Equity Options 21:55 Business Day Fri 27 Aug 2010 Previous Business Day Thu 26 Aug 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 29.93 Underlying Price 5925.000 Time to expiry: 21 Days Sep 10 2326.500 1.00 55.56 0 0 0| 0 0 0 0 3600 2126.500 1.00 51.19 0 0 0| 0 0 0 0 3800 1926.500 1.00 47.09 0 0 0| 0 0 0 0 4000 1527.000 1.00 42.16 0 0 0| 0 1 0 0 4400 1130.500 0.98 40.92 0 0 0| 0 5 0 0 4800 743.500 0.93 36.89 0 0 0| 0 5 0 0 5200 560.500 0.87 34.65 0 0 0| 0 0 0 0 5400 396.500 0.77 33.61 0 0 0| 0 107 0 0 5600 245.000 0.63 30.24 0 0 0| 0 4 0 0 5800 139.500 0.45 29.74 0 0 0| 0 34 0 0 6000 70.000 0.28 29.24 0 0 0| 0 0 0 0 6200 34.000 0.16 29.74 0 0 0| 0 6 0 0 6400 14.500 0.08 29.74 0 0 0| 0 0 0 0 6600 6.000 0.03 30.24 0 0 0| 0 6 0 0 6800 3.000 0.02 36.28 0 0 0| 0 1 0 0 7200 2.000 0.01 42.13 0 0 0| 0 0 0 0 7600 Total 0 0 0| 0 169 0 0 Indicative a-t-m Vol 34.35 Underlying Price 5925.000 Time to expiry: 112 Days Dec 10 1940.000 0.98 37.79 0 0 0| 0 0 0 0 4000 1559.500 0.95 36.91 0 0 0| 0 0 0 0 4400 1205.000 0.88 36.43 0 0 0| 0 2 0 0 4800 888.000 0.78 35.67 0 0 0| 0 0 0 0 5200 615.000 0.65 34.41 0 0 0| 0 1 0 0 5600 411.500 0.51 34.34 0 0 0| 0 1 0 0 6000 251.000 0.37 33.31 0 0 0| 0 1 0 0 6400 148.000 0.25 32.99 0 0 0| 0 1 0 0 6800 78.500 0.15 32.06 0 0 0| 0 1 0 0 7200 Total 0 0 0| 0 7 0 0 Indicative a-t-m Vol 33.34 Underlying Price 5925.000 Time to expiry: 203 Days Mar 11 1960.000 0.95 36.19 0 0 0| 0 0 0 0 4000 1278.000 0.83 35.07 0 0 0| 0 0 0 0 4800 993.500 0.74 34.58 0 0 0| 0 2 0 0 5200 742.500 0.64 33.75 0 0 0| 0 1 0 0 5600 544.000 0.53 33.24 0 0 0| 0 0 0 0 6000 380.500 0.42 32.51 0 0 0| 0 0 0 0 6400 258.000 0.32 32.01 0 0 0| 0 2 0 0 6800 171.000 0.24 31.51 0 0 0| 0 2 0 0 7200 Total 0 0 0| 0 7 0 0 Total Calls 0 0 0| 0 183 0 0 | Equity Options 21:55 Business Day Fri 27 Aug 2010 Previous Business Day Thu 26 Aug 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 30.69 Underlying Price 5925.000 Time to expiry: 21 Days Sep 10 CAB 0.00 50.70 0 0 0| 0 1 0 0 3600 CAB 0.00 46.88 0 0 0| 0 2 0 0 3800 CAB 0.00 43.42 0 0 0| 0 0 0 0 4000 CAB 0.00 39.55 0 0 0| 0 0 0 0 4400 3.500 -0.02 41.41 0 0 0| 0 18 0 0 4800 16.000 -0.07 36.58 0 0 0| 0 4 0 0 5200 34.000 -0.13 34.78 0 0 0| 0 28 0 0 5400 69.500 -0.23 33.62 0 0 0| 0 3 0 0 5600 122.500 -0.37 31.15 0 0 0| 0 3 0 0 5800 216.500 -0.55 30.41 0 0 0| 0 8 0 0 6000 350.000 -0.71 30.78 0 0 0| 0 2 0 0 6200 510.500 -0.84 30.78 0 0 0| 0 5 0 0 6400 693.500 -0.91 32.51 0 0 0| 0 2 0 0 6600 883.000 -0.95 33.25 0 0 0| 0 12 0 0 6800 1275.500 -0.99 32.88 0 0 0| 0 2 0 0 7200 1675.000 -1.00 33.87 0 0 0| 0 0 0 0 7600 Total 0 0 0| 0 90 0 0 Indicative a-t-m Vol 33.20 Underlying Price 5925.000 Time to expiry: 112 Days Dec 10 12.500 -0.02 37.84 0 0 0| 0 4 0 0 4000 34.500 -0.06 36.76 0 0 0| 0 6 0 0 4400 81.500 -0.13 35.91 0 0 0| 0 2 0 0 4800 164.500 -0.22 34.86 0 0 0| 0 4 0 0 5200 294.000 -0.35 33.74 0 0 0| 0 2 0 0 5600 484.500 -0.50 33.08 0 0 0| 0 4 0 0 6000 732.500 -0.64 32.56 0 0 0| 0 2 0 0 6400 1033.000 -0.76 32.45 0 0 0| 0 0 0 0 6800 1372.500 -0.84 32.43 0 0 0| 0 2 0 0 7200 Total 0 0 0| 0 26 0 0 Indicative a-t-m Vol 32.11 Underlying Price 5925.000 Time to expiry: 203 Days Mar 11 40.000 -0.05 35.47 0 0 0| 0 0 0 0 4000 151.500 -0.17 33.60 0 0 0| 0 3 0 0 4800 265.000 -0.26 33.15 0 0 0| 0 1 0 0 5200 413.000 -0.37 32.45 0 0 0| 0 125 -120 0 5600 615.000 -0.48 32.03 0 0 0| 0 0 0 0 6000 856.500 -0.59 31.60 0 0 0| 0 0 0 0 6400 1135.000 -0.69 31.06 0 0 0| 0 0 0 0 6800 1448.000 -0.78 30.50 0 0 0| 0 4 0 0 7200 Total 0 0 0| 0 133 -120 0 Total Puts 0 0 0| 0 249 -120 0 Grand Total 0 0 0| 330,000 330,432 -120 0 Equity Options 21:55 Business Day Fri 27 Aug 2010 Previous Business Day Thu 26 Aug 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 19.19 Underlying Price 3188.000 Time to expiry: 21 Days Sep 10 590.000 0.99 37.04 0 0 0| 0 0 0 0 2600 393.000 0.96 30.80 0 0 0| 0 0 0 0 2800 296.500 0.93 27.31 0 0 0| 0 0 0 0 2900 202.500 0.86 23.57 0 0 0| 0 0 0 0 3000 118.000 0.72 20.61 0 0 0| 0 5 0 0 3100 54.500 0.48 18.99 0 0 0| 0 320 0 0 3200 20.500 0.24 18.90 0 0 0| 0 211 0 0 3300 6.000 0.09 19.05 0 0 0| 0 84 0 0 3400 1.000 0.01 21.97 0 0 0| 0 35 0 0 3600 CAB 0.00 23.87 0 0 0| 0 40 0 0 3800 CAB 0.00 24.82 0 0 0| 0 14 0 0 4000 Total 0 0 0| 0 709 0 0 Indicative a-t-m Vol 23.01 Underlying Price 3188.000 Time to expiry: 112 Days Dec 10 808.000 0.95 33.77 0 0 0| 0 0 0 0 2400 438.000 0.84 26.26 0 0 0| 0 0 0 0 2800 281.500 0.70 24.21 0 0 0| 0 2 0 0 3000 160.000 0.52 22.93 0 0 0| 0 40 0 0 3200 75.000 0.32 21.39 0 0 0| 0 381 0 0 3400 32.500 0.17 21.28 0 0 0| 0 5 0 0 3600 13.000 0.08 21.22 0 0 0| 0 20 0 0 3800 5.000 0.03 21.58 0 0 0| 0 44 0 0 4000 Total 0 0 0| 0 492 0 0 Indicative a-t-m Vol 22.53 Underlying Price 3188.000 Time to expiry: 203 Days Mar 11 821.000 0.93 30.34 0 0 0| 0 0 0 0 2400 471.000 0.80 25.77 0 0 0| 0 0 0 0 2800 324.500 0.68 24.20 0 0 0| 0 0 0 0 3000 201.000 0.53 22.42 0 0 0| 0 7 0 0 3200 117.500 0.38 21.75 0 0 0| 0 37 0 0 3400 66.000 0.24 21.61 0 0 0| 0 42 0 0 3600 16.000 0.08 21.07 0 0 0| 0 4 0 0 4000 Total 0 0 0| 0 90 0 0 Total Calls 0 0 0| 0 1,291 0 0 | Equity Options 21:55 Business Day Fri 27 Aug 2010 Previous Business Day Thu 26 Aug 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 19.38 Underlying Price 3188.000 Time to expiry: 21 Days Sep 10 3.500 -0.03 44.52 0 0 0| 0 21 0 0 2600 4.500 -0.04 31.68 0 0 0| 2 107 0 0 2800 6.500 -0.07 26.74 0 0 0| 0 3 0 0 2900 13.000 -0.14 23.36 0 0 0| 2 119 -1 0 3000 30.000 -0.28 21.08 0 0 0| 0 290 0 0 3100 65.500 -0.52 19.14 0 0 0| 2 436 +2 0 3200 131.500 -0.76 19.14 0 0 0| 0 10 0 0 3300 217.500 -0.91 19.55 0 0 0| 0 29 0 0 3400 412.500 -0.99 22.50 0 0 0| 0 5 0 0 3600 612.000 -1.00 2.00 0 0 0| 0 0 0 0 3800 812.000 -1.00 2.00 0 0 0| 0 0 0 0 4000 Total 0 0 0| 6 1,020 +1 0 Indicative a-t-m Vol 22.85 Underlying Price 3188.000 Time to expiry: 112 Days Dec 10 12.000 -0.05 32.63 0 0 0| 0 26 0 0 2400 44.000 -0.17 26.38 0 0 0| 0 410 0 0 2800 87.000 -0.30 24.27 0 0 0| 0 30 0 0 3000 164.000 -0.48 22.76 0 0 0| 0 36 0 0 3200 280.500 -0.68 21.41 0 0 0| 0 100 0 0 3400 436.500 -0.84 20.72 0 0 0| 0 6 0 0 3600 619.500 -0.93 21.13 0 0 0| 0 6 0 0 3800 813.000 -0.98 21.48 0 0 0| 0 3 0 0 4000 Total 0 0 0| 0 617 0 0 Indicative a-t-m Vol 22.19 Underlying Price 3188.000 Time to expiry: 203 Days Mar 11 31.000 -0.09 29.20 0 0 0| 0 1 0 0 2400 95.500 -0.24 25.57 0 0 0| 0 31 0 0 2800 155.000 -0.37 23.80 0 0 0| 0 7 0 0 3000 240.500 -0.51 22.09 0 0 0| 0 4 0 0 3200 364.000 -0.66 21.36 0 0 0| 0 52 0 0 3400 518.000 -0.78 21.27 0 0 0| 0 5 0 0 3600 870.500 -0.94 19.75 0 0 0| 0 0 0 0 4000 Total 0 0 0| 0 100 0 0 Total Puts 0 0 0| 6 1,737 +1 0 Grand Total 0 0 0| 260,006 263,028 +1 0 Equity Options 21:55 Business Day Fri 27 Aug 2010 Previous Business Day Thu 26 Aug 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 20.48 Underlying Price 522.000 Time to expiry: 21 Days Sep 10 122.250 0.99 47.65 0 0 0| 0 0 0 0 400 82.250 0.99 31.08 0 0 0| 0 0 0 0 440 62.500 0.97 27.32 0 0 0| 0 0 0 0 460 43.500 0.92 25.17 0 0 0| 0 0 0 0 480 34.000 0.88 22.65 0 0 0| 0 0 0 0 490 25.750 0.79 22.71 0 0 0| 0 0 0 0 500 11.750 0.54 20.73 0 0 0| 0 0 0 0 520 3.250 0.23 18.23 0 0 0| 0 29 0 0 540 0.250 0.03 14.57 0 0 0| 0 53 0 0 560 CAB 0.00 10.06 0 0 0| 0 0 0 0 580 CAB 0.00 4.21 0 0 0| 0 0 0 0 600 CAB 0.00 2.00 0 0 0| 0 5 0 0 640 Total 0 0 0| 0 87 0 0 Indicative a-t-m Vol 21.92 Underlying Price 522.000 Time to expiry: 112 Days Dec 10 124.500 0.96 29.52 0 0 0| 0 0 0 0 400 87.250 0.89 26.67 0 0 0| 0 0 0 0 440 70.000 0.84 25.48 0 0 0| 0 0 0 0 460 53.500 0.76 24.02 0 0 0| 0 7 0 0 480 27.000 0.54 22.01 0 0 0| 0 21 0 0 520 10.250 0.29 20.37 0 0 0| 0 46 0 0 560 3.000 0.12 19.68 0 0 0| 0 15 0 0 600 0.750 0.03 19.45 0 0 0| 0 0 0 0 640 Total 0 0 0| 0 89 0 0 Indicative a-t-m Vol 22.81 Underlying Price 522.000 Time to expiry: 203 Days Mar 11 94.000 0.83 26.99 0 0 0| 0 0 0 0 440 77.750 0.78 25.67 0 0 0| 0 0 0 0 460 62.750 0.72 24.61 0 0 0| 0 0 0 0 480 37.500 0.55 22.87 0 0 0| 0 0 0 0 520 17.750 20.000 0.37 21.74 17.750 S 17.750 S 0 0 1| 0 6 0 0 560 8.500 0.21 20.11 0 0 0| 0 39 0 0 600 3.750 0.11 20.29 0 0 0| 0 0 0 0 640 Total 0 0 1| 0 45 0 0 Total Calls 0 0 1| 0 221 0 0 | Equity Options 21:55 Business Day Fri 27 Aug 2010 Previous Business Day Thu 26 Aug 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 19.29 Underlying Price 522.000 Time to expiry: 21 Days Sep 10 CAB 0.00 24.78 0 0 0| 0 0 0 0 400 CAB 0.00 22.79 0 0 0| 0 36 0 0 440 CAB -0.01 21.60 0 0 0| 0 12 0 0 460 0.750 -0.06 22.36 0 0 0| 0 347 0 0 480 1.500 -0.11 21.50 0 0 0| 0 350 0 0 490 3.250 -0.20 21.70 0 0 0| 0 0 0 0 500 9.000 -0.46 19.45 0 0 0| 0 35 0 0 520 20.750 -0.77 17.85 0 0 0| 0 0 0 0 540 38.750 -0.93 19.29 0 0 0| 0 56 0 0 560 58.000 -1.00 2.00 0 0 0| 0 0 0 0 580 78.000 -1.00 2.00 0 0 0| 0 0 0 0 600 118.000 -1.00 2.00 0 0 0| 0 0 0 0 640 Total 0 0 0| 0 836 0 0 Indicative a-t-m Vol 21.80 Underlying Price 522.000 Time to expiry: 112 Days Dec 10 1.000 -0.03 27.04 0 0 0| 0 3 0 0 400 4.000 -0.10 26.13 0 0 0| 0 13 0 0 440 6.500 -0.16 24.97 0 0 0| 0 16 0 0 460 10.250 -0.24 23.68 0 0 0| 5 28 +5 0 480 23.750 -0.46 21.88 0 0 0| 0 22 0 0 520 47.250 -0.71 20.32 0 0 0| 0 2 0 0 560 80.000 -0.90 19.18 0 0 0| 0 0 0 0 600 118.250 -0.97 20.05 0 0 0| 0 0 0 0 640 Total 0 0 0| 5 84 +5 0 Indicative a-t-m Vol 22.53 Underlying Price 522.000 Time to expiry: 203 Days Mar 11 10.500 9.500 -0.16 26.13 10.500 S 10.500 S 0 0 1| 0 0 0 0 440 13.750 -0.22 25.49 0 0 0| 0 5 0 0 460 18.750 -0.28 24.48 0 0 0| 0 1 0 0 480 33.000 -0.45 22.58 0 0 0| 0 17 0 0 520 55.500 -0.63 21.49 0 0 0| 0 0 0 0 560 84.750 -0.80 20.28 0 0 0| 0 0 0 0 600 120.000 -0.91 19.87 0 0 0| 0 0 0 0 640 Total 0 0 1| 0 23 0 0 Total Puts 0 0 1| 5 943 +5 0 Grand Total 0 0 2| 270,005 271,164 +5 0 Equity Options 21:55 Business Day Fri 27 Aug 2010 Previous Business Day Thu 26 Aug 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 34.36 Underlying Price 93.300 Time to expiry: 21 Days Sep 10 21.250 1.00 37.08 0 0 0| 0 0 0 0 72 13.250 0.98 34.98 0 0 0| 0 0 0 0 80 6.500 0.76 38.63 0 0 0| 0 0 0 0 88 3.500 0.58 34.38 0 0 0| 0 0 0 0 92 1.750 0.36 34.34 0 0 0| 0 0 0 0 96 0.750 0.17 31.54 0 0 0| 0 0 0 0 100 CAB 0.01 28.29 0 0 0| 0 0 0 0 110 CAB 0.00 26.96 0 0 0| 0 243 0 0 120 CAB 0.00 26.07 0 0 0| 0 0 0 0 130 CAB 0.00 24.08 0 0 0| 0 78 0 0 140 CAB 0.00 29.12 0 0 0| 0 0 0 0 160 CAB 0.00 28.28 0 0 0| 0 0 0 0 200 Total 0 0 0| 0 321 0 0 Indicative a-t-m Vol 34.77 Underlying Price 93.300 Time to expiry: 112 Days Dec 10 33.500 0.97 52.92 0 0 0| 0 0 0 0 60 15.750 0.78 40.90 0 0 0| 0 0 0 0 80 10.000 0.64 37.17 0 0 0| 0 0 0 0 88 5.500 0.47 33.97 0 0 0| 0 0 0 0 96 4.000 0.38 32.98 0 0 0| 0 36 0 0 100 0.500 0.07 30.04 0 0 0| 0 23 0 0 120 CAB 0.01 29.86 0 0 0| 0 10 0 0 140 CAB 0.00 31.26 0 0 0| 0 10 0 0 160 CAB 0.00 36.49 0 0 0| 0 0 0 0 200 Total 0 0 0| 0 79 0 0 Indicative a-t-m Vol 34.71 Underlying Price 93.300 Time to expiry: 203 Days Mar 11 34.500 0.91 51.39 0 0 0| 0 0 0 0 60 17.750 0.75 39.18 0 0 0| 0 0 0 0 80 12.500 0.63 36.94 0 0 0| 0 0 0 0 88 8.000 0.50 33.97 0 0 0| 0 0 0 0 96 6.500 0.43 33.50 0 0 0| 0 10 0 0 100 1.500 0.16 30.64 0 0 0| 0 20 0 0 120 0.250 0.03 28.26 0 0 0| 0 0 0 0 140 CAB 0.00 26.00 0 0 0| 0 0 0 0 160 Total 0 0 0| 0 30 0 0 Total Calls 0 0 0| 0 430 0 0 | Equity Options 21:55 Business Day Fri 27 Aug 2010 Previous Business Day Thu 26 Aug 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 27.92 Underlying Price 93.300 Time to expiry: 21 Days Sep 10 CAB 0.00 36.47 0 0 0| 0 0 0 0 72 CAB -0.03 32.51 0 0 0| 0 0 0 0 80 1.000 -0.23 29.45 0 0 0| 0 0 0 0 88 2.250 -0.45 28.15 0 0 0| 0 0 0 0 92 4.500 -0.69 27.69 0 0 0| 0 0 0 0 96 7.750 -0.88 26.39 0 0 0| 0 10 0 0 100 17.500 -1.00 23.34 0 0 0| 0 0 0 0 110 27.500 -1.00 21.81 0 0 0| 0 85 0 0 120 37.500 -1.00 22.32 0 0 0| 0 0 0 0 130 47.500 -1.00 23.34 0 0 0| 0 29 0 0 140 67.500 -1.00 25.34 0 0 0| 0 0 0 0 160 107.500 -1.00 22.07 0 0 0| 0 0 0 0 200 Total 0 0 0| 0 124 0 0 Indicative a-t-m Vol 30.37 Underlying Price 93.300 Time to expiry: 112 Days Dec 10 0.250 -0.02 40.33 0 0 0| 0 0 0 0 60 2.250 -0.20 35.15 0 0 0| 0 100 0 0 80 4.500 -0.35 32.88 0 0 0| 0 0 0 0 88 8.000 -0.55 29.53 0 0 0| 0 3 0 0 96 10.500 -0.65 28.96 0 0 0| 0 166 0 0 100 27.500 -0.97 25.15 0 0 0| 0 47 0 0 120 47.500 -1.00 23.77 0 0 0| 0 0 0 0 140 67.500 -1.00 24.80 0 0 0| 0 0 0 0 160 107.500 -1.00 28.92 0 0 0| 0 0 0 0 200 Total 0 0 0| 0 316 0 0 Indicative a-t-m Vol 31.73 Underlying Price 93.300 Time to expiry: 203 Days Mar 11 1.500 -0.08 49.31 0 0 0| 0 0 0 0 60 4.000 -0.24 35.50 0 0 0| 0 0 0 0 80 6.500 -0.37 33.09 0 0 0| 0 0 0 0 88 10.500 -0.51 31.27 0 0 0| 0 0 0 0 96 12.750 -0.59 30.29 0 0 0| 0 15 0 0 100 28.000 -0.90 26.07 0 0 0| 0 33 0 0 120 47.500 -1.00 24.99 0 0 0| 0 0 0 0 140 67.500 -1.00 25.03 0 0 0| 0 0 0 0 160 Total 0 0 0| 0 48 0 0 Total Puts 0 0 0| 0 488 0 0 Grand Total 0 0 0| 290,000 290,918 0 0 Equity Options 21:55 Business Day Fri 27 Aug 2010 Previous Business Day Thu 26 Aug 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 38.21 Underlying Price 3223.500 Time to expiry: 21 Days Sep 10 1227.000 0.99 88.21 0 0 0| 0 0 0 0 2000 829.000 0.98 62.64 0 0 0| 0 0 0 0 2400 630.500 0.96 50.70 0 0 0| 0 0 0 0 2600 442.000 0.90 46.06 0 0 0| 0 15 0 0 2800 354.000 0.85 44.43 0 0 0| 0 10 0 0 2900 269.000 0.78 41.36 0 0 0| 6 240 +6 0 3000 194.500 0.68 39.64 0 0 0| 5 190 -2 0 3100 112.000 134.000 0.55 38.44 114.500 111.000 0 0 45| 25 1,078 +15 0 3200 86.000 0.42 37.51 0 0 0| 12 104 +10 0 3300 42.000 50.000 0.29 36.30 42.000 42.000 0 0 1| 22 642 +11 0 3400 22.500 28.500 0.19 36.04 22.500 22.500 0 0 29| 61 1,886 -1 0 3500 14.000 15.500 0.11 36.07 14.000 13.000 0 0 11| 150 2,429 -88 0 3600 7.500 0.06 35.64 0 0 0| 0 437 0 0 3700 4.000 0.04 36.76 0 0 0| 0 1,065 0 0 3800 3.000 0.03 39.09 0 0 0| 0 91 0 0 3900 1.000 0.01 38.23 0 0 0| 0 156 0 0 4000 0.500 0.00 40.83 0 0 0| 0 20 0 0 4200 0.500 0.00 45.07 0 0 0| 0 1,195 0 0 4400 CAB 0.00 46.58 0 0 0| 0 746 0 0 4800 Total 0 0 86| 281 10,304 -49 0 Indicative a-t-m Vol 38.96 Underlying Price 3223.500 Time to expiry: 49 Days Oct 10 653.500 0.91 47.91 0 0 0| 0 0 0 0 2600 480.000 0.83 44.61 0 0 0| 5 5 +5 0 2800 400.000 0.77 43.22 0 0 0| 0 0 0 0 2900 326.000 0.71 41.79 0 0 0| 0 5 0 0 3000 259.000 0.63 40.44 0 0 0| 0 25 0 0 3100 199.000 0.55 39.12 0 0 0| 9 64 +5 0 3200 150.500 0.47 38.46 0 0 0| 2 59 +2 0 3300 109.500 0.38 37.52 0 0 0| 0 167 -1 0 3400 77.000 0.30 36.85 0 0 0| 0 13 0 0 3500 53.000 54.000 0.23 36.52 55.000 53.000 0 0 105| 0 61 0 0 3600 24.000 0.12 35.71 0 0 0| 0 6 0 0 3800 9.500 0.06 35.09 0 0 0| 0 61 0 0 4000 Total 0 0 105| 16 466 +11 0 Indicative a-t-m Vol 39.78 Underlying Price 3223.500 Time to expiry: 84 Days Nov 10 688.500 0.86 47.28 0 0 0| 0 0 0 0 2600 528.500 0.78 45.07 0 0 0| 0 0 0 0 2800 382.500 0.68 42.14 0 0 0| 0 0 0 0 3000 318.500 0.62 41.06 0 0 0| 0 0 0 0 3100 261.500 0.56 40.00 0 0 0| 0 0 0 0 3200 211.500 0.49 39.07 0 0 0| 0 2 0 0 3300 149.500 167.500 0.43 38.20 149.500 149.500 0 0 1| 0 13 0 0 3400 87.500 101.000 0.30 37.06 87.500 S 87.500 S 0 0 1| 0 2 0 0 3600 Equity Options 21:55 Business Day Fri 27 Aug 2010 Previous Business Day Thu 26 Aug 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 | 57.500 0.20 36.10 0 0 0| 0 0 0 0 3800 Total 0 0 2| 0 17 0 0 Indicative a-t-m Vol 39.69 Underlying Price 3223.500 Time to expiry: 112 Days Dec 10 1742.000 0.99 59.60 0 0 0| 0 0 0 0 1487 1580.000 0.99 57.28 0 0 0| 0 0 0 0 1652 1258.500 0.97 51.84 0 0 0| 0 5 0 0 1983 953.000 0.92 48.34 0 0 0| 0 185 0 0 2313 676.500 0.82 45.81 0 0 0| 0 20 0 0 2644 558.000 0.76 44.34 0 0 0| 1 357 0 0 2800 417.000 0.67 41.63 0 0 0| 0 1,560 0 0 3000 298.500 0.56 39.79 0 0 0| 0 1,978 0 0 3200 209.500 0.45 39.00 0 0 0| 0 2,345 0 0 3400 139.000 0.34 37.91 0 0 0| 5 4,188 0 0 3600 89.000 0.25 37.24 0 0 0| 0 3,782 0 0 3800 56.000 0.17 36.71 0 0 0| 0 772 0 0 4000 32.000 0.11 35.74 0 0 0| 5 20 0 0 4200 19.500 0.07 35.80 0 0 0| 0 27 0 0 4400 4.000 0.02 33.26 0 0 0| 0 114 0 0 4800 Total 0 0 0| 11 15,353 0 0 Indicative a-t-m Vol 40.24 Underlying Price 3223.500 Time to expiry: 203 Days Mar 11 936.500 0.85 48.15 0 0 0| 0 7 0 0 2400 780.500 0.80 46.07 0 0 0| 0 52 0 0 2600 637.500 0.73 44.12 0 0 0| 0 22 0 0 2800 506.000 0.66 42.07 0 0 0| 0 12 0 0 3000 392.500 0.57 40.39 0 0 0| 0 69 0 0 3200 299.000 0.49 39.16 0 0 0| 0 700 0 0 3400 222.500 0.40 38.11 0 0 0| 0 255 0 0 3600 161.000 0.32 37.10 0 0 0| 0 34 0 0 3800 114.000 0.25 36.31 0 0 0| 0 19 0 0 4000 55.000 0.14 35.26 0 0 0| 0 6 0 0 4400 25.000 0.08 34.50 0 0 0| 0 14 0 0 4800 Total 0 0 0| 0 1,190 0 0 Indicative a-t-m Vol 40.20 Underlying Price 3223.500 Time to expiry: 294 Days Jun 11 1657.000 0.96 55.08 0 0 0| 0 0 0 0 1600 1477.000 0.94 53.17 0 0 0| 0 0 0 0 1800 1302.500 0.91 50.92 0 0 0| 0 5 0 0 2000 979.000 0.82 46.78 0 0 0| 0 5 0 0 2400 831.000 0.77 44.85 0 0 0| 0 50 0 0 2600 692.500 0.71 42.82 0 0 0| 0 15 0 0 2800 570.000 0.65 41.34 0 0 0| 0 433 0 0 3000 465.000 0.58 40.36 0 0 0| 0 175 0 0 3200 370.500 0.51 39.05 0 0 0| 0 0 0 0 3400 292.500 0.44 38.04 0 0 0| 0 5 0 0 3600 178.500 0.31 36.78 0 0 0| 0 5 0 0 4000 99.500 0.20 35.37 0 0 0| 0 3 0 0 4400 Equity Options 21:55 Business Day Fri 27 Aug 2010 Previous Business Day Thu 26 Aug 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 | 55.000 0.13 34.46 0 0 0| 0 0 0 0 4800 31.500 0.08 34.37 0 0 0| 0 0 0 0 5200 Total 0 0 0| 0 696 0 0 Indicative a-t-m Vol 44.71 Underlying Price 3223.500 Time to expiry: 476 Days Dec 11 1711.500 0.92 59.61 0 0 0| 0 0 0 0 1600 1549.000 0.90 57.10 0 0 0| 0 0 0 0 1800 1384.500 0.87 53.80 0 0 0| 0 0 0 0 2000 1137.500 0.81 48.93 0 0 0| 0 0 0 0 2313 1076.000 0.79 48.03 0 0 0| 0 0 0 0 2400 847.500 0.70 47.23 0 0 0| 0 5 0 0 2800 639.500 0.60 44.86 0 0 0| 0 400 0 0 3200 464.000 0.50 42.35 0 0 0| 0 1,000 0 0 3600 332.500 0.40 40.76 0 0 0| 0 100 0 0 4000 225.500 0.31 38.88 0 0 0| 0 1,000 0 0 4400 153.000 0.23 37.78 0 0 0| 0 0 0 0 4800 Total 0 0 0| 0 2,505 0 0 Indicative a-t-m Vol 45.11 Underlying Price 3223.500 Time to expiry: 658 Days Jun 12 1194.000 0.78 51.76 0 0 0| 0 0 0 0 2400 949.500 0.70 48.00 0 0 0| 0 0 0 0 2800 742.000 0.62 45.14 0 0 0| 0 0 0 0 3200 599.500 0.54 44.72 0 0 0| 0 0 0 0 3600 459.000 0.46 42.87 0 0 0| 0 0 0 0 4000 361.000 0.39 42.28 0 0 0| 0 0 0 0 4400 Total 0 0 0| 0 0 0 0 Indicative a-t-m Vol 46.41 Underlying Price 3223.500 Time to expiry: 847 Days Dec 12 1264.500 0.78 51.61 0 0 0| 0 0 0 0 2400 1055.000 0.71 49.52 0 0 0| 0 1 0 0 2800 850.500 0.64 46.48 0 0 0| 0 0 0 0 3200 698.500 0.57 45.26 0 0 0| 0 505 0 0 3600 560.500 0.50 43.64 0 0 0| 0 0 0 0 4000 380.000 0.38 42.42 0 0 0| 0 0 0 0 4800 Total 0 0 0| 0 506 0 0 Total Calls 0 0 193| 308 31,037 -38 0 | Equity Options 21:55 Business Day Fri 27 Aug 2010 Previous Business Day Thu 26 Aug 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 38.01 Underlying Price 3223.500 Time to expiry: 21 Days Sep 10 CAB 0.00 62.00 0 0 0| 0 153 0 0 2000 3.500 -0.02 60.41 0 0 0| 0 395 0 0 2400 7.500 -0.04 52.58 0 0 0| 0 324 0 0 2600 17.500 -0.10 46.51 0 0 0| 10 948 +1 0 2800 28.000 -0.15 43.88 0 0 0| 0 306 -2 0 2900 62.000 45.000 -0.22 41.55 62.000 62.000 0 0 12| 24 2,243 +10 0 3000 82.000 70.500 -0.32 39.80 82.000 77.000 0 0 4| 2 135 0 0 3100 131.500 108.500 -0.45 38.27 138.500 131.500 0 0 55| 80 1,197 -430 0 3200 160.500 -0.58 37.17 0 0 0| 0 491 0 0 3300 224.500 -0.71 35.93 0 0 0| 0 311 0 0 3400 307.500 -0.80 37.58 0 0 0| 0 48 0 0 3500 436.000 392.000 -0.88 37.00 436.000 436.000 0 0 1| 0 89 0 0 3600 483.500 -0.94 36.22 0 0 0| 0 21 0 0 3700 580.500 -0.96 37.60 0 0 0| 0 438 0 0 3800 677.500 -0.98 36.57 0 0 0| 0 0 0 0 3900 777.000 -0.99 38.03 0 0 0| 0 20 0 0 4000 976.500 -1.00 42.31 0 0 0| 0 0 0 0 4200 1176.500 -1.00 48.28 0 0 0| 0 2 0 0 4400 1577.000 -0.99 65.29 0 0 0| 0 5 0 0 4800 Total 0 0 72| 116 7,126 -421 0 Indicative a-t-m Vol 38.87 Underlying Price 3223.500 Time to expiry: 49 Days Oct 10 33.000 28.500 -0.10 48.55 33.000 33.000 0 0 2| 0 25 0 0 2600 55.500 -0.18 45.21 0 0 0| 0 18 0 0 2800 75.500 -0.23 43.74 0 0 0| 0 1 0 0 2900 100.000 -0.29 41.89 0 0 0| 131 390 +121 0 3000 134.500 -0.37 40.92 0 0 0| 20 30 +5 0 3100 198.000 173.000 -0.45 39.17 198.000 198.000 0 0 10| 7 762 +5 0 3200 221.500 -0.54 37.89 0 0 0| 0 274 0 0 3300 282.500 -0.62 37.48 0 0 0| 0 250 0 0 3400 355.000 -0.70 37.90 0 0 0| 0 0 0 0 3500 430.000 -0.77 37.19 0 0 0| 0 6 0 0 3600 598.500 -0.88 36.14 0 0 0| 0 15 0 0 3800 785.000 -0.94 36.22 0 0 0| 0 0 0 0 4000 Total 0 0 12| 158 1,771 +131 0 Indicative a-t-m Vol 39.73 Underlying Price 3223.500 Time to expiry: 84 Days Nov 10 68.500 60.500 -0.14 47.26 68.500 S 68.500 S 0 0 1| 0 0 0 0 2600 100.000 -0.22 44.99 0 0 0| 0 0 0 0 2800 154.000 -0.32 42.12 0 0 0| 0 7 0 0 3000 190.000 -0.38 41.10 0 0 0| 0 0 0 0 3100 233.000 -0.44 39.98 0 0 0| 0 0 0 0 3200 282.000 -0.51 38.94 0 0 0| 0 0 0 0 3300 367.000 339.000 -0.58 38.20 367.000 367.000 0 0 1| 0 0 0 0 3400 473.500 -0.70 37.37 0 0 0| 0 0 0 0 3600 632.500 -0.80 36.94 0 0 0| 0 0 0 0 3800 Equity Options 21:55 Business Day Fri 27 Aug 2010 Previous Business Day Thu 26 Aug 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 | Total 0 0 2| 0 7 0 0 Indicative a-t-m Vol 39.85 Underlying Price 3223.500 Time to expiry: 112 Days Dec 10 5.500 -0.01 67.17 0 0 0| 0 955 0 0 1487 9.000 8.500 -0.02 62.99 9.000 9.000 0 0 3| 0 23 0 0 1652 19.000 -0.04 55.67 0 0 0| 0 280 0 0 1983 44.000 -0.09 50.73 0 0 0| 10 861 0 0 2313 93.500 -0.18 46.29 0 0 0| 0 1,219 0 0 2644 129.000 -0.24 44.42 0 0 0| 0 2,334 0 0 2800 192.000 -0.33 42.41 0 0 0| 0 2,558 0 0 3000 270.000 -0.44 40.06 0 0 0| 0 1,782 0 0 3200 374.500 -0.55 38.33 0 0 0| 0 676 0 0 3400 503.500 -0.66 37.18 0 0 0| 0 1,781 0 0 3600 652.500 -0.76 36.16 0 0 0| 0 1,511 0 0 3800 824.000 -0.83 36.42 0 0 0| 0 16 0 0 4000 996.000 -0.91 33.94 0 0 0| 0 0 0 0 4200 1188.000 -0.94 35.11 0 0 0| 0 2 0 0 4400 1579.500 -0.98 36.56 0 0 0| 0 5 0 0 4800 Total 0 0 3| 10 14,003 0 0 Indicative a-t-m Vol 40.15 Underlying Price 3223.500 Time to expiry: 203 Days Mar 11 115.500 -0.16 47.87 0 0 0| 0 21 0 0 2400 166.000 161.500 -0.22 45.82 166.000 166.000 0 0 5| 20 40 +15 0 2600 216.500 -0.28 43.53 0 0 0| 15 290 0 0 2800 290.000 -0.36 41.83 0 0 0| 15 769 +10 0 3000 379.000 -0.44 40.29 0 0 0| 0 682 0 0 3200 487.000 -0.52 39.09 0 0 0| 0 606 0 0 3400 611.500 -0.61 38.04 0 0 0| 0 6 0 0 3600 748.500 -0.69 36.75 0 0 0| 0 6 0 0 3800 903.000 -0.76 36.02 0 0 0| 0 10 0 0 4000 1242.000 -0.87 34.49 0 0 0| 0 5 0 0 4400 1612.500 -0.93 33.80 0 0 0| 0 2 0 0 4800 Total 0 0 5| 50 2,437 +25 0 Indicative a-t-m Vol 39.98 Underlying Price 3223.500 Time to expiry: 294 Days Jun 11 42.000 -0.05 56.06 0 0 0| 0 0 0 0 1600 61.000 -0.07 53.20 0 0 0| 0 2 0 0 1800 86.500 -0.10 50.60 0 0 0| 0 36 0 0 2000 164.000 -0.18 46.45 0 0 0| 3 34 -3 0 2400 212.500 -0.23 44.03 0 0 0| 0 10 0 0 2600 277.500 -0.29 42.45 0 0 0| 0 328 0 0 2800 355.500 -0.36 41.08 0 0 0| 0 975 0 0 3000 451.000 -0.43 40.14 0 0 0| 0 202 0 0 3200 555.500 -0.50 38.78 0 0 0| 0 0 0 0 3400 677.000 -0.57 37.77 0 0 0| 0 2 0 0 3600 965.500 -0.69 36.79 0 0 0| 0 0 0 0 4000 1283.500 -0.81 35.04 0 0 0| 0 0 0 0 4400 1638.500 -0.88 34.03 0 0 0| 0 0 0 0 4800 2017.500 -0.92 34.55 0 0 0| 0 0 0 0 5200 Equity Options 21:55 Business Day Fri 27 Aug 2010 Previous Business Day Thu 26 Aug 2010 Page 14 Puts | Block | Opening Settle Delta Vola- Daily Trade Bclear Total | Official **Open Change Exer- Exer Trans Price tility High Low Volume Volume*** Volume | Volume Int cises Price | Total 0 0 0| 3 1,589 -3 0 Indicative a-t-m Vol 42.65 Underlying Price 3223.500 Time to expiry: 476 Days Dec 11 85.000 -0.07 53.34 0 0 0| 0 0 0 0 1600 123.500 -0.10 52.21 0 0 0| 0 0 0 0 1800 168.000 -0.14 50.85 0 0 0| 0 0 0 0 2000 259.500 -0.20 49.07 0 0 0| 0 20 0 0 2313 286.000 -0.21 48.24 0 0 0| 0 0 0 0 2400 426.000 -0.30 44.98 0 0 0| 0 10 0 0 2800 613.500 -0.41 42.71 0 0 0| 0 700 0 0 3200 856.500 -0.51 41.75 0 0 0| 0 0 0 0 3600 1121.500 -0.61 40.08 0 0 0| 0 100 0 0 4000 1418.000 -0.70 38.64 0 0 0| 0 0 0 0 4400 1737.000 -0.78 37.00 0 0 0| 0 0 0 0 4800 Total 0 0 0| 0 830 0 0 Indicative a-t-m Vol 45.06 Underlying Price 3223.500 Time to expiry: 658 Days Jun 12 413.000 -0.23 51.31 0 0 0| 0 0 0 0 2400 565.500 -0.30 47.70 0 0 0| 0 0 0 0 2800 756.500 -0.38 45.09 0 0 0| 0 0 0 0 3200 1007.500 -0.46 44.59 0 0 0| 0 0 0 0 3600 1258.500 -0.55 42.59 0 0 0| 0 0 0 0 4000 1557.500 -0.62 42.19 0 0 0| 0 0 0 0 4400 Total 0 0 0| 0 0 0 0 Indicative a-t-m Vol 46.30 Underlying Price 3223.500 Time to expiry: 847 Days Dec 12 508.500 -0.23 51.95 0 0 0| 0 0 0 0 2400 686.000 -0.29 49.52 0 0 0| 0 50 0 0 2800 871.500 -0.37 46.38 0 0 0| 0 0 0 0 3200 1109.000 -0.44 45.08 0 0 0| 0 505 0 0 3600 1365.500 -0.51 43.70 0 0 0| 0 0 0 0 4000 1960.000 -0.63 42.13 0 0 0| 0 0 0 0 4800 Total 0 0 0| 0 555 0 0 Total Puts 0 0 94| 337 28,318 -268 0 Grand Total 0 0 287| 1,030,645 1,089,355 -306 0 Equity Options 21:55 Business Day Fri 27 Aug 2010 Previous Business Day Thu 26 Aug 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 25.97 Underlying Price 555.500 Time to expiry: 21 Days Sep 10 116.750 0.97 54.31 0 0 0| 0 0 0 0 440 97.250 0.95 49.56 0 0 0| 0 0 0 0 460 77.750 0.92 43.21 0 0 0| 0 33 0 0 480 40.250 0.82 31.38 0 0 0| 0 295 0 0 520 24.250 0.67 28.09 0 0 0| 0 10 0 0 540 12.000 0.46 25.44 0 0 0| 0 81 0 0 560 5.000 0.25 24.98 0 0 0| 0 265 0 0 580 1.750 0.11 24.92 0 0 0| 0 491 0 0 600 0.750 0.05 26.80 0 0 0| 0 16 0 0 620 0.500 0.04 31.31 0 0 0| 0 182 0 0 640 0.250 0.01 37.11 0 0 0| 0 49 0 0 680 CAB 0.01 41.02 0 0 0| 0 7 0 0 720 Total 0 0 0| 0 1,429 0 0 Indicative a-t-m Vol 26.59 Underlying Price 555.500 Time to expiry: 112 Days Dec 10 84.500 0.83 32.38 0 0 0| 0 21 0 0 480 53.250 0.69 29.10 0 0 0| 0 1 0 0 520 28.500 0.50 26.31 0 0 0| 0 165 0 0 560 13.250 0.30 24.92 0 0 0| 0 126 0 0 600 5.500 0.15 24.46 0 0 0| 0 34 0 0 640 2.250 0.07 24.65 0 0 0| 0 69 0 0 680 1.500 0.04 27.22 0 0 0| 0 16 0 0 720 Total 0 0 0| 0 432 0 0 Indicative a-t-m Vol 26.56 Underlying Price 555.500 Time to expiry: 203 Days Mar 11 91.750 0.77 30.87 0 0 0| 0 0 0 0 480 63.250 0.65 28.49 0 0 0| 0 0 0 0 520 39.750 0.51 26.35 0 0 0| 0 13 0 0 560 24.250 0.37 25.74 0 0 0| 0 7 0 0 600 13.250 0.24 24.91 0 0 0| 0 10 0 0 640 4.250 0.09 25.19 0 0 0| 0 1 0 0 720 Total 0 0 0| 0 31 0 0 Total Calls 0 0 0| 0 1,892 0 0 | Equity Options 21:55 Business Day Fri 27 Aug 2010 Previous Business Day Thu 26 Aug 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 24.49 Underlying Price 555.500 Time to expiry: 21 Days Sep 10 0.750 -0.03 52.57 0 0 0| 0 359 0 0 440 1.250 -0.04 46.98 0 0 0| 0 250 0 0 460 1.750 -0.06 40.72 0 0 0| 0 203 0 0 480 4.500 4.000 -0.18 30.35 4.500 S 4.500 S 0 0 3| 0 100 0 0 520 8.250 -0.32 27.53 0 0 0| 0 5 0 0 540 15.250 -0.54 23.73 0 0 0| 0 129 0 0 560 31.000 29.250 -0.75 24.75 31.000 31.000 0 0 1| 0 251 0 0 580 48.000 46.000 -0.89 24.90 48.000 S 48.000 S 0 0 3| 0 94 0 0 600 64.750 -0.97 23.51 0 0 0| 0 0 0 0 620 84.500 -0.99 26.57 0 0 0| 0 0 0 0 640 124.500 -0.99 33.74 0 0 0| 0 0 0 0 680 164.750 -0.99 45.85 0 0 0| 0 0 0 0 720 Total 0 0 7| 0 1,391 0 0 Indicative a-t-m Vol 26.81 Underlying Price 555.500 Time to expiry: 112 Days Dec 10 11.500 -0.19 32.02 0 0 0| 0 84 0 0 480 21.500 -0.33 29.22 0 0 0| 0 35 0 0 520 37.500 -0.52 26.55 0 0 0| 0 52 0 0 560 61.250 -0.72 24.01 0 0 0| 0 66 0 0 600 94.000 -0.86 23.48 0 0 0| 0 15 0 0 640 132.000 -0.92 25.90 0 0 0| 0 0 0 0 680 170.750 -0.96 27.24 0 0 0| 0 0 0 0 720 Total 0 0 0| 0 252 0 0 Indicative a-t-m Vol 26.79 Underlying Price 555.500 Time to expiry: 203 Days Mar 11 20.500 -0.24 31.54 0 0 0| 0 33 0 0 480 31.000 -0.35 28.27 0 0 0| 0 60 0 0 520 48.250 -0.49 26.63 0 0 0| 0 53 0 0 560 71.000 -0.64 24.95 0 0 0| 0 11 0 0 600 100.500 -0.77 24.08 0 0 0| 0 0 0 0 640 172.750 -0.91 25.61 0 0 0| 0 0 0 0 720 Total 0 0 0| 0 157 0 0 Total Puts 0 0 7| 0 1,800 0 0 Grand Total 0 0 7| 250,000 253,692 0 0 Equity Options 21:55 Business Day Fri 27 Aug 2010 Previous Business Day Thu 26 Aug 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 41.82 Underlying Price 43.500 Time to expiry: 21 Days Sep 10 27.500 1.00 85.53 0 0 0| 0 0 0 0 16 19.500 1.00 88.27 0 0 0| 0 0 0 0 24 15.500 0.99 85.48 0 0 0| 0 0 0 0 28 11.750 0.95 79.22 0 0 0| 0 25 0 0 32 8.000 0.89 68.99 0 0 0| 0 160 0 0 36 6.250 0.83 63.66 0 0 0| 0 0 0 0 38 4.500 0.75 56.88 0 0 0| 0 269 0 0 40 2.000 2.750 0.65 42.43 2.000 2.000 0 0 25| 0 57 0 0 42 1.500 0.48 41.82 0 0 0| 0 317 0 0 44 1.000 0.32 42.43 0 0 0| 0 40 0 0 46 0.250 0.17 40.02 0 0 0| 0 11,467 0 0 48 CAB 0.04 39.42 0 0 0| 0 3,610 0 0 52 CAB 0.01 41.60 0 0 0| 0 17,800 0 0 56 CAB 0.00 45.73 0 0 0| 0 1,068 0 0 60 CAB 0.00 48.92 0 0 0| 0 15,000 0 0 64 CAB 0.00 54.89 0 0 0| 0 0 0 0 72 CAB 0.00 60.60 0 0 0| 0 0 0 0 80 Total 0 0 25| 0 49,813 0 0 Indicative a-t-m Vol 47.36 Underlying Price 43.500 Time to expiry: 49 Days Oct 10 12.000 0.92 63.40 0 0 0| 0 0 0 0 32 8.500 0.84 59.10 0 0 0| 0 0 0 0 36 5.250 0.70 52.29 0 0 0| 0 0 0 0 40 4.000 0.61 49.89 0 0 0| 0 0 0 0 42 2.750 0.51 47.36 0 0 0| 0 0 0 0 44 2.000 0.41 48.01 0 0 0| 0 15 0 0 46 1.000 0.27 39.06 0 0 0| 0 1,163 0 0 48 0.500 0.14 41.73 0 0 0| 0 0 0 0 52 CAB 0.05 39.31 0 0 0| 0 0 0 0 56 CAB 0.00 37.07 0 0 0| 0 0 0 0 64 CAB 0.00 46.66 0 0 0| 0 0 0 0 72 Total 0 0 0| 0 1,178 0 0 Indicative a-t-m Vol 45.98 Underlying Price 43.500 Time to expiry: 84 Days Nov 10 12.500 0.88 62.48 0 0 0| 0 0 0 0 32 9.000 0.80 56.49 0 0 0| 0 0 0 0 36 6.000 0.68 50.88 0 0 0| 0 0 0 0 40 5.000 0.61 49.21 0 0 0| 0 0 0 0 42 3.750 0.53 45.98 0 0 0| 0 0 0 0 44 2.750 0.45 45.33 0 0 0| 0 0 0 0 46 2.000 2.000 0.37 44.26 2.000 2.000 0 0 22| 0 0 0 0 48 0.500 0.12 40.51 0 0 0| 0 0 0 0 56 0.250 0.05 46.53 0 0 0| 0 0 0 0 64 Total 0 0 22| 0 0 0 0 Indicative a-t-m Vol 48.12 Underlying Price 43.500 Time to expiry: 112 Days Dec 10 Equity Options 21:55 Business Day Fri 27 Aug 2010 Previous Business Day Thu 26 Aug 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 | 35.500 1.00 79.47 0 0 0| 0 0 0 0 8 27.500 0.99 78.00 0 0 0| 0 100 0 0 16 20.000 0.95 76.20 0 0 0| 0 240 0 0 24 16.250 0.92 66.61 0 0 0| 0 0 0 0 28 12.750 0.86 60.57 0 0 0| 0 430 0 0 32 9.750 0.77 58.36 0 0 0| 0 60 0 0 36 6.750 0.67 51.53 0 0 0| 0 1,794 0 0 40 4.500 0.54 48.12 0 0 0| 0 9,130 0 0 44 2.500 0.39 44.22 0 0 0| 0 11,642 0 0 48 0.750 0.16 40.27 0 0 0| 0 4,616 0 0 56 0.500 0.09 40.42 0 0 0| 0 3,309 0 0 60 0.250 0.05 39.91 0 0 0| 0 2,410 0 0 64 CAB 0.02 39.82 0 0 0| 0 850 0 0 72 CAB 0.01 41.35 0 0 0| 0 706 0 0 80 CAB 0.00 41.59 0 0 0| 0 10 0 0 88 CAB 0.00 39.61 0 0 0| 0 246 0 0 96 CAB 0.00 39.11 0 0 0| 0 0 0 0 100 CAB 0.00 38.12 0 0 0| 0 0 0 0 120 CAB 0.00 39.15 0 0 0| 0 0 0 0 140 CAB 0.00 41.06 0 0 0| 0 0 0 0 160 CAB 0.00 41.06 0 0 0| 0 0 0 0 180 CAB 0.00 41.06 0 0 0| 0 0 0 0 200 CAB 0.00 41.06 0 0 0| 0 0 0 0 220 CAB 0.00 41.06 0 0 0| 0 109 0 0 240 CAB 0.00 41.06 0 0 0| 0 721 0 0 275 CAB 0.00 41.06 0 0 0| 0 2,019 0 0 309 CAB 0.00 41.06 0 0 0| 0 1,650 0 0 343 CAB 0.00 41.06 0 0 0| 0 2,074 0 0 450 Total 0 0 0| 0 42,116 0 0 Indicative a-t-m Vol 48.26 Underlying Price 43.500 Time to expiry: 203 Days Mar 11 13.750 0.83 58.07 0 0 0| 0 10 0 0 32 11.000 0.75 55.15 0 0 0| 0 0 0 0 36 8.250 0.66 51.60 0 0 0| 0 250 0 0 40 6.000 0.56 48.26 0 0 0| 0 0 0 0 44 4.250 0.46 45.16 0 0 0| 2 1,049 +2 0 48 1.750 0.25 39.93 0 0 0| 0 75 0 0 56 1.000 0.17 38.46 0 0 0| 0 2,107 0 0 60 0.500 0.10 36.74 0 0 0| 0 31 0 0 64 CAB 0.02 38.07 0 0 0| 0 0 0 0 80 Total 0 0 0| 2 3,522 +2 0 Indicative a-t-m Vol 46.37 Underlying Price 43.500 Time to expiry: 294 Days Jun 11 21.000 0.91 62.96 0 0 0| 0 0 0 0 24 14.500 0.81 54.33 0 0 0| 0 5,250 0 0 32 11.750 0.74 51.27 0 0 0| 0 0 0 0 36 9.250 0.67 48.92 0 0 0| 0 0 0 0 40 7.000 0.58 46.37 0 0 0| 0 50 0 0 44 Equity Options 21:55 Business Day Fri 27 Aug 2010 Previous Business Day Thu 26 Aug 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 | 5.250 0.49 44.38 0 0 0| 8 1,180 +8 0 48 2.750 0.32 41.47 0 0 0| 0 34 0 0 56 2.000 0.25 40.41 0 0 0| 0 1,150 0 0 60 1.250 0.18 39.00 0 0 0| 0 0 0 0 64 0.250 0.04 35.09 0 0 0| 0 125 0 0 80 Total 0 0 0| 8 7,789 +8 0 Indicative a-t-m Vol 46.33 Underlying Price 43.500 Time to expiry: 476 Days Dec 11 35.750 1.00 67.11 0 0 0| 0 0 0 0 8 28.500 0.95 68.85 0 0 0| 0 100 0 0 16 22.000 0.89 58.79 0 0 0| 0 0 0 0 24 16.250 0.80 53.92 0 0 0| 0 2,010 0 0 32 11.250 0.68 48.70 0 0 0| 0 664 0 0 40 7.250 0.53 43.96 0 0 0| 0 5,111 0 0 48 3.500 0.33 40.29 0 0 0| 20 620 +20 0 60 0.750 0.11 36.59 0 0 0| 0 2,155 0 0 80 Total 0 0 0| 20 10,660 +20 0 Indicative a-t-m Vol 51.40 Underlying Price 43.500 Time to expiry: 658 Days Jun 12 17.500 0.79 53.60 0 0 0| 0 0 0 0 32 13.250 0.69 50.43 0 0 0| 0 0 0 0 40 10.750 0.60 52.38 0 0 0| 0 0 0 0 48 6.250 0.43 46.51 0 0 0| 0 0 0 0 60 Total 0 0 0| 0 0 0 0 Indicative a-t-m Vol 50.03 Underlying Price 43.500 Time to expiry: 847 Days Dec 12 24.000 0.88 58.41 0 0 0| 0 0 0 0 24 19.000 0.80 53.42 0 0 0| 0 0 0 0 32 15.000 0.71 51.16 0 0 0| 0 0 0 0 40 11.750 0.61 48.89 0 0 0| 0 0 0 0 48 8.000 0.48 46.87 0 0 0| 0 0 0 0 60 5.750 0.36 50.81 0 0 0| 0 0 0 0 80 Total 0 0 0| 0 0 0 0 Total Calls 0 0 47| 30 115,078 +30 0 | Equity Options 21:55 Business Day Fri 27 Aug 2010 Previous Business Day Thu 26 Aug 2010 Page 20 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 41.82 Underlying Price 43.500 Time to expiry: 21 Days Sep 10 CAB 0.00 85.53 0 0 0| 0 0 0 0 16 CAB 0.00 88.27 0 0 0| 0 293 0 0 24 CAB -0.01 85.48 0 0 0| 0 258 0 0 28 0.250 -0.05 79.22 0 0 0| 0 1,111 0 0 32 0.500 -0.11 68.99 0 0 0| 0 158 0 0 36 0.750 -0.17 63.66 0 0 0| 0 100 0 0 38 1.000 -0.25 56.88 0 0 0| 0 860 0 0 40 1.000 -0.35 42.43 0 0 0| 0 652 0 0 42 2.000 -0.52 41.82 0 0 0| 0 867 0 0 44 3.250 -0.68 42.43 0 0 0| 0 76 0 0 46 5.250 4.750 -0.83 40.02 5.250 5.250 0 0 5| 0 290 0 0 48 8.500 -0.97 39.42 0 0 0| 0 17 0 0 52 12.750 12.500 -0.99 41.60 12.750 S 12.750 S 0 0 5| 3 971 -3 0 56 16.500 -1.00 45.73 0 0 0| 3 56 0 0 60 20.500 -1.00 48.92 0 0 0| 0 0 0 0 64 28.500 -1.00 54.89 0 0 0| 0 0 0 0 72 36.500 -1.00 60.60 0 0 0| 0 0 0 0 80 Total 0 0 10| 6 5,709 -3 0 Indicative a-t-m Vol 47.36 Underlying Price 43.500 Time to expiry: 49 Days Oct 10 0.500 -0.08 64.46 0 0 0| 0 0 0 0 32 1.000 -0.16 59.10 0 0 0| 0 0 0 0 36 1.750 -0.30 52.29 0 0 0| 0 100 0 0 40 2.500 -0.39 49.89 0 0 0| 0 0 0 0 42 3.250 -0.49 47.36 0 0 0| 0 306 0 0 44 4.500 -0.59 48.01 0 0 0| 0 231 0 0 46 5.500 -0.73 39.06 0 0 0| 0 146 0 0 48 9.000 -0.86 41.73 0 0 0| 0 0 0 0 52 12.500 -0.95 39.31 0 0 0| 0 40 0 0 56 20.500 -1.00 33.61 0 0 0| 0 0 0 0 64 28.500 -1.00 39.48 0 0 0| 0 0 0 0 72 Total 0 0 0| 0 823 0 0 Indicative a-t-m Vol 46.16 Underlying Price 43.500 Time to expiry: 84 Days Nov 10 1.000 -0.12 62.48 0 0 0| 0 0 0 0 32 1.500 -0.20 56.57 0 0 0| 0 0 0 0 36 2.500 -0.32 50.99 0 0 0| 0 0 0 0 40 3.250 -0.39 47.53 0 0 0| 0 0 0 0 42 4.000 -0.47 46.16 0 0 0| 0 0 0 0 44 5.250 -0.56 45.46 0 0 0| 0 0 0 0 46 6.500 -0.64 44.39 0 0 0| 0 0 0 0 48 13.000 -0.88 41.01 0 0 0| 0 0 0 0 56 20.750 -0.95 46.53 0 0 0| 0 0 0 0 64 Total 0 0 0| 0 0 0 0 Indicative a-t-m Vol 48.12 Underlying Price 43.500 Time to expiry: 112 Days Dec 10 Equity Options 21:55 Business Day Fri 27 Aug 2010 Previous Business Day Thu 26 Aug 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 | CAB 0.00 79.47 0 0 0| 0 0 0 0 8 CAB -0.01 78.00 0 0 0| 0 45 0 0 16 0.500 -0.05 77.14 0 0 0| 0 5,947 0 0 24 0.750 -0.09 67.56 0 0 0| 0 350 0 0 28 1.250 -0.14 60.57 0 0 0| 0 12,050 0 0 32 2.250 -0.23 58.36 0 0 0| 0 10,241 0 0 36 3.250 -0.33 51.53 0 0 0| 40 7,547 0 0 40 5.250 4.750 -0.46 48.12 5.250 5.250 0 0 4| 0 9,221 0 0 44 7.000 -0.61 44.22 0 0 0| 0 12,145 0 0 48 13.000 13.250 -0.85 40.27 13.000 S 13.000 S 0 0 5| 10 3,821 0 0 56 16.750 -0.91 40.42 0 0 0| 0 207 0 0 60 20.750 -0.93 45.03 0 0 0| 0 170 0 0 64 28.500 -0.99 39.82 0 0 0| 0 50 0 0 72 36.500 -1.00 41.35 0 0 0| 0 0 0 0 80 44.500 -1.00 41.59 0 0 0| 0 0 0 0 88 52.500 -1.00 39.61 0 0 0| 0 30 0 0 96 56.500 -1.00 39.11 0 0 0| 0 1 0 0 100 76.500 -1.00 38.12 0 0 0| 0 0 0 0 120 96.500 -1.00 39.15 0 0 0| 0 0 0 0 140 116.500 -1.00 41.06 0 0 0| 0 0 0 0 160 136.500 -1.00 41.06 0 0 0| 0 0 0 0 180 156.500 -1.00 41.06 0 0 0| 0 0 0 0 200 176.500 -1.00 41.06 0 0 0| 0 0 0 0 220 196.500 -1.00 41.06 0 0 0| 0 100 0 0 240 231.500 -1.00 41.06 0 0 0| 0 0 0 0 275 265.500 -1.00 41.06 0 0 0| 0 0 0 0 309 299.500 -1.00 41.06 0 0 0| 0 0 0 0 343 406.500 -1.00 41.06 0 0 0| 0 0 0 0 450 Total 0 0 9| 50 61,925 0 0 Indicative a-t-m Vol 48.26 Underlying Price 43.500 Time to expiry: 203 Days Mar 11 2.250 -0.17 58.07 0 0 0| 0 55 0 0 32 3.250 -0.25 55.15 0 0 0| 0 52 0 0 36 4.750 -0.34 51.60 0 0 0| 0 5 0 0 40 6.500 -0.44 48.26 0 0 0| 0 50 0 0 44 8.500 -0.54 45.16 0 0 0| 0 532 0 0 48 14.000 -0.76 39.93 0 0 0| 6 94 +6 0 56 17.250 -0.84 38.46 0 0 0| 0 20 0 0 60 20.750 -0.90 36.74 0 0 0| 0 20 0 0 64 36.500 -0.99 38.07 0 0 0| 0 0 0 0 80 Total 0 0 0| 6 828 +6 0 Indicative a-t-m Vol 46.37 Underlying Price 43.500 Time to expiry: 294 Days Jun 11 1.250 -0.09 62.96 0 0 0| 0 0 0 0 24 2.750 -0.19 54.33 0 0 0| 0 35 0 0 32 4.000 -0.26 51.27 0 0 0| 0 1 0 0 36 5.500 -0.34 48.92 0 0 0| 0 50 0 0 40 7.250 -0.42 46.37 0 0 0| 0 50 0 0 44 9.500 -0.51 44.38 0 0 0| 0 10 0 0 48 Equity Options 21:55 Business Day Fri 27 Aug 2010 Previous Business Day Thu 26 Aug 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 | 15.000 -0.69 41.47 0 0 0| 0 21 0 0 56 18.250 -0.76 40.41 0 0 0| 0 0 0 0 60 21.500 -0.83 39.00 0 0 0| 0 0 0 0 64 36.500 -0.98 35.09 0 0 0| 0 0 0 0 80 Total 0 0 0| 0 167 0 0 Indicative a-t-m Vol 46.33 Underlying Price 43.500 Time to expiry: 476 Days Dec 11 CAB 0.00 67.11 0 0 0| 0 0 0 0 8 0.750 -0.04 62.83 0 0 0| 0 0 0 0 16 2.000 -0.11 58.79 0 0 0| 0 0 0 0 24 4.250 -0.20 53.92 0 0 0| 0 2,005 0 0 32 7.000 7.250 -0.33 48.70 7.000 7.000 0 0 10| 0 1,610 0 0 40 11.000 11.250 -0.47 43.96 11.000 11.000 0 0 5| 10 6,512 0 0 48 19.500 -0.68 40.29 0 0 0| 20 370 +20 0 60 36.750 -0.91 36.59 0 0 0| 0 0 0 0 80 Total 0 0 15| 30 10,497 +20 0 Indicative a-t-m Vol 52.11 Underlying Price 43.500 Time to expiry: 658 Days Jun 12 5.500 -0.21 53.60 0 0 0| 0 0 0 0 32 9.250 -0.31 51.69 0 0 0| 0 0 0 0 40 14.500 -0.41 52.53 0 0 0| 0 0 0 0 48 21.750 -0.58 46.33 0 0 0| 0 0 0 0 60 Total 0 0 0| 0 0 0 0 Indicative a-t-m Vol 50.45 Underlying Price 43.500 Time to expiry: 847 Days Dec 12 4.000 -0.13 59.13 0 0 0| 0 0 0 0 24 6.500 -0.21 53.51 0 0 0| 0 0 0 0 32 10.500 -0.30 51.69 0 0 0| 0 0 0 0 40 15.000 -0.39 49.21 0 0 0| 0 0 0 0 48 23.000 -0.53 46.81 0 0 0| 0 0 0 0 60 39.750 -0.69 48.09 0 0 0| 0 0 0 0 80 Total 0 0 0| 0 0 0 0 Total Puts 0 0 34| 92 79,949 +23 0 Grand Total 0 0 81| 1,020,122 1,215,027 +53 0 Equity Options 21:55 Business Day Fri 27 Aug 2010 Previous Business Day Thu 26 Aug 2010 Page 23 Calls | Block | Opening Settle Delta Vola- Daily Trade Bclear Total | Official **Open Change Exer- Exer Trans Price tility High Low Volume Volume*** Volume | Volume Int cises Price | Royal Dutch Shell Plc 'B' Shares STND OPT (SHL) Indicative a-t-m Vol 21.59 Underlying Price 1673.000 Time to expiry: 21 Days Sep 10 374.000 1.00 40.50 0 0 0| 0 0 0 0 1300 274.500 0.98 35.07 0 0 0| 0 0 0 0 1400 177.500 0.93 30.32 0 0 0| 0 0 0 0 1500 130.500 0.88 27.36 0 0 0| 0 0 0 0 1550 86.500 0.78 24.41 0 0 0| 0 2 0 0 1600 49.500 0.61 22.40 0 0 0| 0 21 0 0 1650 20.000 22.500 0.39 20.64 20.000 20.000 0 0 2| 61 431 +51 0 1700 7.000 8.500 0.19 20.24 7.000 7.000 0 0 2| 0 69 0 0 1750 3.000 0.08 21.08 0 0 0| 0 113 0 0 1800 1.500 0.04 22.74 0 0 0| 0 6 0 0 1850 0.500 0.02 24.27 0 0 0| 0 313 0 0 1900 CAB 0.00 24.44 0 0 0| 0 1,187 0 0 2000 CAB 0.00 29.98 0 0 0| 0 15 0 0 2200 CAB 0.00 37.34 0 0 0| 0 2 0 0 2400 Total 0 0 4| 61 2,159 +51 0 Indicative a-t-m Vol 22.40 Underlying Price 1673.000 Time to expiry: 49 Days Oct 10 279.500 0.94 32.22 0 0 0| 0 0 0 0 1400 186.500 0.87 28.05 0 0 0| 0 0 0 0 1500 104.000 0.71 24.51 0 0 0| 0 0 0 0 1600 69.500 0.59 22.96 0 0 0| 0 0 0 0 1650 42.000 0.44 21.73 0 0 0| 0 29 0 0 1700 23.000 0.30 20.79 0 0 0| 0 22 0 0 1750 11.500 0.18 20.30 0 0 0| 0 20 0 0 1800 3.000 0.05 20.72 0 0 0| 0 0 0 0 1900 1.000 0.02 22.84 0 0 0| 0 0 0 0 2000 Total 0 0 0| 0 71 0 0 Indicative a-t-m Vol 22.83 Underlying Price 1673.000 Time to expiry: 84 Days Nov 10 283.000 0.92 30.09 0 0 0| 0 0 0 0 1400 193.500 0.83 27.22 0 0 0| 0 0 0 0 1500 115.000 0.68 24.52 0 0 0| 0 0 0 0 1600 82.000 0.58 23.29 0 0 0| 0 0 0 0 1650 55.500 0.46 22.29 0 0 0| 0 0 0 0 1700 35.000 0.34 21.50 0 0 0| 0 0 0 0 1750 19.500 21.500 0.24 21.26 19.500 19.500 0 0 1| 5 5 +5 0 1800 7.000 0.10 20.79 0 0 0| 0 0 0 0 1900 Total 0 0 1| 5 5 +5 0 Indicative a-t-m Vol 23.21 Underlying Price 1673.000 Time to expiry: 112 Days Dec 10 675.000 0.99 44.97 0 0 0| 0 0 0 0 1000 477.500 0.98 36.68 0 0 0| 0 0 0 0 1200 287.000 0.90 30.25 0 0 0| 0 0 0 0 1400 199.000 0.81 27.09 0 0 0| 0 0 0 0 1500 123.000 0.66 24.72 0 0 0| 0 30 0 0 1600 Equity Options 21:55 Business Day Fri 27 Aug 2010 Previous Business Day Thu 26 Aug 2010 Page 24 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 | 64.500 0.46 22.65 0 0 0| 0 168 0 0 1700 28.500 0.26 21.40 0 0 0| 0 378 0 0 1800 11.500 0.13 20.92 0 0 0| 0 98 0 0 1900 4.500 0.06 20.91 0 0 0| 0 332 0 0 2000 0.500 0.01 21.00 0 0 0| 0 10 0 0 2200 CAB 0.00 21.00 0 0 0| 0 10 0 0 2400 CAB 0.00 21.00 0 0 0| 0 0 0 0 2800 Total 0 0 0| 0 1,026 0 0 Indicative a-t-m Vol 23.67 Underlying Price 1673.000 Time to expiry: 203 Days Mar 11 296.000 0.85 29.72 0 0 0| 0 0 0 0 1400 210.500 0.76 26.51 0 0 0| 0 10 0 0 1500 140.500 0.62 24.63 0 0 0| 0 10 0 0 1600 87.000 0.47 23.31 0 0 0| 0 10 0 0 1700 49.500 0.32 22.36 0 0 0| 0 204 0 0 1800 26.500 0.20 21.77 0 0 0| 0 43 0 0 1900 13.500 0.12 21.33 0 0 0| 1 129 0 0 2000 3.500 0.04 21.59 0 0 0| 0 0 0 0 2200 1.000 0.01 22.02 0 0 0| 0 30 0 0 2400 Total 0 0 0| 1 436 0 0 Indicative a-t-m Vol 24.52 Underlying Price 1673.000 Time to expiry: 294 Days Jun 11 483.000 0.94 35.38 0 0 0| 0 0 0 0 1200 303.000 0.83 29.48 0 0 0| 0 55 0 0 1400 225.500 0.72 27.57 0 0 0| 0 90 0 0 1500 159.500 0.60 25.90 0 0 0| 0 40 0 0 1600 104.500 0.47 24.01 0 0 0| 0 10 0 0 1700 66.500 0.35 23.12 0 0 0| 0 19 0 0 1800 41.000 0.24 22.54 0 0 0| 0 3 0 0 1900 22.500 22.000 0.15 21.49 22.500 22.500 0 0 1| 0 205 0 0 2000 4.000 0.03 23.13 0 0 0| 0 0 0 0 2400 Total 0 0 1| 0 422 0 0 Indicative a-t-m Vol 25.57 Underlying Price 1673.000 Time to expiry: 476 Days Dec 11 487.500 0.92 34.80 0 0 0| 0 0 0 0 1200 308.000 0.80 28.12 0 0 0| 0 0 0 0 1400 179.000 0.58 26.04 0 0 0| 0 0 0 0 1600 96.500 0.38 24.76 0 0 0| 0 0 0 0 1800 42.000 0.21 22.72 0 0 0| 0 0 0 0 2000 8.000 0.05 21.85 0 0 0| 0 0 0 0 2400 Total 0 0 0| 0 0 0 0 Indicative a-t-m Vol 27.62 Underlying Price 1673.000 Time to expiry: 658 Days Jun 12 324.000 0.77 30.00 0 0 0| 0 0 0 0 1400 207.500 0.58 28.43 0 0 0| 0 0 0 0 1600 121.000 0.41 26.21 0 0 0| 0 0 0 0 1800 63.500 0.26 24.27 0 0 0| 0 0 0 0 2000 Total 0 0 0| 0 0 0 0 Equity Options 21:55 Business Day Fri 27 Aug 2010 Previous Business Day Thu 26 Aug 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 | Indicative a-t-m Vol 27.83 Underlying Price 1673.000 Time to expiry: 847 Days Dec 12 331.000 0.75 30.40 0 0 0| 0 0 0 0 1400 219.500 0.57 28.65 0 0 0| 0 0 0 0 1600 133.500 0.42 26.39 0 0 0| 0 0 0 0 1800 74.500 0.28 24.33 0 0 0| 0 0 0 0 2000 28.500 0.13 23.98 0 0 0| 0 0 0 0 2400 Total 0 0 0| 0 0 0 0 Total Calls 0 0 6| 67 4,119 +56 0 | Equity Options 21:55 Business Day Fri 27 Aug 2010 Previous Business Day Thu 26 Aug 2010 Page 26 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 22.94 Underlying Price 1673.000 Time to expiry: 21 Days Sep 10 CAB 0.00 40.44 0 0 0| 0 0 0 0 1300 1.000 -0.02 34.43 0 0 0| 0 1,167 0 0 1400 3.500 -0.06 29.48 0 0 0| 0 325 0 0 1500 7.500 -0.12 28.00 0 0 0| 0 5 0 0 1550 15.000 -0.23 26.00 0 0 0| 0 392 0 0 1600 27.500 -0.39 23.51 0 0 0| 0 67 0 0 1650 51.500 -0.60 22.27 0 0 0| 0 189 0 0 1700 86.000 -0.80 20.92 0 0 0| 0 53 0 0 1750 149.000 129.000 -0.93 19.87 149.000 149.000 0 0 1| 0 95 0 0 1800 177.000 -0.99 19.49 0 0 0| 0 0 0 0 1850 235.000 227.000 -1.00 20.38 235.000 235.000 0 0 1| 0 33 -10 10 1900 327.000 -1.00 21.20 0 0 0| 0 20 0 0 2000 527.000 -1.00 26.64 0 0 0| 0 0 0 0 2200 727.000 -1.00 33.02 0 0 0| 0 2 0 0 2400 Total 0 0 2| 0 2,348 -10 10 Indicative a-t-m Vol 22.36 Underlying Price 1673.000 Time to expiry: 49 Days Oct 10 5.500 -0.06 32.70 0 0 0| 0 0 0 0 1400 12.500 -0.13 28.20 0 0 0| 0 25 0 0 1500 29.000 -0.29 24.41 0 0 0| 2 29 +2 0 1600 44.500 -0.41 22.88 0 0 0| 0 23 0 0 1650 67.500 -0.56 21.76 0 0 0| 0 21 0 0 1700 99.000 -0.70 20.91 0 0 0| 0 5 0 0 1750 139.000 -0.81 21.21 0 0 0| 0 19 0 0 1800 228.500 -0.95 20.45 0 0 0| 0 0 0 0 1900 327.000 -0.99 21.72 0 0 0| 0 0 0 0 2000 Total 0 0 0| 2 122 +2 0 Indicative a-t-m Vol 22.83 Underlying Price 1673.000 Time to expiry: 84 Days Nov 10 15.000 -0.12 30.53 0 0 0| 0 1 0 0 1400 28.000 -0.22 27.05 0 0 0| 1 1 +1 0 1500 54.000 -0.38 24.34 0 0 0| 0 4 0 0 1600 74.500 -0.48 23.32 0 0 0| 0 0 0 0 1650 100.500 -0.59 22.24 0 0 0| 0 0 0 0 1700 132.000 -0.70 21.41 0 0 0| 0 0 0 0 1750 172.500 -0.78 22.22 0 0 0| 0 0 0 0 1800 257.000 -0.92 20.15 0 0 0| 0 0 0 0 1900 Total 0 0 0| 1 6 +1 0 Indicative a-t-m Vol 23.01 Underlying Price 1673.000 Time to expiry: 112 Days Dec 10 3.500 -0.02 47.06 0 0 0| 1 20 0 0 1000 7.500 -0.05 36.92 0 0 0| 0 147 0 0 1200 22.500 -0.14 30.29 0 0 0| 0 1,057 0 0 1400 37.000 -0.24 26.84 0 0 0| 0 22 0 0 1500 65.000 65.500 -0.39 24.50 65.000 65.000 0 0 1| 0 380 0 0 1600 111.000 -0.57 22.46 0 0 0| 0 256 0 0 1700 Equity Options 21:55 Business Day Fri 27 Aug 2010 Previous Business Day Thu 26 Aug 2010 Page 27 Puts | Block | Opening Settle Delta Vola- Daily Trade Bclear Total | Official **Open Change Exer- Exer Trans Price tility High Low Volume Volume*** Volume | Volume Int cises Price | 179.500 -0.75 21.75 0 0 0| 0 342 0 0 1800 261.500 -0.88 20.78 0 0 0| 0 55 0 0 1900 354.000 -0.96 19.94 0 0 0| 0 70 0 0 2000 551.000 -1.00 18.93 0 0 0| 0 10 0 0 2200 750.500 -1.00 18.82 0 0 0| 0 0 0 0 2400 1150.000 -1.00 22.19 0 0 0| 0 0 0 0 2800 Total 0 0 1| 1 2,359 0 0 Indicative a-t-m Vol 23.31 Underlying Price 1673.000 Time to expiry: 203 Days Mar 11 45.500 -0.21 28.43 0 0 0| 0 102 0 0 1400 69.000 -0.31 26.22 0 0 0| 0 27 0 0 1500 104.000 -0.43 24.29 0 0 0| 0 264 0 0 1600 154.500 -0.57 22.95 0 0 0| 0 76 0 0 1700 220.500 -0.71 22.13 0 0 0| 0 80 0 0 1800 298.000 -0.82 21.32 0 0 0| 12 43 0 0 1900 385.500 -0.90 20.71 0 0 0| 0 99 0 0 2000 575.000 -0.98 18.68 0 0 0| 0 0 0 0 2200 773.000 -1.00 16.36 0 0 0| 0 85 0 0 2400 Total 0 0 0| 12 776 0 0 Indicative a-t-m Vol 23.27 Underlying Price 1673.000 Time to expiry: 294 Days Jun 11 33.000 -0.13 32.13 0 0 0| 0 507 0 0 1200 71.500 -0.26 28.24 0 0 0| 0 236 0 0 1400 101.000 -0.35 26.40 0 0 0| 0 22 0 0 1500 146.500 138.000 -0.46 24.36 146.500 146.500 0 0 1| 0 88 0 0 1600 189.500 -0.58 22.86 0 0 0| 42 74 +42 0 1700 253.500 -0.69 21.71 0 0 0| 27 70 0 0 1800 329.500 -0.79 20.94 0 0 0| 0 0 0 0 1900 416.000 -0.86 20.92 0 0 0| 0 27 0 0 2000 805.000 -0.94 27.35 0 0 0| 0 0 0 0 2400 Total 0 0 1| 69 1,024 +42 0 Indicative a-t-m Vol 25.51 Underlying Price 1673.000 Time to expiry: 476 Days Dec 11 74.000 -0.19 33.04 0 0 0| 0 0 0 0 1200 125.500 -0.31 28.97 0 0 0| 0 0 0 0 1400 208.500 -0.48 26.14 0 0 0| 0 0 0 0 1600 330.000 -0.65 24.42 0 0 0| 0 0 0 0 1800 481.000 -0.80 23.05 0 0 0| 0 0 0 0 2000 845.000 -0.94 22.54 0 0 0| 0 0 0 0 2400 Total 0 0 0| 0 0 0 0 Indicative a-t-m Vol 27.58 Underlying Price 1673.000 Time to expiry: 658 Days Jun 12 176.000 -0.35 29.77 0 0 0| 0 0 0 0 1400 276.000 -0.48 28.34 0 0 0| 0 0 0 0 1600 396.000 -0.63 26.27 0 0 0| 0 0 0 0 1800 537.500 -0.76 23.95 0 0 0| 0 0 0 0 2000 Total 0 0 0| 0 0 0 0 Indicative a-t-m Vol 27.92 Underlying Price 1673.000 Time to expiry: 847 Days Dec 12 Equity Options 21:55 Business Day Fri 27 Aug 2010 Previous Business Day Thu 26 Aug 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 | 230.500 -0.37 31.29 0 0 0| 0 0 0 0 1400 326.500 -0.49 28.61 0 0 0| 0 0 0 0 1600 447.500 -0.62 26.72 0 0 0| 0 0 0 0 1800 587.000 -0.74 24.47 0 0 0| 0 0 0 0 2000 929.000 -0.89 23.26 0 0 0| 0 0 0 0 2400 Total 0 0 0| 0 0 0 0 Total Puts 0 0 4| 85 6,635 +35 10 Grand Total 0 0 10| 760,152 770,754 +91 10 Equity Options 21:55 Business Day Fri 27 Aug 2010 Previous Business Day Thu 26 Aug 2010 Page 29 Calls | Block | Opening Settle Delta Vola- Daily Trade Bclear Total | Official **Open Change Exer- Exer Trans Price tility High Low Volume Volume*** Volume | Volume Int cises Price | Royal Dutch Shell PLC A Shares - STND OPT (SHA) Indicative a-t-m Vol 21.78 Underlying Price 1736.000 Time to expiry: 21 Days Sep 10 337.500 0.99 41.48 0 0 0| 0 0 0 0 1400 238.500 0.97 32.83 0 0 0| 0 0 0 0 1500 143.500 0.89 28.53 0 0 0| 0 0 0 0 1600 99.500 0.80 25.80 0 0 0| 0 0 0 0 1650 59.000 0.66 22.56 0 0 0| 0 10 0 0 1700 30.500 0.45 21.48 0 0 0| 0 0 0 0 1750 13.500 0.25 21.07 0 0 0| 0 10 0 0 1800 4.500 0.11 20.62 0 0 0| 0 11 0 0 1850 1.000 0.04 20.24 0 0 0| 0 71 0 0 1900 CAB 0.00 20.00 0 0 0| 0 1,204 0 0 2000 CAB 0.00 20.00 0 0 0| 0 10 0 0 2200 CAB 0.00 20.00 0 0 0| 0 0 0 0 2400 Total 0 0 0| 0 1,316 0 0 Indicative a-t-m Vol 23.49 Underlying Price 1736.000 Time to expiry: 112 Days Dec 10 349.000 0.92 33.43 0 0 0| 0 0 0 0 1400 256.000 0.86 28.85 0 0 0| 0 0 0 0 1500 173.500 0.75 26.51 0 0 0| 0 0 0 0 1600 103.500 0.59 24.12 0 0 0| 0 0 0 0 1700 53.000 0.39 22.35 0 0 0| 0 10 0 0 1800 24.000 0.22 21.41 0 0 0| 0 112 0 0 1900 9.500 0.10 20.86 0 0 0| 0 163 0 0 2000 1.500 0.02 21.03 0 0 0| 0 25 0 0 2200 0.500 0.00 22.73 0 0 0| 0 0 0 0 2400 Total 0 0 0| 0 310 0 0 Indicative a-t-m Vol 24.10 Underlying Price 1736.000 Time to expiry: 203 Days Mar 11 354.500 0.89 30.77 0 0 0| 0 0 0 0 1400 269.000 0.81 28.60 0 0 0| 0 0 0 0 1500 193.000 0.70 26.63 0 0 0| 0 0 0 0 1600 127.500 0.57 24.65 0 0 0| 0 20 0 0 1700 78.000 0.42 23.10 0 0 0| 0 0 0 0 1800 43.500 0.28 21.91 0 0 0| 0 0 0 0 1900 21.500 0.17 20.77 0 0 0| 0 29 0 0 2000 3.500 0.03 24.09 0 0 0| 0 0 0 0 2400 Total 0 0 0| 0 49 0 0 Total Calls 0 0 0| 0 1,675 0 0 | Equity Options 21:55 Business Day Fri 27 Aug 2010 Previous Business Day Thu 26 Aug 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 | Royal Dutch Shell PLC A Shares - STND OPT (SHA) Indicative a-t-m Vol 22.85 Underlying Price 1736.000 Time to expiry: 21 Days Sep 10 1.500 -0.02 44.66 0 0 0| 0 50 0 0 1400 2.500 -0.04 34.88 0 0 0| 0 30 0 0 1500 8.500 -0.13 30.03 0 0 0| 0 350 0 0 1600 14.000 -0.21 26.95 0 0 0| 0 10 0 0 1650 25.000 -0.35 24.24 0 0 0| 0 20 0 0 1700 45.000 -0.55 22.31 0 0 0| 0 16 0 0 1750 78.000 -0.74 22.00 0 0 0| 0 51 0 0 1800 118.500 -0.88 21.48 0 0 0| 0 0 0 0 1850 165.500 -0.95 21.81 0 0 0| 0 0 0 0 1900 264.500 -0.98 28.74 0 0 0| 0 0 0 0 2000 464.000 -1.00 34.50 0 0 0| 0 0 0 0 2200 664.000 -1.00 36.97 0 0 0| 0 0 0 0 2400 Total 0 0 0| 0 527 0 0 Indicative a-t-m Vol 24.21 Underlying Price 1736.000 Time to expiry: 112 Days Dec 10 21.500 -0.12 34.24 0 0 0| 0 0 0 0 1400 30.500 -0.18 29.46 0 0 0| 0 10 0 0 1500 53.500 -0.30 27.44 0 0 0| 0 10 0 0 1600 86.500 -0.45 24.78 0 0 0| 0 33 0 0 1700 138.500 -0.62 23.18 0 0 0| 0 10 0 0 1800 210.000 -0.78 22.16 0 0 0| 0 10 0 0 1900 296.000 -0.89 21.81 0 0 0| 0 0 0 0 2000 489.000 -0.96 25.55 0 0 0| 0 0 0 0 2200 687.000 -0.98 29.43 0 0 0| 0 0 0 0 2400 Total 0 0 0| 0 73 0 0 Indicative a-t-m Vol 24.16 Underlying Price 1736.000 Time to expiry: 203 Days Mar 11 39.500 -0.17 30.57 0 0 0| 0 0 0 0 1400 60.000 -0.25 28.61 0 0 0| 0 10 0 0 1500 89.000 -0.35 26.65 0 0 0| 0 20 0 0 1600 127.500 -0.47 24.72 0 0 0| 0 10 0 0 1700 180.000 -0.61 23.16 0 0 0| 0 0 0 0 1800 248.000 -0.73 22.13 0 0 0| 0 0 0 0 1900 327.000 -0.84 21.04 0 0 0| 0 0 0 0 2000 707.000 -0.98 22.85 0 0 0| 0 0 0 0 2400 Total 0 0 0| 0 40 0 0 Total Puts 0 0 0| 0 640 0 0 Grand Total 0 0 0| 290,000 292,315 0 0 Equity Options 21:55 Business Day Fri 27 Aug 2010 Previous Business Day Thu 26 Aug 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 | RSA Insurance Group Plc - STND OPT (RYL) Indicative a-t-m Vol 22.48 Underlying Price 123.400 Time to expiry: 21 Days Sep 10 23.500 0.98 44.80 0 0 0| 0 0 0 0 100 13.750 0.94 31.04 0 0 0| 0 0 0 0 110 9.000 0.88 25.57 0 0 0| 0 0 0 0 115 5.000 0.70 23.88 0 0 0| 0 0 0 0 120 2.000 0.42 22.13 0 0 0| 0 0 0 0 125 0.500 0.17 21.81 0 0 0| 0 35 0 0 130 0.250 0.07 24.45 0 0 0| 0 0 0 0 135 0.250 0.04 29.06 0 0 0| 0 71 0 0 140 CAB 0.01 35.10 0 0 0| 0 0 0 0 150 CAB 0.00 36.87 0 0 0| 0 0 0 0 160 Total 0 0 0| 0 106 0 0 Indicative a-t-m Vol 24.26 Underlying Price 123.400 Time to expiry: 49 Days Oct 10 23.500 0.98 27.58 0 0 0| 0 0 0 0 100 14.250 0.88 28.35 0 0 0| 0 0 0 0 110 10.000 0.78 26.37 0 0 0| 0 0 0 0 115 6.500 0.64 24.95 0 0 0| 0 0 0 0 120 3.750 0.46 24.09 0 0 0| 0 0 0 0 125 1.750 0.28 22.47 0 0 0| 0 87 0 0 130 0.750 0.15 22.32 0 0 0| 0 0 0 0 135 0.250 0.08 22.88 0 0 0| 0 0 0 0 140 0.250 0.03 27.19 0 0 0| 0 0 0 0 150 0.250 0.03 36.32 0 0 0| 0 0 0 0 160 Total 0 0 0| 0 87 0 0 Indicative a-t-m Vol 24.30 Underlying Price 123.400 Time to expiry: 84 Days Nov 10 23.750 0.96 25.95 0 0 0| 0 0 0 0 100 15.000 0.83 26.85 0 0 0| 0 0 0 0 110 11.000 0.74 25.29 0 0 0| 0 0 0 0 115 7.750 0.62 25.14 0 0 0| 0 0 0 0 120 5.000 0.48 24.09 0 0 0| 0 0 0 0 125 2.750 0.34 22.46 0 0 0| 0 0 0 0 130 0.500 0.11 19.94 0 0 0| 0 0 0 0 140 0.250 0.05 23.07 0 0 0| 0 0 0 0 150 Total 0 0 0| 0 0 0 0 Indicative a-t-m Vol 24.00 Underlying Price 123.400 Time to expiry: 112 Days Dec 10 24.250 0.92 28.32 0 0 0| 0 150 0 0 100 15.750 0.81 26.35 0 0 0| 0 0 0 0 110 8.500 0.61 24.51 0 0 0| 0 0 0 0 120 3.750 0.37 23.25 0 0 0| 0 351 0 0 130 1.000 0.16 20.91 0 0 0| 0 250 0 0 140 0.250 0.03 18.03 0 0 0| 0 0 0 0 150 0.250 0.04 25.14 0 0 0| 0 0 0 0 160 Total 0 0 0| 0 751 0 0 Equity Options 21:55 Business Day Fri 27 Aug 2010 Previous Business Day Thu 26 Aug 2010 Page 32 Calls | Block | Opening Settle Delta Vola- Daily Trade Bclear Total | Official **Open Change Exer- Exer Trans Price tility High Low Volume Volume*** Volume | Volume Int cises Price | Indicative a-t-m Vol 22.71 Underlying Price 123.400 Time to expiry: 203 Days Mar 11 24.750 0.90 26.01 0 0 0| 0 50 0 0 100 16.000 17.250 0.77 27.65 16.000 16.000 0 0 1| 0 0 0 0 110 9.750 0.61 23.08 0 0 0| 0 0 0 0 120 5.000 0.40 22.15 0 0 0| 0 75 0 0 130 2.250 0.23 21.76 0 0 0| 0 54 0 0 140 1.000 0.12 21.94 0 0 0| 0 0 0 0 150 1.000 0.10 26.52 0 0 0| 0 0 0 0 160 Total 0 0 1| 0 179 0 0 Total Calls 0 0 1| 0 1,123 0 0 | Equity Options 21:55 Business Day Fri 27 Aug 2010 Previous Business Day Thu 26 Aug 2010 Page 33 Puts | Block | Opening Settle Delta Vola- Daily Trade Bclear Total | Official **Open Change Exer- Exer Trans Price tility High Low Volume Volume*** Volume | Volume Int cises Price | RSA Insurance Group Plc - STND OPT (RYL) Indicative a-t-m Vol 26.92 Underlying Price 123.400 Time to expiry: 21 Days Sep 10 0.500 -0.06 59.30 0 0 0| 0 0 0 0 100 0.500 -0.11 39.21 0 0 0| 0 461 0 0 110 0.750 -0.16 30.51 0 0 0| 0 0 0 0 115 2.250 -0.34 30.52 0 0 0| 0 500 0 0 120 4.000 -0.57 26.02 0 0 0| 0 370 0 0 125 8.250 7.500 -0.79 25.76 8.250 S 8.250 S 0 0 5| 0 178 0 0 130 12.250 -0.86 32.40 0 0 0| 0 0 0 0 135 17.000 -0.92 36.15 0 0 0| 0 13 0 0 140 26.750 -0.96 43.53 0 0 0| 0 0 0 0 150 36.750 -0.97 54.54 0 0 0| 0 0 0 0 160 Total 0 0 5| 0 1,522 0 0 Indicative a-t-m Vol 23.53 Underlying Price 123.400 Time to expiry: 49 Days Oct 10 0.500 -0.06 38.83 0 0 0| 0 0 0 0 100 0.750 -0.12 27.78 0 0 0| 0 0 0 0 110 1.500 -0.22 26.36 0 0 0| 0 0 0 0 115 3.000 -0.36 25.33 0 0 0| 0 130 0 0 120 5.000 -0.54 23.08 0 0 0| 0 50 0 0 125 8.500 -0.71 23.63 0 0 0| 0 0 0 0 130 12.500 -0.84 23.67 0 0 0| 0 0 0 0 135 17.000 -0.92 23.92 0 0 0| 0 0 0 0 140 26.750 -0.97 27.39 0 0 0| 0 0 0 0 150 36.750 -0.98 34.91 0 0 0| 0 0 0 0 160 Total 0 0 0| 0 180 0 0 Indicative a-t-m Vol 23.76 Underlying Price 123.400 Time to expiry: 84 Days Nov 10 0.500 -0.06 29.86 0 0 0| 0 0 0 0 100 1.500 -0.17 26.89 0 0 0| 0 0 0 0 110 2.500 -0.26 25.19 0 0 0| 0 0 0 0 115 4.000 -0.38 24.18 0 0 0| 0 0 0 0 120 6.500 -0.52 23.65 0 0 0| 0 0 0 0 125 9.500 -0.66 23.14 0 0 0| 0 0 0 0 130 17.500 -0.86 23.36 0 0 0| 0 0 0 0 140 27.000 -0.93 26.55 0 0 0| 0 0 0 0 150 Total 0 0 0| 0 0 0 0 Indicative a-t-m Vol 23.29 Underlying Price 123.400 Time to expiry: 112 Days Dec 10 0.750 -0.08 28.72 0 0 0| 0 210 0 0 100 2.000 -0.19 26.55 0 0 0| 0 698 0 0 110 4.750 -0.39 23.88 0 0 0| 40 843 +40 0 120 9.750 10.000 -0.64 22.42 9.750 S 9.750 S 0 0 5| 0 608 0 0 130 17.750 -0.84 21.96 0 0 0| 0 18 0 0 140 27.000 -0.93 23.25 0 0 0| 0 0 0 0 150 36.750 -0.97 24.79 0 0 0| 0 0 0 0 160 Total 0 0 5| 40 2,377 +40 0 Equity Options 21:55 Business Day Fri 27 Aug 2010 Previous Business Day Thu 26 Aug 2010 Page 34 Puts | Block | Opening Settle Delta Vola- Daily Trade Bclear Total | Official **Open Change Exer- Exer Trans Price tility High Low Volume Volume*** Volume | Volume Int cises Price | Indicative a-t-m Vol 21.66 Underlying Price 123.400 Time to expiry: 203 Days Mar 11 2.250 -0.17 26.11 0 0 0| 0 91 0 0 100 4.750 -0.31 24.42 0 0 0| 0 205 0 0 110 8.500 -0.50 21.99 0 0 0| 0 403 0 0 120 15.000 -0.70 21.17 0 0 0| 0 171 0 0 130 22.750 -0.86 19.41 0 0 0| 0 8 0 0 140 32.250 -0.92 21.63 0 0 0| 0 0 0 0 150 42.000 -0.94 24.78 0 0 0| 0 0 0 0 160 Total 0 0 0| 0 878 0 0 Total Puts 0 0 10| 40 4,957 +40 0 Grand Total 0 0 11| 420,040 426,080 +40 0 Equity Options 21:55 Business Day Fri 27 Aug 2010 Previous Business Day Thu 26 Aug 2010 Page 35 Calls | Block | Opening Settle Delta Vola- Daily Trade Bclear Total | Official **Open Change Exer- Exer Trans Price tility High Low Volume Volume*** Volume | Volume Int cises Price | SAB Miller Plc - STND OPT (SAB) Indicative a-t-m Vol 27.04 Underlying Price 1841.000 Time to expiry: 21 Days Sep 10 442.500 0.99 50.54 0 0 0| 0 0 0 0 1400 246.000 0.94 37.56 0 0 0| 0 0 0 0 1600 153.000 0.86 32.05 0 0 0| 0 0 0 0 1700 75.000 0.64 28.71 0 0 0| 0 0 0 0 1800 44.500 0.49 26.67 0 0 0| 0 13 0 0 1850 24.000 0.32 26.03 0 0 0| 0 125 0 0 1900 11.000 0.18 25.02 0 0 0| 0 5 0 0 1950 4.000 0.08 23.69 0 0 0| 0 55 0 0 2000 CAB 0.01 20.95 0 0 0| 0 0 0 0 2100 CAB 0.00 19.35 0 0 0| 0 21 0 0 2200 CAB 0.00 15.85 0 0 0| 0 20 0 0 2400 Total 0 0 0| 0 239 0 0 Indicative a-t-m Vol 27.48 Underlying Price 1841.000 Time to expiry: 112 Days Dec 10 277.000 0.82 31.76 0 0 0| 0 0 0 0 1600 200.000 0.72 29.95 0 0 0| 0 0 0 0 1700 133.500 0.59 28.00 0 0 0| 5 20 0 0 1800 82.000 0.45 26.73 0 0 0| 5 17 -5 0 1900 45.500 0.30 25.49 0 0 0| 9 134 +5 0 2000 10.500 0.10 23.99 0 0 0| 0 118 0 0 2200 2.000 0.02 23.44 0 0 0| 0 23 0 0 2400 Total 0 0 0| 19 312 0 0 Indicative a-t-m Vol 27.30 Underlying Price 1841.000 Time to expiry: 203 Days Mar 11 303.000 0.77 30.95 0 0 0| 0 0 0 0 1600 232.000 0.68 29.39 0 0 0| 0 0 0 0 1700 168.500 0.58 27.73 0 0 0| 0 1 0 0 1800 118.000 0.47 26.67 0 0 0| 0 12 0 0 1900 80.500 0.37 25.98 0 0 0| 0 5 0 0 2000 29.000 0.18 23.88 0 0 0| 0 0 0 0 2200 10.000 0.08 23.55 0 0 0| 0 5 0 0 2400 Total 0 0 0| 0 23 0 0 Total Calls 0 0 0| 19 574 0 0 | Equity Options 21:55 Business Day Fri 27 Aug 2010 Previous Business Day Thu 26 Aug 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 | SAB Miller Plc - STND OPT (SAB) Indicative a-t-m Vol 26.37 Underlying Price 1841.000 Time to expiry: 21 Days Sep 10 1.000 -0.01 49.76 0 0 0| 0 26 0 0 1400 4.000 -0.06 37.23 0 0 0| 0 211 0 0 1600 11.000 -0.14 31.73 0 0 0| 0 37 0 0 1700 31.500 -0.36 27.69 0 0 0| 0 44 0 0 1800 55.500 51.500 -0.52 26.07 55.500 55.500 0 0 2| 0 54 0 0 1850 81.000 -0.68 25.00 0 0 0| 0 1,180 0 0 1900 118.000 -0.83 23.74 0 0 0| 0 20 0 0 1950 171.000 162.500 -0.92 23.71 171.000 S 171.000 S 0 0 2| 0 25 0 0 2000 259.000 -0.99 24.12 0 0 0| 0 10 0 0 2100 359.000 -0.99 31.49 0 0 0| 0 3 0 0 2200 559.000 -0.99 44.60 0 0 0| 0 0 0 0 2400 Total 0 0 4| 0 1,610 0 0 Indicative a-t-m Vol 27.62 Underlying Price 1841.000 Time to expiry: 112 Days Dec 10 38.000 -0.19 31.61 0 0 0| 0 53 0 0 1600 63.000 -0.30 30.03 0 0 0| 5 308 +305 0 1700 98.000 -0.42 28.11 0 0 0| 5 40 -5 0 1800 148.500 -0.57 26.92 0 0 0| 0 271 0 0 1900 213.000 -0.71 25.85 0 0 0| 0 73 0 0 2000 372.000 379.000 -0.90 24.63 372.000 372.000 0 0 1| 0 23 0 0 2200 570.000 -0.97 25.23 0 0 0| 0 10 0 0 2400 Total 0 0 1| 10 778 +300 0 Indicative a-t-m Vol 27.53 Underlying Price 1841.000 Time to expiry: 203 Days Mar 11 67.500 -0.24 31.06 0 0 0| 0 5 0 0 1600 97.000 -0.32 29.54 0 0 0| 0 52 0 0 1700 134.500 -0.42 28.00 0 0 0| 0 17 0 0 1800 185.500 183.000 -0.53 26.85 185.500 S 185.500 S 0 0 2| 0 23 0 0 1900 245.500 -0.64 26.16 0 0 0| 0 10 0 0 2000 396.000 -0.82 24.62 0 0 0| 0 5 0 0 2200 577.000 -0.92 24.33 0 0 0| 0 0 0 0 2400 Total 0 0 2| 0 112 0 0 Total Puts 0 0 7| 10 2,500 +300 0 Grand Total 0 0 7| 250,029 253,074 +300 0 Equity Options 21:55 Business Day Fri 27 Aug 2010 Previous Business Day Thu 26 Aug 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 | Sage Group plc STND OPT (SGE) Indicative a-t-m Vol 20.40 Underlying Price 243.800 Time to expiry: 21 Days Sep 10 44.500 0.95 49.77 0 0 0| 0 0 0 0 200 34.250 0.95 38.14 0 0 0| 0 0 0 0 210 24.500 0.92 30.17 0 0 0| 0 18 0 0 220 19.750 0.89 27.28 0 0 0| 0 0 0 0 225 15.000 0.86 23.19 0 0 0| 0 9 0 0 230 10.750 0.76 22.39 0 0 0| 0 0 0 0 235 7.000 0.63 20.63 0 0 0| 0 5 0 0 240 4.250 0.47 20.34 0 0 0| 0 0 0 0 245 2.250 0.31 19.68 0 0 0| 0 16 0 0 250 0.500 0.10 20.00 0 0 0| 0 26 0 0 260 CAB 0.00 20.00 0 0 0| 0 0 0 0 280 CAB 0.00 20.00 0 0 0| 0 0 0 0 300 CAB 0.00 20.00 0 0 0| 0 0 0 0 320 Total 0 0 0| 0 74 0 0 Indicative a-t-m Vol 23.63 Underlying Price 243.800 Time to expiry: 112 Days Dec 10 46.750 0.89 31.85 0 0 0| 0 0 0 0 200 38.000 0.84 29.79 0 0 0| 0 0 0 0 210 29.500 0.78 27.26 0 0 0| 0 0 0 0 220 21.750 0.69 25.70 0 0 0| 0 0 0 0 230 15.250 0.58 24.06 0 0 0| 0 0 0 0 240 6.000 0.33 21.89 0 0 0| 0 53 0 0 260 1.750 0.13 20.67 0 0 0| 0 31 0 0 280 0.250 0.02 21.98 0 0 0| 0 0 0 0 320 Total 0 0 0| 0 84 0 0 Indicative a-t-m Vol 25.12 Underlying Price 243.800 Time to expiry: 203 Days Mar 11 48.250 0.86 30.11 0 0 0| 0 0 0 0 200 40.000 0.81 29.08 0 0 0| 0 0 0 0 210 32.500 0.74 27.91 0 0 0| 0 0 0 0 220 25.500 0.66 26.73 0 0 0| 0 0 0 0 230 19.250 0.57 25.51 0 0 0| 0 1 0 0 240 9.750 0.38 23.56 0 0 0| 0 0 0 0 260 4.250 0.21 22.29 0 0 0| 0 0 0 0 280 0.750 0.05 22.35 0 0 0| 0 0 0 0 320 Total 0 0 0| 0 1 0 0 Total Calls 0 0 0| 0 159 0 0 | Equity Options 21:55 Business Day Fri 27 Aug 2010 Previous Business Day Thu 26 Aug 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 | Sage Group plc STND OPT (SGE) Indicative a-t-m Vol 20.80 Underlying Price 243.800 Time to expiry: 21 Days Sep 10 CAB -0.01 32.66 0 0 0| 0 28 0 0 200 0.250 -0.03 32.29 0 0 0| 0 6 0 0 210 0.500 -0.06 27.88 0 0 0| 0 20 0 0 220 0.750 -0.10 26.12 0 0 0| 0 0 0 0 225 1.000 -0.15 23.67 0 0 0| 0 499 0 0 230 2.000 -0.24 22.32 0 0 0| 0 0 0 0 235 3.500 -0.37 21.50 0 0 0| 0 10 0 0 240 5.500 -0.53 20.63 0 0 0| 0 0 0 0 245 8.500 -0.69 19.56 0 0 0| 0 20 0 0 250 16.750 -0.90 19.90 0 0 0| 0 0 0 0 260 36.250 -1.00 16.95 0 0 0| 0 0 0 0 280 56.250 -1.00 23.39 0 0 0| 0 0 0 0 300 76.250 -1.00 36.54 0 0 0| 0 0 0 0 320 Total 0 0 0| 0 583 0 0 Indicative a-t-m Vol 23.60 Underlying Price 243.800 Time to expiry: 112 Days Dec 10 2.250 -0.11 31.07 0 0 0| 0 0 0 0 200 3.500 -0.16 29.37 0 0 0| 0 0 0 0 210 5.250 -0.22 27.78 0 0 0| 0 26 0 0 220 7.500 -0.31 25.66 0 0 0| 0 15 0 0 230 11.000 -0.42 24.04 0 0 0| 0 18 0 0 240 21.750 -0.68 21.85 0 0 0| 0 3 0 0 260 37.500 -0.88 20.30 0 0 0| 0 0 0 0 280 76.250 -0.99 23.77 0 0 0| 0 0 0 0 320 Total 0 0 0| 0 62 0 0 Indicative a-t-m Vol 24.04 Underlying Price 243.800 Time to expiry: 203 Days Mar 11 6.250 -0.19 30.68 0 0 0| 0 0 0 0 200 8.000 -0.24 28.64 0 0 0| 0 0 0 0 210 10.500 -0.30 27.09 0 0 0| 0 5 0 0 220 13.750 -0.38 25.71 0 0 0| 0 0 0 0 230 18.000 -0.47 24.45 0 0 0| 0 0 0 0 240 29.250 -0.66 22.40 0 0 0| 0 0 0 0 260 44.000 -0.83 20.59 0 0 0| 0 0 0 0 280 81.000 -0.99 15.71 0 0 0| 0 0 0 0 320 Total 0 0 0| 0 5 0 0 Total Puts 0 0 0| 0 650 0 0 Grand Total 0 0 0| 290,000 290,809 0 0 Equity Options 21:55 Business Day Fri 27 Aug 2010 Previous Business Day Thu 26 Aug 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 | Sainsbury (J) plc - STND OPT (SAN) Indicative a-t-m Vol 28.83 Underlying Price 363.000 Time to expiry: 21 Days Sep 10 83.000 1.00 35.19 0 0 0| 0 0 0 0 280 63.250 1.00 30.57 0 0 0| 0 34 0 0 300 53.000 1.00 2.01 0 0 0| 0 0 0 0 310 43.500 0.97 27.17 0 0 0| 0 160 0 0 320 33.750 0.94 25.88 0 0 0| 0 132 0 0 330 25.000 0.85 26.64 0 0 0| 0 2,163 0 0 340 17.750 0.72 27.86 0 0 0| 15 273 0 0 350 11.500 0.56 28.05 0 0 0| 0 411 0 0 360 7.500 8.000 0.42 30.64 7.500 7.500 0 0 2| 0 2 0 0 370 5.250 0.30 32.55 0 0 0| 0 4,178 0 0 380 2.500 0.15 36.20 0 0 0| 0 1,978 0 0 400 2.500 0.12 48.10 0 0 0| 0 0 0 0 420 Total 0 0 2| 15 9,331 0 0 Indicative a-t-m Vol 29.78 Underlying Price 363.000 Time to expiry: 49 Days Oct 10 63.750 0.97 28.49 0 0 0| 0 0 0 0 300 45.250 0.90 28.32 0 0 0| 0 0 0 0 320 37.000 0.83 29.03 0 0 0| 0 0 0 0 330 29.250 0.75 28.56 0 0 0| 0 20 0 0 340 22.500 0.66 28.40 0 0 0| 0 0 0 0 350 17.500 0.56 29.70 0 0 0| 0 7 0 0 360 13.000 0.46 29.99 0 0 0| 0 0 0 0 370 9.750 0.37 30.88 0 0 0| 0 525 0 0 380 5.500 0.23 32.85 0 0 0| 0 1,109 0 0 400 3.750 0.16 36.42 0 0 0| 0 120 0 0 420 Total 0 0 0| 0 1,781 0 0 Indicative a-t-m Vol 28.78 Underlying Price 363.000 Time to expiry: 84 Days Nov 10 47.750 0.85 28.62 0 0 0| 0 0 0 0 320 33.000 0.71 28.76 0 0 0| 0 0 0 0 340 26.500 0.64 28.41 0 0 0| 0 0 0 0 350 21.250 0.56 28.56 0 0 0| 0 0 0 0 360 17.000 0.48 29.28 0 0 0| 0 0 0 0 370 13.750 0.40 30.12 0 0 0| 0 0 0 0 380 9.500 0.29 32.31 0 0 0| 0 25 0 0 400 4.500 6.250 0.21 33.92 4.750 4.500 0 0 30| 43 43 +43 0 420 Total 0 0 30| 43 68 +43 0 Indicative a-t-m Vol 28.40 Underlying Price 363.000 Time to expiry: 112 Days Dec 10 84.500 0.96 31.21 0 0 0| 0 0 0 0 280 66.000 0.91 29.94 0 0 0| 0 0 0 0 300 48.750 0.83 28.41 0 0 0| 0 0 0 0 320 34.500 0.70 28.24 0 0 0| 0 688 0 0 340 21.250 23.000 0.55 28.27 21.250 S 21.250 S 0 0 3| 0 253 0 0 360 15.500 0.41 29.13 0 0 0| 0 272 0 0 380 Equity Options 21:55 Business Day Fri 27 Aug 2010 Previous Business Day Thu 26 Aug 2010 Page 40 Calls | Block | Opening Settle Delta Vola- Daily Trade Bclear Total | Official **Open Change Exer- Exer Trans Price tility High Low Volume Volume*** Volume | Volume Int cises Price | 10.750 0.30 30.76 0 0 0| 0 1,068 0 0 400 Total 0 0 3| 0 2,281 0 0 Indicative a-t-m Vol 27.33 Underlying Price 363.000 Time to expiry: 203 Days Mar 11 85.750 0.92 29.20 0 0 0| 0 0 0 0 280 68.500 0.86 28.49 0 0 0| 0 0 0 0 300 53.250 0.77 27.89 0 0 0| 0 158 0 0 320 40.000 0.66 27.58 0 0 0| 0 98 0 0 340 29.500 0.55 27.33 0 0 0| 0 769 0 0 360 21.250 0.44 27.34 0 0 0| 0 12 0 0 380 15.250 0.34 27.47 0 0 0| 0 319 0 0 400 Total 0 0 0| 0 1,356 0 0 Total Calls 0 0 35| 58 14,817 +43 0 | Equity Options 21:55 Business Day Fri 27 Aug 2010 Previous Business Day Thu 26 Aug 2010 Page 41 Puts | Block | Opening Settle Delta Vola- Daily Trade Bclear Total | Official **Open Change Exer- Exer Trans Price tility High Low Volume Volume*** Volume | Volume Int cises Price | Sainsbury (J) plc - STND OPT (SAN) Indicative a-t-m Vol 29.43 Underlying Price 363.000 Time to expiry: 21 Days Sep 10 CAB 0.00 13.88 0 0 0| 0 1,507 0 0 280 CAB 0.00 18.72 0 0 0| 0 275 0 0 300 CAB 0.00 21.78 0 0 0| 0 84 0 0 310 CAB -0.01 23.93 0 0 0| 0 518 0 0 320 0.500 -0.06 25.35 0 0 0| 0 125 0 0 330 2.000 -0.15 27.23 0 0 0| 0 992 0 0 340 4.500 -0.28 27.45 0 0 0| 0 112 0 0 350 8.750 -0.44 28.68 0 0 0| 0 121 0 0 360 15.000 -0.58 31.17 0 0 0| 0 0 0 0 370 22.000 -0.70 32.47 0 0 0| 0 25 0 0 380 39.500 -0.84 37.56 0 0 0| 0 0 0 0 400 59.000 -0.89 45.76 0 0 0| 0 0 0 0 420 Total 0 0 0| 0 3,759 0 0 Indicative a-t-m Vol 29.06 Underlying Price 363.000 Time to expiry: 49 Days Oct 10 0.500 -0.03 28.08 0 0 0| 0 0 0 0 300 2.000 -0.10 28.51 0 0 0| 0 0 0 0 320 3.500 -0.17 28.45 0 0 0| 0 265 0 0 330 6.000 -0.25 28.73 0 0 0| 0 60 0 0 340 9.250 -0.34 28.43 0 0 0| 0 30 0 0 350 13.750 -0.44 28.68 0 0 0| 0 15 0 0 360 19.750 -0.54 29.92 0 0 0| 0 2 0 0 370 26.250 -0.64 30.09 0 0 0| 0 0 0 0 380 42.500 -0.77 33.05 0 0 0| 0 0 0 0 400 60.750 -0.84 37.50 0 0 0| 0 0 0 0 420 Total 0 0 0| 0 372 0 0 Indicative a-t-m Vol 28.54 Underlying Price 363.000 Time to expiry: 84 Days Nov 10 5.250 -0.18 28.72 0 0 0| 0 0 0 0 320 11.000 -0.32 28.58 0 0 0| 0 38 0 0 340 15.250 -0.40 28.67 0 0 0| 0 3 0 0 350 20.000 -0.48 28.35 0 0 0| 0 0 0 0 360 26.000 -0.56 28.99 0 0 0| 0 0 0 0 370 32.250 -0.63 28.83 0 0 0| 0 0 0 0 380 48.500 -0.74 31.20 0 0 0| 0 0 0 0 400 65.750 -0.82 32.52 0 0 0| 0 0 0 0 420 Total 0 0 0| 0 41 0 0 Indicative a-t-m Vol 28.20 Underlying Price 363.000 Time to expiry: 112 Days Dec 10 1.500 -0.05 29.33 0 0 0| 0 128 0 0 280 3.500 -0.11 28.95 0 0 0| 0 196 0 0 300 7.000 -0.21 28.27 0 0 0| 0 200 0 0 320 13.500 -0.33 28.12 0 0 0| 0 538 0 0 340 24.250 22.750 -0.47 28.12 24.250 S 24.250 S 0 0 3| 0 32 0 0 360 35.000 -0.61 28.66 0 0 0| 0 0 0 0 380 50.750 -0.71 30.56 0 0 0| 0 53 0 0 400 Equity Options 21:55 Business Day Fri 27 Aug 2010 Previous Business Day Thu 26 Aug 2010 Page 42 Puts | Block | Opening Settle Delta Vola- Daily Trade Bclear Total | Official **Open Change Exer- Exer Trans Price tility High Low Volume Volume*** Volume | Volume Int cises Price | Total 0 0 3| 0 1,147 0 0 Indicative a-t-m Vol 26.86 Underlying Price 363.000 Time to expiry: 203 Days Mar 11 3.750 -0.10 28.35 0 0 0| 0 8 0 0 280 7.000 -0.16 27.84 0 0 0| 0 7 0 0 300 12.250 -0.25 27.44 0 0 0| 36 85 0 0 320 18.750 -0.35 26.65 0 0 0| 0 36 0 0 340 28.750 -0.46 26.87 0 0 0| 0 0 0 0 360 40.500 -0.57 26.78 0 0 0| 0 0 0 0 380 54.250 -0.67 26.80 0 0 0| 0 45 0 0 400 Total 0 0 0| 36 181 0 0 Total Puts 0 0 3| 36 5,500 0 0 Grand Total 0 0 38| 440,094 460,317 +43 0 Equity Options 21:55 Business Day Fri 27 Aug 2010 Previous Business Day Thu 26 Aug 2010 Page 43 Calls | Block | Opening Settle Delta Vola- Daily Trade Bclear Total | Official **Open Change Exer- Exer Trans Price tility High Low Volume Volume*** Volume | Volume Int cises Price | Scottish & Southern Energy Plc STND OPT (SSE) Indicative a-t-m Vol 16.27 Underlying Price 1136.000 Time to expiry: 21 Days Sep 10 256.500 1.00 37.06 0 0 0| 0 0 0 0 880 177.000 0.99 31.44 0 0 0| 0 0 0 0 960 137.500 0.97 29.36 0 0 0| 0 0 0 0 1000 88.000 0.94 21.37 0 0 0| 0 0 0 0 1050 43.000 0.78 17.86 0 0 0| 0 0 0 0 1100 11.500 0.39 15.65 0 0 0| 0 27 0 0 1150 2.000 0.09 16.34 0 0 0| 0 138 0 0 1200 CAB 0.00 9.14 0 0 0| 0 40 0 0 1250 CAB 0.00 7.94 0 0 0| 0 32 0 0 1300 CAB 0.00 8.97 0 0 0| 0 19 0 0 1400 Total 0 0 0| 0 256 0 0 Indicative a-t-m Vol 17.89 Underlying Price 1136.000 Time to expiry: 112 Days Dec 10 261.000 0.96 28.10 0 0 0| 0 0 0 0 880 184.500 0.91 23.54 0 0 0| 0 0 0 0 960 147.500 0.87 21.59 0 0 0| 0 0 0 0 1000 68.000 0.65 18.54 0 0 0| 0 54 0 0 1100 15.000 19.500 0.30 16.72 15.000 14.500 0 0 6| 0 172 0 0 1200 3.500 0.08 16.45 0 0 0| 0 14 0 0 1300 0.500 0.02 17.21 0 0 0| 0 0 0 0 1400 Total 0 0 6| 0 240 0 0 Indicative a-t-m Vol 18.57 Underlying Price 1136.000 Time to expiry: 203 Days Mar 11 191.500 0.88 23.03 0 0 0| 0 0 0 0 960 156.500 0.83 21.70 0 0 0| 0 0 0 0 1000 81.500 0.63 19.14 0 0 0| 0 27 0 0 1100 32.000 0.36 17.55 0 0 0| 0 78 0 0 1200 9.500 0.15 16.87 0 0 0| 0 46 0 0 1300 2.500 0.05 17.12 0 0 0| 0 0 0 0 1400 Total 0 0 0| 0 151 0 0 Total Calls 0 0 6| 0 647 0 0 | Equity Options 21:55 Business Day Fri 27 Aug 2010 Previous Business Day Thu 26 Aug 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 | Scottish & Southern Energy Plc STND OPT (SSE) Indicative a-t-m Vol 15.17 Underlying Price 1136.000 Time to expiry: 21 Days Sep 10 CAB 0.00 25.03 0 0 0| 0 18 0 0 880 CAB 0.00 20.40 0 0 0| 0 86 0 0 960 CAB -0.01 21.32 0 0 0| 0 101 0 0 1000 0.500 -0.03 17.41 0 0 0| 0 18 0 0 1050 11.500 5.500 -0.20 16.53 11.500 S 11.500 S 0 0 2| 0 217 0 0 1100 24.000 -0.62 14.64 0 0 0| 0 127 0 0 1150 64.000 -1.00 2.00 0 0 0| 0 52 0 0 1200 114.000 -1.00 15.49 0 0 0| 0 0 0 0 1250 164.000 -1.00 16.41 0 0 0| 0 0 0 0 1300 264.000 -1.00 20.01 0 0 0| 0 0 0 0 1400 Total 0 0 2| 0 619 0 0 Indicative a-t-m Vol 17.53 Underlying Price 1136.000 Time to expiry: 112 Days Dec 10 2.500 -0.03 26.32 0 0 0| 0 7 0 0 880 5.500 -0.08 22.74 0 0 0| 0 104 0 0 960 8.500 -0.12 21.04 0 0 0| 0 87 0 0 1000 34.000 29.000 -0.35 18.28 34.000 32.500 S 0 0 3| 5 419 +5 0 1100 80.000 -0.71 16.19 0 0 0| 0 22 0 0 1200 165.000 -0.95 15.10 0 0 0| 0 0 0 0 1300 264.000 -1.00 15.60 0 0 0| 0 0 0 0 1400 Total 0 0 3| 5 639 +5 0 Indicative a-t-m Vol 17.55 Underlying Price 1136.000 Time to expiry: 203 Days Mar 11 15.500 -0.15 21.65 0 0 0| 5 32 +5 0 960 22.000 -0.21 20.53 0 0 0| 0 36 0 0 1000 51.000 -0.43 18.11 0 0 0| 0 12 0 0 1100 106.500 -0.70 16.56 0 0 0| 0 6 0 0 1200 187.500 -0.89 15.53 0 0 0| 0 0 0 0 1300 282.000 -0.98 15.04 0 0 0| 0 0 0 0 1400 Total 0 0 0| 5 86 +5 0 Total Puts 0 0 5| 10 1,344 +10 0 Grand Total 0 0 11| 230,010 231,991 +10 0 Equity Options 21:55 Business Day Fri 27 Aug 2010 Previous Business Day Thu 26 Aug 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 18.57 Underlying Price 1306.000 Time to expiry: 21 Days Sep 10 346.500 1.00 47.96 0 0 0| 0 0 0 0 960 306.500 0.99 43.48 0 0 0| 0 0 0 0 1000 207.000 0.99 31.77 0 0 0| 0 0 0 0 1100 157.000 0.98 25.46 0 0 0| 0 0 0 0 1150 108.000 0.95 21.86 0 0 0| 0 0 0 0 1200 63.000 0.82 20.00 0 0 0| 0 7 0 0 1250 27.000 0.55 18.57 0 0 0| 0 56 0 0 1300 8.500 0.24 18.58 0 0 0| 0 123 0 0 1350 2.500 0.09 20.47 0 0 0| 0 30 0 0 1400 CAB 0.00 20.00 0 0 0| 0 0 0 0 1500 CAB 0.00 20.00 0 0 0| 0 0 0 0 1600 Total 0 0 0| 0 216 0 0 Indicative a-t-m Vol 19.65 Underlying Price 1306.000 Time to expiry: 112 Days Dec 10 349.000 0.98 29.07 0 0 0| 0 0 0 0 960 309.500 0.98 27.57 0 0 0| 0 0 0 0 1000 214.000 0.93 24.53 0 0 0| 0 0 0 0 1100 125.000 0.80 21.38 0 0 0| 0 3 0 0 1200 57.000 0.54 19.67 0 0 0| 0 21 0 0 1300 20.500 0.27 19.46 0 0 0| 0 28 0 0 1400 1.500 0.03 20.27 0 0 0| 0 0 0 0 1600 Total 0 0 0| 0 52 0 0 Indicative a-t-m Vol 20.60 Underlying Price 1306.000 Time to expiry: 203 Days Mar 11 312.500 0.95 27.41 0 0 0| 0 0 0 0 1000 220.000 0.88 24.48 0 0 0| 0 0 0 0 1100 138.000 0.74 22.18 0 0 0| 0 0 0 0 1200 75.000 0.53 20.66 0 0 0| 0 0 0 0 1300 35.500 0.32 19.75 0 0 0| 0 25 0 0 1400 6.500 0.08 19.78 0 0 0| 0 0 0 0 1600 Total 0 0 0| 0 25 0 0 Total Calls 0 0 0| 0 293 0 0 | Equity Options 21:55 Business Day Fri 27 Aug 2010 Previous Business Day Thu 26 Aug 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 18.56 Underlying Price 1306.000 Time to expiry: 21 Days Sep 10 CAB 0.00 25.00 0 0 0| 0 53 0 0 960 CAB 0.00 25.00 0 0 0| 0 134 0 0 1000 CAB 0.00 25.00 0 0 0| 0 20 0 0 1100 0.500 -0.02 25.00 0 0 0| 0 61 0 0 1150 1.500 -0.06 22.12 0 0 0| 0 22 0 0 1200 6.500 -0.18 20.33 0 0 0| 0 15 0 0 1250 20.500 -0.45 18.57 0 0 0| 0 4 0 0 1300 52.000 -0.76 18.54 0 0 0| 0 13 0 0 1350 95.500 -0.93 18.64 0 0 0| 0 0 0 0 1400 194.000 -1.00 20.39 0 0 0| 0 0 0 0 1500 294.000 -1.00 31.34 0 0 0| 0 0 0 0 1600 Total 0 0 0| 0 322 0 0 Indicative a-t-m Vol 19.70 Underlying Price 1306.000 Time to expiry: 112 Days Dec 10 2.500 -0.03 29.15 0 0 0| 0 0 0 0 960 3.000 -0.04 26.42 0 0 0| 0 57 0 0 1000 9.000 -0.10 23.46 0 0 0| 0 9 0 0 1100 25.500 -0.26 21.20 0 0 0| 0 9 0 0 1200 64.500 -0.52 19.71 0 0 0| 0 3 0 0 1300 132.500 -0.77 19.50 0 0 0| 0 7 0 0 1400 318.000 -0.95 22.86 0 0 0| 0 0 0 0 1600 Total 0 0 0| 0 85 0 0 Indicative a-t-m Vol 20.86 Underlying Price 1306.000 Time to expiry: 203 Days Mar 11 11.000 -0.09 26.65 0 0 0| 0 0 0 0 1000 22.500 -0.17 24.08 0 0 0| 0 1 0 0 1100 45.500 -0.31 22.25 0 0 0| 0 12 0 0 1200 87.000 -0.50 20.90 0 0 0| 0 28 0 0 1300 149.500 -0.69 20.24 0 0 0| 0 0 0 0 1400 322.000 -0.91 20.99 0 0 0| 0 0 0 0 1600 Total 0 0 0| 0 41 0 0 Total Puts 0 0 0| 0 448 0 0 Grand Total 0 0 0| 240,000 240,741 0 0 Equity Options 21:55 Business Day Fri 27 Aug 2010 Previous Business Day Thu 26 Aug 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 23.20 Underlying Price 1402.000 Time to expiry: 21 Days Sep 10 403.500 0.99 67.30 0 0 0| 0 0 0 0 1000 304.000 0.97 54.19 0 0 0| 0 1 0 0 1100 203.500 0.97 35.46 0 0 0| 0 0 0 0 1200 106.500 0.89 25.83 0 0 0| 0 14 0 0 1300 64.500 0.75 24.33 0 0 0| 1 3 +1 0 1350 32.500 0.52 23.21 0 0 0| 0 10 0 0 1400 13.500 0.28 23.12 0 0 0| 0 6 0 0 1450 4.000 0.11 22.36 0 0 0| 0 110 0 0 1500 2.500 0.06 26.23 0 0 0| 0 250 0 0 1550 1.500 0.04 30.00 0 0 0| 0 269 0 0 1600 CAB 0.00 30.00 0 0 0| 0 0 0 0 1700 CAB 0.00 30.00 0 0 0| 0 1 0 0 1800 Total 0 0 0| 1 664 +1 0 Indicative a-t-m Vol 26.39 Underlying Price 1402.000 Time to expiry: 112 Days Dec 10 415.000 0.93 45.08 0 0 0| 0 0 0 0 1000 224.000 0.85 30.22 0 0 0| 0 0 0 0 1200 145.500 0.72 27.89 0 0 0| 0 0 0 0 1300 83.500 0.54 26.41 0 0 0| 0 5 0 0 1400 42.500 0.34 25.30 0 0 0| 0 4 0 0 1500 19.000 0.19 24.83 0 0 0| 0 57 0 0 1600 2.500 0.04 23.91 0 0 0| 0 32 0 0 1800 Total 0 0 0| 0 98 0 0 Indicative a-t-m Vol 26.75 Underlying Price 1402.000 Time to expiry: 203 Days Mar 11 418.000 0.93 34.91 0 0 0| 0 0 0 0 1000 245.000 0.80 29.88 0 0 0| 0 0 0 0 1200 172.500 0.69 28.09 0 0 0| 0 1 0 0 1300 113.000 0.55 26.77 0 0 0| 0 3 0 0 1400 68.000 0.40 25.50 0 0 0| 2 6 0 0 1500 39.000 0.27 24.84 0 0 0| 0 8 0 0 1600 11.000 0.10 24.19 0 0 0| 0 3 0 0 1800 Total 0 0 0| 2 21 0 0 Total Calls 0 0 0| 3 783 +1 0 | Equity Options 21:55 Business Day Fri 27 Aug 2010 Previous Business Day Thu 26 Aug 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 23.40 Underlying Price 1402.000 Time to expiry: 21 Days Sep 10 CAB 0.00 46.89 0 0 0| 0 1 0 0 1000 CAB 0.00 38.12 0 0 0| 0 0 0 0 1100 0.500 -0.02 30.56 0 0 0| 0 6 0 0 1200 5.000 -0.11 25.80 0 0 0| 0 303 0 0 1300 13.000 -0.26 24.27 0 0 0| 0 13 0 0 1350 31.500 -0.48 23.44 0 0 0| 0 7 0 0 1400 61.500 -0.72 22.56 0 0 0| 0 70 0 0 1450 103.000 -0.89 22.32 0 0 0| 0 5 0 0 1500 151.000 -0.94 25.71 0 0 0| 0 0 0 0 1550 200.000 -0.97 28.42 0 0 0| 0 0 0 0 1600 300.000 -0.98 39.15 0 0 0| 0 0 0 0 1700 399.500 -0.99 45.16 0 0 0| 0 0 0 0 1800 Total 0 0 0| 0 405 0 0 Indicative a-t-m Vol 26.46 Underlying Price 1402.000 Time to expiry: 112 Days Dec 10 5.500 -0.04 37.83 0 0 0| 0 1 0 0 1000 20.500 -0.15 30.03 0 0 0| 0 1 0 0 1200 41.500 -0.28 27.78 0 0 0| 0 1 0 0 1300 80.000 -0.46 26.48 0 0 0| 0 3 0 0 1400 139.000 -0.66 25.38 0 0 0| 0 4 0 0 1500 216.000 -0.81 24.98 0 0 0| 0 0 0 0 1600 401.000 -0.96 25.75 0 0 0| 0 0 0 0 1800 Total 0 0 0| 0 10 0 0 Indicative a-t-m Vol 26.56 Underlying Price 1402.000 Time to expiry: 203 Days Mar 11 13.000 -0.07 34.09 0 0 0| 0 3 0 0 1000 41.000 -0.21 29.62 0 0 0| 0 5 0 0 1200 68.000 -0.32 27.69 0 0 0| 0 0 0 0 1300 110.500 -0.46 26.59 0 0 0| 0 8 0 0 1400 165.500 -0.61 25.29 0 0 0| 0 0 0 0 1500 236.000 -0.74 24.40 0 0 0| 0 0 0 0 1600 409.500 -0.90 24.44 0 0 0| 0 1 0 0 1800 Total 0 0 0| 0 17 0 0 Total Puts 0 0 0| 0 432 0 0 Grand Total 0 0 0| 260,003 261,215 +1 0 Equity Options 21:55 Business Day Fri 27 Aug 2010 Previous Business Day Thu 26 Aug 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 22.86 Underlying Price 540.500 Time to expiry: 21 Days Sep 10 81.000 0.98 32.28 0 0 0| 0 0 0 0 460 61.500 0.96 29.05 0 0 0| 0 0 0 0 480 25.750 0.75 24.61 0 0 0| 0 0 0 0 520 12.500 0.52 22.90 0 0 0| 0 0 0 0 540 4.750 4.750 0.27 22.10 5.000 4.750 0 0 7| 3 15 0 0 560 1.500 0.11 22.63 0 0 0| 0 20 0 0 580 0.250 0.03 22.00 0 0 0| 0 26 0 0 600 CAB 0.01 22.00 0 0 0| 0 24 0 0 620 CAB 0.00 22.00 0 0 0| 0 28 0 0 640 CAB 0.00 22.00 0 0 0| 0 110 0 0 660 CAB 0.00 22.00 0 0 0| 0 96 0 0 680 CAB 0.00 22.00 0 0 0| 0 16 0 0 720 CAB 0.00 22.00 0 0 0| 0 0 0 0 760 CAB 0.00 22.00 0 0 0| 0 0 0 0 800 Total 0 0 7| 3 335 0 0 Indicative a-t-m Vol 24.26 Underlying Price 540.500 Time to expiry: 112 Days Dec 10 103.750 0.92 30.65 0 0 0| 0 0 0 0 440 68.250 0.82 27.02 0 0 0| 0 0 0 0 480 39.250 0.63 25.06 0 0 0| 0 0 0 0 520 19.000 0.41 23.54 0 0 0| 0 5 0 0 560 8.000 0.22 23.11 0 0 0| 0 113 0 0 600 3.000 0.10 23.21 0 0 0| 0 42 0 0 640 1.000 0.04 22.90 0 0 0| 0 400 0 0 680 0.250 0.01 23.05 0 0 0| 0 29 0 0 720 CAB 0.00 23.01 0 0 0| 0 8 0 0 800 Total 0 0 0| 0 597 0 0 Indicative a-t-m Vol 24.68 Underlying Price 540.500 Time to expiry: 203 Days Mar 11 108.750 0.85 29.42 0 0 0| 0 0 0 0 440 76.250 0.75 26.74 0 0 0| 0 6 0 0 480 49.750 0.61 25.20 0 0 0| 0 0 0 0 520 29.750 0.45 24.20 0 0 0| 0 65 0 0 560 15.750 16.250 0.30 23.32 15.750 15.750 0 0 2| 0 8 0 0 600 8.250 0.18 22.86 0 0 0| 0 20 0 0 640 3.750 0.09 22.25 0 0 0| 0 0 0 0 680 1.500 0.04 21.59 0 0 0| 0 4 0 0 720 CAB 0.00 19.81 0 0 0| 0 0 0 0 800 Total 0 0 2| 0 103 0 0 Total Calls 0 0 9| 3 1,035 0 0 | Equity Options 21:55 Business Day Fri 27 Aug 2010 Previous Business Day Thu 26 Aug 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 22.76 Underlying Price 540.500 Time to expiry: 21 Days Sep 10 CAB -0.01 26.78 0 0 0| 0 0 0 0 460 0.250 -0.01 22.55 0 0 0| 0 4 0 0 480 5.000 -0.25 24.51 0 0 0| 0 0 0 0 520 11.750 -0.48 22.82 0 0 0| 0 7 0 0 540 23.750 -0.74 21.71 0 0 0| 0 72 0 0 560 40.750 -0.90 22.34 0 0 0| 0 54 0 0 580 60.000 -0.95 25.69 0 0 0| 0 14 0 0 600 79.750 -0.98 28.25 0 0 0| 0 5 0 0 620 99.750 -0.99 31.86 0 0 0| 0 24 0 0 640 119.750 -0.99 36.72 0 0 0| 0 5 0 0 660 139.500 -0.99 39.88 0 0 0| 0 47 0 0 680 179.500 -1.00 46.23 0 0 0| 0 10 0 0 720 219.500 -1.00 51.67 0 0 0| 0 0 0 0 760 259.500 -1.00 54.39 0 0 0| 0 0 0 0 800 Total 0 0 0| 0 242 0 0 Indicative a-t-m Vol 24.10 Underlying Price 540.500 Time to expiry: 112 Days Dec 10 4.500 -0.10 30.07 0 0 0| 0 0 0 0 440 9.750 -0.20 26.81 0 0 0| 0 29 0 0 480 21.250 -0.38 24.91 0 0 0| 0 30 0 0 520 41.000 -0.60 23.37 0 0 0| 0 44 0 0 560 70.250 -0.79 22.81 0 0 0| 0 81 0 0 600 105.250 -0.91 22.63 0 0 0| 0 20 0 0 640 143.500 -0.97 22.88 0 0 0| 0 9 0 0 680 183.000 -0.99 23.47 0 0 0| 0 0 0 0 720 263.250 -0.98 33.38 0 0 0| 0 0 0 0 800 Total 0 0 0| 0 213 0 0 Indicative a-t-m Vol 24.43 Underlying Price 540.500 Time to expiry: 203 Days Mar 11 10.000 -0.15 29.15 0 0 0| 0 0 0 0 440 17.500 -0.25 26.65 0 0 0| 0 18 0 0 480 30.750 -0.39 25.02 0 0 0| 0 13 0 0 520 50.750 -0.55 23.89 0 0 0| 0 34 0 0 560 77.250 -0.71 23.15 0 0 0| 0 0 0 0 600 109.500 -0.83 22.63 0 0 0| 0 6 0 0 640 145.500 -0.92 22.24 0 0 0| 0 0 0 0 680 183.500 -0.97 21.91 0 0 0| 0 0 0 0 720 263.250 -0.98 26.79 0 0 0| 0 0 0 0 800 Total 0 0 0| 0 71 0 0 Total Puts 0 0 0| 0 526 0 0 Grand Total 0 0 9| 320,003 321,561 0 0 Equity Options 21:55 Business Day Fri 27 Aug 2010 Previous Business Day Thu 26 Aug 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 29.59 Underlying Price 1735.000 Time to expiry: 21 Days Sep 10 536.000 0.99 62.61 0 0 0| 0 4 0 0 1200 436.500 0.99 54.60 0 0 0| 0 0 0 0 1300 337.500 0.97 46.93 0 0 0| 0 0 0 0 1400 240.000 0.94 39.37 0 0 0| 0 10 0 0 1500 193.500 0.90 37.78 0 0 0| 0 0 0 0 1550 147.500 0.85 33.92 0 0 0| 0 35 0 0 1600 107.000 0.75 32.46 0 0 0| 0 300 0 0 1650 71.500 0.62 30.73 0 0 0| 0 715 0 0 1700 43.000 0.47 29.11 0 0 0| 20 387 +20 0 1750 22.500 0.31 27.76 0 0 0| 0 427 0 0 1800 11.000 0.18 27.13 0 0 0| 12 41 +6 0 1850 4.000 0.08 26.31 0 0 0| 0 245 0 0 1900 2.000 0.04 27.46 0 0 0| 12 13 0 0 1950 1.000 0.02 27.47 0 0 0| 0 107 0 0 2000 CAB 0.00 29.60 0 0 0| 0 137 0 0 2100 CAB 0.00 33.23 0 0 0| 0 17 0 0 2200 Total 0 0 0| 44 2,438 +26 0 Indicative a-t-m Vol 31.59 Underlying Price 1735.000 Time to expiry: 49 Days Oct 10 348.500 0.92 44.99 0 0 0| 0 0 0 0 1400 255.500 0.86 39.20 0 0 0| 0 0 0 0 1500 172.000 0.76 35.45 0 0 0| 0 10 0 0 1600 135.000 0.68 33.99 0 0 0| 0 0 0 0 1650 102.000 0.59 32.53 0 0 0| 0 3 0 0 1700 74.000 0.50 31.20 0 0 0| 0 0 0 0 1750 51.000 0.40 30.02 0 0 0| 0 22 0 0 1800 33.500 0.30 29.22 0 0 0| 0 8 0 0 1850 21.000 0.21 28.51 0 0 0| 0 6 0 0 1900 13.000 0.15 28.24 0 0 0| 0 30 0 0 1950 7.000 0.09 27.56 0 0 0| 0 20 0 0 2000 3.000 0.04 28.61 0 0 0| 0 215 0 0 2100 1.000 0.01 28.78 0 0 0| 0 0 0 0 2200 Total 0 0 0| 0 314 0 0 Indicative a-t-m Vol 33.25 Underlying Price 1735.000 Time to expiry: 84 Days Nov 10 360.500 0.88 42.10 0 0 0| 0 0 0 0 1400 275.500 0.81 39.15 0 0 0| 0 0 0 0 1500 199.000 0.71 36.59 0 0 0| 0 0 0 0 1600 164.000 0.65 35.19 0 0 0| 0 0 0 0 1650 132.500 0.59 34.10 0 0 0| 0 0 0 0 1700 104.500 0.51 32.88 0 0 0| 4 4 +4 0 1750 72.000 81.500 0.44 32.25 72.000 72.000 0 0 2| 0 0 0 0 1800 44.000 0.30 30.30 0 0 0| 0 7 0 0 1900 Total 0 0 2| 4 11 +4 0 Indicative a-t-m Vol 33.88 Underlying Price 1735.000 Time to expiry: 112 Days Dec 10 Equity Options 21:55 Business Day Fri 27 Aug 2010 Previous Business Day Thu 26 Aug 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 | 372.000 0.85 41.53 0 0 0| 0 8 0 0 1400 290.000 0.79 39.07 0 0 0| 0 0 0 0 1500 216.500 0.70 36.93 0 0 0| 0 6 0 0 1600 151.500 0.59 34.46 0 0 0| 0 26 0 0 1700 85.000 100.000 0.46 32.79 85.000 85.000 0 0 10| 0 50 0 0 1800 56.000 62.000 0.34 31.30 56.000 56.000 0 0 10| 0 443 0 0 1900 34.500 0.22 29.94 0 0 0| 0 366 0 0 2000 9.000 0.08 28.25 0 0 0| 0 109 0 0 2200 4.000 0.03 30.58 0 0 0| 0 2 0 0 2400 Total 0 0 20| 0 1,010 0 0 Indicative a-t-m Vol 34.78 Underlying Price 1735.000 Time to expiry: 203 Days Mar 11 403.000 0.81 41.65 0 0 0| 0 14 0 0 1400 325.000 0.75 39.01 0 0 0| 0 1 0 0 1500 257.000 0.68 37.27 0 0 0| 0 50 0 0 1600 181.500 194.000 0.59 35.18 181.500 S 181.500 S 0 0 200| 0 13 0 0 1700 145.000 0.50 34.05 0 0 0| 0 24 0 0 1800 102.500 0.40 32.62 0 0 0| 0 26 0 0 1900 72.000 0.31 31.89 0 0 0| 0 44 0 0 2000 11.500 0.08 28.86 0 0 0| 0 27 0 0 2400 Total 0 0 200| 0 199 0 0 Total Calls 0 0 222| 48 3,972 +30 0 | Equity Options 21:55 Business Day Fri 27 Aug 2010 Previous Business Day Thu 26 Aug 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 29.79 Underlying Price 1735.000 Time to expiry: 21 Days Sep 10 2.000 -0.02 74.01 0 0 0| 0 131 0 0 1200 2.000 -0.02 60.66 0 0 0| 0 109 0 0 1300 3.000 -0.04 50.31 0 0 0| 3 1,055 0 0 1400 7.000 5.000 -0.06 40.62 7.000 6.000 0 0 2| 0 390 0 0 1500 8.000 -0.10 37.45 0 0 0| 3 11 0 0 1550 13.000 13.500 -0.16 35.45 13.000 13.000 0 0 14| 0 349 0 0 1600 22.500 -0.25 33.20 0 0 0| 0 243 0 0 1650 36.500 -0.38 31.14 0 0 0| 1 92 0 0 1700 57.500 -0.53 29.20 0 0 0| 0 147 0 0 1750 87.000 -0.69 27.86 0 0 0| 0 36 0 0 1800 125.500 -0.82 27.61 0 0 0| 0 0 0 0 1850 169.500 -0.91 27.58 0 0 0| 0 21 0 0 1900 216.500 -0.96 27.37 0 0 0| 0 10 0 0 1950 266.000 -0.98 29.21 0 0 0| 0 9 0 0 2000 365.000 -1.00 31.31 0 0 0| 0 0 0 0 2100 465.000 -1.00 23.62 0 0 0| 0 0 0 0 2200 Total 0 0 16| 7 2,603 0 0 Indicative a-t-m Vol 31.93 Underlying Price 1735.000 Time to expiry: 49 Days Oct 10 11.000 -0.08 44.16 0 0 0| 0 0 0 0 1400 19.000 -0.14 39.17 0 0 0| 5 13 0 0 1500 36.000 -0.25 35.82 0 0 0| 0 59 0 0 1600 49.000 -0.32 34.34 0 0 0| 0 6 0 0 1650 66.500 -0.41 32.86 0 0 0| 0 29 0 0 1700 88.000 -0.50 31.53 0 0 0| 0 9 0 0 1750 115.000 -0.60 30.27 0 0 0| 0 9 0 0 1800 148.000 -0.70 29.70 0 0 0| 0 7 0 0 1850 185.500 -0.79 28.94 0 0 0| 0 0 0 0 1900 226.000 -0.86 27.78 0 0 0| 0 10 0 0 1950 272.500 -0.90 29.15 0 0 0| 0 1 0 0 2000 366.500 -0.97 28.47 0 0 0| 0 0 0 0 2100 465.500 -0.99 29.84 0 0 0| 0 0 0 0 2200 Total 0 0 0| 5 143 0 0 Indicative a-t-m Vol 33.33 Underlying Price 1735.000 Time to expiry: 84 Days Nov 10 24.500 -0.13 42.98 0 0 0| 0 0 0 0 1400 38.000 -0.19 39.25 0 0 0| 0 8 0 0 1500 61.000 -0.29 36.55 0 0 0| 3 3 +3 0 1600 76.000 -0.35 35.08 0 0 0| 0 0 0 0 1650 94.500 -0.41 34.02 0 0 0| 0 0 0 0 1700 117.000 -0.49 33.03 0 0 0| 0 0 0 0 1750 143.000 -0.56 32.12 0 0 0| 0 0 0 0 1800 208.000 -0.70 30.89 0 0 0| 0 0 0 0 1900 Total 0 0 0| 3 11 +3 0 Indicative a-t-m Vol 33.80 Underlying Price 1735.000 Time to expiry: 112 Days Dec 10 Equity Options 21:55 Business Day Fri 27 Aug 2010 Previous Business Day Thu 26 Aug 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 | 34.500 -0.15 41.82 0 0 0| 0 405 0 0 1400 52.500 -0.22 39.38 0 0 0| 0 373 0 0 1500 77.000 -0.30 36.72 0 0 0| 0 651 0 0 1600 112.500 -0.42 34.37 0 0 0| 0 280 0 0 1700 161.000 -0.54 32.73 0 0 0| 0 26 0 0 1800 224.000 -0.66 31.52 0 0 0| 0 5 0 0 1900 296.000 -0.78 30.00 0 0 0| 0 8 0 0 2000 472.500 -0.92 29.18 0 0 0| 0 1 0 0 2200 666.000 -0.98 29.36 0 0 0| 0 0 0 0 2400 Total 0 0 0| 0 1,749 0 0 Indicative a-t-m Vol 34.09 Underlying Price 1735.000 Time to expiry: 203 Days Mar 11 72.000 -0.21 40.66 0 0 0| 6 8 0 0 1400 97.000 -0.28 38.40 0 0 0| 0 81 0 0 1500 129.000 -0.35 36.29 0 0 0| 0 24 0 0 1600 178.500 170.500 -0.44 34.62 178.500 S 178.500 S 0 0 200| 0 16 0 0 1700 222.000 -0.54 33.10 0 0 0| 0 23 0 0 1800 284.000 -0.63 32.01 0 0 0| 0 8 0 0 1900 355.500 -0.71 31.30 0 0 0| 0 35 0 0 2000 694.500 -0.96 25.02 0 0 0| 0 0 0 0 2400 Total 0 0 200| 6 195 0 0 Total Puts 0 0 216| 21 4,701 +3 0 Grand Total 0 0 438| 540,069 548,673 +33 0 Equity Options 21:55 Business Day Fri 27 Aug 2010 Previous Business Day Thu 26 Aug 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 22.17 Underlying Price 204.300 Time to expiry: 21 Days Sep 10 64.500 1.00 57.80 0 0 0| 0 0 0 0 140 54.500 0.99 50.59 0 0 0| 0 0 0 0 150 44.500 0.99 42.93 0 0 0| 0 0 0 0 160 34.500 0.98 35.75 0 0 0| 0 0 0 0 170 29.500 0.98 32.54 0 0 0| 0 0 0 0 175 24.500 0.96 29.68 0 0 0| 0 0 0 0 180 19.750 0.94 27.19 0 0 0| 0 0 0 0 185 15.000 0.89 24.71 0 0 0| 0 0 0 0 190 10.750 0.80 23.89 0 0 0| 0 0 0 0 195 7.000 0.66 22.73 0 0 0| 0 0 0 0 200 4.250 0.49 22.17 0 0 0| 0 0 0 0 205 2.250 0.31 21.59 0 0 0| 0 22 0 0 210 0.750 0.16 20.24 0 0 0| 0 0 0 0 215 0.500 0.10 23.05 0 0 0| 0 111 0 0 220 0.250 0.04 27.37 0 0 0| 0 13 0 0 230 CAB 0.02 31.21 0 0 0| 0 42 0 0 240 Total 0 0 0| 0 188 0 0 Indicative a-t-m Vol 24.60 Underlying Price 204.300 Time to expiry: 112 Days Dec 10 65.000 0.98 36.19 0 0 0| 0 0 0 0 140 46.250 0.92 34.29 0 0 0| 0 0 0 0 160 37.000 0.88 30.75 0 0 0| 0 0 0 0 170 28.000 0.82 27.69 0 0 0| 0 0 0 0 180 20.250 0.72 26.20 0 0 0| 0 0 0 0 190 13.750 0.59 25.05 0 0 0| 0 84 0 0 200 8.750 0.45 24.15 0 0 0| 0 154 0 0 210 5.000 0.31 23.32 0 0 0| 0 111 0 0 220 2.750 0.20 23.10 0 0 0| 0 0 0 0 230 1.500 0.12 23.24 0 0 0| 0 0 0 0 240 Total 0 0 0| 0 349 0 0 Indicative a-t-m Vol 26.88 Underlying Price 204.300 Time to expiry: 203 Days Mar 11 65.500 0.97 30.73 0 0 0| 0 0 0 0 140 47.250 0.90 30.49 0 0 0| 0 0 0 0 160 39.000 0.84 29.76 0 0 0| 0 0 0 0 170 31.500 0.77 29.39 0 0 0| 0 40 0 0 180 24.500 0.69 28.35 0 0 0| 0 41 0 0 190 18.250 0.59 27.12 0 0 0| 0 20 0 0 200 13.250 0.49 26.65 0 0 0| 0 0 0 0 210 9.250 0.39 26.02 0 0 0| 0 5 0 0 220 6.250 0.30 25.57 0 0 0| 0 3 0 0 230 4.000 0.21 24.67 0 0 0| 0 5 0 0 240 Total 0 0 0| 0 114 0 0 Total Calls 0 0 0| 0 651 0 0 | Equity Options 21:55 Business Day Fri 27 Aug 2010 Previous Business Day Thu 26 Aug 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 22.56 Underlying Price 204.300 Time to expiry: 21 Days Sep 10 CAB 0.00 29.20 0 0 0| 0 0 0 0 140 CAB 0.00 26.65 0 0 0| 0 0 0 0 150 CAB 0.00 27.29 0 0 0| 0 68 0 0 160 CAB 0.00 24.09 0 0 0| 0 10 0 0 170 CAB 0.00 23.45 0 0 0| 0 9 0 0 175 CAB -0.01 24.09 0 0 0| 0 158 0 0 180 0.250 -0.04 23.64 0 0 0| 0 0 0 0 185 0.500 -0.10 23.34 0 0 0| 0 57 0 0 190 1.250 -0.20 23.55 0 0 0| 0 0 0 0 195 2.750 -0.34 23.15 0 0 0| 0 57 0 0 200 4.750 -0.51 22.56 0 0 0| 0 1 0 0 205 7.750 -0.68 22.03 0 0 0| 0 81 0 0 210 11.750 -0.82 22.15 0 0 0| 0 46 0 0 215 16.000 -0.91 21.90 0 0 0| 0 35 0 0 220 25.750 -0.99 21.44 0 0 0| 0 0 0 0 230 35.750 -1.00 25.20 0 0 0| 0 0 0 0 240 Total 0 0 0| 0 522 0 0 Indicative a-t-m Vol 24.45 Underlying Price 204.300 Time to expiry: 112 Days Dec 10 0.250 -0.02 35.56 0 0 0| 0 0 0 0 140 1.250 -0.07 31.71 0 0 0| 28 115 0 0 160 2.000 -0.11 29.75 0 0 0| 0 2 0 0 170 3.250 -0.18 27.37 0 0 0| 0 65 0 0 180 5.750 -0.28 26.31 0 0 0| 0 24 0 0 190 9.000 -0.41 24.89 0 0 0| 0 50 0 0 200 13.750 -0.55 24.00 0 0 0| 0 8 0 0 210 20.250 -0.69 23.45 0 0 0| 0 3 0 0 220 28.250 -0.80 23.64 0 0 0| 0 0 0 0 230 37.000 -0.87 24.29 0 0 0| 0 0 0 0 240 Total 0 0 0| 28 267 0 0 Indicative a-t-m Vol 25.27 Underlying Price 204.300 Time to expiry: 203 Days Mar 11 1.750 -0.07 33.59 0 0 0| 0 0 0 0 140 4.250 -0.16 30.98 0 0 0| 0 72 0 0 160 7.000 6.000 -0.22 29.53 7.000 7.000 0 0 15| 0 0 0 0 170 8.500 -0.30 27.79 0 0 0| 5 17 +5 0 180 12.250 -0.39 26.67 0 0 0| 0 75 0 0 190 16.750 -0.50 25.65 0 0 0| 4 24 +4 0 200 22.500 -0.60 24.88 0 0 0| 0 20 0 0 210 29.250 -0.70 24.22 0 0 0| 0 8 0 0 220 37.250 -0.79 23.82 0 0 0| 0 0 0 0 230 46.000 -0.84 24.33 0 0 0| 0 5 0 0 240 Total 0 0 15| 9 221 +9 0 Total Puts 0 0 15| 37 1,010 +9 0 Grand Total 0 0 15| 360,037 361,661 +9 0 Equity Options 21:55 Business Day Fri 27 Aug 2010 Previous Business Day Thu 26 Aug 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 22.18 Underlying Price 416.700 Time to expiry: 21 Days Sep 10 57.000 0.99 27.21 0 0 0| 0 0 0 0 360 37.500 0.94 25.21 0 0 0| 0 0 0 0 380 20.250 0.77 24.21 0 0 0| 0 0 0 0 400 13.000 0.63 22.82 0 0 0| 0 0 0 0 410 7.500 0.46 21.91 0 0 0| 0 0 0 0 420 3.750 0.28 21.30 0 0 0| 0 0 0 0 430 1.500 0.15 20.49 0 0 0| 0 0 0 0 440 0.500 0.06 20.05 0 0 0| 0 0 0 0 450 0.250 0.02 19.52 0 0 0| 0 9 0 0 460 CAB 0.00 18.62 0 0 0| 0 2 0 0 470 CAB 0.00 18.23 0 0 0| 0 26 0 0 480 CAB 0.00 18.18 0 0 0| 0 0 0 0 490 CAB 0.00 18.13 0 0 0| 0 3 0 0 500 CAB 0.00 18.02 0 0 0| 0 39 0 0 520 CAB 0.00 17.68 0 0 0| 0 0 0 0 560 Total 0 0 0| 0 79 0 0 Indicative a-t-m Vol 23.95 Underlying Price 416.700 Time to expiry: 112 Days Dec 10 61.000 0.88 26.40 0 0 0| 0 0 0 0 360 30.250 0.66 24.14 0 0 0| 0 0 0 0 400 19.500 0.50 23.91 0 0 0| 0 0 0 0 420 11.750 0.36 23.64 0 0 0| 0 10 0 0 440 6.250 0.23 23.11 0 0 0| 0 5 0 0 460 3.250 0.13 22.86 0 0 0| 0 73 0 0 480 0.500 0.03 20.98 0 0 0| 0 36 0 0 520 CAB 0.00 17.99 0 0 0| 0 20 0 0 560 Total 0 0 0| 0 144 0 0 Indicative a-t-m Vol 25.64 Underlying Price 416.700 Time to expiry: 203 Days Mar 11 65.500 0.81 28.03 0 0 0| 0 0 0 0 360 37.500 0.62 25.56 0 0 0| 0 0 0 0 400 27.750 0.51 25.66 0 0 0| 0 0 0 0 420 19.500 0.40 25.11 0 0 0| 0 4 0 0 440 13.000 0.30 24.42 0 0 0| 0 0 0 0 460 8.750 0.22 24.11 0 0 0| 2 8 +2 0 480 2.250 0.08 21.48 0 0 0| 0 0 0 0 520 0.250 0.01 16.88 0 0 0| 0 35 0 0 560 Total 0 0 0| 2 47 +2 0 Total Calls 0 0 0| 2 270 +2 0 | Equity Options 21:55 Business Day Fri 27 Aug 2010 Previous Business Day Thu 26 Aug 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 22.18 Underlying Price 416.700 Time to expiry: 21 Days Sep 10 CAB -0.01 27.21 0 0 0| 0 11 0 0 360 0.750 -0.06 25.21 0 0 0| 0 13 0 0 380 4.750 3.500 -0.23 24.21 4.750 4.750 0 0 10| 0 14 0 0 400 7.750 6.250 -0.37 22.82 7.750 7.500 0 0 8| 0 0 0 0 410 10.500 10.750 -0.55 21.91 10.500 10.500 0 0 9| 0 16 0 0 420 17.000 -0.72 21.30 0 0 0| 0 0 0 0 430 29.250 24.750 -0.85 20.49 29.500 S 24.500 S 0 0 6| 0 16 0 0 440 33.750 -0.94 20.05 0 0 0| 0 0 0 0 450 43.500 43.250 -0.98 19.52 43.500 43.500 0 0 3| 0 16 0 0 460 53.250 -1.00 18.62 0 0 0| 0 0 0 0 470 63.250 -1.00 18.23 0 0 0| 1 2 0 0 480 73.250 -1.00 18.18 0 0 0| 0 0 0 0 490 83.250 -1.00 18.13 0 0 0| 0 0 0 0 500 103.250 -1.00 18.02 0 0 0| 0 0 0 0 520 143.250 -1.00 17.68 0 0 0| 0 0 0 0 560 Total 0 0 36| 1 88 0 0 Indicative a-t-m Vol 24.09 Underlying Price 416.700 Time to expiry: 112 Days Dec 10 5.750 -0.17 26.21 0 0 0| 0 10 0 0 360 17.000 -0.40 24.14 0 0 0| 0 259 0 0 400 28.750 27.250 -0.54 24.08 28.750 S 28.750 S 0 0 2| 0 1 0 0 420 40.000 -0.68 23.38 0 0 0| 0 0 0 0 440 55.250 -0.80 23.13 0 0 0| 0 2 0 0 460 72.500 -0.88 22.70 0 0 0| 0 0 0 0 480 110.000 -0.98 20.98 0 0 0| 0 0 0 0 520 149.500 -1.00 17.99 0 0 0| 0 0 0 0 560 Total 0 0 2| 0 272 0 0 Indicative a-t-m Vol 25.64 Underlying Price 416.700 Time to expiry: 203 Days Mar 11 12.500 -0.23 27.87 0 0 0| 0 0 0 0 360 27.000 25.750 -0.41 25.56 27.000 S 25.000 S 0 0 4| 4 22 0 0 400 36.500 -0.51 25.66 0 0 0| 0 0 0 0 420 48.250 -0.61 25.11 0 0 0| 0 40 0 0 440 62.000 -0.70 24.44 0 0 0| 1 10 +1 0 460 77.500 -0.78 24.11 0 0 0| 0 0 0 0 480 111.500 -0.92 21.48 0 0 0| 0 0 0 0 520 149.500 -0.99 16.88 0 0 0| 0 0 0 0 560 Total 0 0 4| 5 72 +1 0 Total Puts 0 0 42| 6 432 +1 0 Grand Total 0 0 42| 310,008 310,702 +3 0 Equity Options 21:55 Business Day Fri 27 Aug 2010 Previous Business Day Thu 26 Aug 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 | Tesco plc STND OPT (TCO) Indicative a-t-m Vol 16.15 Underlying Price 406.600 Time to expiry: 21 Days Sep 10 86.750 0.99 39.92 0 0 0| 0 0 0 0 320 66.750 0.99 32.89 0 0 0| 0 0 0 0 340 47.000 0.98 25.04 0 0 0| 0 5 0 0 360 37.000 0.96 22.06 0 0 0| 0 0 0 0 370 27.500 0.92 20.57 0 0 0| 0 4 0 0 380 18.500 0.83 18.64 0 0 0| 0 10 0 0 390 10.500 0.67 16.68 0 0 0| 0 1,660 0 0 400 4.750 0.43 15.92 0 0 0| 0 87 0 0 410 1.750 0.20 15.28 0 0 0| 0 634 0 0 420 0.250 0.03 17.36 0 0 0| 0 1,677 0 0 440 CAB 0.00 19.09 0 0 0| 0 355 0 0 460 CAB 0.00 21.51 0 0 0| 0 314 0 0 480 CAB 0.00 21.51 0 0 0| 0 0 0 0 560 Total 0 0 0| 0 4,746 0 0 Indicative a-t-m Vol 19.87 Underlying Price 406.600 Time to expiry: 49 Days Oct 10 67.500 0.97 27.72 0 0 0| 0 0 0 0 340 48.000 0.93 24.14 0 0 0| 0 0 0 0 360 30.500 0.81 22.75 0 0 0| 0 0 0 0 380 22.250 0.73 21.27 0 0 0| 0 0 0 0 390 15.500 0.61 20.26 0 0 0| 0 10 0 0 400 10.000 0.47 19.70 0 0 0| 0 62 0 0 410 5.750 0.33 19.03 0 0 0| 1 982 +1 0 420 1.500 0.12 18.41 0 0 0| 0 0 0 0 440 0.250 0.03 17.92 0 0 0| 0 0 0 0 460 Total 0 0 0| 1 1,054 +1 0 Indicative a-t-m Vol 19.45 Underlying Price 406.600 Time to expiry: 84 Days Nov 10 49.000 0.89 23.83 0 0 0| 0 0 0 0 360 31.750 0.78 21.72 0 0 0| 0 0 0 0 380 24.250 0.69 20.61 0 0 0| 0 0 0 0 390 17.500 0.58 19.83 0 0 0| 0 0 0 0 400 12.250 0.47 19.29 0 0 0| 0 0 0 0 410 8.250 0.36 19.11 0 0 0| 0 50 0 0 420 3.000 0.17 18.14 0 0 0| 0 0 0 0 440 Total 0 0 0| 0 50 0 0 Indicative a-t-m Vol 20.13 Underlying Price 406.600 Time to expiry: 112 Days Dec 10 166.750 1.00 29.56 0 0 0| 0 0 0 0 240 127.000 1.00 32.80 0 0 0| 0 0 0 0 280 88.000 0.95 30.84 0 0 0| 0 3 0 0 320 50.500 0.85 24.57 0 0 0| 0 0 0 0 360 33.750 0.74 22.33 0 0 0| 0 0 0 0 380 20.250 0.57 20.43 0 0 0| 0 1,112 0 0 400 10.500 10.750 0.38 19.57 10.500 10.500 0 0 10| 0 2,477 0 0 420 Equity Options 21:55 Business Day Fri 27 Aug 2010 Previous Business Day Thu 26 Aug 2010 Page 60 Calls | Block | Opening Settle Delta Vola- Daily Trade Bclear Total | Official **Open Change Exer- Exer Trans Price tility High Low Volume Volume*** Volume | Volume Int cises Price | 5.000 0.22 18.81 0 0 0| 0 1,219 0 0 440 2.250 0.11 18.64 0 0 0| 0 553 0 0 460 0.750 0.04 17.96 0 0 0| 0 1,223 0 0 480 0.250 0.02 26.55 0 0 0| 0 170 0 0 560 Total 0 0 10| 0 6,757 0 0 Indicative a-t-m Vol 20.75 Underlying Price 406.600 Time to expiry: 203 Days Mar 11 89.250 0.91 27.75 0 0 0| 0 0 0 0 320 55.000 0.78 24.31 0 0 0| 0 0 0 0 360 39.500 0.68 22.11 0 0 0| 0 25 0 0 380 26.250 27.250 0.56 21.00 26.250 S 26.250 S 0 0 5| 0 143 0 0 400 17.750 0.43 20.28 0 0 0| 0 596 0 0 420 10.500 0.30 19.44 0 0 0| 0 258 0 0 440 5.750 0.19 18.66 0 0 0| 0 126 0 0 460 3.000 0.12 18.48 0 0 0| 0 48 0 0 480 0.250 0.01 17.88 0 0 0| 0 0 0 0 560 Total 0 0 5| 0 1,196 0 0 Indicative a-t-m Vol 21.95 Underlying Price 406.600 Time to expiry: 294 Days Jun 11 90.750 0.89 27.53 0 0 0| 0 0 0 0 320 57.500 0.75 24.18 0 0 0| 0 100 0 0 360 43.750 0.66 23.24 0 0 0| 0 223 0 0 380 31.750 0.56 22.20 0 0 0| 0 50 0 0 400 22.250 0.45 21.48 0 0 0| 0 185 0 0 420 12.250 14.750 0.34 20.69 13.750 12.250 S 0 0 8| 0 270 0 0 440 5.500 0.17 19.45 0 0 0| 0 0 0 0 480 Total 0 0 8| 0 828 0 0 Indicative a-t-m Vol 23.93 Underlying Price 406.600 Time to expiry: 476 Days Dec 11 131.000 0.91 33.82 0 0 0| 0 3 0 0 280 96.500 0.82 30.00 0 0 0| 0 0 0 0 320 65.750 0.71 26.49 0 0 0| 0 0 0 0 360 41.000 0.56 24.03 0 0 0| 0 0 0 0 400 25.000 0.40 23.45 0 0 0| 0 0 0 0 440 14.250 0.27 22.85 0 0 0| 0 0 0 0 480 Total 0 0 0| 0 3 0 0 Indicative a-t-m Vol 23.56 Underlying Price 406.600 Time to expiry: 658 Days Jun 12 98.500 0.81 29.00 0 0 0| 0 0 0 0 320 69.000 0.70 25.93 0 0 0| 0 0 0 0 360 45.000 0.56 23.75 0 0 0| 0 0 0 0 400 28.500 0.42 22.68 0 0 0| 0 0 0 0 440 Total 0 0 0| 0 0 0 0 Indicative a-t-m Vol 23.17 Underlying Price 406.600 Time to expiry: 847 Days Dec 12 101.500 0.80 29.00 0 0 0| 0 0 0 0 320 71.500 0.69 25.33 0 0 0| 0 0 0 0 360 48.500 0.56 23.45 0 0 0| 0 850 0 0 400 Equity Options 21:55 Business Day Fri 27 Aug 2010 Previous Business Day Thu 26 Aug 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 | 31.000 0.42 21.84 0 0 0| 0 0 0 0 440 19.750 0.31 21.25 0 0 0| 0 0 0 0 480 Total 0 0 0| 0 850 0 0 Total Calls 0 0 23| 1 15,484 +1 0 | Equity Options 21:55 Business Day Fri 27 Aug 2010 Previous Business Day Thu 26 Aug 2010 Page 62 Puts | Block | Opening Settle Delta Vola- Daily Trade Bclear Total | Official **Open Change Exer- Exer Trans Price tility High Low Volume Volume*** Volume | Volume Int cises Price | Tesco plc STND OPT (TCO) Indicative a-t-m Vol 15.76 Underlying Price 406.600 Time to expiry: 21 Days Sep 10 CAB 0.00 22.69 0 0 0| 0 1,012 0 0 320 CAB 0.00 19.42 0 0 0| 0 75 0 0 340 CAB 0.00 16.60 0 0 0| 0 330 0 0 360 CAB -0.01 16.03 0 0 0| 0 383 0 0 370 0.250 -0.04 16.06 0 0 0| 0 7,645 0 0 380 1.500 -0.17 18.03 0 0 0| 0 279 0 0 390 3.750 -0.33 16.40 0 0 0| 103 705 +50 0 400 8.000 -0.58 15.49 0 0 0| 0 49 0 0 410 15.250 -0.79 16.14 0 0 0| 2 931 -2 0 420 34.000 -0.93 21.44 0 0 0| 0 150 0 0 440 58.500 54.000 -0.95 30.54 58.500 58.500 0 0 5| 0 15 0 0 460 73.500 -0.99 29.48 0 0 0| 0 0 0 0 480 153.500 -1.00 37.28 0 0 0| 0 0 0 0 560 Total 0 0 5| 105 11,574 +48 0 Indicative a-t-m Vol 18.91 Underlying Price 406.600 Time to expiry: 49 Days Oct 10 0.750 -0.04 27.22 0 0 0| 0 0 0 0 340 1.250 -0.08 22.79 0 0 0| 0 10 0 0 360 4.250 -0.22 21.63 0 0 0| 0 904 0 0 380 6.500 -0.32 20.31 0 0 0| 0 126 0 0 390 10.250 -0.45 19.46 0 0 0| 1 37 +1 0 400 15.250 -0.59 18.68 0 0 0| 0 22 0 0 410 21.750 -0.73 18.00 0 0 0| 0 55 0 0 420 38.500 -0.90 18.00 0 0 0| 0 0 0 0 440 57.750 -0.96 20.08 0 0 0| 0 0 0 0 460 Total 0 0 0| 1 1,154 +1 0 Indicative a-t-m Vol 19.73 Underlying Price 406.600 Time to expiry: 84 Days Nov 10 3.250 -0.14 22.75 0 0 0| 0 0 0 0 360 7.500 -0.27 22.00 0 0 0| 0 0 0 0 380 10.500 -0.35 21.00 0 0 0| 0 25 0 0 390 14.250 -0.45 20.23 0 0 0| 0 2 0 0 400 19.000 -0.56 19.52 0 0 0| 0 0 0 0 410 25.500 -0.65 19.53 0 0 0| 0 0 0 0 420 40.250 -0.83 18.53 0 0 0| 0 0 0 0 440 Total 0 0 0| 0 27 0 0 Indicative a-t-m Vol 20.29 Underlying Price 406.600 Time to expiry: 112 Days Dec 10 CAB 0.00 11.99 0 0 0| 0 81 0 0 240 0.250 -0.01 29.98 0 0 0| 0 349 0 0 280 2.000 -0.06 28.78 0 0 0| 0 655 0 0 320 6.000 6.250 -0.19 25.03 6.000 6.000 0 0 50| 0 3,348 0 0 360 10.000 -0.30 22.53 0 0 0| 0 3,351 0 0 380 16.750 -0.45 20.62 0 0 0| 0 3,781 0 0 400 27.500 -0.63 19.68 0 0 0| 0 611 0 0 420 42.000 -0.78 19.25 0 0 0| 0 1,176 0 0 440 Equity Options 21:55 Business Day Fri 27 Aug 2010 Previous Business Day Thu 26 Aug 2010 Page 63 Puts | Block | Opening Settle Delta Vola- Daily Trade Bclear Total | Official **Open Change Exer- Exer Trans Price tility High Low Volume Volume*** Volume | Volume Int cises Price | 59.000 -0.90 18.41 0 0 0| 2 174 -2 0 460 77.750 -0.96 18.26 0 0 0| 0 71 0 0 480 157.500 -0.98 28.51 0 0 0| 0 25 0 0 560 Total 0 0 50| 2 13,622 -2 0 Indicative a-t-m Vol 21.00 Underlying Price 406.600 Time to expiry: 203 Days Mar 11 4.750 -0.11 27.61 0 0 0| 0 50 0 0 320 10.750 -0.23 23.95 0 0 0| 0 144 0 0 360 16.000 -0.33 22.53 0 0 0| 0 207 0 0 380 24.250 23.750 -0.45 21.45 24.250 S 24.250 S 0 0 5| 5 583 +3 0 400 33.750 -0.58 20.16 0 0 0| 0 583 0 0 420 46.750 -0.70 19.74 0 0 0| 2 101 0 0 440 62.500 -0.81 19.25 0 0 0| 0 20 0 0 460 79.250 -0.90 18.26 0 0 0| 0 5 0 0 480 157.500 -0.98 22.41 0 0 0| 0 0 0 0 560 Total 0 0 5| 7 1,693 +3 0 Indicative a-t-m Vol 21.39 Underlying Price 406.600 Time to expiry: 294 Days Jun 11 8.750 -0.16 26.60 0 0 0| 0 360 0 0 320 17.750 17.500 -0.30 23.87 17.750 17.750 0 0 1| 0 221 0 0 360 24.500 -0.39 22.71 0 0 0| 0 175 0 0 380 33.500 -0.49 21.66 0 0 0| 0 30 0 0 400 44.500 -0.60 20.88 0 0 0| 0 275 0 0 420 60.750 57.750 -0.70 20.10 60.750 S 60.750 S 0 0 5| 0 275 0 0 440 91.000 -0.83 20.62 0 0 0| 0 0 0 0 480 Total 0 0 6| 0 1,336 0 0 Indicative a-t-m Vol 23.52 Underlying Price 406.600 Time to expiry: 476 Days Dec 11 13.250 -0.14 33.95 0 0 0| 0 0 0 0 280 20.000 -0.22 29.82 0 0 0| 0 0 0 0 320 30.250 -0.33 26.20 0 0 0| 0 750 0 0 360 46.250 -0.48 23.64 0 0 0| 0 500 0 0 400 70.750 -0.62 22.98 0 0 0| 0 0 0 0 440 100.750 -0.74 22.65 0 0 0| 0 0 0 0 480 Total 0 0 0| 0 1,250 0 0 Indicative a-t-m Vol 23.37 Underlying Price 406.600 Time to expiry: 658 Days Jun 12 29.000 -0.26 30.00 0 0 0| 0 0 0 0 320 39.000 -0.36 25.70 0 0 0| 0 0 0 0 360 56.500 -0.49 23.57 0 0 0| 0 0 0 0 400 80.750 -0.62 22.41 0 0 0| 0 0 0 0 440 Total 0 0 0| 0 0 0 0 Indicative a-t-m Vol 23.20 Underlying Price 406.600 Time to expiry: 847 Days Dec 12 36.000 -0.27 30.00 0 0 0| 0 0 0 0 320 44.750 -0.36 25.15 0 0 0| 0 350 0 0 360 63.000 -0.48 23.50 0 0 0| 0 150 0 0 400 85.500 -0.60 21.80 0 0 0| 0 0 0 0 440 112.750 -0.72 20.71 0 0 0| 0 0 0 0 480 Equity Options 21:55 Business Day Fri 27 Aug 2010 Previous Business Day Thu 26 Aug 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 | Total 0 0 0| 0 500 0 0 Total Puts 0 0 66| 115 31,156 +50 0 Grand Total 0 0 89| 710,116 756,640 +51 0 Equity Options 21:55 Business Day Fri 27 Aug 2010 Previous Business Day Thu 26 Aug 2010 Page 65 Calls | Block | Opening Settle Delta Vola- Daily Trade Bclear Total | Official **Open Change Exer- Exer Trans Price tility High Low Volume Volume*** Volume | Volume Int cises Price | Tomkins plc STND OPT (TMK) Indicative a-t-m Vol 0.00 Underlying Price 321.800 Time to expiry: 21 Days Sep 10 161.750 1.00 86.19 0 0 0| 0 0 0 0 160 151.750 1.00 79.15 0 0 0| 0 0 0 0 170 142.000 1.00 72.48 0 0 0| 0 0 0 0 180 132.000 1.00 66.74 0 0 0| 0 0 0 0 190 122.000 1.00 63.61 0 0 0| 0 14 0 0 200 112.000 1.00 55.38 0 0 0| 0 40 0 0 210 107.000 1.00 52.77 0 0 0| 0 0 0 0 215 102.000 1.00 50.26 0 0 0| 0 26 0 0 220 97.000 1.00 47.85 0 0 0| 0 0 0 0 225 92.000 1.00 45.55 0 0 0| 0 4 0 0 230 87.000 1.00 43.34 0 0 0| 0 0 0 0 235 82.000 1.00 41.56 0 0 0| 0 162 0 0 240 77.000 1.00 38.57 0 0 0| 0 400 0 0 245 72.000 1.00 34.81 0 0 0| 0 133 0 0 250 62.000 1.00 29.84 0 0 0| 0 16 0 0 260 52.000 1.00 25.94 0 0 0| 0 409 0 0 270 42.000 1.00 21.82 0 0 0| 0 174 0 0 280 22.250 0.95 17.51 0 0 0| 0 22 0 0 300 5.500 0.58 13.90 0 0 0| 0 3,171 0 0 320 Total 0 0 0| 0 4,571 0 0 Indicative a-t-m Vol 0.00 Underlying Price 321.800 Time to expiry: 112 Days Dec 10 122.000 1.00 37.90 0 0 0| 0 0 0 0 200 112.000 1.00 36.40 0 0 0| 0 0 0 0 210 102.000 0.99 34.90 0 0 0| 0 10 0 0 220 92.250 0.99 33.80 0 0 0| 0 44 0 0 230 82.500 0.97 33.40 0 0 0| 0 55 0 0 240 64.000 0.92 32.40 0 0 0| 0 88 0 0 260 47.000 0.82 31.50 0 0 0| 0 98 0 0 280 20.000 0.53 28.50 0 0 0| 0 0 0 0 320 Total 0 0 0| 0 295 0 0 Indicative a-t-m Vol 0.00 Underlying Price 321.800 Time to expiry: 203 Days Mar 11 122.250 0.98 37.30 0 0 0| 0 0 0 0 200 112.500 0.97 35.90 0 0 0| 0 0 0 0 210 103.000 0.96 34.60 0 0 0| 0 5 0 0 220 93.500 0.94 33.60 0 0 0| 0 50 0 0 230 84.500 0.91 33.10 0 0 0| 0 10 0 0 240 67.750 0.84 32.40 0 0 0| 0 0 0 0 260 52.750 0.76 31.80 0 0 0| 0 0 0 0 280 29.500 0.55 31.00 0 0 0| 0 19 0 0 320 Total 0 0 0| 0 84 0 0 Total Calls 0 0 0| 0 4,950 0 0 | Equity Options 21:55 Business Day Fri 27 Aug 2010 Previous Business Day Thu 26 Aug 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 | Tomkins plc STND OPT (TMK) Indicative a-t-m Vol 0.00 Underlying Price 321.800 Time to expiry: 21 Days Sep 10 CAB 0.00 82.96 0 0 0| 0 26 0 0 160 CAB 0.00 79.89 0 0 0| 0 4 0 0 170 CAB 0.00 74.14 0 0 0| 0 127 0 0 180 CAB 0.00 68.78 0 0 0| 0 21 0 0 190 CAB 0.00 63.78 0 0 0| 0 10 0 0 200 CAB 0.00 58.02 0 0 0| 0 0 0 0 210 CAB 0.00 55.28 0 0 0| 0 0 0 0 215 CAB 0.00 52.76 0 0 0| 0 5 0 0 220 CAB 0.00 50.23 0 0 0| 0 0 0 0 225 CAB 0.00 47.75 0 0 0| 0 414 0 0 230 CAB 0.00 45.30 0 0 0| 0 0 0 0 235 CAB 0.00 42.95 0 0 0| 0 0 0 0 240 CAB 0.00 40.65 0 0 0| 0 0 0 0 245 CAB 0.00 38.24 0 0 0| 0 0 0 0 250 CAB 0.00 33.33 0 0 0| 0 0 0 0 260 CAB -0.01 28.48 0 0 0| 0 10 0 0 270 CAB -0.01 24.26 0 0 0| 0 3,435 0 0 280 0.750 -0.10 22.82 0 0 0| 0 190 0 0 300 4.000 -0.43 15.35 0 0 0| 0 104 0 0 320 Total 0 0 0| 0 4,346 0 0 Indicative a-t-m Vol 0.00 Underlying Price 321.800 Time to expiry: 112 Days Dec 10 0.250 -0.01 36.50 0 0 0| 0 188 0 0 200 0.250 -0.01 35.60 0 0 0| 0 0 0 0 210 0.500 -0.02 34.60 0 0 0| 0 10 0 0 220 0.750 -0.03 33.50 0 0 0| 0 7 0 0 230 1.250 -0.05 32.60 0 0 0| 0 13 0 0 240 3.000 -0.10 31.50 0 0 0| 0 0 0 0 260 6.250 -0.19 30.60 0 0 0| 0 10 0 0 280 22.750 -0.47 31.80 0 0 0| 0 0 0 0 320 Total 0 0 0| 0 228 0 0 Indicative a-t-m Vol 0.00 Underlying Price 321.800 Time to expiry: 203 Days Mar 11 1.250 -0.03 36.50 0 0 0| 0 0 0 0 200 1.750 -0.04 35.90 0 0 0| 0 0 0 0 210 2.250 -0.06 34.60 0 0 0| 0 0 0 0 220 3.000 -0.07 33.60 0 0 0| 0 0 0 0 230 4.000 -0.10 33.10 0 0 0| 0 0 0 0 240 7.500 -0.16 32.30 0 0 0| 0 0 0 0 260 12.250 -0.24 31.30 0 0 0| 0 0 0 0 280 29.250 -0.45 31.00 0 0 0| 0 0 0 0 320 Total 0 0 0| 0 0 0 0 Total Puts 0 0 0| 0 4,574 0 0 Grand Total 0 0 0| 350,000 359,524 0 0 Equity Options 21:55 Business Day Fri 27 Aug 2010 Previous Business Day Thu 26 Aug 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 | Tullow Oil PLC - STND OPT (TLO) Indicative a-t-m Vol 35.34 Underlying Price 1211.000 Time to expiry: 21 Days Sep 10 331.500 1.00 39.08 0 0 0| 0 0 0 0 880 291.500 1.00 41.45 0 0 0| 0 0 0 0 920 252.000 0.99 42.57 0 0 0| 0 10 0 0 960 232.500 0.98 42.80 0 0 0| 0 0 0 0 980 213.000 0.97 42.34 0 0 0| 0 2 0 0 1000 165.500 0.93 40.99 0 0 0| 0 0 0 0 1050 120.500 0.86 39.05 0 0 0| 0 98 0 0 1100 80.500 0.73 36.96 0 0 0| 0 1 0 0 1150 48.000 0.56 35.62 0 0 0| 0 78 0 0 1200 24.500 25.000 0.37 34.36 24.500 24.500 0 0 1| 0 2 0 0 1250 11.000 0.21 33.29 0 0 0| 0 286 0 0 1300 4.500 0.10 33.16 0 0 0| 0 0 0 0 1350 1.000 0.03 31.01 0 0 0| 0 25 0 0 1400 CAB 0.00 33.43 0 0 0| 0 92 0 0 1500 CAB 0.00 34.71 0 0 0| 0 10 0 0 1600 Total 0 0 1| 0 604 0 0 Indicative a-t-m Vol 37.10 Underlying Price 1211.000 Time to expiry: 112 Days Dec 10 343.000 0.92 44.62 0 0 0| 0 0 0 0 880 273.000 0.87 42.55 0 0 0| 4 4 +4 0 960 240.000 0.83 41.49 0 0 0| 0 0 0 0 1000 166.500 0.71 39.52 0 0 0| 3 25 +3 0 1100 105.000 0.56 37.21 0 0 0| 0 69 0 0 1200 69.500 62.500 0.40 36.20 69.500 69.500 0 0 1| 3 163 +3 0 1300 35.000 0.26 35.53 0 0 0| 0 27 0 0 1400 10.000 0.09 35.57 0 0 0| 0 302 0 0 1600 Total 0 0 1| 10 590 +10 0 Indicative a-t-m Vol 34.44 Underlying Price 1211.000 Time to expiry: 203 Days Mar 11 351.500 0.90 37.94 0 0 0| 0 0 0 0 880 287.000 0.84 37.72 0 0 0| 0 0 0 0 960 257.000 0.80 37.29 0 0 0| 0 0 0 0 1000 189.500 0.69 36.28 0 0 0| 0 0 0 0 1100 141.500 130.000 0.57 34.43 141.500 141.500 0 0 10| 0 0 0 0 1200 90.500 0.45 34.51 0 0 0| 0 1 0 0 1300 59.000 0.33 33.96 0 0 0| 0 3 0 0 1400 27.500 0.18 35.25 0 0 0| 0 0 0 0 1600 Total 0 0 10| 0 4 0 0 Total Calls 0 0 12| 10 1,198 +10 0 | Equity Options 21:55 Business Day Fri 27 Aug 2010 Previous Business Day Thu 26 Aug 2010 Page 68 Puts | Block | Opening Settle Delta Vola- Daily Trade Bclear Total | Official **Open Change Exer- Exer Trans Price tility High Low Volume Volume*** Volume | Volume Int cises Price | Tullow Oil PLC - STND OPT (TLO) Indicative a-t-m Vol 33.80 Underlying Price 1211.000 Time to expiry: 21 Days Sep 10 CAB 0.00 50.73 0 0 0| 0 35 0 0 880 0.500 -0.01 49.84 0 0 0| 0 0 0 0 920 1.000 -0.02 48.51 0 0 0| 0 33 0 0 960 1.500 -0.03 45.86 0 0 0| 0 0 0 0 980 1.500 -0.03 43.20 0 0 0| 0 218 0 0 1000 4.000 -0.07 41.55 0 0 0| 0 0 0 0 1050 9.000 -0.14 38.79 0 0 0| 0 37 0 0 1100 18.000 -0.26 36.16 0 0 0| 0 0 0 0 1150 34.500 -0.44 33.96 0 0 0| 0 30 0 0 1200 60.000 62.000 -0.63 33.27 60.000 60.000 0 0 2| 0 2 0 0 1250 99.000 99.500 -0.80 33.15 99.000 99.000 0 0 10| 0 1 0 0 1300 142.500 143.000 -0.90 33.15 142.500 142.500 0 0 10| 0 0 0 0 1350 190.000 -0.97 32.15 0 0 0| 0 5 0 0 1400 289.000 -0.99 36.19 0 0 0| 0 0 0 0 1500 389.000 -1.00 2.00 0 0 0| 0 0 0 0 1600 Total 0 0 22| 0 361 0 0 Indicative a-t-m Vol 36.76 Underlying Price 1211.000 Time to expiry: 112 Days Dec 10 12.000 -0.08 44.64 0 0 0| 0 8 0 0 880 21.000 -0.13 42.20 0 0 0| 0 51 0 0 960 28.000 -0.17 41.07 0 0 0| 0 26 0 0 1000 54.000 -0.29 39.08 0 0 0| 0 51 0 0 1100 92.500 -0.44 36.87 0 0 0| 0 37 0 0 1200 150.000 -0.60 35.89 0 0 0| 0 12 0 0 1300 222.500 -0.74 35.13 0 0 0| 0 0 0 0 1400 397.500 -0.92 34.52 0 0 0| 0 0 0 0 1600 Total 0 0 0| 0 185 0 0 Indicative a-t-m Vol 36.39 Underlying Price 1211.000 Time to expiry: 203 Days Mar 11 25.500 -0.12 42.12 0 0 0| 0 1 0 0 880 41.500 -0.18 40.83 0 0 0| 0 1 0 0 960 51.500 -0.21 40.28 0 0 0| 0 5 0 0 1000 85.000 82.000 -0.31 38.19 85.000 85.000 0 0 1| 0 12 0 0 1100 124.000 -0.43 36.48 0 0 0| 0 0 0 0 1200 180.500 -0.55 35.61 0 0 0| 0 10 0 0 1300 248.500 -0.66 35.06 0 0 0| 0 0 0 0 1400 417.000 -0.81 36.66 0 0 0| 0 0 0 0 1600 Total 0 0 1| 0 29 0 0 Total Puts 0 0 23| 0 575 0 0 Grand Total 0 0 35| 310,010 311,773 +10 0 Equity Options 21:55 Business Day Fri 27 Aug 2010 Previous Business Day Thu 26 Aug 2010 Page 69 Calls | Block | Opening Settle Delta Vola- Daily Trade Bclear Total | Official **Open Change Exer- Exer Trans Price tility High Low Volume Volume*** Volume | Volume Int cises Price | Unilever plc STND OPT (ULV) Indicative a-t-m Vol 21.49 Underlying Price 1727.000 Time to expiry: 21 Days Sep 10 229.000 0.97 30.46 0 0 0| 0 0 0 0 1500 134.000 0.89 26.36 0 0 0| 0 0 0 0 1600 88.500 0.80 22.84 0 0 0| 0 0 0 0 1650 52.500 0.63 22.16 0 0 0| 0 2 0 0 1700 25.500 0.41 20.92 0 0 0| 0 1,085 0 0 1750 10.000 0.21 20.23 0 0 0| 32 39 +23 0 1800 3.500 0.09 20.17 0 0 0| 0 0 0 0 1850 1.000 0.03 20.00 0 0 0| 0 865 0 0 1900 CAB 0.01 20.00 0 0 0| 0 8 0 0 1950 CAB 0.00 20.00 0 0 0| 0 340 0 0 2000 CAB 0.00 20.00 0 0 0| 0 70 0 0 2200 CAB 0.00 20.00 0 0 0| 0 1 0 0 2400 Total 0 0 0| 32 2,410 +23 0 Indicative a-t-m Vol 23.21 Underlying Price 1727.000 Time to expiry: 112 Days Dec 10 338.000 0.93 29.97 0 0 0| 0 15 0 0 1400 166.500 0.74 25.42 0 0 0| 0 10 0 0 1600 99.500 0.57 23.59 0 0 0| 0 18 0 0 1700 47.000 51.000 0.38 22.18 47.000 47.000 0 0 2| 0 32 0 0 1800 21.500 23.000 0.21 21.33 21.500 21.500 0 0 1| 0 1,084 0 0 1900 10.500 0.11 21.46 0 0 0| 0 223 0 0 2000 1.500 0.02 21.40 0 0 0| 0 5 0 0 2200 0.500 0.00 23.05 0 0 0| 0 17 0 0 2400 Total 0 0 3| 0 1,404 0 0 Indicative a-t-m Vol 23.22 Underlying Price 1727.000 Time to expiry: 203 Days Mar 11 347.500 0.88 29.25 0 0 0| 0 0 0 0 1400 185.500 0.69 25.00 0 0 0| 0 0 0 0 1600 122.500 0.56 23.46 0 0 0| 0 0 0 0 1700 76.000 0.41 22.57 0 0 0| 0 6 0 0 1800 44.000 0.28 21.82 0 0 0| 0 1 0 0 1900 24.000 0.18 21.31 0 0 0| 0 40 0 0 2000 2.500 0.03 22.69 0 0 0| 0 0 0 0 2400 Total 0 0 0| 0 47 0 0 Total Calls 0 0 3| 32 3,861 +23 0 | Equity Options 21:55 Business Day Fri 27 Aug 2010 Previous Business Day Thu 26 Aug 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 | Unilever plc STND OPT (ULV) Indicative a-t-m Vol 21.31 Underlying Price 1727.000 Time to expiry: 21 Days Sep 10 2.500 -0.04 34.27 0 0 0| 0 300 0 0 1500 6.000 -0.11 25.88 0 0 0| 0 514 0 0 1600 12.000 -0.20 23.59 0 0 0| 0 107 0 0 1650 24.000 -0.37 21.47 0 0 0| 0 483 0 0 1700 48.500 -0.59 21.17 0 0 0| 1 17 +1 0 1750 82.000 -0.79 19.92 0 0 0| 0 72 0 0 1800 126.000 -0.91 20.62 0 0 0| 0 10 0 0 1850 174.000 -0.96 22.01 0 0 0| 0 146 0 0 1900 223.500 -0.98 24.71 0 0 0| 0 2 0 0 1950 273.000 -1.00 2.00 0 0 0| 0 14 0 0 2000 473.000 -1.00 2.00 0 0 0| 0 0 0 0 2200 673.000 -1.00 2.00 0 0 0| 0 0 0 0 2400 Total 0 0 0| 1 1,665 +1 0 Indicative a-t-m Vol 23.13 Underlying Price 1727.000 Time to expiry: 112 Days Dec 10 15.000 -0.10 30.49 0 0 0| 0 868 0 0 1400 49.000 -0.29 25.96 0 0 0| 0 442 0 0 1600 81.500 -0.45 23.32 0 0 0| 0 57 0 0 1700 137.500 -0.63 22.60 0 0 0| 0 73 0 0 1800 210.500 -0.79 21.83 0 0 0| 0 233 0 0 1900 297.500 -0.89 22.06 0 0 0| 0 117 0 0 2000 490.000 -0.96 24.88 0 0 0| 0 0 0 0 2200 688.500 -0.98 29.55 0 0 0| 0 0 0 0 2400 Total 0 0 0| 0 1,790 0 0 Indicative a-t-m Vol 22.96 Underlying Price 1727.000 Time to expiry: 203 Days Mar 11 33.000 -0.16 28.65 0 0 0| 10 365 +10 0 1400 79.000 -0.34 24.81 0 0 0| 0 5 0 0 1600 118.000 -0.47 23.23 0 0 0| 0 20 0 0 1700 173.000 -0.61 22.23 0 0 0| 0 17 0 0 1800 242.000 -0.73 21.45 0 0 0| 0 0 0 0 1900 322.000 -0.84 20.71 0 0 0| 0 0 0 0 2000 700.500 -0.99 20.02 0 0 0| 0 0 0 0 2400 Total 0 0 0| 10 407 +10 0 Total Puts 0 0 0| 11 3,862 +11 0 Grand Total 0 0 3| 270,043 277,723 +34 0 Equity Options 21:55 Business Day Fri 27 Aug 2010 Previous Business Day Thu 26 Aug 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 | United Utilities plc STND OPT (UUL) Indicative a-t-m Vol 22.02 Underlying Price 570.000 Time to expiry: 21 Days Sep 10 130.750 0.98 52.94 0 0 0| 0 0 0 0 440 110.750 0.98 44.78 0 0 0| 0 0 0 0 460 90.750 0.97 36.98 0 0 0| 0 0 0 0 480 71.250 0.95 33.41 0 0 0| 0 8 0 0 500 51.750 0.92 28.02 0 0 0| 0 2 0 0 520 33.250 0.83 23.54 0 0 0| 0 7 0 0 540 18.250 0.64 22.36 0 0 0| 8 373 +6 0 560 8.000 0.39 21.69 0 0 0| 8 244 +8 0 580 3.250 0.19 22.78 0 0 0| 0 1,340 0 0 600 0.750 0.06 21.62 0 0 0| 0 1 0 0 620 0.250 0.02 22.33 0 0 0| 0 10 0 0 640 CAB 0.00 24.80 0 0 0| 0 0 0 0 680 Total 0 0 0| 16 1,985 +14 0 Indicative a-t-m Vol 21.88 Underlying Price 570.000 Time to expiry: 112 Days Dec 10 132.500 0.96 29.24 0 0 0| 0 0 0 0 440 94.750 0.91 25.94 0 0 0| 0 5 0 0 480 60.750 0.79 24.02 0 0 0| 30 161 -24 0 520 46.000 0.70 23.33 0 0 0| 0 3 0 0 540 32.500 0.59 21.86 0 0 0| 0 142 0 0 560 13.500 15.500 0.36 21.92 13.500 13.500 0 0 25| 0 152 0 0 600 6.500 0.19 22.12 0 0 0| 0 759 0 0 640 1.000 0.04 23.41 0 0 0| 0 125 0 0 720 Total 0 0 25| 30 1,347 -24 0 Indicative a-t-m Vol 22.44 Underlying Price 570.000 Time to expiry: 203 Days Mar 11 134.000 0.93 28.20 0 0 0| 0 0 0 0 440 98.000 0.86 26.19 0 0 0| 0 0 0 0 480 65.750 0.74 23.96 0 0 0| 0 1 0 0 520 40.000 0.57 22.64 0 0 0| 14 43 +14 0 560 22.250 0.39 21.83 0 0 0| 0 15 0 0 600 10.750 11.250 0.24 21.27 10.750 10.750 0 0 3| 3 23 0 0 640 3.000 0.08 22.02 0 0 0| 0 0 0 0 720 Total 0 0 3| 17 82 +14 0 Total Calls 0 0 28| 63 3,414 +4 0 | Equity Options 21:55 Business Day Fri 27 Aug 2010 Previous Business Day Thu 26 Aug 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 | United Utilities plc STND OPT (UUL) Indicative a-t-m Vol 21.60 Underlying Price 570.000 Time to expiry: 21 Days Sep 10 CAB 0.00 24.18 0 0 0| 0 35 0 0 440 CAB 0.00 21.98 0 0 0| 0 120 0 0 460 CAB 0.00 19.34 0 0 0| 0 135 0 0 480 CAB 0.00 19.78 0 0 0| 0 16 0 0 500 0.500 -0.04 21.54 0 0 0| 0 197 0 0 520 3.000 -0.17 23.78 0 0 0| 0 1 0 0 540 7.750 -0.36 21.82 0 0 0| 0 244 0 0 560 17.500 -0.62 21.39 0 0 0| 0 113 0 0 580 32.500 -0.83 21.54 0 0 0| 0 47 0 0 600 50.750 -0.94 22.23 0 0 0| 0 11 0 0 620 70.000 -1.00 2.00 0 0 0| 0 0 0 0 640 110.500 -0.97 37.19 0 0 0| 0 2 0 0 680 Total 0 0 0| 0 921 0 0 Indicative a-t-m Vol 21.99 Underlying Price 570.000 Time to expiry: 112 Days Dec 10 2.000 -0.05 28.09 0 0 0| 0 41 0 0 440 4.500 -0.11 24.76 0 0 0| 0 444 0 0 480 11.750 -0.25 23.24 0 0 0| 0 72 0 0 520 20.000 18.250 -0.35 22.72 20.000 18.000 0 0 18| 0 99 0 0 540 26.750 -0.47 22.12 0 0 0| 0 81 0 0 560 51.000 -0.69 21.60 0 0 0| 0 24 0 0 600 83.750 -0.84 22.11 0 0 0| 0 20 0 0 640 158.750 -0.98 21.43 0 0 0| 0 0 0 0 720 Total 0 0 18| 0 781 0 0 Indicative a-t-m Vol 22.05 Underlying Price 570.000 Time to expiry: 203 Days Mar 11 5.500 -0.09 27.24 0 0 0| 0 3 0 0 440 10.750 -0.17 25.19 0 0 0| 0 19 0 0 480 20.750 -0.30 23.80 0 0 0| 0 9 0 0 520 35.750 -0.46 22.23 0 0 0| 0 12 0 0 560 59.000 -0.63 21.52 0 0 0| 0 18 0 0 600 88.750 -0.77 21.22 0 0 0| 0 10 0 0 640 160.250 -0.94 21.16 0 0 0| 0 0 0 0 720 Total 0 0 0| 0 71 0 0 Total Puts 0 0 18| 0 1,773 0 0 Grand Total 0 0 46| 270,063 275,187 +4 0 Equity Options 21:55 Business Day Fri 27 Aug 2010 Previous Business Day Thu 26 Aug 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 | Vedanta Resources PLC - STND OPT (VRS) Indicative a-t-m Vol 51.33 Underlying Price 1851.000 Time to expiry: 21 Days Sep 10 265.000 0.89 51.51 0 0 0| 0 0 0 0 1600 186.000 0.77 51.99 0 0 0| 0 0 0 0 1700 151.000 0.69 51.72 0 0 0| 0 0 0 0 1750 120.000 0.61 51.45 0 0 0| 0 0 0 0 1800 93.500 0.53 51.33 0 0 0| 0 0 0 0 1850 72.500 0.44 51.61 0 0 0| 0 0 0 0 1900 54.500 0.36 51.61 0 0 0| 0 0 0 0 1950 41.000 0.29 52.15 0 0 0| 0 6 0 0 2000 23.000 0.18 53.20 0 0 0| 0 0 0 0 2100 12.000 0.11 53.69 0 0 0| 0 307 0 0 2200 6.000 0.06 54.20 0 0 0| 0 18 0 0 2300 3.500 0.04 56.46 0 0 0| 0 40 0 0 2400 1.500 0.02 55.00 0 0 0| 0 26 0 0 2500 0.500 0.01 55.00 0 0 0| 0 384 0 0 2600 CAB 0.00 55.00 0 0 0| 0 0 0 0 2700 CAB 0.00 55.00 0 0 0| 0 177 -100 0 2800 CAB 0.00 55.00 0 0 0| 0 322 0 0 3000 CAB 0.00 55.00 0 0 0| 0 46 0 0 3200 CAB 0.00 55.00 0 0 0| 0 0 0 0 3400 CAB 0.00 55.00 0 0 0| 0 4 0 0 3600 Total 0 0 0| 0 1,330 -100 0 Indicative a-t-m Vol 54.52 Underlying Price 1851.000 Time to expiry: 112 Days Dec 10 358.500 0.74 55.47 0 0 0| 0 18 0 0 1600 298.500 0.67 55.06 0 0 0| 0 0 0 0 1700 245.500 0.60 54.70 0 0 0| 0 0 0 0 1800 200.500 0.53 54.36 0 0 0| 0 0 0 0 1900 162.500 0.46 54.30 0 0 0| 0 11 0 0 2000 102.500 0.33 53.75 0 0 0| 2 2 +2 0 2200 65.000 0.23 53.60 0 0 0| 0 8 0 0 2400 40.500 0.16 53.80 0 0 0| 0 0 0 0 2600 25.500 0.11 54.29 0 0 0| 0 28 0 0 2800 17.500 16.000 0.07 54.53 17.500 S 17.500 S 0 0 1| 0 24 0 0 3000 10.000 0.05 54.91 0 0 0| 0 1 0 0 3200 6.500 0.03 55.31 0 0 0| 0 1 0 0 3400 4.500 0.02 56.06 0 0 0| 0 0 0 0 3600 Total 0 0 1| 2 93 +2 0 Indicative a-t-m Vol 52.90 Underlying Price 1851.000 Time to expiry: 203 Days Mar 11 539.000 0.82 53.82 0 0 0| 3 3 +3 0 1400 411.000 0.71 53.21 0 0 0| 0 0 0 0 1600 358.000 0.66 53.45 0 0 0| 0 0 0 0 1700 309.500 0.60 53.04 0 0 0| 0 0 0 0 1800 266.500 0.55 52.78 0 0 0| 0 0 0 0 1900 229.500 0.50 52.89 0 0 0| 0 6 0 0 2000 Equity Options 21:55 Business Day Fri 27 Aug 2010 Previous Business Day Thu 26 Aug 2010 Page 74 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 | 169.000 0.40 52.66 0 0 0| 0 0 0 0 2200 114.500 122.500 0.32 52.38 114.500 S 114.500 S 0 0 1| 0 0 0 0 2400 87.500 0.25 52.01 0 0 0| 0 0 0 0 2600 64.000 0.19 52.12 0 0 0| 0 6 0 0 2800 34.500 0.11 52.69 0 0 0| 0 1 0 0 3200 Total 0 0 1| 3 16 +3 0 Total Calls 0 0 2| 5 1,439 -95 0 | Equity Options 21:55 Business Day Fri 27 Aug 2010 Previous Business Day Thu 26 Aug 2010 Page 75 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 52.83 Underlying Price 1851.000 Time to expiry: 21 Days Sep 10 16.500 -0.12 54.85 0 0 0| 0 0 0 0 1600 36.500 -0.24 53.88 0 0 0| 0 0 0 0 1700 52.500 -0.31 53.83 0 0 0| 0 0 0 0 1750 71.500 -0.39 53.34 0 0 0| 0 104 0 0 1800 94.500 -0.47 52.83 0 0 0| 3 3 +3 0 1850 123.500 -0.55 53.09 0 0 0| 0 251 0 0 1900 156.000 -0.63 53.43 0 0 0| 0 0 0 0 1950 192.000 -0.70 53.83 0 0 0| 0 8 0 0 2000 274.000 -0.81 55.31 0 0 0| 0 1 0 0 2100 362.500 -0.88 56.05 0 0 0| 0 113 0 0 2200 457.000 -0.93 58.38 0 0 0| 0 0 0 0 2300 553.500 -0.95 60.66 0 0 0| 0 404 0 0 2400 652.000 -0.97 64.51 0 0 0| 0 4 0 0 2500 749.500 -0.99 57.92 0 0 0| 0 0 0 0 2600 849.500 -0.99 64.45 0 0 0| 0 0 0 0 2700 949.000 -1.00 62.92 0 0 0| 0 0 0 0 2800 1149.000 -1.00 67.10 0 0 0| 0 0 0 0 3000 1349.000 -1.00 71.29 0 0 0| 0 0 0 0 3200 1549.000 -1.00 73.19 0 0 0| 0 74 0 0 3400 1749.000 -1.00 74.33 0 0 0| 0 0 0 0 3600 Total 0 0 0| 3 962 +3 0 Indicative a-t-m Vol 54.97 Underlying Price 1851.000 Time to expiry: 112 Days Dec 10 113.500 -0.27 56.15 0 0 0| 0 37 0 0 1600 153.500 -0.34 55.57 0 0 0| 0 0 0 0 1700 201.000 -0.41 55.11 0 0 0| 0 266 0 0 1800 256.500 -0.48 54.85 0 0 0| 0 0 0 0 1900 319.500 -0.55 54.84 0 0 0| 0 34 0 0 2000 460.500 -0.67 54.45 0 0 0| 0 6 0 0 2200 623.000 -0.76 54.36 0 0 0| 0 28 0 0 2400 801.000 -0.83 55.67 0 0 0| 0 10 0 0 2600 982.000 -0.89 54.85 0 0 0| 0 0 0 0 2800 1173.500 -0.92 56.20 0 0 0| 0 18 0 0 3000 1365.500 -0.95 55.79 0 0 0| 0 0 0 0 3200 1563.000 -0.96 58.02 0 0 0| 0 0 0 0 3400 1762.500 -0.96 62.05 0 0 0| 0 0 0 0 3600 Total 0 0 0| 0 399 0 0 Indicative a-t-m Vol 53.36 Underlying Price 1851.000 Time to expiry: 203 Days Mar 11 97.500 -0.19 54.90 0 0 0| 6 6 +6 0 1400 169.500 -0.29 54.09 0 0 0| 0 0 0 0 1600 214.500 -0.34 53.91 0 0 0| 0 0 0 0 1700 266.000 -0.40 53.52 0 0 0| 0 7 0 0 1800 322.500 -0.45 53.20 0 0 0| 0 1 0 0 1900 385.000 -0.50 53.25 0 0 0| 0 6 0 0 2000 524.500 -0.60 53.10 0 0 0| 0 1 0 0 2200 Equity Options 21:55 Business Day Fri 27 Aug 2010 Previous Business Day Thu 26 Aug 2010 Page 76 Puts | Block | Opening Settle Delta Vola- Daily Trade Bclear Total | Official **Open Change Exer- Exer Trans Price tility High Low Volume Volume*** Volume | Volume Int cises Price | 679.000 -0.68 53.11 0 0 0| 0 7 0 0 2400 845.500 -0.75 53.26 0 0 0| 0 4 0 0 2600 1021.500 -0.80 53.65 0 0 0| 0 0 0 0 2800 1391.000 -0.88 54.33 0 0 0| 0 0 0 0 3200 Total 0 0 0| 6 32 +6 0 Total Puts 0 0 0| 9 1,393 +9 0 Grand Total 0 0 2| 440,014 442,832 -86 0 Equity Options 21:55 Business Day Fri 27 Aug 2010 Previous Business Day Thu 26 Aug 2010 Page 77 Calls | Block | Opening Settle Delta Vola- Daily Trade Bclear Total | Official **Open Change Exer- Exer Trans Price tility High Low Volume Volume*** Volume | Volume Int cises Price | Vodafone Group plc STND OPT (VOD) Indicative a-t-m Vol 20.55 Underlying Price 153.600 Time to expiry: 21 Days Sep 10 54.000 0.99 74.44 0 0 0| 0 0 0 0 100 44.000 0.98 71.39 0 0 0| 0 0 0 0 110 34.000 0.97 54.81 0 0 0| 0 2 0 0 120 23.750 0.98 34.39 0 0 0| 0 4,212 0 0 130 18.750 0.97 27.50 0 0 0| 0 168 0 0 135 14.250 0.91 29.43 0 0 0| 0 13,971 0 0 140 9.500 0.85 23.96 0 0 0| 800 1,676 +800 0 145 4.500 5.500 0.67 23.25 5.500 4.250 0 0 900| 0 40,457 0 0 150 2.000 2.500 0.44 19.88 2.000 2.000 0 0 491| 200 15,644 +200 0 155 0.750 0.20 19.37 0 0 0| 0 27,295 0 0 160 0.500 CAB 0.03 21.45 0.500 0.500 0 0 200| 0 0 0 0 170 CAB 0.01 25.01 0 0 0| 0 2,325 0 0 180 Total 0 0 1,591| 1,000 105,750 +1,000 0 Indicative a-t-m Vol 21.01 Underlying Price 153.600 Time to expiry: 49 Days Oct 10 34.000 0.97 37.68 0 0 0| 0 0 0 0 120 24.250 0.94 29.53 0 0 0| 0 0 0 0 130 15.000 0.84 26.47 0 0 0| 0 40 0 0 140 10.750 0.76 24.30 0 0 0| 0 15 0 0 145 7.000 0.63 22.25 0 0 0| 202 1,920 +200 0 150 4.250 0.47 20.71 0 0 0| 0 3,089 +2,500 0 155 2.000 0.30 19.39 0 0 0| 0 2,350 0 0 160 0.500 0.11 21.16 0 0 0| 0 0 0 0 170 0.500 0.06 27.26 0 0 0| 0 0 0 0 180 Total 0 0 0| 202 7,414 +2,700 0 Indicative a-t-m Vol 22.75 Underlying Price 153.600 Time to expiry: 84 Days Nov 10 25.000 0.90 30.24 0 0 0| 0 0 0 0 130 16.250 0.79 26.85 0 0 0| 0 0 0 0 140 12.250 0.71 25.06 0 0 0| 0 0 0 0 145 8.750 0.61 23.59 0 0 0| 14 14 +14 0 150 5.500 6.000 0.49 22.54 5.500 5.500 0 0 40| 0 5 0 0 155 3.750 0.37 21.59 0 0 0| 100 6,050 +100 0 160 1.500 0.18 22.10 0 0 0| 0 150 0 0 170 Total 0 0 40| 114 6,219 +114 0 Indicative a-t-m Vol 23.16 Underlying Price 153.600 Time to expiry: 112 Days Dec 10 58.000 0.99 43.25 0 0 0| 0 0 0 0 96 54.000 0.99 39.67 0 0 0| 0 103 0 0 100 34.250 0.95 31.02 0 0 0| 0 66,692 0 0 120 25.250 0.89 29.67 0 0 0| 0 13,776 0 0 130 16.750 0.77 26.93 0 0 0| 0 51,341 0 0 140 9.000 9.250 0.60 23.79 9.000 9.000 0 0 101| 0 86,777 0 0 150 4.500 0.38 22.21 0 0 0| 0 94,840 0 0 160 0.750 0.09 22.02 0 0 0| 0 30,405 0 0 180 Equity Options 21:55 Business Day Fri 27 Aug 2010 Previous Business Day Thu 26 Aug 2010 Page 78 Calls | Block | Opening Settle Delta Vola- Daily Trade Bclear Total | Official **Open Change Exer- Exer Trans Price tility High Low Volume Volume*** Volume | Volume Int cises Price | CAB 0.01 21.89 0 0 0| 0 0 0 0 200 Total 0 0 101| 0 343,934 0 0 Indicative a-t-m Vol 23.50 Underlying Price 153.600 Time to expiry: 203 Days Mar 11 54.000 0.98 36.24 0 0 0| 0 0 0 0 100 35.000 0.91 30.47 0 0 0| 0 0 0 0 120 26.250 0.84 28.13 0 0 0| 0 0 0 0 130 18.500 0.72 26.47 0 0 0| 0 7,009 0 0 140 11.750 0.58 24.15 0 0 0| 0 308 0 0 150 5.000 6.750 0.41 22.52 5.000 5.000 0 0 5| 0 291 0 0 160 1.750 0.15 20.74 0 0 0| 0 200 0 0 180 Total 0 0 5| 0 7,808 0 0 Indicative a-t-m Vol 24.10 Underlying Price 153.600 Time to expiry: 294 Days Jun 11 54.000 0.98 34.53 0 0 0| 0 2 0 0 100 35.750 0.88 31.56 0 0 0| 0 0 0 0 120 27.000 0.81 28.13 0 0 0| 0 1,101 0 0 130 19.500 0.70 26.15 0 0 0| 0 5,440 0 0 140 13.250 0.57 24.41 0 0 0| 51 10,071 +51 0 150 8.500 8.750 0.44 23.63 8.500 8.500 0 0 10| 0 1,273 0 0 160 3.000 0.21 22.25 0 0 0| 0 0 0 0 180 Total 0 0 10| 51 17,887 +51 0 Indicative a-t-m Vol 25.07 Underlying Price 153.600 Time to expiry: 476 Days Dec 11 54.250 0.96 34.79 0 0 0| 0 0 0 0 100 36.000 0.87 29.34 0 0 0| 0 24,000 0 0 120 20.500 0.68 25.24 0 0 0| 0 18,010 0 0 140 11.250 0.46 25.00 0 0 0| 0 13,520 0 0 160 3.750 0.22 20.49 0 0 0| 0 7,000 +7,000 0 180 Total 0 0 0| 0 62,530 +7,000 0 Indicative a-t-m Vol 25.96 Underlying Price 153.600 Time to expiry: 658 Days Jun 12 36.500 0.85 29.61 0 0 0| 0 0 0 0 120 22.500 0.66 26.87 0 0 0| 0 0 0 0 140 13.000 0.47 25.58 0 0 0| 0 2,500 0 0 160 7.000 0.30 24.08 0 0 0| 0 0 0 0 180 Total 0 0 0| 0 2,500 0 0 Indicative a-t-m Vol 25.57 Underlying Price 153.600 Time to expiry: 847 Days Dec 12 56.250 0.89 42.70 0 0 0| 0 0 0 0 100 36.750 0.84 29.53 0 0 0| 0 0 0 0 120 23.000 0.65 26.57 0 0 0| 0 10,000 0 0 140 13.750 0.47 25.14 0 0 0| 0 0 0 0 160 7.500 0.31 23.51 0 0 0| 0 6,500 0 0 180 Total 0 0 0| 0 16,500 0 0 Total Calls 0 0 1,747| 1,367 570,542 +10,865 0 | Equity Options 21:55 Business Day Fri 27 Aug 2010 Previous Business Day Thu 26 Aug 2010 Page 79 Puts | Block | Opening Settle Delta Vola- Daily Trade Bclear Total | Official **Open Change Exer- Exer Trans Price tility High Low Volume Volume*** Volume | Volume Int cises Price | Vodafone Group plc STND OPT (VOD) Indicative a-t-m Vol 19.53 Underlying Price 153.600 Time to expiry: 21 Days Sep 10 CAB 0.00 52.45 0 0 0| 0 100 0 0 100 CAB 0.00 50.83 0 0 0| 0 150 0 0 110 CAB -0.02 48.68 0 0 0| 0 5,445 0 0 120 0.250 -0.05 43.07 0 0 0| 0 28,431 0 0 130 0.500 -0.06 35.84 0 0 0| 0 5,085 0 0 135 0.500 -0.08 28.32 0 0 0| 0 15,417 0 0 140 1.000 1.000 -0.17 25.76 1.000 1.000 0 0 201| 500 4,795 0 0 145 1.500 -0.31 20.58 0 0 0| 0 16,090 0 0 150 4.750 3.750 -0.56 19.27 4.750 4.750 0 0 58| 0 180 0 0 155 7.000 -0.81 18.52 0 0 0| 0 201 0 0 160 16.500 -1.00 14.52 0 0 0| 0 0 0 0 170 26.500 -1.00 15.20 0 0 0| 0 0 0 0 180 Total 0 0 259| 500 75,894 0 0 Indicative a-t-m Vol 21.10 Underlying Price 153.600 Time to expiry: 49 Days Oct 10 0.250 -0.03 38.44 0 0 0| 0 40 0 0 120 0.750 -0.07 32.71 0 0 0| 0 19 0 0 130 1.500 -0.16 27.32 0 0 0| 0 85 0 0 140 2.000 -0.24 24.24 0 0 0| 100 1,380 +100 0 145 3.500 -0.37 22.80 0 0 0| 200 11,211 +200 0 150 6.500 5.500 -0.53 20.67 6.500 6.500 0 0 100| 0 0 0 0 155 8.250 -0.70 19.33 0 0 0| 0 0 0 0 160 16.500 -0.94 18.03 0 0 0| 0 0 0 0 170 26.500 -1.00 18.28 0 0 0| 0 0 0 0 180 Total 0 0 100| 300 12,735 +300 0 Indicative a-t-m Vol 22.79 Underlying Price 153.600 Time to expiry: 84 Days Nov 10 1.750 -0.14 30.54 0 0 0| 0 0 0 0 130 3.250 -0.25 26.63 0 0 0| 0 5 0 0 140 4.500 -0.34 24.88 0 0 0| 2 2 +2 0 145 6.250 -0.45 23.37 0 0 0| 0 0 0 0 150 8.750 -0.57 22.64 0 0 0| 0 0 0 0 155 11.750 -0.69 21.36 0 0 0| 0 0 0 0 160 20.000 -0.86 21.83 0 0 0| 0 0 0 0 170 Total 0 0 0| 2 7 +2 0 Indicative a-t-m Vol 23.48 Underlying Price 153.600 Time to expiry: 112 Days Dec 10 0.250 -0.01 37.72 0 0 0| 0 735 0 0 96 0.250 -0.02 40.10 0 0 0| 0 29,150 0 0 100 1.250 -0.09 32.45 0 0 0| 0 85,547 0 0 120 2.250 -0.16 29.25 0 0 0| 0 38,544 0 0 130 4.250 -0.28 26.90 0 0 0| 0 39,626 0 0 140 7.500 -0.45 24.51 0 0 0| 0 33,193 0 0 150 12.750 -0.66 21.93 0 0 0| 0 15,411 0 0 160 29.500 -0.91 22.71 0 0 0| 0 101 0 0 180 49.000 -0.98 25.05 0 0 0| 0 0 0 0 200 Equity Options 21:55 Business Day Fri 27 Aug 2010 Previous Business Day Thu 26 Aug 2010 Page 80 Puts | Block | Opening Settle Delta Vola- Daily Trade Bclear Total | Official **Open Change Exer- Exer Trans Price tility High Low Volume Volume*** Volume | Volume Int cises Price | Total 0 0 0| 0 242,307 0 0 Indicative a-t-m Vol 23.67 Underlying Price 153.600 Time to expiry: 203 Days Mar 11 1.250 -0.06 39.20 0 0 0| 0 10 0 0 100 2.750 -0.13 31.51 0 0 0| 0 79 0 0 120 4.000 -0.20 27.83 0 0 0| 0 36 0 0 130 6.500 -0.31 26.37 0 0 0| 0 2,407 0 0 140 10.250 -0.44 24.42 0 0 0| 0 105 0 0 150 15.250 -0.60 22.53 0 0 0| 0 11 0 0 160 30.500 -0.84 21.81 0 0 0| 0 24 0 0 180 Total 0 0 0| 0 2,672 0 0 Indicative a-t-m Vol 24.76 Underlying Price 153.600 Time to expiry: 294 Days Jun 11 2.000 -0.09 35.11 0 0 0| 0 1,710 0 0 100 4.500 4.750 -0.19 29.78 4.500 4.500 0 0 9| 0 1,039 0 0 120 7.250 -0.28 28.17 0 0 0| 0 1,232 0 0 130 11.250 -0.39 27.42 0 0 0| 10 3,824 +10 0 140 15.500 -0.51 25.10 0 0 0| 0 16 0 0 150 21.500 -0.62 24.23 0 0 0| 0 150 0 0 160 36.750 -0.81 23.48 0 0 0| 0 100 0 0 180 Total 0 0 9| 10 8,071 +10 0 Indicative a-t-m Vol 26.48 Underlying Price 153.600 Time to expiry: 476 Days Dec 11 4.500 -0.13 34.61 0 0 0| 0 7,530 0 0 100 8.750 -0.25 30.75 0 0 0| 0 36,520 0 0 120 16.000 -0.41 27.63 0 0 0| 0 20,502 0 0 140 27.000 -0.59 25.99 0 0 0| 0 3,004 0 0 160 41.500 -0.74 25.00 0 0 0| 0 0 0 0 180 Total 0 0 0| 0 67,556 0 0 Indicative a-t-m Vol 25.28 Underlying Price 153.600 Time to expiry: 658 Days Jun 12 11.500 -0.29 28.50 0 0 0| 0 0 0 0 120 19.750 -0.44 26.12 0 0 0| 0 0 0 0 140 31.750 -0.60 24.92 0 0 0| 0 0 0 0 160 46.250 -0.75 23.36 0 0 0| 0 0 0 0 180 Total 0 0 0| 0 0 0 0 Indicative a-t-m Vol 25.60 Underlying Price 153.600 Time to expiry: 847 Days Dec 12 9.250 -0.19 32.99 0 0 0| 0 0 0 0 100 15.000 -0.31 29.39 0 0 0| 0 2,500 0 0 120 23.500 -0.45 26.50 0 0 0| 0 9,500 0 0 140 35.500 -0.59 25.21 0 0 0| 0 0 0 0 160 50.250 -0.71 25.07 0 0 0| 0 0 0 0 180 Total 0 0 0| 0 12,000 0 0 Total Puts 0 0 368| 812 421,242 +312 0 Grand Total 0 0 2,115| 652,179 1,641,784 +11,177 0 Equity Options 21:55 Business Day Fri 27 Aug 2010 Previous Business Day Thu 26 Aug 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 | Whitbread Holdings plc STND OPT (WTB) Indicative a-t-m Vol 26.84 Underlying Price 1403.000 Time to expiry: 21 Days Sep 10 404.500 0.99 64.92 0 0 0| 0 0 0 0 1000 305.000 0.98 51.45 0 0 0| 0 0 0 0 1100 206.500 0.95 40.46 0 0 0| 0 0 0 0 1200 112.500 0.85 31.89 0 0 0| 0 2 0 0 1300 71.500 0.72 28.81 0 0 0| 0 0 0 0 1350 38.500 0.53 26.86 0 0 0| 0 308 0 0 1400 18.500 0.32 26.64 0 0 0| 0 302 0 0 1450 6.500 0.15 25.24 0 0 0| 0 28 0 0 1500 3.000 0.07 27.01 0 0 0| 0 24 0 0 1550 1.000 0.03 28.00 0 0 0| 0 181 0 0 1600 CAB 0.00 28.00 0 0 0| 0 4 0 0 1700 CAB 0.00 28.00 0 0 0| 0 3 0 0 1800 Total 0 0 0| 0 852 0 0 Indicative a-t-m Vol 27.84 Underlying Price 1403.000 Time to expiry: 112 Days Dec 10 409.500 0.96 41.21 0 0 0| 0 0 0 0 1000 226.500 0.83 33.52 0 0 0| 0 0 0 0 1200 147.500 0.71 30.44 0 0 0| 0 0 0 0 1300 85.000 0.53 27.88 0 0 0| 0 12 0 0 1400 43.000 0.34 26.48 0 0 0| 0 3 0 0 1500 19.000 0.19 25.61 0 0 0| 0 5 0 0 1600 9.000 0.10 26.09 0 0 0| 0 2 0 0 1700 4.000 0.05 26.43 0 0 0| 0 7 0 0 1800 Total 0 0 0| 0 29 0 0 Indicative a-t-m Vol 29.01 Underlying Price 1403.000 Time to expiry: 203 Days Mar 11 248.000 0.78 32.53 0 0 0| 0 0 0 0 1200 178.000 0.67 30.60 0 0 0| 0 0 0 0 1300 120.000 0.54 29.05 0 0 0| 0 0 0 0 1400 75.000 0.41 27.65 0 0 0| 0 0 0 0 1500 47.500 0.29 27.51 0 0 0| 0 0 0 0 1600 16.000 0.12 26.85 0 0 0| 0 0 0 0 1800 Total 0 0 0| 0 0 0 0 Total Calls 0 0 0| 0 881 0 0 | Equity Options 21:55 Business Day Fri 27 Aug 2010 Previous Business Day Thu 26 Aug 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 | Whitbread Holdings plc STND OPT (WTB) Indicative a-t-m Vol 26.86 Underlying Price 1403.000 Time to expiry: 21 Days Sep 10 CAB 0.00 35.00 0 0 0| 0 15 0 0 1000 CAB 0.00 35.00 0 0 0| 0 0 0 0 1100 1.000 -0.02 33.10 0 0 0| 0 5 0 0 1200 8.000 -0.14 30.41 0 0 0| 0 309 0 0 1300 17.000 -0.28 28.18 0 0 0| 0 3 0 0 1350 35.000 -0.47 26.89 0 0 0| 0 14 0 0 1400 65.000 -0.68 26.45 0 0 0| 0 5 0 0 1450 103.500 -0.85 25.51 0 0 0| 0 14 0 0 1500 147.500 -0.98 20.99 0 0 0| 0 0 0 0 1550 197.000 -1.00 2.00 0 0 0| 0 7 0 0 1600 297.000 -1.00 2.00 0 0 0| 0 0 0 0 1700 397.000 -1.00 2.00 0 0 0| 0 0 0 0 1800 Total 0 0 0| 0 372 0 0 Indicative a-t-m Vol 27.12 Underlying Price 1403.000 Time to expiry: 112 Days Dec 10 7.500 -0.05 39.59 0 0 0| 0 20 0 0 1000 27.000 -0.18 32.78 0 0 0| 0 10 0 0 1200 49.500 -0.31 30.02 0 0 0| 0 8 0 0 1300 86.500 -0.48 27.16 0 0 0| 0 14 0 0 1400 145.500 -0.67 25.89 0 0 0| 0 11 0 0 1500 221.500 -0.83 24.70 0 0 0| 0 16 0 0 1600 311.500 -0.92 24.64 0 0 0| 0 0 0 0 1700 407.000 -0.97 24.46 0 0 0| 0 0 0 0 1800 Total 0 0 0| 0 79 0 0 Indicative a-t-m Vol 28.48 Underlying Price 1403.000 Time to expiry: 203 Days Mar 11 48.000 -0.22 31.89 0 0 0| 0 1 0 0 1200 77.000 -0.33 29.89 0 0 0| 0 0 0 0 1300 119.500 -0.46 28.51 0 0 0| 0 2 0 0 1400 176.500 -0.60 27.63 0 0 0| 0 3 0 0 1500 247.000 -0.72 27.02 0 0 0| 0 0 0 0 1600 417.000 -0.89 26.33 0 0 0| 0 0 0 0 1800 Total 0 0 0| 0 6 0 0 Total Puts 0 0 0| 0 457 0 0 Grand Total 0 0 0| 260,000 261,338 0 0 Equity Options 21:55 Business Day Fri 27 Aug 2010 Previous Business Day Thu 26 Aug 2010 Page 83 Calls | Block | Opening Settle Delta Vola- Daily Trade Bclear Total | Official **Open Change Exer- Exer Trans Price tility High Low Volume Volume*** Volume | Volume Int cises Price | William Hill plc STND OPT (WHL) Indicative a-t-m Vol 30.67 Underlying Price 166.300 Time to expiry: 21 Days Sep 10 26.500 0.99 28.15 0 0 0| 0 0 0 0 140 17.000 0.91 32.01 0 0 0| 0 0 0 0 150 12.750 0.82 32.51 0 0 0| 0 0 0 0 155 8.750 0.71 31.31 0 0 0| 0 0 0 0 160 5.750 0.56 30.87 0 0 0| 0 0 0 0 165 3.500 0.40 30.38 0 0 0| 0 0 0 0 170 2.000 0.27 31.81 0 0 0| 0 0 0 0 175 0.750 0.13 27.75 0 0 0| 0 0 0 0 180 0.500 0.10 32.53 0 0 0| 0 10 0 0 185 0.250 0.06 34.00 0 0 0| 0 0 0 0 190 CAB 0.02 35.00 0 0 0| 0 5 0 0 200 CAB 0.00 35.00 0 0 0| 0 0 0 0 210 CAB 0.00 35.00 0 0 0| 0 47 0 0 220 CAB 0.00 35.00 0 0 0| 0 2 0 0 230 CAB 0.00 35.00 0 0 0| 0 0 0 0 240 Total 0 0 0| 0 64 0 0 Indicative a-t-m Vol 32.35 Underlying Price 166.300 Time to expiry: 112 Days Dec 10 28.500 0.86 34.38 0 0 0| 0 0 0 0 140 20.500 0.76 32.88 0 0 0| 0 0 0 0 150 14.250 0.62 32.77 0 0 0| 0 0 0 0 160 9.250 0.47 32.17 0 0 0| 0 0 0 0 170 5.750 0.33 31.28 0 0 0| 0 0 0 0 180 3.250 0.22 30.41 0 0 0| 0 15 0 0 190 1.500 0.12 28.20 0 0 0| 0 0 0 0 200 0.500 0.05 25.64 0 0 0| 0 0 0 0 210 CAB 0.01 22.29 0 0 0| 0 2 0 0 220 CAB 0.00 18.12 0 0 0| 0 3 0 0 230 CAB 0.00 13.11 0 0 0| 0 15 0 0 240 Total 0 0 0| 0 35 0 0 Indicative a-t-m Vol 32.10 Underlying Price 166.300 Time to expiry: 203 Days Mar 11 31.250 0.79 35.66 0 0 0| 0 0 0 0 140 24.250 0.69 34.36 0 0 0| 0 0 0 0 150 18.250 0.59 33.21 0 0 0| 0 0 0 0 160 13.000 0.49 31.63 0 0 0| 0 0 0 0 170 9.250 0.39 31.18 0 0 0| 0 7 0 0 180 6.750 0.31 31.26 0 0 0| 0 0 0 0 190 4.500 0.23 30.74 0 0 0| 0 36 0 0 200 2.250 0.13 30.95 0 0 0| 0 0 0 0 220 Total 0 0 0| 0 43 0 0 Total Calls 0 0 0| 0 142 0 0 | Equity Options 21:55 Business Day Fri 27 Aug 2010 Previous Business Day Thu 26 Aug 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 | William Hill plc STND OPT (WHL) Indicative a-t-m Vol 29.79 Underlying Price 166.300 Time to expiry: 21 Days Sep 10 0.250 -0.04 40.00 0 0 0| 0 0 0 0 140 0.750 -0.10 35.00 0 0 0| 0 0 0 0 150 1.250 -0.18 32.75 0 0 0| 0 0 0 0 155 2.500 -0.29 31.22 0 0 0| 0 13 0 0 160 4.250 -0.44 29.99 0 0 0| 0 0 0 0 165 7.000 -0.60 29.50 0 0 0| 0 0 0 0 170 10.500 -0.74 29.80 0 0 0| 0 55 0 0 175 14.500 -0.86 28.91 0 0 0| 0 225 0 0 180 19.000 -0.92 30.42 0 0 0| 0 0 0 0 185 23.750 -0.96 30.79 0 0 0| 0 119 0 0 190 33.750 -0.98 35.13 0 0 0| 0 0 0 0 200 43.750 -0.99 40.02 0 0 0| 0 0 0 0 210 53.750 -0.99 46.62 0 0 0| 0 0 0 0 220 63.750 -0.99 56.44 0 0 0| 0 0 0 0 230 73.750 -0.99 62.87 0 0 0| 0 0 0 0 240 Total 0 0 0| 0 412 0 0 Indicative a-t-m Vol 31.05 Underlying Price 166.300 Time to expiry: 112 Days Dec 10 3.250 -0.17 33.69 0 0 0| 0 9 0 0 140 5.750 -0.28 32.31 0 0 0| 0 0 0 0 150 9.500 -0.41 31.83 0 0 0| 0 35 0 0 160 14.750 -0.55 30.72 0 0 0| 0 12 0 0 170 21.250 -0.68 30.13 0 0 0| 0 30 0 0 180 29.000 -0.80 29.39 0 0 0| 0 5 0 0 190 37.500 -0.88 28.76 0 0 0| 0 1 0 0 200 46.750 -0.93 28.61 0 0 0| 0 0 0 0 210 56.250 -0.98 26.53 0 0 0| 0 0 0 0 220 66.250 -0.99 26.72 0 0 0| 0 0 0 0 230 76.250 -1.00 25.55 0 0 0| 0 0 0 0 240 Total 0 0 0| 0 92 0 0 Indicative a-t-m Vol 31.89 Underlying Price 166.300 Time to expiry: 203 Days Mar 11 6.750 -0.23 35.32 0 0 0| 0 0 0 0 140 9.500 -0.31 33.37 0 0 0| 0 0 0 0 150 13.750 -0.41 32.62 0 0 0| 0 7 0 0 160 18.750 -0.51 31.57 0 0 0| 0 2 0 0 170 24.750 -0.62 30.62 0 0 0| 0 20 0 0 180 32.000 -0.70 30.43 0 0 0| 0 0 0 0 190 39.750 -0.79 29.58 0 0 0| 0 0 0 0 200 57.750 -0.90 29.47 0 0 0| 0 0 0 0 220 Total 0 0 0| 0 29 0 0 Total Puts 0 0 0| 0 533 0 0 Grand Total 0 0 0| 340,000 340,675 0 0 Equity Options 21:55 Business Day Fri 27 Aug 2010 Previous Business Day Thu 26 Aug 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 | Wolseley plc STND OPT (WSY) Indicative a-t-m Vol 44.63 Underlying Price 1258.000 Time to expiry: 21 Days Sep 10 270.000 0.91 77.00 0 0 0| 0 0 0 0 1000 179.000 0.82 64.72 0 0 0| 0 0 0 0 1100 136.500 0.76 58.69 0 0 0| 0 0 0 0 1150 97.500 0.67 53.06 0 0 0| 0 0 0 0 1200 60.000 0.55 45.29 0 0 0| 0 0 0 0 1250 33.500 0.39 41.19 0 0 0| 0 0 0 0 1300 18.000 0.25 39.98 0 0 0| 0 0 0 0 1350 10.500 0.16 41.62 0 0 0| 0 1 0 0 1400 6.000 0.10 43.24 0 0 0| 0 10 0 0 1450 4.000 0.07 46.51 0 0 0| 0 2 0 0 1500 4.000 0.06 52.59 0 0 0| 0 34 0 0 1550 4.000 0.05 58.48 0 0 0| 0 3 0 0 1600 3.500 0.05 62.56 0 0 0| 0 0 0 0 1650 3.000 0.04 65.51 0 0 0| 0 1 0 0 1700 1.500 0.02 68.89 0 0 0| 0 8 0 0 1800 CAB 0.00 67.62 0 0 0| 0 0 0 0 2000 Total 0 0 0| 0 59 0 0 Indicative a-t-m Vol 40.09 Underlying Price 1258.000 Time to expiry: 112 Days Dec 10 270.000 0.91 32.66 0 0 0| 0 0 0 0 1000 195.500 0.78 36.03 0 0 0| 0 0 0 0 1100 140.000 0.63 39.41 0 0 0| 0 0 0 0 1200 96.500 0.49 40.58 0 0 0| 0 0 0 0 1300 62.500 0.36 40.58 0 0 0| 0 1 0 0 1400 38.000 0.25 40.08 0 0 0| 0 0 0 0 1500 22.000 0.17 39.50 0 0 0| 0 0 0 0 1600 12.500 0.11 39.51 0 0 0| 0 3 0 0 1700 7.000 0.07 39.54 0 0 0| 0 1 0 0 1800 3.500 0.03 42.18 0 0 0| 0 1 0 0 2000 Total 0 0 0| 0 6 0 0 Indicative a-t-m Vol 42.41 Underlying Price 1258.000 Time to expiry: 203 Days Mar 11 309.000 0.82 42.25 0 0 0| 0 0 0 0 1000 245.000 0.72 42.96 0 0 0| 0 0 0 0 1100 189.500 0.63 42.77 0 0 0| 0 0 0 0 1200 142.500 0.53 42.15 0 0 0| 0 0 0 0 1300 104.000 0.43 41.38 0 0 0| 0 0 0 0 1400 74.000 0.34 40.66 0 0 0| 0 0 0 0 1500 51.500 0.26 40.11 0 0 0| 0 1 0 0 1600 36.000 0.20 39.80 0 0 0| 0 0 0 0 1700 25.000 0.15 39.80 0 0 0| 0 1 0 0 1800 Total 0 0 0| 0 2 0 0 Total Calls 0 0 0| 0 67 0 0 | Equity Options 21:55 Business Day Fri 27 Aug 2010 Previous Business Day Thu 26 Aug 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 | Wolseley plc STND OPT (WSY) Indicative a-t-m Vol 40.93 Underlying Price 1258.000 Time to expiry: 21 Days Sep 10 1.000 -0.02 46.82 0 0 0| 0 0 0 0 1000 7.000 -0.10 45.01 0 0 0| 0 2 0 0 1100 14.000 -0.18 43.20 0 0 0| 0 0 0 0 1150 27.000 -0.30 42.12 0 0 0| 0 260 0 0 1200 46.000 -0.45 40.90 0 0 0| 0 0 0 0 1250 75.000 -0.61 41.07 0 0 0| 0 13 0 0 1300 110.000 -0.74 40.76 0 0 0| 0 4 0 0 1350 152.000 -0.84 41.49 0 0 0| 0 252 0 0 1400 197.000 -0.91 41.95 0 0 0| 0 20 0 0 1450 244.500 -0.95 43.10 0 0 0| 0 0 0 0 1500 293.500 -0.97 44.51 0 0 0| 0 4 0 0 1550 343.000 -0.98 48.24 0 0 0| 0 4 0 0 1600 393.000 -0.98 53.20 0 0 0| 0 0 0 0 1650 443.000 -0.98 58.15 0 0 0| 0 0 0 0 1700 543.000 -0.99 66.09 0 0 0| 0 0 0 0 1800 742.000 -1.00 62.12 0 0 0| 0 0 0 0 2000 Total 0 0 0| 0 559 0 0 Indicative a-t-m Vol 41.49 Underlying Price 1258.000 Time to expiry: 112 Days Dec 10 38.000 -0.17 51.75 0 0 0| 0 0 0 0 1000 56.500 -0.25 45.96 0 0 0| 0 0 0 0 1100 87.500 -0.37 42.57 0 0 0| 0 1 0 0 1200 136.000 -0.51 40.71 0 0 0| 0 3 0 0 1300 200.000 -0.64 39.81 0 0 0| 0 13 0 0 1400 275.500 -0.76 39.47 0 0 0| 0 0 0 0 1500 361.000 -0.84 39.36 0 0 0| 0 0 0 0 1600 452.000 -0.90 39.57 0 0 0| 0 0 0 0 1700 547.000 -0.94 39.38 0 0 0| 0 0 0 0 1800 742.500 -0.99 39.04 0 0 0| 0 0 0 0 2000 Total 0 0 0| 0 17 0 0 Indicative a-t-m Vol 41.68 Underlying Price 1258.000 Time to expiry: 203 Days Mar 11 38.000 -0.17 38.70 0 0 0| 0 0 0 0 1000 76.000 -0.27 40.91 0 0 0| 0 0 0 0 1100 123.000 -0.37 41.73 0 0 0| 0 1 0 0 1200 177.500 -0.48 41.64 0 0 0| 0 0 0 0 1300 239.500 -0.57 41.12 0 0 0| 0 2 0 0 1400 310.000 -0.66 40.49 0 0 0| 0 0 0 0 1500 387.500 -0.74 39.97 0 0 0| 0 0 0 0 1600 472.000 -0.81 39.67 0 0 0| 0 0 0 0 1700 561.500 -0.86 39.71 0 0 0| 0 0 0 0 1800 Total 0 0 0| 0 3 0 0 Total Puts 0 0 0| 0 579 0 0 Grand Total 0 0 0| 350,000 350,646 0 0 Equity Options 21:55 Business Day Fri 27 Aug 2010 Previous Business Day Thu 26 Aug 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 | WPP plc STND OPT (WPP) Indicative a-t-m Vol 26.28 Underlying Price 642.000 Time to expiry: 21 Days Sep 10 162.750 0.99 55.75 0 0 0| 0 0 0 0 480 123.250 0.97 47.95 0 0 0| 0 5 0 0 520 84.250 0.93 39.02 0 0 0| 0 5 0 0 560 47.500 0.82 32.11 0 0 0| 0 8 0 0 600 31.250 0.70 29.20 0 0 0| 0 0 0 0 620 17.750 0.53 26.47 0 0 0| 0 15 0 0 640 8.500 0.34 24.56 0 0 0| 0 20 0 0 660 3.000 0.16 22.94 0 0 0| 0 513 0 0 680 0.750 0.05 21.04 0 0 0| 0 125 0 0 700 CAB 0.01 19.39 0 0 0| 0 141 0 0 720 CAB 0.00 14.54 0 0 0| 0 290 0 0 760 CAB 0.00 13.11 0 0 0| 0 5 0 0 800 Total 0 0 0| 0 1,127 0 0 Indicative a-t-m Vol 26.50 Underlying Price 642.000 Time to expiry: 112 Days Dec 10 165.500 0.94 39.68 0 0 0| 0 0 0 0 480 93.250 0.81 32.19 0 0 0| 0 10 0 0 560 62.250 0.69 29.31 0 0 0| 0 0 0 0 600 36.750 0.52 26.57 0 0 0| 0 0 0 0 640 17.250 19.500 0.35 25.04 17.250 S 17.250 S 0 0 2| 4 21 +4 0 680 8.500 0.20 23.52 0 0 0| 0 13 0 0 720 3.250 0.09 22.82 0 0 0| 0 68 0 0 760 1.250 0.04 22.41 0 0 0| 0 17 0 0 800 0.500 0.02 22.48 0 0 0| 0 1 0 0 840 Total 0 0 2| 4 130 +4 0 Indicative a-t-m Vol 27.23 Underlying Price 642.000 Time to expiry: 203 Days Mar 11 103.750 0.75 31.18 0 0 0| 0 0 0 0 560 75.750 0.66 29.24 0 0 0| 0 0 0 0 600 51.500 0.54 27.31 0 0 0| 0 6 0 0 640 32.500 0.41 25.66 0 0 0| 0 0 0 0 680 19.250 0.29 24.44 0 0 0| 0 0 0 0 720 10.500 0.19 23.69 0 0 0| 0 5 0 0 760 6.250 0.12 23.77 0 0 0| 0 0 0 0 800 Total 0 0 0| 0 11 0 0 Total Calls 0 0 2| 4 1,268 +4 0 | Equity Options 21:55 Business Day Fri 27 Aug 2010 Previous Business Day Thu 26 Aug 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 | WPP plc STND OPT (WPP) Indicative a-t-m Vol 25.54 Underlying Price 642.000 Time to expiry: 21 Days Sep 10 0.250 -0.01 48.44 0 0 0| 0 0 0 0 480 0.750 -0.02 44.89 0 0 0| 0 6 0 0 520 1.500 -0.06 37.10 0 0 0| 0 1 0 0 560 4.750 -0.17 30.86 0 0 0| 6 506 +6 0 600 8.250 -0.29 27.84 0 0 0| 0 0 0 0 620 18.000 15.000 -0.47 25.80 18.000 18.000 0 0 5| 0 68 0 0 640 25.500 -0.67 23.26 0 0 0| 0 500 0 0 660 41.000 -0.83 23.74 0 0 0| 0 533 0 0 680 58.250 -0.96 19.75 0 0 0| 0 11 0 0 700 78.250 -0.97 24.94 0 0 0| 0 18 0 0 720 118.000 -0.99 29.06 0 0 0| 0 0 0 0 760 158.250 -0.99 39.61 0 0 0| 0 0 0 0 800 Total 0 0 5| 6 1,643 +6 0 Indicative a-t-m Vol 27.16 Underlying Price 642.000 Time to expiry: 112 Days Dec 10 4.750 -0.07 38.03 0 0 0| 0 48 0 0 480 15.750 14.750 -0.21 32.36 15.750 S 15.750 S 0 0 2| 0 26 0 0 560 24.750 -0.32 29.84 0 0 0| 4 44 +4 0 600 39.500 -0.48 27.23 0 0 0| 0 2 0 0 640 62.250 -0.65 25.79 0 0 0| 0 43 0 0 680 91.000 -0.80 23.97 0 0 0| 0 10 0 0 720 125.750 -0.91 23.35 0 0 0| 0 0 0 0 760 164.500 -0.94 25.65 0 0 0| 0 0 0 0 800 203.500 -0.97 26.81 0 0 0| 0 8 0 0 840 Total 0 0 2| 4 181 +4 0 Indicative a-t-m Vol 27.77 Underlying Price 642.000 Time to expiry: 203 Days Mar 11 25.000 -0.25 31.40 0 0 0| 0 5 0 0 560 37.000 -0.35 29.49 0 0 0| 0 2 0 0 600 53.250 -0.46 27.85 0 0 0| 0 0 0 0 640 74.250 -0.59 26.12 0 0 0| 0 0 0 0 680 101.250 -0.71 25.33 0 0 0| 0 0 0 0 720 131.750 -0.82 23.92 0 0 0| 0 1 0 0 760 167.750 -0.88 24.23 0 0 0| 0 0 0 0 800 Total 0 0 0| 0 8 0 0 Total Puts 0 0 7| 10 1,832 +10 0 Grand Total 0 0 9| 280,014 283,100 +14 0 Equity Options 21:55 Business Day Fri 27 Aug 2010 Previous Business Day Thu 26 Aug 2010 Page 89 Calls | Block | Opening Settle Delta Vola- Daily Trade Bclear Total | Official **Open Change Exer- Exer Trans Price tility High Low Volume Volume*** Volume | Volume Int cises Price | Xstrata plc STND OPT (XST) Indicative a-t-m Vol 35.56 Underlying Price 1017.000 Time to expiry: 21 Days Sep 10 337.500 1.00 54.26 0 0 0| 0 0 0 0 680 297.500 1.00 49.74 0 0 0| 0 0 0 0 720 257.500 1.00 45.36 0 0 0| 0 0 0 0 760 217.500 0.99 42.15 0 0 0| 0 0 0 0 800 197.500 0.99 38.59 0 0 0| 0 0 0 0 820 178.000 0.98 40.71 0 0 0| 0 9 0 0 840 158.500 0.97 39.83 0 0 0| 0 0 0 0 860 139.500 0.95 38.80 0 0 0| 0 105 0 0 880 121.000 0.91 38.74 0 0 0| 0 13 0 0 900 103.500 0.87 38.09 0 0 0| 0 59 0 0 920 86.500 0.82 37.65 0 0 0| 0 18 0 0 940 71.000 0.76 36.99 0 0 0| 0 834 0 0 960 57.000 0.68 36.78 0 0 0| 0 1,285 0 0 980 44.000 0.60 35.66 0 0 0| 48 1,661 +5 0 1000 18.500 21.000 0.37 35.37 18.500 S 18.500 S 0 0 10| 0 1,468 0 0 1050 8.500 9.000 0.19 35.47 8.500 8.500 0 0 8| 31 4,824 +12 0 1100 3.000 4.000 0.09 37.14 3.000 S 3.000 S 0 0 12| 0 1,602 0 0 1150 1.500 0.04 38.11 0 0 0| 0 3,002 0 0 1200 0.500 0.02 40.00 0 0 0| 0 111 0 0 1250 CAB 0.01 40.00 0 0 0| 0 1,522 0 0 1300 CAB 0.00 40.00 0 0 0| 0 40 0 0 1350 CAB 0.00 40.00 0 0 0| 0 2,894 0 0 1400 CAB 0.00 40.00 0 0 0| 0 2,201 0 0 1600 Total 0 0 30| 79 21,648 +17 0 Indicative a-t-m Vol 38.83 Underlying Price 1017.000 Time to expiry: 49 Days Oct 10 187.000 0.89 47.03 0 0 0| 0 9 0 0 840 152.000 0.83 44.66 0 0 0| 0 0 0 0 880 135.000 0.80 43.10 0 0 0| 1 1 +1 0 900 119.500 0.76 42.11 0 0 0| 0 0 0 0 920 105.000 0.72 41.56 0 0 0| 0 12 0 0 940 91.000 0.67 40.67 0 0 0| 0 2 0 0 960 78.500 0.62 40.21 0 0 0| 0 12 0 0 980 66.500 0.57 39.25 0 0 0| 6 40