Equity Options 22:04 Business Day Tue 31 Aug 2010 Previous Business Day Mon 30 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 32.30 Underlying Price 6080.000 Time to expiry: 17 Days Sep 10 2481.500 1.00 55.56 0 0 0| 0 0 0 0 3600 2281.500 1.00 51.19 0 0 0| 0 0 0 0 3800 2081.500 1.00 47.09 0 0 0| 0 0 0 0 4000 1681.500 1.00 42.16 0 0 0| 0 1 0 0 4400 1282.500 1.00 40.92 0 0 0| 0 5 0 0 4800 887.000 0.97 36.89 0 0 0| 0 5 0 0 5200 693.500 0.94 34.65 0 0 0| 0 0 0 0 5400 511.500 0.87 33.61 0 0 0| 0 107 0 0 5600 350.000 0.75 33.00 0 0 0| 0 4 0 0 5800 218.000 0.59 32.50 0 0 0| 0 34 0 0 6000 122.000 0.41 32.00 0 0 0| 0 0 0 0 6200 56.500 0.24 30.77 0 0 0| 0 6 0 0 6400 29.500 0.14 32.50 0 0 0| 0 0 0 0 6600 13.000 0.07 33.00 0 0 0| 0 6 0 0 6800 5.500 0.03 39.04 0 0 0| 0 1 0 0 7200 3.000 0.01 44.89 0 0 0| 0 0 0 0 7600 Total 0 0 0| 0 169 0 0 Indicative a-t-m Vol 34.13 Underlying Price 6080.000 Time to expiry: 108 Days Dec 10 2091.000 0.99 37.79 0 0 0| 0 0 0 0 4000 1705.000 0.96 36.91 0 0 0| 0 0 0 0 4400 1339.500 0.91 36.43 0 0 0| 0 2 0 0 4800 1005.500 0.82 35.67 0 0 0| 0 0 0 0 5200 590.000 711.500 0.71 34.41 681.000 590.000 0 0 3| 0 1 0 0 5600 486.000 0.57 34.34 0 0 0| 0 1 0 0 6000 305.000 0.42 33.31 0 0 0| 0 1 0 0 6400 184.000 0.29 32.99 0 0 0| 0 1 0 0 6800 99.000 0.19 32.06 0 0 0| 0 1 0 0 7200 Total 0 0 3| 0 7 0 0 Indicative a-t-m Vol 33.09 Underlying Price 6080.000 Time to expiry: 199 Days Mar 11 2106.500 0.96 36.19 0 0 0| 0 0 0 0 4000 1405.000 0.86 35.07 0 0 0| 0 0 0 0 4800 1103.500 0.77 34.58 0 0 0| 0 2 0 0 5200 840.000 0.67 33.75 0 0 0| 0 1 0 0 5600 621.000 0.57 33.24 0 0 0| 0 0 0 0 6000 442.500 0.46 32.51 0 0 0| 0 0 0 0 6400 307.500 0.36 32.01 0 0 0| 0 2 0 0 6800 205.500 0.27 31.51 0 0 0| 0 2 0 0 7200 Total 0 0 0| 0 7 0 0 Total Calls 0 0 3| 0 183 0 0 | Equity Options 22:04 Business Day Tue 31 Aug 2010 Previous Business Day Mon 30 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 32.75 Underlying Price 6080.000 Time to expiry: 17 Days Sep 10 CAB 0.00 59.57 0 0 0| 0 1 0 0 3600 CAB 0.00 55.75 0 0 0| 0 2 0 0 3800 CAB 0.00 52.29 0 0 0| 0 0 0 0 4000 CAB 0.00 48.42 0 0 0| 0 0 0 0 4400 1.000 0.00 41.41 0 0 0| 0 18 0 0 4800 6.500 -0.03 38.77 0 0 0| 0 4 0 0 5200 37.000 15.500 -0.07 36.97 37.000 37.000 0 0 1| 0 28 0 0 5400 36.000 -0.14 35.81 0 0 0| 0 3 0 0 5600 69.500 -0.25 33.34 0 0 0| 0 3 0 0 5800 136.500 -0.41 32.60 0 0 0| 0 8 0 0 6000 244.500 -0.59 32.97 0 0 0| 0 2 0 0 6200 384.000 -0.75 32.97 0 0 0| 0 5 0 0 6400 554.500 -0.85 34.70 0 0 0| 0 2 0 0 6600 736.000 -0.92 35.44 0 0 0| 0 12 0 0 6800 1121.500 -0.99 35.07 0 0 0| 0 2 0 0 7200 1520.000 -1.00 36.06 0 0 0| 0 0 0 0 7600 Total 0 0 1| 0 90 0 0 Indicative a-t-m Vol 32.98 Underlying Price 6080.000 Time to expiry: 108 Days Dec 10 8.000 -0.02 37.84 0 0 0| 0 4 0 0 4000 24.000 -0.04 36.76 0 0 0| 0 6 0 0 4400 60.000 -0.10 35.91 0 0 0| 0 2 0 0 4800 126.000 -0.18 34.86 0 0 0| 0 4 0 0 5200 235.000 -0.30 33.74 0 0 0| 0 2 0 0 5600 403.500 -0.44 33.08 0 0 0| 0 4 0 0 6000 631.000 -0.59 32.56 0 0 0| 0 2 0 0 6400 899.000 -0.72 31.07 0 0 0| 0 0 0 0 6800 1239.000 -0.81 32.43 0 0 0| 0 2 0 0 7200 Total 0 0 0| 0 26 0 0 Indicative a-t-m Vol 31.94 Underlying Price 6080.000 Time to expiry: 199 Days Mar 11 30.500 -0.04 35.47 0 0 0| 0 0 0 0 4000 125.000 -0.14 33.60 0 0 0| 0 3 0 0 4800 220.500 -0.23 33.15 0 0 0| 0 1 0 0 5200 357.000 -0.33 32.45 0 0 0| 0 125 0 0 5600 537.500 -0.44 32.03 0 0 0| 0 0 0 0 6000 763.500 -0.55 31.60 0 0 0| 0 0 0 0 6400 1028.000 -0.65 31.06 0 0 0| 0 0 0 0 6800 1325.500 -0.74 30.50 0 0 0| 0 4 0 0 7200 Total 0 0 0| 0 133 0 0 Total Puts 0 0 1| 0 249 0 0 Grand Total 0 75,570 75,574| 0 76,002 0 0 Equity Options 22:04 Business Day Tue 31 Aug 2010 Previous Business Day Mon 30 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 19.57 Underlying Price 3263.000 Time to expiry: 17 Days Sep 10 666.500 0.98 51.43 0 0 0| 0 0 0 0 2600 465.500 0.98 33.10 0 0 0| 0 0 0 0 2800 366.000 0.98 27.56 0 0 0| 0 0 0 0 2900 268.000 0.95 23.72 0 0 0| 0 0 0 0 3000 175.000 0.87 21.40 0 0 0| 0 5 0 0 3100 95.500 0.68 20.12 0 0 0| 0 320 0 0 3200 37.500 40.000 0.41 19.25 44.000 37.500 0 0 6| 0 211 0 0 3300 13.000 0.17 19.20 0 0 0| 0 84 0 0 3400 0.500 0.01 19.82 0 0 0| 0 35 0 0 3600 CAB 0.00 20.53 0 0 0| 0 40 0 0 3800 CAB 0.00 20.18 0 0 0| 0 14 0 0 4000 Total 0 0 6| 0 709 0 0 Indicative a-t-m Vol 22.47 Underlying Price 3263.000 Time to expiry: 108 Days Dec 10 876.000 0.97 32.28 0 0 0| 0 0 0 0 2400 499.500 0.88 26.19 0 0 0| 0 0 0 0 2800 334.000 0.76 24.33 0 0 0| 0 2 0 0 3000 198.000 0.59 22.80 0 0 0| 0 40 0 0 3200 95.000 101.500 0.39 21.76 95.000 95.000 0 0 4| 0 381 0 0 3400 41.000 45.500 0.22 21.29 41.000 41.000 0 0 4| 0 5 0 0 3600 18.500 0.11 21.09 0 0 0| 0 20 0 0 3800 6.500 0.04 20.87 0 0 0| 0 44 0 0 4000 Total 0 0 8| 0 492 0 0 Indicative a-t-m Vol 22.95 Underlying Price 3263.000 Time to expiry: 199 Days Mar 11 888.000 0.95 29.74 0 0 0| 0 0 0 0 2400 530.500 0.83 25.98 0 0 0| 0 0 0 0 2800 376.500 0.73 24.51 0 0 0| 0 0 0 0 3000 229.000 247.000 0.59 23.24 229.000 229.000 0 0 3| 0 7 0 0 3200 150.000 0.43 22.31 0 0 0| 0 37 0 0 3400 83.500 0.29 21.58 0 0 0| 0 42 0 0 3600 17.000 21.000 0.10 20.85 17.000 17.000 0 0 1| 0 4 0 0 4000 Total 0 0 4| 0 90 0 0 Total Calls 0 0 18| 0 1,291 0 0 | Equity Options 22:04 Business Day Tue 31 Aug 2010 Previous Business Day Mon 30 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 20.25 Underlying Price 3263.000 Time to expiry: 17 Days Sep 10 CAB 0.00 33.00 0 0 0| 0 21 0 0 2600 1.000 -0.01 32.00 0 0 0| 0 107 0 0 2800 3.500 -0.04 30.74 0 0 0| 0 3 0 0 2900 7.500 5.500 -0.07 25.92 8.000 7.500 0 0 10| 0 118 0 0 3000 12.500 -0.14 22.51 0 0 0| 0 290 0 0 3100 41.000 33.000 -0.33 20.81 41.000 S 41.000 S 0 0 2| 0 436 0 0 3200 75.500 77.500 -0.59 19.92 75.500 75.500 0 0 3| 0 10 0 0 3300 149.500 -0.82 19.61 0 0 0| 0 29 0 0 3400 340.000 -0.96 25.94 0 0 0| 0 5 0 0 3600 537.000 -1.00 25.43 0 0 0| 0 0 0 0 3800 737.000 -1.00 33.91 0 0 0| 0 0 0 0 4000 Total 0 0 15| 0 1,019 0 0 Indicative a-t-m Vol 22.67 Underlying Price 3263.000 Time to expiry: 108 Days Dec 10 9.000 -0.04 32.98 0 0 0| 0 26 0 0 2400 31.500 -0.13 26.40 0 0 0| 0 410 0 0 2800 66.000 -0.24 24.54 0 0 0| 0 30 0 0 3000 143.500 129.500 -0.41 23.01 143.500 134.000 S 0 0 5| 0 36 0 0 3200 233.000 -0.61 21.94 0 0 0| 0 100 0 0 3400 377.500 -0.78 21.53 0 0 0| 0 6 0 0 3600 550.500 -0.90 21.36 0 0 0| 0 6 0 0 3800 740.000 -0.96 21.50 0 0 0| 0 3 0 0 4000 Total 0 0 5| 0 617 0 0 Indicative a-t-m Vol 22.56 Underlying Price 3263.000 Time to expiry: 199 Days Mar 11 23.500 -0.07 28.92 0 0 0| 0 1 0 0 2400 77.500 -0.21 25.57 0 0 0| 0 31 0 0 2800 130.000 -0.32 24.08 0 0 0| 0 7 0 0 3000 209.000 -0.46 22.90 0 0 0| 0 4 0 0 3200 318.500 -0.61 21.83 0 0 0| 0 52 0 0 3400 457.500 -0.74 21.03 0 0 0| 0 5 0 0 3600 801.500 -0.92 20.14 0 0 0| 0 0 0 0 4000 Total 0 0 0| 0 100 0 0 Total Puts 0 0 20| 0 1,736 0 0 Grand Total 0 59,540 59,578| 0 62,567 0 0 Equity Options 22:04 Business Day Tue 31 Aug 2010 Previous Business Day Mon 30 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 17.61 Underlying Price 524.000 Time to expiry: 17 Days Sep 10 124.250 1.00 47.65 0 0 0| 0 0 0 0 400 84.250 1.00 31.08 0 0 0| 0 0 0 0 440 64.250 0.99 27.32 0 0 0| 0 0 0 0 460 44.750 0.95 25.17 0 0 0| 0 0 0 0 480 35.250 0.91 22.65 0 0 0| 0 0 0 0 490 26.500 0.83 22.71 0 0 0| 0 0 0 0 500 9.500 10.250 0.59 17.46 9.500 9.500 0 0 7| 0 0 0 0 520 3.000 0.24 18.23 0 0 0| 0 29 0 0 540 0.250 0.02 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 7| 0 87 0 0 Indicative a-t-m Vol 20.58 Underlying Price 524.000 Time to expiry: 108 Days Dec 10 126.500 0.96 30.27 0 0 0| 0 0 0 0 400 88.750 0.90 26.83 0 0 0| 0 0 0 0 440 64.250 70.750 0.85 24.60 64.250 64.250 0 0 2| 0 0 0 0 460 54.250 0.78 23.61 0 0 0| 0 7 0 0 480 26.250 0.56 20.71 0 0 0| 0 21 0 0 520 9.500 0.29 19.41 0 0 0| 0 46 0 0 560 2.750 0.11 19.04 0 0 0| 0 15 0 0 600 1.000 0.04 20.23 0 0 0| 0 0 0 0 640 Total 0 0 2| 0 89 0 0 Indicative a-t-m Vol 21.86 Underlying Price 524.000 Time to expiry: 199 Days Mar 11 95.250 0.84 26.77 0 0 0| 0 0 0 0 440 78.500 0.79 25.21 0 0 0| 0 0 0 0 460 63.250 0.73 24.12 0 0 0| 0 0 0 0 480 37.000 0.56 22.00 0 0 0| 0 0 0 0 520 18.750 0.37 20.68 0 0 0| 0 7 0 0 560 8.000 0.20 19.48 0 0 0| 0 39 0 0 600 3.500 0.10 19.70 0 0 0| 0 0 0 0 640 Total 0 0 0| 0 46 0 0 Total Calls 0 0 9| 0 222 0 0 | Equity Options 22:04 Business Day Tue 31 Aug 2010 Previous Business Day Mon 30 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 18.63 Underlying Price 524.000 Time to expiry: 17 Days Sep 10 CAB 0.00 31.03 0 0 0| 0 0 0 0 400 CAB 0.00 27.96 0 0 0| 0 36 0 0 440 0.250 -0.02 28.84 0 0 0| 0 12 0 0 460 0.500 -0.04 23.52 0 0 0| 0 347 0 0 480 1.000 -0.08 21.68 0 0 0| 0 350 0 0 490 2.250 -0.16 21.73 0 0 0| 0 0 0 0 500 6.750 -0.42 18.94 0 0 0| 0 35 0 0 520 18.500 -0.78 17.41 0 0 0| 0 0 0 0 540 36.500 -0.94 19.12 0 0 0| 0 56 0 0 560 56.250 -0.98 23.34 0 0 0| 0 0 0 0 580 76.000 -1.00 22.75 0 0 0| 0 0 0 0 600 116.000 -1.00 24.46 0 0 0| 0 0 0 0 640 Total 0 0 0| 0 836 0 0 Indicative a-t-m Vol 20.66 Underlying Price 524.000 Time to expiry: 108 Days Dec 10 1.000 -0.03 28.13 0 0 0| 0 3 0 0 400 3.750 -0.10 26.58 0 0 0| 0 13 0 0 440 6.000 6.000 -0.15 24.99 6.000 6.000 0 0 11| 0 16 0 0 460 9.750 9.250 -0.22 23.64 9.750 9.750 0 0 2| 0 28 0 0 480 21.250 -0.44 20.78 0 0 0| 0 22 0 0 520 44.750 -0.71 19.57 0 0 0| 0 2 0 0 560 78.250 -0.89 19.57 0 0 0| 0 0 0 0 600 116.750 -0.95 21.95 0 0 0| 0 0 0 0 640 Total 0 0 13| 0 84 0 0 Indicative a-t-m Vol 22.32 Underlying Price 524.000 Time to expiry: 199 Days Mar 11 9.500 -0.16 26.79 0 0 0| 0 1 0 0 440 13.250 -0.21 25.68 0 0 0| 0 5 0 0 460 17.750 -0.28 24.37 0 0 0| 0 1 0 0 480 31.750 -0.44 22.51 0 0 0| 0 17 0 0 520 52.750 -0.64 20.63 0 0 0| 0 0 0 0 560 83.000 -0.80 20.32 0 0 0| 0 0 0 0 600 117.750 -0.91 19.70 0 0 0| 0 0 0 0 640 Total 0 0 0| 0 24 0 0 Total Puts 0 0 13| 0 944 0 0 Grand Total 0 61,830 61,852| 0 62,996 0 0 Equity Options 22:04 Business Day Tue 31 Aug 2010 Previous Business Day Mon 30 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 93.800 Time to expiry: 17 Days Sep 10 21.750 1.00 37.08 0 0 0| 0 0 0 0 72 13.750 1.00 34.98 0 0 0| 0 0 0 0 80 6.500 0.80 38.63 0 0 0| 0 0 0 0 88 3.500 0.61 34.38 0 0 0| 0 0 0 0 92 1.750 0.37 34.34 0 0 0| 0 0 0 0 96 0.500 0.16 31.54 0 0 0| 0 0 0 0 100 CAB 0.00 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 93.800 Time to expiry: 108 Days Dec 10 34.000 0.97 52.92 0 0 0| 0 0 0 0 60 16.000 0.79 40.90 0 0 0| 0 0 0 0 80 10.250 0.65 37.17 0 0 0| 0 0 0 0 88 5.750 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 34.88 Underlying Price 93.800 Time to expiry: 199 Days Mar 11 35.000 0.91 50.92 0 0 0| 0 0 0 0 60 18.000 0.75 39.09 0 0 0| 0 0 0 0 80 12.500 0.64 36.43 0 0 0| 0 0 0 0 88 8.250 0.51 34.36 0 0 0| 0 0 0 0 96 7.000 0.45 34.81 0 0 0| 0 10 0 0 100 3.000 0.23 38.18 0 0 0| 0 20 0 0 120 1.250 0.10 38.69 0 0 0| 0 0 0 0 140 0.500 0.05 40.35 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 22:04 Business Day Tue 31 Aug 2010 Previous Business Day Mon 30 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 93.800 Time to expiry: 17 Days Sep 10 CAB 0.00 36.47 0 0 0| 0 0 0 0 72 CAB -0.02 32.51 0 0 0| 0 0 0 0 80 0.750 -0.19 29.45 0 0 0| 0 0 0 0 88 1.750 -0.41 28.15 0 0 0| 0 0 0 0 92 4.000 -0.68 27.69 0 0 0| 0 0 0 0 96 7.250 -0.89 26.39 0 0 0| 0 10 0 0 100 17.000 -1.00 23.34 0 0 0| 0 0 0 0 110 27.000 -1.00 21.81 0 0 0| 0 85 0 0 120 37.000 -1.00 22.32 0 0 0| 0 0 0 0 130 47.000 -1.00 23.34 0 0 0| 0 29 0 0 140 67.000 -1.00 25.34 0 0 0| 0 0 0 0 160 107.000 -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 32.56 Underlying Price 93.800 Time to expiry: 108 Days Dec 10 0.750 -0.05 55.20 0 0 0| 0 0 0 0 60 2.250 -0.20 37.58 0 0 0| 0 100 0 0 80 4.500 -0.34 34.77 0 0 0| 0 0 0 0 88 8.000 -0.53 31.82 0 0 0| 0 3 0 0 96 10.500 -0.63 30.72 0 0 0| 0 166 0 0 100 27.000 -0.96 26.34 0 0 0| 0 47 0 0 120 47.000 -1.00 22.63 0 0 0| 0 0 0 0 140 67.000 -1.00 20.22 0 0 0| 0 0 0 0 160 107.000 -1.00 24.00 0 0 0| 0 0 0 0 200 Total 0 0 0| 0 316 0 0 Indicative a-t-m Vol 32.45 Underlying Price 93.800 Time to expiry: 199 Days Mar 11 0.750 -0.05 40.62 0 0 0| 0 0 0 0 60 3.750 -0.23 35.24 0 0 0| 0 0 0 0 80 6.500 -0.36 33.85 0 0 0| 0 0 0 0 88 10.250 -0.50 31.98 0 0 0| 0 0 0 0 96 12.750 -0.57 31.92 0 0 0| 0 15 0 0 100 28.000 -0.87 28.91 0 0 0| 0 33 0 0 120 47.000 -0.99 26.57 0 0 0| 0 0 0 0 140 67.000 -1.00 26.62 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 66,410 66,410| 0 67,328 0 0 Equity Options 22:04 Business Day Tue 31 Aug 2010 Previous Business Day Mon 30 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 37.99 Underlying Price 3300.000 Time to expiry: 17 Days Sep 10 1301.000 1.00 81.99 0 0 0| 0 0 0 0 2000 901.500 1.00 56.43 0 0 0| 0 0 0 0 2400 703.500 0.98 52.35 0 0 0| 0 0 0 0 2600 509.000 0.95 47.38 0 0 0| 0 15 0 0 2800 414.500 0.91 44.30 0 0 0| 0 10 0 0 2900 324.000 0.86 41.78 0 0 0| 0 240 0 0 3000 243.500 0.77 40.92 0 0 0| 0 190 0 0 3100 170.000 0.66 39.05 0 0 0| 0 1,353 -5 0 3200 73.000 111.500 0.52 37.99 102.000 73.000 0 0 13| 0 102 0 0 3300 41.500 67.000 0.37 36.92 60.000 41.500 0 0 70| 0 642 0 0 3400 42.000 37.000 0.25 36.14 42.000 36.500 0 0 61| 0 1,915 0 0 3500 20.000 0.15 36.36 0 0 0| 0 2,435 0 0 3600 9.500 0.08 35.84 0 0 0| 0 437 0 0 3700 4.500 0.04 36.10 0 0 0| 0 1,065 0 0 3800 2.500 0.02 37.63 0 0 0| 0 91 0 0 3900 1.500 0.02 39.77 0 0 0| 0 156 0 0 4000 0.500 0.01 42.71 0 0 0| 0 20 0 0 4200 CAB 0.00 42.71 0 0 0| 0 1,195 0 0 4400 CAB 0.00 44.18 0 0 0| 0 746 0 0 4800 Total 0 0 144| 0 10,612 -5 0 Indicative a-t-m Vol 38.58 Underlying Price 3300.000 Time to expiry: 45 Days Oct 10 723.000 0.93 49.60 0 0 0| 0 0 0 0 2600 505.000 541.500 0.87 45.45 505.000 505.000 0 0 5| 0 5 0 0 2800 456.500 0.82 43.80 0 0 0| 0 0 0 0 2900 373.500 0.77 41.27 0 0 0| 0 5 0 0 3000 303.500 0.70 40.81 0 0 0| 0 25 0 0 3100 238.000 0.62 39.61 0 0 0| 0 64 0 0 3200 181.000 0.53 38.58 0 0 0| 0 57 0 0 3300 133.500 0.44 37.52 0 0 0| 0 167 0 0 3400 96.000 0.35 36.83 0 0 0| 0 13 0 0 3500 68.500 0.28 36.60 0 0 0| 0 156 0 0 3600 30.500 0.15 35.77 0 0 0| 0 6 0 0 3800 12.000 0.07 34.98 0 0 0| 0 61 0 0 4000 Total 0 0 5| 0 559 0 0 Indicative a-t-m Vol 39.21 Underlying Price 3300.000 Time to expiry: 80 Days Nov 10 751.500 0.88 47.43 0 0 0| 0 0 0 0 2600 581.500 0.82 44.45 0 0 0| 0 0 0 0 2800 433.000 0.72 42.54 0 0 0| 0 0 0 0 3000 361.500 0.67 40.80 0 0 0| 0 0 0 0 3100 297.500 0.61 39.60 0 0 0| 0 0 0 0 3200 244.500 0.54 39.21 0 0 0| 0 2 0 0 3300 194.500 0.47 38.02 0 0 0| 0 14 0 0 3400 118.000 0.34 36.53 0 0 0| 0 3 0 0 3600 Equity Options 22:04 Business Day Tue 31 Aug 2010 Previous Business Day Mon 30 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 | 69.500 0.23 36.14 0 0 0| 0 0 0 0 3800 Total 0 0 0| 0 19 0 0 Indicative a-t-m Vol 39.39 Underlying Price 3300.000 Time to expiry: 108 Days Dec 10 1818.000 1.00 59.60 0 0 0| 0 0 0 0 1487 1655.000 0.99 57.28 0 0 0| 0 0 0 0 1652 1258.000 1331.000 0.97 51.84 1258.000 S 1257.000 S 0 0 5| 0 5 0 0 1983 954.000 1021.500 0.93 48.34 954.000 S 953.000 S 0 0 5| 0 185 0 0 2313 737.000 0.85 45.81 0 0 0| 0 20 0 0 2644 556.000 613.500 0.79 44.34 556.000 S 556.000 S 0 0 2| 0 357 0 0 2800 418.500 463.500 0.71 41.63 418.500 S 418.500 S 0 0 2| 0 1,560 0 0 3000 338.000 0.60 39.79 0 0 0| 0 1,978 0 0 3200 204.500 240.500 0.49 39.00 208.500 S 204.500 S 0 0 22| 0 2,345 0 0 3400 133.500 157.500 0.38 37.35 157.000 133.500 S 0 0 27| 0 4,188 0 0 3600 101.500 0.28 36.51 0 0 0| 0 3,782 0 0 3800 54.000 63.000 0.19 36.03 54.000 52.500 S 0 0 14| 0 772 0 0 4000 30.000 38.500 0.13 35.74 30.500 30.000 0 0 10| 0 20 0 0 4200 20.000 24.000 0.09 35.80 20.000 18.500 S 0 0 14| 0 27 0 0 4400 5.500 0.02 33.26 0 0 0| 0 114 0 0 4800 Total 0 0 101| 0 15,353 0 0 Indicative a-t-m Vol 39.78 Underlying Price 3300.000 Time to expiry: 199 Days Mar 11 999.500 0.87 48.15 0 0 0| 0 7 0 0 2400 839.500 0.82 46.07 0 0 0| 0 52 0 0 2600 691.000 0.75 44.12 0 0 0| 0 22 0 0 2800 554.000 0.68 42.07 0 0 0| 0 12 0 0 3000 434.500 0.60 40.39 0 0 0| 0 69 0 0 3200 334.000 0.52 39.16 0 0 0| 0 700 0 0 3400 251.000 0.43 38.11 0 0 0| 0 255 0 0 3600 151.000 183.500 0.35 37.10 151.000 151.000 0 0 1| 0 34 0 0 3800 131.500 0.28 36.31 0 0 0| 0 19 0 0 4000 65.000 0.16 35.26 0 0 0| 0 6 0 0 4400 30.500 0.09 34.50 0 0 0| 0 14 0 0 4800 Total 0 0 1| 0 1,190 0 0 Indicative a-t-m Vol 39.42 Underlying Price 3300.000 Time to expiry: 290 Days Jun 11 1730.000 0.97 55.02 0 0 0| 0 0 0 0 1600 1546.500 0.94 52.75 0 0 0| 0 0 0 0 1800 1369.500 0.92 50.50 0 0 0| 0 5 0 0 2000 1039.000 0.84 46.62 0 0 0| 0 5 0 0 2400 887.000 0.79 44.81 0 0 0| 0 50 0 0 2600 743.000 0.74 42.78 0 0 0| 0 15 0 0 2800 619.500 0.67 41.56 0 0 0| 0 433 0 0 3000 504.500 0.60 40.00 0 0 0| 0 175 0 0 3200 406.000 0.53 38.84 0 0 0| 0 0 0 0 3400 322.500 0.46 37.90 0 0 0| 0 5 0 0 3600 196.000 0.33 36.50 0 0 0| 0 5 0 0 4000 114.000 0.22 35.30 0 0 0| 0 3 0 0 4400 Equity Options 22:04 Business Day Tue 31 Aug 2010 Previous Business Day Mon 30 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 | 63.000 0.14 34.32 0 0 0| 0 0 0 0 4800 36.500 0.09 34.20 0 0 0| 0 0 0 0 5200 Total 0 0 0| 0 696 0 0 Indicative a-t-m Vol 44.23 Underlying Price 3300.000 Time to expiry: 472 Days Dec 11 1782.000 0.93 59.61 0 0 0| 0 0 0 0 1600 1616.500 0.90 57.10 0 0 0| 0 0 0 0 1800 1448.500 0.88 53.80 0 0 0| 0 0 0 0 2000 1196.500 0.83 48.93 0 0 0| 0 0 0 0 2313 1134.500 0.81 48.03 0 0 0| 0 0 0 0 2400 900.500 0.72 47.23 0 0 0| 0 5 0 0 2800 683.000 0.62 44.86 0 0 0| 0 400 0 0 3200 498.500 0.52 42.35 0 0 0| 0 1,000 0 0 3600 361.000 0.42 40.76 0 0 0| 0 100 0 0 4000 248.000 0.33 38.88 0 0 0| 0 1,000 0 0 4400 171.000 0.25 37.78 0 0 0| 0 0 0 0 4800 Total 0 0 0| 0 2,505 0 0 Indicative a-t-m Vol 45.04 Underlying Price 3300.000 Time to expiry: 654 Days Jun 12 1251.500 0.79 51.76 0 0 0| 0 0 0 0 2400 1000.000 0.72 48.00 0 0 0| 0 0 0 0 2800 785.500 0.64 45.14 0 0 0| 0 0 0 0 3200 637.000 0.56 44.72 0 0 0| 0 0 0 0 3600 491.500 0.47 42.87 0 0 0| 0 0 0 0 4000 391.000 0.40 42.28 0 0 0| 0 0 0 0 4400 Total 0 0 0| 0 0 0 0 Indicative a-t-m Vol 46.18 Underlying Price 3300.000 Time to expiry: 843 Days Dec 12 1321.500 0.79 51.61 0 0 0| 0 0 0 0 2400 1106.000 0.72 49.52 0 0 0| 0 1 0 0 2800 896.000 0.65 46.48 0 0 0| 0 0 0 0 3200 739.500 0.58 45.26 0 0 0| 0 505 0 0 3600 599.000 0.51 43.64 0 0 0| 0 0 0 0 4000 406.500 0.39 42.42 0 0 0| 0 0 0 0 4800 Total 0 0 0| 0 506 0 0 Total Calls 0 0 251| 0 31,440 -5 0 | Equity Options 22:04 Business Day Tue 31 Aug 2010 Previous Business Day Mon 30 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 38.38 Underlying Price 3300.000 Time to expiry: 17 Days Sep 10 CAB 0.00 45.74 0 0 0| 0 153 0 0 2000 0.500 0.00 54.99 0 0 0| 0 395 0 0 2400 3.000 -0.02 53.53 0 0 0| 0 324 0 0 2600 9.000 -0.06 48.47 0 0 0| 0 948 0 0 2800 13.500 -0.09 44.54 0 0 0| 0 306 0 0 2900 49.500 24.500 -0.14 42.73 49.500 33.000 0 0 8| 0 2,247 0 0 3000 80.500 42.500 -0.23 41.07 80.500 72.500 0 0 17| 0 130 0 0 3100 105.000 70.000 -0.34 39.37 105.000 105.000 0 0 155| 0 987 0 0 3200 113.000 111.500 -0.48 38.38 113.000 113.000 0 0 1| 0 491 0 0 3300 166.000 -0.63 36.88 0 0 0| 0 311 0 0 3400 237.500 -0.75 36.75 0 0 0| 0 48 0 0 3500 320.000 -0.85 36.80 0 0 0| 0 88 0 0 3600 409.500 -0.91 36.97 0 0 0| 0 21 0 0 3700 504.000 -0.96 36.60 0 0 0| 0 438 0 0 3800 601.500 -0.98 36.70 0 0 0| 0 0 0 0 3900 701.500 -0.98 41.23 0 0 0| 0 20 0 0 4000 900.500 -0.99 46.28 0 0 0| 0 0 0 0 4200 1100.500 -0.99 53.98 0 0 0| 0 2 0 0 4400 1500.500 -0.99 68.06 0 0 0| 0 5 0 0 4800 Total 0 0 181| 0 6,914 0 0 Indicative a-t-m Vol 38.81 Underlying Price 3300.000 Time to expiry: 45 Days Oct 10 20.500 -0.07 49.49 0 0 0| 0 27 0 0 2600 39.000 -0.13 45.49 0 0 0| 0 18 0 0 2800 53.500 -0.18 43.62 0 0 0| 0 1 0 0 2900 73.500 -0.24 42.11 0 0 0| 0 390 0 0 3000 101.000 -0.30 40.90 0 0 0| 0 30 0 0 3100 135.500 -0.38 39.69 0 0 0| 0 764 0 0 3200 179.500 -0.47 38.81 0 0 0| 0 274 0 0 3300 231.000 -0.56 37.68 0 0 0| 0 250 0 0 3400 295.500 -0.64 37.43 0 0 0| 0 0 0 0 3500 366.500 -0.72 36.87 0 0 0| 0 6 0 0 3600 528.000 -0.85 35.87 0 0 0| 0 15 0 0 3800 709.000 -0.94 34.66 0 0 0| 0 0 0 0 4000 Total 0 0 0| 0 1,775 0 0 Indicative a-t-m Vol 39.18 Underlying Price 3300.000 Time to expiry: 80 Days Nov 10 48.000 -0.12 47.64 0 0 0| 0 1 0 0 2600 79.500 -0.19 45.05 0 0 0| 0 0 0 0 2800 127.500 -0.28 42.46 0 0 0| 0 7 0 0 3000 158.000 -0.33 41.12 0 0 0| 0 0 0 0 3100 227.000 194.500 -0.40 39.94 227.000 227.000 0 0 2| 0 0 0 0 3200 239.500 -0.46 39.18 0 0 0| 0 0 0 0 3300 290.000 -0.53 38.12 0 0 0| 0 1 0 0 3400 416.500 -0.66 37.16 0 0 0| 0 0 0 0 3600 564.500 -0.77 36.10 0 0 0| 0 0 0 0 3800 Equity Options 22:04 Business Day Tue 31 Aug 2010 Previous Business Day Mon 30 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 9 0 0 Indicative a-t-m Vol 39.19 Underlying Price 3300.000 Time to expiry: 108 Days Dec 10 4.500 4.000 -0.01 67.17 4.500 S 4.500 S 0 0 6| 0 955 0 0 1487 6.000 -0.01 62.99 0 0 0| 0 20 0 0 1652 20.500 14.500 -0.03 55.67 20.500 S 20.500 S 0 0 6| 0 280 0 0 1983 35.500 -0.08 50.73 0 0 0| 0 861 0 0 2313 77.000 -0.16 46.29 0 0 0| 0 1,219 0 0 2644 135.000 108.000 -0.21 44.42 135.000 135.000 0 0 1| 0 2,334 0 0 2800 165.000 162.000 -0.30 42.41 165.000 165.000 0 0 5| 0 2,558 0 0 3000 233.500 -0.40 40.06 0 0 0| 0 1,782 0 0 3200 329.000 -0.51 38.33 0 0 0| 0 676 0 0 3400 449.500 -0.63 37.18 0 0 0| 0 1,781 0 0 3600 592.500 -0.73 36.16 0 0 0| 0 1,511 0 0 3800 758.500 -0.81 36.42 0 0 0| 0 16 0 0 4000 926.000 -0.89 33.94 0 0 0| 0 0 0 0 4200 1116.000 -0.92 35.11 0 0 0| 0 2 0 0 4400 1504.500 -0.97 36.56 0 0 0| 0 5 0 0 4800 Total 0 0 18| 0 14,000 0 0 Indicative a-t-m Vol 39.69 Underlying Price 3300.000 Time to expiry: 199 Days Mar 11 102.000 -0.14 47.87 0 0 0| 0 21 0 0 2400 144.000 -0.20 45.82 0 0 0| 0 45 0 0 2600 194.500 -0.26 43.53 0 0 0| 0 290 0 0 2800 261.500 -0.33 41.83 0 0 0| 0 769 0 0 3000 344.500 -0.41 40.29 0 0 0| 0 682 0 0 3200 446.000 -0.49 39.09 0 0 0| 0 606 0 0 3400 564.000 -0.57 38.04 0 0 0| 0 6 0 0 3600 694.500 -0.66 36.75 0 0 0| 0 6 0 0 3800 844.000 -0.73 36.02 0 0 0| 0 10 0 0 4000 1175.000 -0.85 34.49 0 0 0| 0 5 0 0 4400 1541.500 -0.92 33.80 0 0 0| 0 2 0 0 4800 Total 0 0 0| 0 2,442 0 0 Indicative a-t-m Vol 39.33 Underlying Price 3300.000 Time to expiry: 290 Days Jun 11 24.500 -0.03 50.92 0 0 0| 0 0 0 0 1600 44.500 -0.06 50.33 0 0 0| 0 2 0 0 1800 71.000 -0.09 49.13 0 0 0| 0 36 0 0 2000 146.500 -0.17 46.22 0 0 0| 0 34 0 0 2400 192.000 -0.21 44.09 0 0 0| 0 10 0 0 2600 254.500 -0.27 42.77 0 0 0| 0 328 0 0 2800 360.500 329.500 -0.33 41.40 360.500 359.000 0 0 30| 0 975 0 0 3000 416.000 -0.40 39.96 0 0 0| 0 202 0 0 3200 516.000 -0.47 38.70 0 0 0| 0 0 0 0 3400 633.000 -0.54 37.82 0 0 0| 0 2 0 0 3600 907.000 -0.67 36.54 0 0 0| 0 0 0 0 4000 1220.500 -0.79 34.91 0 0 0| 0 0 0 0 4400 1568.500 -0.87 33.71 0 0 0| 0 0 0 0 4800 1947.000 -0.91 34.56 0 0 0| 0 0 0 0 5200 Equity Options 22:04 Business Day Tue 31 Aug 2010 Previous Business Day Mon 30 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 30| 0 1,589 0 0 Indicative a-t-m Vol 42.47 Underlying Price 3300.000 Time to expiry: 472 Days Dec 11 78.000 -0.07 53.34 0 0 0| 0 0 0 0 1600 114.000 -0.10 52.21 0 0 0| 0 0 0 0 1800 157.000 -0.13 50.85 0 0 0| 0 0 0 0 2000 241.500 -0.18 49.07 0 0 0| 0 20 0 0 2313 267.500 -0.20 48.24 0 0 0| 0 0 0 0 2400 402.500 -0.29 44.98 0 0 0| 0 10 0 0 2800 580.500 -0.39 42.71 0 0 0| 0 700 0 0 3200 815.000 -0.49 41.75 0 0 0| 0 0 0 0 3600 1073.500 -0.59 40.08 0 0 0| 0 100 0 0 4000 1364.500 -0.68 38.64 0 0 0| 0 0 0 0 4400 1678.500 -0.76 37.00 0 0 0| 0 0 0 0 4800 Total 0 0 0| 0 830 0 0 Indicative a-t-m Vol 44.96 Underlying Price 3300.000 Time to expiry: 654 Days Jun 12 394.000 -0.21 51.31 0 0 0| 0 0 0 0 2400 539.500 -0.29 47.70 0 0 0| 0 0 0 0 2800 723.000 -0.37 45.09 0 0 0| 0 0 0 0 3200 968.000 -0.45 44.59 0 0 0| 0 0 0 0 3600 1214.000 -0.53 42.59 0 0 0| 0 0 0 0 4000 1510.500 -0.60 42.19 0 0 0| 0 0 0 0 4400 Total 0 0 0| 0 0 0 0 Indicative a-t-m Vol 46.06 Underlying Price 3300.000 Time to expiry: 843 Days Dec 12 489.000 -0.22 51.95 0 0 0| 0 0 0 0 2400 661.000 -0.28 49.52 0 0 0| 0 50 0 0 2800 840.500 -0.35 46.38 0 0 0| 0 0 0 0 3200 1073.000 -0.42 45.08 0 0 0| 0 505 0 0 3600 1327.500 -0.49 43.70 0 0 0| 0 0 0 0 4000 1910.500 -0.62 42.13 0 0 0| 0 0 0 0 4800 Total 0 0 0| 0 555 0 0 Total Puts 0 0 231| 0 28,114 0 0 Grand Total 0 235,870 236,352| 0 295,424 -5 0 Equity Options 22:04 Business Day Tue 31 Aug 2010 Previous Business Day Mon 30 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 25.51 Underlying Price 554.000 Time to expiry: 17 Days Sep 10 114.750 0.98 54.31 0 0 0| 0 0 0 0 440 95.000 0.97 46.81 0 0 0| 0 0 0 0 460 67.500 75.500 0.94 42.54 67.500 S 67.500 S 0 0 12| 0 33 0 0 480 37.750 0.83 31.10 0 0 0| 0 295 0 0 520 15.750 21.250 0.68 26.66 15.750 S 15.750 S 0 0 12| 0 10 0 0 540 6.500 9.750 0.44 25.01 6.500 6.250 0 0 14| 0 81 0 0 560 3.500 0.21 24.80 0 0 0| 0 265 0 0 580 1.000 0.08 24.76 0 0 0| 0 491 0 0 600 0.250 0.02 24.65 0 0 0| 0 16 0 0 620 CAB 0.01 25.26 0 0 0| 0 182 0 0 640 CAB 0.00 29.85 0 0 0| 0 49 0 0 680 CAB 0.00 29.99 0 0 0| 0 7 0 0 720 Total 0 0 38| 0 1,429 0 0 Indicative a-t-m Vol 25.79 Underlying Price 554.000 Time to expiry: 108 Days Dec 10 82.250 0.84 31.55 0 0 0| 0 21 0 0 480 50.500 0.69 28.17 0 0 0| 0 1 0 0 520 26.000 0.48 25.38 0 0 0| 0 165 0 0 560 9.750 11.250 0.27 23.84 9.750 9.750 0 0 20| 0 126 0 0 600 4.250 0.13 23.38 0 0 0| 0 34 0 0 640 1.500 0.05 23.39 0 0 0| 0 69 0 0 680 0.750 0.03 24.74 0 0 0| 0 16 0 0 720 Total 0 0 20| 0 432 0 0 Indicative a-t-m Vol 26.32 Underlying Price 554.000 Time to expiry: 199 Days Mar 11 89.250 0.77 30.27 0 0 0| 0 0 0 0 480 61.000 0.65 28.07 0 0 0| 0 0 0 0 520 38.000 0.50 26.01 0 0 0| 0 13 0 0 560 21.750 0.35 24.77 0 0 0| 0 7 0 0 600 11.750 0.23 24.12 0 0 0| 0 10 0 0 640 4.750 0.10 26.50 0 0 0| 0 1 0 0 720 Total 0 0 0| 0 31 0 0 Total Calls 0 0 58| 0 1,892 0 0 | Equity Options 22:04 Business Day Tue 31 Aug 2010 Previous Business Day Mon 30 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 25.35 Underlying Price 554.000 Time to expiry: 17 Days Sep 10 0.250 -0.01 45.61 0 0 0| 0 359 0 0 440 0.500 -0.02 43.46 0 0 0| 0 250 0 0 460 1.500 -0.06 43.17 0 0 0| 0 203 0 0 480 3.500 -0.17 30.92 0 0 0| 0 103 0 0 520 7.250 -0.32 27.08 0 0 0| 0 5 0 0 540 15.250 -0.57 24.61 0 0 0| 0 129 0 0 560 29.250 -0.80 24.21 0 0 0| 0 250 0 0 580 46.750 -0.93 24.52 0 0 0| 0 97 0 0 600 66.250 -0.97 27.64 0 0 0| 0 0 0 0 620 86.250 -0.97 33.30 0 0 0| 0 0 0 0 640 126.250 -0.98 43.89 0 0 0| 0 0 0 0 680 166.000 -0.99 50.59 0 0 0| 0 0 0 0 720 Total 0 0 0| 0 1,396 0 0 Indicative a-t-m Vol 26.14 Underlying Price 554.000 Time to expiry: 108 Days Dec 10 11.000 -0.19 31.69 0 0 0| 0 84 0 0 480 20.500 -0.33 28.41 0 0 0| 0 35 0 0 520 36.750 -0.53 25.74 0 0 0| 0 52 0 0 560 63.500 62.250 -0.73 24.42 63.500 63.500 0 0 5| 0 66 0 0 600 95.500 -0.86 24.31 0 0 0| 0 15 0 0 640 133.750 -0.92 26.91 0 0 0| 0 0 0 0 680 173.250 -0.94 31.39 0 0 0| 0 0 0 0 720 Total 0 0 5| 0 252 0 0 Indicative a-t-m Vol 26.64 Underlying Price 554.000 Time to expiry: 199 Days Mar 11 19.250 -0.24 30.64 0 0 0| 0 33 0 0 480 31.000 -0.35 28.33 0 0 0| 0 60 0 0 520 48.000 -0.50 26.34 0 0 0| 0 53 0 0 560 72.000 -0.65 25.14 0 0 0| 0 11 0 0 600 102.000 -0.78 24.53 0 0 0| 0 0 0 0 640 174.250 -0.91 25.80 0 0 0| 0 0 0 0 720 Total 0 0 0| 0 157 0 0 Total Puts 0 0 5| 0 1,805 0 0 Grand Total 0 57,250 57,313| 0 60,947 0 0 Equity Options 22:04 Business Day Tue 31 Aug 2010 Previous Business Day Mon 30 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 42.12 Underlying Price 44.580 Time to expiry: 17 Days Sep 10 28.500 1.00 85.53 0 0 0| 0 0 0 0 16 20.500 1.00 88.27 0 0 0| 0 0 0 0 24 16.500 0.99 85.48 0 0 0| 0 0 0 0 28 12.750 0.98 79.22 0 0 0| 0 25 0 0 32 8.750 0.93 68.99 0 0 0| 0 160 0 0 36 7.000 0.89 63.66 0 0 0| 0 0 0 0 38 5.250 0.82 56.88 0 0 0| 0 269 0 0 40 3.250 0.75 42.43 0 0 0| 0 82 0 0 42 2.000 2.000 0.58 41.82 2.000 2.000 0 0 2| 0 317 0 0 44 1.000 0.39 42.43 0 0 0| 0 40 0 0 46 0.500 0.22 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 2| 0 49,838 0 0 Indicative a-t-m Vol 40.79 Underlying Price 44.580 Time to expiry: 45 Days Oct 10 12.750 0.96 57.72 0 0 0| 0 0 0 0 32 9.000 0.89 53.42 0 0 0| 0 0 0 0 36 4.750 5.750 0.77 46.61 4.750 4.750 0 0 100| 0 0 0 0 40 4.250 0.68 44.21 0 0 0| 0 0 0 0 42 2.500 3.000 0.57 41.68 2.500 2.500 0 0 10| 0 0 0 0 44 1.500 2.000 0.44 39.89 1.500 1.500 0 0 50| 0 15 0 0 46 1.250 0.32 39.06 0 0 0| 0 1,163 0 0 48 0.500 0.17 41.73 0 0 0| 0 0 0 0 52 0.250 0.06 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 0 160| 0 1,178 0 0 Indicative a-t-m Vol 47.02 Underlying Price 44.580 Time to expiry: 80 Days Nov 10 13.500 0.89 65.41 0 0 0| 0 0 0 0 32 10.000 0.83 57.15 0 0 0| 0 0 0 0 36 6.750 0.72 50.84 0 0 0| 0 0 0 0 40 5.500 0.65 49.73 0 0 0| 0 0 0 0 42 4.250 0.57 48.23 0 0 0| 0 0 0 0 44 3.250 0.49 45.82 0 0 0| 0 0 0 0 46 2.750 0.42 48.53 0 0 0| 0 22 0 0 48 0.750 0.16 43.03 0 0 0| 0 0 0 0 56 0.250 0.04 41.77 0 0 0| 0 0 0 0 64 Total 0 0 0| 0 22 0 0 Indicative a-t-m Vol 47.14 Underlying Price 44.580 Time to expiry: 108 Days Dec 10 Equity Options 22:04 Business Day Tue 31 Aug 2010 Previous Business Day Mon 30 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 | 36.500 1.00 79.47 0 0 0| 0 0 0 0 8 28.750 1.00 78.00 0 0 0| 0 100 0 0 16 21.000 0.96 76.20 0 0 0| 0 240 0 0 24 17.250 0.93 66.61 0 0 0| 0 0 0 0 28 13.750 0.88 60.57 0 0 0| 0 430 0 0 32 10.500 0.80 58.36 0 0 0| 0 60 0 0 36 7.500 0.70 51.53 0 0 0| 0 1,794 0 0 40 5.000 0.58 48.12 0 0 0| 0 9,130 0 0 44 3.000 0.43 44.22 0 0 0| 0 11,642 0 0 48 0.750 0.18 40.27 0 0 0| 0 4,616 0 0 56 0.500 0.500 0.11 40.42 0.500 0.500 0 0 10| 0 3,309 0 0 60 0.250 0.06 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 10| 0 42,116 0 0 Indicative a-t-m Vol 47.48 Underlying Price 44.580 Time to expiry: 199 Days Mar 11 14.750 0.84 58.07 0 0 0| 0 10 0 0 32 11.750 0.77 55.15 0 0 0| 0 0 0 0 36 9.000 0.69 51.60 0 0 0| 0 250 0 0 40 6.750 0.59 48.26 0 0 0| 0 0 0 0 44 4.750 0.48 45.16 0 0 0| 0 1,049 0 0 48 2.000 0.27 39.93 0 0 0| 0 75 0 0 56 1.250 0.19 38.46 0 0 0| 0 2,107 0 0 60 0.750 0.12 36.74 0 0 0| 0 31 0 0 64 CAB 0.03 38.07 0 0 0| 0 0 0 0 80 Total 0 0 0| 0 3,522 0 0 Indicative a-t-m Vol 45.87 Underlying Price 44.580 Time to expiry: 290 Days Jun 11 22.000 0.92 62.96 0 0 0| 0 0 0 0 24 15.250 0.83 54.33 0 0 0| 0 5,250 0 0 32 12.500 0.76 51.27 0 0 0| 0 0 0 0 36 10.000 0.69 48.92 0 0 0| 0 0 0 0 40 7.750 0.60 46.37 0 0 0| 0 50 0 0 44 Equity Options 22:04 Business Day Tue 31 Aug 2010 Previous Business Day Mon 30 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 | 5.750 0.51 44.38 0 0 0| 0 1,180 0 0 48 3.000 0.34 41.47 0 0 0| 0 34 0 0 56 2.250 0.27 40.41 0 0 0| 0 1,150 0 0 60 1.500 0.20 39.00 0 0 0| 0 0 0 0 64 0.250 0.05 35.09 0 0 0| 0 125 0 0 80 Total 0 0 0| 0 7,789 0 0 Indicative a-t-m Vol 45.74 Underlying Price 44.580 Time to expiry: 472 Days Dec 11 36.750 1.00 67.11 0 0 0| 0 0 0 0 8 29.750 0.96 68.85 0 0 0| 0 100 0 0 16 22.750 0.90 58.79 0 0 0| 0 0 0 0 24 17.000 0.81 53.92 0 0 0| 0 2,010 0 0 32 12.000 0.69 48.70 0 0 0| 0 664 0 0 40 7.750 0.55 43.96 0 0 0| 0 5,111 0 0 48 3.750 0.35 40.29 0 0 0| 0 620 0 0 60 1.000 0.12 36.59 0 0 0| 0 2,155 0 0 80 Total 0 0 0| 0 10,660 0 0 Indicative a-t-m Vol 51.65 Underlying Price 44.580 Time to expiry: 654 Days Jun 12 18.500 0.80 53.60 0 0 0| 0 0 0 0 32 14.000 0.70 50.43 0 0 0| 0 0 0 0 40 11.500 0.61 52.38 0 0 0| 0 0 0 0 48 6.750 0.45 46.51 0 0 0| 0 0 0 0 60 Total 0 0 0| 0 0 0 0 Indicative a-t-m Vol 49.74 Underlying Price 44.580 Time to expiry: 843 Days Dec 12 25.000 0.88 58.41 0 0 0| 0 0 0 0 24 19.750 0.80 53.42 0 0 0| 0 0 0 0 32 15.750 0.72 51.16 0 0 0| 0 0 0 0 40 12.250 0.62 48.89 0 0 0| 0 0 0 0 48 8.500 0.49 46.87 0 0 0| 0 0 0 0 60 6.000 0.37 50.81 0 0 0| 0 0 0 0 80 Total 0 0 0| 0 0 0 0 Total Calls 0 0 172| 0 115,125 0 0 | Equity Options 22:04 Business Day Tue 31 Aug 2010 Previous Business Day Mon 30 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 42.12 Underlying Price 44.580 Time to expiry: 17 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 CAB -0.02 79.22 0 0 0| 0 1,111 0 0 32 0.250 -0.07 68.99 0 0 0| 0 158 0 0 36 0.500 -0.11 63.66 0 0 0| 0 100 0 0 38 0.500 -0.18 56.88 0 0 0| 0 860 0 0 40 0.750 -0.25 42.43 0 0 0| 0 652 0 0 42 1.250 -0.42 41.82 0 0 0| 0 867 0 0 44 2.500 -0.61 42.43 0 0 0| 0 76 0 0 46 3.750 -0.78 40.02 0 0 0| 0 290 0 0 48 7.500 -0.96 39.42 0 0 0| 0 17 0 0 52 11.500 -0.99 41.60 0 0 0| 0 966 0 0 56 15.500 -1.00 45.73 0 0 0| 0 56 0 0 60 19.500 -1.00 48.92 0 0 0| 0 0 0 0 64 27.500 -1.00 54.89 0 0 0| 0 0 0 0 72 35.500 -1.00 60.60 0 0 0| 0 0 0 0 80 Total 0 0 0| 0 5,704 0 0 Indicative a-t-m Vol 42.38 Underlying Price 44.580 Time to expiry: 45 Days Oct 10 0.250 -0.04 57.72 0 0 0| 0 0 0 0 32 0.500 -0.11 53.42 0 0 0| 0 0 0 0 36 1.000 -0.23 46.61 0 0 0| 0 100 0 0 40 1.500 -0.32 44.21 0 0 0| 0 0 0 0 42 2.250 -0.43 41.68 0 0 0| 0 306 0 0 44 3.500 -0.55 43.09 0 0 0| 0 231 0 0 46 4.750 -0.66 41.67 0 0 0| 0 146 0 0 48 8.000 -0.83 41.73 0 0 0| 0 0 0 0 52 11.500 -0.94 39.31 0 0 0| 0 40 0 0 56 19.500 -1.00 33.61 0 0 0| 0 0 0 0 64 27.500 -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 47.52 Underlying Price 44.580 Time to expiry: 80 Days Nov 10 0.750 -0.11 65.84 0 0 0| 0 0 0 0 32 1.250 -0.17 57.41 0 0 0| 0 0 0 0 36 2.250 -0.28 50.84 0 0 0| 0 0 0 0 40 2.750 -0.35 49.86 0 0 0| 0 0 0 0 42 3.750 -0.43 48.23 0 0 0| 0 0 0 0 44 4.750 -0.51 46.80 0 0 0| 0 0 0 0 46 6.000 -0.59 46.09 0 0 0| 0 0 0 0 48 12.000 -0.84 43.53 0 0 0| 0 0 0 0 56 19.500 -0.96 41.77 0 0 0| 0 0 0 0 64 Total 0 0 0| 0 0 0 0 Indicative a-t-m Vol 47.14 Underlying Price 44.580 Time to expiry: 108 Days Dec 10 Equity Options 22:04 Business Day Tue 31 Aug 2010 Previous Business Day Mon 30 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 0.00 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 -0.07 67.56 0 0 0| 0 350 0 0 28 1.000 -0.12 60.57 0 0 0| 0 12,050 0 0 32 2.000 -0.20 58.36 0 0 0| 0 10,241 0 0 36 2.750 -0.30 51.53 0 0 0| 0 7,547 0 0 40 4.250 -0.42 48.12 0 0 0| 0 9,221 0 0 44 6.250 -0.57 44.22 0 0 0| 0 12,145 0 0 48 12.250 -0.82 40.27 0 0 0| 0 3,821 0 0 56 15.750 -0.89 40.42 0 0 0| 0 207 0 0 60 19.750 -0.91 45.03 0 0 0| 0 170 0 0 64 27.500 -0.99 39.82 0 0 0| 0 50 0 0 72 35.500 -1.00 41.35 0 0 0| 0 0 0 0 80 43.500 -1.00 41.59 0 0 0| 0 0 0 0 88 51.500 -1.00 39.61 0 0 0| 0 30 0 0 96 55.500 -1.00 39.11 0 0 0| 0 1 0 0 100 75.500 -1.00 38.12 0 0 0| 0 0 0 0 120 95.500 -1.00 39.15 0 0 0| 0 0 0 0 140 115.500 -1.00 41.06 0 0 0| 0 0 0 0 160 135.500 -1.00 41.06 0 0 0| 0 0 0 0 180 155.500 -1.00 41.06 0 0 0| 0 0 0 0 200 175.500 -1.00 41.06 0 0 0| 0 0 0 0 220 195.500 -1.00 41.06 0 0 0| 0 100 0 0 240 230.500 -1.00 41.06 0 0 0| 0 0 0 0 275 264.500 -1.00 41.06 0 0 0| 0 0 0 0 309 298.500 -1.00 41.06 0 0 0| 0 0 0 0 343 405.500 -1.00 41.06 0 0 0| 0 0 0 0 450 Total 0 0 0| 0 61,925 0 0 Indicative a-t-m Vol 47.48 Underlying Price 44.580 Time to expiry: 199 Days Mar 11 2.000 -0.16 58.07 0 0 0| 0 55 0 0 32 3.000 -0.23 55.15 0 0 0| 0 52 0 0 36 4.250 -0.31 51.60 0 0 0| 0 5 0 0 40 6.000 -0.41 48.26 0 0 0| 0 50 0 0 44 8.000 -0.52 45.16 0 0 0| 0 532 0 0 48 13.000 -0.73 39.93 0 0 0| 0 94 0 0 56 16.500 -0.82 38.46 0 0 0| 0 20 0 0 60 20.000 -0.89 36.74 0 0 0| 0 20 0 0 64 35.500 -0.99 38.07 0 0 0| 0 0 0 0 80 Total 0 0 0| 0 828 0 0 Indicative a-t-m Vol 45.87 Underlying Price 44.580 Time to expiry: 290 Days Jun 11 1.250 -0.08 62.96 0 0 0| 0 0 0 0 24 2.500 -0.17 54.33 0 0 0| 0 35 0 0 32 3.750 -0.24 51.27 0 0 0| 0 1 0 0 36 5.250 -0.32 48.92 0 0 0| 0 50 0 0 40 6.750 -0.40 46.37 0 0 0| 0 50 0 0 44 9.000 -0.49 44.38 0 0 0| 0 10 0 0 48 Equity Options 22:04 Business Day Tue 31 Aug 2010 Previous Business Day Mon 30 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 | 14.250 -0.67 41.47 0 0 0| 0 21 0 0 56 17.250 -0.74 40.41 0 0 0| 0 0 0 0 60 20.500 -0.81 39.00 0 0 0| 0 0 0 0 64 35.500 -0.97 35.09 0 0 0| 0 0 0 0 80 Total 0 0 0| 0 167 0 0 Indicative a-t-m Vol 45.74 Underlying Price 44.580 Time to expiry: 472 Days Dec 11 CAB 0.00 67.11 0 0 0| 0 0 0 0 8 0.500 -0.03 62.83 0 0 0| 0 0 0 0 16 2.000 -0.10 58.79 0 0 0| 0 0 0 0 24 4.000 -0.19 53.92 0 0 0| 0 2,005 0 0 32 7.000 -0.31 48.70 0 0 0| 0 1,620 0 0 40 10.750 -0.45 43.96 0 0 0| 0 6,512 0 0 48 18.750 -0.66 40.29 0 0 0| 0 370 0 0 60 35.750 -0.90 36.59 0 0 0| 0 0 0 0 80 Total 0 0 0| 0 10,507 0 0 Indicative a-t-m Vol 52.22 Underlying Price 44.580 Time to expiry: 654 Days Jun 12 5.250 -0.20 53.60 0 0 0| 0 0 0 0 32 9.000 -0.30 51.69 0 0 0| 0 0 0 0 40 14.000 -0.39 52.53 0 0 0| 0 0 0 0 48 21.000 -0.56 46.33 0 0 0| 0 0 0 0 60 Total 0 0 0| 0 0 0 0 Indicative a-t-m Vol 50.14 Underlying Price 44.580 Time to expiry: 843 Days Dec 12 3.750 -0.12 59.13 0 0 0| 0 0 0 0 24 6.250 -0.20 53.51 0 0 0| 0 0 0 0 32 10.250 -0.29 51.69 0 0 0| 0 0 0 0 40 14.500 -0.38 49.21 0 0 0| 0 0 0 0 48 22.500 -0.52 46.81 0 0 0| 0 0 0 0 60 39.000 -0.68 48.09 0 0 0| 0 0 0 0 80 Total 0 0 0| 0 0 0 0 Total Puts 0 0 0| 0 79,954 0 0 Grand Total 0 233,580 233,752| 0 428,659 0 0 Equity Options 22:04 Business Day Tue 31 Aug 2010 Previous Business Day Mon 30 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 21.73 Underlying Price 1668.500 Time to expiry: 17 Days Sep 10 369.000 1.00 40.50 0 0 0| 0 0 0 0 1300 269.500 0.99 35.07 0 0 0| 0 0 0 0 1400 171.500 0.95 30.32 0 0 0| 0 0 0 0 1500 124.500 0.90 27.36 0 0 0| 0 0 0 0 1550 80.000 0.79 24.41 0 0 0| 0 2 0 0 1600 43.500 0.60 22.40 0 0 0| 0 21 0 0 1650 17.500 0.35 20.64 0 0 0| 0 431 0 0 1700 6.000 0.15 20.24 0 0 0| 0 71 0 0 1750 2.000 0.06 21.08 0 0 0| 0 113 0 0 1800 0.500 0.02 22.74 0 0 0| 0 6 0 0 1850 CAB 0.01 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 0| 0 2,161 0 0 Indicative a-t-m Vol 22.36 Underlying Price 1668.500 Time to expiry: 45 Days Oct 10 273.500 0.95 31.07 0 0 0| 0 0 0 0 1400 181.000 0.87 28.08 0 0 0| 0 0 0 0 1500 98.000 0.71 24.24 0 0 0| 0 0 0 0 1600 64.000 0.58 22.74 0 0 0| 0 0 0 0 1650 38.500 0.42 21.74 0 0 0| 0 29 0 0 1700 21.000 0.28 21.15 0 0 0| 0 22 0 0 1750 10.000 0.16 20.68 0 0 0| 0 20 0 0 1800 2.000 0.04 20.37 0 0 0| 0 0 0 0 1900 0.500 0.01 21.50 0 0 0| 0 0 0 0 2000 Total 0 0 0| 0 71 0 0 Indicative a-t-m Vol 23.17 Underlying Price 1668.500 Time to expiry: 80 Days Nov 10 278.500 0.92 30.63 0 0 0| 0 0 0 0 1400 189.000 0.83 27.48 0 0 0| 0 0 0 0 1500 111.000 0.67 24.87 0 0 0| 0 0 0 0 1600 78.500 0.57 23.55 0 0 0| 0 0 0 0 1650 52.000 0.45 22.55 0 0 0| 0 0 0 0 1700 33.000 0.33 21.96 0 0 0| 0 0 0 0 1750 15.000 20.000 0.23 21.72 15.000 15.000 0 0 1| 0 6 0 0 1800 6.500 0.09 21.34 0 0 0| 0 0 0 0 1900 Total 0 0 1| 0 6 0 0 Indicative a-t-m Vol 23.66 Underlying Price 1668.500 Time to expiry: 108 Days Dec 10 670.500 0.99 46.55 0 0 0| 0 0 0 0 1000 472.500 0.98 37.16 0 0 0| 0 0 0 0 1200 282.000 0.90 30.29 0 0 0| 0 0 0 0 1400 194.500 0.81 27.59 0 0 0| 0 0 0 0 1500 119.000 0.65 25.01 0 0 0| 0 30 0 0 1600 Equity Options 22:04 Business Day Tue 31 Aug 2010 Previous Business Day Mon 30 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 | 62.000 0.45 23.06 0 0 0| 0 168 0 0 1700 27.500 0.26 21.91 0 0 0| 0 378 0 0 1800 11.000 0.12 21.43 0 0 0| 0 98 0 0 1900 4.000 0.05 21.05 0 0 0| 0 332 0 0 2000 0.500 0.01 20.92 0 0 0| 0 10 0 0 2200 CAB 0.00 23.47 0 0 0| 0 10 0 0 2400 CAB 0.00 23.83 0 0 0| 0 0 0 0 2800 Total 0 0 0| 0 1,026 0 0 Indicative a-t-m Vol 24.05 Underlying Price 1668.500 Time to expiry: 199 Days Mar 11 290.500 0.85 29.72 0 0 0| 0 0 0 0 1400 208.000 0.75 27.13 0 0 0| 0 10 0 0 1500 138.500 0.61 25.16 0 0 0| 0 10 0 0 1600 84.500 0.46 23.54 0 0 0| 0 10 0 0 1700 47.500 0.31 22.35 0 0 0| 0 204 0 0 1800 24.500 0.19 21.70 0 0 0| 0 43 0 0 1900 13.000 0.11 21.60 0 0 0| 0 129 0 0 2000 3.500 0.03 21.70 0 0 0| 0 0 0 0 2200 1.500 0.01 23.18 0 0 0| 0 30 0 0 2400 Total 0 0 0| 0 436 0 0 Indicative a-t-m Vol 24.44 Underlying Price 1668.500 Time to expiry: 290 Days Jun 11 478.000 0.94 35.38 0 0 0| 0 0 0 0 1200 298.000 0.82 29.48 0 0 0| 0 55 0 0 1400 220.500 0.72 27.57 0 0 0| 0 90 0 0 1500 153.000 0.60 25.39 0 0 0| 0 40 0 0 1600 101.500 0.46 24.01 0 0 0| 0 10 0 0 1700 64.000 0.34 23.12 0 0 0| 0 19 0 0 1800 39.500 0.24 22.54 0 0 0| 0 3 0 0 1900 21.000 0.15 21.49 0 0 0| 0 205 0 0 2000 3.500 0.03 23.13 0 0 0| 0 0 0 0 2400 Total 0 0 0| 0 422 0 0 Indicative a-t-m Vol 25.60 Underlying Price 1668.500 Time to expiry: 472 Days Dec 11 482.000 0.92 34.80 0 0 0| 0 0 0 0 1200 303.000 0.80 28.12 0 0 0| 0 0 0 0 1400 175.500 0.58 26.04 0 0 0| 0 0 0 0 1600 94.000 0.38 24.76 0 0 0| 0 0 0 0 1800 40.500 0.21 22.72 0 0 0| 0 0 0 0 2000 7.500 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 27.67 Underlying Price 1668.500 Time to expiry: 654 Days Jun 12 318.500 0.76 30.00 0 0 0| 0 0 0 0 1400 204.000 0.57 28.43 0 0 0| 0 0 0 0 1600 118.500 0.40 26.21 0 0 0| 0 0 0 0 1800 62.000 0.26 24.27 0 0 0| 0 0 0 0 2000 Total 0 0 0| 0 0 0 0 Equity Options 22:04 Business Day Tue 31 Aug 2010 Previous Business Day Mon 30 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 27.87 Underlying Price 1668.500 Time to expiry: 843 Days Dec 12 326.000 0.74 30.40 0 0 0| 0 0 0 0 1400 216.000 0.57 28.65 0 0 0| 0 0 0 0 1600 131.000 0.41 26.39 0 0 0| 0 0 0 0 1800 72.500 0.28 24.33 0 0 0| 0 0 0 0 2000 27.500 0.13 23.98 0 0 0| 0 0 0 0 2400 Total 0 0 0| 0 0 0 0 Total Calls 0 0 1| 0 4,122 0 0 | Equity Options 22:04 Business Day Tue 31 Aug 2010 Previous Business Day Mon 30 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 23.04 Underlying Price 1668.500 Time to expiry: 17 Days Sep 10 CAB 0.00 40.44 0 0 0| 0 0 0 0 1300 0.500 -0.01 34.43 0 0 0| 0 1,167 0 0 1400 2.000 -0.05 29.48 0 0 0| 0 325 0 0 1500 5.500 -0.11 28.00 0 0 0| 0 5 0 0 1550 13.000 -0.22 26.00 0 0 0| 0 392 0 0 1600 26.000 -0.40 23.51 0 0 0| 0 67 0 0 1650 58.000 51.000 -0.64 22.27 58.000 58.000 0 0 10| 0 189 0 0 1700 87.500 -0.84 20.92 0 0 0| 0 53 0 0 1750 132.500 -0.96 19.87 0 0 0| 0 95 0 0 1800 181.500 -1.00 19.49 0 0 0| 0 0 0 0 1850 231.500 -1.00 20.38 0 0 0| 0 33 0 0 1900 331.500 -1.00 21.20 0 0 0| 0 20 0 0 2000 531.500 -1.00 26.64 0 0 0| 0 0 0 0 2200 731.500 -1.00 33.02 0 0 0| 0 2 0 0 2400 Total 0 0 10| 0 2,348 0 0 Indicative a-t-m Vol 22.78 Underlying Price 1668.500 Time to expiry: 45 Days Oct 10 5.000 -0.06 32.37 0 0 0| 0 0 0 0 1400 11.000 -0.13 27.98 0 0 0| 0 25 0 0 1500 28.500 -0.30 24.60 0 0 0| 0 29 0 0 1600 45.000 -0.43 23.16 0 0 0| 0 23 0 0 1650 69.000 -0.58 22.15 0 0 0| 0 21 0 0 1700 101.000 -0.72 21.32 0 0 0| 0 5 0 0 1750 141.000 -0.84 21.22 0 0 0| 0 19 0 0 1800 232.500 -0.97 20.25 0 0 0| 0 0 0 0 1900 331.500 -1.00 21.56 0 0 0| 0 0 0 0 2000 Total 0 0 0| 0 122 0 0 Indicative a-t-m Vol 23.03 Underlying Price 1668.500 Time to expiry: 80 Days Nov 10 14.500 -0.12 30.63 0 0 0| 0 1 0 0 1400 28.000 -0.22 27.20 0 0 0| 0 1 0 0 1500 55.000 -0.39 24.59 0 0 0| 0 4 0 0 1600 75.500 -0.49 23.36 0 0 0| 0 0 0 0 1650 102.000 -0.60 22.49 0 0 0| 0 0 0 0 1700 134.500 -0.71 21.68 0 0 0| 0 0 0 0 1750 173.500 -0.80 21.49 0 0 0| 0 0 0 0 1800 260.500 -0.93 19.98 0 0 0| 0 0 0 0 1900 Total 0 0 0| 0 6 0 0 Indicative a-t-m Vol 23.47 Underlying Price 1668.500 Time to expiry: 108 Days Dec 10 3.500 -0.02 47.72 0 0 0| 0 20 0 0 1000 8.500 7.000 -0.05 36.86 8.500 8.500 0 0 1| 0 147 0 0 1200 21.500 -0.14 30.01 0 0 0| 0 1,057 0 0 1400 42.000 38.000 -0.24 27.20 42.000 42.000 0 0 3| 0 22 0 0 1500 78.000 67.000 -0.39 24.82 78.000 78.000 0 0 10| 0 381 0 0 1600 118.000 114.000 -0.58 22.87 118.000 118.000 0 0 10| 0 256 0 0 1700 Equity Options 22:04 Business Day Tue 31 Aug 2010 Previous Business Day Mon 30 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 | 182.000 -0.76 21.85 0 0 0| 0 342 0 0 1800 266.500 -0.88 21.52 0 0 0| 0 55 0 0 1900 358.000 358.000 -0.96 19.75 358.000 358.000 0 0 11| 0 70 0 0 2000 556.000 -0.99 22.26 0 0 0| 0 10 0 0 2200 755.500 -1.00 25.35 0 0 0| 0 0 0 0 2400 1155.000 -1.00 34.94 0 0 0| 0 0 0 0 2800 Total 0 0 35| 0 2,360 0 0 Indicative a-t-m Vol 23.46 Underlying Price 1668.500 Time to expiry: 199 Days Mar 11 46.000 -0.21 28.62 0 0 0| 0 102 0 0 1400 75.000 70.000 -0.31 26.38 75.000 75.000 0 0 1| 0 27 0 0 1500 106.500 -0.44 24.57 0 0 0| 0 264 0 0 1600 156.000 -0.58 22.97 0 0 0| 0 76 0 0 1700 222.500 -0.71 22.00 0 0 0| 0 80 0 0 1800 301.000 -0.83 21.33 0 0 0| 0 43 0 0 1900 388.000 -0.91 20.19 0 0 0| 0 99 0 0 2000 579.500 -0.98 19.29 0 0 0| 0 0 0 0 2200 777.500 -1.00 12.25 0 0 0| 0 85 0 0 2400 Total 0 0 1| 0 776 0 0 Indicative a-t-m Vol 23.33 Underlying Price 1668.500 Time to expiry: 290 Days Jun 11 33.000 -0.13 32.13 0 0 0| 0 507 0 0 1200 69.000 -0.26 27.68 0 0 0| 0 236 0 0 1400 99.000 -0.35 25.93 0 0 0| 0 22 0 0 1500 139.500 -0.46 24.36 0 0 0| 0 89 0 0 1600 191.000 -0.58 22.86 0 0 0| 0 74 0 0 1700 256.000 -0.70 21.71 0 0 0| 0 70 0 0 1800 332.500 -0.80 20.94 0 0 0| 0 0 0 0 1900 420.000 -0.87 20.92 0 0 0| 0 27 0 0 2000 809.000 -0.94 27.35 0 0 0| 0 0 0 0 2400 Total 0 0 0| 0 1,025 0 0 Indicative a-t-m Vol 25.55 Underlying Price 1668.500 Time to expiry: 472 Days Dec 11 74.000 -0.19 33.04 0 0 0| 0 0 0 0 1200 126.000 -0.32 28.97 0 0 0| 0 0 0 0 1400 210.000 -0.48 26.14 0 0 0| 0 0 0 0 1600 332.000 -0.66 24.42 0 0 0| 0 0 0 0 1800 484.500 -0.80 23.05 0 0 0| 0 0 0 0 2000 849.500 -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 27.63 Underlying Price 1668.500 Time to expiry: 654 Days Jun 12 177.000 -0.35 29.77 0 0 0| 0 0 0 0 1400 277.500 -0.49 28.34 0 0 0| 0 0 0 0 1600 398.500 -0.63 26.27 0 0 0| 0 0 0 0 1800 540.500 -0.77 23.95 0 0 0| 0 0 0 0 2000 Total 0 0 0| 0 0 0 0 Indicative a-t-m Vol 27.96 Underlying Price 1668.500 Time to expiry: 843 Days Dec 12 Equity Options 22:04 Business Day Tue 31 Aug 2010 Previous Business Day Mon 30 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 | 231.500 -0.37 31.29 0 0 0| 0 0 0 0 1400 328.000 -0.49 28.61 0 0 0| 0 0 0 0 1600 450.000 -0.62 26.72 0 0 0| 0 0 0 0 1800 590.000 -0.74 24.47 0 0 0| 0 0 0 0 2000 933.000 -0.89 23.26 0 0 0| 0 0 0 0 2400 Total 0 0 0| 0 0 0 0 Total Puts 0 0 46| 0 6,637 0 0 Grand Total 0 174,040 174,087| 0 184,799 0 0 Equity Options 22:04 Business Day Tue 31 Aug 2010 Previous Business Day Mon 30 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 23.08 Underlying Price 1733.000 Time to expiry: 17 Days Sep 10 338.500 0.95 60.96 0 0 0| 0 0 0 0 1400 237.000 0.95 41.55 0 0 0| 0 0 0 0 1500 139.500 0.89 29.90 0 0 0| 0 0 0 0 1600 95.000 0.81 26.86 0 0 0| 0 0 0 0 1650 56.000 0.65 24.27 0 0 0| 0 10 0 0 1700 27.000 0.43 22.46 0 0 0| 0 0 0 0 1750 10.000 0.22 21.17 0 0 0| 0 10 0 0 1800 3.000 0.08 20.82 0 0 0| 0 11 0 0 1850 1.000 0.03 21.38 0 0 0| 0 71 0 0 1900 CAB 0.00 23.13 0 0 0| 0 1,204 0 0 2000 CAB 0.00 24.38 0 0 0| 0 10 0 0 2200 CAB 0.00 25.25 0 0 0| 0 0 0 0 2400 Total 0 0 0| 0 1,316 0 0 Indicative a-t-m Vol 24.02 Underlying Price 1733.000 Time to expiry: 108 Days Dec 10 344.500 0.92 32.74 0 0 0| 0 0 0 0 1400 254.500 0.85 30.11 0 0 0| 0 0 0 0 1500 172.000 0.74 27.40 0 0 0| 0 0 0 0 1600 90.000 102.000 0.58 24.70 90.000 90.000 0 0 8| 0 0 0 0 1700 51.000 0.38 22.63 0 0 0| 0 10 0 0 1800 22.500 0.21 21.60 0 0 0| 0 112 0 0 1900 8.500 0.10 20.88 0 0 0| 0 163 0 0 2000 2.500 0.03 23.39 0 0 0| 0 25 0 0 2200 2.000 0.02 29.68 0 0 0| 0 0 0 0 2400 Total 0 0 8| 0 310 0 0 Indicative a-t-m Vol 24.13 Underlying Price 1733.000 Time to expiry: 199 Days Mar 11 351.000 0.89 30.95 0 0 0| 0 0 0 0 1400 266.000 0.80 28.88 0 0 0| 0 0 0 0 1500 189.500 0.70 26.64 0 0 0| 0 0 0 0 1600 125.000 0.56 24.70 0 0 0| 0 20 0 0 1700 74.500 0.41 22.96 0 0 0| 0 0 0 0 1800 41.000 0.27 21.74 0 0 0| 0 0 0 0 1900 21.500 0.17 21.10 0 0 0| 0 29 0 0 2000 4.000 0.03 24.60 0 0 0| 0 0 0 0 2400 Total 0 0 0| 0 49 0 0 Total Calls 0 0 8| 0 1,675 0 0 | Equity Options 22:04 Business Day Tue 31 Aug 2010 Previous Business Day Mon 30 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 22.92 Underlying Price 1733.000 Time to expiry: 17 Days Sep 10 CAB 0.00 37.22 0 0 0| 0 50 0 0 1400 2.500 -0.04 37.96 0 0 0| 0 30 0 0 1500 5.500 -0.10 28.93 0 0 0| 0 350 0 0 1600 11.000 -0.19 26.22 0 0 0| 0 10 0 0 1650 22.000 -0.35 23.99 0 0 0| 0 20 0 0 1700 43.500 -0.57 22.36 0 0 0| 0 16 0 0 1750 76.000 -0.79 20.79 0 0 0| 0 51 0 0 1800 119.000 -0.93 19.57 0 0 0| 0 0 0 0 1850 167.500 -0.97 21.86 0 0 0| 0 0 0 0 1900 267.000 -1.00 21.89 0 0 0| 0 0 0 0 2000 467.000 -1.00 22.95 0 0 0| 0 0 0 0 2200 667.000 -1.00 21.89 0 0 0| 0 0 0 0 2400 Total 0 0 0| 0 527 0 0 Indicative a-t-m Vol 24.03 Underlying Price 1733.000 Time to expiry: 108 Days Dec 10 19.000 18.500 -0.11 33.02 19.000 19.000 0 0 10| 0 0 0 0 1400 30.000 -0.18 29.56 0 0 0| 0 10 0 0 1500 51.000 -0.30 26.94 0 0 0| 0 10 0 0 1600 85.500 -0.45 24.60 0 0 0| 0 33 0 0 1700 138.000 -0.63 22.88 0 0 0| 0 10 0 0 1800 210.500 -0.79 21.82 0 0 0| 0 10 0 0 1900 297.000 -0.90 21.40 0 0 0| 0 0 0 0 2000 489.500 -0.98 22.17 0 0 0| 0 0 0 0 2200 688.500 -0.99 25.16 0 0 0| 0 0 0 0 2400 Total 0 0 10| 0 73 0 0 Indicative a-t-m Vol 24.07 Underlying Price 1733.000 Time to expiry: 199 Days Mar 11 37.500 -0.17 30.13 0 0 0| 0 0 0 0 1400 58.500 -0.25 28.24 0 0 0| 0 10 0 0 1500 87.000 -0.35 26.25 0 0 0| 0 20 0 0 1600 127.500 -0.48 24.62 0 0 0| 0 10 0 0 1700 180.000 -0.61 22.96 0 0 0| 0 0 0 0 1800 248.500 -0.74 21.92 0 0 0| 0 0 0 0 1900 330.000 -0.84 21.35 0 0 0| 0 0 0 0 2000 711.000 -0.97 24.53 0 0 0| 0 0 0 0 2400 Total 0 0 0| 0 40 0 0 Total Puts 0 0 10| 0 640 0 0 Grand Total 0 66,410 66,428| 0 68,725 0 0 Equity Options 22:04 Business Day Tue 31 Aug 2010 Previous Business Day Mon 30 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 123.100 Time to expiry: 17 Days Sep 10 23.250 0.98 44.80 0 0 0| 0 0 0 0 100 13.250 0.95 31.04 0 0 0| 0 0 0 0 110 8.500 0.89 25.57 0 0 0| 0 0 0 0 115 4.500 0.70 23.88 0 0 0| 0 0 0 0 120 1.500 0.39 22.13 0 0 0| 0 0 0 0 125 0.500 0.14 21.81 0 0 0| 0 35 0 0 130 0.250 0.05 24.45 0 0 0| 0 0 0 0 135 CAB 0.02 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 24.93 Underlying Price 123.100 Time to expiry: 45 Days Oct 10 23.500 0.96 35.81 0 0 0| 0 0 0 0 100 14.000 0.89 27.77 0 0 0| 0 0 0 0 110 9.500 0.79 25.57 0 0 0| 0 0 0 0 115 6.250 0.63 25.53 0 0 0| 0 0 0 0 120 3.500 0.45 24.78 0 0 0| 0 0 0 0 125 1.750 0.29 24.80 0 0 0| 0 87 0 0 130 1.000 0.16 24.83 0 0 0| 0 0 0 0 135 0.500 0.08 24.93 0 0 0| 0 0 0 0 140 CAB 0.01 24.95 0 0 0| 0 0 0 0 150 CAB 0.00 24.41 0 0 0| 0 0 0 0 160 Total 0 0 0| 0 87 0 0 Indicative a-t-m Vol 24.39 Underlying Price 123.100 Time to expiry: 80 Days Nov 10 23.500 0.97 24.92 0 0 0| 0 0 0 0 100 14.750 0.84 26.05 0 0 0| 0 0 0 0 110 11.000 0.73 26.83 0 0 0| 0 0 0 0 115 7.750 0.61 25.68 0 0 0| 0 0 0 0 120 4.750 0.47 24.06 0 0 0| 0 0 0 0 125 2.500 0.32 21.87 0 0 0| 0 0 0 0 130 0.500 0.10 19.95 0 0 0| 0 0 0 0 140 CAB 0.00 2.00 0 0 0| 0 0 0 0 150 Total 0 0 0| 0 0 0 0 Indicative a-t-m Vol 24.38 Underlying Price 123.100 Time to expiry: 108 Days Dec 10 24.000 0.93 28.26 0 0 0| 0 150 0 0 100 15.250 0.82 25.39 0 0 0| 0 0 0 0 110 8.250 0.61 24.71 0 0 0| 0 0 0 0 120 3.750 0.37 23.87 0 0 0| 0 351 0 0 130 1.000 0.14 20.69 0 0 0| 0 250 0 0 140 CAB 0.02 17.04 0 0 0| 0 0 0 0 150 CAB 0.00 16.50 0 0 0| 0 0 0 0 160 Total 0 0 0| 0 751 0 0 Equity Options 22:04 Business Day Tue 31 Aug 2010 Previous Business Day Mon 30 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 22.98 Underlying Price 123.100 Time to expiry: 199 Days Mar 11 24.750 0.90 26.99 0 0 0| 0 50 0 0 100 17.000 0.77 27.32 0 0 0| 0 1 0 0 110 9.500 0.61 23.34 0 0 0| 0 0 0 0 120 4.750 0.40 22.45 0 0 0| 0 75 0 0 130 2.000 0.21 21.24 0 0 0| 0 54 0 0 140 1.000 0.11 21.97 0 0 0| 0 0 0 0 150 0.750 0.08 25.01 0 0 0| 0 0 0 0 160 Total 0 0 0| 0 180 0 0 Total Calls 0 0 0| 0 1,124 0 0 | Equity Options 22:04 Business Day Tue 31 Aug 2010 Previous Business Day Mon 30 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 123.100 Time to expiry: 17 Days Sep 10 0.250 -0.05 59.30 0 0 0| 0 0 0 0 100 0.500 -0.09 39.21 0 0 0| 0 461 0 0 110 0.750 -0.15 30.51 0 0 0| 0 0 0 0 115 2.000 -0.34 30.52 0 0 0| 0 500 0 0 120 4.000 -0.59 26.02 0 0 0| 0 370 0 0 125 7.500 -0.82 25.76 0 0 0| 0 173 0 0 130 12.250 -0.89 32.40 0 0 0| 0 0 0 0 135 17.000 -0.94 36.15 0 0 0| 0 13 0 0 140 27.000 -0.98 43.53 0 0 0| 0 0 0 0 150 37.000 -0.98 54.54 0 0 0| 0 0 0 0 160 Total 0 0 0| 0 1,517 0 0 Indicative a-t-m Vol 24.81 Underlying Price 123.100 Time to expiry: 45 Days Oct 10 0.250 -0.04 34.62 0 0 0| 0 0 0 0 100 0.750 -0.11 27.64 0 0 0| 0 0 0 0 110 1.500 -0.22 26.29 0 0 0| 0 0 0 0 115 3.000 -0.37 25.14 0 0 0| 0 130 0 0 120 5.250 -0.55 24.73 0 0 0| 0 50 0 0 125 8.500 -0.73 23.49 0 0 0| 0 0 0 0 130 12.500 -0.85 24.03 0 0 0| 0 0 0 0 135 17.000 -0.96 21.33 0 0 0| 0 0 0 0 140 27.000 -1.00 22.53 0 0 0| 0 0 0 0 150 37.000 -1.00 25.57 0 0 0| 0 0 0 0 160 Total 0 0 0| 0 180 0 0 Indicative a-t-m Vol 24.44 Underlying Price 123.100 Time to expiry: 80 Days Nov 10 0.750 -0.08 32.83 0 0 0| 0 0 0 0 100 1.500 -0.17 27.83 0 0 0| 0 0 0 0 110 2.750 -0.27 26.63 0 0 0| 0 0 0 0 115 4.250 -0.39 25.74 0 0 0| 0 0 0 0 120 6.500 -0.53 24.12 0 0 0| 0 0 0 0 125 9.750 -0.66 23.75 0 0 0| 0 0 0 0 130 18.000 -0.85 25.33 0 0 0| 0 0 0 0 140 27.000 -0.97 22.71 0 0 0| 0 0 0 0 150 Total 0 0 0| 0 0 0 0 Indicative a-t-m Vol 24.47 Underlying Price 123.100 Time to expiry: 108 Days Dec 10 0.750 -0.08 29.23 0 0 0| 0 210 0 0 100 2.000 -0.19 25.98 0 0 0| 0 698 0 0 110 5.000 -0.39 24.67 0 0 0| 0 843 0 0 120 10.500 -0.63 24.16 0 0 0| 0 613 0 0 130 18.000 -0.83 23.58 0 0 0| 0 18 0 0 140 27.000 -0.96 20.86 0 0 0| 0 0 0 0 150 37.000 -0.97 25.98 0 0 0| 0 0 0 0 160 Total 0 0 0| 0 2,382 0 0 Equity Options 22:04 Business Day Tue 31 Aug 2010 Previous Business Day Mon 30 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 22.51 Underlying Price 123.100 Time to expiry: 199 Days Mar 11 1.500 -0.14 22.28 0 0 0| 0 91 0 0 100 4.500 -0.31 23.42 0 0 0| 0 205 0 0 110 9.000 -0.50 22.69 0 0 0| 0 403 0 0 120 15.250 -0.69 22.25 0 0 0| 0 171 0 0 130 22.750 -0.87 19.08 0 0 0| 0 8 0 0 140 32.500 -0.92 21.84 0 0 0| 0 0 0 0 150 41.750 -0.98 19.05 0 0 0| 0 0 0 0 160 Total 0 0 0| 0 878 0 0 Total Puts 0 0 0| 0 4,957 0 0 Grand Total 0 96,180 96,180| 0 102,261 0 0 Equity Options 22:04 Business Day Tue 31 Aug 2010 Previous Business Day Mon 30 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 27.65 Underlying Price 1857.000 Time to expiry: 17 Days Sep 10 457.500 1.00 48.18 0 0 0| 0 0 0 0 1400 260.000 0.96 39.00 0 0 0| 0 0 0 0 1600 165.000 0.89 33.46 0 0 0| 0 0 0 0 1700 118.500 0.83 28.75 0 0 0| 0 0 0 0 1750 64.500 82.000 0.70 29.45 64.500 64.500 0 0 3| 0 0 0 0 1800 36.000 49.500 0.54 27.85 36.000 36.000 0 0 1| 0 13 0 0 1850 26.000 0.36 26.42 0 0 0| 0 125 0 0 1900 11.000 0.20 24.94 0 0 0| 0 5 0 0 1950 4.000 0.09 24.12 0 0 0| 0 55 0 0 2000 0.500 0.01 24.28 0 0 0| 0 0 0 0 2100 CAB 0.00 27.05 0 0 0| 0 21 0 0 2200 CAB 0.00 27.05 0 0 0| 0 20 0 0 2400 Total 0 0 4| 0 239 0 0 Indicative a-t-m Vol 27.62 Underlying Price 1857.000 Time to expiry: 108 Days Dec 10 289.000 0.84 31.96 0 0 0| 0 0 0 0 1600 211.000 0.74 30.23 0 0 0| 0 0 0 0 1700 142.000 0.61 28.36 0 0 0| 0 20 0 0 1800 88.500 0.47 27.06 0 0 0| 0 17 0 0 1900 41.500 50.000 0.32 25.85 44.500 S 41.500 0 0 33| 0 134 0 0 2000 6.500 12.000 0.11 24.14 9.500 S 6.500 0 0 50| 0 118 0 0 2200 2.000 0.02 23.39 0 0 0| 0 23 0 0 2400 Total 0 0 83| 0 312 0 0 Indicative a-t-m Vol 27.26 Underlying Price 1857.000 Time to expiry: 199 Days Mar 11 314.500 0.78 31.06 0 0 0| 0 0 0 0 1600 242.000 0.70 29.60 0 0 0| 0 0 0 0 1700 177.500 0.60 27.90 0 0 0| 0 1 0 0 1800 125.000 0.49 26.79 0 0 0| 0 12 0 0 1900 74.000 85.500 0.38 26.13 74.500 74.000 0 0 10| 0 5 0 0 2000 30.500 0.19 23.78 0 0 0| 0 0 0 0 2200 11.500 0.08 23.68 0 0 0| 0 5 0 0 2400 Total 0 0 10| 0 23 0 0 Total Calls 0 0 97| 0 574 0 0 | Equity Options 22:04 Business Day Tue 31 Aug 2010 Previous Business Day Mon 30 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 27.91 Underlying Price 1857.000 Time to expiry: 17 Days Sep 10 CAB 0.00 35.25 0 0 0| 0 26 0 0 1400 1.500 -0.03 35.65 0 0 0| 0 211 0 0 1600 8.000 -0.11 33.91 0 0 0| 0 37 0 0 1700 11.500 -0.17 29.33 0 0 0| 0 0 0 0 1750 24.500 -0.30 29.54 0 0 0| 0 44 0 0 1800 42.500 -0.46 28.09 0 0 0| 0 52 0 0 1850 69.000 -0.64 26.86 0 0 0| 0 1,180 0 0 1900 104.000 -0.80 25.51 0 0 0| 0 20 0 0 1950 146.500 -0.91 24.52 0 0 0| 0 25 0 0 2000 243.500 -0.98 27.87 0 0 0| 0 10 0 0 2100 343.500 -0.98 36.22 0 0 0| 0 3 0 0 2200 543.500 -0.99 51.38 0 0 0| 0 0 0 0 2400 Total 0 0 0| 0 1,608 0 0 Indicative a-t-m Vol 27.82 Underlying Price 1857.000 Time to expiry: 108 Days Dec 10 34.500 -0.18 32.09 0 0 0| 0 53 0 0 1600 66.000 57.000 -0.28 30.15 67.000 66.000 0 0 10| 0 303 0 0 1700 91.000 -0.40 28.52 0 0 0| 0 40 0 0 1800 139.000 -0.54 27.30 0 0 0| 0 271 0 0 1900 202.000 -0.69 26.21 0 0 0| 0 73 0 0 2000 365.000 -0.89 25.11 0 0 0| 0 22 0 0 2200 554.500 -0.96 25.73 0 0 0| 0 10 0 0 2400 Total 0 0 10| 0 772 0 0 Indicative a-t-m Vol 27.56 Underlying Price 1857.000 Time to expiry: 199 Days Mar 11 62.500 -0.23 31.09 0 0 0| 0 5 0 0 1600 91.500 -0.31 29.80 0 0 0| 0 52 0 0 1700 127.500 -0.41 28.20 0 0 0| 0 17 0 0 1800 175.000 -0.51 27.08 0 0 0| 0 23 0 0 1900 235.000 -0.62 26.34 0 0 0| 0 10 0 0 2000 383.000 -0.81 24.77 0 0 0| 0 5 0 0 2200 562.000 -0.92 24.54 0 0 0| 0 0 0 0 2400 Total 0 0 0| 0 112 0 0 Total Puts 0 0 10| 0 2,492 0 0 Grand Total 0 59,540 59,647| 0 62,606 0 0 Equity Options 22:04 Business Day Tue 31 Aug 2010 Previous Business Day Mon 30 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 20.59 Underlying Price 244.900 Time to expiry: 17 Days Sep 10 45.000 0.99 42.08 0 0 0| 0 0 0 0 200 35.250 0.97 39.08 0 0 0| 0 0 0 0 210 25.250 0.95 29.33 0 0 0| 0 18 0 0 220 20.500 0.93 27.00 0 0 0| 0 0 0 0 225 15.500 0.90 23.10 0 0 0| 0 9 0 0 230 11.500 0.79 23.82 0 0 0| 0 0 0 0 235 7.750 0.67 22.96 0 0 0| 0 5 0 0 240 4.500 0.51 20.59 0 0 0| 0 0 0 0 245 2.250 0.33 20.08 0 0 0| 0 16 0 0 250 0.500 0.09 19.90 0 0 0| 0 26 0 0 260 CAB 0.00 20.61 0 0 0| 0 0 0 0 280 CAB 0.00 22.04 0 0 0| 0 0 0 0 300 CAB 0.00 22.24 0 0 0| 0 0 0 0 320 Total 0 0 0| 0 74 0 0 Indicative a-t-m Vol 22.81 Underlying Price 244.900 Time to expiry: 108 Days Dec 10 47.750 0.89 32.37 0 0 0| 0 0 0 0 200 38.500 0.86 28.89 0 0 0| 0 0 0 0 210 29.750 0.80 26.33 0 0 0| 0 0 0 0 220 21.500 22.000 0.71 24.68 21.500 21.500 0 0 20| 0 0 0 0 230 15.250 0.60 23.17 0 0 0| 0 0 0 0 240 6.000 0.34 21.73 0 0 0| 0 53 0 0 260 1.750 0.14 20.85 0 0 0| 0 31 0 0 280 CAB 0.01 18.85 0 0 0| 0 0 0 0 320 Total 0 0 20| 0 84 0 0 Indicative a-t-m Vol 24.31 Underlying Price 244.900 Time to expiry: 199 Days Mar 11 49.000 0.87 29.98 0 0 0| 0 0 0 0 200 40.250 0.82 27.83 0 0 0| 0 0 0 0 210 33.000 0.75 27.75 0 0 0| 0 0 0 0 220 25.250 0.68 25.48 0 0 0| 0 0 0 0 230 19.000 0.59 24.71 0 0 0| 0 1 0 0 240 9.750 0.39 23.13 0 0 0| 0 0 0 0 260 4.500 0.22 22.38 0 0 0| 0 0 0 0 280 0.750 0.05 22.43 0 0 0| 0 0 0 0 320 Total 0 0 0| 0 1 0 0 Total Calls 0 0 20| 0 159 0 0 | Equity Options 22:04 Business Day Tue 31 Aug 2010 Previous Business Day Mon 30 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 21.33 Underlying Price 244.900 Time to expiry: 17 Days Sep 10 CAB 0.00 34.37 0 0 0| 0 28 0 0 200 CAB -0.01 31.51 0 0 0| 0 6 0 0 210 0.250 -0.03 26.27 0 0 0| 0 20 0 0 220 0.250 -0.05 24.34 0 0 0| 0 0 0 0 225 0.750 -0.11 23.41 0 0 0| 0 499 0 0 230 1.500 -0.20 22.94 0 0 0| 0 0 0 0 235 3.000 -0.34 23.66 0 0 0| 0 10 0 0 240 4.750 -0.49 21.33 0 0 0| 0 0 0 0 245 7.500 -0.67 20.24 0 0 0| 0 20 0 0 250 15.750 -0.88 22.53 0 0 0| 0 0 0 0 260 35.250 -0.98 29.94 0 0 0| 0 0 0 0 280 55.000 -1.00 21.83 0 0 0| 0 0 0 0 300 75.000 -1.00 22.58 0 0 0| 0 0 0 0 320 Total 0 0 0| 0 583 0 0 Indicative a-t-m Vol 23.09 Underlying Price 244.900 Time to expiry: 108 Days Dec 10 1.500 -0.08 28.68 0 0 0| 0 0 0 0 200 2.750 -0.14 28.11 0 0 0| 0 0 0 0 210 4.250 -0.20 26.46 0 0 0| 0 26 0 0 220 6.750 -0.30 25.32 0 0 0| 0 15 0 0 230 10.000 -0.41 23.55 0 0 0| 0 18 0 0 240 20.750 -0.67 21.68 0 0 0| 0 3 0 0 260 36.500 -0.87 20.92 0 0 0| 0 0 0 0 280 75.250 -0.97 26.71 0 0 0| 0 0 0 0 320 Total 0 0 0| 0 62 0 0 Indicative a-t-m Vol 24.19 Underlying Price 244.900 Time to expiry: 199 Days Mar 11 5.250 -0.17 29.35 0 0 0| 0 0 0 0 200 7.250 -0.23 28.07 0 0 0| 0 0 0 0 210 9.750 -0.29 26.69 0 0 0| 0 5 0 0 220 13.000 -0.37 25.42 0 0 0| 0 0 0 0 230 17.500 -0.46 24.75 0 0 0| 0 0 0 0 240 28.250 -0.65 22.50 0 0 0| 0 0 0 0 260 43.000 -0.83 20.54 0 0 0| 0 0 0 0 280 79.750 -1.00 11.28 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 66,410 66,430| 0 67,219 0 0 Equity Options 22:04 Business Day Tue 31 Aug 2010 Previous Business Day Mon 30 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 30.03 Underlying Price 365.200 Time to expiry: 17 Days Sep 10 85.250 0.99 48.20 0 0 0| 0 0 0 0 280 65.500 0.99 41.41 0 0 0| 0 34 0 0 300 55.250 0.99 30.34 0 0 0| 0 0 0 0 310 45.500 0.98 29.12 0 0 0| 0 160 0 0 320 35.500 0.97 25.74 0 0 0| 0 132 0 0 330 23.000 26.750 0.87 29.00 23.000 23.000 0 0 3| 0 2,163 0 0 340 18.750 0.76 28.49 0 0 0| 0 273 0 0 350 12.500 0.60 29.81 0 0 0| 0 411 0 0 360 7.750 0.44 30.18 0 0 0| 0 0 0 0 370 4.500 5.250 0.31 33.49 4.500 4.500 0 0 100| 0 4,178 0 0 380 2.250 0.15 38.07 0 0 0| 0 1,978 0 0 400 1.500 0.09 45.46 0 0 0| 0 0 0 0 420 Total 0 0 103| 0 9,329 0 0 Indicative a-t-m Vol 29.53 Underlying Price 365.200 Time to expiry: 45 Days Oct 10 66.000 0.97 29.52 0 0 0| 0 0 0 0 300 47.250 0.91 28.99 0 0 0| 0 0 0 0 320 38.500 0.86 28.69 0 0 0| 0 0 0 0 330 30.750 0.77 29.18 0 0 0| 0 20 0 0 340 23.750 0.68 28.93 0 0 0| 0 0 0 0 350 17.750 0.58 28.97 0 0 0| 0 7 0 0 360 13.500 0.48 29.90 0 0 0| 0 0 0 0 370 10.000 0.38 30.63 0 0 0| 0 525 0 0 380 6.000 0.24 33.53 0 0 0| 0 1,109 0 0 400 3.250 3.500 0.16 36.28 3.250 3.250 0 0 20| 0 120 0 0 420 Total 0 0 20| 0 1,781 0 0 Indicative a-t-m Vol 29.61 Underlying Price 365.200 Time to expiry: 80 Days Nov 10 49.250 0.86 28.42 0 0 0| 0 0 0 0 320 34.500 0.73 29.29 0 0 0| 0 0 0 0 340 27.750 0.66 28.85 0 0 0| 0 0 0 0 350 22.250 0.57 28.91 0 0 0| 0 0 0 0 360 18.250 0.49 30.07 0 0 0| 0 0 0 0 370 14.250 0.42 30.23 0 0 0| 0 0 0 0 380 9.500 0.30 32.31 0 0 0| 0 25 0 0 400 6.000 0.21 33.44 0 0 0| 0 73 0 0 420 Total 0 0 0| 0 98 0 0 Indicative a-t-m Vol 28.75 Underlying Price 365.200 Time to expiry: 108 Days Dec 10 86.500 0.96 31.83 0 0 0| 0 0 0 0 280 67.750 0.92 30.12 0 0 0| 0 0 0 0 300 50.250 0.84 28.67 0 0 0| 0 0 0 0 320 35.750 0.71 28.72 0 0 0| 0 688 0 0 340 24.000 0.57 28.42 0 0 0| 0 256 0 0 360 16.250 0.43 29.52 0 0 0| 0 272 0 0 380 Equity Options 22:04 Business Day Tue 31 Aug 2010 Previous Business Day Mon 30 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 | 11.000 0.31 30.80 0 0 0| 0 1,068 0 0 400 Total 0 0 0| 0 2,284 0 0 Indicative a-t-m Vol 27.14 Underlying Price 365.200 Time to expiry: 199 Days Mar 11 87.750 0.93 29.70 0 0 0| 0 0 0 0 280 70.250 0.86 28.77 0 0 0| 0 0 0 0 300 54.500 0.78 27.91 0 0 0| 0 158 0 0 320 41.250 0.67 27.54 0 0 0| 0 98 0 0 340 30.000 0.56 27.00 0 0 0| 0 769 0 0 360 22.000 0.45 27.47 0 0 0| 0 12 0 0 380 16.000 0.35 27.77 0 0 0| 0 319 0 0 400 Total 0 0 0| 0 1,356 0 0 Total Calls 0 0 123| 0 14,848 0 0 | Equity Options 22:04 Business Day Tue 31 Aug 2010 Previous Business Day Mon 30 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 30.17 Underlying Price 365.200 Time to expiry: 17 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 0.250 -0.03 25.35 0 0 0| 0 125 0 0 330 2.000 1.250 -0.11 27.23 2.000 1.250 0 0 14| 0 992 0 0 340 3.000 -0.23 27.45 0 0 0| 0 112 0 0 350 6.750 -0.40 28.68 0 0 0| 0 121 0 0 360 12.750 -0.56 31.17 0 0 0| 0 0 0 0 370 19.750 -0.70 32.47 0 0 0| 0 25 0 0 380 37.000 -0.85 37.56 0 0 0| 0 0 0 0 400 56.250 -0.91 45.76 0 0 0| 0 0 0 0 420 Total 0 0 14| 0 3,759 0 0 Indicative a-t-m Vol 29.04 Underlying Price 365.200 Time to expiry: 45 Days Oct 10 0.750 -0.04 33.64 0 0 0| 0 0 0 0 300 1.750 -0.09 29.78 0 0 0| 0 0 0 0 320 3.500 3.000 -0.14 28.72 3.500 2.750 0 0 14| 0 265 0 0 330 5.000 -0.22 28.62 0 0 0| 0 60 0 0 340 8.000 -0.32 28.45 0 0 0| 0 30 0 0 350 12.250 -0.42 28.77 0 0 0| 0 15 0 0 360 17.500 -0.53 29.23 0 0 0| 0 2 0 0 370 24.250 -0.62 30.20 0 0 0| 0 0 0 0 380 40.000 -0.77 32.64 0 0 0| 0 0 0 0 400 58.000 -0.85 36.04 0 0 0| 0 0 0 0 420 Total 0 0 14| 0 372 0 0 Indicative a-t-m Vol 28.98 Underlying Price 365.200 Time to expiry: 80 Days Nov 10 4.250 -0.16 27.82 0 0 0| 0 0 0 0 320 10.250 -0.30 28.84 0 0 0| 0 38 0 0 340 13.750 -0.38 28.48 0 0 0| 0 3 0 0 350 18.750 -0.46 28.79 0 0 0| 0 0 0 0 360 24.500 -0.54 29.10 0 0 0| 0 0 0 0 370 31.500 -0.61 30.27 0 0 0| 0 0 0 0 380 46.500 -0.73 31.04 0 0 0| 0 0 0 0 400 63.750 -0.81 32.94 0 0 0| 0 0 0 0 420 Total 0 0 0| 0 41 0 0 Indicative a-t-m Vol 28.07 Underlying Price 365.200 Time to expiry: 108 Days Dec 10 1.500 -0.05 30.54 0 0 0| 0 128 0 0 280 3.000 -0.10 29.03 0 0 0| 0 196 0 0 300 6.500 -0.19 28.46 0 0 0| 0 2,010 0 0 320 12.000 -0.31 27.73 0 0 0| 0 538 0 0 340 21.000 -0.46 27.79 0 0 0| 0 35 0 0 360 33.500 -0.59 28.71 0 0 0| 0 0 0 0 380 48.500 -0.70 30.17 0 0 0| 0 53 0 0 400 Equity Options 22:04 Business Day Tue 31 Aug 2010 Previous Business Day Mon 30 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 0| 0 2,960 0 0 Indicative a-t-m Vol 27.03 Underlying Price 365.200 Time to expiry: 199 Days Mar 11 3.750 -0.09 29.05 0 0 0| 0 8 0 0 280 6.750 -0.16 28.22 0 0 0| 0 7 0 0 300 11.500 -0.24 27.61 0 0 0| 0 85 0 0 320 18.250 -0.34 27.03 0 0 0| 0 36 0 0 340 27.500 -0.45 26.99 0 0 0| 0 0 0 0 360 39.250 -0.56 27.14 0 0 0| 0 0 0 0 380 53.000 -0.65 27.28 0 0 0| 0 45 0 0 400 Total 0 0 0| 0 181 0 0 Total Puts 0 0 28| 0 7,313 0 0 Grand Total 0 100,760 100,911| 0 122,921 0 0 Equity Options 22:04 Business Day Tue 31 Aug 2010 Previous Business Day Mon 30 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 16.38 Underlying Price 1145.000 Time to expiry: 17 Days Sep 10 266.000 0.99 55.41 0 0 0| 0 0 0 0 880 185.500 0.99 31.85 0 0 0| 0 0 0 0 960 145.500 0.99 24.68 0 0 0| 0 0 0 0 1000 96.000 0.97 20.61 0 0 0| 0 0 0 0 1050 49.500 0.84 18.93 0 0 0| 0 0 0 0 1100 14.000 0.46 16.09 0 0 0| 0 27 0 0 1150 2.500 0.11 16.91 0 0 0| 0 138 0 0 1200 0.500 0.03 21.29 0 0 0| 0 40 0 0 1250 CAB 0.01 24.67 0 0 0| 0 32 0 0 1300 CAB 0.00 28.33 0 0 0| 0 19 0 0 1400 Total 0 0 0| 0 256 0 0 Indicative a-t-m Vol 17.64 Underlying Price 1145.000 Time to expiry: 108 Days Dec 10 271.000 0.95 30.66 0 0 0| 0 0 0 0 880 192.500 0.93 23.80 0 0 0| 0 0 0 0 960 155.000 0.89 21.63 0 0 0| 0 0 0 0 1000 72.500 0.68 18.30 0 0 0| 0 54 0 0 1100 22.000 0.33 16.83 0 0 0| 0 178 0 0 1200 4.000 0.09 16.54 0 0 0| 0 14 0 0 1300 0.500 0.01 16.21 0 0 0| 0 0 0 0 1400 Total 0 0 0| 0 246 0 0 Indicative a-t-m Vol 18.27 Underlying Price 1145.000 Time to expiry: 199 Days Mar 11 198.500 0.89 22.78 0 0 0| 0 0 0 0 960 164.000 0.84 21.87 0 0 0| 0 0 0 0 1000 86.000 0.65 18.98 0 0 0| 0 27 0 0 1100 28.000 34.500 0.38 17.39 28.000 S 28.000 S 0 0 5| 0 78 0 0 1200 9.500 0.15 16.22 0 0 0| 0 46 0 0 1300 3.000 0.06 17.22 0 0 0| 0 0 0 0 1400 Total 0 0 5| 0 151 0 0 Total Calls 0 0 5| 0 653 0 0 | Equity Options 22:04 Business Day Tue 31 Aug 2010 Previous Business Day Mon 30 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 14.83 Underlying Price 1145.000 Time to expiry: 17 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 0.00 21.32 0 0 0| 0 101 0 0 1000 CAB -0.01 17.41 0 0 0| 0 18 0 0 1050 6.000 3.000 -0.13 16.53 6.000 6.000 0 0 2| 0 215 0 0 1100 17.500 -0.54 14.64 0 0 0| 0 127 0 0 1150 55.000 -1.00 2.00 0 0 0| 0 52 0 0 1200 105.000 -1.00 15.49 0 0 0| 0 0 0 0 1250 155.000 -1.00 16.41 0 0 0| 0 0 0 0 1300 255.000 -1.00 20.01 0 0 0| 0 0 0 0 1400 Total 0 0 2| 0 617 0 0 Indicative a-t-m Vol 17.81 Underlying Price 1145.000 Time to expiry: 108 Days Dec 10 1.500 -0.02 24.79 0 0 0| 0 7 0 0 880 4.500 -0.07 23.09 0 0 0| 0 104 0 0 960 8.000 -0.11 21.98 0 0 0| 0 87 0 0 1000 26.500 -0.32 18.89 0 0 0| 0 422 0 0 1100 74.000 -0.68 16.49 0 0 0| 0 22 0 0 1200 158.000 -0.91 16.96 0 0 0| 0 0 0 0 1300 255.000 -1.00 16.15 0 0 0| 0 0 0 0 1400 Total 0 0 0| 0 642 0 0 Indicative a-t-m Vol 17.88 Underlying Price 1145.000 Time to expiry: 199 Days Mar 11 14.000 -0.14 21.71 0 0 0| 0 32 0 0 960 22.500 21.500 -0.20 21.30 22.500 S 22.500 S 0 0 5| 0 36 0 0 1000 49.500 -0.40 18.91 0 0 0| 0 12 0 0 1100 100.500 -0.67 16.62 0 0 0| 0 6 0 0 1200 180.000 -0.88 15.68 0 0 0| 0 0 0 0 1300 273.500 -0.97 15.20 0 0 0| 0 0 0 0 1400 Total 0 0 5| 0 86 0 0 Total Puts 0 0 7| 0 1,345 0 0 Grand Total 0 52,670 52,682| 0 54,668 0 0 Equity Options 22:04 Business Day Tue 31 Aug 2010 Previous Business Day Mon 30 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 20.35 Underlying Price 1295.000 Time to expiry: 17 Days Sep 10 335.500 1.00 45.00 0 0 0| 0 0 0 0 960 295.500 1.00 43.57 0 0 0| 0 0 0 0 1000 195.500 0.99 32.18 0 0 0| 0 0 0 0 1100 146.500 0.97 28.93 0 0 0| 0 0 0 0 1150 97.500 0.93 23.35 0 0 0| 0 0 0 0 1200 53.500 0.78 21.58 0 0 0| 0 7 0 0 1250 21.000 0.48 20.22 0 0 0| 0 56 0 0 1300 6.500 0.19 20.92 0 0 0| 0 123 0 0 1350 2.000 0.07 23.76 0 0 0| 0 30 0 0 1400 CAB 0.01 26.00 0 0 0| 0 0 0 0 1500 CAB 0.00 27.00 0 0 0| 0 0 0 0 1600 Total 0 0 0| 0 216 0 0 Indicative a-t-m Vol 20.29 Underlying Price 1295.000 Time to expiry: 108 Days Dec 10 337.500 0.99 28.54 0 0 0| 0 0 0 0 960 298.500 0.98 27.19 0 0 0| 0 0 0 0 1000 203.000 0.92 24.09 0 0 0| 0 0 0 0 1100 117.000 0.78 21.98 0 0 0| 0 3 0 0 1200 51.500 0.51 20.20 0 0 0| 0 21 0 0 1300 17.000 0.24 19.44 0 0 0| 0 28 0 0 1400 1.000 0.02 19.69 0 0 0| 0 0 0 0 1600 Total 0 0 0| 0 52 0 0 Indicative a-t-m Vol 20.97 Underlying Price 1295.000 Time to expiry: 199 Days Mar 11 302.000 0.94 27.79 0 0 0| 0 0 0 0 1000 208.500 0.88 23.97 0 0 0| 0 0 0 0 1100 129.000 0.72 22.25 0 0 0| 0 0 0 0 1200 69.500 0.50 20.90 0 0 0| 0 0 0 0 1300 32.000 0.30 19.97 0 0 0| 0 25 0 0 1400 6.500 0.08 20.63 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 22:04 Business Day Tue 31 Aug 2010 Previous Business Day Mon 30 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 20.08 Underlying Price 1295.000 Time to expiry: 17 Days Sep 10 CAB 0.00 45.00 0 0 0| 0 53 0 0 960 CAB 0.00 40.00 0 0 0| 0 134 0 0 1000 0.500 -0.01 34.55 0 0 0| 0 20 0 0 1100 1.000 -0.03 28.02 0 0 0| 0 61 0 0 1150 2.000 -0.07 23.84 0 0 0| 0 22 0 0 1200 8.000 -0.22 21.25 0 0 0| 0 15 0 0 1250 25.500 -0.52 19.95 0 0 0| 0 4 0 0 1300 59.000 -0.84 18.65 0 0 0| 0 13 0 0 1350 107.000 -0.93 23.65 0 0 0| 0 0 0 0 1400 205.000 -1.00 22.39 0 0 0| 0 0 0 0 1500 305.000 -1.00 27.10 0 0 0| 0 0 0 0 1600 Total 0 0 0| 0 322 0 0 Indicative a-t-m Vol 20.15 Underlying Price 1295.000 Time to expiry: 108 Days Dec 10 3.000 -0.03 29.63 0 0 0| 0 0 0 0 960 3.500 -0.04 26.83 0 0 0| 0 57 0 0 1000 10.500 -0.12 23.98 0 0 0| 0 9 0 0 1100 29.000 -0.29 21.71 0 0 0| 0 9 0 0 1200 70.000 -0.55 20.07 0 0 0| 0 3 0 0 1300 143.500 -0.78 20.89 0 0 0| 0 7 0 0 1400 328.500 -0.96 23.60 0 0 0| 0 0 0 0 1600 Total 0 0 0| 0 85 0 0 Indicative a-t-m Vol 21.22 Underlying Price 1295.000 Time to expiry: 199 Days Mar 11 11.500 -0.09 26.83 0 0 0| 0 0 0 0 1000 24.500 -0.18 24.37 0 0 0| 0 1 0 0 1100 50.000 -0.33 22.58 0 0 0| 0 12 0 0 1200 93.000 -0.52 21.14 0 0 0| 0 28 0 0 1300 159.500 -0.70 21.06 0 0 0| 0 0 0 0 1400 333.500 -0.91 22.32 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 54,960 54,960| 0 55,701 0 0 Equity Options 22:04 Business Day Tue 31 Aug 2010 Previous Business Day Mon 30 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 1406.000 Time to expiry: 17 Days Sep 10 406.500 0.99 67.30 0 0 0| 0 0 0 0 1000 307.000 0.99 54.19 0 0 0| 0 1 0 0 1100 206.500 0.98 35.46 0 0 0| 0 0 0 0 1200 108.500 0.92 25.83 0 0 0| 0 14 0 0 1300 65.500 0.78 24.33 0 0 0| 0 3 0 0 1350 31.500 0.54 23.21 0 0 0| 0 10 0 0 1400 12.000 0.28 23.12 0 0 0| 0 6 0 0 1450 3.000 0.10 22.36 0 0 0| 0 110 0 0 1500 1.500 0.05 26.23 0 0 0| 0 250 0 0 1550 1.000 0.03 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| 0 664 0 0 Indicative a-t-m Vol 26.78 Underlying Price 1406.000 Time to expiry: 108 Days Dec 10 413.500 0.95 40.21 0 0 0| 0 0 0 0 1000 228.000 0.85 31.17 0 0 0| 0 0 0 0 1200 133.500 149.000 0.72 28.62 133.500 133.500 0 0 10| 0 0 0 0 1300 86.000 0.54 26.85 0 0 0| 0 5 0 0 1400 43.000 44.000 0.35 25.80 43.000 43.000 0 0 2| 0 4 0 0 1500 19.500 0.19 25.12 0 0 0| 0 57 0 0 1600 3.000 0.04 25.10 0 0 0| 0 32 0 0 1800 Total 0 0 12| 0 98 0 0 Indicative a-t-m Vol 27.16 Underlying Price 1406.000 Time to expiry: 199 Days Mar 11 421.500 0.93 35.37 0 0 0| 0 0 0 0 1000 249.000 0.80 30.50 0 0 0| 0 0 0 0 1200 176.000 0.69 28.60 0 0 0| 0 1 0 0 1300 116.000 0.55 27.23 0 0 0| 0 3 0 0 1400 71.000 0.41 26.06 0 0 0| 0 6 0 0 1500 40.500 0.28 25.24 0 0 0| 0 8 0 0 1600 11.500 0.10 24.52 0 0 0| 0 3 0 0 1800 Total 0 0 0| 0 21 0 0 Total Calls 0 0 12| 0 783 0 0 | Equity Options 22:04 Business Day Tue 31 Aug 2010 Previous Business Day Mon 30 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 23.43 Underlying Price 1406.000 Time to expiry: 17 Days Sep 10 CAB 0.00 42.67 0 0 0| 0 1 0 0 1000 CAB 0.00 41.39 0 0 0| 0 0 0 0 1100 0.500 -0.02 33.67 0 0 0| 0 6 0 0 1200 3.500 -0.09 26.46 0 0 0| 0 303 0 0 1300 10.000 -0.22 24.61 0 0 0| 0 13 0 0 1350 26.500 -0.46 23.51 0 0 0| 0 7 0 0 1400 56.500 -0.72 22.82 0 0 0| 0 70 0 0 1450 97.500 -0.91 21.49 0 0 0| 0 5 0 0 1500 146.000 -0.97 23.64 0 0 0| 0 0 0 0 1550 195.500 -0.99 26.45 0 0 0| 0 0 0 0 1600 295.000 -0.99 35.93 0 0 0| 0 0 0 0 1700 396.000 -0.98 51.03 0 0 0| 0 0 0 0 1800 Total 0 0 0| 0 405 0 0 Indicative a-t-m Vol 26.49 Underlying Price 1406.000 Time to expiry: 108 Days Dec 10 5.000 -0.04 37.73 0 0 0| 0 1 0 0 1000 19.000 -0.15 30.34 0 0 0| 0 1 0 0 1200 40.500 -0.28 28.28 0 0 0| 0 1 0 0 1300 77.500 -0.46 26.56 0 0 0| 0 3 0 0 1400 135.000 -0.65 25.39 0 0 0| 0 4 0 0 1500 211.000 -0.82 24.61 0 0 0| 0 0 0 0 1600 396.000 -0.98 24.04 0 0 0| 0 0 0 0 1800 Total 0 0 0| 0 10 0 0 Indicative a-t-m Vol 26.69 Underlying Price 1406.000 Time to expiry: 199 Days Mar 11 12.000 -0.07 33.92 0 0 0| 0 3 0 0 1000 40.000 -0.21 29.84 0 0 0| 0 5 0 0 1200 67.500 -0.32 28.13 0 0 0| 0 0 0 0 1300 108.000 -0.45 26.77 0 0 0| 0 8 0 0 1400 163.000 -0.60 25.43 0 0 0| 0 0 0 0 1500 232.500 -0.74 24.51 0 0 0| 0 0 0 0 1600 403.500 -0.91 23.08 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 59,540 59,552| 0 60,755 0 0 Equity Options 22:04 Business Day Tue 31 Aug 2010 Previous Business Day Mon 30 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 22.82 Underlying Price 542.000 Time to expiry: 17 Days Sep 10 82.250 0.99 32.28 0 0 0| 0 0 0 0 460 62.500 0.97 29.05 0 0 0| 0 0 0 0 480 26.000 0.79 24.61 0 0 0| 0 0 0 0 520 12.250 0.54 22.90 0 0 0| 0 0 0 0 540 4.250 4.250 0.26 22.10 4.250 4.250 0 0 20| 0 15 0 0 560 1.250 0.09 22.63 0 0 0| 0 20 0 0 580 0.250 0.02 22.00 0 0 0| 0 26 0 0 600 CAB 0.00 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 20| 0 335 0 0 Indicative a-t-m Vol 24.79 Underlying Price 542.000 Time to expiry: 108 Days Dec 10 104.500 0.93 29.97 0 0 0| 0 0 0 0 440 68.750 0.83 26.73 0 0 0| 0 0 0 0 480 40.000 0.64 25.47 0 0 0| 0 0 0 0 520 17.250 19.750 0.41 24.23 18.750 17.250 0 0 10| 0 5 0 0 560 8.250 0.22 23.39 0 0 0| 0 113 0 0 600 3.250 0.11 23.82 0 0 0| 0 42 0 0 640 1.250 0.04 24.11 0 0 0| 0 400 0 0 680 0.500 0.02 24.81 0 0 0| 0 29 0 0 720 CAB 0.00 26.86 0 0 0| 0 8 0 0 800 Total 0 0 10| 0 597 0 0 Indicative a-t-m Vol 24.71 Underlying Price 542.000 Time to expiry: 199 Days Mar 11 109.500 0.86 29.19 0 0 0| 0 0 0 0 440 76.750 0.76 26.64 0 0 0| 0 6 0 0 480 50.000 0.62 25.20 0 0 0| 0 0 0 0 520 30.250 0.46 24.31 0 0 0| 0 65 0 0 560 16.500 0.30 23.44 0 0 0| 0 8 0 0 600 8.000 0.18 22.68 0 0 0| 0 20 0 0 640 4.000 0.10 22.82 0 0 0| 0 0 0 0 680 2.250 0.06 23.52 0 0 0| 0 4 0 0 720 0.750 0.02 25.10 0 0 0| 0 0 0 0 800 Total 0 0 0| 0 103 0 0 Total Calls 0 0 30| 0 1,035 0 0 | Equity Options 22:04 Business Day Tue 31 Aug 2010 Previous Business Day Mon 30 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 23.17 Underlying Price 542.000 Time to expiry: 17 Days Sep 10 CAB 0.00 27.67 0 0 0| 0 0 0 0 460 0.250 -0.02 27.67 0 0 0| 0 4 0 0 480 4.250 -0.22 25.77 0 0 0| 0 0 0 0 520 10.000 -0.46 22.97 0 0 0| 0 7 0 0 540 23.000 -0.71 24.99 0 0 0| 0 72 0 0 560 39.750 -0.87 26.21 0 0 0| 0 54 0 0 580 58.750 -0.94 29.74 0 0 0| 0 14 0 0 600 78.500 -0.96 34.63 0 0 0| 0 5 0 0 620 98.500 -0.97 40.80 0 0 0| 0 24 0 0 640 118.500 -0.97 46.75 0 0 0| 0 5 0 0 660 138.250 -0.98 48.82 0 0 0| 0 47 0 0 680 178.000 -1.00 48.82 0 0 0| 0 10 0 0 720 218.000 -1.00 47.08 0 0 0| 0 0 0 0 760 258.000 -1.00 45.05 0 0 0| 0 0 0 0 800 Total 0 0 0| 0 242 0 0 Indicative a-t-m Vol 24.96 Underlying Price 542.000 Time to expiry: 108 Days Dec 10 4.250 -0.09 30.42 0 0 0| 0 0 0 0 440 9.250 -0.20 27.21 0 0 0| 0 29 0 0 480 21.500 21.000 -0.37 25.70 21.500 21.500 0 0 5| 0 30 0 0 520 40.250 40.750 -0.59 24.35 40.250 40.250 0 0 3| 0 44 0 0 560 69.000 -0.79 23.32 0 0 0| 0 81 0 0 600 104.500 -0.90 24.02 0 0 0| 0 20 0 0 640 142.500 -0.95 24.90 0 0 0| 0 9 0 0 680 182.000 -0.98 26.54 0 0 0| 0 0 0 0 720 261.500 -1.00 28.21 0 0 0| 0 0 0 0 800 Total 0 0 8| 0 213 0 0 Indicative a-t-m Vol 24.64 Underlying Price 542.000 Time to expiry: 199 Days Mar 11 9.500 -0.14 29.14 0 0 0| 0 0 0 0 440 17.000 -0.24 26.72 0 0 0| 0 18 0 0 480 30.250 30.000 -0.38 25.16 30.250 30.250 0 0 3| 0 13 0 0 520 50.000 -0.55 24.22 0 0 0| 0 34 0 0 560 76.250 -0.70 23.41 0 0 0| 0 0 0 0 600 108.000 -0.83 22.63 0 0 0| 0 6 0 0 640 144.500 -0.91 22.99 0 0 0| 0 0 0 0 680 182.750 -0.95 23.58 0 0 0| 0 0 0 0 720 261.750 -0.98 25.99 0 0 0| 0 0 0 0 800 Total 0 0 3| 0 71 0 0 Total Puts 0 0 11| 0 526 0 0 Grand Total 0 73,280 73,321| 0 74,841 0 0 Equity Options 22:04 Business Day Tue 31 Aug 2010 Previous Business Day Mon 30 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 31.22 Underlying Price 1748.500 Time to expiry: 17 Days Sep 10 549.000 1.00 55.41 0 0 0| 0 4 0 0 1200 449.000 1.00 41.02 0 0 0| 0 0 0 0 1300 350.000 0.99 46.24 0 0 0| 0 0 0 0 1400 251.000 0.97 38.85 0 0 0| 0 10 0 0 1500 203.500 0.93 37.04 0 0 0| 0 0 0 0 1550 158.000 0.88 35.88 0 0 0| 0 35 0 0 1600 116.000 0.79 34.74 0 0 0| 0 300 0 0 1650 78.000 0.67 32.64 0 0 0| 0 715 0 0 1700 48.000 0.51 31.19 0 0 0| 0 387 0 0 1750 26.500 0.35 30.25 0 0 0| 0 427 0 0 1800 12.500 0.20 29.30 0 0 0| 0 41 0 0 1850 6.000 0.11 29.43 0 0 0| 0 245 0 0 1900 4.000 0.07 32.94 0 0 0| 0 13 0 0 1950 3.500 0.06 37.82 0 0 0| 0 107 0 0 2000 3.500 0.05 47.53 0 0 0| 0 137 0 0 2100 1.000 0.02 47.22 0 0 0| 0 17 0 0 2200 Total 0 0 0| 0 2,438 0 0 Indicative a-t-m Vol 31.54 Underlying Price 1748.500 Time to expiry: 45 Days Oct 10 359.000 0.93 44.89 0 0 0| 0 0 0 0 1400 264.000 0.89 38.20 0 0 0| 0 0 0 0 1500 180.500 0.78 35.91 0 0 0| 0 10 0 0 1600 142.000 0.71 34.29 0 0 0| 0 0 0 0 1650 90.000 107.000 0.62 32.52 90.000 90.000 0 0 20| 0 3 0 0 1700 78.000 0.52 31.52 0 0 0| 0 0 0 0 1750 54.500 0.42 30.56 0 0 0| 0 22 0 0 1800 36.500 0.32 29.87 0 0 0| 0 8 0 0 1850 22.500 0.23 29.04 0 0 0| 0 6 0 0 1900 13.000 0.15 28.20 0 0 0| 0 30 0 0 1950 6.500 0.09 27.10 0 0 0| 0 20 0 0 2000 4.000 0.05 30.34 0 0 0| 0 215 0 0 2100 1.500 0.02 31.59 0 0 0| 0 0 0 0 2200 Total 0 0 20| 0 314 0 0 Indicative a-t-m Vol 32.81 Underlying Price 1748.500 Time to expiry: 80 Days Nov 10 371.000 0.89 42.11 0 0 0| 0 0 0 0 1400 283.000 0.83 38.47 0 0 0| 0 0 0 0 1500 204.500 0.73 36.06 0 0 0| 0 0 0 0 1600 169.000 0.67 34.78 0 0 0| 0 0 0 0 1650 136.500 0.61 33.74 0 0 0| 0 0 0 0 1700 108.000 0.53 32.79 0 0 0| 0 4 0 0 1750 84.000 0.46 32.01 0 0 0| 0 2 0 0 1800 47.000 0.31 30.70 0 0 0| 0 7 0 0 1900 Total 0 0 0| 0 13 0 0 Indicative a-t-m Vol 33.31 Underlying Price 1748.500 Time to expiry: 108 Days Dec 10 Equity Options 22:04 Business Day Tue 31 Aug 2010 Previous Business Day Mon 30 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 | 380.000 0.87 40.93 0 0 0| 0 8 0 0 1400 296.500 0.80 38.28 0 0 0| 0 0 0 0 1500 222.000 0.71 36.29 0 0 0| 0 6 0 0 1600 155.500 0.60 34.07 0 0 0| 0 26 0 0 1700 103.000 0.48 32.51 0 0 0| 0 60 0 0 1800 64.000 0.35 31.26 0 0 0| 0 453 0 0 1900 37.000 0.24 30.32 0 0 0| 0 366 0 0 2000 8.500 0.08 27.63 0 0 0| 0 109 0 0 2200 4.000 0.04 30.47 0 0 0| 0 2 0 0 2400 Total 0 0 0| 0 1,030 0 0 Indicative a-t-m Vol 34.87 Underlying Price 1748.500 Time to expiry: 199 Days Mar 11 411.000 0.82 41.12 0 0 0| 0 14 0 0 1400 332.000 0.76 38.53 0 0 0| 0 1 0 0 1500 263.000 0.69 37.01 0 0 0| 0 50 0 0 1600 202.500 0.60 35.55 0 0 0| 0 213 0 0 1700 150.000 0.51 34.16 0 0 0| 0 24 0 0 1800 108.000 0.41 32.92 0 0 0| 0 26 0 0 1900 75.500 0.33 32.04 0 0 0| 0 44 0 0 2000 10.500 0.07 28.12 0 0 0| 0 27 0 0 2400 Total 0 0 0| 0 399 0 0 Total Calls 0 0 20| 0 4,194 0 0 | Equity Options 22:04 Business Day Tue 31 Aug 2010 Previous Business Day Mon 30 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 31.45 Underlying Price 1748.500 Time to expiry: 17 Days Sep 10 CAB 0.00 62.71 0 0 0| 0 131 0 0 1200 0.500 -0.01 57.42 0 0 0| 0 109 0 0 1300 1.500 -0.02 50.74 0 0 0| 0 1,055 0 0 1400 3.500 -0.05 42.88 0 0 0| 0 388 0 0 1500 5.000 -0.07 38.99 0 0 0| 0 11 0 0 1550 8.500 -0.12 35.69 0 0 0| 0 350 0 0 1600 16.500 -0.21 34.40 0 0 0| 0 243 0 0 1650 29.000 -0.33 32.71 0 0 0| 0 92 0 0 1700 49.000 -0.49 31.42 0 0 0| 0 147 0 0 1750 78.500 -0.65 30.96 0 0 0| 0 36 0 0 1800 114.000 -0.79 29.88 0 0 0| 0 0 0 0 1850 172.500 156.500 -0.90 28.98 172.500 S 172.500 S 0 0 5| 0 21 0 0 1900 203.500 -0.95 29.49 0 0 0| 0 10 0 0 1950 252.000 -0.98 28.73 0 0 0| 0 9 0 0 2000 351.500 -1.00 28.96 0 0 0| 0 0 0 0 2100 451.500 -1.00 32.11 0 0 0| 0 0 0 0 2200 Total 0 0 5| 0 2,602 0 0 Indicative a-t-m Vol 31.77 Underlying Price 1748.500 Time to expiry: 45 Days Oct 10 8.500 -0.07 43.98 0 0 0| 0 0 0 0 1400 14.500 -0.12 38.55 0 0 0| 0 13 0 0 1500 30.000 -0.22 35.69 0 0 0| 0 59 0 0 1600 42.000 -0.29 34.29 0 0 0| 0 6 0 0 1650 58.000 -0.38 33.04 0 0 0| 0 29 0 0 1700 78.500 -0.48 31.75 0 0 0| 0 9 0 0 1750 105.500 -0.58 30.90 0 0 0| 0 9 0 0 1800 137.000 -0.68 30.11 0 0 0| 0 7 0 0 1850 172.000 -0.78 28.68 0 0 0| 0 0 0 0 1900 212.500 -0.86 27.49 0 0 0| 0 10 0 0 1950 258.000 -0.91 28.01 0 0 0| 0 1 0 0 2000 351.500 -0.99 23.76 0 0 0| 0 0 0 0 2100 451.500 -1.00 20.42 0 0 0| 0 0 0 0 2200 Total 0 0 0| 0 143 0 0 Indicative a-t-m Vol 33.10 Underlying Price 1748.500 Time to expiry: 80 Days Nov 10 21.500 -0.11 43.12 0 0 0| 0 0 0 0 1400 33.000 -0.17 39.10 0 0 0| 0 8 0 0 1500 54.500 -0.27 36.36 0 0 0| 0 3 0 0 1600 68.500 -0.33 35.06 0 0 0| 0 0 0 0 1650 96.500 86.500 -0.40 34.02 96.500 96.500 0 0 4| 0 0 0 0 1700 108.000 -0.47 33.08 0 0 0| 0 0 0 0 1750 133.500 -0.54 32.30 0 0 0| 0 0 0 0 1800 197.000 -0.69 31.11 0 0 0| 0 0 0 0 1900 Total 0 0 4| 0 11 0 0 Indicative a-t-m Vol 33.46 Underlying Price 1748.500 Time to expiry: 108 Days Dec 10 Equity Options 22:04 Business Day Tue 31 Aug 2010 Previous Business Day Mon 30 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 | 30.000 -0.13 41.65 0 0 0| 0 405 0 0 1400 46.000 -0.20 38.66 0 0 0| 0 373 0 0 1500 71.500 70.500 -0.29 36.45 71.500 71.500 0 0 1| 0 651 0 0 1600 104.000 -0.40 34.22 0 0 0| 0 280 0 0 1700 151.500 -0.53 32.68 0 0 0| 0 26 0 0 1800 221.500 213.000 -0.65 31.49 221.500 S 221.500 S 0 0 5| 0 5 0 0 1900 286.500 -0.76 30.86 0 0 0| 0 8 0 0 2000 459.500 -0.91 29.59 0 0 0| 0 1 0 0 2200 652.500 -0.98 29.59 0 0 0| 0 0 0 0 2400 Total 0 0 6| 0 1,749 0 0 Indicative a-t-m Vol 33.80 Underlying Price 1748.500 Time to expiry: 199 Days Mar 11 66.000 -0.20 40.14 0 0 0| 0 8 0 0 1400 89.500 -0.26 37.77 0 0 0| 0 81 0 0 1500 122.000 -0.34 36.05 0 0 0| 0 24 0 0 1600 163.000 -0.43 34.54 0 0 0| 0 216 0 0 1700 212.500 -0.52 33.02 0 0 0| 0 23 0 0 1800 274.000 -0.62 32.03 0 0 0| 0 8 0 0 1900 342.500 -0.71 30.84 0 0 0| 0 35 0 0 2000 680.500 -0.96 24.05 0 0 0| 0 0 0 0 2400 Total 0 0 0| 0 395 0 0 Total Puts 0 0 15| 0 4,900 0 0 Grand Total 0 123,660 123,695| 0 132,754 0 0 Equity Options 22:04 Business Day Tue 31 Aug 2010 Previous Business Day Mon 30 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 24.27 Underlying Price 203.800 Time to expiry: 17 Days Sep 10 63.750 1.00 46.07 0 0 0| 0 0 0 0 140 53.750 1.00 50.79 0 0 0| 0 0 0 0 150 44.000 0.98 55.13 0 0 0| 0 0 0 0 160 34.000 0.98 42.81 0 0 0| 0 0 0 0 170 29.000 0.97 36.94 0 0 0| 0 0 0 0 175 24.250 0.94 36.19 0 0 0| 0 0 0 0 180 19.500 0.91 33.05 0 0 0| 0 0 0 0 185 14.750 0.87 28.42 0 0 0| 0 0 0 0 190 10.250 0.80 24.50 0 0 0| 0 0 0 0 195 6.750 0.64 25.32 0 0 0| 0 0 0 0 200 3.750 0.47 24.01 0 0 0| 0 0 0 0 205 2.000 0.29 23.60 0 0 0| 0 22 0 0 210 0.500 0.10 18.78 0 0 0| 0 0 0 0 215 CAB 0.03 17.69 0 0 0| 0 111 0 0 220 CAB 0.00 17.12 0 0 0| 0 13 0 0 230 CAB 0.00 17.62 0 0 0| 0 42 0 0 240 Total 0 0 0| 0 188 0 0 Indicative a-t-m Vol 25.04 Underlying Price 203.800 Time to expiry: 108 Days Dec 10 64.500 0.98 36.89 0 0 0| 0 0 0 0 140 45.500 0.92 33.73 0 0 0| 0 0 0 0 160 36.250 0.88 30.11 0 0 0| 0 0 0 0 170 28.250 0.80 29.90 0 0 0| 0 0 0 0 180 20.250 0.71 27.73 0 0 0| 0 0 0 0 190 13.500 0.59 25.37 0 0 0| 0 84 0 0 200 8.500 0.44 24.55 0 0 0| 0 154 0 0 210 5.000 0.31 24.24 0 0 0| 0 111 0 0 220 2.500 0.19 23.34 0 0 0| 0 0 0 0 230 1.500 0.12 24.21 0 0 0| 0 0 0 0 240 Total 0 0 0| 0 349 0 0 Indicative a-t-m Vol 26.60 Underlying Price 203.800 Time to expiry: 199 Days Mar 11 65.250 0.96 33.10 0 0 0| 0 0 0 0 140 47.000 0.89 31.41 0 0 0| 0 0 0 0 160 38.750 0.84 30.48 0 0 0| 0 0 0 0 170 30.750 0.77 28.99 0 0 0| 0 40 0 0 180 23.500 0.69 27.58 0 0 0| 0 41 0 0 190 17.500 0.59 26.87 0 0 0| 0 20 0 0 200 12.500 0.48 26.19 0 0 0| 0 0 0 0 210 8.750 0.38 25.54 0 0 0| 0 5 0 0 220 6.000 0.29 25.21 0 0 0| 0 3 0 0 230 3.750 0.21 24.96 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 22:04 Business Day Tue 31 Aug 2010 Previous Business Day Mon 30 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 24.52 Underlying Price 203.800 Time to expiry: 17 Days Sep 10 CAB 0.00 49.13 0 0 0| 0 0 0 0 140 CAB 0.00 46.89 0 0 0| 0 0 0 0 150 CAB 0.00 42.59 0 0 0| 0 68 0 0 160 CAB -0.01 37.58 0 0 0| 0 10 0 0 170 0.250 -0.02 35.07 0 0 0| 0 9 0 0 175 0.250 -0.04 32.68 0 0 0| 0 158 0 0 180 0.500 -0.07 30.47 0 0 0| 0 0 0 0 185 0.750 -0.13 28.49 0 0 0| 0 57 0 0 190 1.500 -0.22 27.17 0 0 0| 0 0 0 0 195 3.000 -0.36 25.59 0 0 0| 0 57 0 0 200 5.000 -0.53 24.26 0 0 0| 0 1 0 0 205 8.000 -0.71 23.64 0 0 0| 0 81 0 0 210 12.000 -0.84 24.04 0 0 0| 0 46 0 0 215 16.750 -0.89 27.48 0 0 0| 0 35 0 0 220 26.250 -0.99 25.36 0 0 0| 0 0 0 0 230 36.250 -1.00 28.83 0 0 0| 0 0 0 0 240 Total 0 0 0| 0 522 0 0 Indicative a-t-m Vol 24.91 Underlying Price 203.800 Time to expiry: 108 Days Dec 10 0.250 -0.02 34.63 0 0 0| 0 0 0 0 140 1.250 -0.07 32.09 0 0 0| 0 115 0 0 160 2.250 -0.12 30.54 0 0 0| 0 2 0 0 170 3.500 -0.19 28.63 0 0 0| 0 65 0 0 180 6.000 -0.29 27.37 0 0 0| 0 24 0 0 190 10.250 9.000 -0.41 25.12 10.250 10.250 0 0 2| 0 50 0 0 200 14.250 -0.56 24.59 0 0 0| 0 8 0 0 210 21.000 -0.69 24.59 0 0 0| 0 3 0 0 220 28.500 -0.80 23.93 0 0 0| 0 0 0 0 230 37.250 -0.89 23.64 0 0 0| 0 0 0 0 240 Total 0 0 2| 0 267 0 0 Indicative a-t-m Vol 26.02 Underlying Price 203.800 Time to expiry: 199 Days Mar 11 1.500 -0.07 33.37 0 0 0| 0 0 0 0 140 4.250 -0.16 31.35 0 0 0| 0 72 0 0 160 6.250 -0.22 29.60 0 0 0| 0 15 0 0 170 8.750 -0.30 28.15 0 0 0| 0 17 0 0 180 12.500 -0.40 27.24 0 0 0| 0 75 0 0 190 17.500 -0.50 26.42 0 0 0| 0 24 0 0 200 23.000 -0.61 25.43 0 0 0| 0 20 0 0 210 29.750 -0.71 24.49 0 0 0| 0 8 0 0 220 37.750 -0.79 24.31 0 0 0| 0 0 0 0 230 46.250 -0.84 24.67 0 0 0| 0 5 0 0 240 Total 0 0 0| 0 236 0 0 Total Puts 0 0 2| 0 1,025 0 0 Grand Total 0 82,440 82,442| 0 84,116 0 0 Equity Options 22:04 Business Day Tue 31 Aug 2010 Previous Business Day Mon 30 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 22.82 Underlying Price 409.100 Time to expiry: 17 Days Sep 10 49.250 0.98 27.21 0 0 0| 0 0 0 0 360 30.250 0.91 25.21 0 0 0| 0 0 0 0 380 14.000 0.67 24.21 0 0 0| 0 0 0 0 400 8.000 0.50 22.82 0 0 0| 0 0 0 0 410 3.750 0.31 21.91 0 0 0| 0 0 0 0 420 1.500 0.15 21.30 0 0 0| 0 0 0 0 430 0.500 0.06 20.49 0 0 0| 0 0 0 0 440 CAB 0.02 20.05 0 0 0| 0 0 0 0 450 CAB 0.00 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 24.18 Underlying Price 409.100 Time to expiry: 108 Days Dec 10 54.250 0.85 26.16 0 0 0| 0 0 0 0 360 25.000 0.60 24.11 0 0 0| 0 0 0 0 400 15.750 0.44 24.25 0 0 0| 0 0 0 0 420 8.750 0.30 23.56 0 0 0| 0 10 0 0 440 4.500 0.18 23.16 0 0 0| 0 5 0 0 460 4.000 1.750 0.09 21.87 4.000 4.000 0 0 6| 0 73 0 0 480 CAB 0.00 17.07 0 0 0| 0 36 0 0 520 CAB 0.00 8.53 0 0 0| 0 20 0 0 560 Total 0 0 6| 0 144 0 0 Indicative a-t-m Vol 25.98 Underlying Price 409.100 Time to expiry: 199 Days Mar 11 59.000 0.78 27.54 0 0 0| 0 0 0 0 360 33.000 0.57 25.97 0 0 0| 0 0 0 0 400 24.250 0.47 25.99 0 0 0| 0 0 0 0 420 16.500 0.36 25.30 0 0 0| 0 4 0 0 440 11.000 0.27 24.79 0 0 0| 0 0 0 0 460 7.000 0.19 24.46 0 0 0| 0 8 0 0 480 2.500 0.09 23.60 0 0 0| 0 0 0 0 520 0.750 0.03 22.60 0 0 0| 0 35 0 0 560 Total 0 0 0| 0 47 0 0 Total Calls 0 0 6| 0 270 0 0 | Equity Options 22:04 Business Day Tue 31 Aug 2010 Previous Business Day Mon 30 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 22.82 Underlying Price 409.100 Time to expiry: 17 Days Sep 10 0.250 -0.02 27.21 0 0 0| 0 11 0 0 360 1.000 -0.09 25.21 0 0 0| 0 13 0 0 380 4.750 -0.33 24.21 0 0 0| 0 9 0 0 400 8.750 -0.50 22.82 0 0 0| 0 8 0 0 410 14.500 -0.70 21.91 0 0 0| 0 25 0 0 420 22.250 -0.85 21.30 0 0 0| 0 0 0 0 430 31.250 -0.95 20.49 0 0 0| 0 12 0 0 440 41.000 -0.99 20.05 0 0 0| 0 0 0 0 450 51.000 -1.00 19.52 0 0 0| 0 16 0 0 460 61.000 -1.00 18.62 0 0 0| 0 0 0 0 470 71.000 -1.00 18.23 0 0 0| 0 2 0 0 480 81.000 -1.00 18.18 0 0 0| 0 0 0 0 490 91.000 -1.00 18.13 0 0 0| 0 0 0 0 500 111.000 -1.00 18.02 0 0 0| 0 0 0 0 520 151.000 -1.00 17.68 0 0 0| 0 0 0 0 560 Total 0 0 0| 0 96 0 0 Indicative a-t-m Vol 24.18 Underlying Price 409.100 Time to expiry: 108 Days Dec 10 6.750 -0.20 26.16 0 0 0| 0 10 0 0 360 19.750 -0.45 24.11 0 0 0| 0 259 0 0 400 31.500 -0.60 24.25 0 0 0| 0 3 0 0 420 45.250 -0.73 23.56 0 0 0| 0 0 0 0 440 61.250 -0.84 23.13 0 0 0| 0 2 0 0 460 78.750 -0.92 21.87 0 0 0| 0 0 0 0 480 117.250 -1.00 17.07 0 0 0| 0 0 0 0 520 157.000 -1.00 5.84 0 0 0| 0 0 0 0 560 Total 0 0 0| 0 274 0 0 Indicative a-t-m Vol 25.94 Underlying Price 409.100 Time to expiry: 199 Days Mar 11 14.000 -0.25 27.52 0 0 0| 0 0 0 0 360 29.000 -0.45 25.93 0 0 0| 0 23 0 0 400 40.500 -0.55 25.95 0 0 0| 0 0 0 0 420 53.000 -0.65 25.27 0 0 0| 0 40 0 0 440 67.500 -0.74 24.77 0 0 0| 0 10 0 0 460 83.750 -0.81 24.46 0 0 0| 0 0 0 0 480 119.250 -0.92 23.60 0 0 0| 0 0 0 0 520 157.500 -0.98 22.60 0 0 0| 0 0 0 0 560 Total 0 0 0| 0 73 0 0 Total Puts 0 0 0| 0 443 0 0 Grand Total 0 70,990 70,996| 0 71,703 0 0 Equity Options 22:04 Business Day Tue 31 Aug 2010 Previous Business Day Mon 30 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 17.28 Underlying Price 406.950 Time to expiry: 17 Days Sep 10 87.000 1.00 41.05 0 0 0| 0 0 0 0 320 67.250 0.99 34.02 0 0 0| 0 0 0 0 340 47.250 0.98 26.17 0 0 0| 0 5 0 0 360 37.250 0.97 23.19 0 0 0| 0 0 0 0 370 27.750 0.93 21.70 0 0 0| 0 4 0 0 380 18.500 0.84 19.77 0 0 0| 0 10 0 0 390 10.500 0.68 17.81 0 0 0| 0 1,660 0 0 400 4.750 0.43 17.05 0 0 0| 0 87 0 0 410 1.750 0.20 16.41 0 0 0| 0 634 0 0 420 0.250 0.03 18.49 0 0 0| 0 1,677 0 0 440 CAB 0.00 20.22 0 0 0| 0 355 0 0 460 CAB 0.00 22.64 0 0 0| 0 314 0 0 480 CAB 0.00 22.64 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 406.950 Time to expiry: 45 Days Oct 10 67.500 0.98 27.72 0 0 0| 0 0 0 0 340 48.250 0.94 24.14 0 0 0| 0 0 0 0 360 30.250 0.83 22.75 0 0 0| 0 0 0 0 380 22.250 0.74 21.27 0 0 0| 0 0 0 0 390 15.250 0.62 20.26 0 0 0| 0 10 0 0 400 9.750 0.47 19.70 0 0 0| 0 562 0 0 410 5.500 0.33 19.03 0 0 0| 0 982 0 0 420 1.500 0.12 18.41 0 0 0| 0 0 0 0 440 0.250 0.02 17.92 0 0 0| 0 0 0 0 460 Total 0 0 0| 0 1,554 0 0 Indicative a-t-m Vol 20.03 Underlying Price 406.950 Time to expiry: 80 Days Nov 10 49.250 0.90 24.25 0 0 0| 0 0 0 0 360 32.000 0.78 22.29 0 0 0| 0 0 0 0 380 24.500 0.69 21.61 0 0 0| 0 0 0 0 390 18.000 0.59 20.67 0 0 0| 0 0 0 0 400 12.250 0.47 19.76 0 0 0| 0 0 0 0 410 8.250 0.36 19.32 0 0 0| 0 50 0 0 420 3.000 0.17 18.39 0 0 0| 0 0 0 0 440 Total 0 0 0| 0 50 0 0 Indicative a-t-m Vol 20.73 Underlying Price 406.950 Time to expiry: 108 Days Dec 10 167.250 1.00 44.36 0 0 0| 0 0 0 0 240 127.500 0.99 37.89 0 0 0| 0 0 0 0 280 88.000 0.97 29.70 0 0 0| 0 3 0 0 320 50.500 0.86 24.85 0 0 0| 0 0 0 0 360 34.250 0.73 23.01 0 0 0| 0 0 0 0 380 20.750 0.57 21.29 0 0 0| 0 1,112 0 0 400 9.000 10.750 0.38 19.69 9.250 S 9.000 S 0 0 2| 0 2,487 0 0 420 Equity Options 22:04 Business Day Tue 31 Aug 2010 Previous Business Day Mon 30 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 19.15 0 0 0| 0 1,219 0 0 440 2.000 0.11 18.75 0 0 0| 0 553 0 0 460 1.000 0.05 18.99 0 0 0| 0 1,223 0 0 480 CAB 0.01 23.60 0 0 0| 0 170 0 0 560 Total 0 0 2| 0 6,767 0 0 Indicative a-t-m Vol 21.03 Underlying Price 406.950 Time to expiry: 199 Days Mar 11 89.750 0.91 28.21 0 0 0| 0 0 0 0 320 54.750 0.78 24.15 0 0 0| 0 0 0 0 360 40.000 0.68 22.52 0 0 0| 0 25 0 0 380 27.500 0.56 21.42 0 0 0| 0 148 0 0 400 17.750 0.43 20.30 0 0 0| 0 596 0 0 420 9.750 10.500 0.30 19.47 9.750 9.750 0 0 3| 0 258 0 0 440 6.000 0.20 19.01 0 0 0| 0 126 0 0 460 3.000 0.12 18.44 0 0 0| 0 48 0 0 480 0.250 0.01 17.89 0 0 0| 0 0 0 0 560 Total 0 0 3| 0 1,201 0 0 Indicative a-t-m Vol 21.69 Underlying Price 406.950 Time to expiry: 290 Days Jun 11 91.000 0.89 27.87 0 0 0| 0 0 0 0 320 57.500 0.76 24.09 0 0 0| 0 100 0 0 360 42.500 43.250 0.67 22.90 42.500 42.500 0 0 18| 0 223 0 0 380 31.250 0.56 21.95 0 0 0| 0 50 0 0 400 21.750 0.45 21.19 0 0 0| 0 185 0 0 420 14.250 0.34 20.50 0 0 0| 0 278 0 0 440 5.500 0.17 19.51 0 0 0| 0 0 0 0 480 Total 0 0 18| 0 836 0 0 Indicative a-t-m Vol 23.93 Underlying Price 406.950 Time to expiry: 472 Days Dec 11 131.250 0.91 33.82 0 0 0| 0 3 0 0 280 96.750 0.83 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 406.950 Time to expiry: 654 Days Jun 12 98.750 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 406.950 Time to expiry: 843 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 22:04 Business Day Tue 31 Aug 2010 Previous Business Day Mon 30 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| 0 16,007 0 0 | Equity Options 22:04 Business Day Tue 31 Aug 2010 Previous Business Day Mon 30 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 17.21 Underlying Price 406.950 Time to expiry: 17 Days Sep 10 CAB 0.00 26.51 0 0 0| 0 1,012 0 0 320 CAB 0.00 23.24 0 0 0| 0 75 0 0 340 CAB 0.00 20.42 0 0 0| 0 330 0 0 360 CAB -0.01 19.85 0 0 0| 0 383 0 0 370 0.500 -0.06 19.88 0 0 0| 0 7,645 0 0 380 1.250 -0.14 18.03 0 0 0| 0 279 0 0 390 4.000 3.500 -0.32 17.85 4.000 4.000 0 0 100| 0 705 0 0 400 7.750 -0.57 16.94 0 0 0| 0 49 0 0 410 18.000 14.500 -0.81 16.14 18.000 18.000 0 0 1| 0 931 0 0 420 37.000 33.500 -0.95 21.44 37.000 37.000 0 0 1| 0 150 0 0 440 53.250 -0.96 30.54 0 0 0| 0 15 0 0 460 73.000 -1.00 29.48 0 0 0| 0 0 0 0 480 153.000 -1.00 37.28 0 0 0| 0 0 0 0 560 Total 0 0 102| 0 11,574 0 0 Indicative a-t-m Vol 19.78 Underlying Price 406.950 Time to expiry: 45 Days Oct 10 0.750 -0.04 28.66 0 0 0| 0 0 0 0 340 1.500 -0.09 24.74 0 0 0| 0 10 0 0 360 4.250 -0.22 22.36 0 0 0| 0 904 0 0 380 6.500 -0.32 21.46 0 0 0| 0 626 0 0 390 10.250 -0.44 20.49 0 0 0| 0 37 0 0 400 15.000 -0.58 19.48 0 0 0| 0 22 0 0 410 21.500 -0.72 18.81 0 0 0| 0 55 0 0 420 38.000 -0.90 18.60 0 0 0| 0 0 0 0 440 57.000 -0.99 15.22 0 0 0| 0 0 0 0 460 Total 0 0 0| 0 1,654 0 0 Indicative a-t-m Vol 20.27 Underlying Price 406.950 Time to expiry: 80 Days Nov 10 3.750 -0.15 24.71 0 0 0| 0 0 0 0 360 7.250 -0.27 22.38 0 0 0| 0 0 0 0 380 10.500 -0.35 21.68 0 0 0| 0 25 0 0 390 14.000 -0.45 20.81 0 0 0| 0 2 0 0 400 18.750 -0.55 20.03 0 0 0| 0 0 0 0 410 24.750 -0.66 19.34 0 0 0| 0 0 0 0 420 40.000 -0.83 18.87 0 0 0| 0 0 0 0 440 Total 0 0 0| 0 27 0 0 Indicative a-t-m Vol 20.86 Underlying Price 406.950 Time to expiry: 108 Days Dec 10 CAB 0.00 33.21 0 0 0| 0 81 0 0 240 0.250 -0.01 30.39 0 0 0| 0 349 0 0 280 1.750 -0.06 29.03 0 0 0| 0 655 0 0 320 5.750 -0.18 24.82 0 0 0| 0 3,373 0 0 360 10.000 -0.29 22.90 0 0 0| 0 3,351 0 0 380 18.250 17.000 -0.45 21.33 18.250 S 16.750 0 0 3| 0 3,781 0 0 400 29.500 27.250 -0.63 19.99 29.500 S 29.500 S 0 0 1| 0 611 0 0 420 41.750 -0.78 19.37 0 0 0| 0 1,176 0 0 440 Equity Options 22:04 Business Day Tue 31 Aug 2010 Previous Business Day Mon 30 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 -0.89 19.20 0 0 0| 0 174 0 0 460 77.250 -0.97 17.07 0 0 0| 0 71 0 0 480 157.500 -0.97 31.43 0 0 0| 0 25 0 0 560 Total 0 0 4| 0 13,647 0 0 Indicative a-t-m Vol 21.17 Underlying Price 406.950 Time to expiry: 199 Days Mar 11 4.500 -0.10 27.21 0 0 0| 0 50 0 0 320 10.500 -0.23 24.09 0 0 0| 0 144 0 0 360 15.750 -0.33 22.58 0 0 0| 0 207 0 0 380 23.500 -0.44 21.50 0 0 0| 0 583 0 0 400 33.750 -0.57 20.55 0 0 0| 0 583 0 0 420 46.750 -0.70 19.97 0 0 0| 0 101 0 0 440 62.250 -0.80 19.50 0 0 0| 0 20 0 0 460 78.500 -0.91 17.34 0 0 0| 0 5 0 0 480 158.000 -0.95 26.65 0 0 0| 0 0 0 0 560 Total 0 0 0| 0 1,693 0 0 Indicative a-t-m Vol 21.50 Underlying Price 406.950 Time to expiry: 290 Days Jun 11 8.750 -0.16 26.90 0 0 0| 0 360 0 0 320 17.250 -0.29 23.88 0 0 0| 0 221 0 0 360 26.250 24.250 -0.39 22.71 26.250 26.250 0 0 30| 0 175 0 0 380 33.250 -0.49 21.76 0 0 0| 0 30 0 0 400 44.250 -0.59 21.03 0 0 0| 0 275 0 0 420 57.500 -0.70 20.28 0 0 0| 0 280 0 0 440 89.000 -0.86 18.93 0 0 0| 0 0 0 0 480 Total 0 0 30| 0 1,341 0 0 Indicative a-t-m Vol 23.52 Underlying Price 406.950 Time to expiry: 472 Days Dec 11 13.250 -0.14 33.95 0 0 0| 0 0 0 0 280 19.750 -0.22 29.82 0 0 0| 0 0 0 0 320 30.000 -0.33 26.20 0 0 0| 0 750 0 0 360 46.000 -0.48 23.64 0 0 0| 0 500 0 0 400 70.500 -0.62 22.98 0 0 0| 0 0 0 0 440 100.250 -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 406.950 Time to expiry: 654 Days Jun 12 28.750 -0.25 30.00 0 0 0| 0 0 0 0 320 38.750 -0.36 25.70 0 0 0| 0 0 0 0 360 56.250 -0.49 23.57 0 0 0| 0 0 0 0 400 80.250 -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 406.950 Time to expiry: 843 Days Dec 12 35.750 -0.27 30.00 0 0 0| 0 0 0 0 320 44.500 -0.36 25.15 0 0 0| 0 350 0 0 360 62.750 -0.48 23.50 0 0 0| 0 150 0 0 400 85.250 -0.60 21.80 0 0 0| 0 0 0 0 440 112.500 -0.72 20.71 0 0 0| 0 0 0 0 480 Equity Options 22:04 Business Day Tue 31 Aug 2010 Previous Business Day Mon 30 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 0 136| 0 31,686 0 0 Grand Total 0 162,590 162,749| 0 210,283 0 0 Equity Options 22:04 Business Day Tue 31 Aug 2010 Previous Business Day Mon 30 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 324.000 Time to expiry: 17 Days Sep 10 164.000 1.00 86.19 0 0 0| 0 0 0 0 160 154.000 1.00 79.15 0 0 0| 0 0 0 0 170 144.000 1.00 72.48 0 0 0| 0 0 0 0 180 134.000 1.00 66.74 0 0 0| 0 0 0 0 190 124.000 1.00 63.61 0 0 0| 0 14 0 0 200 114.000 1.00 55.38 0 0 0| 0 40 0 0 210 109.000 1.00 52.77 0 0 0| 0 0 0 0 215 104.000 1.00 50.26 0 0 0| 0 26 0 0 220 99.000 1.00 47.85 0 0 0| 0 0 0 0 225 94.000 1.00 45.55 0 0 0| 0 4 0 0 230 89.000 1.00 43.34 0 0 0| 0 0 0 0 235 84.000 1.00 41.56 0 0 0| 0 162 0 0 240 79.000 1.00 38.57 0 0 0| 0 400 0 0 245 74.000 1.00 34.81 0 0 0| 0 133 0 0 250 64.000 1.00 29.84 0 0 0| 0 16 0 0 260 54.000 1.00 25.94 0 0 0| 0 409 0 0 270 44.000 1.00 21.82 0 0 0| 0 174 0 0 280 24.250 0.98 17.51 0 0 0| 0 22 0 0 300 6.250 0.67 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 324.000 Time to expiry: 108 Days Dec 10 124.250 1.00 37.90 0 0 0| 0 0 0 0 200 114.250 1.00 36.40 0 0 0| 0 0 0 0 210 104.250 0.99 34.90 0 0 0| 0 10 0 0 220 94.250 0.99 33.80 0 0 0| 0 44 0 0 230 84.500 0.98 33.40 0 0 0| 0 55 0 0 240 65.750 0.93 32.40 0 0 0| 0 88 0 0 260 48.500 0.84 31.50 0 0 0| 0 98 0 0 280 21.000 0.55 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 324.000 Time to expiry: 199 Days Mar 11 124.500 0.99 37.30 0 0 0| 0 0 0 0 200 114.750 0.98 35.90 0 0 0| 0 0 0 0 210 105.000 0.97 34.60 0 0 0| 0 5 0 0 220 95.500 0.95 33.60 0 0 0| 0 50 0 0 230 86.250 0.92 33.10 0 0 0| 0 10 0 0 240 69.500 0.85 32.40 0 0 0| 0 0 0 0 260 54.250 0.77 31.80 0 0 0| 0 0 0 0 280 30.500 0.56 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 22:04 Business Day Tue 31 Aug 2010 Previous Business Day Mon 30 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 324.000 Time to expiry: 17 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 0.00 28.48 0 0 0| 0 10 0 0 270 CAB 0.00 24.26 0 0 0| 0 3,435 0 0 280 0.500 -0.06 22.82 0 0 0| 0 190 0 0 300 2.750 -0.35 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 324.000 Time to expiry: 108 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 1.000 -0.04 32.60 0 0 0| 0 13 0 0 240 2.500 -0.09 31.50 0 0 0| 0 0 0 0 260 5.750 -0.18 30.60 0 0 0| 0 10 0 0 280 21.250 -0.45 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 324.000 Time to expiry: 199 Days Mar 11 1.000 -0.03 36.50 0 0 0| 0 0 0 0 200 1.500 -0.04 35.90 0 0 0| 0 0 0 0 210 2.000 -0.05 34.60 0 0 0| 0 0 0 0 220 2.750 -0.07 33.60 0 0 0| 0 0 0 0 230 3.750 -0.09 33.10 0 0 0| 0 0 0 0 240 7.000 -0.15 32.30 0 0 0| 0 0 0 0 260 11.500 -0.23 31.30 0 0 0| 0 0 0 0 280 28.000 -0.44 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 80,150 80,150| 0 89,674 0 0 Equity Options 22:04 Business Day Tue 31 Aug 2010 Previous Business Day Mon 30 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 38.40 Underlying Price 1218.000 Time to expiry: 17 Days Sep 10 338.500 1.00 39.08 0 0 0| 0 0 0 0 880 298.500 1.00 44.68 0 0 0| 0 0 0 0 920 258.500 0.99 45.80 0 0 0| 0 10 0 0 960 239.000 0.99 46.03 0 0 0| 0 0 0 0 980 219.500 0.98 45.57 0 0 0| 0 2 0 0 1000 171.500 0.94 44.22 0 0 0| 0 0 0 0 1050 126.000 0.87 42.28 0 0 0| 0 98 0 0 1100 85.000 0.76 40.19 0 0 0| 0 1 0 0 1150 51.500 0.59 38.85 0 0 0| 0 78 0 0 1200 27.500 0.40 37.59 0 0 0| 0 2 0 0 1250 12.000 0.22 36.52 0 0 0| 0 276 0 0 1300 5.000 0.11 36.39 0 0 0| 0 0 0 0 1350 1.500 0.04 34.24 0 0 0| 0 25 0 0 1400 CAB 0.01 36.66 0 0 0| 0 92 0 0 1500 CAB 0.00 37.94 0 0 0| 0 10 0 0 1600 Total 0 0 0| 0 594 0 0 Indicative a-t-m Vol 37.38 Underlying Price 1218.000 Time to expiry: 108 Days Dec 10 348.000 0.93 44.08 0 0 0| 0 0 0 0 880 277.000 0.88 42.10 0 0 0| 0 4 0 0 960 244.500 0.84 41.34 0 0 0| 0 0 0 0 1000 169.500 0.72 39.47 0 0 0| 0 25 0 0 1100 108.000 0.57 37.45 0 0 0| 0 69 0 0 1200 60.000 66.000 0.41 37.04 60.000 59.000 0 0 28| 0 164 0 0 1300 37.000 0.27 36.18 0 0 0| 0 27 0 0 1400 11.000 0.10 36.53 0 0 0| 0 302 0 0 1600 Total 0 0 28| 0 591 0 0 Indicative a-t-m Vol 36.75 Underlying Price 1218.000 Time to expiry: 199 Days Mar 11 360.500 0.89 40.25 0 0 0| 0 0 0 0 880 297.000 0.83 40.03 0 0 0| 0 0 0 0 960 267.500 0.80 39.60 0 0 0| 0 0 0 0 1000 200.500 0.69 38.59 0 0 0| 0 0 0 0 1100 141.500 0.58 36.74 0 0 0| 0 10 0 0 1200 100.500 0.46 36.82 0 0 0| 0 1 0 0 1300 68.000 0.35 36.27 0 0 0| 0 3 0 0 1400 33.500 0.20 37.56 0 0 0| 0 0 0 0 1600 Total 0 0 0| 0 14 0 0 Total Calls 0 0 28| 0 1,199 0 0 | Equity Options 22:04 Business Day Tue 31 Aug 2010 Previous Business Day Mon 30 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 33.71 Underlying Price 1218.000 Time to expiry: 17 Days Sep 10 CAB 0.00 50.73 0 0 0| 0 35 0 0 880 CAB 0.00 49.84 0 0 0| 0 0 0 0 920 0.500 -0.01 48.51 0 0 0| 0 33 0 0 960 0.500 -0.01 45.86 0 0 0| 0 0 0 0 980 1.000 -0.02 43.20 0 0 0| 0 218 0 0 1000 2.500 -0.05 41.55 0 0 0| 0 0 0 0 1050 5.500 -0.11 38.79 0 0 0| 0 37 0 0 1100 13.000 -0.22 36.16 0 0 0| 0 0 0 0 1150 35.000 28.000 -0.41 33.96 35.000 30.000 0 0 15| 0 30 0 0 1200 54.500 -0.62 33.27 0 0 0| 0 2 0 0 1250 91.500 -0.80 33.15 0 0 0| 0 11 0 0 1300 135.000 -0.92 33.15 0 0 0| 0 10 0 0 1350 182.500 -0.97 32.15 0 0 0| 0 5 0 0 1400 282.000 -1.00 36.19 0 0 0| 0 0 0 0 1500 382.000 -1.00 2.00 0 0 0| 0 0 0 0 1600 Total 0 0 15| 0 381 0 0 Indicative a-t-m Vol 37.33 Underlying Price 1218.000 Time to expiry: 108 Days Dec 10 10.500 -0.07 44.28 0 0 0| 0 8 0 0 880 19.500 -0.13 42.53 0 0 0| 0 51 0 0 960 26.500 -0.16 41.44 0 0 0| 0 26 0 0 1000 51.500 -0.28 39.62 0 0 0| 0 51 0 0 1100 89.500 -0.43 37.45 0 0 0| 0 37 0 0 1200 146.500 -0.59 36.78 0 0 0| 0 12 0 0 1300 218.500 -0.73 36.22 0 0 0| 0 0 0 0 1400 393.000 -0.90 36.86 0 0 0| 0 0 0 0 1600 Total 0 0 0| 0 185 0 0 Indicative a-t-m Vol 36.78 Underlying Price 1218.000 Time to expiry: 199 Days Mar 11 25.500 -0.12 42.87 0 0 0| 0 1 0 0 880 40.000 -0.17 41.27 0 0 0| 0 1 0 0 960 49.500 -0.21 40.48 0 0 0| 0 5 0 0 1000 80.000 -0.31 38.60 0 0 0| 0 13 0 0 1100 121.000 -0.42 36.92 0 0 0| 0 0 0 0 1200 177.000 -0.54 36.14 0 0 0| 0 10 0 0 1300 244.500 -0.65 35.49 0 0 0| 0 0 0 0 1400 409.500 -0.82 36.19 0 0 0| 0 0 0 0 1600 Total 0 0 0| 0 30 0 0 Total Puts 0 0 15| 0 596 0 0 Grand Total 0 70,990 71,033| 0 72,785 0 0 Equity Options 22:04 Business Day Tue 31 Aug 2010 Previous Business Day Mon 30 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 21.62 Underlying Price 1722.000 Time to expiry: 17 Days Sep 10 223.500 0.98 30.46 0 0 0| 0 0 0 0 1500 127.500 0.90 26.36 0 0 0| 0 0 0 0 1600 82.000 0.81 22.84 0 0 0| 0 0 0 0 1650 46.000 0.62 22.16 0 0 0| 0 2 0 0 1700 20.500 0.38 20.92 0 0 0| 0 1,085 0 0 1750 7.000 0.17 20.23 0 0 0| 0 39 0 0 1800 2.000 0.06 20.17 0 0 0| 0 0 0 0 1850 0.500 0.01 20.00 0 0 0| 0 865 0 0 1900 CAB 0.00 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| 0 2,410 0 0 Indicative a-t-m Vol 23.94 Underlying Price 1722.000 Time to expiry: 108 Days Dec 10 335.000 0.91 32.01 0 0 0| 0 15 0 0 1400 164.000 0.73 26.35 0 0 0| 0 10 0 0 1600 97.000 0.56 24.24 0 0 0| 0 18 0 0 1700 50.000 0.37 22.87 0 0 0| 0 34 0 0 1800 23.000 0.21 22.06 0 0 0| 0 1,084 0 0 1900 9.500 0.10 21.62 0 0 0| 0 223 0 0 2000 2.000 0.02 22.89 0 0 0| 0 5 0 0 2200 0.500 0.01 25.74 0 0 0| 0 17 0 0 2400 Total 0 0 0| 0 1,406 0 0 Indicative a-t-m Vol 23.88 Underlying Price 1722.000 Time to expiry: 199 Days Mar 11 343.000 0.88 29.78 0 0 0| 0 0 0 0 1400 184.000 0.68 25.78 0 0 0| 0 0 0 0 1600 110.500 121.500 0.55 24.14 110.500 110.500 0 0 5| 0 0 0 0 1700 74.500 0.41 22.94 0 0 0| 0 6 0 0 1800 43.500 0.28 22.26 0 0 0| 0 1 0 0 1900 24.000 0.18 21.82 0 0 0| 0 40 0 0 2000 2.500 0.03 23.15 0 0 0| 0 0 0 0 2400 Total 0 0 5| 0 47 0 0 Total Calls 0 0 5| 0 3,863 0 0 | Equity Options 22:04 Business Day Tue 31 Aug 2010 Previous Business Day Mon 30 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 22.21 Underlying Price 1722.000 Time to expiry: 17 Days Sep 10 2.000 -0.04 35.63 0 0 0| 0 300 0 0 1500 5.500 -0.10 27.11 0 0 0| 0 514 0 0 1600 11.500 -0.21 24.86 0 0 0| 0 107 0 0 1650 24.500 -0.39 22.75 0 0 0| 0 483 0 0 1700 48.500 -0.62 21.53 0 0 0| 0 17 0 0 1750 84.500 -0.83 20.43 0 0 0| 0 72 0 0 1800 128.500 -0.97 18.10 0 0 0| 0 10 0 0 1850 178.000 -1.00 2.00 0 0 0| 0 146 0 0 1900 228.000 -1.00 2.00 0 0 0| 0 2 0 0 1950 278.000 -1.00 2.00 0 0 0| 0 14 0 0 2000 478.000 -1.00 2.00 0 0 0| 0 0 0 0 2200 678.000 -1.00 2.00 0 0 0| 0 0 0 0 2400 Total 0 0 0| 0 1,665 0 0 Indicative a-t-m Vol 23.44 Underlying Price 1722.000 Time to expiry: 108 Days Dec 10 15.000 -0.10 30.88 0 0 0| 0 868 0 0 1400 48.500 -0.30 25.83 0 0 0| 0 442 0 0 1600 84.000 -0.46 23.76 0 0 0| 0 57 0 0 1700 138.500 -0.65 22.29 0 0 0| 0 73 0 0 1800 212.500 -0.81 21.36 0 0 0| 0 233 0 0 1900 299.000 -0.92 20.47 0 0 0| 0 117 0 0 2000 494.500 -0.97 24.21 0 0 0| 0 0 0 0 2200 693.000 -0.98 29.19 0 0 0| 0 0 0 0 2400 Total 0 0 0| 0 1,790 0 0 Indicative a-t-m Vol 23.28 Underlying Price 1722.000 Time to expiry: 199 Days Mar 11 32.500 33.000 -0.16 28.75 32.500 32.500 0 0 1| 0 365 0 0 1400 80.500 -0.35 25.10 0 0 0| 0 5 0 0 1600 121.000 -0.47 23.55 0 0 0| 0 20 0 0 1700 175.500 -0.61 22.35 0 0 0| 0 17 0 0 1800 245.000 -0.74 21.51 0 0 0| 0 0 0 0 1900 327.000 -0.84 21.21 0 0 0| 0 0 0 0 2000 705.000 -0.99 18.26 0 0 0| 0 0 0 0 2400 Total 0 0 1| 0 407 0 0 Total Puts 0 0 1| 0 3,862 0 0 Grand Total 0 61,830 61,836| 0 69,555 0 0 Equity Options 22:04 Business Day Tue 31 Aug 2010 Previous Business Day Mon 30 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 21.50 Underlying Price 570.500 Time to expiry: 17 Days Sep 10 130.750 1.00 30.01 0 0 0| 0 0 0 0 440 110.750 1.00 28.69 0 0 0| 0 0 0 0 460 90.750 1.00 27.90 0 0 0| 0 0 0 0 480 70.750 0.99 24.53 0 0 0| 0 8 0 0 500 51.000 0.97 23.18 0 0 0| 0 2 0 0 520 32.000 0.89 20.58 0 0 0| 0 7 0 0 540 16.750 0.67 21.23 0 0 0| 0 373 0 0 560 7.000 0.38 21.73 0 0 0| 0 244 0 0 580 2.500 0.17 22.68 0 0 0| 0 1,340 0 0 600 0.750 0.07 24.30 0 0 0| 0 1 0 0 620 0.250 0.02 25.19 0 0 0| 0 10 0 0 640 CAB 0.00 27.51 0 0 0| 0 0 0 0 680 Total 0 0 0| 0 1,985 0 0 Indicative a-t-m Vol 22.04 Underlying Price 570.500 Time to expiry: 108 Days Dec 10 132.750 0.97 28.69 0 0 0| 0 0 0 0 440 94.500 0.92 24.87 0 0 0| 0 5 0 0 480 59.750 0.80 22.88 0 0 0| 0 161 0 0 520 45.000 0.71 22.43 0 0 0| 0 3 0 0 540 32.500 0.59 22.04 0 0 0| 0 142 0 0 560 15.250 0.36 22.03 0 0 0| 0 177 0 0 600 6.500 0.18 22.32 0 0 0| 0 759 0 0 640 1.000 0.04 23.33 0 0 0| 0 125 0 0 720 Total 0 0 0| 0 1,372 0 0 Indicative a-t-m Vol 22.11 Underlying Price 570.500 Time to expiry: 199 Days Mar 11 133.500 0.95 26.79 0 0 0| 0 0 0 0 440 97.250 0.88 24.91 0 0 0| 0 0 0 0 480 65.250 0.75 23.52 0 0 0| 0 1 0 0 520 39.500 0.57 22.33 0 0 0| 0 43 0 0 560 21.750 0.39 21.52 0 0 0| 0 15 0 0 600 11.000 0.23 21.16 0 0 0| 0 23 0 0 640 2.250 0.06 20.94 0 0 0| 0 0 0 0 720 Total 0 0 0| 0 82 0 0 Total Calls 0 0 0| 0 3,439 0 0 | Equity Options 22:04 Business Day Tue 31 Aug 2010 Previous Business Day Mon 30 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 23.60 Underlying Price 570.500 Time to expiry: 17 Days Sep 10 CAB 0.00 30.00 0 0 0| 0 35 0 0 440 CAB 0.00 28.00 0 0 0| 0 120 0 0 460 CAB 0.00 27.00 0 0 0| 0 135 0 0 480 CAB -0.01 26.00 0 0 0| 0 16 0 0 500 0.750 -0.05 26.00 0 0 0| 0 197 0 0 520 4.500 2.250 -0.14 23.90 4.500 4.500 0 0 25| 0 1 0 0 540 7.250 -0.35 23.50 0 0 0| 0 244 0 0 560 17.250 -0.61 23.68 0 0 0| 0 113 0 0 580 32.750 -0.81 25.24 0 0 0| 0 47 0 0 600 51.000 -0.90 28.64 0 0 0| 0 11 0 0 620 69.750 -0.97 27.31 0 0 0| 0 0 0 0 640 109.500 -1.00 29.41 0 0 0| 0 2 0 0 680 Total 0 0 25| 0 921 0 0 Indicative a-t-m Vol 22.60 Underlying Price 570.500 Time to expiry: 108 Days Dec 10 1.750 -0.05 28.33 0 0 0| 0 41 0 0 440 4.750 -0.12 25.59 0 0 0| 0 444 0 0 480 11.500 -0.25 23.47 0 0 0| 0 72 0 0 520 18.000 -0.35 22.97 0 0 0| 0 117 0 0 540 26.500 -0.46 22.61 0 0 0| 0 81 0 0 560 51.500 -0.68 22.58 0 0 0| 0 24 0 0 600 84.000 -0.83 23.35 0 0 0| 0 20 0 0 640 159.500 -0.94 27.28 0 0 0| 0 0 0 0 720 Total 0 0 0| 0 799 0 0 Indicative a-t-m Vol 22.73 Underlying Price 570.500 Time to expiry: 199 Days Mar 11 5.000 -0.09 26.88 0 0 0| 0 3 0 0 440 12.500 10.750 -0.17 25.44 12.500 12.500 0 0 5| 0 19 0 0 480 21.000 20.500 -0.30 24.00 21.000 21.000 0 0 1| 0 9 0 0 520 36.250 -0.46 22.90 0 0 0| 0 12 0 0 560 62.750 59.500 -0.62 22.28 62.750 62.750 0 0 1| 0 18 0 0 600 89.000 -0.77 21.94 0 0 0| 0 10 0 0 640 161.000 -0.91 23.43 0 0 0| 0 0 0 0 720 Total 0 0 7| 0 71 0 0 Total Puts 0 0 32| 0 1,791 0 0 Grand Total 0 61,830 61,862| 0 67,060 0 0 Equity Options 22:04 Business Day Tue 31 Aug 2010 Previous Business Day Mon 30 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 39.39 Underlying Price 1889.000 Time to expiry: 17 Days Sep 10 300.000 0.91 57.81 0 0 0| 0 0 0 0 1600 212.500 0.83 54.36 0 0 0| 0 0 0 0 1700 162.500 0.79 45.02 0 0 0| 0 0 0 0 1750 122.000 0.72 41.66 0 0 0| 0 0 0 0 1800 89.000 0.61 40.70 0 0 0| 0 0 0 0 1850 60.500 0.49 39.02 0 0 0| 0 0 0 0 1900 38.000 0.37 37.59 0 0 0| 0 0 0 0 1950 25.500 0.27 38.56 0 0 0| 0 6 0 0 2000 17.500 0.17 47.57 0 0 0| 0 0 0 0 2100 14.000 0.13 56.71 0 0 0| 0 307 0 0 2200 7.000 0.07 57.41 0 0 0| 0 18 0 0 2300 5.500 0.05 63.02 0 0 0| 0 40 0 0 2400 3.500 0.03 66.93 0 0 0| 0 26 0 0 2500 3.500 0.03 74.44 0 0 0| 0 384 0 0 2600 1.500 0.02 72.45 0 0 0| 0 0 0 0 2700 1.000 0.01 72.45 0 0 0| 0 177 0 0 2800 CAB 0.00 73.26 0 0 0| 0 322 0 0 3000 CAB 0.00 74.88 0 0 0| 0 46 0 0 3200 CAB 0.00 75.70 0 0 0| 0 0 0 0 3400 CAB 0.00 75.29 0 0 0| 0 4 0 0 3600 Total 0 0 0| 0 1,330 0 0 Indicative a-t-m Vol 55.02 Underlying Price 1889.000 Time to expiry: 108 Days Dec 10 390.500 0.76 57.53 0 0 0| 0 18 0 0 1600 326.000 0.69 56.47 0 0 0| 0 0 0 0 1700 268.500 0.62 55.68 0 0 0| 0 0 0 0 1800 218.500 0.55 54.94 0 0 0| 0 0 0 0 1900 178.500 0.48 55.01 0 0 0| 0 11 0 0 2000 90.000 115.000 0.36 54.29 90.000 90.000 0 0 3| 0 2 0 0 2200 72.000 0.25 54.08 0 0 0| 0 8 0 0 2400 46.000 0.18 54.37 0 0 0| 0 0 0 0 2600 29.000 0.12 54.72 0 0 0| 0 28 0 0 2800 18.500 0.08 54.98 0 0 0| 0 25 0 0 3000 11.500 0.05 55.26 0 0 0| 0 1 0 0 3200 7.000 0.04 55.50 0 0 0| 0 1 0 0 3400 4.500 0.02 55.80 0 0 0| 0 0 0 0 3600 Total 0 0 3| 0 94 0 0 Indicative a-t-m Vol 52.97 Underlying Price 1889.000 Time to expiry: 199 Days Mar 11 551.500 0.85 49.15 0 0 0| 0 3 0 0 1400 429.000 0.73 51.84 0 0 0| 0 0 0 0 1600 377.000 0.68 52.48 0 0 0| 0 0 0 0 1700 329.500 0.62 52.84 0 0 0| 0 0 0 0 1800 285.500 0.57 52.98 0 0 0| 0 0 0 0 1900 247.000 0.52 52.98 0 0 0| 0 6 0 0 2000 Equity Options 22:04 Business Day Tue 31 Aug 2010 Previous Business Day Mon 30 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 | 181.500 0.42 52.80 0 0 0| 0 0 0 0 2200 132.500 0.33 52.52 0 0 0| 0 1 0 0 2400 95.500 0.26 52.20 0 0 0| 0 0 0 0 2600 69.500 0.20 52.32 0 0 0| 0 6 0 0 2800 38.500 0.12 52.96 0 0 0| 0 1 0 0 3200 Total 0 0 0| 0 17 0 0 Total Calls 0 0 3| 0 1,441 0 0 | Equity Options 22:04 Business Day Tue 31 Aug 2010 Previous Business Day Mon 30 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 51.63 Underlying Price 1889.000 Time to expiry: 17 Days Sep 10 9.000 -0.08 56.00 0 0 0| 0 0 0 0 1600 40.000 20.000 -0.16 51.95 40.000 40.000 0 0 5| 0 0 0 0 1700 35.000 -0.24 54.38 0 0 0| 0 0 0 0 1750 42.000 -0.31 48.27 0 0 0| 0 104 0 0 1800 64.000 -0.40 49.83 0 0 0| 0 3 0 0 1850 93.000 -0.50 52.15 0 0 0| 0 251 0 0 1900 128.000 -0.58 55.70 0 0 0| 0 0 0 0 1950 161.500 -0.65 56.07 0 0 0| 0 8 0 0 2000 238.500 -0.78 56.61 0 0 0| 0 1 0 0 2100 324.000 -0.88 56.27 0 0 0| 0 113 0 0 2200 417.500 -0.93 57.57 0 0 0| 0 0 0 0 2300 513.500 -0.97 57.55 0 0 0| 0 404 0 0 2400 611.500 -0.99 54.90 0 0 0| 0 4 0 0 2500 711.500 -0.99 59.88 0 0 0| 0 0 0 0 2600 811.000 -1.00 59.88 0 0 0| 0 0 0 0 2700 911.000 -1.00 59.88 0 0 0| 0 0 0 0 2800 1111.500 -1.00 80.97 0 0 0| 0 0 0 0 3000 1311.500 -1.00 91.00 0 0 0| 0 0 0 0 3200 1511.500 -1.00 100.42 0 0 0| 0 74 0 0 3400 1711.500 -1.00 109.00 0 0 0| 0 0 0 0 3600 Total 0 0 5| 0 962 0 0 Indicative a-t-m Vol 55.37 Underlying Price 1889.000 Time to expiry: 108 Days Dec 10 102.500 -0.25 56.74 500 0 500| 0 37 0 0 1600 139.500 -0.31 56.15 0 0 0| 0 0 0 0 1700 184.500 -0.38 55.66 0 0 0| 0 266 0 0 1800 236.500 -0.45 55.34 0 0 0| 0 0 0 0 1900 295.500 -0.52 55.06 0 0 0| 0 34 0 0 2000 434.500 -0.65 54.86 0 0 0| 0 6 0 0 2200 591.500 -0.75 54.67 0 0 0| 0 28 0 0 2400 765.500 -0.82 55.08 0 0 0| 0 10 0 0 2600 948.500 -0.88 55.75 0 0 0| 0 0 0 0 2800 1137.500 -0.91 56.32 0 0 0| 0 18 0 0 3000 1330.000 -0.94 56.88 0 0 0| 0 0 0 0 3200 1525.500 -0.96 57.69 0 0 0| 0 0 0 0 3400 1722.500 -0.97 59.00 0 0 0| 0 0 0 0 3600 Total 500 0 500| 0 399 0 0 Indicative a-t-m Vol 53.32 Underlying Price 1889.000 Time to expiry: 199 Days Mar 11 68.000 -0.16 49.28 0 0 0| 0 6 0 0 1400 147.000 -0.27 52.14 0 0 0| 0 0 0 0 1600 195.000 195.000 -0.32 52.82 195.000 S 195.000 S 0 0 6| 0 0 0 0 1700 245.000 247.000 -0.38 53.18 245.000 S 245.000 S 0 0 3| 0 7 0 0 1800 303.000 -0.43 53.33 0 0 0| 0 1 0 0 1900 364.500 -0.48 53.33 0 0 0| 0 6 0 0 2000 498.500 -0.58 53.13 0 0 0| 0 1 0 0 2200 Equity Options 22:04 Business Day Tue 31 Aug 2010 Previous Business Day Mon 30 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 | 650.000 649.000 -0.67 52.85 650.000 650.000 0 0 3| 0 7 0 0 2400 812.000 -0.74 52.63 0 0 0| 0 4 0 0 2600 985.500 -0.80 52.77 0 0 0| 0 0 0 0 2800 1354.500 -0.88 53.70 0 0 0| 0 0 0 0 3200 Total 0 0 12| 0 32 0 0 Total Puts 500 0 517| 0 1,393 0 0 Grand Total 500 100,760 101,280| 0 103,594 0 0 Equity Options 22:04 Business Day Tue 31 Aug 2010 Previous Business Day Mon 30 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 20.60 Underlying Price 157.150 Time to expiry: 17 Days Sep 10 57.500 1.00 66.01 0 0 0| 0 0 0 0 100 47.250 1.00 62.47 0 0 0| 0 0 0 0 110 37.250 0.99 56.96 0 0 0| 0 2 0 0 120 27.500 0.97 47.68 0 0 0| 0 4,212 0 0 130 22.500 0.95 43.24 0 0 0| 0 168 0 0 135 17.500 0.94 34.46 0 0 0| 0 13,971 0 0 140 9.750 12.750 0.91 28.04 10.750 S 9.750 S 0 0 154| 0 1,676 0 0 145 5.250 8.000 0.83 23.09 6.000 5.250 0 0 250| 0 40,864 0 0 150 4.250 0.63 21.27 0 0 0| 0 16,764 0 0 155 1.500 1.750 0.35 20.15 1.500 1.500 0 0 200| 0 27,295 0 0 160 CAB 0.00 7.77 0 0 0| 0 200 0 0 170 CAB 0.00 7.58 0 0 0| 0 2,325 0 0 180 Total 0 0 604| 0 107,477 0 0 Indicative a-t-m Vol 20.72 Underlying Price 157.150 Time to expiry: 45 Days Oct 10 37.500 0.98 38.09 0 0 0| 0 0 0 0 120 27.500 0.96 31.91 0 0 0| 0 0 0 0 130 18.250 0.89 27.78 0 0 0| 0 40 0 0 140 13.750 0.83 25.39 0 0 0| 0 15 0 0 145 9.500 0.74 22.55 0 0 0| 0 1,920 0 0 150 6.000 0.59 21.63 0 0 0| 0 3,089 0 0 155 3.250 0.42 20.11 0 0 0| 0 2,350 0 0 160 0.750 0.14 19.63 0 0 0| 0 0 0 0 170 0.250 0.05 22.28 0 0 0| 0 0 0 0 180 Total 0 0 0| 0 7,414 0 0 Indicative a-t-m Vol 21.97 Underlying Price 157.150 Time to expiry: 80 Days Nov 10 28.000 0.94 28.90 0 0 0| 0 0 0 0 130 19.000 0.85 26.92 0 0 0| 0 0 0 0 140 14.750 0.78 25.53 0 0 0| 0 0 0 0 145 11.000 0.69 23.60 0 0 0| 0 14 0 0 150 7.750 0.58 22.52 0 0 0| 0 45 0 0 155 4.000 5.000 0.45 21.60 4.000 4.000 0 0 35| 0 6,050 0 0 160 1.750 0.22 21.05 0 0 0| 0 150 0 0 170 Total 0 0 35| 0 6,259 0 0 Indicative a-t-m Vol 22.59 Underlying Price 157.150 Time to expiry: 108 Days Dec 10 61.500 0.99 46.20 0 0 0| 0 0 0 0 96 54.000 57.500 0.99 42.55 54.000 S 54.000 S 0 0 99| 0 103 0 0 100 37.750 0.96 33.65 0 0 0| 0 66,692 0 0 120 28.250 0.92 29.94 0 0 0| 0 13,776 0 0 130 16.750 19.750 0.82 28.29 16.750 S 16.750 S 0 0 99| 0 51,341 0 0 140 9.500 11.750 0.67 24.72 10.250 S 9.500 S 0 0 154| 0 86,676 0 0 150 5.500 5.750 0.46 22.06 5.500 5.500 0 0 58| 0 94,840 0 0 160 1.000 0.11 20.98 0 0 0| 0 30,405 0 0 180 Equity Options 22:04 Business Day Tue 31 Aug 2010 Previous Business Day Mon 30 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 20.75 0 0 0| 0 0 0 0 200 Total 0 0 410| 0 343,833 0 0 Indicative a-t-m Vol 23.18 Underlying Price 157.150 Time to expiry: 199 Days Mar 11 57.500 0.99 35.32 0 0 0| 0 0 0 0 100 38.250 0.93 30.58 0 0 0| 0 0 0 0 120 29.000 0.88 27.30 0 0 0| 0 0 0 0 130 21.000 0.76 26.90 0 0 0| 0 7,009 0 0 140 14.000 0.63 24.55 0 0 0| 0 308 0 0 150 7.750 8.250 0.47 22.84 7.750 7.750 0 0 6| 0 296 0 0 160 2.500 0.19 21.33 0 0 0| 0 200 0 0 180 Total 0 0 6| 0 7,813 0 0 Indicative a-t-m Vol 23.83 Underlying Price 157.150 Time to expiry: 290 Days Jun 11 57.500 0.99 32.96 0 0 0| 0 2 0 0 100 38.500 0.91 30.05 0 0 0| 0 0 0 0 120 30.000 0.84 28.58 0 0 0| 0 1,101 0 0 130 23.000 0.73 28.39 0 0 0| 0 5,440 0 0 140 15.250 0.62 24.20 0 0 0| 0 10,071 0 0 150 10.250 0.48 23.74 0 0 0| 0 1,283 0 0 160 4.000 0.25 22.73 0 0 0| 0 0 0 0 180 Total 0 0 0| 0 17,897 0 0 Indicative a-t-m Vol 25.05 Underlying Price 157.150 Time to expiry: 472 Days Dec 11 57.750 0.97 34.79 0 0 0| 0 0 0 0 100 39.000 0.89 29.34 0 0 0| 0 24,000 0 0 120 23.000 0.72 25.57 0 0 0| 0 18,010 0 0 140 12.750 0.49 25.00 0 0 0| 0 13,520 0 0 160 6.000 0.30 23.56 0 0 0| 0 7,000 0 0 180 Total 0 0 0| 0 62,530 0 0 Indicative a-t-m Vol 25.71 Underlying Price 157.150 Time to expiry: 654 Days Jun 12 39.500 0.87 29.61 0 0 0| 0 0 0 0 120 24.750 0.69 26.87 0 0 0| 0 0 0 0 140 14.750 0.50 25.58 0 0 0| 0 2,500 0 0 160 8.000 0.33 24.08 0 0 0| 0 0 0 0 180 Total 0 0 0| 0 2,500 0 0 Indicative a-t-m Vol 25.28 Underlying Price 157.150 Time to expiry: 843 Days Dec 12 59.500 0.91 42.70 0 0 0| 0 0 0 0 100 39.750 0.86 29.53 0 0 0| 0 0 0 0 120 25.250 0.69 26.57 0 0 0| 0 10,000 0 0 140 15.500 0.50 25.14 0 0 0| 0 0 0 0 160 8.500 0.34 23.51 0 0 0| 0 6,500 0 0 180 Total 0 0 0| 0 16,500 0 0 Total Calls 0 0 1,055| 0 572,223 0 0 | Equity Options 22:04 Business Day Tue 31 Aug 2010 Previous Business Day Mon 30 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 19.88 Underlying Price 157.150 Time to expiry: 17 Days Sep 10 CAB 0.00 42.00 0 0 0| 0 100 0 0 100 CAB 0.00 42.54 0 0 0| 0 150 0 0 110 CAB 0.00 41.46 0 0 0| 0 5,445 0 0 120 CAB -0.01 38.23 0 0 0| 0 28,431 0 0 130 CAB -0.01 30.56 0 0 0| 0 5,085 0 0 135 0.250 CAB -0.03 27.23 0.250 0.250 0 0 150| 0 15,417 0 0 140 0.750 0.250 -0.07 25.25 0.750 0.500 0 0 230| 0 4,909 0 0 145 1.500 0.750 -0.18 23.39 1.000 1.000 0 1,000 1,101| 0 16,090 0 0 150 2.000 -0.37 21.12 0 0 0| 0 228 0 0 155 4.250 -0.66 19.05 0 0 0| 0 201 0 0 160 13.000 -0.97 19.50 0 0 0| 0 0 0 0 170 22.750 -1.00 18.26 0 0 0| 0 0 0 0 180 Total 0 1,000 1,481| 0 76,056 0 0 Indicative a-t-m Vol 21.31 Underlying Price 157.150 Time to expiry: 45 Days Oct 10 0.250 -0.02 37.75 0 0 0| 0 40 0 0 120 0.500 -0.05 34.00 0 0 0| 0 19 0 0 130 1.000 1.000 -0.12 28.77 1.000 1.000 0 0 101| 0 85 0 0 140 2.000 1.500 -0.17 25.77 2.000 1.500 0 0 57| 0 1,380 0 0 145 2.250 -0.27 23.38 0 0 0| 0 11,211 0 0 150 3.750 -0.41 22.30 0 0 0| 0 100 0 0 155 6.000 -0.58 20.64 0 0 0| 0 0 0 0 160 13.500 -0.86 19.80 0 0 0| 0 0 0 0 170 23.000 -0.95 22.71 0 0 0| 0 0 0 0 180 Total 0 0 158| 0 12,835 0 0 Indicative a-t-m Vol 23.23 Underlying Price 157.150 Time to expiry: 80 Days Nov 10 1.250 -0.11 31.53 0 0 0| 0 0 0 0 130 2.500 -0.20 27.86 0 0 0| 0 5 0 0 140 3.500 -0.28 25.85 0 0 0| 0 2 0 0 145 5.000 -0.37 24.74 0 0 0| 0 0 0 0 150 9.750 7.250 -0.49 23.93 9.750 9.750 0 0 10| 0 0 0 0 155 9.750 -0.60 22.77 0 0 0| 0 0 0 0 160 17.000 -0.80 22.10 0 0 0| 0 0 0 0 170 Total 0 0 10| 0 7 0 0 Indicative a-t-m Vol 23.21 Underlying Price 157.150 Time to expiry: 108 Days Dec 10 0.500 -0.03 48.98 0 0 0| 0 735 0 0 96 0.500 -0.03 46.28 0 0 0| 0 29,150 0 0 100 1.000 -0.08 34.82 0 0 0| 0 85,547 0 0 120 1.750 -0.13 30.98 0 0 0| 0 38,544 0 0 130 3.500 -0.23 27.76 0 0 0| 0 39,626 0 0 140 6.000 -0.38 24.77 0 0 0| 0 33,193 0 0 150 10.750 -0.58 22.82 0 0 0| 0 15,411 0 0 160 26.250 -0.88 22.63 0 0 0| 0 101 0 0 180 45.500 -0.97 23.66 0 0 0| 0 0 0 0 200 Equity Options 22:04 Business Day Tue 31 Aug 2010 Previous Business Day Mon 30 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 24.23 Underlying Price 157.150 Time to expiry: 199 Days Mar 11 1.000 -0.04 37.91 0 0 0| 0 10 0 0 100 2.250 -0.12 32.19 0 0 0| 0 79 0 0 120 3.750 -0.18 29.82 0 0 0| 0 36 0 0 130 6.000 -0.27 27.39 0 0 0| 0 2,407 0 0 140 9.000 -0.39 25.38 0 0 0| 0 105 0 0 150 13.750 -0.54 23.94 0 0 0| 0 11 0 0 160 27.750 -0.80 22.18 0 0 0| 0 24 0 0 180 Total 0 0 0| 0 2,672 0 0 Indicative a-t-m Vol 24.38 Underlying Price 157.150 Time to expiry: 290 Days Jun 11 2.000 -0.08 35.55 0 0 0| 0 1,710 0 0 100 4.250 -0.17 30.38 0 0 0| 0 1,048 0 0 120 6.500 6.500 -0.25 28.52 6.500 6.500 0 0 10| 0 1,232 0 0 130 9.500 9.500 -0.35 26.66 9.500 9.500 0 0 10| 0 3,824 0 0 140 13.500 -0.46 24.86 0 0 0| 0 16 0 0 150 19.250 -0.58 24.25 0 0 0| 0 150 0 0 160 34.250 -0.77 24.43 0 0 0| 0 100 0 0 180 Total 0 0 20| 0 8,080 0 0 Indicative a-t-m Vol 25.90 Underlying Price 157.150 Time to expiry: 472 Days Dec 11 4.250 -0.12 35.22 0 0 0| 0 7,530 0 0 100 8.000 -0.22 30.70 0 0 0| 0 36,520 0 0 120 14.500 -0.38 27.70 0 0 0| 0 20,502 0 0 140 24.750 -0.56 25.70 0 0 0| 0 3,004 0 0 160 38.750 -0.72 24.74 0 0 0| 0 0 0 0 180 Total 0 0 0| 0 67,556 0 0 Indicative a-t-m Vol 25.04 Underlying Price 157.150 Time to expiry: 654 Days Jun 12 10.500 -0.26 28.50 0 0 0| 0 0 0 0 120 18.250 -0.41 26.12 0 0 0| 0 0 0 0 140 29.750 -0.58 24.92 0 0 0| 0 0 0 0 160 43.500 -0.73 23.36 0 0 0| 0 0 0 0 180 Total 0 0 0| 0 0 0 0 Indicative a-t-m Vol 25.34 Underlying Price 157.150 Time to expiry: 843 Days Dec 12 8.500 -0.18 32.99 0 0 0| 0 0 0 0 100 14.000 -0.29 29.39 0 0 0| 0 2,500 0 0 120 21.750 -0.42 26.50 0 0 0| 0 9,500 0 0 140 33.250 -0.56 25.21 0 0 0| 0 0 0 0 160 48.000 -0.68 25.07 0 0 0| 0 0 0 0 180 Total 0 0 0| 0 12,000 0 0 Total Puts 0 1,000 1,669| 0 421,513 0 0 Grand Total 0 149,850 151,574| 0 1,142,586 0 0 Equity Options 22:04 Business Day Tue 31 Aug 2010 Previous Business Day Mon 30 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 28.03 Underlying Price 1396.000 Time to expiry: 17 Days Sep 10 396.500 1.00 49.50 0 0 0| 0 0 0 0 1000 296.500 1.00 42.14 0 0 0| 0 0 0 0 1100 197.500 0.98 34.98 0 0 0| 0 0 0 0 1200 104.000 0.86 31.35 0 0 0| 0 2 0 0 1300 63.500 0.71 29.30 0 0 0| 0 0 0 0 1350 33.000 0.50 27.92 0 0 0| 0 308 0 0 1400 13.500 0.27 26.60 0 0 0| 0 302 0 0 1450 4.500 0.12 26.60 0 0 0| 0 28 0 0 1500 2.000 0.05 28.71 0 0 0| 0 24 0 0 1550 1.000 0.02 30.37 0 0 0| 0 181 0 0 1600 0.500 0.01 37.47 0 0 0| 0 4 0 0 1700 CAB 0.00 42.92 0 0 0| 0 3 0 0 1800 Total 0 0 0| 0 852 0 0 Indicative a-t-m Vol 27.91 Underlying Price 1396.000 Time to expiry: 108 Days Dec 10 399.000 0.98 35.12 0 0 0| 0 0 0 0 1000 215.500 0.85 31.28 0 0 0| 0 0 0 0 1200 138.500 0.70 29.40 0 0 0| 0 0 0 0 1300 79.500 0.52 27.84 0 0 0| 0 12 0 0 1400 39.500 0.33 26.62 0 0 0| 0 3 0 0 1500 18.000 0.18 26.33 0 0 0| 0 5 0 0 1600 8.000 0.09 26.42 0 0 0| 0 2 0 0 1700 3.000 0.04 26.32 0 0 0| 0 7 0 0 1800 Total 0 0 0| 0 29 0 0 Indicative a-t-m Vol 29.00 Underlying Price 1396.000 Time to expiry: 199 Days Mar 11 240.500 0.77 32.24 0 0 0| 0 0 0 0 1200 172.000 0.66 30.52 0 0 0| 0 0 0 0 1300 114.500 0.53 28.94 0 0 0| 0 0 0 0 1400 71.500 0.40 27.80 0 0 0| 0 0 0 0 1500 44.500 0.28 27.55 0 0 0| 0 0 0 0 1600 15.500 0.12 27.32 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 22:04 Business Day Tue 31 Aug 2010 Previous Business Day Mon 30 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 28.46 Underlying Price 1396.000 Time to expiry: 17 Days Sep 10 CAB 0.00 38.84 0 0 0| 0 15 0 0 1000 CAB 0.00 40.96 0 0 0| 0 0 0 0 1100 1.500 -0.03 37.16 0 0 0| 0 5 0 0 1200 8.500 -0.15 32.66 0 0 0| 0 309 0 0 1300 18.000 -0.30 30.25 0 0 0| 0 3 0 0 1350 37.000 -0.50 28.31 0 0 0| 0 14 0 0 1400 67.500 -0.73 27.09 0 0 0| 0 5 0 0 1450 108.500 -0.88 26.87 0 0 0| 0 14 0 0 1500 155.500 -0.95 28.91 0 0 0| 0 0 0 0 1550 204.500 -0.98 30.98 0 0 0| 0 7 0 0 1600 304.500 -0.98 41.86 0 0 0| 0 0 0 0 1700 404.500 -0.99 52.07 0 0 0| 0 0 0 0 1800 Total 0 0 0| 0 372 0 0 Indicative a-t-m Vol 27.59 Underlying Price 1396.000 Time to expiry: 108 Days Dec 10 6.000 -0.05 38.04 0 0 0| 0 20 0 0 1000 24.500 -0.18 31.63 0 0 0| 0 10 0 0 1200 49.000 -0.31 29.49 0 0 0| 0 8 0 0 1300 89.500 -0.49 27.51 0 0 0| 0 14 0 0 1400 150.000 -0.68 26.33 0 0 0| 0 11 0 0 1500 228.500 -0.83 25.72 0 0 0| 0 16 0 0 1600 319.000 -0.92 26.12 0 0 0| 0 0 0 0 1700 415.000 -0.96 26.81 0 0 0| 0 0 0 0 1800 Total 0 0 0| 0 79 0 0 Indicative a-t-m Vol 28.91 Underlying Price 1396.000 Time to expiry: 199 Days Mar 11 49.000 -0.23 32.03 0 0 0| 0 1 0 0 1200 79.500 -0.34 30.11 0 0 0| 0 0 0 0 1300 123.000 -0.47 28.86 0 0 0| 0 2 0 0 1400 181.500 -0.61 28.06 0 0 0| 0 3 0 0 1500 252.500 -0.73 27.39 0 0 0| 0 0 0 0 1600 424.500 -0.89 27.30 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 59,540 59,540| 0 60,878 0 0 Equity Options 22:04 Business Day Tue 31 Aug 2010 Previous Business Day Mon 30 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 26.46 Underlying Price 167.400 Time to expiry: 17 Days Sep 10 27.500 0.99 34.26 0 0 0| 0 0 0 0 140 17.500 0.97 27.26 0 0 0| 0 0 0 0 150 13.000 0.91 26.97 0 0 0| 0 0 0 0 155 8.500 0.80 25.86 0 0 0| 0 0 0 0 160 5.250 0.61 26.64 0 0 0| 0 0 0 0 165 2.750 0.41 26.34 0 0 0| 0 0 0 0 170 1.250 0.22 24.97 0 0 0| 0 0 0 0 175 1.000 0.16 31.12 0 0 0| 0 0 0 0 180 0.750 0.11 35.00 0 0 0| 0 10 0 0 185 0.500 0.07 38.00 0 0 0| 0 0 0 0 190 0.250 0.02 40.00 0 0 0| 0 5 0 0 200 CAB 0.01 40.00 0 0 0| 0 0 0 0 210 CAB 0.00 40.00 0 0 0| 0 47 0 0 220 CAB 0.00 40.00 0 0 0| 0 2 0 0 230 CAB 0.00 40.00 0 0 0| 0 0 0 0 240 Total 0 0 0| 0 64 0 0 Indicative a-t-m Vol 30.46 Underlying Price 167.400 Time to expiry: 108 Days Dec 10 29.250 0.88 34.08 0 0 0| 0 0 0 0 140 21.000 0.78 32.48 0 0 0| 0 0 0 0 150 14.250 0.64 31.62 0 0 0| 0 0 0 0 160 8.750 0.48 30.17 0 0 0| 0 0 0 0 170 5.250 0.33 29.24 0 0 0| 0 0 0 0 180 2.750 0.21 28.91 0 0 0| 0 15 0 0 190 1.500 0.13 29.00 0 0 0| 0 0 0 0 200 0.750 0.08 29.38 0 0 0| 0 0 0 0 210 0.500 0.05 30.39 0 0 0| 0 2 0 0 220 0.250 0.03 31.92 0 0 0| 0 3 0 0 230 0.250 0.03 33.96 0 0 0| 0 15 0 0 240 Total 0 0 0| 0 35 0 0 Indicative a-t-m Vol 31.21 Underlying Price 167.400 Time to expiry: 199 Days Mar 11 31.250 0.81 34.08 0 0 0| 0 0 0 0 140 24.250 0.71 32.86 0 0 0| 0 0 0 0 150 18.250 0.61 31.96 0 0 0| 0 0 0 0 160 13.000 0.50 31.02 0 0 0| 0 0 0 0 170 9.250 0.40 30.37 0 0 0| 0 7 0 0 180 6.250 0.30 29.94 0 0 0| 0 0 0 0 190 4.250 0.23 29.68 0 0 0| 0 36 0 0 200 2.000 0.12 29.80 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 22:04 Business Day Tue 31 Aug 2010 Previous Business Day Mon 30 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 27.38 Underlying Price 167.400 Time to expiry: 17 Days Sep 10 CAB -0.01 32.38 0 0 0| 0 0 0 0 140 0.250 -0.05 31.14 0 0 0| 0 0 0 0 150 0.500 -0.11 29.41 0 0 0| 0 0 0 0 155 1.500 -0.23 28.67 0 0 0| 0 13 0 0 160 3.000 -0.39 27.55 0 0 0| 0 0 0 0 165 5.500 -0.59 27.27 0 0 0| 0 0 0 0 170 9.000 -0.75 27.85 0 0 0| 0 55 0 0 175 13.500 -0.85 30.06 0 0 0| 0 225 0 0 180 18.000 -0.91 33.25 0 0 0| 0 0 0 0 185 23.000 -0.93 37.94 0 0 0| 0 119 0 0 190 33.000 -0.95 46.50 0 0 0| 0 0 0 0 200 42.750 -0.97 52.23 0 0 0| 0 0 0 0 210 52.750 -0.99 54.80 0 0 0| 0 0 0 0 220 62.500 -0.99 57.96 0 0 0| 0 0 0 0 230 72.500 -1.00 60.14 0 0 0| 0 0 0 0 240 Total 0 0 0| 0 412 0 0 Indicative a-t-m Vol 30.50 Underlying Price 167.400 Time to expiry: 108 Days Dec 10 3.000 -0.17 34.25 0 0 0| 0 9 0 0 140 5.250 -0.27 32.55 0 0 0| 0 0 0 0 150 8.500 -0.39 30.73 0 0 0| 0 35 0 0 160 13.750 -0.54 30.44 0 0 0| 0 12 0 0 170 20.250 -0.68 29.95 0 0 0| 0 30 0 0 180 28.000 -0.79 29.15 0 0 0| 0 5 0 0 190 36.500 -0.88 28.57 0 0 0| 0 1 0 0 200 45.750 -0.94 27.74 0 0 0| 0 0 0 0 210 55.500 -0.96 28.84 0 0 0| 0 0 0 0 220 67.000 -0.94 37.42 0 0 0| 0 0 0 0 230 80.250 -0.93 42.80 0 0 0| 0 0 0 0 240 Total 0 0 0| 0 92 0 0 Indicative a-t-m Vol 31.39 Underlying Price 167.400 Time to expiry: 199 Days Mar 11 6.000 -0.22 34.19 0 0 0| 0 0 0 0 140 8.750 -0.30 32.91 0 0 0| 0 0 0 0 150 12.750 -0.40 31.95 0 0 0| 0 7 0 0 160 18.000 -0.50 31.25 0 0 0| 0 2 0 0 170 23.750 -0.61 30.35 0 0 0| 0 20 0 0 180 31.000 -0.70 30.19 0 0 0| 0 0 0 0 190 39.000 -0.78 30.07 0 0 0| 0 0 0 0 200 57.000 -0.88 30.73 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 77,860 77,860| 0 78,535 0 0 Equity Options 22:04 Business Day Tue 31 Aug 2010 Previous Business Day Mon 30 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 44.55 Underlying Price 1259.000 Time to expiry: 17 Days Sep 10 267.000 0.92 77.00 0 0 0| 0 0 0 0 1000 175.000 0.84 64.72 0 0 0| 0 0 0 0 1100 132.000 0.78 58.69 0 0 0| 0 0 0 0 1150 92.000 0.68 53.06 0 0 0| 0 0 0 0 1200 55.500 0.55 45.29 0 0 0| 0 0 0 0 1250 29.000 0.38 41.19 0 0 0| 0 0 0 0 1300 14.500 0.23 39.98 0 0 0| 0 0 0 0 1350 7.500 0.14 41.62 0 0 0| 0 1 0 0 1400 4.000 0.08 43.24 0 0 0| 0 10 0 0 1450 2.500 0.05 46.51 0 0 0| 0 2 0 0 1500 2.500 0.04 52.59 0 0 0| 0 34 0 0 1550 2.500 0.04 58.48 0 0 0| 0 3 0 0 1600 2.000 0.03 62.56 0 0 0| 0 0 0 0 1650 1.500 0.02 65.51 0 0 0| 0 1 0 0 1700 0.500 0.01 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 40.01 Underlying Price 1259.000 Time to expiry: 108 Days Dec 10 267.000 0.94 29.29 0 0 0| 0 0 0 0 1000 193.000 0.79 35.07 0 0 0| 0 0 0 0 1100 138.000 0.63 39.12 0 0 0| 0 0 0 0 1200 95.000 0.49 40.63 0 0 0| 0 0 0 0 1300 62.000 0.36 40.85 0 0 0| 0 1 0 0 1400 37.000 0.25 40.37 0 0 0| 0 0 0 0 1500 21.500 0.16 39.82 0 0 0| 0 0 0 0 1600 12.000 0.10 39.66 0 0 0| 0 3 0 0 1700 7.500 0.07 40.27 0 0 0| 0 1 0 0 1800 3.500 0.03 43.22 0 0 0| 0 1 0 0 2000 Total 0 0 0| 0 6 0 0 Indicative a-t-m Vol 40.03 Underlying Price 1259.000 Time to expiry: 199 Days Mar 11 276.500 0.90 26.97 0 0 0| 0 0 0 0 1000 220.000 0.75 34.93 0 0 0| 0 0 0 0 1100 175.000 0.63 39.01 0 0 0| 0 0 0 0 1200 136.500 0.52 40.75 0 0 0| 0 0 0 0 1300 102.000 0.43 41.15 0 0 0| 0 0 0 0 1400 73.500 0.34 40.90 0 0 0| 0 0 0 0 1500 51.500 0.26 40.47 0 0 0| 0 1 0 0 1600 35.500 0.20 40.05 0 0 0| 0 0 0 0 1700 25.500 0.15 40.30 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 22:04 Business Day Tue 31 Aug 2010 Previous Business Day Mon 30 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 1259.000 Time to expiry: 17 Days Sep 10 0.500 -0.01 46.82 0 0 0| 0 0 0 0 1000 5.000 -0.08 45.01 0 0 0| 0 2 0 0 1100 10.500 -0.16 43.20 0 0 0| 0 0 0 0 1150 22.000 -0.29 42.12 0 0 0| 0 260 0 0 1200 41.000 -0.45 40.90 0 0 0| 0 0 0 0 1250 69.500 -0.62 41.07 0 0 0| 0 13 0 0 1300 105.500 -0.77 40.76 0 0 0| 0 4 0 0 1350 148.000 -0.87 41.49 0 0 0| 0 252 0 0 1400 194.000 -0.93 41.95 0 0 0| 0 20 0 0 1450 242.500 -0.96 43.10 0 0 0| 0 0 0 0 1500 291.500 -0.98 44.51 0 0 0| 0 4 0 0 1550 341.500 -0.99 48.24 0 0 0| 0 4 0 0 1600 391.500 -0.99 53.20 0 0 0| 0 0 0 0 1650 441.500 -0.99 58.15 0 0 0| 0 0 0 0 1700 541.500 -0.99 66.09 0 0 0| 0 0 0 0 1800 741.000 -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 42.29 Underlying Price 1259.000 Time to expiry: 108 Days Dec 10 26.500 -0.15 45.76 0 0 0| 0 0 0 0 1000 50.500 -0.25 44.28 0 0 0| 0 0 0 0 1100 86.500 -0.37 43.01 0 0 0| 0 1 0 0 1200 136.500 -0.51 41.79 0 0 0| 0 3 0 0 1300 201.000 -0.64 41.13 0 0 0| 0 13 0 0 1400 275.500 -0.75 40.52 0 0 0| 0 0 0 0 1500 361.000 -0.84 40.47 0 0 0| 0 0 0 0 1600 451.500 -0.90 40.35 0 0 0| 0 0 0 0 1700 546.000 -0.94 40.54 0 0 0| 0 0 0 0 1800 742.000 -0.98 42.01 0 0 0| 0 0 0 0 2000 Total 0 0 0| 0 17 0 0 Indicative a-t-m Vol 42.37 Underlying Price 1259.000 Time to expiry: 199 Days Mar 11 52.500 -0.19 44.89 0 0 0| 0 0 0 0 1000 83.500 -0.28 43.87 0 0 0| 0 0 0 0 1100 125.500 -0.37 42.98 0 0 0| 0 1 0 0 1200 177.000 -0.47 41.95 0 0 0| 0 0 0 0 1300 239.000 -0.57 41.52 0 0 0| 0 2 0 0 1400 309.500 -0.66 41.00 0 0 0| 0 0 0 0 1500 387.000 -0.74 40.43 0 0 0| 0 0 0 0 1600 472.000 -0.81 40.29 0 0 0| 0 0 0 0 1700 561.500 -0.86 40.30 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 80,150 80,150| 0 80,796 0 0 Equity Options 22:04 Business Day Tue 31 Aug 2010 Previous Business Day Mon 30 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 25.90 Underlying Price 646.000 Time to expiry: 17 Days Sep 10 166.250 0.99 55.75 0 0 0| 0 0 0 0 480 126.750 0.98 47.95 0 0 0| 0 5 0 0 520 87.250 0.96 39.02 0 0 0| 0 5 0 0 560 49.750 0.86 32.11 0 0 0| 0 8 0 0 600 32.750 0.75 29.20 0 0 0| 0 0 0 0 620 18.500 0.58 26.47 0 0 0| 0 15 0 0 640 8.250 0.36 24.56 0 0 0| 0 20 0 0 660 2.750 0.16 22.94 0 0 0| 0 513 0 0 680 0.500 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 26.99 Underlying Price 646.000 Time to expiry: 108 Days Dec 10 168.000 0.96 36.86 0 0 0| 0 0 0 0 480 95.750 0.82 32.15 0 0 0| 0 10 0 0 560 59.000 64.500 0.70 29.40 59.000 59.000 0 0 20| 0 0 0 0 600 39.000 0.54 27.27 0 0 0| 0 0 0 0 640 20.750 0.37 25.41 0 0 0| 0 21 0 0 680 9.500 0.21 23.99 0 0 0| 0 13 0 0 720 3.750 0.10 23.16 0 0 0| 0 68 0 0 760 1.250 0.04 22.78 0 0 0| 0 17 0 0 800 0.500 0.02 22.91 0 0 0| 0 1 0 0 840 Total 0 0 20| 0 130 0 0 Indicative a-t-m Vol 27.49 Underlying Price 646.000 Time to expiry: 199 Days Mar 11 105.750 0.77 30.96 0 0 0| 0 0 0 0 560 77.750 0.67 29.24 0 0 0| 0 0 0 0 600 53.750 0.55 27.73 0 0 0| 0 6 0 0 640 34.750 0.43 26.18 0 0 0| 0 0 0 0 680 20.750 0.30 24.96 0 0 0| 0 0 0 0 720 11.750 0.20 24.04 0 0 0| 0 5 0 0 760 6.250 0.12 23.42 0 0 0| 0 0 0 0 800 Total 0 0 0| 0 11 0 0 Total Calls 0 0 20| 0 1,268 0 0 | Equity Options 22:04 Business Day Tue 31 Aug 2010 Previous Business Day Mon 30 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 26.07 Underlying Price 646.000 Time to expiry: 17 Days Sep 10 CAB 0.00 43.93 0 0 0| 0 0 0 0 480 0.250 -0.01 44.34 0 0 0| 0 6 0 0 520 1.250 -0.05 39.55 0 0 0| 0 1 0 0 560 3.750 -0.15 33.52 0 0 0| 0 506 0 0 600 6.750 -0.25 29.66 0 0 0| 0 0 0 0 620 12.250 -0.42 26.54 0 0 0| 0 68 0 0 640 22.250 -0.64 24.95 0 0 0| 0 500 0 0 660 37.250 -0.82 24.56 0 0 0| 0 533 0 0 680 55.250 -0.92 25.78 0 0 0| 0 11 0 0 700 74.500 -0.96 27.41 0 0 0| 0 18 0 0 720 114.250 -0.98 35.74 0 0 0| 0 0 0 0 760 154.750 -0.97 50.23 0 0 0| 0 0 0 0 800 Total 0 0 0| 0 1,643 0 0 Indicative a-t-m Vol 27.71 Underlying Price 646.000 Time to expiry: 108 Days Dec 10 4.500 -0.07 38.48 0 0 0| 0 48 0 0 480 13.750 -0.20 32.88 0 0 0| 0 28 0 0 560 22.750 -0.31 30.05 0 0 0| 0 44 0 0 600 38.000 -0.46 27.99 0 0 0| 0 2 0 0 640 59.500 -0.63 26.13 0 0 0| 0 43 0 0 680 88.500 -0.78 25.09 0 0 0| 0 10 0 0 720 122.500 -0.89 24.27 0 0 0| 0 0 0 0 760 160.000 -0.95 24.04 0 0 0| 0 0 0 0 800 199.000 -0.98 24.27 0 0 0| 0 8 0 0 840 Total 0 0 0| 0 183 0 0 Indicative a-t-m Vol 28.29 Underlying Price 646.000 Time to expiry: 199 Days Mar 11 24.250 -0.24 31.91 0 0 0| 0 5 0 0 560 36.250 -0.34 30.14 0 0 0| 0 2 0 0 600 52.000 -0.45 28.52 0 0 0| 0 0 0 0 640 73.000 -0.57 27.01 0 0 0| 0 0 0 0 680 99.000 -0.69 25.91 0 0 0| 0 0 0 0 720 129.000 -0.81 24.36 0 0 0| 0 1 0 0 760 162.750 -0.90 22.94 0 0 0| 0 0 0 0 800 Total 0 0 0| 0 8 0 0 Total Puts 0 0 0| 0 1,834 0 0 Grand Total 0 64,120 64,140| 0 67,222 0 0 Equity Options 22:04 Business Day Tue 31 Aug 2010 Previous Business Day Mon 30 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 37.58 Underlying Price 1026.000 Time to expiry: 17 Days Sep 10 346.500 1.00 77.08 0 0 0| 0 0 0 0 680 306.500 0.99 72.24 0 0 0| 0 0 0 0 720 266.500 0.99 57.47 0 0 0| 0 0 0 0 760 226.500 0.99 52.55 0 0 0| 0 0 0 0 800 207.000 0.98 50.66 0 0 0| 0 0 0 0 820 186.500 0.99 43.47 0 0 0| 0 9 0 0 840 168.000 0.96 47.70 0 0 0| 0 0 0 0 860 148.500 0.95 44.64 0 0 0| 0 105 0 0 880 129.500 0.93 43.65 0 0 0| 0 13 0 0 900 111.500 0.89 42.41 0 0 0| 0 59 0 0 920 94.000 0.85 41.64 0 0 0| 0 18 0 0 940 76.500 0.80 38.76 0 0 0| 0 834 0 0 960 62.000 0.72 39.14 0 0 0| 0 1,285 0 0 980 31.000 48.500 0.64 38.27 50.000 31.000 0 0 110| 0 1,661 0 0 1000 14.000 23.000 0.40 36.94 14.500 14.000 0 0 30| 0 1,476 0 0 1050 9.500 0.21 37.11 0 0 0| 0 4,812 0 0 1100 3.500 0.09 38.24 0 0 0| 0 1,614 0 0 1150 2.000 0.05 42.09 0 0 0| 0 3,002 0 0 1200 1.000 0.02 43.90 0 0 0| 0 111 0 0 1250 0.500 0.01 45.87 0 0 0| 0 1,522 0 0 1300 CAB 0.01 49.42 0 0 0| 0 40 0 0 1350 CAB 0.00 52.58 0 0 0| 0 2,894 0 0 1400 CAB 0.00 55.73 0 0 0| 0 2,201 0 0 1600 Total 0 0 140| 0 21,656 0 0 Indicative a-t-m Vol 39.82 Underlying Price 1026.000 Time to expiry: 45 Days Oct 10 193.000 0.91 46.57 0 0 0| 0 9 0 0 840 158.000 0.85 44.79 0 0 0| 0 0 0 0 880 141.500 0.82 44.18 0 0 0| 0 1 0 0 900 126.000 0.78 43.44 0 0 0| 0 0 0 0 920 111.500 0.74 43.35 0 0 0| 0 12 0 0 940 96.500 0.70 42.13 0 0 0| 0 2