Equity Options 19:50 Business Day Mon 6 Sep 2010 Previous Business Day Fri 3 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 27.71 Underlying Price 431.900 Time to expiry: 11 Days Sep 10 192.000 1.00 53.85 0 0 0| 0 0 0 0 240 172.000 1.00 52.79 0 0 0| 0 0 0 0 260 152.000 1.00 52.40 0 0 0| 0 0 0 0 280 132.000 1.00 50.48 0 0 0| 0 0 0 0 300 112.000 1.00 48.57 0 0 0| 0 0 0 0 320 92.000 1.00 45.86 0 0 0| 0 0 0 0 340 72.000 0.99 44.45 0 0 0| 0 0 0 0 360 62.250 0.98 41.36 0 0 0| 0 0 0 0 370 52.250 0.97 37.88 0 0 0| 0 0 0 0 380 42.500 0.95 34.97 0 0 0| 0 0 0 0 390 33.000 0.91 32.00 0 0 0| 0 11 0 0 400 24.000 0.84 29.99 0 0 0| 0 10 0 0 410 16.000 0.72 28.47 0 0 0| 0 29 0 0 420 9.750 0.55 27.96 0 0 0| 0 5 0 0 430 5.000 0.36 26.70 0 0 0| 0 20 0 0 440 2.500 0.21 26.70 0 0 0| 0 0 0 0 450 0.750 0.08 24.82 0 0 0| 0 2 0 0 460 CAB 0.01 24.82 0 0 0| 0 8 0 0 480 CAB 0.00 30.00 0 0 0| 0 0 0 0 560 Total 0 0 0| 0 85 0 0 Indicative a-t-m Vol 30.06 Underlying Price 431.900 Time to expiry: 102 Days Dec 10 115.500 0.93 41.08 0 0 0| 0 0 0 0 320 97.250 0.90 38.98 0 0 0| 0 0 0 0 340 79.500 0.85 36.40 0 0 0| 0 2 0 0 360 62.250 0.80 33.07 0 0 0| 0 0 0 0 380 47.750 0.71 32.47 0 0 0| 0 250 0 0 400 34.750 0.60 30.85 0 0 0| 0 1 0 0 420 23.750 0.49 29.54 0 0 0| 0 4 0 0 440 14.750 0.37 27.68 0 0 0| 0 5 0 0 460 9.250 0.26 27.35 0 0 0| 0 0 0 0 480 Total 0 0 0| 0 262 0 0 Indicative a-t-m Vol 29.49 Underlying Price 431.900 Time to expiry: 193 Days Mar 11 118.250 0.90 38.48 0 0 0| 0 0 0 0 320 84.750 0.81 35.33 0 0 0| 0 0 0 0 360 68.500 0.75 32.87 0 0 0| 0 0 0 0 380 55.250 0.67 32.23 0 0 0| 0 0 0 0 400 42.500 0.59 30.54 0 0 0| 0 0 0 0 420 31.000 0.50 28.79 0 0 0| 0 13 0 0 440 23.500 0.41 28.75 0 0 0| 0 6 0 0 460 15.500 0.32 26.91 0 0 0| 0 0 0 0 480 Total 0 0 0| 0 19 0 0 Total Calls 0 0 0| 0 366 0 0 | Equity Options 19:50 Business Day Mon 6 Sep 2010 Previous Business Day Fri 3 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 27.94 Underlying Price 431.900 Time to expiry: 11 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 1.250 -0.09 32.73 0 0 0| 0 37 0 0 400 2.000 -0.16 30.26 0 0 0| 0 1 0 0 410 4.250 -0.29 29.11 0 0 0| 0 11 0 0 420 7.750 -0.45 28.20 0 0 0| 0 0 0 0 430 13.000 -0.64 26.88 0 0 0| 0 0 0 0 440 20.750 -0.78 28.80 0 0 0| 0 0 0 0 450 29.000 -0.90 26.62 0 0 0| 0 0 0 0 460 48.250 -0.99 26.88 0 0 0| 0 0 0 0 480 128.000 -1.00 32.21 0 0 0| 0 0 0 0 560 Total 0 0 0| 0 184 0 0 Indicative a-t-m Vol 28.97 Underlying Price 431.900 Time to expiry: 102 Days Dec 10 2.750 -0.06 40.29 0 0 0| 0 23 0 0 320 4.250 -0.10 37.82 0 0 0| 0 10 0 0 340 6.500 -0.14 35.59 0 0 0| 0 15 0 0 360 10.000 -0.21 33.85 0 0 0| 0 0 0 0 380 14.250 -0.29 31.23 0 0 0| 0 256 0 0 400 21.750 -0.40 30.53 0 0 0| 0 0 0 0 420 29.750 -0.52 27.92 0 0 0| 0 0 0 0 440 42.500 -0.63 28.36 0 0 0| 0 0 0 0 460 56.500 -0.74 27.31 0 0 0| 0 0 0 0 480 Total 0 0 0| 0 304 0 0 Indicative a-t-m Vol 29.28 Underlying Price 431.900 Time to expiry: 193 Days Mar 11 7.750 -0.12 38.15 0 0 0| 0 0 0 0 320 14.750 -0.21 35.12 0 0 0| 0 16 0 0 360 19.750 -0.27 33.56 0 0 0| 0 0 0 0 380 25.750 -0.34 31.87 0 0 0| 0 0 0 0 400 32.250 -0.42 29.48 0 0 0| 0 0 0 0 420 42.750 -0.51 29.15 0 0 0| 0 0 0 0 440 54.750 -0.60 28.58 0 0 0| 0 0 0 0 460 66.500 -0.69 26.52 0 0 0| 0 0 0 0 480 Total 0 0 0| 0 16 0 0 Total Puts 0 0 0| 0 504 0 0 Grand Total 0 0 0| 2,160 3,030 0 0 Equity Options 19:50 Business Day Mon 6 Sep 2010 Previous Business Day Fri 3 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 15.87 Underlying Price 1858.000 Time to expiry: 11 Days Sep 10 458.500 1.00 46.65 0 0 0| 0 0 0 0 1400 258.500 1.00 29.11 0 0 0| 0 0 0 0 1600 158.500 0.99 22.13 0 0 0| 0 0 0 0 1700 109.500 0.96 19.14 0 0 0| 0 0 0 0 1750 63.000 0.85 17.10 0 0 0| 2 2 0 0 1800 26.000 0.57 15.90 0 0 0| 0 361 0 0 1850 6.500 0.22 15.72 0 0 0| 0 315 0 0 1900 3.500 2.000 0.07 17.61 3.500 S 3.500 S 0 0 2| 10 302 0 0 1950 1.000 0.04 22.71 0 0 0| 0 490 0 0 2000 CAB 0.00 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 2| 12 2,805 0 0 Indicative a-t-m Vol 20.83 Underlying Price 1858.000 Time to expiry: 102 Days Dec 10 463.500 0.98 28.25 0 0 0| 0 0 0 0 1400 274.000 0.89 24.14 0 0 0| 0 0 0 0 1600 188.500 0.79 22.43 0 0 0| 0 15 0 0 1700 116.500 0.64 21.11 0 0 0| 0 1,201 0 0 1800 62.000 64.000 0.45 20.63 62.000 62.000 0 0 2| 0 339 0 0 1900 26.000 29.500 0.26 19.70 26.000 S 26.000 S 0 0 3| 0 2,654 0 0 2000 6.500 0.07 20.78 0 0 0| 0 452 0 0 2200 1.500 0.02 22.45 0 0 0| 0 0 0 0 2400 Total 0 0 5| 0 4,661 0 0 Indicative a-t-m Vol 20.86 Underlying Price 1858.000 Time to expiry: 193 Days Mar 11 281.500 0.87 23.28 0 0 0| 0 0 0 0 1600 201.000 0.76 22.22 0 0 0| 0 0 0 0 1700 133.000 0.62 21.35 0 0 0| 0 0 0 0 1800 80.500 0.46 20.51 0 0 0| 0 9 0 0 1900 45.000 0.31 19.89 0 0 0| 0 78 0 0 2000 12.000 0.11 19.59 0 0 0| 0 2 0 0 2200 4.500 0.04 21.29 0 0 0| 0 0 0 0 2400 Total 0 0 0| 0 89 0 0 Total Calls 0 0 7| 12 7,555 0 0 | Equity Options 19:50 Business Day Mon 6 Sep 2010 Previous Business Day Fri 3 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 1858.000 Time to expiry: 11 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 CAB -0.01 20.65 0.500 S 0.500 S 0 0 2| 0 161 0 0 1700 1.000 -0.04 18.56 0 0 0| 0 105 0 0 1750 8.000 4.500 -0.15 17.13 8.000 S 8.000 S 0 0 1| 0 1,526 0 0 1800 18.000 -0.43 16.21 0 0 0| 0 3,133 0 0 1850 49.000 -0.77 16.12 0 0 0| 0 533 0 0 1900 93.000 -0.94 16.93 0 0 0| 0 0 0 0 1950 142.000 -1.00 16.29 0 0 0| 0 118 0 0 2000 242.000 -1.00 17.91 0 0 0| 0 0 0 0 2100 342.000 -1.00 17.91 0 0 0| 0 0 0 0 2200 542.000 -1.00 17.91 0 0 0| 0 0 0 0 2400 942.000 -1.00 17.91 0 0 0| 0 0 0 0 2800 Total 0 0 3| 0 6,491 0 0 Indicative a-t-m Vol 20.46 Underlying Price 1858.000 Time to expiry: 102 Days Dec 10 3.000 -0.03 28.99 0 0 0| 0 20 0 0 1400 12.000 -0.10 23.70 0 0 0| 0 28 0 0 1600 25.500 26.500 -0.20 22.22 26.500 25.500 S 0 0 9| 0 558 0 0 1700 52.000 54.500 -0.36 20.99 52.000 S 52.000 S 0 0 1| 0 924 0 0 1800 100.500 -0.56 20.08 0 0 0| 0 500 0 0 1900 167.500 -0.74 19.42 0 0 0| 0 265 0 0 2000 345.000 -0.94 20.21 0 0 0| 0 0 0 0 2200 542.000 -1.00 21.93 0 0 0| 0 0 0 0 2400 Total 0 0 10| 0 2,295 0 0 Indicative a-t-m Vol 20.32 Underlying Price 1858.000 Time to expiry: 193 Days Mar 11 37.500 -0.20 22.73 0 0 0| 0 5 0 0 1600 64.000 -0.32 21.66 0 0 0| 0 0 0 0 1700 104.500 -0.46 20.94 0 0 0| 0 35 0 0 1800 158.000 -0.61 19.88 0 0 0| 0 2 0 0 1900 227.000 -0.74 19.24 0 0 0| 0 0 0 0 2000 398.000 -0.93 18.06 0 0 0| 0 0 0 0 2200 591.000 -0.99 17.41 0 0 0| 0 0 0 0 2400 Total 0 0 0| 0 42 0 0 Total Puts 0 0 13| 0 8,828 0 0 Grand Total 0 0 20| 1,692 18,063 0 0 Equity Options 19:50 Business Day Mon 6 Sep 2010 Previous Business Day Fri 3 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 29.74 Underlying Price 1073.000 Time to expiry: 11 Days Sep 10 273.000 1.00 51.01 0 0 0| 0 0 0 0 800 233.000 1.00 46.64 0 0 0| 0 0 0 0 840 193.000 1.00 38.77 0 0 0| 0 0 0 0 880 153.500 0.99 35.26 0 0 0| 0 10 0 0 920 114.000 0.97 32.93 0 0 0| 0 1 0 0 960 94.500 0.95 30.35 0 0 0| 0 3 0 0 980 76.000 0.90 30.87 0 0 0| 0 9 0 0 1000 36.500 0.67 30.09 0 0 0| 0 6 0 0 1050 12.000 0.33 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 31.36 Underlying Price 1073.000 Time to expiry: 102 Days Dec 10 208.000 0.88 35.28 0 0 0| 0 3 0 0 880 143.500 0.77 33.52 0 0 0| 0 10 0 0 960 115.500 0.69 32.85 0 0 0| 0 302 0 0 1000 59.000 0.48 30.81 0 0 0| 0 501 0 0 1100 25.500 0.27 29.54 0 0 0| 0 411 0 0 1200 9.000 0.12 28.68 0 0 0| 0 109 0 0 1300 3.500 0.05 29.63 0 0 0| 0 41 0 0 1400 Total 0 0 0| 0 1,377 0 0 Indicative a-t-m Vol 30.69 Underlying Price 1073.000 Time to expiry: 193 Days Mar 11 226.500 0.82 34.94 0 0 0| 0 0 0 0 880 168.000 0.72 33.52 0 0 0| 0 0 0 0 960 141.000 0.67 32.45 0 0 0| 0 12 0 0 1000 84.000 0.51 30.04 0 0 0| 0 15 0 0 1100 49.000 0.35 29.75 0 0 0| 0 0 0 0 1200 25.000 0.22 28.81 0 0 0| 0 2 0 0 1300 13.000 0.13 28.87 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 19:50 Business Day Mon 6 Sep 2010 Previous Business Day Fri 3 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 30.50 Underlying Price 1073.000 Time to expiry: 11 Days Sep 10 CAB 0.00 55.23 0 0 0| 0 1 0 0 800 CAB 0.00 49.21 0 0 0| 0 13 0 0 840 CAB 0.00 42.64 0 0 0| 0 10 0 0 880 0.500 -0.01 38.74 0 0 0| 0 13 0 0 920 1.500 -0.05 37.14 0 0 0| 0 22 0 0 960 2.500 -0.07 35.45 0 0 0| 0 50 0 0 980 4.500 -0.12 34.83 0 0 0| 50 776 +50 0 1000 14.000 -0.34 31.08 0 0 0| 3 18 +3 0 1050 39.500 -0.67 29.83 0 0 0| 0 17 0 0 1100 80.000 -0.89 30.84 0 0 0| 0 30 0 0 1150 127.500 -0.97 32.24 0 0 0| 0 2 0 0 1200 177.000 -1.00 32.94 0 0 0| 0 0 0 0 1250 227.000 -1.00 33.99 0 0 0| 0 0 0 0 1300 327.000 -1.00 33.99 0 0 0| 0 0 0 0 1400 Total 0 0 0| 53 952 +53 0 Indicative a-t-m Vol 31.34 Underlying Price 1073.000 Time to expiry: 102 Days Dec 10 14.000 -0.13 36.13 0 0 0| 0 28 0 0 880 28.500 -0.23 33.48 0 0 0| 0 403 0 0 960 42.000 -0.31 33.57 0 0 0| 0 22 0 0 1000 83.500 83.500 -0.52 30.52 83.500 83.500 0 0 5| 8 38 -6 0 1100 150.000 -0.74 29.43 0 0 0| 0 10 0 0 1200 236.500 -0.87 30.52 0 0 0| 0 2 0 0 1300 331.000 -0.93 32.50 0 0 0| 0 0 0 0 1400 Total 0 0 5| 8 503 -6 0 Indicative a-t-m Vol 31.24 Underlying Price 1073.000 Time to expiry: 193 Days Mar 11 28.500 -0.17 34.33 0 0 0| 0 10 0 0 880 51.000 -0.28 33.54 0 0 0| 0 10 0 0 960 62.500 -0.33 31.97 0 0 0| 0 10 0 0 1000 109.500 -0.49 30.96 0 0 0| 0 29 0 0 1100 172.500 -0.65 30.01 0 0 0| 0 0 0 0 1200 248.500 -0.79 29.09 0 0 0| 0 0 0 0 1300 337.000 -0.88 29.23 0 0 0| 0 1 0 0 1400 Total 0 0 0| 0 60 0 0 Total Puts 0 0 5| 61 1,515 +47 0 Grand Total 0 0 5| 1,741 5,014 +47 0 Equity Options 19:50 Business Day Mon 6 Sep 2010 Previous Business Day Fri 3 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 37.84 Underlying Price 386.300 Time to expiry: 11 Days Sep 10 146.250 1.00 77.79 0 0 0| 0 0 0 0 240 126.250 1.00 69.30 0 0 0| 0 0 0 0 260 106.500 1.00 64.41 0 0 0| 0 0 0 0 280 96.500 1.00 60.47 0 0 0| 0 0 0 0 290 86.500 0.99 58.75 0 0 0| 0 21 0 0 300 76.500 0.99 53.39 0 0 0| 0 35 0 0 310 66.500 0.98 50.09 0 0 0| 0 73 0 0 320 63.000 56.750 0.97 47.82 63.000 S 63.000 S 0 0 6| 0 588 0 0 330 47.250 0.94 46.21 0 0 0| 0 1,901 0 0 340 37.750 0.91 41.97 0 0 0| 0 0 0 0 350 28.500 0.85 38.97 0 0 0| 0 1,391 0 0 360 23.000 20.500 0.75 37.60 23.000 23.000 0 0 10| 0 1,135 0 0 370 14.250 0.61 38.39 0 0 0| 0 546 0 0 380 8.750 0.46 37.60 0 0 0| 0 0 0 0 390 5.750 6.750 0.35 43.92 6.000 5.750 0 0 100| 0 1,015 0 0 400 1.500 0.12 37.60 0 0 0| 0 0 0 0 420 0.500 0.04 39.97 0 0 0| 0 0 0 0 440 Total 0 0 116| 0 6,705 0 0 Indicative a-t-m Vol 29.60 Underlying Price 386.300 Time to expiry: 102 Days Dec 10 146.500 1.00 45.19 0 0 0| 0 0 0 0 240 126.500 1.00 37.31 0 0 0| 0 0 0 0 260 106.750 0.98 37.92 0 0 0| 0 0 0 0 280 87.500 0.94 37.13 0 0 0| 0 29 0 0 300 69.000 0.89 34.10 0 0 0| 0 210 0 0 320 52.250 0.80 32.65 0 0 0| 0 261 0 0 340 37.750 0.68 31.18 0 0 0| 325 1,825 -325 0 360 25.000 25.500 0.55 29.78 25.000 S 25.000 S 0 0 6| 0 37 0 0 380 18.000 16.750 0.42 29.27 18.250 18.000 0 0 20| 0 144 0 0 400 10.500 0.30 29.35 0 0 0| 0 0 0 0 420 6.750 0.21 29.59 0 0 0| 0 0 0 0 440 Total 0 0 26| 325 2,506 -325 0 Indicative a-t-m Vol 27.90 Underlying Price 386.300 Time to expiry: 193 Days Mar 11 146.500 1.00 35.74 0 0 0| 0 0 0 0 240 108.000 0.93 35.34 0 0 0| 0 0 0 0 280 90.000 0.88 33.40 0 0 0| 0 0 0 0 300 73.250 0.82 31.78 0 0 0| 0 24 0 0 320 58.500 0.74 30.70 0 0 0| 0 40 0 0 340 44.750 0.66 29.30 0 0 0| 0 27 0 0 360 33.000 0.56 28.16 0 0 0| 0 0 0 0 380 23.500 0.46 27.42 0 0 0| 0 67 0 0 400 16.250 0.36 26.78 0 0 0| 0 0 0 0 420 10.750 0.27 26.16 0 0 0| 0 11 0 0 440 Total 0 0 0| 0 169 0 0 Equity Options 19:50 Business Day Mon 6 Sep 2010 Previous Business Day Fri 3 Sep 2010 Page 8 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 0 142| 325 9,380 -325 0 | Equity Options 19:50 Business Day Mon 6 Sep 2010 Previous Business Day Fri 3 Sep 2010 Page 9 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 40.33 Underlying Price 386.300 Time to expiry: 11 Days Sep 10 CAB 0.00 56.26 0 0 0| 0 64 0 0 240 CAB 0.00 56.18 0 0 0| 0 5 0 0 260 CAB 0.00 53.91 0 0 0| 0 389 0 0 280 CAB 0.00 52.45 0 0 0| 0 0 0 0 290 CAB 0.00 51.00 0 0 0| 0 3,047 0 0 300 CAB -0.01 49.59 0 0 0| 0 3 0 0 310 0.250 -0.01 48.16 0 0 0| 0 90 0 0 320 0.250 -0.03 46.85 0 0 0| 0 336 0 0 330 0.750 -0.06 45.77 0 0 0| 0 359 0 0 340 1.250 -0.09 42.40 0 0 0| 0 5 0 0 350 1.750 2.750 -0.17 41.75 1.750 1.750 0 0 4| 0 60 0 0 360 5.250 -0.27 42.54 0 0 0| 0 354 0 0 370 8.500 -0.40 41.12 0 0 0| 0 41 0 0 380 13.250 -0.54 39.99 0 0 0| 0 0 0 0 390 19.250 -0.67 39.22 0 0 0| 0 0 0 0 400 35.250 -0.88 38.57 0 0 0| 0 0 0 0 420 54.000 -0.96 40.11 0 0 0| 0 0 0 0 440 Total 0 0 4| 0 4,753 0 0 Indicative a-t-m Vol 29.77 Underlying Price 386.300 Time to expiry: 102 Days Dec 10 1.000 -0.02 48.08 0 0 0| 0 476 0 0 240 1.500 -0.04 43.47 0 0 0| 0 10 0 0 260 2.250 -0.06 39.89 0 0 0| 0 39 0 0 280 3.250 -0.09 36.88 0 0 0| 0 1,561 0 0 300 5.250 -0.14 34.15 0 0 0| 0 91 0 0 320 9.250 -0.22 32.69 0 0 0| 0 81 0 0 340 14.750 -0.33 31.22 0 0 0| 0 45 0 0 360 22.750 -0.45 29.90 0 0 0| 0 0 0 0 380 34.000 -0.58 29.53 0 0 0| 0 0 0 0 400 47.750 -0.70 29.34 0 0 0| 0 0 0 0 420 63.250 -0.80 28.47 0 0 0| 0 0 0 0 440 Total 0 0 0| 0 2,303 0 0 Indicative a-t-m Vol 27.98 Underlying Price 386.300 Time to expiry: 193 Days Mar 11 2.250 -0.04 40.81 0 0 0| 0 9 0 0 240 5.000 -0.09 36.24 0 0 0| 0 28 0 0 280 6.750 -0.13 33.68 0 0 0| 5 11 0 0 300 10.250 -0.19 31.95 0 0 0| 0 6 0 0 320 15.000 -0.26 30.63 0 0 0| 0 10 0 0 340 21.250 -0.34 29.43 0 0 0| 0 45 0 0 360 29.500 -0.44 28.25 0 0 0| 5 5 +5 0 380 40.000 -0.55 27.48 0 0 0| 0 4 0 0 400 53.000 -0.65 26.86 0 0 0| 0 0 0 0 420 67.500 -0.74 26.37 0 0 0| 0 0 0 0 440 Total 0 0 0| 10 118 +5 0 Total Puts 0 0 4| 10 7,174 +5 0 Equity Options 19:50 Business Day Mon 6 Sep 2010 Previous Business Day Fri 3 Sep 2010 Page 10 Puts | Block | Opening Settle Delta Vola- Daily Trade Bclear Total | Official **Open Change Exer- Exer Trans Price tility High Low Volume Volume*** Volume | Volume Int cises Price | Grand Total 0 0 146| 2,615 18,834 -320 0 Equity Options 19:50 Business Day Mon 6 Sep 2010 Previous Business Day Fri 3 Sep 2010 Page 11 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 29.48 Underlying Price 250.600 Time to expiry: 11 Days Sep 10 50.750 1.00 44.14 0 0 0| 0 0 0 0 200 40.750 0.99 39.22 0 0 0| 0 0 0 0 210 30.750 0.98 34.82 0 0 0| 0 0 0 0 220 25.750 0.97 32.98 0 0 0| 0 0 0 0 225 21.000 0.93 32.27 0 0 0| 0 0 0 0 230 16.500 0.88 31.42 0 0 0| 0 0 0 0 235 12.250 0.79 30.24 0 0 0| 2 7 +2 0 240 8.500 0.68 29.49 0 0 0| 0 0 0 0 245 5.750 0.53 29.39 0 0 0| 0 0 0 0 250 2.000 0.26 30.24 0 0 0| 0 40 0 0 260 0.500 0.09 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 0| 2 808 +2 0 Indicative a-t-m Vol 31.82 Underlying Price 250.600 Time to expiry: 102 Days Dec 10 52.500 0.92 34.30 0 0 0| 0 0 0 0 200 36.000 0.80 33.87 0 0 0| 0 0 0 0 220 28.750 0.72 33.24 0 0 0| 0 0 0 0 230 22.250 0.63 32.33 0 0 0| 0 1 0 0 240 12.250 0.44 31.41 0 0 0| 0 1,065 0 0 260 6.250 0.27 30.97 0 0 0| 0 5 0 0 280 2.750 0.15 30.56 0 0 0| 0 20 0 0 300 1.500 0.08 32.00 0 0 0| 0 534 0 0 320 1.000 0.05 34.01 0 0 0| 0 0 0 0 340 0.750 0.04 37.16 0 0 0| 0 0 0 0 360 0.750 0.04 46.59 0 0 0| 0 8 0 0 400 Total 0 0 0| 0 1,633 0 0 Indicative a-t-m Vol 32.32 Underlying Price 250.600 Time to expiry: 193 Days Mar 11 56.750 0.84 36.71 0 0 0| 0 0 0 0 200 41.750 0.74 35.21 0 0 0| 0 0 0 0 220 35.000 0.68 33.91 0 0 0| 0 0 0 0 230 28.750 0.62 32.83 0 0 0| 0 2 0 0 240 19.000 0.48 31.89 0 0 0| 0 0 0 0 260 12.250 0.35 31.55 0 0 0| 0 0 0 0 280 7.250 0.24 31.08 0 0 0| 0 10 0 0 300 4.750 0.17 31.51 0 0 0| 0 0 0 0 320 2.250 0.09 33.85 0 0 0| 0 0 0 0 360 Total 0 0 0| 0 12 0 0 Equity Options 19:50 Business Day Mon 6 Sep 2010 Previous Business Day Fri 3 Sep 2010 Page 12 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| 2 2,453 +2 0 | ITV Plc - STND OPT (GME) Indicative a-t-m Vol 47.55 Underlying Price 58.550 Time to expiry: 11 Days Sep 10 18.500 1.00 62.47 0 0 0| 0 0 0 0 40 14.500 1.00 56.66 0 0 0| 0 0 0 0 44 12.500 1.00 51.68 0 0 0| 0 0 0 0 46 10.500 0.99 49.87 0 0 0| 0 0 0 0 48 6.750 0.92 47.81 0 0 0| 0 20 0 0 52 3.500 0.72 46.78 0 0 0| 0 250 0 0 56 1.500 0.41 47.81 0 0 0| 0 20 0 0 60 0.250 0.15 44.72 0 0 0| 0 1,231 0 0 64 CAB 0.03 57.08 0 0 0| 0 172 0 0 72 CAB 0.00 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| 0 1,693 0 0 Indicative a-t-m Vol 42.14 Underlying Price 58.550 Time to expiry: 102 Days Dec 10 19.000 0.94 51.88 0 0 0| 0 0 0 0 40 15.500 0.90 46.23 0 0 0| 0 0 0 0 44 12.000 0.83 45.73 0 0 0| 0 0 0 0 48 6.500 0.63 42.87 0 0 0| 0 520 0 0 56 4.500 0.50 41.89 0 0 0| 0 195 0 0 60 3.000 0.39 41.49 0 0 0| 0 295 0 0 64 1.000 0.19 38.73 0 0 0| 0 62 0 0 72 0.250 0.05 33.97 0 0 0| 0 4 0 0 80 CAB 0.02 61.08 0 0 0| 0 0 0 0 120 Total 0 0 0| 0 1,076 0 0 Indicative a-t-m Vol 40.77 Underlying Price 58.550 Time to expiry: 193 Days Mar 11 19.500 0.91 44.77 0 0 0| 0 0 0 0 40 16.500 0.85 45.67 0 0 0| 0 0 0 0 44 13.250 0.79 43.44 0 0 0| 0 0 0 0 48 8.250 0.62 41.55 0 0 0| 0 0 0 0 56 6.250 0.53 40.50 0 0 0| 0 13 0 0 60 4.750 0.44 40.41 0 0 0| 0 38 0 0 64 1.000 0.15 36.72 0 0 0| 0 0 0 0 80 Total 0 0 0| 0 51 0 0 Total Calls 0 0 0| 0 2,820 0 0 | Equity Options 19:50 Business Day Mon 6 Sep 2010 Previous Business Day Fri 3 Sep 2010 Page 13 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 30.26 Underlying Price 250.600 Time to expiry: 11 Days Sep 10 CAB 0.00 42.24 0 0 0| 0 0 0 0 200 CAB 0.00 35.97 0 0 0| 0 0 0 0 210 CAB -0.01 31.79 0 0 0| 0 0 0 0 220 CAB -0.02 30.06 0 0 0| 0 0 0 0 225 0.250 -0.05 29.99 0 0 0| 0 4 0 0 230 0.750 -0.11 29.94 0 0 0| 0 0 0 0 235 1.500 -0.20 29.40 0 0 0| 0 7 0 0 240 2.750 -0.32 29.06 0 0 0| 0 5 0 0 245 5.250 -0.47 30.23 0 0 0| 0 5 0 0 250 11.500 -0.74 30.56 0 0 0| 0 35 0 0 260 20.250 -0.88 33.56 0 0 0| 0 220 0 0 270 29.500 -0.96 34.56 0 0 0| 0 15 0 0 280 39.500 -0.99 35.56 0 0 0| 0 5 0 0 290 49.500 -1.00 36.56 0 0 0| 0 5 0 0 300 59.500 -1.00 37.56 0 0 0| 0 0 0 0 310 69.500 -1.00 38.56 0 0 0| 0 15 0 0 320 89.500 -1.00 39.89 0 0 0| 0 8 0 0 340 109.500 -1.00 40.89 0 0 0| 0 0 0 0 360 149.500 -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 32.73 Underlying Price 250.600 Time to expiry: 102 Days Dec 10 2.750 -0.11 36.42 0 0 0| 0 0 0 0 200 6.250 -0.22 34.26 0 0 0| 0 0 0 0 220 9.250 -0.29 33.90 0 0 0| 0 0 0 0 230 12.500 12.750 -0.38 33.30 12.500 12.500 0 0 1| 0 531 0 0 240 23.000 -0.56 32.26 0 0 0| 0 21 0 0 260 36.750 -0.73 31.43 0 0 0| 0 83 0 0 280 53.500 -0.85 31.62 0 0 0| 0 10 0 0 300 72.000 -0.91 32.49 0 0 0| 0 54 0 0 320 91.250 -0.95 33.75 0 0 0| 0 0 0 0 340 110.750 -0.98 33.73 0 0 0| 0 2 0 0 360 150.500 -0.99 37.50 0 0 0| 0 0 0 0 400 Total 0 0 1| 0 701 0 0 Indicative a-t-m Vol 32.25 Underlying Price 250.600 Time to expiry: 193 Days Mar 11 6.500 -0.16 36.44 0 0 0| 0 0 0 0 200 11.750 -0.26 34.80 0 0 0| 0 9 0 0 220 14.750 -0.32 33.77 0 0 0| 0 14 0 0 230 18.500 -0.39 32.73 0 0 0| 0 0 0 0 240 28.750 -0.52 31.85 0 0 0| 0 0 0 0 260 41.750 -0.65 31.15 0 0 0| 0 25 0 0 280 57.250 -0.76 31.05 0 0 0| 0 0 0 0 300 74.250 -0.84 30.90 0 0 0| 0 6 0 0 320 111.500 -0.94 30.85 0 0 0| 0 0 0 0 360 Total 0 0 0| 0 54 0 0 Equity Options 19:50 Business Day Mon 6 Sep 2010 Previous Business Day Fri 3 Sep 2010 Page 14 Puts | Block | Opening Settle Delta Vola- Daily Trade Bclear Total | Official **Open Change Exer- Exer Trans Price tility High Low Volume Volume*** Volume | Volume Int cises Price | Total Puts 0 0 1| 0 1,079 0 0 Grand Total 0 0 1| 2,342 5,872 +2 0 ITV Plc - STND OPT (GME) Indicative a-t-m Vol 47.06 Underlying Price 58.550 Time to expiry: 11 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 CAB -0.06 42.48 0 0 0| 0 0 0 0 52 0.750 -0.27 43.18 0 0 0| 0 1,375 0 0 56 3.000 -0.59 48.36 0 0 0| 0 20 0 0 60 5.750 -0.83 48.36 0 0 0| 0 30 0 0 64 13.500 -0.98 54.79 0 0 0| 0 0 0 0 72 21.500 -1.00 60.94 0 0 0| 0 0 0 0 80 61.500 -1.00 97.19 0 0 0| 0 0 0 0 120 Total 0 0 0| 0 1,535 0 0 Indicative a-t-m Vol 43.46 Underlying Price 58.550 Time to expiry: 102 Days Dec 10 0.250 -0.03 41.10 0 0 0| 0 0 0 0 40 0.500 -0.09 43.60 0 0 0| 0 18 0 0 44 1.250 -0.17 44.47 0 0 0| 0 50 0 0 48 4.000 -0.38 44.20 0 0 0| 0 62 0 0 56 6.000 -0.49 43.21 0 0 0| 0 24 0 0 60 8.500 -0.61 41.83 0 0 0| 0 39 0 0 64 14.750 -0.79 42.24 0 0 0| 0 0 0 0 72 21.750 -0.91 41.33 0 0 0| 0 0 0 0 80 61.500 -0.98 62.07 0 0 0| 0 0 0 0 120 Total 0 0 0| 0 193 0 0 Indicative a-t-m Vol 40.51 Underlying Price 58.550 Time to expiry: 193 Days Mar 11 1.000 -0.10 46.61 0 0 0| 0 0 0 0 40 1.750 -0.15 44.90 0 0 0| 0 32 0 0 44 2.750 -0.21 44.08 0 0 0| 0 66 0 0 48 5.500 -0.38 41.08 0 0 0| 0 0 0 0 56 7.500 -0.47 40.32 0 0 0| 0 25 0 0 60 10.000 -0.56 40.48 0 0 0| 0 0 0 0 64 22.750 -0.82 40.08 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 0 1| 3,962 12,163 +2 0 Equity Options 19:50 Business Day Mon 6 Sep 2010 Previous Business Day Fri 3 Sep 2010 Page 15 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 1268.000 Time to expiry: 11 Days Sep 10 388.000 1.00 56.79 0 0 0| 0 0 0 0 880 348.000 1.00 56.16 0 0 0| 0 0 0 0 920 308.000 1.00 54.27 0 0 0| 0 0 -7 7 960 288.000 1.00 52.80 0 0 0| 0 0 0 0 980 268.000 1.00 51.33 0 0 0| 0 0 -5 5 1000 218.000 1.00 48.74 0 0 0| 0 3 0 0 1050 168.500 0.98 46.11 0 0 0| 0 0 -4 4 1100 120.000 0.92 42.75 0 0 0| 0 322 0 0 1150 78.000 0.77 41.83 0 0 0| 0 578 0 0 1200 62.000 44.000 0.58 40.04 62.000 S 62.000 S 0 0 6| 0 11 0 0 1250 22.000 0.36 40.06 0 0 0| 0 27 0 0 1300 9.000 0.19 39.52 0 0 0| 0 0 0 0 1350 3.000 0.08 39.00 0 0 0| 0 24 0 0 1400 CAB 0.01 38.66 0 0 0| 0 48 0 0 1500 CAB 0.00 39.65 0 0 0| 0 159 0 0 1600 CAB 0.00 41.80 0 0 0| 0 1 0 0 1700 CAB 0.00 44.37 0 0 0| 0 16 0 0 1800 Total 0 0 6| 0 1,189 -16 16 Indicative a-t-m Vol 42.23 Underlying Price 1268.000 Time to expiry: 102 Days Dec 10 400.000 0.92 53.44 0 0 0| 0 0 0 0 880 364.000 0.90 51.98 0 0 0| 0 0 0 0 920 329.000 0.88 50.40 0 0 0| 0 0 0 0 960 296.000 0.85 49.58 0 0 0| 0 0 0 0 1000 219.000 0.76 47.11 0 0 0| 0 271 0 0 1100 148.500 0.64 42.98 0 0 0| 70 159 +34 0 1200 98.000 0.50 41.88 0 0 0| 18 78 0 0 1300 68.000 61.000 0.36 41.09 68.000 S 68.000 S 0 0 6| 0 11 0 0 1400 37.500 0.25 41.15 0 0 0| 0 3 0 0 1500 22.000 0.17 40.87 0 0 0| 0 5 0 0 1600 13.500 0.11 41.52 0 0 0| 0 2 0 0 1700 8.000 0.07 41.91 0 0 0| 0 6 0 0 1800 Total 0 0 6| 88 535 +34 0 Indicative a-t-m Vol 43.04 Underlying Price 1268.000 Time to expiry: 193 Days Mar 11 417.000 0.89 48.77 0 0 0| 0 0 0 0 880 385.000 0.86 48.41 0 0 0| 0 0 0 0 920 353.000 0.84 47.69 0 0 0| 0 0 0 0 960 323.500 0.81 47.12 0 0 0| 0 0 0 0 1000 253.500 0.73 45.49 0 0 0| 0 8 0 0 1100 193.000 0.63 43.85 0 0 0| 0 4 0 0 1200 143.500 0.53 42.65 0 0 0| 0 7 0 0 1300 103.500 0.43 41.59 0 0 0| 0 0 0 0 1400 50.500 0.26 40.29 0 0 0| 0 0 0 0 1600 Total 0 0 0| 0 19 0 0 Equity Options 19:50 Business Day Mon 6 Sep 2010 Previous Business Day Fri 3 Sep 2010 Page 16 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 12| 88 1,743 +18 16 | Equity Options 19:50 Business Day Mon 6 Sep 2010 Previous Business Day Fri 3 Sep 2010 Page 17 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 41.86 Underlying Price 1268.000 Time to expiry: 11 Days Sep 10 CAB 0.00 64.64 0 0 0| 0 15 0 0 880 CAB 0.00 62.51 0 0 0| 0 2 0 0 920 CAB 0.00 60.31 0 0 0| 0 2 0 0 960 0.500 -0.01 58.84 0 0 0| 0 7 0 0 980 0.500 -0.01 56.99 0 0 0| 0 21 0 0 1000 1.000 -0.02 50.01 0 0 0| 0 17 0 0 1050 2.500 -0.05 47.91 0 0 0| 30 161 0 0 1100 6.000 -0.12 45.25 0 0 0| 0 10 0 0 1150 15.500 -0.24 44.21 0 0 0| 0 750 0 0 1200 31.500 -0.42 42.19 0 0 0| 0 4 0 0 1250 58.500 -0.63 41.26 0 0 0| 10 111 0 0 1300 95.500 -0.80 40.80 0 0 0| 0 0 0 0 1350 139.500 -0.90 41.83 0 0 0| 0 28 0 0 1400 236.000 -0.99 42.52 0 0 0| 0 21 0 0 1500 335.500 -1.00 43.21 0 0 0| 0 302 0 0 1600 435.500 -1.00 44.22 0 0 0| 0 0 0 0 1700 535.500 -1.00 45.25 0 0 0| 0 2 0 0 1800 Total 0 0 0| 40 1,453 0 0 Indicative a-t-m Vol 43.30 Underlying Price 1268.000 Time to expiry: 102 Days Dec 10 14.000 14.000 -0.08 53.48 14.000 14.000 0 0 1| 0 2 0 0 880 18.000 -0.10 52.10 0 0 0| 0 0 0 0 920 22.000 -0.12 50.00 0 0 0| 0 2 0 0 960 29.000 -0.15 48.90 0 0 0| 0 220 0 0 1000 43.000 50.000 -0.24 45.97 43.000 43.000 0 0 1| 55 800 +50 0 1100 85.500 -0.36 44.55 0 0 0| 55 300 +45 0 1200 133.500 -0.50 42.71 0 0 0| 1 83 +1 0 1300 197.500 -0.63 42.35 0 0 0| 0 1 0 0 1400 271.000 -0.75 41.18 0 0 0| 0 0 0 0 1500 355.000 -0.84 40.60 0 0 0| 0 0 0 0 1600 446.500 -0.90 41.20 0 0 0| 0 0 0 0 1700 541.000 -0.94 41.07 0 0 0| 0 0 0 0 1800 Total 0 0 2| 111 1,408 +96 0 Indicative a-t-m Vol 42.75 Underlying Price 1268.000 Time to expiry: 193 Days Mar 11 28.500 -0.11 48.55 0 0 0| 0 2 0 0 880 36.500 -0.14 48.11 0 0 0| 0 0 0 0 920 44.000 -0.16 47.29 0 0 0| 0 1 0 0 960 55.000 -0.19 46.90 0 0 0| 0 0 0 0 1000 85.000 -0.27 45.36 0 0 0| 0 15 0 0 1100 123.500 -0.37 43.60 0 0 0| 0 6 0 0 1200 173.500 -0.47 42.34 0 0 0| 0 0 0 0 1300 234.000 -0.57 41.48 0 0 0| 0 0 0 0 1400 380.000 -0.75 40.00 0 0 0| 0 1 0 0 1600 Total 0 0 0| 0 25 0 0 Total Puts 0 0 2| 151 2,886 +96 0 Equity Options 19:50 Business Day Mon 6 Sep 2010 Previous Business Day Fri 3 Sep 2010 Page 18 Puts | Block | Opening Settle Delta Vola- Daily Trade Bclear Total | Official **Open Change Exer- Exer Trans Price tility High Low Volume Volume*** Volume | Volume Int cises Price | Grand Total 0 0 14| 2,519 6,909 +114 16 Equity Options 19:50 Business Day Mon 6 Sep 2010 Previous Business Day Fri 3 Sep 2010 Page 19 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 28.45 Underlying Price 217.900 Time to expiry: 11 Days Sep 10 38.000 0.99 44.91 0 0 0| 0 8 0 0 180 28.000 0.99 35.08 0 0 0| 0 0 0 0 190 23.250 0.96 35.58 0 0 0| 0 3 0 0 195 18.500 0.93 33.71 0 0 0| 0 99 0 0 200 13.750 0.86 31.68 0 0 0| 0 0 0 0 205 9.750 0.76 30.28 0 0 0| 0 79 0 0 210 6.250 0.61 29.36 0 0 0| 0 3 0 0 215 3.500 0.44 27.84 0 0 0| 0 261 0 0 220 2.000 0.28 29.05 0 0 0| 0 0 0 0 225 1.000 0.16 29.22 0 0 0| 0 170 0 0 230 0.500 0.09 30.00 0 0 0| 0 0 0 0 235 0.250 0.04 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| 0 760 0 0 Indicative a-t-m Vol 26.15 Underlying Price 217.900 Time to expiry: 39 Days Oct 10 38.750 0.94 41.52 0 0 0| 0 0 0 0 180 29.000 0.91 34.49 0 0 0| 0 0 0 0 190 24.500 0.87 33.27 0 0 0| 0 0 0 0 195 19.750 0.84 30.13 0 0 0| 0 0 0 0 200 15.750 0.77 28.70 0 0 0| 0 0 0 0 205 12.000 0.68 27.93 0 0 0| 0 7 0 0 210 8.500 0.58 26.36 0 0 0| 0 0 0 0 215 6.000 0.47 26.02 0 0 0| 0 0 0 0 220 4.000 0.35 25.38 0 0 0| 0 0 0 0 225 2.500 0.25 24.68 0 0 0| 0 0 0 0 230 0.750 0.11 24.04 0 0 0| 0 0 0 0 240 CAB 0.01 22.82 0 0 0| 0 0 0 0 260 Total 0 0 0| 0 7 0 0 Indicative a-t-m Vol 26.17 Underlying Price 217.900 Time to expiry: 74 Days Nov 10 39.000 0.92 35.02 0 0 0| 0 0 0 0 180 29.750 0.87 31.53 0 0 0| 0 0 0 0 190 25.500 0.82 30.51 0 0 0| 0 0 0 0 195 21.250 0.77 29.17 0 0 0| 0 0 0 0 200 17.500 0.71 28.21 0 0 0| 0 0 0 0 205 14.000 0.63 27.47 0 0 0| 0 0 0 0 210 11.000 0.55 26.32 0 0 0| 0 0 0 0 215 8.500 0.47 26.06 0 0 0| 0 0 0 0 220 4.500 0.31 24.81 0 0 0| 0 0 0 0 230 2.000 0.18 23.42 0 0 0| 0 0 0 0 240 Total 0 0 0| 0 0 0 0 Equity Options 19:50 Business Day Mon 6 Sep 2010 Previous Business Day Fri 3 Sep 2010 Page 20 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 27.23 Underlying Price 217.900 Time to expiry: 102 Days Dec 10 39.500 0.90 33.21 0 0 0| 0 0 0 0 180 30.750 0.83 31.02 0 0 0| 0 22 0 0 190 22.750 0.73 29.28 0 0 0| 0 0 0 0 200 16.000 0.61 27.74 0 0 0| 0 12 0 0 210 10.750 0.48 27.10 0 0 0| 0 54 0 0 220 6.500 0.35 25.86 0 0 0| 7 71 0 0 230 4.000 0.24 25.54 0 0 0| 0 97 0 0 240 1.000 0.09 24.71 0 0 0| 0 7 0 0 260 0.250 0.03 24.19 0 0 0| 0 0 0 0 280 CAB 0.00 23.37 0 0 0| 0 0 0 0 320 Total 0 0 0| 7 263 0 0 Indicative a-t-m Vol 27.41 Underlying Price 217.900 Time to expiry: 193 Days Mar 11 42.000 0.83 31.46 0 0 0| 0 0 0 0 180 34.250 0.76 30.30 0 0 0| 0 0 0 0 190 27.250 0.69 29.20 0 0 0| 0 87 0 0 200 21.000 0.60 28.08 0 0 0| 0 44 0 0 210 15.750 0.51 27.24 0 0 0| 0 38 0 0 220 11.000 11.500 0.42 26.59 11.000 11.000 0 0 16| 0 16 0 0 230 8.250 0.33 26.20 0 0 0| 0 12 0 0 240 1.750 0.10 25.71 0 0 0| 0 102 0 0 280 Total 0 0 16| 0 299 0 0 Total Calls 0 0 16| 7 1,329 0 0 | Equity Options 19:50 Business Day Mon 6 Sep 2010 Previous Business Day Fri 3 Sep 2010 Page 21 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 28.72 Underlying Price 217.900 Time to expiry: 11 Days Sep 10 CAB -0.01 48.44 0 0 0| 0 56 0 0 180 0.250 -0.02 39.34 0 0 0| 0 115 0 0 190 0.250 -0.03 33.42 0 0 0| 0 26 0 0 195 0.500 -0.07 32.35 0 0 0| 0 329 0 0 200 0.750 -0.13 30.76 0 0 0| 0 212 0 0 205 1.750 -0.24 30.00 0 0 0| 0 47 0 0 210 3.000 -0.39 28.31 0 0 0| 0 305 0 0 215 5.750 -0.56 29.00 0 0 0| 0 33 0 0 220 9.000 -0.72 29.00 0 0 0| 0 20 0 0 225 13.000 -0.83 30.00 0 0 0| 0 40 0 0 230 17.500 -0.91 30.00 0 0 0| 0 0 0 0 235 22.250 -0.96 30.00 0 0 0| 0 30 0 0 240 32.000 -1.00 30.00 0 0 0| 0 0 0 0 250 42.000 -1.00 30.00 0 0 0| 0 21 0 0 260 62.000 -1.00 30.00 0 0 0| 0 0 0 0 280 102.000 -1.00 30.00 0 0 0| 0 0 0 0 320 Total 0 0 0| 0 1,234 0 0 Indicative a-t-m Vol 27.01 Underlying Price 217.900 Time to expiry: 39 Days Oct 10 0.500 -0.04 32.30 0 0 0| 0 0 0 0 180 1.000 -0.10 31.39 0 0 0| 0 25 0 0 190 1.750 -0.14 30.59 0 0 0| 0 0 0 0 195 2.500 -0.20 29.81 0 0 0| 0 15 0 0 200 3.750 -0.27 28.71 0 0 0| 0 0 0 0 205 5.250 -0.36 28.09 0 0 0| 0 0 0 0 210 7.250 -0.46 27.48 0 0 0| 0 2 0 0 215 9.750 -0.56 26.70 0 0 0| 0 0 0 0 220 13.000 -0.67 26.06 0 0 0| 0 0 0 0 225 16.500 -0.75 26.15 0 0 0| 0 0 0 0 230 25.250 -0.87 27.66 0 0 0| 0 0 0 0 240 44.250 -0.96 31.09 0 0 0| 0 0 0 0 260 Total 0 0 0| 0 42 0 0 Indicative a-t-m Vol 27.03 Underlying Price 217.900 Time to expiry: 74 Days Nov 10 1.750 -0.11 34.52 0 0 0| 0 0 0 0 180 3.000 -0.17 32.23 0 0 0| 0 0 0 0 190 3.750 -0.21 30.26 0 0 0| 0 0 0 0 195 5.000 -0.26 30.17 0 0 0| 0 0 0 0 200 6.000 -0.32 28.44 0 0 0| 200 200 +200 0 205 8.750 8.000 -0.39 28.12 8.750 8.250 0 0 30| 0 0 0 0 210 10.000 -0.46 27.45 0 0 0| 0 0 0 0 215 12.500 -0.53 26.75 0 0 0| 0 0 0 0 220 18.750 -0.68 25.83 0 0 0| 0 0 0 0 230 26.500 -0.80 25.64 0 0 0| 0 0 0 0 240 Total 0 0 30| 200 200 +200 0 Equity Options 19:50 Business Day Mon 6 Sep 2010 Previous Business Day Fri 3 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 | Indicative a-t-m Vol 28.01 Underlying Price 217.900 Time to expiry: 102 Days Dec 10 2.750 3.000 -0.14 34.93 3.000 2.750 0 0 100| 0 99 0 0 180 4.500 -0.20 32.16 0 0 0| 0 3 0 0 190 6.750 -0.29 30.60 0 0 0| 0 180 0 0 200 10.000 -0.39 28.57 0 0 0| 0 6,010 0 0 210 14.750 -0.52 27.87 0 0 0| 0 31 0 0 220 20.750 -0.64 27.16 0 0 0| 0 35 0 0 230 27.750 -0.76 26.12 0 0 0| 0 39 0 0 240 45.000 -0.91 25.69 0 0 0| 0 0 0 0 260 64.250 -0.97 25.32 0 0 0| 0 10 0 0 280 104.250 -0.98 36.05 0 0 0| 0 0 0 0 320 Total 0 0 100| 0 6,407 0 0 Indicative a-t-m Vol 28.50 Underlying Price 217.900 Time to expiry: 193 Days Mar 11 6.000 -0.19 33.19 0 0 0| 0 10 0 0 180 8.000 -0.24 31.18 0 0 0| 0 4 0 0 190 11.000 -0.32 30.13 0 0 0| 0 27 0 0 200 14.750 -0.40 28.87 0 0 0| 0 27 0 0 210 19.750 -0.49 28.40 0 0 0| 0 21 0 0 220 25.500 -0.58 27.77 0 0 0| 0 64 0 0 230 31.750 -0.67 27.00 0 0 0| 0 142 0 0 240 65.750 -0.89 27.50 0 0 0| 0 0 0 0 280 Total 0 0 0| 0 295 0 0 Total Puts 0 0 130| 200 8,178 +200 0 Grand Total 0 0 146| 3,567 12,867 +200 0 Equity Options 19:50 Business Day Mon 6 Sep 2010 Previous Business Day Fri 3 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 | Ladbrokes PLC - STND OPT (LDB) Indicative a-t-m Vol 31.68 Underlying Price 138.000 Time to expiry: 11 Days Sep 10 38.000 0.99 83.10 0 0 0| 0 0 0 0 100 28.000 0.98 61.17 0 0 0| 0 0 0 0 110 18.000 0.98 39.95 0 0 0| 0 0 0 0 120 13.250 0.94 36.81 0 0 0| 0 0 0 0 125 8.750 0.85 33.28 0 0 0| 0 0 0 0 130 5.000 0.66 32.04 0 0 0| 0 10 0 0 135 2.250 0.41 31.44 0 0 0| 0 38 0 0 140 1.000 0.22 34.63 0 0 0| 0 0 0 0 145 0.500 0.11 37.00 0 0 0| 0 83 0 0 150 CAB 0.01 37.00 0 0 0| 0 34 0 0 160 CAB 0.00 37.00 0 0 0| 0 5 0 0 170 CAB 0.00 37.00 0 0 0| 0 5 0 0 180 Total 0 0 0| 0 175 0 0 Indicative a-t-m Vol 31.96 Underlying Price 138.000 Time to expiry: 102 Days Dec 10 38.750 0.95 39.29 0 0 0| 0 0 0 0 100 21.000 0.81 33.85 0 0 0| 0 0 0 0 120 14.250 0.67 33.50 0 0 0| 0 20 0 0 130 8.500 0.50 31.58 0 0 0| 0 3 0 0 140 4.750 0.34 31.02 0 0 0| 0 229 0 0 150 2.500 0.21 31.23 0 0 0| 0 8 0 0 160 1.500 0.14 32.94 0 0 0| 0 0 0 0 170 1.000 0.09 35.47 0 0 0| 0 9 0 0 180 Total 0 0 0| 0 269 0 0 Indicative a-t-m Vol 31.50 Underlying Price 138.000 Time to expiry: 193 Days Mar 11 40.000 0.91 39.91 0 0 0| 0 5 0 0 100 23.500 0.77 35.33 0 0 0| 0 10 0 0 120 16.750 0.65 33.15 0 0 0| 0 30 0 0 130 11.000 0.52 31.09 0 0 0| 0 21 0 0 140 7.250 0.39 31.30 0 0 0| 0 6 0 0 150 4.500 0.28 30.86 0 0 0| 0 9 0 0 160 1.750 0.12 30.31 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 19:50 Business Day Mon 6 Sep 2010 Previous Business Day Fri 3 Sep 2010 Page 24 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 37.39 Underlying Price 138.000 Time to expiry: 11 Days Sep 10 CAB 0.00 70.95 0 0 0| 0 0 0 0 100 CAB -0.02 61.70 0 0 0| 0 0 0 0 110 0.250 -0.03 42.69 0 0 0| 0 3 0 0 120 0.250 -0.05 33.29 0 0 0| 0 0 0 0 125 1.000 -0.19 39.28 0 0 0| 0 13 0 0 130 3.000 -0.37 42.76 0 0 0| 0 15 0 0 135 4.500 -0.58 33.81 0 0 0| 0 80 0 0 140 8.000 -0.79 32.71 0 0 0| 0 0 0 0 145 12.500 -0.90 35.50 0 0 0| 0 15 0 0 150 22.000 -0.98 39.17 0 0 0| 0 22 0 0 160 32.000 -0.99 46.22 0 0 0| 0 0 0 0 170 42.000 -1.00 54.45 0 0 0| 0 30 0 0 180 Total 0 0 0| 0 178 0 0 Indicative a-t-m Vol 31.83 Underlying Price 138.000 Time to expiry: 102 Days Dec 10 0.750 -0.06 41.47 0 0 0| 0 0 0 0 100 3.250 -0.20 35.57 0 0 0| 0 5 0 0 120 6.000 -0.33 33.62 0 0 0| 0 54 0 0 130 10.250 -0.50 31.38 0 0 0| 0 88 0 0 140 16.250 -0.67 29.85 0 0 0| 0 14 0 0 150 24.250 -0.80 30.66 0 0 0| 0 0 0 0 160 33.000 -0.89 30.32 0 0 0| 0 3 0 0 170 42.500 -0.94 31.54 0 0 0| 0 6 0 0 180 Total 0 0 0| 0 170 0 0 Indicative a-t-m Vol 31.58 Underlying Price 138.000 Time to expiry: 193 Days Mar 11 2.500 -0.12 38.51 0 0 0| 0 10 0 0 100 7.000 -0.28 35.32 0 0 0| 0 67 0 0 120 10.750 -0.40 33.32 0 0 0| 0 36 0 0 130 15.250 -0.53 31.15 0 0 0| 0 25 0 0 140 22.250 -0.64 31.54 0 0 0| 0 55 0 0 150 29.250 -0.75 30.41 0 0 0| 0 11 0 0 160 47.000 -0.88 30.96 0 0 0| 0 0 0 0 180 Total 0 0 0| 0 204 0 0 Total Puts 0 0 0| 0 552 0 0 Grand Total 0 0 0| 1,620 2,697 0 0 Equity Options 19:50 Business Day Mon 6 Sep 2010 Previous Business Day Fri 3 Sep 2010 Page 25 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 19.51 Underlying Price 653.000 Time to expiry: 11 Days Sep 10 193.000 1.00 73.87 0 0 0| 0 0 0 0 460 173.000 1.00 60.43 0 0 0| 0 0 0 0 480 133.000 1.00 41.47 0 0 0| 0 0 0 0 520 113.000 1.00 34.48 0 0 0| 0 0 0 0 540 93.000 1.00 31.73 0 0 0| 0 6 0 0 560 73.250 1.00 28.79 0 0 0| 0 35 0 0 580 53.000 1.00 19.31 0 0 0| 0 80 0 0 600 33.750 0.94 20.99 0 0 0| 0 132 0 0 620 16.500 0.74 20.33 0 0 0| 0 579 0 0 640 5.000 0.37 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 22.21 Underlying Price 653.000 Time to expiry: 39 Days Oct 10 173.500 0.98 57.98 0 0 0| 0 0 0 0 480 133.500 0.98 45.10 0 0 0| 0 0 0 0 520 93.250 0.99 30.35 0 0 0| 0 0 0 0 560 73.750 0.96 27.99 0 0 0| 0 0 0 0 580 55.000 0.89 26.45 0 0 0| 0 1 0 0 600 37.500 0.77 24.21 0 0 0| 0 2 0 0 620 23.500 0.60 22.78 0 0 0| 0 40 0 0 640 13.250 0.41 21.90 0 0 0| 0 0 0 0 660 6.750 0.25 21.48 0 0 0| 0 0 0 0 680 1.250 0.07 21.06 0 0 0| 0 0 0 0 720 Total 0 0 0| 0 43 0 0 Indicative a-t-m Vol 22.69 Underlying Price 653.000 Time to expiry: 74 Days Nov 10 133.500 0.97 35.36 0 0 0| 0 0 0 0 520 94.000 0.94 28.08 0 0 0| 0 0 0 0 560 75.500 0.88 26.51 0 0 0| 0 0 0 0 580 57.750 0.80 24.37 0 0 0| 0 0 0 0 600 43.000 0.69 23.66 0 0 0| 0 2 0 0 620 30.500 0.57 22.85 0 0 0| 0 11 0 0 640 20.750 0.45 22.61 0 0 0| 0 0 0 0 660 13.000 0.33 21.70 0 0 0| 0 0 0 0 680 3.750 0.13 20.32 0 0 0| 0 0 0 0 720 Total 0 0 0| 0 13 0 0 Indicative a-t-m Vol 22.98 Underlying Price 653.000 Time to expiry: 102 Days Dec 10 173.500 0.98 40.90 0 0 0| 0 0 0 0 480 133.750 0.97 32.84 0 0 0| 0 0 0 0 520 95.500 0.90 28.27 0 0 0| 0 45 0 0 560 61.750 62.000 0.74 25.85 61.750 61.750 0 0 5| 0 208 0 0 600 Equity Options 19:50 Business Day Mon 6 Sep 2010 Previous Business Day Fri 3 Sep 2010 Page 26 Calls | Block | Opening Settle Delta Vola- Daily Trade Bclear Total | Official **Open Change Exer- Exer Trans Price tility High Low Volume Volume*** Volume | Volume Int cises Price | 34.500 0.56 23.30 0 0 0| 0 638 0 0 640 15.250 16.750 0.36 22.32 15.250 15.250 0 0 30| 2 130 0 0 680 6.500 0.18 21.08 0 0 0| 0 30 0 0 720 0.250 0.01 17.58 0 0 0| 0 0 0 0 800 Total 0 0 35| 2 1,051 0 0 Indicative a-t-m Vol 22.88 Underlying Price 653.000 Time to expiry: 193 Days Mar 11 173.750 0.97 33.80 0 0 0| 0 0 0 0 480 134.500 0.93 29.04 0 0 0| 0 0 0 0 520 99.250 0.82 26.50 0 0 0| 0 500 0 0 560 68.500 0.70 24.53 0 0 0| 0 14 0 0 600 44.000 0.55 23.18 0 0 0| 0 39 0 0 640 24.000 26.000 0.39 22.25 24.000 24.000 0 0 10| 0 12 0 0 680 13.250 0.25 21.00 0 0 0| 0 10 0 0 720 3.250 0.08 20.52 0 0 0| 0 0 0 0 800 Total 0 0 10| 0 575 0 0 Total Calls 0 0 45| 2 3,283 0 0 | Equity Options 19:50 Business Day Mon 6 Sep 2010 Previous Business Day Fri 3 Sep 2010 Page 27 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 21.75 Underlying Price 653.000 Time to expiry: 11 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 CAB 0.00 29.44 0 0 0| 0 547 0 0 560 0.250 -0.01 27.55 0 0 0| 0 1,266 0 0 580 0.500 0.750 -0.05 25.57 1.000 0.500 S 0 0 105| 0 462 0 0 600 2.750 2.500 -0.16 24.17 3.000 2.750 0 0 250| 0 19 0 0 620 7.500 -0.39 22.45 0 0 0| 0 151 0 0 640 18.250 -0.69 21.38 0 0 0| 0 0 0 0 660 34.500 -0.90 21.38 0 0 0| 0 30 0 0 680 73.500 -1.00 19.79 0 0 0| 0 468 0 0 720 153.250 -1.00 20.59 0 0 0| 0 4 0 0 800 Total 0 0 355| 0 2,990 0 0 Indicative a-t-m Vol 22.31 Underlying Price 653.000 Time to expiry: 39 Days Oct 10 0.250 -0.01 40.85 0 0 0| 0 0 0 0 480 1.000 -0.03 37.35 0 0 0| 0 0 0 0 520 2.750 -0.08 32.71 0 0 0| 0 19 0 0 560 3.000 -0.10 27.08 0 0 0| 0 15 0 0 580 5.250 -0.17 25.48 0 0 0| 0 7 0 0 600 9.250 -0.28 23.88 0 0 0| 0 26 0 0 620 16.250 -0.43 22.85 0 0 0| 0 5 0 0 640 26.250 -0.59 22.01 0 0 0| 0 0 0 0 660 40.000 -0.75 21.76 0 0 0| 0 5 0 0 680 74.750 -0.93 21.96 0 0 0| 0 0 0 0 720 Total 0 0 0| 0 77 0 0 Indicative a-t-m Vol 23.34 Underlying Price 653.000 Time to expiry: 74 Days Nov 10 2.750 -0.06 32.94 0 0 0| 0 0 0 0 520 5.000 -0.12 28.40 0 0 0| 0 0 0 0 560 7.500 -0.17 26.79 0 0 0| 0 0 0 0 580 11.500 -0.24 26.08 0 0 0| 0 0 0 0 600 16.750 -0.33 24.76 0 0 0| 0 0 0 0 620 24.000 -0.44 23.68 0 0 0| 0 10 0 0 640 34.000 -0.55 23.16 0 0 0| 0 0 0 0 660 46.500 -0.67 22.54 0 0 0| 0 0 0 0 680 77.250 -0.86 21.23 0 0 0| 0 0 0 0 720 Total 0 0 0| 0 10 0 0 Indicative a-t-m Vol 23.24 Underlying Price 653.000 Time to expiry: 102 Days Dec 10 1.500 -0.04 31.63 0 0 0| 0 394 0 0 480 4.250 -0.08 30.24 0 0 0| 0 625 0 0 520 9.750 8.250 -0.16 27.45 9.750 9.750 0 0 1| 0 1,354 0 0 560 16.250 16.750 -0.29 25.46 16.250 S 16.250 S 0 0 5| 0 938 0 0 600 31.750 -0.47 23.88 0 0 0| 0 138 0 0 640 Equity Options 19:50 Business Day Mon 6 Sep 2010 Previous Business Day Fri 3 Sep 2010 Page 28 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 | 54.000 53.750 -0.67 21.93 55.000 54.000 0 0 11| 0 47 0 0 680 85.000 -0.83 21.66 0 0 0| 0 317 0 0 720 160.000 -0.95 24.22 0 0 0| 0 22 0 0 800 Total 0 0 17| 0 3,835 0 0 Indicative a-t-m Vol 23.36 Underlying Price 653.000 Time to expiry: 193 Days Mar 11 5.000 -0.08 29.03 0 0 0| 0 29 0 0 480 10.750 9.750 -0.14 27.76 10.750 10.750 0 0 55| 0 114 0 0 520 19.750 17.500 -0.22 26.42 19.750 19.750 0 0 1| 15 548 +9 0 560 29.750 29.250 -0.34 25.06 29.750 28.000 0 0 51| 0 49 0 0 600 46.000 -0.48 23.82 0 0 0| 0 80 0 0 640 68.000 -0.63 22.39 0 0 0| 10 20 -10 0 680 96.250 97.750 -0.75 22.44 96.250 96.250 0 0 8| 0 141 0 0 720 167.750 -0.90 22.95 0 0 0| 0 2,900 0 0 800 Total 0 0 115| 25 3,881 -1 0 Total Puts 0 0 487| 25 10,793 -1 0 Grand Total 0 0 532| 2,907 16,956 -1 0 Equity Options 19:50 Business Day Mon 6 Sep 2010 Previous Business Day Fri 3 Sep 2010 Page 29 Calls | Block | Opening Settle Delta Vola- Daily Trade Bclear Total | Official **Open Change Exer- Exer Trans Price tility High Low Volume Volume*** Volume | Volume Int cises Price | Legal & General Group plc - STND OPT (LGE) Indicative a-t-m Vol 31.06 Underlying Price 94.750 Time to expiry: 11 Days Sep 10 38.750 1.00 79.27 0 0 0| 0 0 0 0 56 30.750 1.00 66.45 0 0 0| 0 0 0 0 64 26.750 1.00 57.67 0 0 0| 0 0 0 0 68 22.750 1.00 52.95 0 0 0| 0 0 0 0 72 19.250 18.750 1.00 46.20 19.250 S 19.250 S 0 0 10| 0 100 0 0 76 14.750 0.99 42.82 0 0 0| 0 0 0 0 80 12.750 0.98 40.12 0 0 0| 0 0 0 0 82 11.000 0.96 38.78 0 0 0| 0 0 0 0 84 9.000 0.92 38.55 0 0 0| 0 0 0 0 86 7.000 0.89 34.78 0 0 0| 0 353 0 0 88 5.500 0.81 33.63 0 0 0| 0 5 0 0 90 4.000 0.70 33.81 0 0 0| 0 495 0 0 92 2.500 0.57 30.06 0 0 0| 0 250 0 0 94 1.750 0.42 32.07 0 0 0| 0 7,343 0 0 96 1.000 0.30 33.06 0 0 0| 0 50 0 0 98 0.750 0.21 34.81 0 0 0| 0 236 0 0 100 CAB 0.01 37.00 0 0 0| 0 0 0 0 110 Total 0 0 10| 0 8,832 0 0 Indicative a-t-m Vol 35.51 Underlying Price 94.750 Time to expiry: 39 Days Oct 10 19.250 0.93 46.98 0 0 0| 0 0 0 0 76 15.250 0.92 37.68 0 0 0| 0 0 0 0 80 13.500 0.89 38.04 0 0 0| 0 0 0 0 82 11.750 0.85 37.02 0 0 0| 0 0 0 0 84 10.250 0.80 38.14 0 0 0| 0 0 0 0 86 9.000 0.74 39.82 0 0 0| 0 0 0 0 88 7.250 0.69 36.64 0 0 0| 0 50 0 0 90 6.000 0.62 35.27 0 0 0| 0 23 0 0 92 5.000 0.55 36.26 0 0 0| 0 30 0 0 94 3.750 0.48 34.75 0 0 0| 0 43 0 0 96 3.000 0.41 34.10 0 0 0| 0 0 0 0 98 2.500 0.35 35.49 0 0 0| 0 0 0 0 100 0.250 0.08 31.49 0 0 0| 0 0 0 0 110 Total 0 0 0| 0 146 0 0 Indicative a-t-m Vol 35.54 Underlying Price 94.750 Time to expiry: 74 Days Nov 10 16.500 0.85 40.64 0 0 0| 0 0 0 0 80 13.250 0.78 39.59 0 0 0| 0 0 0 0 84 10.250 0.70 37.92 0 0 0| 0 0 0 0 88 9.000 0.66 37.18 0 0 0| 0 0 0 0 90 7.500 0.61 34.80 0 0 0| 0 0 0 0 92 6.500 0.56 35.67 0 0 0| 0 0 0 0 94 5.500 0.50 35.41 0 0 0| 0 0 0 0 96 4.750 0.45 35.28 0 0 0| 0 0 0 0 98 3.750 0.40 34.10 0 0 0| 0 0 0 0 100 Equity Options 19:50 Business Day Mon 6 Sep 2010 Previous Business Day Fri 3 Sep 2010 Page 30 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 0.18 33.42 0 0 0| 0 0 0 0 110 Total 0 0 0| 0 0 0 0 Indicative a-t-m Vol 35.82 Underlying Price 94.750 Time to expiry: 102 Days Dec 10 31.500 0.95 49.78 0 0 0| 0 3 0 0 64 27.750 0.93 47.63 0 0 0| 0 0 0 0 68 23.500 0.93 37.39 0 0 0| 0 2 0 0 72 19.500 0.92 31.34 0 0 0| 0 30 0 0 76 17.250 0.81 41.40 0 0 0| 0 0 0 0 80 14.250 0.75 39.82 0 0 0| 0 6 0 0 84 11.250 0.69 36.99 0 0 0| 0 61 0 0 88 8.750 0.60 36.51 0 0 0| 0 238 0 0 92 6.750 0.51 35.58 0 0 0| 0 181 0 0 96 5.000 0.43 34.82 0 0 0| 0 5,008 0 0 100 1.000 0.12 34.19 0 0 0| 0 0 0 0 120 Total 0 0 0| 0 5,529 0 0 Indicative a-t-m Vol 36.00 Underlying Price 94.750 Time to expiry: 193 Days Mar 11 32.250 0.92 44.62 0 0 0| 0 0 0 0 64 24.000 0.91 30.94 0 0 0| 0 0 0 0 72 20.000 0.90 26.12 0 0 0| 0 0 0 0 76 17.500 0.81 30.58 0 0 0| 0 0 0 0 80 16.250 16.750 0.72 39.67 16.250 S 16.250 S 0 0 10| 0 1 0 0 84 14.000 0.66 38.09 0 0 0| 0 14 0 0 88 11.750 0.60 37.12 0 0 0| 0 140 0 0 92 9.500 0.54 35.63 0 0 0| 0 34 0 0 96 7.750 0.47 35.22 0 0 0| 0 1 0 0 100 2.000 0.19 31.96 0 0 0| 0 0 0 0 120 Total 0 0 10| 0 190 0 0 Total Calls 0 0 20| 0 14,697 0 0 | Equity Options 19:50 Business Day Mon 6 Sep 2010 Previous Business Day Fri 3 Sep 2010 Page 31 Puts | Block | Opening Settle Delta Vola- Daily Trade Bclear Total | Official **Open Change Exer- Exer Trans Price tility High Low Volume Volume*** Volume | Volume Int cises Price | Legal & General Group plc - STND OPT (LGE) Indicative a-t-m Vol 29.67 Underlying Price 94.750 Time to expiry: 11 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 -0.01 41.65 0 0 0| 0 95 0 0 80 CAB -0.02 40.78 0 0 0| 0 0 0 0 82 0.250 -0.05 40.99 0 0 0| 0 65 0 0 84 0.250 -0.08 39.27 0 0 0| 0 0 0 0 86 0.250 -0.12 35.31 0 0 0| 0 8 0 0 88 0.500 -0.19 33.40 0 0 0| 0 15 0 0 90 1.000 -0.29 30.65 0 0 0| 0 0 0 0 92 1.500 -0.43 29.01 0 0 0| 0 0 0 0 94 2.750 -0.58 30.32 0 0 0| 0 35 0 0 96 4.000 -0.72 30.32 0 0 0| 0 0 0 0 98 5.750 -0.82 31.92 0 0 0| 0 0 0 0 100 15.250 -0.99 34.32 0 0 0| 0 0 0 0 110 Total 0 0 0| 0 1,266 0 0 Indicative a-t-m Vol 35.22 Underlying Price 94.750 Time to expiry: 39 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 -0.21 39.45 0 0 0| 0 0 0 0 86 2.000 -0.26 39.07 0 0 0| 0 23 0 0 88 2.500 -0.31 35.85 0 0 0| 0 0 0 0 90 3.250 -0.38 36.63 0 0 0| 0 0 0 0 92 4.250 -0.45 36.39 0 0 0| 0 0 0 0 94 5.000 -0.52 34.05 0 0 0| 0 0 0 0 96 6.250 -0.59 34.84 0 0 0| 0 0 0 0 98 7.250 -0.67 33.10 0 0 0| 0 0 0 0 100 16.250 -0.84 41.78 0 0 0| 0 0 0 0 110 Total 0 0 0| 0 63 0 0 Indicative a-t-m Vol 36.69 Underlying Price 94.750 Time to expiry: 74 Days Nov 10 1.500 -0.15 40.28 0 0 0| 0 0 0 0 80 2.500 -0.23 40.99 0 0 0| 0 0 0 0 84 3.500 -0.30 39.00 0 0 0| 0 0 0 0 88 4.250 -0.35 37.79 0 0 0| 0 30 0 0 90 5.000 -0.40 37.66 0 0 0| 0 0 0 0 92 5.750 -0.44 36.60 0 0 0| 0 0 0 0 94 7.000 -0.49 36.79 0 0 0| 0 0 0 0 96 7.750 -0.55 35.26 0 0 0| 0 0 0 0 98 9.000 -0.60 34.15 0 0 0| 0 0 0 0 100 16.250 -0.84 31.41 0 0 0| 0 0 0 0 110 Equity Options 19:50 Business Day Mon 6 Sep 2010 Previous Business Day Fri 3 Sep 2010 Page 32 Puts | Block | Opening Settle Delta Vola- Daily Trade Bclear Total | Official **Open Change Exer- Exer Trans Price tility High Low Volume Volume*** Volume | Volume Int cises Price | Total 0 0 0| 0 30 0 0 Indicative a-t-m Vol 36.09 Underlying Price 94.750 Time to expiry: 102 Days Dec 10 1.000 -0.06 54.31 0 0 0| 0 33 0 0 64 1.000 -0.08 48.13 0 0 0| 0 0 0 0 68 1.000 -0.10 43.87 0 0 0| 0 6 0 0 72 1.500 -0.13 41.00 0 0 0| 0 12 0 0 76 1.750 -0.17 37.33 0 0 0| 0 127 0 0 80 3.250 -0.24 39.30 0 0 0| 0 126 0 0 84 4.250 -0.31 37.40 0 0 0| 0 256 0 0 88 5.750 -0.40 36.34 0 0 0| 0 26 0 0 92 7.750 -0.49 36.00 0 0 0| 0 5 0 0 96 10.000 -0.57 35.26 0 0 0| 0 0 0 0 100 25.500 -0.93 29.78 0 0 0| 0 0 0 0 120 Total 0 0 0| 0 591 0 0 Indicative a-t-m Vol 36.23 Underlying Price 94.750 Time to expiry: 193 Days Mar 11 1.250 -0.08 43.35 0 0 0| 0 5 0 0 64 2.000 -0.13 38.69 0 0 0| 0 0 0 0 72 2.500 -0.17 36.88 0 0 0| 0 0 0 0 76 2.750 -0.20 32.85 0 0 0| 0 15 0 0 80 5.250 -0.28 38.38 0 0 0| 0 6 0 0 84 6.750 -0.34 37.72 0 0 0| 10 20 +10 0 88 8.500 -0.40 36.52 0 0 0| 0 21 0 0 92 10.500 -0.46 36.13 0 0 0| 0 0 0 0 96 12.500 -0.53 35.29 0 0 0| 0 0 0 0 100 26.750 -0.82 31.45 0 0 0| 0 0 0 0 120 Total 0 0 0| 10 67 +10 0 Total Puts 0 0 0| 10 2,017 +10 0 Grand Total 0 0 20| 3,670 20,374 +10 0 Equity Options 19:50 Business Day Mon 6 Sep 2010 Previous Business Day Fri 3 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 | Lloyds Banking Group plc STND OPT (TSB) Indicative a-t-m Vol 34.70 Underlying Price 72.880 Time to expiry: 11 Days Sep 10 33.000 1.00 61.80 0 0 0| 0 1 0 0 40 28.000 1.00 53.82 0 0 0| 0 3 0 0 45 25.000 1.00 50.96 0 0 0| 0 1,371 0 0 48 20.000 1.00 46.59 0 0 0| 0 1,418 0 0 53 14.000 1.00 42.57 0 0 0| 50 16,840 0 0 59 10.000 9.000 0.97 38.55 10.000 10.000 0 0 30| 0 2,177 0 0 64 7.250 6.250 0.89 39.10 7.250 S 7.250 S 0 0 10| 0 12,955 0 0 67 5.250 0.86 37.55 0 0 0| 0 116 0 0 68 2.250 0.59 34.76 0 0 0| 1 2,587 +1 0 72 0.750 0.26 34.51 0 0 0| 0 567 0 0 76 0.250 0.08 35.20 0 0 0| 0 25,230 0 0 80 CAB 0.00 39.43 0 0 0| 0 75 0 0 107 CAB 0.00 43.14 0 0 0| 0 0 0 0 120 Total 0 0 40| 51 63,340 +1 0 Indicative a-t-m Vol 38.06 Underlying Price 72.880 Time to expiry: 39 Days Oct 10 29.000 0.98 78.48 0 0 0| 0 0 0 0 44 25.250 0.97 72.18 0 0 0| 0 0 0 0 48 17.250 0.94 54.96 0 0 0| 0 0 0 0 56 13.500 0.91 47.83 0 0 0| 0 386 0 0 60 10.000 0.83 44.33 0 0 0| 0 1,242 0 0 64 6.750 0.72 40.94 0 0 0| 0 63 0 0 68 5.000 4.250 0.57 39.04 5.000 5.000 0 0 20| 0 358 0 0 72 2.500 2.250 0.38 35.11 2.500 2.500 0 0 11| 3 3,197 +3 0 76 1.000 1.250 0.24 37.17 1.000 1.000 0 0 15| 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 0.04 46.14 0 0 0| 0 0 0 0 96 Total 0 0 46| 3 8,428 +3 0 Indicative a-t-m Vol 39.08 Underlying Price 72.880 Time to expiry: 74 Days Nov 10 25.250 0.96 58.83 0 0 0| 0 0 0 0 48 18.000 0.89 51.92 0 0 0| 0 0 0 0 56 11.000 0.77 44.67 0 0 0| 0 1 0 0 64 8.250 0.68 42.25 0 0 0| 40 40 +40 0 68 5.250 5.750 0.57 39.48 5.250 5.250 0 0 100| 0 23 0 0 72 4.000 3.750 0.44 37.87 4.000 3.250 0 0 30| 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 0 130| 40 64 +40 0 Indicative a-t-m Vol 38.28 Underlying Price 72.880 Time to expiry: 102 Days Dec 10 57.000 1.00 77.66 0 0 0| 0 10 0 0 16 52.000 1.00 73.66 0 0 0| 0 10 0 0 21 48.000 1.00 69.66 0 0 0| 0 25 0 0 25 Equity Options 19:50 Business Day Mon 6 Sep 2010 Previous Business Day Fri 3 Sep 2010 Page 34 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 | 42.000 1.00 65.81 0 0 0| 0 0 0 0 31 40.000 0.99 62.86 0 0 0| 0 2 0 0 33 36.000 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 28.250 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 22.750 0.93 50.52 0 0 0| 0 3,738 0 0 51 14.250 0.81 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 9.000 0.67 40.53 0 0 0| 0 315 0 0 68 7.000 7.000 0.60 38.40 7.000 7.000 0 0 25| 0 5,798 0 0 71 6.500 0.57 38.18 0 0 0| 0 860 0 0 72 4.750 0.46 38.59 0 0 0| 0 3,392 0 0 76 3.500 3.250 0.36 37.77 3.500 3.500 0 0 10| 0 2,660 0 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 35| 0 56,426 0 0 Indicative a-t-m Vol 40.36 Underlying Price 72.880 Time to expiry: 193 Days Mar 11 34.000 0.95 59.87 0 0 0| 0 0 0 0 40 30.250 0.93 55.97 0 0 0| 0 0 0 0 44 26.750 0.90 52.91 0 0 0| 0 30 0 0 48 20.000 0.83 48.46 0 0 0| 0 19 0 0 56 17.000 0.78 46.51 0 0 0| 0 8,435 0 0 60 14.000 0.72 44.01 0 0 0| 0 1,013 0 0 64 9.250 0.58 40.67 0 0 0| 0 10,478 0 0 72 5.500 0.43 38.17 0 0 0| 0 971 0 0 80 3.000 0.29 36.78 0 0 0| 0 8 0 0 88 0.500 0.05 38.44 0 0 0| 0 0 0 0 120 Total 0 0 0| 0 20,954 0 0 Indicative a-t-m Vol 41.62 Underlying Price 72.880 Time to expiry: 284 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 0.88 51.91 0 0 0| 0 0 0 0 48 23.750 0.83 49.22 0 0 0| 0 273 0 0 53 21.500 0.80 47.87 0 0 0| 0 0 0 0 56 18.750 0.76 46.42 0 0 0| 0 40 0 0 60 16.000 0.71 44.53 0 0 0| 0 7 0 0 64 11.250 0.59 41.86 0 0 0| 0 536 0 0 72 7.500 7.750 0.47 39.97 7.500 S 7.500 S 0 0 10| 0 790 0 0 80 2.000 0.18 39.10 0 0 0| 0 31 0 0 107 Equity Options 19:50 Business Day Mon 6 Sep 2010 Previous Business Day Fri 3 Sep 2010 Page 35 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 10| 0 9,541 0 0 Indicative a-t-m Vol 42.85 Underlying Price 72.880 Time to expiry: 466 Days Dec 11 57.250 0.99 67.37 0 0 0| 0 0 0 0 16 52.750 0.98 66.13 0 0 0| 0 0 0 0 21 49.000 0.97 63.02 0 0 0| 0 0 0 0 25 47.250 0.96 61.48 0 0 0| 0 0 0 0 27 43.750 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 42.000 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 36.250 0.90 55.41 0 0 0| 0 5 0 0 40 35.500 0.90 55.33 0 0 0| 0 0 0 0 41 29.250 0.84 51.86 0 0 0| 0 0 0 0 49 28.000 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 72.880 Time to expiry: 648 Days Jun 12 37.250 0.90 51.17 0 0 0| 0 0 0 0 40 30.250 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 0.24 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 72.880 Time to expiry: 837 Days Dec 12 40.250 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 18.500 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 0 261| 94 159,941 +44 0 | Equity Options 19:50 Business Day Mon 6 Sep 2010 Previous Business Day Fri 3 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 | Lloyds Banking Group plc STND OPT (TSB) Indicative a-t-m Vol 35.60 Underlying Price 72.880 Time to expiry: 11 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 CAB -0.05 44.60 0 0 0| 0 18,914 0 0 64 0.250 -0.11 40.00 0 0 0| 0 219 0 0 67 0.500 -0.15 38.45 0 0 0| 0 100 0 0 68 1.500 -0.41 35.66 0 0 0| 0 584 0 0 72 3.750 -0.73 35.41 0 0 0| 2 22 +2 0 76 6.750 7.250 -0.92 36.10 6.750 6.750 0 0 3| 0 267 0 0 80 34.000 -1.00 40.33 0 0 0| 0 0 0 0 107 47.000 -1.00 44.04 0 0 0| 0 0 0 0 120 Total 0 0 3| 2 49,282 +2 0 Indicative a-t-m Vol 34.39 Underlying Price 72.880 Time to expiry: 39 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 0.250 -0.06 54.40 0 0 0| 0 2,240 0 0 56 0.500 -0.09 47.68 0 0 0| 0 49 0 0 60 0.750 -0.15 41.63 0 0 0| 0 496 0 0 64 1.500 -0.27 38.16 0 0 0| 0 535 0 0 68 3.000 2.750 -0.43 34.41 3.000 3.000 0 0 12| 0 175 0 0 72 5.250 -0.62 34.32 0 0 0| 0 25 0 0 76 8.000 -0.78 34.41 0 0 0| 0 0 0 0 80 11.500 -0.89 34.08 0 0 0| 0 0 0 0 84 15.250 -0.95 34.62 0 0 0| 0 100 0 0 88 23.250 -0.98 39.32 0 0 0| 0 0 0 0 96 Total 0 0 12| 0 3,620 0 0 Indicative a-t-m Vol 38.66 Underlying Price 72.880 Time to expiry: 74 Days Nov 10 0.250 -0.04 58.27 0 0 0| 0 0 0 0 48 1.000 -0.11 51.79 0 0 0| 0 0 0 0 56 2.000 -0.22 44.03 0 0 0| 0 284 0 0 64 3.250 -0.32 41.35 0 0 0| 0 252 0 0 68 4.750 -0.43 38.93 0 0 0| 0 20 0 0 72 6.750 -0.56 37.86 0 0 0| 0 0 0 0 76 9.500 -0.67 37.79 0 0 0| 0 0 0 0 80 15.750 -0.86 36.42 0 0 0| 0 0 0 0 88 Total 0 0 0| 0 556 0 0 Indicative a-t-m Vol 41.00 Underlying Price 72.880 Time to expiry: 102 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 19:50 Business Day Mon 6 Sep 2010 Previous Business Day Fri 3 Sep 2010 Page 37 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 -0.01 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 0.750 -0.05 63.85 0.750 0.750 0 0 100| 0 250 0 0 45 0.750 -0.06 54.90 0 0 0| 0 1,070 0 0 49 0.750 -0.08 53.83 0 0 0| 0 6,161 0 0 51 2.500 -0.21 49.10 0 0 0| 0 20,718 0 0 61 2.500 2.750 -0.24 43.07 2.500 2.500 0 0 48| 0 558 0 0 64 4.000 -0.33 40.86 0 0 0| 0 768 0 0 68 5.500 -0.41 41.71 0 0 0| 10 3,401 +10 0 71 5.750 -0.43 41.49 0 0 0| 0 310 0 0 72 7.750 -0.54 39.53 0 0 0| 0 28 0 0 76 10.500 -0.63 39.66 0 0 0| 0 105 0 0 80 11.500 -0.64 42.27 0 0 0| 0 277 0 0 81 19.250 -0.83 39.93 0 0 0| 0 58 0 0 91 29.250 -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 49.000 -1.00 41.09 0 0 0| 0 16 0 0 122 69.000 -1.00 45.45 0 0 0| 0 0 0 0 142 89.000 -1.00 48.16 0 0 0| 0 0 0 0 162 171.000 -1.00 48.74 0 0 0| 0 0 0 0 244 Total 0 0 148| 10 45,093 +10 0 Indicative a-t-m Vol 40.64 Underlying Price 72.880 Time to expiry: 193 Days Mar 11 1.000 -0.05 60.09 0 0 0| 0 130 0 0 40 1.000 -0.07 55.40 0 0 0| 0 0 0 0 44 1.500 -0.10 52.61 0 0 0| 0 8,713 0 0 48 2.750 -0.17 48.16 0 0 0| 0 7,581 0 0 56 3.750 -0.22 45.90 0 0 0| 0 104 0 0 60 4.750 -0.28 43.68 0 0 0| 15 139 0 0 64 8.000 -0.42 41.00 0 0 0| 0 456 0 0 72 12.250 -0.57 38.14 0 0 0| 0 146 0 0 80 17.750 -0.72 36.06 0 0 0| 0 0 0 0 88 47.250 -0.96 37.86 0 0 0| 0 0 0 0 120 Total 0 0 0| 15 17,269 0 0 Indicative a-t-m Vol 41.25 Underlying Price 72.880 Time to expiry: 284 Days Jun 11 0.750 -0.04 61.62 0 0 0| 0 20 0 0 32 1.500 -0.07 55.96 0 0 0| 0 25 0 0 40 2.500 -0.12 51.54 0 0 0| 0 0 0 0 48 3.500 -0.17 48.85 0 0 0| 0 1,074 0 0 53 4.250 -0.20 47.50 0 0 0| 0 0 0 0 56 5.250 -0.24 46.05 0 0 0| 0 30 0 0 60 6.500 -0.29 44.29 0 0 0| 0 195 0 0 64 9.250 10.000 -0.41 41.49 9.250 9.250 0 0 6| 0 510 -10 0 72 14.250 -0.53 39.60 0 0 0| 0 29 0 0 80 35.750 -0.83 38.73 0 0 0| 0 0 0 0 107 47.750 -0.91 39.24 0 0 0| 0 10 0 0 120 Total 0 0 6| 0 1,893 -10 0 Equity Options 19:50 Business Day Mon 6 Sep 2010 Previous Business Day Fri 3 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 | Indicative a-t-m Vol 42.85 Underlying Price 72.880 Time to expiry: 466 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 2.750 -0.10 55.41 0 0 0| 0 0 0 0 40 3.000 -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 8.750 -0.27 48.13 0 0 0| 0 357 0 0 61 12.500 -0.38 43.12 0 0 0| 0 330 0 0 71 17.500 -0.48 41.91 0 0 0| 0 85 0 0 80 18.250 -0.49 41.96 0 0 0| 0 7 0 0 81 38.500 -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 72.880 Time to expiry: 648 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 -0.43 45.06 0 0 0| 0 0 0 0 80 50.250 -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 72.880 Time to expiry: 837 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 0 169| 27 120,063 +2 0 Grand Total 0 0 430| 6,601 286,484 +46 0 Equity Options 19:50 Business Day Mon 6 Sep 2010 Previous Business Day Fri 3 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 | Logica plc - STND OPT (LOG) Indicative a-t-m Vol 32.38 Underlying Price 117.000 Time to expiry: 11 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 1.00 44.25 0 0 0| 0 37 0 0 96 17.000 1.00 39.24 0 0 0| 0 1 0 0 100 7.500 0.87 35.06 0 0 0| 0 42 0 0 110 1.250 0.31 31.24 0 0 0| 0 97 0 0 120 CAB 0.04 36.48 0 0 0| 0 288 0 0 130 CAB 0.01 46.00 0 0 0| 0 280 0 0 140 CAB 0.00 47.00 0 0 0| 0 2,150 0 0 150 CAB 0.00 48.00 0 0 0| 0 0 0 0 160 CAB 0.00 49.00 0 0 0| 0 0 0 0 180 Total 0 0 0| 0 2,895 0 0 Indicative a-t-m Vol 38.47 Underlying Price 117.000 Time to expiry: 102 Days Dec 10 29.250 0.94 46.21 0 0 0| 0 0 0 0 88 22.250 0.84 43.80 0 0 0| 0 0 0 0 96 19.000 0.78 41.97 0 0 0| 0 100 0 0 100 12.250 0.63 39.62 0 0 0| 0 10 0 0 110 7.250 0.46 37.97 0 0 0| 0 312 0 0 120 4.000 0.30 36.92 0 0 0| 0 0 0 0 130 2.000 0.18 35.71 0 0 0| 0 14 0 0 140 1.000 0.10 35.83 0 0 0| 0 12 0 0 150 0.500 0.05 36.04 0 0 0| 0 31 0 0 160 0.250 0.03 40.80 0 0 0| 0 20 0 0 180 Total 0 0 0| 0 499 0 0 Indicative a-t-m Vol 38.00 Underlying Price 117.000 Time to expiry: 193 Days Mar 11 30.750 0.85 43.47 0 0 0| 0 60 0 0 88 24.500 0.78 41.06 0 0 0| 0 40 0 0 96 21.750 0.74 40.65 0 0 0| 0 20 0 0 100 15.500 0.62 38.60 0 0 0| 0 0 0 0 110 10.750 0.50 37.75 0 0 0| 0 10 0 0 120 6.500 7.000 0.38 36.95 6.500 6.500 0 0 3| 0 0 0 0 130 4.500 0.28 36.27 0 0 0| 0 0 0 0 140 Total 0 0 3| 0 130 0 0 Total Calls 0 0 3| 0 3,524 0 0 | Equity Options 19:50 Business Day Mon 6 Sep 2010 Previous Business Day Fri 3 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 | Logica plc - STND OPT (LOG) Indicative a-t-m Vol 31.85 Underlying Price 117.000 Time to expiry: 11 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 -0.02 37.51 0 0 0| 0 130 0 0 100 1.250 -0.24 37.20 0 0 0| 0 3 0 0 110 5.750 -0.78 29.56 0 0 0| 0 80 0 0 120 15.000 -0.96 37.67 0 0 0| 0 201 0 0 130 25.000 -0.98 50.93 0 0 0| 0 290 0 0 140 35.000 -1.00 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 36.78 Underlying Price 117.000 Time to expiry: 102 Days Dec 10 1.000 -0.09 40.69 0 0 0| 0 0 0 0 88 2.500 -0.17 41.12 0 0 0| 0 0 0 0 96 3.250 -0.22 39.54 0 0 0| 0 15 0 0 100 6.750 -0.37 38.62 0 0 0| 0 39 0 0 110 11.500 -0.55 35.99 0 0 0| 0 15 0 0 120 18.250 -0.71 34.77 0 0 0| 0 26 0 0 130 26.250 -0.85 32.54 0 0 0| 0 20 0 0 140 35.500 -0.93 32.66 0 0 0| 0 0 0 0 150 45.000 -0.97 32.81 0 0 0| 0 0 0 0 160 65.000 -0.99 36.13 0 0 0| 0 0 0 0 180 Total 0 0 0| 0 115 0 0 Indicative a-t-m Vol 35.93 Underlying Price 117.000 Time to expiry: 193 Days Mar 11 3.000 -0.14 40.60 0 0 0| 0 16 0 0 88 4.750 -0.22 39.81 0 0 0| 0 10 0 0 96 6.000 -0.26 39.49 0 0 0| 0 3 0 0 100 9.250 9.750 -0.38 37.74 9.250 9.250 0 0 10| 0 18 0 0 110 14.500 -0.51 35.15 0 0 0| 0 5 0 0 120 21.250 -0.63 35.74 0 0 0| 0 0 0 0 130 28.750 -0.74 34.95 0 0 0| 0 0 0 0 140 Total 0 0 10| 0 52 0 0 Total Puts 0 0 10| 0 981 0 0 Grand Total 0 0 13| 1,680 6,185 0 0 Equity Options 19:50 Business Day Mon 6 Sep 2010 Previous Business Day Fri 3 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 | London Stock Exchange plc - STND OPT (LSE) Indicative a-t-m Vol 32.37 Underlying Price 694.500 Time to expiry: 11 Days Sep 10 234.750 1.00 87.91 0 0 0| 0 0 0 0 460 214.750 1.00 70.66 0 0 0| 0 0 0 0 480 174.500 1.00 49.66 0 0 0| 0 0 0 0 520 154.500 1.00 41.42 0 0 0| 0 0 0 0 540 134.500 1.00 37.67 0 0 0| 0 36 0 0 560 114.750 1.00 35.07 0 0 0| 0 2 0 0 580 94.750 0.99 34.04 0 0 0| 0 0 0 0 600 75.250 0.97 34.03 0 0 0| 0 0 0 0 620 56.250 0.92 33.54 0 0 0| 0 27 0 0 640 39.000 0.81 33.15 0 0 0| 0 0 0 0 660 24.750 0.65 32.87 0 0 0| 0 6 0 0 680 13.750 0.46 32.20 0 0 0| 0 0 0 0 700 6.750 0.28 32.05 0 0 0| 0 62 0 0 720 1.000 0.06 31.22 0 0 0| 0 6 0 0 760 CAB 0.01 32.04 0 0 0| 0 3 0 0 800 CAB 0.00 36.14 0 0 0| 0 0 0 0 880 Total 0 0 0| 0 142 0 0 Indicative a-t-m Vol 32.75 Underlying Price 694.500 Time to expiry: 102 Days Dec 10 215.750 0.99 31.14 0 0 0| 0 0 0 0 480 177.000 0.97 32.28 0 0 0| 0 0 0 0 520 140.250 0.92 32.77 0 0 0| 0 0 0 0 560 106.750 0.83 32.90 0 0 0| 0 24 0 0 600 77.750 0.72 32.90 0 0 0| 0 21 0 0 640 54.250 0.59 32.76 0 0 0| 0 7 0 0 680 36.250 0.45 32.73 0 0 0| 0 22 0 0 720 22.750 0.33 32.36 0 0 0| 0 0 0 0 760 13.750 0.22 32.19 0 0 0| 0 50 0 0 800 4.750 0.09 32.46 0 0 0| 0 27 0 0 880 Total 0 0 0| 0 151 0 0 Indicative a-t-m Vol 33.17 Underlying Price 694.500 Time to expiry: 193 Days Mar 11 217.000 0.97 32.93 0 0 0| 0 0 0 0 480 180.750 0.92 33.40 0 0 0| 0 0 0 0 520 147.000 0.86 33.45 0 0 0| 0 0 0 0 560 117.750 0.77 33.56 0 0 0| 0 0 0 0 600 92.000 0.67 33.41 0 0 0| 0 0 0 0 640 70.500 0.58 33.20 0 0 0| 0 0 0 0 680 53.000 0.48 33.12 0 0 0| 0 4 0 0 720 28.250 0.31 32.57 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 19:50 Business Day Mon 6 Sep 2010 Previous Business Day Fri 3 Sep 2010 Page 42 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 32.63 Underlying Price 694.500 Time to expiry: 11 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 CAB 0.00 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 -0.01 36.44 0 0 0| 0 5 0 0 600 0.500 -0.03 33.84 0 0 0| 0 0 0 0 620 1.750 -0.09 33.99 0 0 0| 0 27 0 0 640 4.500 -0.19 33.51 0 0 0| 0 0 0 0 660 10.000 -0.35 32.77 0 0 0| 1 0 -1 0 680 19.250 -0.54 32.58 0 0 0| 0 0 0 0 700 32.000 -0.72 31.86 0 0 0| 0 36 0 0 720 66.750 -0.93 33.93 0 0 0| 0 27 0 0 760 105.750 -0.99 35.86 0 0 0| 0 0 0 0 800 185.500 -1.00 47.89 0 0 0| 0 0 0 0 880 Total 0 0 0| 1 185 -1 0 Indicative a-t-m Vol 33.56 Underlying Price 694.500 Time to expiry: 102 Days Dec 10 1.500 -0.03 37.56 0 0 0| 0 0 0 0 480 3.500 -0.06 35.45 0 0 0| 0 57 0 0 520 7.500 -0.11 34.62 0 0 0| 0 0 0 0 560 15.250 -0.20 34.18 0 0 0| 0 2 0 0 600 24.500 -0.30 31.58 0 0 0| 0 29 0 0 640 45.000 -0.44 33.63 0 0 0| 0 0 0 0 680 67.750 -0.57 33.43 0 0 0| 0 21 0 0 720 94.750 -0.69 32.96 0 0 0| 0 0 0 0 760 126.250 -0.78 32.93 0 0 0| 0 0 0 0 800 197.500 -0.90 33.61 0 0 0| 0 0 0 0 880 Total 0 0 0| 0 109 0 0 Indicative a-t-m Vol 33.47 Underlying Price 694.500 Time to expiry: 193 Days Mar 11 5.000 -0.06 35.07 0 0 0| 0 0 0 0 480 10.000 -0.11 34.43 0 0 0| 0 0 0 0 520 17.500 -0.17 34.16 0 0 0| 0 0 0 0 560 28.500 -0.25 33.90 0 0 0| 0 0 0 0 600 43.500 -0.34 33.70 0 0 0| 0 0 0 0 640 62.250 -0.43 33.58 0 0 0| 0 0 0 0 680 84.500 -0.53 33.30 0 0 0| 0 0 0 0 720 139.750 -0.70 32.87 0 0 0| 0 0 0 0 800 Total 0 0 0| 0 0 0 0 Total Puts 0 0 0| 1 294 -1 0 Grand Total 0 0 0| 2,041 2,631 -1 0 Equity Options 19:50 Business Day Mon 6 Sep 2010 Previous Business Day Fri 3 Sep 2010 Page 43 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 37.15 Underlying Price 1604.000 Time to expiry: 11 Days Sep 10 504.500 1.00 76.12 0 0 0| 0 0 0 0 1100 404.500 1.00 63.72 0 0 0| 0 0 0 0 1200 305.500 0.98 55.87 0 0 0| 0 0 0 0 1300 256.000 0.97 51.94 0 0 0| 0 0 0 0 1350 207.500 0.95 47.92 0 0 0| 0 4 0 0 1400 160.000 0.91 43.84 0 0 0| 0 0 0 0 1450 116.000 0.83 41.33 0 0 0| 0 0 0 0 1500 76.500 0.70 38.76 0 0 0| 0 0 0 0 1550 45.500 0.53 37.23 0 0 0| 0 2 0 0 1600 23.500 0.35 36.28 0 0 0| 0 304 0 0 1650 10.500 0.19 35.38 0 0 0| 0 27 0 0 1700 4.500 0.09 35.65 0 0 0| 0 1 0 0 1750 2.000 0.04 36.71 0 0 0| 0 8 0 0 1800 CAB 0.01 37.51 0 0 0| 0 16 0 0 1900 CAB 0.00 38.04 0 0 0| 0 20 0 0 2000 CAB 0.00 38.10 0 0 0| 0 352 0 0 2200 CAB 0.00 39.10 0 0 0| 0 37 0 0 2400 CAB 0.00 39.10 0 0 0| 0 5 0 0 2600 CAB 0.00 39.10 0 0 0| 0 367 0 0 2800 Total 0 0 0| 0 1,143 0 0 Indicative a-t-m Vol 40.79 Underlying Price 1604.000 Time to expiry: 102 Days Dec 10 422.000 0.92 43.29 0 0 0| 0 0 0 0 1200 339.500 0.85 43.71 0 0 0| 0 0 0 0 1300 263.500 0.76 43.03 0 0 0| 0 0 0 0 1400 199.500 0.66 42.38 0 0 0| 0 0 0 0 1500 141.500 0.55 40.84 0 0 0| 0 0 0 0 1600 97.000 0.44 39.52 0 0 0| 0 1 0 0 1700 60.500 0.32 37.69 0 0 0| 0 13 0 0 1800 40.000 0.23 37.89 0 0 0| 0 3 0 0 1900 25.000 0.16 37.73 0 0 0| 0 2 0 0 2000 10.500 0.08 38.46 0 0 0| 0 2 0 0 2200 4.000 0.03 39.02 0 0 0| 0 16 0 0 2400 3.500 0.02 49.73 0 0 0| 0 20 0 0 2800 Total 0 0 0| 0 57 0 0 Indicative a-t-m Vol 41.81 Underlying Price 1604.000 Time to expiry: 193 Days Mar 11 459.500 0.84 48.63 0 0 0| 0 0 0 0 1200 382.000 0.79 46.49 0 0 0| 0 0 0 0 1300 312.000 0.72 44.71 0 0 0| 0 0 0 0 1400 249.000 0.65 43.10 0 0 0| 0 0 0 0 1500 195.500 0.57 41.88 0 0 0| 0 2 0 0 1600 147.500 0.48 40.19 0 0 0| 0 1 0 0 1700 112.500 0.40 39.75 0 0 0| 0 3 0 0 1800 58.500 0.25 37.75 0 0 0| 0 3 0 0 2000 Total 0 0 0| 0 9 0 0 Equity Options 19:50 Business Day Mon 6 Sep 2010 Previous Business Day Fri 3 Sep 2010 Page 44 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 19:50 Business Day Mon 6 Sep 2010 Previous Business Day Fri 3 Sep 2010 Page 45 Puts | Block | Opening Settle Delta Vola- Daily Trade Bclear Total | Official **Open Change Exer- Exer Trans Price tility High Low Volume Volume*** Volume | Volume Int cises Price | Lonmin PLC - STND OPT (LNM) Indicative a-t-m Vol 38.71 Underlying Price 1604.000 Time to expiry: 11 Days Sep 10 CAB 0.00 71.23 0 0 0| 0 0 0 0 1100 0.500 -0.01 65.39 0 0 0| 0 1 0 0 1200 1.500 -0.02 59.91 0 0 0| 0 0 0 0 1300 2.500 -0.04 55.11 0 0 0| 0 0 0 0 1350 3.500 -0.06 49.38 0 0 0| 0 3 0 0 1400 6.000 -0.10 44.60 0 0 0| 0 300 0 0 1450 12.500 -0.18 42.31 0 0 0| 1 20 -1 0 1500 24.000 -0.31 40.18 0 0 0| 0 0 0 0 1550 42.500 -0.47 38.69 0 0 0| 0 10 0 0 1600 72.000 -0.64 38.91 0 0 0| 0 0 0 0 1650 108.500 -0.79 37.94 0 0 0| 0 5 0 0 1700 151.500 -0.89 38.46 0 0 0| 0 0 0 0 1750 198.000 -0.95 37.88 0 0 0| 0 40 0 0 1800 296.000 -0.99 38.00 0 0 0| 0 2 0 0 1900 396.000 -1.00 38.23 0 0 0| 0 20 0 0 2000 596.000 -1.00 39.37 0 0 0| 0 0 0 0 2200 796.000 -1.00 40.06 0 0 0| 0 15 0 0 2400 996.000 -1.00 40.29 0 0 0| 0 0 0 0 2600 1196.000 -1.00 40.52 0 0 0| 0 4 0 0 2800 Total 0 0 0| 1 420 -1 0 Indicative a-t-m Vol 40.63 Underlying Price 1604.000 Time to expiry: 102 Days Dec 10 22.500 -0.10 48.40 0 0 0| 0 2 0 0 1200 38.000 -0.16 46.18 0 0 0| 0 0 0 0 1300 58.500 -0.24 43.51 0 0 0| 0 5 0 0 1400 92.500 -0.34 42.37 0 0 0| 0 0 0 0 1500 134.000 -0.45 40.67 0 0 0| 0 1 0 0 1600 190.000 -0.56 39.57 0 0 0| 0 1 0 0 1700 256.000 -0.68 38.65 0 0 0| 0 4 0 0 1800 332.000 -0.77 37.73 0 0 0| 0 0 0 0 1900 418.000 -0.84 37.64 0 0 0| 0 0 0 0 2000 603.000 -0.93 38.18 0 0 0| 0 2 0 0 2200 798.000 -0.97 39.35 0 0 0| 0 2 0 0 2400 1196.500 -0.99 45.91 0 0 0| 0 0 0 0 2800 Total 0 0 0| 0 17 0 0 Indicative a-t-m Vol 39.35 Underlying Price 1604.000 Time to expiry: 193 Days Mar 11 52.000 -0.15 46.96 0 0 0| 0 4 0 0 1200 70.000 75.000 -0.21 45.30 70.000 70.000 0 0 1| 0 1 0 0 1300 102.500 -0.28 43.15 0 0 0| 0 1 0 0 1400 142.000 -0.36 42.28 0 0 0| 3 2 +1 0 1500 182.000 180.000 -0.44 39.31 182.000 182.000 0 0 1| 2 2 0 0 1600 244.000 -0.52 40.33 0 0 0| 0 2 0 0 1700 304.000 -0.61 38.73 0 0 0| 0 2 0 0 1800 454.500 -0.75 37.92 0 0 0| 0 2 0 0 2000 Total 0 0 2| 5 16 +1 0 Equity Options 19:50 Business Day Mon 6 Sep 2010 Previous Business Day Fri 3 Sep 2010 Page 46 Puts | Block | Opening Settle Delta Vola- Daily Trade Bclear Total | Official **Open Change Exer- Exer Trans Price tility High Low Volume Volume*** Volume | Volume Int cises Price | Total Puts 0 0 2| 6 453 0 0 Grand Total 0 0 2| 2,346 4,002 0 0 Equity Options 19:50 Business Day Mon 6 Sep 2010 Previous Business Day Fri 3 Sep 2010 Page 47 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 34.98 Underlying Price 235.400 Time to expiry: 11 Days Sep 10 55.500 1.00 43.13 0 0 0| 0 0 0 0 180 45.500 1.00 43.52 0 0 0| 0 0 0 0 190 35.500 0.99 40.99 0 0 0| 2 27 0 0 200 30.750 0.97 41.38 0 0 0| 0 0 0 0 205 25.750 0.95 38.60 0 0 0| 0 65 0 0 210 21.000 21.250 0.91 38.99 21.000 S 21.000 S 0 0 15| 0 112 0 0 215 16.500 17.000 0.84 39.47 16.500 16.500 0 0 1| 0 151 0 0 220 13.000 0.75 38.71 0 0 0| 0 412 0 0 225 9.000 0.66 35.24 0 0 0| 0 564 0 0 230 6.000 0.52 34.08 0 0 0| 20 99 +14 0 235 4.500 0.41 38.58 0 0 0| 2 549 0 0 240 3.000 0.30 38.58 0 0 0| 0 23 0 0 245 1.750 0.21 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 16| 24 3,030 +14 0 Indicative a-t-m Vol 34.00 Underlying Price 235.400 Time to expiry: 39 Days Oct 10 56.250 0.96 48.82 0 0 0| 0 0 0 0 180 47.250 0.92 49.96 0 0 0| 0 0 0 0 190 37.250 0.90 40.86 0 0 0| 0 0 0 0 200 32.750 0.87 40.02 0 0 0| 0 0 0 0 205 28.500 0.83 39.10 0 0 0| 0 3 0 0 210 24.500 0.78 38.29 0 0 0| 0 0 0 0 215 20.250 0.74 35.54 0 0 0| 0 105 0 0 220 16.000 17.250 0.67 36.89 16.000 16.000 0 0 1| 0 24 0 0 225 13.500 0.61 34.46 0 0 0| 0 10 0 0 230 10.750 0.53 34.04 0 0 0| 0 96 0 0 235 10.000 8.500 0.46 33.87 10.000 7.750 0 0 31| 35 35 +35 0 240 2.500 2.500 0.19 31.60 2.500 2.500 0 0 11| 0 10 0 0 260 Total 0 0 43| 35 283 +35 0 Indicative a-t-m Vol 33.81 Underlying Price 235.400 Time to expiry: 74 Days Nov 10 57.500 0.92 45.37 0 0 0| 0 0 0 0 180 48.000 0.90 40.92 0 0 0| 0 0 0 0 190 39.500 0.84 39.84 0 0 0| 0 0 0 0 200 35.000 0.82 37.39 0 0 0| 0 0 0 0 205 31.500 0.78 38.16 0 0 0| 0 2 0 0 210 27.000 0.74 35.55 0 0 0| 0 0 0 0 215 24.500 0.69 37.65 0 0 0| 0 0 0 0 220 Equity Options 19:50 Business Day Mon 6 Sep 2010 Previous Business Day Fri 3 Sep 2010 Page 48 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 | 20.750 0.64 35.75 0 0 0| 0 0 0 0 225 17.500 0.59 34.52 0 0 0| 0 0 0 0 230 14.750 0.54 33.71 0 0 0| 0 0 0 0 235 12.250 12.750 0.49 34.21 12.250 S 12.250 S 0 0 15| 0 0 0 0 240 5.500 6.250 0.29 34.66 5.500 5.250 0 0 230| 0 0 0 0 260 Total 0 0 245| 0 2 0 0 Indicative a-t-m Vol 35.25 Underlying Price 235.400 Time to expiry: 102 Days Dec 10 57.500 0.92 43.29 0 0 0| 0 5 0 0 180 48.250 0.89 40.33 0 0 0| 0 1 0 0 190 39.750 0.84 38.82 0 0 0| 0 9 0 0 200 32.000 0.77 37.73 0 0 0| 4 15 -4 0 210 25.250 0.68 37.27 0 0 0| 0 171 0 0 220 19.250 0.59 36.37 0 0 0| 2 172 -2 0 230 13.750 0.49 34.50 0 0 0| 24 498 -14 0 240 6.000 7.000 0.30 33.84 6.000 6.000 0 0 1| 7 723 -7 0 260 3.000 0.16 33.16 0 0 0| 6 699 0 0 280 2.500 0.12 38.08 0 0 0| 0 19 0 0 300 1.000 0.06 37.11 0 0 0| 0 310 0 0 320 Total 0 0 1| 43 2,622 -27 0 Indicative a-t-m Vol 35.08 Underlying Price 235.400 Time to expiry: 193 Days Mar 11 59.250 0.88 41.91 0 0 0| 0 5 0 0 180 49.000 0.86 35.06 0 0 0| 0 0 0 0 190 41.750 0.79 35.81 0 0 0| 0 30 0 0 200 35.250 0.72 35.97 0 0 0| 0 0 0 0 210 29.250 0.64 35.93 0 0 0| 0 10 0 0 220 22.000 23.750 0.57 35.31 22.000 22.000 0 0 115| 115 146 -115 0 230 19.250 0.50 34.93 0 0 0| 0 36 0 0 240 12.000 0.36 33.69 0 0 0| 0 81 0 0 260 7.000 0.24 32.87 0 0 0| 0 34 0 0 280 2.500 0.10 32.90 0 0 0| 0 0 0 0 320 Total 0 0 115| 115 342 -115 0 Total Calls 0 0 420| 217 6,279 -93 0 | Equity Options 19:50 Business Day Mon 6 Sep 2010 Previous Business Day Fri 3 Sep 2010 Page 49 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 37.45 Underlying Price 235.400 Time to expiry: 11 Days Sep 10 CAB 0.00 48.90 0 0 0| 0 197 0 0 180 CAB 0.00 44.21 0 0 0| 0 79 0 0 190 CAB -0.01 41.14 0 0 0| 0 267 0 0 200 0.250 -0.03 40.52 0 0 0| 0 10 0 0 205 0.500 -0.06 40.52 0 0 0| 0 1,608 0 0 210 0.750 -0.10 39.60 0 0 0| 0 71 0 0 215 1.250 -0.15 37.76 0 0 0| 0 217 -5 0 220 2.500 -0.24 37.66 0 0 0| 0 0 0 0 225 3.750 -0.35 36.75 0 0 0| 10 449 -10 0 230 6.250 -0.48 37.39 0 0 0| 0 6 0 0 235 10.500 9.000 -0.60 37.67 10.500 10.500 0 0 3| 0 831 0 0 240 12.750 -0.70 39.59 0 0 0| 0 0 0 0 245 16.500 -0.80 38.53 0 0 0| 0 0 0 0 250 25.250 -0.91 40.52 0 0 0| 4 107 -4 0 260 34.750 -0.97 40.52 0 0 0| 0 0 0 0 270 44.750 -0.99 40.52 0 0 0| 0 360 0 0 280 64.500 -1.00 40.52 0 0 0| 0 183 0 0 300 84.500 -1.00 40.52 0 0 0| 0 17 0 0 320 104.500 -1.00 40.52 0 0 0| 0 25 0 0 340 124.500 -1.00 40.52 0 0 0| 0 12 0 0 360 Total 0 0 3| 14 4,439 -19 0 Indicative a-t-m Vol 35.83 Underlying Price 235.400 Time to expiry: 39 Days Oct 10 1.500 -0.06 57.55 0 0 0| 0 10 0 0 180 1.500 -0.08 49.96 0 0 0| 0 0 0 0 190 2.250 -0.12 45.86 0 0 0| 0 20 0 0 200 2.250 -0.14 40.83 0 0 0| 0 0 0 0 205 2.750 -0.16 38.06 0 0 0| 0 2,508 0 0 210 3.750 -0.21 37.90 0 0 0| 0 10 0 0 215 4.750 5.500 -0.27 38.60 4.750 4.750 0 0 3| 0 100 0 0 220 6.500 -0.33 36.33 0 0 0| 0 0 0 0 225 8.000 -0.39 34.17 0 0 0| 0 0 0 0 230 11.000 -0.47 36.19 0 0 0| 0 0 0 0 235 13.250 -0.54 34.40 0 0 0| 0 0 0 0 240 27.000 -0.81 32.40 0 0 0| 0 0 0 0 260 Total 0 0 3| 0 2,648 0 0 Indicative a-t-m Vol 35.26 Underlying Price 235.400 Time to expiry: 74 Days Nov 10 1.500 -0.07 42.61 0 0 0| 0 0 0 0 180 2.500 -0.11 41.11 0 0 0| 0 0 0 0 190 3.500 -0.15 38.57 0 0 0| 0 5 0 0 200 4.500 -0.18 37.99 0 0 0| 0 0 0 0 205 5.750 -0.22 37.90 0 0 0| 0 10 0 0 210 7.250 -0.27 37.68 0 0 0| 0 0 0 0 215 8.750 -0.31 37.56 0 0 0| 0 2 0 0 220 10.750 -0.36 37.20 0 0 0| 0 0 0 0 225 Equity Options 19:50 Business Day Mon 6 Sep 2010 Previous Business Day Fri 3 Sep 2010 Page 50 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 | 12.500 -0.41 36.20 0 0 0| 50 50 +50 0 230 14.750 -0.46 35.50 0 0 0| 0 0 0 0 235 17.000 -0.52 34.33 0 0 0| 0 0 0 0 240 30.500 -0.71 34.22 0 0 0| 0 0 0 0 260 Total 0 0 0| 50 67 +50 0 Indicative a-t-m Vol 34.83 Underlying Price 235.400 Time to expiry: 102 Days Dec 10 2.750 -0.11 40.48 0 0 0| 0 78 0 0 180 4.250 -0.16 39.34 0 0 0| 0 1 0 0 190 6.500 -0.22 38.37 0 0 0| 34 292 0 0 200 9.000 -0.29 36.70 0 0 0| 4 1,000 0 0 210 12.750 -0.37 35.99 0 0 0| 28 417 +352 0 220 17.500 -0.47 35.77 0 0 0| 0 86 0 0 230 22.750 -0.56 34.20 0 0 0| 88 108 -68 0 240 36.500 -0.73 33.35 0 0 0| 23 90 0 0 260 53.000 -0.86 32.26 0 0 0| 0 5 0 0 280 71.500 -0.93 32.48 0 0 0| 0 20 0 0 300 91.250 -0.95 35.93 0 0 0| 0 0 0 0 320 Total 0 0 0| 177 2,097 +284 0 Indicative a-t-m Vol 34.75 Underlying Price 235.400 Time to expiry: 193 Days Mar 11 6.000 -0.15 38.39 0 0 0| 0 6 0 0 180 8.250 -0.20 37.98 0 0 0| 0 0 0 0 190 11.250 -0.26 37.21 0 0 0| 0 35 0 0 200 14.000 -0.32 35.62 0 0 0| 0 0 0 0 210 18.750 -0.38 36.01 0 0 0| 0 10 0 0 220 23.000 -0.45 34.53 0 0 0| 0 36 0 0 230 29.000 -0.52 34.90 0 0 0| 0 21 0 0 240 41.500 -0.65 33.04 0 0 0| 4 7 +4 0 260 56.500 -0.77 32.11 0 0 0| 0 95 0 0 280 92.000 -0.92 31.05 0 0 0| 0 0 0 0 320 Total 0 0 0| 4 210 +4 0 Total Puts 0 0 6| 245 9,461 +319 0 Grand Total 0 0 426| 4,362 19,640 +226 0 Equity Options 19:50 Business Day Mon 6 Sep 2010 Previous Business Day Fri 3 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 | Marks and Spencer plc - STND OPT (M+S) Indicative a-t-m Vol 21.24 Underlying Price 359.700 Time to expiry: 11 Days Sep 10 79.750 1.00 46.93 0 0 0| 0 0 0 0 280 59.750 1.00 37.74 0 0 0| 0 24 0 0 300 39.750 0.99 29.21 0 0 0| 0 29 0 0 320 30.000 0.98 24.38 0 0 0| 0 0 0 0 330 20.500 0.91 23.58 0 0 0| 0 440 0 0 340 12.250 11.750 0.76 21.66 12.250 12.250 0 0 6| 0 32 0 0 350 5.500 5.500 0.50 21.24 5.500 S 5.500 S 0 0 5| 10 785 -10 0 360 2.000 0.24 21.37 0 0 0| 0 0 0 0 370 0.750 0.09 22.48 0 0 0| 0 181 0 0 380 CAB 0.01 26.09 0 0 0| 0 109 0 0 400 CAB 0.00 26.00 0 0 0| 0 75 0 0 420 CAB 0.00 26.00 0 0 0| 0 36 0 0 440 Total 0 0 11| 10 1,711 -10 0 Indicative a-t-m Vol 23.33 Underlying Price 359.700 Time to expiry: 39 Days Oct 10 80.250 0.98 37.70 0 0 0| 0 0 0 0 280 60.500 0.96 32.58 0 0 0| 0 0 0 0 300 41.500 0.90 28.47 0 0 0| 0 5 0 0 320 32.750 0.85 27.08 0 0 0| 0 0 0 0 330 24.500 0.76 26.00 0 0 0| 0 10 0 0 340 17.250 0.65 24.64 0 0 0| 0 0 0 0 350 10.250 11.000 0.51 23.33 10.250 10.250 0 0 55| 0 905 0 0 360 6.500 0.37 22.64 0 0 0| 0 0 0 0 370 3.750 3.500 0.24 21.99 3.750 3.750 0 0 3| 0 33 0 0 380 0.750 0.07 20.68 0 0 0| 0 0 0 0 400 Total 0 0 58| 0 953 0 0 Indicative a-t-m Vol 24.19 Underlying Price 359.700 Time to expiry: 74 Days Nov 10 81.000 0.96 34.18 0 0 0| 0 0 0 0 280 61.750 0.93 30.50 0 0 0| 0 0 0 0 300 44.000 0.85 28.26 0 0 0| 0 0 0 0 320 35.750 0.79 27.45 0 0 0| 0 0 0 0 330 27.500 28.000 0.71 26.11 27.500 27.500 0 0 10| 0 0 0 0 340 21.000 21.000 0.63 24.98 21.000 21.000 0 0 20| 0 10 0 0 350 15.250 0.52 24.19 0 0 0| 10 30 +10 0 360 10.250 11.000 0.42 23.99 10.250 10.250 0 0 16| 0 0 0 0 370 7.250 0.32 23.19 0 0 0| 0 25 0 0 380 3.000 0.16 23.01 0 0 0| 0 0 0 0 400 Total 0 0 46| 10 65 +10 0 Indicative a-t-m Vol 24.56 Underlying Price 359.700 Time to expiry: 102 Days Dec 10 180.000 1.00 53.30 0 0 0| 0 0 0 0 180 160.000 1.00 48.40 0 0 0| 0 0 0 0 200 140.000 1.00 42.77 0 0 0| 0 0 0 0 220 120.250 0.99 37.95 0 0 0| 0 0 0 0 240 Equity Options 19:50 Business Day Mon 6 Sep 2010 Previous Business Day Fri 3 Sep 2010 Page 52 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 | 81.250 0.95 33.18 0 0 0| 0 0 0 0 280 62.250 0.91 30.03 0 0 0| 0 11 0 0 300 45.000 0.82 28.29 0 0 0| 0 16 0 0 320 29.500 0.69 26.27 0 0 0| 0 51 0 0 340 16.500 17.250 0.52 24.56 16.500 16.500 0 0 5| 0 85 0 0 360 8.750 0.33 23.32 0 0 0| 0 700 0 0 380 4.000 0.18 22.70 0 0 0| 0 145 0 0 400 1.500 0.08 21.52 0 0 0| 0 241 0 0 420 0.500 0.03 20.54 0 0 0| 0 494 0 0 440 Total 0 0 5| 0 1,743 0 0 Indicative a-t-m Vol 25.35 Underlying Price 359.700 Time to expiry: 193 Days Mar 11 83.000 0.91 31.84 0 0 0| 0 0 0 0 280 65.250 0.85 29.61 0 0 0| 0 0 0 0 300 49.500 0.76 28.01 0 0 0| 0 56 0 0 320 35.500 0.64 26.65 0 0 0| 0 87 0 0 340 24.250 0.52 25.35 0 0 0| 0 121 0 0 360 15.750 0.39 24.50 0 0 0| 0 36 0 0 380 9.500 0.28 23.58 0 0 0| 0 35 0 0 400 3.000 0.11 22.73 0 0 0| 0 1 0 0 440 Total 0 0 0| 0 336 0 0 Indicative a-t-m Vol 26.33 Underlying Price 359.700 Time to expiry: 284 Days Jun 11 121.250 0.96 35.74 0 0 0| 0 0 0 0 240 84.250 0.88 30.92 0 0 0| 0 0 0 0 280 68.250 0.81 29.86 0 0 0| 0 10 0 0 300 53.250 0.72 28.47 0 0 0| 0 146 0 0 320 40.250 0.63 27.24 0 0 0| 0 104 0 0 340 29.000 29.500 0.53 26.33 29.000 S 29.000 S 0 0 5| 0 760 0 0 360 21.000 0.43 25.68 0 0 0| 0 5 0 0 380 14.250 0.33 24.90 0 0 0| 0 18 0 0 400 5.750 0.17 23.69 0 0 0| 0 8 0 0 440 Total 0 0 5| 0 1,051 0 0 Indicative a-t-m Vol 27.52 Underlying Price 359.700 Time to expiry: 466 Days Dec 11 180.000 1.00 40.05 0 0 0| 0 0 0 0 180 160.250 0.99 37.27 0 0 0| 0 0 0 0 200 140.750 0.98 35.47 0 0 0| 0 0 0 0 220 121.750 0.95 33.75 0 0 0| 0 0 0 0 240 87.000 0.84 30.73 0 0 0| 0 0 0 0 280 58.500 0.70 28.84 0 0 0| 0 0 0 0 320 37.000 0.53 27.52 0 0 0| 0 1,500 0 0 360 29.000 0.45 27.07 0 0 0| 0 1,500 0 0 380 22.000 0.38 26.42 0 0 0| 0 0 0 0 400 13.500 0.26 26.60 0 0 0| 0 0 0 0 440 Total 0 0 0| 0 3,000 0 0 Indicative a-t-m Vol 27.32 Underlying Price 359.700 Time to expiry: 648 Days Jun 12 Equity Options 19:50 Business Day Mon 6 Sep 2010 Previous Business Day Fri 3 Sep 2010 Page 53 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 | 88.250 0.83 29.72 0 0 0| 0 0 0 0 280 61.750 0.68 28.32 0 0 0| 0 0 0 0 320 41.500 0.54 27.32 0 0 0| 0 0 0 0 360 26.750 0.40 26.32 0 0 0| 0 0 0 0 400 Total 0 0 0| 0 0 0 0 Indicative a-t-m Vol 27.11 Underlying Price 359.700 Time to expiry: 837 Days Dec 12 90.000 0.81 29.62 0 0 0| 0 0 0 0 280 64.500 0.68 28.21 0 0 0| 0 0 0 0 320 45.000 0.54 27.11 0 0 0| 0 0 0 0 360 30.500 0.42 26.22 0 0 0| 0 0 0 0 400 23.750 0.33 27.50 0 0 0| 0 0 0 0 440 Total 0 0 0| 0 0 0 0 Total Calls 0 0 125| 20 8,859 0 0 | Equity Options 19:50 Business Day Mon 6 Sep 2010 Previous Business Day Fri 3 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 | Marks and Spencer plc - STND OPT (M+S) Indicative a-t-m Vol 21.87 Underlying Price 359.700 Time to expiry: 11 Days Sep 10 CAB 0.00 44.34 0 0 0| 0 146 0 0 280 CAB 0.00 36.82 0 0 0| 0 237 0 0 300 CAB -0.01 27.00 0 0 0| 0 1,685 0 0 320 0.250 -0.02 24.16 0 0 0| 216 205 -48 0 330 0.750 -0.09 23.75 0 0 0| 10 119 -10 0 340 2.250 -0.24 22.54 0 0 0| 0 20 0 0 350 5.750 -0.50 21.87 0 0 0| 0 120 0 0 360 12.000 12.500 -0.75 22.80 12.000 12.000 0 0 6| 0 0 0 0 370 21.000 21.000 -0.89 24.16 21.000 S 21.000 S 0 0 2| 0 186 0 0 380 41.000 40.250 -0.98 27.47 41.000 41.000 0 0 1| 0 1 0 0 400 60.250 -0.99 36.95 0 0 0| 0 0 0 0 420 80.250 -1.00 41.09 0 0 0| 0 0 0 0 440 Total 0 0 9| 226 2,719 -58 0 Indicative a-t-m Vol 23.54 Underlying Price 359.700 Time to expiry: 39 Days Oct 10 0.500 -0.03 41.84 0 0 0| 0 0 0 0 280 0.750 -0.04 33.44 0 0 0| 0 7 0 0 300 1.500 -0.10 28.28 0 0 0| 0 138 0 0 320 2.500 -0.15 26.50 0 0 0| 0 63 0 0 330 4.250 -0.23 25.29 0 0 0| 0 20 0 0 340 7.000 -0.35 24.02 0 0 0| 0 0 0 0 350 11.250 -0.49 23.54 0 0 0| 0 0 0 0 360 16.750 -0.63 22.85 0 0 0| 0 0 0 0 370 23.750 -0.76 22.23 0 0 0| 0 0 0 0 380 41.000 -0.93 21.47 0 0 0| 0 0 0 0 400 Total 0 0 0| 0 228 0 0 Indicative a-t-m Vol 24.23 Underlying Price 359.700 Time to expiry: 74 Days Nov 10 1.250 -0.05 33.19 0 0 0| 0 0 0 0 280 2.500 -0.10 30.48 0 0 0| 0 0 0 0 300 5.000 -0.19 28.01 0 0 0| 0 10 0 0 320 7.000 -0.25 26.69 0 0 0| 0 4 0 0 330 10.000 -0.34 25.95 0 0 0| 0 0 0 0 340 13.750 -0.43 25.04 0 0 0| 10 10 +10 0 350 18.500 -0.53 24.23 0 0 0| 0 0 0 0 360 24.250 -0.63 23.86 0 0 0| 0 0 0 0 370 31.500 -0.72 23.62 0 0 0| 0 0 0 0 380 47.750 -0.86 23.57 0 0 0| 0 0 0 0 400 Total 0 0 0| 10 24 +10 0 Indicative a-t-m Vol 25.05 Underlying Price 359.700 Time to expiry: 102 Days Dec 10 CAB 0.00 43.50 0 0 0| 0 0 0 0 180 CAB 0.00 41.05 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 2.500 -0.08 33.63 0 0 0| 0 1,689 0 0 280 Equity Options 19:50 Business Day Mon 6 Sep 2010 Previous Business Day Fri 3 Sep 2010 Page 55 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 | 4.000 -0.13 30.55 0 0 0| 0 306 0 0 300 7.250 -0.22 28.27 0 0 0| 0 234 0 0 320 13.000 -0.35 26.48 0 0 0| 0 1,693 0 0 340 21.750 -0.52 25.05 0 0 0| 0 2,191 0 0 360 33.250 33.750 -0.68 23.89 33.250 S 33.250 S 0 0 2| 0 719 0 0 380 50.000 -0.80 24.92 0 0 0| 0 92 0 0 400 67.000 -0.91 22.98 0 0 0| 0 0 0 0 420 85.750 -0.96 22.12 0 0 0| 0 4 0 0 440 Total 0 0 2| 0 7,626 0 0 Indicative a-t-m Vol 25.29 Underlying Price 359.700 Time to expiry: 193 Days Mar 11 5.750 -0.12 31.74 0 0 0| 0 36 0 0 280 8.500 -0.18 29.47 0 0 0| 0 25 0 0 300 13.250 -0.27 27.93 0 0 0| 0 60 0 0 320 19.500 -0.37 26.51 0 0 0| 3 39 0 0 340 28.500 -0.49 25.29 0 0 0| 0 52 0 0 360 40.000 -0.62 24.50 0 0 0| 0 45 0 0 380 54.000 -0.73 23.67 0 0 0| 0 0 0 0 400 88.000 -0.89 23.31 0 0 0| 0 0 0 0 440 Total 0 0 0| 3 257 0 0 Indicative a-t-m Vol 26.10 Underlying Price 359.700 Time to expiry: 284 Days Jun 11 5.000 -0.09 35.07 0 0 0| 0 54 0 0 240 11.000 -0.18 31.41 0 0 0| 0 117 0 0 280 16.000 15.250 -0.25 29.56 16.000 16.000 0 0 2| 0 47 0 0 300 21.750 -0.33 28.37 0 0 0| 0 14 0 0 320 30.000 29.250 -0.42 26.99 30.000 30.000 0 0 2| 0 5 0 0 340 39.500 -0.52 26.10 0 0 0| 1 518 +1 0 360 51.750 -0.62 25.44 0 0 0| 0 10 0 0 380 65.500 -0.71 24.58 0 0 0| 0 10 0 0 400 98.750 -0.84 24.42 0 0 0| 0 0 0 0 440 Total 0 0 4| 1 775 +1 0 Indicative a-t-m Vol 27.62 Underlying Price 359.700 Time to expiry: 466 Days Dec 11 5.250 -0.06 43.23 0 0 0| 0 2,000 0 0 180 5.250 -0.07 37.62 0 0 0| 0 0 0 0 200 6.750 -0.09 34.36 0 0 0| 0 0 0 0 220 8.500 -0.12 31.55 0 0 0| 0 0 0 0 240 17.750 -0.22 30.09 0 0 0| 0 0 0 0 280 32.500 -0.36 28.96 0 0 0| 0 0 0 0 320 52.250 -0.50 27.62 0 0 0| 0 500 0 0 360 64.500 -0.58 26.98 0 0 0| 0 300 0 0 380 77.750 -0.65 26.42 0 0 0| 0 0 0 0 400 112.750 -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 27.32 Underlying Price 359.700 Time to expiry: 648 Days Jun 12 25.500 -0.26 30.00 0 0 0| 0 0 0 0 280 41.750 -0.38 28.54 0 0 0| 0 0 0 0 320 Equity Options 19:50 Business Day Mon 6 Sep 2010 Previous Business Day Fri 3 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 | 62.750 -0.51 27.32 0 0 0| 0 0 0 0 360 88.500 -0.63 26.32 0 0 0| 0 0 0 0 400 Total 0 0 0| 0 0 0 0 Indicative a-t-m Vol 27.11 Underlying Price 359.700 Time to expiry: 837 Days Dec 12 31.500 -0.27 29.62 0 0 0| 0 0 0 0 280 48.000 -0.38 28.21 0 0 0| 0 0 0 0 320 69.500 -0.50 27.11 0 0 0| 0 0 0 0 360 95.250 -0.61 26.22 0 0 0| 0 0 0 0 400 143.500 -0.60 36.16 0 0 0| 0 0 0 0 440 Total 0 0 0| 0 0 0 0 Total Puts 0 0 15| 240 14,429 -47 0 Grand Total 0 0 140| 5,120 28,148 -47 0 Equity Options 19:50 Business Day Mon 6 Sep 2010 Previous Business Day Fri 3 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 | Mitchells & Butlers plc - STND OPT (MAB) Indicative a-t-m Vol 28.86 Underlying Price 306.300 Time to expiry: 11 Days Sep 10 86.250 1.00 60.92 0 0 0| 0 0 0 0 220 76.250 1.00 58.06 0 0 0| 0 0 0 0 230 66.500 1.00 53.21 0 0 0| 0 0 0 0 240 46.250 1.00 34.02 0 0 0| 0 0 0 0 260 36.500 0.99 32.06 0 0 0| 0 0 0 0 270 26.750 0.95 30.50 0 0 0| 0 0 0 0 280 17.750 0.85 29.78 0 0 0| 0 0 0 0 290 10.000 0.67 28.52 0 0 0| 0 15 0 0 300 4.750 0.42 29.01 0 0 0| 0 16 0 0 310 1.750 0.21 28.78 0 0 0| 0 22 0 0 320 0.750 0.10 31.09 0 0 0| 0 0 0 0 330 0.250 0.04 32.35 0 0 0| 0 3 0 0 340 CAB 0.00 32.35 0 0 0| 0 2 0 0 360 CAB 0.00 34.24 0 0 0| 0 0 0 0 380 CAB 0.00 37.38 0 0 0| 0 0 0 0 400 Total 0 0 0| 0 58 0 0 Indicative a-t-m Vol 30.01 Underlying Price 306.300 Time to expiry: 102 Days Dec 10 68.250 0.94 31.99 0 0 0| 0 0 0 0 240 51.000 0.86 32.07 0 0 0| 0 0 0 0 260 36.000 0.74 31.85 0 0 0| 0 0 0 0 280 23.000 0.59 30.19 0 0 0| 0 9 0 0 300 13.750 0.43 29.67 0 0 0| 0 74 0 0 320 7.750 0.28 29.24 0 0 0| 0 0 0 0 340 3.750 0.17 28.70 0 0 0| 0 7 0 0 360 1.000 0.06 29.94 0 0 0| 0 0 0 0 400 Total 0 0 0| 0 90 0 0 Indicative a-t-m Vol 30.97 Underlying Price 306.300 Time to expiry: 193 Days Mar 11 72.000 0.88 32.24 0 0 0| 0 0 0 0 240 57.000 0.80 32.69 0 0 0| 0 0 0 0 260 43.500 0.70 32.59 0 0 0| 0 0 0 0 280 31.250 0.59 30.96 0 0 0| 0 2 0 0 300 22.250 0.47 30.98 0 0 0| 0 0 0 0 320 15.000 0.36 30.06 0 0 0| 0 0 0 0 340 10.000 0.27 30.13 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 19:50 Business Day Mon 6 Sep 2010 Previous Business Day Fri 3 Sep 2010 Page 58 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 29.85 Underlying Price 306.300 Time to expiry: 11 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 0.00 34.61 0 0 0| 0 217 0 0 260 CAB -0.01 31.53 0 0 0| 0 0 0 0 270 0.500 -0.07 33.71 0 0 0| 0 3 0 0 280 1.750 -0.17 32.23 0 0 0| 0 0 0 0 290 4.000 -0.34 30.81 0 0 0| 0 0 0 0 300 8.500 -0.58 29.44 0 0 0| 0 0 0 0 310 16.250 -0.75 33.87 0 0 0| 0 10 0 0 320 25.000 -0.86 36.35 0 0 0| 0 0 0 0 330 34.500 -0.92 40.84 0 0 0| 0 0 0 0 340 53.750 -0.98 43.78 0 0 0| 0 0 0 0 360 73.750 -0.99 48.92 0 0 0| 0 0 0 0 380 93.750 -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 29.89 Underlying Price 306.300 Time to expiry: 102 Days Dec 10 2.000 -0.08 34.41 0 0 0| 0 4 0 0 240 5.000 -0.16 33.97 0 0 0| 0 0 0 0 260 9.750 -0.27 32.72 0 0 0| 0 3 0 0 280 15.750 -0.41 29.58 0 0 0| 0 0 0 0 300 27.500 -0.57 30.46 0 0 0| 0 25 0 0 320 41.250 -0.71 30.08 0 0 0| 0 0 0 0 340 57.500 -0.83 29.80 0 0 0| 0 0 0 0 360 95.000 -0.92 33.75 0 0 0| 0 0 0 0 400 Total 0 0 0| 0 32 0 0 Indicative a-t-m Vol 31.80 Underlying Price 306.300 Time to expiry: 193 Days Mar 11 6.500 -0.14 35.71 0 0 0| 0 6 0 0 240 10.750 -0.21 34.53 0 0 0| 0 0 0 0 260 15.500 15.750 -0.30 32.27 15.500 15.500 0 0 45| 0 95 0 0 280 24.750 -0.41 32.03 0 0 0| 0 15 0 0 300 35.250 -0.53 31.36 0 0 0| 0 0 0 0 320 48.250 -0.63 31.12 0 0 0| 0 0 0 0 340 62.500 -0.73 30.09 0 0 0| 0 0 0 0 360 Total 0 0 45| 0 116 0 0 Total Puts 0 0 45| 0 448 0 0 Grand Total 0 0 45| 1,800 2,413 0 0 Equity Options 19:50 Business Day Mon 6 Sep 2010 Previous Business Day Fri 3 Sep 2010 Page 59 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 289.400 Time to expiry: 11 Days Sep 10 69.500 1.00 36.01 0 0 0| 0 0 0 0 220 59.500 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 1.00 29.94 0 0 0| 0 0 0 0 250 29.500 0.99 27.65 0 0 0| 0 20 0 0 260 19.750 0.95 23.71 0 0 0| 0 4 0 0 270 11.500 10.750 0.80 22.32 11.500 11.500 0 0 5| 3 1,527 -3 0 280 3.750 0.49 19.58 0 0 0| 33 45 +33 0 290 0.750 0.16 19.67 0 0 0| 0 112 0 0 300 CAB 0.00 17.08 0 0 0| 0 22 0 0 320 CAB 0.00 17.73 0 0 0| 0 0 0 0 340 CAB 0.00 21.26 0 0 0| 0 0 0 0 360 Total 0 0 5| 36 1,760 +30 0 Indicative a-t-m Vol 16.93 Underlying Price 289.400 Time to expiry: 39 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 0.96 20.19 0 0 0| 0 0 0 0 260 20.750 0.88 19.88 0 0 0| 0 15 0 0 270 12.250 0.73 18.19 0 0 0| 0 10 0 0 280 6.000 0.49 16.93 0 0 0| 0 18 0 0 290 2.250 0.25 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 18.14 Underlying Price 289.400 Time to expiry: 74 Days Nov 10 49.750 0.98 24.30 0 0 0| 0 0 0 0 240 30.500 0.91 20.09 0 0 0| 0 0 0 0 260 14.500 0.66 18.57 0 0 0| 0 0 0 0 280 8.750 0.50 18.14 0 0 0| 0 0 0 0 290 4.750 0.33 17.41 0 0 0| 0 12 0 0 300 1.000 0.10 17.36 0 0 0| 0 0 0 0 320 CAB 0.01 16.48 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 289.400 Time to expiry: 102 Days Dec 10 70.500 0.95 35.18 0 0 0| 0 0 0 0 220 50.000 0.96 22.45 0 0 0| 35 35 0 0 240 31.500 0.86 20.35 0 0 0| 30 11 -20 0 260 16.250 0.64 18.77 0 0 0| 0 65 0 0 280 5.750 6.250 0.36 17.70 5.750 5.750 0 0 5| 0 2,065 0 0 300 1.500 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 5| 65 2,180 -20 0 Equity Options 19:50 Business Day Mon 6 Sep 2010 Previous Business Day Fri 3 Sep 2010 Page 60 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 289.400 Time to expiry: 193 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 10.250 10.250 0.41 17.62 10.250 10.250 0 0 10| 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 10| 0 92 0 0 Total Calls 0 0 20| 101 4,197 +10 0 | Equity Options 19:50 Business Day Mon 6 Sep 2010 Previous Business Day Fri 3 Sep 2010 Page 61 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 20.11 Underlying Price 289.400 Time to expiry: 11 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 0.00 31.11 0 0 0| 0 3 0 0 250 CAB -0.01 27.40 0 0 0| 0 51 0 0 260 0.250 -0.05 23.54 0 0 0| 0 31 0 0 270 1.750 1.250 -0.20 22.10 1.750 1.750 0 0 10| 0 613 0 0 280 4.500 -0.51 20.11 0 0 0| 0 55 0 0 290 11.500 -0.84 19.43 0 0 0| 0 129 0 0 300 30.500 -1.00 19.88 0 0 0| 0 24 0 0 320 50.500 -1.00 19.76 0 0 0| 0 0 0 0 340 70.500 -1.00 21.69 0 0 0| 0 23 0 0 360 Total 0 0 10| 0 1,149 0 0 Indicative a-t-m Vol 17.86 Underlying Price 289.400 Time to expiry: 39 Days Oct 10 0.500 -0.03 37.12 0 0 0| 0 0 0 0 230 0.500 -0.03 31.14 0 0 0| 0 7 0 0 240 0.750 -0.07 22.38 0 0 0| 0 0 0 0 260 1.500 -0.15 19.64 0 0 0| 0 71 0 0 270 3.500 -0.30 18.29 0 0 0| 0 10 0 0 280 7.750 -0.53 17.86 0 0 0| 0 0 0 0 290 14.000 -0.75 17.15 0 0 0| 0 0 0 0 300 32.500 -0.92 22.50 0 0 0| 0 0 0 0 320 51.500 -0.95 29.83 0 0 0| 0 0 0 0 340 Total 0 0 0| 0 88 0 0 Indicative a-t-m Vol 17.97 Underlying Price 289.400 Time to expiry: 74 Days Nov 10 0.500 -0.04 23.51 0 0 0| 0 0 0 0 240 1.750 -0.12 20.78 0 0 0| 0 0 0 0 260 6.000 -0.35 18.98 0 0 0| 0 51 0 0 280 10.250 -0.51 17.97 0 0 0| 0 5 0 0 290 16.250 -0.67 17.64 0 0 0| 0 0 0 0 300 32.750 -0.90 17.69 0 0 0| 0 0 0 0 320 52.000 -0.96 20.49 0 0 0| 0 0 0 0 340 Total 0 0 0| 0 56 0 0 Indicative a-t-m Vol 17.97 Underlying Price 289.400 Time to expiry: 102 Days Dec 10 0.250 -0.02 25.70 0 0 0| 0 64 0 0 220 0.750 -0.06 22.70 0 0 0| 0 40 0 0 240 2.500 -0.15 20.34 0 0 0| 185 540 +185 0 260 7.250 -0.36 18.50 0 0 0| 0 163 0 0 280 17.500 -0.65 17.45 0 0 0| 7 10 0 0 300 33.000 -0.88 16.73 0 0 0| 0 5 0 0 320 71.750 -1.00 17.05 0 0 0| 0 13 0 0 360 Total 0 0 0| 192 835 +185 0 Equity Options 19:50 Business Day Mon 6 Sep 2010 Previous Business Day Fri 3 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 | Indicative a-t-m Vol 18.08 Underlying Price 289.400 Time to expiry: 193 Days Mar 11 1.250 -0.05 24.11 0 0 0| 0 0 0 0 220 2.750 -0.11 22.29 0 0 0| 0 152 0 0 240 5.500 -0.21 20.17 0 0 0| 0 110 0 0 260 11.250 -0.38 18.67 0 0 0| 0 86 0 0 280 21.000 -0.59 17.50 0 0 0| 0 69 0 0 300 35.250 -0.78 17.11 0 0 0| 0 2 0 0 320 72.000 -0.97 17.19 0 0 0| 0 0 0 0 360 Total 0 0 0| 0 419 0 0 Total Puts 0 0 10| 192 2,547 +185 0 Grand Total 0 0 30| 2,813 9,264 +195 0 Equity Options 19:50 Business Day Mon 6 Sep 2010 Previous Business Day Fri 3 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 | National Grid plc - STND OPT (NGG) Indicative a-t-m Vol 16.02 Underlying Price 543.500 Time to expiry: 11 Days Sep 10 111.750 1.00 48.86 0 0 0| 0 0 0 0 432 75.750 1.00 32.27 0 0 0| 0 31 0 0 468 63.750 0.99 28.33 0 0 0| 0 0 0 0 480 43.750 0.98 22.22 0 0 0| 0 0 0 0 500 40.000 0.96 23.42 0 0 0| 0 634 0 0 504 23.750 0.98 11.45 0 0 0| 0 0 0 0 520 12.000 8.250 0.60 15.77 12.000 5.500 0 0 2| 0 1,401 0 0 540 1.500 0.17 16.99 0 0 0| 0 30 0 0 560 0.250 0.04 18.12 0 0 0| 0 262 0 0 575 CAB 0.00 19.53 0 0 0| 0 151 0 0 611 CAB 0.00 22.78 0 0 0| 0 25 0 0 647 CAB 0.00 31.61 0 0 0| 0 0 0 0 719 Total 0 0 2| 0 2,534 0 0 Indicative a-t-m Vol 17.46 Underlying Price 543.500 Time to expiry: 102 Days Dec 10 113.750 0.96 29.38 0 0 0| 0 18 0 0 432 78.750 0.92 23.50 0 0 0| 0 8 0 0 468 67.250 0.90 21.58 0 0 0| 0 0 0 0 480 49.500 0.82 20.07 0 0 0| 0 0 0 0 500 42.500 46.000 0.81 19.66 42.500 42.500 0 0 10| 0 94 0 0 504 33.250 0.71 18.39 0 0 0| 0 51 0 0 520 19.000 20.500 0.55 17.58 19.000 19.000 0 0 3| 0 298 0 0 540 11.500 11.250 0.38 17.00 11.500 S 11.500 S 0 0 5| 15 204 +15 0 560 6.500 0.26 16.55 0 0 0| 1 1,063 +1 0 575 1.750 0.08 16.79 0 0 0| 26 274 0 0 611 0.500 0.02 17.52 0 0 0| 0 6 0 0 647 Total 0 0 18| 42 2,016 +16 0 Indicative a-t-m Vol 18.43 Underlying Price 543.500 Time to expiry: 193 Days Mar 11 106.500 0.93 25.42 0 0 0| 0 0 0 0 440 88.000 0.90 23.55 0 0 0| 0 5 0 0 460 70.000 0.84 21.95 0 0 0| 0 17 0 0 480 39.000 0.66 19.56 0 0 0| 0 22 0 0 520 26.750 0.53 18.55 0 0 0| 0 300 0 0 540 17.500 0.40 17.95 0 0 0| 0 40 0 0 560 6.500 0.19 17.15 0 0 0| 0 0 0 0 600 2.250 0.08 16.99 0 0 0| 0 0 0 0 640 Total 0 0 0| 0 384 0 0 Total Calls 0 0 20| 42 4,934 +16 0 | Equity Options 19:50 Business Day Mon 6 Sep 2010 Previous Business Day Fri 3 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 | National Grid plc - STND OPT (NGG) Indicative a-t-m Vol 17.63 Underlying Price 543.500 Time to expiry: 11 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 CAB -0.01 20.34 0 0 0| 0 0 0 0 500 0.250 -0.02 20.74 0 0 0| 0 275 0 0 504 0.750 -0.09 18.59 0 0 0| 0 0 0 0 520 5.500 -0.41 17.98 0 0 0| 0 1,243 0 0 540 16.500 17.750 -0.84 16.22 16.500 16.500 0 0 1| 0 1 0 0 560 31.750 -0.96 18.02 0 0 0| 0 342 0 0 575 67.500 -1.00 2.00 0 0 0| 0 0 0 0 611 103.500 -1.00 2.00 0 0 0| 0 0 0 0 647 175.500 -1.00 53.40 0 0 0| 0 0 0 0 719 Total 0 0 1| 0 3,785 0 0 Indicative a-t-m Vol 18.10 Underlying Price 543.500 Time to expiry: 102 Days Dec 10 1.750 -0.06 25.67 0 0 0| 0 74 0 0 432 4.500 -0.13 22.52 0 0 0| 172 116 -51 0 468 6.000 -0.17 21.70 0 0 0| 0 10 0 0 480 9.750 -0.27 20.18 0 0 0| 0 15 0 0 500 10.750 -0.29 19.97 0 0 0| 0 235 0 0 504 15.000 15.750 -0.39 18.96 15.000 14.750 S 0 0 18| 15 38 +15 0 520 25.000 -0.55 18.18 0 0 0| 0 220 0 0 540 37.750 -0.69 17.80 0 0 0| 0 10 0 0 560 49.500 -0.78 17.89 0 0 0| 0 603 0 0 575 81.750 -0.90 19.56 0 0 0| 0 0 0 0 611 116.750 -0.94 22.51 0 0 0| 0 2 0 0 647 Total 0 0 18| 187 1,323 -36 0 Indicative a-t-m Vol 19.03 Underlying Price 543.500 Time to expiry: 193 Days Mar 11 6.250 -0.12 24.45 0 0 0| 0 36 0 0 440 9.000 -0.17 23.26 0 0 0| 0 1 0 0 460 12.000 12.750 -0.23 22.07 14.750 12.000 0 0 150| 0 302 0 0 480 24.750 24.750 -0.41 19.95 24.750 24.750 0 0 7| 0 25 0 0 520 33.750 -0.51 19.13 0 0 0| 0 11 0 0 540 45.250 -0.62 18.61 0 0 0| 0 22 0 0 560 75.250 -0.80 18.23 0 0 0| 0 0 0 0 600 111.250 -0.90 19.06 0 0 0| 0 0 0 0 640 Total 0 0 157| 0 397 0 0 Total Puts 0 0 176| 187 5,505 -36 0 Grand Total 0 0 196| 2,089 12,299 -20 0 Equity Options 19:50 Business Day Mon 6 Sep 2010 Previous Business Day Fri 3 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 | Next Plc - STND OPT (NXT) Indicative a-t-m Vol 30.91 Underlying Price 2052.000 Time to expiry: 11 Days Sep 10 452.500 1.00 45.45 0 0 0| 0 0 0 0 1600 352.500 0.99 42.59 0 0 0| 0 5 0 0 1700 254.000 0.97 38.23 0 0 0| 0 12 0 0 1800 158.500 0.90 34.22 0 0 0| 0 4 0 0 1900 115.500 0.81 33.12 0 0 0| 0 0 0 0 1950 77.500 0.68 31.66 0 0 0| 0 275 0 0 2000 25.500 0.35 30.22 0 0 0| 3 51 -1 0 2100 4.000 0.09 27.87 0 0 0| 0 665 0 0 2200 0.500 0.01 27.86 0 0 0| 0 53 0 0 2300 CAB 0.00 28.28 0 0 0| 0 309 0 0 2400 CAB 0.00 29.09 0 0 0| 0 9 0 0 2600 CAB 0.00 29.50 0 0 0| 0 30 0 0 2800 Total 0 0 0| 3 1,413 -1 0 Indicative a-t-m Vol 31.14 Underlying Price 2052.000 Time to expiry: 102 Days Dec 10 470.500 0.92 38.78 0 0 0| 0 0 0 0 1600 381.000 0.87 36.61 0 0 0| 0 0 0 0 1700 297.000 0.80 34.51 0 0 0| 0 8 0 0 1800 223.000 0.71 33.23 0 0 0| 0 10 0 0 1900 158.000 0.60 31.62 0 0 0| 0 242 0 0 2000 68.500 0.35 29.75 0 0 0| 0 248 0 0 2200 23.500 0.16 28.32 0 0 0| 0 177 0 0 2400 6.500 0.05 27.37 0 0 0| 0 3 0 0 2600 1.500 0.01 26.67 0 0 0| 0 52 0 0 2800 Total 0 0 0| 0 740 0 0 Indicative a-t-m Vol 30.66 Underlying Price 2052.000 Time to expiry: 193 Days Mar 11 480.000 0.88 33.84 0 0 0| 0 0 0 0 1600 328.000 0.75 33.02 0 0 0| 0 9 0 0 1800 262.000 0.67 32.26 0 0 0| 0 0 0 0 1900 202.000 0.58 31.09 0 0 0| 0 3 0 0 2000 111.000 0.40 29.43 0 0 0| 0 3 0 0 2200 53.500 0.24 27.92 0 0 0| 0 0 0 0 2400 11.000 0.07 27.36 0 0 0| 0 13 0 0 2800 Total 0 0 0| 0 28 0 0 Total Calls 0 0 0| 3 2,181 -1 0 | Equity Options 19:50 Business Day Mon 6 Sep 2010 Previous Business Day Fri 3 Sep 2010 Page 66 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 29.68 Underlying Price 2052.000 Time to expiry: 11 Days Sep 10 CAB 0.00 42.36 0 0 0| 0 28 0 0 1600 0.500 -0.01 41.18 0 0 0| 12 15 -3 0 1700 1.500 -0.03 38.12 0 0 0| 0 58 0 0 1800 6.000 -0.10 33.95 0 0 0| 12 22 +11 0 1900 12.500 -0.18 32.50 0 0 0| 0 6 0 0 1950 23.500 -0.31 30.78 0 0 0| 0 443 0 0 2000 71.000 -0.66 28.66 0 0 0| 0 53 0 0 2100 152.000 -0.91 28.24 0 0 0| 0 506 0 0 2200 248.500 -0.99 28.77 0 0 0| 0 3 0 0 2300 348.000 -1.00 19.33 0 0 0| 0 0 0 0 2400 548.000 -1.00 31.00 0 0 0| 0 3 0 0 2600 748.000 -1.00 33.00 0 0 0| 0 0 0 0 2800 Total 0 0 0| 24 1,137 +8 0 Indicative a-t-m Vol 31.18 Underlying Price 2052.000 Time to expiry: 102 Days Dec 10 19.500 -0.09 37.31 0 0 0| 0 5 0 0 1600 28.000 31.500 -0.15 35.38 28.000 28.000 0 0 1| 0 159 0 0 1700 52.500 -0.22 34.38 0 0 0| 0 37 0 0 1800 80.500 -0.32 33.02 0 0 0| 0 14 0 0 1900 119.000 -0.43 31.65 0 0 0| 0 751 0 0 2000 233.000 -0.66 29.84 0 0 0| 0 79 0 0 2200 389.500 -0.85 28.61 0 0 0| 0 12 0 0 2400 574.500 -0.93 29.63 0 0 0| 0 0 0 0 2600 769.500 -0.97 31.39 0 0 0| 0 0 0 0 2800 Total 0 0 1| 0 1,057 0 0 Indicative a-t-m Vol 30.56 Underlying Price 2052.000 Time to expiry: 193 Days Mar 11 44.000 -0.14 35.62 0 0 0| 0 26 0 0 1600 90.500 -0.26 33.35 0 0 0| 0 19 0 0 1800 123.500 -0.34 32.25 0 0 0| 0 6 0 0 1900 163.000 -0.42 30.95 0 0 0| 0 16 0 0 2000 273.000 -0.60 29.44 0 0 0| 0 3 0 0 2200 415.500 -0.76 27.94 0 0 0| 0 1 0 0 2400 775.000 -0.94 27.84 0 0 0| 0 0 0 0 2800 Total 0 0 0| 0 71 0 0 Total Puts 0 0 1| 24 2,265 +8 0 Grand Total 0 0 1| 1,707 6,126 +7 0 Equity Options 19:50 Business Day Mon 6 Sep 2010 Previous Business Day Fri 3 Sep 2010 Page 67 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: 168 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 19:50 Business Day Mon 6 Sep 2010 Previous Business Day Fri 3 Sep 2010 Page 68 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: 169 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 19:50 Business Day Mon 6 Sep 2010 Previous Business Day Fri 3 Sep 2010 Page 69 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: 168 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 19:50 Business Day Mon 6 Sep 2010 Previous Business Day Fri 3 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 | Indicative a-t-m Vol 144.27 Underlying Price 20.000 Time to expiry: 169 Days Jun 08 40.000 -1.00 144.27 0 0 0| 0 0 0 0 60 60.000 -1.00 141.28 0 0 0| 0 5 0 0 80 68.000 -1.00 140.28 0 0 0| 0 160 0 0 88 90.000 -1.00 137.78 0 0 0| 0 0 0 0 110 100.000 -1.00 136.78 0 0 0| 0 210 0 0 120 110.000 -1.00 135.78 0 0 0| 0 13 0 0 130 120.000 -1.00 134.78 0 0 0| 0 12 0 0 140 130.000 -1.00 133.28 0 0 0| 0 30 0 0 150 140.000 -1.00 131.15 0 0 0| 0 103 0 0 160 150.000 -1.00 129.69 0 0 0| 0 100 0 0 170 160.000 -1.00 128.77 0 0 0| 0 59 0 0 180 200.000 -1.00 130.27 0 0 0| 0 0 0 0 220 220.000 -1.00 131.77 0 0 0| 0 0 0 0 240 Total 0 0 0| 0 692 0 0 Total Puts 0 0 0| 0 2,393 0 0 Grand Total 0 0 0| 3,480 9,149 0 0 Equity Options 19:50 Business Day Mon 6 Sep 2010 Previous Business Day Fri 3 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 | Old Mutual PLC - STND OPT (OMT) Indicative a-t-m Vol 31.00 Underlying Price 135.800 Time to expiry: 11 Days Sep 10 55.750 1.00 95.46 0 0 0| 0 0 0 0 80 47.750 1.00 83.91 0 0 0| 0 25 0 0 88 43.750 1.00 76.56 0 0 0| 0 0 0 0 92 39.750 1.00 70.61 0 0 0| 0 0 0 0 96 35.750 1.00 62.56 0 0 0| 0 44 0 0 100 25.750 0.99 51.12 0 0 0| 0 65 0 0 110 16.000 0.96 39.57 0 0 0| 0 5 0 0 120 8.250 6.750 0.79 31.36 8.250 8.250 0 0 88| 0 309 0 0 130 1.500 0.30 30.75 0 0 0| 0 320 0 0 140 0.250 0.05 32.27 0 0 0| 0 0 0 0 150 CAB 0.01 39.82 0 0 0| 0 0 0 0 160 CAB 0.00 56.77 0 0 0| 0 0 0 0 180 Total 0 0 88| 0 768 0 0 Indicative a-t-m Vol 31.15 Underlying Price 135.800 Time to expiry: 102 Days Dec 10 48.000 0.98 49.07 0 0 0| 0 0 0 0 88 40.250 0.96 44.95 0 0 0| 0 0 0 0 96 36.500 0.94 43.71 0 0 0| 0 0 0 0 100 27.250 0.88 38.57 0 0 0| 0 20 0 0 110 20.500 19.000 0.77 35.53 20.500 20.500 0 0 30| 0 120 0 0 120 15.500 0.70 35.23 0 0 0| 0 0 0 0 125 12.000 0.62 33.16 0 0 0| 0 1 0 0 130 7.250 6.500 0.44 29.81 7.250 7.000 0 0 118| 0 4 0 0 140 3.500 0.28 30.25 0 0 0| 0 0 0 0 150 1.500 0.15 28.89 0 0 0| 0 0 0 0 160 Total 0 0 148| 0 145 0 0 Indicative a-t-m Vol 31.94 Underlying Price 135.800 Time to expiry: 193 Days Mar 11 48.750 0.95 43.20 0 0 0| 0 0 0 0 88 41.250 0.91 41.09 0 0 0| 0 0 0 0 96 37.750 0.89 39.83 0 0 0| 0 5 0 0 100 29.500 0.82 37.00 0 0 0| 0 10 0 0 110 22.000 0.73 35.18 0 0 0| 0 20 0 0 120 15.750 0.61 33.73 0 0 0| 0 20 0 0 130 10.000 0.48 30.75 0 0 0| 0 9 0 0 140 6.250 0.35 29.27 0 0 0| 0 0 0 0 150 3.750 0.24 28.57 0 0 0| 0 0 0 0 160 Total 0 0 0| 0 64 0 0 Total Calls 0 0 236| 0 977 0 0 | Equity Options 19:50 Business Day Mon 6 Sep 2010 Previous Business Day Fri 3 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 | Old Mutual PLC - STND OPT (OMT) Indicative a-t-m Vol 34.93 Underlying Price 135.800 Time to expiry: 11 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 -0.22 32.52 0 0 0| 0 0 0 0 130 6.000 -0.66 36.54 0 0 0| 0 5 0 0 140 14.750 -0.89 44.09 0 0 0| 0 0 0 0 150 24.750 -0.92 60.97 0 0 0| 0 5 0 0 160 44.250 -1.00 56.54 0 0 0| 0 0 0 0 180 Total 0 0 0| 0 495 0 0 Indicative a-t-m Vol 32.33 Underlying Price 135.800 Time to expiry: 102 Days Dec 10 1.250 -0.06 57.10 0 0 0| 0 0 0 0 88 1.500 -0.08 49.77 0 0 0| 0 0 0 0 96 1.500 -0.09 46.71 0 0 0| 0 31 0 0 100 2.500 -0.14 40.54 0 0 0| 0 34 0 0 110 4.000 -0.24 36.51 0 0 0| 0 0 0 0 120 5.250 -0.30 34.71 0 0 0| 0 0 0 0 125 7.000 -0.38 33.58 0 0 0| 0 76 0 0 130 11.750 -0.55 31.50 0 0 0| 0 34 0 0 140 18.500 -0.72 30.69 0 0 0| 0 0 0 0 150 26.500 -0.85 28.70 0 0 0| 0 20 0 0 160 Total 0 0 0| 0 195 0 0 Indicative a-t-m Vol 32.01 Underlying Price 135.800 Time to expiry: 193 Days Mar 11 1.500 -0.07 43.90 0 0 0| 0 0 0 0 88 2.250 -0.10 41.25 0 0 0| 0 4 0 0 96 2.500 -0.12 39.97 0 0 0| 0 0 0 0 100 4.250 -0.18 37.26 0 0 0| 0 0 0 0 110 6.750 -0.27 34.88 0 0 0| 0 0 0 0 120 10.000 -0.39 32.22 0 0 0| 0 10 0 0 130 15.250 -0.51 31.88 0 0 0| 0 10 0 0 140 21.250 -0.64 30.27 0 0 0| 0 0 0 0 150 28.250 -0.76 28.55 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 0 236| 1,860 3,551 0 0 Equity Options 19:50 Business Day Mon 6 Sep 2010 Previous Business Day Fri 3 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 | Party Gaming plc - STND OPT (PTG) Indicative a-t-m Vol 47.55 Underlying Price 273.000 Time to expiry: 11 Days Sep 10 113.000 1.00 69.16 0 0 0| 0 0 0 0 160 93.000 1.00 62.67 0 0 0| 0 0 0 0 180 73.000 1.00 59.20 0 0 0| 0 0 0 0 200 63.000 1.00 57.47 0 0 0| 0 0 0 0 210 53.250 0.98 56.45 0 0 0| 0 0 0 0 220 43.500 0.96 53.87 0 0 0| 0 0 0 0 230 34.000 0.92 51.66 0 0 0| 0 0 0 0 240 17.500 0.72 49.03 0 0 0| 0 2 0 0 260 6.250 0.40 46.75 0 0 0| 0 2,460 0 0 280 1.500 0.14 46.17 0 0 0| 0 0 0 0 300 0.250 0.03 45.94 0 0 0| 0 50 0 0 320 CAB 0.00 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 273.000 Time to expiry: 102 Days Dec 10 114.750 0.97 61.37 0 0 0| 0 0 0 0 160 96.250 0.93 58.39 0 0 0| 0 0 0 0 180 78.500 0.89 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 0.73 54.52 0 0 0| 0 46 0 0 240 28.250 0.53 53.69 0 0 0| 0 0 0 0 280 15.000 0.34 53.04 0 0 0| 0 700 0 0 320 8.000 0.21 53.74 0 0 0| 0 4 0 0 360 4.750 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 19:50 Business Day Mon 6 Sep 2010 Previous Business Day Fri 3 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 | Party Gaming plc - STND OPT (PTG) Indicative a-t-m Vol 48.70 Underlying Price 273.000 Time to expiry: 11 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 0.00 57.25 0 0 0| 0 0 0 0 210 0.250 -0.01 56.38 0 0 0| 0 0 0 0 220 0.500 -0.04 54.91 0 0 0| 0 0 0 0 230 1.000 -0.08 52.70 0 0 0| 0 5 0 0 240 4.500 -0.28 50.10 0 0 0| 0 0 0 0 260 13.500 -0.60 47.94 0 0 0| 0 2 0 0 280 28.750 -0.85 47.94 0 0 0| 0 0 0 0 300 47.250 -0.96 47.72 0 0 0| 0 0 0 0 320 67.000 -1.00 46.42 0 0 0| 0 0 0 0 340 87.000 -1.00 45.34 0 0 0| 0 0 0 0 360 107.000 -1.00 45.12 0 0 0| 0 0 0 0 380 127.000 -1.00 43.61 0 0 0| 0 0 0 0 400 Total 0 0 0| 0 7 0 0 Indicative a-t-m Vol 53.42 Underlying Price 273.000 Time to expiry: 102 Days Dec 10 1.250 -0.03 59.40 0 0 0| 0 0 0 0 160 2.500 -0.06 57.30 0 0 0| 0 0 0 0 180 5.000 -0.11 55.46 0 0 0| 0 0 0 0 200 9.250 -0.18 54.60 0 0 0| 0 0 0 0 220 15.250 -0.27 53.51 0 0 0| 0 101 0 0 240 34.500 -0.48 53.40 0 0 0| 0 2 0 0 280 61.500 -0.66 53.31 0 0 0| 0 0 0 0 320 94.500 -0.79 54.03 0 0 0| 0 0 0 0 360 131.000 -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 0 0| 1,440 8,100 0 0 Equity Options 19:50 Business Day Mon 6 Sep 2010 Previous Business Day Fri 3 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 | Pearson plc - STND OPT (PSO) Indicative a-t-m Vol 17.91 Underlying Price 1000.000 Time to expiry: 11 Days Sep 10 280.250 1.00 30.55 0 0 0| 0 0 0 0 720 240.250 1.00 30.55 0 0 0| 0 0 0 0 760 200.250 1.00 30.53 0 0 0| 0 0 0 0 800 160.250 1.00 28.96 0 0 0| 0 0 0 0 840 140.250 1.00 26.70 0 0 0| 0 0 0 0 860 120.250 1.00 24.77 0 0 0| 0 0 0 0 880 100.250 0.99 23.62 0 0 0| 0 0 0 0 900 80.500 0.98 22.15 0 0 0| 0 0 0 0 920 61.000 0.95 20.90 0 0 0| 0 126 0 0 940 43.500 0.85 22.41 0 0 0| 0 805 0 0 960 25.750 0.73 18.66 0 0 0| 0 19 0 0 980 13.000 0.51 17.91 0 0 0| 0 390 0 0 1000 0.750 0.06 17.20 0 0 0| 0 20 0 0 1050 CAB 0.00 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 21.25 Underlying Price 1000.000 Time to expiry: 102 Days Dec 10 206.750 0.93 30.20 0 0 0| 0 10 0 0 800 169.500 0.90 27.96 0 0 0| 0 0 0 0 840 134.000 0.84 26.15 0 0 0| 0 330 0 0 880 101.250 0.76 24.56 0 0 0| 0 4 0 0 920 71.250 0.66 22.78 0 0 0| 0 26 0 0 960 46.000 0.53 21.25 0 0 0| 0 33 0 0 1000 10.750 0.20 19.41 0 0 0| 0 108 0 0 1100 1.250 0.03 18.16 0 0 0| 0 15 0 0 1200 CAB 0.00 19.84 0 0 0| 0 0 0 0 1400 Total 0 0 0| 0 526 0 0 Indicative a-t-m Vol 22.38 Underlying Price 1000.000 Time to expiry: 193 Days Mar 11 216.250 0.88 28.60 0 0 0| 0 4 0 0 800 181.750 0.84 27.31 0 0 0| 0 0 0 0 840 149.250 0.79 26.02 0 0 0| 0 10 0 0 880 118.250 0.72 24.57 0 0 0| 0 51 0 0 920 91.000 0.64 23.47 0 0 0| 0 43 0 0 960 66.750 0.54 22.38 0 0 0| 0 668 0 0 1000 25.250 0.29 20.24 0 0 0| 5 5 +5 0 1100 7.750 0.12 19.48 0 0 0| 0 3 0 0 1200 Total 0 0 0| 5 784 +5 0 Total Calls 0 0 0| 5 2,796 +5 0 | Equity Options 19:50 Business Day Mon 6 Sep 2010 Previous Business Day Fri 3 Sep 2010 Page 76 Puts | Block | Opening Settle Delta Vola- Daily Trade Bclear Total | Official **Open Change Exer- Exer Trans Price tility High Low Volume Volume*** Volume | Volume Int cises Price | Pearson plc - STND OPT (PSO) Indicative a-t-m Vol 18.81 Underlying Price 1000.000 Time to expiry: 11 Days Sep 10 CAB 0.00 27.67 0 0 0| 0 0 0 0 720 CAB 0.00 27.67 0 0 0| 0 0 0 0 760 CAB 0.00 27.67 0 0 0| 0 4 0 0 800 CAB 0.00 27.67 0 0 0| 0 117 0 0 840 CAB 0.00 27.67 0 0 0| 0 0 0 0 860 CAB 0.00 26.67 0 0 0| 0 13 0 0 880 0.250 -0.01 26.26 0 0 0| 0 147 0 0 900 0.500 -0.03 24.84 0 0 0| 0 84 0 0 920 1.250 -0.07 23.60 0 0 0| 0 0 0 0 940 2.750 -0.14 21.06 0 0 0| 0 161 0 0 960 6.000 -0.27 19.31 0 0 0| 0 0 0 0 980 13.500 -0.49 18.81 0 0 0| 0 10 0 0 1000 50.250 -0.97 14.82 0 0 0| 0 0 0 0 1050 100.000 -1.00 17.18 0 0 0| 0 50 0 0 1100 200.000 -1.00 20.85 0 0 0| 0 0 0 0 1200 300.000 -1.00 21.77 0 0 0| 0 0 0 0 1300 400.000 -1.00 23.38 0 0 0| 0 0 0 0 1400 Total 0 0 0| 0 586 0 0 Indicative a-t-m Vol 21.21 Underlying Price 1000.000 Time to expiry: 102 Days Dec 10 5.000 -0.07 30.13 0 0 0| 0 20 0 0 800 8.000 -0.10 28.05 0 0 0| 0 6 0 0 840 12.000 -0.16 25.94 0 0 0| 0 71 0 0 880 15.250 19.250 -0.24 24.51 15.250 15.250 0 0 1| 0 310 0 0 920 29.250 -0.34 22.73 0 0 0| 0 30 0 0 960 44.000 -0.47 21.21 0 0 0| 0 30 0 0 1000 108.750 -0.81 19.29 0 0 0| 0 0 0 0 1100 201.000 -0.96 20.04 0 0 0| 0 0 0 0 1200 400.000 -0.99 29.32 0 0 0| 0 0 0 0 1400 Total 0 0 1| 0 467 0 0 Indicative a-t-m Vol 22.39 Underlying Price 1000.000 Time to expiry: 193 Days Mar 11 13.250 -0.12 28.75 0 0 0| 0 2 0 0 800 18.000 -0.16 27.09 0 0 0| 0 14 0 0 840 25.500 -0.21 25.91 0 0 0| 0 25 0 0 880 34.500 -0.28 24.52 0 0 0| 0 6 0 0 920 46.500 -0.36 23.18 0 0 0| 0 10 0 0 960 63.000 -0.46 22.39 0 0 0| 0 13 0 0 1000 121.250 -0.72 20.13 0 0 0| 0 0 0 0 1100 204.750 -0.89 19.55 0 0 0| 0 0 0 0 1200 Total 0 0 0| 0 70 0 0 Total Puts 0 0 1| 0 1,123 0 0 Grand Total 0 0 1| 2,045 5,959 +5 0 Equity Options 19:50 Business Day Mon 6 Sep 2010 Previous Business Day Fri 3 Sep 2010 Page 77 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 42.96 Underlying Price 396.900 Time to expiry: 11 Days Sep 10 97.000 0.99 62.45 0 0 0| 0 0 0 0 300 77.250 0.99 56.23 0 0 0| 0 22 0 0 320 67.250 0.97 53.63 0 0 0| 0 0 0 0 330 57.750 0.96 51.16 0 0 0| 0 0 0 0 340 48.250 0.93 49.54 0 0 0| 0 0 0 0 350 39.000 0.88 47.70 0 0 0| 0 0 0 0 360 30.750 0.81 47.00 0 0 0| 0 0 0 0 370 23.000 0.72 45.36 0 0 0| 4 0 -4 0 380 16.750 16.250 0.60 43.70 16.750 S 16.750 S 0 0 24| 0 58 0 0 390 10.750 10.750 0.48 42.64 10.750 S 10.750 S 0 0 24| 4 8 +4 0 400 7.000 0.35 42.39 0 0 0| 0 4 0 0 410 4.000 0.24 41.10 0 0 0| 0 0 0 0 420 1.500 0.10 43.00 0 0 0| 0 20 0 0 440 0.500 0.03 43.00 0 0 0| 0 5 0 0 460 CAB 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 48| 8 130 0 0 Indicative a-t-m Vol 42.51 Underlying Price 396.900 Time to expiry: 102 Days Dec 10 118.750 0.96 44.35 0 0 0| 0 0 0 0 280 83.500 0.86 43.37 0 0 0| 0 0 0 0 320 68.250 0.79 43.27 0 0 0| 0 0 0 0 340 54.750 0.71 43.01 0 0 0| 0 0 0 0 360 43.250 0.62 42.93 0 0 0| 0 0 0 0 380 33.250 0.53 42.43 0 0 0| 0 0 0 0 400 24.500 0.43 41.31 0 0 0| 0 5 0 0 420 17.500 0.35 40.27 0 0 0| 0 3 0 0 440 12.000 0.26 39.16 0 0 0| 0 0 0 0 460 7.500 0.19 37.81 0 0 0| 0 0 0 0 480 3.750 0.10 38.22 0 0 0| 0 5 0 0 520 1.250 0.04 36.40 0 0 0| 0 7 0 0 560 CAB 0.01 34.62 0 0 0| 0 0 0 0 640 Total 0 0 0| 0 20 0 0 Indicative a-t-m Vol 40.85 Underlying Price 396.900 Time to expiry: 193 Days Mar 11 121.250 0.91 41.80 0 0 0| 0 8 0 0 280 85.000 90.000 0.81 41.77 85.000 85.000 0 0 2| 0 2 0 0 320 76.250 0.75 41.51 0 0 0| 0 0 0 0 340 64.000 0.68 41.42 0 0 0| 0 0 0 0 360 53.250 0.61 41.13 0 0 0| 0 0 0 0 380 43.750 0.54 40.80 0 0 0| 0 1 0 0 400 35.250 0.47 40.31 0 0 0| 0 4 0 0 420 27.750 0.41 39.46 0 0 0| 0 5 0 0 440 Total 0 0 2| 0 20 0 0 Equity Options 19:50 Business Day Mon 6 Sep 2010 Previous Business Day Fri 3 Sep 2010 Page 78 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 50| 8 170 0 0 | Equity Options 19:50 Business Day Mon 6 Sep 2010 Previous Business Day Fri 3 Sep 2010 Page 79 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 42.82 Underlying Price 396.900 Time to expiry: 11 Days Sep 10 CAB -0.01 62.00 0 0 0| 0 0 0 0 300 0.250 -0.02 58.00 0 0 0| 0 135 0 0 320 0.500 -0.03 55.00 0 0 0| 0 0 0 0 330 0.750 -0.05 52.57 0 0 0| 0 16 0 0 340 1.250 -0.07 49.28 0 0 0| 0 4 0 0 350 2.000 -0.12 47.49 0 0 0| 0 121 0 0 360 3.750 -0.19 46.85 0 0 0| 0 0 0 0 370 6.000 -0.28 45.22 0 0 0| 4 4 +4 0 380 9.250 -0.40 43.57 0 0 0| 0 0 0 0 390 13.750 -0.52 42.51 0 0 0| 0 62 0 0 400 20.000 -0.65 42.23 0 0 0| 0 0 0 0 410 27.000 -0.77 40.86 0 0 0| 0 0 0 0 420 44.250 -0.91 41.34 0 0 0| 0 12 0 0 440 63.250 -0.97 41.44 0 0 0| 0 0 0 0 460 83.000 -1.00 39.58 0 0 0| 0 0 0 0 480 123.000 -1.00 38.74 0 0 0| 0 10 0 0 520 163.000 -1.00 37.94 0 0 0| 0 0 0 0 560 243.000 -1.00 44.74 0 0 0| 0 0 0 0 640 Total 0 0 0| 4 364 +4 0 Indicative a-t-m Vol 42.64 Underlying Price 396.900 Time to expiry: 102 Days Dec 10 2.250 -0.06 43.70 0 0 0| 0 0 0 0 280 8.250 -0.15 43.70 0 0 0| 0 16 0 0 320 13.000 -0.22 43.36 0 0 0| 0 0 0 0 340 19.750 -0.30 43.15 0 0 0| 0 2 0 0 360 28.250 -0.39 42.89 0 0 0| 0 0 0 0 380 38.500 -0.48 42.60 0 0 0| 0 7 0 0 400 49.750 -0.57 41.43 0 0 0| 0 7 0 0 420 62.750 -0.66 40.38 0 0 0| 0 0 0 0 440 77.250 -0.74 39.26 0 0 0| 0 5 0 0 460 93.000 -0.81 37.91 0 0 0| 0 0 0 0 480 129.000 -0.90 38.35 0 0 0| 0 8 0 0 520 167.000 -0.95 38.40 0 0 0| 0 0 0 0 560 245.750 -0.99 40.66 0 0 0| 0 0 0 0 640 Total 0 0 0| 0 45 0 0 Indicative a-t-m Vol 42.31 Underlying Price 396.900 Time to expiry: 193 Days Mar 11 7.500 -0.11 43.19 0 0 0| 0 22 0 0 280 17.000 -0.21 42.79 0 0 0| 0 5 0 0 320 24.250 -0.27 42.96 0 0 0| 0 7 0 0 340 32.500 -0.34 42.76 0 0 0| 0 0 0 0 360 41.750 -0.40 42.39 0 0 0| 0 2 0 0 380 52.750 -0.47 42.30 0 0 0| 0 0 0 0 400 64.250 -0.53 41.70 0 0 0| 0 0 0 0 420 77.000 -0.60 40.95 0 0 0| 0 2 0 0 440 Total 0 0 0| 0 38 0 0 Equity Options 19:50 Business Day Mon 6 Sep 2010 Previous Business Day Fri 3 Sep 2010 Page 80 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| 4 447 +4 0 Grand Total 0 0 50| 2,352 2,957 +4 0 Equity Options 19:50 Business Day Mon 6 Sep 2010 Previous Business Day Fri 3 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 | Prudential plc - STND OPT (PRU) Indicative a-t-m Vol 28.47 Underlying Price 588.000 Time to expiry: 11 Days Sep 10 148.000 1.00 51.82 0 0 0| 0 0 0 0 440 128.250 1.00 50.18 0 0 0| 0 0 0 0 460 108.250 0.99 45.28 0 0 0| 0 0 0 0 480 98.250 0.99 42.86 0 0 0| 0 0 0 0 490 88.250 0.99 40.33 0 0 0| 0 0 0 0 500 68.500 0.98 35.08 0 0 0| 0 181 0 0 520 49.000 0.94 31.61 0 0 0| 0 162 0 0 540 33.500 31.250 0.82 30.10 33.500 S 33.500 S 0 0 6| 46 4,763 -19 0 560 16.750 0.61 29.09 0 0 0| 0 287 0 0 580 8.000 6.750 0.35 27.53 8.000 8.000 0 0 38| 0 3,243 0 0 600 2.250 0.15 27.94 0 0 0| 0 50 0 0 620 0.500 0.04 26.53 0 0 0| 0 301 0 0 640 CAB 0.00 27.50 0 0 0| 0 1,759 0 0 680 CAB 0.00 28.35 0 0 0| 0 30 0 0 720 Total 0 0 44| 46 10,776 -19 0 Indicative a-t-m Vol 31.25 Underlying Price 588.000 Time to expiry: 39 Days Oct 10 129.750 0.96 43.85 0 0 0| 0 0 0 0 460 110.500 0.94 41.03 0 0 0| 0 0 0 0 480 101.000 0.93 39.69 0 0 0| 0 0 0 0 490 91.750 0.91 38.97 0 0 0| 0 0 0 0 500 73.750 0.86 36.66 0 0 0| 0 0 0 0 520 56.750 0.79 34.40 0 0 0| 0 5 0 0 540 41.750 0.69 33.07 0 0 0| 0 52 0 0 560 28.750 0.58 31.49 0 0 0| 0 31 0 0 580 18.750 0.44 30.90 0 0 0| 0 147 0 0 600 7.250 0.22 31.04 0 0 0| 0 77 0 0 640 1.750 0.07 29.16 0 0 0| 0 0 0 0 680 Total 0 0 0| 0 312 0 0 Indicative a-t-m Vol 32.01 Underlying Price 588.000 Time to expiry: 74 Days Nov 10 132.500 0.93 40.35 0 0 0| 0 0 0 0 460 114.750 0.89 39.70 0 0 0| 0 0 0 0 480 81.000 0.80 36.78 0 0 0| 0 0 0 0 520 65.500 0.73 35.32 0 0 0| 0 0 0 0 540 51.500 0.66 33.82 0 0 0| 0 0 0 0 560 39.000 0.57 32.42 0 0 0| 0 0 0 0 580 28.500 0.48 31.40 0 0 0| 0 2 0 0 600 13.500 14.250 0.30 30.70 13.500 13.500 0 0 5| 0 8 0 0 640 6.500 0.16 30.04 0 0 0| 0 0 0 0 680 Total 0 0 5| 0 10 0 0 Indicative a-t-m Vol 32.89 Underlying Price 588.000 Time to expiry: 102 Days Dec 10 408.250 1.00 56.75 0 0 0| 0 0 0 0 180 388.500 1.00 57.58 0 0 0| 0 0 0 0 200 Equity Options 19:50 Business Day Mon 6 Sep 2010 Previous Business Day Fri 3 Sep 2010 Page 82 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 | 368.500 1.00 63.00 0 0 0| 0 0 0 0 220 348.500 1.00 49.05 0 0 0| 0 0 0 0 240 308.750 1.00 54.42 0 0 0| 0 0 0 0 280 269.250 0.99 53.86 0 0 0| 0 0 0 0 320 230.250 0.98 50.95 0 0 0| 0 10 0 0 360 192.000 0.95 46.87 0 0 0| 0 0 0 0 400 154.000 0.92 42.10 0 0 0| 0 10 0 0 440 136.500 0.89 41.71 0 0 0| 0 0 0 0 460 118.750 0.86 39.75 0 0 0| 0 0 0 0 480 86.500 0.77 37.12 0 0 0| 0 20 0 0 520 59.500 58.750 0.64 35.03 59.500 59.500 0 0 39| 33 776 0 0 560 34.000 35.000 0.49 31.97 34.000 S 34.000 S 0 0 6| 46 200 +46 0 600 19.750 0.34 30.92 0 0 0| 2 173 +2 0 640 9.750 10.250 0.21 30.00 11.000 9.750 0 0 41| 0 25 0 0 680 4.750 0.11 29.43 0 0 0| 23 85 -7 0 720 Total 0 0 86| 104 1,299 +41 0 Indicative a-t-m Vol 33.51 Underlying Price 588.000 Time to expiry: 193 Days Mar 11 163.000 0.87 41.21 0 0 0| 0 10 0 0 440 146.250 0.84 39.94 0 0 0| 0 0 0 0 460 130.250 0.81 38.85 0 0 0| 0 6 0 0 480 100.750 0.73 36.94 0 0 0| 0 265 0 0 520 74.000 0.63 34.69 0 0 0| 0 62 0 0 560 51.500 52.250 0.52 33.00 51.500 51.500 0 0 15| 0 16 0 0 600 34.250 35.250 0.41 31.88 35.000 34.250 0 0 26| 0 334 0 0 640 14.500 0.22 30.28 0 0 0| 0 64 0 0 720 Total 0 0 41| 0 757 0 0 Indicative a-t-m Vol 34.59 Underlying Price 588.000 Time to expiry: 284 Days Jun 11 273.750 0.96 49.57 0 0 0| 0 0 0 0 320 236.750 0.94 46.47 0 0 0| 0 0 0 0 360 201.250 0.90 43.81 0 0 0| 0 60 0 0 400 167.500 0.85 41.42 0 0 0| 0 0 0 0 440 151.750 0.82 40.52 0 0 0| 0 20 0 0 460 136.500 0.79 39.44 0 0 0| 0 0 0 0 480 108.250 0.71 37.53 0 0 0| 0 10 0 0 520 83.000 0.63 35.55 0 0 0| 0 2 0 0 560 62.000 0.53 34.18 0 0 0| 0 5 0 0 600 44.000 45.000 0.44 33.06 44.000 S 44.000 S 0 0 2| 0 50 0 0 640 22.000 0.26 31.42 0 0 0| 0 0 0 0 720 Total 0 0 2| 0 147 0 0 Indicative a-t-m Vol 38.47 Underlying Price 588.000 Time to expiry: 466 Days Dec 11 410.250 0.99 66.84 0 0 0| 0 0 0 0 180 390.750 0.99 63.07 0 0 0| 0 0 0 0 200 371.000 0.99 58.42 0 0 0| 0 0 0 0 220 351.500 0.98 55.61 0 0 0| 0 0 0 0 240 313.000 0.97 49.96 0 0 0| 0 0 0 0 280 Equity Options 19:50 Business Day Mon 6 Sep 2010 Previous Business Day Fri 3 Sep 2010 Page 83 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 | 275.250 0.95 45.52 0 0 0| 0 0 0 0 320 238.500 0.92 42.08 0 0 0| 0 0 0 0 360 206.250 0.88 41.55 0 0 0| 0 0 0 0 400 176.750 0.82 40.95 0 0 0| 0 0 0 0 440 150.000 0.76 40.13 0 0 0| 0 0 0 0 480 105.750 0.62 38.87 0 0 0| 0 425 0 0 560 72.750 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| 0 425 0 0 Indicative a-t-m Vol 40.02 Underlying Price 588.000 Time to expiry: 648 Days Jun 12 197.250 0.79 46.98 0 0 0| 0 0 0 0 440 176.500 0.74 47.26 0 0 0| 0 0 0 0 480 122.500 0.63 40.40 0 0 0| 0 0 0 0 560 90.750 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 40.49 Underlying Price 588.000 Time to expiry: 837 Days Dec 12 198.750 0.78 43.68 0 0 0| 0 0 0 0 440 186.750 0.73 46.88 0 0 0| 0 0 0 0 480 135.750 0.64 40.84 0 0 0| 0 820 0 0 560 105.250 0.54 39.83 0 0 0| 0 0 0 0 640 79.250 0.45 38.40 0 0 0| 0 0 0 0 720 Total 0 0 0| 0 820 0 0 Total Calls 0 0 178| 150 14,546 +22 0 | Equity Options 19:50 Business Day Mon 6 Sep 2010 Previous Business Day Fri 3 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 | Prudential plc - STND OPT (PRU) Indicative a-t-m Vol 30.02 Underlying Price 588.000 Time to expiry: 11 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 0.00 41.54 0 0 0| 0 178 0 0 480 CAB 0.00 39.54 0 0 0| 0 5 0 0 490 CAB -0.01 38.19 0 0 0| 0 3,117 0 0 500 0.250 -0.02 35.28 0 0 0| 0 3,056 0 0 520 1.250 -0.08 33.94 0 0 0| 0 276 0 0 540 4.000 -0.20 33.53 0 0 0| 0 1,203 0 0 560 9.000 -0.39 29.99 0 0 0| 30 110 +30 0 580 19.750 -0.63 30.07 0 0 0| 0 269 0 0 600 35.000 -0.82 30.59 0 0 0| 0 20 0 0 620 53.000 -0.93 31.51 0 0 0| 0 2 0 0 640 92.000 -1.00 31.51 0 0 0| 0 0 0 0 680 132.000 -0.99 45.30 0 0 0| 0 6 0 0 720 Total 0 0 0| 30 12,521 +30 0 Indicative a-t-m Vol 30.27 Underlying Price 588.000 Time to expiry: 39 Days Oct 10 0.750 -0.02 38.80 0 0 0| 0 10 0 0 460 2.500 -0.06 42.21 0 0 0| 0 13 0 0 480 2.750 -0.07 40.08 0 0 0| 0 4 0 0 490 3.250 -0.09 38.73 0 0 0| 0 212 0 0 500 5.000 -0.14 35.92 0 0 0| 0 158 0 0 520 8.000 -0.20 33.83 0 0 0| 0 35 0 0 540 12.500 12.750 -0.30 32.08 12.500 12.500 0 0 1| 5 5 +5 0 560 19.500 -0.42 30.50 0 0 0| 0 0 0 0 580 29.750 -0.56 29.93 0 0 0| 6 50 0 0 600 57.750 -0.80 28.65 0 0 0| 0 0 0 0 640 94.000 -0.92 31.05 0 0 0| 0 0 0 0 680 Total 0 0 1| 11 487 +5 0 Indicative a-t-m Vol 31.89 Underlying Price 588.000 Time to expiry: 74 Days Nov 10 4.000 -0.07 40.47 0 0 0| 0 0 0 0 460 6.500 -0.11 40.33 0 0 0| 0 5 0 0 480 12.250 -0.20 36.79 0 0 0| 0 5 0 0 520 16.500 -0.27 35.07 0 0 0| 0 0 0 0 540 22.250 -0.34 33.49 0 0 0| 0 0 0 0 560 30.000 -0.43 32.25 0 0 0| 0 0 0 0 580 39.500 -0.53 31.35 0 0 0| 1 1 +1 0 600 65.500 -0.70 30.64 0 0 0| 0 0 0 0 640 98.000 -0.84 30.62 0 0 0| 0 0 0 0 680 Total 0 0 0| 1 11 +1 0 Indicative a-t-m Vol 32.92 Underlying Price 588.000 Time to expiry: 102 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 19:50 Business Day Mon 6 Sep 2010 Previous Business Day Fri 3 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 | 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 2.750 -0.04 45.82 0 0 0| 0 715 0 0 400 5.250 -0.08 42.37 0 0 0| 0 613 0 0 440 7.250 -0.11 40.86 0 0 0| 0 96 0 0 460 9.250 9.500 -0.14 39.19 9.250 9.250 0 0 1| 5 221 0 0 480 16.750 -0.23 36.60 0 0 0| 0 1,065 0 0 520 29.000 -0.36 34.41 0 0 0| 0 1,765 +1,100 0 560 46.250 -0.51 32.28 0 0 0| 5 85 0 0 600 71.500 -0.66 31.72 0 0 0| 0 21 0 0 640 102.000 -0.79 31.19 0 0 0| 2 10 -2 0 680 136.000 -0.89 29.81 0 0 0| 3 13 0 0 720 Total 0 0 1| 15 5,941 +1,098 0 Indicative a-t-m Vol 33.44 Underlying Price 588.000 Time to expiry: 193 Days Mar 11 13.750 -0.13 41.81 0 0 0| 0 111 0 0 440 17.000 -0.16 40.49 0 0 0| 0 15 0 0 460 21.500 -0.20 39.79 0 0 0| 0 170 0 0 480 31.500 -0.27 37.52 0 0 0| 0 281 0 0 520 44.000 -0.37 34.79 0 0 0| 0 2 0 0 560 61.750 -0.48 32.86 0 0 0| 0 1 0 0 600 84.750 -0.60 31.70 0 0 0| 0 0 0 0 640 144.250 -0.79 30.28 0 0 0| 0 0 0 0 720 Total 0 0 0| 0 580 0 0 Indicative a-t-m Vol 33.96 Underlying Price 588.000 Time to expiry: 284 Days Jun 11 7.000 -0.06 48.65 0 0 0| 0 51 0 0 320 10.750 -0.08 45.72 0 0 0| 0 20 0 0 360 15.500 -0.12 42.63 0 0 0| 0 5 0 0 400 23.250 -0.17 40.75 0 0 0| 0 2 0 0 440 28.000 -0.20 39.79 0 0 0| 0 0 0 0 460 32.750 -0.24 38.51 0 0 0| 0 0 0 0 480 45.750 -0.31 36.79 0 0 0| 0 10 0 0 520 61.250 -0.40 34.94 0 0 0| 0 0 0 0 560 81.000 -0.49 33.54 0 0 0| 0 0 0 0 600 105.000 -0.59 32.62 0 0 0| 0 0 0 0 640 164.000 -0.74 31.74 0 0 0| 0 0 0 0 720 Total 0 0 0| 0 88 0 0 Indicative a-t-m Vol 39.54 Underlying Price 588.000 Time to expiry: 466 Days Dec 11 3.750 -0.02 60.30 0 0 0| 0 2,000 0 0 180 4.500 -0.02 57.30 0 0 0| 0 0 0 0 200 4.750 -0.03 53.30 0 0 0| 0 0 0 0 220 6.250 -0.04 51.78 0 0 0| 0 0 0 0 240 9.000 -0.05 47.64 0 0 0| 0 0 0 0 280 12.750 -0.08 44.43 0 0 0| 0 0 0 0 320 20.500 -0.12 43.86 0 0 0| 0 0 0 0 360 Equity Options 19:50 Business Day Mon 6 Sep 2010 Previous Business Day Fri 3 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 | 30.500 -0.16 43.21 0 0 0| 0 0 0 0 400 43.000 -0.21 42.51 0 0 0| 0 0 0 0 440 57.250 -0.27 41.53 0 0 0| 0 0 0 0 480 94.000 -0.39 40.10 0 0 0| 0 0 0 0 560 140.000 -0.51 38.51 0 0 0| 0 0 0 0 640 196.000 -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 40.24 Underlying Price 588.000 Time to expiry: 648 Days Jun 12 70.500 -0.24 47.44 0 0 0| 0 0 0 0 440 83.000 -0.28 44.66 0 0 0| 0 0 0 0 480 116.000 -0.39 40.70 0 0 0| 0 0 0 0 560 163.500 -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 41.00 Underlying Price 588.000 Time to expiry: 837 Days Dec 12 77.000 -0.24 44.28 0 0 0| 0 0 0 0 440 92.750 -0.29 42.91 0 0 0| 0 0 0 0 480 133.250 -0.38 41.34 0 0 0| 0 0 0 0 560 181.750 -0.46 40.37 0 0 0| 0 0 0 0 640 233.500 -0.55 38.70 0 0 0| 0 0 0 0 720 Total 0 0 0| 0 0 0 0 Total Puts 0 0 2| 57 21,628 +1,134 0 Grand Total 0 0 180| 5,727 41,694 +1,156 0 Imperial Tobacco Group Plc (IMJ) Grand Total 0 0 180| 5,757 41,740 +1,156 0 Imperial Tobacco Group plc (IMX) Indicative a-t-m Vol 0.00 Underlying Price 1858.000 Time to expiry: 11 Days 17 Sep 10 33.490 -0.66 16.16 N/A 0 0| 0 0 0 0 1880 TotalN/A 0 0| 0 0 0 0 Total PutsN/A 0 0| 0 0 0 0 Grand TotalN/A 0 180| 5,787 42,270 +1,156 0 Imperial Tobacco Group Plc (IMQ) Indicative a-t-m Vol 0.00 Underlying Price 1858.000 Time to expiry: 11 Days 17 Sep 10 102.500 -0.97 16.80 N/A 0 0| 0 0 0 0 1960 TotalN/A 0 0| 0 0 0 0 Total PutsN/A 0 0| 0 0 0 0 Indicative a-t-m Vol 0.00 Underlying Price 1858.000 Time to expiry: 102 Days 17 Dec 10 99.780 -0.56 20.08 N/A 0 0| 0 500 0 0 1900 TotalN/A 0 0| 0 500 0 0 Total PutsN/A 0 0| 0 500 0 0 Grand TotalN/A 0 180| 5,847 42,330 +1,156 0 Imperial Tobacco Group plc (IMX) Grand TotalN/A 0 180| 5,877 42,860 +1,156 0 Inditex SA (IJJ) Equity Options 19:50 Business Day Mon 6 Sep 2010 Previous Business Day Fri 3 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 55.5700 Time to expiry: 466 Days 16 Dec 11 0.0106 0.00 23.09 N/A 0 0| 0 3,000 0 0 2700 TotalN/A 0 0| 0 3,000 0 0 Total PutsN/A 0 0| 0 3,000 0 0 Grand TotalN/A 0 180| 5,997 49,135 +1,156 0 Infineon Technologies AG (IFQ) Indicative a-t-m Vol 0.00 Underlying Price 4.4900 Time to expiry: 102 Days 17 Dec 10 0.6835 -0.66 38.34 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 4.4900 Time to expiry: 193 Days 18 Mar 11 0.8227 -0.59 39.79 N/A 0 0| 0 7,000 0 0 500 0.9640 -0.64 39.69 N/A 0 0| 0 5,000 0 0 520 TotalN/A 0 0| 0 12,000 0 0 Total PutsN/A 0 0| 0 15,000 0 0 Grand TotalN/A 0 180| 6,207 77,345 +1,156 0 ING Groep NV (IAQ) Indicative a-t-m Vol 0.00 Underlying Price 7.5980 Time to expiry: 102 Days 17 Dec 10 0.1400 -0.12 50.28 N/A 0 0| 0 30,300 0 0 580 13.8571 -0.99 82.03 N/A 0 0| 0 2,500 0 0 2150 15.4086 -0.98 95.11 N/A 0 0| 0 5,000 0 0 2304 16.9800 -0.99 96.11 N/A 0 0| 0 5,000 0 0 2457 17.6838 -0.99 90.60 N/A 0 0| 0 8,000 0 0 2534 19.2097 -1.00 79.58 N/A 0 0| 0 2,000 0 0 2688 TotalN/A 0 0| 0 52,800 0 0 Total PutsN/A 0 0| 0 52,800 0 0 Grand TotalN/A 0 180| 6,627 210,365 +1,156 0 Intercontinental Hotels Group Plc (IHQ) Grand TotalN/A 0 180| 6,807 210,545 +1,276 0 International Power plc - Amer Phys FLEX Opt (IOQ) Grand TotalN/A 0 180| 6,897 211,875 +1,276 0 INTESA SANPAOLO SPA - AMER PHYS FLEX OPT (BIQ) Indicative a-t-m Vol 0.00 Underlying Price 2.4025 Time to expiry: 102 Days 17 Dec 10 0.1949 -0.45 39.50 N/A 0 0| 0 500 0 0 240 TotalN/A 0 0| 0 500 0 0 Total PutsN/A 0 0| 0 500 0 0 Grand TotalN/A 0 180| 6,987 213,215 +1,276 0 INTESA SANPAOLO SPA - EURO CAH FLEX OPT (BIJ) Indicative a-t-m Vol 0.00 Underlying Price 2.4025 Time to expiry: 102 Days 17 Dec 10 0.1943 -0.45 39.50 N/A 0 0| 0 3,463 0 0 240 TotalN/A 0 0| 0 3,463 0 0 Total PutsN/A 0 0| 0 3,463 0 0 Grand TotalN/A 0 180| 7,047 220,201 +1,276 0 J Sainsbury Plc (SAQ) Equity Options 19:50 Business Day Mon 6 Sep 2010 Previous Business Day Fri 3 Sep 2010 Page 88 Puts | Block | Opening Settle Delta Vola- Daily Trade Bclear Total | Official **Open Change Exer- Exer Trans Price tility High Low Volume Volume*** Volume | Volume Int cises Price | Indicative a-t-m Vol 0.00 Underlying Price 371.800 Time to expiry: 284 Days 17 Jun 11 16.310 -0.27 27.07 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 371.800 Time to expiry: 466 Days 16 Dec 11 1.270 -0.03 27.04 N/A 0 0| 0 1,000 0 0 208 TotalN/A 0 0| 0 1,000 0 0 Total PutsN/A 0 0| 0 1,250 0 0 Grand TotalN/A 0 180| 7,167 221,821 +1,276 0 K+S AG Amer Phys FLEX Opt (KDO) Indicative a-t-m Vol 0.00 Underlying Price 42.3250 Time to expiry: 11 Days 17 Sep 10 0.0026 0.00 46.05 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 42.3250 Time to expiry: 102 Days 17 Dec 10 1.4766 -0.32 28.84 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 0 180| 7,257 224,411 +1,276 0 Kazakhmys plc - Euro Phys FLEX Opt (KAX) Indicative a-t-m Vol 0.00 Underlying Price 1268.000 Time to expiry: 39 Days 15 Oct 10 43.400 -0.33 44.32 N/A 0 0| 0 104 0 0 1200 TotalN/A 0 0| 0 104 0 0 Total PutsN/A 0 0| 0 104 0 0 Indicative a-t-m Vol 0.00 Underlying Price 34.5800 Time to expiry: 11 Days 17 Sep 10 0.6600 -0.38 37.03 N/A 0 0| 0 1,000 0 0 3400 TotalN/A 0 0| 0 1,000 0 0 Total PutsN/A 0 0| 0 1,000 0 0 Grand TotalN/A 0 180| 7,317 224,679 +1,276 0 KBC Bancassurance Holding (KBQ) Indicative a-t-m Vol 0.00 Underlying Price 34.5800 Time to expiry: 11 Days 17 Sep 10 1.8000 -0.73 36.44 N/A 0 0| 0 600 0 0 3600 TotalN/A 0 0| 0 600 0 0 Total PutsN/A 0 0| 0 600 0 0 Grand TotalN/A 0 180| 7,377 226,339 +1,276 0 Kingfisher plc (KGX) Indicative a-t-m Vol 0.00 Underlying Price 217.900 Time to expiry: 466 Days 16 Dec 11 20.720 -0.36 29.49 N/A 0 0| 0 2,500 0 0 200 TotalN/A 0 0| 0 2,500 0 0 Total PutsN/A 0 0| 0 2,500 0 0 Grand TotalN/A 0 180| 7,437 231,399 +1,276 0 Koninklijke Ahold NV (AHJ) Equity Options 19:50 Business Day Mon 6 Sep 2010 Previous Business Day Fri 3 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 | Indicative a-t-m Vol 0.00 Underlying Price 9.8560 Time to expiry: 102 Days 17 Dec 10 0.0700 -0.09 31.10 N/A 0 0| 0 2,500 0 0 800 TotalN/A 0 0| 0 2,500 0 0 Total PutsN/A 0 0| 0 2,500 0 0 Grand TotalN/A 0 180| 7,497 234,636 +1,276 0 Koninklijke DSM NV (DSQ) Grand TotalN/A 0 180| 7,527 235,666 +1,276 0 Koninklijke Philips Electronics NV (PHQ) Indicative a-t-m Vol 0.00 Underlying Price 23.6350 Time to expiry: 11 Days 17 Sep 10 0.0400 -0.03 37.65 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 23.6350 Time to expiry: 102 Days 17 Dec 10 0.5247 -0.18 39.22 N/A 0 0| 0 5,000 0 0 2000 0.7240 -0.24 37.28 N/A 0 0| 0 1,000 0 0 2100 2.3500 -0.60 31.37 N/A 0 0| 0 4,000 0 0 2500 3.0119 -0.69 30.84 N/A 0 0| 0 2,500 0 0 2600 4.6000 -0.85 29.05 N/A 0 0| 0 2,500 0 0 2800 TotalN/A 0 0| 0 15,000 0 0 Total PutsN/A 0 0| 0 21,500 0 0 Grand TotalN/A 0 180| 7,887 279,026 +1,276 0 L'Oreal SA (ORQ) Indicative a-t-m Vol 0.00 Underlying Price 81.9300 Time to expiry: 11 Days 17 Sep 10 0.0200 -0.01 43.93 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 81.9300 Time to expiry: 102 Days 17 Dec 10 0.8800 -0.12 32.10 N/A 0 0| 0 600 0 0 6800 TotalN/A 0 0| 0 600 0 0 Total PutsN/A 0 0| 0 1,600 0 0 Grand TotalN/A 0 180| 7,977 280,716 +1,276 0 Lafarge SA (LAX) Indicative a-t-m Vol 0.00 Underlying Price 38.7750 Time to expiry: 11 Days 17 Sep 10 11.2170 -1.00 33.41 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 38.7750 Time to expiry: 102 Days 17 Dec 10 11.2429 -0.94 29.62 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 653.000 Time to expiry: 102 Days 17 Dec 10 263.360 -1.00 24.22 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 19:50 Business Day Mon 6 Sep 2010 Previous Business Day Fri 3 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 | Grand TotalN/A 0 180| 8,097 292,336 +1,276 0 Land Securities Group Plc (LSQ) Indicative a-t-m Vol 0.00 Underlying Price 653.000 Time to expiry: 284 Days 17 Jun 11 90.030 -0.65 22.57 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 37.0700 Time to expiry: 102 Days 17 Dec 10 0.4293 -0.09 44.78 N/A 0 0| 0 1,250 0 0 2800 TotalN/A 0 0| 0 1,250 0 0 Total PutsN/A 0 0| 0 1,250 0 0 Grand TotalN/A 0 180| 8,157 297,324 +1,276 0 Lanxess - Amer Phys FLEX Opt (ZYQ) Indicative a-t-m Vol 0.00 Underlying Price 37.0700 Time to expiry: 102 Days 17 Dec 10 1.5741 -0.29 38.61 N/A 0 0| 0 1,250 0 0 3400 TotalN/A 0 0| 0 1,250 0 0 Total PutsN/A 0 0| 0 1,250 0 0 Grand TotalN/A 0 180| 8,217 299,884 +1,276 0 Legal & General Group Plc (LGJ) Grand TotalN/A 0 180| 8,247 300,040 +1,276 0 Linde AG (LIQ) Indicative a-t-m Vol 0.00 Underlying Price 93.0700 Time to expiry: 193 Days 18 Mar 11 3.8543 -0.33 23.75 N/A 0 0| 0 300 0 0 8800 TotalN/A 0 0| 0 300 0 0 Total PutsN/A 0 0| 0 300 0 0 Grand TotalN/A 0 180| 8,337 301,430 +1,276 0 Lloyds Banking Group Plc - Amer Phys FLEX Opt (LLQ) Indicative a-t-m Vol 0.00 Underlying Price 72.880 Time to expiry: 11 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 0 180| 8,547 591,040 +1,276 0 Lloyds Banking Group Plc - Euro Cash FLEX Opt (LLJ) Grand TotalN/A 0 180| 8,577 591,282 +1,276 0 Lloyds Banking Group plc - Euro Phys FLEX Opt (LLX) Indicative a-t-m Vol 0.00 Underlying Price 72.880 Time to expiry: 102 Days 17 Dec 10 231.490 -1.00 48.74 N/A 0 0| 0 1,000 0 0 305 TotalN/A 0 0| 0 1,000 0 0 Total PutsN/A 0 0| 0 1,000 0 0 Grand TotalN/A 0 180| 8,637 593,342 +1,276 0 Lukoil OAO - Euro Phys FLEX Opt (LYV) Indicative a-t-m Vol 0.00 Underlying Price 54.3000 Time to expiry: 102 Days 17 Dec 10 Equity Options 19:50 Business Day Mon 6 Sep 2010 Previous Business Day Fri 3 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 | 6.1053 -0.61 33.94 N/A 0 0| 0 7,500 0 0 5800 7.8002 -0.70 33.08 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 54.3000 Time to expiry: 221 Days 15 Apr 11 4.2334 -0.33 38.41 N/A 0 0| 0 4,762 0 0 5000 TotalN/A 0 0| 0 4,762 0 0 Total PutsN/A 0 0| 0 13,012 0 0 Grand TotalN/A 0 180| 8,787 611,461 +1,276 0 LVMH Moet Hennessy Louis Vuitton SA (MDX) Indicative a-t-m Vol 0.00 Underlying Price 97.4700 Time to expiry: 11 Days 17 Sep 10 0.0233 -0.01 43.30 N/A 0 0| 0 800 0 0 8195 0.2000 -0.07 31.64 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 97.4700 Time to expiry: 102 Days 17 Dec 10 0.3200 -0.03 51.17 N/A 0 0| 0 1,000 0 0 6000 TotalN/A 0 0| 0 1,000 0 0 Total PutsN/A 0 0| 0 1,800 0 0 Grand TotalN/A 0 180| 8,997 615,121 +1,276 0 Man Group Plc (EWQ) Indicative a-t-m Vol 0.00 Underlying Price 235.400 Time to expiry: 102 Days 17 Dec 10 334.950 -1.00 35.93 N/A 0 0| 0 500 0 0 565 TotalN/A 0 0| 0 500 0 0 Total PutsN/A 0 0| 0 500 0 0 Grand TotalN/A 0 180| 9,117 616,306 +1,276 0 MAN SE - Amer Phys FLEX Opt (MJQ) Indicative a-t-m Vol 0.00 Underlying Price 72.4800 Time to expiry: 102 Days 17 Dec 10 1.7133 -0.21 33.95 N/A 0 0| 0 2,000 0 0 6400 TotalN/A 0 0| 0 2,000 0 0 Indicative a-t-m Vol 0.00 Underlying Price 72.4800 Time to expiry: 193 Days 18 Mar 11 5.2520 -0.39 31.88 N/A 0 0| 0 1,200 0 0 7000 TotalN/A 0 0| 0 1,200 0 0 Total PutsN/A 0 0| 0 3,200 0 0 Indicative a-t-m Vol 0.00 Underlying Price 359.700 Time to expiry: 102 Days 17 Dec 10 13.000 -0.35 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 0 180| 9,207 621,596 +1,276 0 Marks & Spencer Group Plc (MSU) Grand TotalN/A 0 180| 9,237 621,626 +1,276 0 Mediaset SpA - Euro Cash FLEX Opt (MHJ) Grand TotalN/A 0 180| 9,297 621,777 +1,276 0 Merck KGaA - Amer Phys FLEX Opt (KSQ) Equity Options 19:50 Business Day Mon 6 Sep 2010 Previous Business Day Fri 3 Sep 2010 Page 92 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 43.2000 Time to expiry: 102 Days 17 Dec 10 0.2600 -0.07 33.42 N/A 0 0| 0 1,000 0 0 3400 TotalN/A 0 0| 0 1,000 0 0 Total PutsN/A 0 0| 0 1,000 0 0 Grand TotalN/A 0 180| 9,327 625,807 +1,276 0 Metro AG (MEQ) Grand TotalN/A 0 180| 9,357 626,837 +1,276 0 Metso - Amer Phys FLEX Opt (MOQ) Grand TotalN/A 0 180| 9,387 628,867 +1,276 0 Michelin (MLQ) Indicative a-t-m Vol 0.00 Underlying Price 61.5900 Time to expiry: 11 Days 17 Sep 10 0.0100 0.00 50.19 N/A 0 0| 0 0 0 0 4800 TotalN/A 0 0| 0 0 0 0 Total PutsN/A 0 0| 0 0 0 0 Grand TotalN/A 0 180| 9,477 629,707 +1,276 0 Morrison WM Supermarkets (MIQ) Grand TotalN/A 0 180| 9,537 629,913 +1,276 0 Muenchener Rueckversicherungs AG (MUJ) Grand TotalN/A 0 180| 9,657 633,462 +1,276 0 National Grid Plc (NGQ)