Equity Options 22:01 Business Day Wed 1 Sep 2010 Previous Business Day Tue 31 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 30.79 Underlying Price 6010.000 Time to expiry: 16 Days Sep 10 2411.000 1.00 53.87 0 0 0| 0 0 0 0 3600 2211.000 1.00 49.50 0 0 0| 0 0 0 0 3800 2011.000 1.00 45.40 0 0 0| 0 0 0 0 4000 1611.500 1.00 40.47 0 0 0| 0 1 0 0 4400 1212.000 1.00 39.23 0 0 0| 0 5 0 0 4800 816.000 0.97 35.20 0 0 0| 0 5 0 0 5200 623.500 0.94 32.96 0 0 0| 0 0 0 0 5400 443.000 0.86 31.92 0 0 0| 0 107 0 0 5600 287.000 0.71 31.31 0 0 0| 0 4 0 0 5800 165.000 0.53 30.81 0 0 0| 0 34 0 0 6000 83.000 0.33 30.31 0 0 0| 0 0 0 0 6200 32.500 0.17 29.08 0 0 0| 0 6 0 0 6400 17.000 15.000 0.08 30.81 17.000 17.000 0 0 1| 0 0 0 0 6600 5.500 0.04 31.31 0 0 0| 0 6 0 0 6800 2.500 0.01 37.35 0 0 0| 0 1 0 0 7200 1.000 0.01 43.20 0 0 0| 0 0 0 0 7600 Total 0 0 1| 0 169 0 0 Indicative a-t-m Vol 34.31 Underlying Price 6010.000 Time to expiry: 107 Days Dec 10 2021.500 0.99 37.79 0 0 0| 0 0 0 0 4000 1637.000 0.96 36.91 0 0 0| 0 0 0 0 4400 1275.000 0.90 36.43 0 0 0| 0 2 0 0 4800 947.500 0.81 35.67 0 0 0| 0 0 0 0 5200 661.500 0.68 34.41 0 0 0| 3 2 +1 0 5600 440.000 444.000 0.54 34.34 440.000 440.000 0 0 1| 0 1 0 0 6000 273.500 0.40 33.31 0 0 0| 0 1 0 0 6400 152.500 0.26 32.04 0 0 0| 0 1 0 0 6800 86.500 0.17 32.06 0 0 0| 0 1 0 0 7200 Total 0 0 1| 3 8 +1 0 Indicative a-t-m Vol 33.22 Underlying Price 6010.000 Time to expiry: 198 Days Mar 11 2039.000 0.96 36.19 0 0 0| 0 0 0 0 4000 1343.500 0.85 35.07 0 0 0| 0 0 0 0 4800 1049.500 0.76 34.58 0 0 0| 0 2 0 0 5200 791.500 0.66 33.75 0 0 0| 0 1 0 0 5600 580.000 0.55 33.24 0 0 0| 0 0 0 0 6000 410.000 0.44 32.51 0 0 0| 0 0 0 0 6400 281.000 0.34 32.01 0 0 0| 0 2 0 0 6800 184.500 0.25 31.51 0 0 0| 0 2 0 0 7200 Total 0 0 0| 0 7 0 0 Total Calls 0 0 2| 3 184 +1 0 | Equity Options 22:01 Business Day Wed 1 Sep 2010 Previous Business Day Tue 31 Aug 2010 Page 2 Puts | Block | Opening Settle Delta Vola- Daily Trade Bclear Total | Official **Open Change Exer- Exer Trans Price tility High Low Volume Volume*** Volume | Volume Int cises Price | Randgold Resources LTD - STND Option (RAR) Indicative a-t-m Vol 30.61 Underlying Price 6010.000 Time to expiry: 16 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 -0.01 41.41 0 0 0| 0 18 0 0 4800 8.000 -0.04 38.77 0 0 0| 0 4 0 0 5200 19.000 -0.08 36.97 0 0 0| 1 29 +1 0 5400 43.500 -0.17 35.81 0 0 0| 0 3 0 0 5600 84.500 -0.30 33.34 0 0 0| 0 3 0 0 5800 152.500 -0.48 30.59 0 0 0| 0 8 0 0 6000 274.000 -0.67 30.96 0 0 0| 0 2 0 0 6200 427.500 -0.82 30.96 0 0 0| 0 5 0 0 6400 608.000 -0.90 32.69 0 0 0| 0 2 0 0 6600 797.000 -0.95 33.43 0 0 0| 0 12 0 0 6800 1190.000 -1.00 33.06 0 0 0| 0 2 0 0 7200 1590.000 -1.00 34.05 0 0 0| 0 0 0 0 7600 Total 0 0 0| 1 91 +1 0 Indicative a-t-m Vol 33.07 Underlying Price 6010.000 Time to expiry: 107 Days Dec 10 9.500 -0.02 37.84 0 0 0| 0 4 0 0 4000 27.000 -0.05 36.76 0 0 0| 0 6 0 0 4400 67.000 -0.11 35.91 0 0 0| 0 2 0 0 4800 110.000 139.500 -0.20 34.86 110.000 110.000 0 0 1| 0 4 0 0 5200 256.000 -0.32 33.74 0 0 0| 0 2 0 0 5600 433.000 -0.47 33.08 0 0 0| 0 4 0 0 6000 670.000 -0.61 32.56 0 0 0| 0 2 0 0 6400 949.000 -0.75 31.07 0 0 0| 0 0 0 0 6800 1296.000 -0.83 32.43 0 0 0| 0 2 0 0 7200 Total 0 0 1| 0 26 0 0 Indicative a-t-m Vol 32.02 Underlying Price 6010.000 Time to expiry: 198 Days Mar 11 34.000 -0.05 35.47 0 0 0| 0 0 0 0 4000 135.000 -0.15 33.60 0 0 0| 0 3 0 0 4800 237.500 -0.24 33.15 0 0 0| 0 1 0 0 5200 379.000 -0.34 32.45 0 0 0| 0 125 0 0 5600 567.500 -0.46 32.03 0 0 0| 0 0 0 0 6000 802.500 -0.57 31.60 0 0 0| 0 0 0 0 6400 1072.000 -0.67 31.06 0 0 0| 0 0 0 0 6800 1378.000 -0.76 30.50 0 0 0| 0 4 0 0 7200 Total 0 0 0| 0 133 0 0 Total Puts 0 0 1| 1 250 +1 0 Grand Total 0 0 3| 75,574 434 +2 0 Equity Options 22:01 Business Day Wed 1 Sep 2010 Previous Business Day Tue 31 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 18.99 Underlying Price 3318.000 Time to expiry: 16 Days Sep 10 720.000 0.99 49.62 0 0 0| 0 0 0 0 2600 521.000 0.98 39.19 0 0 0| 0 0 0 0 2800 422.000 0.97 34.25 0 0 0| 0 0 0 0 2900 324.000 0.95 29.67 0 0 0| 0 0 0 0 3000 227.500 0.90 25.06 0 0 0| 0 5 0 0 3100 129.000 135.500 0.80 20.60 129.000 127.500 0 0 5| 0 320 0 0 3200 64.500 0.56 19.16 0 250 250| 6 211 0 0 3300 22.000 0.28 18.22 0 0 0| 0 84 0 0 3400 1.500 0.03 19.91 0 0 0| 0 35 0 0 3600 1.000 0.01 28.18 0 0 0| 0 40 0 0 3800 0.500 0.00 33.40 0 0 0| 0 14 0 0 4000 Total 0 250 255| 6 709 0 0 Indicative a-t-m Vol 21.66 Underlying Price 3318.000 Time to expiry: 107 Days Dec 10 929.500 0.97 32.62 0 0 0| 0 0 0 0 2400 549.500 0.90 26.73 0 0 0| 0 0 0 0 2800 376.000 0.80 24.22 0 0 0| 0 2 0 0 3000 228.500 0.65 22.38 0 0 0| 0 40 0 0 3200 119.500 0.45 21.16 0 0 0| 4 385 +4 0 3400 54.000 0.26 20.53 0 0 0| 4 9 +4 0 3600 22.500 0.13 20.65 0 0 0| 0 20 0 0 3800 9.000 0.06 20.93 0 0 0| 0 44 0 0 4000 Total 0 0 0| 8 500 +8 0 Indicative a-t-m Vol 21.93 Underlying Price 3318.000 Time to expiry: 198 Days Mar 11 940.500 0.95 30.12 0 0 0| 0 0 0 0 2400 574.000 0.86 25.54 0 0 0| 0 0 0 0 2800 414.000 0.76 24.16 0 0 0| 0 0 0 0 3000 274.500 0.63 22.58 0 0 0| 3 10 +3 0 3200 153.000 167.000 0.47 21.48 153.000 153.000 0 0 4| 0 37 0 0 3400 95.000 0.32 20.98 0 0 0| 0 42 0 0 3600 26.000 0.12 20.67 0 0 0| 1 4 0 0 4000 Total 0 0 4| 4 93 +3 0 Total Calls 0 250 259| 18 1,302 +11 0 | Equity Options 22:01 Business Day Wed 1 Sep 2010 Previous Business Day Tue 31 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 18.46 Underlying Price 3318.000 Time to expiry: 16 Days Sep 10 CAB 0.00 39.64 0 0 0| 0 21 0 0 2600 1.500 -0.01 36.47 0 0 0| 0 107 0 0 2800 3.500 -0.03 34.94 0 0 0| 0 3 0 0 2900 5.000 -0.05 29.57 0 0 0| 10 118 0 0 3000 8.500 -0.10 24.82 0 0 0| 0 290 0 0 3100 15.500 -0.19 19.97 0 0 0| 2 438 +2 0 3200 44.000 -0.44 18.53 0 0 0| 3 13 +3 0 3300 103.000 -0.73 18.18 0 0 0| 0 29 0 0 3400 282.500 -0.98 18.69 0 0 0| 0 5 0 0 3600 482.000 -1.00 2.00 0 0 0| 0 0 0 0 3800 686.500 -0.96 47.77 0 0 0| 0 0 0 0 4000 Total 0 0 0| 15 1,024 +5 0 Indicative a-t-m Vol 21.63 Underlying Price 3318.000 Time to expiry: 107 Days Dec 10 6.500 -0.03 32.89 0 0 0| 0 26 0 0 2400 25.500 -0.10 26.68 0 0 0| 0 410 0 0 2800 56.500 51.500 -0.20 24.16 56.500 56.500 0 0 2| 0 30 0 0 3000 103.500 -0.35 22.30 0 0 0| 5 41 +5 0 3200 194.500 -0.56 21.16 0 0 0| 0 100 0 0 3400 329.500 -0.75 20.48 0 0 0| 0 6 0 0 3600 498.500 -0.88 20.43 0 0 0| 0 6 0 0 3800 686.500 -0.95 21.02 0 0 0| 0 3 0 0 4000 Total 0 0 2| 5 622 +5 0 Indicative a-t-m Vol 21.80 Underlying Price 3318.000 Time to expiry: 198 Days Mar 11 23.500 -0.07 30.17 0 0 0| 0 1 0 0 2400 66.000 -0.18 25.65 0 0 0| 0 31 0 0 2800 113.500 -0.28 24.14 0 0 0| 0 7 0 0 3000 181.500 -0.42 22.47 0 0 0| 0 4 0 0 3200 281.500 -0.57 21.34 0 0 0| 0 52 0 0 3400 415.000 -0.71 20.74 0 0 0| 0 5 0 0 3600 749.500 -0.91 19.64 0 0 0| 0 0 0 0 4000 Total 0 0 0| 0 100 0 0 Total Puts 0 0 2| 20 1,746 +10 0 Grand Total 0 250 261| 59,578 3,048 +21 0 Equity Options 22:01 Business Day Wed 1 Sep 2010 Previous Business Day Tue 31 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 18.19 Underlying Price 538.500 Time to expiry: 16 Days Sep 10 138.750 1.00 47.65 0 0 0| 0 0 0 0 400 98.750 1.00 31.08 0 0 0| 0 0 0 0 440 78.750 1.00 27.32 0 0 0| 0 0 0 0 460 58.750 0.98 25.17 0 0 0| 0 0 0 0 480 49.000 0.98 22.65 0 0 0| 0 0 0 0 490 39.250 0.94 22.71 0 0 0| 0 0 0 0 500 20.500 0.83 17.46 0 0 0| 7 7 +7 0 520 7.750 0.48 18.23 0 0 0| 0 29 0 0 540 1.000 0.11 14.57 0 0 0| 0 53 0 0 560 CAB 0.00 10.06 0 0 0| 0 0 0 0 580 CAB 0.00 4.21 0 0 0| 0 0 0 0 600 CAB 0.00 2.00 0 0 0| 0 5 0 0 640 Total 0 0 0| 7 94 +7 0 Indicative a-t-m Vol 20.03 Underlying Price 538.500 Time to expiry: 107 Days Dec 10 140.750 0.97 31.85 0 0 0| 0 0 0 0 400 102.500 0.92 27.81 0 0 0| 0 0 0 0 440 83.750 0.89 25.60 0 0 0| 2 2 +2 0 460 66.000 0.83 23.82 0 0 0| 0 7 0 0 480 35.250 0.65 21.01 0 0 0| 0 21 0 0 520 13.750 0.38 18.95 0 0 0| 0 46 0 0 560 4.000 0.15 18.06 0 0 0| 0 15 0 0 600 1.000 0.05 18.29 0 0 0| 0 0 0 0 640 Total 0 0 0| 2 91 +2 0 Indicative a-t-m Vol 21.46 Underlying Price 538.500 Time to expiry: 198 Days Mar 11 108.250 0.87 27.56 0 0 0| 0 0 0 0 440 90.250 0.83 25.41 0 0 0| 0 0 0 0 460 74.250 0.77 24.27 0 0 0| 0 0 0 0 480 46.000 0.63 22.30 0 0 0| 0 0 0 0 520 24.500 0.44 20.53 0 0 0| 0 7 0 0 560 11.000 0.26 19.34 0 0 0| 0 39 0 0 600 4.500 0.13 18.91 0 0 0| 0 0 0 0 640 Total 0 0 0| 0 46 0 0 Total Calls 0 0 0| 9 231 +9 0 | Equity Options 22:01 Business Day Wed 1 Sep 2010 Previous Business Day Tue 31 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 17.49 Underlying Price 538.500 Time to expiry: 16 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 CAB 0.00 28.84 0 0 0| 0 12 0 0 460 CAB -0.01 23.52 0 0 0| 0 347 0 0 480 0.250 -0.02 21.68 0 0 0| 0 350 0 0 490 0.500 -0.05 21.73 0 0 0| 0 0 0 0 500 2.250 -0.19 18.94 0 0 0| 0 35 0 0 520 8.750 -0.52 17.41 0 0 0| 0 0 0 0 540 23.500 -0.82 19.12 0 0 0| 0 56 0 0 560 42.250 -0.93 23.34 0 0 0| 0 0 0 0 580 61.500 -0.99 22.75 0 0 0| 0 0 0 0 600 101.500 -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 19.68 Underlying Price 538.500 Time to expiry: 107 Days Dec 10 1.000 -0.03 30.74 0 0 0| 0 3 0 0 400 2.750 -0.07 27.39 0 0 0| 0 13 0 0 440 4.250 -0.11 25.29 0 0 0| 11 27 +11 0 460 6.500 -0.17 23.66 0 0 0| 2 30 +2 0 480 15.250 -0.35 20.71 0 0 0| 0 22 0 0 520 33.750 -0.63 18.55 0 0 0| 0 2 0 0 560 64.750 -0.85 18.30 0 0 0| 0 0 0 0 600 102.250 -0.95 19.44 0 0 0| 0 0 0 0 640 Total 0 0 0| 13 97 +13 0 Indicative a-t-m Vol 21.15 Underlying Price 538.500 Time to expiry: 198 Days Mar 11 7.500 -0.13 26.83 0 0 0| 0 1 0 0 440 10.000 -0.17 25.48 0 0 0| 0 5 0 0 460 14.000 -0.23 24.39 0 0 0| 0 1 0 0 480 25.000 -0.38 21.97 0 0 0| 0 17 0 0 520 43.500 -0.57 20.23 0 0 0| 0 0 0 0 560 70.500 -0.75 19.30 0 0 0| 0 0 0 0 600 104.250 -0.89 18.66 0 0 0| 0 0 0 0 640 Total 0 0 0| 0 24 0 0 Total Puts 0 0 0| 13 957 +13 0 Grand Total 0 0 0| 61,852 1,188 +22 0 Equity Options 22:01 Business Day Wed 1 Sep 2010 Previous Business Day Tue 31 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 33.64 Underlying Price 96.750 Time to expiry: 16 Days Sep 10 24.750 1.00 37.08 0 0 0| 0 0 0 0 72 16.750 1.00 34.98 0 0 0| 0 0 0 0 80 9.000 0.91 38.63 0 0 0| 0 0 0 0 88 5.500 0.78 34.38 0 0 0| 0 0 0 0 92 3.000 0.54 34.34 0 0 0| 0 0 0 0 96 1.250 0.29 31.54 0 0 0| 0 0 0 0 100 CAB 0.01 28.29 0 0 0| 0 0 0 0 110 CAB 0.00 26.96 0 0 0| 0 243 0 0 120 CAB 0.00 26.07 0 0 0| 0 0 0 0 130 CAB 0.00 24.08 0 0 0| 0 78 0 0 140 CAB 0.00 29.12 0 0 0| 0 0 0 0 160 CAB 0.00 28.28 0 0 0| 0 0 0 0 200 Total 0 0 0| 0 321 0 0 Indicative a-t-m Vol 33.72 Underlying Price 96.750 Time to expiry: 107 Days Dec 10 36.750 0.99 52.92 0 0 0| 0 0 0 0 60 18.500 0.83 40.90 0 0 0| 0 0 0 0 80 12.250 0.71 37.17 0 0 0| 0 0 0 0 88 7.250 0.54 33.97 0 0 0| 0 0 0 0 96 5.250 0.45 32.98 0 0 0| 0 36 0 0 100 0.750 0.10 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 34.26 Underlying Price 96.750 Time to expiry: 198 Days Mar 11 38.500 0.91 57.86 0 0 0| 0 0 0 0 60 20.250 0.78 39.66 0 0 0| 0 0 0 0 80 14.500 0.68 36.58 0 0 0| 0 0 0 0 88 9.750 0.56 34.37 0 0 0| 0 0 0 0 96 8.000 0.49 33.93 0 0 0| 0 10 0 0 100 2.500 0.21 31.83 0 0 0| 0 20 0 0 120 0.250 0.03 25.73 0 0 0| 0 0 0 0 140 CAB 0.00 13.34 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 22:01 Business Day Wed 1 Sep 2010 Previous Business Day Tue 31 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 27.36 Underlying Price 96.750 Time to expiry: 16 Days Sep 10 CAB 0.00 36.47 0 0 0| 0 0 0 0 72 CAB 0.00 32.51 0 0 0| 0 0 0 0 80 0.250 -0.08 29.45 0 0 0| 0 0 0 0 88 0.750 -0.23 28.15 0 0 0| 0 0 0 0 92 2.250 -0.49 27.69 0 0 0| 0 0 0 0 96 4.750 -0.75 26.39 0 0 0| 0 10 0 0 100 14.000 -1.00 23.34 0 0 0| 0 0 0 0 110 24.000 -1.00 21.81 0 0 0| 0 85 0 0 120 34.000 -1.00 22.32 0 0 0| 0 0 0 0 130 44.000 -1.00 23.34 0 0 0| 0 29 0 0 140 64.000 -1.00 25.34 0 0 0| 0 0 0 0 160 104.000 -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 31.58 Underlying Price 96.750 Time to expiry: 107 Days Dec 10 0.250 -0.02 42.84 0 0 0| 0 0 0 0 60 1.500 -0.14 35.14 0 0 0| 0 100 0 0 80 3.500 -0.28 34.32 0 0 0| 0 0 0 0 88 6.500 -0.46 32.00 0 0 0| 0 3 0 0 96 8.500 -0.56 30.33 0 0 0| 0 166 0 0 100 24.250 -0.96 23.94 0 0 0| 0 47 0 0 120 44.000 -1.00 22.64 0 0 0| 0 0 0 0 140 64.000 -1.00 20.64 0 0 0| 0 0 0 0 160 104.000 -1.00 35.05 0 0 0| 0 0 0 0 200 Total 0 0 0| 0 316 0 0 Indicative a-t-m Vol 32.03 Underlying Price 96.750 Time to expiry: 198 Days Mar 11 1.500 -0.08 53.00 0 0 0| 0 0 0 0 60 3.500 -0.20 36.55 0 0 0| 0 0 0 0 80 4.750 -0.30 30.94 0 0 0| 0 0 0 0 88 9.000 -0.45 32.36 0 0 0| 0 0 0 0 96 10.750 -0.52 31.04 0 0 0| 0 15 0 0 100 25.250 -0.84 27.72 0 0 0| 0 33 0 0 120 44.000 -1.00 16.82 0 0 0| 0 0 0 0 140 64.000 -1.00 8.76 0 0 0| 0 0 0 0 160 Total 0 0 0| 0 48 0 0 Total Puts 0 0 0| 0 488 0 0 Grand Total 0 0 0| 66,410 918 0 0 Equity Options 22:01 Business Day Wed 1 Sep 2010 Previous Business Day Tue 31 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 34.48 Underlying Price 3501.000 Time to expiry: 16 Days Sep 10 1501.500 1.00 28.49 0 0 0| 0 0 0 0 2000 1101.500 1.00 42.19 0 0 0| 0 0 0 0 2400 902.000 1.00 40.19 0 0 0| 0 0 0 0 2600 702.500 1.00 40.54 0 0 0| 0 15 0 0 2800 603.000 0.99 37.84 0 0 0| 0 10 0 0 2900 506.000 0.97 40.00 0 0 0| 0 240 0 0 3000 411.500 0.93 39.38 0 0 0| 0 190 0 0 3100 325.000 0.86 40.62 0 0 150| 0 1,353 0 0 3200 245.000 0.77 39.95 0 0 0| 13 110 +8 0 3300 92.000 168.500 0.66 37.10 140.500 92.000 0 0 166| 70 706 +64 0 3400 54.500 104.500 0.52 34.50 109.500 42.000 0 0 71| 61 1,919 +4 0 3500 30.000 58.500 0.36 32.83 59.000 30.000 0 0 256| 0 2,435 0 0 3600 29.000 32.000 0.23 32.88 29.000 29.000 0 0 1| 0 437 0 0 3700 15.500 0.13 32.47 0 0 0| 0 1,065 0 0 3800 7.500 0.07 33.01 0 0 0| 0 91 0 0 3900 3.500 0.03 33.40 0 0 0| 0 156 0 0 4000 3.500 0.03 43.14 0 0 0| 0 20 0 0 4200 1.000 0.01 45.14 0 0 0| 0 1,195 0 0 4400 0.500 0.00 50.89 0 0 0| 0 746 0 0 4800 Total 0 0 644| 144 10,688 +76 0 Indicative a-t-m Vol 35.73 Underlying Price 3501.000 Time to expiry: 44 Days Oct 10 910.500 0.97 47.39 0 0 0| 0 0 0 0 2600 720.500 0.93 45.09 0 0 0| 5 0 -5 0 2800 629.000 0.91 43.60 0 0 0| 0 0 0 0 2900 540.000 0.87 42.19 0 0 0| 0 5 0 0 3000 456.000 0.82 41.03 0 0 0| 0 25 0 0 3100 374.000 0.77 39.18 0 0 0| 0 64 0 0 3200 202.000 302.000 0.70 38.25 202.000 202.000 0 0 2| 0 57 0 0 3300 234.500 0.62 36.77 0 0 0| 0 167 0 0 3400 128.000 176.500 0.53 35.74 128.000 128.000 0 0 4| 0 13 0 0 3500 81.500 128.500 0.44 34.67 125.000 81.500 0 0 148| 0 156 0 0 3600 60.000 62.000 0.26 33.38 62.500 60.000 0 0 211| 0 6 0 0 3800 16.000 26.500 0.14 32.67 16.000 14.000 0 0 87| 0 61 0 0 4000 Total 0 0 452| 5 554 -5 0 Indicative a-t-m Vol 36.62 Underlying Price 3501.000 Time to expiry: 79 Days Nov 10 933.000 0.93 47.68 0 0 0| 0 0 0 0 2600 752.500 0.88 44.66 0 0 0| 0 0 0 0 2800 583.500 0.81 42.25 0 0 0| 0 0 0 0 3000 506.500 0.77 41.30 0 0 0| 0 0 0 0 3100 432.000 0.72 39.93 0 0 0| 0 0 0 0 3200 360.500 0.67 38.37 0 0 0| 0 2 0 0 3300 299.000 0.60 37.66 0 0 0| 0 14 0 0 3400 190.000 192.000 0.47 35.60 190.000 190.000 0 0 3| 0 3 0 0 3600 Equity Options 22:01 Business Day Wed 1 Sep 2010 Previous Business Day Tue 31 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 | 82.500 115.500 0.34 34.21 92.500 82.500 0 0 13| 0 0 0 0 3800 Total 0 0 16| 0 19 0 0 Indicative a-t-m Vol 36.97 Underlying Price 3501.000 Time to expiry: 107 Days Dec 10 2018.000 1.00 58.16 0 0 0| 0 0 0 0 1487 1854.000 1.00 55.84 0 0 0| 0 0 0 0 1652 1527.000 0.99 50.40 0 0 0| 5 4 -1 0 1983 1208.000 0.96 46.90 0 0 0| 5 185 0 0 2313 906.000 0.90 44.37 0 0 0| 0 20 0 0 2644 770.000 771.500 0.86 42.90 770.000 770.000 0 0 2| 2 357 0 0 2800 620.500 0.78 42.89 0 0 0| 2 1,559 -1 0 3000 465.000 0.70 39.37 0 0 0| 0 1,978 0 0 3200 258.000 338.500 0.60 37.56 258.000 258.000 0 0 1| 22 2,345 0 0 3400 201.000 236.500 0.49 36.39 202.000 196.000 0 0 40| 27 4,183 -5 0 3600 120.000 155.500 0.37 35.07 155.000 120.000 0 0 27| 0 3,782 0 0 3800 101.000 0.27 34.59 0 0 0| 14 767 -5 0 4000 63.500 0.19 34.30 0 0 0| 10 30 +10 0 4200 25.500 33.000 0.12 32.59 25.500 25.500 0 0 1| 14 27 0 0 4400 9.500 0.04 31.82 0 0 0| 0 114 0 0 4800 Total 0 0 71| 101 15,351 -2 0 Indicative a-t-m Vol 37.44 Underlying Price 3501.000 Time to expiry: 198 Days Mar 11 1170.500 0.90 46.96 0 0 0| 0 7 0 0 2400 1000.000 0.86 44.88 0 0 0| 0 52 0 0 2600 839.000 0.81 42.93 0 0 0| 0 22 0 0 2800 687.500 0.75 40.88 0 0 0| 0 12 0 0 3000 458.000 560.000 0.68 40.18 458.000 458.000 0 0 1| 0 69 0 0 3200 434.000 0.60 37.97 0 0 0| 0 700 0 0 3400 333.500 0.52 36.92 0 0 0| 0 255 0 0 3600 250.000 0.43 35.91 0 0 0| 1 34 0 0 3800 183.500 0.35 35.12 0 0 0| 0 19 0 0 4000 94.500 0.21 34.07 0 0 0| 0 6 0 0 4400 45.500 0.12 33.31 0 0 0| 0 14 0 0 4800 Total 0 0 1| 1 1,190 0 0 Indicative a-t-m Vol 38.26 Underlying Price 3501.000 Time to expiry: 289 Days Jun 11 1929.500 0.97 57.53 0 0 0| 0 0 0 0 1600 1742.000 0.95 54.42 0 0 0| 0 0 0 0 1800 1558.500 0.93 51.63 0 0 0| 0 5 0 0 2000 1212.500 0.87 46.92 0 0 0| 0 5 0 0 2400 1050.000 0.83 44.79 0 0 0| 0 50 0 0 2600 899.000 0.79 43.11 0 0 0| 0 15 0 0 2800 759.000 0.73 41.58 0 0 0| 0 433 0 0 3000 633.500 0.67 40.27 0 0 100| 0 175 0 0 3200 519.500 0.60 38.87 0 0 0| 0 0 0 0 3400 419.000 0.53 37.65 0 0 0| 0 5 0 0 3600 263.000 0.40 35.98 0 0 0| 0 5 0 0 4000 119.000 159.000 0.28 34.85 121.000 119.000 0 0 4| 0 3 0 0 4400 Equity Options 22:01 Business Day Wed 1 Sep 2010 Previous Business Day Tue 31 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 | 90.000 0.18 33.66 0 0 0| 0 0 0 0 4800 50.000 0.11 33.08 0 0 0| 0 0 0 0 5200 Total 0 0 104| 0 696 0 0 Indicative a-t-m Vol 38.70 Underlying Price 3501.000 Time to expiry: 471 Days Dec 11 1953.500 0.95 55.93 0 0 0| 0 0 0 0 1600 1778.500 0.93 53.42 0 0 0| 0 0 0 0 1800 1602.000 0.91 50.12 0 0 0| 0 0 0 0 2000 1333.000 0.86 45.25 0 0 0| 0 0 0 0 2313 1265.000 0.85 44.35 0 0 0| 0 0 0 0 2400 990.000 0.76 42.61 0 0 0| 0 5 0 0 2800 746.500 0.66 40.24 0 0 0| 0 400 0 0 3200 545.000 0.56 38.19 0 0 0| 0 1,000 0 0 3600 392.500 0.45 37.07 0 0 0| 0 100 0 0 4000 273.000 0.36 35.95 0 0 0| 0 1,000 0 0 4400 194.500 0.28 35.57 0 0 0| 0 0 0 0 4800 Total 0 0 0| 0 2,505 0 0 Indicative a-t-m Vol 44.82 Underlying Price 3501.000 Time to expiry: 653 Days Jun 12 1415.000 0.82 51.76 0 0 0| 0 0 0 0 2400 1150.000 0.75 48.00 0 0 0| 0 0 0 0 2800 919.500 0.67 45.14 0 0 0| 0 0 0 0 3200 756.000 0.60 44.72 0 0 0| 0 0 0 0 3600 593.500 0.52 42.87 0 0 0| 0 0 0 0 4000 476.500 0.45 42.28 0 0 0| 0 0 0 0 4400 Total 0 0 0| 0 0 0 0 Indicative a-t-m Vol 45.56 Underlying Price 3501.000 Time to expiry: 842 Days Dec 12 1480.500 0.81 51.61 0 0 0| 0 0 0 0 2400 1253.500 0.75 49.52 0 0 0| 0 1 0 0 2800 1031.500 0.68 46.48 0 0 0| 0 0 0 0 3200 862.500 0.62 45.26 0 0 0| 0 505 0 0 3600 705.000 0.55 43.64 0 0 0| 0 0 0 0 4000 488.500 0.43 42.42 0 0 0| 0 0 0 0 4800 Total 0 0 0| 0 506 0 0 Total Calls 0 0 1,288| 251 31,509 +69 0 | Equity Options 22:01 Business Day Wed 1 Sep 2010 Previous Business Day Tue 31 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 34.93 Underlying Price 3501.000 Time to expiry: 16 Days Sep 10 CAB 0.00 56.83 0 0 0| 0 153 0 0 2000 CAB 0.00 56.76 0 0 0| 0 395 0 0 2400 0.500 0.00 53.07 0 0 0| 0 324 0 0 2600 4.000 -0.02 54.05 0 0 0| 0 948 0 0 2800 4.000 -0.03 47.36 0 0 0| 0 306 0 0 2900 19.500 7.000 -0.05 44.76 20.000 11.000 0 0 30| 8 2,245 -2 0 3000 19.500 12.500 -0.08 42.13 20.000 11.000 0 0 225| 17 136 +6 0 3100 22.000 -0.14 39.88 0 0 0| 155 1,392 +405 0 3200 74.000 39.000 -0.22 38.20 74.000 74.000 0 0 5| 1 492 +1 0 3300 110.000 64.500 -0.34 36.31 110.000 68.000 S 0 0 52| 0 311 0 0 3400 184.000 104.000 -0.48 34.92 184.000 111.500 S 0 0 52| 0 48 0 0 3500 187.000 167.500 -0.62 36.46 187.000 187.000 0 0 5| 0 88 0 0 3600 231.500 -0.77 33.41 0 0 0| 0 21 0 0 3700 315.500 -0.86 33.73 0 0 0| 0 438 0 0 3800 406.500 -0.93 33.78 0 0 0| 0 0 0 0 3900 502.500 -0.96 34.98 0 0 0| 0 20 0 0 4000 700.500 -0.98 40.84 0 0 0| 0 0 0 0 4200 900.500 -0.98 49.39 0 0 0| 0 2 0 0 4400 1301.000 -0.99 65.38 0 0 0| 0 5 0 0 4800 Total 0 0 369| 181 7,324 +410 0 Indicative a-t-m Vol 36.08 Underlying Price 3501.000 Time to expiry: 44 Days Oct 10 9.500 -0.04 49.71 0 0 0| 0 27 0 0 2600 19.000 -0.07 46.24 0 0 0| 0 18 0 0 2800 45.000 27.000 -0.10 44.66 45.000 45.000 0 0 2| 0 1 0 0 2900 35.500 37.000 -0.13 42.52 35.500 35.500 0 0 4| 0 390 0 0 3000 52.500 -0.18 41.10 0 0 0| 0 30 0 0 3100 88.000 72.500 -0.24 39.69 88.000 86.000 0 0 5| 0 764 0 0 3200 132.000 97.000 -0.30 38.03 132.000 132.000 0 0 100| 0 274 0 0 3300 132.000 -0.38 37.14 0 0 0| 0 250 0 0 3400 174.500 -0.47 36.10 0 0 0| 0 0 0 0 3500 226.000 -0.56 34.97 0 0 0| 0 6 0 0 3600 363.500 -0.73 34.70 0 0 0| 0 15 0 0 3800 526.500 -0.85 34.09 0 0 0| 0 0 0 0 4000 Total 0 0 111| 0 1,775 0 0 Indicative a-t-m Vol 36.70 Underlying Price 3501.000 Time to expiry: 79 Days Nov 10 29.000 -0.07 48.13 0 0 0| 0 1 0 0 2600 49.000 -0.12 45.22 0 0 0| 0 0 0 0 2800 78.000 -0.19 42.25 0 0 0| 0 7 0 0 3000 99.500 -0.23 41.08 0 0 0| 0 0 0 0 3100 125.500 -0.28 39.84 0 0 0| 2 2 +2 0 3200 155.500 -0.34 38.56 0 0 0| 0 0 0 0 3300 192.500 -0.40 37.53 0 0 0| 0 1 0 0 3400 287.500 -0.53 35.88 0 0 0| 0 0 0 0 3600 413.500 -0.66 34.91 0 0 0| 0 0 0 0 3800 Equity Options 22:01 Business Day Wed 1 Sep 2010 Previous Business Day Tue 31 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 0| 2 11 +2 0 Indicative a-t-m Vol 37.75 Underlying Price 3501.000 Time to expiry: 107 Days Dec 10 2.500 -0.01 67.17 0 0 0| 6 955 0 0 1487 4.000 -0.01 62.99 0 0 0| 0 20 0 0 1652 11.000 -0.02 57.59 0 0 0| 6 275 -5 0 1983 25.500 24.000 -0.05 51.44 25.500 25.500 0 0 5| 0 861 0 0 2313 50.000 -0.11 46.29 0 0 0| 0 1,219 0 0 2644 95.000 71.500 -0.15 44.42 95.000 95.000 0 0 5| 1 2,334 0 0 2800 110.500 -0.21 42.41 0 0 0| 5 2,553 -5 0 3000 165.000 161.500 -0.30 40.06 165.000 165.000 0 0 5| 0 1,782 0 0 3200 236.000 -0.40 38.33 0 0 0| 0 676 0 0 3400 334.500 -0.51 37.18 0 0 0| 0 1,781 0 0 3600 455.000 -0.62 36.16 0 0 0| 0 1,511 0 0 3800 605.000 -0.72 36.42 0 0 0| 0 16 0 0 4000 753.500 -0.82 33.94 0 0 0| 0 0 0 0 4200 935.000 -0.87 35.11 0 0 0| 0 2 0 0 4400 1312.500 -0.94 36.56 0 0 0| 0 5 0 0 4800 Total 0 0 15| 18 13,990 -10 0 Indicative a-t-m Vol 38.08 Underlying Price 3501.000 Time to expiry: 198 Days Mar 11 75.500 -0.11 47.87 0 0 0| 0 21 0 0 2400 108.000 -0.15 45.82 0 0 0| 0 45 0 0 2600 147.500 -0.20 43.53 0 0 0| 0 290 0 0 2800 201.500 -0.26 41.83 0 0 0| 0 769 0 0 3000 269.500 -0.33 40.29 0 0 0| 0 682 0 0 3200 354.500 -0.41 39.09 0 0 0| 0 606 0 0 3400 446.500 -0.49 37.09 0 0 0| 0 6 0 0 3600 570.500 -0.57 36.75 0 0 0| 0 6 0 0 3800 705.000 -0.65 36.02 0 0 0| 0 10 0 0 4000 1011.000 -0.79 34.49 0 0 0| 0 5 0 0 4400 1361.000 -0.88 33.80 0 0 0| 0 2 0 0 4800 Total 0 0 0| 0 2,442 0 0 Indicative a-t-m Vol 37.94 Underlying Price 3501.000 Time to expiry: 289 Days Jun 11 52.500 -0.05 64.30 0 0 0| 0 0 0 0 1600 57.500 -0.06 57.41 0 0 0| 0 2 0 0 1800 71.500 -0.08 53.07 0 0 0| 0 36 0 0 2000 120.000 -0.13 46.79 0 0 0| 0 34 0 0 2400 158.000 -0.17 44.61 0 0 0| 0 10 0 0 2600 207.000 -0.22 42.89 0 0 0| 0 328 0 0 2800 263.500 -0.28 41.05 0 0 0| 30 975 0 0 3000 339.500 -0.34 39.90 0 0 100| 0 202 0 0 3200 425.500 -0.40 38.56 0 0 0| 0 0 0 0 3400 525.000 -0.47 37.33 0 0 0| 0 2 0 0 3600 776.500 -0.60 36.33 0 0 0| 0 0 0 0 4000 1066.000 -0.73 34.74 0 0 0| 0 0 0 0 4400 1396.500 -0.83 33.45 0 0 0| 0 0 0 0 4800 1755.500 -0.89 32.71 0 0 0| 0 0 0 0 5200 Equity Options 22:01 Business Day Wed 1 Sep 2010 Previous Business Day Tue 31 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 0 100| 30 1,589 0 0 Indicative a-t-m Vol 38.99 Underlying Price 3501.000 Time to expiry: 471 Days Dec 11 52.500 -0.05 50.34 0 0 0| 0 0 0 0 1600 79.500 -0.07 49.21 0 0 0| 0 0 0 0 1800 111.500 -0.10 47.85 0 0 0| 0 0 0 0 2000 165.000 180.500 -0.15 46.07 165.000 165.000 0 0 1| 0 20 0 0 2313 200.500 -0.16 45.24 0 0 0| 0 0 0 0 2400 309.500 -0.24 41.98 0 0 0| 0 10 0 0 2800 465.000 -0.34 39.71 0 0 0| 0 700 0 0 3200 677.000 -0.45 38.75 0 0 0| 0 0 0 0 3600 913.500 -0.55 37.08 0 0 0| 0 100 0 0 4000 1187.500 -0.65 35.64 0 0 0| 0 0 0 0 4400 1491.500 -0.74 34.00 0 0 0| 0 0 0 0 4800 Total 0 0 1| 0 830 0 0 Indicative a-t-m Vol 44.71 Underlying Price 3501.000 Time to expiry: 653 Days Jun 12 355.000 -0.19 51.31 0 0 0| 0 0 0 0 2400 487.000 -0.26 47.70 0 0 0| 0 0 0 0 2800 655.500 -0.33 45.09 0 0 0| 0 0 0 0 3200 885.000 -0.41 44.59 0 0 0| 0 0 0 0 3600 1114.500 -0.49 42.59 0 0 0| 0 0 0 0 4000 1395.000 -0.56 42.19 0 0 0| 0 0 0 0 4400 Total 0 0 0| 0 0 0 0 Indicative a-t-m Vol 45.40 Underlying Price 3501.000 Time to expiry: 842 Days Dec 12 445.500 -0.20 51.95 0 0 0| 0 0 0 0 2400 606.500 -0.26 49.52 0 0 0| 0 50 0 0 2800 774.000 -0.32 46.38 0 0 0| 0 0 0 0 3200 994.000 -0.39 45.08 0 0 0| 0 505 0 0 3600 1232.500 -0.46 43.70 0 0 0| 0 0 0 0 4000 1789.500 -0.58 42.13 0 0 0| 0 0 0 0 4800 Total 0 0 0| 0 555 0 0 Total Puts 0 0 596| 231 28,516 +402 0 Grand Total 0 0 1,884| 236,352 60,025 +471 0 Equity Options 22:01 Business Day Wed 1 Sep 2010 Previous Business Day Tue 31 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 24.91 Underlying Price 569.000 Time to expiry: 16 Days Sep 10 129.500 0.99 54.31 0 0 0| 0 0 0 0 440 109.500 0.98 46.81 0 0 0| 0 0 0 0 460 89.750 0.97 42.54 0 0 0| 12 45 +12 0 480 53.750 50.750 0.92 31.10 53.750 S 53.750 S 0 0 12| 0 295 0 0 520 32.250 0.83 26.66 0 0 0| 12 22 +12 0 540 17.250 0.63 25.01 0 0 0| 14 89 +8 0 560 7.500 0.37 24.80 0 0 0| 0 265 0 0 580 2.500 2.750 0.17 24.76 2.500 S 2.500 S 0 0 12| 0 491 0 0 600 0.750 0.06 24.65 0 0 0| 0 16 0 0 620 0.250 0.02 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 24| 38 1,461 +32 0 Indicative a-t-m Vol 24.97 Underlying Price 569.000 Time to expiry: 107 Days Dec 10 95.250 0.87 32.42 0 0 0| 0 21 0 0 480 61.500 0.75 28.55 0 0 0| 0 1 0 0 520 33.500 0.57 25.33 0 0 0| 0 165 0 0 560 15.750 15.500 0.35 23.72 15.750 15.750 0 0 10| 20 126 0 0 600 6.250 0.17 22.94 0 0 0| 0 34 0 0 640 2.250 0.08 23.04 0 0 0| 0 69 0 0 680 1.000 0.03 23.80 0 0 0| 0 16 0 0 720 Total 0 0 10| 20 432 0 0 Indicative a-t-m Vol 25.10 Underlying Price 569.000 Time to expiry: 198 Days Mar 11 101.750 0.81 30.75 0 0 0| 0 0 0 0 480 70.750 0.70 27.95 0 0 0| 0 0 0 0 520 44.750 0.56 25.40 0 0 0| 0 13 0 0 560 26.250 0.40 24.07 0 0 0| 0 7 0 0 600 14.250 0.26 23.37 0 0 0| 0 10 0 0 640 3.750 0.09 23.16 0 0 0| 0 1 0 0 720 Total 0 0 0| 0 31 0 0 Total Calls 0 0 34| 58 1,924 +32 0 | Equity Options 22:01 Business Day Wed 1 Sep 2010 Previous Business Day Tue 31 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 23.86 Underlying Price 569.000 Time to expiry: 16 Days Sep 10 0.250 -0.01 55.22 0 0 0| 0 359 0 0 440 0.250 -0.02 47.51 0 0 0| 0 250 0 0 460 0.500 -0.03 42.20 0 0 0| 0 203 0 0 480 1.500 -0.08 31.30 0 0 0| 0 100 -3 0 520 3.250 -0.17 26.71 0 0 0| 0 5 0 0 540 7.750 -0.37 24.19 0 0 0| 0 129 0 0 560 17.750 -0.64 23.45 0 0 0| 0 250 0 0 580 33.000 -0.85 23.02 0 0 0| 0 94 -3 0 600 51.500 -0.95 23.61 0 0 0| 0 0 0 0 620 71.000 -0.99 24.87 0 0 0| 0 0 0 0 640 111.000 -1.00 30.50 0 0 0| 0 0 0 0 680 151.000 -1.00 31.70 0 0 0| 0 0 0 0 720 Total 0 0 0| 0 1,390 -6 0 Indicative a-t-m Vol 25.14 Underlying Price 569.000 Time to expiry: 107 Days Dec 10 9.000 -0.16 32.46 0 0 0| 0 84 0 0 480 15.500 -0.27 28.15 0 0 0| 0 35 0 0 520 28.750 -0.45 25.40 0 0 0| 0 52 0 0 560 51.750 -0.66 24.27 0 0 0| 5 66 0 0 600 82.000 -0.83 23.19 0 0 0| 0 15 0 0 640 118.750 -0.91 24.39 0 0 0| 0 0 0 0 680 157.250 -0.96 25.84 0 0 0| 0 0 0 0 720 Total 0 0 0| 5 252 0 0 Indicative a-t-m Vol 25.28 Underlying Price 569.000 Time to expiry: 198 Days Mar 11 16.250 -0.20 30.69 0 0 0| 0 33 0 0 480 25.500 -0.31 28.05 0 0 0| 0 60 0 0 520 39.500 -0.44 25.49 0 0 0| 0 53 0 0 560 61.500 -0.60 24.56 0 0 0| 0 11 0 0 600 89.500 -0.74 23.74 0 0 0| 0 0 0 0 640 159.250 -0.91 23.97 0 0 0| 0 0 0 0 720 Total 0 0 0| 0 157 0 0 Total Puts 0 0 0| 5 1,799 -6 0 Grand Total 0 0 34| 57,313 3,723 +26 0 Equity Options 22:01 Business Day Wed 1 Sep 2010 Previous Business Day Tue 31 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 42.32 Underlying Price 45.800 Time to expiry: 16 Days Sep 10 29.750 1.00 89.47 0 0 0| 0 0 0 0 16 21.750 1.00 86.50 0 0 0| 0 0 0 0 24 17.750 1.00 84.67 0 0 0| 0 0 0 0 28 13.750 0.99 79.73 0 0 0| 0 25 0 0 32 10.000 0.96 68.54 0 0 0| 0 160 0 0 36 8.000 0.92 63.57 0 0 0| 0 0 0 0 38 6.250 0.89 54.87 0 0 0| 0 269 0 0 40 4.250 0.81 48.65 0 0 0| 0 82 0 0 42 2.750 0.69 41.71 0 0 0| 2 319 +2 0 44 1.250 1.500 0.50 42.32 1.500 1.250 0 0 11| 0 40 0 0 46 0.750 0.31 39.91 0 0 0| 0 11,467 0 0 48 0.250 0.10 43.36 0 0 0| 0 3,610 0 0 52 CAB 0.02 45.54 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 11| 2 49,840 +2 0 Indicative a-t-m Vol 39.89 Underlying Price 45.800 Time to expiry: 44 Days Oct 10 14.000 0.97 57.72 0 0 0| 0 0 0 0 32 10.250 0.92 53.42 0 0 0| 0 0 0 0 36 6.750 0.82 46.61 0 0 0| 100 100 +100 0 40 5.000 0.74 44.21 0 0 0| 0 0 0 0 42 3.750 0.64 41.68 0 0 0| 10 10 +10 0 44 2.500 0.52 39.89 0 0 0| 50 65 +50 0 46 1.750 0.39 39.06 0 0 0| 0 1,163 0 0 48 0.750 0.22 41.73 0 0 0| 0 0 0 0 52 0.250 0.08 39.31 0 0 0| 0 0 0 0 56 CAB 0.01 37.07 0 0 0| 0 0 0 0 64 CAB 0.00 46.66 0 0 0| 0 0 0 0 72 Total 0 0 0| 160 1,338 +160 0 Indicative a-t-m Vol 45.27 Underlying Price 45.800 Time to expiry: 79 Days Nov 10 14.250 0.93 59.08 0 0 0| 0 0 0 0 32 11.000 0.85 56.47 0 0 0| 0 0 0 0 36 7.500 0.76 50.04 0 0 0| 0 0 0 0 40 6.250 0.69 47.98 0 0 0| 0 0 0 0 42 5.000 0.62 46.95 0 0 0| 0 0 0 0 44 3.750 0.54 45.27 0 0 0| 0 0 0 0 46 2.750 0.45 43.70 0 0 0| 0 22 0 0 48 0.750 0.18 41.71 0 0 0| 0 0 0 0 56 0.250 0.08 47.73 0 0 0| 0 0 0 0 64 Total 0 0 0| 0 22 0 0 Indicative a-t-m Vol 46.17 Underlying Price 45.800 Time to expiry: 107 Days Dec 10 Equity Options 22:01 Business Day Wed 1 Sep 2010 Previous Business Day Tue 31 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 | 37.750 1.00 79.47 0 0 0| 0 0 0 0 8 29.750 1.00 78.00 0 0 0| 0 100 0 0 16 22.250 0.96 76.20 0 0 0| 0 240 0 0 24 18.250 0.94 66.61 0 0 0| 0 0 0 0 28 14.750 0.90 60.57 0 0 0| 0 430 0 0 32 11.500 0.82 58.36 0 0 0| 0 60 0 0 36 8.250 0.74 51.53 0 0 0| 0 1,794 0 0 40 5.750 0.62 48.12 0 0 0| 0 9,130 0 0 44 3.500 3.500 0.47 44.22 3.500 3.500 0 0 20| 0 11,642 0 0 48 1.000 0.21 40.27 0 0 0| 0 4,616 0 0 56 0.500 0.13 40.42 0 0 0| 10 3,299 -10 0 60 0.250 0.08 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 20| 10 42,106 -10 0 Indicative a-t-m Vol 46.71 Underlying Price 45.800 Time to expiry: 198 Days Mar 11 15.750 0.86 58.07 0 0 0| 0 10 0 0 32 12.750 0.79 55.15 0 0 0| 0 0 0 0 36 10.000 0.71 51.60 0 0 0| 0 250 0 0 40 7.500 0.62 48.26 0 0 0| 0 0 0 0 44 5.250 0.52 45.16 0 0 0| 0 1,049 0 0 48 2.250 0.30 39.93 0 0 0| 0 75 0 0 56 1.500 0.21 38.46 0 0 0| 0 2,107 0 0 60 0.750 0.14 36.74 0 0 0| 0 31 0 0 64 0.250 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 45.37 Underlying Price 45.800 Time to expiry: 289 Days Jun 11 23.000 0.93 62.96 0 0 0| 0 0 0 0 24 16.250 0.84 54.33 0 0 0| 0 5,250 0 0 32 13.500 0.78 51.27 0 0 0| 0 0 0 0 36 10.750 0.71 48.92 0 0 0| 0 0 0 0 40 8.500 0.63 46.37 0 0 0| 0 50 0 0 44 Equity Options 22:01 Business Day Wed 1 Sep 2010 Previous Business Day Tue 31 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 | 6.500 0.54 44.38 0 0 0| 0 1,180 0 0 48 3.500 0.37 41.47 0 0 0| 0 34 0 0 56 2.500 0.29 40.41 0 0 0| 0 1,150 0 0 60 1.750 0.22 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 45.14 Underlying Price 45.800 Time to expiry: 471 Days Dec 11 38.000 1.00 67.11 0 0 0| 0 0 0 0 8 30.750 0.96 68.85 0 0 0| 0 100 0 0 16 24.000 0.91 58.79 0 0 0| 0 0 0 0 24 18.000 0.82 53.92 0 0 0| 0 2,010 0 0 32 12.750 0.71 48.70 0 0 0| 0 664 0 0 40 8.500 0.57 43.96 0 0 0| 0 5,111 0 0 48 4.250 0.37 40.29 0 0 0| 0 620 0 0 60 1.000 0.13 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 51.89 Underlying Price 45.800 Time to expiry: 653 Days Jun 12 19.500 0.81 53.60 0 0 0| 0 0 0 0 32 14.750 0.72 50.43 0 0 0| 0 0 0 0 40 12.250 0.62 52.38 0 0 0| 0 0 0 0 48 7.250 0.46 46.51 0 0 0| 0 0 0 0 60 Total 0 0 0| 0 0 0 0 Indicative a-t-m Vol 49.46 Underlying Price 45.800 Time to expiry: 842 Days Dec 12 26.000 0.89 58.41 0 0 0| 0 0 0 0 24 20.750 0.81 53.42 0 0 0| 0 0 0 0 32 16.500 0.73 51.16 0 0 0| 0 0 0 0 40 13.000 0.64 48.89 0 0 0| 0 0 0 0 48 9.000 0.51 46.87 0 0 0| 0 0 0 0 60 6.500 0.38 50.81 0 0 0| 0 0 0 0 80 Total 0 0 0| 0 0 0 0 Total Calls 0 0 31| 172 115,277 +152 0 | Equity Options 22:01 Business Day Wed 1 Sep 2010 Previous Business Day Tue 31 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 42.32 Underlying Price 45.800 Time to expiry: 16 Days Sep 10 CAB 0.00 89.47 0 0 0| 0 0 0 0 16 CAB 0.00 86.50 0 0 0| 0 293 0 0 24 CAB 0.00 84.67 0 0 0| 0 258 0 0 28 CAB -0.01 79.73 0 0 0| 0 1,111 0 0 32 0.250 -0.04 68.54 0 0 0| 0 158 0 0 36 0.250 -0.08 63.57 0 0 0| 0 100 0 0 38 0.250 -0.11 54.87 0 0 0| 0 860 0 0 40 0.500 -0.19 48.65 0 0 0| 0 652 0 0 42 0.750 -0.31 41.71 0 0 0| 0 867 0 0 44 1.750 -0.50 42.32 0 0 0| 0 76 0 0 46 3.000 -0.69 39.91 0 0 0| 0 290 0 0 48 6.250 -0.91 43.36 0 0 0| 0 17 0 0 52 10.250 -0.98 45.54 0 0 0| 0 966 0 0 56 14.250 -1.00 45.73 0 0 0| 0 56 0 0 60 18.250 -1.00 48.92 0 0 0| 0 0 0 0 64 26.250 -1.00 54.89 0 0 0| 0 0 0 0 72 34.250 -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 43.09 Underlying Price 45.800 Time to expiry: 44 Days Oct 10 CAB -0.03 57.72 0 0 0| 0 0 0 0 32 0.250 -0.08 53.42 0 0 0| 0 0 0 0 36 0.750 -0.18 46.61 0 0 0| 0 100 0 0 40 1.250 -0.26 44.21 0 0 0| 0 0 0 0 42 1.750 -0.36 41.68 0 0 0| 0 306 0 0 44 2.750 -0.48 43.09 0 0 0| 0 231 0 0 46 4.000 -0.60 41.67 0 0 0| 0 146 0 0 48 7.000 -0.79 41.73 0 0 0| 0 0 0 0 52 10.500 -0.92 39.31 0 0 0| 0 40 0 0 56 18.250 -1.00 33.61 0 0 0| 0 0 0 0 64 26.250 -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 45.27 Underlying Price 45.800 Time to expiry: 79 Days Nov 10 0.500 -0.07 59.08 0 0 0| 0 0 0 0 32 1.000 -0.15 56.47 0 0 0| 0 0 0 0 36 1.750 -0.24 50.04 0 0 0| 0 0 0 0 40 2.250 -0.31 47.98 0 0 0| 0 0 0 0 42 3.000 -0.38 46.95 0 0 0| 0 0 0 0 44 4.000 -0.46 45.27 0 0 0| 0 0 0 0 46 5.000 -0.55 43.70 0 0 0| 0 0 0 0 48 11.000 -0.83 41.71 0 0 0| 0 0 0 0 56 18.500 -0.92 47.73 0 0 0| 0 0 0 0 64 Total 0 0 0| 0 0 0 0 Indicative a-t-m Vol 46.17 Underlying Price 45.800 Time to expiry: 107 Days Dec 10 Equity Options 22:01 Business Day Wed 1 Sep 2010 Previous Business Day Tue 31 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 0.250 -0.04 77.14 0 0 0| 0 5,947 0 0 24 0.500 -0.06 67.56 0 0 0| 0 350 0 0 28 0.750 -0.10 60.57 0 0 0| 0 12,050 0 0 32 1.750 -0.18 58.36 0 0 0| 0 10,241 0 0 36 2.500 -0.26 51.53 0 0 0| 0 7,547 0 0 40 3.750 3.750 -0.39 48.12 3.750 3.000 0 0 24| 0 9,221 0 0 44 5.500 -0.53 44.22 0 0 0| 0 12,145 0 0 48 11.250 -0.79 40.27 0 0 0| 0 3,821 0 0 56 14.750 -0.87 40.42 0 0 0| 0 207 0 0 60 18.750 -0.90 45.03 0 0 0| 0 170 0 0 64 26.250 -0.98 39.82 0 0 0| 0 50 0 0 72 34.250 -1.00 41.35 0 0 0| 0 0 0 0 80 42.250 -1.00 41.59 0 0 0| 0 0 0 0 88 50.250 -1.00 39.61 0 0 0| 0 30 0 0 96 54.250 -1.00 39.11 0 0 0| 0 1 0 0 100 74.250 -1.00 38.12 0 0 0| 0 0 0 0 120 94.250 -1.00 39.15 0 0 0| 0 0 0 0 140 114.250 -1.00 41.06 0 0 0| 0 0 0 0 160 134.250 -1.00 41.06 0 0 0| 0 0 0 0 180 154.250 -1.00 41.06 0 0 0| 0 0 0 0 200 174.250 -1.00 41.06 0 0 0| 0 0 0 0 220 194.250 -1.00 41.06 0 0 0| 0 100 0 0 240 229.250 -1.00 41.06 0 0 0| 0 0 0 0 275 263.250 -1.00 41.06 0 0 0| 0 0 0 0 309 297.250 -1.00 41.06 0 0 0| 0 0 0 0 343 404.250 -1.00 41.06 0 0 0| 0 0 0 0 450 Total 0 0 24| 0 61,925 0 0 Indicative a-t-m Vol 46.71 Underlying Price 45.800 Time to expiry: 198 Days Mar 11 1.750 -0.14 58.07 0 0 0| 0 55 0 0 32 2.750 -0.21 55.15 0 0 0| 0 52 0 0 36 4.000 -0.29 51.60 0 0 0| 0 5 0 0 40 5.500 -0.38 48.26 0 0 0| 0 50 0 0 44 7.250 -0.49 45.16 0 0 0| 0 532 0 0 48 12.250 -0.70 39.93 0 0 0| 0 94 0 0 56 15.500 -0.79 38.46 0 0 0| 0 20 0 0 60 18.750 -0.87 36.74 0 0 0| 0 20 0 0 64 34.250 -0.98 38.07 0 0 0| 0 0 0 0 80 Total 0 0 0| 0 828 0 0 Indicative a-t-m Vol 45.37 Underlying Price 45.800 Time to expiry: 289 Days Jun 11 1.000 -0.07 62.96 0 0 0| 0 0 0 0 24 2.500 -0.16 54.33 0 0 0| 0 35 0 0 32 3.500 -0.22 51.27 0 0 0| 0 1 0 0 36 4.750 -0.29 48.92 0 0 0| 0 50 0 0 40 6.250 -0.38 46.37 0 0 0| 0 50 0 0 44 8.250 -0.46 44.38 0 0 0| 0 10 0 0 48 Equity Options 22:01 Business Day Wed 1 Sep 2010 Previous Business Day Tue 31 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 | 13.500 -0.64 41.47 0 0 0| 0 21 0 0 56 16.500 -0.71 40.41 0 0 0| 0 0 0 0 60 19.500 -0.79 39.00 0 0 0| 0 0 0 0 64 34.250 -0.96 35.09 0 0 0| 0 0 0 0 80 Total 0 0 0| 0 167 0 0 Indicative a-t-m Vol 45.14 Underlying Price 45.800 Time to expiry: 471 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 1.750 -0.09 58.79 0 0 0| 0 0 0 0 24 3.750 -0.18 53.92 0 0 0| 0 2,005 0 0 32 6.500 -0.29 48.70 0 0 0| 0 1,620 0 0 40 10.000 -0.43 43.96 0 0 0| 0 6,512 0 0 48 17.750 -0.64 40.29 0 0 0| 0 370 0 0 60 34.750 -0.89 36.59 0 0 0| 0 0 0 0 80 Total 0 0 0| 0 10,507 0 0 Indicative a-t-m Vol 52.32 Underlying Price 45.800 Time to expiry: 653 Days Jun 12 5.000 -0.19 53.60 0 0 0| 0 0 0 0 32 8.500 -0.29 51.69 0 0 0| 0 0 0 0 40 13.500 -0.38 52.53 0 0 0| 0 0 0 0 48 20.500 -0.55 46.33 0 0 0| 0 0 0 0 60 Total 0 0 0| 0 0 0 0 Indicative a-t-m Vol 49.83 Underlying Price 45.800 Time to expiry: 842 Days Dec 12 3.750 -0.11 59.13 0 0 0| 0 0 0 0 24 6.000 -0.19 53.51 0 0 0| 0 0 0 0 32 9.750 -0.28 51.69 0 0 0| 0 0 0 0 40 14.000 -0.37 49.21 0 0 0| 0 0 0 0 48 21.750 -0.50 46.81 0 0 0| 0 0 0 0 60 38.250 -0.66 48.09 0 0 0| 0 0 0 0 80 Total 0 0 0| 0 0 0 0 Total Puts 0 0 24| 0 79,954 0 0 Grand Total 0 0 55| 233,752 195,231 +152 0 Equity Options 22:01 Business Day Wed 1 Sep 2010 Previous Business Day Tue 31 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 20.47 Underlying Price 1720.500 Time to expiry: 16 Days Sep 10 421.000 1.00 40.50 0 0 0| 0 0 0 0 1300 321.000 1.00 35.07 0 0 0| 0 0 0 0 1400 221.500 0.98 30.32 0 0 0| 0 0 0 0 1500 172.500 0.96 27.36 0 0 0| 0 0 0 0 1550 124.500 0.92 24.41 0 0 0| 0 2 0 0 1600 79.500 0.82 22.40 0 0 0| 0 21 0 0 1650 42.000 0.62 20.64 0 0 0| 0 431 0 0 1700 10.500 18.000 0.36 20.24 10.500 10.500 0 0 50| 0 71 0 0 1750 7.000 0.17 21.08 0 0 0| 0 113 0 0 1800 2.500 0.07 22.74 0 0 0| 0 6 0 0 1850 1.000 0.03 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 50| 0 2,161 0 0 Indicative a-t-m Vol 21.28 Underlying Price 1720.500 Time to expiry: 44 Days Oct 10 323.000 0.98 29.25 0 0 0| 0 0 0 0 1400 227.500 0.93 28.24 0 0 0| 0 0 0 0 1500 137.500 0.82 24.46 0 0 0| 0 0 0 0 1600 97.500 0.72 22.96 0 0 0| 0 0 0 0 1650 64.000 0.58 21.74 0 0 0| 0 29 0 0 1700 37.500 0.43 20.66 0 0 0| 0 22 0 0 1750 18.000 20.000 0.28 20.00 18.000 18.000 0 0 2| 0 20 0 0 1800 4.000 0.08 19.43 0 0 0| 0 0 0 0 1900 1.000 0.02 21.41 0 0 0| 0 0 0 0 2000 Total 0 0 2| 0 71 0 0 Indicative a-t-m Vol 21.95 Underlying Price 1720.500 Time to expiry: 79 Days Nov 10 327.000 0.95 30.41 0 0 0| 0 0 0 0 1400 233.500 0.89 27.44 0 0 0| 0 0 0 0 1500 149.000 0.77 25.28 0 0 0| 0 0 0 0 1600 110.000 0.68 23.51 0 0 0| 0 0 0 0 1650 77.500 0.57 22.37 0 0 0| 0 0 0 0 1700 51.000 0.45 21.36 0 0 0| 0 0 0 0 1750 31.500 0.33 20.77 0 0 0| 1 7 +1 0 1800 10.500 0.14 20.19 0 0 0| 0 0 0 0 1900 Total 0 0 0| 1 7 +1 0 Indicative a-t-m Vol 22.94 Underlying Price 1720.500 Time to expiry: 107 Days Dec 10 722.000 1.00 38.50 0 0 0| 0 0 0 0 1000 523.500 0.99 36.44 0 0 0| 0 0 0 0 1200 329.500 0.93 30.55 0 0 0| 0 0 0 0 1400 237.500 0.87 27.53 0 0 0| 0 0 0 0 1500 155.500 0.74 25.27 0 0 0| 0 30 0 0 1600 Equity Options 22:01 Business Day Wed 1 Sep 2010 Previous Business Day Tue 31 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 | 89.000 0.56 23.44 0 0 0| 0 168 0 0 1700 40.500 0.34 21.07 0 0 0| 0 378 0 0 1800 16.500 0.18 20.55 0 0 0| 0 98 0 0 1900 6.000 0.08 20.20 0 0 0| 0 332 0 0 2000 1.500 0.02 22.26 0 0 0| 0 10 0 0 2200 1.000 0.01 27.00 0 0 0| 0 10 0 0 2400 CAB 0.00 32.22 0 0 0| 0 0 0 0 2800 Total 0 0 0| 0 1,026 0 0 Indicative a-t-m Vol 23.04 Underlying Price 1720.500 Time to expiry: 198 Days Mar 11 335.000 0.90 29.38 0 0 0| 0 0 0 0 1400 248.500 0.81 27.13 0 0 0| 0 10 0 0 1500 173.000 0.69 25.35 0 0 0| 0 10 0 0 1600 109.000 0.54 23.29 0 0 0| 0 10 0 0 1700 64.000 0.38 22.12 0 0 0| 0 204 0 0 1800 34.000 0.24 21.16 0 0 0| 0 43 0 0 1900 17.500 0.14 20.80 0 0 0| 0 129 0 0 2000 4.000 0.04 20.47 0 0 0| 0 0 0 0 2200 1.500 0.02 21.92 0 0 0| 0 30 0 0 2400 Total 0 0 0| 0 436 0 0 Indicative a-t-m Vol 23.30 Underlying Price 1720.500 Time to expiry: 289 Days Jun 11 526.500 0.96 34.69 0 0 0| 0 0 0 0 1200 339.500 0.87 28.79 0 0 0| 0 55 0 0 1400 256.500 0.78 26.88 0 0 0| 0 90 0 0 1500 182.000 0.67 24.70 0 0 0| 0 40 0 0 1600 124.000 0.53 23.53 0 0 0| 0 10 0 0 1700 79.500 0.40 22.43 0 0 0| 0 19 0 0 1800 49.500 0.28 21.85 0 0 0| 0 3 0 0 1900 28.500 0.19 21.20 0 0 0| 0 205 0 0 2000 3.000 0.03 20.66 0 0 0| 0 0 0 0 2400 Total 0 0 0| 0 422 0 0 Indicative a-t-m Vol 25.27 Underlying Price 1720.500 Time to expiry: 471 Days Dec 11 529.500 0.94 34.80 0 0 0| 0 0 0 0 1200 345.000 0.85 28.12 0 0 0| 0 0 0 0 1400 206.000 0.63 26.04 0 0 0| 0 0 0 0 1600 114.500 0.43 24.76 0 0 0| 0 0 0 0 1800 52.500 0.25 22.72 0 0 0| 0 0 0 0 2000 11.000 0.07 21.85 0 0 0| 0 0 0 0 2400 Total 0 0 0| 0 0 0 0 Indicative a-t-m Vol 27.09 Underlying Price 1720.500 Time to expiry: 653 Days Jun 12 358.500 0.80 30.00 0 0 0| 0 0 0 0 1400 235.500 0.61 28.43 0 0 0| 0 0 0 0 1600 140.500 0.45 26.21 0 0 0| 0 0 0 0 1800 76.000 0.29 24.27 0 0 0| 0 0 0 0 2000 Total 0 0 0| 0 0 0 0 Equity Options 22:01 Business Day Wed 1 Sep 2010 Previous Business Day Tue 31 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 27.28 Underlying Price 1720.500 Time to expiry: 842 Days Dec 12 365.500 0.78 30.40 0 0 0| 0 0 0 0 1400 246.000 0.61 28.65 0 0 0| 0 0 0 0 1600 153.500 0.45 26.39 0 0 0| 0 0 0 0 1800 87.500 0.31 24.33 0 0 0| 0 0 0 0 2000 35.000 0.15 23.98 0 0 0| 0 0 0 0 2400 Total 0 0 0| 0 0 0 0 Total Calls 0 0 52| 1 4,123 +1 0 | Equity Options 22:01 Business Day Wed 1 Sep 2010 Previous Business Day Tue 31 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 21.70 Underlying Price 1720.500 Time to expiry: 16 Days Sep 10 CAB 0.00 40.44 0 0 0| 0 0 0 0 1300 CAB 0.00 34.43 0 0 0| 0 1,167 0 0 1400 0.500 -0.01 29.48 0 0 0| 0 325 0 0 1500 1.500 -0.04 28.00 0 0 0| 0 5 0 0 1550 4.500 -0.09 26.00 0 0 0| 0 392 0 0 1600 23.000 9.500 -0.20 23.51 23.000 23.000 0 0 10| 0 67 0 0 1650 23.500 -0.39 22.27 0 0 0| 10 189 0 0 1700 48.000 -0.64 20.92 0 0 0| 0 53 0 0 1750 85.000 -0.85 19.87 0 0 0| 0 95 0 0 1800 130.500 -0.96 19.49 0 0 0| 0 0 0 0 1850 179.500 -0.99 20.38 0 0 0| 0 33 0 0 1900 279.500 -1.00 21.20 0 0 0| 0 20 0 0 2000 479.500 -1.00 26.64 0 0 0| 0 0 0 0 2200 679.500 -1.00 33.02 0 0 0| 0 2 0 0 2400 Total 0 0 10| 10 2,348 0 0 Indicative a-t-m Vol 21.38 Underlying Price 1720.500 Time to expiry: 44 Days Oct 10 4.000 -0.04 35.59 0 0 0| 0 0 0 0 1400 6.500 -0.08 29.11 0 0 0| 0 25 0 0 1500 16.000 -0.19 24.82 0 0 0| 0 29 0 0 1600 26.000 -0.29 23.06 0 0 0| 0 23 0 0 1650 42.500 -0.42 21.93 0 0 0| 0 21 0 0 1700 65.500 -0.58 20.63 0 0 0| 0 5 0 0 1750 99.500 -0.72 20.91 0 0 0| 0 19 0 0 1800 183.000 -0.92 20.30 0 0 0| 0 0 0 0 1900 280.500 -0.97 22.45 0 0 0| 0 0 0 0 2000 Total 0 0 0| 0 122 0 0 Indicative a-t-m Vol 21.65 Underlying Price 1720.500 Time to expiry: 79 Days Nov 10 9.500 -0.08 30.97 0 0 0| 0 1 0 0 1400 18.000 -0.15 27.27 0 0 0| 0 1 0 0 1500 37.000 -0.29 24.52 0 0 0| 0 4 0 0 1600 52.500 -0.38 23.39 0 0 0| 0 0 0 0 1650 72.000 -0.49 22.12 0 0 0| 0 0 0 0 1700 98.000 -0.61 21.00 0 0 0| 0 0 0 0 1750 133.500 -0.71 21.31 0 0 0| 0 0 0 0 1800 213.000 -0.88 20.06 0 0 0| 0 0 0 0 1900 Total 0 0 0| 0 6 0 0 Indicative a-t-m Vol 22.44 Underlying Price 1720.500 Time to expiry: 107 Days Dec 10 3.500 -0.02 50.15 0 0 0| 0 20 0 0 1000 5.000 -0.04 37.40 0 0 0| 1 147 0 0 1200 15.500 -0.11 30.54 0 0 0| 0 1,057 0 0 1400 26.000 -0.18 27.06 0 0 0| 3 25 +3 0 1500 56.000 48.000 -0.31 24.67 56.000 56.000 0 0 10| 10 391 +10 0 1600 85.500 -0.48 22.84 0 0 0| 10 256 0 0 1700 Equity Options 22:01 Business Day Wed 1 Sep 2010 Previous Business Day Tue 31 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 | 141.500 -0.68 20.95 0 0 0| 0 342 0 0 1800 220.000 -0.83 20.70 0 0 0| 0 55 0 0 1900 310.000 -0.93 20.48 0 0 0| 11 70 0 0 2000 504.500 -0.99 20.51 0 0 0| 0 10 0 0 2200 704.500 -0.98 29.10 0 0 0| 0 0 0 0 2400 1103.500 -1.00 34.09 0 0 0| 0 0 0 0 2800 Total 0 0 10| 35 2,373 +13 0 Indicative a-t-m Vol 22.58 Underlying Price 1720.500 Time to expiry: 198 Days Mar 11 35.500 -0.17 28.56 0 0 0| 0 102 0 0 1400 54.500 -0.25 26.13 0 0 0| 1 28 +1 0 1500 84.500 -0.37 24.50 0 0 0| 0 264 0 0 1600 127.000 -0.51 22.79 0 0 0| 0 76 0 0 1700 186.000 -0.65 21.81 0 0 0| 0 80 0 0 1800 258.500 -0.77 20.99 0 0 0| 0 43 0 0 1900 341.500 -0.87 20.03 0 0 0| 0 99 0 0 2000 528.500 -0.97 18.63 0 0 0| 0 0 0 0 2200 726.000 -1.00 17.20 0 0 0| 0 85 0 0 2400 Total 0 0 0| 1 777 +1 0 Indicative a-t-m Vol 22.62 Underlying Price 1720.500 Time to expiry: 289 Days Jun 11 26.000 27.000 -0.10 32.13 26.000 26.000 0 0 1| 0 507 0 0 1200 56.500 -0.22 27.68 0 0 0| 0 236 0 0 1400 82.000 -0.30 25.93 0 0 0| 0 22 0 0 1500 117.000 -0.40 24.36 0 0 0| 0 89 0 0 1600 172.500 162.000 -0.52 22.86 172.500 172.500 0 0 10| 0 74 0 0 1700 221.000 -0.64 21.71 0 0 0| 0 70 0 0 1800 292.500 -0.75 20.94 0 0 0| 0 0 0 0 1900 376.000 -0.83 20.92 0 0 0| 0 27 0 0 2000 760.500 -0.92 27.35 0 0 0| 0 0 0 0 2400 Total 0 0 11| 0 1,025 0 0 Indicative a-t-m Vol 25.10 Underlying Price 1720.500 Time to expiry: 471 Days Dec 11 64.500 -0.17 33.04 0 0 0| 0 0 0 0 1200 110.000 -0.28 28.97 0 0 0| 0 0 0 0 1400 186.000 -0.44 26.14 0 0 0| 0 0 0 0 1600 299.500 -0.61 24.42 0 0 0| 0 0 0 0 1800 444.500 -0.76 23.05 0 0 0| 0 0 0 0 2000 801.000 -0.93 22.54 0 0 0| 0 0 0 0 2400 Total 0 0 0| 0 0 0 0 Indicative a-t-m Vol 27.09 Underlying Price 1720.500 Time to expiry: 653 Days Jun 12 159.000 -0.32 29.77 0 0 0| 0 0 0 0 1400 254.000 -0.45 28.34 0 0 0| 0 0 0 0 1600 367.000 -0.59 26.27 0 0 0| 0 0 0 0 1800 501.500 -0.73 23.95 0 0 0| 0 0 0 0 2000 Total 0 0 0| 0 0 0 0 Indicative a-t-m Vol 27.47 Underlying Price 1720.500 Time to expiry: 842 Days Dec 12 Equity Options 22:01 Business Day Wed 1 Sep 2010 Previous Business Day Tue 31 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 | 213.500 -0.34 31.29 0 0 0| 0 0 0 0 1400 302.000 -0.46 28.61 0 0 0| 0 0 0 0 1600 419.500 -0.59 26.72 0 0 0| 0 0 0 0 1800 551.500 -0.71 24.47 0 0 0| 0 0 0 0 2000 887.000 -0.87 23.26 0 0 0| 0 0 0 0 2400 Total 0 0 0| 0 0 0 0 Total Puts 0 0 31| 46 6,651 +14 0 Grand Total 0 0 83| 174,087 10,774 +15 0 Equity Options 22:01 Business Day Wed 1 Sep 2010 Previous Business Day Tue 31 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 22.25 Underlying Price 1779.000 Time to expiry: 16 Days Sep 10 381.000 0.98 54.30 0 0 0| 0 0 0 0 1400 281.500 0.97 42.55 0 0 0| 0 0 0 0 1500 183.500 0.93 33.47 0 0 0| 0 0 0 0 1600 136.000 0.89 29.55 0 0 0| 0 0 0 0 1650 90.000 0.81 25.01 0 0 0| 0 10 0 0 1700 51.500 0.64 22.96 0 0 0| 0 0 0 0 1750 14.500 24.500 0.41 21.73 14.500 14.500 0 0 10| 0 10 0 0 1800 9.000 0.20 20.93 0 0 0| 0 11 0 0 1850 2.500 0.07 20.06 0 0 0| 0 71 0 0 1900 CAB 0.00 18.57 0 0 0| 0 1,204 0 0 2000 CAB 0.00 20.00 0 0 0| 0 10 0 0 2200 CAB 0.00 20.00 0 0 0| 0 0 0 0 2400 Total 0 0 10| 0 1,316 0 0 Indicative a-t-m Vol 22.57 Underlying Price 1779.000 Time to expiry: 107 Days Dec 10 388.500 0.94 33.86 0 0 0| 0 0 0 0 1400 294.000 0.89 29.84 0 0 0| 0 0 0 0 1500 204.000 0.81 26.15 0 0 0| 0 0 0 0 1600 128.500 0.67 24.12 0 0 0| 8 8 +8 0 1700 68.500 0.47 22.16 0 0 0| 0 10 0 0 1800 31.000 0.28 20.74 0 0 0| 0 112 0 0 1900 11.500 0.13 19.95 0 0 0| 0 163 0 0 2000 1.000 0.02 19.38 0 0 0| 0 25 0 0 2200 CAB 0.00 20.43 0 0 0| 0 0 0 0 2400 Total 0 0 0| 8 318 +8 0 Indicative a-t-m Vol 23.37 Underlying Price 1779.000 Time to expiry: 198 Days Mar 11 391.500 0.92 30.54 0 0 0| 0 0 0 0 1400 302.000 0.85 28.32 0 0 0| 0 0 0 0 1500 221.000 0.75 26.37 0 0 0| 0 0 0 0 1600 150.000 0.63 24.30 0 0 0| 0 20 0 0 1700 87.000 95.500 0.48 23.12 87.000 87.000 0 0 10| 0 0 0 0 1800 54.500 0.33 21.76 0 0 0| 0 0 0 0 1900 28.000 0.21 20.58 0 0 0| 0 29 0 0 2000 3.500 0.03 22.68 0 0 0| 0 0 0 0 2400 Total 0 0 10| 0 49 0 0 Total Calls 0 0 20| 8 1,683 +8 0 | Equity Options 22:01 Business Day Wed 1 Sep 2010 Previous Business Day Tue 31 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 22.28 Underlying Price 1779.000 Time to expiry: 16 Days Sep 10 0.500 -0.01 45.00 0 0 0| 0 50 0 0 1400 1.000 -0.02 39.19 0 0 0| 0 30 0 0 1500 2.500 -0.05 30.73 0 0 0| 0 350 0 0 1600 5.500 -0.10 28.50 0 0 0| 0 10 0 0 1650 11.000 -0.19 25.48 0 0 0| 0 20 0 0 1700 22.000 -0.36 23.01 0 0 0| 0 16 0 0 1750 45.000 -0.59 21.75 0 0 0| 0 51 0 0 1800 80.000 -0.79 21.53 0 0 0| 0 0 0 0 1850 122.500 -0.94 19.75 0 0 0| 0 0 0 0 1900 221.000 -1.00 2.00 0 0 0| 0 0 0 0 2000 421.000 -1.00 2.00 0 0 0| 0 0 0 0 2200 621.000 -1.00 2.00 0 0 0| 0 0 0 0 2400 Total 0 0 0| 0 527 0 0 Indicative a-t-m Vol 22.81 Underlying Price 1779.000 Time to expiry: 107 Days Dec 10 14.500 -0.09 33.59 0 0 0| 10 10 +10 0 1400 23.000 -0.15 29.98 0 0 0| 0 10 0 0 1500 38.000 -0.24 26.86 0 0 0| 0 10 0 0 1600 64.500 -0.37 24.17 0 0 0| 0 33 0 0 1700 109.000 -0.55 22.45 0 0 0| 0 10 0 0 1800 175.000 -0.73 21.78 0 0 0| 0 10 0 0 1900 255.500 -0.86 20.75 0 0 0| 0 0 0 0 2000 444.000 -0.97 21.03 0 0 0| 0 0 0 0 2200 644.000 -0.98 27.44 0 0 0| 0 0 0 0 2400 Total 0 0 0| 10 83 +10 0 Indicative a-t-m Vol 22.90 Underlying Price 1779.000 Time to expiry: 198 Days Mar 11 29.500 -0.14 29.83 0 0 0| 0 0 0 0 1400 46.000 -0.21 27.78 0 0 0| 0 10 0 0 1500 70.500 -0.30 26.09 0 0 0| 0 20 0 0 1600 105.000 -0.42 24.32 0 0 0| 0 10 0 0 1700 151.000 -0.55 22.52 0 0 0| 0 0 0 0 1800 214.000 -0.69 21.60 0 0 0| 0 0 0 0 1900 288.500 -0.81 20.34 0 0 0| 0 0 0 0 2000 662.000 -0.99 17.21 0 0 0| 0 0 0 0 2400 Total 0 0 0| 0 40 0 0 Total Puts 0 0 0| 10 650 +10 0 Grand Total 0 0 20| 66,428 2,333 +18 0 Equity Options 22:01 Business Day Wed 1 Sep 2010 Previous Business Day Tue 31 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 22.13 Underlying Price 124.300 Time to expiry: 16 Days Sep 10 24.250 0.99 44.80 0 0 0| 0 0 0 0 100 14.500 0.97 31.04 0 0 0| 0 0 0 0 110 9.500 0.93 25.57 0 0 0| 0 0 0 0 115 5.250 0.76 23.88 0 0 0| 0 0 0 0 120 2.000 0.47 22.13 0 0 0| 0 0 0 0 125 0.500 0.18 21.81 0 0 0| 0 35 0 0 130 0.250 0.06 24.45 0 0 0| 0 0 0 0 135 CAB 0.02 25.42 0 0 0| 0 71 0 0 140 CAB 0.00 26.29 0 0 0| 0 0 0 0 150 CAB 0.00 31.26 0 0 0| 0 0 0 0 160 Total 0 0 0| 0 106 0 0 Indicative a-t-m Vol 23.46 Underlying Price 124.300 Time to expiry: 44 Days Oct 10 24.500 0.97 35.37 0 0 0| 0 0 0 0 100 15.000 0.90 28.08 0 0 0| 0 0 0 0 110 10.750 0.81 26.96 0 0 0| 0 0 0 0 115 7.000 0.67 25.90 0 0 0| 0 0 0 0 120 3.750 0.49 23.46 0 0 0| 0 0 0 0 125 1.750 0.31 22.80 0 0 0| 0 87 0 0 130 0.750 0.15 21.67 0 0 0| 0 0 0 0 135 0.250 0.06 20.85 0 0 0| 0 0 0 0 140 CAB 0.00 19.70 0 0 0| 0 0 0 0 150 CAB 0.00 19.19 0 0 0| 0 0 0 0 160 Total 0 0 0| 0 87 0 0 Indicative a-t-m Vol 26.02 Underlying Price 124.300 Time to expiry: 79 Days Nov 10 24.750 0.96 28.43 0 0 0| 0 0 0 0 100 15.750 0.85 26.75 0 0 0| 0 0 0 0 110 11.750 0.76 25.71 0 0 0| 0 0 0 0 115 8.000 0.65 24.12 0 0 0| 0 0 0 0 120 5.750 0.51 26.02 0 0 0| 0 0 0 0 125 2.750 0.34 20.66 0 0 0| 0 0 0 0 130 0.500 0.09 17.93 0 0 0| 0 0 0 0 140 CAB 0.01 17.03 0 0 0| 0 0 0 0 150 Total 0 0 0| 0 0 0 0 Indicative a-t-m Vol 23.95 Underlying Price 124.300 Time to expiry: 107 Days Dec 10 25.000 0.94 27.07 0 0 0| 0 150 0 0 100 16.500 0.82 27.08 0 0 0| 0 0 0 0 110 9.250 0.63 25.01 0 0 0| 0 0 0 0 120 4.000 0.39 22.89 0 0 0| 0 351 0 0 130 1.250 0.17 21.05 0 0 0| 0 250 0 0 140 0.250 0.05 19.71 0 0 0| 0 0 0 0 150 CAB 0.01 19.41 0 0 0| 0 0 0 0 160 Total 0 0 0| 0 751 0 0 Equity Options 22:01 Business Day Wed 1 Sep 2010 Previous Business Day Tue 31 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 22.94 Underlying Price 124.300 Time to expiry: 198 Days Mar 11 25.500 0.92 25.20 0 0 0| 0 50 0 0 100 17.750 0.78 27.17 0 0 0| 0 1 0 0 110 10.250 0.63 23.61 0 0 0| 0 0 0 0 120 5.250 0.42 22.26 0 0 0| 0 75 0 0 130 2.500 0.24 22.00 0 0 0| 0 54 0 0 140 1.000 0.12 22.10 0 0 0| 0 0 0 0 150 0.750 0.08 24.79 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 22:01 Business Day Wed 1 Sep 2010 Previous Business Day Tue 31 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 26.02 Underlying Price 124.300 Time to expiry: 16 Days Sep 10 CAB 0.00 33.77 0 0 0| 0 0 0 0 100 0.250 -0.07 39.21 0 0 0| 0 461 0 0 110 0.500 -0.11 30.51 0 0 0| 0 0 0 0 115 1.250 -0.26 26.76 0 0 0| 0 500 0 0 120 3.250 -0.53 26.02 0 0 0| 0 370 0 0 125 6.500 -0.78 25.76 0 0 0| 0 173 0 0 130 11.250 -0.88 32.40 0 0 0| 0 0 0 0 135 16.000 -0.93 36.15 0 0 0| 0 13 0 0 140 25.750 -1.00 25.82 0 0 0| 0 0 0 0 150 35.750 -1.00 36.18 0 0 0| 0 0 0 0 160 Total 0 0 0| 0 1,517 0 0 Indicative a-t-m Vol 23.49 Underlying Price 124.300 Time to expiry: 44 Days Oct 10 CAB -0.01 29.09 0 0 0| 0 0 0 0 100 0.500 -0.09 26.78 0 0 0| 0 0 0 0 110 1.250 -0.18 25.91 0 0 0| 0 0 0 0 115 2.250 -0.32 24.55 0 0 0| 0 130 0 0 120 4.500 -0.51 23.49 0 0 0| 0 50 0 0 125 7.750 -0.68 24.45 0 0 0| 0 0 0 0 130 11.500 -0.83 23.73 0 0 0| 0 0 0 0 135 16.000 -0.92 23.75 0 0 0| 0 0 0 0 140 25.750 -0.98 25.80 0 0 0| 0 0 0 0 150 35.750 -0.99 33.13 0 0 0| 0 0 0 0 160 Total 0 0 0| 0 180 0 0 Indicative a-t-m Vol 24.06 Underlying Price 124.300 Time to expiry: 79 Days Nov 10 0.250 -0.03 26.47 0 0 0| 0 0 0 0 100 1.000 -0.13 25.34 0 0 0| 0 0 0 0 110 2.250 -0.24 26.08 0 0 0| 0 0 0 0 115 3.750 -0.36 25.18 0 0 0| 0 0 0 0 120 5.750 -0.49 24.06 0 0 0| 0 0 0 0 125 8.000 -0.66 20.08 0 0 0| 0 0 0 0 130 16.250 -0.90 19.76 0 0 0| 0 0 0 0 140 25.750 -0.99 19.82 0 0 0| 0 0 0 0 150 Total 0 0 0| 0 0 0 0 Indicative a-t-m Vol 23.11 Underlying Price 124.300 Time to expiry: 107 Days Dec 10 0.750 -0.07 29.44 0 0 0| 0 210 0 0 100 1.750 -0.17 26.42 0 0 0| 0 698 0 0 110 4.000 4.000 -0.36 23.03 4.000 4.000 0 0 25| 0 843 0 0 120 9.500 -0.61 23.20 0 0 0| 0 613 0 0 130 17.000 -0.81 23.11 0 0 0| 0 18 0 0 140 26.000 -0.93 22.78 0 0 0| 0 0 0 0 150 35.750 -0.98 23.34 0 0 0| 0 0 0 0 160 Total 0 0 25| 0 2,382 0 0 Equity Options 22:01 Business Day Wed 1 Sep 2010 Previous Business Day Tue 31 Aug 2010 Page 34 Puts | Block | Opening Settle Delta Vola- Daily Trade Bclear Total | Official **Open Change Exer- Exer Trans Price tility High Low Volume Volume*** Volume | Volume Int cises Price | Indicative a-t-m Vol 21.82 Underlying Price 124.300 Time to expiry: 198 Days Mar 11 2.000 -0.16 26.23 0 0 0| 0 91 0 0 100 4.500 -0.29 24.44 0 0 0| 0 205 0 0 110 8.500 -0.48 22.88 0 0 0| 0 403 0 0 120 14.000 -0.69 20.76 0 0 0| 0 171 0 0 130 21.750 -0.86 18.94 0 0 0| 0 8 0 0 140 31.000 -0.94 18.82 0 0 0| 0 0 0 0 150 40.750 -0.98 18.72 0 0 0| 0 0 0 0 160 Total 0 0 0| 0 878 0 0 Total Puts 0 0 25| 0 4,957 0 0 Grand Total 0 0 25| 96,180 6,081 0 0 Equity Options 22:01 Business Day Wed 1 Sep 2010 Previous Business Day Tue 31 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 23.79 Underlying Price 1927.000 Time to expiry: 16 Days Sep 10 528.500 0.99 64.94 0 0 0| 0 0 0 0 1400 329.000 0.98 43.26 0 0 0| 0 0 0 0 1600 231.000 0.95 36.81 0 0 0| 0 0 0 0 1700 184.000 0.91 34.72 0 0 0| 0 0 0 0 1750 137.500 0.86 30.85 0 0 0| 3 3 +3 0 1800 94.500 0.76 27.85 0 0 0| 1 14 +1 0 1850 56.000 0.62 24.73 0 0 0| 0 125 0 0 1900 28.000 0.42 22.99 0 0 0| 0 5 0 0 1950 12.000 0.23 22.44 0 0 0| 0 55 0 0 2000 1.500 0.04 22.62 0 0 0| 0 0 0 0 2100 0.500 0.01 27.07 0 0 0| 0 21 0 0 2200 0.500 0.01 43.65 0 0 0| 0 20 0 0 2400 Total 0 0 0| 4 243 +4 0 Indicative a-t-m Vol 26.20 Underlying Price 1927.000 Time to expiry: 107 Days Dec 10 350.500 0.88 32.55 0 0 0| 0 0 0 0 1600 264.500 0.81 30.29 0 0 0| 0 0 0 0 1700 188.000 0.71 28.48 0 0 0| 0 20 0 0 1800 122.500 0.57 26.54 0 0 0| 0 17 0 0 1900 73.500 0.42 25.27 0 0 0| 33 128 -6 0 2000 17.500 0.15 22.75 0 0 0| 50 110 -8 0 2200 3.000 0.03 21.80 0 0 0| 0 23 0 0 2400 Total 0 0 0| 83 298 -14 0 Indicative a-t-m Vol 26.25 Underlying Price 1927.000 Time to expiry: 198 Days Mar 11 371.000 0.83 31.27 0 0 0| 0 0 0 0 1600 293.000 0.75 29.70 0 0 0| 0 0 0 0 1700 222.000 0.67 28.06 0 0 0| 0 1 0 0 1800 159.500 0.56 26.48 0 0 0| 0 12 0 0 1900 111.500 0.45 25.63 0 0 0| 10 10 +5 0 2000 45.500 0.25 23.81 0 0 0| 0 0 0 0 2200 16.000 0.11 22.82 0 0 0| 0 5 0 0 2400 Total 0 0 0| 10 28 +5 0 Total Calls 0 0 0| 97 569 -5 0 | Equity Options 22:01 Business Day Wed 1 Sep 2010 Previous Business Day Tue 31 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 24.53 Underlying Price 1927.000 Time to expiry: 16 Days Sep 10 CAB 0.00 50.00 0 0 0| 0 26 0 0 1400 1.000 -0.02 42.38 0 0 0| 0 211 0 0 1600 3.000 -0.05 36.02 0 0 0| 0 37 0 0 1700 4.000 -0.07 30.71 0 0 0| 0 0 0 0 1750 8.500 -0.13 29.63 0 0 0| 0 44 0 0 1800 13.500 -0.22 25.13 0 0 0| 0 52 0 0 1850 47.000 29.500 -0.39 25.41 47.000 47.000 0 0 23| 0 1,180 0 0 1900 52.000 -0.58 23.78 0 0 0| 0 20 0 0 1950 84.500 -0.77 22.46 0 0 0| 0 25 0 0 2000 173.000 -0.99 18.55 0 0 0| 0 10 0 0 2100 273.000 -0.99 27.15 0 0 0| 0 3 0 0 2200 473.000 -0.99 42.13 0 0 0| 0 0 0 0 2400 Total 0 0 23| 0 1,608 0 0 Indicative a-t-m Vol 25.92 Underlying Price 1927.000 Time to expiry: 107 Days Dec 10 23.500 -0.13 32.18 0 0 0| 0 53 0 0 1600 40.000 -0.21 30.19 0 0 0| 10 305 +2 0 1700 66.500 62.500 -0.31 27.80 66.500 66.500 0 0 5| 0 40 0 0 1800 103.500 101.000 -0.45 26.48 103.500 103.500 0 0 5| 0 271 0 0 1900 152.000 149.500 -0.60 24.40 152.000 149.500 0 0 10| 0 73 0 0 2000 299.500 -0.85 23.14 0 0 0| 0 22 0 0 2200 485.500 -0.96 23.40 0 0 0| 0 10 0 0 2400 Total 0 0 20| 10 774 +2 0 Indicative a-t-m Vol 26.36 Underlying Price 1927.000 Time to expiry: 198 Days Mar 11 62.000 49.000 -0.18 31.36 62.000 62.000 0 0 5| 0 5 0 0 1600 71.500 -0.25 29.74 0 0 0| 0 52 0 0 1700 101.000 -0.34 28.17 0 0 0| 0 17 0 0 1800 139.000 -0.44 26.61 0 0 0| 0 23 0 0 1900 190.000 -0.55 25.66 0 0 0| 0 10 0 0 2000 324.500 -0.76 23.88 0 0 0| 0 5 0 0 2200 495.000 -0.90 22.91 0 0 0| 0 0 0 0 2400 Total 0 0 5| 0 112 0 0 Total Puts 0 0 48| 10 2,494 +2 0 Grand Total 0 0 48| 59,647 3,063 -3 0 Equity Options 22:01 Business Day Wed 1 Sep 2010 Previous Business Day Tue 31 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 20.31 Underlying Price 249.400 Time to expiry: 16 Days Sep 10 50.000 0.96 59.65 0 0 0| 0 0 0 0 200 40.500 0.93 56.02 0 0 0| 0 0 0 0 210 30.500 0.91 44.09 0 0 0| 0 18 0 0 220 25.250 0.92 35.14 0 0 0| 0 0 0 0 225 20.250 0.91 28.76 0 0 0| 0 9 0 0 230 15.250 0.88 23.94 0 0 0| 0 0 0 0 235 11.000 0.79 22.99 0 0 0| 0 5 0 0 240 7.000 0.67 20.63 0 0 0| 0 0 0 0 245 4.000 0.49 20.31 0 0 0| 0 16 0 0 250 1.250 0.19 21.60 0 0 0| 0 26 0 0 260 CAB 0.01 23.58 0 0 0| 0 0 0 0 280 CAB 0.00 24.43 0 0 0| 0 0 0 0 300 CAB 0.00 25.56 0 0 0| 0 0 0 0 320 Total 0 0 0| 0 74 0 0 Indicative a-t-m Vol 22.26 Underlying Price 249.400 Time to expiry: 107 Days Dec 10 52.250 0.90 34.90 0 0 0| 0 0 0 0 200 42.750 0.87 30.28 0 0 0| 0 0 0 0 210 33.500 0.83 27.02 0 0 0| 0 0 0 0 220 25.250 0.75 24.83 0 0 0| 20 20 +20 0 230 18.000 0.65 23.19 0 0 0| 0 0 0 0 240 7.500 0.39 21.32 0 0 0| 0 303 +250 0 260 2.250 0.16 19.84 0 0 0| 0 31 0 0 280 CAB 0.00 15.12 0 0 0| 0 0 0 0 320 Total 0 0 0| 20 354 +270 0 Indicative a-t-m Vol 23.65 Underlying Price 249.400 Time to expiry: 198 Days Mar 11 53.250 0.88 30.53 0 0 0| 0 0 0 0 200 44.250 0.84 28.72 0 0 0| 0 0 0 0 210 36.000 0.79 27.05 0 0 0| 0 0 0 0 220 28.500 0.71 25.76 0 0 0| 0 0 0 0 230 21.750 0.63 24.50 0 0 0| 0 1 0 0 240 11.250 0.43 22.79 0 0 0| 0 0 0 0 260 5.000 0.25 21.87 0 0 0| 0 0 0 0 280 1.000 0.06 22.21 0 0 0| 0 0 0 0 320 Total 0 0 0| 0 1 0 0 Total Calls 0 0 0| 20 429 +270 0 | Equity Options 22:01 Business Day Wed 1 Sep 2010 Previous Business Day Tue 31 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 21.39 Underlying Price 249.400 Time to expiry: 16 Days Sep 10 CAB 0.00 32.27 0 0 0| 0 28 0 0 200 CAB 0.00 30.33 0 0 0| 0 6 0 0 210 0.250 -0.02 29.55 0 0 0| 0 20 0 0 220 0.250 -0.05 29.16 0 0 0| 0 0 0 0 225 0.500 -0.07 25.62 0 0 0| 0 499 0 0 230 0.500 -0.10 22.54 0 0 0| 0 0 0 0 235 1.500 -0.21 22.84 0 0 0| 0 10 0 0 240 2.750 -0.34 21.68 0 0 0| 0 0 0 0 245 4.750 -0.51 21.39 0 0 0| 0 20 0 0 250 11.750 -0.80 21.93 0 0 0| 0 0 0 0 260 30.750 -0.98 26.57 0 0 0| 0 0 0 0 280 50.500 -1.00 29.23 0 0 0| 0 0 0 0 300 70.500 -1.00 27.72 0 0 0| 0 0 0 0 320 Total 0 0 0| 0 583 0 0 Indicative a-t-m Vol 22.06 Underlying Price 249.400 Time to expiry: 107 Days Dec 10 1.500 -0.08 30.67 0 0 0| 0 0 0 0 200 2.250 -0.11 28.39 0 0 0| 0 0 0 0 210 3.500 -0.17 26.50 0 0 0| 0 26 0 0 220 5.250 -0.24 24.43 0 0 0| 0 15 0 0 230 8.000 -0.35 23.11 0 0 0| 0 18 0 0 240 17.250 -0.62 21.01 0 0 0| 0 3 0 0 260 32.500 -0.84 20.30 0 0 0| 0 0 0 0 280 70.750 -0.98 23.03 0 0 0| 0 0 0 0 320 Total 0 0 0| 0 62 0 0 Indicative a-t-m Vol 23.02 Underlying Price 249.400 Time to expiry: 198 Days Mar 11 4.500 -0.15 29.40 0 0 0| 0 0 0 0 200 6.250 -0.20 27.97 0 0 0| 0 0 0 0 210 8.500 -0.26 26.56 0 0 0| 0 5 0 0 220 11.000 -0.34 24.99 0 0 0| 0 0 0 0 230 15.000 -0.42 24.01 0 0 0| 0 0 0 0 240 25.000 -0.62 22.03 0 0 0| 0 0 0 0 260 39.250 -0.80 20.23 0 0 0| 0 0 0 0 280 75.500 -0.98 17.74 0 0 0| 0 0 0 0 320 Total 0 0 0| 0 5 0 0 Total Puts 0 0 0| 0 650 0 0 Grand Total 0 0 0| 66,430 1,079 +270 0 Equity Options 22:01 Business Day Wed 1 Sep 2010 Previous Business Day Tue 31 Aug 2010 Page 39 Calls | Block | Opening Settle Delta Vola- Daily Trade Bclear Total | Official **Open Change Exer- Exer Trans Price tility High Low Volume Volume*** Volume | Volume Int cises Price | Sainsbury (J) plc - STND OPT (SAN) Indicative a-t-m Vol 28.84 Underlying Price 369.800 Time to expiry: 16 Days Sep 10 90.000 1.00 33.48 0 0 0| 0 0 0 0 280 70.000 1.00 31.11 0 0 0| 0 34 0 0 300 60.000 1.00 29.32 0 0 0| 0 0 0 0 310 50.000 1.00 25.40 0 0 0| 0 160 0 0 320 40.250 0.97 28.18 0 0 0| 0 132 0 0 330 30.750 0.92 28.26 0 0 0| 3 2,163 0 0 340 22.000 0.83 27.85 0 0 0| 0 273 0 0 350 14.750 0.68 28.26 0 0 0| 0 411 0 0 360 9.000 0.51 28.84 0 0 0| 0 0 0 0 370 4.500 5.750 0.35 30.67 4.500 4.500 0 0 42| 100 4,178 0 0 380 2.250 0.16 35.44 0 0 0| 0 1,978 0 0 400 0.500 0.05 35.08 0 0 0| 0 0 0 0 420 Total 0 0 42| 103 9,329 0 0 Indicative a-t-m Vol 29.41 Underlying Price 369.800 Time to expiry: 44 Days Oct 10 70.500 0.98 30.51 0 0 0| 0 0 0 0 300 51.250 0.93 29.41 0 0 0| 0 0 0 0 320 42.750 42.250 0.88 28.67 42.750 42.750 0 0 14| 0 0 0 0 330 33.750 0.82 28.00 0 0 0| 0 20 0 0 340 26.250 0.73 27.95 0 0 0| 0 0 0 0 350 20.000 0.63 28.25 0 0 0| 0 7 0 0 360 15.250 0.52 29.41 0 0 0| 0 0 0 0 370 11.500 0.42 30.25 0 0 0| 0 525 0 0 380 6.500 0.27 32.31 0 0 0| 0 1,109 0 0 400 3.750 0.16 34.73 0 0 0| 20 140 +20 0 420 Total 0 0 14| 20 1,801 +20 0 Indicative a-t-m Vol 29.17 Underlying Price 369.800 Time to expiry: 79 Days Nov 10 53.250 0.88 28.55 0 0 0| 0 0 0 0 320 37.250 0.77 28.19 0 0 0| 0 0 0 0 340 30.000 0.70 27.80 0 0 0| 0 0 0 0 350 24.250 0.61 28.11 0 0 0| 0 0 0 0 360 19.750 0.53 29.17 0 0 0| 0 0 0 0 370 16.500 15.750 0.45 29.58 16.500 16.250 0 0 22| 0 0 0 0 380 10.250 0.32 31.55 0 0 0| 0 25 0 0 400 5.250 6.750 0.22 32.98 5.250 5.250 0 0 53| 0 73 0 0 420 Total 0 0 75| 0 98 0 0 Indicative a-t-m Vol 28.37 Underlying Price 369.800 Time to expiry: 107 Days Dec 10 91.000 0.97 32.23 0 0 0| 0 0 0 0 280 72.000 0.93 29.87 0 0 0| 0 0 0 0 300 53.250 54.000 0.87 27.95 53.250 53.250 0 0 10| 0 0 0 0 320 38.750 0.75 28.06 0 0 0| 0 688 0 0 340 26.000 0.60 27.58 0 0 0| 0 256 0 0 360 17.750 0.46 29.16 0 0 0| 0 272 0 0 380 Equity Options 22:01 Business Day Wed 1 Sep 2010 Previous Business Day Tue 31 Aug 2010 Page 40 Calls | Block | Opening Settle Delta Vola- Daily Trade Bclear Total | Official **Open Change Exer- Exer Trans Price tility High Low Volume Volume*** Volume | Volume Int cises Price | 10.750 12.000 0.34 30.28 11.000 10.750 0 0 50| 0 1,068 0 0 400 Total 0 0 60| 0 2,284 0 0 Indicative a-t-m Vol 26.78 Underlying Price 369.800 Time to expiry: 198 Days Mar 11 91.750 0.94 28.66 0 0 0| 0 0 0 0 280 74.000 0.88 28.08 0 0 0| 0 0 0 0 300 57.500 0.80 27.16 0 0 0| 0 158 0 0 320 43.750 0.70 26.91 0 0 0| 0 98 0 0 340 32.250 0.58 26.59 0 0 0| 0 769 0 0 360 23.500 0.47 26.98 0 0 0| 0 12 0 0 380 16.750 0.37 27.14 0 0 0| 0 319 0 0 400 Total 0 0 0| 0 1,356 0 0 Total Calls 0 0 191| 123 14,868 +20 0 | Equity Options 22:01 Business Day Wed 1 Sep 2010 Previous Business Day Tue 31 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 31.17 Underlying Price 369.800 Time to expiry: 16 Days Sep 10 CAB 0.00 24.17 0 0 0| 0 1,507 0 0 280 CAB 0.00 23.78 0 0 0| 0 275 0 0 300 CAB 0.00 24.17 0 0 0| 0 84 0 0 310 CAB 0.00 23.93 0 0 0| 0 518 0 0 320 0.250 -0.02 25.35 0 0 0| 0 125 0 0 330 0.750 -0.07 27.23 0 0 0| 14 992 0 0 340 2.000 -0.17 27.45 0 0 0| 0 112 0 0 350 4.500 5.000 -0.32 28.68 4.500 4.500 0 0 10| 0 121 0 0 360 10.000 -0.49 31.17 0 0 0| 0 0 0 0 370 16.250 -0.64 32.47 0 0 0| 0 25 0 0 380 32.750 -0.82 37.56 0 0 0| 0 0 0 0 400 52.000 -0.89 45.76 0 0 0| 0 0 0 0 420 Total 0 0 10| 14 3,759 0 0 Indicative a-t-m Vol 28.45 Underlying Price 369.800 Time to expiry: 44 Days Oct 10 CAB -0.01 25.29 0 0 0| 0 0 0 0 300 1.000 -0.06 27.06 0 0 0| 0 0 0 0 320 2.000 -0.11 27.32 0 0 0| 14 272 +7 0 330 3.750 -0.18 27.95 0 0 0| 0 60 0 0 340 6.750 6.250 -0.27 27.79 6.750 6.750 0 0 14| 0 30 0 0 350 10.000 -0.37 28.12 0 0 0| 0 15 0 0 360 14.750 -0.48 28.45 0 0 0| 0 2 0 0 370 21.000 -0.58 29.42 0 0 0| 0 0 0 0 380 36.000 -0.74 31.82 0 0 0| 0 0 0 0 400 54.000 -0.83 35.82 0 0 0| 0 0 0 0 420 Total 0 0 14| 14 379 +7 0 Indicative a-t-m Vol 28.69 Underlying Price 369.800 Time to expiry: 79 Days Nov 10 3.500 -0.14 27.98 0 0 0| 0 0 0 0 320 8.250 -0.26 27.95 0 0 0| 0 38 0 0 340 11.750 -0.34 27.78 0 0 0| 0 3 0 0 350 16.000 -0.42 27.88 0 0 0| 0 0 0 0 360 21.750 -0.50 28.69 0 0 0| 0 0 0 0 370 28.000 -0.58 29.16 0 0 0| 0 0 0 0 380 42.750 -0.71 30.37 0 0 0| 0 0 0 0 400 59.750 -0.79 32.57 0 0 0| 0 0 0 0 420 Total 0 0 0| 0 41 0 0 Indicative a-t-m Vol 27.61 Underlying Price 369.800 Time to expiry: 107 Days Dec 10 1.000 -0.04 29.39 0 0 0| 0 128 0 0 280 2.500 -0.09 28.89 0 0 0| 0 196 0 0 300 5.250 -0.17 27.96 0 0 0| 0 2,010 0 0 320 10.750 -0.29 27.79 0 0 0| 0 538 0 0 340 18.250 -0.42 26.84 0 0 0| 0 35 0 0 360 30.500 -0.56 28.37 0 0 0| 0 0 0 0 380 44.750 -0.68 29.44 0 0 0| 0 53 0 0 400 Equity Options 22:01 Business Day Wed 1 Sep 2010 Previous Business Day Tue 31 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 26.34 Underlying Price 369.800 Time to expiry: 198 Days Mar 11 3.000 -0.08 28.21 0 0 0| 0 8 0 0 280 5.750 -0.14 27.60 0 0 0| 0 7 0 0 300 10.250 -0.22 27.31 0 0 0| 0 85 0 0 320 16.000 -0.31 26.38 0 0 0| 0 36 0 0 340 25.000 -0.42 26.45 0 0 0| 0 0 0 0 360 35.750 -0.54 26.23 0 0 0| 0 0 0 0 380 49.500 -0.63 26.79 0 0 0| 0 45 0 0 400 Total 0 0 0| 0 181 0 0 Total Puts 0 0 24| 28 7,320 +7 0 Grand Total 0 0 215| 100,911 22,188 +27 0 Equity Options 22:01 Business Day Wed 1 Sep 2010 Previous Business Day Tue 31 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 15.52 Underlying Price 1161.000 Time to expiry: 16 Days Sep 10 281.500 1.00 43.49 0 0 0| 0 0 0 0 880 201.500 0.99 35.94 0 0 0| 0 0 0 0 960 161.500 0.99 31.26 0 0 0| 0 0 0 0 1000 111.500 0.99 21.20 0 0 0| 0 0 0 0 1050 63.000 0.93 17.60 0 0 0| 0 0 0 0 1100 14.500 22.500 0.62 16.29 19.000 14.500 0 0 5| 0 27 0 0 1150 2.000 0.12 12.77 0 0 0| 0 138 0 0 1200 CAB 0.00 11.77 0 0 0| 0 40 0 0 1250 CAB 0.00 12.14 0 0 0| 0 32 0 0 1300 CAB 0.00 13.10 0 0 0| 0 19 0 0 1400 Total 0 0 5| 0 256 0 0 Indicative a-t-m Vol 17.14 Underlying Price 1161.000 Time to expiry: 107 Days Dec 10 285.000 0.97 27.81 0 0 0| 0 0 0 0 880 207.000 0.94 23.46 0 0 0| 0 0 0 0 960 169.500 0.91 21.92 0 0 0| 0 0 0 0 1000 83.000 0.73 18.10 0 0 0| 0 54 0 0 1100 26.500 0.38 16.52 0 0 0| 0 178 0 0 1200 5.500 0.11 16.20 0 0 0| 0 14 0 0 1300 1.000 0.03 17.29 0 0 0| 0 0 0 0 1400 Total 0 0 0| 0 246 0 0 Indicative a-t-m Vol 17.86 Underlying Price 1161.000 Time to expiry: 198 Days Mar 11 212.000 0.91 22.48 0 0 0| 0 0 0 0 960 176.500 0.87 21.39 0 0 0| 0 0 0 0 1000 95.500 0.70 18.66 0 0 0| 0 27 0 0 1100 40.500 0.42 17.35 0 0 0| 5 83 +5 0 1200 12.000 0.18 16.22 0 0 0| 0 46 0 0 1300 3.000 0.06 16.34 0 0 0| 0 0 0 0 1400 Total 0 0 0| 5 156 +5 0 Total Calls 0 0 5| 5 658 +5 0 | Equity Options 22:01 Business Day Wed 1 Sep 2010 Previous Business Day Tue 31 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 16.13 Underlying Price 1161.000 Time to expiry: 16 Days Sep 10 CAB 0.00 25.18 0 0 0| 0 18 0 0 880 CAB 0.00 22.81 0 0 0| 0 86 0 0 960 CAB 0.00 22.02 0 0 0| 0 101 0 0 1000 CAB 0.00 18.08 0 0 0| 0 18 0 0 1050 1.000 -0.05 15.31 0 0 0| 2 213 -2 0 1100 11.000 -0.38 16.13 0 0 0| 0 127 0 0 1150 42.500 42.500 -0.82 16.15 42.500 42.500 0 0 2| 0 52 0 0 1200 89.000 -1.00 14.67 0 0 0| 0 0 0 0 1250 139.000 -1.00 15.12 0 0 0| 0 0 0 0 1300 239.000 -1.00 18.33 0 0 0| 0 0 0 0 1400 Total 0 0 2| 2 615 -2 0 Indicative a-t-m Vol 17.17 Underlying Price 1161.000 Time to expiry: 107 Days Dec 10 1.000 -0.01 24.41 0 0 0| 0 7 0 0 880 3.500 -0.06 23.15 0 0 0| 0 104 0 0 960 6.000 -0.09 21.64 0 0 0| 0 87 0 0 1000 23.500 21.500 -0.28 18.83 23.500 23.500 0 0 1| 0 422 0 0 1100 62.000 -0.63 16.11 0 0 0| 0 22 0 0 1200 141.500 -0.91 15.36 0 0 0| 0 0 0 0 1300 239.000 -1.00 16.26 0 0 0| 0 0 0 0 1400 Total 0 0 1| 0 642 0 0 Indicative a-t-m Vol 17.42 Underlying Price 1161.000 Time to expiry: 198 Days Mar 11 12.500 -0.12 22.18 0 0 0| 0 32 0 0 960 18.000 -0.17 21.21 0 0 0| 5 41 +5 0 1000 43.000 -0.37 18.91 0 0 0| 0 12 0 0 1100 89.500 -0.63 16.46 0 0 0| 0 6 0 0 1200 165.500 -0.86 15.56 0 0 0| 0 0 0 0 1300 258.500 -0.96 15.68 0 0 0| 0 0 0 0 1400 Total 0 0 0| 5 91 +5 0 Total Puts 0 0 3| 7 1,348 +3 0 Grand Total 0 0 8| 52,682 2,006 +8 0 Equity Options 22:01 Business Day Wed 1 Sep 2010 Previous Business Day Tue 31 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 19.93 Underlying Price 1318.000 Time to expiry: 16 Days Sep 10 358.500 1.00 53.30 0 0 0| 0 0 0 0 960 318.500 1.00 48.24 0 0 0| 0 0 0 0 1000 218.500 0.99 36.17 0 0 0| 0 0 0 0 1100 169.000 0.98 30.72 0 0 0| 0 0 0 0 1150 119.500 0.96 26.05 0 0 0| 0 0 0 0 1200 72.000 0.88 21.20 0 0 0| 0 7 0 0 1250 33.000 0.64 19.94 0 0 0| 0 56 0 0 1300 10.500 0.30 19.92 0 0 0| 0 123 0 0 1350 2.500 0.10 21.05 0 0 0| 0 30 0 0 1400 CAB 0.01 24.49 0 0 0| 0 0 0 0 1500 CAB 0.00 23.03 0 0 0| 0 0 0 0 1600 Total 0 0 0| 0 216 0 0 Indicative a-t-m Vol 19.68 Underlying Price 1318.000 Time to expiry: 107 Days Dec 10 361.000 0.98 31.28 0 0 0| 0 0 0 0 960 321.500 0.98 29.10 0 0 0| 0 0 0 0 1000 225.000 0.93 25.25 0 0 0| 0 0 0 0 1100 135.000 0.82 21.91 0 0 0| 0 3 0 0 1200 62.500 0.58 19.72 0 0 0| 0 21 0 0 1300 23.000 0.29 19.51 0 0 0| 0 28 0 0 1400 1.500 0.03 19.73 0 0 0| 0 0 0 0 1600 Total 0 0 0| 0 52 0 0 Indicative a-t-m Vol 20.52 Underlying Price 1318.000 Time to expiry: 198 Days Mar 11 323.000 0.96 26.98 0 0 0| 0 0 0 0 1000 229.500 0.89 24.48 0 0 0| 0 0 0 0 1100 147.000 0.76 22.61 0 0 0| 0 0 0 0 1200 80.000 0.55 20.61 0 0 0| 0 0 0 0 1300 40.000 0.34 20.13 0 0 0| 0 25 0 0 1400 8.000 0.09 20.20 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 22:01 Business Day Wed 1 Sep 2010 Previous Business Day Tue 31 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 19.12 Underlying Price 1318.000 Time to expiry: 16 Days Sep 10 CAB 0.00 36.88 0 0 0| 0 53 0 0 960 CAB 0.00 36.88 0 0 0| 0 134 0 0 1000 CAB 0.00 32.22 0 0 0| 0 20 0 0 1100 0.500 -0.01 28.96 0 0 0| 0 61 0 0 1150 1.000 -0.04 25.25 0 0 0| 0 22 0 0 1200 3.500 -0.12 21.39 0 0 0| 0 15 0 0 1250 13.500 -0.36 18.94 0 0 0| 0 4 0 0 1300 41.500 -0.71 19.45 0 0 0| 0 13 0 0 1350 82.500 -0.95 16.85 0 0 0| 0 0 0 0 1400 182.000 -1.00 21.00 0 0 0| 0 0 0 0 1500 282.000 -1.00 24.30 0 0 0| 0 0 0 0 1600 Total 0 0 0| 0 322 0 0 Indicative a-t-m Vol 19.99 Underlying Price 1318.000 Time to expiry: 107 Days Dec 10 2.500 -0.03 30.08 0 0 0| 0 0 0 0 960 2.500 -0.03 27.24 0 0 0| 0 57 0 0 1000 7.500 -0.09 23.94 0 0 0| 0 9 0 0 1100 22.500 -0.24 21.77 0 0 0| 0 9 0 0 1200 58.000 -0.49 19.99 0 0 0| 0 3 0 0 1300 124.000 -0.74 19.98 0 0 0| 0 7 0 0 1400 305.500 -0.96 21.81 0 0 0| 0 0 0 0 1600 Total 0 0 0| 0 85 0 0 Indicative a-t-m Vol 20.64 Underlying Price 1318.000 Time to expiry: 198 Days Mar 11 9.500 -0.08 26.63 0 0 0| 0 0 0 0 1000 21.000 -0.16 24.51 0 0 0| 0 1 0 0 1100 43.000 -0.29 22.66 0 0 0| 0 12 0 0 1200 79.500 -0.47 20.68 0 0 0| 0 28 0 0 1300 141.500 -0.67 20.46 0 0 0| 0 0 0 0 1400 310.500 -0.91 20.99 0 0 0| 0 0 0 0 1600 Total 0 0 0| 0 41 0 0 Total Puts 0 0 0| 0 448 0 0 Grand Total 0 0 0| 54,960 741 0 0 Equity Options 22:01 Business Day Wed 1 Sep 2010 Previous Business Day Tue 31 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 23.41 Underlying Price 1437.000 Time to expiry: 16 Days Sep 10 438.000 0.99 82.02 0 0 0| 0 0 0 0 1000 338.000 0.99 60.76 0 0 0| 0 1 0 0 1100 238.000 0.98 42.97 0 0 0| 0 0 0 0 1200 139.500 0.94 31.13 0 0 0| 0 14 0 0 1300 92.000 0.87 26.67 0 0 0| 0 3 0 0 1350 51.000 0.70 24.14 0 0 0| 0 10 0 0 1400 22.500 0.43 23.15 0 0 0| 0 6 0 0 1450 7.000 0.19 22.18 0 0 0| 0 110 0 0 1500 2.000 0.06 22.85 0 0 0| 0 250 0 0 1550 1.500 0.04 28.78 0 0 0| 0 269 0 0 1600 1.000 0.02 37.73 0 0 0| 0 0 0 0 1700 0.500 0.01 43.88 0 0 0| 0 1 0 0 1800 Total 0 0 0| 0 664 0 0 Indicative a-t-m Vol 26.29 Underlying Price 1437.000 Time to expiry: 107 Days Dec 10 442.000 0.97 38.35 0 0 0| 0 0 0 0 1000 255.000 0.87 31.44 0 0 0| 0 0 0 0 1200 171.500 0.77 28.63 0 0 0| 10 10 +10 0 1300 103.000 0.60 26.72 0 0 0| 0 5 0 0 1400 54.500 0.41 25.54 0 0 0| 2 6 +2 0 1500 22.000 26.500 0.24 25.47 23.500 22.000 0 0 65| 0 57 0 0 1600 3.500 0.05 24.01 0 0 0| 0 32 0 0 1800 Total 0 0 65| 12 110 +12 0 Indicative a-t-m Vol 26.44 Underlying Price 1437.000 Time to expiry: 198 Days Mar 11 449.000 0.94 34.35 0 0 0| 0 0 0 0 1000 273.500 0.83 30.45 0 0 0| 0 0 0 0 1200 197.500 0.73 28.73 0 0 0| 0 1 0 0 1300 132.500 0.60 26.91 0 0 0| 0 3 0 0 1400 82.500 0.45 25.65 0 0 0| 0 6 0 0 1500 47.500 0.31 24.80 0 0 0| 0 8 0 0 1600 13.500 0.12 23.87 0 0 0| 0 3 0 0 1800 Total 0 0 0| 0 21 0 0 Total Calls 0 0 65| 12 795 +12 0 | Equity Options 22:01 Business Day Wed 1 Sep 2010 Previous Business Day Tue 31 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 22.03 Underlying Price 1437.000 Time to expiry: 16 Days Sep 10 1.000 -0.01 75.31 0 0 0| 0 1 0 0 1000 1.000 -0.01 58.37 0 0 0| 0 0 0 0 1100 1.000 -0.02 41.87 0 0 0| 0 6 0 0 1200 2.500 -0.06 29.80 0 0 0| 0 303 0 0 1300 4.000 -0.11 24.26 0 0 0| 0 13 0 0 1350 13.500 -0.29 22.66 0 0 0| 0 7 0 0 1400 34.500 -0.57 21.81 0 0 0| 0 70 0 0 1450 69.500 -0.83 20.71 0 0 0| 0 5 0 0 1500 114.500 -0.99 16.46 0 0 0| 0 0 0 0 1550 164.500 -0.98 24.38 0 0 0| 0 0 0 0 1600 264.000 -0.99 30.99 0 0 0| 0 0 0 0 1700 364.500 -0.99 44.71 0 0 0| 0 0 0 0 1800 Total 0 0 0| 0 405 0 0 Indicative a-t-m Vol 25.70 Underlying Price 1437.000 Time to expiry: 107 Days Dec 10 4.000 -0.03 38.08 0 0 0| 0 1 0 0 1000 15.000 -0.12 30.26 0 0 0| 0 1 0 0 1200 31.500 -0.23 27.90 0 0 0| 0 1 0 0 1300 62.500 -0.40 26.16 0 0 0| 0 3 0 0 1400 114.000 -0.60 24.92 0 0 0| 0 4 0 0 1500 185.500 -0.77 24.35 0 0 0| 0 0 0 0 1600 364.500 -0.98 21.11 0 0 0| 0 0 0 0 1800 Total 0 0 0| 0 10 0 0 Indicative a-t-m Vol 25.80 Underlying Price 1437.000 Time to expiry: 198 Days Mar 11 10.000 -0.06 33.84 0 0 0| 0 3 0 0 1000 32.500 -0.18 29.49 0 0 0| 0 5 0 0 1200 57.500 -0.28 27.97 0 0 0| 0 0 0 0 1300 93.000 -0.41 26.28 0 0 0| 0 8 0 0 1400 143.000 -0.56 24.99 0 0 0| 0 0 0 0 1500 208.500 -0.70 23.97 0 0 0| 0 0 0 0 1600 389.500 374.000 -0.90 22.34 389.500 389.500 0 0 1| 0 1 0 0 1800 Total 0 0 1| 0 17 0 0 Total Puts 0 0 1| 0 432 0 0 Grand Total 0 0 66| 59,552 1,227 +12 0 Equity Options 22:01 Business Day Wed 1 Sep 2010 Previous Business Day Tue 31 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 21.90 Underlying Price 544.000 Time to expiry: 16 Days Sep 10 84.250 0.99 32.28 0 0 0| 0 0 0 0 460 64.500 0.98 29.05 0 0 0| 0 0 0 0 480 27.250 0.81 24.61 0 0 0| 0 0 0 0 520 12.500 0.57 21.85 0 0 0| 0 0 0 0 540 4.500 0.28 22.10 0 0 0| 20 35 +20 0 560 1.250 0.10 22.63 0 0 0| 0 20 0 0 580 0.500 0.04 25.33 0 0 0| 0 26 0 0 600 0.250 0.02 28.92 0 0 0| 0 24 0 0 620 CAB 0.01 31.31 0 0 0| 0 28 0 0 640 CAB 0.01 34.90 0 0 0| 0 110 0 0 660 CAB 0.00 37.88 0 0 0| 0 96 0 0 680 CAB 0.00 41.47 0 0 0| 0 16 0 0 720 CAB 0.00 45.06 0 0 0| 0 0 0 0 760 CAB 0.00 47.45 0 0 0| 0 0 0 0 800 Total 0 0 0| 20 355 +20 0 Indicative a-t-m Vol 24.89 Underlying Price 544.000 Time to expiry: 107 Days Dec 10 107.000 0.93 31.45 0 0 0| 0 0 0 0 440 70.500 0.83 27.13 0 0 0| 0 0 0 0 480 41.750 0.65 25.94 0 0 0| 0 0 0 0 520 20.500 0.42 24.20 0 0 0| 10 10 +5 0 560 8.500 0.23 23.47 0 0 0| 0 113 0 0 600 3.000 0.10 23.06 0 0 0| 0 42 0 0 640 0.750 0.03 22.12 0 0 0| 0 400 0 0 680 0.250 0.01 20.90 0 0 0| 0 29 0 0 720 CAB 0.00 16.99 0 0 0| 0 8 0 0 800 Total 0 0 0| 10 602 +5 0 Indicative a-t-m Vol 24.47 Underlying Price 544.000 Time to expiry: 198 Days Mar 11 111.500 0.86 29.49 0 0 0| 0 0 0 0 440 78.250 0.77 26.68 0 0 0| 0 6 0 0 480 51.500 0.62 25.50 0 0 0| 0 0 0 0 520 30.000 0.46 23.78 0 0 0| 0 65 0 0 560 16.000 0.30 22.69 0 0 0| 0 8 0 0 600 8.250 0.18 22.54 0 0 0| 0 20 0 0 640 4.250 0.10 22.93 0 0 0| 0 0 0 0 680 2.250 0.06 23.27 0 0 0| 0 4 0 0 720 0.750 0.02 25.53 0 0 0| 0 0 0 0 800 Total 0 0 0| 0 103 0 0 Total Calls 0 0 0| 30 1,060 +25 0 | Equity Options 22:01 Business Day Wed 1 Sep 2010 Previous Business Day Tue 31 Aug 2010 Page 50 Puts | Block | Opening Settle Delta Vola- Daily Trade Bclear Total | Official **Open Change Exer- Exer Trans Price tility High Low Volume Volume*** Volume | Volume Int cises Price | Smith & Nephew plc STND OPT (SNP) Indicative a-t-m Vol 22.42 Underlying Price 544.000 Time to expiry: 16 Days Sep 10 0.250 -0.01 36.09 0 0 0| 0 0 0 0 460 0.500 -0.03 32.51 0 0 0| 0 4 0 0 480 3.250 -0.19 25.27 0 0 0| 0 0 0 0 520 8.250 -0.43 22.04 0 0 0| 0 7 0 0 540 21.000 -0.70 23.96 0 0 0| 0 72 0 0 560 37.500 -0.88 24.85 0 0 0| 0 54 0 0 580 56.500 -0.95 27.72 0 0 0| 0 14 0 0 600 76.500 -0.96 33.84 0 0 0| 0 5 0 0 620 96.500 -0.97 40.22 0 0 0| 0 24 0 0 640 116.500 -0.97 46.37 0 0 0| 0 5 0 0 660 136.500 -0.97 52.30 0 0 0| 0 47 0 0 680 176.250 -0.98 60.94 0 0 0| 0 10 0 0 720 216.250 -0.98 70.85 0 0 0| 0 0 0 0 760 256.500 -0.99 80.30 0 0 0| 0 0 0 0 800 Total 0 0 0| 0 242 0 0 Indicative a-t-m Vol 24.33 Underlying Price 544.000 Time to expiry: 107 Days Dec 10 3.750 -0.09 29.62 0 0 0| 0 0 0 0 440 8.500 -0.19 26.85 0 0 0| 0 29 0 0 480 17.500 19.750 -0.36 25.24 18.750 17.500 0 0 7| 5 30 0 0 520 38.750 -0.58 23.73 0 0 0| 3 44 0 0 560 66.250 -0.79 21.99 0 0 0| 0 81 0 0 600 101.500 -0.92 21.43 0 0 0| 0 20 0 0 640 139.750 -0.98 20.50 0 0 0| 0 9 0 0 680 179.500 -1.00 19.91 0 0 0| 0 0 0 0 720 259.250 -1.00 19.15 0 0 0| 0 0 0 0 800 Total 0 0 7| 8 213 0 0 Indicative a-t-m Vol 24.30 Underlying Price 544.000 Time to expiry: 198 Days Mar 11 8.750 -0.14 28.69 0 0 0| 0 0 0 0 440 15.750 -0.23 26.32 0 0 0| 0 18 0 0 480 29.000 -0.38 25.02 0 0 0| 3 16 +3 0 520 48.000 -0.54 23.82 0 0 0| 0 34 0 0 560 73.500 -0.71 22.37 0 0 0| 0 0 0 0 600 105.500 -0.84 21.85 0 0 0| 0 6 0 0 640 141.750 -0.92 21.67 0 0 0| 0 0 0 0 680 180.000 -0.98 20.63 0 0 0| 0 0 0 0 720 259.250 -1.00 19.24 0 0 0| 0 0 0 0 800 Total 0 0 0| 3 74 +3 0 Total Puts 0 0 7| 11 529 +3 0 Grand Total 0 0 7| 73,321 1,589 +28 0 Equity Options 22:01 Business Day Wed 1 Sep 2010 Previous Business Day Tue 31 Aug 2010 Page 51 Calls | Block | Opening Settle Delta Vola- Daily Trade Bclear Total | Official **Open Change Exer- Exer Trans Price tility High Low Volume Volume*** Volume | Volume Int cises Price | Standard Chartered plc - STND OPT (SCB) Indicative a-t-m Vol 29.35 Underlying Price 1820.000 Time to expiry: 16 Days Sep 10 620.500 1.00 72.08 0 0 0| 0 4 0 0 1200 520.500 1.00 58.21 0 0 0| 0 0 0 0 1300 421.000 0.99 50.84 0 0 0| 0 0 0 0 1400 321.000 0.99 40.51 0 0 0| 0 10 0 0 1500 272.000 0.98 38.82 0 0 0| 0 0 0 0 1550 223.000 0.96 35.67 0 0 0| 0 35 0 0 1600 176.500 0.91 35.00 0 0 0| 0 300 0 0 1650 104.000 131.500 0.84 32.90 104.000 S 104.000 S 0 0 1| 0 715 0 0 1700 90.500 0.74 30.85 0 0 0| 0 387 0 0 1750 57.500 0.58 29.81 0 0 0| 0 427 0 0 1800 21.000 32.000 0.41 28.65 29.500 S 21.000 0 0 17| 0 41 0 0 1850 11.000 14.000 0.24 26.57 11.000 S 11.000 S 0 0 12| 0 245 0 0 1900 5.000 0.11 25.24 0 0 0| 0 13 0 0 1950 2.500 0.06 27.38 0 0 0| 0 107 0 0 2000 CAB 0.01 26.90 0 0 0| 0 137 0 0 2100 CAB 0.00 26.89 0 0 0| 0 17 0 0 2200 Total 0 0 30| 0 2,438 0 0 Indicative a-t-m Vol 29.05 Underlying Price 1820.000 Time to expiry: 44 Days Oct 10 426.500 0.96 45.08 0 0 0| 0 0 0 0 1400 329.500 0.93 39.46 0 0 0| 0 0 0 0 1500 238.000 0.86 35.74 0 0 0| 0 10 0 0 1600 195.000 0.81 34.14 0 0 0| 0 0 0 0 1650 154.000 0.75 31.96 0 0 0| 20 20 +17 0 1700 96.500 117.500 0.67 30.68 96.500 S 96.500 S 0 0 1| 0 0 0 0 1750 63.000 86.000 0.57 29.45 65.000 63.000 0 0 20| 0 22 0 0 1800 60.000 0.46 28.45 0 0 0| 0 8 0 0 1850 39.000 0.35 27.52 0 0 0| 0 6 0 0 1900 24.000 0.25 26.61 0 0 0| 0 30 0 0 1950 14.000 0.16 26.08 0 0 0| 0 20 0 0 2000 3.500 0.05 24.73 0 0 0| 0 215 0 0 2100 0.500 0.01 23.81 0 0 0| 0 0 0 0 2200 Total 0 0 21| 20 331 +17 0 Indicative a-t-m Vol 31.06 Underlying Price 1820.000 Time to expiry: 79 Days Nov 10 437.000 0.92 43.51 0 0 0| 0 0 0 0 1400 344.000 0.88 38.69 0 0 0| 0 0 0 0 1500 259.000 0.80 36.09 0 0 0| 0 0 0 0 1600 219.500 0.76 35.08 0 0 0| 0 0 0 0 1650 183.000 0.70 33.81 0 0 0| 0 0 0 0 1700 148.000 0.64 32.36 0 0 0| 0 4 0 0 1750 116.000 118.000 0.56 31.46 116.000 116.000 0 0 1| 0 2 0 0 1800 68.500 0.41 29.45 0 0 0| 0 7 0 0 1900 35.500 0.26 28.04 0 0 0| 0 0 0 0 2000 12.500 19.000 0.16 28.38 12.500 12.500 0 0 70| 0 0 0 0 2100 Equity Options 22:01 Business Day Wed 1 Sep 2010 Previous Business Day Tue 31 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 | 9.000 0.08 27.92 0 0 0| 0 0 0 0 2200 Total 0 0 71| 0 13 0 0 Indicative a-t-m Vol 31.77 Underlying Price 1820.000 Time to expiry: 107 Days Dec 10 443.000 0.90 40.92 0 0 0| 0 8 0 0 1400 355.000 0.85 38.25 0 0 0| 0 0 0 0 1500 266.000 273.500 0.78 35.95 266.000 266.000 0 0 4| 0 6 0 0 1600 200.500 0.68 34.02 0 0 0| 0 26 0 0 1700 138.500 0.56 32.15 0 0 0| 0 60 0 0 1800 88.000 0.43 30.29 0 0 0| 0 453 0 0 1900 39.500 52.000 0.31 29.11 39.500 39.500 0 0 5| 0 366 0 0 2000 11.000 14.000 0.12 27.10 11.000 11.000 0 0 30| 0 109 0 0 2200 3.500 0.03 26.73 0 0 0| 0 2 0 0 2400 Total 0 0 39| 0 1,030 0 0 Indicative a-t-m Vol 33.07 Underlying Price 1820.000 Time to expiry: 198 Days Mar 11 469.000 0.86 40.60 0 0 0| 0 14 0 0 1400 387.000 0.81 38.45 0 0 0| 0 1 0 0 1500 311.000 0.74 36.48 0 0 0| 0 50 0 0 1600 244.000 0.66 34.97 0 0 0| 0 213 0 0 1700 184.500 0.57 33.31 0 0 0| 0 24 0 0 1800 135.000 0.48 32.07 0 0 0| 0 26 0 0 1900 95.500 0.38 31.00 0 0 0| 0 44 0 0 2000 17.000 14.500 0.10 27.18 17.000 17.000 0 0 3| 0 27 0 0 2400 Total 0 0 3| 0 399 0 0 Total Calls 0 0 164| 20 4,211 +17 0 | Equity Options 22:01 Business Day Wed 1 Sep 2010 Previous Business Day Tue 31 Aug 2010 Page 53 Puts | Block | Opening Settle Delta Vola- Daily Trade Bclear Total | Official **Open Change Exer- Exer Trans Price tility High Low Volume Volume*** Volume | Volume Int cises Price | Standard Chartered plc - STND OPT (SCB) Indicative a-t-m Vol 29.09 Underlying Price 1820.000 Time to expiry: 16 Days Sep 10 CAB 0.00 49.85 0 0 0| 0 131 0 0 1200 CAB 0.00 48.19 0 0 0| 0 109 0 0 1300 0.500 CAB 0.00 45.72 0.500 S 0.500 S 0 0 12| 0 1,055 0 0 1400 0.500 -0.01 41.18 0 0 0| 0 388 0 0 1500 1.500 -0.03 39.11 0 0 0| 0 11 0 0 1550 3.500 2.500 -0.04 36.13 3.500 S 3.500 S 0 0 1| 0 350 0 0 1600 6.500 5.500 -0.08 34.16 6.500 6.500 0 0 2| 0 243 0 0 1650 15.000 10.500 -0.15 32.32 15.000 15.000 0 0 20| 0 92 0 0 1700 19.500 20.000 -0.26 30.69 19.500 S 19.500 S 0 0 12| 0 147 0 0 1750 36.500 -0.42 29.50 0 0 0| 0 36 0 0 1800 61.500 -0.59 28.47 0 0 0| 0 0 0 0 1850 95.000 -0.75 27.75 0 0 0| 5 21 0 0 1900 135.500 -0.88 26.72 0 0 0| 0 10 0 0 1950 240.000 182.500 -0.94 27.49 240.000 238.000 0 0 5| 0 9 0 0 2000 281.000 -0.98 33.35 0 0 0| 0 0 0 0 2100 380.500 -0.98 41.28 0 0 0| 0 0 0 0 2200 Total 0 0 52| 5 2,602 0 0 Indicative a-t-m Vol 29.26 Underlying Price 1820.000 Time to expiry: 44 Days Oct 10 4.000 -0.04 43.59 0 0 0| 0 0 0 0 1400 8.000 -0.07 39.16 0 0 0| 0 13 0 0 1500 25.500 16.000 -0.13 35.28 25.500 25.500 0 0 10| 0 59 0 0 1600 23.000 -0.18 33.69 0 0 0| 0 6 0 0 1650 32.500 -0.25 32.19 0 0 0| 0 29 0 0 1700 46.500 -0.34 30.90 0 0 0| 0 9 0 0 1750 65.000 -0.43 29.66 0 0 0| 0 9 0 0 1800 89.000 -0.54 28.66 0 0 0| 0 7 0 0 1850 117.500 -0.65 27.41 0 0 0| 0 0 0 0 1900 153.000 -0.75 26.87 0 0 0| 0 10 0 0 1950 192.500 -0.84 26.09 0 0 0| 0 1 0 0 2000 282.500 -0.95 25.19 0 0 0| 0 0 0 0 2100 381.000 -0.97 28.35 0 0 0| 0 0 0 0 2200 Total 0 0 10| 0 143 0 0 Indicative a-t-m Vol 30.82 Underlying Price 1820.000 Time to expiry: 79 Days Nov 10 13.500 -0.08 42.34 0 0 0| 0 0 0 0 1400 22.000 -0.12 38.97 0 0 0| 0 8 0 0 1500 35.500 -0.19 35.72 0 0 0| 0 3 0 0 1600 46.500 -0.24 34.79 0 0 0| 0 0 0 0 1650 60.000 -0.30 33.65 0 0 0| 4 4 +4 0 1700 75.500 -0.37 32.30 0 0 0| 0 0 0 0 1750 94.500 -0.44 31.12 0 0 0| 0 0 0 0 1800 146.500 -0.59 29.64 0 0 0| 0 0 0 0 1900 213.500 -0.74 28.34 0 0 0| 0 0 0 0 2000 297.500 -0.84 28.71 0 0 0| 0 0 0 0 2100 387.000 -0.92 28.32 0 0 0| 0 0 0 0 2200 Equity Options 22:01 Business Day Wed 1 Sep 2010 Previous Business Day Tue 31 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 | Total 0 0 0| 4 15 +4 0 Indicative a-t-m Vol 31.35 Underlying Price 1820.000 Time to expiry: 107 Days Dec 10 21.000 22.000 -0.10 41.81 21.000 21.000 0 0 16| 0 405 0 0 1400 33.000 -0.15 38.66 0 0 0| 0 373 0 0 1500 67.500 51.000 -0.22 36.28 68.000 67.500 0 0 20| 1 652 +1 0 1600 77.500 76.500 -0.32 33.87 77.500 S 77.500 S 0 0 1| 0 280 0 0 1700 144.000 113.000 -0.44 31.65 144.000 144.000 0 0 3| 0 26 0 0 1800 163.500 -0.57 30.12 0 0 0| 5 10 +5 0 1900 227.500 -0.70 28.86 0 0 0| 0 8 0 0 2000 391.000 -0.89 27.18 0 0 0| 0 1 0 0 2200 581.000 -0.98 26.12 0 0 0| 0 0 0 0 2400 Total 0 0 40| 6 1,755 +6 0 Indicative a-t-m Vol 31.98 Underlying Price 1820.000 Time to expiry: 198 Days Mar 11 58.000 51.000 -0.16 39.68 58.000 58.000 0 0 1| 0 8 0 0 1400 70.500 -0.22 37.44 0 0 0| 0 81 0 0 1500 97.000 -0.29 35.69 0 0 0| 0 24 0 0 1600 131.500 -0.37 34.08 0 0 0| 0 216 0 0 1700 173.000 -0.46 32.20 0 0 0| 0 23 0 0 1800 227.000 -0.55 31.09 0 0 0| 0 8 0 0 1900 289.500 -0.65 29.92 0 0 0| 0 35 0 0 2000 613.000 -0.94 24.39 0 0 0| 0 0 0 0 2400 Total 0 0 1| 0 395 0 0 Total Puts 0 0 103| 15 4,910 +10 0 Grand Total 0 0 267| 130,565 9,121 +27 0 Equity Options 22:01 Business Day Wed 1 Sep 2010 Previous Business Day Tue 31 Aug 2010 Page 55 Calls | Block | Opening Settle Delta Vola- Daily Trade Bclear Total | Official **Open Change Exer- Exer Trans Price tility High Low Volume Volume*** Volume | Volume Int cises Price | Standard Life PLC - STND Opt (LFI) Indicative a-t-m Vol 22.61 Underlying Price 210.900 Time to expiry: 16 Days Sep 10 71.000 1.00 66.85 0 0 0| 0 0 0 0 140 61.000 1.00 62.98 0 0 0| 0 0 0 0 150 51.000 0.99 57.45 0 0 0| 0 0 0 0 160 41.000 0.99 46.72 0 0 0| 0 0 0 0 170 36.000 0.99 40.15 0 0 0| 0 0 0 0 175 31.000 0.99 33.77 0 0 0| 0 0 0 0 180 26.000 0.97 31.88 0 0 0| 0 0 0 0 185 21.250 0.96 27.95 0 0 0| 0 0 0 0 190 16.250 0.95 22.63 0 0 0| 0 0 0 0 195 12.000 0.83 26.17 0 0 0| 0 0 0 0 200 8.000 0.72 24.53 0 0 0| 0 0 0 0 205 4.750 0.55 22.93 0 0 0| 0 22 0 0 210 2.250 0.35 21.30 0 0 0| 0 0 0 0 215 0.750 0.15 18.57 0 0 0| 0 111 0 0 220 CAB 0.02 19.33 0 0 0| 0 13 0 0 230 CAB 0.00 22.40 0 0 0| 0 42 0 0 240 Total 0 0 0| 0 188 0 0 Indicative a-t-m Vol 24.18 Underlying Price 210.900 Time to expiry: 107 Days Dec 10 71.250 0.99 31.42 0 0 0| 0 0 0 0 140 52.000 0.95 33.03 0 0 0| 0 0 0 0 160 43.000 0.91 31.85 0 0 0| 0 0 0 0 170 34.000 0.86 29.89 0 0 0| 0 0 0 0 180 25.750 0.78 28.42 0 0 0| 0 0 0 0 190 18.250 0.68 26.16 0 0 0| 0 84 0 0 200 11.750 0.55 24.25 0 0 0| 0 154 0 0 210 7.250 0.40 23.50 0 0 0| 0 111 0 0 220 4.000 0.27 23.01 0 0 0| 0 0 0 0 230 2.250 0.16 22.57 0 0 0| 0 0 0 0 240 Total 0 0 0| 0 349 0 0 Indicative a-t-m Vol 25.96 Underlying Price 210.900 Time to expiry: 198 Days Mar 11 71.750 0.98 31.20 0 0 0| 0 0 0 0 140 53.250 0.92 30.98 0 0 0| 0 0 0 0 160 44.500 0.88 30.19 0 0 0| 0 0 0 0 170 36.250 0.82 28.99 0 0 0| 0 40 0 0 180 28.750 0.74 28.03 0 0 0| 0 41 0 0 190 22.000 0.66 26.95 0 0 0| 0 20 0 0 200 16.250 0.56 26.06 0 0 0| 0 0 0 0 210 11.250 0.45 25.02 0 0 0| 0 5 0 0 220 7.750 0.35 24.45 0 0 0| 0 3 0 0 230 5.000 0.26 24.14 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 22:01 Business Day Wed 1 Sep 2010 Previous Business Day Tue 31 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 24.04 Underlying Price 210.900 Time to expiry: 16 Days Sep 10 CAB 0.00 44.10 0 0 0| 0 0 0 0 140 CAB 0.00 40.71 0 0 0| 0 0 0 0 150 CAB 0.00 35.63 0 0 0| 0 68 0 0 160 CAB 0.00 35.63 0 0 0| 0 10 0 0 170 CAB 0.00 31.68 0 0 0| 0 9 0 0 175 CAB -0.01 29.42 0 0 0| 0 158 0 0 180 CAB -0.01 27.07 0 0 0| 0 0 0 0 185 0.250 -0.04 28.29 0 0 0| 0 57 0 0 190 0.250 -0.06 23.72 0 0 0| 0 0 0 0 195 1.000 -0.16 25.74 0 0 0| 0 57 0 0 200 2.000 -0.29 24.87 0 0 0| 0 1 0 0 205 4.000 -0.45 24.01 0 0 0| 0 81 0 0 210 6.750 -0.63 24.18 0 0 0| 0 46 0 0 215 10.500 -0.78 24.75 0 0 0| 0 35 0 0 220 19.250 -0.95 23.81 0 0 0| 0 0 0 0 230 29.000 -1.00 22.27 0 0 0| 0 0 0 0 240 Total 0 0 0| 0 522 0 0 Indicative a-t-m Vol 23.80 Underlying Price 210.900 Time to expiry: 107 Days Dec 10 0.250 -0.02 36.80 0 0 0| 0 0 0 0 140 0.750 -0.05 32.80 0 0 0| 0 115 0 0 160 1.500 -0.08 30.68 0 0 0| 0 2 0 0 170 2.250 -0.13 28.59 0 0 0| 0 65 0 0 180 4.000 -0.21 27.21 0 0 0| 0 24 0 0 190 6.500 -0.32 25.16 0 0 0| 2 50 0 0 200 10.250 -0.46 23.90 0 0 0| 0 8 0 0 210 15.500 -0.61 22.86 0 0 0| 0 3 0 0 220 22.750 -0.74 22.87 0 0 0| 0 0 0 0 230 30.750 -0.85 21.86 0 0 0| 0 0 0 0 240 Total 0 0 0| 2 267 0 0 Indicative a-t-m Vol 24.90 Underlying Price 210.900 Time to expiry: 198 Days Mar 11 1.250 -0.05 34.31 0 0 0| 0 0 0 0 140 3.250 -0.12 31.39 0 0 0| 0 72 0 0 160 4.750 -0.18 29.58 0 0 0| 0 15 0 0 170 7.000 6.750 -0.24 27.99 7.000 7.000 0 0 5| 0 17 0 0 180 9.750 -0.33 26.96 0 0 0| 0 75 0 0 190 13.750 -0.43 25.93 0 0 0| 0 24 0 0 200 18.750 -0.53 24.97 0 0 0| 0 20 0 0 210 24.750 -0.64 24.27 0 0 0| 0 8 0 0 220 31.500 -0.74 22.96 0 0 0| 0 0 0 0 230 40.000 -0.81 23.21 0 0 0| 0 5 0 0 240 Total 0 0 5| 0 236 0 0 Total Puts 0 0 5| 2 1,025 0 0 Grand Total 0 0 5| 82,442 1,676 0 0 Equity Options 22:01 Business Day Wed 1 Sep 2010 Previous Business Day Tue 31 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 21.14 Underlying Price 431.400 Time to expiry: 16 Days Sep 10 71.500 1.00 27.21 0 0 0| 0 0 0 0 360 51.500 0.99 25.21 0 0 0| 0 0 0 0 380 32.250 0.93 24.21 0 0 0| 0 0 0 0 400 23.000 0.86 22.82 0 0 0| 0 0 0 0 410 15.000 0.72 21.91 0 0 0| 0 0 0 0 420 8.750 0.54 21.30 0 0 0| 0 0 0 0 430 4.250 0.34 20.49 0 0 0| 0 0 0 0 440 1.750 0.17 20.05 0 0 0| 0 0 0 0 450 0.500 0.07 19.52 0 0 0| 0 9 0 0 460 CAB 0.02 18.62 0 0 0| 0 2 0 0 470 CAB 0.00 18.23 0 0 0| 0 26 0 0 480 CAB 0.00 18.18 0 0 0| 0 0 0 0 490 CAB 0.00 18.13 0 0 0| 0 3 0 0 500 CAB 0.00 18.02 0 0 0| 0 39 0 0 520 CAB 0.00 17.68 0 0 0| 0 0 0 0 560 Total 0 0 0| 0 79 0 0 Indicative a-t-m Vol 23.60 Underlying Price 431.400 Time to expiry: 107 Days Dec 10 74.250 0.92 27.28 0 0 0| 0 0 0 0 360 40.500 0.75 24.60 0 0 0| 0 0 0 0 400 27.250 0.61 24.00 0 0 0| 0 0 0 0 420 17.000 0.46 23.34 0 0 0| 0 10 0 0 440 6.500 10.250 0.32 23.48 9.000 6.500 0 0 60| 0 5 0 0 460 5.500 0.20 22.99 0 0 0| 6 68 -5 0 480 1.000 0.05 21.75 0 0 0| 0 36 0 0 520 CAB 0.00 16.72 0 0 0| 0 20 0 0 560 Total 0 0 60| 6 139 -5 0 Indicative a-t-m Vol 24.48 Underlying Price 431.400 Time to expiry: 198 Days Mar 11 78.000 0.85 28.58 0 0 0| 0 0 0 0 360 47.000 47.000 0.69 26.05 47.000 47.000 0 0 2| 0 0 0 0 400 34.500 0.58 24.86 0 0 0| 0 0 0 0 420 24.500 0.47 24.23 0 0 0| 0 4 0 0 440 17.500 0.37 24.33 0 0 0| 0 0 0 0 460 11.000 0.27 23.15 0 0 0| 0 8 0 0 480 4.250 0.13 22.26 0 0 0| 0 0 0 0 520 1.500 0.05 21.84 0 0 0| 0 35 0 0 560 Total 0 0 2| 0 47 0 0 Total Calls 0 0 62| 6 265 -5 0 | Equity Options 22:01 Business Day Wed 1 Sep 2010 Previous Business Day Tue 31 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 21.14 Underlying Price 431.400 Time to expiry: 16 Days Sep 10 CAB 0.00 27.21 0 0 0| 0 11 0 0 360 CAB -0.01 25.21 0 0 0| 0 13 0 0 380 0.750 -0.07 24.21 0 0 0| 0 9 0 0 400 1.500 -0.14 22.82 0 0 0| 0 8 0 0 410 3.500 -0.28 21.91 0 0 0| 0 25 0 0 420 7.250 -0.46 21.30 0 0 0| 0 0 0 0 430 18.250 12.750 -0.66 20.49 18.250 S 18.250 S 0 0 10| 0 12 0 0 440 20.250 -0.83 20.05 0 0 0| 0 0 0 0 450 29.000 -0.94 19.52 0 0 0| 0 16 0 0 460 38.750 -0.99 18.62 0 0 0| 0 0 0 0 470 48.500 -1.00 18.23 0 0 0| 0 2 0 0 480 58.500 -1.00 18.18 0 0 0| 0 0 0 0 490 68.500 -1.00 18.13 0 0 0| 0 0 0 0 500 88.500 -1.00 18.02 0 0 0| 0 0 0 0 520 128.500 -1.00 17.68 0 0 0| 0 0 0 0 560 Total 0 0 10| 0 96 0 0 Indicative a-t-m Vol 23.51 Underlying Price 431.400 Time to expiry: 107 Days Dec 10 3.750 -0.12 27.20 0 0 0| 0 10 0 0 360 11.750 -0.30 24.60 0 0 0| 0 259 0 0 400 20.750 19.500 -0.44 24.00 20.750 S 20.750 S 0 0 10| 0 3 0 0 420 30.000 -0.58 23.19 0 0 0| 0 0 0 0 440 44.000 -0.71 23.36 0 0 0| 0 2 0 0 460 59.750 -0.82 22.90 0 0 0| 0 0 0 0 480 96.000 -0.95 21.75 0 0 0| 0 0 0 0 520 134.750 -1.00 16.72 0 0 0| 0 0 0 0 560 Total 0 0 10| 0 274 0 0 Indicative a-t-m Vol 24.48 Underlying Price 431.400 Time to expiry: 198 Days Mar 11 10.000 -0.18 28.58 0 0 0| 0 0 0 0 360 20.500 -0.34 26.05 0 0 0| 0 23 0 0 400 28.000 -0.44 24.86 0 0 0| 0 0 0 0 420 38.250 -0.54 24.23 0 0 0| 0 40 0 0 440 51.750 -0.64 24.33 0 0 0| 0 10 0 0 460 65.250 -0.74 23.15 0 0 0| 0 0 0 0 480 98.500 -0.88 22.26 0 0 0| 0 0 0 0 520 136.000 -0.95 21.84 0 0 0| 0 0 0 0 560 Total 0 0 0| 0 73 0 0 Total Puts 0 0 20| 0 443 0 0 Grand Total 0 0 82| 70,996 708 -5 0 Equity Options 22:01 Business Day Wed 1 Sep 2010 Previous Business Day Tue 31 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 15.24 Underlying Price 415.900 Time to expiry: 16 Days Sep 10 96.000 1.00 47.79 0 0 0| 0 0 0 0 320 76.000 0.99 39.64 0 0 0| 0 0 0 0 340 56.000 0.99 29.19 0 0 0| 0 5 0 0 360 46.250 0.98 27.44 0 0 0| 0 0 0 0 370 30.000 36.250 0.97 21.94 30.000 30.000 0 0 1| 0 4 0 0 380 26.000 0.98 14.17 0 0 0| 0 10 0 0 390 14.500 17.000 0.87 16.70 14.500 14.500 0 0 1| 0 1,660 0 0 400 7.000 9.000 0.67 15.70 7.000 7.000 0 0 10| 0 87 0 0 410 3.750 0.39 14.94 0 0 0| 0 634 0 0 420 0.500 0.500 0.07 17.09 0.500 0.500 0 0 2| 0 1,677 0 0 440 CAB 0.02 21.77 0 0 0| 0 355 0 0 460 CAB 0.01 28.47 0 0 0| 0 314 0 0 480 CAB 0.00 40.00 0 0 0| 0 0 0 0 560 Total 0 0 14| 0 4,746 0 0 Indicative a-t-m Vol 18.25 Underlying Price 415.900 Time to expiry: 44 Days Oct 10 76.250 0.99 27.20 0 0 0| 0 0 0 0 340 56.500 0.97 23.85 0 0 0| 0 0 0 0 360 37.500 0.90 21.31 0 0 0| 0 0 0 0 380 28.500 0.85 19.73 0 0 0| 0 0 0 0 390 20.750 0.74 19.54 0 0 0| 0 10 0 0 400 13.750 0.61 18.83 0 0 0| 0 562 0 0 410 6.750 8.250 0.45 17.87 7.500 6.750 0 0 20| 0 982 0 0 420 2.000 0.17 16.82 0 0 0| 0 0 0 0 440 0.250 0.03 15.86 0 0 0| 0 0 0 0 460 Total 0 0 20| 0 1,554 0 0 Indicative a-t-m Vol 18.83 Underlying Price 415.900 Time to expiry: 79 Days Nov 10 57.250 0.94 23.55 0 0 0| 0 0 0 0 360 39.000 0.85 22.07 0 0 0| 0 0 0 0 380 30.750 0.78 20.93 0 0 0| 0 0 0 0 390 23.250 0.69 20.06 0 0 0| 0 0 0 0 400 16.500 0.58 19.26 0 0 0| 0 0 0 0 410 11.000 11.250 0.46 18.54 11.000 11.000 0 0 10| 0 50 0 0 420 4.250 0.23 17.67 0 0 0| 0 0 0 0 440 1.250 0.09 17.07 0 0 0| 0 0 0 0 460 Total 0 0 10| 0 50 0 0 Indicative a-t-m Vol 19.64 Underlying Price 415.900 Time to expiry: 107 Days Dec 10 176.000 1.00 41.59 0 0 0| 0 0 0 0 240 136.500 0.99 40.50 0 0 0| 0 0 0 0 280 96.500 0.98 27.94 0 0 0| 0 3 0 0 320 58.000 0.91 24.18 0 0 0| 0 0 0 0 360 40.750 0.81 22.43 0 0 0| 0 0 0 0 380 22.750 25.500 0.65 20.74 22.750 22.750 0 0 1| 0 1,112 0 0 400 Equity Options 22:01 Business Day Wed 1 Sep 2010 Previous Business Day Tue 31 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 | 14.000 0.46 19.36 0 0 0| 2 2,489 +2 0 420 7.000 0.28 18.67 0 0 0| 0 1,219 0 0 440 2.750 0.14 17.75 0 0 0| 0 553 0 0 460 1.500 0.08 19.46 0 0 0| 0 1,223 0 0 480 1.000 0.04 30.33 0 0 0| 0 170 0 0 560 Total 0 0 1| 2 6,769 +2 0 Indicative a-t-m Vol 20.08 Underlying Price 415.900 Time to expiry: 198 Days Mar 11 97.500 0.94 27.38 0 0 0| 0 0 0 0 320 61.750 0.82 23.91 0 0 0| 0 0 0 0 360 46.000 0.73 22.26 0 0 0| 0 25 0 0 380 32.000 0.62 20.80 0 0 0| 0 148 0 0 400 21.250 0.49 19.90 0 0 0| 0 596 0 0 420 11.750 13.000 0.36 19.24 11.750 11.750 0 0 10| 3 261 +3 0 440 7.000 0.23 18.17 0 0 0| 0 126 0 0 460 3.000 4.000 0.15 18.21 3.000 3.000 0 0 870| 0 48 0 0 480 1.000 0.04 22.72 0 0 0| 0 0 0 0 560 Total 0 0 880| 3 1,204 +3 0 Indicative a-t-m Vol 20.75 Underlying Price 415.900 Time to expiry: 289 Days Jun 11 98.750 0.91 27.32 0 0 0| 0 0 0 0 320 64.000 0.80 23.73 0 0 0| 0 100 0 0 360 48.750 0.71 22.46 0 0 0| 18 241 +18 0 380 35.750 0.61 21.42 0 0 0| 0 50 0 0 400 25.000 0.50 20.58 0 0 0| 0 185 0 0 420 16.500 0.38 19.80 0 0 0| 0 278 0 0 440 5.250 6.000 0.19 18.51 5.250 5.250 0 0 24| 0 0 0 0 480 Total 0 0 24| 18 854 +18 0 Indicative a-t-m Vol 21.49 Underlying Price 415.900 Time to expiry: 471 Days Dec 11 138.250 0.94 31.99 0 0 0| 0 3 0 0 280 102.250 0.86 28.17 0 0 0| 0 0 0 0 320 69.500 0.75 24.66 0 0 0| 0 0 0 0 360 42.750 0.59 22.20 0 0 0| 0 0 0 0 400 23.500 0.41 20.43 0 0 0| 0 0 0 0 440 14.000 0.27 21.02 0 0 0| 0 0 0 0 480 Total 0 0 0| 0 3 0 0 Indicative a-t-m Vol 23.32 Underlying Price 415.900 Time to expiry: 653 Days Jun 12 106.000 0.83 29.00 0 0 0| 0 0 0 0 320 75.250 0.73 25.93 0 0 0| 0 0 0 0 360 50.250 0.59 23.75 0 0 0| 0 0 0 0 400 32.500 0.45 22.68 0 0 0| 0 0 0 0 440 Total 0 0 0| 0 0 0 0 Indicative a-t-m Vol 22.81 Underlying Price 415.900 Time to expiry: 842 Days Dec 12 108.500 0.82 29.00 0 0 0| 0 0 0 0 320 77.750 0.72 25.33 0 0 0| 0 0 0 0 360 Equity Options 22:01 Business Day Wed 1 Sep 2010 Previous Business Day Tue 31 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 | 53.750 0.59 23.45 0 0 0| 0 850 0 0 400 34.750 0.45 21.84 0 0 0| 0 0 0 0 440 22.750 0.34 21.25 0 0 0| 0 0 0 0 480 Total 0 0 0| 0 850 0 0 Total Calls 0 0 949| 23 16,030 +23 0 | Equity Options 22:01 Business Day Wed 1 Sep 2010 Previous Business Day Tue 31 Aug 2010 Page 62 Puts | Block | Opening Settle Delta Vola- Daily Trade Bclear Total | Official **Open Change Exer- Exer Trans Price tility High Low Volume Volume*** Volume | Volume Int cises Price | Tesco plc STND OPT (TCO) Indicative a-t-m Vol 15.52 Underlying Price 415.900 Time to expiry: 16 Days Sep 10 CAB 0.00 41.34 0 0 0| 0 1,012 0 0 320 CAB 0.00 34.98 0 0 0| 0 75 0 0 340 CAB -0.01 28.00 0 0 0| 0 330 0 0 360 CAB -0.01 25.29 0 0 0| 0 383 0 0 370 0.500 0.250 -0.02 20.47 0.500 0.500 0 0 50| 0 7,645 0 0 380 0.500 -0.06 19.97 0 0 0| 0 279 0 0 390 1.250 -0.14 17.51 0 0 0| 100 710 +5 0 400 4.000 3.250 -0.33 16.21 4.000 4.000 0 0 2| 0 49 0 0 410 13.750 7.750 -0.61 15.06 13.750 13.750 0 0 2| 1 931 0 0 420 25.000 -0.89 21.30 0 0 0| 1 150 0 0 440 44.500 -0.96 26.63 0 0 0| 0 15 0 0 460 64.250 -0.98 33.14 0 0 0| 0 0 0 0 480 144.000 -1.00 40.00 0 0 0| 0 0 0 0 560 Total 0 0 54| 102 11,579 +5 0 Indicative a-t-m Vol 18.66 Underlying Price 415.900 Time to expiry: 44 Days Oct 10 0.750 -0.04 32.96 0 0 0| 0 0 0 0 340 1.250 -0.07 26.43 0 0 0| 0 10 0 0 360 2.500 -0.14 22.21 0 0 0| 0 904 0 0 380 6.750 3.750 -0.22 20.86 6.750 6.750 0 0 25| 0 626 0 0 390 6.250 -0.32 20.07 0 0 0| 0 37 0 0 400 10.000 -0.46 18.99 0 0 0| 0 22 0 0 410 15.250 -0.60 18.44 0 0 0| 0 55 0 0 420 30.250 -0.84 18.44 0 0 0| 0 0 0 0 440 48.500 -0.95 18.72 0 0 0| 0 0 0 0 460 Total 0 0 25| 0 1,654 0 0 Indicative a-t-m Vol 19.02 Underlying Price 415.900 Time to expiry: 79 Days Nov 10 2.750 -0.11 24.68 0 0 0| 0 0 0 0 360 5.000 -0.20 21.99 0 0 0| 0 0 0 0 380 10.250 7.000 -0.27 21.05 10.250 10.250 0 0 25| 0 25 0 0 390 10.000 -0.36 20.24 0 0 0| 0 2 0 0 400 14.500 13.750 -0.46 19.45 14.500 14.500 0 0 20| 0 0 0 0 410 18.750 -0.57 18.74 0 0 0| 0 0 0 0 420 32.000 -0.78 17.65 0 0 0| 0 0 0 0 440 49.000 -0.93 16.00 0 0 0| 0 0 0 0 460 Total 0 0 45| 0 27 0 0 Indicative a-t-m Vol 19.78 Underlying Price 415.900 Time to expiry: 107 Days Dec 10 CAB 0.00 39.10 0 0 0| 0 81 0 0 240 0.750 -0.02 36.77 0 0 0| 0 349 0 0 280 2.250 1.750 -0.06 31.03 2.250 2.250 0 0 127| 0 655 0 0 320 5.000 4.250 -0.14 24.74 5.000 5.000 0 0 10| 0 3,373 0 0 360 7.250 -0.23 22.63 0 0 0| 0 3,351 0 0 380 12.750 -0.37 20.72 0 0 0| 3 3,781 0 0 400 26.500 21.750 -0.55 19.54 26.500 23.750 0 0 21| 1 612 +1 0 420 Equity Options 22:01 Business Day Wed 1 Sep 2010 Previous Business Day Tue 31 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 | 34.250 -0.73 18.50 0 0 0| 0 1,176 0 0 440 53.250 50.500 -0.86 18.22 53.250 53.250 0 0 29| 0 174 0 0 460 68.750 -0.94 17.65 0 0 0| 0 71 0 0 480 149.500 148.000 -0.99 25.88 149.500 149.500 0 0 25| 0 25 0 0 560 Total 0 0 212| 4 13,648 +1 0 Indicative a-t-m Vol 20.30 Underlying Price 415.900 Time to expiry: 198 Days Mar 11 3.750 -0.09 27.57 0 0 0| 0 50 0 0 320 9.250 8.500 -0.19 23.91 9.250 9.250 0 0 5| 0 144 0 0 360 12.750 -0.28 22.43 0 0 0| 0 207 0 0 380 19.250 -0.39 21.27 0 0 0| 0 583 0 0 400 28.250 -0.52 20.06 0 0 0| 0 583 0 0 420 40.000 -0.65 19.32 0 0 0| 0 101 0 0 440 54.250 -0.77 18.51 0 0 0| 0 20 0 0 460 70.250 -0.88 17.08 0 0 0| 0 5 0 0 480 148.000 -0.99 19.56 0 0 0| 0 0 0 0 560 Total 0 0 5| 0 1,693 0 0 Indicative a-t-m Vol 20.83 Underlying Price 415.900 Time to expiry: 289 Days Jun 11 8.750 7.000 -0.13 26.35 8.750 8.250 0 0 65| 0 360 0 0 320 14.750 -0.26 23.71 0 0 0| 0 221 0 0 360 20.500 -0.34 22.41 0 0 0| 30 205 +30 0 380 32.500 28.250 -0.44 21.34 32.500 31.000 0 0 45| 0 30 0 0 400 38.750 -0.55 20.70 0 0 0| 0 275 0 0 420 53.250 51.000 -0.65 19.82 53.250 53.250 0 0 22| 0 280 0 0 440 82.250 -0.82 19.65 0 0 0| 0 0 0 0 480 Total 0 0 132| 30 1,371 +30 0 Indicative a-t-m Vol 21.82 Underlying Price 415.900 Time to expiry: 471 Days Dec 11 10.500 -0.12 32.39 0 0 0| 0 0 0 0 280 16.000 -0.19 28.26 0 0 0| 0 0 0 0 320 24.500 -0.30 24.64 0 0 0| 0 750 0 0 360 39.000 -0.45 22.08 0 0 0| 0 500 0 0 400 62.250 -0.60 21.42 0 0 0| 0 0 0 0 440 91.500 -0.74 21.09 0 0 0| 0 0 0 0 480 Total 0 0 0| 0 1,250 0 0 Indicative a-t-m Vol 23.11 Underlying Price 415.900 Time to expiry: 653 Days Jun 12 26.750 -0.24 30.00 0 0 0| 0 0 0 0 320 35.500 -0.33 25.70 0 0 0| 0 0 0 0 360 52.000 -0.46 23.57 0 0 0| 0 0 0 0 400 74.750 -0.59 22.41 0 0 0| 0 0 0 0 440 Total 0 0 0| 0 0 0 0 Indicative a-t-m Vol 22.82 Underlying Price 415.900 Time to expiry: 842 Days Dec 12 33.250 -0.25 30.00 0 0 0| 0 0 0 0 320 41.250 -0.34 25.15 0 0 0| 0 350 0 0 360 58.500 -0.45 23.50 0 0 0| 0 150 0 0 400 79.750 -0.57 21.80 0 0 0| 0 0 0 0 440 Equity Options 22:01 Business Day Wed 1 Sep 2010 Previous Business Day Tue 31 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 | 106.500 -0.69 20.71 0 0 0| 0 0 0 0 480 Total 0 0 0| 0 500 0 0 Total Puts 0 0 473| 136 31,722 +36 0 Grand Total 0 0 1,422| 165,039 47,752 +59 0 Equity Options 22:01 Business Day Wed 1 Sep 2010 Previous Business Day Tue 31 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 323.300 Time to expiry: 16 Days Sep 10 163.250 1.00 86.19 0 0 0| 0 0 0 0 160 153.250 1.00 79.15 0 0 0| 0 0 0 0 170 143.250 1.00 72.48 0 0 0| 0 0 0 0 180 133.250 1.00 66.74 0 0 0| 0 0 0 0 190 123.250 1.00 63.61 0 0 0| 0 14 0 0 200 113.250 1.00 55.38 0 0 0| 0 40 0 0 210 108.250 1.00 52.77 0 0 0| 0 0 0 0 215 103.250 1.00 50.26 0 0 0| 0 26 0 0 220 98.250 1.00 47.85 0 0 0| 0 0 0 0 225 93.250 1.00 45.55 0 0 0| 0 4 0 0 230 88.250 1.00 43.34 0 0 0| 0 0 0 0 235 83.500 1.00 41.56 0 0 0| 0 162 0 0 240 78.500 1.00 38.57 0 0 0| 0 400 0 0 245 73.500 1.00 34.81 0 0 0| 0 133 0 0 250 63.500 1.00 29.84 0 0 0| 0 16 0 0 260 53.500 1.00 25.94 0 0 0| 0 409 0 0 270 43.500 1.00 21.82 0 0 0| 0 174 0 0 280 25.500 23.500 0.98 17.51 25.500 25.500 0 0 12| 0 22 0 0 300 5.750 0.64 13.90 0 0 0| 0 3,171 0 0 320 Total 0 0 12| 0 4,571 0 0 Indicative a-t-m Vol 0.00 Underlying Price 323.300 Time to expiry: 107 Days Dec 10 123.500 1.00 37.90 0 0 0| 0 0 0 0 200 113.500 1.00 36.40 0 0 0| 0 0 0 0 210 103.500 0.99 34.90 0 0 0| 0 10 0 0 220 93.750 0.99 33.80 0 0 0| 0 44 0 0 230 84.000 0.98 33.40 0 0 0| 0 55 0 0 240 65.000 0.93 32.40 0 0 0| 0 88 0 0 260 47.750 0.83 31.50 0 0 0| 0 98 0 0 280 20.500 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 323.300 Time to expiry: 198 Days Mar 11 123.750 0.99 37.30 0 0 0| 0 0 0 0 200 114.000 0.98 35.90 0 0 0| 0 0 0 0 210 104.250 0.97 34.60 0 0 0| 0 5 0 0 220 94.750 0.95 33.60 0 0 0| 0 50 0 0 230 85.750 0.92 33.10 0 0 0| 0 10 0 0 240 68.750 0.85 32.40 0 0 0| 0 0 0 0 260 53.500 0.76 31.80 0 0 0| 0 0 0 0 280 30.000 0.56 31.00 0 0 0| 0 19 0 0 320 Total 0 0 0| 0 84 0 0 Total Calls 0 0 12| 0 4,950 0 0 | Equity Options 22:01 Business Day Wed 1 Sep 2010 Previous Business Day Tue 31 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 323.300 Time to expiry: 16 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 -0.37 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 323.300 Time to expiry: 107 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 21.500 -0.46 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 323.300 Time to expiry: 198 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 -0.16 32.30 0 0 0| 0 0 0 0 260 11.500 -0.24 31.30 0 0 0| 0 0 0 0 280 28.250 -0.45 31.00 0 0 0| 0 0 0 0 320 Total 0 0 0| 0 0 0 0 Total Puts 0 0 0| 0 4,574 0 0 Grand Total 0 0 12| 80,150 9,524 0 0 Equity Options 22:01 Business Day Wed 1 Sep 2010 Previous Business Day Tue 31 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 37.99 Underlying Price 1234.000 Time to expiry: 16 Days Sep 10 354.500 1.00 39.08 0 0 0| 0 0 0 0 880 314.500 1.00 44.68 0 0 0| 0 0 0 0 920 274.500 1.00 45.80 0 0 0| 0 10 0 0 960 254.500 0.99 46.03 0 0 0| 0 0 0 0 980 235.000 0.99 45.57 0 0 0| 0 2 0 0 1000 186.500 0.96 44.22 0 0 0| 0 0 0 0 1050 139.500 0.91 42.28 0 0 0| 0 98 0 0 1100 96.500 0.81 40.19 0 0 0| 0 1 0 0 1150 60.000 0.65 38.85 0 0 0| 0 78 0 0 1200 33.000 0.45 37.59 0 0 0| 0 1 -1 0 1250 15.500 0.27 36.52 0 0 0| 0 276 0 0 1300 6.500 0.14 36.39 0 0 0| 0 0 0 0 1350 2.000 0.05 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| 0 593 -1 0 Indicative a-t-m Vol 37.26 Underlying Price 1234.000 Time to expiry: 107 Days Dec 10 364.000 0.93 45.74 0 0 0| 0 0 0 0 880 292.000 0.88 42.93 0 0 0| 0 4 0 0 960 259.000 0.85 42.27 0 0 0| 0 0 0 0 1000 181.500 0.74 39.68 0 0 0| 0 25 0 0 1100 117.500 0.60 37.61 0 0 0| 0 69 0 0 1200 60.500 71.000 0.44 36.58 66.000 59.000 0 0 33| 28 178 +14 0 1300 41.000 0.30 36.25 0 0 0| 0 27 0 0 1400 12.000 0.11 36.26 0 0 0| 0 302 0 0 1600 Total 0 0 33| 28 605 +14 0 Indicative a-t-m Vol 36.77 Underlying Price 1234.000 Time to expiry: 198 Days Mar 11 375.000 0.90 40.25 0 0 0| 0 0 0 0 880 310.500 0.84 40.03 0 0 0| 0 0 0 0 960 280.000 0.81 39.60 0 0 0| 0 0 0 0 1000 210.500 0.71 38.59 0 0 0| 0 0 0 0 1100 150.500 0.60 36.74 0 0 0| 0 10 0 0 1200 107.000 0.48 36.82 0 0 0| 0 1 0 0 1300 73.500 0.37 36.27 0 0 0| 0 3 0 0 1400 37.000 0.22 37.56 0 0 0| 0 0 0 0 1600 Total 0 0 0| 0 14 0 0 Total Calls 0 0 33| 28 1,212 +13 0 | Equity Options 22:01 Business Day Wed 1 Sep 2010 Previous Business Day Tue 31 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 33.49 Underlying Price 1234.000 Time to expiry: 16 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 0.500 -0.01 43.20 0 0 0| 0 218 0 0 1000 1.500 -0.03 41.55 0 0 0| 0 0 0 0 1050 3.500 -0.08 38.79 0 0 0| 0 37 0 0 1100 9.500 -0.17 36.16 0 0 0| 0 0 0 0 1150 21.000 -0.34 33.96 0 0 0| 15 25 -5 0 1200 44.000 -0.56 33.27 0 0 0| 0 2 0 0 1250 78.000 -0.75 33.15 0 0 0| 0 11 0 0 1300 120.500 -0.89 33.15 0 0 0| 0 10 0 0 1350 167.000 -0.96 32.15 0 0 0| 0 5 0 0 1400 266.000 -1.00 36.19 0 0 0| 0 0 0 0 1500 366.000 -1.00 2.00 0 0 0| 0 0 0 0 1600 Total 0 0 0| 15 376 -5 0 Indicative a-t-m Vol 36.85 Underlying Price 1234.000 Time to expiry: 107 Days Dec 10 9.000 -0.06 44.63 0 0 0| 0 8 0 0 880 17.500 -0.11 42.45 0 0 0| 0 51 0 0 960 23.500 -0.15 41.50 0 0 0| 0 26 0 0 1000 46.500 -0.26 39.34 0 0 0| 0 51 0 0 1100 82.000 -0.40 37.19 0 0 0| 0 37 0 0 1200 135.500 -0.57 36.19 0 0 0| 0 12 0 0 1300 205.500 -0.71 35.83 0 0 0| 0 0 0 0 1400 377.000 -0.90 35.42 0 0 0| 0 0 0 0 1600 Total 0 0 0| 0 185 0 0 Indicative a-t-m Vol 36.33 Underlying Price 1234.000 Time to expiry: 198 Days Mar 11 23.000 -0.11 42.68 0 0 0| 0 1 0 0 880 37.000 -0.16 41.07 0 0 0| 0 1 0 0 960 46.500 -0.19 40.49 0 0 0| 0 5 0 0 1000 74.500 -0.29 38.55 0 0 0| 0 13 0 0 1100 113.500 -0.40 36.61 0 0 0| 0 0 0 0 1200 166.500 -0.52 35.78 0 0 0| 0 10 0 0 1300 232.500 -0.64 35.07 0 0 0| 0 0 0 0 1400 395.500 -0.81 35.87 0 0 0| 0 0 0 0 1600 Total 0 0 0| 0 30 0 0 Total Puts 0 0 0| 15 591 -5 0 Grand Total 0 0 33| 71,033 1,803 +8 0 Equity Options 22:01 Business Day Wed 1 Sep 2010 Previous Business Day Tue 31 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 20.83 Underlying Price 1757.000 Time to expiry: 16 Days Sep 10 257.500 0.99 30.46 0 0 0| 0 0 0 0 1500 159.500 0.95 26.36 0 0 0| 0 0 0 0 1600 111.500 0.90 22.84 0 0 0| 0 0 0 0 1650 69.500 0.76 22.16 0 0 0| 0 2 0 0 1700 27.500 35.500 0.55 20.92 27.500 27.500 0 0 5| 0 1,085 0 0 1750 11.000 14.500 0.30 20.23 11.000 11.000 0 0 1| 0 39 0 0 1800 4.500 0.12 20.17 0 0 0| 0 0 0 0 1850 0.500 1.000 0.04 20.00 0.500 S 0.500 S 0 0 1| 0 865 0 0 1900 CAB 0.01 20.00 0 0 0| 0 8 0 0 1950 CAB 0.00 20.00 0 0 0| 0 340 0 0 2000 CAB 0.00 20.00 0 0 0| 0 70 0 0 2200 CAB 0.00 20.00 0 0 0| 0 1 0 0 2400 Total 0 0 7| 0 2,410 0 0 Indicative a-t-m Vol 22.75 Underlying Price 1757.000 Time to expiry: 107 Days Dec 10 366.000 0.94 30.82 0 0 0| 0 15 0 0 1400 188.500 0.78 25.89 0 0 0| 0 10 0 0 1600 116.000 0.63 23.81 0 0 0| 0 18 0 0 1700 60.500 0.43 21.95 0 0 0| 0 34 0 0 1800 24.000 28.500 0.25 21.23 24.500 S 24.000 0 0 21| 0 1,084 0 0 1900 10.000 11.500 0.12 20.62 10.000 9.000 0 0 105| 0 223 0 0 2000 2.000 0.03 21.36 0 0 0| 0 5 0 0 2200 0.500 0.00 22.24 0 0 0| 0 17 0 0 2400 Total 0 0 126| 0 1,406 0 0 Indicative a-t-m Vol 22.83 Underlying Price 1757.000 Time to expiry: 198 Days Mar 11 373.000 0.90 29.27 0 0 0| 0 0 0 0 1400 206.500 0.73 25.35 0 0 0| 0 0 0 0 1600 139.500 0.60 23.73 0 0 0| 5 5 +5 0 1700 86.000 0.45 22.16 0 0 0| 0 6 0 0 1800 51.500 0.32 21.80 0 0 0| 0 1 0 0 1900 28.000 0.20 21.10 0 0 0| 0 40 0 0 2000 2.500 0.03 22.08 0 0 0| 0 0 0 0 2400 Total 0 0 0| 5 52 +5 0 Total Calls 0 0 133| 5 3,868 +5 0 | Equity Options 22:01 Business Day Wed 1 Sep 2010 Previous Business Day Tue 31 Aug 2010 Page 70 Puts | Block | Opening Settle Delta Vola- Daily Trade Bclear Total | Official **Open Change Exer- Exer Trans Price tility High Low Volume Volume*** Volume | Volume Int cises Price | Unilever plc STND OPT (ULV) Indicative a-t-m Vol 21.38 Underlying Price 1757.000 Time to expiry: 16 Days Sep 10 0.500 -0.01 31.16 0 0 0| 0 300 0 0 1500 2.000 -0.05 27.11 0 0 0| 0 514 0 0 1600 5.500 -0.11 24.86 0 0 0| 0 107 0 0 1650 12.500 -0.24 22.75 0 0 0| 0 483 0 0 1700 29.000 -0.45 21.53 0 0 0| 0 17 0 0 1750 57.000 -0.70 20.43 0 0 0| 0 72 0 0 1800 95.500 -0.90 18.10 0 0 0| 0 10 0 0 1850 144.000 -0.97 20.00 0 0 0| 0 146 0 0 1900 193.000 -1.00 20.00 0 0 0| 0 2 0 0 1950 243.000 -1.00 20.00 0 0 0| 0 14 0 0 2000 443.000 -1.00 20.00 0 0 0| 0 0 0 0 2200 643.000 -1.00 20.00 0 0 0| 0 0 0 0 2400 Total 0 0 0| 0 1,665 0 0 Indicative a-t-m Vol 22.70 Underlying Price 1757.000 Time to expiry: 107 Days Dec 10 14.000 13.000 -0.09 31.60 14.000 14.000 0 0 20| 0 868 0 0 1400 46.000 39.000 -0.25 26.05 46.000 46.000 0 0 1| 0 442 0 0 1600 71.500 66.500 -0.40 23.20 71.500 71.500 0 0 1| 0 57 0 0 1700 117.000 -0.58 22.32 0 0 0| 0 73 0 0 1800 182.000 -0.77 20.40 0 0 0| 0 233 0 0 1900 266.500 -0.89 19.91 0 0 0| 0 117 0 0 2000 460.000 -0.96 23.69 0 0 0| 0 0 0 0 2200 658.500 -0.98 28.24 0 0 0| 0 0 0 0 2400 Total 0 0 22| 0 1,790 0 0 Indicative a-t-m Vol 22.44 Underlying Price 1757.000 Time to expiry: 198 Days Mar 11 27.500 -0.13 28.71 0 0 0| 1 366 +1 0 1400 66.000 -0.30 24.57 0 0 0| 0 5 0 0 1600 104.500 104.500 -0.43 23.49 104.500 104.500 0 0 5| 0 20 0 0 1700 151.500 -0.57 21.64 0 0 0| 0 17 0 0 1800 220.000 -0.70 21.66 0 0 0| 0 0 0 0 1900 296.500 -0.81 20.69 0 0 0| 0 0 0 0 2000 671.000 -0.99 19.79 0 0 0| 0 0 0 0 2400 Total 0 0 5| 1 408 +1 0 Total Puts 0 0 27| 1 3,863 +1 0 Grand Total 0 0 160| 61,836 7,731 +6 0 Equity Options 22:01 Business Day Wed 1 Sep 2010 Previous Business Day Tue 31 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 20.66 Underlying Price 582.000 Time to expiry: 16 Days Sep 10 142.250 0.99 55.97 0 0 0| 0 0 0 0 440 122.250 0.99 44.26 0 0 0| 0 0 0 0 460 102.250 0.99 36.59 0 0 0| 0 0 0 0 480 82.250 0.99 29.29 0 0 0| 0 8 0 0 500 62.500 0.98 26.06 0 0 0| 0 2 0 0 520 43.250 0.92 25.05 0 0 0| 0 7 0 0 540 25.250 0.80 22.06 0 0 0| 0 373 0 0 560 10.000 11.500 0.54 20.58 12.000 10.000 S 0 0 8| 0 244 0 0 580 4.250 0.26 21.35 0 0 0| 0 1,340 0 0 600 1.250 0.10 22.61 0 0 0| 0 1 0 0 620 0.500 0.04 25.00 0 0 0| 0 10 0 0 640 CAB 0.00 25.00 0 0 0| 0 0 0 0 680 Total 0 0 8| 0 1,985 0 0 Indicative a-t-m Vol 21.70 Underlying Price 582.000 Time to expiry: 107 Days Dec 10 143.250 0.99 25.08 0 0 0| 0 0 0 0 440 105.000 0.94 24.77 0 0 0| 0 5 0 0 480 69.250 0.84 23.31 0 0 0| 0 161 0 0 520 53.500 0.76 22.54 0 0 0| 0 3 0 0 540 39.500 0.66 22.07 0 0 0| 0 142 0 0 560 17.000 19.000 0.42 21.40 17.000 S 17.000 S 0 0 7| 0 177 0 0 600 6.500 7.750 0.22 21.35 6.500 6.500 0 0 13| 0 759 0 0 640 1.000 0.04 21.58 0 0 0| 0 125 0 0 720 Total 0 0 20| 0 1,372 0 0 Indicative a-t-m Vol 21.68 Underlying Price 582.000 Time to expiry: 198 Days Mar 11 144.500 0.96 26.63 0 0 0| 0 0 0 0 440 107.750 0.90 25.46 0 0 0| 0 0 0 0 480 74.250 0.79 23.71 0 0 0| 0 1 0 0 520 46.000 0.62 22.16 0 0 0| 0 43 0 0 560 26.000 0.44 21.28 0 0 0| 0 15 0 0 600 13.250 0.27 20.73 0 0 0| 0 23 0 0 640 3.000 0.08 20.82 0 0 0| 0 0 0 0 720 Total 0 0 0| 0 82 0 0 Total Calls 0 0 28| 0 3,439 0 0 | Equity Options 22:01 Business Day Wed 1 Sep 2010 Previous Business Day Tue 31 Aug 2010 Page 72 Puts | Block | Opening Settle Delta Vola- Daily Trade Bclear Total | Official **Open Change Exer- Exer Trans Price tility High Low Volume Volume*** Volume | Volume Int cises Price | United Utilities plc STND OPT (UUL) Indicative a-t-m Vol 21.01 Underlying Price 582.000 Time to expiry: 16 Days Sep 10 CAB 0.00 32.44 0 0 0| 0 35 0 0 440 CAB 0.00 34.66 0 0 0| 0 120 0 0 460 CAB 0.00 34.66 0 0 0| 0 135 0 0 480 0.250 -0.02 33.76 0 0 0| 0 16 0 0 500 0.500 -0.04 30.35 0 0 0| 0 197 0 0 520 1.500 -0.09 26.53 0 0 0| 25 25 +24 0 540 3.250 -0.20 22.53 0 0 0| 0 244 0 0 560 10.750 9.500 -0.46 20.92 10.750 10.750 0 0 11| 0 113 0 0 580 22.250 -0.73 21.77 0 0 0| 0 47 0 0 600 39.500 -0.89 23.84 0 0 0| 0 11 0 0 620 58.500 -0.96 25.28 0 0 0| 0 0 0 0 640 98.000 -1.00 2.00 0 0 0| 0 2 0 0 680 Total 0 0 11| 25 945 +24 0 Indicative a-t-m Vol 21.64 Underlying Price 582.000 Time to expiry: 107 Days Dec 10 1.000 -0.03 26.94 0 0 0| 0 41 0 0 440 3.250 -0.08 25.02 0 0 0| 0 444 0 0 480 8.500 -0.20 23.01 0 0 0| 0 72 0 0 520 17.750 13.750 -0.29 22.57 17.750 17.750 0 0 5| 0 117 0 0 540 21.500 20.750 -0.40 22.02 21.500 21.500 0 0 5| 0 81 0 0 560 42.250 -0.63 21.33 0 0 0| 0 24 0 0 600 73.250 -0.81 21.89 0 0 0| 0 20 0 0 640 147.250 -0.96 22.85 0 0 0| 0 0 0 0 720 Total 0 0 10| 0 799 0 0 Indicative a-t-m Vol 21.62 Underlying Price 582.000 Time to expiry: 198 Days Mar 11 4.250 -0.08 27.09 0 0 0| 0 3 0 0 440 8.750 -0.15 25.28 0 0 0| 5 24 +5 0 480 16.750 -0.26 23.59 0 0 0| 1 10 +1 0 520 30.500 -0.41 22.30 0 0 0| 0 12 0 0 560 50.750 -0.58 21.07 0 0 0| 1 19 +1 0 600 79.250 -0.74 21.10 0 0 0| 0 10 0 0 640 149.250 -0.92 21.47 0 0 0| 0 0 0 0 720 Total 0 0 0| 7 78 +7 0 Total Puts 0 0 21| 32 1,822 +31 0 Grand Total 0 0 49| 61,862 5,261 +31 0 Equity Options 22:01 Business Day Wed 1 Sep 2010 Previous Business Day Tue 31 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 53.16 Underlying Price 1970.000 Time to expiry: 16 Days Sep 10 374.000 0.96 55.91 0 0 0| 0 0 0 0 1600 281.500 0.91 54.81 0 0 0| 0 0 0 0 1700 238.000 0.86 54.32 0 0 0| 0 0 0 0 1750 198.000 0.80 54.00 0 0 0| 0 0 0 0 1800 161.500 0.73 53.77 0 0 0| 0 0 0 0 1850 128.500 0.65 53.37 0 0 0| 0 0 0 0 1900 100.500 0.56 53.02 0 0 0| 0 0 0 0 1950 77.500 0.47 53.36 0 0 0| 0 6 0 0 2000 44.000 0.31 54.12 0 0 0| 0 0 0 0 2100 14.500 23.000 0.19 54.33 14.500 14.500 0 0 7| 0 307 0 0 2200 11.000 0.10 54.53 0 0 0| 0 18 0 0 2300 5.000 0.05 54.99 0 0 0| 0 40 0 0 2400 3.000 0.03 57.14 0 0 0| 0 26 0 0 2500 2.000 0.02 61.20 0 0 0| 0 384 0 0 2600 0.500 0.01 59.84 0 0 0| 0 0 0 0 2700 0.500 0.00 61.20 0 0 0| 0 177 0 0 2800 CAB 0.00 59.84 0 0 0| 0 322 0 0 3000 CAB 0.00 63.34 0 0 0| 0 46 0 0 3200 CAB 0.00 64.02 0 0 0| 0 0 0 0 3400 CAB 0.00 64.68 0 0 0| 0 4 0 0 3600 Total 0 0 7| 0 1,330 0 0 Indicative a-t-m Vol 51.83 Underlying Price 1970.000 Time to expiry: 107 Days Dec 10 446.000 0.81 55.24 0 0 0| 0 18 0 0 1600 377.500 0.74 54.84 0 0 0| 0 0 0 0 1700 312.000 0.68 53.52 0 0 0| 0 0 0 0 1800 257.000 0.61 52.98 0 0 0| 0 0 0 0 1900 204.000 0.54 51.33 0 0 0| 0 11 0 0 2000 140.500 0.41 53.45 0 0 0| 3 5 +3 0 2200 80.000 88.000 0.29 52.45 83.000 80.000 0 0 4| 0 8 0 0 2400 56.000 0.20 52.84 0 0 0| 0 0 0 0 2600 35.500 0.14 53.21 0 0 0| 0 28 0 0 2800 23.000 0.10 53.59 0 0 0| 0 25 0 0 3000 14.500 0.06 53.95 0 0 0| 0 1 0 0 3200 9.000 0.04 54.10 0 0 0| 0 1 0 0 3400 6.000 0.03 55.03 0 0 0| 0 0 0 0 3600 Total 0 0 4| 3 97 +3 0 Indicative a-t-m Vol 52.28 Underlying Price 1970.000 Time to expiry: 198 Days Mar 11 626.500 0.87 50.88 0 0 0| 0 3 0 0 1400 491.000 0.77 52.05 0 0 0| 0 0 0 0 1600 431.500 0.72 52.25 0 0 0| 0 0 0 0 1700 377.000 0.66 52.31 0 0 0| 0 0 0 0 1800 329.000 0.61 52.26 0 0 0| 0 0 0 0 1900 260.000 286.000 0.56 52.28 260.000 260.000 0 0 2| 0 6 0 0 2000 Equity Options 22:01 Business Day Wed 1 Sep 2010 Previous Business Day Tue 31 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 | 213.000 0.46 51.97 0 0 0| 0 0 0 0 2200 156.500 0.37 51.65 0 0 0| 0 1 0 0 2400 114.000 0.29 51.41 0 0 0| 0 0 0 0 2600 83.000 0.23 51.40 0 0 0| 0 6 0 0 2800 45.500 0.14 51.83 0 0 0| 0 1 0 0 3200 Total 0 0 2| 0 17 0 0 Total Calls 0 0 13| 3 1,444 +3 0 | Equity Options 22:01 Business Day Wed 1 Sep 2010 Previous Business Day Tue 31 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 53.80 Underlying Price 1970.000 Time to expiry: 16 Days Sep 10 4.000 -0.04 57.02 0 0 0| 0 0 0 0 1600 11.500 -0.10 55.89 0 0 0| 5 5 +5 0 1700 18.500 -0.14 55.20 0 0 0| 0 0 0 0 1750 42.000 28.500 -0.20 54.76 42.000 42.000 0 0 12| 0 104 0 0 1800 42.000 -0.28 54.45 0 0 0| 0 3 0 0 1850 86.000 59.000 -0.36 54.01 86.000 86.000 0 0 7| 0 251 0 0 1900 81.000 -0.44 53.66 0 0 0| 0 0 0 0 1950 108.000 -0.53 54.03 0 0 0| 0 8 0 0 2000 174.000 -0.69 54.55 0 0 0| 0 1 0 0 2100 253.500 -0.81 55.31 0 0 0| 0 113 0 0 2200 342.000 -0.89 56.14 0 0 0| 0 0 0 0 2300 435.500 -0.94 57.35 0 0 0| 0 404 0 0 2400 533.000 -0.96 59.60 0 0 0| 0 4 0 0 2500 631.000 -0.99 58.39 0 0 0| 0 0 0 0 2600 731.000 -0.99 64.24 0 0 0| 0 0 0 0 2700 830.500 -0.99 67.36 0 0 0| 0 0 0 0 2800 1030.000 -1.00 71.22 0 0 0| 0 0 0 0 3000 1230.000 -1.00 74.32 0 0 0| 0 0 0 0 3200 1430.000 -1.00 76.12 0 0 0| 0 74 0 0 3400 1630.000 -1.00 76.89 0 0 0| 0 0 0 0 3600 Total 0 0 19| 5 967 +5 0 Indicative a-t-m Vol 54.26 Underlying Price 1970.000 Time to expiry: 107 Days Dec 10 84.500 -0.21 57.28 0 0 0| 500 537 +500 0 1600 120.000 110.000 -0.26 54.65 120.000 120.000 0 0 2| 0 0 0 0 1700 151.000 -0.33 54.76 0 0 0| 0 266 0 0 1800 198.000 198.000 -0.40 54.46 198.000 198.000 0 0 30| 0 0 0 0 1900 251.500 -0.47 54.17 0 0 0| 0 34 0 0 2000 379.000 -0.60 54.03 0 0 0| 0 6 0 0 2200 530.000 -0.71 53.85 0 0 0| 0 28 0 0 2400 695.000 -0.79 53.56 0 0 0| 0 10 0 0 2600 874.500 -0.86 54.20 0 0 0| 0 0 0 0 2800 1061.500 -0.90 54.99 0 0 0| 0 18 0 0 3000 1252.000 -0.93 55.14 0 0 0| 0 0 0 0 3200 1446.000 -0.95 55.47 0 0 0| 0 0 0 0 3400 1642.000 -0.97 55.75 0 0 0| 0 0 0 0 3600 Total 0 0 32| 500 899 +500 0 Indicative a-t-m Vol 52.67 Underlying Price 1970.000 Time to expiry: 198 Days Mar 11 63.500 -0.14 51.52 0 0 0| 0 6 0 0 1400 129.000 -0.23 52.64 0 0 0| 0 0 0 0 1600 169.500 -0.28 52.83 0 0 0| 6 6 +6 0 1700 215.000 -0.34 52.88 0 0 0| 3 4 -3 0 1800 267.000 -0.39 52.83 0 0 0| 0 1 0 0 1900 322.500 -0.44 52.60 0 0 0| 0 6 0 0 2000 449.000 -0.54 52.28 0 0 0| 0 1 0 0 2200 Equity Options 22:01 Business Day Wed 1 Sep 2010 Previous Business Day Tue 31 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 | 592.500 -0.63 52.05 0 0 0| 3 7 0 0 2400 749.500 -0.71 51.83 0 0 0| 0 4 0 0 2600 918.500 -0.77 51.82 0 0 0| 0 0 0 0 2800 1280.000 -0.86 52.39 0 0 0| 0 0 0 0 3200 Total 0 0 0| 12 35 +3 0 Total Puts 0 0 51| 517 1,901 +508 0 Grand Total 0 0 64| 101,280 3,345 +511 0 Equity Options 22:01 Business Day Wed 1 Sep 2010 Previous Business Day Tue 31 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 19.51 Underlying Price 158.000 Time to expiry: 16 Days Sep 10 58.000 1.00 57.19 0 0 0| 0 0 0 0 100 48.000 1.00 58.35 0 0 0| 0 0 0 0 110 38.000 0.99 56.77 0 0 0| 0 2 0 0 120 28.250 0.97 49.49 0 0 0| 0 4,212 0 0 130 23.250 0.95 45.69 0 0 0| 0 168 0 0 135 18.000 18.500 0.94 37.19 18.000 S 18.000 S 0 0 5| 0 13,971 0 0 140 13.500 0.91 31.10 0 0 0| 154 1,676 0 0 145 9.250 8.750 0.85 23.56 9.250 8.000 0 0 154| 250 35,857 -5,007 0 150 4.000 4.500 0.68 20.96 4.500 4.000 0 0 40| 0 16,764 0 0 155 1.750 1.750 0.39 18.55 2.000 1.750 0 0 360| 200 27,395 +100 0 160 CAB 0.03 17.87 0 0 0| 0 200 0 0 170 CAB 0.00 12.45 0 0 0| 0 2,325 0 0 180 Total 0 0 559| 604 102,570 -4,907 0 Indicative a-t-m Vol 21.95 Underlying Price 158.000 Time to expiry: 44 Days Oct 10 38.250 0.99 34.95 0 0 0| 0 0 0 0 120 28.250 0.97 30.00 0 0 0| 0 0 0 0 130 19.000 0.89 30.13 0 0 0| 0 40 0 0 140 15.000 0.81 29.51 0 0 0| 0 15 0 0 145 10.250 0.75 23.62 0 0 0| 0 1,920 0 0 150 6.500 0.62 22.09 0 0 0| 0 3,089 0 0 155 3.750 4.000 0.45 21.86 3.750 3.750 0 0 3| 0 2,350 0 0 160 1.000 0.17 20.73 0 0 0| 0 0 0 0 170 0.250 0.03 19.85 0 0 0| 0 0 0 0 180 Total 0 0 3| 0 7,414 0 0 Indicative a-t-m Vol 21.95 Underlying Price 158.000 Time to expiry: 79 Days Nov 10 29.000 0.93 31.22 0 0 0| 0 0 0 0 130 20.750 0.82 32.56 0 0 0| 0 0 0 0 140 15.500 0.79 26.02 0 0 0| 0 0 0 0 145 12.000 0.70 26.09 0 0 0| 0 14 0 0 150 7.750 8.500 0.60 24.42 7.750 S 7.750 S 0 0 5| 0 45 0 0 155 5.500 5.000 0.47 20.30 5.500 5.500 0 0 137| 35 6,085 +35 0 160 2.000 0.24 21.27 0 0 0| 0 150 0 0 170 1.000 0.12 22.83 0 0 0| 0 0 0 0 180 Total 0 0 142| 35 6,294 +35 0 Indicative a-t-m Vol 22.40 Underlying Price 158.000 Time to expiry: 107 Days Dec 10 62.250 1.00 40.47 0 0 0| 0 0 0 0 96 58.250 1.00 36.91 0 0 0| 99 103 0 0 100 38.250 38.750 0.96 34.96 38.250 S 38.250 S 0 0 554| 0 66,692 0 0 120 29.000 29.000 0.92 30.07 29.000 S 29.000 S 0 0 137| 0 13,776 0 0 130 20.000 20.750 0.81 30.67 20.000 S 20.000 S 0 0 417| 99 51,242 -99 0 140 12.000 0.69 23.94 0 0 0| 154 86,680 +4 0 150 5.750 6.000 0.48 22.01 6.000 S 5.750 0 0 66| 58 94,840 0 0 160 Equity Options 22:01 Business Day Wed 1 Sep 2010 Previous Business Day Tue 31 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 | 2.500 0.26 21.11 0 0 0| 0 0 0 0 170 1.000 0.11 20.51 0 0 0| 0 30,405 0 0 180 0.250 0.02 22.41 0 0 0| 0 0 0 0 200 Total 0 0 1,174| 410 343,738 -95 0 Indicative a-t-m Vol 22.87 Underlying Price 158.000 Time to expiry: 198 Days Mar 11 58.250 0.99 36.69 0 0 0| 0 0 0 0 100 39.000 0.94 30.53 0 0 0| 0 0 0 0 120 29.750 0.88 27.60 0 0 0| 0 0 0 0 130 21.000 21.500 0.78 26.48 21.000 21.000 0 0 4| 0 7,009 0 0 140 14.500 0.64 24.64 0 0 0| 0 308 0 0 150 8.500 0.48 22.42 0 0 0| 6 302 +6 0 160 4.750 0.32 21.56 0 0 0| 0 0 0 0 170 2.750 0.21 21.87 0 0 0| 0 200 0 0 180 Total 0 0 4| 6 7,819 +6 0 Indicative a-t-m Vol 23.79 Underlying Price 158.000 Time to expiry: 289 Days Jun 11 58.250 0.99 34.17 0 0 0| 0 2 0 0 100 39.250 0.92 29.62 0 0 0| 0 0 0 0 120 30.750 0.84 28.55 0 0 0| 0 1,101 0 0 130 22.500 0.75 26.13 0 0 0| 0 5,440 0 0 140 15.750 15.750 0.63 24.54 15.750 S 15.750 S 0 0 11| 0 10,071 0 0 150 10.500 0.49 23.61 0 0 0| 0 1,283 0 0 160 6.500 0.36 22.27 0 0 0| 0 0 0 0 170 4.000 0.25 22.03 0 0 0| 0 0 0 0 180 Total 0 0 11| 0 17,897 0 0 Indicative a-t-m Vol 25.05 Underlying Price 158.000 Time to expiry: 471 Days Dec 11 58.500 0.98 34.79 0 0 0| 0 0 0 0 100 39.750 0.90 29.34 0 0 0| 0 24,000 0 0 120 25.000 23.500 0.72 25.57 25.000 25.000 0 0 7| 0 18,010 0 0 140 13.250 0.50 25.00 0 0 0| 0 13,520 0 0 160 6.250 0.30 23.56 0 0 0| 0 7,000 0 0 180 Total 0 0 7| 0 62,530 0 0 Indicative a-t-m Vol 25.71 Underlying Price 158.000 Time to expiry: 653 Days Jun 12 40.000 0.88 29.61 0 0 0| 0 0 0 0 120 25.250 0.70 26.87 0 0 0| 0 0 0 0 140 15.250 0.51 25.58 0 0 0| 0 2,500 0 0 160 8.250 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 158.000 Time to expiry: 842 Days Dec 12 60.250 0.91 42.70 0 0 0| 0 0 0 0 100 40.500 0.87 29.53 0 0 0| 0 0 0 0 120 25.750 0.69 26.57 0 0 0| 0 10,000 0 0 140 15.750 0.51 25.14 0 0 0| 0 0 0 0 160 8.750 0.34 23.51 0 0 0| 0 6,500 0 0 180 Total 0 0 0| 0 16,500 0 0 Equity Options 22:01 Business Day Wed 1 Sep 2010 Previous Business Day Tue 31 Aug 2010 Page 79 Calls | Block | Opening Settle Delta Vola- Daily Trade Bclear Total | Official **Open Change Exer- Exer Trans Price tility High Low Volume Volume*** Volume | Volume Int cises Price | Total Calls 0 0 1,900| 1,055 567,262 -4,961 0 | Whitbread Holdings plc STND OPT (WTB) Indicative a-t-m Vol 25.10 Underlying Price 1461.000 Time to expiry: 16 Days Sep 10 462.500 0.99 82.15 0 0 0| 0 0 0 0 1000 362.000 0.99 60.23 0 0 0| 0 0 0 0 1100 262.500 0.98 44.36 0 0 0| 0 0 0 0 1200 163.500 0.96 32.37 0 0 0| 0 2 0 0 1300 114.500 0.92 27.02 0 0 0| 0 0 0 0 1350 48.000 71.000 0.79 25.39 72.500 S 48.000 S 0 0 4| 0 308 0 0 1400 20.000 37.500 0.57 25.09 20.000 20.000 0 0 4| 0 302 0 0 1450 16.500 0.33 25.14 0 0 0| 0 28 0 0 1500 6.000 0.15 25.40 0 0 0| 0 24 0 0 1550 2.000 0.05 25.70 0 0 0| 0 181 0 0 1600 CAB 0.01 28.16 0 0 0| 0 4 0 0 1700 CAB 0.00 25.77 0 0 0| 0 3 0 0 1800 Total 0 0 8| 0 852 0 0 Indicative a-t-m Vol 27.15 Underlying Price 1461.000 Time to expiry: 107 Days Dec 10 463.500 0.99 37.62 0 0 0| 0 0 0 0 1000 273.000 0.90 31.87 0 0 0| 0 0 0 0 1200 188.000 0.80 29.66 0 0 0| 0 0 0 0 1300 117.000 0.64 28.02 0 0 0| 0 12 0 0 1400 61.500 64.000 0.45 26.59 61.500 S 61.500 S 0 0 2| 0 3 0 0 1500 31.000 0.27 25.54 0 0 0| 0 5 0 0 1600 13.500 0.14 25.07 0 0 0| 0 2 0 0 1700 6.000 0.07 25.72 0 0 0| 0 7 0 0 1800 Total 0 0 2| 0 29 0 0 Indicative a-t-m Vol 28.28 Underlying Price 1461.000 Time to expiry: 198 Days Mar 11 294.000 0.83 32.73 0 0 0| 0 0 0 0 1200 218.500 0.73 31.06 0 0 0| 0 0 0 0 1300 153.000 0.62 29.37 0 0 0| 0 0 0 0 1400 99.000 0.48 27.58 0 0 0| 0 0 0 0 1500 61.500 0.35 26.70 0 0 0| 0 0 0 0 1600 22.500 0.16 26.46 0 0 0| 0 0 0 0 1800 Total 0 0 0| 0 0 0 0 Total Calls 0 0 10| 0 881 0 0 | Equity Options 22:01 Business Day Wed 1 Sep 2010 Previous Business Day Tue 31 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 | Vodafone Group plc STND OPT (VOD) Indicative a-t-m Vol 19.38 Underlying Price 158.000 Time to expiry: 16 Days Sep 10 CAB 0.00 42.24 0 0 0| 0 100 0 0 100 CAB 0.00 42.24 0 0 0| 0 150 0 0 110 CAB 0.00 41.65 0 0 0| 0 5,445 0 0 120 CAB -0.01 39.89 0 0 0| 0 28,431 0 0 130 0.250 -0.03 38.71 0 0 0| 0 5,085 0 0 135 0.500 0.250 -0.05 34.60 0.500 0.500 0 0 71| 150 15,417 0 0 140 0.500 -0.09 30.83 0 0 0| 230 4,909 0 0 145 0.750 -0.16 24.73 0 0 0| 1,101 16,090 0 0 150 2.000 1.500 -0.32 20.30 2.000 1.500 0 0 420| 0 228 0 0 155 3.500 3.750 -0.61 18.77 3.500 3.500 0 0 20| 0 201 0 0 160 12.000 12.000 -0.95 20.12 12.000 12.000 0 0 100| 0 0 0 0 170 22.000 -0.97 32.66 0 0 0| 0 0 0 0 180 Total 0 0 611| 1,481 76,056 0 0 Indicative a-t-m Vol 20.18 Underlying Price 158.000 Time to expiry: 44 Days Oct 10 0.250 -0.02 41.57 0 0 0| 0 40 0 0 120 0.500 -0.05 35.45 0 0 0| 0 19 0 0 130 0.750 -0.11 29.14 0 0 0| 101 186 +101 0 140 1.000 -0.15 24.97 0 0 0| 57 1,408 +28 0 145 2.000 -0.25 23.39 0 0 0| 0 11,211 0 0 150 3.000 -0.38 20.31 0 0 0| 0 100 0 0 155 5.500 -0.55 20.08 0 0 0| 0 0 0 0 160 12.500 -0.87 18.00 0 0 0| 0 0 0 0 170 22.000 -0.98 18.55 0 0 0| 0 0 0 0 180 Total 0 0 0| 158 12,964 +129 0 Indicative a-t-m Vol 20.79 Underlying Price 158.000 Time to expiry: 79 Days Nov 10 1.250 -0.10 31.74 0 0 0| 0 0 0 0 130 2.250 -0.19 27.55 0 0 0| 0 5 0 0 140 3.000 -0.25 24.67 0 0 0| 0 2 0 0 145 4.250 -0.35 23.57 0 0 0| 0 0 0 0 150 6.000 -0.47 21.51 0 0 0| 10 10 +10 0 155 8.500 -0.60 20.30 0 0 0| 0 0 0 0 160 15.500 -0.85 17.53 0 0 0| 0 0 0 0 170 25.000 -0.93 20.44 0 0 0| 0 0 0 0 180 Total 0 0 0| 10 17 +10 0 Indicative a-t-m Vol 22.51 Underlying Price 158.000 Time to expiry: 107 Days Dec 10 0.250 -0.02 47.52 0 0 0| 0 735 0 0 96 0.500 -0.03 45.23 0 0 0| 0 29,150 0 0 100 1.000 -0.07 34.75 0 0 0| 0 85,547 0 0 120 1.500 -0.12 30.16 0 0 0| 0 38,544 0 0 130 3.000 -0.22 27.43 0 0 0| 0 39,626 0 0 140 5.500 5.500 -0.37 24.40 5.500 S 5.500 S 0 0 2| 0 33,193 0 0 150 11.000 10.000 -0.57 22.04 11.000 10.000 0 0 31| 0 15,411 0 0 160 16.750 -0.77 20.88 0 0 0| 0 0 0 0 170 Equity Options 22:01 Business Day Wed 1 Sep 2010 Previous Business Day Tue 31 Aug 2010 Page 81 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 | 25.500 -0.89 21.37 0 0 0| 0 101 0 0 180 44.500 -0.98 22.22 0 0 0| 0 0 0 0 200 Total 0 0 33| 0 242,307 0 0 Indicative a-t-m Vol 23.36 Underlying Price 158.000 Time to expiry: 198 Days Mar 11 1.500 -0.06 43.85 0 0 0| 0 10 0 0 100 2.500 -0.12 33.47 0 0 0| 0 79 0 0 120 3.250 -0.17 28.64 0 0 0| 0 36 0 0 130 5.500 -0.26 26.74 0 0 0| 0 2,407 0 0 140 8.000 8.500 -0.38 24.96 8.000 8.000 0 0 10| 0 105 0 0 150 12.750 -0.53 22.96 0 0 0| 0 11 0 0 160 19.000 -0.68 21.99 0 0 0| 0 0 0 0 170 26.750 -0.80 21.56 0 0 0| 0 24 0 0 180 Total 0 0 10| 0 2,672 0 0 Indicative a-t-m Vol 23.88 Underlying Price 158.000 Time to expiry: 289 Days Jun 11 2.000 -0.08 37.30 0 0 0| 0 1,710 0 0 100 4.000 -0.17 30.49 0 0 0| 0 1,048 0 0 120 6.000 -0.24 27.87 0 0 0| 10 1,232 0 0 130 8.750 -0.34 25.96 0 0 0| 10 3,824 0 0 140 13.000 13.250 -0.45 25.42 13.000 13.000 0 0 12| 0 16 0 0 150 18.250 -0.58 23.49 0 0 0| 0 150 0 0 160 25.000 -0.70 22.52 0 0 0| 0 0 0 0 170 33.000 -0.78 22.88 0 0 0| 0 100 0 0 180 Total 0 0 12| 20 8,080 0 0 Indicative a-t-m Vol 25.87 Underlying Price 158.000 Time to expiry: 471 Days Dec 11 4.250 -0.12 35.57 0 0 0| 0 7,530 0 0 100 7.750 -0.22 30.80 0 0 0| 0 36,520 0 0 120 14.000 14.250 -0.37 27.68 14.000 14.000 0 0 15| 0 20,502 0 0 140 24.250 -0.55 25.66 0 0 0| 0 3,004 0 0 160 38.000 -0.71 24.58 0 0 0| 0 0 0 0 180 Total 0 0 15| 0 67,556 0 0 Indicative a-t-m Vol 25.04 Underlying Price 158.000 Time to expiry: 653 Days Jun 12 10.250 -0.26 28.50 0 0 0| 0 0 0 0 120 17.750 -0.41 26.12 0 0 0| 0 0 0 0 140 29.000 -0.57 24.92 0 0 0| 0 0 0 0 160 43.000 -0.72 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 158.000 Time to expiry: 842 Days Dec 12 8.250 -0.18 32.99 0 0 0| 0 0 0 0 100 13.750 -0.28 29.39 0 0 0| 0 2,500 0 0 120 21.500 -0.42 26.50 0 0 0| 0 9,500 0 0 140 32.750 -0.56 25.21 0 0 0| 0 0 0 0 160 47.250 -0.68 25.07 0 0 0| 0 0 0 0 180 Total 0 0 0| 0 12,000 0 0 Total Puts 0 0 681| 1,669 421,652 +139 0 Equity Options 22:01 Business Day Wed 1 Sep 2010 Previous Business Day Tue 31 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 | Grand Total 0 0 2,581| 160,734 988,914 -4,822 0 Whitbread Holdings plc STND OPT (WTB) Indicative a-t-m Vol 27.73 Underlying Price 1461.000 Time to expiry: 16 Days Sep 10 0.500 0.00 69.93 0 0 0| 0 15 0 0 1000 0.500 -0.01 55.15 0 0 0| 0 0 0 0 1100 0.500 -0.01 42.62 0 0 0| 0 5 0 0 1200 2.000 -0.04 32.18 0 0 0| 0 309 0 0 1300 4.500 -0.10 29.64 0 0 0| 0 3 0 0 1350 24.500 12.000 -0.23 28.04 24.500 S 24.500 S 0 0 2| 0 14 0 0 1400 29.500 -0.44 27.73 0 0 0| 0 5 0 0 1450 58.000 -0.66 27.71 0 0 0| 0 14 0 0 1500 96.500 -0.83 27.73 0 0 0| 0 0 0 0 1550 141.500 -0.93 28.00 0 0 0| 0 7 0 0 1600 239.000 -1.00 27.88 0 0 0| 0 0 0 0 1700 339.000 -1.00 26.20 0 0 0| 0 0 0 0 1800 Total 0 0 2| 0 372 0 0 Indicative a-t-m Vol 26.62 Underlying Price 1461.000 Time to expiry: 107 Days Dec 10 3.500 -0.03 38.47 0 0 0| 0 20 0 0 1000 15.500 -0.12 31.89 0 0 0| 0 10 0 0 1200 31.000 -0.22 29.28 0 0 0| 0 8 0 0 1300 60.500 -0.37 27.31 0 0 0| 0 14 0 0 1400 109.000 -0.56 26.18 0 0 0| 0 11 0 0 1500 176.000 -0.74 25.14 0 0 0| 0 16 0 0 1600 259.000 -0.87 24.59 0 0 0| 0 0 0 0 1700 351.500 -0.94 24.64 0 0 0| 0 0 0 0 1800 Total 0 0 0| 0 79 0 0 Indicative a-t-m Vol 27.89 Underlying Price 1461.000 Time to expiry: 198 Days Mar 11 37.000 -0.18 32.44 0 0 0| 0 1 0 0 1200 59.000 -0.27 30.02 0 0 0| 0 0 0 0 1300 92.500 -0.39 28.26 0 0 0| 0 2 0 0 1400 143.000 -0.52 27.66 0 0 0| 0 3 0 0 1500 206.500 -0.65 27.06 0 0 0| 0 0 0 0 1600 365.500 -0.85 26.09 0 0 0| 0 0 0 0 1800 Total 0 0 0| 0 6 0 0 Total Puts 0 0 2| 0 457 0 0 Grand Total 0 0 2,593| 220,274 990,252 -4,822 0 Equity Options 22:01 Business Day Wed 1 Sep 2010 Previous Business Day Tue 31 Aug 2010 Page 83 Calls | Block | Opening Settle Delta Vola- Daily Trade Bclear Total | Official **Open Change Exer- Exer Trans Price tility High Low Volume Volume*** Volume | Volume Int cises Price | William Hill plc STND OPT (WHL) Indicative a-t-m Vol 30.64 Underlying Price 168.600 Time to expiry: 16 Days Sep 10 28.750 0.99 35.05 0 0 0| 0 0 0 0 140 18.750 0.96 31.88 0 0 0| 0 0 0 0 150 14.250 0.90 31.30 0 0 0| 0 0 0 0 155 9.750 0.80 29.82 0 0 0| 0 0 0 0 160 6.250 0.65 29.88 0 0 0| 0 0 0 0 165 3.750 0.47 30.83 0 0 0| 0 0 0 0 170 2.250 0.31 32.61 0 0 0| 0 0 0 0 175 1.500 0.20 34.61 0 0 0| 0 0 0 0 180 0.750 0.13 36.98 0 0 0| 0 10 0 0 185 0.500 0.08 38.98 0 0 0| 0 0 0 0 190 0.250 0.03 42.07 0 0 0| 0 5 0 0 200 CAB 0.01 45.17 0 0 0| 0 0 0 0 210 CAB 0.00 47.23 0 0 0| 0 47 0 0 220 CAB 0.00 46.41 0 0 0| 0 2 0 0 230 CAB 0.00 43.25 0 0 0| 0 0 0 0 240 Total 0 0 0| 0 64 0 0 Indicative a-t-m Vol 31.31 Underlying Price 168.600 Time to expiry: 107 Days Dec 10 30.000 0.90 32.50 0 0 0| 0 0 0 0 140 22.000 0.79 32.62 0 0 0| 0 0 0 0 150 15.250 0.65 32.19 0 0 0| 0 0 0 0 160 9.750 0.50 31.21 0 0 0| 0 0 0 0 170 6.000 0.36 30.85 0 0 0| 0 0 0 0 180 3.250 0.23 30.02 0 0 0| 0 15 0 0 190 1.500 0.12 27.68 0 0 0| 0 0 0 0 200 0.750 0.06 27.02 0 0 0| 0 0 0 0 210 0.250 0.03 25.61 0 0 0| 0 2 0 0 220 CAB 0.01 24.14 0 0 0| 0 3 0 0 230 CAB 0.00 22.66 0 0 0| 0 15 0 0 240 Total 0 0 0| 0 35 0 0 Indicative a-t-m Vol 31.61 Underlying Price 168.600 Time to expiry: 198 Days Mar 11 32.750 0.81 35.05 0 0 0| 0 0 0 0 140 25.250 0.72 33.89 0 0 0| 0 0 0 0 150 19.250 0.62 32.67 0 0 0| 0 0 0 0 160 14.000 0.51 31.49 0 0 0| 0 0 0 0 170 10.000 0.41 31.14 0 0 0| 0 7 0 0 180 6.750 0.32 30.23 0 0 0| 0 0 0 0 190 4.750 0.24 30.08 0 0 0| 0 36 0 0 200 2.250 0.13 30.12 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 22:01 Business Day Wed 1 Sep 2010 Previous Business Day Tue 31 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 30.60 Underlying Price 168.600 Time to expiry: 16 Days Sep 10 CAB 0.00 32.96 0 0 0| 0 0 0 0 140 CAB -0.02 27.54 0 0 0| 0 0 0 0 150 0.250 -0.04 23.39 0 0 0| 0 0 0 0 155 1.000 -0.18 27.58 0 0 0| 0 13 0 0 160 3.000 -0.36 31.88 0 0 0| 0 0 0 0 165 5.250 -0.54 30.27 0 0 0| 0 0 0 0 170 8.250 -0.71 29.58 0 0 0| 0 55 0 0 175 12.250 -0.84 29.28 0 0 0| 0 225 0 0 180 16.500 -0.95 26.59 0 0 0| 0 0 0 0 185 21.500 -0.96 32.14 0 0 0| 0 119 0 0 190 31.500 -1.00 31.87 0 0 0| 0 0 0 0 200 41.500 -1.00 33.50 0 0 0| 0 0 0 0 210 51.500 -1.00 35.96 0 0 0| 0 0 0 0 220 61.500 -1.00 34.58 0 0 0| 0 0 0 0 230 71.500 -1.00 34.58 0 0 0| 0 0 0 0 240 Total 0 0 0| 0 412 0 0 Indicative a-t-m Vol 30.83 Underlying Price 168.600 Time to expiry: 107 Days Dec 10 2.750 -0.15 33.74 0 0 0| 0 9 0 0 140 4.750 -0.25 32.46 0 0 0| 0 0 0 0 150 8.250 -0.38 31.69 0 0 0| 0 35 0 0 160 13.250 -0.52 30.74 0 0 0| 0 12 0 0 170 19.500 -0.66 30.33 0 0 0| 0 30 0 0 180 27.000 -0.78 29.69 0 0 0| 0 5 0 0 190 35.500 -0.86 29.30 0 0 0| 0 1 0 0 200 44.500 -0.93 27.88 0 0 0| 0 0 0 0 210 54.250 -0.96 29.43 0 0 0| 0 0 0 0 220 64.000 -0.99 25.22 0 0 0| 0 0 0 0 230 74.000 -0.99 28.51 0 0 0| 0 0 0 0 240 Total 0 0 0| 0 92 0 0 Indicative a-t-m Vol 31.48 Underlying Price 168.600 Time to expiry: 198 Days Mar 11 6.000 -0.21 35.02 0 0 0| 0 0 0 0 140 8.750 -0.29 33.94 0 0 0| 0 0 0 0 150 12.500 -0.39 32.32 0 0 0| 0 7 0 0 160 17.250 -0.49 31.39 0 0 0| 0 2 0 0 170 23.250 -0.59 30.79 0 0 0| 0 20 0 0 180 30.250 -0.69 30.41 0 0 0| 0 0 0 0 190 38.000 -0.77 29.95 0 0 0| 0 0 0 0 200 55.500 -0.88 29.76 0 0 0| 0 0 0 0 220 Total 0 0 0| 0 29 0 0 Total Puts 0 0 0| 0 533 0 0 Grand Total 0 0 0| 77,860 675 0 0 Equity Options 22:01 Business Day Wed 1 Sep 2010 Previous Business Day Tue 31 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 45.00 Underlying Price 1336.000 Time to expiry: 16 Days Sep 10 339.500 0.97 77.00 0 0 0| 0 0 0 0 1000 242.500 0.93 64.72 0 0 0| 0 0 0 0 1100 195.500 0.90 58.69 0 0 0| 0 0 0 0 1150 150.000 0.84 53.06 0 0 0| 0 0 0 0 1200 105.000 0.77 45.29 0 0 0| 0 0 0 0 1250 71.500 0.63 45.00 0 0 0| 0 0 0 0 1300 45.500 0.48 45.00 0 0 0| 0 0 0 0 1350 27.000 0.33 45.00 0 0 0| 0 1 0 0 1400 11.000 0.18 39.98 0 0 0| 0 10 0 0 1450 8.000 0.13 45.00 0 0 0| 0 2 0 0 1500 4.000 0.07 45.00 0 0 0| 0 34 0 0 1550 2.000 0.04 45.00 0 0 0| 0 3 0 0 1600 0.500 0.02 45.00 0 0 0| 0 0 0 0 1650 0.500 0.01 45.00 0 0 0| 0 1 0 0 1700 CAB 0.00 45.00 0 0 0| 0 8 0 0 1800 CAB 0.00 45.00 0 0 0| 0 0 0 0 2000 Total 0 0 0| 0 59 0 0 Indicative a-t-m Vol 41.87 Underlying Price 1336.000 Time to expiry: 107 Days Dec 10 376.000 0.86 59.73 0 0 0| 0 0 0 0 1000 286.500 0.80 51.34 0 0 0| 0 0 0 0 1100 207.000 0.71 45.96 0 0 0| 0 0 0 0 1200 142.000 0.60 42.60 0 0 0| 0 0 0 0 1300 92.000 0.46 40.57 0 0 0| 0 1 0 0 1400 57.500 0.34 39.55 0 0 0| 0 0 0 0 1500 34.500 0.23 38.91 0 0 0| 0 0 0 0 1600 20.500 0.15 38.75 0 0 0| 0 3 0 0 1700 11.500 0.10 38.75 0 0 0| 0 1 0 0 1800 3.500 0.03 38.29 0 0 0| 0 1 0 0 2000 Total 0 0 0| 0 6 0 0 Indicative a-t-m Vol 41.98 Underlying Price 1336.000 Time to expiry: 198 Days Mar 11 380.000 0.85 45.33 0 0 0| 0 0 0 0 1000 305.500 0.78 44.31 0 0 0| 0 0 0 0 1100 241.000 0.70 43.27 0 0 0| 0 0 0 0 1200 185.000 0.60 42.29 0 0 0| 0 0 0 0 1300 138.500 0.51 41.42 0 0 0| 0 0 0 0 1400 101.000 0.41 40.64 0 0 0| 0 0 0 0 1500 72.500 0.33 40.10 0 0 0| 0 1 0 0 1600 51.000 0.25 39.49 0 0 0| 0 0 0 0 1700 36.000 0.19 39.22 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 22:01 Business Day Wed 1 Sep 2010 Previous Business Day Tue 31 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 40.84 Underlying Price 1336.000 Time to expiry: 16 Days Sep 10 CAB 0.00 46.82 0 0 0| 0 0 0 0 1000 1.000 -0.02 45.01 0 0 0| 0 2 0 0 1100 2.500 -0.05 43.20 0 0 0| 0 0 0 0 1150 16.000 6.500 -0.11 42.12 16.000 16.000 0 0 10| 0 260 0 0 1200 15.000 -0.21 40.90 0 0 0| 0 0 0 0 1250 54.000 30.500 -0.36 41.07 54.000 S 54.000 S 0 0 2| 0 13 0 0 1300 54.500 -0.53 40.76 0 0 0| 0 4 0 0 1350 87.000 -0.68 41.49 0 0 0| 0 252 0 0 1400 126.500 -0.80 41.95 0 0 0| 0 20 0 0 1450 170.500 -0.89 43.10 0 0 0| 0 0 0 0 1500 217.500 -0.93 44.51 0 0 0| 0 4 0 0 1550 265.500 -0.96 45.86 0 0 0| 0 4 0 0 1600 315.000 -0.97 49.92 0 0 0| 0 0 0 0 1650 364.500 -0.99 50.66 0 0 0| 0 0 0 0 1700 464.000 -1.00 52.53 0 0 0| 0 0 0 0 1800 664.000 -1.00 62.12 0 0 0| 0 0 0 0 2000 Total 0 0 12| 0 559 0 0 Indicative a-t-m Vol 40.57 Underlying Price 1336.000 Time to expiry: 107 Days Dec 10 25.000 -0.12 51.56 0 0 0| 0 0 0 0 1000 37.500 -0.18 46.22 0 0 0| 0 0 0 0 1100 74.000 61.500 -0.28 43.00 74.000 S 74.000 S 0 0 2| 0 1 0 0 1200 98.500 -0.40 40.84 0 0 0| 0 3 0 0 1300 152.000 -0.54 40.10 0 0 0| 0 13 0 0 1400 217.500 -0.67 39.08 0 0 0| 0 0 0 0 1500 294.500 -0.78 38.37 0 0 0| 0 0 0 0 1600 380.500 -0.86 38.05 0 0 0| 0 0 0 0 1700 472.000 -0.92 37.42 0 0 0| 0 0 0 0 1800 664.500 -0.98 35.46 0 0 0| 0 0 0 0 2000 Total 0 0 2| 0 17 0 0 Indicative a-t-m Vol 41.23 Underlying Price 1336.000 Time to expiry: 198 Days Mar 11 46.000 -0.16 47.93 0 0 0| 0 0 0 0 1000 79.500 -0.23 48.94 0 0 0| 0 0 0 0 1100 98.000 -0.30 42.70 0 0 0| 0 1 0 0 1200 141.000 -0.40 41.50 0 0 0| 0 0 0 0 1300 194.500 -0.50 40.74 0 0 0| 0 2 0 0 1400 258.000 -0.59 40.22 0 0 0| 0 0 0 0 1500 329.500 -0.68 39.55 0 0 0| 0 0 0 0 1600 408.500 -0.76 39.03 0 0 0| 0 0 0 0 1700 493.000 -0.82 38.65 0 0 0| 0 0 0 0 1800 Total 0 0 0| 0 3 0 0 Total Puts 0 0 14| 0 579 0 0 Grand Total 0 0 14| 80,150 646 0 0 Equity Options 22:01 Business Day Wed 1 Sep 2010 Previous Business Day Tue 31 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 23.26 Underlying Price 675.500 Time to expiry: 16 Days Sep 10 195.750 1.00 55.75 0 0 0| 0 0 0 0 480 155.750 1.00 47.95 0 0 0| 0 5 0 0 520 116.000 0.99 39.02 0 0 0| 0 5 0 0 560 76.500 0.96 32.11 0 0 0| 0 8 0 0 600 57.250 0.92 29.20 0 0 0| 0 0 0 0 620 39.250 0.84 26.47 0 0 0| 0 15 0 0 640 15.000 23.250 0.68 24.56 15.000 S 15.000 S 0 0 11| 0 20 0 0 660 11.250 0.46 22.94 0 0 0| 0 513 0 0 680 1.500 4.000 0.22 21.04 1.500 S 1.500 S 0 0 11| 0 125 0 0 700 0.750 0.07 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 22| 0 1,127 0 0 Indicative a-t-m Vol 24.56 Underlying Price 675.500 Time to expiry: 107 Days Dec 10 196.750 0.98 37.83 0 0 0| 0 0 0 0 480 120.500 0.90 31.47 0 0 0| 0 10 0 0 560 86.000 0.80 28.90 0 0 0| 20 20 +20 0 600 55.750 0.67 26.40 0 0 0| 0 0 0 0 640 31.750 0.49 24.35 0 0 0| 0 21 0 0 680 11.500 15.500 0.31 22.86 11.500 S 11.500 S 0 0 5| 0 13 0 0 720 6.500 0.16 21.93 0 0 0| 0 68 0 0 760 3.000 0.08 22.43 0 0 0| 0 17 0 0 800 0.750 0.03 20.95 0 0 0| 0 1 0 0 840 Total 0 0 5| 20 150 +20 0 Indicative a-t-m Vol 25.69 Underlying Price 675.500 Time to expiry: 198 Days Mar 11 128.750 0.83 30.71 0 0 0| 0 0 0 0 560 97.750 0.74 28.86 0 0 0| 0 0 0 0 600 70.500 0.64 27.29 0 0 0| 0 6 0 0 640 47.250 0.52 25.51 0 0 0| 0 0 0 0 680 29.250 0.39 24.18 0 0 0| 0 0 0 0 720 17.000 0.27 23.14 0 0 0| 0 5 0 0 760 8.500 0.16 21.72 0 0 0| 0 0 0 0 800 Total 0 0 0| 0 11 0 0 Total Calls 0 0 27| 20 1,288 +20 0 | Equity Options 22:01 Business Day Wed 1 Sep 2010 Previous Business Day Tue 31 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 22.64 Underlying Price 675.500 Time to expiry: 16 Days Sep 10 CAB 0.00 49.33 0 0 0| 0 0 0 0 480 CAB 0.00 48.05 0 0 0| 0 6 0 0 520 0.500 -0.02 42.70 0 0 0| 0 1 0 0 560 1.000 -0.05 34.24 0 0 0| 0 506 0 0 600 1.500 -0.08 29.15 0 0 0| 0 0 0 0 620 3.500 -0.16 26.60 0 0 0| 0 68 0 0 640 16.250 7.750 -0.32 24.61 16.250 16.250 0 0 11| 0 500 0 0 660 15.250 -0.54 22.14 0 0 0| 0 533 0 0 680 30.000 -0.74 24.75 0 0 0| 0 11 0 0 700 46.250 -0.88 24.23 0 0 0| 0 18 0 0 720 85.250 -0.96 31.26 0 0 0| 0 0 0 0 760 125.000 -0.97 41.12 0 0 0| 0 0 0 0 800 Total 0 0 11| 0 1,643 0 0 Indicative a-t-m Vol 25.31 Underlying Price 675.500 Time to expiry: 107 Days Dec 10 2.750 -0.04 38.55 0 0 0| 0 48 0 0 480 8.250 -0.13 32.27 0 0 0| 0 28 0 0 560 14.750 -0.22 29.72 0 0 0| 0 44 0 0 600 29.000 24.750 -0.34 27.12 29.000 S 29.000 S 0 0 5| 0 2 0 0 640 41.250 -0.51 25.11 0 0 0| 0 43 0 0 680 65.000 -0.69 23.68 0 0 0| 0 10 0 0 720 96.250 -0.83 23.11 0 0 0| 0 0 0 0 760 132.000 -0.92 22.85 0 0 0| 0 0 0 0 800 171.000 -0.95 25.20 0 0 0| 0 8 0 0 840 Total 0 0 5| 0 183 0 0 Indicative a-t-m Vol 26.29 Underlying Price 675.500 Time to expiry: 198 Days Mar 11 17.250 -0.18 31.52 0 0 0| 0 5 0 0 560 26.250 -0.26 29.58 0 0 0| 0 2 0 0 600 39.000 -0.37 27.93 0 0 0| 0 0 0 0 640 55.500 -0.49 26.10 0 0 0| 0 0 0 0 680 77.750 -0.61 24.80 0 0 0| 0 0 0 0 720 105.500 -0.73 23.87 0 0 0| 0 1 0 0 760 136.500 -0.84 22.32 0 0 0| 0 0 0 0 800 Total 0 0 0| 0 8 0 0 Total Puts 0 0 16| 0 1,834 0 0 Grand Total 0 0 43| 64,140 3,122 +20 0 Equity Options 22:01 Business Day Wed 1 Sep 2010 Previous Business Day Tue 31 Aug 2010 Page 89 Calls | Block | Opening Settle Delta Vola- Daily Trade Bclear Total | Official **Open Change Exer- Exer Trans Price tility High Low Volume Volume*** Volume | Volume Int cises Price | Xstrata plc STND OPT (XST) Indicative a-t-m Vol 35.80 Underlying Price 1088.500 Time to expiry: 16 Days Sep 10 409.000 1.00 78.85 0 0 0| 0 0 0 0 680 369.000 1.00 75.38 0 0 0| 0 0 0 0 720 328.500 1.00 56.14 0 0 0| 0 0 0 0 760 289.000 0.99 60.44 0 0 0| 0 0 0 0 800 269.000 0.99 55.68 0 0 0| 0 0 0 0 820 249.000 0.99 51.05 0 0 0| 0 9 0 0 840 229.000 0.99 48.85 0 0 0| 0 0 0 0 860 209.500 0.98 50.76 0 0 0| 0 105 0 0 880 189.500 0.98 44.27 0 0 0| 0 13 0 0 900 170.000 0.97 45.29 0 0 0| 0 59 0 0 920 150.500 0.96 41.80 0 0 0| 0 18 0 0 940 132.000 0.93 42.76 0 0 0| 0 834 0 0 960 113.000 0.91 39.42 0 0 0| 0 1,285 0 0 980 52.500 95.000 0.86 38.75 68.000 52.500 0 0 10| 110 1,698 +37 0 1000 28.000 55.000 0.70 35.76 37.500 27.500 0 0 126| 30 2,081 +605