.01 0 0 0| 0 6 0 0 180 Total 0 0 0| 0 170 0 0 Indicative a-t-m Vol 34.06 Underlying Price 131.000 Time to expiry: 199 Days Mar 11 3.500 -0.16 38.49 0 0 0| 0 10 0 0 100 9.500 -0.36 35.57 0 0 0| 0 67 0 0 120 14.250 -0.48 34.18 0 0 0| 0 26 0 0 130 20.000 -0.60 32.95 0 0 0| 0 25 0 0 140 27.250 -0.71 32.18 0 0 0| 0 50 0 0 150 35.250 -0.80 31.70 0 0 0| 0 11 0 0 160 53.500 -0.91 32.04 0 0 0| 0 0 0 0 180 Total 0 0 0| 0 189 0 0 Total Puts 0 0 0| 0 537 0 0 Grand Total 0 61,830 61,830| 0 62,892 0 0 Equity Options 22:04 Business Day Tue 31 Aug 2010 Previous Business Day Mon 30 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 22.93 Underlying Price 611.500 Time to expiry: 17 Days Sep 10 152.000 0.99 62.89 0 0 0| 0 0 0 0 460 131.750 0.99 47.52 0 0 0| 0 0 0 0 480 91.750 0.99 32.53 0 0 0| 0 0 0 0 520 72.500 0.96 36.63 0 0 0| 0 0 0 0 540 52.500 0.94 28.37 0 0 0| 0 6 0 0 560 34.250 0.85 25.55 0 0 0| 0 35 0 0 580 18.500 0.66 23.77 0 0 0| 0 80 0 0 600 7.500 0.39 22.37 0 0 0| 0 132 0 0 620 2.750 0.18 23.46 0 0 0| 0 581 0 0 640 CAB 0.00 19.44 0 0 0| 0 719 0 0 680 CAB 0.00 20.25 0 0 0| 0 27 0 0 720 CAB 0.00 27.02 0 0 0| 0 23 0 0 800 Total 0 0 0| 0 1,603 0 0 Indicative a-t-m Vol 25.33 Underlying Price 611.500 Time to expiry: 45 Days Oct 10 131.750 0.99 36.63 0 0 0| 0 0 0 0 480 92.250 0.97 31.74 0 0 0| 0 0 0 0 520 55.000 0.86 28.14 0 0 0| 0 0 0 0 560 38.750 0.74 26.83 0 0 0| 0 0 0 0 580 25.500 0.58 25.95 0 0 0| 0 1 0 0 600 15.250 0.42 24.92 0 0 0| 0 2 0 0 620 7.750 8.500 0.28 24.44 7.750 7.750 0 0 10| 0 28 0 0 640 2.250 0.09 24.00 0 0 0| 0 0 0 0 680 0.500 0.02 24.37 0 0 0| 0 0 0 0 720 Total 0 0 10| 0 31 0 0 Indicative a-t-m Vol 25.83 Underlying Price 611.500 Time to expiry: 80 Days Nov 10 94.000 0.91 31.18 0 0 0| 0 0 0 0 520 59.500 0.77 28.30 0 0 0| 0 0 0 0 560 45.000 0.67 27.11 0 0 0| 0 0 0 0 580 32.750 0.56 26.18 0 0 0| 0 0 0 0 600 23.000 0.45 25.60 0 0 0| 0 2 0 0 620 15.250 0.34 24.83 0 0 0| 0 0 0 0 640 5.750 0.17 23.83 0 0 0| 0 0 0 0 680 Total 0 0 0| 0 2 0 0 Indicative a-t-m Vol 26.55 Underlying Price 611.500 Time to expiry: 108 Days Dec 10 132.250 0.97 32.61 0 0 0| 0 0 0 0 480 95.250 0.88 31.04 0 0 0| 0 0 0 0 520 62.750 0.73 28.49 0 0 0| 0 45 0 0 560 37.250 0.56 26.99 0 0 0| 0 208 0 0 600 19.250 0.37 25.51 0 0 0| 0 638 0 0 640 9.000 0.21 24.90 0 0 0| 0 130 0 0 680 3.750 0.10 24.54 0 0 0| 0 30 0 0 720 0.750 0.03 25.81 0 0 0| 0 0 0 0 800 Total 0 0 0| 0 1,051 0 0 Equity Options 22:04 Business Day Tue 31 Aug 2010 Previous Business Day Mon 30 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 25.93 Underlying Price 611.500 Time to expiry: 199 Days Mar 11 134.000 0.91 31.67 0 0 0| 0 0 0 0 480 99.500 0.81 29.35 0 0 0| 0 0 0 0 520 70.500 0.69 27.81 0 0 0| 0 0 0 0 560 46.250 0.55 26.27 0 0 0| 0 4 0 0 600 28.250 0.40 25.14 0 0 0| 0 19 0 0 640 15.750 0.27 23.99 0 0 0| 0 12 0 0 680 8.500 0.17 23.64 0 0 0| 0 10 0 0 720 2.750 0.06 24.12 0 0 0| 0 0 0 0 800 Total 0 0 0| 0 45 0 0 Total Calls 0 0 10| 0 2,732 0 0 | Equity Options 22:04 Business Day Tue 31 Aug 2010 Previous Business Day Mon 30 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 24.60 Underlying Price 611.500 Time to expiry: 17 Days Sep 10 CAB 0.00 46.57 0 0 0| 0 0 0 0 460 0.250 -0.01 44.97 0 0 0| 0 11 0 0 480 0.500 -0.03 37.50 0 0 0| 0 27 0 0 520 0.750 -0.04 30.04 0 0 0| 0 5 0 0 540 1.750 -0.10 27.79 0 0 0| 0 547 0 0 560 4.750 -0.22 26.37 0 0 0| 0 1,266 0 0 580 11.000 -0.43 25.03 0 0 0| 0 467 0 0 600 22.000 -0.66 24.31 0 0 0| 0 20 0 0 620 37.250 -0.85 24.05 0 0 0| 0 151 0 0 640 75.750 -0.94 32.78 0 0 0| 0 30 0 0 680 115.000 -0.99 32.48 0 0 0| 0 468 0 0 720 195.250 -0.98 57.77 0 0 0| 0 4 0 0 800 Total 0 0 0| 0 2,996 0 0 Indicative a-t-m Vol 25.96 Underlying Price 611.500 Time to expiry: 45 Days Oct 10 0.750 -0.03 35.54 0 0 0| 0 0 0 0 480 2.750 -0.08 32.18 0 0 0| 0 0 0 0 520 7.500 -0.21 28.74 0 0 0| 0 19 0 0 560 12.500 -0.31 27.44 0 0 0| 0 8 0 0 580 19.750 -0.44 26.35 0 0 0| 0 6 0 0 600 30.250 -0.59 25.69 0 0 0| 0 20 0 0 620 43.500 -0.72 25.23 0 0 0| 0 0 0 0 640 77.750 -0.88 26.87 0 0 0| 0 5 0 0 680 116.000 -0.95 30.01 0 0 0| 0 0 0 0 720 Total 0 0 0| 0 58 0 0 Indicative a-t-m Vol 26.79 Underlying Price 611.500 Time to expiry: 80 Days Nov 10 6.750 -0.14 32.16 0 0 0| 0 0 0 0 520 13.750 -0.26 28.87 0 0 0| 0 0 0 0 560 20.000 -0.35 27.97 0 0 0| 0 0 0 0 580 28.000 -0.44 27.14 0 0 0| 0 0 0 0 600 38.000 -0.55 26.56 0 0 0| 0 0 0 0 620 50.250 -0.65 25.87 0 0 0| 0 0 0 0 640 81.000 -0.82 25.53 0 0 0| 0 0 0 0 680 Total 0 0 0| 0 0 0 0 Indicative a-t-m Vol 26.90 Underlying Price 611.500 Time to expiry: 108 Days Dec 10 5.500 -0.10 33.97 0 0 0| 0 394 0 0 480 13.500 10.250 -0.17 30.67 13.500 13.500 0 0 10| 0 625 0 0 520 20.000 -0.30 28.92 0 0 0| 0 1,354 0 0 560 35.500 -0.47 27.25 0 0 0| 0 723 0 0 600 58.750 -0.65 26.07 0 0 0| 0 128 0 0 640 98.750 89.250 -0.79 25.71 98.750 98.750 0 0 3| 0 48 0 0 680 124.500 -0.89 26.03 0 0 0| 0 317 0 0 720 201.500 -0.96 29.49 0 0 0| 0 22 0 0 800 Total 0 0 13| 0 3,611 0 0 Equity Options 22:04 Business Day Tue 31 Aug 2010 Previous Business Day Mon 30 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 26.84 Underlying Price 611.500 Time to expiry: 199 Days Mar 11 13.000 -0.16 32.40 0 0 0| 0 29 0 0 480 20.750 -0.24 30.20 0 0 0| 0 114 0 0 520 33.500 -0.35 28.69 0 0 0| 0 39 0 0 560 50.500 -0.48 27.16 0 0 0| 0 49 0 0 600 73.250 -0.61 26.07 0 0 0| 0 70 0 0 640 102.250 -0.73 25.69 0 0 0| 0 20 0 0 680 135.250 -0.82 25.76 0 0 0| 0 141 0 0 720 208.500 -0.92 26.64 0 0 0| 0 2,900 0 0 800 Total 0 0 0| 0 3,362 0 0 Total Puts 0 0 13| 0 10,027 0 0 Grand Total 0 100,760 100,783| 0 113,519 0 0 Equity Options 22:04 Business Day Tue 31 Aug 2010 Previous Business Day Mon 30 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 92.650 Time to expiry: 17 Days Sep 10 36.750 1.00 79.27 0 0 0| 0 0 0 0 56 28.750 1.00 66.45 0 0 0| 0 5 0 0 64 24.750 1.00 57.67 0 0 0| 0 0 0 0 68 19.750 20.750 1.00 52.95 19.750 19.750 0 0 4| 0 4 0 0 72 16.750 1.00 46.20 0 0 0| 0 100 0 0 76 11.750 12.750 1.00 42.82 11.750 11.750 0 0 20| 0 363 0 0 80 10.750 1.00 40.12 0 0 0| 0 0 0 0 82 8.750 1.00 38.78 0 0 0| 0 161 0 0 84 6.750 0.92 38.55 0 0 0| 0 0 0 0 86 4.250 5.000 0.80 34.78 4.250 4.250 0 0 15| 0 353 0 0 88 3.500 0.61 33.63 0 0 0| 0 5 0 0 90 2.500 0.48 33.81 0 0 0| 0 495 0 0 92 1.500 0.35 30.06 0 0 0| 0 250 0 0 94 1.000 0.26 32.07 0 0 0| 0 7,343 0 0 96 0.750 0.18 33.06 0 0 0| 0 50 0 0 98 0.500 0.13 34.81 0 0 0| 0 236 0 0 100 CAB 0.02 40.81 0 0 0| 0 0 0 0 110 Total 0 0 39| 0 9,365 0 0 Indicative a-t-m Vol 34.55 Underlying Price 92.650 Time to expiry: 45 Days Oct 10 16.750 0.97 47.69 0 0 0| 0 0 0 0 76 13.000 0.88 42.83 0 0 0| 0 0 0 0 80 11.000 0.81 40.83 0 0 0| 0 0 0 0 82 9.500 0.75 39.91 0 0 0| 0 0 0 0 84 7.750 0.71 36.42 0 0 0| 0 0 0 0 86 6.750 0.64 37.39 0 0 0| 0 0 0 0 88 5.250 0.58 34.78 0 0 0| 0 50 0 0 90 4.250 0.51 34.40 0 0 0| 0 23 0 0 92 2.500 3.500 0.44 34.70 2.500 2.500 0 0 30| 0 0 0 0 94 2.750 0.37 34.40 0 0 0| 0 43 0 0 96 2.000 0.31 34.48 0 0 0| 0 0 0 0 98 1.750 0.26 34.84 0 0 0| 0 0 0 0 100 0.750 0.13 42.55 0 0 0| 0 0 0 0 110 Total 0 0 30| 0 116 0 0 Indicative a-t-m Vol 36.66 Underlying Price 92.650 Time to expiry: 80 Days Nov 10 14.000 0.79 40.93 0 0 0| 0 0 0 0 80 11.000 0.71 39.32 0 0 0| 0 0 0 0 84 8.250 0.62 37.56 0 0 0| 0 0 0 0 88 7.250 0.57 37.87 0 0 0| 0 0 0 0 90 6.000 0.52 36.73 0 0 0| 0 0 0 0 92 5.250 0.47 36.58 0 0 0| 0 0 0 0 94 4.250 0.42 35.67 0 0 0| 0 0 0 0 96 3.500 0.37 35.28 0 0 0| 0 0 0 0 98 3.000 0.33 35.86 0 0 0| 0 0 0 0 100 Equity Options 22:04 Business Day Tue 31 Aug 2010 Previous Business Day Mon 30 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 | 1.250 0.16 36.09 0 0 0| 0 0 0 0 110 Total 0 0 0| 0 0 0 0 Indicative a-t-m Vol 38.28 Underlying Price 92.650 Time to expiry: 108 Days Dec 10 28.750 0.93 47.88 0 0 0| 0 3 0 0 64 24.750 0.95 35.63 0 0 0| 0 0 0 0 68 20.750 0.89 38.92 0 0 0| 0 2 0 0 72 17.500 0.83 40.36 0 0 0| 0 30 0 0 76 14.750 0.77 40.55 0 0 0| 0 0 0 0 80 12.000 0.69 40.21 0 0 0| 0 6 0 0 84 9.250 0.62 37.95 0 0 0| 0 61 0 0 88 7.500 0.53 38.50 0 0 0| 0 238 0 0 92 5.750 0.45 37.62 0 0 0| 0 181 0 0 96 4.000 0.37 36.20 0 0 0| 0 3,508 0 0 100 1.250 0.14 41.33 0 0 0| 0 0 0 0 120 Total 0 0 0| 0 4,029 0 0 Indicative a-t-m Vol 38.52 Underlying Price 92.650 Time to expiry: 199 Days Mar 11 29.250 0.90 42.34 0 0 0| 0 0 0 0 64 22.750 0.82 42.31 0 0 0| 0 0 0 0 72 20.000 0.78 41.74 0 0 0| 0 0 0 0 76 17.250 0.73 40.98 0 0 0| 0 0 0 0 80 14.750 0.67 40.16 0 0 0| 0 1 0 0 84 12.000 0.61 38.22 0 0 0| 0 14 0 0 88 10.250 0.55 38.87 0 0 0| 0 15 0 0 92 7.500 8.250 0.49 37.47 7.500 7.500 0 0 12| 0 22 0 0 96 6.500 0.43 35.96 0 0 0| 0 1 0 0 100 2.000 0.17 33.69 0 0 0| 0 0 0 0 120 Total 0 0 12| 0 53 0 0 Total Calls 0 0 81| 0 13,563 0 0 | Equity Options 22:04 Business Day Tue 31 Aug 2010 Previous Business Day Mon 30 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 92.650 Time to expiry: 17 Days Sep 10 CAB 0.00 75.36 0 0 0| 0 0 0 0 56 CAB 0.00 63.51 0 0 0| 0 427 0 0 64 CAB -0.01 56.82 0 0 0| 0 460 0 0 68 CAB -0.02 51.23 0 0 0| 0 95 0 0 72 CAB -0.03 44.55 0 0 0| 0 66 0 0 76 0.250 -0.07 41.65 0 0 0| 0 95 0 0 80 0.500 -0.10 40.78 0 0 0| 0 0 0 0 82 0.750 -0.16 40.99 0 0 0| 0 65 0 0 84 1.000 -0.23 39.27 0 0 0| 0 0 0 0 86 1.500 -0.30 35.31 0 0 0| 0 8 0 0 88 2.000 -0.40 33.40 0 0 0| 0 15 0 0 90 2.750 -0.52 30.65 0 0 0| 0 0 0 0 92 4.000 -0.66 29.01 0 0 0| 0 0 0 0 94 5.750 -0.72 36.09 0 0 0| 0 35 0 0 96 6.750 -0.88 25.82 0 0 0| 0 0 0 0 98 8.750 -0.96 23.83 0 0 0| 0 0 0 0 100 18.500 -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 36.54 Underlying Price 92.650 Time to expiry: 45 Days Oct 10 0.750 -0.09 42.11 0 0 0| 0 0 0 0 76 1.250 -0.16 40.45 0 0 0| 0 0 0 0 80 1.500 -0.20 39.64 0 0 0| 0 40 0 0 82 2.000 -0.25 39.23 0 0 0| 0 0 0 0 84 2.500 -0.30 37.86 0 0 0| 0 0 0 0 86 3.250 -0.36 37.59 0 0 0| 0 23 0 0 88 4.000 -0.42 36.98 0 0 0| 0 0 0 0 90 5.000 -0.49 36.59 0 0 0| 0 0 0 0 92 6.250 -0.56 36.49 0 0 0| 0 0 0 0 94 7.250 -0.63 34.81 0 0 0| 0 0 0 0 96 8.750 -0.69 35.23 0 0 0| 0 0 0 0 98 10.250 -0.74 35.11 0 0 0| 0 0 0 0 100 19.000 -0.92 35.28 0 0 0| 0 0 0 0 110 Total 0 0 0| 0 63 0 0 Indicative a-t-m Vol 36.85 Underlying Price 92.650 Time to expiry: 80 Days Nov 10 2.250 -0.21 40.15 0 0 0| 0 0 0 0 80 3.500 -0.29 40.45 0 0 0| 0 0 0 0 84 5.000 -0.38 39.13 0 0 0| 0 0 0 0 88 6.000 -0.43 39.14 0 0 0| 0 0 0 0 90 6.500 -0.48 36.59 0 0 0| 0 0 0 0 92 7.750 -0.53 37.11 0 0 0| 0 0 0 0 94 9.250 -0.57 38.05 0 0 0| 0 0 0 0 96 10.250 -0.62 36.48 0 0 0| 0 0 0 0 98 12.000 -0.66 38.28 0 0 0| 0 0 0 0 100 22.000 -0.73 53.91 0 0 0| 0 0 0 0 110 Equity Options 22:04 Business Day Tue 31 Aug 2010 Previous Business Day Mon 30 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 38.56 Underlying Price 92.650 Time to expiry: 108 Days Dec 10 1.000 -0.08 52.14 0 0 0| 0 33 0 0 64 1.250 -0.10 48.15 0 0 0| 0 0 0 0 68 1.750 -0.14 45.17 0 0 0| 0 6 0 0 72 2.250 -0.18 42.96 0 0 0| 0 12 0 0 76 3.250 -0.24 41.40 0 0 0| 0 127 0 0 80 4.500 -0.31 40.22 0 0 0| 0 126 0 0 84 6.000 -0.38 39.67 0 0 0| 0 250 0 0 88 8.000 -0.47 38.57 0 0 0| 0 16 0 0 92 10.250 -0.55 38.52 0 0 0| 0 5 0 0 96 13.000 -0.62 38.44 0 0 0| 0 0 0 0 100 29.250 -0.89 37.55 0 0 0| 0 0 0 0 120 Total 0 0 0| 0 575 0 0 Indicative a-t-m Vol 38.59 Underlying Price 92.650 Time to expiry: 199 Days Mar 11 1.750 -0.10 44.54 0 0 0| 0 5 0 0 64 3.250 -0.18 43.32 0 0 0| 0 0 0 0 72 4.250 -0.22 42.45 0 0 0| 0 0 0 0 76 5.750 -0.28 42.00 0 0 0| 0 15 0 0 80 7.000 -0.33 40.37 0 0 0| 0 6 0 0 84 8.750 -0.39 39.65 0 0 0| 0 10 0 0 88 11.000 10.500 -0.45 38.73 11.000 11.000 0 0 8| 0 13 0 0 92 12.750 -0.51 38.17 0 0 0| 0 0 0 0 96 14.750 -0.58 36.22 0 0 0| 0 0 0 0 100 30.250 -0.83 34.81 0 0 0| 0 0 0 0 120 Total 0 0 8| 0 49 0 0 Total Puts 0 0 8| 0 1,953 0 0 Grand Total 0 139,690 139,779| 0 155,206 0 0 Equity Options 22:04 Business Day Tue 31 Aug 2010 Previous Business Day Mon 30 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 41.79 Underlying Price 69.490 Time to expiry: 17 Days Sep 10 29.500 1.00 72.59 0 0 0| 0 1 0 0 40 24.500 1.00 64.61 0 0 0| 0 3 0 0 45 21.500 1.00 61.75 0 0 0| 0 1,371 0 0 48 16.500 0.99 57.38 0 0 0| 0 1,418 0 0 53 10.750 0.93 53.36 0 0 0| 0 16,840 0 0 59 6.500 0.79 49.34 0 0 0| 0 2,251 0 0 64 4.250 0.66 44.74 0 0 0| 0 12,957 0 0 67 3.000 3.500 0.61 43.19 3.000 3.000 0 0 25| 0 55 0 0 68 1.500 0.36 40.40 0 0 0| 0 768 0 0 72 0.500 0.17 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 25| 0 61,536 0 0 Indicative a-t-m Vol 40.63 Underlying Price 69.490 Time to expiry: 45 Days Oct 10 25.750 0.98 65.24 0 0 0| 0 0 0 0 44 21.750 0.96 64.41 0 0 0| 0 0 0 0 48 14.000 0.92 45.06 0 0 0| 0 0 0 0 56 10.750 0.83 48.12 0 0 0| 0 386 0 0 60 6.000 7.500 0.73 43.96 6.000 6.000 0 0 200| 0 1,042 0 0 64 4.750 0.59 40.61 0 0 0| 0 63 0 0 68 3.000 0.43 40.66 0 0 0| 0 358 0 0 72 1.750 0.29 40.22 0 0 0| 0 2,936 0 0 76 1.250 0.21 44.42 0 0 0| 0 3,182 0 0 80 1.000 0.16 49.33 0 0 0| 0 0 0 0 84 1.000 0.14 56.07 0 0 0| 0 0 0 0 88 1.000 0.13 71.43 0 0 0| 0 0 0 0 96 Total 0 0 200| 0 7,967 0 0 Indicative a-t-m Vol 42.61 Underlying Price 69.490 Time to expiry: 80 Days Nov 10 22.250 0.93 58.27 0 0 0| 0 0 0 0 48 15.250 0.84 53.13 0 0 0| 0 0 0 0 56 8.750 0.70 44.02 0 0 0| 0 0 0 0 64 6.500 0.59 43.38 0 0 0| 0 0 0 0 68 4.500 0.47 41.83 0 0 0| 0 0 0 0 72 2.000 0.26 40.76 0 0 0| 0 0 0 0 80 1.000 0.15 43.47 0 0 0| 0 0 0 0 88 Total 0 0 0| 0 0 0 0 Indicative a-t-m Vol 42.42 Underlying Price 69.490 Time to expiry: 108 Days Dec 10 53.500 1.00 80.97 0 0 0| 0 10 0 0 16 48.500 1.00 76.97 0 0 0| 0 10 0 0 21 44.500 1.00 72.97 0 0 0| 0 25 0 0 25 38.750 0.99 69.12 0 0 0| 0 0 0 0 31 Equity Options 22:04 Business Day Tue 31 Aug 2010 Previous Business Day Mon 30 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 | 36.750 0.99 66.17 0 0 0| 0 2 0 0 33 32.750 0.98 60.68 0 0 0| 0 10 0 0 37 29.000 0.97 57.90 0 0 0| 0 335 0 0 41 25.250 0.94 55.77 0 0 0| 0 0 0 0 45 21.750 0.91 54.90 0 0 0| 0 189 0 0 49 20.000 0.89 53.83 0 0 0| 0 3,738 0 0 51 12.000 0.74 49.10 0 0 0| 0 15,750 0 0 61 10.000 0.68 47.06 0 0 0| 0 30 0 0 64 7.500 0.59 43.84 0 0 0| 0 315 0 0 68 5.750 0.51 41.71 0 0 0| 0 5,847 0 0 71 5.250 0.49 41.49 0 0 0| 0 860 0 0 72 4.000 0.40 42.74 0 0 0| 0 3,392 0 0 76 3.000 0.32 42.55 0 0 0| 0 2,656 0 0 80 2.750 0.30 42.27 0 0 0| 0 10,601 0 0 81 1.000 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| 0 56,471 0 0 Indicative a-t-m Vol 43.78 Underlying Price 69.490 Time to expiry: 199 Days Mar 11 31.000 0.93 62.20 0 0 0| 0 0 0 0 40 27.250 0.90 57.51 0 0 0| 0 0 0 0 44 24.000 0.87 54.72 0 0 0| 0 30 0 0 48 18.250 0.77 53.74 0 0 0| 0 19 0 0 56 14.750 0.73 48.01 0 0 0| 0 8,435 0 0 60 12.250 0.67 45.79 0 0 0| 0 1,013 0 0 64 8.000 0.53 43.11 0 0 0| 0 10,476 0 0 72 4.750 0.38 40.25 0 0 0| 0 971 0 0 80 2.500 0.25 38.17 0 0 0| 0 8 0 0 88 0.250 0.05 39.97 0 0 0| 0 0 0 0 120 Total 0 0 0| 0 20,952 0 0 Indicative a-t-m Vol 44.26 Underlying Price 69.490 Time to expiry: 290 Days Jun 11 38.750 0.95 63.51 0 0 0| 0 5,900 0 0 32 31.750 0.91 57.85 0 0 0| 0 1,964 0 0 40 25.000 0.85 53.43 0 0 0| 0 0 0 0 48 21.250 0.80 50.74 0 0 0| 0 273 0 0 53 19.250 0.77 49.39 0 0 0| 0 0 0 0 56 16.500 0.72 47.94 0 0 0| 0 40 0 0 60 14.250 0.66 46.91 0 0 0| 0 7 0 0 64 9.750 0.55 43.38 0 0 0| 0 536 0 0 72 6.750 0.43 41.49 0 0 0| 0 790 0 0 80 1.750 0.16 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 22:04 Business Day Tue 31 Aug 2010 Previous Business Day Mon 30 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 43.62 Underlying Price 69.490 Time to expiry: 472 Days Dec 11 54.000 0.99 67.37 0 0 0| 0 0 0 0 16 49.250 0.98 66.13 0 0 0| 0 0 0 0 21 45.750 0.96 63.02 0 0 0| 0 0 0 0 25 44.000 0.96 61.48 0 0 0| 0 0 0 0 27 40.500 0.94 59.58 0 0 0| 0 0 0 0 31 39.750 0.94 58.92 0 0 0| 0 0 0 0 32 38.750 0.93 58.44 0 0 0| 0 0 0 0 33 35.500 0.91 56.23 0 0 0| 0 0 0 0 37 33.250 0.89 55.41 0 0 0| 0 5 0 0 40 32.500 0.88 55.33 0 0 0| 0 0 0 0 41 26.500 0.82 51.86 0 0 0| 0 0 0 0 49 25.250 0.80 51.05 0 0 0| 0 0 0 0 51 23.750 0.78 50.18 0 0 0| 0 350 0 0 53 19.000 0.70 48.13 0 0 0| 0 0 0 0 61 13.250 0.59 43.12 0 0 0| 0 306 0 0 71 9.750 0.49 41.91 0 0 0| 0 8 0 0 80 9.500 0.48 41.96 0 0 0| 0 50 0 0 81 4.500 0.27 43.27 0 0 0| 0 221 0 0 107 3.250 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 42.23 Underlying Price 69.490 Time to expiry: 654 Days Jun 12 34.250 0.88 51.17 0 0 0| 0 0 0 0 40 27.500 0.83 43.64 0 0 0| 0 0 0 0 48 19.250 0.72 39.40 0 0 0| 0 0 0 0 60 13.500 0.54 45.06 0 0 0| 0 0 0 0 80 3.250 0.21 37.11 0 0 0| 0 0 0 0 120 Total 0 0 0| 0 0 0 0 Indicative a-t-m Vol 48.53 Underlying Price 69.490 Time to expiry: 843 Days Dec 12 37.250 0.87 57.93 0 0 0| 0 0 0 0 40 32.000 0.82 54.22 0 0 0| 0 32 0 0 48 25.250 0.73 50.76 0 0 0| 0 15 0 0 60 16.250 0.58 46.31 0 0 0| 0 1 0 0 80 7.250 0.33 43.84 0 0 0| 0 0 0 0 120 Total 0 0 0| 0 48 0 0 Total Calls 0 0 225| 0 157,455 0 0 | Equity Options 22:04 Business Day Tue 31 Aug 2010 Previous Business Day Mon 30 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 41.79 Underlying Price 69.490 Time to expiry: 17 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 0.00 61.75 0 0 0| 0 7,998 0 0 48 CAB -0.01 57.38 0 0 0| 0 9,269 0 0 53 0.250 -0.07 53.36 0 0 0| 0 11,305 0 0 59 1.000 -0.21 49.34 0 0 0| 0 18,914 0 0 64 1.750 -0.34 44.74 0 0 0| 0 219 0 0 67 2.000 -0.39 43.19 0 0 0| 0 100 0 0 68 4.000 -0.64 40.40 0 0 0| 0 584 0 0 72 7.000 -0.83 40.15 0 0 0| 0 20 0 0 76 10.750 -0.94 40.84 0 0 0| 0 267 0 0 80 37.500 -1.00 45.07 0 0 0| 0 0 0 0 107 50.500 -1.00 48.78 0 0 0| 0 0 0 0 120 Total 0 0 0| 0 49,280 0 0 Indicative a-t-m Vol 42.64 Underlying Price 69.490 Time to expiry: 45 Days Oct 10 0.250 -0.03 71.72 0 0 0| 0 0 0 0 44 0.250 -0.05 67.56 0 0 0| 0 0 0 0 48 1.000 -0.12 57.93 0 0 0| 0 2,240 0 0 56 1.250 -0.17 48.62 0 0 0| 0 49 0 0 60 2.000 -0.28 45.45 0 0 0| 0 496 0 0 64 3.500 -0.41 44.07 0 0 0| 0 535 -200 0 68 5.500 -0.57 41.22 0 0 0| 0 175 0 0 72 8.250 -0.71 40.77 0 0 0| 0 25 0 0 76 11.500 -0.82 40.39 0 0 0| 0 0 0 0 80 15.000 -0.88 43.12 0 0 0| 0 0 0 0 84 18.750 -0.93 44.05 0 0 0| 0 100 0 0 88 26.750 -0.96 51.33 0 0 0| 0 0 0 0 96 Total 0 0 0| 0 3,620 -200 0 Indicative a-t-m Vol 40.69 Underlying Price 69.490 Time to expiry: 80 Days Nov 10 0.750 -0.07 58.27 0 0 0| 0 0 0 0 48 1.500 -0.16 51.88 0 0 0| 0 0 0 0 56 3.000 -0.30 43.15 0 0 0| 0 250 0 0 64 4.500 -0.41 41.47 0 0 0| 0 225 0 0 68 6.500 -0.54 39.90 0 0 0| 0 0 0 0 72 12.250 -0.75 39.34 0 0 0| 0 0 0 0 80 18.750 -0.92 33.90 0 0 0| 0 0 0 0 88 Total 0 0 0| 0 475 0 0 Indicative a-t-m Vol 42.42 Underlying Price 69.490 Time to expiry: 108 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 CAB -0.01 66.17 0 0 0| 0 335 0 0 33 Equity Options 22:04 Business Day Tue 31 Aug 2010 Previous Business Day Mon 30 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 0.250 -0.03 57.90 0 0 0| 0 7,848 0 0 41 1.000 -0.08 63.85 0 0 0| 0 250 0 0 45 1.000 -0.09 54.90 0 0 0| 0 1,097 0 0 49 1.250 -0.11 53.83 0 0 0| 0 6,161 0 0 51 3.500 -0.26 49.10 0 0 0| 0 20,718 0 0 61 4.500 -0.32 47.06 0 0 0| 0 548 0 0 64 5.750 -0.41 43.84 0 0 0| 0 768 0 0 68 7.000 -0.49 41.71 0 0 0| 0 3,391 0 0 71 7.750 -0.51 41.49 0 0 0| 0 310 0 0 72 10.500 -0.60 42.74 0 0 0| 0 28 0 0 76 13.250 -0.69 42.55 0 0 0| 0 105 0 0 80 14.000 -0.71 42.27 0 0 0| 0 277 0 0 81 22.250 -0.87 39.93 0 0 0| 0 58 0 0 91 32.500 -0.97 37.67 0 0 0| 0 11 0 0 102 42.500 -0.99 39.72 0 0 0| 0 0 0 0 112 52.500 -1.00 41.09 0 0 0| 0 16 0 0 122 72.500 -1.00 45.45 0 0 0| 0 759 0 0 142 92.500 -1.00 48.16 0 0 0| 0 0 0 0 162 174.500 -1.00 48.74 0 0 0| 0 0 0 0 244 Total 0 0 0| 0 45,859 0 0 Indicative a-t-m Vol 43.78 Underlying Price 69.490 Time to expiry: 199 Days Mar 11 1.250 -0.07 62.20 0 0 0| 0 130 0 0 40 1.750 -0.10 57.51 0 0 0| 0 0 0 0 44 2.250 -0.13 54.72 0 0 0| 0 8,713 0 0 48 4.500 -0.23 53.74 0 0 0| 0 87 0 0 56 5.000 -0.27 48.01 0 0 0| 0 104 0 0 60 6.500 -0.34 45.79 0 0 0| 0 139 0 0 64 10.250 -0.48 43.11 0 0 0| 0 456 0 0 72 15.000 -0.62 40.25 0 0 0| 0 146 0 0 80 20.750 -0.76 38.17 0 0 0| 0 0 0 0 88 50.750 -0.97 39.97 0 0 0| 0 0 0 0 120 Total 0 0 0| 0 9,775 0 0 Indicative a-t-m Vol 44.26 Underlying Price 69.490 Time to expiry: 290 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 3.250 -0.15 53.43 0 0 0| 0 0 0 0 48 4.500 -0.20 50.74 0 0 0| 0 1,074 0 0 53 5.250 -0.23 49.39 0 0 0| 0 0 0 0 56 6.750 -0.28 47.94 0 0 0| 0 40 0 0 60 8.250 -0.34 46.91 0 0 0| 0 195 0 0 64 12.000 -0.45 43.38 0 0 0| 0 520 0 0 72 16.750 -0.57 41.49 0 0 0| 0 29 0 0 80 38.750 -0.85 40.62 0 0 0| 0 0 0 0 107 51.000 -0.91 41.13 0 0 0| 0 10 0 0 120 Total 0 0 0| 0 1,913 0 0 Equity Options 22:04 Business Day Tue 31 Aug 2010 Previous Business Day Mon 30 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 43.62 Underlying Price 69.490 Time to expiry: 472 Days Dec 11 0.250 -0.01 67.37 0 0 0| 0 0 0 0 16 0.500 -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 1.750 -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 2.500 -0.09 56.23 0 0 0| 0 1,500 0 0 37 3.250 -0.11 55.41 0 0 0| 0 0 0 0 40 3.500 -0.12 55.33 0 0 0| 0 0 0 0 41 5.750 -0.18 53.17 0 0 0| 0 0 0 0 49 6.500 -0.20 52.56 0 0 0| 0 0 0 0 51 6.750 -0.22 50.18 0 0 0| 0 40 0 0 53 10.000 -0.30 48.13 0 0 0| 0 357 0 0 61 14.000 -0.41 43.12 0 0 0| 0 330 0 0 71 19.500 -0.52 41.91 0 0 0| 0 85 0 0 80 20.250 -0.53 41.96 0 0 0| 0 7 0 0 81 41.000 -0.74 43.27 0 0 0| 0 0 0 0 107 52.750 -0.81 43.53 0 0 0| 0 0 0 0 120 Total 0 0 0| 0 2,319 0 0 Indicative a-t-m Vol 42.23 Underlying Price 69.490 Time to expiry: 654 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 8.750 -0.28 39.40 0 0 0| 0 0 0 0 60 22.500 -0.47 45.06 0 0 0| 0 0 0 0 80 53.000 -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 48.53 Underlying Price 69.490 Time to expiry: 843 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 14.250 -0.27 50.76 0 0 0| 0 15 0 0 60 24.750 -0.43 46.31 0 0 0| 0 1 0 0 80 55.250 -0.70 43.84 0 0 0| 0 0 0 0 120 Total 0 0 0| 0 31 0 0 Total Puts 0 0 0| 0 113,272 -200 0 Grand Total 0 245,030 245,255| 0 515,757 -200 0 Equity Options 22:04 Business Day Tue 31 Aug 2010 Previous Business Day Mon 30 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 42.91 Underlying Price 108.500 Time to expiry: 17 Days Sep 10 28.500 0.99 61.62 0 0 0| 0 0 0 0 80 20.500 0.99 43.69 0 0 0| 0 0 0 0 88 12.750 0.96 36.39 0 0 0| 0 37 0 0 96 9.250 0.85 41.44 0 0 0| 0 1 0 0 100 3.250 0.46 43.08 0 0 0| 0 42 0 0 110 0.750 0.14 43.80 0 0 0| 0 97 0 0 120 0.250 0.05 50.00 0 0 0| 0 288 0 0 130 CAB 0.02 57.34 0 0 0| 0 280 0 0 140 CAB 0.01 62.98 0 0 0| 0 2,150 0 0 150 CAB 0.00 65.81 0 0 0| 0 0 0 0 160 CAB 0.00 54.82 0 0 0| 0 0 0 0 180 Total 0 0 0| 0 2,895 0 0 Indicative a-t-m Vol 42.23 Underlying Price 108.500 Time to expiry: 108 Days Dec 10 21.500 0.87 41.76 0 0 0| 0 0 0 0 88 15.500 0.73 41.15 0 0 0| 0 0 0 0 96 13.500 0.65 43.70 0 0 0| 0 100 0 0 100 8.250 0.49 42.07 0 0 0| 0 10 0 0 110 4.750 0.34 41.15 0 0 0| 0 312 0 0 120 2.500 0.21 39.77 0 0 0| 0 0 0 0 130 1.000 0.11 36.97 0 0 0| 0 14 0 0 140 0.500 0.05 35.64 0 0 0| 0 12 0 0 150 CAB 0.02 33.93 0 0 0| 0 31 0 0 160 CAB 0.00 30.95 0 0 0| 0 20 0 0 180 Total 0 0 0| 0 499 0 0 Indicative a-t-m Vol 39.30 Underlying Price 108.500 Time to expiry: 199 Days Mar 11 23.750 0.78 41.87 0 0 0| 0 60 0 0 88 18.500 0.69 40.93 0 0 0| 0 40 0 0 96 16.000 0.65 40.54 0 0 0| 0 20 0 0 100 11.000 0.52 39.17 0 0 0| 0 0 0 0 110 7.000 0.39 37.55 0 0 0| 0 10 0 0 120 4.250 0.28 36.15 0 0 0| 0 0 0 0 130 2.250 0.18 34.69 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 22:04 Business Day Tue 31 Aug 2010 Previous Business Day Mon 30 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 38.75 Underlying Price 108.500 Time to expiry: 17 Days Sep 10 CAB 0.00 39.93 0 0 0| 0 0 0 0 80 CAB -0.01 37.54 0 0 0| 0 0 0 0 88 0.500 -0.09 36.35 0 0 0| 0 100 0 0 96 1.000 -0.21 37.55 0 0 0| 0 130 0 0 100 5.750 -0.63 38.88 0 0 0| 0 3 0 0 110 14.000 -0.90 41.23 0 0 0| 0 80 0 0 120 23.500 -0.98 43.25 0 0 0| 0 201 0 0 130 33.500 -1.00 45.00 0 0 0| 0 290 0 0 140 43.500 -1.00 45.00 0 0 0| 0 10 0 0 150 53.500 -1.00 45.00 0 0 0| 0 0 0 0 160 73.500 -1.00 41.41 0 0 0| 0 0 0 0 180 Total 0 0 0| 0 814 0 0 Indicative a-t-m Vol 37.70 Underlying Price 108.500 Time to expiry: 108 Days Dec 10 2.250 -0.17 41.24 0 0 0| 0 0 0 0 88 4.750 -0.28 40.83 0 0 0| 0 0 0 0 96 6.000 -0.34 39.89 0 0 0| 0 15 0 0 100 10.500 -0.52 37.46 0 0 0| 0 39 0 0 110 17.250 -0.68 37.38 0 0 0| 0 15 0 0 120 25.000 -0.83 35.24 0 0 0| 0 26 0 0 130 33.750 -0.94 31.53 0 0 0| 0 20 0 0 140 43.500 -0.98 31.30 0 0 0| 0 0 0 0 150 53.500 -1.00 30.21 0 0 0| 0 0 0 0 160 73.500 -1.00 31.75 0 0 0| 0 0 0 0 180 Total 0 0 0| 0 115 0 0 Indicative a-t-m Vol 38.91 Underlying Price 108.500 Time to expiry: 199 Days Mar 11 4.750 -0.22 42.11 0 0 0| 0 16 0 0 88 7.250 -0.30 40.34 0 0 0| 0 10 0 0 96 9.000 -0.35 40.18 0 0 0| 0 3 0 0 100 14.000 -0.48 38.77 0 0 0| 0 18 0 0 110 20.000 -0.61 37.19 0 0 0| 0 5 0 0 120 27.250 -0.73 36.22 0 0 0| 0 0 0 0 130 35.500 -0.82 35.06 0 0 0| 0 0 0 0 140 Total 0 0 0| 0 52 0 0 Total Puts 0 0 0| 0 981 0 0 Grand Total 0 64,120 64,120| 0 68,625 0 0 Equity Options 22:04 Business Day Tue 31 Aug 2010 Previous Business Day Mon 30 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 29.43 Underlying Price 660.500 Time to expiry: 17 Days Sep 10 200.750 1.00 51.08 0 0 0| 0 0 0 0 460 181.000 0.99 60.72 0 0 0| 0 0 0 0 480 141.000 0.99 46.62 0 0 0| 0 0 0 0 520 121.000 0.99 39.96 0 0 0| 0 0 0 0 540 101.250 0.98 38.15 0 0 0| 0 36 0 0 560 81.750 0.95 35.75 0 0 0| 0 2 0 0 580 63.250 0.90 35.57 0 0 0| 0 0 0 0 600 46.500 0.81 34.77 0 0 0| 0 0 0 0 620 30.000 0.69 30.82 0 0 0| 0 27 0 0 640 17.500 0.52 29.48 0 0 0| 0 0 0 0 660 9.000 0.34 28.55 0 0 0| 0 6 0 0 680 4.000 0.19 28.07 0 0 0| 0 0 0 0 700 1.750 0.09 28.03 0 0 0| 0 62 0 0 720 0.250 0.02 29.31 0 0 0| 0 6 0 0 760 CAB 0.00 32.38 0 0 0| 0 3 0 0 800 CAB 0.00 43.70 0 0 0| 0 0 0 0 880 Total 0 0 0| 0 142 0 0 Indicative a-t-m Vol 35.07 Underlying Price 660.500 Time to expiry: 108 Days Dec 10 183.500 0.96 37.57 0 0 0| 0 0 0 0 480 146.750 0.91 36.55 0 0 0| 0 0 0 0 520 112.750 0.84 35.84 0 0 0| 0 0 0 0 560 83.500 0.73 35.63 0 0 0| 0 24 0 0 600 59.250 0.61 35.23 0 0 0| 0 21 0 0 640 40.250 0.48 34.94 0 0 0| 0 7 0 0 680 26.000 0.35 34.48 0 0 0| 0 22 0 0 720 15.750 0.24 33.87 0 0 0| 0 0 0 0 760 9.000 0.16 33.07 0 0 0| 0 50 0 0 800 2.000 0.05 30.78 0 0 0| 0 27 0 0 880 Total 0 0 0| 0 151 0 0 Indicative a-t-m Vol 34.47 Underlying Price 660.500 Time to expiry: 199 Days Mar 11 186.250 0.93 35.68 0 0 0| 0 0 0 0 480 152.500 0.86 35.61 0 0 0| 0 0 0 0 520 121.750 0.78 35.06 0 0 0| 0 0 0 0 560 95.750 0.69 34.90 0 0 0| 0 0 0 0 600 73.750 0.59 34.56 0 0 0| 0 0 0 0 640 55.500 0.49 34.38 0 0 0| 0 0 0 0 680 41.500 0.40 34.38 0 0 0| 0 4 0 0 720 23.250 0.26 34.90 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 22:04 Business Day Tue 31 Aug 2010 Previous Business Day Mon 30 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 31.55 Underlying Price 660.500 Time to expiry: 17 Days Sep 10 CAB 0.00 59.33 0 0 0| 0 0 0 0 460 CAB 0.00 53.04 0 0 0| 0 0 0 0 480 0.250 -0.01 50.20 0 0 0| 0 27 0 0 520 0.750 -0.03 48.79 0 0 0| 0 0 0 0 540 1.250 -0.05 45.95 0 0 0| 0 63 0 0 560 1.500 -0.06 38.86 0 0 0| 0 0 0 0 580 2.500 -0.10 35.45 0 0 0| 0 5 0 0 600 5.750 -0.19 34.70 0 0 0| 0 0 0 0 620 11.000 -0.32 34.13 0 0 0| 0 27 0 0 640 18.000 -0.48 31.59 0 0 0| 0 0 0 0 660 29.500 -0.65 30.80 0 0 0| 0 1 0 0 680 44.500 -0.79 30.68 0 0 0| 0 0 0 0 700 61.750 -0.89 31.27 0 0 0| 0 36 0 0 720 100.000 -0.97 34.63 0 0 0| 0 27 0 0 760 139.750 -0.98 40.98 0 0 0| 0 0 0 0 800 220.000 -0.98 62.74 0 0 0| 0 0 0 0 880 Total 0 0 0| 0 186 0 0 Indicative a-t-m Vol 34.77 Underlying Price 660.500 Time to expiry: 108 Days Dec 10 3.000 -0.05 36.84 0 0 0| 0 0 0 0 480 7.000 -0.10 35.96 0 0 0| 0 57 0 0 520 14.000 -0.18 35.39 0 0 0| 0 0 0 0 560 26.000 -0.29 35.32 0 0 0| 0 2 0 0 600 42.750 -0.42 34.87 0 0 0| 0 29 0 0 640 64.500 -0.55 34.68 0 0 0| 0 0 0 0 680 91.250 -0.66 34.23 0 0 0| 0 21 0 0 720 121.250 -0.77 33.61 0 0 0| 0 0 0 0 760 154.750 -0.85 32.77 0 0 0| 0 0 0 0 800 228.000 -0.96 30.39 0 0 0| 0 0 0 0 880 Total 0 0 0| 0 109 0 0 Indicative a-t-m Vol 34.25 Underlying Price 660.500 Time to expiry: 199 Days Mar 11 8.500 -0.09 35.64 0 0 0| 0 0 0 0 480 15.750 -0.16 35.25 0 0 0| 0 0 0 0 520 26.000 -0.23 35.01 0 0 0| 0 0 0 0 560 40.500 -0.32 34.70 0 0 0| 0 0 0 0 600 58.500 -0.42 34.37 0 0 0| 0 0 0 0 640 80.500 -0.51 34.13 0 0 0| 0 0 0 0 680 105.750 -0.60 33.82 0 0 0| 0 0 0 0 720 165.750 -0.76 33.17 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 77,860 77,860| 0 78,452 0 0 Equity Options 22:04 Business Day Tue 31 Aug 2010 Previous Business Day Mon 30 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 39.45 Underlying Price 1528.000 Time to expiry: 17 Days Sep 10 432.500 0.97 85.96 0 0 0| 0 0 0 0 1100 332.500 0.96 65.64 0 0 0| 0 0 0 0 1200 234.500 0.93 52.52 0 0 0| 0 0 0 0 1300 188.500 0.88 49.02 0 0 0| 0 0 0 0 1350 144.500 0.82 45.65 0 0 0| 0 4 0 0 1400 105.000 0.72 43.54 0 0 0| 0 0 0 0 1450 67.500 0.60 38.96 0 0 0| 0 0 0 0 1500 44.500 0.45 39.84 0 0 0| 0 0 0 0 1550 26.000 0.31 39.06 0 0 0| 0 2 0 0 1600 14.500 0.20 38.94 0 0 0| 0 304 0 0 1650 5.000 7.500 0.12 39.30 5.000 5.000 0 0 27| 0 0 0 0 1700 4.000 0.07 39.87 0 0 0| 0 1 0 0 1750 2.000 0.04 40.39 0 0 0| 0 8 0 0 1800 1.000 0.02 45.23 0 0 0| 0 16 0 0 1900 CAB 0.00 42.87 0 0 0| 0 20 0 0 2000 CAB 0.00 47.59 0 0 0| 0 352 0 0 2200 CAB 0.00 48.18 0 0 0| 0 37 0 0 2400 CAB 0.00 49.94 0 0 0| 0 5 0 0 2600 CAB 0.00 48.77 0 0 0| 0 367 0 0 2800 Total 0 0 27| 0 1,116 0 0 Indicative a-t-m Vol 42.41 Underlying Price 1528.000 Time to expiry: 108 Days Dec 10 365.500 0.85 48.52 0 0 0| 0 0 0 0 1200 286.500 0.78 46.35 0 0 0| 0 0 0 0 1300 216.000 0.69 44.31 0 0 0| 0 0 0 0 1400 156.500 0.58 42.56 0 0 0| 0 0 0 0 1500 111.000 0.47 42.02 0 0 0| 0 0 0 0 1600 75.000 0.36 40.96 0 0 0| 0 1 0 0 1700 48.500 0.26 40.04 0 0 0| 0 13 0 0 1800 30.500 0.19 39.58 0 0 0| 0 3 0 0 1900 19.500 0.13 39.62 0 0 0| 0 2 0 0 2000 8.500 0.06 40.28 0 0 0| 0 2 0 0 2200 3.500 0.03 41.40 0 0 0| 0 16 0 0 2400 1.500 0.01 46.04 0 0 0| 0 20 0 0 2800 Total 0 0 0| 0 57 0 0 Indicative a-t-m Vol 43.40 Underlying Price 1528.000 Time to expiry: 199 Days Mar 11 400.500 0.81 48.85 0 0 0| 0 0 0 0 1200 329.000 0.74 46.93 0 0 0| 0 0 0 0 1300 265.000 0.67 45.28 0 0 0| 0 0 0 0 1400 208.500 0.59 43.79 0 0 0| 0 0 0 0 1500 160.500 0.51 42.41 0 0 0| 0 2 0 0 1600 120.500 0.42 41.15 0 0 0| 0 1 0 0 1700 91.000 0.35 40.66 0 0 0| 0 3 0 0 1800 47.500 0.22 39.08 0 0 0| 0 3 0 0 2000 Total 0 0 0| 0 9 0 0 Equity Options 22:04 Business Day Tue 31 Aug 2010 Previous Business Day Mon 30 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 27| 0 1,182 0 0 | Equity Options 22:04 Business Day Tue 31 Aug 2010 Previous Business Day Mon 30 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 42.05 Underlying Price 1528.000 Time to expiry: 17 Days Sep 10 0.500 -0.01 60.00 0 0 0| 0 0 0 0 1100 1.500 -0.02 56.00 0 0 0| 0 1 0 0 1200 7.000 -0.08 54.30 0 0 0| 0 0 0 0 1300 10.000 -0.12 49.34 0 0 0| 0 0 0 0 1350 15.000 -0.17 44.55 0 0 0| 0 3 0 0 1400 25.000 -0.27 42.22 0 0 0| 0 300 0 0 1450 44.000 -0.40 42.73 0 0 0| 0 21 0 0 1500 68.000 -0.54 41.52 0 0 0| 0 0 0 0 1550 99.500 -0.68 40.77 0 0 0| 0 10 0 0 1600 137.500 -0.79 40.70 0 0 0| 0 0 0 0 1650 180.000 -0.87 40.87 0 0 0| 0 5 0 0 1700 226.500 -0.92 41.83 0 0 0| 0 0 0 0 1750 275.000 -0.95 44.19 0 0 0| 0 40 0 0 1800 373.000 -0.98 48.94 0 0 0| 0 2 0 0 1900 473.000 -0.98 58.08 0 0 0| 0 20 0 0 2000 673.000 -0.98 75.09 0 0 0| 0 0 0 0 2200 872.000 -1.00 76.26 0 0 0| 0 15 0 0 2400 1072.000 -1.00 81.46 0 0 0| 0 0 0 0 2600 1272.000 -1.00 81.48 0 0 0| 0 4 0 0 2800 Total 0 0 0| 0 421 0 0 Indicative a-t-m Vol 42.83 Underlying Price 1528.000 Time to expiry: 108 Days Dec 10 36.000 -0.15 49.18 0 0 0| 0 2 0 0 1200 57.500 -0.22 47.14 0 0 0| 0 0 0 0 1300 87.500 -0.31 45.06 0 0 0| 0 5 0 0 1400 127.000 -0.42 43.06 0 0 0| 0 0 0 0 1500 180.500 -0.53 42.24 0 0 0| 0 1 0 0 1600 245.000 -0.64 41.30 0 0 0| 0 1 0 0 1700 318.000 -0.74 40.34 0 0 0| 0 4 0 0 1800 399.500 -0.82 39.79 0 0 0| 0 0 0 0 1900 489.500 -0.87 40.24 0 0 0| 0 0 0 0 2000 678.500 -0.94 41.10 0 0 0| 0 2 0 0 2200 874.000 -0.97 42.78 0 0 0| 0 2 0 0 2400 1273.000 -0.99 51.07 0 0 0| 0 0 0 0 2800 Total 0 0 0| 0 17 0 0 Indicative a-t-m Vol 42.76 Underlying Price 1528.000 Time to expiry: 199 Days Mar 11 69.000 -0.19 47.49 0 0 0| 0 4 0 0 1200 98.000 -0.26 46.03 0 0 0| 0 1 0 0 1300 134.500 -0.33 44.59 0 0 0| 0 1 0 0 1400 177.500 -0.41 43.02 0 0 0| 0 1 0 0 1500 231.500 -0.50 42.09 0 0 0| 0 2 0 0 1600 293.500 -0.58 41.31 0 0 0| 0 2 0 0 1700 362.000 -0.66 40.45 0 0 0| 0 2 0 0 1800 519.000 -0.79 39.12 0 0 0| 0 2 0 0 2000 Total 0 0 0| 0 15 0 0 Equity Options 22:04 Business Day Tue 31 Aug 2010 Previous Business Day Mon 30 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 89,310 89,337| 0 90,945 0 0 Equity Options 22:04 Business Day Tue 31 Aug 2010 Previous Business Day Mon 30 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 41.71 Underlying Price 208.200 Time to expiry: 17 Days Sep 10 28.750 0.94 42.90 0 0 0| 0 0 0 0 180 19.750 0.86 40.61 0 0 0| 0 0 0 0 190 10.250 12.250 0.69 40.16 10.250 10.250 0 0 25| 0 2 0 0 200 9.000 0.59 39.58 0 0 0| 0 0 0 0 205 7.000 0.48 42.24 0 0 0| 0 65 0 0 210 4.500 0.38 39.56 0 0 0| 0 112 0 0 215 3.000 0.28 39.31 0 0 0| 0 161 0 0 220 2.500 0.22 43.17 0 0 0| 0 412 0 0 225 1.750 0.17 44.39 0 0 0| 0 564 0 0 230 1.250 0.13 45.53 0 0 0| 0 85 0 0 235 0.750 1.000 0.10 48.13 0.750 S 0.750 S 0 0 5| 0 549 0 0 240 0.750 0.07 48.13 0 0 0| 0 23 0 0 245 0.500 0.05 49.00 0 0 0| 0 30 0 0 250 0.250 0.03 52.47 0 0 0| 0 371 0 0 260 0.250 0.02 53.34 0 0 0| 0 15 0 0 270 CAB 0.01 55.07 0 0 0| 0 144 0 0 280 CAB 0.00 53.89 0 0 0| 0 65 0 0 300 CAB 0.00 54.83 0 0 0| 0 88 0 0 320 CAB 0.00 55.77 0 0 0| 0 298 0 0 340 CAB 0.00 56.71 0 0 0| 0 17 0 0 360 Total 0 0 30| 0 3,001 0 0 Indicative a-t-m Vol 40.00 Underlying Price 208.200 Time to expiry: 45 Days Oct 10 31.000 0.85 42.68 0 0 0| 0 0 0 0 180 23.000 0.76 41.19 0 0 0| 0 0 0 0 190 16.500 0.64 40.67 0 0 0| 0 0 0 0 200 13.750 0.57 40.66 0 0 0| 0 0 0 0 205 11.000 0.51 39.83 0 0 0| 0 0 0 0 210 9.000 0.44 40.15 0 0 0| 0 0 0 0 215 5.750 7.000 0.37 39.18 5.750 S 5.750 S 0 0 5| 0 100 0 0 220 5.500 0.32 39.67 0 0 0| 0 24 0 0 225 4.500 0.26 39.54 0 0 0| 0 5 0 0 230 3.250 0.21 38.97 0 0 0| 0 93 0 0 235 2.500 0.17 38.81 0 0 0| 0 0 0 0 240 0.750 0.06 37.67 0 0 0| 0 0 0 0 260 Total 0 0 5| 0 222 0 0 Indicative a-t-m Vol 40.27 Underlying Price 208.200 Time to expiry: 80 Days Nov 10 33.500 0.80 42.02 0 0 0| 0 0 0 0 180 22.500 27.250 0.71 43.96 22.500 22.500 0 0 1| 0 0 0 0 190 20.750 0.62 42.06 0 0 0| 0 0 0 0 200 18.250 0.57 42.16 0 0 0| 0 0 0 0 205 15.000 0.52 39.79 0 0 0| 0 0 0 0 210 10.250 12.750 0.47 39.75 10.250 10.250 0 0 10| 0 0 0 0 215 11.000 0.42 39.80 0 0 0| 0 0 0 0 220 Equity Options 22:04 Business Day Tue 31 Aug 2010 Previous Business Day Mon 30 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 | 8.250 0.34 40.94 0 0 0| 0 0 0 0 230 Total 0 0 11| 0 0 0 0 Indicative a-t-m Vol 39.70 Underlying Price 208.200 Time to expiry: 108 Days Dec 10 34.250 0.79 42.61 0 0 0| 0 5 0 0 180 27.250 0.71 42.00 0 0 0| 0 1 0 0 190 21.000 0.62 40.65 0 0 0| 0 9 0 0 200 15.500 0.52 39.60 0 0 0| 0 4 0 0 210 11.500 0.43 39.48 0 0 106| 0 186 0 0 220 8.250 0.34 38.71 0 0 0| 0 174 0 0 230 5.750 0.26 38.37 0 0 0| 0 212 0 0 240 2.750 0.14 38.04 0 0 0| 0 730 0 0 260 1.250 0.07 37.01 0 0 0| 0 699 0 0 280 0.250 0.03 35.47 0 0 0| 0 19 0 0 300 CAB 0.01 33.27 0 0 0| 0 310 0 0 320 Total 0 0 106| 0 2,349 0 0 Indicative a-t-m Vol 40.09 Underlying Price 208.200 Time to expiry: 199 Days Mar 11 37.500 0.74 41.67 0 0 0| 0 5 0 0 180 31.000 0.67 40.48 0 0 0| 0 0 0 0 190 25.250 0.60 39.50 0 0 0| 0 30 0 0 200 21.250 0.53 40.16 0 0 0| 0 0 0 0 210 17.500 0.46 40.10 0 0 0| 0 10 0 0 220 11.000 13.250 0.39 38.47 11.000 S 11.000 S 0 0 5| 0 241 0 0 230 10.250 0.32 37.70 0 0 0| 0 15 0 0 240 6.250 0.22 36.84 0 0 0| 0 61 0 0 260 3.750 0.15 36.65 0 0 0| 0 34 0 0 280 2.500 0.09 41.79 0 0 0| 0 0 0 0 320 Total 0 0 5| 0 396 0 0 Total Calls 0 0 157| 0 5,968 0 0 | Equity Options 22:04 Business Day Tue 31 Aug 2010 Previous Business Day Mon 30 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 40.18 Underlying Price 208.200 Time to expiry: 17 Days Sep 10 0.750 -0.08 48.48 0 0 0| 0 197 0 0 180 3.000 2.250 -0.18 47.07 3.000 3.000 0 0 45| 0 35 0 0 190 6.750 4.000 -0.31 40.72 6.750 4.000 0 0 120| 0 238 0 0 200 6.000 -0.41 40.66 0 0 0| 0 10 0 0 205 12.500 8.250 -0.52 40.05 12.500 12.500 0 0 15| 0 1,608 0 0 210 11.500 -0.62 40.67 0 0 0| 0 71 0 0 215 14.750 -0.72 39.74 0 0 0| 0 217 0 0 220 18.750 -0.80 40.11 0 0 0| 0 0 0 0 225 23.000 -0.87 38.73 0 0 0| 0 459 0 0 230 27.750 -0.89 42.50 0 0 0| 0 6 0 0 235 36.250 32.500 -0.92 44.09 36.250 S 36.250 S 0 0 8| 0 831 0 0 240 37.250 -0.95 44.30 0 0 0| 0 0 0 0 245 41.750 -0.99 35.90 0 0 0| 0 0 0 0 250 52.000 -0.98 48.79 0 0 0| 0 111 0 0 260 62.000 -0.98 55.54 0 0 0| 0 0 0 0 270 72.250 72.000 -0.98 62.02 72.250 S 72.250 S 0 0 1| 0 362 0 0 280 92.000 -0.99 74.31 0 0 0| 0 183 0 0 300 111.750 -0.99 79.67 0 0 0| 0 17 0 0 320 131.750 -1.00 84.99 0 0 0| 0 25 0 0 340 151.750 -1.00 90.30 0 0 0| 0 12 0 0 360 Total 0 0 189| 0 4,382 0 0 Indicative a-t-m Vol 40.63 Underlying Price 208.200 Time to expiry: 45 Days Oct 10 3.500 2.750 -0.16 44.20 3.500 3.500 0 0 10| 0 0 0 0 180 5.000 -0.25 43.18 0 0 0| 0 0 0 0 190 9.000 -0.37 43.97 0 0 0| 0 20 0 0 200 10.500 -0.43 40.95 0 0 0| 0 0 0 0 205 12.750 -0.49 40.55 0 0 0| 0 5 0 0 210 15.750 -0.56 40.46 0 0 0| 0 10 0 0 215 18.750 -0.62 39.70 0 0 0| 0 100 0 0 220 22.250 -0.68 39.43 0 0 0| 0 0 0 0 225 26.000 -0.74 39.80 0 0 0| 0 0 0 0 230 30.000 -0.78 39.76 0 0 0| 0 0 0 0 235 34.250 -0.83 39.75 0 0 0| 0 0 0 0 240 52.500 -0.93 41.39 0 0 0| 0 0 0 0 260 Total 0 0 10| 0 135 0 0 Indicative a-t-m Vol 39.80 Underlying Price 208.200 Time to expiry: 80 Days Nov 10 5.250 -0.20 42.80 0 0 0| 0 0 0 0 180 8.250 -0.29 42.39 0 0 0| 0 0 0 0 190 11.750 -0.38 40.97 0 0 0| 0 5 0 0 200 14.000 -0.43 40.12 0 0 0| 0 0 0 0 205 16.250 -0.48 39.72 0 0 0| 0 10 0 0 210 20.000 -0.52 41.90 0 0 0| 0 0 0 0 215 22.250 -0.58 39.34 0 0 0| 0 2 0 0 220 29.500 -0.67 40.02 0 0 0| 0 0 0 0 230 Equity Options 22:04 Business Day Tue 31 Aug 2010 Previous Business Day Mon 30 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 40.83 Underlying Price 208.200 Time to expiry: 108 Days Dec 10 8.750 -0.27 42.41 0 0 0| 0 78 0 0 180 12.250 -0.35 41.51 0 0 0| 0 1 0 0 190 16.750 -0.43 41.02 0 0 106| 0 292 0 0 200 24.750 22.250 -0.52 40.81 24.750 24.750 0 0 25| 0 1,000 0 0 210 28.000 -0.61 39.28 0 0 0| 0 65 0 0 220 39.000 34.750 -0.70 37.90 39.000 39.000 0 0 5| 0 86 0 0 230 45.750 42.750 -0.77 37.57 45.750 S 45.750 S 0 0 8| 0 263 0 0 240 60.000 -0.87 37.14 0 0 0| 0 90 0 0 260 78.500 78.750 -0.93 37.67 78.500 S 78.500 S 0 0 1| 0 4 0 0 280 97.750 -0.98 35.03 0 0 0| 0 20 0 0 300 117.500 -0.99 35.23 0 0 0| 0 0 0 0 320 Total 0 0 145| 0 1,899 0 0 Indicative a-t-m Vol 38.71 Underlying Price 208.200 Time to expiry: 199 Days Mar 11 13.500 -0.29 41.26 0 0 0| 0 6 0 0 180 17.500 -0.36 40.36 0 0 0| 0 0 0 0 190 22.250 -0.42 39.78 0 0 0| 0 35 0 0 200 27.250 -0.49 38.59 0 0 0| 0 0 0 0 210 35.250 33.250 -0.56 38.14 35.250 S 35.250 S 0 0 5| 0 5 0 0 220 40.500 -0.62 38.57 0 0 0| 0 36 0 0 230 47.250 -0.69 37.27 0 0 0| 0 15 0 0 240 63.000 -0.79 36.19 0 0 0| 0 0 0 0 260 80.500 -0.87 35.14 0 0 0| 0 95 0 0 280 118.500 -0.95 36.08 0 0 0| 0 0 0 0 320 Total 0 0 5| 0 192 0 0 Total Puts 0 0 349| 0 6,625 0 0 Grand Total 0 139,690 140,196| 0 152,283 0 0 Equity Options 22:04 Business Day Tue 31 Aug 2010 Previous Business Day Mon 30 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 23.88 Underlying Price 346.100 Time to expiry: 17 Days Sep 10 66.250 0.99 42.98 0 0 0| 0 0 0 0 280 42.750 46.500 0.98 32.48 42.750 S 42.750 S 0 0 12| 0 0 0 0 300 27.250 0.90 27.86 0 0 0| 0 29 0 0 320 18.500 0.81 25.99 0 0 0| 0 0 0 0 330 8.500 11.000 0.64 24.53 8.500 S 8.500 S 0 0 12| 0 440 0 0 340 3.750 5.500 0.43 23.61 3.750 3.750 0 0 12| 0 22 0 0 350 2.500 0.23 23.48 0 0 0| 0 775 0 0 360 1.250 0.12 25.20 0 0 0| 0 0 0 0 370 0.250 0.05 24.67 0 0 0| 0 181 0 0 380 CAB 0.01 26.09 0 0 0| 0 109 0 0 400 CAB 0.00 25.81 0 0 0| 0 75 0 0 420 CAB 0.00 24.11 0 0 0| 0 36 0 0 440 Total 0 0 36| 0 1,667 0 0 Indicative a-t-m Vol 25.48 Underlying Price 346.100 Time to expiry: 45 Days Oct 10 66.750 0.97 32.55 0 0 0| 0 0 0 0 280 48.000 0.91 31.02 0 0 0| 0 0 0 0 300 30.750 0.80 28.86 0 0 0| 0 5 0 0 320 23.000 0.71 27.27 0 0 0| 0 0 0 0 330 16.000 0.60 26.11 0 0 0| 0 10 0 0 340 10.750 0.47 25.21 0 0 0| 0 0 0 0 350 6.750 0.35 24.64 0 0 0| 0 905 0 0 360 3.750 0.23 24.02 0 0 0| 0 0 0 0 370 2.250 0.15 24.07 0 0 0| 0 33 0 0 380 1.000 0.07 26.12 0 0 0| 0 0 0 0 400 Total 0 0 0| 0 953 0 0 Indicative a-t-m Vol 26.45 Underlying Price 346.100 Time to expiry: 80 Days Nov 10 68.000 0.94 32.43 0 0 0| 0 0 0 0 280 49.750 0.87 30.00 0 0 0| 0 0 0 0 300 33.750 0.75 28.74 0 0 0| 0 0 0 0 320 26.500 0.68 27.69 0 0 0| 0 0 0 0 330 20.250 0.59 26.98 0 0 0| 0 0 0 0 340 15.000 0.49 26.22 0 0 0| 0 0 0 0 350 10.500 0.39 25.35 0 0 0| 0 20 0 0 360 4.750 0.23 24.83 0 0 0| 0 25 0 0 380 Total 0 0 0| 0 45 0 0 Indicative a-t-m Vol 26.72 Underlying Price 346.100 Time to expiry: 108 Days Dec 10 166.500 1.00 46.78 0 0 0| 0 0 0 0 180 146.500 1.00 43.23 0 0 0| 0 0 0 0 200 126.500 0.99 39.80 0 0 0| 0 0 0 0 220 106.750 0.98 36.67 0 0 0| 0 0 0 0 240 68.500 0.92 32.07 0 0 0| 0 0 0 0 280 51.000 0.85 30.44 0 0 0| 0 11 0 0 300 Equity Options 22:04 Business Day Tue 31 Aug 2010 Previous Business Day Mon 30 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 | 35.000 0.73 28.62 0 0 0| 0 16 0 0 320 22.000 0.58 27.10 0 0 0| 0 51 0 0 340 12.500 0.41 26.02 0 0 0| 0 85 0 0 360 6.250 0.25 25.10 0 0 0| 0 700 0 0 380 3.000 0.14 24.44 0 0 0| 0 145 0 0 400 1.250 0.06 23.78 0 0 0| 0 241 0 0 420 0.500 0.03 23.30 0 0 0| 0 494 0 0 440 Total 0 0 0| 0 1,743 0 0 Indicative a-t-m Vol 27.13 Underlying Price 346.100 Time to expiry: 199 Days Mar 11 71.250 0.86 31.92 0 0 0| 0 0 0 0 280 55.000 0.78 30.07 0 0 0| 0 0 0 0 300 40.750 0.68 28.68 0 0 0| 0 56 0 0 320 28.750 0.56 27.44 0 0 0| 0 87 0 0 340 19.500 0.44 26.56 0 0 0| 0 141 0 0 360 12.250 0.32 25.54 0 0 0| 0 36 0 0 380 7.250 0.22 24.69 0 0 0| 0 35 0 0 400 2.500 0.09 24.19 0 0 0| 0 1 0 0 440 Total 0 0 0| 0 356 0 0 Indicative a-t-m Vol 27.83 Underlying Price 346.100 Time to expiry: 290 Days Jun 11 108.750 0.93 36.34 0 0 0| 0 0 0 0 240 73.750 0.83 31.96 0 0 0| 0 0 0 0 280 58.250 0.75 30.39 0 0 0| 0 10 0 0 300 44.750 0.66 29.06 0 0 0| 0 146 0 0 320 33.750 0.56 28.13 0 0 0| 0 104 0 0 340 24.250 0.46 27.28 0 0 0| 0 760 0 0 360 17.000 0.37 26.48 0 0 0| 0 5 0 0 380 10.750 11.500 0.28 25.92 10.750 10.750 0 0 3| 0 15 0 0 400 5.000 0.15 25.15 0 0 0| 0 8 0 0 440 Total 0 0 3| 0 1,048 0 0 Indicative a-t-m Vol 27.95 Underlying Price 346.100 Time to expiry: 472 Days Dec 11 166.500 0.99 40.05 0 0 0| 0 0 0 0 180 147.000 0.98 37.27 0 0 0| 0 0 0 0 200 127.750 0.96 35.47 0 0 0| 0 0 0 0 220 109.250 0.92 33.75 0 0 0| 0 0 0 0 240 76.000 0.80 30.73 0 0 0| 0 0 0 0 280 49.750 0.64 28.84 0 0 0| 0 0 0 0 320 30.500 0.48 27.52 0 0 0| 0 1,500 0 0 360 23.500 0.40 27.07 0 0 0| 0 1,500 0 0 380 17.500 0.33 26.42 0 0 0| 0 0 0 0 400 15.000 0.26 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 346.100 Time to expiry: 654 Days Jun 12 77.500 0.79 29.72 0 0 0| 0 0 0 0 280 52.750 0.64 28.32 0 0 0| 0 0 0 0 320 Equity Options 22:04 Business Day Tue 31 Aug 2010 Previous Business Day Mon 30 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 | 34.750 0.49 27.32 0 0 0| 0 0 0 0 360 21.750 0.35 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 346.100 Time to expiry: 843 Days Dec 12 79.250 0.77 29.62 0 0 0| 0 0 0 0 280 55.750 0.63 28.21 0 0 0| 0 0 0 0 320 38.000 0.50 27.11 0 0 0| 0 0 0 0 360 25.250 0.37 26.22 0 0 0| 0 0 0 0 400 23.500 0.33 30.05 0 0 0| 0 0 0 0 440 Total 0 0 0| 0 0 0 0 Total Calls 0 0 39| 0 8,812 0 0 | Equity Options 22:04 Business Day Tue 31 Aug 2010 Previous Business Day Mon 30 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 23.99 Underlying Price 346.100 Time to expiry: 17 Days Sep 10 CAB 0.00 27.38 0 0 0| 0 146 0 0 280 CAB -0.01 29.91 0 0 0| 0 237 0 0 300 1.000 -0.10 27.79 0 0 0| 0 1,685 0 0 320 2.250 -0.20 26.53 0 0 0| 0 253 0 0 330 5.500 5.000 -0.36 24.94 5.500 5.500 0 0 8| 0 129 0 0 340 9.250 -0.57 23.58 0 0 0| 0 22 0 0 350 16.250 -0.77 23.42 0 0 0| 0 120 0 0 360 24.750 -0.89 24.19 0 0 0| 0 0 0 0 370 34.250 -0.95 25.14 0 0 0| 0 213 0 0 380 54.000 -0.98 31.53 0 0 0| 0 1 0 0 400 74.000 -0.98 43.00 0 0 0| 0 0 0 0 420 94.500 -0.96 60.18 0 0 0| 0 0 0 0 440 Total 0 0 8| 0 2,806 0 0 Indicative a-t-m Vol 25.88 Underlying Price 346.100 Time to expiry: 45 Days Oct 10 0.500 -0.03 33.86 0 0 0| 0 0 0 0 280 1.750 -0.09 31.44 0 0 0| 0 7 0 0 300 4.250 -0.20 28.63 0 0 0| 0 138 0 0 320 6.500 -0.29 27.40 0 0 0| 0 63 0 0 330 10.000 -0.40 26.48 0 0 0| 0 20 0 0 340 14.500 -0.53 25.62 0 0 0| 0 0 0 0 350 20.500 -0.65 25.05 0 0 0| 0 0 0 0 360 27.750 -0.76 24.65 0 0 0| 0 0 0 0 370 36.000 -0.84 25.09 0 0 0| 0 0 0 0 380 54.500 -0.94 25.53 0 0 0| 0 0 0 0 400 Total 0 0 0| 0 228 0 0 Indicative a-t-m Vol 27.01 Underlying Price 346.100 Time to expiry: 80 Days Nov 10 2.250 -0.08 32.23 0 0 0| 0 0 0 0 280 5.000 -0.17 31.34 0 0 0| 0 0 0 0 300 9.500 -0.30 29.20 0 0 0| 0 10 0 0 320 12.750 -0.38 28.25 0 0 0| 0 4 0 0 330 17.000 -0.46 27.53 0 0 0| 0 0 0 0 340 22.000 -0.56 26.79 0 0 0| 0 0 0 0 350 28.500 -0.64 26.44 0 0 0| 0 0 0 0 360 43.250 -0.79 25.87 0 0 0| 0 0 0 0 380 Total 0 0 0| 0 14 0 0 Indicative a-t-m Vol 26.96 Underlying Price 346.100 Time to expiry: 108 Days Dec 10 CAB 0.00 42.33 0 0 0| 0 0 0 0 180 0.250 -0.01 42.44 0 0 0| 0 45 0 0 200 0.500 -0.02 40.91 0 0 0| 0 80 0 0 220 1.250 -0.04 38.56 0 0 0| 0 573 0 0 240 4.000 -0.12 33.34 0 0 0| 0 1,689 0 0 280 7.000 6.750 -0.20 30.80 7.250 7.000 0 0 25| 0 281 0 0 300 11.750 -0.31 28.98 0 0 0| 0 234 0 0 320 Equity Options 22:04 Business Day Tue 31 Aug 2010 Previous Business Day Mon 30 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 | 20.500 19.500 -0.46 27.39 20.500 20.500 0 0 5| 0 1,688 0 0 340 30.750 -0.62 26.15 0 0 0| 0 2,131 0 0 360 45.000 -0.76 25.39 0 0 0| 0 719 0 0 380 62.000 -0.86 25.90 0 0 0| 0 98 0 0 400 80.250 -0.92 25.58 0 0 0| 0 0 0 0 420 99.500 -0.95 26.86 0 0 0| 0 4 0 0 440 Total 0 0 30| 0 7,542 0 0 Indicative a-t-m Vol 27.43 Underlying Price 346.100 Time to expiry: 199 Days Mar 11 8.500 -0.17 32.59 0 0 0| 0 36 0 0 280 12.500 -0.24 30.60 0 0 0| 0 25 0 0 300 18.500 -0.34 28.91 0 0 0| 0 60 0 0 320 27.000 -0.45 27.82 0 0 0| 0 39 0 0 340 37.500 -0.57 26.72 0 0 0| 0 52 0 0 360 50.750 -0.68 25.95 0 0 0| 0 45 0 0 380 66.000 -0.78 25.34 0 0 0| 0 0 0 0 400 101.000 -0.91 25.00 0 0 0| 0 0 0 0 440 Total 0 0 0| 0 257 0 0 Indicative a-t-m Vol 27.82 Underlying Price 346.100 Time to expiry: 290 Days Jun 11 7.000 -0.12 35.68 0 0 0| 0 54 0 0 240 14.500 -0.23 32.16 0 0 0| 0 117 0 0 280 20.250 -0.30 30.46 0 0 0| 0 47 0 0 300 27.750 -0.39 29.11 0 0 0| 0 14 0 0 320 37.250 -0.48 28.08 0 0 0| 0 5 0 0 340 48.750 -0.58 27.34 0 0 0| 0 517 0 0 360 62.000 -0.67 26.55 0 0 0| 0 10 0 0 380 77.000 -0.75 25.96 0 0 0| 0 10 0 0 400 111.250 -0.87 25.57 0 0 0| 0 0 0 0 440 Total 0 0 0| 0 774 0 0 Indicative a-t-m Vol 28.06 Underlying Price 346.100 Time to expiry: 472 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 8.000 -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 60.000 -0.55 27.62 0 0 0| 0 500 0 0 360 73.000 -0.63 26.98 0 0 0| 0 300 0 0 380 87.250 -0.69 26.42 0 0 0| 0 0 0 0 400 123.250 -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 346.100 Time to expiry: 654 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 97.750 -0.67 26.32 0 0 0| 0 0 0 0 400 Equity Options 22:04 Business Day Tue 31 Aug 2010 Previous Business Day Mon 30 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 346.100 Time to expiry: 843 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 0 360 104.000 -0.65 26.22 0 0 0| 0 0 0 0 400 152.500 -0.62 36.16 0 0 0| 0 0 0 0 440 Total 0 0 0| 0 0 0 0 Total Puts 0 0 38| 0 14,421 0 0 Grand Total 0 180,910 180,987| 0 204,143 0 0 Equity Options 22:04 Business Day Tue 31 Aug 2010 Previous Business Day Mon 30 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 30.58 Underlying Price 289.900 Time to expiry: 17 Days Sep 10 70.000 1.00 42.10 0 0 0| 0 0 0 0 220 60.000 1.00 39.38 0 0 0| 0 0 0 0 230 50.000 0.99 35.45 0 0 0| 0 0 0 0 240 30.750 0.93 33.63 0 0 0| 0 0 0 0 260 21.750 0.84 33.15 0 0 0| 0 0 0 0 270 13.750 0.71 30.98 0 0 0| 0 0 0 0 280 7.750 0.51 30.58 0 0 0| 0 0 0 0 290 3.750 0.32 30.07 0 0 0| 0 15 0 0 300 1.750 0.17 30.54 0 0 0| 0 16 0 0 310 0.500 0.07 29.32 0 0 0| 0 22 0 0 320 0.250 0.03 30.25 0 0 0| 0 0 0 0 330 CAB 0.01 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 31.41 Underlying Price 289.900 Time to expiry: 108 Days Dec 10 54.500 0.87 34.80 0 0 0| 0 0 0 0 240 38.750 0.76 33.19 0 0 0| 0 0 0 0 260 25.500 0.62 31.86 0 0 0| 0 0 0 0 280 15.500 0.46 30.95 0 0 0| 0 9 0 0 300 8.750 0.31 30.62 0 0 0| 0 74 0 0 320 4.500 0.19 29.97 0 0 0| 0 0 0 0 340 2.250 0.11 29.47 0 0 0| 0 7 0 0 360 0.500 0.02 28.60 0 0 0| 0 0 0 0 400 Total 0 0 0| 0 90 0 0 Indicative a-t-m Vol 32.77 Underlying Price 289.900 Time to expiry: 199 Days Mar 11 60.000 0.81 35.02 0 0 0| 0 0 0 0 240 45.750 0.72 34.02 0 0 0| 0 0 0 0 260 33.500 0.61 32.97 0 0 0| 0 0 0 0 280 24.000 0.50 32.57 0 0 0| 0 2 0 0 300 16.500 0.39 31.98 0 0 0| 0 0 0 0 320 11.500 0.30 32.10 0 0 0| 0 0 0 0 340 7.250 0.21 31.28 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 22:04 Business Day Tue 31 Aug 2010 Previous Business Day Mon 30 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 32.19 Underlying Price 289.900 Time to expiry: 17 Days Sep 10 CAB 0.00 43.71 0 0 0| 0 0 0 0 220 CAB 0.00 41.43 0 0 0| 0 0 0 0 230 CAB -0.01 38.89 0 0 0| 0 70 0 0 240 0.750 -0.07 34.27 0 0 0| 0 217 0 0 260 1.500 -0.15 31.75 0 0 0| 0 0 0 0 270 4.250 -0.30 33.31 0 0 0| 0 3 0 0 280 8.250 -0.49 32.19 0 0 0| 0 0 0 0 290 13.750 -0.68 29.95 0 0 0| 0 0 0 0 300 22.250 -0.80 34.08 0 0 0| 0 0 0 0 310 31.250 -0.89 35.91 0 0 0| 0 10 0 0 320 41.000 -0.92 40.96 0 0 0| 0 0 0 0 330 50.750 -0.94 44.62 0 0 0| 0 0 0 0 340 70.500 -0.97 50.74 0 0 0| 0 0 0 0 360 90.250 -0.99 54.98 0 0 0| 0 0 0 0 380 110.250 -1.00 57.09 0 0 0| 0 0 0 0 400 Total 0 0 0| 0 300 0 0 Indicative a-t-m Vol 31.97 Underlying Price 289.900 Time to expiry: 108 Days Dec 10 4.500 -0.14 35.99 0 0 0| 0 4 0 0 240 8.500 -0.24 33.95 0 0 0| 0 0 0 0 260 15.000 -0.38 31.92 0 0 0| 0 3 0 0 280 25.500 -0.54 32.01 0 0 0| 0 0 0 0 300 39.000 -0.68 31.59 0 0 0| 0 25 0 0 320 55.000 -0.80 31.68 0 0 0| 0 0 0 0 340 72.750 -0.87 32.76 0 0 0| 0 0 0 0 360 112.000 -0.91 40.43 0 0 0| 0 0 0 0 400 Total 0 0 0| 0 32 0 0 Indicative a-t-m Vol 34.04 Underlying Price 289.900 Time to expiry: 199 Days Mar 11 10.000 -0.20 36.82 0 0 0| 0 6 0 0 240 14.750 -0.28 34.18 0 0 0| 0 0 0 0 260 24.000 23.250 -0.39 33.79 24.000 24.000 0 0 20| 0 75 0 0 280 34.500 -0.50 34.29 0 0 0| 0 15 0 0 300 46.000 -0.61 32.72 0 0 0| 0 0 0 0 320 60.250 -0.71 31.72 0 0 0| 0 0 0 0 340 77.000 -0.78 32.47 0 0 0| 0 0 0 0 360 Total 0 0 20| 0 96 0 0 Total Puts 0 0 20| 0 428 0 0 Grand Total 0 68,700 68,720| 0 69,293 0 0 Equity Options 22:04 Business Day Tue 31 Aug 2010 Previous Business Day Mon 30 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 20.57 Underlying Price 290.000 Time to expiry: 17 Days Sep 10 70.250 0.99 54.76 0 0 0| 0 0 0 0 220 60.250 0.98 50.48 0 0 0| 0 0 0 0 230 50.250 0.98 42.92 0 0 0| 0 30 0 0 240 40.250 0.98 34.69 0 0 0| 0 0 0 0 250 30.250 0.97 26.73 0 0 0| 0 20 0 0 260 20.750 0.91 24.24 0 0 0| 0 4 0 0 270 12.000 0.77 22.47 0 0 0| 0 1,535 0 0 280 5.250 0.51 20.57 0 0 0| 0 12 0 0 290 1.500 0.21 18.67 0 0 0| 0 112 0 0 300 CAB 0.00 15.38 0 0 0| 0 22 0 0 320 CAB 0.00 16.28 0 0 0| 0 0 0 0 340 CAB 0.00 32.88 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 290.000 Time to expiry: 45 Days Oct 10 61.250 0.95 43.90 0 0 0| 0 0 0 0 230 50.250 0.98 27.09 0 0 0| 0 0 0 0 240 30.500 0.95 20.31 0 0 0| 0 0 0 0 260 21.500 0.87 19.21 0 0 0| 0 15 0 0 270 13.250 0.73 18.08 0 0 0| 0 10 0 0 280 6.750 0.51 17.21 0 0 0| 0 18 0 0 290 3.000 0.29 17.11 0 0 0| 0 110 0 0 300 0.250 0.05 16.78 0 0 0| 0 0 0 0 320 CAB 0.00 17.62 0 0 0| 0 0 0 0 340 Total 0 0 0| 0 153 0 0 Indicative a-t-m Vol 18.47 Underlying Price 290.000 Time to expiry: 80 Days Nov 10 50.250 0.98 21.89 0 0 0| 0 0 0 0 240 31.500 0.89 21.28 0 0 0| 0 0 0 0 260 16.000 0.66 19.73 0 0 0| 0 0 0 0 280 9.750 0.51 18.47 0 0 0| 0 0 0 0 290 5.750 0.35 18.45 0 0 0| 0 12 0 0 300 1.500 0.12 17.80 0 0 0| 0 0 0 0 320 0.500 0.05 20.25 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 290.000 Time to expiry: 108 Days Dec 10 72.500 0.91 41.88 0 0 0| 0 0 0 0 220 50.500 0.96 22.45 0 0 0| 0 35 0 0 240 32.250 0.86 20.35 0 0 0| 0 31 0 0 260 17.000 0.65 18.77 0 0 0| 0 65 0 0 280 6.750 0.37 17.70 0 0 0| 0 2,065 0 0 300 2.500 0.17 18.23 0 0 0| 0 4 0 0 320 0.250 0.01 18.08 0 0 0| 0 0 0 0 360 Total 0 0 0| 0 2,200 0 0 Equity Options 22:04 Business Day Tue 31 Aug 2010 Previous Business Day Mon 30 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 19.02 Underlying Price 290.000 Time to expiry: 199 Days Mar 11 72.500 0.91 29.95 0 0 0| 0 0 0 0 220 52.750 0.88 23.18 0 0 0| 0 2 0 0 240 36.000 0.78 21.01 0 0 0| 0 0 0 0 260 21.750 0.62 19.59 0 0 0| 0 72 0 0 280 11.500 0.43 18.45 0 0 0| 0 10 0 0 300 5.250 0.25 17.73 0 0 0| 0 6 0 0 320 Total 0 0 0| 0 90 0 0 Total Calls 0 0 0| 0 4,190 0 0 | Equity Options 22:04 Business Day Tue 31 Aug 2010 Previous Business Day Mon 30 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 19.70 Underlying Price 290.000 Time to expiry: 17 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 0.00 31.33 0 0 0| 0 220 0 0 240 CAB -0.01 27.43 0 0 0| 0 3 0 0 250 CAB -0.02 23.43 0 0 0| 0 51 0 0 260 0.250 -0.06 20.99 0 0 0| 0 31 0 0 270 1.500 -0.20 19.40 0 0 0| 0 613 0 0 280 5.000 -0.49 19.70 0 0 0| 0 55 0 0 290 11.000 -0.81 17.03 0 0 0| 0 129 0 0 300 30.000 -1.00 18.26 0 0 0| 0 24 0 0 320 50.000 -1.00 24.41 0 0 0| 0 0 0 0 340 70.000 -1.00 24.19 0 0 0| 0 23 0 0 360 Total 0 0 0| 0 1,149 0 0 Indicative a-t-m Vol 17.40 Underlying Price 290.000 Time to expiry: 45 Days Oct 10 CAB 0.00 25.16 0 0 0| 0 0 0 0 230 CAB -0.01 23.53 0 0 0| 0 7 0 0 240 0.750 -0.07 20.64 0 0 0| 0 0 0 0 260 1.500 -0.15 19.22 0 0 0| 0 51 0 0 270 3.750 -0.30 18.41 0 0 0| 0 10 0 0 280 7.750 -0.51 17.40 0 0 0| 0 0 0 0 290 14.000 -0.72 17.03 0 0 0| 0 0 0 0 300 31.250 -0.97 15.68 0 0 0| 0 0 0 0 320 51.000 -1.00 17.67 0 0 0| 0 0 0 0 340 Total 0 0 0| 0 68 0 0 Indicative a-t-m Vol 18.77 Underlying Price 290.000 Time to expiry: 80 Days Nov 10 0.500 -0.04 23.73 0 0 0| 0 0 0 0 240 2.000 -0.14 21.53 0 0 0| 0 0 0 0 260 7.500 6.750 -0.35 19.82 7.500 7.500 0 0 51| 0 0 0 0 280 10.750 -0.50 18.77 0 0 0| 0 5 0 0 290 16.500 -0.65 18.42 0 0 0| 0 0 0 0 300 32.500 -0.88 18.27 0 0 0| 0 0 0 0 320 51.250 -0.96 19.49 0 0 0| 0 0 0 0 340 Total 0 0 51| 0 5 0 0 Indicative a-t-m Vol 18.99 Underlying Price 290.000 Time to expiry: 108 Days Dec 10 0.500 -0.03 28.06 0 0 0| 0 64 0 0 220 1.250 -0.07 24.09 0 0 0| 0 40 0 0 240 3.000 -0.16 21.18 0 0 0| 0 95 0 0 260 9.000 8.000 -0.36 19.58 9.000 9.000 0 0 12| 0 163 0 0 280 18.000 -0.62 18.39 0 0 0| 0 10 0 0 300 33.000 -0.84 17.93 0 0 0| 0 5 0 0 320 71.000 -0.99 18.37 0 0 0| 0 13 0 0 360 Total 0 0 12| 0 390 0 0 Equity Options 22:04 Business Day Tue 31 Aug 2010 Previous Business Day Mon 30 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 18.92 Underlying Price 290.000 Time to expiry: 199 Days Mar 11 1.500 -0.06 25.71 0 0 0| 0 0 0 0 220 3.000 -0.12 23.01 0 0 0| 0 152 0 0 240 6.000 -0.22 20.80 0 0 0| 0 110 0 0 260 11.750 -0.38 19.48 0 0 0| 0 86 0 0 280 21.500 -0.58 18.35 0 0 0| 0 69 0 0 300 35.500 -0.76 18.08 0 0 0| 0 2 0 0 320 Total 0 0 0| 0 419 0 0 Total Puts 0 0 63| 0 2,031 0 0 Grand Total 0 93,890 93,953| 0 100,111 0 0 Equity Options 22:04 Business Day Tue 31 Aug 2010 Previous Business Day Mon 30 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 17.98 Underlying Price 549.000 Time to expiry: 17 Days Sep 10 117.250 1.00 42.87 0 0 0| 0 0 0 0 432 77.000 81.750 0.97 38.66 77.000 S 77.000 S 0 0 2| 0 33 0 0 468 69.750 0.97 33.27 0 0 0| 0 0 0 0 480 49.750 0.96 24.34 0 0 0| 0 0 0 0 500 43.250 46.000 0.94 25.19 43.250 S 43.250 S 0 0 2| 0 638 0 0 504 30.500 0.89 20.74 0 0 0| 0 0 0 0 520 12.750 14.250 0.67 18.61 12.750 S 12.750 S 0 0 2| 0 1,403 0 0 540 4.250 0.31 17.22 0 0 0| 0 30 0 0 560 0.500 0.06 13.16 0 0 0| 0 262 0 0 575 CAB 0.00 9.43 0 0 0| 0 151 0 0 611 CAB 0.00 7.88 0 0 0| 0 25 0 0 647 CAB 0.00 11.40 0 0 0| 0 0 0 0 719 Total 0 0 6| 0 2,542 0 0 Indicative a-t-m Vol 18.65 Underlying Price 549.000 Time to expiry: 108 Days Dec 10 119.000 0.96 28.17 0 0 0| 0 18 0 0 432 84.500 0.92 24.69 0 0 0| 0 8 0 0 468 73.500 0.89 23.69 0 0 0| 0 0 0 0 480 56.000 0.82 21.89 0 0 0| 0 0 0 0 500 51.750 0.82 20.35 0 0 0| 0 94 0 0 504 39.750 0.73 20.38 0 0 0| 0 50 0 0 520 24.750 25.750 0.60 18.89 24.750 S 24.750 S 0 0 2| 0 295 0 0 540 15.750 0.44 18.36 0 0 0| 0 189 0 0 560 8.500 10.000 0.32 17.91 9.250 S 8.500 0 0 24| 0 1,038 0 0 575 3.750 3.000 0.13 17.84 3.750 S 3.000 0 0 23| 0 272 0 0 611 1.250 0.05 19.32 0 0 0| 0 6 0 0 647 Total 0 0 49| 0 1,970 0 0 Indicative a-t-m Vol 19.59 Underlying Price 549.000 Time to expiry: 199 Days Mar 11 112.500 0.93 26.52 0 0 0| 0 0 0 0 440 94.000 0.89 24.89 0 0 0| 0 5 0 0 460 76.250 0.84 23.38 0 0 0| 0 17 0 0 480 45.000 0.67 21.03 0 0 0| 0 22 0 0 520 32.250 0.56 19.91 0 0 0| 0 300 0 0 540 20.000 22.250 0.45 19.20 20.000 20.000 0 0 1| 0 33 0 0 560 9.500 0.24 18.37 0 0 0| 0 0 0 0 600 3.500 0.11 17.94 0 0 0| 0 0 0 0 640 Total 0 0 1| 0 377 0 0 Total Calls 0 0 56| 0 4,889 0 0 | Equity Options 22:04 Business Day Tue 31 Aug 2010 Previous Business Day Mon 30 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 17.44 Underlying Price 549.000 Time to expiry: 17 Days Sep 10 CAB 0.00 23.18 0 0 0| 0 59 0 0 432 CAB 0.00 23.18 0 0 0| 0 1,865 0 0 468 CAB 0.00 22.20 0 0 0| 0 0 0 0 480 CAB -0.01 18.80 0 0 0| 0 0 0 0 500 0.250 -0.02 18.32 0 0 0| 0 275 0 0 504 1.250 -0.10 19.47 0 0 0| 0 0 0 0 520 5.000 -0.33 18.20 0 0 0| 0 1,243 0 0 540 13.750 14.750 -0.70 16.51 13.750 13.750 0 0 1| 0 0 0 0 560 27.250 -0.87 18.09 0 0 0| 0 342 0 0 575 62.000 -0.99 22.76 0 0 0| 0 0 0 0 611 98.000 -1.00 26.44 0 0 0| 0 0 0 0 647 170.000 -1.00 32.91 0 0 0| 0 0 0 0 719 Total 0 0 1| 0 3,784 0 0 Indicative a-t-m Vol 19.23 Underlying Price 549.000 Time to expiry: 108 Days Dec 10 2.500 -0.07 28.26 0 0 0| 0 74 0 0 432 5.250 -0.13 24.33 0 0 0| 0 167 0 0 468 8.500 6.750 -0.17 23.31 8.500 8.500 0 0 10| 0 3 0 0 480 10.000 -0.25 21.40 0 0 0| 0 15 0 0 500 12.250 11.250 -0.27 21.32 12.250 12.250 0 0 1| 0 236 0 0 504 16.000 -0.36 20.35 0 0 0| 0 22 0 0 520 26.000 24.250 -0.50 19.37 26.000 26.000 0 0 22| 0 220 0 0 540 36.000 -0.64 19.05 0 0 0| 0 10 0 0 560 46.500 -0.73 18.76 0 0 0| 0 603 0 0 575 76.750 -0.89 18.86 0 0 0| 0 0 0 0 611 111.250 -0.94 21.45 0 0 0| 0 2 0 0 647 Total 0 0 33| 0 1,352 0 0 Indicative a-t-m Vol 20.29 Underlying Price 549.000 Time to expiry: 199 Days Mar 11 6.250 -0.12 24.87 0 0 0| 0 36 0 0 440 9.250 -0.17 24.07 0 0 0| 0 1 0 0 460 14.250 13.250 -0.23 23.35 14.250 14.250 0 0 1| 0 302 0 0 480 25.000 -0.39 21.46 0 0 0| 0 25 0 0 520 33.000 -0.48 20.23 0 0 0| 0 11 0 0 540 45.000 -0.58 20.36 0 0 0| 0 2 0 0 560 71.750 -0.77 18.90 0 0 0| 0 0 0 0 600 106.750 -0.88 19.28 0 0 0| 0 0 0 0 640 Total 0 0 1| 0 377 0 0 Total Puts 0 0 35| 0 5,513 0 0 Grand Total 0 70,990 71,081| 0 81,392 0 0 Equity Options 22:04 Business Day Tue 31 Aug 2010 Previous Business Day Mon 30 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 32.24 Underlying Price 1980.000 Time to expiry: 17 Days Sep 10 384.500 0.96 55.93 0 0 0| 0 0 0 0 1600 286.000 0.94 45.31 0 0 0| 0 5 0 0 1700 191.000 0.88 38.23 0 0 0| 0 12 0 0 1800 108.000 0.72 34.22 0 0 0| 0 4 0 0 1900 74.000 0.60 33.12 0 0 0| 0 0 0 0 1950 47.000 0.46 31.66 0 0 0| 0 275 0 0 2000 14.500 0.20 30.22 0 0 0| 0 52 0 0 2100 4.000 0.07 31.44 0 0 0| 0 665 0 0 2200 1.000 0.02 31.39 0 0 0| 0 53 0 0 2300 CAB 0.00 31.81 0 0 0| 0 309 0 0 2400 CAB 0.00 32.19 0 0 0| 0 9 0 0 2600 CAB 0.00 30.97 0 0 0| 0 30 0 0 2800 Total 0 0 0| 0 1,414 0 0 Indicative a-t-m Vol 33.23 Underlying Price 1980.000 Time to expiry: 108 Days Dec 10 405.500 0.89 37.84 0 0 0| 0 0 0 0 1600 324.500 0.81 37.07 0 0 0| 0 0 0 0 1700 247.000 0.73 35.19 0 0 0| 0 8 0 0 1800 181.000 0.63 33.81 0 0 0| 0 10 0 0 1900 128.500 0.51 33.08 0 0 0| 0 242 0 0 2000 56.000 0.29 31.67 0 0 0| 0 248 0 0 2200 20.500 0.13 30.62 0 0 0| 0 177 0 0 2400 6.000 0.05 29.59 0 0 0| 0 3 0 0 2600 3.500 0.03 32.87 0 0 0| 0 52 0 0 2800 Total 0 0 0| 0 740 0 0 Indicative a-t-m Vol 32.58 Underlying Price 1980.000 Time to expiry: 199 Days Mar 11 431.000 0.83 36.87 0 0 0| 0 0 0 0 1600 284.500 0.69 34.17 0 0 0| 0 9 0 0 1800 226.000 0.61 33.54 0 0 0| 0 0 0 0 1900 172.500 0.52 32.34 0 0 0| 0 3 0 0 2000 95.000 0.35 30.86 0 0 0| 0 3 0 0 2200 46.000 0.21 29.39 0 0 0| 0 0 0 0 2400 11.500 0.07 29.75 0 0 0| 0 13 0 0 2800 Total 0 0 0| 0 28 0 0 Total Calls 0 0 0| 0 2,182 0 0 | Equity Options 22:04 Business Day Tue 31 Aug 2010 Previous Business Day Mon 30 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 32.40 Underlying Price 1980.000 Time to expiry: 17 Days Sep 10 3.500 -0.03 54.54 0 0 0| 0 28 0 0 1600 4.000 -0.05 42.51 0 0 0| 0 18 0 0 1700 10.500 -0.12 38.32 0 0 0| 0 60 0 0 1800 28.000 -0.28 34.68 0 0 0| 0 11 0 0 1900 43.000 -0.40 32.94 0 0 0| 0 6 0 0 1950 67.000 -0.54 32.05 0 0 0| 0 443 0 0 2000 133.500 -0.80 29.88 0 0 0| 0 53 0 0 2100 222.500 -0.95 28.97 0 0 0| 0 506 0 0 2200 320.000 -0.99 29.44 0 0 0| 0 3 0 0 2300 420.000 -1.00 28.34 0 0 0| 0 0 0 0 2400 620.000 -1.00 28.80 0 0 0| 0 3 0 0 2600 820.000 -1.00 29.12 0 0 0| 0 0 0 0 2800 Total 0 0 0| 0 1,131 0 0 Indicative a-t-m Vol 33.19 Underlying Price 1980.000 Time to expiry: 108 Days Dec 10 31.000 -0.14 37.72 0 0 0| 0 5 0 0 1600 51.500 -0.21 36.93 0 0 0| 0 159 0 0 1700 78.000 -0.29 35.38 0 0 0| 0 37 0 0 1800 119.000 114.000 -0.40 34.01 119.000 119.000 0 0 5| 0 14 0 0 1900 162.000 -0.51 32.99 0 0 0| 0 751 0 0 2000 292.500 -0.72 31.66 0 0 0| 0 79 0 0 2200 457.500 -0.87 30.52 0 0 0| 0 12 0 0 2400 645.000 -0.94 31.04 0 0 0| 0 0 0 0 2600 840.500 -0.97 32.42 0 0 0| 0 0 0 0 2800 Total 0 0 5| 0 1,057 0 0 Indicative a-t-m Vol 32.53 Underlying Price 1980.000 Time to expiry: 199 Days Mar 11 60.000 -0.18 36.21 0 0 0| 0 26 0 0 1600 119.000 -0.32 34.42 0 0 0| 0 19 0 0 1800 156.500 -0.40 32.98 0 0 0| 0 6 0 0 1900 207.000 -0.48 32.42 0 0 0| 0 16 0 0 2000 328.000 -0.65 30.71 0 0 0| 0 3 0 0 2200 479.000 -0.80 29.15 0 0 0| 0 1 0 0 2400 845.500 -0.94 29.05 0 0 0| 0 0 0 0 2800 Total 0 0 0| 0 71 0 0 Total Puts 0 0 5| 0 2,259 0 0 Grand Total 0 64,120 64,125| 0 68,561 0 0 Equity Options 22:04 Business Day Tue 31 Aug 2010 Previous Business Day Mon 30 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: 174 Days Mar 08 CAB 0.00 198.38 0 0 0| 0 0 0 0 48 CAB 0.00 189.88 0 0 0| 0 5 0 0 64 CAB 0.00 183.07 0 0 0| 0 0 0 0 72 CAB 0.00 177.14 0 0 0| 0 0 0 0 80 CAB 0.00 174.15 0 0 0| 0 2 0 0 84 CAB 0.00 171.19 0 0 0| 0 9 0 0 88 CAB 0.00 162.50 0 0 0| 0 111 0 0 100 CAB 0.00 153.38 0 0 0| 0 125 0 0 120 CAB 0.00 144.76 0 0 0| 0 156 0 0 140 CAB 0.00 141.41 0 0 0| 0 26 0 0 150 CAB 0.00 138.26 0 0 0| 0 0 0 0 160 CAB 0.00 135.76 0 0 0| 0 10 0 0 170 CAB 0.00 133.76 0 0 0| 0 2 0 0 180 CAB 0.00 132.66 0 0 0| 0 16 0 0 190 CAB 0.00 132.30 0 0 0| 0 168 0 0 200 CAB 0.00 131.30 0 0 0| 0 0 0 0 210 CAB 0.00 130.55 0 0 0| 0 135 0 0 220 CAB 0.00 129.29 0 0 0| 0 86 0 0 240 CAB 0.00 128.17 0 0 0| 0 174 0 0 260 CAB 0.00 128.17 0 0 0| 0 45 0 0 280 CAB 0.00 128.27 0 0 0| 0 282 0 0 300 CAB 0.00 128.37 0 0 0| 0 50 0 0 320 CAB 0.00 128.77 0 0 0| 0 20 0 0 340 CAB 0.00 128.97 0 0 0| 0 111 0 0 360 CAB 0.00 127.30 0 0 0| 0 11 0 0 380 CAB 0.00 124.49 0 0 0| 0 3 0 0 420 CAB 0.00 124.42 0 0 0| 0 5 0 0 440 CAB 0.00 125.07 0 0 0| 0 4 0 0 460 CAB 0.00 124.99 0 0 0| 0 10 0 0 480 CAB 0.00 124.94 0 0 0| 0 13 0 0 500 CAB 0.00 124.17 0 0 0| 0 3 0 0 520 CAB 0.00 125.99 0 0 0| 0 13 0 0 560 CAB 0.00 125.37 0 0 0| 0 19 0 0 600 CAB 0.00 124.37 0 0 0| 0 0 0 0 620 CAB 0.00 125.06 0 0 0| 0 505 0 0 640 CAB 0.00 125.06 0 0 0| 0 30 0 0 680 CAB 0.00 125.66 0 0 0| 0 659 0 0 720 CAB 0.00 128.40 0 0 0| 0 45 0 0 760 CAB 0.00 128.11 0 0 0| 0 127 0 0 800 CAB 0.00 127.50 0 0 0| 0 1 0 0 840 CAB 0.00 127.41 0 0 0| 0 2 0 0 850 CAB 0.00 127.27 0 0 0| 0 10 0 0 880 CAB 0.00 127.27 0 0 0| 0 20 0 0 920 CAB 0.00 125.62 0 0 0| 0 20 0 0 1000 CAB 0.00 126.24 0 0 0| 0 5 0 0 1100 Total 0 0 0| 0 3,038 0 0 Equity Options 22:04 Business Day Tue 31 Aug 2010 Previous Business Day Mon 30 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: 175 Days Jun 08 CAB 0.00 139.96 0 0 0| 0 3 0 0 60 CAB 0.00 137.96 0 0 0| 0 0 0 0 80 CAB 0.00 136.96 0 0 0| 0 0 0 0 88 CAB 0.00 134.96 0 0 0| 0 17 0 0 110 CAB 0.00 133.96 0 0 0| 0 0 0 0 120 CAB 0.00 132.46 0 0 0| 0 0 0 0 130 CAB 0.00 131.46 0 0 0| 0 0 0 0 140 CAB 0.00 129.96 0 0 0| 0 20 0 0 150 CAB 0.00 128.33 0 0 0| 0 6 0 0 160 CAB 0.00 126.87 0 0 0| 0 0 0 0 170 CAB 0.00 125.95 0 0 0| 0 3 0 0 180 CAB 0.00 128.96 0 0 0| 0 52 0 0 220 CAB 0.00 128.96 0 0 0| 0 137 0 0 240 Total 0 0 0| 0 238 0 0 Total Calls 0 0 0| 0 3,276 0 0 | Equity Options 22:04 Business Day Tue 31 Aug 2010 Previous Business Day Mon 30 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: 174 Days Mar 08 28.000 -1.00 210.40 0 0 0| 0 5 0 0 48 44.000 -1.00 202.90 0 0 0| 0 0 0 0 64 52.000 -1.00 197.03 0 0 0| 0 10 0 0 72 60.000 -1.00 191.48 0 0 0| 0 281 0 0 80 64.000 -1.00 188.58 0 0 0| 0 0 0 0 84 68.000 -1.00 185.48 0 0 0| 0 62 0 0 88 80.000 -1.00 176.55 0 0 0| 0 71 0 0 100 100.000 -1.00 166.21 0 0 0| 0 54 0 0 120 120.000 -1.00 158.56 0 0 0| 0 330 0 0 140 130.000 -1.00 153.88 0 0 0| 0 33 0 0 150 140.000 -1.00 149.27 0 0 0| 0 21 0 0 160 150.000 -1.00 145.68 0 0 0| 0 188 0 0 170 160.000 -1.00 143.10 0 0 0| 0 51 0 0 180 170.000 -1.00 141.37 0 0 0| 0 3 0 0 190 180.000 -1.00 140.94 0 0 0| 0 86 0 0 200 190.000 -1.00 138.80 0 0 0| 0 25 0 0 210 200.000 -1.00 138.62 0 0 0| 0 51 0 0 220 220.000 -1.00 135.53 0 0 0| 0 0 0 0 240 240.000 -1.00 133.56 0 0 0| 0 10 0 0 260 260.000 -1.00 132.36 0 0 0| 0 7 0 0 280 280.000 -1.00 131.33 0 0 0| 0 33 0 0 300 300.000 -1.00 129.42 0 0 0| 0 0 0 0 320 320.000 -1.00 128.45 0 0 0| 0 0 0 0 340 340.000 -1.00 128.15 0 0 0| 0 0 0 0 360 360.000 -1.00 126.84 0 0 0| 0 5 0 0 380 400.000 -1.00 126.91 0 0 0| 0 0 0 0 420 420.000 -1.00 128.53 0 0 0| 0 3 0 0 440 440.000 -1.00 128.53 0 0 0| 0 0 0 0 460 460.000 -1.00 127.95 0 0 0| 0 11 0 0 480 480.000 -1.00 129.12 0 0 0| 0 0 0 0 500 500.000 -1.00 130.58 0 0 0| 0 4 0 0 520 540.000 -1.00 129.70 0 0 0| 0 10 0 0 560 580.000 -1.00 127.66 0 0 0| 0 0 0 0 600 600.000 -1.00 127.37 0 0 0| 0 249 0 0 620 620.000 -1.00 127.66 0 0 0| 0 60 0 0 640 660.000 -1.00 127.37 0 0 0| 0 20 0 0 680 700.000 -1.00 128.24 0 0 0| 0 0 0 0 720 740.000 -1.00 127.37 0 0 0| 0 9 0 0 760 780.000 -1.00 130.28 0 0 0| 0 0 0 0 800 820.000 -1.00 127.95 0 0 0| 0 0 0 0 840 830.000 -1.00 128.83 0 0 0| 0 0 0 0 850 860.000 -1.00 127.95 0 0 0| 0 5 0 0 880 900.000 -1.00 128.53 0 0 0| 0 0 0 0 920 980.000 -1.00 126.49 0 0 0| 0 4 0 0 1000 1080.000 -1.00 128.53 0 0 0| 0 0 0 0 1100 Total 0 0 0| 0 1,701 0 0 Equity Options 22:04 Business Day Tue 31 Aug 2010 Previous Business Day Mon 30 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: 175 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 0 132,820 132,820| 0 138,489 0 0 Equity Options 22:04 Business Day Tue 31 Aug 2010 Previous Business Day Mon 30 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 37.68 Underlying Price 127.300 Time to expiry: 17 Days Sep 10 47.250 1.00 73.49 0 0 0| 0 0 0 0 80 39.500 0.99 70.37 0 0 0| 0 25 0 0 88 35.250 1.00 57.90 0 0 0| 0 0 0 0 92 31.250 0.99 52.49 0 0 0| 0 0 0 0 96 27.250 0.99 46.13 0 0 0| 0 44 0 0 100 17.500 0.95 41.56 0 0 0| 0 65 0 0 110 8.750 0.78 35.87 0 0 0| 0 5 0 0 120 3.250 0.42 38.14 0 0 0| 0 309 0 0 130 0.750 0.15 39.27 0 0 0| 0 320 0 0 140 0.250 0.03 53.11 0 0 0| 0 0 0 0 160 CAB 0.00 59.39 0 0 0| 0 0 0 0 180 Total 0 0 0| 0 768 0 0 Indicative a-t-m Vol 32.56 Underlying Price 127.300 Time to expiry: 108 Days Dec 10 39.500 0.97 41.53 0 0 0| 0 0 0 0 88 32.000 0.93 40.32 0 0 0| 0 0 0 0 96 28.500 0.90 40.21 0 0 0| 0 0 0 0 100 20.000 0.80 36.75 0 0 0| 0 20 0 0 110 13.000 0.65 34.61 0 0 0| 0 120 0 0 120 7.250 0.48 32.04 0 0 0| 0 1 0 0 130 4.000 0.31 31.32 0 0 0| 0 4 0 0 140 1.000 0.11 32.23 0 0 0| 0 0 0 0 160 Total 0 0 0| 0 145 0 0 Indicative a-t-m Vol 32.90 Underlying Price 127.300 Time to expiry: 199 Days Mar 11 40.250 0.93 39.43 0 0 0| 0 0 0 0 88 33.500 0.87 39.11 0 0 0| 0 0 0 0 96 30.250 0.84 38.26 0 0 0| 0 5 0 0 100 22.500 0.75 35.57 0 0 0| 0 10 0 0 110 16.750 0.63 36.27 0 0 0| 0 20 0 0 120 10.500 0.51 32.06 0 0 0| 0 20 0 0 130 6.750 0.38 31.44 0 0 0| 0 9 0 0 140 2.500 0.18 30.49 0 0 0| 0 0 0 0 160 Total 0 0 0| 0 64 0 0 Total Calls 0 0 0| 0 977 0 0 | Equity Options 22:04 Business Day Tue 31 Aug 2010 Previous Business Day Mon 30 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 34.40 Underlying Price 127.300 Time to expiry: 17 Days Sep 10 CAB 0.00 59.36 0 0 0| 0 0 0 0 80 CAB 0.00 55.46 0 0 0| 0 59 0 0 88 CAB 0.00 52.87 0 0 0| 0 10 0 0 92 CAB 0.00 49.75 0 0 0| 0 16 0 0 96 CAB -0.01 48.17 0 0 0| 0 210 0 0 100 0.250 -0.06 43.52 0 0 0| 0 40 0 0 110 1.750 1.750 -0.25 41.91 1.750 1.750 0 0 10| 0 160 0 0 120 5.250 -0.60 32.52 0 0 0| 0 0 0 0 130 13.250 -0.87 36.54 0 0 0| 0 5 0 0 140 33.000 -0.95 60.97 0 0 0| 0 5 0 0 160 52.750 -1.00 56.54 0 0 0| 0 0 0 0 180 Total 0 0 10| 0 505 0 0 Indicative a-t-m Vol 33.39 Underlying Price 127.300 Time to expiry: 108 Days Dec 10 0.500 -0.04 40.50 0 0 0| 0 0 0 0 88 1.250 -0.09 40.92 0 0 0| 0 0 0 0 96 1.750 -0.12 40.39 0 0 0| 0 31 0 0 100 3.750 -0.22 38.42 0 0 0| 0 34 0 0 110 6.750 -0.36 35.60 0 0 0| 0 0 0 0 120 11.000 -0.52 32.84 0 0 0| 0 76 0 0 130 17.500 -0.69 32.09 0 0 0| 0 34 0 0 140 34.750 -0.89 33.56 0 0 0| 0 20 0 0 160 Total 0 0 0| 0 195 0 0 Indicative a-t-m Vol 33.07 Underlying Price 127.300 Time to expiry: 199 Days Mar 11 1.750 -0.09 41.38 0 0 0| 0 0 0 0 88 3.250 -0.14 40.49 0 0 0| 0 4 0 0 96 3.750 -0.17 39.73 0 0 0| 0 0 0 0 100 6.250 -0.26 37.10 0 0 0| 0 0 0 0 110 9.500 -0.37 34.94 0 0 0| 0 5 0 0 120 14.000 -0.49 32.60 0 0 0| 0 10 0 0 130 20.000 -0.62 31.61 0 0 0| 0 10 0 0 140 36.000 -0.81 31.96 0 0 0| 0 0 0 0 160 Total 0 0 0| 0 29 0 0 Total Puts 0 0 10| 0 729 0 0 Grand Total 0 61,830 61,840| 0 63,536 0 0 Equity Options 22:04 Business Day Tue 31 Aug 2010 Previous Business Day Mon 30 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 48.80 Underlying Price 262.000 Time to expiry: 17 Days Sep 10 102.000 1.00 69.16 0 0 0| 0 0 0 0 160 82.000 1.00 62.67 0 0 0| 0 0 0 0 180 62.250 0.98 59.20 0 0 0| 0 0 0 0 200 52.500 0.96 57.47 0 0 0| 0 0 0 0 210 43.250 0.93 56.45 0 0 0| 0 0 0 0 220 34.250 0.88 53.87 0 0 0| 0 0 0 0 230 25.750 0.80 51.66 0 0 0| 0 0 0 0 240 12.500 0.55 49.03 0 0 0| 0 2 0 0 260 4.000 4.500 0.28 46.75 4.250 4.000 0 0 129| 0 2,460 0 0 280 1.250 0.10 46.17 0 0 0| 0 0 0 0 300 0.250 0.03 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 0.250 CAB 0.00 43.88 0.250 0.250 0 0 160| 0 2,792 0 0 380 0.250 CAB 0.00 43.12 0.250 0.250 0 0 20| 0 495 0 0 400 Total 0 0 309| 0 5,799 0 0 Indicative a-t-m Vol 54.07 Underlying Price 262.000 Time to expiry: 108 Days Dec 10 104.500 0.95 61.37 0 0 0| 0 0 0 0 160 86.250 0.91 58.39 0 0 0| 0 0 0 0 180 69.500 0.85 56.08 0 0 0| 0 0 0 0 200 55.000 0.77 55.41 0 0 0| 0 1 0 0 220 42.250 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 0.30 53.04 0 0 0| 0 700 0 0 320 6.500 0.18 53.74 0 0 0| 0 4 0 0 360 3.750 0.11 56.13 0 0 0| 0 0 0 0 400 Total 0 0 0| 0 751 0 0 Total Calls 0 0 309| 0 6,550 0 0 | Equity Options 22:04 Business Day Tue 31 Aug 2010 Previous Business Day Mon 30 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 49.88 Underlying Price 262.000 Time to expiry: 17 Days Sep 10 CAB 0.00 67.65 0 0 0| 0 0 0 0 160 CAB 0.00 61.80 0 0 0| 0 0 0 0 180 0.250 -0.02 58.55 0 0 0| 0 0 0 0 200 0.500 -0.04 57.25 0 0 0| 0 0 0 0 210 1.000 -0.07 56.38 0 0 0| 0 0 0 0 220 2.250 -0.13 54.91 0 0 0| 0 0 0 0 230 3.750 -0.21 52.70 0 0 0| 0 5 0 0 240 10.500 -0.45 50.10 0 0 0| 0 0 0 0 260 22.500 -0.72 47.94 0 0 0| 0 2 0 0 280 39.250 -0.89 47.94 0 0 0| 0 0 0 0 300 58.250 -0.97 47.72 0 0 0| 0 0 0 0 320 78.000 -1.00 46.42 0 0 0| 0 0 0 0 340 98.000 -1.00 45.34 0 0 0| 0 0 0 0 360 118.000 -1.00 45.12 0 0 0| 0 0 0 0 380 138.000 -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 262.000 Time to expiry: 108 Days Dec 10 1.750 -0.05 59.40 0 0 0| 0 0 0 0 160 3.750 -0.09 57.30 0 0 0| 0 0 0 0 180 7.000 -0.15 55.46 0 0 0| 0 0 0 0 200 12.000 -0.23 54.60 0 0 0| 0 0 0 0 220 19.250 -0.32 53.51 0 0 0| 0 101 0 0 240 41.000 -0.53 53.40 0 0 0| 0 2 0 0 280 69.750 -0.70 53.31 0 0 0| 0 0 0 0 320 104.000 -0.82 54.03 0 0 0| 0 0 0 0 360 141.000 -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 54,960 55,269| 0 61,620 0 0 Equity Options 22:04 Business Day Tue 31 Aug 2010 Previous Business Day Mon 30 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 20.24 Underlying Price 972.500 Time to expiry: 17 Days Sep 10 253.000 0.99 57.29 0 0 0| 0 0 0 0 720 213.000 0.99 46.10 0 0 0| 0 0 0 0 760 173.000 1.00 34.47 0 0 0| 0 0 0 0 800 133.250 0.99 30.88 0 0 0| 0 0 0 0 840 113.500 0.98 28.62 0 0 0| 0 0 0 0 860 93.750 0.96 26.69 0 0 0| 0 0 0 0 880 75.000 0.92 25.54 0 0 0| 0 0 0 0 900 56.750 0.86 24.07 0 0 0| 0 0 0 0 920 40.000 0.76 22.82 0 0 0| 0 126 0 0 940 24.750 0.62 20.50 0 0 0| 0 805 0 0 960 14.000 0.44 20.10 0 0 0| 0 19 0 0 980 6.250 0.26 18.69 0 0 0| 0 390 0 0 1000 1.250 0.06 21.66 0 0 0| 0 20 0 0 1050 0.500 0.02 27.03 0 0 0| 0 105 0 0 1100 CAB 0.00 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 0| 0 1,486 0 0 Indicative a-t-m Vol 23.07 Underlying Price 972.500 Time to expiry: 108 Days Dec 10 181.500 0.91 29.17 0 0 0| 0 10 0 0 800 145.750 0.86 27.49 0 0 0| 0 0 0 0 840 112.750 0.79 26.02 0 0 0| 0 330 0 0 880 82.500 0.69 24.57 0 0 0| 0 4 0 0 920 56.750 0.57 23.35 0 0 0| 0 26 0 0 960 36.750 0.44 22.48 0 0 0| 0 33 0 0 1000 8.750 0.16 20.90 0 0 0| 0 108 0 0 1100 1.250 0.03 20.21 0 0 0| 0 15 0 0 1200 CAB 0.00 21.70 0 0 0| 0 0 0 0 1400 Total 0 0 0| 0 526 0 0 Indicative a-t-m Vol 23.75 Underlying Price 972.500 Time to expiry: 199 Days Mar 11 194.750 0.85 29.51 0 0 0| 0 4 0 0 800 161.000 0.80 27.78 0 0 0| 0 0 0 0 840 129.250 0.74 26.04 0 0 0| 0 10 0 0 880 101.500 0.66 24.99 0 0 0| 0 51 0 0 920 77.000 0.57 24.03 0 0 0| 0 43 0 0 960 56.250 0.48 23.18 0 0 0| 0 668 0 0 1000 21.500 0.25 21.46 0 0 0| 0 0 0 0 1100 6.500 0.10 20.47 0 0 0| 0 3 0 0 1200 Total 0 0 0| 0 779 0 0 Total Calls 0 0 0| 0 2,791 0 0 | Equity Options 22:04 Business Day Tue 31 Aug 2010 Previous Business Day Mon 30 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 21.25 Underlying Price 972.500 Time to expiry: 17 Days Sep 10 CAB 0.00 51.10 0 0 0| 0 0 0 0 720 CAB 0.00 43.19 0 0 0| 0 0 0 0 760 0.250 -0.01 36.93 0 0 0| 0 4 0 0 800 0.500 -0.02 31.92 0 0 0| 0 117 0 0 840 0.500 -0.02 28.20 0 0 0| 0 0 0 0 860 1.000 -0.04 26.84 0 0 0| 0 13 0 0 880 2.000 -0.08 25.31 0 0 0| 0 147 0 0 900 3.750 -0.14 23.89 0 0 0| 0 84 0 0 920 7.000 -0.24 22.65 0 0 0| 0 1 0 0 940 12.750 -0.38 21.66 0 0 0| 0 161 0 0 960 22.000 -0.55 21.03 0 0 0| 0 0 0 0 980 34.750 -0.72 20.53 0 0 0| 0 10 0 0 1000 78.500 -0.94 22.32 0 0 0| 0 0 0 0 1050 127.750 -0.99 25.62 0 0 0| 0 50 0 0 1100 227.500 -1.00 37.86 0 0 0| 0 0 0 0 1200 327.500 -1.00 46.40 0 0 0| 0 0 0 0 1300 427.500 -1.00 50.39 0 0 0| 0 0 0 0 1400 Total 0 0 0| 0 587 0 0 Indicative a-t-m Vol 23.39 Underlying Price 972.500 Time to expiry: 108 Days Dec 10 7.500 -0.09 29.44 0 0 0| 0 20 0 0 800 12.000 -0.15 27.87 0 0 0| 0 6 0 0 840 19.000 -0.22 26.43 0 0 0| 0 70 0 0 880 28.500 -0.31 24.93 0 0 0| 0 310 0 0 920 43.000 -0.43 23.71 0 0 0| 0 30 0 0 960 62.750 -0.56 22.73 0 0 0| 0 30 0 0 1000 134.750 -0.84 21.19 0 0 0| 0 0 0 0 1100 228.000 -0.97 21.23 0 0 0| 0 0 0 0 1200 427.500 -1.00 24.31 0 0 0| 0 0 0 0 1400 Total 0 0 0| 0 466 0 0 Indicative a-t-m Vol 23.97 Underlying Price 972.500 Time to expiry: 199 Days Mar 11 17.750 -0.15 28.82 0 0 0| 0 2 0 0 800 24.500 -0.20 27.48 0 0 0| 0 14 0 0 840 34.000 -0.26 26.40 0 0 0| 0 25 0 0 880 46.000 -0.34 25.30 0 0 0| 0 6 0 0 920 61.250 -0.43 24.24 0 0 0| 0 10 0 0 960 80.750 -0.52 23.41 0 0 0| 0 13 0 0 1000 146.000 -0.75 21.76 0 0 0| 0 0 0 0 1100 231.500 -0.91 20.97 0 0 0| 0 0 0 0 1200 Total 0 0 0| 0 70 0 0 Total Puts 0 0 0| 0 1,123 0 0 Grand Total 0 77,860 77,860| 0 81,774 0 0 Equity Options 22:04 Business Day Tue 31 Aug 2010 Previous Business Day Mon 30 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 46.87 Underlying Price 363.200 Time to expiry: 17 Days Sep 10 64.500 0.94 56.75 0 0 0| 0 0 0 0 300 46.000 0.88 52.14 0 0 0| 0 22 0 0 320 37.500 0.82 50.42 0 0 0| 0 0 0 0 330 29.750 0.75 49.01 0 0 0| 0 0 0 0 340 22.750 0.66 47.89 0 0 0| 0 0 0 0 350 16.750 0.56 47.02 0 0 0| 0 0 0 0 360 12.000 0.45 46.65 0 0 0| 0 0 0 0 370 8.250 0.35 45.88 0 0 0| 0 4 0 0 380 5.250 0.26 45.18 0 0 0| 0 58 0 0 390 3.250 0.18 44.32 0 0 0| 0 4 0 0 400 2.000 0.12 44.48 0 0 0| 0 4 0 0 410 1.250 0.08 45.06 0 0 0| 0 0 0 0 420 0.500 0.03 46.36 0 0 0| 0 20 0 0 440 0.250 0.01 47.33 0 0 0| 0 5 0 0 460 CAB 0.01 48.51 0 0 0| 0 0 0 0 480 CAB 0.00 51.53 0 0 0| 0 13 0 0 520 CAB 0.00 55.04 0 0 0| 0 0 0 0 560 CAB 0.00 62.57 0 0 0| 0 0 0 0 640 Total 0 0 0| 0 130 0 0 Indicative a-t-m Vol 44.91 Underlying Price 363.200 Time to expiry: 108 Days Dec 10 88.250 0.89 45.77 0 0 0| 0 0 0 0 280 58.750 0.74 45.72 0 0 0| 0 0 0 0 320 46.250 0.65 45.39 0 0 0| 0 0 0 0 340 36.000 0.56 45.11 0 0 0| 0 0 0 0 360 26.750 0.47 44.11 0 0 0| 0 0 0 0 380 19.500 0.38 43.19 0 0 0| 0 0 0 0 400 13.500 0.29 41.77 0 0 0| 0 5 0 0 420 9.000 0.22 40.42 0 0 0| 0 0 0 0 440 6.000 0.16 40.25 0 0 0| 0 0 0 0 460 3.750 0.11 38.86 0 0 0| 0 0 0 0 480 1.250 0.04 36.92 0 0 0| 0 5 0 0 520 0.250 0.01 35.20 0 0 0| 0 7 0 0 560 CAB 0.00 32.56 0 0 0| 0 0 0 0 640 Total 0 0 0| 0 17 0 0 Indicative a-t-m Vol 43.28 Underlying Price 363.200 Time to expiry: 199 Days Mar 11 93.500 0.84 44.07 0 0 0| 0 8 0 0 280 66.500 0.71 43.68 0 0 0| 0 2 0 0 320 55.500 0.64 43.61 0 0 0| 0 0 0 0 340 45.750 0.57 43.40 0 0 0| 0 0 0 0 360 37.000 0.50 42.81 0 0 0| 0 0 0 0 380 29.000 0.43 41.71 0 0 0| 0 1 0 0 400 22.500 0.36 40.77 0 0 0| 0 4 0 0 420 16.250 0.29 39.12 0 0 0| 0 5 0 0 440 Total 0 0 0| 0 20 0 0 Equity Options 22:04 Business Day Tue 31 Aug 2010 Previous Business Day Mon 30 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 0| 0 167 0 0 | Equity Options 22:04 Business Day Tue 31 Aug 2010 Previous Business Day Mon 30 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 46.77 Underlying Price 363.200 Time to expiry: 17 Days Sep 10 1.000 -0.05 55.40 0 0 0| 0 0 0 0 300 2.750 -0.12 52.35 0 0 0| 0 135 0 0 320 4.500 -0.18 51.57 0 0 0| 0 0 0 0 330 6.500 -0.26 50.01 0 0 0| 0 16 0 0 340 9.500 -0.34 48.35 0 0 0| 0 4 0 0 350 13.500 -0.44 46.99 0 0 0| 0 121 0 0 360 18.750 -0.55 46.42 0 0 0| 0 0 0 0 370 24.750 -0.65 45.61 0 0 0| 0 0 0 0 380 32.000 -0.75 44.87 0 0 0| 0 0 0 0 390 39.750 -0.83 43.93 0 0 0| 0 62 0 0 400 48.500 -0.89 43.55 0 0 0| 0 0 0 0 410 57.750 -0.93 43.30 0 0 0| 0 0 0 0 420 77.000 -0.98 43.24 0 0 0| 0 12 0 0 440 96.750 -0.99 43.88 0 0 0| 0 2 0 0 460 116.750 -1.00 45.24 0 0 0| 0 0 0 0 480 156.750 -1.00 50.07 0 0 0| 0 10 0 0 520 196.750 -1.00 57.63 0 0 0| 0 0 0 0 560 276.750 -1.00 80.31 0 0 0| 0 0 0 0 640 Total 0 0 0| 0 362 0 0 Indicative a-t-m Vol 44.84 Underlying Price 363.200 Time to expiry: 108 Days Dec 10 6.500 -0.13 45.97 0 0 0| 0 0 0 0 280 17.000 -0.27 45.33 0 0 0| 0 16 0 0 320 25.000 -0.36 45.16 0 0 0| 0 0 0 0 340 34.750 -0.45 45.06 0 0 0| 0 2 0 0 360 45.750 -0.54 43.99 0 0 0| 0 0 0 0 380 58.250 -0.63 42.66 0 0 0| 0 7 0 0 400 72.250 -0.71 41.55 0 0 0| 0 7 0 0 420 87.750 -0.79 40.14 0 0 0| 0 0 0 0 440 105.000 -0.84 39.89 0 0 0| 0 5 0 0 460 122.500 -0.90 38.35 0 0 0| 0 0 0 0 480 160.000 -0.96 36.01 0 0 0| 0 8 0 0 520 199.250 -0.99 33.68 0 0 0| 0 0 0 0 560 279.000 -1.00 29.22 0 0 0| 0 0 0 0 640 Total 0 0 0| 0 45 0 0 Indicative a-t-m Vol 44.61 Underlying Price 363.200 Time to expiry: 199 Days Mar 11 14.000 -0.18 44.90 0 0 0| 0 22 0 0 280 28.000 -0.31 44.63 0 0 0| 0 5 0 0 320 37.500 -0.37 44.72 0 0 0| 0 7 0 0 340 48.250 -0.44 44.76 0 0 0| 0 0 0 0 360 59.250 -0.51 44.02 0 0 0| 0 2 0 0 380 71.750 -0.58 43.06 0 0 0| 0 0 0 0 400 85.500 -0.64 42.37 0 0 0| 0 0 0 0 420 99.500 -0.70 40.82 0 0 0| 0 0 0 0 440 Total 0 0 0| 0 36 0 0 Equity Options 22:04 Business Day Tue 31 Aug 2010 Previous Business Day Mon 30 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 0| 0 443 0 0 Grand Total 0 89,310 89,310| 0 89,920 0 0 Equity Options 22:04 Business Day Tue 31 Aug 2010 Previous Business Day Mon 30 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 33.72 Underlying Price 566.000 Time to expiry: 17 Days Sep 10 126.250 1.00 34.97 0 0 0| 0 0 0 0 440 106.250 1.00 36.63 0 0 0| 0 0 0 0 460 86.500 0.98 35.60 0 0 0| 0 0 0 0 480 76.750 0.96 37.01 0 0 0| 0 0 0 0 490 67.500 0.94 37.59 0 0 0| 0 0 0 0 500 50.250 0.85 39.40 0 0 0| 0 181 0 0 520 33.500 0.74 35.46 0 0 0| 0 162 0 0 540 20.250 0.57 33.87 0 0 0| 0 4,782 0 0 560 11.000 0.39 33.37 0 0 0| 0 286 0 0 580 5.750 0.24 34.47 0 0 0| 0 3,243 0 0 600 3.250 0.14 37.15 0 0 0| 0 50 0 0 620 1.750 0.08 38.19 0 0 0| 0 301 0 0 640 0.500 0.02 41.26 0 0 0| 0 1,759 0 0 680 CAB 0.01 41.80 0 0 0| 0 30 0 0 720 Total 0 0 0| 0 10,794 0 0 Indicative a-t-m Vol 33.46 Underlying Price 566.000 Time to expiry: 45 Days Oct 10 109.250 0.93 42.00 0 0 0| 0 0 0 0 460 91.000 0.89 40.42 0 0 0| 0 0 0 0 480 82.500 0.86 40.47 0 0 0| 0 0 0 0 490 73.250 0.84 37.66 0 0 0| 0 0 0 0 500 56.750 0.77 35.86 0 0 0| 0 0 0 0 520 42.500 0.67 34.86 0 0 0| 0 5 0 0 540 30.000 0.56 33.43 0 0 0| 0 52 0 0 560 21.000 0.45 33.54 0 0 0| 0 30 0 0 580 13.750 0.33 33.08 0 0 0| 0 147 0 0 600 4.000 5.500 0.17 33.30 4.000 4.000 0 0 1| 0 76 0 0 640 2.000 0.07 33.86 0 0 0| 0 0 0 0 680 Total 0 0 1| 0 310 0 0 Indicative a-t-m Vol 35.46 Underlying Price 566.000 Time to expiry: 80 Days Nov 10 113.250 0.88 40.23 0 0 0| 0 0 0 0 460 96.250 0.84 38.91 0 0 0| 0 0 0 0 480 66.500 0.72 37.92 0 0 0| 0 0 0 0 520 53.250 0.64 36.88 0 0 0| 0 0 0 0 540 41.500 0.56 35.78 0 0 0| 0 0 0 0 560 31.250 0.48 34.71 0 0 0| 0 0 0 0 580 23.000 0.39 33.98 0 0 0| 0 2 0 0 600 11.750 0.24 33.35 0 0 0| 0 0 0 0 640 5.750 0.14 32.91 0 0 0| 0 0 0 0 680 Total 0 0 0| 0 2 0 0 Indicative a-t-m Vol 36.13 Underlying Price 566.000 Time to expiry: 108 Days Dec 10 386.500 1.00 75.73 0 0 0| 0 0 0 0 180 367.000 1.00 80.90 0 0 0| 0 0 0 0 200 Equity Options 22:04 Business Day Tue 31 Aug 2010 Previous Business Day Mon 30 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 | 346.750 1.00 70.20 0 0 0| 0 0 0 0 220 326.750 1.00 62.38 0 0 0| 0 0 0 0 240 286.750 1.00 48.74 0 0 0| 0 0 0 0 280 247.250 0.99 47.46 0 0 0| 0 0 0 0 320 208.500 0.97 46.38 0 0 0| 0 10 0 0 360 170.500 0.94 43.87 0 0 0| 0 0 0 0 400 134.500 0.89 41.49 0 0 0| 0 10 0 0 440 117.000 0.86 40.04 0 0 0| 0 0 0 0 460 101.250 0.81 39.66 0 0 0| 0 0 0 0 480 72.750 0.70 38.50 0 0 0| 0 20 0 0 520 48.500 0.57 36.49 0 0 0| 0 776 0 0 560 29.000 0.42 34.09 0 0 0| 0 154 0 0 600 16.500 0.28 33.06 0 0 0| 0 171 0 0 640 8.500 0.17 32.11 0 0 0| 0 25 0 0 680 3.750 0.09 30.83 0 0 0| 0 92 0 0 720 Total 0 0 0| 0 1,258 0 0 Indicative a-t-m Vol 35.61 Underlying Price 566.000 Time to expiry: 199 Days Mar 11 144.500 0.84 41.06 0 0 0| 0 10 0 0 440 129.000 0.81 40.01 0 0 0| 0 0 0 0 460 114.000 0.77 39.19 0 0 0| 0 6 0 0 480 88.000 0.68 38.06 0 0 0| 0 265 0 0 520 63.500 0.58 35.78 0 0 0| 0 62 0 0 560 45.000 0.47 34.63 0 0 0| 0 16 0 0 600 30.000 0.36 33.21 0 0 0| 0 334 0 0 640 12.000 0.19 31.60 0 0 0| 0 64 0 0 720 Total 0 0 0| 0 757 0 0 Indicative a-t-m Vol 36.13 Underlying Price 566.000 Time to expiry: 290 Days Jun 11 252.750 0.95 48.94 0 0 0| 0 0 0 0 320 216.500 0.92 46.32 0 0 0| 0 0 0 0 360 182.250 0.88 43.89 0 0 0| 0 60 0 0 400 150.000 0.82 41.67 0 0 0| 0 0 0 0 440 135.250 0.79 40.80 0 0 0| 0 20 0 0 460 120.500 0.75 39.73 0 0 0| 0 0 0 0 480 94.000 0.67 37.82 0 0 0| 0 10 0 0 520 71.750 0.58 36.32 0 0 0| 0 2 0 0 560 53.250 0.48 35.10 0 0 0| 0 5 0 0 600 38.500 0.39 34.01 0 0 0| 0 50 0 0 640 18.750 0.23 32.38 0 0 0| 0 0 0 0 720 Total 0 0 0| 0 147 0 0 Indicative a-t-m Vol 38.78 Underlying Price 566.000 Time to expiry: 472 Days Dec 11 388.500 0.99 66.84 0 0 0| 0 0 0 0 180 369.250 0.98 63.07 0 0 0| 0 0 0 0 200 349.500 0.98 58.42 0 0 0| 0 0 0 0 220 330.250 0.98 55.61 0 0 0| 0 0 0 0 240 292.000 0.96 49.96 0 0 0| 0 0 0 0 280 Equity Options 22:04 Business Day Tue 31 Aug 2010 Previous Business Day Mon 30 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 | 254.750 0.94 45.52 0 0 0| 0 0 0 0 320 218.750 0.91 42.08 0 0 0| 0 0 0 0 360 187.750 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 0.73 40.13 0 0 0| 0 0 0 0 480 93.500 0.59 38.87 0 0 0| 0 425 0 0 560 62.750 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 566.000 Time to expiry: 654 Days Jun 12 180.500 0.77 46.98 0 0 0| 0 0 0 0 440 161.000 0.71 47.26 0 0 0| 0 0 0 0 480 109.500 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 566.000 Time to expiry: 843 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 1| 0 14,513 0 0 | Equity Options 22:04 Business Day Tue 31 Aug 2010 Previous Business Day Mon 30 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 33.61 Underlying Price 566.000 Time to expiry: 17 Days Sep 10 CAB 0.00 40.23 0 0 0| 0 362 0 0 440 CAB -0.01 39.30 0 0 0| 0 3,917 0 0 460 0.500 -0.03 40.23 0 0 0| 0 178 0 0 480 1.250 -0.05 41.88 0 0 0| 0 5 0 0 490 1.750 -0.07 40.10 0 0 0| 0 3,117 0 0 500 3.500 -0.14 37.01 0 0 0| 0 3,056 0 0 520 7.250 -0.26 35.32 0 0 0| 0 276 0 0 540 14.000 -0.43 33.76 0 0 0| 0 1,163 0 0 560 32.500 24.750 -0.61 33.25 32.500 32.500 0 0 40| 0 80 0 0 580 39.000 -0.78 32.99 0 0 0| 0 269 0 0 600 56.000 -0.89 32.93 0 0 0| 0 20 0 0 620 75.000 -0.94 34.35 0 0 0| 0 2 0 0 640 114.000 -1.00 8.79 0 0 0| 0 0 0 0 680 154.000 -1.00 2.00 0 0 0| 0 6 0 0 720 Total 0 0 40| 0 12,451 0 0 Indicative a-t-m Vol 34.81 Underlying Price 566.000 Time to expiry: 45 Days Oct 10 2.750 -0.07 42.22 0 0 0| 0 10 0 0 460 4.500 -0.11 40.27 0 0 0| 0 13 0 0 480 6.000 -0.14 39.87 0 0 0| 0 4 0 0 490 7.000 -0.16 38.39 0 0 0| 0 212 0 0 500 11.250 -0.24 37.51 0 0 0| 0 158 0 0 520 17.000 -0.33 36.14 0 0 0| 0 34 0 0 540 24.750 -0.44 35.05 0 0 0| 0 0 0 0 560 35.000 -0.55 34.24 0 0 0| 0 0 0 0 580 47.750 -0.66 33.52 0 0 0| 0 0 0 0 600 79.000 -0.84 33.01 0 0 0| 0 0 0 0 640 115.500 -0.94 32.93 0 0 0| 0 0 0 0 680 Total 0 0 0| 0 431 0 0 Indicative a-t-m Vol 35.49 Underlying Price 566.000 Time to expiry: 80 Days Nov 10 7.500 -0.12 41.97 0 0 0| 0 0 0 0 460 10.250 -0.16 39.99 0 0 0| 0 0 0 0 480 19.750 -0.28 38.12 0 0 0| 0 0 0 0 520 26.500 -0.36 36.98 0 0 0| 0 0 0 0 540 34.500 -0.44 35.77 0 0 0| 0 0 0 0 560 44.500 -0.52 34.82 0 0 0| 0 0 0 0 580 56.250 -0.61 34.10 0 0 0| 0 0 0 0 600 85.500 -0.76 33.80 0 0 0| 0 0 0 0 640 118.500 -0.87 32.38 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 566.000 Time to expiry: 108 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 CAB 0.00 63.36 0 0 0| 0 30 0 0 220 Equity Options 22:04 Business Day Tue 31 Aug 2010 Previous Business Day Mon 30 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 0.500 -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 2.000 2.250 -0.03 49.59 2.000 S 2.000 S 0 0 32| 0 1,142 0 0 360 5.000 4.500 -0.07 46.26 5.000 S 5.000 S 0 0 30| 0 719 0 0 400 10.500 8.250 -0.11 42.67 10.500 S 8.250 S 0 0 70| 0 673 0 0 440 11.250 -0.15 41.60 0 0 0| 0 96 0 0 460 14.500 -0.19 39.95 0 0 0| 0 212 0 0 480 24.750 -0.30 37.66 0 0 0| 0 1,065 0 0 520 45.500 40.500 -0.44 35.89 45.500 S 45.500 S 0 0 8| 0 673 0 0 560 61.500 -0.58 33.87 0 0 0| 0 85 0 0 600 89.250 -0.72 33.15 0 0 0| 0 24 0 0 640 121.000 -0.84 31.57 0 0 0| 0 12 0 0 680 157.000 -0.91 31.25 0 0 0| 0 13 0 0 720 Total 0 0 140| 0 4,934 0 0 Indicative a-t-m Vol 35.91 Underlying Price 566.000 Time to expiry: 199 Days Mar 11 17.250 -0.16 41.69 0 0 0| 0 111 0 0 440 21.750 -0.20 40.67 0 0 0| 0 15 0 0 460 26.250 -0.23 39.34 0 0 0| 0 170 0 0 480 39.500 -0.32 37.78 0 0 0| 0 281 0 0 520 55.750 -0.43 36.12 0 0 0| 0 2 0 0 560 76.750 -0.53 34.71 0 0 0| 0 1 0 0 600 101.750 -0.64 33.32 0 0 0| 0 0 0 0 640 163.250 -0.83 31.08 0 0 0| 0 0 0 0 720 Total 0 0 0| 0 580 0 0 Indicative a-t-m Vol 35.54 Underlying Price 566.000 Time to expiry: 290 Days Jun 11 8.250 -0.07 48.11 0 0 0| 0 51 0 0 320 12.750 -0.10 45.12 0 0 0| 0 20 0 0 360 19.250 -0.15 42.77 0 0 0| 0 5 0 0 400 27.750 -0.20 40.60 0 0 0| 0 2 0 0 440 33.750 -0.24 39.92 0 0 0| 0 0 0 0 460 39.750 -0.28 39.04 0 0 0| 0 0 0 0 480 54.000 -0.36 37.06 0 0 0| 0 10 0 0 520 72.750 -0.45 35.71 0 0 0| 0 0 0 0 560 95.250 -0.54 34.63 0 0 0| 0 0 0 0 600 121.250 -0.63 33.70 0 0 0| 0 0 0 0 640 182.750 -0.77 32.68 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 566.000 Time to expiry: 472 Days Dec 11 4.250 -0.02 60.30 0 0 0| 0 2,000 0 0 180 5.250 -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 7.250 -0.04 51.78 0 0 0| 0 0 0 0 240 10.250 -0.06 47.64 0 0 0| 0 0 0 0 280 14.750 -0.09 44.43 0 0 0| 0 0 0 0 320 23.500 -0.13 43.86 0 0 0| 0 0 0 0 360 Equity Options 22:04 Business Day Tue 31 Aug 2010 Previous Business Day Mon 30 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 | 34.750 -0.18 43.21 0 0 0| 0 0 0 0 400 48.500 -0.24 42.51 0 0 0| 0 0 0 0 440 64.250 -0.30 41.53 0 0 0| 0 0 0 0 480 103.750 -0.42 40.10 0 0 0| 0 0 0 0 560 152.000 -0.55 38.51 0 0 0| 0 0 0 0 640 210.750 -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 566.000 Time to expiry: 654 Days Jun 12 76.750 -0.26 47.44 0 0 0| 0 0 0 0 440 90.250 -0.31 44.66 0 0 0| 0 0 0 0 480 126.000 -0.42 40.70 0 0 0| 0 0 0 0 560 175.250 -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 566.000 Time to expiry: 843 Days Dec 12 83.000 -0.26 44.28 0 0 0| 0 0 0 0 440 100.250 -0.31 42.91 0 0 0| 0 0 0 0 480 142.750 -0.40 41.34 0 0 0| 0 0 0 0 560 193.000 -0.49 40.37 0 0 0| 0 0 0 0 640 246.500 -0.58 38.70 0 0 0| 0 0 0 0 720 Total 0 0 0| 0 0 0 0 Total Puts 0 0 180| 0 20,484 0 0 Grand Total 0 210,680 210,861| 0 245,677 0 0 Imperial Tobacco Group Plc (IMJ) Grand Total 0 211,825 212,006| 0 246,838 0 0 Imperial Tobacco Group plc (IMX) Indicative a-t-m Vol 0.00 Underlying Price 1800.000 Time to expiry: 17 Days 17 Sep 10 83.370 -0.88 16.63 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 212,970 213,151| 0 248,483 0 0 Imperial Tobacco Group Plc (IMQ) Indicative a-t-m Vol 0.00 Underlying Price 1800.000 Time to expiry: 17 Days 17 Sep 10 160.120 -0.99 17.53 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 1800.000 Time to expiry: 108 Days 17 Dec 10 138.760 -0.66 20.46 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 215,260 215,441| 0 250,773 0 0 Imperial Tobacco Group plc (IMX) Grand TotalN/A 216,405 216,586| 0 252,418 0 0 Inditex SA (IJJ) Equity Options 22:04 Business Day Tue 31 Aug 2010 Previous Business Day Mon 30 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 52.6500 Time to expiry: 472 Days 16 Dec 11 0.0696 -0.01 26.87 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 220,985 221,166| 0 263,153 0 0 Infineon Technologies AG (IFQ) Indicative a-t-m Vol 0.00 Underlying Price 4.4010 Time to expiry: 108 Days 17 Dec 10 0.7931 -0.66 43.05 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 4.4010 Time to expiry: 199 Days 18 Mar 11 0.9100 -0.60 41.98 N/A 0 0| 0 7,000 0 0 500 1.0533 -0.65 41.65 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 229,000 229,181| 0 299,168 0 0 ING Groep NV (IAQ) Indicative a-t-m Vol 0.00 Underlying Price 7.0180 Time to expiry: 108 Days 17 Dec 10 0.3000 -0.21 54.03 N/A 0 0| 0 30,300 0 0 580 14.4341 -0.98 85.95 N/A 0 0| 0 2,500 0 0 2150 15.9751 -0.98 93.73 N/A 0 0| 0 5,000 0 0 2304 17.5520 -1.00 83.48 N/A 0 0| 0 5,000 0 0 2457 18.2524 -0.99 85.21 N/A 0 0| 0 8,000 0 0 2534 19.7879 -0.99 88.67 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 245,030 245,211| 0 447,798 0 0 International Power plc - Amer Phys FLEX Opt (IOQ) Grand TotalN/A 249,610 249,791| 0 453,618 0 0 INTESA SANPAOLO SPA - AMER PHYS FLEX OPT (BIQ) Indicative a-t-m Vol 0.00 Underlying Price 2.2150 Time to expiry: 108 Days 17 Dec 10 0.3012 -0.60 39.77 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 253,045 253,226| 0 458,303 0 0 INTESA SANPAOLO SPA - EURO CAH FLEX OPT (BIJ) Indicative a-t-m Vol 0.00 Underlying Price 2.2150 Time to expiry: 108 Days 17 Dec 10 0.3003 -0.60 39.77 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 255,335 255,516| 0 467,519 0 0 J Sainsbury Plc (SAQ) Indicative a-t-m Vol 0.00 Underlying Price 365.200 Time to expiry: 290 Days 17 Jun 11 Equity Options 22:04 Business Day Tue 31 Aug 2010 Previous Business Day Mon 30 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 | 19.150 -0.30 27.51 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 365.200 Time to expiry: 472 Days 16 Dec 11 3.240 -0.05 31.89 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 258,770 258,951| 0 472,454 0 0 K+S AG Amer Phys FLEX Opt (KDO) Indicative a-t-m Vol 0.00 Underlying Price 41.2800 Time to expiry: 17 Days 17 Sep 10 0.0275 -0.02 44.53 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 41.2800 Time to expiry: 108 Days 17 Dec 10 2.1577 -0.39 31.76 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 32.7600 Time to expiry: 17 Days 17 Sep 10 1.8800 -0.65 39.35 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 262,205 262,386| 0 478,389 0 0 KBC Bancassurance Holding (KBQ) Indicative a-t-m Vol 0.00 Underlying Price 32.7600 Time to expiry: 17 Days 17 Sep 10 3.4400 -0.86 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 264,495 264,676| 0 482,279 0 0 Kingfisher plc (KGX) Indicative a-t-m Vol 0.00 Underlying Price 204.500 Time to expiry: 472 Days 16 Dec 11 27.060 -0.43 30.57 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 266,785 266,966| 0 489,569 0 0 Koninklijke Ahold NV (AHJ) Indicative a-t-m Vol 0.00 Underlying Price 9.7150 Time to expiry: 108 Days 17 Dec 10 0.1000 -0.11 31.11 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 269,075 269,256| 0 495,036 0 0 Koninklijke DSM NV (DSQ) Grand TotalN/A 270,220 270,401| 0 497,181 0 0 Koninklijke Philips Electronics NV (PHQ) Equity Options 22:04 Business Day Tue 31 Aug 2010 Previous Business Day Mon 30 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 22.1100 Time to expiry: 17 Days 17 Sep 10 0.3400 -0.26 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 22.1100 Time to expiry: 108 Days 17 Dec 10 0.9490 -0.28 40.38 N/A 0 0| 0 5,000 0 0 2000 1.2649 -0.36 38.44 N/A 0 0| 0 1,000 0 0 2100 3.5500 -0.72 33.86 N/A 0 0| 0 4,000 0 0 2500 4.2498 -0.79 32.96 N/A 0 0| 0 2,500 0 0 2600 6.0800 -0.89 33.21 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 283,960 284,141| 0 553,921 0 0 L'Oreal SA (ORQ) Indicative a-t-m Vol 0.00 Underlying Price 78.5000 Time to expiry: 17 Days 17 Sep 10 0.1200 -0.04 38.27 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 78.5000 Time to expiry: 108 Days 17 Dec 10 1.5000 -0.18 32.44 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 287,395 287,576| 0 558,956 0 0 Lafarge SA (LAX) Indicative a-t-m Vol 0.00 Underlying Price 36.3550 Time to expiry: 17 Days 17 Sep 10 13.6302 -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 36.3550 Time to expiry: 108 Days 17 Dec 10 13.5870 -0.96 31.29 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 611.500 Time to expiry: 108 Days 17 Dec 10 304.900 -0.99 29.49 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 291,975 292,156| 0 575,036 0 0 Land Securities Group Plc (LSQ) Indicative a-t-m Vol 0.00 Underlying Price 611.500 Time to expiry: 290 Days 17 Jun 11 125.310 -0.72 25.83 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 34.5600 Time to expiry: 108 Days 17 Dec 10 Equity Options 22:04 Business Day Tue 31 Aug 2010 Previous Business Day Mon 30 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 | 0.8015 -0.16 45.02 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 294,265 294,446| 0 582,254 0 0 Lanxess - Amer Phys FLEX Opt (ZYQ) Indicative a-t-m Vol 0.00 Underlying Price 34.5600 Time to expiry: 108 Days 17 Dec 10 2.5867 -0.42 39.00 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 296,555 296,736| 0 587,044 0 0 Legal & General Group Plc (LGJ) Grand TotalN/A 297,700 297,881| 0 588,315 0 0 Linde AG (LIQ) Indicative a-t-m Vol 0.00 Underlying Price 88.9000 Time to expiry: 199 Days 18 Mar 11 5.7423 -0.43 24.57 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 301,135 301,316| 0 593,050 0 0 Lloyds Banking Group Plc - Amer Phys FLEX Opt (LLQ) Indicative a-t-m Vol 0.00 Underlying Price 69.490 Time to expiry: 17 Days 17 Sep 10 0.020 -0.01 59.13 N/A 0 0| 0 5,000 0 0 51 0.030 -0.01 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 309,150 309,331| 0 890,465 0 0 Lloyds Banking Group Plc - Euro Cash FLEX Opt (LLJ) Grand TotalN/A 310,295 310,476| 0 891,822 0 0 Lloyds Banking Group plc - Euro Phys FLEX Opt (LLX) Indicative a-t-m Vol 0.00 Underlying Price 69.490 Time to expiry: 108 Days 17 Dec 10 234.860 -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 312,585 312,766| 0 896,112 0 0 Lukoil OAO - Euro Phys FLEX Opt (LYV) Indicative a-t-m Vol 0.00 Underlying Price 53.3000 Time to expiry: 108 Days 17 Dec 10 6.5014 -0.66 30.92 N/A 0 0| 0 7,500 0 0 5800 8.2406 -0.76 29.16 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 53.3000 Time to expiry: 227 Days 15 Apr 11 4.4620 -0.35 37.33 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 318,310 318,491| 0 919,806 0 0 Equity Options 22:04 Business Day Tue 31 Aug 2010 Previous Business Day Mon 30 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 91.7700 Time to expiry: 17 Days 17 Sep 10 0.2804 -0.08 38.47 N/A 0 0| 0 800 0 0 8195 1.6700 -0.37 30.52 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 91.7700 Time to expiry: 108 Days 17 Dec 10 0.4900 -0.04 48.99 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 326,325 326,506| 0 931,271 0 0 Man Group Plc (EWQ) Indicative a-t-m Vol 0.00 Underlying Price 208.200 Time to expiry: 108 Days 17 Dec 10 362.100 -1.00 35.23 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 334,090 334,271| 0 940,351 0 0 MAN SE - Amer Phys FLEX Opt (MJQ) Indicative a-t-m Vol 0.00 Underlying Price 67.8900 Time to expiry: 108 Days 17 Dec 10 3.0690 -0.33 33.75 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 346.100 Time to expiry: 108 Days 17 Dec 10 19.500 -0.46 27.39 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 336,380 336,561| 0 946,641 0 0 Marks & Spencer Group Plc (MSU) Grand TotalN/A 337,525 337,706| 0 947,786 0 0 Mediaset SpA - Euro Cash FLEX Opt (MHJ) Grand TotalN/A 339,815 339,996| 0 950,167 0 0 Merck KGaA - Amer Phys FLEX Opt (KSQ) Indicative a-t-m Vol 0.00 Underlying Price 40.1750 Time to expiry: 108 Days 17 Dec 10 0.6225 -0.15 33.28 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 340,960 341,141| 0 955,312 0 0 Metro AG (MEQ) Grand TotalN/A 342,105 342,286| 0 957,457 0 0 Metso - Amer Phys FLEX Opt (MOQ) Grand TotalN/A 343,250 343,431| 0 960,602 0 0 Michelin (MLQ) Indicative a-t-m Vol 0.00 Underlying Price 58.6100 Time to expiry: 17 Days 17 Sep 10 Equity Options 22:04 Business Day Tue 31 Aug 2010 Previous Business Day Mon 30 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 | 0.0500 -0.02 45.14 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 346,685 346,866| 0 964,787 0 0 Morrison WM Supermarkets (MIQ) Grand TotalN/A 348,975 349,156| 0 967,223 0 0 Muenchener Rueckversicherungs AG (MUJ) Grand TotalN/A 353,555 353,736| 0 975,232 0 0 National Grid Plc (NGQ) Grand TotalN/A 354,700 354,881| 0 976,377 0 0 National Grid plc (NGJ) Grand TotalN/A 356,990 357,171| 0 979,595 0 0 National Grid Plc (NGQ) Grand TotalN/A 371,875 372,056| 0 997,730 0 0 National Grid plc (NGX) Indicative a-t-m Vol 0.00 Underlying Price 549.000 Time to expiry: 17 Days 17 Sep 10 CAB 0.00 23.18 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 549.000 Time to expiry: 108 Days 17 Dec 10 24.080 -0.50 19.37 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 549.000 Time to expiry: 472 Days 16 Dec 11 58.730 -0.52 20.25 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 377,600 377,781| 0 1,005,915 0 0 Nestle SA (NEQ) Indicative a-t-m Vol 0.00 Underlying Price 52.600 Time to expiry: 17 Days 17 Sep 10 0.491 -0.37 16.78 N/A 0 0| 0 0 0 0 520 3.422 -0.96 16.36 N/A 0 0| 0 15,000 0 0 560 5.400 -1.00 16.00 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 52.600 Time to expiry: 45 Days 15 Oct 10 0.193 -0.12 17.61 N/A 0 0| 0 0 0 0 490 0.329 -0.19 16.91 N/A 0 0| 0 2,500 0 0 500 2.068 -0.66 16.91 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 52.600 Time to expiry: 108 Days 17 Dec 10 0.088 -0.03 27.50 N/A 0 0| 0 100,000 0 0 400 1.740 -0.43 17.92 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 52.600 Time to expiry: 290 Days 17 Jun 11 Equity Options 22:04 Business Day Tue 31 Aug 2010 Previous Business Day Mon 30 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 | 1.116 -0.19 21.64 N/A 0 0| 0 0 0 0 440 TotalN/A 0 0| 0 0 0 0 Total PutsN/A 0 0| 0 140,500 0 0 Grand TotalN/A 390,195 390,376| 0 1,166,510 0 0 Nokia OYJ (NBQ) Indicative a-t-m Vol 0.00 Underlying Price 6.7450 Time to expiry: 17 Days 17 Sep 10 0.1241 -0.32 39.80 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 6.7450 Time to expiry: 80 Days 19 Nov 10 1.0043 -0.67 42.04 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 6.7450 Time to expiry: 108 Days 17 Dec 10 3.2569 -0.95 41.60 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 6.7450 Time to expiry: 143 Days 21 Jan 11 0.7979 -0.50 39.62 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 6.7450 Time to expiry: 199 Days 18 Mar 11 2.3970 -0.80 39.00 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 405,080 405,261| 0 1,375,775 0 0 Novartis AG (NAJ) Indicative a-t-m Vol 0.00 Underlying Price 53.350 Time to expiry: 17 Days 17 Sep 10 0.143 -0.09 29.95 N/A 0 0| 0 0 0 0 490 0.189 -0.12 26.66 N/A 0 0| 0 0 0 0 500 0.276 -0.18 23.76 N/A 0 0| 0 0 0 0 510 0.461 -0.28 21.94 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 53.350 Time to expiry: 108 Days 17 Dec 10 1.044 -0.26 20.99 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