Equity Options 22:01 Business Day Wed 1 Sep 2010 Previous Business Day Tue 31 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 28.16 Underlying Price 425.500 Time to expiry: 16 Days Sep 10 185.500 1.00 53.85 0 0 0| 0 0 0 0 240 165.500 1.00 52.79 0 0 0| 0 0 0 0 260 145.500 1.00 52.40 0 0 0| 0 0 0 0 280 125.500 1.00 50.48 0 0 0| 0 0 0 0 300 105.750 1.00 48.57 0 0 0| 0 0 0 0 320 85.750 0.99 45.86 0 0 0| 0 0 0 0 340 66.250 0.96 44.45 0 0 0| 0 0 0 0 360 56.500 0.95 41.36 0 0 0| 0 0 0 0 370 46.750 0.92 37.88 0 0 0| 0 0 0 0 380 37.500 0.88 34.97 0 0 0| 0 0 0 0 390 28.500 0.82 32.00 0 0 0| 0 11 0 0 400 20.250 0.73 29.99 0 0 0| 0 10 0 0 410 13.500 0.60 28.47 0 0 0| 0 29 0 0 420 8.250 0.44 27.96 0 0 0| 0 5 0 0 430 4.250 0.29 26.70 0 0 0| 0 20 0 0 440 2.250 0.17 26.70 0 0 0| 0 0 0 0 450 0.750 0.08 24.82 0 0 0| 0 2 0 0 460 CAB 0.01 24.82 0 0 0| 0 8 0 0 480 CAB 0.00 30.00 0 0 0| 0 0 0 0 560 Total 0 0 0| 0 85 0 0 Indicative a-t-m Vol 29.91 Underlying Price 425.500 Time to expiry: 107 Days Dec 10 110.000 0.92 40.64 0 0 0| 0 0 0 0 320 91.500 0.89 37.91 0 0 0| 0 0 0 0 340 74.500 0.83 36.13 0 0 0| 0 2 0 0 360 58.500 0.76 34.13 0 0 0| 0 0 0 0 380 43.750 0.67 32.20 0 0 0| 0 250 0 0 400 31.000 0.57 30.05 0 0 0| 0 1 0 0 420 21.500 0.45 29.58 0 0 0| 0 4 0 0 440 13.500 0.34 28.28 0 0 0| 0 5 0 0 460 8.000 0.23 27.40 0 0 0| 0 0 0 0 480 Total 0 0 0| 0 262 0 0 Indicative a-t-m Vol 30.79 Underlying Price 425.500 Time to expiry: 198 Days Mar 11 113.000 0.89 38.69 0 0 0| 0 0 0 0 320 80.000 0.79 35.56 0 0 0| 0 0 0 0 360 64.500 0.73 33.28 0 0 0| 0 0 0 0 380 52.000 0.65 32.77 0 0 0| 0 0 0 0 400 40.000 0.57 31.36 0 0 0| 0 0 0 0 420 29.250 0.48 29.46 0 0 0| 0 13 0 0 440 22.750 0.39 29.86 0 0 0| 0 6 0 0 460 15.250 0.31 28.03 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 22:01 Business Day Wed 1 Sep 2010 Previous Business Day Tue 31 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 28.56 Underlying Price 425.500 Time to expiry: 16 Days Sep 10 CAB 0.00 50.00 0 0 0| 0 13 0 0 240 CAB 0.00 50.00 0 0 0| 0 13 0 0 260 CAB 0.00 50.00 0 0 0| 0 20 0 0 280 CAB 0.00 50.00 0 0 0| 0 9 0 0 300 CAB 0.00 50.00 0 0 0| 0 1 0 0 320 0.250 -0.01 48.00 0 0 0| 0 5 0 0 340 0.750 -0.04 46.00 0 0 0| 0 8 0 0 360 1.000 -0.06 42.69 0 0 0| 0 0 0 0 370 1.250 -0.07 37.67 0 0 0| 0 65 0 0 380 1.750 -0.11 33.87 0 0 0| 0 1 0 0 390 3.000 -0.18 32.73 0 0 0| 0 39 0 0 400 4.750 -0.27 30.26 0 0 0| 0 1 0 0 410 8.000 -0.40 29.11 0 0 0| 0 11 0 0 420 12.750 -0.56 28.20 0 0 0| 0 0 0 0 430 18.750 -0.71 26.88 0 0 0| 0 0 0 0 440 27.250 -0.81 28.80 0 0 0| 0 0 0 0 450 35.500 -0.91 26.62 0 0 0| 0 0 0 0 460 54.500 -0.98 26.88 0 0 0| 0 0 0 0 480 134.500 -1.00 32.21 0 0 0| 0 0 0 0 560 Total 0 0 0| 0 186 0 0 Indicative a-t-m Vol 30.06 Underlying Price 425.500 Time to expiry: 107 Days Dec 10 3.250 -0.07 39.40 0 0 0| 0 23 0 0 320 5.250 -0.11 37.56 0 0 0| 0 10 0 0 340 8.000 -0.17 35.65 0 0 0| 0 15 0 0 360 12.000 -0.24 33.90 0 0 0| 0 0 0 0 380 16.750 -0.32 31.23 0 0 0| 0 255 0 0 400 24.750 -0.43 30.31 0 0 0| 0 0 0 0 420 35.000 -0.55 29.48 0 0 0| 0 0 0 0 440 47.250 -0.66 28.12 0 0 0| 0 0 0 0 460 61.500 -0.77 27.09 0 0 0| 0 0 0 0 480 Total 0 0 0| 0 303 0 0 Indicative a-t-m Vol 30.86 Underlying Price 425.500 Time to expiry: 198 Days Mar 11 9.000 -0.13 38.33 0 0 0| 0 0 0 0 320 16.750 -0.23 35.32 0 0 0| 0 16 0 0 360 22.250 -0.29 33.96 0 0 0| 0 0 0 0 380 29.250 -0.37 32.65 0 0 0| 0 0 0 0 400 37.250 -0.45 31.10 0 0 0| 0 0 0 0 420 48.000 -0.53 30.29 0 0 0| 0 0 0 0 440 58.500 -0.63 28.06 0 0 0| 0 0 0 0 460 72.500 -0.71 27.49 0 0 0| 0 0 0 0 480 Total 0 0 0| 0 16 0 0 Total Puts 0 0 0| 0 505 0 0 Grand Total 0 0 0| 82,440 871 0 0 Equity Options 22:01 Business Day Wed 1 Sep 2010 Previous Business Day Tue 31 Aug 2010 Page 3 Calls | Block | Opening Settle Delta Vola- Daily Trade Bclear Total | Official **Open Change Exer- Exer Trans Price tility High Low Volume Volume*** Volume | Volume Int cises Price | Imperial Tobacco Group plc - STND OPT (IMP) Indicative a-t-m Vol 17.68 Underlying Price 1830.000 Time to expiry: 16 Days Sep 10 430.500 1.00 47.95 0 0 0| 0 0 0 0 1400 231.500 0.98 30.41 0 0 0| 0 0 0 0 1600 133.500 0.93 23.43 0 0 0| 0 0 0 0 1700 87.000 0.85 20.44 0 0 0| 0 0 0 0 1750 36.000 46.500 0.67 18.40 36.000 36.000 0 0 2| 0 0 0 0 1800 18.500 0.40 17.20 0 0 0| 5 361 +5 0 1850 6.500 0.17 18.00 0 0 0| 2 315 -2 0 1900 2.500 0.07 20.00 0 0 0| 0 302 0 0 1950 0.500 0.02 20.00 0 0 0| 0 490 0 0 2000 CAB 0.00 20.00 0 0 0| 0 760 0 0 2100 CAB 0.00 20.00 0 0 0| 0 569 0 0 2200 CAB 0.00 20.00 0 0 0| 0 6 0 0 2400 CAB 0.00 20.00 0 0 0| 0 0 0 0 2800 Total 0 0 2| 7 2,803 +3 0 Indicative a-t-m Vol 20.29 Underlying Price 1830.000 Time to expiry: 107 Days Dec 10 437.000 0.97 28.44 0 0 0| 0 0 0 0 1400 250.000 0.87 23.94 0 0 0| 0 0 0 0 1600 167.500 0.76 22.13 0 0 0| 0 15 0 0 1700 99.000 0.59 20.56 0 0 0| 0 1,201 0 0 1800 50.000 51.000 0.39 19.64 50.000 50.000 0 0 12| 7 314 0 0 1900 22.000 23.000 0.22 19.32 22.000 22.000 0 0 24| 49 2,479 +1,113 0 2000 5.000 0.06 20.81 0 0 0| 0 452 0 0 2200 1.500 0.02 22.64 0 0 0| 0 0 0 0 2400 Total 0 0 36| 56 4,461 +1,113 0 Indicative a-t-m Vol 20.97 Underlying Price 1830.000 Time to expiry: 198 Days Mar 11 259.000 0.84 23.39 0 0 0| 0 0 0 0 1600 182.000 0.73 22.27 0 0 0| 0 0 0 0 1700 117.500 0.58 21.17 0 0 0| 0 0 0 0 1800 70.000 0.42 20.50 0 0 0| 0 9 0 0 1900 38.500 0.27 20.03 0 0 0| 0 78 0 0 2000 11.000 0.10 20.22 0 0 0| 0 2 0 0 2200 4.000 0.04 21.68 0 0 0| 0 0 0 0 2400 Total 0 0 0| 0 89 0 0 Total Calls 0 0 38| 63 7,353 +1,116 0 | Equity Options 22:01 Business Day Wed 1 Sep 2010 Previous Business Day Tue 31 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 16.58 Underlying Price 1830.000 Time to expiry: 16 Days Sep 10 CAB 0.00 38.78 0 0 0| 0 4 0 0 1400 CAB -0.01 25.29 0 0 0| 0 911 0 0 1600 1.500 -0.05 20.65 0 0 0| 0 161 0 0 1700 4.500 -0.13 18.56 0 0 0| 0 105 0 0 1750 14.000 -0.32 17.13 0 0 0| 0 1,526 0 0 1800 36.500 -0.61 16.21 0 0 0| 0 3,133 0 0 1850 74.500 -0.86 16.12 0 0 0| 0 533 0 0 1900 121.000 -0.96 16.93 0 0 0| 0 0 0 0 1950 178.500 170.000 -1.00 16.29 178.500 S 178.500 S 0 0 2| 0 118 -27 27 2000 270.000 -1.00 17.91 0 0 0| 0 0 0 0 2100 370.000 -1.00 17.91 0 0 0| 0 0 0 0 2200 570.000 -1.00 17.91 0 0 0| 0 0 0 0 2400 970.000 -1.00 17.91 0 0 0| 0 0 0 0 2800 Total 0 0 2| 0 6,491 -27 27 Indicative a-t-m Vol 20.40 Underlying Price 1830.000 Time to expiry: 107 Days Dec 10 4.500 -0.04 28.88 0 0 0| 0 20 0 0 1400 16.500 -0.13 23.87 0 0 0| 0 28 0 0 1600 38.500 34.500 -0.25 22.29 38.500 36.500 0 0 14| 3 558 0 0 1700 66.000 -0.41 20.72 0 0 0| 0 924 +360 0 1800 117.500 -0.61 19.66 0 0 0| 0 500 0 0 1900 189.000 -0.79 19.00 0 0 0| 0 265 0 0 2000 372.000 -0.96 20.18 0 0 0| 0 0 0 0 2200 570.000 -0.99 23.37 0 0 0| 0 0 0 0 2400 Total 0 0 14| 3 2,295 +360 0 Indicative a-t-m Vol 20.38 Underlying Price 1830.000 Time to expiry: 198 Days Mar 11 45.500 -0.24 23.03 0 0 0| 0 5 0 0 1600 76.000 -0.36 21.87 0 0 0| 0 0 0 0 1700 118.000 -0.50 20.61 0 0 0| 0 35 0 0 1800 180.000 176.500 -0.64 19.85 180.000 S 180.000 S 0 0 2| 0 0 0 0 1900 248.000 -0.78 18.84 0 0 0| 0 0 0 0 2000 423.000 -0.95 17.23 0 0 0| 0 0 0 0 2200 618.000 -1.00 15.66 0 0 0| 0 0 0 0 2400 Total 0 0 2| 0 40 0 0 Total Puts 0 0 18| 3 8,826 +333 27 Grand Total 0 0 56| 64,186 16,179 +1,449 27 Equity Options 22:01 Business Day Wed 1 Sep 2010 Previous Business Day Tue 31 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 34.83 Underlying Price 1043.000 Time to expiry: 16 Days Sep 10 244.000 0.98 58.78 0 0 0| 0 0 0 0 800 204.000 0.98 49.30 0 0 0| 0 0 0 0 840 164.500 0.97 43.60 0 0 0| 0 0 0 0 880 126.500 0.93 41.54 0 0 0| 0 10 0 0 920 90.000 0.86 37.91 0 0 0| 0 1 0 0 960 73.000 0.80 36.71 0 0 0| 0 3 0 0 980 58.500 0.72 36.52 0 0 0| 0 9 0 0 1000 28.000 0.48 34.56 0 0 0| 0 6 0 0 1050 10.500 0.24 33.29 0 0 0| 0 11 0 0 1100 3.000 0.08 32.23 0 0 0| 0 319 0 0 1150 0.500 0.02 31.79 0 0 0| 0 21 0 0 1200 CAB 0.00 30.53 0 0 0| 0 15 0 0 1250 CAB 0.00 30.53 0 0 0| 0 18 0 0 1300 CAB 0.00 30.21 0 0 0| 0 0 0 0 1400 Total 0 0 0| 0 413 0 0 Indicative a-t-m Vol 32.81 Underlying Price 1043.000 Time to expiry: 107 Days Dec 10 185.000 0.83 36.40 0 0 0| 0 3 0 0 880 125.000 0.71 34.60 0 0 0| 0 10 0 0 960 99.000 0.63 33.60 0 0 0| 0 302 0 0 1000 49.500 0.42 31.76 0 0 0| 0 501 0 0 1100 20.500 0.22 30.28 0 0 0| 0 411 0 0 1200 8.500 0.11 30.45 0 0 0| 0 109 0 0 1300 3.500 0.05 30.84 0 0 0| 0 41 0 0 1400 Total 0 0 0| 0 1,377 0 0 Indicative a-t-m Vol 32.53 Underlying Price 1043.000 Time to expiry: 198 Days Mar 11 207.000 0.78 36.57 0 0 0| 0 0 0 0 880 148.000 0.68 33.59 0 0 0| 0 0 0 0 960 125.000 0.62 33.35 0 0 0| 0 12 0 0 1000 74.500 0.46 31.43 0 0 0| 1 15 0 0 1100 42.000 0.31 30.55 0 0 0| 0 0 0 0 1200 21.500 0.19 29.58 0 0 0| 0 2 0 0 1300 12.000 0.12 30.23 0 0 0| 0 0 0 0 1400 Total 0 0 0| 1 29 0 0 Total Calls 0 0 0| 1 1,819 0 0 | Equity Options 22:01 Business Day Wed 1 Sep 2010 Previous Business Day Tue 31 Aug 2010 Page 6 Puts | Block | Opening Settle Delta Vola- Daily Trade Bclear Total | Official **Open Change Exer- Exer Trans Price tility High Low Volume Volume*** Volume | Volume Int cises Price | InterContinental Hotels Group plc - STND OPT (IHG) Indicative a-t-m Vol 34.37 Underlying Price 1043.000 Time to expiry: 16 Days Sep 10 0.500 -0.01 57.08 0 0 0| 0 1 0 0 800 1.000 -0.02 50.19 0 0 0| 0 13 0 0 840 1.500 -0.03 44.79 0 0 0| 0 10 0 0 880 2.500 -0.07 39.92 0 0 0| 0 13 0 0 920 6.500 -0.14 37.99 0 0 0| 0 22 0 0 960 11.000 9.500 -0.20 36.39 11.000 11.000 0 0 78| 0 3 0 0 980 16.000 13.500 -0.27 34.59 16.000 16.000 0 0 25| 0 726 0 0 1000 35.500 34.500 -0.52 34.34 36.000 35.000 0 0 9| 0 7 0 0 1050 65.500 -0.78 31.15 0 0 0| 0 17 0 0 1100 109.500 -0.92 32.24 0 0 0| 0 30 0 0 1150 157.500 -0.98 32.90 0 0 0| 0 2 0 0 1200 207.000 -1.00 33.57 0 0 0| 0 0 0 0 1250 257.000 -1.00 2.00 0 0 0| 0 0 0 0 1300 357.000 -1.00 2.00 0 0 0| 0 0 0 0 1400 Total 0 0 112| 0 844 0 0 Indicative a-t-m Vol 32.97 Underlying Price 1043.000 Time to expiry: 107 Days Dec 10 20.500 -0.17 36.61 0 0 0| 4 28 0 0 880 41.000 40.500 -0.29 34.82 41.000 41.000 0 0 3| 0 403 0 0 960 55.000 54.500 -0.37 33.85 55.000 55.000 0 0 3| 0 25 0 0 1000 106.000 104.500 -0.58 31.80 106.000 106.000 0 0 3| 15 47 -15 0 1100 176.000 -0.78 30.59 0 0 0| 0 10 0 0 1200 264.000 -0.89 30.97 0 0 0| 0 2 0 0 1300 359.000 -0.96 31.32 0 0 0| 0 0 0 0 1400 Total 0 0 9| 19 515 -15 0 Indicative a-t-m Vol 32.13 Underlying Price 1043.000 Time to expiry: 198 Days Mar 11 39.000 39.000 -0.22 35.93 39.000 39.000 0 0 3| 0 10 0 0 880 60.500 -0.32 33.32 0 0 0| 0 10 0 0 960 76.500 -0.38 32.71 0 0 0| 10 10 +10 0 1000 127.500 -0.54 31.36 0 0 0| 25 29 +5 0 1100 194.000 -0.70 30.24 0 0 0| 0 0 0 0 1200 273.500 -0.82 29.06 0 0 0| 0 0 0 0 1300 364.000 364.500 -0.90 29.45 364.000 364.000 0 0 1| 0 1 0 0 1400 Total 0 0 4| 35 60 +15 0 Total Puts 0 0 125| 54 1,419 0 0 Grand Total 0 0 125| 64,175 3,238 0 0 Equity Options 22:01 Business Day Wed 1 Sep 2010 Previous Business Day Tue 31 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 29.28 Underlying Price 378.500 Time to expiry: 16 Days Sep 10 138.750 1.00 81.36 0 0 0| 0 0 0 0 240 118.750 1.00 67.73 0 0 0| 0 0 0 0 260 98.750 1.00 54.88 0 0 0| 0 0 0 0 280 89.000 0.98 60.30 0 0 0| 0 0 0 0 290 79.000 0.98 53.58 0 0 0| 0 21 0 0 300 69.250 0.97 51.89 0 0 0| 0 35 0 0 310 59.500 0.95 50.08 0 0 0| 0 73 0 0 320 49.750 0.93 44.80 0 0 0| 0 588 0 0 330 40.250 0.90 40.62 0 0 0| 3 1,901 0 0 340 31.000 0.85 36.45 0 0 0| 0 0 0 0 350 22.500 0.77 33.75 0 0 0| 0 1,391 0 0 360 15.000 0.65 31.03 0 0 0| 0 1,135 0 0 370 8.750 0.49 29.09 0 0 0| 0 546 0 0 380 4.750 0.32 27.87 0 0 0| 0 0 0 0 390 2.250 0.18 27.22 0 0 0| 0 1,015 0 0 400 CAB 0.02 22.29 0 0 0| 0 0 0 0 420 Total 0 0 0| 3 6,705 0 0 Indicative a-t-m Vol 26.57 Underlying Price 378.500 Time to expiry: 107 Days Dec 10 138.750 1.00 40.87 0 0 0| 0 0 0 0 240 119.000 0.99 41.46 0 0 0| 0 0 0 0 260 99.000 0.97 36.76 0 0 0| 0 0 0 0 280 80.250 0.93 35.27 0 0 0| 0 29 0 0 300 61.750 0.87 31.93 0 0 0| 0 210 0 0 320 44.750 0.78 29.65 0 0 0| 0 261 0 0 340 30.750 0.64 28.01 0 0 0| 0 2,075 0 0 360 19.250 0.49 26.50 0 0 0| 1 37 +1 0 380 11.250 0.35 25.48 0 0 0| 0 1,650 +530 0 400 3.250 0.13 24.82 0 0 0| 0 0 0 0 440 Total 0 0 0| 1 4,262 +531 0 Indicative a-t-m Vol 26.35 Underlying Price 378.500 Time to expiry: 198 Days Mar 11 139.250 0.98 40.44 0 0 0| 0 0 0 0 240 101.250 0.91 35.23 0 0 0| 0 0 0 0 280 83.250 0.87 32.59 0 0 0| 0 0 0 0 300 66.750 0.80 30.82 0 0 0| 0 24 0 0 320 51.250 0.72 28.86 0 0 0| 0 40 0 0 340 38.250 0.62 27.74 0 0 0| 3 27 +2 0 360 27.000 0.52 26.28 0 0 0| 0 0 0 0 380 18.750 0.41 25.73 0 0 0| 0 67 0 0 400 8.000 0.22 24.77 0 0 0| 0 11 0 0 440 Total 0 0 0| 3 169 +2 0 Total Calls 0 0 0| 7 11,136 +533 0 | Equity Options 22:01 Business Day Wed 1 Sep 2010 Previous Business Day Tue 31 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 26.95 Underlying Price 378.500 Time to expiry: 16 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 0.00 40.76 0 0 0| 0 3,047 0 0 300 CAB -0.01 39.35 0 0 0| 0 3 0 0 310 0.250 -0.02 37.92 0 0 0| 0 90 0 0 320 0.500 -0.04 36.61 0 0 0| 0 336 0 0 330 1.000 -0.07 35.53 0 0 0| 0 359 0 0 340 2.000 -0.13 34.12 0 0 0| 0 5 0 0 350 3.750 -0.23 33.47 0 0 0| 0 60 0 0 360 5.500 -0.34 28.23 0 0 0| 0 354 0 0 370 9.500 -0.51 26.81 0 0 0| 0 41 0 0 380 17.250 -0.66 31.71 0 0 0| 0 0 0 0 390 24.500 -0.79 30.94 0 0 0| 0 0 0 0 400 42.000 -0.94 30.29 0 0 0| 0 0 0 0 420 Total 0 0 0| 0 4,753 0 0 Indicative a-t-m Vol 26.51 Underlying Price 378.500 Time to expiry: 107 Days Dec 10 1.250 -0.03 47.00 0 0 0| 0 476 0 0 240 1.500 -0.04 41.33 0 0 0| 0 10 0 0 260 2.000 -0.06 36.78 0 0 0| 0 39 0 0 280 3.250 -0.09 33.61 0 0 0| 0 1,561 0 0 300 5.250 -0.15 30.79 0 0 0| 0 91 0 0 320 9.000 -0.24 28.96 0 0 0| 0 81 0 0 340 15.250 -0.36 27.53 0 0 0| 1 45 +1 0 360 24.250 -0.51 26.46 0 0 0| 0 0 0 0 380 36.000 -0.66 25.33 0 0 0| 0 0 0 0 400 67.750 -0.89 23.80 0 0 0| 0 0 0 0 440 Total 0 0 0| 1 2,303 +1 0 Indicative a-t-m Vol 26.22 Underlying Price 378.500 Time to expiry: 198 Days Mar 11 2.250 -0.04 38.77 0 0 0| 0 9 0 0 240 4.750 -0.10 34.13 0 0 0| 0 28 0 0 280 7.000 -0.14 31.74 0 0 0| 0 11 0 0 300 10.500 -0.20 30.03 0 0 0| 0 6 0 0 320 15.500 -0.28 28.70 0 0 0| 0 10 0 0 340 22.250 -0.38 27.21 0 0 0| 0 45 0 0 360 31.250 -0.49 26.16 0 0 0| 0 0 0 0 380 42.500 -0.60 25.26 0 0 0| 0 4 0 0 400 72.000 -0.79 24.31 0 0 0| 0 0 0 0 440 Total 0 0 0| 0 113 0 0 Total Puts 0 0 0| 1 7,169 +1 0 Grand Total 0 0 0| 80,158 18,305 +534 0 Equity Options 22:01 Business Day Wed 1 Sep 2010 Previous Business Day Tue 31 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 35.43 Underlying Price 238.200 Time to expiry: 16 Days Sep 10 38.500 0.98 39.84 0 0 0| 0 0 0 0 200 28.750 0.94 37.73 0 0 0| 0 0 0 0 210 19.500 0.86 35.36 0 0 0| 0 0 0 0 220 15.500 0.79 34.84 0 0 0| 0 0 0 0 225 12.000 0.69 35.58 0 0 0| 0 0 0 0 230 9.000 0.59 35.30 0 0 0| 0 0 0 0 235 6.500 0.48 35.46 0 0 0| 0 5 0 0 240 4.000 0.36 33.43 0 0 0| 0 0 0 0 245 2.500 0.26 32.27 0 0 0| 0 0 0 0 250 1.000 0.11 32.68 0 0 0| 0 40 0 0 260 0.250 0.04 32.42 0 0 0| 0 25 0 0 270 CAB 0.01 32.32 0 0 0| 0 7 0 0 280 CAB 0.00 31.38 0 0 0| 0 0 0 0 290 CAB 0.00 31.38 0 0 0| 0 510 0 0 300 CAB 0.00 32.93 0 0 0| 0 0 0 0 310 CAB 0.00 34.47 0 0 0| 0 27 0 0 320 CAB 0.00 34.47 0 0 0| 0 171 0 0 340 CAB 0.00 33.44 0 0 0| 0 20 0 0 360 CAB 0.00 36.21 0 0 0| 0 1 0 0 400 Total 0 0 0| 0 806 0 0 Indicative a-t-m Vol 33.82 Underlying Price 238.200 Time to expiry: 107 Days Dec 10 42.500 0.84 37.44 0 0 0| 0 0 0 0 200 28.500 0.69 37.22 0 0 0| 0 0 0 0 220 21.750 0.61 34.89 0 0 0| 0 0 0 0 230 16.250 0.52 33.70 0 0 0| 0 1 0 0 240 8.750 0.34 33.10 0 0 0| 0 1,065 0 0 260 5.000 0.22 34.66 0 0 0| 0 5 0 0 280 2.500 0.12 34.09 0 0 0| 0 20 0 0 300 1.250 0.07 35.12 0 0 0| 0 534 0 0 320 0.750 0.04 36.48 0 0 0| 0 0 0 0 340 0.500 0.02 36.80 0 0 0| 0 0 0 0 360 CAB 0.01 37.76 0 0 0| 0 8 0 0 400 Total 0 0 0| 0 1,633 0 0 Indicative a-t-m Vol 34.43 Underlying Price 238.200 Time to expiry: 198 Days Mar 11 47.250 0.78 37.64 0 0 0| 0 0 0 0 200 34.250 0.66 36.31 0 0 0| 0 0 0 0 220 28.250 0.60 35.41 0 0 0| 0 0 0 0 230 22.750 0.54 34.32 0 0 0| 0 2 0 0 240 14.500 0.40 33.10 0 0 0| 0 0 0 0 260 9.750 0.30 33.55 0 0 0| 0 0 0 0 280 6.250 0.21 33.83 0 0 0| 0 10 0 0 300 3.750 0.14 33.72 0 0 0| 0 0 0 0 320 2.000 0.08 36.45 0 0 0| 0 0 0 0 360 Total 0 0 0| 0 12 0 0 Equity Options 22:01 Business Day Wed 1 Sep 2010 Previous Business Day Tue 31 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 60.05 Underlying Price 59.050 Time to expiry: 16 Days Sep 10 19.000 1.00 62.47 0 0 0| 0 0 0 0 40 15.000 0.99 56.66 0 0 0| 0 0 0 0 44 13.000 0.99 51.68 0 0 0| 0 0 0 0 46 11.000 11.000 0.99 45.32 11.000 11.000 0 0 10| 0 20 0 0 48 7.500 0.88 51.96 0 0 0| 0 20 0 0 52 4.500 0.70 51.52 0 0 0| 0 250 0 0 56 2.750 0.48 60.05 0 0 0| 0 20 0 0 60 1.750 0.33 70.68 0 0 0| 0 1,231 0 0 64 1.000 0.18 90.77 0 0 0| 0 172 0 0 72 0.750 0.12 108.73 0 0 0| 0 0 0 0 80 CAB 0.00 102.42 0 0 0| 0 0 0 0 120 Total 0 0 10| 0 1,713 0 0 Indicative a-t-m Vol 42.85 Underlying Price 59.050 Time to expiry: 107 Days Dec 10 19.500 0.94 51.00 0 0 0| 0 0 0 0 40 15.750 0.92 43.06 0 0 0| 0 0 0 0 44 12.500 0.84 45.18 0 0 0| 0 0 0 0 48 7.250 0.64 44.71 0 0 0| 0 520 0 0 56 5.000 5.250 0.52 42.85 5.250 5.000 0 0 20| 0 195 0 0 60 3.500 0.41 42.66 0 0 0| 0 295 0 0 64 1.500 0.23 41.65 0 0 0| 0 62 0 0 72 0.750 0.13 44.32 0 0 0| 0 4 0 0 80 CAB 0.00 45.99 0 0 0| 0 0 0 0 120 Total 0 0 20| 0 1,076 0 0 Indicative a-t-m Vol 40.69 Underlying Price 59.050 Time to expiry: 198 Days Mar 11 20.000 0.91 44.53 0 0 0| 0 0 0 0 40 16.750 0.86 43.09 0 0 0| 0 0 0 0 44 13.750 0.79 43.34 0 0 0| 0 0 0 0 48 8.750 0.63 41.62 0 0 0| 0 0 0 0 56 6.750 0.54 40.69 0 0 0| 0 13 0 0 60 5.250 0.46 40.74 0 0 0| 0 38 0 0 64 1.750 0.20 41.50 0 0 0| 0 0 0 0 80 Total 0 0 0| 0 51 0 0 Total Calls 0 0 30| 0 2,840 0 0 | Equity Options 22:01 Business Day Wed 1 Sep 2010 Previous Business Day Tue 31 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 36.44 Underlying Price 238.200 Time to expiry: 16 Days Sep 10 CAB 0.00 13.76 0 0 0| 0 0 0 0 200 CAB -0.01 26.19 0 0 0| 0 0 0 0 210 1.250 -0.13 33.67 0 0 0| 0 0 0 0 220 1.750 -0.19 32.03 0 0 0| 0 0 0 0 225 4.000 -0.31 36.22 0 0 0| 0 4 0 0 230 5.750 -0.41 36.26 0 0 0| 0 0 0 0 235 8.500 -0.52 36.48 0 0 0| 0 7 0 0 240 11.000 -0.63 34.87 0 0 0| 0 5 0 0 245 14.750 -0.73 34.81 0 0 0| 0 5 0 0 250 22.750 -0.88 33.63 0 0 0| 0 35 0 0 260 32.000 -0.95 34.78 0 0 0| 0 220 0 0 270 42.000 -0.98 35.19 0 0 0| 0 15 0 0 280 51.750 -0.99 38.45 0 0 0| 0 5 0 0 290 61.750 -0.99 43.69 0 0 0| 0 5 -17 17 300 71.750 -1.00 45.46 0 0 0| 0 0 0 0 310 81.750 -1.00 47.84 0 0 0| 0 15 0 0 320 101.750 -1.00 50.62 0 0 0| 0 8 0 0 340 121.750 -1.00 50.62 0 0 0| 0 0 0 0 360 161.750 -1.00 51.41 0 0 0| 0 0 0 0 400 Total 0 0 0| 0 324 -17 17 Indicative a-t-m Vol 33.92 Underlying Price 238.200 Time to expiry: 107 Days Dec 10 4.750 -0.17 37.11 0 0 0| 0 0 0 0 200 10.250 -0.31 35.68 0 0 0| 0 0 0 0 220 14.000 -0.40 34.49 0 0 0| 0 0 0 0 230 19.000 -0.49 33.85 0 0 0| 0 531 0 0 240 30.500 -0.68 31.17 0 0 0| 0 21 0 0 260 46.750 -0.81 31.96 0 0 0| 1 83 0 0 280 64.500 -0.90 31.73 0 0 0| 0 10 0 0 300 83.500 -0.95 31.94 0 0 0| 0 54 0 0 320 103.000 -0.99 29.55 0 0 0| 0 0 0 0 340 122.750 -1.00 29.44 0 0 0| 0 2 0 0 360 162.750 -1.00 24.02 0 0 0| 0 0 0 0 400 Total 0 0 0| 1 701 0 0 Indicative a-t-m Vol 33.28 Underlying Price 238.200 Time to expiry: 198 Days Mar 11 9.000 -0.22 36.12 0 0 0| 0 0 0 0 200 15.250 -0.33 34.22 0 0 0| 0 9 0 0 220 20.000 -0.40 34.22 0 0 0| 0 14 0 0 230 24.500 -0.47 33.18 0 0 0| 0 0 0 0 240 36.500 -0.60 32.58 0 0 0| 0 0 0 0 260 51.250 -0.72 32.06 0 0 0| 0 25 0 0 280 67.250 -0.82 31.18 0 0 0| 0 0 0 0 300 85.250 -0.89 30.66 0 0 0| 0 6 0 0 320 123.000 -0.99 25.22 0 0 0| 0 0 0 0 360 Total 0 0 0| 0 54 0 0 Equity Options 22:01 Business Day Wed 1 Sep 2010 Previous Business Day Tue 31 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 0| 1 1,079 -17 17 Grand Total 0 0 0| 89,311 3,530 -17 17 ITV Plc - STND OPT (GME) Indicative a-t-m Vol 55.62 Underlying Price 59.050 Time to expiry: 16 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 0.00 35.23 0 0 0| 0 110 0 0 48 0.250 -0.07 42.48 0 0 0| 0 0 0 0 52 1.250 -0.30 51.94 0 0 0| 0 1,375 0 0 56 3.250 -0.53 55.62 0 0 0| 0 20 0 0 60 6.250 -0.71 60.75 0 0 0| 0 30 0 0 64 13.000 -0.95 54.79 0 0 0| 0 0 0 0 72 21.000 -0.97 72.79 0 0 0| 0 0 0 0 80 61.000 -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 43.18 Underlying Price 59.050 Time to expiry: 107 Days Dec 10 0.500 -0.06 50.41 0 0 0| 0 0 0 0 40 0.750 -0.10 48.10 0 0 0| 0 18 0 0 44 1.500 -0.17 46.06 0 0 0| 0 50 0 0 48 4.250 -0.36 44.90 0 0 0| 0 62 0 0 56 6.000 6.000 -0.48 43.18 6.000 6.000 0 0 10| 0 14 0 0 60 8.500 -0.59 43.32 0 0 0| 0 39 0 0 64 14.500 -0.77 42.11 0 0 0| 0 0 0 0 72 21.750 -0.88 44.22 0 0 0| 0 0 0 0 80 61.000 -0.98 60.47 0 0 0| 0 0 0 0 120 Total 0 0 10| 0 183 0 0 Indicative a-t-m Vol 41.60 Underlying Price 59.050 Time to expiry: 198 Days Mar 11 1.000 -0.09 45.97 0 0 0| 0 0 0 0 40 1.750 -0.14 44.51 0 0 0| 0 32 0 0 44 2.500 -0.20 42.30 0 0 0| 0 66 0 0 48 5.750 -0.37 42.35 0 0 0| 0 0 0 0 56 7.750 -0.46 41.60 0 0 0| 0 25 0 0 60 9.750 -0.55 39.46 0 0 0| 0 0 0 0 64 22.250 -0.82 38.56 0 0 0| 0 0 0 0 80 Total 0 0 0| 0 123 0 0 Total Puts 0 0 10| 0 1,841 0 0 Grand Total 0 0 40| 151,141 8,211 -17 17 Equity Options 22:01 Business Day Wed 1 Sep 2010 Previous Business Day Tue 31 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 42.68 Underlying Price 1236.000 Time to expiry: 16 Days Sep 10 356.000 1.00 58.93 0 0 0| 0 0 0 0 880 316.000 1.00 58.30 0 0 0| 0 0 0 0 920 276.500 0.99 56.41 0 0 0| 0 7 0 0 960 256.500 0.99 54.94 0 0 0| 0 0 0 0 980 237.000 0.98 53.47 0 0 0| 0 5 0 0 1000 188.500 0.95 50.88 0 0 0| 0 3 0 0 1050 142.000 0.89 48.25 0 0 0| 0 4 0 0 1100 99.500 0.79 44.89 0 0 0| 0 322 0 0 1150 40.000 64.500 0.63 43.97 61.500 40.000 0 0 16| 0 580 0 0 1200 37.000 0.46 42.18 0 0 0| 0 5 0 0 1250 20.000 0.29 42.20 0 0 0| 0 27 0 0 1300 9.500 0.17 41.66 0 0 0| 0 0 0 0 1350 4.000 0.08 41.14 0 0 0| 0 24 0 0 1400 0.500 0.01 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 16| 0 1,201 0 0 Indicative a-t-m Vol 46.72 Underlying Price 1236.000 Time to expiry: 107 Days Dec 10 375.500 0.90 56.12 0 0 0| 0 0 0 0 880 340.000 0.88 54.03 0 0 0| 0 0 0 0 920 307.000 0.85 53.01 0 0 0| 0 0 0 0 960 275.500 0.81 51.90 0 0 0| 0 0 0 0 1000 203.500 0.71 49.52 0 0 0| 0 271 0 0 1100 142.500 0.60 47.19 0 0 0| 0 125 0 0 1200 90.500 95.500 0.47 45.87 90.500 90.500 0 0 4| 0 78 0 0 1300 61.000 0.35 44.53 0 0 0| 0 11 0 0 1400 37.500 0.24 43.66 0 0 0| 0 3 0 0 1500 23.000 0.17 43.58 0 0 0| 0 5 0 0 1600 14.500 0.11 43.92 0 0 0| 0 2 0 0 1700 8.500 0.07 44.06 0 0 0| 0 6 0 0 1800 Total 0 0 4| 0 501 0 0 Indicative a-t-m Vol 45.36 Underlying Price 1236.000 Time to expiry: 198 Days Mar 11 398.000 0.86 52.64 0 0 0| 0 0 0 0 880 365.500 0.83 51.48 0 0 0| 0 0 0 0 920 336.500 0.81 50.89 0 0 0| 0 0 0 0 960 307.000 0.78 49.91 0 0 0| 0 0 0 0 1000 240.500 0.70 47.83 0 0 0| 3 8 +3 0 1100 182.500 0.60 45.82 0 0 0| 0 4 0 0 1200 136.000 0.51 44.55 0 0 0| 0 7 0 0 1300 99.500 0.41 43.77 0 0 0| 0 0 0 0 1400 50.000 0.25 42.21 0 0 0| 0 0 0 0 1600 Total 0 0 0| 3 19 +3 0 Equity Options 22:01 Business Day Wed 1 Sep 2010 Previous Business Day Tue 31 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 20| 3 1,721 +3 0 | Equity Options 22:01 Business Day Wed 1 Sep 2010 Previous Business Day Tue 31 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 43.68 Underlying Price 1236.000 Time to expiry: 16 Days Sep 10 CAB 0.00 60.54 0 0 0| 0 15 0 0 880 0.500 -0.01 59.80 0 0 0| 0 2 0 0 920 1.000 -0.02 58.37 0 0 0| 0 2 0 0 960 1.500 -0.02 55.82 0 0 0| 0 7 0 0 980 1.500 -0.03 52.89 0 0 0| 0 21 0 0 1000 3.500 -0.06 48.93 0 0 0| 0 17 0 0 1050 9.000 -0.13 48.83 0 0 0| 0 162 0 0 1100 30.500 16.000 -0.22 44.97 30.500 30.500 0 0 5| 0 5 0 0 1150 33.000 -0.37 45.13 0 0 0| 0 750 0 0 1200 55.500 -0.54 43.11 0 0 0| 0 4 0 0 1250 87.000 -0.71 42.18 0 0 0| 0 111 0 0 1300 127.000 -0.83 41.72 0 0 0| 0 0 0 0 1350 172.000 -0.91 42.75 0 0 0| 0 33 0 0 1400 268.500 -0.98 43.44 0 0 0| 0 21 0 0 1500 367.500 -1.00 44.13 0 0 0| 0 302 0 0 1600 467.500 -1.00 45.14 0 0 0| 0 0 0 0 1700 567.500 -1.00 46.17 0 0 0| 0 2 0 0 1800 Total 0 0 5| 0 1,454 0 0 Indicative a-t-m Vol 46.19 Underlying Price 1236.000 Time to expiry: 107 Days Dec 10 20.000 -0.10 55.16 0 0 0| 0 2 0 0 880 24.500 -0.12 53.01 0 0 0| 0 0 0 0 920 31.000 -0.15 51.78 0 0 0| 0 2 0 0 960 49.500 40.000 -0.18 51.31 49.500 49.500 0 0 1| 0 219 0 0 1000 68.000 -0.29 49.16 0 0 0| 0 750 0 0 1100 106.000 -0.41 46.54 0 0 0| 0 255 0 0 1200 200.000 160.000 -0.53 45.56 200.000 200.000 0 0 5| 0 82 0 0 1300 225.000 -0.66 44.11 0 0 0| 0 1 0 0 1400 301.000 -0.77 42.97 0 0 0| 0 0 0 0 1500 386.500 -0.85 42.58 0 0 0| 0 0 0 0 1600 478.500 -0.90 42.83 0 0 0| 0 0 0 0 1700 572.500 -0.94 42.28 0 0 0| 0 0 0 0 1800 Total 0 0 6| 0 1,311 0 0 Indicative a-t-m Vol 45.59 Underlying Price 1236.000 Time to expiry: 198 Days Mar 11 40.500 -0.14 51.79 0 0 0| 0 2 0 0 880 48.500 -0.16 50.84 0 0 0| 0 0 0 0 920 59.000 -0.19 50.26 0 0 0| 0 1 0 0 960 69.000 -0.22 49.31 0 0 0| 0 0 0 0 1000 104.000 102.500 -0.30 47.26 104.000 104.000 0 0 1| 0 16 0 0 1100 148.000 -0.40 46.45 0 0 0| 0 6 0 0 1200 197.000 -0.50 44.07 0 0 0| 0 0 0 0 1300 260.500 -0.59 43.34 0 0 0| 0 0 0 0 1400 411.000 -0.76 41.74 0 0 0| 0 1 0 0 1600 Total 0 0 1| 0 26 0 0 Total Puts 0 0 12| 0 2,791 0 0 Equity Options 22:01 Business Day Wed 1 Sep 2010 Previous Business Day Tue 31 Aug 2010 Page 16 Puts | Block | Opening Settle Delta Vola- Daily Trade Bclear Total | Official **Open Change Exer- Exer Trans Price tility High Low Volume Volume*** Volume | Volume Int cises Price | Grand Total 0 0 32| 87,023 4,512 +3 0 Equity Options 22:01 Business Day Wed 1 Sep 2010 Previous Business Day Tue 31 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 29.73 Underlying Price 212.400 Time to expiry: 16 Days Sep 10 32.750 0.96 44.91 0 0 0| 0 8 0 0 180 23.000 0.94 35.08 0 0 0| 0 0 0 0 190 18.500 0.88 35.58 0 0 0| 0 3 0 0 195 14.250 0.81 33.71 0 0 0| 25 99 +25 0 200 10.250 0.71 31.68 0 0 0| 0 0 0 0 205 6.750 0.58 30.28 0 0 0| 0 79 0 0 210 4.250 0.44 29.36 0 0 0| 0 0 0 0 215 1.000 2.500 0.30 29.09 1.000 1.000 0 0 7| 0 104 0 0 220 1.250 0.19 29.05 0 0 0| 0 0 0 0 225 0.750 0.11 29.22 0 0 0| 0 170 0 0 230 0.250 0.06 30.00 0 0 0| 0 0 0 0 235 0.250 0.03 30.00 0 0 0| 0 76 0 0 240 CAB 0.01 30.00 0 0 0| 0 0 0 0 250 CAB 0.00 30.00 0 0 0| 0 51 0 0 260 CAB 0.00 30.00 0 0 0| 0 10 0 0 280 CAB 0.00 30.00 0 0 0| 0 0 0 0 320 Total 0 0 7| 25 600 +25 0 Indicative a-t-m Vol 26.52 Underlying Price 212.400 Time to expiry: 44 Days Oct 10 33.250 0.94 33.80 0 0 0| 0 0 0 0 180 24.000 0.87 32.33 0 0 0| 0 0 0 0 190 19.750 0.81 31.28 0 0 0| 0 0 0 0 195 15.750 0.75 29.18 0 0 0| 0 0 0 0 200 12.000 0.67 27.99 0 0 0| 0 0 0 0 205 8.750 0.57 26.95 0 0 0| 0 7 0 0 210 6.250 0.46 26.23 0 0 0| 0 0 0 0 215 4.000 0.35 25.16 0 0 0| 0 0 0 0 220 2.750 0.26 25.67 0 0 0| 0 0 0 0 225 1.500 0.17 24.52 0 0 0| 0 0 0 0 230 0.500 0.07 23.89 0 0 0| 0 0 0 0 240 CAB 0.01 25.02 0 0 0| 0 0 0 0 260 Total 0 0 0| 0 7 0 0 Indicative a-t-m Vol 26.69 Underlying Price 212.400 Time to expiry: 79 Days Nov 10 34.000 0.89 33.57 0 0 0| 0 0 0 0 180 25.250 0.81 30.83 0 0 0| 0 0 0 0 190 21.250 0.76 29.66 0 0 0| 0 0 0 0 195 17.250 0.70 28.47 0 0 0| 0 0 0 0 200 14.000 0.63 27.88 0 0 0| 0 0 0 0 205 11.000 0.55 27.03 0 0 0| 0 0 0 0 210 6.500 0.39 25.91 0 0 0| 0 0 0 0 220 3.250 0.25 24.92 0 0 0| 0 0 0 0 230 Total 0 0 0| 0 0 0 0 Indicative a-t-m Vol 27.45 Underlying Price 212.400 Time to expiry: 107 Days Dec 10 Equity Options 22:01 Business Day Wed 1 Sep 2010 Previous Business Day Tue 31 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 | 35.000 0.86 33.22 0 0 0| 0 0 0 0 180 26.500 0.78 30.68 0 0 0| 0 22 0 0 190 19.250 0.67 29.00 0 0 0| 0 0 0 0 200 13.000 0.54 27.75 0 0 0| 0 12 0 0 210 8.500 0.41 26.77 0 0 0| 0 54 0 0 220 5.250 0.29 26.15 0 0 0| 0 71 0 0 230 3.000 0.19 25.32 0 0 0| 0 97 0 0 240 1.500 0.10 28.92 0 0 0| 0 7 0 0 260 1.000 0.06 32.60 0 0 0| 0 0 0 0 280 0.250 0.01 33.53 0 0 0| 0 0 0 0 320 Total 0 0 0| 0 263 0 0 Indicative a-t-m Vol 28.12 Underlying Price 212.400 Time to expiry: 198 Days Mar 11 37.750 0.79 31.51 0 0 0| 0 0 0 0 180 30.500 0.72 30.49 0 0 0| 0 0 0 0 190 23.750 0.64 29.25 0 0 0| 0 87 0 0 200 18.000 0.55 28.28 0 0 0| 0 44 0 0 210 13.500 0.46 27.74 0 0 0| 0 38 0 0 220 9.750 0.37 27.12 0 0 0| 0 16 0 0 230 7.000 0.29 26.93 0 0 0| 0 12 0 0 240 2.500 0.12 29.65 0 0 0| 0 102 0 0 280 Total 0 0 0| 0 299 0 0 Total Calls 0 0 7| 25 1,169 +25 0 | Equity Options 22:01 Business Day Wed 1 Sep 2010 Previous Business Day Tue 31 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 30.00 Underlying Price 212.400 Time to expiry: 16 Days Sep 10 0.500 -0.05 48.44 0 0 0| 0 56 0 0 180 0.750 -0.09 39.34 0 0 0| 0 115 0 0 190 0.750 -0.11 33.42 0 0 0| 0 26 0 0 195 1.500 -0.18 32.35 0 0 0| 0 329 0 0 200 2.500 -0.28 30.76 0 0 0| 0 212 0 0 205 4.250 -0.42 30.00 0 0 0| 0 47 0 0 210 6.750 -0.56 30.00 0 0 0| 0 305 0 0 215 10.000 -0.70 29.00 0 0 0| 0 33 0 0 220 14.000 -0.81 29.00 0 0 0| 0 20 0 0 225 18.250 -0.89 30.00 0 0 0| 0 40 0 0 230 23.000 -0.94 30.00 0 0 0| 0 0 0 0 235 27.750 -0.97 30.00 0 0 0| 0 30 0 0 240 37.500 -1.00 30.00 0 0 0| 0 0 0 0 250 47.500 -1.00 30.00 0 0 0| 0 21 0 0 260 67.500 -1.00 30.00 0 0 0| 0 0 0 0 280 107.500 -1.00 30.00 0 0 0| 0 0 0 0 320 Total 0 0 0| 0 1,234 0 0 Indicative a-t-m Vol 27.31 Underlying Price 212.400 Time to expiry: 44 Days Oct 10 1.500 -0.10 37.10 0 0 0| 0 0 0 0 180 2.000 -0.16 31.06 0 0 0| 0 25 0 0 190 3.000 -0.22 29.96 0 0 0| 0 0 0 0 195 4.250 -0.29 29.54 0 0 0| 0 15 0 0 200 5.750 -0.38 28.55 0 0 0| 0 0 0 0 205 8.000 -0.47 27.83 0 0 0| 0 0 0 0 210 10.500 -0.57 26.97 0 0 0| 0 2 0 0 215 13.750 -0.66 26.73 0 0 0| 0 0 0 0 220 17.250 -0.74 26.83 0 0 0| 0 0 0 0 225 21.500 -0.81 27.13 0 0 0| 0 0 0 0 230 30.500 -0.90 28.28 0 0 0| 0 0 0 0 240 49.750 -0.96 34.32 0 0 0| 0 0 0 0 260 Total 0 0 0| 0 42 0 0 Indicative a-t-m Vol 27.44 Underlying Price 212.400 Time to expiry: 79 Days Nov 10 3.500 -0.16 37.30 0 0 0| 0 0 0 0 180 4.250 -0.22 31.23 0 0 0| 0 0 0 0 190 5.250 -0.27 29.92 0 0 0| 0 0 0 0 195 6.500 -0.33 29.09 0 0 0| 0 0 0 0 200 8.250 -0.39 28.19 0 0 0| 0 0 0 0 205 10.500 -0.46 27.75 0 0 0| 0 0 0 0 210 16.000 -0.61 26.72 0 0 0| 0 0 0 0 220 23.000 -0.74 26.24 0 0 0| 0 0 0 0 230 Total 0 0 0| 0 0 0 0 Indicative a-t-m Vol 28.45 Underlying Price 212.400 Time to expiry: 107 Days Dec 10 3.750 -0.17 33.52 0 0 0| 0 99 0 0 180 Equity Options 22:01 Business Day Wed 1 Sep 2010 Previous Business Day Tue 31 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 | 5.500 -0.24 30.85 0 0 0| 0 3 0 0 190 8.750 -0.34 30.08 0 0 0| 0 180 0 0 200 12.750 -0.46 28.66 0 0 0| 0 6,010 0 0 210 18.250 -0.58 27.96 0 0 0| 0 31 0 0 220 24.750 -0.70 27.41 0 0 0| 0 35 0 0 230 32.750 -0.79 27.31 0 0 0| 0 39 0 0 240 50.500 -0.91 28.12 0 0 0| 0 0 0 0 260 70.000 -0.95 30.54 0 0 0| 0 10 0 0 280 109.750 -0.98 38.54 0 0 0| 0 0 0 0 320 Total 0 0 0| 0 6,407 0 0 Indicative a-t-m Vol 29.02 Underlying Price 212.400 Time to expiry: 198 Days Mar 11 7.000 -0.22 32.47 0 0 0| 0 10 0 0 180 9.750 -0.28 31.44 0 0 0| 0 4 0 0 190 13.000 -0.36 30.09 0 0 0| 0 27 0 0 200 21.000 17.500 -0.45 29.17 21.000 21.000 0 0 16| 0 11 0 0 210 27.000 22.750 -0.54 28.69 27.000 27.000 0 0 21| 0 0 0 0 220 29.000 -0.62 28.06 0 0 0| 0 64 0 0 230 36.250 -0.70 27.81 0 0 0| 0 142 0 0 240 71.000 -0.90 28.57 0 0 0| 0 0 0 0 280 Total 0 0 37| 0 258 0 0 Total Puts 0 0 37| 0 7,941 0 0 Grand Total 0 0 44| 123,685 9,110 +25 0 Equity Options 22:01 Business Day Wed 1 Sep 2010 Previous Business Day Tue 31 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 33.51 Underlying Price 133.900 Time to expiry: 16 Days Sep 10 34.250 0.97 77.47 0 0 0| 0 0 0 0 100 24.250 0.97 51.10 0 0 0| 0 0 0 0 110 14.500 0.92 38.23 0 0 0| 0 0 0 0 120 10.000 0.83 34.83 0 0 0| 0 0 0 0 125 6.000 0.67 33.78 0 0 0| 0 0 0 0 130 3.250 0.47 33.44 0 0 0| 0 10 0 0 135 1.750 0.28 33.72 0 0 0| 0 38 0 0 140 0.500 0.12 31.15 0 0 0| 0 0 0 0 145 0.500 0.09 38.75 0 0 0| 0 83 0 0 150 0.500 0.07 53.95 0 0 0| 0 34 0 0 160 0.500 0.06 66.68 0 0 0| 0 5 0 0 170 0.500 0.05 78.39 0 0 0| 0 5 0 0 180 Total 0 0 0| 0 175 0 0 Indicative a-t-m Vol 33.39 Underlying Price 133.900 Time to expiry: 107 Days Dec 10 35.250 0.93 40.12 0 0 0| 0 0 0 0 100 18.250 0.75 35.24 0 0 0| 0 0 0 0 120 11.750 0.60 33.70 0 0 0| 0 20 0 0 130 7.250 0.44 32.93 0 0 0| 0 3 0 0 140 4.000 0.29 32.02 0 0 0| 0 229 0 0 150 1.750 0.16 30.28 0 0 0| 0 8 0 0 160 0.750 0.07 28.44 0 0 0| 0 0 0 0 170 0.500 0.06 33.21 0 0 0| 0 9 0 0 180 Total 0 0 0| 0 269 0 0 Indicative a-t-m Vol 32.64 Underlying Price 133.900 Time to expiry: 198 Days Mar 11 36.000 0.90 38.00 0 0 0| 0 5 0 0 100 20.250 0.73 34.26 0 0 0| 0 10 0 0 120 14.250 0.60 33.19 0 0 0| 0 30 0 0 130 9.250 0.47 31.81 0 0 0| 0 21 0 0 140 5.750 0.34 31.05 0 0 0| 0 6 0 0 150 3.500 0.24 30.80 0 0 0| 0 9 0 0 160 1.250 0.11 31.02 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 22:01 Business Day Wed 1 Sep 2010 Previous Business Day Tue 31 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 31.75 Underlying Price 133.900 Time to expiry: 16 Days Sep 10 CAB -0.01 58.77 0 0 0| 0 0 0 0 100 CAB -0.02 43.66 0 0 0| 0 0 0 0 110 0.250 -0.08 36.58 0 0 0| 0 3 0 0 120 0.750 -0.16 33.58 0 0 0| 0 0 0 0 125 2.000 -0.32 31.43 0 0 0| 0 13 0 0 130 4.250 -0.53 31.83 0 0 0| 0 15 0 0 135 7.500 -0.72 32.73 0 0 0| 0 80 0 0 140 11.500 -0.89 29.13 0 0 0| 0 0 0 0 145 16.000 -0.98 24.78 0 0 0| 0 15 0 0 150 26.250 -0.99 36.54 0 0 0| 0 22 0 0 160 36.000 -1.00 38.62 0 0 0| 0 0 0 0 170 46.000 -1.00 44.05 0 0 0| 0 30 0 0 180 Total 0 0 0| 0 178 0 0 Indicative a-t-m Vol 33.09 Underlying Price 133.900 Time to expiry: 107 Days Dec 10 1.000 -0.07 40.13 0 0 0| 0 0 0 0 100 4.000 -0.25 34.80 0 0 0| 0 5 0 0 120 7.500 -0.40 33.39 0 0 0| 0 54 0 0 130 13.000 -0.56 32.64 0 0 0| 0 88 0 0 140 19.750 -0.71 31.71 0 0 0| 0 14 0 0 150 27.750 -0.83 31.75 0 0 0| 0 0 0 0 160 36.750 -0.91 31.77 0 0 0| 0 3 0 0 170 46.500 -0.95 31.66 0 0 0| 0 6 0 0 180 Total 0 0 0| 0 170 0 0 Indicative a-t-m Vol 33.40 Underlying Price 133.900 Time to expiry: 198 Days Mar 11 3.250 -0.14 39.05 0 0 0| 0 10 0 0 100 8.250 -0.33 35.15 0 0 0| 0 67 0 0 120 12.750 -0.45 33.75 0 0 0| 0 26 0 0 130 18.500 -0.57 32.88 0 0 0| 0 25 0 0 140 25.250 -0.68 32.66 0 0 0| 0 50 0 0 150 33.250 -0.77 32.13 0 0 0| 0 11 0 0 160 51.250 -0.88 33.60 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 0 0| 61,830 1,062 0 0 Equity Options 22:01 Business Day Wed 1 Sep 2010 Previous Business Day Tue 31 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 23.14 Underlying Price 641.000 Time to expiry: 16 Days Sep 10 181.250 0.99 69.82 0 0 0| 0 0 0 0 460 161.250 1.00 56.38 0 0 0| 0 0 0 0 480 121.250 1.00 37.42 0 0 0| 0 0 0 0 520 101.250 1.00 30.43 0 0 0| 0 0 0 0 540 81.250 0.99 27.68 0 0 0| 0 6 0 0 560 61.250 0.98 24.74 0 0 0| 0 35 0 0 580 42.250 0.92 23.95 0 0 0| 0 80 0 0 600 25.000 0.78 22.85 0 0 0| 0 132 0 0 620 4.000 12.250 0.52 23.11 6.500 S 4.000 0 0 12| 0 581 0 0 640 1.750 0.12 24.40 0 0 0| 0 719 0 0 680 0.250 0.02 26.74 0 0 0| 0 27 0 0 720 CAB 0.00 29.42 0 0 0| 0 23 0 0 800 Total 0 0 12| 0 1,603 0 0 Indicative a-t-m Vol 23.33 Underlying Price 641.000 Time to expiry: 44 Days Oct 10 161.500 0.99 48.48 0 0 0| 0 0 0 0 480 121.750 0.97 39.45 0 0 0| 0 0 0 0 520 82.000 0.95 29.77 0 0 0| 0 0 0 0 560 62.250 0.93 24.51 0 0 0| 0 0 0 0 580 45.500 0.81 25.54 0 0 0| 0 1 0 0 600 30.500 0.66 24.32 0 0 0| 0 2 0 0 620 11.000 18.750 0.49 23.35 11.000 S 11.000 S 0 0 7| 10 33 +5 0 640 5.500 0.20 22.27 0 0 0| 0 0 0 0 680 2.000 0.08 24.68 0 0 0| 0 0 0 0 720 Total 0 0 7| 10 36 +5 0 Indicative a-t-m Vol 24.03 Underlying Price 641.000 Time to expiry: 79 Days Nov 10 121.750 0.97 32.04 0 0 0| 0 0 0 0 520 84.000 0.88 28.78 0 0 0| 0 0 0 0 560 67.000 0.81 27.58 0 0 0| 0 0 0 0 580 51.250 0.72 26.12 0 0 0| 0 0 0 0 600 37.750 0.61 25.07 0 0 0| 0 2 0 0 620 20.500 26.500 0.50 24.07 20.500 20.000 S 0 0 11| 0 0 0 0 640 11.000 0.28 22.56 0 0 0| 0 0 0 0 680 Total 0 0 11| 0 2 0 0 Indicative a-t-m Vol 24.65 Underlying Price 641.000 Time to expiry: 107 Days Dec 10 162.000 0.97 38.81 0 0 0| 0 0 0 0 480 122.500 0.95 31.49 0 0 0| 0 0 0 0 520 85.500 0.85 28.16 0 0 0| 0 45 0 0 560 54.500 54.750 0.69 26.37 54.750 S 54.500 S 0 0 20| 0 208 0 0 600 24.250 30.750 0.50 24.69 24.250 24.250 0 0 5| 0 638 0 0 640 14.500 0.31 23.15 0 0 0| 0 130 0 0 680 6.000 0.16 22.42 0 0 0| 0 30 0 0 720 0.250 0.01 17.51 0 0 0| 0 0 0 0 800 Total 0 0 25| 0 1,051 0 0 Equity Options 22:01 Business Day Wed 1 Sep 2010 Previous Business Day Tue 31 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 23.87 Underlying Price 641.000 Time to expiry: 198 Days Mar 11 162.250 0.95 33.12 0 0 0| 0 0 0 0 480 124.500 0.89 29.32 0 0 0| 0 0 0 0 520 90.250 0.78 26.50 0 0 0| 0 0 0 0 560 54.750 61.750 0.66 25.07 54.750 54.750 0 0 10| 0 4 0 0 600 38.500 39.500 0.51 23.90 38.750 S 38.500 S 0 0 20| 0 19 0 0 640 22.500 0.36 22.59 0 0 0| 0 12 0 0 680 12.500 0.23 22.23 0 0 0| 0 10 0 0 720 3.250 0.08 21.85 0 0 0| 0 0 0 0 800 Total 0 0 30| 0 45 0 0 Total Calls 0 0 85| 10 2,737 +5 0 | Equity Options 22:01 Business Day Wed 1 Sep 2010 Previous Business Day Tue 31 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 22.55 Underlying Price 641.000 Time to expiry: 16 Days Sep 10 CAB 0.00 36.83 0 0 0| 0 0 0 0 460 CAB 0.00 36.37 0 0 0| 0 11 0 0 480 CAB 0.00 35.35 0 0 0| 0 27 0 0 520 0.250 -0.01 33.52 0 0 0| 0 5 0 0 540 0.250 -0.02 29.44 0 0 0| 0 547 0 0 560 1.000 -0.06 27.55 0 0 0| 0 1,266 0 0 580 3.000 2.750 -0.15 25.57 3.000 3.000 0 0 4| 0 467 0 0 600 7.000 -0.32 24.17 0 0 0| 0 20 0 0 620 15.250 -0.56 22.45 0 0 0| 0 151 0 0 640 47.500 -0.88 26.64 0 0 0| 0 30 0 0 680 87.250 85.750 -0.98 29.09 87.250 87.250 0 0 10| 0 468 0 0 720 165.250 -1.00 28.04 0 0 0| 0 4 0 0 800 Total 0 0 14| 0 2,996 0 0 Indicative a-t-m Vol 23.61 Underlying Price 641.000 Time to expiry: 44 Days Oct 10 2.250 -0.05 50.28 0 0 0| 0 0 0 0 480 2.250 -0.06 38.21 0 0 0| 0 0 0 0 520 3.000 -0.10 28.73 0 0 0| 0 19 0 0 560 9.750 5.750 -0.16 27.90 9.750 S 9.750 S 0 0 7| 0 8 0 0 580 9.000 -0.25 25.96 0 0 0| 0 6 0 0 600 15.500 14.750 -0.37 24.46 15.500 S 15.500 S 0 0 10| 0 20 0 0 620 32.000 23.750 -0.52 23.62 32.000 32.000 0 0 5| 0 0 0 0 640 51.250 -0.79 23.45 0 0 0| 0 5 0 0 680 86.750 -0.93 24.21 0 0 0| 0 0 0 0 720 Total 0 0 22| 0 58 0 0 Indicative a-t-m Vol 23.57 Underlying Price 641.000 Time to expiry: 79 Days Nov 10 3.750 -0.08 32.08 0 0 0| 0 0 0 0 520 7.500 -0.16 28.63 0 0 0| 0 0 0 0 560 10.500 -0.21 26.81 0 0 0| 0 0 0 0 580 15.250 -0.30 25.82 0 0 0| 0 0 0 0 600 22.000 -0.39 24.91 0 0 0| 0 0 0 0 620 30.500 -0.50 23.58 0 0 0| 0 0 0 0 640 56.250 -0.72 23.29 0 0 0| 0 0 0 0 680 Total 0 0 0| 0 0 0 0 Indicative a-t-m Vol 23.77 Underlying Price 641.000 Time to expiry: 107 Days Dec 10 3.250 -0.06 33.87 0 0 0| 0 394 0 0 480 5.500 -0.10 29.96 0 0 0| 10 625 0 0 520 11.250 -0.20 27.83 0 0 0| 0 1,354 0 0 560 21.250 -0.34 25.46 0 0 0| 0 723 0 0 600 38.000 38.250 -0.53 23.77 38.000 S 38.000 S 0 0 10| 0 128 0 0 640 64.750 -0.71 23.66 0 0 0| 3 47 -1 0 680 97.000 -0.84 23.31 0 0 0| 0 317 0 0 720 171.250 -0.97 22.77 0 0 0| 0 22 0 0 800 Total 0 0 10| 13 3,610 -1 0 Equity Options 22:01 Business Day Wed 1 Sep 2010 Previous Business Day Tue 31 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 24.56 Underlying Price 641.000 Time to expiry: 198 Days Mar 11 8.500 -0.11 31.77 0 0 0| 0 29 0 0 480 13.500 -0.17 29.28 0 0 0| 0 114 0 0 520 22.750 -0.26 27.66 0 0 0| 0 39 0 0 560 35.750 -0.38 26.13 0 0 0| 0 49 0 0 600 67.250 54.000 -0.52 24.60 67.250 67.250 0 0 10| 0 70 0 0 640 88.500 78.000 -0.66 23.33 88.500 88.500 0 0 10| 0 20 0 0 680 109.000 -0.77 23.63 0 0 0| 0 141 0 0 720 179.500 -0.91 23.78 0 0 0| 0 2,900 0 0 800 Total 0 0 20| 0 3,362 0 0 Total Puts 0 0 66| 13 10,026 -1 0 Grand Total 0 0 151| 100,783 12,763 +4 0 Equity Options 22:01 Business Day Wed 1 Sep 2010 Previous Business Day Tue 31 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 31.06 Underlying Price 94.350 Time to expiry: 16 Days Sep 10 38.250 1.00 79.27 0 0 0| 0 0 0 0 56 30.500 1.00 66.45 0 0 0| 0 0 -5 5 64 26.500 1.00 57.67 0 0 0| 0 0 0 0 68 22.500 0.99 52.95 0 0 0| 4 0 -4 4 72 18.500 0.99 46.20 0 0 0| 0 100 0 0 76 14.500 0.97 42.82 0 0 0| 20 0 -363 363 80 12.500 0.95 40.12 0 0 0| 0 0 0 0 82 10.750 0.93 38.78 0 0 0| 0 0 -161 161 84 8.750 0.88 38.55 0 0 0| 0 0 0 0 86 7.000 0.83 34.78 0 0 0| 15 353 0 0 88 5.500 0.76 33.63 0 0 0| 0 5 0 0 90 4.000 0.65 33.81 0 0 0| 0 495 0 0 92 2.750 0.54 30.06 0 0 0| 0 250 0 0 94 2.000 0.42 32.07 0 0 0| 0 7,343 0 0 96 1.250 0.31 33.06 0 0 0| 0 50 0 0 98 1.000 0.23 34.81 0 0 0| 0 236 0 0 100 CAB 0.03 37.00 0 0 0| 0 0 0 0 110 Total 0 0 0| 39 8,832 -533 533 Indicative a-t-m Vol 33.64 Underlying Price 94.350 Time to expiry: 44 Days Oct 10 19.000 0.92 46.28 0 0 0| 0 0 0 0 76 15.500 0.87 45.10 0 0 0| 0 0 0 0 80 13.750 0.84 43.64 0 0 0| 0 0 0 0 82 12.000 0.81 41.13 0 0 0| 0 0 0 0 84 10.500 0.77 40.86 0 0 0| 0 0 0 0 86 9.000 0.72 39.73 0 0 0| 0 0 0 0 88 7.500 0.67 37.55 0 0 0| 0 50 0 0 90 6.000 0.61 35.54 0 0 0| 0 23 0 0 92 4.750 0.54 34.92 0 0 0| 30 30 +30 0 94 3.500 0.47 32.36 0 0 0| 0 43 0 0 96 2.750 0.39 32.55 0 0 0| 0 0 0 0 98 2.000 0.32 31.21 0 0 0| 0 0 0 0 100 0.500 0.09 30.70 0 0 0| 0 0 0 0 110 Total 0 0 0| 30 146 +30 0 Indicative a-t-m Vol 36.13 Underlying Price 94.350 Time to expiry: 79 Days Nov 10 16.750 0.82 44.63 0 0 0| 0 0 0 0 80 13.250 0.76 40.43 0 0 0| 0 0 0 0 84 10.250 0.69 39.10 0 0 0| 0 0 0 0 88 9.000 0.64 37.99 0 0 0| 0 0 0 0 90 7.750 0.60 36.82 0 0 0| 0 0 0 0 92 6.750 0.55 36.94 0 0 0| 0 0 0 0 94 5.500 0.50 35.32 0 0 0| 0 0 0 0 96 4.500 0.44 34.25 0 0 0| 0 0 0 0 98 3.500 0.38 32.72 0 0 0| 0 0 0 0 100 Equity Options 22:01 Business Day Wed 1 Sep 2010 Previous Business Day Tue 31 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 | 1.750 0.21 36.60 0 0 0| 0 0 0 0 110 Total 0 0 0| 0 0 0 0 Indicative a-t-m Vol 37.50 Underlying Price 94.350 Time to expiry: 107 Days Dec 10 31.500 0.93 54.62 0 0 0| 0 3 0 0 64 27.500 0.92 47.53 0 0 0| 0 0 0 0 68 23.750 0.89 44.99 0 0 0| 0 2 0 0 72 20.500 0.85 42.99 0 0 0| 0 30 0 0 76 17.000 0.80 41.39 0 0 0| 0 0 0 0 80 14.250 0.74 41.20 0 0 0| 0 6 0 0 84 11.750 0.67 40.23 0 0 0| 0 61 0 0 88 8.750 0.59 37.00 0 0 0| 0 238 0 0 92 7.000 0.51 37.66 0 0 0| 0 181 0 0 96 5.250 0.43 36.58 0 0 0| 0 3,508 0 0 100 0.500 0.09 30.76 0 0 0| 0 0 0 0 120 Total 0 0 0| 0 4,029 0 0 Indicative a-t-m Vol 38.05 Underlying Price 94.350 Time to expiry: 198 Days Mar 11 32.250 0.91 46.05 0 0 0| 0 0 0 0 64 25.500 0.85 43.09 0 0 0| 0 0 0 0 72 22.250 0.81 42.05 0 0 0| 0 0 0 0 76 17.750 0.79 33.56 0 0 0| 0 0 0 0 80 16.750 0.71 40.75 0 0 0| 0 1 0 0 84 14.250 0.66 39.97 0 0 0| 0 14 0 0 88 10.500 12.000 0.60 38.63 10.500 10.500 0 0 125| 0 15 0 0 92 10.000 0.54 37.85 0 0 0| 12 34 +12 0 96 8.000 0.48 36.90 0 0 0| 0 1 0 0 100 2.000 0.19 32.26 0 0 0| 0 0 0 0 120 Total 0 0 125| 12 65 +12 0 Total Calls 0 0 125| 81 13,072 -491 533 | Equity Options 22:01 Business Day Wed 1 Sep 2010 Previous Business Day Tue 31 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 29.67 Underlying Price 94.350 Time to expiry: 16 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 0.00 56.82 0 0 0| 0 460 0 0 68 CAB -0.01 51.23 0 0 0| 0 95 0 0 72 CAB -0.01 44.55 0 0 0| 0 66 0 0 76 CAB -0.03 41.65 0 0 0| 0 95 0 0 80 0.250 -0.05 40.78 0 0 0| 0 0 0 0 82 0.250 -0.09 40.99 0 0 0| 0 65 0 0 84 0.500 -0.13 39.27 0 0 0| 0 0 0 0 86 0.750 -0.17 35.31 0 0 0| 0 8 0 0 88 1.000 -0.24 33.40 0 0 0| 0 15 0 0 90 1.500 -0.34 30.65 0 0 0| 0 0 0 0 92 2.250 -0.46 29.01 0 0 0| 0 0 0 0 94 3.500 -0.59 30.32 0 0 0| 0 35 0 0 96 4.750 -0.71 30.32 0 0 0| 0 0 0 0 98 6.250 -0.79 31.92 0 0 0| 0 0 0 0 100 15.750 -0.98 34.32 0 0 0| 0 0 0 0 110 Total 0 0 0| 0 1,266 0 0 Indicative a-t-m Vol 35.17 Underlying Price 94.350 Time to expiry: 44 Days Oct 10 0.250 -0.03 33.87 0 0 0| 0 0 0 0 76 0.500 -0.09 37.56 0 0 0| 0 0 0 0 80 1.000 -0.13 38.22 0 0 0| 0 40 0 0 82 1.250 -0.17 38.01 0 0 0| 0 0 0 0 84 1.750 -0.22 38.71 0 0 0| 0 0 0 0 86 2.250 -0.27 37.36 0 0 0| 0 23 0 0 88 3.000 -0.33 37.09 0 0 0| 0 0 0 0 90 3.500 -0.39 35.69 0 0 0| 0 0 0 0 92 4.250 -0.46 34.37 0 0 0| 0 0 0 0 94 5.750 -0.53 35.98 0 0 0| 0 0 0 0 96 6.750 -0.60 34.56 0 0 0| 0 0 0 0 98 8.000 -0.66 33.93 0 0 0| 0 0 0 0 100 16.500 -0.86 38.80 0 0 0| 0 0 0 0 110 Total 0 0 0| 0 63 0 0 Indicative a-t-m Vol 35.22 Underlying Price 94.350 Time to expiry: 79 Days Nov 10 2.250 -0.19 45.26 0 0 0| 0 0 0 0 80 2.750 -0.23 39.75 0 0 0| 0 0 0 0 84 4.000 -0.32 39.38 0 0 0| 0 0 0 0 88 4.500 -0.36 37.52 0 0 0| 0 0 0 0 90 5.000 -0.40 35.13 0 0 0| 0 0 0 0 92 6.000 -0.45 35.99 0 0 0| 0 0 0 0 94 7.000 -0.51 34.45 0 0 0| 0 0 0 0 96 8.000 -0.56 34.25 0 0 0| 0 0 0 0 98 9.250 -0.61 33.64 0 0 0| 0 0 0 0 100 16.500 -0.85 30.09 0 0 0| 0 0 0 0 110 Equity Options 22:01 Business Day Wed 1 Sep 2010 Previous Business Day Tue 31 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 36.94 Underlying Price 94.350 Time to expiry: 107 Days Dec 10 0.750 -0.05 48.66 0 0 0| 0 33 0 0 64 1.000 -0.08 47.30 0 0 0| 0 0 0 0 68 1.250 -0.11 45.06 0 0 0| 0 6 0 0 72 2.000 -0.15 43.38 0 0 0| 0 12 0 0 76 2.750 -0.20 41.85 0 0 0| 0 127 0 0 80 3.750 -0.26 40.39 0 0 0| 0 126 0 0 84 4.750 -0.33 38.90 0 0 0| 0 250 0 0 88 6.500 -0.41 38.23 0 0 0| 0 16 0 0 92 8.250 -0.49 36.50 0 0 0| 0 5 0 0 96 10.500 -0.58 35.40 0 0 0| 0 0 0 0 100 26.000 -0.93 29.48 0 0 0| 0 0 0 0 120 Total 0 0 0| 0 575 0 0 Indicative a-t-m Vol 36.65 Underlying Price 94.350 Time to expiry: 198 Days Mar 11 1.750 -0.09 46.64 0 0 0| 0 5 0 0 64 3.000 -0.16 44.23 0 0 0| 0 0 0 0 72 3.750 -0.20 42.92 0 0 0| 0 0 0 0 76 4.750 -0.24 41.63 0 0 0| 0 15 0 0 80 6.000 -0.29 40.10 0 0 0| 0 6 0 0 84 7.500 -0.34 38.88 0 0 0| 0 10 0 0 88 9.000 -0.40 37.84 0 0 0| 8 21 +8 0 92 10.750 -0.47 36.26 0 0 0| 0 0 0 0 96 13.000 -0.53 35.75 0 0 0| 0 0 0 0 100 27.500 -0.81 32.79 0 0 0| 0 0 0 0 120 Total 0 0 0| 8 57 +8 0 Total Puts 0 0 0| 8 1,961 +8 0 Grand Total 0 0 125| 139,779 15,033 -483 533 Equity Options 22:01 Business Day Wed 1 Sep 2010 Previous Business Day Tue 31 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 34.76 Underlying Price 71.480 Time to expiry: 16 Days Sep 10 31.500 1.00 61.80 0 0 0| 0 1 0 0 40 26.500 1.00 53.82 0 0 0| 0 3 0 0 45 23.500 1.00 50.96 0 0 0| 0 1,371 0 0 48 18.500 1.00 46.59 0 0 0| 0 1,418 0 0 53 12.500 0.98 42.57 0 0 0| 0 16,840 0 0 59 6.250 7.750 0.92 38.55 6.250 6.250 0 0 24| 0 2,201 -50 50 64 5.000 5.250 0.79 39.10 5.000 5.000 0 0 2| 0 12,957 0 0 67 3.500 4.500 0.75 37.55 4.000 3.250 0 0 36| 25 80 +25 0 68 1.500 2.000 0.48 34.76 1.750 1.500 0 0 398| 0 2,268 +1,500 0 72 0.750 0.22 34.51 0 0 0| 0 567 0 0 76 0.250 0.07 35.20 0 0 0| 0 25,230 0 0 80 CAB 0.00 39.43 0 0 0| 0 75 0 0 107 CAB 0.00 43.14 0 0 0| 0 0 0 0 120 Total 0 0 460| 25 63,011 +1,475 50 Indicative a-t-m Vol 38.27 Underlying Price 71.480 Time to expiry: 44 Days Oct 10 27.750 0.97 78.27 0 0 0| 0 0 0 0 44 23.750 0.96 67.41 0 0 0| 0 0 0 0 48 15.750 0.94 47.82 0 0 0| 0 0 0 0 56 12.000 0.91 40.39 0 0 0| 0 386 0 0 60 9.000 0.79 43.13 0 0 0| 200 1,242 +200 0 64 6.000 0.67 40.19 0 0 0| 0 63 0 0 68 3.500 0.51 38.27 0 0 0| 0 358 0 0 72 2.250 0.36 40.49 0 0 0| 0 2,936 0 0 76 1.250 0.22 38.67 0 0 0| 0 3,182 0 0 80 0.750 0.15 40.93 0 0 0| 0 0 0 0 84 0.500 0.09 42.09 0 0 0| 0 0 0 0 88 CAB 0.03 42.09 0 0 0| 0 0 0 0 96 Total 0 0 0| 200 8,167 +200 0 Indicative a-t-m Vol 40.54 Underlying Price 71.480 Time to expiry: 79 Days Nov 10 24.250 0.93 64.39 0 0 0| 0 0 0 0 48 16.750 0.87 51.47 0 0 0| 0 0 0 0 56 9.250 10.250 0.74 45.08 9.250 9.250 0 0 1| 0 0 0 0 64 7.750 0.64 43.59 0 0 0| 0 0 0 0 68 5.250 0.53 40.54 0 0 0| 0 0 0 0 72 2.250 0.30 38.10 0 0 0| 0 0 0 0 80 0.750 0.13 35.79 0 0 0| 0 0 0 0 88 Total 0 0 1| 0 0 0 0 Indicative a-t-m Vol 41.49 Underlying Price 71.480 Time to expiry: 107 Days Dec 10 55.500 1.00 80.97 0 0 0| 0 10 0 0 16 50.500 1.00 76.97 0 0 0| 0 10 0 0 21 46.500 1.00 72.97 0 0 0| 0 25 0 0 25 40.500 0.99 69.12 0 0 0| 0 0 0 0 31 Equity Options 22:01 Business Day Wed 1 Sep 2010 Previous Business Day Tue 31 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 | 38.750 0.99 66.17 0 0 0| 0 2 0 0 33 34.750 0.99 60.68 0 0 0| 0 10 0 0 37 30.750 0.97 57.90 0 0 0| 0 335 0 0 41 27.000 0.95 55.77 0 0 0| 0 0 0 0 45 23.500 0.92 54.90 0 0 0| 0 189 0 0 49 21.750 0.90 53.83 0 0 0| 0 3,738 0 0 51 13.500 0.77 49.10 0 0 0| 0 15,750 0 0 61 11.250 0.72 47.06 0 0 0| 0 30 0 0 64 8.500 0.63 43.84 0 0 0| 0 315 0 0 68 6.250 6.750 0.56 41.71 6.250 6.250 0 0 49| 0 5,847 0 0 71 6.250 0.54 41.49 0 0 0| 0 860 0 0 72 4.750 0.45 42.74 0 0 0| 0 3,392 0 0 76 3.500 0.36 42.55 0 0 0| 0 2,656 0 0 80 3.250 0.34 42.27 0 0 0| 0 10,601 0 0 81 1.250 0.16 39.93 0 0 0| 0 8,543 0 0 91 0.250 0.05 37.67 0 0 0| 0 3,580 0 0 102 0.250 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 49| 0 56,471 0 0 Indicative a-t-m Vol 43.11 Underlying Price 71.480 Time to expiry: 198 Days Mar 11 32.750 0.93 62.20 0 0 0| 0 0 0 0 40 29.000 0.91 57.51 0 0 0| 0 0 0 0 44 25.500 0.89 54.72 0 0 0| 0 30 0 0 48 19.750 0.80 53.74 0 0 0| 0 19 0 0 56 16.250 0.75 48.01 0 0 0| 0 8,435 0 0 60 13.500 0.69 45.79 0 0 0| 0 1,013 0 0 64 7.750 9.000 0.56 43.11 7.750 7.750 0 0 2| 0 10,476 0 0 72 5.500 0.41 40.25 0 0 0| 0 971 0 0 80 3.000 0.28 38.17 0 0 0| 0 8 0 0 88 0.500 0.05 39.97 0 0 0| 0 0 0 0 120 Total 0 0 2| 0 20,952 0 0 Indicative a-t-m Vol 43.38 Underlying Price 71.480 Time to expiry: 289 Days Jun 11 40.500 0.96 63.51 0 0 0| 0 5,900 0 0 32 33.500 0.92 57.85 0 0 0| 0 1,964 0 0 40 26.750 0.86 53.43 0 0 0| 0 0 0 0 48 23.000 0.82 50.74 0 0 0| 0 273 0 0 53 20.750 0.79 49.39 0 0 0| 0 0 0 0 56 18.000 0.74 47.94 0 0 0| 0 40 0 0 60 15.500 0.69 46.91 0 0 0| 0 7 0 0 64 11.000 0.58 43.38 0 0 0| 0 536 0 0 72 7.500 0.46 41.49 0 0 0| 0 790 0 0 80 2.250 0.18 40.62 0 0 0| 0 31 0 0 107 1.250 0.11 41.13 0 0 0| 0 0 0 0 120 Total 0 0 0| 0 9,541 0 0 Equity Options 22:01 Business Day Wed 1 Sep 2010 Previous Business Day Tue 31 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 42.99 Underlying Price 71.480 Time to expiry: 471 Days Dec 11 56.000 0.99 67.37 0 0 0| 0 0 0 0 16 51.250 0.98 66.13 0 0 0| 0 0 0 0 21 47.750 0.97 63.02 0 0 0| 0 0 0 0 25 45.750 0.96 61.48 0 0 0| 0 0 0 0 27 42.500 0.94 59.58 0 0 0| 0 0 0 0 31 41.500 0.94 58.92 0 0 0| 0 0 0 0 32 40.750 0.94 58.44 0 0 0| 0 0 0 0 33 37.250 0.92 56.23 0 0 0| 0 0 0 0 37 35.000 0.90 55.41 0 0 0| 0 5 0 0 40 34.250 0.89 55.33 0 0 0| 0 0 0 0 41 28.250 0.83 51.86 0 0 0| 0 0 0 0 49 26.750 0.81 51.05 0 0 0| 0 0 0 0 51 25.500 0.80 50.18 0 0 0| 0 350 0 0 53 20.500 0.72 48.13 0 0 0| 0 0 0 0 61 14.250 0.61 43.12 0 0 0| 0 306 0 0 71 10.750 0.51 41.91 0 0 0| 0 8 0 0 80 10.500 0.50 41.96 0 0 0| 0 50 0 0 81 4.000 5.000 0.29 43.27 4.000 4.000 0 0 200| 0 221 0 0 107 3.500 0.22 43.53 0 0 0| 0 0 0 0 120 Total 0 0 200| 0 940 0 0 Indicative a-t-m Vol 42.80 Underlying Price 71.480 Time to expiry: 653 Days Jun 12 36.000 0.89 51.17 0 0 0| 0 0 0 0 40 29.000 0.84 43.64 0 0 0| 0 0 0 0 48 20.750 0.74 39.40 0 0 0| 0 0 0 0 60 14.500 0.56 45.06 0 0 0| 0 0 0 0 80 3.750 0.23 37.11 0 0 0| 0 0 0 0 120 Total 0 0 0| 0 0 0 0 Indicative a-t-m Vol 48.09 Underlying Price 71.480 Time to expiry: 842 Days Dec 12 39.000 0.87 57.93 0 0 0| 0 0 0 0 40 33.750 0.83 54.22 0 0 0| 0 32 0 0 48 26.750 0.74 50.76 0 0 0| 0 15 0 0 60 17.500 0.59 46.31 0 0 0| 0 1 0 0 80 8.000 0.34 43.84 0 0 0| 0 0 0 0 120 Total 0 0 0| 0 48 0 0 Total Calls 0 0 712| 225 159,130 +1,675 50 | Equity Options 22:01 Business Day Wed 1 Sep 2010 Previous Business Day Tue 31 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 40.40 Underlying Price 71.480 Time to expiry: 16 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 0.500 0.250 -0.04 53.36 0.500 0.500 0 0 249| 0 11,305 0 0 59 0.500 -0.14 49.34 0 0 0| 0 18,914 0 0 64 1.000 -0.24 44.74 0 0 0| 0 219 0 0 67 1.250 -0.28 43.19 0 0 0| 0 100 0 0 68 2.750 -0.51 40.40 0 0 0| 0 584 0 0 72 5.500 -0.75 40.15 0 0 0| 0 20 0 0 76 8.750 -0.89 40.84 0 0 0| 0 267 0 0 80 35.500 -1.00 45.07 0 0 0| 0 0 0 0 107 48.500 -1.00 48.78 0 0 0| 0 0 0 0 120 Total 0 0 249| 0 49,280 0 0 Indicative a-t-m Vol 42.54 Underlying Price 71.480 Time to expiry: 44 Days Oct 10 0.250 -0.02 73.05 0 0 0| 0 0 0 0 44 0.250 -0.03 65.35 0 0 0| 0 0 0 0 48 0.500 -0.08 53.50 0 0 0| 0 2,240 0 0 56 1.000 -0.15 52.74 0 0 0| 0 49 0 0 60 1.750 -0.23 49.10 0 0 0| 0 496 0 0 64 2.750 -0.34 44.37 0 0 0| 0 535 0 0 68 4.500 -0.49 42.54 0 0 0| 0 175 0 0 72 7.000 -0.63 41.85 0 0 0| 0 25 0 0 76 10.000 -0.75 42.52 0 0 0| 0 0 0 0 80 13.250 -0.85 41.37 0 0 0| 0 0 0 0 84 17.250 -0.87 49.12 0 0 0| 0 100 0 0 88 24.500 -0.97 42.64 0 0 0| 0 0 0 0 96 Total 0 0 0| 0 3,620 0 0 Indicative a-t-m Vol 39.90 Underlying Price 71.480 Time to expiry: 79 Days Nov 10 0.500 -0.05 58.27 0 0 0| 0 0 0 0 48 1.250 -0.13 51.88 0 0 0| 0 0 0 0 56 2.500 2.500 -0.26 43.15 2.500 2.500 0 0 34| 0 250 0 0 64 3.750 -0.36 41.47 0 0 0| 0 225 0 0 68 5.500 5.500 -0.48 39.90 5.500 5.500 0 0 20| 0 0 0 0 72 10.750 -0.70 39.34 0 0 0| 0 0 0 0 80 17.250 -0.86 37.80 0 0 0| 0 0 0 0 88 Total 0 0 54| 0 475 0 0 Indicative a-t-m Vol 41.49 Underlying Price 71.480 Time to expiry: 107 Days Dec 10 CAB 0.00 85.64 0 0 0| 0 1,000 0 0 16 CAB 0.00 81.64 0 0 0| 0 0 0 0 21 CAB 0.00 77.64 0 0 0| 0 4 0 0 25 CAB -0.01 73.79 0 0 0| 0 650 0 0 31 0.250 -0.01 70.84 0 0 0| 0 335 0 0 33 Equity Options 22:01 Business Day Wed 1 Sep 2010 Previous Business Day Tue 31 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 65.35 0 0 0| 0 1,525 0 0 37 0.750 0.500 -0.03 62.57 0.750 0.750 0 0 128| 0 7,848 0 0 41 0.750 -0.06 63.85 0 0 0| 0 250 0 0 45 1.500 0.750 -0.08 54.90 1.500 1.500 0 0 420| 0 1,097 0 0 49 1.000 -0.10 53.83 0 0 0| 0 6,161 0 0 51 3.000 -0.23 49.10 0 0 0| 0 20,718 0 0 61 3.750 -0.28 47.06 0 0 0| 0 548 0 0 64 5.000 -0.37 43.84 0 0 0| 0 768 0 0 68 6.250 -0.44 41.71 0 0 0| 0 3,391 0 0 71 6.750 -0.46 41.49 0 0 0| 0 310 0 0 72 9.250 -0.56 42.74 0 0 0| 0 28 0 0 76 12.000 -0.64 42.55 0 0 0| 0 105 0 0 80 12.750 -0.66 42.27 0 0 0| 0 277 0 0 81 20.500 -0.84 39.93 0 0 0| 0 58 0 0 91 30.750 -0.95 37.67 0 0 0| 0 11 0 0 102 40.500 -0.98 39.72 0 0 0| 0 0 0 0 112 50.500 -1.00 41.09 0 0 0| 0 16 0 0 122 70.500 -1.00 45.45 0 0 0| 0 759 0 0 142 90.500 -1.00 48.16 0 0 0| 0 0 0 0 162 172.500 -1.00 48.74 0 0 0| 0 0 0 0 244 Total 0 0 548| 0 45,859 0 0 Indicative a-t-m Vol 43.11 Underlying Price 71.480 Time to expiry: 198 Days Mar 11 1.250 -0.07 62.20 0 0 0| 0 130 0 0 40 1.500 -0.09 57.51 0 0 0| 0 0 0 0 44 2.000 -0.11 54.72 0 0 0| 0 8,713 0 0 48 3.500 3.500 -0.20 50.27 3.500 3.500 0 0 6| 0 87 0 0 56 4.500 4.500 -0.25 48.01 4.500 4.500 0 0 4| 0 104 0 0 60 5.750 -0.31 45.79 0 0 0| 0 139 0 0 64 9.250 -0.44 43.11 0 0 0| 0 456 0 0 72 13.750 -0.59 40.25 0 0 0| 0 146 0 0 80 19.250 -0.72 38.17 0 0 0| 0 0 0 0 88 48.750 -0.96 39.97 0 0 0| 0 0 0 0 120 Total 0 0 10| 0 9,775 0 0 Indicative a-t-m Vol 43.38 Underlying Price 71.480 Time to expiry: 289 Days Jun 11 1.000 -0.04 63.51 0 0 0| 0 20 0 0 32 1.750 -0.08 57.85 0 0 0| 0 25 0 0 40 3.000 -0.14 53.43 0 0 0| 0 0 0 0 48 4.000 -0.18 50.74 0 0 0| 0 1,074 0 0 53 5.000 -0.21 49.39 0 0 0| 0 0 0 0 56 6.250 -0.26 47.94 0 0 0| 0 40 0 0 60 7.750 -0.31 46.91 0 0 0| 0 195 0 0 64 11.000 -0.43 43.38 0 0 0| 0 520 0 0 72 15.500 -0.54 41.49 0 0 0| 0 29 0 0 80 37.250 -0.83 40.62 0 0 0| 0 0 0 0 107 49.250 -0.90 41.13 0 0 0| 0 10 0 0 120 Total 0 0 0| 0 1,913 0 0 Equity Options 22:01 Business Day Wed 1 Sep 2010 Previous Business Day Tue 31 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 42.99 Underlying Price 71.480 Time to expiry: 471 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 -0.03 63.02 0 0 0| 0 0 0 0 25 1.000 -0.04 61.48 0 0 0| 0 0 0 0 27 1.500 -0.06 59.58 0 0 0| 0 0 0 0 31 1.750 -0.06 58.92 0 0 0| 0 0 0 0 32 1.750 -0.06 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 3.000 -0.10 55.41 0 0 0| 0 0 0 0 40 3.250 -0.11 55.33 0 0 0| 0 0 0 0 41 5.500 -0.17 53.17 0 0 0| 0 0 0 0 49 6.000 -0.19 52.56 0 0 0| 0 0 0 0 51 6.250 -0.20 50.18 0 0 0| 0 40 0 0 53 9.250 -0.28 48.13 0 0 0| 0 357 0 0 61 13.000 -0.39 43.12 0 0 0| 0 330 0 0 71 18.500 -0.49 41.91 0 0 0| 0 85 0 0 80 19.000 -0.50 41.96 0 0 0| 0 7 0 0 81 39.750 -0.72 43.27 0 0 0| 0 0 0 0 107 51.000 -0.79 43.53 0 0 0| 0 0 0 0 120 Total 0 0 0| 0 2,319 0 0 Indicative a-t-m Vol 42.80 Underlying Price 71.480 Time to expiry: 653 Days Jun 12 3.750 -0.11 51.17 0 0 0| 0 0 0 0 40 4.750 -0.16 43.64 0 0 0| 0 0 0 0 48 8.250 -0.27 39.40 0 0 0| 0 0 0 0 60 21.500 -0.45 45.06 0 0 0| 0 0 0 0 80 51.500 -0.77 40.09 0 0 0| 0 0 0 0 120 Total 0 0 0| 0 0 0 0 Indicative a-t-m Vol 48.09 Underlying Price 71.480 Time to expiry: 842 Days Dec 12 6.500 -0.13 57.93 0 0 0| 0 0 0 0 40 8.750 -0.18 54.22 0 0 0| 0 15 0 0 48 13.500 -0.26 50.76 0 0 0| 0 15 0 0 60 24.000 -0.41 46.31 0 0 0| 0 1 0 0 80 54.000 -0.68 43.84 0 0 0| 0 0 0 0 120 Total 0 0 0| 0 31 0 0 Total Puts 0 0 861| 0 113,272 0 0 Grand Total 0 0 1,573| 245,255 272,402 +1,675 50 Equity Options 22:01 Business Day Wed 1 Sep 2010 Previous Business Day Tue 31 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 33.53 Underlying Price 113.900 Time to expiry: 16 Days Sep 10 34.000 1.00 64.95 0 0 0| 0 0 0 0 80 26.000 1.00 51.82 0 0 0| 0 0 0 0 88 18.000 0.98 44.25 0 0 0| 0 37 0 0 96 14.000 0.96 39.24 0 0 0| 0 1 0 0 100 5.500 0.71 35.06 0 0 0| 0 42 0 0 110 0.750 0.21 31.24 0 0 0| 0 97 0 0 120 CAB 0.04 36.48 0 0 0| 0 288 0 0 130 CAB 0.01 46.00 0 0 0| 0 280 0 0 140 CAB 0.00 47.00 0 0 0| 0 2,150 0 0 150 CAB 0.00 48.00 0 0 0| 0 0 0 0 160 CAB 0.00 49.00 0 0 0| 0 0 0 0 180 Total 0 0 0| 0 2,895 0 0 Indicative a-t-m Vol 40.92 Underlying Price 113.900 Time to expiry: 107 Days Dec 10 26.250 0.93 42.93 0 0 0| 0 0 0 0 88 19.750 0.80 42.47 0 0 0| 0 0 0 0 96 17.750 0.73 45.78 0 0 0| 0 100 0 0 100 11.000 0.58 41.63 0 0 0| 0 10 0 0 110 6.500 0.42 39.85 0 0 0| 0 312 0 0 120 3.500 0.27 38.45 0 0 0| 0 0 0 0 130 2.000 0.17 38.09 0 0 0| 0 14 0 0 140 0.750 0.09 36.93 0 0 0| 0 12 0 0 150 0.500 0.05 38.09 0 0 0| 0 31 0 0 160 0.250 0.03 43.62 0 0 0| 0 20 0 0 180 Total 0 0 0| 0 499 0 0 Indicative a-t-m Vol 37.70 Underlying Price 113.900 Time to expiry: 198 Days Mar 11 28.250 0.83 43.21 0 0 0| 0 60 0 0 88 22.250 0.75 40.98 0 0 0| 0 40 0 0 96 19.250 0.71 39.49 0 0 0| 0 20 0 0 100 13.500 0.59 38.12 0 0 0| 0 0 0 0 110 9.250 0.46 37.08 0 0 0| 0 10 0 0 120 5.750 0.33 35.44 0 0 0| 0 0 0 0 130 3.250 0.23 34.22 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 22:01 Business Day Wed 1 Sep 2010 Previous Business Day Tue 31 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 34.14 Underlying Price 113.900 Time to expiry: 16 Days Sep 10 CAB 0.00 57.03 0 0 0| 0 0 0 0 80 CAB -0.01 47.63 0 0 0| 0 0 0 0 88 0.250 -0.04 40.40 0 0 0| 0 100 0 0 96 0.250 -0.07 37.51 0 0 0| 0 130 0 0 100 2.750 -0.40 37.20 0 0 0| 0 3 0 0 110 8.500 -0.86 29.56 0 0 0| 0 80 0 0 120 18.250 -0.96 37.67 0 0 0| 0 201 0 0 130 28.250 -0.98 50.93 0 0 0| 0 290 0 0 140 38.000 -1.00 51.97 0 0 0| 0 10 0 0 150 48.000 -1.00 55.58 0 0 0| 0 0 0 0 160 68.000 -1.00 58.47 0 0 0| 0 0 0 0 180 Total 0 0 0| 0 814 0 0 Indicative a-t-m Vol 37.97 Underlying Price 113.900 Time to expiry: 107 Days Dec 10 1.500 -0.12 41.38 0 0 0| 0 0 0 0 88 3.250 -0.21 41.26 0 0 0| 0 0 0 0 96 4.500 -0.26 40.67 0 0 0| 0 15 0 0 100 8.250 -0.42 38.67 0 0 0| 0 39 0 0 110 13.750 -0.59 36.92 0 0 0| 0 15 0 0 120 20.500 -0.76 34.25 0 0 0| 0 26 0 0 130 28.750 -0.90 31.00 0 0 0| 0 20 0 0 140 38.500 -0.95 32.20 0 0 0| 0 0 0 0 150 48.250 -0.98 31.68 0 0 0| 0 0 0 0 160 68.000 -1.00 35.14 0 0 0| 0 0 0 0 180 Total 0 0 0| 0 115 0 0 Indicative a-t-m Vol 37.02 Underlying Price 113.900 Time to expiry: 198 Days Mar 11 3.750 -0.17 42.32 0 0 0| 0 16 0 0 88 5.750 -0.25 40.07 0 0 0| 0 10 0 0 96 7.000 -0.29 39.21 0 0 0| 0 3 0 0 100 11.000 -0.42 37.34 0 0 0| 0 18 0 0 110 16.750 -0.55 36.53 0 0 0| 0 5 0 0 120 23.000 -0.67 34.78 0 0 0| 0 0 0 0 130 31.000 -0.78 33.75 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 0 0| 64,120 4,505 0 0 Equity Options 22:01 Business Day Wed 1 Sep 2010 Previous Business Day Tue 31 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 32.77 Underlying Price 683.000 Time to expiry: 16 Days Sep 10 223.750 0.99 87.91 0 0 0| 0 0 0 0 460 203.500 0.99 70.66 0 0 0| 0 0 0 0 480 163.250 1.00 49.66 0 0 0| 0 0 0 0 520 143.250 1.00 41.42 0 0 0| 0 0 0 0 540 123.250 0.99 37.67 0 0 0| 0 36 0 0 560 103.500 0.99 35.07 0 0 0| 0 2 0 0 580 84.000 0.96 34.04 0 0 0| 0 0 0 0 600 65.250 0.91 34.03 0 0 0| 0 0 0 0 620 48.000 0.83 33.54 0 0 0| 0 27 0 0 640 33.000 0.70 33.15 0 0 0| 0 0 0 0 660 21.000 0.54 32.87 0 0 0| 0 6 0 0 680 12.000 0.38 32.20 0 0 0| 0 0 0 0 700 6.250 0.23 32.05 0 0 0| 0 62 0 0 720 1.250 0.06 31.22 0 0 0| 0 6 0 0 760 0.250 0.01 32.04 0 0 0| 0 3 0 0 800 CAB 0.00 36.14 0 0 0| 0 0 0 0 880 Total 0 0 0| 0 142 0 0 Indicative a-t-m Vol 33.59 Underlying Price 683.000 Time to expiry: 107 Days Dec 10 205.000 0.98 36.08 0 0 0| 0 0 0 0 480 167.250 0.94 35.59 0 0 0| 0 0 0 0 520 131.500 0.89 34.53 0 0 0| 0 0 0 0 560 99.500 0.79 34.33 0 0 0| 0 24 0 0 600 72.250 0.68 33.92 0 0 0| 0 21 0 0 640 50.000 0.55 33.63 0 0 0| 0 7 0 0 680 32.750 0.42 33.03 0 0 0| 0 22 0 0 720 21.000 0.30 33.14 0 0 0| 0 0 0 0 760 12.500 0.20 32.54 0 0 0| 0 50 0 0 800 4.750 0.09 33.35 0 0 0| 0 27 0 0 880 Total 0 0 0| 0 151 0 0 Indicative a-t-m Vol 33.59 Underlying Price 683.000 Time to expiry: 198 Days Mar 11 206.750 0.96 33.97 0 0 0| 0 0 0 0 480 171.500 0.90 34.59 0 0 0| 0 0 0 0 520 139.250 0.83 34.34 0 0 0| 0 0 0 0 560 111.000 0.74 34.34 0 0 0| 0 0 0 0 600 86.000 0.65 33.85 0 0 0| 0 0 0 0 640 65.750 0.55 33.60 0 0 0| 0 0 0 0 680 49.500 0.45 33.49 0 0 0| 0 4 0 0 720 26.250 0.29 32.94 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 22:01 Business Day Wed 1 Sep 2010 Previous Business Day Tue 31 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 32.74 Underlying Price 683.000 Time to expiry: 16 Days Sep 10 CAB 0.00 68.05 0 0 0| 0 0 0 0 460 CAB 0.00 62.55 0 0 0| 0 0 0 0 480 0.250 -0.01 53.62 0 0 0| 0 27 0 0 520 0.250 -0.01 50.19 0 0 0| 0 0 0 0 540 0.500 -0.02 45.38 0 0 0| 0 63 0 0 560 0.750 -0.03 41.94 0 0 0| 0 0 0 0 580 1.000 -0.04 36.44 0 0 0| 0 5 0 0 600 2.000 -0.09 33.84 0 0 0| 0 0 0 0 620 5.000 -0.18 33.99 0 0 0| 0 27 0 0 640 10.000 -0.30 33.51 0 0 0| 0 0 0 0 660 17.750 -0.46 32.77 0 0 0| 0 1 0 0 680 29.000 -0.62 32.58 0 0 0| 0 0 0 0 700 43.000 -0.77 31.86 0 0 0| 0 36 0 0 720 78.500 -0.92 33.93 0 0 0| 0 27 0 0 760 117.250 -0.98 35.86 0 0 0| 0 0 0 0 800 197.000 -0.99 47.89 0 0 0| 0 0 0 0 880 Total 0 0 0| 0 186 0 0 Indicative a-t-m Vol 33.64 Underlying Price 683.000 Time to expiry: 107 Days Dec 10 1.750 -0.03 35.90 0 0 0| 0 0 0 0 480 4.750 -0.07 35.67 0 0 0| 0 57 0 0 520 9.750 -0.14 34.78 0 0 0| 0 0 0 0 560 19.000 -0.23 34.50 0 0 0| 0 2 0 0 600 32.750 -0.35 34.06 0 0 0| 0 29 0 0 640 51.500 -0.48 33.67 0 0 0| 0 0 0 0 680 75.250 -0.60 33.26 0 0 0| 0 21 0 0 720 104.000 -0.71 33.08 0 0 0| 0 0 0 0 760 135.500 -0.81 32.39 0 0 0| 0 0 0 0 800 208.000 -0.92 32.82 0 0 0| 0 0 0 0 880 Total 0 0 0| 0 109 0 0 Indicative a-t-m Vol 33.74 Underlying Price 683.000 Time to expiry: 198 Days Mar 11 6.500 -0.07 35.23 0 0 0| 0 0 0 0 480 11.750 -0.12 34.60 0 0 0| 0 0 0 0 520 20.500 -0.19 34.44 0 0 0| 0 0 0 0 560 33.000 -0.27 34.31 0 0 0| 0 0 0 0 600 48.750 -0.36 34.02 0 0 0| 0 0 0 0 640 68.750 -0.46 33.77 0 0 0| 0 0 0 0 680 92.000 -0.55 33.37 0 0 0| 0 0 0 0 720 148.500 -0.72 32.74 0 0 0| 0 0 0 0 800 Total 0 0 0| 0 0 0 0 Total Puts 0 0 0| 0 295 0 0 Grand Total 0 0 0| 77,860 592 0 0 Equity Options 22:01 Business Day Wed 1 Sep 2010 Previous Business Day Tue 31 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 35.55 Underlying Price 1607.000 Time to expiry: 16 Days Sep 10 508.000 0.99 77.11 0 0 0| 0 0 0 0 1100 408.500 0.99 62.17 0 0 0| 0 0 0 0 1200 309.500 0.97 54.32 0 0 0| 0 0 0 0 1300 261.000 0.95 50.39 0 0 0| 0 0 0 0 1350 213.000 0.92 46.37 0 0 0| 0 4 0 0 1400 166.500 0.88 42.29 0 0 0| 0 0 0 0 1450 123.000 0.80 39.78 0 0 0| 0 0 0 0 1500 84.500 0.69 37.21 0 0 0| 0 0 0 0 1550 53.000 0.54 35.68 0 0 0| 0 2 0 0 1600 30.500 0.38 34.73 0 0 0| 0 304 0 0 1650 17.500 0.25 35.70 0 0 0| 27 27 +27 0 1700 9.500 0.15 36.64 0 0 0| 0 1 0 0 1750 6.000 0.10 39.10 0 0 0| 0 8 0 0 1800 2.000 0.04 42.11 0 0 0| 0 16 0 0 1900 0.500 0.01 44.11 0 0 0| 0 20 0 0 2000 CAB 0.00 46.11 0 0 0| 0 352 0 0 2200 CAB 0.00 47.11 0 0 0| 0 37 0 0 2400 CAB 0.00 47.11 0 0 0| 0 5 0 0 2600 CAB 0.00 47.11 0 0 0| 0 367 0 0 2800 Total 0 0 0| 27 1,143 +27 0 Indicative a-t-m Vol 41.57 Underlying Price 1607.000 Time to expiry: 107 Days Dec 10 435.000 0.89 49.19 0 0 0| 0 0 0 0 1200 351.000 0.83 47.05 0 0 0| 0 0 0 0 1300 274.000 0.76 44.77 0 0 0| 0 0 0 0 1400 207.500 0.66 43.40 0 0 0| 0 0 0 0 1500 149.500 0.56 41.63 0 0 0| 0 0 0 0 1600 105.500 0.45 40.67 0 0 0| 0 1 0 0 1700 71.000 0.34 39.68 0 0 0| 0 13 0 0 1800 45.000 0.25 38.78 0 0 0| 0 3 0 0 1900 29.000 0.18 38.38 0 0 0| 0 2 0 0 2000 12.000 0.09 38.83 0 0 0| 0 2 0 0 2200 5.000 0.04 39.43 0 0 0| 0 16 0 0 2400 1.500 0.01 43.82 0 0 0| 0 20 0 0 2800 Total 0 0 0| 0 57 0 0 Indicative a-t-m Vol 41.92 Underlying Price 1607.000 Time to expiry: 198 Days Mar 11 466.000 0.84 49.37 0 0 0| 0 0 0 0 1200 389.500 0.79 47.26 0 0 0| 0 0 0 0 1300 319.500 0.72 45.51 0 0 0| 0 0 0 0 1400 256.500 0.65 43.88 0 0 0| 0 0 0 0 1500 200.000 0.57 41.99 0 0 0| 0 2 0 0 1600 155.000 0.49 41.02 0 0 0| 0 1 0 0 1700 118.500 0.41 40.29 0 0 0| 0 3 0 0 1800 65.000 0.27 38.84 0 0 0| 0 3 0 0 2000 Total 0 0 0| 0 9 0 0 Equity Options 22:01 Business Day Wed 1 Sep 2010 Previous Business Day Tue 31 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 0| 27 1,209 +27 0 | Equity Options 22:01 Business Day Wed 1 Sep 2010 Previous Business Day Tue 31 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 36.77 Underlying Price 1607.000 Time to expiry: 16 Days Sep 10 CAB 0.00 63.45 0 0 0| 0 0 0 0 1100 0.500 -0.01 57.81 0 0 0| 0 1 0 0 1200 3.000 -0.04 56.93 0 0 0| 0 0 0 0 1300 4.500 -0.05 52.13 0 0 0| 0 0 0 0 1350 5.500 -0.08 46.40 0 0 0| 0 3 0 0 1400 8.500 -0.12 41.62 0 0 0| 0 300 0 0 1450 15.500 -0.19 39.33 0 0 0| 0 21 0 0 1500 27.000 -0.31 37.20 0 0 0| 0 0 0 0 1550 47.500 -0.46 36.84 0 0 0| 0 10 0 0 1600 75.000 -0.62 36.34 0 0 0| 0 0 0 0 1650 109.500 -0.76 35.37 0 0 0| 0 5 0 0 1700 151.500 -0.86 35.89 0 0 0| 0 0 0 0 1750 196.500 -0.93 35.31 0 0 0| 0 40 0 0 1800 294.000 -0.98 38.24 0 0 0| 0 2 0 0 1900 393.000 -0.99 40.88 0 0 0| 0 20 0 0 2000 593.000 -1.00 44.39 0 0 0| 0 0 0 0 2200 793.000 -1.00 47.03 0 0 0| 0 15 0 0 2400 993.000 -1.00 55.81 0 0 0| 0 0 0 0 2600 1193.000 -1.00 59.33 0 0 0| 0 4 0 0 2800 Total 0 0 0| 0 421 0 0 Indicative a-t-m Vol 41.18 Underlying Price 1607.000 Time to expiry: 107 Days Dec 10 25.000 -0.11 48.87 0 0 0| 0 2 0 0 1200 40.500 -0.17 46.58 0 0 0| 0 0 0 0 1300 64.000 -0.24 44.82 0 0 0| 0 5 0 0 1400 96.000 -0.34 42.94 0 0 0| 0 0 0 0 1500 138.000 -0.44 41.25 0 0 0| 0 1 0 0 1600 193.500 -0.56 40.30 0 0 0| 0 1 0 0 1700 259.000 -0.66 39.30 0 0 0| 0 4 0 0 1800 333.000 -0.76 38.17 0 0 0| 0 0 0 0 1900 417.000 -0.83 37.62 0 0 0| 0 0 0 0 2000 601.000 -0.93 37.68 0 0 0| 0 2 0 0 2200 794.000 -0.98 36.54 0 0 0| 0 2 0 0 2400 1193.000 -1.00 42.06 0 0 0| 0 0 0 0 2800 Total 0 0 0| 0 17 0 0 Indicative a-t-m Vol 41.66 Underlying Price 1607.000 Time to expiry: 198 Days Mar 11 53.500 -0.16 47.24 0 0 0| 0 4 0 0 1200 78.000 -0.21 45.84 0 0 0| 0 1 0 0 1300 111.000 109.000 -0.28 44.47 111.000 111.000 0 0 1| 0 1 0 0 1400 146.500 -0.35 43.01 0 0 0| 0 1 0 0 1500 192.000 -0.43 41.72 0 0 0| 0 2 0 0 1600 247.000 -0.52 40.81 0 0 0| 0 2 0 0 1700 310.000 -0.60 40.00 0 0 0| 0 2 0 0 1800 455.500 -0.74 38.30 0 0 0| 0 2 0 0 2000 Total 0 0 1| 0 15 0 0 Equity Options 22:01 Business Day Wed 1 Sep 2010 Previous Business Day Tue 31 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 1| 0 453 0 0 Grand Total 0 0 1| 89,337 1,662 +27 0 Equity Options 22:01 Business Day Wed 1 Sep 2010 Previous Business Day Tue 31 Aug 2010 Page 45 Calls | Block | Opening Settle Delta Vola- Daily Trade Bclear Total | Official **Open Change Exer- Exer Trans Price tility High Low Volume Volume*** Volume | Volume Int cises Price | Man Group Plc - STND OPT (EMG) Indicative a-t-m Vol 39.18 Underlying Price 216.500 Time to expiry: 16 Days Sep 10 36.750 0.98 43.13 0 0 0| 0 0 0 0 180 27.250 0.93 43.52 0 0 0| 0 0 0 0 190 18.500 0.83 40.99 0 0 0| 25 27 +25 0 200 14.750 0.75 41.38 0 0 0| 0 0 0 0 205 10.750 0.66 38.60 0 0 0| 0 65 0 0 210 8.000 0.55 38.99 0 0 0| 0 112 0 0 215 5.750 0.44 39.47 0 0 0| 0 161 0 0 220 4.000 0.34 39.57 0 0 0| 0 412 0 0 225 3.000 0.27 42.27 0 0 0| 0 564 0 0 230 2.500 0.22 46.27 0 0 0| 0 85 0 0 235 1.750 0.16 46.27 0 0 0| 5 549 0 0 240 1.250 0.12 46.27 0 0 0| 0 23 0 0 245 0.750 0.08 46.27 0 0 0| 0 30 0 0 250 0.250 0.04 46.27 0 0 0| 0 371 0 0 260 CAB 0.01 46.27 0 0 0| 0 15 0 0 270 CAB 0.01 46.27 0 0 0| 0 144 0 0 280 CAB 0.00 46.27 0 0 0| 0 65 0 0 300 CAB 0.00 46.27 0 0 0| 0 88 0 0 320 CAB 0.00 46.27 0 0 0| 0 298 0 0 340 CAB 0.00 46.27 0 0 0| 0 17 0 0 360 Total 0 0 0| 30 3,026 +25 0 Indicative a-t-m Vol 38.82 Underlying Price 216.500 Time to expiry: 44 Days Oct 10 38.750 0.89 46.02 0 0 0| 0 0 0 0 180 30.000 0.82 43.93 0 0 0| 0 0 0 0 190 22.000 0.74 41.05 0 0 0| 0 0 0 0 200 19.500 0.67 43.61 0 0 0| 0 0 0 0 205 15.750 0.61 40.65 0 0 0| 0 0 0 0 210 12.500 0.55 38.87 0 0 0| 0 0 0 0 215 10.250 0.48 38.74 0 0 0| 5 105 +5 0 220 8.500 0.42 39.77 0 0 0| 0 24 0 0 225 6.500 0.35 38.14 0 0 0| 0 5 0 0 230 5.250 0.30 38.81 0 0 0| 0 93 0 0 235 3.750 0.24 38.01 0 0 0| 0 0 0 0 240 1.000 0.09 36.57 0 0 0| 0 0 0 0 260 Total 0 0 0| 5 227 +5 0 Indicative a-t-m Vol 38.49 Underlying Price 216.500 Time to expiry: 79 Days Nov 10 41.000 0.84 44.69 0 0 0| 0 0 0 0 180 32.750 0.78 42.16 0 0 0| 1 1 +1 0 190 26.000 0.70 42.02 0 0 0| 0 0 0 0 200 22.500 0.65 40.61 0 0 0| 0 0 0 0 205 19.750 0.60 40.37 0 0 0| 0 0 0 0 210 16.500 0.55 38.69 0 0 0| 10 10 +10 0 215 14.000 0.50 38.19 0 0 0| 0 0 0 0 220 Equity Options 22:01 Business Day Wed 1 Sep 2010 Previous Business Day Tue 31 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 | 9.750 0.40 36.94 0 0 0| 0 0 0 0 230 Total 0 0 0| 11 11 +11 0 Indicative a-t-m Vol 38.91 Underlying Price 216.500 Time to expiry: 107 Days Dec 10 41.000 0.84 43.17 0 0 0| 0 5 0 0 180 33.000 0.77 41.40 0 0 0| 0 1 0 0 190 26.500 0.69 41.33 0 0 0| 0 9 0 0 200 20.000 0.60 39.09 0 0 0| 0 4 0 0 210 15.000 0.51 38.83 0 0 0| 106 186 0 0 220 11.000 0.41 37.90 0 0 0| 0 174 0 0 230 7.750 0.32 37.31 0 0 0| 0 212 0 0 240 3.500 3.750 0.19 36.99 3.500 3.500 0 0 23| 0 730 0 0 260 3.750 1.750 0.10 37.41 3.750 3.750 0 0 29| 0 699 0 0 280 1.000 0.06 38.97 0 0 0| 0 19 0 0 300 0.750 0.04 41.55 0 0 0| 0 310 0 0 320 Total 0 0 52| 106 2,349 0 0 Indicative a-t-m Vol 38.20 Underlying Price 216.500 Time to expiry: 198 Days Mar 11 42.750 0.80 39.34 0 0 0| 0 5 0 0 180 36.500 0.73 40.13 0 0 0| 0 0 0 0 190 30.000 0.66 38.85 0 0 0| 0 30 0 0 200 24.750 0.58 38.55 0 0 0| 0 0 0 0 210 20.000 0.51 38.05 0 0 0| 0 10 0 0 220 17.000 0.45 38.76 0 0 0| 5 241 0 0 230 12.500 0.37 36.50 0 0 0| 0 15 0 0 240 7.750 0.26 36.31 0 0 0| 0 61 0 0 260 4.500 0.17 35.29 0 0 0| 0 34 0 0 280 2.500 0.10 38.98 0 0 0| 0 0 0 0 320 Total 0 0 0| 5 396 0 0 Total Calls 0 0 52| 157 6,009 +41 0 | Equity Options 22:01 Business Day Wed 1 Sep 2010 Previous Business Day Tue 31 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 40.84 Underlying Price 216.500 Time to expiry: 16 Days Sep 10 0.500 -0.04 49.98 0 0 0| 0 197 0 0 180 0.750 -0.08 45.29 0 0 0| 45 79 +44 0 190 2.000 -0.18 42.22 0 0 0| 120 271 +33 0 200 3.000 -0.26 41.60 0 0 0| 0 10 0 0 205 4.500 -0.35 40.33 0 0 0| 15 1,608 0 0 210 7.000 -0.45 41.51 0 0 0| 0 71 0 0 215 9.250 -0.56 39.85 0 0 0| 0 217 0 0 220 12.500 -0.66 40.11 0 0 0| 0 0 0 0 225 16.250 -0.74 40.68 0 0 0| 0 459 0 0 230 20.500 -0.81 41.32 0 0 0| 0 6 0 0 235 24.750 -0.87 41.60 0 0 0| 8 831 0 0 240 29.500 -0.90 43.52 0 0 0| 0 0 0 0 245 34.250 -0.91 48.01 0 0 0| 0 0 0 0 250 44.000 -0.95 50.00 0 0 0| 0 111 0 0 260 53.750 -0.98 50.00 0 0 0| 0 0 0 0 270 69.000 63.500 -0.99 50.00 69.000 S 67.750 S 0 0 125| 1 362 0 0 280 83.500 -1.00 50.00 0 0 0| 0 183 0 0 300 103.500 -1.00 50.00 0 0 0| 0 17 0 0 320 123.500 -1.00 50.00 0 0 0| 0 25 0 0 340 143.500 -1.00 50.00 0 0 0| 0 12 0 0 360 Total 0 0 125| 189 4,459 +77 0 Indicative a-t-m Vol 39.43 Underlying Price 216.500 Time to expiry: 44 Days Oct 10 1.500 -0.09 42.32 0 0 0| 10 10 +10 0 180 3.000 -0.17 42.01 0 0 0| 0 0 0 0 190 5.500 -0.26 40.85 0 0 0| 0 20 0 0 200 6.750 -0.32 39.84 0 0 0| 0 0 0 0 205 9.000 -0.39 40.50 0 0 0| 0 5 0 0 210 11.250 -0.45 39.98 0 0 0| 0 10 0 0 215 13.500 -0.52 38.61 0 0 0| 0 100 0 0 220 16.000 -0.59 36.63 0 0 0| 0 0 0 0 225 19.000 -0.66 35.81 0 0 0| 0 0 0 0 230 22.750 -0.72 35.47 0 0 0| 0 0 0 0 235 27.000 -0.77 36.99 0 0 0| 0 0 0 0 240 44.250 -0.92 35.98 0 0 0| 0 0 0 0 260 Total 0 0 0| 10 145 +10 0 Indicative a-t-m Vol 37.83 Underlying Price 216.500 Time to expiry: 79 Days Nov 10 3.500 -0.15 42.07 0 0 0| 0 0 0 0 180 5.750 -0.22 40.94 0 0 0| 0 0 0 0 190 8.500 -0.30 40.16 0 0 0| 0 5 0 0 200 10.250 -0.35 39.12 0 0 0| 0 0 0 0 205 12.250 -0.39 38.76 0 0 0| 0 10 0 0 210 14.000 -0.45 37.03 0 0 0| 0 0 0 0 215 17.500 -0.50 39.02 0 0 0| 0 2 0 0 220 22.750 -0.60 36.54 0 0 0| 0 0 0 0 230 Equity Options 22:01 Business Day Wed 1 Sep 2010 Previous Business Day Tue 31 Aug 2010 Page 48 Puts | Block | Opening Settle Delta Vola- Daily Trade Bclear Total | Official **Open Change Exer- Exer Trans Price tility High Low Volume Volume*** Volume | Volume Int cises Price | Total 0 0 0| 0 17 0 0 Indicative a-t-m Vol 37.87 Underlying Price 216.500 Time to expiry: 107 Days Dec 10 6.250 -0.21 41.20 0 0 0| 0 78 0 0 180 9.000 -0.28 40.37 0 0 0| 0 1 0 0 190 12.500 -0.36 39.23 0 0 0| 106 292 0 0 200 16.750 -0.45 37.86 0 0 0| 25 1,000 0 0 210 22.750 -0.54 37.88 0 0 0| 0 65 0 0 220 29.250 -0.63 37.43 0 0 0| 5 86 0 0 230 40.000 35.750 -0.72 35.59 40.000 S 39.000 S 0 0 125| 8 263 0 0 240 52.250 -0.85 34.57 0 0 0| 0 90 0 0 260 70.500 -0.92 34.95 0 0 0| 1 5 +1 0 280 89.500 -0.98 31.77 0 0 0| 0 20 0 0 300 109.750 -0.97 39.64 0 0 0| 0 0 0 0 320 Total 0 0 125| 145 1,900 +1 0 Indicative a-t-m Vol 37.58 Underlying Price 216.500 Time to expiry: 198 Days Mar 11 10.750 -0.25 40.02 0 0 0| 0 6 0 0 180 14.500 -0.31 40.22 0 0 0| 0 0 0 0 190 18.000 -0.37 38.21 0 0 0| 0 35 0 0 200 23.500 -0.44 39.06 0 0 0| 0 0 0 0 210 28.000 -0.51 36.94 0 0 0| 5 10 +5 0 220 35.000 -0.57 37.90 0 0 0| 0 36 0 0 230 40.750 -0.64 35.71 0 0 0| 0 15 0 0 240 56.000 -0.76 34.88 0 0 0| 0 0 0 0 260 72.750 -0.85 33.42 0 0 0| 0 95 0 0 280 110.000 -0.95 32.87 0 0 0| 0 0 0 0 320 Total 0 0 0| 5 197 +5 0 Total Puts 0 0 250| 349 6,718 +93 0 Grand Total 0 0 302| 140,196 12,727 +134 0 Equity Options 22:01 Business Day Wed 1 Sep 2010 Previous Business Day Tue 31 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 23.10 Underlying Price 353.800 Time to expiry: 16 Days Sep 10 74.000 1.00 41.37 0 0 0| 0 0 0 0 280 54.250 0.98 39.23 0 0 0| 12 12 +12 0 300 34.250 0.96 27.50 0 0 0| 0 29 0 0 320 25.000 0.89 27.53 0 0 0| 0 0 0 0 330 16.500 0.78 25.52 0 0 0| 12 440 0 0 340 9.250 0.60 23.53 0 0 0| 12 32 +10 0 350 3.000 4.250 0.37 22.45 3.000 3.000 0 0 5| 0 775 0 0 360 1.500 0.18 21.70 0 0 0| 0 0 0 0 370 0.750 0.10 24.72 0 0 0| 0 181 0 0 380 0.250 0.03 30.00 0 0 0| 0 109 0 0 400 CAB 0.00 30.00 0 0 0| 0 75 0 0 420 CAB 0.00 30.00 0 0 0| 0 36 0 0 440 Total 0 0 5| 36 1,689 +22 0 Indicative a-t-m Vol 24.45 Underlying Price 353.800 Time to expiry: 44 Days Oct 10 74.500 0.98 34.17 0 0 0| 0 0 0 0 280 55.000 0.94 30.69 0 0 0| 0 0 0 0 300 36.500 0.86 27.51 0 0 0| 0 5 0 0 320 28.500 0.78 27.34 0 0 0| 0 0 0 0 330 21.000 0.69 26.03 0 0 0| 0 10 0 0 340 14.250 0.57 24.61 0 0 0| 0 0 0 0 350 9.250 0.44 24.20 0 0 0| 0 905 0 0 360 5.500 0.31 23.17 0 0 0| 0 0 0 0 370 3.000 0.20 22.79 0 0 0| 0 33 0 0 380 0.500 0.06 21.39 0 0 0| 0 0 0 0 400 Total 0 0 0| 0 953 0 0 Indicative a-t-m Vol 25.40 Underlying Price 353.800 Time to expiry: 79 Days Nov 10 75.250 0.95 32.53 0 0 0| 0 0 0 0 280 56.500 0.90 29.79 0 0 0| 0 0 0 0 300 39.750 0.80 28.80 0 0 0| 0 0 0 0 320 31.750 0.74 27.46 0 0 0| 0 0 0 0 330 25.000 0.66 26.92 0 0 0| 0 0 0 0 340 18.750 0.57 25.81 0 0 0| 0 0 0 0 350 13.250 0.47 24.79 0 0 0| 0 20 0 0 360 6.250 0.28 23.94 0 0 0| 0 25 0 0 380 2.500 0.14 23.34 0 0 0| 0 0 0 0 400 Total 0 0 0| 0 45 0 0 Indicative a-t-m Vol 25.66 Underlying Price 353.800 Time to expiry: 107 Days Dec 10 174.250 1.00 55.07 0 0 0| 0 0 0 0 180 154.250 1.00 48.20 0 0 0| 0 0 0 0 200 134.250 0.99 42.02 0 0 0| 0 0 0 0 220 114.500 0.98 38.93 0 0 0| 0 0 0 0 240 75.500 0.94 32.03 0 0 0| 0 0 0 0 280 Equity Options 22:01 Business Day Wed 1 Sep 2010 Previous Business Day Tue 31 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 | 50.250 57.750 0.88 31.04 50.250 50.250 0 0 10| 0 11 0 0 300 34.500 40.750 0.78 28.48 34.500 34.500 0 0 8| 0 16 0 0 320 26.250 0.64 26.68 0 0 0| 0 51 0 0 340 15.250 0.47 25.22 0 0 0| 0 85 0 0 360 8.000 0.30 24.47 0 0 0| 0 700 0 0 380 3.750 0.17 23.82 0 0 0| 0 145 0 0 400 1.500 0.08 22.64 0 0 0| 0 241 0 0 420 0.500 0.03 21.83 0 0 0| 0 494 0 0 440 Total 0 0 18| 0 1,743 0 0 Indicative a-t-m Vol 26.28 Underlying Price 353.800 Time to expiry: 198 Days Mar 11 77.750 0.89 31.68 0 0 0| 0 0 0 0 280 61.000 0.82 30.15 0 0 0| 0 0 0 0 300 45.750 0.72 28.50 0 0 0| 0 56 0 0 320 31.500 32.750 0.61 27.07 31.500 31.500 0 0 2| 0 87 0 0 340 18.500 22.250 0.48 25.94 18.500 18.500 0 0 20| 0 141 0 0 360 14.250 0.36 24.97 0 0 0| 0 36 0 0 380 8.750 0.26 24.31 0 0 0| 0 35 0 0 400 2.750 0.11 23.36 0 0 0| 0 1 0 0 440 Total 0 0 22| 0 356 0 0 Indicative a-t-m Vol 27.13 Underlying Price 353.800 Time to expiry: 289 Days Jun 11 115.750 0.95 35.34 0 0 0| 0 0 0 0 240 80.000 0.86 31.71 0 0 0| 0 0 0 0 280 64.000 0.78 30.11 0 0 0| 0 10 0 0 300 49.750 0.70 28.75 0 0 0| 0 146 0 0 320 37.500 0.60 27.79 0 0 0| 0 104 0 0 340 27.500 0.50 26.85 0 0 0| 0 760 0 0 360 19.250 0.40 26.01 0 0 0| 0 5 0 0 380 13.250 0.31 25.51 0 0 0| 3 18 +3 0 400 5.250 0.16 24.17 0 0 0| 0 8 0 0 440 Total 0 0 0| 3 1,051 +3 0 Indicative a-t-m Vol 27.72 Underlying Price 353.800 Time to expiry: 471 Days Dec 11 174.250 1.00 40.05 0 0 0| 0 0 0 0 180 154.500 0.99 37.27 0 0 0| 0 0 0 0 200 135.250 0.97 35.47 0 0 0| 0 0 0 0 220 116.500 0.94 33.75 0 0 0| 0 0 0 0 240 82.250 0.83 30.73 0 0 0| 0 0 0 0 280 54.750 0.67 28.84 0 0 0| 0 0 0 0 320 34.250 0.51 27.52 0 0 0| 0 1,500 0 0 360 26.500 0.43 27.07 0 0 0| 0 1,500 0 0 380 20.000 0.35 26.42 0 0 0| 0 0 0 0 400 17.000 0.28 30.48 0 0 0| 0 0 0 0 440 Total 0 0 0| 0 3,000 0 0 Indicative a-t-m Vol 27.47 Underlying Price 353.800 Time to expiry: 653 Days Jun 12 83.500 0.81 29.72 0 0 0| 0 0 0 0 280 Equity Options 22:01 Business Day Wed 1 Sep 2010 Previous Business Day Tue 31 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 | 57.750 0.66 28.32 0 0 0| 0 0 0 0 320 38.750 0.52 27.32 0 0 0| 0 0 0 0 360 24.500 0.38 26.32 0 0 0| 0 0 0 0 400 Total 0 0 0| 0 0 0 0 Indicative a-t-m Vol 27.28 Underlying Price 353.800 Time to expiry: 842 Days Dec 12 85.500 0.80 29.62 0 0 0| 0 0 0 0 280 60.750 0.66 28.21 0 0 0| 0 0 0 0 320 42.000 0.52 27.11 0 0 0| 0 0 0 0 360 28.000 0.40 26.22 0 0 0| 0 0 0 0 400 26.250 0.35 30.05 0 0 0| 0 0 0 0 440 Total 0 0 0| 0 0 0 0 Total Calls 0 0 45| 39 8,837 +25 0 | Equity Options 22:01 Business Day Wed 1 Sep 2010 Previous Business Day Tue 31 Aug 2010 Page 52 Puts | Block | Opening Settle Delta Vola- Daily Trade Bclear Total | Official **Open Change Exer- Exer Trans Price tility High Low Volume Volume*** Volume | Volume Int cises Price | Marks and Spencer plc - STND OPT (M+S) Indicative a-t-m Vol 22.61 Underlying Price 353.800 Time to expiry: 16 Days Sep 10 CAB -0.01 46.19 0 0 0| 0 146 0 0 280 CAB -0.01 34.50 0 0 0| 0 237 0 0 300 0.500 -0.05 28.62 0 0 0| 0 1,685 0 0 320 1.000 -0.10 25.48 0 0 0| 0 253 0 0 330 2.000 -0.21 23.42 0 0 0| 8 129 0 0 340 8.250 5.250 -0.40 23.32 8.250 8.250 0 0 2| 0 22 0 0 350 10.000 -0.64 21.55 0 0 0| 0 120 0 0 360 17.500 -0.83 21.26 0 0 0| 0 0 0 0 370 26.500 -0.95 20.44 0 0 0| 0 213 0 0 380 46.500 -0.97 30.22 0 0 0| 0 1 0 0 400 66.500 -0.97 41.86 0 0 0| 0 0 0 0 420 87.000 -0.95 58.86 0 0 0| 0 0 0 0 440 Total 0 0 2| 8 2,806 0 0 Indicative a-t-m Vol 24.70 Underlying Price 353.800 Time to expiry: 44 Days Oct 10 0.500 -0.03 35.96 0 0 0| 0 0 0 0 280 1.000 -0.06 31.60 0 0 0| 0 7 0 0 300 2.500 -0.14 28.07 0 0 0| 0 138 0 0 320 4.250 -0.22 27.10 0 0 0| 0 63 0 0 330 6.750 -0.31 25.85 0 0 0| 0 20 0 0 340 10.500 -0.43 24.97 0 0 0| 0 0 0 0 350 15.250 -0.56 24.29 0 0 0| 0 0 0 0 360 21.500 -0.69 23.55 0 0 0| 0 0 0 0 370 29.000 -0.80 22.86 0 0 0| 0 0 0 0 380 46.750 -0.94 22.45 0 0 0| 0 0 0 0 400 Total 0 0 0| 0 228 0 0 Indicative a-t-m Vol 25.84 Underlying Price 353.800 Time to expiry: 79 Days Nov 10 1.250 -0.05 30.44 0 0 0| 0 0 0 0 280 3.250 -0.13 29.96 0 0 0| 0 0 0 0 300 7.000 -0.24 28.68 0 0 0| 0 10 0 0 320 9.750 -0.31 27.76 0 0 0| 0 4 0 0 330 13.250 -0.39 26.81 0 0 0| 0 0 0 0 340 17.500 -0.49 26.08 0 0 0| 0 0 0 0 350 23.000 -0.58 25.49 0 0 0| 0 0 0 0 360 36.500 -0.76 24.23 0 0 0| 0 0 0 0 380 53.250 -0.88 23.78 0 0 0| 0 0 0 0 400 Total 0 0 0| 0 14 0 0 Indicative a-t-m Vol 25.97 Underlying Price 353.800 Time to expiry: 107 Days Dec 10 0.250 0.00 50.03 0 0 0| 0 0 0 0 180 0.750 0.250 -0.01 45.00 0.750 0.750 0 0 30| 0 45 0 0 200 0.250 -0.01 40.00 0 0 0| 0 80 0 0 220 0.750 -0.03 37.74 0 0 0| 0 573 0 0 240 3.250 -0.10 33.64 0 0 0| 0 1,689 0 0 280 5.500 -0.16 31.06 0 0 0| 25 306 +25 0 300 Equity Options 22:01 Business Day Wed 1 Sep 2010 Previous Business Day Tue 31 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 | 9.250 -0.26 28.42 0 0 0| 0 234 0 0 320 15.750 -0.40 26.71 0 0 0| 5 1,693 +5 0 340 28.250 25.750 -0.56 25.65 28.250 28.250 0 0 28| 0 2,131 0 0 360 38.750 -0.72 24.61 0 0 0| 0 719 0 0 380 62.000 55.000 -0.83 24.51 62.000 62.000 0 0 6| 0 98 0 0 400 72.750 -0.91 24.08 0 0 0| 0 0 0 0 420 91.750 -0.96 23.98 0 0 0| 0 4 0 0 440 Total 0 0 64| 30 7,572 +30 0 Indicative a-t-m Vol 26.40 Underlying Price 353.800 Time to expiry: 198 Days Mar 11 7.250 -0.15 32.61 0 0 0| 0 36 0 0 280 12.500 10.250 -0.21 29.98 12.500 12.500 0 0 10| 0 25 0 0 300 15.500 -0.30 28.46 0 0 0| 0 60 0 0 320 23.000 -0.41 27.07 0 0 0| 0 39 0 0 340 32.750 -0.52 26.12 0 0 0| 0 52 0 0 360 45.000 -0.64 25.23 0 0 0| 0 45 0 0 380 59.250 -0.75 24.56 0 0 0| 0 0 0 0 400 93.500 -0.90 23.83 0 0 0| 0 0 0 0 440 Total 0 0 10| 0 257 0 0 Indicative a-t-m Vol 26.97 Underlying Price 353.800 Time to expiry: 289 Days Jun 11 5.750 -0.10 35.04 0 0 0| 0 54 0 0 240 12.750 -0.20 31.86 0 0 0| 0 117 0 0 280 17.500 -0.27 30.13 0 0 0| 0 47 0 0 300 24.250 -0.36 28.82 0 0 0| 0 14 0 0 320 32.750 -0.45 27.57 0 0 0| 0 5 0 0 340 43.750 -0.55 26.71 0 0 0| 0 517 0 0 360 56.250 -0.64 25.93 0 0 0| 0 10 0 0 380 70.500 -0.73 25.15 0 0 0| 0 10 0 0 400 104.500 -0.85 25.31 0 0 0| 0 0 0 0 440 Total 0 0 0| 0 774 0 0 Indicative a-t-m Vol 27.82 Underlying Price 353.800 Time to expiry: 471 Days Dec 11 5.750 -0.06 43.23 0 0 0| 0 2,000 0 0 180 5.750 -0.08 37.62 0 0 0| 0 0 0 0 200 7.250 -0.10 34.36 0 0 0| 0 0 0 0 220 9.250 -0.13 31.55 0 0 0| 0 0 0 0 240 19.250 -0.24 30.09 0 0 0| 0 0 0 0 280 35.000 -0.38 28.96 0 0 0| 0 0 0 0 320 55.750 -0.52 27.62 0 0 0| 0 500 0 0 360 68.250 -0.60 26.98 0 0 0| 0 300 0 0 380 82.000 -0.67 26.42 0 0 0| 0 0 0 0 400 117.500 -0.74 29.17 0 0 0| 0 0 0 0 440 Total 0 0 0| 0 2,800 0 0 Indicative a-t-m Vol 27.51 Underlying Price 353.800 Time to expiry: 653 Days Jun 12 27.500 -0.27 30.00 0 0 0| 0 0 0 0 280 44.000 -0.40 28.54 0 0 0| 0 0 0 0 320 66.000 -0.53 27.32 0 0 0| 0 0 0 0 360 Equity Options 22:01 Business Day Wed 1 Sep 2010 Previous Business Day Tue 31 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 | 92.500 -0.65 26.32 0 0 0| 0 0 0 0 400 Total 0 0 0| 0 0 0 0 Indicative a-t-m Vol 27.28 Underlying Price 353.800 Time to expiry: 842 Days Dec 12 33.250 -0.29 29.62 0 0 0| 0 0 0 0 280 50.750 -0.40 28.21 0 0 0| 0 0 0 0 320 73.000 -0.52 27.11 0 0 0| 0 0 0 0 360 99.000 -0.63 26.22 0 0 0| 0 0 0 0 400 147.500 -0.61 36.16 0 0 0| 0 0 0 0 440 Total 0 0 0| 0 0 0 0 Total Puts 0 0 76| 38 14,451 +30 0 Grand Total 0 0 121| 183,277 23,288 +55 0 Equity Options 22:01 Business Day Wed 1 Sep 2010 Previous Business Day Tue 31 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 28.64 Underlying Price 298.600 Time to expiry: 16 Days Sep 10 78.750 0.99 60.92 0 0 0| 0 0 0 0 220 69.000 0.98 58.06 0 0 0| 0 0 0 0 230 59.000 0.98 53.21 0 0 0| 0 0 0 0 240 39.000 0.97 34.02 0 0 0| 0 0 0 0 260 29.250 0.93 32.06 0 0 0| 0 0 0 0 270 20.250 0.85 30.50 0 0 0| 0 0 0 0 280 12.750 0.69 29.78 0 0 0| 0 0 0 0 290 6.750 0.48 28.52 0 0 0| 0 15 0 0 300 3.250 0.29 29.01 0 0 0| 0 16 0 0 310 1.250 0.14 28.78 0 0 0| 0 22 0 0 320 0.750 0.07 31.09 0 0 0| 0 0 0 0 330 0.250 0.03 32.35 0 0 0| 0 3 0 0 340 CAB 0.00 32.35 0 0 0| 0 2 0 0 360 CAB 0.00 34.24 0 0 0| 0 0 0 0 380 CAB 0.00 37.38 0 0 0| 0 0 0 0 400 Total 0 0 0| 0 58 0 0 Indicative a-t-m Vol 30.50 Underlying Price 298.600 Time to expiry: 107 Days Dec 10 62.250 0.90 34.91 0 0 0| 0 0 0 0 240 45.250 0.81 33.02 0 0 0| 0 0 0 0 260 30.750 0.68 31.46 0 0 0| 0 0 0 0 280 19.250 0.53 30.45 0 0 0| 0 9 0 0 300 11.500 0.37 30.28 0 0 0| 0 74 0 0 320 6.250 0.24 29.56 0 0 0| 0 0 0 0 340 3.250 0.14 29.34 0 0 0| 0 7 0 0 360 0.750 0.04 28.83 0 0 0| 0 0 0 0 400 Total 0 0 0| 0 90 0 0 Indicative a-t-m Vol 32.50 Underlying Price 298.600 Time to expiry: 198 Days Mar 11 67.000 0.84 34.80 0 0 0| 0 0 0 0 240 51.750 0.76 33.66 0 0 0| 0 0 0 0 260 39.500 0.66 33.59 0 0 0| 0 0 0 0 280 28.250 0.55 32.45 0 0 0| 0 2 0 0 300 20.000 0.44 31.93 0 0 0| 0 0 0 0 320 13.750 0.34 31.54 0 0 0| 0 0 0 0 340 9.000 0.25 30.96 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 22:01 Business Day Wed 1 Sep 2010 Previous Business Day Tue 31 Aug 2010 Page 56 Puts | Block | Opening Settle Delta Vola- Daily Trade Bclear Total | Official **Open Change Exer- Exer Trans Price tility High Low Volume Volume*** Volume | Volume Int cises Price | Mitchells & Butlers plc - STND OPT (MAB) Indicative a-t-m Vol 30.95 Underlying Price 298.600 Time to expiry: 16 Days Sep 10 CAB 0.00 49.36 0 0 0| 0 0 0 0 220 CAB 0.00 46.90 0 0 0| 0 0 0 0 230 CAB -0.01 43.21 0 0 0| 0 70 0 0 240 0.250 -0.03 34.61 0 0 0| 0 217 0 0 260 0.500 -0.06 31.53 0 0 0| 0 0 0 0 270 2.250 -0.18 33.71 0 0 0| 0 3 0 0 280 4.500 -0.32 32.23 0 0 0| 0 0 0 0 290 8.750 -0.51 30.81 0 0 0| 0 0 0 0 300 14.750 -0.71 29.44 0 0 0| 0 0 0 0 310 23.500 -0.82 33.87 0 0 0| 0 10 0 0 320 32.500 -0.89 36.35 0 0 0| 0 0 0 0 330 42.250 -0.92 40.84 0 0 0| 0 0 0 0 340 61.500 -0.98 43.78 0 0 0| 0 0 0 0 360 81.500 -0.99 48.92 0 0 0| 0 0 0 0 380 101.500 -1.00 51.78 0 0 0| 0 0 0 0 400 Total 0 0 0| 0 300 0 0 Indicative a-t-m Vol 30.91 Underlying Price 298.600 Time to expiry: 107 Days Dec 10 3.500 -0.11 35.88 0 0 0| 0 4 0 0 240 6.500 -0.20 33.73 0 0 0| 0 0 0 0 260 12.250 -0.32 32.46 0 0 0| 0 3 0 0 280 20.500 -0.47 30.83 0 0 0| 0 0 0 0 300 31.750 -0.64 29.29 0 0 0| 0 25 0 0 320 47.250 -0.76 30.03 0 0 0| 0 0 0 0 340 64.250 -0.86 29.94 0 0 0| 0 0 0 0 360 103.750 -0.90 39.02 0 0 0| 0 0 0 0 400 Total 0 0 0| 0 32 0 0 Indicative a-t-m Vol 32.55 Underlying Price 298.600 Time to expiry: 198 Days Mar 11 8.250 -0.17 36.52 0 0 0| 0 6 0 0 240 13.250 -0.25 35.18 0 0 0| 0 0 0 0 260 20.000 -0.35 33.88 0 0 0| 20 95 +20 0 280 28.750 -0.45 32.48 0 0 0| 0 15 0 0 300 40.250 -0.56 32.01 0 0 0| 0 0 0 0 320 54.000 -0.67 31.64 0 0 0| 0 0 0 0 340 69.500 -0.76 31.41 0 0 0| 0 0 0 0 360 Total 0 0 0| 20 116 +20 0 Total Puts 0 0 0| 20 448 +20 0 Grand Total 0 0 0| 68,720 613 +20 0 Equity Options 22:01 Business Day Wed 1 Sep 2010 Previous Business Day Tue 31 Aug 2010 Page 57 Calls | Block | Opening Settle Delta Vola- Daily Trade Bclear Total | Official **Open Change Exer- Exer Trans Price tility High Low Volume Volume*** Volume | Volume Int cises Price | Morrison (Wm) Supermarkets plc - STND OPT (MWR) Indicative a-t-m Vol 19.59 Underlying Price 290.900 Time to expiry: 16 Days Sep 10 71.000 1.00 36.01 0 0 0| 0 0 0 0 220 61.000 1.00 33.92 0 0 0| 0 0 0 0 230 51.000 1.00 32.98 0 0 0| 0 30 0 0 240 41.000 0.99 29.94 0 0 0| 0 0 0 0 250 31.250 0.97 27.65 0 0 0| 0 20 0 0 260 21.500 0.93 23.71 0 0 0| 0 4 0 0 270 12.250 12.750 0.80 22.32 12.500 S 12.250 0 0 7| 0 1,535 0 0 280 5.500 0.54 19.58 0 0 0| 0 12 0 0 290 1.750 0.24 19.67 0 0 0| 0 112 0 0 300 CAB 0.00 17.08 0 0 0| 0 22 0 0 320 CAB 0.00 17.73 0 0 0| 0 0 0 0 340 CAB 0.00 21.26 0 0 0| 0 0 0 0 360 Total 0 0 7| 0 1,735 0 0 Indicative a-t-m Vol 17.20 Underlying Price 290.900 Time to expiry: 44 Days Oct 10 62.000 0.95 43.90 0 0 0| 0 0 0 0 230 51.250 0.99 27.09 0 0 0| 0 0 0 0 240 31.500 0.96 20.31 0 0 0| 0 0 0 0 260 22.000 0.89 19.21 0 0 0| 0 15 0 0 270 13.750 0.75 18.08 0 0 0| 0 10 0 0 280 7.250 0.53 17.21 0 0 0| 0 18 0 0 290 3.250 0.31 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 0.01 17.62 0 0 0| 0 0 0 0 340 Total 0 0 0| 0 153 0 0 Indicative a-t-m Vol 18.79 Underlying Price 290.900 Time to expiry: 79 Days Nov 10 51.500 0.96 26.44 0 0 0| 0 0 0 0 240 32.500 0.89 21.99 0 0 0| 0 0 0 0 260 16.500 0.68 19.82 0 0 0| 0 0 0 0 280 10.250 0.52 18.88 0 0 0| 0 0 0 0 290 5.750 0.36 18.03 0 0 0| 0 12 0 0 300 1.250 0.12 17.10 0 0 0| 0 0 0 0 320 0.250 0.02 16.67 0 0 0| 0 0 0 0 340 Total 0 0 0| 0 12 0 0 Indicative a-t-m Vol 18.18 Underlying Price 290.900 Time to expiry: 107 Days Dec 10 72.000 0.95 35.18 0 0 0| 0 0 0 0 220 51.500 0.96 22.45 0 0 0| 0 35 0 0 240 33.000 0.87 20.35 0 0 0| 0 31 0 0 260 17.500 0.66 18.77 0 0 0| 0 65 0 0 280 7.250 7.000 0.38 17.70 7.250 7.250 0 0 50| 0 2,065 0 0 300 2.500 0.17 18.23 0 0 0| 0 4 0 0 320 0.250 0.02 18.08 0 0 0| 0 0 0 0 360 Total 0 0 50| 0 2,200 0 0 Equity Options 22:01 Business Day Wed 1 Sep 2010 Previous Business Day Tue 31 Aug 2010 Page 58 Calls | Block | Opening Settle Delta Vola- Daily Trade Bclear Total | Official **Open Change Exer- Exer Trans Price tility High Low Volume Volume*** Volume | Volume Int cises Price | Indicative a-t-m Vol 18.76 Underlying Price 290.900 Time to expiry: 198 Days Mar 11 72.250 0.94 26.04 0 0 0| 0 0 0 0 220 53.750 0.88 23.63 0 0 0| 0 2 0 0 240 36.750 0.78 21.39 0 0 0| 0 0 0 0 260 21.500 22.250 0.63 19.61 21.500 S 21.500 S 0 0 2| 0 72 0 0 280 11.500 0.43 18.06 0 0 0| 0 10 0 0 300 5.250 0.25 17.56 0 0 0| 0 6 0 0 320 Total 0 0 2| 0 90 0 0 Total Calls 0 0 59| 0 4,190 0 0 | Equity Options 22:01 Business Day Wed 1 Sep 2010 Previous Business Day Tue 31 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 19.42 Underlying Price 290.900 Time to expiry: 16 Days Sep 10 CAB 0.00 36.00 0 0 0| 0 0 0 0 220 CAB 0.00 34.00 0 0 0| 0 0 0 0 230 CAB 0.00 32.00 0 0 0| 0 220 0 0 240 CAB -0.01 31.11 0 0 0| 0 3 0 0 250 0.250 -0.03 27.40 0 0 0| 0 51 0 0 260 0.500 -0.07 23.54 0 0 0| 0 31 0 0 270 1.500 -0.20 22.10 0 0 0| 0 613 0 0 280 4.500 -0.46 19.42 0 0 0| 0 55 0 0 290 10.750 -0.76 19.43 0 0 0| 0 129 0 0 300 29.000 -0.99 19.88 0 0 0| 0 24 0 0 320 49.000 -1.00 19.76 0 0 0| 0 0 0 0 340 69.000 -1.00 21.69 0 0 0| 0 23 0 0 360 Total 0 0 0| 0 1,149 0 0 Indicative a-t-m Vol 17.36 Underlying Price 290.900 Time to expiry: 44 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 0.500 -0.06 20.64 0 0 0| 0 0 0 0 260 1.500 1.500 -0.14 19.22 1.500 1.500 0 0 20| 0 51 0 0 270 3.500 -0.28 18.41 0 0 0| 0 10 0 0 280 7.000 -0.49 17.40 0 0 0| 0 0 0 0 290 13.250 -0.71 17.03 0 0 0| 0 0 0 0 300 30.250 -0.96 15.68 0 0 0| 0 0 0 0 320 50.250 -1.00 17.67 0 0 0| 0 0 0 0 340 Total 0 0 20| 0 68 0 0 Indicative a-t-m Vol 18.51 Underlying Price 290.900 Time to expiry: 79 Days Nov 10 0.750 -0.05 25.73 0 0 0| 0 0 0 0 240 2.000 -0.13 21.56 0 0 0| 0 0 0 0 260 5.750 -0.33 19.03 0 0 0| 51 51 +51 0 280 10.000 -0.48 18.56 0 0 0| 0 5 0 0 290 15.750 -0.64 18.04 0 0 0| 0 0 0 0 300 31.250 -0.88 17.40 0 0 0| 0 0 0 0 320 50.250 -0.99 14.73 0 0 0| 0 0 0 0 340 Total 0 0 0| 51 56 +51 0 Indicative a-t-m Vol 18.69 Underlying Price 290.900 Time to expiry: 107 Days Dec 10 0.500 -0.03 27.84 0 0 0| 0 64 0 0 220 1.250 -0.07 24.69 0 0 0| 0 40 0 0 240 3.000 -0.16 21.57 0 0 0| 0 95 0 0 260 7.500 -0.35 19.24 0 0 0| 12 163 0 0 280 17.250 -0.61 18.25 0 0 0| 0 10 0 0 300 32.000 -0.85 17.12 0 0 0| 0 5 0 0 320 70.250 -0.99 18.86 0 0 0| 0 13 0 0 360 Total 0 0 0| 12 390 0 0 Equity Options 22:01 Business Day Wed 1 Sep 2010 Previous Business Day Tue 31 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 18.70 Underlying Price 290.900 Time to expiry: 198 Days Mar 11 1.500 -0.06 25.26 0 0 0| 0 0 0 0 220 3.000 -0.11 23.13 0 0 0| 0 152 0 0 240 5.750 -0.21 20.96 0 0 0| 0 110 0 0 260 11.500 -0.37 19.50 0 0 0| 0 86 0 0 280 20.750 -0.57 18.05 0 0 0| 0 69 0 0 300 34.750 -0.75 17.95 0 0 0| 0 2 0 0 320 Total 0 0 0| 0 419 0 0 Total Puts 0 0 20| 63 2,082 +51 0 Grand Total 0 0 79| 93,953 6,272 +51 0 Equity Options 22:01 Business Day Wed 1 Sep 2010 Previous Business Day Tue 31 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 17.29 Underlying Price 549.000 Time to expiry: 16 Days Sep 10 118.500 0.96 66.03 0 0 0| 0 0 0 0 432 81.500 0.98 36.96 0 0 0| 2 31 -2 0 468 69.250 0.99 26.63 0 0 0| 0 0 0 0 480 49.500 0.97 23.30 0 0 0| 0 0 0 0 500 45.500 0.96 22.77 0 0 0| 2 636 -2 0 504 30.000 0.92 18.60 0 0 0| 0 0 0 0 520 13.500 0.68 17.46 0 0 0| 2 1,401 -2 0 540 3.750 0.30 17.07 0 0 0| 0 30 0 0 560 1.250 0.12 17.88 0 0 0| 0 262 0 0 575 CAB 0.01 19.88 0 0 0| 0 151 0 0 611 CAB 0.00 21.05 0 0 0| 0 25 0 0 647 CAB 0.00 14.92 0 0 0| 0 0 0 0 719 Total 0 0 0| 6 2,536 -6 0 Indicative a-t-m Vol 18.88 Underlying Price 549.000 Time to expiry: 107 Days Dec 10 118.500 0.97 26.22 0 0 0| 0 18 0 0 432 84.250 0.92 23.99 0 0 0| 0 8 0 0 468 73.000 0.90 22.58 0 0 0| 0 0 0 0 480 55.250 0.83 20.92 0 0 0| 0 0 0 0 500 51.750 0.82 20.61 0 0 0| 0 94 0 0 504 39.000 0.73 19.73 0 0 0| 0 50 0 0 520 26.000 0.59 19.23 0 0 0| 2 295 0 0 540 15.750 0.44 18.46 0 0 0| 0 189 0 0 560 10.000 0.32 18.04 0 0 0| 24 1,062 +24 0 575 3.000 0.13 17.71 0 0 0| 23 274 +2 0 611 1.000 0.05 19.18 0 0 0| 0 6 0 0 647 Total 0 0 0| 49 1,996 +26 0 Indicative a-t-m Vol 19.22 Underlying Price 549.000 Time to expiry: 198 Days Mar 11 111.750 0.94 25.33 0 0 0| 0 0 0 0 440 93.250 0.90 23.95 0 0 0| 0 5 0 0 460 75.500 0.85 22.64 0 0 0| 0 17 0 0 480 44.000 0.68 20.42 0 0 0| 0 22 0 0 520 31.750 0.56 19.61 0 0 0| 0 300 0 0 540 21.500 0.44 18.73 0 0 0| 1 34 +1 0 560 9.000 0.23 18.13 0 0 0| 0 0 0 0 600 3.500 0.11 17.88 0 0 0| 0 0 0 0 640 Total 0 0 0| 1 378 +1 0 Total Calls 0 0 0| 56 4,910 +21 0 | Equity Options 22:01 Business Day Wed 1 Sep 2010 Previous Business Day Tue 31 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 17.19 Underlying Price 549.000 Time to expiry: 16 Days Sep 10 CAB 0.00 29.66 0 0 0| 0 59 0 0 432 0.500 CAB 0.00 25.20 0.500 0.500 0 0 39| 0 1,865 0 0 468 CAB 0.00 23.58 0 0 0| 0 0 0 0 480 0.250 -0.02 20.34 0 0 0| 0 0 0 0 500 0.250 -0.03 20.74 0 0 0| 0 275 0 0 504 0.750 -0.08 18.59 0 0 0| 0 0 0 0 520 4.750 -0.33 17.98 0 0 0| 0 1,243 0 0 540 14.250 -0.71 16.22 0 0 0| 1 1 +1 0 560 27.250 -0.88 18.02 0 0 0| 0 342 0 0 575 62.000 -1.00 2.00 0 0 0| 0 0 0 0 611 98.000 -1.00 2.00 0 0 0| 0 0 0 0 647 170.250 -0.99 53.40 0 0 0| 0 0 0 0 719 Total 0 0 39| 1 3,785 +1 0 Indicative a-t-m Vol 19.21 Underlying Price 549.000 Time to expiry: 107 Days Dec 10 2.250 -0.06 27.32 0 0 0| 0 74 0 0 432 5.000 -0.13 24.25 0 0 0| 0 167 0 0 468 6.500 -0.17 23.21 0 0 0| 10 10 +7 0 480 9.250 -0.24 20.70 0 0 0| 0 15 0 0 500 11.000 -0.27 21.16 0 0 0| 1 235 -1 0 504 15.250 -0.36 19.78 0 0 0| 0 22 0 0 520 24.000 -0.50 19.35 0 0 0| 22 220 0 0 540 35.750 -0.64 19.04 0 0 0| 0 10 0 0 560 46.500 -0.73 18.82 0 0 0| 0 603 0 0 575 77.000 -0.88 19.09 0 0 0| 0 0 0 0 611 111.500 -0.93 22.01 0 0 0| 0 2 0 0 647 Total 0 0 0| 33 1,358 +6 0 Indicative a-t-m Vol 20.00 Underlying Price 549.000 Time to expiry: 198 Days Mar 11 6.750 -0.12 25.51 0 0 0| 0 36 0 0 440 9.500 -0.17 24.42 0 0 0| 0 1 0 0 460 12.750 13.000 -0.23 23.09 12.750 12.750 0 0 2| 1 302 0 0 480 25.000 -0.39 21.47 0 0 0| 0 25 0 0 520 32.250 -0.48 19.79 0 0 0| 0 11 0 0 540 45.000 -0.58 20.25 0 0 0| 0 2 0 0 560 71.500 -0.77 18.72 0 0 0| 0 0 0 0 600 106.500 -0.89 18.96 0 0 0| 0 0 0 0 640 Total 0 0 2| 1 377 0 0 Total Puts 0 0 41| 35 5,520 +7 0 Grand Total 0 0 41| 71,081 10,430 +28 0 Equity Options 22:01 Business Day Wed 1 Sep 2010 Previous Business Day Tue 31 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 31.25 Underlying Price 2028.000 Time to expiry: 16 Days Sep 10 429.000 0.99 45.45 0 0 0| 0 0 0 0 1600 330.500 0.98 42.59 0 0 0| 0 5 0 0 1700 233.500 0.93 38.23 0 0 0| 0 12 0 0 1800 143.500 0.82 34.22 0 0 0| 0 4 0 0 1900 104.500 0.72 33.12 0 0 0| 0 0 0 0 1950 70.000 0.60 31.66 0 0 0| 0 275 0 0 2000 17.000 25.500 0.31 30.22 17.000 17.000 0 0 2| 0 52 0 0 2100 5.000 0.09 27.87 0 0 0| 0 665 0 0 2200 1.000 0.02 27.86 0 0 0| 0 53 0 0 2300 CAB 0.00 28.28 0 0 0| 0 309 0 0 2400 CAB 0.00 29.09 0 0 0| 0 9 0 0 2600 CAB 0.00 29.50 0 0 0| 0 30 0 0 2800 Total 0 0 2| 0 1,414 0 0 Indicative a-t-m Vol 31.63 Underlying Price 2028.000 Time to expiry: 107 Days Dec 10 457.500 0.88 42.64 0 0 0| 0 0 0 0 1600 366.000 0.84 38.20 0 0 0| 0 0 0 0 1700 281.500 0.78 34.89 0 0 0| 0 8 0 0 1800 211.000 0.68 33.62 0 0 0| 0 10 0 0 1900 148.000 0.57 31.89 0 0 0| 0 242 0 0 2000 57.500 64.000 0.33 30.01 57.500 57.500 0 0 3| 0 248 0 0 2200 23.500 0.15 29.13 0 0 0| 0 177 0 0 2400 8.000 0.06 29.37 0 0 0| 0 3 0 0 2600 1.500 0.02 27.46 0 0 0| 0 52 0 0 2800 Total 0 0 3| 0 740 0 0 Indicative a-t-m Vol 31.73 Underlying Price 2028.000 Time to expiry: 198 Days Mar 11 467.000 0.86 35.83 0 0 0| 0 0 0 0 1600 287.000 317.000 0.73 34.03 287.500 287.000 0 0 3| 0 9 0 0 1800 251.500 0.65 32.93 0 0 0| 0 0 0 0 1900 195.000 0.56 31.97 0 0 0| 0 3 0 0 2000 108.500 0.39 30.28 0 0 0| 0 3 0 0 2200 53.000 0.24 28.66 0 0 0| 0 0 0 0 2400 12.000 0.07 28.38 0 0 0| 0 13 0 0 2800 Total 0 0 3| 0 28 0 0 Total Calls 0 0 8| 0 2,182 0 0 | Equity Options 22:01 Business Day Wed 1 Sep 2010 Previous Business Day Tue 31 Aug 2010 Page 64 Puts | Block | Opening Settle Delta Vola- Daily Trade Bclear Total | Official **Open Change Exer- Exer Trans Price tility High Low Volume Volume*** Volume | Volume Int cises Price | Next Plc - STND OPT (NXT) Indicative a-t-m Vol 30.19 Underlying Price 2028.000 Time to expiry: 16 Days Sep 10 CAB 0.00 42.36 0 0 0| 0 28 0 0 1600 1.500 -0.02 41.18 0 0 0| 0 18 0 0 1700 5.000 -0.07 38.12 0 0 0| 0 60 0 0 1800 14.500 -0.18 33.95 0 0 0| 0 11 0 0 1900 25.000 -0.27 32.50 0 0 0| 0 6 0 0 1950 40.000 -0.40 30.78 0 0 0| 0 443 0 0 2000 94.500 -0.70 28.66 0 0 0| 0 53 0 0 2100 177.000 -0.90 28.24 0 0 0| 0 506 0 0 2200 272.500 -0.98 28.77 0 0 0| 0 3 0 0 2300 372.000 -1.00 19.33 0 0 0| 0 0 0 0 2400 572.000 -1.00 31.00 0 0 0| 0 3 0 0 2600 772.000 -1.00 33.00 0 0 0| 0 0 0 0 2800 Total 0 0 0| 0 1,131 0 0 Indicative a-t-m Vol 31.59 Underlying Price 2028.000 Time to expiry: 107 Days Dec 10 24.000 -0.11 37.30 0 0 0| 0 5 0 0 1600 38.000 -0.17 35.58 0 0 0| 0 159 0 0 1700 61.000 -0.25 34.51 0 0 0| 0 37 0 0 1800 92.000 -0.34 33.02 0 0 0| 5 14 0 0 1900 159.500 133.000 -0.45 31.81 159.500 157.500 0 0 4| 0 751 0 0 2000 253.000 -0.68 30.21 0 0 0| 0 79 0 0 2200 413.000 -0.85 29.20 0 0 0| 0 12 0 0 2400 598.000 -0.94 29.86 0 0 0| 0 0 0 0 2600 793.000 -0.97 31.40 0 0 0| 0 0 0 0 2800 Total 0 0 4| 5 1,057 0 0 Indicative a-t-m Vol 31.58 Underlying Price 2028.000 Time to expiry: 198 Days Mar 11 50.500 -0.16 35.94 0 0 0| 0 26 0 0 1600 101.000 -0.28 33.86 0 0 0| 0 19 0 0 1800 137.000 -0.36 32.87 0 0 0| 0 6 0 0 1900 180.000 -0.44 31.81 0 0 0| 0 16 0 0 2000 294.000 -0.62 30.16 0 0 0| 0 3 0 0 2200 439.000 -0.77 28.62 0 0 0| 0 1 0 0 2400 800.000 -0.93 28.79 0 0 0| 0 0 0 0 2800 Total 0 0 0| 0 71 0 0 Total Puts 0 0 4| 5 2,259 0 0 Grand Total 0 0 12| 64,125 4,441 0 0 Equity Options 22:01 Business Day Wed 1 Sep 2010 Previous Business Day Tue 31 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: 173 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 22:01 Business Day Wed 1 Sep 2010 Previous Business Day Tue 31 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: 174 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 22:01 Business Day Wed 1 Sep 2010 Previous Business Day Tue 31 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: 173 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 22:01 Business Day Wed 1 Sep 2010 Previous Business Day Tue 31 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: 174 Days Jun 08 40.000 -1.00 144.27 0 0 0| 0 0 0 0 60 60.000 -1.00 141.28 0 0 0| 0 5 0 0 80 68.000 -1.00 140.28 0 0 0| 0 160 0 0 88 90.000 -1.00 137.78 0 0 0| 0 0 0 0 110 100.000 -1.00 136.78 0 0 0| 0 210 0 0 120 110.000 -1.00 135.78 0 0 0| 0 13 0 0 130 120.000 -1.00 134.78 0 0 0| 0 12 0 0 140 130.000 -1.00 133.28 0 0 0| 0 30 0 0 150 140.000 -1.00 131.15 0 0 0| 0 103 0 0 160 150.000 -1.00 129.69 0 0 0| 0 100 0 0 170 160.000 -1.00 128.77 0 0 0| 0 59 0 0 180 200.000 -1.00 130.27 0 0 0| 0 0 0 0 220 220.000 -1.00 131.77 0 0 0| 0 0 0 0 240 Total 0 0 0| 0 692 0 0 Total Puts 0 0 0| 0 2,393 0 0 Grand Total 0 0 0| 132,820 5,669 0 0 Equity Options 22:01 Business Day Wed 1 Sep 2010 Previous Business Day Tue 31 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 31.24 Underlying Price 131.700 Time to expiry: 16 Days Sep 10 51.750 0.99 95.46 0 0 0| 0 0 0 0 80 43.750 0.99 83.91 0 0 0| 0 25 0 0 88 39.750 0.99 76.56 0 0 0| 0 0 0 0 92 35.750 0.98 70.61 0 0 0| 0 0 0 0 96 31.750 0.98 62.56 0 0 0| 0 44 0 0 100 22.000 0.96 51.12 0 0 0| 0 65 0 0 110 12.500 0.87 39.57 0 0 0| 0 5 0 0 120 4.500 0.59 31.36 0 0 0| 0 309 0 0 130 1.000 0.19 30.75 0 0 0| 0 320 0 0 140 CAB 0.01 39.82 0 0 0| 0 0 0 0 160 CAB 0.01 56.77 0 0 0| 0 0 0 0 180 Total 0 0 0| 0 768 0 0 Indicative a-t-m Vol 31.86 Underlying Price 131.700 Time to expiry: 107 Days Dec 10 44.250 0.97 48.30 0 0 0| 0 0 0 0 88 36.500 0.94 44.75 0 0 0| 0 0 0 0 96 32.250 0.95 36.47 0 0 0| 0 0 0 0 100 24.000 0.84 38.83 0 0 0| 0 20 0 0 110 16.750 0.71 37.76 0 0 0| 0 120 0 0 120 9.500 0.55 32.17 0 0 0| 0 1 0 0 130 5.250 0.38 30.64 0 0 0| 0 4 0 0 140 1.250 0.13 30.35 0 0 0| 0 0 0 0 160 Total 0 0 0| 0 145 0 0 Indicative a-t-m Vol 31.25 Underlying Price 131.700 Time to expiry: 198 Days Mar 11 44.750 0.94 41.79 0 0 0| 0 0 0 0 88 37.750 0.89 40.99 0 0 0| 0 0 0 0 96 34.250 0.86 39.61 0 0 0| 0 5 0 0 100 26.000 0.79 36.15 0 0 0| 0 10 0 0 110 19.250 0.68 34.80 0 0 0| 0 20 0 0 120 12.500 0.56 31.24 0 0 0| 0 20 0 0 130 8.500 0.44 31.29 0 0 0| 0 9 0 0 140 3.000 0.21 29.52 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 22:01 Business Day Wed 1 Sep 2010 Previous Business Day Tue 31 Aug 2010 Page 70 Puts | Block | Opening Settle Delta Vola- Daily Trade Bclear Total | Official **Open Change Exer- Exer Trans Price tility High Low Volume Volume*** Volume | Volume Int cises Price | Old Mutual PLC - STND OPT (OMT) Indicative a-t-m Vol 33.32 Underlying Price 131.700 Time to expiry: 16 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 0.00 48.17 0 0 0| 0 210 0 0 100 CAB -0.02 43.52 0 0 0| 0 40 0 0 110 1.000 -0.14 41.91 0 0 0| 10 150 -10 0 120 2.750 -0.41 32.52 0 0 0| 0 0 0 0 130 9.500 -0.77 36.54 0 0 0| 0 5 0 0 140 28.750 -0.92 60.97 0 0 0| 0 5 0 0 160 48.250 -1.00 56.54 0 0 0| 0 0 0 0 180 Total 0 0 0| 10 495 -10 0 Indicative a-t-m Vol 32.58 Underlying Price 131.700 Time to expiry: 107 Days Dec 10 1.250 -0.06 52.60 0 0 0| 0 0 0 0 88 1.500 -0.09 46.16 0 0 0| 0 0 0 0 96 1.750 -0.10 43.75 0 0 0| 0 31 0 0 100 2.750 -0.17 38.20 0 0 0| 0 34 0 0 110 5.250 -0.29 35.48 0 0 0| 0 0 0 0 120 8.750 -0.45 32.81 0 0 0| 0 76 0 0 130 14.500 -0.62 31.67 0 0 0| 0 34 0 0 140 30.500 -0.87 30.96 0 0 0| 0 20 0 0 160 Total 0 0 0| 0 195 0 0 Indicative a-t-m Vol 32.08 Underlying Price 131.700 Time to expiry: 198 Days Mar 11 1.500 -0.08 42.55 0 0 0| 0 0 0 0 88 2.500 -0.12 40.78 0 0 0| 0 4 0 0 96 3.000 -0.14 39.25 0 0 0| 0 0 0 0 100 5.000 -0.22 36.72 0 0 0| 0 0 0 0 110 9.000 7.750 -0.32 34.35 9.000 9.000 0 0 5| 0 5 0 0 120 11.750 -0.44 32.44 0 0 0| 0 10 0 0 130 17.000 -0.57 30.65 0 0 0| 0 10 0 0 140 32.000 -0.79 30.30 0 0 0| 0 0 0 0 160 Total 0 0 5| 0 29 0 0 Total Puts 0 0 5| 10 719 -10 0 Grand Total 0 0 5| 61,840 1,696 -10 0 Equity Options 22:01 Business Day Wed 1 Sep 2010 Previous Business Day Tue 31 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 47.89 Underlying Price 269.100 Time to expiry: 16 Days Sep 10 109.250 1.00 69.16 0 0 0| 0 0 0 0 160 89.250 1.00 62.67 0 0 0| 0 0 0 0 180 69.250 0.99 59.20 0 0 0| 0 0 0 0 200 59.500 0.98 57.47 0 0 0| 0 0 0 0 210 49.750 0.96 56.45 0 0 0| 0 0 0 0 220 40.250 0.92 53.87 0 0 0| 0 0 0 0 230 31.500 0.86 51.66 0 0 0| 0 0 0 0 240 16.250 0.65 49.03 0 0 0| 0 2 0 0 260 6.500 0.37 46.75 0 0 0| 129 2,524 +64 0 280 2.000 0.15 46.17 0 0 0| 0 0 0 0 300 0.500 0.04 45.94 0 0 0| 0 50 0 0 320 CAB 0.01 45.26 0 0 0| 0 0 0 0 340 CAB 0.00 44.39 0 0 0| 0 0 0 0 360 CAB 0.00 43.88 0 0 0| 160 2,872 +80 0 380 CAB 0.00 43.12 0 0 0| 20 495 0 0 400 Total 0 0 0| 309 5,943 +144 0 Indicative a-t-m Vol 53.90 Underlying Price 269.100 Time to expiry: 107 Days Dec 10 111.250 0.96 61.37 0 0 0| 0 0 0 0 160 92.750 0.92 58.39 0 0 0| 0 0 0 0 180 75.500 0.87 56.08 0 0 0| 0 0 0 0 200 60.500 0.80 55.41 0 0 0| 0 1 0 0 220 47.000 0.71 54.52 0 0 0| 0 46 0 0 240 27.000 0.51 53.69 0 0 0| 0 0 0 0 280 14.250 0.33 53.04 0 0 0| 0 700 0 0 320 7.750 0.20 53.74 0 0 0| 0 4 0 0 360 4.500 0.13 56.13 0 0 0| 0 0 0 0 400 Total 0 0 0| 0 751 0 0 Total Calls 0 0 0| 309 6,694 +144 0 | Equity Options 22:01 Business Day Wed 1 Sep 2010 Previous Business Day Tue 31 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 49.02 Underlying Price 269.100 Time to expiry: 16 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 CAB -0.01 58.55 0 0 0| 0 0 0 0 200 0.250 -0.02 57.25 0 0 0| 0 0 0 0 210 0.500 -0.04 56.38 0 0 0| 0 0 0 0 220 1.250 -0.08 54.91 0 0 0| 0 0 0 0 230 2.250 -0.14 52.70 0 0 0| 0 5 0 0 240 7.500 -0.35 50.10 0 0 0| 0 0 0 0 260 17.500 -0.63 47.94 0 0 0| 0 2 0 0 280 33.000 -0.84 47.94 0 0 0| 0 0 0 0 300 51.500 -0.95 47.72 0 0 0| 0 0 0 0 320 71.000 -0.99 46.42 0 0 0| 0 0 0 0 340 91.000 -1.00 45.34 0 0 0| 0 0 0 0 360 111.000 -1.00 45.12 0 0 0| 0 0 0 0 380 131.000 -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 53.43 Underlying Price 269.100 Time to expiry: 107 Days Dec 10 1.500 -0.04 59.40 0 0 0| 0 0 0 0 160 3.250 -0.07 57.30 0 0 0| 0 0 0 0 180 5.750 -0.13 55.46 0 0 0| 0 0 0 0 200 10.500 -0.20 54.60 0 0 0| 0 0 0 0 220 17.000 -0.29 53.51 0 0 0| 0 101 0 0 240 37.250 -0.49 53.40 0 0 0| 0 2 0 0 280 64.750 -0.67 53.31 0 0 0| 0 0 0 0 320 98.000 -0.80 54.03 0 0 0| 0 0 0 0 360 134.750 -0.88 55.81 0 0 0| 0 0 0 0 400 Total 0 0 0| 0 103 0 0 Total Puts 0 0 0| 0 110 0 0 Grand Total 0 0 0| 55,269 6,804 +144 0 Equity Options 22:01 Business Day Wed 1 Sep 2010 Previous Business Day Tue 31 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 16.77 Underlying Price 1000.000 Time to expiry: 16 Days Sep 10 280.250 1.00 55.37 0 0 0| 0 0 0 0 720 240.250 1.00 44.18 0 0 0| 0 0 0 0 760 200.250 1.00 32.55 0 0 0| 0 0 0 0 800 160.250 1.00 28.96 0 0 0| 0 0 0 0 840 140.250 1.00 26.70 0 0 0| 0 0 0 0 860 120.500 0.99 24.77 0 0 0| 0 0 0 0 880 100.500 0.98 23.62 0 0 0| 0 0 0 0 900 81.000 0.96 22.15 0 0 0| 0 0 0 0 920 62.000 0.92 20.90 0 0 0| 0 126 0 0 940 43.500 0.85 18.58 0 0 0| 0 805 0 0 960 27.750 0.71 18.18 0 0 0| 0 19 0 0 980 14.500 0.51 16.77 0 0 0| 0 390 0 0 1000 2.750 0.13 19.74 0 0 0| 0 20 0 0 1050 1.000 0.04 25.11 0 0 0| 0 105 0 0 1100 CAB 0.01 32.94 0 0 0| 0 21 0 0 1200 CAB 0.00 40.30 0 0 0| 0 0 0 0 1300 CAB 0.00 43.86 0 0 0| 0 0 0 0 1400 Total 0 0 0| 0 1,486 0 0 Indicative a-t-m Vol 21.60 Underlying Price 1000.000 Time to expiry: 107 Days Dec 10 207.500 0.93 30.35 0 0 0| 0 10 0 0 800 170.750 0.89 28.40 0 0 0| 0 0 0 0 840 135.250 0.84 26.40 0 0 0| 0 330 0 0 880 102.250 0.76 24.63 0 0 0| 0 4 0 0 920 73.000 0.66 23.12 0 0 0| 0 26 0 0 960 47.750 0.53 21.60 0 0 0| 0 33 0 0 1000 11.250 0.20 19.23 0 0 0| 0 108 0 0 1100 1.750 0.04 18.84 0 0 0| 0 15 0 0 1200 0.500 0.01 25.33 0 0 0| 0 0 0 0 1400 Total 0 0 0| 0 526 0 0 Indicative a-t-m Vol 22.83 Underlying Price 1000.000 Time to expiry: 198 Days Mar 11 217.500 0.88 29.19 0 0 0| 0 4 0 0 800 183.500 0.83 27.84 0 0 0| 0 0 0 0 840 151.000 0.78 26.59 0 0 0| 0 10 0 0 880 120.750 0.71 25.25 0 0 0| 0 51 0 0 920 92.750 0.63 23.85 0 0 0| 0 43 0 0 960 69.000 0.54 22.83 0 0 0| 0 668 0 0 1000 27.000 0.30 20.67 0 0 0| 0 0 0 0 1100 8.250 0.12 19.54 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 22:01 Business Day Wed 1 Sep 2010 Previous Business Day Tue 31 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 18.81 Underlying Price 1000.000 Time to expiry: 16 Days Sep 10 CAB 0.00 43.09 0 0 0| 0 0 0 0 720 CAB 0.00 41.47 0 0 0| 0 0 0 0 760 CAB 0.00 35.21 0 0 0| 0 4 0 0 800 CAB 0.00 30.20 0 0 0| 0 117 0 0 840 CAB 0.00 26.48 0 0 0| 0 0 0 0 860 0.250 -0.01 25.12 0 0 0| 0 13 0 0 880 0.250 -0.02 23.59 0 0 0| 0 147 0 0 900 0.750 -0.04 22.17 0 0 0| 0 84 0 0 920 1.750 -0.08 20.93 0 0 0| 0 1 0 0 940 3.750 -0.16 19.94 0 0 0| 0 161 0 0 960 8.250 -0.30 19.31 0 0 0| 0 0 0 0 980 16.000 -0.49 18.81 0 0 0| 0 10 0 0 1000 53.000 -0.86 20.60 0 0 0| 0 0 0 0 1050 100.500 -0.97 23.90 0 0 0| 0 50 0 0 1100 200.250 -0.99 36.14 0 0 0| 0 0 0 0 1200 300.000 -1.00 44.68 0 0 0| 0 0 0 0 1300 400.000 -1.00 48.67 0 0 0| 0 0 0 0 1400 Total 0 0 0| 0 587 0 0 Indicative a-t-m Vol 21.24 Underlying Price 1000.000 Time to expiry: 107 Days Dec 10 5.500 -0.07 30.01 0 0 0| 0 20 0 0 800 8.500 -0.11 28.01 0 0 0| 0 6 0 0 840 12.750 -0.16 25.94 0 0 0| 0 70 0 0 880 19.750 -0.24 24.35 0 0 0| 0 310 0 0 920 30.500 -0.34 22.85 0 0 0| 0 30 0 0 960 45.000 -0.47 21.24 0 0 0| 0 30 0 0 1000 109.000 -0.81 18.90 0 0 0| 0 0 0 0 1100 200.500 -0.97 18.43 0 0 0| 0 0 0 0 1200 400.000 -1.00 26.17 0 0 0| 0 0 0 0 1400 Total 0 0 0| 0 466 0 0 Indicative a-t-m Vol 22.66 Underlying Price 1000.000 Time to expiry: 198 Days Mar 11 14.000 -0.12 28.97 0 0 0| 0 2 0 0 800 19.250 -0.16 27.37 0 0 0| 0 14 0 0 840 26.750 -0.22 26.15 0 0 0| 0 25 0 0 880 36.250 -0.29 24.86 0 0 0| 0 6 0 0 920 48.250 -0.37 23.56 0 0 0| 0 10 0 0 960 64.750 -0.46 22.66 0 0 0| 0 13 0 0 1000 122.250 -0.71 20.27 0 0 0| 0 0 0 0 1100 204.250 -0.90 18.90 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 0 0| 77,860 3,914 0 0 Equity Options 22:01 Business Day Wed 1 Sep 2010 Previous Business Day Tue 31 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 44.32 Underlying Price 378.100 Time to expiry: 16 Days Sep 10 78.500 0.98 53.39 0 0 0| 0 0 0 0 300 59.250 0.94 50.96 0 0 0| 0 22 0 0 320 50.000 0.91 49.31 0 0 0| 0 0 0 0 330 41.250 0.86 48.21 0 0 0| 0 0 0 0 340 33.000 0.79 47.81 0 0 0| 0 0 0 0 350 25.500 0.71 46.29 0 0 0| 0 0 0 0 360 19.000 0.61 44.99 0 0 0| 0 0 0 0 370 13.500 0.50 44.25 0 0 0| 0 4 0 0 380 9.000 0.39 42.99 0 0 0| 0 58 0 0 390 5.750 0.28 42.25 0 0 0| 0 4 0 0 400 3.500 0.20 41.40 0 0 0| 0 4 0 0 410 2.750 0.15 44.50 0 0 0| 0 0 0 0 420 1.500 0.08 48.25 0 0 0| 0 20 0 0 440 0.500 0.04 50.01 0 0 0| 0 5 0 0 460 0.250 0.02 51.85 0 0 0| 0 0 0 0 480 0.250 0.01 60.00 0 0 0| 0 13 0 0 520 CAB 0.00 60.00 0 0 0| 0 0 0 0 560 CAB 0.00 60.00 0 0 0| 0 0 0 0 640 Total 0 0 0| 0 130 0 0 Indicative a-t-m Vol 43.59 Underlying Price 378.100 Time to expiry: 107 Days Dec 10 101.500 0.92 44.87 0 0 0| 0 0 0 0 280 69.250 0.80 44.49 0 0 0| 0 0 0 0 320 55.500 0.71 44.25 0 0 0| 0 0 0 0 340 43.750 0.63 43.90 0 0 0| 0 0 0 0 360 33.750 0.53 43.57 0 0 0| 0 0 0 0 380 25.000 0.44 42.38 0 0 0| 0 0 0 0 400 17.750 0.35 41.28 0 0 0| 0 5 0 0 420 12.250 0.27 40.10 0 0 0| 0 0 0 0 440 8.000 0.20 39.14 0 0 0| 0 0 0 0 460 5.500 0.15 39.04 0 0 0| 0 0 0 0 480 2.750 0.08 39.65 0 0 0| 0 5 0 0 520 1.250 0.04 40.06 0 0 0| 0 7 0 0 560 0.500 0.02 44.87 0 0 0| 0 0 0 0 640 Total 0 0 0| 0 17 0 0 Indicative a-t-m Vol 42.31 Underlying Price 378.100 Time to expiry: 198 Days Mar 11 105.500 0.87 43.23 0 0 0| 0 8 0 0 280 76.750 0.75 43.05 0 0 0| 0 2 0 0 320 64.500 0.69 42.72 0 0 0| 0 0 0 0 340 53.750 0.62 42.61 0 0 0| 0 0 0 0 360 44.250 0.55 42.30 0 0 0| 0 0 0 0 380 35.500 0.48 41.65 0 0 0| 0 1 0 0 400 28.000 0.41 40.83 0 0 0| 0 4 0 0 420 21.750 0.35 39.87 0 0 0| 0 5 0 0 440 Total 0 0 0| 0 20 0 0 Equity Options 22:01 Business Day Wed 1 Sep 2010 Previous Business Day Tue 31 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 22:01 Business Day Wed 1 Sep 2010 Previous Business Day Tue 31 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 44.87 Underlying Price 378.100 Time to expiry: 16 Days Sep 10 2.250 -0.07 79.39 0 0 0| 0 0 0 0 300 2.250 -0.09 61.53 0 0 0| 0 135 0 0 320 2.250 -0.10 52.83 0 0 0| 0 0 0 0 330 3.250 -0.14 49.34 0 0 0| 0 16 0 0 340 5.250 -0.22 48.92 0 0 0| 0 4 0 0 350 7.750 -0.30 47.24 0 0 0| 0 121 0 0 360 11.000 -0.39 46.20 0 0 0| 0 0 0 0 370 15.500 -0.50 44.72 0 0 0| 0 0 0 0 380 21.250 -0.61 44.19 0 0 0| 0 0 0 0 390 27.750 -0.71 42.64 0 0 0| 0 62 0 0 400 35.500 -0.80 41.68 0 0 0| 0 0 0 0 410 44.000 -0.87 42.20 0 0 0| 0 0 0 0 420 62.750 -0.94 44.17 0 0 0| 0 12 0 0 440 82.250 -0.97 46.23 0 0 0| 0 2 0 0 460 102.250 -0.98 54.30 0 0 0| 0 0 0 0 480 142.000 -1.00 57.00 0 0 0| 0 10 0 0 520 182.000 -1.00 69.03 0 0 0| 0 0 0 0 560 262.000 -1.00 89.36 0 0 0| 0 0 0 0 640 Total 0 0 0| 0 362 0 0 Indicative a-t-m Vol 43.58 Underlying Price 378.100 Time to expiry: 107 Days Dec 10 4.250 -0.09 44.55 0 0 0| 0 0 0 0 280 12.750 -0.22 44.44 0 0 0| 0 16 0 0 320 19.250 -0.30 44.20 0 0 0| 0 0 0 0 340 27.500 -0.38 43.91 0 0 0| 0 2 0 0 360 37.750 -0.47 43.56 0 0 0| 0 0 0 0 380 49.000 -0.56 42.31 0 0 0| 0 7 0 0 400 61.750 -0.65 41.17 0 0 0| 0 7 0 0 420 76.250 -0.73 39.96 0 0 0| 0 0 0 0 440 92.000 -0.80 38.96 0 0 0| 0 5 0 0 460 109.500 -0.86 38.82 0 0 0| 0 0 0 0 480 146.750 -0.92 39.42 0 0 0| 0 8 0 0 520 185.250 -0.97 38.68 0 0 0| 0 0 0 0 560 264.250 -1.00 34.32 0 0 0| 0 0 0 0 640 Total 0 0 0| 0 45 0 0 Indicative a-t-m Vol 43.56 Underlying Price 378.100 Time to expiry: 198 Days Mar 11 11.000 -0.15 44.19 0 0 0| 0 22 0 0 280 23.250 -0.26 44.11 0 0 0| 0 5 0 0 320 31.500 -0.33 43.94 0 0 0| 0 7 0 0 340 40.750 -0.39 43.69 0 0 0| 0 0 0 0 360 51.750 -0.46 43.55 0 0 0| 0 2 0 0 380 63.500 -0.53 43.03 0 0 0| 0 0 0 0 400 76.000 -0.59 42.28 0 0 0| 0 0 0 0 420 90.000 -0.65 41.50 0 0 0| 0 0 0 0 440 Total 0 0 0| 0 36 0 0 Equity Options 22:01 Business Day Wed 1 Sep 2010 Previous Business Day Tue 31 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 0 0| 89,310 610 0 0 Equity Options 22:01 Business Day Wed 1 Sep 2010 Previous Business Day Tue 31 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 33.78 Underlying Price 580.000 Time to expiry: 16 Days Sep 10 140.250 0.99 54.33 0 0 0| 0 0 0 0 440 120.500 0.98 52.69 0 0 0| 0 0 0 0 460 100.750 0.97 47.79 0 0 0| 0 0 0 0 480 91.000 0.96 45.37 0 0 0| 0 0 0 0 490 81.250 0.95 42.84 0 0 0| 0 0 0 0 500 62.000 0.92 37.59 0 0 0| 0 181 0 0 520 44.500 0.83 36.30 0 0 0| 0 162 0 0 540 29.000 0.69 34.79 0 0 0| 0 4,782 0 0 560 17.000 0.52 33.78 0 0 0| 0 286 0 0 580 9.000 0.34 33.86 0 0 0| 0 3,243 0 0 600 4.500 0.19 33.97 0 0 0| 0 50 0 0 620 1.500 0.09 32.56 0 0 0| 0 301 0 0 640 0.250 0.01 33.53 0 0 0| 0 1,759 0 0 680 CAB 0.00 34.38 0 0 0| 0 30 0 0 720 Total 0 0 0| 0 10,794 0 0 Indicative a-t-m Vol 33.49 Underlying Price 580.000 Time to expiry: 44 Days Oct 10 122.250 0.95 42.40 0 0 0| 0 0 0 0 460 103.500 0.92 40.49 0 0 0| 0 0 0 0 480 94.250 0.90 39.12 0 0 0| 0 0 0 0 490 85.500 0.88 38.51 0 0 0| 0 0 0 0 500 68.000 0.82 36.25 0 0 0| 0 0 0 0 520 53.000 0.74 35.97 0 0 0| 0 5 0 0 540 39.500 0.64 35.18 0 0 0| 0 52 0 0 560 22.250 27.250 0.53 33.49 22.250 22.250 0 0 1| 0 30 0 0 580 14.750 18.500 0.41 32.81 14.750 14.750 0 0 1| 0 147 0 0 600 7.500 0.21 32.39 0 0 0| 1 77 +1 0 640 2.000 0.07 29.97 0 0 0| 0 0 0 0 680 Total 0 0 2| 1 311 +1 0 Indicative a-t-m Vol 34.37 Underlying Price 580.000 Time to expiry: 79 Days Nov 10 126.000 0.91 41.00 0 0 0| 0 0 0 0 460 108.500 0.87 39.87 0 0 0| 0 0 0 0 480 76.000 0.77 37.36 0 0 0| 0 0 0 0 520 62.250 0.70 36.89 0 0 0| 0 0 0 0 540 48.750 0.62 35.35 0 0 0| 0 0 0 0 560 37.500 0.54 34.37 0 0 0| 0 0 0 0 580 28.000 0.45 33.46 0 0 0| 0 2 0 0 600 14.750 0.29 32.42 0 0 0| 0 0 0 0 640 6.750 0.16 31.61 0 0 0| 0 0 0 0 680 Total 0 0 0| 0 2 0 0 Indicative a-t-m Vol 34.36 Underlying Price 580.000 Time to expiry: 107 Days Dec 10 400.500 1.00 55.56 0 0 0| 0 0 0 0 180 380.500 1.00 58.52 0 0 0| 0 0 0 0 200 Equity Options 22:01 Business Day Wed 1 Sep 2010 Previous Business Day Tue 31 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 | 360.500 1.00 59.43 0 0 0| 0 0 0 0 220 340.750 1.00 60.27 0 0 0| 0 0 0 0 240 301.000 0.99 57.60 0 0 0| 0 0 0 0 280 261.750 0.99 54.02 0 0 0| 0 0 0 0 320 222.750 0.97 50.74 0 0 0| 0 10 0 0 360 184.750 0.95 46.80 0 0 0| 0 0 0 0 400 147.750 0.90 43.25 0 0 0| 0 10 0 0 440 130.000 0.87 41.63 0 0 0| 0 0 0 0 460 113.000 0.84 39.92 0 0 0| 0 0 0 0 480 82.000 0.74 37.89 0 0 0| 0 20 0 0 520 48.250 55.250 0.61 35.49 48.250 S 48.250 S 0 0 48| 0 776 0 0 560 33.750 0.47 33.24 0 0 0| 0 154 0 0 600 15.750 19.250 0.32 32.11 15.750 S 15.750 S 0 0 48| 0 171 0 0 640 10.250 0.20 31.35 0 0 0| 0 25 0 0 680 5.250 0.12 30.97 0 0 0| 0 92 0 0 720 Total 0 0 96| 0 1,258 0 0 Indicative a-t-m Vol 35.27 Underlying Price 580.000 Time to expiry: 198 Days Mar 11 157.250 0.86 41.85 0 0 0| 0 10 0 0 440 140.500 0.83 40.45 0 0 0| 0 0 0 0 460 125.000 0.79 39.24 0 0 0| 0 6 0 0 480 97.500 0.71 38.28 0 0 0| 0 265 0 0 520 72.250 0.61 36.08 0 0 0| 0 62 0 0 560 51.250 0.50 34.45 0 0 0| 0 16 0 0 600 35.000 0.40 33.35 0 0 0| 0 334 0 0 640 14.250 0.21 31.23 0 0 0| 0 64 0 0 720 Total 0 0 0| 0 757 0 0 Indicative a-t-m Vol 35.38 Underlying Price 580.000 Time to expiry: 289 Days Jun 11 266.750 0.95 50.40 0 0 0| 0 0 0 0 320 230.000 0.93 46.96 0 0 0| 0 0 0 0 360 195.000 0.89 44.31 0 0 0| 0 60 0 0 400 162.000 0.84 42.05 0 0 0| 0 0 0 0 440 146.000 0.81 40.78 0 0 0| 0 20 0 0 460 131.250 0.77 39.70 0 0 0| 0 0 0 0 480 104.000 0.70 37.98 0 0 0| 0 10 0 0 520 79.500 0.61 36.13 0 0 0| 0 2 0 0 560 59.000 0.51 34.63 0 0 0| 0 5 0 0 600 43.250 0.42 33.78 0 0 0| 0 50 0 0 640 22.000 0.26 32.36 0 0 0| 0 0 0 0 720 Total 0 0 0| 0 147 0 0 Indicative a-t-m Vol 38.59 Underlying Price 580.000 Time to expiry: 471 Days Dec 11 402.250 0.99 66.84 0 0 0| 0 0 0 0 180 382.750 0.99 63.07 0 0 0| 0 0 0 0 200 363.000 0.98 58.42 0 0 0| 0 0 0 0 220 343.750 0.98 55.61 0 0 0| 0 0 0 0 240 305.250 0.97 49.96 0 0 0| 0 0 0 0 280 Equity Options 22:01 Business Day Wed 1 Sep 2010 Previous Business Day Tue 31 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 | 267.750 0.95 45.52 0 0 0| 0 0 0 0 320 231.250 0.92 42.08 0 0 0| 0 0 0 0 360 199.500 0.87 41.55 0 0 0| 0 0 0 0 400 170.750 0.81 40.95 0 0 0| 0 0 0 0 440 144.500 0.74 40.13 0 0 0| 0 0 0 0 480 101.250 0.61 38.87 0 0 0| 0 425 0 0 560 69.250 0.48 37.73 0 0 0| 0 0 0 0 640 44.000 0.35 36.04 0 0 0| 0 0 0 0 720 Total 0 0 0| 0 425 0 0 Indicative a-t-m Vol 40.13 Underlying Price 580.000 Time to expiry: 653 Days Jun 12 191.250 0.78 46.98 0 0 0| 0 0 0 0 440 170.750 0.73 47.26 0 0 0| 0 0 0 0 480 118.000 0.62 40.40 0 0 0| 0 0 0 0 560 87.000 0.51 39.32 0 0 0| 0 0 0 0 640 Total 0 0 0| 0 0 0 0 Indicative a-t-m Vol 40.59 Underlying Price 580.000 Time to expiry: 842 Days Dec 12 192.750 0.78 43.68 0 0 0| 0 0 0 0 440 181.250 0.73 46.88 0 0 0| 0 0 0 0 480 131.000 0.63 40.84 0 0 0| 0 820 0 0 560 101.250 0.53 39.83 0 0 0| 0 0 0 0 640 75.750 0.44 38.40 0 0 0| 0 0 0 0 720 Total 0 0 0| 0 820 0 0 Total Calls 0 0 98| 1 14,514 +1 0 | Equity Options 22:01 Business Day Wed 1 Sep 2010 Previous Business Day Tue 31 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 33.86 Underlying Price 580.000 Time to expiry: 16 Days Sep 10 CAB 0.00 45.00 0 0 0| 0 362 0 0 440 0.250 -0.01 45.00 0 0 0| 0 3,917 0 0 460 0.500 -0.02 44.00 0 0 0| 0 178 0 0 480 0.500 -0.03 42.00 0 0 0| 0 5 0 0 490 0.750 -0.04 40.65 0 0 0| 0 3,117 0 0 500 1.750 -0.08 37.74 0 0 0| 0 3,056 0 0 520 4.250 -0.17 36.40 0 0 0| 0 276 0 0 540 11.000 8.750 -0.30 34.61 11.000 11.000 0 0 125| 0 1,163 0 0 560 16.750 -0.48 33.86 0 0 0| 40 80 0 0 580 29.000 -0.66 33.94 0 0 0| 0 269 0 0 600 44.500 -0.80 34.46 0 0 0| 0 20 0 0 620 62.000 -0.89 35.38 0 0 0| 0 2 0 0 640 100.250 -0.98 35.38 0 0 0| 0 0 0 0 680 140.500 -0.98 49.17 0 0 0| 0 6 0 0 720 Total 0 0 125| 40 12,451 0 0 Indicative a-t-m Vol 33.63 Underlying Price 580.000 Time to expiry: 44 Days Oct 10 2.750 -0.06 45.50 0 0 0| 0 10 0 0 460 3.750 -0.09 42.10 0 0 0| 0 13 0 0 480 4.500 -0.11 41.02 0 0 0| 0 4 0 0 490 5.250 -0.12 38.91 0 0 0| 0 212 0 0 500 8.500 -0.19 38.17 0 0 0| 0 158 0 0 520 12.750 -0.26 36.30 0 0 0| 0 34 0 0 540 18.500 -0.36 34.49 0 0 0| 0 0 0 0 560 27.000 -0.47 33.63 0 0 0| 0 0 0 0 580 38.750 -0.59 33.76 0 0 0| 0 0 0 0 600 66.750 -0.80 31.72 0 0 0| 0 0 0 0 640 102.500 -0.90 33.52 0 0 0| 0 0 0 0 680 Total 0 0 0| 0 431 0 0 Indicative a-t-m Vol 34.09 Underlying Price 580.000 Time to expiry: 79 Days Nov 10 6.250 -0.10 42.71 0 0 0| 0 0 0 0 460 8.000 -0.13 40.29 0 0 0| 0 0 0 0 480 15.500 -0.24 37.75 0 0 0| 0 0 0 0 520 21.250 -0.30 36.68 0 0 0| 0 0 0 0 540 27.750 -0.38 35.17 0 0 0| 0 0 0 0 560 36.500 -0.47 34.09 0 0 0| 0 0 0 0 580 47.750 -0.55 34.03 0 0 0| 0 0 0 0 600 74.500 -0.71 33.28 0 0 0| 0 0 0 0 640 106.750 -0.83 32.55 0 0 0| 0 0 0 0 680 Total 0 0 0| 0 0 0 0 Indicative a-t-m Vol 34.88 Underlying Price 580.000 Time to expiry: 107 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 22:01 Business Day Wed 1 Sep 2010 Previous Business Day Tue 31 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 | CAB 0.00 59.66 0 0 0| 0 15 0 0 240 0.750 0.500 -0.01 58.33 0.750 S 0.750 S 0 0 25| 0 135 0 0 280 1.250 -0.02 56.72 0 0 0| 0 40 0 0 320 1.750 -0.03 49.59 0 0 0| 32 1,142 0 0 360 3.750 -0.05 46.26 0 0 0| 30 715 -4 0 400 8.500 6.500 -0.09 42.67 8.500 S 8.500 S 0 0 25| 70 613 -60 0 440 9.000 -0.13 41.60 0 0 0| 0 96 0 0 460 14.500 12.000 -0.16 39.95 14.500 14.500 0 0 50| 0 212 0 0 480 20.750 -0.26 37.66 0 0 0| 0 1,065 0 0 520 34.500 -0.39 35.89 0 0 0| 8 665 -8 0 560 53.250 -0.53 33.87 0 0 0| 0 85 0 0 600 79.500 -0.67 33.15 0 0 0| 0 24 0 0 640 109.500 -0.80 31.57 0 0 0| 0 12 0 0 680 144.500 -0.88 31.25 0 0 0| 0 13 0 0 720 Total 0 0 100| 140 4,862 -72 0 Indicative a-t-m Vol 35.27 Underlying Price 580.000 Time to expiry: 198 Days Mar 11 16.000 -0.15 42.56 0 0 0| 0 111 0 0 440 19.500 -0.18 41.22 0 0 0| 0 15 0 0 460 24.500 -0.21 40.60 0 0 0| 0 170 0 0 480 35.250 -0.29 38.05 0 0 0| 0 281 0 0 520 50.000 -0.39 36.09 0 0 0| 0 2 0 0 560 69.000 -0.50 34.45 0 0 0| 0 1 0 0 600 92.750 -0.61 33.38 0 0 0| 0 0 0 0 640 151.000 -0.81 30.29 0 0 0| 0 0 0 0 720 Total 0 0 0| 0 580 0 0 Indicative a-t-m Vol 35.08 Underlying Price 580.000 Time to expiry: 289 Days Jun 11 8.000 -0.06 49.19 0 0 0| 0 51 0 0 320 12.000 -0.09 45.77 0 0 0| 0 20 0 0 360 17.500 -0.13 43.02 0 0 0| 0 5 0 0 400 26.000 -0.19 41.23 0 0 0| 0 2 0 0 440 30.250 -0.22 39.84 0 0 0| 0 0 0 0 460 36.250 -0.25 39.11 0 0 0| 0 0 0 0 480 50.000 -0.33 37.48 0 0 0| 0 10 0 0 520 66.500 -0.42 35.68 0 0 0| 0 0 0 0 560 87.250 -0.51 34.48 0 0 0| 0 0 0 0 600 112.250 -0.60 33.66 0 0 0| 0 0 0 0 640 171.500 -0.75 32.26 0 0 0| 0 0 0 0 720 Total 0 0 0| 0 88 0 0 Indicative a-t-m Vol 39.70 Underlying Price 580.000 Time to expiry: 471 Days Dec 11 4.000 -0.02 60.30 0 0 0| 0 2,000 0 0 180 4.750 -0.03 57.30 0 0 0| 0 0 0 0 200 5.250 -0.03 53.30 0 0 0| 0 0 0 0 220 6.750 -0.04 51.78 0 0 0| 0 0 0 0 240 9.500 -0.06 47.64 0 0 0| 0 0 0 0 280 13.500 -0.08 44.43 0 0 0| 0 0 0 0 320 21.750 -0.12 43.86 0 0 0| 0 0 0 0 360 Equity Options 22:01 Business Day Wed 1 Sep 2010 Previous Business Day Tue 31 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 | 32.250 -0.17 43.21 0 0 0| 0 0 0 0 400 45.250 -0.22 42.51 0 0 0| 0 0 0 0 440 60.000 -0.28 41.53 0 0 0| 0 0 0 0 480 97.500 -0.40 40.10 0 0 0| 0 0 0 0 560 144.750 -0.53 38.51 0 0 0| 0 0 0 0 640 201.500 -0.64 37.92 0 0 0| 0 0 0 0 720 Total 0 0 0| 0 2,000 0 0 Indicative a-t-m Vol 40.37 Underlying Price 580.000 Time to expiry: 653 Days Jun 12 73.000 -0.25 47.44 0 0 0| 0 0 0 0 440 85.750 -0.29 44.66 0 0 0| 0 0 0 0 480 120.000 -0.40 40.70 0 0 0| 0 0 0 0 560 168.250 -0.50 39.40 0 0 0| 0 0 0 0 640 Total 0 0 0| 0 0 0 0 Indicative a-t-m Vol 41.10 Underlying Price 580.000 Time to expiry: 842 Days Dec 12 79.500 -0.25 44.28 0 0 0| 0 0 0 0 440 95.750 -0.29 42.91 0 0 0| 0 0 0 0 480 137.250 -0.38 41.34 0 0 0| 0 0 0 0 560 186.250 -0.47 40.37 0 0 0| 0 0 0 0 640 238.500 -0.56 38.70 0 0 0| 0 0 0 0 720 Total 0 0 0| 0 0 0 0 Total Puts 0 0 225| 180 20,412 -72 0 Grand Total 0 0 323| 210,861 34,926 -71 0 Imperial Tobacco Group Plc (IMJ) Grand Total 0 0 323| 212,006 34,942 -71 0 Imperial Tobacco Group plc (IMX) Indicative a-t-m Vol 0.00 Underlying Price 1830.000 Time to expiry: 16 Days 17 Sep 10 57.250 -0.78 16.16 N/A 0 0| 0 0 0 0 1880 TotalN/A 0 0| 0 0 0 0 Total PutsN/A 0 0| 0 0 0 0 Grand TotalN/A 0 323| 213,151 35,442 -71 0 Imperial Tobacco Group Plc (IMQ) Indicative a-t-m Vol 0.00 Underlying Price 1830.000 Time to expiry: 16 Days 17 Sep 10 130.350 -0.98 16.80 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 1830.000 Time to expiry: 107 Days 17 Dec 10 116.560 -0.61 19.66 N/A 0 0| 0 500 0 0 1900 TotalN/A 0 0| 0 500 0 0 Total PutsN/A 0 0| 0 500 0 0 Grand TotalN/A 0 323| 215,441 35,442 -71 0 Imperial Tobacco Group plc (IMX) Grand TotalN/A 0 323| 216,586 35,942 -71 0 Inditex SA (IJJ) Equity Options 22:01 Business Day Wed 1 Sep 2010 Previous Business Day Tue 31 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 54.8700 Time to expiry: 471 Days 16 Dec 11 0.0696 -0.01 28.31 N/A 0 0| 0 3,000 0 0 2700 TotalN/A 0 0| 0 3,000 0 0 Total PutsN/A 0 0| 0 3,000 0 0 Grand TotalN/A 0 323| 221,166 42,097 -71 0 Infineon Technologies AG (IFQ) Indicative a-t-m Vol 0.00 Underlying Price 4.5600 Time to expiry: 107 Days 17 Dec 10 0.6856 -0.61 42.59 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 4.5600 Time to expiry: 198 Days 18 Mar 11 0.8377 -0.55 43.47 N/A 0 0| 0 7,000 0 0 500 0.9790 -0.59 43.81 N/A 0 0| 0 5,000 0 0 520 TotalN/A 0 0| 0 12,000 0 0 Total PutsN/A 0 0| 0 15,000 0 0 Grand TotalN/A 0 323| 229,181 70,097 -71 0 ING Groep NV (IAQ) Indicative a-t-m Vol 0.00 Underlying Price 7.3850 Time to expiry: 107 Days 17 Dec 10 0.2000 -0.16 51.87 N/A 0 0| 0 30,300 0 0 580 14.0861 -0.97 91.44 N/A 0 0| 0 2,500 0 0 2150 15.6020 -0.99 86.17 N/A 0 0| 0 5,000 0 0 2304 17.2000 -0.99 95.57 N/A 0 0| 0 5,000 0 0 2457 17.8954 -0.99 92.29 N/A 0 0| 0 8,000 0 0 2534 19.4221 -0.99 85.73 N/A 0 0| 0 2,000 0 0 2688 TotalN/A 0 0| 0 52,800 0 0 Total PutsN/A 0 0| 0 52,800 0 0 Grand TotalN/A 0 323| 245,211 202,697 -71 0 International Power plc - Amer Phys FLEX Opt (IOQ) Grand TotalN/A 0 323| 249,791 203,937 -71 0 INTESA SANPAOLO SPA - AMER PHYS FLEX OPT (BIQ) Indicative a-t-m Vol 0.00 Underlying Price 2.3175 Time to expiry: 107 Days 17 Dec 10 0.2422 -0.52 39.61 N/A 0 0| 0 500 0 0 240 TotalN/A 0 0| 0 500 0 0 Total PutsN/A 0 0| 0 500 0 0 Grand TotalN/A 0 323| 253,226 205,187 -71 0 INTESA SANPAOLO SPA - EURO CAH FLEX OPT (BIJ) Indicative a-t-m Vol 0.00 Underlying Price 2.3175 Time to expiry: 107 Days 17 Dec 10 0.2415 -0.52 39.61 N/A 0 0| 0 3,463 0 0 240 TotalN/A 0 0| 0 3,463 0 0 Total PutsN/A 0 0| 0 3,463 0 0 Grand TotalN/A 0 323| 255,516 212,113 -71 0 J Sainsbury Plc (SAQ) Indicative a-t-m Vol 0.00 Underlying Price 369.800 Time to expiry: 289 Days 17 Jun 11 Equity Options 22:01 Business Day Wed 1 Sep 2010 Previous Business Day Tue 31 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 | 17.220 -0.28 27.12 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 369.800 Time to expiry: 471 Days 16 Dec 11 1.350 -0.03 26.97 N/A 0 0| 0 1,000 0 0 208 TotalN/A 0 0| 0 1,000 0 0 Total PutsN/A 0 0| 0 1,250 0 0 Grand TotalN/A 0 323| 258,951 213,613 -71 0 K+S AG Amer Phys FLEX Opt (KDO) Indicative a-t-m Vol 0.00 Underlying Price 41.8900 Time to expiry: 16 Days 17 Sep 10 0.0222 -0.01 46.96 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 41.8900 Time to expiry: 107 Days 17 Dec 10 1.9072 -0.36 31.61 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 33.7800 Time to expiry: 16 Days 17 Sep 10 1.1900 -0.52 37.03 N/A 0 0| 0 1,000 0 0 3400 TotalN/A 0 0| 0 1,000 0 0 Total PutsN/A 0 0| 0 1,000 0 0 Grand TotalN/A 0 323| 262,386 216,113 -71 0 KBC Bancassurance Holding (KBQ) Indicative a-t-m Vol 0.00 Underlying Price 33.7800 Time to expiry: 16 Days 17 Sep 10 2.5400 -0.79 36.44 N/A 0 0| 0 600 0 0 3600 TotalN/A 0 0| 0 600 0 0 Total PutsN/A 0 0| 0 600 0 0 Grand TotalN/A 0 323| 264,676 217,713 -71 0 Kingfisher plc (KGX) Indicative a-t-m Vol 0.00 Underlying Price 212.400 Time to expiry: 471 Days 16 Dec 11 23.130 -0.38 29.74 N/A 0 0| 0 2,500 0 0 200 TotalN/A 0 0| 0 2,500 0 0 Total PutsN/A 0 0| 0 2,500 0 0 Grand TotalN/A 0 323| 266,966 222,713 -71 0 Koninklijke Ahold NV (AHJ) Indicative a-t-m Vol 0.00 Underlying Price 9.6820 Time to expiry: 107 Days 17 Dec 10 0.1000 -0.11 31.16 N/A 0 0| 0 2,500 0 0 800 TotalN/A 0 0| 0 2,500 0 0 Total PutsN/A 0 0| 0 2,500 0 0 Grand TotalN/A 0 323| 269,256 225,890 -71 0 Koninklijke DSM NV (DSQ) Grand TotalN/A 0 323| 270,401 226,890 -71 0 Koninklijke Philips Electronics NV (PHQ) Equity Options 22:01 Business Day Wed 1 Sep 2010 Previous Business Day Tue 31 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 23.2650 Time to expiry: 16 Days 17 Sep 10 0.0900 -0.08 35.29 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 23.2650 Time to expiry: 107 Days 17 Dec 10 0.6122 -0.20 38.89 N/A 0 0| 0 5,000 0 0 2000 0.8598 -0.27 37.48 N/A 0 0| 0 1,000 0 0 2100 2.6500 -0.63 32.03 N/A 0 0| 0 4,000 0 0 2500 3.3362 -0.71 31.77 N/A 0 0| 0 2,500 0 0 2600 4.9700 -0.86 30.49 N/A 0 0| 0 2,500 0 0 2800 TotalN/A 0 0| 0 15,000 0 0 Total PutsN/A 0 0| 0 21,500 0 0 Grand TotalN/A 0 323| 284,141 269,890 -71 0 L'Oreal SA (ORQ) Indicative a-t-m Vol 0.00 Underlying Price 80.6800 Time to expiry: 16 Days 17 Sep 10 0.0600 -0.02 40.06 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 80.6800 Time to expiry: 107 Days 17 Dec 10 1.1200 -0.14 32.24 N/A 0 0| 0 600 0 0 6800 TotalN/A 0 0| 0 600 0 0 Total PutsN/A 0 0| 0 1,600 0 0 Grand TotalN/A 0 323| 287,576 271,490 -71 0 Lafarge SA (LAX) Indicative a-t-m Vol 0.00 Underlying Price 38.3500 Time to expiry: 16 Days 17 Sep 10 11.6406 -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 38.3500 Time to expiry: 107 Days 17 Dec 10 11.6620 -0.94 29.95 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 641.000 Time to expiry: 107 Days 17 Dec 10 275.220 -1.00 22.77 N/A 0 0| 0 2,000 0 0 905 TotalN/A 0 0| 0 2,000 0 0 Total PutsN/A 0 0| 0 2,000 0 0 Grand TotalN/A 0 323| 292,156 282,990 -71 0 Land Securities Group Plc (LSQ) Indicative a-t-m Vol 0.00 Underlying Price 641.000 Time to expiry: 289 Days 17 Jun 11 100.620 -0.67 23.67 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 36.0000 Time to expiry: 107 Days 17 Dec 10 Equity Options 22:01 Business Day Wed 1 Sep 2010 Previous Business Day Tue 31 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 | 0.5918 -0.12 44.96 N/A 0 0| 0 1,250 0 0 2800 TotalN/A 0 0| 0 1,250 0 0 Total PutsN/A 0 0| 0 1,250 0 0 Grand TotalN/A 0 323| 294,446 287,918 -71 0 Lanxess - Amer Phys FLEX Opt (ZYQ) Indicative a-t-m Vol 0.00 Underlying Price 36.0000 Time to expiry: 107 Days 17 Dec 10 2.0134 -0.35 38.98 N/A 0 0| 0 1,250 0 0 3400 TotalN/A 0 0| 0 1,250 0 0 Total PutsN/A 0 0| 0 1,250 0 0 Grand TotalN/A 0 323| 296,736 290,418 -71 0 Legal & General Group Plc (LGJ) Grand TotalN/A 0 323| 297,881 290,544 -71 0 Linde AG (LIQ) Indicative a-t-m Vol 0.00 Underlying Price 91.1400 Time to expiry: 198 Days 18 Mar 11 4.8435 -0.38 24.72 N/A 0 0| 0 300 0 0 8800 TotalN/A 0 0| 0 300 0 0 Total PutsN/A 0 0| 0 300 0 0 Grand TotalN/A 0 323| 301,316 291,844 -71 0 Lloyds Banking Group Plc - Amer Phys FLEX Opt (LLQ) Indicative a-t-m Vol 0.00 Underlying Price 71.480 Time to expiry: 16 Days 17 Sep 10 0.010 0.00 59.13 N/A 0 0| 0 5,000 0 0 51 0.010 0.00 58.25 N/A 0 0| 0 32,000 0 0 52 TotalN/A 0 0| 0 37,000 0 0 Total PutsN/A 0 0| 0 37,000 0 0 Grand TotalN/A 0 323| 309,331 581,244 -71 0 Lloyds Banking Group Plc - Euro Cash FLEX Opt (LLJ) Grand TotalN/A 0 323| 310,476 581,456 -71 0 Lloyds Banking Group plc - Euro Phys FLEX Opt (LLX) Indicative a-t-m Vol 0.00 Underlying Price 71.480 Time to expiry: 107 Days 17 Dec 10 232.860 -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 0 323| 312,766 583,456 -71 0 Lukoil OAO - Euro Phys FLEX Opt (LYV) Indicative a-t-m Vol 0.00 Underlying Price 53.7000 Time to expiry: 107 Days 17 Dec 10 6.9309 -0.61 37.28 N/A 0 0| 0 7,500 0 0 5800 8.7284 -0.69 37.27 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 53.7000 Time to expiry: 226 Days 15 Apr 11 4.7111 -0.35 39.93 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 0 323| 318,491 601,425 -71 0 Equity Options 22:01 Business Day Wed 1 Sep 2010 Previous Business Day Tue 31 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 95.8000 Time to expiry: 16 Days 17 Sep 10 0.1061 -0.03 41.46 N/A 0 0| 0 800 0 0 8195 0.5500 -0.15 30.36 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 95.8000 Time to expiry: 107 Days 17 Dec 10 0.3400 -0.03 49.26 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 0 323| 326,506 604,875 -71 0 Man Group Plc (EWQ) Indicative a-t-m Vol 0.00 Underlying Price 216.500 Time to expiry: 107 Days 17 Dec 10 353.770 -1.00 39.64 N/A 0 0| 0 500 0 0 565 TotalN/A 0 0| 0 500 0 0 Total PutsN/A 0 0| 0 500 0 0 Grand TotalN/A 0 323| 334,271 606,190 -2,111 250 MAN SE - Amer Phys FLEX Opt (MJQ) Indicative a-t-m Vol 0.00 Underlying Price 70.3300 Time to expiry: 107 Days 17 Dec 10 2.3888 -0.27 34.38 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 353.800 Time to expiry: 107 Days 17 Dec 10 15.750 -0.40 26.71 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 0 323| 336,561 610,190 -2,111 250 Marks & Spencer Group Plc (MSU) Grand TotalN/A 0 323| 337,706 610,190 -2,111 250 Mediaset SpA - Euro Cash FLEX Opt (MHJ) Grand TotalN/A 0 323| 339,996 610,281 -2,111 250 Merck KGaA - Amer Phys FLEX Opt (KSQ) Indicative a-t-m Vol 0.00 Underlying Price 42.3250 Time to expiry: 107 Days 17 Dec 10 0.3728 -0.09 33.61 N/A 0 0| 0 1,000 0 0 3400 TotalN/A 0 0| 0 1,000 0 0 Total PutsN/A 0 0| 0 1,000 0 0 Grand TotalN/A 0 323| 341,141 614,281 -2,111 250 Metro AG (MEQ) Grand TotalN/A 0 323| 342,286 615,281 -2,111 250 Metso - Amer Phys FLEX Opt (MOQ) Grand TotalN/A 0 323| 343,431 617,281 -2,111 250 Michelin (MLQ) Indicative a-t-m Vol 0.00 Underlying Price 60.8700 Time to expiry: 16 Days 17 Sep 10 Equity Options 22:01 Business Day Wed 1 Sep 2010 Previous Business Day Tue 31 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 | 0.0100 -0.01 46.04 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 0 323| 346,866 618,031 -2,111 250 Morrison WM Supermarkets (MIQ) Grand TotalN/A 0 323| 349,156 618,177 -2,111 250 Muenchener Rueckversicherungs AG (MUJ) Grand TotalN/A 0 323| 353,736 621,606 -2,111 250 National Grid Plc (NGQ) Grand TotalN/A 0 323| 354,881 621,606 -2,111 250 National Grid plc (NGJ) Grand TotalN/A 0 323| 357,171 622,534 -2,111 250 National Grid Plc (NGQ) Grand TotalN/A 0 323| 372,056 625,784 -2,111 250 National Grid plc (NGX) Indicative a-t-m Vol 0.00 Underlying Price 549.000 Time to expiry: 16 Days 17 Sep 10 0.010 0.00 25.20 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: 107 Days 17 Dec 10 23.930 -0.50 19.35 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: 471 Days 16 Dec 11 57.800 -0.52 19.89 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 0 323| 377,781 628,244 -2,111 250 Nestle SA (NEQ) Indicative a-t-m Vol 0.00 Underlying Price 53.750 Time to expiry: 16 Days 17 Sep 10 0.177 -0.17 16.98 N/A 0 0| 0 0 0 0 520 2.368 -0.87 17.07 N/A 0 0| 0 15,000 0 0 560 4.292 -0.95 21.37 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 53.750 Time to expiry: 44 Days 15 Oct 10 0.106 -0.07 18.35 N/A 0 0| 0 2,500 +2,500 0 490 0.173 -0.11 17.31 N/A 0 0| 0 2,500 0 0 500 1.357 -0.52 16.50 N/A 0 0| 0 10,000 0 0 540 TotalN/A 0 0| 0 15,000 +2,500 0 Indicative a-t-m Vol 0.00 Underlying Price 53.750 Time to expiry: 79 Days 19 Nov 10 1.817 -0.51 16.97 N/A 0 0| 0 0 0 0 540 TotalN/A 0 0| 0 0 0 0 Indicative a-t-m Vol 0.00 Underlying Price 53.750 Time to expiry: 107 Days 17 Dec 10 0.077 -0.02 28.63 N/A 0 0| 0 100,000 0 0 400 Equity Options 22:01 Business Day Wed 1 Sep 2010 Previous Business Day Tue 31 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 | 1.294 -0.35 18.01 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 53.750 Time to expiry: 289 Days 17 Jun 11 0.903 -0.16 21.67 N/A 0 0| 0 0 0 0 440 5.497 -0.63 17.83 N/A 0 0| 0 0 0 0 560 TotalN/A 0 0| 0 0 0 0 Total PutsN/A 0 0| 0 143,000 +2,500 0 Grand TotalN/A 0 323| 392,666 778,744 +389 250 Nokia OYJ (NBQ) Indicative a-t-m Vol 0.00 Underlying Price 7.0000 Time to expiry: 16 Days 17 Sep 10 0.0515 -0.17 38.29 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 7.0000 Time to expiry: 79 Days 19 Nov 10 0.8428 -0.60 42.19 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 7.0000 Time to expiry: 107 Days 17 Dec 10 3.0111 -0.94 40.32 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 7.0000 Time to expiry: 142 Days 21 Jan 11 0.6781 -0.44 40.04 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 7.0000 Time to expiry: 198 Days 18 Mar 11 2.1767 -0.77 38.05 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 0 323| 407,551 973,124 +389 250 Novartis AG (NAJ) Indicative a-t-m Vol 0.00 Underlying Price 54.050 Time to expiry: 16 Days 17 Sep 10 0.065 -0.05 28.62 N/A 0 0| 0 0 0 0 490 0.093 -0.07 25.71 N/A 0 0| 0 0 0 0 500 0.158 -0.12 23.88 N/A 0 0| 0 0 0 0 510