Equity Options 22:16 Business Day Mon 8 Feb 2010 Previous Business Day Fri 5 Feb 2010 Page 1 Calls | Block | Opening Settle Delta Vola- Daily Trade Bclear Total | Official **Open Change Exer- Exer Trans Price tility High Low Volume Volume*** Volume | Volume Int cises Price | Randgold Resources LTD - STND Option (RAR) Indicative a-t-m Vol 41.42 Underlying Price 4480.000 Time to expiry: 39 Days Mar 10 1682.000 1.00 60.27 0 0 0| 0 0 0 0 2800 1281.500 1.00 40.70 0 0 0| 0 0 0 0 3200 1085.500 0.98 44.53 0 0 0| 0 0 0 0 3400 895.000 0.95 44.48 0 0 0| 0 3 0 0 3600 715.500 0.89 44.14 0 0 0| 0 6 0 0 3800 546.000 0.81 42.36 0 0 0| 0 3 0 0 4000 403.500 0.70 42.20 0 0 0| 0 0 0 0 4200 283.000 0.58 41.56 0 0 0| 6 11 +6 0 4400 189.000 0.45 41.23 0 0 0| 0 0 0 0 4600 122.000 0.33 41.05 0 0 0| 0 0 0 0 4800 75.000 0.23 41.09 0 0 0| 0 0 0 0 5000 44.500 0.15 41.05 0 0 0| 0 2 0 0 5200 25.000 0.09 41.03 0 0 0| 0 1 0 0 5400 14.500 0.06 41.50 0 0 0| 0 3 0 0 5600 1.500 0.01 37.02 0 0 0| 0 0 0 0 6000 CAB 0.00 32.48 0 0 0| 0 6 0 0 6400 Total 0 0 0| 6 35 +6 0 Indicative a-t-m Vol 44.28 Underlying Price 4480.000 Time to expiry: 130 Days Jun 10 983.000 0.84 41.44 0 0 0| 0 0 0 0 3600 845.500 0.78 42.81 0 0 0| 0 0 0 0 3800 717.000 0.72 43.19 0 0 0| 0 3 0 0 4000 517.000 511.000 0.58 44.35 517.000 517.000 0 0 2| 0 0 0 0 4400 344.000 0.45 44.02 0 0 0| 0 0 0 0 4800 221.500 0.33 43.58 0 0 0| 0 1 0 0 5200 142.000 0.23 43.50 0 0 0| 0 1 0 0 5600 52.500 0.10 43.16 0 0 0| 0 1 0 0 6400 Total 0 0 2| 0 6 0 0 Indicative a-t-m Vol 42.43 Underlying Price 4480.000 Time to expiry: 221 Days Sep 10 1083.000 0.80 42.16 0 0 0| 0 0 0 0 3600 954.500 0.75 42.46 0 0 0| 0 0 0 0 3800 836.500 0.70 42.60 0 0 0| 0 0 0 0 4000 629.000 0.59 42.46 0 0 0| 0 0 0 0 4400 464.000 0.49 42.32 0 0 0| 0 3 0 0 4800 334.000 0.39 41.81 0 0 0| 0 0 0 0 5200 238.500 0.30 41.60 0 0 0| 0 0 0 0 5600 118.000 0.17 41.35 0 0 0| 0 1 0 0 6400 Total 0 0 0| 0 4 0 0 Total Calls 0 0 2| 6 45 +6 0 | Equity Options 22:16 Business Day Mon 8 Feb 2010 Previous Business Day Fri 5 Feb 2010 Page 2 Puts | Block | Opening Settle Delta Vola- Daily Trade Bclear Total | Official **Open Change Exer- Exer Trans Price tility High Low Volume Volume*** Volume | Volume Int cises Price | Randgold Resources LTD - STND Option (RAR) Indicative a-t-m Vol 42.59 Underlying Price 4480.000 Time to expiry: 39 Days Mar 10 0.500 0.00 50.96 0 0 0| 0 0 0 0 2800 3.500 -0.01 47.43 0 0 0| 0 0 0 0 3200 9.500 -0.03 47.18 0 0 0| 0 2 0 0 3400 20.500 -0.06 45.73 0 0 0| 0 4 0 0 3600 42.500 -0.12 45.00 0 0 0| 0 0 0 0 3800 77.000 -0.20 43.84 0 0 0| 0 6 0 0 4000 131.500 -0.30 42.76 0 0 0| 0 0 0 0 4200 214.000 -0.42 42.56 0 0 0| 0 8 0 0 4400 322.000 -0.55 42.64 0 0 0| 0 0 0 0 4600 456.500 -0.66 42.89 0 0 0| 0 12 0 0 4800 610.500 -0.76 43.39 0 0 0| 0 3 0 0 5000 780.500 -0.83 44.13 0 0 0| 0 0 0 0 5200 961.500 -0.88 45.12 0 0 0| 0 0 0 0 5400 1150.000 -0.92 46.36 0 0 0| 0 0 0 0 5600 1537.500 -0.96 49.59 0 0 0| 0 0 0 0 6000 1933.000 -0.97 53.79 0 0 0| 0 0 0 0 6400 Total 0 0 0| 0 35 0 0 Indicative a-t-m Vol 44.43 Underlying Price 4480.000 Time to expiry: 130 Days Jun 10 143.500 -0.18 47.43 0 0 0| 0 1 0 0 3600 192.000 -0.23 46.21 0 0 0| 0 6 0 0 3800 258.000 -0.29 45.63 0 0 0| 0 1 0 0 4000 431.500 -0.42 44.52 0 0 0| 0 2 0 0 4400 662.500 -0.55 44.04 0 0 0| 0 0 0 0 4800 954.000 -0.66 45.00 0 0 0| 0 0 0 0 5200 1272.500 -0.76 45.13 0 0 0| 0 0 0 0 5600 1993.000 -0.87 47.33 0 0 0| 0 0 0 0 6400 Total 0 0 0| 0 10 0 0 Indicative a-t-m Vol 44.91 Underlying Price 4480.000 Time to expiry: 221 Days Sep 10 229.000 -0.21 45.59 0 0 0| 0 0 0 0 3600 301.000 -0.26 45.49 0 0 0| 0 0 0 0 3800 383.500 -0.31 45.49 0 0 0| 0 1 0 0 4000 573.000 -0.41 44.92 0 0 0| 0 0 0 0 4400 808.000 -0.51 44.86 0 0 0| 0 6 0 0 4800 1084.000 -0.60 44.95 0 0 0| 0 0 0 0 5200 1386.500 -0.68 44.88 0 0 0| 0 0 0 0 5600 2064.500 -0.80 45.64 0 0 0| 0 0 0 0 6400 Total 0 0 0| 0 7 0 0 Total Puts 0 0 0| 0 52 0 0 Grand Total 0 1,280,000 1,280,00| 6 97 +6 0 Equity Options 22:16 Business Day Mon 8 Feb 2010 Previous Business Day Fri 5 Feb 2010 Page 3 Calls | Block | Opening Settle Delta Vola- Daily Trade Bclear Total | Official **Open Change Exer- Exer Trans Price tility High Low Volume Volume*** Volume | Volume Int cises Price | Reckitt Benckiser Group Plc - STND OPT (RB ) Indicative a-t-m Vol 22.82 Underlying Price 3154.000 Time to expiry: 39 Days Mar 10 754.500 1.00 19.96 0 0 0| 0 0 0 0 2400 555.000 1.00 23.49 0 0 0| 0 2 0 0 2600 356.000 0.98 24.27 0 0 0| 0 13 0 0 2800 173.000 0.80 22.97 0 0 0| 0 112 0 0 3000 105.000 0.60 23.10 0 0 0| 0 0 0 0 3100 53.000 56.500 0.39 22.57 53.000 51.000 0 0 102| 0 99 0 0 3200 27.500 0.22 22.33 0 0 0| 0 24 0 0 3300 12.000 0.11 21.96 0 0 0| 0 815 0 0 3400 5.000 0.05 21.98 0 0 0| 0 1 0 0 3500 2.000 0.02 22.11 0 0 0| 0 269 0 0 3600 CAB 0.00 22.34 0 0 0| 0 0 0 0 3800 Total 0 0 102| 0 1,335 0 0 Indicative a-t-m Vol 22.14 Underlying Price 3154.000 Time to expiry: 130 Days Jun 10 755.000 0.99 30.35 0 0 0| 0 0 0 0 2400 375.000 0.84 24.41 0 0 0| 0 0 0 0 2800 226.500 0.64 22.84 0 0 0| 0 3 0 0 3000 122.000 123.500 0.44 21.94 122.000 122.000 0 0 4| 0 9 0 0 3200 59.000 0.26 21.30 0 0 0| 0 7 0 0 3400 26.500 25.000 0.13 21.01 26.500 26.500 0 0 2| 0 64 0 0 3600 5.000 0.03 21.99 0 0 0| 0 0 0 0 4000 Total 0 0 6| 0 83 0 0 Indicative a-t-m Vol 22.49 Underlying Price 3154.000 Time to expiry: 221 Days Sep 10 401.000 0.76 24.45 0 0 0| 0 0 0 0 2800 267.000 0.62 23.22 0 0 0| 0 8 0 0 3000 165.000 0.46 22.27 0 0 0| 0 8 0 0 3200 94.000 0.32 21.64 0 0 0| 0 13 0 0 3400 50.500 0.20 21.24 0 0 0| 0 11 0 0 3600 14.500 0.07 21.64 0 0 0| 0 18 0 0 4000 Total 0 0 0| 0 58 0 0 Total Calls 0 0 108| 0 1,476 0 0 | Equity Options 22:16 Business Day Mon 8 Feb 2010 Previous Business Day Fri 5 Feb 2010 Page 4 Puts | Block | Opening Settle Delta Vola- Daily Trade Bclear Total | Official **Open Change Exer- Exer Trans Price tility High Low Volume Volume*** Volume | Volume Int cises Price | Reckitt Benckiser Group Plc - STND OPT (RB ) Indicative a-t-m Vol 22.38 Underlying Price 3154.000 Time to expiry: 39 Days Mar 10 0.500 0.00 30.57 0 0 0| 0 30 0 0 2400 3.500 -0.03 29.19 0 0 0| 3 50 0 0 2600 12.500 -0.10 25.04 0 0 0| 0 193 0 0 2800 51.000 -0.32 23.32 0 0 0| 0 46 0 0 3000 90.500 -0.48 22.51 0 0 0| 5 35 +4 0 3100 162.000 149.000 -0.65 22.27 162.000 162.000 0 0 1| 0 19 0 0 3200 221.500 -0.80 21.56 0 0 0| 0 18 0 0 3300 307.500 -0.90 21.31 0 0 0| 0 1 0 0 3400 403.000 -0.94 22.77 0 0 0| 0 0 0 0 3500 500.000 -0.97 23.10 0 0 0| 0 3 0 0 3600 698.500 -0.99 26.77 0 0 0| 0 0 0 0 3800 Total 0 0 1| 8 395 +4 0 Indicative a-t-m Vol 21.60 Underlying Price 3154.000 Time to expiry: 130 Days Jun 10 13.000 -0.05 28.43 0 0 0| 0 29 0 0 2400 59.000 -0.21 24.20 0 0 0| 0 4 0 0 2800 116.500 -0.37 22.63 0 0 0| 0 254 0 0 3000 210.500 -0.57 21.29 0 0 0| 2 22 -2 0 3200 348.000 -0.75 20.76 0 0 0| 0 7 0 0 3400 516.000 -0.88 20.46 0 0 0| 0 1 0 0 3600 898.000 -1.00 18.39 0 0 0| 0 0 0 0 4000 Total 0 0 0| 2 317 -2 0 Indicative a-t-m Vol 21.89 Underlying Price 3154.000 Time to expiry: 221 Days Sep 10 109.000 -0.28 23.90 0 0 0| 0 7 0 0 2800 179.500 -0.41 22.49 0 0 0| 0 2 0 0 3000 283.000 -0.57 21.70 0 0 0| 0 2 0 0 3200 415.500 -0.71 20.97 0 0 0| 1 6 0 0 3400 573.000 -0.83 20.27 0 0 0| 0 2 0 0 3600 938.500 -0.95 19.58 0 0 0| 0 0 0 0 4000 Total 0 0 0| 1 19 0 0 Total Puts 0 0 1| 11 731 +2 0 Grand Total 0 960,000 960,109| 11 2,207 +2 0 Equity Options 22:16 Business Day Mon 8 Feb 2010 Previous Business Day Fri 5 Feb 2010 Page 5 Calls | Block | Opening Settle Delta Vola- Daily Trade Bclear Total | Official **Open Change Exer- Exer Trans Price tility High Low Volume Volume*** Volume | Volume Int cises Price | Reed Elsevier PLC - STND OPT (REI) Indicative a-t-m Vol 24.29 Underlying Price 486.600 Time to expiry: 39 Days Mar 10 147.000 1.00 8.63 0 0 0| 0 0 0 0 340 127.000 1.00 16.97 0 0 0| 0 0 0 0 360 107.000 1.00 10.55 0 0 0| 0 0 0 0 380 87.000 1.00 18.49 0 0 0| 0 0 0 0 400 67.500 0.98 23.00 0 0 0| 0 0 0 0 420 49.000 0.90 24.47 0 0 0| 0 10 0 0 440 33.000 0.76 25.70 0 0 0| 0 40 0 0 460 26.000 0.68 25.26 0 0 0| 0 0 0 0 470 19.000 0.59 24.17 0 0 0| 0 14 0 0 480 14.500 0.49 24.34 0 0 0| 0 0 0 0 490 10.500 0.39 24.55 0 0 0| 0 34 0 0 500 5.500 4.500 0.21 23.83 6.500 5.500 0 0 7| 0 47 0 0 520 2.000 0.11 24.17 0 0 0| 0 750 0 0 540 1.000 0.05 25.36 0 0 0| 0 34 0 0 560 0.500 0.02 31.20 0 0 0| 0 0 0 0 600 Total 0 0 7| 0 929 0 0 Indicative a-t-m Vol 23.48 Underlying Price 486.600 Time to expiry: 130 Days Jun 10 88.500 0.95 24.56 0 0 0| 0 0 0 0 400 53.500 0.81 24.39 0 0 0| 0 0 0 0 440 40.000 0.69 24.73 0 0 0| 0 0 0 0 460 27.000 0.56 23.60 0 0 0| 20 51 +20 0 480 12.000 11.500 0.31 22.90 12.000 12.000 0 0 7| 12 47 0 0 520 4.000 0.14 22.83 0 0 0| 0 13 0 0 560 1.000 0.03 26.14 0 0 0| 0 0 0 0 640 Total 0 0 7| 32 111 +20 0 Indicative a-t-m Vol 23.81 Underlying Price 486.600 Time to expiry: 221 Days Sep 10 58.000 0.75 25.54 0 0 0| 0 0 0 0 440 44.500 0.65 24.73 0 0 0| 0 0 0 0 460 34.000 32.500 0.54 23.90 34.000 34.000 0 0 15| 0 633 0 0 480 17.000 0.34 23.38 0 0 0| 10 9 -10 0 520 8.500 0.20 23.26 0 0 0| 0 7 0 0 560 2.000 0.06 23.99 0 0 0| 0 5 0 0 640 Total 0 0 15| 10 654 -10 0 Total Calls 0 0 29| 42 1,694 +10 0 | Equity Options 22:16 Business Day Mon 8 Feb 2010 Previous Business Day Fri 5 Feb 2010 Page 6 Puts | Block | Opening Settle Delta Vola- Daily Trade Bclear Total | Official **Open Change Exer- Exer Trans Price tility High Low Volume Volume*** Volume | Volume Int cises Price | Reed Elsevier PLC - STND OPT (REI) Indicative a-t-m Vol 25.27 Underlying Price 486.600 Time to expiry: 39 Days Mar 10 CAB 0.00 18.29 0 0 0| 0 0 0 0 340 CAB 0.00 24.67 0 0 0| 0 0 0 0 360 CAB 0.00 27.88 0 0 0| 0 23 0 0 380 0.500 -0.02 28.96 0 0 0| 0 23 0 0 400 1.000 -0.05 28.74 0 0 0| 0 2 0 0 420 3.000 -0.13 27.81 0 0 0| 0 44 0 0 440 5.500 6.500 -0.24 26.65 5.500 S 5.500 S 0 0 1| 0 35 0 0 460 9.500 -0.33 26.47 0 0 0| 0 0 0 0 470 12.000 13.000 -0.42 25.70 12.000 S 12.000 S 0 0 1| 0 21 0 0 480 18.000 -0.51 25.08 0 0 0| 0 0 0 0 490 23.500 -0.61 24.90 0 0 0| 0 0 0 0 500 38.500 -0.77 25.77 0 0 0| 0 36 0 0 520 55.500 -0.88 26.24 0 0 0| 0 0 0 0 540 74.500 -0.93 27.71 0 0 0| 0 0 0 0 560 114.000 -0.96 34.75 0 0 0| 0 0 0 0 600 Total 0 0 2| 0 184 0 0 Indicative a-t-m Vol 23.70 Underlying Price 486.600 Time to expiry: 130 Days Jun 10 5.500 -0.13 27.33 0 0 0| 0 6 0 0 400 13.500 -0.28 25.29 0 0 0| 0 42 0 0 440 20.500 -0.38 24.55 0 0 0| 0 9 0 0 460 29.500 -0.50 23.66 0 0 0| 0 39 0 0 480 56.000 -0.71 23.88 0 0 0| 0 15 0 0 520 89.500 -0.86 23.81 0 0 0| 0 10 0 0 560 165.500 -0.98 24.55 0 0 0| 0 0 0 0 640 Total 0 0 0| 0 121 0 0 Indicative a-t-m Vol 23.60 Underlying Price 486.600 Time to expiry: 221 Days Sep 10 22.000 -0.33 24.75 0 0 0| 3 25 -3 0 440 30.000 -0.42 24.17 0 0 0| 0 15 0 0 460 39.500 -0.51 23.60 0 0 0| 0 15 0 0 480 66.000 -0.68 23.62 0 0 0| 0 5 0 0 520 97.000 -0.81 22.96 0 0 0| 0 6 0 0 560 170.500 -0.95 22.82 0 0 0| 0 0 0 0 640 Total 0 0 0| 3 66 -3 0 Total Puts 0 0 2| 3 371 -3 0 Grand Total 0 1,120,000 1,120,03| 45 2,065 +7 0 Equity Options 22:16 Business Day Mon 8 Feb 2010 Previous Business Day Fri 5 Feb 2010 Page 7 Calls | Block | Opening Settle Delta Vola- Daily Trade Bclear Total | Official **Open Change Exer- Exer Trans Price tility High Low Volume Volume*** Volume | Volume Int cises Price | Rentokil Initial plc - STND OPT (RTO) Indicative a-t-m Vol 28.55 Underlying Price 113.200 Time to expiry: 39 Days Mar 10 53.250 1.00 13.13 0 0 0| 0 0 0 0 60 41.250 1.00 44.96 0 0 0| 0 0 0 0 72 33.250 1.00 12.11 0 0 0| 0 0 0 0 80 25.250 1.00 24.44 0 0 0| 0 36 0 0 88 17.500 0.96 29.09 0 0 0| 0 10 0 0 96 13.750 0.90 30.30 0 0 0| 0 39 0 0 100 6.000 0.64 28.77 0 0 0| 0 0 0 0 110 1.750 0.28 28.21 0 0 0| 0 5,333 0 0 120 0.250 0.05 25.05 0 0 0| 0 0 0 0 130 CAB 0.01 25.13 0 0 0| 0 0 0 0 140 CAB 0.00 33.00 0 0 0| 0 0 0 0 160 Total 0 0 0| 0 5,418 0 0 Indicative a-t-m Vol 30.09 Underlying Price 113.200 Time to expiry: 130 Days Jun 10 34.000 0.96 36.86 0 0 0| 0 0 0 0 80 26.500 0.91 34.11 0 0 0| 0 0 0 0 88 19.500 0.84 31.62 0 0 0| 0 0 0 0 96 16.500 0.78 31.64 0 0 0| 0 72 0 0 100 5.250 0.41 29.42 0 0 0| 0 52 0 0 120 1.250 0.13 28.94 0 0 0| 0 10 0 0 140 0.250 0.03 28.50 0 0 0| 0 200 0 0 160 Total 0 0 0| 0 334 0 0 Indicative a-t-m Vol 31.57 Underlying Price 113.200 Time to expiry: 221 Days Sep 10 34.750 0.92 35.34 0 0 0| 0 0 0 0 80 22.000 0.78 34.97 0 0 0| 0 0 0 0 96 19.000 0.74 33.38 0 0 0| 0 0 0 0 100 8.000 0.46 30.79 0 0 0| 0 25 0 0 120 2.750 0.21 29.37 0 0 0| 0 20 0 0 140 1.000 0.10 31.10 0 0 0| 0 0 0 0 160 Total 0 0 0| 0 45 0 0 Total Calls 0 0 0| 0 5,797 0 0 | Equity Options 22:16 Business Day Mon 8 Feb 2010 Previous Business Day Fri 5 Feb 2010 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 28.18 Underlying Price 113.200 Time to expiry: 39 Days Mar 10 CAB 0.00 55.19 0 0 0| 0 300 0 0 60 CAB 0.00 44.32 0 0 0| 0 20 0 0 72 CAB 0.00 38.88 0 0 0| 0 210 0 0 80 CAB -0.01 34.35 0 0 0| 0 10 0 0 88 0.250 -0.06 33.01 0 0 0| 0 56 0 0 96 0.500 -0.09 29.21 0 0 0| 0 40 0 0 100 2.750 -0.36 28.64 0 0 0| 0 45 0 0 110 8.500 -0.72 27.49 0 0 0| 0 3,089 0 0 120 17.250 -0.91 29.82 0 0 0| 0 0 0 0 130 27.000 -0.95 38.40 0 0 0| 0 0 0 0 140 47.000 -0.96 56.76 0 0 0| 0 0 0 0 160 Total 0 0 0| 0 3,770 0 0 Indicative a-t-m Vol 30.00 Underlying Price 113.200 Time to expiry: 130 Days Jun 10 0.500 -0.05 38.29 0 0 0| 0 200 0 0 80 1.250 -0.10 35.51 0 0 0| 0 0 0 0 88 2.250 -0.17 33.24 0 0 0| 0 0 0 0 96 3.250 -0.23 32.37 0 0 0| 0 25 0 0 100 11.750 -0.59 28.99 0 0 0| 0 58 0 0 120 27.750 -0.88 28.27 0 0 0| 0 0 0 0 140 47.000 -0.97 30.77 0 0 0| 0 0 0 0 160 Total 0 0 0| 0 283 0 0 Indicative a-t-m Vol 31.54 Underlying Price 113.200 Time to expiry: 221 Days Sep 10 1.500 -0.09 36.37 0 0 0| 0 0 0 0 80 4.250 -0.22 33.44 0 0 0| 0 0 0 0 96 5.750 -0.28 33.68 0 0 0| 0 10 0 0 100 15.000 -0.55 30.62 0 0 0| 0 25 0 0 120 29.500 -0.80 28.99 0 0 0| 0 0 0 0 140 47.750 -0.92 29.96 0 0 0| 0 0 0 0 160 Total 0 0 0| 0 35 0 0 Total Puts 0 0 0| 0 4,088 0 0 Grand Total 0 960,000 960,000| 0 9,885 0 0 Equity Options 22:16 Business Day Mon 8 Feb 2010 Previous Business Day Fri 5 Feb 2010 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 45.57 Underlying Price 3065.500 Time to expiry: 11 Days Feb 10 466.500 0.99 44.37 0 0 0| 0 0 0 0 2600 280.000 0.88 47.19 0 0 0| 2 4 +2 0 2800 152.500 197.500 0.77 46.34 152.500 152.500 0 0 4| 51 55 +50 0 2900 151.500 129.500 0.62 45.68 151.500 151.500 0 0 5| 3 109 +3 0 3000 78.500 0.45 45.52 0 0 0| 6 161 +1 0 3100 43.500 0.30 45.30 0 0 0| 3 107 0 0 3200 38.000 23.000 0.18 45.68 38.000 14.000 0 0 10| 4 222 +4 0 3300 20.000 9.500 0.09 43.92 20.000 20.000 0 0 2| 0 120 0 0 3400 3.000 0.03 41.47 0 0 0| 0 510 0 0 3500 1.000 0.01 40.87 0 0 0| 0 558 0 0 3600 0.500 0.01 42.88 0 0 0| 0 29 0 0 3700 0.500 0.00 45.20 0 0 0| 0 259 0 0 3800 CAB 0.00 45.92 0 0 0| 0 72 0 0 4000 CAB 0.00 50.80 0 0 0| 0 0 0 0 4400 Total 0 0 21| 69 2,206 +60 0 Indicative a-t-m Vol 46.02 Underlying Price 3065.500 Time to expiry: 39 Days Mar 10 1579.000 1.00 86.97 0 0 0| 0 10 0 0 1487 1496.000 1.00 80.17 0 0 0| 0 14 0 0 1570 1414.000 1.00 76.09 0 0 0| 0 26 0 0 1652 1249.000 1.00 71.54 0 0 0| 0 1 0 0 1817 1083.500 1.00 68.13 0 0 0| 0 23 0 0 1983 920.000 0.99 65.01 0 0 0| 0 5 0 0 2148 699.500 759.500 0.96 60.93 699.500 699.500 0 0 1| 0 58 0 0 2313 597.000 0.94 51.31 0 0 0| 0 569 0 0 2478 449.500 0.85 49.09 0 0 0| 2 40 -1 0 2644 324.000 0.73 48.00 0 0 0| 0 455 0 0 2809 220.000 0.59 46.68 0 0 0| 0 2,571 0 0 2974 205.000 0.57 46.30 0 0 0| 52 2,890 +49 0 3000 157.000 0.48 45.87 0 0 0| 0 518 0 0 3100 100.000 120.500 0.40 46.13 125.000 100.000 0 0 7| 3 1,439 +3 0 3200 90.000 0.32 46.13 0 0 0| 3 300 -2 0 3300 59.000 64.500 0.25 45.56 59.000 59.000 0 0 5| 0 926 0 0 3400 36.000 48.000 0.20 46.21 37.500 36.000 0 0 16| 0 69 0 0 3500 34.000 0.15 46.12 0 0 0| 2 158 +2 0 3600 18.500 24.000 0.11 46.24 18.500 18.500 0 0 6| 0 18 0 0 3700 13.000 15.500 0.08 45.43 13.000 13.000 0 0 16| 0 149 0 0 3800 4.000 0.03 41.19 0 0 0| 0 209 0 0 4000 1.000 0.01 40.64 0 0 0| 0 301 0 0 4200 0.500 0.00 40.18 0 0 0| 0 5 0 0 4400 Total 0 0 51| 62 10,754 +51 0 Indicative a-t-m Vol 45.18 Underlying Price 3065.500 Time to expiry: 67 Days Apr 10 518.500 0.81 48.60 0 0 0| 0 0 0 0 2600 377.000 0.69 47.54 0 0 0| 0 0 0 0 2800 Equity Options 22:16 Business Day Mon 8 Feb 2010 Previous Business Day Fri 5 Feb 2010 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 | 314.000 0.63 46.53 0 0 0| 0 0 0 0 2900 256.000 0.57 45.28 0 0 0| 2 3 +2 0 3000 210.000 0.50 45.13 0 0 0| 0 5 0 0 3100 168.000 0.43 44.50 0 0 0| 0 9 0 0 3200 133.000 0.37 44.17 0 0 0| 0 10 0 0 3300 103.000 0.31 43.72 0 0 0| 0 1 0 0 3400 80.000 0.26 43.44 0 0 0| 0 0 0 0 3500 70.000 64.000 0.21 43.89 70.000 70.000 0 0 50| 0 46 0 0 3600 47.500 0.17 43.39 0 0 0| 0 80 0 0 3700 36.000 0.14 43.37 0 0 0| 0 40 0 0 3800 19.500 0.08 42.79 0 0 0| 0 209 0 0 4000 5.500 0.03 42.97 0 0 0| 0 0 0 0 4400 Total 0 0 50| 2 403 +2 0 Indicative a-t-m Vol 45.00 Underlying Price 3065.500 Time to expiry: 130 Days Jun 10 1466.000 1.00 61.22 0 0 0| 0 10 0 0 1600 1414.000 1.00 58.50 0 0 0| 0 300 0 0 1652 1035.000 1095.000 0.95 53.96 1035.000 1035.000 0 0 1| 0 16 0 0 1983 807.000 0.86 50.16 0 0 0| 0 26 0 0 2313 740.000 0.83 50.05 0 0 0| 0 24 0 0 2400 588.500 0.76 47.67 0 0 0| 0 1 0 0 2600 420.000 459.000 0.67 46.39 420.000 420.000 0 0 1| 0 18 0 0 2800 348.000 0.58 45.28 0 0 0| 0 153 0 0 3000 283.000 257.000 0.48 44.44 283.000 283.000 0 0 5| 3 65 0 0 3200 166.000 188.500 0.39 43.99 166.000 166.000 0 0 5| 5 517 -5 0 3400 145.500 133.500 0.30 43.30 145.500 143.500 0 0 15| 0 47 0 0 3600 94.000 0.23 42.96 0 0 0| 0 59 0 0 3800 58.000 65.000 0.17 42.70 58.000 58.000 0 0 3| 3 105 +3 0 4000 44.500 0.13 42.48 0 0 0| 0 19 0 0 4200 Total 0 0 30| 11 1,360 -2 0 Indicative a-t-m Vol 45.35 Underlying Price 3065.500 Time to expiry: 221 Days Sep 10 1116.500 0.90 53.21 0 0 0| 0 100 0 0 2000 805.000 0.79 49.78 0 0 0| 0 7 0 0 2400 666.500 0.73 48.09 0 0 0| 0 1 0 0 2600 545.500 0.66 46.92 0 0 0| 1 6 +1 0 2800 439.000 0.59 45.69 0 0 0| 0 125 0 0 3000 348.500 0.51 44.65 0 0 0| 3 60 -3 0 3200 273.000 0.44 43.79 0 0 0| 0 24 0 0 3400 212.500 0.37 43.14 0 0 0| 0 15 0 0 3600 165.500 0.31 42.86 0 0 0| 0 26 0 0 3800 126.000 0.25 42.37 0 0 0| 3 31 +3 0 4000 Total 0 0 0| 7 395 +1 0 Indicative a-t-m Vol 45.05 Underlying Price 3065.500 Time to expiry: 312 Days Dec 10 1598.500 0.95 60.59 0 0 0| 0 0 0 0 1487 1450.500 0.93 57.50 0 0 0| 0 756 0 0 1652 1170.000 0.87 52.80 0 0 0| 0 12 0 0 1983 Equity Options 22:16 Business Day Mon 8 Feb 2010 Previous Business Day Fri 5 Feb 2010 Page 11 Calls | Block | Opening Settle Delta Vola- Daily Trade Bclear Total | Official **Open Change Exer- Exer Trans Price tility High Low Volume Volume*** Volume | Volume Int cises Price | 915.500 0.80 49.17 0 0 0| 0 26 0 0 2313 703.000 0.71 47.07 0 0 0| 10 16 +10 0 2644 651.000 614.000 0.66 46.25 651.000 560.000 0 0 3| 0 266 0 0 2800 473.000 512.500 0.59 45.40 473.000 473.000 0 0 1| 0 1,405 +250 0 3000 423.500 0.53 44.33 0 0 0| 0 1,803 0 0 3200 349.000 0.47 43.65 0 0 0| 0 54 0 0 3400 289.000 0.41 43.50 0 0 0| 5 800 +5 0 3600 235.500 0.36 43.08 0 0 0| 0 381 0 0 3800 193.500 0.31 42.77 0 0 0| 3 548 +3 0 4000 Total 0 0 4| 18 6,067 +268 0 Indicative a-t-m Vol 43.80 Underlying Price 3065.500 Time to expiry: 494 Days Jun 11 1584.500 0.90 64.48 0 0 0| 0 0 0 0 1600 1333.500 0.90 47.30 0 0 0| 0 0 0 0 1800 1184.000 0.86 46.62 0 0 0| 0 0 0 0 2000 917.000 0.76 45.16 0 0 0| 0 0 0 0 2400 702.500 0.66 44.12 0 0 0| 0 0 0 0 2800 534.500 0.56 43.64 0 0 0| 0 0 0 0 3200 411.000 0.47 43.77 0 0 0| 0 0 0 0 3600 324.500 0.39 44.47 0 0 0| 0 0 0 0 4000 Total 0 0 0| 0 0 0 0 Indicative a-t-m Vol 42.54 Underlying Price 3065.500 Time to expiry: 676 Days Dec 11 1612.500 0.89 60.08 0 0 0| 0 0 0 0 1600 1383.500 0.88 47.81 0 0 0| 0 0 0 0 1800 1245.000 0.84 47.10 0 0 0| 0 0 0 0 2000 1046.500 0.78 45.64 0 0 0| 0 0 0 0 2313 995.000 0.76 45.04 0 0 0| 0 0 0 0 2400 781.000 0.67 43.24 0 0 0| 0 0 0 0 2800 610.500 0.58 42.18 0 0 0| 0 0 0 0 3200 455.500 0.49 40.25 0 0 0| 0 1,000 0 0 3600 342.500 0.40 39.20 0 0 0| 0 0 0 0 4000 Total 0 0 0| 0 1,000 0 0 Indicative a-t-m Vol 43.38 Underlying Price 3065.500 Time to expiry: 1047 Days Dec 12 940.000 0.69 43.75 0 0 0| 0 0 0 0 2800 790.500 0.63 43.19 0 0 0| 0 0 0 0 3200 682.500 0.56 43.58 0 0 0| 0 0 0 0 3600 607.000 0.52 44.80 0 0 0| 0 0 0 0 4000 Total 0 0 0| 0 0 0 0 Total Calls 0 0 156| 169 22,185 +380 0 | Equity Options 22:16 Business Day Mon 8 Feb 2010 Previous Business Day Fri 5 Feb 2010 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 47.40 Underlying Price 3065.500 Time to expiry: 11 Days Feb 10 8.000 -0.06 56.23 0 0 0| 0 121 0 0 2600 30.500 28.500 -0.18 51.13 30.500 30.500 0 0 8| 8 112 0 0 2800 38.000 50.500 -0.29 49.06 66.000 S 38.000 0 0 9| 3 346 -1 0 2900 119.000 87.000 -0.43 47.82 119.000 119.000 0 0 4| 1 223 0 0 3000 109.000 139.000 -0.58 47.19 150.000 109.000 0 0 7| 3 342 +1 0 3100 205.000 -0.72 46.27 0 0 0| 2 233 -2 0 3200 284.000 -0.83 45.45 0 0 0| 4 332 +4 0 3300 374.000 -0.90 46.75 0 0 0| 0 345 0 0 3400 467.500 -0.95 46.13 0 0 0| 0 76 0 0 3500 565.000 -0.98 46.96 0 0 0| 3 201 -1 0 3600 664.000 -0.99 48.02 0 0 0| 0 11 0 0 3700 763.500 -0.99 51.87 0 0 0| 2 2 0 0 3800 963.000 -1.00 56.31 0 0 0| 0 0 0 0 4000 1363.000 -1.00 72.30 0 0 0| 0 20 0 0 4400 Total 0 0 28| 26 2,364 +1 0 Indicative a-t-m Vol 48.07 Underlying Price 3065.500 Time to expiry: 39 Days Mar 10 0.500 0.00 77.35 0 0 0| 0 12 0 0 1487 0.500 0.00 73.85 0 0 0| 0 100 0 0 1570 0.500 0.00 70.74 0 0 0| 0 48 0 0 1652 1.500 -0.01 65.37 0 0 0| 0 118 0 0 1817 3.000 -0.01 60.92 0 0 0| 0 28 0 0 1983 5.000 -0.02 55.38 0 0 0| 0 55 0 0 2148 16.000 -0.06 56.60 0 0 0| 10 1,353 +5 0 2313 30.500 -0.11 53.64 0 0 0| 0 594 0 0 2478 51.000 55.000 -0.18 51.19 51.000 48.000 0 0 17| 8 615 +3 0 2644 97.000 -0.29 49.23 0 0 0| 2 1,822 -2 0 2809 164.500 -0.41 49.17 0 0 0| 0 25 0 0 2974 148.000 174.000 -0.44 48.33 148.000 148.000 0 0 2| 6 3,761 +350 0 3000 261.000 226.500 -0.52 47.94 261.000 261.000 0 0 2| 0 98 0 0 3100 285.500 -0.60 47.21 0 0 0| 2 858 +2 0 3200 361.000 -0.67 48.87 0 0 0| 0 1,738 +350 0 3300 433.000 -0.74 48.00 0 0 0| 0 805 0 0 3400 512.500 -0.79 47.50 0 0 0| 0 36 0 0 3500 595.500 -0.85 46.28 0 0 0| 0 302 0 0 3600 684.000 -0.89 45.54 0 0 0| 0 368 0 0 3700 785.000 -0.90 50.59 0 0 0| 5 7 +5 0 3800 974.500 -0.94 51.63 0 0 0| 0 7 0 0 4000 1163.500 -0.99 41.94 0 0 0| 0 8 0 0 4200 1368.500 -0.97 58.00 0 0 0| 0 0 0 0 4400 Total 0 0 21| 33 12,758 +713 0 Indicative a-t-m Vol 46.08 Underlying Price 3065.500 Time to expiry: 67 Days Apr 10 88.000 80.500 -0.20 49.31 88.000 S 88.000 S 0 0 1| 0 0 0 0 2600 137.000 -0.31 47.63 0 0 0| 0 23 0 0 2800 174.500 -0.37 46.74 0 0 0| 0 0 0 0 2900 Equity Options 22:16 Business Day Mon 8 Feb 2010 Previous Business Day Fri 5 Feb 2010 Page 13 Puts | Block | Opening Settle Delta Vola- Daily Trade Bclear Total | Official **Open Change Exer- Exer Trans Price tility High Low Volume Volume*** Volume | Volume Int cises Price | 222.500 -0.43 46.67 0 0 0| 0 68 0 0 3000 273.000 -0.50 45.78 0 0 0| 0 5 0 0 3100 329.500 -0.57 44.94 0 0 0| 0 55 0 0 3200 395.500 -0.63 44.90 0 0 0| 0 5 0 0 3300 464.000 -0.69 44.15 0 0 0| 2 2 +2 0 3400 543.000 -0.74 44.35 0 0 0| 0 0 0 0 3500 626.500 -0.78 44.68 0 0 0| 0 15 0 0 3600 709.500 -0.83 44.24 0 0 0| 0 10 0 0 3700 798.000 -0.86 44.29 0 0 0| 0 5 0 0 3800 980.500 -0.92 43.38 0 0 0| 0 5 0 0 4000 1369.000 -0.96 46.14 0 0 0| 0 0 0 0 4400 Total 0 0 1| 2 193 +2 0 Indicative a-t-m Vol 45.29 Underlying Price 3065.500 Time to expiry: 130 Days Jun 10 8.500 -0.02 56.76 0 0 0| 0 81 0 0 1600 10.500 -0.02 56.63 0 0 0| 0 210 0 0 1652 33.500 -0.07 53.70 0 0 0| 0 300 0 0 1983 78.500 -0.14 50.31 0 0 0| 0 115 0 0 2313 94.000 -0.17 49.37 0 0 0| 0 78 0 0 2400 132.500 147.500 -0.24 47.98 155.000 132.500 0 0 6| 5 324 +2 0 2600 240.000 218.000 -0.33 46.70 240.000 240.000 0 0 7| 0 532 0 0 2800 280.000 307.000 -0.42 45.63 280.000 280.000 0 0 5| 0 225 0 0 3000 414.500 -0.52 44.61 0 0 0| 0 590 0 0 3200 545.000 -0.61 44.05 0 0 0| 0 1,457 0 0 3400 693.500 -0.70 43.92 0 0 0| 0 6 0 0 3600 849.000 -0.77 42.82 0 0 0| 0 0 0 0 3800 1018.500 -0.83 42.14 0 0 0| 0 15 0 0 4000 1240.000 1199.000 -0.88 42.09 1240.000 1240.000 0 0 1| 0 5 0 0 4200 Total 0 0 19| 5 3,938 +2 0 Indicative a-t-m Vol 44.99 Underlying Price 3065.500 Time to expiry: 221 Days Sep 10 78.500 -0.11 52.04 0 0 0| 0 119 0 0 2000 169.500 -0.21 48.96 0 0 0| 1 321 0 0 2400 234.000 -0.28 47.51 0 0 0| 0 61 0 0 2600 314.500 -0.35 46.40 0 0 0| 0 36 0 0 2800 437.000 410.000 -0.42 45.36 437.000 437.000 0 0 4| 0 125 0 0 3000 519.500 -0.50 44.24 0 0 0| 0 327 0 0 3200 645.000 -0.57 43.43 0 0 0| 0 38 0 0 3400 790.000 -0.64 43.35 0 0 0| 0 41 0 0 3600 938.500 -0.70 42.53 0 0 0| 0 30 0 0 3800 1099.000 -0.76 42.05 0 0 0| 0 15 0 0 4000 Total 0 0 4| 1 1,113 0 0 Indicative a-t-m Vol 45.25 Underlying Price 3065.500 Time to expiry: 312 Days Dec 10 39.000 -0.05 55.13 0 0 0| 0 820 0 0 1487 61.000 -0.07 54.52 0 0 0| 0 20 0 0 1652 118.500 -0.13 51.60 0 0 0| 0 106 0 0 1983 200.500 -0.21 49.01 0 0 0| 0 156 0 0 2313 321.000 -0.30 47.20 0 0 0| 0 125 0 0 2644 Equity Options 22:16 Business Day Mon 8 Feb 2010 Previous Business Day Fri 5 Feb 2010 Page 14 Puts | Block | Opening Settle Delta Vola- Daily Trade Bclear Total | Official **Open Change Exer- Exer Trans Price tility High Low Volume Volume*** Volume | Volume Int cises Price | 388.000 -0.35 46.40 0 0 0| 0 435 0 0 2800 487.000 -0.41 45.60 0 0 0| 88 403 +53 0 3000 597.000 -0.47 44.54 0 0 0| 36 703 -9 0 3200 721.000 722.500 -0.53 43.90 721.000 695.000 0 0 8| 15 35 +15 0 3400 861.000 -0.59 43.65 0 0 0| 0 778 0 0 3600 1000.000 -0.65 42.62 0 0 0| 6 516 +1 0 3800 1155.500 -0.70 42.03 0 0 0| 0 22 0 0 4000 Total 0 0 8| 145 4,119 +60 0 Indicative a-t-m Vol 45.05 Underlying Price 3065.500 Time to expiry: 494 Days Jun 11 72.000 -0.08 47.30 0 0 0| 0 0 0 0 1600 112.000 -0.11 46.76 0 0 0| 0 0 0 0 1800 164.000 -0.15 46.31 0 0 0| 0 0 0 0 2000 302.000 -0.24 45.54 0 0 0| 0 0 0 0 2400 493.500 -0.34 45.13 0 0 0| 0 0 0 0 2800 727.500 -0.44 45.00 0 0 0| 0 0 0 0 3200 1000.500 -0.53 45.15 0 0 0| 0 0 0 0 3600 1305.000 -0.61 45.53 0 0 0| 0 0 0 0 4000 Total 0 0 0| 0 0 0 0 Indicative a-t-m Vol 42.43 Underlying Price 3065.500 Time to expiry: 676 Days Dec 11 127.000 -0.10 49.21 0 0 0| 0 0 0 0 1600 177.000 -0.13 48.31 0 0 0| 0 0 0 0 1800 234.500 -0.17 47.32 0 0 0| 0 0 0 0 2000 343.500 -0.23 45.77 0 0 0| 0 20 0 0 2313 378.000 -0.25 45.25 0 0 0| 0 0 0 0 2400 557.500 -0.33 43.49 0 0 0| 0 110 0 0 2800 770.500 -0.43 41.90 0 0 0| 0 300 0 0 3200 1016.500 -0.52 40.55 0 0 0| 0 0 0 0 3600 1312.000 -0.59 40.57 0 0 0| 0 0 0 0 4000 Total 0 0 0| 0 430 0 0 Indicative a-t-m Vol 44.28 Underlying Price 3065.500 Time to expiry: 1047 Days Dec 12 695.000 -0.31 44.65 0 0 0| 0 0 0 0 2800 926.500 -0.38 44.09 0 0 0| 0 0 0 0 3200 1164.500 -0.45 42.66 0 0 0| 0 0 0 0 3600 1413.000 -0.52 40.79 0 0 0| 0 0 0 0 4000 Total 0 0 0| 0 0 0 0 Total Puts 0 0 81| 212 24,915 +778 0 Grand Total 0 4,320,000 4,320,23| 381 47,100 +1,158 0 Equity Options 22:16 Business Day Mon 8 Feb 2010 Previous Business Day Fri 5 Feb 2010 Page 15 Calls | Block | Opening Settle Delta Vola- Daily Trade Bclear Total | Official **Open Change Exer- Exer Trans Price tility High Low Volume Volume*** Volume | Volume Int cises Price | Rolls-Royce group plc - STND OPT (RR ) Indicative a-t-m Vol 25.54 Underlying Price 481.700 Time to expiry: 39 Days Mar 10 202.250 0.99 69.13 0 0 0| 0 0 0 0 280 162.250 0.99 54.23 0 0 0| 0 0 0 0 320 142.250 0.99 47.76 0 0 0| 0 0 0 0 340 122.250 0.99 41.93 0 0 0| 0 6 0 0 360 102.750 0.97 39.81 0 0 0| 0 11 0 0 380 83.250 0.95 35.14 0 0 0| 0 71 0 0 400 64.250 0.91 31.70 0 0 0| 0 21 0 0 420 46.250 0.84 29.20 0 0 0| 0 43 0 0 440 30.250 0.71 27.32 0 0 0| 0 26 0 0 460 23.250 0.63 26.39 0 0 0| 0 10 0 0 470 17.500 0.54 25.72 0 0 0| 0 37 0 0 480 12.250 0.44 24.85 0 0 0| 5 15 0 0 490 8.500 0.34 24.34 0 0 0| 0 1,251 0 0 500 3.250 0.17 23.36 0 0 0| 0 1,455 0 0 520 1.250 0.08 23.56 0 0 0| 0 181 0 0 540 0.500 0.03 23.31 0 0 0| 0 12 0 0 560 0.500 0.02 32.10 0 0 0| 0 0 0 0 600 0.500 0.02 39.89 0 0 0| 0 0 0 0 640 Total 0 0 0| 5 3,139 0 0 Indicative a-t-m Vol 24.40 Underlying Price 481.700 Time to expiry: 130 Days Jun 10 86.500 0.89 31.23 0 0 0| 0 0 0 0 400 69.000 0.83 28.99 0 0 0| 0 2 0 0 420 52.750 0.75 27.26 0 0 0| 0 19 0 0 440 38.500 0.65 25.99 0 0 0| 0 58 0 0 460 26.250 0.53 24.47 0 0 0| 0 58 0 0 480 10.750 0.29 23.11 0 0 0| 0 94 0 0 520 3.250 0.12 21.73 0 0 0| 0 23 0 0 560 0.750 0.03 25.00 0 0 0| 0 0 0 0 640 Total 0 0 0| 0 254 0 0 Indicative a-t-m Vol 26.25 Underlying Price 481.700 Time to expiry: 221 Days Sep 10 61.500 0.69 28.65 0 0 0| 0 20 0 0 440 48.500 0.61 27.54 0 0 0| 0 110 0 0 460 37.000 0.53 26.31 0 0 0| 0 64 0 0 480 20.500 0.36 24.99 0 0 0| 0 254 0 0 520 9.750 0.21 23.54 0 0 0| 0 155 0 0 560 1.750 0.06 22.60 0 0 0| 0 0 0 0 640 Total 0 0 0| 0 603 0 0 Total Calls 0 0 0| 5 3,996 0 0 | Equity Options 22:16 Business Day Mon 8 Feb 2010 Previous Business Day Fri 5 Feb 2010 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 25.54 Underlying Price 481.700 Time to expiry: 39 Days Mar 10 0.250 -0.01 69.13 0 0 0| 0 95 0 0 280 0.250 -0.01 54.23 0 0 0| 0 57 0 0 320 0.250 -0.01 47.76 0 0 0| 0 100 0 0 340 0.250 -0.01 41.93 0 0 0| 0 152 0 0 360 0.750 -0.03 39.73 0 0 0| 26 302 0 0 380 1.250 -0.05 35.14 0 0 0| 14 326 0 0 400 2.000 -0.09 31.70 0 0 0| 32 50 +14 0 420 4.250 -0.16 29.30 0 0 0| 0 755 0 0 440 8.250 -0.29 27.32 0 0 0| 13 421 -13 0 460 11.250 -0.37 26.39 0 0 0| 0 1,022 0 0 470 15.250 -0.46 25.72 0 0 0| 0 33 0 0 480 20.250 -0.56 24.85 0 0 0| 0 15 0 0 490 26.250 -0.66 24.34 0 0 0| 0 0 0 0 500 41.250 -0.83 23.36 0 0 0| 0 4 0 0 520 59.250 -0.93 23.64 0 0 0| 0 0 0 0 540 78.500 -0.98 23.31 0 0 0| 0 4 0 0 560 118.500 -0.98 32.10 0 0 0| 0 0 0 0 600 158.500 -0.99 39.89 0 0 0| 0 0 0 0 640 Total 0 0 0| 85 3,336 +1 0 Indicative a-t-m Vol 24.40 Underlying Price 481.700 Time to expiry: 130 Days Jun 10 8.000 -0.16 31.36 0 0 0| 0 28 0 0 400 11.000 -0.21 28.99 0 0 0| 0 128 0 0 420 15.500 -0.29 27.26 0 0 0| 0 91 0 0 440 22.250 -0.39 25.99 0 0 0| 0 51 0 0 460 30.500 -0.50 24.47 0 0 0| 10 192 -10 0 480 55.750 -0.72 23.11 0 0 0| 0 5 0 0 520 88.500 -0.89 21.73 0 0 0| 0 0 0 0 560 166.000 -0.98 25.00 0 0 0| 0 0 0 0 640 Total 0 0 0| 10 495 -10 0 Indicative a-t-m Vol 26.33 Underlying Price 481.700 Time to expiry: 221 Days Sep 10 25.500 -0.32 28.71 0 0 0| 13 256 -13 0 440 32.750 -0.40 27.54 0 0 0| 0 250 0 0 460 41.250 -0.48 26.40 0 0 0| 10 80 -10 0 480 64.750 -0.64 24.99 0 0 0| 0 83 0 0 520 94.000 -0.79 23.54 0 0 0| 0 0 0 0 560 166.500 -0.95 22.58 0 0 0| 0 0 0 0 640 Total 0 0 0| 23 669 -23 0 Total Puts 0 0 0| 118 4,500 -32 0 Grand Total 0 1,280,000 1,280,00| 123 8,496 -32 0 Equity Options 22:16 Business Day Mon 8 Feb 2010 Previous Business Day Fri 5 Feb 2010 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 55.97 Underlying Price 32.150 Time to expiry: 11 Days Feb 10 12.250 1.00 87.34 0 0 0| 0 0 0 0 20 8.250 0.98 78.93 0 0 0| 0 0 0 0 24 6.250 0.95 72.67 0 0 0| 0 0 0 0 26 4.500 0.87 70.81 0 0 0| 0 0 0 0 28 2.750 0.74 65.40 0 0 0| 0 56 0 0 30 1.500 0.54 57.55 0 0 0| 0 20 0 0 32 0.500 0.30 54.39 0 0 0| 0 860 0 0 34 0.250 0.18 64.34 0 0 0| 0 237 0 0 36 CAB 0.05 54.38 0 0 0| 0 536 0 0 38 CAB 0.01 51.66 0 0 0| 0 83 0 0 40 CAB 0.00 50.41 0 0 0| 0 130 0 0 44 CAB 0.00 53.33 0 0 0| 0 0 0 0 48 Total 0 0 0| 0 1,922 0 0 Indicative a-t-m Vol 60.48 Underlying Price 32.150 Time to expiry: 39 Days Mar 10 16.250 1.00 74.06 0 0 0| 0 90 0 0 16 12.250 0.98 71.96 0 0 0| 0 0 0 0 20 8.500 0.92 67.63 0 0 0| 0 26 0 0 24 6.750 0.86 65.53 0 0 0| 0 83 0 0 26 5.250 0.78 63.76 0 0 0| 0 109 0 0 28 3.750 0.67 63.35 0 0 0| 4 389 0 0 30 2.750 0.55 60.74 0 0 0| 60 328 +10 0 32 1.750 0.43 60.22 0 0 0| 0 264 0 0 34 1.250 0.32 58.75 0 0 0| 0 6,161 0 0 36 0.750 0.22 57.76 0 0 0| 0 75 0 0 38 0.500 0.14 56.44 0 0 0| 0 1,912 0 0 40 CAB 0.05 54.13 0 0 0| 0 1,114 0 0 44 CAB 0.02 53.75 0 0 0| 0 23,966 0 0 48 CAB 0.00 53.69 0 0 0| 0 1,183 0 0 56 CAB 0.00 54.05 0 0 0| 0 470 0 0 60 CAB 0.00 55.54 0 0 0| 0 31,585 0 0 64 CAB 0.00 56.99 0 0 0| 0 144 0 0 72 CAB 0.00 59.09 0 0 0| 0 100 0 0 80 Total 0 0 0| 64 67,999 +10 0 Indicative a-t-m Vol 59.01 Underlying Price 32.150 Time to expiry: 67 Days Apr 10 9.000 0.86 73.58 0 0 0| 0 18 0 0 24 6.000 0.74 65.96 0 0 0| 0 0 0 0 28 4.500 0.65 63.84 0 0 0| 0 0 0 0 30 3.500 0.56 62.58 0 0 0| 0 0 0 0 32 2.250 0.46 55.44 0 0 0| 50 50 +50 0 34 1.750 0.37 57.85 0 0 0| 10 57 -10 0 36 1.250 0.29 55.95 0 0 0| 0 25 0 0 38 0.750 0.22 55.95 0 0 0| 0 47 0 0 40 0.500 0.12 55.71 0 0 0| 0 0 0 0 44 Equity Options 22:16 Business Day Mon 8 Feb 2010 Previous Business Day Fri 5 Feb 2010 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 56.54 0 0 0| 0 0 0 0 48 Total 0 0 0| 60 197 +40 0 Indicative a-t-m Vol 55.33 Underlying Price 32.150 Time to expiry: 130 Days Jun 10 24.250 1.00 70.07 0 0 0| 0 0 0 0 8 16.250 0.97 68.07 0 0 0| 0 0 0 0 16 9.500 0.83 64.11 0 0 0| 0 3 0 0 24 6.750 0.72 60.68 0 0 0| 0 48 0 0 28 4.500 0.58 56.11 0 0 0| 0 28 0 0 32 2.750 0.43 53.00 0 0 0| 0 1,182 0 0 36 1.750 0.30 52.49 0 0 0| 0 2,703 0 0 40 1.000 0.20 52.15 0 0 0| 50 1,460 0 0 44 0.500 0.13 51.12 0 0 0| 0 906 0 0 48 0.250 0.05 50.44 0 0 0| 0 1,944 0 0 56 CAB 0.03 49.41 0 0 0| 0 318 0 0 60 CAB 0.02 49.76 0 0 0| 0 200 0 0 64 CAB 0.01 49.93 0 0 0| 0 105 0 0 72 CAB 0.00 50.58 0 0 0| 0 293 0 0 80 CAB 0.00 51.88 0 0 0| 0 0 0 0 88 CAB 0.00 52.53 0 0 0| 0 0 0 0 96 CAB 0.00 51.88 0 0 0| 0 1,000 0 0 100 CAB 0.00 52.37 0 0 0| 0 0 0 0 120 CAB 0.00 54.96 0 0 0| 0 0 0 0 140 CAB 0.00 53.73 0 0 0| 0 0 0 0 160 CAB 0.00 52.71 0 0 0| 0 0 0 0 180 CAB 0.00 51.81 0 0 0| 0 150 0 0 200 CAB 0.00 51.81 0 0 0| 0 0 0 0 220 CAB 0.00 52.32 0 0 0| 0 0 0 0 240 CAB 0.00 52.49 0 0 0| 0 0 0 0 280 Total 0 0 0| 50 10,340 0 0 Indicative a-t-m Vol 54.90 Underlying Price 32.150 Time to expiry: 221 Days Sep 10 16.750 0.94 71.47 0 0 0| 0 0 0 0 16 10.750 0.80 66.22 0 0 0| 0 0 0 0 24 8.000 0.71 60.95 0 0 0| 0 0 0 0 28 5.500 0.59 55.32 0 0 0| 0 25 0 0 32 4.000 0.48 53.63 0 0 0| 0 184 0 0 36 2.750 0.37 51.28 0 0 0| 0 226 0 0 40 1.750 0.28 50.61 0 0 0| 0 51 0 0 44 1.250 0.20 49.60 0 0 0| 0 386 0 0 48 0.500 0.11 50.11 0 0 0| 0 124 0 0 56 0.500 0.08 50.44 0 0 0| 0 0 0 0 60 0.250 0.06 51.11 0 0 0| 0 0 0 0 64 CAB 0.02 53.59 0 0 0| 0 0 0 0 80 Total 0 0 0| 0 996 0 0 Indicative a-t-m Vol 55.02 Underlying Price 32.150 Time to expiry: 312 Days Dec 10 24.250 1.00 66.52 0 0 0| 0 0 0 0 8 Equity Options 22:16 Business Day Mon 8 Feb 2010 Previous Business Day Fri 5 Feb 2010 Page 19 Calls | Block | Opening Settle Delta Vola- Daily Trade Bclear Total | Official **Open Change Exer- Exer Trans Price tility High Low Volume Volume*** Volume | Volume Int cises Price | 17.000 0.94 61.61 0 0 0| 0 100 0 0 16 11.000 0.79 59.38 0 0 0| 0 240 0 0 24 8.750 0.71 57.69 0 0 0| 0 0 0 0 28 6.750 0.61 55.69 0 0 0| 0 510 0 0 32 5.000 0.51 53.01 0 0 0| 0 0 0 0 36 3.500 0.42 50.71 0 0 0| 0 1,340 0 0 40 2.500 0.33 50.00 0 0 0| 0 0 0 0 44 2.000 0.27 49.86 0 0 0| 0 11,523 0 0 48 1.000 0.16 48.12 0 0 0| 0 1,023 0 0 56 0.750 0.13 49.07 0 0 0| 0 2,384 0 0 60 0.750 0.11 50.34 0 0 0| 0 497 0 0 64 0.500 0.08 51.91 0 0 0| 0 500 0 0 72 0.250 0.05 51.45 0 0 0| 0 438 0 0 80 0.250 0.03 50.07 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| 0 25,283 0 0 Indicative a-t-m Vol 57.19 Underlying Price 32.150 Time to expiry: 494 Days Jun 11 12.500 0.79 60.59 0 0 0| 0 0 0 0 24 8.750 0.64 57.73 0 0 0| 0 2,500 0 0 32 5.500 0.49 53.41 0 0 0| 0 0 0 0 40 3.500 0.36 50.44 0 0 0| 0 0 0 0 48 1.750 0.21 48.32 0 0 0| 0 0 0 0 60 0.500 0.09 47.47 0 0 0| 0 0 0 0 80 Total 0 0 0| 0 2,500 0 0 Indicative a-t-m Vol 51.97 Underlying Price 32.150 Time to expiry: 676 Days Dec 11 24.500 0.99 55.87 0 0 0| 0 0 0 0 8 18.000 0.91 54.57 0 0 0| 0 100 0 0 16 13.000 0.79 53.39 0 0 0| 0 0 0 0 24 9.250 0.66 52.09 0 0 0| 0 2,010 0 0 32 6.750 0.53 51.15 0 0 0| 0 569 0 0 40 4.750 0.42 50.91 0 0 0| 0 104 0 0 48 3.000 0.30 50.29 0 0 0| 0 22 0 0 60 1.250 0.16 48.67 0 0 0| 0 0 0 0 80 Total 0 0 0| 0 2,805 0 0 Equity Options 22:16 Business Day Mon 8 Feb 2010 Previous Business Day Fri 5 Feb 2010 Page 20 Calls | Block | Opening Settle Delta Vola- Daily Trade Bclear Total | Official **Open Change Exer- Exer Trans Price tility High Low Volume Volume*** Volume | Volume Int cises Price | Indicative a-t-m Vol 60.19 Underlying Price 32.150 Time to expiry: 1047 Days Dec 12 16.750 0.81 64.94 0 0 0| 0 0 0 0 24 13.250 0.72 60.36 0 0 0| 0 0 0 0 32 10.750 0.64 59.01 0 0 0| 0 0 0 0 40 8.250 0.54 55.32 0 0 0| 0 0 0 0 48 Total 0 0 0| 0 0 0 0 Total Calls 0 0 0| 174 112,042 +50 0 | Equity Options 22:16 Business Day Mon 8 Feb 2010 Previous Business Day Fri 5 Feb 2010 Page 21 Puts | Block | Opening Settle Delta Vola- Daily Trade Bclear Total | Official **Open Change Exer- Exer Trans Price tility High Low Volume Volume*** Volume | Volume Int cises Price | Royal Bank of Scotland plc - STND OPT (RBS) Indicative a-t-m Vol 56.85 Underlying Price 32.150 Time to expiry: 11 Days Feb 10 CAB 0.00 87.22 0 0 0| 0 0 0 0 20 CAB -0.01 76.76 0 0 0| 0 515 0 0 24 CAB -0.04 72.05 0 0 0| 0 1,700 0 0 26 0.250 -0.12 67.22 0 0 0| 0 1,600 0 0 28 0.500 -0.25 62.96 0 0 0| 0 105 0 0 30 1.250 -0.46 59.24 0 0 0| 0 137 0 0 32 2.500 -0.70 54.45 0 0 0| 0 1,996 0 0 34 4.000 -0.87 53.72 0 0 0| 0 512 0 0 36 6.000 -0.95 53.24 0 0 0| 0 67 0 0 38 7.750 -0.98 56.05 0 0 0| 0 638 0 0 40 11.750 -1.00 53.76 0 0 0| 0 0 0 0 44 15.750 -1.00 52.40 0 0 0| 0 0 0 0 48 Total 0 0 0| 0 7,270 0 0 Indicative a-t-m Vol 61.07 Underlying Price 32.150 Time to expiry: 39 Days Mar 10 CAB -0.01 96.54 0 0 0| 0 200 0 0 16 0.250 -0.04 89.58 0 0 0| 0 520 0 0 20 0.500 -0.11 81.35 0 0 0| 0 11,424 0 0 24 0.750 -0.16 76.05 0 0 0| 0 8,748 0 0 26 1.250 -0.24 72.74 0 0 0| 0 12,780 0 0 28 1.750 -0.34 67.45 0 0 0| 0 0 0 0 30 2.500 -0.45 64.13 0 0 0| 0 3,811 0 0 32 3.500 -0.58 58.00 0 0 0| 0 355 0 0 34 4.750 -0.70 55.80 0 0 0| 0 6,266 0 0 36 6.500 -0.78 57.72 0 0 0| 0 60 0 0 38 8.250 -0.85 58.54 0 0 0| 0 1,757 0 0 40 12.000 -0.94 57.72 0 0 0| 0 502 0 0 44 16.000 -0.98 57.72 0 0 0| 5 599 -5 0 48 23.750 -1.00 57.72 0 0 0| 0 213 0 0 56 27.750 -1.00 57.72 0 0 0| 0 182 0 0 60 31.750 -1.00 59.36 0 0 0| 0 15 0 0 64 39.750 -1.00 60.82 0 0 0| 0 25 0 0 72 47.750 -1.00 66.91 0 0 0| 0 20 0 0 80 Total 0 0 0| 5 47,477 -5 0 Indicative a-t-m Vol 58.39 Underlying Price 32.150 Time to expiry: 67 Days Apr 10 0.750 -0.13 70.88 0 0 0| 0 0 0 0 24 1.750 -0.26 64.82 0 0 0| 0 0 0 0 28 2.750 2.250 -0.35 61.71 2.750 2.750 0 0 25| 0 0 0 0 30 3.250 -0.44 59.74 0 0 0| 0 0 0 0 32 4.250 -0.54 57.04 0 0 0| 0 0 0 0 34 5.750 -0.62 59.05 0 0 0| 0 10 0 0 36 7.250 -0.70 59.49 0 0 0| 0 0 0 0 38 8.750 -0.77 57.53 0 0 0| 0 0 0 0 40 12.250 -0.88 56.31 0 0 0| 0 0 0 0 44 16.000 -0.94 57.42 0 0 0| 0 0 0 0 48 Equity Options 22:16 Business Day Mon 8 Feb 2010 Previous Business Day Fri 5 Feb 2010 Page 22 Puts | Block | Opening Settle Delta Vola- Daily Trade Bclear Total | Official **Open Change Exer- Exer Trans Price tility High Low Volume Volume*** Volume | Volume Int cises Price | Total 0 0 25| 0 10 0 0 Indicative a-t-m Vol 57.06 Underlying Price 32.150 Time to expiry: 130 Days Jun 10 CAB 0.00 75.37 0 0 0| 0 0 0 0 8 0.250 -0.03 73.37 0 0 0| 0 0 0 0 16 1.500 -0.17 67.06 0 0 0| 0 125 0 0 24 2.750 -0.29 63.54 0 0 0| 0 10 0 0 28 4.500 4.250 -0.42 57.81 4.500 4.500 0 0 25| 0 782 0 0 32 7.000 6.500 -0.57 54.80 7.000 7.000 0 0 40| 0 331 0 0 36 9.250 -0.71 51.46 0 0 0| 0 303 0 0 40 12.750 -0.82 50.04 0 0 0| 0 55 0 0 44 16.250 -0.88 50.04 0 0 0| 0 617 0 0 48 24.000 -0.97 48.32 0 0 0| 0 151 0 0 56 27.750 -0.99 48.32 0 0 0| 0 135 0 0 60 31.750 -1.00 47.74 0 0 0| 0 0 0 0 64 39.750 -1.00 48.32 0 0 0| 0 0 0 0 72 47.750 -1.00 49.47 0 0 0| 0 117 0 0 80 55.750 -1.00 52.09 0 0 0| 0 0 0 0 88 63.750 -1.00 53.05 0 0 0| 0 0 0 0 96 67.750 -1.00 53.05 0 0 0| 0 0 0 0 100 87.750 -1.00 54.88 0 0 0| 0 0 0 0 120 107.750 -1.00 57.47 0 0 0| 0 0 0 0 140 127.750 -1.00 56.24 0 0 0| 0 0 0 0 160 147.750 -1.00 55.22 0 0 0| 0 2 0 0 180 167.750 -1.00 54.32 0 0 0| 0 0 0 0 200 187.750 -1.00 54.32 0 0 0| 0 0 0 0 220 207.750 -1.00 55.25 0 0 0| 0 0 0 0 240 247.750 -1.00 55.42 0 0 0| 0 0 0 0 280 Total 0 0 65| 0 2,628 0 0 Indicative a-t-m Vol 54.46 Underlying Price 32.150 Time to expiry: 221 Days Sep 10 0.500 -0.06 68.34 0 0 0| 0 0 0 0 16 2.250 -0.20 64.58 0 0 0| 0 293 0 0 24 3.500 -0.29 57.94 0 0 0| 0 258 0 0 28 5.250 -0.41 55.01 0 0 0| 20 215 0 0 32 7.500 -0.52 52.81 0 0 0| 0 141 0 0 36 10.250 -0.63 51.35 0 0 0| 0 240 0 0 40 13.500 -0.72 51.49 0 0 0| 0 93 0 0 44 17.000 -0.80 50.00 0 0 0| 0 143 0 0 48 24.250 -0.89 50.53 0 0 0| 0 58 0 0 56 28.000 -0.93 49.06 0 0 0| 0 56 0 0 60 32.000 -0.95 49.88 0 0 0| 0 0 0 0 64 47.750 -0.99 52.10 0 0 0| 0 0 0 0 80 Total 0 0 0| 20 1,497 0 0 Indicative a-t-m Vol 53.35 Underlying Price 32.150 Time to expiry: 312 Days Dec 10 CAB 0.00 64.22 0 0 0| 0 0 0 0 8 0.750 -0.07 63.02 0 0 0| 0 30 0 0 16 3.000 -0.21 60.91 0 0 0| 0 1,785 0 0 24 Equity Options 22:16 Business Day Mon 8 Feb 2010 Previous Business Day Fri 5 Feb 2010 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 | 4.250 -0.29 56.68 0 0 0| 0 0 0 0 28 6.000 -0.39 53.34 0 0 0| 0 10,203 0 0 32 8.500 -0.49 53.38 0 0 0| 0 50 0 0 36 11.250 -0.59 50.72 0 0 0| 0 3,107 0 0 40 14.000 -0.69 47.71 0 0 0| 0 0 0 0 44 17.250 -0.76 47.19 0 0 0| 0 5,661 0 0 48 24.750 -0.84 50.10 0 0 0| 0 75 0 0 56 28.500 -0.86 51.51 0 0 0| 0 77 0 0 60 32.250 -0.89 51.65 0 0 0| 0 0 0 0 64 40.000 -0.94 50.94 0 0 0| 0 0 0 0 72 48.000 -0.98 49.62 0 0 0| 0 20 0 0 80 55.750 -1.00 49.57 0 0 0| 0 0 0 0 88 63.750 -1.00 48.41 0 0 0| 0 0 0 0 96 67.750 -1.00 47.63 0 0 0| 0 0 0 0 100 87.750 -1.00 46.45 0 0 0| 0 0 0 0 120 107.750 -1.00 45.44 0 0 0| 0 0 0 0 140 127.750 -1.00 43.42 0 0 0| 0 0 0 0 160 147.750 -1.00 42.92 0 0 0| 0 0 0 0 180 167.750 -1.00 41.91 0 0 0| 0 0 0 0 200 187.750 -1.00 41.07 0 0 0| 0 0 0 0 220 207.750 -1.00 41.07 0 0 0| 0 100 0 0 240 242.750 -1.00 41.21 0 0 0| 0 0 0 0 275 276.750 -1.00 39.83 0 0 0| 0 0 0 0 309 310.750 -1.00 41.04 0 0 0| 0 0 0 0 343 417.750 -1.00 40.79 0 0 0| 0 0 0 0 450 Total 0 0 0| 0 21,108 0 0 Indicative a-t-m Vol 55.56 Underlying Price 32.150 Time to expiry: 494 Days Jun 11 4.000 -0.21 59.00 0 0 0| 0 0 0 0 24 7.750 -0.36 56.04 0 0 0| 0 10 0 0 32 12.750 -0.52 52.22 0 0 0| 0 0 0 0 40 18.500 -0.66 49.20 0 0 0| 0 0 0 0 48 28.750 -0.82 46.38 0 0 0| 0 0 0 0 60 48.000 -0.96 45.98 0 0 0| 0 0 0 0 80 Total 0 0 0| 0 10 0 0 Indicative a-t-m Vol 53.03 Underlying Price 32.150 Time to expiry: 676 Days Dec 11 0.250 -0.01 55.08 0 0 0| 0 0 0 0 8 1.250 -0.09 53.87 0 0 0| 0 0 0 0 16 4.250 -0.21 53.52 0 0 0| 0 0 0 0 24 8.500 -0.35 53.11 0 0 0| 0 2,000 0 0 32 13.750 -0.47 52.44 0 0 0| 0 1,300 0 0 40 19.750 -0.59 51.42 0 0 0| 0 612 0 0 48 29.750 -0.73 50.48 0 0 0| 0 350 0 0 60 48.250 -0.88 50.52 0 0 0| 0 0 0 0 80 Total 0 0 0| 0 4,262 0 0 Indicative a-t-m Vol 61.83 Underlying Price 32.150 Time to expiry: 1047 Days Dec 12 7.250 -0.20 64.67 0 0 0| 0 0 0 0 24 Equity Options 22:16 Business Day Mon 8 Feb 2010 Previous Business Day Fri 5 Feb 2010 Page 24 Puts | Block | Opening Settle Delta Vola- Daily Trade Bclear Total | Official **Open Change Exer- Exer Trans Price tility High Low Volume Volume*** Volume | Volume Int cises Price | 11.750 -0.29 62.09 0 0 0| 0 0 0 0 32 16.750 -0.38 60.04 0 0 0| 0 0 0 0 40 22.250 -0.48 56.74 0 0 0| 0 0 0 0 48 Total 0 0 0| 0 0 0 0 Total Puts 0 0 90| 25 84,262 -5 0 Grand Total 0 4,920,000 4,920,09| 199 196,304 +45 0 Equity Options 22:16 Business Day Mon 8 Feb 2010 Previous Business Day Fri 5 Feb 2010 Page 25 Calls | Block | Opening Settle Delta Vola- Daily Trade Bclear Total | Official **Open Change Exer- Exer Trans Price tility High Low Volume Volume*** Volume | Volume Int cises Price | Royal Dutch Shell Plc 'B' Shares STND OPT (SHL) Indicative a-t-m Vol 22.42 Underlying Price 1680.000 Time to expiry: 11 Days Feb 10 280.000 1.00 43.30 0 0 0| 0 0 0 0 1400 180.000 1.00 34.28 0 0 0| 0 0 0 0 1500 80.500 0.98 25.27 0 0 0| 0 11 0 0 1600 34.500 0.76 22.08 0 0 0| 0 122 0 0 1650 10.000 10.500 0.28 22.64 10.000 10.000 0 0 30| 0 262 0 0 1700 2.500 0.09 22.64 0 0 0| 0 91 0 0 1750 0.500 0.01 20.75 0 0 0| 0 56 0 0 1800 CAB 0.00 21.01 0 0 0| 0 84 0 0 1850 CAB 0.00 19.09 0 0 0| 0 58 0 0 1900 CAB 0.00 18.13 0 0 0| 0 175 0 0 2000 CAB 0.00 16.91 0 0 0| 0 0 0 0 2200 Total 0 0 30| 0 859 0 0 Indicative a-t-m Vol 23.76 Underlying Price 1680.000 Time to expiry: 39 Days Mar 10 480.000 0.93 89.29 0 0 0| 0 0 0 0 1200 380.500 0.98 63.28 0 0 0| 0 0 0 0 1300 280.500 0.99 45.58 0 0 0| 0 10 0 0 1400 180.500 0.97 33.70 0 0 0| 0 8 0 0 1500 87.500 0.74 25.43 0 0 0| 7 98 -7 0 1600 56.000 0.53 24.62 0 0 0| 0 0 0 0 1650 30.000 31.500 0.38 23.19 30.000 26.500 0 0 12| 10 286 +10 0 1700 17.000 0.24 22.85 0 0 0| 98 544 +520 0 1750 8.500 0.14 22.81 0 0 0| 0 358 0 0 1800 5.500 0.09 24.56 0 0 0| 5 2,000 0 0 1850 3.000 0.05 25.48 0 0 0| 0 127 0 0 1900 2.000 0.03 30.39 0 0 0| 0 146 0 0 2000 1.000 0.01 38.57 0 0 0| 0 20 0 0 2200 1.000 0.01 48.10 0 0 0| 0 0 0 0 2400 Total 0 0 12| 120 3,597 +523 0 Indicative a-t-m Vol 22.69 Underlying Price 1680.000 Time to expiry: 67 Days Apr 10 280.500 0.98 37.71 0 0 0| 0 0 0 0 1400 181.000 0.95 27.43 0 0 0| 0 0 0 0 1500 99.000 0.65 24.19 0 0 0| 0 20 0 0 1600 68.500 0.53 23.25 0 0 0| 0 0 0 0 1650 48.500 44.500 0.41 22.32 48.500 48.500 0 0 2| 1 53 0 0 1700 27.500 0.29 21.92 0 0 0| 50 52 +44 0 1750 16.500 0.20 21.83 0 0 0| 10 30 0 0 1800 9.500 0.13 21.69 0 0 0| 0 1 0 0 1850 6.000 0.08 22.48 0 0 0| 0 40 0 0 1900 2.000 0.03 23.26 0 0 0| 0 0 0 0 2000 Total 0 0 2| 61 196 +44 0 Indicative a-t-m Vol 23.49 Underlying Price 1680.000 Time to expiry: 130 Days Jun 10 680.500 0.93 74.08 0 0 0| 0 0 0 0 1000 Equity Options 22:16 Business Day Mon 8 Feb 2010 Previous Business Day Fri 5 Feb 2010 Page 26 Calls | Block | Opening Settle Delta Vola- Daily Trade Bclear Total | Official **Open Change Exer- Exer Trans Price tility High Low Volume Volume*** Volume | Volume Int cises Price | 480.500 0.90 52.48 0 0 0| 0 0 0 0 1200 381.000 0.87 42.98 0 0 0| 0 0 0 0 1300 281.000 0.84 33.54 0 0 0| 0 0 0 0 1400 186.000 0.78 26.06 0 0 0| 0 15 0 0 1500 117.000 0.62 24.69 0 0 0| 0 17 0 0 1600 64.000 0.43 23.19 0 0 0| 1 84 0 0 1700 31.000 0.26 22.28 0 0 0| 0 121 0 0 1800 13.500 0.14 21.85 0 0 0| 0 86 0 0 1900 5.500 0.06 21.66 0 0 0| 0 111 0 0 2000 1.500 0.02 29.04 0 0 0| 0 0 0 0 2400 Total 0 0 0| 1 434 0 0 Indicative a-t-m Vol 23.86 Underlying Price 1680.000 Time to expiry: 221 Days Sep 10 281.500 0.83 29.03 0 0 0| 0 3 0 0 1400 198.000 0.74 25.72 0 0 0| 0 0 0 0 1500 134.500 0.60 24.89 0 0 0| 0 35 0 0 1600 84.000 0.45 23.60 0 0 0| 0 40 0 0 1700 50.000 0.31 22.97 0 0 0| 0 5 0 0 1800 26.000 0.19 21.93 0 0 0| 0 36 0 0 1900 14.000 0.12 21.69 0 0 0| 0 28 0 0 2000 2.000 0.02 24.02 0 0 0| 0 20 0 0 2400 Total 0 0 0| 0 167 0 0 Indicative a-t-m Vol 24.38 Underlying Price 1680.000 Time to expiry: 312 Days Dec 10 680.500 0.92 57.83 0 0 0| 0 0 0 0 1000 481.500 0.88 41.55 0 0 0| 0 0 0 0 1200 284.000 0.82 27.73 0 0 0| 0 10 0 0 1400 148.000 0.58 25.13 0 0 0| 0 20 0 0 1600 100.000 0.45 24.19 0 0 0| 0 63 0 0 1700 64.500 0.33 23.45 0 0 0| 0 285 0 0 1800 39.000 0.23 22.55 0 0 0| 0 25 0 0 1900 23.500 0.16 22.24 0 0 0| 0 266 0 0 2000 2.500 0.02 21.56 0 0 0| 0 10 0 0 2400 0.500 0.01 23.25 0 0 0| 0 0 0 0 2800 Total 0 0 0| 0 679 0 0 Indicative a-t-m Vol 26.05 Underlying Price 1680.000 Time to expiry: 494 Days Jun 11 483.000 0.88 38.60 0 0 0| 0 0 0 0 1200 295.500 0.78 28.16 0 0 0| 0 0 0 0 1400 174.000 0.57 26.55 0 0 0| 0 0 0 0 1600 95.000 0.38 25.30 0 0 0| 0 0 0 0 1800 52.000 0.24 25.00 0 0 0| 0 0 0 0 2000 Total 0 0 0| 0 0 0 0 Indicative a-t-m Vol 26.14 Underlying Price 1680.000 Time to expiry: 676 Days Dec 11 495.500 0.85 40.31 0 0 0| 0 0 0 0 1200 307.500 0.76 29.00 0 0 0| 0 0 0 0 1400 187.000 0.56 26.60 0 0 0| 0 0 0 0 1600 Equity Options 22:16 Business Day Mon 8 Feb 2010 Previous Business Day Fri 5 Feb 2010 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 | 110.000 0.39 25.44 0 0 0| 0 0 0 0 1800 70.000 0.27 25.67 0 0 0| 0 0 0 0 2000 Total 0 0 0| 0 0 0 0 Indicative a-t-m Vol 26.14 Underlying Price 1680.000 Time to expiry: 1047 Days Dec 12 309.500 0.75 28.50 0 0 0| 0 0 0 0 1400 199.000 0.56 26.60 0 0 0| 0 0 0 0 1600 127.500 0.41 25.44 0 0 0| 0 0 0 0 1800 88.500 0.31 25.67 0 0 0| 0 0 0 0 2000 Total 0 0 0| 0 0 0 0 Total Calls 0 0 44| 182 5,932 +567 0 | Equity Options 22:16 Business Day Mon 8 Feb 2010 Previous Business Day Fri 5 Feb 2010 Page 28 Puts | Block | Opening Settle Delta Vola- Daily Trade Bclear Total | Official **Open Change Exer- Exer Trans Price tility High Low Volume Volume*** Volume | Volume Int cises Price | Royal Dutch Shell Plc 'B' Shares STND OPT (SHL) Indicative a-t-m Vol 21.89 Underlying Price 1680.000 Time to expiry: 11 Days Feb 10 CAB 0.00 33.18 0 0 0| 0 0 0 0 1400 1.000 -0.03 28.68 0 0 0| 0 23 0 0 1500 9.500 -0.22 24.32 0 0 0| 1 424 0 0 1600 25.000 -0.47 22.38 0 0 0| 0 285 0 0 1650 56.000 -0.76 21.57 0 0 0| 0 512 0 0 1700 98.500 -0.94 20.10 0 0 0| 0 170 0 0 1750 147.000 -1.00 18.94 0 0 0| 0 71 0 0 1800 197.000 -1.00 17.81 0 0 0| 0 30 0 0 1850 247.000 -1.00 14.52 0 0 0| 0 16 0 0 1900 347.000 -1.00 20.05 0 0 0| 0 0 0 0 2000 547.000 -1.00 24.00 0 0 0| 0 0 0 0 2200 Total 0 0 0| 1 1,531 0 0 Indicative a-t-m Vol 23.50 Underlying Price 1680.000 Time to expiry: 39 Days Mar 10 1.000 -0.01 43.01 0 0 0| 0 74 0 0 1200 3.000 -0.03 40.56 0 0 0| 0 20 0 0 1300 4.500 -0.06 32.92 0 0 0| 0 62 0 0 1400 14.000 11.000 -0.13 27.93 14.000 14.000 0 0 1| 10 118 -6 0 1500 29.000 30.500 -0.33 24.81 29.000 29.000 0 0 11| 0 237 0 0 1600 57.000 50.000 -0.47 23.95 57.000 57.000 0 0 2| 0 17 0 0 1650 77.500 -0.63 23.20 0 0 0| 0 304 0 0 1700 112.000 -0.77 22.36 0 0 0| 0 122 0 0 1750 154.500 -0.86 22.81 0 0 0| 0 120 0 0 1800 199.000 -0.95 21.05 0 0 0| 0 346 0 0 1850 247.000 -0.99 18.79 0 0 0| 0 35 0 0 1900 347.000 -1.00 19.55 0 0 0| 0 30 0 0 2000 547.000 -1.00 16.49 0 0 0| 0 1 0 0 2200 747.000 -1.00 11.51 0 0 0| 0 0 0 0 2400 Total 0 0 14| 10 1,486 -6 0 Indicative a-t-m Vol 22.66 Underlying Price 1680.000 Time to expiry: 67 Days Apr 10 9.000 -0.09 29.90 0 0 0| 0 0 0 0 1400 19.500 -0.18 26.51 0 0 0| 0 0 0 0 1500 43.500 -0.35 24.04 0 0 0| 35 39 +35 0 1600 64.000 -0.47 23.39 0 0 0| 0 3 0 0 1650 89.000 -0.59 22.17 0 0 0| 0 20 0 0 1700 122.500 -0.71 22.04 0 0 0| 0 0 0 0 1750 162.000 -0.80 22.09 0 0 0| 0 0 0 0 1800 204.000 -0.89 21.12 0 0 0| 0 0 0 0 1850 249.500 -0.94 20.45 0 0 0| 0 0 0 0 1900 347.000 -0.99 19.92 0 0 0| 0 0 0 0 2000 Total 0 0 0| 35 62 +35 0 Indicative a-t-m Vol 22.53 Underlying Price 1680.000 Time to expiry: 130 Days Jun 10 2.500 -0.01 39.90 0 0 0| 0 25 0 0 1000 7.000 -0.05 32.68 0 0 0| 0 42 0 0 1200 Equity Options 22:16 Business Day Mon 8 Feb 2010 Previous Business Day Fri 5 Feb 2010 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 | 13.000 -0.09 30.07 0 0 0| 0 41 0 0 1300 24.000 -0.16 27.49 0 0 0| 0 90 0 0 1400 49.000 44.000 -0.27 25.35 49.000 S 49.000 S 0 0 1| 0 90 0 0 1500 86.500 78.000 -0.42 23.72 86.500 S 86.500 S 0 0 1| 0 57 0 0 1600 128.500 -0.60 22.23 0 0 0| 0 77 0 0 1700 198.500 -0.77 21.32 0 0 0| 0 40 0 0 1800 280.000 -0.91 19.00 0 0 0| 0 27 0 0 1900 373.000 -0.98 15.92 0 0 0| 0 6 0 0 2000 771.500 -1.00 11.38 0 0 0| 0 0 0 0 2400 Total 0 0 2| 0 495 0 0 Indicative a-t-m Vol 22.61 Underlying Price 1680.000 Time to expiry: 221 Days Sep 10 48.000 -0.23 26.76 0 0 0| 20 82 +20 0 1400 76.000 -0.33 25.05 0 0 0| 0 0 0 0 1500 116.500 -0.46 23.82 0 0 0| 1 108 -1 0 1600 169.000 -0.60 22.31 0 0 0| 0 76 0 0 1700 238.000 -0.73 21.54 0 0 0| 0 24 0 0 1800 318.500 -0.83 21.00 0 0 0| 0 22 0 0 1900 403.500 -0.93 18.74 0 0 0| 0 20 0 0 2000 795.000 -1.00 3.20 0 0 0| 0 22 0 0 2400 Total 0 0 0| 21 354 +19 0 Indicative a-t-m Vol 22.83 Underlying Price 1680.000 Time to expiry: 312 Days Dec 10 12.000 -0.05 33.39 0 0 0| 10 10 +10 0 1000 31.000 -0.13 29.70 0 0 0| 0 5 0 0 1200 72.500 -0.27 26.44 0 0 0| 0 852 0 0 1400 150.000 -0.48 23.87 0 0 0| 0 136 0 0 1600 204.500 -0.60 22.57 0 0 0| 0 57 0 0 1700 273.500 -0.71 21.97 0 0 0| 0 270 0 0 1800 350.000 -0.81 21.02 0 0 0| 0 3 0 0 1900 433.000 -0.89 19.39 0 0 0| 0 40 0 0 2000 817.500 -1.00 14.80 0 0 0| 0 0 0 0 2400 1215.000 -1.00 10.58 0 0 0| 0 0 0 0 2800 Total 0 0 0| 10 1,373 +10 0 Indicative a-t-m Vol 24.32 Underlying Price 1680.000 Time to expiry: 494 Days Jun 11 52.000 -0.17 26.99 0 0 0| 0 0 0 0 1200 117.000 -0.33 26.10 0 0 0| 0 27 0 0 1400 215.000 -0.50 25.25 0 0 0| 0 30 0 0 1600 336.500 -0.68 22.93 0 0 0| 0 25 0 0 1800 506.500 -0.79 24.51 0 0 0| 0 0 0 0 2000 Total 0 0 0| 0 82 0 0 Indicative a-t-m Vol 25.40 Underlying Price 1680.000 Time to expiry: 676 Days Dec 11 93.000 -0.23 28.98 0 0 0| 0 0 0 0 1200 166.500 -0.36 27.37 0 0 0| 0 0 0 0 1400 266.500 -0.51 25.78 0 0 0| 0 0 0 0 1600 396.500 -0.65 24.83 0 0 0| 0 0 0 0 1800 552.000 -0.76 24.46 0 0 0| 0 0 0 0 2000 Equity Options 22:16 Business Day Mon 8 Feb 2010 Previous Business Day Fri 5 Feb 2010 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 | Total 0 0 0| 0 0 0 0 Indicative a-t-m Vol 25.40 Underlying Price 1680.000 Time to expiry: 1047 Days Dec 12 215.000 -0.41 25.00 0 0 0| 0 0 0 0 1400 341.000 -0.53 25.78 0 0 0| 0 0 0 0 1600 472.000 -0.64 24.83 0 0 0| 0 0 0 0 1800 622.500 -0.74 24.46 0 0 0| 0 0 0 0 2000 Total 0 0 0| 0 0 0 0 Total Puts 0 0 16| 77 5,383 +58 0 Grand Total 0 3,120,000 3,120,06| 259 11,315 +625 0 Equity Options 22:16 Business Day Mon 8 Feb 2010 Previous Business Day Fri 5 Feb 2010 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 | Royal Dutch Shell PLC A Shares - STND OPT (SHA) Indicative a-t-m Vol 22.20 Underlying Price 1743.000 Time to expiry: 39 Days Mar 10 544.000 0.98 83.43 0 0 0| 0 0 0 0 1200 444.000 0.98 68.56 0 0 0| 0 0 0 0 1300 343.000 1.00 43.37 0 0 0| 0 0 0 0 1400 244.000 0.97 41.09 0 0 0| 0 0 0 0 1500 144.000 0.95 27.51 0 0 0| 0 10 0 0 1600 100.000 0.77 25.46 0 0 0| 0 0 0 0 1650 63.000 0.58 23.07 0 0 0| 0 0 0 0 1700 37.000 0.42 22.06 0 0 0| 0 0 0 0 1750 20.500 0.28 21.94 0 0 0| 0 10 0 0 1800 10.000 0.16 21.38 0 0 0| 0 15 0 0 1850 4.500 0.08 21.37 0 0 0| 0 271 0 0 1900 1.000 0.02 18.62 0 0 0| 0 10 0 0 1950 0.500 0.01 18.86 0 0 0| 0 242 0 0 2000 CAB 0.00 22.99 0 0 0| 0 0 0 0 2200 CAB 0.00 35.48 0 0 0| 0 0 0 0 2400 Total 0 0 0| 0 558 0 0 Indicative a-t-m Vol 22.46 Underlying Price 1743.000 Time to expiry: 130 Days Jun 10 343.500 0.87 35.93 0 0 0| 0 0 0 0 1400 161.000 0.73 24.48 0 0 0| 0 0 0 0 1600 96.000 0.56 22.83 0 0 0| 0 10 0 0 1700 51.500 0.37 21.97 0 0 0| 0 30 0 0 1800 25.000 0.22 21.41 0 0 0| 0 76 0 0 1900 10.500 0.11 20.85 0 0 0| 0 78 0 0 2000 0.500 0.00 21.52 0 0 0| 0 0 0 0 2400 Total 0 0 0| 0 194 0 0 Indicative a-t-m Vol 22.82 Underlying Price 1743.000 Time to expiry: 221 Days Sep 10 344.000 0.87 30.65 0 0 0| 0 0 0 0 1400 177.000 0.69 24.43 0 0 0| 0 10 0 0 1600 118.000 0.54 23.37 0 0 0| 0 20 0 0 1700 71.000 0.40 22.10 0 0 0| 0 0 0 0 1800 41.500 0.27 21.59 0 0 0| 0 35 0 0 1900 23.000 0.17 21.18 0 0 0| 0 1,000 0 0 2000 1.000 0.01 19.94 0 0 0| 0 0 0 0 2400 Total 0 0 0| 0 1,065 0 0 Total Calls 0 0 0| 0 1,817 0 0 | Equity Options 22:16 Business Day Mon 8 Feb 2010 Previous Business Day Fri 5 Feb 2010 Page 32 Puts | Block | Opening Settle Delta Vola- Daily Trade Bclear Total | Official **Open Change Exer- Exer Trans Price tility High Low Volume Volume*** Volume | Volume Int cises Price | Royal Dutch Shell PLC A Shares - STND OPT (SHA) Indicative a-t-m Vol 23.41 Underlying Price 1743.000 Time to expiry: 39 Days Mar 10 2.000 -0.02 54.21 0 0 0| 0 10 0 0 1200 2.500 -0.02 44.31 0 0 0| 0 0 0 0 1300 3.500 -0.04 36.65 0 0 0| 0 20 0 0 1400 7.000 -0.08 31.27 0 0 0| 0 0 0 0 1500 16.500 -0.19 26.50 0 0 0| 0 10 0 0 1600 27.500 -0.29 25.05 0 0 0| 0 0 0 0 1650 44.500 -0.43 23.88 0 0 0| 0 11 0 0 1700 70.000 -0.57 23.34 0 0 0| 0 10 0 0 1750 108.000 102.500 -0.72 22.83 108.000 108.000 0 0 3| 0 26 0 0 1800 144.000 -0.81 23.96 0 0 0| 0 10 0 0 1850 187.000 -0.90 23.40 0 0 0| 0 10 0 0 1900 234.500 -0.94 24.69 0 0 0| 0 20 0 0 1950 283.000 -0.96 26.22 0 0 0| 0 0 0 0 2000 482.500 -0.98 36.81 0 0 0| 0 0 0 0 2200 682.000 -0.98 47.28 0 0 0| 0 0 0 0 2400 Total 0 0 3| 0 127 0 0 Indicative a-t-m Vol 23.09 Underlying Price 1743.000 Time to expiry: 130 Days Jun 10 20.000 -0.12 30.05 0 0 0| 0 10 0 0 1400 57.000 -0.32 25.12 0 0 0| 0 0 0 0 1600 96.500 -0.48 23.56 0 0 0| 0 10 0 0 1700 153.500 -0.64 22.46 0 0 0| 0 0 0 0 1800 228.000 -0.78 22.13 0 0 0| 0 0 0 0 1900 314.000 -0.88 21.91 0 0 0| 0 0 0 0 2000 702.500 -0.99 23.85 0 0 0| 0 0 0 0 2400 Total 0 0 0| 0 20 0 0 Indicative a-t-m Vol 22.99 Underlying Price 1743.000 Time to expiry: 221 Days Sep 10 38.000 -0.17 28.08 0 0 0| 0 0 0 0 1400 92.000 -0.37 24.98 0 0 0| 0 0 0 0 1600 134.500 -0.49 23.46 0 0 0| 0 20 0 0 1700 191.500 -0.63 22.38 0 0 0| 0 0 0 0 1800 264.500 -0.74 22.14 0 0 0| 0 0 0 0 1900 346.500 -0.83 21.94 0 0 0| 0 0 0 0 2000 723.000 -0.98 21.79 0 0 0| 0 0 0 0 2400 Total 0 0 0| 0 20 0 0 Total Puts 0 0 3| 0 167 0 0 Grand Total 0 1,160,000 1,160,00| 0 1,984 0 0 Equity Options 22:16 Business Day Mon 8 Feb 2010 Previous Business Day Fri 5 Feb 2010 Page 33 Calls | Block | Opening Settle Delta Vola- Daily Trade Bclear Total | Official **Open Change Exer- Exer Trans Price tility High Low Volume Volume*** Volume | Volume Int cises Price | RSA Insurance Group Plc - STND OPT (RYL) Indicative a-t-m Vol 20.70 Underlying Price 126.100 Time to expiry: 11 Days Feb 10 30.250 0.99 60.90 0 0 0| 0 0 0 0 96 26.000 1.00 40.00 0 0 0| 0 0 0 0 100 16.250 0.99 32.00 0 0 0| 0 0 0 0 110 11.250 0.95 30.69 0 0 0| 0 0 0 0 115 6.500 0.87 24.50 0 0 0| 0 0 0 0 120 2.500 0.61 19.73 0 0 0| 0 310 0 0 125 0.750 0.23 22.16 0 0 0| 0 50 0 0 130 CAB 0.04 20.59 0 0 0| 0 0 0 0 135 CAB 0.02 26.94 0 0 0| 0 0 0 0 140 CAB 0.00 31.00 0 0 0| 0 0 0 0 150 Total 0 0 0| 0 360 0 0 Indicative a-t-m Vol 25.22 Underlying Price 126.100 Time to expiry: 39 Days Mar 10 30.250 0.97 58.54 0 0 0| 0 0 0 0 96 26.250 0.98 46.61 0 0 0| 0 80 0 0 100 14.000 16.250 0.98 28.53 14.000 14.000 0 0 2| 0 57 0 0 110 11.250 0.95 24.00 0 0 0| 0 0 0 0 115 6.250 6.750 0.82 22.78 6.250 S 6.250 S 0 0 7| 0 176 0 0 120 3.750 0.57 24.44 0 0 0| 0 339 0 0 125 1.500 1.750 0.33 26.40 1.500 1.500 0 0 12| 0 173 0 0 130 0.750 0.16 26.36 0 0 0| 0 0 0 0 135 0.250 0.06 26.00 0 0 0| 0 116 0 0 140 0.250 0.04 34.58 0 0 0| 0 0 0 0 150 0.250 0.05 48.21 0 0 0| 0 0 0 0 160 Total 0 0 21| 0 941 0 0 Indicative a-t-m Vol 22.80 Underlying Price 126.100 Time to expiry: 67 Days Apr 10 26.250 1.00 2.80 0 0 0| 0 0 0 0 100 16.250 0.99 23.56 0 0 0| 0 0 0 0 110 7.000 0.78 22.87 0 0 0| 0 0 0 0 120 3.750 0.54 22.77 0 0 0| 0 0 0 0 125 2.000 0.31 22.85 0 0 0| 0 0 0 0 130 1.000 0.16 23.14 0 0 0| 0 50 0 0 135 0.500 0.09 23.63 0 0 0| 0 0 0 0 140 0.250 0.03 25.24 0 0 0| 0 0 0 0 150 Total 0 0 0| 0 50 0 0 Indicative a-t-m Vol 23.48 Underlying Price 126.100 Time to expiry: 130 Days Jun 10 30.250 0.98 40.94 0 0 0| 0 0 0 0 96 26.250 0.99 31.17 0 0 0| 0 105 0 0 100 16.250 0.99 20.51 0 0 0| 0 15 0 0 110 8.250 0.67 24.28 0 0 0| 0 52 0 0 120 3.500 0.34 23.14 0 0 0| 0 482 0 0 130 1.500 0.17 23.58 0 0 0| 0 50 0 0 140 0.250 0.04 20.00 0 0 0| 0 10 0 0 150 Equity Options 22:16 Business Day Mon 8 Feb 2010 Previous Business Day Fri 5 Feb 2010 Page 34 Calls | Block | Opening Settle Delta Vola- Daily Trade Bclear Total | Official **Open Change Exer- Exer Trans Price tility High Low Volume Volume*** Volume | Volume Int cises Price | 0.250 0.04 24.92 0 0 0| 0 0 0 0 160 Total 0 0 0| 0 714 0 0 Indicative a-t-m Vol 25.32 Underlying Price 126.100 Time to expiry: 221 Days Sep 10 26.250 0.99 28.42 0 0 0| 0 0 0 0 100 16.750 0.89 26.09 0 0 0| 0 55 0 0 110 10.000 0.60 26.58 0 0 0| 0 187 0 0 120 5.250 0.38 24.77 0 0 0| 0 32 0 0 130 2.750 0.23 24.30 0 0 0| 0 24 0 0 140 0.250 0.04 20.53 0 0 0| 0 0 0 0 160 Total 0 0 0| 0 298 0 0 Total Calls 0 0 21| 0 2,363 0 0 | Equity Options 22:16 Business Day Mon 8 Feb 2010 Previous Business Day Fri 5 Feb 2010 Page 35 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 22.90 Underlying Price 126.100 Time to expiry: 11 Days Feb 10 CAB 0.00 28.60 0 0 0| 0 0 0 0 96 CAB 0.00 27.26 0 0 0| 0 0 0 0 100 CAB 0.00 25.50 0 0 0| 0 0 0 0 110 CAB -0.02 24.52 0 0 0| 0 556 0 0 115 0.250 -0.12 23.99 0 0 0| 0 200 0 0 120 1.500 -0.41 23.52 0 0 0| 0 20 0 0 125 4.500 -0.77 21.97 0 0 0| 0 5 0 0 130 9.000 -0.95 23.04 0 0 0| 0 0 0 0 135 14.000 -1.00 23.20 0 0 0| 0 0 0 0 140 24.000 -1.00 33.07 0 0 0| 0 0 0 0 150 Total 0 0 0| 0 781 0 0 Indicative a-t-m Vol 23.49 Underlying Price 126.100 Time to expiry: 39 Days Mar 10 0.250 -0.03 37.17 0 0 0| 0 0 0 0 96 0.250 -0.04 33.68 0 0 0| 0 175 0 0 100 1.000 -0.15 28.95 0 0 0| 0 660 0 0 110 1.500 -0.26 24.80 0 0 0| 0 0 0 0 115 4.750 3.500 -0.45 24.11 4.750 S 4.750 S 0 0 7| 5 769 -5 0 120 6.250 -0.65 23.97 0 0 0| 0 35 0 0 125 10.000 -0.82 22.77 0 0 0| 0 428 0 0 130 14.250 -0.93 22.38 0 0 0| 0 0 0 0 135 19.250 -0.97 24.23 0 0 0| 0 53 0 0 140 29.000 -1.00 25.26 0 0 0| 0 0 0 0 150 39.000 -1.00 26.80 0 0 0| 0 40 0 0 160 Total 0 0 7| 5 2,160 -5 0 Indicative a-t-m Vol 22.29 Underlying Price 126.100 Time to expiry: 67 Days Apr 10 0.250 -0.03 23.89 0 0 0| 0 0 0 0 100 1.250 -0.17 25.07 0 0 0| 0 0 0 0 110 4.500 -0.45 23.82 0 0 0| 0 0 0 0 120 6.750 -0.62 21.55 0 0 0| 0 0 0 0 125 10.750 -0.75 23.38 0 0 0| 0 0 0 0 130 14.750 -0.86 22.39 0 0 0| 0 0 0 0 135 19.500 -0.93 23.05 0 0 0| 0 0 0 0 140 29.250 -0.97 25.89 0 0 0| 0 0 0 0 150 Total 0 0 0| 0 0 0 0 Indicative a-t-m Vol 23.34 Underlying Price 126.100 Time to expiry: 130 Days Jun 10 1.000 -0.08 30.00 0 0 0| 0 0 0 0 96 1.250 -0.12 28.90 0 0 0| 0 89 0 0 100 2.750 -0.24 25.39 0 0 0| 0 148 0 0 110 6.250 -0.45 23.90 0 0 0| 0 718 0 0 120 12.250 -0.67 23.10 0 0 0| 0 102 0 0 130 20.250 -0.85 22.53 0 0 0| 0 91 0 0 140 29.250 -0.95 21.63 0 0 0| 0 10 0 0 150 39.250 -0.98 24.35 0 0 0| 0 0 0 0 160 Equity Options 22:16 Business Day Mon 8 Feb 2010 Previous Business Day Fri 5 Feb 2010 Page 36 Puts | Block | Opening Settle Delta Vola- Daily Trade Bclear Total | Official **Open Change Exer- Exer Trans Price tility High Low Volume Volume*** Volume | Volume Int cises Price | Total 0 0 0| 0 1,158 0 0 Indicative a-t-m Vol 24.55 Underlying Price 126.100 Time to expiry: 221 Days Sep 10 3.000 -0.19 27.84 0 0 0| 0 0 0 0 100 5.750 -0.32 26.08 0 0 0| 0 374 0 0 110 10.250 -0.49 25.35 0 0 0| 5 94 +5 0 120 16.250 -0.66 24.21 0 0 0| 0 76 0 0 130 24.000 -0.79 23.66 0 0 0| 0 3 0 0 140 42.000 -0.95 22.41 0 0 0| 0 0 0 0 160 Total 0 0 0| 5 547 +5 0 Total Puts 0 0 7| 10 4,646 0 0 Grand Total 0 1,720,000 1,720,02| 10 7,009 0 0 Equity Options 22:16 Business Day Mon 8 Feb 2010 Previous Business Day Fri 5 Feb 2010 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 | SAB Miller Plc - STND OPT (SAB) Indicative a-t-m Vol 24.49 Underlying Price 1699.000 Time to expiry: 39 Days Mar 10 703.500 0.98 83.19 0 0 0| 0 0 0 0 1000 602.500 0.98 66.05 0 0 0| 0 0 0 0 1100 500.000 1.00 33.07 0 0 0| 0 1 0 0 1200 401.000 0.99 37.26 0 0 0| 0 1 0 0 1300 304.000 0.96 35.65 0 0 0| 0 12 0 0 1400 207.500 0.91 29.69 0 0 0| 0 26 0 0 1500 97.000 121.500 0.77 26.72 100.500 97.000 0 0 2| 0 32 0 0 1600 85.500 0.65 25.70 0 0 0| 0 0 0 0 1650 45.500 55.000 0.52 24.47 45.500 S 45.500 S 0 0 14| 30 40 +15 0 1700 33.500 0.37 24.11 0 0 0| 0 61 0 0 1750 19.000 0.25 23.71 0 0 0| 12 461 -12 0 1800 10.500 9.500 0.15 23.28 10.500 10.500 0 0 6| 0 33 0 0 1850 4.500 0.08 23.14 0 0 0| 0 31 0 0 1900 1.000 0.02 23.64 0 0 0| 0 80 0 0 2000 CAB 0.00 26.39 0 0 0| 0 10 0 0 2200 Total 0 0 22| 42 788 +3 0 Indicative a-t-m Vol 25.48 Underlying Price 1699.000 Time to expiry: 130 Days Jun 10 489.000 510.500 0.95 38.02 489.000 S 489.000 S 0 0 3| 0 53 0 0 1200 416.000 0.92 34.61 0 0 0| 0 185 0 0 1300 325.000 0.87 31.74 0 0 0| 0 30 0 0 1400 240.000 0.79 28.99 0 0 0| 0 146 0 0 1500 163.500 0.68 26.47 0 0 0| 0 10 0 0 1600 93.000 104.500 0.54 25.47 93.000 S 90.000 0 0 6| 0 51 0 0 1700 60.500 0.38 24.40 0 0 0| 0 24 0 0 1800 29.000 0.23 22.68 0 0 0| 0 28 0 0 1900 13.000 0.12 21.97 0 0 0| 8 38 -8 0 2000 Total 0 0 9| 8 565 -8 0 Indicative a-t-m Vol 25.08 Underlying Price 1699.000 Time to expiry: 221 Days Sep 10 336.500 0.85 29.32 0 0 0| 0 0 0 0 1400 184.500 0.67 25.80 0 0 0| 0 0 0 0 1600 128.500 0.54 25.07 0 0 0| 0 0 0 0 1700 82.500 0.41 24.06 0 0 0| 0 14 0 0 1800 50.000 0.29 23.18 0 0 0| 0 11 0 0 1900 26.500 0.19 22.02 0 0 0| 0 31 0 0 2000 Total 0 0 0| 0 56 0 0 Total Calls 0 0 31| 50 1,409 -5 0 | Equity Options 22:16 Business Day Mon 8 Feb 2010 Previous Business Day Fri 5 Feb 2010 Page 38 Puts | Block | Opening Settle Delta Vola- Daily Trade Bclear Total | Official **Open Change Exer- Exer Trans Price tility High Low Volume Volume*** Volume | Volume Int cises Price | SAB Miller Plc - STND OPT (SAB) Indicative a-t-m Vol 24.50 Underlying Price 1699.000 Time to expiry: 39 Days Mar 10 CAB 0.00 49.73 0 0 0| 0 18 0 0 1000 CAB 0.00 40.29 0 0 0| 0 39 0 0 1100 CAB 0.00 36.25 0 0 0| 0 15 0 0 1200 0.500 -0.01 32.46 0 0 0| 0 36 0 0 1300 1.500 -0.02 29.73 0 0 0| 0 43 0 0 1400 7.500 -0.09 29.85 0 0 0| 0 54 0 0 1500 29.500 21.000 -0.23 26.59 29.500 S 29.500 S 0 0 14| 17 114 -14 0 1600 34.000 -0.34 25.12 0 0 0| 3 10 +3 0 1650 54.500 -0.48 24.49 0 0 0| 3 90 -16 0 1700 84.000 -0.63 24.35 0 0 0| 0 12 0 0 1750 119.000 -0.75 23.85 0 0 0| 0 41 -40 0 1800 159.000 -0.86 23.17 0 0 0| 0 0 0 0 1850 205.000 -0.92 23.98 0 0 0| 0 21 0 0 1900 301.500 -0.99 23.40 0 0 0| 11 17 -11 0 2000 501.000 -1.00 2.00 0 0 0| 0 0 0 0 2200 Total 0 0 14| 34 510 -78 0 Indicative a-t-m Vol 25.24 Underlying Price 1699.000 Time to expiry: 130 Days Jun 10 9.500 -0.05 38.86 0 0 0| 0 69 0 0 1200 13.000 -0.08 34.04 0 0 0| 0 188 0 0 1300 21.000 -0.12 30.84 0 0 0| 0 45 0 0 1400 35.500 -0.20 28.18 0 0 0| 0 161 0 0 1500 59.500 -0.32 26.11 0 0 0| 0 50 0 0 1600 101.000 -0.47 25.23 0 0 0| 10 67 0 0 1700 156.000 -0.63 24.03 0 0 0| 6 41 0 0 1800 225.000 -0.78 22.25 0 0 0| 0 9 0 0 1900 309.500 -0.89 21.36 0 0 0| 0 23 0 0 2000 Total 0 0 0| 16 653 0 0 Indicative a-t-m Vol 24.59 Underlying Price 1699.000 Time to expiry: 221 Days Sep 10 41.000 -0.18 28.96 0 0 0| 0 16 0 0 1400 95.000 -0.37 25.71 0 0 0| 6 207 0 0 1600 140.000 -0.49 24.58 0 0 0| 8 39 +8 0 1700 199.000 -0.61 24.00 0 0 0| 4 12 0 0 1800 267.000 -0.73 22.89 0 0 0| 0 2 0 0 1900 343.500 -0.84 21.14 0 0 0| 11 11 +11 0 2000 Total 0 0 0| 29 287 +19 0 Total Puts 0 0 14| 79 1,450 -59 0 Grand Total 0 1,200,000 1,200,04| 129 2,859 -64 0 Equity Options 22:16 Business Day Mon 8 Feb 2010 Previous Business Day Fri 5 Feb 2010 Page 39 Calls | Block | Opening Settle Delta Vola- Daily Trade Bclear Total | Official **Open Change Exer- Exer Trans Price tility High Low Volume Volume*** Volume | Volume Int cises Price | Sage Group plc STND OPT (SGE) Indicative a-t-m Vol 22.91 Underlying Price 223.000 Time to expiry: 39 Days Mar 10 86.500 0.92 114.13 0 0 0| 0 0 0 0 140 64.000 0.96 60.62 0 0 0| 0 0 0 0 160 53.500 0.97 45.85 0 0 0| 0 0 0 0 170 43.500 0.97 36.15 0 0 0| 0 0 0 0 180 33.500 0.95 30.02 0 0 0| 0 0 0 0 190 24.000 0.90 26.36 0 0 0| 0 0 0 0 200 15.500 0.79 24.12 0 0 0| 0 0 0 0 210 11.500 0.70 23.19 0 0 0| 0 0 0 0 215 8.500 0.59 23.34 0 0 0| 0 0 0 0 220 5.750 0.47 22.63 0 0 0| 0 0 0 0 225 3.750 0.35 21.74 0 0 0| 0 197 0 0 230 2.250 0.25 21.50 0 0 0| 0 0 0 0 235 1.250 0.16 21.23 0 0 0| 1 99 -1 0 240 0.500 0.09 20.55 0 0 0| 0 0 0 0 245 CAB 0.01 18.06 0 0 0| 0 0 0 0 260 CAB 0.00 12.07 0 0 0| 0 6 0 0 280 Total 0 0 0| 1 302 -1 0 Indicative a-t-m Vol 24.08 Underlying Price 223.000 Time to expiry: 130 Days Jun 10 44.500 0.92 28.87 0 0 0| 0 0 0 0 180 27.250 0.79 26.22 0 0 0| 0 0 0 0 200 20.250 0.69 25.71 0 0 0| 0 0 0 0 210 13.750 0.57 24.29 0 0 0| 0 29 0 0 220 9.000 0.43 23.59 0 0 0| 0 20 0 0 230 5.750 0.31 23.35 0 0 0| 0 114 0 0 240 2.000 0.14 23.32 0 0 0| 0 5 0 0 260 0.750 0.06 24.65 0 0 0| 0 0 0 0 280 Total 0 0 0| 0 168 0 0 Indicative a-t-m Vol 25.66 Underlying Price 223.000 Time to expiry: 221 Days Sep 10 30.750 0.73 27.56 0 0 0| 0 0 0 0 200 24.250 0.65 26.56 0 0 0| 0 0 0 0 210 18.500 0.56 25.83 0 0 0| 0 18 0 0 220 13.750 0.46 25.26 0 0 0| 0 5 0 0 230 10.000 0.38 24.88 0 0 0| 0 0 0 0 240 4.750 0.22 23.84 0 0 0| 0 0 0 0 260 2.250 0.12 23.91 0 0 0| 0 0 0 0 280 Total 0 0 0| 0 23 0 0 Total Calls 0 0 0| 1 493 -1 0 | Equity Options 22:16 Business Day Mon 8 Feb 2010 Previous Business Day Fri 5 Feb 2010 Page 40 Puts | Block | Opening Settle Delta Vola- Daily Trade Bclear Total | Official **Open Change Exer- Exer Trans Price tility High Low Volume Volume*** Volume | Volume Int cises Price | Sage Group plc STND OPT (SGE) Indicative a-t-m Vol 22.98 Underlying Price 223.000 Time to expiry: 39 Days Mar 10 CAB -0.01 60.00 0 0 0| 0 0 0 0 140 0.250 -0.01 47.84 0 0 0| 0 5 0 0 160 0.250 -0.02 41.92 0 0 0| 0 0 0 0 170 0.500 -0.04 37.20 0 0 0| 0 13 0 0 180 0.500 -0.05 31.17 0 0 0| 0 15 0 0 190 1.000 -0.10 27.41 0 0 0| 0 80 0 0 200 2.500 -0.22 25.40 0 0 0| 0 51 0 0 210 3.750 -0.31 24.79 0 0 0| 0 0 0 0 215 5.500 -0.41 23.41 0 0 0| 0 10 0 0 220 7.750 -0.53 22.70 0 0 0| 0 0 0 0 225 10.500 -0.65 22.24 0 0 0| 0 5 0 0 230 14.000 -0.76 21.55 0 0 0| 0 10 0 0 235 18.250 -0.83 22.60 0 0 0| 0 2 0 0 240 22.750 -0.89 22.71 0 0 0| 0 0 0 0 245 37.250 -0.97 25.28 0 0 0| 0 0 0 0 260 57.000 -0.99 31.95 0 0 0| 0 0 0 0 280 Total 0 0 0| 0 191 0 0 Indicative a-t-m Vol 25.12 Underlying Price 223.000 Time to expiry: 130 Days Jun 10 2.250 -0.11 29.79 0 0 0| 0 0 0 0 180 5.750 -0.24 27.47 0 0 0| 0 0 0 0 200 8.750 -0.34 26.45 0 0 0| 0 9 0 0 210 12.750 -0.46 25.23 0 0 0| 0 40 0 0 220 18.250 -0.58 24.84 0 0 0| 0 0 0 0 230 24.750 -0.69 24.17 0 0 0| 0 0 0 0 240 40.750 -0.88 22.46 0 0 0| 0 0 0 0 260 59.250 -0.97 20.88 0 0 0| 0 0 0 0 280 Total 0 0 0| 0 49 0 0 Indicative a-t-m Vol 26.10 Underlying Price 223.000 Time to expiry: 221 Days Sep 10 9.500 -0.28 27.87 0 0 0| 5 28 -5 0 200 12.750 -0.36 26.92 0 0 0| 0 6 0 0 210 17.250 -0.45 26.28 0 0 0| 0 10 0 0 220 22.500 -0.54 25.68 0 0 0| 0 0 0 0 230 29.000 -0.62 25.49 0 0 0| 0 0 0 0 240 43.750 -0.78 24.52 0 0 0| 0 0 0 0 260 60.750 -0.89 23.12 0 0 0| 0 0 0 0 280 Total 0 0 0| 5 44 -5 0 Total Puts 0 0 0| 5 284 -5 0 Grand Total 0 1,240,000 1,240,00| 6 777 -6 0 Equity Options 22:16 Business Day Mon 8 Feb 2010 Previous Business Day Fri 5 Feb 2010 Page 41 Calls | Block | Opening Settle Delta Vola- Daily Trade Bclear Total | Official **Open Change Exer- Exer Trans Price tility High Low Volume Volume*** Volume | Volume Int cises Price | Sainsbury (J) plc - STND OPT (SAN) Indicative a-t-m Vol 21.57 Underlying Price 320.600 Time to expiry: 11 Days Feb 10 40.750 1.00 26.23 0 0 0| 0 0 0 0 280 21.000 0.95 22.74 0 0 0| 0 0 0 0 300 12.000 0.82 21.24 0 0 0| 0 20 0 0 310 5.250 0.53 21.47 0 0 0| 0 51 0 0 320 2.000 0.25 22.43 0 0 0| 0 585 0 0 330 0.500 0.07 21.65 0 0 0| 0 1,221 0 0 340 CAB 0.01 22.06 0 0 0| 0 15 0 0 350 CAB 0.00 24.52 0 0 0| 0 105 0 0 360 CAB 0.00 27.25 0 0 0| 0 0 0 0 380 Total 0 0 0| 0 1,997 0 0 Indicative a-t-m Vol 25.30 Underlying Price 320.600 Time to expiry: 39 Days Mar 10 41.500 0.94 26.58 0 0 0| 0 0 0 0 280 24.000 0.80 25.36 0 0 0| 0 256 0 0 300 17.000 0.67 25.68 0 0 0| 0 0 0 0 310 11.250 0.53 25.38 0 0 0| 0 61 0 0 320 6.500 0.38 24.57 0 0 0| 0 59 0 0 330 4.000 0.26 25.00 0 0 0| 0 774 0 0 340 2.250 0.16 25.44 0 0 0| 0 2,095 0 0 350 1.250 0.09 25.62 0 0 0| 0 282 0 0 360 0.250 0.03 26.49 0 0 0| 0 0 0 0 380 CAB 0.01 26.79 0 0 0| 0 34 0 0 400 Total 0 0 0| 0 3,561 0 0 Indicative a-t-m Vol 24.15 Underlying Price 320.600 Time to expiry: 67 Days Apr 10 42.750 0.90 25.77 0 0 0| 0 0 0 0 280 26.500 0.75 25.10 0 0 0| 0 0 0 0 300 19.500 0.65 24.58 0 0 0| 0 0 0 0 310 13.750 0.53 24.17 0 0 0| 30 30 +30 0 320 9.500 0.42 24.00 0 0 0| 0 0 0 0 330 6.000 0.31 23.75 0 0 0| 0 30 0 0 340 2.500 0.15 24.08 0 0 0| 0 820 0 0 360 0.750 0.06 24.36 0 0 0| 0 0 0 0 380 Total 0 0 0| 30 880 +30 0 Indicative a-t-m Vol 24.84 Underlying Price 320.600 Time to expiry: 130 Days Jun 10 44.750 0.85 26.89 0 0 0| 0 0 0 0 280 29.250 0.72 25.71 0 0 0| 0 47 0 0 300 17.500 0.54 24.93 0 0 0| 0 168 0 0 320 8.500 0.34 23.18 0 0 0| 0 310 0 0 340 4.750 0.21 24.36 0 0 0| 0 137 0 0 360 1.000 0.06 24.57 0 0 0| 0 84 0 0 400 Total 0 0 0| 0 746 0 0 Indicative a-t-m Vol 24.16 Underlying Price 320.600 Time to expiry: 221 Days Sep 10 Equity Options 22:16 Business Day Mon 8 Feb 2010 Previous Business Day Fri 5 Feb 2010 Page 42 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 | 46.500 0.81 26.28 0 0 0| 0 0 0 0 280 32.500 0.68 25.61 0 0 0| 0 15 0 0 300 20.750 0.52 24.20 0 0 0| 0 143 0 0 320 12.500 0.37 23.43 0 0 0| 20 1,036 0 0 340 7.500 0.25 23.50 0 0 0| 0 44 0 0 360 2.750 0.11 24.08 0 0 0| 0 1,000 0 0 400 Total 0 0 0| 20 2,238 0 0 Total Calls 0 0 0| 50 9,422 +30 0 | Scottish & Southern Energy Plc STND OPT (SSE) Indicative a-t-m Vol 17.38 Underlying Price 1165.000 Time to expiry: 39 Days Mar 10 290.000 0.94 72.93 0 0 0| 0 0 0 0 880 205.500 0.99 41.01 0 0 0| 0 0 0 0 960 165.500 0.98 34.01 0 0 0| 0 6 0 0 1000 115.500 0.99 22.50 0 0 0| 0 0 0 0 1050 66.000 0.95 17.72 0 0 0| 0 15 0 0 1100 27.000 26.500 0.59 17.44 27.000 S 27.000 S 0 0 2| 3 49 0 0 1150 8.000 0.22 17.24 0 0 0| 6 124 -6 0 1200 2.000 0.07 17.77 0 0 0| 0 0 0 0 1250 1.000 0.04 20.87 0 0 0| 0 38 0 0 1300 0.500 0.02 28.35 0 0 0| 0 20 0 0 1400 Total 0 0 2| 9 252 -6 0 Indicative a-t-m Vol 18.62 Underlying Price 1165.000 Time to expiry: 130 Days Jun 10 206.000 0.97 27.50 0 0 0| 0 0 0 0 960 166.000 0.96 24.00 0 0 0| 0 0 0 0 1000 78.500 0.68 19.31 0 0 0| 0 21 0 0 1100 29.000 0.36 18.26 0 0 0| 20 127 +14 0 1200 8.000 0.13 18.04 0 0 0| 0 29 0 0 1300 1.500 0.03 17.39 0 0 0| 0 0 0 0 1400 Total 0 0 0| 20 177 +14 0 Indicative a-t-m Vol 19.95 Underlying Price 1165.000 Time to expiry: 221 Days Sep 10 206.000 0.97 24.45 0 0 0| 0 0 0 0 960 168.000 0.89 22.99 0 0 0| 0 0 0 0 1000 91.000 0.65 20.54 0 0 0| 0 10 0 0 1100 41.500 0.40 19.64 0 0 0| 0 36 0 0 1200 16.500 0.20 19.40 0 0 0| 0 23 0 0 1300 6.000 0.09 19.68 0 0 0| 0 19 0 0 1400 Total 0 0 0| 0 88 0 0 Total Calls 0 0 2| 29 517 +8 0 | Equity Options 22:16 Business Day Mon 8 Feb 2010 Previous Business Day Fri 5 Feb 2010 Page 43 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 20.42 Underlying Price 320.600 Time to expiry: 11 Days Feb 10 CAB 0.00 25.98 0 0 0| 0 8 0 0 280 0.250 -0.05 21.99 0 0 0| 0 225 0 0 300 1.500 -0.19 21.97 0 0 0| 3 25 -3 0 310 4.500 -0.47 20.49 0 0 0| 100 284 -75 0 320 10.750 -0.79 19.76 0 0 0| 0 264 0 0 330 19.750 -0.93 21.84 0 0 0| 0 20 0 0 340 29.500 -0.99 22.14 0 0 0| 0 0 0 0 350 39.500 -1.00 22.80 0 0 0| 0 7 0 0 360 59.500 -1.00 25.81 0 0 0| 0 0 0 0 380 Total 0 0 0| 103 833 -78 0 Indicative a-t-m Vol 22.81 Underlying Price 320.600 Time to expiry: 39 Days Mar 10 0.500 -0.04 24.82 0 0 0| 0 72 0 0 280 3.000 -0.20 25.07 0 0 0| 0 74 0 0 300 6.000 -0.33 25.48 0 0 0| 15 27 +15 0 310 9.250 -0.47 22.57 0 0 0| 3 440 +3 0 320 16.000 -0.62 25.00 0 0 0| 0 55 0 0 330 22.750 -0.75 24.19 0 0 0| 0 79 0 0 340 31.500 -0.84 26.11 0 0 0| 0 0 0 0 350 40.500 -0.90 26.11 0 0 0| 0 15 0 0 360 59.750 -0.97 27.60 0 0 0| 0 0 0 0 380 79.500 -1.00 27.92 0 0 0| 0 3 0 0 400 Total 0 0 0| 18 765 +18 0 Indicative a-t-m Vol 23.80 Underlying Price 320.600 Time to expiry: 67 Days Apr 10 1.750 -0.10 25.45 0 0 0| 0 0 0 0 280 5.250 -0.24 24.44 0 0 0| 0 805 0 0 300 8.250 -0.35 24.07 0 0 0| 0 15 0 0 310 12.500 -0.47 23.78 0 0 0| 15 36 +15 0 320 18.500 -0.59 23.95 0 0 0| 0 0 0 0 330 25.000 -0.70 23.76 0 0 0| 0 0 0 0 340 41.500 -0.86 23.95 0 0 0| 0 0 0 0 360 59.750 -0.95 23.76 0 0 0| 0 0 0 0 380 Total 0 0 0| 15 856 +15 0 Indicative a-t-m Vol 23.98 Underlying Price 320.600 Time to expiry: 130 Days Jun 10 6.750 -0.22 25.66 0 0 0| 0 171 0 0 280 12.250 -0.37 23.39 0 0 0| 0 147 0 0 300 23.000 -0.55 24.00 0 0 0| 0 126 0 0 320 36.500 -0.71 23.65 0 0 0| 0 38 0 0 340 52.750 -0.84 23.60 0 0 0| 0 29 0 0 360 89.750 -0.96 23.13 0 0 0| 0 3 0 0 400 Total 0 0 0| 0 514 0 0 Indicative a-t-m Vol 23.22 Underlying Price 320.600 Time to expiry: 221 Days Sep 10 9.750 -0.25 23.90 0 0 0| 0 1,508 0 0 280 Equity Options 22:16 Business Day Mon 8 Feb 2010 Previous Business Day Fri 5 Feb 2010 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 | 17.250 -0.39 23.75 0 0 0| 5 104 -3 0 300 27.250 -0.53 23.19 0 0 0| 0 40 0 0 320 41.000 -0.65 23.66 0 0 0| 0 2 0 0 340 55.750 -0.77 23.21 0 0 0| 0 0 0 0 360 90.750 -0.92 22.25 0 0 0| 0 0 0 0 400 Total 0 0 0| 5 1,654 -3 0 Total Puts 0 0 0| 141 4,622 -48 0 Grand Total 0 1,560,000 1,560,00| 191 14,044 -18 0 Scottish & Southern Energy Plc STND OPT (SSE) Indicative a-t-m Vol 17.19 Underlying Price 1165.000 Time to expiry: 39 Days Mar 10 0.500 -0.01 34.51 0 0 0| 0 12 0 0 880 0.500 -0.01 25.06 0 0 0| 0 142 0 0 960 1.000 -0.03 22.08 0 0 0| 0 308 0 0 1000 3.000 -0.08 19.51 0 0 0| 0 11 0 0 1050 10.500 -0.24 18.22 0 0 0| 10 214 -10 0 1100 28.000 29.000 -0.52 17.21 28.000 S 28.000 S 0 0 2| 2 38 +2 0 1150 63.000 -0.79 17.13 0 0 0| 0 11 0 0 1200 107.500 -0.94 17.60 0 0 0| 0 0 0 0 1250 156.000 -0.99 17.90 0 0 0| 0 5 0 0 1300 255.500 -1.00 20.04 0 0 0| 0 0 0 0 1400 Total 0 0 2| 12 741 -8 0 Indicative a-t-m Vol 18.50 Underlying Price 1165.000 Time to expiry: 130 Days Jun 10 5.500 -0.08 21.82 0 0 0| 3 21 0 0 960 9.500 9.000 -0.12 20.72 9.500 9.500 0 0 5| 0 36 0 0 1000 31.500 -0.34 19.11 0 0 0| 0 41 0 0 1100 82.000 -0.65 18.17 0 0 0| 3 21 -3 0 1200 161.000 -0.88 17.61 0 0 0| 0 5 0 0 1300 257.000 -0.96 19.36 0 0 0| 0 0 0 0 1400 Total 0 0 5| 6 124 -3 0 Indicative a-t-m Vol 19.53 Underlying Price 1165.000 Time to expiry: 221 Days Sep 10 21.500 -0.19 22.06 0 0 0| 0 4 0 0 960 30.000 -0.25 21.13 0 0 0| 0 25 0 0 1000 68.500 -0.47 20.07 0 0 0| 0 65 0 0 1100 129.500 -0.70 19.23 0 0 0| 0 0 0 0 1200 210.000 209.500 -0.87 18.12 210.000 210.000 0 0 10| 0 0 0 0 1300 304.500 -0.93 20.03 0 0 0| 0 0 0 0 1400 Total 0 0 10| 0 94 0 0 Total Puts 0 0 17| 18 959 -11 0 Grand Total 0 2,440,000 2,440,01| 238 15,520 -21 0 Equity Options 22:16 Business Day Mon 8 Feb 2010 Previous Business Day Fri 5 Feb 2010 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 | Severn Trent PLC - STND Option (SVT) Indicative a-t-m Vol 17.42 Underlying Price 1127.000 Time to expiry: 39 Days Mar 10 327.500 1.00 36.76 0 0 0| 0 0 0 0 800 248.000 0.99 29.81 0 0 0| 0 0 0 0 880 208.000 0.99 26.72 0 0 0| 0 0 0 0 920 168.500 0.98 23.94 0 0 0| 0 9 0 0 960 129.500 0.95 22.08 0 0 0| 0 76 0 0 1000 82.000 0.88 18.89 0 0 0| 0 10 0 0 1050 41.500 0.68 17.11 0 0 0| 0 673 0 0 1100 17.000 0.38 17.69 0 0 0| 0 500 0 0 1150 5.000 0.15 17.88 0 0 0| 0 19 0 0 1200 CAB 0.01 18.37 0 0 0| 0 0 0 0 1300 CAB 0.00 24.82 0 0 0| 0 3 0 0 1400 Total 0 0 0| 0 1,290 0 0 Indicative a-t-m Vol 20.71 Underlying Price 1127.000 Time to expiry: 130 Days Jun 10 329.000 1.00 18.69 0 0 0| 0 0 0 0 800 250.000 0.98 21.34 0 0 0| 0 0 0 0 880 211.500 0.96 21.69 0 0 0| 0 6 0 0 920 175.000 0.92 22.08 0 0 0| 0 3 0 0 960 140.000 0.86 21.57 0 0 0| 0 8 0 0 1000 68.500 0.61 20.93 0 0 0| 0 23 0 0 1100 25.000 0.32 20.13 0 0 0| 0 42 0 0 1200 8.000 0.13 20.74 0 0 0| 0 13 0 0 1300 3.000 0.05 22.09 0 0 0| 0 0 0 0 1400 Total 0 0 0| 0 95 0 0 Indicative a-t-m Vol 21.82 Underlying Price 1127.000 Time to expiry: 221 Days Sep 10 180.000 0.88 23.89 0 0 0| 0 0 0 0 960 146.000 0.82 22.90 0 0 0| 0 0 0 0 1000 79.000 0.59 22.11 0 0 0| 0 7 0 0 1100 35.000 0.35 21.03 0 0 0| 0 8 0 0 1200 15.500 0.18 21.35 0 0 0| 0 0 0 0 1300 6.000 0.08 21.30 0 0 0| 0 0 0 0 1400 Total 0 0 0| 0 15 0 0 Total Calls 0 0 0| 0 1,400 0 0 | Equity Options 22:16 Business Day Mon 8 Feb 2010 Previous Business Day Fri 5 Feb 2010 Page 46 Puts | Block | Opening Settle Delta Vola- Daily Trade Bclear Total | Official **Open Change Exer- Exer Trans Price tility High Low Volume Volume*** Volume | Volume Int cises Price | Severn Trent PLC - STND Option (SVT) Indicative a-t-m Vol 17.46 Underlying Price 1127.000 Time to expiry: 39 Days Mar 10 CAB 0.00 24.51 0 0 0| 0 6 0 0 800 CAB 0.00 23.21 0 0 0| 0 31 0 0 880 CAB 0.00 22.14 0 0 0| 0 24 0 0 920 CAB -0.01 20.95 0 0 0| 0 30 0 0 960 1.000 -0.03 19.69 0 0 0| 0 68 0 0 1000 4.500 -0.12 18.94 0 0 0| 0 46 0 0 1050 15.000 -0.33 18.00 0 0 0| 0 10 0 0 1100 38.000 -0.63 17.00 0 0 0| 0 11 0 0 1150 78.000 -0.84 18.44 0 0 0| 0 13 0 0 1200 173.000 -0.99 20.76 0 0 0| 0 0 0 0 1300 273.000 -1.00 23.46 0 0 0| 0 0 0 0 1400 Total 0 0 0| 0 239 0 0 Indicative a-t-m Vol 20.50 Underlying Price 1127.000 Time to expiry: 130 Days Jun 10 4.000 -0.04 31.88 0 0 0| 0 48 0 0 800 4.500 -0.06 24.41 0 0 0| 0 9 0 0 880 8.500 -0.11 23.74 0 0 0| 0 15 0 0 920 14.000 -0.16 22.96 0 0 0| 0 1 0 0 960 19.000 20.500 -0.24 21.44 19.000 18.000 0 0 61| 12 82 +12 0 1000 60.000 -0.51 20.38 0 0 0| 0 22 0 0 1100 129.500 -0.77 20.82 0 0 0| 0 15 0 0 1200 218.000 -0.90 21.87 0 0 0| 0 0 0 0 1300 313.500 -0.97 21.69 0 0 0| 0 0 0 0 1400 Total 0 0 61| 12 192 +12 0 Indicative a-t-m Vol 21.55 Underlying Price 1127.000 Time to expiry: 221 Days Sep 10 27.500 -0.22 23.61 0 0 0| 0 2 0 0 960 39.000 -0.29 23.18 0 0 0| 1 6 -1 0 1000 79.000 -0.49 21.60 0 0 0| 0 1 0 0 1100 143.500 -0.70 21.39 0 0 0| 0 0 0 0 1200 226.500 -0.83 21.97 0 0 0| 0 0 0 0 1300 318.000 -0.92 22.53 0 0 0| 0 0 0 0 1400 Total 0 0 0| 1 9 -1 0 Total Puts 0 0 61| 13 440 +11 0 Grand Total 0 1,040,000 1,040,06| 13 1,840 +11 0 Equity Options 22:16 Business Day Mon 8 Feb 2010 Previous Business Day Fri 5 Feb 2010 Page 47 Calls | Block | Opening Settle Delta Vola- Daily Trade Bclear Total | Official **Open Change Exer- Exer Trans Price tility High Low Volume Volume*** Volume | Volume Int cises Price | Shire Plc STND OPT (SHP) Indicative a-t-m Vol 26.49 Underlying Price 1236.000 Time to expiry: 39 Days Mar 10 516.500 1.00 51.71 0 0 0| 0 4 0 0 720 476.500 1.00 52.05 0 0 0| 0 0 0 0 760 436.500 1.00 45.01 0 0 0| 0 0 0 0 800 396.500 1.00 36.11 0 0 0| 0 0 0 0 840 356.500 1.00 40.05 0 0 0| 0 0 0 0 880 317.000 1.00 37.63 0 0 0| 0 0 0 0 920 277.000 0.99 35.47 0 0 0| 0 15 0 0 960 233.500 238.000 0.97 35.84 233.500 S 233.500 S 0 0 4| 0 10 0 0 1000 190.000 0.94 34.24 0 0 0| 0 3 0 0 1050 144.000 0.89 31.94 0 0 0| 0 306 0 0 1100 100.000 0.80 29.19 0 0 0| 0 0 0 0 1150 63.000 0.65 27.45 0 0 0| 0 25 0 0 1200 35.000 35.000 0.46 26.12 38.500 S 35.000 S 0 0 9| 0 18 0 0 1250 17.000 0.28 25.30 0 0 0| 0 7 0 0 1300 3.500 0.07 25.85 0 0 0| 0 0 0 0 1400 2.500 0.04 33.76 0 0 0| 0 0 0 0 1500 Total 0 0 13| 0 388 0 0 Indicative a-t-m Vol 27.12 Underlying Price 1236.000 Time to expiry: 130 Days Jun 10 359.000 0.97 35.13 0 0 0| 0 0 0 0 880 284.000 0.92 32.88 0 0 0| 0 0 0 0 960 248.000 0.89 31.90 0 0 0| 0 2 0 0 1000 165.500 0.77 29.62 0 0 0| 0 0 0 0 1100 98.000 0.60 27.62 0 0 0| 0 31 0 0 1200 50.500 0.40 26.24 0 0 0| 0 265 0 0 1300 22.500 0.22 25.32 0 0 0| 0 13 0 0 1400 4.000 0.05 25.42 0 0 0| 0 0 0 0 1600 Total 0 0 0| 0 311 0 0 Indicative a-t-m Vol 27.58 Underlying Price 1236.000 Time to expiry: 221 Days Sep 10 263.000 0.84 31.11 0 0 0| 0 0 0 0 1000 187.500 0.73 29.61 0 0 0| 0 0 0 0 1100 125.000 0.60 28.16 0 0 0| 0 0 0 0 1200 75.000 0.44 26.55 0 0 0| 0 0 0 0 1300 43.000 0.30 25.94 0 0 0| 0 1 0 0 1400 12.500 0.11 25.47 0 0 0| 0 0 0 0 1600 Total 0 0 0| 0 1 0 0 Total Calls 0 0 13| 0 700 0 0 | Equity Options 22:16 Business Day Mon 8 Feb 2010 Previous Business Day Fri 5 Feb 2010 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 | Shire Plc STND OPT (SHP) Indicative a-t-m Vol 26.55 Underlying Price 1236.000 Time to expiry: 39 Days Mar 10 CAB 0.00 51.63 0 0 0| 0 3 0 0 720 CAB 0.00 52.05 0 0 0| 0 0 0 0 760 CAB 0.00 45.01 0 0 0| 0 0 0 0 800 CAB 0.00 36.11 0 0 0| 0 0 0 0 840 CAB 0.00 40.08 0 0 0| 0 11 0 0 880 0.500 -0.01 37.66 0 0 0| 0 1 0 0 920 1.000 -0.01 35.47 0 0 0| 0 0 0 0 960 2.000 -0.03 35.84 0 0 0| 0 9 0 0 1000 4.500 -0.07 34.36 0 0 0| 0 3 0 0 1050 11.000 9.000 -0.13 32.09 11.000 11.000 0 0 6| 0 26 0 0 1100 16.500 -0.23 29.36 0 0 0| 0 48 0 0 1150 35.000 30.500 -0.37 27.68 35.000 35.000 0 0 18| 0 29 0 0 1200 59.000 52.500 -0.55 26.12 59.000 S 55.500 S 0 0 9| 0 9 0 0 1250 88.500 85.000 -0.73 25.51 88.500 S 88.500 S 0 0 4| 0 12 0 0 1300 171.500 -0.93 25.98 0 0 0| 0 10 0 0 1400 270.500 -0.96 33.76 0 0 0| 0 0 0 0 1500 Total 0 0 37| 0 161 0 0 Indicative a-t-m Vol 27.26 Underlying Price 1236.000 Time to expiry: 130 Days Jun 10 5.000 -0.04 35.13 0 0 0| 0 0 0 0 880 10.500 -0.08 32.88 0 0 0| 0 1 0 0 960 14.500 -0.12 31.98 0 0 0| 0 1 0 0 1000 32.500 -0.23 29.73 0 0 0| 0 14 0 0 1100 65.000 -0.40 27.76 0 0 0| 0 6 0 0 1200 117.500 -0.60 26.38 0 0 0| 0 260 0 0 1300 189.500 -0.78 25.43 0 0 0| 0 0 0 0 1400 371.000 -0.96 25.48 0 0 0| 0 0 0 0 1600 Total 0 0 0| 0 282 0 0 Indicative a-t-m Vol 27.58 Underlying Price 1236.000 Time to expiry: 221 Days Sep 10 28.500 -0.16 31.18 0 0 0| 0 1 0 0 1000 53.000 -0.27 29.69 0 0 0| 1 0 -1 0 1100 90.000 -0.41 28.16 0 0 0| 0 3 0 0 1200 140.000 -0.56 26.55 0 0 0| 0 3 0 0 1300 208.000 -0.70 25.94 0 0 0| 0 0 0 0 1400 377.500 -0.89 25.53 0 0 0| 0 0 0 0 1600 Total 0 0 0| 1 7 -1 0 Total Puts 0 0 37| 1 450 -1 0 Grand Total 0 1,200,000 1,200,05| 1 1,150 -1 0 Equity Options 22:16 Business Day Mon 8 Feb 2010 Previous Business Day Fri 5 Feb 2010 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 | Smith & Nephew plc STND OPT (SNP) Indicative a-t-m Vol 22.09 Underlying Price 632.500 Time to expiry: 39 Days Mar 10 233.000 1.00 42.65 0 0 0| 0 0 0 0 400 213.000 1.00 40.85 0 0 0| 0 4 0 0 420 193.000 1.00 36.54 0 0 0| 0 15 0 0 440 173.000 1.00 38.14 0 0 0| 0 0 0 0 460 153.000 0.99 37.60 0 0 0| 0 17 0 0 480 113.500 0.98 28.64 0 0 0| 0 6 0 0 520 74.000 0.95 23.31 0 0 0| 0 92 0 0 560 39.500 0.77 22.54 0 0 0| 0 38 0 0 600 25.500 0.63 22.27 0 0 0| 14 30 +14 0 620 15.000 0.45 22.00 0 0 0| 6 1,017 +6 0 640 7.500 0.29 21.14 0 0 0| 0 31 0 0 660 3.500 0.16 21.08 0 0 0| 0 35 0 0 680 0.500 0.03 20.53 0 0 0| 0 9 0 0 720 Total 0 0 0| 20 1,294 +20 0 Indicative a-t-m Vol 22.33 Underlying Price 632.500 Time to expiry: 130 Days Jun 10 193.500 0.99 31.06 0 0 0| 0 0 0 0 440 154.000 0.98 25.43 0 0 0| 0 0 0 0 480 116.000 0.93 25.26 0 0 0| 0 0 0 0 520 81.500 0.83 24.23 0 0 0| 0 22 0 0 560 52.000 0.67 23.33 0 0 0| 0 29 0 0 600 29.500 0.49 22.12 0 0 0| 1 624 0 0 640 15.000 0.30 21.64 0 0 0| 0 3 0 0 680 7.000 0.17 21.47 0 0 0| 0 28 0 0 720 Total 0 0 0| 1 706 0 0 Indicative a-t-m Vol 22.31 Underlying Price 632.500 Time to expiry: 221 Days Sep 10 157.000 0.93 26.98 0 0 0| 0 0 0 0 480 89.500 0.77 24.24 0 0 0| 0 10 0 0 560 62.500 0.65 23.32 0 0 0| 0 11 0 0 600 40.000 0.51 22.10 0 0 0| 0 16 0 0 640 24.500 0.37 21.83 0 0 0| 0 65 0 0 680 14.000 0.24 21.58 0 0 0| 0 9 0 0 720 Total 0 0 0| 0 111 0 0 Total Calls 0 0 0| 21 2,111 +20 0 | Equity Options 22:16 Business Day Mon 8 Feb 2010 Previous Business Day Fri 5 Feb 2010 Page 50 Puts | Block | Opening Settle Delta Vola- Daily Trade Bclear Total | Official **Open Change Exer- Exer Trans Price tility High Low Volume Volume*** Volume | Volume Int cises Price | Smith & Nephew plc STND OPT (SNP) Indicative a-t-m Vol 22.09 Underlying Price 632.500 Time to expiry: 39 Days Mar 10 CAB 0.00 42.65 0 0 0| 0 32 0 0 400 CAB 0.00 40.85 0 0 0| 0 73 0 0 420 CAB 0.00 36.54 0 0 0| 0 17 0 0 440 CAB 0.00 38.14 0 0 0| 0 18 0 0 460 0.500 -0.01 37.60 0 0 0| 0 42 0 0 480 0.500 -0.02 28.64 0 0 0| 0 38 0 0 520 1.000 -0.05 23.31 0 0 0| 0 135 0 0 560 6.500 -0.23 22.54 0 0 0| 0 64 0 0 600 12.500 -0.38 22.27 0 0 0| 0 23 0 0 620 22.000 -0.55 22.00 0 0 0| 0 23 0 0 640 34.500 -0.72 21.14 0 0 0| 0 6 0 0 660 50.500 -0.84 21.08 0 0 0| 0 0 0 0 680 87.500 -0.98 20.53 0 0 0| 0 13 0 0 720 Total 0 0 0| 0 484 0 0 Indicative a-t-m Vol 22.35 Underlying Price 632.500 Time to expiry: 130 Days Jun 10 1.000 -0.02 31.06 0 0 0| 0 4 0 0 440 1.000 -0.03 25.43 0 0 0| 0 61 0 0 480 4.000 -0.09 25.33 0 0 0| 0 34 0 0 520 10.000 -0.18 24.23 0 0 0| 0 49 0 0 560 21.000 -0.33 23.45 0 0 0| 0 100 0 0 600 38.500 -0.52 22.12 0 0 0| 0 12 0 0 640 64.000 -0.70 21.64 0 0 0| 0 52 0 0 680 96.000 -0.83 21.56 0 0 0| 0 12 0 0 720 Total 0 0 0| 0 324 0 0 Indicative a-t-m Vol 22.43 Underlying Price 632.500 Time to expiry: 221 Days Sep 10 5.000 -0.08 27.04 0 0 0| 0 4 0 0 480 17.500 -0.23 24.24 0 0 0| 5 23 +5 0 560 30.500 -0.35 23.41 0 0 0| 0 16 0 0 600 48.000 -0.50 22.23 0 0 0| 6 28 +6 0 640 75.000 72.500 -0.64 21.83 75.000 75.000 0 0 2| 0 0 0 0 680 102.000 -0.76 21.58 0 0 0| 0 2 0 0 720 Total 0 0 2| 11 73 +11 0 Total Puts 0 0 2| 11 881 +11 0 Grand Total 0 1,080,000 1,080,00| 32 2,992 +31 0 Equity Options 22:16 Business Day Mon 8 Feb 2010 Previous Business Day Fri 5 Feb 2010 Page 51 Calls | Block | Opening Settle Delta Vola- Daily Trade Bclear Total | Official **Open Change Exer- Exer Trans Price tility High Low Volume Volume*** Volume | Volume Int cises Price | Standard Chartered plc - STND OPT (SCB) Indicative a-t-m Vol 42.34 Underlying Price 1403.000 Time to expiry: 11 Days Feb 10 206.000 0.95 52.88 0 0 0| 0 0 0 0 1200 114.500 0.83 46.43 0 0 0| 0 2 0 0 1300 81.000 76.000 0.70 44.19 81.000 81.000 0 0 6| 0 0 0 0 1350 44.500 0.53 42.39 0 0 0| 0 0 0 0 1400 23.500 0.35 41.50 0 0 0| 0 12 0 0 1450 10.500 0.19 40.69 0 0 0| 0 41 0 0 1500 4.500 0.10 40.97 0 0 0| 0 79 0 0 1550 1.500 0.04 40.43 0 0 0| 0 41 0 0 1600 0.500 0.01 39.51 0 0 0| 0 42 0 0 1650 CAB 0.00 38.16 0 0 0| 0 17 0 0 1700 CAB 0.00 36.25 0 0 0| 0 21 0 0 1750 CAB 0.00 33.69 0 0 0| 0 9 0 0 1800 CAB 0.00 26.32 0 0 0| 0 8 0 0 1900 Total 0 0 6| 0 272 0 0 Indicative a-t-m Vol 43.89 Underlying Price 1403.000 Time to expiry: 39 Days Mar 10 444.000 0.99 54.37 0 0 0| 0 2 0 0 960 407.000 0.97 63.62 0 0 0| 0 18 0 0 1000 310.500 0.94 57.23 0 0 0| 0 0 0 0 1100 218.000 0.87 49.90 0 0 0| 0 41 0 0 1200 145.000 138.000 0.73 46.41 145.000 S 145.000 S 0 0 18| 0 27 0 0 1300 104.500 0.64 45.14 0 0 0| 0 13 0 0 1350 76.000 0.53 43.94 0 0 0| 0 33 0 0 1400 47.000 53.500 0.42 43.07 53.000 45.000 S 0 0 20| 15 10 +5 0 1450 41.000 36.000 0.32 42.48 41.000 36.500 0 0 10| 13 364 +13 0 1500 24.000 0.24 41.91 0 0 0| 15 32 -11 0 1550 15.500 0.17 41.93 0 0 0| 20 782 -3 0 1600 10.000 0.11 41.77 0 0 0| 0 24 0 0 1650 6.000 6.500 0.08 42.24 6.000 6.000 0 0 9| 31 157 -3 0 1700 2.000 0.03 41.46 0 0 0| 0 211 0 0 1800 1.000 0.02 43.90 0 0 0| 0 2 0 0 1900 0.500 0.01 46.09 0 0 0| 0 18 0 0 2000 Total 0 0 57| 94 1,734 +1 0 Indicative a-t-m Vol 41.04 Underlying Price 1403.000 Time to expiry: 67 Days Apr 10 224.000 0.84 45.94 0 0 0| 0 0 0 0 1200 149.000 0.69 43.60 0 0 0| 0 0 0 0 1300 116.500 0.61 42.03 0 0 0| 0 0 0 0 1350 89.500 0.52 41.08 0 0 0| 6 29 +6 0 1400 67.500 0.43 40.33 0 0 0| 0 0 0 0 1450 50.000 0.35 39.77 0 0 0| 0 4 0 0 1500 36.000 0.28 39.23 0 0 0| 0 0 0 0 1550 25.500 0.21 38.90 0 0 0| 0 10 0 0 1600 13.500 12.500 0.12 38.41 13.500 13.500 0 0 10| 0 4 0 0 1700 6.000 0.06 38.78 0 0 0| 0 102 0 0 1800 Total 0 0 10| 6 149 +6 0 Equity Options 22:16 Business Day Mon 8 Feb 2010 Previous Business Day Fri 5 Feb 2010 Page 52 Calls | Block | Opening Settle Delta Vola- Daily Trade Bclear Total | Official **Open Change Exer- Exer Trans Price tility High Low Volume Volume*** Volume | Volume Int cises Price | Indicative a-t-m Vol 40.01 Underlying Price 1403.000 Time to expiry: 130 Days Jun 10 243.500 0.77 43.56 0 0 0| 0 4 0 0 1200 175.500 0.65 41.38 0 0 0| 0 0 0 0 1300 122.500 0.52 40.05 0 0 0| 0 35 0 0 1400 80.500 0.40 38.65 0 0 0| 2 25 0 0 1500 50.000 0.29 37.28 0 0 0| 0 60 0 0 1600 29.500 0.20 36.26 0 0 0| 0 363 0 0 1700 18.000 0.13 36.11 0 0 0| 0 57 0 0 1800 6.500 6.500 0.06 36.47 6.500 6.500 0 0 2| 0 80 0 0 2000 Total 0 0 2| 2 624 0 0 Indicative a-t-m Vol 38.92 Underlying Price 1403.000 Time to expiry: 221 Days Sep 10 268.000 0.73 42.11 0 0 0| 0 10 0 0 1200 205.000 0.64 40.17 0 0 0| 0 0 0 0 1300 153.500 0.54 38.96 0 0 0| 2 8 +2 0 1400 111.000 0.44 37.74 0 0 0| 0 2 0 0 1500 77.500 0.35 36.53 0 0 0| 0 13 0 0 1600 51.500 0.26 35.33 0 0 0| 0 3 0 0 1700 38.500 35.000 0.19 34.97 38.500 31.000 0 0 13| 5 49 +5 0 1800 Total 0 0 13| 7 85 +7 0 Total Calls 0 0 88| 109 2,864 +14 0 | Equity Options 22:16 Business Day Mon 8 Feb 2010 Previous Business Day Fri 5 Feb 2010 Page 53 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 42.79 Underlying Price 1403.000 Time to expiry: 11 Days Feb 10 3.000 -0.05 55.14 0 0 0| 0 0 0 0 1200 11.500 -0.17 46.92 0 0 0| 0 54 0 0 1300 23.500 -0.30 45.31 0 0 0| 0 20 0 0 1350 42.000 -0.47 42.88 0 0 0| 15 125 -3 0 1400 70.000 -0.66 41.30 0 0 0| 0 100 0 0 1450 107.500 -0.81 40.78 0 0 0| 2 45 0 0 1500 150.500 -0.91 39.68 0 0 0| 0 205 0 0 1550 199.000 -0.95 42.23 0 0 0| 2 15 -2 0 1600 247.000 -1.00 2.00 0 0 0| 0 32 0 0 1650 297.000 -1.00 41.12 0 0 0| 0 2 0 0 1700 347.000 -1.00 42.58 0 0 0| 0 0 0 0 1750 397.000 -1.00 44.50 0 0 0| 0 0 0 0 1800 497.000 -1.00 49.61 0 0 0| 0 0 0 0 1900 Total 0 0 0| 19 598 -5 0 Indicative a-t-m Vol 44.69 Underlying Price 1403.000 Time to expiry: 39 Days Mar 10 4.500 -0.03 64.01 0 0 0| 0 82 0 0 960 6.000 -0.05 61.90 0 0 0| 0 249 0 0 1000 12.000 -0.09 55.86 0 0 0| 0 69 0 0 1100 29.500 25.500 -0.18 51.49 31.000 S 29.500 S 0 0 70| 0 103 0 0 1200 60.500 51.000 -0.33 47.46 60.500 S 56.000 0 0 7| 3 1,221 0 0 1300 70.000 -0.42 46.09 0 0 0| 0 11 0 0 1350 92.500 94.000 -0.51 44.76 105.000 S 92.500 0 0 91| 10 279 0 0 1400 123.000 -0.61 43.59 0 0 0| 0 4 0 0 1450 151.000 157.500 -0.70 43.09 151.000 S 151.000 S 0 0 18| 36 454 +23 0 1500 195.500 -0.78 42.07 0 0 0| 0 35 0 0 1550 237.500 -0.85 41.72 0 0 0| 0 1,447 0 0 1600 282.000 -0.89 41.79 0 0 0| 0 0 0 0 1650 331.500 -0.91 46.00 0 0 0| 18 20 0 0 1700 427.500 -0.94 48.44 0 0 0| 0 56 0 0 1800 526.500 -0.96 52.83 0 0 0| 0 0 0 0 1900 626.000 -0.97 58.11 0 0 0| 0 20 0 0 2000 Total 0 0 186| 67 4,050 +23 0 Indicative a-t-m Vol 41.67 Underlying Price 1403.000 Time to expiry: 67 Days Apr 10 38.000 -0.22 46.84 0 0 0| 5 25 +5 0 1200 66.000 -0.34 43.54 0 0 0| 2 2 +2 0 1300 86.000 -0.42 42.34 0 0 0| 0 2 0 0 1350 111.500 -0.50 41.74 0 0 0| 0 6 0 0 1400 139.000 -0.58 40.56 0 0 0| 0 0 0 0 1450 173.000 -0.66 40.50 0 0 0| 0 2 0 0 1500 193.000 208.500 -0.73 39.66 193.000 193.000 0 0 6| 0 40 0 0 1550 248.500 -0.79 39.38 0 0 0| 0 16 0 0 1600 335.500 -0.88 39.29 0 0 0| 0 0 0 0 1700 430.000 -0.93 40.65 0 0 0| 0 0 0 0 1800 Total 0 0 6| 7 93 +7 0 Equity Options 22:16 Business Day Mon 8 Feb 2010 Previous Business Day Fri 5 Feb 2010 Page 54 Puts | Block | Opening Settle Delta Vola- Daily Trade Bclear Total | Official **Open Change Exer- Exer Trans Price tility High Low Volume Volume*** Volume | Volume Int cises Price | Indicative a-t-m Vol 40.01 Underlying Price 1403.000 Time to expiry: 130 Days Jun 10 71.000 65.000 -0.26 44.38 71.000 S 71.000 S 0 0 5| 9 219 +3 0 1200 100.000 98.500 -0.36 42.18 100.000 100.000 0 0 7| 6 165 +6 0 1300 143.500 -0.48 40.04 0 0 0| 5 127 +5 0 1400 219.500 202.000 -0.60 38.87 219.500 S 219.500 S 0 0 5| 5 196 +2 0 1500 268.000 271.500 -0.71 37.42 268.000 268.000 0 0 13| 0 323 0 0 1600 349.500 -0.81 36.00 0 0 0| 0 2 0 0 1700 439.000 -0.87 36.30 0 0 0| 0 1 0 0 1800 627.000 -0.96 35.29 0 0 0| 0 1 0 0 2000 Total 0 0 30| 25 1,034 +16 0 Indicative a-t-m Vol 38.33 Underlying Price 1403.000 Time to expiry: 221 Days Sep 10 96.000 -0.29 42.13 0 0 0| 0 109 0 0 1200 133.000 134.500 -0.37 40.28 133.000 133.000 0 0 1| 0 5 0 0 1300 181.000 -0.47 38.36 0 0 0| 0 23 0 0 1400 239.500 -0.57 37.26 0 0 0| 0 7 0 0 1500 305.000 -0.66 35.79 0 0 0| 0 26 0 0 1600 381.000 -0.75 35.10 0 0 0| 0 0 0 0 1700 464.500 -0.81 34.61 0 0 0| 0 0 0 0 1800 Total 0 0 1| 0 170 0 0 Total Puts 0 0 223| 118 5,945 +41 0 Grand Total 0 2,160,000 2,160,31| 227 8,809 +55 0 Equity Options 22:16 Business Day Mon 8 Feb 2010 Previous Business Day Fri 5 Feb 2010 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 | Standard Life PLC - STND Opt (LFI) Indicative a-t-m Vol 29.21 Underlying Price 193.100 Time to expiry: 39 Days Mar 10 33.250 0.98 30.32 0 0 0| 0 26 0 0 160 24.000 0.91 33.17 0 0 0| 0 0 0 0 170 15.500 0.79 30.91 0 0 0| 0 25 0 0 180 8.750 0.59 29.69 0 0 0| 0 12 0 0 190 6.000 0.48 29.09 0 0 0| 0 0 0 0 195 4.000 0.36 28.81 0 0 0| 0 43 0 0 200 2.750 0.27 29.09 0 0 0| 0 10 0 0 205 1.750 0.19 29.81 0 0 0| 0 100 0 0 210 1.000 0.12 28.33 0 0 0| 0 40 0 0 215 0.750 0.09 30.17 0 0 0| 0 112 0 0 220 0.500 0.05 33.57 0 0 0| 0 0 0 0 230 0.250 0.04 39.21 0 0 0| 0 40 0 0 240 CAB 0.01 40.02 0 0 0| 0 300 0 0 260 CAB 0.00 41.45 0 0 0| 0 0 0 0 280 Total 0 0 0| 0 708 0 0 Indicative a-t-m Vol 29.38 Underlying Price 193.100 Time to expiry: 130 Days Jun 10 17.500 0.70 30.20 0 0 0| 0 3 0 0 180 11.750 0.54 29.63 0 0 0| 0 0 0 0 190 7.500 0.39 29.01 0 0 0| 0 39 0 0 200 4.750 0.27 28.42 0 0 0| 0 36 0 0 210 2.750 0.18 27.81 0 0 0| 0 24 0 0 220 1.000 0.09 25.00 0 0 0| 0 77 0 0 230 0.500 0.04 23.89 0 0 0| 0 51 0 0 240 CAB 0.00 20.16 0 0 0| 0 12 0 0 260 CAB 0.00 17.92 0 0 0| 0 0 0 0 280 Total 0 0 0| 0 242 0 0 Indicative a-t-m Vol 30.06 Underlying Price 193.100 Time to expiry: 221 Days Sep 10 20.250 0.64 31.07 0 0 0| 0 0 0 0 180 14.750 0.52 30.40 0 0 0| 10 10 +10 0 190 10.750 0.41 29.55 0 0 0| 0 0 0 0 200 7.750 0.33 29.34 0 0 0| 0 0 0 0 210 5.250 0.25 28.98 0 0 0| 0 13 0 0 220 3.500 0.18 28.30 0 0 0| 0 0 0 0 230 2.250 0.13 27.90 0 0 0| 0 12 0 0 240 Total 0 0 0| 10 35 +10 0 Total Calls 0 0 0| 10 985 +10 0 | Equity Options 22:16 Business Day Mon 8 Feb 2010 Previous Business Day Fri 5 Feb 2010 Page 56 Puts | Block | Opening Settle Delta Vola- Daily Trade Bclear Total | Official **Open Change Exer- Exer Trans Price tility High Low Volume Volume*** Volume | Volume Int cises Price | Standard Life PLC - STND Opt (LFI) Indicative a-t-m Vol 29.22 Underlying Price 193.100 Time to expiry: 39 Days Mar 10 1.000 -0.10 36.06 0 0 0| 0 36 0 0 160 2.000 -0.19 31.76 0 0 0| 0 18 0 0 170 5.000 -0.36 30.28 0 0 0| 0 11 0 0 180 9.250 9.750 -0.58 29.53 9.250 9.250 0 0 11| 5 118 0 0 190 13.000 -0.68 29.14 0 0 0| 0 115 0 0 195 16.750 -0.78 28.34 0 0 0| 0 103 0 0 200 21.000 -0.84 28.90 0 0 0| 0 310 0 0 205 25.500 -0.89 29.50 0 0 0| 0 54 0 0 210 30.250 -0.92 30.97 0 0 0| 0 0 0 0 215 35.000 -0.94 31.43 0 0 0| 0 23 0 0 220 44.750 -0.97 32.96 0 0 0| 0 5 0 0 230 54.750 -0.98 38.60 0 0 0| 0 5 0 0 240 74.750 -0.98 48.57 0 0 0| 0 0 0 0 260 94.500 -0.99 50.00 0 0 0| 0 20 0 0 280 Total 0 0 11| 5 818 0 0 Indicative a-t-m Vol 29.30 Underlying Price 193.100 Time to expiry: 130 Days Jun 10 10.750 -0.40 30.52 0 0 0| 0 71 0 0 180 15.500 -0.52 29.63 0 0 0| 0 133 0 0 190 21.500 -0.64 28.82 0 0 0| 0 64 0 0 200 28.750 -0.74 28.18 0 0 0| 0 0 0 0 210 37.000 -0.83 28.03 0 0 0| 0 11 0 0 220 46.000 -0.88 28.50 0 0 0| 0 1 0 0 230 55.500 -0.92 29.00 0 0 0| 0 0 0 0 240 74.750 -0.97 30.04 0 0 0| 0 0 0 0 260 94.500 -0.98 31.93 0 0 0| 0 0 0 0 280 Total 0 0 0| 0 280 0 0 Indicative a-t-m Vol 30.47 Underlying Price 193.100 Time to expiry: 221 Days Sep 10 15.500 16.750 -0.43 31.37 16.250 15.500 0 0 8| 0 16 0 0 180 21.000 22.000 -0.53 30.78 21.000 21.000 0 0 2| 0 0 0 0 190 26.750 28.250 -0.61 30.01 26.750 26.750 0 0 50| 50 103 +50 0 200 35.250 -0.70 29.33 0 0 0| 0 31 0 0 210 43.000 -0.77 28.79 0 0 0| 0 2 0 0 220 51.750 -0.82 29.34 0 0 0| 0 2 0 0 230 60.500 -0.87 28.93 0 0 0| 0 0 0 0 240 Total 0 0 60| 50 154 +50 0 Total Puts 0 0 71| 55 1,252 +50 0 Grand Total 0 1,200,000 1,200,07| 65 2,237 +60 0 Equity Options 22:16 Business Day Mon 8 Feb 2010 Previous Business Day Fri 5 Feb 2010 Page 57 Calls | Block | Opening Settle Delta Vola- Daily Trade Bclear Total | Official **Open Change Exer- Exer Trans Price tility High Low Volume Volume*** Volume | Volume Int cises Price | Tate & Lyle (TAT) Indicative a-t-m Vol 25.72 Underlying Price 405.100 Time to expiry: 39 Days Mar 10 165.500 0.99 65.88 0 0 0| 0 0 0 0 240 125.500 0.99 46.86 0 0 0| 0 0 0 0 280 105.500 0.99 38.39 0 0 0| 0 0 0 0 300 85.750 0.98 34.94 0 0 0| 0 0 0 0 320 66.000 0.96 31.61 0 0 0| 0 6 0 0 340 47.250 0.90 29.23 0 0 0| 0 8 0 0 360 30.750 0.77 28.04 0 0 0| 0 14 0 0 380 23.250 0.68 27.19 0 0 0| 0 0 0 0 390 16.750 0.58 25.89 0 0 0| 0 1 0 0 400 11.750 0.46 25.60 0 0 0| 0 5 0 0 410 7.750 0.35 25.18 0 0 0| 0 46 0 0 420 4.750 0.25 24.94 0 0 0| 0 40 0 0 430 3.000 0.17 25.34 0 0 0| 0 42 0 0 440 1.750 0.11 24.90 0 0 0| 0 0 0 0 450 1.000 0.07 24.74 0 0 0| 0 38 0 0 460 0.250 0.02 24.49 0 0 0| 0 41 0 0 480 CAB 0.00 24.08 0 0 0| 0 13 0 0 520 CAB 0.00 23.57 0 0 0| 0 0 0 0 560 Total 0 0 0| 0 254 0 0 Indicative a-t-m Vol 27.57 Underlying Price 405.100 Time to expiry: 130 Days Jun 10 56.000 0.78 29.69 0 0 0| 0 0 0 0 360 41.250 0.68 28.14 0 0 0| 0 0 0 0 380 29.750 0.57 27.64 0 0 0| 0 3 0 0 400 20.500 0.45 27.42 0 0 0| 0 1 0 0 420 13.500 0.34 26.98 0 0 0| 0 31 0 0 440 8.750 0.24 27.06 0 0 0| 0 2 0 0 460 5.250 0.16 26.48 0 0 0| 0 60 0 0 480 1.250 0.05 24.44 0 0 0| 0 2 0 0 520 CAB 0.00 20.37 0 0 0| 0 37 0 0 560 Total 0 0 0| 0 136 0 0 Indicative a-t-m Vol 28.91 Underlying Price 405.100 Time to expiry: 221 Days Sep 10 59.250 0.75 30.66 0 0 0| 0 0 0 0 360 45.750 0.66 29.75 0 0 0| 0 0 0 0 380 34.500 0.57 29.05 0 0 0| 0 3 0 0 400 25.250 0.46 28.59 0 0 0| 0 6 0 0 420 18.250 0.37 28.36 0 0 0| 0 0 0 0 440 13.500 0.29 28.52 0 0 0| 0 0 0 0 460 9.500 0.22 28.43 0 0 0| 0 11 0 0 480 5.000 0.13 28.86 0 0 0| 0 0 0 0 520 2.500 0.07 28.83 0 0 0| 0 0 0 0 560 Total 0 0 0| 0 20 0 0 Total Calls 0 0 0| 0 410 0 0 | Equity Options 22:16 Business Day Mon 8 Feb 2010 Previous Business Day Fri 5 Feb 2010 Page 58 Puts | Block | Opening Settle Delta Vola- Daily Trade Bclear Total | Official **Open Change Exer- Exer Trans Price tility High Low Volume Volume*** Volume | Volume Int cises Price | Tate & Lyle (TAT) Indicative a-t-m Vol 24.67 Underlying Price 405.100 Time to expiry: 39 Days Mar 10 CAB 0.00 17.38 0 0 0| 0 0 0 0 240 CAB 0.00 20.61 0 0 0| 0 3 0 0 280 CAB 0.00 26.05 0 0 0| 0 2 0 0 300 CAB 0.00 28.26 0 0 0| 0 0 0 0 320 0.500 -0.03 28.45 0 0 0| 0 18 0 0 340 1.500 -0.09 27.32 0 0 0| 0 16 0 0 360 4.250 -0.21 25.87 0 0 0| 0 11 0 0 380 7.250 -0.31 25.67 0 0 0| 0 0 0 0 390 10.500 -0.42 24.69 0 0 0| 0 30 0 0 400 15.750 -0.54 24.66 0 0 0| 0 10 0 0 410 21.750 -0.66 24.18 0 0 0| 0 17 0 0 420 29.000 -0.76 24.13 0 0 0| 0 0 0 0 430 36.250 -0.89 20.31 0 0 0| 0 5 0 0 440 46.000 -0.91 23.01 0 0 0| 0 0 0 0 450 55.250 -0.95 23.23 0 0 0| 0 0 0 0 460 75.000 -0.99 24.33 0 0 0| 0 20 0 0 480 115.000 -1.00 30.50 0 0 0| 0 0 0 0 520 155.000 -1.00 38.43 0 0 0| 0 0 0 0 560 Total 0 0 0| 0 132 0 0 Indicative a-t-m Vol 27.28 Underlying Price 405.100 Time to expiry: 130 Days Jun 10 9.750 -0.22 29.31 0 0 0| 0 55 0 0 360 15.750 -0.32 28.57 0 0 0| 0 8 0 0 380 23.250 -0.43 27.27 0 0 0| 0 19 0 0 400 34.500 -0.55 27.32 0 0 0| 0 23 0 0 420 47.750 -0.66 27.25 0 0 0| 0 0 0 0 440 62.500 -0.76 26.59 0 0 0| 0 7 0 0 460 79.500 -0.84 26.85 0 0 0| 0 6 0 0 480 116.500 -0.93 27.79 0 0 0| 0 0 0 0 520 155.000 -0.98 26.86 0 0 0| 0 0 0 0 560 Total 0 0 0| 0 118 0 0 Indicative a-t-m Vol 28.52 Underlying Price 405.100 Time to expiry: 221 Days Sep 10 22.000 -0.32 29.97 0 0 0| 0 11 0 0 360 30.250 -0.41 29.30 0 0 0| 0 0 0 0 380 40.250 -0.50 28.62 0 0 0| 2 7 -2 0 400 52.500 -0.59 28.28 0 0 0| 0 6 0 0 420 66.000 -0.68 27.75 0 0 0| 0 0 0 0 440 81.750 -0.74 28.03 0 0 0| 0 3 0 0 460 98.750 -0.80 28.33 0 0 0| 0 0 0 0 480 134.500 -0.88 28.65 0 0 0| 0 0 0 0 520 172.000 -0.94 28.59 0 0 0| 0 0 0 0 560 Total 0 0 0| 2 27 -2 0 Total Puts 0 0 0| 2 277 -2 0 Grand Total 0 1,440,000 1,440,00| 2 687 -2 0 Equity Options 22:16 Business Day Mon 8 Feb 2010 Previous Business Day Fri 5 Feb 2010 Page 59 Calls | Block | Opening Settle Delta Vola- Daily Trade Bclear Total | Official **Open Change Exer- Exer Trans Price tility High Low Volume Volume*** Volume | Volume Int cises Price | Taylor Wimpey PLC - STND OPT (TWP) Indicative a-t-m Vol 49.70 Underlying Price 37.050 Time to expiry: 39 Days Mar 10 13.000 0.99 63.57 0 0 0| 0 40 0 0 24 9.250 0.94 58.35 0 0 0| 0 0 0 0 28 5.750 0.83 52.29 0 0 0| 0 0 0 0 32 4.250 0.72 51.58 0 0 0| 0 0 0 0 34 3.000 0.60 49.92 0 0 0| 0 0 0 0 36 2.000 0.47 49.70 0 0 0| 0 0 0 0 38 1.250 0.35 48.64 0 0 0| 0 14 0 0 40 0.750 0.25 49.07 0 0 0| 0 0 0 0 42 0.500 0.17 49.07 0 0 0| 0 0 0 0 44 0.250 0.07 50.00 0 0 0| 0 80 0 0 48 CAB 0.01 51.62 0 0 0| 0 0 0 0 56 CAB 0.00 52.47 0 0 0| 0 0 0 0 60 CAB 0.00 54.60 0 0 0| 0 0 0 0 64 CAB 0.00 61.40 0 0 0| 0 0 0 0 80 Total 0 0 0| 0 134 0 0 Indicative a-t-m Vol 49.65 Underlying Price 37.050 Time to expiry: 130 Days Jun 10 13.750 0.91 61.73 0 0 0| 0 0 0 0 24 10.250 0.85 55.07 0 0 0| 0 0 0 0 28 7.250 0.74 51.71 0 0 0| 0 5 0 0 32 5.000 0.60 50.11 0 0 0| 0 0 0 0 36 3.250 0.46 49.18 0 0 0| 0 5 0 0 40 2.000 0.34 49.67 0 0 0| 0 100 0 0 44 1.250 0.23 49.12 0 0 0| 0 0 0 0 48 0.500 0.08 52.09 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 22:16 Business Day Mon 8 Feb 2010 Previous Business Day Fri 5 Feb 2010 Page 60 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 51.19 Underlying Price 37.050 Time to expiry: 39 Days Mar 10 CAB -0.01 61.13 0 0 0| 0 10 0 0 24 0.250 -0.06 58.75 0 0 0| 0 4 0 0 28 0.750 -0.18 54.51 0 0 0| 0 0 0 0 32 1.250 -0.28 52.38 0 0 0| 0 0 0 0 34 2.000 -0.40 50.39 0 0 0| 0 0 0 0 36 3.000 -0.52 51.19 0 0 0| 0 0 0 0 38 4.250 -0.64 50.89 0 0 0| 0 0 0 0 40 5.750 -0.75 50.62 0 0 0| 0 0 0 0 42 7.500 -0.83 50.26 0 0 0| 0 0 0 0 44 11.000 -0.93 50.79 0 0 0| 0 30 0 0 48 19.000 -0.99 52.91 0 0 0| 0 40 0 0 56 23.000 -1.00 55.64 0 0 0| 0 0 0 0 60 27.000 -1.00 57.23 0 0 0| 0 0 0 0 64 43.000 -1.00 65.93 0 0 0| 0 0 0 0 80 Total 0 0 0| 0 84 0 0 Indicative a-t-m Vol 48.26 Underlying Price 37.050 Time to expiry: 130 Days Jun 10 0.750 -0.09 63.75 0 0 0| 0 0 0 0 24 1.000 -0.15 53.58 0 0 0| 0 0 0 0 28 2.000 -0.26 50.45 0 0 0| 0 0 0 0 32 3.750 -0.40 48.15 0 0 0| 0 0 0 0 36 6.000 -0.54 48.37 0 0 0| 0 10 0 0 40 9.000 -0.67 48.71 0 0 0| 0 100 0 0 44 12.250 -0.77 48.64 0 0 0| 0 0 0 0 48 23.250 -0.93 50.45 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 0 880,000 880,000| 0 438 0 0 Equity Options 22:16 Business Day Mon 8 Feb 2010 Previous Business Day Fri 5 Feb 2010 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 | Tesco plc STND OPT (TCO) Indicative a-t-m Vol 20.75 Underlying Price 414.200 Time to expiry: 11 Days Feb 10 54.250 1.00 24.50 0 0 0| 0 0 0 0 360 34.500 0.98 24.58 0 0 0| 0 0 0 0 380 16.250 0.81 22.97 0 0 0| 0 12 0 0 400 8.500 0.62 20.59 0 0 0| 100 153 0 0 410 3.750 0.37 20.90 0 0 0| 0 149 0 0 420 1.250 0.16 20.35 0 0 0| 0 354 0 0 430 0.500 0.07 22.02 0 0 0| 0 249 0 0 440 CAB 0.01 24.03 0 0 0| 0 650 0 0 460 CAB 0.00 25.67 0 0 0| 0 0 0 0 480 Total 0 0 0| 100 1,567 0 0 Indicative a-t-m Vol 20.76 Underlying Price 414.200 Time to expiry: 39 Days Mar 10 134.500 1.00 28.18 0 0 0| 0 0 0 0 280 114.500 1.00 29.16 0 0 0| 0 1 0 0 300 94.500 1.00 16.73 0 0 0| 0 0 0 0 320 74.500 1.00 21.80 0 0 0| 0 2 0 0 340 55.000 0.97 23.27 0 0 0| 0 21 0 0 360 36.500 0.88 23.41 0 0 0| 0 213 0 0 380 20.250 0.70 21.52 0 0 0| 0 503 0 0 400 13.750 0.58 21.03 0 0 0| 0 0 0 0 410 10.500 8.750 0.44 20.50 10.500 10.500 0 0 45| 6 3,019 0 0 420 5.000 0.30 20.04 0 0 0| 38 1,826 +33 0 430 3.000 3.000 0.20 20.17 3.000 3.000 0 0 25| 18 3,113 -12 0 440 0.750 0.06 20.28 0 0 0| 0 735 0 0 460 0.250 0.02 22.00 0 0 0| 0 82 0 0 480 Total 0 0 70| 62 9,515 +21 0 Indicative a-t-m Vol 20.40 Underlying Price 414.200 Time to expiry: 67 Days Apr 10 56.250 0.92 23.85 0 0 0| 0 0 0 0 360 38.500 0.83 22.43 0 0 0| 0 0 0 0 380 23.250 0.67 20.98 0 0 0| 0 0 0 0 400 17.250 0.57 20.70 0 0 0| 0 0 0 0 410 12.000 0.46 20.09 0 0 0| 25 27 +25 0 420 8.000 0.35 19.80 0 0 0| 0 1 0 0 430 5.250 0.25 19.50 0 0 0| 0 10 0 0 440 1.750 0.11 19.29 0 0 0| 0 75 0 0 460 0.500 0.04 19.38 0 0 0| 0 0 0 0 480 Total 0 0 0| 25 113 +25 0 Indicative a-t-m Vol 21.31 Underlying Price 414.200 Time to expiry: 130 Days Jun 10 174.500 1.00 27.38 0 0 0| 0 0 0 0 240 134.750 1.00 28.42 0 0 0| 0 0 0 0 280 95.250 0.98 26.84 0 0 0| 0 0 0 0 320 75.750 0.95 25.38 0 0 0| 0 0 0 0 340 57.500 0.89 24.01 0 0 0| 0 116 0 0 360 Equity Options 22:16 Business Day Mon 8 Feb 2010 Previous Business Day Fri 5 Feb 2010 Page 62 Calls | Block | Opening Settle Delta Vola- Daily Trade Bclear Total | Official **Open Change Exer- Exer Trans Price tility High Low Volume Volume*** Volume | Volume Int cises Price | 41.000 0.78 23.24 0 0 0| 0 67 0 0 380 26.500 0.64 21.84 0 0 0| 0 905 0 0 400 16.250 16.000 0.47 21.13 16.750 16.250 0 0 55| 0 1,139 0 0 420 8.750 0.31 20.69 0 0 0| 0 3,445 0 0 440 4.250 0.18 20.33 0 0 0| 0 3,472 0 0 460 2.000 0.09 20.00 0 0 0| 0 365 0 0 480 Total 0 0 55| 0 9,509 0 0 Indicative a-t-m Vol 21.75 Underlying Price 414.200 Time to expiry: 221 Days Sep 10 95.500 0.96 25.59 0 0 0| 0 0 0 0 320 60.000 0.83 24.00 0 0 0| 0 0 0 0 360 44.750 0.72 23.18 0 0 0| 0 20 0 0 380 32.000 0.60 22.23 0 0 0| 0 73 0 0 400 21.750 0.47 21.59 0 0 0| 0 13 0 0 420 14.000 0.35 20.95 0 0 0| 20 127 +20 0 440 8.750 0.24 20.46 0 0 0| 0 100 0 0 460 5.250 0.17 20.23 0 0 0| 0 307 0 0 480 Total 0 0 0| 20 640 +20 0 Indicative a-t-m Vol 22.15 Underlying Price 414.200 Time to expiry: 312 Days Dec 10 174.500 1.00 31.05 0 0 0| 0 0 0 0 240 134.750 0.99 27.70 0 0 0| 0 0 0 0 280 96.750 0.93 26.38 0 0 0| 0 3 0 0 320 63.000 0.79 24.63 0 0 0| 0 25 0 0 360 36.000 0.58 22.67 0 0 0| 0 1,218 0 0 400 26.250 0.48 21.98 0 0 0| 0 56 0 0 420 18.500 0.38 21.42 0 0 0| 0 327 0 0 440 12.500 0.29 20.93 0 0 0| 0 108 0 0 460 8.750 0.22 20.91 0 0 0| 0 1,170 0 0 480 1.500 0.05 20.48 0 0 0| 0 150 0 0 560 Total 0 0 0| 0 3,057 0 0 Indicative a-t-m Vol 24.88 Underlying Price 414.200 Time to expiry: 494 Days Jun 11 101.250 0.85 29.11 0 0 0| 0 0 0 0 320 71.500 0.72 27.09 0 0 0| 0 0 0 0 360 47.500 0.58 25.41 0 0 0| 0 0 0 0 400 29.250 0.43 24.00 0 0 0| 0 0 0 0 440 15.000 0.28 21.71 0 0 0| 0 0 0 0 480 Total 0 0 0| 0 0 0 0 Indicative a-t-m Vol 24.02 Underlying Price 414.200 Time to expiry: 676 Days Dec 11 139.500 0.90 33.17 0 0 0| 0 3 0 0 280 105.000 0.82 29.00 0 0 0| 0 0 0 0 320 76.000 0.71 26.54 0 0 0| 0 0 0 0 360 52.500 0.58 24.74 0 0 0| 0 0 0 0 400 33.250 0.45 22.83 0 0 0| 0 0 0 0 440 18.750 0.31 20.90 0 0 0| 0 0 0 0 480 Total 0 0 0| 0 3 0 0 Equity Options 22:16 Business Day Mon 8 Feb 2010 Previous Business Day Fri 5 Feb 2010 Page 63 Calls | Block | Opening Settle Delta Vola- Daily Trade Bclear Total | Official **Open Change Exer- Exer Trans Price tility High Low Volume Volume*** Volume | Volume Int cises Price | Indicative a-t-m Vol 23.28 Underlying Price 414.200 Time to expiry: 1047 Days Dec 12 81.500 0.70 25.21 0 0 0| 0 0 0 0 360 60.250 0.59 24.04 0 0 0| 0 0 0 0 400 40.500 0.48 22.00 0 0 0| 0 0 0 0 440 28.500 0.37 21.50 0 0 0| 0 0 0 0 480 Total 0 0 0| 0 0 0 0 Total Calls 0 0 125| 207 24,404 +66 0 | Thomson Reuters Plc - STND OPT (RUT) Indicative a-t-m Vol 0.00 Underlying Price 2129.540 Time to expiry: 39 Days Mar 10 730.000 1.00 40.00 0 0 0| 0 0 0 0 1400 630.000 1.00 38.00 0 0 0| 0 0 0 0 1500 530.000 1.00 36.00 0 0 0| 0 0 0 0 1600 430.000 1.00 35.00 0 0 0| 0 0 0 0 1700 331.500 0.97 34.00 0 0 0| 0 0 0 0 1800 157.500 0.74 32.00 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 22:16 Business Day Mon 8 Feb 2010 Previous Business Day Fri 5 Feb 2010 Page 64 Puts | Block | Opening Settle Delta Vola- Daily Trade Bclear Total | Official **Open Change Exer- Exer Trans Price tility High Low Volume Volume*** Volume | Volume Int cises Price | Tesco plc STND OPT (TCO) Indicative a-t-m Vol 20.93 Underlying Price 414.200 Time to expiry: 11 Days Feb 10 CAB 0.00 24.73 0 0 0| 0 0 0 0 360 0.250 -0.02 23.86 0 0 0| 0 30 0 0 380 2.000 -0.19 22.91 0 0 0| 0 685 0 0 400 4.500 -0.39 21.44 0 0 0| 5 197 -5 0 410 9.500 -0.64 20.42 0 0 0| 0 182 0 0 420 17.250 -0.83 21.51 0 0 0| 0 40 0 0 430 26.000 -0.94 20.89 0 0 0| 0 50 0 0 440 45.750 -1.00 23.33 0 0 0| 0 0 0 0 460 65.750 -1.00 26.14 0 0 0| 0 0 0 0 480 Total 0 0 0| 5 1,184 -5 0 Indicative a-t-m Vol 20.79 Underlying Price 414.200 Time to expiry: 39 Days Mar 10 CAB 0.00 31.00 0 0 0| 0 105 0 0 280 CAB 0.00 30.00 0 0 0| 0 647 0 0 300 CAB 0.00 29.00 0 0 0| 0 97 0 0 320 0.250 -0.01 28.00 0 0 0| 0 7,026 0 0 340 0.750 -0.04 25.44 0 0 0| 25 539 0 0 360 2.250 -0.13 24.23 0 0 0| 0 407 0 0 380 6.000 -0.30 21.83 0 0 0| 25 1,799 0 0 400 9.250 -0.42 21.06 0 0 0| 75 338 +75 0 410 14.250 -0.56 20.52 0 0 0| 0 143 0 0 420 20.750 -0.70 20.31 0 0 0| 0 128 0 0 430 28.500 -0.80 20.48 0 0 0| 0 30 0 0 440 46.500 -0.94 20.59 0 0 0| 0 0 0 0 460 66.000 -0.98 21.66 0 0 0| 0 0 0 0 480 Total 0 0 0| 125 11,259 +75 0 Indicative a-t-m Vol 20.67 Underlying Price 414.200 Time to expiry: 67 Days Apr 10 2.000 -0.09 25.53 0 0 0| 0 0 0 0 360 4.000 -0.17 22.86 0 0 0| 0 0 0 0 380 8.750 -0.33 21.35 0 0 0| 0 10 0 0 400 12.500 -0.43 20.89 0 0 0| 0 45 0 0 410 17.500 -0.54 20.44 0 0 0| 0 25 0 0 420 23.500 -0.65 20.12 0 0 0| 0 25 0 0 430 30.500 -0.75 19.65 0 0 0| 0 0 0 0 440 47.250 -0.89 19.34 0 0 0| 0 0 0 0 460 66.250 -0.95 20.77 0 0 0| 0 0 0 0 480 Total 0 0 0| 0 105 0 0 Indicative a-t-m Vol 20.72 Underlying Price 414.200 Time to expiry: 130 Days Jun 10 0.500 -0.01 41.87 0 0 0| 0 0 0 0 240 0.500 -0.02 30.89 0 0 0| 0 256 0 0 280 2.000 2.000 -0.06 27.59 2.000 2.000 0 0 2| 0 194 0 0 320 3.500 -0.11 25.71 0 0 0| 0 157 0 0 340 6.000 -0.18 23.67 0 0 0| 0 3,195 0 0 360 10.250 10.500 -0.29 22.38 10.250 10.000 0 0 179| 38 3,811 +32 0 380 Equity Options 22:16 Business Day Mon 8 Feb 2010 Previous Business Day Fri 5 Feb 2010 Page 65 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 | 17.750 -0.43 21.20 0 0 0| 82 1,258 +50 0 400 28.250 -0.59 20.56 0 0 0| 0 1,075 0 0 420 42.000 -0.73 20.28 0 0 0| 0 135 0 0 440 57.750 -0.85 19.28 0 0 0| 0 20 0 0 460 75.750 -0.93 18.76 0 0 0| 0 1 0 0 480 Total 0 0 181| 120 10,102 +82 0 Indicative a-t-m Vol 21.14 Underlying Price 414.200 Time to expiry: 221 Days Sep 10 4.500 -0.10 26.57 0 0 0| 0 948 0 0 320 10.750 -0.23 23.70 0 0 0| 10 224 +9 0 360 17.250 16.250 -0.32 22.54 17.250 17.250 0 0 30| 25 235 +25 0 380 24.000 -0.43 21.68 0 0 0| 0 254 0 0 400 34.000 -0.55 20.96 0 0 0| 20 125 +20 0 420 47.000 -0.66 20.58 0 0 0| 0 2 0 0 440 62.000 -0.77 20.35 0 0 0| 0 0 0 0 460 78.500 -0.85 19.77 0 0 0| 0 2 0 0 480 Total 0 0 30| 55 1,790 +54 0 Indicative a-t-m Vol 21.36 Underlying Price 414.200 Time to expiry: 312 Days Dec 10 1.500 -0.03 32.18 0 0 0| 0 30 0 0 240 3.500 -0.07 28.98 0 0 0| 0 49 0 0 280 7.750 -0.14 26.13 0 0 0| 50 297 0 0 320 16.500 16.000 -0.27 23.63 16.500 16.500 0 0 50| 1 2,075 +1 0 360 30.750 -0.44 22.01 0 0 0| 20 3,020 +20 0 400 41.000 -0.55 21.14 0 0 0| 0 131 0 0 420 53.500 -0.64 20.67 0 0 0| 0 171 0 0 440 68.000 -0.73 20.30 0 0 0| 0 0 0 0 460 83.750 -0.81 19.76 0 0 0| 0 0 0 0 480 156.500 -0.99 15.50 0 0 0| 0 25 0 0 560 Total 0 0 50| 71 5,798 +21 0 Indicative a-t-m Vol 25.24 Underlying Price 414.200 Time to expiry: 494 Days Jun 11 17.000 -0.20 27.67 0 0 0| 0 0 0 0 320 26.000 -0.31 24.05 0 0 0| 0 0 0 0 360 48.750 -0.45 25.81 0 0 0| 0 0 0 0 400 70.750 -0.59 24.29 0 0 0| 0 0 0 0 440 97.250 -0.73 22.30 0 0 0| 0 0 0 0 480 Total 0 0 0| 0 0 0 0 Indicative a-t-m Vol 24.12 Underlying Price 414.200 Time to expiry: 676 Days Dec 11 14.500 -0.15 30.20 0 0 0| 0 0 0 0 280 23.000 -0.22 27.69 0 0 0| 0 0 0 0 320 35.250 -0.33 25.77 0 0 0| 0 750 0 0 360 54.000 -0.44 24.93 0 0 0| 0 0 0 0 400 74.000 -0.57 22.76 0 0 0| 0 0 0 0 440 99.750 -0.70 21.17 0 0 0| 0 0 0 0 480 Total 0 0 0| 0 750 0 0 Indicative a-t-m Vol 23.63 Underlying Price 414.200 Time to expiry: 1047 Days Dec 12 Equity Options 22:16 Business Day Mon 8 Feb 2010 Previous Business Day Fri 5 Feb 2010 Page 66 Puts | Block | Opening Settle Delta Vola- Daily Trade Bclear Total | Official **Open Change Exer- Exer Trans Price tility High Low Volume Volume*** Volume | Volume Int cises Price | 46.000 -0.34 25.49 0 0 0| 0 0 0 0 360 64.000 -0.43 24.39 0 0 0| 0 0 0 0 400 83.250 -0.54 22.36 0 0 0| 0 0 0 0 440 109.500 -0.64 21.90 0 0 0| 0 0 0 0 480 Total 0 0 0| 0 0 0 0 Total Puts 0 0 261| 376 30,988 +227 0 Grand Total 0 3,000,000 3,000,38| 583 55,392 +293 0 Thomson Reuters Plc - STND OPT (RUT) Indicative a-t-m Vol 0.00 Underlying Price 2129.540 Time to expiry: 39 Days Mar 10 CAB 0.00 40.00 0 0 0| 0 0 0 0 1400 CAB 0.00 38.00 0 0 0| 0 0 0 0 1500 0.500 -0.01 36.00 0 0 0| 0 0 0 0 1600 2.500 -0.03 35.00 0 0 0| 0 0 0 0 1700 7.500 -0.07 34.00 0 0 0| 0 0 0 0 1800 41.500 -0.28 32.00 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 3,240,000 3,240,38| 583 55,393 +293 0 Equity Options 22:16 Business Day Mon 8 Feb 2010 Previous Business Day Fri 5 Feb 2010 Page 67 Calls | Block | Opening Settle Delta Vola- Daily Trade Bclear Total | Official **Open Change Exer- Exer Trans Price tility High Low Volume Volume*** Volume | Volume Int cises Price | Tomkins plc STND OPT (TMK) Indicative a-t-m Vol 35.88 Underlying Price 181.100 Time to expiry: 39 Days Mar 10 61.250 1.00 11.81 0 0 0| 0 0 0 0 120 51.250 1.00 26.67 0 0 0| 0 0 0 0 130 41.250 0.99 34.03 0 0 0| 0 6 0 0 140 31.750 0.94 37.67 0 0 0| 0 0 0 0 150 23.000 0.85 38.18 0 0 0| 0 16 0 0 160 15.250 0.72 36.48 0 0 0| 0 20 0 0 170 11.750 0.64 35.17 0 0 0| 0 0 0 0 175 9.250 0.55 35.80 0 0 0| 0 25 0 0 180 7.000 0.46 36.01 0 0 0| 0 0 0 0 185 5.000 0.37 35.94 0 0 0| 0 28 0 0 190 3.750 0.29 35.74 0 0 0| 0 0 0 0 195 2.500 0.22 35.65 0 0 0| 0 206 0 0 200 1.750 0.16 35.70 0 0 0| 0 0 0 0 205 1.250 0.12 36.60 0 0 0| 0 240 0 0 210 1.000 0.10 38.42 0 0 0| 0 0 0 0 215 0.750 0.08 40.06 0 0 0| 0 104 0 0 220 0.750 0.06 44.52 0 0 0| 0 80 0 0 230 0.750 0.06 50.63 0 0 0| 0 110 0 0 240 Total 0 0 0| 0 835 0 0 Indicative a-t-m Vol 35.17 Underlying Price 181.100 Time to expiry: 130 Days Jun 10 43.500 0.89 43.03 0 0 0| 0 0 0 0 140 35.000 0.83 40.71 0 0 0| 0 0 0 0 150 26.250 0.77 35.85 0 0 0| 0 0 0 0 160 20.000 0.66 36.09 0 0 0| 0 30 0 0 170 14.500 0.55 35.30 0 0 0| 0 21 0 0 180 10.250 0.43 34.67 0 0 0| 0 33 0 0 190 6.750 0.33 34.06 0 0 0| 0 20 0 0 200 4.500 0.24 34.04 0 0 0| 0 25 0 0 210 3.000 0.17 33.55 0 0 0| 0 20 0 0 220 2.000 0.12 33.73 0 0 0| 0 0 0 0 230 1.250 0.08 32.98 0 0 0| 0 0 0 0 240 Total 0 0 0| 0 149 0 0 Indicative a-t-m Vol 36.48 Underlying Price 181.100 Time to expiry: 221 Days Sep 10 31.750 0.70 40.92 0 0 0| 0 0 0 0 160 25.750 0.63 39.89 0 0 0| 0 0 0 0 170 19.250 0.55 36.61 0 0 0| 0 0 0 0 180 15.000 0.47 35.95 0 0 0| 0 0 0 0 190 11.500 0.39 35.48 0 0 0| 0 0 0 0 200 8.500 0.32 34.59 0 0 0| 0 0 0 0 210 6.250 0.25 34.05 0 0 0| 0 0 0 0 220 4.500 0.20 33.58 0 0 0| 0 0 0 0 230 4.250 0.18 36.11 0 0 0| 0 1 0 0 240 Total 0 0 0| 0 1 0 0 Equity Options 22:16 Business Day Mon 8 Feb 2010 Previous Business Day Fri 5 Feb 2010 Page 68 Calls | Block | Opening Settle Delta Vola- Daily Trade Bclear Total | Official **Open Change Exer- Exer Trans Price tility High Low Volume Volume*** Volume | Volume Int cises Price | Total Calls 0 0 0| 0 985 0 0 | Tullow Oil PLC - STND OPT (TLO) Indicative a-t-m Vol 40.30 Underlying Price 1158.000 Time to expiry: 39 Days Mar 10 438.500 1.00 40.33 0 0 0| 0 0 0 0 720 359.000 1.00 44.19 0 0 0| 0 0 0 0 800 319.500 0.99 44.91 0 0 0| 0 0 0 0 840 280.500 0.97 45.08 0 0 0| 0 0 0 0 880 242.500 0.95 44.99 0 0 0| 0 0 0 0 920 206.000 0.91 44.18 0 0 0| 0 5 0 0 960 171.000 0.86 43.49 0 0 0| 0 5 0 0 1000 96.500 0.67 42.09 0 0 0| 0 2 0 0 1100 66.500 0.55 40.48 0 0 0| 0 15 0 0 1150 43.000 0.42 39.37 0 0 0| 0 745 0 0 1200 26.500 0.30 38.77 0 0 0| 0 0 0 0 1250 15.500 0.20 38.15 0 0 0| 0 112 0 0 1300 8.000 0.12 37.61 0 0 0| 0 30 0 0 1350 4.500 0.07 37.53 0 0 0| 0 984 0 0 1400 1.000 0.02 38.14 0 0 0| 0 2 0 0 1500 0.500 0.01 39.13 0 0 0| 0 23 0 0 1600 Total 0 0 0| 0 1,923 0 0 Indicative a-t-m Vol 39.84 Underlying Price 1158.000 Time to expiry: 130 Days Jun 10 233.500 0.81 42.83 0 0 0| 0 0 0 0 960 203.000 0.76 41.84 0 0 0| 0 2 0 0 1000 139.000 0.63 40.39 0 0 0| 0 0 0 0 1100 90.500 0.49 39.45 0 0 0| 0 38 0 0 1200 50.000 56.500 0.35 38.92 50.000 S 50.000 S 0 0 3| 0 250 0 0 1300 33.500 0.24 38.58 0 0 0| 0 300 0 0 1400 20.000 0.16 38.77 0 0 0| 0 41 0 0 1500 11.500 0.10 38.79 0 0 0| 0 5 0 0 1600 Total 0 0 3| 0 636 0 0 Indicative a-t-m Vol 39.42 Underlying Price 1158.000 Time to expiry: 221 Days Sep 10 232.000 0.73 41.65 0 0 0| 0 0 0 0 1000 170.000 0.63 39.77 0 0 0| 0 75 0 0 1100 123.500 0.52 39.17 0 0 0| 0 5 0 0 1200 86.500 0.41 38.65 0 0 0| 0 4 0 0 1300 63.000 60.000 0.31 38.15 63.000 63.000 0 0 20| 0 5 0 0 1400 46.500 40.000 0.23 37.53 46.500 46.500 0 0 10| 2 2 +2 0 1500 27.500 0.17 37.82 0 0 0| 0 5 0 0 1600 Total 0 0 30| 2 96 +2 0 Total Calls 0 0 33| 2 2,655 +2 0 | Equity Options 22:16 Business Day Mon 8 Feb 2010 Previous Business Day Fri 5 Feb 2010 Page 69 Puts | Block | Opening Settle Delta Vola- Daily Trade Bclear Total | Official **Open Change Exer- Exer Trans Price tility High Low Volume Volume*** Volume | Volume Int cises Price | Tomkins plc STND OPT (TMK) Indicative a-t-m Vol 36.57 Underlying Price 181.100 Time to expiry: 39 Days Mar 10 0.500 -0.02 66.59 0 0 0| 0 0 0 0 120 0.500 -0.03 58.36 0 0 0| 0 0 0 0 130 0.500 -0.05 49.19 0 0 0| 0 1 0 0 140 1.000 -0.08 41.96 0 0 0| 0 20 0 0 150 2.000 -0.15 39.69 0 0 0| 0 38 0 0 160 4.250 -0.28 38.17 0 0 0| 0 6 0 0 170 5.750 -0.36 36.12 0 0 0| 0 0 0 0 175 8.250 -0.45 36.70 0 0 0| 0 12 0 0 180 10.750 -0.54 36.38 0 0 0| 0 0 0 0 185 14.000 13.750 -0.63 35.79 14.000 14.000 0 0 3| 0 28 0 0 190 17.250 -0.71 35.57 0 0 0| 0 0 0 0 195 21.500 -0.77 37.46 0 0 0| 0 48 0 0 200 25.750 -0.83 36.63 0 0 0| 0 0 0 0 205 30.250 -0.87 37.61 0 0 0| 0 0 0 0 210 35.000 -0.89 39.59 0 0 0| 0 0 0 0 215 39.750 -0.92 40.84 0 0 0| 0 0 0 0 220 49.250 -0.96 40.74 0 0 0| 0 0 0 0 230 59.250 -0.96 46.55 0 0 0| 0 0 0 0 240 Total 0 0 3| 0 153 0 0 Indicative a-t-m Vol 31.38 Underlying Price 181.100 Time to expiry: 130 Days Jun 10 2.750 -0.12 37.63 0 0 0| 0 0 0 0 140 4.750 -0.19 37.10 0 0 0| 0 0 0 0 150 7.250 -0.28 35.60 0 0 0| 0 24 0 0 160 10.750 -0.38 34.34 0 0 0| 0 18 0 0 170 14.750 -0.49 31.35 0 0 0| 0 5 0 0 180 21.000 -0.61 31.51 0 0 0| 0 0 0 0 190 28.250 -0.71 31.44 0 0 0| 0 0 0 0 200 35.500 -0.81 29.29 0 0 0| 0 4 0 0 210 44.500 -0.87 29.72 0 0 0| 0 20 0 0 220 53.500 -0.93 28.56 0 0 0| 0 35 0 0 230 62.750 -0.97 26.48 0 0 0| 0 0 0 0 240 Total 0 0 0| 0 106 0 0 Indicative a-t-m Vol 33.83 Underlying Price 181.100 Time to expiry: 221 Days Sep 10 11.000 -0.30 35.44 0 0 0| 0 0 0 0 160 14.500 -0.38 33.91 0 0 0| 0 0 0 0 170 20.000 -0.47 33.93 0 0 0| 0 0 0 0 180 25.750 -0.55 33.39 0 0 0| 0 1 0 0 190 31.000 -0.65 30.29 0 0 0| 0 6 0 0 200 39.250 -0.71 31.53 0 0 0| 0 0 0 0 210 47.250 -0.78 31.51 0 0 0| 0 0 0 0 220 55.750 -0.83 30.84 0 0 0| 0 0 0 0 230 65.250 -0.86 32.92 0 0 0| 0 0 0 0 240 Total 0 0 0| 0 7 0 0 Total Puts 0 0 3| 0 266 0 0 Equity Options 22:16 Business Day Mon 8 Feb 2010 Previous Business Day Fri 5 Feb 2010 Page 70 Puts | Block | Opening Settle Delta Vola- Daily Trade Bclear Total | Official **Open Change Exer- Exer Trans Price tility High Low Volume Volume*** Volume | Volume Int cises Price | Grand Total 0 1,520,000 1,520,00| 0 1,251 0 0 Tullow Oil PLC - STND OPT (TLO) Indicative a-t-m Vol 40.21 Underlying Price 1158.000 Time to expiry: 39 Days Mar 10 CAB 0.00 37.69 0 0 0| 0 0 0 0 720 CAB 0.00 43.01 0 0 0| 0 4 0 0 800 0.500 -0.01 44.13 0 0 0| 0 2 0 0 840 2.000 -0.03 44.55 0 0 0| 0 6 0 0 880 4.000 -0.05 44.77 0 0 0| 0 1,502 0 0 920 7.000 -0.09 43.83 0 0 0| 0 2 0 0 960 12.000 -0.13 43.03 0 0 0| 0 69 0 0 1000 33.000 36.000 -0.33 41.11 33.000 33.000 0 0 5| 15 33 -5 0 1100 57.000 -0.45 40.33 0 0 0| 0 10 0 0 1150 84.500 -0.58 39.62 0 0 0| 0 449 0 0 1200 118.000 -0.70 39.16 0 0 0| 0 6 0 0 1250 157.000 -0.80 38.79 0 0 0| 0 655 0 0 1300 200.500 -0.87 38.80 0 0 0| 0 25 0 0 1350 246.000 -0.92 38.53 0 0 0| 0 0 0 0 1400 342.500 -0.98 37.67 0 0 0| 0 0 0 0 1500 442.500 -0.99 43.28 0 0 0| 0 0 0 0 1600 Total 0 0 5| 15 2,763 -5 0 Indicative a-t-m Vol 39.88 Underlying Price 1158.000 Time to expiry: 130 Days Jun 10 35.500 -0.19 42.21 0 0 0| 0 693 0 0 960 47.000 46.000 -0.24 41.62 47.000 S 47.000 S 0 0 3| 0 158 0 0 1000 82.500 -0.37 40.41 0 0 0| 10 40 -10 0 1100 134.000 -0.52 39.50 0 0 0| 0 7 0 0 1200 200.000 -0.65 39.00 0 0 0| 0 16 0 0 1300 275.500 -0.77 37.99 0 0 0| 0 0 0 0 1400 361.500 -0.85 37.60 0 0 0| 0 0 0 0 1500 453.000 -0.91 37.24 0 0 0| 0 0 0 0 1600 Total 0 0 3| 10 914 -10 0 Indicative a-t-m Vol 39.46 Underlying Price 1158.000 Time to expiry: 221 Days Sep 10 72.000 -0.27 41.12 0 0 0| 1 89 -1 0 1000 112.000 -0.37 39.97 0 0 0| 0 28 0 0 1100 164.500 -0.49 39.09 0 0 0| 0 0 0 0 1200 227.500 -0.59 38.60 0 0 0| 0 0 0 0 1300 301.000 -0.69 38.18 0 0 0| 0 0 0 0 1400 381.000 -0.77 37.54 0 0 0| 0 0 0 0 1500 466.500 -0.84 36.93 0 0 0| 0 0 0 0 1600 Total 0 0 0| 1 117 -1 0 Total Puts 0 0 8| 26 3,794 -16 0 Grand Total 0 2,760,000 2,760,04| 28 7,700 -14 0 Equity Options 22:16 Business Day Mon 8 Feb 2010 Previous Business Day Fri 5 Feb 2010 Page 71 Calls | Block | Opening Settle Delta Vola- Daily Trade Bclear Total | Official **Open Change Exer- Exer Trans Price tility High Low Volume Volume*** Volume | Volume Int cises Price | Unilever plc STND OPT (ULV) Indicative a-t-m Vol 21.35 Underlying Price 1844.000 Time to expiry: 39 Days Mar 10 644.000 1.00 39.00 0 0 0| 0 0 0 0 1200 544.000 1.00 37.00 0 0 0| 0 6 0 0 1300 444.000 1.00 35.00 0 0 0| 0 2 0 0 1400 344.000 1.00 33.00 0 0 0| 0 0 0 0 1500 244.000 1.00 28.42 0 0 0| 0 10 -28 28 1600 128.000 145.500 0.93 24.18 147.000 S 128.000 0 0 6| 2 43 -2 0 1700 102.000 0.76 22.62 0 0 0| 0 0 0 0 1750 67.000 0.60 21.58 0 0 0| 6 53 -4 0 1800 41.500 0.45 21.32 0 0 0| 6 16 +6 0 1850 20.000 23.000 0.30 20.72 20.000 S 20.000 S 0 0 3| 0 69 0 0 1900 11.500 0.18 20.42 0 0 0| 0 13 0 0 1950 6.000 5.000 0.09 19.75 6.000 6.000 0 0 2| 0 75 0 0 2000 1.000 0.02 19.95 0 0 0| 0 27 0 0 2100 CAB 0.00 20.51 0 0 0| 0 10 0 0 2200 CAB 0.00 21.06 0 0 0| 0 0 0 0 2400 Total 0 0 11| 14 324 -28 28 Indicative a-t-m Vol 21.97 Underlying Price 1844.000 Time to expiry: 130 Days Jun 10 444.000 0.97 26.37 0 0 0| 0 0 0 0 1400 250.500 0.85 25.00 0 0 0| 0 1 0 0 1600 172.500 0.73 23.83 0 0 0| 0 3 0 0 1700 97.500 107.000 0.57 22.41 97.500 S 97.500 S 0 0 1| 5 35 -15 0 1800 56.000 59.500 0.40 21.41 56.000 56.000 0 0 8| 0 43 0 0 1900 30.000 0.24 20.88 0 0 0| 0 54 0 0 2000 6.000 7.000 0.07 21.22 6.000 6.000 0 0 2| 0 0 0 0 2200 0.500 0.01 19.84 0 0 0| 0 34 0 0 2400 Total 0 0 11| 5 170 -15 0 Indicative a-t-m Vol 22.43 Underlying Price 1844.000 Time to expiry: 221 Days Sep 10 265.500 0.80 25.11 0 0 0| 0 2 -25 0 1600 185.000 192.500 0.69 23.85 185.000 S 185.000 S 0 0 1| 0 0 0 0 1700 132.000 0.56 22.85 0 0 0| 0 20 0 0 1800 84.500 0.42 21.89 0 0 0| 0 6 0 0 1900 52.500 0.30 21.52 0 0 0| 2 34 +2 0 2000 16.500 0.12 20.60 0 0 0| 0 34 0 0 2200 6.000 0.05 21.57 0 0 0| 0 1 0 0 2400 Total 0 0 1| 2 97 -23 0 Total Calls 0 0 23| 21 591 -66 28 | Equity Options 22:16 Business Day Mon 8 Feb 2010 Previous Business Day Fri 5 Feb 2010 Page 72 Puts | Block | Opening Settle Delta Vola- Daily Trade Bclear Total | Official **Open Change Exer- Exer Trans Price tility High Low Volume Volume*** Volume | Volume Int cises Price | Unilever plc STND OPT (ULV) Indicative a-t-m Vol 21.60 Underlying Price 1844.000 Time to expiry: 39 Days Mar 10 CAB 0.00 36.33 0 0 0| 0 27 0 0 1200 CAB 0.00 34.33 0 0 0| 1 27 0 0 1300 0.500 -0.01 32.33 0 0 0| 2 151 0 0 1400 1.500 -0.02 30.33 0 0 0| 0 71 0 0 1500 5.500 -0.07 28.07 0 0 0| 0 28 0 0 1600 14.000 -0.17 24.14 0 0 0| 0 80 0 0 1700 25.000 -0.27 23.49 0 0 0| 0 0 0 0 1750 40.500 -0.40 22.49 0 0 0| 1 124 0 0 1800 77.000 63.500 -0.55 21.48 77.000 77.000 0 0 12| 6 37 -6 0 1850 104.500 96.500 -0.69 21.58 112.000 S 104.500 S 0 0 4| 0 34 0 0 1900 135.000 -0.81 21.35 0 0 0| 0 16 0 0 1950 178.500 -0.90 21.24 0 0 0| 0 20 0 0 2000 273.500 -0.98 21.58 0 0 0| 0 16 0 0 2100 373.000 -1.00 22.38 0 0 0| 0 0 0 0 2200 573.000 573.000 -1.00 25.97 573.000 S 573.000 S 0 0 1| 0 10 0 0 2400 Total 0 0 17| 10 641 -6 0 Indicative a-t-m Vol 22.05 Underlying Price 1844.000 Time to expiry: 130 Days Jun 10 9.500 -0.06 29.84 0 0 0| 0 9 0 0 1400 29.500 -0.18 25.30 0 0 0| 0 23 0 0 1600 53.500 -0.30 23.88 0 0 0| 0 69 0 0 1700 90.500 -0.45 22.49 0 0 0| 16 44 +6 0 1800 144.500 -0.62 21.48 0 0 0| 0 15 0 0 1900 216.500 -0.76 21.18 0 0 0| 0 24 0 0 2000 393.000 -0.93 21.05 0 0 0| 0 0 0 0 2200 588.500 -0.98 23.21 0 0 0| 0 0 0 0 2400 Total 0 0 0| 16 184 +6 0 Indicative a-t-m Vol 22.43 Underlying Price 1844.000 Time to expiry: 221 Days Sep 10 56.500 -0.24 25.29 0 0 0| 0 166 0 0 1600 85.000 -0.34 23.73 0 0 0| 0 0 0 0 1700 131.500 127.000 -0.47 22.75 131.500 S 131.500 S 0 0 1| 2 32 +2 0 1800 183.000 -0.59 22.03 0 0 0| 0 33 0 0 1900 249.000 -0.71 21.11 0 0 0| 0 32 0 0 2000 413.000 -0.89 19.72 0 0 0| 0 4 0 0 2200 602.000 -0.97 19.16 0 0 0| 0 0 0 0 2400 Total 0 0 1| 2 267 +2 0 Total Puts 0 0 18| 28 1,092 +2 0 Grand Total 0 1,200,000 1,200,04| 49 1,683 -64 28 Equity Options 22:16 Business Day Mon 8 Feb 2010 Previous Business Day Fri 5 Feb 2010 Page 73 Calls | Block | Opening Settle Delta Vola- Daily Trade Bclear Total | Official **Open Change Exer- Exer Trans Price tility High Low Volume Volume*** Volume | Volume Int cises Price | United Utilities plc STND OPT (UUL) Indicative a-t-m Vol 21.17 Underlying Price 529.500 Time to expiry: 39 Days Mar 10 170.000 0.99 50.38 0 0 0| 0 0 0 0 360 130.000 0.99 39.42 0 0 0| 0 0 0 0 400 110.500 0.98 35.48 0 0 0| 0 0 0 0 420 90.500 0.98 29.43 0 0 0| 0 0 0 0 440 70.500 0.97 23.86 0 0 0| 0 33 0 0 460 51.500 0.91 22.52 0 0 0| 0 163 0 0 480 42.500 0.87 21.93 0 0 0| 0 40 0 0 490 34.500 0.80 21.81 0 0 0| 0 30 0 0 500 20.500 0.62 21.33 0 0 0| 0 2,429 0 0 520 10.500 0.41 21.02 0 0 0| 0 26 0 0 540 4.500 0.22 20.81 0 0 0| 0 454 0 0 560 2.000 0.12 22.11 0 0 0| 0 0 0 0 580 1.000 0.06 23.14 0 0 0| 0 0 0 0 600 CAB 0.01 24.87 0 0 0| 0 10 0 0 640 Total 0 0 0| 0 3,185 0 0 Indicative a-t-m Vol 21.87 Underlying Price 529.500 Time to expiry: 130 Days Jun 10 131.000 0.98 25.50 0 0 0| 0 4 0 0 400 112.000 0.95 26.02 0 0 0| 0 0 0 0 420 93.000 0.93 24.37 0 0 0| 0 84 0 0 440 75.000 0.87 23.71 0 0 0| 0 75 0 0 460 58.500 0.80 23.03 0 0 0| 0 62 0 0 480 31.500 0.59 21.84 0 0 0| 5 97 +5 0 520 16.000 14.500 0.36 21.96 16.000 16.000 0 0 5| 10 133 +10 0 560 6.000 0.18 21.98 0 0 0| 0 52 0 0 600 2.500 0.08 22.55 0 0 0| 0 0 0 0 640 Total 0 0 5| 15 507 +15 0 Indicative a-t-m Vol 21.90 Underlying Price 529.500 Time to expiry: 221 Days Sep 10 93.500 0.91 23.68 0 0 0| 0 0 0 0 440 76.000 0.86 23.03 0 0 0| 0 30 0 0 460 60.500 0.78 22.58 0 0 0| 0 15 0 0 480 34.500 0.58 21.92 0 0 0| 0 41 0 0 520 19.500 18.000 0.37 21.84 19.500 19.500 0 0 5| 5 129 +5 0 560 9.000 0.21 21.97 0 0 0| 0 1 0 0 600 4.000 0.11 21.78 0 0 0| 0 0 0 0 640 Total 0 0 5| 5 216 +5 0 Total Calls 0 0 10| 20 3,908 +20 0 | Equity Options 22:16 Business Day Mon 8 Feb 2010 Previous Business Day Fri 5 Feb 2010 Page 74 Puts | Block | Opening Settle Delta Vola- Daily Trade Bclear Total | Official **Open Change Exer- Exer Trans Price tility High Low Volume Volume*** Volume | Volume Int cises Price | United Utilities plc STND OPT (UUL) Indicative a-t-m Vol 21.17 Underlying Price 529.500 Time to expiry: 39 Days Mar 10 CAB -0.01 50.38 0 0 0| 0 17 0 0 360 0.500 -0.01 39.42 0 0 0| 0 102 0 0 400 0.500 -0.02 35.48 0 0 0| 0 87 0 0 420 0.500 -0.02 29.43 0 0 0| 0 130 0 0 440 0.500 -0.03 23.86 0 0 0| 0 138 0 0 460 1.500 -0.09 22.52 0 0 0| 0 432 0 0 480 2.500 -0.13 21.93 0 0 0| 0 14 0 0 490 4.500 -0.20 21.81 0 0 0| 0 43 0 0 500 10.500 -0.38 21.33 0 0 0| 0 78 0 0 520 20.500 -0.59 21.02 0 0 0| 0 0 0 0 540 34.500 -0.78 20.81 0 0 0| 0 32 0 0 560 52.500 -0.89 22.11 0 0 0| 0 0 0 0 580 71.000 -0.95 23.14 0 0 0| 0 0 0 0 600 110.500 -0.99 24.87 0 0 0| 0 0 0 0 640 Total 0 0 0| 0 1,073 0 0 Indicative a-t-m Vol 21.93 Underlying Price 529.500 Time to expiry: 130 Days Jun 10 1.500 -0.05 25.50 0 0 0| 0 37 0 0 400 4.000 -0.10 26.02 0 0 0| 0 7 0 0 420 6.000 -0.14 24.37 0 0 0| 2 63 -2 0 440 10.000 -0.22 23.88 0 0 0| 0 95 0 0 460 15.500 -0.32 23.26 0 0 0| 0 91 0 0 480 32.000 33.000 -0.54 21.84 32.000 32.000 0 0 5| 0 168 0 0 520 61.500 -0.75 22.21 0 0 0| 0 42 0 0 560 95.000 -0.88 21.98 0 0 0| 0 1 0 0 600 133.000 -0.95 22.60 0 0 0| 0 6 0 0 640 Total 0 0 5| 2 510 -2 0 Indicative a-t-m Vol 22.07 Underlying Price 529.500 Time to expiry: 221 Days Sep 10 11.000 -0.19 23.86 0 0 0| 0 32 0 0 440 15.500 -0.26 23.03 0 0 0| 5 36 +5 0 460 22.500 -0.34 22.75 0 0 0| 0 58 0 0 480 41.000 -0.52 22.15 0 0 0| 2 11 +2 0 520 67.000 -0.69 21.84 0 0 0| 0 21 0 0 560 99.000 -0.82 21.83 0 0 0| 0 0 0 0 600 135.000 -0.90 21.82 0 0 0| 0 0 0 0 640 Total 0 0 0| 7 158 +7 0 Total Puts 0 0 5| 9 1,741 +5 0 Grand Total 0 1,200,000 1,200,01| 29 5,649 +25 0 Equity Options 22:16 Business Day Mon 8 Feb 2010 Previous Business Day Fri 5 Feb 2010 Page 75 Calls | Block | Opening Settle Delta Vola- Daily Trade Bclear Total | Official **Open Change Exer- Exer Trans Price tility High Low Volume Volume*** Volume | Volume Int cises Price | Vedanta Resources PLC - STND OPT (VRS) Indicative a-t-m Vol 48.76 Underlying Price 2327.000 Time to expiry: 39 Days Mar 10 1328.000 1.00 76.24 0 0 0| 0 0 0 0 1000 1128.500 1.00 74.24 0 0 0| 0 0 0 0 1200 1029.000 0.99 72.24 0 0 0| 0 0 0 0 1300 930.000 0.99 70.24 0 0 0| 0 0 0 0 1400 832.500 0.98 68.24 0 0 0| 0 12 0 0 1500 737.500 0.96 69.25 0 0 0| 0 256 0 0 1600 640.000 0.95 62.96 0 0 0| 0 0 0 0 1700 549.500 0.91 62.00 0 0 0| 0 6 0 0 1800 459.500 0.87 58.55 0 0 0| 0 1 0 0 1900 315.500 373.000 0.82 55.21 315.500 S 315.500 S 0 0 24| 0 70 0 0 2000 228.500 0.66 52.13 0 0 0| 0 83 0 0 2200 165.500 0.56 49.33 0 0 0| 0 1 0 0 2300 114.000 0.45 47.24 0 0 0| 0 85 0 0 2400 102.000 75.000 0.35 45.32 102.000 S 66.500 S 0 0 48| 48 78 +48 0 2500 46.500 0.25 44.08 0 0 0| 24 250 -11 0 2600 30.000 0.17 44.46 0 0 0| 9 31 0 0 2700 14.500 18.500 0.12 44.12 21.000 14.500 S 0 0 48| 0 111 0 0 2800 10.500 0.07 43.79 0 0 0| 0 6 0 0 2900 6.500 0.05 44.06 0 0 0| 0 126 0 0 3000 1.500 0.02 43.20 0 0 0| 0 0 0 0 3200 0.500 0.00 43.20 0 0 0| 0 0 0 0 3400 Total 0 0 120| 81 1,116 +37 0 Indicative a-t-m Vol 42.69 Underlying Price 2327.000 Time to expiry: 130 Days Jun 10 764.000 0.91 52.33 0 0 0| 0 12 0 0 1600 593.500 0.85 49.05 0 0 0| 0 0 0 0 1800 513.000 0.81 47.28 0 0 0| 0 0 0 0 1900 438.500 0.76 46.02 0 0 0| 0 30 0 0 2000 350.500 307.000 0.64 43.65 350.500 S 350.500 S 0 0 12| 0 51 0 0 2200 205.500 0.51 42.14 0 0 0| 0 37 0 0 2400 135.000 131.500 0.38 41.25 135.000 135.000 0 0 18| 87 300 +87 0 2600 78.000 0.26 40.00 0 0 0| 93 70 -27 0 2800 50.500 0.18 40.80 0 0 0| 0 60 0 0 3000 29.500 0.12 40.39 0 0 0| 0 5 0 0 3200 Total 0 0 30| 180 565 +60 0 Indicative a-t-m Vol 42.29 Underlying Price 2327.000 Time to expiry: 221 Days Sep 10 486.500 0.73 44.84 0 0 0| 0 24 0 0 2000 362.000 0.63 42.56 0 0 0| 0 0 0 0 2200 270.000 0.53 42.14 0 0 0| 0 15 0 0 2400 188.500 0.42 40.55 0 0 0| 0 0 0 0 2600 133.000 0.33 40.17 0 0 0| 0 0 0 0 2800 94.000 0.25 40.00 0 0 0| 0 357 0 0 3000 64.500 0.19 39.62 0 0 0| 0 45 0 0 3200 Total 0 0 0| 0 441 0 0 Equity Options 22:16 Business Day Mon 8 Feb 2010 Previous Business Day Fri 5 Feb 2010 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 | Total Calls 0 0 150| 261 2,122 +97 0 | Equity Options 22:16 Business Day Mon 8 Feb 2010 Previous Business Day Fri 5 Feb 2010 Page 77 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 48.76 Underlying Price 2327.000 Time to expiry: 39 Days Mar 10 CAB 0.00 76.24 0 0 0| 0 10 0 0 1000 0.500 0.00 74.24 0 0 0| 0 0 0 0 1200 1.000 -0.01 72.24 0 0 0| 0 0 0 0 1300 2.000 -0.01 70.24 0 0 0| 0 9 0 0 1400 4.000 -0.02 68.24 0 0 0| 0 21 0 0 1500 9.500 -0.04 69.25 0 0 0| 0 12 0 0 1600 12.000 -0.05 62.96 0 0 0| 0 0 0 0 1700 37.500 21.000 -0.09 62.00 37.500 S 37.500 S 0 0 42| 0 72 0 0 1800 30.500 -0.13 58.55 0 0 0| 0 2 0 0 1900 44.500 -0.18 55.21 0 0 0| 0 25 0 0 2000 90.000 100.000 -0.34 52.13 125.500 S 90.000 S 0 0 48| 0 199 0 0 2200 137.000 -0.44 49.33 0 0 0| 0 3 0 0 2300 243.000 185.500 -0.55 47.24 243.000 243.000 0 0 30| 0 116 0 0 2400 312.000 246.000 -0.65 45.32 312.000 312.000 0 0 36| 0 36 0 0 2500 318.000 -0.75 44.08 0 0 0| 0 10 0 0 2600 401.500 -0.83 44.46 0 0 0| 0 30 0 0 2700 489.500 -0.88 44.12 0 0 0| 0 0 0 0 2800 582.000 -0.93 43.79 0 0 0| 0 30 0 0 2900 748.000 678.000 -0.95 44.06 748.000 739.500 S 0 0 36| 0 51 0 0 3000 873.500 -0.99 43.20 0 0 0| 0 0 0 0 3200 1073.000 -1.00 43.20 0 0 0| 0 0 0 0 3400 Total 0 0 192| 0 626 0 0 Indicative a-t-m Vol 42.69 Underlying Price 2327.000 Time to expiry: 130 Days Jun 10 33.000 -0.09 52.33 0 0 0| 0 38 0 0 1600 62.000 -0.15 49.05 0 0 0| 0 2 0 0 1800 81.500 -0.19 47.28 0 0 0| 0 3 0 0 1900 107.000 -0.24 46.02 0 0 0| 0 93 0 0 2000 175.000 -0.36 43.65 0 0 0| 0 11 0 0 2200 273.000 -0.50 42.14 0 0 0| 0 84 0 0 2400 372.000 399.000 -0.63 41.25 372.000 S 372.000 S 0 0 12| 100 82 +64 0 2600 545.500 -0.74 40.00 0 0 0| 36 74 +36 0 2800 718.000 -0.82 40.80 0 0 0| 68 68 +20 0 3000 897.500 -0.89 40.39 0 0 0| 0 7 0 0 3200 Total 0 0 12| 204 462 +120 0 Indicative a-t-m Vol 42.29 Underlying Price 2327.000 Time to expiry: 221 Days Sep 10 165.000 -0.27 44.84 0 0 0| 0 46 0 0 2000 241.000 -0.37 42.56 0 0 0| 0 135 0 0 2200 349.500 -0.48 42.14 0 0 0| 0 525 0 0 2400 467.500 -0.58 40.55 0 0 0| 0 0 0 0 2600 612.000 -0.67 40.17 0 0 0| 0 0 0 0 2800 772.500 -0.75 40.00 0 0 0| 0 0 0 0 3000 980.000 942.500 -0.81 39.62 980.000 980.000 0 0 24| 0 24 0 0 3200 Total 0 0 24| 0 730 0 0 Total Puts 0 0 228| 204 1,818 +120 0 Equity Options 22:16 Business Day Mon 8 Feb 2010 Previous Business Day Fri 5 Feb 2010 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 | Grand Total 0 1,520,000 1,520,37| 465 3,940 +217 0 Equity Options 22:16 Business Day Mon 8 Feb 2010 Previous Business Day Fri 5 Feb 2010 Page 79 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 21.88 Underlying Price 139.250 Time to expiry: 11 Days Feb 10 29.250 0.99 55.47 0 0 0| 0 100 0 0 110 19.500 0.98 42.38 0 0 0| 0 0 0 0 120 9.750 0.90 29.74 0 0 0| 0 79 0 0 130 5.250 0.75 25.89 0 0 0| 0 5,390 0 0 135 1.750 0.46 21.88 0 0 0| 500 11,189 +350 0 140 0.500 0.14 20.47 0 0 0| 0 8,540 0 0 145 CAB 0.02 20.62 0 0 0| 0 2,439 0 0 150 CAB 0.00 26.72 0 0 0| 0 300 0 0 160 CAB 0.00 41.00 0 0 0| 0 0 0 0 170 Total 0 0 0| 500 28,037 +350 0 Indicative a-t-m Vol 22.66 Underlying Price 139.250 Time to expiry: 39 Days Mar 10 43.250 0.99 46.97 0 0 0| 0 0 0 0 96 39.250 0.99 41.89 0 0 0| 0 0 0 0 100 29.500 0.98 37.30 0 0 0| 0 150 0 0 110 19.750 0.94 30.55 0 0 0| 0 2,911 0 0 120 15.250 0.88 28.64 0 0 0| 0 0 0 0 125 10.750 0.80 26.12 0 0 0| 0 808 0 0 130 7.000 0.67 24.75 0 0 0| 0 1,662 0 0 135 3.750 0.49 22.66 0 0 0| 5 64,380 0 0 140 1.750 0.30 21.74 0 0 0| 0 15,207 0 0 145 0.750 0.16 21.39 0 0 0| 0 33,845 0 0 150 CAB 0.03 21.37 0 0 0| 0 24,890 0 0 160 CAB 0.00 23.00 0 0 0| 0 0 0 0 170 Total 0 0 0| 5 143,853 0 0 Indicative a-t-m Vol 21.93 Underlying Price 139.250 Time to expiry: 67 Days Apr 10 29.750 0.97 30.57 0 0 0| 0 0 0 0 110 20.000 0.91 27.09 0 0 0| 0 0 0 0 120 11.750 0.76 25.36 0 0 0| 0 0 0 0 130 8.250 0.64 23.83 0 0 0| 0 50 0 0 135 5.000 0.50 21.93 0 0 0| 43 22,343 +43 0 140 3.000 0.36 21.81 0 0 0| 0 0 0 0 145 1.500 0.23 21.33 0 0 0| 0 2,960 0 0 150 0.500 0.750 0.10 23.73 0.500 0.500 0 0 151| 0 0 0 0 160 Total 0 0 151| 43 25,353 +43 0 Indicative a-t-m Vol 23.59 Underlying Price 139.250 Time to expiry: 130 Days Jun 10 43.500 0.98 35.09 0 0 0| 0 0 0 0 96 39.500 0.98 31.45 0 0 0| 0 0 0 0 100 30.000 0.94 30.42 0 0 0| 0 275 0 0 110 25.500 0.91 28.00 0 0 0| 0 0 0 0 115 21.000 0.87 26.56 0 0 0| 0 14,112 0 0 120 16.750 0.81 25.87 0 0 0| 0 101 0 0 125 13.000 0.72 25.24 0 0 0| 0 1,550 0 0 130 Equity Options 22:16 Business Day Mon 8 Feb 2010 Previous Business Day Fri 5 Feb 2010 Page 80 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 | 9.750 0.63 24.20 0 0 0| 0 1,106 0 0 135 6.750 0.52 23.59 0 0 0| 7 24,664 -1,000 0 140 3.000 0.30 22.50 0 0 0| 0 13,682 0 0 150 1.000 0.13 21.37 0 0 0| 0 2,039 0 0 160 0.250 0.04 20.42 0 0 0| 0 1,869 0 0 170 CAB 0.01 19.49 0 0 0| 0 200 0 0 180 Total 0 0 0| 7 59,598 -1,000 0 Indicative a-t-m Vol 23.88 Underlying Price 139.250 Time to expiry: 221 Days Sep 10 40.000 0.96 32.71 0 0 0| 0 0 0 0 100 21.750 0.83 27.55 0 0 0| 0 100 0 0 120 14.250 0.69 25.79 0 0 0| 0 2,308 0 0 130 8.250 0.51 23.88 0 0 0| 0 5,565 0 0 140 4.500 0.33 23.23 0 0 0| 154 403 +76 0 150 2.250 0.19 22.19 0 0 0| 0 3,262 0 0 160 Total 0 0 0| 154 11,638 +76 0 Indicative a-t-m Vol 24.89 Underlying Price 139.250 Time to expiry: 312 Days Dec 10 43.500 0.98 29.36 0 0 0| 0 0 0 0 96 40.000 0.96 32.00 0 0 0| 0 103 0 0 100 22.500 0.80 27.94 0 0 0| 0 83,490 0 0 120 15.250 0.66 26.07 0 0 0| 0 11,156 0 0 130 9.750 0.51 24.89 0 0 0| 20 44,145 +20 0 140 5.500 6.000 0.36 24.17 5.500 5.500 0 0 5| 162 28,660 0 0 150 3.250 0.23 23.08 0 0 0| 0 47,702 0 0 160 1.000 0.09 22.43 0 0 0| 0 24,700 0 0 180 0.500 0.04 23.67 0 0 0| 0 0 0 0 200 Total 0 0 5| 182 239,956 +20 0 Indicative a-t-m Vol 25.81 Underlying Price 139.250 Time to expiry: 494 Days Jun 11 40.000 0.96 28.99 0 0 0| 0 0 0 0 100 23.500 0.76 27.82 0 0 0| 0 0 0 0 120 12.250 0.51 25.81 0 0 0| 0 0 0 0 140 5.750 0.30 24.51 0 0 0| 0 0 0 0 160 Total 0 0 0| 0 0 0 0 Indicative a-t-m Vol 27.00 Underlying Price 139.250 Time to expiry: 676 Days Dec 11 41.250 0.90 34.65 0 0 0| 0 0 0 0 100 25.750 0.73 30.41 0 0 0| 0 26,500 0 0 120 14.250 0.51 27.00 0 0 0| 0 18,000 0 0 140 8.000 0.34 26.12 0 0 0| 0 10,500 0 0 160 Total 0 0 0| 0 55,000 0 0 Indicative a-t-m Vol 26.57 Underlying Price 139.250 Time to expiry: 1047 Days Dec 12 26.500 0.71 29.53 0 0 0| 0 0 0 0 120 16.000 0.52 26.57 0 0 0| 0 8,500 0 0 140 10.250 0.38 26.16 0 0 0| 0 0 0 0 160 Total 0 0 0| 0 8,500 0 0 Equity Options 22:16 Business Day Mon 8 Feb 2010 Previous Business Day Fri 5 Feb 2010 Page 81 Calls | Block | Opening Settle Delta Vola- Daily Trade Bclear Total | Official **Open Change Exer- Exer Trans Price tility High Low Volume Volume*** Volume | Volume Int cises Price | Total Calls 0 0 156| 891 571,935 -511 0 | Whitbread Holdings plc STND OPT (WTB) Indicative a-t-m Vol 26.28 Underlying Price 1357.000 Time to expiry: 39 Days Mar 10 637.500 1.00 50.00 0 0 0| 0 0 0 0 720 597.500 1.00 48.00 0 0 0| 0 0 0 0 760 557.500 1.00 46.00 0 0 0| 0 0 0 0 800 517.500 1.00 43.00 0 0 0| 0 0 0 0 840 477.500 1.00 42.00 0 0 0| 0 0 0 0 880 438.000 1.00 41.00 0 0 0| 0 0 0 0 920 398.000 1.00 39.00 0 0 0| 0 7 0 0 960 358.000 0.99 37.00 0 0 0| 0 0 0 0 1000 260.000 0.97 35.00 0 0 0| 0 2 0 0 1100 211.500 0.94 33.00 0 0 0| 0 5 0 0 1150 168.500 165.500 0.89 31.42 168.500 S 168.500 S 0 0 2| 0 32 0 0 1200 84.000 0.70 28.42 0 0 0| 0 280 0 0 1300 51.500 0.54 26.42 0 0 0| 5 8 +5 0 1350 28.500 0.37 25.42 0 0 0| 18 43 +18 0 1400 14.000 0.23 25.09 0 0 0| 0 170 0 0 1450 6.500 0.12 24.66 0 0 0| 0 48 0 0 1500 1.000 0.03 24.94 0 0 0| 0 11 0 0 1600 CAB 0.00 23.37 0 0 0| 0 0 0 0 1700 Total 0 0 2| 23 606 +23 0 Indicative a-t-m Vol 26.07 Underlying Price 1357.000 Time to expiry: 130 Days Jun 10 361.000 0.97 32.27 0 0 0| 0 0 0 0 1000 268.500 0.91 31.81 0 0 0| 0 0 0 0 1100 180.000 0.82 28.18 0 0 0| 0 8 0 0 1200 108.500 0.64 26.59 0 0 0| 0 25 0 0 1300 57.500 0.44 25.67 0 0 0| 0 9 0 0 1400 27.500 0.25 25.20 0 0 0| 0 26 0 0 1500 12.000 0.13 25.04 0 0 0| 0 8 0 0 1600 Total 0 0 0| 0 76 0 0 Indicative a-t-m Vol 27.31 Underlying Price 1357.000 Time to expiry: 221 Days Sep 10 199.500 0.75 29.47 0 0 0| 0 0 0 0 1200 133.500 0.61 27.70 0 0 0| 0 0 0 0 1300 85.500 0.46 27.01 0 0 0| 0 6 0 0 1400 56.000 51.500 0.32 26.36 56.000 56.000 0 0 3| 0 7 0 0 1500 31.500 0.22 26.36 0 0 0| 0 1 0 0 1600 Total 0 0 3| 0 14 0 0 Total Calls 0 0 5| 23 696 +23 0 | Equity Options 22:16 Business Day Mon 8 Feb 2010 Previous Business Day Fri 5 Feb 2010 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 | Vodafone Group plc STND OPT (VOD) Indicative a-t-m Vol 22.17 Underlying Price 139.250 Time to expiry: 11 Days Feb 10 CAB 0.00 32.00 0 0 0| 0 0 0 0 110 CAB 0.00 28.00 0 0 0| 0 30 0 0 120 0.500 -0.11 31.95 0 0 0| 0 2,720 0 0 130 1.000 -0.25 27.03 0 0 0| 0 4,477 0 0 135 2.500 -0.54 22.17 0 0 0| 15 926 -12 0 140 6.250 -0.83 22.95 0 0 0| 0 282 0 0 145 10.750 -0.95 25.30 0 0 0| 0 24 0 0 150 20.750 -1.00 2.00 0 0 0| 0 100 0 0 160 30.750 -0.99 49.47 0 0 0| 0 0 0 0 170 Total 0 0 0| 15 8,559 -12 0 Indicative a-t-m Vol 22.56 Underlying Price 139.250 Time to expiry: 39 Days Mar 10 CAB 0.00 38.00 0 0 0| 0 782 0 0 96 CAB 0.00 36.00 0 0 0| 0 660 0 0 100 CAB -0.02 34.00 0 0 0| 0 4,349 0 0 110 0.500 -0.07 32.00 0 0 0| 0 14,319 0 0 120 0.750 -0.11 27.80 0 0 0| 0 2,250 0 0 125 1.250 -0.19 25.00 0 0 0| 250 24,114 -30 0 130 2.500 -0.33 23.90 0 0 0| 0 10,324 0 0 135 4.500 -0.51 22.56 0 0 0| 0 9,899 0 0 140 7.500 -0.69 22.38 0 0 0| 0 50 0 0 145 11.500 -0.84 21.84 0 0 0| 0 5,006 0 0 150 21.000 -0.96 24.06 0 0 0| 0 52 0 0 160 30.750 -0.99 28.38 0 0 0| 0 0 0 0 170 Total 0 0 0| 250 71,805 -30 0 Indicative a-t-m Vol 22.15 Underlying Price 139.250 Time to expiry: 67 Days Apr 10 0.250 -0.03 31.03 0 0 0| 0 0 0 0 110 0.750 -0.09 27.45 0 0 0| 0 0 0 0 120 2.250 -0.24 24.97 0 0 0| 0 20,365 0 0 130 3.500 3.500 -0.35 22.94 3.500 3.500 0 0 30| 0 20 0 0 135 5.500 -0.50 22.15 0 0 0| 0 100 0 0 140 8.750 -0.64 22.02 0 0 0| 0 0 0 0 145 12.250 -0.77 22.24 0 0 0| 0 0 0 0 150 21.000 -0.92 22.53 0 0 0| 0 0 0 0 160 Total 0 0 30| 0 20,485 0 0 Indicative a-t-m Vol 23.05 Underlying Price 139.250 Time to expiry: 130 Days Jun 10 0.500 -0.04 34.33 0 0 0| 0 543 0 0 96 0.750 -0.06 33.64 0 0 0| 0 12,137 0 0 100 1.500 -0.12 30.04 0 0 0| 0 855 0 0 110 2.000 -0.16 27.80 0 0 0| 0 11,192 0 0 115 3.000 -0.22 26.45 0 0 0| 0 22,088 0 0 120 4.000 -0.30 25.36 0 0 0| 0 23,159 0 0 125 6.250 5.750 -0.39 24.63 6.250 6.250 0 0 100| 7 19,199 -7 0 130 8.250 -0.49 23.81 0 0 0| 0 13,827 0 0 135 Equity Options 22:16 Business Day Mon 8 Feb 2010 Previous Business Day Fri 5 Feb 2010 Page 83 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 | 10.750 -0.60 23.05 0 0 0| 0 5,986 0 0 140 18.250 -0.78 22.72 0 0 0| 0 100 0 0 150 26.750 -0.91 21.54 0 0 0| 0 271 0 0 160 36.250 -0.96 22.02 0 0 0| 0 0 0 0 170 46.000 -0.98 22.66 0 0 0| 0 0 0 0 180 Total 0 0 100| 7 109,357 -7 0 Indicative a-t-m Vol 23.55 Underlying Price 139.250 Time to expiry: 221 Days Sep 10 1.500 -0.09 31.14 0 0 0| 0 100 0 0 100 5.000 -0.26 26.66 0 0 0| 0 459 0 0 120 8.250 -0.40 25.02 0 0 0| 0 258 0 0 130 13.000 -0.56 23.55 0 0 0| 0 4,103 0 0 140 19.750 -0.70 23.06 0 0 0| 0 1 0 0 150 27.750 -0.83 22.15 0 0 0| 0 0 0 0 160 Total 0 0 0| 0 4,921 0 0 Indicative a-t-m Vol 24.56 Underlying Price 139.250 Time to expiry: 312 Days Dec 10 2.250 -0.11 31.38 0 0 0| 0 585 0 0 96 2.750 -0.13 30.50 0 0 0| 0 21,000 0 0 100 7.250 7.250 -0.31 26.70 7.250 7.250 0 0 50| 0 62,697 0 0 120 11.250 -0.43 25.22 0 0 0| 0 13,484 0 0 130 16.750 -0.56 24.56 0 0 0| 0 35,793 0 0 140 23.250 -0.68 23.92 0 0 0| 0 5,104 0 0 150 31.000 -0.79 23.00 0 0 0| 0 15,197 0 0 160 48.500 -0.94 20.11 0 0 0| 0 0 0 0 180 67.750 -1.00 14.50 0 0 0| 0 0 0 0 200 Total 0 0 50| 0 153,860 0 0 Indicative a-t-m Vol 25.65 Underlying Price 139.250 Time to expiry: 494 Days Jun 11 5.750 -0.19 30.33 0 0 0| 0 0 0 0 100 12.000 -0.36 27.30 0 0 0| 0 1,018 0 0 120 22.500 -0.56 25.65 0 0 0| 0 1,750 0 0 140 37.000 -0.74 24.83 0 0 0| 0 0 0 0 160 Total 0 0 0| 0 2,768 0 0 Indicative a-t-m Vol 25.75 Underlying Price 139.250 Time to expiry: 676 Days Dec 11 8.500 -0.22 31.30 0 0 0| 0 6,530 0 0 100 15.250 -0.37 28.06 0 0 0| 0 41,000 0 0 120 25.500 -0.55 25.75 0 0 0| 0 19,500 0 0 140 40.250 -0.69 26.15 0 0 0| 0 0 0 0 160 Total 0 0 0| 0 67,030 0 0 Indicative a-t-m Vol 26.08 Underlying Price 139.250 Time to expiry: 1047 Days Dec 12 21.250 -0.39 29.05 0 0 0| 0 2,500 0 0 120 31.000 -0.54 26.08 0 0 0| 0 6,000 0 0 140 45.000 -0.66 25.92 0 0 0| 0 0 0 0 160 Total 0 0 0| 0 8,500 0 0 Total Puts 0 0 180| 272 447,285 -49 0 Grand Total 0 2,720,000 2,720,33| 1,163 1,019,220 -560 0 Equity Options 22:16 Business Day Mon 8 Feb 2010 Previous Business Day Fri 5 Feb 2010 Page 84 Puts | Block | Opening Settle Delta Vola- Daily Trade Bclear Total | Official **Open Change Exer- Exer Trans Price tility High Low Volume Volume*** Volume | Volume Int cises Price | Whitbread Holdings plc STND OPT (WTB) Indicative a-t-m Vol 26.52 Underlying Price 1357.000 Time to expiry: 39 Days Mar 10 CAB 0.00 49.01 0 0 0| 0 27 0 0 720 CAB 0.00 47.01 0 0 0| 0 0 0 0 760 CAB 0.00 45.01 0 0 0| 0 10 0 0 800 CAB 0.00 43.01 0 0 0| 0 12 0 0 840 CAB 0.00 41.01 0 0 0| 0 4 0 0 880 CAB 0.00 40.01 0 0 0| 0 22 0 0 920 CAB 0.00 39.35 0 0 0| 0 22 0 0 960 0.500 -0.01 37.00 0 0 0| 0 3 0 0 1000 1.500 -0.03 34.03 0 0 0| 0 2 0 0 1100 3.500 -0.05 32.00 0 0 0| 0 3 0 0 1150 6.000 -0.09 29.64 0 0 0| 0 41 0 0 1200 25.500 -0.30 27.89 0 0 0| 0 537 0 0 1300 44.000 -0.46 26.67 0 0 0| 8 42 0 0 1350 66.000 70.500 -0.63 25.61 66.000 66.000 0 0 20| 0 131 0 0 1400 105.500 -0.78 24.59 0 0 0| 0 0 0 0 1450 147.500 -0.89 23.85 0 0 0| 0 0 0 0 1500 236.500 243.000 -0.99 22.29 236.500 S 236.500 S 0 0 2| 0 32 0 0 1600 343.000 -1.00 22.99 0 0 0| 0 0 0 0 1700 Total 0 0 22| 8 888 0 0 Indicative a-t-m Vol 26.12 Underlying Price 1357.000 Time to expiry: 130 Days Jun 10 7.000 -0.06 32.73 0 0 0| 0 8 0 0 1000 17.500 -0.13 30.94 0 0 0| 6 5 +4 0 1100 35.000 -0.24 28.46 0 0 0| 0 23 0 0 1200 69.000 -0.41 26.80 0 0 0| 0 29 0 0 1300 121.500 -0.60 25.61 0 0 0| 0 14 0 0 1400 193.500 -0.76 25.26 0 0 0| 0 0 0 0 1500 279.500 -0.87 25.56 0 0 0| 0 0 0 0 1600 Total 0 0 0| 6 79 +4 0 Indicative a-t-m Vol 27.68 Underlying Price 1357.000 Time to expiry: 221 Days Sep 10 60.500 -0.28 29.51 0 0 0| 1 1 -1 0 1200 98.000 -0.41 28.08 0 0 0| 0 0 0 0 1300 151.000 -0.55 27.37 0 0 0| 0 0 0 0 1400 218.000 -0.68 26.95 0 0 0| 0 0 0 0 1500 297.000 -0.78 26.82 0 0 0| 0 0 0 0 1600 Total 0 0 0| 1 1 -1 0 Total Puts 0 0 22| 15 968 +3 0 Grand Total 0 3,920,000 3,920,36| 1,201 1,020,884 -534 0 Equity Options 22:16 Business Day Mon 8 Feb 2010 Previous Business Day Fri 5 Feb 2010 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 | William Hill plc STND OPT (WHL) Indicative a-t-m Vol 23.12 Underlying Price 192.300 Time to expiry: 39 Days Mar 10 52.500 1.00 38.21 0 0 0| 0 10 0 0 140 32.750 0.97 31.46 0 0 0| 0 0 0 0 160 23.250 0.91 28.68 0 0 0| 0 0 0 0 170 14.500 0.79 26.01 0 0 0| 0 10 0 0 180 11.000 0.69 26.51 0 0 0| 0 0 0 0 185 8.000 0.58 26.06 0 0 0| 0 20 0 0 190 4.250 0.44 21.15 0 0 0| 0 10 0 0 195 3.750 0.34 26.01 0 0 0| 0 51 0 0 200 2.250 0.25 26.26 0 0 0| 0 0 0 0 205 1.500 0.17 26.82 0 0 0| 0 34 0 0 210 0.750 0.10 30.30 0 0 0| 0 27 0 0 220 0.750 0.07 35.71 0 0 0| 0 0 0 0 230 Total 0 0 0| 0 162 0 0 Indicative a-t-m Vol 27.80 Underlying Price 192.300 Time to expiry: 130 Days Jun 10 52.750 0.98 34.31 0 0 0| 0 0 0 0 140 34.000 0.89 30.92 0 0 0| 0 0 0 0 160 25.500 0.81 29.28 0 0 0| 0 0 0 0 170 19.000 0.69 30.41 0 0 0| 0 7 0 0 180 12.250 0.56 27.71 0 0 0| 0 4 0 0 190 8.250 0.42 28.01 0 0 0| 0 10 0 0 200 5.500 0.31 28.70 0 0 0| 0 0 0 0 210 3.750 0.22 29.21 0 0 0| 0 36 0 0 220 Total 0 0 0| 0 57 0 0 Indicative a-t-m Vol 30.82 Underlying Price 192.300 Time to expiry: 221 Days Sep 10 36.000 0.83 32.34 0 0 0| 0 0 0 0 160 22.500 0.64 31.16 0 0 0| 0 0 0 0 180 17.500 0.55 31.12 0 0 0| 0 20 0 0 190 12.750 0.45 30.11 0 0 0| 0 0 0 0 200 10.000 0.37 30.50 0 0 0| 0 0 0 0 210 7.250 0.29 30.05 0 0 0| 0 6 0 0 220 Total 0 0 0| 0 26 0 0 Total Calls 0 0 0| 0 245 0 0 | Equity Options 22:16 Business Day Mon 8 Feb 2010 Previous Business Day Fri 5 Feb 2010 Page 86 Puts | Block | Opening Settle Delta Vola- Daily Trade Bclear Total | Official **Open Change Exer- Exer Trans Price tility High Low Volume Volume*** Volume | Volume Int cises Price | William Hill plc STND OPT (WHL) Indicative a-t-m Vol 23.78 Underlying Price 192.300 Time to expiry: 39 Days Mar 10 0.500 -0.03 55.43 0 0 0| 0 30 0 0 140 0.750 -0.06 37.14 0 0 0| 0 381 0 0 160 0.750 -0.09 28.56 0 0 0| 0 145 0 0 170 2.000 -0.21 25.98 0 0 0| 0 505 0 0 180 3.250 -0.31 25.60 0 0 0| 0 0 0 0 185 4.000 -0.41 20.39 0 0 0| 0 6 0 0 190 8.000 -0.54 26.04 0 0 0| 0 0 0 0 195 11.000 -0.66 25.43 0 0 0| 0 10 0 0 200 14.750 -0.76 25.57 0 0 0| 0 0 0 0 205 19.250 -0.82 27.97 0 0 0| 0 4 0 0 210 28.250 -0.92 28.86 0 0 0| 0 0 0 0 220 37.750 -0.98 27.73 0 0 0| 0 10 0 0 230 Total 0 0 0| 0 1,091 0 0 Indicative a-t-m Vol 25.49 Underlying Price 192.300 Time to expiry: 130 Days Jun 10 0.750 -0.05 30.85 0 0 0| 0 9 0 0 140 2.500 -0.14 27.31 0 0 0| 0 235 0 0 160 4.750 -0.24 26.97 0 0 0| 6 10 -6 0 170 8.250 -0.37 26.47 0 0 0| 0 82 0 0 180 12.500 -0.50 25.13 0 0 0| 0 50 0 0 190 19.250 -0.63 26.35 0 0 0| 0 0 0 0 200 26.250 -0.75 24.92 0 0 0| 0 0 0 0 210 34.500 -0.84 24.62 0 0 0| 0 1 0 0 220 Total 0 0 0| 6 387 -6 0 Indicative a-t-m Vol 27.93 Underlying Price 192.300 Time to expiry: 221 Days Sep 10 6.000 -0.21 30.20 0 0 0| 0 0 0 0 160 12.500 -0.38 28.68 0 0 0| 0 75 0 0 180 17.250 -0.48 27.69 0 0 0| 0 0 0 0 190 23.750 -0.57 28.51 0 0 0| 0 0 0 0 200 29.750 -0.67 26.82 0 0 0| 0 0 0 0 210 37.750 -0.74 27.23 0 0 0| 0 0 0 0 220 Total 0 0 0| 0 75 0 0 Total Puts 0 0 0| 6 1,553 -6 0 Grand Total 0 1,040,000 1,040,00| 6 1,798 -6 0 Equity Options 22:16 Business Day Mon 8 Feb 2010 Previous Business Day Fri 5 Feb 2010 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 | Wolseley plc STND OPT (WSY) Indicative a-t-m Vol 38.93 Underlying Price 1352.000 Time to expiry: 39 Days Mar 10 472.750 1.00 28.25 0 0 0| 0 0 0 0 880 392.750 1.00 36.92 0 0 0| 0 0 0 0 960 353.500 0.99 41.89 0 0 0| 0 0 0 0 1000 258.000 0.94 42.26 0 0 0| 0 0 0 0 1100 213.000 0.89 41.86 0 0 0| 0 0 0 0 1150 171.250 0.83 41.35 0 0 0| 0 8 0 0 1200 132.750 0.75 40.46 0 0 0| 0 0 0 0 1250 99.250 0.64 39.58 0 0 0| 0 5 0 0 1300 77.000 71.000 0.53 38.97 77.000 S 77.000 S 0 0 6| 0 24 0 0 1350 48.250 0.42 37.99 0 0 0| 0 1 0 0 1400 30.750 0.31 37.09 0 0 0| 0 0 0 0 1450 15.000 19.250 0.22 36.85 17.000 15.000 0 0 94| 0 172 0 0 1500 10.750 0.14 35.83 0 0 0| 0 6 0 0 1550 6.000 0.09 35.70 0 0 0| 0 15 0 0 1600 3.250 0.05 39.71 0 0 0| 0 2 0 0 1700 2.000 0.03 43.45 0 0 0| 0 0 0 0 1800 Total 0 0 100| 0 233 0 0 Indicative a-t-m Vol 38.11 Underlying Price 1352.000 Time to expiry: 130 Days Jun 10 369.500 0.91 41.34 0 0 0| 0 0 0 0 1000 286.500 0.84 40.48 0 0 0| 0 0 0 0 1100 213.250 0.74 39.54 0 0 0| 0 10 0 0 1200 151.750 0.62 38.73 0 0 0| 0 5 0 0 1300 102.000 0.49 37.54 0 0 0| 0 4 0 0 1400 60.000 65.500 0.36 36.63 60.000 60.000 0 0 5| 0 15 0 0 1500 38.750 0.25 35.57 0 0 0| 0 22 0 0 1600 22.500 0.16 34.97 0 0 0| 0 11 0 0 1700 13.250 0.11 35.06 0 0 0| 0 15 0 0 1800 Total 0 0 5| 0 82 0 0 Indicative a-t-m Vol 38.15 Underlying Price 1352.000 Time to expiry: 221 Days Sep 10 389.500 0.87 40.88 0 0 0| 0 0 0 0 1000 313.750 0.80 40.23 0 0 0| 0 0 0 0 1100 237.500 246.500 0.71 39.50 237.500 S 237.500 S 0 0 1| 0 4 0 0 1200 190.000 0.62 38.82 0 0 0| 0 0 0 0 1300 140.000 0.52 37.53 0 0 0| 0 0 0 0 1400 101.000 0.42 36.75 0 0 0| 0 5 0 0 1500 70.750 0.33 36.05 0 0 0| 0 17 0 0 1600 32.750 0.18 34.90 0 0 0| 0 0 0 0 1800 Total 0 0 1| 0 26 0 0 Total Calls 0 0 106| 0 341 0 0 | Equity Options 22:16 Business Day Mon 8 Feb 2010 Previous Business Day Fri 5 Feb 2010 Page 88 Puts | Block | Opening Settle Delta Vola- Daily Trade Bclear Total | Official **Open Change Exer- Exer Trans Price tility High Low Volume Volume*** Volume | Volume Int cises Price | Wolseley plc STND OPT (WSY) Indicative a-t-m Vol 39.17 Underlying Price 1352.000 Time to expiry: 39 Days Mar 10 CAB 0.00 38.53 0 0 0| 0 1 0 0 880 0.500 -0.01 42.80 0 0 0| 0 4 0 0 960 1.000 -0.02 43.71 0 0 0| 0 0 0 0 1000 6.000 -0.07 43.86 0 0 0| 0 0 0 0 1100 11.250 -0.11 43.07 0 0 0| 0 3 0 0 1150 19.250 -0.18 42.16 0 0 0| 0 0 0 0 1200 30.500 -0.26 40.97 0 0 0| 0 10 0 0 1250 46.000 47.000 -0.36 40.05 46.000 46.000 0 0 16| 0 32 0 0 1300 68.250 -