Equity Options 21:59 Business Day Thu 2 Sep 2010 Previous Business Day Wed 1 Sep 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 28.01 Underlying Price 428.900 Time to expiry: 15 Days Sep 10 189.000 1.00 53.85 0 0 0| 0 0 0 0 240 169.000 1.00 52.79 0 0 0| 0 0 0 0 260 149.000 1.00 52.40 0 0 0| 0 0 0 0 280 129.000 1.00 50.48 0 0 0| 0 0 0 0 300 109.000 1.00 48.57 0 0 0| 0 0 0 0 320 89.000 0.99 45.86 0 0 0| 0 0 0 0 340 69.500 0.97 44.45 0 0 0| 0 0 0 0 360 59.500 0.96 41.36 0 0 0| 0 0 0 0 370 50.000 0.94 37.88 0 0 0| 0 0 0 0 380 40.250 0.91 34.97 0 0 0| 0 0 0 0 390 31.250 0.86 32.00 0 0 0| 0 11 0 0 400 23.000 22.750 0.77 29.99 23.000 23.000 0 0 1| 0 10 0 0 410 15.250 0.65 28.47 0 0 0| 0 29 0 0 420 9.500 0.50 27.96 0 0 0| 0 5 0 0 430 5.250 0.34 26.70 0 0 0| 0 20 0 0 440 2.750 0.20 26.70 0 0 0| 0 0 0 0 450 1.000 0.09 24.82 0 0 0| 0 2 0 0 460 0.250 0.02 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 1| 0 85 0 0 Indicative a-t-m Vol 29.73 Underlying Price 428.900 Time to expiry: 106 Days Dec 10 112.750 0.93 39.91 0 0 0| 0 0 0 0 320 94.500 0.89 37.76 0 0 0| 0 0 0 0 340 77.000 0.85 35.65 0 0 0| 0 2 0 0 360 60.750 0.78 33.69 0 0 0| 0 0 0 0 380 46.000 0.69 32.35 0 0 0| 0 250 0 0 400 32.750 0.59 30.12 0 0 0| 0 1 0 0 420 22.750 0.47 29.27 0 0 0| 0 4 0 0 440 14.500 0.36 28.21 0 0 0| 0 5 0 0 460 8.750 0.25 27.35 0 0 0| 0 0 0 0 480 Total 0 0 0| 0 262 0 0 Indicative a-t-m Vol 30.44 Underlying Price 428.900 Time to expiry: 197 Days Mar 11 115.750 0.89 38.45 0 0 0| 0 0 0 0 320 82.750 0.80 35.46 0 0 0| 0 0 0 0 360 67.250 0.74 33.44 0 0 0| 0 0 0 0 380 54.250 0.66 32.77 0 0 0| 0 0 0 0 400 42.000 0.58 31.26 0 0 0| 0 0 0 0 420 30.750 0.49 29.44 0 0 0| 0 13 0 0 440 23.500 0.41 29.52 0 0 0| 0 6 0 0 460 16.000 0.32 27.89 0 0 0| 0 0 0 0 480 Total 0 0 0| 0 19 0 0 Total Calls 0 0 1| 0 366 0 0 | Equity Options 21:59 Business Day Thu 2 Sep 2010 Previous Business Day Wed 1 Sep 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 28.29 Underlying Price 428.900 Time to expiry: 15 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 0.500 -0.03 46.00 0 0 0| 0 8 0 0 360 0.750 -0.04 42.69 0 0 0| 0 0 0 0 370 0.750 -0.06 37.67 0 0 0| 0 65 0 0 380 1.250 -0.08 33.87 0 0 0| 0 1 0 0 390 2.500 2.250 -0.14 32.73 2.500 2.500 0 0 2| 0 39 0 0 400 4.250 3.750 -0.23 30.26 4.250 4.250 0 0 1| 0 1 0 0 410 6.500 -0.35 29.11 0 0 0| 0 11 0 0 420 10.500 -0.50 28.20 0 0 0| 0 0 0 0 430 16.250 -0.66 26.88 0 0 0| 0 0 0 0 440 24.250 -0.78 28.80 0 0 0| 0 0 0 0 450 32.250 -0.89 26.62 0 0 0| 0 0 0 0 460 51.250 -0.98 26.88 0 0 0| 0 0 0 0 480 131.000 -1.00 32.21 0 0 0| 0 0 0 0 560 Total 0 0 3| 0 186 0 0 Indicative a-t-m Vol 29.64 Underlying Price 428.900 Time to expiry: 106 Days Dec 10 3.250 -0.07 39.96 0 0 0| 0 23 0 0 320 5.000 -0.11 37.88 0 0 0| 0 10 0 0 340 7.500 -0.16 35.79 0 0 0| 0 15 0 0 360 11.000 -0.22 33.81 0 0 0| 0 0 0 0 380 15.750 15.750 -0.31 31.46 15.750 15.750 0 0 1| 0 255 0 0 400 23.500 -0.41 30.56 0 0 0| 0 0 0 0 420 32.250 -0.53 28.51 0 0 0| 0 0 0 0 440 45.000 -0.65 28.26 0 0 0| 0 0 0 0 460 59.000 -0.75 27.21 0 0 0| 0 0 0 0 480 Total 0 0 1| 0 303 0 0 Indicative a-t-m Vol 30.76 Underlying Price 428.900 Time to expiry: 197 Days Mar 11 8.500 -0.13 38.49 0 0 0| 0 0 0 0 320 16.000 -0.22 35.48 0 0 0| 0 16 0 0 360 21.500 -0.28 34.15 0 0 0| 0 0 0 0 380 28.000 -0.35 32.65 0 0 0| 0 0 0 0 400 36.000 -0.43 31.28 0 0 0| 0 0 0 0 420 46.000 -0.52 30.12 0 0 0| 0 0 0 0 440 57.750 -0.60 29.41 0 0 0| 0 0 0 0 460 70.000 -0.69 27.54 0 0 0| 0 0 0 0 480 Total 0 0 0| 0 16 0 0 Total Puts 0 0 4| 0 505 0 0 Grand Total 0 47,592 47,597| 0 871 0 0 Equity Options 21:59 Business Day Thu 2 Sep 2010 Previous Business Day Wed 1 Sep 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 16.24 Underlying Price 1836.000 Time to expiry: 15 Days Sep 10 436.500 1.00 46.65 0 0 0| 0 0 0 0 1400 237.000 0.99 29.11 0 0 0| 0 0 0 0 1600 138.000 0.95 22.13 0 0 0| 0 0 0 0 1700 90.500 0.89 19.14 0 0 0| 0 0 0 0 1750 48.000 0.72 17.10 0 0 0| 2 2 +2 0 1800 18.500 0.42 15.90 0 0 0| 0 361 0 0 1850 6.000 0.17 16.95 0 0 0| 0 315 0 0 1900 1.500 0.06 18.10 0 0 0| 0 302 0 0 1950 1.500 0.04 22.71 0 0 0| 0 490 0 0 2000 CAB 0.01 24.98 0 0 0| 0 760 0 0 2100 CAB 0.00 26.87 0 0 0| 0 569 0 0 2200 CAB 0.00 27.76 0 0 0| 0 6 0 0 2400 CAB 0.00 28.77 0 0 0| 0 0 0 0 2800 Total 0 0 0| 2 2,805 +2 0 Indicative a-t-m Vol 21.14 Underlying Price 1836.000 Time to expiry: 106 Days Dec 10 444.500 0.96 30.47 0 0 0| 0 0 0 0 1400 256.500 0.87 24.46 0 0 0| 0 0 0 0 1600 174.000 0.76 22.79 0 0 0| 0 15 0 0 1700 105.500 0.60 21.46 0 0 0| 0 1,201 0 0 1800 56.000 56.500 0.41 20.58 56.000 56.000 0 0 13| 12 326 +12 0 1900 25.000 28.000 0.24 20.52 27.000 25.000 0 0 175| 24 2,479 0 0 2000 5.000 0.06 20.58 0 0 0| 0 452 0 0 2200 1.000 0.01 21.70 0 0 0| 0 0 0 0 2400 Total 0 0 188| 36 4,473 +12 0 Indicative a-t-m Vol 21.43 Underlying Price 1836.000 Time to expiry: 197 Days Mar 11 266.500 0.84 24.19 0 0 0| 0 0 0 0 1600 189.000 0.73 22.99 0 0 0| 0 0 0 0 1700 123.500 0.59 21.75 0 0 0| 0 0 0 0 1800 74.000 0.43 20.87 0 0 0| 0 9 0 0 1900 41.000 0.28 20.22 0 0 0| 0 78 0 0 2000 11.500 0.10 20.10 0 0 0| 0 2 0 0 2200 4.500 0.04 21.72 0 0 0| 0 0 0 0 2400 Total 0 0 0| 0 89 0 0 Total Calls 0 0 188| 38 7,367 +14 0 | Equity Options 21:59 Business Day Thu 2 Sep 2010 Previous Business Day Wed 1 Sep 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 16.47 Underlying Price 1836.000 Time to expiry: 15 Days Sep 10 CAB 0.00 38.78 0 0 0| 0 4 0 0 1400 CAB 0.00 25.29 0 0 0| 0 911 0 0 1600 3.000 1.000 -0.03 20.65 3.000 3.000 0 0 1| 0 161 0 0 1700 3.500 -0.10 18.56 0 0 0| 0 105 0 0 1750 12.000 -0.28 17.13 0 0 0| 0 1,526 0 0 1800 32.500 -0.58 16.21 0 0 0| 0 3,133 0 0 1850 68.500 -0.84 16.12 0 0 0| 0 533 0 0 1900 115.000 -0.96 16.93 0 0 0| 0 0 0 0 1950 164.000 -1.00 16.29 0 0 0| 2 118 0 0 2000 264.000 -1.00 17.91 0 0 0| 0 0 0 0 2100 364.000 -1.00 17.91 0 0 0| 0 0 0 0 2200 564.000 -1.00 17.91 0 0 0| 0 0 0 0 2400 964.000 -1.00 17.91 0 0 0| 0 0 0 0 2800 Total 0 0 1| 2 6,491 0 0 Indicative a-t-m Vol 20.79 Underlying Price 1836.000 Time to expiry: 106 Days Dec 10 4.000 -0.03 28.73 0 0 0| 0 20 0 0 1400 15.500 -0.13 23.84 0 0 0| 0 28 0 0 1600 31.000 32.500 -0.24 22.22 31.000 31.000 0 0 1| 14 558 0 0 1700 64.500 -0.40 21.11 0 0 0| 0 924 0 0 1800 115.500 -0.60 20.23 0 0 0| 0 500 0 0 1900 186.500 -0.77 20.03 0 0 0| 0 265 0 0 2000 365.500 -0.96 19.49 0 0 0| 0 0 0 0 2200 564.000 -1.00 20.42 0 0 0| 0 0 0 0 2400 Total 0 0 1| 14 2,295 0 0 Indicative a-t-m Vol 20.29 Underlying Price 1836.000 Time to expiry: 197 Days Mar 11 43.500 -0.23 22.91 0 0 0| 0 5 0 0 1600 72.500 -0.35 21.66 0 0 0| 0 0 0 0 1700 114.500 -0.49 20.58 0 0 0| 0 35 0 0 1800 172.000 -0.64 19.78 0 0 0| 2 2 +2 0 1900 243.500 -0.77 19.04 0 0 0| 0 0 0 0 2000 418.000 -0.94 17.67 0 0 0| 0 0 0 0 2200 612.000 -0.99 16.23 0 0 0| 0 0 0 0 2400 Total 0 0 0| 2 42 +2 0 Total Puts 0 0 2| 18 8,828 +2 0 Grand Total 0 37,016 37,206| 56 16,195 +16 0 Equity Options 21:59 Business Day Thu 2 Sep 2010 Previous Business Day Wed 1 Sep 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 34.49 Underlying Price 1046.000 Time to expiry: 15 Days Sep 10 246.500 1.00 51.01 0 0 0| 0 0 0 0 800 206.500 0.99 46.64 0 0 0| 0 0 0 0 840 166.500 0.99 38.77 0 0 0| 0 0 0 0 880 128.000 0.95 38.36 0 0 0| 0 10 0 0 920 91.000 0.88 35.93 0 0 0| 0 1 0 0 960 73.500 0.83 34.52 0 0 0| 0 3 0 0 980 59.500 0.74 36.15 0 0 0| 0 9 0 0 1000 28.500 0.49 34.35 0 0 0| 0 6 0 0 1050 10.500 0.25 33.43 0 0 0| 0 11 0 0 1100 2.500 0.08 31.86 0 0 0| 0 319 0 0 1150 1.000 0.03 35.00 0 0 0| 0 21 0 0 1200 CAB 0.01 35.00 0 0 0| 0 15 0 0 1250 CAB 0.00 35.00 0 0 0| 0 18 0 0 1300 CAB 0.00 35.00 0 0 0| 0 0 0 0 1400 Total 0 0 0| 0 413 0 0 Indicative a-t-m Vol 32.26 Underlying Price 1046.000 Time to expiry: 106 Days Dec 10 187.000 0.84 36.17 0 0 0| 0 3 0 0 880 126.500 0.71 34.42 0 0 0| 0 10 0 0 960 99.000 0.64 32.74 0 0 0| 0 302 0 0 1000 50.500 0.42 31.71 0 0 0| 0 501 0 0 1100 21.000 0.23 30.29 0 0 0| 0 411 0 0 1200 8.500 0.11 30.21 0 0 0| 0 109 0 0 1300 3.500 0.05 30.67 0 0 0| 0 41 0 0 1400 Total 0 0 0| 0 1,377 0 0 Indicative a-t-m Vol 32.30 Underlying Price 1046.000 Time to expiry: 197 Days Mar 11 209.000 0.79 36.52 0 0 0| 0 0 0 0 880 149.000 0.69 33.15 0 0 0| 0 0 0 0 960 126.500 0.63 33.34 0 0 0| 0 12 0 0 1000 74.500 0.47 31.07 0 0 0| 0 15 0 0 1100 42.500 0.31 30.48 0 0 0| 0 0 0 0 1200 21.500 0.19 29.43 0 0 0| 0 2 0 0 1300 12.500 0.12 30.14 0 0 0| 0 0 0 0 1400 Total 0 0 0| 0 29 0 0 Total Calls 0 0 0| 0 1,819 0 0 | Equity Options 21:59 Business Day Thu 2 Sep 2010 Previous Business Day Wed 1 Sep 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 31.38 Underlying Price 1046.000 Time to expiry: 15 Days Sep 10 0.500 -0.01 55.23 0 0 0| 0 1 0 0 800 0.500 -0.01 49.21 0 0 0| 0 13 0 0 840 1.000 -0.02 42.64 0 0 0| 0 10 0 0 880 2.000 -0.05 38.74 0 0 0| 0 13 0 0 920 4.500 -0.12 35.63 0 0 0| 0 22 0 0 960 8.000 -0.18 35.45 0 0 0| 78 50 +47 0 980 12.000 -0.25 34.83 0 0 0| 25 726 0 0 1000 29.000 -0.51 31.08 0 0 0| 9 15 +8 0 1050 61.500 -0.78 29.83 0 0 0| 0 17 0 0 1100 107.000 -0.90 34.19 0 0 0| 0 30 0 0 1150 155.500 -0.95 38.10 0 0 0| 0 2 0 0 1200 204.500 -0.98 42.63 0 0 0| 0 0 0 0 1250 254.500 -0.98 50.03 0 0 0| 0 0 0 0 1300 355.000 -0.98 66.69 0 0 0| 0 0 0 0 1400 Total 0 0 0| 112 899 +55 0 Indicative a-t-m Vol 32.59 Underlying Price 1046.000 Time to expiry: 106 Days Dec 10 19.500 -0.16 36.55 0 0 0| 0 28 0 0 880 39.000 -0.29 34.62 0 0 0| 3 403 0 0 960 53.000 -0.36 33.73 0 0 0| 3 22 -3 0 1000 101.500 -0.58 31.26 0 0 0| 3 44 -3 0 1100 173.500 -0.77 30.62 0 0 0| 0 10 0 0 1200 261.500 -0.89 31.04 0 0 0| 0 2 0 0 1300 356.500 -0.95 31.95 0 0 0| 0 0 0 0 1400 Total 0 0 0| 9 509 -6 0 Indicative a-t-m Vol 32.05 Underlying Price 1046.000 Time to expiry: 197 Days Mar 11 38.500 -0.21 36.00 0 0 0| 3 10 0 0 880 59.000 -0.31 33.08 0 0 0| 0 10 0 0 960 74.500 -0.37 32.51 0 0 0| 0 10 0 0 1000 126.000 -0.54 31.50 0 0 0| 0 29 0 0 1100 192.000 -0.69 30.27 0 0 0| 0 0 0 0 1200 271.000 -0.82 29.20 0 0 0| 0 0 0 0 1300 362.000 -0.89 29.72 0 0 0| 1 1 0 0 1400 Total 0 0 0| 4 60 0 0 Total Puts 0 0 0| 125 1,468 +49 0 Grand Total 0 37,016 37,016| 125 3,287 +49 0 Equity Options 21:59 Business Day Thu 2 Sep 2010 Previous Business Day Wed 1 Sep 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 28.45 Underlying Price 387.600 Time to expiry: 15 Days Sep 10 147.750 1.00 77.79 0 0 0| 0 0 0 0 240 127.750 1.00 69.30 0 0 0| 0 0 0 0 260 107.750 0.99 64.41 0 0 0| 0 0 0 0 280 97.750 0.99 60.47 0 0 0| 0 0 0 0 290 88.000 0.98 58.75 0 0 0| 0 21 0 0 300 78.000 0.98 53.39 0 0 0| 0 35 0 0 310 68.250 0.97 50.09 0 0 0| 0 73 0 0 320 58.500 0.95 47.82 0 0 0| 0 588 0 0 330 48.750 0.94 42.56 0 0 0| 0 1,901 0 0 340 39.000 0.91 38.32 0 0 0| 0 0 0 0 350 30.000 0.85 35.32 0 0 0| 0 1,391 0 0 360 21.250 0.77 31.61 0 0 0| 0 1,135 0 0 370 14.000 0.64 29.94 0 0 0| 0 546 0 0 380 8.000 0.47 28.08 0 0 0| 0 0 0 0 390 4.000 0.30 27.17 0 0 0| 0 1,015 0 0 400 1.000 0.09 28.43 0 0 0| 0 0 0 0 420 Total 0 0 0| 0 6,705 0 0 Indicative a-t-m Vol 25.33 Underlying Price 387.600 Time to expiry: 106 Days Dec 10 147.750 1.00 39.98 0 0 0| 0 0 0 0 240 127.750 1.00 38.22 0 0 0| 0 0 0 0 260 108.000 0.99 36.55 0 0 0| 0 0 0 0 280 88.750 0.95 35.17 0 0 0| 0 29 0 0 300 69.750 0.91 31.82 0 0 0| 0 210 0 0 320 51.750 0.83 29.11 0 0 0| 0 261 0 0 340 34.000 0.74 24.10 0 0 0| 0 2,075 0 0 360 23.750 0.56 26.21 0 0 0| 0 37 0 0 380 14.000 13.500 0.40 24.00 14.000 14.000 0 0 6| 0 721 -929 0 400 5.250 0.19 26.07 0 0 0| 0 0 0 0 440 Total 0 0 6| 0 3,333 -929 0 Indicative a-t-m Vol 25.95 Underlying Price 387.600 Time to expiry: 197 Days Mar 11 148.000 0.99 39.32 0 0 0| 0 0 0 0 240 109.500 0.94 34.99 0 0 0| 0 0 0 0 280 91.000 0.89 32.36 0 0 0| 0 0 0 0 300 73.750 0.83 30.46 0 0 0| 0 24 0 0 320 57.250 58.000 0.76 28.76 57.250 S 57.250 S 0 0 4| 0 40 0 0 340 44.000 0.67 27.48 0 0 0| 0 27 0 0 360 31.750 0.57 26.18 0 0 0| 0 0 0 0 380 22.500 0.46 25.60 0 0 0| 0 67 0 0 400 10.750 0.27 25.42 0 0 0| 0 11 0 0 440 Total 0 0 4| 0 169 0 0 Total Calls 0 0 10| 0 10,207 -929 0 | Equity Options 21:59 Business Day Thu 2 Sep 2010 Previous Business Day Wed 1 Sep 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 30.73 Underlying Price 387.600 Time to expiry: 15 Days Sep 10 CAB 0.00 47.98 0 0 0| 0 64 0 0 240 CAB 0.00 47.90 0 0 0| 0 5 0 0 260 CAB 0.00 45.63 0 0 0| 0 389 0 0 280 CAB 0.00 44.17 0 0 0| 0 0 0 0 290 CAB 0.00 42.72 0 0 0| 0 3,047 0 0 300 CAB 0.00 41.31 0 0 0| 0 3 0 0 310 CAB -0.01 39.88 0 0 0| 0 90 0 0 320 0.250 -0.02 38.57 0 0 0| 0 336 0 0 330 0.500 -0.04 37.49 0 0 0| 0 359 0 0 340 1.000 -0.07 34.12 0 0 0| 0 5 0 0 350 2.000 -0.14 33.47 0 0 0| 0 60 0 0 360 2.750 -0.21 28.23 0 0 0| 0 354 0 0 370 5.250 -0.35 26.81 0 0 0| 0 41 0 0 380 11.500 -0.52 31.71 0 0 0| 0 0 0 0 390 17.500 -0.67 30.94 0 0 0| 0 0 0 0 400 33.500 -0.89 30.29 0 0 0| 0 0 0 0 420 Total 0 0 0| 0 4,753 0 0 Indicative a-t-m Vol 25.77 Underlying Price 387.600 Time to expiry: 106 Days Dec 10 1.000 -0.02 47.69 0 0 0| 0 476 0 0 240 1.250 -0.03 42.22 0 0 0| 0 10 0 0 260 1.750 -0.05 37.88 0 0 0| 0 39 0 0 280 2.750 -0.08 34.39 0 0 0| 0 1,561 0 0 300 4.500 -0.13 31.75 0 0 0| 0 91 0 0 320 7.250 -0.20 29.21 0 0 0| 0 81 0 0 340 12.250 -0.31 27.85 0 0 0| 0 45 0 0 360 19.500 -0.44 26.18 0 0 0| 0 0 0 0 380 30.250 -0.59 25.16 0 0 0| 0 0 0 0 400 59.750 -0.85 23.64 0 0 0| 0 0 0 0 440 Total 0 0 0| 0 2,303 0 0 Indicative a-t-m Vol 25.83 Underlying Price 387.600 Time to expiry: 197 Days Mar 11 2.000 -0.04 39.46 0 0 0| 0 9 0 0 240 4.250 -0.09 35.03 0 0 0| 0 28 0 0 280 6.250 -0.12 32.40 0 0 0| 0 11 0 0 300 8.750 9.000 -0.17 30.32 8.750 S 8.750 S 0 0 4| 0 6 0 0 320 13.250 -0.24 28.79 0 0 0| 0 10 0 0 340 19.250 -0.33 27.55 0 0 0| 0 45 0 0 360 26.750 -0.44 26.06 0 0 0| 0 0 0 0 380 37.500 -0.55 25.47 0 0 0| 0 4 0 0 400 65.500 -0.74 25.08 0 0 0| 0 0 0 0 440 Total 0 0 4| 0 113 0 0 Total Puts 0 0 4| 0 7,169 0 0 Grand Total 0 46,270 46,284| 0 17,376 -929 0 Equity Options 21:59 Business Day Thu 2 Sep 2010 Previous Business Day Wed 1 Sep 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 33.49 Underlying Price 241.800 Time to expiry: 15 Days Sep 10 42.250 0.96 54.93 0 0 0| 0 0 0 0 200 32.500 0.93 47.05 0 0 0| 0 0 0 0 210 22.750 0.90 36.22 0 0 0| 0 0 0 0 220 18.000 0.86 32.98 0 0 0| 0 0 0 0 225 14.500 0.76 35.12 0 0 0| 0 0 0 0 230 11.000 0.66 35.71 0 0 0| 0 0 0 0 235 8.000 0.56 34.91 0 0 0| 0 5 0 0 240 5.000 0.44 31.36 0 0 0| 0 0 0 0 245 3.750 0.34 35.07 0 0 0| 0 0 0 0 250 1.250 0.15 32.12 0 0 0| 0 40 0 0 260 0.250 0.04 30.00 0 0 0| 0 25 0 0 270 CAB 0.01 30.00 0 0 0| 0 7 0 0 280 CAB 0.00 30.00 0 0 0| 0 0 0 0 290 CAB 0.00 30.00 0 0 0| 0 510 0 0 300 CAB 0.00 30.00 0 0 0| 0 0 0 0 310 CAB 0.00 30.00 0 0 0| 0 27 0 0 320 CAB 0.00 30.00 0 0 0| 0 171 0 0 340 CAB 0.00 30.00 0 0 0| 0 20 0 0 360 CAB 0.00 30.00 0 0 0| 0 1 0 0 400 Total 0 0 0| 0 806 0 0 Indicative a-t-m Vol 33.48 Underlying Price 241.800 Time to expiry: 106 Days Dec 10 45.500 0.86 37.35 0 0 0| 0 0 0 0 200 30.250 0.72 35.74 0 0 0| 0 0 0 0 220 24.000 0.64 35.11 0 0 0| 0 0 0 0 230 17.750 0.55 33.49 0 0 0| 0 1 0 0 240 10.000 0.37 33.39 0 0 0| 0 1,065 0 0 260 5.000 0.22 32.56 0 0 0| 0 5 0 0 280 2.750 0.13 33.49 0 0 0| 0 20 0 0 300 1.500 0.08 34.42 0 0 0| 0 534 0 0 320 0.750 0.04 35.00 0 0 0| 0 0 0 0 340 0.250 0.02 35.00 0 0 0| 0 0 0 0 360 CAB 0.00 35.00 0 0 0| 0 8 0 0 400 Total 0 0 0| 0 1,633 0 0 Indicative a-t-m Vol 34.01 Underlying Price 241.800 Time to expiry: 197 Days Mar 11 50.500 0.79 38.24 0 0 0| 0 0 0 0 200 36.250 0.69 36.03 0 0 0| 0 0 0 0 220 30.000 0.62 34.92 0 0 0| 0 0 0 0 230 24.500 0.56 34.16 0 0 0| 0 2 0 0 240 15.750 0.42 32.64 0 0 0| 0 0 0 0 260 10.250 0.31 32.81 0 0 0| 0 0 0 0 280 6.250 0.21 32.32 0 0 0| 0 10 0 0 300 4.000 0.14 32.64 0 0 0| 0 0 0 0 320 1.750 0.07 34.38 0 0 0| 0 0 0 0 360 Total 0 0 0| 0 12 0 0 Equity Options 21:59 Business Day Thu 2 Sep 2010 Previous Business Day Wed 1 Sep 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 47.81 Underlying Price 59.100 Time to expiry: 15 Days Sep 10 19.000 1.00 62.47 0 0 0| 0 0 0 0 40 15.250 0.99 56.66 0 0 0| 0 0 0 0 44 13.250 0.99 51.68 0 0 0| 0 0 0 0 46 11.500 11.250 0.98 49.87 11.500 11.500 0 0 10| 10 10 -10 0 48 7.500 0.91 47.81 0 0 0| 0 20 0 0 52 4.250 0.73 46.78 0 0 0| 0 250 0 0 56 2.000 0.46 47.81 0 0 0| 0 20 0 0 60 0.750 0.750 0.21 44.72 0.750 0.750 0 0 1| 0 1,231 0 0 64 0.250 0.06 57.08 0 0 0| 0 172 0 0 72 CAB 0.01 62.23 0 0 0| 0 0 0 0 80 CAB 0.00 102.42 0 0 0| 0 0 0 0 120 Total 0 0 11| 10 1,703 -10 0 Indicative a-t-m Vol 43.13 Underlying Price 59.100 Time to expiry: 106 Days Dec 10 19.750 0.94 50.92 0 0 0| 0 0 0 0 40 16.000 0.91 45.70 0 0 0| 0 0 0 0 44 12.750 0.83 46.16 0 0 0| 0 0 0 0 48 7.250 0.64 43.55 0 0 0| 0 520 0 0 56 5.250 5.250 0.52 43.13 5.250 5.250 0 0 22| 20 205 +10 0 60 3.500 0.41 42.11 0 0 0| 0 295 0 0 64 1.500 0.21 40.00 0 0 0| 0 62 0 0 72 0.500 0.09 38.72 0 0 0| 0 4 0 0 80 CAB 0.01 50.32 0 0 0| 0 0 0 0 120 Total 0 0 22| 20 1,086 +10 0 Indicative a-t-m Vol 40.11 Underlying Price 59.100 Time to expiry: 197 Days Mar 11 20.250 0.91 45.27 0 0 0| 0 0 0 0 40 17.000 0.85 45.78 0 0 0| 0 0 0 0 44 14.000 0.79 44.02 0 0 0| 0 0 0 0 48 8.500 0.64 39.95 0 0 0| 0 0 0 0 56 6.750 0.54 40.11 0 0 0| 0 13 0 0 60 5.250 0.46 40.26 0 0 0| 0 38 0 0 64 2.500 0.24 45.88 0 0 0| 0 0 0 0 80 Total 0 0 0| 0 51 0 0 Total Calls 0 0 33| 30 2,840 0 0 | Equity Options 21:59 Business Day Thu 2 Sep 2010 Previous Business Day Wed 1 Sep 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 32.37 Underlying Price 241.800 Time to expiry: 15 Days Sep 10 0.500 -0.04 54.00 0 0 0| 0 0 0 0 200 0.750 -0.07 47.00 0 0 0| 0 0 0 0 210 1.000 -0.10 36.73 0 0 0| 0 0 0 0 220 1.250 -0.14 33.32 0 0 0| 0 0 0 0 225 2.000 -0.21 31.34 0 0 0| 0 4 0 0 230 3.500 -0.32 31.29 0 0 0| 0 0 0 0 235 5.250 -0.44 30.75 0 0 0| 0 7 0 0 240 8.750 -0.56 34.79 0 0 0| 0 5 0 0 245 12.000 -0.66 34.59 0 0 0| 0 5 0 0 250 20.500 -0.79 40.00 0 0 0| 0 35 0 0 260 29.250 -0.88 43.00 0 0 0| 0 220 0 0 270 38.750 -0.94 44.00 0 0 0| 0 15 0 0 280 48.500 -0.97 45.00 0 0 0| 0 5 0 0 290 58.250 -0.99 46.00 0 0 0| 0 5 0 0 300 68.250 -1.00 47.00 0 0 0| 0 0 0 0 310 78.250 -1.00 48.00 0 0 0| 0 15 0 0 320 98.250 -1.00 49.00 0 0 0| 0 8 0 0 340 118.250 -1.00 50.00 0 0 0| 0 0 0 0 360 158.250 -1.00 51.00 0 0 0| 0 0 0 0 400 Total 0 0 0| 0 324 0 0 Indicative a-t-m Vol 32.16 Underlying Price 241.800 Time to expiry: 106 Days Dec 10 3.750 -0.15 35.82 0 0 0| 0 0 0 0 200 8.750 -0.28 34.75 0 0 0| 0 0 0 0 220 12.250 -0.37 33.80 0 0 0| 0 0 0 0 230 16.250 -0.46 32.15 0 0 0| 0 531 0 0 240 28.750 -0.64 32.31 0 0 0| 0 21 0 0 260 43.750 -0.79 31.13 0 0 0| 0 83 0 0 280 61.250 -0.89 31.51 0 0 0| 0 10 0 0 300 79.750 -0.96 28.88 0 0 0| 0 54 0 0 320 99.250 -0.99 24.96 0 0 0| 0 0 0 0 340 119.250 -1.00 21.04 0 0 0| 0 2 0 0 360 159.250 -1.00 26.94 0 0 0| 0 0 0 0 400 Total 0 0 0| 0 701 0 0 Indicative a-t-m Vol 32.82 Underlying Price 241.800 Time to expiry: 197 Days Mar 11 8.500 -0.20 36.40 0 0 0| 0 0 0 0 200 14.250 -0.31 34.56 0 0 0| 0 9 0 0 220 17.750 -0.38 33.41 0 0 0| 0 14 0 0 230 22.500 -0.44 32.90 0 0 0| 0 0 0 0 240 34.250 -0.58 32.15 0 0 0| 0 0 0 0 260 48.250 -0.70 31.72 0 0 0| 0 25 0 0 280 64.500 -0.80 31.32 0 0 0| 0 0 0 0 300 81.750 -0.88 30.30 0 0 0| 0 6 0 0 320 119.500 -0.98 27.75 0 0 0| 0 0 0 0 360 Total 0 0 0| 0 54 0 0 Equity Options 21:59 Business Day Thu 2 Sep 2010 Previous Business Day Wed 1 Sep 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| 0 1,079 0 0 Grand Total 0 51,558 51,558| 0 3,530 0 0 ITV Plc - STND OPT (GME) Indicative a-t-m Vol 48.36 Underlying Price 59.100 Time to expiry: 15 Days Sep 10 CAB 0.00 54.28 0 0 0| 0 0 0 0 40 CAB 0.00 50.58 0 0 0| 0 0 0 0 44 CAB 0.00 46.14 0 0 0| 0 0 0 0 46 CAB -0.01 44.66 0 0 0| 0 110 0 0 48 0.250 -0.07 42.48 0 0 0| 0 0 0 0 52 0.750 -0.26 43.18 0 0 0| 0 1,375 0 0 56 2.750 -0.54 48.36 0 0 0| 0 20 0 0 60 5.750 -0.77 48.36 0 0 0| 0 30 0 0 64 13.000 -0.95 54.79 0 0 0| 0 0 0 0 72 21.000 -0.99 60.94 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 42.50 Underlying Price 59.100 Time to expiry: 106 Days Dec 10 0.500 -0.07 53.11 0 0 0| 0 0 0 0 40 1.000 -0.11 49.23 0 0 0| 0 18 0 0 44 1.500 -0.17 46.17 0 0 0| 0 50 0 0 48 3.750 -0.36 42.89 0 0 0| 0 62 0 0 56 5.750 -0.48 42.50 0 0 0| 10 24 +10 0 60 8.250 -0.59 41.30 0 0 0| 0 39 0 0 64 14.250 -0.77 41.89 0 0 0| 0 0 0 0 72 21.500 -0.88 44.29 0 0 0| 0 0 0 0 80 61.000 -0.99 58.26 0 0 0| 0 0 0 0 120 Total 0 0 0| 10 193 +10 0 Indicative a-t-m Vol 40.12 Underlying Price 59.100 Time to expiry: 197 Days Mar 11 1.250 -0.10 48.01 0 0 0| 0 0 0 0 40 1.750 -0.14 45.13 0 0 0| 0 32 0 0 44 2.500 -0.21 43.77 0 0 0| 0 66 0 0 48 5.250 -0.37 40.84 0 0 0| 0 0 0 0 56 7.250 -0.46 40.12 0 0 0| 0 25 0 0 60 9.750 -0.54 40.33 0 0 0| 0 0 0 0 64 22.000 -0.83 38.10 0 0 0| 0 0 0 0 80 Total 0 0 0| 0 123 0 0 Total Puts 0 0 0| 10 1,851 +10 0 Grand Total 0 87,252 87,285| 40 8,221 +10 0 Equity Options 21:59 Business Day Thu 2 Sep 2010 Previous Business Day Wed 1 Sep 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 40.15 Underlying Price 1247.000 Time to expiry: 15 Days Sep 10 367.000 1.00 56.79 0 0 0| 0 0 0 0 880 327.000 1.00 56.16 0 0 0| 0 0 0 0 920 287.000 1.00 54.27 0 0 0| 0 7 0 0 960 267.500 1.00 52.80 0 0 0| 0 0 0 0 980 247.500 0.99 51.33 0 0 0| 0 5 0 0 1000 198.000 0.97 48.74 0 0 0| 0 3 0 0 1050 150.500 0.92 46.11 0 0 0| 0 4 0 0 1100 105.500 0.84 42.75 0 0 0| 0 322 0 0 1150 68.000 0.68 41.83 0 0 0| 16 578 -2 0 1200 46.000 38.500 0.49 40.04 46.000 46.000 0 0 6| 0 5 0 0 1250 20.000 0.31 40.06 0 0 0| 0 27 0 0 1300 9.000 0.17 39.52 0 0 0| 0 0 0 0 1350 3.500 0.08 39.00 0 0 0| 0 24 0 0 1400 0.500 0.01 38.66 0 0 0| 0 48 0 0 1500 CAB 0.00 39.65 0 0 0| 0 159 0 0 1600 CAB 0.00 41.80 0 0 0| 0 1 0 0 1700 CAB 0.00 44.37 0 0 0| 0 16 0 0 1800 Total 0 0 6| 16 1,199 -2 0 Indicative a-t-m Vol 46.10 Underlying Price 1247.000 Time to expiry: 106 Days Dec 10 385.500 0.90 56.48 0 0 0| 0 0 0 0 880 350.000 0.88 54.56 0 0 0| 0 0 0 0 920 316.500 0.85 53.28 0 0 0| 0 0 0 0 960 282.500 0.83 51.09 0 0 0| 0 0 0 0 1000 211.500 0.73 49.70 0 0 0| 0 271 0 0 1100 147.000 0.61 46.70 0 0 0| 0 125 0 0 1200 99.000 0.48 45.42 0 0 0| 4 78 0 0 1300 63.000 0.36 44.00 0 0 0| 0 11 0 0 1400 38.500 0.25 43.32 0 0 0| 0 3 0 0 1500 24.000 0.17 43.12 0 0 0| 0 5 0 0 1600 15.000 0.11 43.39 0 0 0| 0 2 0 0 1700 9.000 0.08 43.83 0 0 0| 0 6 0 0 1800 Total 0 0 0| 4 501 0 0 Indicative a-t-m Vol 45.33 Underlying Price 1247.000 Time to expiry: 197 Days Mar 11 407.500 0.86 52.74 0 0 0| 0 0 0 0 880 374.500 0.84 51.58 0 0 0| 0 0 0 0 920 345.000 0.81 50.91 0 0 0| 0 0 0 0 960 315.000 0.79 49.80 0 0 0| 0 0 0 0 1000 247.500 0.70 47.78 0 0 0| 0 8 0 0 1100 190.000 0.61 46.18 0 0 0| 0 4 0 0 1200 140.500 0.52 44.37 0 0 0| 0 7 0 0 1300 103.000 0.42 43.53 0 0 0| 0 0 0 0 1400 51.500 0.26 42.03 0 0 0| 0 0 0 0 1600 Total 0 0 0| 0 19 0 0 Equity Options 21:59 Business Day Thu 2 Sep 2010 Previous Business Day Wed 1 Sep 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 6| 20 1,719 -2 0 | Equity Options 21:59 Business Day Thu 2 Sep 2010 Previous Business Day Wed 1 Sep 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 43.14 Underlying Price 1247.000 Time to expiry: 15 Days Sep 10 CAB 0.00 61.95 0 0 0| 0 15 0 0 880 0.500 -0.01 59.82 0 0 0| 0 2 0 0 920 0.500 -0.01 57.62 0 0 0| 0 2 0 0 960 1.000 -0.02 56.15 0 0 0| 0 7 0 0 980 1.500 -0.02 54.30 0 0 0| 0 21 0 0 1000 3.000 -0.05 50.84 0 0 0| 0 17 0 0 1050 8.000 6.500 -0.10 48.74 8.000 8.000 0 0 1| 0 162 0 0 1100 13.500 -0.19 46.08 0 0 0| 5 10 +5 0 1150 27.500 -0.33 45.04 0 0 0| 0 750 0 0 1200 48.000 -0.50 43.02 0 0 0| 0 4 0 0 1250 78.500 -0.68 42.09 0 0 0| 0 111 0 0 1300 117.000 -0.82 41.63 0 0 0| 0 0 0 0 1350 153.000 161.500 -0.90 42.66 153.000 153.000 0 0 5| 0 33 0 0 1400 257.500 -0.98 43.35 0 0 0| 0 21 0 0 1500 356.500 -1.00 44.04 0 0 0| 0 302 0 0 1600 456.500 -1.00 45.05 0 0 0| 0 0 0 0 1700 556.500 -1.00 46.08 0 0 0| 0 2 0 0 1800 Total 0 0 6| 5 1,459 +5 0 Indicative a-t-m Vol 45.71 Underlying Price 1247.000 Time to expiry: 106 Days Dec 10 18.500 -0.09 55.03 0 0 0| 0 2 0 0 880 23.500 -0.12 53.48 0 0 0| 0 0 0 0 920 30.000 -0.14 52.40 0 0 0| 0 2 0 0 960 37.500 -0.18 51.29 0 0 0| 1 220 +1 0 1000 61.500 -0.27 47.84 0 0 0| 0 750 0 0 1100 101.500 -0.39 46.68 0 0 0| 0 255 0 0 1200 151.000 -0.52 44.62 0 0 0| 5 82 0 0 1300 217.000 -0.65 43.95 0 0 0| 0 1 0 0 1400 291.500 -0.76 42.82 0 0 0| 0 0 0 0 1500 376.500 -0.84 42.22 0 0 0| 0 0 0 0 1600 467.500 -0.90 42.18 0 0 0| 0 0 0 0 1700 562.000 -0.94 41.91 0 0 0| 0 0 0 0 1800 Total 0 0 0| 6 1,312 +1 0 Indicative a-t-m Vol 44.67 Underlying Price 1247.000 Time to expiry: 197 Days Mar 11 39.000 -0.13 52.11 0 0 0| 0 2 0 0 880 46.000 -0.16 50.90 0 0 0| 0 0 0 0 920 56.500 -0.19 50.31 0 0 0| 0 1 0 0 960 65.000 -0.21 48.89 0 0 0| 0 0 0 0 1000 98.500 -0.30 47.33 0 0 0| 1 15 -1 0 1100 137.000 139.500 -0.39 45.37 137.000 137.000 0 0 1| 0 6 0 0 1200 190.500 -0.49 43.87 0 0 0| 0 0 0 0 1300 253.000 -0.58 43.08 0 0 0| 0 0 0 0 1400 402.000 -0.75 41.55 0 0 0| 0 1 0 0 1600 Total 0 0 1| 1 25 -1 0 Total Puts 0 0 7| 12 2,796 +5 0 Equity Options 21:59 Business Day Thu 2 Sep 2010 Previous Business Day Wed 1 Sep 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 50,236 50,249| 32 4,515 +3 0 Equity Options 21:59 Business Day Thu 2 Sep 2010 Previous Business Day Wed 1 Sep 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 29.31 Underlying Price 215.700 Time to expiry: 15 Days Sep 10 36.000 0.98 44.91 0 0 0| 0 8 0 0 180 26.000 0.96 35.08 0 0 0| 0 0 0 0 190 21.250 0.92 35.58 0 0 0| 0 3 0 0 195 16.750 0.87 33.71 0 0 0| 0 99 0 0 200 12.500 0.79 31.68 0 0 0| 0 0 0 0 205 8.750 0.68 30.28 0 0 0| 0 79 0 0 210 4.250 5.750 0.54 29.36 4.250 4.250 0 0 3| 0 0 0 0 215 3.000 3.500 0.39 29.09 3.000 3.000 0 0 150| 7 111 +7 0 220 2.000 0.26 29.05 0 0 0| 0 0 0 0 225 1.000 0.16 29.22 0 0 0| 0 170 0 0 230 0.500 0.09 30.00 0 0 0| 0 0 0 0 235 0.250 0.05 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 0 153| 7 607 +7 0 Indicative a-t-m Vol 25.70 Underlying Price 215.700 Time to expiry: 43 Days Oct 10 36.750 0.93 39.75 0 0 0| 0 0 0 0 180 27.000 0.90 32.19 0 0 0| 0 0 0 0 190 22.750 0.85 32.15 0 0 0| 0 0 0 0 195 18.250 0.80 29.90 0 0 0| 0 0 0 0 200 14.000 0.73 27.42 0 0 0| 0 0 0 0 205 10.750 0.64 26.88 0 0 0| 0 7 0 0 210 7.750 0.53 25.91 0 0 0| 0 0 0 0 215 5.250 0.42 24.85 0 0 0| 0 0 0 0 220 3.500 0.32 25.41 0 0 0| 0 0 0 0 225 2.250 0.23 24.71 0 0 0| 0 0 0 0 230 1.000 0.10 25.00 0 0 0| 0 0 0 0 240 CAB 0.01 25.00 0 0 0| 0 0 0 0 260 Total 0 0 0| 0 7 0 0 Indicative a-t-m Vol 26.36 Underlying Price 215.700 Time to expiry: 78 Days Nov 10 37.250 0.90 35.17 0 0 0| 0 0 0 0 180 28.250 0.84 31.92 0 0 0| 0 0 0 0 190 23.500 0.80 29.20 0 0 0| 0 0 0 0 195 19.750 0.74 28.40 0 0 0| 0 0 0 0 200 16.000 0.68 27.07 0 0 0| 0 0 0 0 205 12.750 0.60 26.62 0 0 0| 0 0 0 0 210 10.250 0.52 26.54 0 0 0| 0 0 0 0 215 7.750 0.44 25.66 0 0 0| 0 0 0 0 220 4.250 0.29 24.76 0 0 0| 0 0 0 0 230 Total 0 0 0| 0 0 0 0 Indicative a-t-m Vol 26.87 Underlying Price 215.700 Time to expiry: 106 Days Dec 10 Equity Options 21:59 Business Day Thu 2 Sep 2010 Previous Business Day Wed 1 Sep 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 | 37.500 0.89 32.07 0 0 0| 0 0 0 0 180 29.000 0.81 30.50 0 0 0| 0 22 0 0 190 21.500 0.71 29.44 0 0 0| 0 0 0 0 200 14.750 0.59 27.14 0 0 0| 0 12 0 0 210 9.750 0.46 26.69 0 0 0| 0 54 0 0 220 6.000 0.33 25.76 0 0 0| 0 71 0 0 230 3.750 0.23 25.62 0 0 0| 0 97 0 0 240 1.250 0.09 25.78 0 0 0| 0 7 0 0 260 0.500 0.04 27.26 0 0 0| 0 0 0 0 280 0.250 0.02 33.57 0 0 0| 0 0 0 0 320 Total 0 0 0| 0 263 0 0 Indicative a-t-m Vol 27.89 Underlying Price 215.700 Time to expiry: 197 Days Mar 11 40.750 0.81 32.30 0 0 0| 0 0 0 0 180 32.500 0.75 29.85 0 0 0| 0 0 0 0 190 25.750 0.67 29.10 0 0 0| 0 87 0 0 200 20.000 0.58 28.19 0 0 0| 0 44 0 0 210 15.000 0.49 27.69 0 0 0| 0 38 0 0 220 10.750 0.40 26.91 0 0 0| 0 16 0 0 230 7.500 0.31 26.26 0 0 0| 0 12 0 0 240 0.500 0.04 20.15 0 0 0| 0 102 0 0 280 Total 0 0 0| 0 299 0 0 Total Calls 0 0 153| 7 1,176 +7 0 | Equity Options 21:59 Business Day Thu 2 Sep 2010 Previous Business Day Wed 1 Sep 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 28.44 Underlying Price 215.700 Time to expiry: 15 Days Sep 10 0.250 -0.03 48.44 0 0 0| 0 56 0 0 180 0.500 -0.06 39.34 0 0 0| 0 115 0 0 190 0.500 -0.07 33.42 0 0 0| 0 26 0 0 195 1.000 -0.12 32.35 0 0 0| 0 329 0 0 200 1.750 -0.20 30.76 0 0 0| 0 212 0 0 205 3.000 -0.32 30.00 0 0 0| 0 47 0 0 210 4.750 -0.46 28.31 0 0 0| 0 305 0 0 215 7.750 -0.61 29.00 0 0 0| 0 33 0 0 220 11.250 -0.75 29.00 0 0 0| 0 20 0 0 225 15.250 -0.84 30.00 0 0 0| 0 40 0 0 230 19.750 -0.91 30.00 0 0 0| 0 0 0 0 235 24.500 -0.95 30.00 0 0 0| 0 30 0 0 240 34.250 -0.99 30.00 0 0 0| 0 0 0 0 250 44.250 -1.00 30.00 0 0 0| 0 21 0 0 260 64.250 -1.00 30.00 0 0 0| 0 0 0 0 280 104.250 -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 27.13 Underlying Price 215.700 Time to expiry: 43 Days Oct 10 0.250 -0.03 28.15 0 0 0| 0 0 0 0 180 1.250 -0.12 29.84 0 0 0| 0 25 0 0 190 2.250 -0.17 29.73 0 0 0| 0 0 0 0 195 3.250 -0.24 29.43 0 0 0| 0 15 0 0 200 4.500 -0.32 28.65 0 0 0| 0 0 0 0 205 6.250 -0.41 27.74 0 0 0| 0 0 0 0 210 8.750 -0.50 27.40 0 0 0| 0 2 0 0 215 11.250 -0.61 26.06 0 0 0| 0 0 0 0 220 14.500 -0.70 25.77 0 0 0| 0 0 0 0 225 18.500 -0.78 26.30 0 0 0| 0 0 0 0 230 27.000 -0.89 25.76 0 0 0| 0 0 0 0 240 46.500 -0.96 32.23 0 0 0| 0 0 0 0 260 Total 0 0 0| 0 42 0 0 Indicative a-t-m Vol 26.80 Underlying Price 215.700 Time to expiry: 78 Days Nov 10 2.250 -0.13 35.05 0 0 0| 0 0 0 0 180 3.500 -0.19 31.52 0 0 0| 0 0 0 0 190 4.500 -0.23 30.64 0 0 0| 0 0 0 0 195 5.750 -0.29 29.36 0 0 0| 0 0 0 0 200 7.000 -0.35 28.07 0 0 0| 0 0 0 0 205 9.000 -0.42 27.90 0 0 0| 0 0 0 0 210 11.250 -0.49 26.87 0 0 0| 0 0 0 0 215 14.000 -0.57 26.53 0 0 0| 0 0 0 0 220 20.500 -0.71 25.87 0 0 0| 0 0 0 0 230 Total 0 0 0| 0 0 0 0 Indicative a-t-m Vol 28.06 Underlying Price 215.700 Time to expiry: 106 Days Dec 10 Equity Options 21:59 Business Day Thu 2 Sep 2010 Previous Business Day Wed 1 Sep 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 | 3.250 -0.15 33.66 0 0 0| 0 99 0 0 180 4.750 -0.21 31.13 0 0 0| 0 3 0 0 190 7.250 -0.31 29.44 0 0 0| 0 180 0 0 200 11.000 -0.42 28.22 0 0 0| 0 6,010 0 0 210 16.250 -0.54 27.96 0 0 0| 0 31 0 0 220 22.250 -0.67 26.67 0 0 0| 0 35 0 0 230 30.000 -0.77 26.85 0 0 0| 0 39 0 0 240 47.250 -0.90 26.61 0 0 0| 0 0 0 0 260 66.500 -0.97 26.60 0 0 0| 0 10 0 0 280 106.500 -0.98 37.42 0 0 0| 0 0 0 0 320 Total 0 0 0| 0 6,407 0 0 Indicative a-t-m Vol 28.82 Underlying Price 215.700 Time to expiry: 197 Days Mar 11 6.750 -0.20 33.24 0 0 0| 0 10 0 0 180 9.000 -0.26 31.44 0 0 0| 0 4 0 0 190 11.750 -0.33 29.79 0 0 0| 0 27 0 0 200 16.000 -0.42 29.15 0 0 0| 16 27 +16 0 210 21.000 -0.51 28.61 0 0 0| 21 21 +21 0 220 27.000 -0.60 27.91 0 0 0| 0 64 0 0 230 33.500 -0.68 27.20 0 0 0| 0 142 0 0 240 67.750 -0.89 27.84 0 0 0| 0 0 0 0 280 Total 0 0 0| 37 295 +37 0 Total Puts 0 0 0| 37 7,978 +37 0 Grand Total 0 72,710 72,863| 44 9,154 +44 0 Equity Options 21:59 Business Day Thu 2 Sep 2010 Previous Business Day Wed 1 Sep 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 31.86 Underlying Price 135.700 Time to expiry: 15 Days Sep 10 35.750 1.00 58.20 0 0 0| 0 0 0 0 100 25.750 0.99 47.40 0 0 0| 0 0 0 0 110 16.000 0.94 38.76 0 0 0| 0 0 0 0 120 11.500 0.87 36.69 0 0 0| 0 0 0 0 125 7.250 0.75 33.05 0 0 0| 0 0 0 0 130 4.000 0.55 32.43 0 0 0| 0 10 0 0 135 1.750 0.32 29.56 0 0 0| 0 38 0 0 140 0.500 0.14 28.52 0 0 0| 0 0 0 0 145 0.250 0.04 27.64 0 0 0| 0 83 0 0 150 CAB 0.00 26.10 0 0 0| 0 34 0 0 160 CAB 0.00 26.00 0 0 0| 0 5 0 0 170 CAB 0.00 26.00 0 0 0| 0 5 0 0 180 Total 0 0 0| 0 175 0 0 Indicative a-t-m Vol 32.99 Underlying Price 135.700 Time to expiry: 106 Days Dec 10 36.750 0.94 38.74 0 0 0| 0 0 0 0 100 20.000 0.77 36.38 0 0 0| 0 0 0 0 120 13.000 0.63 33.82 0 0 0| 0 20 0 0 130 7.750 0.47 32.44 0 0 0| 0 3 0 0 140 4.500 0.32 31.98 0 0 0| 0 229 0 0 150 2.250 0.19 31.77 0 0 0| 0 8 0 0 160 1.000 0.10 30.29 0 0 0| 0 0 0 0 170 0.500 0.05 30.27 0 0 0| 0 9 0 0 180 Total 0 0 0| 0 269 0 0 Indicative a-t-m Vol 33.05 Underlying Price 135.700 Time to expiry: 197 Days Mar 11 38.000 0.90 39.39 0 0 0| 0 5 0 0 100 21.750 0.75 34.43 0 0 0| 0 10 0 0 120 15.750 0.62 34.50 0 0 0| 0 30 0 0 130 10.250 0.49 32.08 0 0 0| 0 21 0 0 140 6.250 0.36 30.78 0 0 0| 0 6 0 0 150 4.000 0.25 30.33 0 0 0| 0 9 0 0 160 1.250 0.10 29.32 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 21:59 Business Day Thu 2 Sep 2010 Previous Business Day Wed 1 Sep 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 31.06 Underlying Price 135.700 Time to expiry: 15 Days Sep 10 CAB -0.01 65.17 0 0 0| 0 0 0 0 100 0.250 -0.03 57.20 0 0 0| 0 0 0 0 110 0.500 -0.08 42.64 0 0 0| 0 3 0 0 120 0.750 -0.14 38.27 0 0 0| 0 0 0 0 125 1.250 -0.24 30.20 0 0 0| 0 13 0 0 130 3.250 -0.45 31.50 0 0 0| 0 15 0 0 135 6.000 -0.68 29.30 0 0 0| 0 80 0 0 140 10.000 -0.84 31.54 0 0 0| 0 0 0 0 145 14.500 -0.93 32.12 0 0 0| 0 15 0 0 150 26.500 24.250 -0.99 34.92 26.500 S 26.500 S 0 0 5| 0 22 0 0 160 34.250 -1.00 38.45 0 0 0| 0 0 0 0 170 44.250 -1.00 39.69 0 0 0| 0 30 0 0 180 Total 0 0 5| 0 178 0 0 Indicative a-t-m Vol 32.34 Underlying Price 135.700 Time to expiry: 106 Days Dec 10 1.500 -0.08 45.43 0 0 0| 0 0 0 0 100 3.500 -0.22 34.67 0 0 0| 0 5 0 0 120 6.750 -0.37 33.33 0 0 0| 0 54 0 0 130 11.500 -0.53 31.68 0 0 0| 0 88 0 0 140 18.000 -0.70 30.57 0 0 0| 0 14 0 0 150 26.000 -0.83 30.06 0 0 0| 0 0 0 0 160 35.000 -0.91 30.21 0 0 0| 0 3 0 0 170 44.500 -0.95 30.50 0 0 0| 0 6 0 0 180 Total 0 0 0| 0 170 0 0 Indicative a-t-m Vol 32.44 Underlying Price 135.700 Time to expiry: 197 Days Mar 11 2.750 -0.13 38.94 0 0 0| 0 10 0 0 100 7.750 -0.31 35.35 0 0 0| 0 67 0 0 120 12.250 11.750 -0.42 33.69 12.250 12.250 0 0 10| 0 26 0 0 130 16.750 -0.55 31.60 0 0 0| 0 25 0 0 140 24.250 23.750 -0.66 31.71 24.250 S 24.250 S 0 0 5| 0 50 0 0 150 31.250 -0.77 30.20 0 0 0| 0 11 0 0 160 49.250 -0.88 32.40 0 0 0| 0 0 0 0 180 Total 0 0 15| 0 189 0 0 Total Puts 0 0 20| 0 537 0 0 Grand Total 0 35,694 35,714| 0 1,062 0 0 Equity Options 21:59 Business Day Thu 2 Sep 2010 Previous Business Day Wed 1 Sep 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 20.33 Underlying Price 640.000 Time to expiry: 15 Days Sep 10 180.500 0.99 73.87 0 0 0| 0 0 0 0 460 160.000 0.99 60.43 0 0 0| 0 0 0 0 480 120.250 1.00 41.47 0 0 0| 0 0 0 0 520 100.250 1.00 34.48 0 0 0| 0 0 0 0 540 80.250 0.99 31.73 0 0 0| 0 6 0 0 560 60.500 0.97 28.79 0 0 0| 0 35 0 0 580 40.500 0.96 19.31 0 0 0| 0 80 0 0 600 23.250 0.79 20.99 0 0 0| 0 132 0 0 620 10.000 0.51 20.33 0 0 0| 12 579 -2 0 640 3.250 0.23 20.90 0 0 0| 0 0 0 0 660 1.000 0.08 21.62 0 0 0| 0 719 0 0 680 CAB 0.01 23.96 0 0 0| 0 27 0 0 720 CAB 0.00 26.64 0 0 0| 0 23 0 0 800 Total 0 0 0| 12 1,601 -2 0 Indicative a-t-m Vol 23.11 Underlying Price 640.000 Time to expiry: 43 Days Oct 10 160.250 0.99 45.02 0 0 0| 0 0 0 0 480 120.250 0.99 34.25 0 0 0| 0 0 0 0 520 80.250 1.00 19.18 0 0 0| 0 0 0 0 560 60.500 0.97 21.36 0 0 0| 0 0 0 0 580 44.250 0.81 25.18 0 0 0| 0 1 0 0 600 29.250 0.66 23.96 0 0 0| 0 2 0 0 620 17.750 0.48 23.11 0 0 0| 7 40 +7 0 640 9.750 0.32 22.29 0 0 0| 0 0 0 0 660 5.000 0.19 22.16 0 0 0| 0 0 0 0 680 1.000 0.05 21.97 0 0 0| 0 0 0 0 720 Total 0 0 0| 7 43 +7 0 Indicative a-t-m Vol 23.79 Underlying Price 640.000 Time to expiry: 78 Days Nov 10 120.500 0.98 29.38 0 0 0| 0 0 0 0 520 81.250 0.93 24.83 0 0 0| 0 0 0 0 560 62.750 0.87 22.95 0 0 0| 0 0 0 0 580 49.750 0.72 25.53 0 0 0| 0 0 0 0 600 36.500 0.61 24.64 0 0 0| 0 2 0 0 620 25.500 0.49 23.79 0 0 0| 11 11 +11 0 640 17.000 0.38 23.25 0 0 0| 0 0 0 0 660 11.000 0.28 22.92 0 0 0| 0 0 0 0 680 3.500 0.12 21.75 0 0 0| 0 0 0 0 720 Total 0 0 0| 11 13 +11 0 Indicative a-t-m Vol 23.59 Underlying Price 640.000 Time to expiry: 106 Days Dec 10 161.000 0.96 39.54 0 0 0| 0 0 0 0 480 120.500 0.97 28.24 0 0 0| 0 0 0 0 520 84.750 0.85 28.28 0 0 0| 0 45 0 0 560 53.500 0.69 25.92 0 0 0| 20 208 0 0 600 Equity Options 21:59 Business Day Thu 2 Sep 2010 Previous Business Day Wed 1 Sep 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 | 28.750 0.50 23.59 0 0 0| 5 638 0 0 640 14.000 0.30 23.12 0 0 0| 0 130 0 0 680 5.500 0.15 22.09 0 0 0| 0 30 0 0 720 CAB 0.00 12.51 0 0 0| 0 0 0 0 800 Total 0 0 0| 25 1,051 0 0 Indicative a-t-m Vol 23.88 Underlying Price 640.000 Time to expiry: 197 Days Mar 11 161.000 0.96 32.13 0 0 0| 0 0 0 0 480 122.000 0.92 27.15 0 0 0| 0 0 0 0 520 90.000 0.78 26.94 0 0 0| 0 500 +500 0 560 61.500 0.65 25.31 0 0 0| 10 14 +10 0 600 38.750 0.50 23.88 0 0 0| 20 39 +20 0 640 20.000 22.750 0.35 22.91 20.000 20.000 0 0 1| 0 12 0 0 680 11.750 0.22 21.90 0 0 0| 0 10 0 0 720 3.000 0.07 21.62 0 0 0| 0 0 0 0 800 Total 0 0 1| 30 575 +530 0 Total Calls 0 0 1| 85 3,283 +546 0 | Equity Options 21:59 Business Day Thu 2 Sep 2010 Previous Business Day Wed 1 Sep 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 22.45 Underlying Price 640.000 Time to expiry: 15 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 1| 4 463 -4 0 600 7.250 7.000 -0.32 24.17 7.250 7.250 0 0 1| 0 20 0 0 620 15.250 -0.57 22.45 0 0 0| 0 151 0 0 640 30.500 -0.78 24.95 0 0 0| 0 0 0 0 660 48.000 -0.89 26.64 0 0 0| 0 30 0 0 680 86.500 -0.98 29.09 0 0 0| 10 468 0 0 720 166.250 -1.00 28.04 0 0 0| 0 4 0 0 800 Total 0 0 2| 14 2,992 -4 0 Indicative a-t-m Vol 23.88 Underlying Price 640.000 Time to expiry: 43 Days Oct 10 0.250 -0.01 36.18 0 0 0| 0 0 0 0 480 1.250 -0.04 33.76 0 0 0| 0 0 0 0 520 2.750 -0.09 28.00 0 0 0| 0 19 0 0 560 5.500 -0.16 27.68 0 0 0| 7 15 +7 0 580 8.750 9.000 -0.25 25.92 8.750 8.750 0 0 1| 0 6 0 0 600 14.750 15.250 -0.38 24.78 16.000 14.750 0 0 6| 10 20 0 0 620 24.250 -0.53 23.88 0 0 0| 5 5 +5 0 640 36.500 -0.68 23.30 0 0 0| 0 0 0 0 660 51.750 -0.80 23.33 0 0 0| 0 5 0 0 680 87.750 -0.93 24.31 0 0 0| 0 0 0 0 720 Total 0 0 7| 22 70 +12 0 Indicative a-t-m Vol 24.59 Underlying Price 640.000 Time to expiry: 78 Days Nov 10 3.000 -0.07 30.67 0 0 0| 0 0 0 0 520 7.250 -0.16 28.45 0 0 0| 0 0 0 0 560 11.000 -0.22 27.26 0 0 0| 0 0 0 0 580 15.500 -0.30 25.75 0 0 0| 0 0 0 0 600 22.250 -0.40 24.93 0 0 0| 0 0 0 0 620 31.000 32.000 -0.51 24.59 31.000 31.000 0 0 10| 0 0 0 0 640 43.500 -0.62 24.07 0 0 0| 0 0 0 0 660 57.000 -0.72 23.55 0 0 0| 0 0 0 0 680 89.750 -0.88 22.90 0 0 0| 0 0 0 0 720 Total 0 0 10| 0 0 0 0 Indicative a-t-m Vol 24.53 Underlying Price 640.000 Time to expiry: 106 Days Dec 10 3.500 -0.06 34.63 0 0 0| 0 394 0 0 480 6.500 -0.12 31.42 0 0 0| 0 625 0 0 520 11.250 -0.20 27.53 0 0 0| 0 1,354 0 0 560 22.000 -0.34 25.82 0 0 0| 0 938 +215 0 600 39.750 -0.53 24.53 0 0 0| 10 138 +10 0 640 Equity Options 21:59 Business Day Thu 2 Sep 2010 Previous Business Day Wed 1 Sep 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 | 65.000 -0.71 23.44 0 0 0| 0 47 0 0 680 97.500 -0.85 23.06 0 0 0| 0 317 0 0 720 172.750 -0.96 24.87 0 0 0| 0 22 0 0 800 Total 0 0 0| 10 3,835 +225 0 Indicative a-t-m Vol 24.80 Underlying Price 640.000 Time to expiry: 197 Days Mar 11 7.250 -0.10 30.32 0 0 0| 0 29 0 0 480 14.500 -0.18 30.07 0 0 0| 0 114 0 0 520 22.250 -0.26 27.27 0 0 0| 0 539 +500 0 560 35.500 37.500 -0.39 27.00 35.500 35.500 0 0 2| 0 49 0 0 600 53.000 54.750 -0.52 24.80 53.000 53.000 0 0 10| 10 70 0 0 640 78.750 -0.66 23.45 0 0 0| 10 30 +10 0 680 109.000 -0.78 23.12 0 0 0| 0 141 0 0 720 181.000 -0.90 24.51 0 0 0| 0 2,900 0 0 800 Total 0 0 12| 20 3,872 +510 0 Total Puts 0 0 31| 66 10,769 +743 0 Grand Total 0 63,456 63,488| 151 14,052 +1,289 0 Equity Options 21:59 Business Day Thu 2 Sep 2010 Previous Business Day Wed 1 Sep 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 32.07 Underlying Price 95.200 Time to expiry: 15 Days Sep 10 39.250 1.00 79.27 0 0 0| 0 0 0 0 56 31.250 1.00 66.45 0 0 0| 0 0 0 0 64 27.250 1.00 57.67 0 0 0| 0 0 0 0 68 23.250 1.00 52.95 0 0 0| 0 0 0 0 72 19.250 0.99 46.20 0 0 0| 0 100 0 0 76 15.250 0.98 42.82 0 0 0| 0 0 0 0 80 13.250 0.97 40.12 0 0 0| 0 0 0 0 82 11.500 0.94 38.78 0 0 0| 0 0 0 0 84 9.500 0.90 38.55 0 0 0| 0 0 0 0 86 7.750 0.87 34.78 0 0 0| 0 353 0 0 88 6.000 0.80 33.63 0 0 0| 0 5 0 0 90 4.500 0.70 33.81 0 0 0| 0 495 0 0 92 3.000 0.59 30.06 0 0 0| 0 250 0 0 94 2.250 0.47 32.07 0 0 0| 0 7,343 0 0 96 1.500 0.35 33.06 0 0 0| 0 50 0 0 98 1.000 0.26 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| 0 8,832 0 0 Indicative a-t-m Vol 32.71 Underlying Price 95.200 Time to expiry: 43 Days Oct 10 19.750 0.92 48.57 0 0 0| 0 0 0 0 76 16.000 0.89 44.10 0 0 0| 0 0 0 0 80 14.250 0.86 42.89 0 0 0| 0 0 0 0 82 12.500 0.83 41.33 0 0 0| 0 0 0 0 84 11.000 0.78 41.29 0 0 0| 0 0 0 0 86 9.500 0.74 40.32 0 0 0| 0 0 0 0 88 8.000 0.69 38.75 0 0 0| 0 50 0 0 90 6.500 0.63 35.96 0 0 0| 0 23 0 0 92 4.750 0.57 31.90 0 0 0| 0 30 0 0 94 4.000 0.50 32.71 0 0 0| 0 43 0 0 96 3.500 0.43 35.29 0 0 0| 0 0 0 0 98 2.750 0.37 35.00 0 0 0| 0 0 0 0 100 0.750 0.13 34.57 0 0 0| 0 0 0 0 110 Total 0 0 0| 0 146 0 0 Indicative a-t-m Vol 35.63 Underlying Price 95.200 Time to expiry: 78 Days Nov 10 17.250 0.83 45.02 0 0 0| 0 0 0 0 80 14.000 0.77 42.15 0 0 0| 0 0 0 0 84 11.000 0.70 39.84 0 0 0| 0 0 0 0 88 9.500 0.66 37.96 0 0 0| 0 0 0 0 90 8.000 0.62 35.64 0 0 0| 0 0 0 0 92 7.000 0.57 35.80 0 0 0| 0 0 0 0 94 6.000 0.52 35.63 0 0 0| 0 0 0 0 96 4.750 0.46 34.04 0 0 0| 0 0 0 0 98 4.000 0.41 33.26 0 0 0| 0 0 0 0 100 Equity Options 21:59 Business Day Thu 2 Sep 2010 Previous Business Day Wed 1 Sep 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 | 1.000 0.15 27.76 0 0 0| 0 0 0 0 110 Total 0 0 0| 0 0 0 0 Indicative a-t-m Vol 37.16 Underlying Price 95.200 Time to expiry: 106 Days Dec 10 32.250 0.93 55.92 0 0 0| 0 3 0 0 64 28.500 0.92 49.26 0 0 0| 0 0 0 0 68 24.750 0.89 46.80 0 0 0| 0 2 0 0 72 21.250 0.86 44.57 0 0 0| 0 30 0 0 76 18.000 0.81 42.55 0 0 0| 0 0 0 0 80 14.750 0.75 40.87 0 0 0| 0 6 0 0 84 11.500 12.250 0.69 40.13 11.500 11.500 0 0 6| 0 61 0 0 88 9.500 0.61 38.16 0 0 0| 0 238 0 0 92 7.250 0.53 37.16 0 0 0| 0 181 0 0 96 5.500 5.500 0.44 35.36 5.500 S 5.500 S 0 0 6| 0 5,008 +1,500 0 100 1.000 0.12 32.94 0 0 0| 0 0 0 0 120 Total 0 0 12| 0 5,529 +1,500 0 Indicative a-t-m Vol 37.43 Underlying Price 95.200 Time to expiry: 197 Days Mar 11 35.000 0.87 61.12 0 0 0| 0 0 0 0 64 27.000 0.84 48.61 0 0 0| 0 0 0 0 72 23.500 0.81 44.44 0 0 0| 0 0 0 0 76 18.250 0.81 32.74 0 0 0| 0 0 0 0 80 17.250 0.72 40.57 0 0 0| 0 1 0 0 84 15.000 0.67 40.05 0 0 0| 0 14 0 0 88 12.250 0.61 37.55 0 0 0| 125 140 +125 0 92 10.250 0.55 37.43 0 0 0| 0 34 0 0 96 8.250 0.49 36.53 0 0 0| 0 1 0 0 100 2.250 0.20 32.68 0 0 0| 0 0 0 0 120 Total 0 0 0| 125 190 +125 0 Total Calls 0 0 12| 125 14,697 +1,625 0 | Equity Options 21:59 Business Day Thu 2 Sep 2010 Previous Business Day Wed 1 Sep 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 30.32 Underlying Price 95.200 Time to expiry: 15 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 0.00 51.23 0 0 0| 0 95 0 0 72 CAB -0.01 44.55 0 0 0| 0 66 0 0 76 CAB -0.02 41.65 0 0 0| 0 95 0 0 80 CAB -0.04 40.78 0 0 0| 0 0 0 0 82 0.250 -0.07 40.99 0 0 0| 0 65 0 0 84 0.500 -0.10 39.27 0 0 0| 0 0 0 0 86 0.500 -0.13 35.31 0 0 0| 0 8 0 0 88 0.750 -0.20 33.40 0 0 0| 0 15 0 0 90 1.000 -0.28 30.65 0 0 0| 0 0 0 0 92 1.750 -0.40 29.01 0 0 0| 0 0 0 0 94 2.750 -0.54 30.32 0 0 0| 0 35 0 0 96 4.000 -0.66 30.32 0 0 0| 0 0 0 0 98 5.750 -0.76 31.92 0 0 0| 0 0 0 0 100 14.750 -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 34.05 Underlying Price 95.200 Time to expiry: 43 Days Oct 10 0.500 -0.07 46.17 0 0 0| 0 0 0 0 76 1.000 -0.12 45.18 0 0 0| 0 0 0 0 80 1.250 -0.14 43.68 0 0 0| 0 40 0 0 82 1.500 -0.17 41.94 0 0 0| 0 0 0 0 84 1.750 -0.21 39.45 0 0 0| 0 0 0 0 86 2.250 -0.26 39.07 0 0 0| 0 23 0 0 88 2.500 -0.30 35.85 0 0 0| 0 0 0 0 90 3.250 -0.37 36.63 0 0 0| 0 0 0 0 92 4.250 -0.43 36.39 0 0 0| 0 0 0 0 94 5.000 -0.50 34.05 0 0 0| 0 0 0 0 96 6.250 -0.57 34.84 0 0 0| 0 0 0 0 98 7.250 -0.64 33.10 0 0 0| 0 0 0 0 100 16.000 -0.82 41.78 0 0 0| 0 0 0 0 110 Total 0 0 0| 0 63 0 0 Indicative a-t-m Vol 34.81 Underlying Price 95.200 Time to expiry: 78 Days Nov 10 1.750 -0.16 42.62 0 0 0| 0 0 0 0 80 2.500 -0.22 40.18 0 0 0| 0 0 0 0 84 3.500 -0.29 38.17 0 0 0| 0 0 0 0 88 3.750 4.000 -0.34 37.10 3.750 3.750 0 0 30| 0 0 0 0 90 5.000 -0.39 37.74 0 0 0| 0 0 0 0 92 5.500 -0.43 35.02 0 0 0| 0 0 0 0 94 6.500 -0.49 34.81 0 0 0| 0 0 0 0 96 7.750 -0.53 35.40 0 0 0| 0 0 0 0 98 8.750 -0.59 33.94 0 0 0| 0 0 0 0 100 16.250 -0.81 32.97 0 0 0| 0 0 0 0 110 Equity Options 21:59 Business Day Thu 2 Sep 2010 Previous Business Day Wed 1 Sep 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 30| 0 0 0 0 Indicative a-t-m Vol 36.14 Underlying Price 95.200 Time to expiry: 106 Days Dec 10 0.250 -0.02 40.00 0 0 0| 0 33 0 0 64 0.500 -0.05 40.00 0 0 0| 0 0 0 0 68 1.000 -0.08 41.27 0 0 0| 0 6 0 0 72 1.500 -0.13 41.14 0 0 0| 0 12 0 0 76 2.250 -0.18 40.60 0 0 0| 0 127 0 0 80 3.250 -0.24 39.95 0 0 0| 0 126 0 0 84 4.250 4.500 -0.31 39.30 4.250 S 4.250 S 0 0 6| 0 250 0 0 88 6.250 6.000 -0.39 37.12 6.250 6.250 0 0 10| 0 16 0 0 92 7.750 -0.47 36.14 0 0 0| 0 5 0 0 96 9.750 -0.56 34.77 0 0 0| 0 0 0 0 100 25.250 -0.93 28.59 0 0 0| 0 0 0 0 120 Total 0 0 16| 0 575 0 0 Indicative a-t-m Vol 36.31 Underlying Price 95.200 Time to expiry: 197 Days Mar 11 2.000 -0.10 49.05 0 0 0| 0 5 0 0 64 2.000 -0.13 38.84 0 0 0| 0 0 0 0 72 3.000 -0.17 39.26 0 0 0| 0 0 0 0 76 4.000 -0.22 38.32 0 0 0| 0 15 0 0 80 5.750 -0.28 40.07 0 0 0| 0 6 0 0 84 7.000 -0.33 38.24 0 0 0| 0 10 0 0 88 8.750 -0.39 37.67 0 0 0| 0 21 0 0 92 10.500 -0.45 36.31 0 0 0| 0 0 0 0 96 12.750 -0.52 36.07 0 0 0| 0 0 0 0 100 26.500 -0.81 31.89 0 0 0| 0 0 0 0 120 Total 0 0 0| 0 57 0 0 Total Puts 0 0 46| 0 1,961 0 0 Grand Total 0 80,642 80,700| 125 16,658 +1,625 0 Equity Options 21:59 Business Day Thu 2 Sep 2010 Previous Business Day Wed 1 Sep 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 34.70 Underlying Price 72.120 Time to expiry: 15 Days Sep 10 32.250 1.00 61.80 0 0 0| 0 1 0 0 40 27.250 1.00 53.82 0 0 0| 0 3 0 0 45 24.250 1.00 50.96 0 0 0| 0 1,371 0 0 48 19.250 1.00 46.59 0 0 0| 0 1,418 0 0 53 13.250 0.99 42.57 0 0 0| 0 16,840 0 0 59 8.250 0.94 38.55 0 0 0| 24 2,177 -24 0 64 5.750 0.83 39.10 0 0 0| 2 12,955 -2 0 67 4.750 0.79 37.55 0 0 0| 36 116 +36 0 68 2.250 0.53 34.76 0 0 0| 398 2,586 +318 0 72 0.750 0.25 34.51 0 0 0| 0 567 0 0 76 0.250 0.08 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 0| 460 63,339 +328 0 Indicative a-t-m Vol 40.22 Underlying Price 72.120 Time to expiry: 43 Days Oct 10 28.500 0.97 80.15 0 0 0| 0 0 0 0 44 24.500 0.96 73.85 0 0 0| 0 0 0 0 48 16.750 0.92 56.63 0 0 0| 0 0 0 0 56 13.000 0.88 49.50 0 0 0| 0 386 0 0 60 9.500 0.80 46.00 0 0 0| 0 1,242 0 0 64 6.500 0.68 42.61 0 0 0| 0 63 0 0 68 4.250 0.54 40.71 0 0 0| 0 358 0 0 72 2.000 2.250 0.38 38.76 2.000 2.000 0 0 258| 0 2,936 0 0 76 1.250 0.23 37.17 0 0 0| 0 3,182 0 0 80 0.750 0.14 38.59 0 0 0| 0 0 0 0 84 0.500 0.09 40.21 0 0 0| 0 0 0 0 88 0.250 0.04 46.14 0 0 0| 0 0 0 0 96 Total 0 0 258| 0 8,167 0 0 Indicative a-t-m Vol 40.98 Underlying Price 72.120 Time to expiry: 78 Days Nov 10 24.750 0.94 60.66 0 0 0| 0 0 0 0 48 17.500 0.87 53.73 0 0 0| 0 0 0 0 56 10.750 0.75 46.10 0 0 0| 1 1 +1 0 64 8.000 0.66 43.84 0 0 0| 0 0 0 0 68 5.500 5.750 0.55 41.52 5.500 S 5.500 S 0 0 23| 0 0 0 0 72 3.750 0.43 39.38 0 0 0| 0 0 0 0 76 2.250 0.30 36.84 0 0 0| 0 0 0 0 80 0.750 0.13 35.06 0 0 0| 0 0 0 0 88 Total 0 0 23| 1 1 +1 0 Indicative a-t-m Vol 38.49 Underlying Price 72.120 Time to expiry: 106 Days Dec 10 56.250 1.00 77.66 0 0 0| 0 10 0 0 16 51.250 1.00 73.66 0 0 0| 0 10 0 0 21 47.250 1.00 69.66 0 0 0| 0 25 0 0 25 Equity Options 21:59 Business Day Thu 2 Sep 2010 Previous Business Day Wed 1 Sep 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 | 41.250 0.99 65.81 0 0 0| 0 0 0 0 31 39.250 0.99 62.86 0 0 0| 0 2 0 0 33 35.250 0.99 57.37 0 0 0| 0 10 0 0 37 31.250 0.98 54.59 0 0 0| 0 335 0 0 41 27.500 0.97 52.46 0 0 0| 0 0 0 0 45 23.750 0.94 51.59 0 0 0| 0 189 0 0 49 22.000 0.92 50.52 0 0 0| 0 3,738 0 0 51 13.750 0.79 45.79 0 0 0| 0 15,750 0 0 61 11.250 0.74 43.75 0 0 0| 0 30 0 0 64 8.500 0.65 40.53 0 0 0| 0 315 0 0 68 6.500 0.58 38.40 0 0 0| 49 5,798 -49 0 71 6.250 6.000 0.55 38.18 6.250 6.250 0 0 8| 0 860 0 0 72 4.500 0.45 39.43 0 0 0| 0 3,392 0 0 76 3.000 3.250 0.36 39.24 3.000 3.000 0 0 4| 0 2,656 0 0 80 3.000 0.33 38.96 0 0 0| 0 10,601 0 0 81 1.000 0.14 36.62 0 0 0| 0 8,543 0 0 91 0.250 0.04 34.36 0 0 0| 0 3,580 0 0 102 CAB 0.02 36.41 0 0 0| 0 0 0 0 112 CAB 0.01 37.78 0 0 0| 0 0 0 0 122 CAB 0.00 42.14 0 0 0| 0 53 0 0 142 CAB 0.00 44.85 0 0 0| 0 0 0 0 162 CAB 0.00 45.43 0 0 0| 0 525 0 0 244 Total 0 0 12| 49 56,422 -49 0 Indicative a-t-m Vol 42.75 Underlying Price 72.120 Time to expiry: 197 Days Mar 11 33.500 0.94 62.20 0 0 0| 0 0 0 0 40 29.750 0.92 57.51 0 0 0| 0 0 0 0 44 26.250 0.89 54.72 0 0 0| 0 30 0 0 48 20.250 0.80 53.74 0 0 0| 0 19 0 0 56 16.750 0.76 48.01 0 0 0| 0 8,435 0 0 60 14.000 0.70 45.79 0 0 0| 0 1,013 0 0 64 8.500 9.250 0.57 43.11 8.500 8.500 0 0 5| 2 10,478 +2 0 72 5.750 0.43 40.25 0 0 0| 0 971 0 0 80 3.250 0.29 38.17 0 0 0| 0 8 0 0 88 0.500 0.06 39.97 0 0 0| 0 0 0 0 120 Total 0 0 5| 2 20,954 +2 0 Indicative a-t-m Vol 41.62 Underlying Price 72.120 Time to expiry: 288 Days Jun 11 41.000 0.96 61.99 0 0 0| 0 5,900 0 0 32 33.750 0.93 56.33 0 0 0| 0 1,964 0 0 40 27.250 0.87 51.91 0 0 0| 0 0 0 0 48 23.250 0.83 49.22 0 0 0| 0 273 0 0 53 21.000 0.80 47.87 0 0 0| 0 0 0 0 56 18.250 0.75 46.42 0 0 0| 0 40 0 0 60 15.750 0.70 45.39 0 0 0| 0 7 0 0 64 11.000 0.58 41.86 0 0 0| 0 536 0 0 72 7.500 0.46 39.97 0 0 0| 0 790 0 0 80 2.000 0.17 39.10 0 0 0| 0 31 0 0 107 Equity Options 21:59 Business Day Thu 2 Sep 2010 Previous Business Day Wed 1 Sep 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 | 1.000 0.11 39.61 0 0 0| 0 0 0 0 120 Total 0 0 0| 0 9,541 0 0 Indicative a-t-m Vol 42.85 Underlying Price 72.120 Time to expiry: 470 Days Dec 11 56.500 0.99 67.37 0 0 0| 0 0 0 0 16 52.000 0.98 66.13 0 0 0| 0 0 0 0 21 48.250 0.97 63.02 0 0 0| 0 0 0 0 25 46.500 0.96 61.48 0 0 0| 0 0 0 0 27 43.000 0.95 59.58 0 0 0| 0 0 0 0 31 42.000 0.94 58.92 0 0 0| 0 0 0 0 32 41.250 0.94 58.44 0 0 0| 0 0 0 0 33 38.000 0.92 56.23 0 0 0| 0 0 0 0 37 35.500 0.90 55.41 0 0 0| 0 5 0 0 40 34.750 0.89 55.33 0 0 0| 0 0 0 0 41 28.750 0.84 51.86 0 0 0| 0 0 0 0 49 27.250 0.82 51.05 0 0 0| 0 0 0 0 51 26.000 0.80 50.18 0 0 0| 0 350 0 0 53 21.000 0.73 48.13 0 0 0| 0 0 0 0 61 14.750 0.62 43.12 0 0 0| 0 306 0 0 71 11.000 0.52 41.91 0 0 0| 0 8 0 0 80 10.750 0.51 41.96 0 0 0| 0 50 0 0 81 4.250 0.27 39.95 0 0 0| 200 421 +200 0 107 3.000 0.20 40.21 0 0 0| 0 0 0 0 120 Total 0 0 0| 200 1,140 +200 0 Indicative a-t-m Vol 43.08 Underlying Price 72.120 Time to expiry: 652 Days Jun 12 36.500 0.89 51.17 0 0 0| 0 0 0 0 40 29.500 0.85 43.64 0 0 0| 0 0 0 0 48 21.250 0.74 39.40 0 0 0| 0 0 0 0 60 14.750 0.57 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 47.87 Underlying Price 72.120 Time to expiry: 841 Days Dec 12 39.500 0.87 57.93 0 0 0| 0 0 0 0 40 34.250 0.83 54.22 0 0 0| 0 32 0 0 48 27.250 0.75 50.76 0 0 0| 0 15 0 0 60 18.000 0.60 46.31 0 0 0| 0 1 0 0 80 8.250 0.35 43.84 0 0 0| 0 0 0 0 120 Total 0 0 0| 0 48 0 0 Total Calls 0 0 298| 712 159,612 +482 0 | Equity Options 21:59 Business Day Thu 2 Sep 2010 Previous Business Day Wed 1 Sep 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 35.60 Underlying Price 72.120 Time to expiry: 15 Days Sep 10 CAB 0.00 67.85 0 0 0| 0 604 0 0 40 CAB 0.00 59.87 0 0 0| 0 0 0 0 45 CAB 0.00 57.01 0 0 0| 0 7,998 0 0 48 CAB 0.00 52.64 0 0 0| 0 9,269 0 0 53 CAB -0.02 48.62 0 0 0| 249 11,305 0 0 59 0.250 -0.09 44.60 0 0 0| 0 18,914 0 0 64 0.500 -0.18 40.00 0 0 0| 0 219 0 0 67 0.750 -0.22 38.45 0 0 0| 0 100 0 0 68 2.000 -0.47 35.66 0 0 0| 0 584 0 0 72 4.750 -0.75 35.41 0 0 0| 0 20 0 0 76 8.000 -0.91 36.10 0 0 0| 0 267 0 0 80 35.000 -1.00 40.33 0 0 0| 0 0 0 0 107 48.000 -1.00 44.04 0 0 0| 0 0 0 0 120 Total 0 0 0| 249 49,280 0 0 Indicative a-t-m Vol 40.56 Underlying Price 72.120 Time to expiry: 43 Days Oct 10 0.250 -0.03 78.94 0 0 0| 0 0 0 0 44 0.250 -0.04 71.87 0 0 0| 0 0 0 0 48 0.500 -0.07 54.40 0 0 0| 0 2,240 0 0 56 0.750 -0.12 47.68 0 0 0| 0 49 0 0 60 1.500 -0.20 46.42 0 0 0| 0 496 0 0 64 2.500 -0.32 42.95 0 0 0| 0 535 0 0 68 4.000 -0.46 41.04 0 0 0| 0 175 0 0 72 6.250 -0.62 39.11 0 0 0| 0 25 0 0 76 9.250 -0.76 39.20 0 0 0| 0 0 0 0 80 12.500 -0.86 38.87 0 0 0| 0 0 0 0 84 16.250 -0.92 39.41 0 0 0| 0 100 0 0 88 24.000 -0.97 44.11 0 0 0| 0 0 0 0 96 Total 0 0 0| 0 3,620 0 0 Indicative a-t-m Vol 40.89 Underlying Price 72.120 Time to expiry: 78 Days Nov 10 0.500 -0.05 58.27 0 0 0| 0 0 0 0 48 1.250 -0.12 51.79 0 0 0| 0 0 0 0 56 2.500 -0.25 45.61 0 0 0| 34 284 +34 0 64 3.250 4.000 -0.35 44.48 3.250 3.250 0 0 27| 0 225 0 0 68 5.500 -0.46 41.18 0 0 0| 20 20 +20 0 72 7.500 -0.57 40.02 0 0 0| 0 0 0 0 76 10.000 -0.69 37.79 0 0 0| 0 0 0 0 80 16.500 -0.86 36.42 0 0 0| 0 0 0 0 88 Total 0 0 27| 54 529 +54 0 Indicative a-t-m Vol 41.80 Underlying Price 72.120 Time to expiry: 106 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 Equity Options 21:59 Business Day Thu 2 Sep 2010 Previous Business Day Wed 1 Sep 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 -0.01 70.84 0 0 0| 0 335 0 0 33 0.250 -0.02 65.35 0 0 0| 0 1,525 0 0 37 0.250 -0.03 62.57 0 0 0| 128 7,848 0 0 41 0.750 -0.06 63.85 0 0 0| 0 250 0 0 45 0.750 -0.07 54.90 0 0 0| 420 1,070 -27 0 49 1.000 -0.09 53.83 0 0 0| 0 6,161 0 0 51 2.750 -0.22 49.10 0 0 0| 0 20,718 0 0 61 3.000 3.500 -0.27 47.06 3.000 3.000 0 0 10| 0 548 0 0 64 4.750 -0.35 43.84 0 0 0| 0 768 0 0 68 5.750 -0.42 41.71 0 0 0| 0 3,391 0 0 71 6.250 -0.45 41.49 0 0 0| 0 310 0 0 72 8.750 -0.54 42.74 0 0 0| 0 28 0 0 76 11.500 -0.63 42.55 0 0 0| 0 105 0 0 80 12.250 -0.65 42.27 0 0 0| 0 277 0 0 81 20.000 -0.83 39.93 0 0 0| 0 58 0 0 91 30.000 -0.95 37.67 0 0 0| 0 11 0 0 102 40.000 -0.98 39.72 0 0 0| 0 0 0 0 112 50.000 -1.00 41.09 0 0 0| 0 16 0 0 122 70.000 -1.00 45.45 0 0 0| 0 759 0 0 142 90.000 -1.00 48.16 0 0 0| 0 0 0 0 162 172.000 -1.00 48.74 0 0 0| 0 0 0 0 244 Total 0 0 10| 548 45,832 -27 0 Indicative a-t-m Vol 42.75 Underlying Price 72.120 Time to expiry: 197 Days Mar 11 1.000 -0.06 62.20 0 0 0| 0 130 0 0 40 1.500 -0.08 57.51 0 0 0| 0 0 0 0 44 1.750 -0.11 54.72 0 0 0| 0 8,713 0 0 48 3.250 -0.19 50.27 0 0 0| 6 7,581 +7,494 0 56 4.250 -0.24 48.01 0 0 0| 4 104 0 0 60 5.500 -0.30 45.79 0 0 0| 0 139 0 0 64 8.750 -0.43 43.11 0 0 0| 0 456 0 0 72 13.250 -0.58 40.25 0 0 0| 0 146 0 0 80 18.750 -0.71 38.17 0 0 0| 0 0 0 0 88 48.000 -0.95 39.97 0 0 0| 0 0 0 0 120 Total 0 0 0| 10 17,269 +7,494 0 Indicative a-t-m Vol 43.14 Underlying Price 72.120 Time to expiry: 288 Days Jun 11 0.750 -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 -0.13 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 4.750 -0.21 49.39 0 0 0| 0 0 0 0 56 6.000 6.000 -0.25 47.94 6.000 6.000 0 0 10| 0 40 0 0 60 7.500 -0.31 46.91 0 0 0| 0 195 0 0 64 10.750 10.750 -0.42 43.38 10.750 10.750 0 0 10| 0 520 0 0 72 15.250 -0.53 41.49 0 0 0| 0 29 0 0 80 36.750 -0.82 40.62 0 0 0| 0 0 0 0 107 48.750 -0.90 41.13 0 0 0| 0 10 0 0 120 Total 0 0 20| 0 1,913 0 0 Equity Options 21:59 Business Day Thu 2 Sep 2010 Previous Business Day Wed 1 Sep 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 42.85 Underlying Price 72.120 Time to expiry: 470 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 0.750 -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 -0.05 59.58 0 0 0| 0 0 0 0 31 1.500 -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 2.250 -0.08 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 5.250 -0.17 53.17 0 0 0| 0 0 0 0 49 6.000 -0.18 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 -0.27 48.13 0 0 0| 0 357 0 0 61 12.750 -0.38 43.12 0 0 0| 0 330 0 0 71 18.000 -0.49 41.91 0 0 0| 0 85 0 0 80 18.750 -0.50 41.96 0 0 0| 0 7 0 0 81 39.250 -0.71 43.27 0 0 0| 0 0 0 0 107 50.500 -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 43.08 Underlying Price 72.120 Time to expiry: 652 Days Jun 12 3.500 -0.11 51.17 0 0 0| 0 0 0 0 40 4.500 -0.15 43.64 0 0 0| 0 0 0 0 48 8.000 -0.26 39.40 0 0 0| 0 0 0 0 60 21.250 -0.44 45.06 0 0 0| 0 0 0 0 80 51.000 -0.76 40.09 0 0 0| 0 0 0 0 120 Total 0 0 0| 0 0 0 0 Indicative a-t-m Vol 47.87 Underlying Price 72.120 Time to expiry: 841 Days Dec 12 6.250 -0.13 57.93 0 0 0| 0 0 0 0 40 8.750 -0.17 54.22 0 0 0| 0 15 0 0 48 13.500 -0.26 50.76 0 0 0| 0 15 0 0 60 23.750 -0.41 46.31 0 0 0| 0 1 0 0 80 53.500 -0.68 43.84 0 0 0| 0 0 0 0 120 Total 0 0 0| 0 31 0 0 Total Puts 0 0 57| 861 120,793 +7,521 0 Grand Total 0 142,776 143,131| 1,573 280,405 +8,003 0 Equity Options 21:59 Business Day Thu 2 Sep 2010 Previous Business Day Wed 1 Sep 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 33.15 Underlying Price 114.900 Time to expiry: 15 Days Sep 10 35.000 1.00 64.95 0 0 0| 0 0 0 0 80 27.000 1.00 51.82 0 0 0| 0 0 0 0 88 19.000 0.99 44.25 0 0 0| 0 37 0 0 96 15.000 0.97 39.24 0 0 0| 0 1 0 0 100 6.000 0.76 35.06 0 0 0| 0 42 0 0 110 1.000 0.24 31.24 0 0 0| 0 97 0 0 120 0.250 0.04 36.48 0 0 0| 0 288 0 0 130 CAB 0.02 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 39.22 Underlying Price 114.900 Time to expiry: 106 Days Dec 10 27.750 0.89 49.45 0 0 0| 0 0 0 0 88 20.750 0.81 44.26 0 0 0| 0 0 0 0 96 17.750 0.75 43.02 0 0 0| 0 100 0 0 100 11.250 0.60 39.63 0 0 0| 0 10 0 0 110 6.750 0.43 38.81 0 0 0| 0 312 0 0 120 3.250 0.27 36.28 0 0 0| 0 0 0 0 130 1.500 0.15 34.91 0 0 0| 0 14 0 0 140 1.000 0.09 36.84 0 0 0| 0 12 0 0 150 0.750 0.07 39.91 0 0 0| 0 31 0 0 160 0.500 0.04 45.98 0 0 0| 0 20 0 0 180 Total 0 0 0| 0 499 0 0 Indicative a-t-m Vol 39.46 Underlying Price 114.900 Time to expiry: 197 Days Mar 11 29.250 0.83 44.17 0 0 0| 0 60 0 0 88 23.500 0.75 43.07 0 0 0| 0 40 0 0 96 20.750 0.71 42.09 0 0 0| 0 20 0 0 100 14.750 0.60 40.21 0 0 0| 0 0 0 0 110 10.000 0.48 38.72 0 0 0| 0 10 0 0 120 6.500 0.36 36.94 0 0 0| 0 0 0 0 130 4.250 0.26 36.72 0 0 0| 0 0 0 0 140 Total 0 0 0| 0 130 0 0 Total Calls 0 0 0| 0 3,524 0 0 | Equity Options 21:59 Business Day Thu 2 Sep 2010 Previous Business Day Wed 1 Sep 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 33.38 Underlying Price 114.900 Time to expiry: 15 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 CAB -0.02 40.40 0 0 0| 0 100 0 0 96 0.250 -0.06 37.51 0 0 0| 0 130 0 0 100 2.250 -0.35 37.20 0 0 0| 0 3 0 0 110 7.750 -0.83 29.56 0 0 0| 0 80 0 0 120 17.250 -0.96 37.67 0 0 0| 0 201 0 0 130 27.250 -0.98 50.93 0 0 0| 0 290 0 0 140 37.000 -1.00 51.97 0 0 0| 0 10 0 0 150 47.000 -1.00 55.58 0 0 0| 0 0 0 0 160 67.000 -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 35.35 Underlying Price 114.900 Time to expiry: 106 Days Dec 10 1.500 -0.11 40.84 0 0 0| 0 0 0 0 88 2.750 -0.19 39.52 0 0 0| 0 0 0 0 96 3.750 -0.24 38.67 0 0 0| 0 15 0 0 100 7.250 -0.40 36.38 0 0 0| 0 39 0 0 110 12.500 -0.59 34.32 0 0 0| 0 15 0 0 120 19.500 -0.76 32.31 0 0 0| 0 26 0 0 130 28.000 -0.88 31.42 0 0 0| 0 20 0 0 140 37.500 -0.95 31.73 0 0 0| 0 0 0 0 150 47.250 -0.97 33.46 0 0 0| 0 0 0 0 160 67.000 -0.99 39.41 0 0 0| 0 0 0 0 180 Total 0 0 0| 0 115 0 0 Indicative a-t-m Vol 36.20 Underlying Price 114.900 Time to expiry: 197 Days Mar 11 3.000 -0.16 39.69 0 0 0| 0 16 0 0 88 5.000 -0.23 38.45 0 0 0| 0 10 0 0 96 6.250 -0.28 37.97 0 0 0| 0 3 0 0 100 10.500 -0.40 36.70 0 0 0| 0 18 0 0 110 15.750 -0.54 35.70 0 0 0| 0 5 0 0 120 22.250 -0.67 34.10 0 0 0| 0 0 0 0 130 29.750 -0.78 32.41 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 37,016 37,016| 0 4,505 0 0 Equity Options 21:59 Business Day Thu 2 Sep 2010 Previous Business Day Wed 1 Sep 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 32.20 Underlying Price 700.000 Time to expiry: 15 Days Sep 10 240.500 0.99 87.91 0 0 0| 0 0 0 0 460 220.250 1.00 70.66 0 0 0| 0 0 0 0 480 180.250 1.00 49.66 0 0 0| 0 0 0 0 520 160.250 1.00 41.42 0 0 0| 0 0 0 0 540 140.250 1.00 37.67 0 0 0| 0 36 0 0 560 120.250 1.00 35.07 0 0 0| 0 2 0 0 580 100.500 0.99 34.04 0 0 0| 0 0 0 0 600 81.000 0.96 34.03 0 0 0| 0 0 0 0 620 62.500 0.91 33.54 0 0 0| 0 27 0 0 640 45.250 0.81 33.15 0 0 0| 0 0 0 0 660 30.750 0.68 32.87 0 0 0| 0 6 0 0 680 19.000 0.52 32.20 0 0 0| 0 0 0 0 700 10.750 0.35 32.05 0 0 0| 0 62 0 0 720 2.500 0.11 31.22 0 0 0| 0 6 0 0 760 0.500 0.02 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 32.55 Underlying Price 700.000 Time to expiry: 106 Days Dec 10 221.500 0.99 33.27 0 0 0| 0 0 0 0 480 183.000 0.96 33.93 0 0 0| 0 0 0 0 520 146.250 0.92 33.67 0 0 0| 0 0 0 0 560 112.250 0.84 33.11 0 0 0| 0 24 0 0 600 82.750 0.73 32.94 0 0 0| 0 21 0 0 640 58.250 0.61 32.58 0 0 0| 0 7 0 0 680 39.250 0.47 32.52 0 0 0| 0 22 0 0 720 25.000 0.35 32.04 0 0 0| 0 0 0 0 760 15.250 0.24 31.81 0 0 0| 0 50 0 0 800 5.250 0.10 31.95 0 0 0| 0 27 0 0 880 Total 0 0 0| 0 151 0 0 Indicative a-t-m Vol 32.93 Underlying Price 700.000 Time to expiry: 197 Days Mar 11 223.000 0.97 33.74 0 0 0| 0 0 0 0 480 186.500 0.92 33.92 0 0 0| 0 0 0 0 520 152.750 0.86 33.73 0 0 0| 0 0 0 0 560 122.250 0.78 33.43 0 0 0| 0 0 0 0 600 96.250 0.69 33.18 0 0 0| 0 0 0 0 640 74.250 0.59 33.05 0 0 0| 0 0 0 0 680 56.000 0.49 32.81 0 0 0| 0 4 0 0 720 29.750 0.32 32.32 0 0 0| 0 0 0 0 800 Total 0 0 0| 0 4 0 0 Total Calls 0 0 0| 0 297 0 0 | Equity Options 21:59 Business Day Thu 2 Sep 2010 Previous Business Day Wed 1 Sep 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 32.58 Underlying Price 700.000 Time to expiry: 15 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 CAB 0.00 53.62 0 0 0| 0 27 0 0 520 0.250 -0.01 50.19 0 0 0| 0 0 0 0 540 0.250 -0.01 45.38 0 0 0| 0 63 0 0 560 0.250 -0.01 41.94 0 0 0| 0 0 0 0 580 0.500 -0.02 36.44 0 0 0| 0 5 0 0 600 0.750 -0.04 33.84 0 0 0| 0 0 0 0 620 2.250 -0.10 33.99 0 0 0| 0 27 0 0 640 5.250 -0.19 33.51 0 0 0| 0 0 0 0 660 10.500 -0.32 32.77 0 0 0| 0 1 0 0 680 19.000 -0.48 32.58 0 0 0| 0 0 0 0 700 30.500 -0.65 31.86 0 0 0| 0 36 0 0 720 63.000 -0.87 33.93 0 0 0| 0 27 0 0 760 100.750 -0.96 35.86 0 0 0| 0 0 0 0 800 180.250 -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 32.93 Underlying Price 700.000 Time to expiry: 106 Days Dec 10 1.250 -0.02 35.65 0 0 0| 0 0 0 0 480 3.250 -0.05 34.86 0 0 0| 0 57 0 0 520 7.000 -0.11 33.93 0 0 0| 0 0 0 0 560 14.000 -0.19 33.44 0 0 0| 0 2 0 0 600 26.000 -0.30 33.38 0 0 0| 0 29 0 0 640 42.750 -0.42 33.00 0 0 0| 0 0 0 0 680 64.750 -0.55 32.87 0 0 0| 0 21 0 0 720 91.000 -0.67 32.35 0 0 0| 0 0 0 0 760 121.500 -0.77 32.00 0 0 0| 0 0 0 0 800 191.750 -0.90 31.96 0 0 0| 0 0 0 0 880 Total 0 0 0| 0 109 0 0 Indicative a-t-m Vol 32.92 Underlying Price 700.000 Time to expiry: 197 Days Mar 11 4.500 -0.06 34.29 0 0 0| 0 0 0 0 480 9.250 -0.10 34.05 0 0 0| 0 0 0 0 520 16.500 -0.16 33.70 0 0 0| 0 0 0 0 560 27.000 -0.24 33.50 0 0 0| 0 0 0 0 600 41.500 -0.33 33.23 0 0 0| 0 0 0 0 640 59.750 -0.42 33.07 0 0 0| 0 0 0 0 680 81.500 -0.51 32.76 0 0 0| 0 0 0 0 720 135.500 -0.69 32.24 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 44,948 44,948| 0 592 0 0 Equity Options 21:59 Business Day Thu 2 Sep 2010 Previous Business Day Wed 1 Sep 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 36.38 Underlying Price 1577.000 Time to expiry: 15 Days Sep 10 478.000 0.99 77.11 0 0 0| 0 0 0 0 1100 378.500 0.99 62.17 0 0 0| 0 0 0 0 1200 280.500 0.96 54.32 0 0 0| 0 0 0 0 1300 232.000 0.94 50.39 0 0 0| 0 0 0 0 1350 185.000 0.90 46.37 0 0 0| 0 4 0 0 1400 139.500 0.84 42.29 0 0 0| 0 0 0 0 1450 99.000 0.74 39.78 0 0 0| 0 0 0 0 1500 63.500 0.60 37.21 0 0 0| 0 0 0 0 1550 37.000 0.44 35.68 0 0 0| 0 2 0 0 1600 19.000 0.28 34.73 0 0 0| 0 304 0 0 1650 10.000 0.17 35.70 0 0 0| 0 27 0 0 1700 5.000 0.09 36.64 0 0 0| 0 1 0 0 1750 3.000 0.06 39.10 0 0 0| 0 8 0 0 1800 1.000 0.02 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| 0 1,143 0 0 Indicative a-t-m Vol 41.58 Underlying Price 1577.000 Time to expiry: 106 Days Dec 10 407.500 0.88 48.88 0 0 0| 0 0 0 0 1200 326.000 0.81 47.06 0 0 0| 0 0 0 0 1300 251.500 0.73 44.88 0 0 0| 0 0 0 0 1400 186.000 0.63 43.00 0 0 0| 0 0 0 0 1500 131.500 0.52 41.16 0 0 0| 0 0 0 0 1600 89.500 0.41 39.93 0 0 0| 0 1 0 0 1700 59.000 0.31 39.24 0 0 0| 0 13 0 0 1800 39.000 0.22 39.12 0 0 0| 0 3 0 0 1900 24.500 0.15 38.72 0 0 0| 0 2 0 0 2000 11.500 0.08 40.22 0 0 0| 0 2 0 0 2200 6.000 0.04 42.46 0 0 0| 0 16 0 0 2400 2.000 0.01 46.08 0 0 0| 0 20 0 0 2800 Total 0 0 0| 0 57 0 0 Indicative a-t-m Vol 42.75 Underlying Price 1577.000 Time to expiry: 197 Days Mar 11 441.000 0.83 49.30 0 0 0| 0 0 0 0 1200 367.000 0.77 47.52 0 0 0| 0 0 0 0 1300 299.000 0.70 45.60 0 0 0| 0 0 0 0 1400 238.500 0.63 43.96 0 0 0| 0 0 0 0 1500 185.500 0.55 42.39 0 0 0| 0 2 0 0 1600 141.500 0.46 41.07 0 0 0| 0 1 0 0 1700 105.500 0.38 40.01 0 0 0| 0 3 0 0 1800 57.500 0.25 38.88 0 0 0| 0 3 0 0 2000 Total 0 0 0| 0 9 0 0 Equity Options 21:59 Business Day Thu 2 Sep 2010 Previous Business Day Wed 1 Sep 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| 0 1,209 0 0 | Equity Options 21:59 Business Day Thu 2 Sep 2010 Previous Business Day Wed 1 Sep 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 37.01 Underlying Price 1577.000 Time to expiry: 15 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 3.500 -0.05 56.93 0 0 0| 0 0 0 0 1300 5.500 -0.07 52.13 0 0 0| 0 0 0 0 1350 7.500 -0.10 46.40 0 0 0| 0 3 0 0 1400 11.500 -0.16 41.62 0 0 0| 0 300 0 0 1450 21.000 -0.26 39.33 0 0 0| 0 21 0 0 1500 36.000 -0.40 37.20 0 0 0| 0 0 0 0 1550 61.000 -0.56 36.84 0 0 0| 0 10 0 0 1600 93.500 -0.71 36.34 0 0 0| 0 0 0 0 1650 132.500 -0.84 35.37 0 0 0| 0 5 0 0 1700 177.500 -0.91 35.89 0 0 0| 0 0 0 0 1750 224.500 -0.96 35.31 0 0 0| 0 40 0 0 1800 323.000 -0.99 38.24 0 0 0| 0 2 0 0 1900 423.000 -1.00 40.88 0 0 0| 0 20 0 0 2000 623.000 -1.00 44.39 0 0 0| 0 0 0 0 2200 823.000 -1.00 47.03 0 0 0| 0 15 0 0 2400 1023.000 -1.00 55.81 0 0 0| 0 0 0 0 2600 1223.000 -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 41.43 Underlying Price 1577.000 Time to expiry: 106 Days Dec 10 29.000 -0.12 49.56 0 0 0| 0 2 0 0 1200 45.500 -0.18 46.72 0 0 0| 0 0 0 0 1300 71.000 -0.27 44.66 0 0 0| 0 5 0 0 1400 105.500 -0.37 42.86 0 0 0| 0 0 0 0 1500 150.500 -0.48 41.00 0 0 0| 0 1 0 0 1600 209.000 -0.59 39.86 0 0 0| 0 1 0 0 1700 278.500 -0.70 39.18 0 0 0| 0 4 0 0 1800 357.500 -0.78 38.65 0 0 0| 0 0 0 0 1900 443.500 -0.85 38.51 0 0 0| 0 0 0 0 2000 630.000 -0.93 39.17 0 0 0| 0 2 0 0 2200 825.500 -0.97 40.96 0 0 0| 0 2 0 0 2400 1223.500 -0.99 47.40 0 0 0| 0 0 0 0 2800 Total 0 0 0| 0 17 0 0 Indicative a-t-m Vol 41.21 Underlying Price 1577.000 Time to expiry: 197 Days Mar 11 58.000 -0.17 47.17 0 0 0| 0 4 0 0 1200 84.000 -0.23 45.73 0 0 0| 0 1 0 0 1300 115.500 -0.30 43.94 0 0 0| 1 1 0 0 1400 154.500 -0.38 42.35 0 0 0| 0 1 0 0 1500 201.500 -0.46 40.87 0 0 0| 0 2 0 0 1600 257.500 -0.55 39.56 0 0 0| 0 2 0 0 1700 321.500 -0.63 38.44 0 0 0| 0 2 0 0 1800 473.500 -0.77 37.06 0 0 0| 0 2 0 0 2000 Total 0 0 0| 1 15 0 0 Equity Options 21:59 Business Day Thu 2 Sep 2010 Previous Business Day Wed 1 Sep 2010 Page 44 Puts | Block | Opening Settle Delta Vola- Daily Trade Bclear Total | Official **Open Change Exer- Exer Trans Price tility High Low Volume Volume*** Volume | Volume Int cises Price | Total Puts 0 0 0| 1 453 0 0 Grand Total 0 51,558 51,558| 1 1,662 0 0 Equity Options 21:59 Business Day Thu 2 Sep 2010 Previous Business Day Wed 1 Sep 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 38.52 Underlying Price 229.000 Time to expiry: 15 Days Sep 10 49.000 1.00 43.13 0 0 0| 0 0 0 0 180 39.250 0.98 43.52 0 0 0| 0 0 0 0 190 29.500 0.95 40.99 0 0 0| 0 27 0 0 200 25.000 0.91 41.38 0 0 0| 0 0 0 0 205 20.250 0.87 38.60 0 0 0| 0 65 0 0 210 16.250 0.79 38.99 0 0 0| 0 112 0 0 215 5.750 12.750 0.70 39.47 5.750 S 5.750 S 0 0 10| 0 161 0 0 220 9.750 0.60 39.57 0 0 0| 0 412 0 0 225 7.000 0.50 38.26 0 0 0| 0 564 0 0 230 5.000 0.39 38.58 0 0 0| 0 85 0 0 235 3.250 0.30 38.58 0 0 0| 0 549 0 0 240 2.250 0.21 38.58 0 0 0| 0 23 0 0 245 1.500 0.15 38.58 0 0 0| 0 30 0 0 250 0.500 0.06 38.58 0 0 0| 0 371 0 0 260 0.250 0.02 38.58 0 0 0| 0 15 0 0 270 CAB 0.01 38.58 0 0 0| 0 144 0 0 280 CAB 0.00 38.58 0 0 0| 0 65 0 0 300 CAB 0.00 38.58 0 0 0| 0 88 0 0 320 CAB 0.00 38.58 0 0 0| 0 298 0 0 340 CAB 0.00 38.58 0 0 0| 0 17 0 0 360 Total 0 0 10| 0 3,026 0 0 Indicative a-t-m Vol 36.07 Underlying Price 229.000 Time to expiry: 43 Days Oct 10 50.250 0.94 48.51 0 0 0| 0 0 0 0 180 41.000 0.90 45.90 0 0 0| 0 0 0 0 190 32.250 0.84 43.26 0 0 0| 0 0 0 0 200 28.250 0.80 42.01 0 0 0| 0 0 0 0 205 17.500 24.250 0.76 40.83 17.500 S 17.500 S 0 0 3| 0 0 0 0 210 20.500 0.70 39.80 0 0 0| 0 0 0 0 215 17.250 0.65 38.69 0 0 0| 0 105 0 0 220 13.750 0.58 36.50 0 0 0| 0 24 0 0 225 6.250 11.000 0.51 35.97 6.250 6.250 0 0 5| 0 5 0 0 230 8.500 8.750 0.44 35.71 8.500 8.500 0 0 3| 0 93 0 0 235 7.250 0.38 36.24 0 0 0| 0 0 0 0 240 2.000 2.500 0.18 36.65 2.000 2.000 0 0 10| 0 0 0 0 260 Total 0 0 21| 0 227 0 0 Indicative a-t-m Vol 37.60 Underlying Price 229.000 Time to expiry: 78 Days Nov 10 51.000 0.92 40.05 0 0 0| 0 0 0 0 180 42.000 42.500 0.87 39.97 42.000 42.000 0 0 1| 0 1 0 0 190 34.500 0.80 39.31 0 0 0| 0 0 0 0 200 30.750 0.76 38.85 0 0 0| 0 0 0 0 205 20.750 27.500 0.72 39.67 20.750 20.750 0 0 2| 0 0 0 0 210 21.000 24.000 0.67 38.53 21.000 21.000 0 0 10| 0 10 0 0 215 20.500 0.63 37.12 0 0 0| 0 0 0 0 220 Equity Options 21:59 Business Day Thu 2 Sep 2010 Previous Business Day Wed 1 Sep 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 | 15.750 0.53 37.65 0 0 0| 0 0 0 0 230 11.250 0.43 36.62 0 0 0| 0 0 0 0 240 Total 0 0 13| 0 11 0 0 Indicative a-t-m Vol 38.21 Underlying Price 229.000 Time to expiry: 106 Days Dec 10 51.750 0.90 43.14 0 0 0| 0 5 0 0 180 43.250 0.85 41.77 0 0 0| 0 1 0 0 190 35.500 0.79 40.51 0 0 0| 0 9 0 0 200 28.000 28.500 0.71 39.77 28.000 28.000 0 0 15| 0 4 0 0 210 21.500 22.250 0.62 39.09 21.500 21.500 0 0 15| 0 186 0 0 220 16.250 16.750 0.53 38.11 16.250 16.250 0 0 15| 0 174 0 0 230 11.000 12.000 0.43 36.61 12.000 11.000 0 0 315| 0 212 0 0 240 6.750 0.28 37.21 0 0 0| 23 730 0 0 260 3.250 0.16 36.75 0 0 0| 29 699 0 0 280 1.750 0.09 36.82 0 0 0| 0 19 0 0 300 0.750 0.05 37.16 0 0 0| 0 310 0 0 320 Total 0 0 360| 52 2,349 0 0 Indicative a-t-m Vol 36.80 Underlying Price 229.000 Time to expiry: 197 Days Mar 11 54.500 0.84 42.86 0 0 0| 0 5 0 0 180 46.750 0.79 41.92 0 0 0| 0 0 0 0 190 39.250 0.73 40.18 0 0 0| 0 30 0 0 200 32.250 0.67 38.37 0 0 0| 0 0 0 0 210 27.000 0.60 38.08 0 0 0| 0 10 0 0 220 21.250 21.500 0.53 36.65 21.500 21.250 0 0 20| 0 241 0 0 230 12.000 17.750 0.46 36.67 17.500 12.000 S 0 0 26| 0 15 0 0 240 11.000 11.000 0.33 35.68 11.250 11.000 0 0 20| 0 61 0 0 260 6.500 0.22 34.38 0 0 0| 0 34 0 0 280 2.000 0.09 32.64 0 0 0| 0 0 0 0 320 Total 0 0 66| 0 396 0 0 Total Calls 0 0 470| 52 6,009 0 0 | Equity Options 21:59 Business Day Thu 2 Sep 2010 Previous Business Day Wed 1 Sep 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 40.57 Underlying Price 229.000 Time to expiry: 15 Days Sep 10 CAB -0.01 49.98 0 0 0| 0 197 0 0 180 0.250 -0.02 45.29 0 0 0| 0 79 0 0 190 1.500 0.500 -0.06 42.22 1.500 1.500 0 0 20| 0 271 0 0 200 1.000 -0.09 41.60 0 0 0| 0 10 0 0 205 3.750 1.500 -0.14 40.33 3.750 S 3.750 S 0 0 10| 0 1,608 0 0 210 2.750 -0.22 41.51 0 0 0| 0 71 0 0 215 3.250 3.750 -0.30 39.85 3.250 3.250 0 0 5| 0 217 0 0 220 5.750 -0.40 40.11 0 0 0| 0 0 0 0 225 8.250 -0.50 40.68 0 0 0| 0 459 0 0 230 11.250 -0.60 41.32 0 0 0| 0 6 0 0 235 14.750 -0.69 41.60 0 0 0| 0 831 0 0 240 18.750 -0.76 43.52 0 0 0| 0 0 0 0 245 23.500 -0.79 48.01 0 0 0| 0 0 0 0 250 32.250 -0.88 50.00 0 0 0| 0 111 0 0 260 41.500 -0.94 50.00 0 0 0| 0 0 0 0 270 51.250 -0.97 50.00 0 0 0| 125 360 -2 0 280 70.500 71.000 -1.00 50.00 70.500 S 70.500 S 0 0 3| 0 183 0 0 300 91.000 -1.00 50.00 0 0 0| 0 17 0 0 320 124.500 111.000 -1.00 50.00 124.500 124.500 0 0 6| 0 25 0 0 340 131.000 -1.00 50.00 0 0 0| 0 12 0 0 360 Total 0 0 44| 125 4,457 -2 0 Indicative a-t-m Vol 38.12 Underlying Price 229.000 Time to expiry: 43 Days Oct 10 1.750 -0.09 54.78 0 0 0| 0 10 0 0 180 2.000 -0.11 46.57 0 0 0| 0 0 0 0 190 3.000 -0.16 41.97 0 0 0| 0 20 0 0 200 3.750 -0.19 40.57 0 0 0| 0 0 0 0 205 7.250 4.750 -0.24 39.82 7.250 S 7.250 S 0 0 3| 0 5 0 0 210 6.250 -0.29 38.68 0 0 0| 0 10 0 0 215 7.750 -0.35 38.12 0 0 0| 0 100 0 0 220 9.750 -0.42 37.47 0 0 0| 0 0 0 0 225 12.500 -0.48 38.29 0 0 0| 0 0 0 0 230 14.750 -0.55 36.44 0 0 0| 0 0 0 0 235 18.000 -0.62 36.12 0 0 0| 0 0 0 0 240 32.250 -0.87 30.88 0 0 0| 0 0 0 0 260 Total 0 0 3| 0 145 0 0 Indicative a-t-m Vol 37.47 Underlying Price 229.000 Time to expiry: 78 Days Nov 10 1.750 -0.08 40.44 0 0 0| 0 0 0 0 180 3.250 -0.14 40.82 0 0 0| 0 0 0 0 190 5.250 -0.20 39.59 0 0 0| 0 5 0 0 200 6.500 -0.24 39.47 0 0 0| 0 0 0 0 205 8.250 -0.28 39.23 0 0 0| 0 10 0 0 210 9.500 -0.33 38.14 0 0 0| 0 0 0 0 215 12.000 -0.37 38.84 0 0 0| 0 2 0 0 220 16.250 -0.47 37.32 0 0 0| 0 0 0 0 230 Equity Options 21:59 Business Day Thu 2 Sep 2010 Previous Business Day Wed 1 Sep 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 | 21.750 -0.57 36.16 0 0 0| 0 0 0 0 240 Total 0 0 0| 0 17 0 0 Indicative a-t-m Vol 37.08 Underlying Price 229.000 Time to expiry: 106 Days Dec 10 3.750 -0.14 40.79 0 0 0| 0 78 0 0 180 6.000 -0.20 40.06 0 0 0| 0 1 0 0 190 8.500 -0.27 39.16 0 0 0| 0 292 0 0 200 12.000 -0.35 38.39 0 0 0| 0 1,000 0 0 210 16.250 -0.43 37.43 0 0 0| 0 65 0 0 220 21.750 -0.52 37.05 0 0 0| 0 86 0 0 230 36.000 27.750 -0.61 36.47 36.000 36.000 0 0 10| 125 176 -87 0 240 42.750 -0.75 36.59 0 0 0| 0 90 0 0 260 60.250 -0.84 37.88 0 0 0| 0 5 0 0 280 79.000 -0.89 40.49 0 0 0| 0 20 0 0 300 98.500 -0.92 44.44 0 0 0| 0 0 0 0 320 Total 0 0 10| 125 1,813 -87 0 Indicative a-t-m Vol 36.56 Underlying Price 229.000 Time to expiry: 197 Days Mar 11 7.250 -0.18 38.74 0 0 0| 0 6 0 0 180 10.500 -0.24 38.99 0 0 0| 0 0 0 0 190 14.000 -0.30 38.65 0 0 0| 0 35 0 0 200 17.750 -0.36 38.01 0 0 0| 0 0 0 0 210 22.250 -0.42 37.16 0 0 0| 0 10 0 0 220 27.500 -0.49 36.50 0 0 0| 0 36 0 0 230 40.000 33.250 -0.56 35.78 40.000 S 40.000 S 0 0 6| 0 15 0 0 240 44.250 47.000 -0.68 35.23 44.250 S 44.250 S 0 0 3| 0 0 0 0 260 63.500 -0.77 35.94 0 0 0| 0 95 0 0 280 101.250 -0.85 42.03 0 0 0| 0 0 0 0 320 Total 0 0 9| 0 197 0 0 Total Puts 0 0 66| 250 6,629 -89 0 Grand Total 0 81,964 82,500| 302 12,638 -89 0 Equity Options 21:59 Business Day Thu 2 Sep 2010 Previous Business Day Wed 1 Sep 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 21.45 Underlying Price 354.900 Time to expiry: 15 Days Sep 10 75.000 0.99 46.93 0 0 0| 0 0 0 0 280 54.750 55.250 0.99 37.74 54.750 S 54.750 S 0 0 12| 0 12 0 0 300 35.250 0.96 29.21 0 0 0| 0 29 0 0 320 25.500 0.93 24.38 0 0 0| 0 0 0 0 330 16.750 0.82 23.58 0 0 0| 0 440 0 0 340 9.250 0.63 21.66 0 0 0| 0 32 0 0 350 4.000 4.250 0.39 21.24 4.000 S 4.000 S 0 0 24| 5 775 0 0 360 1.500 0.18 21.37 0 0 0| 0 0 0 0 370 0.500 0.08 22.48 0 0 0| 0 181 0 0 380 CAB 0.01 26.09 0 0 0| 0 109 0 0 400 CAB 0.00 26.00 0 0 0| 0 75 0 0 420 CAB 0.00 26.00 0 0 0| 0 36 0 0 440 Total 0 0 36| 5 1,689 0 0 Indicative a-t-m Vol 24.13 Underlying Price 354.900 Time to expiry: 43 Days Oct 10 75.500 0.98 33.35 0 0 0| 0 0 0 0 280 56.000 0.95 29.95 0 0 0| 0 0 0 0 300 37.500 0.87 27.42 0 0 0| 0 5 0 0 320 29.000 0.80 26.89 0 0 0| 0 0 0 0 330 21.500 0.70 25.59 0 0 0| 0 10 0 0 340 14.750 0.59 24.67 0 0 0| 0 0 0 0 350 9.500 0.45 23.59 0 0 0| 0 905 0 0 360 5.750 0.32 23.07 0 0 0| 0 0 0 0 370 3.000 0.20 22.09 0 0 0| 0 33 0 0 380 1.500 0.10 26.16 0 0 0| 0 0 0 0 400 Total 0 0 0| 0 953 0 0 Indicative a-t-m Vol 25.14 Underlying Price 354.900 Time to expiry: 78 Days Nov 10 76.000 0.96 31.27 0 0 0| 0 0 0 0 280 57.500 0.91 29.78 0 0 0| 0 0 0 0 300 40.500 0.81 28.64 0 0 0| 0 0 0 0 320 32.500 0.75 27.25 0 0 0| 0 0 0 0 330 25.250 0.67 26.24 0 0 0| 0 0 0 0 340 17.000 19.000 0.58 25.50 17.000 17.000 0 0 10| 0 0 0 0 350 13.750 0.48 24.78 0 0 0| 0 20 0 0 360 6.500 0.29 24.02 0 0 0| 0 25 0 0 380 2.750 0.15 23.97 0 0 0| 0 0 0 0 400 Total 0 0 10| 0 45 0 0 Indicative a-t-m Vol 25.51 Underlying Price 354.900 Time to expiry: 106 Days Dec 10 175.250 1.00 36.78 0 0 0| 0 0 0 0 180 155.250 1.00 38.24 0 0 0| 0 0 0 0 200 135.500 0.99 46.19 0 0 0| 0 0 0 0 220 115.500 0.99 37.59 0 0 0| 0 0 0 0 240 76.500 0.95 31.43 0 0 0| 0 0 0 0 280 Equity Options 21:59 Business Day Thu 2 Sep 2010 Previous Business Day Wed 1 Sep 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 | 58.250 0.89 30.11 0 0 0| 10 11 0 0 300 41.500 0.79 28.57 0 0 0| 8 16 0 0 320 27.000 0.65 26.65 0 0 0| 0 51 0 0 340 15.500 0.48 25.13 0 0 0| 0 85 0 0 360 8.250 0.31 24.26 0 0 0| 0 700 0 0 380 3.750 0.17 23.29 0 0 0| 0 145 0 0 400 1.750 0.09 23.45 0 0 0| 0 241 0 0 420 0.750 0.04 23.80 0 0 0| 0 494 0 0 440 Total 0 0 0| 18 1,743 0 0 Indicative a-t-m Vol 25.78 Underlying Price 354.900 Time to expiry: 197 Days Mar 11 78.750 0.90 31.31 0 0 0| 0 0 0 0 280 61.500 0.83 29.34 0 0 0| 0 0 0 0 300 46.250 0.73 28.30 0 0 0| 0 56 0 0 320 33.000 0.62 26.63 0 0 0| 2 87 0 0 340 22.250 0.49 25.50 0 0 0| 20 121 -20 0 360 14.500 0.37 24.77 0 0 0| 0 36 0 0 380 8.750 0.26 23.98 0 0 0| 0 35 0 0 400 3.000 0.11 23.34 0 0 0| 0 1 0 0 440 Total 0 0 0| 22 336 -20 0 Indicative a-t-m Vol 26.83 Underlying Price 354.900 Time to expiry: 288 Days Jun 11 117.000 0.95 35.67 0 0 0| 0 0 0 0 240 80.750 0.86 31.28 0 0 0| 0 0 0 0 280 64.750 0.79 29.95 0 0 0| 0 10 0 0 300 50.250 0.70 28.53 0 0 0| 0 146 0 0 320 37.750 0.61 27.45 0 0 0| 0 104 0 0 340 27.750 0.50 26.62 0 0 0| 0 760 0 0 360 19.500 0.40 25.80 0 0 0| 0 5 0 0 380 13.500 0.31 25.42 0 0 0| 0 18 0 0 400 5.500 0.16 24.00 0 0 0| 0 8 0 0 440 Total 0 0 0| 0 1,051 0 0 Indicative a-t-m Vol 27.69 Underlying Price 354.900 Time to expiry: 470 Days Dec 11 175.250 1.00 40.05 0 0 0| 0 0 0 0 180 155.500 0.99 37.27 0 0 0| 0 0 0 0 200 136.250 0.97 35.47 0 0 0| 0 0 0 0 220 117.500 0.94 33.75 0 0 0| 0 0 0 0 240 83.250 0.83 30.73 0 0 0| 0 0 0 0 280 55.500 0.68 28.84 0 0 0| 0 0 0 0 320 34.750 0.51 27.52 0 0 0| 0 1,500 0 0 360 27.000 0.44 27.07 0 0 0| 0 1,500 0 0 380 20.250 0.36 26.42 0 0 0| 0 0 0 0 400 12.500 0.25 26.60 0 0 0| 0 0 0 0 440 Total 0 0 0| 0 3,000 0 0 Indicative a-t-m Vol 27.45 Underlying Price 354.900 Time to expiry: 652 Days Jun 12 84.500 0.81 29.72 0 0 0| 0 0 0 0 280 Equity Options 21:59 Business Day Thu 2 Sep 2010 Previous Business Day Wed 1 Sep 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 | 58.500 0.67 28.32 0 0 0| 0 0 0 0 320 39.250 0.52 27.32 0 0 0| 0 0 0 0 360 24.750 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 27.25 Underlying Price 354.900 Time to expiry: 841 Days Dec 12 86.250 0.80 29.62 0 0 0| 0 0 0 0 280 61.500 0.66 28.21 0 0 0| 0 0 0 0 320 42.500 0.53 27.11 0 0 0| 0 0 0 0 360 28.500 0.40 26.22 0 0 0| 0 0 0 0 400 22.000 0.32 27.50 0 0 0| 0 0 0 0 440 Total 0 0 0| 0 0 0 0 Total Calls 0 0 46| 45 8,817 -20 0 | Equity Options 21:59 Business Day Thu 2 Sep 2010 Previous Business Day Wed 1 Sep 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 22.20 Underlying Price 354.900 Time to expiry: 15 Days Sep 10 CAB 0.00 44.34 0 0 0| 0 146 0 0 280 CAB -0.01 36.82 0 0 0| 0 237 0 0 300 0.250 -0.03 27.00 0 0 0| 0 1,685 0 0 320 0.500 -0.07 24.16 0 0 0| 0 253 0 0 330 1.750 -0.19 23.75 0 0 0| 0 129 0 0 340 4.500 -0.37 22.54 0 0 0| 2 20 -2 0 350 9.250 -0.61 21.87 0 0 0| 0 120 0 0 360 16.750 -0.80 22.80 0 0 0| 0 0 0 0 370 26.750 25.750 -0.91 24.16 26.750 S 26.750 S 0 0 60| 0 213 0 0 380 45.250 -0.98 27.47 0 0 0| 0 1 0 0 400 65.250 -0.99 36.95 0 0 0| 0 0 0 0 420 85.000 -1.00 41.09 0 0 0| 0 0 0 0 440 Total 0 0 60| 2 2,804 -2 0 Indicative a-t-m Vol 24.33 Underlying Price 354.900 Time to expiry: 43 Days Oct 10 0.500 -0.03 37.22 0 0 0| 0 0 0 0 280 1.000 -0.06 31.60 0 0 0| 0 7 0 0 300 2.250 -0.13 27.94 0 0 0| 0 138 0 0 320 3.750 -0.20 26.61 0 0 0| 0 63 0 0 330 6.250 -0.30 25.67 0 0 0| 0 20 0 0 340 9.500 -0.41 24.49 0 0 0| 0 0 0 0 350 14.500 -0.55 24.17 0 0 0| 0 0 0 0 360 20.750 -0.68 23.43 0 0 0| 0 0 0 0 370 28.000 -0.79 22.81 0 0 0| 0 0 0 0 380 45.500 -0.94 21.95 0 0 0| 0 0 0 0 400 Total 0 0 0| 0 228 0 0 Indicative a-t-m Vol 25.55 Underlying Price 354.900 Time to expiry: 78 Days Nov 10 1.500 -0.06 33.22 0 0 0| 0 0 0 0 280 3.500 -0.13 31.03 0 0 0| 0 0 0 0 300 6.500 -0.23 28.45 0 0 0| 0 10 0 0 320 9.000 -0.30 27.31 0 0 0| 0 4 0 0 330 12.250 -0.38 26.36 0 0 0| 0 0 0 0 340 16.750 -0.48 25.79 0 0 0| 0 0 0 0 350 22.250 -0.57 25.32 0 0 0| 0 0 0 0 360 35.500 -0.75 24.12 0 0 0| 0 0 0 0 380 52.250 -0.88 23.42 0 0 0| 0 0 0 0 400 Total 0 0 0| 0 14 0 0 Indicative a-t-m Vol 25.61 Underlying Price 354.900 Time to expiry: 106 Days Dec 10 CAB 0.00 33.75 0 0 0| 0 0 0 0 180 CAB 0.00 37.35 0 0 0| 30 45 0 0 200 0.250 -0.01 37.99 0 0 0| 0 80 0 0 220 0.750 -0.02 36.95 0 0 0| 0 573 0 0 240 2.750 -0.09 32.71 0 0 0| 0 1,689 0 0 280 5.500 5.000 -0.15 30.46 5.500 5.500 0 0 4| 0 306 0 0 300 Equity Options 21:59 Business Day Thu 2 Sep 2010 Previous Business Day Wed 1 Sep 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 | 8.750 -0.25 28.15 0 0 0| 0 234 0 0 320 15.000 -0.39 26.49 0 0 0| 0 1,693 0 0 340 25.000 24.750 -0.55 25.32 25.000 S 25.000 S 0 0 60| 28 2,131 0 0 360 37.500 -0.71 24.11 0 0 0| 0 719 0 0 380 53.500 -0.84 23.77 0 0 0| 6 92 -6 0 400 71.750 -0.91 24.16 0 0 0| 0 0 0 0 420 90.750 -0.95 25.01 0 0 0| 0 4 0 0 440 Total 0 0 64| 64 7,566 -6 0 Indicative a-t-m Vol 26.06 Underlying Price 354.900 Time to expiry: 197 Days Mar 11 6.500 -0.14 31.73 0 0 0| 0 36 0 0 280 10.000 -0.21 29.78 0 0 0| 10 25 0 0 300 15.000 -0.29 28.23 0 0 0| 0 60 0 0 320 22.000 -0.40 26.74 0 0 0| 0 39 0 0 340 31.750 -0.52 25.83 0 0 0| 0 52 0 0 360 43.750 -0.64 24.95 0 0 0| 0 45 0 0 380 58.000 -0.75 24.10 0 0 0| 0 0 0 0 400 92.750 -0.89 24.00 0 0 0| 0 0 0 0 440 Total 0 0 0| 10 257 0 0 Indicative a-t-m Vol 26.80 Underlying Price 354.900 Time to expiry: 288 Days Jun 11 5.750 -0.10 34.95 0 0 0| 0 54 0 0 240 12.000 -0.20 31.45 0 0 0| 0 117 0 0 280 17.000 -0.27 29.93 0 0 0| 0 47 0 0 300 23.750 -0.35 28.65 0 0 0| 0 14 0 0 320 32.250 -0.44 27.51 0 0 0| 0 5 0 0 340 42.750 -0.54 26.56 0 0 0| 0 517 0 0 360 55.250 -0.64 25.58 0 0 0| 0 10 0 0 380 69.250 -0.73 24.76 0 0 0| 0 10 0 0 400 103.000 -0.85 24.66 0 0 0| 0 0 0 0 440 Total 0 0 0| 0 774 0 0 Indicative a-t-m Vol 27.79 Underlying Price 354.900 Time to expiry: 470 Days Dec 11 5.500 -0.06 43.23 0 0 0| 0 2,000 0 0 180 5.750 -0.07 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 19.000 -0.24 30.09 0 0 0| 0 0 0 0 280 34.500 -0.37 28.96 0 0 0| 0 0 0 0 320 55.000 -0.52 27.62 0 0 0| 0 500 0 0 360 67.500 -0.59 26.98 0 0 0| 0 300 0 0 380 81.000 -0.66 26.42 0 0 0| 0 0 0 0 400 116.500 -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 27.47 Underlying Price 354.900 Time to expiry: 652 Days Jun 12 27.000 -0.27 30.00 0 0 0| 0 0 0 0 280 43.500 -0.39 28.54 0 0 0| 0 0 0 0 320 65.250 -0.52 27.32 0 0 0| 0 0 0 0 360 Equity Options 21:59 Business Day Thu 2 Sep 2010 Previous Business Day Wed 1 Sep 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 | 91.500 -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 27.25 Underlying Price 354.900 Time to expiry: 841 Days Dec 12 32.750 -0.28 29.62 0 0 0| 0 0 0 0 280 50.000 -0.40 28.21 0 0 0| 0 0 0 0 320 72.250 -0.51 27.11 0 0 0| 0 0 0 0 360 98.250 -0.62 26.22 0 0 0| 0 0 0 0 400 146.500 -0.61 36.16 0 0 0| 0 0 0 0 440 Total 0 0 0| 0 0 0 0 Total Puts 0 0 124| 76 14,443 -8 0 Grand Total 0 105,760 105,930| 121 23,260 -28 0 Equity Options 21:59 Business Day Thu 2 Sep 2010 Previous Business Day Wed 1 Sep 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 28.77 Underlying Price 304.500 Time to expiry: 15 Days Sep 10 84.500 1.00 60.92 0 0 0| 0 0 0 0 220 74.750 0.99 58.06 0 0 0| 0 0 0 0 230 64.750 0.99 53.21 0 0 0| 0 0 0 0 240 44.750 0.99 34.02 0 0 0| 0 0 0 0 260 34.750 0.97 32.06 0 0 0| 0 0 0 0 270 25.500 0.91 30.50 0 0 0| 0 0 0 0 280 16.750 0.79 29.78 0 0 0| 0 0 0 0 290 9.750 0.61 28.52 0 0 0| 0 15 0 0 300 5.000 0.40 29.01 0 0 0| 0 16 0 0 310 2.250 0.21 28.78 0 0 0| 0 22 0 0 320 1.000 0.11 31.09 0 0 0| 0 0 0 0 330 0.500 0.06 32.35 0 0 0| 0 3 0 0 340 CAB 0.01 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 29.79 Underlying Price 304.500 Time to expiry: 106 Days Dec 10 67.500 0.92 34.72 0 0 0| 0 0 0 0 240 50.000 0.84 32.82 0 0 0| 0 0 0 0 260 34.750 0.72 31.38 0 0 0| 0 0 0 0 280 22.250 0.57 30.07 0 0 0| 0 9 0 0 300 13.000 0.41 28.93 0 0 0| 0 74 0 0 320 7.000 0.27 28.47 0 0 0| 0 0 0 0 340 3.500 0.16 28.24 0 0 0| 0 7 0 0 360 1.000 0.05 28.73 0 0 0| 0 0 0 0 400 Total 0 0 0| 0 90 0 0 Indicative a-t-m Vol 31.65 Underlying Price 304.500 Time to expiry: 197 Days Mar 11 72.000 0.86 35.10 0 0 0| 0 0 0 0 240 56.250 0.78 33.68 0 0 0| 0 0 0 0 260 42.750 0.69 32.67 0 0 0| 0 0 0 0 280 31.000 0.58 31.73 0 0 0| 0 2 0 0 300 22.000 0.47 31.39 0 0 0| 0 0 0 0 320 15.250 0.36 30.80 0 0 0| 0 0 0 0 340 10.000 0.27 30.39 0 0 0| 0 15 0 0 360 Total 0 0 0| 0 17 0 0 Total Calls 0 0 0| 0 165 0 0 | Equity Options 21:59 Business Day Thu 2 Sep 2010 Previous Business Day Wed 1 Sep 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 30.12 Underlying Price 304.500 Time to expiry: 15 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 0.00 43.21 0 0 0| 0 70 0 0 240 CAB -0.01 34.61 0 0 0| 0 217 0 0 260 0.250 -0.03 31.53 0 0 0| 0 0 0 0 270 1.250 -0.11 33.71 0 0 0| 0 3 0 0 280 2.750 -0.22 32.23 0 0 0| 0 0 0 0 290 5.750 -0.39 30.81 0 0 0| 0 0 0 0 300 10.500 -0.60 29.44 0 0 0| 0 0 0 0 310 18.500 -0.75 33.87 0 0 0| 0 10 0 0 320 27.250 -0.85 36.35 0 0 0| 0 0 0 0 330 36.750 -0.89 40.84 0 0 0| 0 0 0 0 340 55.750 -0.96 43.78 0 0 0| 0 0 0 0 360 75.750 -0.98 48.92 0 0 0| 0 0 0 0 380 95.500 -0.99 51.78 0 0 0| 0 0 0 0 400 Total 0 0 0| 0 300 0 0 Indicative a-t-m Vol 30.09 Underlying Price 304.500 Time to expiry: 106 Days Dec 10 2.500 -0.09 35.49 0 0 0| 0 4 0 0 240 5.250 -0.16 33.33 0 0 0| 0 0 0 0 260 9.750 -0.28 31.59 0 0 0| 0 3 0 0 280 17.500 -0.43 30.38 0 0 0| 0 0 0 0 300 28.000 -0.59 29.21 0 0 0| 0 25 0 0 320 42.250 -0.73 29.02 0 0 0| 0 0 0 0 340 58.750 -0.84 28.83 0 0 0| 0 0 0 0 360 96.000 -0.96 29.31 0 0 0| 0 0 0 0 400 Total 0 0 0| 0 32 0 0 Indicative a-t-m Vol 31.97 Underlying Price 304.500 Time to expiry: 197 Days Mar 11 7.000 -0.15 35.74 0 0 0| 0 6 0 0 240 11.000 -0.22 33.92 0 0 0| 0 0 0 0 260 17.000 -0.31 32.79 0 0 0| 0 95 0 0 280 25.750 -0.42 32.11 0 0 0| 0 15 0 0 300 36.500 -0.53 31.55 0 0 0| 0 0 0 0 320 49.500 -0.64 31.02 0 0 0| 0 0 0 0 340 64.500 -0.73 30.74 0 0 0| 0 0 0 0 360 Total 0 0 0| 0 116 0 0 Total Puts 0 0 0| 0 448 0 0 Grand Total 0 39,660 39,660| 0 613 0 0 Equity Options 21:59 Business Day Thu 2 Sep 2010 Previous Business Day Wed 1 Sep 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 291.000 Time to expiry: 15 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 0.98 27.65 0 0 0| 0 20 0 0 260 21.500 0.94 23.71 0 0 0| 0 4 0 0 270 12.500 0.80 22.32 0 0 0| 7 1,530 -5 0 280 5.250 0.54 19.58 0 0 0| 0 12 0 0 290 1.750 1.750 0.24 19.67 1.750 1.750 0 0 15| 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 15| 7 1,730 -5 0 Indicative a-t-m Vol 16.87 Underlying Price 291.000 Time to expiry: 43 Days Oct 10 61.250 1.00 26.51 0 0 0| 0 0 0 0 230 51.250 0.99 24.61 0 0 0| 0 0 0 0 240 31.500 0.96 20.19 0 0 0| 0 0 0 0 260 22.250 0.88 19.88 0 0 0| 0 15 0 0 270 13.750 0.75 18.19 0 0 0| 0 10 0 0 280 7.000 0.54 16.93 0 0 0| 0 18 0 0 290 3.000 0.30 16.38 0 0 0| 0 110 0 0 300 0.250 0.04 16.35 0 0 0| 0 0 0 0 320 CAB 0.00 17.34 0 0 0| 0 0 0 0 340 Total 0 0 0| 0 153 0 0 Indicative a-t-m Vol 18.63 Underlying Price 291.000 Time to expiry: 78 Days Nov 10 51.250 0.98 23.43 0 0 0| 0 0 0 0 240 32.250 0.90 21.11 0 0 0| 0 0 0 0 260 16.250 0.68 19.34 0 0 0| 0 0 0 0 280 10.250 0.52 18.69 0 0 0| 0 0 0 0 290 5.750 0.36 18.13 0 0 0| 0 12 0 0 300 1.250 0.12 17.46 0 0 0| 0 0 0 0 320 0.250 0.03 17.28 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 291.000 Time to expiry: 106 Days Dec 10 72.000 0.95 35.18 0 0 0| 0 0 0 0 220 51.500 0.97 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 7.000 0.38 17.70 0 0 0| 50 2,065 0 0 300 2.000 0.15 16.67 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 0| 50 2,200 0 0 Equity Options 21:59 Business Day Thu 2 Sep 2010 Previous Business Day Wed 1 Sep 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 18.14 Underlying Price 291.000 Time to expiry: 197 Days Mar 11 72.500 0.94 26.98 0 0 0| 0 0 0 0 220 53.750 0.89 23.25 0 0 0| 0 2 0 0 240 36.000 0.80 20.10 0 0 0| 0 0 0 0 260 21.750 0.64 18.78 0 0 0| 2 74 +2 0 280 11.250 0.43 17.62 0 0 0| 0 10 0 0 300 5.000 0.24 17.02 0 0 0| 0 6 0 0 320 0.750 0.05 17.27 0 0 0| 0 0 0 0 360 Total 0 0 0| 2 92 +2 0 Total Calls 0 0 15| 59 4,187 -3 0 | Equity Options 21:59 Business Day Thu 2 Sep 2010 Previous Business Day Wed 1 Sep 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 291.000 Time to expiry: 15 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 -0.02 27.40 0 0 0| 0 51 0 0 260 0.500 -0.06 23.54 0 0 0| 0 31 0 0 270 1.500 -0.19 22.10 0 0 0| 0 613 0 0 280 4.250 -0.46 19.42 0 0 0| 0 55 0 0 290 10.500 -0.77 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 17.13 Underlying Price 291.000 Time to expiry: 43 Days Oct 10 CAB 0.00 25.51 0 0 0| 0 0 0 0 230 CAB -0.01 24.11 0 0 0| 0 7 0 0 240 0.500 -0.06 20.62 0 0 0| 0 0 0 0 260 1.250 -0.13 18.90 0 0 0| 20 71 +20 0 270 3.250 -0.28 18.31 0 0 0| 0 10 0 0 280 7.000 -0.49 17.16 0 0 0| 0 0 0 0 290 13.000 -0.71 16.78 0 0 0| 0 0 0 0 300 30.500 -0.95 17.16 0 0 0| 0 0 0 0 320 50.000 -1.00 11.44 0 0 0| 0 0 0 0 340 Total 0 0 0| 20 88 +20 0 Indicative a-t-m Vol 18.02 Underlying Price 291.000 Time to expiry: 78 Days Nov 10 0.500 -0.04 24.05 0 0 0| 0 0 0 0 240 1.750 -0.12 21.17 0 0 0| 0 0 0 0 260 5.750 -0.33 19.07 0 0 0| 0 51 0 0 280 9.750 -0.48 18.10 0 0 0| 0 5 0 0 290 15.250 -0.65 17.25 0 0 0| 0 0 0 0 300 31.000 -0.90 16.33 0 0 0| 0 0 0 0 320 50.250 -0.98 16.33 0 0 0| 0 0 0 0 340 Total 0 0 0| 0 56 0 0 Indicative a-t-m Vol 17.79 Underlying Price 291.000 Time to expiry: 106 Days Dec 10 0.500 -0.03 28.15 0 0 0| 0 64 0 0 220 1.000 -0.06 23.63 0 0 0| 0 40 0 0 240 2.500 2.250 -0.13 19.44 2.500 2.250 0 0 260| 0 95 0 0 260 7.000 -0.34 18.46 0 0 0| 0 163 0 0 280 16.500 -0.62 17.25 0 0 0| 0 10 0 0 300 31.750 -0.86 16.68 0 0 0| 0 5 0 0 320 70.000 -0.99 16.73 0 0 0| 0 13 0 0 360 Total 0 0 260| 0 390 0 0 Equity Options 21:59 Business Day Thu 2 Sep 2010 Previous Business Day Wed 1 Sep 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 18.02 Underlying Price 291.000 Time to expiry: 197 Days Mar 11 1.750 -0.06 26.51 0 0 0| 0 0 0 0 220 2.750 -0.11 22.57 0 0 0| 0 152 0 0 240 5.500 -0.21 20.42 0 0 0| 0 110 0 0 260 10.750 -0.37 18.72 0 0 0| 0 86 0 0 280 20.250 -0.57 17.45 0 0 0| 0 69 0 0 300 34.250 -0.77 17.09 0 0 0| 0 2 0 0 320 70.000 -0.98 15.37 0 0 0| 0 0 0 0 360 Total 0 0 0| 0 419 0 0 Total Puts 0 0 260| 20 2,102 +20 0 Grand Total 0 55,524 55,799| 79 6,289 +17 0 Equity Options 21:59 Business Day Thu 2 Sep 2010 Previous Business Day Wed 1 Sep 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 17.88 Underlying Price 547.000 Time to expiry: 15 Days Sep 10 115.250 0.99 48.86 0 0 0| 0 0 0 0 432 79.250 0.99 32.27 0 0 0| 0 31 0 0 468 67.250 0.99 28.33 0 0 0| 0 0 0 0 480 47.500 0.98 22.22 0 0 0| 0 0 0 0 500 40.250 43.750 0.96 23.42 40.250 S 40.250 S 0 0 2| 0 636 0 0 504 28.750 0.88 21.48 0 0 0| 0 0 0 0 520 12.250 0.64 18.09 0 0 0| 0 1,401 0 0 540 3.250 0.27 17.48 0 0 0| 0 30 0 0 560 1.000 0.10 18.12 0 0 0| 0 262 0 0 575 CAB 0.00 19.53 0 0 0| 0 151 0 0 611 CAB 0.00 22.78 0 0 0| 0 25 0 0 647 CAB 0.00 31.61 0 0 0| 0 0 0 0 719 Total 0 0 2| 0 2,536 0 0 Indicative a-t-m Vol 18.62 Underlying Price 547.000 Time to expiry: 106 Days Dec 10 116.750 0.97 27.26 0 0 0| 0 18 0 0 432 82.500 0.92 24.32 0 0 0| 0 8 0 0 468 71.000 0.89 22.59 0 0 0| 0 0 0 0 480 53.750 0.82 21.19 0 0 0| 0 0 0 0 500 50.000 0.81 20.63 0 0 0| 0 94 0 0 504 33.500 37.500 0.72 19.64 33.500 S 33.500 S 0 0 1| 0 50 0 0 520 20.250 24.500 0.58 18.88 22.000 20.250 S 0 0 3| 0 295 0 0 540 14.500 0.42 18.15 0 0 0| 0 189 0 0 560 9.000 0.31 17.78 0 0 0| 0 1,062 0 0 575 2.500 0.11 17.56 0 0 0| 0 274 0 0 611 1.000 0.04 18.96 0 0 0| 0 6 0 0 647 Total 0 0 4| 0 1,996 0 0 Indicative a-t-m Vol 18.91 Underlying Price 547.000 Time to expiry: 197 Days Mar 11 109.750 0.94 24.64 0 0 0| 0 0 0 0 440 91.250 0.90 23.43 0 0 0| 0 5 0 0 460 73.750 0.85 22.55 0 0 0| 0 17 0 0 480 42.250 0.67 20.09 0 0 0| 0 22 0 0 520 29.500 0.55 18.93 0 0 0| 0 300 0 0 540 20.000 20.750 0.43 18.87 20.000 19.500 0 0 6| 0 34 0 0 560 8.500 0.23 18.17 0 0 0| 0 0 0 0 600 3.250 0.10 17.92 0 0 0| 0 0 0 0 640 Total 0 0 6| 0 378 0 0 Total Calls 0 0 12| 0 4,910 0 0 | Equity Options 21:59 Business Day Thu 2 Sep 2010 Previous Business Day Wed 1 Sep 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 17.37 Underlying Price 547.000 Time to expiry: 15 Days Sep 10 CAB 0.00 29.66 0 0 0| 0 59 0 0 432 CAB 0.00 25.20 0 0 0| 39 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 1.000 -0.09 18.59 0 0 0| 0 0 0 0 520 5.000 -0.36 17.98 0 0 0| 0 1,243 0 0 540 15.750 -0.75 16.22 0 0 0| 0 1 0 0 560 28.750 -0.91 18.02 0 0 0| 0 342 0 0 575 64.000 -1.00 2.00 0 0 0| 0 0 0 0 611 100.000 -1.00 2.00 0 0 0| 0 0 0 0 647 172.000 -0.99 53.40 0 0 0| 0 0 0 0 719 Total 0 0 0| 39 3,785 0 0 Indicative a-t-m Vol 18.95 Underlying Price 547.000 Time to expiry: 106 Days Dec 10 2.250 -0.06 27.36 0 0 0| 0 74 0 0 432 5.000 -0.13 23.85 0 0 0| 0 167 0 0 468 6.750 -0.18 23.12 0 0 0| 0 10 0 0 480 10.000 -0.26 21.20 0 0 0| 0 15 0 0 500 11.250 -0.28 20.98 0 0 0| 0 235 0 0 504 17.250 15.500 -0.37 19.56 17.250 S 17.250 S 0 0 1| 0 22 0 0 520 25.000 24.500 -0.52 18.99 25.000 25.000 0 0 3| 0 220 0 0 540 37.000 -0.65 18.87 0 0 0| 0 10 0 0 560 47.750 -0.75 18.62 0 0 0| 0 603 0 0 575 78.250 -0.90 18.63 0 0 0| 0 0 0 0 611 113.250 -0.94 21.64 0 0 0| 0 2 0 0 647 Total 0 0 4| 0 1,358 0 0 Indicative a-t-m Vol 19.74 Underlying Price 547.000 Time to expiry: 197 Days Mar 11 6.250 -0.12 24.79 0 0 0| 0 36 0 0 440 9.000 -0.17 23.66 0 0 0| 0 1 0 0 460 12.750 -0.23 22.66 0 0 0| 2 302 0 0 480 24.500 -0.39 20.63 0 0 0| 0 25 0 0 520 33.500 -0.49 19.92 0 0 0| 0 11 0 0 540 45.250 44.750 -0.60 19.40 45.250 45.250 0 0 20| 0 2 0 0 560 72.750 -0.78 18.46 0 0 0| 0 0 0 0 600 108.250 -0.89 19.26 0 0 0| 0 0 0 0 640 Total 0 0 20| 2 377 0 0 Total Puts 0 0 24| 41 5,520 0 0 Grand Total 0 40,982 41,018| 41 10,430 0 0 Equity Options 21:59 Business Day Thu 2 Sep 2010 Previous Business Day Wed 1 Sep 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 31.08 Underlying Price 2040.000 Time to expiry: 15 Days Sep 10 440.500 1.00 45.45 0 0 0| 0 0 0 0 1600 341.500 0.98 42.59 0 0 0| 0 5 0 0 1700 244.500 0.95 38.23 0 0 0| 0 12 0 0 1800 152.500 0.85 34.22 0 0 0| 0 4 0 0 1900 112.000 0.75 33.12 0 0 0| 0 0 0 0 1950 76.000 0.63 31.66 0 0 0| 0 275 0 0 2000 28.000 0.34 30.22 0 0 0| 2 52 0 0 2100 6.000 0.10 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 0| 2 1,414 0 0 Indicative a-t-m Vol 31.36 Underlying Price 2040.000 Time to expiry: 106 Days Dec 10 461.000 0.91 38.90 0 0 0| 0 0 0 0 1600 372.500 0.86 36.58 0 0 0| 0 0 0 0 1700 289.500 0.79 34.65 0 0 0| 0 8 0 0 1800 216.500 0.69 33.05 0 0 0| 0 10 0 0 1900 154.500 0.58 31.77 0 0 0| 0 242 0 0 2000 62.500 66.500 0.34 29.70 64.000 62.500 0 0 6| 3 248 0 0 2200 23.500 0.15 28.48 0 0 0| 0 177 0 0 2400 6.500 0.05 27.62 0 0 0| 0 3 0 0 2600 1.500 0.02 27.18 0 0 0| 0 52 0 0 2800 Total 0 0 6| 3 740 0 0 Indicative a-t-m Vol 31.14 Underlying Price 2040.000 Time to expiry: 197 Days Mar 11 479.500 0.86 36.53 0 0 0| 0 0 0 0 1600 324.500 0.73 33.88 0 0 0| 3 9 0 0 1800 258.000 0.66 32.73 0 0 0| 0 0 0 0 1900 199.500 0.57 31.54 0 0 0| 0 3 0 0 2000 108.500 0.39 29.54 0 0 0| 0 3 0 0 2200 53.500 0.24 28.27 0 0 0| 0 0 0 0 2400 10.500 0.06 27.08 0 0 0| 0 13 0 0 2800 Total 0 0 0| 3 28 0 0 Total Calls 0 0 6| 8 2,182 0 0 | Equity Options 21:59 Business Day Thu 2 Sep 2010 Previous Business Day Wed 1 Sep 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 29.93 Underlying Price 2040.000 Time to expiry: 15 Days Sep 10 CAB 0.00 42.36 0 0 0| 0 28 0 0 1600 1.000 -0.02 41.18 0 0 0| 0 18 0 0 1700 5.000 4.000 -0.05 38.12 5.000 5.000 0 0 2| 0 60 0 0 1800 11.500 -0.15 33.95 0 0 0| 0 11 0 0 1900 20.500 -0.24 32.50 0 0 0| 0 6 0 0 1950 34.500 -0.37 30.78 0 0 0| 0 443 0 0 2000 85.000 -0.67 28.66 0 0 0| 0 53 0 0 2100 165.500 -0.89 28.24 0 0 0| 0 506 0 0 2200 261.000 -0.98 28.77 0 0 0| 0 3 0 0 2300 360.000 -1.00 19.33 0 0 0| 0 0 0 0 2400 560.000 -1.00 31.00 0 0 0| 0 3 0 0 2600 760.000 -1.00 33.00 0 0 0| 0 0 0 0 2800 Total 0 0 2| 0 1,131 0 0 Indicative a-t-m Vol 31.02 Underlying Price 2040.000 Time to expiry: 106 Days Dec 10 23.500 -0.11 37.90 0 0 0| 0 5 0 0 1600 36.500 -0.16 35.85 0 0 0| 0 159 0 0 1700 56.500 -0.23 34.19 0 0 0| 0 37 0 0 1800 85.500 -0.33 32.62 0 0 0| 0 14 0 0 1900 125.500 -0.44 31.43 0 0 0| 4 751 0 0 2000 241.000 -0.67 29.38 0 0 0| 0 79 0 0 2200 399.000 -0.86 28.04 0 0 0| 0 12 0 0 2400 583.000 -0.95 27.00 0 0 0| 0 0 0 0 2600 778.500 -0.99 26.37 0 0 0| 0 0 0 0 2800 Total 0 0 0| 4 1,057 0 0 Indicative a-t-m Vol 30.93 Underlying Price 2040.000 Time to expiry: 197 Days Mar 11 51.000 -0.16 36.66 0 0 0| 0 26 0 0 1600 96.500 -0.27 33.64 0 0 0| 0 19 0 0 1800 130.000 -0.35 32.43 0 0 0| 0 6 0 0 1900 172.000 -0.43 31.31 0 0 0| 0 16 0 0 2000 281.500 -0.61 29.39 0 0 0| 0 3 0 0 2200 427.000 -0.77 28.16 0 0 0| 0 1 0 0 2400 784.500 -0.95 26.61 0 0 0| 0 0 0 0 2800 Total 0 0 0| 0 71 0 0 Total Puts 0 0 2| 4 2,259 0 0 Grand Total 0 37,016 37,024| 12 4,441 0 0 Equity Options 21:59 Business Day Thu 2 Sep 2010 Previous Business Day Wed 1 Sep 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: 172 Days Mar 08 CAB 0.00 198.38 0 0 0| 0 0 0 0 48 CAB 0.00 189.88 0 0 0| 0 5 0 0 64 CAB 0.00 183.07 0 0 0| 0 0 0 0 72 CAB 0.00 177.14 0 0 0| 0 0 0 0 80 CAB 0.00 174.15 0 0 0| 0 2 0 0 84 CAB 0.00 171.19 0 0 0| 0 9 0 0 88 CAB 0.00 162.50 0 0 0| 0 111 0 0 100 CAB 0.00 153.38 0 0 0| 0 125 0 0 120 CAB 0.00 144.76 0 0 0| 0 156 0 0 140 CAB 0.00 141.41 0 0 0| 0 26 0 0 150 CAB 0.00 138.26 0 0 0| 0 0 0 0 160 CAB 0.00 135.76 0 0 0| 0 10 0 0 170 CAB 0.00 133.76 0 0 0| 0 2 0 0 180 CAB 0.00 132.66 0 0 0| 0 16 0 0 190 CAB 0.00 132.30 0 0 0| 0 168 0 0 200 CAB 0.00 131.30 0 0 0| 0 0 0 0 210 CAB 0.00 130.55 0 0 0| 0 135 0 0 220 CAB 0.00 129.29 0 0 0| 0 86 0 0 240 CAB 0.00 128.17 0 0 0| 0 174 0 0 260 CAB 0.00 128.17 0 0 0| 0 45 0 0 280 CAB 0.00 128.27 0 0 0| 0 282 0 0 300 CAB 0.00 128.37 0 0 0| 0 50 0 0 320 CAB 0.00 128.77 0 0 0| 0 20 0 0 340 CAB 0.00 128.97 0 0 0| 0 111 0 0 360 CAB 0.00 127.30 0 0 0| 0 11 0 0 380 CAB 0.00 124.49 0 0 0| 0 3 0 0 420 CAB 0.00 124.42 0 0 0| 0 5 0 0 440 CAB 0.00 125.07 0 0 0| 0 4 0 0 460 CAB 0.00 124.99 0 0 0| 0 10 0 0 480 CAB 0.00 124.94 0 0 0| 0 13 0 0 500 CAB 0.00 124.17 0 0 0| 0 3 0 0 520 CAB 0.00 125.99 0 0 0| 0 13 0 0 560 CAB 0.00 125.37 0 0 0| 0 19 0 0 600 CAB 0.00 124.37 0 0 0| 0 0 0 0 620 CAB 0.00 125.06 0 0 0| 0 505 0 0 640 CAB 0.00 125.06 0 0 0| 0 30 0 0 680 CAB 0.00 125.66 0 0 0| 0 659 0 0 720 CAB 0.00 128.40 0 0 0| 0 45 0 0 760 CAB 0.00 128.11 0 0 0| 0 127 0 0 800 CAB 0.00 127.50 0 0 0| 0 1 0 0 840 CAB 0.00 127.41 0 0 0| 0 2 0 0 850 CAB 0.00 127.27 0 0 0| 0 10 0 0 880 CAB 0.00 127.27 0 0 0| 0 20 0 0 920 CAB 0.00 125.62 0 0 0| 0 20 0 0 1000 CAB 0.00 126.24 0 0 0| 0 5 0 0 1100 Total 0 0 0| 0 3,038 0 0 Equity Options 21:59 Business Day Thu 2 Sep 2010 Previous Business Day Wed 1 Sep 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: 173 Days Jun 08 CAB 0.00 139.96 0 0 0| 0 3 0 0 60 CAB 0.00 137.96 0 0 0| 0 0 0 0 80 CAB 0.00 136.96 0 0 0| 0 0 0 0 88 CAB 0.00 134.96 0 0 0| 0 17 0 0 110 CAB 0.00 133.96 0 0 0| 0 0 0 0 120 CAB 0.00 132.46 0 0 0| 0 0 0 0 130 CAB 0.00 131.46 0 0 0| 0 0 0 0 140 CAB 0.00 129.96 0 0 0| 0 20 0 0 150 CAB 0.00 128.33 0 0 0| 0 6 0 0 160 CAB 0.00 126.87 0 0 0| 0 0 0 0 170 CAB 0.00 125.95 0 0 0| 0 3 0 0 180 CAB 0.00 128.96 0 0 0| 0 52 0 0 220 CAB 0.00 128.96 0 0 0| 0 137 0 0 240 Total 0 0 0| 0 238 0 0 Total Calls 0 0 0| 0 3,276 0 0 | Equity Options 21:59 Business Day Thu 2 Sep 2010 Previous Business Day Wed 1 Sep 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: 172 Days Mar 08 28.000 -1.00 210.40 0 0 0| 0 5 0 0 48 44.000 -1.00 202.90 0 0 0| 0 0 0 0 64 52.000 -1.00 197.03 0 0 0| 0 10 0 0 72 60.000 -1.00 191.48 0 0 0| 0 281 0 0 80 64.000 -1.00 188.58 0 0 0| 0 0 0 0 84 68.000 -1.00 185.48 0 0 0| 0 62 0 0 88 80.000 -1.00 176.55 0 0 0| 0 71 0 0 100 100.000 -1.00 166.21 0 0 0| 0 54 0 0 120 120.000 -1.00 158.56 0 0 0| 0 330 0 0 140 130.000 -1.00 153.88 0 0 0| 0 33 0 0 150 140.000 -1.00 149.27 0 0 0| 0 21 0 0 160 150.000 -1.00 145.68 0 0 0| 0 188 0 0 170 160.000 -1.00 143.10 0 0 0| 0 51 0 0 180 170.000 -1.00 141.37 0 0 0| 0 3 0 0 190 180.000 -1.00 140.94 0 0 0| 0 86 0 0 200 190.000 -1.00 138.80 0 0 0| 0 25 0 0 210 200.000 -1.00 138.62 0 0 0| 0 51 0 0 220 220.000 -1.00 135.53 0 0 0| 0 0 0 0 240 240.000 -1.00 133.56 0 0 0| 0 10 0 0 260 260.000 -1.00 132.36 0 0 0| 0 7 0 0 280 280.000 -1.00 131.33 0 0 0| 0 33 0 0 300 300.000 -1.00 129.42 0 0 0| 0 0 0 0 320 320.000 -1.00 128.45 0 0 0| 0 0 0 0 340 340.000 -1.00 128.15 0 0 0| 0 0 0 0 360 360.000 -1.00 126.84 0 0 0| 0 5 0 0 380 400.000 -1.00 126.91 0 0 0| 0 0 0 0 420 420.000 -1.00 128.53 0 0 0| 0 3 0 0 440 440.000 -1.00 128.53 0 0 0| 0 0 0 0 460 460.000 -1.00 127.95 0 0 0| 0 11 0 0 480 480.000 -1.00 129.12 0 0 0| 0 0 0 0 500 500.000 -1.00 130.58 0 0 0| 0 4 0 0 520 540.000 -1.00 129.70 0 0 0| 0 10 0 0 560 580.000 -1.00 127.66 0 0 0| 0 0 0 0 600 600.000 -1.00 127.37 0 0 0| 0 249 0 0 620 620.000 -1.00 127.66 0 0 0| 0 60 0 0 640 660.000 -1.00 127.37 0 0 0| 0 20 0 0 680 700.000 -1.00 128.24 0 0 0| 0 0 0 0 720 740.000 -1.00 127.37 0 0 0| 0 9 0 0 760 780.000 -1.00 130.28 0 0 0| 0 0 0 0 800 820.000 -1.00 127.95 0 0 0| 0 0 0 0 840 830.000 -1.00 128.83 0 0 0| 0 0 0 0 850 860.000 -1.00 127.95 0 0 0| 0 5 0 0 880 900.000 -1.00 128.53 0 0 0| 0 0 0 0 920 980.000 -1.00 126.49 0 0 0| 0 4 0 0 1000 1080.000 -1.00 128.53 0 0 0| 0 0 0 0 1100 Total 0 0 0| 0 1,701 0 0 Equity Options 21:59 Business Day Thu 2 Sep 2010 Previous Business Day Wed 1 Sep 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: 173 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 76,676 76,676| 0 5,669 0 0 Equity Options 21:59 Business Day Thu 2 Sep 2010 Previous Business Day Wed 1 Sep 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 31.06 Underlying Price 134.100 Time to expiry: 15 Days Sep 10 54.250 1.00 95.46 0 0 0| 0 0 0 0 80 46.250 0.99 83.91 0 0 0| 0 25 0 0 88 42.250 0.99 76.56 0 0 0| 0 0 0 0 92 38.250 0.99 70.61 0 0 0| 0 0 0 0 96 34.250 0.99 62.56 0 0 0| 0 44 0 0 100 24.250 0.97 51.12 0 0 0| 0 65 0 0 110 14.500 0.92 39.57 0 0 0| 0 5 0 0 120 6.000 0.70 31.36 0 0 0| 0 309 0 0 130 1.250 0.26 30.75 0 0 0| 0 320 0 0 140 CAB 0.02 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 32.74 Underlying Price 134.100 Time to expiry: 106 Days Dec 10 46.750 0.95 54.77 0 0 0| 0 0 0 0 88 39.000 0.93 48.32 0 0 0| 0 0 0 0 96 35.250 0.92 45.63 0 0 0| 0 0 0 0 100 26.250 0.85 40.22 0 0 0| 0 20 0 0 110 18.000 0.75 36.40 0 0 0| 0 120 0 0 120 11.250 0.60 33.56 0 0 0| 0 1 0 0 130 6.500 0.42 31.92 0 0 0| 0 4 0 0 140 1.750 0.15 30.47 0 0 0| 0 0 0 0 160 Total 0 0 0| 0 145 0 0 Indicative a-t-m Vol 32.47 Underlying Price 134.100 Time to expiry: 197 Days Mar 11 47.500 0.92 47.14 0 0 0| 0 0 0 0 88 40.250 0.89 43.48 0 0 0| 0 0 0 0 96 36.750 0.87 41.87 0 0 0| 0 5 0 0 100 28.500 0.80 38.35 0 0 0| 0 10 0 0 110 21.000 0.71 35.65 0 0 0| 0 20 0 0 120 14.750 0.59 33.22 0 0 0| 0 20 0 0 130 9.750 0.47 31.71 0 0 0| 0 9 0 0 140 3.500 0.24 29.51 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 21:59 Business Day Thu 2 Sep 2010 Previous Business Day Wed 1 Sep 2010 Page 70 Puts | Block | Opening Settle Delta Vola- Daily Trade Bclear Total | Official **Open Change Exer- Exer Trans Price tility High Low Volume Volume*** Volume | Volume Int cises Price | Old Mutual PLC - STND OPT (OMT) Indicative a-t-m Vol 34.53 Underlying Price 134.100 Time to expiry: 15 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 -0.01 43.52 0 0 0| 0 40 0 0 110 0.500 -0.09 41.91 0 0 0| 0 150 0 0 120 2.000 -0.31 32.52 0 0 0| 0 0 0 0 130 7.750 -0.70 36.54 0 0 0| 0 5 0 0 140 26.500 -0.91 60.97 0 0 0| 0 5 0 0 160 46.000 -0.99 56.54 0 0 0| 0 0 0 0 180 Total 0 0 0| 0 495 0 0 Indicative a-t-m Vol 32.72 Underlying Price 134.100 Time to expiry: 106 Days Dec 10 0.750 -0.04 49.07 0 0 0| 0 0 0 0 88 1.000 -0.07 44.65 0 0 0| 0 0 0 0 96 1.250 -0.09 42.85 0 0 0| 0 31 0 0 100 2.500 -0.15 38.39 0 0 0| 0 34 0 0 110 4.750 -0.26 36.85 0 0 0| 0 0 0 0 120 7.750 -0.41 32.89 0 0 0| 0 76 0 0 130 13.250 -0.58 32.55 0 0 0| 0 34 0 0 140 28.250 -0.85 30.65 0 0 0| 0 20 0 0 160 Total 0 0 0| 0 195 0 0 Indicative a-t-m Vol 32.89 Underlying Price 134.100 Time to expiry: 197 Days Mar 11 1.500 -0.07 43.94 0 0 0| 0 0 0 0 88 2.500 -0.11 42.34 0 0 0| 0 4 0 0 96 3.250 -0.13 41.37 0 0 0| 0 0 0 0 100 5.000 -0.20 38.72 0 0 0| 0 0 0 0 110 7.750 -0.30 36.37 0 0 0| 5 0 -5 0 120 11.250 -0.41 33.63 0 0 0| 0 10 0 0 130 16.250 -0.53 32.15 0 0 0| 0 10 0 0 140 30.000 -0.77 29.66 0 0 0| 0 0 0 0 160 Total 0 0 0| 5 24 -5 0 Total Puts 0 0 0| 5 714 -5 0 Grand Total 0 35,694 35,694| 5 1,691 -5 0 Equity Options 21:59 Business Day Thu 2 Sep 2010 Previous Business Day Wed 1 Sep 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 47.66 Underlying Price 271.900 Time to expiry: 15 Days Sep 10 112.000 1.00 69.16 0 0 0| 0 0 0 0 160 92.000 1.00 62.67 0 0 0| 0 0 0 0 180 72.000 0.99 59.20 0 0 0| 0 0 0 0 200 62.000 0.99 57.47 0 0 0| 0 0 0 0 210 52.250 0.97 56.45 0 0 0| 0 0 0 0 220 42.750 0.94 53.87 0 0 0| 0 0 0 0 230 33.750 0.89 51.66 0 0 0| 0 0 0 0 240 18.000 0.69 49.03 0 0 0| 0 2 0 0 260 7.250 0.40 46.75 0 0 0| 0 2,460 -64 0 280 2.250 0.17 46.17 0 0 0| 0 0 0 0 300 0.500 0.05 45.94 0 0 0| 0 50 0 0 320 CAB 0.01 45.26 0 0 0| 0 0 0 0 340 CAB 0.00 44.39 0 0 0| 0 0 0 0 360 CAB 0.00 43.88 0 0 0| 0 2,792 -80 0 380 CAB 0.00 43.12 0 0 0| 0 495 0 0 400 Total 0 0 0| 0 5,799 -144 0 Indicative a-t-m Vol 53.86 Underlying Price 271.900 Time to expiry: 106 Days Dec 10 113.750 0.96 61.37 0 0 0| 0 0 0 0 160 95.250 0.93 58.39 0 0 0| 0 0 0 0 180 78.000 0.88 56.08 0 0 0| 0 0 0 0 200 62.500 0.81 55.41 0 0 0| 0 1 0 0 220 49.000 0.72 54.52 0 0 0| 0 46 0 0 240 28.250 0.52 53.69 0 0 0| 0 0 0 0 280 15.250 0.34 53.04 0 0 0| 0 700 0 0 320 8.250 0.21 53.74 0 0 0| 0 4 0 0 360 5.000 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| 0 6,550 -144 0 | Equity Options 21:59 Business Day Thu 2 Sep 2010 Previous Business Day Wed 1 Sep 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 48.80 Underlying Price 271.900 Time to expiry: 15 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 0.00 58.55 0 0 0| 0 0 0 0 200 0.250 -0.01 57.25 0 0 0| 0 0 0 0 210 0.500 -0.03 56.38 0 0 0| 0 0 0 0 220 1.000 -0.06 54.91 0 0 0| 0 0 0 0 230 1.750 -0.12 52.70 0 0 0| 0 5 0 0 240 6.250 -0.31 50.10 0 0 0| 0 0 0 0 260 15.500 -0.59 47.94 0 0 0| 0 2 0 0 280 30.500 -0.82 47.94 0 0 0| 0 0 0 0 300 48.750 -0.94 47.72 0 0 0| 0 0 0 0 320 68.250 -0.99 46.42 0 0 0| 0 0 0 0 340 88.000 -1.00 45.34 0 0 0| 0 0 0 0 360 108.000 -1.00 45.12 0 0 0| 0 0 0 0 380 128.000 -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 53.42 Underlying Price 271.900 Time to expiry: 106 Days Dec 10 1.250 -0.03 59.40 0 0 0| 0 0 0 0 160 2.750 -0.07 57.30 0 0 0| 0 0 0 0 180 5.500 -0.12 55.46 0 0 0| 0 0 0 0 200 10.000 -0.19 54.60 0 0 0| 0 0 0 0 220 16.000 -0.28 53.51 0 0 0| 0 101 0 0 240 35.750 -0.48 53.40 0 0 0| 0 2 0 0 280 62.750 -0.66 53.31 0 0 0| 0 0 0 0 320 95.750 -0.79 54.03 0 0 0| 0 0 0 0 360 132.250 -0.87 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 31,728 31,728| 0 6,660 -144 0 Equity Options 21:59 Business Day Thu 2 Sep 2010 Previous Business Day Wed 1 Sep 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 18.02 Underlying Price 996.500 Time to expiry: 15 Days Sep 10 276.750 1.00 30.55 0 0 0| 0 0 0 0 720 236.750 1.00 30.55 0 0 0| 0 0 0 0 760 196.750 1.00 30.53 0 0 0| 0 0 0 0 800 156.750 1.00 28.96 0 0 0| 0 0 0 0 840 136.750 1.00 26.70 0 0 0| 0 0 0 0 860 117.000 0.99 24.77 0 0 0| 0 0 0 0 880 97.000 0.98 23.62 0 0 0| 0 0 0 0 900 77.500 0.96 22.15 0 0 0| 0 0 0 0 920 58.500 0.91 20.90 0 0 0| 0 126 0 0 940 42.250 0.80 22.41 0 0 0| 0 805 0 0 960 25.250 0.68 18.66 0 0 0| 0 19 0 0 980 13.500 0.47 17.91 0 0 0| 0 390 0 0 1000 1.250 0.08 17.20 0 0 0| 0 20 0 0 1050 0.250 0.01 20.00 0 0 0| 0 105 0 0 1100 CAB 0.00 22.00 0 0 0| 0 21 0 0 1200 CAB 0.00 22.00 0 0 0| 0 0 0 0 1300 CAB 0.00 22.00 0 0 0| 0 0 0 0 1400 Total 0 0 0| 0 1,486 0 0 Indicative a-t-m Vol 22.25 Underlying Price 996.500 Time to expiry: 106 Days Dec 10 202.250 0.94 27.53 0 0 0| 0 10 0 0 800 166.250 0.89 27.19 0 0 0| 0 0 0 0 840 132.250 0.83 26.43 0 0 0| 0 330 0 0 880 99.500 0.75 24.70 0 0 0| 0 4 0 0 920 71.000 0.65 23.29 0 0 0| 0 26 0 0 960 49.250 47.000 0.52 22.17 49.250 49.250 0 0 3| 0 33 0 0 1000 11.500 0.20 19.94 0 0 0| 0 108 0 0 1100 1.500 0.04 18.90 0 0 0| 0 15 0 0 1200 0.750 0.01 27.85 0 0 0| 0 0 0 0 1400 Total 0 0 3| 0 526 0 0 Indicative a-t-m Vol 23.01 Underlying Price 996.500 Time to expiry: 197 Days Mar 11 213.000 0.88 28.22 0 0 0| 0 4 0 0 800 179.500 0.83 27.31 0 0 0| 0 0 0 0 840 147.500 0.78 26.24 0 0 0| 0 10 0 0 880 117.750 0.71 25.11 0 0 0| 0 51 0 0 920 90.750 0.63 24.01 0 0 0| 0 43 0 0 960 67.250 0.54 22.92 0 0 0| 0 668 0 0 1000 26.250 0.29 20.81 0 0 0| 0 0 0 0 1100 8.000 0.12 19.68 0 0 0| 0 3 0 0 1200 Total 0 0 0| 0 779 0 0 Total Calls 0 0 3| 0 2,791 0 0 | Equity Options 21:59 Business Day Thu 2 Sep 2010 Previous Business Day Wed 1 Sep 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 18.88 Underlying Price 996.500 Time to expiry: 15 Days Sep 10 CAB 0.00 25.00 0 0 0| 0 0 0 0 720 CAB 0.00 25.00 0 0 0| 0 0 0 0 760 CAB 0.00 25.00 0 0 0| 0 4 0 0 800 CAB 0.00 25.00 0 0 0| 0 117 0 0 840 CAB 0.00 25.00 0 0 0| 0 0 0 0 860 CAB -0.01 24.00 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 3.000 1.750 -0.09 20.93 3.000 3.000 0 0 1| 0 1 0 0 940 4.000 -0.18 19.94 0 0 0| 0 161 0 0 960 9.000 -0.33 19.31 0 0 0| 0 0 0 0 980 17.500 -0.53 18.81 0 0 0| 0 10 0 0 1000 54.000 -0.96 14.82 0 0 0| 0 0 0 0 1050 103.750 -0.98 23.90 0 0 0| 0 50 0 0 1100 203.500 -0.99 36.14 0 0 0| 0 0 0 0 1200 303.500 -1.00 44.68 0 0 0| 0 0 0 0 1300 403.500 -1.00 48.67 0 0 0| 0 0 0 0 1400 Total 0 0 1| 0 587 0 0 Indicative a-t-m Vol 21.96 Underlying Price 996.500 Time to expiry: 106 Days Dec 10 4.500 -0.06 28.48 0 0 0| 0 20 0 0 800 8.250 -0.11 27.57 0 0 0| 0 6 0 0 840 12.500 13.250 -0.17 25.89 12.500 12.500 0 0 1| 0 70 0 0 880 20.500 -0.25 24.37 0 0 0| 0 310 0 0 920 32.000 -0.35 23.03 0 0 0| 0 30 0 0 960 48.000 -0.48 21.87 0 0 0| 0 30 0 0 1000 112.500 -0.81 19.55 0 0 0| 0 0 0 0 1100 204.750 -0.95 20.84 0 0 0| 0 0 0 0 1200 404.500 -0.97 33.30 0 0 0| 0 0 0 0 1400 Total 0 0 1| 0 466 0 0 Indicative a-t-m Vol 22.85 Underlying Price 996.500 Time to expiry: 197 Days Mar 11 13.500 -0.12 28.28 0 0 0| 0 2 0 0 800 19.250 -0.17 27.19 0 0 0| 0 14 0 0 840 27.000 -0.22 26.03 0 0 0| 0 25 0 0 880 37.250 -0.29 24.98 0 0 0| 0 6 0 0 920 50.000 -0.37 23.83 0 0 0| 0 10 0 0 960 66.500 -0.47 22.77 0 0 0| 0 13 0 0 1000 125.750 -0.71 20.67 0 0 0| 0 0 0 0 1100 207.750 -0.90 19.18 0 0 0| 0 0 0 0 1200 Total 0 0 0| 0 70 0 0 Total Puts 0 0 2| 0 1,123 0 0 Grand Total 0 44,948 44,953| 0 3,914 0 0 Equity Options 21:59 Business Day Thu 2 Sep 2010 Previous Business Day Wed 1 Sep 2010 Page 75 Calls | Block | Opening Settle Delta Vola- Daily Trade Bclear Total | Official **Open Change Exer- Exer Trans Price tility High Low Volume Volume*** Volume | Volume Int cises Price | Persimmon PLC - STND OPT (PER) Indicative a-t-m Vol 43.49 Underlying Price 391.800 Time to expiry: 15 Days Sep 10 92.250 0.98 62.45 0 0 0| 0 0 0 0 300 72.500 0.96 56.23 0 0 0| 0 22 0 0 320 63.000 0.94 53.63 0 0 0| 0 0 0 0 330 53.500 0.92 51.16 0 0 0| 0 0 0 0 340 44.500 0.87 49.54 0 0 0| 0 0 0 0 350 36.000 0.82 47.70 0 0 0| 0 0 0 0 360 28.250 0.74 47.00 0 0 0| 0 0 0 0 370 21.250 0.65 45.36 0 0 0| 0 4 0 0 380 15.250 0.54 43.70 0 0 0| 0 58 0 0 390 10.500 0.43 42.64 0 0 0| 0 4 0 0 400 7.000 0.32 42.39 0 0 0| 0 4 0 0 410 4.250 0.22 41.10 0 0 0| 0 0 0 0 420 1.750 0.11 43.00 0 0 0| 0 20 0 0 440 0.500 0.04 43.00 0 0 0| 0 5 0 0 460 0.250 0.01 43.00 0 0 0| 0 0 0 0 480 CAB 0.00 43.00 0 0 0| 0 13 0 0 520 CAB 0.00 43.00 0 0 0| 0 0 0 0 560 CAB 0.00 43.00 0 0 0| 0 0 0 0 640 Total 0 0 0| 0 130 0 0 Indicative a-t-m Vol 42.52 Underlying Price 391.800 Time to expiry: 106 Days Dec 10 114.250 0.95 44.74 0 0 0| 0 0 0 0 280 79.750 0.84 43.40 0 0 0| 0 0 0 0 320 64.750 0.77 43.28 0 0 0| 0 0 0 0 340 52.000 0.68 43.06 0 0 0| 0 0 0 0 360 40.750 0.59 42.93 0 0 0| 0 0 0 0 380 31.250 0.50 42.26 0 0 0| 0 0 0 0 400 22.750 0.41 41.08 0 0 0| 0 5 0 0 420 13.250 16.000 0.33 40.04 13.250 13.250 0 0 3| 0 0 0 0 440 10.750 0.25 38.93 0 0 0| 0 0 0 0 460 7.000 0.18 37.85 0 0 0| 0 0 0 0 480 3.500 0.10 38.25 0 0 0| 0 5 0 0 520 1.250 0.04 36.53 0 0 0| 0 7 0 0 560 0.250 0.01 35.32 0 0 0| 0 0 0 0 640 Total 0 0 3| 0 17 0 0 Indicative a-t-m Vol 41.57 Underlying Price 391.800 Time to expiry: 197 Days Mar 11 117.250 0.90 42.40 0 0 0| 0 8 0 0 280 86.500 0.79 42.17 0 0 0| 0 2 0 0 320 73.500 0.73 42.25 0 0 0| 0 0 0 0 340 61.750 0.66 42.17 0 0 0| 0 0 0 0 360 51.500 0.60 41.91 0 0 0| 0 0 0 0 380 42.250 0.53 41.34 0 0 0| 0 1 0 0 400 33.750 0.46 40.54 0 0 0| 0 4 0 0 420 26.750 0.39 39.93 0 0 0| 0 5 0 0 440 Total 0 0 0| 0 20 0 0 Equity Options 21:59 Business Day Thu 2 Sep 2010 Previous Business Day Wed 1 Sep 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 3| 0 167 0 0 | Equity Options 21:59 Business Day Thu 2 Sep 2010 Previous Business Day Wed 1 Sep 2010 Page 77 Puts | Block | Opening Settle Delta Vola- Daily Trade Bclear Total | Official **Open Change Exer- Exer Trans Price tility High Low Volume Volume*** Volume | Volume Int cises Price | Persimmon PLC - STND OPT (PER) Indicative a-t-m Vol 43.35 Underlying Price 391.800 Time to expiry: 15 Days Sep 10 0.250 -0.02 62.00 0 0 0| 0 0 0 0 300 0.750 -0.04 58.00 0 0 0| 0 135 0 0 320 1.250 -0.06 55.00 0 0 0| 0 0 0 0 330 1.750 -0.09 52.57 0 0 0| 0 16 0 0 340 2.750 -0.13 49.28 0 0 0| 0 4 0 0 350 4.000 -0.18 47.49 0 0 0| 0 121 0 0 360 6.500 -0.26 46.85 0 0 0| 0 0 0 0 370 9.500 -0.35 45.22 0 0 0| 0 0 0 0 380 13.250 -0.46 43.57 0 0 0| 0 0 0 0 390 18.500 -0.57 42.51 0 0 0| 0 62 0 0 400 25.000 -0.68 42.23 0 0 0| 0 0 0 0 410 32.250 -0.78 40.86 0 0 0| 0 0 0 0 420 49.500 -0.90 41.34 0 0 0| 0 12 0 0 440 68.500 68.500 -0.97 41.44 68.500 S 68.500 S 0 0 2| 0 2 0 0 460 88.250 -0.99 39.58 0 0 0| 0 0 0 0 480 128.250 -1.00 38.74 0 0 0| 0 10 0 0 520 168.250 -1.00 37.94 0 0 0| 0 0 0 0 560 248.250 -1.00 44.74 0 0 0| 0 0 0 0 640 Total 0 0 2| 0 362 0 0 Indicative a-t-m Vol 42.21 Underlying Price 391.800 Time to expiry: 106 Days Dec 10 2.750 -0.06 43.69 0 0 0| 0 0 0 0 280 9.250 -0.17 43.17 0 0 0| 0 16 0 0 320 14.500 -0.24 43.07 0 0 0| 0 0 0 0 340 21.750 -0.32 42.83 0 0 0| 0 2 0 0 360 30.750 -0.41 42.64 0 0 0| 0 0 0 0 380 41.250 -0.50 41.93 0 0 0| 0 7 0 0 400 52.750 -0.59 40.82 0 0 0| 0 7 0 0 420 66.250 -0.68 39.79 0 0 0| 0 0 0 0 440 81.000 -0.76 38.55 0 0 0| 0 5 0 0 460 97.250 -0.83 37.48 0 0 0| 0 0 0 0 480 133.500 -0.91 37.43 0 0 0| 0 8 0 0 520 171.750 -0.96 37.80 0 0 0| 0 0 0 0 560 250.500 -0.99 36.59 0 0 0| 0 0 0 0 640 Total 0 0 0| 0 45 0 0 Indicative a-t-m Vol 42.70 Underlying Price 391.800 Time to expiry: 197 Days Mar 11 8.500 -0.12 43.31 0 0 0| 0 22 0 0 280 18.750 -0.23 43.14 0 0 0| 0 5 0 0 320 26.000 -0.29 43.03 0 0 0| 0 7 0 0 340 34.750 -0.35 43.11 0 0 0| 0 0 0 0 360 45.000 -0.42 43.02 0 0 0| 0 2 0 0 380 56.000 -0.48 42.49 0 0 0| 0 0 0 0 400 67.750 -0.55 41.86 0 0 0| 0 0 0 0 420 77.500 81.000 -0.61 41.32 77.500 S 77.500 S 0 0 2| 0 0 0 0 440 Total 0 0 2| 0 36 0 0 Equity Options 21:59 Business Day Thu 2 Sep 2010 Previous Business Day Wed 1 Sep 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 4| 0 443 0 0 Grand Total 0 51,558 51,565| 0 610 0 0 Equity Options 21:59 Business Day Thu 2 Sep 2010 Previous Business Day Wed 1 Sep 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 31.02 Underlying Price 584.000 Time to expiry: 15 Days Sep 10 144.250 1.00 51.82 0 0 0| 0 0 0 0 440 124.250 0.99 50.18 0 0 0| 0 0 0 0 460 104.500 0.98 45.28 0 0 0| 0 0 0 0 480 94.500 0.98 42.86 0 0 0| 0 0 0 0 490 84.750 0.97 40.33 0 0 0| 0 0 0 0 500 65.000 0.95 35.08 0 0 0| 0 181 0 0 520 46.750 0.87 33.79 0 0 0| 0 162 0 0 540 30.500 0.75 32.28 0 0 0| 0 4,782 0 0 560 16.250 17.500 0.56 31.27 16.250 16.000 0 0 12| 0 286 0 0 580 8.250 0.35 30.01 0 0 0| 0 3,243 0 0 600 3.500 0.18 30.12 0 0 0| 0 50 0 0 620 1.000 0.07 28.71 0 0 0| 0 301 0 0 640 CAB 0.01 29.68 0 0 0| 0 1,759 0 0 680 CAB 0.00 30.53 0 0 0| 0 30 0 0 720 Total 0 0 12| 0 10,794 0 0 Indicative a-t-m Vol 31.45 Underlying Price 584.000 Time to expiry: 43 Days Oct 10 126.000 0.96 41.50 0 0 0| 0 0 0 0 460 106.750 0.94 38.60 0 0 0| 0 0 0 0 480 97.000 0.93 36.83 0 0 0| 0 0 0 0 490 88.000 0.90 36.47 0 0 0| 0 0 0 0 500 70.500 0.85 34.94 0 0 0| 0 0 0 0 520 54.500 0.77 33.97 0 0 0| 0 5 0 0 540 39.750 0.67 32.48 0 0 0| 0 52 0 0 560 27.750 0.55 31.50 0 0 0| 1 31 +1 0 580 19.250 18.500 0.43 31.24 19.250 19.250 0 0 5| 1 147 0 0 600 7.500 0.22 31.19 0 0 0| 0 77 0 0 640 3.000 0.10 32.32 0 0 0| 0 0 0 0 680 Total 0 0 5| 2 312 +1 0 Indicative a-t-m Vol 33.09 Underlying Price 584.000 Time to expiry: 78 Days Nov 10 128.750 0.92 39.18 0 0 0| 0 0 0 0 460 111.250 0.88 38.63 0 0 0| 0 0 0 0 480 78.250 0.78 36.37 0 0 0| 0 0 0 0 520 63.750 0.71 35.48 0 0 0| 0 0 0 0 540 50.250 0.64 34.29 0 0 0| 0 0 0 0 560 38.500 0.55 33.30 0 0 0| 0 0 0 0 580 28.250 0.46 32.26 0 0 0| 0 2 0 0 600 15.500 14.750 0.29 31.64 16.000 15.500 S 0 0 8| 0 0 0 0 640 7.000 0.17 31.23 0 0 0| 0 0 0 0 680 Total 0 0 8| 0 2 0 0 Indicative a-t-m Vol 33.64 Underlying Price 584.000 Time to expiry: 106 Days Dec 10 404.500 1.00 61.56 0 0 0| 0 0 0 0 180 384.500 1.00 56.26 0 0 0| 0 0 0 0 200 Equity Options 21:59 Business Day Thu 2 Sep 2010 Previous Business Day Wed 1 Sep 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 | 364.500 1.00 55.93 0 0 0| 0 0 0 0 220 344.500 1.00 53.95 0 0 0| 0 0 0 0 240 304.750 1.00 53.28 0 0 0| 0 0 0 0 280 265.250 0.99 49.28 0 0 0| 0 0 0 0 320 226.250 0.98 48.54 0 0 0| 0 10 0 0 360 188.000 0.95 45.70 0 0 0| 0 0 0 0 400 150.500 0.92 41.61 0 0 0| 0 10 0 0 440 133.000 0.88 40.94 0 0 0| 0 0 0 0 460 116.000 0.85 39.56 0 0 0| 0 0 0 0 480 84.000 0.76 37.13 0 0 0| 0 20 0 0 520 57.000 0.63 35.17 0 0 0| 48 776 0 0 560 34.750 0.48 32.61 0 0 0| 0 154 0 0 600 20.000 0.33 31.53 0 0 0| 48 171 0 0 640 10.500 0.21 30.79 0 0 0| 0 25 0 0 680 5.500 0.12 30.76 0 0 0| 0 92 0 0 720 Total 0 0 0| 96 1,258 0 0 Indicative a-t-m Vol 34.07 Underlying Price 584.000 Time to expiry: 197 Days Mar 11 159.750 0.87 40.94 0 0 0| 0 10 0 0 440 143.000 0.84 39.74 0 0 0| 0 0 0 0 460 128.000 0.80 39.21 0 0 0| 0 6 0 0 480 98.750 0.72 37.31 0 0 0| 0 265 0 0 520 72.500 0.62 34.97 0 0 0| 0 62 0 0 560 51.500 0.51 33.47 0 0 0| 0 16 0 0 600 36.250 0.41 33.10 0 0 0| 0 334 0 0 640 14.750 0.22 31.00 0 0 0| 0 64 0 0 720 Total 0 0 0| 0 757 0 0 Indicative a-t-m Vol 34.86 Underlying Price 584.000 Time to expiry: 288 Days Jun 11 269.750 0.96 48.62 0 0 0| 0 0 0 0 320 233.000 0.93 46.24 0 0 0| 0 0 0 0 360 197.750 0.90 43.57 0 0 0| 0 60 0 0 400 165.000 0.84 41.80 0 0 0| 0 0 0 0 440 148.750 0.82 40.43 0 0 0| 0 20 0 0 460 133.250 0.78 39.11 0 0 0| 0 0 0 0 480 106.250 0.71 37.72 0 0 0| 0 10 0 0 520 81.250 0.62 35.75 0 0 0| 0 2 0 0 560 60.500 0.52 34.27 0 0 0| 0 5 0 0 600 44.250 0.43 33.42 0 0 0| 0 50 0 0 640 22.500 0.26 32.23 0 0 0| 0 0 0 0 720 Total 0 0 0| 0 147 0 0 Indicative a-t-m Vol 38.53 Underlying Price 584.000 Time to expiry: 470 Days Dec 11 406.250 0.99 66.84 0 0 0| 0 0 0 0 180 386.750 0.99 63.07 0 0 0| 0 0 0 0 200 367.000 0.98 58.42 0 0 0| 0 0 0 0 220 347.750 0.98 55.61 0 0 0| 0 0 0 0 240 309.250 0.97 49.96 0 0 0| 0 0 0 0 280 Equity Options 21:59 Business Day Thu 2 Sep 2010 Previous Business Day Wed 1 Sep 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 | 271.500 0.95 45.52 0 0 0| 0 0 0 0 320 235.000 0.92 42.08 0 0 0| 0 0 0 0 360 203.000 0.87 41.55 0 0 0| 0 0 0 0 400 174.000 0.81 40.95 0 0 0| 0 0 0 0 440 147.500 0.75 40.13 0 0 0| 0 0 0 0 480 87.000 103.750 0.62 38.87 87.000 87.000 0 0 125| 0 425 0 0 560 71.250 0.48 37.73 0 0 0| 0 0 0 0 640 45.250 0.36 36.04 0 0 0| 0 0 0 0 720 Total 0 0 125| 0 425 0 0 Indicative a-t-m Vol 40.08 Underlying Price 584.000 Time to expiry: 652 Days Jun 12 194.250 0.78 46.98 0 0 0| 0 0 0 0 440 173.750 0.73 47.26 0 0 0| 0 0 0 0 480 120.250 0.62 40.40 0 0 0| 0 0 0 0 560 89.000 0.52 39.32 0 0 0| 0 0 0 0 640 Total 0 0 0| 0 0 0 0 Indicative a-t-m Vol 40.54 Underlying Price 584.000 Time to expiry: 841 Days Dec 12 195.750 0.78 43.68 0 0 0| 0 0 0 0 440 184.250 0.73 46.88 0 0 0| 0 0 0 0 480 133.500 0.63 40.84 0 0 0| 0 820 0 0 560 103.500 0.54 39.83 0 0 0| 0 0 0 0 640 77.750 0.45 38.40 0 0 0| 0 0 0 0 720 Total 0 0 0| 0 820 0 0 Total Calls 0 0 150| 98 14,515 +1 0 | Equity Options 21:59 Business Day Thu 2 Sep 2010 Previous Business Day Wed 1 Sep 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 30.01 Underlying Price 584.000 Time to expiry: 15 Days Sep 10 CAB 0.00 42.54 0 0 0| 0 362 0 0 440 CAB 0.00 42.54 0 0 0| 0 3,917 0 0 460 0.250 -0.01 41.54 0 0 0| 0 178 0 0 480 0.250 -0.01 39.54 0 0 0| 0 5 0 0 490 0.500 -0.02 38.19 0 0 0| 0 3,117 0 0 500 1.000 -0.05 35.28 0 0 0| 0 3,056 0 0 520 4.500 2.750 -0.13 33.94 4.500 3.500 0 0 3| 0 276 0 0 540 6.000 6.750 -0.26 33.53 6.500 6.000 0 0 55| 125 1,288 +125 0 560 12.750 -0.44 29.99 0 0 0| 0 80 0 0 580 25.000 24.000 -0.65 30.07 25.000 25.000 0 0 1| 0 269 0 0 600 39.500 -0.82 30.59 0 0 0| 0 20 0 0 620 57.500 -0.91 31.51 0 0 0| 0 2 0 0 640 96.000 -0.99 31.51 0 0 0| 0 0 0 0 680 136.250 -0.99 45.30 0 0 0| 0 6 0 0 720 Total 0 0 59| 125 12,576 +125 0 Indicative a-t-m Vol 32.13 Underlying Price 584.000 Time to expiry: 43 Days Oct 10 2.500 -0.06 46.37 0 0 0| 0 10 0 0 460 3.250 -0.08 42.39 0 0 0| 0 13 0 0 480 3.750 -0.09 40.46 0 0 0| 0 4 0 0 490 4.750 -0.11 39.69 0 0 0| 0 212 0 0 500 6.750 -0.16 36.72 0 0 0| 0 158 0 0 520 10.000 10.750 -0.24 35.22 10.000 10.000 0 0 1| 0 34 0 0 540 16.500 -0.34 33.94 0 0 0| 0 0 0 0 560 23.750 -0.45 32.25 0 0 0| 0 0 0 0 580 32.750 34.500 -0.57 31.63 32.750 32.750 0 0 50| 0 0 0 0 600 63.500 -0.78 32.00 0 0 0| 0 0 0 0 640 98.750 -0.90 33.10 0 0 0| 0 0 0 0 680 Total 0 0 51| 0 431 0 0 Indicative a-t-m Vol 33.29 Underlying Price 584.000 Time to expiry: 78 Days Nov 10 5.000 -0.09 41.07 0 0 0| 0 0 0 0 460 7.500 7.500 -0.13 40.33 7.500 S 7.500 S 0 0 5| 0 0 0 0 480 14.000 14.250 -0.22 37.44 14.000 14.000 0 0 5| 0 0 0 0 520 19.250 -0.29 35.99 0 0 0| 0 0 0 0 540 25.750 -0.36 34.76 0 0 0| 0 0 0 0 560 33.750 -0.45 33.40 0 0 0| 0 0 0 0 580 44.000 -0.54 32.82 0 0 0| 0 0 0 0 600 71.500 -0.70 33.30 0 0 0| 0 0 0 0 640 102.750 -0.83 32.05 0 0 0| 0 0 0 0 680 Total 0 0 10| 0 0 0 0 Indicative a-t-m Vol 34.11 Underlying Price 584.000 Time to expiry: 106 Days Dec 10 CAB 0.00 57.40 0 0 0| 0 0 0 0 180 CAB 0.00 59.76 0 0 0| 0 0 0 0 200 CAB 0.00 60.54 0 0 0| 0 30 0 0 220 Equity Options 21:59 Business Day Thu 2 Sep 2010 Previous Business Day Wed 1 Sep 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 60.26 0 0 0| 0 15 0 0 240 0.500 -0.01 57.89 0 0 0| 25 110 -25 0 280 1.000 -0.01 54.36 0 0 0| 0 40 0 0 320 1.750 -0.03 50.50 0 0 0| 0 1,142 0 0 360 3.500 -0.05 46.80 0 0 0| 0 715 0 0 400 6.250 -0.09 43.35 0 0 0| 25 613 0 0 440 8.750 -0.12 41.84 0 0 0| 0 96 0 0 460 11.250 -0.15 40.17 0 0 0| 50 221 +9 0 480 19.500 -0.25 37.58 0 0 0| 0 1,065 0 0 520 32.250 -0.37 35.39 0 0 0| 0 665 0 0 560 50.250 -0.52 33.26 0 0 0| 0 85 0 0 600 74.250 76.000 -0.66 32.70 74.250 74.250 0 0 3| 0 24 0 0 640 106.750 -0.78 32.17 0 0 0| 0 12 0 0 680 140.500 -0.88 30.79 0 0 0| 0 13 0 0 720 Total 0 0 3| 100 4,846 -16 0 Indicative a-t-m Vol 34.55 Underlying Price 584.000 Time to expiry: 197 Days Mar 11 15.500 -0.14 42.68 0 0 0| 0 111 0 0 440 18.750 -0.17 41.20 0 0 0| 0 15 0 0 460 23.250 -0.20 40.11 0 0 0| 0 170 0 0 480 33.250 -0.28 37.60 0 0 0| 0 281 0 0 520 47.500 -0.38 35.61 0 0 0| 0 2 0 0 560 66.000 -0.49 33.85 0 0 0| 0 1 0 0 600 90.500 -0.59 33.37 0 0 0| 0 0 0 0 640 149.000 -0.79 31.24 0 0 0| 0 0 0 0 720 Total 0 0 0| 0 580 0 0 Indicative a-t-m Vol 34.93 Underlying Price 584.000 Time to expiry: 288 Days Jun 11 7.500 -0.06 48.54 0 0 0| 0 51 0 0 320 11.750 -0.09 46.00 0 0 0| 0 20 0 0 360 16.750 -0.13 43.03 0 0 0| 0 5 0 0 400 25.250 -0.18 41.29 0 0 0| 0 2 0 0 440 29.250 -0.21 39.98 0 0 0| 0 0 0 0 460 35.000 -0.25 39.04 0 0 0| 0 0 0 0 480 48.500 -0.32 37.33 0 0 0| 0 10 0 0 520 64.500 -0.41 35.49 0 0 0| 0 0 0 0 560 85.500 -0.50 34.56 0 0 0| 0 0 0 0 600 109.500 -0.59 33.57 0 0 0| 0 0 0 0 640 168.250 -0.74 32.28 0 0 0| 0 0 0 0 720 Total 0 0 0| 0 88 0 0 Indicative a-t-m Vol 39.62 Underlying Price 584.000 Time to expiry: 470 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 5.000 -0.03 53.30 0 0 0| 0 0 0 0 220 6.500 -0.04 51.78 0 0 0| 0 0 0 0 240 9.250 -0.06 47.64 0 0 0| 0 0 0 0 280 13.250 -0.08 44.43 0 0 0| 0 0 0 0 320 21.250 -0.12 43.86 0 0 0| 0 0 0 0 360 Equity Options 21:59 Business Day Thu 2 Sep 2010 Previous Business Day Wed 1 Sep 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 | 31.500 -0.17 43.21 0 0 0| 0 0 0 0 400 44.250 -0.22 42.51 0 0 0| 0 0 0 0 440 58.750 -0.27 41.53 0 0 0| 0 0 0 0 480 96.000 -0.40 40.10 0 0 0| 0 0 0 0 560 142.500 -0.52 38.51 0 0 0| 0 0 0 0 640 199.000 -0.63 37.92 0 0 0| 0 0 0 0 720 Total 0 0 0| 0 2,000 0 0 Indicative a-t-m Vol 40.31 Underlying Price 584.000 Time to expiry: 652 Days Jun 12 72.000 -0.24 47.44 0 0 0| 0 0 0 0 440 84.500 -0.29 44.66 0 0 0| 0 0 0 0 480 118.250 -0.39 40.70 0 0 0| 0 0 0 0 560 166.000 -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 41.05 Underlying Price 584.000 Time to expiry: 841 Days Dec 12 78.250 -0.25 44.28 0 0 0| 0 0 0 0 440 94.250 -0.29 42.91 0 0 0| 0 0 0 0 480 135.250 -0.38 41.34 0 0 0| 0 0 0 0 560 184.000 -0.47 40.37 0 0 0| 0 0 0 0 640 236.000 -0.56 38.70 0 0 0| 0 0 0 0 720 Total 0 0 0| 0 0 0 0 Total Puts 0 0 123| 225 20,521 +109 0 Grand Total 0 121,624 121,897| 323 35,036 +110 0 Imperial Tobacco Group Plc (IMJ) Grand Total 0 122,285 122,558| 323 35,052 +110 0 Imperial Tobacco Group plc (IMX) Indicative a-t-m Vol 0.00 Underlying Price 1836.000 Time to expiry: 15 Days 17 Sep 10 52.040 -0.76 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 122,946 123,219| 323 35,552 +110 0 Imperial Tobacco Group Plc (IMQ) Indicative a-t-m Vol 0.00 Underlying Price 1836.000 Time to expiry: 15 Days 17 Sep 10 124.400 -0.97 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 1836.000 Time to expiry: 106 Days 17 Dec 10 114.760 -0.59 20.23 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 124,268 124,541| 323 35,552 +110 0 Imperial Tobacco Group plc (IMX) Grand TotalN/A 124,929 125,202| 323 36,052 +110 0 Inditex SA (IJJ) Equity Options 21:59 Business Day Thu 2 Sep 2010 Previous Business Day Wed 1 Sep 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 55.1000 Time to expiry: 470 Days 16 Dec 11 0.0073 0.00 22.02 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 127,573 127,846| 323 42,207 +110 0 Infineon Technologies AG (IFQ) Indicative a-t-m Vol 0.00 Underlying Price 4.5960 Time to expiry: 106 Days 17 Dec 10 0.6264 -0.61 38.87 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 4.5960 Time to expiry: 197 Days 18 Mar 11 0.7568 -0.55 38.99 N/A 0 0| 0 7,000 0 0 500 0.8956 -0.61 39.25 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 132,200 132,473| 323 70,207 +110 0 ING Groep NV (IAQ) Indicative a-t-m Vol 0.00 Underlying Price 7.4320 Time to expiry: 106 Days 17 Dec 10 0.1900 -0.15 52.22 N/A 0 0| 0 30,300 0 0 580 14.0100 -0.99 72.11 N/A 0 0| 0 2,500 0 0 2150 15.5535 -0.99 85.18 N/A 0 0| 0 5,000 0 0 2304 17.1300 -0.99 95.93 N/A 0 0| 0 5,000 0 0 2457 17.8490 -0.99 92.73 N/A 0 0| 0 8,000 0 0 2534 19.3753 -0.99 86.32 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 141,454 141,727| 323 202,807 +110 0 International Power plc - Amer Phys FLEX Opt (IOQ) Grand TotalN/A 144,098 144,371| 323 204,047 +110 0 INTESA SANPAOLO SPA - AMER PHYS FLEX OPT (BIQ) Indicative a-t-m Vol 0.00 Underlying Price 2.3250 Time to expiry: 106 Days 17 Dec 10 0.2380 -0.51 39.70 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 146,081 146,354| 323 205,297 +110 0 INTESA SANPAOLO SPA - EURO CAH FLEX OPT (BIJ) Indicative a-t-m Vol 0.00 Underlying Price 2.3250 Time to expiry: 106 Days 17 Dec 10 0.2373 -0.51 39.70 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 147,403 147,676| 323 212,223 +110 0 J Sainsbury Plc (SAQ) Indicative a-t-m Vol 0.00 Underlying Price 370.300 Time to expiry: 288 Days 17 Jun 11 Equity Options 21:59 Business Day Thu 2 Sep 2010 Previous Business Day Wed 1 Sep 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 | 17.160 -0.28 27.27 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 370.300 Time to expiry: 470 Days 16 Dec 11 1.580 -0.03 27.89 N/A 0 0| 0 1,000 0 0 208 TotalN/A 0 0| 0 1,000 0 0 Total PutsN/A 0 0| 0 1,250 0 0 Grand TotalN/A 149,386 149,659| 323 213,723 +110 0 K+S AG Amer Phys FLEX Opt (KDO) Indicative a-t-m Vol 0.00 Underlying Price 41.8600 Time to expiry: 15 Days 17 Sep 10 0.0077 -0.01 42.27 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 41.8600 Time to expiry: 106 Days 17 Dec 10 1.9046 -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 Grand TotalN/A 151,369 151,642| 323 216,223 +110 0 Kazakhmys plc - Euro Phys FLEX Opt (KAX) Indicative a-t-m Vol 0.00 Underlying Price 1247.000 Time to expiry: 43 Days 15 Oct 10 55.770 -0.38 45.54 N/A 104 104| 0 0 0 0 1200 TotalN/A 104 104| 0 0 0 0 Total PutsN/A 104 104| 0 0 0 0 Indicative a-t-m Vol 0.00 Underlying Price 33.7050 Time to expiry: 15 Days 17 Sep 10 1.2000 -0.53 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 152,899 153,172| 323 216,223 +110 0 KBC Bancassurance Holding (KBQ) Indicative a-t-m Vol 0.00 Underlying Price 33.7050 Time to expiry: 15 Days 17 Sep 10 2.5800 -0.80 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 154,221 154,494| 323 217,823 +110 0 Kingfisher plc (KGX) Indicative a-t-m Vol 0.00 Underlying Price 215.700 Time to expiry: 470 Days 16 Dec 11 21.530 -0.37 29.37 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 155,543 155,816| 323 222,823 +110 0 Koninklijke Ahold NV (AHJ) Indicative a-t-m Vol 0.00 Underlying Price 9.6370 Time to expiry: 106 Days 17 Dec 10 0.1000 -0.11 30.92 N/A 0 0| 0 2,500 0 0 800 Equity Options 21:59 Business Day Thu 2 Sep 2010 Previous Business Day Wed 1 Sep 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 | TotalN/A 0 0| 0 2,500 0 0 Total PutsN/A 0 0| 0 2,500 0 0 Grand TotalN/A 156,865 157,138| 323 226,000 +110 0 Koninklijke DSM NV (DSQ) Grand TotalN/A 157,526 157,799| 323 227,000 +110 0 Koninklijke Philips Electronics NV (PHQ) Indicative a-t-m Vol 0.00 Underlying Price 23.3650 Time to expiry: 15 Days 17 Sep 10 0.0700 -0.06 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 23.3650 Time to expiry: 106 Days 17 Dec 10 0.6007 -0.20 39.28 N/A 0 0| 0 5,000 0 0 2000 0.8280 -0.26 37.49 N/A 0 0| 0 1,000 0 0 2100 2.5500 -0.62 31.75 N/A 0 0| 0 4,000 0 0 2500 3.2029 -0.71 30.49 N/A 0 0| 0 2,500 0 0 2600 4.8300 -0.86 29.25 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 165,458 165,731| 323 270,000 +110 0 L'Oreal SA (ORQ) Indicative a-t-m Vol 0.00 Underlying Price 81.2200 Time to expiry: 15 Days 17 Sep 10 0.0300 -0.01 39.38 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 81.2200 Time to expiry: 106 Days 17 Dec 10 1.0500 -0.14 32.58 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 167,441 167,714| 323 271,600 +110 0 Lafarge SA (LAX) Indicative a-t-m Vol 0.00 Underlying Price 38.6350 Time to expiry: 15 Days 17 Sep 10 11.3564 -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 38.6350 Time to expiry: 106 Days 17 Dec 10 11.3888 -0.93 29.91 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 640.000 Time to expiry: 106 Days 17 Dec 10 276.280 -1.00 24.87 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 170,085 170,358| 323 283,100 +110 0 Land Securities Group Plc (LSQ) Equity Options 21:59 Business Day Thu 2 Sep 2010 Previous Business Day Wed 1 Sep 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 | Indicative a-t-m Vol 0.00 Underlying Price 640.000 Time to expiry: 288 Days 17 Jun 11 100.820 -0.67 23.49 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 36.2650 Time to expiry: 106 Days 17 Dec 10 0.5668 -0.12 45.38 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 171,407 171,680| 323 288,028 +110 0 Lanxess - Amer Phys FLEX Opt (ZYQ) Indicative a-t-m Vol 0.00 Underlying Price 36.2650 Time to expiry: 106 Days 17 Dec 10 1.8981 -0.34 38.76 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 172,729 173,002| 323 290,528 +110 0 Legal & General Group Plc (LGJ) Grand TotalN/A 173,390 173,663| 323 290,654 +110 0 Linde AG (LIQ) Indicative a-t-m Vol 0.00 Underlying Price 91.9400 Time to expiry: 197 Days 18 Mar 11 4.4635 -0.36 24.49 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 175,373 175,646| 323 291,954 +110 0 Lloyds Banking Group Plc - Amer Phys FLEX Opt (LLQ) Indicative a-t-m Vol 0.00 Underlying Price 72.120 Time to expiry: 15 Days 17 Sep 10 CAB 0.00 54.39 N/A 0 0| 0 5,000 0 0 51 CAB 0.00 53.51 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 180,000 180,273| 323 581,354 +110 0 Lloyds Banking Group Plc - Euro Cash FLEX Opt (LLJ) Grand TotalN/A 180,661 180,934| 323 581,566 +110 0 Lloyds Banking Group plc - Euro Phys FLEX Opt (LLX) Indicative a-t-m Vol 0.00 Underlying Price 72.120 Time to expiry: 106 Days 17 Dec 10 232.220 -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 181,983 182,256| 323 583,566 +110 0 Lukoil OAO - Euro Phys FLEX Opt (LYV) Indicative a-t-m Vol 0.00 Underlying Price 54.4000 Time to expiry: 106 Days 17 Dec 10 6.6631 -0.58 38.73 N/A 0 0| 0 7,500 0 0 5800 8.4248 -0.65 39.04 N/A 0 0| 0 750 0 0 6050 Equity Options 21:59 Business Day Thu 2 Sep 2010 Previous Business Day Wed 1 Sep 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 | TotalN/A 0 0| 0 8,250 0 0 Indicative a-t-m Vol 0.00 Underlying Price 54.4000 Time to expiry: 225 Days 15 Apr 11 4.5663 -0.33 40.47 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 185,288 185,561| 323 601,535 +110 0 LVMH Moet Hennessy Louis Vuitton SA (MDX) Indicative a-t-m Vol 0.00 Underlying Price 96.4700 Time to expiry: 15 Days 17 Sep 10 0.0864 -0.03 42.60 N/A 0 0| 0 800 0 0 8195 0.4200 -0.12 30.47 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 96.4700 Time to expiry: 106 Days 17 Dec 10 0.3200 -0.03 49.45 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 189,915 190,188| 323 604,985 +110 0 Man Group Plc (EWQ) Indicative a-t-m Vol 0.00 Underlying Price 229.000 Time to expiry: 106 Days 17 Dec 10 341.280 -1.00 44.45 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 193,220 193,493| 323 606,050 -140 0 MAN SE - Amer Phys FLEX Opt (MJQ) Indicative a-t-m Vol 0.00 Underlying Price 71.6500 Time to expiry: 106 Days 17 Dec 10 1.9825 -0.23 33.95 N/A 0 0| 0 2,000 0 0 6400 TotalN/A 0 0| 0 2,000 0 0 Indicative a-t-m Vol 0.00 Underlying Price 71.6500 Time to expiry: 197 Days 18 Mar 11 5.6955 -0.41 32.11 N/A 600 600| 0 0 0 0 7000 TotalN/A 600 600| 0 0 0 0 Total PutsN/A 600 600| 0 2,000 0 0 Indicative a-t-m Vol 0.00 Underlying Price 354.900 Time to expiry: 106 Days 17 Dec 10 15.000 -0.39 26.49 N/A 0 0| 0 0 0 0 340 TotalN/A 0 0| 0 0 0 0 Total PutsN/A 0 0| 0 0 0 0 Grand TotalN/A 195,803 196,076| 323 610,050 -140 0 Marks & Spencer Group Plc (MSU) Grand TotalN/A 196,464 196,737| 323 610,050 -140 0 Mediaset SpA - Euro Cash FLEX Opt (MHJ) Grand TotalN/A 197,786 198,059| 323 610,141 -140 0 Merck KGaA - Amer Phys FLEX Opt (KSQ) Indicative a-t-m Vol 0.00 Underlying Price 42.8850 Time to expiry: 106 Days 17 Dec 10 Equity Options 21:59 Business Day Thu 2 Sep 2010 Previous Business Day Wed 1 Sep 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 | 0.3425 -0.09 34.31 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 198,447 198,720| 323 614,141 -140 0 Metro AG (MEQ) Grand TotalN/A 199,108 199,381| 323 615,141 -140 0 Metso - Amer Phys FLEX Opt (MOQ) Grand TotalN/A 199,769 200,042| 323 617,141 -140 0 Michelin (MLQ) Indicative a-t-m Vol 0.00 Underlying Price 61.3900 Time to expiry: 15 Days 17 Sep 10 0.0100 0.00 41.18 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 201,752 202,025| 323 617,891 -140 0 Morrison WM Supermarkets (MIQ) Grand TotalN/A 203,074 203,347| 323 618,037 -140 0 Muenchener Rueckversicherungs AG (MUJ) Grand TotalN/A 205,718 205,991| 323 621,466 -140 0 National Grid Plc (NGQ) Grand TotalN/A 206,379 206,652| 323 621,466 -140 0 National Grid plc (NGJ) Grand TotalN/A 207,701 207,974| 323 622,394 -140 0 National Grid Plc (NGQ) Grand TotalN/A 217,616 217,889| 323 625,644 -140 0 National Grid plc (NGX) Indicative a-t-m Vol 0.00 Underlying Price 547.000 Time to expiry: 15 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 547.000 Time to expiry: 106 Days 17 Dec 10 24.450 -0.51 18.99 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 547.000 Time to expiry: 470 Days 16 Dec 11 58.700 -0.53 19.82 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 220,921 221,194| 323 628,104 -140 0 Nestle SA (NEQ) Indicative a-t-m Vol 0.00 Underlying Price 53.750 Time to expiry: 15 Days 17 Sep 10 0.150 -0.16 16.50 N/A 0 0| 0 0 0 0 520 2.338 -0.89 16.22 N/A 0 0| 0 15,000 0 0 560 4.257 -0.99 17.26 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: 43 Days 15 Oct 10 Equity Options 21:59 Business Day Thu 2 Sep 2010 Previous Business Day Wed 1 Sep 2010 Page 91 Puts | Block | Opening Settle Delta Vola- Daily Trade Bclear Total | Official **Open Change Exer- Exer Trans Price tility High Low Volume Volume*** Volume | Volume Int cises Price | 0.095 -0.06 18.09 N/A 0 0| 0 2,500 0 0 490 0.153 -0.10 16.92 N/A 0 0| 0 2,500 0 0 500 1.328 -0.52 16.30 N/A 0 0| 0 10,000 0 0 540 TotalN/A 0 0| 0 15,000 0 0 Indicative a-t-m Vol 0.00 Underlying Price 53.750 Time to expiry: 78 Days 19 Nov 10 1.789 -0.51 16.80 N/A 0 0| 0 10,000 +10,000 0 540 TotalN/A 0 0| 0 10,000 +10,000 0 Indicative a-t-m Vol 0.00 Underlying Price 53.750 Time to expiry: 106 Days 17 Dec 10 0.098 -0.03 30.06 N/A 0 0| 0 100,000 0 0 400 1.281 -0.35 17.97 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: 288 Days 17 Jun 11 0.925 -0.16 21.91 N/A 0 0| 0 0 0 0 440 5.502 -0.63 17.90