Equity Options 15:57 Business Day Thu 24 Dec 2009 Previous Business Day Wed 23 Dec 2009 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 | Randgold Resources LTD - STND Option (RAR) Indicative a-t-m Vol 38.17 Underlying Price 5170.000 Time to expiry: 85 Days Mar 10 2374.000 1.00 42.76 0 0 0| 0 0 0 0 2800 1978.000 0.99 44.98 0 0 0| 0 0 0 0 3200 1782.500 0.98 44.96 0 0 0| 0 0 0 0 3400 1591.500 0.96 44.76 0 0 0| 0 3 0 0 3600 1402.500 0.94 43.58 0 0 0| 0 6 0 0 3800 1219.500 0.92 42.37 0 0 0| 0 3 0 0 4000 887.000 0.82 41.67 0 0 0| 0 3 0 0 4400 735.000 0.76 40.72 0 0 0| 0 0 0 0 4600 591.000 0.69 39.12 0 0 0| 0 0 0 0 4800 471.500 0.61 38.66 0 0 0| 0 0 0 0 5000 367.500 0.53 38.09 0 0 0| 0 2 0 0 5200 219.000 0.37 38.15 0 0 0| 0 3 0 0 5600 123.000 0.24 38.24 0 0 0| 0 0 0 0 6000 72.500 0.15 39.29 0 0 0| 0 6 0 0 6400 Total 0 0 0| 0 26 0 0 Indicative a-t-m Vol 41.43 Underlying Price 5170.000 Time to expiry: 176 Days Jun 10 1652.500 0.91 44.50 0 0 0| 0 0 0 0 3600 1486.500 0.88 44.34 0 0 0| 0 0 0 0 3800 1329.000 0.84 43.96 0 0 0| 0 3 0 0 4000 1045.500 0.76 43.53 0 0 0| 0 0 0 0 4400 789.500 0.66 42.16 0 0 0| 0 0 0 0 4800 582.500 0.55 41.37 0 0 0| 0 1 0 0 5200 428.500 0.45 41.29 0 0 0| 0 0 0 0 5600 213.000 0.27 40.64 0 0 0| 0 1 0 0 6400 Total 0 0 0| 0 5 0 0 Indicative a-t-m Vol 42.29 Underlying Price 5170.000 Time to expiry: 267 Days Sep 10 1421.000 0.81 43.12 0 0 0| 0 0 0 0 4000 1159.500 0.74 43.02 0 0 0| 0 0 0 0 4400 933.500 0.66 42.85 0 0 0| 0 0 0 0 4800 738.000 0.57 42.25 0 0 0| 0 0 0 0 5200 585.500 0.49 42.30 0 0 0| 0 0 0 0 5600 344.000 0.34 41.37 0 0 0| 0 0 0 0 6400 Total 0 0 0| 0 0 0 0 Total Calls 0 0 0| 0 31 0 0 | Equity Options 15:57 Business Day Thu 24 Dec 2009 Previous Business Day Wed 23 Dec 2009 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 | Randgold Resources LTD - STND Option (RAR) Indicative a-t-m Vol 40.84 Underlying Price 5170.000 Time to expiry: 85 Days Mar 10 1.500 0.00 49.07 0 0 0| 0 0 0 0 2800 7.000 -0.02 48.60 0 0 0| 0 0 0 0 3200 13.000 -0.03 47.79 0 0 0| 0 2 0 0 3400 23.000 -0.04 46.86 0 0 0| 0 4 0 0 3600 36.500 -0.07 45.70 0 0 0| 0 0 0 0 3800 57.000 -0.10 44.72 0 0 0| 0 6 0 0 4000 123.500 -0.19 42.81 0 0 0| 0 8 0 0 4400 178.000 -0.25 42.42 0 0 0| 0 0 0 0 4600 237.500 -0.32 41.08 0 0 0| 0 12 0 0 4800 322.000 -0.39 40.86 0 0 0| 0 0 0 0 5000 424.000 -0.47 40.83 0 0 0| 0 0 0 0 5200 669.500 -0.62 40.53 0 0 0| 0 0 0 0 5600 975.500 -0.74 41.15 0 0 0| 0 0 0 0 6000 1320.000 -0.83 42.44 0 0 0| 0 0 0 0 6400 Total 0 0 0| 0 32 0 0 Indicative a-t-m Vol 43.96 Underlying Price 5170.000 Time to expiry: 176 Days Jun 10 97.500 -0.10 47.54 0 0 0| 0 1 0 0 3600 138.000 -0.14 47.66 0 0 0| 0 6 0 0 3800 184.000 -0.17 47.44 0 0 0| 0 1 0 0 4000 310.500 -0.25 47.22 0 0 0| 1 2 0 0 4400 437.000 -0.34 44.13 0 0 0| 0 0 0 0 4800 639.500 -0.44 43.95 0 0 0| 0 0 0 0 5200 883.500 -0.54 43.76 0 0 0| 0 0 0 0 5600 1475.000 -0.71 44.11 0 0 0| 0 0 0 0 6400 Total 0 0 0| 1 10 0 0 Indicative a-t-m Vol 46.01 Underlying Price 5170.000 Time to expiry: 267 Days Sep 10 292.500 -0.20 47.94 0 0 0| 0 1 0 0 4000 426.000 -0.27 46.84 0 0 0| 0 0 0 0 4400 602.000 -0.35 46.33 0 0 0| 0 0 0 0 4800 812.000 -0.42 45.99 0 0 0| 0 0 0 0 5200 1052.500 -0.50 45.74 0 0 0| 0 0 0 0 5600 1613.500 -0.64 45.16 0 0 0| 0 0 0 0 6400 Total 0 0 0| 0 1 0 0 Total Puts 0 0 0| 1 43 0 0 Grand Total 0 0 0| 1 74 0 0 Equity Options 15:57 Business Day Thu 24 Dec 2009 Previous Business Day Wed 23 Dec 2009 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 | Reckitt Benckiser Group Plc - STND OPT (RB ) Indicative a-t-m Vol 19.14 Underlying Price 3289.000 Time to expiry: 85 Days Mar 10 897.000 0.98 37.83 0 0 0| 0 0 0 0 2400 697.500 0.97 29.73 0 0 0| 0 2 0 0 2600 501.500 0.94 24.47 0 0 0| 0 13 0 0 2800 316.000 0.86 21.19 0 0 0| 0 112 0 0 3000 231.000 0.77 19.61 0 0 0| 0 0 0 0 3100 161.500 0.65 19.31 0 0 0| 0 112 0 0 3200 106.500 0.50 19.12 0 0 0| 10 10 +10 0 3300 65.500 0.36 18.83 0 0 0| 0 774 0 0 3400 22.500 0.15 19.12 0 0 0| 10 269 +10 0 3600 7.000 0.06 19.60 0 0 0| 0 0 0 0 3800 Total 0 0 0| 20 1,292 +20 0 Indicative a-t-m Vol 20.52 Underlying Price 3289.000 Time to expiry: 176 Days Jun 10 897.000 0.97 30.56 0 0 0| 0 0 0 0 2400 513.500 0.89 23.42 0 0 0| 0 0 0 0 2800 352.000 0.76 22.59 0 0 0| 0 3 0 0 3000 212.500 0.59 20.64 0 0 0| 0 7 0 0 3200 122.000 0.41 20.36 0 0 0| 0 10 0 0 3400 63.000 0.25 19.90 0 0 0| 0 70 0 0 3600 16.000 0.08 20.37 0 0 0| 0 0 0 0 4000 Total 0 0 0| 0 90 0 0 Indicative a-t-m Vol 22.17 Underlying Price 3289.000 Time to expiry: 267 Days Sep 10 535.000 0.84 24.46 0 0 0| 0 0 0 0 2800 383.500 0.71 23.19 0 0 0| 0 0 0 0 3000 264.000 0.57 22.69 0 0 0| 0 0 0 0 3200 166.500 0.43 21.54 0 0 0| 0 0 0 0 3400 103.500 0.31 21.27 0 0 0| 0 6 0 0 3600 36.000 0.13 21.13 0 0 0| 12 12 +12 0 4000 Total 0 0 0| 12 18 +12 0 Total Calls 0 0 0| 32 1,400 +32 0 | Equity Options 15:57 Business Day Thu 24 Dec 2009 Previous Business Day Wed 23 Dec 2009 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 | Reckitt Benckiser Group Plc - STND OPT (RB ) Indicative a-t-m Vol 18.69 Underlying Price 3289.000 Time to expiry: 85 Days Mar 10 3.500 -0.02 30.87 0 0 0| 0 30 0 0 2400 5.500 -0.03 25.84 0 0 0| 0 52 0 0 2600 14.500 -0.08 22.83 0 0 0| 0 214 0 0 2800 39.000 -0.20 20.65 0 0 0| 0 45 0 0 3000 64.500 -0.30 19.97 0 0 0| 0 0 0 0 3100 100.000 -0.43 19.25 0 0 0| 0 25 0 0 3200 148.500 -0.56 18.62 0 0 0| 0 20 0 0 3300 215.000 -0.69 18.67 0 0 0| 0 0 0 0 3400 371.500 -0.89 16.98 0 0 0| 0 3 0 0 3600 560.000 -0.98 15.82 0 0 0| 0 0 0 0 3800 Total 0 0 0| 0 389 0 0 Indicative a-t-m Vol 20.50 Underlying Price 3289.000 Time to expiry: 176 Days Jun 10 13.500 -0.05 27.78 0 0 0| 0 40 0 0 2400 50.500 -0.16 23.77 0 0 0| 0 4 0 0 2800 92.500 -0.28 22.09 0 0 0| 0 2 0 0 3000 164.000 -0.43 20.90 0 0 0| 0 21 0 0 3200 270.500 -0.61 19.99 0 0 0| 0 7 0 0 3400 410.000 -0.77 19.15 0 0 0| 0 1 0 0 3600 767.000 -0.94 19.30 0 0 0| 0 0 0 0 4000 Total 0 0 0| 0 75 0 0 Indicative a-t-m Vol 21.49 Underlying Price 3289.000 Time to expiry: 267 Days Sep 10 92.000 -0.22 23.90 0 0 0| 0 0 0 0 2800 149.500 -0.33 22.70 0 0 0| 0 0 0 0 3000 232.500 -0.46 21.85 0 0 0| 0 0 0 0 3200 343.000 -0.59 21.05 0 0 0| 0 2 0 0 3400 480.000 -0.72 20.45 0 0 0| 0 2 0 0 3600 816.000 -0.89 20.03 0 0 0| 0 0 0 0 4000 Total 0 0 0| 0 4 0 0 Total Puts 0 0 0| 0 468 0 0 Grand Total 0 0 0| 32 1,868 +32 0 Equity Options 15:57 Business Day Thu 24 Dec 2009 Previous Business Day Wed 23 Dec 2009 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 | Reed Elsevier PLC - STND OPT (REI) Indicative a-t-m Vol 22.80 Underlying Price 507.000 Time to expiry: 85 Days Mar 10 168.000 0.99 39.82 0 0 0| 0 0 0 0 340 148.500 0.97 38.20 0 0 0| 0 0 0 0 360 129.000 0.97 33.96 0 0 0| 0 0 0 0 380 109.500 0.95 30.81 0 0 0| 0 0 0 0 400 90.000 0.93 28.42 0 0 0| 0 0 0 0 420 72.000 0.88 26.40 0 0 0| 0 10 0 0 440 54.500 0.82 24.44 0 0 0| 0 40 0 0 460 39.500 0.71 24.05 0 0 0| 0 14 0 0 480 33.000 0.64 23.66 0 0 0| 0 0 0 0 490 27.000 0.58 23.29 0 0 0| 0 14 0 0 500 16.500 0.43 21.88 0 0 0| 2 47 +2 0 520 5.500 0.19 21.75 0 0 0| 10 33 +4 0 560 2.000 0.07 22.90 0 0 0| 0 0 0 0 600 Total 0 0 0| 12 158 +6 0 Indicative a-t-m Vol 24.70 Underlying Price 507.000 Time to expiry: 176 Days Jun 10 112.500 0.91 31.93 0 0 0| 0 0 0 0 400 76.500 0.83 27.29 0 0 0| 0 0 0 0 440 60.000 0.76 25.89 0 0 0| 0 0 0 0 460 46.500 0.67 25.43 0 0 0| 0 11 0 0 480 25.000 0.46 24.34 0 0 0| 0 38 0 0 520 12.000 0.27 23.61 0 0 0| 0 13 0 0 560 1.000 0.04 19.88 0 0 0| 0 0 0 0 640 Total 0 0 0| 0 62 0 0 Indicative a-t-m Vol 25.94 Underlying Price 507.000 Time to expiry: 267 Days Sep 10 80.500 0.79 28.41 0 0 0| 0 0 0 0 440 66.000 0.72 27.63 0 0 0| 0 0 0 0 460 52.500 0.64 26.75 0 0 0| 0 0 0 0 480 32.000 0.47 25.55 0 0 0| 0 10 0 0 520 18.500 0.32 25.06 0 0 0| 0 0 0 0 560 5.500 0.12 24.27 0 0 0| 0 0 0 0 640 Total 0 0 0| 0 10 0 0 Total Calls 0 0 0| 12 230 +6 0 | Equity Options 15:57 Business Day Thu 24 Dec 2009 Previous Business Day Wed 23 Dec 2009 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 | Reed Elsevier PLC - STND OPT (REI) Indicative a-t-m Vol 22.56 Underlying Price 507.000 Time to expiry: 85 Days Mar 10 CAB -0.01 35.00 0 0 0| 0 0 0 0 340 0.500 -0.01 32.21 0 0 0| 0 0 0 0 360 0.500 -0.02 29.88 0 0 0| 0 23 0 0 380 1.000 -0.03 27.94 0 0 0| 0 23 0 0 400 2.000 -0.06 26.34 0 0 0| 0 2 0 0 420 3.500 -0.11 25.19 0 0 0| 0 49 0 0 440 6.000 -0.18 23.90 0 0 0| 0 46 0 0 460 11.000 -0.29 23.11 0 0 0| 0 21 0 0 480 14.500 -0.35 23.01 0 0 0| 0 0 0 0 490 18.500 -0.42 22.69 0 0 0| 0 0 0 0 500 29.000 -0.57 22.32 0 0 0| 0 31 0 0 520 57.500 -0.81 21.89 0 0 0| 0 0 0 0 560 94.000 -0.94 22.14 0 0 0| 0 0 0 0 600 Total 0 0 0| 0 195 0 0 Indicative a-t-m Vol 21.42 Underlying Price 507.000 Time to expiry: 176 Days Jun 10 5.500 -0.11 26.87 0 0 0| 0 6 0 0 400 12.000 -0.23 24.69 0 0 0| 0 1 0 0 440 17.500 -0.31 23.74 0 0 0| 0 3 0 0 460 24.500 -0.40 22.66 0 0 0| 0 20 0 0 480 44.500 -0.62 20.83 0 0 0| 0 15 0 0 520 72.500 -0.82 18.89 0 0 0| 0 10 0 0 560 146.500 -0.99 14.93 0 0 0| 0 0 0 0 640 Total 0 0 0| 0 55 0 0 Indicative a-t-m Vol 22.65 Underlying Price 507.000 Time to expiry: 267 Days Sep 10 20.000 -0.28 25.29 0 0 0| 3 3 +3 0 440 26.500 -0.35 24.35 0 0 0| 0 0 0 0 460 34.500 -0.42 23.65 0 0 0| 0 0 0 0 480 55.500 -0.59 22.17 0 0 0| 0 0 0 0 520 82.000 -0.75 20.55 0 0 0| 0 0 0 0 560 151.000 -0.98 15.66 0 0 0| 0 0 0 0 640 Total 0 0 0| 3 3 +3 0 Total Puts 0 0 0| 3 253 +3 0 Grand Total 0 0 0| 15 483 +9 0 Equity Options 15:57 Business Day Thu 24 Dec 2009 Previous Business Day Wed 23 Dec 2009 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 | Rentokil Initial plc - STND OPT (RTO) Indicative a-t-m Vol 28.39 Underlying Price 111.000 Time to expiry: 85 Days Mar 10 51.250 0.99 56.33 0 0 0| 0 0 0 0 60 39.250 0.99 39.41 0 0 0| 0 0 0 0 72 31.250 0.98 36.37 0 0 0| 0 0 0 0 80 24.000 0.92 37.13 0 0 0| 0 36 0 0 88 16.500 0.86 30.63 0 0 0| 0 10 0 0 96 13.250 0.79 29.91 0 0 0| 20 44 -10 0 100 6.750 0.56 28.39 0 0 0| 0 0 0 0 110 3.000 0.31 28.38 0 0 0| 0 3,272 0 0 120 CAB 0.02 22.31 0 0 0| 0 0 0 0 140 CAB 0.00 14.16 0 0 0| 0 0 0 0 160 Total 0 0 0| 20 3,362 -10 0 Indicative a-t-m Vol 31.48 Underlying Price 111.000 Time to expiry: 176 Days Jun 10 32.250 0.93 34.34 0 0 0| 0 0 0 0 80 25.250 0.87 34.32 0 0 0| 0 0 0 0 88 19.250 0.77 33.94 0 0 0| 0 0 0 0 96 16.500 0.72 33.09 0 0 0| 0 72 0 0 100 6.000 0.40 30.17 0 0 0| 10 26 0 0 120 2.000 0.17 30.58 0 0 0| 0 10 0 0 140 0.750 0.07 33.34 0 0 0| 0 200 0 0 160 Total 0 0 0| 10 308 0 0 Indicative a-t-m Vol 33.26 Underlying Price 111.000 Time to expiry: 267 Days Sep 10 34.000 0.88 39.12 0 0 0| 0 0 0 0 80 21.750 0.74 36.17 0 0 0| 0 0 0 0 96 18.750 0.70 34.27 0 0 0| 0 0 0 0 100 9.000 0.45 32.43 0 0 0| 0 0 0 0 120 3.750 0.24 31.80 0 0 0| 0 0 0 0 140 1.500 0.12 32.17 0 0 0| 0 0 0 0 160 Total 0 0 0| 0 0 0 0 Total Calls 0 0 0| 30 3,670 -10 0 | Equity Options 15:57 Business Day Thu 24 Dec 2009 Previous Business Day Wed 23 Dec 2009 Page 8 Puts | Block | Opening Settle Delta Vola- Daily Trade Bclear Total | Official **Open Change Exer- Exer Trans Price tility High Low Volume Volume*** Volume | Volume Int cises Price | Rentokil Initial plc - STND OPT (RTO) Indicative a-t-m Vol 29.99 Underlying Price 111.000 Time to expiry: 85 Days Mar 10 0.250 -0.02 69.81 0 0 0| 0 300 0 0 60 0.500 -0.03 52.60 0 0 0| 0 20 0 0 72 0.500 -0.05 44.17 0 0 0| 0 210 0 0 80 0.750 -0.09 37.79 0 0 0| 0 10 0 0 88 1.500 -0.15 31.83 0 0 0| 0 56 0 0 96 2.500 -0.22 32.21 0 0 0| 0 40 0 0 100 6.000 -0.44 30.17 0 0 0| 0 45 0 0 110 11.750 -0.69 28.39 0 0 0| 0 3,089 0 0 120 29.250 -0.94 30.44 0 0 0| 0 0 0 0 140 49.250 -0.97 40.53 0 0 0| 0 0 0 0 160 Total 0 0 0| 0 3,770 0 0 Indicative a-t-m Vol 32.24 Underlying Price 111.000 Time to expiry: 176 Days Jun 10 1.250 -0.08 37.12 0 0 0| 0 200 0 0 80 2.500 -0.15 36.77 0 0 0| 0 0 0 0 88 4.250 -0.23 35.11 0 0 0| 0 0 0 0 96 5.250 -0.28 34.39 0 0 0| 0 25 0 0 100 14.750 -0.60 30.47 0 0 0| 0 16 0 0 120 30.250 -0.85 29.14 0 0 0| 0 0 0 0 140 49.250 -0.96 30.19 0 0 0| 0 0 0 0 160 Total 0 0 0| 0 241 0 0 Indicative a-t-m Vol 33.01 Underlying Price 111.000 Time to expiry: 267 Days Sep 10 2.500 -0.12 37.63 0 0 0| 0 0 0 0 80 6.250 -0.26 35.21 0 0 0| 0 0 0 0 96 7.500 -0.31 33.90 0 0 0| 0 0 0 0 100 17.750 -0.56 32.28 0 0 0| 0 0 0 0 120 32.250 -0.77 30.76 0 0 0| 0 0 0 0 140 50.000 -0.90 30.36 0 0 0| 0 0 0 0 160 Total 0 0 0| 0 0 0 0 Total Puts 0 0 0| 0 4,011 0 0 Grand Total 0 0 0| 30 7,681 -10 0 Equity Options 15:57 Business Day Thu 24 Dec 2009 Previous Business Day Wed 23 Dec 2009 Page 9 Calls | Block | Opening Settle Delta Vola- Daily Trade Bclear Total | Official **Open Change Exer- Exer Trans Price tility High Low Volume Volume*** Volume | Volume Int cises Price | Rio Tinto plc - STND OPT (RTZ) Indicative a-t-m Vol 31.73 Underlying Price 3370.000 Time to expiry: 22 Days Jan 10 1171.000 1.00 60.69 0 0 0| 0 0 0 0 2200 971.000 1.00 7.87 0 0 0| 0 1 0 0 2400 771.000 1.00 26.37 0 0 0| 0 2 0 0 2600 671.000 1.00 30.27 0 0 0| 0 8 0 0 2700 573.000 0.98 35.48 0 0 0| 0 6 0 0 2800 476.000 0.96 34.86 0 0 0| 0 41 0 0 2900 382.000 0.92 34.13 0 0 0| 1 152 -1 0 3000 299.000 0.84 36.01 0 0 0| 0 107 0 0 3100 216.000 0.75 33.47 0 0 0| 1 28 -1 0 3200 146.000 0.62 31.83 0 0 0| 0 285 0 0 3300 59.500 94.000 0.47 31.69 75.000 59.500 0 0 12| 6 257 +6 0 3400 24.500 29.500 0.21 30.81 24.500 24.500 0 0 2| 0 128 0 0 3600 10.000 0.08 32.98 0 0 0| 0 100 0 0 3800 3.000 0.03 35.12 0 0 0| 0 0 0 0 4000 Total 0 0 14| 8 1,115 +4 0 Indicative a-t-m Vol 38.67 Underlying Price 3370.000 Time to expiry: 57 Days Feb 10 786.000 0.95 43.51 0 0 0| 0 0 0 0 2600 605.000 0.89 42.06 0 0 0| 0 0 0 0 2800 519.500 0.85 41.22 0 0 0| 0 0 0 0 2900 442.000 0.79 41.08 0 0 0| 0 50 0 0 3000 369.500 0.73 40.70 0 0 0| 0 31 0 0 3100 301.000 0.66 39.65 0 0 0| 25 51 +18 0 3200 241.500 0.59 39.02 0 0 0| 1 15 0 0 3300 190.000 0.51 38.52 0 0 0| 0 31 0 0 3400 109.000 0.35 37.31 0 0 0| 0 54 0 0 3600 59.000 0.23 36.87 0 0 0| 1 138 +1 0 3800 31.500 0.13 37.15 0 0 0| 0 20 0 0 4000 Total 0 0 0| 27 390 +19 0 Indicative a-t-m Vol 39.74 Underlying Price 3370.000 Time to expiry: 85 Days Mar 10 1886.000 1.00 73.79 0 0 0| 0 0 0 0 1487 1802.500 1.00 66.49 0 0 0| 0 7 0 0 1570 1720.500 1.00 62.04 0 0 0| 0 21 0 0 1652 1555.500 1.00 49.99 0 0 0| 0 1 0 0 1817 1391.000 0.99 50.58 0 0 0| 1 26 +1 0 1983 1228.000 0.99 48.71 0 0 0| 0 5 0 0 2148 1068.500 0.97 47.70 0 0 0| 0 58 0 0 2313 912.000 0.94 45.82 0 0 0| 0 569 0 0 2478 761.000 0.90 44.21 0 0 0| 0 37 0 0 2644 619.500 0.85 42.84 0 0 0| 0 455 0 0 2809 490.500 0.77 41.54 0 0 0| 0 2,638 0 0 2974 472.500 0.76 41.57 0 0 0| 2 2,604 +2 0 3000 405.000 0.70 41.27 0 0 0| 0 500 0 0 3100 338.000 342.500 0.64 40.75 338.000 S 338.000 S 0 0 10| 0 1,536 0 0 3200 Equity Options 15:57 Business Day Thu 24 Dec 2009 Previous Business Day Wed 23 Dec 2009 Page 10 Calls | Block | Opening Settle Delta Vola- Daily Trade Bclear Total | Official **Open Change Exer- Exer Trans Price tility High Low Volume Volume*** Volume | Volume Int cises Price | 286.000 0.58 40.15 0 0 0| 0 0 0 0 3300 228.000 235.500 0.51 39.56 228.000 S 228.000 S 0 0 10| 3 349 +3 0 3400 154.000 0.39 38.81 0 0 0| 6 57 0 0 3600 99.500 0.28 38.48 0 0 0| 0 17 0 0 3800 60.500 0.19 38.12 0 0 0| 0 86 0 0 4000 38.000 0.13 38.53 0 0 0| 0 1 0 0 4200 Total 0 0 20| 12 8,967 +6 0 Indicative a-t-m Vol 40.92 Underlying Price 3370.000 Time to expiry: 176 Days Jun 10 1773.000 1.00 52.86 0 0 0| 0 10 0 0 1600 1722.000 0.99 52.31 0 0 0| 0 300 0 0 1652 1401.000 0.97 49.33 0 0 0| 0 15 0 0 1983 1098.000 0.92 46.47 0 0 0| 0 12 0 0 2313 1022.000 0.90 45.73 0 0 0| 0 19 0 0 2400 855.500 0.84 44.14 0 0 0| 0 1 0 0 2600 707.000 0.78 43.26 0 0 0| 0 17 0 0 2800 574.500 0.70 42.40 0 0 0| 0 139 0 0 3000 418.000 458.000 0.62 41.53 418.000 418.000 0 0 2| 0 65 0 0 3200 358.500 0.54 40.81 0 0 0| 0 511 0 0 3400 278.500 0.46 40.49 0 0 0| 5 42 +5 0 3600 150.500 161.500 0.31 39.90 150.500 150.500 0 0 4| 4 36 0 0 4000 122.000 0.25 39.92 0 0 0| 0 2 0 0 4200 Total 0 0 6| 9 1,169 +5 0 Indicative a-t-m Vol 42.00 Underlying Price 3370.000 Time to expiry: 267 Days Sep 10 1406.500 0.94 49.67 0 0 0| 0 100 0 0 2000 1070.500 0.86 46.70 0 0 0| 0 5 0 0 2400 919.500 0.81 45.49 0 0 0| 0 1 0 0 2600 784.500 0.75 44.71 0 0 0| 0 5 0 0 2800 659.500 0.69 43.65 0 0 0| 0 100 0 0 3000 547.500 0.62 42.68 0 0 0| 0 9 0 0 3200 450.000 0.56 41.88 0 0 0| 0 0 0 0 3400 370.000 0.49 41.61 0 0 0| 0 0 0 0 3600 237.000 0.36 40.18 0 0 0| 0 1 0 0 4000 Total 0 0 0| 0 221 0 0 Indicative a-t-m Vol 42.66 Underlying Price 3370.000 Time to expiry: 358 Days Dec 10 1889.000 0.99 49.35 0 0 0| 0 0 0 0 1487 1723.500 0.99 43.01 0 0 0| 1 755 +1 0 1652 1434.000 0.92 46.30 0 0 0| 0 1 0 0 1983 1178.500 0.86 46.49 0 0 0| 0 15 0 0 2313 953.500 0.78 45.82 0 0 0| 0 1 0 0 2644 850.000 0.74 44.90 0 0 0| 0 255 0 0 2800 734.000 0.68 44.12 0 0 0| 0 1,000 0 0 3000 630.000 0.63 43.40 0 0 0| 0 1,180 0 0 3200 533.500 0.57 42.53 0 0 0| 0 0 0 0 3400 453.500 0.52 42.31 0 0 0| 0 15 0 0 3600 324.500 0.41 41.53 0 0 0| 0 15 0 0 4000 Total 0 0 0| 1 3,237 +1 0 Equity Options 15:57 Business Day Thu 24 Dec 2009 Previous Business Day Wed 23 Dec 2009 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 | Indicative a-t-m Vol 43.70 Underlying Price 3370.000 Time to expiry: 540 Days Jun 11 1800.000 0.95 47.81 0 0 0| 0 0 0 0 1600 1632.500 0.92 47.30 0 0 0| 0 0 0 0 1800 1475.500 0.89 46.62 0 0 0| 0 0 0 0 2000 1189.500 0.82 45.16 0 0 0| 0 0 0 0 2400 949.500 0.73 44.12 0 0 0| 0 0 0 0 2800 753.500 0.64 43.64 0 0 0| 0 0 0 0 3200 603.000 0.56 43.77 0 0 0| 0 0 0 0 3600 Total 0 0 0| 0 0 0 0 Indicative a-t-m Vol 43.36 Underlying Price 3370.000 Time to expiry: 722 Days Dec 11 1831.500 0.93 48.23 0 0 0| 0 0 0 0 1600 1680.000 0.90 47.81 0 0 0| 0 0 0 0 1800 1535.500 0.87 47.10 0 0 0| 0 0 0 0 2000 1323.500 0.82 45.64 0 0 0| 0 0 0 0 2313 1265.500 0.81 45.04 0 0 0| 0 0 0 0 2400 1036.000 0.73 43.75 0 0 0| 0 0 0 0 2800 849.500 0.66 43.19 0 0 0| 0 0 0 0 3200 710.500 0.58 43.58 0 0 0| 0 1,000 0 0 3600 Total 0 0 0| 0 1,000 0 0 Indicative a-t-m Vol 43.36 Underlying Price 3370.000 Time to expiry: 1093 Days Dec 12 1191.000 0.75 43.75 0 0 0| 0 0 0 0 2800 1021.000 0.68 43.19 0 0 0| 0 0 0 0 3200 897.500 0.63 43.58 0 0 0| 0 0 0 0 3600 Total 0 0 0| 0 0 0 0 Total Calls 0 0 40| 57 16,099 +35 0 | Equity Options 15:57 Business Day Thu 24 Dec 2009 Previous Business Day Wed 23 Dec 2009 Page 12 Puts | Block | Opening Settle Delta Vola- Daily Trade Bclear Total | Official **Open Change Exer- Exer Trans Price tility High Low Volume Volume*** Volume | Volume Int cises Price | Rio Tinto plc - STND OPT (RTZ) Indicative a-t-m Vol 31.57 Underlying Price 3370.000 Time to expiry: 22 Days Jan 10 CAB 0.00 50.00 0 0 0| 0 8 0 0 2200 CAB 0.00 47.15 0 0 0| 0 31 0 0 2400 1.000 -0.01 43.06 0 0 0| 0 111 0 0 2600 1.500 -0.01 40.13 0 0 0| 0 5 0 0 2700 3.500 -0.03 38.86 0 0 0| 0 289 0 0 2800 6.500 -0.05 37.13 0 0 0| 0 310 0 0 2900 12.000 -0.08 34.91 0 0 0| 0 51 0 0 3000 23.500 -0.15 33.94 0 0 0| 0 46 0 0 3100 49.000 43.500 -0.25 32.94 49.000 49.000 0 0 1| 3 21 +3 0 3200 75.000 -0.38 32.01 0 0 0| 2 12 +2 0 3300 121.500 -0.53 31.38 0 0 0| 0 15 0 0 3400 259.500 -0.79 31.32 0 0 0| 0 0 0 0 3600 436.000 -0.94 30.48 0 0 0| 0 0 0 0 3800 632.000 -0.98 34.65 0 0 0| 0 20 0 0 4000 Total 0 0 1| 5 919 +5 0 Indicative a-t-m Vol 38.02 Underlying Price 3370.000 Time to expiry: 57 Days Feb 10 20.000 -0.07 45.52 0 0 0| 0 5 0 0 2600 40.500 -0.13 42.99 0 0 0| 0 16 0 0 2800 56.500 -0.17 41.87 0 0 0| 0 16 0 0 2900 77.000 -0.23 40.71 0 0 0| 10 26 +5 0 3000 106.500 -0.29 40.28 0 0 0| 8 44 0 0 3100 141.000 140.500 -0.36 39.40 141.000 141.000 0 0 1| 0 10 0 0 3200 182.500 -0.43 38.69 0 0 0| 0 5 0 0 3300 230.500 -0.51 37.73 0 0 0| 0 5 0 0 3400 355.000 -0.66 36.84 0 0 0| 0 0 0 0 3600 513.500 -0.78 37.85 0 0 0| 0 0 0 0 3800 689.000 -0.86 39.06 0 0 0| 0 0 0 0 4000 Total 0 0 1| 18 127 +5 0 Indicative a-t-m Vol 40.11 Underlying Price 3370.000 Time to expiry: 85 Days Mar 10 1.500 0.00 68.48 0 0 0| 0 12 0 0 1487 2.000 0.00 65.02 0 0 0| 0 100 0 0 1570 2.000 -0.01 62.07 0 0 0| 0 48 0 0 1652 3.000 -0.01 57.32 0 0 0| 0 113 0 0 1817 5.000 -0.02 53.41 0 0 0| 0 28 0 0 1983 9.000 -0.03 50.60 0 0 0| 0 55 0 0 2148 16.500 -0.05 48.65 0 0 0| 5 1,333 +1 0 2313 27.500 -0.07 46.44 0 0 0| 0 595 0 0 2478 46.000 -0.12 44.99 0 0 0| 15 610 -6 0 2644 79.000 73.500 -0.17 43.63 79.000 79.000 0 0 2| 8 1,000 +8 0 2809 113.500 -0.25 42.44 0 0 0| 0 15 0 0 2974 131.000 122.000 -0.26 42.37 131.000 131.000 0 0 1| 6 1,340 -2 0 3000 154.000 -0.31 41.68 0 0 0| 0 0 0 0 3100 193.000 -0.37 41.21 0 0 0| 0 294 0 0 3200 237.500 -0.43 40.53 0 0 0| 0 0 0 0 3300 Equity Options 15:57 Business Day Thu 24 Dec 2009 Previous Business Day Wed 23 Dec 2009 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 | 287.500 -0.49 39.93 0 0 0| 0 0 0 0 3400 407.000 -0.61 39.12 0 0 0| 0 10 0 0 3600 547.500 -0.73 37.89 0 0 0| 0 0 0 0 3800 706.500 -0.82 36.94 0 0 0| 0 2 0 0 4000 881.500 -0.89 35.93 0 0 0| 1 2 +1 0 4200 Total 0 0 3| 35 5,557 +2 0 Indicative a-t-m Vol 41.21 Underlying Price 3370.000 Time to expiry: 176 Days Jun 10 6.000 -0.01 51.86 0 0 0| 4 81 +4 0 1600 7.500 -0.02 51.70 0 0 0| 0 210 0 0 1652 25.000 -0.05 49.81 0 0 0| 0 170 0 0 1983 58.000 -0.10 47.03 0 0 0| 0 23 0 0 2313 70.500 -0.12 46.48 0 0 0| 0 41 0 0 2400 108.000 -0.17 45.15 0 0 0| 2 307 0 0 2600 159.500 -0.23 43.97 0 0 0| 3 523 +3 0 2800 232.000 225.500 -0.30 42.89 232.000 232.000 0 0 1| 0 130 0 0 3000 307.000 -0.38 41.79 0 0 0| 0 14 0 0 3200 407.500 -0.46 41.11 0 0 0| 0 0 0 0 3400 526.500 -0.54 40.69 0 0 0| 0 0 0 0 3600 812.500 -0.69 40.62 0 0 0| 0 14 0 0 4000 973.000 -0.75 40.71 0 0 0| 1 2 +1 0 4200 Total 0 0 1| 10 1,515 +8 0 Indicative a-t-m Vol 42.09 Underlying Price 3370.000 Time to expiry: 267 Days Sep 10 59.500 -0.08 49.63 0 0 0| 0 22 0 0 2000 129.000 -0.15 46.88 0 0 0| 0 301 0 0 2400 180.500 -0.20 45.70 0 0 0| 0 6 0 0 2600 242.500 -0.26 44.46 0 0 0| 0 1 0 0 2800 316.500 -0.32 43.25 0 0 0| 0 6 0 0 3000 407.500 -0.38 42.53 0 0 0| 0 312 0 0 3200 513.000 -0.45 42.02 0 0 0| 0 0 0 0 3400 632.500 -0.51 41.68 0 0 0| 0 5 0 0 3600 890.500 -0.64 39.51 0 0 0| 0 0 0 0 4000 Total 0 0 0| 0 653 0 0 Indicative a-t-m Vol 42.78 Underlying Price 3370.000 Time to expiry: 358 Days Dec 10 24.500 -0.03 50.84 0 0 0| 0 770 0 0 1487 40.500 -0.05 50.56 0 0 0| 0 10 0 0 1652 84.000 85.500 -0.09 48.62 84.000 84.000 0 0 1| 0 7 0 0 1983 153.000 -0.15 46.86 0 0 0| 0 12 0 0 2313 251.500 -0.23 45.41 0 0 0| 0 5 0 0 2644 302.000 305.000 -0.27 44.61 302.000 302.000 0 0 4| 2 414 0 0 2800 389.000 -0.32 43.96 0 0 0| 0 0 0 0 3000 483.000 -0.38 43.17 0 0 0| 0 534 0 0 3200 590.500 -0.43 42.71 0 0 0| 0 5 0 0 3400 706.000 -0.49 42.19 0 0 0| 0 9 0 0 3600 967.000 -0.60 40.76 0 0 0| 0 0 0 0 4000 Total 0 0 5| 2 1,766 0 0 Equity Options 15:57 Business Day Thu 24 Dec 2009 Previous Business Day Wed 23 Dec 2009 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 | Indicative a-t-m Vol 45.07 Underlying Price 3370.000 Time to expiry: 540 Days Jun 11 59.500 -0.06 47.30 0 0 0| 0 0 0 0 1600 93.000 -0.08 46.76 0 0 0| 0 0 0 0 1800 137.000 -0.12 46.31 0 0 0| 0 0 0 0 2000 254.000 -0.19 45.54 0 0 0| 0 0 0 0 2400 418.000 -0.27 45.13 0 0 0| 0 0 0 0 2800 623.500 -0.36 45.00 0 0 0| 0 0 0 0 3200 868.500 -0.44 45.15 0 0 0| 0 0 0 0 3600 Total 0 0 0| 0 0 0 0 Indicative a-t-m Vol 44.56 Underlying Price 3370.000 Time to expiry: 722 Days Dec 11 98.000 -0.07 47.78 0 0 0| 0 0 0 0 1600 142.500 -0.10 47.33 0 0 0| 0 0 0 0 1800 195.500 -0.13 46.82 0 0 0| 0 0 0 0 2000 294.000 -0.18 45.85 0 0 0| 0 20 0 0 2313 322.500 -0.20 45.38 0 0 0| 0 0 0 0 2400 490.500 -0.27 44.65 0 0 0| 0 110 0 0 2800 699.000 -0.35 44.39 0 0 0| 0 0 0 0 3200 950.500 -0.42 44.80 0 0 0| 0 0 0 0 3600 Total 0 0 0| 0 130 0 0 Indicative a-t-m Vol 44.56 Underlying Price 3370.000 Time to expiry: 1093 Days Dec 12 607.000 -0.26 44.65 0 0 0| 0 0 0 0 2800 820.000 -0.32 44.39 0 0 0| 0 0 0 0 3200 1074.500 -0.38 44.80 0 0 0| 0 0 0 0 3600 Total 0 0 0| 0 0 0 0 Total Puts 0 0 11| 70 10,667 +20 0 Grand Total 0 0 51| 127 26,766 +55 0 Equity Options 15:57 Business Day Thu 24 Dec 2009 Previous Business Day Wed 23 Dec 2009 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 | Rolls-Royce group plc - STND OPT (RR ) Indicative a-t-m Vol 25.82 Underlying Price 480.100 Time to expiry: 85 Days Mar 10 200.750 1.00 44.34 0 0 0| 0 0 0 0 280 161.500 0.98 43.60 0 0 0| 0 0 0 0 320 142.250 0.97 41.67 0 0 0| 0 0 0 0 340 123.000 0.95 39.60 0 0 0| 0 6 0 0 360 104.000 0.92 36.19 0 0 0| 0 11 0 0 380 85.500 0.89 33.68 0 0 0| 1 94 +1 0 400 67.750 0.83 31.31 0 0 0| 0 31 0 0 420 51.250 0.76 29.13 0 0 0| 0 43 0 0 440 36.750 0.66 27.38 0 0 0| 0 43 0 0 460 30.250 0.60 26.64 0 0 0| 0 0 0 0 470 24.500 0.53 25.82 0 0 0| 0 45 0 0 480 19.250 0.46 25.01 0 0 0| 0 5 0 0 490 14.500 0.39 23.87 0 0 0| 0 0 0 0 500 8.750 8.250 0.26 23.17 8.750 8.750 0 0 6| 0 677 0 0 520 2.500 0.10 23.50 0 0 0| 0 12 0 0 560 0.500 0.02 28.34 0 0 0| 0 0 0 0 640 Total 0 0 6| 1 967 +1 0 Indicative a-t-m Vol 27.14 Underlying Price 480.100 Time to expiry: 176 Days Jun 10 90.750 0.83 33.22 0 0 0| 0 0 0 0 400 74.250 0.78 31.31 0 0 0| 1 2 +1 0 420 59.000 0.71 29.56 0 0 0| 0 19 0 0 440 45.500 0.63 28.19 0 0 0| 0 38 0 0 460 34.000 0.53 27.14 0 0 0| 0 19 0 0 480 16.750 0.34 25.18 0 0 0| 21 62 +21 0 520 7.000 0.18 23.85 0 0 0| 0 23 0 0 560 0.750 0.03 22.12 0 0 0| 0 0 0 0 640 Total 0 0 0| 22 163 +22 0 Indicative a-t-m Vol 27.82 Underlying Price 480.100 Time to expiry: 267 Days Sep 10 67.000 0.68 30.13 0 0 0| 0 0 0 0 440 54.250 0.61 28.93 0 0 0| 0 0 0 0 460 43.000 0.54 27.82 0 0 0| 0 0 0 0 480 25.250 0.39 26.01 0 0 0| 0 0 0 0 520 13.250 0.25 24.44 0 0 0| 0 49 0 0 560 Total 0 0 0| 0 49 0 0 Total Calls 0 0 6| 23 1,179 +23 0 | Equity Options 15:57 Business Day Thu 24 Dec 2009 Previous Business Day Wed 23 Dec 2009 Page 16 Puts | Block | Opening Settle Delta Vola- Daily Trade Bclear Total | Official **Open Change Exer- Exer Trans Price tility High Low Volume Volume*** Volume | Volume Int cises Price | Rolls-Royce group plc - STND OPT (RR ) Indicative a-t-m Vol 25.69 Underlying Price 480.100 Time to expiry: 85 Days Mar 10 0.250 0.00 44.34 0 0 0| 0 95 0 0 280 0.750 -0.02 43.60 0 0 0| 0 57 0 0 320 1.500 -0.03 41.67 0 0 0| 0 100 0 0 340 2.250 -0.05 39.68 0 0 0| 0 152 0 0 360 3.000 -0.08 36.19 0 0 0| 0 302 0 0 380 4.750 -0.11 33.76 0 0 0| 0 326 0 0 400 7.000 -0.17 31.41 0 0 0| 0 36 0 0 420 10.250 -0.24 29.02 0 0 0| 0 755 0 0 440 15.750 -0.34 27.26 0 0 0| 5 424 +5 0 460 19.250 -0.40 26.50 0 0 0| 0 0 0 0 470 23.250 -0.47 25.69 0 0 0| 0 18 0 0 480 28.250 -0.54 24.86 0 0 0| 0 0 0 0 490 33.500 -0.61 23.87 0 0 0| 0 0 0 0 500 47.250 -0.74 23.29 0 0 0| 0 4 0 0 520 81.750 -0.91 23.50 0 0 0| 0 4 0 0 560 160.000 -0.99 28.34 0 0 0| 0 0 0 0 640 Total 0 0 0| 5 2,273 +5 0 Indicative a-t-m Vol 27.03 Underlying Price 480.100 Time to expiry: 176 Days Jun 10 13.500 -0.20 33.22 0 0 0| 0 28 0 0 400 17.750 -0.25 31.31 0 0 0| 0 58 0 0 420 22.750 -0.32 29.48 0 0 0| 0 51 0 0 440 30.000 -0.40 28.09 0 0 0| 0 5 0 0 460 39.000 -0.49 27.03 0 0 0| 0 2 0 0 480 62.500 -0.67 25.10 0 0 0| 0 0 0 0 520 93.000 -0.83 23.79 0 0 0| 0 0 0 0 560 166.750 -0.98 20.48 0 0 0| 0 0 0 0 640 Total 0 0 0| 0 144 0 0 Indicative a-t-m Vol 27.73 Underlying Price 480.100 Time to expiry: 267 Days Sep 10 31.500 -0.34 30.07 0 0 0| 1 1 +1 0 440 39.000 -0.40 28.93 0 0 0| 0 0 0 0 460 47.750 -0.47 27.73 0 0 0| 0 50 0 0 480 70.000 -0.62 25.93 0 0 0| 0 0 0 0 520 98.250 -0.76 24.38 0 0 0| 0 0 0 0 560 Total 0 0 0| 1 51 +1 0 Total Puts 0 0 0| 6 2,468 +6 0 Grand Total 0 0 6| 29 3,647 +29 0 Equity Options 15:57 Business Day Thu 24 Dec 2009 Previous Business Day Wed 23 Dec 2009 Page 17 Calls | Block | Opening Settle Delta Vola- Daily Trade Bclear Total | Official **Open Change Exer- Exer Trans Price tility High Low Volume Volume*** Volume | Volume Int cises Price | Royal Bank of Scotland plc - STND OPT (RBS) Indicative a-t-m Vol 56.96 Underlying Price 29.300 Time to expiry: 22 Days Jan 10 9.500 0.94 109.23 0 0 0| 0 0 0 0 20 5.750 0.87 77.80 0 0 0| 0 0 0 0 24 4.000 0.79 66.91 0 0 0| 0 0 0 0 26 2.500 0.65 59.08 0 0 0| 0 5 0 0 28 1.250 0.46 54.83 0 0 0| 50 53 +50 0 30 0.750 0.28 54.11 0 0 0| 0 20 0 0 32 0.250 0.15 52.83 0 0 0| 0 80 0 0 34 0.250 0.09 59.15 0 0 0| 0 55 0 0 36 CAB 0.05 60.71 0 0 0| 0 18 0 0 38 CAB 0.02 60.31 0 0 0| 0 1,072 0 0 40 CAB 0.01 59.92 0 0 0| 0 15 0 0 42 CAB 0.00 58.94 0 0 0| 0 105 0 0 44 CAB 0.00 59.63 0 0 0| 0 100 0 0 46 CAB 0.00 60.49 0 0 0| 0 0 0 0 48 CAB 0.00 61.57 0 0 0| 0 4 0 0 52 CAB 0.00 61.03 0 0 0| 0 0 0 0 56 CAB 0.00 65.91 0 0 0| 0 0 0 0 64 Total 0 0 0| 50 1,527 +50 0 Indicative a-t-m Vol 59.24 Underlying Price 29.300 Time to expiry: 57 Days Feb 10 9.750 0.91 82.53 0 0 0| 0 0 0 0 20 6.250 0.81 67.01 0 0 0| 0 0 0 0 24 4.750 0.73 63.47 0 0 0| 0 0 0 0 26 3.500 0.62 61.31 0 0 0| 0 0 0 0 28 2.500 0.51 57.17 0 0 0| 0 0 0 0 30 1.500 0.39 56.64 0 0 0| 0 0 0 0 32 1.250 0.30 57.47 0 0 0| 0 40 0 0 34 0.500 0.20 53.63 0 0 0| 0 0 0 0 36 0.250 0.13 52.98 0 0 0| 0 0 0 0 38 0.250 0.08 51.28 0 0 0| 0 0 0 0 40 CAB 0.02 47.06 0 0 0| 0 30 0 0 44 CAB 0.00 41.51 0 0 0| 0 0 0 0 48 Total 0 0 0| 0 70 0 0 Indicative a-t-m Vol 64.44 Underlying Price 29.300 Time to expiry: 85 Days Mar 10 13.500 0.97 75.86 0 0 0| 0 80 0 0 16 10.000 0.89 73.76 0 0 0| 0 0 0 0 20 6.750 6.750 0.78 69.43 6.750 6.750 0 0 25| 0 0 0 0 24 5.500 0.70 67.33 0 0 0| 0 0 0 0 26 4.250 0.62 65.56 0 0 0| 0 5 0 0 28 3.250 0.53 63.32 0 0 0| 0 300 0 0 30 2.500 0.45 61.64 0 0 0| 0 371 0 0 32 1.250 0.28 57.77 0 0 0| 0 565 0 0 36 0.500 0.15 54.85 0 0 0| 0 1,962 0 0 40 0.250 0.09 55.67 0 0 0| 0 759 0 0 44 Equity Options 15:57 Business Day Thu 24 Dec 2009 Previous Business Day Wed 23 Dec 2009 Page 18 Calls | Block | Opening Settle Delta Vola- Daily Trade Bclear Total | Official **Open Change Exer- Exer Trans Price tility High Low Volume Volume*** Volume | Volume Int cises Price | 0.250 0.06 59.00 0 0 0| 0 24,962 0 0 48 CAB 0.01 54.02 0 0 0| 0 1,183 0 0 56 CAB 0.01 55.42 0 0 0| 0 470 0 0 60 CAB 0.00 57.88 0 0 0| 0 31,585 0 0 64 CAB 0.00 63.57 0 0 0| 0 144 0 0 72 CAB 0.00 65.67 0 0 0| 0 100 0 0 80 Total 0 0 25| 0 62,486 0 0 Indicative a-t-m Vol 64.92 Underlying Price 29.300 Time to expiry: 176 Days Jun 10 21.250 1.00 75.37 0 0 0| 0 0 0 0 8 14.000 0.93 73.37 0 0 0| 0 0 0 0 16 8.250 0.75 69.41 0 0 0| 0 3 0 0 24 6.000 0.63 65.98 0 0 0| 0 22 0 0 28 4.000 0.51 61.76 0 0 0| 0 21 0 0 32 2.750 0.39 59.00 0 0 0| 0 1,180 0 0 36 1.750 0.28 57.50 0 0 0| 0 2,651 0 0 40 1.250 0.21 57.00 0 0 0| 0 360 0 0 44 0.750 0.14 55.81 0 0 0| 0 870 0 0 48 0.250 0.07 55.92 0 0 0| 0 1,944 0 0 56 0.250 0.06 57.34 0 0 0| 0 318 0 0 60 0.250 0.04 56.70 0 0 0| 0 200 0 0 64 CAB 0.02 56.57 0 0 0| 0 105 0 0 72 CAB 0.01 56.87 0 0 0| 0 293 0 0 80 CAB 0.00 55.79 0 0 0| 0 0 0 0 88 CAB 0.00 55.33 0 0 0| 0 0 0 0 96 CAB 0.00 55.33 0 0 0| 0 1,000 0 0 100 CAB 0.00 54.88 0 0 0| 0 0 0 0 120 CAB 0.00 57.47 0 0 0| 0 0 0 0 140 CAB 0.00 56.24 0 0 0| 0 0 0 0 160 CAB 0.00 55.22 0 0 0| 0 0 0 0 180 CAB 0.00 54.32 0 0 0| 0 150 0 0 200 CAB 0.00 54.32 0 0 0| 0 0 0 0 220 CAB 0.00 55.25 0 0 0| 0 0 0 0 240 CAB 0.00 55.42 0 0 0| 0 0 0 0 280 Total 0 0 0| 0 9,117 0 0 Indicative a-t-m Vol 63.11 Underlying Price 29.300 Time to expiry: 267 Days Sep 10 14.250 0.91 68.60 0 0 0| 0 0 0 0 16 9.000 0.74 64.57 0 0 0| 0 0 0 0 24 7.000 0.64 63.62 0 0 0| 0 0 0 0 28 5.250 0.54 61.56 0 0 0| 0 25 0 0 32 3.750 0.45 59.75 0 0 0| 4 215 0 0 36 2.750 0.36 58.36 0 0 0| 0 156 0 0 40 2.000 0.28 56.65 0 0 0| 0 40 0 0 44 1.500 0.22 56.12 0 0 0| 0 85 0 0 48 0.750 0.13 55.02 0 0 0| 0 24 0 0 56 0.500 0.10 54.47 0 0 0| 0 0 0 0 60 0.250 0.07 53.59 0 0 0| 0 0 0 0 64 Equity Options 15:57 Business Day Thu 24 Dec 2009 Previous Business Day Wed 23 Dec 2009 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 | CAB 0.02 53.25 0 0 0| 0 0 0 0 80 Total 0 0 0| 4 545 0 0 Indicative a-t-m Vol 61.11 Underlying Price 29.300 Time to expiry: 358 Days Dec 10 21.500 0.99 70.44 0 0 0| 0 0 0 0 8 14.750 0.90 65.53 0 0 0| 0 100 0 0 16 9.750 0.74 63.30 0 0 0| 0 230 0 0 24 7.750 0.66 61.61 0 0 0| 0 0 0 0 28 6.000 0.57 59.61 0 0 0| 180 490 +180 0 32 4.750 0.49 59.63 0 0 0| 0 0 0 0 36 3.500 0.40 57.07 0 0 0| 0 1,100 0 0 40 2.250 0.28 57.07 0 0 0| 0 11,105 0 0 48 1.500 0.20 56.68 0 0 0| 0 1,033 0 0 56 1.250 0.17 57.38 0 0 0| 0 2,384 0 0 60 0.750 0.13 55.30 0 0 0| 0 497 0 0 64 0.500 0.09 54.84 0 0 0| 0 500 0 0 72 0.250 0.06 54.38 0 0 0| 0 438 0 0 80 0.250 0.03 53.00 0 0 0| 0 10 0 0 88 CAB 0.02 52.08 0 0 0| 0 145 0 0 96 CAB 0.02 51.62 0 0 0| 0 0 0 0 100 CAB 0.00 50.24 0 0 0| 0 0 0 0 120 CAB 0.00 49.78 0 0 0| 0 0 0 0 140 CAB 0.00 48.86 0 0 0| 0 0 0 0 160 CAB 0.00 48.27 0 0 0| 0 0 0 0 180 CAB 0.00 47.26 0 0 0| 0 0 0 0 200 CAB 0.00 46.42 0 0 0| 0 0 0 0 220 CAB 0.00 46.42 0 0 0| 0 109 0 0 240 CAB 0.00 46.56 0 0 0| 0 721 0 0 275 CAB 0.00 45.13 0 0 0| 0 2,019 0 0 309 CAB 0.00 46.34 0 0 0| 0 1,650 0 0 343 CAB 0.00 45.42 0 0 0| 0 2,074 0 0 450 Total 0 0 0| 180 24,605 +180 0 Indicative a-t-m Vol 59.49 Underlying Price 29.300 Time to expiry: 540 Days Jun 11 10.750 0.75 60.59 0 0 0| 0 0 0 0 24 7.500 0.61 58.83 0 0 0| 0 0 0 0 32 5.000 0.47 56.56 0 0 0| 0 0 0 0 40 3.500 0.36 55.54 0 0 0| 0 0 0 0 48 2.000 0.24 54.25 0 0 0| 0 0 0 0 60 0.750 0.11 52.20 0 0 0| 0 0 0 0 80 Total 0 0 0| 0 0 0 0 Indicative a-t-m Vol 52.58 Underlying Price 29.300 Time to expiry: 722 Days Dec 11 21.750 0.98 55.87 0 0 0| 0 0 0 0 8 15.750 0.89 54.57 0 0 0| 0 100 0 0 16 11.250 0.76 53.39 0 0 0| 0 0 0 0 24 7.750 0.62 52.09 0 0 0| 0 2,010 0 0 32 5.500 0.49 51.15 0 0 0| 0 569 0 0 40 Equity Options 15:57 Business Day Thu 24 Dec 2009 Previous Business Day Wed 23 Dec 2009 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 | 4.000 0.39 50.91 0 0 0| 0 104 0 0 48 2.500 0.27 50.29 0 0 0| 0 22 0 0 60 1.000 0.14 48.67 0 0 0| 0 0 0 0 80 Total 0 0 0| 0 2,805 0 0 Indicative a-t-m Vol 52.58 Underlying Price 29.300 Time to expiry: 1093 Days Dec 12 13.000 0.78 53.39 0 0 0| 0 0 0 0 24 10.000 0.67 52.09 0 0 0| 0 0 0 0 32 7.750 0.57 51.15 0 0 0| 0 0 0 0 40 Total 0 0 0| 0 0 0 0 Total Calls 0 0 25| 234 101,155 +230 0 | Equity Options 15:57 Business Day Thu 24 Dec 2009 Previous Business Day Wed 23 Dec 2009 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 | Royal Bank of Scotland plc - STND OPT (RBS) Indicative a-t-m Vol 55.25 Underlying Price 29.300 Time to expiry: 22 Days Jan 10 CAB -0.04 92.89 0 0 0| 0 0 0 0 20 0.500 -0.13 78.58 0 0 0| 0 0 0 0 24 0.500 -0.20 62.90 0 0 0| 0 0 0 0 26 1.250 -0.36 62.77 0 0 0| 0 500 0 0 28 1.750 -0.55 47.74 0 0 0| 0 205 0 0 30 3.250 3.250 -0.75 47.74 3.250 3.250 0 0 1| 0 489 0 0 32 5.000 -0.83 56.95 0 0 0| 0 950 0 0 34 7.000 -0.89 61.94 0 0 0| 0 170 0 0 36 8.750 -0.93 66.10 0 0 0| 0 0 0 0 38 10.750 -0.96 66.61 0 0 0| 0 90 0 0 40 12.750 -0.98 66.93 0 0 0| 0 50 0 0 42 14.750 -0.99 66.78 0 0 0| 0 65 0 0 44 16.750 -1.00 66.29 0 0 0| 0 35 0 0 46 18.750 -1.00 66.10 0 0 0| 0 330 0 0 48 22.750 -1.00 66.44 0 0 0| 0 0 0 0 52 26.750 -1.00 66.16 0 0 0| 0 3 0 0 56 34.750 -1.00 67.34 0 0 0| 0 0 0 0 64 Total 0 0 1| 0 2,887 0 0 Indicative a-t-m Vol 59.56 Underlying Price 29.300 Time to expiry: 57 Days Feb 10 0.250 -0.04 60.15 0 0 0| 0 0 0 0 20 1.000 -0.19 69.40 0 0 0| 0 515 0 0 24 1.500 -0.27 62.15 0 0 0| 0 0 0 0 26 2.000 -0.38 60.25 0 0 0| 0 0 0 0 28 3.000 -0.49 58.86 0 0 0| 0 70 0 0 30 4.500 -0.59 61.11 0 0 0| 0 135 0 0 32 5.750 -0.69 59.36 0 0 0| 0 1,700 0 0 34 7.500 -0.77 59.81 0 0 0| 0 0 0 0 36 9.250 -0.83 60.62 0 0 0| 0 0 0 0 38 11.000 -0.87 63.32 0 0 0| 0 88 0 0 40 14.750 -0.93 63.31 0 0 0| 0 0 0 0 44 18.750 -0.97 63.87 0 0 0| 0 0 0 0 48 Total 0 0 0| 0 2,508 0 0 Indicative a-t-m Vol 61.82 Underlying Price 29.300 Time to expiry: 85 Days Mar 10 0.250 -0.05 88.19 0 0 0| 0 200 0 0 16 0.750 -0.12 81.23 0 0 0| 0 520 0 0 20 1.500 -0.22 69.83 0 0 0| 1 11,425 0 0 24 2.000 -0.29 65.85 0 0 0| 4 8,748 +3 0 26 2.750 -0.38 62.99 0 0 0| 84 11,780 0 0 28 3.750 -0.47 60.65 0 0 0| 0 0 0 0 30 5.000 -0.56 58.42 0 0 0| 0 3,648 0 0 32 7.750 -0.73 56.70 0 0 0| 0 766 0 0 36 11.250 -0.85 55.84 0 0 0| 0 1,758 0 0 40 15.000 -0.91 56.27 0 0 0| 0 411 0 0 44 18.750 -0.95 57.95 0 0 0| 0 630 0 0 48 Equity Options 15:57 Business Day Thu 24 Dec 2009 Previous Business Day Wed 23 Dec 2009 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 | 26.750 -0.99 58.54 0 0 0| 0 213 0 0 56 30.750 -1.00 57.95 0 0 0| 0 192 0 0 60 34.750 -1.00 56.98 0 0 0| 0 15 0 0 64 42.750 -1.00 54.52 0 0 0| 0 25 0 0 72 50.750 -1.00 56.87 0 0 0| 0 20 0 0 80 Total 0 0 0| 89 40,351 +3 0 Indicative a-t-m Vol 64.71 Underlying Price 29.300 Time to expiry: 176 Days Jun 10 CAB 0.00 75.37 0 0 0| 0 0 0 0 8 0.500 -0.07 73.37 0 0 0| 0 0 0 0 16 2.750 -0.25 69.59 0 0 0| 0 25 0 0 24 4.500 -0.37 65.10 0 0 0| 0 10 0 0 28 6.750 -0.49 63.56 0 0 0| 0 706 0 0 32 9.500 -0.60 61.95 0 0 0| 0 309 0 0 36 12.500 -0.70 60.26 0 0 0| 0 280 0 0 40 15.750 -0.79 58.57 0 0 0| 0 55 0 0 44 19.250 -0.85 57.31 0 0 0| 0 559 0 0 48 27.000 -0.94 55.92 0 0 0| 0 151 0 0 56 30.750 -0.95 57.34 0 0 0| 0 109 0 0 60 34.750 -0.97 56.70 0 0 0| 0 0 0 0 64 42.750 -0.99 56.57 0 0 0| 0 0 0 0 72 50.750 -1.00 56.87 0 0 0| 0 117 0 0 80 58.750 -1.00 55.79 0 0 0| 0 0 0 0 88 66.750 -1.00 55.33 0 0 0| 0 0 0 0 96 70.750 -1.00 55.33 0 0 0| 0 0 0 0 100 90.750 -1.00 54.88 0 0 0| 0 0 0 0 120 110.750 -1.00 57.47 0 0 0| 0 0 0 0 140 130.750 -1.00 56.24 0 0 0| 0 0 0 0 160 150.750 -1.00 55.22 0 0 0| 0 2 0 0 180 170.750 -1.00 54.32 0 0 0| 0 0 0 0 200 190.750 -1.00 54.32 0 0 0| 0 0 0 0 220 210.750 -1.00 55.25 0 0 0| 0 0 0 0 240 250.750 -1.00 55.42 0 0 0| 0 0 0 0 280 Total 0 0 0| 0 2,323 0 0 Indicative a-t-m Vol 61.15 Underlying Price 29.300 Time to expiry: 267 Days Sep 10 1.500 -0.11 79.65 0 0 0| 0 0 0 0 16 3.500 -0.26 66.11 0 0 0| 0 125 0 0 24 5.250 -0.36 61.74 0 0 0| 0 0 0 0 28 7.500 -0.46 59.40 0 0 0| 0 115 0 0 32 10.000 -0.57 57.49 0 0 0| 0 40 0 0 36 13.250 -0.65 57.21 0 0 0| 0 240 0 0 40 16.500 -0.72 57.61 0 0 0| 0 42 0 0 44 20.000 -0.77 58.17 0 0 0| 0 70 0 0 48 27.250 -0.87 56.65 0 0 0| 0 58 0 0 56 31.000 -0.91 55.55 0 0 0| 0 30 0 0 60 35.000 -0.93 56.42 0 0 0| 0 0 0 0 64 50.750 -0.99 56.61 0 0 0| 0 0 0 0 80 Total 0 0 0| 0 720 0 0 Equity Options 15:57 Business Day Thu 24 Dec 2009 Previous Business Day Wed 23 Dec 2009 Page 23 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 61.80 Underlying Price 29.300 Time to expiry: 358 Days Dec 10 0.250 -0.02 74.97 0 0 0| 0 0 0 0 8 1.750 -0.11 73.91 0 0 0| 0 30 0 0 16 4.250 -0.26 65.34 0 0 0| 0 1,760 0 0 24 6.250 -0.35 62.23 0 0 0| 0 0 0 0 28 8.500 -0.43 60.49 0 0 0| 0 10,068 0 0 32 11.250 -0.52 59.18 0 0 0| 0 0 0 0 36 13.750 -0.61 55.85 0 0 0| 0 3,032 0 0 40 20.250 -0.74 54.45 0 0 0| 0 5,441 0 0 48 27.500 -0.85 52.29 0 0 0| 0 75 0 0 56 31.250 -0.89 51.81 0 0 0| 0 77 0 0 60 35.000 -0.90 53.98 0 0 0| 0 0 0 0 64 42.750 -0.96 50.13 0 0 0| 0 0 0 0 72 50.750 -0.98 53.07 0 0 0| 0 20 0 0 80 58.750 -1.00 49.57 0 0 0| 0 0 0 0 88 66.750 -1.00 48.41 0 0 0| 0 0 0 0 96 70.750 -1.00 47.63 0 0 0| 0 0 0 0 100 90.750 -1.00 46.45 0 0 0| 0 0 0 0 120 110.750 -1.00 45.44 0 0 0| 0 0 0 0 140 130.750 -1.00 43.42 0 0 0| 0 0 0 0 160 150.750 -1.00 42.92 0 0 0| 0 0 0 0 180 170.750 -1.00 41.91 0 0 0| 0 0 0 0 200 190.750 -1.00 41.07 0 0 0| 0 0 0 0 220 210.750 -1.00 41.07 0 0 0| 0 100 0 0 240 245.750 -1.00 41.21 0 0 0| 0 0 0 0 275 279.750 -1.00 39.83 0 0 0| 0 0 0 0 309 313.750 -1.00 41.04 0 0 0| 0 0 0 0 343 420.750 -1.00 40.79 0 0 0| 0 0 0 0 450 Total 0 0 0| 0 20,603 0 0 Indicative a-t-m Vol 61.21 Underlying Price 29.300 Time to expiry: 540 Days Jun 11 5.250 -0.25 62.23 0 0 0| 0 0 0 0 24 9.750 -0.39 60.59 0 0 0| 0 0 0 0 32 15.250 -0.53 58.24 0 0 0| 0 0 0 0 40 21.750 -0.64 57.42 0 0 0| 0 0 0 0 48 31.750 -0.81 52.15 0 0 0| 0 0 0 0 60 50.750 -0.94 52.20 0 0 0| 0 0 0 0 80 Total 0 0 0| 0 0 0 0 Indicative a-t-m Vol 55.22 Underlying Price 29.300 Time to expiry: 722 Days Dec 11 0.250 -0.02 58.52 0 0 0| 0 0 0 0 8 2.000 -0.12 57.31 0 0 0| 0 0 0 0 16 5.250 -0.25 55.98 0 0 0| 0 0 0 0 24 10.000 -0.38 54.76 0 0 0| 0 2,000 0 0 32 15.500 -0.51 53.43 0 0 0| 0 1,300 0 0 40 21.750 -0.62 52.94 0 0 0| 0 612 0 0 48 32.250 -0.76 52.15 0 0 0| 0 350 0 0 60 50.750 -0.93 50.52 0 0 0| 0 0 0 0 80 Equity Options 15:57 Business Day Thu 24 Dec 2009 Previous Business Day Wed 23 Dec 2009 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 | Total 0 0 0| 0 4,262 0 0 Indicative a-t-m Vol 55.22 Underlying Price 29.300 Time to expiry: 1093 Days Dec 12 6.500 -0.23 55.98 0 0 0| 0 0 0 0 24 11.250 -0.34 54.76 0 0 0| 0 0 0 0 32 16.750 -0.45 53.43 0 0 0| 0 0 0 0 40 Total 0 0 0| 0 0 0 0 Total Puts 0 0 1| 89 73,654 +3 0 Grand Total 0 0 26| 323 174,809 +233 0 Equity Options 15:57 Business Day Thu 24 Dec 2009 Previous Business Day Wed 23 Dec 2009 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 | Royal Dutch Shell Plc 'B' Shares STND OPT (SHL) Indicative a-t-m Vol 15.40 Underlying Price 1830.000 Time to expiry: 22 Days Jan 10 330.500 1.00 28.36 0 0 0| 0 0 0 0 1500 231.000 0.99 22.28 0 0 0| 0 0 0 0 1600 132.500 0.95 18.13 0 0 0| 0 22 0 0 1700 86.000 0.86 16.79 0 0 0| 0 25 0 0 1750 47.000 0.67 16.00 0 0 0| 12 138 +2 0 1800 19.000 0.40 15.00 0 0 0| 5 828 0 0 1850 6.000 0.17 15.00 0 0 0| 20 62 +20 0 1900 1.500 0.05 15.32 0 0 0| 0 0 0 0 1950 0.500 0.01 15.84 0 0 0| 0 4 0 0 2000 CAB 0.00 21.63 0 0 0| 0 0 0 0 2200 Total 0 0 0| 37 1,079 +22 0 Indicative a-t-m Vol 18.49 Underlying Price 1830.000 Time to expiry: 57 Days Feb 10 332.500 0.98 26.26 0 0 0| 0 0 0 0 1500 234.500 0.96 22.20 0 0 0| 0 10 0 0 1600 141.500 0.86 19.59 0 0 0| 0 10 0 0 1700 102.000 0.75 19.50 0 0 0| 0 66 0 0 1750 67.500 0.61 18.82 0 0 0| 0 39 0 0 1800 41.000 0.45 18.27 0 0 0| 1 25 +1 0 1850 23.000 0.30 18.16 0 0 0| 0 18 0 0 1900 5.500 0.10 17.93 0 0 0| 0 176 0 0 2000 Total 0 0 0| 1 344 +1 0 Indicative a-t-m Vol 19.63 Underlying Price 1830.000 Time to expiry: 85 Days Mar 10 631.000 1.00 26.88 0 0 0| 0 0 0 0 1200 531.500 1.00 27.39 0 0 0| 0 0 0 0 1300 431.500 1.00 26.52 0 0 0| 0 10 0 0 1400 332.500 0.98 24.33 0 0 0| 0 10 0 0 1500 237.500 0.92 23.47 0 0 0| 0 102 0 0 1600 148.500 0.81 21.03 0 0 0| 0 246 0 0 1700 110.500 0.71 20.47 0 0 0| 0 0 0 0 1750 78.500 0.59 20.04 0 0 0| 0 119 0 0 1800 52.000 0.46 19.35 0 0 0| 0 0 0 0 1850 33.500 0.33 19.07 0 0 0| 0 91 0 0 1900 12.000 0.15 18.89 0 0 0| 10 146 0 0 2000 2.000 0.03 20.74 0 0 0| 0 20 0 0 2200 1.000 0.01 25.76 0 0 0| 0 0 0 0 2400 Total 0 0 0| 10 744 0 0 Indicative a-t-m Vol 21.56 Underlying Price 1830.000 Time to expiry: 176 Days Jun 10 831.000 1.00 38.98 0 0 0| 0 0 0 0 1000 631.500 1.00 33.27 0 0 0| 0 0 0 0 1200 532.000 0.99 30.53 0 0 0| 0 0 0 0 1300 433.500 0.97 28.23 0 0 0| 0 0 0 0 1400 338.000 0.93 26.26 0 0 0| 0 15 0 0 1500 Equity Options 15:57 Business Day Thu 24 Dec 2009 Previous Business Day Wed 23 Dec 2009 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 | 247.500 0.85 24.17 0 0 0| 0 12 0 0 1600 169.500 0.72 22.93 0 0 0| 0 51 0 0 1700 107.000 0.55 21.83 0 0 0| 0 116 0 0 1800 62.000 0.38 20.94 0 0 0| 0 58 0 0 1900 32.000 0.24 20.14 0 0 0| 0 82 0 0 2000 2.500 0.02 20.96 0 0 0| 0 0 0 0 2400 Total 0 0 0| 0 334 0 0 Indicative a-t-m Vol 22.58 Underlying Price 1830.000 Time to expiry: 267 Days Sep 10 436.000 0.95 28.76 0 0 0| 0 3 0 0 1400 258.500 0.80 25.16 0 0 0| 0 21 0 0 1600 186.000 0.67 23.80 0 0 0| 0 20 0 0 1700 127.500 0.54 22.81 0 0 0| 0 10 0 0 1800 83.500 0.41 22.04 0 0 0| 0 1 0 0 1900 51.000 0.29 21.23 0 0 0| 0 11 0 0 2000 5.000 0.04 19.99 0 0 0| 0 20 0 0 2400 Total 0 0 0| 0 86 0 0 Indicative a-t-m Vol 23.54 Underlying Price 1830.000 Time to expiry: 358 Days Dec 10 831.000 1.00 34.47 0 0 0| 0 0 0 0 1000 631.500 1.00 31.80 0 0 0| 0 0 0 0 1200 439.500 0.93 29.20 0 0 0| 0 0 0 0 1400 269.500 0.76 25.75 0 0 0| 0 0 0 0 1600 202.000 0.65 24.75 0 0 0| 0 10 0 0 1700 145.500 0.53 23.72 0 0 0| 0 270 0 0 1800 103.000 0.42 23.11 0 0 0| 0 0 0 0 1900 71.000 0.33 22.62 0 0 0| 0 18 0 0 2000 13.000 0.08 21.67 0 0 0| 0 10 0 0 2400 4.000 0.03 23.78 0 0 0| 0 0 0 0 2800 Total 0 0 0| 0 308 0 0 Indicative a-t-m Vol 25.25 Underlying Price 1830.000 Time to expiry: 540 Days Jun 11 641.000 0.94 38.99 0 0 0| 0 0 0 0 1200 455.000 0.87 32.00 0 0 0| 0 0 0 0 1400 288.500 0.72 26.55 0 0 0| 0 0 0 0 1600 178.500 0.53 25.30 0 0 0| 0 0 0 0 1800 109.000 0.38 25.00 0 0 0| 0 0 0 0 2000 Total 0 0 0| 0 0 0 0 Indicative a-t-m Vol 25.47 Underlying Price 1830.000 Time to expiry: 722 Days Dec 11 642.500 0.94 38.57 0 0 0| 0 0 0 0 1200 457.000 0.86 31.00 0 0 0| 0 0 0 0 1400 299.500 0.71 26.60 0 0 0| 0 0 0 0 1600 196.000 0.54 25.44 0 0 0| 0 0 0 0 1800 132.500 0.40 25.67 0 0 0| 0 0 0 0 2000 Total 0 0 0| 0 0 0 0 Indicative a-t-m Vol 25.47 Underlying Price 1830.000 Time to expiry: 1093 Days Dec 12 Equity Options 15:57 Business Day Thu 24 Dec 2009 Previous Business Day Wed 23 Dec 2009 Page 27 Calls | Block | Opening Settle Delta Vola- Daily Trade Bclear Total | Official **Open Change Exer- Exer Trans Price tility High Low Volume Volume*** Volume | Volume Int cises Price | 312.500 0.69 26.60 0 0 0| 0 0 0 0 1600 215.000 0.54 25.44 0 0 0| 0 0 0 0 1800 157.500 0.42 25.67 0 0 0| 0 0 0 0 2000 Total 0 0 0| 0 0 0 0 Total Calls 0 0 0| 48 2,895 +23 0 | Royal Dutch Shell PLC A Shares - STND OPT (SHA) Indicative a-t-m Vol 20.06 Underlying Price 1908.500 Time to expiry: 85 Days Mar 10 710.000 1.00 36.68 0 0 0| 0 0 0 0 1200 610.000 1.00 35.90 0 0 0| 0 0 0 0 1300 510.500 0.99 32.99 0 0 0| 0 0 0 0 1400 412.500 0.97 31.05 0 0 0| 0 0 0 0 1500 315.000 0.94 27.40 0 0 0| 0 0 0 0 1600 220.500 0.89 23.66 0 0 0| 0 0 0 0 1700 177.000 0.83 22.54 0 0 0| 0 0 0 0 1750 137.000 0.75 21.78 0 0 0| 0 16 0 0 1800 101.500 0.65 20.99 0 0 0| 0 10 0 0 1850 71.500 0.53 20.06 0 0 0| 51 266 +51 0 1900 49.500 0.41 20.09 0 0 0| 0 0 0 0 1950 31.500 0.30 19.58 0 0 0| 10 192 +10 0 2000 5.500 0.07 20.35 0 0 0| 0 0 0 0 2200 3.000 0.03 25.93 0 0 0| 0 0 0 0 2400 Total 0 0 0| 61 484 +61 0 Indicative a-t-m Vol 22.19 Underlying Price 1908.500 Time to expiry: 176 Days Jun 10 513.500 0.97 32.90 0 0 0| 0 0 0 0 1400 324.000 0.89 27.10 0 0 0| 0 0 0 0 1600 238.500 0.79 25.16 0 0 0| 0 10 0 0 1700 165.000 0.67 23.69 0 0 0| 0 30 0 0 1800 105.500 0.52 22.23 0 0 0| 0 76 0 0 1900 60.000 64.500 0.37 21.72 60.000 60.000 0 0 2| 0 0 0 0 2000 5.500 0.05 21.04 0 0 0| 0 0 0 0 2400 Total 0 0 2| 0 116 0 0 Indicative a-t-m Vol 23.38 Underlying Price 1908.500 Time to expiry: 267 Days Sep 10 334.000 0.84 27.49 0 0 0| 0 0 0 0 1600 253.500 0.75 25.63 0 0 0| 0 0 0 0 1700 184.500 0.63 24.16 0 0 0| 0 0 0 0 1800 130.500 0.51 23.46 0 0 0| 0 15 0 0 1900 87.500 0.40 22.57 0 0 0| 0 0 0 0 2000 13.500 0.09 21.47 0 0 0| 0 0 0 0 2400 Total 0 0 0| 0 15 0 0 Total Calls 0 0 2| 61 615 +61 0 | Equity Options 15:57 Business Day Thu 24 Dec 2009 Previous Business Day Wed 23 Dec 2009 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 | Royal Dutch Shell Plc 'B' Shares STND OPT (SHL) Indicative a-t-m Vol 16.02 Underlying Price 1830.000 Time to expiry: 22 Days Jan 10 CAB 0.00 30.00 0 0 0| 0 34 0 0 1500 1.000 -0.02 25.85 0 0 0| 0 11 0 0 1600 3.000 -0.07 20.05 0 0 0| 2 120 -2 0 1700 6.500 -0.15 17.73 0 0 0| 0 119 0 0 1750 17.000 -0.33 16.35 0 0 0| 1 26 +1 0 1800 40.000 -0.60 15.81 0 0 0| 10 55 +10 0 1850 75.500 -0.83 15.27 0 0 0| 0 17 0 0 1900 121.500 -0.94 16.09 0 0 0| 0 0 0 0 1950 171.000 -0.96 19.80 0 0 0| 0 0 0 0 2000 374.000 -0.94 44.90 0 0 0| 0 0 0 0 2200 Total 0 0 0| 13 382 +9 0 Indicative a-t-m Vol 18.96 Underlying Price 1830.000 Time to expiry: 57 Days Feb 10 3.000 -0.03 26.56 0 0 0| 0 1 0 0 1500 7.500 -0.09 23.68 0 0 0| 0 12 0 0 1600 21.000 -0.23 21.39 0 0 0| 0 33 0 0 1700 33.000 -0.33 20.10 0 0 0| 0 81 0 0 1750 52.500 -0.47 19.33 0 0 0| 0 10 0 0 1800 79.000 -0.61 18.70 0 0 0| 6 30 0 0 1850 114.500 -0.74 18.85 0 0 0| 0 0 0 0 1900 198.000 -0.92 17.82 0 0 0| 0 0 0 0 2000 Total 0 0 0| 6 167 0 0 Indicative a-t-m Vol 19.84 Underlying Price 1830.000 Time to expiry: 85 Days Mar 10 1.000 -0.01 37.00 0 0 0| 0 74 0 0 1200 1.500 -0.02 33.00 0 0 0| 0 23 0 0 1300 3.500 -0.03 29.82 0 0 0| 0 62 0 0 1400 7.000 -0.07 26.81 0 0 0| 0 138 0 0 1500 14.500 -0.13 23.81 0 0 0| 0 114 0 0 1600 32.500 -0.26 21.89 0 0 0| 0 242 0 0 1700 46.000 -0.36 20.66 0 0 0| 0 0 0 0 1750 67.000 -0.46 20.28 0 0 0| 0 129 0 0 1800 92.500 -0.58 19.55 0 0 0| 0 0 0 0 1850 124.000 -0.69 18.94 0 0 0| 0 10 0 0 1900 205.500 -0.85 19.34 0 0 0| 10 20 0 0 2000 395.500 -0.97 21.76 0 0 0| 0 0 0 0 2200 594.500 -0.98 26.94 0 0 0| 0 2 0 0 2400 Total 0 0 0| 10 814 0 0 Indicative a-t-m Vol 21.00 Underlying Price 1830.000 Time to expiry: 176 Days Jun 10 1.000 -0.01 34.52 0 0 0| 0 25 0 0 1000 4.000 -0.03 31.07 0 0 0| 0 44 0 0 1200 8.000 -0.05 29.38 0 0 0| 0 41 0 0 1300 15.000 -0.09 27.65 0 0 0| 0 80 0 0 1400 26.000 -0.14 25.66 0 0 0| 0 81 0 0 1500 44.500 -0.23 24.22 0 0 0| 0 23 0 0 1600 Equity Options 15:57 Business Day Thu 24 Dec 2009 Previous Business Day Wed 23 Dec 2009 Page 29 Puts | Block | Opening Settle Delta Vola- Daily Trade Bclear Total | Official **Open Change Exer- Exer Trans Price tility High Low Volume Volume*** Volume | Volume Int cises Price | 72.000 -0.35 22.50 0 0 0| 0 56 0 0 1700 115.000 -0.50 21.37 0 0 0| 0 51 0 0 1800 171.500 -0.65 20.14 0 0 0| 0 6 0 0 1900 245.500 -0.78 19.65 0 0 0| 0 6 0 0 2000 616.500 -0.99 17.60 0 0 0| 0 0 0 0 2400 Total 0 0 0| 0 413 0 0 Indicative a-t-m Vol 21.73 Underlying Price 1830.000 Time to expiry: 267 Days Sep 10 31.000 -0.14 27.19 0 0 0| 0 53 0 0 1400 74.000 -0.29 24.46 0 0 0| 0 93 0 0 1600 107.500 -0.39 23.02 0 0 0| 0 75 0 0 1700 154.500 -0.51 22.09 0 0 0| 0 24 0 0 1800 211.500 -0.63 20.91 0 0 0| 0 10 0 0 1900 281.500 -0.75 20.10 0 0 0| 0 20 0 0 2000 638.000 -1.00 13.92 0 0 0| 20 22 +20 0 2400 Total 0 0 0| 20 297 +20 0 Indicative a-t-m Vol 22.61 Underlying Price 1830.000 Time to expiry: 358 Days Dec 10 11.000 -0.04 35.35 0 0 0| 0 0 0 0 1000 21.500 -0.08 30.17 0 0 0| 0 3 0 0 1200 49.000 -0.17 27.08 0 0 0| 0 157 0 0 1400 101.500 -0.32 24.64 0 0 0| 0 62 0 0 1600 141.000 -0.42 23.69 0 0 0| 0 0 0 0 1700 189.500 -0.52 22.76 0 0 0| 0 270 0 0 1800 251.000 -0.62 22.25 0 0 0| 0 0 0 0 1900 319.500 -0.71 21.46 0 0 0| 0 32 0 0 2000 663.500 -0.95 19.24 0 0 0| 0 0 0 0 2400 1053.500 -1.00 17.13 0 0 0| 0 0 0 0 2800 Total 0 0 0| 0 524 0 0 Indicative a-t-m Vol 23.17 Underlying Price 1830.000 Time to expiry: 540 Days Jun 11 44.500 -0.13 29.69 0 0 0| 0 0 0 0 1200 90.000 -0.23 27.86 0 0 0| 0 0 0 0 1400 152.000 -0.36 25.25 0 0 0| 0 30 0 0 1600 243.000 -0.53 22.93 0 0 0| 0 25 0 0 1800 392.000 -0.65 24.51 0 0 0| 0 0 0 0 2000 Total 0 0 0| 0 55 0 0 Indicative a-t-m Vol 24.77 Underlying Price 1830.000 Time to expiry: 722 Days Dec 11 65.000 -0.16 28.98 0 0 0| 0 0 0 0 1200 119.000 -0.26 27.37 0 0 0| 0 0 0 0 1400 195.000 -0.38 25.78 0 0 0| 0 0 0 0 1600 301.000 -0.52 24.83 0 0 0| 0 0 0 0 1800 434.000 -0.64 24.46 0 0 0| 0 0 0 0 2000 Total 0 0 0| 0 0 0 0 Indicative a-t-m Vol 24.77 Underlying Price 1830.000 Time to expiry: 1093 Days Dec 12 259.000 -0.41 25.78 0 0 0| 0 0 0 0 1600 367.000 -0.52 24.83 0 0 0| 0 0 0 0 1800 Equity Options 15:57 Business Day Thu 24 Dec 2009 Previous Business Day Wed 23 Dec 2009 Page 30 Puts | Block | Opening Settle Delta Vola- Daily Trade Bclear Total | Official **Open Change Exer- Exer Trans Price tility High Low Volume Volume*** Volume | Volume Int cises Price | 498.500 -0.62 24.46 0 0 0| 0 0 0 0 2000 Total 0 0 0| 0 0 0 0 Total Puts 0 0 0| 49 2,652 +29 0 Grand Total 0 0 0| 97 5,547 +52 0 Royal Dutch Shell PLC A Shares - STND OPT (SHA) Indicative a-t-m Vol 20.80 Underlying Price 1908.500 Time to expiry: 85 Days Mar 10 1.500 -0.01 41.84 0 0 0| 0 10 0 0 1200 3.000 -0.02 39.84 0 0 0| 0 0 0 0 1300 5.000 -0.04 36.03 0 0 0| 0 20 0 0 1400 8.000 -0.06 31.92 0 0 0| 10 0 -10 0 1500 12.500 -0.10 28.06 0 0 0| 0 31 0 0 1600 20.500 -0.17 23.93 0 0 0| 0 21 0 0 1700 30.000 -0.23 23.00 0 0 0| 0 0 0 0 1750 42.000 -0.31 22.01 0 0 0| 0 21 0 0 1800 60.000 -0.40 21.51 0 0 0| 0 0 0 0 1850 82.500 -0.50 20.83 0 0 0| 0 0 0 0 1900 111.500 -0.61 20.62 0 0 0| 0 0 0 0 1950 146.000 -0.70 20.70 0 0 0| 0 0 0 0 2000 324.000 -0.89 25.01 0 0 0| 0 0 0 0 2200 524.000 -0.91 34.93 0 0 0| 0 0 0 0 2400 Total 0 0 0| 10 103 -10 0 Indicative a-t-m Vol 21.85 Underlying Price 1908.500 Time to expiry: 176 Days Jun 10 13.000 -0.07 30.03 0 0 0| 0 0 0 0 1400 34.000 -0.17 26.03 0 0 0| 0 2 0 0 1600 55.500 -0.26 24.48 0 0 0| 0 10 0 0 1700 86.500 -0.38 23.14 0 0 0| 0 0 0 0 1800 131.500 -0.52 21.92 0 0 0| 0 0 0 0 1900 191.500 -0.66 21.06 0 0 0| 0 0 0 0 2000 535.500 -0.97 19.35 0 0 0| 0 0 0 0 2400 Total 0 0 0| 0 12 0 0 Indicative a-t-m Vol 22.65 Underlying Price 1908.500 Time to expiry: 267 Days Sep 10 58.000 -0.22 25.75 0 0 0| 0 0 0 0 1600 86.000 -0.31 24.60 0 0 0| 0 0 0 0 1700 122.500 -0.41 23.35 0 0 0| 0 0 0 0 1800 172.500 -0.52 22.71 0 0 0| 0 0 0 0 1900 232.000 -0.63 21.86 0 0 0| 0 0 0 0 2000 561.500 -0.92 20.33 0 0 0| 0 0 0 0 2400 Total 0 0 0| 0 0 0 0 Total Puts 0 0 0| 10 115 -10 0 Grand Total 0 0 2| 168 6,277 +103 0 Equity Options 15:57 Business Day Thu 24 Dec 2009 Previous Business Day Wed 23 Dec 2009 Page 31 Calls | Block | Opening Settle Delta Vola- Daily Trade Bclear Total | Official **Open Change Exer- Exer Trans Price tility High Low Volume Volume*** Volume | Volume Int cises Price | RSA Insurance Group Plc - STND OPT (RYL) Indicative a-t-m Vol 24.08 Underlying Price 119.100 Time to expiry: 22 Days Jan 10 23.250 1.00 33.99 0 0 0| 0 0 0 0 96 19.250 0.99 30.79 0 0 0| 0 0 0 0 100 9.500 0.91 24.40 0 0 0| 0 0 0 0 110 5.500 0.73 24.34 0 0 0| 0 5 0 0 115 2.500 0.47 24.01 0 0 0| 70 590 +70 0 120 0.750 0.21 23.25 0 0 0| 0 370 0 0 125 0.250 0.08 24.27 0 0 0| 0 0 0 0 130 CAB 0.02 24.27 0 0 0| 0 0 0 0 135 CAB 0.00 24.27 0 0 0| 0 0 0 0 140 CAB 0.00 26.00 0 0 0| 0 50 0 0 150 CAB 0.00 24.02 0 0 0| 0 0 0 0 160 Total 0 0 0| 70 1,015 +70 0 Indicative a-t-m Vol 23.38 Underlying Price 119.100 Time to expiry: 57 Days Feb 10 23.500 0.96 31.18 0 0 0| 0 0 0 0 96 19.500 0.95 28.07 0 0 0| 0 0 0 0 100 10.500 0.80 25.18 0 0 0| 0 0 0 0 110 6.750 0.67 23.65 0 0 0| 0 0 0 0 115 4.000 0.49 23.31 0 0 0| 0 0 0 0 120 2.250 0.32 22.81 0 0 0| 0 0 0 0 125 1.500 0.21 25.56 0 0 0| 0 0 0 0 130 0.750 0.12 32.12 0 0 0| 0 0 0 0 140 Total 0 0 0| 0 0 0 0 Indicative a-t-m Vol 25.75 Underlying Price 119.100 Time to expiry: 85 Days Mar 10 23.500 0.97 29.11 0 0 0| 0 0 0 0 96 19.750 0.93 30.68 0 0 0| 0 80 0 0 100 11.000 0.79 26.29 0 0 0| 0 55 0 0 110 7.500 0.65 25.43 0 0 0| 0 0 0 0 115 4.750 0.50 25.83 0 0 0| 0 164 0 0 120 2.750 0.35 25.04 0 0 0| 0 15 0 0 125 1.500 0.22 24.87 0 0 0| 0 149 0 0 130 0.750 0.12 30.11 0 0 0| 0 116 0 0 140 0.750 0.08 36.04 0 0 0| 0 0 0 0 150 0.750 0.08 45.08 0 0 0| 0 0 0 0 160 Total 0 0 0| 0 579 0 0 Indicative a-t-m Vol 26.65 Underlying Price 119.100 Time to expiry: 176 Days Jun 10 23.750 0.93 31.05 0 0 0| 0 0 0 0 96 20.250 0.88 30.68 0 0 0| 0 105 0 0 100 12.250 0.72 27.93 0 0 0| 0 15 0 0 110 6.500 0.49 26.51 0 0 0| 0 22 0 0 120 3.250 0.28 25.99 0 0 0| 0 82 0 0 130 1.500 0.16 26.13 0 0 0| 0 56 0 0 140 1.250 0.11 29.39 0 0 0| 0 10 0 0 150 Equity Options 15:57 Business Day Thu 24 Dec 2009 Previous Business Day Wed 23 Dec 2009 Page 32 Calls | Block | Opening Settle Delta Vola- Daily Trade Bclear Total | Official **Open Change Exer- Exer Trans Price tility High Low Volume Volume*** Volume | Volume Int cises Price | 1.250 0.10 34.28 0 0 0| 0 0 0 0 160 Total 0 0 0| 0 290 0 0 Indicative a-t-m Vol 26.40 Underlying Price 119.100 Time to expiry: 267 Days Sep 10 20.250 0.87 29.00 0 0 0| 0 0 0 0 100 13.000 0.69 27.90 0 0 0| 0 40 0 0 110 7.750 7.500 0.48 26.23 7.750 7.750 0 0 15| 20 72 +20 0 120 4.500 0.31 26.46 0 0 0| 0 0 0 0 130 2.250 0.19 25.60 0 0 0| 0 3 0 0 140 Total 0 0 15| 20 115 +20 0 Total Calls 0 0 15| 90 1,999 +90 0 | Equity Options 15:57 Business Day Thu 24 Dec 2009 Previous Business Day Wed 23 Dec 2009 Page 33 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 | RSA Insurance Group Plc - STND OPT (RYL) Indicative a-t-m Vol 25.34 Underlying Price 119.100 Time to expiry: 22 Days Jan 10 CAB -0.01 35.00 0 0 0| 0 0 0 0 96 CAB -0.02 33.00 0 0 0| 0 0 0 0 100 0.250 -0.10 25.43 0 0 0| 0 2 0 0 110 1.250 -0.26 23.46 0 0 0| 0 0 0 0 115 3.500 -0.53 25.81 0 0 0| 41 721 +41 0 120 6.500 -0.80 21.86 0 0 0| 0 200 0 0 125 11.000 -0.94 22.59 0 0 0| 0 100 0 0 130 16.000 -0.95 30.68 0 0 0| 0 0 0 0 135 21.000 -0.97 34.01 0 0 0| 0 0 0 0 140 31.000 -0.98 43.87 0 0 0| 0 0 0 0 150 41.000 -0.97 61.44 0 0 0| 0 0 0 0 160 Total 0 0 0| 41 1,023 +41 0 Indicative a-t-m Vol 21.47 Underlying Price 119.100 Time to expiry: 57 Days Feb 10 CAB -0.02 27.81 0 0 0| 0 0 0 0 96 0.250 -0.05 28.13 0 0 0| 0 0 0 0 100 1.500 -0.20 25.86 0 0 0| 0 0 0 0 110 2.500 -0.33 23.54 0 0 0| 15 556 -15 0 115 4.500 -0.51 20.95 0 0 0| 0 190 0 0 120 7.750 -0.69 22.25 0 0 0| 0 0 0 0 125 11.500 -0.86 20.07 0 0 0| 0 5 0 0 130 21.250 -0.91 29.25 0 0 0| 0 0 0 0 140 Total 0 0 0| 15 751 -15 0 Indicative a-t-m Vol 23.52 Underlying Price 119.100 Time to expiry: 85 Days Mar 10 0.750 -0.09 27.79 0 0 0| 0 0 0 0 96 1.500 -0.16 29.60 0 0 0| 0 175 0 0 100 4.000 -0.36 26.56 0 0 0| 0 665 0 0 110 6.250 -0.50 25.65 0 0 0| 0 0 0 0 115 8.750 -0.66 22.99 0 0 0| 0 630 0 0 120 12.500 -0.78 22.60 0 0 0| 0 0 0 0 125 16.250 -0.93 17.51 0 0 0| 0 347 0 0 130 26.250 -0.93 27.53 0 0 0| 0 56 0 0 140 36.000 -0.97 28.68 0 0 0| 0 0 0 0 150 46.500 -0.94 42.31 0 0 0| 0 40 0 0 160 Total 0 0 0| 0 1,913 0 0 Indicative a-t-m Vol 25.31 Underlying Price 119.100 Time to expiry: 176 Days Jun 10 2.500 -0.17 29.99 0 0 0| 0 0 0 0 96 3.250 -0.22 29.25 0 0 0| 0 89 0 0 100 6.500 -0.38 27.02 0 0 0| 0 148 0 0 110 11.250 -0.58 25.12 0 0 0| 0 618 0 0 120 18.000 18.250 -0.76 24.24 18.000 18.000 0 0 10| 0 102 0 0 130 26.750 -0.88 23.55 0 0 0| 0 76 0 0 140 36.250 -0.94 24.88 0 0 0| 0 10 0 0 150 46.750 -0.91 33.37 0 0 0| 0 0 0 0 160 Equity Options 15:57 Business Day Thu 24 Dec 2009 Previous Business Day Wed 23 Dec 2009 Page 34 Puts | Block | Opening Settle Delta Vola- Daily Trade Bclear Total | Official **Open Change Exer- Exer Trans Price tility High Low Volume Volume*** Volume | Volume Int cises Price | Total 0 0 10| 0 1,043 0 0 Indicative a-t-m Vol 26.37 Underlying Price 119.100 Time to expiry: 267 Days Sep 10 5.750 -0.29 29.16 0 0 0| 0 0 0 0 100 9.500 9.500 -0.43 27.10 9.500 9.500 0 0 6| 0 15 0 0 110 15.000 -0.59 26.29 0 0 0| 0 30 0 0 120 22.000 -0.73 24.85 0 0 0| 0 1 0 0 130 30.250 -0.83 24.84 0 0 0| 0 0 0 0 140 Total 0 0 6| 0 46 0 0 Total Puts 0 0 16| 56 4,776 +26 0 Grand Total 0 0 31| 146 6,775 +116 0 Equity Options 15:57 Business Day Thu 24 Dec 2009 Previous Business Day Wed 23 Dec 2009 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 | SAB Miller Plc - STND OPT (SAB) Indicative a-t-m Vol 21.86 Underlying Price 1807.000 Time to expiry: 85 Days Mar 10 809.500 1.00 49.91 0 0 0| 0 0 0 0 1000 710.000 0.99 44.44 0 0 0| 0 0 0 0 1100 611.000 0.99 39.28 0 0 0| 0 1 0 0 1200 512.000 0.98 35.27 0 0 0| 0 1 0 0 1300 414.000 0.96 30.99 0 0 0| 0 12 0 0 1400 318.000 0.93 27.81 0 0 0| 4 29 +4 0 1500 227.000 0.86 25.24 0 0 0| 0 40 0 0 1600 146.000 0.73 23.33 0 0 0| 0 28 0 0 1700 111.500 0.64 22.59 0 0 0| 0 0 0 0 1750 82.000 0.54 22.02 0 0 0| 0 98 0 0 1800 56.000 0.44 20.91 0 0 0| 0 0 0 0 1850 39.000 37.500 0.33 20.53 39.000 S 39.000 S 0 0 1| 11 38 +9 0 1900 16.500 15.000 0.17 20.20 16.500 S 16.500 S 0 0 18| 18 78 +18 0 2000 Total 0 0 19| 33 325 +31 0 Indicative a-t-m Vol 23.12 Underlying Price 1807.000 Time to expiry: 176 Days Jun 10 620.000 0.96 37.19 0 0 0| 0 50 0 0 1200 514.500 0.98 24.56 0 0 0| 0 185 0 0 1300 429.500 0.91 30.28 0 0 0| 0 30 0 0 1400 340.000 0.86 27.75 0 0 0| 0 146 0 0 1500 258.000 0.78 26.14 0 0 0| 0 10 0 0 1600 182.500 0.68 24.17 0 0 0| 0 62 0 0 1700 123.000 0.55 23.21 0 0 0| 0 25 0 0 1800 79.000 75.000 0.41 21.90 79.000 S 79.000 S 0 0 1| 0 29 0 0 1900 42.500 42.500 0.28 21.16 42.500 S 42.500 S 0 0 18| 0 10 0 0 2000 Total 0 0 19| 0 547 0 0 Indicative a-t-m Vol 24.16 Underlying Price 1807.000 Time to expiry: 267 Days Sep 10 279.000 0.76 26.46 0 0 0| 0 0 0 0 1600 209.500 0.66 25.23 0 0 0| 0 0 0 0 1700 151.000 0.56 24.21 0 0 0| 0 0 0 0 1800 105.500 0.45 23.55 0 0 0| 0 0 0 0 1900 69.000 0.34 22.84 0 0 0| 0 0 0 0 2000 Total 0 0 0| 0 0 0 0 Total Calls 0 0 38| 33 872 +31 0 | Equity Options 15:57 Business Day Thu 24 Dec 2009 Previous Business Day Wed 23 Dec 2009 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 | SAB Miller Plc - STND OPT (SAB) Indicative a-t-m Vol 22.00 Underlying Price 1807.000 Time to expiry: 85 Days Mar 10 CAB 0.00 40.00 0 0 0| 0 18 0 0 1000 0.500 0.00 39.00 0 0 0| 0 39 0 0 1100 1.000 -0.01 37.00 0 0 0| 0 15 0 0 1200 2.500 -0.02 35.00 0 0 0| 0 36 0 0 1300 4.500 -0.04 31.56 0 0 0| 0 43 0 0 1400 8.500 -0.07 27.92 0 0 0| 0 45 0 0 1500 17.000 -0.14 25.26 0 0 0| 0 76 0 0 1600 35.500 -0.27 23.14 0 0 0| 0 69 0 0 1700 51.500 -0.36 22.66 0 0 0| 0 0 0 0 1750 72.000 -0.46 22.09 0 0 0| 0 60 0 0 1800 97.500 -0.56 21.41 0 0 0| 0 0 0 0 1850 129.500 -0.66 21.24 0 0 0| 0 3 0 0 1900 208.000 -0.82 21.52 0 0 0| 4 18 +4 0 2000 Total 0 0 0| 4 422 +4 0 Indicative a-t-m Vol 23.25 Underlying Price 1807.000 Time to expiry: 176 Days Jun 10 3.000 -0.02 30.40 0 0 0| 0 49 0 0 1200 8.500 -0.05 30.72 0 0 0| 0 155 0 0 1300 18.000 -0.09 30.61 0 0 0| 0 30 0 0 1400 27.500 -0.14 27.75 0 0 0| 0 155 0 0 1500 44.500 -0.22 25.94 0 0 0| 0 50 0 0 1600 70.000 -0.32 24.25 0 0 0| 0 16 0 0 1700 110.500 -0.45 23.34 0 0 0| 0 25 0 0 1800 162.000 -0.59 21.97 0 0 0| 0 1 0 0 1900 231.500 -0.72 21.63 0 0 0| 0 23 0 0 2000 Total 0 0 0| 0 504 0 0 Indicative a-t-m Vol 24.13 Underlying Price 1807.000 Time to expiry: 267 Days Sep 10 75.000 -0.27 26.29 0 0 0| 0 0 0 0 1600 108.500 -0.36 25.19 0 0 0| 0 0 0 0 1700 152.500 -0.47 24.19 0 0 0| 0 0 0 0 1800 207.000 -0.58 23.27 0 0 0| 0 0 0 0 1900 270.500 -0.69 22.21 0 0 0| 0 0 0 0 2000 Total 0 0 0| 0 0 0 0 Total Puts 0 0 0| 4 926 +4 0 Grand Total 0 0 38| 37 1,798 +35 0 Equity Options 15:57 Business Day Thu 24 Dec 2009 Previous Business Day Wed 23 Dec 2009 Page 37 Calls | Block | Opening Settle Delta Vola- Daily Trade Bclear Total | Official **Open Change Exer- Exer Trans Price tility High Low Volume Volume*** Volume | Volume Int cises Price | Sage Group plc STND OPT (SGE) Indicative a-t-m Vol 23.05 Underlying Price 224.000 Time to expiry: 85 Days Mar 10 85.000 0.97 68.39 0 0 0| 0 0 0 0 140 64.250 0.99 37.82 0 0 0| 0 0 0 0 160 54.250 0.99 31.48 0 0 0| 0 10 0 0 170 44.250 0.99 25.48 0 0 0| 0 0 0 0 180 34.500 0.96 25.18 0 0 0| 0 0 0 0 190 25.500 0.88 26.07 0 0 0| 0 35 0 0 200 17.250 0.76 24.24 0 0 0| 0 58 0 0 210 10.500 0.58 23.47 0 0 0| 0 200 0 0 220 8.000 0.48 22.94 0 0 0| 0 0 0 0 225 5.750 0.39 22.82 0 0 0| 0 195 0 0 230 3.000 0.23 22.16 0 0 0| 0 214 0 0 240 CAB 0.01 15.79 0 0 0| 0 0 0 0 260 CAB 0.00 4.88 0 0 0| 0 6 0 0 280 Total 0 0 0| 0 718 0 0 Indicative a-t-m Vol 25.70 Underlying Price 224.000 Time to expiry: 176 Days Jun 10 45.000 0.93 30.97 0 0 0| 0 0 0 0 180 28.000 0.77 28.00 0 0 0| 0 0 0 0 200 20.750 0.66 26.91 0 0 0| 0 0 0 0 210 15.000 0.54 26.00 0 0 0| 0 9 0 0 220 10.500 0.43 25.26 0 0 0| 0 20 0 0 230 7.000 0.32 24.70 0 0 0| 0 74 0 0 240 3.000 0.16 23.88 0 0 0| 0 5 0 0 260 1.000 0.07 23.46 0 0 0| 0 0 0 0 280 Total 0 0 0| 0 108 0 0 Indicative a-t-m Vol 27.08 Underlying Price 224.000 Time to expiry: 267 Days Sep 10 31.000 0.71 29.09 0 0 0| 0 0 0 0 200 24.750 0.62 28.18 0 0 0| 0 0 0 0 210 19.250 0.54 27.21 0 0 0| 0 0 0 0 220 15.000 0.46 26.88 0 0 0| 0 0 0 0 230 11.250 0.38 26.23 0 0 0| 0 0 0 0 240 3.250 0.14 25.18 0 0 0| 0 0 0 0 280 Total 0 0 0| 0 0 0 0 Total Calls 0 0 0| 0 826 0 0 | Equity Options 15:57 Business Day Thu 24 Dec 2009 Previous Business Day Wed 23 Dec 2009 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 | Sage Group plc STND OPT (SGE) Indicative a-t-m Vol 24.24 Underlying Price 224.000 Time to expiry: 85 Days Mar 10 0.250 -0.02 46.20 0 0 0| 0 0 0 0 140 0.500 -0.03 35.04 0 0 0| 0 5 0 0 160 0.500 -0.04 31.85 0 0 0| 0 0 0 0 170 1.000 -0.07 29.10 0 0 0| 0 13 0 0 180 2.250 -0.13 28.42 0 0 0| 0 15 0 0 190 4.000 -0.22 27.27 0 0 0| 0 80 0 0 200 6.750 -0.34 25.87 0 0 0| 0 66 0 0 210 10.750 -0.49 24.49 0 0 0| 0 10 0 0 220 13.500 -0.56 24.18 0 0 0| 0 0 0 0 225 16.250 -0.64 23.59 0 0 0| 0 5 0 0 230 23.750 -0.78 23.09 0 0 0| 0 2 0 0 240 41.000 -0.96 19.94 0 0 0| 0 0 0 0 260 60.750 -1.00 15.67 0 0 0| 0 0 0 0 280 Total 0 0 0| 0 196 0 0 Indicative a-t-m Vol 26.00 Underlying Price 224.000 Time to expiry: 176 Days Jun 10 4.500 -0.16 30.80 0 0 0| 0 0 0 0 180 9.000 -0.30 28.17 0 0 0| 0 0 0 0 200 12.750 -0.39 27.28 0 0 0| 0 9 0 0 210 17.250 -0.49 26.10 0 0 0| 0 20 0 0 220 23.250 -0.59 25.85 0 0 0| 0 0 0 0 230 29.500 -0.69 24.89 0 0 0| 0 0 0 0 240 45.750 -0.83 24.81 0 0 0| 0 0 0 0 260 64.000 -0.91 25.39 0 0 0| 0 0 0 0 280 Total 0 0 0| 0 29 0 0 Indicative a-t-m Vol 27.36 Underlying Price 224.000 Time to expiry: 267 Days Sep 10 13.000 -0.32 29.19 0 0 0| 0 10 0 0 200 17.000 -0.39 28.38 0 0 0| 0 0 0 0 210 21.750 -0.47 27.64 0 0 0| 0 0 0 0 220 27.250 -0.55 26.94 0 0 0| 0 0 0 0 230 33.750 -0.63 26.65 0 0 0| 0 0 0 0 240 66.000 -0.84 26.75 0 0 0| 0 0 0 0 280 Total 0 0 0| 0 10 0 0 Total Puts 0 0 0| 0 235 0 0 Grand Total 0 0 0| 0 1,061 0 0 Equity Options 15:57 Business Day Thu 24 Dec 2009 Previous Business Day Wed 23 Dec 2009 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 | Sainsbury (J) plc - STND OPT (SAN) Indicative a-t-m Vol 22.21 Underlying Price 321.100 Time to expiry: 22 Days Jan 10 41.500 0.97 28.82 0 0 0| 0 0 0 0 280 22.750 0.86 26.00 0 0 0| 0 0 0 0 300 14.500 0.73 24.16 0 0 0| 0 15 0 0 310 7.750 0.54 22.25 0 0 0| 23 286 +23 0 320 3.500 0.32 21.87 0 0 0| 20 53 +15 0 330 1.500 0.15 21.70 0 0 0| 0 53 0 0 340 0.500 0.07 22.58 0 0 0| 0 6 0 0 350 0.250 0.03 23.47 0 0 0| 0 1 0 0 360 CAB 0.00 25.09 0 0 0| 0 234 0 0 380 CAB 0.00 28.31 0 0 0| 0 15 0 0 400 Total 0 0 0| 43 663 +38 0 Indicative a-t-m Vol 21.74 Underlying Price 321.100 Time to expiry: 57 Days Feb 10 43.250 0.90 28.32 0 0 0| 0 0 0 0 280 25.500 0.78 23.88 0 0 0| 0 0 0 0 300 18.000 0.67 22.46 0 0 0| 20 20 +20 0 310 11.750 0.54 21.74 0 0 0| 16 26 +16 0 320 7.500 0.40 21.70 0 0 0| 0 24 0 0 330 4.250 0.27 21.15 0 0 0| 0 21 0 0 340 1.250 0.10 21.51 0 0 0| 0 15 0 0 360 0.500 0.04 23.64 0 0 0| 0 0 0 0 380 Total 0 0 0| 36 106 +36 0 Indicative a-t-m Vol 23.19 Underlying Price 321.100 Time to expiry: 85 Days Mar 10 44.250 0.88 25.71 0 0 0| 0 0 0 0 280 28.250 0.74 24.86 0 0 0| 0 256 0 0 300 21.250 0.65 24.07 0 0 0| 0 0 0 0 310 15.250 0.54 23.19 0 0 0| 0 66 0 0 320 10.750 0.43 23.19 0 0 0| 0 0 0 0 330 7.500 0.33 23.19 0 0 0| 1 145 +1 0 340 3.000 0.17 22.72 0 0 0| 0 243 0 0 360 0.500 0.03 23.29 0 0 0| 0 34 0 0 400 Total 0 0 0| 1 744 +1 0 Indicative a-t-m Vol 24.46 Underlying Price 321.100 Time to expiry: 176 Days Jun 10 47.750 0.82 27.01 0 0 0| 0 0 0 0 280 33.000 0.70 25.98 0 0 0| 0 47 0 0 300 18.500 20.750 0.55 24.48 18.500 S 18.500 S 0 0 15| 0 92 0 0 320 12.500 0.39 24.15 0 0 0| 0 102 0 0 340 6.750 0.25 23.50 0 0 0| 0 59 0 0 360 2.000 0.09 23.97 0 0 0| 0 29 0 0 400 Total 0 0 15| 0 329 0 0 Indicative a-t-m Vol 25.20 Underlying Price 321.100 Time to expiry: 267 Days Sep 10 49.750 0.79 26.70 0 0 0| 0 0 0 0 280 Equity Options 15:57 Business Day Thu 24 Dec 2009 Previous Business Day Wed 23 Dec 2009 Page 40 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 | 36.000 0.67 26.03 0 0 0| 0 0 0 0 300 24.750 0.54 25.23 0 0 0| 0 0 0 0 320 16.250 0.41 24.63 0 0 0| 0 11 0 0 340 10.250 0.29 24.06 0 0 0| 0 0 0 0 360 Total 0 0 0| 0 11 0 0 Total Calls 0 0 15| 80 1,853 +75 0 | Scottish & Southern Energy Plc STND OPT (SSE) Indicative a-t-m Vol 16.51 Underlying Price 1147.000 Time to expiry: 85 Days Mar 10 268.000 1.00 4.49 0 0 0| 0 0 0 0 880 188.000 1.00 17.08 0 0 0| 0 5 0 0 960 149.500 0.97 19.05 0 0 0| 0 6 0 0 1000 102.500 0.89 18.04 0 0 0| 0 0 0 0 1050 61.500 0.74 17.10 0 0 0| 0 21 0 0 1100 30.500 0.50 16.48 0 0 0| 0 24 0 0 1150 13.000 0.27 16.35 0 0 0| 3 83 +3 0 1200 1.000 0.03 15.56 0 0 0| 0 38 0 0 1300 CAB 0.00 14.42 0 0 0| 0 20 0 0 1400 Total 0 0 0| 3 197 +3 0 Indicative a-t-m Vol 18.59 Underlying Price 1147.000 Time to expiry: 176 Days Jun 10 192.000 0.93 23.13 0 0 0| 0 0 0 0 960 154.000 0.89 20.74 0 0 0| 0 0 0 0 1000 76.500 0.64 18.97 0 0 0| 0 21 0 0 1100 30.500 0.34 18.17 0 0 0| 0 47 0 0 1200 10.500 0.15 18.29 0 0 0| 0 24 0 0 1300 3.000 0.05 18.46 0 0 0| 0 0 0 0 1400 Total 0 0 0| 0 92 0 0 Indicative a-t-m Vol 20.25 Underlying Price 1147.000 Time to expiry: 267 Days Sep 10 195.000 0.90 23.50 0 0 0| 0 0 0 0 960 158.500 0.85 21.53 0 0 0| 0 0 0 0 1000 89.000 0.61 20.68 0 0 0| 0 5 0 0 1100 42.500 0.38 19.78 0 0 0| 0 29 0 0 1200 8.000 0.10 19.95 0 0 0| 0 10 0 0 1400 Total 0 0 0| 0 44 0 0 Total Calls 0 0 0| 3 333 +3 0 | Equity Options 15:57 Business Day Thu 24 Dec 2009 Previous Business Day Wed 23 Dec 2009 Page 41 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 | Sainsbury (J) plc - STND OPT (SAN) Indicative a-t-m Vol 21.12 Underlying Price 321.100 Time to expiry: 22 Days Jan 10 0.250 -0.02 27.20 0 0 0| 0 0 0 0 280 1.000 -0.11 23.05 0 0 0| 0 25 0 0 300 2.750 -0.25 21.90 0 0 0| 0 66 0 0 310 6.250 -0.46 21.00 0 0 0| 10 472 +10 0 320 12.500 -0.68 22.21 0 0 0| 0 311 0 0 330 20.250 -0.84 22.68 0 0 0| 0 0 0 0 340 29.500 -0.92 24.34 0 0 0| 0 0 0 0 350 39.250 -0.96 26.48 0 0 0| 0 0 0 0 360 59.000 -0.99 30.52 0 0 0| 0 0 0 0 380 79.000 -1.00 32.42 0 0 0| 0 0 0 0 400 Total 0 0 0| 10 874 +10 0 Indicative a-t-m Vol 22.80 Underlying Price 321.100 Time to expiry: 57 Days Feb 10 1.000 -0.07 25.00 0 0 0| 0 8 0 0 280 4.000 -0.22 23.69 0 0 0| 0 25 0 0 300 6.750 -0.33 23.37 0 0 0| 20 28 +20 0 310 11.000 -0.46 22.83 0 0 0| 0 46 0 0 320 16.500 -0.60 22.55 0 0 0| 0 27 0 0 330 23.000 -0.73 21.92 0 0 0| 0 0 0 0 340 40.250 -0.88 23.59 0 0 0| 0 7 0 0 360 59.500 -0.95 25.63 0 0 0| 0 0 0 0 380 Total 0 0 0| 20 141 +20 0 Indicative a-t-m Vol 23.03 Underlying Price 321.100 Time to expiry: 85 Days Mar 10 2.500 -0.12 25.94 0 0 0| 0 72 0 0 280 6.250 -0.26 24.31 0 0 0| 0 62 0 0 300 9.250 -0.35 23.37 0 0 0| 0 0 0 0 310 13.500 -0.46 23.03 0 0 0| 10 203 +10 0 320 19.000 -0.57 23.03 0 0 0| 0 10 0 0 330 25.750 -0.67 22.93 0 0 0| 0 72 0 0 340 41.500 -0.83 23.24 0 0 0| 0 2 0 0 360 79.250 -0.96 26.23 0 0 0| 0 3 0 0 400 Total 0 0 0| 10 424 +10 0 Indicative a-t-m Vol 23.68 Underlying Price 321.100 Time to expiry: 176 Days Jun 10 9.000 -0.25 25.82 0 0 0| 11 168 -3 0 280 15.750 15.500 -0.38 24.58 15.750 15.750 0 0 10| 0 71 0 0 300 26.000 25.000 -0.53 23.73 26.000 S 26.000 S 0 0 15| 18 113 +6 0 320 37.750 -0.68 22.82 0 0 0| 0 35 0 0 340 53.500 -0.80 22.77 0 0 0| 0 29 0 0 360 90.000 -0.92 24.27 0 0 0| 0 1 0 0 400 Total 0 0 25| 29 417 +3 0 Indicative a-t-m Vol 24.46 Underlying Price 321.100 Time to expiry: 267 Days Sep 10 13.250 -0.27 26.23 0 0 0| 4 4 +4 0 280 20.250 -0.38 25.06 0 0 0| 8 30 +8 0 300 Equity Options 15:57 Business Day Thu 24 Dec 2009 Previous Business Day Wed 23 Dec 2009 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 | 30.250 -0.51 24.47 0 0 0| 0 0 0 0 320 42.750 -0.62 24.23 0 0 0| 0 0 0 0 340 57.500 -0.73 23.98 0 0 0| 0 0 0 0 360 Total 0 0 0| 12 34 +12 0 Total Puts 0 0 25| 81 1,890 +55 0 Grand Total 0 0 40| 161 3,743 +130 0 Scottish & Southern Energy Plc STND OPT (SSE) Indicative a-t-m Vol 16.40 Underlying Price 1147.000 Time to expiry: 85 Days Mar 10 1.000 -0.02 24.62 0 0 0| 0 12 0 0 880 2.500 -0.05 21.19 0 0 0| 0 147 0 0 960 4.000 -0.08 18.50 0 0 0| 0 308 0 0 1000 10.500 -0.19 17.67 0 0 0| 0 11 0 0 1050 25.000 -0.37 17.21 0 0 0| 5 240 +5 0 1100 48.000 -0.58 16.35 0 0 0| 0 0 0 0 1150 83.500 -0.77 16.33 0 0 0| 0 13 0 0 1200 173.500 -0.97 15.76 0 0 0| 0 5 0 0 1300 272.500 -0.99 19.00 0 0 0| 0 0 0 0 1400 Total 0 0 0| 5 736 +5 0 Indicative a-t-m Vol 18.60 Underlying Price 1147.000 Time to expiry: 176 Days Jun 10 11.000 -0.12 21.53 0 0 0| 0 19 0 0 960 16.000 -0.17 20.31 0 0 0| 0 37 0 0 1000 45.000 -0.40 19.00 0 0 0| 0 45 0 0 1100 100.500 -0.67 18.14 0 0 0| 0 20 0 0 1200 180.500 -0.86 18.06 0 0 0| 0 5 0 0 1300 274.000 -0.96 18.15 0 0 0| 0 0 0 0 1400 Total 0 0 0| 0 126 0 0 Indicative a-t-m Vol 19.80 Underlying Price 1147.000 Time to expiry: 267 Days Sep 10 29.000 -0.23 21.67 0 0 0| 0 4 0 0 960 40.500 -0.30 21.28 0 0 0| 0 2 0 0 1000 83.000 -0.50 20.05 0 0 0| 0 15 0 0 1100 147.000 -0.70 19.51 0 0 0| 0 0 0 0 1200 319.000 -0.94 18.50 0 0 0| 0 0 0 0 1400 Total 0 0 0| 0 21 0 0 Total Puts 0 0 0| 5 883 +5 0 Grand Total 0 0 40| 169 4,959 +138 0 Equity Options 15:57 Business Day Thu 24 Dec 2009 Previous Business Day Wed 23 Dec 2009 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 | Severn Trent PLC - STND Option (SVT) Indicative a-t-m Vol 20.34 Underlying Price 1094.000 Time to expiry: 85 Days Mar 10 295.500 1.00 22.59 0 0 0| 0 0 0 0 800 216.500 0.98 22.42 0 0 0| 0 0 0 0 880 178.000 0.96 22.07 0 0 0| 0 0 0 0 920 141.000 0.91 21.64 0 0 0| 0 9 0 0 960 107.000 0.83 21.19 0 0 0| 0 74 0 0 1000 69.500 0.68 20.70 0 0 0| 0 0 0 0 1050 41.000 0.51 20.29 0 0 0| 0 685 0 0 1100 22.000 0.33 20.05 0 0 0| 0 0 0 0 1150 10.500 0.19 20.07 0 0 0| 0 10 0 0 1200 2.000 0.05 20.69 0 0 0| 0 0 0 0 1300 0.500 0.01 22.36 0 0 0| 0 3 0 0 1400 Total 0 0 0| 0 781 0 0 Indicative a-t-m Vol 22.68 Underlying Price 1094.000 Time to expiry: 176 Days Jun 10 299.000 0.97 26.71 0 0 0| 0 0 0 0 800 224.500 0.92 25.62 0 0 0| 0 0 0 0 880 189.000 0.88 24.85 0 0 0| 0 6 0 0 920 157.000 0.82 24.77 0 0 0| 0 3 0 0 960 125.500 0.75 23.81 0 0 0| 0 8 0 0 1000 64.500 0.53 22.61 0 0 0| 0 18 0 0 1100 29.000 0.30 22.47 0 0 0| 0 27 0 0 1200 5.000 0.07 23.36 0 0 0| 0 0 0 0 1400 Total 0 0 0| 0 62 0 0 Indicative a-t-m Vol 24.21 Underlying Price 1094.000 Time to expiry: 267 Days Sep 10 165.000 0.79 26.32 0 0 0| 0 0 0 0 960 135.000 0.72 25.25 0 0 0| 0 0 0 0 1000 76.500 0.53 24.14 0 0 0| 0 7 0 0 1100 39.500 0.33 23.51 0 0 0| 0 0 0 0 1200 9.000 0.10 23.31 0 0 0| 0 0 0 0 1400 Total 0 0 0| 0 7 0 0 Total Calls 0 0 0| 0 850 0 0 | Equity Options 15:57 Business Day Thu 24 Dec 2009 Previous Business Day Wed 23 Dec 2009 Page 44 Puts | Block | Opening Settle Delta Vola- Daily Trade Bclear Total | Official **Open Change Exer- Exer Trans Price tility High Low Volume Volume*** Volume | Volume Int cises Price | Severn Trent PLC - STND Option (SVT) Indicative a-t-m Vol 20.59 Underlying Price 1094.000 Time to expiry: 85 Days Mar 10 1.000 -0.01 30.66 0 0 0| 0 6 0 0 800 2.000 -0.03 25.91 0 0 0| 0 31 0 0 880 3.500 -0.06 24.19 0 0 0| 0 25 0 0 920 6.500 -0.11 23.09 0 0 0| 0 32 0 0 960 12.000 -0.18 21.80 0 0 0| 0 68 0 0 1000 26.000 24.500 -0.32 21.19 26.000 26.000 0 0 4| 12 17 +12 0 1050 45.500 -0.50 20.51 0 0 0| 0 10 0 0 1100 76.500 -0.67 20.40 0 0 0| 0 0 0 0 1150 115.000 -0.81 20.27 0 0 0| 0 0 0 0 1200 207.000 -0.96 20.73 0 0 0| 0 0 0 0 1300 306.000 -1.00 21.61 0 0 0| 0 0 0 0 1400 Total 0 0 4| 12 189 +12 0 Indicative a-t-m Vol 22.20 Underlying Price 1094.000 Time to expiry: 176 Days Jun 10 5.000 -0.05 26.46 0 0 0| 0 48 0 0 800 13.000 -0.13 25.16 0 0 0| 0 9 0 0 880 19.500 -0.18 24.31 0 0 0| 0 14 0 0 920 29.000 -0.25 23.70 0 0 0| 0 0 0 0 960 42.000 -0.34 23.15 0 0 0| 0 0 0 0 1000 90.500 -0.57 22.14 0 0 0| 0 19 0 0 1100 162.500 -0.78 21.74 0 0 0| 0 0 0 0 1200 346.500 -0.95 24.01 0 0 0| 0 0 0 0 1400 Total 0 0 0| 0 90 0 0 Indicative a-t-m Vol 23.67 Underlying Price 1094.000 Time to expiry: 267 Days Sep 10 45.500 -0.29 24.98 0 0 0| 0 0 0 0 960 60.000 -0.36 24.54 0 0 0| 0 0 0 0 1000 109.000 -0.54 23.61 0 0 0| 0 0 0 0 1100 176.500 -0.71 22.97 0 0 0| 0 0 0 0 1200 349.500 -0.92 22.50 0 0 0| 0 0 0 0 1400 Total 0 0 0| 0 0 0 0 Total Puts 0 0 4| 12 279 +12 0 Grand Total 0 0 4| 12 1,129 +12 0 Equity Options 15:57 Business Day Thu 24 Dec 2009 Previous Business Day Wed 23 Dec 2009 Page 45 Calls | Block | Opening Settle Delta Vola- Daily Trade Bclear Total | Official **Open Change Exer- Exer Trans Price tility High Low Volume Volume*** Volume | Volume Int cises Price | Shire Plc STND OPT (SHP) Indicative a-t-m Vol 27.38 Underlying Price 1205.000 Time to expiry: 85 Days Mar 10 486.000 1.00 24.43 0 0 0| 0 4 0 0 720 446.500 1.00 27.78 0 0 0| 0 0 0 0 760 406.500 1.00 28.63 0 0 0| 0 0 0 0 800 366.500 1.00 30.32 0 0 0| 0 0 0 0 840 327.500 0.99 31.21 0 0 0| 0 0 0 0 880 288.500 0.97 31.51 0 0 0| 0 0 0 0 920 251.000 0.95 31.37 0 0 0| 0 15 0 0 960 214.500 0.91 30.99 0 0 0| 0 10 0 0 1000 170.500 0.85 30.04 0 0 0| 0 3 0 0 1050 130.500 0.77 29.03 0 0 0| 0 306 0 0 1100 96.000 0.66 28.35 0 0 0| 0 0 0 0 1150 66.000 0.54 27.48 0 0 0| 0 43 0 0 1200 42.500 0.41 26.47 0 0 0| 0 0 0 0 1250 26.500 0.30 26.11 0 0 0| 0 7 0 0 1300 9.000 0.13 25.72 0 0 0| 0 0 0 0 1400 Total 0 0 0| 0 388 0 0 Indicative a-t-m Vol 28.27 Underlying Price 1205.000 Time to expiry: 176 Days Jun 10 334.500 0.93 33.58 0 0 0| 0 0 0 0 880 263.000 0.88 31.83 0 0 0| 0 0 0 0 960 230.000 0.84 31.21 0 0 0| 0 2 0 0 1000 155.500 0.71 29.65 0 0 0| 0 0 0 0 1100 92.500 96.000 0.55 28.36 92.500 S 92.500 S 0 0 2| 0 31 0 0 1200 52.500 0.38 26.69 0 0 0| 0 9 0 0 1300 26.500 0.23 25.96 0 0 0| 0 6 0 0 1400 Total 0 0 2| 0 48 0 0 Indicative a-t-m Vol 28.65 Underlying Price 1205.000 Time to expiry: 267 Days Sep 10 247.000 0.80 31.19 0 0 0| 0 0 0 0 1000 176.500 0.69 29.62 0 0 0| 0 0 0 0 1100 120.500 0.56 28.74 0 0 0| 0 0 0 0 1200 74.000 0.42 26.97 0 0 0| 0 0 0 0 1300 44.500 0.29 26.34 0 0 0| 0 0 0 0 1400 Total 0 0 0| 0 0 0 0 Total Calls 0 0 2| 0 436 0 0 | Equity Options 15:57 Business Day Thu 24 Dec 2009 Previous Business Day Wed 23 Dec 2009 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 | Shire Plc STND OPT (SHP) Indicative a-t-m Vol 27.36 Underlying Price 1205.000 Time to expiry: 85 Days Mar 10 CAB 0.00 21.73 0 0 0| 0 3 0 0 720 CAB 0.00 25.88 0 0 0| 0 0 0 0 760 CAB 0.00 28.63 0 0 0| 0 0 0 0 800 0.500 -0.01 30.32 0 0 0| 0 0 0 0 840 1.000 -0.02 31.21 0 0 0| 0 11 0 0 880 2.500 -0.03 31.51 0 0 0| 0 1 0 0 920 5.000 -0.06 31.37 0 0 0| 0 0 0 0 960 8.500 -0.10 30.90 0 0 0| 0 9 0 0 1000 15.500 -0.16 30.04 0 0 0| 0 3 0 0 1050 25.500 -0.24 28.89 0 0 0| 0 26 0 0 1100 42.000 -0.35 28.35 0 0 0| 0 0 0 0 1150 62.500 -0.47 27.48 0 0 0| 0 4 0 0 1200 89.000 -0.60 26.29 0 0 0| 0 0 0 0 1250 123.500 -0.71 25.96 0 0 0| 0 18 0 0 1300 206.000 -0.88 25.61 0 0 0| 0 2 0 0 1400 Total 0 0 0| 0 77 0 0 Indicative a-t-m Vol 28.27 Underlying Price 1205.000 Time to expiry: 176 Days Jun 10 10.000 -0.07 33.58 0 0 0| 0 0 0 0 880 18.500 -0.13 31.76 0 0 0| 0 1 0 0 960 25.500 -0.17 31.13 0 0 0| 1 1 +1 0 1000 51.500 -0.29 29.65 0 0 0| 0 14 0 0 1100 92.500 92.000 -0.45 28.36 92.500 S 92.500 S 0 0 2| 0 0 0 0 1200 148.000 -0.63 26.69 0 0 0| 0 0 0 0 1300 222.500 -0.78 25.96 0 0 0| 0 0 0 0 1400 Total 0 0 2| 1 16 +1 0 Indicative a-t-m Vol 28.54 Underlying Price 1205.000 Time to expiry: 267 Days Sep 10 41.500 -0.20 31.19 0 0 0| 0 0 0 0 1000 70.500 -0.31 29.62 0 0 0| 0 0 0 0 1100 113.500 -0.44 28.62 0 0 0| 0 0 0 0 1200 167.500 -0.59 26.97 0 0 0| 0 0 0 0 1300 238.000 -0.71 26.26 0 0 0| 0 0 0 0 1400 Total 0 0 0| 0 0 0 0 Total Puts 0 0 2| 1 93 +1 0 Grand Total 0 0 4| 1 529 +1 0 Equity Options 15:57 Business Day Thu 24 Dec 2009 Previous Business Day Wed 23 Dec 2009 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 | Smith & Nephew plc STND OPT (SNP) Indicative a-t-m Vol 22.31 Underlying Price 629.000 Time to expiry: 85 Days Mar 10 230.000 1.00 21.09 0 0 0| 0 0 0 0 400 210.000 1.00 22.55 0 0 0| 0 4 0 0 420 190.000 1.00 23.52 0 0 0| 0 15 0 0 440 170.000 1.00 25.65 0 0 0| 0 0 0 0 460 150.000 1.00 21.53 0 0 0| 12 17 +12 0 480 112.000 0.94 25.91 0 0 0| 0 6 0 0 520 76.000 0.86 24.42 0 0 0| 0 92 0 0 560 45.000 0.69 23.19 0 0 0| 10 38 -6 0 600 32.500 0.58 22.52 0 0 0| 0 0 0 0 620 22.500 0.46 22.05 0 0 0| 15 1,020 +11 0 640 15.500 0.36 22.44 0 0 0| 0 0 0 0 660 9.500 0.25 21.70 0 0 0| 16 30 +16 0 680 3.500 0.11 21.74 0 0 0| 0 9 0 0 720 Total 0 0 0| 53 1,231 +33 0 Indicative a-t-m Vol 24.00 Underlying Price 629.000 Time to expiry: 176 Days Jun 10 191.000 0.98 29.77 0 0 0| 0 0 0 0 440 153.000 0.95 27.62 0 0 0| 0 0 0 0 480 116.500 0.89 26.20 0 0 0| 0 0 0 0 520 83.500 0.79 25.04 0 0 0| 0 22 0 0 560 56.000 0.65 24.16 0 0 0| 0 29 0 0 600 35.500 0.49 23.94 0 0 0| 0 620 0 0 640 21.000 0.34 23.48 0 0 0| 0 0 0 0 680 12.000 0.22 23.33 0 0 0| 0 2 0 0 720 Total 0 0 0| 0 673 0 0 Indicative a-t-m Vol 23.98 Underlying Price 629.000 Time to expiry: 267 Days Sep 10 157.000 0.90 28.27 0 0 0| 0 0 0 0 480 92.000 0.74 25.44 0 0 0| 0 0 0 0 560 66.000 0.63 24.52 0 0 0| 0 0 0 0 600 45.000 0.50 23.78 0 0 0| 0 6 0 0 640 30.000 0.38 23.51 0 0 0| 0 0 0 0 680 19.000 0.28 23.09 0 0 0| 0 0 0 0 720 Total 0 0 0| 0 6 0 0 Total Calls 0 0 0| 53 1,910 +33 0 | Equity Options 15:57 Business Day Thu 24 Dec 2009 Previous Business Day Wed 23 Dec 2009 Page 48 Puts | Block | Opening Settle Delta Vola- Daily Trade Bclear Total | Official **Open Change Exer- Exer Trans Price tility High Low Volume Volume*** Volume | Volume Int cises Price | Smith & Nephew plc STND OPT (SNP) Indicative a-t-m Vol 22.50 Underlying Price 629.000 Time to expiry: 85 Days Mar 10 CAB 0.00 21.09 0 0 0| 0 32 0 0 400 CAB 0.00 22.55 0 0 0| 0 73 0 0 420 CAB 0.00 23.52 0 0 0| 0 17 0 0 440 CAB 0.00 25.65 0 0 0| 0 18 0 0 460 CAB 0.00 21.53 0 0 0| 0 44 0 0 480 2.000 -0.06 25.91 0 0 0| 0 44 0 0 520 6.000 -0.15 24.42 0 0 0| 0 136 0 0 560 15.000 -0.31 23.19 0 0 0| 3 49 +3 0 600 22.500 -0.42 22.70 0 0 0| 0 0 0 0 620 32.500 -0.54 22.25 0 0 0| 0 13 0 0 640 45.500 -0.65 22.61 0 0 0| 0 0 0 0 660 59.500 -0.75 21.83 0 0 0| 0 0 0 0 680 93.500 -0.89 21.84 0 0 0| 4 4 +4 0 720 Total 0 0 0| 7 430 +7 0 Indicative a-t-m Vol 24.03 Underlying Price 629.000 Time to expiry: 176 Days Jun 10 2.000 -0.04 29.77 0 0 0| 0 4 0 0 440 4.000 -0.07 27.68 0 0 0| 0 55 0 0 480 8.500 -0.13 26.27 0 0 0| 0 28 0 0 520 16.500 -0.23 25.14 0 0 0| 0 36 0 0 560 29.500 -0.37 24.27 0 0 0| 0 45 0 0 600 49.500 -0.52 23.94 0 0 0| 0 10 0 0 640 75.000 -0.67 23.59 0 0 0| 0 0 0 0 680 106.000 -0.79 23.33 0 0 0| 0 0 0 0 720 Total 0 0 0| 0 178 0 0 Indicative a-t-m Vol 24.01 Underlying Price 629.000 Time to expiry: 267 Days Sep 10 9.000 -0.11 28.33 0 0 0| 0 0 0 0 480 24.500 -0.27 25.44 0 0 0| 0 0 0 0 560 39.000 -0.38 24.62 0 0 0| 0 0 0 0 600 58.000 -0.50 23.78 0 0 0| 0 10 0 0 640 83.000 -0.62 23.61 0 0 0| 0 0 0 0 680 112.000 -0.73 23.17 0 0 0| 0 0 0 0 720 Total 0 0 0| 0 10 0 0 Total Puts 0 0 0| 7 618 +7 0 Grand Total 0 0 0| 60 2,528 +40 0 Equity Options 15:57 Business Day Thu 24 Dec 2009 Previous Business Day Wed 23 Dec 2009 Page 49 Calls | Block | Opening Settle Delta Vola- Daily Trade Bclear Total | Official **Open Change Exer- Exer Trans Price tility High Low Volume Volume*** Volume | Volume Int cises Price | Standard Chartered plc - STND OPT (SCB) Indicative a-t-m Vol 26.13 Underlying Price 1574.000 Time to expiry: 22 Days Jan 10 374.500 1.00 24.25 0 0 0| 0 0 0 0 1200 274.500 1.00 27.53 0 0 0| 0 0 0 0 1300 177.500 0.95 29.74 0 0 0| 0 0 0 0 1400 132.500 0.87 29.75 0 0 0| 0 31 0 0 1450 90.500 0.77 28.00 0 0 0| 0 21 0 0 1500 55.000 0.61 26.56 0 0 0| 0 40 0 0 1550 29.500 0.41 25.67 0 0 0| 15 82 +5 0 1600 13.000 14.000 0.24 25.52 13.000 13.000 0 0 10| 20 29 +9 0 1650 5.000 0.11 24.65 0 0 0| 9 58 -9 0 1700 2.000 0.05 25.52 0 0 0| 0 22 0 0 1750 1.000 0.03 27.31 0 0 0| 0 1,511 0 0 1800 0.500 0.01 33.89 0 0 0| 0 1 0 0 1900 Total 0 0 10| 44 1,795 +5 0 Indicative a-t-m Vol 29.63 Underlying Price 1574.000 Time to expiry: 57 Days Feb 10 381.500 0.95 43.47 0 0 0| 0 0 0 0 1200 286.000 0.91 38.00 0 0 0| 0 2 0 0 1300 197.000 0.83 33.95 0 0 0| 0 0 0 0 1400 156.000 0.76 32.35 0 0 0| 0 0 0 0 1450 120.000 0.68 31.22 0 0 0| 0 8 0 0 1500 88.000 0.58 29.94 0 0 0| 0 17 0 0 1550 62.500 0.47 29.29 0 0 0| 2 28 +2 0 1600 42.500 0.37 28.81 0 0 0| 5 44 0 0 1650 28.000 0.27 28.35 0 0 0| 0 0 0 0 1700 17.500 0.19 28.15 0 0 0| 0 11 0 0 1750 11.000 0.13 28.22 0 0 0| 0 9 0 0 1800 4.000 0.06 28.71 0 0 0| 0 8 0 0 1900 Total 0 0 0| 7 127 +2 0 Indicative a-t-m Vol 32.23 Underlying Price 1574.000 Time to expiry: 85 Days Mar 10 616.500 0.99 46.78 0 0 0| 0 2 0 0 960 577.000 0.99 45.71 0 0 0| 4 18 +4 0 1000 479.000 0.97 42.83 0 0 0| 0 0 0 0 1100 383.500 0.94 39.98 0 0 0| 0 5 0 0 1200 292.000 0.89 37.41 0 0 0| 0 38 0 0 1300 208.000 0.79 34.90 0 0 0| 0 7 0 0 1400 137.000 0.66 33.40 0 0 0| 0 279 0 0 1500 107.500 0.57 32.60 0 0 0| 0 0 0 0 1550 81.500 0.49 31.83 0 0 0| 10 62 +10 0 1600 61.500 0.41 31.65 0 0 0| 0 0 0 0 1650 43.500 0.32 30.62 0 0 0| 17 152 -10 0 1700 22.500 0.19 30.67 0 0 0| 0 58 0 0 1800 5.500 0.06 31.05 0 0 0| 0 0 0 0 2000 Total 0 0 0| 31 621 +4 0 Indicative a-t-m Vol 34.35 Underlying Price 1574.000 Time to expiry: 176 Days Jun 10 Equity Options 15:57 Business Day Thu 24 Dec 2009 Previous Business Day Wed 23 Dec 2009 Page 50 Calls | Block | Opening Settle Delta Vola- Daily Trade Bclear Total | Official **Open Change Exer- Exer Trans Price tility High Low Volume Volume*** Volume | Volume Int cises Price | 393.000 0.90 38.02 0 0 0| 0 4 0 0 1200 314.000 0.82 37.91 0 0 0| 0 0 0 0 1300 242.000 0.72 36.91 0 0 0| 0 20 0 0 1400 179.000 0.62 35.30 0 0 0| 0 12 0 0 1500 127.000 0.50 34.01 0 0 0| 0 53 0 0 1600 86.000 0.39 32.84 0 0 0| 0 360 0 0 1700 57.500 0.29 32.18 0 0 0| 0 35 0 0 1800 27.000 0.16 32.76 0 0 0| 5 27 +5 0 2000 Total 0 0 0| 5 511 +5 0 Indicative a-t-m Vol 35.56 Underlying Price 1574.000 Time to expiry: 267 Days Sep 10 415.000 0.84 40.62 0 0 0| 0 0 0 0 1200 273.500 0.69 37.96 0 0 0| 0 0 0 0 1400 214.500 0.61 36.60 0 0 0| 0 0 0 0 1500 163.000 0.52 35.19 0 0 0| 0 0 0 0 1600 121.500 0.43 34.18 0 0 0| 0 0 0 0 1700 91.000 0.35 33.76 0 0 0| 0 1 0 0 1800 Total 0 0 0| 0 1 0 0 Total Calls 0 0 10| 87 3,055 +16 0 | Equity Options 15:57 Business Day Thu 24 Dec 2009 Previous Business Day Wed 23 Dec 2009 Page 51 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 | Standard Chartered plc - STND OPT (SCB) Indicative a-t-m Vol 26.64 Underlying Price 1574.000 Time to expiry: 22 Days Jan 10 2.000 -0.02 56.22 0 0 0| 0 1 0 0 1200 2.500 -0.03 42.87 0 0 0| 3 210 0 0 1300 3.500 -0.07 31.85 0 0 0| 2 750 -2 0 1400 8.500 -0.13 30.68 0 0 0| 5 122 +5 0 1450 16.500 -0.24 28.72 0 0 0| 10 331 +10 0 1500 31.500 -0.40 27.46 0 0 0| 0 40 0 0 1550 55.000 -0.59 25.74 0 0 0| 0 22 0 0 1600 90.000 -0.76 25.80 0 0 0| 0 37 0 0 1650 131.500 -0.88 25.99 0 0 0| 0 0 0 0 1700 178.000 -0.94 26.39 0 0 0| 0 0 0 0 1750 226.500 -0.98 27.08 0 0 0| 0 0 0 0 1800 326.000 -1.00 29.08 0 0 0| 0 2 0 0 1900 Total 0 0 0| 20 1,515 +13 0 Indicative a-t-m Vol 30.40 Underlying Price 1574.000 Time to expiry: 57 Days Feb 10 5.000 -0.04 42.06 0 0 0| 0 0 0 0 1200 10.000 -0.09 37.47 0 0 0| 0 40 0 0 1300 21.000 21.500 -0.17 34.03 21.000 21.000 0 0 8| 3 49 +3 0 1400 31.000 -0.24 32.71 0 0 0| 0 7 0 0 1450 45.000 -0.32 31.66 0 0 0| 0 27 0 0 1500 64.500 -0.42 30.76 0 0 0| 0 1 0 0 1550 88.500 -0.53 30.01 0 0 0| 0 0 0 0 1600 118.000 -0.63 29.35 0 0 0| 0 72 0 0 1650 151.000 155.000 -0.72 29.77 151.000 151.000 0 0 2| 0 0 0 0 1700 193.500 -0.80 29.05 0 0 0| 0 0 0 0 1750 235.500 -0.87 28.50 0 0 0| 0 0 0 0 1800 328.500 -0.95 28.47 0 0 0| 0 0 0 0 1900 Total 0 0 10| 3 196 +3 0 Indicative a-t-m Vol 32.58 Underlying Price 1574.000 Time to expiry: 85 Days Mar 10 3.500 -0.02 51.83 0 0 0| 0 82 0 0 960 4.000 -0.03 49.79 0 0 0| 0 196 0 0 1000 7.500 -0.05 45.44 0 0 0| 0 69 0 0 1100 12.500 -0.08 40.67 0 0 0| 0 76 0 0 1200 25.000 -0.15 38.67 0 0 0| 0 1,241 0 0 1300 43.000 -0.25 35.53 0 0 0| 2 67 +2 0 1400 76.000 -0.39 33.74 0 0 0| 8 366 +8 0 1500 97.500 -0.47 32.78 0 0 0| 0 1 0 0 1550 125.000 -0.55 32.36 0 0 0| 0 684 0 0 1600 156.500 -0.63 32.18 0 0 0| 0 0 0 0 1650 191.500 -0.70 31.84 0 0 0| 0 2 0 0 1700 271.500 -0.82 31.68 0 0 0| 2 38 -2 0 1800 455.000 -0.94 32.91 0 0 0| 4 20 +4 0 2000 Total 0 0 0| 16 2,842 +12 0 Indicative a-t-m Vol 34.28 Underlying Price 1574.000 Time to expiry: 176 Days Jun 10 Equity Options 15:57 Business Day Thu 24 Dec 2009 Previous Business Day Wed 23 Dec 2009 Page 52 Puts | Block | Opening Settle Delta Vola- Daily Trade Bclear Total | Official **Open Change Exer- Exer Trans Price tility High Low Volume Volume*** Volume | Volume Int cises Price | 39.500 -0.15 41.27 0 0 0| 0 32 0 0 1200 58.000 -0.21 38.64 0 0 0| 0 17 0 0 1300 86.000 -0.30 36.91 0 0 0| 0 17 0 0 1400 124.000 -0.40 35.25 0 0 0| 0 28 0 0 1500 172.500 -0.50 33.93 0 0 0| 0 322 0 0 1600 232.000 -0.61 32.81 0 0 0| 0 0 0 0 1700 306.500 -0.70 32.96 0 0 0| 0 1 0 0 1800 476.500 -0.83 33.88 0 0 0| 0 1 0 0 2000 Total 0 0 0| 0 418 0 0 Indicative a-t-m Vol 35.05 Underlying Price 1574.000 Time to expiry: 267 Days Sep 10 66.500 -0.19 41.25 0 0 0| 0 11 0 0 1200 126.000 -0.32 37.80 0 0 0| 0 0 0 0 1400 165.000 -0.40 36.00 0 0 0| 0 0 0 0 1500 214.500 -0.49 34.72 0 0 0| 0 0 0 0 1600 274.500 -0.57 33.90 0 0 0| 0 0 0 0 1700 346.000 -0.65 33.91 0 0 0| 0 0 0 0 1800 Total 0 0 0| 0 11 0 0 Total Puts 0 0 10| 39 4,982 +28 0 Grand Total 0 0 20| 126 8,037 +44 0 Equity Options 15:57 Business Day Thu 24 Dec 2009 Previous Business Day Wed 23 Dec 2009 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 | Standard Life PLC - STND Opt (LFI) Indicative a-t-m Vol 29.32 Underlying Price 211.000 Time to expiry: 85 Days Mar 10 52.000 0.96 36.73 0 0 0| 0 26 0 0 160 42.000 0.94 31.57 0 0 0| 0 0 0 0 170 33.500 0.88 32.66 0 0 0| 0 25 0 0 180 25.250 0.79 32.00 0 0 0| 0 12 0 0 190 17.750 0.69 29.48 0 0 0| 0 43 0 0 200 14.750 0.62 29.89 0 0 0| 0 0 0 0 205 12.000 0.55 29.42 0 0 0| 0 61 0 0 210 9.500 0.48 28.93 0 0 0| 0 0 0 0 215 7.500 0.41 28.76 0 0 0| 4 120 +4 0 220 4.750 0.29 28.98 0 0 0| 0 0 0 0 230 2.750 0.19 29.07 0 0 0| 0 40 0 0 240 1.000 0.08 30.49 0 0 0| 0 300 0 0 260 0.500 0.04 33.08 0 0 0| 0 0 0 0 280 Total 0 0 0| 4 627 +4 0 Indicative a-t-m Vol 31.86 Underlying Price 211.000 Time to expiry: 176 Days Jun 10 35.750 0.81 35.63 0 0 0| 0 0 0 0 180 28.250 0.73 33.97 0 0 0| 0 0 0 0 190 21.500 0.64 32.66 0 0 0| 0 39 0 0 200 16.250 0.53 31.88 0 0 0| 0 23 0 0 210 12.000 0.44 31.59 0 0 0| 0 20 0 0 220 8.500 0.34 30.57 0 0 0| 0 6 0 0 230 6.000 0.26 30.49 0 0 0| 0 51 0 0 240 2.750 0.14 29.43 0 0 0| 0 12 0 0 260 1.000 0.06 28.07 0 0 0| 0 0 0 0 280 Total 0 0 0| 0 151 0 0 Indicative a-t-m Vol 34.12 Underlying Price 211.000 Time to expiry: 267 Days Sep 10 38.500 0.76 37.42 0 0 0| 0 0 0 0 180 25.500 0.61 35.04 0 0 0| 0 0 0 0 200 20.500 0.53 34.21 0 0 0| 0 0 0 0 210 16.000 0.46 33.31 0 0 0| 13 13 +13 0 220 10.250 0.32 32.91 0 0 0| 0 0 0 0 240 Total 0 0 0| 13 13 +13 0 Total Calls 0 0 0| 17 791 +17 0 | Equity Options 15:57 Business Day Thu 24 Dec 2009 Previous Business Day Wed 23 Dec 2009 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 | Standard Life PLC - STND Opt (LFI) Indicative a-t-m Vol 28.24 Underlying Price 211.000 Time to expiry: 85 Days Mar 10 1.000 -0.06 34.95 0 0 0| 0 36 0 0 160 2.250 -0.12 34.18 0 0 0| 0 0 0 0 170 3.500 -0.19 31.57 0 0 0| 0 11 0 0 180 6.000 -0.29 30.02 0 0 0| 0 65 0 0 190 9.500 -0.42 28.91 0 0 0| 0 59 0 0 200 11.750 -0.49 28.19 0 0 0| 0 0 0 0 205 14.750 -0.56 28.26 0 0 0| 0 54 0 0 210 18.000 -0.63 28.19 0 0 0| 0 0 0 0 215 21.250 -0.69 27.78 0 0 0| 0 103 0 0 220 29.500 -0.79 28.70 0 0 0| 0 5 0 0 230 38.500 -0.85 30.24 0 0 0| 0 5 0 0 240 57.750 -0.91 35.94 0 0 0| 0 0 0 0 260 78.000 -0.91 45.21 0 0 0| 0 20 0 0 280 Total 0 0 0| 0 358 0 0 Indicative a-t-m Vol 31.16 Underlying Price 211.000 Time to expiry: 176 Days Jun 10 8.750 -0.26 34.28 0 0 0| 0 43 0 0 180 11.750 -0.34 32.90 0 0 0| 0 32 0 0 190 16.000 -0.42 31.94 0 0 0| 0 104 0 0 200 21.000 -0.51 31.25 0 0 0| 0 0 0 0 210 27.000 -0.60 30.37 0 0 0| 0 0 0 0 220 34.250 -0.68 30.83 0 0 0| 0 1 0 0 230 42.000 -0.75 30.68 0 0 0| 0 0 0 0 240 59.500 -0.85 31.48 0 0 0| 0 0 0 0 260 78.000 -0.90 33.05 0 0 0| 0 0 0 0 280 Total 0 0 0| 0 180 0 0 Indicative a-t-m Vol 32.93 Underlying Price 211.000 Time to expiry: 267 Days Sep 10 14.250 -0.31 35.43 0 0 0| 0 10 0 0 180 22.750 -0.44 33.57 0 0 0| 0 20 0 0 200 28.000 -0.51 32.99 0 0 0| 0 0 0 0 210 34.250 -0.58 32.37 0 0 0| 0 0 0 0 220 48.500 -0.70 31.88 0 0 0| 0 0 0 0 240 Total 0 0 0| 0 30 0 0 Total Puts 0 0 0| 0 568 0 0 Grand Total 0 0 0| 17 1,359 +17 0 Equity Options 15:57 Business Day Thu 24 Dec 2009 Previous Business Day Wed 23 Dec 2009 Page 55 Calls | Block | Opening Settle Delta Vola- Daily Trade Bclear Total | Official **Open Change Exer- Exer Trans Price tility High Low Volume Volume*** Volume | Volume Int cises Price | Tate & Lyle (TAT) Indicative a-t-m Vol 24.29 Underlying Price 428.700 Time to expiry: 85 Days Mar 10 189.250 1.00 47.15 0 0 0| 0 0 0 0 240 149.250 1.00 31.90 0 0 0| 0 0 0 0 280 129.250 1.00 2.01 0 0 0| 0 0 0 0 300 109.750 0.98 30.92 0 0 0| 0 0 0 0 320 94.250 89.500 0.99 19.75 94.250 S 94.250 S 0 0 2| 0 2 0 0 340 70.000 0.96 21.15 0 0 0| 0 8 0 0 360 52.500 0.88 22.75 0 0 0| 0 14 0 0 380 37.750 0.75 24.37 0 0 0| 0 4 0 0 400 25.250 0.60 24.43 0 0 0| 0 1 0 0 420 20.000 0.52 24.25 0 0 0| 0 0 0 0 430 15.250 0.44 23.81 0 0 0| 0 34 0 0 440 8.750 0.29 23.71 0 0 0| 0 38 0 0 460 4.500 0.18 23.66 0 0 0| 0 43 0 0 480 CAB 0.01 15.22 0 0 0| 0 13 0 0 520 CAB 0.00 7.41 0 0 0| 0 0 0 0 560 Total 0 0 2| 0 157 0 0 Indicative a-t-m Vol 27.67 Underlying Price 428.700 Time to expiry: 176 Days Jun 10 79.500 0.83 30.77 0 0 0| 0 0 0 0 360 63.750 0.76 29.45 0 0 0| 0 0 0 0 380 49.750 0.68 28.26 0 0 0| 0 0 0 0 400 38.000 0.59 27.72 0 0 0| 0 1 0 0 420 29.000 28.500 0.49 27.58 29.000 28.500 0 0 15| 0 13 0 0 440 20.500 0.40 27.01 0 0 0| 0 0 0 0 460 14.500 14.500 0.31 26.73 14.500 14.500 0 0 3| 0 68 0 0 480 6.750 0.17 26.46 0 0 0| 0 2 0 0 520 2.750 0.09 25.90 0 0 0| 0 17 0 0 560 Total 0 0 18| 0 101 0 0 Indicative a-t-m Vol 29.96 Underlying Price 428.700 Time to expiry: 267 Days Sep 10 82.250 0.81 31.84 0 0 0| 0 0 0 0 360 55.500 0.67 30.88 0 0 0| 0 0 0 0 400 44.000 0.59 30.16 0 0 0| 0 0 0 0 420 34.500 0.50 29.66 0 0 0| 0 0 0 0 440 27.000 0.43 29.59 0 0 0| 0 0 0 0 460 20.500 0.35 29.17 0 0 0| 0 6 0 0 480 Total 0 0 0| 0 6 0 0 Total Calls 0 0 20| 0 264 0 0 | Equity Options 15:57 Business Day Thu 24 Dec 2009 Previous Business Day Wed 23 Dec 2009 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 | Tate & Lyle (TAT) Indicative a-t-m Vol 25.19 Underlying Price 428.700 Time to expiry: 85 Days Mar 10 CAB 0.00 41.75 0 0 0| 0 0 0 0 240 0.250 -0.01 37.78 0 0 0| 0 3 0 0 280 0.500 -0.01 35.45 0 0 0| 0 2 0 0 300 0.750 -0.03 33.16 0 0 0| 0 4 0 0 320 1.500 -0.05 31.56 0 0 0| 0 18 0 0 340 2.500 -0.09 27.99 0 0 0| 0 16 0 0 360 5.250 -0.16 27.71 0 0 0| 2 17 +2 0 380 9.500 -0.27 26.37 0 0 0| 0 26 0 0 400 16.500 -0.40 25.47 0 0 0| 0 5 0 0 420 21.250 -0.48 25.12 0 0 0| 0 0 0 0 430 26.250 -0.56 24.49 0 0 0| 0 19 0 0 440 39.500 -0.70 24.15 0 0 0| 0 0 0 0 460 53.750 55.250 -0.82 23.85 53.750 S 53.750 S 0 0 2| 0 16 0 0 480 92.250 -0.94 25.28 0 0 0| 0 0 0 0 520 131.500 -0.98 27.64 0 0 0| 0 0 0 0 560 Total 0 0 2| 2 126 +2 0 Indicative a-t-m Vol 28.15 Underlying Price 428.700 Time to expiry: 176 Days Jun 10 9.500 -0.17 30.84 0 0 0| 0 44 0 0 360 14.000 -0.24 29.78 0 0 0| 0 4 0 0 380 20.250 -0.32 28.78 0 0 0| 0 12 0 0 400 27.000 28.500 -0.41 28.29 27.000 27.000 0 0 5| 0 16 0 0 420 38.750 -0.51 27.94 0 0 0| 0 0 0 0 440 50.750 -0.60 27.52 0 0 0| 0 7 0 0 460 65.000 -0.69 27.37 0 0 0| 0 6 0 0 480 97.250 -0.83 27.07 0 0 0| 0 0 0 0 520 133.250 -0.92 26.83 0 0 0| 0 0 0 0 560 Total 0 0 5| 0 89 0 0 Indicative a-t-m Vol 29.75 Underlying Price 428.700 Time to expiry: 267 Days Sep 10 19.750 -0.26 31.48 0 0 0| 0 0 0 0 360 35.500 -0.40 30.45 0 0 0| 0 0 0 0 400 45.500 -0.47 30.06 0 0 0| 0 3 0 0 420 56.500 -0.55 29.28 0 0 0| 0 0 0 0 440 69.500 -0.62 29.03 0 0 0| 0 0 0 0 460 84.000 -0.68 28.99 0 0 0| 0 0 0 0 480 Total 0 0 0| 0 3 0 0 Total Puts 0 0 7| 2 218 +2 0 Grand Total 0 0 27| 2 482 +2 0 Equity Options 15:57 Business Day Thu 24 Dec 2009 Previous Business Day Wed 23 Dec 2009 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 | Taylor Wimpey PLC - STND OPT (TWP) Indicative a-t-m Vol 49.81 Underlying Price 37.050 Time to expiry: 85 Days Mar 10 13.500 0.94 63.57 0 0 0| 0 40 0 0 24 9.750 0.87 58.35 0 0 0| 0 0 0 0 28 6.500 0.76 52.29 0 0 0| 0 0 0 0 32 5.250 0.68 51.58 0 0 0| 0 0 0 0 34 4.000 0.60 49.92 0 0 0| 0 0 0 0 36 3.250 0.51 49.70 0 0 0| 0 0 0 0 38 2.250 0.42 48.64 0 0 0| 0 14 0 0 40 1.250 0.28 49.07 0 0 0| 0 0 0 0 44 0.750 0.17 50.00 0 0 0| 0 80 0 0 48 0.250 0.06 51.62 0 0 0| 0 0 0 0 56 0.250 0.04 52.47 0 0 0| 0 0 0 0 60 CAB 0.03 54.60 0 0 0| 0 0 0 0 64 CAB 0.01 61.40 0 0 0| 0 0 0 0 80 Total 0 0 0| 0 134 0 0 Indicative a-t-m Vol 49.88 Underlying Price 37.050 Time to expiry: 176 Days Jun 10 14.250 0.89 61.73 0 0 0| 0 0 0 0 24 11.000 0.82 57.32 0 0 0| 0 0 0 0 28 8.000 0.73 51.71 0 0 0| 0 5 0 0 32 5.750 0.61 50.11 0 0 0| 0 0 0 0 36 4.000 0.48 49.18 0 0 0| 0 5 0 0 40 2.750 0.38 49.67 0 0 0| 0 100 0 0 44 2.000 0.28 49.12 0 0 0| 0 0 0 0 48 1.000 0.15 55.23 0 0 0| 0 0 0 0 60 Total 0 0 0| 0 110 0 0 Total Calls 0 0 0| 0 244 0 0 | Equity Options 15:57 Business Day Thu 24 Dec 2009 Previous Business Day Wed 23 Dec 2009 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 | Taylor Wimpey PLC - STND OPT (TWP) Indicative a-t-m Vol 50.79 Underlying Price 37.050 Time to expiry: 85 Days Mar 10 0.250 -0.05 61.13 0 0 0| 0 10 0 0 24 0.750 -0.13 58.75 0 0 0| 0 4 0 0 28 1.750 -0.24 54.51 0 0 0| 0 0 0 0 32 2.250 -0.32 52.38 0 0 0| 0 0 0 0 34 3.000 -0.40 50.39 0 0 0| 0 0 0 0 36 4.250 -0.49 51.19 0 0 0| 0 0 0 0 38 5.500 -0.57 50.89 0 0 0| 0 0 0 0 40 8.250 -0.72 50.26 0 0 0| 0 0 0 0 44 11.750 -0.82 50.79 0 0 0| 0 30 0 0 48 19.250 -0.93 52.91 0 0 0| 0 40 0 0 56 23.000 -0.96 55.64 0 0 0| 0 0 0 0 60 27.000 -0.97 57.23 0 0 0| 0 0 0 0 64 43.000 -0.99 65.93 0 0 0| 0 0 0 0 80 Total 0 0 0| 0 84 0 0 Indicative a-t-m Vol 43.72 Underlying Price 37.050 Time to expiry: 176 Days Jun 10 1.000 -0.11 63.75 0 0 0| 0 0 0 0 24 1.250 -0.16 49.90 0 0 0| 0 0 0 0 28 2.000 -0.26 43.58 0 0 0| 0 0 0 0 32 3.750 -0.40 43.67 0 0 0| 0 0 0 0 36 6.250 -0.54 43.89 0 0 0| 0 10 0 0 40 9.000 -0.65 44.23 0 0 0| 0 100 0 0 44 12.250 -0.75 44.16 0 0 0| 0 0 0 0 48 23.250 -0.92 44.62 0 0 0| 0 0 0 0 60 Total 0 0 0| 0 110 0 0 Total Puts 0 0 0| 0 194 0 0 Grand Total 0 0 0| 0 438 0 0 Equity Options 15:57 Business Day Thu 24 Dec 2009 Previous Business Day Wed 23 Dec 2009 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 | Tesco plc STND OPT (TCO) Indicative a-t-m Vol 15.89 Underlying Price 426.950 Time to expiry: 22 Days Jan 10 87.250 0.99 38.77 0 0 0| 0 0 0 0 340 67.250 0.99 30.71 0 0 0| 0 0 0 0 360 57.250 0.99 26.17 0 0 0| 0 0 0 0 370 47.250 0.99 21.78 0 0 0| 0 25 0 0 380 37.250 0.98 17.49 0 0 0| 0 0 0 0 390 27.500 0.95 16.30 0 0 0| 0 8 0 0 400 16.750 18.750 0.84 16.80 16.750 16.750 0 0 5| 0 114 0 0 410 11.000 0.67 16.26 0 0 0| 25 767 0 0 420 5.250 0.44 15.64 0 0 0| 0 114 0 0 430 2.250 0.23 15.56 0 0 0| 0 105 0 0 440 0.500 0.06 18.48 0 0 0| 0 30 0 0 460 0.500 0.04 26.51 0 0 0| 0 0 0 0 480 Total 0 0 5| 25 1,163 0 0 Indicative a-t-m Vol 17.67 Underlying Price 426.950 Time to expiry: 57 Days Feb 10 67.500 0.98 20.81 0 0 0| 0 0 0 0 360 48.750 0.93 21.05 0 0 0| 0 0 0 0 380 30.500 0.82 18.74 0 0 0| 0 10 0 0 400 22.750 0.73 18.10 0 0 0| 0 207 0 0 410 16.250 0.61 18.17 0 0 0| 0 86 0 0 420 8.750 10.500 0.48 17.34 10.000 8.750 0 0 24| 0 25 0 0 430 4.500 6.500 0.35 17.15 6.000 4.500 0 0 20| 0 60 0 0 440 2.250 0.15 17.00 0 0 0| 60 650 +60 0 460 0.500 0.04 16.61 0 0 0| 0 0 0 0 480 Total 0 0 44| 60 1,038 +60 0 Indicative a-t-m Vol 18.79 Underlying Price 426.950 Time to expiry: 85 Days Mar 10 147.250 147.750 0.99 38.41 147.250 S 147.250 S 0 0 2| 0 0 0 0 280 127.750 0.99 32.01 0 0 0| 0 1 0 0 300 107.750 0.99 25.52 0 0 0| 0 0 0 0 320 88.250 0.97 25.87 0 0 0| 0 2 0 0 340 69.000 0.94 23.38 0 0 0| 0 20 0 0 360 50.500 0.88 21.98 0 0 0| 0 219 0 0 380 33.500 0.77 19.79 0 0 0| 0 531 0 0 400 26.000 0.69 19.37 0 0 0| 0 0 0 0 410 19.750 0.60 19.08 0 0 0| 0 2,231 0 0 420 14.250 0.50 18.60 0 0 0| 0 0 0 0 430 8.000 10.000 0.39 18.32 8.000 8.000 0 0 8| 0 2,895 0 0 440 3.750 4.250 0.21 17.67 3.750 3.500 S 0 0 8| 0 695 0 0 460 1.500 0.09 17.57 0 0 0| 0 82 0 0 480 Total 0 0 18| 0 6,676 0 0 Indicative a-t-m Vol 20.57 Underlying Price 426.950 Time to expiry: 176 Days Jun 10 187.750 1.00 37.77 0 0 0| 0 0 0 0 240 148.000 0.99 31.14 0 0 0| 0 0 0 0 280 Equity Options 15:57 Business Day Thu 24 Dec 2009 Previous Business Day Wed 23 Dec 2009 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 | 109.000 0.96 28.22 0 0 0| 0 0 0 0 320 89.250 0.95 24.03 0 0 0| 0 0 0 0 340 71.500 0.89 24.16 0 0 0| 0 116 0 0 360 54.000 0.82 22.53 0 0 0| 0 67 0 0 380 38.750 0.71 21.28 0 0 0| 0 885 0 0 400 26.250 0.58 20.78 0 0 0| 0 185 0 0 420 16.500 0.43 20.08 0 0 0| 25 2,232 0 0 440 9.750 0.30 19.65 0 0 0| 0 3,430 0 0 460 5.500 0.19 19.42 0 0 0| 0 289 0 0 480 Total 0 0 0| 25 7,204 0 0 Indicative a-t-m Vol 21.43 Underlying Price 426.950 Time to expiry: 267 Days Sep 10 109.500 0.95 26.21 0 0 0| 0 0 0 0 320 74.000 0.85 24.44 0 0 0| 0 0 0 0 360 58.250 0.77 23.37 0 0 0| 0 18 0 0 380 43.750 0.67 22.25 0 0 0| 0 43 0 0 400 32.000 0.56 21.60 0 0 0| 0 11 0 0 420 22.500 0.45 21.02 0 0 0| 0 55 0 0 440 15.250 0.34 20.47 0 0 0| 0 25 0 0 460 10.000 0.25 20.16 0 0 0| 25 58 +25 0 480 Total 0 0 0| 25 210 +25 0 Indicative a-t-m Vol 21.99 Underlying Price 426.950 Time to expiry: 358 Days Dec 10 187.750 1.00 28.35 0 0 0| 0 0 0 0 240 148.000 0.99 24.66 0 0 0| 0 0 0 0 280 110.500 0.93 26.35 0 0 0| 0 3 0 0 320 76.500 0.82 24.61 0 0 0| 0 25 0 0 360 48.250 0.65 23.06 0 0 0| 0 1,201 0 0 400 36.500 0.56 22.15 0 0 0| 45 47 +45 0 420 27.250 0.46 21.62 0 0 0| 0 207 0 0 440 14.250 0.29 20.93 0 0 0| 0 105 0 0 480 3.000 0.09 20.08 0 0 0| 0 0 0 0 560 Total 0 0 0| 45 1,588 +45 0 Indicative a-t-m Vol 24.79 Underlying Price 426.950 Time to expiry: 540 Days Jun 11 115.750 0.87 29.00 0 0 0| 0 0 0 0 320 85.000 0.76 27.09 0 0 0| 0 0 0 0 360 60.750 0.63 26.25 0 0 0| 0 0 0 0 400 39.000 0.50 24.00 0 0 0| 0 0 0 0 440 20.250 0.34 20.85 0 0 0| 0 0 0 0 480 Total 0 0 0| 0 0 0 0 Indicative a-t-m Vol 22.71 Underlying Price 426.950 Time to expiry: 722 Days Dec 11 158.000 0.88 37.00 0 0 0| 0 3 0 0 280 119.250 0.84 29.00 0 0 0| 0 0 0 0 320 87.000 0.75 25.21 0 0 0| 0 0 0 0 360 62.500 0.63 24.04 0 0 0| 0 0 0 0 400 41.000 0.50 22.00 0 0 0| 0 0 0 0 440 Equity Options 15:57 Business Day Thu 24 Dec 2009 Previous Business Day Wed 23 Dec 2009 Page 61 Calls | Block | Opening Settle Delta Vola- Daily Trade Bclear Total | Official **Open Change Exer- Exer Trans Price tility High Low Volume Volume*** Volume | Volume Int cises Price | 26.250 0.38 21.14 0 0 0| 0 0 0 0 480 Total 0 0 0| 0 3 0 0 Indicative a-t-m Vol 22.71 Underlying Price 426.950 Time to expiry: 1093 Days Dec 12 95.000 0.74 25.21 0 0 0| 0 0 0 0 360 72.250 0.64 24.04 0 0 0| 0 0 0 0 400 50.750 0.53 22.00 0 0 0| 0 0 0 0 440 Total 0 0 0| 0 0 0 0 Total Calls 0 0 67| 180 17,882 +130 0 | Thomson Reuters Plc - STND OPT (RUT) Indicative a-t-m Vol 31.50 Underlying Price 2001.100 Time to expiry: 85 Days Mar 10 605.500 0.98 41.00 0 0 0| 0 0 0 0 1400 509.500 0.96 40.00 0 0 0| 0 0 0 0 1500 414.500 0.92 37.00 0 0 0| 0 0 0 0 1600 325.500 0.86 35.00 0 0 0| 0 0 0 0 1700 245.500 0.77 34.00 0 0 0| 0 0 0 0 1800 117.500 0.53 31.50 0 0 0| 0 1 0 0 2000 Total 0 0 0| 0 1 0 0 Total Calls 0 0 0| 0 1 0 0 | Equity Options 15:57 Business Day Thu 24 Dec 2009 Previous Business Day Wed 23 Dec 2009 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 | Tesco plc STND OPT (TCO) Indicative a-t-m Vol 17.62 Underlying Price 426.950 Time to expiry: 22 Days Jan 10 CAB 0.00 24.72 0 0 0| 0 0 0 0 340 CAB 0.00 22.27 0 0 0| 0 2 0 0 360 CAB 0.00 21.75 0 0 0| 0 5 0 0 370 CAB -0.01 20.90 0 0 0| 0 25 0 0 380 0.250 -0.03 19.93 0 0 0| 0 97 0 0 390 0.750 -0.08 19.14 0 0 0| 0 403 0 0 400 1.750 -0.17 17.79 0 0 0| 0 156 0 0 410 6.500 4.500 -0.34 17.67 6.500 6.500 0 0 3| 0 126 0 0 420 9.000 -0.55 17.58 0 0 0| 0 12 0 0 430 16.000 -0.74 18.00 0 0 0| 0 50 0 0 440 34.000 -0.91 21.92 0 0 0| 0 145 0 0 460 53.000 -0.99 20.85 0 0 0| 0 0 0 0 480 Total 0 0 3| 0 1,021 0 0 Indicative a-t-m Vol 18.41 Underlying Price 426.950 Time to expiry: 57 Days Feb 10 0.500 -0.03 24.27 0 0 0| 0 0 0 0 360 1.250 -0.08 21.32 0 0 0| 0 0 0 0 380 3.500 -0.19 19.69 0 0 0| 0 218 0 0 400 5.750 -0.28 19.04 0 0 0| 0 116 0 0 410 9.250 -0.39 18.66 0 0 0| 50 108 +25 0 420 13.750 -0.52 18.24 0 0 0| 0 5 0 0 430 19.500 -0.65 17.88 0 0 0| 0 0 0 0 440 35.500 -0.84 18.58 0 0 0| 0 0 0 0 460 53.500 -0.96 17.54 0 0 0| 0 0 0 0 480 Total 0 0 0| 50 447 +25 0 Indicative a-t-m Vol 19.71 Underlying Price 426.950 Time to expiry: 85 Days Mar 10 0.250 -0.01 38.35 0 0 0| 0 105 0 0 280 0.250 -0.01 33.88 0 0 0| 0 647 0 0 300 0.500 -0.02 30.13 0 0 0| 0 97 0 0 320 0.750 -0.03 27.02 0 0 0| 0 7,001 0 0 340 1.500 -0.07 24.57 0 0 0| 0 516 0 0 360 3.000 -0.13 22.41 0 0 0| 0 317 0 0 380 7.250 6.500 -0.24 21.01 7.250 6.750 S 0 0 22| 20 698 +20 0 400 9.250 -0.32 20.55 0 0 0| 0 0 0 0 410 12.750 -0.41 19.99 0 0 0| 0 17 0 0 420 17.500 -0.50 19.53 0 0 0| 0 0 0 0 430 22.750 -0.61 18.75 0 0 0| 0 30 0 0 440 37.250 -0.78 18.85 0 0 0| 0 0 0 0 460 56.750 54.250 -0.90 18.49 56.750 S 56.750 S 0 0 2| 0 0 0 0 480 Total 0 0 24| 20 9,428 +20 0 Indicative a-t-m Vol 21.02 Underlying Price 426.950 Time to expiry: 176 Days Jun 10 CAB 0.00 31.57 0 0 0| 0 0 0 0 240 0.750 -0.02 30.43 0 0 0| 0 256 0 0 280 2.250 -0.06 27.07 0 0 0| 0 194 0 0 320 Equity Options 15:57 Business Day Thu 24 Dec 2009 Previous Business Day Wed 23 Dec 2009 Page 63 Puts | Block | Opening Settle Delta Vola- Daily Trade Bclear Total | Official **Open Change Exer- Exer Trans Price tility High Low Volume Volume*** Volume | Volume Int cises Price | 4.000 -0.10 26.03 0 0 0| 0 150 0 0 340 6.750 -0.16 24.63 0 0 0| 0 351 0 0 360 9.750 10.250 -0.24 23.09 9.750 9.750 0 0 20| 0 3,590 0 0 380 16.500 -0.35 22.10 0 0 0| 5 1,045 0 0 400 24.750 -0.47 21.28 0 0 0| 0 139 0 0 420 35.750 -0.60 20.39 0 0 0| 0 135 0 0 440 49.500 -0.72 20.12 0 0 0| 0 0 0 0 460 66.000 -0.81 20.52 0 0 0| 0 1 0 0 480 Total 0 0 20| 5 5,861 0 0 Indicative a-t-m Vol 21.77 Underlying Price 426.950 Time to expiry: 267 Days Sep 10 4.500 -0.09 26.55 0 0 0| 0 948 0 0 320 10.750 -0.20 24.59 0 0 0| 0 215 0 0 360 16.500 16.000 -0.27 23.68 16.500 16.500 0 0 20| 0 205 0 0 380 22.250 -0.36 22.71 0 0 0| 0 214 0 0 400 31.000 -0.46 21.96 0 0 0| 0 65 0 0 420 41.750 -0.56 21.31 0 0 0| 0 2 0 0 440 54.750 -0.66 20.96 0 0 0| 0 0 0 0 460 69.750 -0.75 20.81 0 0 0| 0 2 0 0 480 Total 0 0 20| 0 1,651 0 0 Indicative a-t-m Vol 22.41 Underlying Price 426.950 Time to expiry: 358 Days Dec 10 1.250 -0.02 30.90 0 0 0| 0 30 0 0 240 3.250 -0.06 28.45 0 0 0| 0 25 0 0 280 7.750 -0.13 26.71 0 0 0| 4 224 +4 0 320 15.750 -0.23 24.83 0 0 0| 0 120 0 0 360 29.000 -0.38 23.26 0 0 0| 0 1,400 0 0 400 38.000 -0.47 22.50 0 0 0| 0 0 0 0 420 49.250 -0.55 22.22 0 0 0| 0 35 0 0 440 76.250 -0.71 21.49 0 0 0| 0 0 0 0 480 145.250 -0.90 21.68 0 0 0| 0 25 0 0 560 Total 0 0 0| 4 1,859 +4 0 Indicative a-t-m Vol 26.05 Underlying Price 426.950 Time to expiry: 540 Days Jun 11 15.500 -0.18 27.67 0 0 0| 0 0 0 0 320 28.750 -0.28 27.74 0 0 0| 0 0 0 0 360 47.750 -0.39 28.00 0 0 0| 0 0 0 0 400 64.750 -0.52 25.00 0 0 0| 0 0 0 0 440 88.750 -0.65 23.31 0 0 0| 0 0 0 0 480 Total 0 0 0| 0 0 0 0 Indicative a-t-m Vol 29.54 Underlying Price 426.950 Time to expiry: 722 Days Dec 11 11.500 -0.12 28.64 0 0 0| 0 0 0 0 280 18.750 -0.19 26.69 0 0 0| 0 0 0 0 320 31.000 -0.28 25.49 0 0 0| 0 750 0 0 360 56.500 -0.38 29.00 0 0 0| 0 0 0 0 400 81.500 -0.47 29.83 0 0 0| 0 0 0 0 440 93.500 -0.61 23.43 0 0 0| 0 0 0 0 480 Total 0 0 0| 0 750 0 0 Equity Options 15:57 Business Day Thu 24 Dec 2009 Previous Business Day Wed 23 Dec 2009 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 | Indicative a-t-m Vol 29.54 Underlying Price 426.950 Time to expiry: 1093 Days Dec 12 40.500 -0.29 25.49 0 0 0| 0 0 0 0 360 68.500 -0.37 29.00 0 0 0| 0 0 0 0 400 93.500 -0.44 29.83 0 0 0| 0 0 0 0 440 Total 0 0 0| 0 0 0 0 Total Puts 0 0 67| 79 21,017 +49 0 Grand Total 0 0 134| 259 38,899 +179 0 Thomson Reuters Plc - STND OPT (RUT) Indicative a-t-m Vol 31.50 Underlying Price 2001.100 Time to expiry: 85 Days Mar 10 5.000 -0.03 41.00 0 0 0| 0 0 0 0 1400 11.000 -0.06 40.00 0 0 0| 0 0 0 0 1500 17.500 -0.10 37.00 0 0 0| 0 0 0 0 1600 30.000 -0.16 35.00 0 0 0| 0 0 0 0 1700 52.000 -0.25 34.00 0 0 0| 0 0 0 0 1800 127.500 -0.48 31.50 0 0 0| 0 0 0 0 2000 Total 0 0 0| 0 0 0 0 Total Puts 0 0 0| 0 0 0 0 Grand Total 0 0 134| 259 38,900 +179 0 Equity Options 15:57 Business Day Thu 24 Dec 2009 Previous Business Day Wed 23 Dec 2009 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 | Tomkins plc STND OPT (TMK) Indicative a-t-m Vol 34.46 Underlying Price 197.000 Time to expiry: 85 Days Mar 10 77.500 0.98 51.75 0 0 0| 0 0 0 0 120 67.500 0.98 43.89 0 0 0| 0 0 0 0 130 57.750 0.97 40.21 0 0 0| 6 6 +6 0 140 48.250 0.94 37.58 0 0 0| 0 0 0 0 150 39.000 0.90 36.14 0 0 0| 0 16 0 0 160 30.750 0.83 35.39 0 0 0| 0 20 0 0 170 23.500 0.73 36.01 0 0 0| 0 25 0 0 180 17.000 0.62 34.85 0 0 0| 3 28 -3 0 190 14.500 0.56 34.70 0 0 0| 0 0 0 0 195 11.750 0.50 34.09 0 0 0| 6 210 +6 0 200 9.750 0.44 33.87 0 0 0| 0 0 0 0 205 7.750 0.38 33.09 0 0 0| 2 240 0 0 210 5.500 0.29 34.49 0 0 0| 12 111 +12 0 220 Total 0 0 0| 29 656 +21 0 Indicative a-t-m Vol 38.07 Underlying Price 197.000 Time to expiry: 176 Days Jun 10 58.750 0.94 38.21 0 0 0| 0 0 0 0 140 50.750 0.88 40.66 0 0 0| 0 0 0 0 150 43.000 0.82 41.21 0 0 0| 0 0 0 0 160 36.250 0.76 41.42 0 0 0| 0 30 0 0 170 29.250 0.69 39.50 0 0 0| 0 21 0 0 180 23.250 0.61 38.68 0 0 0| 0 33 0 0 190 18.250 0.53 37.81 0 0 0| 0 20 0 0 200 13.750 0.44 36.45 0 0 0| 0 19 0 0 210 10.250 0.36 35.85 0 0 0| 0 20 0 0 220 Total 0 0 0| 0 143 0 0 Indicative a-t-m Vol 39.74 Underlying Price 197.000 Time to expiry: 267 Days Sep 10 47.750 0.77 44.65 0 0 0| 0 0 0 0 160 34.250 0.66 41.69 0 0 0| 0 0 0 0 180 28.500 0.60 40.30 0 0 0| 0 0 0 0 190 23.750 0.54 39.51 0 0 0| 0 0 0 0 200 19.250 0.48 38.41 0 0 0| 0 0 0 0 210 15.750 0.41 37.89 0 0 0| 0 0 0 0 220 Total 0 0 0| 0 0 0 0 Total Calls 0 0 0| 29 799 +21 0 | Equity Options 15:57 Business Day Thu 24 Dec 2009 Previous Business Day Wed 23 Dec 2009 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 | Tomkins plc STND OPT (TMK) Indicative a-t-m Vol 34.21 Underlying Price 197.000 Time to expiry: 85 Days Mar 10 CAB 0.00 39.14 0 0 0| 0 0 0 0 120 0.250 -0.01 40.76 0 0 0| 0 0 0 0 130 0.500 -0.03 41.01 0 0 0| 0 1 0 0 140 1.250 -0.07 40.37 0 0 0| 0 25 0 0 150 2.250 -0.12 39.35 0 0 0| 0 38 0 0 160 4.000 -0.18 38.14 0 0 0| 0 6 0 0 170 6.250 -0.27 36.05 0 0 0| 0 12 0 0 180 10.000 -0.38 35.58 0 0 0| 0 28 0 0 190 12.000 -0.44 34.45 0 0 0| 0 0 0 0 195 14.500 -0.50 33.85 0 0 0| 0 8 0 0 200 17.250 -0.56 33.62 0 0 0| 0 0 0 0 205 20.250 -0.62 32.85 0 0 0| 0 0 0 0 210 27.250 -0.73 32.22 0 0 0| 0 0 0 0 220 Total 0 0 0| 0 118 0 0 Indicative a-t-m Vol 32.61 Underlying Price 197.000 Time to expiry: 176 Days Jun 10 3.000 -0.10 41.41 0 0 0| 0 0 0 0 140 4.500 -0.15 40.08 0 0 0| 0 0 0 0 150 6.500 -0.20 38.54 0 0 0| 0 29 0 0 160 9.250 -0.26 37.10 0 0 0| 0 8 0 0 170 12.250 -0.34 35.31 0 0 0| 0 1 0 0 180 16.250 -0.42 34.06 0 0 0| 0 0 0 0 190 20.750 -0.51 31.99 0 0 0| 0 0 0 0 200 26.750 -0.60 31.37 0 0 0| 0 0 0 0 210 33.250 -0.70 29.60 0 0 0| 0 0 0 0 220 Total 0 0 0| 0 38 0 0 Indicative a-t-m Vol 34.99 Underlying Price 197.000 Time to expiry: 267 Days Sep 10 10.000 -0.23 38.88 0 0 0| 0 0 0 0 160 16.750 -0.35 36.69 0 0 0| 0 0 0 0 180 21.250 -0.41 35.77 0 0 0| 0 0 0 0 190 26.250 -0.48 34.66 0 0 0| 0 0 0 0 200 31.750 -0.55 33.43 0 0 0| 0 0 0 0 210 38.250 -0.62 32.84 0 0 0| 0 0 0 0 220 Total 0 0 0| 0 0 0 0 Total Puts 0 0 0| 0 156 0 0 Grand Total 0 0 0| 29 955 +21 0 Equity Options 15:57 Business Day Thu 24 Dec 2009 Previous Business Day Wed 23 Dec 2009 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 | Tullow Oil PLC - STND OPT (TLO) Indicative a-t-m Vol 38.05 Underlying Price 1298.000 Time to expiry: 85 Days Mar 10 579.500 1.00 28.83 0 0 0| 0 0 0 0 720 499.500 1.00 35.27 0 0 0| 0 0 0 0 800 460.000 0.99 37.24 0 0 0| 0 0 0 0 840 421.000 0.99 38.60 0 0 0| 0 0 0 0 880 382.500 0.97 39.49 0 0 0| 0 0 0 0 920 346.000 0.95 41.08 0 0 0| 0 5 0 0 960 309.500 0.92 40.52 0 0 0| 0 5 0 0 1000 225.000 0.83 39.97 0 0 0| 0 2 0 0 1100 152.500 0.70 38.96 0 0 0| 0 160 0 0 1200 121.500 0.62 38.40 0 0 0| 0 0 0 0 1250 95.500 0.54 38.03 0 0 0| 0 186 0 0 1300 73.500 0.45 37.61 0 0 0| 0 0 0 0 1350 55.000 0.38 37.21 0 0 0| 1 459 +1 0 1400 29.500 0.24 36.63 0 0 0| 0 2 0 0 1500 14.500 0.14 36.27 0 0 0| 0 22 0 0 1600 Total 0 0 0| 1 841 +1 0 Indicative a-t-m Vol 38.81 Underlying Price 1298.000 Time to expiry: 176 Days Jun 10 364.000 0.88 42.20 0 0 0| 0 0 0 0 960 332.000 0.85 42.00 0 0 0| 0 2 0 0 1000 256.000 0.77 40.61 0 0 0| 0 0 0 0 1100 191.500 0.67 39.52 0 0 0| 0 5 0 0 1200 138.500 0.55 38.80 0 0 0| 0 0 0 0 1300 96.500 0.44 37.87 0 0 0| 0 2 0 0 1400 43.000 0.25 36.92 0 0 0| 0 0 0 0 1600 Total 0 0 0| 0 9 0 0 Indicative a-t-m Vol 38.65 Underlying Price 1298.000 Time to expiry: 267 Days Sep 10 354.500 0.82 41.83 0 0 0| 0 0 0 0 1000 284.500 0.75 40.62 0 0 0| 0 0 0 0 1100 222.500 0.66 39.54 0 0 0| 0 0 0 0 1200 171.000 0.57 38.63 0 0 0| 0 0 0 0 1300 129.000 0.48 37.98 0 0 0| 0 0 0 0 1400 71.500 0.31 37.26 0 0 0| 0 0 0 0 1600 Total 0 0 0| 0 0 0 0 Total Calls 0 0 0| 1 850 +1 0 | Equity Options 15:57 Business Day Thu 24 Dec 2009 Previous Business Day Wed 23 Dec 2009 Page 68 Puts | Block | Opening Settle Delta Vola- Daily Trade Bclear Total | Official **Open Change Exer- Exer Trans Price tility High Low Volume Volume*** Volume | Volume Int cises Price | Tullow Oil PLC - STND OPT (TLO) Indicative a-t-m Vol 38.40 Underlying Price 1298.000 Time to expiry: 85 Days Mar 10 CAB 0.00 39.39 0 0 0| 0 0 0 0 720 0.500 -0.01 42.18 0 0 0| 0 4 0 0 800 1.500 -0.01 42.78 0 0 0| 0 1 0 0 840 2.500 -0.02 43.01 0 0 0| 0 6 0 0 880 4.500 -0.04 42.96 0 0 0| 0 1,502 0 0 920 7.000 -0.06 42.59 0 0 0| 0 7 0 0 960 11.000 -0.08 42.33 0 0 0| 0 69 0 0 1000 26.000 -0.17 40.81 0 0 0| 0 38 0 0 1100 53.500 -0.30 39.52 0 0 0| 0 455 0 0 1200 72.500 -0.38 38.94 0 0 0| 0 0 0 0 1250 96.000 -0.46 38.38 0 0 0| 0 5 0 0 1300 124.000 -0.55 38.02 0 0 0| 0 0 0 0 1350 155.500 -0.62 37.58 0 0 0| 0 0 0 0 1400 230.000 -0.76 37.08 0 0 0| 0 0 0 0 1500 315.500 -0.86 36.92 0 0 0| 0 0 0 0 1600 Total 0 0 0| 0 2,087 0 0 Indicative a-t-m Vol 38.64 Underlying Price 1298.000 Time to expiry: 176 Days Jun 10 26.500 -0.12 42.72 0 0 0| 0 2 0 0 960 33.500 -0.15 42.01 0 0 0| 0 6 0 0 1000 57.500 -0.23 40.46 0 0 0| 0 0 0 0 1100 93.000 -0.34 39.51 0 0 0| 0 0 0 0 1200 139.000 -0.45 38.62 0 0 0| 0 2 0 0 1300 197.000 -0.56 37.66 0 0 0| 0 0 0 0 1400 343.500 -0.76 36.59 0 0 0| 0 0 0 0 1600 Total 0 0 0| 0 10 0 0 Indicative a-t-m Vol 38.67 Underlying Price 1298.000 Time to expiry: 267 Days Sep 10 55.000 -0.18 42.09 0 0 0| 0 22 0 0 1000 84.000 -0.26 40.77 0 0 0| 0 0 0 0 1100 122.000 -0.34 39.65 0 0 0| 0 0 0 0 1200 169.500 -0.43 38.65 0 0 0| 0 0 0 0 1300 227.500 -0.53 38.00 0 0 0| 0 0 0 0 1400 371.000 -0.69 37.68 0 0 0| 0 0 0 0 1600 Total 0 0 0| 0 22 0 0 Total Puts 0 0 0| 0 2,119 0 0 Grand Total 0 0 0| 1 2,969 +1 0 Equity Options 15:57 Business Day Thu 24 Dec 2009 Previous Business Day Wed 23 Dec 2009 Page 69 Calls | Block | Opening Settle Delta Vola- Daily Trade Bclear Total | Official **Open Change Exer- Exer Trans Price tility High Low Volume Volume*** Volume | Volume Int cises Price | Unilever plc STND OPT (ULV) Indicative a-t-m Vol 20.88 Underlying Price 1993.000 Time to expiry: 85 Days Mar 10 794.500 1.00 39.00 0 0 0| 0 0 0 0 1200 693.000 694.500 1.00 37.00 694.000 S 693.000 S 0 0 8| 0 8 0 0 1300 595.000 0.99 35.00 0 0 0| 2 2 +2 0 1400 496.500 0.98 33.00 0 0 0| 0 0 0 0 1500 398.500 397.500 0.97 28.42 398.500 S 398.500 S 0 0 8| 0 47 0 0 1600 301.500 300.500 0.94 25.25 301.500 S 301.500 S 0 0 8| 0 23 0 0 1700 209.500 0.85 23.11 0 0 0| 1 72 -2 0 1800 168.000 0.79 22.31 0 0 0| 0 0 0 0 1850 131.500 0.70 21.99 0 0 0| 4 28 +1 0 1900 98.500 0.60 21.21 0 0 0| 0 8 0 0 1950 73.000 71.500 0.50 20.83 73.000 S 73.000 S 0 0 4| 8 77 +4 0 2000 33.000 35.000 0.30 20.62 34.000 S 33.000 S 0 0 16| 0 0 0 0 2100 16.000 0.16 20.72 0 0 0| 4 8 +4 0 2200 2.500 0.03 21.06 0 0 0| 0 0 0 0 2400 Total 0 0 44| 19 273 +9 0 Indicative a-t-m Vol 22.14 Underlying Price 1993.000 Time to expiry: 176 Days Jun 10 595.500 0.99 29.99 0 0 0| 0 0 0 0 1400 402.500 0.93 26.61 0 0 0| 0 1 0 0 1600 312.500 0.86 25.16 0 0 0| 0 4 0 0 1700 232.000 0.76 24.03 0 0 0| 0 50 0 0 1800 165.500 163.500 0.64 23.16 165.500 S 165.500 S 0 0 6| 0 54 0 0 1900 108.000 107.500 0.50 22.06 108.000 S 108.000 S 0 0 6| 0 42 0 0 2000 41.500 0.26 21.62 0 0 0| 0 0 0 0 2200 14.000 0.11 21.59 0 0 0| 0 24 0 0 2400 Total 0 0 12| 0 175 0 0 Indicative a-t-m Vol 23.10 Underlying Price 1993.000 Time to expiry: 267 Days Sep 10 419.500 0.86 29.66 0 0 0| 0 0 0 0 1600 254.500 0.72 25.07 0 0 0| 0 0 0 0 1800 189.000 0.62 23.86 0 0 0| 0 0 0 0 1900 135.500 0.51 23.05 0 0 0| 0 0 0 0 2000 64.500 0.30 22.24 0 0 0| 0 0 0 0 2200 28.500 0.16 21.99 0 0 0| 0 0 0 0 2400 Total 0 0 0| 0 0 0 0 Total Calls 0 0 56| 19 448 +9 0 | Equity Options 15:57 Business Day Thu 24 Dec 2009 Previous Business Day Wed 23 Dec 2009 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 | Unilever plc STND OPT (ULV) Indicative a-t-m Vol 21.05 Underlying Price 1993.000 Time to expiry: 85 Days Mar 10 CAB 0.00 35.00 0 0 0| 0 27 0 0 1200 0.500 0.00 33.00 0 0 0| 0 27 0 0 1300 1.000 -0.01 31.00 0 0 0| 0 151 0 0 1400 2.000 -0.02 29.00 0 0 0| 0 81 0 0 1500 5.000 -0.04 27.00 0 0 0| 0 34 0 0 1600 11.000 -0.09 25.00 0 0 0| 0 58 0 0 1700 24.500 -0.19 23.50 0 0 0| 0 69 0 0 1800 34.500 -0.25 22.56 0 0 0| 0 0 0 0 1850 43.500 48.000 -0.33 21.68 47.000 S 43.500 0 0 10| 1 32 +1 0 1900 67.500 -0.42 21.31 0 0 0| 0 0 0 0 1950 92.000 -0.52 21.01 0 0 0| 1 1 +1 0 2000 156.000 -0.71 20.65 0 0 0| 0 0 0 0 2100 238.000 -0.84 20.95 0 0 0| 0 0 0 0 2200 428.000 423.000 -0.99 17.97 428.000 428.000 0 0 8| 0 8 0 0 2400 Total 0 0 18| 2 488 +2 0 Indicative a-t-m Vol 22.12 Underlying Price 1993.000 Time to expiry: 176 Days Jun 10 6.000 -0.03 28.43 0 0 0| 0 5 0 0 1400 22.000 -0.11 26.56 0 0 0| 0 13 0 0 1600 37.000 -0.18 25.28 0 0 0| 0 34 0 0 1700 60.500 -0.27 24.05 0 0 0| 0 35 0 0 1800 93.500 -0.39 22.96 0 0 0| 0 4 0 0 1900 138.500 140.000 -0.52 22.06 138.500 138.500 0 0 3| 0 0 0 0 2000 275.500 -0.76 21.50 0 0 0| 0 0 0 0 2200 449.500 -0.90 21.74 0 0 0| 0 0 0 0 2400 Total 0 0 3| 0 91 0 0 Indicative a-t-m Vol 22.43 Underlying Price 1993.000 Time to expiry: 267 Days Sep 10 39.000 -0.16 25.73 0 0 0| 0 0 0 0 1600 89.000 -0.31 23.94 0 0 0| 0 0 0 0 1800 128.000 -0.41 23.19 0 0 0| 0 0 0 0 1900 176.000 -0.51 22.38 0 0 0| 0 0 0 0 2000 305.500 -0.72 21.16 0 0 0| 0 0 0 0 2200 470.500 -0.86 20.82 0 0 0| 0 0 0 0 2400 Total 0 0 0| 0 0 0 0 Total Puts 0 0 21| 2 579 +2 0 Grand Total 0 0 77| 21 1,027 +11 0 Equity Options 15:57 Business Day Thu 24 Dec 2009 Previous Business Day Wed 23 Dec 2009 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 | United Utilities plc STND OPT (UUL) Indicative a-t-m Vol 22.66 Underlying Price 495.200 Time to expiry: 85 Days Mar 10 136.000 1.00 23.36 0 0 0| 0 0 0 0 360 96.500 0.97 24.37 0 0 0| 0 0 0 0 400 78.000 0.93 24.18 0 0 0| 0 0 0 0 420 60.000 0.87 23.74 0 0 0| 0 0 0 0 440 44.500 0.76 23.52 0 0 0| 25 30 +25 0 460 30.500 0.64 22.78 0 0 0| 0 194 0 0 480 25.000 0.57 22.77 0 0 0| 0 0 0 0 490 20.000 0.49 22.55 0 0 0| 25 25 +25 0 500 12.500 0.35 22.65 0 0 0| 20 2,548 0 0 520 4.000 0.15 23.03 0 0 0| 0 54 0 0 560 1.500 0.06 24.75 0 0 0| 0 0 0 0 600 1.000 0.03 27.73 0 0 0| 0 10 0 0 640 Total 0 0 0| 70 2,861 +50 0 Indicative a-t-m Vol 23.79 Underlying Price 495.200 Time to expiry: 176 Days Jun 10 100.000 0.92 25.45 0 0 0| 0 6 0 0 400 82.500 0.87 24.89 0 0 0| 0 0 0 0 420 66.500 0.80 24.62 0 0 0| 0 84 0 0 440 51.500 0.72 23.68 0 0 0| 0 70 0 0 460 39.500 0.62 23.93 0 0 0| 0 62 0 0 480 21.000 0.42 23.55 0 0 0| 5 74 +5 0 520 9.500 0.24 22.74 0 0 0| 0 55 0 0 560 1.500 0.05 22.45 0 0 0| 0 0 0 0 640 Total 0 0 0| 5 351 +5 0 Indicative a-t-m Vol 23.67 Underlying Price 495.200 Time to expiry: 267 Days Sep 10 70.000 0.77 25.92 0 0 0| 0 0 0 0 440 54.000 0.70 24.08 0 0 0| 5 10 +5 0 460 42.000 0.61 23.75 0 0 0| 0 0 0 0 480 24.500 0.42 23.52 0 0 0| 0 1 0 0 520 12.000 12.000 0.26 22.43 12.000 11.500 0 0 10| 10 15 +10 0 560 2.500 0.07 22.00 0 0 0| 0 0 0 0 640 Total 0 0 10| 15 26 +15 0 Total Calls 0 0 10| 90 3,238 +70 0 | Equity Options 15:57 Business Day Thu 24 Dec 2009 Previous Business Day Wed 23 Dec 2009 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 | United Utilities plc STND OPT (UUL) Indicative a-t-m Vol 22.70 Underlying Price 495.200 Time to expiry: 85 Days Mar 10 CAB 0.00 11.61 0 0 0| 0 17 0 0 360 0.500 -0.02 22.05 0 0 0| 0 104 0 0 400 1.500 -0.07 23.73 0 0 0| 5 136 -5 0 420 4.500 -0.14 24.17 0 0 0| 0 130 0 0 440 8.500 -0.24 23.54 0 0 0| 0 169 0 0 460 14.500 -0.36 23.11 0 0 0| 5 292 +5 0 480 19.000 -0.43 23.08 0 0 0| 1 1 +1 0 490 25.000 23.500 -0.51 22.33 25.000 25.000 0 0 50| 25 25 +25 0 500 36.000 -0.65 22.09 0 0 0| 0 39 0 0 520 68.500 -0.85 23.34 0 0 0| 0 22 0 0 560 106.500 -0.92 27.66 0 0 0| 0 0 0 0 600 147.000 -0.92 35.84 0 0 0| 0 0 0 0 640 Total 0 0 50| 36 935 +26 0 Indicative a-t-m Vol 22.80 Underlying Price 495.200 Time to expiry: 176 Days Jun 10 6.500 -0.15 25.10 0 0 0| 0 37 0 0 400 11.000 -0.22 24.96 0 0 0| 0 1 0 0 420 16.000 -0.30 23.88 0 0 0| 1 58 -1 0 440 24.000 -0.40 23.42 0 0 0| 5 90 0 0 460 33.500 -0.50 22.99 0 0 0| 4 41 +4 0 480 59.000 -0.70 22.47 0 0 0| 0 68 0 0 520 90.000 -0.86 20.57 0 0 0| 0 16 0 0 560 166.000 -0.98 21.31 0 0 0| 0 2 0 0 640 Total 0 0 0| 10 313 +3 0 Indicative a-t-m Vol 23.03 Underlying Price 495.200 Time to expiry: 267 Days Sep 10 23.000 -0.32 24.27 0 0 0| 0 0 0 0 440 30.500 -0.40 23.58 0 0 0| 0 0 0 0 460 40.500 -0.48 23.30 0 0 0| 0 15 0 0 480 65.000 -0.65 22.56 0 0 0| 0 0 0 0 520 95.000 -0.79 21.66 0 0 0| 0 3 0 0 560 167.000 -0.94 21.28 0 0 0| 0 0 0 0 640 Total 0 0 0| 0 18 0 0 Total Puts 0 0 50| 46 1,266 +29 0 Grand Total 0 0 60| 136 4,504 +99 0 Equity Options 15:57 Business Day Thu 24 Dec 2009 Previous Business Day Wed 23 Dec 2009 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 | Vedanta Resources PLC - STND OPT (VRS) Indicative a-t-m Vol 37.80 Underlying Price 2540.000 Time to expiry: 85 Days Mar 10 1542.500 1.00 71.56 0 0 0| 0 0 0 0 1000 1343.000 1.00 57.91 0 0 0| 0 0 0 0 1200 1243.500 1.00 56.73 0 0 0| 0 0 0 0 1300 1145.000 0.99 55.57 0 0 0| 0 0 0 0 1400 1047.000 0.98 54.10 0 0 0| 0 12 0 0 1500 949.500 0.98 51.93 0 0 0| 0 286 0 0 1600 853.000 0.96 49.90 0 0 0| 0 0 0 0 1700 758.500 0.95 48.02 0 0 0| 0 6 0 0 1800 667.500 0.92 47.13 0 0 0| 0 1 0 0 1900 578.500 0.89 45.49 0 0 0| 0 49 0 0 2000 411.000 0.79 41.88 0 0 0| 0 83 0 0 2200 331.000 0.73 39.23 0 0 0| 0 0 0 0 2300 268.000 266.500 0.66 38.76 268.000 S 268.000 S 0 0 2| 0 107 0 0 2400 213.000 206.500 0.58 37.54 214.000 S 213.000 S 0 0 4| 0 0 0 0 2500 159.000 164.000 0.49 38.20 159.000 159.000 0 0 2| 6 178 +6 0 2600 88.500 91.500 0.33 37.36 88.500 S 88.500 S 0 0 2| 0 69 0 0 2800 51.500 0.21 37.92 0 0 0| 0 0 0 0 3000 Total 0 0 10| 6 791 +6 0 Indicative a-t-m Vol 40.75 Underlying Price 2540.000 Time to expiry: 176 Days Jun 10 967.500 0.95 46.59 0 0 0| 6 12 +6 0 1600 793.500 0.90 45.71 0 0 0| 0 0 0 0 1800 713.000 0.86 45.48 0 0 0| 0 0 0 0 1900 634.000 0.83 44.68 0 0 0| 0 10 0 0 2000 484.000 0.74 42.04 0 0 0| 0 51 0 0 2200 362.000 359.500 0.64 40.97 362.000 S 362.000 S 0 0 57| 0 58 0 0 2400 256.500 265.000 0.53 40.66 256.500 S 256.500 S 0 0 57| 0 201 0 0 2600 179.500 0.42 38.92 0 0 0| 0 7 0 0 2800 88.000 0.24 39.29 0 0 0| 0 0 0 0 3200 Total 0 0 114| 6 339 +6 0 Indicative a-t-m Vol 44.30 Underlying Price 2540.000 Time to expiry: 267 Days Sep 10 692.500 0.79 47.16 0 0 0| 0 0 0 0 2000 563.500 0.72 46.04 0 0 0| 0 0 0 0 2200 450.500 0.64 44.97 0 0 0| 0 15 0 0 2400 354.500 0.55 44.01 0 0 0| 0 0 0 0 2600 267.000 0.47 42.27 0 0 0| 0 0 0 0 2800 120.500 0.28 36.85 0 0 0| 0 0 0 0 3200 Total 0 0 0| 0 15 0 0 Total Calls 0 0 124| 12 1,145 +12 0 | Equity Options 15:57 Business Day Thu 24 Dec 2009 Previous Business Day Wed 23 Dec 2009 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 | Vedanta Resources PLC - STND OPT (VRS) Indicative a-t-m Vol 37.80 Underlying Price 2540.000 Time to expiry: 85 Days Mar 10 0.500 0.00 71.56 0 0 0| 0 10 0 0 1000 0.500 0.00 57.91 0 0 0| 0 0 0 0 1200 1.000 0.00 56.73 0 0 0| 0 0 0 0 1300 2.500 -0.01 55.57 0 0 0| 0 9 0 0 1400 4.000 -0.02 54.10 0 0 0| 0 21 0 0 1500 6.500 -0.02 51.93 0 0 0| 0 12 0 0 1600 10.000 -0.04 49.90 0 0 0| 0 0 0 0 1700 15.000 -0.05 48.02 0 0 0| 0 72 0 0 1800 24.000 -0.08 47.13 0 0 0| 0 2 0 0 1900 35.000 -0.11 45.49 0 0 0| 0 76 0 0 2000 67.000 -0.21 41.88 0 0 0| 6 72 +6 0 2200 87.000 -0.27 39.23 0 0 0| 0 0 0 0 2300 122.000 -0.34 38.76 0 0 0| 0 41 0 0 2400 162.000 -0.43 37.54 0 0 0| 0 0 0 0 2500 219.000 -0.51 38.20 0 0 0| 0 10 0 0 2600 347.000 -0.67 37.36 0 0 0| 0 0 0 0 2800 507.000 -0.79 37.92 0 0 0| 0 36 0 0 3000 Total 0 0 0| 6 361 +6 0 Indicative a-t-m Vol 40.75 Underlying Price 2540.000 Time to expiry: 176 Days Jun 10 21.500 -0.05 46.59 0 0 0| 0 18 0 0 1600 47.000 -0.10 45.71 0 0 0| 0 2 0 0 1800 66.000 -0.14 45.48 0 0 0| 0 2 0 0 1900 75.000 86.500 -0.17 44.68 75.000 75.000 0 0 39| 0 87 0 0 2000 136.000 -0.26 42.04 0 0 0| 0 9 0 0 2200 211.000 -0.36 40.97 0 0 0| 0 87 0 0 2400 316.000 -0.47 40.66 0 0 0| 0 0 0 0 2600 430.000 -0.59 38.92 0 0 0| 6 12 +6 0 2800 738.000 738.500 -0.76 39.29 738.000 738.000 0 0 6| 0 0 0 0 3200 Total 0 0 45| 6 217 +6 0 Indicative a-t-m Vol 44.30 Underlying Price 2540.000 Time to expiry: 267 Days Sep 10 153.500 -0.21 47.16 0 0 0| 0 0 0 0 2000 224.000 -0.29 46.04 0 0 0| 0 0 0 0 2200 311.000 -0.37 44.97 0 0 0| 0 15 0 0 2400 414.500 -0.45 44.01 0 0 0| 0 0 0 0 2600 526.500 -0.54 42.27 0 0 0| 0 0 0 0 2800 779.000 -0.72 36.85 0 0 0| 0 0 0 0 3200 Total 0 0 0| 0 15 0 0 Total Puts 0 0 45| 12 593 +12 0 Grand Total 0 0 169| 24 1,738 +24 0 Equity Options 15:57 Business Day Thu 24 Dec 2009 Previous Business Day Wed 23 Dec 2009 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 | Vodafone Group plc STND OPT (VOD) Indicative a-t-m Vol 17.79 Underlying Price 142.200 Time to expiry: 22 Days Jan 10 32.250 0.99 43.96 0 0 0| 0 0 0 0 110 22.250 0.98 33.92 0 0 0| 0 0 0 0 120 12.500 0.92 25.71 0 0 0| 0 143 0 0 130 7.750 0.86 19.53 0 0 0| 0 197 0 0 135 3.750 0.65 18.08 0 0 0| 0 30,556 0 0 140 1.250 0.34 17.37 0 0 0| 0 1,250 0 0 145 0.750 0.16 20.98 0 0 0| 0 300 0 0 150 0.250 0.07 30.29 0 0 0| 0 0 0 0 160 0.250 0.05 42.25 0 0 0| 0 0 0 0 170 Total 0 0 0| 0 32,446 0 0 Indicative a-t-m Vol 22.35 Underlying Price 142.200 Time to expiry: 57 Days Feb 10 32.750 0.97 37.15 0 0 0| 0 100 0 0 110 22.750 0.95 26.41 0 0 0| 0 0 0 0 120 14.000 0.82 26.50 0 0 0| 0 79 0 0 130 10.000 0.72 24.58 0 0 0| 0 62 0 0 135 6.250 0.59 22.56 0 0 0| 0 568 0 0 140 3.750 0.43 22.04 0 0 0| 0 8,540 0 0 145 2.250 0.29 22.25 0 0 0| 0 2,459 0 0 150 0.500 0.08 20.17 0 0 0| 0 300 0 0 160 0.500 0.07 29.51 0 0 0| 0 0 0 0 170 Total 0 0 0| 0 12,108 0 0 Indicative a-t-m Vol 23.29 Underlying Price 142.200 Time to expiry: 85 Days Mar 10 46.500 0.98 41.21 0 0 0| 0 15 0 0 96 42.500 0.98 37.21 0 0 0| 0 0 0 0 100 32.750 0.96 32.44 0 0 0| 0 150 0 0 110 23.500 0.89 30.24 0 0 0| 0 2,911 0 0 120 14.750 0.79 25.31 0 0 0| 0 873 0 0 130 11.000 0.69 25.14 0 0 0| 0 0 0 0 135 7.750 0.58 23.82 0 0 0| 0 30,856 0 0 140 5.000 0.46 22.50 0 0 0| 0 0 0 0 145 3.250 3.000 0.33 21.49 3.250 3.250 0 0 300| 0 33,893 0 0 150 0.750 0.11 19.16 0 0 0| 0 24,890 0 0 160 0.500 0.08 25.00 0 0 0| 0 0 0 0 170 Total 0 0 300| 0 93,588 0 0 Indicative a-t-m Vol 24.71 Underlying Price 142.200 Time to expiry: 176 Days Jun 10 47.000 0.97 35.01 0 0 0| 0 0 0 0 96 43.250 0.96 35.00 0 0 0| 0 0 0 0 100 33.750 0.92 31.45 0 0 0| 0 275 0 0 110 29.000 0.89 29.49 0 0 0| 0 0 0 0 115 24.750 0.85 28.74 0 0 0| 0 13,347 0 0 120 20.750 0.80 27.84 0 0 0| 0 0 0 0 125 17.000 0.73 27.08 0 0 0| 0 1,420 0 0 130 Equity Options 15:57 Business Day Thu 24 Dec 2009 Previous Business Day Wed 23 Dec 2009 Page 76 Calls | Block | Opening Settle Delta Vola- Daily Trade Bclear Total | Official **Open Change Exer- Exer Trans Price tility High Low Volume Volume*** Volume | Volume Int cises Price | 13.500 0.66 26.32 0 0 0| 0 15 0 0 135 10.250 0.58 24.86 0 0 0| 0 20,167 0 0 140 6.000 5.750 0.40 24.14 6.000 6.000 0 0 5| 0 4,803 0 0 150 2.750 0.24 22.99 0 0 0| 0 2,076 0 0 160 1.500 0.14 23.30 0 0 0| 0 1,843 0 0 170 0.500 0.07 22.72 0 0 0| 0 200 0 0 180 Total 0 0 5| 0 44,146 0 0 Indicative a-t-m Vol 25.85 Underlying Price 142.200 Time to expiry: 267 Days Sep 10 43.750 0.94 36.39 0 0 0| 0 0 0 0 100 25.500 0.82 28.97 0 0 0| 0 100 0 0 120 18.500 0.71 28.41 0 0 0| 0 1 0 0 130 12.000 0.57 26.09 0 0 0| 0 4,007 0 0 140 7.500 0.42 24.92 0 0 0| 0 115 0 0 150 4.250 0.28 24.06 0 0 0| 0 3,100 0 0 160 Total 0 0 0| 0 7,323 0 0 Indicative a-t-m Vol 27.04 Underlying Price 142.200 Time to expiry: 358 Days Dec 10 47.750 0.94 37.12 0 0 0| 0 0 0 0 96 44.000 0.92 36.25 0 0 0| 0 4 0 0 100 26.750 0.79 30.71 0 0 0| 0 73,990 0 0 120 19.750 0.69 29.00 0 0 0| 0 6,254 0 0 130 13.750 0.56 27.25 0 0 0| 0 40,821 0 0 140 9.250 0.44 26.21 0 0 0| 0 23,500 0 0 150 6.000 0.32 25.30 0 0 0| 0 46,500 0 0 160 2.250 0.15 24.43 0 0 0| 0 24,700 0 0 180 1.000 0.07 24.20 0 0 0| 0 0 0 0 200 Total 0 0 0| 0 215,769 0 0 Indicative a-t-m Vol 29.05 Underlying Price 142.200 Time to expiry: 540 Days Jun 11 44.500 0.91 36.01 0 0 0| 0 0 0 0 100 28.500 0.76 31.63 0 0 0| 0 0 0 0 120 16.750 0.56 29.26 0 0 0| 0 0 0 0 140 9.000 0.37 27.13 0 0 0| 0 0 0 0 160 Total 0 0 0| 0 0 0 0 Indicative a-t-m Vol 26.91 Underlying Price 142.200 Time to expiry: 722 Days Dec 11 44.750 0.90 34.65 0 0 0| 0 0 0 0 100 29.000 0.75 30.41 0 0 0| 0 26,500 0 0 120 17.000 0.56 27.00 0 0 0| 0 10,000 0 0 140 10.000 0.38 26.12 0 0 0| 0 10,500 0 0 160 Total 0 0 0| 0 47,000 0 0 Indicative a-t-m Vol 26.53 Underlying Price 142.200 Time to expiry: 1093 Days Dec 12 29.750 0.74 29.53 0 0 0| 0 0 0 0 120 18.500 0.56 26.57 0 0 0| 0 5,000 0 0 140 12.250 0.42 26.16 0 0 0| 0 0 0 0 160 Total 0 0 0| 0 5,000 0 0 Equity Options 15:57 Business Day Thu 24 Dec 2009 Previous Business Day Wed 23 Dec 2009 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 | Total Calls 0 0 305| 0 457,380 0 0 | Whitbread Holdings plc STND OPT (WTB) Indicative a-t-m Vol 24.88 Underlying Price 1384.000 Time to expiry: 85 Days Mar 10 665.500 1.00 35.82 0 0 0| 0 0 0 0 720 625.500 1.00 14.49 0 0 0| 0 0 0 0 760 585.500 1.00 21.75 0 0 0| 0 0 0 0 800 545.500 1.00 26.83 0 0 0| 0 0 0 0 840 505.500 1.00 30.20 0 0 0| 0 0 0 0 880 466.000 1.00 32.24 0 0 0| 0 0 0 0 920 426.500 0.99 33.11 0 0 0| 0 7 0 0 960 387.500 0.98 33.97 0 0 0| 12 0 -12 0 1000 292.000 0.94 32.01 0 0 0| 0 2 0 0 1100 245.500 0.91 30.66 0 0 0| 0 5 0 0 1150 212.000 201.000 0.86 29.47 212.000 S 212.000 S 0 0 8| 24 24 +4 0 1200 121.000 0.71 26.68 0 0 0| 0 280 0 0 1300 87.000 0.61 25.46 0 0 0| 3 3 +3 0 1350 60.000 0.49 24.61 0 0 0| 12 36 -6 0 1400 39.000 0.37 24.12 0 0 0| 0 0 0 0 1450 27.000 25.000 0.27 23.98 27.000 27.000 0 0 8| 0 24 0 0 1500 10.500 0.13 24.94 0 0 0| 0 10 0 0 1600 Total 0 0 16| 51 391 -11 0 Indicative a-t-m Vol 26.93 Underlying Price 1384.000 Time to expiry: 176 Days Jun 10 396.000 0.94 36.58 0 0 0| 0 0 0 0 1000 305.000 0.88 33.49 0 0 0| 0 0 0 0 1100 215.500 0.81 28.72 0 0 0| 0 3 0 0 1200 145.000 0.67 27.88 0 0 0| 0 25 0 0 1300 89.500 0.51 26.74 0 0 0| 12 8 -6 0 1400 52.000 0.35 26.27 0 0 0| 24 24 +24 0 1500 29.000 0.22 26.19 0 0 0| 0 4 0 0 1600 Total 0 0 0| 36 64 +18 0 Indicative a-t-m Vol 29.37 Underlying Price 1384.000 Time to expiry: 267 Days Sep 10 243.500 0.75 32.68 0 0 0| 0 0 0 0 1200 174.500 0.64 30.29 0 0 0| 0 0 0 0 1300 121.500 0.52 29.19 0 0 0| 0 6 0 0 1400 81.000 0.40 28.31 0 0 0| 0 0 0 0 1500 54.000 0.30 27.96 0 0 0| 0 0 0 0 1600 Total 0 0 0| 0 6 0 0 Total Calls 0 0 16| 87 461 +7 0 | Equity Options 15:57 Business Day Thu 24 Dec 2009 Previous Business Day Wed 23 Dec 2009 Page 78 Puts | Block | Opening Settle Delta Vola- Daily Trade Bclear Total | Official **Open Change Exer- Exer Trans Price tility High Low Volume Volume*** Volume | Volume Int cises Price | Vodafone Group plc STND OPT (VOD) Indicative a-t-m Vol 17.08 Underlying Price 142.200 Time to expiry: 22 Days Jan 10 0.250 -0.03 56.46 0 0 0| 0 0 0 0 110 0.500 -0.06 46.26 0 0 0| 0 1,405 0 0 120 0.500 -0.10 28.57 0 0 0| 0 2,010 0 0 130 0.750 -0.16 22.04 0 0 0| 74 1,401 0 0 135 1.500 -0.34 16.66 0 0 0| 100 4,662 -20 0 140 4.250 -0.66 17.72 0 0 0| 0 150 0 0 145 8.000 -0.93 14.37 0 0 0| 0 100 0 0 150 18.000 -0.96 26.37 0 0 0| 0 5 0 0 160 27.750 -0.98 35.00 0 0 0| 0 0 0 0 170 Total 0 0 0| 174 9,733 -20 0 Indicative a-t-m Vol 22.85 Underlying Price 142.200 Time to expiry: 57 Days Feb 10 0.250 -0.03 35.00 0 0 0| 0 0 0 0 110 0.500 -0.06 27.87 0 0 0| 0 30 0 0 120 1.250 -0.16 24.30 0 0 0| 0 429 0 0 130 2.500 -0.27 23.96 0 0 0| 0 432 0 0 135 4.250 -0.41 23.51 0 0 0| 36 407 0 0 140 6.500 -0.57 21.87 0 0 0| 0 282 0 0 145 9.750 -0.72 21.03 0 0 0| 0 24 0 0 150 18.000 -0.96 17.76 0 0 0| 0 100 0 0 160 28.000 -0.94 28.00 0 0 0| 0 0 0 0 170 Total 0 0 0| 36 1,704 0 0 Indicative a-t-m Vol 23.88 Underlying Price 142.200 Time to expiry: 85 Days Mar 10 CAB 0.00 27.72 0 0 0| 0 782 0 0 96 CAB -0.01 30.01 0 0 0| 0 660 0 0 100 0.250 -0.04 31.57 0 0 0| 0 4,199 0 0 110 1.000 -0.10 30.00 0 0 0| 0 13,888 0 0 120 2.250 -0.22 26.01 0 0 0| 200 20,481 0 0 130 3.750 -0.31 25.32 0 0 0| 0 49 0 0 135 5.000 5.500 -0.42 24.06 5.000 5.000 0 0 17| 42 4,623 +40 0 140 8.000 -0.54 23.61 0 0 0| 0 0 0 0 145 10.500 -0.68 21.18 0 0 0| 0 5,030 0 0 150 18.500 -0.88 20.17 0 0 0| 0 67 0 0 160 28.000 -0.94 23.99 0 0 0| 0 0 0 0 170 Total 0 0 17| 242 49,779 +40 0 Indicative a-t-m Vol 25.00 Underlying Price 142.200 Time to expiry: 176 Days Jun 10 0.500 -0.04 31.28 0 0 0| 0 543 0 0 96 0.750 -0.06 31.30 0 0 0| 0 12,162 0 0 100 2.000 -0.12 30.40 0 0 0| 0 880 0 0 110 2.750 -0.17 29.30 0 0 0| 0 11,700 0 0 115 3.750 -0.22 28.28 0 0 0| 0 22,060 0 0 120 5.000 -0.28 27.60 0 0 0| 0 11,700 0 0 125 6.500 -0.35 25.98 0 0 0| 7 9,587 0 0 130 8.500 -0.43 25.18 0 0 0| 0 11,750 0 0 135 Equity Options 15:57 Business Day Thu 24 Dec 2009 Previous Business Day Wed 23 Dec 2009 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 | 11.250 -0.51 25.31 0 0 0| 0 5,986 0 0 140 17.250 -0.68 23.76 0 0 0| 0 76 0 0 150 25.000 -0.81 23.16 0 0 0| 0 261 0 0 160 33.500 -0.92 21.19 0 0 0| 0 0 0 0 170 43.250 -0.93 25.09 0 0 0| 0 0 0 0 180 Total 0 0 0| 7 86,705 0 0 Indicative a-t-m Vol 26.10 Underlying Price 142.200 Time to expiry: 267 Days Sep 10 2.000 -0.10 32.79 0 0 0| 0 0 0 0 100 5.750 -0.25 28.71 0 0 0| 0 216 0 0 120 9.000 -0.36 27.18 0 0 0| 0 138 0 0 130 13.750 -0.49 26.48 0 0 0| 0 4,100 0 0 140 19.250 -0.62 24.59 0 0 0| 0 1 0 0 150 26.750 -0.74 24.59 0 0 0| 0 0 0 0 160 Total 0 0 0| 0 4,455 0 0 Indicative a-t-m Vol 26.41 Underlying Price 142.200 Time to expiry: 358 Days Dec 10 2.750 -0.11 32.85 0 0 0| 0 535 0 0 96 3.500 -0.14 32.52 0 0 0| 0 12,500 0 0 100 8.250 -0.29 29.05 0 0 0| 0 61,745 0 0 120 12.000 -0.39 27.69 0 0 0| 0 10,004 0 0 130 16.750 -0.50 26.61 0 0 0| 0 21,994 0 0 140 22.750 -0.61 25.61 0 0 0| 0 5,000 0 0 150 29.750 -0.71 24.69 0 0 0| 0 15,157 0 0 160 46.250 -0.87 23.13 0 0 0| 0 0 0 0 180 65.250 -0.92 25.89 0 0 0| 0 0 0 0 200 Total 0 0 0| 0 126,935 0 0 Indicative a-t-m Vol 28.23 Underlying Price 142.200 Time to expiry: 540 Days Jun 11 6.750 -0.19 33.57 0 0 0| 0 0 0 0 100 13.250 -0.33 30.90 0 0 0| 0 18 0 0 120 22.750 -0.50 28.37 0 0 0| 0 1,750 0 0 140 36.000 -0.67 26.96 0 0 0| 0 0 0 0 160 Total 0 0 0| 0 1,768 0 0 Indicative a-t-m Vol 25.79 Underlying Price 142.200 Time to expiry: 722 Days Dec 11 8.500 -0.21 32.03 0 0 0| 0 30 0 0 100 14.250 -0.34 28.06 0 0 0| 0 39,000 0 0 120 23.750 -0.51 25.75 0 0 0| 0 10,000 0 0 140 37.750 -0.65 26.15 0 0 0| 0 0 0 0 160 Total 0 0 0| 0 49,030 0 0 Indicative a-t-m Vol 26.06 Underlying Price 142.200 Time to expiry: 1093 Days Dec 12 19.750 -0.36 29.05 0 0 0| 0 0 0 0 120 28.750 -0.50 26.08 0 0 0| 0 5,000 0 0 140 42.000 -0.62 25.92 0 0 0| 0 0 0 0 160 Total 0 0 0| 0 5,000 0 0 Total Puts 0 0 17| 459 335,109 +20 0 Grand Total 0 0 322| 459 792,489 +20 0 Equity Options 15:57 Business Day Thu 24 Dec 2009 Previous Business Day Wed 23 Dec 2009 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 | Whitbread Holdings plc STND OPT (WTB) Indicative a-t-m Vol 25.16 Underlying Price 1384.000 Time to expiry: 85 Days Mar 10 1.000 -0.01 59.00 0 0 0| 0 27 0 0 720 1.000 -0.01 55.00 0 0 0| 0 0 0 0 760 1.500 -0.01 52.00 0 0 0| 0 10 0 0 800 1.500 -0.01 49.00 0 0 0| 0 12 0 0 840 2.000 -0.02 46.00 0 0 0| 0 4 0 0 880 2.000 -0.02 42.09 0 0 0| 0 22 0 0 920 2.000 -0.02 38.92 0 0 0| 0 22 0 0 960 2.500 -0.02 35.85 0 0 0| 0 3 0 0 1000 6.500 -0.06 32.77 0 0 0| 0 2 0 0 1100 10.000 -0.09 31.29 0 0 0| 0 3 0 0 1150 15.000 -0.14 29.67 0 0 0| 0 41 0 0 1200 32.000 35.000 -0.29 26.88 32.000 32.000 0 0 3| 12 308 +12 0 1300 51.500 -0.39 25.91 0 0 0| 3 3 +3 0 1350 74.000 -0.51 24.80 0 0 0| 12 36 +6 0 1400 105.000 -0.62 25.03 0 0 0| 0 0 0 0 1450 140.500 -0.73 24.91 0 0 0| 0 0 0 0 1500 217.000 224.500 -0.87 25.31 217.000 S 217.000 S 0 0 8| 12 24 +12 0 1600 Total 0 0 11| 39 517 +33 0 Indicative a-t-m Vol 27.70 Underlying Price 1384.000 Time to expiry: 176 Days Jun 10 13.500 -0.08 34.79 0 0 0| 0 8 0 0 1000 25.000 -0.14 32.19 0 0 0| 0 1 0 0 1100 43.000 45.000 -0.24 30.22 43.000 S 43.000 S 0 0 1| 0 25 0 0 1200 77.000 -0.37 28.62 0 0 0| 0 3 0 0 1300 125.500 -0.52 27.52 0 0 0| 0 13 0 0 1400 190.000 -0.66 27.04 0 0 0| 0 0 0 0 1500 269.500 -0.77 27.54 0 0 0| 0 0 0 0 1600 Total 0 0 1| 0 50 0 0 Indicative a-t-m Vol 29.70 Underlying Price 1384.000 Time to expiry: 267 Days Sep 10 68.000 72.000 -0.27 31.99 68.000 S 68.000 S 0 0 1| 0 0 0 0 1200 108.000 -0.38 30.48 0 0 0| 0 0 0 0 1300 157.500 -0.49 29.55 0 0 0| 0 0 0 0 1400 220.000 -0.60 29.32 0 0 0| 0 0 0 0 1500 291.000 -0.71 28.61 0 0 0| 0 0 0 0 1600 Total 0 0 1| 0 0 0 0 Total Puts 0 0 13| 39 567 +33 0 Grand Total 0 0 351| 585 793,517 +60 0 Equity Options 15:57 Business Day Thu 24 Dec 2009 Previous Business Day Wed 23 Dec 2009 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 | William Hill plc STND OPT (WHL) Indicative a-t-m Vol 26.26 Underlying Price 188.600 Time to expiry: 85 Days Mar 10 50.000 0.94 43.08 0 0 0| 0 10 0 0 140 30.500 0.89 29.77 0 0 0| 0 0 0 0 160 21.750 0.81 27.36 0 0 0| 0 0 0 0 170 14.500 0.67 26.08 0 0 0| 0 10 0 0 180 11.750 0.59 26.37 0 0 0| 0 0 0 0 185 9.000 0.51 26.19 0 0 0| 0 20 0 0 190 7.000 0.43 26.28 0 0 0| 0 10 0 0 195 5.250 0.35 26.02 0 0 0| 0 61 0 0 200 3.000 0.22 26.33 0 0 0| 0 24 0 0 210 1.500 0.13 25.97 0 0 0| 0 27 0 0 220 Total 0 0 0| 0 162 0 0 Indicative a-t-m Vol 30.37 Underlying Price 188.600 Time to expiry: 176 Days Jun 10 50.750 0.92 38.12 0 0 0| 0 0 0 0 140 32.750 0.83 32.24 0 0 0| 0 0 0 0 160 25.250 0.74 31.03 0 0 0| 0 0 0 0 170 19.000 0.63 30.51 0 0 0| 0 0 0 0 180 13.750 0.52 30.33 0 0 0| 0 4 0 0 190 10.000 0.42 30.26 0 0 0| 0 3 0 0 200 4.750 0.24 30.15 0 0 0| 0 36 0 0 220 Total 0 0 0| 0 43 0 0 Indicative a-t-m Vol 33.51 Underlying Price 188.600 Time to expiry: 267 Days Sep 10 36.250 0.77 35.85 0 0 0| 0 0 0 0 160 23.750 0.61 33.88 0 0 0| 0 0 0 0 180 18.750 0.53 33.42 0 0 0| 0 20 0 0 190 14.750 0.45 32.97 0 0 0| 0 0 0 0 200 8.750 0.31 32.26 0 0 0| 0 0 0 0 220 Total 0 0 0| 0 20 0 0 Total Calls 0 0 0| 0 225 0 0 | Equity Options 15:57 Business Day Thu 24 Dec 2009 Previous Business Day Wed 23 Dec 2009 Page 82 Puts | Block | Opening Settle Delta Vola- Daily Trade Bclear Total | Official **Open Change Exer- Exer Trans Price tility High Low Volume Volume*** Volume | Volume Int cises Price | William Hill plc STND OPT (WHL) Indicative a-t-m Vol 25.54 Underlying Price 188.600 Time to expiry: 85 Days Mar 10 0.500 -0.03 35.63 0 0 0| 0 30 0 0 140 1.250 -0.10 28.28 0 0 0| 0 386 0 0 160 2.750 -0.19 26.75 0 0 0| 0 170 0 0 170 5.500 -0.33 26.03 0 0 0| 0 505 0 0 180 7.500 -0.41 25.64 0 0 0| 0 0 0 0 185 10.000 -0.49 25.47 0 0 0| 0 6 0 0 190 12.750 -0.58 25.54 0 0 0| 0 0 0 0 195 16.000 -0.66 25.20 0 0 0| 0 0 0 0 200 23.500 -0.80 24.90 0 0 0| 0 4 0 0 210 32.250 -0.90 24.35 0 0 0| 0 0 0 0 220 Total 0 0 0| 0 1,101 0 0 Indicative a-t-m Vol 26.96 Underlying Price 188.600 Time to expiry: 176 Days Jun 10 2.000 -0.09 32.23 0 0 0| 0 9 0 0 140 5.250 -0.22 29.33 0 0 0| 0 235 0 0 160 7.750 -0.31 28.09 0 0 0| 0 6 0 0 170 11.750 -0.42 26.96 0 0 0| 0 20 0 0 180 17.250 -0.53 26.96 0 0 0| 0 50 0 0 190 23.250 -0.65 26.08 0 0 0| 0 0 0 0 200 38.750 -0.83 24.85 0 0 0| 0 1 0 0 220 Total 0 0 0| 0 321 0 0 Indicative a-t-m Vol 30.32 Underlying Price 188.600 Time to expiry: 267 Days Sep 10 9.250 -0.26 32.72 0 0 0| 0 0 0 0 160 17.000 -0.41 30.80 0 0 0| 0 0 0 0 180 22.250 -0.50 30.19 0 0 0| 0 0 0 0 190 28.000 -0.58 29.54 0 0 0| 0 0 0 0 200 42.250 -0.73 28.41 0 0 0| 0 0 0 0 220 Total 0 0 0| 0 0 0 0 Total Puts 0 0 0| 0 1,422 0 0 Grand Total 0 0 0| 0 1,647 0 0 Equity Options 15:57 Business Day Thu 24 Dec 2009 Previous Business Day Wed 23 Dec 2009 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 | Wolseley plc STND OPT (WSY) Indicative a-t-m Vol 40.08 Underlying Price 1245.000 Time to expiry: 85 Days Mar 10 371.500 0.96 44.38 0 0 0| 0 0 0 0 880 299.250 0.91 44.24 0 0 0| 0 0 0 0 960 265.000 0.87 43.80 0 0 0| 0 8 0 0 1000 187.750 0.76 42.91 0 0 0| 0 0 0 0 1100 152.250 0.69 41.52 0 0 0| 0 0 0 0 1150 121.750 0.62 40.83 0 0 0| 0 0 0 0 1200 95.000 0.53 40.00 0 0 0| 0 0 0 0 1250 73.000 0.45 39.50 0 0 0| 0 1 0 0 1300 40.250 0.30 38.45 0 0 0| 0 1 0 0 1400 19.750 0.18 37.21 0 0 0| 0 1 0 0 1500 9.500 0.10 37.03 0 0 0| 0 9 0 0 1600 4.500 0.05 37.13 0 0 0| 0 0 0 0 1700 2.250 0.03 37.76 0 0 0| 0 0 0 0 1800 Total 0 0 0| 0 20 0 0 Indicative a-t-m Vol 40.19 Underlying Price 1245.000 Time to expiry: 176 Days Jun 10 290.500 0.82 42.04 0 0 0| 0 0 0 0 1000 222.500 0.72 41.74 0 0 0| 0 0 0 0 1100 163.500 0.61 40.57 0 0 0| 0 4 0 0 1200 116.250 0.50 39.71 0 0 0| 0 5 0 0 1300 79.000 0.39 38.76 0 0 0| 0 3 0 0 1400 51.500 0.29 37.69 0 0 0| 0 5 0 0 1500 32.250 0.20 36.91 0 0 0| 0 6 0 0 1600 20.750 0.14 36.94 0 0 0| 0 10 0 0 1700 13.250 0.10 36.91 0 0 0| 0 15 0 0 1800 Total 0 0 0| 0 48 0 0 Indicative a-t-m Vol 40.15 Underlying Price 1245.000 Time to expiry: 267 Days Sep 10 312.250 0.79 41.07 0 0 0| 0 0 0 0 1000 252.500 0.71 41.68 0 0 0| 0 0 0 0 1100 196.500 0.62 40.70 0 0 0| 0 0 0 0 1200 148.250 0.52 39.48 0 0 0| 0 0 0 0 1300 110.750 0.43 38.86 0 0 0| 0 0 0 0 1400 Total 0 0 0| 0 0 0 0 Total Calls 0 0 0| 0 68 0 0 | Equity Options 15:57 Business Day Thu 24 Dec 2009 Previous Business Day Wed 23 Dec 2009 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 | Wolseley plc STND OPT (WSY) Indicative a-t-m Vol 39.72 Underlying Price 1245.000 Time to expiry: 85 Days Mar 10 5.500 -0.04 45.25 0 0 0| 0 1 0 0 880 12.500 12.250 -0.09 44.01 12.500 12.500 0 0 3| 0 1 0 0 960 18.000 -0.12 43.53 0 0 0| 0 0 0 0 1000 38.500 -0.23 41.83 0 0 0| 0 0 0 0 1100 54.000 -0.31 41.12 0 0 0| 0 2 0 0 1150 74.000 -0.38 40.53 0 0 0| 0 0 0 0 1200 97.000 -0.47 39.63 0 0 0| 0 0 0 0 1250 125.250 -0.55 39.30 0 0 0| 0 5 0 0 1300 191.250 -0.71 37.66 0 0 0| 0 7 0 0 1400 271.250 -0.83 36.42 0 0 0| 0 0 0 0 1500 360.750 -0.92 35.16 0 0 0| 0 4 0 0 1600 456.250 -0.97 33.93 0 0 0| 0 0 0 0 1700 555.000 -1.00 32.74 0 0 0| 0 4 0 0 1800 Total 0 0 3| 0 24 0 0 Indicative a-t-m Vol 39.73 Underlying Price 1245.000 Time to expiry: 176 Days Jun 10 42.750 -0.18 42.38 0 0 0| 0 7 0 0 1000 71.750 -0.28 41.10 0 0 0| 0 0 0 0 1100 112.750 -0.39 40.11 0 0 0| 0 7 0 0 1200 165.000 -0.50 39.26 0 0 0| 0 12 0 0 1300 228.250 -0.62 38.37 0 0 0| 0 2 0 0 1400 300.500 -0.72 37.27 0 0 0| 0 5 0 0 1500 382.000 -0.81 36.70 0 0 0| 0 0 0 0 1600 469.500 -0.87 35.81 0 0 0| 0 0 0 0 1700 561.750 -0.92 35.00 0 0 0| 0 0 0 0 1800 Total 0 0 0| 0 33 0 0 Indicative a-t-m Vol 39.62 Underlying Price 1245.000 Time to expiry: 267 Days Sep 10 63.500 -0.21 41.86 0 0 0| 0 0 0 0 1000 98.250 -0.29 40.96 0 0 0| 0 2 0 0 1100 142.250 -0.38 40.09 0 0 0| 0 0 0 0 1200 194.000 -0.48 39.04 0 0 0| 0 0 0 0 1300 253.250 -0.58 37.70 0 0 0| 0 0 0 0 1400 Total 0 0 0| 0 2 0 0 Total Puts 0 0 3| 0 59 0 0 Grand Total 0 0 3| 0 127 0 0 Equity Options 15:57 Business Day Thu 24 Dec 2009 Previous Business Day Wed 23 Dec 2009 Page 85 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 | WPP plc STND OPT (WPP) Indicative a-t-m Vol 26.57 Underlying Price 603.500 Time to expiry: 85 Days Mar 10 284.750 0.99 59.64 0 0 0| 0 0 0 0 320 244.750 0.99 49.63 0 0 0| 0 0 0 0 360 225.000 0.99 45.81 0 0 0| 0 0 0 0 380 205.000 0.98 42.52 0 0 0| 0 0 0 0 400 185.250 0.98 39.39 0 0 0| 0 0 0 0 420 165.750 0.97 37.35 0 0 0| 2 10 +2 0 440 146.500 0.96 35.12 0 0 0| 0 0 0 0 460 127.500 0.94 33.35 0 0 0| 0 4 0 0 480 91.000 0.86 30.44 0 0 0| 0 62 0 0 520 59.000 0.73 28.34 0 0 0| 0 24 0 0 560 45.000 0.65 27.17 0 0 0| 0 0 0 0 580 33.500 0.55 26.67 0 0 0| 4 13 -4 0 600 23.750 0.45 25.98 0 0 0| 0 0 0 0 620 16.000 0.34 25.18 0 0 0| 8 128 0 0 640 6.250 0.17 24.31 0 0 0| 0 0 0 0 680 2.000 0.07 23.52 0 0 0| 0 0 0 0 720 Total 0 0 0| 14 241 -2 0 Indicative a-t-m Vol 28.39 Underlying Price 603.500 Time to expiry: 176 Days Jun 10 170.500 0.93 36.59 0 0 0| 0 0 0 0 440 134.750 0.87 34.02 0 0 0| 0 0 0 0 480 101.500 0.80 31.78 0 0 0| 0 0 0 0 520 72.500 0.69 29.98 0 0 0| 0 2 0 0 560 48.500 0.56 28.48 0 0 0| 0 9 0 0 600 30.000 0.42 27.25 0 0 0| 0 18 0 0 640 9.500 0.18 25.80 0 0 0| 0 8 0 0 720 Total 0 0 0| 0 37 0 0 Indicative a-t-m Vol 29.21 Underlying Price 603.500 Time to expiry: 267 Days Sep 10 140.250 0.84 33.91 0 0 0| 0 0 0 0 480 81.750 0.66 30.45 0 0 0| 0 0 0 0 560 59.250 0.56 29.30 0 0 0| 0 0 0 0 600 40.750 0.44 28.06 0 0 0| 0 0 0 0 640 17.000 0.24 26.39 0 0 0| 0 0 0 0 720 Total 0 0 0| 0 0 0 0 Total Calls 0 0 0| 14 278 -2 0 | Equity Options 15:57 Business Day Thu 24 Dec 2009 Previous Business Day Wed 23 Dec 2009 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 | WPP plc STND OPT (WPP) Indicative a-t-m Vol 27.13 Underlying Price 603.500 Time to expiry: 85 Days Mar 10 CAB 0.00 29.48 0 0 0| 0 0 0 0 320 CAB 0.00 34.53 0 0 0| 0 20 0 0 360 CAB 0.00 35.52 0 0 0| 0 0 0 0 380 0.250 -0.01 35.82 0 0 0| 0 4 0 0 400 0.500 -0.01 35.61 0 0 0| 0 0 0 0 420 1.000 -0.03 35.04 0 0 0| 0 0 0 0 440 1.750 -0.04 34.06 0 0 0| 0 2 0 0 460 3.000 -0.07 33.62 0 0 0| 0 17 0 0 480 7.000 -0.14 31.23 0 0 0| 0 80 0 0 520 14.750 -0.27 28.59 0 0 0| 0 22 0 0 560 21.250 -0.35 27.94 0 0 0| 0 0 0 0 580 29.500 -0.45 27.24 0 0 0| 4 31 0 0 600 39.750 -0.55 26.50 0 0 0| 0 0 0 0 620 51.750 -0.66 25.64 0 0 0| 0 4 0 0 640 82.000 -0.83 24.56 0 0 0| 0 0 0 0 680 118.250 -0.93 24.54 0 0 0| 2 6 +2 0 720 Total 0 0 0| 6 186 +2 0 Indicative a-t-m Vol 28.49 Underlying Price 603.500 Time to expiry: 176 Days Jun 10 6.750 -0.09 36.01 0 0 0| 0 3 0 0 440 12.250 -0.15 34.03 0 0 0| 0 3 0 0 480 20.000 -0.23 31.77 0 0 0| 0 10 0 0 520 32.500 -0.34 30.32 0 0 0| 0 10 0 0 560 49.250 -0.47 28.58 0 0 0| 0 0 0 0 600 71.750 -0.61 27.39 0 0 0| 0 0 0 0 640 132.750 -0.82 26.51 0 0 0| 0 0 0 0 720 Total 0 0 0| 0 26 0 0 Indicative a-t-m Vol 29.38 Underlying Price 603.500 Time to expiry: 267 Days Sep 10 19.500 -0.18 33.57 0 0 0| 0 0 0 0 480 43.500 -0.35 30.85 0 0 0| 0 6 0 0 560 61.250 -0.46 29.48 0 0 0| 0 0 0 0 600 82.750 -0.57 28.14 0 0 0| 0 0 0 0 640 140.250 -0.76 27.20 0 0 0| 0 0 0 0 720 Total 0 0 0| 0 6 0 0 Total Puts 0 0 0| 6 218 +2 0 Grand Total 0 0 0| 20 496 0 0 Equity Options 15:57 Business Day Thu 24 Dec 2009 Previous Business Day Wed 23 Dec 2009 Page 87 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 | Xstrata plc STND OPT (XST) Indicative a-t-m Vol 36.27 Underlying Price 1088.000 Time to expiry: 22 Days Jan 10 288.500 1.00 44.61 0 0 0| 0 0 0 0 800 249.000 0.99 45.81 0 0 0| 0 0 0 0 840 229.000 0.98 46.56 0 0 0| 0 0 0 0 860 209.500 0.97 45.41 0 0 0| 0 10 0 0 880 190.000 0.96 43.29 0 0 0| 0 0 0 0 900 170.500 0.96 40.84 0 0 0| 0 10 0 0 920 152.000 0.93 41.65 0 0 0| 0 0 0 0 940 134.000 0.90 40.85 0 0 0| 0 33 0 0 960 117.000 0.86 41.14 0 0 0| 0 20 0 0 980 99.000 0.82 38.58 0 0 0| 0 18 0 0 1000 62.000 0.67 37.20 0 0 0| 16 73 0 0 1050 27.500 34.000 0.47 35.97 34.500 27.500 0 0 4| 0 409 0 0 1100 14.000 16.500 0.29 35.87 15.500 14.000 0 0 11| 4 122 +3 0 1150 6.500 7.500 0.15 36.24 6.500 6.500 0 0 6| 1 176 +1 0 1200 1.500 0.04 38.21 0 0 0| 0 73 0 0 1300 CAB 0.01 39.81 0 0 0| 0 76 0 0 1400 Total 0 0 21| 21 1,020 +4 0 Indicative a-t-m Vol 44.62 Underlying Price 1088.000 Time to expiry: 57 Days Feb 10 190.500 0.83 49.32 0 0 0| 0 0 0 0 920 158.500 0.78 47.74 0 0 0| 0 2 0 0 960 129.500 0.71 46.36 0 0 0| 0 112 0 0 1000 98.000 0.62 45.47 0 0 0| 8 83 -8 0 1050 72.000 0.51 44.35 0 0 0| 0 48 0 0 1100 45.000 51.500 0.41 43.73 45.000 45.000 0 0 6| 0 14 0 0 1150 36.000 0.32 43.73 0 0 0| 1 749 0 0 1200 16.500 0.17 43.47 0 0 0| 1 257 +1 0 1300 7.500 0.09 43.91 0 0 0| 0 47 0 0 1400 Total 0 0 6| 10 1,312 -7 0 Indicative a-t-m Vol 46.52 Underlying Price 1088.000 Time to expiry: 85 Days Mar 10 609.000 1.00 52.03 0 0 0| 0 10 0 0 480 569.000 1.00 54.24 0 0 0| 0 0 0 0 520 529.500 1.00 55.40 0 0 0| 0 0 0 0 560 490.000 0.99 55.80 0 0 0| 0 0 0 0 600 451.000 0.98 55.68 0 0 0| 0 10 0 0 640 413.000 0.97 55.20 0 0 0| 0 20 0 0 680 376.000 0.95 55.93 0 0 0| 0 777 0 0 720 339.500 0.93 54.97 0 0 0| 0 76 0 0 760 303.500 0.91 53.82 0 0 0| 0 1,091 0 0 800 269.000 0.88 52.56 0 0 0| 0 88 0 0 840 235.000 0.84 50.63 0 0 0| 0 57 0 0 880 204.000 0.80 49.65 0 0 0| 0 4,875 0 0 920 176.000 0.74 49.25 0 0 0| 0 93 0 0 960 147.500 0.69 47.64 0 0 0| 0 108 0 0 1000 Equity Options 15:57 Business Day Thu 24 Dec 2009 Previous Business Day Wed 23 Dec 2009 Page 88 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 | 119.000 0.61 47.21 0 0 0| 0 23 0 0 1050 91.000 93.000 0.53 46.31 91.000 91.000 0 0 15| 100 6,970 -9 0 1100 55.000 0.37 45.47 0 0 0| 0 425 0 0 1200 31.500 31.000 0.24 45.23 31.500 31.500 0 0 1| 0 2,044 0 0 1300 17.000 0.15 45.20 0 0 0| 0 3,828 0 0 1400 Total 0 0 16| 100 20,495 -9 0 Indicative a-t-m Vol 47.24 Underlying Price 1088.000 Time to expiry: 176 Days Jun 10 394.500 0.90 55.07 0 0 0| 0 62 0 0 720 329.500 0.85 53.40 0 0 0| 0 0 0 0 800 299.000 0.82 52.43 0 0 0| 0 7 0 0 840 270.500 0.78 51.86 0 0 0| 0 21 0 0 880 240.500 0.75 49.90 0 0 0| 0 319 0 0 920 213.000 0.71 48.62 0 0 0| 0 14 0 0 960 190.000 0.67 48.41 0 0 0| 10 351 +10 0 1000 138.500 0.56 47.08 0 0 0| 0 532 0 0 1100 99.500 0.45 46.52 0 0 0| 0 1,031 0 0 1200 70.000 0.35 46.07 0 0 0| 0 64 0 0 1300 51.000 0.27 46.71 0 0 0| 0 790 0 0 1400 Total 0 0 0| 10 3,191 +10 0 Indicative a-t-m Vol 48.49 Underlying Price 1088.000 Time to expiry: 267 Days Sep 10 298.000 0.76 51.48 0 0 0| 0 0 0 0 880 248.000 0.70 50.06 0 0 0| 0 0 0 0 960 226.000 0.67 49.76 0 0 0| 0 0 0 0 1000 176.000 0.58 48.32 0 0 0| 10 10 +10 0 1100 137.000 0.49 47.87 0 0 0| 0 10 0 0 1200 76.000 80.500 0.34 46.85 76.000 76.000 0 0 7| 0 8 0 0 1400 Total 0 0 7| 10 28 +10 0 Total Calls 0 0 50| 151 26,046 +8 0 | Equity Options 15:57 Business Day Thu 24 Dec 2009 Previous Business Day Wed 23 Dec 2009 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 | Xstrata plc STND OPT (XST) Indicative a-t-m Vol 36.54 Underlying Price 1088.000 Time to expiry: 22 Days Jan 10 1.000 -0.02 60.10 0 0 0| 0 240 0 0 800 1.500 -0.02 54.58 0 0 0| 0 20 0 0 840 1.500 -0.02 49.48 0 0 0| 0 0 0 0 860 2.500 1.500 -0.03 45.87 2.500 2.500 0 0 3| 0 21 0 0 880 2.000 -0.04 43.