Equity Options 21:51 Business Day Thu 9 Sep 2010 Previous Business Day Wed 8 Sep 2010 Page 1 Calls | Block | Opening Settle Delta Vola- Daily Trade Bclear Total | Official **Open Change Exer- Exer Trans Price tility High Low Volume Volume*** Volume | Volume Int cises Price | ICAP PLC - STND OPT (ICA) Indicative a-t-m Vol 26.95 Underlying Price 437.600 Time to expiry: 8 Days Sep 10 197.750 1.00 53.85 0 0 0| 0 0 0 0 240 177.750 1.00 52.79 0 0 0| 0 0 0 0 260 157.750 1.00 52.40 0 0 0| 0 0 0 0 280 137.750 1.00 50.48 0 0 0| 0 0 0 0 300 117.750 1.00 48.57 0 0 0| 0 0 0 0 320 97.750 1.00 45.86 0 0 0| 0 0 0 0 340 77.750 1.00 44.45 0 0 0| 0 0 0 0 360 67.750 1.00 41.36 0 0 0| 0 0 0 0 370 57.750 0.99 37.88 0 0 0| 0 0 0 0 380 47.750 0.98 34.97 0 0 0| 0 0 0 0 390 38.000 0.97 32.00 0 0 0| 0 11 0 0 400 28.500 0.92 29.99 0 0 0| 0 10 0 0 410 19.500 0.83 28.47 0 0 0| 0 29 0 0 420 12.000 0.66 27.96 0 0 0| 0 5 0 0 430 6.250 0.46 26.70 0 0 0| 0 20 0 0 440 2.750 0.26 26.70 0 0 0| 0 0 0 0 450 0.750 0.10 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 29.25 Underlying Price 437.600 Time to expiry: 99 Days Dec 10 120.750 0.94 41.01 0 0 0| 0 0 0 0 320 102.250 0.91 38.84 0 0 0| 0 0 0 0 340 84.000 0.87 35.82 0 0 0| 0 2 0 0 360 66.000 0.82 32.37 0 0 0| 0 0 0 0 380 51.500 0.73 32.42 0 0 0| 0 250 0 0 400 37.750 0.64 30.86 0 0 0| 0 1 0 0 420 25.750 0.52 29.08 0 0 0| 0 4 0 0 440 15.250 0.39 26.28 0 0 0| 21 26 +21 0 460 10.250 0.28 27.02 0 0 0| 0 0 0 0 480 Total 0 0 0| 21 283 +21 0 Indicative a-t-m Vol 28.06 Underlying Price 437.600 Time to expiry: 190 Days Mar 11 122.750 0.92 37.45 0 0 0| 0 0 0 0 320 88.250 0.83 34.16 0 0 0| 0 0 0 0 360 72.000 0.77 32.24 0 0 0| 0 0 0 0 380 58.000 0.70 31.41 0 0 0| 0 0 0 0 400 45.000 0.62 30.04 0 0 0| 0 0 0 0 420 32.500 0.52 27.84 0 0 0| 0 13 0 0 440 25.250 0.44 28.28 0 0 0| 0 6 0 0 460 16.750 0.34 26.63 0 0 0| 0 0 0 0 480 Total 0 0 0| 0 19 0 0 Total Calls 0 0 0| 21 387 +21 0 | Equity Options 21:51 Business Day Thu 9 Sep 2010 Previous Business Day Wed 8 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 27.15 Underlying Price 437.600 Time to expiry: 8 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 0.00 46.00 0 0 0| 0 8 0 0 360 CAB -0.01 42.69 0 0 0| 0 0 0 0 370 CAB -0.01 37.67 0 0 0| 0 65 0 0 380 CAB -0.01 33.87 0 0 0| 0 1 0 0 390 0.250 -0.04 32.73 0 0 0| 0 37 0 0 400 0.750 -0.08 30.26 0 0 0| 0 1 0 0 410 2.000 -0.18 29.11 0 0 0| 0 11 0 0 420 4.500 -0.34 28.20 0 0 0| 0 0 0 0 430 8.750 -0.54 26.88 0 0 0| 0 0 0 0 440 15.750 -0.72 28.80 0 0 0| 0 0 0 0 450 23.500 -0.88 26.62 0 0 0| 0 0 0 0 460 42.500 -0.99 26.88 0 0 0| 0 0 0 0 480 122.500 -1.00 32.21 0 0 0| 0 0 0 0 560 Total 0 0 0| 0 184 0 0 Indicative a-t-m Vol 28.96 Underlying Price 437.600 Time to expiry: 99 Days Dec 10 2.250 -0.05 40.20 0 0 0| 0 23 0 0 320 3.750 -0.09 38.44 0 0 0| 0 10 0 0 340 5.500 -0.12 35.57 0 0 0| 0 15 0 0 360 8.500 -0.18 33.81 0 0 0| 0 0 0 0 380 13.000 -0.26 32.16 0 0 0| 0 256 0 0 400 19.250 -0.36 30.66 0 0 0| 1 1 +1 0 420 27.250 -0.48 28.77 0 0 0| 0 0 0 0 440 38.500 -0.60 28.01 0 0 0| 0 0 0 0 460 52.000 -0.72 27.22 0 0 0| 0 0 0 0 480 Total 0 0 0| 1 305 +1 0 Indicative a-t-m Vol 28.77 Underlying Price 437.600 Time to expiry: 190 Days Mar 11 6.500 -0.10 37.38 0 0 0| 0 0 0 0 320 12.500 -0.19 33.91 0 0 0| 0 16 0 0 360 16.000 -0.24 31.58 0 0 0| 0 0 0 0 380 22.750 -0.32 31.13 0 0 0| 0 0 0 0 400 29.000 -0.40 29.00 0 0 0| 0 0 0 0 420 39.250 -0.49 28.74 0 0 0| 0 0 0 0 440 50.500 -0.57 28.05 0 0 0| 0 0 0 0 460 62.250 -0.67 26.28 0 0 0| 0 0 0 0 480 Total 0 0 0| 0 16 0 0 Total Puts 0 0 0| 1 505 +1 0 Grand Total 0 0 0| 6,502 14,860 +22 0 Equity Options 21:51 Business Day Thu 9 Sep 2010 Previous Business Day Wed 8 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 14.60 Underlying Price 1906.000 Time to expiry: 8 Days Sep 10 506.000 1.00 46.65 0 0 0| 0 0 0 0 1400 306.000 1.00 29.11 0 0 0| 0 0 0 0 1600 206.500 1.00 22.13 0 0 0| 0 0 0 0 1700 156.500 1.00 19.14 0 0 0| 0 0 0 0 1750 106.500 0.98 17.10 0 0 0| 0 2 0 0 1800 45.000 59.000 0.89 15.90 45.000 43.500 0 0 51| 0 361 0 0 1850 20.500 0.56 14.39 0 0 0| 0 315 0 0 1900 5.000 0.19 16.17 0 0 0| 0 300 0 0 1950 2.000 0.07 20.96 0 0 0| 68 490 0 0 2000 CAB 0.01 24.98 0 0 0| 0 760 0 0 2100 CAB 0.00 28.42 0 0 0| 0 569 0 0 2200 CAB 0.00 29.29 0 0 0| 0 6 0 0 2400 CAB 0.00 30.60 0 0 0| 0 0 0 0 2800 Total 0 0 51| 68 2,803 0 0 Indicative a-t-m Vol 18.99 Underlying Price 1906.000 Time to expiry: 99 Days Dec 10 509.000 1.00 22.18 0 0 0| 0 0 0 0 1400 316.000 0.94 23.04 0 0 0| 0 0 0 0 1600 225.000 0.86 21.45 0 0 0| 0 15 0 0 1700 145.000 0.73 20.17 0 0 0| 0 1,201 0 0 1800 80.500 0.54 19.01 0 0 0| 10 351 +10 0 1900 33.000 39.500 0.34 18.64 33.000 31.500 0 0 51| 78 2,678 +24 0 2000 8.000 0.09 19.72 0 0 0| 0 452 0 0 2200 3.000 0.03 23.27 0 0 0| 0 0 0 0 2400 Total 0 0 51| 88 4,697 +34 0 Indicative a-t-m Vol 19.64 Underlying Price 1906.000 Time to expiry: 190 Days Mar 11 321.500 0.91 22.34 0 0 0| 0 0 0 0 1600 235.000 0.83 21.32 0 0 0| 0 0 0 0 1700 160.000 0.70 20.47 0 0 0| 0 0 0 0 1800 99.500 0.54 19.67 0 0 0| 0 9 0 0 1900 56.500 0.37 19.07 0 0 0| 0 78 0 0 2000 14.000 0.13 18.40 0 0 0| 0 2 0 0 2200 4.500 0.05 19.88 0 0 0| 0 0 0 0 2400 Total 0 0 0| 0 89 0 0 Total Calls 0 0 102| 156 7,589 +34 0 | Equity Options 21:51 Business Day Thu 9 Sep 2010 Previous Business Day Wed 8 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 16.22 Underlying Price 1906.000 Time to expiry: 8 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 0.00 18.56 0 0 0| 0 105 0 0 1750 2.500 0.500 -0.02 17.13 2.500 2.500 0 0 1| 3 1,525 0 0 1800 3.000 -0.12 16.21 0 0 0| 0 3,136 0 0 1850 25.000 16.500 -0.44 16.12 25.000 S 25.000 S 0 0 1| 0 533 0 0 1900 49.500 -0.80 16.93 0 0 0| 0 0 0 0 1950 100.000 94.500 -0.97 16.29 100.000 100.000 0 0 1| 0 118 0 0 2000 194.000 -1.00 17.91 0 0 0| 0 0 0 0 2100 294.000 -1.00 17.91 0 0 0| 0 0 0 0 2200 494.000 -1.00 17.91 0 0 0| 0 0 0 0 2400 894.000 -1.00 17.91 0 0 0| 0 0 0 0 2800 Total 0 0 3| 3 6,493 0 0 Indicative a-t-m Vol 19.14 Underlying Price 1906.000 Time to expiry: 99 Days Dec 10 1.000 -0.01 25.75 0 0 0| 0 20 0 0 1400 7.500 -0.07 23.59 0 0 0| 0 28 0 0 1600 20.000 16.000 -0.14 21.61 20.000 20.000 0 0 2| 0 561 0 0 1700 41.000 38.500 -0.28 21.09 41.000 S 36.000 0 0 2| 0 924 0 0 1800 71.500 -0.46 19.16 0 0 0| 9 500 0 0 1900 131.000 -0.66 18.92 0 0 0| 0 265 0 0 2000 300.500 -0.91 20.26 0 0 0| 0 0 0 0 2200 495.500 -0.97 24.32 0 0 0| 0 0 0 0 2400 Total 0 0 4| 9 2,298 0 0 Indicative a-t-m Vol 19.47 Underlying Price 1906.000 Time to expiry: 190 Days Mar 11 27.500 -0.16 22.58 0 0 0| 3 8 +3 0 1600 48.000 -0.26 21.41 0 0 0| 0 5 0 0 1700 81.000 -0.39 20.44 0 0 0| 0 35 0 0 1800 127.500 -0.54 19.51 0 0 0| 0 2 0 0 1900 190.000 -0.69 18.78 0 0 0| 0 0 0 0 2000 353.000 -0.90 17.61 0 0 0| 0 0 0 0 2200 544.000 -0.98 17.94 0 0 0| 0 0 0 0 2400 Total 0 0 0| 3 50 +3 0 Total Puts 0 0 7| 15 8,841 +3 0 Grand Total 0 0 109| 5,211 27,294 +37 0 Equity Options 21:51 Business Day Thu 9 Sep 2010 Previous Business Day Wed 8 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 29.34 Underlying Price 1099.000 Time to expiry: 8 Days Sep 10 299.000 1.00 51.01 0 0 0| 0 0 0 0 800 259.000 1.00 46.64 0 0 0| 0 0 0 0 840 219.000 1.00 38.77 0 0 0| 0 0 0 0 880 179.000 1.00 35.26 0 0 0| 0 10 0 0 920 139.000 1.00 32.93 0 0 0| 0 1 0 0 960 119.500 0.99 30.35 0 0 0| 0 3 0 0 980 99.500 0.98 30.87 0 0 0| 0 9 0 0 1000 53.500 0.84 30.09 0 0 0| 0 6 0 0 1050 20.000 0.50 29.32 0 0 0| 0 11 0 0 1100 4.000 0.16 28.54 0 0 0| 0 319 0 0 1150 0.500 0.03 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 30.16 Underlying Price 1099.000 Time to expiry: 99 Days Dec 10 230.500 0.90 35.46 0 0 0| 0 3 0 0 880 163.000 0.81 33.39 0 0 0| 0 10 0 0 960 133.000 0.74 32.59 0 0 0| 0 302 0 0 1000 69.500 0.53 30.14 0 0 0| 0 501 0 0 1100 29.500 0.31 28.41 0 0 0| 0 407 0 0 1200 11.000 0.14 27.70 0 0 0| 0 109 0 0 1300 4.000 0.06 27.90 0 0 0| 0 41 0 0 1400 Total 0 0 0| 0 1,373 0 0 Indicative a-t-m Vol 30.16 Underlying Price 1099.000 Time to expiry: 190 Days Mar 11 248.500 0.85 35.28 0 0 0| 0 0 0 0 880 186.000 0.76 33.26 0 0 0| 0 0 0 0 960 155.500 0.71 31.63 0 0 0| 0 12 0 0 1000 97.000 0.55 30.14 0 0 0| 0 15 0 0 1100 55.000 0.38 28.99 0 0 0| 0 0 0 0 1200 29.000 0.24 28.16 0 0 0| 0 2 0 0 1300 14.500 0.14 27.87 0 0 0| 0 0 0 0 1400 Total 0 0 0| 0 29 0 0 Total Calls 0 0 0| 0 1,815 0 0 | Equity Options 21:51 Business Day Thu 9 Sep 2010 Previous Business Day Wed 8 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 29.85 Underlying Price 1099.000 Time to expiry: 8 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 CAB -0.01 37.14 0 0 0| 0 22 0 0 960 0.500 -0.02 35.45 0 0 0| 0 50 0 0 980 1.000 -0.04 34.83 0 0 0| 0 776 0 0 1000 5.000 -0.17 31.08 0 0 0| 0 18 0 0 1050 21.000 -0.50 29.83 0 0 0| 0 17 0 0 1100 56.000 -0.82 30.84 0 0 0| 0 30 0 0 1150 102.000 -0.96 32.24 0 0 0| 0 2 0 0 1200 151.000 -0.99 32.94 0 0 0| 0 0 0 0 1250 201.000 -1.00 33.99 0 0 0| 0 0 0 0 1300 301.000 -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 30.07 Underlying Price 1099.000 Time to expiry: 99 Days Dec 10 10.000 -0.10 35.60 0 0 0| 0 28 0 0 880 22.500 -0.19 33.66 0 0 0| 0 403 0 0 960 30.500 -0.25 31.76 0 0 0| 0 22 0 0 1000 68.500 -0.47 30.05 0 0 0| 0 33 0 0 1100 130.000 -0.69 29.04 0 0 0| 0 10 0 0 1200 211.000 -0.86 28.41 0 0 0| 0 2 0 0 1300 303.500 -0.95 28.55 0 0 0| 0 0 0 0 1400 Total 0 0 0| 0 498 0 0 Indicative a-t-m Vol 30.06 Underlying Price 1099.000 Time to expiry: 190 Days Mar 11 25.000 -0.15 34.82 0 0 0| 0 10 0 0 880 42.000 -0.24 32.93 0 0 0| 0 10 0 0 960 54.000 -0.30 32.22 0 0 0| 0 10 0 0 1000 93.500 -0.45 30.04 0 0 0| 0 29 0 0 1100 151.500 -0.62 28.89 0 0 0| 2 2 +2 0 1200 224.500 -0.77 27.66 0 0 0| 0 0 0 0 1300 310.500 -0.88 27.32 0 0 0| 0 1 0 0 1400 Total 0 0 0| 2 62 +2 0 Total Puts 0 0 0| 2 1,512 +2 0 Grand Total 0 0 0| 5,042 14,191 +2 0 Equity Options 21:51 Business Day Thu 9 Sep 2010 Previous Business Day Wed 8 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 38.85 Underlying Price 395.100 Time to expiry: 8 Days Sep 10 155.250 1.00 86.21 0 0 0| 0 0 0 0 240 135.250 1.00 77.72 0 0 0| 0 0 0 0 260 115.250 1.00 72.83 0 0 0| 0 0 0 0 280 105.250 1.00 68.89 0 0 0| 0 0 0 0 290 95.250 1.00 67.17 0 0 0| 0 21 0 0 300 85.250 0.99 61.81 0 0 0| 0 35 0 0 310 75.250 0.99 58.51 0 0 0| 0 73 0 0 320 65.500 0.98 56.24 0 0 0| 0 588 0 0 330 55.750 0.96 54.63 0 0 0| 0 1,901 0 0 340 46.000 0.94 50.39 0 0 0| 0 0 0 0 350 38.250 36.500 0.90 47.39 38.250 S 38.250 S 0 0 15| 0 1,391 0 0 360 28.000 0.83 46.02 0 0 0| 0 1,135 0 0 370 19.750 0.73 43.62 0 0 0| 0 546 0 0 380 13.250 0.59 42.22 0 0 0| 0 0 0 0 390 7.000 0.43 36.60 0 0 0| 10 1,805 +5 0 400 2.250 0.17 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 15| 10 7,495 +5 0 Indicative a-t-m Vol 28.49 Underlying Price 395.100 Time to expiry: 99 Days Dec 10 155.250 0.99 52.40 0 0 0| 0 0 0 0 240 135.250 1.00 43.98 0 0 0| 0 0 0 0 260 115.250 0.99 37.35 0 0 0| 0 0 0 0 280 95.500 0.98 34.91 0 0 0| 0 29 0 0 300 76.250 0.94 32.95 0 0 0| 0 210 0 0 320 58.500 0.86 31.17 0 0 0| 0 261 0 0 340 40.000 41.500 0.75 28.27 44.000 40.000 0 0 360| 10 1,815 -10 0 360 29.750 0.61 29.21 0 0 0| 0 43 0 0 380 19.500 0.47 28.31 0 0 0| 0 144 0 0 400 12.500 0.35 28.42 0 0 0| 0 0 0 0 420 7.500 0.24 28.21 0 0 0| 0 0 0 0 440 Total 0 0 360| 10 2,502 -10 0 Indicative a-t-m Vol 26.96 Underlying Price 395.100 Time to expiry: 190 Days Mar 11 155.250 0.99 39.31 0 0 0| 0 0 0 0 240 115.750 0.97 33.35 0 0 0| 0 0 0 0 280 97.000 0.92 31.64 0 0 0| 0 0 0 0 300 79.250 0.86 29.91 0 0 0| 0 24 0 0 320 63.500 0.79 29.15 0 0 0| 0 40 0 0 340 49.250 0.70 28.34 0 0 0| 0 27 0 0 360 37.250 0.60 27.59 0 0 0| 0 0 0 0 380 25.750 27.000 0.50 26.80 25.750 S 25.750 S 0 0 15| 0 67 0 0 400 18.750 0.40 26.27 0 0 0| 0 0 0 0 420 12.750 0.30 25.91 0 0 0| 0 11 0 0 440 Total 0 0 15| 0 169 0 0 Equity Options 21:51 Business Day Thu 9 Sep 2010 Previous Business Day Wed 8 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 0 390| 20 10,166 -5 0 | Equity Options 21:51 Business Day Thu 9 Sep 2010 Previous Business Day Wed 8 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 44.83 Underlying Price 395.100 Time to expiry: 8 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 -0.01 52.15 0 0 0| 0 336 0 0 330 0.250 -0.03 51.07 0 0 0| 0 359 0 0 340 0.500 -0.05 47.70 0 0 0| 0 5 0 0 350 1.500 -0.10 47.05 0 0 0| 0 60 0 0 360 3.000 -0.18 47.84 0 0 0| 0 354 0 0 370 5.250 -0.28 46.42 0 0 0| 0 41 0 0 380 8.750 -0.41 45.29 0 0 0| 10 10 +10 0 390 13.750 -0.56 44.52 0 0 0| 0 0 0 0 400 27.750 -0.80 43.87 0 0 0| 0 0 0 0 420 45.750 -0.93 45.41 0 0 0| 0 0 0 0 440 Total 0 0 0| 10 4,763 +10 0 Indicative a-t-m Vol 28.54 Underlying Price 395.100 Time to expiry: 99 Days Dec 10 CAB 0.00 36.07 0 0 0| 0 476 0 0 240 0.250 -0.01 36.49 0 0 0| 0 10 0 0 260 1.000 -0.03 35.80 0 0 0| 0 39 0 0 280 1.750 -0.06 34.35 0 0 0| 0 1,541 0 0 300 3.750 -0.11 33.56 0 0 0| 0 91 0 0 320 6.250 -0.17 31.01 0 0 0| 0 71 0 0 340 11.250 -0.27 30.26 0 0 0| 0 45 0 0 360 18.000 -0.39 29.14 0 0 0| 0 0 0 0 380 28.000 -0.53 28.39 0 0 0| 0 0 0 0 400 41.000 -0.66 28.51 0 0 0| 0 0 0 0 420 56.000 -0.77 28.29 0 0 0| 0 0 0 0 440 Total 0 0 0| 0 2,273 0 0 Indicative a-t-m Vol 26.91 Underlying Price 395.100 Time to expiry: 190 Days Mar 11 1.250 -0.03 38.64 0 0 0| 0 9 0 0 240 2.750 -0.06 33.18 0 0 0| 0 28 0 0 280 4.500 -0.10 31.57 0 0 0| 0 17 0 0 300 7.000 -0.15 29.91 0 0 0| 0 6 0 0 320 11.250 -0.22 29.09 0 0 0| 0 10 0 0 340 17.000 -0.30 28.34 0 0 0| 0 45 0 0 360 24.750 -0.40 27.52 0 0 0| 0 7 0 0 380 34.500 -0.50 26.76 0 0 0| 0 4 0 0 400 46.500 -0.61 26.25 0 0 0| 0 0 0 0 420 60.250 -0.70 25.74 0 0 0| 0 0 0 0 440 Total 0 0 0| 0 126 0 0 Total Puts 0 0 0| 10 7,162 +10 0 Equity Options 21:51 Business Day Thu 9 Sep 2010 Previous Business Day Wed 8 Sep 2010 Page 10 Puts | Block | Opening Settle Delta Vola- Daily Trade Bclear Total | Official **Open Change Exer- Exer Trans Price tility High Low Volume Volume*** Volume | Volume Int cises Price | Grand Total 0 0 390| 6,870 32,072 +5 0 Equity Options 21:51 Business Day Thu 9 Sep 2010 Previous Business Day Wed 8 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 41.75 Underlying Price 270.000 Time to expiry: 8 Days Sep 10 70.000 1.00 54.21 0 0 0| 0 0 0 0 200 60.000 1.00 49.29 0 0 0| 0 0 0 0 210 50.000 1.00 44.89 0 0 0| 0 0 0 0 220 45.000 1.00 43.05 0 0 0| 0 0 0 0 225 40.000 0.99 42.34 0 0 0| 0 0 0 0 230 35.250 0.99 41.49 0 0 0| 0 0 0 0 235 30.250 0.97 40.31 0 0 0| 0 7 0 0 240 25.500 0.95 39.56 0 0 0| 0 0 0 0 245 20.750 0.90 39.46 0 0 0| 0 0 0 0 250 12.750 0.74 40.31 0 0 0| 0 40 0 0 260 7.000 0.51 41.75 0 0 0| 0 25 0 0 270 3.000 3.750 0.31 44.35 3.000 3.000 0 0 2| 0 7 0 0 280 2.000 0.19 49.26 0 0 0| 0 0 0 0 290 1.250 0.11 52.87 0 0 0| 0 510 0 0 300 0.750 0.07 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 2| 0 808 0 0 Indicative a-t-m Vol 36.45 Underlying Price 270.000 Time to expiry: 99 Days Dec 10 71.000 0.96 36.29 0 0 0| 0 0 0 0 200 53.250 0.89 37.03 0 0 0| 0 0 0 0 220 44.750 0.83 36.49 0 0 0| 0 0 0 0 230 37.250 0.77 36.22 0 0 0| 0 1 0 0 240 24.500 0.62 35.57 0 0 0| 0 1,065 0 0 260 16.250 0.46 37.33 0 0 0| 20 25 +20 0 280 9.000 0.31 35.25 0 0 0| 0 20 0 0 300 5.250 0.20 35.66 0 0 0| 100 634 +100 0 320 2.750 0.12 35.26 0 0 0| 0 0 0 0 340 1.250 0.07 34.94 0 0 0| 0 0 0 0 360 0.250 0.02 34.28 0 0 0| 0 8 0 0 400 Total 0 0 0| 120 1,753 +120 0 Indicative a-t-m Vol 35.22 Underlying Price 270.000 Time to expiry: 190 Days Mar 11 73.750 0.90 37.46 0 0 0| 0 0 0 0 200 57.750 0.82 36.74 0 0 0| 0 0 0 0 220 50.250 0.77 36.37 0 0 0| 0 0 0 0 230 43.750 0.72 36.08 0 0 0| 0 2 0 0 240 32.250 0.61 35.68 0 0 0| 0 0 0 0 260 22.500 0.49 34.76 0 0 0| 0 0 0 0 280 16.250 0.39 35.53 0 0 0| 0 10 0 0 300 10.750 0.29 34.68 0 0 0| 0 0 0 0 320 5.000 0.15 35.02 0 0 0| 0 0 0 0 360 Total 0 0 0| 0 12 0 0 Equity Options 21:51 Business Day Thu 9 Sep 2010 Previous Business Day Wed 8 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 2| 120 2,573 +120 0 | ITV Plc - STND OPT (GME) Indicative a-t-m Vol 47.29 Underlying Price 57.550 Time to expiry: 8 Days Sep 10 17.500 1.00 62.47 0 0 0| 0 0 0 0 40 13.500 1.00 56.66 0 0 0| 0 0 0 0 44 11.500 1.00 51.68 0 0 0| 0 0 0 0 46 9.500 0.99 49.87 0 0 0| 0 0 0 0 48 5.750 0.92 47.81 0 0 0| 0 20 0 0 52 2.500 0.66 46.78 0 0 0| 0 250 0 0 56 0.750 0.30 47.81 0 0 0| 0 20 0 0 60 CAB 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 57.550 Time to expiry: 99 Days Dec 10 18.250 0.93 51.25 0 0 0| 0 0 0 0 40 14.500 0.88 49.18 0 0 0| 0 0 0 0 44 11.250 0.81 47.08 0 0 0| 0 0 0 0 48 6.000 0.60 44.00 0 0 0| 0 520 0 0 56 4.250 0.48 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 40.97 Underlying Price 57.550 Time to expiry: 190 Days Mar 11 18.750 0.91 43.85 0 0 0| 0 0 0 0 40 15.500 0.84 44.41 0 0 0| 0 0 0 0 44 12.250 0.78 41.94 0 0 0| 0 0 0 0 48 7.500 0.60 41.00 0 0 0| 0 0 0 0 56 5.750 0.51 40.94 0 0 0| 0 13 0 0 60 4.250 0.42 40.30 0 0 0| 2 40 +2 0 64 1.250 0.16 40.12 0 0 0| 0 0 0 0 80 Total 0 0 0| 2 53 +2 0 Total Calls 0 0 0| 2 2,822 +2 0 | Equity Options 21:51 Business Day Thu 9 Sep 2010 Previous Business Day Wed 8 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 40.36 Underlying Price 270.000 Time to expiry: 8 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 0.00 36.79 0 0 0| 0 4 0 0 230 CAB -0.01 36.74 0 0 0| 0 0 0 0 235 CAB -0.02 36.20 0 0 0| 0 7 0 0 240 0.250 -0.04 35.86 0 0 0| 0 5 0 0 245 0.500 -0.08 36.25 0 0 0| 0 5 0 0 250 2.500 -0.25 37.36 0 0 0| 0 35 0 0 260 6.750 -0.49 40.36 0 0 0| 5 215 -5 0 270 13.250 -0.70 42.44 0 0 0| 0 15 0 0 280 21.250 -0.85 42.44 0 0 0| 0 5 0 0 290 30.500 -0.94 42.07 0 0 0| 0 5 0 0 300 40.000 -0.98 42.36 0 0 0| 0 0 0 0 310 50.000 -1.00 41.45 0 0 0| 0 15 0 0 320 71.750 70.000 -1.00 42.51 71.750 S 71.750 S 0 0 4| 0 8 0 0 340 90.000 -1.00 42.51 0 0 0| 0 0 0 0 360 130.000 -1.00 41.89 0 0 0| 0 0 0 0 400 Total 0 0 4| 5 319 -5 0 Indicative a-t-m Vol 37.37 Underlying Price 270.000 Time to expiry: 99 Days Dec 10 1.000 -0.04 35.47 0 0 0| 0 0 0 0 200 4.500 3.750 -0.13 37.60 4.500 4.500 0 0 8| 0 0 0 0 220 5.750 -0.18 37.27 0 0 0| 0 0 0 0 230 8.500 -0.25 37.18 0 0 0| 0 532 0 0 240 14.250 17.000 -0.39 38.38 17.000 14.250 0 0 24| 17 33 -17 0 260 26.750 -0.55 36.36 0 0 0| 5 88 +5 0 280 40.250 -0.69 36.12 0 0 0| 0 10 0 0 300 56.250 -0.80 36.16 0 0 0| 0 54 0 0 320 74.000 -0.87 36.60 0 0 0| 0 0 0 0 340 92.750 -0.92 37.49 0 0 0| 0 2 0 0 360 131.750 -0.96 40.75 0 0 0| 0 0 0 0 400 Total 0 0 32| 22 719 -12 0 Indicative a-t-m Vol 34.96 Underlying Price 270.000 Time to expiry: 190 Days Mar 11 4.250 -0.11 37.67 0 0 0| 0 0 0 0 200 8.250 -0.19 36.87 0 0 0| 0 9 0 0 220 11.000 -0.23 36.50 0 0 0| 0 14 0 0 230 14.000 -0.28 35.87 0 0 0| 0 6 0 0 240 22.250 -0.39 35.06 0 0 0| 0 0 0 0 260 33.000 -0.51 34.86 0 0 0| 0 25 0 0 280 46.250 -0.62 34.85 0 0 0| 0 0 0 0 300 61.250 61.500 -0.71 35.05 61.250 S 61.250 S 0 0 4| 0 6 0 0 320 95.250 -0.85 34.91 0 0 0| 0 0 0 0 360 Total 0 0 4| 0 60 0 0 Equity Options 21:51 Business Day Thu 9 Sep 2010 Previous Business Day Wed 8 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 40| 27 1,098 -17 0 Grand Total 0 0 42| 7,167 18,803 +103 0 ITV Plc - STND OPT (GME) Indicative a-t-m Vol 45.77 Underlying Price 57.550 Time to expiry: 8 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 0.00 44.66 0 0 0| 0 110 0 0 48 CAB -0.06 42.48 0 0 0| 0 0 0 0 52 1.000 -0.33 43.18 0 0 0| 0 1,375 0 0 56 3.250 -0.69 48.36 0 0 0| 0 20 0 0 60 6.500 -0.91 48.36 0 0 0| 0 30 0 0 64 14.500 -1.00 54.79 0 0 0| 0 0 0 0 72 22.500 -1.00 60.94 0 0 0| 0 0 0 0 80 62.500 -1.00 97.19 0 0 0| 0 0 0 0 120 Total 0 0 0| 0 1,535 0 0 Indicative a-t-m Vol 42.67 Underlying Price 57.550 Time to expiry: 99 Days Dec 10 0.250 -0.04 41.53 0 0 0| 0 0 0 0 40 0.500 -0.09 43.02 0 0 0| 0 18 0 0 44 1.500 -0.18 43.08 0 0 0| 0 50 0 0 48 4.250 -0.40 43.51 0 0 0| 0 62 0 0 56 6.250 -0.53 41.82 0 0 0| 0 24 0 0 60 9.250 -0.64 42.48 0 0 0| 0 39 0 0 64 15.250 -0.84 38.94 0 0 0| 0 0 0 0 72 22.750 -0.91 43.72 0 0 0| 0 0 0 0 80 62.500 -1.00 43.64 0 0 0| 0 0 0 0 120 Total 0 0 0| 0 193 0 0 Indicative a-t-m Vol 40.35 Underlying Price 57.550 Time to expiry: 190 Days Mar 11 1.250 -0.11 48.19 0 0 0| 0 0 0 0 40 1.750 -0.16 44.35 0 0 0| 0 32 0 0 44 2.500 -0.22 41.88 0 0 0| 0 66 0 0 48 5.750 -0.40 41.10 0 0 0| 0 0 0 0 56 7.750 -0.50 39.60 0 0 0| 0 25 0 0 60 10.500 -0.58 40.51 0 0 0| 0 0 0 0 64 23.250 -0.85 38.85 0 0 0| 0 0 0 0 80 Total 0 0 0| 0 123 0 0 Total Puts 0 0 0| 0 1,851 0 0 Grand Total 0 0 42| 12,029 33,952 +105 0 Equity Options 21:51 Business Day Thu 9 Sep 2010 Previous Business Day Wed 8 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 40.25 Underlying Price 1295.000 Time to expiry: 8 Days Sep 10 415.000 1.00 56.79 0 0 0| 0 0 0 0 880 375.000 1.00 56.16 0 0 0| 0 0 0 0 920 335.000 1.00 54.27 0 0 0| 0 0 0 0 960 315.000 1.00 52.80 0 0 0| 0 0 0 0 980 295.000 1.00 51.33 0 0 0| 0 0 0 0 1000 245.000 1.00 48.74 0 0 0| 0 0 0 0 1050 195.500 0.99 47.74 0 0 0| 0 0 0 0 1100 146.000 147.000 0.95 46.30 146.000 146.000 0 0 1| 1 322 0 0 1150 101.500 0.87 45.22 0 0 0| 2 578 0 0 1200 61.000 0.72 41.99 0 0 0| 0 5 0 0 1250 30.500 0.49 40.06 0 0 0| 0 27 0 0 1300 12.500 0.26 39.52 0 0 0| 0 0 0 0 1350 4.000 0.11 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 1| 3 1,180 0 0 Indicative a-t-m Vol 42.98 Underlying Price 1295.000 Time to expiry: 99 Days Dec 10 427.500 0.94 52.87 0 0 0| 0 0 0 0 880 391.000 0.92 51.45 0 0 0| 0 0 0 0 920 355.500 0.90 50.55 0 0 0| 0 0 0 0 960 320.000 0.88 48.76 0 0 0| 0 0 0 0 1000 241.000 0.79 46.90 0 0 0| 0 271 0 0 1100 171.500 0.67 44.65 0 0 0| 0 89 0 0 1200 114.500 0.54 42.90 0 0 0| 0 78 0 0 1300 73.000 0.41 41.76 0 0 0| 1 14 -3 0 1400 44.000 44.000 0.28 40.70 44.000 44.000 0 0 1| 0 3 0 0 1500 25.000 0.18 40.02 0 0 0| 1 6 +1 0 1600 15.000 0.12 40.44 0 0 0| 0 2 0 0 1700 9.000 0.08 40.90 0 0 0| 0 6 0 0 1800 Total 0 0 1| 2 469 -2 0 Indicative a-t-m Vol 43.21 Underlying Price 1295.000 Time to expiry: 190 Days Mar 11 443.500 0.90 48.57 0 0 0| 0 0 0 0 880 409.500 0.88 47.68 0 0 0| 0 0 0 0 920 378.000 0.86 47.35 0 0 0| 0 0 0 0 960 346.500 0.83 46.59 0 0 0| 0 0 0 0 1000 274.500 0.75 45.13 0 0 0| 0 8 0 0 1100 211.500 0.66 43.79 0 0 0| 0 4 0 0 1200 162.000 160.500 0.56 43.18 162.000 162.000 0 0 3| 0 7 0 0 1300 115.500 0.46 41.43 0 0 0| 0 0 0 0 1400 57.500 0.28 39.97 0 0 0| 0 0 0 0 1600 Total 0 0 3| 0 19 0 0 Equity Options 21:51 Business Day Thu 9 Sep 2010 Previous Business Day Wed 8 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| 5 1,668 -2 0 | Equity Options 21:51 Business Day Thu 9 Sep 2010 Previous Business Day Wed 8 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 40.48 Underlying Price 1295.000 Time to expiry: 8 Days Sep 10 CAB 0.00 88.14 0 0 0| 0 15 0 0 880 0.500 0.00 86.01 0 0 0| 0 2 0 0 920 0.500 -0.01 83.81 0 0 0| 0 2 0 0 960 1.000 -0.01 82.34 0 0 0| 0 7 0 0 980 1.000 -0.02 80.49 0 0 0| 0 21 0 0 1000 2.000 -0.03 73.51 0 0 0| 0 17 0 0 1050 3.000 -0.05 66.51 0 0 0| 50 144 -17 0 1100 4.500 -0.08 56.64 0 0 0| 0 10 0 0 1150 10.000 10.000 -0.17 52.73 10.000 10.000 0 0 79| 0 750 0 0 1200 16.000 -0.28 42.19 0 0 0| 0 4 0 0 1250 35.500 -0.51 40.29 0 0 0| 50 105 +4 0 1300 66.500 -0.75 38.20 0 0 0| 0 0 0 0 1350 109.000 -0.89 39.77 0 0 0| 0 28 0 0 1400 205.000 -0.99 39.77 0 0 0| 0 21 0 0 1500 305.000 -1.00 43.21 0 0 0| 0 302 0 0 1600 405.000 -1.00 44.22 0 0 0| 0 0 0 0 1700 505.000 -1.00 45.25 0 0 0| 0 2 0 0 1800 Total 0 0 79| 100 1,430 -13 0 Indicative a-t-m Vol 43.14 Underlying Price 1295.000 Time to expiry: 99 Days Dec 10 11.500 -0.06 53.86 0 0 0| 0 1 0 0 880 14.500 -0.08 52.24 0 0 0| 0 0 0 0 920 18.000 -0.10 49.87 0 0 0| 0 2 0 0 960 23.000 -0.13 48.96 0 0 0| 0 220 0 0 1000 44.500 -0.21 47.21 0 0 0| 55 851 +50 0 1100 74.500 -0.33 44.78 0 0 0| 1 300 0 0 1200 117.500 -0.46 43.06 0 0 0| 1 82 -1 0 1300 175.500 -0.60 41.77 0 0 0| 0 1 0 0 1400 247.000 -0.72 40.95 0 0 0| 0 0 0 0 1500 327.500 -0.82 40.14 0 0 0| 0 0 0 0 1600 418.000 -0.88 40.57 0 0 0| 0 0 0 0 1700 512.000 -0.92 41.47 0 0 0| 0 0 0 0 1800 Total 0 0 0| 57 1,457 +49 0 Indicative a-t-m Vol 43.13 Underlying Price 1295.000 Time to expiry: 190 Days Mar 11 25.500 -0.10 48.78 0 0 0| 0 2 0 0 880 31.500 -0.12 48.08 0 0 0| 0 0 0 0 920 39.000 -0.15 47.39 0 0 0| 0 1 0 0 960 47.500 -0.17 46.59 0 0 0| 0 0 0 0 1000 75.500 -0.25 45.14 0 0 0| 0 15 0 0 1100 112.000 -0.34 43.85 0 0 0| 0 6 0 0 1200 160.500 -0.44 43.09 0 0 0| 0 0 0 0 1300 215.500 -0.54 41.48 0 0 0| 0 0 0 0 1400 357.000 -0.72 39.96 0 0 0| 0 1 0 0 1600 Total 0 0 0| 0 25 0 0 Total Puts 0 0 79| 157 2,912 +36 0 Equity Options 21:51 Business Day Thu 9 Sep 2010 Previous Business Day Wed 8 Sep 2010 Page 18 Puts | Block | Opening Settle Delta Vola- Daily Trade Bclear Total | Official **Open Change Exer- Exer Trans Price tility High Low Volume Volume*** Volume | Volume Int cises Price | Grand Total 0 0 84| 7,002 19,324 +34 0 Equity Options 21:51 Business Day Thu 9 Sep 2010 Previous Business Day Wed 8 Sep 2010 Page 19 Calls | Block | Opening Settle Delta Vola- Daily Trade Bclear Total | Official **Open Change Exer- Exer Trans Price tility High Low Volume Volume*** Volume | Volume Int cises Price | Kingfisher plc - STND OPT (KGF) Indicative a-t-m Vol 29.54 Underlying Price 213.300 Time to expiry: 8 Days Sep 10 33.250 0.99 44.91 0 0 0| 0 8 0 0 180 23.500 0.98 35.08 0 0 0| 0 0 0 0 190 18.500 0.95 35.58 0 0 0| 0 3 0 0 195 14.000 0.89 33.71 0 0 0| 0 99 0 0 200 9.500 0.80 31.68 0 0 0| 0 0 0 0 205 6.500 6.000 0.64 30.28 6.500 6.500 0 0 16| 0 93 0 0 210 3.250 0.44 29.36 0 0 0| 0 3 0 0 215 1.250 0.25 27.84 0 0 0| 0 277 0 0 220 0.500 0.13 29.05 0 0 0| 0 0 0 0 225 0.250 0.05 29.22 0 0 0| 0 170 0 0 230 CAB 0.02 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 16| 0 790 0 0 Indicative a-t-m Vol 27.17 Underlying Price 213.300 Time to expiry: 36 Days Oct 10 34.000 0.94 37.82 0 0 0| 0 0 0 0 180 24.500 0.90 32.75 0 0 0| 0 0 0 0 190 20.000 0.85 30.80 0 0 0| 0 0 0 0 195 15.750 0.78 29.66 0 0 0| 0 0 0 0 200 12.000 0.69 28.56 0 0 0| 0 0 0 0 205 8.750 0.59 27.64 0 0 0| 0 7 0 0 210 6.000 0.47 27.05 0 0 0| 0 0 0 0 215 3.750 0.35 25.74 0 0 0| 0 0 0 0 220 2.250 0.25 25.20 0 0 0| 0 0 0 0 225 1.500 0.17 25.37 0 0 0| 0 0 0 0 230 0.250 0.05 24.02 0 0 0| 0 0 0 0 240 CAB 0.00 21.10 0 0 0| 0 0 0 0 260 Total 0 0 0| 0 7 0 0 Indicative a-t-m Vol 26.60 Underlying Price 213.300 Time to expiry: 71 Days Nov 10 34.500 0.91 33.95 0 0 0| 0 0 0 0 180 25.500 0.84 30.70 0 0 0| 0 0 0 0 190 21.250 0.79 29.13 0 0 0| 0 0 0 0 195 17.250 0.72 27.81 0 0 0| 0 0 0 0 200 14.250 0.64 28.11 0 0 0| 0 0 0 0 205 11.000 0.56 27.29 0 0 0| 0 0 0 0 210 8.250 8.500 0.48 26.43 8.250 8.250 0 0 5| 0 0 0 0 215 6.000 0.39 25.34 0 0 0| 0 0 0 0 220 4.250 0.31 24.76 0 0 0| 0 0 0 0 225 3.000 0.24 24.60 0 0 0| 0 0 0 0 230 1.250 0.12 23.61 0 0 0| 0 0 0 0 240 Total 0 0 5| 0 0 0 0 Equity Options 21:51 Business Day Thu 9 Sep 2010 Previous Business Day Wed 8 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 27.31 Underlying Price 213.300 Time to expiry: 99 Days Dec 10 35.250 0.87 33.09 0 0 0| 0 0 0 0 180 26.750 0.79 30.71 0 0 0| 0 22 0 0 190 19.250 0.68 29.01 0 0 0| 0 0 0 0 200 13.000 0.55 27.73 0 0 0| 0 12 0 0 210 8.250 0.42 26.68 0 0 0| 0 54 0 0 220 5.250 0.30 26.63 0 0 0| 0 71 0 0 230 2.750 0.19 25.68 0 0 0| 0 97 0 0 240 0.750 0.06 24.84 0 0 0| 0 7 0 0 260 CAB 0.01 23.06 0 0 0| 0 0 0 0 280 CAB 0.00 16.56 0 0 0| 0 0 0 0 320 Total 0 0 0| 0 263 0 0 Indicative a-t-m Vol 27.77 Underlying Price 213.300 Time to expiry: 190 Days Mar 11 38.250 0.80 31.91 0 0 0| 0 0 0 0 180 30.750 0.73 30.23 0 0 0| 0 0 0 0 190 24.000 0.65 28.96 0 0 0| 0 87 0 0 200 18.000 0.56 28.04 0 0 0| 0 44 0 0 210 13.250 0.47 27.35 0 0 0| 0 38 0 0 220 9.750 0.38 27.19 0 0 0| 0 16 0 0 230 6.750 0.29 26.22 0 0 0| 0 12 0 0 240 0.750 0.05 22.35 0 0 0| 0 102 0 0 280 Total 0 0 0| 0 299 0 0 Total Calls 0 0 21| 0 1,359 0 0 | Equity Options 21:51 Business Day Thu 9 Sep 2010 Previous Business Day Wed 8 Sep 2010 Page 21 Puts | Block | Opening Settle Delta Vola- Daily Trade Bclear Total | Official **Open Change Exer- Exer Trans Price tility High Low Volume Volume*** Volume | Volume Int cises Price | Kingfisher plc - STND OPT (KGF) Indicative a-t-m Vol 28.64 Underlying Price 213.300 Time to expiry: 8 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 -0.10 32.35 0 0 0| 0 329 0 0 200 1.250 -0.20 30.76 0 0 0| 0 212 0 0 205 2.750 2.500 -0.36 30.00 2.750 2.750 0 0 15| 0 50 0 0 210 4.750 -0.56 28.31 0 0 0| 36 341 +36 0 215 8.250 -0.74 29.00 0 0 0| 40 65 +32 0 220 12.250 -0.88 29.00 0 0 0| 0 20 0 0 225 17.000 17.000 -0.94 30.00 17.000 S 17.000 S 0 0 6| 0 40 0 0 230 21.750 -0.98 30.00 0 0 0| 0 0 0 0 235 26.750 -1.00 30.00 0 0 0| 0 30 0 0 240 36.750 -1.00 30.00 0 0 0| 0 0 0 0 250 46.750 -1.00 30.00 0 0 0| 0 21 0 0 260 66.750 -1.00 30.00 0 0 0| 0 0 0 0 280 106.750 -1.00 30.00 0 0 0| 0 0 0 0 320 Total 0 0 21| 76 1,305 +68 0 Indicative a-t-m Vol 27.87 Underlying Price 213.300 Time to expiry: 36 Days Oct 10 0.750 -0.06 33.88 0 0 0| 0 0 0 0 180 1.750 -0.14 32.96 0 0 0| 0 25 0 0 190 2.500 -0.20 31.98 0 0 0| 0 0 0 0 195 3.500 -0.27 30.47 0 0 0| 0 15 0 0 200 5.000 -0.35 29.14 0 0 0| 0 0 0 0 205 6.750 -0.45 28.14 0 0 0| 0 0 0 0 210 9.500 9.500 -0.56 27.81 9.500 9.500 0 0 4| 0 2 0 0 215 12.750 -0.65 28.53 0 0 0| 0 0 0 0 220 16.000 -0.75 26.80 0 0 0| 0 0 0 0 225 20.000 -0.84 25.47 0 0 0| 0 0 0 0 230 29.250 -0.92 28.30 0 0 0| 0 0 0 0 240 49.000 -0.95 37.67 0 0 0| 0 0 0 0 260 Total 0 0 4| 0 42 0 0 Indicative a-t-m Vol 28.12 Underlying Price 213.300 Time to expiry: 71 Days Nov 10 2.000 2.250 -0.13 35.20 2.000 2.000 0 0 16| 0 0 0 0 180 3.750 -0.20 32.05 0 0 0| 0 0 0 0 190 4.750 -0.25 30.97 0 0 0| 0 0 0 0 195 6.000 -0.31 29.37 0 0 0| 0 0 0 0 200 7.500 -0.38 28.44 0 0 0| 0 200 0 0 205 9.750 -0.45 28.28 0 0 0| 0 30 0 0 210 12.500 -0.53 28.08 0 0 0| 0 0 0 0 215 15.250 -0.60 27.19 0 0 0| 0 0 0 0 220 18.500 -0.68 27.00 0 0 0| 0 0 0 0 225 22.250 -0.74 27.02 0 0 0| 0 0 0 0 230 30.250 -0.85 25.81 0 0 0| 0 0 0 0 240 Total 0 0 16| 0 230 0 0 Equity Options 21:51 Business Day Thu 9 Sep 2010 Previous Business Day Wed 8 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 28.82 Underlying Price 213.300 Time to expiry: 99 Days Dec 10 3.500 -0.16 34.54 0 0 0| 0 199 0 0 180 5.250 -0.23 31.78 0 0 0| 0 3 0 0 190 7.750 -0.33 29.98 0 0 0| 0 180 0 0 200 12.000 -0.45 29.28 0 0 0| 0 6,010 0 0 210 17.250 -0.58 28.14 0 0 0| 0 31 0 0 220 23.250 23.750 -0.70 27.19 23.250 S 23.250 S 0 0 6| 0 35 0 0 230 31.250 -0.80 26.23 0 0 0| 0 39 0 0 240 49.500 -0.92 27.66 0 0 0| 0 0 0 0 260 68.750 -0.97 28.30 0 0 0| 0 10 0 0 280 108.500 -1.00 27.71 0 0 0| 0 0 0 0 320 Total 0 0 6| 0 6,507 0 0 Indicative a-t-m Vol 29.22 Underlying Price 213.300 Time to expiry: 190 Days Mar 11 7.000 -0.21 33.26 0 0 0| 0 10 0 0 180 9.250 -0.28 31.49 0 0 0| 0 4 0 0 190 12.500 -0.35 30.37 0 0 0| 0 27 0 0 200 16.750 -0.44 29.41 0 0 0| 0 27 0 0 210 21.250 22.250 -0.53 28.93 21.250 21.000 0 0 29| 0 21 0 0 220 28.250 -0.62 28.21 0 0 0| 0 64 0 0 230 35.250 -0.70 27.48 0 0 0| 0 142 0 0 240 69.750 -0.91 27.57 0 0 0| 0 0 0 0 280 Total 0 0 29| 0 295 0 0 Total Puts 0 0 76| 76 8,379 +68 0 Grand Total 0 0 97| 10,336 31,854 +68 0 Equity Options 21:51 Business Day Thu 9 Sep 2010 Previous Business Day Wed 8 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 27.86 Underlying Price 140.100 Time to expiry: 8 Days Sep 10 40.250 1.00 78.88 0 0 0| 0 0 0 0 100 30.250 1.00 56.95 0 0 0| 0 0 0 0 110 20.000 1.00 35.73 0 0 0| 0 0 0 0 120 15.250 0.99 32.59 0 0 0| 0 0 0 0 125 10.250 0.95 29.06 0 0 0| 0 0 0 0 130 5.750 0.81 27.82 0 0 0| 0 10 0 0 135 2.500 0.52 27.22 0 0 0| 0 38 0 0 140 1.000 0.24 30.41 0 0 0| 0 0 0 0 145 0.250 0.10 32.78 0 0 0| 0 83 0 0 150 CAB 0.01 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 31.96 Underlying Price 140.100 Time to expiry: 99 Days Dec 10 41.000 0.95 41.14 0 0 0| 0 0 0 0 100 22.750 0.83 34.75 0 0 0| 0 0 0 0 120 15.000 0.71 31.96 0 0 0| 0 20 0 0 130 9.500 0.54 32.10 0 0 0| 0 3 0 0 140 5.250 0.37 30.70 0 0 0| 0 229 0 0 150 2.750 0.23 30.22 0 0 0| 0 8 0 0 160 1.250 0.12 29.08 0 0 0| 0 0 0 0 170 0.500 0.05 28.04 0 0 0| 0 9 0 0 180 Total 0 0 0| 0 269 0 0 Indicative a-t-m Vol 31.44 Underlying Price 140.100 Time to expiry: 190 Days Mar 11 42.000 0.92 39.91 0 0 0| 0 5 0 0 100 25.250 0.78 35.50 0 0 0| 0 10 0 0 120 18.000 0.68 33.57 0 0 0| 0 30 0 0 130 12.000 0.55 31.47 0 0 0| 0 21 0 0 140 8.000 0.42 31.22 0 0 0| 0 6 0 0 150 5.000 0.30 30.47 0 0 0| 0 9 0 0 160 1.750 0.13 29.55 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 21:51 Business Day Thu 9 Sep 2010 Previous Business Day Wed 8 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 28.99 Underlying Price 140.100 Time to expiry: 8 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 -0.01 42.69 0 0 0| 0 3 0 0 120 CAB -0.01 33.29 0 0 0| 0 0 0 0 125 0.250 -0.06 30.44 0 0 0| 0 13 0 0 130 0.750 -0.20 28.76 0 0 0| 0 15 0 0 135 2.500 -0.48 28.76 0 0 0| 0 80 0 0 140 5.750 -0.76 29.93 0 0 0| 0 0 0 0 145 10.250 -0.90 32.76 0 0 0| 0 15 0 0 150 20.000 -0.98 39.17 0 0 0| 0 22 0 0 160 30.000 -1.00 46.22 0 0 0| 0 0 0 0 170 40.000 -1.00 54.45 0 0 0| 0 30 0 0 180 Total 0 0 0| 0 178 0 0 Indicative a-t-m Vol 31.26 Underlying Price 140.100 Time to expiry: 99 Days Dec 10 0.500 -0.04 38.01 0 0 0| 0 0 0 0 100 2.500 -0.17 34.89 0 0 0| 0 5 0 0 120 5.000 -0.30 33.03 0 0 0| 0 54 0 0 130 9.000 -0.46 31.45 0 0 0| 0 88 0 0 140 14.500 -0.64 29.57 0 0 0| 0 14 0 0 150 22.250 -0.78 30.26 0 0 0| 0 0 0 0 160 30.750 -0.88 29.29 0 0 0| 0 3 0 0 170 40.250 -0.94 30.75 0 0 0| 0 6 0 0 180 Total 0 0 0| 0 170 0 0 Indicative a-t-m Vol 30.71 Underlying Price 140.100 Time to expiry: 190 Days Mar 11 2.250 -0.11 39.71 0 0 0| 0 10 0 0 100 6.250 -0.26 35.15 0 0 0| 0 67 0 0 120 9.500 -0.37 32.79 0 0 0| 0 36 0 0 130 14.000 -0.50 30.72 0 0 0| 0 25 0 0 140 20.250 -0.62 30.61 0 0 0| 0 55 0 0 150 27.500 -0.73 29.89 0 0 0| 0 11 0 0 160 44.750 -0.89 28.77 0 0 0| 0 0 0 0 180 Total 0 0 0| 0 204 0 0 Total Puts 0 0 0| 0 552 0 0 Grand Total 0 0 0| 4,860 11,553 0 0 Equity Options 21:51 Business Day Thu 9 Sep 2010 Previous Business Day Wed 8 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 649.000 Time to expiry: 8 Days Sep 10 189.000 1.00 68.62 0 0 0| 0 0 0 0 460 169.000 1.00 55.18 0 0 0| 0 0 0 0 480 129.000 1.00 38.59 0 0 0| 0 0 0 0 520 109.000 1.00 31.60 0 0 0| 0 0 0 0 540 89.000 1.00 28.85 0 0 0| 0 6 0 0 560 69.000 1.00 25.91 0 0 0| 0 35 0 0 580 49.000 1.00 22.33 0 0 0| 5 80 0 0 600 32.000 29.500 0.96 20.69 32.000 S 32.000 S 0 0 2| 2 134 +2 0 620 12.250 0.70 20.01 0 0 0| 0 579 0 0 640 2.750 0.26 19.46 0 0 0| 0 0 0 0 660 0.250 0.03 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 2| 7 1,603 +2 0 Indicative a-t-m Vol 21.93 Underlying Price 649.000 Time to expiry: 36 Days Oct 10 169.000 1.00 53.39 0 0 0| 0 0 0 0 480 129.250 0.99 44.61 0 0 0| 0 0 0 0 520 89.250 0.98 32.80 0 0 0| 0 0 0 0 560 69.750 0.95 29.72 0 0 0| 0 0 0 0 580 50.000 0.93 23.57 0 0 0| 0 1 0 0 600 36.250 33.000 0.76 23.04 36.250 S 36.250 S 0 0 2| 0 2 0 0 620 20.500 19.750 0.55 22.19 20.500 S 20.000 S 0 0 50| 0 40 0 0 640 10.500 0.36 21.60 0 0 0| 0 0 0 0 660 5.500 5.000 0.21 21.23 5.500 S 5.500 S 0 0 50| 0 0 0 0 680 1.750 0.08 24.64 0 0 0| 0 0 0 0 720 0.250 0.01 23.76 0 0 0| 0 0 0 0 760 Total 0 0 102| 0 43 0 0 Indicative a-t-m Vol 22.16 Underlying Price 649.000 Time to expiry: 71 Days Nov 10 129.250 0.99 34.26 0 0 0| 0 0 0 0 520 89.750 0.95 27.96 0 0 0| 0 0 0 0 560 71.000 0.88 25.61 0 0 0| 0 0 0 0 580 54.000 0.78 24.34 0 0 0| 0 0 0 0 600 39.250 0.66 23.27 0 0 0| 0 2 0 0 620 27.250 0.54 22.43 0 0 0| 0 11 0 0 640 17.750 0.42 21.83 0 0 0| 10 21 +10 0 660 10.500 0.29 21.15 0 0 0| 0 2 0 0 680 3.250 0.12 20.57 0 0 0| 0 0 0 0 720 0.750 0.03 19.97 0 0 0| 0 0 0 0 760 Total 0 0 0| 10 36 +10 0 Indicative a-t-m Vol 23.21 Underlying Price 649.000 Time to expiry: 99 Days Dec 10 169.250 0.99 40.67 0 0 0| 0 0 0 0 480 Equity Options 21:51 Business Day Thu 9 Sep 2010 Previous Business Day Wed 8 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 | 129.250 0.99 31.65 0 0 0| 0 0 0 0 520 91.000 0.89 28.05 0 0 0| 0 45 0 0 560 57.500 0.73 24.98 0 0 0| 0 208 0 0 600 32.000 0.54 23.53 0 0 0| 0 638 0 0 640 14.750 0.33 22.10 0 0 0| 0 149 0 0 680 5.250 0.16 20.96 0 0 0| 0 30 0 0 720 CAB 0.00 16.25 0 0 0| 0 0 0 0 800 Total 0 0 0| 0 1,070 0 0 Indicative a-t-m Vol 22.81 Underlying Price 649.000 Time to expiry: 190 Days Mar 11 169.250 0.99 32.56 0 0 0| 0 0 0 0 480 130.250 0.93 28.66 0 0 0| 0 0 0 0 520 95.000 0.81 25.85 0 0 0| 0 500 0 0 560 65.000 0.69 24.25 0 0 0| 0 14 0 0 600 41.250 0.53 23.04 0 0 0| 0 39 0 0 640 23.750 0.38 22.01 0 0 0| 0 13 0 0 680 12.500 0.24 21.29 0 0 0| 0 10 0 0 720 2.750 0.07 20.70 0 0 0| 0 0 0 0 800 Total 0 0 0| 0 576 0 0 Total Calls 0 0 104| 17 3,328 +12 0 | Equity Options 21:51 Business Day Thu 9 Sep 2010 Previous Business Day Wed 8 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 649.000 Time to expiry: 8 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 -0.04 25.57 0 0 0| 0 657 0 0 600 2.250 -0.17 24.17 0 0 0| 0 369 0 0 620 7.750 -0.45 22.45 0 0 0| 0 151 0 0 640 20.000 -0.78 21.38 0 0 0| 0 0 0 0 660 37.750 -0.95 21.38 0 0 0| 0 30 0 0 680 77.500 -1.00 19.79 0 0 0| 0 468 0 0 720 117.500 -1.00 19.31 0 0 0| 0 0 0 0 760 157.500 -1.00 20.59 0 0 0| 0 4 0 0 800 Total 0 0 0| 0 3,535 0 0 Indicative a-t-m Vol 22.79 Underlying Price 649.000 Time to expiry: 36 Days Oct 10 0.250 -0.01 38.03 0 0 0| 0 0 0 0 480 1.250 -0.04 38.28 0 0 0| 0 0 0 0 520 2.000 -0.07 30.12 0 0 0| 0 19 0 0 560 2.750 -0.10 26.83 0 0 0| 0 15 0 0 580 5.500 -0.18 25.29 0 0 0| 0 7 0 0 600 10.250 -0.31 24.27 0 0 0| 0 26 0 0 620 17.250 -0.46 22.96 0 0 0| 0 5 0 0 640 28.500 -0.63 22.58 0 0 0| 0 0 0 0 660 42.750 -0.78 22.03 0 0 0| 0 5 0 0 680 78.750 -0.93 24.19 0 0 0| 0 0 0 0 720 117.750 -0.98 26.34 0 0 0| 0 0 0 0 760 Total 0 0 0| 0 77 0 0 Indicative a-t-m Vol 22.86 Underlying Price 649.000 Time to expiry: 71 Days Nov 10 2.500 -0.06 32.19 0 0 0| 0 0 0 0 520 4.750 -0.12 27.70 0 0 0| 0 0 0 0 560 7.250 -0.17 26.20 0 0 0| 0 0 0 0 580 11.000 -0.25 24.99 0 0 0| 0 0 0 0 600 16.750 -0.34 23.95 0 0 0| 8 8 +8 0 620 24.750 -0.46 23.17 0 0 0| 0 10 0 0 640 35.250 -0.58 22.48 0 0 0| 0 0 0 0 660 48.250 -0.70 22.21 0 0 0| 0 0 0 0 680 80.750 -0.87 21.99 0 0 0| 0 0 0 0 720 118.250 -0.96 22.16 0 0 0| 0 0 0 0 760 Total 0 0 0| 8 18 +8 0 Indicative a-t-m Vol 23.10 Underlying Price 649.000 Time to expiry: 99 Days Dec 10 2.000 -0.04 32.95 0 0 0| 0 394 0 0 480 4.250 -0.08 30.01 0 0 0| 0 625 0 0 520 Equity Options 21:51 Business Day Thu 9 Sep 2010 Previous Business Day Wed 8 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 | 8.500 -0.16 27.36 0 0 0| 0 1,353 0 0 560 17.250 -0.30 25.12 0 0 0| 0 943 0 0 600 32.500 -0.49 23.33 0 0 0| 0 138 0 0 640 56.500 -0.69 22.33 0 0 0| 0 47 0 0 680 88.750 -0.84 22.30 0 0 0| 0 317 0 0 720 163.750 -0.96 24.11 0 0 0| 0 22 0 0 800 Total 0 0 0| 0 3,839 0 0 Indicative a-t-m Vol 23.68 Underlying Price 649.000 Time to expiry: 190 Days Mar 11 6.000 -0.09 30.46 0 0 0| 0 29 0 0 480 10.750 -0.15 28.41 0 0 0| 0 114 0 0 520 18.250 -0.23 26.63 0 0 0| 0 547 0 0 560 30.250 -0.35 25.15 0 0 0| 0 74 0 0 600 47.750 -0.49 23.87 0 0 0| 0 80 0 0 640 71.250 -0.64 23.01 0 0 0| 0 23 0 0 680 100.750 -0.76 22.62 0 0 0| 0 149 0 0 720 172.000 -0.90 23.82 0 0 0| 0 2,900 0 0 800 Total 0 0 0| 0 3,916 0 0 Total Puts 0 0 0| 8 11,385 +8 0 Grand Total 0 0 104| 9,205 34,501 +20 0 Equity Options 21:51 Business Day Thu 9 Sep 2010 Previous Business Day Wed 8 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 32.56 Underlying Price 96.200 Time to expiry: 8 Days Sep 10 40.250 1.00 79.27 0 0 0| 0 0 0 0 56 32.250 1.00 66.45 0 0 0| 0 0 0 0 64 28.250 1.00 57.67 0 0 0| 0 0 0 0 68 24.250 1.00 52.95 0 0 0| 0 0 0 0 72 20.250 1.00 46.20 0 0 0| 0 100 0 0 76 16.250 1.00 42.82 0 0 0| 0 0 0 0 80 14.250 1.00 40.12 0 0 0| 0 0 0 0 82 12.250 0.99 38.78 0 0 0| 0 0 0 0 84 10.250 0.97 38.55 0 0 0| 0 0 0 0 86 8.250 0.95 34.78 0 0 0| 0 353 0 0 88 6.500 0.90 33.63 0 0 0| 0 5 0 0 90 4.750 0.81 33.81 0 0 0| 0 495 0 0 92 3.000 0.70 30.06 0 0 0| 0 250 0 0 94 2.000 0.53 32.07 0 0 0| 17 7,343 0 0 96 1.250 0.37 33.06 0 0 0| 0 50 0 0 98 0.750 0.25 34.81 0 0 0| 0 236 0 0 100 CAB 0.01 37.00 0 0 0| 0 0 0 0 110 Total 0 0 0| 17 8,832 0 0 Indicative a-t-m Vol 34.40 Underlying Price 96.200 Time to expiry: 36 Days Oct 10 20.500 0.96 44.75 0 0 0| 0 0 0 0 76 16.750 0.92 43.16 0 0 0| 0 0 0 0 80 15.000 0.89 43.26 0 0 0| 0 0 0 0 82 13.250 0.86 42.11 0 0 0| 0 0 0 0 84 11.500 0.83 40.39 0 0 0| 0 0 0 0 86 10.000 0.78 40.73 0 0 0| 0 0 0 0 88 8.250 0.74 37.12 0 0 0| 0 50 0 0 90 7.000 0.67 37.69 0 0 0| 0 23 0 0 92 5.500 0.60 36.05 0 0 0| 0 30 0 0 94 4.500 0.53 35.41 0 0 0| 0 43 0 0 96 3.250 0.45 33.39 0 0 0| 0 0 0 0 98 2.500 0.38 33.26 0 0 0| 0 0 0 0 100 0.500 0.09 30.44 0 0 0| 0 0 0 0 110 Total 0 0 0| 0 146 0 0 Indicative a-t-m Vol 35.12 Underlying Price 96.200 Time to expiry: 71 Days Nov 10 17.750 0.86 42.99 0 0 0| 0 0 0 0 80 14.500 0.80 41.17 0 0 0| 0 0 0 0 84 11.500 0.73 39.73 0 0 0| 0 0 0 0 88 10.000 0.69 38.21 0 0 0| 0 0 0 0 90 8.500 0.64 37.11 0 0 0| 0 0 0 0 92 7.000 0.59 34.60 0 0 0| 0 0 0 0 94 6.000 0.54 34.79 0 0 0| 0 0 0 0 96 5.250 0.49 35.45 0 0 0| 0 0 0 0 98 4.000 0.43 32.80 0 0 0| 0 0 0 0 100 Equity Options 21:51 Business Day Thu 9 Sep 2010 Previous Business Day Wed 8 Sep 2010 Page 30 Calls | Block | Opening Settle Delta Vola- Daily Trade Bclear Total | Official **Open Change Exer- Exer Trans Price tility High Low Volume Volume*** Volume | Volume Int cises Price | 1.500 0.20 32.18 0 0 0| 0 0 0 0 110 Total 0 0 0| 0 0 0 0 Indicative a-t-m Vol 36.22 Underlying Price 96.200 Time to expiry: 99 Days Dec 10 33.000 0.95 52.91 0 0 0| 0 3 0 0 64 28.500 0.97 36.97 0 0 0| 0 0 0 0 68 24.500 0.97 29.95 0 0 0| 0 2 0 0 72 20.750 0.95 28.52 0 0 0| 0 30 0 0 76 18.000 0.85 38.03 0 0 0| 0 0 0 0 80 15.000 0.78 38.29 0 0 0| 0 6 0 0 84 12.250 0.71 38.73 0 0 0| 0 61 0 0 88 9.750 0.63 37.38 0 0 0| 0 238 0 0 92 7.500 0.55 36.29 0 0 0| 0 181 0 0 96 5.750 0.46 36.01 0 0 0| 17 5,025 +17 0 100 0.750 0.11 31.55 0 0 0| 0 0 0 0 120 Total 0 0 0| 17 5,546 +17 0 Indicative a-t-m Vol 35.94 Underlying Price 96.200 Time to expiry: 190 Days Mar 11 34.750 0.89 54.69 0 0 0| 0 0 0 0 64 27.500 0.85 46.78 0 0 0| 0 0 0 0 72 24.000 0.82 43.50 0 0 0| 0 0 0 0 76 20.750 0.78 41.19 0 0 0| 0 0 0 0 80 17.750 0.74 39.45 0 0 0| 0 11 0 0 84 15.000 0.68 38.15 0 0 0| 0 14 0 0 88 12.500 0.62 37.64 0 0 0| 0 140 0 0 92 10.250 0.56 36.19 0 0 0| 0 34 0 0 96 8.250 0.50 35.16 0 0 0| 0 1 0 0 100 2.000 0.19 30.94 0 0 0| 0 0 0 0 120 Total 0 0 0| 0 200 0 0 Total Calls 0 0 0| 34 14,724 +17 0 | Equity Options 21:51 Business Day Thu 9 Sep 2010 Previous Business Day Wed 8 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 30.32 Underlying Price 96.200 Time to expiry: 8 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 0.00 41.65 0 0 0| 0 95 0 0 80 CAB -0.01 40.78 0 0 0| 0 0 0 0 82 CAB -0.02 40.99 0 0 0| 0 65 0 0 84 CAB -0.03 39.27 0 0 0| 0 0 0 0 86 CAB -0.05 35.31 0 0 0| 0 8 0 0 88 0.250 -0.10 33.40 0 0 0| 0 15 0 0 90 0.500 -0.17 30.65 0 0 0| 0 0 0 0 92 0.750 -0.30 29.01 0 0 0| 0 0 0 0 94 1.750 -0.47 30.32 0 0 0| 0 35 0 0 96 2.750 -0.64 30.32 0 0 0| 0 0 0 0 98 4.500 -0.77 31.92 0 0 0| 0 0 0 0 100 13.750 -0.99 34.32 0 0 0| 0 0 0 0 110 Total 0 0 0| 0 1,266 0 0 Indicative a-t-m Vol 34.45 Underlying Price 96.200 Time to expiry: 36 Days Oct 10 0.250 -0.05 46.17 0 0 0| 0 0 0 0 76 0.500 -0.09 45.18 0 0 0| 0 0 0 0 80 0.750 -0.11 43.68 0 0 0| 0 40 0 0 82 1.000 -0.14 41.94 0 0 0| 0 0 0 0 84 1.250 -0.17 39.45 0 0 0| 0 0 0 0 86 1.500 -0.22 39.07 0 0 0| 0 23 0 0 88 1.750 -0.26 35.85 0 0 0| 0 0 0 0 90 2.500 -0.33 36.63 0 0 0| 0 0 0 0 92 3.250 -0.40 36.39 0 0 0| 0 0 0 0 94 4.000 -0.47 34.05 0 0 0| 0 0 0 0 96 5.250 -0.54 34.84 0 0 0| 0 0 0 0 98 6.250 -0.62 33.10 0 0 0| 0 0 0 0 100 14.000 -0.92 29.93 0 0 0| 0 0 0 0 110 Total 0 0 0| 0 63 0 0 Indicative a-t-m Vol 35.20 Underlying Price 96.200 Time to expiry: 71 Days Nov 10 1.750 -0.15 44.85 0 0 0| 0 0 0 0 80 2.000 -0.20 40.65 0 0 0| 0 0 0 0 84 3.000 -0.27 38.42 0 0 0| 0 0 0 0 88 3.500 -0.31 37.86 0 0 0| 0 30 0 0 90 4.250 -0.36 36.77 0 0 0| 0 0 0 0 92 4.750 -0.41 35.04 0 0 0| 0 0 0 0 94 5.750 -0.46 35.24 0 0 0| 0 0 0 0 96 7.000 -0.51 35.17 0 0 0| 0 0 0 0 98 8.000 -0.57 34.78 0 0 0| 0 0 0 0 100 15.000 -0.82 30.56 0 0 0| 0 0 0 0 110 Equity Options 21:51 Business Day Thu 9 Sep 2010 Previous Business Day Wed 8 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 34.85 Underlying Price 96.200 Time to expiry: 99 Days Dec 10 0.500 -0.04 48.71 0 0 0| 0 33 0 0 64 0.500 -0.06 45.73 0 0 0| 0 0 0 0 68 0.750 -0.08 42.96 0 0 0| 0 6 0 0 72 1.250 -0.11 40.95 0 0 0| 0 12 0 0 76 1.750 -0.15 38.98 0 0 0| 0 127 0 0 80 2.500 -0.21 38.05 0 0 0| 0 126 0 0 84 3.750 -0.29 37.30 0 0 0| 0 256 0 0 88 5.250 5.000 -0.37 36.05 5.250 5.250 0 0 16| 0 26 0 0 92 6.750 -0.46 35.06 0 0 0| 0 5 0 0 96 9.000 -0.55 34.20 0 0 0| 0 0 0 0 100 24.250 -0.91 29.93 0 0 0| 0 0 0 0 120 Total 0 0 16| 0 591 0 0 Indicative a-t-m Vol 35.54 Underlying Price 96.200 Time to expiry: 190 Days Mar 11 1.000 -0.06 41.38 0 0 0| 0 5 0 0 64 1.500 -0.11 36.95 0 0 0| 0 0 0 0 72 2.000 -0.15 35.79 0 0 0| 0 0 0 0 76 3.000 -0.19 35.60 0 0 0| 0 15 0 0 80 4.500 -0.25 36.37 0 0 0| 0 6 0 0 84 6.250 -0.32 37.61 0 0 0| 0 20 0 0 88 8.000 -0.38 37.02 0 0 0| 0 21 0 0 92 9.500 -0.44 35.74 0 0 0| 0 0 0 0 96 11.750 -0.51 34.95 0 0 0| 0 0 0 0 100 25.500 -0.81 31.24 0 0 0| 0 0 0 0 120 Total 0 0 0| 0 67 0 0 Total Puts 0 0 16| 0 2,017 0 0 Grand Total 0 0 16| 11,014 40,409 +17 0 Equity Options 21:51 Business Day Thu 9 Sep 2010 Previous Business Day Wed 8 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 34.57 Underlying Price 74.670 Time to expiry: 8 Days Sep 10 34.750 1.00 61.80 0 0 0| 0 1 0 0 40 29.750 1.00 53.82 0 0 0| 0 3 0 0 45 26.750 1.00 50.96 0 0 0| 0 1,371 0 0 48 21.750 1.00 46.59 0 0 0| 0 1,418 0 0 53 15.750 1.00 42.57 0 0 0| 0 16,840 0 0 59 10.500 10.750 1.00 38.55 11.250 S 10.500 0 0 60| 0 2,147 0 0 64 7.000 7.750 0.96 39.10 8.250 S 7.000 0 0 115| 0 12,945 0 0 67 6.750 0.95 37.55 0 0 0| 0 116 0 0 68 3.250 0.76 34.76 0 0 0| 0 2,587 0 0 72 1.250 1.000 0.38 34.51 1.250 1.250 0 0 100| 0 5,384 +4,817 0 76 0.250 0.11 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 0 275| 0 68,117 +4,817 0 Indicative a-t-m Vol 36.09 Underlying Price 74.670 Time to expiry: 36 Days Oct 10 30.750 0.99 78.48 0 0 0| 0 0 0 0 44 26.750 0.98 72.18 0 0 0| 0 0 0 0 48 19.000 0.96 54.96 0 0 0| 0 0 0 0 56 15.000 0.94 47.83 0 0 0| 0 386 0 0 60 11.500 0.88 44.33 0 0 0| 0 1,242 0 0 64 8.000 0.78 40.94 0 0 0| 0 63 0 0 68 5.250 0.64 39.04 0 0 0| 180 565 +179 0 72 2.750 0.46 35.11 0 0 0| 0 3,208 0 0 76 1.250 1.500 0.30 37.17 1.250 1.250 0 0 1| 0 3,182 0 0 80 1.000 0.19 38.59 0 0 0| 0 0 0 0 84 0.500 0.11 40.21 0 0 0| 0 0 0 0 88 0.250 0.05 46.14 0 0 0| 0 0 0 0 96 Total 0 0 1| 180 8,646 +179 0 Indicative a-t-m Vol 38.27 Underlying Price 74.670 Time to expiry: 71 Days Nov 10 27.000 0.97 58.83 0 0 0| 0 0 0 0 48 19.500 0.92 51.92 0 0 0| 0 0 0 0 56 12.500 0.81 44.67 0 0 0| 0 1 0 0 64 9.500 0.73 42.25 0 0 0| 0 40 0 0 68 6.500 0.62 39.48 0 0 0| 0 123 0 0 72 4.500 0.50 37.87 0 0 0| 0 30 0 0 76 2.750 0.37 36.84 0 0 0| 0 0 0 0 80 1.000 0.17 35.06 0 0 0| 0 0 0 0 88 Total 0 0 0| 0 194 0 0 Indicative a-t-m Vol 38.49 Underlying Price 74.670 Time to expiry: 99 Days Dec 10 58.750 1.00 77.66 0 0 0| 0 10 0 0 16 53.750 1.00 73.66 0 0 0| 0 10 0 0 21 49.750 1.00 69.66 0 0 0| 0 25 0 0 25 Equity Options 21:51 Business Day Thu 9 Sep 2010 Previous Business Day Wed 8 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 | 43.750 1.00 65.81 0 0 0| 0 0 0 0 31 41.750 1.00 62.86 0 0 0| 0 2 0 0 33 37.750 0.99 57.37 0 0 0| 0 10 0 0 37 33.750 0.99 54.59 0 0 0| 0 335 0 0 41 30.000 0.98 52.46 0 0 0| 0 0 0 0 45 26.250 0.96 51.59 0 0 0| 0 189 0 0 49 24.250 24.250 0.94 50.52 24.250 24.000 0 0 621| 0 3,738 0 0 51 15.500 0.83 45.79 0 0 0| 0 15,750 0 0 61 13.250 0.79 43.75 0 0 0| 0 30 0 0 64 10.000 0.71 40.53 0 0 0| 0 315 0 0 68 8.000 0.64 38.40 0 0 0| 0 5,770 0 0 71 7.250 0.62 38.18 0 0 0| 0 860 0 0 72 5.250 5.500 0.51 38.59 5.250 5.000 0 0 20| 0 3,392 0 0 76 3.750 0.41 37.77 0 0 0| 0 2,670 0 0 80 3.000 3.500 0.38 37.35 3.000 3.000 0 0 100| 0 10,601 0 0 81 1.250 0.18 36.62 0 0 0| 0 8,543 0 0 91 0.250 0.05 34.36 0 0 0| 0 3,580 0 0 102 CAB 0.02 36.41 0 0 0| 0 0 0 0 112 CAB 0.01 37.78 0 0 0| 0 0 0 0 122 CAB 0.00 42.14 0 0 0| 0 53 0 0 142 CAB 0.00 44.85 0 0 0| 0 0 0 0 162 CAB 0.00 45.43 0 0 0| 0 525 0 0 244 Total 0 0 741| 0 56,408 0 0 Indicative a-t-m Vol 39.73 Underlying Price 74.670 Time to expiry: 190 Days Mar 11 35.500 0.95 59.87 0 0 0| 0 0 0 0 40 31.750 0.94 55.97 0 0 0| 0 0 0 0 44 28.250 0.91 52.91 0 0 0| 0 30 0 0 48 21.500 0.84 48.46 0 0 0| 0 19 0 0 56 18.250 0.80 46.51 0 0 0| 0 8,435 0 0 60 15.250 0.74 44.01 0 0 0| 0 1,013 0 0 64 10.250 0.61 40.67 0 0 0| 0 10,478 0 0 72 6.250 0.46 38.17 0 0 0| 0 971 0 0 80 3.500 3.500 0.32 36.78 3.500 S 3.500 S 0 0 3| 0 8 0 0 88 0.500 0.06 38.44 0 0 0| 0 0 0 0 120 Total 0 0 3| 0 20,954 0 0 Indicative a-t-m Vol 41.15 Underlying Price 74.670 Time to expiry: 281 Days Jun 11 43.500 0.97 61.99 0 0 0| 0 5,900 0 0 32 36.250 0.94 56.33 0 0 0| 0 1,964 0 0 40 29.250 0.89 51.91 0 0 0| 0 0 0 0 48 25.250 0.85 49.22 0 0 0| 0 273 0 0 53 23.000 0.82 47.87 0 0 0| 0 0 0 0 56 20.000 0.78 46.42 0 0 0| 0 40 0 0 60 17.000 0.73 44.53 0 0 0| 0 7 0 0 64 12.250 0.62 41.86 0 0 0| 0 542 0 0 72 7.500 8.500 0.50 39.97 7.750 S 7.500 S 0 0 47| 0 800 0 0 80 2.000 0.18 37.25 0 0 0| 0 31 0 0 107 Equity Options 21:51 Business Day Thu 9 Sep 2010 Previous Business Day Wed 8 Sep 2010 Page 35 Calls | Block | Opening Settle Delta Vola- Daily Trade Bclear Total | Official **Open Change Exer- Exer Trans Price tility High Low Volume Volume*** Volume | Volume Int cises Price | 1.250 0.12 39.61 0 0 0| 0 0 0 0 120 Total 0 0 47| 0 9,557 0 0 Indicative a-t-m Vol 42.58 Underlying Price 74.670 Time to expiry: 463 Days Dec 11 59.000 0.99 67.37 0 0 0| 0 0 0 0 16 54.500 0.98 66.13 0 0 0| 0 0 0 0 21 50.750 0.97 63.02 0 0 0| 0 0 0 0 25 49.000 0.97 61.48 0 0 0| 0 0 0 0 27 45.500 0.95 59.58 0 0 0| 0 0 0 0 31 44.500 0.95 58.92 0 0 0| 0 0 0 0 32 43.750 0.94 58.44 0 0 0| 0 0 0 0 33 40.250 0.93 56.23 0 0 0| 0 0 0 0 37 37.750 0.91 55.41 0 0 0| 0 5 0 0 40 37.000 0.90 55.33 0 0 0| 0 0 0 0 41 30.750 0.85 51.86 0 0 0| 0 0 0 0 49 29.250 0.84 51.05 0 0 0| 0 0 0 0 51 27.750 0.82 50.18 0 0 0| 0 350 0 0 53 22.750 0.75 48.13 0 0 0| 0 0 0 0 61 16.250 0.65 43.12 0 0 0| 0 306 0 0 71 12.250 0.55 41.91 0 0 0| 0 8 0 0 80 12.000 0.54 41.96 0 0 0| 0 50 0 0 81 5.000 0.29 39.95 0 0 0| 0 421 0 0 107 3.250 0.21 40.21 0 0 0| 0 0 0 0 120 Total 0 0 0| 0 1,140 0 0 Indicative a-t-m Vol 43.65 Underlying Price 74.670 Time to expiry: 645 Days Jun 12 38.750 0.90 51.17 0 0 0| 0 0 0 0 40 31.750 0.86 43.64 0 0 0| 0 0 0 0 48 23.000 0.76 39.40 0 0 0| 0 0 0 0 60 16.250 0.59 45.06 0 0 0| 0 0 0 0 80 4.500 0.25 37.11 0 0 0| 0 0 0 0 120 Total 0 0 0| 0 0 0 0 Indicative a-t-m Vol 47.42 Underlying Price 74.670 Time to expiry: 834 Days Dec 12 41.750 0.88 57.93 0 0 0| 0 0 0 0 40 36.250 0.84 54.22 0 0 0| 0 32 0 0 48 29.250 0.76 50.76 0 0 0| 0 15 0 0 60 19.500 0.62 46.31 0 0 0| 0 1 0 0 80 9.000 0.37 43.84 0 0 0| 0 0 0 0 120 Total 0 0 0| 0 48 0 0 Total Calls 0 0 1,067| 180 165,064 +4,996 0 | Equity Options 21:51 Business Day Thu 9 Sep 2010 Previous Business Day Wed 8 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 35.47 Underlying Price 74.670 Time to expiry: 8 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 -0.01 44.60 0 0 0| 0 18,914 0 0 64 CAB -0.04 40.00 0 0 0| 0 219 0 0 67 CAB -0.06 38.45 0 0 0| 0 100 0 0 68 0.750 -0.25 35.66 0 0 0| 0 584 0 0 72 2.500 -0.61 35.41 0 0 0| 2 24 +2 0 76 5.500 -0.88 36.10 0 0 0| 0 264 0 0 80 32.250 -1.00 40.33 0 0 0| 0 0 0 0 107 45.250 -1.00 44.04 0 0 0| 0 0 0 0 120 Total 0 0 0| 2 49,281 +2 0 Indicative a-t-m Vol 34.34 Underlying Price 74.670 Time to expiry: 36 Days Oct 10 CAB -0.01 78.94 0 0 0| 0 0 0 0 44 0.250 -0.02 71.87 0 0 0| 0 0 0 0 48 0.250 -0.04 54.40 0 0 0| 0 2,240 0 0 56 0.250 -0.06 47.68 0 0 0| 0 49 0 0 60 0.500 -0.11 41.63 0 0 0| 225 534 -225 0 64 1.000 -0.20 38.16 0 0 0| 0 535 0 0 68 2.000 -0.35 34.41 0 0 0| 0 215 0 0 72 4.000 -0.54 34.32 0 0 0| 0 41 0 0 76 6.750 -0.72 34.41 0 0 0| 0 0 0 0 80 10.000 -0.85 34.08 0 0 0| 0 0 0 0 84 13.500 -0.93 34.62 0 0 0| 0 100 0 0 88 21.500 -0.98 39.32 0 0 0| 0 0 0 0 96 Total 0 0 0| 225 3,714 -225 0 Indicative a-t-m Vol 38.13 Underlying Price 74.670 Time to expiry: 71 Days Nov 10 0.250 -0.03 58.27 0 0 0| 0 0 0 0 48 0.750 -0.08 51.79 0 0 0| 0 0 0 0 56 1.750 -0.19 44.03 0 0 0| 0 284 0 0 64 2.500 -0.27 41.35 0 0 0| 0 252 0 0 68 3.750 -0.38 38.93 0 0 0| 0 20 0 0 72 5.750 -0.51 37.86 0 0 0| 0 0 0 0 76 8.250 -0.63 37.79 0 0 0| 0 0 0 0 80 14.250 -0.83 36.42 0 0 0| 0 0 0 0 88 Total 0 0 0| 0 556 0 0 Indicative a-t-m Vol 40.02 Underlying Price 74.670 Time to expiry: 99 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 21:51 Business Day Thu 9 Sep 2010 Previous Business Day Wed 8 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 -0.01 65.35 0 0 0| 0 1,525 0 0 37 0.250 -0.02 62.57 0 0 0| 0 7,848 0 0 41 0.500 -0.05 63.85 0 0 0| 0 150 0 0 45 0.500 -0.05 54.90 0 0 0| 0 1,070 0 0 49 0.750 -0.07 53.83 0 0 0| 0 6,161 0 0 51 2.000 -0.18 49.10 0 0 0| 0 20,718 0 0 61 2.250 2.250 -0.21 43.07 2.250 2.250 0 0 350| 225 831 +225 0 64 3.250 -0.29 40.86 0 0 0| 0 768 0 0 68 4.500 -0.36 41.71 0 0 0| 0 3,401 0 0 71 5.000 -0.39 41.49 0 0 0| 0 310 0 0 72 6.500 6.750 -0.49 39.53 6.500 6.500 0 0 100| 0 28 0 0 76 9.250 -0.59 39.66 0 0 0| 0 105 0 0 80 9.250 -0.63 35.47 0 0 0| 0 277 0 0 81 17.750 -0.80 39.93 0 0 0| 0 58 0 0 91 27.750 -0.94 37.67 0 0 0| 0 11 0 0 102 37.500 -0.97 39.72 0 0 0| 0 0 0 0 112 47.250 -0.99 41.09 0 0 0| 0 16 0 0 122 67.250 -1.00 45.45 0 0 0| 0 0 0 0 142 87.250 -1.00 48.16 0 0 0| 0 0 0 0 162 169.250 -1.00 48.74 0 0 0| 0 0 0 0 244 Total 0 0 450| 225 45,266 +225 0 Indicative a-t-m Vol 39.93 Underlying Price 74.670 Time to expiry: 190 Days Mar 11 0.750 -0.05 60.09 0 0 0| 0 130 0 0 40 1.000 -0.06 55.40 0 0 0| 0 0 0 0 44 1.250 -0.09 52.61 0 0 0| 0 8,713 0 0 48 2.500 -0.16 48.16 0 0 0| 0 7,581 0 0 56 3.250 -0.20 45.90 0 0 0| 0 104 0 0 60 4.500 4.250 -0.26 43.68 4.500 S 4.500 S 0 0 3| 0 139 0 0 64 7.250 -0.39 41.00 0 0 0| 5 461 +5 0 72 11.250 -0.54 38.14 0 0 0| 0 146 0 0 80 16.500 -0.69 36.06 0 0 0| 0 0 0 0 88 45.500 -0.95 37.86 0 0 0| 0 0 0 0 120 Total 0 0 3| 5 17,274 +5 0 Indicative a-t-m Vol 40.78 Underlying Price 74.670 Time to expiry: 281 Days Jun 11 0.750 -0.03 61.62 0 0 0| 0 20 0 0 32 1.250 -0.06 55.96 0 0 0| 0 25 0 0 40 2.250 -0.11 51.54 0 0 0| 0 0 0 0 48 3.000 -0.15 48.85 0 0 0| 0 1,074 0 0 53 3.750 -0.18 47.50 0 0 0| 0 0 0 0 56 4.750 -0.22 46.05 0 0 0| 0 30 0 0 60 6.000 -0.27 44.29 0 0 0| 0 205 0 0 64 9.250 -0.38 41.49 0 0 0| 0 516 0 0 72 14.000 13.250 -0.50 39.60 14.000 14.000 0 0 10| 0 29 0 0 80 34.250 -0.82 38.73 0 0 0| 0 0 0 0 107 46.250 -0.89 39.24 0 0 0| 0 10 0 0 120 Total 0 0 10| 0 1,909 0 0 Equity Options 21:51 Business Day Thu 9 Sep 2010 Previous Business Day Wed 8 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 42.58 Underlying Price 74.670 Time to expiry: 463 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 -0.03 61.48 0 0 0| 0 0 0 0 27 1.250 -0.05 59.58 0 0 0| 0 0 0 0 31 1.500 -0.05 58.92 0 0 0| 0 0 0 0 32 1.500 -0.06 58.44 0 0 0| 0 0 0 0 33 2.000 -0.07 56.23 0 0 0| 0 1,500 0 0 37 2.750 -0.09 55.41 0 0 0| 0 0 0 0 40 3.000 -0.10 55.33 0 0 0| 0 0 0 0 41 4.750 -0.15 53.17 0 0 0| 0 0 0 0 49 5.500 -0.17 52.56 0 0 0| 0 0 0 0 51 5.500 -0.18 50.18 0 0 0| 0 40 0 0 53 8.250 -0.25 48.13 0 0 0| 0 357 0 0 61 11.750 -0.36 43.12 0 0 0| 0 330 0 0 71 16.750 -0.46 41.91 0 0 0| 0 85 0 0 80 17.500 -0.47 41.96 0 0 0| 0 7 0 0 81 37.250 -0.69 43.27 0 0 0| 0 0 0 0 107 48.500 -0.77 43.53 0 0 0| 0 0 0 0 120 Total 0 0 0| 0 2,319 0 0 Indicative a-t-m Vol 43.65 Underlying Price 74.670 Time to expiry: 645 Days Jun 12 3.250 -0.10 51.17 0 0 0| 0 0 0 0 40 4.000 -0.14 43.64 0 0 0| 0 0 0 0 48 7.250 -0.24 39.40 0 0 0| 0 0 0 0 60 20.250 -0.42 45.06 0 0 0| 0 0 0 0 80 49.000 -0.74 40.09 0 0 0| 0 0 0 0 120 Total 0 0 0| 0 0 0 0 Indicative a-t-m Vol 47.42 Underlying Price 74.670 Time to expiry: 834 Days Dec 12 6.000 -0.12 57.93 0 0 0| 0 0 0 0 40 8.250 -0.16 54.22 0 0 0| 0 15 0 0 48 12.750 -0.24 50.76 0 0 0| 0 15 0 0 60 22.750 -0.39 46.31 0 0 0| 0 1 0 0 80 51.750 -0.66 43.84 0 0 0| 0 0 0 0 120 Total 0 0 0| 0 31 0 0 Total Puts 0 0 463| 457 120,350 +7 0 Grand Total 0 0 1,530| 20,077 327,318 +5,003 0 Equity Options 21:51 Business Day Thu 9 Sep 2010 Previous Business Day Wed 8 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 114.700 Time to expiry: 8 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 1.00 39.24 0 0 0| 0 1 0 0 100 5.250 0.82 35.06 0 0 0| 0 42 0 0 110 0.250 0.14 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 38.54 Underlying Price 114.700 Time to expiry: 99 Days Dec 10 27.000 0.94 44.83 0 0 0| 0 0 0 0 88 19.750 0.82 41.07 0 0 0| 0 0 0 0 96 16.500 0.76 38.94 0 0 0| 0 100 0 0 100 10.750 0.59 39.73 0 0 0| 0 10 0 0 110 6.000 0.42 37.35 0 0 0| 0 312 0 0 120 3.250 0.26 36.95 0 0 0| 0 0 0 0 130 1.250 0.13 34.37 0 0 0| 0 14 0 0 140 0.250 0.04 30.52 0 0 0| 0 12 0 0 150 CAB 0.00 25.36 0 0 0| 0 31 0 0 160 CAB 0.00 15.60 0 0 0| 0 20 0 0 180 Total 0 0 0| 0 499 0 0 Indicative a-t-m Vol 38.23 Underlying Price 114.700 Time to expiry: 190 Days Mar 11 28.500 0.84 42.36 0 0 0| 0 60 0 0 88 22.250 0.76 39.66 0 0 0| 0 40 0 0 96 20.000 0.72 40.68 0 0 0| 0 20 0 0 100 14.000 0.60 38.65 0 0 0| 0 0 0 0 110 9.500 0.47 37.81 0 0 0| 0 10 0 0 120 6.000 0.35 36.57 0 0 0| 0 3 0 0 130 3.750 0.25 36.06 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 21:51 Business Day Thu 9 Sep 2010 Previous Business Day Wed 8 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 114.700 Time to expiry: 8 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 -0.91 29.56 0 0 0| 0 80 0 0 120 17.250 -0.99 37.67 0 0 0| 0 186 0 0 130 27.250 -1.00 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| 0 799 0 0 Indicative a-t-m Vol 37.07 Underlying Price 114.700 Time to expiry: 99 Days Dec 10 1.250 -0.10 40.41 0 0 0| 0 0 0 0 88 2.750 -0.19 40.57 0 0 0| 0 0 0 0 96 3.750 -0.24 39.65 0 0 0| 0 15 0 0 100 7.500 -0.41 38.24 0 0 0| 0 39 0 0 110 12.750 -0.59 35.90 0 0 0| 0 39 0 0 120 20.250 -0.74 36.38 0 0 0| 0 26 0 0 130 28.750 -0.85 36.74 0 0 0| 0 20 0 0 140 38.000 -0.92 37.20 0 0 0| 0 0 0 0 150 47.500 -0.97 35.10 0 0 0| 0 0 0 0 160 67.250 -1.00 30.45 0 0 0| 0 0 0 0 180 Total 0 0 0| 0 139 0 0 Indicative a-t-m Vol 36.54 Underlying Price 114.700 Time to expiry: 190 Days Mar 11 3.000 -0.16 40.20 0 0 0| 0 16 0 0 88 5.250 -0.24 39.91 0 0 0| 0 10 0 0 96 6.750 -0.28 39.59 0 0 0| 0 3 0 0 100 10.750 -0.41 37.84 0 0 0| 0 28 0 0 110 15.500 -0.54 35.25 0 0 0| 0 5 0 0 120 23.000 -0.66 36.51 0 0 0| 0 0 0 0 130 29.750 -0.79 32.06 0 0 0| 0 0 0 0 140 Total 0 0 0| 0 62 0 0 Total Puts 0 0 0| 0 1,000 0 0 Grand Total 0 0 0| 5,040 15,391 0 0 Equity Options 21:51 Business Day Thu 9 Sep 2010 Previous Business Day Wed 8 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 32.30 Underlying Price 697.000 Time to expiry: 8 Days Sep 10 237.000 1.00 87.91 0 0 0| 0 0 0 0 460 217.000 1.00 70.66 0 0 0| 0 0 0 0 480 177.000 1.00 49.66 0 0 0| 0 0 0 0 520 157.000 1.00 41.42 0 0 0| 0 0 0 0 540 137.000 1.00 37.67 0 0 0| 0 36 0 0 560 117.000 1.00 35.07 0 0 0| 0 2 0 0 580 97.000 1.00 34.04 0 0 0| 0 0 0 0 600 77.250 0.99 34.03 0 0 0| 0 0 0 0 620 62.000 57.750 0.95 33.54 62.000 62.000 0 0 2| 0 27 0 0 640 39.750 0.86 33.15 0 0 0| 0 0 0 0 660 24.250 0.69 32.87 0 0 0| 0 6 0 0 680 12.750 0.48 32.20 0 0 0| 0 0 0 0 700 5.500 0.27 32.05 0 0 0| 0 62 0 0 720 0.500 0.04 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 2| 0 142 0 0 Indicative a-t-m Vol 32.67 Underlying Price 697.000 Time to expiry: 99 Days Dec 10 218.250 0.99 32.31 0 0 0| 0 0 0 0 480 179.250 0.97 33.23 0 0 0| 0 0 0 0 520 142.250 0.92 33.16 0 0 0| 0 0 0 0 560 108.500 0.84 33.16 0 0 0| 0 24 0 0 600 79.250 0.73 33.16 0 0 0| 0 21 0 0 640 54.750 0.60 32.72 0 0 0| 0 7 0 0 680 33.750 36.250 0.46 32.61 33.750 S 33.750 S 0 0 2| 0 22 0 0 720 22.500 0.33 32.19 0 0 0| 0 0 0 0 760 13.750 0.22 32.18 0 0 0| 0 50 0 0 800 4.750 0.09 32.47 0 0 0| 0 27 0 0 880 Total 0 0 2| 0 151 0 0 Indicative a-t-m Vol 33.06 Underlying Price 697.000 Time to expiry: 190 Days Mar 11 219.500 0.97 32.85 0 0 0| 0 0 0 0 480 182.750 0.93 33.57 0 0 0| 0 0 0 0 520 149.000 0.86 33.53 0 0 0| 0 0 0 0 560 119.000 0.78 33.35 0 0 0| 0 0 0 0 600 93.250 0.68 33.29 0 0 0| 0 0 0 0 640 71.250 0.58 33.13 0 0 0| 0 0 0 0 680 53.500 0.48 32.96 0 0 0| 0 4 0 0 720 28.500 0.31 32.56 0 0 0| 0 0 0 0 800 Total 0 0 0| 0 4 0 0 Total Calls 0 0 4| 0 297 0 0 | Equity Options 21:51 Business Day Thu 9 Sep 2010 Previous Business Day Wed 8 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 32.61 Underlying Price 697.000 Time to expiry: 8 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 0.00 41.94 0 0 0| 0 0 0 0 580 CAB 0.00 36.44 0 0 0| 0 5 0 0 600 0.250 -0.01 33.84 0 0 0| 0 0 0 0 620 0.750 -0.05 33.99 0 0 0| 0 27 0 0 640 2.750 -0.14 33.51 0 0 0| 0 0 0 0 660 7.250 -0.31 32.77 0 0 0| 0 0 0 0 680 15.750 -0.52 32.58 0 0 0| 0 0 0 0 700 28.500 -0.73 31.86 0 0 0| 0 36 0 0 720 63.750 -0.95 33.93 0 0 0| 0 27 0 0 760 103.000 -0.99 35.86 0 0 0| 0 0 0 0 800 183.000 -1.00 47.89 0 0 0| 0 0 0 0 880 Total 0 0 0| 0 185 0 0 Indicative a-t-m Vol 33.14 Underlying Price 697.000 Time to expiry: 99 Days Dec 10 1.000 -0.02 35.13 0 0 0| 0 0 0 0 480 2.750 -0.05 34.90 0 0 0| 0 57 0 0 520 6.750 -0.11 34.47 0 0 0| 0 0 0 0 560 13.750 -0.19 33.80 0 0 0| 0 2 0 0 600 23.250 25.750 -0.30 33.67 23.250 S 23.250 S 0 0 2| 0 29 0 0 640 42.750 -0.43 33.28 0 0 0| 0 0 0 0 680 65.000 -0.56 32.96 0 0 0| 0 21 0 0 720 92.000 -0.69 32.65 0 0 0| 0 0 0 0 760 123.500 -0.78 32.56 0 0 0| 0 0 0 0 800 194.750 -0.91 32.99 0 0 0| 0 0 0 0 880 Total 0 0 2| 0 109 0 0 Indicative a-t-m Vol 33.26 Underlying Price 697.000 Time to expiry: 190 Days Mar 11 4.500 -0.06 34.52 0 0 0| 0 0 0 0 480 9.500 -0.10 34.55 0 0 0| 0 0 0 0 520 16.500 -0.16 33.95 0 0 0| 0 0 0 0 560 27.000 -0.24 33.64 0 0 0| 0 0 0 0 600 42.000 -0.33 33.54 0 0 0| 0 1 0 0 640 60.250 -0.43 33.36 0 0 0| 0 0 0 0 680 82.500 -0.52 33.12 0 0 0| 0 0 0 0 720 137.250 -0.70 32.58 0 0 0| 0 0 0 0 800 Total 0 0 0| 0 1 0 0 Total Puts 0 0 2| 0 295 0 0 Grand Total 0 0 6| 6,120 13,784 0 0 Equity Options 21:51 Business Day Thu 9 Sep 2010 Previous Business Day Wed 8 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 32.47 Underlying Price 1650.000 Time to expiry: 8 Days Sep 10 550.000 1.00 72.74 0 0 0| 0 0 0 0 1100 450.000 1.00 60.34 0 0 0| 0 0 0 0 1200 350.500 1.00 52.49 0 0 0| 0 0 0 0 1300 300.500 1.00 48.56 0 0 0| 0 0 0 0 1350 250.500 0.99 44.54 0 0 0| 0 4 0 0 1400 201.000 0.98 41.00 0 0 0| 0 0 0 0 1450 152.000 0.95 37.25 0 0 0| 0 0 0 0 1500 105.500 0.88 34.39 0 0 0| 0 0 0 0 1550 65.000 0.73 33.42 0 0 0| 0 2 0 0 1600 33.500 0.51 32.47 0 0 0| 0 304 0 0 1650 14.000 0.28 31.57 0 0 0| 0 27 0 0 1700 5.000 0.12 31.84 0 0 0| 0 1 0 0 1750 1.500 0.05 32.90 0 0 0| 0 8 0 0 1800 CAB 0.00 33.17 0 0 0| 0 16 0 0 1900 CAB 0.00 33.70 0 0 0| 0 20 0 0 2000 CAB 0.00 33.76 0 0 0| 0 352 0 0 2200 CAB 0.00 34.76 0 0 0| 0 37 0 0 2400 CAB 0.00 34.76 0 0 0| 0 5 0 0 2600 CAB 0.00 34.97 0 0 0| 0 367 0 0 2800 Total 0 0 0| 0 1,143 0 0 Indicative a-t-m Vol 39.91 Underlying Price 1650.000 Time to expiry: 99 Days Dec 10 468.500 0.92 47.48 0 0 0| 0 0 0 0 1200 380.500 0.87 45.45 0 0 0| 0 0 0 0 1300 299.500 0.80 43.36 0 0 0| 0 0 0 0 1400 228.500 0.71 42.37 0 0 0| 0 0 0 0 1500 165.500 0.60 40.51 0 0 0| 0 0 0 0 1600 115.500 0.49 39.31 0 0 0| 0 1 0 0 1700 74.000 0.37 37.51 0 0 0| 0 13 0 0 1800 49.000 0.27 37.57 0 0 0| 0 3 0 0 1900 30.500 0.19 37.27 0 0 0| 0 2 0 0 2000 12.500 0.09 38.00 0 0 0| 0 2 0 0 2200 5.000 0.04 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 40.14 Underlying Price 1650.000 Time to expiry: 190 Days Mar 11 495.500 0.87 47.49 0 0 0| 0 0 0 0 1200 416.000 0.82 45.74 0 0 0| 0 0 0 0 1300 343.500 0.75 44.23 0 0 0| 0 0 0 0 1400 276.500 0.68 42.53 0 0 0| 0 0 0 0 1500 215.500 0.60 40.61 0 0 0| 0 2 0 0 1600 167.000 0.52 39.67 0 0 0| 0 1 0 0 1700 126.500 0.43 38.72 0 0 0| 0 3 0 0 1800 67.000 0.28 37.06 0 0 0| 0 3 0 0 2000 Total 0 0 0| 0 9 0 0 Equity Options 21:51 Business Day Thu 9 Sep 2010 Previous Business Day Wed 8 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 21:51 Business Day Thu 9 Sep 2010 Previous Business Day Wed 8 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 34.29 Underlying Price 1650.000 Time to expiry: 8 Days Sep 10 CAB 0.00 66.11 0 0 0| 0 0 0 0 1100 CAB 0.00 60.27 0 0 0| 0 1 0 0 1200 CAB 0.00 54.79 0 0 0| 0 0 0 0 1300 CAB -0.01 51.52 0 0 0| 0 0 0 0 1350 0.500 -0.01 45.94 0 0 0| 0 3 0 0 1400 1.000 -0.02 42.82 0 0 0| 0 300 0 0 1450 3.000 -0.06 40.35 0 0 0| 1 19 -1 0 1500 6.500 -0.13 36.68 0 0 0| 0 0 0 0 1550 16.000 -0.28 34.86 0 0 0| 0 10 0 0 1600 35.000 -0.49 34.29 0 0 0| 0 0 0 0 1650 65.500 -0.71 33.43 0 0 0| 0 5 0 0 1700 105.500 -0.86 33.34 0 0 0| 0 0 0 0 1750 151.500 -0.95 33.37 0 0 0| 0 40 0 0 1800 250.000 -1.00 33.49 0 0 0| 0 2 0 0 1900 350.000 -1.00 33.72 0 0 0| 0 20 0 0 2000 550.000 -1.00 33.75 0 0 0| 0 0 0 0 2200 750.000 -1.00 34.44 0 0 0| 0 15 0 0 2400 950.000 -1.00 34.67 0 0 0| 0 0 0 0 2600 1150.000 -1.00 35.05 0 0 0| 0 4 0 0 2800 Total 0 0 0| 1 419 -1 0 Indicative a-t-m Vol 39.23 Underlying Price 1650.000 Time to expiry: 99 Days Dec 10 17.000 -0.08 48.14 0 0 0| 0 2 0 0 1200 28.000 -0.13 45.55 0 0 0| 0 0 0 0 1300 49.000 -0.20 44.30 0 0 0| 0 5 0 0 1400 75.000 -0.29 42.24 0 0 0| 0 0 0 0 1500 111.000 -0.40 40.08 0 0 0| 0 1 0 0 1600 159.000 -0.52 38.37 0 0 0| 0 1 0 0 1700 222.500 -0.63 38.05 0 0 0| 0 4 0 0 1800 294.000 -0.74 36.95 0 0 0| 0 0 0 0 1900 374.500 -0.82 35.96 0 0 0| 0 0 0 0 2000 557.500 -0.93 36.06 0 0 0| 0 2 0 0 2200 751.000 -0.98 35.76 0 0 0| 0 2 0 0 2400 1150.000 -1.00 41.65 0 0 0| 0 0 0 0 2800 Total 0 0 0| 0 17 0 0 Indicative a-t-m Vol 40.12 Underlying Price 1650.000 Time to expiry: 190 Days Mar 11 42.500 -0.13 46.28 0 0 0| 0 4 0 0 1200 63.500 -0.18 44.81 0 0 0| 0 1 0 0 1300 90.000 -0.25 43.28 0 0 0| 0 1 0 0 1400 123.000 -0.32 41.69 0 0 0| 0 2 0 0 1500 168.500 -0.40 41.17 0 0 0| 1 2 +1 0 1600 214.000 -0.49 39.07 0 0 0| 0 2 0 0 1700 274.500 -0.57 38.34 0 0 0| 0 2 0 0 1800 415.500 -0.72 36.81 0 0 0| 0 2 0 0 2000 Total 0 0 0| 1 16 +1 0 Equity Options 21:51 Business Day Thu 9 Sep 2010 Previous Business Day Wed 8 Sep 2010 Page 46 Puts | Block | Opening Settle Delta Vola- Daily Trade Bclear Total | Official **Open Change Exer- Exer Trans Price tility High Low Volume Volume*** Volume | Volume Int cises Price | Total Puts 0 0 0| 2 452 0 0 Grand Total 0 0 0| 7,022 16,793 0 0 Equity Options 21:51 Business Day Thu 9 Sep 2010 Previous Business Day Wed 8 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 37.58 Underlying Price 231.700 Time to expiry: 8 Days Sep 10 51.750 1.00 45.93 0 0 0| 0 0 0 0 180 41.750 1.00 46.32 0 0 0| 0 0 0 0 190 31.750 0.99 43.79 0 0 0| 0 27 0 0 200 27.000 0.96 44.18 0 0 0| 0 0 0 0 205 22.250 0.94 41.40 0 0 0| 0 65 0 0 210 17.750 0.88 41.79 0 0 0| 0 112 0 0 215 13.500 0.79 42.27 0 0 0| 0 151 0 0 220 10.000 0.69 41.51 0 0 0| 0 412 0 0 225 6.500 0.56 38.04 0 0 0| 15 549 -15 0 230 4.000 0.42 36.88 0 0 0| 0 99 0 0 235 2.500 0.29 38.58 0 0 0| 0 549 -20 0 240 1.500 0.19 38.58 0 0 0| 0 23 0 0 245 0.750 0.11 38.58 0 0 0| 0 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 0| 15 3,015 -35 0 Indicative a-t-m Vol 36.98 Underlying Price 231.700 Time to expiry: 36 Days Oct 10 52.500 0.96 47.07 0 0 0| 0 0 0 0 180 42.750 0.93 43.64 0 0 0| 0 0 0 0 190 33.750 0.88 41.26 0 0 0| 0 0 0 0 200 29.500 0.85 40.70 0 0 0| 0 0 0 0 205 25.250 0.81 39.02 0 0 0| 0 3 0 0 210 21.250 0.75 38.40 0 0 0| 0 0 0 0 215 18.250 0.68 39.76 0 0 0| 0 105 0 0 220 14.500 0.62 37.18 0 0 0| 0 25 0 0 225 11.750 0.55 36.89 0 0 0| 0 10 0 0 230 9.500 0.48 37.12 0 0 0| 0 96 0 0 235 7.250 0.40 35.75 0 0 0| 5 70 +5 0 240 2.000 0.15 33.46 0 0 0| 0 21 0 0 260 0.250 0.02 29.71 0 0 0| 0 0 0 0 280 Total 0 0 0| 5 330 +5 0 Indicative a-t-m Vol 36.36 Underlying Price 231.700 Time to expiry: 71 Days Nov 10 53.500 0.93 41.81 0 0 0| 0 0 0 0 180 44.750 0.88 41.65 0 0 0| 0 0 0 0 190 36.000 0.83 38.65 0 0 0| 0 0 0 0 200 32.500 0.79 39.80 0 0 0| 0 0 0 0 205 27.750 0.76 36.31 0 0 0| 0 2 0 0 210 25.000 0.70 37.93 0 0 0| 0 0 0 0 215 Equity Options 21:51 Business Day Thu 9 Sep 2010 Previous Business Day Wed 8 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 | 21.500 0.66 36.53 0 0 0| 0 0 0 0 220 18.750 0.61 36.83 0 0 0| 0 0 0 0 225 16.000 0.55 36.70 0 0 0| 2 2 +2 0 230 13.500 0.50 35.85 0 0 0| 0 0 0 0 235 11.500 0.45 36.18 0 0 0| 0 15 0 0 240 5.250 0.26 34.92 0 0 0| 0 230 0 0 260 2.000 0.12 34.16 0 0 0| 0 0 0 0 280 Total 0 0 0| 2 249 +2 0 Indicative a-t-m Vol 35.83 Underlying Price 231.700 Time to expiry: 99 Days Dec 10 53.500 0.93 39.90 0 0 0| 0 5 0 0 180 44.750 0.88 40.45 0 0 0| 0 1 0 0 190 36.000 0.82 37.60 0 0 0| 0 9 0 0 200 28.000 0.75 35.11 0 0 0| 0 15 0 0 210 22.500 0.65 37.56 0 0 0| 0 171 0 0 220 16.750 0.55 35.88 0 0 0| 15 187 +15 0 230 12.250 0.45 35.64 0 0 0| 2 508 +2 0 240 5.250 0.26 33.10 0 0 0| 0 723 0 0 260 3.000 0.15 35.15 0 0 0| 0 699 0 0 280 1.250 0.07 34.56 0 0 0| 0 19 0 0 300 0.500 0.04 34.99 0 0 0| 0 310 0 0 320 Total 0 0 0| 17 2,647 +17 0 Indicative a-t-m Vol 35.47 Underlying Price 231.700 Time to expiry: 190 Days Mar 11 56.000 0.86 41.69 0 0 0| 0 5 0 0 180 47.500 0.82 39.89 0 0 0| 0 0 0 0 190 40.000 0.76 38.37 0 0 0| 0 30 0 0 200 33.000 0.69 37.20 0 0 0| 0 0 0 0 210 26.750 0.62 35.68 0 0 0| 0 10 0 0 220 22.000 0.54 35.91 0 0 0| 0 85 0 0 230 16.500 0.46 33.74 0 0 0| 0 36 0 0 240 10.750 0.33 34.14 0 0 0| 0 81 0 0 260 6.250 0.22 33.19 0 0 0| 0 34 0 0 280 2.250 0.10 33.95 0 0 0| 0 0 0 0 320 Total 0 0 0| 0 281 0 0 Total Calls 0 0 0| 39 6,522 -11 0 | Equity Options 21:51 Business Day Thu 9 Sep 2010 Previous Business Day Wed 8 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 41.49 Underlying Price 231.700 Time to expiry: 8 Days Sep 10 CAB 0.00 54.61 0 0 0| 0 197 0 0 180 CAB 0.00 49.92 0 0 0| 0 79 0 0 190 0.250 -0.02 46.85 0 0 0| 0 267 0 0 200 0.250 -0.04 46.23 0 0 0| 0 10 0 0 205 0.750 -0.08 46.23 0 0 0| 0 1,608 0 0 210 1.250 -0.14 45.31 0 0 0| 0 107 0 0 215 2.000 -0.21 43.47 0 0 0| 0 264 0 0 220 3.500 -0.32 43.37 0 0 0| 0 0 0 0 225 5.250 -0.44 42.13 0 0 0| 0 449 0 0 230 9.750 7.750 -0.57 40.53 9.750 9.750 0 0 1| 0 6 0 0 235 11.000 -0.70 39.66 0 0 0| 0 926 0 0 240 14.750 -0.81 39.59 0 0 0| 0 0 0 0 245 19.000 -0.89 38.53 0 0 0| 0 0 0 0 250 29.500 28.500 -0.97 38.87 29.500 S 29.500 S 0 0 5| 0 107 0 0 260 38.250 -0.99 40.52 0 0 0| 0 0 0 0 270 48.250 48.250 -1.00 40.52 48.250 S 48.250 S 0 0 6| 0 360 0 0 280 68.250 -1.00 40.52 0 0 0| 0 183 0 0 300 88.250 -1.00 40.52 0 0 0| 0 17 0 0 320 108.250 -1.00 40.52 0 0 0| 0 25 0 0 340 128.250 -1.00 40.52 0 0 0| 0 12 0 0 360 Total 0 0 12| 0 4,617 0 0 Indicative a-t-m Vol 36.54 Underlying Price 231.700 Time to expiry: 36 Days Oct 10 0.500 -0.04 47.67 0 0 0| 0 10 0 0 180 1.250 -0.08 46.59 0 0 0| 0 0 0 0 190 2.500 -0.13 44.84 0 0 0| 0 20 0 0 200 2.750 -0.16 41.12 0 0 0| 0 0 0 0 205 3.500 -0.20 39.75 0 0 0| 0 2,508 0 0 210 4.500 -0.25 38.87 0 0 0| 0 10 0 0 215 6.250 -0.31 38.92 0 0 0| 5 108 +5 0 220 8.000 -0.38 38.25 0 0 0| 0 0 0 0 225 10.000 -0.45 37.47 0 0 0| 0 0 0 0 230 12.000 -0.53 35.15 0 0 0| 0 0 0 0 235 15.500 -0.60 36.35 0 0 0| 0 0 0 0 240 30.000 -0.85 32.78 0 0 0| 0 0 0 0 260 48.500 -0.98 29.79 0 0 0| 0 0 0 0 280 Total 0 0 0| 5 2,656 +5 0 Indicative a-t-m Vol 36.25 Underlying Price 231.700 Time to expiry: 71 Days Nov 10 1.750 -0.08 43.64 0 0 0| 0 0 0 0 180 2.750 -0.12 40.97 0 0 0| 0 0 0 0 190 4.250 -0.17 39.44 0 0 0| 0 5 0 0 200 5.250 -0.21 38.95 0 0 0| 0 0 0 0 205 6.500 -0.25 38.24 0 0 0| 0 10 0 0 210 8.000 -0.30 37.96 0 0 0| 0 0 0 0 215 9.500 -0.34 36.71 0 0 0| 0 2 0 0 220 Equity Options 21:51 Business Day Thu 9 Sep 2010 Previous Business Day Wed 8 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 | 11.500 -0.39 36.70 0 0 0| 0 0 0 0 225 14.000 -0.45 36.58 0 0 0| 15 65 +15 0 230 17.000 16.250 -0.50 35.74 17.000 17.000 0 0 2| 0 0 0 0 235 19.500 -0.55 36.67 0 0 0| 0 0 0 0 240 32.500 -0.76 33.16 0 0 0| 0 0 0 0 260 49.500 -0.90 31.50 0 0 0| 0 0 0 0 280 Total 0 0 2| 15 82 +15 0 Indicative a-t-m Vol 35.39 Underlying Price 231.700 Time to expiry: 99 Days Dec 10 3.250 -0.12 40.73 0 0 0| 0 78 0 0 180 4.750 -0.17 39.40 0 0 0| 0 1 0 0 190 7.000 -0.24 38.49 0 0 0| 0 292 0 0 200 10.250 -0.32 37.39 0 0 0| 74 1,074 +74 0 210 14.000 -0.41 36.26 0 0 0| 0 425 0 0 220 19.000 -0.50 35.37 0 0 0| 0 86 0 0 230 25.250 -0.59 35.49 0 0 0| 0 108 0 0 240 38.500 39.500 -0.76 34.59 38.750 S 38.500 S 0 0 11| 0 90 0 0 260 56.250 -0.88 33.13 0 0 0| 0 5 0 0 280 75.000 -0.94 33.65 0 0 0| 0 20 0 0 300 94.500 -0.97 33.52 0 0 0| 0 0 0 0 320 Total 0 0 11| 74 2,179 +74 0 Indicative a-t-m Vol 34.29 Underlying Price 231.700 Time to expiry: 190 Days Mar 11 6.250 -0.17 38.36 0 0 0| 0 6 0 0 180 9.000 -0.22 37.86 0 0 0| 0 0 0 0 190 12.000 -0.28 37.32 0 0 0| 0 35 0 0 200 15.500 15.500 -0.34 36.04 15.500 15.500 0 0 20| 0 0 0 0 210 19.750 -0.41 35.58 0 0 0| 0 10 0 0 220 24.500 -0.48 34.59 0 0 0| 0 36 0 0 230 29.750 -0.55 33.07 0 0 0| 0 21 0 0 240 44.250 -0.67 33.89 0 0 0| 0 9 0 0 260 59.250 -0.79 32.10 0 0 0| 0 95 0 0 280 95.750 -0.91 33.15 0 0 0| 0 2 0 0 320 Total 0 0 20| 0 214 0 0 Total Puts 0 0 45| 94 9,748 +94 0 Grand Total 0 0 45| 12,193 42,266 +83 0 Equity Options 21:51 Business Day Thu 9 Sep 2010 Previous Business Day Wed 8 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 22.19 Underlying Price 363.600 Time to expiry: 8 Days Sep 10 83.750 1.00 46.93 0 0 0| 0 0 0 0 280 63.750 1.00 37.74 0 0 0| 0 24 0 0 300 43.750 1.00 29.21 0 0 0| 0 29 0 0 320 33.750 0.99 26.13 0 0 0| 0 0 0 0 330 24.000 0.96 24.93 0 0 0| 0 440 0 0 340 14.500 0.86 22.83 0 0 0| 0 32 0 0 350 6.500 7.000 0.62 22.39 6.750 S 6.500 S 0 0 24| 0 780 0 0 360 2.000 2.500 0.31 21.88 2.000 2.000 0 0 5| 0 0 0 0 370 0.750 0.11 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 29| 0 1,706 0 0 Indicative a-t-m Vol 25.25 Underlying Price 363.600 Time to expiry: 36 Days Oct 10 83.750 1.00 28.68 0 0 0| 0 0 0 0 280 63.000 63.750 1.00 19.04 63.500 S 63.000 S 0 0 24| 0 0 0 0 300 45.000 0.93 28.50 0 0 0| 0 5 0 0 320 35.750 0.88 27.28 0 0 0| 0 0 0 0 330 27.750 0.79 27.58 0 0 0| 0 10 0 0 340 20.500 20.250 0.69 26.68 20.500 20.500 0 0 15| 0 0 0 0 350 12.500 13.750 0.57 25.66 14.000 12.500 S 0 0 34| 0 905 0 0 360 6.250 8.750 0.43 24.63 8.750 6.250 0 0 60| 0 0 0 0 370 4.250 4.750 0.29 23.46 4.500 4.250 S 0 0 124| 0 30 0 0 380 1.500 0.12 24.11 0 0 0| 0 0 0 0 400 Total 0 0 257| 0 950 0 0 Indicative a-t-m Vol 24.95 Underlying Price 363.600 Time to expiry: 71 Days Nov 10 84.500 0.98 32.10 0 0 0| 0 0 0 0 280 65.000 0.95 28.24 0 0 0| 0 0 0 0 300 47.500 0.86 29.34 0 0 0| 0 0 0 0 320 39.000 0.81 28.34 0 0 0| 0 0 0 0 330 28.500 31.000 0.74 27.20 31.500 28.500 0 0 20| 0 10 0 0 340 23.750 24.250 0.66 26.73 24.250 23.750 0 0 37| 41 71 +41 0 350 17.000 17.500 0.56 25.16 18.250 17.000 0 0 30| 70 90 +60 0 360 12.750 12.500 0.46 24.62 13.000 12.750 0 0 44| 14 30 +14 0 370 8.750 0.36 24.20 0 0 0| 0 25 0 0 380 3.500 0.19 23.42 0 0 0| 0 0 0 0 400 Total 0 0 131| 125 226 +115 0 Indicative a-t-m Vol 25.14 Underlying Price 363.600 Time to expiry: 99 Days Dec 10 183.750 1.00 47.29 0 0 0| 0 0 0 0 180 164.000 1.00 43.41 0 0 0| 0 0 0 0 200 144.000 1.00 39.97 0 0 0| 0 0 0 0 220 124.000 1.00 35.92 0 0 0| 0 0 0 0 240 Equity Options 21:51 Business Day Thu 9 Sep 2010 Previous Business Day Wed 8 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 | 84.500 0.97 30.75 0 0 0| 0 0 0 0 280 65.750 0.92 30.18 0 0 0| 0 11 0 0 300 48.250 0.84 28.89 0 0 0| 0 16 0 0 320 32.750 0.72 27.33 0 0 0| 0 51 0 0 340 19.500 0.56 25.31 0 0 0| 20 90 0 0 360 10.500 10.750 0.37 24.44 11.000 10.500 0 0 20| 0 700 0 0 380 5.250 0.22 23.80 0 0 0| 0 145 0 0 400 2.000 0.10 22.37 0 0 0| 0 241 0 0 420 0.750 0.05 22.46 0 0 0| 0 494 0 0 440 Total 0 0 20| 20 1,748 0 0 Indicative a-t-m Vol 25.53 Underlying Price 363.600 Time to expiry: 190 Days Mar 11 86.250 0.92 31.46 0 0 0| 0 0 0 0 280 68.750 0.86 30.34 0 0 0| 0 0 0 0 300 52.750 0.77 28.63 0 0 0| 0 56 0 0 320 38.250 0.67 26.87 0 0 0| 0 87 0 0 340 26.500 0.54 25.78 0 0 0| 0 121 0 0 360 17.250 0.42 24.56 0 0 0| 0 36 0 0 380 10.750 0.30 23.92 0 0 0| 0 35 0 0 400 3.750 0.13 23.55 0 0 0| 0 1 0 0 440 Total 0 0 0| 0 336 0 0 Indicative a-t-m Vol 26.25 Underlying Price 363.600 Time to expiry: 281 Days Jun 11 124.750 0.97 34.40 0 0 0| 0 0 0 0 240 88.000 0.89 31.62 0 0 0| 0 0 0 0 280 71.000 0.83 29.68 0 0 0| 0 10 0 0 300 56.000 0.74 28.63 0 0 0| 0 146 0 0 320 42.750 0.65 27.45 0 0 0| 0 104 0 0 340 31.500 0.55 26.40 0 0 0| 0 765 0 0 360 22.250 0.44 25.64 0 0 0| 0 5 0 0 380 15.500 0.35 24.99 0 0 0| 0 18 0 0 400 6.750 0.19 24.12 0 0 0| 0 8 0 0 440 Total 0 0 0| 0 1,056 0 0 Indicative a-t-m Vol 27.43 Underlying Price 363.600 Time to expiry: 463 Days Dec 11 184.000 1.00 40.05 0 0 0| 0 0 0 0 180 164.000 0.99 37.27 0 0 0| 0 0 0 0 200 144.500 0.98 35.47 0 0 0| 0 0 0 0 220 125.500 0.95 33.75 0 0 0| 0 0 0 0 240 90.250 0.86 30.73 0 0 0| 0 0 0 0 280 61.000 0.71 28.84 0 0 0| 0 0 0 0 320 39.000 0.55 27.52 0 0 0| 0 1,500 0 0 360 30.750 0.47 27.07 0 0 0| 0 1,500 0 0 380 23.500 0.39 26.42 0 0 0| 0 0 0 0 400 14.500 0.27 26.60 0 0 0| 0 0 0 0 440 Total 0 0 0| 0 3,000 0 0 Indicative a-t-m Vol 27.22 Underlying Price 363.600 Time to expiry: 645 Days Jun 12 Equity Options 21:51 Business Day Thu 9 Sep 2010 Previous Business Day Wed 8 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 | 91.500 0.84 29.72 0 0 0| 0 0 0 0 280 64.250 0.70 28.32 0 0 0| 0 0 0 0 320 43.500 0.55 27.32 0 0 0| 0 0 0 0 360 28.250 0.41 26.32 0 0 0| 0 0 0 0 400 Total 0 0 0| 0 0 0 0 Indicative a-t-m Vol 27.02 Underlying Price 363.600 Time to expiry: 834 Days Dec 12 93.000 0.82 29.62 0 0 0| 0 0 0 0 280 67.000 0.69 28.21 0 0 0| 0 0 0 0 320 47.000 0.55 27.11 0 0 0| 0 0 0 0 360 32.000 0.43 26.22 0 0 0| 0 0 0 0 400 25.000 0.35 27.50 0 0 0| 0 0 0 0 440 Total 0 0 0| 0 0 0 0 Total Calls 0 0 437| 145 9,022 +115 0 | Equity Options 21:51 Business Day Thu 9 Sep 2010 Previous Business Day Wed 8 Sep 2010 Page 54 Puts | Block | Opening Settle Delta Vola- Daily Trade Bclear Total | Official **Open Change Exer- Exer Trans Price tility High Low Volume Volume*** Volume | Volume Int cises Price | Marks and Spencer plc - STND OPT (M+S) Indicative a-t-m Vol 21.83 Underlying Price 363.600 Time to expiry: 8 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 CAB -0.02 29.52 0 0 0| 0 154 0 0 330 0.250 -0.05 25.74 0 0 0| 0 111 0 0 340 1.000 -0.14 23.11 0 0 0| 5 20 0 0 350 3.500 3.500 -0.38 22.44 3.500 3.500 0 0 44| 0 120 0 0 360 8.750 -0.70 20.91 0 0 0| 0 6 0 0 370 17.000 -0.89 23.15 0 0 0| 0 184 0 0 380 36.500 -0.99 27.47 0 0 0| 0 1 0 0 400 56.500 -0.99 36.95 0 0 0| 0 0 0 0 420 76.500 -1.00 41.09 0 0 0| 0 0 0 0 440 Total 0 0 44| 5 2,664 0 0 Indicative a-t-m Vol 25.19 Underlying Price 363.600 Time to expiry: 36 Days Oct 10 0.250 -0.01 37.66 0 0 0| 0 0 0 0 280 0.500 -0.03 34.01 0 0 0| 0 7 0 0 300 1.500 -0.09 30.72 0 0 0| 0 138 0 0 320 2.500 2.500 -0.14 29.24 2.500 2.500 0 0 35| 0 63 0 0 330 3.750 3.750 -0.21 27.45 4.000 3.750 0 0 65| 20 1,340 +1,320 0 340 6.250 6.500 -0.31 26.78 6.500 6.250 0 0 100| 35 35 +35 0 350 10.000 9.750 -0.43 25.33 10.000 10.000 0 0 100| 0 0 0 0 360 16.000 15.000 -0.57 24.97 16.000 16.000 0 0 10| 0 0 0 0 370 21.250 -0.70 24.12 0 0 0| 0 0 0 0 380 37.250 -0.91 22.19 0 0 0| 0 0 0 0 400 Total 0 0 310| 55 1,583 +1,355 0 Indicative a-t-m Vol 25.60 Underlying Price 363.600 Time to expiry: 71 Days Nov 10 1.000 -0.05 34.83 0 0 0| 0 0 0 0 280 2.500 -0.09 32.50 0 0 0| 0 0 0 0 300 4.750 -0.18 29.77 0 0 0| 0 10 0 0 320 6.750 -0.24 28.60 0 0 0| 0 4 0 0 330 9.250 -0.31 27.54 0 0 0| 0 8 0 0 340 12.750 -0.40 26.63 0 0 0| 10 10 0 0 350 17.250 -0.49 25.95 0 0 0| 0 0 0 0 360 22.500 -0.59 25.06 0 0 0| 0 0 0 0 370 29.000 -0.68 24.67 0 0 0| 0 0 0 0 380 44.750 -0.83 24.76 0 0 0| 0 0 0 0 400 Total 0 0 0| 10 32 0 0 Indicative a-t-m Vol 25.30 Underlying Price 363.600 Time to expiry: 99 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 1.500 -0.06 31.93 0 0 0| 0 1,689 0 0 280 Equity Options 21:51 Business Day Thu 9 Sep 2010 Previous Business Day Wed 8 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 | 3.250 -0.11 29.91 0 0 0| 0 306 0 0 300 6.750 -0.21 29.29 0 0 0| 0 234 0 0 320 11.500 -0.33 26.91 0 0 0| 0 1,693 0 0 340 19.750 -0.48 25.49 0 0 0| 0 2,191 0 0 360 31.500 -0.65 24.56 0 0 0| 0 719 0 0 380 46.250 -0.79 24.01 0 0 0| 0 92 0 0 400 64.000 -0.87 25.15 0 0 0| 0 0 0 0 420 82.750 -0.93 25.39 0 0 0| 0 4 0 0 440 Total 0 0 0| 0 7,626 0 0 Indicative a-t-m Vol 25.84 Underlying Price 363.600 Time to expiry: 190 Days Mar 11 5.500 -0.12 32.70 0 0 0| 0 36 0 0 280 8.250 -0.17 30.39 0 0 0| 0 25 0 0 300 12.000 12.500 -0.25 28.43 12.000 12.000 0 0 3| 0 60 0 0 320 18.500 18.750 -0.35 27.27 18.500 S 18.500 S 0 0 5| 0 39 0 0 340 27.500 27.250 -0.47 26.07 27.500 S 27.500 S 0 0 5| 0 52 0 0 360 38.000 -0.59 24.91 0 0 0| 0 45 0 0 380 51.500 -0.71 24.12 0 0 0| 0 0 0 0 400 84.750 -0.87 24.15 0 0 0| 0 0 0 0 440 Total 0 0 13| 0 257 0 0 Indicative a-t-m Vol 26.33 Underlying Price 363.600 Time to expiry: 281 Days Jun 11 4.750 -0.08 35.13 0 0 0| 0 54 0 0 240 10.250 -0.17 31.82 0 0 0| 0 117 0 0 280 14.500 -0.24 29.97 0 0 0| 0 47 0 0 300 20.250 -0.31 28.54 0 0 0| 0 14 0 0 320 28.000 -0.40 27.43 0 0 0| 0 3 0 0 340 37.750 -0.50 26.50 0 0 0| 0 518 0 0 360 49.250 -0.60 25.64 0 0 0| 0 10 0 0 380 62.250 63.000 -0.69 24.99 62.250 62.250 0 0 1| 0 10 0 0 400 95.500 -0.83 24.67 0 0 0| 0 0 0 0 440 Total 0 0 1| 0 773 0 0 Indicative a-t-m Vol 27.49 Underlying Price 363.600 Time to expiry: 463 Days Dec 11 5.000 -0.06 43.23 0 0 0| 0 2,000 0 0 180 5.000 -0.07 37.62 0 0 0| 0 0 0 0 200 6.250 -0.09 34.36 0 0 0| 0 0 0 0 220 7.750 -0.11 31.55 0 0 0| 0 0 0 0 240 16.750 -0.21 30.09 0 0 0| 0 0 0 0 280 30.750 -0.34 28.96 0 0 0| 0 5 0 0 320 50.250 -0.49 27.62 0 0 0| 0 500 0 0 360 62.000 -0.56 26.98 0 0 0| 0 300 0 0 380 75.250 -0.63 26.42 0 0 0| 0 0 0 0 400 109.750 -0.71 29.17 0 0 0| 0 0 0 0 440 Total 0 0 0| 0 2,805 0 0 Indicative a-t-m Vol 27.22 Underlying Price 363.600 Time to expiry: 645 Days Jun 12 24.500 -0.25 30.00 0 0 0| 0 0 0 0 280 40.000 -0.37 28.54 0 0 0| 0 0 0 0 320 Equity Options 21:51 Business Day Thu 9 Sep 2010 Previous Business Day Wed 8 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 | 60.500 -0.49 27.32 0 0 0| 0 0 0 0 360 86.000 -0.62 26.32 0 0 0| 0 0 0 0 400 Total 0 0 0| 0 0 0 0 Indicative a-t-m Vol 27.02 Underlying Price 363.600 Time to expiry: 834 Days Dec 12 30.250 -0.26 29.62 0 0 0| 0 0 0 0 280 46.500 -0.37 28.21 0 0 0| 0 0 0 0 320 67.500 -0.49 27.11 0 0 0| 0 0 0 0 360 92.750 -0.60 26.22 0 0 0| 0 0 0 0 400 141.250 -0.59 36.16 0 0 0| 0 0 0 0 440 Total 0 0 0| 0 0 0 0 Total Puts 0 0 368| 70 15,740 +1,355 0 Grand Total 0 0 805| 14,795 56,190 +1,470 0 Equity Options 21:51 Business Day Thu 9 Sep 2010 Previous Business Day Wed 8 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 29.01 Underlying Price 309.700 Time to expiry: 8 Days Sep 10 89.750 1.00 60.92 0 0 0| 0 0 0 0 220 79.750 1.00 58.06 0 0 0| 0 0 0 0 230 69.750 1.00 53.21 0 0 0| 0 0 0 0 240 49.750 1.00 34.02 0 0 0| 0 0 0 0 260 39.750 1.00 32.06 0 0 0| 0 0 0 0 270 29.750 0.98 30.50 0 0 0| 0 0 0 0 280 20.250 0.93 29.78 0 0 0| 0 0 0 0 290 11.750 0.77 28.52 0 0 0| 0 15 0 0 300 5.500 0.50 29.01 0 0 0| 0 16 0 0 310 2.000 0.24 28.78 0 0 0| 0 22 0 0 320 0.750 0.10 31.09 0 0 0| 0 0 0 0 330 0.250 0.03 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 29.74 Underlying Price 309.700 Time to expiry: 99 Days Dec 10 71.000 0.96 29.91 0 0 0| 0 0 0 0 240 53.500 0.88 31.16 0 0 0| 0 0 0 0 260 38.250 0.76 31.99 0 0 0| 0 0 0 0 280 24.750 0.62 30.24 0 0 0| 0 9 0 0 300 14.750 0.45 29.24 0 0 0| 0 74 0 0 320 8.000 0.30 28.68 0 0 0| 0 0 0 0 340 4.000 0.17 28.03 0 0 0| 0 7 0 0 360 0.750 0.05 27.61 0 0 0| 0 0 0 0 400 Total 0 0 0| 0 90 0 0 Indicative a-t-m Vol 30.37 Underlying Price 309.700 Time to expiry: 190 Days Mar 11 74.500 0.90 30.98 0 0 0| 0 0 0 0 240 59.250 0.81 32.29 0 0 0| 0 0 0 0 260 45.750 0.71 32.49 0 0 0| 0 0 0 0 280 32.500 0.61 30.42 0 0 0| 0 2 0 0 300 23.250 0.49 30.31 0 0 0| 0 0 0 0 320 15.250 0.38 29.37 0 0 0| 0 0 0 0 340 10.250 0.28 29.43 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 21:51 Business Day Thu 9 Sep 2010 Previous Business Day Wed 8 Sep 2010 Page 58 Puts | Block | Opening Settle Delta Vola- Daily Trade Bclear Total | Official **Open Change Exer- Exer Trans Price tility High Low Volume Volume*** Volume | Volume Int cises Price | Mitchells & Butlers plc - STND OPT (MAB) Indicative a-t-m Vol 29.44 Underlying Price 309.700 Time to expiry: 8 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 0.00 31.53 0 0 0| 0 0 0 0 270 0.250 -0.03 33.71 0 0 0| 0 3 0 0 280 0.750 -0.09 32.23 0 0 0| 0 0 0 0 290 2.250 -0.25 30.81 0 0 0| 0 0 0 0 300 5.750 -0.50 29.44 0 0 0| 0 0 0 0 310 13.000 -0.72 33.87 0 0 0| 0 10 0 0 320 21.500 -0.86 36.35 0 0 0| 0 0 0 0 330 31.000 -0.92 40.84 0 0 0| 0 0 0 0 340 50.500 -0.99 43.78 0 0 0| 0 0 0 0 360 70.250 -1.00 48.92 0 0 0| 0 0 0 0 380 90.250 -1.00 51.78 0 0 0| 0 0 0 0 400 Total 0 0 0| 0 300 0 0 Indicative a-t-m Vol 29.46 Underlying Price 309.700 Time to expiry: 99 Days Dec 10 1.500 -0.06 33.84 0 0 0| 0 4 0 0 240 4.000 -0.13 33.33 0 0 0| 0 0 0 0 260 8.000 -0.24 31.60 0 0 0| 0 3 0 0 280 14.250 -0.38 29.96 0 0 0| 0 0 0 0 300 24.250 -0.55 28.97 0 0 0| 0 25 0 0 320 37.750 -0.71 28.39 0 0 0| 0 0 0 0 340 53.500 -0.84 27.56 0 0 0| 0 0 0 0 360 90.750 -0.95 28.73 0 0 0| 0 0 0 0 400 Total 0 0 0| 0 32 0 0 Indicative a-t-m Vol 30.65 Underlying Price 309.700 Time to expiry: 190 Days Mar 11 5.500 -0.12 35.07 0 0 0| 0 6 0 0 240 9.250 -0.20 33.63 0 0 0| 0 0 0 0 260 14.750 14.750 -0.29 32.31 14.750 14.750 0 0 3| 0 140 0 0 280 22.750 22.000 -0.39 30.90 22.750 22.750 0 0 5| 0 15 0 0 300 32.250 -0.51 30.40 0 0 0| 0 0 0 0 320 44.750 -0.62 29.76 0 0 0| 0 0 0 0 340 59.250 -0.73 29.01 0 0 0| 0 0 0 0 360 Total 0 0 8| 0 161 0 0 Total Puts 0 0 8| 0 493 0 0 Grand Total 0 0 8| 5,400 12,298 0 0 Equity Options 21:51 Business Day Thu 9 Sep 2010 Previous Business Day Wed 8 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 18.84 Underlying Price 292.500 Time to expiry: 8 Days Sep 10 72.500 1.00 33.41 0 0 0| 0 0 0 0 220 62.500 1.00 31.32 0 0 0| 0 0 0 0 230 52.500 1.00 30.38 0 0 0| 0 30 0 0 240 42.500 1.00 27.34 0 0 0| 0 0 0 0 250 32.500 1.00 25.05 0 0 0| 0 20 0 0 260 22.500 0.99 22.24 0 0 0| 0 4 0 0 270 11.250 12.750 0.92 19.72 11.250 S 11.250 S 0 0 2| 5 1,527 0 0 280 5.000 0.62 18.93 0 0 0| 0 45 0 0 290 1.000 0.20 18.63 0 0 0| 0 112 0 0 300 CAB 0.00 16.73 0 0 0| 0 22 0 0 320 CAB 0.00 16.42 0 0 0| 0 0 0 0 340 CAB 0.00 18.81 0 0 0| 0 0 0 0 360 Total 0 0 2| 5 1,760 0 0 Indicative a-t-m Vol 16.76 Underlying Price 292.500 Time to expiry: 36 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 0.92 19.88 0 0 0| 0 15 0 0 270 14.500 0.80 18.19 0 0 0| 0 10 0 0 280 7.250 0.58 16.93 0 0 0| 18 36 +18 0 290 3.000 0.31 16.38 0 0 0| 0 120 0 0 300 0.250 0.04 16.35 0 0 0| 0 0 0 0 320 CAB 0.00 17.34 0 0 0| 0 0 0 0 340 Total 0 0 0| 18 181 +18 0 Indicative a-t-m Vol 16.57 Underlying Price 292.500 Time to expiry: 71 Days Nov 10 52.750 0.99 21.64 0 0 0| 0 0 0 0 240 33.000 0.95 18.75 0 0 0| 0 0 0 0 260 16.000 0.73 17.53 0 0 0| 0 0 0 0 280 7.250 9.500 0.55 16.78 7.250 7.250 0 0 5| 0 0 0 0 290 5.000 0.36 16.07 0 0 0| 0 12 0 0 300 1.000 0.11 16.28 0 0 0| 0 0 0 0 320 0.500 0.05 20.04 0 0 0| 0 0 0 0 340 Total 0 0 5| 0 12 0 0 Indicative a-t-m Vol 17.02 Underlying Price 292.500 Time to expiry: 99 Days Dec 10 73.250 0.96 35.18 0 0 0| 0 0 0 0 220 52.750 0.98 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 6.250 0.39 16.07 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 21:51 Business Day Thu 9 Sep 2010 Previous Business Day Wed 8 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: 190 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 20.250 22.250 0.65 18.58 20.250 S 20.250 S 0 0 2| 0 74 0 0 280 9.500 11.750 0.45 17.80 9.500 S 9.500 S 0 0 2| 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 4| 0 102 0 0 Total Calls 0 0 11| 23 4,240 +18 0 | Equity Options 21:51 Business Day Thu 9 Sep 2010 Previous Business Day Wed 8 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 17.32 Underlying Price 292.500 Time to expiry: 8 Days Sep 10 CAB 0.00 26.99 0 0 0| 0 0 0 0 220 CAB 0.00 24.99 0 0 0| 0 0 0 0 230 CAB 0.00 22.99 0 0 0| 0 220 0 0 240 CAB 0.00 22.10 0 0 0| 0 3 0 0 250 CAB 0.00 20.35 0 0 0| 0 51 0 0 260 CAB 0.00 19.36 0 0 0| 0 31 0 0 270 0.250 -0.06 18.19 0 0 0| 20 603 0 0 280 2.000 -0.37 17.52 0 0 0| 0 55 0 0 290 8.250 -0.83 16.84 0 0 0| 0 129 0 0 300 27.500 -1.00 17.29 0 0 0| 0 24 0 0 320 47.500 -1.00 17.17 0 0 0| 0 0 0 0 340 67.500 -1.00 19.10 0 0 0| 0 23 0 0 360 Total 0 0 0| 20 1,139 0 0 Indicative a-t-m Vol 15.61 Underlying Price 292.500 Time to expiry: 36 Days Oct 10 CAB 0.00 12.50 0 0 0| 0 0 0 0 230 CAB 0.00 18.26 0 0 0| 0 7 0 0 240 0.250 -0.04 20.98 0 0 0| 0 0 0 0 260 0.750 -0.10 19.23 0 0 0| 0 71 0 0 270 2.000 -0.22 17.12 0 0 0| 0 10 0 0 280 7.250 5.250 -0.45 15.96 7.250 5.250 0 0 109| 0 0 0 0 290 10.750 -0.72 14.78 0 0 0| 0 0 0 0 300 28.750 -0.99 13.04 0 0 0| 0 0 0 0 320 48.500 -1.00 18.83 0 0 0| 0 0 0 0 340 Total 0 0 109| 0 88 0 0 Indicative a-t-m Vol 16.63 Underlying Price 292.500 Time to expiry: 71 Days Nov 10 0.500 -0.03 24.47 0 0 0| 0 0 0 0 240 1.250 -0.09 20.38 0 0 0| 0 0 0 0 260 4.250 -0.29 17.38 0 0 0| 0 51 0 0 280 7.750 -0.46 16.74 0 0 0| 0 5 0 0 290 13.500 -0.64 16.35 0 0 0| 0 0 0 0 300 29.750 -0.89 17.13 0 0 0| 0 0 0 0 320 49.000 -0.96 19.74 0 0 0| 0 0 0 0 340 Total 0 0 0| 0 56 0 0 Indicative a-t-m Vol 16.68 Underlying Price 292.500 Time to expiry: 99 Days Dec 10 0.250 -0.01 24.26 0 0 0| 0 64 0 0 220 0.500 -0.04 22.15 0 0 0| 0 40 0 0 240 1.750 -0.11 18.98 0 0 0| 0 540 0 0 260 5.500 -0.31 17.36 0 0 0| 0 163 0 0 280 14.750 -0.61 16.32 0 0 0| 0 10 0 0 300 29.750 -0.87 15.46 0 0 0| 0 5 0 0 320 68.750 -0.98 20.34 0 0 0| 0 13 0 0 360 Total 0 0 0| 0 835 0 0 Equity Options 21:51 Business Day Thu 9 Sep 2010 Previous Business Day Wed 8 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 17.28 Underlying Price 292.500 Time to expiry: 190 Days Mar 11 1.000 -0.05 24.74 0 0 0| 0 0 0 0 220 2.000 -0.09 21.68 0 0 0| 0 152 0 0 240 4.500 -0.18 19.52 0 0 0| 0 110 0 0 260 10.500 9.500 -0.35 18.03 10.500 S 10.500 S 0 0 2| 0 86 0 0 280 18.500 -0.56 16.88 0 0 0| 0 69 0 0 300 32.750 -0.76 17.10 0 0 0| 0 2 0 0 320 69.000 -0.95 18.17 0 0 0| 0 0 0 0 360 Total 0 0 2| 0 419 0 0 Total Puts 0 0 111| 20 2,537 0 0 Grand Total 0 0 122| 7,603 23,073 +18 0 Equity Options 21:51 Business Day Thu 9 Sep 2010 Previous Business Day Wed 8 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 13.41 Underlying Price 559.500 Time to expiry: 8 Days Sep 10 127.500 1.00 48.86 0 0 0| 0 0 0 0 432 91.500 1.00 32.27 0 0 0| 0 31 0 0 468 79.500 1.00 28.33 0 0 0| 0 0 0 0 480 59.500 1.00 19.59 0 0 0| 0 0 0 0 500 55.500 1.00 18.96 0 0 0| 0 634 0 0 504 39.500 1.00 11.45 0 0 0| 0 0 0 0 520 10.500 20.000 0.93 15.77 16.500 10.500 0 0 13| 220 1,401 0 0 540 3.000 4.500 0.49 13.41 3.000 3.000 0 0 100| 0 30 0 0 560 1.500 0.17 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 0 113| 220 2,534 0 0 Indicative a-t-m Vol 15.86 Underlying Price 559.500 Time to expiry: 99 Days Dec 10 128.250 1.00 13.01 0 0 0| 0 18 0 0 432 92.500 0.99 17.64 0 0 0| 0 8 0 0 468 80.500 0.98 16.37 0 0 0| 0 0 0 0 480 62.000 0.93 17.39 0 0 0| 0 0 0 0 500 58.500 0.91 17.57 0 0 0| 0 94 0 0 504 44.000 0.84 16.44 0 0 0| 0 51 0 0 520 28.500 28.750 0.70 15.95 28.500 28.500 0 0 1| 8 309 +8 0 540 15.000 17.000 0.52 15.86 15.000 15.000 0 0 2| 1 211 +1 0 560 8.500 10.250 0.38 15.57 8.500 8.500 0 0 10| 0 1,063 0 0 575 2.500 0.13 15.59 0 0 0| 0 274 0 0 611 0.750 0.04 16.64 0 0 0| 0 6 0 0 647 Total 0 0 13| 9 2,034 +9 0 Indicative a-t-m Vol 17.09 Underlying Price 559.500 Time to expiry: 190 Days Mar 11 120.750 0.98 22.46 0 0 0| 0 0 0 0 440 101.500 0.96 21.17 0 0 0| 0 5 0 0 460 82.500 0.92 20.02 0 0 0| 0 17 0 0 480 48.500 0.76 18.33 0 0 0| 0 22 0 0 520 32.000 34.000 0.64 17.34 32.000 32.000 0 0 150| 0 300 0 0 540 23.000 0.50 17.09 0 0 0| 0 42 0 0 560 9.000 0.25 16.45 0 0 0| 0 0 0 0 600 3.250 0.11 16.49 0 0 0| 0 0 0 0 640 Total 0 0 150| 0 386 0 0 Total Calls 0 0 276| 229 4,954 +9 0 | Equity Options 21:51 Business Day Thu 9 Sep 2010 Previous Business Day Wed 8 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 16.22 Underlying Price 559.500 Time to expiry: 8 Days Sep 10 CAB 0.00 29.66 0 0 0| 0 59 0 0 432 CAB 0.00 25.20 0 0 0| 2 1,863 -2 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 0.00 20.74 0 0 0| 0 275 0 0 504 CAB -0.01 18.59 0 0 0| 0 0 0 0 520 1.750 0.750 -0.10 17.98 1.750 1.750 0 0 2| 3 1,246 +3 0 540 6.000 -0.51 16.22 0 0 0| 0 0 0 0 560 16.750 -0.83 18.02 0 0 0| 0 342 0 0 575 51.500 -1.00 2.00 0 0 0| 0 0 0 0 611 87.500 -1.00 2.00 0 0 0| 0 0 0 0 647 159.500 -1.00 53.40 0 0 0| 0 0 0 0 719 Total 0 0 2| 5 3,785 +1 0 Indicative a-t-m Vol 17.36 Underlying Price 559.500 Time to expiry: 99 Days Dec 10 1.250 -0.04 26.75 0 0 0| 0 74 0 0 432 2.500 -0.08 22.31 0 0 0| 0 116 0 0 468 3.250 -0.11 21.23 0 0 0| 0 10 0 0 480 5.500 -0.17 19.66 0 0 0| 0 15 0 0 500 7.000 5.750 -0.19 18.96 7.000 S 7.000 S 0 0 8| 0 235 0 0 504 9.500 -0.28 18.40 0 0 0| 5 230 +5 0 520 16.250 -0.42 17.47 0 0 0| 10 210 -10 0 540 30.500 27.000 -0.58 17.36 30.500 30.500 0 0 25| 0 10 0 0 560 37.000 -0.69 17.47 0 0 0| 0 603 0 0 575 67.500 -0.85 19.19 0 0 0| 0 0 0 0 611 101.750 -0.91 22.53 0 0 0| 0 2 0 0 647 Total 0 0 33| 15 1,505 -5 0 Indicative a-t-m Vol 18.43 Underlying Price 559.500 Time to expiry: 190 Days Mar 11 4.500 -0.09 24.72 0 0 0| 0 36 0 0 440 6.250 -0.13 23.19 0 0 0| 0 1 0 0 460 8.750 -0.18 21.80 0 0 0| 1 302 0 0 480 18.000 -0.33 19.59 0 0 0| 0 32 0 0 520 25.500 -0.43 18.89 0 0 0| 0 11 0 0 540 41.250 35.500 -0.54 18.43 41.250 41.250 0 0 20| 0 22 0 0 560 62.750 -0.74 18.32 0 0 0| 0 0 0 0 600 97.250 -0.86 19.42 0 0 0| 0 0 0 0 640 Total 0 0 20| 1 404 0 0 Total Puts 0 0 55| 21 5,694 -4 0 Grand Total 0 0 331| 5,830 22,676 +5 0 Equity Options 21:51 Business Day Thu 9 Sep 2010 Previous Business Day Wed 8 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 32.96 Underlying Price 2040.000 Time to expiry: 8 Days Sep 10 440.000 1.00 47.33 0 0 0| 0 0 0 0 1600 340.500 1.00 44.47 0 0 0| 0 5 0 0 1700 241.500 0.98 40.11 0 0 0| 0 12 0 0 1800 146.000 0.90 36.10 0 0 0| 0 4 0 0 1900 103.000 0.80 35.00 0 0 0| 0 0 0 0 1950 65.500 0.66 33.54 0 0 0| 0 275 0 0 2000 13.500 18.500 0.29 32.10 20.500 13.500 0 0 14| 0 51 0 0 2100 2.000 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 14| 0 1,413 0 0 Indicative a-t-m Vol 31.25 Underlying Price 2040.000 Time to expiry: 99 Days Dec 10 458.000 0.92 38.78 0 0 0| 0 0 0 0 1600 369.000 0.87 36.61 0 0 0| 0 0 0 0 1700 285.500 0.80 34.51 0 0 0| 0 8 0 0 1800 212.500 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 60.500 62.500 0.33 29.75 60.500 60.500 0 0 3| 0 248 0 0 2200 20.000 0.14 28.32 0 0 0| 0 177 0 0 2400 5.000 0.05 27.37 0 0 0| 0 3 0 0 2600 1.000 0.01 26.67 0 0 0| 0 52 0 0 2800 Total 0 0 3| 0 740 0 0 Indicative a-t-m Vol 30.75 Underlying Price 2040.000 Time to expiry: 190 Days Mar 11 469.500 0.88 34.17 0 0 0| 0 0 0 0 1600 318.000 0.74 33.16 0 0 0| 0 9 0 0 1800 252.500 0.66 32.24 0 0 0| 0 0 0 0 1900 193.500 0.57 31.10 0 0 0| 0 3 0 0 2000 104.000 0.39 29.34 0 0 0| 0 3 0 0 2200 49.500 0.23 27.84 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 17| 0 2,181 0 0 | Equity Options 21:51 Business Day Thu 9 Sep 2010 Previous Business Day Wed 8 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 31.82 Underlying Price 2040.000 Time to expiry: 8 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 0.500 -0.02 38.12 0 0 0| 0 58 0 0 1800 5.500 -0.10 35.84 0 0 0| 0 22 0 0 1900 12.000 -0.19 34.39 0 0 0| 0 6 0 0 1950 24.000 -0.34 32.67 0 0 0| 3 443 0 0 2000 76.500 -0.72 30.55 0 0 0| 3 53 0 0 2100 162.000 -0.94 30.13 0 0 0| 0 506 0 0 2200 260.000 -0.99 30.66 0 0 0| 0 3 0 0 2300 360.000 -1.00 30.78 0 0 0| 0 0 0 0 2400 560.000 -1.00 32.89 0 0 0| 0 3 0 0 2600 760.000 -1.00 34.89 0 0 0| 0 0 0 0 2800 Total 0 0 0| 6 1,137 0 0 Indicative a-t-m Vol 30.73 Underlying Price 2040.000 Time to expiry: 99 Days Dec 10 19.500 -0.10 37.19 0 0 0| 0 5 0 0 1600 31.500 -0.15 35.08 0 0 0| 0 160 0 0 1700 52.000 -0.23 33.97 0 0 0| 0 37 0 0 1800 81.000 -0.33 32.51 0 0 0| 0 14 0 0 1900 120.000 -0.44 31.11 0 0 0| 0 751 0 0 2000 236.500 -0.68 29.24 0 0 0| 0 79 0 0 2200 397.000 -0.87 28.03 0 0 0| 0 12 0 0 2400 584.000 -0.95 28.40 0 0 0| 0 0 0 0 2600 780.000 -0.98 29.53 0 0 0| 0 0 0 0 2800 Total 0 0 0| 0 1,058 0 0 Indicative a-t-m Vol 30.60 Underlying Price 2040.000 Time to expiry: 190 Days Mar 11 45.000 -0.15 35.57 0 0 0| 0 26 0 0 1600 92.000 -0.27 33.32 0 0 0| 0 19 0 0 1800 125.500 -0.35 32.10 0 0 0| 0 6 0 0 1900 166.500 -0.43 30.93 0 0 0| 0 16 0 0 2000 278.000 -0.61 29.26 0 0 0| 0 3 0 0 2200 422.500 -0.78 27.61 0 0 0| 0 1 0 0 2400 785.000 -0.95 27.28 0 0 0| 0 0 0 0 2800 Total 0 0 0| 0 71 0 0 Total Puts 0 0 0| 6 2,266 0 0 Grand Total 0 0 17| 5,046 15,311 0 0 Equity Options 21:51 Business Day Thu 9 Sep 2010 Previous Business Day Wed 8 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: 165 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 21:51 Business Day Thu 9 Sep 2010 Previous Business Day Wed 8 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: 166 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 21:51 Business Day Thu 9 Sep 2010 Previous Business Day Wed 8 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: 165 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 21:51 Business Day Thu 9 Sep 2010 Previous Business Day Wed 8 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: 166 Days Jun 08 40.000 -1.00 144.27 0 0 0| 0 0 0 0 60 60.000 -1.00 141.28 0 0 0| 0 5 0 0 80 68.000 -1.00 140.28 0 0 0| 0 160 0 0 88 90.000 -1.00 137.78 0 0 0| 0 0 0 0 110 100.000 -1.00 136.78 0 0 0| 0 210 0 0 120 110.000 -1.00 135.78 0 0 0| 0 13 0 0 130 120.000 -1.00 134.78 0 0 0| 0 12 0 0 140 130.000 -1.00 133.28 0 0 0| 0 30 0 0 150 140.000 -1.00 131.15 0 0 0| 0 103 0 0 160 150.000 -1.00 129.69 0 0 0| 0 100 0 0 170 160.000 -1.00 128.77 0 0 0| 0 59 0 0 180 200.000 -1.00 130.27 0 0 0| 0 0 0 0 220 220.000 -1.00 131.77 0 0 0| 0 0 0 0 240 Total 0 0 0| 0 692 0 0 Total Puts 0 0 0| 0 2,393 0 0 Grand Total 0 0 0| 10,440 28,173 0 0 Equity Options 21:51 Business Day Thu 9 Sep 2010 Previous Business Day Wed 8 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 30.94 Underlying Price 136.500 Time to expiry: 8 Days Sep 10 56.500 1.00 95.46 0 0 0| 0 0 0 0 80 48.500 1.00 83.91 0 0 0| 0 25 0 0 88 44.500 1.00 76.56 0 0 0| 0 0 0 0 92 40.500 1.00 70.61 0 0 0| 0 0 0 0 96 36.500 1.00 62.56 0 0 0| 0 44 0 0 100 26.500 1.00 51.12 0 0 0| 0 65 0 0 110 16.500 0.98 39.57 0 0 0| 0 5 0 0 120 7.000 0.85 31.36 0 0 0| 0 221 0 0 130 1.250 0.31 30.75 0 0 0| 0 320 0 0 140 CAB 0.03 32.27 0 0 0| 0 0 0 0 150 CAB 0.01 39.82 0 0 0| 0 0 0 0 160 CAB 0.00 32.27 0 0 0| 0 0 0 0 180 Total 0 0 0| 0 680 0 0 Indicative a-t-m Vol 30.92 Underlying Price 136.500 Time to expiry: 99 Days Dec 10 48.500 0.99 41.56 0 0 0| 0 0 0 0 88 40.750 0.98 41.07 0 0 0| 0 0 0 0 96 37.000 0.95 41.54 0 0 0| 0 0 0 0 100 27.750 0.89 38.03 0 0 0| 0 20 0 0 110 19.250 0.79 34.78 0 0 0| 0 120 0 0 120 16.000 0.71 35.05 0 0 0| 0 0 0 0 125 12.250 0.64 32.71 0 0 0| 0 1 0 0 130 6.750 0.45 30.15 0 0 0| 0 139 0 0 140 3.500 0.29 29.51 0 0 0| 0 0 0 0 150 1.500 0.15 28.74 0 0 0| 0 0 0 0 160 Total 0 0 0| 0 280 0 0 Indicative a-t-m Vol 31.17 Underlying Price 136.500 Time to expiry: 190 Days Mar 11 49.000 0.96 41.92 0 0 0| 0 0 0 0 88 41.750 0.92 39.88 0 0 0| 0 0 0 0 96 38.250 0.89 39.20 0 0 0| 0 5 0 0 100 29.750 0.83 36.33 0 0 0| 0 10 0 0 110 22.250 0.74 34.56 0 0 0| 0 20 0 0 120 15.750 0.62 32.99 0 0 0| 0 20 0 0 130 10.250 0.49 30.40 0 0 0| 0 9 0 0 140 6.500 0.36 29.60 0 0 0| 0 0 0 0 150 3.750 0.24 28.26 0 0 0| 0 0 0 0 160 Total 0 0 0| 0 64 0 0 Total Calls 0 0 0| 0 1,024 0 0 | Equity Options 21:51 Business Day Thu 9 Sep 2010 Previous Business Day Wed 8 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 35.33 Underlying Price 136.500 Time to expiry: 8 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 CAB -0.02 41.91 0 0 0| 0 150 0 0 120 0.500 -0.16 32.52 0 0 0| 0 0 0 0 130 5.250 -0.66 36.54 0 0 0| 0 5 0 0 140 14.000 -0.91 44.09 0 0 0| 0 0 0 0 150 23.750 -0.95 60.97 0 0 0| 0 5 0 0 160 43.500 -1.00 31.10 0 0 0| 0 0 0 0 180 Total 0 0 0| 0 495 0 0 Indicative a-t-m Vol 31.64 Underlying Price 136.500 Time to expiry: 99 Days Dec 10 0.250 -0.03 45.42 0 0 0| 0 0 0 0 88 0.750 -0.05 44.18 0 0 0| 0 0 0 0 96 1.000 -0.07 43.05 0 0 0| 0 31 0 0 100 2.000 -0.13 39.95 0 0 0| 0 34 0 0 110 3.500 -0.22 35.56 0 0 0| 0 0 0 0 120 4.750 -0.29 34.10 0 0 0| 0 0 0 0 125 6.500 -0.37 33.17 0 0 0| 0 76 0 0 130 11.250 -0.54 30.98 0 0 0| 0 34 0 0 140 17.750 -0.71 29.92 0 0 0| 0 0 0 0 150 26.000 -0.84 29.91 0 0 0| 0 20 0 0 160 Total 0 0 0| 0 195 0 0 Indicative a-t-m Vol 31.38 Underlying Price 136.500 Time to expiry: 190 Days Mar 11 1.000 -0.05 40.95 0 0 0| 0 0 0 0 88 1.750 -0.09 40.19 0 0 0| 0 4 0 0 96 2.250 -0.11 39.42 0 0 0| 0 0 0 0 100 4.000 -0.18 37.51 0 0 0| 0 0 0 0 110 6.250 -0.27 34.81 0 0 0| 0 0 0 0 120 9.750 -0.38 32.93 0 0 0| 0 10 0 0 130 14.250 -0.51 30.72 0 0 0| 0 10 0 0 140 20.750 -0.63 30.68 0 0 0| 0 0 0 0 150 28.000 -0.75 29.46 0 0 0| 0 0 0 0 160 Total 0 0 0| 0 24 0 0 Total Puts 0 0 0| 0 714 0 0 Grand Total 0 0 0| 5,580 13,766 0 0 Equity Options 21:51 Business Day Thu 9 Sep 2010 Previous Business Day Wed 8 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 46.43 Underlying Price 291.000 Time to expiry: 8 Days Sep 10 131.000 1.00 69.16 0 0 0| 0 0 0 0 160 111.000 1.00 62.67 0 0 0| 0 0 0 0 180 91.000 1.00 59.20 0 0 0| 0 0 0 0 200 81.000 1.00 57.47 0 0 0| 0 0 0 0 210 71.000 1.00 56.45 0 0 0| 0 0 0 0 220 61.000 1.00 53.87 0 0 0| 0 0 0 0 230 51.000 0.99 51.66 0 0 0| 0 0 0 0 240 31.750 0.93 49.03 0 0 0| 0 2 0 0 260 15.000 0.71 46.75 0 0 0| 0 2,460 0 0 280 4.750 0.35 46.17 0 0 0| 0 0 0 0 300 1.000 0.10 45.94 0 0 0| 0 50 0 0 320 CAB 0.02 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 53.51 Underlying Price 291.000 Time to expiry: 99 Days Dec 10 132.250 0.98 61.37 0 0 0| 0 0 0 0 160 113.000 0.96 58.39 0 0 0| 0 0 0 0 180 94.750 0.92 56.08 0 0 0| 0 0 0 0 200 77.750 0.87 55.41 0 0 0| 0 1 0 0 220 62.500 0.80 54.52 0 0 0| 0 46 0 0 240 38.000 0.61 53.69 0 0 0| 0 0 0 0 280 21.500 0.42 53.04 0 0 0| 0 700 0 0 320 16.250 0.34 53.71 0 0 0| 0 0 0 0 340 12.000 0.27 53.74 0 0 0| 0 4 0 0 360 7.250 0.18 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 21:51 Business Day Thu 9 Sep 2010 Previous Business Day Wed 8 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 291.000 Time to expiry: 8 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 0.00 54.91 0 0 0| 0 0 0 0 230 CAB -0.01 52.70 0 0 0| 0 5 0 0 240 0.750 -0.07 50.10 0 0 0| 0 0 0 0 260 4.250 -0.29 47.94 0 0 0| 0 2 0 0 280 14.000 -0.64 47.94 0 0 0| 0 0 0 0 300 30.000 -0.89 47.72 0 0 0| 0 0 0 0 320 49.000 -0.98 46.42 0 0 0| 0 0 0 0 340 69.000 -1.00 45.34 0 0 0| 0 0 0 0 360 89.000 -1.00 45.12 0 0 0| 0 0 0 0 380 109.000 -1.00 43.61 0 0 0| 0 0 0 0 400 Total 0 0 0| 0 7 0 0 Indicative a-t-m Vol 53.37 Underlying Price 291.000 Time to expiry: 99 Days Dec 10 0.750 -0.02 59.40 0 0 0| 0 0 0 0 160 1.500 -0.04 57.30 0 0 0| 0 0 0 0 180 3.250 -0.07 55.46 0 0 0| 0 0 0 0 200 6.250 -0.13 54.60 0 0 0| 0 0 0 0 220 10.750 -0.20 53.51 0 0 0| 0 101 0 0 240 26.250 -0.39 53.40 0 0 0| 0 2 0 0 280 50.000 -0.58 53.31 0 0 0| 0 0 0 0 320 64.500 -0.66 53.48 0 0 0| 0 0 0 0 340 80.500 -0.73 54.03 0 0 0| 0 0 0 0 360 115.500 -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 0 0| 4,500 16,360 0 0 Equity Options 21:51 Business Day Thu 9 Sep 2010 Previous Business Day Wed 8 Sep 2010 Page 75 Calls | Block | Opening Settle Delta Vola- Daily Trade Bclear Total | Official **Open Change Exer- Exer Trans Price tility High Low Volume Volume*** Volume | Volume Int cises Price | Pearson plc - STND OPT (PSO) Indicative a-t-m Vol 17.77 Underlying Price 1010.000 Time to expiry: 8 Days Sep 10 290.000 1.00 30.55 0 0 0| 0 0 0 0 720 250.000 1.00 30.55 0 0 0| 0 0 0 0 760 210.000 1.00 30.53 0 0 0| 0 0 0 0 800 170.000 1.00 28.96 0 0 0| 0 0 0 0 840 150.250 1.00 26.70 0 0 0| 0 0 0 0 860 130.250 1.00 24.77 0 0 0| 0 0 0 0 880 110.250 1.00 23.62 0 0 0| 0 0 0 0 900 90.250 1.00 22.15 0 0 0| 0 0 0 0 920 70.250 0.99 20.90 0 0 0| 0 126 0 0 940 51.250 0.93 22.41 0 0 0| 0 805 0 0 960 33.000 0.83 20.42 0 0 0| 0 19 0 0 980 17.000 0.65 17.91 0 0 0| 0 388 0 0 1000 1.000 0.08 17.20 0 0 0| 0 20 0 0 1050 CAB 0.00 20.00 0 0 0| 0 105 0 0 1100 CAB 0.00 22.00 0 0 0| 0 21 0 0 1200 CAB 0.00 22.00 0 0 0| 0 0 0 0 1300 CAB 0.00 22.00 0 0 0| 0 0 0 0 1400 Total 0 0 0| 0 1,484 0 0 Indicative a-t-m Vol 20.76 Underlying Price 1010.000 Time to expiry: 99 Days Dec 10 215.500 0.95 29.55 0 0 0| 0 10 0 0 800 178.000 0.91 27.91 0 0 0| 0 0 0 0 840 141.750 0.87 25.86 0 0 0| 0 330 0 0 880 107.750 0.79 24.18 0 0 0| 0 4 0 0 920 76.250 0.70 22.24 0 0 0| 0 26 0 0 960 50.250 0.57 20.96 0 0 0| 0 33 0 0 1000 11.750 0.21 18.99 0 0 0| 0 108 0 0 1100 2.250 0.05 19.45 0 0 0| 0 15 0 0 1200 0.750 0.02 28.21 0 0 0| 0 0 0 0 1400 Total 0 0 0| 0 526 0 0 Indicative a-t-m Vol 21.74 Underlying Price 1010.000 Time to expiry: 190 Days Mar 11 225.000 0.89 28.61 0 0 0| 0 4 0 0 800 189.500 0.86 27.11 0 0 0| 0 0 0 0 840 156.250 0.80 25.76 0 0 0| 0 10 0 0 880 124.750 0.74 24.39 0 0 0| 0 51 0 0 920 95.500 0.66 22.91 0 0 0| 0 43 0 0 960 70.750 0.57 21.94 0 0 0| 0 668 0 0 1000 27.000 0.31 19.92 0 0 0| 0 5 0 0 1100 8.250 0.12 19.08 0 0 0| 0 3 0 0 1200 Total 0 0 0| 0 784 0 0 Total Calls 0 0 0| 0 2,794 0 0 | Equity Options 21:51 Business Day Thu 9 Sep 2010 Previous Business Day Wed 8 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 18.01 Underlying Price 1010.000 Time to expiry: 8 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 0.00 26.26 0 0 0| 0 147 0 0 900 CAB -0.01 24.84 0 0 0| 0 84 0 0 920 0.250 -0.02 23.60 0 0 0| 0 0 0 0 940 0.750 -0.06 21.06 0 0 0| 0 161 0 0 960 2.500 -0.15 19.31 0 0 0| 0 0 0 0 980 7.500 -0.36 18.81 0 0 0| 0 10 0 0 1000 40.500 -0.95 14.82 0 0 0| 0 0 0 0 1050 90.000 -1.00 17.18 0 0 0| 0 50 0 0 1100 190.000 -1.00 20.85 0 0 0| 0 0 0 0 1200 290.000 -1.00 21.77 0 0 0| 0 0 0 0 1300 390.000 -1.00 23.38 0 0 0| 0 0 0 0 1400 Total 0 0 0| 0 586 0 0 Indicative a-t-m Vol 20.88 Underlying Price 1010.000 Time to expiry: 99 Days Dec 10 4.250 -0.06 30.09 0 0 0| 0 20 0 0 800 6.500 -0.09 28.10 0 0 0| 0 6 0 0 840 10.250 -0.14 26.07 0 0 0| 0 71 0 0 880 16.250 -0.21 24.30 0 0 0| 0 311 0 0 920 25.250 -0.31 22.75 0 0 0| 2 30 0 0 960 38.500 -0.44 21.03 0 0 0| 0 30 0 0 1000 100.750 -0.78 19.52 0 0 0| 0 0 0 0 1100 191.250 -0.95 20.03 0 0 0| 0 0 0 0 1200 391.000 -0.97 32.63 0 0 0| 0 0 0 0 1400 Total 0 0 0| 2 468 0 0 Indicative a-t-m Vol 21.62 Underlying Price 1010.000 Time to expiry: 190 Days Mar 11 12.000 -0.11 28.87 0 0 0| 0 2 0 0 800 16.750 -0.15 27.36 0 0 0| 0 14 0 0 840 22.750 -0.20 25.78 0 0 0| 0 25 0 0 880 31.250 -0.26 24.46 0 0 0| 0 6 0 0 920 42.250 -0.34 23.11 0 0 0| 0 10 0 0 960 56.500 -0.44 21.80 0 0 0| 0 13 0 0 1000 113.500 -0.69 20.03 0 0 0| 0 0 0 0 1100 195.250 -0.88 19.37 0 0 0| 0 0 0 0 1200 Total 0 0 0| 0 70 0 0 Total Puts 0 0 0| 2 1,124 0 0 Grand Total 0 0 0| 6,122 17,110 0 0 Equity Options 21:51 Business Day Thu 9 Sep 2010 Previous Business Day Wed 8 Sep 2010 Page 77 Calls | Block | Opening Settle Delta Vola- Daily Trade Bclear Total | Official **Open Change Exer- Exer Trans Price tility High Low Volume Volume*** Volume | Volume Int cises Price | Persimmon PLC - STND OPT (PER) Indicative a-t-m Vol 42.64 Underlying Price 399.700 Time to expiry: 8 Days Sep 10 99.750 1.00 62.45 0 0 0| 0 0 0 0 300 79.750 1.00 56.23 0 0 0| 0 22 0 0 320 69.750 0.99 53.63 0 0 0| 0 0 0 0 330 60.000 0.98 51.16 0 0 0| 0 0 0 0 340 50.250 0.96 49.54 0 0 0| 0 0 0 0 350 40.750 0.93 47.70 0 0 0| 0 0 0 0 360 32.000 0.86 47.00 0 0 0| 0 0 0 0 370 23.750 0.77 45.36 0 0 0| 0 0 0 0 380 16.500 0.65 43.70 0 0 0| 0 34 0 0 390 10.500 0.51 42.64 0 0 0| 0 32 0 0 400 6.500 0.36 42.39 0 0 0| 0 4 0 0 410 3.250 0.23 41.10 0 0 0| 0 0 0 0 420 1.000 0.08 43.00 0 0 0| 0 20 0 0 440 0.250 0.02 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 41.99 Underlying Price 399.700 Time to expiry: 99 Days Dec 10 121.250 0.96 44.01 0 0 0| 0 0 0 0 280 85.500 0.87 43.23 0 0 0| 0 0 0 0 320 70.000 0.80 43.21 0 0 0| 0 0 0 0 340 56.000 0.72 42.84 0 0 0| 0 0 0 0 360 43.750 0.63 42.33 0 0 0| 0 0 0 0 380 33.750 0.54 41.99 0 0 0| 0 0 0 0 400 24.750 0.44 40.96 0 0 0| 0 5 0 0 420 17.500 0.35 39.65 0 0 0| 0 3 0 0 440 11.750 0.27 38.50 0 0 0| 0 0 0 0 460 7.750 0.19 37.49 0 0 0| 0 0 0 0 480 3.500 0.10 37.69 0 0 0| 0 5 0 0 520 1.250 0.04 36.24 0 0 0| 0 7 0 0 560 0.250 0.01 35.56 0 0 0| 0 0 0 0 640 Total 0 0 0| 0 20 0 0 Indicative a-t-m Vol 40.72 Underlying Price 399.700 Time to expiry: 190 Days Mar 11 124.000 0.92 42.16 0 0 0| 0 8 0 0 280 92.000 0.82 41.65 0 0 0| 0 0 0 0 320 77.750 0.76 41.24 0 0 0| 0 0 0 0 340 65.250 0.69 41.06 0 0 0| 0 0 0 0 360 54.500 0.62 40.93 0 0 0| 0 0 0 0 380 44.750 0.55 40.72 0 0 0| 0 1 0 0 400 36.000 0.48 40.10 0 0 0| 0 6 0 0 420 28.250 0.41 39.24 0 0 0| 0 5 0 0 440 Total 0 0 0| 0 20 0 0 Equity Options 21:51 Business Day Thu 9 Sep 2010 Previous Business Day Wed 8 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| 0 170 0 0 | Equity Options 21:51 Business Day Thu 9 Sep 2010 Previous Business Day Wed 8 Sep 2010 Page 79 Puts | Block | Opening Settle Delta Vola- Daily Trade Bclear Total | Official **Open Change Exer- Exer Trans Price tility High Low Volume Volume*** Volume | Volume Int cises Price | Persimmon PLC - STND OPT (PER) Indicative a-t-m Vol 42.51 Underlying Price 399.700 Time to expiry: 8 Days Sep 10 CAB 0.00 62.00 0 0 0| 0 0 0 0 300 CAB -0.01 58.00 0 0 0| 0 135 0 0 320 0.250 -0.01 55.00 0 0 0| 0 0 0 0 330 0.250 -0.02 52.57 0 0 0| 0 16 0 0 340 0.500 -0.04 49.28 0 0 0| 0 4 0 0 350 1.000 -0.07 47.49 0 0 0| 0 121 0 0 360 2.250 -0.14 46.85 0 0 0| 0 0 0 0 370 4.000 -0.23 45.22 0 0 0| 0 4 0 0 380 6.500 -0.35 43.57 0 0 0| 0 0 0 0 390 10.750 -0.49 42.51 0 0 0| 0 62 0 0 400 16.500 -0.64 42.23 0 0 0| 0 0 0 0 410 23.500 -0.77 40.86 0 0 0| 0 0 0 0 420 41.000 -0.93 41.34 0 0 0| 0 12 0 0 440 60.500 -0.98 41.44 0 0 0| 0 0 0 0 460 80.250 -1.00 39.58 0 0 0| 0 0 0 0 480 120.250 -1.00 38.74 0 0 0| 0 10 0 0 520 160.250 -1.00 37.94 0 0 0| 0 0 0 0 560 240.250 -1.00 44.74 0 0 0| 0 0 0 0 640 Total 0 0 0| 0 364 0 0 Indicative a-t-m Vol 41.90 Underlying Price 399.700 Time to expiry: 99 Days Dec 10 2.250 -0.05 44.66 0 0 0| 0 0 0 0 280 7.250 -0.14 43.04 0 0 0| 0 16 0 0 320 12.000 -0.21 42.95 0 0 0| 0 0 0 0 340 18.250 -0.29 42.66 0 0 0| 0 2 0 0 360 26.250 -0.38 42.31 0 0 0| 0 0 0 0 380 36.000 -0.47 41.90 0 0 0| 0 7 0 0 400 47.250 -0.56 40.80 0 0 0| 0 7 0 0 420 60.000 -0.65 39.78 0 0 0| 0 0 0 0 440 74.250 -0.74 38.31 0 0 0| 0 5 0 0 460 90.000 -0.81 37.18 0 0 0| 0 0 0 0 480 125.750 -0.90 37.11 0 0 0| 0 8 0 0 520 164.000 -0.95 37.66 0 0 0| 0 0 0 0 560 242.750 -0.99 36.33 0 0 0| 0 0 0 0 640 Total 0 0 0| 0 45 0 0 Indicative a-t-m Vol 42.07 Underlying Price 399.700 Time to expiry: 190 Days Mar 11 7.000 -0.10 42.91 0 0 0| 0 22 0 0 280 16.250 -0.20 42.61 0 0 0| 0 5 0 0 320 22.750 -0.26 42.62 0 0 0| 0 9 0 0 340 30.750 -0.33 42.25 0 0 0| 0 0 0 0 360 40.000 -0.39 42.04 0 0 0| 0 2 0 0 380 50.750 -0.46 42.07 0 0 0| 0 0 0 0 400 62.000 -0.52 41.36 0 0 0| 0 0 0 0 420 74.500 -0.59 40.61 0 0 0| 0 2 0 0 440 Total 0 0 0| 0 40 0 0 Equity Options 21:51 Business Day Thu 9 Sep 2010 Previous Business Day Wed 8 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| 0 449 0 0 Grand Total 0 0 0| 7,020 15,751 0 0 Equity Options 21:51 Business Day Thu 9 Sep 2010 Previous Business Day Wed 8 Sep 2010 Page 81 Calls | Block | Opening Settle Delta Vola- Daily Trade Bclear Total | Official **Open Change Exer- Exer Trans Price tility High Low Volume Volume*** Volume | Volume Int cises Price | Prudential plc - STND OPT (PRU) Indicative a-t-m Vol 31.50 Underlying Price 594.000 Time to expiry: 8 Days Sep 10 154.000 1.00 55.32 0 0 0| 0 0 0 0 440 134.000 1.00 53.68 0 0 0| 0 0 0 0 460 114.000 1.00 48.78 0 0 0| 0 0 0 0 480 104.000 1.00 46.36 0 0 0| 0 0 0 0 490 94.250 0.99 43.83 0 0 0| 0 0 0 0 500 74.250 0.99 38.58 0 0 0| 0 181 0 0 520 54.500 0.96 35.11 0 0 0| 0 162 0 0 540 36.000 0.87 33.60 0 0 0| 0 4,763 0 0 560 20.250 0.69 32.59 0 0 0| 0 283 -4 0 580 8.750 0.43 31.03 0 0 0| 0 3,243 0 0 600 3.250 0.20 31.44 0 0 0| 0 50 0 0 620 0.750 0.06 30.03 0 0 0| 0 301 0 0 640 CAB 0.00 31.00 0 0 0| 0 1,759 0 0 680 CAB 0.00 31.85 0 0 0| 0 30 0 0 720 Total 0 0 0| 0 10,772 -4 0 Indicative a-t-m Vol 31.01 Underlying Price 594.000 Time to expiry: 36 Days Oct 10 136.000 0.96 49.57 0 0 0| 0 0 0 0 460 116.750 0.94 45.45 0 0 0| 0 0 0 0 480 107.000 0.93 42.98 0 0 0| 0 0 0 0 490 97.500 0.92 41.20 0 0 0| 0 0 0 0 500 79.250 0.87 38.66 0 0 0| 0 0 0 0 520 61.000 0.82 34.68 0 0 0| 0 5 0 0 540 45.000 0.73 32.97 0 0 0| 0 52 0 0 560 32.250 0.61 32.59 0 0 0| 0 35 0 0 580 20.250 0.48 30.33 0 0 0| 0 6,849 +3,351 0 600 6.750 0.22 28.89 0 0 0| 0 77 0 0 640 1.750 0.08 28.69 0 0 0| 0 0 0 0 680 Total 0 0 0| 0 7,018 +3,351 0 Indicative a-t-m Vol 31.71 Underlying Price 594.000 Time to expiry: 71 Days Nov 10 138.000 0.93 40.99 0 0 0| 0 0 0 0 460 120.250 0.90 40.78 0 0 0| 0 0 0 0 480 84.750 0.82 36.19 0 0 0| 0 0 0 0 520 69.500 0.76 35.50 0 0 0| 0 0 0 0 540 54.750 0.68 33.88 0 0 0| 0 0 0 0 560 41.750 0.60 32.65 0 0 0| 0 0 0 0 580 30.500 0.50 31.31 0 0 0| 0 2 0 0 600 15.000 15.250 0.32 30.31 15.000 15.000 0 0 2| 0 13 0 0 640 6.250 0.17 29.06 0 0 0| 0 0 0 0 680 Total 0 0 2| 0 15 0 0 Indicative a-t-m Vol 32.67 Underlying Price 594.000 Time to expiry: 99 Days Dec 10 414.500 1.00 80.70 0 0 0| 0 0 0 0 180 394.500 1.00 77.38 0 0 0| 0 0 0 0 200 Equity Options 21:51 Business Day Thu 9 Sep 2010 Previous Business Day Wed 8 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 | 374.500 1.00 72.89 0 0 0| 0 0 0 0 220 354.750 1.00 69.25 0 0 0| 0 0 0 0 240 315.250 0.99 64.44 0 0 0| 0 0 0 0 280 275.500 0.99 57.00 0 0 0| 0 0 0 0 320 236.500 0.98 52.65 0 0 0| 0 10 0 0 360 198.000 0.95 48.64 0 0 0| 0 0 0 0 400 160.500 0.92 44.77 0 0 0| 0 10 0 0 440 142.000 0.90 42.36 0 0 0| 0 0 0 0 460 124.000 0.87 40.29 0 0 0| 0 0 0 0 480 90.750 0.79 37.29 0 0 0| 0 20 0 0 520 61.750 0.66 34.85 0 0 0| 0 776 0 0 560 37.750 0.52 32.29 0 0 0| 0 204 0 0 600 21.250 0.36 30.81 0 0 0| 0 173 0 0 640 10.250 0.21 29.16 0 0 0| 0 66 0 0 680 5.000 0.12 28.84 0 0 0| 0 85 0 0 720 Total 0 0 0| 0 1,344 0 0 Indicative a-t-m Vol 33.35 Underlying Price 594.000 Time to expiry: 190 Days Mar 11 169.000 0.87 42.40 0 0 0| 0 10 0 0 440 151.500 0.85 40.36 0 0 0| 0 0 0 0 460 135.750 0.82 39.79 0 0 0| 0 6 0 0 480 104.750 0.74 36.80 0 0 0| 0 265 0 0 520 78.000 0.65 34.96 0 0 0| 0 62 0 0 560 55.000 0.54 33.07 0 0 0| 0 31 0 0 600 37.500 0.42 31.83 0 0 0| 0 348 0 0 640 15.250 0.23 30.11 0 0 0| 0 64 0 0 720 Total 0 0 0| 0 786 0 0 Indicative a-t-m Vol 33.83 Underlying Price 594.000 Time to expiry: 281 Days Jun 11 279.750 0.96 50.06 0 0 0| 0 0 0 0 320 242.750 0.94 47.07 0 0 0| 0 0 0 0 360 206.750 0.90 44.26 0 0 0| 0 60 0 0 400 172.750 0.86 41.74 0 0 0| 0 0 0 0 440 157.500 0.83 41.29 0 0 0| 0 20 0 0 460 140.750 0.80 39.30 0 0 0| 0 0 0 0 480 111.750 0.73 37.22 0 0 0| 0 10 0 0 520 85.500 0.64 35.09 0 0 0| 0 2 0 0 560 63.750 0.54 33.60 0 0 0| 0 5 0 0 600 46.500 0.45 32.62 0 0 0| 0 52 0 0 640 21.750 0.27 30.49 0 0 0| 0 15 0 0 720 Total 0 0 0| 0 164 0 0 Indicative a-t-m Vol 38.39 Underlying Price 594.000 Time to expiry: 463 Days Dec 11 416.000 0.99 66.84 0 0 0| 0 0 0 0 180 396.500 0.99 63.07 0 0 0| 0 0 0 0 200 376.750 0.99 58.42 0 0 0| 0 0 0 0 220 357.500 0.98 55.61 0 0 0| 0 0 0 0 240 318.750 0.97 49.96 0 0 0| 0 0 0 0 280 Equity Options 21:51 Business Day Thu 9 Sep 2010 Previous Business Day Wed 8 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 | 280.750 0.95 45.52 0 0 0| 0 0 0 0 320 243.750 0.93 42.08 0 0 0| 0 0 0 0 360 211.250 0.88 41.55 0 0 0| 0 0 0 0 400 181.500 0.83 40.95 0 0 0| 0 0 0 0 440 154.250 0.76 40.13 0 0 0| 0 0 0 0 480 109.500 0.63 38.87 0 0 0| 0 300 0 0 560 75.250 0.50 37.73 0 0 0| 0 0 0 0 640 48.750 0.37 36.04 0 0 0| 0 0 0 0 720 Total 0 0 0| 0 300 0 0 Indicative a-t-m Vol 39.94 Underlying Price 594.000 Time to expiry: 645 Days Jun 12 201.500 0.79 46.98 0 0 0| 0 0 0 0 440 180.750 0.74 47.26 0 0 0| 0 0 0 0 480 126.000 0.64 40.40 0 0 0| 0 0 0 0 560 93.500 0.53 39.32 0 0 0| 0 0 0 0 640 Total 0 0 0| 0 0 0 0 Indicative a-t-m Vol 40.41 Underlying Price 594.000 Time to expiry: 834 Days Dec 12 203.250 0.79 43.68 0 0 0| 0 0 0 0 440 190.750 0.74 46.88 0 0 0| 0 0 0 0 480 139.250 0.64 40.84 0 0 0| 0 820 0 0 560 108.250 0.55 39.83 0 0 0| 0 0 0 0 640 81.750 0.46 38.40 0 0 0| 0 0 0 0 720 Total 0 0 0| 0 820 0 0 Total Calls 0 0 2| 0 21,219 +3,347 0 | Equity Options 21:51 Business Day Thu 9 Sep 2010 Previous Business Day Wed 8 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 30.05 Underlying Price 594.000 Time to expiry: 8 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 0.00 43.14 0 0 0| 0 5 0 0 490 CAB 0.00 41.79 0 0 0| 0 3,117 0 0 500 0.250 -0.01 38.88 0 0 0| 0 3,056 0 0 520 0.500 -0.03 33.94 0 0 0| 0 276 0 0 540 2.000 -0.13 33.53 0 0 0| 0 1,203 0 0 560 5.500 -0.30 29.99 0 0 0| 1 110 0 0 580 14.500 -0.57 30.07 0 0 0| 0 269 0 0 600 29.000 -0.81 30.59 0 0 0| 0 20 0 0 620 46.750 -0.93 31.51 0 0 0| 0 2 0 0 640 86.000 -1.00 31.51 0 0 0| 0 0 0 0 680 126.000 -1.00 33.29 0 0 0| 6 6 0 0 720 Total 0 0 0| 7 12,521 0 0 Indicative a-t-m Vol 30.10 Underlying Price 594.000 Time to expiry: 36 Days Oct 10 0.500 -0.02 38.80 0 0 0| 0 10 0 0 460 1.750 -0.05 42.21 0 0 0| 0 13 0 0 480 2.000 -0.06 40.08 0 0 0| 0 4 0 0 490 2.500 -0.07 38.73 0 0 0| 0 212 0 0 500 3.750 -0.11 35.92 0 0 0| 0 158 0 0 520 6.250 -0.17 33.83 0 0 0| 0 35 0 0 540 10.250 -0.26 32.08 0 0 0| 0 6 0 0 560 16.250 -0.38 30.50 0 0 0| 1 1 +1 0 580 25.750 -0.52 29.93 0 0 0| 0 50 0 0 600 52.250 -0.78 28.65 0 0 0| 0 0 0 0 640 88.250 -0.91 31.05 0 0 0| 0 0 0 0 680 Total 0 0 0| 1 489 +1 0 Indicative a-t-m Vol 31.38 Underlying Price 594.000 Time to expiry: 71 Days Nov 10 3.250 -0.06 40.28 0 0 0| 0 0 0 0 460 5.250 -0.10 40.13 0 0 0| 0 5 0 0 480 10.500 -0.18 36.94 0 0 0| 0 5 0 0 520 14.000 -0.24 34.66 0 0 0| 0 0 0 0 540 19.500 -0.31 33.36 0 0 0| 0 0 0 0 560 26.750 -0.40 32.30 0 0 0| 0 0 0 0 580 35.500 -0.50 30.98 0 0 0| 0 1 0 0 600 59.750 -0.69 29.41 0 0 0| 0 0 0 0 640 92.250 -0.83 29.88 0 0 0| 0 0 0 0 680 Total 0 0 0| 0 11 0 0 Indicative a-t-m Vol 32.97 Underlying Price 594.000 Time to expiry: 99 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 21:51 Business Day Thu 9 Sep 2010 Previous Business Day Wed 8 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 1.000 -0.02 48.57 0 0 0| 0 1,142 0 0 360 2.750 -0.04 47.25 0 0 0| 0 715 0 0 400 4.750 -0.07 42.98 0 0 0| 0 613 0 0 440 6.500 -0.10 41.31 0 0 0| 0 96 0 0 460 8.500 -0.13 39.63 0 0 0| 0 172 0 0 480 15.500 -0.21 37.09 0 0 0| 0 1,065 0 0 520 26.750 -0.34 34.77 0 0 0| 0 1,765 0 0 560 43.250 -0.49 32.65 0 0 0| 0 85 0 0 600 70.000 66.250 -0.65 30.84 70.000 70.000 0 0 3| 0 21 0 0 640 95.750 -0.78 29.93 0 0 0| 10 20 +10 0 680 129.750 -0.89 28.64 0 0 0| 0 13 0 0 720 Total 0 0 3| 10 5,902 +10 0 Indicative a-t-m Vol 33.14 Underlying Price 594.000 Time to expiry: 190 Days Mar 11 12.250 12.500 -0.12 41.79 12.250 11.750 0 0 10| 0 111 0 0 440 16.000 -0.15 40.76 0 0 0| 0 15 0 0 460 19.250 -0.18 39.28 0 0 0| 0 170 0 0 480 29.500 -0.26 37.41 0 0 0| 0 281 0 0 520 42.000 -0.35 35.08 0 0 0| 0 2 0 0 560 58.250 -0.46 32.79 0 0 0| 0 1 0 0 600 80.750 -0.58 31.58 0 0 0| 0 0 0 0 640 137.250 -0.79 28.75 0 0 0| 0 0 0 0 720 Total 0 0 10| 0 580 0 0 Indicative a-t-m Vol 33.55 Underlying Price 594.000 Time to expiry: 281 Days Jun 11 6.750 6.500 -0.05 48.79 6.750 6.750 0 0 4| 0 51 0 0 320 10.250 -0.08 46.01 0 0 0| 0 20 0 0 360 14.500 -0.11 42.61 0 0 0| 0 5 0 0 400 21.750 -0.17 40.61 0 0 0| 0 2 0 0 440 26.500 -0.20 39.85 0 0 0| 0 0 0 0 460 31.000 -0.23 38.49 0 0 0| 0 0 0 0 480 43.250 -0.30 36.74 0 0 0| 0 10 0 0 520 58.500 -0.39 34.96 0 0 0| 0 0 0 0 560 77.250 -0.48 33.31 0 0 0| 0 0 0 0 600 100.500 -0.57 32.23 0 0 0| 0 0 0 0 640 156.750 -0.75 30.17 0 0 0| 0 0 0 0 720 Total 0 0 4| 0 88 0 0 Indicative a-t-m Vol 39.42 Underlying Price 594.000 Time to expiry: 463 Days Dec 11 3.500 -0.02 60.30 0 0 0| 0 2,000 0 0 180 4.250 -0.02 57.30 0 0 0| 0 0 0 0 200 4.500 -0.03 53.30 0 0 0| 0 0 0 0 220 6.000 -0.04 51.78 0 0 0| 0 0 0 0 240 8.500 -0.05 47.64 0 0 0| 0 0 0 0 280 12.000 -0.07 44.43 0 0 0| 0 0 0 0 320 19.500 -0.11 43.86 0 0 0| 0 0 0 0 360 Equity Options 21:51 Business Day Thu 9 Sep 2010 Previous Business Day Wed 8 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 | 29.250 -0.16 43.21 0 0 0| 0 0 0 0 400 41.500 -0.21 42.51 0 0 0| 0 0 0 0 440 55.250 -0.26 41.53 0 0 0| 0 0 0 0 480 91.500 -0.38 40.10 0 0 0| 0 0 0 0 560 136.250 -0.51 38.51 0 0 0| 0 0 0 0 640 192.000 -0.62 37.92 0 0 0| 0 0 0 0 720 Total 0 0 0| 0 2,000 0 0 Indicative a-t-m Vol 40.15 Underlying Price 594.000 Time to expiry: 645 Days Jun 12 68.750 -0.23 47.44 0 0 0| 0 0 0 0 440 81.250 -0.28 44.66 0 0 0| 0 0 0 0 480 113.250 -0.38 40.70 0 0 0| 0 0 0 0 560 160.250 -0.48 39.40 0 0 0| 0 0 0 0 640 Total 0 0 0| 0 0 0 0 Indicative a-t-m Vol 40.93 Underlying Price 594.000 Time to expiry: 834 Days Dec 12 75.250 -0.24 44.28 0 0 0| 0 0 0 0 440 90.750 -0.28 42.91 0 0 0| 0 0 0 0 480 130.750 -0.37 41.34 0 0 0| 0 0 0 0 560 178.500 -0.46 40.37 0 0 0| 0 0 0 0 640 229.500 -0.55 38.70 0 0 0| 0 0 0 0 720 Total 0 0 0| 0 0 0 0 Total Puts 0 0 17| 18 21,591 +11 0 Grand Total 0 0 19| 16,578 78,506 +3,358 0 Imperial Tobacco Group Plc (IMJ) Grand Total 0 0 19| 16,668 78,716 +3,358 0 Imperial Tobacco Group plc (IMX) Indicative a-t-m Vol 0.00 Underlying Price 1906.000 Time to expiry: 8 Days 17 Sep 10 7.930 -0.28 16.16 N/A 0 0| 0 0 0 0 1880 TotalN/A 0 0| 0 0 0 0 Total PutsN/A 0 0| 0 0 0 0 Grand TotalN/A 0 19| 16,758 79,410 +3,358 0 Imperial Tobacco Group Plc (IMQ) Indicative a-t-m Vol 0.00 Underlying Price 1906.000 Time to expiry: 8 Days 17 Sep 10 56.910 -0.87 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 1906.000 Time to expiry: 99 Days 17 Dec 10 70.800 -0.46 19.16 N/A 0 0| 0 500 0 0 1900 TotalN/A 0 0| 0 500 0 0 Total PutsN/A 0 0| 0 500 0 0 Grand TotalN/A 0 19| 16,938 79,798 +3,358 0 Imperial Tobacco Group plc (IMX) Grand TotalN/A 0 19| 17,028 80,492 +3,358 0 Inditex SA (IJJ) Equity Options 21:51 Business Day Thu 9 Sep 2010 Previous Business Day Wed 8 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 57.1700 Time to expiry: 463 Days 16 Dec 11 0.2177 -0.02 36.04 N/A 0 0| 0 3,000 0 0 2700 TotalN/A 0 0| 0 3,000 0 0 Total PutsN/A 0 0| 0 3,000 0 0 Grand TotalN/A 0 19| 17,388 87,423 +3,358 0 Infineon Technologies AG (IFQ) Indicative a-t-m Vol 0.00 Underlying Price 4.3240 Time to expiry: 99 Days 17 Dec 10 0.8053 -0.73 39.73 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 4.3240 Time to expiry: 190 Days 18 Mar 11 0.9418 -0.63 41.64 N/A 0 0| 0 7,000 0 0 500 1.0913 -0.68 41.50 N/A 0 0| 0 5,000 0 0 520 TotalN/A 0 0| 0 12,000 0 0 Total PutsN/A 0 0| 0 15,000 0 0 Grand TotalN/A 0 19| 18,018 116,781 +3,358 0 ING Groep NV (IAQ) Indicative a-t-m Vol 0.00 Underlying Price 7.6580 Time to expiry: 99 Days 17 Dec 10 0.1400 -0.12 51.06 N/A 0 0| 0 30,300 0 0 580 13.8005 -0.99 81.58 N/A 0 0| 0 2,500 0 0 2150 15.3511 -0.98 94.79 N/A 0 0| 0 5,000 0 0 2304 16.9300 -0.99 96.26 N/A 0 0| 0 5,000 0 0 2457 17.6367 -0.98 96.13 N/A 0 0| 0 8,000 0 0 2534 19.1669 -0.99 95.85 N/A 0 0| 0 2,000 0 0 2688 TotalN/A 0 0| 0 52,800 0 0 Total PutsN/A 0 0| 0 52,800 0 0 Grand TotalN/A 0 19| 19,278 252,097 +3,358 0 Intercontinental Hotels Group Plc (IHQ) Grand TotalN/A 0 19| 19,458 252,605 +3,358 0 International Power plc - Amer Phys FLEX Opt (IOQ) Grand TotalN/A 0 19| 19,728 254,427 +3,358 0 INTESA SANPAOLO SPA - AMER PHYS FLEX OPT (BIQ) Indicative a-t-m Vol 0.00 Underlying Price 2.4525 Time to expiry: 99 Days 17 Dec 10 0.1566 -0.41 36.48 N/A 0 0| 0 500 0 0 240 TotalN/A 0 0| 0 500 0 0 Total PutsN/A 0 0| 0 500 0 0 Grand TotalN/A 0 19| 19,998 256,259 +3,358 0 INTESA SANPAOLO SPA - EURO CAH FLEX OPT (BIJ) Indicative a-t-m Vol 0.00 Underlying Price 2.4525 Time to expiry: 99 Days 17 Dec 10 0.1562 -0.41 36.48 N/A 0 0| 0 3,463 0 0 240 TotalN/A 0 0| 0 3,463 0 0 Total PutsN/A 0 0| 0 3,463 0 0 Grand TotalN/A 0 19| 20,178 263,573 +3,358 0 J Sainsbury Plc (SAQ) Equity Options 21:51 Business Day Thu 9 Sep 2010 Previous Business Day Wed 8 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 379.500 Time to expiry: 281 Days 17 Jun 11 13.860 -0.24 26.63 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 379.500 Time to expiry: 463 Days 16 Dec 11 1.220 -0.03 27.82 N/A 0 0| 0 1,000 0 0 208 TotalN/A 0 0| 0 1,000 0 0 Total PutsN/A 0 0| 0 1,250 0 0 Grand TotalN/A 0 19| 20,538 266,349 +3,358 0 K+S AG Amer Phys FLEX Opt (KDO) Indicative a-t-m Vol 0.00 Underlying Price 42.6650 Time to expiry: 8 Days 17 Sep 10 0.0033 0.00 57.44 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 42.6650 Time to expiry: 99 Days 17 Dec 10 1.3661 -0.30 29.27 N/A 0 0| 0 500 0 0 4000 TotalN/A 0 0| 0 500 0 0 Total PutsN/A 0 0| 0 2,000 0 0 Grand TotalN/A 0 19| 20,808 269,431 +3,358 0 Kazakhmys plc - Euro Phys FLEX Opt (KAX) Indicative a-t-m Vol 0.00 Underlying Price 1295.000 Time to expiry: 36 Days 15 Oct 10 39.650 -0.29 50.28 N/A 0 0| 90 194 +90 0 1200 TotalN/A 0 0| 90 194 +90 0 Total PutsN/A 0 0| 90 194 +90 0 Indicative a-t-m Vol 0.00 Underlying Price 34.7050 Time to expiry: 8 Days 17 Sep 10 0.5200 -0.35 38.11 N/A 0 0| 0 1,000 0 0 3400 TotalN/A 0 0| 0 1,000 0 0 Total PutsN/A 0 0| 0 1,000 0 0 Grand TotalN/A 0 19| 21,168 270,207 +3,538 0 KBC Bancassurance Holding (KBQ) Indicative a-t-m Vol 0.00 Underlying Price 34.7050 Time to expiry: 8 Days 17 Sep 10 1.6300 -0.74 37.52 N/A 0 0| 0 600 0 0 3600 TotalN/A 0 0| 0 600 0 0 Total PutsN/A 0 0| 0 600 0 0 Grand TotalN/A 0 19| 21,348 272,195 +3,538 0 Kingfisher plc (KGX) Indicative a-t-m Vol 0.00 Underlying Price 213.300 Time to expiry: 463 Days 16 Dec 11 22.700 -0.38 29.94 N/A 0 0| 0 2,500 0 0 200 TotalN/A 0 0| 0 2,500 0 0 Total PutsN/A 0 0| 0 2,500 0 0 Grand TotalN/A 0 19| 21,528 277,583 +3,538 0 Koninklijke Ahold NV (AHJ) Equity Options 21:51 Business Day Thu 9 Sep 2010 Previous Business Day Wed 8 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 9.9510 Time to expiry: 99 Days 17 Dec 10 0.0600 -0.07 31.21 N/A 0 0| 0 2,500 0 0 800 TotalN/A 0 0| 0 2,500 0 0 Total PutsN/A 0 0| 0 2,500 0 0 Grand TotalN/A 0 19| 21,708 281,148 +3,538 0 Koninklijke DSM NV (DSQ) Grand TotalN/A 0 19| 21,798 282,342 +3,538 0 Koninklijke Philips Electronics NV (PHQ) Indicative a-t-m Vol 0.00 Underlying Price 23.7350 Time to expiry: 8 Days 17 Sep 10 0.0200 -0.02 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 23.7350 Time to expiry: 99 Days 17 Dec 10 0.4635 -0.17 38.48 N/A 0 0| 0 5,000 0 0 2000 0.6537 -0.23 36.65 N/A 0 0| 0 1,000 0 0 2100 2.2500 -0.59 30.60 N/A 0 0| 0 4,000 0 0 2500 2.9001 -0.69 30.21 N/A 0 0| 0 2,500 0 0 2600 4.5300 -0.86 28.48 N/A 0 0| 0 2,500 0 0 2800 TotalN/A 0 0| 0 15,000 0 0 Total PutsN/A 0 0| 0 21,500 0 0 Grand TotalN/A 0 19| 22,968 327,865 +3,539 0 L'Oreal SA (ORQ) Indicative a-t-m Vol 0.00 Underlying Price 82.8700 Time to expiry: 8 Days 17 Sep 10 0.0100 0.00 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 82.8700 Time to expiry: 99 Days 17 Dec 10 0.7600 -0.10 32.50 N/A 0 0| 0 600 0 0 6800 TotalN/A 0 0| 0 600 0 0 Total PutsN/A 0 0| 0 1,600 0 0 Grand TotalN/A 0 19| 23,238 330,047 +3,539 0 Lafarge SA (LAX) Indicative a-t-m Vol 0.00 Underlying Price 39.9600 Time to expiry: 8 Days 17 Sep 10 10.0347 -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 39.9600 Time to expiry: 99 Days 17 Dec 10 10.1449 -0.91 29.56 N/A 0 0| 0 5,000 0 0 5000 TotalN/A 0 0| 0 5,000 0 0 Total PutsN/A 0 0| 0 5,750 0 0 Indicative a-t-m Vol 0.00 Underlying Price 649.000 Time to expiry: 99 Days 17 Dec 10 267.370 -1.00 24.11 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 21:51 Business Day Thu 9 Sep 2010 Previous Business Day Wed 8 Sep 2010 Page 90 Puts | Block | Opening Settle Delta Vola- Daily Trade Bclear Total | Official **Open Change Exer- Exer Trans Price tility High Low Volume Volume*** Volume | Volume Int cises Price | Grand TotalN/A 0 19| 23,598 342,323 +3,539 0 Land Securities Group Plc (LSQ) Indicative a-t-m Vol 0.00 Underlying Price 649.000 Time to expiry: 281 Days 17 Jun 11 93.100 -0.66 22.92 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 38.8000 Time to expiry: 99 Days 17 Dec 10 0.2676 -0.06 44.51 N/A 0 0| 0 1,250 0 0 2800 TotalN/A 0 0| 0 1,250 0 0 Total PutsN/A 0 0| 0 1,250 0 0 Grand TotalN/A 0 19| 23,778 347,639 +3,539 0 Lanxess - Amer Phys FLEX Opt (ZYQ) Indicative a-t-m Vol 0.00 Underlying Price 38.8000 Time to expiry: 99 Days 17 Dec 10 1.0841 -0.22 38.48 N/A 0 0| 0 1,250 0 0 3400 TotalN/A 0 0| 0 1,250 0 0 Total PutsN/A 0 0| 0 1,250 0 0 Grand TotalN/A 0 19| 23,958 350,527 +3,539 0 Legal & General Group Plc (LGJ) Grand TotalN/A 0 19| 24,048 350,847 +3,539 0 Linde AG (LIQ) Indicative a-t-m Vol 0.00 Underlying Price 94.2400 Time to expiry: 190 Days 18 Mar 11 3.4514 -0.30 23.83 N/A 0 0| 0 300 0 0 8800 TotalN/A 0 0| 0 300 0 0 Total PutsN/A 0 0| 0 300 0 0 Grand TotalN/A 0 19| 24,318 352,729 +3,539 0 Lloyds Banking Group Plc - Amer Phys FLEX Opt (LLQ) Indicative a-t-m Vol 0.00 Underlying Price 74.670 Time to expiry: 8 Days 17 Sep 10 CAB 0.00 54.39 N/A 0 0| 0 5,000 0 0 51 CAB 0.00 53.51 N/A 0 0| 0 32,000 0 0 52 TotalN/A 0 0| 0 37,000 0 0 Total PutsN/A 0 0| 0 37,000 0 0 Grand TotalN/A 0 19| 24,948 643,487 +3,539 0 Lloyds Banking Group Plc - Euro Cash FLEX Opt (LLJ) Grand TotalN/A 0 19| 25,038 643,893 +3,539 0 Lloyds Banking Group plc - Euro Phys FLEX Opt (LLX) Indicative a-t-m Vol 0.00 Underlying Price 74.670 Time to expiry: 99 Days 17 Dec 10 229.710 -1.00 48.74 N/A 0 0| 0 1,000 0 0 305 TotalN/A 0 0| 0 1,000 0 0 Total PutsN/A 0 0| 0 1,000 0 0 Grand TotalN/A 0 19| 25,218 646,281 +3,539 0 Lukoil OAO - Euro Phys FLEX Opt (LYV) Indicative a-t-m Vol 0.00 Underlying Price 55.4000 Time to expiry: 99 Days 17 Dec 10 Equity Options 21:51 Business Day Thu 9 Sep 2010 Previous Business Day Wed 8 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 | 6.0291 -0.55 39.64 N/A 0 0| 0 7,500 0 0 5800 7.7402 -0.62 40.03 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 55.4000 Time to expiry: 218 Days 15 Apr 11 4.1931 -0.31 40.70 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 0 19| 25,668 665,220 +3,539 0 LVMH Moet Hennessy Louis Vuitton SA (MDX) Indicative a-t-m Vol 0.00 Underlying Price 98.2800 Time to expiry: 8 Days 17 Sep 10 0.0148 -0.01 50.35 N/A 0 0| 0 800 0 0 8195 0.0700 -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 98.2800 Time to expiry: 99 Days 17 Dec 10 0.2100 -0.02 48.83 N/A 0 0| 0 1,000 0 0 6000 TotalN/A 0 0| 0 1,000 0 0 Total PutsN/A 0 0| 0 1,800 0 0 Grand TotalN/A 0 19| 26,298 670,028 +3,539 0 Man Group Plc (EWQ) Indicative a-t-m Vol 0.00 Underlying Price 231.700 Time to expiry: 99 Days 17 Dec 10 338.670 -1.00 33.52 N/A 0 0| 0 500 0 0 565 TotalN/A 0 0| 0 500 0 0 Total PutsN/A 0 0| 0 500 0 0 Grand TotalN/A 0 19| 26,658 671,869 +3,539 0 MAN SE - Amer Phys FLEX Opt (MJQ) Indicative a-t-m Vol 0.00 Underlying Price 74.2200 Time to expiry: 99 Days 17 Dec 10 1.4707 -0.18 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 74.2200 Time to expiry: 190 Days 18 Mar 11 4.6879 -0.35 32.60 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 363.600 Time to expiry: 99 Days 17 Dec 10 11.500 -0.33 26.91 N/A 0 0| 0 0 0 0 340 TotalN/A 0 0| 0 0 0 0 Total PutsN/A 0 0| 0 0 0 0 Grand TotalN/A 0 19| 26,928 677,651 +3,539 0 Marks & Spencer Group Plc (MSU) Grand TotalN/A 0 19| 27,018 677,845 +3,539 0 Mediaset SpA - Euro Cash FLEX Opt (MHJ) Grand TotalN/A 0 19| 27,198 678,324 +3,539 0 Merck KGaA - Amer Phys FLEX Opt (KSQ) Equity Options 21:51 Business Day Thu 9 Sep 2010 Previous Business Day Wed 8 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 43.5250 Time to expiry: 99 Days 17 Dec 10