Equity Options 22:05 Business Day Tue 7 Sep 2010 Previous Business Day Mon 6 Sep 2010 Page 1 Calls | Block | Opening Settle Delta Vola- Daily Trade Bclear Total | Official **Open Change Exer- Exer Trans Price tility High Low Volume Volume*** Volume | Volume Int cises Price | ICAP PLC - STND OPT (ICA) Indicative a-t-m Vol 28.47 Underlying Price 419.400 Time to expiry: 10 Days Sep 10 179.500 1.00 53.85 0 0 0| 0 0 0 0 240 159.500 1.00 52.79 0 0 0| 0 0 0 0 260 139.500 1.00 52.40 0 0 0| 0 0 0 0 280 119.500 1.00 50.48 0 0 0| 0 0 0 0 300 99.500 1.00 48.57 0 0 0| 0 0 0 0 320 79.500 1.00 45.86 0 0 0| 0 0 0 0 340 59.750 0.98 44.45 0 0 0| 0 0 0 0 360 50.000 0.96 41.36 0 0 0| 0 0 0 0 370 40.250 0.94 37.88 0 0 0| 0 0 0 0 380 30.750 0.89 34.97 0 0 0| 0 0 0 0 390 22.000 0.81 32.00 0 0 0| 0 11 0 0 400 14.250 0.68 29.99 0 0 0| 0 10 0 0 410 8.000 0.50 28.47 0 0 0| 0 29 0 0 420 4.000 0.31 27.96 0 0 0| 0 5 0 0 430 1.500 0.16 26.70 0 0 0| 0 20 0 0 440 0.500 0.07 26.70 0 0 0| 0 0 0 0 450 CAB 0.02 24.82 0 0 0| 0 2 0 0 460 CAB 0.00 24.82 0 0 0| 0 8 0 0 480 CAB 0.00 30.00 0 0 0| 0 0 0 0 560 Total 0 0 0| 0 85 0 0 Indicative a-t-m Vol 29.81 Underlying Price 419.400 Time to expiry: 101 Days Dec 10 104.000 0.91 41.29 0 0 0| 0 0 0 0 320 86.000 0.87 38.35 0 0 0| 0 0 0 0 340 68.500 0.82 35.69 0 0 0| 0 2 0 0 360 52.500 0.75 33.34 0 0 0| 0 0 0 0 380 38.750 0.65 31.66 0 0 0| 0 250 0 0 400 26.500 0.53 29.81 0 0 0| 0 1 0 0 420 17.250 0.41 28.49 0 0 0| 0 4 0 0 440 10.250 0.29 27.47 0 0 0| 0 5 0 0 460 6.000 0.19 26.75 0 0 0| 0 0 0 0 480 Total 0 0 0| 0 262 0 0 Indicative a-t-m Vol 29.81 Underlying Price 419.400 Time to expiry: 192 Days Mar 11 108.750 0.87 40.84 0 0 0| 0 0 0 0 320 74.250 0.78 34.84 0 0 0| 0 0 0 0 360 59.250 0.71 32.76 0 0 0| 0 0 0 0 380 45.750 0.63 31.04 0 0 0| 0 0 0 0 400 34.500 0.54 29.81 0 0 0| 0 0 0 0 420 25.000 0.44 28.74 0 0 0| 0 13 0 0 440 17.250 0.35 27.57 0 0 0| 0 6 0 0 460 11.750 0.27 26.94 0 0 0| 0 0 0 0 480 Total 0 0 0| 0 19 0 0 Total Calls 0 0 0| 0 366 0 0 | Equity Options 22:05 Business Day Tue 7 Sep 2010 Previous Business Day Mon 6 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 29.11 Underlying Price 419.400 Time to expiry: 10 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 -0.01 48.00 0 0 0| 0 5 0 0 340 0.250 -0.03 46.00 0 0 0| 0 8 0 0 360 0.500 -0.04 42.69 0 0 0| 0 0 0 0 370 0.750 -0.06 37.67 0 0 0| 0 65 0 0 380 1.250 -0.10 33.87 0 0 0| 0 1 0 0 390 2.500 -0.19 32.73 0 0 0| 0 37 0 0 400 4.750 -0.32 30.26 0 0 0| 0 1 0 0 410 8.750 -0.50 29.11 0 0 0| 0 11 0 0 420 14.500 -0.69 28.20 0 0 0| 0 0 0 0 430 22.250 -0.84 26.88 0 0 0| 0 0 0 0 440 31.250 -0.92 28.80 0 0 0| 0 0 0 0 450 40.750 -0.98 26.62 0 0 0| 0 0 0 0 460 60.500 -1.00 26.88 0 0 0| 0 0 0 0 480 140.500 -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 29.81 Underlying Price 419.400 Time to expiry: 101 Days Dec 10 2.750 -0.07 37.14 0 0 0| 0 23 0 0 320 4.750 -0.11 36.03 0 0 0| 0 10 0 0 340 7.750 -0.17 34.54 0 0 0| 0 15 0 0 360 12.000 -0.25 32.85 0 0 0| 0 0 0 0 380 18.000 -0.35 31.02 0 0 0| 0 256 0 0 400 26.250 -0.47 29.81 0 0 0| 0 0 0 0 420 36.750 -0.59 28.30 0 0 0| 0 0 0 0 440 50.000 -0.72 27.09 0 0 0| 0 0 0 0 460 65.250 -0.82 26.16 0 0 0| 0 0 0 0 480 Total 0 0 0| 0 304 0 0 Indicative a-t-m Vol 29.21 Underlying Price 419.400 Time to expiry: 192 Days Mar 11 7.750 -0.13 35.79 0 0 0| 0 0 0 0 320 15.500 -0.24 33.08 0 0 0| 0 16 0 0 360 21.250 -0.31 31.73 0 0 0| 0 0 0 0 380 28.500 -0.39 30.41 0 0 0| 0 0 0 0 400 37.500 -0.48 29.21 0 0 0| 0 0 0 0 420 48.500 -0.57 28.34 0 0 0| 0 0 0 0 440 61.000 -0.66 27.27 0 0 0| 0 0 0 0 460 75.500 -0.74 26.55 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| 42,264 43,134 0 0 Equity Options 22:05 Business Day Tue 7 Sep 2010 Previous Business Day Mon 6 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 15.85 Underlying Price 1865.000 Time to expiry: 10 Days Sep 10 465.500 1.00 46.65 0 0 0| 0 0 0 0 1400 265.500 1.00 29.11 0 0 0| 0 0 0 0 1600 165.500 0.99 22.13 0 0 0| 0 0 0 0 1700 116.000 0.97 19.14 0 0 0| 0 0 0 0 1750 68.500 0.89 17.10 0 0 0| 0 2 0 0 1800 29.000 0.62 15.90 0 0 0| 0 361 0 0 1850 7.500 0.25 15.72 0 0 0| 0 315 0 0 1900 2.000 0.08 17.61 0 0 0| 2 300 -2 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 0| 2 2,803 -2 0 Indicative a-t-m Vol 21.02 Underlying Price 1865.000 Time to expiry: 101 Days Dec 10 471.000 0.97 29.79 0 0 0| 0 0 0 0 1400 280.500 0.90 24.32 0 0 0| 0 0 0 0 1600 194.500 0.80 22.71 0 0 0| 0 15 0 0 1700 122.000 0.65 21.51 0 0 0| 0 1,201 0 0 1800 65.000 67.500 0.46 20.76 65.000 65.000 0 0 150| 2 341 +2 0 1900 31.000 34.500 0.29 20.72 31.000 31.000 0 0 5| 3 2,654 0 0 2000 7.000 0.08 20.88 0 0 0| 0 452 0 0 2200 1.500 0.02 22.04 0 0 0| 0 0 0 0 2400 Total 0 0 155| 5 4,663 +2 0 Indicative a-t-m Vol 21.30 Underlying Price 1865.000 Time to expiry: 192 Days Mar 11 291.500 0.86 24.94 0 0 0| 0 0 0 0 1600 209.000 0.77 22.99 0 0 0| 0 0 0 0 1700 140.500 0.63 22.07 0 0 0| 0 0 0 0 1800 85.500 0.47 20.89 0 0 0| 0 9 0 0 1900 49.500 0.32 20.45 0 0 0| 0 78 0 0 2000 14.500 0.12 20.27 0 0 0| 0 2 0 0 2200 5.000 0.04 21.44 0 0 0| 0 0 0 0 2400 Total 0 0 0| 0 89 0 0 Total Calls 0 0 155| 7 7,555 0 0 | Equity Options 22:05 Business Day Tue 7 Sep 2010 Previous Business Day Mon 6 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 16.18 Underlying Price 1865.000 Time to expiry: 10 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 CAB 0.00 20.65 0 0 0| 2 161 0 0 1700 0.500 -0.02 18.56 0 0 0| 0 105 0 0 1750 3.000 -0.11 17.13 0 0 0| 1 1,525 -1 0 1800 17.000 14.000 -0.38 16.21 17.000 17.000 0 0 3| 0 3,133 0 0 1850 43.000 -0.74 16.12 0 0 0| 0 533 0 0 1900 86.500 -0.93 16.93 0 0 0| 0 0 0 0 1950 135.000 -1.00 16.29 0 0 0| 0 118 0 0 2000 235.000 -1.00 17.91 0 0 0| 0 0 0 0 2100 335.000 -1.00 17.91 0 0 0| 0 0 0 0 2200 535.000 -1.00 17.91 0 0 0| 0 0 0 0 2400 935.000 -1.00 17.91 0 0 0| 0 0 0 0 2800 Total 0 0 3| 3 6,490 -1 0 Indicative a-t-m Vol 20.72 Underlying Price 1865.000 Time to expiry: 101 Days Dec 10 2.500 -0.02 28.73 0 0 0| 0 20 0 0 1400 11.500 -0.10 23.92 0 0 0| 0 28 0 0 1600 25.000 -0.19 22.38 0 0 0| 9 561 +3 0 1700 52.000 -0.35 21.10 0 0 0| 1 924 0 0 1800 98.000 -0.54 20.52 0 0 0| 0 500 0 0 1900 165.000 -0.72 20.35 0 0 0| 0 265 0 0 2000 337.000 -0.96 18.69 0 0 0| 0 0 0 0 2200 535.000 -1.00 21.07 0 0 0| 0 0 0 0 2400 Total 0 0 0| 10 2,298 +3 0 Indicative a-t-m Vol 20.09 Underlying Price 1865.000 Time to expiry: 192 Days Mar 11 38.500 36.000 -0.20 22.88 38.500 38.500 0 0 5| 0 5 0 0 1600 64.000 61.500 -0.31 21.72 64.000 64.000 0 0 5| 0 0 0 0 1700 100.500 -0.45 20.80 0 0 0| 0 35 0 0 1800 152.500 -0.60 19.71 0 0 0| 0 2 0 0 1900 222.500 -0.73 19.41 0 0 0| 0 0 0 0 2000 392.500 -0.92 18.58 0 0 0| 0 0 0 0 2200 584.500 -0.98 18.47 0 0 0| 0 0 0 0 2400 Total 0 0 10| 0 42 0 0 Total Puts 0 0 13| 13 8,830 +2 0 Grand Total 0 0 168| 32,892 49,257 +2 0 Equity Options 22:05 Business Day Tue 7 Sep 2010 Previous Business Day Mon 6 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 29.86 Underlying Price 1065.000 Time to expiry: 10 Days Sep 10 265.000 1.00 51.01 0 0 0| 0 0 0 0 800 225.000 1.00 46.64 0 0 0| 0 0 0 0 840 185.000 1.00 38.77 0 0 0| 0 0 0 0 880 145.500 0.99 35.26 0 0 0| 0 10 0 0 920 106.000 0.97 32.93 0 0 0| 0 1 0 0 960 86.500 0.95 30.35 0 0 0| 0 3 0 0 980 68.500 0.89 30.87 0 0 0| 0 9 0 0 1000 30.500 0.62 30.09 0 0 0| 0 6 0 0 1050 9.000 0.27 29.32 0 0 0| 0 11 0 0 1100 1.500 0.06 28.54 0 0 0| 0 319 0 0 1150 CAB 0.01 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 31.87 Underlying Price 1065.000 Time to expiry: 101 Days Dec 10 202.000 0.87 36.24 0 0 0| 0 3 0 0 880 138.500 0.75 34.22 0 0 0| 0 10 0 0 960 110.500 0.68 33.18 0 0 0| 0 302 0 0 1000 55.500 0.46 31.16 0 0 0| 0 501 0 0 1100 20.000 23.500 0.25 29.66 20.000 20.000 0 0 4| 0 411 0 0 1200 8.500 0.12 29.26 0 0 0| 0 109 0 0 1300 3.500 0.05 29.96 0 0 0| 0 41 0 0 1400 Total 0 0 4| 0 1,377 0 0 Indicative a-t-m Vol 31.25 Underlying Price 1065.000 Time to expiry: 192 Days Mar 11 221.000 0.81 35.57 0 0 0| 0 0 0 0 880 162.500 0.71 33.85 0 0 0| 0 0 0 0 960 136.500 0.66 32.88 0 0 0| 0 12 0 0 1000 80.500 0.49 30.38 0 0 0| 0 15 0 0 1100 46.000 0.34 29.80 0 0 0| 0 0 0 0 1200 23.500 0.20 28.90 0 0 0| 0 2 0 0 1300 12.500 0.12 29.27 0 0 0| 0 0 0 0 1400 Total 0 0 0| 0 29 0 0 Total Calls 0 0 4| 0 1,819 0 0 | Equity Options 22:05 Business Day Tue 7 Sep 2010 Previous Business Day Mon 6 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 30.70 Underlying Price 1065.000 Time to expiry: 10 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 -0.08 35.45 0 0 0| 0 50 0 0 980 5.000 -0.14 34.83 0 0 0| 0 776 0 0 1000 16.000 -0.38 31.08 0 0 0| 0 18 0 0 1050 44.000 -0.72 29.83 0 0 0| 0 17 0 0 1100 87.000 -0.92 30.84 0 0 0| 0 30 0 0 1150 135.500 -0.98 32.24 0 0 0| 0 2 0 0 1200 185.000 -1.00 32.94 0 0 0| 0 0 0 0 1250 235.000 -1.00 33.99 0 0 0| 0 0 0 0 1300 335.000 -1.00 33.99 0 0 0| 0 0 0 0 1400 Total 0 0 0| 0 952 0 0 Indicative a-t-m Vol 31.56 Underlying Price 1065.000 Time to expiry: 101 Days Dec 10 13.500 -0.13 35.05 0 0 0| 0 28 0 0 880 30.000 -0.25 33.34 0 0 0| 0 403 0 0 960 44.000 -0.32 33.28 0 0 0| 0 22 0 0 1000 87.500 -0.54 30.63 0 0 0| 5 33 -5 0 1100 155.000 -0.76 28.97 0 0 0| 0 10 0 0 1200 242.000 -0.89 29.55 0 0 0| 0 2 0 0 1300 337.000 -0.96 30.13 0 0 0| 0 0 0 0 1400 Total 0 0 0| 5 498 -5 0 Indicative a-t-m Vol 31.19 Underlying Price 1065.000 Time to expiry: 192 Days Mar 11 29.500 -0.18 34.21 0 0 0| 0 10 0 0 880 52.500 -0.29 33.39 0 0 0| 0 10 0 0 960 65.500 -0.34 32.03 0 0 0| 0 10 0 0 1000 112.500 -0.51 30.73 0 0 0| 0 29 0 0 1100 176.000 -0.67 29.60 0 0 0| 0 0 0 0 1200 253.500 -0.81 28.42 0 0 0| 0 0 0 0 1300 343.000 -0.89 28.66 0 0 0| 0 1 0 0 1400 Total 0 0 0| 0 60 0 0 Total Puts 0 0 0| 5 1,510 -5 0 Grand Total 0 0 4| 32,877 36,201 -5 0 Equity Options 22:05 Business Day Tue 7 Sep 2010 Previous Business Day Mon 6 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 47.28 Underlying Price 386.900 Time to expiry: 10 Days Sep 10 147.000 1.00 86.21 0 0 0| 0 0 0 0 240 127.000 1.00 77.72 0 0 0| 0 0 0 0 260 107.000 1.00 72.83 0 0 0| 0 0 0 0 280 97.000 0.99 68.89 0 0 0| 0 0 0 0 290 87.250 0.99 67.17 0 0 0| 0 21 0 0 300 77.250 0.98 61.81 0 0 0| 0 35 0 0 310 67.500 0.97 58.51 0 0 0| 0 73 0 0 320 57.750 0.95 56.24 0 0 0| 6 588 0 0 330 48.250 0.92 54.63 0 0 0| 0 1,901 0 0 340 39.000 0.88 50.39 0 0 0| 0 0 0 0 350 30.250 0.82 47.39 0 0 0| 0 1,391 0 0 360 22.500 0.73 46.02 0 0 0| 10 1,135 0 0 370 12.750 16.250 0.60 46.81 12.750 12.750 0 0 1| 0 546 0 0 380 11.250 0.48 47.48 0 0 0| 0 0 0 0 390 6.750 8.750 0.38 52.84 8.000 6.750 0 0 130| 100 1,685 +670 0 400 3.000 0.17 48.21 0 0 0| 0 0 0 0 420 0.750 0.06 47.48 0 0 0| 0 0 0 0 440 Total 0 0 131| 116 7,375 +670 0 Indicative a-t-m Vol 30.56 Underlying Price 386.900 Time to expiry: 101 Days Dec 10 147.250 0.99 50.53 0 0 0| 0 0 0 0 240 127.250 0.99 43.99 0 0 0| 0 0 0 0 260 107.000 1.00 33.19 0 0 0| 0 0 0 0 280 88.000 0.95 37.01 0 0 0| 0 29 0 0 300 69.000 0.90 33.08 0 0 0| 0 210 0 0 320 52.750 0.80 32.68 0 0 0| 0 261 0 0 340 38.250 0.68 31.58 0 0 0| 0 1,825 0 0 360 26.500 0.56 30.72 0 0 0| 6 43 +6 0 380 17.500 0.43 30.26 0 0 0| 20 144 0 0 400 11.250 0.31 30.29 0 0 0| 0 0 0 0 420 7.000 0.21 29.94 0 0 0| 0 0 0 0 440 Total 0 0 0| 26 2,512 +6 0 Indicative a-t-m Vol 28.43 Underlying Price 386.900 Time to expiry: 192 Days Mar 11 147.500 0.98 43.06 0 0 0| 0 0 0 0 240 108.250 0.95 33.81 0 0 0| 0 0 0 0 280 89.750 0.90 31.86 0 0 0| 0 0 0 0 300 73.000 0.83 30.73 0 0 0| 0 24 0 0 320 58.250 0.75 30.03 0 0 0| 0 40 0 0 340 45.000 0.66 29.25 0 0 0| 0 27 0 0 360 33.750 0.56 28.63 0 0 0| 0 0 0 0 380 24.500 0.46 28.08 0 0 0| 0 67 0 0 400 17.250 0.36 27.43 0 0 0| 0 0 0 0 420 11.500 0.27 26.73 0 0 0| 0 11 0 0 440 Total 0 0 0| 0 169 0 0 Equity Options 22:05 Business Day Tue 7 Sep 2010 Previous Business Day Mon 6 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 0 131| 142 10,056 +676 0 | Equity Options 22:05 Business Day Tue 7 Sep 2010 Previous Business Day Mon 6 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 45.63 Underlying Price 386.900 Time to expiry: 10 Days Sep 10 CAB 0.00 61.56 0 0 0| 0 64 0 0 240 CAB 0.00 61.48 0 0 0| 0 5 0 0 260 CAB 0.00 59.21 0 0 0| 0 389 0 0 280 CAB 0.00 57.75 0 0 0| 0 0 0 0 290 CAB 0.00 56.30 0 0 0| 0 3,047 0 0 300 CAB -0.01 54.89 0 0 0| 0 3 0 0 310 0.250 -0.02 53.46 0 0 0| 0 90 0 0 320 0.500 -0.04 52.15 0 0 0| 0 336 0 0 330 1.000 -0.07 51.07 0 0 0| 0 359 0 0 340 1.750 -0.10 47.70 0 0 0| 0 5 0 0 350 3.250 -0.18 47.05 0 0 0| 4 60 0 0 360 5.750 -0.28 47.84 0 0 0| 0 354 0 0 370 9.250 -0.40 46.42 0 0 0| 0 41 0 0 380 13.750 -0.52 45.29 0 0 0| 0 0 0 0 390 19.750 -0.65 44.52 0 0 0| 0 0 0 0 400 35.250 -0.85 43.87 0 0 0| 0 0 0 0 420 53.750 -0.95 45.41 0 0 0| 0 0 0 0 440 Total 0 0 0| 4 4,753 0 0 Indicative a-t-m Vol 30.32 Underlying Price 386.900 Time to expiry: 101 Days Dec 10 0.500 -0.01 42.00 0 0 0| 0 476 0 0 240 0.750 -0.03 40.00 0 0 0| 0 10 0 0 260 1.500 -0.05 37.90 0 0 0| 0 39 0 0 280 3.500 3.000 -0.08 35.89 3.500 3.500 0 0 20| 0 1,561 0 0 300 5.000 -0.13 33.81 0 0 0| 0 91 0 0 320 9.500 8.750 -0.22 32.47 9.500 9.500 0 0 20| 0 81 0 0 340 14.500 -0.32 31.29 0 0 0| 0 45 0 0 360 22.750 -0.45 30.46 0 0 0| 0 0 0 0 380 34.000 -0.58 30.05 0 0 0| 0 0 0 0 400 47.750 -0.69 29.93 0 0 0| 0 0 0 0 420 63.500 -0.79 30.05 0 0 0| 0 0 0 0 440 Total 0 0 40| 0 2,303 0 0 Indicative a-t-m Vol 28.06 Underlying Price 386.900 Time to expiry: 192 Days Mar 11 3.000 -0.05 44.32 0 0 0| 0 9 0 0 240 3.500 -0.08 33.48 0 0 0| 0 28 0 0 280 5.000 5.500 -0.12 31.65 5.000 5.000 0 0 6| 0 11 0 0 300 8.000 -0.17 29.35 0 0 0| 0 6 0 0 320 13.000 -0.25 28.77 0 0 0| 0 10 0 0 340 18.250 -0.33 26.57 0 0 0| 0 45 0 0 360 27.500 29.250 -0.44 28.28 27.500 27.500 0 0 2| 0 5 0 0 380 40.000 -0.54 27.65 0 0 0| 0 4 0 0 400 52.750 -0.64 27.06 0 0 0| 0 0 0 0 420 67.250 -0.73 26.57 0 0 0| 0 0 0 0 440 Total 0 0 8| 0 118 0 0 Total Puts 0 0 48| 4 7,174 0 0 Equity Options 22:05 Business Day Tue 7 Sep 2010 Previous Business Day Mon 6 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 0 179| 44,758 61,842 +676 0 Equity Options 22:05 Business Day Tue 7 Sep 2010 Previous Business Day Mon 6 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 38.42 Underlying Price 269.200 Time to expiry: 10 Days Sep 10 69.250 1.00 50.88 0 0 0| 0 0 0 0 200 59.250 1.00 45.96 0 0 0| 0 0 0 0 210 49.250 1.00 41.56 0 0 0| 0 0 0 0 220 44.250 1.00 39.72 0 0 0| 0 0 0 0 225 39.250 0.99 39.01 0 0 0| 0 0 0 0 230 34.250 0.98 38.16 0 0 0| 0 0 0 0 235 29.500 0.97 36.98 0 0 0| 0 7 0 0 240 24.750 0.94 36.23 0 0 0| 0 0 0 0 245 20.250 0.89 36.13 0 0 0| 0 0 0 0 250 12.500 0.72 36.98 0 0 0| 0 40 0 0 260 6.750 0.50 38.42 0 0 0| 0 25 0 0 270 3.500 0.30 41.02 0 0 0| 0 7 0 0 280 2.000 0.19 45.93 0 0 0| 0 0 0 0 290 1.500 0.13 52.87 0 0 0| 0 510 0 0 300 1.000 0.08 56.63 0 0 0| 0 0 0 0 310 0.500 0.05 58.36 0 0 0| 0 27 0 0 320 0.250 0.01 60.19 0 0 0| 0 171 0 0 340 CAB 0.00 59.17 0 0 0| 0 20 0 0 360 CAB 0.00 57.15 0 0 0| 0 1 0 0 400 Total 0 0 0| 0 808 0 0 Indicative a-t-m Vol 33.97 Underlying Price 269.200 Time to expiry: 101 Days Dec 10 70.250 0.96 37.07 0 0 0| 0 0 0 0 200 52.250 0.88 36.15 0 0 0| 0 0 0 0 220 43.750 0.84 34.85 0 0 0| 0 0 0 0 230 36.000 0.77 34.23 0 0 0| 0 1 0 0 240 23.500 0.61 34.30 0 0 0| 0 1,065 0 0 260 14.250 0.44 33.64 0 0 0| 0 5 0 0 280 8.000 0.29 33.52 0 0 0| 0 20 0 0 300 4.250 0.18 33.53 0 0 0| 0 534 0 0 320 2.750 0.12 34.98 0 0 0| 0 0 0 0 340 1.750 0.08 36.98 0 0 0| 0 0 0 0 360 0.500 0.03 37.76 0 0 0| 0 8 0 0 400 Total 0 0 0| 0 1,633 0 0 Indicative a-t-m Vol 33.27 Underlying Price 269.200 Time to expiry: 192 Days Mar 11 72.750 0.90 36.47 0 0 0| 0 0 0 0 200 56.250 0.82 35.30 0 0 0| 0 0 0 0 220 49.000 0.77 35.09 0 0 0| 0 0 0 0 230 42.250 0.72 34.52 0 0 0| 0 2 0 0 240 30.500 0.60 33.80 0 0 0| 0 0 0 0 260 20.750 0.48 32.74 0 0 0| 0 0 0 0 280 14.000 0.37 32.69 0 0 0| 0 10 0 0 300 9.250 0.27 32.72 0 0 0| 0 0 0 0 320 4.000 0.14 33.24 0 0 0| 0 0 0 0 360 Total 0 0 0| 0 12 0 0 Equity Options 22:05 Business Day Tue 7 Sep 2010 Previous Business Day Mon 6 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| 0 2,453 0 0 | ITV Plc - STND OPT (GME) Indicative a-t-m Vol 47.29 Underlying Price 57.050 Time to expiry: 10 Days Sep 10 17.000 1.00 62.47 0 0 0| 0 0 0 0 40 13.000 1.00 56.66 0 0 0| 0 0 0 0 44 11.000 0.99 51.68 0 0 0| 0 0 0 0 46 9.000 0.98 49.87 0 0 0| 0 0 0 0 48 5.250 0.88 47.81 0 0 0| 0 20 0 0 52 2.500 0.61 46.78 0 0 0| 0 250 0 0 56 0.750 0.29 47.81 0 0 0| 0 20 0 0 60 0.250 0.07 44.72 0 0 0| 0 1,231 0 0 64 CAB 0.01 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 44.13 Underlying Price 57.050 Time to expiry: 101 Days Dec 10 17.750 0.93 51.25 0 0 0| 0 0 0 0 40 14.250 0.87 49.18 0 0 0| 0 0 0 0 44 11.000 0.80 47.08 0 0 0| 0 0 0 0 48 5.750 0.58 44.00 0 0 0| 0 520 0 0 56 4.250 0.46 44.27 0 0 0| 0 195 0 0 60 2.750 0.35 42.93 0 0 0| 0 295 0 0 64 0.750 0.15 37.81 0 0 0| 0 62 0 0 72 0.250 0.05 35.98 0 0 0| 0 4 0 0 80 CAB 0.00 28.10 0 0 0| 0 0 0 0 120 Total 0 0 0| 0 1,076 0 0 Indicative a-t-m Vol 42.63 Underlying Price 57.050 Time to expiry: 192 Days Mar 11 18.500 0.89 46.62 0 0 0| 0 0 0 0 40 15.500 0.83 47.28 0 0 0| 0 0 0 0 44 12.750 0.76 46.87 0 0 0| 0 0 0 0 48 7.750 0.59 44.18 0 0 0| 0 0 0 0 56 5.750 0.50 41.07 0 0 0| 0 13 0 0 60 4.250 0.41 41.15 0 0 0| 0 38 0 0 64 1.000 0.13 36.86 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 22:05 Business Day Tue 7 Sep 2010 Previous Business Day Mon 6 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 37.20 Underlying Price 269.200 Time to expiry: 10 Days Sep 10 CAB 0.00 45.88 0 0 0| 0 0 0 0 200 CAB 0.00 39.61 0 0 0| 0 0 0 0 210 CAB 0.00 35.43 0 0 0| 0 0 0 0 220 CAB 0.00 33.70 0 0 0| 0 0 0 0 225 CAB 0.00 33.63 0 0 0| 0 4 0 0 230 CAB -0.01 33.58 0 0 0| 0 0 0 0 235 CAB -0.02 33.04 0 0 0| 0 7 0 0 240 0.250 -0.05 32.70 0 0 0| 0 5 0 0 245 0.750 -0.09 33.09 0 0 0| 0 5 0 0 250 2.750 -0.27 34.20 0 0 0| 0 35 0 0 260 7.250 -0.50 37.20 0 0 0| 0 220 0 0 270 14.250 -0.70 39.82 0 0 0| 0 15 0 0 280 22.250 -0.85 39.82 0 0 0| 0 5 0 0 290 31.250 -0.94 39.45 0 0 0| 0 5 0 0 300 41.000 -0.98 40.45 0 0 0| 0 0 0 0 310 50.750 -0.99 41.45 0 0 0| 0 15 0 0 320 70.750 -1.00 42.51 0 0 0| 0 8 0 0 340 90.750 -1.00 42.51 0 0 0| 0 0 0 0 360 130.750 -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 33.59 Underlying Price 269.200 Time to expiry: 101 Days Dec 10 1.250 -0.05 36.10 0 0 0| 0 0 0 0 200 3.250 -0.12 35.37 0 0 0| 0 0 0 0 220 5.250 -0.18 35.38 0 0 0| 0 0 0 0 230 7.750 -0.24 34.91 0 0 0| 1 532 +1 0 240 16.000 14.750 -0.40 33.55 16.000 16.000 0 0 50| 0 21 0 0 260 26.000 -0.56 33.64 0 0 0| 0 83 0 0 280 40.000 -0.70 34.18 0 0 0| 0 10 0 0 300 56.000 -0.82 33.51 0 0 0| 0 54 0 0 320 74.500 -0.88 35.14 0 0 0| 0 0 0 0 340 93.000 -0.94 33.59 0 0 0| 0 2 0 0 360 132.250 -0.98 35.88 0 0 0| 0 0 0 0 400 Total 0 0 50| 1 702 +1 0 Indicative a-t-m Vol 32.83 Underlying Price 269.200 Time to expiry: 192 Days Mar 11 4.000 -0.10 36.06 0 0 0| 0 0 0 0 200 7.500 -0.18 34.80 0 0 0| 0 9 0 0 220 10.000 -0.23 34.58 0 0 0| 0 14 0 0 230 14.000 13.250 -0.28 34.13 14.000 14.000 0 0 6| 0 0 0 0 240 21.000 -0.40 32.81 0 0 0| 0 0 0 0 260 32.000 -0.52 32.86 0 0 0| 0 25 0 0 280 45.250 -0.64 32.46 0 0 0| 0 0 0 0 300 60.750 -0.73 33.07 0 0 0| 0 6 0 0 320 95.250 -0.87 32.69 0 0 0| 0 0 0 0 360 Total 0 0 6| 0 54 0 0 Equity Options 22:05 Business Day Tue 7 Sep 2010 Previous Business Day Mon 6 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 56| 1 1,080 +1 0 Grand Total 0 0 56| 45,787 49,319 +1 0 ITV Plc - STND OPT (GME) Indicative a-t-m Vol 45.77 Underlying Price 57.050 Time to expiry: 10 Days Sep 10 CAB 0.00 54.28 0 0 0| 0 0 0 0 40 CAB 0.00 50.58 0 0 0| 0 0 0 0 44 CAB 0.00 46.14 0 0 0| 0 0 0 0 46 CAB -0.01 44.66 0 0 0| 0 110 0 0 48 0.250 -0.10 42.48 0 0 0| 0 0 0 0 52 1.250 -0.39 43.18 0 0 0| 0 1,375 0 0 56 3.750 -0.71 48.36 0 0 0| 0 20 0 0 60 7.250 -0.91 48.36 0 0 0| 0 30 0 0 64 15.000 -0.99 54.79 0 0 0| 0 0 0 0 72 23.000 -1.00 60.94 0 0 0| 0 0 0 0 80 63.000 -1.00 97.19 0 0 0| 0 0 0 0 120 Total 0 0 0| 0 1,535 0 0 Indicative a-t-m Vol 42.41 Underlying Price 57.050 Time to expiry: 101 Days Dec 10 0.250 -0.05 45.31 0 0 0| 0 0 0 0 40 0.750 -0.11 45.44 0 0 0| 0 18 0 0 44 1.750 -0.20 44.74 0 0 0| 0 50 0 0 48 4.500 -0.42 41.76 0 0 0| 0 62 0 0 56 6.750 -0.54 43.05 0 0 0| 0 24 0 0 60 9.250 -0.66 41.07 0 0 0| 0 39 0 0 64 15.750 -0.86 37.88 0 0 0| 0 0 0 0 72 23.000 -0.96 36.56 0 0 0| 0 0 0 0 80 63.000 -1.00 30.25 0 0 0| 0 0 0 0 120 Total 0 0 0| 0 193 0 0 Indicative a-t-m Vol 41.74 Underlying Price 57.050 Time to expiry: 192 Days Mar 11 1.000 -0.10 44.98 0 0 0| 0 0 0 0 40 2.000 -0.16 44.58 0 0 0| 0 32 0 0 44 3.000 -0.24 43.95 0 0 0| 0 66 0 0 48 6.250 -0.41 42.35 0 0 0| 0 0 0 0 56 8.500 -0.50 41.13 0 0 0| 0 25 0 0 60 11.000 -0.59 40.59 0 0 0| 0 0 0 0 64 23.250 -0.91 32.64 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 56| 77,485 85,688 +1 0 Equity Options 22:05 Business Day Tue 7 Sep 2010 Previous Business Day Mon 6 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 40.18 Underlying Price 1246.000 Time to expiry: 10 Days Sep 10 366.000 1.00 56.79 0 0 0| 0 0 0 0 880 326.000 1.00 56.16 0 0 0| 0 0 0 0 920 286.000 286.000 1.00 54.27 286.000 286.000 0 0 20| 0 0 0 0 960 266.000 1.00 52.80 0 0 0| 0 0 0 0 980 246.000 1.00 51.33 0 0 0| 0 0 0 0 1000 196.000 1.00 48.74 0 0 0| 0 3 0 0 1050 146.500 0.98 46.11 0 0 0| 0 0 0 0 1100 99.500 0.87 42.75 0 0 0| 0 322 0 0 1150 60.500 0.70 41.83 0 0 0| 0 578 0 0 1200 31.000 0.48 40.04 0 0 0| 6 5 -6 0 1250 13.500 0.27 40.06 0 0 0| 0 27 0 0 1300 5.000 0.12 39.52 0 0 0| 0 0 0 0 1350 1.500 0.04 39.00 0 0 0| 0 24 0 0 1400 CAB 0.00 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 20| 6 1,183 -6 0 Indicative a-t-m Vol 44.09 Underlying Price 1246.000 Time to expiry: 101 Days Dec 10 379.000 0.92 52.93 0 0 0| 0 0 0 0 880 344.000 0.89 51.74 0 0 0| 0 0 0 0 920 309.000 0.87 50.15 0 0 0| 0 0 0 0 960 276.500 0.83 49.34 0 0 0| 0 0 0 0 1000 202.500 0.73 47.23 0 0 0| 0 271 0 0 1100 138.500 0.61 44.65 0 0 0| 0 89 -70 0 1200 90.500 0.47 43.44 0 0 0| 0 78 0 0 1300 56.000 0.34 42.38 0 0 0| 6 17 +6 0 1400 32.000 0.23 41.16 0 0 0| 0 3 0 0 1500 18.000 0.15 40.83 0 0 0| 0 5 0 0 1600 11.000 0.09 41.38 0 0 0| 0 2 0 0 1700 6.500 0.06 41.83 0 0 0| 0 6 0 0 1800 Total 0 0 0| 6 471 -64 0 Indicative a-t-m Vol 43.15 Underlying Price 1246.000 Time to expiry: 192 Days Mar 11 397.500 0.88 48.91 0 0 0| 0 0 0 0 880 366.000 0.85 48.38 0 0 0| 0 0 0 0 920 334.500 0.82 47.56 0 0 0| 0 0 0 0 960 305.500 0.79 47.05 0 0 0| 0 0 0 0 1000 237.000 0.71 45.29 0 0 0| 0 8 0 0 1100 179.000 0.61 43.73 0 0 0| 0 4 0 0 1200 131.000 0.51 42.48 0 0 0| 0 7 0 0 1300 94.500 0.41 41.90 0 0 0| 0 0 0 0 1400 45.500 0.24 40.39 0 0 0| 0 0 0 0 1600 Total 0 0 0| 0 19 0 0 Equity Options 22:05 Business Day Tue 7 Sep 2010 Previous Business Day Mon 6 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 20| 12 1,673 -70 0 | Equity Options 22:05 Business Day Tue 7 Sep 2010 Previous Business Day Mon 6 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 42.35 Underlying Price 1246.000 Time to expiry: 10 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 -0.01 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 3.000 -0.07 47.91 0 0 0| 0 161 0 0 1100 8.000 -0.15 45.25 0 0 0| 0 10 0 0 1150 20.000 -0.31 44.21 0 0 0| 0 750 0 0 1200 40.500 -0.52 42.19 0 0 0| 0 4 0 0 1250 72.000 -0.73 41.26 0 0 0| 0 101 -10 0 1300 113.000 -0.87 40.80 0 0 0| 0 0 0 0 1350 159.500 -0.95 41.83 0 0 0| 0 28 0 0 1400 258.000 -1.00 42.52 0 0 0| 0 21 0 0 1500 357.500 -1.00 43.21 0 0 0| 0 302 0 0 1600 457.500 -1.00 44.22 0 0 0| 0 0 0 0 1700 557.500 -1.00 45.25 0 0 0| 0 2 0 0 1800 Total 0 0 0| 0 1,443 -10 0 Indicative a-t-m Vol 43.29 Underlying Price 1246.000 Time to expiry: 101 Days Dec 10 15.000 -0.08 52.82 0 0 0| 1 1 -1 0 880 19.500 -0.11 51.44 0 0 0| 0 0 0 0 920 24.500 -0.13 49.77 0 0 0| 0 2 0 0 960 29.000 -0.16 47.13 0 0 0| 0 220 0 0 1000 56.000 -0.26 46.11 0 0 0| 1 801 +1 0 1100 93.000 -0.39 44.38 0 0 0| 0 300 0 0 1200 142.000 -0.53 42.00 0 0 0| 0 83 0 0 1300 211.000 -0.66 42.17 0 0 0| 0 1 0 0 1400 287.500 -0.78 41.09 0 0 0| 0 0 0 0 1500 374.000 -0.86 40.93 0 0 0| 0 0 0 0 1600 466.500 -0.91 41.27 0 0 0| 0 0 0 0 1700 562.000 -0.95 41.50 0 0 0| 0 0 0 0 1800 Total 0 0 0| 2 1,408 0 0 Indicative a-t-m Vol 43.00 Underlying Price 1246.000 Time to expiry: 192 Days Mar 11 31.000 -0.12 48.50 0 0 0| 0 2 0 0 880 39.000 -0.15 47.89 0 0 0| 0 0 0 0 920 47.500 -0.17 47.15 0 0 0| 0 1 0 0 960 58.500 -0.21 46.75 0 0 0| 0 0 0 0 1000 90.000 -0.29 45.14 0 0 0| 0 15 0 0 1100 131.500 -0.39 43.54 0 0 0| 0 6 0 0 1200 183.500 -0.49 42.37 0 0 0| 0 0 0 0 1300 246.500 -0.59 41.66 0 0 0| 0 0 0 0 1400 397.000 -0.77 39.97 0 0 0| 0 1 0 0 1600 Total 0 0 0| 0 25 0 0 Total Puts 0 0 0| 2 2,876 -10 0 Equity Options 22:05 Business Day Tue 7 Sep 2010 Previous Business Day Mon 6 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 20| 44,626 49,161 -80 0 Equity Options 22:05 Business Day Tue 7 Sep 2010 Previous Business Day Mon 6 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 29.54 Underlying Price 213.900 Time to expiry: 10 Days Sep 10 34.000 0.99 44.91 0 0 0| 0 8 0 0 180 24.000 0.98 35.08 0 0 0| 0 0 0 0 190 19.250 0.94 35.58 0 0 0| 0 3 0 0 195 14.750 0.88 33.71 0 0 0| 0 99 0 0 200 10.500 0.79 31.68 0 0 0| 0 0 0 0 205 6.000 6.750 0.65 30.28 6.000 6.000 0 0 14| 0 79 0 0 210 3.750 0.47 29.36 0 0 0| 0 3 0 0 215 2.250 1.750 0.29 27.84 2.250 2.250 0 0 16| 0 261 0 0 220 1.000 0.16 29.05 0 0 0| 0 0 0 0 225 0.500 0.08 29.22 0 0 0| 0 170 0 0 230 0.250 0.04 30.00 0 0 0| 0 0 0 0 235 CAB 0.01 30.00 0 0 0| 0 76 0 0 240 CAB 0.00 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 30| 0 760 0 0 Indicative a-t-m Vol 26.85 Underlying Price 213.900 Time to expiry: 38 Days Oct 10 34.500 0.94 37.36 0 0 0| 0 0 0 0 180 25.250 0.88 34.51 0 0 0| 0 0 0 0 190 20.500 0.86 29.91 0 0 0| 0 0 0 0 195 16.500 0.79 29.70 0 0 0| 0 0 0 0 200 12.500 0.71 27.69 0 0 0| 0 0 0 0 205 9.250 0.60 27.07 0 0 0| 0 7 0 0 210 6.500 0.49 26.80 0 0 0| 0 0 0 0 215 4.250 0.37 25.78 0 0 0| 0 0 0 0 220 2.750 0.27 25.58 0 0 0| 0 0 0 0 225 1.750 0.18 25.34 0 0 0| 0 0 0 0 230 0.750 0.08 26.33 0 0 0| 0 0 0 0 240 0.250 0.03 31.31 0 0 0| 0 0 0 0 260 Total 0 0 0| 0 7 0 0 Indicative a-t-m Vol 26.52 Underlying Price 213.900 Time to expiry: 73 Days Nov 10 35.000 0.91 33.65 0 0 0| 0 0 0 0 180 26.000 0.84 30.67 0 0 0| 0 0 0 0 190 22.000 0.79 29.62 0 0 0| 0 0 0 0 195 18.000 0.72 28.61 0 0 0| 0 0 0 0 200 14.750 0.65 28.00 0 0 0| 0 0 0 0 205 11.500 0.57 27.04 0 0 0| 0 0 0 0 210 8.750 0.49 26.39 0 0 0| 0 0 0 0 215 6.500 0.40 25.66 0 0 0| 0 0 0 0 220 4.750 0.32 24.87 0 0 0| 0 0 0 0 225 3.500 0.26 25.28 0 0 0| 0 0 0 0 230 3.000 0.20 30.34 0 0 0| 0 0 0 0 240 Total 0 0 0| 0 0 0 0 Equity Options 22:05 Business Day Tue 7 Sep 2010 Previous Business Day Mon 6 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 27.52 Underlying Price 213.900 Time to expiry: 101 Days Dec 10 35.750 0.87 32.98 0 0 0| 0 0 0 0 180 27.250 0.80 30.45 0 0 0| 0 22 0 0 190 19.750 0.69 28.96 0 0 0| 0 0 0 0 200 13.500 0.56 27.87 0 0 0| 0 12 0 0 210 8.750 0.43 27.00 0 0 0| 0 54 0 0 220 5.500 0.31 26.39 0 0 0| 0 71 0 0 230 3.000 0.20 25.67 0 0 0| 0 97 0 0 240 1.000 0.08 26.37 0 0 0| 0 7 0 0 260 0.500 0.03 27.38 0 0 0| 0 0 0 0 280 CAB 0.00 27.89 0 0 0| 0 0 0 0 320 Total 0 0 0| 0 263 0 0 Indicative a-t-m Vol 27.87 Underlying Price 213.900 Time to expiry: 192 Days Mar 11 38.750 0.80 31.45 0 0 0| 0 0 0 0 180 31.250 0.73 30.20 0 0 0| 0 0 0 0 190 24.500 0.66 29.03 0 0 0| 0 87 0 0 200 18.500 0.57 28.15 0 0 0| 0 44 0 0 210 13.750 0.47 27.46 0 0 0| 0 38 0 0 220 10.000 0.38 26.95 0 0 0| 16 16 0 0 230 7.000 0.30 26.42 0 0 0| 0 12 0 0 240 1.500 0.09 26.39 0 0 0| 0 102 0 0 280 Total 0 0 0| 16 299 0 0 Total Calls 0 0 30| 16 1,329 0 0 | Equity Options 22:05 Business Day Tue 7 Sep 2010 Previous Business Day Mon 6 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 28.64 Underlying Price 213.900 Time to expiry: 10 Days Sep 10 CAB -0.02 48.44 0 0 0| 0 56 0 0 180 0.250 -0.04 39.34 0 0 0| 0 115 0 0 190 0.250 -0.05 33.42 0 0 0| 0 26 0 0 195 0.750 -0.11 32.35 0 0 0| 0 329 0 0 200 1.250 -0.20 30.76 0 0 0| 0 212 0 0 205 3.000 2.750 -0.35 30.00 3.000 3.000 0 0 16| 0 47 0 0 210 4.750 -0.53 28.31 0 0 0| 0 305 0 0 215 8.000 -0.70 29.00 0 0 0| 0 33 0 0 220 12.000 -0.84 29.00 0 0 0| 0 20 0 0 225 16.500 -0.92 30.00 0 0 0| 0 40 0 0 230 21.250 -0.96 30.00 0 0 0| 0 0 0 0 235 26.250 -0.99 30.00 0 0 0| 0 30 0 0 240 36.000 -1.00 30.00 0 0 0| 0 0 0 0 250 46.000 -1.00 30.00 0 0 0| 0 21 0 0 260 66.000 -1.00 30.00 0 0 0| 0 0 0 0 280 106.000 -1.00 30.00 0 0 0| 0 0 0 0 320 Total 0 0 16| 0 1,234 0 0 Indicative a-t-m Vol 27.73 Underlying Price 213.900 Time to expiry: 38 Days Oct 10 0.250 -0.04 29.97 0 0 0| 0 0 0 0 180 1.500 -0.13 30.99 0 0 0| 0 25 0 0 190 2.250 -0.19 30.67 0 0 0| 0 0 0 0 195 3.500 -0.26 30.03 0 0 0| 0 15 0 0 200 4.750 -0.34 28.72 0 0 0| 0 0 0 0 205 6.750 -0.44 28.16 0 0 0| 0 0 0 0 210 9.250 -0.54 27.62 0 0 0| 0 2 0 0 215 12.250 -0.65 27.10 0 0 0| 0 0 0 0 220 15.750 -0.74 26.50 0 0 0| 0 0 0 0 225 19.750 -0.81 26.99 0 0 0| 0 0 0 0 230 28.750 -0.91 27.06 0 0 0| 0 0 0 0 240 48.500 -0.95 36.28 0 0 0| 0 0 0 0 260 Total 0 0 0| 0 42 0 0 Indicative a-t-m Vol 27.42 Underlying Price 213.900 Time to expiry: 73 Days Nov 10 2.000 -0.12 33.73 0 0 0| 0 0 0 0 180 3.500 -0.19 31.11 0 0 0| 0 0 0 0 190 4.500 -0.24 30.00 0 0 0| 0 0 0 0 195 5.750 -0.30 29.35 0 0 0| 0 0 0 0 200 7.750 -0.37 29.50 0 0 0| 0 200 0 0 205 9.750 -0.44 28.58 0 0 0| 30 30 +30 0 210 12.000 -0.52 27.13 0 0 0| 0 0 0 0 215 15.000 -0.59 27.04 0 0 0| 0 0 0 0 220 18.000 -0.67 26.69 0 0 0| 0 0 0 0 225 21.750 -0.73 26.50 0 0 0| 0 0 0 0 230 30.250 -0.83 27.58 0 0 0| 0 0 0 0 240 Total 0 0 0| 30 230 +30 0 Equity Options 22:05 Business Day Tue 7 Sep 2010 Previous Business Day Mon 6 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 28.65 Underlying Price 213.900 Time to expiry: 101 Days Dec 10 3.250 -0.15 33.39 0 0 0| 100 199 +100 0 180 5.250 -0.23 32.01 0 0 0| 0 3 0 0 190 7.750 -0.32 30.00 0 0 0| 0 180 0 0 200 11.750 -0.44 29.00 0 0 0| 0 6,010 0 0 210 17.000 -0.57 28.12 0 0 0| 0 31 0 0 220 23.500 -0.69 27.27 0 0 0| 0 35 0 0 230 31.250 -0.79 26.79 0 0 0| 0 39 0 0 240 49.000 -0.92 27.06 0 0 0| 0 0 0 0 260 68.500 -0.96 30.26 0 0 0| 0 10 0 0 280 108.250 -0.97 40.00 0 0 0| 0 0 0 0 320 Total 0 0 0| 100 6,507 +100 0 Indicative a-t-m Vol 28.93 Underlying Price 213.900 Time to expiry: 192 Days Mar 11 6.750 -0.21 32.93 0 0 0| 0 10 0 0 180 9.000 -0.27 31.32 0 0 0| 0 4 0 0 190 12.250 -0.35 30.02 0 0 0| 0 27 0 0 200 16.500 -0.43 29.14 0 0 0| 0 27 0 0 210 21.750 -0.53 28.61 0 0 0| 0 21 0 0 220 27.750 -0.62 27.81 0 0 0| 0 64 0 0 230 34.750 -0.70 27.34 0 0 0| 0 142 0 0 240 69.250 -0.91 27.68 0 0 0| 0 0 0 0 280 Total 0 0 0| 0 295 0 0 Total Puts 0 0 16| 130 8,308 +130 0 Grand Total 0 0 46| 67,064 76,555 +130 0 Equity Options 22:05 Business Day Tue 7 Sep 2010 Previous Business Day Mon 6 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 27.46 Underlying Price 137.500 Time to expiry: 10 Days Sep 10 37.500 0.99 78.88 0 0 0| 0 0 0 0 100 27.500 0.99 56.95 0 0 0| 0 0 0 0 110 17.500 0.99 35.73 0 0 0| 0 0 0 0 120 12.750 0.96 32.59 0 0 0| 0 0 0 0 125 8.000 0.87 29.06 0 0 0| 0 0 0 0 130 4.000 0.66 27.82 0 0 0| 0 10 0 0 135 1.500 0.36 27.22 0 0 0| 0 38 0 0 140 0.500 0.16 30.41 0 0 0| 0 0 0 0 145 0.250 0.07 32.78 0 0 0| 0 83 0 0 150 CAB 0.00 32.78 0 0 0| 0 34 0 0 160 CAB 0.00 32.78 0 0 0| 0 5 0 0 170 CAB 0.00 32.78 0 0 0| 0 5 0 0 180 Total 0 0 0| 0 175 0 0 Indicative a-t-m Vol 30.93 Underlying Price 137.500 Time to expiry: 101 Days Dec 10 38.500 0.95 40.45 0 0 0| 0 0 0 0 100 20.500 0.81 33.54 0 0 0| 0 0 0 0 120 13.500 0.67 32.20 0 0 0| 0 20 0 0 130 8.000 0.49 30.61 0 0 0| 0 3 0 0 140 4.250 0.32 29.69 0 0 0| 0 229 0 0 150 2.000 0.18 28.86 0 0 0| 0 8 0 0 160 0.750 0.09 27.85 0 0 0| 0 0 0 0 170 0.250 0.03 26.73 0 0 0| 0 9 0 0 180 Total 0 0 0| 0 269 0 0 Indicative a-t-m Vol 32.37 Underlying Price 137.500 Time to expiry: 192 Days Mar 11 39.500 0.92 38.84 0 0 0| 0 5 0 0 100 23.000 0.76 34.64 0 0 0| 0 10 0 0 120 16.500 0.65 33.53 0 0 0| 0 30 0 0 130 11.000 0.52 32.08 0 0 0| 0 21 0 0 140 7.000 0.39 31.06 0 0 0| 0 6 0 0 150 4.250 0.27 30.50 0 0 0| 0 9 0 0 160 1.250 0.11 29.46 0 0 0| 0 0 0 0 180 Total 0 0 0| 0 81 0 0 Total Calls 0 0 0| 0 525 0 0 | Equity Options 22:05 Business Day Tue 7 Sep 2010 Previous Business Day Mon 6 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 28.76 Underlying Price 137.500 Time to expiry: 10 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 CAB -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 0.500 -0.14 30.44 0 0 0| 0 13 0 0 130 1.750 -0.35 28.76 0 0 0| 0 15 0 0 135 4.250 -0.63 28.76 0 0 0| 0 80 0 0 140 8.000 -0.84 29.93 0 0 0| 0 0 0 0 145 12.750 -0.93 32.76 0 0 0| 0 15 0 0 150 22.500 -0.99 39.17 0 0 0| 0 22 0 0 160 32.500 -1.00 46.22 0 0 0| 0 0 0 0 170 42.500 -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 31.05 Underlying Price 137.500 Time to expiry: 101 Days Dec 10 0.750 -0.06 41.07 0 0 0| 0 0 0 0 100 2.750 -0.19 33.23 0 0 0| 0 5 0 0 120 5.500 -0.33 31.56 0 0 0| 0 54 0 0 130 10.250 -0.51 30.92 0 0 0| 0 88 0 0 140 16.500 -0.68 30.03 0 0 0| 0 14 0 0 150 24.250 -0.82 29.28 0 0 0| 0 0 0 0 160 33.000 -0.92 28.14 0 0 0| 0 3 0 0 170 42.500 -0.98 26.58 0 0 0| 0 6 0 0 180 Total 0 0 0| 0 170 0 0 Indicative a-t-m Vol 31.36 Underlying Price 137.500 Time to expiry: 192 Days Mar 11 2.250 -0.11 37.38 0 0 0| 0 10 0 0 100 6.500 -0.28 33.72 0 0 0| 0 67 0 0 120 10.500 -0.40 32.37 0 0 0| 0 36 0 0 130 15.500 -0.53 31.10 0 0 0| 0 25 0 0 140 22.000 -0.66 30.39 0 0 0| 0 55 0 0 150 29.500 -0.76 29.66 0 0 0| 0 11 0 0 160 47.000 -0.90 28.97 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| 31,698 32,775 0 0 Equity Options 22:05 Business Day Tue 7 Sep 2010 Previous Business Day Mon 6 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 19.96 Underlying Price 641.500 Time to expiry: 10 Days Sep 10 181.500 1.00 68.62 0 0 0| 0 0 0 0 460 161.500 1.00 55.18 0 0 0| 0 0 0 0 480 121.500 1.00 38.59 0 0 0| 0 0 0 0 520 101.500 1.00 31.60 0 0 0| 0 0 0 0 540 81.500 1.00 28.85 0 0 0| 0 6 0 0 560 61.500 1.00 25.91 0 0 0| 0 35 0 0 580 41.750 0.98 22.33 0 0 0| 0 80 0 0 600 23.000 0.87 20.69 0 0 0| 0 132 0 0 620 8.500 0.54 20.01 0 0 0| 0 579 0 0 640 1.750 0.17 19.46 0 0 0| 0 0 0 0 660 0.250 0.02 18.24 0 0 0| 0 719 0 0 680 CAB 0.00 17.96 0 0 0| 0 27 0 0 720 CAB 0.00 19.59 0 0 0| 0 0 0 0 760 CAB 0.00 23.76 0 0 0| 0 23 0 0 800 Total 0 0 0| 0 1,601 0 0 Indicative a-t-m Vol 22.73 Underlying Price 641.500 Time to expiry: 38 Days Oct 10 161.500 1.00 43.24 0 0 0| 0 0 0 0 480 121.750 1.00 36.53 0 0 0| 0 0 0 0 520 82.000 0.97 30.82 0 0 0| 0 0 0 0 560 62.500 0.94 27.25 0 0 0| 0 0 0 0 580 44.500 0.83 25.61 0 0 0| 0 1 0 0 600 29.500 0.67 24.83 0 0 0| 0 2 0 0 620 16.750 0.49 22.78 0 0 0| 0 40 0 0 640 9.000 0.31 22.23 0 0 0| 0 0 0 0 660 4.000 0.17 21.41 0 0 0| 0 0 0 0 680 1.000 0.05 22.85 0 0 0| 0 0 0 0 720 0.250 0.02 25.80 0 0 0| 0 0 0 0 760 Total 0 0 0| 0 43 0 0 Indicative a-t-m Vol 23.23 Underlying Price 641.500 Time to expiry: 73 Days Nov 10 122.000 0.97 33.75 0 0 0| 0 0 0 0 520 83.000 0.92 27.47 0 0 0| 0 0 0 0 560 65.000 0.84 25.80 0 0 0| 0 0 0 0 580 48.500 0.74 24.09 0 0 0| 0 0 0 0 600 36.250 0.61 24.48 0 0 0| 0 2 0 0 620 24.750 0.50 23.33 0 0 0| 0 11 0 0 640 16.500 15.500 0.37 22.28 16.500 16.500 0 0 11| 0 0 0 0 660 10.500 10.000 0.27 22.42 10.500 10.500 0 0 2| 0 0 0 0 680 3.000 0.11 21.47 0 0 0| 0 0 0 0 720 0.500 0.02 19.08 0 0 0| 0 0 0 0 760 Total 0 0 13| 0 13 0 0 Indicative a-t-m Vol 23.21 Underlying Price 641.500 Time to expiry: 101 Days Dec 10 162.000 0.97 40.53 0 0 0| 0 0 0 0 480 Equity Options 22:05 Business Day Tue 7 Sep 2010 Previous Business Day Mon 6 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 | 122.000 0.97 31.38 0 0 0| 0 0 0 0 520 84.750 0.86 27.78 0 0 0| 0 45 0 0 560 52.250 0.70 24.75 0 0 0| 5 208 0 0 600 28.250 0.50 23.24 0 0 0| 0 638 0 0 640 13.250 0.30 22.56 0 0 0| 30 149 +19 0 680 4.750 0.14 21.47 0 0 0| 0 30 0 0 720 CAB 0.01 17.43 0 0 0| 0 0 0 0 800 Total 0 0 0| 35 1,070 +19 0 Indicative a-t-m Vol 23.10 Underlying Price 641.500 Time to expiry: 192 Days Mar 11 162.000 0.97 32.18 0 0 0| 0 0 0 0 480 124.250 0.90 29.04 0 0 0| 0 0 0 0 520 89.750 0.79 26.47 0 0 0| 0 500 0 0 560 60.750 0.66 24.71 0 0 0| 0 14 0 0 600 37.500 0.51 23.13 0 0 0| 0 39 0 0 640 22.000 0.35 22.45 0 0 0| 10 13 +1 0 680 11.250 0.22 21.47 0 0 0| 0 10 0 0 720 2.500 0.07 20.91 0 0 0| 0 0 0 0 800 Total 0 0 0| 10 576 +1 0 Total Calls 0 0 13| 45 3,303 +20 0 | Equity Options 22:05 Business Day Tue 7 Sep 2010 Previous Business Day Mon 6 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 22.34 Underlying Price 641.500 Time to expiry: 10 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 -0.01 29.44 0 0 0| 0 547 0 0 560 0.250 -0.03 27.55 0 0 0| 0 1,266 0 0 580 1.000 1.250 -0.10 25.57 1.000 1.000 0 0 100| 105 557 +95 0 600 3.000 4.750 -0.28 24.17 3.000 3.000 0 0 100| 250 269 +250 0 620 12.500 -0.57 22.45 0 0 0| 0 151 0 0 640 26.750 -0.85 21.38 0 0 0| 0 0 0 0 660 41.500 45.250 -0.97 21.38 41.500 S 41.500 S 0 0 3| 0 30 0 0 680 85.000 -1.00 19.79 0 0 0| 0 468 0 0 720 125.000 -1.00 19.31 0 0 0| 0 0 0 0 760 165.000 -1.00 20.59 0 0 0| 0 4 0 0 800 Total 0 0 203| 355 3,335 +345 0 Indicative a-t-m Vol 22.33 Underlying Price 641.500 Time to expiry: 38 Days Oct 10 0.250 -0.01 35.26 0 0 0| 0 0 0 0 480 0.750 -0.03 33.00 0 0 0| 0 0 0 0 520 2.750 -0.09 29.92 0 0 0| 0 19 0 0 560 4.000 -0.14 26.42 0 0 0| 0 15 0 0 580 7.750 -0.23 25.67 0 0 0| 0 7 0 0 600 13.000 -0.36 24.21 0 0 0| 0 26 0 0 620 21.000 -0.53 22.34 0 0 0| 0 5 0 0 640 33.750 -0.69 22.31 0 0 0| 0 0 0 0 660 49.250 -0.81 22.63 0 0 0| 0 5 0 0 680 86.250 -0.93 25.21 0 0 0| 0 0 0 0 720 125.000 -0.99 24.12 0 0 0| 0 0 0 0 760 Total 0 0 0| 0 77 0 0 Indicative a-t-m Vol 23.52 Underlying Price 641.500 Time to expiry: 73 Days Nov 10 3.000 -0.07 31.81 0 0 0| 0 0 0 0 520 6.000 -0.14 27.97 0 0 0| 0 0 0 0 560 9.500 -0.20 26.76 0 0 0| 0 0 0 0 580 13.250 -0.28 24.75 0 0 0| 0 0 0 0 600 20.500 -0.39 24.52 0 0 0| 0 0 0 0 620 29.250 -0.50 23.64 0 0 0| 0 10 0 0 640 40.000 -0.63 22.48 0 0 0| 0 0 0 0 660 54.000 -0.74 22.15 0 0 0| 0 0 0 0 680 88.000 -0.88 22.58 0 0 0| 0 0 0 0 720 125.250 -0.97 21.04 0 0 0| 0 0 0 0 760 Total 0 0 0| 0 10 0 0 Indicative a-t-m Vol 23.03 Underlying Price 641.500 Time to expiry: 101 Days Dec 10 2.750 -0.05 33.77 0 0 0| 0 394 0 0 480 4.750 -0.10 29.90 0 0 0| 0 625 0 0 520 Equity Options 22:05 Business Day Tue 7 Sep 2010 Previous Business Day Mon 6 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 | 9.500 -0.18 26.71 0 0 0| 1 1,353 -1 0 560 20.250 -0.33 25.40 0 0 0| 5 943 +5 0 600 36.250 -0.53 23.05 0 0 0| 0 138 0 0 640 62.750 -0.72 22.74 0 0 0| 11 48 +1 0 680 95.500 -0.85 22.77 0 0 0| 0 317 0 0 720 170.500 -0.98 21.53 0 0 0| 0 22 0 0 800 Total 0 0 0| 17 3,840 +5 0 Indicative a-t-m Vol 23.95 Underlying Price 641.500 Time to expiry: 192 Days Mar 11 7.000 -0.10 30.72 0 0 0| 0 29 0 0 480 12.500 -0.16 28.92 0 0 0| 55 114 0 0 520 20.500 -0.25 26.66 0 0 0| 1 547 -1 0 560 34.250 -0.38 25.79 0 0 0| 51 74 +25 0 600 52.000 -0.52 24.01 0 0 0| 0 80 0 0 640 72.000 76.000 -0.67 22.75 72.000 S 72.000 S 0 0 3| 0 20 0 0 680 107.250 -0.78 22.87 0 0 0| 8 149 +8 0 720 179.000 -0.91 23.89 0 0 0| 0 2,900 0 0 800 Total 0 0 3| 115 3,913 +32 0 Total Puts 0 0 206| 487 11,175 +382 0 Grand Total 0 0 219| 60,406 74,352 +402 0 Equity Options 22:05 Business Day Tue 7 Sep 2010 Previous Business Day Mon 6 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 30.06 Underlying Price 94.000 Time to expiry: 10 Days Sep 10 38.000 1.00 79.27 0 0 0| 0 0 0 0 56 30.000 1.00 66.45 0 0 0| 0 0 0 0 64 26.000 1.00 57.67 0 0 0| 0 0 0 0 68 22.000 1.00 52.95 0 0 0| 0 0 0 0 72 18.000 1.00 46.20 0 0 0| 10 100 0 0 76 14.000 0.99 42.82 0 0 0| 0 0 0 0 80 12.000 0.98 40.12 0 0 0| 0 0 0 0 82 10.250 0.96 38.78 0 0 0| 0 0 0 0 84 8.250 0.91 38.55 0 0 0| 0 0 0 0 86 6.500 0.87 34.78 0 0 0| 0 353 0 0 88 4.750 0.78 33.63 0 0 0| 0 5 0 0 90 3.250 0.66 33.81 0 0 0| 0 495 0 0 92 2.000 0.51 30.06 0 0 0| 0 250 0 0 94 1.250 0.36 32.07 0 0 0| 0 7,343 0 0 96 0.750 0.24 33.06 0 0 0| 0 50 0 0 98 0.500 0.16 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 0| 10 8,832 0 0 Indicative a-t-m Vol 34.01 Underlying Price 94.000 Time to expiry: 38 Days Oct 10 18.500 0.92 48.64 0 0 0| 0 0 0 0 76 14.750 0.89 43.93 0 0 0| 0 0 0 0 80 13.000 0.86 41.72 0 0 0| 0 0 0 0 82 11.250 0.82 39.92 0 0 0| 0 0 0 0 84 9.750 0.78 38.34 0 0 0| 0 0 0 0 86 8.000 0.73 37.15 0 0 0| 0 0 0 0 88 6.500 0.68 33.75 0 0 0| 0 50 0 0 90 5.250 0.60 33.43 0 0 0| 0 23 0 0 92 4.250 0.52 34.01 0 0 0| 0 30 0 0 94 3.250 0.45 33.98 0 0 0| 0 43 0 0 96 2.500 0.37 32.67 0 0 0| 0 0 0 0 98 1.750 0.29 31.49 0 0 0| 0 0 0 0 100 0.250 0.07 32.08 0 0 0| 0 0 0 0 110 Total 0 0 0| 0 146 0 0 Indicative a-t-m Vol 34.79 Underlying Price 94.000 Time to expiry: 73 Days Nov 10 14.750 0.90 30.36 0 0 0| 0 0 0 0 80 12.000 0.79 35.50 0 0 0| 0 0 0 0 84 9.500 0.69 36.94 0 0 0| 0 0 0 0 88 8.250 0.64 36.64 0 0 0| 0 0 0 0 90 7.250 0.59 36.31 0 0 0| 0 0 0 0 92 6.000 0.54 34.79 0 0 0| 0 0 0 0 94 5.000 0.48 34.81 0 0 0| 0 0 0 0 96 4.250 0.43 34.28 0 0 0| 0 0 0 0 98 3.500 0.37 33.82 0 0 0| 0 0 0 0 100 Equity Options 22:05 Business Day Tue 7 Sep 2010 Previous Business Day Mon 6 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 | 1.500 0.20 37.22 0 0 0| 0 0 0 0 110 Total 0 0 0| 0 0 0 0 Indicative a-t-m Vol 37.15 Underlying Price 94.000 Time to expiry: 101 Days Dec 10 31.000 0.94 53.16 0 0 0| 0 3 0 0 64 27.750 0.90 54.95 0 0 0| 0 0 0 0 68 23.750 0.88 48.91 0 0 0| 0 2 0 0 72 20.250 0.84 45.93 0 0 0| 0 30 0 0 76 16.750 0.80 41.81 0 0 0| 0 0 0 0 80 13.500 0.74 39.62 0 0 0| 0 6 0 0 84 10.750 0.67 38.22 0 0 0| 0 61 0 0 88 8.500 0.59 37.87 0 0 0| 0 238 0 0 92 6.500 0.50 36.44 0 0 0| 0 181 0 0 96 4.750 0.41 35.22 0 0 0| 0 5,008 0 0 100 0.250 0.05 26.92 0 0 0| 0 0 0 0 120 Total 0 0 0| 0 5,529 0 0 Indicative a-t-m Vol 36.82 Underlying Price 94.000 Time to expiry: 192 Days Mar 11 31.750 0.91 45.24 0 0 0| 0 0 0 0 64 25.000 0.85 43.00 0 0 0| 0 0 0 0 72 22.000 0.81 41.88 0 0 0| 0 0 0 0 76 19.000 0.76 40.76 0 0 0| 0 0 0 0 80 16.250 0.71 39.78 0 0 0| 10 11 +10 0 84 13.500 0.65 37.75 0 0 0| 0 14 0 0 88 11.250 0.59 36.89 0 0 0| 0 140 0 0 92 9.250 0.53 36.74 0 0 0| 0 34 0 0 96 7.500 0.46 35.70 0 0 0| 0 1 0 0 100 1.750 0.18 31.55 0 0 0| 0 0 0 0 120 Total 0 0 0| 10 200 +10 0 Total Calls 0 0 0| 20 14,707 +10 0 | Equity Options 22:05 Business Day Tue 7 Sep 2010 Previous Business Day Mon 6 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 29.01 Underlying Price 94.000 Time to expiry: 10 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 -0.09 39.27 0 0 0| 0 0 0 0 86 0.500 -0.13 35.31 0 0 0| 0 8 0 0 88 0.750 -0.22 33.40 0 0 0| 0 15 0 0 90 1.000 -0.33 30.65 0 0 0| 0 0 0 0 92 2.000 -0.49 29.01 0 0 0| 0 0 0 0 94 3.250 -0.65 30.32 0 0 0| 0 35 0 0 96 4.500 -0.78 30.32 0 0 0| 0 0 0 0 98 6.250 -0.86 31.92 0 0 0| 0 0 0 0 100 16.000 -1.00 34.32 0 0 0| 0 0 0 0 110 Total 0 0 0| 0 1,266 0 0 Indicative a-t-m Vol 36.39 Underlying Price 94.000 Time to expiry: 38 Days Oct 10 0.500 -0.07 46.17 0 0 0| 0 0 0 0 76 1.000 -0.12 45.18 0 0 0| 0 0 0 0 80 1.000 -0.15 43.68 0 0 0| 0 40 0 0 82 1.500 -0.18 41.94 0 0 0| 0 0 0 0 84 1.750 -0.22 39.45 0 0 0| 0 0 0 0 86 2.250 -0.28 39.07 0 0 0| 0 23 0 0 88 2.500 -0.33 35.85 0 0 0| 0 0 0 0 90 3.500 -0.40 36.63 0 0 0| 0 0 0 0 92 4.500 -0.47 36.39 0 0 0| 0 0 0 0 94 5.250 -0.55 34.05 0 0 0| 0 0 0 0 96 6.500 -0.62 34.84 0 0 0| 0 0 0 0 98 7.750 -0.70 33.10 0 0 0| 0 0 0 0 100 16.250 -0.94 29.93 0 0 0| 0 0 0 0 110 Total 0 0 0| 0 63 0 0 Indicative a-t-m Vol 34.93 Underlying Price 94.000 Time to expiry: 73 Days Nov 10 1.750 -0.17 42.98 0 0 0| 0 0 0 0 80 2.500 -0.23 39.08 0 0 0| 0 0 0 0 84 3.500 -0.31 36.92 0 0 0| 0 0 0 0 88 4.250 -0.36 37.23 0 0 0| 0 30 0 0 90 5.000 -0.41 35.56 0 0 0| 0 0 0 0 92 5.750 -0.47 34.93 0 0 0| 0 0 0 0 94 7.000 -0.52 34.82 0 0 0| 0 0 0 0 96 8.000 -0.58 33.53 0 0 0| 0 0 0 0 98 9.000 -0.63 32.59 0 0 0| 0 0 0 0 100 16.250 -0.94 22.25 0 0 0| 0 0 0 0 110 Equity Options 22:05 Business Day Tue 7 Sep 2010 Previous Business Day Mon 6 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 36.45 Underlying Price 94.000 Time to expiry: 101 Days Dec 10 0.250 -0.03 41.12 0 0 0| 0 33 0 0 64 0.500 -0.05 39.35 0 0 0| 0 0 0 0 68 0.750 -0.08 38.24 0 0 0| 0 6 0 0 72 1.250 -0.12 38.76 0 0 0| 0 12 0 0 76 2.000 -0.18 38.29 0 0 0| 0 127 0 0 80 3.250 -0.26 39.33 0 0 0| 0 126 0 0 84 4.500 -0.33 37.79 0 0 0| 0 256 0 0 88 6.250 -0.41 37.43 0 0 0| 0 26 0 0 92 8.000 -0.50 35.47 0 0 0| 0 5 0 0 96 10.500 -0.59 35.72 0 0 0| 0 0 0 0 100 26.500 -0.92 31.04 0 0 0| 0 0 0 0 120 Total 0 0 0| 0 591 0 0 Indicative a-t-m Vol 36.60 Underlying Price 94.000 Time to expiry: 192 Days Mar 11 0.750 -0.06 38.93 0 0 0| 0 5 0 0 64 2.250 -0.14 39.37 0 0 0| 0 0 0 0 72 3.250 -0.18 39.57 0 0 0| 0 0 0 0 76 4.250 -0.23 39.13 0 0 0| 0 15 0 0 80 5.750 -0.29 39.06 0 0 0| 0 6 0 0 84 7.000 -0.35 37.87 0 0 0| 0 20 0 0 88 8.750 -0.41 36.49 0 0 0| 0 21 0 0 92 11.000 -0.47 36.72 0 0 0| 0 0 0 0 96 13.000 -0.54 35.79 0 0 0| 0 0 0 0 100 27.500 -0.83 31.74 0 0 0| 0 0 0 0 120 Total 0 0 0| 0 67 0 0 Total Puts 0 0 0| 0 2,017 0 0 Grand Total 0 0 0| 71,634 88,338 +10 0 Equity Options 22:05 Business Day Tue 7 Sep 2010 Previous Business Day Mon 6 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 72.510 Time to expiry: 10 Days Sep 10 32.500 1.00 61.80 0 0 0| 0 1 0 0 40 27.500 1.00 53.82 0 0 0| 0 3 0 0 45 24.500 1.00 50.96 0 0 0| 0 1,371 0 0 48 19.500 1.00 46.59 0 0 0| 0 1,418 0 0 53 14.000 13.500 1.00 42.57 14.000 14.000 0 0 6| 0 16,840 0 0 59 8.500 0.97 38.55 0 0 0| 30 2,147 -30 0 64 5.750 0.89 39.10 0 0 0| 10 12,945 -10 0 67 5.000 0.85 37.55 0 0 0| 0 116 0 0 68 2.000 0.56 34.76 0 0 0| 0 2,587 0 0 72 0.500 0.23 34.51 0 0 0| 0 567 0 0 76 CAB 0.06 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 6| 40 63,300 -40 0 Indicative a-t-m Vol 38.06 Underlying Price 72.510 Time to expiry: 38 Days Oct 10 28.750 0.98 78.48 0 0 0| 0 0 0 0 44 24.750 0.97 72.18 0 0 0| 0 0 0 0 48 17.000 0.94 54.96 0 0 0| 0 0 0 0 56 13.000 0.90 47.83 0 0 0| 0 386 0 0 60 9.500 0.83 44.33 0 0 0| 0 1,242 0 0 64 6.500 0.71 40.94 0 0 0| 0 63 0 0 68 3.000 4.000 0.55 39.04 3.000 S 3.000 S 0 0 28| 20 358 0 0 72 2.000 0.36 35.11 0 0 0| 11 3,208 +11 0 76 1.000 0.23 37.17 0 0 0| 15 3,182 0 0 80 0.500 0.14 38.59 0 0 0| 0 0 0 0 84 0.250 0.08 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 28| 46 8,439 +11 0 Indicative a-t-m Vol 39.08 Underlying Price 72.510 Time to expiry: 73 Days Nov 10 25.000 0.96 58.83 0 0 0| 0 0 0 0 48 17.500 0.89 51.92 0 0 0| 0 0 0 0 56 10.750 0.77 44.67 0 0 0| 0 1 0 0 64 8.000 0.67 42.25 0 0 0| 0 40 0 0 68 5.500 0.55 39.48 0 0 0| 100 123 +100 0 72 3.500 0.43 37.87 0 0 0| 30 30 +30 0 76 2.250 0.31 36.84 0 0 0| 0 0 0 0 80 0.750 0.13 35.06 0 0 0| 0 0 0 0 88 Total 0 0 0| 130 194 +130 0 Indicative a-t-m Vol 38.28 Underlying Price 72.510 Time to expiry: 101 Days Dec 10 56.500 1.00 77.66 0 0 0| 0 10 0 0 16 51.500 1.00 73.66 0 0 0| 0 10 0 0 21 47.500 1.00 69.66 0 0 0| 0 25 0 0 25 Equity Options 22:05 Business Day Tue 7 Sep 2010 Previous Business Day Mon 6 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 | 41.500 1.00 65.81 0 0 0| 0 0 0 0 31 39.500 0.99 62.86 0 0 0| 0 2 0 0 33 35.750 0.99 57.37 0 0 0| 0 10 0 0 37 31.750 0.98 54.59 0 0 0| 0 335 0 0 41 27.750 0.97 52.46 0 0 0| 0 0 0 0 45 24.250 0.94 51.59 0 0 0| 0 189 0 0 49 22.250 0.93 50.52 0 0 0| 0 3,738 0 0 51 13.750 0.80 45.79 0 0 0| 0 15,750 0 0 61 11.500 0.75 43.75 0 0 0| 0 30 0 0 64 8.500 0.66 40.53 0 0 0| 0 315 0 0 68 6.750 6.750 0.59 38.40 6.750 6.750 0 0 53| 25 5,823 +25 0 71 6.250 0.56 38.18 0 0 0| 0 860 0 0 72 4.500 0.45 38.59 0 0 0| 0 3,392 0 0 76 3.000 0.35 37.77 0 0 0| 10 2,670 +10 0 80 2.750 0.33 37.35 0 0 0| 0 10,601 0 0 81 1.000 0.14 36.62 0 0 0| 0 8,543 0 0 91 0.250 0.04 34.36 0 0 0| 0 3,580 0 0 102 CAB 0.02 36.41 0 0 0| 0 0 0 0 112 CAB 0.01 37.78 0 0 0| 0 0 0 0 122 CAB 0.00 42.14 0 0 0| 0 53 0 0 142 CAB 0.00 44.85 0 0 0| 0 0 0 0 162 CAB 0.00 45.43 0 0 0| 0 525 0 0 244 Total 0 0 53| 35 56,461 +35 0 Indicative a-t-m Vol 40.36 Underlying Price 72.510 Time to expiry: 192 Days Mar 11 33.500 0.95 59.87 0 0 0| 0 0 0 0 40 29.750 0.93 55.97 0 0 0| 0 0 0 0 44 26.250 0.90 52.91 0 0 0| 0 30 0 0 48 19.750 0.82 48.46 0 0 0| 0 19 0 0 56 16.750 0.77 46.51 0 0 0| 0 8,435 0 0 60 13.750 0.71 44.01 0 0 0| 0 1,013 0 0 64 9.000 0.57 40.67 0 0 0| 0 10,478 0 0 72 5.250 0.42 38.17 0 0 0| 0 971 0 0 80 3.000 0.28 36.78 0 0 0| 0 8 0 0 88 0.250 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 72.510 Time to expiry: 283 Days Jun 11 41.500 0.96 61.99 0 0 0| 0 5,900 0 0 32 34.250 0.93 56.33 0 0 0| 0 1,964 0 0 40 27.500 0.87 51.91 0 0 0| 0 0 0 0 48 23.500 0.83 49.22 0 0 0| 0 273 0 0 53 21.000 0.80 47.87 0 0 0| 0 0 0 0 56 18.250 0.75 46.42 0 0 0| 0 40 0 0 60 15.750 0.70 44.53 0 0 0| 0 7 0 0 64 10.500 11.000 0.59 41.86 10.500 10.500 0 0 19| 0 536 0 0 72 7.500 0.47 39.97 0 0 0| 10 800 +10 0 80 2.000 0.17 39.10 0 0 0| 0 31 0 0 107 Equity Options 22:05 Business Day Tue 7 Sep 2010 Previous Business Day Mon 6 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 | 1.000 0.11 39.61 0 0 0| 0 0 0 0 120 Total 0 0 19| 10 9,551 +10 0 Indicative a-t-m Vol 42.85 Underlying Price 72.510 Time to expiry: 465 Days Dec 11 57.000 0.99 67.37 0 0 0| 0 0 0 0 16 52.250 0.98 66.13 0 0 0| 0 0 0 0 21 48.750 0.97 63.02 0 0 0| 0 0 0 0 25 46.750 0.96 61.48 0 0 0| 0 0 0 0 27 43.250 0.95 59.58 0 0 0| 0 0 0 0 31 42.500 0.94 58.92 0 0 0| 0 0 0 0 32 41.500 0.94 58.44 0 0 0| 0 0 0 0 33 38.250 0.92 56.23 0 0 0| 0 0 0 0 37 35.750 0.90 55.41 0 0 0| 0 5 0 0 40 35.250 0.89 55.33 0 0 0| 0 0 0 0 41 29.000 0.84 51.86 0 0 0| 0 0 0 0 49 27.500 0.82 51.05 0 0 0| 0 0 0 0 51 26.250 0.81 50.18 0 0 0| 0 350 0 0 53 21.250 0.73 48.13 0 0 0| 0 0 0 0 61 15.000 0.62 43.12 0 0 0| 0 306 0 0 71 11.000 0.52 41.91 0 0 0| 0 8 0 0 80 10.750 0.51 41.96 0 0 0| 0 50 0 0 81 4.500 0.27 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 72.510 Time to expiry: 647 Days Jun 12 36.750 0.89 51.17 0 0 0| 0 0 0 0 40 30.000 0.85 43.64 0 0 0| 0 0 0 0 48 21.500 0.75 39.40 0 0 0| 0 0 0 0 60 15.000 0.57 45.06 0 0 0| 0 0 0 0 80 4.000 0.23 37.11 0 0 0| 0 0 0 0 120 Total 0 0 0| 0 0 0 0 Indicative a-t-m Vol 47.87 Underlying Price 72.510 Time to expiry: 836 Days Dec 12 40.000 0.88 57.93 0 0 0| 0 0 0 0 40 34.500 0.83 54.22 0 0 0| 0 32 0 0 48 27.500 0.75 50.76 0 0 0| 0 15 0 0 60 18.250 0.60 46.31 0 0 0| 0 1 0 0 80 8.250 0.35 43.84 0 0 0| 0 0 0 0 120 Total 0 0 0| 0 48 0 0 Total Calls 0 0 106| 261 160,087 +146 0 | Equity Options 22:05 Business Day Tue 7 Sep 2010 Previous Business Day Mon 6 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 72.510 Time to expiry: 10 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 -0.12 40.00 0 0 0| 0 219 0 0 67 0.500 -0.16 38.45 0 0 0| 0 100 0 0 68 1.500 -0.44 35.66 0 0 0| 0 584 0 0 72 4.000 -0.77 35.41 0 0 0| 0 22 0 0 76 7.500 -0.94 36.10 0 0 0| 3 264 -3 0 80 34.500 -1.00 40.33 0 0 0| 0 0 0 0 107 47.500 -1.00 44.04 0 0 0| 0 0 0 0 120 Total 0 0 0| 3 49,279 -3 0 Indicative a-t-m Vol 34.39 Underlying Price 72.510 Time to expiry: 38 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 -0.10 47.68 0 0 0| 0 49 0 0 60 1.000 1.000 -0.16 41.63 1.000 0.750 0 0 312| 0 496 0 0 64 1.750 -0.28 38.16 0 0 0| 0 535 0 0 68 3.750 3.000 -0.45 34.41 3.750 S 3.750 S 0 0 28| 12 187 +12 0 72 5.750 5.250 -0.64 34.32 5.750 5.750 0 0 16| 0 25 0 0 76 8.250 -0.79 34.41 0 0 0| 0 0 0 0 80 11.750 -0.90 34.08 0 0 0| 0 0 0 0 84 15.500 -0.95 34.62 0 0 0| 0 100 0 0 88 23.500 -0.99 39.32 0 0 0| 0 0 0 0 96 Total 0 0 356| 12 3,632 +12 0 Indicative a-t-m Vol 38.66 Underlying Price 72.510 Time to expiry: 73 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 2.250 -0.23 44.03 0 0 0| 0 284 0 0 64 3.250 -0.33 41.35 0 0 0| 0 252 0 0 68 4.750 -0.45 38.93 0 0 0| 0 20 0 0 72 7.000 -0.57 37.86 0 0 0| 0 0 0 0 76 9.750 -0.69 37.79 0 0 0| 0 0 0 0 80 16.250 -0.87 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 72.510 Time to expiry: 101 Days Dec 10 CAB 0.00 85.64 0 0 0| 0 1,000 0 0 16 CAB 0.00 81.64 0 0 0| 0 0 0 0 21 CAB 0.00 77.64 0 0 0| 0 4 0 0 25 CAB -0.01 73.79 0 0 0| 0 650 0 0 31 Equity Options 22:05 Business Day Tue 7 Sep 2010 Previous Business Day Mon 6 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 -0.06 63.85 0 0 0| 100 150 -100 0 45 0.750 -0.07 54.90 0 0 0| 0 1,070 0 0 49 1.000 -0.08 53.83 0 0 0| 0 6,161 0 0 51 2.500 -0.21 49.10 0 0 0| 0 20,718 0 0 61 2.750 -0.25 43.07 0 0 0| 48 606 +48 0 64 4.000 -0.34 40.86 0 0 0| 0 768 0 0 68 5.500 -0.42 41.71 0 0 0| 0 3,401 0 0 71 6.000 -0.44 41.49 0 0 0| 0 310 0 0 72 8.000 -0.55 39.53 0 0 0| 0 28 0 0 76 10.750 -0.64 39.66 0 0 0| 0 105 0 0 80 10.750 -0.69 35.47 0 0 0| 0 277 0 0 81 19.500 -0.83 39.93 0 0 0| 0 58 0 0 91 29.750 -0.95 37.67 0 0 0| 0 11 0 0 102 39.500 -0.98 39.72 0 0 0| 0 0 0 0 112 49.500 -1.00 41.09 0 0 0| 0 16 0 0 122 69.500 -1.00 45.45 0 0 0| 0 0 0 0 142 89.500 -1.00 48.16 0 0 0| 0 0 0 0 162 171.500 -1.00 48.74 0 0 0| 0 0 0 0 244 Total 0 0 0| 148 45,041 -52 0 Indicative a-t-m Vol 40.64 Underlying Price 72.510 Time to expiry: 192 Days Mar 11 1.000 -0.06 60.09 0 0 0| 0 130 0 0 40 1.250 -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 3.000 -0.18 48.16 0 0 0| 0 7,581 0 0 56 3.750 -0.23 45.90 0 0 0| 0 104 0 0 60 5.000 -0.29 43.68 0 0 0| 0 139 0 0 64 8.250 -0.43 41.00 0 0 0| 0 456 0 0 72 12.500 -0.58 38.14 0 0 0| 0 146 0 0 80 18.000 -0.73 36.06 0 0 0| 0 0 0 0 88 47.500 -0.97 37.86 0 0 0| 0 0 0 0 120 Total 0 0 0| 0 17,269 0 0 Indicative a-t-m Vol 41.25 Underlying Price 72.510 Time to expiry: 283 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 -0.13 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 5.500 -0.25 46.05 0 0 0| 0 30 0 0 60 6.500 6.750 -0.30 44.29 6.500 6.500 0 0 10| 0 195 0 0 64 10.000 -0.41 41.49 0 0 0| 6 516 +6 0 72 14.500 -0.54 39.60 0 0 0| 0 29 0 0 80 36.000 -0.84 38.73 0 0 0| 0 0 0 0 107 48.250 -0.91 39.24 0 0 0| 0 10 0 0 120 Total 0 0 10| 6 1,899 +6 0 Equity Options 22:05 Business Day Tue 7 Sep 2010 Previous Business Day Mon 6 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 72.510 Time to expiry: 465 Days Dec 11 0.250 -0.01 67.37 0 0 0| 0 0 0 0 16 0.500 -0.02 66.13 0 0 0| 0 0 0 0 21 0.750 -0.03 63.02 0 0 0| 0 0 0 0 25 1.000 -0.04 61.48 0 0 0| 0 0 0 0 27 1.500 -0.05 59.58 0 0 0| 0 0 0 0 31 1.500 -0.06 58.92 0 0 0| 0 0 0 0 32 1.750 -0.06 58.44 0 0 0| 0 0 0 0 33 2.250 -0.08 56.23 0 0 0| 0 1,500 0 0 37 3.000 -0.10 55.41 0 0 0| 0 0 0 0 40 3.250 -0.11 55.33 0 0 0| 0 0 0 0 41 5.250 -0.17 53.17 0 0 0| 0 0 0 0 49 5.750 -0.18 52.56 0 0 0| 0 0 0 0 51 6.000 -0.20 50.18 0 0 0| 0 40 0 0 53 9.000 -0.27 48.13 0 0 0| 0 357 0 0 61 12.750 -0.38 43.12 0 0 0| 0 330 0 0 71 17.750 -0.48 41.91 0 0 0| 0 85 0 0 80 18.500 -0.49 41.96 0 0 0| 0 7 0 0 81 38.750 -0.71 43.27 0 0 0| 0 0 0 0 107 50.250 -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 72.510 Time to expiry: 647 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 -0.26 39.40 0 0 0| 0 0 0 0 60 21.000 -0.44 45.06 0 0 0| 0 0 0 0 80 50.750 -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 72.510 Time to expiry: 836 Days Dec 12 6.250 -0.13 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 -0.41 46.31 0 0 0| 0 1 0 0 80 53.250 -0.67 43.84 0 0 0| 0 0 0 0 120 Total 0 0 0| 0 31 0 0 Total Puts 0 0 366| 169 120,026 -37 0 Grand Total 0 0 472| 127,222 406,905 +109 0 Equity Options 22:05 Business Day Tue 7 Sep 2010 Previous Business Day Mon 6 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 33.53 Underlying Price 113.700 Time to expiry: 10 Days Sep 10 33.750 1.00 64.95 0 0 0| 0 0 0 0 80 25.750 1.00 51.82 0 0 0| 0 0 0 0 88 17.750 1.00 44.25 0 0 0| 0 37 0 0 96 13.750 0.99 39.24 0 0 0| 0 1 0 0 100 4.750 0.74 35.06 0 0 0| 0 42 0 0 110 0.250 0.13 31.24 0 0 0| 0 97 0 0 120 CAB 0.01 36.48 0 0 0| 0 288 0 0 130 CAB 0.00 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 38.45 Underlying Price 113.700 Time to expiry: 101 Days Dec 10 26.000 0.95 41.76 0 0 0| 0 0 0 0 88 19.250 0.81 41.42 0 0 0| 0 0 0 0 96 16.500 0.74 41.61 0 0 0| 0 100 0 0 100 10.250 0.57 39.20 0 0 0| 0 10 0 0 110 5.750 0.40 37.32 0 0 0| 0 312 0 0 120 2.750 0.25 36.32 0 0 0| 0 0 0 0 130 1.250 0.13 34.86 0 0 0| 0 14 0 0 140 0.750 0.09 37.76 0 0 0| 0 12 0 0 150 0.250 0.04 36.88 0 0 0| 0 31 0 0 160 CAB 0.01 35.99 0 0 0| 0 20 0 0 180 Total 0 0 0| 0 499 0 0 Indicative a-t-m Vol 38.68 Underlying Price 113.700 Time to expiry: 192 Days Mar 11 27.750 0.83 41.73 0 0 0| 0 60 0 0 88 22.000 0.75 40.81 0 0 0| 0 40 0 0 96 19.500 0.70 40.66 0 0 0| 0 20 0 0 100 13.750 0.58 39.20 0 0 0| 0 0 0 0 110 9.250 0.46 37.91 0 0 0| 0 10 0 0 120 5.750 0.34 36.88 0 0 0| 3 3 +3 0 130 3.750 0.24 36.20 0 0 0| 0 0 0 0 140 Total 0 0 0| 3 133 +3 0 Total Calls 0 0 0| 3 3,527 +3 0 | Equity Options 22:05 Business Day Tue 7 Sep 2010 Previous Business Day Mon 6 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 34.14 Underlying Price 113.700 Time to expiry: 10 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 0.250 -0.04 37.51 0 0 0| 0 130 0 0 100 2.000 -0.39 37.20 0 0 0| 0 3 0 0 110 8.500 -0.92 29.56 0 0 0| 0 80 0 0 120 18.750 18.250 -0.99 37.67 18.750 S 18.750 S 0 0 15| 0 201 0 0 130 28.250 -0.99 50.93 0 0 0| 0 290 0 0 140 38.250 -1.00 51.97 0 0 0| 0 10 0 0 150 48.250 -1.00 55.58 0 0 0| 0 0 0 0 160 68.250 -1.00 58.47 0 0 0| 0 0 0 0 180 Total 0 0 15| 0 814 0 0 Indicative a-t-m Vol 37.86 Underlying Price 113.700 Time to expiry: 101 Days Dec 10 1.500 -0.12 42.30 0 0 0| 0 0 0 0 88 3.250 -0.21 40.82 0 0 0| 0 0 0 0 96 4.000 -0.26 39.52 0 0 0| 0 15 0 0 100 8.000 -0.43 38.61 0 0 0| 0 39 0 0 110 13.250 13.500 -0.60 36.75 13.250 13.250 0 0 25| 0 15 0 0 120 20.750 -0.77 34.94 0 0 0| 0 26 0 0 130 29.250 -0.88 34.69 0 0 0| 0 20 0 0 140 38.500 -0.95 33.22 0 0 0| 0 0 0 0 150 48.250 -0.99 32.22 0 0 0| 0 0 0 0 160 68.250 -1.00 28.91 0 0 0| 0 0 0 0 180 Total 0 0 25| 0 115 0 0 Indicative a-t-m Vol 36.87 Underlying Price 113.700 Time to expiry: 192 Days Mar 11 3.250 -0.17 40.52 0 0 0| 0 16 0 0 88 5.500 -0.25 39.93 0 0 0| 0 10 0 0 96 6.750 -0.29 39.05 0 0 0| 0 3 0 0 100 11.000 -0.42 37.83 0 0 0| 10 28 +10 0 110 16.250 -0.55 35.42 0 0 0| 0 5 0 0 120 23.500 -0.67 36.38 0 0 0| 0 0 0 0 130 30.500 -0.80 32.34 0 0 0| 0 0 0 0 140 Total 0 0 0| 10 62 +10 0 Total Puts 0 0 40| 10 991 +10 0 Grand Total 0 0 40| 32,885 37,390 +13 0 Equity Options 22:05 Business Day Tue 7 Sep 2010 Previous Business Day Mon 6 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 32.80 Underlying Price 681.500 Time to expiry: 10 Days Sep 10 221.750 1.00 87.91 0 0 0| 0 0 0 0 460 201.750 1.00 70.66 0 0 0| 0 0 0 0 480 161.500 1.00 49.66 0 0 0| 0 0 0 0 520 141.500 1.00 41.42 0 0 0| 0 0 0 0 540 121.500 1.00 37.67 0 0 0| 0 36 0 0 560 101.750 1.00 35.07 0 0 0| 0 2 0 0 580 81.750 0.99 34.04 0 0 0| 0 0 0 0 600 62.500 0.95 34.03 0 0 0| 0 0 0 0 620 44.250 0.87 33.54 0 0 0| 0 27 0 0 640 28.500 0.72 33.15 0 0 0| 0 0 0 0 660 16.250 0.53 32.87 0 0 0| 0 6 0 0 680 8.000 0.33 32.20 0 0 0| 0 0 0 0 700 3.250 0.17 32.05 0 0 0| 0 62 0 0 720 0.250 0.02 31.22 0 0 0| 0 6 0 0 760 CAB 0.00 32.04 0 0 0| 0 3 0 0 800 CAB 0.00 36.14 0 0 0| 0 0 0 0 880 Total 0 0 0| 0 142 0 0 Indicative a-t-m Vol 33.64 Underlying Price 681.500 Time to expiry: 101 Days Dec 10 202.750 0.99 32.18 0 0 0| 0 0 0 0 480 164.750 0.95 33.72 0 0 0| 0 0 0 0 520 129.250 0.89 34.09 0 0 0| 0 0 0 0 560 97.000 0.80 33.84 0 0 0| 0 24 0 0 600 69.750 0.68 33.71 0 0 0| 0 21 0 0 640 47.750 0.54 33.62 0 0 0| 0 7 0 0 680 32.250 0.41 34.04 0 0 0| 0 22 0 0 720 19.500 0.29 33.15 0 0 0| 0 0 0 0 760 10.750 0.19 32.06 0 0 0| 0 50 0 0 800 3.750 0.08 32.79 0 0 0| 0 27 0 0 880 Total 0 0 0| 0 151 0 0 Indicative a-t-m Vol 33.65 Underlying Price 681.500 Time to expiry: 192 Days Mar 11 205.000 0.96 34.18 0 0 0| 0 0 0 0 480 169.000 0.91 33.88 0 0 0| 0 0 0 0 520 137.000 0.83 34.12 0 0 0| 0 0 0 0 560 108.750 0.74 34.15 0 0 0| 0 0 0 0 600 84.250 0.64 33.97 0 0 0| 0 0 0 0 640 64.000 0.54 33.69 0 0 0| 0 0 0 0 680 46.750 0.44 32.91 0 0 0| 0 4 0 0 720 20.250 0.25 30.16 0 0 0| 0 0 0 0 800 Total 0 0 0| 0 4 0 0 Total Calls 0 0 0| 0 297 0 0 | Equity Options 22:05 Business Day Tue 7 Sep 2010 Previous Business Day Mon 6 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 32.75 Underlying Price 681.500 Time to expiry: 10 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 -0.01 45.38 0 0 0| 0 63 0 0 560 0.250 -0.01 41.94 0 0 0| 0 0 0 0 580 0.250 -0.02 36.44 0 0 0| 0 5 0 0 600 0.750 -0.05 33.84 0 0 0| 0 0 0 0 620 2.750 -0.14 33.99 0 0 0| 0 27 0 0 640 7.000 -0.28 33.51 0 0 0| 0 0 0 0 660 14.750 -0.47 32.77 0 0 0| 0 0 0 0 680 26.500 -0.67 32.58 0 0 0| 0 0 0 0 700 51.750 41.750 -0.83 31.86 51.750 51.750 0 0 2| 0 36 0 0 720 79.000 -0.97 33.93 0 0 0| 0 27 0 0 760 118.500 -1.00 35.86 0 0 0| 0 0 0 0 800 198.500 -1.00 47.89 0 0 0| 0 0 0 0 880 Total 0 0 2| 0 185 0 0 Indicative a-t-m Vol 34.01 Underlying Price 681.500 Time to expiry: 101 Days Dec 10 2.250 -0.04 38.61 0 0 0| 0 0 0 0 480 4.250 -0.07 35.71 0 0 0| 0 57 0 0 520 9.500 -0.14 35.22 0 0 0| 0 0 0 0 560 18.500 -0.23 34.77 0 0 0| 0 2 0 0 600 32.750 -0.35 34.59 0 0 0| 0 29 0 0 640 51.500 -0.48 34.09 0 0 0| 0 0 0 0 680 75.250 74.000 -0.62 32.65 75.250 75.250 0 0 2| 0 21 0 0 720 100.500 -0.75 30.28 0 0 0| 0 0 0 0 760 133.500 -0.85 29.50 0 0 0| 0 0 0 0 800 207.750 -0.94 30.23 0 0 0| 0 0 0 0 880 Total 0 0 2| 0 109 0 0 Indicative a-t-m Vol 33.82 Underlying Price 681.500 Time to expiry: 192 Days Mar 11 6.250 -0.07 35.40 0 0 0| 0 0 0 0 480 11.500 -0.12 34.73 0 0 0| 0 0 0 0 520 20.500 -0.19 34.71 0 0 0| 0 0 0 0 560 32.750 -0.27 34.47 0 0 0| 0 0 0 0 600 45.000 48.750 -0.37 34.25 45.000 45.000 0 0 1| 0 0 0 0 640 68.500 -0.46 33.86 0 0 0| 0 0 0 0 680 91.250 -0.56 33.10 0 0 0| 0 0 0 0 720 145.250 -0.75 30.52 0 0 0| 0 0 0 0 800 Total 0 0 1| 0 0 0 0 Total Puts 0 0 5| 0 294 0 0 Grand Total 0 0 5| 39,916 40,507 0 0 Equity Options 22:05 Business Day Tue 7 Sep 2010 Previous Business Day Mon 6 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 37.50 Underlying Price 1586.000 Time to expiry: 10 Days Sep 10 486.500 1.00 76.12 0 0 0| 0 0 0 0 1100 386.500 1.00 63.72 0 0 0| 0 0 0 0 1200 287.000 0.98 55.87 0 0 0| 0 0 0 0 1300 238.000 0.97 51.94 0 0 0| 0 0 0 0 1350 190.000 0.94 47.92 0 0 0| 0 4 0 0 1400 143.000 0.89 43.84 0 0 0| 0 0 0 0 1450 100.000 0.79 41.33 0 0 0| 0 0 0 0 1500 62.000 0.65 38.20 0 0 0| 0 0 0 0 1550 34.500 0.46 37.23 0 0 0| 0 2 0 0 1600 16.500 0.28 36.28 0 0 0| 0 304 0 0 1650 6.500 0.14 35.38 0 0 0| 0 27 0 0 1700 2.500 0.06 35.65 0 0 0| 0 1 0 0 1750 1.000 0.02 36.71 0 0 0| 0 8 0 0 1800 CAB 0.00 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 40.86 Underlying Price 1586.000 Time to expiry: 101 Days Dec 10 411.000 0.89 47.18 0 0 0| 0 0 0 0 1200 328.000 0.83 45.88 0 0 0| 0 0 0 0 1300 250.000 0.75 42.98 0 0 0| 0 0 0 0 1400 187.000 0.64 42.51 0 0 0| 0 0 0 0 1500 131.000 0.53 40.60 0 0 0| 0 0 0 0 1600 88.000 0.41 39.42 0 0 0| 0 1 0 0 1700 57.500 0.31 38.80 0 0 0| 0 13 0 0 1800 36.500 0.22 38.27 0 0 0| 0 3 0 0 1900 22.000 0.15 37.88 0 0 0| 0 2 0 0 2000 8.500 0.07 38.28 0 0 0| 0 2 0 0 2200 3.500 0.03 39.39 0 0 0| 0 16 0 0 2400 1.000 0.01 44.13 0 0 0| 0 20 0 0 2800 Total 0 0 0| 0 57 0 0 Indicative a-t-m Vol 41.02 Underlying Price 1586.000 Time to expiry: 192 Days Mar 11 444.000 0.84 48.56 0 0 0| 0 0 0 0 1200 367.000 0.78 46.17 0 0 0| 0 0 0 0 1300 297.000 0.71 44.28 0 0 0| 0 0 0 0 1400 234.500 0.63 42.39 0 0 0| 0 0 0 0 1500 180.500 0.55 40.80 0 0 0| 0 2 0 0 1600 139.000 0.46 40.16 0 0 0| 0 1 0 0 1700 104.000 0.38 39.41 0 0 0| 0 3 0 0 1800 55.000 0.24 38.01 0 0 0| 0 3 0 0 2000 Total 0 0 0| 0 9 0 0 Equity Options 22:05 Business Day Tue 7 Sep 2010 Previous Business Day Mon 6 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 22:05 Business Day Tue 7 Sep 2010 Previous Business Day Mon 6 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 38.75 Underlying Price 1586.000 Time to expiry: 10 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 4.000 -0.07 49.38 0 0 0| 0 3 0 0 1400 7.000 -0.11 44.60 0 0 0| 0 300 0 0 1450 14.500 -0.21 42.31 0 0 0| 0 20 0 0 1500 28.000 -0.36 40.18 0 0 0| 0 0 0 0 1550 49.500 -0.54 38.20 0 0 0| 0 10 0 0 1600 82.500 -0.71 38.91 0 0 0| 0 0 0 0 1650 122.000 -0.85 37.94 0 0 0| 0 5 0 0 1700 167.500 -0.93 38.46 0 0 0| 0 0 0 0 1750 215.000 -0.97 37.88 0 0 0| 0 40 0 0 1800 314.000 -1.00 38.00 0 0 0| 0 2 0 0 1900 414.000 -1.00 38.23 0 0 0| 0 20 0 0 2000 614.000 -1.00 39.37 0 0 0| 0 0 0 0 2200 814.000 -1.00 40.06 0 0 0| 0 15 0 0 2400 1014.000 -1.00 40.29 0 0 0| 0 0 0 0 2600 1214.000 -1.00 40.52 0 0 0| 0 4 0 0 2800 Total 0 0 0| 0 420 0 0 Indicative a-t-m Vol 40.70 Underlying Price 1586.000 Time to expiry: 101 Days Dec 10 24.000 -0.11 48.32 0 0 0| 0 2 0 0 1200 39.500 -0.17 45.92 0 0 0| 0 0 0 0 1300 61.500 -0.25 43.13 0 0 0| 0 5 0 0 1400 97.500 -0.36 42.24 0 0 0| 0 0 0 0 1500 141.500 -0.47 40.45 0 0 0| 0 1 0 0 1600 199.000 -0.59 39.42 0 0 0| 0 1 0 0 1700 267.500 -0.70 38.52 0 0 0| 0 4 0 0 1800 347.000 -0.79 38.06 0 0 0| 0 0 0 0 1900 433.500 -0.86 38.05 0 0 0| 0 0 0 0 2000 620.500 -0.94 38.87 0 0 0| 0 2 0 0 2200 816.000 -0.97 40.41 0 0 0| 0 2 0 0 2400 1214.500 -0.99 49.18 0 0 0| 0 0 0 0 2800 Total 0 0 0| 0 17 0 0 Indicative a-t-m Vol 39.38 Underlying Price 1586.000 Time to expiry: 192 Days Mar 11 53.000 -0.16 46.58 0 0 0| 0 4 0 0 1200 77.000 -0.22 45.02 0 0 0| 1 1 0 0 1300 109.000 -0.29 43.64 0 0 0| 0 1 0 0 1400 146.500 -0.37 41.82 0 0 0| 0 2 0 0 1500 186.500 -0.46 38.99 0 0 0| 1 1 -1 0 1600 252.500 -0.54 40.08 0 0 0| 0 2 0 0 1700 318.500 -0.62 39.53 0 0 0| 0 2 0 0 1800 467.500 -0.76 37.70 0 0 0| 0 2 0 0 2000 Total 0 0 0| 2 15 -1 0 Equity Options 22:05 Business Day Tue 7 Sep 2010 Previous Business Day Mon 6 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 0| 2 452 -1 0 Grand Total 0 0 0| 45,788 47,447 -1 0 Equity Options 22:05 Business Day Tue 7 Sep 2010 Previous Business Day Mon 6 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 40.82 Underlying Price 225.700 Time to expiry: 10 Days Sep 10 45.750 1.00 45.93 0 0 0| 0 0 0 0 180 35.750 0.99 46.32 0 0 0| 0 0 0 0 190 26.000 0.95 43.79 0 0 0| 0 27 0 0 200 21.500 0.90 44.18 0 0 0| 0 0 0 0 205 17.000 0.85 41.40 0 0 0| 0 65 0 0 210 13.250 0.76 41.79 0 0 0| 15 112 0 0 215 9.750 0.65 42.27 0 0 0| 1 151 0 0 220 6.750 0.53 41.51 0 0 0| 0 412 0 0 225 4.000 0.40 38.04 0 0 0| 0 564 0 0 230 2.250 0.28 36.88 0 0 0| 0 99 0 0 235 3.000 1.500 0.19 38.58 3.000 1.750 0 0 79| 0 549 0 0 240 0.750 0.12 38.58 0 0 0| 0 23 0 0 245 1.250 0.500 0.07 38.58 1.250 1.250 0 0 15| 0 30 0 0 250 CAB 0.02 38.58 0 0 0| 0 371 0 0 260 CAB 0.00 38.58 0 0 0| 0 15 0 0 270 CAB 0.00 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 94| 16 3,030 0 0 Indicative a-t-m Vol 37.72 Underlying Price 225.700 Time to expiry: 38 Days Oct 10 46.500 0.96 42.73 0 0 0| 0 0 0 0 180 38.000 0.88 48.20 0 0 0| 0 0 0 0 190 29.000 0.83 42.43 0 0 0| 0 0 0 0 200 25.000 0.78 41.71 0 0 0| 0 0 0 0 205 21.750 0.72 42.98 0 0 0| 0 3 0 0 210 16.750 0.68 36.14 0 0 0| 0 0 0 0 215 14.500 0.61 38.84 0 0 0| 0 105 0 0 220 11.500 0.54 37.91 0 0 0| 1 25 +1 0 225 9.000 0.46 36.96 0 0 0| 0 10 0 0 230 7.250 0.39 37.02 0 0 0| 0 96 0 0 235 5.500 0.33 36.42 0 0 0| 31 65 +30 0 240 1.500 0.12 35.55 0 0 0| 11 21 +11 0 260 0.250 0.02 30.67 0 0 0| 0 0 0 0 280 Total 0 0 0| 43 325 +42 0 Indicative a-t-m Vol 38.35 Underlying Price 225.700 Time to expiry: 73 Days Nov 10 48.000 0.91 41.25 0 0 0| 0 0 0 0 180 39.750 0.84 41.93 0 0 0| 0 0 0 0 190 31.750 0.78 40.27 0 0 0| 0 0 0 0 200 28.500 0.73 41.35 0 0 0| 0 0 0 0 205 25.000 0.69 40.69 0 0 0| 0 2 0 0 210 21.500 0.65 38.92 0 0 0| 0 0 0 0 215 Equity Options 22:05 Business Day Tue 7 Sep 2010 Previous Business Day Mon 6 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 | 18.500 0.60 38.17 0 0 0| 0 0 0 0 220 16.000 0.55 38.65 0 0 0| 0 0 0 0 225 13.250 0.49 37.16 0 0 0| 0 0 0 0 230 11.000 0.44 36.60 0 0 0| 0 0 0 0 235 9.000 0.39 36.17 0 0 0| 15 15 +15 0 240 4.250 0.22 35.90 0 0 0| 230 230 +230 0 260 2.000 0.12 37.07 0 0 0| 0 0 0 0 280 Total 0 0 0| 245 247 +245 0 Indicative a-t-m Vol 36.61 Underlying Price 225.700 Time to expiry: 101 Days Dec 10 48.000 0.91 39.56 0 0 0| 0 5 0 0 180 40.000 0.84 40.88 0 0 0| 0 1 0 0 190 32.750 0.76 41.57 0 0 0| 0 9 0 0 200 25.500 0.69 39.18 0 0 0| 0 15 0 0 210 18.500 0.59 36.36 0 0 0| 0 171 0 0 220 14.000 0.49 36.77 0 0 0| 0 172 0 0 230 9.750 10.000 0.39 35.73 9.750 9.750 0 0 8| 0 498 0 0 240 5.000 0.23 35.61 0 0 0| 1 723 0 0 260 2.500 0.13 36.41 0 0 0| 0 699 0 0 280 1.250 0.07 36.55 0 0 0| 0 19 0 0 300 0.500 0.03 36.55 0 0 0| 0 310 0 0 320 Total 0 0 8| 1 2,622 0 0 Indicative a-t-m Vol 35.91 Underlying Price 225.700 Time to expiry: 192 Days Mar 11 50.250 0.85 39.45 0 0 0| 0 5 0 0 180 42.750 0.79 39.07 0 0 0| 0 0 0 0 190 36.000 0.72 38.73 0 0 0| 0 30 0 0 200 29.250 0.65 37.19 0 0 0| 0 0 0 0 210 23.750 0.57 36.75 0 0 0| 0 10 0 0 220 18.750 0.50 35.35 0 0 0| 115 85 -61 0 230 15.000 0.42 35.05 0 0 0| 0 36 0 0 240 8.250 0.29 32.86 0 0 0| 0 81 0 0 260 5.000 0.19 33.41 0 0 0| 0 34 0 0 280 2.250 0.10 35.76 0 0 0| 0 0 0 0 320 Total 0 0 0| 115 281 -61 0 Total Calls 0 0 102| 420 6,505 +226 0 | Equity Options 22:05 Business Day Tue 7 Sep 2010 Previous Business Day Mon 6 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 43.12 Underlying Price 225.700 Time to expiry: 10 Days Sep 10 CAB -0.01 54.61 0 0 0| 0 197 0 0 180 0.250 -0.02 49.92 0 0 0| 0 79 0 0 190 0.500 -0.06 46.85 0 0 0| 0 267 0 0 200 1.000 -0.11 46.23 0 0 0| 0 10 0 0 205 1.750 -0.17 46.23 0 0 0| 0 1,608 0 0 210 3.250 2.750 -0.25 45.31 3.250 3.250 0 0 50| 0 71 0 0 215 5.000 4.250 -0.35 43.47 5.000 5.000 0 0 50| 0 217 0 0 220 6.500 -0.47 43.37 0 0 0| 0 0 0 0 225 9.750 9.000 -0.59 42.13 9.750 9.750 0 0 15| 0 449 0 0 230 12.000 -0.70 40.53 0 0 0| 0 6 0 0 235 17.000 16.000 -0.80 39.66 17.000 S 16.000 S 0 0 10| 3 936 +105 0 240 20.250 -0.88 39.59 0 0 0| 0 0 0 0 245 24.750 -0.93 38.53 0 0 0| 0 0 0 0 250 34.500 -0.98 38.87 0 0 0| 0 107 0 0 260 44.250 -1.00 40.52 0 0 0| 0 0 0 0 270 54.250 -1.00 40.52 0 0 0| 0 360 0 0 280 78.000 74.250 -1.00 40.52 78.000 78.000 0 0 2| 0 183 0 0 300 94.250 -1.00 40.52 0 0 0| 0 17 0 0 320 114.250 -1.00 40.52 0 0 0| 0 25 0 0 340 134.250 -1.00 40.52 0 0 0| 0 12 0 0 360 Total 0 0 127| 3 4,544 +105 0 Indicative a-t-m Vol 36.67 Underlying Price 225.700 Time to expiry: 38 Days Oct 10 0.500 -0.04 41.21 0 0 0| 0 10 0 0 180 1.500 -0.09 42.11 0 0 0| 0 0 0 0 190 2.750 -0.17 41.11 0 0 0| 0 20 0 0 200 3.750 -0.21 40.49 0 0 0| 0 0 0 0 205 5.500 -0.27 40.93 0 0 0| 0 2,508 0 0 210 6.750 -0.33 39.82 0 0 0| 0 10 0 0 215 8.250 -0.39 37.96 0 0 0| 3 103 +3 0 220 10.250 -0.46 36.63 0 0 0| 0 0 0 0 225 13.250 -0.54 36.86 0 0 0| 0 0 0 0 230 16.500 -0.60 37.70 0 0 0| 0 0 0 0 235 19.500 -0.68 35.94 0 0 0| 0 0 0 0 240 35.750 -0.87 36.07 0 0 0| 0 0 0 0 260 54.750 -0.95 39.70 0 0 0| 0 0 0 0 280 Total 0 0 0| 3 2,651 +3 0 Indicative a-t-m Vol 36.99 Underlying Price 225.700 Time to expiry: 73 Days Nov 10 2.250 -0.10 42.97 0 0 0| 0 0 0 0 180 3.250 -0.15 40.18 0 0 0| 0 0 0 0 190 5.250 -0.22 38.87 0 0 0| 0 5 0 0 200 6.500 -0.26 38.25 0 0 0| 0 0 0 0 205 8.000 -0.30 37.60 0 0 0| 0 10 0 0 210 10.250 -0.35 38.17 0 0 0| 0 0 0 0 215 12.250 -0.40 37.48 0 0 0| 0 2 0 0 220 Equity Options 22:05 Business Day Tue 7 Sep 2010 Previous Business Day Mon 6 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 | 14.500 -0.46 37.04 0 0 0| 0 0 0 0 225 17.250 -0.51 36.80 0 0 0| 0 50 0 0 230 19.750 -0.56 35.91 0 0 0| 0 0 0 0 235 23.250 -0.61 36.44 0 0 0| 0 0 0 0 240 37.750 -0.80 34.72 0 0 0| 0 0 0 0 260 55.500 -0.91 34.15 0 0 0| 0 0 0 0 280 Total 0 0 0| 0 67 0 0 Indicative a-t-m Vol 36.47 Underlying Price 225.700 Time to expiry: 101 Days Dec 10 4.000 -0.15 40.22 0 0 0| 0 78 0 0 180 6.000 -0.21 39.15 0 0 0| 0 1 0 0 190 8.500 -0.28 37.69 0 0 0| 0 292 0 0 200 12.750 -0.37 38.43 0 0 0| 0 1,000 0 0 210 16.250 17.500 -0.46 37.94 16.250 S 16.250 S 0 0 8| 0 417 0 0 220 22.250 -0.56 35.49 0 0 0| 0 86 0 0 230 29.500 -0.64 36.45 0 0 0| 0 108 0 0 240 44.000 -0.80 33.72 0 0 0| 0 90 0 0 260 61.750 -0.90 33.36 0 0 0| 0 5 0 0 280 80.750 -0.95 33.67 0 0 0| 0 20 0 0 300 100.250 -0.98 33.51 0 0 0| 0 0 0 0 320 Total 0 0 8| 0 2,097 0 0 Indicative a-t-m Vol 35.78 Underlying Price 225.700 Time to expiry: 192 Days Mar 11 7.750 -0.20 38.69 0 0 0| 0 6 0 0 180 10.500 -0.25 37.97 0 0 0| 0 0 0 0 190 13.750 -0.31 36.88 0 0 0| 0 35 0 0 200 17.750 -0.38 36.17 0 0 0| 0 0 0 0 210 22.750 -0.45 36.01 0 0 0| 0 10 0 0 220 28.250 -0.52 35.63 0 0 0| 0 36 0 0 230 34.250 -0.59 34.71 0 0 0| 0 21 0 0 240 48.000 48.000 -0.72 33.01 48.000 S 48.000 S 0 0 2| 0 7 0 0 260 64.250 -0.82 32.21 0 0 0| 0 95 0 0 280 99.000 101.000 -0.94 31.16 99.000 99.000 0 0 2| 0 0 0 0 320 Total 0 0 4| 0 210 0 0 Total Puts 0 0 139| 6 9,569 +108 0 Grand Total 0 0 241| 79,084 94,732 +334 0 Equity Options 22:05 Business Day Tue 7 Sep 2010 Previous Business Day Mon 6 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 22.61 Underlying Price 354.100 Time to expiry: 10 Days Sep 10 74.250 1.00 46.93 0 0 0| 0 0 0 0 280 54.250 1.00 37.74 0 0 0| 0 24 0 0 300 34.250 0.98 29.21 0 0 0| 0 29 0 0 320 24.500 0.94 26.13 0 0 0| 0 0 0 0 330 15.500 0.83 24.93 0 0 0| 0 440 0 0 340 8.000 0.62 22.83 0 0 0| 6 32 0 0 350 3.000 0.34 22.39 0 0 0| 5 780 -5 0 360 0.750 0.13 21.88 0 0 0| 0 0 0 0 370 0.250 0.04 22.48 0 0 0| 0 181 0 0 380 CAB 0.00 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 0| 11 1,706 -5 0 Indicative a-t-m Vol 24.54 Underlying Price 354.100 Time to expiry: 38 Days Oct 10 74.750 0.97 38.81 0 0 0| 0 0 0 0 280 55.250 0.95 32.61 0 0 0| 0 0 0 0 300 36.500 0.87 28.33 0 0 0| 0 5 0 0 320 28.000 0.80 27.53 0 0 0| 0 0 0 0 330 20.250 0.70 25.97 0 0 0| 0 10 0 0 340 13.750 0.58 25.00 0 0 0| 0 0 0 0 350 8.500 8.500 0.44 24.07 8.750 8.500 0 0 55| 55 905 0 0 360 4.750 0.30 23.01 0 0 0| 0 0 0 0 370 2.500 0.18 22.82 0 0 0| 3 30 -3 0 380 0.250 0.04 20.82 0 0 0| 0 0 0 0 400 Total 0 0 55| 58 950 -3 0 Indicative a-t-m Vol 24.93 Underlying Price 354.100 Time to expiry: 73 Days Nov 10 75.250 0.96 31.93 0 0 0| 0 0 0 0 280 56.750 0.91 30.78 0 0 0| 0 0 0 0 300 39.250 0.82 28.35 0 0 0| 0 0 0 0 320 31.250 0.75 27.19 0 0 0| 0 0 0 0 330 24.000 0.67 26.17 0 0 0| 10 10 +10 0 340 17.750 0.57 25.39 0 0 0| 20 30 +20 0 350 12.500 0.46 24.46 0 0 0| 0 30 0 0 360 8.250 0.36 23.68 0 0 0| 16 16 +16 0 370 5.500 0.27 23.67 0 0 0| 0 25 0 0 380 1.750 0.11 22.08 0 0 0| 0 0 0 0 400 Total 0 0 0| 46 111 +46 0 Indicative a-t-m Vol 25.40 Underlying Price 354.100 Time to expiry: 101 Days Dec 10 174.250 1.00 45.15 0 0 0| 0 0 0 0 180 154.500 1.00 42.28 0 0 0| 0 0 0 0 200 134.500 1.00 39.43 0 0 0| 0 0 0 0 220 115.000 0.98 41.80 0 0 0| 0 0 0 0 240 Equity Options 22:05 Business Day Tue 7 Sep 2010 Previous Business Day Mon 6 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 | 76.000 0.94 33.40 0 0 0| 0 0 0 0 280 57.250 0.89 29.94 0 0 0| 0 11 0 0 300 40.250 0.80 28.02 0 0 0| 0 16 0 0 320 26.000 0.65 26.63 0 0 0| 0 51 0 0 340 14.750 0.47 24.99 0 0 0| 5 90 +5 0 360 7.250 0.29 23.98 0 0 0| 0 700 0 0 380 3.000 0.15 22.86 0 0 0| 0 145 0 0 400 1.500 0.08 23.14 0 0 0| 0 241 0 0 420 0.250 0.02 21.36 0 0 0| 0 494 0 0 440 Total 0 0 0| 5 1,748 +5 0 Indicative a-t-m Vol 25.68 Underlying Price 354.100 Time to expiry: 192 Days Mar 11 77.750 0.90 31.37 0 0 0| 0 0 0 0 280 60.750 0.82 29.68 0 0 0| 0 0 0 0 300 45.250 0.73 28.18 0 0 0| 0 56 0 0 320 32.000 0.61 26.52 0 0 0| 0 87 0 0 340 21.500 0.48 25.39 0 0 0| 0 121 0 0 360 13.500 0.36 24.45 0 0 0| 0 36 0 0 380 8.000 0.24 23.62 0 0 0| 0 35 0 0 400 2.500 0.10 22.72 0 0 0| 0 1 0 0 440 Total 0 0 0| 0 336 0 0 Indicative a-t-m Vol 26.66 Underlying Price 354.100 Time to expiry: 283 Days Jun 11 116.250 0.95 36.63 0 0 0| 0 0 0 0 240 79.750 0.86 31.54 0 0 0| 0 0 0 0 280 63.500 0.79 29.69 0 0 0| 0 10 0 0 300 49.250 0.70 28.54 0 0 0| 0 146 0 0 320 37.000 0.60 27.38 0 0 0| 0 104 0 0 340 26.750 0.50 26.43 0 0 0| 5 765 +5 0 360 18.750 0.40 25.68 0 0 0| 0 5 0 0 380 12.750 0.30 25.07 0 0 0| 0 18 0 0 400 5.000 0.15 23.85 0 0 0| 0 8 0 0 440 Total 0 0 0| 5 1,056 +5 0 Indicative a-t-m Vol 27.69 Underlying Price 354.100 Time to expiry: 465 Days Dec 11 174.500 1.00 40.05 0 0 0| 0 0 0 0 180 154.750 0.99 37.27 0 0 0| 0 0 0 0 200 135.250 0.97 35.47 0 0 0| 0 0 0 0 220 116.500 0.94 33.75 0 0 0| 0 0 0 0 240 82.250 0.83 30.73 0 0 0| 0 0 0 0 280 54.750 0.68 28.84 0 0 0| 0 0 0 0 320 34.250 0.51 27.52 0 0 0| 0 1,500 0 0 360 26.500 0.43 27.07 0 0 0| 0 1,500 0 0 380 19.750 0.35 26.42 0 0 0| 0 0 0 0 400 12.250 0.24 26.60 0 0 0| 0 0 0 0 440 Total 0 0 0| 0 3,000 0 0 Indicative a-t-m Vol 27.45 Underlying Price 354.100 Time to expiry: 647 Days Jun 12 Equity Options 22:05 Business Day Tue 7 Sep 2010 Previous Business Day Mon 6 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 | 83.750 0.81 29.72 0 0 0| 0 0 0 0 280 57.750 0.67 28.32 0 0 0| 0 0 0 0 320 38.750 0.52 27.32 0 0 0| 0 0 0 0 360 24.500 0.38 26.32 0 0 0| 0 0 0 0 400 Total 0 0 0| 0 0 0 0 Indicative a-t-m Vol 27.25 Underlying Price 354.100 Time to expiry: 836 Days Dec 12 85.250 0.80 29.62 0 0 0| 0 0 0 0 280 60.500 0.66 28.21 0 0 0| 0 0 0 0 320 42.000 0.52 27.11 0 0 0| 0 0 0 0 360 28.000 0.40 26.22 0 0 0| 0 0 0 0 400 21.750 0.32 27.50 0 0 0| 0 0 0 0 440 Total 0 0 0| 0 0 0 0 Total Calls 0 0 55| 125 8,907 +48 0 | Equity Options 22:05 Business Day Tue 7 Sep 2010 Previous Business Day Mon 6 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 22.78 Underlying Price 354.100 Time to expiry: 10 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 0.250 -0.03 32.36 0 0 0| 0 1,685 0 0 320 0.750 -0.08 29.52 0 0 0| 0 205 0 0 330 2.000 1.500 -0.17 25.74 2.000 S 2.000 S 0 0 8| 0 119 0 0 340 3.750 -0.38 23.11 0 0 0| 0 20 0 0 350 9.000 -0.66 22.44 0 0 0| 0 120 0 0 360 17.000 -0.85 23.92 0 0 0| 6 6 +6 0 370 25.250 26.250 -0.95 25.28 25.250 25.250 0 0 2| 2 184 -2 0 380 46.000 -1.00 27.47 0 0 0| 1 1 0 0 400 66.000 -1.00 36.95 0 0 0| 0 0 0 0 420 86.000 -1.00 41.09 0 0 0| 0 0 0 0 440 Total 0 0 10| 9 2,723 +4 0 Indicative a-t-m Vol 24.30 Underlying Price 354.100 Time to expiry: 38 Days Oct 10 CAB -0.01 29.11 0 0 0| 0 0 0 0 280 0.500 -0.04 30.31 0 0 0| 0 7 0 0 300 2.250 -0.13 28.37 0 0 0| 0 138 0 0 320 3.500 -0.19 26.71 0 0 0| 0 63 0 0 330 5.750 -0.30 25.51 0 0 0| 0 20 0 0 340 9.250 -0.42 24.59 0 0 0| 0 0 0 0 350 14.250 -0.57 24.00 0 0 0| 0 0 0 0 360 20.500 -0.71 22.95 0 0 0| 0 0 0 0 370 28.250 -0.82 22.53 0 0 0| 0 0 0 0 380 46.250 -0.96 21.64 0 0 0| 0 0 0 0 400 Total 0 0 0| 0 228 0 0 Indicative a-t-m Vol 25.12 Underlying Price 354.100 Time to expiry: 73 Days Nov 10 1.000 -0.05 31.18 0 0 0| 0 0 0 0 280 3.000 -0.12 30.27 0 0 0| 0 0 0 0 300 6.250 -0.23 28.28 0 0 0| 0 10 0 0 320 8.750 -0.30 27.02 0 0 0| 0 4 0 0 330 12.500 12.250 -0.39 26.41 12.500 S 12.500 S 0 0 8| 0 0 0 0 340 16.250 -0.49 25.33 0 0 0| 0 10 0 0 350 22.000 -0.59 24.90 0 0 0| 0 0 0 0 360 28.000 -0.69 23.97 0 0 0| 0 0 0 0 370 35.750 -0.77 24.01 0 0 0| 0 0 0 0 380 53.000 -0.88 24.29 0 0 0| 0 0 0 0 400 Total 0 0 8| 0 24 0 0 Indicative a-t-m Vol 25.17 Underlying Price 354.100 Time to expiry: 101 Days Dec 10 CAB 0.00 44.02 0 0 0| 0 0 0 0 180 CAB 0.00 42.02 0 0 0| 0 45 0 0 200 0.500 -0.01 41.80 0 0 0| 0 80 0 0 220 0.500 -0.02 35.59 0 0 0| 0 573 0 0 240 2.250 -0.08 31.93 0 0 0| 0 1,689 0 0 280 Equity Options 22:05 Business Day Tue 7 Sep 2010 Previous Business Day Mon 6 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 | 4.500 -0.15 29.91 0 0 0| 0 306 0 0 300 8.500 -0.25 28.07 0 0 0| 0 234 0 0 320 14.750 -0.40 26.15 0 0 0| 0 1,693 0 0 340 24.500 -0.57 24.84 0 0 0| 0 2,191 0 0 360 38.000 -0.73 24.25 0 0 0| 2 719 0 0 380 54.250 -0.84 24.01 0 0 0| 0 92 0 0 400 72.500 -0.91 25.15 0 0 0| 0 0 0 0 420 91.750 -0.95 25.39 0 0 0| 0 4 0 0 440 Total 0 0 0| 2 7,626 0 0 Indicative a-t-m Vol 25.79 Underlying Price 354.100 Time to expiry: 192 Days Mar 11 6.250 -0.14 31.66 0 0 0| 0 36 0 0 280 9.500 -0.20 29.34 0 0 0| 0 25 0 0 300 14.500 -0.29 27.90 0 0 0| 0 60 0 0 320 21.750 -0.40 26.56 0 0 0| 0 39 0 0 340 31.500 -0.53 25.54 0 0 0| 0 52 0 0 360 43.750 -0.65 24.71 0 0 0| 0 45 0 0 380 58.250 -0.76 23.92 0 0 0| 0 0 0 0 400 93.000 -0.90 23.72 0 0 0| 0 0 0 0 440 Total 0 0 0| 0 257 0 0 Indicative a-t-m Vol 26.47 Underlying Price 354.100 Time to expiry: 283 Days Jun 11 5.750 -0.10 35.35 0 0 0| 0 54 0 0 240 12.000 -0.20 31.41 0 0 0| 0 117 0 0 280 16.750 -0.27 29.56 0 0 0| 2 47 0 0 300 23.250 -0.35 28.28 0 0 0| 0 14 0 0 320 31.750 -0.45 27.09 0 0 0| 2 3 -2 0 340 42.750 -0.55 26.26 0 0 0| 0 518 0 0 360 55.250 -0.65 25.45 0 0 0| 0 10 0 0 380 69.500 -0.74 24.48 0 0 0| 0 10 0 0 400 103.500 -0.86 24.67 0 0 0| 0 0 0 0 440 Total 0 0 0| 4 773 -2 0 Indicative a-t-m Vol 27.79 Underlying Price 354.100 Time to expiry: 465 Days Dec 11 5.500 -0.06 43.23 0 0 0| 0 2,000 0 0 180 5.750 -0.07 37.62 0 0 0| 0 0 0 0 200 7.250 -0.10 34.36 0 0 0| 0 0 0 0 220 9.250 -0.13 31.55 0 0 0| 0 0 0 0 240 19.000 -0.24 30.09 0 0 0| 0 0 0 0 280 35.000 34.500 -0.37 28.96 35.000 35.000 0 0 5| 0 0 0 0 320 55.250 -0.52 27.62 0 0 0| 0 500 0 0 360 67.750 -0.60 26.98 0 0 0| 0 300 0 0 380 81.500 -0.67 26.42 0 0 0| 0 0 0 0 400 117.000 -0.74 29.17 0 0 0| 0 0 0 0 440 Total 0 0 5| 0 2,800 0 0 Indicative a-t-m Vol 27.47 Underlying Price 354.100 Time to expiry: 647 Days Jun 12 27.000 -0.27 30.00 0 0 0| 0 0 0 0 280 43.750 -0.40 28.54 0 0 0| 0 0 0 0 320 Equity Options 22:05 Business Day Tue 7 Sep 2010 Previous Business Day Mon 6 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 | 65.500 -0.53 27.32 0 0 0| 0 0 0 0 360 92.000 -0.65 26.32 0 0 0| 0 0 0 0 400 Total 0 0 0| 0 0 0 0 Indicative a-t-m Vol 27.25 Underlying Price 354.100 Time to expiry: 836 Days Dec 12 33.000 -0.29 29.62 0 0 0| 0 0 0 0 280 50.250 -0.40 28.21 0 0 0| 0 0 0 0 320 72.500 -0.51 27.11 0 0 0| 0 0 0 0 360 98.500 -0.63 26.22 0 0 0| 0 0 0 0 400 146.750 -0.61 36.16 0 0 0| 0 0 0 0 440 Total 0 0 0| 0 0 0 0 Total Puts 0 0 23| 15 14,431 +2 0 Grand Total 0 0 78| 95,234 118,432 +50 0 Equity Options 22:05 Business Day Tue 7 Sep 2010 Previous Business Day Mon 6 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 28.72 Underlying Price 303.400 Time to expiry: 10 Days Sep 10 83.500 1.00 60.92 0 0 0| 0 0 0 0 220 73.500 1.00 58.06 0 0 0| 0 0 0 0 230 63.500 1.00 53.21 0 0 0| 0 0 0 0 240 43.500 1.00 34.02 0 0 0| 0 0 0 0 260 33.500 0.98 32.06 0 0 0| 0 0 0 0 270 24.000 0.94 30.50 0 0 0| 0 0 0 0 280 15.000 0.82 29.78 0 0 0| 0 0 0 0 290 7.750 0.60 28.52 0 0 0| 0 15 0 0 300 3.500 0.34 29.01 0 0 0| 0 16 0 0 310 1.250 0.15 28.78 0 0 0| 0 22 0 0 320 0.500 0.06 31.09 0 0 0| 0 0 0 0 330 0.250 0.02 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 30.43 Underlying Price 303.400 Time to expiry: 101 Days Dec 10 65.750 0.93 32.46 0 0 0| 0 0 0 0 240 48.750 0.84 32.62 0 0 0| 0 0 0 0 260 33.750 0.72 31.84 0 0 0| 0 0 0 0 280 21.500 0.57 30.64 0 0 0| 0 9 0 0 300 12.500 0.40 29.56 0 0 0| 0 74 0 0 320 6.750 0.26 29.21 0 0 0| 0 0 0 0 340 3.500 0.16 29.40 0 0 0| 0 7 0 0 360 1.250 0.06 32.51 0 0 0| 0 0 0 0 400 Total 0 0 0| 0 90 0 0 Indicative a-t-m Vol 31.31 Underlying Price 303.400 Time to expiry: 192 Days Mar 11 69.750 0.87 33.12 0 0 0| 0 0 0 0 240 54.750 0.78 33.01 0 0 0| 0 0 0 0 260 41.500 0.68 32.65 0 0 0| 0 0 0 0 280 29.750 0.57 31.32 0 0 0| 0 2 0 0 300 21.250 0.46 31.25 0 0 0| 0 0 0 0 320 14.000 0.35 30.33 0 0 0| 0 0 0 0 340 9.250 0.26 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 22:05 Business Day Tue 7 Sep 2010 Previous Business Day Mon 6 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 30.26 Underlying Price 303.400 Time to expiry: 10 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 -0.02 31.53 0 0 0| 0 0 0 0 270 0.750 -0.08 33.71 0 0 0| 0 3 0 0 280 2.000 -0.20 32.23 0 0 0| 0 0 0 0 290 4.750 -0.40 30.81 0 0 0| 0 0 0 0 300 10.000 -0.65 29.44 0 0 0| 0 0 0 0 310 18.500 -0.81 33.87 0 0 0| 0 10 0 0 320 27.500 -0.90 36.35 0 0 0| 0 0 0 0 330 37.000 -0.94 40.84 0 0 0| 0 0 0 0 340 56.750 -0.99 43.78 0 0 0| 0 0 0 0 360 76.500 -1.00 48.92 0 0 0| 0 0 0 0 380 96.500 -1.00 51.78 0 0 0| 0 0 0 0 400 Total 0 0 0| 0 300 0 0 Indicative a-t-m Vol 29.81 Underlying Price 303.400 Time to expiry: 101 Days Dec 10 2.750 -0.09 36.02 0 0 0| 0 4 0 0 240 5.500 -0.17 34.22 0 0 0| 0 0 0 0 260 10.250 -0.29 32.42 0 0 0| 0 3 0 0 280 17.000 -0.44 29.71 0 0 0| 0 0 0 0 300 29.000 -0.60 30.23 0 0 0| 0 25 0 0 320 43.250 -0.74 29.96 0 0 0| 0 0 0 0 340 60.000 -0.84 30.20 0 0 0| 0 0 0 0 360 97.750 -0.93 34.21 0 0 0| 0 0 0 0 400 Total 0 0 0| 0 32 0 0 Indicative a-t-m Vol 31.88 Underlying Price 303.400 Time to expiry: 192 Days Mar 11 7.000 -0.15 36.15 0 0 0| 0 6 0 0 240 11.000 -0.22 34.32 0 0 0| 0 0 0 0 260 17.000 -0.32 32.52 0 0 0| 45 140 +45 0 280 25.750 -0.43 31.91 0 0 0| 0 15 0 0 300 37.000 -0.54 31.74 0 0 0| 0 0 0 0 320 50.000 -0.65 30.96 0 0 0| 0 0 0 0 340 64.500 -0.75 30.10 0 0 0| 0 0 0 0 360 Total 0 0 0| 45 161 +45 0 Total Puts 0 0 0| 45 493 +45 0 Grand Total 0 0 0| 35,265 35,878 +45 0 Equity Options 22:05 Business Day Tue 7 Sep 2010 Previous Business Day Mon 6 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 21.71 Underlying Price 291.000 Time to expiry: 10 Days Sep 10 71.000 1.00 38.21 0 0 0| 0 0 0 0 220 61.000 1.00 36.12 0 0 0| 0 0 0 0 230 51.000 1.00 35.18 0 0 0| 0 30 0 0 240 41.000 1.00 32.14 0 0 0| 0 0 0 0 250 31.000 0.99 29.85 0 0 0| 0 20 0 0 260 21.250 0.96 25.91 0 0 0| 0 4 0 0 270 12.250 0.82 24.52 0 0 0| 5 1,527 0 0 280 5.000 0.55 21.78 0 0 0| 0 45 0 0 290 1.250 0.21 21.08 0 0 0| 0 112 0 0 300 CAB 0.00 19.18 0 0 0| 0 22 0 0 320 CAB 0.00 18.87 0 0 0| 0 0 0 0 340 CAB 0.00 21.26 0 0 0| 0 0 0 0 360 Total 0 0 0| 5 1,760 0 0 Indicative a-t-m Vol 16.87 Underlying Price 291.000 Time to expiry: 38 Days Oct 10 61.250 1.00 26.51 0 0 0| 0 0 0 0 230 51.250 1.00 24.61 0 0 0| 0 0 0 0 240 31.250 0.97 20.19 0 0 0| 0 0 0 0 260 22.000 0.90 19.88 0 0 0| 0 15 0 0 270 13.500 0.76 18.19 0 0 0| 0 10 0 0 280 6.750 0.54 16.93 0 0 0| 0 18 0 0 290 3.000 2.500 0.28 16.38 3.000 3.000 0 0 10| 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 10| 0 153 0 0 Indicative a-t-m Vol 17.85 Underlying Price 291.000 Time to expiry: 73 Days Nov 10 51.250 0.98 24.63 0 0 0| 0 0 0 0 240 31.750 0.93 19.14 0 0 0| 0 0 0 0 260 15.250 0.69 18.26 0 0 0| 0 0 0 0 280 9.500 0.52 17.88 0 0 0| 0 0 0 0 290 5.250 0.35 17.58 0 0 0| 0 12 0 0 300 1.250 0.11 17.33 0 0 0| 0 0 0 0 320 CAB 0.01 15.08 0 0 0| 0 0 0 0 340 Total 0 0 0| 0 12 0 0 Indicative a-t-m Vol 18.18 Underlying Price 291.000 Time to expiry: 101 Days Dec 10 72.000 0.95 35.18 0 0 0| 0 0 0 0 220 51.500 0.97 22.45 0 0 0| 0 35 0 0 240 32.750 0.87 20.35 0 0 0| 0 11 0 0 260 17.250 0.66 18.77 0 0 0| 0 65 0 0 280 6.750 0.38 17.70 0 0 0| 5 2,070 +5 0 300 1.750 0.14 16.67 0 0 0| 0 4 0 0 320 0.250 0.01 18.08 0 0 0| 0 0 0 0 360 Total 0 0 0| 5 2,185 +5 0 Equity Options 22:05 Business Day Tue 7 Sep 2010 Previous Business Day Mon 6 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 18.14 Underlying Price 291.000 Time to expiry: 192 Days Mar 11 72.250 0.94 26.98 0 0 0| 0 0 0 0 220 53.500 0.89 23.25 0 0 0| 0 2 0 0 240 36.000 0.80 20.10 0 0 0| 0 0 0 0 260 21.500 0.64 18.78 0 0 0| 0 74 0 0 280 11.000 0.43 17.62 0 0 0| 10 20 +10 0 300 4.750 0.24 17.02 0 0 0| 0 6 0 0 320 0.750 0.05 17.27 0 0 0| 0 0 0 0 360 Total 0 0 0| 10 102 +10 0 Total Calls 0 0 10| 20 4,212 +15 0 | Equity Options 22:05 Business Day Tue 7 Sep 2010 Previous Business Day Mon 6 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 22.00 Underlying Price 291.000 Time to expiry: 10 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 29.36 0 0 0| 0 51 0 0 260 0.250 -0.04 25.50 0 0 0| 0 31 0 0 270 1.250 -0.17 24.06 0 0 0| 10 603 -10 0 280 4.000 -0.46 22.07 0 0 0| 0 55 0 0 290 10.250 -0.79 21.39 0 0 0| 0 129 0 0 300 29.000 -1.00 21.84 0 0 0| 0 24 0 0 320 49.000 -1.00 21.72 0 0 0| 0 0 0 0 340 69.000 -1.00 23.65 0 0 0| 0 23 0 0 360 Total 0 0 0| 10 1,139 -10 0 Indicative a-t-m Vol 17.88 Underlying Price 291.000 Time to expiry: 38 Days Oct 10 CAB -0.01 31.09 0 0 0| 0 0 0 0 230 0.250 -0.02 28.50 0 0 0| 0 7 0 0 240 0.500 -0.06 22.57 0 0 0| 0 0 0 0 260 1.250 -0.13 20.25 0 0 0| 0 71 0 0 270 3.000 -0.27 18.58 0 0 0| 0 10 0 0 280 6.750 -0.49 17.94 0 0 0| 0 0 0 0 290 12.750 -0.72 17.37 0 0 0| 0 0 0 0 300 30.500 -0.95 18.24 0 0 0| 0 0 0 0 320 50.250 -0.98 22.71 0 0 0| 0 0 0 0 340 Total 0 0 0| 0 88 0 0 Indicative a-t-m Vol 18.36 Underlying Price 291.000 Time to expiry: 73 Days Nov 10 0.250 -0.03 22.38 0 0 0| 0 0 0 0 240 1.500 -0.11 20.94 0 0 0| 0 0 0 0 260 5.500 -0.32 18.91 0 0 0| 0 51 0 0 280 9.500 -0.48 18.43 0 0 0| 0 5 0 0 290 15.250 -0.65 17.72 0 0 0| 0 0 0 0 300 31.250 -0.89 17.56 0 0 0| 0 0 0 0 320 50.250 -0.97 19.10 0 0 0| 0 0 0 0 340 Total 0 0 0| 0 56 0 0 Indicative a-t-m Vol 17.62 Underlying Price 291.000 Time to expiry: 101 Days Dec 10 0.250 -0.02 25.86 0 0 0| 0 64 0 0 220 0.750 -0.05 22.76 0 0 0| 0 40 0 0 240 2.250 -0.14 20.12 0 0 0| 0 540 0 0 260 6.500 -0.34 18.19 0 0 0| 0 163 0 0 280 16.250 -0.63 17.16 0 0 0| 0 10 0 0 300 31.750 -0.85 17.25 0 0 0| 0 5 0 0 320 70.250 -0.98 20.34 0 0 0| 0 13 0 0 360 Total 0 0 0| 0 835 0 0 Equity Options 22:05 Business Day Tue 7 Sep 2010 Previous Business Day Mon 6 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 291.000 Time to expiry: 192 Days Mar 11 1.250 -0.05 24.63 0 0 0| 0 0 0 0 220 2.500 -0.10 22.16 0 0 0| 0 152 0 0 240 5.000 -0.20 19.93 0 0 0| 0 110 0 0 260 10.500 -0.37 18.64 0 0 0| 0 86 0 0 280 20.250 -0.57 17.62 0 0 0| 0 69 0 0 300 34.000 -0.77 17.23 0 0 0| 0 2 0 0 320 70.500 -0.95 18.58 0 0 0| 0 0 0 0 360 Total 0 0 0| 0 419 0 0 Total Puts 0 0 0| 10 2,537 -10 0 Grand Total 0 0 10| 49,338 56,057 +5 0 Equity Options 22:05 Business Day Tue 7 Sep 2010 Previous Business Day Mon 6 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 16.08 Underlying Price 544.500 Time to expiry: 10 Days Sep 10 112.500 1.00 48.86 0 0 0| 0 0 0 0 432 76.500 1.00 32.27 0 0 0| 0 31 0 0 468 64.750 1.00 28.33 0 0 0| 0 0 0 0 480 44.750 0.99 22.22 0 0 0| 0 0 0 0 500 40.750 0.97 23.42 0 0 0| 0 634 0 0 504 24.750 0.99 11.45 0 0 0| 0 0 0 0 520 8.500 0.63 15.77 0 0 0| 2 1,401 0 0 540 1.500 0.18 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 0| 2 2,534 0 0 Indicative a-t-m Vol 17.43 Underlying Price 544.500 Time to expiry: 101 Days Dec 10 114.500 0.96 29.38 0 0 0| 0 18 0 0 432 79.500 0.92 23.50 0 0 0| 0 8 0 0 468 68.000 0.90 21.58 0 0 0| 0 0 0 0 480 50.250 0.83 20.07 0 0 0| 0 0 0 0 500 46.750 0.81 19.66 0 0 0| 10 94 0 0 504 34.000 0.72 18.39 0 0 0| 0 51 0 0 520 21.000 0.56 17.58 0 0 0| 3 301 +3 0 540 10.750 11.500 0.39 17.00 10.750 10.750 0 0 1| 5 209 +5 0 560 6.750 0.26 16.55 0 0 0| 0 1,063 0 0 575 1.750 0.09 16.79 0 0 0| 0 274 0 0 611 0.500 0.02 17.52 0 0 0| 0 6 0 0 647 Total 0 0 1| 18 2,024 +8 0 Indicative a-t-m Vol 18.53 Underlying Price 544.500 Time to expiry: 192 Days Mar 11 107.750 0.93 26.16 0 0 0| 0 0 0 0 440 89.000 0.90 23.93 0 0 0| 0 5 0 0 460 71.000 0.84 22.12 0 0 0| 0 17 0 0 480 39.500 0.66 19.52 0 0 0| 0 22 0 0 520 27.500 0.54 18.72 0 0 0| 0 300 0 0 540 18.000 17.750 0.41 17.99 18.000 17.250 0 0 32| 0 40 0 0 560 6.750 0.20 17.26 0 0 0| 0 0 0 0 600 2.250 0.08 17.01 0 0 0| 0 0 0 0 640 Total 0 0 32| 0 384 0 0 Total Calls 0 0 33| 20 4,942 +8 0 | Equity Options 22:05 Business Day Tue 7 Sep 2010 Previous Business Day Mon 6 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 17.54 Underlying Price 544.500 Time to expiry: 10 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 CAB -0.01 20.74 0 0 0| 0 275 0 0 504 0.500 -0.07 18.59 0 0 0| 0 0 0 0 520 4.750 -0.39 17.98 0 0 0| 0 1,243 0 0 540 16.750 -0.84 16.22 0 0 0| 1 0 -1 0 560 30.750 -0.96 18.02 0 0 0| 0 342 0 0 575 66.500 -1.00 2.00 0 0 0| 0 0 0 0 611 102.500 -1.00 2.00 0 0 0| 0 0 0 0 647 174.500 -1.00 53.40 0 0 0| 0 0 0 0 719 Total 0 0 0| 1 3,784 -1 0 Indicative a-t-m Vol 18.05 Underlying Price 544.500 Time to expiry: 101 Days Dec 10 2.250 -0.06 26.96 0 0 0| 0 74 0 0 432 4.250 -0.13 22.79 0 0 0| 0 116 0 0 468 5.750 -0.17 21.78 0 0 0| 0 10 0 0 480 9.500 -0.26 20.18 0 0 0| 0 15 0 0 500 10.500 -0.28 19.97 0 0 0| 0 235 0 0 504 15.500 15.500 -0.39 19.13 15.500 15.500 0 0 175| 18 50 +12 0 520 24.250 -0.54 18.09 0 0 0| 0 220 0 0 540 37.250 -0.69 17.94 0 0 0| 0 10 0 0 560 48.750 -0.78 18.01 0 0 0| 0 603 0 0 575 81.000 -0.90 19.56 0 0 0| 0 0 0 0 611 115.750 -0.95 22.06 0 0 0| 0 2 0 0 647 Total 0 0 175| 18 1,335 +12 0 Indicative a-t-m Vol 19.13 Underlying Price 544.500 Time to expiry: 192 Days Mar 11 7.000 -0.13 25.77 0 0 0| 0 36 0 0 440 9.250 -0.17 23.91 0 0 0| 0 1 0 0 460 12.500 -0.23 22.23 0 0 0| 150 302 0 0 480 24.250 -0.40 20.00 0 0 0| 7 32 +7 0 520 33.250 -0.51 19.28 0 0 0| 0 11 0 0 540 44.750 -0.62 18.69 0 0 0| 0 22 0 0 560 74.500 -0.80 18.46 0 0 0| 0 0 0 0 600 110.250 -0.90 19.04 0 0 0| 0 0 0 0 640 Total 0 0 0| 157 404 +7 0 Total Puts 0 0 175| 176 5,523 +18 0 Grand Total 0 0 208| 36,590 46,859 +26 0 Equity Options 22:05 Business Day Tue 7 Sep 2010 Previous Business Day Mon 6 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 31.18 Underlying Price 2033.000 Time to expiry: 10 Days Sep 10 433.500 1.00 45.45 0 0 0| 0 0 0 0 1600 333.500 0.99 42.59 0 0 0| 0 5 0 0 1700 235.000 0.97 38.23 0 0 0| 0 12 0 0 1800 140.500 0.88 34.22 0 0 0| 0 4 0 0 1900 99.000 0.78 33.12 0 0 0| 0 0 0 0 1950 63.000 0.63 31.66 0 0 0| 0 275 0 0 2000 18.000 18.000 0.28 30.22 18.000 18.000 0 0 3| 0 51 0 0 2100 2.000 0.05 27.87 0 0 0| 0 665 0 0 2200 CAB 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 3| 0 1,413 0 0 Indicative a-t-m Vol 31.32 Underlying Price 2033.000 Time to expiry: 101 Days Dec 10 453.000 0.91 38.78 0 0 0| 0 0 0 0 1600 364.000 0.86 36.61 0 0 0| 0 0 0 0 1700 281.000 0.79 34.51 0 0 0| 0 8 0 0 1800 209.500 0.69 33.23 0 0 0| 0 10 0 0 1900 146.000 0.57 31.62 0 0 0| 0 242 0 0 2000 61.000 0.33 29.75 0 0 0| 0 248 0 0 2200 20.000 0.14 28.32 0 0 0| 0 177 0 0 2400 5.000 0.05 27.37 0 0 0| 0 3 0 0 2600 1.000 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 30.85 Underlying Price 2033.000 Time to expiry: 192 Days Mar 11 468.500 0.87 35.44 0 0 0| 0 0 0 0 1600 315.500 0.73 33.47 0 0 0| 0 9 0 0 1800 248.500 0.65 32.26 0 0 0| 0 0 0 0 1900 190.500 0.57 31.13 0 0 0| 0 3 0 0 2000 103.000 0.38 29.43 0 0 0| 0 3 0 0 2200 49.000 0.23 27.94 0 0 0| 0 0 0 0 2400 10.500 0.06 27.65 0 0 0| 0 13 0 0 2800 Total 0 0 0| 0 28 0 0 Total Calls 0 0 3| 0 2,181 0 0 | Equity Options 22:05 Business Day Tue 7 Sep 2010 Previous Business Day Mon 6 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 31.97 Underlying Price 2033.000 Time to expiry: 10 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| 0 15 0 0 1700 1.500 -0.03 38.12 0 0 0| 0 58 0 0 1800 8.500 -0.13 35.84 0 0 0| 0 22 0 0 1900 16.500 17.000 -0.23 34.39 16.500 16.500 0 0 3| 0 6 0 0 1950 31.000 -0.37 32.67 0 0 0| 0 443 0 0 2000 90.500 85.000 -0.72 30.55 90.500 S 82.500 S 0 0 8| 0 53 0 0 2100 170.000 -0.93 30.13 0 0 0| 0 506 0 0 2200 267.000 -0.99 30.66 0 0 0| 0 3 0 0 2300 367.000 -1.00 30.78 0 0 0| 0 0 0 0 2400 567.000 -1.00 32.89 0 0 0| 0 3 0 0 2600 767.000 -1.00 34.89 0 0 0| 0 0 0 0 2800 Total 0 0 11| 0 1,137 0 0 Indicative a-t-m Vol 31.13 Underlying Price 2033.000 Time to expiry: 101 Days Dec 10 20.500 -0.10 37.01 0 0 0| 0 5 0 0 1600 34.500 -0.16 35.55 0 0 0| 1 160 +1 0 1700 55.000 -0.24 34.04 0 0 0| 0 37 0 0 1800 84.500 -0.33 32.58 0 0 0| 0 14 0 0 1900 122.000 125.500 -0.45 31.43 124.500 S 122.000 S 0 0 8| 0 751 0 0 2000 244.000 -0.69 29.60 0 0 0| 0 79 0 0 2200 405.000 -0.86 28.49 0 0 0| 0 12 0 0 2400 592.000 -0.94 29.23 0 0 0| 0 0 0 0 2600 787.500 -0.97 30.91 0 0 0| 0 0 0 0 2800 Total 0 0 8| 1 1,058 +1 0 Indicative a-t-m Vol 30.86 Underlying Price 2033.000 Time to expiry: 192 Days Mar 11 46.500 -0.15 35.53 0 0 0| 0 26 0 0 1600 95.500 -0.28 33.44 0 0 0| 0 19 0 0 1800 129.000 -0.35 32.22 0 0 0| 0 6 0 0 1900 171.500 -0.44 31.14 0 0 0| 0 16 0 0 2000 284.000 -0.62 29.42 0 0 0| 0 3 0 0 2200 430.000 -0.78 27.91 0 0 0| 0 1 0 0 2400 792.500 -0.94 27.66 0 0 0| 0 0 0 0 2800 Total 0 0 0| 0 71 0 0 Total Puts 0 0 19| 1 2,266 +1 0 Grand Total 0 0 22| 32,873 37,319 +1 0 Equity Options 22:05 Business Day Tue 7 Sep 2010 Previous Business Day Mon 6 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: 167 Days Mar 08 CAB 0.00 198.38 0 0 0| 0 0 0 0 48 CAB 0.00 189.88 0 0 0| 0 5 0 0 64 CAB 0.00 183.07 0 0 0| 0 0 0 0 72 CAB 0.00 177.14 0 0 0| 0 0 0 0 80 CAB 0.00 174.15 0 0 0| 0 2 0 0 84 CAB 0.00 171.19 0 0 0| 0 9 0 0 88 CAB 0.00 162.50 0 0 0| 0 111 0 0 100 CAB 0.00 153.38 0 0 0| 0 125 0 0 120 CAB 0.00 144.76 0 0 0| 0 156 0 0 140 CAB 0.00 141.41 0 0 0| 0 26 0 0 150 CAB 0.00 138.26 0 0 0| 0 0 0 0 160 CAB 0.00 135.76 0 0 0| 0 10 0 0 170 CAB 0.00 133.76 0 0 0| 0 2 0 0 180 CAB 0.00 132.66 0 0 0| 0 16 0 0 190 CAB 0.00 132.30 0 0 0| 0 168 0 0 200 CAB 0.00 131.30 0 0 0| 0 0 0 0 210 CAB 0.00 130.55 0 0 0| 0 135 0 0 220 CAB 0.00 129.29 0 0 0| 0 86 0 0 240 CAB 0.00 128.17 0 0 0| 0 174 0 0 260 CAB 0.00 128.17 0 0 0| 0 45 0 0 280 CAB 0.00 128.27 0 0 0| 0 282 0 0 300 CAB 0.00 128.37 0 0 0| 0 50 0 0 320 CAB 0.00 128.77 0 0 0| 0 20 0 0 340 CAB 0.00 128.97 0 0 0| 0 111 0 0 360 CAB 0.00 127.30 0 0 0| 0 11 0 0 380 CAB 0.00 124.49 0 0 0| 0 3 0 0 420 CAB 0.00 124.42 0 0 0| 0 5 0 0 440 CAB 0.00 125.07 0 0 0| 0 4 0 0 460 CAB 0.00 124.99 0 0 0| 0 10 0 0 480 CAB 0.00 124.94 0 0 0| 0 13 0 0 500 CAB 0.00 124.17 0 0 0| 0 3 0 0 520 CAB 0.00 125.99 0 0 0| 0 13 0 0 560 CAB 0.00 125.37 0 0 0| 0 19 0 0 600 CAB 0.00 124.37 0 0 0| 0 0 0 0 620 CAB 0.00 125.06 0 0 0| 0 505 0 0 640 CAB 0.00 125.06 0 0 0| 0 30 0 0 680 CAB 0.00 125.66 0 0 0| 0 659 0 0 720 CAB 0.00 128.40 0 0 0| 0 45 0 0 760 CAB 0.00 128.11 0 0 0| 0 127 0 0 800 CAB 0.00 127.50 0 0 0| 0 1 0 0 840 CAB 0.00 127.41 0 0 0| 0 2 0 0 850 CAB 0.00 127.27 0 0 0| 0 10 0 0 880 CAB 0.00 127.27 0 0 0| 0 20 0 0 920 CAB 0.00 125.62 0 0 0| 0 20 0 0 1000 CAB 0.00 126.24 0 0 0| 0 5 0 0 1100 Total 0 0 0| 0 3,038 0 0 Equity Options 22:05 Business Day Tue 7 Sep 2010 Previous Business Day Mon 6 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: 168 Days Jun 08 CAB 0.00 139.96 0 0 0| 0 3 0 0 60 CAB 0.00 137.96 0 0 0| 0 0 0 0 80 CAB 0.00 136.96 0 0 0| 0 0 0 0 88 CAB 0.00 134.96 0 0 0| 0 17 0 0 110 CAB 0.00 133.96 0 0 0| 0 0 0 0 120 CAB 0.00 132.46 0 0 0| 0 0 0 0 130 CAB 0.00 131.46 0 0 0| 0 0 0 0 140 CAB 0.00 129.96 0 0 0| 0 20 0 0 150 CAB 0.00 128.33 0 0 0| 0 6 0 0 160 CAB 0.00 126.87 0 0 0| 0 0 0 0 170 CAB 0.00 125.95 0 0 0| 0 3 0 0 180 CAB 0.00 128.96 0 0 0| 0 52 0 0 220 CAB 0.00 128.96 0 0 0| 0 137 0 0 240 Total 0 0 0| 0 238 0 0 Total Calls 0 0 0| 0 3,276 0 0 | Equity Options 22:05 Business Day Tue 7 Sep 2010 Previous Business Day Mon 6 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: 167 Days Mar 08 28.000 -1.00 210.40 0 0 0| 0 5 0 0 48 44.000 -1.00 202.90 0 0 0| 0 0 0 0 64 52.000 -1.00 197.03 0 0 0| 0 10 0 0 72 60.000 -1.00 191.48 0 0 0| 0 281 0 0 80 64.000 -1.00 188.58 0 0 0| 0 0 0 0 84 68.000 -1.00 185.48 0 0 0| 0 62 0 0 88 80.000 -1.00 176.55 0 0 0| 0 71 0 0 100 100.000 -1.00 166.21 0 0 0| 0 54 0 0 120 120.000 -1.00 158.56 0 0 0| 0 330 0 0 140 130.000 -1.00 153.88 0 0 0| 0 33 0 0 150 140.000 -1.00 149.27 0 0 0| 0 21 0 0 160 150.000 -1.00 145.68 0 0 0| 0 188 0 0 170 160.000 -1.00 143.10 0 0 0| 0 51 0 0 180 170.000 -1.00 141.37 0 0 0| 0 3 0 0 190 180.000 -1.00 140.94 0 0 0| 0 86 0 0 200 190.000 -1.00 138.80 0 0 0| 0 25 0 0 210 200.000 -1.00 138.62 0 0 0| 0 51 0 0 220 220.000 -1.00 135.53 0 0 0| 0 0 0 0 240 240.000 -1.00 133.56 0 0 0| 0 10 0 0 260 260.000 -1.00 132.36 0 0 0| 0 7 0 0 280 280.000 -1.00 131.33 0 0 0| 0 33 0 0 300 300.000 -1.00 129.42 0 0 0| 0 0 0 0 320 320.000 -1.00 128.45 0 0 0| 0 0 0 0 340 340.000 -1.00 128.15 0 0 0| 0 0 0 0 360 360.000 -1.00 126.84 0 0 0| 0 5 0 0 380 400.000 -1.00 126.91 0 0 0| 0 0 0 0 420 420.000 -1.00 128.53 0 0 0| 0 3 0 0 440 440.000 -1.00 128.53 0 0 0| 0 0 0 0 460 460.000 -1.00 127.95 0 0 0| 0 11 0 0 480 480.000 -1.00 129.12 0 0 0| 0 0 0 0 500 500.000 -1.00 130.58 0 0 0| 0 4 0 0 520 540.000 -1.00 129.70 0 0 0| 0 10 0 0 560 580.000 -1.00 127.66 0 0 0| 0 0 0 0 600 600.000 -1.00 127.37 0 0 0| 0 249 0 0 620 620.000 -1.00 127.66 0 0 0| 0 60 0 0 640 660.000 -1.00 127.37 0 0 0| 0 20 0 0 680 700.000 -1.00 128.24 0 0 0| 0 0 0 0 720 740.000 -1.00 127.37 0 0 0| 0 9 0 0 760 780.000 -1.00 130.28 0 0 0| 0 0 0 0 800 820.000 -1.00 127.95 0 0 0| 0 0 0 0 840 830.000 -1.00 128.83 0 0 0| 0 0 0 0 850 860.000 -1.00 127.95 0 0 0| 0 5 0 0 880 900.000 -1.00 128.53 0 0 0| 0 0 0 0 920 980.000 -1.00 126.49 0 0 0| 0 4 0 0 1000 1080.000 -1.00 128.53 0 0 0| 0 0 0 0 1100 Total 0 0 0| 0 1,701 0 0 Equity Options 22:05 Business Day Tue 7 Sep 2010 Previous Business Day Mon 6 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: 168 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| 68,092 73,761 0 0 Equity Options 22:05 Business Day Tue 7 Sep 2010 Previous Business Day Mon 6 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 31.12 Underlying Price 134.000 Time to expiry: 10 Days Sep 10 54.000 1.00 95.46 0 0 0| 0 0 0 0 80 46.000 1.00 83.91 0 0 0| 0 25 0 0 88 42.000 1.00 76.56 0 0 0| 0 0 0 0 92 38.000 1.00 70.61 0 0 0| 0 0 0 0 96 34.000 1.00 62.56 0 0 0| 0 44 0 0 100 24.000 0.99 51.12 0 0 0| 0 65 0 0 110 14.250 0.95 39.57 0 0 0| 0 5 0 0 120 5.250 0.72 31.36 0 0 0| 88 221 -88 0 130 0.750 0.21 30.75 0 0 0| 0 320 0 0 140 CAB 0.02 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 0| 88 680 -88 0 Indicative a-t-m Vol 32.09 Underlying Price 134.000 Time to expiry: 101 Days Dec 10 46.500 0.96 52.91 0 0 0| 0 0 0 0 88 38.750 0.94 47.73 0 0 0| 0 0 0 0 96 34.750 0.93 42.97 0 0 0| 0 0 0 0 100 25.750 0.86 39.50 0 0 0| 0 20 0 0 110 17.500 0.75 35.45 0 0 0| 30 120 0 0 120 14.000 0.68 34.37 0 0 0| 0 0 0 0 125 10.750 0.59 32.81 0 0 0| 0 1 0 0 130 6.000 6.000 0.41 31.02 6.000 6.000 0 0 17| 118 122 +118 0 140 3.000 0.25 29.86 0 0 0| 0 0 0 0 150 1.500 0.14 29.90 0 0 0| 0 0 0 0 160 Total 0 0 17| 148 263 +118 0 Indicative a-t-m Vol 32.22 Underlying Price 134.000 Time to expiry: 192 Days Mar 11 47.000 0.93 44.61 0 0 0| 0 0 0 0 88 39.750 0.90 41.82 0 0 0| 0 0 0 0 96 36.250 0.87 40.45 0 0 0| 0 5 0 0 100 28.000 0.80 37.72 0 0 0| 0 10 0 0 110 20.500 0.71 34.86 0 0 0| 0 20 0 0 120 14.250 0.59 32.82 0 0 0| 0 20 0 0 130 9.500 0.46 31.30 0 0 0| 0 9 0 0 140 5.750 0.34 30.20 0 0 0| 0 0 0 0 150 3.500 0.23 29.43 0 0 0| 0 0 0 0 160 Total 0 0 0| 0 64 0 0 Total Calls 0 0 17| 236 1,007 +30 0 | Equity Options 22:05 Business Day Tue 7 Sep 2010 Previous Business Day Mon 6 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 34.13 Underlying Price 134.000 Time to expiry: 10 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 -0.06 41.91 0 0 0| 0 150 0 0 120 1.500 -0.28 32.52 0 0 0| 0 0 0 0 130 7.250 -0.74 36.54 0 0 0| 0 5 0 0 140 16.250 -0.92 44.09 0 0 0| 0 0 0 0 150 26.250 -0.95 60.97 0 0 0| 0 5 0 0 160 46.000 -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 31.88 Underlying Price 134.000 Time to expiry: 101 Days Dec 10 1.250 -0.06 55.88 0 0 0| 0 0 0 0 88 1.250 -0.08 48.10 0 0 0| 0 0 0 0 96 1.500 -0.09 45.07 0 0 0| 0 31 0 0 100 2.250 -0.15 38.96 0 0 0| 0 34 0 0 110 4.250 -0.26 35.61 0 0 0| 0 0 0 0 120 5.750 -0.33 33.72 0 0 0| 0 0 0 0 125 7.500 -0.41 32.60 0 0 0| 0 76 0 0 130 12.750 -0.59 30.80 0 0 0| 0 34 0 0 140 19.500 -0.76 28.74 0 0 0| 0 0 0 0 150 28.000 -0.88 28.17 0 0 0| 0 20 0 0 160 Total 0 0 0| 0 195 0 0 Indicative a-t-m Vol 32.22 Underlying Price 134.000 Time to expiry: 192 Days Mar 11 1.250 -0.07 42.56 0 0 0| 0 0 0 0 88 2.250 -0.10 40.16 0 0 0| 0 4 0 0 96 2.500 -0.12 38.83 0 0 0| 0 0 0 0 100 4.500 -0.20 36.99 0 0 0| 0 0 0 0 110 7.000 -0.29 34.91 0 0 0| 0 0 0 0 120 10.750 -0.41 32.30 0 0 0| 0 10 0 0 130 16.250 -0.54 32.11 0 0 0| 0 10 0 0 140 22.500 -0.66 30.41 0 0 0| 0 0 0 0 150 30.000 -0.78 29.38 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 17| 36,630 38,115 +30 0 Equity Options 22:05 Business Day Tue 7 Sep 2010 Previous Business Day Mon 6 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 272.600 Time to expiry: 10 Days Sep 10 112.750 1.00 69.16 0 0 0| 0 0 0 0 160 92.750 1.00 62.67 0 0 0| 0 0 0 0 180 72.750 1.00 59.20 0 0 0| 0 0 0 0 200 62.750 1.00 57.47 0 0 0| 0 0 0 0 210 52.750 0.99 56.45 0 0 0| 0 0 0 0 220 43.000 0.97 53.87 0 0 0| 0 0 0 0 230 33.500 0.93 51.66 0 0 0| 0 0 0 0 240 16.750 0.73 49.03 0 0 0| 0 2 0 0 260 5.750 0.39 46.75 0 0 0| 0 2,460 0 0 280 1.250 0.12 46.17 0 0 0| 0 0 0 0 300 0.250 0.02 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 272.600 Time to expiry: 101 Days Dec 10 114.250 0.97 61.37 0 0 0| 0 0 0 0 160 95.750 0.93 58.39 0 0 0| 0 0 0 0 180 78.250 0.89 56.08 0 0 0| 0 0 0 0 200 62.500 0.81 55.41 0 0 0| 0 1 0 0 220 48.750 0.72 54.52 0 0 0| 0 46 0 0 240 28.000 0.52 53.69 0 0 0| 0 0 0 0 280 14.750 0.34 53.04 0 0 0| 0 700 0 0 320 7.750 0.20 53.74 0 0 0| 0 4 0 0 360 4.500 0.13 56.13 0 0 0| 0 0 0 0 400 Total 0 0 0| 0 751 0 0 Total Calls 0 0 0| 0 6,550 0 0 | Equity Options 22:05 Business Day Tue 7 Sep 2010 Previous Business Day Mon 6 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 272.600 Time to expiry: 10 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 CAB -0.01 56.38 0 0 0| 0 0 0 0 220 0.250 -0.03 54.91 0 0 0| 0 0 0 0 230 0.750 -0.07 52.70 0 0 0| 0 5 0 0 240 4.250 -0.28 50.10 0 0 0| 0 0 0 0 260 13.250 -0.61 47.94 0 0 0| 0 2 0 0 280 28.750 -0.87 47.94 0 0 0| 0 0 0 0 300 47.500 -0.97 47.72 0 0 0| 0 0 0 0 320 67.500 -1.00 46.42 0 0 0| 0 0 0 0 340 87.500 -1.00 45.34 0 0 0| 0 0 0 0 360 107.500 -1.00 45.12 0 0 0| 0 0 0 0 380 127.500 -1.00 43.61 0 0 0| 0 0 0 0 400 Total 0 0 0| 0 7 0 0 Indicative a-t-m Vol 53.42 Underlying Price 272.600 Time to expiry: 101 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 -0.19 54.60 0 0 0| 0 0 0 0 220 15.250 -0.27 53.51 0 0 0| 0 101 0 0 240 34.750 -0.48 53.40 0 0 0| 0 2 0 0 280 61.750 -0.66 53.31 0 0 0| 0 0 0 0 320 94.750 -0.80 54.03 0 0 0| 0 0 0 0 360 131.250 -0.88 55.81 0 0 0| 0 0 0 0 400 Total 0 0 0| 0 103 0 0 Total Puts 0 0 0| 0 110 0 0 Grand Total 0 0 0| 28,176 34,836 0 0 Equity Options 22:05 Business Day Tue 7 Sep 2010 Previous Business Day Mon 6 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 19.79 Underlying Price 985.000 Time to expiry: 10 Days Sep 10 265.250 1.00 30.55 0 0 0| 0 0 0 0 720 225.250 1.00 30.55 0 0 0| 0 0 0 0 760 185.250 1.00 30.53 0 0 0| 0 0 0 0 800 145.250 1.00 28.96 0 0 0| 0 0 0 0 840 125.250 1.00 26.70 0 0 0| 0 0 0 0 860 105.250 1.00 24.77 0 0 0| 0 0 0 0 880 85.250 0.99 23.62 0 0 0| 0 0 0 0 900 65.750 0.96 22.15 0 0 0| 0 0 0 0 920 46.750 0.91 20.90 0 0 0| 0 126 0 0 940 31.000 0.75 22.41 0 0 0| 0 805 0 0 960 16.750 0.57 20.42 0 0 0| 0 19 0 0 980 7.250 6.250 0.32 17.91 7.250 7.250 0 0 2| 0 390 0 0 1000 0.250 0.02 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 2| 0 1,486 0 0 Indicative a-t-m Vol 22.11 Underlying Price 985.000 Time to expiry: 101 Days Dec 10 193.000 0.92 30.46 0 0 0| 0 10 0 0 800 156.500 0.87 28.45 0 0 0| 0 0 0 0 840 121.500 0.82 26.31 0 0 0| 0 330 0 0 880 89.500 0.73 24.35 0 0 0| 0 4 0 0 920 61.250 0.61 22.82 0 0 0| 0 26 0 0 960 39.250 0.48 21.69 0 0 0| 0 33 0 0 1000 8.750 0.16 19.96 0 0 0| 0 108 0 0 1100 1.000 0.03 18.78 0 0 0| 0 15 0 0 1200 CAB 0.00 19.87 0 0 0| 0 0 0 0 1400 Total 0 0 0| 0 526 0 0 Indicative a-t-m Vol 22.59 Underlying Price 985.000 Time to expiry: 192 Days Mar 11 203.250 0.87 28.80 0 0 0| 0 4 0 0 800 169.250 0.82 27.39 0 0 0| 0 0 0 0 840 137.250 0.76 26.07 0 0 0| 0 10 0 0 880 108.000 0.69 24.75 0 0 0| 0 51 0 0 920 81.000 0.60 23.29 0 0 0| 0 43 0 0 960 58.500 0.51 22.18 0 0 0| 0 668 0 0 1000 22.000 0.26 20.60 0 0 0| 0 5 0 0 1100 7.000 0.11 20.15 0 0 0| 0 3 0 0 1200 Total 0 0 0| 0 784 0 0 Total Calls 0 0 2| 0 2,796 0 0 | Equity Options 22:05 Business Day Tue 7 Sep 2010 Previous Business Day Mon 6 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 19.19 Underlying Price 985.000 Time to expiry: 10 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 -0.01 26.67 0 0 0| 0 13 0 0 880 0.250 -0.02 26.26 0 0 0| 0 147 0 0 900 1.000 -0.05 24.84 0 0 0| 0 84 0 0 920 2.500 -0.12 23.60 0 0 0| 0 0 0 0 940 5.000 -0.23 21.06 0 0 0| 0 161 0 0 960 10.750 -0.43 19.31 0 0 0| 0 0 0 0 980 21.750 -0.67 18.81 0 0 0| 0 10 0 0 1000 65.000 -1.00 14.82 0 0 0| 0 0 0 0 1050 115.000 -1.00 17.18 0 0 0| 0 50 0 0 1100 215.000 -1.00 20.85 0 0 0| 0 0 0 0 1200 315.000 -1.00 21.77 0 0 0| 0 0 0 0 1300 415.000 -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 21.95 Underlying Price 985.000 Time to expiry: 101 Days Dec 10 6.000 -0.08 30.04 0 0 0| 0 20 0 0 800 9.250 -0.12 27.90 0 0 0| 0 6 0 0 840 14.250 -0.18 25.86 0 0 0| 0 71 0 0 880 22.500 -0.27 24.32 0 0 0| 1 311 +1 0 920 33.750 34.500 -0.39 22.87 33.750 33.750 0 0 3| 0 30 0 0 960 51.750 -0.53 21.40 0 0 0| 0 30 0 0 1000 121.250 -0.85 19.43 0 0 0| 0 0 0 0 1100 215.000 -0.99 18.67 0 0 0| 0 0 0 0 1200 415.000 -1.00 28.00 0 0 0| 0 0 0 0 1400 Total 0 0 3| 1 468 +1 0 Indicative a-t-m Vol 22.39 Underlying Price 985.000 Time to expiry: 192 Days Mar 11 14.500 -0.13 28.47 0 0 0| 0 2 0 0 800 20.000 -0.18 26.98 0 0 0| 0 14 0 0 840 28.000 -0.24 25.73 0 0 0| 0 25 0 0 880 38.500 -0.31 24.45 0 0 0| 0 6 0 0 920 51.500 -0.40 22.98 0 0 0| 0 10 0 0 960 69.250 -0.50 22.04 0 0 0| 0 13 0 0 1000 132.500 -0.75 20.23 0 0 0| 0 0 0 0 1100 218.250 -0.92 19.55 0 0 0| 0 0 0 0 1200 Total 0 0 0| 0 70 0 0 Total Puts 0 0 3| 1 1,124 +1 0 Grand Total 0 0 5| 39,917 43,836 +1 0 Equity Options 22:05 Business Day Tue 7 Sep 2010 Previous Business Day Mon 6 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 396.700 Time to expiry: 10 Days Sep 10 96.750 1.00 62.45 0 0 0| 0 0 0 0 300 77.000 0.99 56.23 0 0 0| 0 22 0 0 320 67.000 0.98 53.63 0 0 0| 0 0 0 0 330 57.250 0.96 51.16 0 0 0| 0 0 0 0 340 47.750 0.93 49.54 0 0 0| 0 0 0 0 350 38.500 0.89 47.70 0 0 0| 0 0 0 0 360 30.250 0.82 47.00 0 0 0| 0 0 0 0 370 22.500 0.72 45.36 0 0 0| 0 0 0 0 380 15.500 0.60 43.70 0 0 0| 24 34 -24 0 390 10.250 0.47 42.64 0 0 0| 24 32 +24 0 400 6.500 0.34 42.39 0 0 0| 0 4 0 0 410 3.500 0.22 41.10 0 0 0| 0 0 0 0 420 1.250 0.09 43.00 0 0 0| 0 20 0 0 440 0.250 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 0| 48 130 0 0 Indicative a-t-m Vol 42.22 Underlying Price 396.700 Time to expiry: 101 Days Dec 10 118.250 0.96 42.46 0 0 0| 0 0 0 0 280 83.250 0.86 43.16 0 0 0| 0 0 0 0 320 68.250 0.79 43.62 0 0 0| 0 0 0 0 340 54.500 0.71 43.17 0 0 0| 0 0 0 0 360 42.750 0.62 42.70 0 0 0| 0 0 0 0 380 32.750 0.52 42.13 0 0 0| 0 0 0 0 400 24.000 0.43 41.23 0 0 0| 0 5 0 0 420 17.000 0.34 40.10 0 0 0| 0 3 0 0 440 11.500 0.26 38.85 0 0 0| 0 0 0 0 460 7.500 0.19 37.76 0 0 0| 0 0 0 0 480 3.500 0.10 37.83 0 0 0| 0 5 0 0 520 1.250 0.04 36.67 0 0 0| 0 7 0 0 560 0.250 0.01 36.89 0 0 0| 0 0 0 0 640 Total 0 0 0| 0 20 0 0 Indicative a-t-m Vol 40.83 Underlying Price 396.700 Time to expiry: 192 Days Mar 11 121.000 0.92 41.55 0 0 0| 0 8 0 0 280 89.500 0.81 41.58 0 0 0| 2 0 -2 0 320 76.000 0.75 41.62 0 0 0| 0 0 0 0 340 63.750 0.68 41.23 0 0 0| 0 0 0 0 360 53.000 0.61 41.15 0 0 0| 0 0 0 0 380 43.500 0.54 40.77 0 0 0| 0 1 0 0 400 33.000 35.000 0.47 40.22 33.000 S 33.000 S 0 0 2| 0 4 0 0 420 27.750 0.41 39.64 0 0 0| 0 5 0 0 440 Total 0 0 2| 2 18 -2 0 Equity Options 22:05 Business Day Tue 7 Sep 2010 Previous Business Day Mon 6 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 2| 50 168 -2 0 | Equity Options 22:05 Business Day Tue 7 Sep 2010 Previous Business Day Mon 6 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 396.700 Time to expiry: 10 Days Sep 10 CAB 0.00 62.00 0 0 0| 0 0 0 0 300 0.250 -0.01 58.00 0 0 0| 0 135 0 0 320 0.250 -0.02 55.00 0 0 0| 0 0 0 0 330 0.500 -0.04 52.57 0 0 0| 0 16 0 0 340 1.000 -0.07 49.28 0 0 0| 0 4 0 0 350 1.750 -0.11 47.49 0 0 0| 0 121 0 0 360 3.500 -0.18 46.85 0 0 0| 0 0 0 0 370 5.500 -0.28 45.22 0 0 0| 0 4 0 0 380 8.750 -0.40 43.57 0 0 0| 0 0 0 0 390 13.500 -0.53 42.51 0 0 0| 0 62 0 0 400 19.500 -0.66 42.23 0 0 0| 0 0 0 0 410 26.750 -0.78 40.86 0 0 0| 0 0 0 0 420 44.250 -0.92 41.34 0 0 0| 0 12 0 0 440 63.500 -0.98 41.44 0 0 0| 0 0 0 0 460 83.250 -1.00 39.58 0 0 0| 0 0 0 0 480 123.250 -1.00 38.74 0 0 0| 0 10 0 0 520 163.250 -1.00 37.94 0 0 0| 0 0 0 0 560 243.250 -1.00 44.74 0 0 0| 0 0 0 0 640 Total 0 0 0| 0 364 0 0 Indicative a-t-m Vol 42.47 Underlying Price 396.700 Time to expiry: 101 Days Dec 10 CAB 0.00 25.44 0 0 0| 0 0 0 0 280 6.000 -0.13 39.19 0 0 0| 0 16 0 0 320 12.250 -0.22 41.93 0 0 0| 0 0 0 0 340 19.500 -0.30 43.07 0 0 0| 0 2 0 0 360 28.000 -0.39 42.77 0 0 0| 0 0 0 0 380 38.250 -0.48 42.41 0 0 0| 0 7 0 0 400 49.750 -0.57 41.47 0 0 0| 0 7 0 0 420 62.750 -0.66 40.32 0 0 0| 0 0 0 0 440 77.250 -0.74 39.09 0 0 0| 0 5 0 0 460 93.000 -0.81 38.02 0 0 0| 0 0 0 0 480 129.000 -0.90 38.24 0 0 0| 0 8 0 0 520 167.250 -0.95 39.14 0 0 0| 0 0 0 0 560 247.000 -0.96 48.49 0 0 0| 0 0 0 0 640 Total 0 0 0| 0 45 0 0 Indicative a-t-m Vol 42.37 Underlying Price 396.700 Time to expiry: 192 Days Mar 11 7.500 -0.11 43.16 0 0 0| 0 22 0 0 280 17.000 -0.21 42.73 0 0 0| 0 5 0 0 320 23.000 24.000 -0.27 42.86 23.000 S 23.000 S 0 0 2| 0 7 0 0 340 32.250 -0.34 42.67 0 0 0| 0 0 0 0 360 41.750 -0.40 42.49 0 0 0| 0 2 0 0 380 52.750 -0.47 42.35 0 0 0| 0 0 0 0 400 64.250 -0.53 41.69 0 0 0| 0 0 0 0 420 77.000 -0.60 40.98 0 0 0| 0 2 0 0 440 Total 0 0 2| 0 38 0 0 Equity Options 22:05 Business Day Tue 7 Sep 2010 Previous Business Day Mon 6 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 2| 0 447 0 0 Grand Total 0 0 4| 45,836 46,401 -2 0 Equity Options 22:05 Business Day Tue 7 Sep 2010 Previous Business Day Mon 6 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 31.89 Underlying Price 588.500 Time to expiry: 10 Days Sep 10 148.500 1.00 55.32 0 0 0| 0 0 0 0 440 128.750 1.00 53.68 0 0 0| 0 0 0 0 460 108.750 0.99 48.78 0 0 0| 0 0 0 0 480 98.750 0.99 46.36 0 0 0| 0 0 0 0 490 88.750 0.99 43.83 0 0 0| 0 0 0 0 500 69.000 0.97 38.58 0 0 0| 0 181 0 0 520 49.750 0.93 35.11 0 0 0| 0 162 0 0 540 32.250 0.81 33.60 0 0 0| 6 4,763 0 0 560 15.250 18.000 0.61 32.59 15.250 S 15.250 S 0 0 4| 0 287 0 0 580 5.750 8.000 0.37 31.03 6.500 5.750 0 0 39| 38 3,264 +21 0 600 3.000 0.18 31.44 0 0 0| 0 50 0 0 620 0.750 0.06 30.03 0 0 0| 0 301 0 0 640 CAB 0.00 31.00 0 0 0| 0 1,759 0 0 680 CAB 0.00 31.85 0 0 0| 0 30 0 0 720 Total 0 0 43| 44 10,797 +21 0 Indicative a-t-m Vol 30.95 Underlying Price 588.500 Time to expiry: 38 Days Oct 10 130.250 0.96 44.94 0 0 0| 0 0 0 0 460 111.000 0.94 42.08 0 0 0| 0 0 0 0 480 101.500 0.93 40.73 0 0 0| 0 0 0 0 490 92.250 0.91 39.65 0 0 0| 0 0 0 0 500 74.250 0.86 37.45 0 0 0| 0 0 0 0 520 56.500 0.80 33.89 0 0 0| 0 5 0 0 540 41.750 0.70 32.76 0 0 0| 0 52 0 0 560 25.250 28.750 0.58 31.42 25.250 S 25.250 S 0 0 4| 0 31 0 0 580 18.250 0.44 30.38 0 0 0| 0 2,329 +2,182 0 600 6.500 0.21 29.70 0 0 0| 0 77 0 0 640 1.750 0.08 29.67 0 0 0| 0 0 0 0 680 Total 0 0 4| 0 2,494 +2,182 0 Indicative a-t-m Vol 31.95 Underlying Price 588.500 Time to expiry: 73 Days Nov 10 133.250 0.92 41.09 0 0 0| 0 0 0 0 460 115.000 0.89 39.31 0 0 0| 0 0 0 0 480 80.000 0.81 35.18 0 0 0| 0 0 0 0 520 65.250 0.74 34.88 0 0 0| 0 0 0 0 540 51.750 0.66 33.98 0 0 0| 0 0 0 0 560 39.000 0.57 32.39 0 0 0| 0 0 0 0 580 28.500 0.48 31.41 0 0 0| 0 2 0 0 600 14.000 0.30 30.25 0 0 0| 5 13 +5 0 640 6.000 0.15 29.37 0 0 0| 0 0 0 0 680 Total 0 0 0| 5 15 +5 0 Indicative a-t-m Vol 33.02 Underlying Price 588.500 Time to expiry: 101 Days Dec 10 409.000 1.00 73.04 0 0 0| 0 0 0 0 180 389.000 1.00 70.20 0 0 0| 0 0 0 0 200 Equity Options 22:05 Business Day Tue 7 Sep 2010 Previous Business Day Mon 6 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 | 369.000 1.00 63.75 0 0 0| 0 0 0 0 220 349.000 1.00 59.91 0 0 0| 0 0 0 0 240 309.250 1.00 55.06 0 0 0| 0 0 0 0 280 269.750 0.99 53.07 0 0 0| 0 0 0 0 320 230.500 0.98 49.08 0 0 0| 0 10 0 0 360 192.000 0.96 46.14 0 0 0| 0 0 0 0 400 154.750 0.92 42.68 0 0 0| 0 10 0 0 440 136.750 0.89 41.43 0 0 0| 0 0 0 0 460 118.750 0.86 39.41 0 0 0| 0 0 0 0 480 86.000 0.77 36.43 0 0 0| 0 20 0 0 520 58.500 0.65 34.80 0 0 0| 39 776 0 0 560 35.000 35.500 0.49 32.34 35.000 35.000 0 0 2| 6 206 +6 0 600 20.000 0.34 31.08 0 0 0| 0 173 0 0 640 9.750 0.20 29.72 0 0 0| 41 66 +41 0 680 4.250 0.11 28.61 0 0 0| 0 85 0 0 720 Total 0 0 2| 86 1,346 +47 0 Indicative a-t-m Vol 33.17 Underlying Price 588.500 Time to expiry: 192 Days Mar 11 163.250 0.87 41.32 0 0 0| 0 10 0 0 440 147.000 0.84 40.37 0 0 0| 0 0 0 0 460 131.500 0.81 39.75 0 0 0| 0 6 0 0 480 100.000 0.73 36.19 0 0 0| 0 265 0 0 520 73.500 0.63 34.41 0 0 0| 0 62 0 0 560 51.750 0.52 32.71 0 0 0| 15 31 +15 0 600 35.000 0.41 31.58 0 0 0| 26 348 +14 0 640 13.500 0.21 29.46 0 0 0| 0 64 0 0 720 Total 0 0 0| 41 786 +29 0 Indicative a-t-m Vol 33.96 Underlying Price 588.500 Time to expiry: 283 Days Jun 11 274.500 0.96 50.10 0 0 0| 0 0 0 0 320 237.750 0.93 47.36 0 0 0| 0 0 0 0 360 202.000 0.90 44.22 0 0 0| 0 60 0 0 400 168.250 0.85 41.76 0 0 0| 0 0 0 0 440 152.250 0.82 40.69 0 0 0| 0 20 0 0 460 137.250 0.79 39.62 0 0 0| 0 0 0 0 480 108.250 0.72 37.36 0 0 0| 0 10 0 0 520 82.250 0.63 35.12 0 0 0| 0 2 0 0 560 60.750 0.53 33.52 0 0 0| 0 5 0 0 600 43.500 0.43 32.35 0 0 0| 2 52 +2 0 640 19.750 20.750 0.26 30.71 19.750 19.750 0 0 15| 0 0 0 0 720 Total 0 0 15| 2 149 +2 0 Indicative a-t-m Vol 38.46 Underlying Price 588.500 Time to expiry: 465 Days Dec 11 410.750 0.99 66.84 0 0 0| 0 0 0 0 180 391.250 0.99 63.07 0 0 0| 0 0 0 0 200 371.500 0.99 58.42 0 0 0| 0 0 0 0 220 352.000 0.98 55.61 0 0 0| 0 0 0 0 240 313.500 0.97 49.96 0 0 0| 0 0 0 0 280 Equity Options 22:05 Business Day Tue 7 Sep 2010 Previous Business Day Mon 6 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 | 275.500 0.95 45.52 0 0 0| 0 0 0 0 320 238.750 0.93 42.08 0 0 0| 0 0 0 0 360 206.500 0.88 41.55 0 0 0| 0 0 0 0 400 177.250 0.82 40.95 0 0 0| 0 0 0 0 440 150.250 0.76 40.13 0 0 0| 0 0 0 0 480 106.000 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 0.37 36.04 0 0 0| 0 0 0 0 720 Total 0 0 0| 0 425 0 0 Indicative a-t-m Vol 40.01 Underlying Price 588.500 Time to expiry: 647 Days Jun 12 197.500 0.79 46.98 0 0 0| 0 0 0 0 440 176.750 0.74 47.26 0 0 0| 0 0 0 0 480 122.750 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 40.47 Underlying Price 588.500 Time to expiry: 836 Days Dec 12 199.000 0.78 43.68 0 0 0| 0 0 0 0 440 187.000 0.73 46.88 0 0 0| 0 0 0 0 480 136.000 0.64 40.84 0 0 0| 0 820 0 0 560 105.500 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 64| 178 16,832 +2,286 0 | Equity Options 22:05 Business Day Tue 7 Sep 2010 Previous Business Day Mon 6 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 30.03 Underlying Price 588.500 Time to expiry: 10 Days Sep 10 CAB 0.00 46.14 0 0 0| 0 362 0 0 440 CAB 0.00 46.14 0 0 0| 0 3,917 0 0 460 CAB 0.00 45.14 0 0 0| 0 178 0 0 480 CAB -0.01 43.14 0 0 0| 0 5 0 0 490 0.250 -0.01 41.79 0 0 0| 0 3,117 0 0 500 0.500 -0.03 38.88 0 0 0| 0 3,056 0 0 520 1.000 -0.07 33.94 0 0 0| 0 276 0 0 540 5.500 3.750 -0.19 33.53 5.500 5.500 0 0 6| 0 1,203 0 0 560 8.250 -0.38 29.99 0 0 0| 0 110 0 0 580 19.000 -0.63 30.07 0 0 0| 0 269 0 0 600 34.250 -0.83 30.59 0 0 0| 0 20 0 0 620 52.250 -0.93 31.51 0 0 0| 0 2 0 0 640 91.500 -1.00 31.51 0 0 0| 0 0 0 0 680 131.500 -1.00 33.29 0 0 0| 0 6 0 0 720 Total 0 0 6| 0 12,521 0 0 Indicative a-t-m Vol 30.25 Underlying Price 588.500 Time to expiry: 38 Days Oct 10 0.750 -0.02 38.80 0 0 0| 0 10 0 0 460 2.250 -0.06 42.21 0 0 0| 0 13 0 0 480 2.500 -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 4.750 -0.13 35.92 0 0 0| 0 158 0 0 520 7.750 -0.20 33.83 0 0 0| 0 35 0 0 540 12.250 -0.30 32.08 0 0 0| 1 6 +1 0 560 19.000 -0.42 30.50 0 0 0| 0 0 0 0 580 29.000 -0.56 29.93 0 0 0| 0 50 0 0 600 57.000 -0.80 28.65 0 0 0| 0 0 0 0 640 93.500 -0.92 31.05 0 0 0| 0 0 0 0 680 Total 0 0 0| 1 488 +1 0 Indicative a-t-m Vol 32.01 Underlying Price 588.500 Time to expiry: 73 Days Nov 10 4.000 -0.08 41.29 0 0 0| 0 0 0 0 460 6.000 -0.11 39.99 0 0 0| 0 5 0 0 480 11.750 -0.20 36.52 0 0 0| 0 5 0 0 520 16.500 -0.26 35.31 0 0 0| 0 0 0 0 540 22.500 -0.34 34.01 0 0 0| 0 0 0 0 560 29.750 -0.43 32.48 0 0 0| 0 0 0 0 580 39.250 -0.52 31.45 0 0 0| 0 1 0 0 600 65.500 -0.70 31.22 0 0 0| 0 0 0 0 640 97.500 -0.84 30.65 0 0 0| 0 0 0 0 680 Total 0 0 0| 0 11 0 0 Indicative a-t-m Vol 33.23 Underlying Price 588.500 Time to expiry: 101 Days Dec 10 CAB 0.00 66.20 0 0 0| 0 0 0 0 180 CAB 0.00 63.65 0 0 0| 0 0 0 0 200 CAB 0.00 62.37 0 0 0| 0 30 0 0 220 Equity Options 22:05 Business Day Tue 7 Sep 2010 Previous Business Day Mon 6 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 57.91 0 0 0| 0 15 0 0 240 0.250 0.00 55.74 0 0 0| 0 110 0 0 280 0.500 -0.01 52.02 0 0 0| 0 40 0 0 320 1.250 -0.02 48.57 0 0 0| 0 1,142 0 0 360 3.000 -0.05 47.25 0 0 0| 0 715 0 0 400 5.500 -0.08 42.98 0 0 0| 0 613 0 0 440 7.250 -0.11 41.31 0 0 0| 0 96 0 0 460 9.500 -0.14 39.63 0 0 0| 1 172 -49 0 480 17.000 -0.23 37.09 0 0 0| 0 1,065 0 0 520 29.000 -0.35 34.77 0 0 0| 0 1,765 0 0 560 46.250 -0.51 32.65 0 0 0| 0 85 0 0 600 70.000 -0.66 30.84 0 0 0| 0 21 0 0 640 100.500 -0.80 29.93 0 0 0| 0 10 0 0 680 134.750 -0.90 28.64 0 0 0| 0 13 0 0 720 Total 0 0 0| 1 5,892 -49 0 Indicative a-t-m Vol 33.35 Underlying Price 588.500 Time to expiry: 192 Days Mar 11 12.750 -0.13 41.01 0 0 0| 0 111 0 0 440 16.250 -0.16 40.02 0 0 0| 0 15 0 0 460 20.750 -0.19 39.34 0 0 0| 0 170 0 0 480 30.500 -0.27 37.05 0 0 0| 0 281 0 0 520 43.250 -0.37 34.65 0 0 0| 0 2 0 0 560 61.250 -0.48 32.86 0 0 0| 0 1 0 0 600 84.250 -0.59 31.65 0 0 0| 0 0 0 0 640 142.750 -0.80 29.57 0 0 0| 0 0 0 0 720 Total 0 0 0| 0 580 0 0 Indicative a-t-m Vol 33.77 Underlying Price 588.500 Time to expiry: 283 Days Jun 11 6.500 -0.05 48.03 0 0 0| 0 51 0 0 320 10.500 -0.08 45.65 0 0 0| 0 20 0 0 360 15.500 -0.12 42.62 0 0 0| 0 5 0 0 400 22.500 -0.17 40.23 0 0 0| 0 2 0 0 440 27.000 -0.20 39.26 0 0 0| 0 0 0 0 460 32.250 -0.24 38.23 0 0 0| 0 0 0 0 480 44.750 -0.31 36.49 0 0 0| 0 10 0 0 520 60.500 -0.40 34.76 0 0 0| 0 0 0 0 560 80.250 -0.49 33.39 0 0 0| 0 0 0 0 600 103.250 -0.59 32.03 0 0 0| 0 0 0 0 640 162.250 -0.75 30.87 0 0 0| 0 0 0 0 720 Total 0 0 0| 0 88 0 0 Indicative a-t-m Vol 39.52 Underlying Price 588.500 Time to expiry: 465 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 8.750 -0.05 47.64 0 0 0| 0 0 0 0 280 12.500 -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 22:05 Business Day Tue 7 Sep 2010 Previous Business Day Mon 6 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 42.750 -0.21 42.51 0 0 0| 0 0 0 0 440 57.000 -0.27 41.53 0 0 0| 0 0 0 0 480 93.750 -0.39 40.10 0 0 0| 0 0 0 0 560 139.500 -0.51 38.51 0 0 0| 0 0 0 0 640 195.750 -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 40.23 Underlying Price 588.500 Time to expiry: 647 Days Jun 12 70.250 -0.24 47.44 0 0 0| 0 0 0 0 440 82.750 -0.28 44.66 0 0 0| 0 0 0 0 480 115.750 -0.39 40.70 0 0 0| 0 0 0 0 560 163.250 -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 40.99 Underlying Price 588.500 Time to expiry: 836 Days Dec 12 76.750 -0.24 44.28 0 0 0| 0 0 0 0 440 92.500 -0.28 42.91 0 0 0| 0 0 0 0 480 133.000 -0.37 41.34 0 0 0| 0 0 0 0 560 181.500 -0.46 40.37 0 0 0| 0 0 0 0 640 233.000 -0.55 38.70 0 0 0| 0 0 0 0 720 Total 0 0 0| 0 0 0 0 Total Puts 0 0 6| 2 21,580 -48 0 Grand Total 0 0 70| 108,188 146,420 +2,238 0 Imperial Tobacco Group Plc (IMJ) Grand Total 0 0 70| 108,775 147,023 +2,238 0 Imperial Tobacco Group plc (IMX) Indicative a-t-m Vol 0.00 Underlying Price 1865.000 Time to expiry: 10 Days 17 Sep 10 28.210 -0.61 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 70| 109,362 148,110 +2,238 0 Imperial Tobacco Group Plc (IMQ) Indicative a-t-m Vol 0.00 Underlying Price 1865.000 Time to expiry: 10 Days 17 Sep 10 95.560 -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 1865.000 Time to expiry: 101 Days 17 Dec 10 97.490 -0.54 20.52 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 70| 110,536 149,284 +2,238 0 Imperial Tobacco Group plc (IMX) Grand TotalN/A 0 70| 111,123 150,371 +2,238 0 Inditex SA (IJJ) Equity Options 22:05 Business Day Tue 7 Sep 2010 Previous Business Day Mon 6 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 55.0200 Time to expiry: 465 Days 16 Dec 11 0.0122 0.00 23.13 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 70| 113,471 158,874 +2,238 0 Infineon Technologies AG (IFQ) Indicative a-t-m Vol 0.00 Underlying Price 4.3300 Time to expiry: 101 Days 17 Dec 10 0.7888 -0.73 37.80 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 4.3300 Time to expiry: 192 Days 18 Mar 11 0.9147 -0.64 39.41 N/A 0 0| 0 7,000 0 0 500 1.0624 -0.69 39.16 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 70| 117,580 190,983 +2,238 0 ING Groep NV (IAQ) Indicative a-t-m Vol 0.00 Underlying Price 7.3950 Time to expiry: 101 Days 17 Dec 10 0.1800 -0.15 51.07 N/A 0 0| 0 30,300 0 0 580 14.0635 -0.98 85.95 N/A 0 0| 0 2,500 0 0 2150 15.5992 -0.98 90.47 N/A 0 0| 0 5,000 0 0 2304 17.1800 -1.00 92.84 N/A 0 0| 0 5,000 0 0 2457 17.8826 -0.99 87.60 N/A 0 0| 0 8,000 0 0 2534 19.4128 -1.00 77.11 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 70| 125,798 331,801 +2,238 0 Intercontinental Hotels Group Plc (IHQ) Grand TotalN/A 0 70| 126,972 333,095 +2,238 0 International Power plc - Amer Phys FLEX Opt (IOQ) Grand TotalN/A 0 70| 128,733 336,096 +2,238 0 INTESA SANPAOLO SPA - AMER PHYS FLEX OPT (BIQ) Indicative a-t-m Vol 0.00 Underlying Price 2.3550 Time to expiry: 101 Days 17 Dec 10 0.2170 -0.49 39.43 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 70| 130,494 339,107 +2,238 0 INTESA SANPAOLO SPA - EURO CAH FLEX OPT (BIJ) Indicative a-t-m Vol 0.00 Underlying Price 2.3550 Time to expiry: 101 Days 17 Dec 10 0.2165 -0.49 39.43 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 70| 131,668 347,207 +2,238 0 J Sainsbury Plc (SAQ) Equity Options 22:05 Business Day Tue 7 Sep 2010 Previous Business Day Mon 6 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 369.700 Time to expiry: 283 Days 17 Jun 11 17.150 -0.28 27.32 N/A 0 0| 0 250 0 0 320 TotalN/A 0 0| 0 250 0 0 Indicative a-t-m Vol 0.00 Underlying Price 369.700 Time to expiry: 465 Days 16 Dec 11 1.630 -0.03 28.16 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 70| 134,016 351,555 +2,738 0 K+S AG Amer Phys FLEX Opt (KDO) Indicative a-t-m Vol 0.00 Underlying Price 41.4700 Time to expiry: 10 Days 17 Sep 10 0.0128 -0.01 53.15 N/A 0 0| 0 1,500 0 0 3400 TotalN/A 0 0| 0 1,500 0 0 Indicative a-t-m Vol 0.00 Underlying Price 41.4700 Time to expiry: 101 Days 17 Dec 10 1.7596 -0.37 28.94 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 70| 135,777 355,816 +2,738 0 Kazakhmys plc - Euro Phys FLEX Opt (KAX) Indicative a-t-m Vol 0.00 Underlying Price 1246.000 Time to expiry: 38 Days 15 Oct 10 49.940 -0.37 44.26 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 33.5150 Time to expiry: 10 Days 17 Sep 10 1.1500 -0.58 38.11 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 70| 136,951 357,198 +2,738 0 KBC Bancassurance Holding (KBQ) Indicative a-t-m Vol 0.00 Underlying Price 33.5150 Time to expiry: 10 Days 17 Sep 10 2.6400 -0.87 37.52 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 70| 138,125 359,972 +2,738 0 Kingfisher plc (KGX) Indicative a-t-m Vol 0.00 Underlying Price 213.900 Time to expiry: 465 Days 16 Dec 11 22.280 -0.38 29.59 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 70| 139,299 366,146 +2,738 0 Koninklijke Ahold NV (AHJ) Equity Options 22:05 Business Day Tue 7 Sep 2010 Previous Business Day Mon 6 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 9.8660 Time to expiry: 101 Days 17 Dec 10 0.0700 -0.08 30.11 N/A 0 0| 0 2,500 0 0 800 TotalN/A 0 0| 0 2,500 0 0 Total PutsN/A 0 0| 0 2,500 0 0 Grand TotalN/A 0 70| 140,473 370,497 +2,738 0 Koninklijke DSM NV (DSQ) Grand TotalN/A 0 70| 141,060 372,084 +2,738 0 Koninklijke Philips Electronics NV (PHQ) Indicative a-t-m Vol 0.00 Underlying Price 23.4950 Time to expiry: 10 Days 17 Sep 10 0.0400 -0.05 41.15 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 23.4950 Time to expiry: 101 Days 17 Dec 10 0.5209 -0.18 38.51 N/A 0 0| 0 5,000 0 0 2000 0.7195 -0.24 36.45 N/A 0 0| 0 1,000 0 0 2100 2.4000 -0.61 31.14 N/A 0 0| 0 4,000 0 0 2500 3.0777 -0.71 30.32 N/A 0 0| 0 2,500 0 0 2600 4.7000 -0.86 28.90 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 70| 148,104 422,128 +2,738 0 L'Oreal SA (ORQ) Indicative a-t-m Vol 0.00 Underlying Price 81.0000 Time to expiry: 10 Days 17 Sep 10 0.0100 0.00 38.20 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 81.0000 Time to expiry: 101 Days 17 Dec 10 0.9800 -0.13 32.19 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 70| 149,865 425,489 +2,738 0 Lafarge SA (LAX) Indicative a-t-m Vol 0.00 Underlying Price 38.7700 Time to expiry: 10 Days 17 Sep 10 11.2217 -1.00 48.06 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 38.7700 Time to expiry: 101 Days 17 Dec 10 11.2346 -0.94 29.11 N/A 0 0| 0 5,000 0 0 5000 TotalN/A 0 0| 0 5,000 0 0 Total PutsN/A 0 0| 0 5,750 0 0 Indicative a-t-m Vol 0.00 Underlying Price 641.500 Time to expiry: 101 Days 17 Dec 10 274.770 -1.00 21.53 N/A 0 0| 0 2,000 0 0 905 TotalN/A 0 0| 0 2,000 0 0 Total PutsN/A 0 0| 0 2,000 0 0 Equity Options 22:05 Business Day Tue 7 Sep 2010 Previous Business Day Mon 6 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 70| 152,213 439,337 +2,738 0 Land Securities Group Plc (LSQ) Indicative a-t-m Vol 0.00 Underlying Price 641.500 Time to expiry: 283 Days 17 Jun 11 98.480 -0.68 23.01 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: 101 Days 17 Dec 10 0.4217 -0.09 44.76 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 70| 153,387 445,439 +2,738 0 Lanxess - Amer Phys FLEX Opt (ZYQ) Indicative a-t-m Vol 0.00 Underlying Price 37.0700 Time to expiry: 101 Days 17 Dec 10 1.5524 -0.29 38.48 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 70| 154,561 449,113 +2,738 0 Legal & General Group Plc (LGJ) Grand TotalN/A 0 70| 155,148 449,826 +2,738 0 Linde AG (LIQ) Indicative a-t-m Vol 0.00 Underlying Price 92.7000 Time to expiry: 192 Days 18 Mar 11 3.9772 -0.34 23.80 N/A 0 0| 0 300 0 0 8800 TotalN/A 0 0| 0 300 0 0 Total PutsN/A 0 0| 0 300 0 0 Grand TotalN/A 0 70| 156,909 452,887 +2,738 0 Lloyds Banking Group Plc - Amer Phys FLEX Opt (LLQ) Indicative a-t-m Vol 0.00 Underlying Price 72.510 Time to expiry: 10 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 70| 161,018 746,396 +2,738 0 Lloyds Banking Group Plc - Euro Cash FLEX Opt (LLJ) Grand TotalN/A 0 70| 161,605 747,195 +2,738 0 Lloyds Banking Group plc - Euro Phys FLEX Opt (LLX) Indicative a-t-m Vol 0.00 Underlying Price 72.510 Time to expiry: 101 Days 17 Dec 10 231.850 -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 70| 162,779 750,369 +2,738 0 Lukoil OAO - Euro Phys FLEX Opt (LYV) Indicative a-t-m Vol 0.00 Underlying Price 54.1000 Time to expiry: 101 Days 17 Dec 10 Equity Options 22:05 Business Day Tue 7 Sep 2010 Previous Business Day Mon 6 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 | 6.1997 -0.62 33.90 N/A 0 0| 0 7,500 0 0 5800 7.9045 -0.71 32.95 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 54.1000 Time to expiry: 220 Days 15 Apr 11 4.2820 -0.34 38.43 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 70| 165,714 771,273 +2,738 0 LVMH Moet Hennessy Louis Vuitton SA (MDX) Indicative a-t-m Vol 0.00 Underlying Price 97.0500 Time to expiry: 10 Days 17 Sep 10 0.0247 -0.01 44.96 N/A 0 0| 0 800 0 0 8195 0.1800 -0.07 31.13 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 97.0500 Time to expiry: 101 Days 17 Dec 10 0.2900 -0.03 50.32 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 70| 169,823 778,832 +2,738 0 Man Group Plc (EWQ) Indicative a-t-m Vol 0.00 Underlying Price 225.700 Time to expiry: 101 Days 17 Dec 10 344.640 -1.00 33.51 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 70| 172,171 782,245 +2,738 0 MAN SE - Amer Phys FLEX Opt (MJQ) Indicative a-t-m Vol 0.00 Underlying Price 72.4000 Time to expiry: 101 Days 17 Dec 10 1.7513 -0.21 34.34 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 72.4000 Time to expiry: 192 Days 18 Mar 11 5.2081 -0.39 31.56 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 354.100 Time to expiry: 101 Days 17 Dec 10 14.750 -0.40 26.15 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 70| 173,932 789,206 +2,738 0 Marks & Spencer Group Plc (MSU) Grand TotalN/A 0 70| 174,519 789,793 +2,738 0 Mediaset SpA - Euro Cash FLEX Opt (MHJ) Grand TotalN/A 0 70| 175,693 791,058 +2,738 0 Merck KGaA - Amer Phys FLEX Opt (KSQ) Equity Options 22:05 Business Day Tue 7 Sep 2010 Previous Business Day Mon 6 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 42.8300 Time to expiry: 101 Days 17 Dec 10 0.3161 -0.08 34.28 N/A 0 0| 0 1,000 0 0 3400 TotalN/A 0 0| 0 1,000 0 0