Equity Options 22:04 Business Day Fri 3 Sep 2010 Previous Business Day Thu 2 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 26.83 Underlying Price 438.600 Time to expiry: 14 Days Sep 10 198.750 1.00 53.85 0 0 0| 0 0 0 0 240 178.750 1.00 52.79 0 0 0| 0 0 0 0 260 158.750 1.00 52.40 0 0 0| 0 0 0 0 280 138.750 1.00 50.48 0 0 0| 0 0 0 0 300 118.750 1.00 48.57 0 0 0| 0 0 0 0 320 98.750 1.00 45.86 0 0 0| 0 0 0 0 340 78.750 0.99 44.45 0 0 0| 0 0 0 0 360 69.000 0.98 41.36 0 0 0| 0 0 0 0 370 59.000 0.97 37.88 0 0 0| 0 0 0 0 380 49.250 0.96 34.97 0 0 0| 0 0 0 0 390 39.750 0.93 32.00 0 0 0| 0 11 0 0 400 30.500 0.87 29.99 0 0 0| 1 10 0 0 410 22.000 0.78 28.47 0 0 0| 0 29 0 0 420 14.750 0.65 27.96 0 0 0| 0 5 0 0 430 8.750 0.49 26.70 0 0 0| 0 20 0 0 440 5.000 0.33 26.70 0 0 0| 0 0 0 0 450 2.000 0.18 24.82 0 0 0| 0 2 0 0 460 0.250 0.04 24.82 0 0 0| 0 8 0 0 480 CAB 0.00 30.00 0 0 0| 0 0 0 0 560 Total 0 0 0| 1 85 0 0 Indicative a-t-m Vol 28.18 Underlying Price 438.600 Time to expiry: 105 Days Dec 10 121.750 0.94 39.85 0 0 0| 0 0 0 0 320 103.000 0.92 37.18 0 0 0| 0 0 0 0 340 84.750 0.88 34.78 0 0 0| 0 2 0 0 360 67.500 0.82 32.66 0 0 0| 0 0 0 0 380 51.750 0.74 30.85 0 0 0| 0 250 0 0 400 37.750 0.64 29.26 0 0 0| 0 1 0 0 420 26.250 0.53 28.12 0 0 0| 0 4 0 0 440 17.250 0.41 27.06 0 0 0| 0 5 0 0 460 10.750 0.29 26.42 0 0 0| 0 0 0 0 480 Total 0 0 0| 0 262 0 0 Indicative a-t-m Vol 28.75 Underlying Price 438.600 Time to expiry: 196 Days Mar 11 123.250 0.92 35.64 0 0 0| 0 0 0 0 320 89.000 0.83 33.56 0 0 0| 0 0 0 0 360 73.500 0.77 32.56 0 0 0| 0 0 0 0 380 58.750 0.70 30.96 0 0 0| 0 0 0 0 400 46.000 0.62 29.87 0 0 0| 0 0 0 0 420 34.750 0.53 28.69 0 0 0| 0 13 0 0 440 25.500 0.44 27.83 0 0 0| 0 6 0 0 460 18.250 0.35 26.99 0 0 0| 0 0 0 0 480 Total 0 0 0| 0 19 0 0 Total Calls 0 0 0| 1 366 0 0 | Equity Options 22:04 Business Day Fri 3 Sep 2010 Previous Business Day Thu 2 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 27.01 Underlying Price 438.600 Time to expiry: 14 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 CAB 0.00 48.00 0 0 0| 0 5 0 0 340 0.250 -0.01 46.00 0 0 0| 0 8 0 0 360 0.250 -0.02 42.69 0 0 0| 0 0 0 0 370 0.250 -0.03 37.67 0 0 0| 0 65 0 0 380 0.500 -0.04 33.87 0 0 0| 0 1 0 0 390 1.000 -0.08 32.73 0 0 0| 2 37 -2 0 400 1.750 -0.13 30.26 0 0 0| 1 1 0 0 410 3.500 -0.22 29.11 0 0 0| 0 11 0 0 420 6.250 -0.35 28.20 0 0 0| 0 0 0 0 430 10.250 -0.51 26.88 0 0 0| 0 0 0 0 440 17.000 -0.66 28.80 0 0 0| 0 0 0 0 450 23.750 -0.80 26.62 0 0 0| 0 0 0 0 460 41.750 -0.95 26.88 0 0 0| 0 0 0 0 480 121.500 -1.00 32.21 0 0 0| 0 0 0 0 560 Total 0 0 0| 3 184 -2 0 Indicative a-t-m Vol 28.42 Underlying Price 438.600 Time to expiry: 105 Days Dec 10 1.500 -0.04 35.53 0 0 0| 0 23 0 0 320 3.000 -0.07 35.29 0 0 0| 0 10 0 0 340 5.250 -0.12 34.20 0 0 0| 0 15 0 0 360 8.250 -0.18 32.89 0 0 0| 0 0 0 0 380 12.500 -0.26 31.09 0 0 0| 1 256 +1 0 400 18.500 -0.36 29.50 0 0 0| 0 0 0 0 420 27.000 -0.47 28.36 0 0 0| 0 0 0 0 440 38.000 -0.59 27.31 0 0 0| 0 0 0 0 460 51.500 -0.71 26.67 0 0 0| 0 0 0 0 480 Total 0 0 0| 1 304 +1 0 Indicative a-t-m Vol 28.55 Underlying Price 438.600 Time to expiry: 196 Days Mar 11 2.750 -0.06 29.29 0 0 0| 0 0 0 0 320 11.250 -0.18 32.29 0 0 0| 0 16 0 0 360 16.500 -0.24 31.88 0 0 0| 0 0 0 0 380 22.750 -0.31 30.95 0 0 0| 0 0 0 0 400 30.000 -0.39 29.64 0 0 0| 0 0 0 0 420 39.000 -0.48 28.49 0 0 0| 0 0 0 0 440 49.750 -0.57 27.46 0 0 0| 0 0 0 0 460 63.000 -0.66 26.99 0 0 0| 0 0 0 0 480 Total 0 0 0| 0 16 0 0 Total Puts 0 0 0| 4 504 -1 0 Grand Total 0 2,160 2,160| 5 870 -1 0 Equity Options 22:04 Business Day Fri 3 Sep 2010 Previous Business Day Thu 2 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 15.88 Underlying Price 1856.000 Time to expiry: 14 Days Sep 10 456.500 1.00 46.65 0 0 0| 0 0 0 0 1400 256.500 0.99 29.11 0 0 0| 0 0 0 0 1600 157.000 0.98 22.13 0 0 0| 0 0 0 0 1700 108.500 0.94 19.14 0 0 0| 0 0 0 0 1750 60.000 63.000 0.82 17.10 60.000 60.000 0 0 2| 0 2 0 0 1800 27.500 0.55 15.90 0 0 0| 0 361 0 0 1850 8.000 0.24 15.72 0 0 0| 0 315 0 0 1900 3.000 2.500 0.09 17.61 3.000 2.500 0 0 10| 0 302 0 0 1950 2.000 0.05 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 28.42 0 0 0| 0 569 0 0 2200 CAB 0.00 29.29 0 0 0| 0 6 0 0 2400 CAB 0.00 30.60 0 0 0| 0 0 0 0 2800 Total 0 0 12| 0 2,805 0 0 Indicative a-t-m Vol 20.81 Underlying Price 1856.000 Time to expiry: 105 Days Dec 10 463.000 0.97 30.17 0 0 0| 0 0 0 0 1400 273.500 0.89 24.26 0 0 0| 0 0 0 0 1600 188.500 0.79 22.52 0 0 0| 0 15 0 0 1700 117.000 0.63 21.27 0 0 0| 0 1,201 0 0 1800 64.000 0.44 20.45 0 0 0| 13 339 +13 0 1900 32.000 0.27 20.32 0 0 0| 175 2,654 +175 0 2000 6.500 0.07 20.59 0 0 0| 0 452 0 0 2200 1.500 0.02 21.95 0 0 0| 0 0 0 0 2400 Total 0 0 0| 188 4,661 +188 0 Indicative a-t-m Vol 20.93 Underlying Price 1856.000 Time to expiry: 196 Days Mar 11 282.500 0.86 23.96 0 0 0| 0 0 0 0 1600 202.000 0.76 22.53 0 0 0| 0 0 0 0 1700 133.500 0.62 21.45 0 0 0| 0 0 0 0 1800 81.000 0.46 20.52 0 0 0| 0 9 0 0 1900 45.500 0.31 19.95 0 0 0| 0 78 0 0 2000 13.000 0.11 19.88 0 0 0| 0 2 0 0 2200 4.500 0.04 21.22 0 0 0| 0 0 0 0 2400 Total 0 0 0| 0 89 0 0 Total Calls 0 0 12| 188 7,555 +188 0 | Equity Options 22:04 Business Day Fri 3 Sep 2010 Previous Business Day Thu 2 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 16.20 Underlying Price 1856.000 Time to expiry: 14 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 0.500 -0.02 20.65 0 0 0| 1 161 0 0 1700 1.500 -0.06 18.56 0 0 0| 0 105 0 0 1750 6.500 -0.18 17.13 0 0 0| 0 1,526 0 0 1800 21.000 -0.45 16.21 0 0 0| 0 3,133 0 0 1850 52.000 -0.76 16.12 0 0 0| 0 533 0 0 1900 96.000 -0.92 16.93 0 0 0| 0 0 0 0 1950 144.000 -0.99 16.29 0 0 0| 0 118 0 0 2000 244.000 -1.00 17.91 0 0 0| 0 0 0 0 2100 344.000 -1.00 17.91 0 0 0| 0 0 0 0 2200 544.000 -1.00 17.91 0 0 0| 0 0 0 0 2400 944.000 -1.00 17.91 0 0 0| 0 0 0 0 2800 Total 0 0 0| 1 6,491 0 0 Indicative a-t-m Vol 20.63 Underlying Price 1856.000 Time to expiry: 105 Days Dec 10 3.500 -0.03 29.12 0 0 0| 0 20 0 0 1400 13.000 -0.11 23.74 0 0 0| 0 28 0 0 1600 28.000 -0.21 22.27 0 0 0| 1 558 0 0 1700 56.500 -0.37 21.05 0 0 0| 0 924 0 0 1800 103.500 -0.56 20.30 0 0 0| 0 500 0 0 1900 171.500 -0.74 20.00 0 0 0| 0 265 0 0 2000 347.000 -0.94 20.05 0 0 0| 0 0 0 0 2200 544.000 -1.00 20.60 0 0 0| 0 0 0 0 2400 Total 0 0 0| 1 2,295 0 0 Indicative a-t-m Vol 20.05 Underlying Price 1856.000 Time to expiry: 196 Days Mar 11 38.500 -0.21 22.71 0 0 0| 0 5 0 0 1600 64.500 -0.32 21.47 0 0 0| 0 0 0 0 1700 104.500 -0.46 20.60 0 0 0| 0 35 0 0 1800 158.500 -0.61 19.62 0 0 0| 0 2 0 0 1900 228.000 -0.75 18.96 0 0 0| 0 0 0 0 2000 400.000 -0.92 18.16 0 0 0| 0 0 0 0 2200 593.000 -0.98 18.13 0 0 0| 0 0 0 0 2400 Total 0 0 0| 0 42 0 0 Total Puts 0 0 0| 2 8,828 0 0 Grand Total 0 1,680 1,692| 190 16,383 +188 0 Equity Options 22:04 Business Day Fri 3 Sep 2010 Previous Business Day Thu 2 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 29.91 Underlying Price 1062.000 Time to expiry: 14 Days Sep 10 262.500 1.00 51.01 0 0 0| 0 0 0 0 800 222.500 0.99 46.64 0 0 0| 0 0 0 0 840 182.500 0.99 38.77 0 0 0| 0 0 0 0 880 143.000 0.98 35.26 0 0 0| 0 10 0 0 920 104.000 0.94 32.93 0 0 0| 0 1 0 0 960 85.000 0.91 30.35 0 0 0| 0 3 0 0 980 68.000 0.84 30.87 0 0 0| 0 9 0 0 1000 32.500 0.59 30.09 0 0 0| 0 6 0 0 1050 11.000 0.29 29.32 0 0 0| 0 11 0 0 1100 2.500 0.09 28.54 0 0 0| 0 319 0 0 1150 0.500 0.02 29.06 0 0 0| 0 21 0 0 1200 CAB 0.00 29.32 0 0 0| 0 15 0 0 1250 CAB 0.00 29.06 0 0 0| 0 18 0 0 1300 CAB 0.00 28.54 0 0 0| 0 0 0 0 1400 Total 0 0 0| 0 413 0 0 Indicative a-t-m Vol 31.18 Underlying Price 1062.000 Time to expiry: 105 Days Dec 10 198.000 0.87 34.56 0 0 0| 0 3 0 0 880 135.000 0.75 32.85 0 0 0| 0 10 0 0 960 107.500 0.67 32.04 0 0 0| 0 302 0 0 1000 54.500 0.45 30.65 0 0 0| 0 501 0 0 1100 22.500 0.25 29.14 0 0 0| 0 411 0 0 1200 8.000 0.11 28.55 0 0 0| 0 109 0 0 1300 2.500 0.04 28.05 0 0 0| 0 41 0 0 1400 Total 0 0 0| 0 1,377 0 0 Indicative a-t-m Vol 31.06 Underlying Price 1062.000 Time to expiry: 196 Days Mar 11 216.500 0.81 34.08 0 0 0| 0 0 0 0 880 158.000 0.71 32.61 0 0 0| 0 0 0 0 960 133.000 0.65 32.02 0 0 0| 0 12 0 0 1000 80.500 0.49 30.47 0 0 0| 0 15 0 0 1100 44.000 0.33 29.23 0 0 0| 0 0 0 0 1200 22.500 0.20 28.51 0 0 0| 0 2 0 0 1300 11.000 0.11 28.19 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 22:04 Business Day Fri 3 Sep 2010 Previous Business Day Thu 2 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 30.78 Underlying Price 1062.000 Time to expiry: 14 Days Sep 10 CAB 0.00 55.23 0 0 0| 0 1 0 0 800 0.500 -0.01 49.21 0 0 0| 0 13 0 0 840 0.500 -0.01 42.64 0 0 0| 0 10 0 0 880 1.000 -0.03 38.74 0 0 0| 0 13 0 0 920 3.000 -0.08 37.14 0 0 0| 0 22 0 0 960 5.000 -0.12 35.45 0 0 0| 0 50 0 0 980 8.000 8.000 -0.19 34.83 8.000 8.000 0 0 50| 0 726 0 0 1000 29.000 21.000 -0.41 31.08 29.000 29.000 0 0 3| 0 15 0 0 1050 49.000 -0.71 29.83 0 0 0| 0 17 0 0 1100 91.000 -0.89 30.84 0 0 0| 0 30 0 0 1150 138.500 -0.97 32.24 0 0 0| 0 2 0 0 1200 188.000 -0.99 32.94 0 0 0| 0 0 0 0 1250 238.000 -1.00 33.99 0 0 0| 0 0 0 0 1300 338.000 -1.00 33.99 0 0 0| 0 0 0 0 1400 Total 0 0 53| 0 899 0 0 Indicative a-t-m Vol 31.61 Underlying Price 1062.000 Time to expiry: 105 Days Dec 10 15.500 -0.14 35.45 0 0 0| 0 28 0 0 880 32.000 -0.25 33.52 0 0 0| 0 403 0 0 960 44.500 -0.33 32.55 0 0 0| 0 22 0 0 1000 100.500 91.500 -0.55 31.03 100.500 91.000 0 0 8| 0 44 0 0 1100 159.500 -0.75 29.70 0 0 0| 0 10 0 0 1200 245.500 -0.89 29.58 0 0 0| 0 2 0 0 1300 340.000 -0.95 30.07 0 0 0| 0 0 0 0 1400 Total 0 0 8| 0 509 0 0 Indicative a-t-m Vol 31.40 Underlying Price 1062.000 Time to expiry: 196 Days Mar 11 32.000 -0.19 34.58 0 0 0| 0 10 0 0 880 53.000 -0.29 32.90 0 0 0| 0 10 0 0 960 68.000 -0.35 32.34 0 0 0| 0 10 0 0 1000 115.500 -0.51 30.83 0 0 0| 0 29 0 0 1100 179.000 -0.67 29.57 0 0 0| 0 0 0 0 1200 257.500 -0.80 29.02 0 0 0| 0 0 0 0 1300 346.500 -0.89 28.96 0 0 0| 0 1 0 0 1400 Total 0 0 0| 0 60 0 0 Total Puts 0 0 61| 0 1,468 0 0 Grand Total 0 1,680 1,741| 0 3,287 0 0 Equity Options 22:04 Business Day Fri 3 Sep 2010 Previous Business Day Thu 2 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 28.08 Underlying Price 389.800 Time to expiry: 14 Days Sep 10 150.000 1.00 77.79 0 0 0| 0 0 0 0 240 130.000 1.00 69.30 0 0 0| 0 0 0 0 260 110.000 1.00 64.41 0 0 0| 0 0 0 0 280 100.000 0.99 60.47 0 0 0| 0 0 0 0 290 90.000 0.99 58.75 0 0 0| 0 21 0 0 300 80.000 0.99 53.39 0 0 0| 0 35 0 0 310 70.250 0.98 50.09 0 0 0| 0 73 0 0 320 60.500 0.96 47.82 0 0 0| 0 588 0 0 330 50.750 0.95 42.56 0 0 0| 0 1,901 0 0 340 41.000 0.92 38.32 0 0 0| 0 0 0 0 350 31.750 0.88 35.32 0 0 0| 0 1,391 0 0 360 22.750 0.80 31.61 0 0 0| 0 1,135 0 0 370 15.000 0.68 29.94 0 0 0| 0 546 0 0 380 8.750 0.51 28.08 0 0 0| 0 0 0 0 390 4.500 0.33 27.17 0 0 0| 0 1,015 0 0 400 1.000 0.10 28.43 0 0 0| 0 0 0 0 420 Total 0 0 0| 0 6,705 0 0 Indicative a-t-m Vol 25.52 Underlying Price 389.800 Time to expiry: 105 Days Dec 10 150.000 1.00 47.13 0 0 0| 0 0 0 0 240 130.250 0.99 43.52 0 0 0| 0 0 0 0 260 110.500 0.98 39.61 0 0 0| 0 0 0 0 280 91.000 0.95 36.41 0 0 0| 0 29 0 0 300 72.000 0.91 33.28 0 0 0| 0 210 0 0 320 54.000 0.84 29.71 0 0 0| 0 261 0 0 340 38.500 37.500 0.73 27.07 38.750 38.500 0 0 325| 0 2,150 +75 0 360 25.000 0.58 26.14 0 0 0| 0 37 0 0 380 15.000 0.43 24.90 0 0 0| 6 144 -577 0 400 4.000 0.17 23.43 0 0 0| 0 0 0 0 440 Total 0 0 325| 6 2,831 -502 0 Indicative a-t-m Vol 25.72 Underlying Price 389.800 Time to expiry: 196 Days Mar 11 150.250 0.99 40.42 0 0 0| 0 0 0 0 240 111.500 0.94 35.26 0 0 0| 0 0 0 0 280 93.250 0.89 32.97 0 0 0| 0 0 0 0 300 75.750 0.84 30.79 0 0 0| 0 24 0 0 320 60.000 0.76 29.29 0 0 0| 4 40 0 0 340 45.500 0.68 27.69 0 0 0| 0 27 0 0 360 33.000 0.58 26.28 0 0 0| 0 0 0 0 380 22.750 0.47 25.17 0 0 0| 0 67 0 0 400 9.750 0.26 23.95 0 0 0| 0 11 0 0 440 Total 0 0 0| 4 169 0 0 Total Calls 0 0 325| 10 9,705 -502 0 | Equity Options 22:04 Business Day Fri 3 Sep 2010 Previous Business Day Thu 2 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 31.71 Underlying Price 389.800 Time to expiry: 14 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 -0.01 38.57 0 0 0| 0 336 0 0 330 0.500 -0.03 37.49 0 0 0| 0 359 0 0 340 0.750 -0.05 34.12 0 0 0| 0 5 0 0 350 1.500 -0.11 33.47 0 0 0| 0 60 0 0 360 2.250 -0.17 28.23 0 0 0| 0 354 0 0 370 4.250 -0.31 26.81 0 0 0| 0 41 0 0 380 10.000 -0.49 31.71 0 0 0| 0 0 0 0 390 15.750 -0.65 30.94 0 0 0| 0 0 0 0 400 31.500 -0.88 30.29 0 0 0| 0 0 0 0 420 Total 0 0 0| 0 4,753 0 0 Indicative a-t-m Vol 25.67 Underlying Price 389.800 Time to expiry: 105 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 1.500 -0.05 37.88 0 0 0| 0 39 0 0 280 2.500 -0.07 34.39 0 0 0| 0 1,561 0 0 300 4.000 -0.12 31.75 0 0 0| 0 91 0 0 320 6.750 -0.19 29.21 0 0 0| 0 81 0 0 340 11.500 -0.29 27.85 0 0 0| 0 45 0 0 360 18.500 -0.43 26.18 0 0 0| 0 0 0 0 380 28.750 -0.58 25.16 0 0 0| 0 0 0 0 400 58.000 -0.84 23.64 0 0 0| 0 0 0 0 440 Total 0 0 0| 0 2,303 0 0 Indicative a-t-m Vol 25.49 Underlying Price 389.800 Time to expiry: 196 Days Mar 11 2.500 -0.04 42.11 0 0 0| 0 9 0 0 240 4.250 -0.08 35.12 0 0 0| 0 28 0 0 280 6.000 6.000 -0.12 32.62 6.000 S 6.000 S 0 0 5| 0 11 0 0 300 8.500 -0.17 30.17 0 0 0| 4 6 0 0 320 12.500 -0.24 28.74 0 0 0| 0 10 0 0 340 18.250 -0.32 27.37 0 0 0| 0 45 0 0 360 28.000 25.750 -0.43 26.03 28.000 S 28.000 S 0 0 5| 0 0 0 0 380 35.500 -0.54 24.96 0 0 0| 0 4 0 0 400 62.750 -0.75 23.79 0 0 0| 0 0 0 0 440 Total 0 0 10| 4 113 0 0 Total Puts 0 0 10| 4 7,169 0 0 Grand Total 0 2,100 2,435| 14 16,874 -502 0 Equity Options 22:04 Business Day Fri 3 Sep 2010 Previous Business Day Thu 2 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 29.45 Underlying Price 246.700 Time to expiry: 14 Days Sep 10 46.750 0.99 44.14 0 0 0| 0 0 0 0 200 37.000 0.98 39.22 0 0 0| 0 0 0 0 210 27.000 0.95 34.82 0 0 0| 0 0 0 0 220 22.250 0.92 32.98 0 0 0| 0 0 0 0 225 18.000 0.87 32.27 0 0 0| 0 0 0 0 230 13.750 0.79 31.42 0 0 0| 0 0 0 0 235 8.750 10.000 0.69 30.24 8.750 8.750 0 0 2| 0 5 0 0 240 6.750 0.56 29.49 0 0 0| 0 0 0 0 245 4.500 0.43 29.39 0 0 0| 0 0 0 0 250 1.750 0.21 30.24 0 0 0| 0 40 0 0 260 0.500 0.07 30.00 0 0 0| 0 25 0 0 270 CAB 0.02 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 2| 0 806 0 0 Indicative a-t-m Vol 31.43 Underlying Price 246.700 Time to expiry: 105 Days Dec 10 50.000 0.88 38.21 0 0 0| 0 0 0 0 200 33.000 0.77 33.51 0 0 0| 0 0 0 0 220 25.750 0.69 32.46 0 0 0| 0 0 0 0 230 19.750 0.60 31.70 0 0 0| 0 1 0 0 240 10.750 0.40 30.94 0 0 0| 0 1,065 0 0 260 5.500 0.24 31.18 0 0 0| 0 5 0 0 280 2.750 0.14 31.84 0 0 0| 0 20 0 0 300 1.500 0.08 33.16 0 0 0| 0 534 0 0 320 1.000 0.05 35.00 0 0 0| 0 0 0 0 340 0.500 0.03 35.00 0 0 0| 0 0 0 0 360 0.250 0.01 36.91 0 0 0| 0 8 0 0 400 Total 0 0 0| 0 1,633 0 0 Indicative a-t-m Vol 32.11 Underlying Price 246.700 Time to expiry: 196 Days Mar 11 53.500 0.82 36.36 0 0 0| 0 0 0 0 200 38.500 0.72 33.94 0 0 0| 0 0 0 0 220 32.000 0.66 32.99 0 0 0| 0 0 0 0 230 26.250 0.59 32.38 0 0 0| 0 2 0 0 240 17.000 0.45 31.62 0 0 0| 0 0 0 0 260 10.750 0.33 31.23 0 0 0| 0 0 0 0 280 7.000 0.23 31.64 0 0 0| 0 10 0 0 300 4.500 0.16 32.06 0 0 0| 0 0 0 0 320 2.000 0.08 34.06 0 0 0| 0 0 0 0 360 Total 0 0 0| 0 12 0 0 Equity Options 22:04 Business Day Fri 3 Sep 2010 Previous Business Day Thu 2 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 2| 0 2,451 0 0 | ITV Plc - STND OPT (GME) Indicative a-t-m Vol 47.81 Underlying Price 59.150 Time to expiry: 14 Days Sep 10 19.250 1.00 62.47 0 0 0| 0 0 0 0 40 15.250 1.00 56.66 0 0 0| 0 0 0 0 44 13.250 0.99 51.68 0 0 0| 0 0 0 0 46 11.250 0.98 49.87 0 0 0| 10 0 -10 0 48 7.500 0.92 47.81 0 0 0| 0 20 0 0 52 4.000 0.74 46.78 0 0 0| 0 250 0 0 56 2.000 0.46 47.81 0 0 0| 0 20 0 0 60 0.500 0.21 44.72 0 0 0| 1 1,231 0 0 64 0.250 0.05 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 0| 11 1,693 -10 0 Indicative a-t-m Vol 44.91 Underlying Price 59.150 Time to expiry: 105 Days Dec 10 19.500 0.97 41.89 0 0 0| 0 0 0 0 40 15.750 0.91 44.57 0 0 0| 0 0 0 0 44 12.750 0.84 45.15 0 0 0| 0 0 0 0 48 7.250 0.64 44.54 0 0 0| 0 520 0 0 56 5.500 0.53 44.91 0 0 0| 22 195 -10 0 60 3.750 0.42 42.98 0 0 0| 0 295 0 0 64 1.250 0.20 38.38 0 0 0| 0 62 0 0 72 0.500 0.09 39.00 0 0 0| 0 4 0 0 80 CAB 0.00 39.00 0 0 0| 0 0 0 0 120 Total 0 0 0| 22 1,076 -10 0 Indicative a-t-m Vol 42.01 Underlying Price 59.150 Time to expiry: 196 Days Mar 11 20.000 0.92 43.35 0 0 0| 0 0 0 0 40 17.000 0.86 43.96 0 0 0| 0 0 0 0 44 14.000 0.79 44.36 0 0 0| 0 0 0 0 48 9.000 0.64 42.80 0 0 0| 0 0 0 0 56 7.000 0.55 42.01 0 0 0| 0 13 0 0 60 5.500 0.46 41.59 0 0 0| 0 38 0 0 64 1.500 0.18 37.91 0 0 0| 0 0 0 0 80 Total 0 0 0| 0 51 0 0 Total Calls 0 0 0| 33 2,820 -20 0 | Equity Options 22:04 Business Day Fri 3 Sep 2010 Previous Business Day Thu 2 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 29.53 Underlying Price 246.700 Time to expiry: 14 Days Sep 10 CAB -0.01 42.24 0 0 0| 0 0 0 0 200 CAB -0.01 35.97 0 0 0| 0 0 0 0 210 0.250 -0.03 31.79 0 0 0| 0 0 0 0 220 0.500 -0.06 30.06 0 0 0| 0 0 0 0 225 1.000 -0.12 29.99 0 0 0| 0 4 0 0 230 1.750 -0.20 29.94 0 0 0| 0 0 0 0 235 3.000 -0.31 29.40 0 0 0| 0 7 0 0 240 5.000 -0.44 29.06 0 0 0| 0 5 0 0 245 7.750 -0.57 30.23 0 0 0| 0 5 0 0 250 15.000 -0.79 30.56 0 0 0| 0 35 0 0 260 24.000 -0.90 33.56 0 0 0| 0 220 0 0 270 33.500 -0.96 34.56 0 0 0| 0 15 0 0 280 43.250 -0.99 35.56 0 0 0| 0 5 0 0 290 53.250 -1.00 36.56 0 0 0| 0 5 0 0 300 63.250 -1.00 37.56 0 0 0| 0 0 0 0 310 73.250 -1.00 38.56 0 0 0| 0 15 0 0 320 93.250 -1.00 39.89 0 0 0| 0 8 0 0 340 113.250 -1.00 40.89 0 0 0| 0 0 0 0 360 153.250 -1.00 41.89 0 0 0| 0 0 0 0 400 Total 0 0 0| 0 324 0 0 Indicative a-t-m Vol 30.91 Underlying Price 246.700 Time to expiry: 105 Days Dec 10 3.250 -0.12 36.35 0 0 0| 0 0 0 0 200 6.750 -0.24 33.49 0 0 0| 0 0 0 0 220 10.000 -0.32 32.54 0 0 0| 0 0 0 0 230 13.500 -0.41 31.19 0 0 0| 0 531 0 0 240 24.500 -0.61 30.39 0 0 0| 0 21 0 0 260 39.500 -0.77 30.28 0 0 0| 0 83 0 0 280 56.750 -0.87 30.93 0 0 0| 0 10 0 0 300 75.500 -0.93 31.85 0 0 0| 0 54 0 0 320 95.000 -0.96 33.38 0 0 0| 0 0 0 0 340 114.750 -0.97 35.31 0 0 0| 0 2 0 0 360 154.500 -0.99 40.16 0 0 0| 0 0 0 0 400 Total 0 0 0| 0 701 0 0 Indicative a-t-m Vol 31.92 Underlying Price 246.700 Time to expiry: 196 Days Mar 11 7.500 -0.18 36.51 0 0 0| 0 0 0 0 200 12.250 -0.28 33.84 0 0 0| 0 9 0 0 220 15.750 -0.34 32.78 0 0 0| 0 14 0 0 230 20.000 -0.41 32.18 0 0 0| 0 0 0 0 240 30.750 -0.55 31.45 0 0 0| 0 0 0 0 260 44.500 -0.68 31.09 0 0 0| 0 25 0 0 280 60.500 -0.78 31.32 0 0 0| 0 0 0 0 300 78.250 -0.85 31.82 0 0 0| 0 6 0 0 320 115.750 -0.93 33.53 0 0 0| 0 0 0 0 360 Total 0 0 0| 0 54 0 0 Equity Options 22:04 Business Day Fri 3 Sep 2010 Previous Business Day Thu 2 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 2,340 2,342| 0 3,530 0 0 ITV Plc - STND OPT (GME) Indicative a-t-m Vol 48.36 Underlying Price 59.150 Time to expiry: 14 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 -0.06 42.48 0 0 0| 0 0 0 0 52 0.750 -0.25 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 5.500 -0.78 48.36 0 0 0| 0 30 0 0 64 13.000 -0.96 54.79 0 0 0| 0 0 0 0 72 20.750 -0.99 60.94 0 0 0| 0 0 0 0 80 60.750 -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 42.99 Underlying Price 59.150 Time to expiry: 105 Days Dec 10 0.500 -0.06 52.61 0 0 0| 0 0 0 0 40 0.750 -0.10 47.08 0 0 0| 0 18 0 0 44 1.250 -0.15 43.60 0 0 0| 0 50 0 0 48 4.000 -0.36 43.37 0 0 0| 0 62 0 0 56 5.750 -0.48 42.99 0 0 0| 0 24 0 0 60 8.250 -0.59 42.07 0 0 0| 0 39 0 0 64 14.000 -0.80 38.33 0 0 0| 0 0 0 0 72 21.500 -0.89 42.09 0 0 0| 0 0 0 0 80 60.750 -1.00 34.65 0 0 0| 0 0 0 0 120 Total 0 0 0| 0 193 0 0 Indicative a-t-m Vol 41.96 Underlying Price 59.150 Time to expiry: 196 Days Mar 11 1.000 -0.09 45.08 0 0 0| 0 0 0 0 40 1.750 -0.14 44.81 0 0 0| 0 32 0 0 44 2.750 -0.21 44.10 0 0 0| 0 66 0 0 48 5.500 -0.37 42.69 0 0 0| 0 0 0 0 56 7.500 -0.45 41.96 0 0 0| 0 25 0 0 60 10.000 -0.54 40.85 0 0 0| 0 0 0 0 64 22.000 -0.83 37.99 0 0 0| 0 0 0 0 80 Total 0 0 0| 0 123 0 0 Total Puts 0 0 0| 0 1,851 0 0 Grand Total 0 3,960 3,962| 33 8,201 -20 0 Equity Options 22:04 Business Day Fri 3 Sep 2010 Previous Business Day Thu 2 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 40.05 Underlying Price 1285.000 Time to expiry: 14 Days Sep 10 405.000 1.00 56.79 0 0 0| 0 0 0 0 880 365.000 1.00 56.16 0 0 0| 0 0 0 0 920 325.000 1.00 54.27 0 0 0| 0 7 0 0 960 305.000 1.00 52.80 0 0 0| 0 0 0 0 980 285.000 1.00 51.33 0 0 0| 0 5 0 0 1000 235.500 0.99 48.74 0 0 0| 0 3 0 0 1050 186.000 0.97 46.11 0 0 0| 0 4 0 0 1100 138.000 0.92 42.75 0 0 0| 0 322 0 0 1150 95.000 0.81 41.83 0 0 0| 0 578 0 0 1200 59.000 0.64 40.04 0 0 0| 6 11 +6 0 1250 33.000 0.45 40.06 0 0 0| 0 27 0 0 1300 16.500 0.27 39.52 0 0 0| 0 0 0 0 1350 7.000 0.14 39.00 0 0 0| 0 24 0 0 1400 1.000 0.02 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 0| 6 1,205 +6 0 Indicative a-t-m Vol 41.77 Underlying Price 1285.000 Time to expiry: 105 Days Dec 10 414.000 0.94 50.65 0 0 0| 0 0 0 0 880 377.500 0.92 49.10 0 0 0| 0 0 0 0 920 341.500 0.90 47.76 0 0 0| 0 0 0 0 960 307.000 0.87 46.59 0 0 0| 0 0 0 0 1000 227.500 0.78 44.28 0 0 0| 0 271 0 0 1100 160.000 160.500 0.66 42.71 160.000 160.000 0 0 70| 0 125 0 0 1200 105.500 107.500 0.52 41.61 107.500 105.500 0 0 18| 0 78 0 0 1300 68.500 0.39 41.02 0 0 0| 0 11 0 0 1400 42.500 0.27 40.53 0 0 0| 0 3 0 0 1500 24.500 0.18 40.10 0 0 0| 0 5 0 0 1600 14.500 0.12 40.03 0 0 0| 0 2 0 0 1700 8.000 0.07 40.02 0 0 0| 0 6 0 0 1800 Total 0 0 88| 0 501 0 0 Indicative a-t-m Vol 42.03 Underlying Price 1285.000 Time to expiry: 196 Days Mar 11 430.500 0.90 47.55 0 0 0| 0 0 0 0 880 398.500 0.87 47.40 0 0 0| 0 0 0 0 920 367.000 0.85 47.05 0 0 0| 0 0 0 0 960 337.000 0.82 46.61 0 0 0| 0 0 0 0 1000 266.000 0.74 44.97 0 0 0| 0 8 0 0 1100 203.000 0.65 43.28 0 0 0| 0 4 0 0 1200 150.500 0.55 41.81 0 0 0| 0 7 0 0 1300 107.000 0.45 40.15 0 0 0| 0 0 0 0 1400 54.500 0.27 39.63 0 0 0| 0 0 0 0 1600 Total 0 0 0| 0 19 0 0 Equity Options 22:04 Business Day Fri 3 Sep 2010 Previous Business Day Thu 2 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 88| 6 1,725 +6 0 | Equity Options 22:04 Business Day Fri 3 Sep 2010 Previous Business Day Thu 2 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 38.13 Underlying Price 1285.000 Time to expiry: 14 Days Sep 10 CAB 0.00 57.71 0 0 0| 0 15 0 0 880 CAB 0.00 55.58 0 0 0| 0 2 0 0 920 CAB 0.00 53.38 0 0 0| 0 2 0 0 960 CAB 0.00 51.91 0 0 0| 0 7 0 0 980 0.500 -0.01 50.06 0 0 0| 0 21 0 0 1000 0.500 -0.02 46.60 0 0 0| 0 17 0 0 1050 6.500 2.000 -0.04 44.50 8.500 6.500 0 0 30| 1 161 -1 0 1100 5.000 -0.09 41.84 0 0 0| 0 10 0 0 1150 12.500 -0.20 40.80 0 0 0| 0 750 0 0 1200 26.000 -0.36 38.78 0 0 0| 0 4 0 0 1250 51.000 49.500 -0.56 37.85 53.000 51.000 0 0 10| 0 111 0 0 1300 83.000 -0.74 37.39 0 0 0| 0 0 0 0 1350 125.000 -0.86 38.42 0 0 0| 5 28 -5 0 1400 219.500 -0.98 39.11 0 0 0| 0 21 0 0 1500 318.500 -1.00 39.80 0 0 0| 0 302 0 0 1600 418.500 -1.00 40.81 0 0 0| 0 0 0 0 1700 518.500 -1.00 41.84 0 0 0| 0 2 0 0 1800 Total 0 0 40| 6 1,453 -6 0 Indicative a-t-m Vol 41.56 Underlying Price 1285.000 Time to expiry: 105 Days Dec 10 12.500 -0.07 52.24 0 0 0| 0 2 0 0 880 15.000 -0.08 50.13 0 0 0| 0 0 0 0 920 19.500 -0.11 48.46 0 0 0| 0 2 0 0 960 24.000 -0.13 46.76 0 0 0| 0 220 0 0 1000 57.000 44.000 -0.22 44.19 57.500 52.000 0 0 55| 0 750 0 0 1100 95.500 76.500 -0.34 42.67 95.500 77.000 0 0 55| 0 255 0 0 1200 126.000 123.000 -0.48 41.37 126.000 126.000 0 0 1| 0 82 0 0 1300 184.000 -0.61 40.71 0 0 0| 0 1 0 0 1400 258.500 -0.73 40.50 0 0 0| 0 0 0 0 1500 341.000 -0.82 40.17 0 0 0| 0 0 0 0 1600 430.500 -0.89 39.86 0 0 0| 0 0 0 0 1700 524.000 -0.94 39.52 0 0 0| 0 0 0 0 1800 Total 0 0 111| 0 1,312 0 0 Indicative a-t-m Vol 41.81 Underlying Price 1285.000 Time to expiry: 196 Days Mar 11 28.000 -0.11 48.96 0 0 0| 0 2 0 0 880 35.000 -0.13 48.08 0 0 0| 0 0 0 0 920 42.500 -0.15 47.22 0 0 0| 0 1 0 0 960 51.000 -0.18 46.34 0 0 0| 0 0 0 0 1000 78.500 -0.26 44.32 0 0 0| 0 15 0 0 1100 116.000 -0.35 43.04 0 0 0| 1 6 0 0 1200 164.000 -0.45 41.60 0 0 0| 0 0 0 0 1300 221.500 -0.56 40.43 0 0 0| 0 0 0 0 1400 367.500 -0.73 39.63 0 0 0| 0 1 0 0 1600 Total 0 0 0| 1 25 0 0 Total Puts 0 0 151| 7 2,790 -6 0 Equity Options 22:04 Business Day Fri 3 Sep 2010 Previous Business Day Thu 2 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 2,280 2,519| 13 4,515 0 0 Equity Options 22:04 Business Day Fri 3 Sep 2010 Previous Business Day Thu 2 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 29.06 Underlying Price 215.500 Time to expiry: 14 Days Sep 10 35.750 0.98 44.91 0 0 0| 0 8 0 0 180 25.750 0.97 35.08 0 0 0| 0 0 0 0 190 21.000 0.92 35.58 0 0 0| 0 3 0 0 195 16.500 0.87 33.71 0 0 0| 0 99 0 0 200 12.250 0.79 31.68 0 0 0| 0 0 0 0 205 8.500 0.68 30.28 0 0 0| 0 79 0 0 210 5.500 0.53 29.36 0 0 0| 3 3 +3 0 215 3.000 0.37 27.84 0 0 0| 150 261 +150 0 220 1.750 0.24 29.05 0 0 0| 0 0 0 0 225 1.000 0.14 29.22 0 0 0| 0 170 0 0 230 0.500 0.08 30.00 0 0 0| 0 0 0 0 235 0.250 0.04 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 0| 153 760 +153 0 Indicative a-t-m Vol 25.64 Underlying Price 215.500 Time to expiry: 42 Days Oct 10 36.000 0.95 34.97 0 0 0| 0 0 0 0 180 26.500 0.91 31.01 0 0 0| 0 0 0 0 190 22.000 0.87 29.65 0 0 0| 0 0 0 0 195 17.750 0.81 28.37 0 0 0| 0 0 0 0 200 14.000 0.73 27.84 0 0 0| 0 0 0 0 205 10.250 0.64 26.58 0 0 0| 0 7 0 0 210 7.500 0.53 25.82 0 0 0| 0 0 0 0 215 5.000 0.41 24.93 0 0 0| 0 0 0 0 220 3.250 0.31 24.84 0 0 0| 0 0 0 0 225 2.000 0.21 23.56 0 0 0| 0 0 0 0 230 1.000 0.12 26.88 0 0 0| 0 0 0 0 240 0.500 0.06 35.06 0 0 0| 0 0 0 0 260 Total 0 0 0| 0 7 0 0 Indicative a-t-m Vol 25.90 Underlying Price 215.500 Time to expiry: 77 Days Nov 10 36.750 0.91 33.58 0 0 0| 0 0 0 0 180 27.500 0.85 30.12 0 0 0| 0 0 0 0 190 23.500 0.80 29.80 0 0 0| 0 0 0 0 195 19.500 0.74 28.48 0 0 0| 0 0 0 0 200 16.000 0.67 27.73 0 0 0| 0 0 0 0 205 12.500 0.60 26.71 0 0 0| 0 0 0 0 210 9.750 0.52 26.04 0 0 0| 0 0 0 0 215 7.500 0.43 25.33 0 0 0| 0 0 0 0 220 4.250 0.29 25.25 0 0 0| 0 0 0 0 230 1.750 0.16 23.67 0 0 0| 0 0 0 0 240 Total 0 0 0| 0 0 0 0 Equity Options 22:04 Business Day Fri 3 Sep 2010 Previous Business Day Thu 2 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 | Indicative a-t-m Vol 27.03 Underlying Price 215.500 Time to expiry: 105 Days Dec 10 37.250 0.89 32.11 0 0 0| 0 0 0 0 180 28.750 0.81 30.62 0 0 0| 0 22 0 0 190 21.250 0.71 29.10 0 0 0| 0 0 0 0 200 14.500 0.58 27.41 0 0 0| 0 12 0 0 210 9.750 0.45 26.78 0 0 0| 0 54 0 0 220 5.500 6.000 0.33 25.85 5.500 5.500 0 0 7| 0 71 0 0 230 3.500 0.22 25.56 0 0 0| 0 97 0 0 240 1.250 0.09 25.48 0 0 0| 0 7 0 0 260 0.500 0.04 27.15 0 0 0| 0 0 0 0 280 0.250 0.02 35.53 0 0 0| 0 0 0 0 320 Total 0 0 7| 0 263 0 0 Indicative a-t-m Vol 27.67 Underlying Price 215.500 Time to expiry: 196 Days Mar 11 40.250 0.81 31.75 0 0 0| 0 0 0 0 180 32.250 0.75 29.81 0 0 0| 0 0 0 0 190 25.500 0.67 28.84 0 0 0| 0 87 0 0 200 19.750 0.58 28.18 0 0 0| 0 44 0 0 210 14.750 0.49 27.32 0 0 0| 0 38 0 0 220 10.500 0.40 26.68 0 0 0| 0 16 0 0 230 7.500 0.31 26.33 0 0 0| 0 12 0 0 240 2.250 0.12 28.26 0 0 0| 0 102 0 0 280 Total 0 0 0| 0 299 0 0 Total Calls 0 0 7| 153 1,329 +153 0 | Equity Options 22:04 Business Day Fri 3 Sep 2010 Previous Business Day Thu 2 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 215.500 Time to expiry: 14 Days Sep 10 0.250 -0.03 48.44 0 0 0| 0 56 0 0 180 0.500 -0.05 39.34 0 0 0| 0 115 0 0 190 0.500 -0.06 33.42 0 0 0| 0 26 0 0 195 0.750 -0.12 32.35 0 0 0| 0 329 0 0 200 1.500 -0.20 30.76 0 0 0| 0 212 0 0 205 2.750 -0.32 30.00 0 0 0| 0 47 0 0 210 4.750 -0.47 28.31 0 0 0| 0 305 0 0 215 7.750 -0.63 29.00 0 0 0| 0 33 0 0 220 11.250 -0.76 29.00 0 0 0| 0 20 0 0 225 15.500 -0.85 30.00 0 0 0| 0 40 0 0 230 20.000 -0.92 30.00 0 0 0| 0 0 0 0 235 24.750 -0.96 30.00 0 0 0| 0 30 0 0 240 34.500 -0.99 30.00 0 0 0| 0 0 0 0 250 44.500 -1.00 30.00 0 0 0| 0 21 0 0 260 64.500 -1.00 30.00 0 0 0| 0 0 0 0 280 104.500 -1.00 30.00 0 0 0| 0 0 0 0 320 Total 0 0 0| 0 1,234 0 0 Indicative a-t-m Vol 26.78 Underlying Price 215.500 Time to expiry: 42 Days Oct 10 0.750 -0.07 35.08 0 0 0| 0 0 0 0 180 1.750 -0.13 32.15 0 0 0| 0 25 0 0 190 2.250 -0.17 29.94 0 0 0| 0 0 0 0 195 3.000 -0.23 28.41 0 0 0| 0 15 0 0 200 4.750 -0.32 28.94 0 0 0| 0 0 0 0 205 6.000 -0.41 26.93 0 0 0| 0 0 0 0 210 8.500 -0.51 26.80 0 0 0| 0 2 0 0 215 11.500 -0.61 26.70 0 0 0| 0 0 0 0 220 14.750 -0.70 26.30 0 0 0| 0 0 0 0 225 19.000 -0.77 27.92 0 0 0| 0 0 0 0 230 27.250 -0.89 26.73 0 0 0| 0 0 0 0 240 46.750 -0.96 31.55 0 0 0| 0 0 0 0 260 Total 0 0 0| 0 42 0 0 Indicative a-t-m Vol 27.06 Underlying Price 215.500 Time to expiry: 77 Days Nov 10 2.500 -0.13 35.77 0 0 0| 0 0 0 0 180 3.250 -0.18 30.97 0 0 0| 0 0 0 0 190 4.250 -0.23 29.98 0 0 0| 0 0 0 0 195 5.500 -0.29 29.08 0 0 0| 0 0 0 0 200 7.000 7.000 -0.35 28.16 7.000 7.000 0 0 200| 0 0 0 0 205 8.750 -0.42 27.25 0 0 0| 0 0 0 0 210 11.250 -0.49 27.08 0 0 0| 0 0 0 0 215 14.250 -0.57 26.97 0 0 0| 0 0 0 0 220 20.750 -0.71 26.21 0 0 0| 0 0 0 0 230 28.500 -0.83 25.41 0 0 0| 0 0 0 0 240 Total 0 0 200| 0 0 0 0 Equity Options 22:04 Business Day Fri 3 Sep 2010 Previous Business Day Thu 2 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 | Indicative a-t-m Vol 28.18 Underlying Price 215.500 Time to expiry: 105 Days Dec 10 3.250 -0.15 33.26 0 0 0| 0 99 0 0 180 4.750 -0.21 31.00 0 0 0| 0 3 0 0 190 7.500 -0.31 29.81 0 0 0| 0 180 0 0 200 11.250 -0.42 28.76 0 0 0| 0 6,010 0 0 210 16.250 -0.55 27.80 0 0 0| 0 31 0 0 220 22.500 -0.67 26.96 0 0 0| 0 35 0 0 230 30.000 -0.77 26.43 0 0 0| 0 39 0 0 240 47.750 -0.89 27.88 0 0 0| 0 0 0 0 260 67.250 -0.93 32.57 0 0 0| 0 10 0 0 280 106.500 -0.98 35.93 0 0 0| 0 0 0 0 320 Total 0 0 0| 0 6,407 0 0 Indicative a-t-m Vol 28.52 Underlying Price 215.500 Time to expiry: 196 Days Mar 11 6.500 -0.20 33.00 0 0 0| 0 10 0 0 180 8.750 -0.26 31.00 0 0 0| 0 4 0 0 190 11.750 -0.34 29.88 0 0 0| 0 27 0 0 200 16.000 -0.42 28.93 0 0 0| 0 27 0 0 210 21.000 -0.51 28.24 0 0 0| 0 21 0 0 220 27.000 -0.60 27.88 0 0 0| 0 64 0 0 230 33.750 -0.68 27.17 0 0 0| 0 142 0 0 240 68.000 -0.90 27.83 0 0 0| 0 0 0 0 280 Total 0 0 0| 0 295 0 0 Total Puts 0 0 200| 0 7,978 0 0 Grand Total 0 3,360 3,567| 153 9,307 +153 0 Equity Options 22:04 Business Day Fri 3 Sep 2010 Previous Business Day Thu 2 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 28.14 Underlying Price 135.500 Time to expiry: 14 Days Sep 10 36.000 0.95 94.44 0 0 0| 0 0 0 0 100 26.250 0.92 76.81 0 0 0| 0 0 0 0 110 16.000 0.93 41.31 0 0 0| 0 0 0 0 120 10.750 0.95 25.29 0 0 0| 0 0 0 0 125 6.750 0.77 28.99 0 0 0| 0 0 0 0 130 3.500 0.54 28.66 0 0 0| 0 10 0 0 135 1.250 0.28 26.08 0 0 0| 0 38 0 0 140 0.500 0.14 30.20 0 0 0| 0 0 0 0 145 0.250 0.07 32.96 0 0 0| 0 83 0 0 150 CAB 0.02 40.00 0 0 0| 0 34 0 0 160 CAB 0.01 46.65 0 0 0| 0 5 0 0 170 CAB 0.00 46.65 0 0 0| 0 5 0 0 180 Total 0 0 0| 0 175 0 0 Indicative a-t-m Vol 30.97 Underlying Price 135.500 Time to expiry: 105 Days Dec 10 36.250 0.95 36.92 0 0 0| 0 0 0 0 100 19.000 0.78 33.08 0 0 0| 0 0 0 0 120 12.500 0.63 32.46 0 0 0| 0 20 0 0 130 7.000 0.46 29.97 0 0 0| 0 3 0 0 140 3.500 0.29 29.34 0 0 0| 0 229 0 0 150 1.750 0.16 28.64 0 0 0| 0 8 0 0 160 0.750 0.08 28.65 0 0 0| 0 0 0 0 170 0.250 0.04 28.72 0 0 0| 0 9 0 0 180 Total 0 0 0| 0 269 0 0 Indicative a-t-m Vol 32.55 Underlying Price 135.500 Time to expiry: 196 Days Mar 11 37.750 0.90 40.01 0 0 0| 0 5 0 0 100 21.500 0.74 34.40 0 0 0| 0 10 0 0 120 15.250 0.62 33.79 0 0 0| 0 30 0 0 130 10.000 0.49 31.73 0 0 0| 0 21 0 0 140 6.250 0.36 30.84 0 0 0| 0 6 0 0 150 3.750 0.25 30.50 0 0 0| 0 9 0 0 160 1.500 0.11 30.64 0 0 0| 0 0 0 0 180 Total 0 0 0| 0 81 0 0 Total Calls 0 0 0| 0 525 0 0 | Equity Options 22:04 Business Day Fri 3 Sep 2010 Previous Business Day Thu 2 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 25.71 Underlying Price 135.500 Time to expiry: 14 Days Sep 10 CAB -0.02 71.93 0 0 0| 0 0 0 0 100 0.250 -0.04 60.08 0 0 0| 0 0 0 0 110 0.500 -0.08 44.95 0 0 0| 0 3 0 0 120 0.750 -0.13 35.97 0 0 0| 0 0 0 0 125 1.000 -0.22 28.18 0 0 0| 0 13 0 0 130 2.500 -0.46 25.78 0 0 0| 0 15 0 0 135 5.500 -0.73 25.40 0 0 0| 0 80 0 0 140 10.000 -0.87 29.52 0 0 0| 0 0 0 0 145 14.750 -0.95 29.68 0 0 0| 0 15 0 0 150 24.750 -0.95 48.04 0 0 0| 5 22 0 0 160 34.750 -0.95 65.04 0 0 0| 0 0 0 0 170 44.750 -0.96 74.96 0 0 0| 0 30 0 0 180 Total 0 0 0| 5 178 0 0 Indicative a-t-m Vol 31.48 Underlying Price 135.500 Time to expiry: 105 Days Dec 10 CAB -0.01 26.07 0 0 0| 0 0 0 0 100 3.500 -0.22 34.02 0 0 0| 0 5 0 0 120 6.500 -0.37 32.24 0 0 0| 0 54 0 0 130 11.500 -0.54 30.97 0 0 0| 0 88 0 0 140 18.000 -0.71 29.58 0 0 0| 0 14 0 0 150 26.000 -0.84 29.11 0 0 0| 0 0 0 0 160 35.500 -0.90 31.68 0 0 0| 0 3 0 0 170 45.250 -0.92 35.72 0 0 0| 0 6 0 0 180 Total 0 0 0| 0 170 0 0 Indicative a-t-m Vol 31.65 Underlying Price 135.500 Time to expiry: 196 Days Mar 11 2.500 -0.12 37.17 0 0 0| 0 10 0 0 100 7.250 -0.30 33.58 0 0 0| 0 67 0 0 120 11.500 -0.43 32.49 0 0 0| 10 36 +10 0 130 16.750 -0.56 31.09 0 0 0| 0 25 0 0 140 23.500 -0.68 30.68 0 0 0| 5 55 +5 0 150 31.250 -0.78 30.00 0 0 0| 0 11 0 0 160 48.500 -0.93 27.03 0 0 0| 0 0 0 0 180 Total 0 0 0| 15 204 +15 0 Total Puts 0 0 0| 20 552 +15 0 Grand Total 0 1,620 1,620| 20 1,077 +15 0 Equity Options 22:04 Business Day Fri 3 Sep 2010 Previous Business Day Thu 2 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 19.76 Underlying Price 649.000 Time to expiry: 14 Days Sep 10 189.250 1.00 73.87 0 0 0| 0 0 0 0 460 169.250 1.00 60.43 0 0 0| 0 0 0 0 480 129.250 1.00 41.47 0 0 0| 0 0 0 0 520 109.250 1.00 34.48 0 0 0| 0 0 0 0 540 89.250 1.00 31.73 0 0 0| 0 6 0 0 560 69.250 0.99 28.79 0 0 0| 0 35 0 0 580 49.250 0.99 19.31 0 0 0| 0 80 0 0 600 30.500 0.89 20.99 0 0 0| 0 132 0 0 620 14.750 0.65 20.33 0 0 0| 0 579 0 0 640 4.750 0.32 19.07 0 0 0| 0 0 0 0 660 0.750 0.08 18.03 0 0 0| 0 719 0 0 680 CAB 0.00 19.07 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| 0 1,601 0 0 Indicative a-t-m Vol 21.86 Underlying Price 649.000 Time to expiry: 42 Days Oct 10 169.500 0.99 52.29 0 0 0| 0 0 0 0 480 129.250 0.99 36.90 0 0 0| 0 0 0 0 520 89.250 0.98 27.87 0 0 0| 0 0 0 0 560 69.250 0.99 20.95 0 0 0| 0 0 0 0 580 51.500 0.87 25.13 0 0 0| 0 1 0 0 600 34.500 0.75 22.77 0 0 0| 0 2 0 0 620 21.250 0.56 22.03 0 0 0| 0 40 0 0 640 12.000 0.38 21.65 0 0 0| 0 0 0 0 660 6.000 0.23 21.07 0 0 0| 0 0 0 0 680 1.250 0.07 21.33 0 0 0| 0 0 0 0 720 Total 0 0 0| 0 43 0 0 Indicative a-t-m Vol 22.57 Underlying Price 649.000 Time to expiry: 77 Days Nov 10 129.250 1.00 28.51 0 0 0| 0 0 0 0 520 90.000 0.94 26.36 0 0 0| 0 0 0 0 560 72.000 0.87 25.70 0 0 0| 0 0 0 0 580 55.500 0.77 24.75 0 0 0| 0 0 0 0 600 40.750 0.66 23.46 0 0 0| 0 2 0 0 620 28.750 0.54 22.83 0 0 0| 0 11 0 0 640 19.250 0.42 22.26 0 0 0| 0 0 0 0 660 11.750 0.31 21.38 0 0 0| 0 0 0 0 680 3.750 0.13 20.79 0 0 0| 0 0 0 0 720 Total 0 0 0| 0 13 0 0 Indicative a-t-m Vol 23.08 Underlying Price 649.000 Time to expiry: 105 Days Dec 10 169.500 0.98 38.21 0 0 0| 0 0 0 0 480 129.500 0.98 29.71 0 0 0| 0 0 0 0 520 91.500 0.90 26.94 0 0 0| 0 45 0 0 560 58.250 0.74 24.75 0 0 0| 0 208 0 0 600 Equity Options 22:04 Business Day Fri 3 Sep 2010 Previous Business Day Thu 2 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 | 32.750 0.54 23.32 0 0 0| 0 638 0 0 640 16.000 15.750 0.34 22.29 16.000 16.000 0 0 2| 0 130 0 0 680 6.250 0.17 21.43 0 0 0| 0 30 0 0 720 CAB 0.01 16.08 0 0 0| 0 0 0 0 800 Total 0 0 2| 0 1,051 0 0 Indicative a-t-m Vol 22.82 Underlying Price 649.000 Time to expiry: 196 Days Mar 11 169.500 0.98 31.58 0 0 0| 0 0 0 0 480 130.750 0.93 27.76 0 0 0| 0 0 0 0 520 95.500 0.82 25.78 0 0 0| 0 500 0 0 560 65.750 0.69 24.21 0 0 0| 0 14 0 0 600 42.000 0.54 23.12 0 0 0| 0 39 0 0 640 24.000 0.38 21.80 0 0 0| 1 12 0 0 680 12.750 0.24 21.16 0 0 0| 0 10 0 0 720 3.250 0.08 21.09 0 0 0| 0 0 0 0 800 Total 0 0 0| 1 575 0 0 Total Calls 0 0 2| 1 3,283 0 0 | Equity Options 22:04 Business Day Fri 3 Sep 2010 Previous Business Day Thu 2 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 21.97 Underlying Price 649.000 Time to expiry: 14 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 CAB 0.00 33.52 0 0 0| 0 5 0 0 540 0.250 -0.01 29.44 0 0 0| 0 547 0 0 560 0.500 -0.03 27.55 0 0 0| 0 1,266 0 0 580 1.500 -0.09 25.57 0 0 0| 1 462 -1 0 600 4.250 -0.22 24.17 0 0 0| 1 19 -1 0 620 10.500 -0.45 22.45 0 0 0| 0 151 0 0 640 22.000 -0.72 21.38 0 0 0| 0 0 0 0 660 38.750 -0.90 21.38 0 0 0| 0 30 0 0 680 77.250 -1.00 19.79 0 0 0| 0 468 0 0 720 157.250 -1.00 20.59 0 0 0| 0 4 0 0 800 Total 0 0 0| 2 2,990 -2 0 Indicative a-t-m Vol 22.62 Underlying Price 649.000 Time to expiry: 42 Days Oct 10 0.250 -0.01 38.16 0 0 0| 0 0 0 0 480 1.500 -0.04 36.92 0 0 0| 0 0 0 0 520 2.750 -0.08 30.47 0 0 0| 0 19 0 0 560 3.750 -0.12 26.68 0 0 0| 0 15 0 0 580 6.500 -0.20 25.14 0 0 0| 1 7 +1 0 600 11.250 -0.31 24.10 0 0 0| 6 26 +6 0 620 18.750 -0.46 22.87 0 0 0| 0 5 0 0 640 29.500 -0.62 22.31 0 0 0| 0 0 0 0 660 44.250 -0.75 22.71 0 0 0| 0 5 0 0 680 79.500 -0.90 24.83 0 0 0| 0 0 0 0 720 Total 0 0 0| 7 77 +7 0 Indicative a-t-m Vol 23.13 Underlying Price 649.000 Time to expiry: 77 Days Nov 10 3.000 -0.07 32.19 0 0 0| 0 0 0 0 520 5.500 -0.12 27.61 0 0 0| 0 0 0 0 560 8.250 -0.18 26.54 0 0 0| 0 0 0 0 580 12.000 -0.25 24.94 0 0 0| 0 0 0 0 600 18.000 -0.35 24.18 0 0 0| 0 0 0 0 620 26.250 -0.46 23.53 0 0 0| 10 10 +10 0 640 36.250 -0.58 22.63 0 0 0| 0 0 0 0 660 49.750 -0.69 22.61 0 0 0| 0 0 0 0 680 82.000 -0.85 22.99 0 0 0| 0 0 0 0 720 Total 0 0 0| 10 10 +10 0 Indicative a-t-m Vol 23.69 Underlying Price 649.000 Time to expiry: 105 Days Dec 10 2.750 -0.05 34.17 0 0 0| 0 394 0 0 480 4.750 -0.09 30.49 0 0 0| 0 625 0 0 520 9.250 -0.17 27.39 0 0 0| 0 1,354 0 0 560 18.250 -0.31 25.43 0 0 0| 0 938 0 0 600 34.250 -0.49 23.98 0 0 0| 0 138 0 0 640 Equity Options 22:04 Business Day Fri 3 Sep 2010 Previous Business Day Thu 2 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 | 57.750 -0.68 22.69 0 0 0| 0 47 0 0 680 89.500 -0.83 22.74 0 0 0| 0 317 0 0 720 164.250 -0.95 25.24 0 0 0| 0 22 0 0 800 Total 0 0 0| 0 3,835 0 0 Indicative a-t-m Vol 23.99 Underlying Price 649.000 Time to expiry: 196 Days Mar 11 7.000 -0.09 31.32 0 0 0| 0 29 0 0 480 12.000 -0.15 29.02 0 0 0| 0 114 0 0 520 20.000 19.250 -0.24 26.86 20.000 20.000 0 0 15| 0 539 0 0 560 31.250 -0.35 25.35 0 0 0| 2 49 0 0 600 49.000 -0.49 24.18 0 0 0| 10 80 +10 0 640 73.750 72.500 -0.63 23.34 73.750 73.750 0 0 10| 0 30 0 0 680 102.000 -0.75 23.17 0 0 0| 0 141 0 0 720 173.000 -0.89 24.49 0 0 0| 0 2,900 0 0 800 Total 0 0 25| 12 3,882 +10 0 Total Puts 0 0 25| 31 10,794 +25 0 Grand Total 0 2,880 2,907| 32 14,077 +25 0 Equity Options 22:04 Business Day Fri 3 Sep 2010 Previous Business Day Thu 2 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 95.400 Time to expiry: 14 Days Sep 10 39.500 1.00 79.27 0 0 0| 0 0 0 0 56 31.500 1.00 66.45 0 0 0| 0 0 0 0 64 27.500 1.00 57.67 0 0 0| 0 0 0 0 68 23.500 1.00 52.95 0 0 0| 0 0 0 0 72 19.500 0.99 46.20 0 0 0| 0 100 0 0 76 15.500 0.98 42.82 0 0 0| 0 0 0 0 80 13.500 0.97 40.12 0 0 0| 0 0 0 0 82 11.500 0.95 38.78 0 0 0| 0 0 0 0 84 9.750 0.91 38.55 0 0 0| 0 0 0 0 86 7.750 0.88 34.78 0 0 0| 0 353 0 0 88 6.000 0.81 33.63 0 0 0| 0 5 0 0 90 4.750 0.72 33.81 0 0 0| 0 495 0 0 92 3.000 0.61 30.06 0 0 0| 0 250 0 0 94 2.250 0.48 32.07 0 0 0| 0 7,343 0 0 96 1.500 0.36 33.06 0 0 0| 0 50 0 0 98 1.000 0.27 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 31.49 Underlying Price 95.400 Time to expiry: 42 Days Oct 10 19.500 0.98 34.39 0 0 0| 0 0 0 0 76 15.500 0.99 23.49 0 0 0| 0 0 0 0 80 14.000 0.90 37.09 0 0 0| 0 0 0 0 82 12.500 0.86 36.81 0 0 0| 0 0 0 0 84 10.750 0.82 36.46 0 0 0| 0 0 0 0 86 9.250 0.77 35.90 0 0 0| 0 0 0 0 88 7.750 0.71 35.45 0 0 0| 0 50 0 0 90 6.250 0.65 34.41 0 0 0| 0 23 0 0 92 5.250 0.58 34.42 0 0 0| 0 30 0 0 94 3.750 0.50 31.49 0 0 0| 0 43 0 0 96 3.250 0.43 32.30 0 0 0| 0 0 0 0 98 2.500 0.36 31.91 0 0 0| 0 0 0 0 100 0.500 0.10 31.39 0 0 0| 0 0 0 0 110 Total 0 0 0| 0 146 0 0 Indicative a-t-m Vol 35.37 Underlying Price 95.400 Time to expiry: 77 Days Nov 10 15.500 0.99 16.79 0 0 0| 0 0 0 0 80 13.000 0.83 31.66 0 0 0| 0 0 0 0 84 10.750 0.71 36.97 0 0 0| 0 0 0 0 88 9.500 0.67 37.48 0 0 0| 0 0 0 0 90 8.250 0.62 36.94 0 0 0| 0 0 0 0 92 7.250 0.57 36.37 0 0 0| 0 0 0 0 94 6.000 0.52 35.37 0 0 0| 0 0 0 0 96 5.000 0.47 34.54 0 0 0| 0 0 0 0 98 4.250 0.42 34.44 0 0 0| 0 0 0 0 100 Equity Options 22:04 Business Day Fri 3 Sep 2010 Previous Business Day Thu 2 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 | 3.500 0.30 47.80 0 0 0| 0 0 0 0 110 Total 0 0 0| 0 0 0 0 Indicative a-t-m Vol 36.35 Underlying Price 95.400 Time to expiry: 105 Days Dec 10 31.750 0.97 42.05 0 0 0| 0 3 0 0 64 28.250 0.94 44.67 0 0 0| 0 0 0 0 68 24.750 0.90 45.15 0 0 0| 0 2 0 0 72 21.250 0.86 44.29 0 0 0| 0 30 0 0 76 18.000 0.81 42.68 0 0 0| 0 0 0 0 80 15.000 0.76 40.76 0 0 0| 0 6 0 0 84 12.000 0.69 39.01 0 0 0| 6 61 0 0 88 9.500 0.62 37.20 0 0 0| 0 238 0 0 92 7.250 0.53 36.35 0 0 0| 0 181 0 0 96 5.500 0.45 35.74 0 0 0| 6 5,008 0 0 100 1.000 0.12 33.72 0 0 0| 0 0 0 0 120 Total 0 0 0| 12 5,529 0 0 Indicative a-t-m Vol 37.01 Underlying Price 95.400 Time to expiry: 196 Days Mar 11 32.250 0.95 37.30 0 0 0| 0 0 0 0 64 26.000 0.86 41.15 0 0 0| 0 0 0 0 72 23.000 0.82 41.48 0 0 0| 0 0 0 0 76 20.250 0.77 41.15 0 0 0| 0 0 0 0 80 17.500 0.72 40.16 0 0 0| 0 1 0 0 84 14.750 0.67 39.04 0 0 0| 0 14 0 0 88 12.250 0.61 37.81 0 0 0| 0 140 0 0 92 10.250 0.55 37.01 0 0 0| 0 34 0 0 96 8.250 0.49 35.42 0 0 0| 0 1 0 0 100 2.250 0.19 31.46 0 0 0| 0 0 0 0 120 Total 0 0 0| 0 190 0 0 Total Calls 0 0 0| 12 14,697 0 0 | Equity Options 22:04 Business Day Fri 3 Sep 2010 Previous Business Day Thu 2 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 95.400 Time to expiry: 14 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 0.00 44.55 0 0 0| 0 66 0 0 76 CAB -0.02 41.65 0 0 0| 0 95 0 0 80 CAB -0.03 40.78 0 0 0| 0 0 0 0 82 0.250 -0.06 40.99 0 0 0| 0 65 0 0 84 0.250 -0.09 39.27 0 0 0| 0 0 0 0 86 0.500 -0.12 35.31 0 0 0| 0 8 0 0 88 0.750 -0.18 33.40 0 0 0| 0 15 0 0 90 1.000 -0.27 30.65 0 0 0| 0 0 0 0 92 1.500 -0.39 29.01 0 0 0| 0 0 0 0 94 2.750 -0.53 30.32 0 0 0| 0 35 0 0 96 4.000 -0.66 30.32 0 0 0| 0 0 0 0 98 5.500 -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 95.400 Time to expiry: 42 Days Oct 10 0.500 -0.06 46.17 0 0 0| 0 0 0 0 76 0.750 -0.11 45.18 0 0 0| 0 0 0 0 80 1.000 -0.14 43.68 0 0 0| 0 40 0 0 82 1.250 -0.17 41.94 0 0 0| 0 0 0 0 84 1.500 -0.20 39.45 0 0 0| 0 0 0 0 86 2.000 -0.25 39.07 0 0 0| 0 23 0 0 88 2.250 -0.29 35.85 0 0 0| 0 0 0 0 90 3.250 -0.36 36.63 0 0 0| 0 0 0 0 92 4.000 -0.43 36.39 0 0 0| 0 0 0 0 94 4.750 -0.50 34.05 0 0 0| 0 0 0 0 96 6.000 -0.56 34.84 0 0 0| 0 0 0 0 98 7.000 -0.64 33.10 0 0 0| 0 0 0 0 100 15.750 -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 34.74 Underlying Price 95.400 Time to expiry: 77 Days Nov 10 2.000 -0.17 44.30 0 0 0| 0 0 0 0 80 2.750 -0.22 42.21 0 0 0| 0 0 0 0 84 3.500 -0.29 38.59 0 0 0| 0 0 0 0 88 4.000 -0.33 36.76 0 0 0| 30 30 +30 0 90 4.500 -0.38 35.54 0 0 0| 0 0 0 0 92 5.250 -0.43 34.28 0 0 0| 0 0 0 0 94 6.250 -0.48 34.74 0 0 0| 0 0 0 0 96 7.250 -0.53 33.92 0 0 0| 0 0 0 0 98 8.500 -0.59 33.80 0 0 0| 0 0 0 0 100 17.500 -0.72 44.98 0 0 0| 0 0 0 0 110 Equity Options 22:04 Business Day Fri 3 Sep 2010 Previous Business Day Thu 2 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 0| 30 30 +30 0 Indicative a-t-m Vol 36.06 Underlying Price 95.400 Time to expiry: 105 Days Dec 10 CAB 0.00 26.35 0 0 0| 0 33 0 0 64 0.250 -0.02 32.28 0 0 0| 0 0 0 0 68 0.500 -0.06 35.96 0 0 0| 0 6 0 0 72 1.250 -0.11 37.98 0 0 0| 0 12 0 0 76 2.000 -0.17 38.77 0 0 0| 0 127 0 0 80 3.000 -0.23 38.76 0 0 0| 0 126 0 0 84 4.250 -0.31 37.96 0 0 0| 6 256 +6 0 88 5.750 -0.39 36.87 0 0 0| 10 26 +10 0 92 7.500 -0.47 36.06 0 0 0| 0 5 0 0 96 9.500 -0.56 34.19 0 0 0| 0 0 0 0 100 25.000 -0.92 29.19 0 0 0| 0 0 0 0 120 Total 0 0 0| 16 591 +16 0 Indicative a-t-m Vol 35.98 Underlying Price 95.400 Time to expiry: 196 Days Mar 11 0.750 -0.06 39.00 0 0 0| 0 5 0 0 64 2.250 -0.13 40.16 0 0 0| 0 0 0 0 72 3.000 -0.17 40.00 0 0 0| 0 0 0 0 76 4.000 -0.22 39.52 0 0 0| 0 15 0 0 80 5.250 -0.27 38.86 0 0 0| 0 6 0 0 84 7.000 6.750 -0.33 38.12 7.000 7.000 0 0 10| 0 10 0 0 88 8.500 -0.39 37.11 0 0 0| 0 21 0 0 92 10.250 -0.45 35.98 0 0 0| 0 0 0 0 96 12.250 -0.52 34.98 0 0 0| 0 0 0 0 100 26.250 -0.82 30.41 0 0 0| 0 0 0 0 120 Total 0 0 10| 0 57 0 0 Total Puts 0 0 10| 46 2,007 +46 0 Grand Total 0 3,660 3,670| 58 16,704 +46 0 Equity Options 22:04 Business Day Fri 3 Sep 2010 Previous Business Day Thu 2 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 72.720 Time to expiry: 14 Days Sep 10 32.750 1.00 61.80 0 0 0| 0 1 0 0 40 27.750 1.00 53.82 0 0 0| 0 3 0 0 45 24.750 1.00 50.96 0 0 0| 0 1,371 0 0 48 19.750 1.00 46.59 0 0 0| 0 1,418 0 0 53 13.000 13.750 0.99 42.57 13.000 13.000 0 0 50| 0 16,840 0 0 59 8.750 0.95 38.55 0 0 0| 0 2,177 0 0 64 6.250 0.86 39.10 0 0 0| 0 12,955 0 0 67 5.250 0.82 37.55 0 0 0| 0 116 0 0 68 2.500 2.500 0.57 34.76 2.500 2.500 0 0 1| 0 2,586 0 0 72 0.750 0.28 34.51 0 0 0| 0 567 0 0 76 0.250 0.10 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 51| 0 63,339 0 0 Indicative a-t-m Vol 38.06 Underlying Price 72.720 Time to expiry: 42 Days Oct 10 29.000 0.98 78.48 0 0 0| 0 0 0 0 44 25.000 0.96 72.18 0 0 0| 0 0 0 0 48 17.250 0.93 54.96 0 0 0| 0 0 0 0 56 13.500 0.90 47.83 0 0 0| 0 386 0 0 60 10.000 0.82 44.33 0 0 0| 0 1,242 0 0 64 6.750 0.71 40.94 0 0 0| 0 63 0 0 68 4.250 0.56 39.04 0 0 0| 0 358 0 0 72 2.000 2.250 0.38 35.11 2.000 2.000 0 0 3| 258 3,194 +258 0 76 1.250 0.25 37.17 0 0 0| 0 3,182 0 0 80 0.750 0.15 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 0.05 46.14 0 0 0| 0 0 0 0 96 Total 0 0 3| 258 8,425 +258 0 Indicative a-t-m Vol 39.78 Underlying Price 72.720 Time to expiry: 77 Days Nov 10 25.250 0.95 60.66 0 0 0| 0 0 0 0 48 18.000 0.88 53.73 0 0 0| 0 0 0 0 56 11.250 0.76 46.10 0 0 0| 0 1 0 0 64 8.000 8.500 0.67 43.84 8.000 8.000 0 0 40| 0 0 0 0 68 6.000 0.56 41.52 0 0 0| 23 23 +23 0 72 3.250 0.43 34.58 0 0 0| 0 0 0 0 76 2.250 0.32 36.84 0 0 0| 0 0 0 0 80 0.750 0.14 35.06 0 0 0| 0 0 0 0 88 Total 0 0 40| 23 24 +23 0 Indicative a-t-m Vol 38.28 Underlying Price 72.720 Time to expiry: 105 Days Dec 10 56.750 1.00 77.66 0 0 0| 0 10 0 0 16 51.750 1.00 73.66 0 0 0| 0 10 0 0 21 47.750 1.00 69.66 0 0 0| 0 25 0 0 25 Equity Options 22:04 Business Day Fri 3 Sep 2010 Previous Business Day Thu 2 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 | 41.750 1.00 65.81 0 0 0| 0 0 0 0 31 39.750 0.99 62.86 0 0 0| 0 2 0 0 33 35.750 0.99 57.37 0 0 0| 0 10 0 0 37 32.000 0.98 54.59 0 0 0| 0 335 0 0 41 28.000 0.97 52.46 0 0 0| 0 0 0 0 45 24.500 0.94 51.59 0 0 0| 0 189 0 0 49 22.500 0.93 50.52 0 0 0| 0 3,738 0 0 51 14.000 0.80 45.79 0 0 0| 0 15,750 0 0 61 11.750 0.75 43.75 0 0 0| 0 30 0 0 64 8.750 0.67 40.53 0 0 0| 0 315 0 0 68 7.000 0.59 38.40 0 0 0| 0 5,798 0 0 71 6.500 0.56 38.18 0 0 0| 8 860 0 0 72 4.750 0.46 38.59 0 0 0| 0 3,392 0 0 76 3.250 0.36 37.77 0 0 0| 4 2,660 +4 0 80 3.000 0.34 37.35 0 0 0| 0 10,601 0 0 81 1.000 0.15 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 0| 12 56,426 +4 0 Indicative a-t-m Vol 39.12 Underlying Price 72.720 Time to expiry: 196 Days Mar 11 34.000 0.94 62.20 0 0 0| 0 0 0 0 40 30.250 0.92 57.51 0 0 0| 0 0 0 0 44 26.750 0.89 54.72 0 0 0| 0 30 0 0 48 20.750 0.81 53.74 0 0 0| 0 19 0 0 56 17.250 0.77 48.01 0 0 0| 0 8,435 0 0 60 14.250 0.71 45.79 0 0 0| 0 1,013 0 0 64 8.750 0.58 38.96 0 0 0| 5 10,478 0 0 72 6.000 0.44 40.25 0 0 0| 0 971 0 0 80 3.500 0.30 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 0| 5 20,954 0 0 Indicative a-t-m Vol 41.62 Underlying Price 72.720 Time to expiry: 287 Days Jun 11 41.750 0.96 61.99 0 0 0| 0 5,900 0 0 32 34.500 0.93 56.33 0 0 0| 0 1,964 0 0 40 27.750 0.87 51.91 0 0 0| 0 0 0 0 48 23.750 0.83 49.22 0 0 0| 0 273 0 0 53 21.250 0.80 47.87 0 0 0| 0 0 0 0 56 18.500 0.75 46.42 0 0 0| 0 40 0 0 60 16.000 0.70 45.39 0 0 0| 0 7 0 0 64 11.250 0.59 41.86 0 0 0| 0 536 0 0 72 7.750 0.47 39.97 0 0 0| 0 790 0 0 80 2.000 0.18 39.10 0 0 0| 0 31 0 0 107 Equity Options 22:04 Business Day Fri 3 Sep 2010 Previous Business Day Thu 2 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 | 1.250 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 72.720 Time to expiry: 469 Days Dec 11 57.000 0.99 67.37 0 0 0| 0 0 0 0 16 52.500 0.98 66.13 0 0 0| 0 0 0 0 21 48.750 0.97 63.02 0 0 0| 0 0 0 0 25 47.000 0.96 61.48 0 0 0| 0 0 0 0 27 43.500 0.95 59.58 0 0 0| 0 0 0 0 31 42.750 0.94 58.92 0 0 0| 0 0 0 0 32 41.750 0.94 58.44 0 0 0| 0 0 0 0 33 38.500 0.92 56.23 0 0 0| 0 0 0 0 37 36.000 0.90 55.41 0 0 0| 0 5 0 0 40 35.250 0.89 55.33 0 0 0| 0 0 0 0 41 29.250 0.84 51.86 0 0 0| 0 0 0 0 49 27.750 0.82 51.05 0 0 0| 0 0 0 0 51 26.500 0.81 50.18 0 0 0| 0 350 0 0 53 21.500 0.73 48.13 0 0 0| 0 0 0 0 61 15.250 0.63 43.12 0 0 0| 0 306 0 0 71 11.250 0.53 41.91 0 0 0| 0 8 0 0 80 11.000 0.52 41.96 0 0 0| 0 50 0 0 81 4.500 0.28 39.95 0 0 0| 0 421 0 0 107 3.000 0.20 40.21 0 0 0| 0 0 0 0 120 Total 0 0 0| 0 1,140 0 0 Indicative a-t-m Vol 43.08 Underlying Price 72.720 Time to expiry: 651 Days Jun 12 37.000 0.89 51.17 0 0 0| 0 0 0 0 40 30.000 0.85 43.64 0 0 0| 0 0 0 0 48 21.750 0.75 39.40 0 0 0| 0 0 0 0 60 15.250 0.57 45.06 0 0 0| 0 0 0 0 80 4.000 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 72.720 Time to expiry: 840 Days Dec 12 40.000 0.88 57.93 0 0 0| 0 0 0 0 40 34.750 0.83 54.22 0 0 0| 0 32 0 0 48 27.750 0.75 50.76 0 0 0| 0 15 0 0 60 18.250 0.60 46.31 0 0 0| 0 1 0 0 80 8.500 0.36 43.84 0 0 0| 0 0 0 0 120 Total 0 0 0| 0 48 0 0 Total Calls 0 0 94| 298 159,897 +285 0 | Equity Options 22:04 Business Day Fri 3 Sep 2010 Previous Business Day Thu 2 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 72.720 Time to expiry: 14 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 -0.01 48.62 0 0 0| 0 11,305 0 0 59 0.250 -0.07 44.60 0 0 0| 0 18,914 0 0 64 0.500 -0.14 40.00 0 0 0| 0 219 0 0 67 0.500 -0.18 38.45 0 0 0| 0 100 0 0 68 1.750 -0.43 35.66 0 0 0| 0 584 0 0 72 4.250 4.250 -0.72 35.41 4.250 4.250 0 0 2| 0 20 0 0 76 7.500 -0.90 36.10 0 0 0| 0 267 0 0 80 34.250 -1.00 40.33 0 0 0| 0 0 0 0 107 47.250 -1.00 44.04 0 0 0| 0 0 0 0 120 Total 0 0 2| 0 49,280 0 0 Indicative a-t-m Vol 40.56 Underlying Price 72.720 Time to expiry: 42 Days Oct 10 0.250 -0.02 78.94 0 0 0| 0 0 0 0 44 0.250 -0.03 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 -0.10 47.68 0 0 0| 0 49 0 0 60 1.250 -0.19 46.42 0 0 0| 0 496 0 0 64 2.250 -0.30 42.95 0 0 0| 0 535 0 0 68 3.750 -0.44 41.04 0 0 0| 0 175 0 0 72 5.750 -0.60 39.11 0 0 0| 0 25 0 0 76 8.750 -0.74 39.20 0 0 0| 0 0 0 0 80 12.000 -0.84 38.87 0 0 0| 0 0 0 0 84 15.500 -0.91 39.41 0 0 0| 0 100 0 0 88 23.500 -0.96 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 72.720 Time to expiry: 77 Days Nov 10 0.500 -0.05 58.27 0 0 0| 0 0 0 0 48 1.000 -0.11 51.79 0 0 0| 0 0 0 0 56 2.250 -0.24 45.61 0 0 0| 0 284 0 0 64 3.750 -0.33 44.48 0 0 0| 27 252 +27 0 68 5.000 -0.44 41.18 0 0 0| 0 20 0 0 72 7.250 -0.56 40.02 0 0 0| 0 0 0 0 76 9.750 -0.67 37.79 0 0 0| 0 0 0 0 80 16.000 -0.85 36.42 0 0 0| 0 0 0 0 88 Total 0 0 0| 27 556 +27 0 Indicative a-t-m Vol 41.00 Underlying Price 72.720 Time to expiry: 105 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 22:04 Business Day Fri 3 Sep 2010 Previous Business Day Thu 2 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| 0 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| 0 1,070 0 0 49 1.000 -0.08 53.83 0 0 0| 0 6,161 0 0 51 2.750 -0.21 49.10 0 0 0| 0 20,718 0 0 61 3.250 -0.26 47.06 0 0 0| 10 558 +10 0 64 4.500 -0.34 43.84 0 0 0| 0 768 0 0 68 5.250 5.500 -0.41 41.71 5.250 5.250 0 0 10| 0 3,391 0 0 71 6.000 -0.43 41.49 0 0 0| 0 310 0 0 72 8.000 -0.54 39.53 0 0 0| 0 28 0 0 76 11.000 -0.62 42.55 0 0 0| 0 105 0 0 80 11.750 -0.64 42.27 0 0 0| 0 277 0 0 81 19.500 -0.83 39.93 0 0 0| 0 58 0 0 91 29.500 -0.95 37.67 0 0 0| 0 11 0 0 102 39.250 -0.98 39.72 0 0 0| 0 0 0 0 112 49.250 -1.00 41.09 0 0 0| 0 16 0 0 122 69.250 -1.00 45.45 0 0 0| 0 0 -759 759 142 89.250 -1.00 48.16 0 0 0| 0 0 0 0 162 171.250 -1.00 48.74 0 0 0| 0 0 0 0 244 Total 0 0 10| 10 45,083 -749 759 Indicative a-t-m Vol 42.75 Underlying Price 72.720 Time to expiry: 196 Days Mar 11 1.000 -0.06 62.20 0 0 0| 0 130 0 0 40 1.250 -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 -0.18 50.27 0 0 0| 0 7,581 0 0 56 4.250 -0.23 48.01 0 0 0| 0 104 0 0 60 5.000 5.250 -0.29 45.79 5.000 5.000 0 0 15| 0 139 0 0 64 8.500 -0.42 43.11 0 0 0| 0 456 0 0 72 13.000 -0.57 40.25 0 0 0| 0 146 0 0 80 18.250 -0.70 38.17 0 0 0| 0 0 0 0 88 47.500 -0.95 39.97 0 0 0| 0 0 0 0 120 Total 0 0 15| 0 17,269 0 0 Indicative a-t-m Vol 43.14 Underlying Price 72.720 Time to expiry: 287 Days Jun 11 0.750 -0.04 63.51 0 0 0| 0 20 0 0 32 1.500 -0.08 57.85 0 0 0| 0 25 0 0 40 2.750 -0.13 53.43 0 0 0| 0 0 0 0 48 3.750 -0.17 50.74 0 0 0| 0 1,074 0 0 53 4.500 -0.20 49.39 0 0 0| 0 0 0 0 56 5.750 -0.25 47.94 0 0 0| 10 30 -10 0 60 7.250 -0.30 46.91 0 0 0| 0 195 0 0 64 10.500 -0.41 43.38 0 0 0| 10 520 0 0 72 15.000 -0.52 41.49 0 0 0| 0 29 0 0 80 36.250 -0.82 40.62 0 0 0| 0 0 0 0 107 48.250 -0.89 41.13 0 0 0| 0 10 0 0 120 Total 0 0 0| 20 1,903 -10 0 Equity Options 22:04 Business Day Fri 3 Sep 2010 Previous Business Day Thu 2 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 72.720 Time to expiry: 469 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 -0.16 53.17 0 0 0| 0 0 0 0 49 5.750 -0.18 52.56 0 0 0| 0 0 0 0 51 6.000 -0.19 50.18 0 0 0| 0 40 0 0 53 9.000 -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 17.750 -0.48 41.91 0 0 0| 0 85 0 0 80 18.500 -0.49 41.96 0 0 0| 0 7 0 0 81 38.750 -0.71 43.27 0 0 0| 0 0 0 0 107 50.000 -0.79 43.53 0 0 0| 0 0 0 0 120 Total 0 0 0| 0 2,319 0 0 Indicative a-t-m Vol 43.08 Underlying Price 72.720 Time to expiry: 651 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 7.750 -0.25 39.40 0 0 0| 0 0 0 0 60 21.000 -0.44 45.06 0 0 0| 0 0 0 0 80 50.500 -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 72.720 Time to expiry: 840 Days Dec 12 6.250 -0.12 57.93 0 0 0| 0 0 0 0 40 8.500 -0.17 54.22 0 0 0| 0 15 0 0 48 13.250 -0.25 50.76 0 0 0| 0 15 0 0 60 23.500 -0.40 46.31 0 0 0| 0 1 0 0 80 53.000 -0.67 43.84 0 0 0| 0 0 0 0 120 Total 0 0 0| 0 31 0 0 Total Puts 0 0 27| 57 120,061 -732 759 Grand Total 0 6,480 6,601| 355 279,958 -447 759 Equity Options 22:04 Business Day Fri 3 Sep 2010 Previous Business Day Thu 2 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 32.38 Underlying Price 117.000 Time to expiry: 14 Days Sep 10 37.000 1.00 64.95 0 0 0| 0 0 0 0 80 29.000 1.00 51.82 0 0 0| 0 0 0 0 88 21.000 0.99 44.25 0 0 0| 0 37 0 0 96 17.000 0.99 39.24 0 0 0| 0 1 0 0 100 7.750 0.84 35.06 0 0 0| 0 42 0 0 110 1.500 0.34 31.24 0 0 0| 0 97 0 0 120 0.250 0.06 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 37.53 Underlying Price 117.000 Time to expiry: 105 Days Dec 10 29.250 0.97 42.16 0 0 0| 0 0 0 0 88 22.000 0.86 41.19 0 0 0| 0 0 0 0 96 18.750 0.80 40.15 0 0 0| 0 100 0 0 100 12.250 0.63 38.94 0 0 0| 0 10 0 0 110 7.000 0.46 36.92 0 0 0| 0 312 0 0 120 3.750 0.30 35.47 0 0 0| 0 0 0 0 130 1.750 0.17 34.18 0 0 0| 0 14 0 0 140 0.750 0.08 33.09 0 0 0| 0 12 0 0 150 0.250 0.04 32.30 0 0 0| 0 31 0 0 160 CAB 0.01 31.56 0 0 0| 0 20 0 0 180 Total 0 0 0| 0 499 0 0 Indicative a-t-m Vol 36.90 Underlying Price 117.000 Time to expiry: 196 Days Mar 11 30.500 0.86 40.91 0 0 0| 0 60 0 0 88 24.500 0.78 40.48 0 0 0| 0 40 0 0 96 21.500 0.74 39.61 0 0 0| 0 20 0 0 100 15.500 0.62 38.22 0 0 0| 0 0 0 0 110 10.250 0.50 36.34 0 0 0| 0 10 0 0 120 6.500 0.37 34.75 0 0 0| 0 0 0 0 130 4.000 0.26 33.94 0 0 0| 0 0 0 0 140 Total 0 0 0| 0 130 0 0 Total Calls 0 0 0| 0 3,524 0 0 | Equity Options 22:04 Business Day Fri 3 Sep 2010 Previous Business Day Thu 2 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 31.85 Underlying Price 117.000 Time to expiry: 14 Days Sep 10 CAB 0.00 57.03 0 0 0| 0 0 0 0 80 CAB 0.00 47.63 0 0 0| 0 0 0 0 88 CAB -0.01 40.40 0 0 0| 0 100 0 0 96 CAB -0.03 37.51 0 0 0| 0 130 0 0 100 1.500 -0.26 37.20 0 0 0| 0 3 0 0 110 6.000 -0.75 29.56 0 0 0| 0 80 0 0 120 15.250 -0.94 37.67 0 0 0| 0 201 0 0 130 25.000 -0.97 50.93 0 0 0| 0 290 0 0 140 35.000 -0.99 51.97 0 0 0| 0 10 0 0 150 45.000 -1.00 55.58 0 0 0| 0 0 0 0 160 65.000 -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 36.99 Underlying Price 117.000 Time to expiry: 105 Days Dec 10 1.000 -0.09 40.34 0 0 0| 0 0 0 0 88 2.500 -0.17 40.06 0 0 0| 0 0 0 0 96 3.500 -0.22 39.95 0 0 0| 0 15 0 0 100 6.750 -0.37 37.99 0 0 0| 0 39 0 0 110 11.750 -0.54 36.56 0 0 0| 0 15 0 0 120 18.250 -0.71 34.52 0 0 0| 0 26 0 0 130 26.500 -0.84 33.58 0 0 0| 0 20 0 0 140 35.500 -0.92 32.96 0 0 0| 0 0 0 0 150 45.250 -0.97 33.08 0 0 0| 0 0 0 0 160 65.000 -0.99 35.49 0 0 0| 0 0 0 0 180 Total 0 0 0| 0 115 0 0 Indicative a-t-m Vol 36.40 Underlying Price 117.000 Time to expiry: 196 Days Mar 11 3.000 -0.15 41.29 0 0 0| 0 16 0 0 88 4.750 -0.22 39.74 0 0 0| 0 10 0 0 96 6.000 -0.26 38.94 0 0 0| 0 3 0 0 100 9.750 -0.38 37.37 0 0 0| 0 18 0 0 110 14.750 -0.51 35.98 0 0 0| 0 5 0 0 120 21.000 -0.64 34.38 0 0 0| 0 0 0 0 130 28.250 -0.75 33.07 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 1,680 1,680| 0 4,505 0 0 Equity Options 22:04 Business Day Fri 3 Sep 2010 Previous Business Day Thu 2 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: 14 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 0 580 100.250 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 62.250 0.91 33.54 0 0 0| 0 27 0 0 640 45.000 0.82 33.15 0 0 0| 0 0 0 0 660 30.250 0.68 32.87 0 0 0| 0 6 0 0 680 18.250 0.51 32.20 0 0 0| 0 0 0 0 700 10.250 0.35 32.05 0 0 0| 0 62 0 0 720 2.250 0.10 31.22 0 0 0| 0 6 0 0 760 0.250 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 32.23 Underlying Price 700.000 Time to expiry: 105 Days Dec 10 221.250 0.99 30.68 0 0 0| 0 0 0 0 480 182.250 0.97 31.94 0 0 0| 0 0 0 0 520 145.500 0.92 32.54 0 0 0| 0 0 0 0 560 111.500 0.84 32.50 0 0 0| 0 24 0 0 600 82.000 0.74 32.46 0 0 0| 0 21 0 0 640 57.500 0.61 32.31 0 0 0| 0 7 0 0 680 38.500 0.47 32.15 0 0 0| 0 22 0 0 720 25.000 0.35 32.17 0 0 0| 0 0 0 0 760 15.750 0.24 32.35 0 0 0| 0 50 0 0 800 6.250 0.11 33.38 0 0 0| 0 27 0 0 880 Total 0 0 0| 0 151 0 0 Indicative a-t-m Vol 32.74 Underlying Price 700.000 Time to expiry: 196 Days Mar 11 222.500 0.97 32.86 0 0 0| 0 0 0 0 480 186.000 0.93 33.35 0 0 0| 0 0 0 0 520 152.000 0.86 33.23 0 0 0| 0 0 0 0 560 122.000 0.78 33.27 0 0 0| 0 0 0 0 600 95.750 0.69 33.07 0 0 0| 0 0 0 0 640 73.750 0.59 32.85 0 0 0| 0 0 0 0 680 55.500 0.49 32.64 0 0 0| 0 4 0 0 720 29.750 0.32 32.36 0 0 0| 0 0 0 0 800 Total 0 0 0| 0 4 0 0 Total Calls 0 0 0| 0 297 0 0 | Equity Options 22:04 Business Day Fri 3 Sep 2010 Previous Business Day Thu 2 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: 14 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 CAB 0.00 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 0.250 -0.02 36.44 0 0 0| 0 5 0 0 600 0.750 -0.03 33.84 0 0 0| 0 0 0 0 620 2.000 -0.09 33.99 0 0 0| 0 27 0 0 640 5.000 -0.18 33.51 0 0 0| 0 0 0 0 660 9.000 10.000 -0.32 32.77 9.000 9.000 0 0 1| 0 1 0 0 680 18.250 -0.49 32.58 0 0 0| 0 0 0 0 700 30.000 -0.66 31.86 0 0 0| 0 36 0 0 720 62.750 -0.88 33.93 0 0 0| 0 27 0 0 760 100.500 -0.97 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 1| 0 186 0 0 Indicative a-t-m Vol 33.08 Underlying Price 700.000 Time to expiry: 105 Days Dec 10 1.000 -0.02 34.74 0 0 0| 0 0 0 0 480 3.000 -0.05 34.65 0 0 0| 0 57 0 0 520 7.250 -0.11 34.47 0 0 0| 0 0 0 0 560 14.250 -0.19 33.83 0 0 0| 0 2 0 0 600 26.000 -0.30 33.60 0 0 0| 0 29 0 0 640 42.750 -0.42 33.22 0 0 0| 0 0 0 0 680 64.500 -0.55 32.93 0 0 0| 0 21 0 0 720 91.500 -0.67 32.83 0 0 0| 0 0 0 0 760 122.250 -0.77 32.86 0 0 0| 0 0 0 0 800 192.750 -0.89 33.41 0 0 0| 0 0 0 0 880 Total 0 0 0| 0 109 0 0 Indicative a-t-m Vol 33.28 Underlying Price 700.000 Time to expiry: 196 Days Mar 11 4.750 -0.06 34.55 0 0 0| 0 0 0 0 480 9.500 -0.10 34.42 0 0 0| 0 0 0 0 520 16.500 -0.16 33.79 0 0 0| 0 0 0 0 560 27.000 -0.24 33.63 0 0 0| 0 0 0 0 600 41.500 -0.33 33.38 0 0 0| 0 0 0 0 640 59.750 -0.42 33.23 0 0 0| 0 0 0 0 680 82.500 -0.51 33.33 0 0 0| 0 0 0 0 720 138.750 -0.67 34.10 0 0 0| 0 0 0 0 800 Total 0 0 0| 0 0 0 0 Total Puts 0 0 1| 0 295 0 0 Grand Total 0 2,040 2,041| 0 592 0 0 Equity Options 22:04 Business Day Fri 3 Sep 2010 Previous Business Day Thu 2 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 35.74 Underlying Price 1598.000 Time to expiry: 14 Days Sep 10 499.000 0.99 77.11 0 0 0| 0 0 0 0 1100 399.000 0.99 62.17 0 0 0| 0 0 0 0 1200 300.000 0.97 54.32 0 0 0| 0 0 0 0 1300 251.500 0.96 50.39 0 0 0| 0 0 0 0 1350 203.500 0.93 46.37 0 0 0| 0 4 0 0 1400 156.500 0.88 42.29 0 0 0| 0 0 0 0 1450 113.500 0.80 39.78 0 0 0| 0 0 0 0 1500 75.500 0.67 37.21 0 0 0| 0 0 0 0 1550 45.500 0.51 35.68 0 0 0| 0 2 0 0 1600 24.500 0.34 34.73 0 0 0| 0 304 0 0 1650 13.000 0.21 35.70 0 0 0| 0 27 0 0 1700 6.500 0.12 36.64 0 0 0| 0 1 0 0 1750 4.000 0.07 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 41.30 Underlying Price 1598.000 Time to expiry: 105 Days Dec 10 419.500 0.91 44.91 0 0 0| 0 0 0 0 1200 338.000 0.84 44.86 0 0 0| 0 0 0 0 1300 264.000 0.75 44.01 0 0 0| 0 0 0 0 1400 199.000 0.66 42.93 0 0 0| 0 0 0 0 1500 142.000 0.55 41.27 0 0 0| 0 0 0 0 1600 98.500 0.43 40.19 0 0 0| 0 1 0 0 1700 62.000 0.32 38.30 0 0 0| 0 13 0 0 1800 41.500 0.24 38.61 0 0 0| 0 3 0 0 1900 26.500 0.16 38.25 0 0 0| 0 2 0 0 2000 11.000 0.08 38.87 0 0 0| 0 2 0 0 2200 4.500 0.04 39.69 0 0 0| 0 16 0 0 2400 3.500 0.02 49.48 0 0 0| 0 20 0 0 2800 Total 0 0 0| 0 57 0 0 Indicative a-t-m Vol 41.91 Underlying Price 1598.000 Time to expiry: 196 Days Mar 11 456.000 0.84 48.63 0 0 0| 0 0 0 0 1200 379.000 0.78 46.49 0 0 0| 0 0 0 0 1300 309.000 0.72 44.71 0 0 0| 0 0 0 0 1400 247.000 0.64 43.10 0 0 0| 0 0 0 0 1500 194.000 0.56 41.88 0 0 0| 0 2 0 0 1600 146.000 0.48 40.19 0 0 0| 0 1 0 0 1700 111.500 0.40 39.75 0 0 0| 0 3 0 0 1800 58.000 0.25 37.75 0 0 0| 0 3 0 0 2000 Total 0 0 0| 0 9 0 0 Equity Options 22:04 Business Day Fri 3 Sep 2010 Previous Business Day Thu 2 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 22:04 Business Day Fri 3 Sep 2010 Previous Business Day Thu 2 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 36.85 Underlying Price 1598.000 Time to expiry: 14 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 2.500 -0.03 56.93 0 0 0| 0 0 0 0 1300 3.500 -0.05 52.13 0 0 0| 0 0 0 0 1350 5.000 -0.07 46.40 0 0 0| 0 3 0 0 1400 8.000 -0.12 41.62 0 0 0| 0 300 0 0 1450 13.000 15.000 -0.20 39.33 13.000 13.000 0 0 1| 0 21 0 0 1500 27.000 -0.33 37.20 0 0 0| 0 0 0 0 1550 48.500 -0.49 36.84 0 0 0| 0 10 0 0 1600 78.000 -0.65 36.34 0 0 0| 0 0 0 0 1650 114.500 -0.80 35.37 0 0 0| 0 5 0 0 1700 158.000 -0.89 35.89 0 0 0| 0 0 0 0 1750 204.000 -0.95 35.31 0 0 0| 0 40 0 0 1800 302.500 -0.99 38.24 0 0 0| 0 2 0 0 1900 402.000 -1.00 40.88 0 0 0| 0 20 0 0 2000 602.000 -1.00 44.39 0 0 0| 0 0 0 0 2200 802.000 -1.00 47.03 0 0 0| 0 15 0 0 2400 1002.000 -1.00 55.81 0 0 0| 0 0 0 0 2600 1202.000 -1.00 59.33 0 0 0| 0 4 0 0 2800 Total 0 0 1| 0 421 0 0 Indicative a-t-m Vol 41.21 Underlying Price 1598.000 Time to expiry: 105 Days Dec 10 24.500 -0.11 48.52 0 0 0| 0 2 0 0 1200 40.500 -0.17 46.45 0 0 0| 0 0 0 0 1300 63.000 -0.25 44.06 0 0 0| 0 5 0 0 1400 98.000 -0.35 42.95 0 0 0| 0 0 0 0 1500 140.500 -0.45 41.17 0 0 0| 0 1 0 0 1600 197.000 -0.57 40.13 0 0 0| 0 1 0 0 1700 264.000 -0.67 39.28 0 0 0| 0 4 0 0 1800 340.000 -0.77 38.53 0 0 0| 0 0 0 0 1900 425.500 -0.84 38.33 0 0 0| 0 0 0 0 2000 610.000 -0.93 38.68 0 0 0| 0 2 0 0 2200 804.000 -0.97 39.40 0 0 0| 0 2 0 0 2400 1202.500 -0.99 45.90 0 0 0| 0 0 0 0 2800 Total 0 0 0| 0 17 0 0 Indicative a-t-m Vol 41.57 Underlying Price 1598.000 Time to expiry: 196 Days Mar 11 54.500 -0.16 47.26 0 0 0| 0 4 0 0 1200 79.000 -0.22 45.85 0 0 0| 0 1 0 0 1300 109.500 -0.28 44.26 0 0 0| 0 1 0 0 1400 143.000 147.000 -0.36 42.64 145.000 143.000 0 0 3| 0 1 0 0 1500 185.000 194.500 -0.44 41.55 190.000 185.000 0 0 2| 0 2 0 0 1600 251.500 -0.52 40.92 0 0 0| 0 2 0 0 1700 314.500 -0.60 39.95 0 0 0| 0 2 0 0 1800 462.000 -0.75 38.42 0 0 0| 0 2 0 0 2000 Total 0 0 5| 0 15 0 0 Equity Options 22:04 Business Day Fri 3 Sep 2010 Previous Business Day Thu 2 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 6| 0 453 0 0 Grand Total 0 2,340 2,346| 0 1,662 0 0 Equity Options 22:04 Business Day Fri 3 Sep 2010 Previous Business Day Thu 2 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 34.78 Underlying Price 231.900 Time to expiry: 14 Days Sep 10 52.000 1.00 43.13 0 0 0| 0 0 0 0 180 42.000 0.99 43.52 0 0 0| 0 0 0 0 190 32.000 32.250 0.97 40.99 32.000 32.000 0 0 2| 0 27 0 0 200 27.500 0.94 41.38 0 0 0| 0 0 0 0 205 22.750 0.91 38.60 0 0 0| 0 65 0 0 210 18.500 0.84 38.99 0 0 0| 0 112 0 0 215 14.750 0.76 39.47 0 0 0| 10 151 -10 0 220 11.250 0.67 38.71 0 0 0| 0 412 0 0 225 7.500 0.56 35.24 0 0 0| 0 564 0 0 230 5.250 5.000 0.44 34.08 5.250 5.250 0 0 20| 0 85 0 0 235 3.750 4.000 0.35 38.58 3.750 3.750 0 0 2| 0 549 0 0 240 2.750 0.25 38.58 0 0 0| 0 23 0 0 245 1.750 0.18 38.58 0 0 0| 0 30 0 0 250 0.500 0.08 38.58 0 0 0| 0 371 0 0 260 0.250 0.03 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 24| 10 3,016 -10 0 Indicative a-t-m Vol 34.84 Underlying Price 231.900 Time to expiry: 42 Days Oct 10 54.000 0.92 58.08 0 0 0| 0 0 0 0 180 44.000 0.90 48.41 0 0 0| 0 0 0 0 190 34.500 0.87 41.65 0 0 0| 0 0 0 0 200 30.000 0.84 39.28 0 0 0| 0 0 0 0 205 25.750 0.80 38.47 0 0 0| 3 3 +3 0 210 21.750 0.75 36.37 0 0 0| 0 0 0 0 215 18.500 0.69 36.73 0 0 0| 0 105 0 0 220 15.250 0.62 36.44 0 0 0| 0 24 0 0 225 12.000 0.55 34.79 0 0 0| 5 10 +5 0 230 9.750 0.48 34.91 0 0 0| 3 96 +3 0 235 8.500 8.250 0.42 36.43 8.500 8.500 0 0 35| 0 0 0 0 240 2.500 0.18 34.41 0 0 0| 10 10 +10 0 260 Total 0 0 35| 21 248 +21 0 Indicative a-t-m Vol 34.46 Underlying Price 231.900 Time to expiry: 77 Days Nov 10 54.000 0.92 42.41 0 0 0| 0 0 0 0 180 45.000 0.88 39.90 0 0 0| 1 0 -1 0 190 36.500 0.82 38.89 0 0 0| 0 0 0 0 200 33.000 0.78 39.00 0 0 0| 0 0 0 0 205 28.750 0.75 36.93 0 0 0| 2 2 +2 0 210 25.500 0.70 37.22 0 0 0| 10 0 -10 0 215 22.750 0.65 37.87 0 0 0| 0 0 0 0 220 Equity Options 22:04 Business Day Fri 3 Sep 2010 Previous Business Day Thu 2 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 | 19.250 0.61 36.43 0 0 0| 0 0 0 0 225 15.750 0.56 34.22 0 0 0| 0 0 0 0 230 11.750 0.45 35.39 0 0 0| 0 0 0 0 240 5.750 0.27 35.27 0 0 0| 0 0 0 0 260 Total 0 0 0| 13 2 -9 0 Indicative a-t-m Vol 35.43 Underlying Price 231.900 Time to expiry: 105 Days Dec 10 54.000 0.92 40.64 0 0 0| 0 5 0 0 180 45.250 0.87 39.58 0 0 0| 0 1 0 0 190 37.000 0.82 38.27 0 0 0| 0 9 0 0 200 30.750 30.000 0.73 38.71 30.750 S 30.750 S 0 0 4| 15 19 +15 0 210 23.250 0.65 37.50 0 0 0| 15 171 -15 0 220 19.500 17.000 0.55 35.48 19.500 19.500 0 0 2| 15 174 0 0 230 12.500 12.750 0.46 35.19 14.500 12.500 0 0 24| 315 512 +300 0 240 6.750 6.500 0.28 34.59 6.750 6.750 0 0 7| 0 730 0 0 260 4.250 3.250 0.16 35.08 4.250 4.250 0 0 6| 0 699 0 0 280 1.250 0.07 33.17 0 0 0| 0 19 0 0 300 0.500 0.03 31.94 0 0 0| 0 310 0 0 320 Total 0 0 43| 360 2,649 +300 0 Indicative a-t-m Vol 33.89 Underlying Price 231.900 Time to expiry: 196 Days Mar 11 57.000 0.85 43.63 0 0 0| 0 5 0 0 180 48.250 0.81 40.45 0 0 0| 0 0 0 0 190 40.250 0.76 38.16 0 0 0| 0 30 0 0 200 33.250 0.69 36.66 0 0 0| 0 0 0 0 210 27.250 0.62 35.98 0 0 0| 0 10 0 0 220 22.000 21.000 0.54 33.65 22.000 22.000 0 0 115| 20 261 +20 0 230 17.750 0.47 34.85 0 0 0| 26 36 +21 0 240 11.250 0.34 34.21 0 0 0| 20 81 +20 0 260 6.750 0.23 33.66 0 0 0| 0 34 0 0 280 2.500 0.10 33.89 0 0 0| 0 0 0 0 320 Total 0 0 115| 66 457 +61 0 Total Calls 0 0 217| 470 6,372 +363 0 | Equity Options 22:04 Business Day Fri 3 Sep 2010 Previous Business Day Thu 2 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 31.10 Underlying Price 231.900 Time to expiry: 14 Days Sep 10 CAB 0.00 42.99 0 0 0| 0 197 0 0 180 CAB 0.00 38.30 0 0 0| 0 79 0 0 190 CAB -0.02 35.23 0 0 0| 20 267 -4 0 200 0.250 -0.04 34.61 0 0 0| 0 10 0 0 205 0.500 -0.07 34.61 0 0 0| 10 1,608 0 0 210 1.000 -0.13 33.69 0 0 0| 0 71 0 0 215 1.750 -0.20 31.85 0 0 0| 5 222 +5 0 220 3.000 -0.31 31.75 0 0 0| 0 0 0 0 225 6.500 4.750 -0.43 30.84 6.500 6.500 0 0 10| 0 459 0 0 230 7.500 -0.57 31.48 0 0 0| 0 6 0 0 235 11.000 -0.69 31.76 0 0 0| 0 831 0 0 240 15.000 -0.78 33.68 0 0 0| 0 0 0 0 245 19.000 -0.87 32.62 0 0 0| 0 0 0 0 250 29.750 28.500 -0.95 34.61 29.750 S 29.750 S 0 0 4| 0 111 0 0 260 38.250 -0.99 34.61 0 0 0| 0 0 0 0 270 48.000 -1.00 34.61 0 0 0| 0 360 0 0 280 68.000 -1.00 34.61 0 0 0| 3 183 0 0 300 88.000 -1.00 34.61 0 0 0| 0 17 0 0 320 108.000 -1.00 34.61 0 0 0| 6 25 0 0 340 128.000 -1.00 34.61 0 0 0| 0 12 0 0 360 Total 0 0 14| 44 4,458 +1 0 Indicative a-t-m Vol 36.53 Underlying Price 231.900 Time to expiry: 42 Days Oct 10 0.500 -0.03 42.64 0 0 0| 0 10 0 0 180 1.000 -0.07 41.79 0 0 0| 0 0 0 0 190 2.250 -0.13 41.15 0 0 0| 0 20 0 0 200 3.000 -0.16 39.71 0 0 0| 0 0 0 0 205 3.750 -0.20 38.34 0 0 0| 3 2,508 +2,503 0 210 4.750 -0.25 37.23 0 0 0| 0 10 0 0 215 6.500 -0.32 37.51 0 0 0| 0 100 0 0 220 8.000 -0.38 35.96 0 0 0| 0 0 0 0 225 10.750 -0.45 37.12 0 0 0| 0 0 0 0 230 13.000 -0.52 35.64 0 0 0| 0 0 0 0 235 16.250 -0.58 36.37 0 0 0| 0 0 0 0 240 30.250 -0.83 33.04 0 0 0| 0 0 0 0 260 Total 0 0 0| 3 2,648 +2,503 0 Indicative a-t-m Vol 36.26 Underlying Price 231.900 Time to expiry: 77 Days Nov 10 1.500 -0.07 40.00 0 0 0| 0 0 0 0 180 2.750 -0.12 39.75 0 0 0| 0 0 0 0 190 4.500 -0.18 39.25 0 0 0| 0 5 0 0 200 5.750 -0.22 38.95 0 0 0| 0 0 0 0 205 7.000 -0.26 38.35 0 0 0| 0 10 0 0 210 8.500 -0.30 37.86 0 0 0| 0 0 0 0 215 9.750 -0.34 36.28 0 0 0| 0 2 0 0 220 12.250 -0.39 37.04 0 0 0| 0 0 0 0 225 Equity Options 22:04 Business Day Fri 3 Sep 2010 Previous Business Day Thu 2 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 | 15.000 14.250 -0.44 36.02 15.000 15.000 0 0 50| 0 0 0 0 230 20.250 -0.54 37.18 0 0 0| 0 0 0 0 240 33.750 -0.73 35.68 0 0 0| 0 0 0 0 260 Total 0 0 50| 0 17 0 0 Indicative a-t-m Vol 36.15 Underlying Price 231.900 Time to expiry: 105 Days Dec 10 3.250 -0.12 39.76 0 0 0| 0 78 0 0 180 5.000 -0.18 39.10 0 0 0| 0 1 0 0 190 6.500 7.500 -0.24 38.31 6.500 6.500 0 0 34| 0 292 0 0 200 9.750 10.250 -0.32 36.65 9.750 S 9.750 S 0 0 4| 0 1,000 0 0 210 15.500 14.000 -0.41 35.47 15.500 13.250 0 0 28| 0 65 0 0 220 19.750 -0.50 36.34 0 0 0| 0 86 0 0 230 23.500 25.500 -0.59 35.39 23.500 22.750 0 0 88| 10 176 0 0 240 37.250 39.750 -0.75 34.27 37.250 37.250 0 0 23| 0 90 0 0 260 56.500 -0.86 34.03 0 0 0| 0 5 0 0 280 75.000 -0.93 34.12 0 0 0| 0 20 0 0 300 94.500 -0.96 34.42 0 0 0| 0 0 0 0 320 Total 0 0 177| 10 1,813 0 0 Indicative a-t-m Vol 34.86 Underlying Price 231.900 Time to expiry: 196 Days Mar 11 6.750 -0.17 38.69 0 0 0| 0 6 0 0 180 9.250 -0.22 38.01 0 0 0| 0 0 0 0 190 12.500 -0.28 37.58 0 0 0| 0 35 0 0 200 16.750 -0.34 37.82 0 0 0| 0 0 0 0 210 20.000 -0.40 35.43 0 0 0| 0 10 0 0 220 25.000 -0.47 34.75 0 0 0| 0 36 0 0 230 31.250 -0.54 35.29 0 0 0| 6 21 +6 0 240 44.250 44.500 -0.67 34.02 44.250 S 44.250 S 0 0 4| 3 3 +3 0 260 59.500 -0.79 32.18 0 0 0| 0 95 0 0 280 95.500 -0.92 31.89 0 0 0| 0 0 0 0 320 Total 0 0 4| 9 206 +9 0 Total Puts 0 0 245| 66 9,142 +2,513 0 Grand Total 0 3,840 4,302| 536 15,514 +2,876 0 Equity Options 22:04 Business Day Fri 3 Sep 2010 Previous Business Day Thu 2 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 21.33 Underlying Price 357.800 Time to expiry: 14 Days Sep 10 78.000 1.00 46.93 0 0 0| 0 0 0 0 280 58.000 0.99 37.74 0 0 0| 12 24 +12 0 300 38.000 0.97 29.21 0 0 0| 0 29 0 0 320 28.250 0.95 24.38 0 0 0| 0 0 0 0 330 19.000 0.86 23.58 0 0 0| 0 440 0 0 340 11.000 0.70 21.66 0 0 0| 0 32 0 0 350 5.000 5.250 0.45 21.24 5.000 S 5.000 S 0 0 10| 24 795 +20 0 360 2.000 0.23 21.37 0 0 0| 0 0 0 0 370 0.750 0.10 22.48 0 0 0| 0 181 0 0 380 0.250 0.02 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 10| 36 1,721 +32 0 Indicative a-t-m Vol 23.85 Underlying Price 357.800 Time to expiry: 42 Days Oct 10 78.500 0.98 37.02 0 0 0| 0 0 0 0 280 58.750 0.96 31.49 0 0 0| 0 0 0 0 300 40.250 0.88 28.62 0 0 0| 0 5 0 0 320 31.250 0.82 26.85 0 0 0| 0 0 0 0 330 23.250 0.74 25.67 0 0 0| 0 10 0 0 340 16.500 0.62 24.73 0 0 0| 0 0 0 0 350 10.750 0.49 23.63 0 0 0| 0 905 0 0 360 6.500 0.35 23.12 0 0 0| 0 0 0 0 370 3.750 0.23 22.58 0 0 0| 0 33 0 0 380 0.750 0.07 21.37 0 0 0| 0 0 0 0 400 Total 0 0 0| 0 953 0 0 Indicative a-t-m Vol 24.87 Underlying Price 357.800 Time to expiry: 77 Days Nov 10 79.000 0.96 32.75 0 0 0| 0 0 0 0 280 60.250 0.91 30.68 0 0 0| 0 0 0 0 300 42.500 0.83 27.97 0 0 0| 0 0 0 0 320 34.750 0.77 27.59 0 0 0| 0 0 0 0 330 27.250 0.69 26.33 0 0 0| 0 0 0 0 340 20.500 0.60 25.46 0 0 0| 10 10 +10 0 350 14.250 15.000 0.51 24.72 14.250 S 14.250 S 0 0 10| 0 20 0 0 360 7.250 0.31 23.75 0 0 0| 0 25 0 0 380 3.000 0.16 23.11 0 0 0| 0 0 0 0 400 Total 0 0 10| 10 55 +10 0 Indicative a-t-m Vol 25.14 Underlying Price 357.800 Time to expiry: 105 Days Dec 10 178.000 1.00 45.65 0 0 0| 0 0 0 0 180 158.250 1.00 47.94 0 0 0| 0 0 0 0 200 138.250 1.00 39.43 0 0 0| 0 0 0 0 220 118.500 0.99 38.73 0 0 0| 0 0 0 0 240 79.500 0.95 32.97 0 0 0| 0 0 0 0 280 Equity Options 22:04 Business Day Fri 3 Sep 2010 Previous Business Day Thu 2 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 | 60.750 0.90 30.25 0 0 0| 0 11 0 0 300 43.500 0.81 28.01 0 0 0| 0 16 0 0 320 28.750 0.68 26.40 0 0 0| 0 51 0 0 340 16.750 0.50 25.00 0 0 0| 0 85 0 0 360 8.750 0.33 24.01 0 0 0| 0 700 0 0 380 4.000 0.18 23.28 0 0 0| 0 145 0 0 400 2.000 0.10 23.42 0 0 0| 0 241 0 0 420 1.000 0.05 23.76 0 0 0| 0 494 0 0 440 Total 0 0 0| 0 1,743 0 0 Indicative a-t-m Vol 25.52 Underlying Price 357.800 Time to expiry: 196 Days Mar 11 81.250 0.91 31.44 0 0 0| 0 0 0 0 280 63.500 0.84 29.06 0 0 0| 0 0 0 0 300 48.250 0.75 27.98 0 0 0| 0 56 0 0 320 34.750 0.63 26.77 0 0 0| 0 87 0 0 340 23.500 0.51 25.38 0 0 0| 0 121 0 0 360 15.250 0.38 24.60 0 0 0| 0 36 0 0 380 9.250 0.27 23.78 0 0 0| 0 35 0 0 400 3.000 0.11 23.08 0 0 0| 0 1 0 0 440 Total 0 0 0| 0 336 0 0 Indicative a-t-m Vol 26.57 Underlying Price 357.800 Time to expiry: 287 Days Jun 11 119.750 0.96 35.70 0 0 0| 0 0 0 0 240 83.250 0.87 31.63 0 0 0| 0 0 0 0 280 66.750 0.80 29.63 0 0 0| 0 10 0 0 300 52.250 0.72 28.46 0 0 0| 0 146 0 0 320 39.250 0.62 27.27 0 0 0| 0 104 0 0 340 29.000 0.52 26.49 0 0 0| 0 760 0 0 360 20.500 0.42 25.72 0 0 0| 0 5 0 0 380 14.250 0.32 25.28 0 0 0| 0 18 0 0 400 5.750 0.17 23.88 0 0 0| 0 8 0 0 440 Total 0 0 0| 0 1,051 0 0 Indicative a-t-m Vol 27.59 Underlying Price 357.800 Time to expiry: 469 Days Dec 11 178.250 1.00 40.05 0 0 0| 0 0 0 0 180 158.250 0.99 37.27 0 0 0| 0 0 0 0 200 139.000 0.97 35.47 0 0 0| 0 0 0 0 220 120.000 0.94 33.75 0 0 0| 0 0 0 0 240 85.500 0.84 30.73 0 0 0| 0 0 0 0 280 57.250 0.69 28.84 0 0 0| 0 0 0 0 320 36.250 0.53 27.52 0 0 0| 0 1,500 0 0 360 28.250 0.45 27.07 0 0 0| 0 1,500 0 0 380 21.500 0.37 26.42 0 0 0| 0 0 0 0 400 13.250 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 27.37 Underlying Price 357.800 Time to expiry: 651 Days Jun 12 86.750 0.82 29.72 0 0 0| 0 0 0 0 280 Equity Options 22:04 Business Day Fri 3 Sep 2010 Previous Business Day Thu 2 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 | 60.500 0.68 28.32 0 0 0| 0 0 0 0 320 40.750 0.53 27.32 0 0 0| 0 0 0 0 360 26.000 0.39 26.32 0 0 0| 0 0 0 0 400 Total 0 0 0| 0 0 0 0 Indicative a-t-m Vol 27.17 Underlying Price 357.800 Time to expiry: 840 Days Dec 12 88.750 0.81 29.62 0 0 0| 0 0 0 0 280 63.250 0.67 28.21 0 0 0| 0 0 0 0 320 44.000 0.54 27.11 0 0 0| 0 0 0 0 360 29.750 0.41 26.22 0 0 0| 0 0 0 0 400 23.000 0.33 27.50 0 0 0| 0 0 0 0 440 Total 0 0 0| 0 0 0 0 Total Calls 0 0 20| 46 8,859 +42 0 | Equity Options 22:04 Business Day Fri 3 Sep 2010 Previous Business Day Thu 2 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 22.00 Underlying Price 357.800 Time to expiry: 14 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 -0.02 27.00 0 0 0| 0 1,685 0 0 320 1.000 0.250 -0.05 24.16 1.000 0.750 0 0 216| 0 253 0 0 330 1.500 1.250 -0.14 23.75 1.500 S 1.500 S 0 0 10| 0 129 0 0 340 3.250 -0.30 22.54 0 0 0| 0 20 0 0 350 7.500 -0.54 21.87 0 0 0| 0 120 0 0 360 14.500 -0.76 22.80 0 0 0| 0 0 0 0 370 23.000 -0.89 24.16 0 0 0| 60 186 -27 0 380 42.250 -0.98 27.47 0 0 0| 0 1 0 0 400 62.250 -0.98 36.95 0 0 0| 0 0 0 0 420 82.250 -0.99 41.09 0 0 0| 0 0 0 0 440 Total 0 0 226| 60 2,777 -27 0 Indicative a-t-m Vol 23.86 Underlying Price 357.800 Time to expiry: 42 Days Oct 10 0.250 -0.01 32.87 0 0 0| 0 0 0 0 280 0.750 -0.04 31.20 0 0 0| 0 7 0 0 300 2.000 -0.12 28.57 0 0 0| 0 138 0 0 320 3.500 -0.18 27.19 0 0 0| 0 63 0 0 330 5.250 -0.26 25.68 0 0 0| 0 20 0 0 340 8.500 -0.38 24.74 0 0 0| 0 0 0 0 350 12.750 -0.51 23.64 0 0 0| 0 0 0 0 360 18.500 -0.65 23.12 0 0 0| 0 0 0 0 370 25.500 -0.77 22.21 0 0 0| 0 0 0 0 380 43.000 -0.92 22.51 0 0 0| 0 0 0 0 400 Total 0 0 0| 0 228 0 0 Indicative a-t-m Vol 25.21 Underlying Price 357.800 Time to expiry: 77 Days Nov 10 1.000 -0.05 31.51 0 0 0| 0 0 0 0 280 2.750 -0.11 30.48 0 0 0| 0 0 0 0 300 5.750 -0.21 28.44 0 0 0| 0 10 0 0 320 8.250 -0.28 27.41 0 0 0| 0 4 0 0 330 11.250 -0.36 26.47 0 0 0| 0 0 0 0 340 15.500 15.250 -0.45 25.79 15.500 S 15.500 S 0 0 10| 0 0 0 0 350 20.250 -0.55 25.06 0 0 0| 0 0 0 0 360 33.250 -0.73 24.04 0 0 0| 0 0 0 0 380 50.000 -0.85 24.78 0 0 0| 0 0 0 0 400 Total 0 0 10| 0 14 0 0 Indicative a-t-m Vol 25.19 Underlying Price 357.800 Time to expiry: 105 Days Dec 10 CAB 0.00 35.75 0 0 0| 0 0 0 0 180 CAB 0.00 37.75 0 0 0| 0 45 0 0 200 0.250 -0.01 39.26 0 0 0| 0 80 0 0 220 0.500 -0.02 36.35 0 0 0| 0 573 0 0 240 2.750 -0.09 33.63 0 0 0| 0 1,689 0 0 280 4.500 -0.14 30.55 0 0 0| 4 306 0 0 300 Equity Options 22:04 Business Day Fri 3 Sep 2010 Previous Business Day Thu 2 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 | 8.000 -0.24 28.27 0 0 0| 0 234 0 0 320 14.000 -0.37 26.48 0 0 0| 0 1,693 0 0 340 22.750 -0.53 25.05 0 0 0| 60 2,191 +60 0 360 35.250 -0.70 23.89 0 0 0| 0 719 0 0 380 51.750 -0.81 24.92 0 0 0| 0 92 0 0 400 68.750 -0.91 22.98 0 0 0| 0 0 0 0 420 87.500 -0.97 22.12 0 0 0| 0 4 0 0 440 Total 0 0 0| 64 7,626 +60 0 Indicative a-t-m Vol 25.81 Underlying Price 357.800 Time to expiry: 196 Days Mar 11 6.000 -0.13 31.67 0 0 0| 0 36 0 0 280 9.250 -0.19 29.74 0 0 0| 0 25 0 0 300 14.250 -0.28 28.25 0 0 0| 0 60 0 0 320 20.750 20.750 -0.38 26.76 20.750 20.750 0 0 3| 0 39 0 0 340 30.250 -0.50 25.70 0 0 0| 0 52 0 0 360 41.750 -0.62 24.85 0 0 0| 0 45 0 0 380 55.750 -0.74 23.87 0 0 0| 0 0 0 0 400 90.000 -0.88 23.93 0 0 0| 0 0 0 0 440 Total 0 0 3| 0 257 0 0 Indicative a-t-m Vol 26.49 Underlying Price 357.800 Time to expiry: 287 Days Jun 11 5.250 -0.09 35.04 0 0 0| 0 54 0 0 240 11.500 -0.19 31.40 0 0 0| 0 117 0 0 280 16.250 -0.26 29.90 0 0 0| 0 47 0 0 300 22.500 -0.34 28.51 0 0 0| 0 14 0 0 320 30.750 -0.43 27.36 0 0 0| 0 5 0 0 340 42.250 41.000 -0.53 26.39 42.250 42.250 0 0 1| 0 517 0 0 360 53.000 -0.63 25.47 0 0 0| 0 10 0 0 380 67.250 -0.71 24.82 0 0 0| 0 10 0 0 400 100.750 -0.84 24.99 0 0 0| 0 0 0 0 440 Total 0 0 1| 0 774 0 0 Indicative a-t-m Vol 27.69 Underlying Price 357.800 Time to expiry: 469 Days Dec 11 5.500 -0.06 43.23 0 0 0| 0 2,000 0 0 180 5.500 -0.07 37.62 0 0 0| 0 0 0 0 200 7.000 -0.09 34.36 0 0 0| 0 0 0 0 220 8.750 -0.12 31.55 0 0 0| 0 0 0 0 240 18.250 -0.23 30.09 0 0 0| 0 0 0 0 280 33.250 -0.36 28.96 0 0 0| 0 0 0 0 320 53.500 -0.51 27.62 0 0 0| 0 500 0 0 360 65.500 -0.58 26.98 0 0 0| 0 300 0 0 380 79.250 -0.65 26.42 0 0 0| 0 0 0 0 400 114.250 -0.73 29.17 0 0 0| 0 0 0 0 440 Total 0 0 0| 0 2,800 0 0 Indicative a-t-m Vol 27.38 Underlying Price 357.800 Time to expiry: 651 Days Jun 12 26.250 -0.26 30.00 0 0 0| 0 0 0 0 280 42.500 -0.38 28.54 0 0 0| 0 0 0 0 320 63.750 -0.51 27.32 0 0 0| 0 0 0 0 360 Equity Options 22:04 Business Day Fri 3 Sep 2010 Previous Business Day Thu 2 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 | 89.750 -0.64 26.32 0 0 0| 0 0 0 0 400 Total 0 0 0| 0 0 0 0 Indicative a-t-m Vol 27.17 Underlying Price 357.800 Time to expiry: 840 Days Dec 12 32.000 -0.28 29.62 0 0 0| 0 0 0 0 280 48.750 -0.39 28.21 0 0 0| 0 0 0 0 320 70.750 -0.50 27.11 0 0 0| 0 0 0 0 360 96.500 -0.61 26.22 0 0 0| 0 0 0 0 400 144.750 -0.60 36.16 0 0 0| 0 0 0 0 440 Total 0 0 0| 0 0 0 0 Total Puts 0 0 240| 124 14,476 +33 0 Grand Total 0 4,800 5,060| 170 23,335 +75 0 Equity Options 22:04 Business Day Fri 3 Sep 2010 Previous Business Day Thu 2 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 304.800 Time to expiry: 14 Days Sep 10 85.000 1.00 60.92 0 0 0| 0 0 0 0 220 75.000 0.99 58.06 0 0 0| 0 0 0 0 230 65.000 0.99 53.21 0 0 0| 0 0 0 0 240 45.000 0.99 34.02 0 0 0| 0 0 0 0 260 35.000 0.97 32.06 0 0 0| 0 0 0 0 270 25.500 0.92 30.50 0 0 0| 0 0 0 0 280 17.000 0.81 29.78 0 0 0| 0 0 0 0 290 9.750 0.62 28.52 0 0 0| 0 15 0 0 300 5.000 0.40 29.01 0 0 0| 0 16 0 0 310 2.000 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 0.05 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 29.62 Underlying Price 304.800 Time to expiry: 105 Days Dec 10 67.250 0.93 32.66 0 0 0| 0 0 0 0 240 49.750 0.85 31.46 0 0 0| 0 0 0 0 260 34.750 0.73 30.98 0 0 0| 0 0 0 0 280 22.250 0.58 29.85 0 0 0| 0 9 0 0 300 13.000 0.41 28.95 0 0 0| 0 74 0 0 320 7.250 0.27 29.00 0 0 0| 0 0 0 0 340 3.750 0.16 28.90 0 0 0| 0 7 0 0 360 0.750 0.05 28.67 0 0 0| 0 0 0 0 400 Total 0 0 0| 0 90 0 0 Indicative a-t-m Vol 31.46 Underlying Price 304.800 Time to expiry: 196 Days Mar 11 70.500 0.88 31.68 0 0 0| 0 0 0 0 240 56.000 0.79 32.82 0 0 0| 0 0 0 0 260 43.000 0.69 32.90 0 0 0| 0 0 0 0 280 31.000 0.58 31.53 0 0 0| 0 2 0 0 300 22.000 0.47 31.25 0 0 0| 0 0 0 0 320 15.000 0.36 30.44 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 22:04 Business Day Fri 3 Sep 2010 Previous Business Day Thu 2 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 304.800 Time to expiry: 14 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 1.000 -0.10 33.71 0 0 0| 0 3 0 0 280 2.500 -0.21 32.23 0 0 0| 0 0 0 0 290 5.250 -0.39 30.81 0 0 0| 0 0 0 0 300 10.250 -0.60 29.44 0 0 0| 0 0 0 0 310 18.250 -0.75 33.87 0 0 0| 0 10 0 0 320 26.750 -0.85 36.35 0 0 0| 0 0 0 0 330 36.250 -0.90 40.84 0 0 0| 0 0 0 0 340 55.500 -0.97 43.78 0 0 0| 0 0 0 0 360 75.250 -0.99 48.92 0 0 0| 0 0 0 0 380 95.250 -1.00 51.78 0 0 0| 0 0 0 0 400 Total 0 0 0| 0 300 0 0 Indicative a-t-m Vol 30.37 Underlying Price 304.800 Time to expiry: 105 Days Dec 10 2.500 -0.09 35.75 0 0 0| 0 4 0 0 240 5.250 -0.16 33.57 0 0 0| 0 0 0 0 260 10.000 -0.28 32.07 0 0 0| 0 3 0 0 280 17.250 -0.42 30.40 0 0 0| 0 0 0 0 300 28.500 -0.58 30.31 0 0 0| 0 25 0 0 320 42.500 -0.72 30.17 0 0 0| 0 0 0 0 340 59.000 -0.83 30.22 0 0 0| 0 0 0 0 360 96.250 -0.94 31.92 0 0 0| 0 0 0 0 400 Total 0 0 0| 0 32 0 0 Indicative a-t-m Vol 32.50 Underlying Price 304.800 Time to expiry: 196 Days Mar 11 7.250 -0.15 36.63 0 0 0| 0 6 0 0 240 11.500 -0.22 35.19 0 0 0| 0 0 0 0 260 17.250 -0.31 33.03 0 0 0| 0 95 0 0 280 26.000 -0.42 32.57 0 0 0| 0 15 0 0 300 37.000 -0.53 32.29 0 0 0| 0 0 0 0 320 50.000 -0.63 31.89 0 0 0| 0 0 0 0 340 64.500 -0.73 31.03 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 1,800 1,800| 0 613 0 0 Equity Options 22:04 Business Day Fri 3 Sep 2010 Previous Business Day Thu 2 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 19.58 Underlying Price 289.300 Time to expiry: 14 Days Sep 10 69.250 1.00 36.01 0 0 0| 0 0 0 0 220 59.250 1.00 33.92 0 0 0| 0 0 0 0 230 49.500 1.00 32.98 0 0 0| 0 30 0 0 240 39.500 0.99 29.94 0 0 0| 0 0 0 0 250 29.500 0.97 27.65 0 0 0| 0 20 0 0 260 19.750 0.93 23.71 0 0 0| 0 4 0 0 270 12.500 11.250 0.77 22.32 12.500 12.500 0 0 3| 0 1,530 0 0 280 5.250 4.250 0.49 19.58 5.250 4.750 0 0 33| 0 12 0 0 290 1.250 0.19 19.67 0 0 0| 15 112 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 36| 15 1,730 0 0 Indicative a-t-m Vol 16.93 Underlying Price 289.300 Time to expiry: 42 Days Oct 10 59.500 1.00 26.51 0 0 0| 0 0 0 0 230 49.500 0.99 24.61 0 0 0| 0 0 0 0 240 29.750 0.95 20.19 0 0 0| 0 0 0 0 260 20.750 0.87 19.88 0 0 0| 0 15 0 0 270 12.500 0.72 18.19 0 0 0| 0 10 0 0 280 6.250 0.49 16.93 0 0 0| 0 18 0 0 290 2.500 0.26 16.38 0 0 0| 0 110 0 0 300 0.250 0.03 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 18.69 Underlying Price 289.300 Time to expiry: 77 Days Nov 10 49.750 0.98 23.43 0 0 0| 0 0 0 0 240 30.750 0.89 21.11 0 0 0| 0 0 0 0 260 15.000 0.66 19.34 0 0 0| 0 0 0 0 280 9.250 0.50 18.69 0 0 0| 0 0 0 0 290 5.250 0.34 18.13 0 0 0| 0 12 0 0 300 1.250 0.11 17.46 0 0 0| 0 0 0 0 320 0.250 0.02 17.28 0 0 0| 0 0 0 0 340 Total 0 0 0| 0 12 0 0 Indicative a-t-m Vol 18.24 Underlying Price 289.300 Time to expiry: 105 Days Dec 10 70.500 0.95 35.18 0 0 0| 0 0 0 0 220 52.000 50.000 0.96 22.45 52.000 52.000 0 0 35| 0 35 0 0 240 33.500 31.500 0.86 20.35 33.500 33.500 0 0 30| 0 31 0 0 260 16.250 0.64 18.77 0 0 0| 0 65 0 0 280 6.500 0.36 17.70 0 0 0| 0 2,065 0 0 300 1.750 0.13 16.67 0 0 0| 0 4 0 0 320 CAB 0.01 18.08 0 0 0| 0 0 0 0 360 Total 0 0 65| 0 2,200 0 0 Equity Options 22:04 Business Day Fri 3 Sep 2010 Previous Business Day Thu 2 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 18.20 Underlying Price 289.300 Time to expiry: 196 Days Mar 11 71.000 0.93 26.98 0 0 0| 0 0 0 0 220 52.250 0.88 23.25 0 0 0| 0 2 0 0 240 34.750 0.79 20.10 0 0 0| 0 0 0 0 260 20.500 0.62 18.78 0 0 0| 0 74 0 0 280 10.500 0.41 17.62 0 0 0| 0 10 0 0 300 4.500 0.23 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| 0 92 0 0 Total Calls 0 0 101| 15 4,187 0 0 | Equity Options 22:04 Business Day Fri 3 Sep 2010 Previous Business Day Thu 2 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 289.300 Time to expiry: 14 Days Sep 10 CAB 0.00 36.00 0 0 0| 0 0 0 0 220 CAB 0.00 34.00 0 0 0| 0 0 0 0 230 CAB 0.00 32.00 0 0 0| 0 220 0 0 240 CAB -0.01 31.11 0 0 0| 0 3 0 0 250 0.250 -0.03 27.40 0 0 0| 0 51 0 0 260 0.500 -0.07 23.54 0 0 0| 0 31 0 0 270 1.750 -0.22 22.10 0 0 0| 0 613 0 0 280 5.000 -0.51 19.42 0 0 0| 0 55 0 0 290 11.750 -0.82 19.43 0 0 0| 0 129 0 0 300 30.750 -1.00 19.88 0 0 0| 0 24 0 0 320 50.750 -1.00 19.76 0 0 0| 0 0 0 0 340 70.750 -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 17.46 Underlying Price 289.300 Time to expiry: 42 Days Oct 10 0.250 -0.02 31.99 0 0 0| 0 0 0 0 230 0.250 -0.03 29.26 0 0 0| 0 7 0 0 240 0.750 -0.08 21.73 0 0 0| 0 0 0 0 260 1.750 -0.16 20.15 0 0 0| 0 71 0 0 270 3.750 -0.31 18.54 0 0 0| 0 10 0 0 280 7.750 -0.53 17.46 0 0 0| 0 0 0 0 290 14.000 -0.75 16.57 0 0 0| 0 0 0 0 300 31.750 -0.99 12.58 0 0 0| 0 0 0 0 320 51.750 -1.00 8.72 0 0 0| 0 0 0 0 340 Total 0 0 0| 0 88 0 0 Indicative a-t-m Vol 17.61 Underlying Price 289.300 Time to expiry: 77 Days Nov 10 0.500 -0.04 23.29 0 0 0| 0 0 0 0 240 1.750 -0.13 20.50 0 0 0| 0 0 0 0 260 6.000 -0.35 18.22 0 0 0| 0 51 0 0 280 10.250 -0.51 17.61 0 0 0| 0 5 0 0 290 16.250 -0.67 17.46 0 0 0| 0 0 0 0 300 32.500 -0.91 16.40 0 0 0| 0 0 0 0 320 51.750 -0.99 15.96 0 0 0| 0 0 0 0 340 Total 0 0 0| 0 56 0 0 Indicative a-t-m Vol 17.75 Underlying Price 289.300 Time to expiry: 105 Days Dec 10 0.500 -0.02 26.49 0 0 0| 0 64 0 0 220 1.000 -0.06 22.71 0 0 0| 0 40 0 0 240 2.250 2.500 -0.15 19.80 2.250 2.250 0 0 185| 260 355 +260 0 260 7.500 -0.36 18.34 0 0 0| 0 163 0 0 280 16.250 17.500 -0.65 17.16 16.250 16.250 0 0 7| 0 10 0 0 300 33.250 -0.87 16.97 0 0 0| 0 5 0 0 320 71.750 -0.99 18.56 0 0 0| 0 13 0 0 360 Total 0 0 192| 260 650 +260 0 Equity Options 22:04 Business Day Fri 3 Sep 2010 Previous Business Day Thu 2 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 18.00 Underlying Price 289.300 Time to expiry: 196 Days Mar 11 1.250 -0.05 23.99 0 0 0| 0 0 0 0 220 2.750 -0.11 22.15 0 0 0| 0 152 0 0 240 5.500 -0.21 20.10 0 0 0| 0 110 0 0 260 11.250 -0.38 18.60 0 0 0| 0 86 0 0 280 21.000 -0.59 17.40 0 0 0| 0 69 0 0 300 35.250 -0.78 16.94 0 0 0| 0 2 0 0 320 72.250 -0.96 18.14 0 0 0| 0 0 0 0 360 Total 0 0 0| 0 419 0 0 Total Puts 0 0 192| 260 2,362 +260 0 Grand Total 0 2,520 2,813| 275 6,549 +260 0 Equity Options 22:04 Business Day Fri 3 Sep 2010 Previous Business Day Thu 2 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 16.08 Underlying Price 544.500 Time to expiry: 14 Days Sep 10 112.750 0.99 48.86 0 0 0| 0 0 0 0 432 76.750 0.99 32.27 0 0 0| 0 31 0 0 468 64.750 0.99 28.33 0 0 0| 0 0 0 0 480 45.000 0.97 22.22 0 0 0| 0 0 0 0 500 41.250 0.95 23.42 0 0 0| 2 634 -2 0 504 24.750 0.98 11.45 0 0 0| 0 0 0 0 520 9.500 0.61 15.77 0 0 0| 0 1,401 0 0 540 2.250 0.21 16.99 0 0 0| 0 30 0 0 560 0.750 0.07 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 0| 2 2,534 -2 0 Indicative a-t-m Vol 17.51 Underlying Price 544.500 Time to expiry: 105 Days Dec 10 114.000 0.97 26.09 0 0 0| 0 18 0 0 432 79.500 0.92 22.81 0 0 0| 0 8 0 0 468 68.000 0.90 21.42 0 0 0| 0 0 0 0 480 50.750 0.83 20.15 0 0 0| 0 0 0 0 500 47.250 0.81 19.93 0 0 0| 0 94 0 0 504 34.750 0.71 18.83 0 0 0| 1 51 +1 0 520 21.250 0.56 17.61 0 0 0| 3 298 +3 0 540 12.500 12.250 0.39 17.21 12.500 S 12.500 S 0 0 15| 0 189 0 0 560 5.500 7.250 0.27 16.75 5.500 5.500 0 0 1| 0 1,062 0 0 575 2.250 2.000 0.09 16.95 2.250 2.250 0 0 26| 0 274 0 0 611 0.500 0.03 18.28 0 0 0| 0 6 0 0 647 Total 0 0 42| 4 2,000 +4 0 Indicative a-t-m Vol 18.57 Underlying Price 544.500 Time to expiry: 196 Days Mar 11 107.000 0.94 24.11 0 0 0| 0 0 0 0 440 88.500 0.90 22.86 0 0 0| 0 5 0 0 460 70.750 0.85 21.66 0 0 0| 0 17 0 0 480 40.000 0.66 19.63 0 0 0| 0 22 0 0 520 27.750 0.54 18.74 0 0 0| 0 300 0 0 540 18.250 0.41 18.08 0 0 0| 6 40 +6 0 560 7.000 0.20 17.33 0 0 0| 0 0 0 0 600 2.500 0.08 17.05 0 0 0| 0 0 0 0 640 Total 0 0 0| 6 384 +6 0 Total Calls 0 0 42| 12 4,918 +8 0 | Equity Options 22:04 Business Day Fri 3 Sep 2010 Previous Business Day Thu 2 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 17.54 Underlying Price 544.500 Time to expiry: 14 Days Sep 10 CAB 0.00 29.66 0 0 0| 0 59 0 0 432 CAB 0.00 25.20 0 0 0| 0 1,865 0 0 468 CAB 0.00 23.58 0 0 0| 0 0 0 0 480 0.250 -0.02 20.34 0 0 0| 0 0 0 0 500 0.250 -0.03 20.74 0 0 0| 0 275 0 0 504 1.000 -0.11 18.59 0 0 0| 0 0 0 0 520 5.750 -0.40 17.98 0 0 0| 0 1,243 0 0 540 17.500 -0.80 16.22 0 0 0| 0 1 0 0 560 31.000 -0.93 18.02 0 0 0| 0 342 0 0 575 66.500 -1.00 2.00 0 0 0| 0 0 0 0 611 102.500 -1.00 2.00 0 0 0| 0 0 0 0 647 174.500 -1.00 53.40 0 0 0| 0 0 0 0 719 Total 0 0 0| 0 3,785 0 0 Indicative a-t-m Vol 18.02 Underlying Price 544.500 Time to expiry: 105 Days Dec 10 2.000 -0.06 25.71 0 0 0| 0 74 0 0 432 4.000 4.750 -0.13 23.00 4.000 3.750 0 0 172| 0 167 0 0 468 6.000 -0.17 21.56 0 0 0| 0 10 0 0 480 9.750 -0.26 20.31 0 0 0| 0 15 0 0 500 11.000 -0.29 20.23 0 0 0| 0 235 0 0 504 14.750 15.750 -0.39 19.04 14.750 S 14.750 S 0 0 15| 1 23 +1 0 520 24.750 -0.54 18.16 0 0 0| 3 220 0 0 540 37.250 -0.69 17.60 0 0 0| 0 10 0 0 560 48.750 -0.77 17.95 0 0 0| 0 603 0 0 575 81.000 -0.90 19.37 0 0 0| 0 0 0 0 611 115.500 -0.95 21.52 0 0 0| 0 2 0 0 647 Total 0 0 187| 4 1,359 +1 0 Indicative a-t-m Vol 19.17 Underlying Price 544.500 Time to expiry: 196 Days Mar 11 6.250 -0.12 24.53 0 0 0| 0 36 0 0 440 9.000 -0.17 23.30 0 0 0| 0 1 0 0 460 12.750 -0.23 22.10 0 0 0| 0 302 0 0 480 24.500 -0.40 19.92 0 0 0| 0 25 0 0 520 33.750 -0.51 19.31 0 0 0| 0 11 0 0 540 45.000 -0.62 18.73 0 0 0| 20 22 +20 0 560 74.750 -0.80 18.36 0 0 0| 0 0 0 0 600 110.250 -0.90 18.97 0 0 0| 0 0 0 0 640 Total 0 0 0| 20 397 +20 0 Total Puts 0 0 187| 24 5,541 +21 0 Grand Total 0 1,860 2,089| 36 10,459 +29 0 Equity Options 22:04 Business Day Fri 3 Sep 2010 Previous Business Day Thu 2 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 30.90 Underlying Price 2053.000 Time to expiry: 14 Days Sep 10 453.500 1.00 45.45 0 0 0| 0 0 0 0 1600 354.500 0.99 42.59 0 0 0| 0 5 0 0 1700 256.000 0.96 38.23 0 0 0| 0 12 0 0 1800 162.500 0.88 34.22 0 0 0| 0 4 0 0 1900 120.500 0.79 33.12 0 0 0| 0 0 0 0 1950 83.000 0.67 31.66 0 0 0| 0 275 0 0 2000 30.000 31.000 0.37 30.22 30.000 30.000 0 0 3| 0 52 0 0 2100 6.500 0.12 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 3| 0 1,414 0 0 Indicative a-t-m Vol 31.33 Underlying Price 2053.000 Time to expiry: 105 Days Dec 10 472.500 0.92 38.78 0 0 0| 0 0 0 0 1600 383.000 0.87 36.61 0 0 0| 0 0 0 0 1700 300.000 0.80 34.75 0 0 0| 0 8 0 0 1800 225.500 0.71 33.23 0 0 0| 0 10 0 0 1900 162.000 0.60 31.90 0 0 0| 0 242 0 0 2000 70.500 0.36 29.75 0 0 0| 6 248 0 0 2200 24.500 0.16 28.32 0 0 0| 0 177 0 0 2400 7.000 0.06 27.37 0 0 0| 0 3 0 0 2600 1.500 0.02 26.67 0 0 0| 0 52 0 0 2800 Total 0 0 0| 6 740 0 0 Indicative a-t-m Vol 31.04 Underlying Price 2053.000 Time to expiry: 196 Days Mar 11 481.500 0.88 33.79 0 0 0| 0 0 0 0 1600 331.000 0.75 33.31 0 0 0| 0 9 0 0 1800 266.500 0.67 32.70 0 0 0| 0 0 0 0 1900 206.500 0.58 31.56 0 0 0| 0 3 0 0 2000 114.000 0.41 29.61 0 0 0| 0 3 0 0 2200 56.500 0.25 28.33 0 0 0| 0 0 0 0 2400 12.000 0.07 27.63 0 0 0| 0 13 0 0 2800 Total 0 0 0| 0 28 0 0 Total Calls 0 0 3| 6 2,182 0 0 | Equity Options 22:04 Business Day Fri 3 Sep 2010 Previous Business Day Thu 2 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 29.65 Underlying Price 2053.000 Time to expiry: 14 Days Sep 10 CAB 0.00 42.36 0 0 0| 0 28 0 0 1600 1.000 0.500 -0.01 41.18 1.000 S 1.000 S 0 0 12| 0 18 0 0 1700 2.500 -0.04 38.12 0 0 0| 2 58 -2 0 1800 8.000 9.000 -0.12 33.95 8.000 S 7.500 S 0 0 12| 0 11 0 0 1900 16.000 -0.21 32.50 0 0 0| 0 6 0 0 1950 28.000 -0.32 30.78 0 0 0| 0 443 0 0 2000 75.000 -0.64 28.66 0 0 0| 0 53 0 0 2100 153.000 -0.88 28.24 0 0 0| 0 506 0 0 2200 248.000 -0.97 28.77 0 0 0| 0 3 0 0 2300 347.000 -1.00 19.33 0 0 0| 0 0 0 0 2400 547.000 -1.00 31.00 0 0 0| 0 3 0 0 2600 747.000 -1.00 33.00 0 0 0| 0 0 0 0 2800 Total 0 0 24| 2 1,129 -2 0 Indicative a-t-m Vol 30.99 Underlying Price 2053.000 Time to expiry: 105 Days Dec 10 19.500 -0.10 37.07 0 0 0| 0 5 0 0 1600 33.000 -0.15 35.53 0 0 0| 0 159 0 0 1700 53.500 -0.22 34.22 0 0 0| 0 37 0 0 1800 80.500 -0.32 32.68 0 0 0| 0 14 0 0 1900 119.500 -0.43 31.47 0 0 0| 0 751 0 0 2000 233.000 -0.66 29.65 0 0 0| 0 79 0 0 2200 388.500 -0.84 28.17 0 0 0| 0 12 0 0 2400 572.500 -0.94 28.37 0 0 0| 0 0 0 0 2600 767.500 -0.97 30.07 0 0 0| 0 0 0 0 2800 Total 0 0 0| 0 1,057 0 0 Indicative a-t-m Vol 31.06 Underlying Price 2053.000 Time to expiry: 196 Days Mar 11 46.000 -0.15 35.93 0 0 0| 0 26 0 0 1600 93.000 -0.27 33.66 0 0 0| 0 19 0 0 1800 126.000 -0.34 32.56 0 0 0| 0 6 0 0 1900 167.000 -0.42 31.50 0 0 0| 0 16 0 0 2000 276.000 -0.60 29.84 0 0 0| 0 3 0 0 2200 417.500 -0.76 28.31 0 0 0| 0 1 0 0 2400 774.500 -0.93 27.96 0 0 0| 0 0 0 0 2800 Total 0 0 0| 0 71 0 0 Total Puts 0 0 24| 2 2,257 -2 0 Grand Total 0 1,680 1,707| 8 4,439 -2 0 Equity Options 22:04 Business Day Fri 3 Sep 2010 Previous Business Day Thu 2 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: 171 Days Mar 08 CAB 0.00 198.38 0 0 0| 0 0 0 0 48 CAB 0.00 189.88 0 0 0| 0 5 0 0 64 CAB 0.00 183.07 0 0 0| 0 0 0 0 72 CAB 0.00 177.14 0 0 0| 0 0 0 0 80 CAB 0.00 174.15 0 0 0| 0 2 0 0 84 CAB 0.00 171.19 0 0 0| 0 9 0 0 88 CAB 0.00 162.50 0 0 0| 0 111 0 0 100 CAB 0.00 153.38 0 0 0| 0 125 0 0 120 CAB 0.00 144.76 0 0 0| 0 156 0 0 140 CAB 0.00 141.41 0 0 0| 0 26 0 0 150 CAB 0.00 138.26 0 0 0| 0 0 0 0 160 CAB 0.00 135.76 0 0 0| 0 10 0 0 170 CAB 0.00 133.76 0 0 0| 0 2 0 0 180 CAB 0.00 132.66 0 0 0| 0 16 0 0 190 CAB 0.00 132.30 0 0 0| 0 168 0 0 200 CAB 0.00 131.30 0 0 0| 0 0 0 0 210 CAB 0.00 130.55 0 0 0| 0 135 0 0 220 CAB 0.00 129.29 0 0 0| 0 86 0 0 240 CAB 0.00 128.17 0 0 0| 0 174 0 0 260 CAB 0.00 128.17 0 0 0| 0 45 0 0 280 CAB 0.00 128.27 0 0 0| 0 282 0 0 300 CAB 0.00 128.37 0 0 0| 0 50 0 0 320 CAB 0.00 128.77 0 0 0| 0 20 0 0 340 CAB 0.00 128.97 0 0 0| 0 111 0 0 360 CAB 0.00 127.30 0 0 0| 0 11 0 0 380 CAB 0.00 124.49 0 0 0| 0 3 0 0 420 CAB 0.00 124.42 0 0 0| 0 5 0 0 440 CAB 0.00 125.07 0 0 0| 0 4 0 0 460 CAB 0.00 124.99 0 0 0| 0 10 0 0 480 CAB 0.00 124.94 0 0 0| 0 13 0 0 500 CAB 0.00 124.17 0 0 0| 0 3 0 0 520 CAB 0.00 125.99 0 0 0| 0 13 0 0 560 CAB 0.00 125.37 0 0 0| 0 19 0 0 600 CAB 0.00 124.37 0 0 0| 0 0 0 0 620 CAB 0.00 125.06 0 0 0| 0 505 0 0 640 CAB 0.00 125.06 0 0 0| 0 30 0 0 680 CAB 0.00 125.66 0 0 0| 0 659 0 0 720 CAB 0.00 128.40 0 0 0| 0 45 0 0 760 CAB 0.00 128.11 0 0 0| 0 127 0 0 800 CAB 0.00 127.50 0 0 0| 0 1 0 0 840 CAB 0.00 127.41 0 0 0| 0 2 0 0 850 CAB 0.00 127.27 0 0 0| 0 10 0 0 880 CAB 0.00 127.27 0 0 0| 0 20 0 0 920 CAB 0.00 125.62 0 0 0| 0 20 0 0 1000 CAB 0.00 126.24 0 0 0| 0 5 0 0 1100 Total 0 0 0| 0 3,038 0 0 Equity Options 22:04 Business Day Fri 3 Sep 2010 Previous Business Day Thu 2 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: 172 Days Jun 08 CAB 0.00 139.96 0 0 0| 0 3 0 0 60 CAB 0.00 137.96 0 0 0| 0 0 0 0 80 CAB 0.00 136.96 0 0 0| 0 0 0 0 88 CAB 0.00 134.96 0 0 0| 0 17 0 0 110 CAB 0.00 133.96 0 0 0| 0 0 0 0 120 CAB 0.00 132.46 0 0 0| 0 0 0 0 130 CAB 0.00 131.46 0 0 0| 0 0 0 0 140 CAB 0.00 129.96 0 0 0| 0 20 0 0 150 CAB 0.00 128.33 0 0 0| 0 6 0 0 160 CAB 0.00 126.87 0 0 0| 0 0 0 0 170 CAB 0.00 125.95 0 0 0| 0 3 0 0 180 CAB 0.00 128.96 0 0 0| 0 52 0 0 220 CAB 0.00 128.96 0 0 0| 0 137 0 0 240 Total 0 0 0| 0 238 0 0 Total Calls 0 0 0| 0 3,276 0 0 | Equity Options 22:04 Business Day Fri 3 Sep 2010 Previous Business Day Thu 2 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: 171 Days Mar 08 28.000 -1.00 210.40 0 0 0| 0 5 0 0 48 44.000 -1.00 202.90 0 0 0| 0 0 0 0 64 52.000 -1.00 197.03 0 0 0| 0 10 0 0 72 60.000 -1.00 191.48 0 0 0| 0 281 0 0 80 64.000 -1.00 188.58 0 0 0| 0 0 0 0 84 68.000 -1.00 185.48 0 0 0| 0 62 0 0 88 80.000 -1.00 176.55 0 0 0| 0 71 0 0 100 100.000 -1.00 166.21 0 0 0| 0 54 0 0 120 120.000 -1.00 158.56 0 0 0| 0 330 0 0 140 130.000 -1.00 153.88 0 0 0| 0 33 0 0 150 140.000 -1.00 149.27 0 0 0| 0 21 0 0 160 150.000 -1.00 145.68 0 0 0| 0 188 0 0 170 160.000 -1.00 143.10 0 0 0| 0 51 0 0 180 170.000 -1.00 141.37 0 0 0| 0 3 0 0 190 180.000 -1.00 140.94 0 0 0| 0 86 0 0 200 190.000 -1.00 138.80 0 0 0| 0 25 0 0 210 200.000 -1.00 138.62 0 0 0| 0 51 0 0 220 220.000 -1.00 135.53 0 0 0| 0 0 0 0 240 240.000 -1.00 133.56 0 0 0| 0 10 0 0 260 260.000 -1.00 132.36 0 0 0| 0 7 0 0 280 280.000 -1.00 131.33 0 0 0| 0 33 0 0 300 300.000 -1.00 129.42 0 0 0| 0 0 0 0 320 320.000 -1.00 128.45 0 0 0| 0 0 0 0 340 340.000 -1.00 128.15 0 0 0| 0 0 0 0 360 360.000 -1.00 126.84 0 0 0| 0 5 0 0 380 400.000 -1.00 126.91 0 0 0| 0 0 0 0 420 420.000 -1.00 128.53 0 0 0| 0 3 0 0 440 440.000 -1.00 128.53 0 0 0| 0 0 0 0 460 460.000 -1.00 127.95 0 0 0| 0 11 0 0 480 480.000 -1.00 129.12 0 0 0| 0 0 0 0 500 500.000 -1.00 130.58 0 0 0| 0 4 0 0 520 540.000 -1.00 129.70 0 0 0| 0 10 0 0 560 580.000 -1.00 127.66 0 0 0| 0 0 0 0 600 600.000 -1.00 127.37 0 0 0| 0 249 0 0 620 620.000 -1.00 127.66 0 0 0| 0 60 0 0 640 660.000 -1.00 127.37 0 0 0| 0 20 0 0 680 700.000 -1.00 128.24 0 0 0| 0 0 0 0 720 740.000 -1.00 127.37 0 0 0| 0 9 0 0 760 780.000 -1.00 130.28 0 0 0| 0 0 0 0 800 820.000 -1.00 127.95 0 0 0| 0 0 0 0 840 830.000 -1.00 128.83 0 0 0| 0 0 0 0 850 860.000 -1.00 127.95 0 0 0| 0 5 0 0 880 900.000 -1.00 128.53 0 0 0| 0 0 0 0 920 980.000 -1.00 126.49 0 0 0| 0 4 0 0 1000 1080.000 -1.00 128.53 0 0 0| 0 0 0 0 1100 Total 0 0 0| 0 1,701 0 0 Equity Options 22:04 Business Day Fri 3 Sep 2010 Previous Business Day Thu 2 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: 172 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 3,480 3,480| 0 5,669 0 0 Equity Options 22:04 Business Day Fri 3 Sep 2010 Previous Business Day Thu 2 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 30.88 Underlying Price 137.500 Time to expiry: 14 Days Sep 10 57.500 1.00 95.46 0 0 0| 0 0 0 0 80 49.500 1.00 83.91 0 0 0| 0 25 0 0 88 45.500 1.00 76.56 0 0 0| 0 0 0 0 92 41.500 1.00 70.61 0 0 0| 0 0 0 0 96 37.500 1.00 62.56 0 0 0| 0 44 0 0 100 27.500 0.99 51.12 0 0 0| 0 65 0 0 110 17.750 0.96 39.57 0 0 0| 0 5 0 0 120 8.500 0.82 31.36 0 0 0| 0 309 0 0 130 2.250 0.40 30.75 0 0 0| 0 320 0 0 140 0.250 0.03 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 30.98 Underlying Price 137.500 Time to expiry: 105 Days Dec 10 50.000 0.97 52.03 0 0 0| 0 0 0 0 88 42.250 0.95 47.31 0 0 0| 0 0 0 0 96 38.500 0.93 45.58 0 0 0| 0 0 0 0 100 29.000 0.88 40.24 0 0 0| 0 20 0 0 110 20.500 0.79 36.22 0 0 0| 0 120 0 0 120 16.750 0.73 34.51 0 0 0| 0 0 0 0 125 13.250 0.65 33.11 0 0 0| 0 1 0 0 130 7.500 0.48 30.45 0 0 0| 0 4 0 0 140 1.750 0.17 27.93 0 0 0| 0 0 0 0 160 Total 0 0 0| 0 145 0 0 Indicative a-t-m Vol 31.10 Underlying Price 137.500 Time to expiry: 196 Days Mar 11 50.500 0.95 44.15 0 0 0| 0 0 0 0 88 43.250 0.91 42.49 0 0 0| 0 0 0 0 96 39.500 0.89 39.90 0 0 0| 0 5 0 0 100 31.250 0.82 38.36 0 0 0| 0 10 0 0 110 23.250 0.74 35.08 0 0 0| 0 20 0 0 120 16.750 0.63 33.58 0 0 0| 0 20 0 0 130 11.000 0.51 30.48 0 0 0| 0 9 0 0 140 4.000 0.26 28.32 0 0 0| 0 0 0 0 160 Total 0 0 0| 0 64 0 0 Total Calls 0 0 0| 0 977 0 0 | Equity Options 22:04 Business Day Fri 3 Sep 2010 Previous Business Day Thu 2 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 35.73 Underlying Price 137.500 Time to expiry: 14 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 0.00 43.52 0 0 0| 0 40 0 0 110 0.250 -0.05 41.91 0 0 0| 0 150 0 0 120 1.000 -0.19 32.52 0 0 0| 0 0 0 0 130 5.500 -0.58 36.54 0 0 0| 0 5 0 0 140 23.500 -0.88 60.97 0 0 0| 0 5 0 0 160 42.500 -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 31.08 Underlying Price 137.500 Time to expiry: 105 Days Dec 10 0.750 -0.04 51.88 0 0 0| 0 0 0 0 88 1.000 -0.06 46.44 0 0 0| 0 0 0 0 96 1.250 -0.08 44.25 0 0 0| 0 31 0 0 100 2.000 -0.13 39.53 0 0 0| 0 34 0 0 110 3.500 -0.22 35.43 0 0 0| 0 0 0 0 120 4.750 -0.28 33.76 0 0 0| 0 0 0 0 125 6.250 -0.35 32.46 0 0 0| 0 76 0 0 130 10.750 -0.52 30.74 0 0 0| 0 34 0 0 140 25.000 -0.84 27.56 0 0 0| 0 20 0 0 160 Total 0 0 0| 0 195 0 0 Indicative a-t-m Vol 30.96 Underlying Price 137.500 Time to expiry: 196 Days Mar 11 1.000 -0.05 39.55 0 0 0| 0 0 0 0 88 1.750 -0.08 39.64 0 0 0| 0 4 0 0 96 2.250 -0.11 39.33 0 0 0| 0 0 0 0 100 4.000 -0.17 37.31 0 0 0| 0 0 0 0 110 6.250 -0.26 34.70 0 0 0| 0 0 0 0 120 9.250 -0.37 32.35 0 0 0| 0 10 0 0 130 14.000 -0.49 30.62 0 0 0| 0 10 0 0 140 27.250 -0.74 28.73 0 0 0| 0 0 0 0 160 Total 0 0 0| 0 24 0 0 Total Puts 0 0 0| 0 714 0 0 Grand Total 0 1,680 1,680| 0 1,691 0 0 Equity Options 22:04 Business Day Fri 3 Sep 2010 Previous Business Day Thu 2 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 47.55 Underlying Price 272.500 Time to expiry: 14 Days Sep 10 112.500 1.00 69.16 0 0 0| 0 0 0 0 160 92.500 1.00 62.67 0 0 0| 0 0 0 0 180 72.500 1.00 59.20 0 0 0| 0 0 0 0 200 62.750 0.99 57.47 0 0 0| 0 0 0 0 210 53.000 0.97 56.45 0 0 0| 0 0 0 0 220 43.250 0.95 53.87 0 0 0| 0 0 0 0 230 34.000 0.90 51.66 0 0 0| 0 0 0 0 240 18.000 0.70 49.03 0 0 0| 0 2 0 0 260 7.250 0.41 46.75 0 0 0| 0 2,460 0 0 280 2.000 0.16 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 0 0 380 CAB 0.00 43.12 0 0 0| 0 495 0 0 400 Total 0 0 0| 0 5,799 0 0 Indicative a-t-m Vol 53.84 Underlying Price 272.500 Time to expiry: 105 Days Dec 10 114.250 0.96 61.37 0 0 0| 0 0 0 0 160 95.750 0.93 58.39 0 0 0| 0 0 0 0 180 78.500 0.88 56.08 0 0 0| 0 0 0 0 200 63.000 0.81 55.41 0 0 0| 0 1 0 0 220 49.250 0.72 54.52 0 0 0| 0 46 0 0 240 28.500 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 0 0 | Equity Options 22:04 Business Day Fri 3 Sep 2010 Previous Business Day Thu 2 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 48.70 Underlying Price 272.500 Time to expiry: 14 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 CAB -0.01 57.25 0 0 0| 0 0 0 0 210 0.250 -0.03 56.38 0 0 0| 0 0 0 0 220 0.750 -0.06 54.91 0 0 0| 0 0 0 0 230 1.500 -0.11 52.70 0 0 0| 0 5 0 0 240 5.750 -0.30 50.10 0 0 0| 0 0 0 0 260 14.750 -0.59 47.94 0 0 0| 0 2 0 0 280 29.750 -0.83 47.94 0 0 0| 0 0 0 0 300 48.000 -0.95 47.72 0 0 0| 0 0 0 0 320 67.500 -0.99 46.42 0 0 0| 0 0 0 0 340 87.500 -1.00 45.34 0 0 0| 0 0 0 0 360 107.500 -1.00 45.12 0 0 0| 0 0 0 0 380 127.500 -1.00 43.61 0 0 0| 0 0 0 0 400 Total 0 0 0| 0 7 0 0 Indicative a-t-m Vol 53.42 Underlying Price 272.500 Time to expiry: 105 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 5.250 -0.12 55.46 0 0 0| 0 0 0 0 200 9.750 -0.19 54.60 0 0 0| 0 0 0 0 220 15.750 -0.28 53.51 0 0 0| 0 101 0 0 240 35.250 -0.48 53.40 0 0 0| 0 2 0 0 280 62.250 -0.66 53.31 0 0 0| 0 0 0 0 320 95.250 -0.79 54.03 0 0 0| 0 0 0 0 360 131.750 -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 1,440 1,440| 0 6,660 0 0 Equity Options 22:04 Business Day Fri 3 Sep 2010 Previous Business Day Thu 2 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 17.77 Underlying Price 1010.000 Time to expiry: 14 Days Sep 10 290.250 1.00 30.55 0 0 0| 0 0 0 0 720 250.250 1.00 30.55 0 0 0| 0 0 0 0 760 210.250 1.00 30.53 0 0 0| 0 0 0 0 800 170.250 1.00 28.96 0 0 0| 0 0 0 0 840 150.250 1.00 26.70 0 0 0| 0 0 0 0 860 130.250 1.00 24.77 0 0 0| 0 0 0 0 880 110.250 0.99 23.62 0 0 0| 0 0 0 0 900 90.500 0.98 22.15 0 0 0| 0 0 0 0 920 71.000 0.96 20.90 0 0 0| 0 126 0 0 940 53.250 0.87 22.41 0 0 0| 0 805 0 0 960 34.750 0.80 18.66 0 0 0| 0 19 0 0 980 20.250 0.62 17.91 0 0 0| 0 390 0 0 1000 2.500 0.14 17.20 0 0 0| 0 20 0 0 1050 0.250 0.02 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 21.44 Underlying Price 1010.000 Time to expiry: 105 Days Dec 10 216.250 0.94 29.66 0 0 0| 0 10 0 0 800 179.000 0.91 28.06 0 0 0| 0 0 0 0 840 143.250 0.86 26.24 0 0 0| 0 330 0 0 880 110.000 0.78 24.77 0 0 0| 0 4 0 0 920 77.500 0.69 22.29 0 0 0| 0 26 0 0 960 53.000 0.56 21.63 0 0 0| 3 33 0 0 1000 13.750 0.23 19.75 0 0 0| 0 108 0 0 1100 2.750 0.06 19.90 0 0 0| 0 15 0 0 1200 1.000 0.02 28.32 0 0 0| 0 0 0 0 1400 Total 0 0 0| 3 526 0 0 Indicative a-t-m Vol 21.91 Underlying Price 1010.000 Time to expiry: 196 Days Mar 11 226.250 0.89 29.16 0 0 0| 0 4 0 0 800 191.000 0.85 27.44 0 0 0| 0 0 0 0 840 157.750 0.80 26.07 0 0 0| 0 10 0 0 880 126.500 0.74 24.70 0 0 0| 0 51 0 0 920 97.000 0.66 23.05 0 0 0| 0 43 0 0 960 72.250 0.57 22.09 0 0 0| 0 668 0 0 1000 31.500 29.000 0.32 20.33 31.500 31.500 0 0 5| 0 0 0 0 1100 9.000 0.13 19.47 0 0 0| 0 3 0 0 1200 Total 0 0 5| 0 779 0 0 Total Calls 0 0 5| 3 2,791 0 0 | Equity Options 22:04 Business Day Fri 3 Sep 2010 Previous Business Day Thu 2 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 18.01 Underlying Price 1010.000 Time to expiry: 14 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 0.00 24.00 0 0 0| 0 13 0 0 880 CAB -0.01 23.59 0 0 0| 0 147 0 0 900 0.250 -0.02 22.17 0 0 0| 0 84 0 0 920 0.750 -0.04 20.93 0 0 0| 1 0 -1 0 940 2.000 -0.10 19.94 0 0 0| 0 161 0 0 960 4.750 -0.21 19.31 0 0 0| 0 0 0 0 980 10.750 -0.39 18.81 0 0 0| 0 10 0 0 1000 41.250 -0.90 14.82 0 0 0| 0 0 0 0 1050 90.000 -1.00 17.18 0 0 0| 0 50 0 0 1100 190.000 -1.00 20.85 0 0 0| 0 0 0 0 1200 290.000 -1.00 21.77 0 0 0| 0 0 0 0 1300 390.000 -1.00 23.38 0 0 0| 0 0 0 0 1400 Total 0 0 0| 1 586 -1 0 Indicative a-t-m Vol 21.53 Underlying Price 1010.000 Time to expiry: 105 Days Dec 10 5.000 -0.06 30.34 0 0 0| 0 20 0 0 800 7.500 -0.10 28.35 0 0 0| 0 6 0 0 840 11.500 -0.15 26.42 0 0 0| 1 71 +1 0 880 18.250 -0.22 24.88 0 0 0| 0 310 0 0 920 27.500 -0.31 23.29 0 0 0| 0 30 0 0 960 41.250 -0.44 21.75 0 0 0| 0 30 0 0 1000 101.500 -0.78 19.53 0 0 0| 0 0 0 0 1100 191.750 -0.94 20.60 0 0 0| 0 0 0 0 1200 390.750 -0.97 31.50 0 0 0| 0 0 0 0 1400 Total 0 0 0| 1 467 +1 0 Indicative a-t-m Vol 21.90 Underlying Price 1010.000 Time to expiry: 196 Days Mar 11 12.750 -0.11 29.04 0 0 0| 0 2 0 0 800 17.750 -0.15 27.52 0 0 0| 0 14 0 0 840 24.250 -0.20 26.09 0 0 0| 0 25 0 0 880 32.250 -0.26 24.45 0 0 0| 0 6 0 0 920 44.250 -0.34 23.43 0 0 0| 0 10 0 0 960 58.250 -0.44 22.08 0 0 0| 0 13 0 0 1000 115.250 -0.69 20.35 0 0 0| 0 0 0 0 1100 196.000 -0.88 19.64 0 0 0| 0 0 0 0 1200 Total 0 0 0| 0 70 0 0 Total Puts 0 0 0| 2 1,123 0 0 Grand Total 0 2,040 2,045| 5 3,914 0 0 Equity Options 22:04 Business Day Fri 3 Sep 2010 Previous Business Day Thu 2 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 43.38 Underlying Price 392.600 Time to expiry: 14 Days Sep 10 93.000 0.99 62.45 0 0 0| 0 0 0 0 300 73.250 0.97 56.23 0 0 0| 0 22 0 0 320 63.500 0.95 53.63 0 0 0| 0 0 0 0 330 54.000 0.93 51.16 0 0 0| 0 0 0 0 340 45.000 0.88 49.54 0 0 0| 0 0 0 0 350 36.250 0.83 47.70 0 0 0| 0 0 0 0 360 28.500 0.75 47.00 0 0 0| 0 0 0 0 370 20.000 21.500 0.66 45.36 20.000 S 20.000 S 0 0 4| 0 4 0 0 380 15.250 0.55 43.70 0 0 0| 0 58 0 0 390 8.500 10.250 0.43 42.64 8.500 S 8.500 S 0 0 4| 0 4 0 0 400 6.750 0.32 42.39 0 0 0| 0 4 0 0 410 4.000 0.22 41.10 0 0 0| 0 0 0 0 420 1.750 0.10 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 8| 0 130 0 0 Indicative a-t-m Vol 42.18 Underlying Price 392.600 Time to expiry: 105 Days Dec 10 114.250 0.96 41.99 0 0 0| 0 0 0 0 280 80.000 0.85 42.93 0 0 0| 0 0 0 0 320 65.000 0.78 42.76 0 0 0| 0 0 0 0 340 52.000 0.69 42.81 0 0 0| 0 0 0 0 360 40.750 0.60 42.35 0 0 0| 0 0 0 0 380 31.250 0.51 42.09 0 0 0| 0 0 0 0 400 22.750 0.42 40.92 0 0 0| 0 5 0 0 420 16.000 0.33 39.86 0 0 0| 3 3 +3 0 440 10.750 0.25 38.77 0 0 0| 0 0 0 0 460 7.000 0.18 37.51 0 0 0| 0 0 0 0 480 2.000 0.07 34.21 0 0 0| 0 5 0 0 520 0.500 0.02 32.25 0 0 0| 0 7 0 0 560 CAB 0.00 28.41 0 0 0| 0 0 0 0 640 Total 0 0 0| 3 20 +3 0 Indicative a-t-m Vol 41.36 Underlying Price 392.600 Time to expiry: 196 Days Mar 11 117.750 0.91 42.12 0 0 0| 0 8 0 0 280 83.250 0.82 37.30 0 0 0| 0 2 0 0 320 73.750 0.73 42.01 0 0 0| 0 0 0 0 340 61.750 0.67 41.76 0 0 0| 0 0 0 0 360 51.500 0.60 41.62 0 0 0| 0 0 0 0 380 42.250 0.53 41.22 0 0 0| 0 1 0 0 400 34.000 0.46 40.46 0 0 0| 0 4 0 0 420 23.000 0.37 36.20 0 0 0| 0 5 0 0 440 Total 0 0 0| 0 20 0 0 Equity Options 22:04 Business Day Fri 3 Sep 2010 Previous Business Day Thu 2 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 8| 3 170 +3 0 | Equity Options 22:04 Business Day Fri 3 Sep 2010 Previous Business Day Thu 2 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 43.25 Underlying Price 392.600 Time to expiry: 14 Days Sep 10 0.250 -0.01 62.00 0 0 0| 0 0 0 0 300 0.750 -0.04 58.00 0 0 0| 0 135 0 0 320 1.000 -0.05 55.00 0 0 0| 0 0 0 0 330 1.500 -0.08 52.57 0 0 0| 0 16 0 0 340 2.250 -0.11 49.28 0 0 0| 0 4 0 0 350 3.750 -0.17 47.49 0 0 0| 0 121 0 0 360 5.750 -0.25 46.85 0 0 0| 0 0 0 0 370 7.500 8.750 -0.34 45.22 7.500 7.500 0 0 4| 0 0 0 0 380 12.500 -0.45 43.57 0 0 0| 0 0 0 0 390 17.500 -0.57 42.51 0 0 0| 0 62 0 0 400 24.000 -0.68 42.23 0 0 0| 0 0 0 0 410 31.250 -0.78 40.86 0 0 0| 0 0 0 0 420 48.750 -0.91 41.34 0 0 0| 0 12 0 0 440 67.750 -0.97 41.44 0 0 0| 2 0 -2 0 460 87.500 -1.00 39.58 0 0 0| 0 0 0 0 480 127.500 -1.00 38.74 0 0 0| 0 10 0 0 520 167.500 -1.00 37.94 0 0 0| 0 0 0 0 560 247.500 -1.00 44.74 0 0 0| 0 0 0 0 640 Total 0 0 4| 2 360 -2 0 Indicative a-t-m Vol 42.18 Underlying Price 392.600 Time to expiry: 105 Days Dec 10 1.750 -0.04 38.84 0 0 0| 0 0 0 0 280 9.000 -0.17 43.31 0 0 0| 0 16 0 0 320 14.500 -0.24 43.53 0 0 0| 0 0 0 0 340 21.250 -0.32 42.72 0 0 0| 0 2 0 0 360 30.250 -0.41 42.41 0 0 0| 0 0 0 0 380 40.750 -0.50 42.05 0 0 0| 0 7 0 0 400 52.250 -0.59 40.84 0 0 0| 0 7 0 0 420 65.500 -0.68 39.74 0 0 0| 0 0 0 0 440 80.250 -0.76 38.61 0 0 0| 0 5 0 0 460 96.500 -0.83 37.30 0 0 0| 0 0 0 0 480 132.750 -0.91 37.47 0 0 0| 0 8 0 0 520 171.000 -0.96 37.48 0 0 0| 0 0 0 0 560 250.000 -0.98 41.62 0 0 0| 0 0 0 0 640 Total 0 0 0| 0 45 0 0 Indicative a-t-m Vol 42.64 Underlying Price 392.600 Time to expiry: 196 Days Mar 11 8.250 -0.12 43.46 0 0 0| 0 22 0 0 280 18.500 -0.22 42.99 0 0 0| 0 5 0 0 320 25.750 -0.28 43.08 0 0 0| 0 7 0 0 340 34.500 -0.35 43.10 0 0 0| 0 0 0 0 360 44.500 -0.41 42.89 0 0 0| 0 2 0 0 380 55.500 -0.48 42.51 0 0 0| 0 0 0 0 400 67.250 -0.54 41.88 0 0 0| 0 0 0 0 420 79.750 -0.61 40.88 0 0 0| 2 2 +2 0 440 Total 0 0 0| 2 38 +2 0 Equity Options 22:04 Business Day Fri 3 Sep 2010 Previous Business Day Thu 2 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| 4 443 0 0 Grand Total 0 2,340 2,352| 7 613 +3 0 Equity Options 22:04 Business Day Fri 3 Sep 2010 Previous Business Day Thu 2 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 30.73 Underlying Price 587.000 Time to expiry: 14 Days Sep 10 147.250 1.00 51.82 0 0 0| 0 0 0 0 440 127.250 0.99 50.18 0 0 0| 0 0 0 0 460 107.250 0.99 45.28 0 0 0| 0 0 0 0 480 97.500 0.98 42.86 0 0 0| 0 0 0 0 490 87.500 0.98 40.33 0 0 0| 0 0 0 0 500 67.750 0.96 35.08 0 0 0| 0 181 0 0 520 49.250 0.90 33.79 0 0 0| 0 162 0 0 540 28.250 32.250 0.78 32.28 28.750 28.250 0 0 46| 0 4,782 0 0 560 18.500 0.59 31.27 0 0 0| 12 287 +1 0 580 8.750 0.37 29.71 0 0 0| 0 3,243 0 0 600 3.750 0.19 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 46| 12 10,795 +1 0 Indicative a-t-m Vol 30.07 Underlying Price 587.000 Time to expiry: 42 Days Oct 10 128.750 0.96 41.96 0 0 0| 0 0 0 0 460 109.750 0.94 40.29 0 0 0| 0 0 0 0 480 100.250 0.92 38.99 0 0 0| 0 0 0 0 490 91.250 0.90 38.42 0 0 0| 0 0 0 0 500 73.500 0.85 36.50 0 0 0| 0 0 0 0 520 55.500 0.79 32.49 0 0 0| 0 5 0 0 540 40.750 0.69 31.45 0 0 0| 0 52 0 0 560 28.000 0.57 30.07 0 0 0| 0 31 0 0 580 18.750 0.44 30.07 0 0 0| 5 147 0 0 600 7.250 0.22 30.19 0 0 0| 0 77 0 0 640 2.000 0.08 28.67 0 0 0| 0 0 0 0 680 Total 0 0 0| 5 312 0 0 Indicative a-t-m Vol 31.61 Underlying Price 587.000 Time to expiry: 77 Days Nov 10 132.250 0.92 41.04 0 0 0| 0 0 0 0 460 114.250 0.88 39.63 0 0 0| 0 0 0 0 480 80.750 0.79 36.66 0 0 0| 0 0 0 0 520 64.250 0.73 34.11 0 0 0| 0 0 0 0 540 50.750 0.65 33.26 0 0 0| 0 0 0 0 560 38.500 0.57 32.00 0 0 0| 0 0 0 0 580 28.000 0.47 30.88 0 0 0| 0 2 0 0 600 14.750 0.30 30.97 0 0 0| 8 8 +8 0 640 6.750 0.16 30.16 0 0 0| 0 0 0 0 680 Total 0 0 0| 8 10 +8 0 Indicative a-t-m Vol 32.73 Underlying Price 587.000 Time to expiry: 105 Days Dec 10 407.500 1.00 70.61 0 0 0| 0 0 0 0 180 387.500 1.00 67.43 0 0 0| 0 0 0 0 200 Equity Options 22:04 Business Day Fri 3 Sep 2010 Previous Business Day Thu 2 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 | 367.500 1.00 59.69 0 0 0| 0 0 0 0 220 347.500 1.00 61.06 0 0 0| 0 0 0 0 240 307.750 1.00 52.88 0 0 0| 0 0 0 0 280 268.250 0.99 49.73 0 0 0| 0 0 0 0 320 229.250 0.98 49.17 0 0 0| 0 10 0 0 360 191.000 0.95 46.36 0 0 0| 0 0 0 0 400 153.750 0.92 42.80 0 0 0| 0 10 0 0 440 135.750 0.89 41.31 0 0 0| 0 0 0 0 460 118.250 0.86 39.55 0 0 0| 0 0 0 0 480 86.000 0.76 36.94 0 0 0| 0 20 0 0 520 52.500 59.500 0.64 35.70 57.750 52.500 S 0 0 33| 0 776 0 0 560 31.250 34.250 0.49 31.30 32.000 31.250 0 0 46| 0 154 0 0 600 19.000 19.250 0.33 30.31 19.000 19.000 0 0 2| 0 171 0 0 640 10.500 0.21 30.18 0 0 0| 0 25 0 0 680 3.500 5.250 0.12 29.81 3.500 S 3.500 S 0 0 23| 0 92 0 0 720 Total 0 0 104| 0 1,258 0 0 Indicative a-t-m Vol 33.14 Underlying Price 587.000 Time to expiry: 196 Days Mar 11 162.750 0.87 41.64 0 0 0| 0 10 0 0 440 146.000 0.84 40.20 0 0 0| 0 0 0 0 460 130.250 0.80 39.10 0 0 0| 0 6 0 0 480 100.500 0.73 36.97 0 0 0| 0 265 0 0 520 72.500 0.63 33.94 0 0 0| 0 62 0 0 560 51.750 0.52 32.75 0 0 0| 0 16 0 0 600 34.750 0.41 31.52 0 0 0| 0 334 0 0 640 15.000 0.22 30.61 0 0 0| 0 64 0 0 720 Total 0 0 0| 0 757 0 0 Indicative a-t-m Vol 34.47 Underlying Price 587.000 Time to expiry: 287 Days Jun 11 273.000 0.96 49.47 0 0 0| 0 0 0 0 320 236.500 0.93 47.13 0 0 0| 0 0 0 0 360 201.000 0.90 44.22 0 0 0| 0 60 0 0 400 167.500 0.85 41.76 0 0 0| 0 0 0 0 440 151.500 0.82 40.77 0 0 0| 0 20 0 0 460 136.000 0.79 39.39 0 0 0| 0 0 0 0 480 108.250 0.71 37.73 0 0 0| 0 10 0 0 520 82.250 0.62 35.41 0 0 0| 0 2 0 0 560 61.500 0.53 34.01 0 0 0| 0 5 0 0 600 45.250 0.43 33.23 0 0 0| 0 50 0 0 640 22.500 0.27 31.78 0 0 0| 0 0 0 0 720 Total 0 0 0| 0 147 0 0 Indicative a-t-m Vol 38.49 Underlying Price 587.000 Time to expiry: 469 Days Dec 11 409.250 0.99 66.84 0 0 0| 0 0 0 0 180 389.750 0.99 63.07 0 0 0| 0 0 0 0 200 370.000 0.99 58.42 0 0 0| 0 0 0 0 220 350.750 0.98 55.61 0 0 0| 0 0 0 0 240 312.000 0.97 49.96 0 0 0| 0 0 0 0 280 Equity Options 22:04 Business Day Fri 3 Sep 2010 Previous Business Day Thu 2 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 | 274.250 0.95 45.52 0 0 0| 0 0 0 0 320 237.750 0.92 42.08 0 0 0| 0 0 0 0 360 205.500 0.87 41.55 0 0 0| 0 0 0 0 400 176.250 0.82 40.95 0 0 0| 0 0 0 0 440 149.500 0.75 40.13 0 0 0| 0 0 0 0 480 105.500 0.62 38.87 0 0 0| 125 425 0 0 560 72.500 0.49 37.73 0 0 0| 0 0 0 0 640 46.500 0.36 36.04 0 0 0| 0 0 0 0 720 Total 0 0 0| 125 425 0 0 Indicative a-t-m Vol 40.03 Underlying Price 587.000 Time to expiry: 651 Days Jun 12 196.500 0.79 46.98 0 0 0| 0 0 0 0 440 176.000 0.74 47.26 0 0 0| 0 0 0 0 480 122.000 0.63 40.40 0 0 0| 0 0 0 0 560 90.500 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 40.50 Underlying Price 587.000 Time to expiry: 840 Days Dec 12 198.000 0.78 43.68 0 0 0| 0 0 0 0 440 186.250 0.73 46.88 0 0 0| 0 0 0 0 480 135.250 0.64 40.84 0 0 0| 0 820 0 0 560 105.000 0.54 39.83 0 0 0| 0 0 0 0 640 79.000 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| 150 14,524 +9 0 | Equity Options 22:04 Business Day Fri 3 Sep 2010 Previous Business Day Thu 2 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 30.02 Underlying Price 587.000 Time to expiry: 14 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 CAB -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 0.250 -0.02 38.19 0 0 0| 0 3,117 0 0 500 0.750 -0.04 35.28 0 0 0| 0 3,056 0 0 520 2.000 -0.10 33.94 0 0 0| 3 276 0 0 540 5.500 -0.23 33.53 0 0 0| 55 1,203 -85 0 560 11.000 10.750 -0.41 29.99 11.000 11.000 0 0 30| 0 80 0 0 580 21.750 -0.63 30.07 0 0 0| 1 269 0 0 600 36.750 -0.80 30.59 0 0 0| 0 20 0 0 620 54.500 -0.91 31.51 0 0 0| 0 2 0 0 640 93.000 -0.99 31.51 0 0 0| 0 0 0 0 680 133.250 -0.99 45.30 0 0 0| 0 6 0 0 720 Total 0 0 30| 59 12,491 -85 0 Indicative a-t-m Vol 30.30 Underlying Price 587.000 Time to expiry: 42 Days Oct 10 1.000 -0.03 38.80 0 0 0| 0 10 0 0 460 2.750 -0.07 42.21 0 0 0| 0 13 0 0 480 3.250 -0.08 40.08 0 0 0| 0 4 0 0 490 4.000 -0.10 38.73 0 0 0| 0 212 0 0 500 5.750 -0.15 35.92 0 0 0| 0 158 0 0 520 9.000 -0.22 33.83 0 0 0| 1 35 +1 0 540 15.750 13.750 -0.31 32.08 15.750 15.750 0 0 5| 0 0 0 0 560 20.750 -0.43 30.50 0 0 0| 0 0 0 0 580 29.750 31.000 -0.56 29.93 29.750 29.750 0 0 6| 50 50 +50 0 600 59.000 -0.80 28.65 0 0 0| 0 0 0 0 640 95.250 -0.91 31.05 0 0 0| 0 0 0 0 680 Total 0 0 11| 51 482 +51 0 Indicative a-t-m Vol 31.90 Underlying Price 587.000 Time to expiry: 77 Days Nov 10 4.500 -0.08 41.07 0 0 0| 0 0 0 0 460 6.500 -0.12 39.64 0 0 0| 5 5 +5 0 480 12.750 -0.21 36.54 0 0 0| 5 5 +5 0 520 17.250 -0.27 34.89 0 0 0| 0 0 0 0 540 23.000 -0.35 33.35 0 0 0| 0 0 0 0 560 31.000 -0.43 32.27 0 0 0| 0 0 0 0 580 39.750 40.500 -0.53 31.21 39.750 39.750 0 0 1| 0 0 0 0 600 66.500 -0.71 30.43 0 0 0| 0 0 0 0 640 98.500 -0.85 29.36 0 0 0| 0 0 0 0 680 Total 0 0 1| 10 10 +10 0 Indicative a-t-m Vol 32.97 Underlying Price 587.000 Time to expiry: 105 Days Dec 10 CAB 0.00 56.42 0 0 0| 0 0 0 0 180 CAB 0.00 58.78 0 0 0| 0 0 0 0 200 CAB 0.00 59.56 0 0 0| 0 30 0 0 220 Equity Options 22:04 Business Day Fri 3 Sep 2010 Previous Business Day Thu 2 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 59.28 0 0 0| 0 15 0 0 240 0.250 0.00 56.91 0 0 0| 0 110 0 0 280 0.750 -0.01 53.38 0 0 0| 0 40 0 0 320 1.500 -0.02 49.52 0 0 0| 0 1,142 0 0 360 3.000 -0.05 45.82 0 0 0| 0 715 0 0 400 5.500 -0.08 42.37 0 0 0| 0 613 0 0 440 7.500 -0.11 40.86 0 0 0| 0 96 0 0 460 9.750 10.000 -0.14 39.19 9.750 9.750 0 0 5| 0 221 0 0 480 17.500 -0.23 36.60 0 0 0| 0 1,065 0 0 520 29.750 -0.36 34.41 0 0 0| 0 665 0 0 560 47.000 47.500 -0.51 32.28 47.000 47.000 0 0 5| 0 85 0 0 600 72.750 -0.66 31.72 0 0 0| 3 21 -3 0 640 100.500 103.250 -0.78 31.19 100.500 100.500 0 0 2| 0 12 0 0 680 135.000 137.000 -0.89 29.81 135.000 135.000 0 0 3| 0 13 0 0 720 Total 0 0 15| 3 4,843 -3 0 Indicative a-t-m Vol 33.33 Underlying Price 587.000 Time to expiry: 196 Days Mar 11 13.750 -0.13 41.28 0 0 0| 0 111 0 0 440 17.000 -0.16 40.17 0 0 0| 0 15 0 0 460 21.500 -0.20 39.36 0 0 0| 0 170 0 0 480 31.500 -0.28 37.09 0 0 0| 0 281 0 0 520 44.250 -0.37 34.50 0 0 0| 0 2 0 0 560 62.500 -0.48 32.76 0 0 0| 0 1 0 0 600 85.500 -0.60 31.57 0 0 0| 0 0 0 0 640 145.750 -0.79 30.63 0 0 0| 0 0 0 0 720 Total 0 0 0| 0 580 0 0 Indicative a-t-m Vol 34.21 Underlying Price 587.000 Time to expiry: 287 Days Jun 11 6.500 -0.05 47.66 0 0 0| 0 51 0 0 320 10.500 -0.08 44.91 0 0 0| 0 20 0 0 360 16.000 -0.12 42.71 0 0 0| 0 5 0 0 400 23.250 -0.18 40.35 0 0 0| 0 2 0 0 440 27.750 -0.21 39.42 0 0 0| 0 0 0 0 460 33.250 -0.24 38.50 0 0 0| 0 0 0 0 480 46.250 -0.32 36.70 0 0 0| 0 10 0 0 520 62.500 -0.40 35.19 0 0 0| 0 0 0 0 560 82.250 -0.49 33.75 0 0 0| 0 0 0 0 600 107.000 -0.58 33.24 0 0 0| 0 0 0 0 640 165.500 -0.74 32.12 0 0 0| 0 0 0 0 720 Total 0 0 0| 0 88 0 0 Indicative a-t-m Vol 39.56 Underlying Price 587.000 Time to expiry: 469 Days Dec 11 3.750 -0.02 60.30 0 0 0| 0 2,000 0 0 180 4.500 -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 9.000 -0.06 47.64 0 0 0| 0 0 0 0 280 13.000 -0.08 44.43 0 0 0| 0 0 0 0 320 20.750 -0.12 43.86 0 0 0| 0 0 0 0 360 Equity Options 22:04 Business Day Fri 3 Sep 2010 Previous Business Day Thu 2 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 | 31.000 -0.16 43.21 0 0 0| 0 0 0 0 400 43.500 -0.22 42.51 0 0 0| 0 0 0 0 440 57.750 -0.27 41.53 0 0 0| 0 0 0 0 480 94.750 -0.39 40.10 0 0 0| 0 0 0 0 560 140.750 -0.52 38.51 0 0 0| 0 0 0 0 640 197.000 -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 40.26 Underlying Price 587.000 Time to expiry: 651 Days Jun 12 71.000 -0.24 47.44 0 0 0| 0 0 0 0 440 83.500 -0.29 44.66 0 0 0| 0 0 0 0 480 116.750 -0.39 40.70 0 0 0| 0 0 0 0 560 164.500 -0.49 39.40 0 0 0| 0 0 0 0 640 Total 0 0 0| 0 0 0 0 Indicative a-t-m Vol 41.01 Underlying Price 587.000 Time to expiry: 840 Days Dec 12 77.500 -0.24 44.28 0 0 0| 0 0 0 0 440 93.250 -0.29 42.91 0 0 0| 0 0 0 0 480 134.000 -0.38 41.34 0 0 0| 0 0 0 0 560 182.500 -0.46 40.37 0 0 0| 0 0 0 0 640 234.250 -0.55 38.70 0 0 0| 0 0 0 0 720 Total 0 0 0| 0 0 0 0 Total Puts 0 0 57| 123 20,494 -27 0 Grand Total 0 5,520 5,727| 273 35,018 -18 0 Imperial Tobacco Group Plc (IMJ) Grand Total 0 5,550 5,757| 273 35,034 -18 0 Imperial Tobacco Group plc (IMX) Indicative a-t-m Vol 0.00 Underlying Price 1856.000 Time to expiry: 14 Days 17 Sep 10 37.200 -0.65 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 5,580 5,787| 273 35,534 -18 0 Imperial Tobacco Group Plc (IMQ) Indicative a-t-m Vol 0.00 Underlying Price 1856.000 Time to expiry: 14 Days 17 Sep 10 104.950 -0.95 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 1856.000 Time to expiry: 105 Days 17 Dec 10 102.790 -0.56 20.30 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 5,640 5,847| 273 35,534 -18 0 Imperial Tobacco Group plc (IMX) Grand TotalN/A 5,670 5,877| 273 36,034 -18 0 Inditex SA (IJJ) Equity Options 22:04 Business Day Fri 3 Sep 2010 Previous Business Day Thu 2 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 55.0400 Time to expiry: 469 Days 16 Dec 11 0.0261 0.00 25.07 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 5,790 5,997| 273 42,189 -18 0 Infineon Technologies AG (IFQ) Indicative a-t-m Vol 0.00 Underlying Price 4.5020 Time to expiry: 105 Days 17 Dec 10 0.6782 -0.66 38.11 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 4.5020 Time to expiry: 196 Days 18 Mar 11 0.8106 -0.58 39.07 N/A 0 0| 0 7,000 0 0 500 0.9475 -0.64 38.65 N/A 0 0| 0 5,000 0 0 520 TotalN/A 0 0| 0 12,000 0 0 Total PutsN/A 0 0| 0 15,000 0 0 Grand TotalN/A 6,000 6,207| 273 70,189 -18 0 ING Groep NV (IAQ) Indicative a-t-m Vol 0.00 Underlying Price 7.5670 Time to expiry: 105 Days 17 Dec 10 0.1600 -0.13 50.63 N/A 0 0| 0 30,300 0 0 580 13.9028 -0.97 89.16 N/A 0 0| 0 2,500 0 0 2150 15.4519 -0.97 98.76 N/A 0 0| 0 5,000 0 0 2304 17.0000 -0.99 91.10 N/A 0 0| 0 5,000 0 0 2457 17.7023 -1.00 67.91 N/A 0 0| 0 8,000 0 0 2534 19.2374 -1.00 21.55 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 6,420 6,627| 273 202,789 -18 0 Intercontinental Hotels Group Plc (IHQ) Grand TotalN/A 6,600 6,807| 273 202,789 -18 0 International Power plc - Amer Phys FLEX Opt (IOQ) Grand TotalN/A 6,690 6,897| 273 204,029 -18 0 INTESA SANPAOLO SPA - AMER PHYS FLEX OPT (BIQ) Indicative a-t-m Vol 0.00 Underlying Price 2.3925 Time to expiry: 105 Days 17 Dec 10 0.2030 -0.46 39.60 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 6,780 6,987| 273 205,279 -18 0 INTESA SANPAOLO SPA - EURO CAH FLEX OPT (BIJ) Indicative a-t-m Vol 0.00 Underlying Price 2.3925 Time to expiry: 105 Days 17 Dec 10 0.2024 -0.46 39.60 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 6,840 7,047| 273 212,205 -18 0 J Sainsbury Plc (SAQ) Equity Options 22:04 Business Day Fri 3 Sep 2010 Previous Business Day Thu 2 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 | Indicative a-t-m Vol 0.00 Underlying Price 368.600 Time to expiry: 287 Days 17 Jun 11 17.300 -0.29 26.95 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 368.600 Time to expiry: 469 Days 16 Dec 11 2.000 -0.04 29.23 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 6,930 7,137| 273 213,705 -18 0 K+S AG Amer Phys FLEX Opt (KDO) Indicative a-t-m Vol 0.00 Underlying Price 42.0850 Time to expiry: 14 Days 17 Sep 10 0.0060 -0.01 43.53 N/A 0 0| 0 1,500 0 0 3400 TotalN/A 0 0| 0 1,500 0 0 Indicative a-t-m Vol 0.00 Underlying Price 42.0850 Time to expiry: 105 Days 17 Dec 10 1.6786 -0.34 29.91 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 7,020 7,227| 273 216,205 -18 0 Kazakhmys plc - Euro Phys FLEX Opt (KAX) Indicative a-t-m Vol 0.00 Underlying Price 1285.000 Time to expiry: 42 Days 15 Oct 10 35.760 -0.29 41.37 N/A 0 0| 104 104 +104 0 1200 TotalN/A 0 0| 104 104 +104 0 Total PutsN/A 0 0| 104 104 +104 0 Indicative a-t-m Vol 0.00 Underlying Price 34.5850 Time to expiry: 14 Days 17 Sep 10 0.7600 -0.39 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 7,080 7,287| 481 216,413 +190 0 KBC Bancassurance Holding (KBQ) Indicative a-t-m Vol 0.00 Underlying Price 34.5850 Time to expiry: 14 Days 17 Sep 10 1.8900 -0.70 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 7,140 7,347| 481 218,013 +190 0 Kingfisher plc (KGX) Indicative a-t-m Vol 0.00 Underlying Price 215.500 Time to expiry: 469 Days 16 Dec 11 21.580 -0.37 29.38 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 7,200 7,407| 481 223,013 +190 0 Koninklijke Ahold NV (AHJ) Equity Options 22:04 Business Day Fri 3 Sep 2010 Previous Business Day Thu 2 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 | Indicative a-t-m Vol 0.00 Underlying Price 9.8210 Time to expiry: 105 Days 17 Dec 10 0.0800 -0.09 31.00 N/A 0 0| 0 2,500 0 0 800 TotalN/A 0 0| 0 2,500 0 0 Total PutsN/A 0 0| 0 2,500 0 0 Grand TotalN/A 7,260 7,467| 481 226,190 +190 0 Koninklijke DSM NV (DSQ) Grand TotalN/A 7,290 7,497| 481 227,190 +190 0 Koninklijke Philips Electronics NV (PHQ) Indicative a-t-m Vol 0.00 Underlying Price 23.6550 Time to expiry: 14 Days 17 Sep 10 0.0400 -0.04 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 23.6550 Time to expiry: 105 Days 17 Dec 10 0.5274 -0.18 38.85 N/A 0 0| 0 5,000 0 0 2000 0.7350 -0.24 37.15 N/A 0 0| 0 1,000 0 0 2100 2.3500 -0.59 31.52 N/A 0 0| 0 4,000 0 0 2500 3.0097 -0.68 30.66 N/A 0 0| 0 2,500 0 0 2600 4.6000 -0.84 29.94 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 7,650 7,857| 481 270,190 +190 0 L'Oreal SA (ORQ) Indicative a-t-m Vol 0.00 Underlying Price 81.9700 Time to expiry: 14 Days 17 Sep 10 0.0400 -0.01 43.95 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 81.9700 Time to expiry: 105 Days 17 Dec 10 0.8800 -0.12 31.78 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 7,740 7,947| 481 271,790 +190 0 Lafarge SA (LAX) Indicative a-t-m Vol 0.00 Underlying Price 38.8850 Time to expiry: 14 Days 17 Sep 10 11.1062 -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 38.8850 Time to expiry: 105 Days 17 Dec 10 11.1394 -0.93 29.29 N/A 0 0| 0 5,000 0 0 5000 TotalN/A 0 0| 0 5,000 0 0 Total PutsN/A 0 0| 0 5,750 0 0 Indicative a-t-m Vol 0.00 Underlying Price 649.000 Time to expiry: 105 Days 17 Dec 10 267.350 -0.99 25.24 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 Equity Options 22:04 Business Day Fri 3 Sep 2010 Previous Business Day Thu 2 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 | Grand TotalN/A 7,860 8,067| 481 283,290 +190 0 Land Securities Group Plc (LSQ) Indicative a-t-m Vol 0.00 Underlying Price 649.000 Time to expiry: 287 Days 17 Jun 11 94.410 -0.65 23.33 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 37.4100 Time to expiry: 105 Days 17 Dec 10 0.4167 -0.09 44.68 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 7,920 8,127| 481 288,218 +190 0 Lanxess - Amer Phys FLEX Opt (ZYQ) Indicative a-t-m Vol 0.00 Underlying Price 37.4100 Time to expiry: 105 Days 17 Dec 10 1.4807 -0.28 38.15 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 7,980 8,187| 481 290,718 +190 0 Legal & General Group Plc (LGJ) Grand TotalN/A 8,010 8,217| 481 290,844 +190 0 Linde AG (LIQ) Indicative a-t-m Vol 0.00 Underlying Price 92.1900 Time to expiry: 196 Days 18 Mar 11 4.2013 -0.35 23.80 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 8,100 8,307| 481 292,144 +190 0 Lloyds Banking Group Plc - Amer Phys FLEX Opt (LLQ) Indicative a-t-m Vol 0.00 Underlying Price 72.720 Time to expiry: 14 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 8,310 8,517| 481 581,544 +190 0 Lloyds Banking Group Plc - Euro Cash FLEX Opt (LLJ) Grand TotalN/A 8,340 8,547| 481 581,756 +190 0 Lloyds Banking Group plc - Euro Phys FLEX Opt (LLX) Indicative a-t-m Vol 0.00 Underlying Price 72.720 Time to expiry: 105 Days 17 Dec 10 231.630 -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 8,400 8,607| 481 583,756 +190 0 Lukoil OAO - Euro Phys FLEX Opt (LYV) Indicative a-t-m Vol 0.00 Underlying Price 54.5000 Time to expiry: 105 Days 17 Dec 10 Equity Options 22:04 Business Day Fri 3 Sep 2010 Previous Business Day Thu 2 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 | 6.2218 -0.59 35.53 N/A 0 0| 0 7,500 0 0 5800 7.9240 -0.68 35.09 N/A 0 0| 0 750 0 0 6050 TotalN/A 0 0| 0 8,250 0 0 Indicative a-t-m Vol 0.00 Underlying Price 54.5000 Time to expiry: 224 Days 15 Apr 11 4.3001 -0.33 39.01 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 8,550 8,757| 481 601,725 +190 0 LVMH Moet Hennessy Louis Vuitton SA (MDX) Indicative a-t-m Vol 0.00 Underlying Price 98.3100 Time to expiry: 14 Days 17 Sep 10 0.0441 -0.01 43.53 N/A 0 0| 0 800 0 0 8195 0.2000 -0.07 30.72 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 98.3100 Time to expiry: 105 Days 17 Dec 10 0.2500 -0.02 49.12 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 8,760 8,967| 481 605,175 +190 0 Man Group Plc (EWQ) Indicative a-t-m Vol 0.00 Underlying Price 231.900 Time to expiry: 105 Days 17 Dec 10 338.380 -1.00 34.42 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 8,880 9,087| 481 606,240 +190 0 MAN SE - Amer Phys FLEX Opt (MJQ) Indicative a-t-m Vol 0.00 Underlying Price 73.1400 Time to expiry: 105 Days 17 Dec 10 1.6321 -0.20 33.87 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 73.1400 Time to expiry: 196 Days 18 Mar 11 5.0151 -0.37 31.76 N/A 0 0| 600 1,200 +1,200 0 7000 TotalN/A 0 0| 600 1,200 +1,200 0 Total PutsN/A 0 0| 600 3,200 +1,200 0 Indicative a-t-m Vol 0.00 Underlying Price 357.800 Time to expiry: 105 Days 17 Dec 10 14.000 -0.37 26.48 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 8,970 9,177| 1,081 611,440 +1,390 0 Marks & Spencer Group Plc (MSU) Grand TotalN/A 9,000 9,207| 1,081 611,440 +1,390 0 Mediaset SpA - Euro Cash FLEX Opt (MHJ) Grand TotalN/A 9,060 9,267| 1,081 611,531 +1,390 0 Merck KGaA - Amer Phys FLEX Opt (KSQ) Equity Options 22:04 Business Day Fri 3 Sep 2010 Previous Business Day Thu 2 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 | Indicative a-t-m Vol 0.00 Underlying Price 42.9200 Time to expiry: 105 Days 17 Dec 10 0.3195 -0.08 33.94 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 9,090 9,297| 1,081 615,531 +1,390 0 Metro AG (MEQ) Grand TotalN/A 9,120 9,327| 1,081 616,531 +1,390 0 Metso - Amer Phys FLEX Opt (MOQ) Grand TotalN/A 9,150 9,357| 1,081 618,531 +1,390 0 Michelin (MLQ) Indicative a-t-m Vol 0.00 Underlying Price 61.9500 Time to expiry: 14 Days 17 Sep 10 0.0100 0.00 47.03 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 9,240 9,447| 1,081 619,281 +1,390 0 Morrison WM Supermarkets (MIQ) Grand TotalN/A 9,300 9,507| 1,081 619,427 +1,390 0 Muenchener Rueckversicherungs AG (MUJ) Grand TotalN/A 9,420 9,627| 1,081 622,856 +1,390 0 National Grid Plc (NGQ) Grand TotalN/A 9,450 9,657| 1,081 622,856 +1,390 0 National Grid plc (NGJ) Grand TotalN/A 9,510 9,717| 1,081 623,784 +1,390 0 National Grid Plc (NGQ) Grand TotalN/A 9,930 10,137| 1,742 627,034 +1,390 661 National Grid plc (NGX) Indicative a-t-m Vol 0.00 Underlying Price 544.500 Time to expiry: 14 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 544.500 Time to expiry: 105 Days 17 Dec 10 24.690 -0.54 18.16 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 544.500 Time to expiry: 469 Days 16 Dec 11 58.770 -0.54 19.25 N/A 0 0| 0 500 0 0 540 TotalN/A 0 0| 0 500 0 0 Total PutsN/A 0 0| 0 1,660 0 0 Grand TotalN/A 10,080 10,287| 1,742 629,494 +1,390 661 Nestle SA (NEQ) Indicative a-t-m Vol 0.00 Underlying Price 53.900 Time to expiry: 14 Days 17 Sep 10 0.113 -0.13 16.49 N/A 0 0| 0 0 0 0 520 2.200 -0.88 16.49 N/A 0 0| 0 15,000 0 0 560 4.120 -0.97 19.60 N/A 0 0| 0 10,000 0 0 580 TotalN/A 0 0| 0 25,000 0 0 Equity Options 22:04 Business Day Fri 3 Sep 2010 Previous Business Day Thu 2 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 | Indicative a-t-m Vol 0.00 Underlying Price 53.900 Time to expiry: 42 Days 15 Oct 10 0.075 -0.05 17.89 N/A 0 0| 0 2,500 0 0 490 0.138 -0.09 17.13 N/A 0 0| 0 2,500 0 0 500 1.233 -0.50 16.27 N/A 0 0| 0 10,000 0 0 540 TotalN/A 0 0| 0 15,000 0