Equity Options 21:53 Business Day Wed 8 Sep 2010 Previous Business Day Tue 7 Sep 2010 Page 1 Calls | Block | Opening Settle Delta Vola- Daily Trade Bclear Total | Official **Open Change Exer- Exer Trans Price tility High Low Volume Volume*** Volume | Volume Int cises Price | ICAP PLC - STND OPT (ICA) Indicative a-t-m Vol 27.33 Underlying Price 434.100 Time to expiry: 9 Days Sep 10 194.250 1.00 53.85 0 0 0| 0 0 0 0 240 174.250 1.00 52.79 0 0 0| 0 0 0 0 260 154.250 1.00 52.40 0 0 0| 0 0 0 0 280 134.250 1.00 50.48 0 0 0| 0 0 0 0 300 114.250 1.00 48.57 0 0 0| 0 0 0 0 320 94.250 1.00 45.86 0 0 0| 0 0 0 0 340 74.250 1.00 44.45 0 0 0| 0 0 0 0 360 64.250 0.99 41.36 0 0 0| 0 0 0 0 370 54.250 0.98 37.88 0 0 0| 0 0 0 0 380 44.500 0.97 34.97 0 0 0| 0 0 0 0 390 34.750 0.94 32.00 0 0 0| 0 11 0 0 400 25.500 0.88 29.99 0 0 0| 0 10 0 0 410 17.000 0.77 28.47 0 0 0| 0 29 0 0 420 10.250 0.59 27.96 0 0 0| 0 5 0 0 430 5.250 0.39 26.70 0 0 0| 0 20 0 0 440 2.250 0.21 26.70 0 0 0| 0 0 0 0 450 0.750 0.08 24.82 0 0 0| 0 2 0 0 460 CAB 0.01 24.82 0 0 0| 0 8 0 0 480 CAB 0.00 30.00 0 0 0| 0 0 0 0 560 Total 0 0 0| 0 85 0 0 Indicative a-t-m Vol 29.39 Underlying Price 434.100 Time to expiry: 100 Days Dec 10 117.250 0.94 39.87 0 0 0| 0 0 0 0 320 98.750 0.91 37.77 0 0 0| 0 0 0 0 340 81.000 0.87 35.81 0 0 0| 0 2 0 0 360 63.500 0.81 32.90 0 0 0| 0 0 0 0 380 49.250 0.72 32.64 0 0 0| 0 250 0 0 400 35.500 0.62 30.69 0 0 0| 0 1 0 0 420 24.250 0.50 28.96 0 0 0| 0 4 0 0 440 13.000 14.750 0.37 26.94 14.000 13.000 0 0 21| 0 5 0 0 460 9.500 0.27 27.00 0 0 0| 0 0 0 0 480 Total 0 0 21| 0 262 0 0 Indicative a-t-m Vol 28.69 Underlying Price 434.100 Time to expiry: 191 Days Mar 11 119.250 0.91 36.70 0 0 0| 0 0 0 0 320 85.250 0.82 34.10 0 0 0| 0 0 0 0 360 69.500 0.76 32.28 0 0 0| 0 0 0 0 380 55.500 0.69 31.25 0 0 0| 0 0 0 0 400 42.750 0.60 29.93 0 0 0| 0 0 0 0 420 31.500 0.51 28.28 0 0 0| 0 13 0 0 440 23.750 0.42 28.32 0 0 0| 0 6 0 0 460 15.750 0.33 26.74 0 0 0| 0 0 0 0 480 Total 0 0 0| 0 19 0 0 Total Calls 0 0 21| 0 366 0 0 | Equity Options 21:53 Business Day Wed 8 Sep 2010 Previous Business Day Tue 7 Sep 2010 Page 2 Puts | Block | Opening Settle Delta Vola- Daily Trade Bclear Total | Official **Open Change Exer- Exer Trans Price tility High Low Volume Volume*** Volume | Volume Int cises Price | ICAP PLC - STND OPT (ICA) Indicative a-t-m Vol 27.54 Underlying Price 434.100 Time to expiry: 9 Days Sep 10 CAB 0.00 50.00 0 0 0| 0 13 0 0 240 CAB 0.00 50.00 0 0 0| 0 13 0 0 260 CAB 0.00 50.00 0 0 0| 0 20 0 0 280 CAB 0.00 50.00 0 0 0| 0 9 0 0 300 CAB 0.00 50.00 0 0 0| 0 1 0 0 320 CAB 0.00 48.00 0 0 0| 0 5 0 0 340 CAB -0.01 46.00 0 0 0| 0 8 0 0 360 CAB -0.01 42.69 0 0 0| 0 0 0 0 370 0.250 -0.01 37.67 0 0 0| 0 65 0 0 380 0.250 -0.03 33.87 0 0 0| 0 1 0 0 390 0.750 -0.06 32.73 0 0 0| 0 37 0 0 400 1.250 -0.12 30.26 0 0 0| 0 1 0 0 410 3.000 -0.24 29.11 0 0 0| 0 11 0 0 420 6.000 -0.41 28.20 0 0 0| 0 0 0 0 430 11.000 -0.61 26.88 0 0 0| 0 0 0 0 440 18.500 -0.77 28.80 0 0 0| 0 0 0 0 450 26.750 -0.90 26.62 0 0 0| 0 0 0 0 460 46.000 -0.99 26.88 0 0 0| 0 0 0 0 480 126.000 -1.00 32.21 0 0 0| 0 0 0 0 560 Total 0 0 0| 0 184 0 0 Indicative a-t-m Vol 29.60 Underlying Price 434.100 Time to expiry: 100 Days Dec 10 2.500 -0.06 40.42 0 0 0| 0 23 0 0 320 4.000 -0.09 38.27 0 0 0| 0 10 0 0 340 6.250 -0.14 36.01 0 0 0| 0 15 0 0 360 9.500 -0.20 34.12 0 0 0| 0 0 0 0 380 14.250 -0.28 32.36 0 0 0| 0 256 0 0 400 20.000 20.750 -0.38 30.77 20.000 20.000 0 0 1| 0 0 0 0 420 29.500 -0.50 29.21 0 0 0| 0 0 0 0 440 41.000 -0.62 28.51 0 0 0| 0 0 0 0 460 55.000 -0.73 27.77 0 0 0| 0 0 0 0 480 Total 0 0 1| 0 304 0 0 Indicative a-t-m Vol 29.06 Underlying Price 434.100 Time to expiry: 191 Days Mar 11 6.750 -0.11 36.97 0 0 0| 0 0 0 0 320 13.500 -0.20 34.28 0 0 0| 0 16 0 0 360 17.000 -0.25 31.59 0 0 0| 0 0 0 0 380 24.500 -0.33 31.56 0 0 0| 0 0 0 0 400 30.750 -0.41 29.15 0 0 0| 0 0 0 0 420 41.500 -0.50 29.03 0 0 0| 0 0 0 0 440 53.000 -0.59 28.26 0 0 0| 0 0 0 0 460 65.000 -0.68 26.59 0 0 0| 0 0 0 0 480 Total 0 0 0| 0 16 0 0 Total Puts 0 0 1| 0 504 0 0 Grand Total 0 6,480 6,502| 0 8,358 0 0 Equity Options 21:53 Business Day Wed 8 Sep 2010 Previous Business Day Tue 7 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 15.80 Underlying Price 1878.000 Time to expiry: 9 Days Sep 10 478.000 1.00 46.65 0 0 0| 0 0 0 0 1400 278.500 1.00 29.11 0 0 0| 0 0 0 0 1600 178.500 1.00 22.13 0 0 0| 0 0 0 0 1700 128.500 0.99 19.14 0 0 0| 0 0 0 0 1750 80.000 0.94 17.10 0 0 0| 0 2 0 0 1800 37.000 0.72 15.90 0 0 0| 0 361 0 0 1850 10.500 0.33 15.72 0 0 0| 0 315 0 0 1900 2.500 0.10 17.61 0 0 0| 0 300 0 0 1950 1.000 1.500 0.05 22.71 2.500 1.000 S 0 0 68| 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 68| 0 2,803 0 0 Indicative a-t-m Vol 19.71 Underlying Price 1878.000 Time to expiry: 100 Days Dec 10 482.000 0.99 26.07 0 0 0| 0 0 0 0 1400 291.000 0.91 23.60 0 0 0| 0 0 0 0 1600 203.000 0.83 21.92 0 0 0| 0 15 0 0 1700 126.500 0.68 20.59 0 0 0| 0 1,201 0 0 1800 66.000 68.500 0.48 19.47 66.000 65.000 0 0 10| 150 341 0 0 1900 32.500 34.000 0.29 19.54 34.500 32.000 0 0 78| 5 2,654 0 0 2000 7.000 0.08 20.46 0 0 0| 0 452 0 0 2200 3.000 0.03 24.14 0 0 0| 0 0 0 0 2400 Total 0 0 88| 155 4,663 0 0 Indicative a-t-m Vol 20.16 Underlying Price 1878.000 Time to expiry: 191 Days Mar 11 297.000 0.89 22.60 0 0 0| 0 0 0 0 1600 214.500 0.79 21.81 0 0 0| 0 0 0 0 1700 143.000 0.65 20.89 0 0 0| 0 0 0 0 1800 87.000 0.49 19.95 0 0 0| 0 9 0 0 1900 49.000 0.33 19.48 0 0 0| 0 78 0 0 2000 13.000 0.12 19.19 0 0 0| 0 2 0 0 2200 4.500 0.04 20.59 0 0 0| 0 0 0 0 2400 Total 0 0 0| 0 89 0 0 Total Calls 0 0 156| 155 7,555 0 0 | Equity Options 21:53 Business Day Wed 8 Sep 2010 Previous Business Day Tue 7 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 16.16 Underlying Price 1878.000 Time to expiry: 9 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| 0 161 0 0 1700 CAB -0.01 18.56 0 0 0| 0 105 0 0 1750 3.000 1.500 -0.06 17.13 3.000 3.000 0 0 3| 0 1,525 0 0 1800 9.000 -0.28 16.21 0 0 0| 3 3,136 +3 0 1850 33.000 -0.66 16.12 0 0 0| 0 533 0 0 1900 74.000 -0.91 16.93 0 0 0| 0 0 0 0 1950 122.000 -0.99 16.29 0 0 0| 0 118 0 0 2000 222.000 -1.00 17.91 0 0 0| 0 0 0 0 2100 322.000 -1.00 17.91 0 0 0| 0 0 0 0 2200 522.000 -1.00 17.91 0 0 0| 0 0 0 0 2400 922.000 -1.00 17.91 0 0 0| 0 0 0 0 2800 Total 0 0 3| 3 6,493 +3 0 Indicative a-t-m Vol 19.86 Underlying Price 1878.000 Time to expiry: 100 Days Dec 10 2.500 -0.02 29.26 0 0 0| 0 20 0 0 1400 10.000 -0.09 23.74 0 0 0| 0 28 0 0 1600 22.000 -0.18 22.18 0 0 0| 0 561 0 0 1700 45.500 -0.32 20.74 0 0 0| 0 924 0 0 1800 96.000 87.500 -0.52 19.62 96.000 95.000 0 0 9| 0 500 0 0 1900 152.000 -0.71 19.45 0 0 0| 0 265 0 0 2000 326.500 -0.93 20.65 0 0 0| 0 0 0 0 2200 523.000 -0.98 24.34 0 0 0| 0 0 0 0 2400 Total 0 0 9| 0 2,298 0 0 Indicative a-t-m Vol 19.93 Underlying Price 1878.000 Time to expiry: 191 Days Mar 11 35.000 33.000 -0.19 22.87 35.000 35.000 0 0 3| 5 5 0 0 1600 57.500 -0.29 21.70 0 0 0| 5 5 +5 0 1700 94.000 -0.43 20.68 0 0 0| 0 35 0 0 1800 145.000 -0.58 19.72 0 0 0| 0 2 0 0 1900 211.500 -0.72 19.11 0 0 0| 0 0 0 0 2000 379.000 -0.92 17.96 0 0 0| 0 0 0 0 2200 571.500 -0.98 17.72 0 0 0| 0 0 0 0 2400 Total 0 0 3| 10 47 +5 0 Total Puts 0 0 15| 13 8,838 +8 0 Grand Total 0 5,040 5,211| 168 22,217 +8 0 Equity Options 21:53 Business Day Wed 8 Sep 2010 Previous Business Day Tue 7 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 29.60 Underlying Price 1082.000 Time to expiry: 9 Days Sep 10 282.000 1.00 51.01 0 0 0| 0 0 0 0 800 242.000 1.00 46.64 0 0 0| 0 0 0 0 840 202.000 1.00 38.77 0 0 0| 0 0 0 0 880 162.000 1.00 35.26 0 0 0| 0 10 0 0 920 122.500 0.99 32.93 0 0 0| 0 1 0 0 960 102.500 0.98 30.35 0 0 0| 0 3 0 0 980 83.500 0.94 30.87 0 0 0| 0 9 0 0 1000 41.000 0.74 30.09 0 0 0| 0 6 0 0 1050 13.500 0.38 29.32 0 0 0| 0 11 0 0 1100 2.500 0.10 28.54 0 0 0| 0 319 0 0 1150 0.500 0.02 29.06 0 0 0| 0 21 0 0 1200 CAB 0.00 29.32 0 0 0| 0 15 0 0 1250 CAB 0.00 29.06 0 0 0| 0 18 0 0 1300 CAB 0.00 28.54 0 0 0| 0 0 0 0 1400 Total 0 0 0| 0 413 0 0 Indicative a-t-m Vol 30.75 Underlying Price 1082.000 Time to expiry: 100 Days Dec 10 217.000 0.88 36.68 0 0 0| 0 3 0 0 880 150.500 0.78 33.76 0 0 0| 0 10 0 0 960 122.500 0.71 33.45 0 0 0| 0 302 0 0 1000 61.500 0.50 30.16 0 0 0| 0 501 0 0 1100 27.500 0.28 29.69 0 0 0| 4 407 -4 0 1200 10.000 0.13 28.95 0 0 0| 0 109 0 0 1300 3.500 0.06 29.10 0 0 0| 0 41 0 0 1400 Total 0 0 0| 4 1,373 -4 0 Indicative a-t-m Vol 30.81 Underlying Price 1082.000 Time to expiry: 191 Days Mar 11 235.500 0.83 35.94 0 0 0| 0 0 0 0 880 175.500 0.73 34.02 0 0 0| 0 0 0 0 960 148.000 0.68 32.98 0 0 0| 0 12 0 0 1000 89.000 0.52 30.33 0 0 0| 0 15 0 0 1100 52.500 0.36 30.03 0 0 0| 0 0 0 0 1200 27.000 0.23 28.99 0 0 0| 0 2 0 0 1300 14.000 0.13 29.01 0 0 0| 0 0 0 0 1400 Total 0 0 0| 0 29 0 0 Total Calls 0 0 0| 4 1,815 -4 0 | Equity Options 21:53 Business Day Wed 8 Sep 2010 Previous Business Day Tue 7 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 30.28 Underlying Price 1082.000 Time to expiry: 9 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 CAB 0.00 38.74 0 0 0| 0 13 0 0 920 0.500 -0.02 37.14 0 0 0| 0 22 0 0 960 1.000 -0.04 35.45 0 0 0| 0 50 0 0 980 2.500 -0.08 34.83 0 0 0| 0 776 0 0 1000 9.500 -0.27 31.08 0 0 0| 0 18 0 0 1050 31.500 -0.62 29.83 0 0 0| 0 17 0 0 1100 71.000 -0.88 30.84 0 0 0| 0 30 0 0 1150 118.500 -0.97 32.24 0 0 0| 0 2 0 0 1200 168.000 -1.00 32.94 0 0 0| 0 0 0 0 1250 218.000 -1.00 33.99 0 0 0| 0 0 0 0 1300 318.000 -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 30.87 Underlying Price 1082.000 Time to expiry: 100 Days Dec 10 13.000 -0.12 36.29 0 0 0| 0 28 0 0 880 27.500 -0.22 34.24 0 0 0| 0 403 0 0 960 38.500 -0.29 33.44 0 0 0| 0 22 0 0 1000 77.500 -0.51 30.30 0 0 0| 0 33 0 0 1100 143.500 -0.72 29.60 0 0 0| 0 10 0 0 1200 226.000 -0.87 28.92 0 0 0| 0 2 0 0 1300 320.000 -0.95 28.77 0 0 0| 0 0 0 0 1400 Total 0 0 0| 0 498 0 0 Indicative a-t-m Vol 30.93 Underlying Price 1082.000 Time to expiry: 191 Days Mar 11 28.000 -0.17 35.10 0 0 0| 0 10 0 0 880 48.000 -0.26 33.44 0 0 0| 0 10 0 0 960 59.000 -0.32 31.98 0 0 0| 0 10 0 0 1000 104.000 -0.48 30.70 0 0 0| 0 29 0 0 1100 180.000 165.000 -0.64 29.58 180.000 180.000 0 0 2| 0 0 0 0 1200 239.500 -0.79 28.36 0 0 0| 0 0 0 0 1300 327.000 -0.88 28.02 0 0 0| 0 1 0 0 1400 Total 0 0 2| 0 60 0 0 Total Puts 0 0 2| 0 1,510 0 0 Grand Total 0 5,040 5,042| 4 9,149 -4 0 Equity Options 21:53 Business Day Wed 8 Sep 2010 Previous Business Day Tue 7 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 40.53 Underlying Price 392.400 Time to expiry: 9 Days Sep 10 152.500 1.00 86.21 0 0 0| 0 0 0 0 240 132.500 1.00 77.72 0 0 0| 0 0 0 0 260 112.500 1.00 72.83 0 0 0| 0 0 0 0 280 102.500 1.00 68.89 0 0 0| 0 0 0 0 290 92.500 0.99 67.17 0 0 0| 0 21 0 0 300 82.500 0.99 61.81 0 0 0| 0 35 0 0 310 72.750 0.98 58.51 0 0 0| 0 73 0 0 320 62.750 0.97 56.24 0 0 0| 0 588 0 0 330 53.250 0.95 54.63 0 0 0| 0 1,901 0 0 340 43.750 0.92 50.39 0 0 0| 0 0 0 0 350 34.500 0.87 47.39 0 0 0| 0 1,391 0 0 360 26.000 0.79 46.02 0 0 0| 0 1,135 0 0 370 18.500 0.69 43.62 0 0 0| 1 546 0 0 380 12.250 0.55 42.22 0 0 0| 0 0 0 0 390 7.750 6.250 0.39 36.60 7.750 7.750 0 0 10| 130 1,800 +115 0 400 2.000 0.16 39.44 0 0 0| 0 0 0 0 420 0.500 0.04 38.71 0 0 0| 0 0 0 0 440 Total 0 0 10| 131 7,490 +115 0 Indicative a-t-m Vol 28.91 Underlying Price 392.400 Time to expiry: 100 Days Dec 10 152.500 1.00 42.25 0 0 0| 0 0 0 0 240 132.500 1.00 39.39 0 0 0| 0 0 0 0 260 112.750 0.99 37.01 0 0 0| 0 0 0 0 280 93.000 0.97 35.19 0 0 0| 0 29 0 0 300 74.000 0.92 33.12 0 0 0| 0 210 0 0 320 56.250 0.84 31.37 0 0 0| 0 261 0 0 340 40.000 41.000 0.73 30.17 40.000 40.000 0 0 10| 0 1,825 0 0 360 28.250 0.59 29.20 0 0 0| 0 43 0 0 380 18.500 0.46 28.75 0 0 0| 0 144 0 0 400 11.750 0.33 28.65 0 0 0| 0 0 0 0 420 7.250 0.23 28.64 0 0 0| 0 0 0 0 440 Total 0 0 10| 0 2,512 0 0 Indicative a-t-m Vol 27.21 Underlying Price 392.400 Time to expiry: 191 Days Mar 11 152.500 1.00 36.30 0 0 0| 0 0 0 0 240 113.000 0.97 32.59 0 0 0| 0 0 0 0 280 94.500 0.92 31.35 0 0 0| 0 0 0 0 300 77.000 0.85 29.96 0 0 0| 0 24 0 0 320 61.500 0.78 29.21 0 0 0| 0 40 0 0 340 47.750 0.69 28.49 0 0 0| 0 27 0 0 360 35.750 0.59 27.70 0 0 0| 0 0 0 0 380 25.750 0.49 26.95 0 0 0| 0 67 0 0 400 18.000 0.38 26.54 0 0 0| 0 0 0 0 420 12.250 0.29 26.00 0 0 0| 0 11 0 0 440 Total 0 0 0| 0 169 0 0 Equity Options 21:53 Business Day Wed 8 Sep 2010 Previous Business Day Tue 7 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 20| 131 10,171 +115 0 | Equity Options 21:53 Business Day Wed 8 Sep 2010 Previous Business Day Tue 7 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 45.06 Underlying Price 392.400 Time to expiry: 9 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 0.00 54.89 0 0 0| 0 3 0 0 310 CAB -0.01 53.46 0 0 0| 0 90 0 0 320 0.250 -0.02 52.15 0 0 0| 0 336 0 0 330 0.500 -0.04 51.07 0 0 0| 0 359 0 0 340 1.000 -0.07 47.70 0 0 0| 0 5 0 0 350 2.000 -0.13 47.05 0 0 0| 0 60 0 0 360 4.000 -0.22 47.84 0 0 0| 0 354 0 0 370 6.500 -0.32 46.42 0 0 0| 0 41 0 0 380 12.250 10.500 -0.45 45.29 12.250 12.250 0 0 10| 0 0 0 0 390 15.750 -0.59 44.52 0 0 0| 0 0 0 0 400 30.250 -0.82 43.87 0 0 0| 0 0 0 0 420 48.500 -0.93 45.41 0 0 0| 0 0 0 0 440 Total 0 0 10| 0 4,753 0 0 Indicative a-t-m Vol 29.14 Underlying Price 392.400 Time to expiry: 100 Days Dec 10 0.500 -0.02 45.42 0 0 0| 0 476 0 0 240 1.000 -0.03 41.59 0 0 0| 0 10 0 0 260 1.500 -0.04 38.34 0 0 0| 0 39 0 0 280 2.500 -0.07 35.62 0 0 0| 20 1,541 -20 0 300 4.250 -0.12 33.56 0 0 0| 0 91 0 0 320 7.000 -0.19 31.60 0 0 0| 20 71 -10 0 340 12.250 -0.29 30.66 0 0 0| 0 45 0 0 360 19.500 -0.41 29.46 0 0 0| 0 0 0 0 380 29.750 -0.54 28.97 0 0 0| 0 0 0 0 400 43.250 -0.67 28.92 0 0 0| 0 0 0 0 420 58.500 -0.77 28.96 0 0 0| 0 0 0 0 440 Total 0 0 0| 40 2,273 -30 0 Indicative a-t-m Vol 27.37 Underlying Price 392.400 Time to expiry: 191 Days Mar 11 1.250 -0.03 37.82 0 0 0| 0 9 0 0 240 3.250 -0.07 33.60 0 0 0| 0 28 0 0 280 5.000 -0.11 31.75 0 0 0| 6 17 +6 0 300 6.750 -0.15 28.66 0 0 0| 0 6 0 0 320 12.250 -0.23 29.44 0 0 0| 0 10 0 0 340 18.250 -0.31 28.60 0 0 0| 0 45 0 0 360 26.250 -0.41 27.80 0 0 0| 2 7 +2 0 380 36.250 -0.52 27.13 0 0 0| 0 4 0 0 400 48.500 -0.62 26.57 0 0 0| 0 0 0 0 420 62.750 -0.71 26.07 0 0 0| 0 0 0 0 440 Total 0 0 0| 8 126 +8 0 Total Puts 0 0 10| 48 7,152 -22 0 Equity Options 21:53 Business Day Wed 8 Sep 2010 Previous Business Day Tue 7 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 6,840 6,870| 179 25,227 +93 0 Equity Options 21:53 Business Day Wed 8 Sep 2010 Previous Business Day Tue 7 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 41.32 Underlying Price 266.900 Time to expiry: 9 Days Sep 10 67.000 1.00 54.21 0 0 0| 0 0 0 0 200 57.000 1.00 49.29 0 0 0| 0 0 0 0 210 47.000 1.00 44.89 0 0 0| 0 0 0 0 220 42.000 0.99 43.05 0 0 0| 0 0 0 0 225 37.000 0.98 42.34 0 0 0| 0 0 0 0 230 32.250 0.97 41.49 0 0 0| 0 0 0 0 235 27.250 0.95 40.31 0 0 0| 0 7 0 0 240 22.750 0.91 39.56 0 0 0| 0 0 0 0 245 18.250 0.85 39.46 0 0 0| 0 0 0 0 250 11.000 0.67 40.31 0 0 0| 0 40 0 0 260 6.000 0.45 41.75 0 0 0| 0 25 0 0 270 3.000 0.27 44.35 0 0 0| 0 7 0 0 280 1.750 0.16 49.26 0 0 0| 0 0 0 0 290 1.000 0.10 52.87 0 0 0| 0 510 0 0 300 0.500 0.06 56.63 0 0 0| 0 0 0 0 310 0.250 0.03 58.36 0 0 0| 0 27 0 0 320 CAB 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 33.50 Underlying Price 266.900 Time to expiry: 100 Days Dec 10 67.750 0.97 33.98 0 0 0| 0 0 0 0 200 49.750 0.89 34.46 0 0 0| 0 0 0 0 220 41.500 0.83 34.16 0 0 0| 0 0 0 0 230 34.000 0.76 33.94 0 0 0| 0 1 0 0 240 21.750 0.59 33.53 0 0 0| 0 1,065 0 0 260 12.000 13.000 0.42 33.46 12.000 12.000 0 0 20| 0 5 0 0 280 7.500 0.28 33.76 0 0 0| 0 20 0 0 300 4.000 0.17 33.83 0 0 100| 0 534 0 0 320 3.250 0.13 38.66 0 0 0| 0 0 0 0 340 2.000 0.08 38.83 0 0 0| 0 0 0 0 360 0.500 0.03 39.22 0 0 0| 0 8 0 0 400 Total 0 0 120| 0 1,633 0 0 Indicative a-t-m Vol 32.73 Underlying Price 266.900 Time to expiry: 191 Days Mar 11 70.250 0.90 35.59 0 0 0| 0 0 0 0 200 54.000 0.82 34.60 0 0 0| 0 0 0 0 220 46.750 0.76 34.34 0 0 0| 0 0 0 0 230 40.250 0.71 34.06 0 0 0| 0 2 0 0 240 28.250 0.59 32.77 0 0 0| 0 0 0 0 260 19.500 0.46 32.65 0 0 0| 0 0 0 0 280 13.250 0.35 32.65 0 0 0| 0 10 0 0 300 8.750 0.26 32.74 0 0 0| 0 0 0 0 320 3.500 0.12 32.68 0 0 0| 0 0 0 0 360 Total 0 0 0| 0 12 0 0 Equity Options 21:53 Business Day Wed 8 Sep 2010 Previous Business Day Tue 7 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 0 120| 0 2,453 0 0 | ITV Plc - STND OPT (GME) Indicative a-t-m Vol 47.29 Underlying Price 57.250 Time to expiry: 9 Days Sep 10 17.250 1.00 62.47 0 0 0| 0 0 0 0 40 13.250 1.00 56.66 0 0 0| 0 0 0 0 44 11.250 1.00 51.68 0 0 0| 0 0 0 0 46 9.250 0.99 49.87 0 0 0| 0 0 0 0 48 5.500 0.90 47.81 0 0 0| 0 20 0 0 52 2.500 0.63 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 57.250 Time to expiry: 100 Days Dec 10 17.750 0.93 51.25 0 0 0| 0 0 0 0 40 14.250 0.88 49.18 0 0 0| 0 0 0 0 44 11.250 0.80 47.08 0 0 0| 0 0 0 0 48 6.000 0.59 44.00 0 0 0| 0 520 0 0 56 4.250 0.47 44.27 0 0 0| 0 195 0 0 60 2.750 0.36 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 40.15 Underlying Price 57.250 Time to expiry: 191 Days Mar 11 18.250 0.91 42.34 0 0 0| 0 0 0 0 40 15.250 0.84 43.30 0 0 0| 0 0 0 0 44 12.250 0.77 42.89 0 0 0| 0 0 0 0 48 7.250 0.59 40.42 0 0 0| 0 0 0 0 56 5.500 0.50 39.88 0 0 0| 0 13 0 0 60 4.000 4.250 0.41 39.88 4.000 4.000 0 0 2| 0 38 0 0 64 0.750 0.13 35.99 0 0 0| 0 0 0 0 80 Total 0 0 2| 0 51 0 0 Total Calls 0 0 2| 0 2,820 0 0 | Equity Options 21:53 Business Day Wed 8 Sep 2010 Previous Business Day Tue 7 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 39.46 Underlying Price 266.900 Time to expiry: 9 Days Sep 10 CAB 0.00 49.04 0 0 0| 0 0 0 0 200 CAB 0.00 42.77 0 0 0| 0 0 0 0 210 CAB 0.00 38.59 0 0 0| 0 0 0 0 220 CAB 0.00 36.86 0 0 0| 0 0 0 0 225 CAB -0.01 36.79 0 0 0| 0 4 0 0 230 CAB -0.02 36.74 0 0 0| 0 0 0 0 235 0.250 -0.03 36.20 0 0 0| 0 7 0 0 240 0.500 -0.07 35.86 0 0 0| 0 5 0 0 245 1.000 -0.13 36.25 0 0 0| 0 5 0 0 250 3.500 -0.32 37.36 0 0 0| 0 35 0 0 260 11.250 8.750 -0.55 40.36 11.250 S 11.250 S 0 0 5| 0 220 0 0 270 16.000 -0.74 42.44 0 0 0| 0 15 0 0 280 24.250 -0.88 42.44 0 0 0| 0 5 0 0 290 33.500 -0.95 42.07 0 0 0| 0 5 0 0 300 43.250 -0.98 42.36 0 0 0| 0 0 0 0 310 53.000 -1.00 41.45 0 0 0| 0 15 0 0 320 73.000 -1.00 42.51 0 0 0| 0 8 0 0 340 93.000 -1.00 42.51 0 0 0| 0 0 0 0 360 133.000 -1.00 41.89 0 0 0| 0 0 0 0 400 Total 0 0 5| 0 324 0 0 Indicative a-t-m Vol 35.22 Underlying Price 266.900 Time to expiry: 100 Days Dec 10 1.250 -0.06 36.67 0 0 0| 0 0 0 0 200 3.750 -0.13 35.80 0 0 0| 0 0 0 0 220 5.750 -0.19 35.54 0 0 0| 0 0 0 0 230 8.250 -0.26 34.88 0 0 0| 0 532 0 0 240 22.000 17.000 -0.42 35.93 22.000 22.000 0 0 17| 50 50 +29 0 260 28.500 27.250 -0.58 33.90 28.500 S 28.500 S 0 0 5| 0 83 0 0 280 41.750 -0.72 34.54 0 0 0| 0 10 0 0 300 58.250 -0.82 34.74 0 0 0| 0 54 0 0 320 76.500 -0.89 35.32 0 0 0| 0 0 0 0 340 95.500 -0.93 36.50 0 0 0| 0 2 0 0 360 134.750 -0.97 40.41 0 0 0| 0 0 0 0 400 Total 0 0 22| 50 731 +29 0 Indicative a-t-m Vol 33.61 Underlying Price 266.900 Time to expiry: 191 Days Mar 11 4.250 -0.11 36.27 0 0 0| 0 0 0 0 200 8.000 -0.19 35.05 0 0 0| 0 9 0 0 220 10.500 -0.24 34.23 0 0 0| 0 14 0 0 230 13.750 -0.29 34.07 0 0 0| 6 6 +6 0 240 22.000 -0.41 33.01 0 0 0| 0 0 0 0 260 34.500 -0.53 34.73 0 0 0| 0 25 0 0 280 46.750 -0.65 32.77 0 0 0| 0 0 0 0 300 63.750 -0.73 35.27 0 0 0| 0 6 0 0 320 97.250 -0.88 32.83 0 0 0| 0 0 0 0 360 Total 0 0 0| 6 60 +6 0 Equity Options 21:53 Business Day Wed 8 Sep 2010 Previous Business Day Tue 7 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 27| 56 1,115 +35 0 Grand Total 0 7,020 7,167| 56 11,680 +35 0 ITV Plc - STND OPT (GME) Indicative a-t-m Vol 45.77 Underlying Price 57.250 Time to expiry: 9 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 -0.08 42.48 0 0 0| 0 0 0 0 52 1.000 -0.36 43.18 0 0 0| 0 1,375 0 0 56 3.500 -0.71 48.36 0 0 0| 0 20 0 0 60 7.000 -0.91 48.36 0 0 0| 0 30 0 0 64 14.750 -0.99 54.79 0 0 0| 0 0 0 0 72 22.750 -1.00 60.94 0 0 0| 0 0 0 0 80 62.750 -1.00 97.19 0 0 0| 0 0 0 0 120 Total 0 0 0| 0 1,535 0 0 Indicative a-t-m Vol 42.83 Underlying Price 57.250 Time to expiry: 100 Days Dec 10 0.250 -0.05 45.23 0 0 0| 0 0 0 0 40 0.750 -0.11 45.34 0 0 0| 0 18 0 0 44 1.500 -0.19 44.48 0 0 0| 0 50 0 0 48 4.500 -0.41 42.70 0 0 0| 0 62 0 0 56 6.750 -0.54 42.96 0 0 0| 0 24 0 0 60 9.500 -0.64 43.50 0 0 0| 0 39 0 0 64 15.250 -0.87 36.52 0 0 0| 0 0 0 0 72 23.000 -0.93 40.67 0 0 0| 0 0 0 0 80 62.750 -1.00 34.45 0 0 0| 0 0 0 0 120 Total 0 0 0| 0 193 0 0 Indicative a-t-m Vol 41.32 Underlying Price 57.250 Time to expiry: 191 Days Mar 11 1.000 -0.10 44.58 0 0 0| 0 0 0 0 40 1.750 -0.16 43.83 0 0 0| 0 32 0 0 44 3.000 -0.23 43.95 0 0 0| 0 66 0 0 48 6.000 -0.41 41.29 0 0 0| 0 0 0 0 56 8.250 -0.50 41.34 0 0 0| 0 25 0 0 60 10.750 -0.59 39.79 0 0 0| 0 0 0 0 64 23.750 -0.85 39.84 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 11,880 12,029| 56 21,967 +35 0 Equity Options 21:53 Business Day Wed 8 Sep 2010 Previous Business Day Tue 7 Sep 2010 Page 15 Calls | Block | Opening Settle Delta Vola- Daily Trade Bclear Total | Official **Open Change Exer- Exer Trans Price tility High Low Volume Volume*** Volume | Volume Int cises Price | Kazakhmys PLC - STND OPT (KZK) Indicative a-t-m Vol 40.05 Underlying Price 1277.000 Time to expiry: 9 Days Sep 10 397.000 1.00 56.79 0 0 0| 0 0 0 0 880 357.000 1.00 56.16 0 0 0| 0 0 0 0 920 317.000 1.00 54.27 0 0 0| 20 0 0 20 960 297.000 1.00 52.80 0 0 0| 0 0 0 0 980 277.000 1.00 51.33 0 0 0| 0 0 0 0 1000 227.500 0.99 48.74 0 0 0| 0 0 -3 3 1050 178.000 0.98 46.11 0 0 0| 0 0 0 0 1100 132.000 130.000 0.94 42.75 132.000 132.000 0 0 1| 0 322 0 0 1150 52.500 86.000 0.83 41.83 77.000 52.500 0 0 2| 0 578 0 0 1200 49.000 0.64 40.04 0 0 0| 0 5 0 0 1250 24.000 0.41 40.06 0 0 0| 0 27 0 0 1300 9.500 0.21 39.52 0 0 0| 0 0 0 0 1350 3.000 0.08 39.00 0 0 0| 0 24 0 0 1400 CAB 0.01 38.66 0 0 0| 0 48 0 0 1500 CAB 0.00 39.65 0 0 0| 0 159 0 0 1600 CAB 0.00 41.80 0 0 0| 0 1 0 0 1700 CAB 0.00 44.37 0 0 0| 0 16 0 0 1800 Total 0 0 3| 20 1,180 -3 23 Indicative a-t-m Vol 43.32 Underlying Price 1277.000 Time to expiry: 100 Days Dec 10 412.000 0.93 54.05 0 0 0| 0 0 0 0 880 375.000 0.91 52.10 0 0 0| 0 0 0 0 920 340.000 0.89 50.71 0 0 0| 0 0 0 0 960 305.500 0.86 49.19 0 0 0| 0 0 0 0 1000 227.500 0.77 47.16 0 0 0| 0 271 0 0 1100 158.500 0.65 44.17 0 0 0| 0 89 0 0 1200 106.500 0.52 43.07 0 0 0| 0 78 0 0 1300 66.000 67.000 0.38 42.10 66.000 66.000 0 0 1| 0 17 0 0 1400 40.000 0.26 40.98 0 0 0| 0 3 0 0 1500 21.000 23.000 0.17 40.34 21.000 21.000 0 0 1| 0 5 0 0 1600 14.000 0.11 40.98 0 0 0| 0 2 0 0 1700 8.000 0.07 41.35 0 0 0| 0 6 0 0 1800 Total 0 0 2| 0 471 0 0 Indicative a-t-m Vol 43.37 Underlying Price 1277.000 Time to expiry: 191 Days Mar 11 428.500 0.89 49.06 0 0 0| 0 0 0 0 880 395.000 0.87 48.16 0 0 0| 0 0 0 0 920 363.500 0.84 47.66 0 0 0| 0 0 0 0 960 333.000 0.82 47.00 0 0 0| 0 0 0 0 1000 262.500 0.74 45.44 0 0 0| 0 8 0 0 1100 200.500 0.64 43.89 0 0 0| 0 4 0 0 1200 151.500 0.55 43.21 0 0 0| 0 7 0 0 1300 108.500 0.44 41.51 0 0 0| 0 0 0 0 1400 52.500 0.27 39.97 0 0 0| 0 0 0 0 1600 Total 0 0 0| 0 19 0 0 Equity Options 21:53 Business Day Wed 8 Sep 2010 Previous Business Day Tue 7 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 5| 20 1,670 -3 23 | Equity Options 21:53 Business Day Wed 8 Sep 2010 Previous Business Day Tue 7 Sep 2010 Page 17 Puts | Block | Opening Settle Delta Vola- Daily Trade Bclear Total | Official **Open Change Exer- Exer Trans Price tility High Low Volume Volume*** Volume | Volume Int cises Price | Kazakhmys PLC - STND OPT (KZK) Indicative a-t-m Vol 41.69 Underlying Price 1277.000 Time to expiry: 9 Days Sep 10 CAB 0.00 67.19 0 0 0| 0 15 0 0 880 CAB 0.00 65.06 0 0 0| 0 2 0 0 920 CAB 0.00 62.86 0 0 0| 0 2 0 0 960 CAB 0.00 61.39 0 0 0| 0 7 0 0 980 CAB -0.01 59.54 0 0 0| 0 21 0 0 1000 0.500 -0.01 52.56 0 0 0| 0 17 0 0 1050 5.000 1.500 -0.03 50.46 5.000 S 5.000 S 0 0 50| 0 161 0 0 1100 4.000 -0.09 47.80 0 0 0| 0 10 0 0 1150 11.500 -0.20 46.76 0 0 0| 0 750 0 0 1200 23.500 -0.37 42.19 0 0 0| 0 4 0 0 1250 50.000 47.500 -0.59 41.26 50.000 50.000 0 0 50| 0 101 0 0 1300 83.000 -0.79 40.80 0 0 0| 0 0 0 0 1350 127.000 -0.90 41.83 0 0 0| 0 28 0 0 1400 223.500 -0.99 42.52 0 0 0| 0 21 0 0 1500 323.000 -1.00 43.21 0 0 0| 0 302 0 0 1600 423.000 -1.00 44.22 0 0 0| 0 0 0 0 1700 523.000 -1.00 45.25 0 0 0| 0 2 0 0 1800 Total 0 0 100| 0 1,443 0 0 Indicative a-t-m Vol 43.32 Underlying Price 1277.000 Time to expiry: 100 Days Dec 10 12.500 -0.07 53.46 0 0 0| 0 1 0 0 880 16.000 -0.09 51.97 0 0 0| 0 0 0 0 920 20.500 -0.11 50.30 0 0 0| 0 2 0 0 960 26.000 -0.14 48.84 0 0 0| 0 220 0 0 1000 57.000 45.500 -0.23 45.58 57.000 55.000 S 0 0 55| 0 801 0 0 1100 79.000 81.000 -0.35 44.82 79.000 79.000 0 0 1| 0 300 0 0 1200 148.000 126.500 -0.48 42.87 148.000 148.000 0 0 1| 0 83 0 0 1300 187.500 -0.62 41.94 0 0 0| 0 1 0 0 1400 260.000 -0.74 40.77 0 0 0| 0 0 0 0 1500 343.000 -0.83 40.07 0 0 0| 0 0 0 0 1600 434.000 -0.89 40.41 0 0 0| 0 0 0 0 1700 528.000 -0.94 40.62 0 0 0| 0 0 0 0 1800 Total 0 0 57| 0 1,408 0 0 Indicative a-t-m Vol 42.93 Underlying Price 1277.000 Time to expiry: 191 Days Mar 11 27.000 -0.11 48.71 0 0 0| 0 2 0 0 880 34.000 -0.13 47.91 0 0 0| 0 0 0 0 920 41.500 -0.15 47.27 0 0 0| 0 1 0 0 960 51.500 -0.18 46.68 0 0 0| 0 0 0 0 1000 80.500 -0.26 45.21 0 0 0| 0 15 0 0 1100 118.000 -0.36 43.65 0 0 0| 0 6 0 0 1200 168.000 -0.46 42.71 0 0 0| 0 0 0 0 1300 225.000 -0.56 41.27 0 0 0| 0 0 0 0 1400 369.500 -0.74 39.74 0 0 0| 0 1 0 0 1600 Total 0 0 0| 0 25 0 0 Total Puts 0 0 157| 0 2,876 0 0 Equity Options 21:53 Business Day Wed 8 Sep 2010 Previous Business Day Tue 7 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 6,840 7,002| 20 12,450 -3 23 Equity Options 21:53 Business Day Wed 8 Sep 2010 Previous Business Day Tue 7 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 29.36 Underlying Price 214.900 Time to expiry: 9 Days Sep 10 35.000 0.99 44.91 0 0 0| 0 8 0 0 180 25.000 0.98 35.08 0 0 0| 0 0 0 0 190 20.250 0.95 35.58 0 0 0| 0 3 0 0 195 15.500 0.91 33.71 0 0 0| 0 99 0 0 200 11.000 0.82 31.68 0 0 0| 0 0 0 0 205 7.250 0.69 30.28 0 0 0| 14 93 +14 0 210 4.250 0.51 29.36 0 0 0| 0 3 0 0 215 2.000 0.31 27.84 0 0 0| 16 277 +16 0 220 1.000 0.18 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 0| 30 790 +30 0 Indicative a-t-m Vol 25.92 Underlying Price 214.900 Time to expiry: 37 Days Oct 10 35.500 0.95 38.33 0 0 0| 0 0 0 0 180 26.000 0.90 33.87 0 0 0| 0 0 0 0 190 21.250 0.87 30.69 0 0 0| 0 0 0 0 195 16.750 0.82 27.44 0 0 0| 0 0 0 0 200 13.000 0.73 28.23 0 0 0| 0 0 0 0 205 9.750 0.62 27.64 0 0 0| 0 7 0 0 210 6.750 0.51 25.92 0 0 0| 0 0 0 0 215 4.500 0.39 26.12 0 0 0| 0 0 0 0 220 2.750 0.28 25.18 0 0 0| 0 0 0 0 225 1.750 0.19 25.19 0 0 0| 0 0 0 0 230 0.750 0.09 25.82 0 0 0| 0 0 0 0 240 0.250 0.02 29.89 0 0 0| 0 0 0 0 260 Total 0 0 0| 0 7 0 0 Indicative a-t-m Vol 26.20 Underlying Price 214.900 Time to expiry: 72 Days Nov 10 35.750 0.93 32.59 0 0 0| 0 0 0 0 180 26.750 0.85 30.58 0 0 0| 0 0 0 0 190 22.750 0.80 29.50 0 0 0| 0 0 0 0 195 18.500 0.74 27.94 0 0 0| 0 0 0 0 200 15.250 0.67 27.72 0 0 0| 0 0 0 0 205 11.750 0.59 26.31 0 0 0| 0 0 0 0 210 9.250 0.50 26.20 0 0 0| 0 0 0 0 215 6.750 0.42 25.52 0 0 0| 0 0 0 0 220 5.000 0.34 25.07 0 0 0| 0 0 0 0 225 3.750 0.27 25.05 0 0 0| 0 0 0 0 230 1.750 0.15 24.03 0 0 0| 0 0 0 0 240 Total 0 0 0| 0 0 0 0 Equity Options 21:53 Business Day Wed 8 Sep 2010 Previous Business Day Tue 7 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 27.24 Underlying Price 214.900 Time to expiry: 100 Days Dec 10 36.500 0.89 32.58 0 0 0| 0 0 0 0 180 27.750 0.81 30.09 0 0 0| 0 22 0 0 190 20.250 0.70 28.66 0 0 0| 0 0 0 0 200 14.000 0.58 27.66 0 0 0| 0 12 0 0 210 9.250 0.44 26.83 0 0 0| 0 54 0 0 220 5.500 0.31 25.91 0 0 0| 0 71 0 0 230 3.250 0.21 25.95 0 0 0| 0 97 0 0 240 1.250 0.10 27.69 0 0 0| 0 7 0 0 260 0.750 0.05 29.74 0 0 0| 0 0 0 0 280 CAB 0.01 30.76 0 0 0| 0 0 0 0 320 Total 0 0 0| 0 263 0 0 Indicative a-t-m Vol 27.57 Underlying Price 214.900 Time to expiry: 191 Days Mar 11 39.500 0.81 31.49 0 0 0| 0 0 0 0 180 31.750 0.74 29.93 0 0 0| 0 0 0 0 190 25.000 0.66 29.01 0 0 0| 0 87 0 0 200 19.000 0.58 27.99 0 0 0| 0 44 0 0 210 14.000 0.48 27.15 0 0 0| 0 38 0 0 220 10.000 0.39 26.58 0 0 0| 0 16 0 0 230 7.000 0.30 26.24 0 0 0| 0 12 0 0 240 1.000 0.07 23.69 0 0 0| 0 102 0 0 280 Total 0 0 0| 0 299 0 0 Total Calls 0 0 0| 30 1,359 +30 0 | Equity Options 21:53 Business Day Wed 8 Sep 2010 Previous Business Day Tue 7 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 28.31 Underlying Price 214.900 Time to expiry: 9 Days Sep 10 CAB -0.01 48.44 0 0 0| 0 56 0 0 180 0.250 -0.03 39.34 0 0 0| 0 115 0 0 190 0.250 -0.04 33.42 0 0 0| 0 26 0 0 195 0.500 -0.08 32.35 0 0 0| 0 329 0 0 200 1.000 -0.17 30.76 0 0 0| 0 212 0 0 205 2.250 -0.31 30.00 0 0 0| 16 50 +3 0 210 5.000 4.000 -0.49 28.31 5.250 5.000 0 0 36| 0 305 0 0 215 8.250 7.250 -0.68 29.00 8.250 8.000 0 0 40| 0 33 0 0 220 11.000 -0.82 29.00 0 0 0| 0 20 0 0 225 15.500 -0.91 30.00 0 0 0| 0 40 0 0 230 20.250 -0.96 30.00 0 0 0| 0 0 0 0 235 25.250 -0.99 30.00 0 0 0| 0 30 0 0 240 35.000 -1.00 30.00 0 0 0| 0 0 0 0 250 45.000 -1.00 30.00 0 0 0| 0 21 0 0 260 65.000 -1.00 30.00 0 0 0| 0 0 0 0 280 105.000 -1.00 30.00 0 0 0| 0 0 0 0 320 Total 0 0 76| 16 1,237 +3 0 Indicative a-t-m Vol 28.32 Underlying Price 214.900 Time to expiry: 37 Days Oct 10 1.000 -0.07 37.74 0 0 0| 0 0 0 0 180 2.000 -0.15 36.54 0 0 0| 0 25 0 0 190 2.250 -0.18 31.54 0 0 0| 0 0 0 0 195 3.000 -0.24 30.05 0 0 0| 0 15 0 0 200 4.500 -0.32 29.25 0 0 0| 0 0 0 0 205 6.250 -0.42 28.24 0 0 0| 0 0 0 0 210 8.750 -0.52 28.32 0 0 0| 0 2 0 0 215 11.500 -0.63 27.25 0 0 0| 0 0 0 0 220 15.000 -0.72 26.82 0 0 0| 0 0 0 0 225 19.000 -0.80 27.30 0 0 0| 0 0 0 0 230 28.000 -0.89 28.65 0 0 0| 0 0 0 0 240 47.750 -0.93 39.78 0 0 0| 0 0 0 0 260 Total 0 0 0| 0 42 0 0 Indicative a-t-m Vol 27.77 Underlying Price 214.900 Time to expiry: 72 Days Nov 10 2.750 -0.14 37.58 0 0 0| 0 0 0 0 180 3.250 -0.19 31.74 0 0 0| 0 0 0 0 190 4.500 -0.24 30.96 0 0 0| 0 0 0 0 195 5.500 -0.29 29.63 0 0 0| 0 0 0 0 200 7.000 -0.36 28.71 0 0 0| 0 200 0 0 205 9.250 -0.43 28.21 0 0 0| 0 30 0 0 210 11.500 -0.50 27.77 0 0 0| 0 0 0 0 215 14.250 -0.58 27.39 0 0 0| 0 0 0 0 220 17.750 -0.65 27.54 0 0 0| 0 0 0 0 225 21.250 -0.72 27.26 0 0 0| 0 0 0 0 230 29.500 -0.81 28.39 0 0 0| 0 0 0 0 240 Total 0 0 0| 0 230 0 0 Equity Options 21:53 Business Day Wed 8 Sep 2010 Previous Business Day Tue 7 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 28.76 Underlying Price 214.900 Time to expiry: 100 Days Dec 10 3.250 -0.15 34.41 0 0 0| 0 199 0 0 180 4.750 -0.22 31.75 0 0 0| 0 3 0 0 190 7.250 -0.31 29.89 0 0 0| 0 180 0 0 200 11.500 -0.43 29.21 0 0 0| 0 6,010 0 0 210 16.500 -0.55 28.30 0 0 0| 0 31 0 0 220 22.750 -0.68 27.25 0 0 0| 0 35 0 0 230 30.250 -0.78 26.72 0 0 0| 0 39 0 0 240 48.250 -0.90 28.20 0 0 0| 0 0 0 0 260 68.000 -0.93 34.16 0 0 0| 0 10 0 0 280 107.250 -0.97 40.20 0 0 0| 0 0 0 0 320 Total 0 0 0| 0 6,507 0 0 Indicative a-t-m Vol 28.82 Underlying Price 214.900 Time to expiry: 191 Days Mar 11 6.750 -0.20 33.41 0 0 0| 0 10 0 0 180 8.750 -0.26 31.06 0 0 0| 0 4 0 0 190 12.000 -0.34 30.19 0 0 0| 0 27 0 0 200 16.000 -0.43 28.92 0 0 0| 0 27 0 0 210 21.250 -0.52 28.72 0 0 0| 0 21 0 0 220 27.250 -0.60 28.16 0 0 0| 0 64 0 0 230 34.250 -0.69 27.86 0 0 0| 0 142 0 0 240 68.250 -0.91 27.42 0 0 0| 0 0 0 0 280 Total 0 0 0| 0 295 0 0 Total Puts 0 0 76| 16 8,311 +3 0 Grand Total 0 10,260 10,336| 46 21,526 +33 0 Equity Options 21:53 Business Day Wed 8 Sep 2010 Previous Business Day Tue 7 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 27.34 Underlying Price 138.200 Time to expiry: 9 Days Sep 10 38.250 0.99 78.88 0 0 0| 0 0 0 0 100 28.250 0.99 56.95 0 0 0| 0 0 0 0 110 18.250 0.99 35.73 0 0 0| 0 0 0 0 120 13.250 0.97 32.59 0 0 0| 0 0 0 0 125 8.500 0.90 29.06 0 0 0| 0 0 0 0 130 4.500 0.70 27.82 0 0 0| 0 10 0 0 135 1.750 0.40 27.22 0 0 0| 0 38 0 0 140 0.750 0.18 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 31.90 Underlying Price 138.200 Time to expiry: 100 Days Dec 10 39.250 0.94 41.72 0 0 0| 0 0 0 0 100 21.500 0.81 35.26 0 0 0| 0 0 0 0 120 14.250 0.67 33.43 0 0 0| 0 20 0 0 130 8.500 0.51 31.73 0 0 0| 0 3 0 0 140 4.750 0.34 31.37 0 0 0| 0 229 0 0 150 2.500 0.22 31.49 0 0 0| 0 8 0 0 160 1.000 0.10 29.24 0 0 0| 0 0 0 0 170 0.250 0.05 28.45 0 0 0| 0 9 0 0 180 Total 0 0 0| 0 269 0 0 Indicative a-t-m Vol 31.39 Underlying Price 138.200 Time to expiry: 191 Days Mar 11 40.250 0.92 39.66 0 0 0| 0 5 0 0 100 23.750 0.77 35.49 0 0 0| 0 10 0 0 120 16.750 0.66 33.38 0 0 0| 0 30 0 0 130 11.000 0.52 31.17 0 0 0| 0 21 0 0 140 7.250 0.39 31.10 0 0 0| 0 6 0 0 150 4.500 0.28 30.71 0 0 0| 0 9 0 0 160 2.500 0.16 34.11 0 0 0| 0 0 0 0 180 Total 0 0 0| 0 81 0 0 Total Calls 0 0 0| 0 525 0 0 | Equity Options 21:53 Business Day Wed 8 Sep 2010 Previous Business Day Tue 7 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 138.200 Time to expiry: 9 Days Sep 10 CAB 0.00 70.95 0 0 0| 0 0 0 0 100 CAB -0.01 61.70 0 0 0| 0 0 0 0 110 CAB -0.02 42.69 0 0 0| 0 3 0 0 120 CAB -0.03 33.29 0 0 0| 0 0 0 0 125 0.250 -0.11 30.44 0 0 0| 0 13 0 0 130 1.250 -0.30 28.76 0 0 0| 0 15 0 0 135 3.750 -0.60 28.76 0 0 0| 0 80 0 0 140 7.500 -0.83 29.93 0 0 0| 0 0 0 0 145 12.000 -0.93 32.76 0 0 0| 0 15 0 0 150 21.750 -0.99 39.17 0 0 0| 0 22 0 0 160 31.750 -1.00 46.22 0 0 0| 0 0 0 0 170 41.750 -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 31.60 Underlying Price 138.200 Time to expiry: 100 Days Dec 10 1.250 -0.08 47.85 0 0 0| 0 0 0 0 100 3.000 -0.19 34.75 0 0 0| 0 5 0 0 120 5.750 -0.33 33.07 0 0 0| 0 54 0 0 130 10.000 -0.49 31.44 0 0 0| 0 88 0 0 140 16.000 -0.67 29.61 0 0 0| 0 14 0 0 150 24.000 -0.79 31.10 0 0 0| 0 0 0 0 160 32.750 -0.89 31.00 0 0 0| 0 3 0 0 170 42.000 -0.95 29.59 0 0 0| 0 6 0 0 180 Total 0 0 0| 0 170 0 0 Indicative a-t-m Vol 31.32 Underlying Price 138.200 Time to expiry: 191 Days Mar 11 2.500 -0.11 38.74 0 0 0| 0 10 0 0 100 6.750 -0.28 34.81 0 0 0| 0 67 0 0 120 10.500 -0.39 33.20 0 0 0| 0 36 0 0 130 15.000 -0.52 31.11 0 0 0| 0 25 0 0 140 21.750 -0.64 30.74 0 0 0| 0 55 0 0 150 29.000 -0.76 29.82 0 0 0| 0 11 0 0 160 46.250 -0.90 28.63 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 4,860 4,860| 0 6,693 0 0 Equity Options 21:53 Business Day Wed 8 Sep 2010 Previous Business Day Tue 7 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 19.76 Underlying Price 648.500 Time to expiry: 9 Days Sep 10 188.500 1.00 68.62 0 0 0| 0 0 0 0 460 168.500 1.00 55.18 0 0 0| 0 0 0 0 480 128.500 1.00 38.59 0 0 0| 0 0 0 0 520 108.500 1.00 31.60 0 0 0| 0 0 0 0 540 88.500 1.00 28.85 0 0 0| 0 6 0 0 560 68.500 1.00 25.91 0 0 0| 0 35 0 0 580 45.500 48.500 0.99 22.33 45.500 45.500 0 0 5| 0 80 0 0 600 29.000 29.000 0.94 20.69 29.000 S 29.000 S 0 0 2| 0 132 0 0 620 12.500 0.68 20.01 0 0 0| 0 579 0 0 640 3.000 0.27 19.46 0 0 0| 0 0 0 0 660 0.250 0.04 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 7| 0 1,601 0 0 Indicative a-t-m Vol 22.13 Underlying Price 648.500 Time to expiry: 37 Days Oct 10 169.000 0.98 59.73 0 0 0| 0 0 0 0 480 128.500 1.00 39.51 0 0 0| 0 0 0 0 520 88.750 0.99 28.45 0 0 0| 0 0 0 0 560 69.500 0.94 29.66 0 0 0| 0 0 0 0 580 49.750 0.91 24.12 0 0 0| 0 1 0 0 600 32.750 0.76 22.82 0 0 0| 0 2 0 0 620 19.750 0.55 22.32 0 0 0| 0 40 0 0 640 10.750 0.37 21.90 0 0 0| 0 0 0 0 660 5.250 0.21 21.31 0 0 0| 0 0 0 0 680 1.250 0.06 22.80 0 0 0| 0 0 0 0 720 0.250 0.01 23.77 0 0 0| 0 0 0 0 760 Total 0 0 0| 0 43 0 0 Indicative a-t-m Vol 22.34 Underlying Price 648.500 Time to expiry: 72 Days Nov 10 129.000 0.97 36.35 0 0 0| 0 0 0 0 520 89.000 0.96 26.91 0 0 0| 0 0 0 0 560 70.500 0.88 25.36 0 0 0| 0 0 0 0 580 54.000 0.77 24.64 0 0 0| 0 0 0 0 600 39.250 0.66 23.25 0 0 0| 0 2 0 0 620 27.500 0.54 22.72 0 0 0| 0 11 0 0 640 16.500 17.750 0.41 21.88 17.500 S 16.000 S 0 0 10| 11 11 +11 0 660 11.000 0.29 21.45 0 0 0| 2 2 +2 0 680 3.250 0.12 20.42 0 0 0| 0 0 0 0 720 0.250 0.02 17.14 0 0 0| 0 0 0 0 760 Total 0 0 10| 13 26 +13 0 Indicative a-t-m Vol 22.85 Underlying Price 648.500 Time to expiry: 100 Days Dec 10 169.000 0.98 41.53 0 0 0| 0 0 0 0 480 Equity Options 21:53 Business Day Wed 8 Sep 2010 Previous Business Day Tue 7 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 | 129.000 0.97 32.35 0 0 0| 0 0 0 0 520 91.000 0.88 28.05 0 0 0| 0 45 0 0 560 57.250 0.73 24.85 0 0 0| 0 208 0 0 600 31.500 0.54 23.07 0 0 0| 0 638 0 0 640 14.750 0.33 22.08 0 0 0| 0 149 0 0 680 5.500 0.16 21.13 0 0 0| 0 30 0 0 720 0.250 0.01 17.83 0 0 0| 0 0 0 0 800 Total 0 0 0| 0 1,070 0 0 Indicative a-t-m Vol 22.83 Underlying Price 648.500 Time to expiry: 191 Days Mar 11 169.000 0.97 33.58 0 0 0| 0 0 0 0 480 130.500 0.90 29.58 0 0 0| 0 0 0 0 520 95.500 0.80 26.63 0 0 0| 0 500 0 0 560 65.000 0.68 24.38 0 0 0| 0 14 0 0 600 41.000 0.53 23.05 0 0 0| 0 39 0 0 640 23.750 0.38 22.08 0 0 0| 0 13 0 0 680 12.250 0.24 21.20 0 0 0| 0 10 0 0 720 3.000 0.08 21.10 0 0 0| 0 0 0 0 800 Total 0 0 0| 0 576 0 0 Total Calls 0 0 17| 13 3,316 +13 0 | Equity Options 21:53 Business Day Wed 8 Sep 2010 Previous Business Day Tue 7 Sep 2010 Page 27 Puts | Block | Opening Settle Delta Vola- Daily Trade Bclear Total | Official **Open Change Exer- Exer Trans Price tility High Low Volume Volume*** Volume | Volume Int cises Price | Land Securities plc - STND OPT (LS ) Indicative a-t-m Vol 21.97 Underlying Price 648.500 Time to expiry: 9 Days Sep 10 CAB 0.00 36.83 0 0 0| 0 0 0 0 460 CAB 0.00 36.37 0 0 0| 0 11 0 0 480 CAB 0.00 35.35 0 0 0| 0 27 0 0 520 CAB 0.00 33.52 0 0 0| 0 5 0 0 540 CAB 0.00 29.44 0 0 0| 0 547 0 0 560 CAB -0.01 27.55 0 0 0| 0 1,266 0 0 580 0.500 -0.05 25.57 0 0 0| 100 657 +100 0 600 2.750 -0.19 24.17 0 0 0| 100 369 +100 0 620 8.500 -0.46 22.45 0 0 0| 0 151 0 0 640 20.750 -0.78 21.38 0 0 0| 0 0 0 0 660 38.500 -0.95 21.38 0 0 0| 3 30 0 0 680 78.000 -1.00 19.79 0 0 0| 0 468 0 0 720 118.000 -1.00 19.31 0 0 0| 0 0 0 0 760 158.000 -1.00 20.59 0 0 0| 0 4 0 0 800 Total 0 0 0| 203 3,535 +200 0 Indicative a-t-m Vol 22.36 Underlying Price 648.500 Time to expiry: 37 Days Oct 10 1.000 -0.03 48.27 0 0 0| 0 0 0 0 480 1.250 -0.04 38.82 0 0 0| 0 0 0 0 520 2.000 -0.07 29.84 0 0 0| 0 19 0 0 560 3.000 -0.11 26.75 0 0 0| 0 15 0 0 580 5.750 -0.19 25.30 0 0 0| 0 7 0 0 600 10.250 -0.31 23.84 0 0 0| 0 26 0 0 620 17.750 -0.47 22.84 0 0 0| 0 5 0 0 640 28.250 -0.64 21.79 0 0 0| 0 0 0 0 660 43.250 -0.78 22.05 0 0 0| 0 5 0 0 680 79.000 -0.94 23.11 0 0 0| 0 0 0 0 720 118.000 -0.99 23.06 0 0 0| 0 0 0 0 760 Total 0 0 0| 0 77 0 0 Indicative a-t-m Vol 22.72 Underlying Price 648.500 Time to expiry: 72 Days Nov 10 2.500 -0.06 31.79 0 0 0| 0 0 0 0 520 5.250 -0.12 28.08 0 0 0| 0 0 0 0 560 7.750 -0.18 26.40 0 0 0| 0 0 0 0 580 11.250 -0.25 25.02 0 0 0| 0 0 0 0 600 18.500 17.000 -0.35 23.83 18.500 S 18.000 S 0 0 8| 0 0 0 0 620 25.000 -0.46 23.14 0 0 0| 0 10 0 0 640 35.250 -0.59 22.20 0 0 0| 0 0 0 0 660 48.750 -0.70 22.02 0 0 0| 0 0 0 0 680 81.250 -0.87 21.69 0 0 0| 0 0 0 0 720 118.250 -0.97 20.10 0 0 0| 0 0 0 0 760 Total 0 0 8| 0 10 0 0 Indicative a-t-m Vol 23.36 Underlying Price 648.500 Time to expiry: 100 Days Dec 10 2.500 -0.05 34.33 0 0 0| 0 394 0 0 480 4.500 -0.09 30.28 0 0 0| 0 625 0 0 520 Equity Options 21:53 Business Day Wed 8 Sep 2010 Previous Business Day Tue 7 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 | 8.750 -0.17 27.29 0 0 0| 0 1,353 0 0 560 17.500 -0.30 25.14 0 0 0| 0 943 0 0 600 33.250 -0.49 23.60 0 0 0| 0 138 0 0 640 57.250 -0.69 22.52 0 0 0| 0 47 -1 0 680 89.000 -0.84 22.00 0 0 0| 0 317 0 0 720 164.000 -0.96 23.26 0 0 0| 0 22 0 0 800 Total 0 0 0| 0 3,839 -1 0 Indicative a-t-m Vol 23.54 Underlying Price 648.500 Time to expiry: 191 Days Mar 11 6.250 -0.09 30.50 0 0 0| 0 29 0 0 480 11.000 -0.15 28.49 0 0 0| 0 114 0 0 520 18.250 -0.23 26.56 0 0 0| 0 547 0 0 560 30.750 -0.35 25.18 0 0 0| 0 74 0 0 600 47.750 -0.50 23.67 0 0 0| 0 80 0 0 640 71.750 -0.64 23.07 0 0 0| 3 23 +3 0 680 101.000 -0.77 22.34 0 0 0| 0 149 0 0 720 172.250 -0.90 23.60 0 0 0| 0 2,900 0 0 800 Total 0 0 0| 3 3,916 +3 0 Total Puts 0 0 8| 206 11,377 +202 0 Grand Total 0 9,180 9,205| 219 25,301 +215 0 Equity Options 21:53 Business Day Wed 8 Sep 2010 Previous Business Day Tue 7 Sep 2010 Page 29 Calls | Block | Opening Settle Delta Vola- Daily Trade Bclear Total | Official **Open Change Exer- Exer Trans Price tility High Low Volume Volume*** Volume | Volume Int cises Price | Legal & General Group plc - STND OPT (LGE) Indicative a-t-m Vol 31.06 Underlying Price 94.600 Time to expiry: 9 Days Sep 10 38.500 1.00 79.27 0 0 0| 0 0 0 0 56 30.500 1.00 66.45 0 0 0| 0 0 0 0 64 26.500 1.00 57.67 0 0 0| 0 0 0 0 68 22.500 1.00 52.95 0 0 0| 0 0 0 0 72 18.500 1.00 46.20 0 0 0| 0 100 0 0 76 14.750 0.99 42.82 0 0 0| 0 0 0 0 80 12.750 0.99 40.12 0 0 0| 0 0 0 0 82 10.750 0.97 38.78 0 0 0| 0 0 0 0 84 8.750 0.94 38.55 0 0 0| 0 0 0 0 86 6.750 0.90 34.78 0 0 0| 0 353 0 0 88 5.250 0.82 33.63 0 0 0| 0 5 0 0 90 3.750 0.70 33.81 0 0 0| 0 495 0 0 92 2.250 0.56 30.06 0 0 0| 0 250 0 0 94 1.250 1.500 0.40 32.07 1.250 S 1.250 S 0 0 17| 0 7,343 0 0 96 0.750 0.27 33.06 0 0 0| 0 50 0 0 98 0.500 0.18 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 17| 0 8,832 0 0 Indicative a-t-m Vol 35.56 Underlying Price 94.600 Time to expiry: 37 Days Oct 10 19.000 0.94 45.80 0 0 0| 0 0 0 0 76 15.250 0.90 42.41 0 0 0| 0 0 0 0 80 13.500 0.87 41.94 0 0 0| 0 0 0 0 82 11.750 0.84 40.54 0 0 0| 0 0 0 0 84 10.250 0.79 41.05 0 0 0| 0 0 0 0 86 8.500 0.75 37.84 0 0 0| 0 0 0 0 88 7.250 0.68 38.79 0 0 0| 0 50 0 0 90 5.750 0.62 36.31 0 0 0| 0 23 0 0 92 4.750 0.55 35.84 0 0 0| 0 30 0 0 94 3.750 0.47 35.28 0 0 0| 0 43 0 0 96 3.000 0.40 35.67 0 0 0| 0 0 0 0 98 2.250 0.33 34.98 0 0 0| 0 0 0 0 100 0.500 0.11 35.88 0 0 0| 0 0 0 0 110 Total 0 0 0| 0 146 0 0 Indicative a-t-m Vol 34.90 Underlying Price 94.600 Time to expiry: 72 Days Nov 10 16.250 0.85 40.43 0 0 0| 0 0 0 0 80 13.000 0.78 39.71 0 0 0| 0 0 0 0 84 10.250 0.69 39.33 0 0 0| 0 0 0 0 88 8.750 0.65 37.39 0 0 0| 0 0 0 0 90 7.500 0.60 36.17 0 0 0| 0 0 0 0 92 6.250 0.55 35.37 0 0 0| 0 0 0 0 94 5.250 0.50 34.44 0 0 0| 0 0 0 0 96 4.500 0.45 35.49 0 0 0| 0 0 0 0 98 3.750 0.39 34.39 0 0 0| 0 0 0 0 100 Equity Options 21:53 Business Day Wed 8 Sep 2010 Previous Business Day Tue 7 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 | 1.750 0.21 37.42 0 0 0| 0 0 0 0 110 Total 0 0 0| 0 0 0 0 Indicative a-t-m Vol 36.23 Underlying Price 94.600 Time to expiry: 100 Days Dec 10 31.500 0.94 53.51 0 0 0| 0 3 0 0 64 27.750 0.92 50.52 0 0 0| 0 0 0 0 68 24.250 0.89 47.66 0 0 0| 0 2 0 0 72 20.750 0.85 45.01 0 0 0| 0 30 0 0 76 17.250 0.81 42.58 0 0 0| 0 0 0 0 80 14.250 0.75 40.65 0 0 0| 0 6 0 0 84 11.250 0.68 38.11 0 0 0| 0 61 0 0 88 8.750 0.60 37.48 0 0 0| 0 238 0 0 92 6.500 0.51 35.81 0 0 0| 0 181 0 0 96 4.250 4.750 0.42 34.94 4.250 S 4.250 S 0 0 17| 0 5,008 0 0 100 1.000 0.12 34.98 0 0 0| 0 0 0 0 120 Total 0 0 17| 0 5,529 0 0 Indicative a-t-m Vol 36.43 Underlying Price 94.600 Time to expiry: 191 Days Mar 11 32.250 0.92 44.04 0 0 0| 0 0 0 0 64 24.750 0.87 38.09 0 0 0| 0 0 0 0 72 21.500 0.83 37.79 0 0 0| 0 0 0 0 76 19.000 0.78 38.68 0 0 0| 0 0 0 0 80 16.500 0.72 39.59 0 0 0| 0 11 0 0 84 14.000 0.66 38.84 0 0 0| 0 14 0 0 88 11.500 0.60 37.15 0 0 0| 0 140 0 0 92 9.500 0.54 36.19 0 0 0| 0 34 0 0 96 7.750 0.47 35.77 0 0 0| 0 1 0 0 100 2.000 0.18 31.40 0 0 0| 0 0 0 0 120 Total 0 0 0| 0 200 0 0 Total Calls 0 0 34| 0 14,707 0 0 | Equity Options 21:53 Business Day Wed 8 Sep 2010 Previous Business Day Tue 7 Sep 2010 Page 31 Puts | Block | Opening Settle Delta Vola- Daily Trade Bclear Total | Official **Open Change Exer- Exer Trans Price tility High Low Volume Volume*** Volume | Volume Int cises Price | Legal & General Group plc - STND OPT (LGE) Indicative a-t-m Vol 29.67 Underlying Price 94.600 Time to expiry: 9 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 CAB -0.04 40.99 0 0 0| 0 65 0 0 84 0.250 -0.07 39.27 0 0 0| 0 0 0 0 86 0.250 -0.10 35.31 0 0 0| 0 8 0 0 88 0.500 -0.18 33.40 0 0 0| 0 15 0 0 90 0.750 -0.28 30.65 0 0 0| 0 0 0 0 92 1.500 -0.44 29.01 0 0 0| 0 0 0 0 94 2.750 -0.60 30.32 0 0 0| 0 35 0 0 96 4.000 -0.75 30.32 0 0 0| 0 0 0 0 98 5.750 -0.85 31.92 0 0 0| 0 0 0 0 100 15.500 -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 35.22 Underlying Price 94.600 Time to expiry: 37 Days Oct 10 0.500 -0.06 46.17 0 0 0| 0 0 0 0 76 0.750 -0.11 45.18 0 0 0| 0 0 0 0 80 1.000 -0.14 43.68 0 0 0| 0 40 0 0 82 1.250 -0.17 41.94 0 0 0| 0 0 0 0 84 1.500 -0.21 39.45 0 0 0| 0 0 0 0 86 2.000 -0.26 39.07 0 0 0| 0 23 0 0 88 2.250 -0.31 35.85 0 0 0| 0 0 0 0 90 3.250 -0.38 36.63 0 0 0| 0 0 0 0 92 4.000 -0.45 36.39 0 0 0| 0 0 0 0 94 5.000 -0.53 34.05 0 0 0| 0 0 0 0 96 6.250 -0.60 34.84 0 0 0| 0 0 0 0 98 7.250 -0.68 33.10 0 0 0| 0 0 0 0 100 15.500 -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 35.62 Underlying Price 94.600 Time to expiry: 72 Days Nov 10 1.500 -0.15 39.74 0 0 0| 0 0 0 0 80 2.500 -0.23 40.52 0 0 0| 0 0 0 0 84 3.500 -0.31 39.30 0 0 0| 0 0 0 0 88 4.250 -0.35 37.86 0 0 0| 0 30 0 0 90 4.750 -0.40 36.39 0 0 0| 0 0 0 0 92 5.750 -0.45 36.20 0 0 0| 0 0 0 0 94 6.500 -0.50 35.04 0 0 0| 0 0 0 0 96 7.750 -0.56 34.48 0 0 0| 0 0 0 0 98 8.750 -0.61 33.35 0 0 0| 0 0 0 0 100 16.500 -0.83 32.55 0 0 0| 0 0 0 0 110 Equity Options 21:53 Business Day Wed 8 Sep 2010 Previous Business Day Tue 7 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 36.10 Underlying Price 94.600 Time to expiry: 100 Days Dec 10 0.750 -0.06 52.48 0 0 0| 0 33 0 0 64 1.000 -0.08 48.53 0 0 0| 0 0 0 0 68 1.250 -0.10 45.76 0 0 0| 0 6 0 0 72 1.500 -0.14 42.53 0 0 0| 0 12 0 0 76 2.250 -0.18 40.85 0 0 0| 0 127 0 0 80 3.250 -0.24 39.02 0 0 0| 0 126 0 0 84 4.500 -0.32 38.09 0 0 0| 0 256 0 0 88 6.000 -0.40 36.85 0 0 0| 0 26 0 0 92 7.750 -0.49 35.85 0 0 0| 0 5 0 0 96 10.000 -0.58 34.61 0 0 0| 0 0 0 0 100 25.750 -0.92 31.30 0 0 0| 0 0 0 0 120 Total 0 0 0| 0 591 0 0 Indicative a-t-m Vol 36.49 Underlying Price 94.600 Time to expiry: 191 Days Mar 11 0.750 -0.06 39.26 0 0 0| 0 5 0 0 64 2.000 -0.13 38.98 0 0 0| 0 0 0 0 72 3.000 -0.18 39.69 0 0 0| 0 0 0 0 76 4.250 -0.23 39.68 0 0 0| 0 15 0 0 80 5.500 -0.28 39.39 0 0 0| 0 6 0 0 84 7.000 -0.34 38.52 0 0 0| 0 20 0 0 88 8.500 -0.40 36.69 0 0 0| 0 21 0 0 92 10.500 -0.46 36.42 0 0 0| 0 0 0 0 96 12.500 -0.53 35.13 0 0 0| 0 0 0 0 100 27.000 -0.83 31.41 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 10,980 11,014| 0 29,412 0 0 Equity Options 21:53 Business Day Wed 8 Sep 2010 Previous Business Day Tue 7 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 72.320 Time to expiry: 9 Days Sep 10 32.250 1.00 61.80 0 0 0| 0 1 0 0 40 27.250 1.00 53.82 0 0 0| 0 3 0 0 45 24.250 1.00 50.96 0 0 0| 0 1,371 0 0 48 19.250 1.00 46.59 0 0 0| 0 1,418 0 0 53 13.250 1.00 42.57 0 0 0| 6 16,840 0 0 59 8.500 0.97 38.55 0 0 0| 0 2,147 0 0 64 5.500 0.89 39.10 0 0 0| 0 12,945 0 0 67 4.750 0.85 37.55 0 0 0| 0 116 0 0 68 1.750 0.54 34.76 0 0 0| 0 2,587 0 0 72 0.500 0.20 34.51 0 0 0| 0 567 0 0 76 CAB 0.04 35.20 0 0 0| 0 25,230 0 0 80 CAB 0.00 39.43 0 0 0| 0 75 0 0 107 CAB 0.00 43.14 0 0 0| 0 0 0 0 120 Total 0 0 0| 6 63,300 0 0 Indicative a-t-m Vol 38.06 Underlying Price 72.320 Time to expiry: 37 Days Oct 10 28.500 0.98 78.48 0 0 0| 0 0 0 0 44 24.500 0.97 72.18 0 0 0| 0 0 0 0 48 16.750 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 0.82 44.33 0 0 0| 0 1,242 0 0 64 6.250 0.70 40.94 0 0 0| 0 63 0 0 68 4.000 3.750 0.54 39.04 4.000 4.000 0 0 180| 28 386 +28 0 72 1.750 0.35 35.11 0 0 0| 0 3,208 0 0 76 1.000 0.22 37.17 0 0 0| 0 3,182 0 0 80 0.500 0.13 38.59 0 0 0| 0 0 0 0 84 0.250 0.07 40.21 0 0 0| 0 0 0 0 88 0.250 0.03 46.14 0 0 0| 0 0 0 0 96 Total 0 0 180| 28 8,467 +28 0 Indicative a-t-m Vol 39.08 Underlying Price 72.320 Time to expiry: 72 Days Nov 10 24.750 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 10.500 0.76 44.67 0 0 0| 0 1 0 0 64 7.750 0.67 42.25 0 0 0| 0 40 0 0 68 5.250 0.55 39.48 0 0 0| 0 123 0 0 72 3.500 0.42 37.87 0 0 0| 0 30 0 0 76 2.000 0.30 36.84 0 0 0| 0 0 0 0 80 0.750 0.12 35.06 0 0 0| 0 0 0 0 88 Total 0 0 0| 0 194 0 0 Indicative a-t-m Vol 38.28 Underlying Price 72.320 Time to expiry: 100 Days Dec 10 56.250 1.00 77.66 0 0 0| 0 10 0 0 16 51.250 1.00 73.66 0 0 0| 0 10 0 0 21 47.500 1.00 69.66 0 0 0| 0 25 0 0 25 Equity Options 21:53 Business Day Wed 8 Sep 2010 Previous Business Day Tue 7 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 35.500 0.99 57.37 0 0 0| 0 10 0 0 37 31.500 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 24.000 0.94 51.59 0 0 0| 0 189 0 0 49 22.000 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 11.250 0.74 43.75 0 0 0| 0 30 0 0 64 8.500 0.66 40.53 0 0 0| 0 315 0 0 68 6.500 0.58 38.40 0 0 0| 53 5,770 -53 0 71 6.000 0.55 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| 0 2,670 0 0 80 2.750 0.32 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 0.01 36.41 0 0 0| 0 0 0 0 112 CAB 0.01 37.78 0 0 0| 0 0 0 0 122 CAB 0.00 42.14 0 0 0| 0 53 0 0 142 CAB 0.00 44.85 0 0 0| 0 0 0 0 162 CAB 0.00 45.43 0 0 0| 0 525 0 0 244 Total 0 0 0| 53 56,408 -53 0 Indicative a-t-m Vol 40.36 Underlying Price 72.320 Time to expiry: 191 Days Mar 11 33.250 0.94 59.87 0 0 0| 0 0 0 0 40 29.750 0.93 55.97 0 0 0| 0 0 0 0 44 26.000 0.90 52.91 0 0 0| 0 30 0 0 48 19.500 0.82 48.46 0 0 0| 0 19 0 0 56 16.500 0.77 46.51 0 0 0| 0 8,435 0 0 60 13.500 0.71 44.01 0 0 0| 0 1,013 0 0 64 8.750 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 72.320 Time to expiry: 282 Days Jun 11 41.250 0.96 61.99 0 0 0| 0 5,900 0 0 32 34.000 0.93 56.33 0 0 0| 0 1,964 0 0 40 27.250 0.87 51.91 0 0 0| 0 0 0 0 48 23.250 0.83 49.22 0 0 0| 0 273 0 0 53 21.000 0.80 47.87 0 0 0| 0 0 0 0 56 18.250 0.75 46.42 0 0 0| 0 40 0 0 60 15.500 0.70 44.53 0 0 0| 0 7 0 0 64 11.000 0.58 41.86 0 0 0| 19 542 +6 0 72 7.500 0.46 39.97 0 0 0| 0 800 0 0 80 2.000 0.17 39.10 0 0 0| 0 31 0 0 107 Equity Options 21:53 Business Day Wed 8 Sep 2010 Previous Business Day Tue 7 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 0.10 39.61 0 0 0| 0 0 0 0 120 Total 0 0 0| 19 9,557 +6 0 Indicative a-t-m Vol 42.85 Underlying Price 72.320 Time to expiry: 464 Days Dec 11 56.750 0.99 67.37 0 0 0| 0 0 0 0 16 52.000 0.98 66.13 0 0 0| 0 0 0 0 21 48.500 0.97 63.02 0 0 0| 0 0 0 0 25 46.500 0.96 61.48 0 0 0| 0 0 0 0 27 43.250 0.95 59.58 0 0 0| 0 0 0 0 31 42.250 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 38.000 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 35.000 0.89 55.33 0 0 0| 0 0 0 0 41 28.750 0.84 51.86 0 0 0| 0 0 0 0 49 27.500 0.82 51.05 0 0 0| 0 0 0 0 51 26.000 0.80 50.18 0 0 0| 0 350 0 0 53 21.000 0.73 48.13 0 0 0| 0 0 0 0 61 14.750 0.62 43.12 0 0 0| 0 306 0 0 71 11.000 0.52 41.91 0 0 0| 0 8 0 0 80 10.750 0.51 41.96 0 0 0| 0 50 0 0 81 4.250 0.27 39.95 0 0 0| 0 421 0 0 107 3.000 0.19 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 72.320 Time to expiry: 646 Days Jun 12 36.750 0.89 51.17 0 0 0| 0 0 0 0 40 29.750 0.85 43.64 0 0 0| 0 0 0 0 48 21.250 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 3.750 0.23 37.11 0 0 0| 0 0 0 0 120 Total 0 0 0| 0 0 0 0 Indicative a-t-m Vol 47.87 Underlying Price 72.320 Time to expiry: 835 Days Dec 12 39.750 0.88 57.93 0 0 0| 0 0 0 0 40 34.250 0.83 54.22 0 0 0| 0 32 0 0 48 27.250 0.75 50.76 0 0 0| 0 15 0 0 60 18.000 0.60 46.31 0 0 0| 0 1 0 0 80 8.250 0.35 43.84 0 0 0| 0 0 0 0 120 Total 0 0 0| 0 48 0 0 Total Calls 0 0 180| 106 160,068 -19 0 | Equity Options 21:53 Business Day Wed 8 Sep 2010 Previous Business Day Tue 7 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 72.320 Time to expiry: 9 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 0.00 48.62 0 0 0| 0 11,305 0 0 59 CAB -0.04 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 -0.46 35.66 0 0 0| 0 584 0 0 72 4.000 4.250 -0.79 35.41 4.000 4.000 0 0 2| 0 22 0 0 76 7.750 -0.95 36.10 0 0 0| 0 264 0 0 80 34.750 -1.00 40.33 0 0 0| 0 0 0 0 107 47.750 -1.00 44.04 0 0 0| 0 0 0 0 120 Total 0 0 2| 0 49,279 0 0 Indicative a-t-m Vol 34.39 Underlying Price 72.320 Time to expiry: 37 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 S 1.000 S 0 0 225| 312 759 +263 0 64 1.750 -0.29 38.16 0 0 0| 0 535 0 0 68 3.000 -0.46 34.41 0 0 0| 28 215 +28 0 72 5.500 -0.65 34.32 0 0 0| 16 41 +16 0 76 8.500 -0.80 34.41 0 0 0| 0 0 0 0 80 12.000 -0.91 34.08 0 0 0| 0 0 0 0 84 15.750 -0.96 34.62 0 0 0| 0 100 0 0 88 23.750 -0.99 39.32 0 0 0| 0 0 0 0 96 Total 0 0 225| 356 3,939 +307 0 Indicative a-t-m Vol 38.66 Underlying Price 72.320 Time to expiry: 72 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 -0.58 37.86 0 0 0| 0 0 0 0 76 9.750 -0.70 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 72.320 Time to expiry: 100 Days Dec 10 CAB 0.00 85.64 0 0 0| 0 1,000 0 0 16 CAB 0.00 81.64 0 0 0| 0 0 0 0 21 CAB 0.00 77.64 0 0 0| 0 4 0 0 25 CAB -0.01 73.79 0 0 0| 0 650 0 0 31 Equity Options 21:53 Business Day Wed 8 Sep 2010 Previous Business Day Tue 7 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| 0 150 0 0 45 0.750 -0.07 54.90 0 0 0| 0 1,070 0 0 49 1.000 -0.08 53.83 0 0 0| 0 6,161 0 0 51 2.500 -0.21 49.10 0 0 0| 0 20,718 0 0 61 3.000 2.750 -0.25 43.07 3.000 S 3.000 S 0 0 225| 0 606 0 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 -0.45 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 -0.65 39.66 0 0 0| 0 105 0 0 80 11.000 -0.70 35.47 0 0 0| 0 277 0 0 81 19.750 -0.84 39.93 0 0 0| 0 58 0 0 91 29.750 -0.95 37.67 0 0 0| 0 11 0 0 102 39.750 -0.98 39.72 0 0 0| 0 0 0 0 112 49.750 -1.00 41.09 0 0 0| 0 16 0 0 122 69.750 -1.00 45.45 0 0 0| 0 0 0 0 142 89.750 -1.00 48.16 0 0 0| 0 0 0 0 162 171.750 -1.00 48.74 0 0 0| 0 0 0 0 244 Total 0 0 225| 0 45,041 0 0 Indicative a-t-m Vol 40.64 Underlying Price 72.320 Time to expiry: 191 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 8.000 8.250 -0.43 41.00 8.000 8.000 0 0 5| 0 456 0 0 72 12.500 -0.59 38.14 0 0 0| 0 146 0 0 80 18.250 -0.73 36.06 0 0 0| 0 0 0 0 88 47.750 -0.97 37.86 0 0 0| 0 0 0 0 120 Total 0 0 5| 0 17,269 0 0 Indicative a-t-m Vol 41.25 Underlying Price 72.320 Time to expiry: 282 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 6.750 -0.30 44.29 0 0 0| 10 205 +10 0 64 10.000 -0.42 41.49 0 0 0| 0 516 0 0 72 14.500 -0.54 39.60 0 0 0| 0 29 0 0 80 36.250 -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 0| 10 1,909 +10 0 Equity Options 21:53 Business Day Wed 8 Sep 2010 Previous Business Day Tue 7 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 72.320 Time to expiry: 464 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 39.000 -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 72.320 Time to expiry: 646 Days Jun 12 3.500 -0.11 51.17 0 0 0| 0 0 0 0 40 4.500 -0.15 43.64 0 0 0| 0 0 0 0 48 8.000 -0.26 39.40 0 0 0| 0 0 0 0 60 21.250 -0.44 45.06 0 0 0| 0 0 0 0 80 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 72.320 Time to expiry: 835 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 -0.68 43.84 0 0 0| 0 0 0 0 120 Total 0 0 0| 0 31 0 0 Total Puts 0 0 457| 366 120,343 +317 0 Grand Total 0 19,440 20,077| 472 302,875 +298 0 Equity Options 21:53 Business Day Wed 8 Sep 2010 Previous Business Day Tue 7 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 33.15 Underlying Price 114.800 Time to expiry: 9 Days Sep 10 34.750 1.00 64.95 0 0 0| 0 0 0 0 80 26.750 1.00 51.82 0 0 0| 0 0 0 0 88 18.750 1.00 44.25 0 0 0| 0 37 0 0 96 14.750 0.99 39.24 0 0 0| 0 1 0 0 100 5.500 0.81 35.06 0 0 0| 0 42 0 0 110 0.500 0.16 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 38.23 Underlying Price 114.800 Time to expiry: 100 Days Dec 10 27.000 0.96 42.55 0 0 0| 0 0 0 0 88 20.000 0.83 41.14 0 0 0| 0 0 0 0 96 17.000 0.76 40.43 0 0 0| 0 100 0 0 100 10.750 0.59 39.20 0 0 0| 0 10 0 0 110 6.000 0.42 37.26 0 0 0| 0 312 0 0 120 3.000 0.26 36.03 0 0 0| 0 0 0 0 130 1.500 0.15 35.72 0 0 0| 0 14 0 0 140 0.750 0.08 36.26 0 0 0| 0 12 0 0 150 0.250 0.04 36.83 0 0 0| 0 31 0 0 160 0.250 0.02 41.64 0 0 0| 0 20 0 0 180 Total 0 0 0| 0 499 0 0 Indicative a-t-m Vol 38.01 Underlying Price 114.800 Time to expiry: 191 Days Mar 11 28.500 0.84 41.26 0 0 0| 0 60 0 0 88 22.750 0.76 40.78 0 0 0| 0 40 0 0 96 20.000 0.72 40.12 0 0 0| 0 20 0 0 100 14.000 0.60 38.29 0 0 0| 0 0 0 0 110 9.500 0.47 37.73 0 0 0| 0 10 0 0 120 6.250 0.35 36.69 0 0 0| 0 3 0 0 130 3.750 0.25 35.90 0 0 0| 0 0 0 0 140 Total 0 0 0| 0 133 0 0 Total Calls 0 0 0| 0 3,527 0 0 | Equity Options 21:53 Business Day Wed 8 Sep 2010 Previous Business Day Tue 7 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 33.38 Underlying Price 114.800 Time to expiry: 9 Days Sep 10 CAB 0.00 57.03 0 0 0| 0 0 0 0 80 CAB 0.00 47.63 0 0 0| 0 0 0 0 88 CAB -0.01 40.40 0 0 0| 0 100 0 0 96 CAB -0.02 37.51 0 0 0| 0 130 0 0 100 1.500 -0.33 37.20 0 0 0| 0 3 0 0 110 7.500 -0.89 29.56 0 0 0| 0 80 0 0 120 17.250 -0.99 37.67 0 0 0| 15 186 -15 0 130 27.250 -0.99 50.93 0 0 0| 0 290 0 0 140 37.250 -1.00 51.97 0 0 0| 0 10 0 0 150 47.250 -1.00 55.58 0 0 0| 0 0 0 0 160 67.250 -1.00 58.47 0 0 0| 0 0 0 0 180 Total 0 0 0| 15 799 -15 0 Indicative a-t-m Vol 37.55 Underlying Price 114.800 Time to expiry: 100 Days Dec 10 1.250 -0.10 40.73 0 0 0| 0 0 0 0 88 3.000 -0.19 41.01 0 0 0| 0 0 0 0 96 4.000 -0.25 40.19 0 0 0| 0 15 0 0 100 7.500 -0.41 37.96 0 0 0| 0 39 0 0 110 13.000 -0.58 37.14 0 0 0| 25 39 +24 0 120 20.000 -0.74 35.88 0 0 0| 0 26 0 0 130 28.250 -0.87 34.29 0 0 0| 0 20 0 0 140 37.750 -0.92 36.81 0 0 0| 0 0 0 0 150 47.250 -0.97 34.80 0 0 0| 0 0 0 0 160 67.250 -0.99 38.62 0 0 0| 0 0 0 0 180 Total 0 0 0| 25 139 +24 0 Indicative a-t-m Vol 36.83 Underlying Price 114.800 Time to expiry: 191 Days Mar 11 3.250 -0.16 40.55 0 0 0| 0 16 0 0 88 5.500 -0.24 40.31 0 0 0| 0 10 0 0 96 6.750 -0.28 39.75 0 0 0| 0 3 0 0 100 10.750 -0.40 38.05 0 0 0| 0 28 0 0 110 15.750 -0.54 35.61 0 0 0| 0 5 0 0 120 22.750 -0.66 36.13 0 0 0| 0 0 0 0 130 30.000 -0.78 33.38 0 0 0| 0 0 0 0 140 Total 0 0 0| 0 62 0 0 Total Puts 0 0 0| 40 1,000 +9 0 Grand Total 0 5,040 5,040| 40 10,351 +9 0 Equity Options 21:53 Business Day Wed 8 Sep 2010 Previous Business Day Tue 7 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 32.63 Underlying Price 687.000 Time to expiry: 9 Days Sep 10 227.250 1.00 87.91 0 0 0| 0 0 0 0 460 207.000 1.00 70.66 0 0 0| 0 0 0 0 480 167.000 1.00 49.66 0 0 0| 0 0 0 0 520 147.000 1.00 41.42 0 0 0| 0 0 0 0 540 127.000 1.00 37.67 0 0 0| 0 36 0 0 560 107.000 1.00 35.07 0 0 0| 0 2 0 0 580 87.250 0.99 34.04 0 0 0| 0 0 0 0 600 67.500 0.97 34.03 0 0 0| 0 0 0 0 620 48.750 0.90 33.54 0 0 0| 0 27 0 0 640 32.000 0.78 33.15 0 0 0| 0 0 0 0 660 18.750 0.59 32.87 0 0 0| 0 6 0 0 680 9.250 0.37 32.20 0 0 0| 0 0 0 0 700 4.000 0.20 32.05 0 0 0| 0 62 0 0 720 0.250 0.03 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 33.09 Underlying Price 687.000 Time to expiry: 100 Days Dec 10 208.250 0.99 33.09 0 0 0| 0 0 0 0 480 169.750 0.96 33.17 0 0 0| 0 0 0 0 520 133.500 0.91 33.37 0 0 0| 0 0 0 0 560 101.000 0.81 33.60 0 0 0| 0 24 0 0 600 72.750 0.70 33.38 0 0 0| 0 21 0 0 640 50.000 0.56 33.13 0 0 0| 0 7 0 0 680 32.750 0.43 32.93 0 0 0| 0 22 0 0 720 20.500 0.30 32.81 0 0 0| 0 0 0 0 760 12.000 0.20 32.44 0 0 0| 0 50 0 0 800 4.250 0.08 32.97 0 0 0| 0 27 0 0 880 Total 0 0 0| 0 151 0 0 Indicative a-t-m Vol 33.50 Underlying Price 687.000 Time to expiry: 191 Days Mar 11 210.000 0.96 33.98 0 0 0| 0 0 0 0 480 174.000 0.91 33.73 0 0 0| 0 0 0 0 520 141.000 0.84 33.77 0 0 0| 0 0 0 0 560 112.250 0.75 33.86 0 0 0| 0 0 0 0 600 87.500 0.66 33.83 0 0 0| 0 0 0 0 640 66.500 0.56 33.55 0 0 0| 0 0 0 0 680 49.750 0.46 33.29 0 0 0| 0 4 0 0 720 26.000 0.29 32.80 0 0 0| 0 0 0 0 800 Total 0 0 0| 0 4 0 0 Total Calls 0 0 0| 0 297 0 0 | Equity Options 21:53 Business Day Wed 8 Sep 2010 Previous Business Day Tue 7 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 32.70 Underlying Price 687.000 Time to expiry: 9 Days Sep 10 CAB 0.00 68.05 0 0 0| 0 0 0 0 460 CAB 0.00 62.55 0 0 0| 0 0 0 0 480 CAB 0.00 53.62 0 0 0| 0 27 0 0 520 CAB 0.00 50.19 0 0 0| 0 0 0 0 540 CAB 0.00 45.38 0 0 0| 0 63 0 0 560 CAB -0.01 41.94 0 0 0| 0 0 0 0 580 0.250 -0.01 36.44 0 0 0| 0 5 0 0 600 0.500 -0.03 33.84 0 0 0| 0 0 0 0 620 1.750 -0.10 33.99 0 0 0| 0 27 0 0 640 5.250 -0.23 33.51 0 0 0| 0 0 0 0 660 11.500 -0.41 32.77 0 0 0| 0 0 0 0 680 22.250 -0.62 32.58 0 0 0| 0 0 0 0 700 36.750 -0.81 31.86 0 0 0| 2 36 0 0 720 73.500 -0.96 33.93 0 0 0| 0 27 0 0 760 113.000 -1.00 35.86 0 0 0| 0 0 0 0 800 193.000 -1.00 47.89 0 0 0| 0 0 0 0 880 Total 0 0 0| 2 185 0 0 Indicative a-t-m Vol 33.77 Underlying Price 687.000 Time to expiry: 100 Days Dec 10 1.250 -0.03 35.77 0 0 0| 0 0 0 0 480 3.750 -0.06 35.65 0 0 0| 0 57 0 0 520 8.250 -0.12 34.61 0 0 0| 0 0 0 0 560 17.000 -0.22 34.69 0 0 0| 0 2 0 0 600 30.000 -0.33 34.17 0 0 0| 0 29 0 0 640 48.250 -0.46 33.83 0 0 0| 0 0 0 0 680 71.750 -0.59 33.48 0 0 0| 2 21 0 0 720 100.000 -0.71 33.33 0 0 0| 0 0 0 0 760 131.750 -0.80 32.88 0 0 0| 0 0 0 0 800 204.250 -0.92 33.63 0 0 0| 0 0 0 0 880 Total 0 0 0| 2 109 0 0 Indicative a-t-m Vol 33.67 Underlying Price 687.000 Time to expiry: 191 Days Mar 11 5.750 -0.07 35.21 0 0 0| 0 0 0 0 480 10.750 -0.11 34.67 0 0 0| 0 0 0 0 520 18.750 -0.18 34.38 0 0 0| 0 0 0 0 560 30.750 -0.26 34.20 0 0 0| 0 0 0 0 600 46.250 -0.35 34.00 0 0 0| 1 1 +1 0 640 65.500 -0.45 33.72 0 0 0| 0 0 0 0 680 88.750 -0.54 33.43 0 0 0| 0 0 0 0 720 145.000 -0.71 32.96 0 0 0| 0 0 0 0 800 Total 0 0 0| 1 1 +1 0 Total Puts 0 0 0| 5 295 +1 0 Grand Total 0 6,120 6,120| 5 7,664 +1 0 Equity Options 21:53 Business Day Wed 8 Sep 2010 Previous Business Day Tue 7 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 37.00 Underlying Price 1612.000 Time to expiry: 9 Days Sep 10 512.000 1.00 76.12 0 0 0| 0 0 0 0 1100 412.500 1.00 63.72 0 0 0| 0 0 0 0 1200 312.500 0.99 55.87 0 0 0| 0 0 0 0 1300 263.000 0.98 51.94 0 0 0| 0 0 0 0 1350 214.000 0.97 47.92 0 0 0| 0 4 0 0 1400 166.000 0.93 43.84 0 0 0| 0 0 0 0 1450 120.000 0.86 41.33 0 0 0| 0 0 0 0 1500 78.500 0.74 38.20 0 0 0| 0 0 0 0 1550 46.000 0.56 37.23 0 0 0| 0 2 0 0 1600 23.000 0.36 36.28 0 0 0| 0 304 0 0 1650 9.500 0.19 35.38 0 0 0| 0 27 0 0 1700 3.500 0.09 35.65 0 0 0| 0 1 0 0 1750 1.500 0.04 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 40.37 Underlying Price 1612.000 Time to expiry: 100 Days Dec 10 434.000 0.91 47.48 0 0 0| 0 0 0 0 1200 349.000 0.85 45.45 0 0 0| 0 0 0 0 1300 269.500 0.77 43.36 0 0 0| 0 0 0 0 1400 203.500 0.67 42.37 0 0 0| 0 0 0 0 1500 144.000 0.56 40.51 0 0 0| 0 0 0 0 1600 98.500 0.44 39.31 0 0 0| 0 1 0 0 1700 61.500 0.33 37.51 0 0 0| 0 13 0 0 1800 40.000 0.23 37.57 0 0 0| 0 3 0 0 1900 24.500 0.16 37.27 0 0 0| 0 2 0 0 2000 10.000 0.07 38.00 0 0 0| 0 2 0 0 2200 3.500 0.03 38.27 0 0 0| 0 16 0 0 2400 1.500 0.01 43.69 0 0 0| 0 20 0 0 2800 Total 0 0 0| 0 57 0 0 Indicative a-t-m Vol 40.50 Underlying Price 1612.000 Time to expiry: 191 Days Mar 11 463.000 0.85 47.49 0 0 0| 0 0 0 0 1200 385.500 0.80 45.74 0 0 0| 0 0 0 0 1300 315.000 0.73 44.23 0 0 0| 0 0 0 0 1400 251.000 0.65 42.53 0 0 0| 0 0 0 0 1500 193.500 0.57 40.61 0 0 0| 0 2 0 0 1600 147.500 0.48 39.67 0 0 0| 0 1 0 0 1700 110.000 0.40 38.72 0 0 0| 0 3 0 0 1800 57.000 0.25 37.06 0 0 0| 0 3 0 0 2000 Total 0 0 0| 0 9 0 0 Equity Options 21:53 Business Day Wed 8 Sep 2010 Previous Business Day Tue 7 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 21:53 Business Day Wed 8 Sep 2010 Previous Business Day Tue 7 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 36.59 Underlying Price 1612.000 Time to expiry: 9 Days Sep 10 CAB 0.00 69.45 0 0 0| 0 0 0 0 1100 CAB 0.00 63.61 0 0 0| 0 1 0 0 1200 0.500 -0.01 58.13 0 0 0| 0 0 0 0 1300 1.000 -0.02 53.33 0 0 0| 0 0 0 0 1350 1.500 -0.03 47.60 0 0 0| 0 3 0 0 1400 3.000 -0.06 42.82 0 0 0| 0 300 0 0 1450 7.500 7.500 -0.13 40.53 7.500 7.500 0 0 1| 0 20 0 0 1500 16.500 -0.26 38.40 0 0 0| 0 0 0 0 1550 33.000 -0.44 36.42 0 0 0| 0 10 0 0 1600 61.500 -0.64 37.13 0 0 0| 0 0 0 0 1650 98.000 -0.80 36.16 0 0 0| 0 5 0 0 1700 142.000 -0.91 36.68 0 0 0| 0 0 0 0 1750 189.000 -0.97 36.10 0 0 0| 0 40 0 0 1800 288.000 -1.00 36.22 0 0 0| 0 2 0 0 1900 388.000 -1.00 36.45 0 0 0| 0 20 0 0 2000 588.000 -1.00 37.59 0 0 0| 0 0 0 0 2200 788.000 -1.00 38.28 0 0 0| 0 15 0 0 2400 988.000 -1.00 38.51 0 0 0| 0 0 0 0 2600 1188.000 -1.00 38.74 0 0 0| 0 4 0 0 2800 Total 0 0 1| 0 420 0 0 Indicative a-t-m Vol 40.11 Underlying Price 1612.000 Time to expiry: 100 Days Dec 10 20.500 -0.10 48.15 0 0 0| 0 2 0 0 1200 35.500 -0.15 46.02 0 0 0| 0 0 0 0 1300 57.000 -0.23 44.12 0 0 0| 0 5 0 0 1400 87.000 -0.33 42.02 0 0 0| 0 0 0 0 1500 128.000 -0.44 40.23 0 0 0| 0 1 0 0 1600 183.000 -0.56 39.21 0 0 0| 0 1 0 0 1700 248.500 -0.67 38.23 0 0 0| 0 4 0 0 1800 324.000 -0.77 37.36 0 0 0| 0 0 0 0 1900 409.000 -0.84 37.06 0 0 0| 0 0 0 0 2000 594.500 -0.93 37.52 0 0 0| 0 2 0 0 2200 789.500 -0.98 38.32 0 0 0| 0 2 0 0 2400 1188.500 -0.99 45.91 0 0 0| 0 0 0 0 2800 Total 0 0 0| 0 17 0 0 Indicative a-t-m Vol 40.87 Underlying Price 1612.000 Time to expiry: 191 Days Mar 11 48.500 -0.15 46.43 0 0 0| 0 4 0 0 1200 71.500 -0.21 44.94 0 0 0| 0 1 0 0 1300 100.500 -0.27 43.44 0 0 0| 0 1 0 0 1400 136.500 -0.35 41.86 0 0 0| 0 2 0 0 1500 195.000 183.500 -0.43 41.06 195.000 195.000 0 0 1| 0 1 0 0 1600 234.500 -0.52 39.45 0 0 0| 0 2 0 0 1700 298.000 -0.60 38.75 0 0 0| 0 2 0 0 1800 445.500 -0.75 37.24 0 0 0| 0 2 0 0 2000 Total 0 0 1| 0 15 0 0 Equity Options 21:53 Business Day Wed 8 Sep 2010 Previous Business Day Tue 7 Sep 2010 Page 46 Puts | Block | Opening Settle Delta Vola- Daily Trade Bclear Total | Official **Open Change Exer- Exer Trans Price tility High Low Volume Volume*** Volume | Volume Int cises Price | Total Puts 0 0 2| 0 452 0 0 Grand Total 0 7,020 7,022| 0 9,773 0 0 Equity Options 21:53 Business Day Wed 8 Sep 2010 Previous Business Day Tue 7 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 38.04 Underlying Price 229.800 Time to expiry: 9 Days Sep 10 49.750 1.00 45.93 0 0 0| 0 0 0 0 180 39.750 0.99 46.32 0 0 0| 0 0 0 0 190 30.000 0.97 43.79 0 0 0| 0 27 0 0 200 25.250 0.95 44.18 0 0 0| 0 0 0 0 205 20.500 0.91 41.40 0 0 0| 0 65 0 0 210 16.250 0.84 41.79 0 0 0| 0 112 0 0 215 12.500 0.75 42.27 0 0 0| 0 151 0 0 220 9.000 0.63 41.51 0 0 0| 0 412 0 0 225 6.750 5.750 0.51 38.04 6.750 S 6.750 S 0 0 15| 0 564 0 0 230 3.500 0.37 36.88 0 0 0| 0 99 0 0 235 2.250 0.26 38.58 0 0 0| 79 569 +20 0 240 1.250 0.17 38.58 0 0 0| 0 23 0 0 245 0.750 0.10 38.58 0 0 0| 15 30 0 0 250 0.250 0.03 38.58 0 0 0| 0 371 0 0 260 CAB 0.01 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 15| 94 3,050 +20 0 Indicative a-t-m Vol 35.98 Underlying Price 229.800 Time to expiry: 37 Days Oct 10 50.250 0.98 38.02 0 0 0| 0 0 0 0 180 40.750 0.94 40.60 0 0 0| 0 0 0 0 190 32.000 0.87 40.96 0 0 0| 0 0 0 0 200 27.750 0.83 39.81 0 0 0| 0 0 0 0 205 23.750 0.78 39.12 0 0 0| 0 3 0 0 210 20.000 0.73 38.35 0 0 0| 0 0 0 0 215 17.500 0.66 40.75 0 0 0| 0 105 0 0 220 13.500 0.60 37.02 0 0 0| 0 25 0 0 225 10.500 0.52 35.98 0 0 0| 0 10 0 0 230 8.250 0.45 35.53 0 0 0| 0 96 0 0 235 7.000 6.500 0.38 35.47 7.000 S 7.000 S 0 0 5| 0 65 0 0 240 1.750 0.14 34.04 0 0 0| 0 21 0 0 260 0.750 0.06 37.17 0 0 0| 0 0 0 0 280 Total 0 0 5| 0 325 0 0 Indicative a-t-m Vol 37.51 Underlying Price 229.800 Time to expiry: 72 Days Nov 10 51.500 0.92 40.93 0 0 0| 0 0 0 0 180 42.750 0.88 39.76 0 0 0| 0 0 0 0 190 34.500 0.82 38.86 0 0 0| 0 0 0 0 200 30.750 0.77 38.95 0 0 0| 0 0 0 0 205 27.750 0.73 39.82 0 0 0| 0 2 0 0 210 23.250 0.69 36.38 0 0 0| 0 0 0 0 215 Equity Options 21:53 Business Day Wed 8 Sep 2010 Previous Business Day Tue 7 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 | 21.000 0.64 38.53 0 0 0| 0 0 0 0 220 18.500 0.59 39.01 0 0 0| 0 0 0 0 225 13.250 15.500 0.53 37.51 13.250 13.250 0 0 2| 0 0 0 0 230 12.500 0.48 35.70 0 0 0| 0 0 0 0 235 10.500 0.43 35.48 0 0 0| 0 15 0 0 240 4.750 0.24 35.11 0 0 0| 0 230 0 0 260 2.000 0.12 35.09 0 0 0| 0 0 0 0 280 Total 0 0 2| 0 247 0 0 Indicative a-t-m Vol 36.93 Underlying Price 229.800 Time to expiry: 100 Days Dec 10 51.750 0.92 39.78 0 0 0| 0 5 0 0 180 43.000 0.87 39.07 0 0 0| 0 1 0 0 190 35.000 0.80 38.75 0 0 0| 0 9 0 0 200 28.250 0.72 38.88 0 0 0| 0 15 0 0 210 21.750 0.63 37.84 0 0 0| 0 171 0 0 220 16.250 16.250 0.53 36.93 16.250 S 16.250 S 0 0 15| 0 172 0 0 230 11.000 11.500 0.43 35.44 11.000 11.000 0 0 2| 8 506 +8 0 240 5.000 0.24 32.85 0 0 0| 0 723 0 0 260 2.250 0.13 33.72 0 0 0| 0 699 0 0 280 CAB 0.01 23.11 0 0 0| 0 19 0 0 300 CAB 0.00 15.53 0 0 0| 0 310 0 0 320 Total 0 0 17| 8 2,630 +8 0 Indicative a-t-m Vol 34.36 Underlying Price 229.800 Time to expiry: 191 Days Mar 11 55.000 0.85 43.44 0 0 0| 0 5 0 0 180 46.500 0.80 40.85 0 0 0| 0 0 0 0 190 39.250 0.74 39.73 0 0 0| 0 30 0 0 200 32.000 0.68 37.50 0 0 0| 0 0 0 0 210 26.250 0.60 36.90 0 0 0| 0 10 0 0 220 20.250 0.53 34.36 0 0 0| 0 85 0 0 230 16.000 0.45 34.13 0 0 0| 0 36 0 0 240 10.250 0.32 34.21 0 0 0| 0 81 0 0 260 6.000 0.22 33.71 0 0 0| 0 34 0 0 280 2.250 0.10 34.31 0 0 0| 0 0 0 0 320 Total 0 0 0| 0 281 0 0 Total Calls 0 0 39| 102 6,533 +28 0 | Equity Options 21:53 Business Day Wed 8 Sep 2010 Previous Business Day Tue 7 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 42.13 Underlying Price 229.800 Time to expiry: 9 Days Sep 10 CAB 0.00 54.61 0 0 0| 0 197 0 0 180 CAB -0.01 49.92 0 0 0| 0 79 0 0 190 0.250 -0.03 46.85 0 0 0| 0 267 0 0 200 0.500 -0.06 46.23 0 0 0| 0 10 0 0 205 1.000 -0.11 46.23 0 0 0| 0 1,608 0 0 210 1.750 -0.18 45.31 0 0 0| 50 107 +36 0 215 2.750 -0.26 43.47 0 0 0| 50 264 +47 0 220 4.500 -0.37 43.37 0 0 0| 0 0 0 0 225 6.500 -0.49 42.13 0 0 0| 15 449 0 0 230 9.250 -0.62 40.53 0 0 0| 0 6 0 0 235 12.500 -0.73 39.66 0 0 0| 10 926 -10 0 240 16.500 -0.83 39.59 0 0 0| 0 0 0 0 245 20.750 -0.90 38.53 0 0 0| 0 0 0 0 250 30.250 -0.97 38.87 0 0 0| 0 107 0 0 260 40.250 -0.99 40.52 0 0 0| 0 0 0 0 270 50.250 -1.00 40.52 0 0 0| 0 360 0 0 280 70.250 -1.00 40.52 0 0 0| 2 183 0 0 300 90.250 -1.00 40.52 0 0 0| 0 17 0 0 320 110.250 -1.00 40.52 0 0 0| 0 25 0 0 340 130.250 -1.00 40.52 0 0 0| 0 12 0 0 360 Total 0 0 0| 127 4,617 +73 0 Indicative a-t-m Vol 38.33 Underlying Price 229.800 Time to expiry: 37 Days Oct 10 0.500 -0.04 45.60 0 0 0| 0 10 0 0 180 1.250 -0.08 43.32 0 0 0| 0 0 0 0 190 2.500 -0.14 43.11 0 0 0| 0 20 0 0 200 3.000 -0.17 40.89 0 0 0| 0 0 0 0 205 4.250 -0.23 40.88 0 0 0| 0 2,508 0 0 210 5.250 -0.28 39.45 0 0 0| 0 10 0 0 215 7.000 6.500 -0.33 37.09 7.000 S 7.000 S 0 0 5| 0 103 0 0 220 8.500 -0.40 37.10 0 0 0| 0 0 0 0 225 11.250 -0.48 38.33 0 0 0| 0 0 0 0 230 14.000 -0.55 37.81 0 0 0| 0 0 0 0 235 17.000 -0.62 37.27 0 0 0| 0 0 0 0 240 32.250 -0.84 36.36 0 0 0| 0 0 0 0 260 50.750 -0.95 36.10 0 0 0| 0 0 0 0 280 Total 0 0 5| 0 2,651 0 0 Indicative a-t-m Vol 35.82 Underlying Price 229.800 Time to expiry: 72 Days Nov 10 2.000 -0.09 43.22 0 0 0| 0 0 0 0 180 2.750 -0.13 40.62 0 0 0| 0 0 0 0 190 4.500 -0.19 39.39 0 0 0| 0 5 0 0 200 5.750 -0.23 38.87 0 0 0| 0 0 0 0 205 6.750 -0.27 37.69 0 0 0| 0 10 0 0 210 8.250 -0.31 37.17 0 0 0| 0 0 0 0 215 10.750 -0.36 38.13 0 0 0| 0 2 0 0 220 Equity Options 21:53 Business Day Wed 8 Sep 2010 Previous Business Day Tue 7 Sep 2010 Page 50 Puts | Block | Opening Settle Delta Vola- Daily Trade Bclear Total | Official **Open Change Exer- Exer Trans Price tility High Low Volume Volume*** Volume | Volume Int cises Price | 12.750 -0.41 37.48 0 0 0| 0 0 0 0 225 14.500 14.500 -0.47 35.82 14.500 14.500 0 0 15| 0 50 0 0 230 17.500 -0.52 35.92 0 0 0| 0 0 0 0 235 21.000 -0.57 37.21 0 0 0| 0 0 0 0 240 34.750 -0.76 35.14 0 0 0| 0 0 0 0 260 51.750 -0.89 33.59 0 0 0| 0 0 0 0 280 Total 0 0 15| 0 67 0 0 Indicative a-t-m Vol 35.03 Underlying Price 229.800 Time to expiry: 100 Days Dec 10 3.250 -0.13 40.17 0 0 0| 0 78 0 0 180 5.000 -0.18 39.04 0 0 0| 0 1 0 0 190 7.250 -0.25 37.54 0 0 0| 0 292 0 0 200 11.000 12.250 -0.34 40.23 11.000 11.000 0 0 74| 0 1,000 0 0 210 15.000 -0.42 36.19 0 0 0| 8 425 +8 0 220 19.750 -0.52 35.03 0 0 0| 0 86 0 0 230 26.000 -0.61 34.61 0 0 0| 0 108 0 0 240 41.000 -0.77 34.30 0 0 0| 0 90 0 0 260 58.250 -0.88 34.17 0 0 0| 0 5 0 0 280 77.000 -0.93 35.13 0 0 0| 0 20 0 0 300 96.500 -0.97 35.06 0 0 0| 0 0 0 0 320 Total 0 0 74| 8 2,105 +8 0 Indicative a-t-m Vol 35.60 Underlying Price 229.800 Time to expiry: 191 Days Mar 11 6.750 -0.18 38.47 0 0 0| 0 6 0 0 180 9.250 -0.23 37.86 0 0 0| 0 0 0 0 190 12.750 -0.29 37.79 0 0 0| 0 35 0 0 200 16.500 -0.35 36.90 0 0 0| 0 0 0 0 210 21.500 -0.42 36.80 0 0 0| 0 10 0 0 220 26.250 -0.49 35.60 0 0 0| 0 36 0 0 230 31.000 -0.56 33.33 0 0 0| 0 21 0 0 240 45.250 -0.69 33.41 0 0 0| 2 9 +2 0 260 61.250 -0.79 32.93 0 0 0| 0 95 0 0 280 97.500 -0.92 32.98 0 0 0| 2 2 +2 0 320 Total 0 0 0| 4 214 +4 0 Total Puts 0 0 94| 139 9,654 +85 0 Grand Total 0 12,060 12,193| 241 30,123 +113 0 Equity Options 21:53 Business Day Wed 8 Sep 2010 Previous Business Day Tue 7 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 22.39 Underlying Price 359.900 Time to expiry: 9 Days Sep 10 80.000 1.00 46.93 0 0 0| 0 0 0 0 280 60.000 1.00 37.74 0 0 0| 0 24 0 0 300 40.000 0.99 29.21 0 0 0| 0 29 0 0 320 30.000 0.98 26.13 0 0 0| 0 0 0 0 330 20.500 0.92 24.93 0 0 0| 0 440 0 0 340 11.750 0.78 22.83 0 0 0| 0 32 0 0 350 5.250 0.51 22.39 0 0 0| 0 780 0 0 360 1.750 0.23 21.88 0 0 0| 0 0 0 0 370 0.500 0.07 22.48 0 0 0| 0 181 0 0 380 CAB 0.01 26.09 0 0 0| 0 109 0 0 400 CAB 0.00 26.00 0 0 0| 0 75 0 0 420 CAB 0.00 26.00 0 0 0| 0 36 0 0 440 Total 0 0 0| 0 1,706 0 0 Indicative a-t-m Vol 24.24 Underlying Price 359.900 Time to expiry: 37 Days Oct 10 80.250 0.99 34.58 0 0 0| 0 0 0 0 280 60.750 0.97 32.10 0 0 0| 0 0 0 0 300 41.500 0.91 27.66 0 0 0| 0 5 0 0 320 32.500 0.86 26.33 0 0 0| 0 0 0 0 330 24.500 0.76 26.26 0 0 0| 0 10 0 0 340 17.250 0.65 25.24 0 0 0| 0 0 0 0 350 11.250 0.52 24.24 0 0 0| 55 905 0 0 360 6.500 0.37 23.04 0 0 0| 0 0 0 0 370 3.750 0.24 22.79 0 0 0| 0 30 0 0 380 1.500 0.11 25.18 0 0 0| 0 0 0 0 400 Total 0 0 0| 55 950 0 0 Indicative a-t-m Vol 24.54 Underlying Price 359.900 Time to expiry: 72 Days Nov 10 80.750 0.97 32.22 0 0 0| 0 0 0 0 280 61.750 0.93 29.98 0 0 0| 0 0 0 0 300 43.750 0.85 28.01 0 0 0| 0 0 0 0 320 35.500 0.79 27.20 0 0 0| 0 0 0 0 330 28.000 0.72 26.35 0 0 0| 0 10 0 0 340 21.000 21.250 0.63 25.38 21.250 20.250 0 0 41| 0 30 0 0 350 15.500 15.250 0.53 24.54 15.500 14.500 0 0 70| 0 30 0 0 360 10.250 10.750 0.42 23.91 10.250 9.750 0 0 14| 0 16 0 0 370 7.250 0.32 23.69 0 0 0| 0 25 0 0 380 3.000 0.16 23.13 0 0 0| 0 0 0 0 400 Total 0 0 125| 0 111 0 0 Indicative a-t-m Vol 24.96 Underlying Price 359.900 Time to expiry: 100 Days Dec 10 180.250 1.00 39.57 0 0 0| 0 0 0 0 180 160.250 1.00 39.84 0 0 0| 0 0 0 0 200 140.250 1.00 38.69 0 0 0| 0 0 0 0 220 120.250 0.99 36.73 0 0 0| 0 0 0 0 240 Equity Options 21:53 Business Day Wed 8 Sep 2010 Previous Business Day Tue 7 Sep 2010 Page 52 Calls | Block | Opening Settle Delta Vola- Daily Trade Bclear Total | Official **Open Change Exer- Exer Trans Price tility High Low Volume Volume*** Volume | Volume Int cises Price | 81.250 0.96 31.85 0 0 0| 0 0 0 0 280 62.000 0.92 28.83 0 0 0| 0 11 0 0 300 44.750 0.83 27.74 0 0 0| 0 16 0 0 320 29.500 0.70 26.17 0 0 0| 0 51 0 0 340 17.500 17.500 0.52 24.96 17.500 17.500 0 0 20| 0 90 0 0 360 9.000 0.34 23.81 0 0 0| 0 700 0 0 380 4.000 0.19 23.07 0 0 0| 0 145 0 0 400 1.750 0.09 22.62 0 0 0| 0 241 0 0 420 0.750 0.04 22.96 0 0 0| 0 494 0 0 440 Total 0 0 20| 0 1,748 0 0 Indicative a-t-m Vol 25.38 Underlying Price 359.900 Time to expiry: 191 Days Mar 11 82.750 0.92 31.10 0 0 0| 0 0 0 0 280 65.500 0.85 30.03 0 0 0| 0 0 0 0 300 49.500 0.76 27.93 0 0 0| 0 56 0 0 320 35.750 0.64 26.68 0 0 0| 0 87 0 0 340 24.250 0.52 25.38 0 0 0| 0 121 0 0 360 15.750 0.39 24.50 0 0 0| 0 36 0 0 380 9.750 0.28 23.85 0 0 0| 0 35 0 0 400 3.000 0.11 22.79 0 0 0| 0 1 0 0 440 Total 0 0 0| 0 336 0 0 Indicative a-t-m Vol 26.39 Underlying Price 359.900 Time to expiry: 282 Days Jun 11 121.250 0.97 35.09 0 0 0| 0 0 0 0 240 84.500 0.88 30.99 0 0 0| 0 0 0 0 280 68.000 0.81 29.78 0 0 0| 0 10 0 0 300 53.000 0.73 28.23 0 0 0| 0 146 0 0 320 40.250 0.63 27.22 0 0 0| 0 104 0 0 340 29.500 0.53 26.39 0 0 0| 0 765 0 0 360 20.750 0.42 25.62 0 0 0| 0 5 0 0 380 14.250 0.33 25.08 0 0 0| 0 18 0 0 400 6.000 0.17 23.87 0 0 0| 0 8 0 0 440 Total 0 0 0| 0 1,056 0 0 Indicative a-t-m Vol 27.52 Underlying Price 359.900 Time to expiry: 464 Days Dec 11 180.250 1.00 40.05 0 0 0| 0 0 0 0 180 160.500 0.99 37.27 0 0 0| 0 0 0 0 200 141.000 0.98 35.47 0 0 0| 0 0 0 0 220 122.000 0.95 33.75 0 0 0| 0 0 0 0 240 87.000 0.84 30.73 0 0 0| 0 0 0 0 280 58.500 0.70 28.84 0 0 0| 0 0 0 0 320 37.000 0.53 27.52 0 0 0| 0 1,500 0 0 360 29.000 0.45 27.07 0 0 0| 0 1,500 0 0 380 22.000 0.38 26.42 0 0 0| 0 0 0 0 400 13.500 0.26 26.60 0 0 0| 0 0 0 0 440 Total 0 0 0| 0 3,000 0 0 Indicative a-t-m Vol 27.32 Underlying Price 359.900 Time to expiry: 646 Days Jun 12 Equity Options 21:53 Business Day Wed 8 Sep 2010 Previous Business Day Tue 7 Sep 2010 Page 53 Calls | Block | Opening Settle Delta Vola- Daily Trade Bclear Total | Official **Open Change Exer- Exer Trans Price tility High Low Volume Volume*** Volume | Volume Int cises Price | 88.250 0.83 29.72 0 0 0| 0 0 0 0 280 61.750 0.68 28.32 0 0 0| 0 0 0 0 320 41.500 0.54 27.32 0 0 0| 0 0 0 0 360 26.750 0.40 26.32 0 0 0| 0 0 0 0 400 Total 0 0 0| 0 0 0 0 Indicative a-t-m Vol 27.11 Underlying Price 359.900 Time to expiry: 835 Days Dec 12 90.000 0.81 29.62 0 0 0| 0 0 0 0 280 64.500 0.68 28.21 0 0 0| 0 0 0 0 320 45.000 0.54 27.11 0 0 0| 0 0 0 0 360 30.500 0.42 26.22 0 0 0| 0 0 0 0 400 23.750 0.33 27.50 0 0 0| 0 0 0 0 440 Total 0 0 0| 0 0 0 0 Total Calls 0 0 145| 55 8,907 0 0 | Equity Options 21:53 Business Day Wed 8 Sep 2010 Previous Business Day Tue 7 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 22.44 Underlying Price 359.900 Time to expiry: 9 Days Sep 10 CAB 0.00 44.34 0 0 0| 0 146 0 0 280 CAB 0.00 36.82 0 0 0| 0 237 0 0 300 CAB -0.01 32.36 0 0 0| 0 1,685 0 0 320 0.250 -0.04 29.52 0 0 0| 0 154 -51 0 330 0.750 -0.09 25.74 0 0 0| 8 111 -8 0 340 2.500 1.750 -0.23 23.11 2.500 2.500 0 0 5| 0 20 0 0 350 5.250 -0.49 22.44 0 0 0| 0 120 0 0 360 12.250 -0.75 23.92 0 0 0| 0 6 0 0 370 20.750 -0.90 25.28 0 0 0| 2 184 0 0 380 40.250 -0.99 27.47 0 0 0| 0 1 0 0 400 60.000 -1.00 36.95 0 0 0| 0 0 0 0 420 80.000 -1.00 41.09 0 0 0| 0 0 0 0 440 Total 0 0 5| 10 2,664 -59 0 Indicative a-t-m Vol 24.59 Underlying Price 359.900 Time to expiry: 37 Days Oct 10 0.250 -0.01 36.49 0 0 0| 0 0 0 0 280 1.500 -0.07 39.65 0 0 0| 0 7 0 0 300 2.000 -0.11 30.82 0 0 0| 0 138 0 0 320 2.500 -0.15 27.41 0 0 0| 0 63 0 0 330 4.750 4.500 -0.24 26.79 5.000 4.750 0 0 20| 0 20 0 0 340 7.750 7.250 -0.35 25.60 8.250 7.750 0 0 35| 0 0 0 0 350 11.250 -0.48 24.59 0 0 0| 0 0 0 0 360 17.250 -0.62 24.51 0 0 0| 0 0 0 0 370 24.000 -0.75 23.98 0 0 0| 0 0 0 0 380 41.000 -0.92 23.36 0 0 0| 0 0 0 0 400 Total 0 0 55| 0 228 0 0 Indicative a-t-m Vol 25.32 Underlying Price 359.900 Time to expiry: 72 Days Nov 10 0.500 -0.03 29.15 0 0 0| 0 0 0 0 280 2.250 -0.09 29.92 0 0 0| 0 0 0 0 300 5.250 -0.19 28.96 0 0 0| 0 10 0 0 320 7.250 -0.26 27.70 0 0 0| 0 4 0 0 330 10.250 -0.34 26.99 0 0 0| 8 8 +8 0 340 14.500 14.000 -0.43 25.85 14.500 14.500 0 0 10| 0 10 0 0 350 18.750 -0.53 25.32 0 0 0| 0 0 0 0 360 24.750 -0.63 24.93 0 0 0| 0 0 0 0 370 31.750 -0.71 24.71 0 0 0| 0 0 0 0 380 48.250 -0.84 25.48 0 0 0| 0 0 0 0 400 Total 0 0 10| 8 32 +8 0 Indicative a-t-m Vol 24.84 Underlying Price 359.900 Time to expiry: 100 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 0.250 -0.01 41.80 0 0 0| 0 80 0 0 220 0.250 -0.01 35.59 0 0 0| 0 573 0 0 240 1.750 -0.07 31.93 0 0 0| 0 1,689 0 0 280 Equity Options 21:53 Business Day Wed 8 Sep 2010 Previous Business Day Tue 7 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 | 3.750 -0.12 29.91 0 0 0| 0 306 0 0 300 7.000 -0.22 28.07 0 0 0| 0 234 0 0 320 12.500 -0.35 26.15 0 0 0| 0 1,693 0 0 340 21.250 -0.52 24.84 0 0 0| 0 2,191 0 0 360 33.750 -0.68 24.25 0 0 0| 0 719 0 0 380 49.250 -0.81 24.01 0 0 0| 0 92 0 0 400 67.500 -0.89 25.15 0 0 0| 0 0 0 0 420 86.000 -0.94 25.39 0 0 0| 0 4 0 0 440 Total 0 0 0| 0 7,626 0 0 Indicative a-t-m Vol 25.76 Underlying Price 359.900 Time to expiry: 191 Days Mar 11 5.750 -0.12 31.96 0 0 0| 0 36 0 0 280 8.500 -0.18 29.61 0 0 0| 0 25 0 0 300 13.000 -0.27 27.99 0 0 0| 0 60 0 0 320 19.750 -0.37 26.93 0 0 0| 0 39 0 0 340 28.750 -0.49 25.76 0 0 0| 0 52 0 0 360 40.250 -0.61 24.96 0 0 0| 0 45 0 0 380 54.250 -0.72 24.29 0 0 0| 0 0 0 0 400 88.250 -0.87 24.50 0 0 0| 0 0 0 0 440 Total 0 0 0| 0 257 0 0 Indicative a-t-m Vol 26.46 Underlying Price 359.900 Time to expiry: 282 Days Jun 11 5.250 -0.09 35.40 0 0 0| 0 54 0 0 240 11.000 -0.18 31.63 0 0 0| 0 117 0 0 280 15.500 -0.25 29.83 0 0 0| 0 47 0 0 300 21.500 -0.33 28.49 0 0 0| 0 14 0 0 320 29.750 -0.42 27.38 0 0 0| 0 3 0 0 340 39.750 -0.52 26.46 0 0 0| 0 518 0 0 360 52.000 -0.62 25.80 0 0 0| 0 10 0 0 380 65.750 -0.71 25.07 0 0 0| 0 10 0 0 400 99.000 -0.83 25.05 0 0 0| 0 0 0 0 440 Total 0 0 0| 0 773 0 0 Indicative a-t-m Vol 27.62 Underlying Price 359.900 Time to expiry: 464 Days Dec 11 5.250 -0.06 43.23 0 0 0| 0 2,000 0 0 180 5.250 -0.07 37.62 0 0 0| 0 0 0 0 200 6.500 -0.09 34.36 0 0 0| 0 0 0 0 220 8.250 -0.12 31.55 0 0 0| 0 0 0 0 240 17.500 -0.22 30.09 0 0 0| 0 0 0 0 280 32.250 -0.35 28.96 0 0 0| 5 5 +5 0 320 52.000 -0.50 27.62 0 0 0| 0 500 0 0 360 64.250 -0.58 26.98 0 0 0| 0 300 0 0 380 77.750 -0.65 26.42 0 0 0| 0 0 0 0 400 112.500 -0.73 29.17 0 0 0| 0 0 0 0 440 Total 0 0 0| 5 2,805 +5 0 Indicative a-t-m Vol 27.32 Underlying Price 359.900 Time to expiry: 646 Days Jun 12 25.250 -0.26 30.00 0 0 0| 0 0 0 0 280 41.500 -0.38 28.54 0 0 0| 0 0 0 0 320 Equity Options 21:53 Business Day Wed 8 Sep 2010 Previous Business Day Tue 7 Sep 2010 Page 56 Puts | Block | Opening Settle Delta Vola- Daily Trade Bclear Total | Official **Open Change Exer- Exer Trans Price tility High Low Volume Volume*** Volume | Volume Int cises Price | 62.500 -0.51 27.32 0 0 0| 0 0 0 0 360 88.250 -0.63 26.32 0 0 0| 0 0 0 0 400 Total 0 0 0| 0 0 0 0 Indicative a-t-m Vol 27.11 Underlying Price 359.900 Time to expiry: 835 Days Dec 12 31.250 -0.27 29.62 0 0 0| 0 0 0 0 280 47.750 -0.38 28.21 0 0 0| 0 0 0 0 320 69.500 -0.50 27.11 0 0 0| 0 0 0 0 360 95.000 -0.61 26.22 0 0 0| 0 0 0 0 400 143.500 -0.60 36.16 0 0 0| 0 0 0 0 440 Total 0 0 0| 0 0 0 0 Total Puts 0 0 70| 23 14,385 -46 0 Grand Total 0 14,580 14,795| 78 40,140 -46 0 Equity Options 21:53 Business Day Wed 8 Sep 2010 Previous Business Day Tue 7 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 28.77 Underlying Price 304.200 Time to expiry: 9 Days Sep 10 84.250 1.00 60.92 0 0 0| 0 0 0 0 220 74.250 1.00 58.06 0 0 0| 0 0 0 0 230 64.250 1.00 53.21 0 0 0| 0 0 0 0 240 44.250 1.00 34.02 0 0 0| 0 0 0 0 260 34.250 0.99 32.06 0 0 0| 0 0 0 0 270 24.500 0.95 30.50 0 0 0| 0 0 0 0 280 15.500 0.84 29.78 0 0 0| 0 0 0 0 290 8.000 0.63 28.52 0 0 0| 0 15 0 0 300 3.500 0.36 29.01 0 0 0| 0 16 0 0 310 1.000 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 CAB 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 30.05 Underlying Price 304.200 Time to expiry: 100 Days Dec 10 66.750 0.92 33.82 0 0 0| 0 0 0 0 240 49.250 0.84 32.68 0 0 0| 0 0 0 0 260 34.500 0.72 31.93 0 0 0| 0 0 0 0 280 21.750 0.57 30.22 0 0 0| 0 9 0 0 300 12.750 0.41 29.56 0 0 0| 0 74 0 0 320 6.750 0.26 28.94 0 0 0| 0 0 0 0 340 3.500 0.15 28.59 0 0 0| 0 7 0 0 360 0.750 0.04 28.76 0 0 0| 0 0 0 0 400 Total 0 0 0| 0 90 0 0 Indicative a-t-m Vol 31.17 Underlying Price 304.200 Time to expiry: 191 Days Mar 11 70.750 0.87 33.71 0 0 0| 0 0 0 0 240 55.500 0.79 33.20 0 0 0| 0 0 0 0 260 41.750 0.69 32.45 0 0 0| 0 0 0 0 280 30.250 0.58 31.39 0 0 0| 0 2 0 0 300 20.750 0.46 30.52 0 0 0| 0 0 0 0 320 14.000 0.35 30.05 0 0 0| 0 0 0 0 340 9.000 0.25 29.55 0 0 0| 0 15 0 0 360 Total 0 0 0| 0 17 0 0 Total Calls 0 0 0| 0 165 0 0 | Equity Options 21:53 Business Day Wed 8 Sep 2010 Previous Business Day Tue 7 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 30.12 Underlying Price 304.200 Time to expiry: 9 Days Sep 10 CAB 0.00 49.36 0 0 0| 0 0 0 0 220 CAB 0.00 46.90 0 0 0| 0 0 0 0 230 CAB 0.00 43.21 0 0 0| 0 70 0 0 240 CAB 0.00 34.61 0 0 0| 0 217 0 0 260 CAB -0.01 31.53 0 0 0| 0 0 0 0 270 0.500 -0.06 33.71 0 0 0| 0 3 0 0 280 1.500 -0.18 32.23 0 0 0| 0 0 0 0 290 4.250 -0.38 30.81 0 0 0| 0 0 0 0 300 9.250 -0.64 29.44 0 0 0| 0 0 0 0 310 17.500 -0.81 33.87 0 0 0| 0 10 0 0 320 26.500 -0.91 36.35 0 0 0| 0 0 0 0 330 36.250 -0.95 40.84 0 0 0| 0 0 0 0 340 55.750 -0.99 43.78 0 0 0| 0 0 0 0 360 75.750 -1.00 48.92 0 0 0| 0 0 0 0 380 95.750 -1.00 51.78 0 0 0| 0 0 0 0 400 Total 0 0 0| 0 300 0 0 Indicative a-t-m Vol 29.57 Underlying Price 304.200 Time to expiry: 100 Days Dec 10 2.250 -0.08 34.59 0 0 0| 0 4 0 0 240 5.000 -0.16 33.60 0 0 0| 0 0 0 0 260 9.500 -0.28 31.65 0 0 0| 0 3 0 0 280 16.500 -0.43 29.63 0 0 0| 0 0 0 0 300 27.750 -0.60 29.38 0 0 0| 0 25 0 0 320 42.000 -0.74 28.70 0 0 0| 0 0 0 0 340 58.750 -0.85 28.81 0 0 0| 0 0 0 0 360 96.750 -0.94 32.04 0 0 0| 0 0 0 0 400 Total 0 0 0| 0 32 0 0 Indicative a-t-m Vol 30.91 Underlying Price 304.200 Time to expiry: 191 Days Mar 11 6.250 -0.14 34.85 0 0 0| 0 6 0 0 240 10.500 -0.22 33.69 0 0 0| 0 0 0 0 260 16.500 -0.31 32.48 0 0 0| 0 140 0 0 280 24.500 -0.42 31.04 0 0 0| 0 15 0 0 300 35.500 -0.54 30.49 0 0 0| 0 0 0 0 320 48.250 -0.65 29.73 0 0 0| 0 0 0 0 340 64.000 -0.75 30.06 0 0 0| 0 0 0 0 360 Total 0 0 0| 0 161 0 0 Total Puts 0 0 0| 0 493 0 0 Grand Total 0 5,400 5,400| 0 6,898 0 0 Equity Options 21:53 Business Day Wed 8 Sep 2010 Previous Business Day Tue 7 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 23.64 Underlying Price 292.500 Time to expiry: 9 Days Sep 10 72.500 1.00 38.21 0 0 0| 0 0 0 0 220 62.500 1.00 36.12 0 0 0| 0 0 0 0 230 52.500 1.00 35.18 0 0 0| 0 30 0 0 240 42.500 1.00 32.14 0 0 0| 0 0 0 0 250 32.500 0.99 29.85 0 0 0| 0 20 0 0 260 22.750 0.97 27.04 0 0 0| 0 4 0 0 270 11.750 13.500 0.86 24.52 11.750 11.750 0 0 5| 0 1,527 0 0 280 6.000 0.60 23.73 0 0 0| 0 45 0 0 290 1.750 0.26 23.43 0 0 0| 0 112 0 0 300 CAB 0.01 21.53 0 0 0| 0 22 0 0 320 CAB 0.00 21.22 0 0 0| 0 0 0 0 340 CAB 0.00 23.61 0 0 0| 0 0 0 0 360 Total 0 0 5| 0 1,760 0 0 Indicative a-t-m Vol 16.76 Underlying Price 292.500 Time to expiry: 37 Days Oct 10 62.500 1.00 26.51 0 0 0| 0 0 0 0 230 52.750 1.00 24.61 0 0 0| 0 0 0 0 240 32.750 0.98 20.19 0 0 0| 0 0 0 0 260 23.250 0.91 19.88 0 0 0| 0 15 0 0 270 14.500 0.79 18.19 0 0 0| 0 10 0 0 280 5.750 7.500 0.58 16.93 7.250 5.750 0 0 18| 0 18 0 0 290 3.000 0.32 16.38 0 0 0| 10 120 +10 0 300 0.250 0.04 16.35 0 0 0| 0 0 0 0 320 CAB 0.00 17.34 0 0 0| 0 0 0 0 340 Total 0 0 18| 10 163 +10 0 Indicative a-t-m Vol 17.90 Underlying Price 292.500 Time to expiry: 72 Days Nov 10 52.750 1.00 15.34 0 0 0| 0 0 0 0 240 33.250 0.94 19.47 0 0 0| 0 0 0 0 260 16.500 0.71 18.63 0 0 0| 0 0 0 0 280 10.250 0.55 18.04 0 0 0| 0 0 0 0 290 5.750 0.38 17.56 0 0 0| 0 12 0 0 300 1.250 0.11 16.59 0 0 0| 0 0 0 0 320 0.500 0.04 19.36 0 0 0| 0 0 0 0 340 Total 0 0 0| 0 12 0 0 Indicative a-t-m Vol 18.07 Underlying Price 292.500 Time to expiry: 100 Days Dec 10 73.250 0.96 35.18 0 0 0| 0 0 0 0 220 52.750 0.97 22.45 0 0 0| 0 35 0 0 240 34.000 0.89 20.35 0 0 0| 0 11 0 0 260 18.000 0.68 18.77 0 0 0| 0 65 0 0 280 7.500 0.40 17.70 0 0 0| 0 2,070 0 0 300 2.000 0.16 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| 0 2,185 0 0 Equity Options 21:53 Business Day Wed 8 Sep 2010 Previous Business Day Tue 7 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 18.07 Underlying Price 292.500 Time to expiry: 191 Days Mar 11 73.500 0.95 25.77 0 0 0| 0 0 0 0 220 54.500 0.90 22.46 0 0 0| 0 2 0 0 240 37.000 0.81 20.12 0 0 0| 0 0 0 0 260 22.250 0.65 18.58 0 0 0| 0 74 0 0 280 11.750 0.45 17.80 0 0 0| 0 20 0 0 300 5.250 0.25 17.21 0 0 0| 0 6 0 0 320 1.000 0.06 17.59 0 0 0| 0 0 0 0 360 Total 0 0 0| 0 102 0 0 Total Calls 0 0 23| 10 4,222 +10 0 | Equity Options 21:53 Business Day Wed 8 Sep 2010 Previous Business Day Tue 7 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 21.87 Underlying Price 292.500 Time to expiry: 9 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 28.37 0 0 0| 0 31 0 0 270 1.500 1.250 -0.16 27.20 1.500 1.500 0 0 20| 0 603 0 0 280 3.000 -0.40 22.07 0 0 0| 0 55 0 0 290 9.000 -0.76 21.39 0 0 0| 0 129 0 0 300 27.500 -1.00 21.84 0 0 0| 0 24 0 0 320 47.500 -1.00 21.72 0 0 0| 0 0 0 0 340 67.500 -1.00 23.65 0 0 0| 0 23 0 0 360 Total 0 0 20| 0 1,139 0 0 Indicative a-t-m Vol 17.32 Underlying Price 292.500 Time to expiry: 37 Days Oct 10 0.250 -0.01 34.44 0 0 0| 0 0 0 0 230 0.250 -0.02 29.13 0 0 0| 0 7 0 0 240 0.500 -0.05 21.71 0 0 0| 0 0 0 0 260 1.250 -0.12 20.55 0 0 0| 0 71 0 0 270 2.750 -0.25 18.89 0 0 0| 0 10 0 0 280 5.750 -0.45 17.36 0 0 0| 0 0 0 0 290 11.750 -0.69 17.25 0 0 0| 0 0 0 0 300 29.250 -0.93 19.40 0 0 0| 0 0 0 0 320 48.750 -0.99 20.86 0 0 0| 0 0 0 0 340 Total 0 0 0| 0 88 0 0 Indicative a-t-m Vol 17.79 Underlying Price 292.500 Time to expiry: 72 Days Nov 10 0.250 -0.02 22.19 0 0 0| 0 0 0 0 240 1.250 -0.10 20.88 0 0 0| 0 0 0 0 260 4.750 -0.30 18.76 0 0 0| 0 51 0 0 280 8.500 -0.46 18.02 0 0 0| 0 5 0 0 290 14.000 -0.63 17.25 0 0 0| 0 0 0 0 300 29.500 -0.90 16.19 0 0 0| 0 0 0 0 320 48.750 -0.97 19.13 0 0 0| 0 0 0 0 340 Total 0 0 0| 0 56 0 0 Indicative a-t-m Vol 17.74 Underlying Price 292.500 Time to expiry: 100 Days Dec 10 0.250 -0.02 27.08 0 0 0| 0 64 0 0 220 0.750 -0.05 23.04 0 0 0| 0 40 0 0 240 2.000 -0.13 20.02 0 0 0| 0 540 0 0 260 6.000 -0.32 18.42 0 0 0| 0 163 0 0 280 15.500 -0.60 17.37 0 0 0| 0 10 0 0 300 30.250 -0.85 16.84 0 0 0| 0 5 0 0 320 68.500 -0.99 17.84 0 0 0| 0 13 0 0 360 Total 0 0 0| 0 835 0 0 Equity Options 21:53 Business Day Wed 8 Sep 2010 Previous Business Day Tue 7 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 17.75 Underlying Price 292.500 Time to expiry: 191 Days Mar 11 1.000 -0.05 24.92 0 0 0| 0 0 0 0 220 2.250 -0.09 22.13 0 0 0| 0 152 0 0 240 4.500 -0.19 19.87 0 0 0| 0 110 0 0 260 10.000 -0.35 18.45 0 0 0| 0 86 0 0 280 19.000 -0.56 17.38 0 0 0| 0 69 0 0 300 33.000 -0.75 17.29 0 0 0| 0 2 0 0 320 68.750 -0.96 17.07 0 0 0| 0 0 0 0 360 Total 0 0 0| 0 419 0 0 Total Puts 0 0 20| 0 2,537 0 0 Grand Total 0 7,560 7,603| 10 15,495 +10 0 Equity Options 21:53 Business Day Wed 8 Sep 2010 Previous Business Day Tue 7 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 16.26 Underlying Price 548.000 Time to expiry: 9 Days Sep 10 116.000 1.00 48.86 0 0 0| 0 0 0 0 432 80.000 1.00 32.27 0 0 0| 0 31 0 0 468 68.000 1.00 28.33 0 0 0| 0 0 0 0 480 48.000 0.99 22.22 0 0 0| 0 0 0 0 500 44.250 0.99 23.42 0 0 0| 0 634 0 0 504 28.000 1.00 11.45 0 0 0| 0 0 0 0 520 9.500 10.500 0.72 15.77 10.500 9.500 0 0 220| 0 1,401 0 0 540 2.000 0.23 16.99 0 0 0| 0 30 0 0 560 0.500 0.06 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 0 220| 0 2,534 0 0 Indicative a-t-m Vol 16.69 Underlying Price 548.000 Time to expiry: 100 Days Dec 10 116.750 0.99 21.26 0 0 0| 0 18 0 0 432 81.750 0.96 20.39 0 0 0| 0 8 0 0 468 70.500 0.93 19.72 0 0 0| 0 0 0 0 480 52.250 0.86 18.77 0 0 0| 0 0 0 0 500 48.750 0.85 18.45 0 0 0| 0 94 0 0 504 36.000 0.75 17.72 0 0 0| 0 51 0 0 520 21.500 22.250 0.60 16.97 21.500 21.500 0 0 8| 0 301 0 0 540 11.250 12.250 0.41 16.27 11.250 S 11.250 S 0 0 1| 1 210 +1 0 560 7.500 0.29 16.35 0 0 0| 0 1,063 0 0 575 2.000 0.10 16.92 0 0 0| 0 274 0 0 611 1.000 0.05 19.66 0 0 0| 0 6 0 0 647 Total 0 0 9| 1 2,025 +1 0 Indicative a-t-m Vol 18.01 Underlying Price 548.000 Time to expiry: 191 Days Mar 11 110.000 0.96 23.68 0 0 0| 0 0 0 0 440 91.000 0.92 22.31 0 0 0| 0 5 0 0 460 73.000 0.87 21.07 0 0 0| 0 17 0 0 480 41.250 0.69 19.19 0 0 0| 0 22 0 0 520 28.500 0.56 18.29 0 0 0| 0 300 0 0 540 18.750 0.43 17.60 0 0 0| 32 42 +2 0 560 7.250 0.21 17.08 0 0 0| 0 0 0 0 600 2.250 0.08 16.63 0 0 0| 0 0 0 0 640 Total 0 0 0| 32 386 +2 0 Total Calls 0 0 229| 33 4,945 +3 0 | Equity Options 21:53 Business Day Wed 8 Sep 2010 Previous Business Day Tue 7 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 17.28 Underlying Price 548.000 Time to expiry: 9 Days Sep 10 CAB 0.00 29.66 0 0 0| 0 59 0 0 432 0.750 CAB 0.00 25.20 0.750 0.750 0 0 2| 0 1,865 0 0 468 CAB 0.00 23.58 0 0 0| 0 0 0 0 480 CAB 0.00 20.34 0 0 0| 0 0 0 0 500 CAB -0.01 20.74 0 0 0| 0 275 0 0 504 0.250 -0.04 18.59 0 0 0| 0 0 0 0 520 3.500 3.250 -0.30 17.98 3.500 3.500 0 0 3| 0 1,243 0 0 540 13.750 -0.79 16.22 0 0 0| 0 0 0 0 560 27.250 -0.95 18.02 0 0 0| 0 342 0 0 575 63.000 -1.00 2.00 0 0 0| 0 0 0 0 611 99.000 -1.00 2.00 0 0 0| 0 0 0 0 647 171.000 -1.00 53.40 0 0 0| 0 0 0 0 719 Total 0 0 5| 0 3,784 0 0 Indicative a-t-m Vol 17.94 Underlying Price 548.000 Time to expiry: 100 Days Dec 10 1.500 -0.05 25.75 0 0 0| 0 74 0 0 432 3.750 -0.12 22.75 0 0 0| 0 116 0 0 468 5.000 -0.15 21.68 0 0 0| 0 10 0 0 480 8.250 -0.24 20.06 0 0 0| 0 15 0 0 500 9.250 -0.26 19.84 0 0 0| 0 235 0 0 504 14.500 14.000 -0.36 18.89 14.500 14.000 0 0 5| 175 225 +175 0 520 23.500 22.500 -0.51 18.00 23.500 23.500 0 0 10| 0 220 0 0 540 34.750 -0.66 17.84 0 0 0| 0 10 0 0 560 46.000 -0.76 18.15 0 0 0| 0 603 0 0 575 77.750 -0.89 19.46 0 0 0| 0 0 0 0 611 113.000 -0.93 23.75 0 0 0| 0 2 0 0 647 Total 0 0 15| 175 1,510 +175 0 Indicative a-t-m Vol 18.99 Underlying Price 548.000 Time to expiry: 191 Days Mar 11 6.500 -0.12 25.47 0 0 0| 0 36 0 0 440 8.500 -0.16 23.77 0 0 0| 0 1 0 0 460 11.500 11.750 -0.22 22.26 11.500 11.500 0 0 1| 0 302 0 0 480 22.750 -0.39 19.98 0 0 0| 0 32 0 0 520 31.250 -0.49 19.18 0 0 0| 0 11 0 0 540 42.500 -0.60 18.69 0 0 0| 0 22 0 0 560 71.750 -0.78 18.55 0 0 0| 0 0 0 0 600 107.500 -0.89 19.46 0 0 0| 0 0 0 0 640 Total 0 0 1| 0 404 0 0 Total Puts 0 0 21| 175 5,698 +175 0 Grand Total 0 5,580 5,830| 208 17,091 +178 0 Equity Options 21:53 Business Day Wed 8 Sep 2010 Previous Business Day Tue 7 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 32.98 Underlying Price 2039.000 Time to expiry: 9 Days Sep 10 439.500 1.00 47.33 0 0 0| 0 0 0 0 1600 339.500 0.99 44.47 0 0 0| 0 5 0 0 1700 241.000 0.97 40.11 0 0 0| 0 12 0 0 1800 146.000 0.89 36.10 0 0 0| 0 4 0 0 1900 104.000 0.79 35.00 0 0 0| 0 0 0 0 1950 67.000 0.65 33.54 0 0 0| 0 275 0 0 2000 20.000 0.30 32.10 0 0 0| 3 51 0 0 2100 3.000 0.06 29.75 0 0 0| 0 665 0 0 2200 CAB 0.01 29.74 0 0 0| 0 53 0 0 2300 CAB 0.00 30.16 0 0 0| 0 309 0 0 2400 CAB 0.00 30.97 0 0 0| 0 9 0 0 2600 CAB 0.00 31.38 0 0 0| 0 30 0 0 2800 Total 0 0 0| 3 1,413 0 0 Indicative a-t-m Vol 31.26 Underlying Price 2039.000 Time to expiry: 100 Days Dec 10 458.000 0.91 38.78 0 0 0| 0 0 0 0 1600 369.000 0.86 36.61 0 0 0| 0 0 0 0 1700 285.500 0.79 34.51 0 0 0| 0 8 0 0 1800 213.000 0.70 33.23 0 0 0| 0 10 0 0 1900 149.000 0.58 31.62 0 0 0| 0 242 0 0 2000 63.000 0.33 29.75 0 0 0| 0 248 0 0 2200 20.500 0.14 28.32 0 0 0| 0 177 0 0 2400 5.500 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 30.64 Underlying Price 2039.000 Time to expiry: 191 Days Mar 11 473.000 0.87 35.34 0 0 0| 0 0 0 0 1600 318.500 0.74 33.29 0 0 0| 0 9 0 0 1800 251.000 0.66 32.06 0 0 0| 0 0 0 0 1900 192.500 0.57 30.97 0 0 0| 0 3 0 0 2000 104.000 0.39 29.29 0 0 0| 0 3 0 0 2200 49.000 0.23 27.68 0 0 0| 0 0 0 0 2400 10.500 0.06 27.55 0 0 0| 0 13 0 0 2800 Total 0 0 0| 0 28 0 0 Total Calls 0 0 0| 3 2,181 0 0 | Equity Options 21:53 Business Day Wed 8 Sep 2010 Previous Business Day Tue 7 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 31.84 Underlying Price 2039.000 Time to expiry: 9 Days Sep 10 CAB 0.00 42.36 0 0 0| 0 28 0 0 1600 CAB 0.00 41.18 0 0 0| 0 15 0 0 1700 1.000 -0.02 38.12 0 0 0| 0 58 0 0 1800 6.500 -0.11 35.84 0 0 0| 0 22 0 0 1900 14.000 -0.21 34.39 0 0 0| 3 6 0 0 1950 31.000 26.500 -0.35 32.67 31.000 31.000 0 0 3| 0 443 0 0 2000 82.000 79.000 -0.71 30.55 82.000 82.000 0 0 3| 8 53 0 0 2100 163.500 -0.93 30.13 0 0 0| 0 506 0 0 2200 261.000 -0.99 30.66 0 0 0| 0 3 0 0 2300 361.000 -1.00 30.78 0 0 0| 0 0 0 0 2400 561.000 -1.00 32.89 0 0 0| 0 3 0 0 2600 761.000 -1.00 34.89 0 0 0| 0 0 0 0 2800 Total 0 0 6| 11 1,137 0 0 Indicative a-t-m Vol 30.93 Underlying Price 2039.000 Time to expiry: 100 Days Dec 10 19.500 -0.10 37.14 0 0 0| 0 5 0 0 1600 32.500 -0.15 35.25 0 0 0| 0 160 0 0 1700 53.500 -0.23 34.11 0 0 0| 0 37 0 0 1800 82.500 -0.33 32.65 0 0 0| 0 14 0 0 1900 121.500 -0.44 31.28 0 0 0| 8 751 0 0 2000 239.000 -0.68 29.46 0 0 0| 0 79 0 0 2200 398.500 -0.86 28.26 0 0 0| 0 12 0 0 2400 586.000 -0.94 29.09 0 0 0| 0 0 0 0 2600 781.500 -0.97 30.73 0 0 0| 0 0 0 0 2800 Total 0 0 0| 8 1,058 0 0 Indicative a-t-m Vol 30.66 Underlying Price 2039.000 Time to expiry: 191 Days Mar 11 45.500 -0.15 35.64 0 0 0| 0 26 0 0 1600 93.000 -0.27 33.33 0 0 0| 0 19 0 0 1800 126.500 -0.35 32.14 0 0 0| 0 6 0 0 1900 167.500 -0.43 30.99 0 0 0| 0 16 0 0 2000 279.000 -0.62 29.30 0 0 0| 0 3 0 0 2200 424.500 -0.78 27.76 0 0 0| 0 1 0 0 2400 786.500 -0.94 27.53 0 0 0| 0 0 0 0 2800 Total 0 0 0| 0 71 0 0 Total Puts 0 0 6| 19 2,266 0 0 Grand Total 0 5,040 5,046| 22 10,271 0 0 Equity Options 21:53 Business Day Wed 8 Sep 2010 Previous Business Day Tue 7 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: 166 Days Mar 08 CAB 0.00 198.38 0 0 0| 0 0 0 0 48 CAB 0.00 189.88 0 0 0| 0 5 0 0 64 CAB 0.00 183.07 0 0 0| 0 0 0 0 72 CAB 0.00 177.14 0 0 0| 0 0 0 0 80 CAB 0.00 174.15 0 0 0| 0 2 0 0 84 CAB 0.00 171.19 0 0 0| 0 9 0 0 88 CAB 0.00 162.50 0 0 0| 0 111 0 0 100 CAB 0.00 153.38 0 0 0| 0 125 0 0 120 CAB 0.00 144.76 0 0 0| 0 156 0 0 140 CAB 0.00 141.41 0 0 0| 0 26 0 0 150 CAB 0.00 138.26 0 0 0| 0 0 0 0 160 CAB 0.00 135.76 0 0 0| 0 10 0 0 170 CAB 0.00 133.76 0 0 0| 0 2 0 0 180 CAB 0.00 132.66 0 0 0| 0 16 0 0 190 CAB 0.00 132.30 0 0 0| 0 168 0 0 200 CAB 0.00 131.30 0 0 0| 0 0 0 0 210 CAB 0.00 130.55 0 0 0| 0 135 0 0 220 CAB 0.00 129.29 0 0 0| 0 86 0 0 240 CAB 0.00 128.17 0 0 0| 0 174 0 0 260 CAB 0.00 128.17 0 0 0| 0 45 0 0 280 CAB 0.00 128.27 0 0 0| 0 282 0 0 300 CAB 0.00 128.37 0 0 0| 0 50 0 0 320 CAB 0.00 128.77 0 0 0| 0 20 0 0 340 CAB 0.00 128.97 0 0 0| 0 111 0 0 360 CAB 0.00 127.30 0 0 0| 0 11 0 0 380 CAB 0.00 124.49 0 0 0| 0 3 0 0 420 CAB 0.00 124.42 0 0 0| 0 5 0 0 440 CAB 0.00 125.07 0 0 0| 0 4 0 0 460 CAB 0.00 124.99 0 0 0| 0 10 0 0 480 CAB 0.00 124.94 0 0 0| 0 13 0 0 500 CAB 0.00 124.17 0 0 0| 0 3 0 0 520 CAB 0.00 125.99 0 0 0| 0 13 0 0 560 CAB 0.00 125.37 0 0 0| 0 19 0 0 600 CAB 0.00 124.37 0 0 0| 0 0 0 0 620 CAB 0.00 125.06 0 0 0| 0 505 0 0 640 CAB 0.00 125.06 0 0 0| 0 30 0 0 680 CAB 0.00 125.66 0 0 0| 0 659 0 0 720 CAB 0.00 128.40 0 0 0| 0 45 0 0 760 CAB 0.00 128.11 0 0 0| 0 127 0 0 800 CAB 0.00 127.50 0 0 0| 0 1 0 0 840 CAB 0.00 127.41 0 0 0| 0 2 0 0 850 CAB 0.00 127.27 0 0 0| 0 10 0 0 880 CAB 0.00 127.27 0 0 0| 0 20 0 0 920 CAB 0.00 125.62 0 0 0| 0 20 0 0 1000 CAB 0.00 126.24 0 0 0| 0 5 0 0 1100 Total 0 0 0| 0 3,038 0 0 Equity Options 21:53 Business Day Wed 8 Sep 2010 Previous Business Day Tue 7 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: 167 Days Jun 08 CAB 0.00 139.96 0 0 0| 0 3 0 0 60 CAB 0.00 137.96 0 0 0| 0 0 0 0 80 CAB 0.00 136.96 0 0 0| 0 0 0 0 88 CAB 0.00 134.96 0 0 0| 0 17 0 0 110 CAB 0.00 133.96 0 0 0| 0 0 0 0 120 CAB 0.00 132.46 0 0 0| 0 0 0 0 130 CAB 0.00 131.46 0 0 0| 0 0 0 0 140 CAB 0.00 129.96 0 0 0| 0 20 0 0 150 CAB 0.00 128.33 0 0 0| 0 6 0 0 160 CAB 0.00 126.87 0 0 0| 0 0 0 0 170 CAB 0.00 125.95 0 0 0| 0 3 0 0 180 CAB 0.00 128.96 0 0 0| 0 52 0 0 220 CAB 0.00 128.96 0 0 0| 0 137 0 0 240 Total 0 0 0| 0 238 0 0 Total Calls 0 0 0| 0 3,276 0 0 | Equity Options 21:53 Business Day Wed 8 Sep 2010 Previous Business Day Tue 7 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: 166 Days Mar 08 28.000 -1.00 210.40 0 0 0| 0 5 0 0 48 44.000 -1.00 202.90 0 0 0| 0 0 0 0 64 52.000 -1.00 197.03 0 0 0| 0 10 0 0 72 60.000 -1.00 191.48 0 0 0| 0 281 0 0 80 64.000 -1.00 188.58 0 0 0| 0 0 0 0 84 68.000 -1.00 185.48 0 0 0| 0 62 0 0 88 80.000 -1.00 176.55 0 0 0| 0 71 0 0 100 100.000 -1.00 166.21 0 0 0| 0 54 0 0 120 120.000 -1.00 158.56 0 0 0| 0 330 0 0 140 130.000 -1.00 153.88 0 0 0| 0 33 0 0 150 140.000 -1.00 149.27 0 0 0| 0 21 0 0 160 150.000 -1.00 145.68 0 0 0| 0 188 0 0 170 160.000 -1.00 143.10 0 0 0| 0 51 0 0 180 170.000 -1.00 141.37 0 0 0| 0 3 0 0 190 180.000 -1.00 140.94 0 0 0| 0 86 0 0 200 190.000 -1.00 138.80 0 0 0| 0 25 0 0 210 200.000 -1.00 138.62 0 0 0| 0 51 0 0 220 220.000 -1.00 135.53 0 0 0| 0 0 0 0 240 240.000 -1.00 133.56 0 0 0| 0 10 0 0 260 260.000 -1.00 132.36 0 0 0| 0 7 0 0 280 280.000 -1.00 131.33 0 0 0| 0 33 0 0 300 300.000 -1.00 129.42 0 0 0| 0 0 0 0 320 320.000 -1.00 128.45 0 0 0| 0 0 0 0 340 340.000 -1.00 128.15 0 0 0| 0 0 0 0 360 360.000 -1.00 126.84 0 0 0| 0 5 0 0 380 400.000 -1.00 126.91 0 0 0| 0 0 0 0 420 420.000 -1.00 128.53 0 0 0| 0 3 0 0 440 440.000 -1.00 128.53 0 0 0| 0 0 0 0 460 460.000 -1.00 127.95 0 0 0| 0 11 0 0 480 480.000 -1.00 129.12 0 0 0| 0 0 0 0 500 500.000 -1.00 130.58 0 0 0| 0 4 0 0 520 540.000 -1.00 129.70 0 0 0| 0 10 0 0 560 580.000 -1.00 127.66 0 0 0| 0 0 0 0 600 600.000 -1.00 127.37 0 0 0| 0 249 0 0 620 620.000 -1.00 127.66 0 0 0| 0 60 0 0 640 660.000 -1.00 127.37 0 0 0| 0 20 0 0 680 700.000 -1.00 128.24 0 0 0| 0 0 0 0 720 740.000 -1.00 127.37 0 0 0| 0 9 0 0 760 780.000 -1.00 130.28 0 0 0| 0 0 0 0 800 820.000 -1.00 127.95 0 0 0| 0 0 0 0 840 830.000 -1.00 128.83 0 0 0| 0 0 0 0 850 860.000 -1.00 127.95 0 0 0| 0 5 0 0 880 900.000 -1.00 128.53 0 0 0| 0 0 0 0 920 980.000 -1.00 126.49 0 0 0| 0 4 0 0 1000 1080.000 -1.00 128.53 0 0 0| 0 0 0 0 1100 Total 0 0 0| 0 1,701 0 0 Equity Options 21:53 Business Day Wed 8 Sep 2010 Previous Business Day Tue 7 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: 167 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 10,440 10,440| 0 17,733 0 0 Equity Options 21:53 Business Day Wed 8 Sep 2010 Previous Business Day Tue 7 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 31.06 Underlying Price 134.700 Time to expiry: 9 Days Sep 10 54.750 1.00 95.46 0 0 0| 0 0 0 0 80 46.750 1.00 83.91 0 0 0| 0 25 0 0 88 42.750 1.00 76.56 0 0 0| 0 0 0 0 92 38.750 1.00 70.61 0 0 0| 0 0 0 0 96 34.750 1.00 62.56 0 0 0| 0 44 0 0 100 24.750 0.99 51.12 0 0 0| 0 65 0 0 110 14.750 0.96 39.57 0 0 0| 0 5 0 0 120 5.750 0.76 31.36 0 0 0| 0 221 0 0 130 1.000 0.23 30.75 0 0 0| 0 320 0 0 140 CAB 0.02 32.27 0 0 0| 0 0 0 0 150 CAB 0.00 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| 0 680 0 0 Indicative a-t-m Vol 31.64 Underlying Price 134.700 Time to expiry: 100 Days Dec 10 47.000 0.97 50.25 0 0 0| 0 0 0 0 88 39.250 0.95 45.41 0 0 0| 0 0 0 0 96 35.500 0.93 43.97 0 0 0| 0 0 0 0 100 26.250 0.87 38.67 0 0 0| 0 20 0 0 110 18.000 0.76 35.38 0 0 0| 0 120 0 0 120 14.500 0.69 34.55 0 0 0| 0 0 0 0 125 11.250 0.61 32.75 0 0 0| 0 1 0 0 130 6.000 0.42 30.53 0 0 0| 17 139 +17 0 140 3.000 0.26 29.98 0 0 0| 0 0 0 0 150 1.250 0.14 29.13 0 0 0| 0 0 0 0 160 Total 0 0 0| 17 280 +17 0 Indicative a-t-m Vol 31.71 Underlying Price 134.700 Time to expiry: 191 Days Mar 11 47.500 0.94 42.90 0 0 0| 0 0 0 0 88 40.250 0.90 41.01 0 0 0| 0 0 0 0 96 36.750 0.88 39.72 0 0 0| 0 5 0 0 100 28.500 0.81 37.34 0 0 0| 0 10 0 0 110 21.000 0.72 34.90 0 0 0| 0 20 0 0 120 14.500 0.60 32.38 0 0 0| 0 20 0 0 130 9.500 0.47 31.05 0 0 0| 0 9 0 0 140 5.750 0.34 29.56 0 0 0| 0 0 0 0 150 3.250 0.23 28.65 0 0 0| 0 0 0 0 160 Total 0 0 0| 0 64 0 0 Total Calls 0 0 0| 17 1,024 +17 0 | Equity Options 21:53 Business Day Wed 8 Sep 2010 Previous Business Day Tue 7 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 34.53 Underlying Price 134.700 Time to expiry: 9 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 -0.04 41.91 0 0 0| 0 150 0 0 120 1.000 -0.25 32.52 0 0 0| 0 0 0 0 130 6.500 -0.73 36.54 0 0 0| 0 5 0 0 140 15.500 -0.93 44.09 0 0 0| 0 0 0 0 150 25.500 -0.95 60.97 0 0 0| 0 5 0 0 160 45.250 -1.00 56.54 0 0 0| 0 0 0 0 180 Total 0 0 0| 0 495 0 0 Indicative a-t-m Vol 31.87 Underlying Price 134.700 Time to expiry: 100 Days Dec 10 CAB -0.01 36.66 0 0 0| 0 0 0 0 88 0.500 -0.04 39.50 0 0 0| 0 0 0 0 96 1.000 -0.07 39.75 0 0 0| 0 31 0 0 100 2.250 -0.14 38.41 0 0 0| 0 34 0 0 110 4.250 -0.25 35.86 0 0 0| 0 0 0 0 120 5.500 -0.32 33.88 0 0 0| 0 0 0 0 125 7.250 -0.40 32.99 0 0 0| 0 76 0 0 130 12.250 -0.58 30.76 0 0 0| 0 34 0 0 140 19.000 -0.75 29.09 0 0 0| 0 0 0 0 150 27.500 -0.86 29.40 0 0 0| 0 20 0 0 160 Total 0 0 0| 0 195 0 0 Indicative a-t-m Vol 32.35 Underlying Price 134.700 Time to expiry: 191 Days Mar 11 1.500 -0.07 43.27 0 0 0| 0 0 0 0 88 2.250 -0.10 40.97 0 0 0| 0 4 0 0 96 2.500 -0.12 39.62 0 0 0| 0 0 0 0 100 4.500 -0.19 37.32 0 0 0| 0 0 0 0 110 7.000 -0.29 35.34 0 0 0| 0 0 0 0 120 10.500 -0.40 32.51 0 0 0| 0 10 0 0 130 15.750 -0.53 32.19 0 0 0| 0 10 0 0 140 22.000 -0.66 30.50 0 0 0| 0 0 0 0 150 29.500 -0.77 29.67 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 5,580 5,580| 17 8,186 +17 0 Equity Options 21:53 Business Day Wed 8 Sep 2010 Previous Business Day Tue 7 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 46.49 Underlying Price 288.300 Time to expiry: 9 Days Sep 10 128.250 1.00 69.16 0 0 0| 0 0 0 0 160 108.250 1.00 62.67 0 0 0| 0 0 0 0 180 88.250 1.00 59.20 0 0 0| 0 0 0 0 200 78.250 1.00 57.47 0 0 0| 0 0 0 0 210 68.250 1.00 56.45 0 0 0| 0 0 0 0 220 58.500 1.00 53.87 0 0 0| 0 0 0 0 230 48.500 0.99 51.66 0 0 0| 0 0 0 0 240 29.500 0.91 49.03 0 0 0| 0 2 0 0 260 13.500 0.66 46.75 0 0 0| 0 2,460 0 0 280 4.250 0.32 46.17 0 0 0| 0 0 0 0 300 1.000 0.09 45.94 0 0 0| 0 50 0 0 320 CAB 0.01 45.26 0 0 0| 0 0 0 0 340 CAB 0.00 44.39 0 0 0| 0 0 0 0 360 CAB 0.00 43.88 0 0 0| 0 2,792 0 0 380 CAB 0.00 43.12 0 0 0| 0 495 0 0 400 Total 0 0 0| 0 5,799 0 0 Indicative a-t-m Vol 53.55 Underlying Price 288.300 Time to expiry: 100 Days Dec 10 129.500 0.98 61.37 0 0 0| 0 0 0 0 160 110.500 0.96 58.39 0 0 0| 0 0 0 0 180 92.250 0.92 56.08 0 0 0| 0 0 0 0 200 75.750 0.86 55.41 0 0 0| 0 1 0 0 220 60.500 0.79 54.52 0 0 0| 0 46 0 0 240 36.500 0.60 53.69 0 0 0| 0 0 0 0 280 20.500 0.41 53.04 0 0 0| 0 700 0 0 320 15.250 0.33 53.71 0 0 0| 0 0 0 0 340 11.250 0.26 53.74 0 0 0| 0 4 0 0 360 6.750 0.17 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 21:53 Business Day Wed 8 Sep 2010 Previous Business Day Tue 7 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 47.94 Underlying Price 288.300 Time to expiry: 9 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 0.00 56.38 0 0 0| 0 0 0 0 220 CAB -0.01 54.91 0 0 0| 0 0 0 0 230 0.250 -0.02 52.70 0 0 0| 0 5 0 0 240 1.250 -0.10 50.10 0 0 0| 0 0 0 0 260 5.500 -0.34 47.94 0 0 0| 0 2 0 0 280 16.250 -0.68 47.94 0 0 0| 0 0 0 0 300 32.750 -0.90 47.72 0 0 0| 0 0 0 0 320 51.750 -0.98 46.42 0 0 0| 0 0 0 0 340 71.750 -1.00 45.34 0 0 0| 0 0 0 0 360 91.750 -1.00 45.12 0 0 0| 0 0 0 0 380 111.750 -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 53.38 Underlying Price 288.300 Time to expiry: 100 Days Dec 10 0.750 -0.02 59.40 0 0 0| 0 0 0 0 160 1.750 -0.04 57.30 0 0 0| 0 0 0 0 180 3.500 -0.08 55.46 0 0 0| 0 0 0 0 200 6.500 -0.14 54.60 0 0 0| 0 0 0 0 220 11.250 -0.21 53.51 0 0 0| 0 101 0 0 240 27.500 -0.40 53.40 0 0 0| 0 2 0 0 280 51.750 -0.59 53.31 0 0 0| 0 0 0 0 320 66.250 -0.67 53.48 0 0 0| 0 0 0 0 340 82.500 -0.74 54.03 0 0 0| 0 0 0 0 360 117.750 -0.83 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 4,500 4,500| 0 11,860 0 0 Equity Options 21:53 Business Day Wed 8 Sep 2010 Previous Business Day Tue 7 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 18.29 Underlying Price 997.000 Time to expiry: 9 Days Sep 10 277.000 1.00 30.55 0 0 0| 0 0 0 0 720 237.000 1.00 30.55 0 0 0| 0 0 0 0 760 197.250 1.00 30.53 0 0 0| 0 0 0 0 800 157.250 1.00 28.96 0 0 0| 0 0 0 0 840 137.250 1.00 26.70 0 0 0| 0 0 0 0 860 117.250 1.00 24.77 0 0 0| 0 0 0 0 880 97.250 1.00 23.62 0 0 0| 0 0 0 0 900 77.250 0.99 22.15 0 0 0| 0 0 0 0 920 57.750 0.96 20.90 0 0 0| 0 126 0 0 940 40.000 0.85 22.41 0 0 0| 0 805 0 0 960 23.750 0.70 20.42 0 0 0| 0 19 0 0 980 10.500 0.47 17.91 0 0 0| 2 388 -2 0 1000 0.500 0.04 17.20 0 0 0| 0 20 0 0 1050 CAB 0.00 20.00 0 0 0| 0 105 0 0 1100 CAB 0.00 22.00 0 0 0| 0 21 0 0 1200 CAB 0.00 22.00 0 0 0| 0 0 0 0 1300 CAB 0.00 22.00 0 0 0| 0 0 0 0 1400 Total 0 0 0| 2 1,484 -2 0 Indicative a-t-m Vol 21.33 Underlying Price 997.000 Time to expiry: 100 Days Dec 10 203.500 0.93 29.73 0 0 0| 0 10 0 0 800 166.250 0.90 27.69 0 0 0| 0 0 0 0 840 131.000 0.84 25.99 0 0 0| 0 330 0 0 880 97.750 0.76 24.15 0 0 0| 0 4 0 0 920 68.500 0.65 22.62 0 0 0| 0 26 0 0 960 44.000 0.52 21.23 0 0 0| 0 33 0 0 1000 9.750 0.18 19.33 0 0 0| 0 108 0 0 1100 1.000 0.03 17.91 0 0 0| 0 15 0 0 1200 CAB 0.00 18.07 0 0 0| 0 0 0 0 1400 Total 0 0 0| 0 526 0 0 Indicative a-t-m Vol 22.40 Underlying Price 997.000 Time to expiry: 191 Days Mar 11 213.250 0.88 28.52 0 0 0| 0 4 0 0 800 178.750 0.84 27.19 0 0 0| 0 0 0 0 840 146.000 0.78 25.79 0 0 0| 0 10 0 0 880 115.500 0.71 24.48 0 0 0| 0 51 0 0 920 88.250 0.63 23.31 0 0 0| 0 43 0 0 960 64.750 0.54 22.32 0 0 0| 0 668 0 0 1000 24.250 0.29 20.28 0 0 0| 0 5 0 0 1100 7.500 0.11 19.58 0 0 0| 0 3 0 0 1200 Total 0 0 0| 0 784 0 0 Total Calls 0 0 0| 2 2,794 -2 0 | Equity Options 21:53 Business Day Wed 8 Sep 2010 Previous Business Day Tue 7 Sep 2010 Page 76 Puts | Block | Opening Settle Delta Vola- Daily Trade Bclear Total | Official **Open Change Exer- Exer Trans Price tility High Low Volume Volume*** Volume | Volume Int cises Price | Pearson plc - STND OPT (PSO) Indicative a-t-m Vol 18.88 Underlying Price 997.000 Time to expiry: 9 Days Sep 10 CAB 0.00 27.67 0 0 0| 0 0 0 0 720 CAB 0.00 27.67 0 0 0| 0 0 0 0 760 CAB 0.00 27.67 0 0 0| 0 4 0 0 800 CAB 0.00 27.67 0 0 0| 0 117 0 0 840 CAB 0.00 27.67 0 0 0| 0 0 0 0 860 CAB 0.00 26.67 0 0 0| 0 13 0 0 880 CAB -0.01 26.26 0 0 0| 0 147 0 0 900 0.250 -0.02 24.84 0 0 0| 0 84 0 0 920 1.000 -0.06 23.60 0 0 0| 0 0 0 0 940 2.500 -0.13 21.06 0 0 0| 0 161 0 0 960 5.750 -0.29 19.31 0 0 0| 0 0 0 0 980 14.000 -0.53 18.81 0 0 0| 0 10 0 0 1000 53.000 -0.99 14.82 0 0 0| 0 0 0 0 1050 103.000 -1.00 17.18 0 0 0| 0 50 0 0 1100 203.000 -1.00 20.85 0 0 0| 0 0 0 0 1200 303.000 -1.00 21.77 0 0 0| 0 0 0 0 1300 403.000 -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 21.40 Underlying Price 997.000 Time to expiry: 100 Days Dec 10 5.000 -0.07 29.89 0 0 0| 0 20 0 0 800 7.750 -0.10 27.91 0 0 0| 0 6 0 0 840 12.500 -0.16 26.22 0 0 0| 0 71 0 0 880 19.250 -0.24 24.38 0 0 0| 0 311 0 0 920 29.250 29.750 -0.35 22.69 29.250 29.250 0 0 2| 3 30 0 0 960 45.250 -0.48 21.30 0 0 0| 0 30 0 0 1000 111.250 -0.82 19.47 0 0 0| 0 0 0 0 1100 204.000 -0.96 20.75 0 0 0| 0 0 0 0 1200 403.750 -0.98 32.92 0 0 0| 0 0 0 0 1400 Total 0 0 2| 3 468 0 0 Indicative a-t-m Vol 22.56 Underlying Price 997.000 Time to expiry: 191 Days Mar 11 13.250 -0.12 28.65 0 0 0| 0 2 0 0 800 18.250 -0.16 27.09 0 0 0| 0 14 0 0 840 25.500 -0.22 25.83 0 0 0| 0 25 0 0 880 35.000 -0.29 24.54 0 0 0| 0 6 0 0 920 47.250 -0.37 23.21 0 0 0| 0 10 0 0 960 64.500 -0.47 22.51 0 0 0| 0 13 0 0 1000 123.500 -0.72 20.29 0 0 0| 0 0 0 0 1100 207.500 -0.90 19.66 0 0 0| 0 0 0 0 1200 Total 0 0 0| 0 70 0 0 Total Puts 0 0 2| 3 1,124 0 0 Grand Total 0 6,120 6,122| 5 10,990 -2 0 Equity Options 21:53 Business Day Wed 8 Sep 2010 Previous Business Day Tue 7 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 43.70 Underlying Price 389.200 Time to expiry: 9 Days Sep 10 89.250 1.00 62.45 0 0 0| 0 0 0 0 300 69.500 0.98 56.23 0 0 0| 0 22 0 0 320 59.750 0.97 53.63 0 0 0| 0 0 0 0 330 50.000 0.95 51.16 0 0 0| 0 0 0 0 340 40.750 0.91 49.54 0 0 0| 0 0 0 0 350 31.750 0.85 47.70 0 0 0| 0 0 0 0 360 23.750 0.76 47.00 0 0 0| 0 0 0 0 370 16.750 0.64 45.36 0 0 0| 0 0 0 0 380 10.750 0.50 43.70 0 0 0| 0 34 0 0 390 6.500 0.36 42.64 0 0 0| 0 32 0 0 400 3.750 0.24 42.39 0 0 0| 0 4 0 0 410 1.750 0.14 41.10 0 0 0| 0 0 0 0 420 0.500 0.05 43.00 0 0 0| 0 20 0 0 440 CAB 0.01 43.00 0 0 0| 0 5 0 0 460 CAB 0.00 43.00 0 0 0| 0 0 0 0 480 CAB 0.00 43.00 0 0 0| 0 13 0 0 520 CAB 0.00 43.00 0 0 0| 0 0 0 0 560 CAB 0.00 43.00 0 0 0| 0 0 0 0 640 Total 0 0 0| 0 130 0 0 Indicative a-t-m Vol 42.53 Underlying Price 389.200 Time to expiry: 100 Days Dec 10 111.000 0.95 43.32 0 0 0| 0 0 0 0 280 76.750 0.84 43.58 0 0 0| 0 0 0 0 320 62.000 0.76 43.40 0 0 0| 0 0 0 0 340 49.250 0.68 43.08 0 0 0| 0 0 0 0 360 38.250 0.58 42.88 0 0 0| 0 0 0 0 380 28.750 0.49 42.18 0 0 0| 0 0 0 0 400 20.750 0.40 41.30 0 0 0| 0 5 0 0 420 14.250 0.31 39.88 0 0 0| 0 3 0 0 440 9.750 0.23 39.05 0 0 0| 0 0 0 0 460 6.250 0.16 38.02 0 0 0| 0 0 0 0 480 2.750 0.09 38.39 0 0 0| 0 5 0 0 520 1.000 0.04 37.44 0 0 0| 0 7 0 0 560 0.250 0.01 38.46 0 0 0| 0 0 0 0 640 Total 0 0 0| 0 20 0 0 Indicative a-t-m Vol 41.20 Underlying Price 389.200 Time to expiry: 191 Days Mar 11 114.250 0.90 41.69 0 0 0| 0 8 0 0 280 83.500 0.79 41.63 0 0 0| 0 0 0 0 320 70.500 0.73 41.73 0 0 0| 0 0 0 0 340 58.750 0.66 41.61 0 0 0| 0 0 0 0 360 48.500 0.59 41.36 0 0 0| 0 0 0 0 380 39.750 0.52 41.04 0 0 0| 0 1 0 0 400 31.500 0.45 40.14 0 0 0| 2 6 +2 0 420 24.500 0.38 39.26 0 0 0| 0 5 0 0 440 Total 0 0 0| 2 20 +2 0 Equity Options 21:53 Business Day Wed 8 Sep 2010 Previous Business Day Tue 7 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 0| 2 170 +2 0 | Equity Options 21:53 Business Day Wed 8 Sep 2010 Previous Business Day Tue 7 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 43.57 Underlying Price 389.200 Time to expiry: 9 Days Sep 10 CAB 0.00 62.00 0 0 0| 0 0 0 0 300 0.250 -0.02 58.00 0 0 0| 0 135 0 0 320 0.500 -0.03 55.00 0 0 0| 0 0 0 0 330 0.750 -0.05 52.57 0 0 0| 0 16 0 0 340 1.250 -0.09 49.28 0 0 0| 0 4 0 0 350 2.500 -0.15 47.49 0 0 0| 0 121 0 0 360 4.500 -0.24 46.85 0 0 0| 0 0 0 0 370 7.500 -0.36 45.22 0 0 0| 0 4 0 0 380 11.500 -0.50 43.57 0 0 0| 0 0 0 0 390 17.250 -0.64 42.51 0 0 0| 0 62 0 0 400 24.500 -0.76 42.23 0 0 0| 0 0 0 0 410 32.500 -0.86 40.86 0 0 0| 0 0 0 0 420 51.250 -0.96 41.34 0 0 0| 0 12 0 0 440 70.750 -0.99 41.44 0 0 0| 0 0 0 0 460 90.750 -1.00 39.58 0 0 0| 0 0 0 0 480 130.750 -1.00 38.74 0 0 0| 0 10 0 0 520 170.750 -1.00 37.94 0 0 0| 0 0 0 0 560 250.750 -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 42.55 Underlying Price 389.200 Time to expiry: 100 Days Dec 10 2.750 -0.07 44.41 0 0 0| 0 0 0 0 280 9.000 -0.17 43.41 0 0 0| 0 16 0 0 320 14.500 -0.25 43.19 0 0 0| 0 0 0 0 340 22.000 -0.33 43.08 0 0 0| 0 2 0 0 360 31.250 -0.42 43.03 0 0 0| 0 0 0 0 380 41.500 -0.52 42.07 0 0 0| 0 7 0 0 400 53.750 -0.61 41.17 0 0 0| 0 7 0 0 420 67.500 -0.69 40.22 0 0 0| 0 0 0 0 440 82.500 -0.77 38.92 0 0 0| 0 5 0 0 460 99.250 -0.84 37.88 0 0 0| 0 0 0 0 480 135.750 -0.92 38.22 0 0 0| 0 8 0 0 520 174.500 -0.96 39.11 0 0 0| 0 0 0 0 560 253.500 -0.99 41.46 0 0 0| 0 0 0 0 640 Total 0 0 0| 0 45 0 0 Indicative a-t-m Vol 42.53 Underlying Price 389.200 Time to expiry: 191 Days Mar 11 8.250 -0.12 43.19 0 0 0| 0 22 0 0 280 18.750 -0.23 43.07 0 0 0| 0 5 0 0 320 26.000 -0.29 42.93 0 0 0| 2 9 +2 0 340 35.000 -0.36 42.95 0 0 0| 0 0 0 0 360 45.000 -0.43 42.75 0 0 0| 0 2 0 0 380 56.250 -0.49 42.30 0 0 0| 0 0 0 0 400 68.250 -0.56 41.56 0 0 0| 0 0 0 0 420 81.750 -0.62 41.05 0 0 0| 0 2 0 0 440 Total 0 0 0| 2 40 +2 0 Equity Options 21:53 Business Day Wed 8 Sep 2010 Previous Business Day Tue 7 Sep 2010 Page 80 Puts | Block | Opening Settle Delta Vola- Daily Trade Bclear Total | Official **Open Change Exer- Exer Trans Price tility High Low Volume Volume*** Volume | Volume Int cises Price | Total Puts 0 0 0| 2 449 +2 0 Grand Total 0 7,020 7,020| 4 8,731 +4 0 Equity Options 21:53 Business Day Wed 8 Sep 2010 Previous Business Day Tue 7 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 32.20 Underlying Price 584.500 Time to expiry: 9 Days Sep 10 144.500 1.00 55.32 0 0 0| 0 0 0 0 440 124.500 1.00 53.68 0 0 0| 0 0 0 0 460 104.750 0.99 48.78 0 0 0| 0 0 0 0 480 94.750 0.99 46.36 0 0 0| 0 0 0 0 490 84.750 0.99 43.83 0 0 0| 0 0 0 0 500 65.000 0.97 38.58 0 0 0| 0 181 0 0 520 45.750 0.92 35.11 0 0 0| 0 162 0 0 540 28.500 0.79 33.60 0 0 0| 0 4,763 0 0 560 15.000 0.57 32.59 0 0 0| 4 287 0 0 580 6.000 0.32 31.03 0 0 0| 39 3,243 -21 0 600 2.000 0.13 31.44 0 0 0| 0 50 0 0 620 0.500 0.04 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 0| 43 10,776 -21 0 Indicative a-t-m Vol 31.00 Underlying Price 584.500 Time to expiry: 37 Days Oct 10 126.250 0.96 43.93 0 0 0| 0 0 0 0 460 106.750 0.94 40.67 0 0 0| 0 0 0 0 480 97.250 0.93 39.31 0 0 0| 0 0 0 0 490 88.000 0.91 38.38 0 0 0| 0 0 0 0 500 70.000 0.86 36.21 0 0 0| 0 0 0 0 520 53.500 0.78 34.20 0 0 0| 0 5 0 0 540 38.500 0.68 32.55 0 0 0| 0 52 0 0 560 26.000 0.55 31.15 0 0 0| 4 35 +4 0 580 16.500 0.42 30.55 0 0 0| 0 3,498 +1,169 0 600 5.250 0.18 29.32 0 0 0| 0 77 0 0 640 1.750 0.07 30.63 0 0 0| 0 0 0 0 680 Total 0 0 0| 4 3,667 +1,173 0 Indicative a-t-m Vol 32.27 Underlying Price 584.500 Time to expiry: 72 Days Nov 10 129.500 0.92 41.12 0 0 0| 0 0 0 0 460 111.250 0.89 39.31 0 0 0| 0 0 0 0 480 77.500 0.79 36.44 0 0 0| 0 0 0 0 520 62.250 0.72 35.08 0 0 0| 0 0 0 0 540 48.750 0.64 33.86 0 0 0| 0 0 0 0 560 36.500 0.55 32.55 0 0 0| 0 0 0 0 580 26.250 0.46 31.46 0 0 0| 0 2 0 0 600 12.500 0.28 30.07 0 0 0| 0 13 0 0 640 5.500 0.14 29.65 0 0 0| 0 0 0 0 680 Total 0 0 0| 0 15 0 0 Indicative a-t-m Vol 33.14 Underlying Price 584.500 Time to expiry: 100 Days Dec 10 405.000 1.00 70.80 0 0 0| 0 0 0 0 180 385.000 1.00 67.08 0 0 0| 0 0 0 0 200 Equity Options 21:53 Business Day Wed 8 Sep 2010 Previous Business Day Tue 7 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 | 365.000 1.00 63.84 0 0 0| 0 0 0 0 220 345.250 1.00 63.85 0 0 0| 0 0 0 0 240 305.250 1.00 48.99 0 0 0| 0 0 0 0 280 266.000 0.99 54.21 0 0 0| 0 0 0 0 320 226.750 0.98 50.39 0 0 0| 0 10 0 0 360 188.250 0.95 46.66 0 0 0| 0 0 0 0 400 151.500 0.91 44.07 0 0 0| 0 10 0 0 440 133.000 0.89 41.54 0 0 0| 0 0 0 0 460 115.500 0.85 39.75 0 0 0| 0 0 0 0 480 83.000 0.76 36.73 0 0 0| 0 20 0 0 520 56.000 0.63 34.91 0 0 0| 0 776 0 0 560 33.000 0.48 32.08 0 0 0| 2 204 -2 0 600 18.250 0.32 30.90 0 0 0| 0 173 0 0 640 8.750 0.19 29.52 0 0 0| 0 66 0 0 680 4.250 0.10 29.25 0 0 0| 0 85 0 0 720 Total 0 0 0| 2 1,344 -2 0 Indicative a-t-m Vol 33.60 Underlying Price 584.500 Time to expiry: 191 Days Mar 11 160.500 0.86 41.94 0 0 0| 0 10 0 0 440 143.750 0.84 40.67 0 0 0| 0 0 0 0 460 128.000 0.80 39.49 0 0 0| 0 6 0 0 480 98.750 0.72 37.60 0 0 0| 0 265 0 0 520 71.250 0.62 34.54 0 0 0| 0 62 0 0 560 50.250 0.51 33.03 0 0 0| 0 31 0 0 600 33.750 0.40 31.95 0 0 0| 0 348 0 0 640 13.000 0.20 29.89 0 0 0| 0 64 0 0 720 Total 0 0 0| 0 786 0 0 Indicative a-t-m Vol 34.14 Underlying Price 584.500 Time to expiry: 282 Days Jun 11 270.250 0.96 49.26 0 0 0| 0 0 0 0 320 233.250 0.93 46.42 0 0 0| 0 0 0 0 360 198.000 0.90 43.74 0 0 0| 0 60 0 0 400 165.250 0.85 42.14 0 0 0| 0 0 0 0 440 148.500 0.82 40.38 0 0 0| 0 20 0 0 460 133.500 0.78 39.29 0 0 0| 0 0 0 0 480 105.500 0.71 37.42 0 0 0| 0 10 0 0 520 79.750 0.62 35.15 0 0 0| 0 2 0 0 560 58.500 0.52 33.53 0 0 0| 0 5 0 0 600 42.000 0.42 32.56 0 0 0| 0 52 0 0 640 19.750 0.25 30.64 0 0 0| 15 15 +15 0 720 Total 0 0 0| 15 164 +15 0 Indicative a-t-m Vol 38.51 Underlying Price 584.500 Time to expiry: 464 Days Dec 11 406.750 0.99 66.84 0 0 0| 0 0 0 0 180 387.250 0.99 63.07 0 0 0| 0 0 0 0 200 367.500 0.99 58.42 0 0 0| 0 0 0 0 220 348.000 0.98 55.61 0 0 0| 0 0 0 0 240 309.500 0.97 49.96 0 0 0| 0 0 0 0 280 Equity Options 21:53 Business Day Wed 8 Sep 2010 Previous Business Day Tue 7 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 | 271.750 0.95 45.52 0 0 0| 0 0 0 0 320 235.250 0.92 42.08 0 0 0| 0 0 0 0 360 203.000 0.87 41.55 0 0 0| 0 0 0 0 400 173.750 0.81 40.95 0 0 0| 0 0 0 0 440 147.250 0.75 40.13 0 0 0| 0 0 0 0 480 103.500 0.62 38.87 0 0 0| 0 300 -125 0 560 70.750 0.48 37.73 0 0 0| 0 0 0 0 640 45.000 0.36 36.04 0 0 0| 0 0 0 0 720 Total 0 0 0| 0 300 -125 0 Indicative a-t-m Vol 40.06 Underlying Price 584.500 Time to expiry: 646 Days Jun 12 194.250 0.78 46.98 0 0 0| 0 0 0 0 440 173.750 0.73 47.26 0 0 0| 0 0 0 0 480 120.250 0.63 40.40 0 0 0| 0 0 0 0 560 88.750 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 40.52 Underlying Price 584.500 Time to expiry: 835 Days Dec 12 195.750 0.78 43.68 0 0 0| 0 0 0 0 440 184.000 0.73 46.88 0 0 0| 0 0 0 0 480 133.500 0.63 40.84 0 0 0| 0 820 0 0 560 103.250 0.54 39.83 0 0 0| 0 0 0 0 640 77.500 0.45 38.40 0 0 0| 0 0 0 0 720 Total 0 0 0| 0 820 0 0 Total Calls 0 0 0| 64 17,872 +1,040 0 | Equity Options 21:53 Business Day Wed 8 Sep 2010 Previous Business Day Tue 7 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 30.01 Underlying Price 584.500 Time to expiry: 9 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 4.000 -0.21 33.53 0 0 0| 6 1,203 0 0 560 11.500 9.500 -0.43 29.99 11.500 S 11.500 S 0 0 1| 0 110 0 0 580 21.000 -0.69 30.07 0 0 0| 0 269 0 0 600 37.250 -0.87 30.59 0 0 0| 0 20 0 0 620 56.000 -0.96 31.51 0 0 0| 0 2 0 0 640 95.500 -1.00 31.51 0 0 0| 0 0 0 0 680 139.000 135.500 -1.00 33.29 139.000 139.000 0 0 6| 0 6 0 0 720 Total 0 0 7| 6 12,521 0 0 Indicative a-t-m Vol 30.36 Underlying Price 584.500 Time to expiry: 37 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 2.750 -0.08 40.08 0 0 0| 0 4 0 0 490 3.500 -0.09 38.73 0 0 0| 0 212 0 0 500 5.250 -0.14 35.92 0 0 0| 0 158 0 0 520 8.250 -0.22 33.83 0 0 0| 0 35 0 0 540 13.250 -0.32 32.08 0 0 0| 0 6 0 0 560 22.500 20.500 -0.45 30.50 22.500 S 22.500 S 0 0 1| 0 0 0 0 580 31.250 -0.59 29.93 0 0 0| 0 50 0 0 600 60.000 -0.83 28.65 0 0 0| 0 0 0 0 640 97.000 -0.93 31.05 0 0 0| 0 0 0 0 680 Total 0 0 1| 0 488 0 0 Indicative a-t-m Vol 32.55 Underlying Price 584.500 Time to expiry: 72 Days Nov 10 4.250 -0.08 40.88 0 0 0| 0 0 0 0 460 6.500 -0.12 40.40 0 0 0| 0 5 0 0 480 12.750 -0.21 36.93 0 0 0| 0 5 0 0 520 17.250 -0.28 35.37 0 0 0| 0 0 0 0 540 23.500 -0.36 33.88 0 0 0| 0 0 0 0 560 31.500 -0.45 32.82 0 0 0| 0 0 0 0 580 41.250 -0.54 31.74 0 0 0| 0 1 0 0 600 67.750 -0.72 30.64 0 0 0| 0 0 0 0 640 100.250 -0.86 29.83 0 0 0| 0 0 0 0 680 Total 0 0 0| 0 11 0 0 Indicative a-t-m Vol 33.45 Underlying Price 584.500 Time to expiry: 100 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 21:53 Business Day Wed 8 Sep 2010 Previous Business Day Tue 7 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 3.250 -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 7.500 -0.11 41.31 0 0 0| 0 96 0 0 460 10.000 -0.14 39.63 0 0 0| 0 172 0 0 480 17.750 -0.24 37.09 0 0 0| 0 1,065 0 0 520 30.250 -0.37 34.77 0 0 0| 0 1,765 0 0 560 48.250 -0.52 32.65 0 0 0| 0 85 0 0 600 72.500 -0.68 30.84 0 0 0| 0 21 0 0 640 104.000 103.500 -0.81 29.93 104.000 104.000 0 0 10| 0 10 0 0 680 138.250 -0.91 28.64 0 0 0| 0 13 0 0 720 Total 0 0 10| 0 5,892 0 0 Indicative a-t-m Vol 33.87 Underlying Price 584.500 Time to expiry: 191 Days Mar 11 14.000 -0.14 41.89 0 0 0| 0 111 0 0 440 17.250 -0.16 40.61 0 0 0| 0 15 0 0 460 22.000 -0.20 39.91 0 0 0| 0 170 0 0 480 32.250 -0.28 37.55 0 0 0| 0 281 0 0 520 45.500 -0.38 35.02 0 0 0| 0 2 0 0 560 63.750 -0.49 33.19 0 0 0| 0 1 0 0 600 87.000 -0.60 31.99 0 0 0| 0 0 0 0 640 146.500 -0.80 30.19 0 0 0| 0 0 0 0 720 Total 0 0 0| 0 580 0 0 Indicative a-t-m Vol 33.91 Underlying Price 584.500 Time to expiry: 282 Days Jun 11 7.000 -0.06 48.64 0 0 0| 0 51 0 0 320 11.500 -0.09 46.37 0 0 0| 0 20 0 0 360 15.750 -0.12 42.47 0 0 0| 0 5 0 0 400 23.750 -0.18 40.74 0 0 0| 0 2 0 0 440 28.250 -0.21 39.80 0 0 0| 0 0 0 0 460 33.500 -0.24 38.60 0 0 0| 0 0 0 0 480 46.750 -0.32 36.93 0 0 0| 0 10 0 0 520 62.250 -0.41 34.91 0 0 0| 0 0 0 0 560 82.000 -0.50 33.31 0 0 0| 0 0 0 0 600 106.250 -0.60 32.36 0 0 0| 0 0 0 0 640 164.750 -0.76 30.67 0 0 0| 0 0 0 0 720 Total 0 0 0| 0 88 0 0 Indicative a-t-m Vol 39.60 Underlying Price 584.500 Time to expiry: 464 Days Dec 11 3.750 -0.02 60.30 0 0 0| 0 2,000 0 0 180 4.500 -0.03 57.30 0 0 0| 0 0 0 0 200 5.000 -0.03 53.30 0 0 0| 0 0 0 0 220 6.250 -0.04 51.78 0 0 0| 0 0 0 0 240 9.000 -0.06 47.64 0 0 0| 0 0 0 0 280 12.750 -0.08 44.43 0 0 0| 0 0 0 0 320 20.750 -0.12 43.86 0 0 0| 0 0 0 0 360 Equity Options 21:53 Business Day Wed 8 Sep 2010 Previous Business Day Tue 7 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 | 31.000 -0.17 43.21 0 0 0| 0 0 0 0 400 43.750 -0.22 42.51 0 0 0| 0 0 0 0 440 58.000 -0.27 41.53 0 0 0| 0 0 0 0 480 95.000 -0.40 40.10 0 0 0| 0 0 0 0 560 141.500 -0.52 38.51 0 0 0| 0 0 0 0 640 198.000 -0.63 37.92 0 0 0| 0 0 0 0 720 Total 0 0 0| 0 2,000 0 0 Indicative a-t-m Vol 40.29 Underlying Price 584.500 Time to expiry: 646 Days Jun 12 71.250 -0.24 47.44 0 0 0| 0 0 0 0 440 83.750 -0.29 44.66 0 0 0| 0 0 0 0 480 117.250 -0.39 40.70 0 0 0| 0 0 0 0 560 165.250 -0.50 39.40 0 0 0| 0 0 0 0 640 Total 0 0 0| 0 0 0 0 Indicative a-t-m Vol 41.04 Underlying Price 584.500 Time to expiry: 835 Days Dec 12 77.750 -0.24 44.28 0 0 0| 0 0 0 0 440 93.750 -0.29 42.91 0 0 0| 0 0 0 0 480 134.750 -0.38 41.34 0 0 0| 0 0 0 0 560 183.500 -0.47 40.37 0 0 0| 0 0 0 0 640 235.250 -0.56 38.70 0 0 0| 0 0 0 0 720 Total 0 0 0| 0 0 0 0 Total Puts 0 0 18| 6 21,580 0 0 Grand Total 0 16,560 16,578| 70 58,588 +1,040 0 Imperial Tobacco Group Plc (IMJ) Grand Total 0 16,650 16,668| 70 58,708 +1,040 0 Imperial Tobacco Group plc (IMX) Indicative a-t-m Vol 0.00 Underlying Price 1878.000 Time to expiry: 9 Days 17 Sep 10 19.910 -0.51 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 16,740 16,758| 70 59,312 +1,040 0 Imperial Tobacco Group Plc (IMQ) Indicative a-t-m Vol 0.00 Underlying Price 1878.000 Time to expiry: 9 Days 17 Sep 10 82.930 -0.95 16.80 N/A 0 0| 0 0 0 0 1960 TotalN/A 0 0| 0 0 0 0 Total PutsN/A 0 0| 0 0 0 0 Indicative a-t-m Vol 0.00 Underlying Price 1878.000 Time to expiry: 100 Days 17 Dec 10 86.880 -0.52 19.62 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 16,920 16,938| 70 59,520 +1,040 0 Imperial Tobacco Group plc (IMX) Grand TotalN/A 17,010 17,028| 70 60,124 +1,040 0 Inditex SA (IJJ) Equity Options 21:53 Business Day Wed 8 Sep 2010 Previous Business Day Tue 7 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 56.1700 Time to expiry: 464 Days 16 Dec 11 0.0076 0.00 22.81 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 17,370 17,388| 70 66,695 +1,040 0 Infineon Technologies AG (IFQ) Indicative a-t-m Vol 0.00 Underlying Price 4.2540 Time to expiry: 100 Days 17 Dec 10 0.8446 -0.76 37.72 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 4.2540 Time to expiry: 191 Days 18 Mar 11 0.9660 -0.66 39.63 N/A 0 0| 0 7,000 0 0 500 1.1277 -0.71 40.42 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 18,000 18,018| 70 95,423 +1,040 0 ING Groep NV (IAQ) Indicative a-t-m Vol 0.00 Underlying Price 7.4490 Time to expiry: 100 Days 17 Dec 10 0.1700 -0.14 51.29 N/A 0 0| 0 30,300 0 0 580 14.0281 -0.97 93.69 N/A 0 0| 0 2,500 0 0 2150 15.5498 -0.98 91.37 N/A 0 0| 0 5,000 0 0 2304 17.1210 -1.00 82.35 N/A 0 0| 0 5,000 0 0 2457 17.8325 -0.99 88.17 N/A 0 0| 0 8,000 0 0 2534 19.3767 -0.99 99.83 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 19,260 19,278| 70 229,479 +1,040 0 Intercontinental Hotels Group Plc (IHQ) Grand TotalN/A 19,440 19,458| 70 229,807 +1,040 0 International Power plc - Amer Phys FLEX Opt (IOQ) Grand TotalN/A 19,710 19,728| 70 231,359 +1,040 0 INTESA SANPAOLO SPA - AMER PHYS FLEX OPT (BIQ) Indicative a-t-m Vol 0.00 Underlying Price 2.3775 Time to expiry: 100 Days 17 Dec 10 0.1907 -0.48 36.53 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 19,980 19,998| 70 232,921 +1,040 0 INTESA SANPAOLO SPA - EURO CAH FLEX OPT (BIJ) Indicative a-t-m Vol 0.00 Underlying Price 2.3775 Time to expiry: 100 Days 17 Dec 10 0.1901 -0.48 36.53 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 20,160 20,178| 70 240,055 +1,040 0 J Sainsbury Plc (SAQ) Equity Options 21:53 Business Day Wed 8 Sep 2010 Previous Business Day Tue 7 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 376.000 Time to expiry: 282 Days 17 Jun 11 14.910 -0.26 26.80 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 376.000 Time to expiry: 464 Days 16 Dec 11 1.820 -0.03 29.59 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 20,520 20,538| 70 242,471 +1,040 0 K+S AG Amer Phys FLEX Opt (KDO) Indicative a-t-m Vol 0.00 Underlying Price 42.4900 Time to expiry: 9 Days 17 Sep 10 0.0016 0.00 49.50 N/A 0 0| 0 1,500 0 0 3400 TotalN/A 0 0| 0 1,500 0 0 Indicative a-t-m Vol 0.00 Underlying Price 42.4900 Time to expiry: 100 Days 17 Dec 10 1.3999 -0.31 28.83 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 20,790 20,808| 70 245,283 +1,040 0 Kazakhmys plc - Euro Phys FLEX Opt (KAX) Indicative a-t-m Vol 0.00 Underlying Price 1277.000 Time to expiry: 37 Days 15 Oct 10 40.080 -0.31 46.16 N/A 90 90| 0 104 0 0 1200 TotalN/A 90 90| 0 104 0 0 Total PutsN/A 90 90| 0 104 0 0 Indicative a-t-m Vol 0.00 Underlying Price 33.8800 Time to expiry: 9 Days 17 Sep 10 0.9100 -0.51 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 21,150 21,168| 70 245,699 +1,040 0 KBC Bancassurance Holding (KBQ) Indicative a-t-m Vol 0.00 Underlying Price 33.8800 Time to expiry: 9 Days 17 Sep 10 2.3000 -0.84 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 21,330 21,348| 70 247,507 +1,040 0 Kingfisher plc (KGX) Indicative a-t-m Vol 0.00 Underlying Price 214.900 Time to expiry: 464 Days 16 Dec 11 21.910 -0.37 29.67 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 21,510 21,528| 70 252,715 +1,040 0 Koninklijke Ahold NV (AHJ) Equity Options 21:53 Business Day Wed 8 Sep 2010 Previous Business Day Tue 7 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 9.9000 Time to expiry: 100 Days 17 Dec 10 0.0600 -0.08 30.62 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 21,690 21,708| 70 256,100 +1,040 0 Koninklijke DSM NV (DSQ) Grand TotalN/A 21,780 21,798| 70 257,204 +1,040 0 Koninklijke Philips Electronics NV (PHQ) Indicative a-t-m Vol 0.00 Underlying Price 23.5000 Time to expiry: 9 Days 17 Sep 10 0.0300 -0.04 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 23.5000 Time to expiry: 100 Days 17 Dec 10 0.5185 -0.18 38.64 N/A 0 0| 0 5,000 0 0 2000 0.7149 -0.24 36.53 N/A 0 0| 0 1,000 0 0 2100 2.4200 -0.61 31.72 N/A 0 0| 0 4,000 0 0 2500 3.0638 -0.71 30.18 N/A 0 0| 0 2,500 0 0 2600 4.7500 -0.85 30.02 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 22,950 22,968| 70 301,556 +1,040 0 L'Oreal SA (ORQ) Indicative a-t-m Vol 0.00 Underlying Price 82.6500 Time to expiry: 9 Days 17 Sep 10 0.0200 -0.01 51.84 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 82.6500 Time to expiry: 100 Days 17 Dec 10 0.8100 -0.11 32.61 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 23,220 23,238| 70 303,468 +1,040 0 Lafarge SA (LAX) Indicative a-t-m Vol 0.00 Underlying Price 39.2350 Time to expiry: 9 Days 17 Sep 10 10.7591 -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 39.2350 Time to expiry: 100 Days 17 Dec 10 10.8047 -0.93 29.37 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 648.500 Time to expiry: 100 Days 17 Dec 10 267.820 -1.00 23.26 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 21:53 Business Day Wed 8 Sep 2010 Previous Business Day Tue 7 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 23,580 23,598| 70 315,384 +1,040 0 Land Securities Group Plc (LSQ) Indicative a-t-m Vol 0.00 Underlying Price 648.500 Time to expiry: 282 Days 17 Jun 11 93.230 -0.66 22.79 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 37.2850 Time to expiry: 100 Days 17 Dec 10 0.3928 -0.09 44.63 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 23,760 23,778| 70 320,520 +1,040 0 Lanxess - Amer Phys FLEX Opt (ZYQ) Indicative a-t-m Vol 0.00 Underlying Price 37.2850 Time to expiry: 100 Days 17 Dec 10 1.4771 -0.28 38.50 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 23,940 23,958| 70 323,228 +1,040 0 Legal & General Group Plc (LGJ) Grand TotalN/A 24,030 24,048| 70 323,458 +1,040 0 Linde AG (LIQ) Indicative a-t-m Vol 0.00 Underlying Price 93.5900 Time to expiry: 191 Days 18 Mar 11 3.6424 -0.32 23.68 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 24,300 24,318| 70 325,070 +1,040 0 Lloyds Banking Group Plc - Amer Phys FLEX Opt (LLQ) Indicative a-t-m Vol 0.00 Underlying Price 72.320 Time to expiry: 9 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 24,930 24,948| 70 615,198 +1,040 0 Lloyds Banking Group Plc - Euro Cash FLEX Opt (LLJ) Grand TotalN/A 25,020 25,038| 70 615,514 +1,040 0 Lloyds Banking Group plc - Euro Phys FLEX Opt (LLX) Indicative a-t-m Vol 0.00 Underlying Price 72.320 Time to expiry: 100 Days 17 Dec 10 232.050 -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 25,200 25,218| 70 617,722 +1,040 0 Lukoil OAO - Euro Phys FLEX Opt (LYV) Indicative a-t-m Vol 0.00 Underlying Price 54.5000 Time to expiry: 100 Days 17 Dec 10 Equity Options 21:53 Business Day Wed 8 Sep 2010 Previous Business Day Tue 7 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 | 6.3038 -0.59 37.16 N/A 0 0| 0 7,500 0 0 5800 8.0372 -0.67 37.06 N/A 0 0| 0 750 0 0 6050 TotalN/A 0 0| 0 8,250 0 0 Indicative a-t-m Vol 0.00 Underlying Price 54.5000 Time to expiry: 219 Days 15 Apr 11 4.3316 -0.33 39.70 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 25,650 25,668| 70 636,211 +1,040 0 LVMH Moet Hennessy Louis Vuitton SA (MDX) Indicative a-t-m Vol 0.00 Underlying Price 98.4200 Time to expiry: 9 Days 17 Sep 10 0.0236 -0.01 50.35 N/A 0 0| 0 800 0 0 8195 0.0900 -0.03 31.95 N/A 0 0| 0 0 0 0 9000 TotalN/A 0 0| 0 800 0 0 Indicative a-t-m Vol 0.00 Underlying Price 98.4200 Time to expiry: 100 Days 17 Dec 10 0.1700 -0.02 47.42 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 26,280 26,298| 70 640,389 +1,040 0 Man Group Plc (EWQ) Indicative a-t-m Vol 0.00 Underlying Price 229.800 Time to expiry: 100 Days 17 Dec 10 340.560 -1.00 35.06 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 26,640 26,658| 70 641,870 +1,040 0 MAN SE - Amer Phys FLEX Opt (MJQ) Indicative a-t-m Vol 0.00 Underlying Price 72.4800 Time to expiry: 100 Days 17 Dec 10 1.8146 -0.22 35.24 N/A 0 0| 0 2,000 0 0 6400 TotalN/A 0 0| 0 2,000 0 0 Indicative a-t-m Vol 0.00 Underlying Price 72.4800 Time to expiry: 191 Days 18 Mar 11 5.3311 -0.39 32.42 N/A 0 0| 0 1,200 0 0 7000 TotalN/A 0 0| 0 1,200 0 0 Total PutsN/A 0 0| 0 3,200 0 0 Indicative a-t-m Vol 0.00 Underlying Price 359.900 Time to expiry: 100 Days 17 Dec 10 12.500 -0.35 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 26,910 26,928| 70 647,382 +1,040 0 Marks & Spencer Group Plc (MSU) Grand TotalN/A 27,000 27,018| 70 647,486 +1,040 0 Mediaset SpA - Euro Cash FLEX Opt (MHJ) Grand TotalN/A 27,180 27,198| 70 647,785 +1,040 0 Merck KGaA - Amer Phys FLEX Opt (KSQ) Equity Options 21:53 Business Day Wed 8 Sep 2010 Previous Business Day Tue 7 Sep 2010 Page 92 Puts | Block | Opening Settle Delta Vola- Daily Trade Bclear Total | Official **Open Change Exer- Exer Trans Price tility High Low Volume Volume*** Volume | Volume Int cises Price | Indicative a-t-m Vol 0.00 Underlying Price 43.1200 Time to expiry: 100 Days 17 Dec 10