Equity Options 21:59 Business Day Thu 2 Sep 2010 Previous Business Day Wed 1 Sep 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 30.87 Underlying Price 5975.000 Time to expiry: 15 Days Sep 10 2376.000 1.00 53.87 0 0 0| 0 0 0 0 3600 2176.000 1.00 49.50 0 0 0| 0 0 0 0 3800 1976.000 1.00 45.40 0 0 0| 0 0 0 0 4000 1576.500 1.00 40.47 0 0 0| 0 1 0 0 4400 1177.000 1.00 39.23 0 0 0| 0 5 0 0 4800 781.000 0.97 35.20 0 0 0| 0 5 0 0 5200 589.000 0.93 32.96 0 0 0| 0 0 0 0 5400 410.500 0.84 31.92 0 0 0| 0 107 0 0 5600 258.500 0.69 31.31 0 0 0| 0 4 0 0 5800 143.000 0.49 30.81 0 0 0| 0 34 0 0 6000 67.500 0.29 30.31 0 0 0| 0 0 0 0 6200 24.500 0.14 29.08 0 0 0| 0 6 0 0 6400 11.000 0.07 30.81 0 0 0| 1 1 +1 0 6600 4.000 0.03 31.31 0 0 0| 0 6 0 0 6800 0.500 0.00 34.25 0 0 0| 0 1 0 0 7200 CAB 0.00 38.73 0 0 0| 0 0 0 0 7600 Total 0 0 0| 1 170 +1 0 Indicative a-t-m Vol 34.34 Underlying Price 5975.000 Time to expiry: 106 Days Dec 10 1987.000 0.99 37.79 0 0 0| 0 0 0 0 4000 1603.000 0.96 36.91 0 0 0| 0 0 0 0 4400 1243.000 0.89 36.43 0 0 0| 0 2 0 0 4800 918.000 0.80 35.67 0 0 0| 0 0 0 0 5200 636.000 0.67 34.41 0 0 0| 0 2 0 0 5600 424.500 0.53 34.34 0 0 0| 1 0 -1 0 6000 257.000 0.38 33.31 0 0 0| 0 1 0 0 6400 141.500 0.25 32.04 0 0 0| 0 1 0 0 6800 79.500 0.16 32.06 0 0 0| 0 1 0 0 7200 Total 0 0 0| 1 7 -1 0 Indicative a-t-m Vol 33.27 Underlying Price 5975.000 Time to expiry: 197 Days Mar 11 2005.000 0.96 36.19 0 0 0| 0 0 0 0 4000 1313.000 0.84 35.07 0 0 0| 0 0 0 0 4800 1022.500 0.75 34.58 0 0 0| 0 2 0 0 5200 766.500 0.65 33.75 0 0 0| 0 1 0 0 5600 560.500 0.54 33.24 0 0 0| 0 0 0 0 6000 393.500 0.43 32.51 0 0 0| 0 0 0 0 6400 267.000 0.33 32.01 0 0 0| 0 2 0 0 6800 176.000 0.24 31.51 0 0 0| 0 2 0 0 7200 Total 0 0 0| 0 7 0 0 Total Calls 0 0 0| 2 184 0 0 | Equity Options 21:59 Business Day Thu 2 Sep 2010 Previous Business Day Wed 1 Sep 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 29.97 Underlying Price 5975.000 Time to expiry: 15 Days Sep 10 CAB 0.00 57.63 0 0 0| 0 1 0 0 3600 CAB 0.00 53.81 0 0 0| 0 2 0 0 3800 CAB 0.00 50.35 0 0 0| 0 0 0 0 4000 CAB 0.00 46.48 0 0 0| 0 0 0 0 4400 0.500 0.00 39.47 0 0 0| 0 18 0 0 4800 6.000 -0.03 36.83 0 0 0| 0 4 0 0 5200 15.500 -0.08 35.03 0 0 0| 0 29 0 0 5400 40.000 -0.17 33.87 0 0 0| 0 3 0 0 5600 92.000 82.000 -0.31 31.40 92.000 92.000 0 0 3| 0 3 0 0 5800 161.000 -0.51 29.77 0 0 0| 0 8 0 0 6000 290.000 -0.71 30.14 0 0 0| 0 2 0 0 6200 451.000 -0.85 30.14 0 0 0| 0 5 0 0 6400 637.500 -0.92 32.69 0 0 0| 0 2 0 0 6600 829.500 -0.97 33.43 0 0 0| 0 12 0 0 6800 1225.000 -1.00 33.06 0 0 0| 0 2 0 0 7200 1625.000 -1.00 34.05 0 0 0| 0 0 0 0 7600 Total 0 0 3| 0 91 0 0 Indicative a-t-m Vol 33.12 Underlying Price 5975.000 Time to expiry: 106 Days Dec 10 9.500 -0.02 37.84 0 0 0| 0 4 0 0 4000 28.500 -0.05 36.76 0 0 0| 0 6 0 0 4400 70.000 -0.11 35.91 0 0 0| 0 2 0 0 4800 145.000 -0.21 34.86 0 0 0| 1 5 +1 0 5200 266.000 -0.33 33.74 0 0 0| 0 2 0 0 5600 418.000 448.500 -0.48 33.08 418.000 418.000 0 0 2| 0 4 0 0 6000 689.500 -0.63 32.56 0 0 0| 0 2 0 0 6400 973.000 -0.76 31.07 0 0 0| 0 0 0 0 6800 1324.500 -0.84 32.43 0 0 0| 0 2 0 0 7200 Total 0 0 2| 1 27 +1 0 Indicative a-t-m Vol 32.06 Underlying Price 5975.000 Time to expiry: 197 Days Mar 11 35.000 -0.05 35.47 0 0 0| 0 0 0 0 4000 139.000 -0.16 33.60 0 0 0| 0 3 0 0 4800 245.000 -0.25 33.15 0 0 0| 0 1 0 0 5200 389.000 -0.35 32.45 0 0 0| 0 125 0 0 5600 583.000 -0.47 32.03 0 0 0| 0 0 0 0 6000 820.500 -0.58 31.60 0 0 0| 0 0 0 0 6400 1093.500 -0.68 31.06 0 0 0| 0 0 0 0 6800 1404.000 -0.77 30.50 0 0 0| 0 4 0 0 7200 Total 0 0 0| 0 133 0 0 Total Puts 0 0 5| 1 251 +1 0 Grand Total 0 43,626 43,631| 3 435 +1 0 Equity Options 21:59 Business Day Thu 2 Sep 2010 Previous Business Day Wed 1 Sep 2010 Page 3 Calls | Block | Opening Settle Delta Vola- Daily Trade Bclear Total | Official **Open Change Exer- Exer Trans Price tility High Low Volume Volume*** Volume | Volume Int cises Price | Reckitt Benckiser Group Plc - STND OPT (RB ) Indicative a-t-m Vol 19.22 Underlying Price 3307.000 Time to expiry: 15 Days Sep 10 708.500 0.99 47.31 0 0 0| 0 0 0 0 2600 509.500 0.98 38.06 0 0 0| 0 0 0 0 2800 411.000 0.97 34.53 0 0 0| 0 0 0 0 2900 312.500 0.95 29.61 0 0 0| 0 0 0 0 3000 216.500 0.90 25.14 0 0 0| 0 5 0 0 3100 127.500 0.78 21.46 0 0 0| 5 319 -1 0 3200 57.500 0.53 19.30 0 0 0| 250 260 +49 0 3300 17.500 0.24 18.15 0 0 0| 0 941 +857 0 3400 1.000 0.02 19.76 0 0 0| 0 35 0 0 3600 CAB 0.00 24.07 0 0 0| 0 40 0 0 3800 CAB 0.00 30.44 0 0 0| 0 14 0 0 4000 Total 0 0 0| 255 1,614 +905 0 Indicative a-t-m Vol 22.11 Underlying Price 3307.000 Time to expiry: 106 Days Dec 10 919.000 0.97 33.04 0 0 0| 0 0 0 0 2400 541.000 0.89 27.09 0 0 0| 0 0 0 0 2800 368.500 0.79 24.52 0 0 0| 0 2 0 0 3000 223.500 0.64 22.77 0 0 0| 0 40 0 0 3200 116.500 0.44 21.54 0 0 0| 0 385 0 0 3400 51.000 0.25 20.58 0 0 0| 0 9 0 0 3600 20.500 0.12 20.48 0 0 0| 0 20 0 0 3800 8.000 0.05 20.68 0 0 0| 0 44 0 0 4000 Total 0 0 0| 0 500 0 0 Indicative a-t-m Vol 22.16 Underlying Price 3307.000 Time to expiry: 197 Days Mar 11 929.000 0.95 29.78 0 0 0| 0 0 0 0 2400 564.000 0.85 25.48 0 0 0| 0 0 0 0 2800 404.000 0.76 24.02 0 0 0| 0 0 0 0 3000 266.000 0.62 22.49 0 0 0| 0 10 0 0 3200 165.000 0.47 21.87 0 0 0| 4 37 0 0 3400 91.000 0.31 20.96 0 0 0| 0 42 0 0 3600 24.000 0.11 20.59 0 0 0| 0 4 0 0 4000 Total 0 0 0| 4 93 0 0 Total Calls 0 0 0| 259 2,207 +905 0 | Equity Options 21:59 Business Day Thu 2 Sep 2010 Previous Business Day Wed 1 Sep 2010 Page 4 Puts | Block | Opening Settle Delta Vola- Daily Trade Bclear Total | Official **Open Change Exer- Exer Trans Price tility High Low Volume Volume*** Volume | Volume Int cises Price | Reckitt Benckiser Group Plc - STND OPT (RB ) Indicative a-t-m Vol 19.06 Underlying Price 3307.000 Time to expiry: 15 Days Sep 10 1.000 -0.01 49.19 0 0 0| 0 21 0 0 2600 2.000 -0.02 39.90 0 0 0| 0 107 0 0 2800 3.000 -0.03 35.09 0 0 0| 0 3 0 0 2900 5.000 -0.05 29.75 0 0 0| 0 118 0 0 3000 8.500 -0.10 24.86 0 0 0| 0 290 0 0 3100 17.000 -0.21 20.14 0 0 0| 0 436 -2 0 3200 49.000 -0.47 19.18 0 0 0| 0 13 0 0 3300 108.000 -0.77 17.48 0 0 0| 0 29 0 0 3400 293.500 -0.98 19.97 0 0 0| 0 5 0 0 3600 493.000 -0.99 27.47 0 0 0| 0 0 0 0 3800 694.000 -0.99 40.56 0 0 0| 0 0 0 0 4000 Total 0 0 0| 0 1,022 -2 0 Indicative a-t-m Vol 22.05 Underlying Price 3307.000 Time to expiry: 106 Days Dec 10 6.500 -0.03 32.90 0 0 0| 0 26 0 0 2400 27.500 -0.11 26.99 0 0 0| 0 410 0 0 2800 55.000 -0.21 24.49 0 0 0| 2 30 0 0 3000 104.000 109.500 -0.37 22.71 104.000 104.000 0 0 2| 0 41 0 0 3200 202.500 -0.57 21.49 0 0 0| 0 100 0 0 3400 337.500 -0.76 20.55 0 0 0| 0 6 0 0 3600 508.000 -0.89 20.51 0 0 0| 0 6 0 0 3800 697.000 -0.95 21.05 0 0 0| 0 3 0 0 4000 Total 0 0 2| 2 622 0 0 Indicative a-t-m Vol 21.87 Underlying Price 3307.000 Time to expiry: 197 Days Mar 11 23.500 -0.07 30.13 0 0 0| 0 1 0 0 2400 67.000 -0.18 25.54 0 0 0| 0 31 0 0 2800 116.000 -0.29 24.11 0 0 0| 0 7 0 0 3000 185.500 -0.43 22.47 0 0 0| 0 4 0 0 3200 287.500 -0.58 21.35 0 0 0| 0 52 0 0 3400 422.500 -0.72 20.74 0 0 0| 0 5 0 0 3600 759.000 -0.91 19.65 0 0 0| 0 0 0 0 4000 Total 0 0 0| 0 100 0 0 Total Puts 0 0 2| 2 1,744 -2 0 Grand Total 0 34,372 34,374| 261 3,951 +903 0 Equity Options 21:59 Business Day Thu 2 Sep 2010 Previous Business Day Wed 1 Sep 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 15.64 Underlying Price 542.500 Time to expiry: 15 Days Sep 10 142.750 0.99 59.69 0 0 0| 0 0 0 0 400 102.750 0.99 42.18 0 0 0| 0 0 0 0 440 82.750 0.99 33.93 0 0 0| 0 0 0 0 460 63.000 0.97 30.90 0 0 0| 0 0 0 0 480 53.000 0.98 24.69 0 0 0| 0 0 0 0 490 43.250 0.96 23.29 0 0 0| 0 0 0 0 500 24.250 0.86 18.92 0 0 0| 0 7 0 0 520 8.500 0.57 15.62 0 0 0| 0 29 0 0 540 1.750 0.17 15.78 0 0 0| 0 53 0 0 560 CAB 0.01 14.31 0 0 0| 0 0 0 0 580 CAB 0.00 15.06 0 0 0| 0 0 0 0 600 CAB 0.00 20.00 0 0 0| 0 5 0 0 640 Total 0 0 0| 0 94 0 0 Indicative a-t-m Vol 19.77 Underlying Price 542.500 Time to expiry: 106 Days Dec 10 144.500 0.97 31.76 0 0 0| 0 0 0 0 400 106.000 0.93 27.61 0 0 0| 0 0 0 0 440 86.750 0.91 24.49 0 0 0| 0 2 0 0 460 68.750 0.86 22.92 0 0 0| 0 7 0 0 480 37.750 0.67 20.98 0 0 0| 0 21 0 0 520 15.250 0.41 18.87 0 0 0| 0 46 0 0 560 4.000 0.16 17.23 0 0 0| 0 15 0 0 600 1.000 0.05 17.98 0 0 0| 0 0 0 0 640 Total 0 0 0| 0 91 0 0 Indicative a-t-m Vol 21.29 Underlying Price 542.500 Time to expiry: 197 Days Mar 11 111.750 0.88 27.56 0 0 0| 0 0 0 0 440 93.500 0.84 25.11 0 0 0| 0 0 0 0 460 77.000 0.79 23.89 0 0 0| 0 0 0 0 480 48.500 0.64 22.34 0 0 0| 0 0 0 0 520 26.000 0.46 20.50 0 0 0| 0 7 0 0 560 11.750 0.27 19.20 0 0 0| 0 39 0 0 600 4.750 0.13 18.56 0 0 0| 0 0 0 0 640 Total 0 0 0| 0 46 0 0 Total Calls 0 0 0| 0 231 0 0 | Equity Options 21:59 Business Day Thu 2 Sep 2010 Previous Business Day Wed 1 Sep 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 17.67 Underlying Price 542.500 Time to expiry: 15 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 CAB -0.01 21.68 0 0 0| 0 350 0 0 490 0.250 -0.03 21.73 0 0 0| 0 0 0 0 500 1.500 -0.14 18.94 0 0 0| 0 35 0 0 520 6.750 -0.44 17.41 0 0 0| 0 0 0 0 540 20.000 -0.78 19.12 0 0 0| 0 56 0 0 560 38.500 -0.91 23.34 0 0 0| 0 0 0 0 580 57.500 -0.98 22.75 0 0 0| 0 0 0 0 600 97.500 -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 19.99 Underlying Price 542.500 Time to expiry: 106 Days Dec 10 1.000 -0.03 30.86 0 0 0| 0 3 0 0 400 2.250 -0.06 27.08 0 0 0| 0 13 0 0 440 3.750 -0.10 25.71 0 0 0| 0 27 0 0 460 5.750 -0.15 23.52 0 0 0| 0 30 0 0 480 14.000 -0.33 20.82 0 0 0| 0 22 0 0 520 32.250 -0.59 19.38 0 0 0| 0 2 0 0 560 61.500 -0.83 18.68 0 0 0| 0 0 0 0 600 98.500 -0.94 19.56 0 0 0| 0 0 0 0 640 Total 0 0 0| 0 97 0 0 Indicative a-t-m Vol 21.01 Underlying Price 542.500 Time to expiry: 197 Days Mar 11 7.250 -0.12 27.16 0 0 0| 0 1 0 0 440 9.750 -0.16 25.81 0 0 0| 0 5 0 0 460 13.250 -0.22 24.63 0 0 0| 0 1 0 0 480 23.500 -0.36 22.03 0 0 0| 0 17 0 0 520 41.000 -0.55 20.25 0 0 0| 0 0 0 0 560 68.000 -0.73 19.70 0 0 0| 0 0 0 0 600 101.000 -0.87 19.35 0 0 0| 0 0 0 0 640 Total 0 0 0| 0 24 0 0 Total Puts 0 0 0| 0 957 0 0 Grand Total 0 35,694 35,694| 0 1,188 0 0 Equity Options 21:59 Business Day Thu 2 Sep 2010 Previous Business Day Wed 1 Sep 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 32.94 Underlying Price 97.250 Time to expiry: 15 Days Sep 10 25.250 1.00 37.08 0 0 0| 0 0 0 0 72 17.250 1.00 34.98 0 0 0| 0 0 0 0 80 9.500 0.94 38.63 0 0 0| 0 0 0 0 88 5.750 0.82 34.38 0 0 0| 0 0 0 0 92 3.000 0.57 34.34 0 0 0| 0 0 0 0 96 1.250 0.31 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 32.26 Underlying Price 97.250 Time to expiry: 106 Days Dec 10 37.250 1.00 48.32 0 0 0| 0 0 0 0 60 18.750 0.84 40.56 0 0 0| 0 0 0 0 80 12.500 0.72 36.34 0 0 0| 0 0 0 0 88 7.250 0.55 32.74 0 0 0| 0 0 0 0 96 5.250 0.46 31.77 0 0 0| 0 36 0 0 100 0.750 0.11 30.43 0 0 0| 0 23 0 0 120 0.250 0.02 32.93 0 0 0| 0 10 0 0 140 CAB 0.01 37.84 0 0 0| 0 10 0 0 160 CAB 0.00 44.44 0 0 0| 0 0 0 0 200 Total 0 0 0| 0 79 0 0 Indicative a-t-m Vol 33.13 Underlying Price 97.250 Time to expiry: 197 Days Mar 11 39.000 0.91 59.21 0 0 0| 0 0 0 0 60 20.500 0.79 38.52 0 0 0| 0 0 0 0 80 14.750 0.69 35.54 0 0 0| 0 0 0 0 88 10.000 0.56 33.57 0 0 0| 0 0 0 0 96 8.000 0.50 32.68 0 0 0| 0 10 0 0 100 2.000 0.19 29.29 0 0 0| 0 20 0 0 120 0.250 0.03 24.46 0 0 0| 0 0 0 0 140 CAB 0.01 26.23 0 0 0| 0 0 0 0 160 Total 0 0 0| 0 30 0 0 Total Calls 0 0 0| 0 430 0 0 | Equity Options 21:59 Business Day Thu 2 Sep 2010 Previous Business Day Wed 1 Sep 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 27.04 Underlying Price 97.250 Time to expiry: 15 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 -0.06 29.45 0 0 0| 0 0 0 0 88 0.750 -0.20 28.15 0 0 0| 0 0 0 0 92 2.000 -0.45 27.69 0 0 0| 0 0 0 0 96 4.250 -0.73 26.39 0 0 0| 0 10 0 0 100 13.500 -1.00 23.34 0 0 0| 0 0 0 0 110 23.500 -1.00 21.81 0 0 0| 0 85 0 0 120 33.500 -1.00 22.32 0 0 0| 0 0 0 0 130 43.500 -1.00 23.34 0 0 0| 0 29 0 0 140 63.500 -1.00 25.34 0 0 0| 0 0 0 0 160 103.500 -1.00 22.07 0 0 0| 0 0 0 0 200 Total 0 0 0| 0 124 0 0 Indicative a-t-m Vol 30.39 Underlying Price 97.250 Time to expiry: 106 Days Dec 10 0.250 -0.02 43.97 0 0 0| 0 0 0 0 60 1.500 -0.14 36.09 0 0 0| 0 100 0 0 80 3.500 -0.28 34.76 0 0 0| 0 0 0 0 88 6.250 -0.45 31.50 0 0 0| 0 3 0 0 96 8.000 -0.55 29.28 0 0 0| 0 166 0 0 100 24.000 -0.92 28.07 0 0 0| 0 47 0 0 120 43.500 -1.00 29.58 0 0 0| 0 0 0 0 140 63.500 -1.00 32.28 0 0 0| 0 0 0 0 160 103.500 -1.00 39.79 0 0 0| 0 0 0 0 200 Total 0 0 0| 0 316 0 0 Indicative a-t-m Vol 30.02 Underlying Price 97.250 Time to expiry: 197 Days Mar 11 1.750 -0.08 54.39 0 0 0| 0 0 0 0 60 3.000 -0.19 35.18 0 0 0| 0 0 0 0 80 5.000 -0.30 32.37 0 0 0| 0 0 0 0 88 8.250 -0.44 30.49 0 0 0| 0 0 0 0 96 10.250 -0.52 29.54 0 0 0| 0 15 0 0 100 24.500 -0.86 25.87 0 0 0| 0 33 0 0 120 43.500 -1.00 21.72 0 0 0| 0 0 0 0 140 63.500 -1.00 21.46 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 38,338 38,338| 0 918 0 0 Equity Options 21:59 Business Day Thu 2 Sep 2010 Previous Business Day Wed 1 Sep 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 35.30 Underlying Price 3483.000 Time to expiry: 15 Days Sep 10 1486.000 0.99 114.77 0 0 0| 0 0 0 0 2000 1086.000 0.99 79.99 0 0 0| 0 0 0 0 2400 886.000 0.99 64.99 0 0 0| 0 0 0 0 2600 687.500 0.98 54.44 0 0 0| 0 15 0 0 2800 589.500 0.96 50.74 0 0 0| 0 10 0 0 2900 492.000 0.94 46.37 0 0 0| 0 240 0 0 3000 397.500 0.91 43.04 0 0 0| 0 190 0 0 3100 318.000 306.000 0.86 39.79 318.000 S 318.000 S 0 0 1| 150 1,503 +150 0 3200 224.000 0.76 38.02 0 0 0| 0 110 0 0 3300 161.000 152.000 0.64 36.35 161.000 161.000 0 0 1| 166 561 -145 0 3400 100.000 94.500 0.49 35.08 100.000 100.000 0 0 2| 71 1,948 +29 0 3500 50.000 53.000 0.34 33.98 63.500 50.000 0 0 151| 256 2,480 +45 0 3600 26.500 0.20 33.04 0 0 0| 1 437 0 0 3700 12.000 0.11 32.58 0 0 0| 0 1,065 0 0 3800 5.000 0.05 32.58 0 0 0| 0 91 0 0 3900 2.000 0.02 32.25 0 0 0| 0 156 0 0 4000 0.500 0.01 34.89 0 0 0| 0 20 0 0 4200 CAB 0.00 39.50 0 0 0| 0 1,195 0 0 4400 CAB 0.00 41.34 0 0 0| 0 746 0 0 4800 Total 0 0 155| 644 10,767 +79 0 Indicative a-t-m Vol 35.61 Underlying Price 3483.000 Time to expiry: 43 Days Oct 10 894.500 0.96 49.66 0 0 0| 0 0 0 0 2600 704.500 0.93 45.97 0 0 0| 0 0 0 0 2800 611.500 0.90 43.60 0 0 0| 0 0 0 0 2900 522.000 0.87 41.84 0 0 0| 0 5 0 0 3000 437.000 0.82 40.24 0 0 0| 0 25 0 0 3100 376.000 358.000 0.76 39.04 376.000 376.000 0 0 1| 0 64 0 0 3200 285.500 0.69 37.86 0 0 0| 2 59 +2 0 3300 220.000 0.60 36.51 0 0 0| 0 167 0 0 3400 184.000 164.500 0.51 35.43 184.000 184.000 0 0 1| 4 17 +4 0 3500 119.500 0.42 34.69 0 0 0| 148 212 +56 0 3600 59.500 55.500 0.25 33.30 59.500 59.500 0 0 20| 211 217 +211 0 3800 20.500 23.500 0.12 32.82 20.500 20.500 0 0 5| 87 148 +87 0 4000 Total 0 0 27| 452 914 +360 0 Indicative a-t-m Vol 36.95 Underlying Price 3483.000 Time to expiry: 78 Days Nov 10 917.500 0.92 48.46 0 0 0| 0 0 0 0 2600 738.000 0.87 45.39 0 0 0| 0 0 0 0 2800 568.500 0.81 42.25 0 0 0| 0 0 0 0 3000 489.000 0.76 40.91 0 0 0| 0 0 0 0 3100 416.500 0.71 39.73 0 0 0| 0 0 0 0 3200 349.000 0.66 38.69 0 0 0| 0 2 0 0 3300 287.000 0.59 37.64 0 0 0| 0 14 0 0 3400 232.500 0.53 36.81 0 0 0| 0 0 0 0 3500 Equity Options 21:59 Business Day Thu 2 Sep 2010 Previous Business Day Wed 1 Sep 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 | 184.000 0.46 36.00 0 0 0| 3 6 +3 0 3600 106.000 109.000 0.32 34.37 106.000 104.500 0 0 10| 13 13 +13 0 3800 62.000 0.21 33.69 0 0 0| 0 0 0 0 4000 Total 0 0 10| 16 35 +16 0 Indicative a-t-m Vol 37.07 Underlying Price 3483.000 Time to expiry: 106 Days Dec 10 2000.000 1.00 58.16 0 0 0| 0 0 0 0 1487 1836.000 1.00 55.84 0 0 0| 0 0 0 0 1652 1509.000 0.99 50.40 0 0 0| 0 4 0 0 1983 1190.500 0.96 46.90 0 0 0| 0 185 0 0 2313 889.000 0.90 44.37 0 0 0| 0 20 0 0 2644 755.500 0.86 42.90 0 0 0| 2 357 0 0 2800 605.000 0.78 42.89 0 0 0| 0 1,559 0 0 3000 450.500 0.70 39.37 0 0 0| 0 1,978 0 0 3200 326.500 0.59 37.56 0 0 0| 1 2,345 0 0 3400 233.000 226.500 0.48 36.39 233.000 S 228.000 0 0 3| 40 4,205 +22 0 3600 150.000 148.000 0.36 35.07 150.000 150.000 0 0 2| 27 3,783 +1 0 3800 95.000 0.26 34.59 0 0 0| 0 767 0 0 4000 59.000 0.18 34.30 0 0 0| 0 30 0 0 4200 30.500 0.11 32.59 0 0 0| 1 28 +1 0 4400 9.000 0.04 31.82 0 0 0| 0 114 0 0 4800 Total 0 0 5| 71 15,375 +24 0 Indicative a-t-m Vol 37.96 Underlying Price 3483.000 Time to expiry: 197 Days Mar 11 1157.500 0.90 47.84 0 0 0| 0 7 0 0 2400 988.500 0.86 45.73 0 0 0| 0 52 0 0 2600 829.500 0.81 43.82 0 0 0| 0 22 0 0 2800 681.500 0.75 41.96 0 0 0| 0 12 0 0 3000 548.000 0.67 40.26 0 0 0| 1 69 0 0 3200 427.000 0.59 38.51 0 0 0| 0 700 0 0 3400 326.000 0.51 37.19 0 0 0| 0 255 0 0 3600 244.000 0.42 36.19 0 0 0| 0 34 0 0 3800 178.000 0.34 35.31 0 0 0| 0 19 0 0 4000 92.000 0.21 34.38 0 0 0| 0 6 0 0 4400 43.500 42.000 0.11 33.14 47.500 43.500 0 0 30| 0 14 0 0 4800 Total 0 0 30| 1 1,190 0 0 Indicative a-t-m Vol 38.42 Underlying Price 3483.000 Time to expiry: 288 Days Jun 11 1908.000 0.97 55.66 0 0 0| 0 0 0 0 1600 1721.000 0.96 53.27 0 0 0| 0 0 0 0 1800 1539.000 0.94 50.95 0 0 0| 0 5 0 0 2000 1198.000 0.87 47.18 0 0 0| 0 5 0 0 2400 1037.500 0.83 45.17 0 0 0| 0 50 0 0 2600 885.500 0.78 43.21 0 0 0| 0 15 0 0 2800 747.000 0.72 41.73 0 0 0| 0 433 0 0 3000 621.500 0.66 40.35 0 0 0| 100 275 +100 0 3200 508.000 0.60 38.90 0 0 0| 0 0 0 0 3400 410.000 0.53 37.74 0 0 0| 0 5 0 0 3600 Equity Options 21:59 Business Day Thu 2 Sep 2010 Previous Business Day Wed 1 Sep 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 | 259.000 0.39 36.27 0 0 0| 0 5 0 0 4000 156.000 0.27 35.13 0 0 0| 4 7 +4 0 4400 89.000 94.500 0.19 34.70 96.500 89.000 0 0 20| 0 0 0 0 4800 55.500 0.12 34.35 0 0 0| 0 0 0 0 5200 Total 0 0 20| 104 800 +104 0 Indicative a-t-m Vol 39.16 Underlying Price 3483.000 Time to expiry: 470 Days Dec 11 1921.000 0.96 51.52 0 0 0| 0 0 0 0 1600 1746.500 0.94 50.44 0 0 0| 0 0 0 0 1800 1578.000 0.91 49.01 0 0 0| 0 0 0 0 2000 1329.500 0.86 46.57 0 0 0| 0 0 0 0 2313 1263.500 0.84 45.89 0 0 0| 0 0 0 0 2400 979.500 0.76 42.95 0 0 0| 0 5 0 0 2800 740.500 0.66 40.63 0 0 0| 0 400 0 0 3200 540.000 0.55 38.55 0 0 0| 0 1,000 0 0 3600 386.500 0.45 37.26 0 0 0| 0 100 0 0 4000 273.500 0.35 36.44 0 0 0| 0 1,000 0 0 4400 195.000 0.28 35.99 0 0 0| 0 0 0 0 4800 Total 0 0 0| 0 2,505 0 0 Indicative a-t-m Vol 44.84 Underlying Price 3483.000 Time to expiry: 652 Days Jun 12 1400.000 0.82 51.76 0 0 0| 0 0 0 0 2400 1136.500 0.75 48.00 0 0 0| 0 0 0 0 2800 907.000 0.67 45.14 0 0 0| 0 0 0 0 3200 745.000 0.59 44.72 0 0 0| 0 0 0 0 3600 584.000 0.51 42.87 0 0 0| 0 0 0 0 4000 468.500 0.44 42.28 0 0 0| 0 0 0 0 4400 Total 0 0 0| 0 0 0 0 Indicative a-t-m Vol 45.62 Underlying Price 3483.000 Time to expiry: 841 Days Dec 12 1466.000 0.81 51.61 0 0 0| 0 0 0 0 2400 1240.000 0.75 49.52 0 0 0| 0 1 0 0 2800 1019.500 0.68 46.48 0 0 0| 0 0 0 0 3200 851.500 0.61 45.26 0 0 0| 0 505 0 0 3600 696.000 0.55 43.64 0 0 0| 0 0 0 0 4000 480.500 0.43 42.42 0 0 0| 0 0 0 0 4800 Total 0 0 0| 0 506 0 0 Total Calls 0 0 247| 1,288 32,092 +583 0 | Equity Options 21:59 Business Day Thu 2 Sep 2010 Previous Business Day Wed 1 Sep 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 34.83 Underlying Price 3483.000 Time to expiry: 15 Days Sep 10 CAB 0.00 81.71 0 0 0| 0 153 0 0 2000 0.500 0.00 65.79 0 0 0| 0 395 0 0 2400 1.000 -0.01 57.40 0 0 0| 0 324 0 0 2600 2.000 -0.01 49.02 0 0 0| 0 948 0 0 2800 3.000 -0.02 45.67 0 0 0| 0 306 0 0 2900 9.000 7.000 -0.05 44.92 9.000 9.000 0 0 2| 30 2,260 +15 0 3000 15.000 13.500 -0.09 42.77 15.000 15.000 0 0 1| 225 315 +179 0 3100 19.000 22.000 -0.14 39.60 19.000 19.000 0 0 4| 0 1,392 0 0 3200 39.000 -0.23 37.51 0 0 210| 5 492 0 0 3300 66.500 -0.36 35.78 0 0 0| 52 356 +45 0 3400 109.500 -0.51 34.64 0 0 0| 52 96 +48 0 3500 168.500 -0.67 33.67 0 0 0| 5 88 0 0 3600 244.000 -0.79 33.68 0 0 0| 0 21 0 0 3700 326.000 -0.91 31.07 0 0 0| 0 438 0 0 3800 418.000 -0.98 27.12 0 0 0| 0 0 0 0 3900 517.000 -1.00 27.16 0 0 0| 0 20 0 0 4000 717.000 -1.00 25.42 0 0 0| 0 0 0 0 4200 917.000 -1.00 26.33 0 0 0| 0 2 0 0 4400 1317.000 -1.00 29.99 0 0 0| 0 5 0 0 4800 Total 0 0 217| 369 7,611 +287 0 Indicative a-t-m Vol 35.82 Underlying Price 3483.000 Time to expiry: 43 Days Oct 10 10.500 -0.04 50.58 0 0 0| 0 27 0 0 2600 19.000 -0.07 45.84 0 0 0| 0 18 0 0 2800 27.000 -0.10 44.14 0 0 0| 2 3 +2 0 2900 37.500 -0.14 42.16 0 0 0| 4 394 +4 0 3000 53.000 -0.18 40.73 0 0 0| 0 30 0 0 3100 73.000 -0.24 39.21 0 0 0| 5 764 0 0 3200 100.000 -0.31 37.91 0 0 0| 100 274 0 0 3300 137.500 135.000 -0.40 36.68 137.500 137.500 0 0 1| 0 250 0 0 3400 179.500 -0.49 35.65 0 0 0| 0 0 0 0 3500 232.500 -0.58 34.49 0 0 0| 0 6 0 0 3600 370.000 -0.76 33.36 0 0 0| 0 15 0 0 3800 538.000 -0.88 32.90 0 0 0| 0 0 0 0 4000 Total 0 0 1| 111 1,781 +6 0 Indicative a-t-m Vol 36.75 Underlying Price 3483.000 Time to expiry: 78 Days Nov 10 29.500 -0.08 47.89 0 0 0| 0 1 0 0 2600 48.500 -0.12 44.83 0 0 0| 0 0 0 0 2800 80.500 -0.19 42.16 0 0 0| 0 7 0 0 3000 101.000 -0.24 40.86 0 0 0| 0 0 0 0 3100 119.000 129.500 -0.29 39.90 119.000 119.000 0 0 2| 0 2 0 0 3200 159.500 -0.34 38.43 0 0 0| 0 0 0 0 3300 186.500 198.000 -0.41 37.49 186.500 186.500 0 0 5| 0 1 0 0 3400 243.000 -0.47 36.60 0 0 0| 0 0 0 0 3500 294.500 -0.54 35.76 0 0 0| 0 0 0 0 3600 Equity Options 21:59 Business Day Thu 2 Sep 2010 Previous Business Day Wed 1 Sep 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 | 424.500 418.000 -0.68 33.89 424.500 424.500 0 0 5| 0 0 0 0 3800 569.500 -0.80 32.83 0 0 0| 0 0 0 0 4000 Total 0 0 12| 0 11 0 0 Indicative a-t-m Vol 37.85 Underlying Price 3483.000 Time to expiry: 106 Days Dec 10 2.500 -0.01 67.17 0 0 0| 0 955 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| 0 275 0 0 1983 24.000 -0.05 51.44 0 0 0| 5 866 +5 0 2313 51.500 -0.11 46.29 0 0 0| 0 1,219 0 0 2644 73.000 -0.15 44.42 0 0 0| 5 2,334 0 0 2800 120.000 113.500 -0.22 42.41 120.000 112.000 0 0 12| 0 2,553 0 0 3000 167.000 166.000 -0.31 40.06 167.000 163.500 0 0 5| 5 1,782 0 0 3200 242.000 -0.41 38.33 0 0 0| 0 676 0 0 3400 342.500 -0.52 37.18 0 0 0| 0 1,781 0 0 3600 465.500 -0.63 36.16 0 0 0| 0 1,511 0 0 3800 603.000 -0.74 34.30 0 0 0| 0 16 0 0 4000 767.500 -0.82 33.94 0 0 0| 0 0 0 0 4200 950.000 -0.87 35.11 0 0 0| 0 2 0 0 4400 1329.000 -0.94 36.56 0 0 0| 0 5 0 0 4800 Total 0 0 17| 15 13,995 +5 0 Indicative a-t-m Vol 37.77 Underlying Price 3483.000 Time to expiry: 197 Days Mar 11 75.500 -0.11 47.60 0 0 0| 0 21 0 0 2400 102.000 107.500 -0.15 45.44 102.000 102.000 0 0 2| 0 45 0 0 2600 149.500 -0.20 43.45 0 0 0| 0 290 0 0 2800 202.000 -0.27 41.45 0 0 0| 0 769 0 0 3000 270.000 -0.34 39.81 0 0 0| 0 682 0 0 3200 353.000 -0.42 38.29 0 0 0| 0 606 0 0 3400 453.500 -0.50 37.03 0 0 0| 0 6 0 0 3600 574.500 -0.58 36.26 0 0 0| 0 6 0 0 3800 711.000 -0.66 35.55 0 0 0| 0 10 0 0 4000 1024.000 -0.79 34.45 0 0 0| 0 5 0 0 4400 1373.000 -0.89 33.13 0 0 0| 0 2 0 0 4800 Total 0 0 2| 0 2,442 0 0 Indicative a-t-m Vol 38.11 Underlying Price 3483.000 Time to expiry: 288 Days Jun 11 30.000 -0.04 56.16 0 0 0| 0 0 0 0 1600 37.000 44.500 -0.05 53.60 37.000 37.000 0 0 1| 0 2 0 0 1800 63.000 -0.07 51.09 0 0 0| 0 36 0 0 2000 120.000 -0.14 46.53 0 0 0| 0 34 0 0 2400 159.500 -0.18 44.52 0 0 0| 0 10 0 0 2600 209.000 -0.22 42.73 0 0 0| 0 328 0 0 2800 268.000 -0.28 41.04 0 0 0| 0 975 0 0 3000 344.500 -0.34 39.91 0 0 0| 100 302 +100 0 3200 432.000 -0.41 38.57 0 0 0| 0 0 0 0 3400 534.000 -0.48 37.46 0 0 0| 0 2 0 0 3600 786.500 -0.61 36.29 0 0 0| 0 0 0 0 4000 1080.000 -0.73 34.93 0 0 0| 0 0 0 0 4400 Equity Options 21:59 Business Day Thu 2 Sep 2010 Previous Business Day Wed 1 Sep 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 | 1412.000 -0.83 33.66 0 0 0| 0 0 0 0 4800 1780.000 -0.88 34.25 0 0 0| 0 0 0 0 5200 Total 0 0 1| 100 1,689 +100 0 Indicative a-t-m Vol 39.03 Underlying Price 3483.000 Time to expiry: 470 Days Dec 11 48.500 -0.05 49.15 0 0 0| 0 0 0 0 1600 79.000 -0.07 48.92 0 0 0| 0 0 0 0 1800 114.500 -0.10 48.03 0 0 0| 0 0 0 0 2000 183.000 -0.15 46.06 0 0 0| 1 21 +1 0 2313 205.000 -0.17 45.47 0 0 0| 0 0 0 0 2400 321.500 -0.25 42.73 0 0 0| 0 10 0 0 2800 480.500 -0.35 40.41 0 0 0| 0 700 0 0 3200 679.500 -0.45 38.46 0 0 0| 0 0 0 0 3600 924.000 -0.56 37.22 0 0 0| 0 100 0 0 4000 1209.500 -0.65 36.43 0 0 0| 0 0 0 0 4400 1530.500 -0.73 36.19 0 0 0| 0 0 0 0 4800 Total 0 0 0| 1 831 +1 0 Indicative a-t-m Vol 44.74 Underlying Price 3483.000 Time to expiry: 652 Days Jun 12 357.500 -0.19 51.31 0 0 0| 0 0 0 0 2400 490.500 -0.26 47.70 0 0 0| 0 0 0 0 2800 660.500 -0.34 45.09 0 0 0| 0 0 0 0 3200 891.500 -0.41 44.59 0 0 0| 0 0 0 0 3600 1122.000 -0.49 42.59 0 0 0| 0 0 0 0 4000 1404.000 -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 45.46 Underlying Price 3483.000 Time to expiry: 841 Days Dec 12 448.000 -0.20 51.95 0 0 0| 0 0 0 0 2400 609.500 -0.26 49.52 0 0 0| 0 50 0 0 2800 778.000 -0.32 46.38 0 0 0| 0 0 0 0 3200 999.500 -0.39 45.08 0 0 0| 0 505 0 0 3600 1239.000 -0.46 43.70 0 0 0| 0 0 0 0 4000 1797.000 -0.58 42.13 0 0 0| 0 0 0 0 4800 Total 0 0 0| 0 555 0 0 Total Puts 0 0 250| 596 28,915 +399 0 Grand Total 0 138,810 139,307| 1,884 61,007 +982 0 Equity Options 21:59 Business Day Thu 2 Sep 2010 Previous Business Day Wed 1 Sep 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 21.70 Underlying Price 569.500 Time to expiry: 15 Days Sep 10 129.750 0.99 51.10 0 0 0| 0 0 0 0 440 109.750 0.99 43.60 0 0 0| 0 0 0 0 460 90.000 0.98 39.33 0 0 0| 0 45 0 0 480 50.500 0.94 27.89 0 0 0| 12 307 +12 0 520 31.500 0.87 23.45 0 0 0| 0 22 0 0 540 15.750 0.65 21.80 0 0 0| 0 89 0 0 560 6.000 0.35 21.59 0 0 0| 0 265 0 0 580 1.750 0.13 21.55 0 0 0| 12 491 0 0 600 0.250 0.03 21.44 0 0 0| 0 16 0 0 620 CAB 0.01 22.05 0 0 0| 0 182 0 0 640 CAB 0.00 26.64 0 0 0| 0 49 0 0 680 CAB 0.00 26.78 0 0 0| 0 7 0 0 720 Total 0 0 0| 24 1,473 +12 0 Indicative a-t-m Vol 24.66 Underlying Price 569.500 Time to expiry: 106 Days Dec 10 95.000 0.88 31.36 0 0 0| 0 21 0 0 480 61.000 0.76 27.78 0 0 0| 0 1 0 0 520 33.500 0.57 25.16 0 0 0| 0 165 0 0 560 15.000 0.34 23.14 0 0 0| 10 116 -10 0 600 6.000 0.17 22.73 0 0 0| 0 34 0 0 640 2.500 0.08 23.31 0 0 0| 0 69 0 0 680 0.750 0.03 23.42 0 0 0| 0 16 0 0 720 Total 0 0 0| 10 422 -10 0 Indicative a-t-m Vol 24.88 Underlying Price 569.500 Time to expiry: 197 Days Mar 11 101.500 0.81 30.18 0 0 0| 0 0 0 0 480 70.500 0.70 27.61 0 0 0| 0 0 0 0 520 44.500 0.56 25.19 0 0 0| 0 13 0 0 560 26.000 0.40 23.92 0 0 0| 0 7 0 0 600 14.250 0.26 23.23 0 0 0| 0 10 0 0 640 3.750 0.09 23.17 0 0 0| 0 1 0 0 720 Total 0 0 0| 0 31 0 0 Total Calls 0 0 0| 34 1,926 +2 0 | Equity Options 21:59 Business Day Thu 2 Sep 2010 Previous Business Day Wed 1 Sep 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 23.82 Underlying Price 569.500 Time to expiry: 15 Days Sep 10 0.250 -0.01 55.22 0 0 0| 0 359 0 0 440 0.250 -0.01 47.51 0 0 0| 0 250 0 0 460 0.500 -0.02 42.20 0 0 0| 0 203 0 0 480 1.250 -0.08 31.30 0 0 0| 0 100 0 0 520 3.250 2.750 -0.16 26.71 3.250 3.250 0 0 1| 0 5 0 0 540 7.250 -0.36 24.19 0 0 0| 0 129 0 0 560 17.250 -0.63 23.45 0 0 0| 0 250 0 0 580 32.500 -0.86 23.02 0 0 0| 0 94 0 0 600 51.000 -0.96 23.61 0 0 0| 0 0 0 0 620 70.500 -0.99 24.87 0 0 0| 0 0 0 0 640 110.500 -1.00 30.50 0 0 0| 0 0 0 0 680 150.500 -1.00 31.70 0 0 0| 0 0 0 0 720 Total 0 0 1| 0 1,390 0 0 Indicative a-t-m Vol 25.36 Underlying Price 569.500 Time to expiry: 106 Days Dec 10 8.750 -0.16 32.54 0 0 0| 0 84 0 0 480 15.000 -0.27 27.87 0 0 0| 0 35 0 0 520 28.750 -0.45 25.72 0 0 0| 0 52 0 0 560 51.000 51.250 -0.65 24.29 51.000 51.000 0 0 5| 0 66 0 0 600 81.500 -0.83 23.18 0 0 0| 0 15 0 0 640 118.250 -0.91 24.45 0 0 0| 0 0 0 0 680 156.750 -0.95 26.24 0 0 0| 0 0 0 0 720 Total 0 0 5| 0 252 0 0 Indicative a-t-m Vol 25.25 Underlying Price 569.500 Time to expiry: 197 Days Mar 11 15.500 -0.20 30.28 0 0 0| 0 33 0 0 480 25.500 -0.30 28.16 0 0 0| 0 60 0 0 520 39.250 -0.44 25.62 0 0 0| 0 53 0 0 560 60.500 -0.60 24.15 0 0 0| 0 11 0 0 600 89.250 -0.74 23.82 0 0 0| 0 0 0 0 640 158.750 -0.91 24.00 0 0 0| 0 0 0 0 720 Total 0 0 0| 0 157 0 0 Total Puts 0 0 6| 0 1,799 0 0 Grand Total 0 33,050 33,056| 34 3,725 +2 0 Equity Options 21:59 Business Day Thu 2 Sep 2010 Previous Business Day Wed 1 Sep 2010 Page 17 Calls | Block | Opening Settle Delta Vola- Daily Trade Bclear Total | Official **Open Change Exer- Exer Trans Price tility High Low Volume Volume*** Volume | Volume Int cises Price | Royal Bank of Scotland plc - STND OPT (RBS) Indicative a-t-m Vol 41.12 Underlying Price 46.150 Time to expiry: 15 Days Sep 10 30.250 1.00 89.47 0 0 0| 0 0 0 0 16 22.250 1.00 86.50 0 0 0| 0 0 0 0 24 18.250 1.00 84.67 0 0 0| 0 0 0 0 28 14.250 0.99 79.73 0 0 0| 0 25 0 0 32 10.250 0.96 68.54 0 0 0| 0 160 0 0 36 8.250 0.94 63.57 0 0 0| 0 0 0 0 38 6.500 0.90 54.87 0 0 0| 0 269 0 0 40 4.500 0.84 48.65 0 0 0| 0 82 0 0 42 3.000 0.72 41.71 0 0 0| 0 319 0 0 44 1.750 0.53 42.32 0 0 0| 11 51 +11 0 46 0.750 0.34 39.91 0 0 0| 0 11,467 0 0 48 0.500 0.20 42.50 0 0 0| 0 0 0 0 50 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 0| 11 49,851 +11 0 Indicative a-t-m Vol 39.47 Underlying Price 46.150 Time to expiry: 43 Days Oct 10 14.250 0.97 57.72 0 0 0| 0 0 0 0 32 10.500 0.92 53.42 0 0 0| 0 0 0 0 36 7.000 0.83 46.61 0 0 0| 0 100 0 0 40 5.250 0.76 44.21 0 0 0| 0 0 0 0 42 3.750 0.66 41.68 0 0 0| 0 10 0 0 44 2.750 0.54 39.89 0 0 0| 0 65 0 0 46 1.750 0.41 39.06 0 0 0| 0 1,163 0 0 48 0.750 0.23 41.73 0 0 0| 0 0 0 0 52 0.250 0.09 39.31 0 0 0| 0 0 0 0 56 CAB 0.02 42.83 0 0 0| 0 0 0 0 64 CAB 0.00 46.66 0 0 0| 0 0 0 0 72 Total 0 0 0| 0 1,338 0 0 Indicative a-t-m Vol 44.48 Underlying Price 46.150 Time to expiry: 78 Days Nov 10 14.750 0.93 59.08 0 0 0| 0 0 0 0 32 11.250 0.86 56.47 0 0 0| 0 0 0 0 36 7.750 0.77 50.04 0 0 0| 0 0 0 0 40 6.250 0.71 47.98 0 0 0| 0 0 0 0 42 5.000 0.63 46.95 0 0 0| 0 0 0 0 44 4.000 0.55 45.27 0 0 0| 0 0 0 0 46 3.000 0.47 43.70 0 0 0| 0 22 0 0 48 0.750 0.19 41.71 0 0 0| 0 0 0 0 56 0.250 0.06 41.62 0 0 0| 0 0 0 0 64 Total 0 0 0| 0 22 0 0 Equity Options 21:59 Business Day Thu 2 Sep 2010 Previous Business Day Wed 1 Sep 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 | Indicative a-t-m Vol 45.19 Underlying Price 46.150 Time to expiry: 106 Days Dec 10 38.250 1.00 79.47 0 0 0| 0 0 0 0 8 30.250 1.00 78.00 0 0 0| 0 100 0 0 16 22.500 0.96 76.20 0 0 0| 0 240 0 0 24 18.750 0.94 66.61 0 0 0| 0 0 0 0 28 15.000 0.90 60.57 0 0 0| 0 430 0 0 32 11.750 0.83 58.36 0 0 0| 0 60 0 0 36 8.500 0.75 51.53 0 0 0| 0 1,794 0 0 40 5.750 0.63 48.12 0 0 0| 0 9,130 0 0 44 3.750 0.49 44.22 0 0 0| 20 11,642 0 0 48 1.250 0.22 40.27 0 0 0| 0 4,616 0 0 56 0.750 0.14 40.42 0 0 0| 0 3,299 0 0 60 0.250 0.08 39.91 0 0 0| 0 2,410 0 0 64 CAB 0.03 39.82 0 0 0| 0 850 0 0 72 CAB 0.01 41.35 0 0 0| 0 706 0 0 80 CAB 0.00 41.59 0 0 0| 0 10 0 0 88 CAB 0.00 39.61 0 0 0| 0 246 0 0 96 CAB 0.00 39.11 0 0 0| 0 0 0 0 100 CAB 0.00 38.12 0 0 0| 0 0 0 0 120 CAB 0.00 39.15 0 0 0| 0 0 0 0 140 CAB 0.00 41.06 0 0 0| 0 0 0 0 160 CAB 0.00 41.06 0 0 0| 0 0 0 0 180 CAB 0.00 41.06 0 0 0| 0 0 0 0 200 CAB 0.00 41.06 0 0 0| 0 0 0 0 220 CAB 0.00 41.06 0 0 0| 0 109 0 0 240 CAB 0.00 41.06 0 0 0| 0 721 0 0 275 CAB 0.00 41.06 0 0 0| 0 2,019 0 0 309 CAB 0.00 41.06 0 0 0| 0 1,650 0 0 343 CAB 0.00 41.06 0 0 0| 0 2,074 0 0 450 Total 0 0 0| 20 42,106 0 0 Indicative a-t-m Vol 43.03 Underlying Price 46.150 Time to expiry: 197 Days Mar 11 15.750 0.87 55.17 0 0 0| 0 10 0 0 32 12.750 0.80 52.25 0 0 0| 0 0 0 0 36 9.750 0.72 48.70 0 0 0| 0 250 0 0 40 7.250 0.63 45.36 0 0 0| 0 0 0 0 44 5.000 0.52 42.26 0 0 0| 0 1,049 0 0 48 2.000 0.29 37.03 0 0 0| 0 75 0 0 56 1.250 0.20 35.56 0 0 0| 0 2,107 0 0 60 0.500 0.12 33.84 0 0 0| 0 31 0 0 64 CAB 0.02 35.17 0 0 0| 0 0 0 0 80 Total 0 0 0| 0 3,522 0 0 Indicative a-t-m Vol 44.88 Underlying Price 46.150 Time to expiry: 288 Days Jun 11 23.250 0.93 62.96 0 0 0| 0 0 0 0 24 16.750 0.85 54.33 0 0 0| 0 5,250 0 0 32 13.750 0.78 51.27 0 0 0| 0 0 0 0 36 Equity Options 21:59 Business Day Thu 2 Sep 2010 Previous Business Day Wed 1 Sep 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 | 11.000 0.71 48.92 0 0 0| 0 0 0 0 40 8.750 0.63 46.37 0 0 0| 0 50 0 0 44 6.500 0.55 44.38 0 0 0| 0 1,180 0 0 48 3.750 0.37 41.47 0 0 0| 0 34 0 0 56 2.500 0.30 40.41 0 0 0| 0 1,150 0 0 60 1.750 0.23 39.00 0 0 0| 0 0 0 0 64 0.250 0.06 35.09 0 0 0| 0 125 0 0 80 Total 0 0 0| 0 7,789 0 0 Indicative a-t-m Vol 44.55 Underlying Price 46.150 Time to expiry: 470 Days Dec 11 38.250 1.00 67.11 0 0 0| 0 0 0 0 8 31.000 0.96 68.85 0 0 0| 0 100 0 0 16 24.250 0.91 58.79 0 0 0| 0 0 0 0 24 18.250 0.82 53.92 0 0 0| 0 2,010 0 0 32 13.000 0.71 48.70 0 0 0| 0 664 0 0 40 8.500 0.58 43.96 0 0 0| 0 5,111 0 0 48 4.250 0.38 40.29 0 0 0| 0 620 0 0 60 1.250 0.14 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 52.14 Underlying Price 46.150 Time to expiry: 652 Days Jun 12 19.750 0.82 53.60 0 0 0| 0 0 0 0 32 15.000 0.72 50.43 0 0 0| 0 0 0 0 40 12.250 0.63 52.38 0 0 0| 0 0 0 0 48 7.500 0.47 46.51 0 0 0| 0 0 0 0 60 Total 0 0 0| 0 0 0 0 Indicative a-t-m Vol 49.17 Underlying Price 46.150 Time to expiry: 841 Days Dec 12 26.250 0.89 58.41 0 0 0| 0 0 0 0 24 21.000 0.82 53.42 0 0 0| 0 0 0 0 32 16.750 0.73 51.16 0 0 0| 0 0 0 0 40 13.250 0.64 48.89 0 0 0| 0 0 0 0 48 9.250 0.51 46.87 0 0 0| 0 0 0 0 60 6.750 0.39 50.81 0 0 0| 0 0 0 0 80 Total 0 0 0| 0 0 0 0 Total Calls 0 0 0| 31 115,288 +11 0 | Equity Options 21:59 Business Day Thu 2 Sep 2010 Previous Business Day Wed 1 Sep 2010 Page 20 Puts | Block | Opening Settle Delta Vola- Daily Trade Bclear Total | Official **Open Change Exer- Exer Trans Price tility High Low Volume Volume*** Volume | Volume Int cises Price | Royal Bank of Scotland plc - STND OPT (RBS) Indicative a-t-m Vol 41.12 Underlying Price 46.150 Time to expiry: 15 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 CAB -0.04 68.54 0 0 0| 0 158 0 0 36 0.250 -0.06 63.57 0 0 0| 0 100 0 0 38 0.250 -0.10 54.87 0 0 0| 0 860 0 0 40 0.500 -0.16 48.65 0 0 0| 0 652 0 0 42 0.750 -0.28 41.71 0 0 0| 0 867 0 0 44 1.500 -0.47 42.32 0 0 0| 0 76 0 0 46 2.750 -0.66 39.91 0 0 0| 0 290 0 0 48 4.250 -0.80 42.50 0 0 0| 0 0 0 0 50 6.000 -0.90 43.36 0 0 0| 0 17 0 0 52 10.000 -0.98 45.54 0 0 0| 0 966 0 0 56 13.750 -1.00 45.73 0 0 0| 0 56 0 0 60 17.750 -1.00 48.92 0 0 0| 0 0 0 0 64 25.750 -1.00 54.89 0 0 0| 0 0 0 0 72 33.750 -1.00 60.60 0 0 0| 0 0 0 0 80 Total 0 0 0| 0 5,704 0 0 Indicative a-t-m Vol 42.38 Underlying Price 46.150 Time to expiry: 43 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 -0.17 46.61 0 0 0| 0 100 0 0 40 1.000 -0.24 44.21 0 0 0| 0 0 0 0 42 1.750 -0.34 41.68 0 0 0| 0 306 0 0 44 2.750 -0.46 43.09 0 0 0| 0 231 0 0 46 3.750 -0.58 41.67 0 0 0| 0 146 0 0 48 6.750 -0.77 41.73 0 0 0| 0 0 0 0 52 10.000 -0.91 39.31 0 0 0| 0 40 0 0 56 17.750 -0.99 42.83 0 0 0| 0 0 0 0 64 25.750 -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 44.48 Underlying Price 46.150 Time to expiry: 78 Days Nov 10 0.500 -0.07 59.08 0 0 0| 0 0 0 0 32 1.000 -0.14 56.47 0 0 0| 0 0 0 0 36 1.500 -0.23 50.04 0 0 0| 0 0 0 0 40 2.250 -0.29 47.98 0 0 0| 0 0 0 0 42 3.000 -0.37 46.95 0 0 0| 0 0 0 0 44 3.750 -0.45 45.27 0 0 0| 0 0 0 0 46 4.750 -0.53 43.70 0 0 0| 0 0 0 0 48 10.500 -0.82 41.71 0 0 0| 0 0 0 0 56 18.000 -0.95 41.62 0 0 0| 0 0 0 0 64 Total 0 0 0| 0 0 0 0 Equity Options 21:59 Business Day Thu 2 Sep 2010 Previous Business Day Wed 1 Sep 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 | Indicative a-t-m Vol 45.19 Underlying Price 46.150 Time to expiry: 106 Days Dec 10 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 1.500 -0.17 58.36 0 0 0| 0 10,241 0 0 36 2.250 -0.25 51.53 0 0 0| 0 7,547 0 0 40 3.750 -0.37 48.12 0 0 0| 24 9,231 +10 0 44 5.500 -0.51 44.22 0 0 0| 0 12,145 0 0 48 11.000 -0.78 40.27 0 0 0| 0 3,821 0 0 56 14.500 -0.86 40.42 0 0 0| 0 207 0 0 60 18.250 -0.89 45.03 0 0 0| 0 170 0 0 64 26.000 -0.98 39.82 0 0 0| 0 50 0 0 72 33.750 -1.00 41.35 0 0 0| 0 0 0 0 80 41.750 -1.00 41.59 0 0 0| 0 0 0 0 88 49.750 -1.00 39.61 0 0 0| 0 30 0 0 96 53.750 -1.00 39.11 0 0 0| 0 1 0 0 100 73.750 -1.00 38.12 0 0 0| 0 0 0 0 120 93.750 -1.00 39.15 0 0 0| 0 0 0 0 140 113.750 -1.00 41.06 0 0 0| 0 0 0 0 160 133.750 -1.00 41.06 0 0 0| 0 0 0 0 180 153.750 -1.00 41.06 0 0 0| 0 0 0 0 200 173.750 -1.00 41.06 0 0 0| 0 0 0 0 220 193.750 -1.00 41.06 0 0 0| 0 100 0 0 240 228.750 -1.00 41.06 0 0 0| 0 0 0 0 275 262.750 -1.00 41.06 0 0 0| 0 0 0 0 309 296.750 -1.00 41.06 0 0 0| 0 0 0 0 343 403.750 -1.00 41.06 0 0 0| 0 0 0 0 450 Total 0 0 0| 24 61,935 +10 0 Indicative a-t-m Vol 43.03 Underlying Price 46.150 Time to expiry: 197 Days Mar 11 1.500 -0.13 55.17 0 0 0| 0 55 0 0 32 2.500 -0.20 52.25 0 0 0| 0 52 0 0 36 3.500 -0.28 48.70 0 0 0| 0 5 0 0 40 5.000 -0.37 45.36 0 0 0| 0 50 0 0 44 6.750 -0.48 42.26 0 0 0| 0 532 0 0 48 11.750 -0.71 37.03 0 0 0| 0 94 0 0 56 14.750 -0.81 35.56 0 0 0| 0 20 0 0 60 18.250 -0.89 33.84 0 0 0| 0 20 0 0 64 33.750 -0.99 35.17 0 0 0| 0 0 0 0 80 Total 0 0 0| 0 828 0 0 Indicative a-t-m Vol 44.88 Underlying Price 46.150 Time to expiry: 288 Days Jun 11 1.000 -0.07 62.96 0 0 0| 0 0 0 0 24 2.250 -0.16 54.33 0 0 0| 0 35 0 0 32 3.250 -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 Equity Options 21:59 Business Day Thu 2 Sep 2010 Previous Business Day Wed 1 Sep 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 | 6.250 -0.37 46.37 0 0 0| 0 50 0 0 44 8.250 -0.46 44.38 0 0 0| 0 10 0 0 48 13.250 -0.63 41.47 0 0 0| 0 21 0 0 56 16.250 -0.71 40.41 0 0 0| 0 0 0 0 60 19.250 -0.78 39.00 0 0 0| 0 0 0 0 64 34.000 -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 44.55 Underlying Price 46.150 Time to expiry: 470 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 -0.42 43.96 0 0 0| 0 6,512 0 0 48 17.500 -0.63 40.29 0 0 0| 0 370 0 0 60 34.500 -0.88 36.59 0 0 0| 0 0 0 0 80 Total 0 0 0| 0 10,507 0 0 Indicative a-t-m Vol 52.43 Underlying Price 46.150 Time to expiry: 652 Days Jun 12 5.000 -0.19 53.60 0 0 0| 0 0 0 0 32 8.500 -0.28 51.69 0 0 0| 0 0 0 0 40 13.250 -0.38 52.53 0 0 0| 0 0 0 0 48 20.250 -0.54 46.33 0 0 0| 0 0 0 0 60 Total 0 0 0| 0 0 0 0 Indicative a-t-m Vol 49.52 Underlying Price 46.150 Time to expiry: 841 Days Dec 12 3.500 -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 -0.27 51.69 0 0 0| 0 0 0 0 40 14.000 -0.36 49.21 0 0 0| 0 0 0 0 48 21.500 -0.50 46.81 0 0 0| 0 0 0 0 60 38.000 -0.66 48.09 0 0 0| 0 0 0 0 80 Total 0 0 0| 0 0 0 0 Total Puts 0 0 0| 24 79,964 +10 0 Grand Total 0 136,166 136,166| 55 195,252 +21 0 Equity Options 21:59 Business Day Thu 2 Sep 2010 Previous Business Day Wed 1 Sep 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 19.04 Underlying Price 1724.000 Time to expiry: 15 Days Sep 10 424.500 1.00 39.09 0 0 0| 0 0 0 0 1300 324.500 1.00 33.66 0 0 0| 0 0 0 0 1400 225.000 0.99 28.91 0 0 0| 0 0 0 0 1500 175.500 0.98 25.95 0 0 0| 0 0 0 0 1550 126.500 0.94 23.00 0 0 0| 0 2 0 0 1600 80.500 0.85 20.99 0 0 0| 0 21 0 0 1650 41.500 0.65 19.23 0 0 0| 0 431 0 0 1700 16.500 0.36 18.83 0 0 0| 50 77 +6 0 1750 5.500 0.15 19.67 0 0 0| 0 113 0 0 1800 1.500 0.05 20.29 0 0 0| 0 6 0 0 1850 0.500 0.01 20.86 0 0 0| 0 313 0 0 1900 CAB 0.00 21.82 0 0 0| 0 1,187 0 0 2000 CAB 0.00 23.24 0 0 0| 0 15 0 0 2200 CAB 0.00 23.72 0 0 0| 0 2 0 0 2400 Total 0 0 0| 50 2,167 +6 0 Indicative a-t-m Vol 20.63 Underlying Price 1724.000 Time to expiry: 43 Days Oct 10 326.500 0.98 29.93 0 0 0| 0 0 0 0 1400 229.500 0.94 26.87 0 0 0| 0 0 0 0 1500 139.000 0.83 24.03 0 0 0| 0 0 0 0 1600 98.500 0.73 22.46 0 0 0| 0 0 0 0 1650 58.000 63.500 0.60 20.97 58.000 58.000 0 0 2| 0 29 0 0 1700 37.500 0.43 20.26 0 0 0| 0 22 0 0 1750 17.000 19.500 0.28 19.54 17.000 17.000 0 0 2| 2 22 +2 0 1800 4.000 0.08 19.02 0 0 0| 0 0 0 0 1900 1.000 0.02 20.00 0 0 0| 0 0 0 0 2000 Total 0 0 4| 2 73 +2 0 Indicative a-t-m Vol 21.51 Underlying Price 1724.000 Time to expiry: 78 Days Nov 10 330.500 0.95 31.18 0 0 0| 0 0 0 0 1400 236.000 0.90 27.24 0 0 0| 0 0 0 0 1500 149.000 0.78 24.31 0 0 0| 0 0 0 0 1600 111.000 0.69 23.16 0 0 0| 0 0 0 0 1650 78.000 0.58 21.96 0 0 0| 0 0 0 0 1700 51.000 0.45 21.02 0 0 0| 0 0 0 0 1750 31.000 0.33 20.34 0 0 0| 0 7 0 0 1800 10.500 0.14 19.95 0 0 0| 0 0 0 0 1900 Total 0 0 0| 0 7 0 0 Indicative a-t-m Vol 21.81 Underlying Price 1724.000 Time to expiry: 106 Days Dec 10 725.000 1.00 33.15 0 0 0| 0 0 0 0 1000 527.000 0.98 37.97 0 0 0| 0 0 0 0 1200 332.500 0.94 30.48 0 0 0| 0 0 0 0 1400 238.500 0.88 26.47 0 0 0| 0 0 0 0 1500 155.500 0.75 24.43 0 0 0| 0 30 0 0 1600 Equity Options 21:59 Business Day Thu 2 Sep 2010 Previous Business Day Wed 1 Sep 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 | 86.000 0.57 22.14 0 0 0| 0 168 0 0 1700 40.000 0.35 20.75 0 0 0| 0 378 0 0 1800 16.000 0.17 20.15 0 0 0| 0 98 0 0 1900 6.000 0.07 19.97 0 0 0| 0 332 0 0 2000 0.500 0.01 19.40 0 0 0| 0 10 0 0 2200 CAB 0.00 21.37 0 0 0| 0 10 0 0 2400 CAB 0.00 24.10 0 0 0| 0 0 0 0 2800 Total 0 0 0| 0 1,026 0 0 Indicative a-t-m Vol 22.59 Underlying Price 1724.000 Time to expiry: 197 Days Mar 11 337.000 0.91 28.77 0 0 0| 0 0 0 0 1400 250.000 0.82 26.77 0 0 0| 0 10 0 0 1500 171.000 0.70 24.31 0 0 0| 0 10 0 0 1600 109.000 0.55 22.90 0 0 0| 0 10 0 0 1700 63.000 0.38 21.62 0 0 0| 0 204 0 0 1800 33.000 0.24 20.76 0 0 0| 0 43 0 0 1900 17.500 0.14 20.62 0 0 0| 0 129 0 0 2000 4.000 0.04 20.17 0 0 0| 0 0 0 0 2200 1.000 0.01 21.15 0 0 0| 0 30 0 0 2400 Total 0 0 0| 0 436 0 0 Indicative a-t-m Vol 23.13 Underlying Price 1724.000 Time to expiry: 288 Days Jun 11 528.000 0.98 32.54 0 0 0| 0 0 0 0 1200 342.000 0.88 28.60 0 0 0| 0 55 0 0 1400 258.500 0.79 26.70 0 0 0| 0 90 0 0 1500 184.000 0.67 24.63 0 0 0| 0 40 0 0 1600 124.500 0.54 23.35 0 0 0| 0 10 0 0 1700 81.000 0.40 22.43 0 0 0| 0 19 0 0 1800 49.000 0.28 21.60 0 0 0| 0 3 0 0 1900 29.500 0.19 21.23 0 0 0| 0 205 0 0 2000 7.000 0.05 24.05 0 0 0| 0 0 0 0 2400 Total 0 0 0| 0 422 0 0 Indicative a-t-m Vol 25.25 Underlying Price 1724.000 Time to expiry: 470 Days Dec 11 533.000 0.95 34.80 0 0 0| 0 0 0 0 1200 348.000 0.85 28.12 0 0 0| 0 0 0 0 1400 208.500 0.64 26.04 0 0 0| 0 0 0 0 1600 116.000 0.43 24.76 0 0 0| 0 0 0 0 1800 53.500 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 27.05 Underlying Price 1724.000 Time to expiry: 652 Days Jun 12 361.000 0.80 30.00 0 0 0| 0 0 0 0 1400 237.500 0.62 28.43 0 0 0| 0 0 0 0 1600 142.000 0.45 26.21 0 0 0| 0 0 0 0 1800 76.500 0.30 24.27 0 0 0| 0 0 0 0 2000 Total 0 0 0| 0 0 0 0 Equity Options 21:59 Business Day Thu 2 Sep 2010 Previous Business Day Wed 1 Sep 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 27.25 Underlying Price 1724.000 Time to expiry: 841 Days Dec 12 368.500 0.79 30.40 0 0 0| 0 0 0 0 1400 248.000 0.61 28.65 0 0 0| 0 0 0 0 1600 155.500 0.46 26.39 0 0 0| 0 0 0 0 1800 88.500 0.31 24.33 0 0 0| 0 0 0 0 2000 35.500 0.15 23.98 0 0 0| 0 0 0 0 2400 Total 0 0 0| 0 0 0 0 Total Calls 0 0 4| 52 4,131 +8 0 | Equity Options 21:59 Business Day Thu 2 Sep 2010 Previous Business Day Wed 1 Sep 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 20.02 Underlying Price 1724.000 Time to expiry: 15 Days Sep 10 CAB 0.00 34.94 0 0 0| 0 0 0 0 1300 CAB 0.00 30.17 0 0 0| 0 1,167 0 0 1400 CAB -0.01 26.46 0 0 0| 0 325 0 0 1500 1.000 -0.02 25.78 0 0 0| 0 5 0 0 1550 5.000 2.500 -0.07 24.40 5.000 5.000 0 0 1| 0 392 0 0 1600 7.000 -0.16 21.91 0 0 0| 10 57 -10 0 1650 18.000 19.000 -0.36 20.67 18.000 18.000 0 0 10| 0 189 0 0 1700 48.500 42.500 -0.64 19.32 48.500 S 48.500 S 0 0 1| 0 53 0 0 1750 80.000 -0.87 18.27 0 0 0| 0 95 0 0 1800 127.000 -0.96 19.49 0 0 0| 0 0 0 0 1850 176.000 -0.99 20.38 0 0 0| 0 33 0 0 1900 276.000 -1.00 21.20 0 0 0| 0 20 0 0 2000 476.000 -1.00 26.64 0 0 0| 0 0 0 0 2200 676.000 -1.00 33.02 0 0 0| 0 2 0 0 2400 Total 0 0 12| 10 2,338 -10 0 Indicative a-t-m Vol 20.80 Underlying Price 1724.000 Time to expiry: 43 Days Oct 10 3.500 -0.04 35.33 0 0 0| 0 0 0 0 1400 5.000 -0.07 27.89 0 0 0| 0 25 0 0 1500 15.500 14.500 -0.18 24.39 15.500 15.500 0 0 1| 0 29 0 0 1600 24.000 -0.27 22.90 0 0 0| 0 23 0 0 1650 39.000 -0.41 21.35 0 0 0| 0 21 0 0 1700 62.000 -0.57 20.21 0 0 0| 0 5 0 0 1750 94.500 -0.72 19.69 0 0 0| 0 19 0 0 1800 180.000 -0.91 20.26 0 0 0| 0 0 0 0 1900 277.000 -0.97 23.13 0 0 0| 0 0 0 0 2000 Total 0 0 1| 0 122 0 0 Indicative a-t-m Vol 21.34 Underlying Price 1724.000 Time to expiry: 78 Days Nov 10 9.000 -0.08 30.84 0 0 0| 0 1 0 0 1400 17.500 -0.15 27.26 0 0 0| 0 1 0 0 1500 35.000 -0.28 24.30 0 0 0| 0 4 0 0 1600 49.500 -0.37 23.08 0 0 0| 0 0 0 0 1650 69.000 -0.48 21.86 0 0 0| 0 0 0 0 1700 98.500 95.000 -0.60 20.78 98.500 S 98.500 S 0 0 1| 0 0 0 0 1750 127.000 -0.72 20.04 0 0 0| 0 0 0 0 1800 208.000 -0.89 18.91 0 0 0| 0 0 0 0 1900 Total 0 0 1| 0 6 0 0 Indicative a-t-m Vol 21.75 Underlying Price 1724.000 Time to expiry: 106 Days Dec 10 1.000 -0.01 41.84 0 0 0| 0 20 0 0 1000 4.000 -0.03 36.00 0 0 0| 0 147 0 0 1200 13.500 -0.10 29.86 0 0 0| 0 1,057 0 0 1400 24.500 -0.17 26.60 0 0 0| 0 25 0 0 1500 45.500 -0.30 24.29 0 0 0| 10 391 0 0 1600 83.500 81.000 -0.48 22.14 83.500 83.500 0 0 1| 0 256 0 0 1700 Equity Options 21:59 Business Day Thu 2 Sep 2010 Previous Business Day Wed 1 Sep 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 | 137.500 -0.68 20.51 0 0 0| 0 342 0 0 1800 215.500 -0.84 20.21 0 0 0| 0 55 0 0 1900 305.500 -0.93 19.91 0 0 0| 0 70 0 0 2000 500.500 -0.99 19.58 0 0 0| 0 10 0 0 2200 700.000 -1.00 22.57 0 0 0| 0 0 0 0 2400 1099.500 -1.00 32.37 0 0 0| 0 0 0 0 2800 Total 0 0 1| 10 2,373 0 0 Indicative a-t-m Vol 22.14 Underlying Price 1724.000 Time to expiry: 197 Days Mar 11 34.000 -0.17 28.31 0 0 0| 0 102 0 0 1400 53.000 -0.25 26.17 0 0 0| 0 28 0 0 1500 80.500 -0.36 23.92 0 0 0| 0 264 0 0 1600 123.000 -0.50 22.35 0 0 0| 0 76 0 0 1700 182.000 -0.65 21.47 0 0 0| 0 80 0 0 1800 254.000 -0.78 20.58 0 0 0| 0 43 0 0 1900 337.000 -0.88 19.50 0 0 0| 0 99 0 0 2000 525.000 -0.98 18.33 0 0 0| 0 0 0 0 2200 722.500 -1.00 17.23 0 0 0| 0 85 0 0 2400 Total 0 0 0| 0 777 0 0 Indicative a-t-m Vol 22.27 Underlying Price 1724.000 Time to expiry: 288 Days Jun 11 25.000 -0.10 31.53 0 0 0| 1 507 0 0 1200 55.500 -0.21 27.65 0 0 0| 0 236 0 0 1400 83.000 78.500 -0.29 25.60 83.000 83.000 0 0 7| 0 22 0 0 1500 117.500 112.500 -0.40 23.87 117.500 115.000 0 0 10| 0 89 0 0 1600 163.000 158.000 -0.52 22.49 163.000 163.000 0 0 10| 10 74 0 0 1700 218.000 -0.64 21.58 0 0 0| 0 70 0 0 1800 289.000 -0.75 20.88 0 0 0| 0 0 0 0 1900 373.500 -0.82 21.07 0 0 0| 0 27 0 0 2000 745.000 -0.99 17.25 0 0 0| 0 0 0 0 2400 Total 0 0 27| 11 1,025 0 0 Indicative a-t-m Vol 25.07 Underlying Price 1724.000 Time to expiry: 470 Days Dec 11 64.000 -0.17 33.04 0 0 0| 0 0 0 0 1200 108.500 -0.28 28.97 0 0 0| 0 0 0 0 1400 184.000 -0.44 26.14 0 0 0| 0 0 0 0 1600 297.000 -0.61 24.42 0 0 0| 0 0 0 0 1800 441.500 -0.76 23.05 0 0 0| 0 0 0 0 2000 797.500 -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 27.06 Underlying Price 1724.000 Time to expiry: 652 Days Jun 12 157.500 -0.32 29.77 0 0 0| 0 0 0 0 1400 252.000 -0.45 28.34 0 0 0| 0 0 0 0 1600 364.500 -0.59 26.27 0 0 0| 0 0 0 0 1800 498.000 -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 27.44 Underlying Price 1724.000 Time to expiry: 841 Days Dec 12 Equity Options 21:59 Business Day Thu 2 Sep 2010 Previous Business Day Wed 1 Sep 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 | 212.000 -0.34 31.29 0 0 0| 0 0 0 0 1400 300.000 -0.46 28.61 0 0 0| 0 0 0 0 1600 416.500 -0.58 26.72 0 0 0| 0 0 0 0 1800 548.000 -0.71 24.47 0 0 0| 0 0 0 0 2000 883.000 -0.87 23.26 0 0 0| 0 0 0 0 2400 Total 0 0 0| 0 0 0 0 Total Puts 0 0 42| 31 6,641 -10 0 Grand Total 0 100,472 100,518| 83 10,772 -2 0 Equity Options 21:59 Business Day Thu 2 Sep 2010 Previous Business Day Wed 1 Sep 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 20.69 Underlying Price 1789.000 Time to expiry: 15 Days Sep 10 389.500 1.00 34.84 0 0 0| 0 0 0 0 1400 289.500 1.00 29.85 0 0 0| 0 0 0 0 1500 190.500 0.97 27.77 0 0 0| 0 0 0 0 1600 142.500 0.93 26.46 0 0 0| 0 0 0 0 1650 96.500 0.85 24.17 0 0 0| 0 10 0 0 1700 56.000 0.69 22.02 0 0 0| 0 0 0 0 1750 25.500 0.45 20.31 0 0 0| 10 0 -10 0 1800 9.000 0.22 19.67 0 0 0| 0 11 0 0 1850 2.000 0.06 18.26 0 0 0| 0 71 0 0 1900 CAB 0.01 20.78 0 0 0| 0 1,204 0 0 2000 CAB 0.00 22.23 0 0 0| 0 10 0 0 2200 CAB 0.00 25.14 0 0 0| 0 0 0 0 2400 Total 0 0 0| 10 1,306 -10 0 Indicative a-t-m Vol 22.26 Underlying Price 1789.000 Time to expiry: 106 Days Dec 10 396.500 0.95 32.97 0 0 0| 0 0 0 0 1400 302.000 0.90 29.79 0 0 0| 0 0 0 0 1500 213.000 0.82 26.63 0 0 0| 0 0 0 0 1600 134.500 0.68 24.11 0 0 0| 0 8 0 0 1700 68.000 72.500 0.49 22.03 68.000 68.000 0 0 1| 0 10 0 0 1800 33.500 0.29 20.83 0 0 0| 0 112 0 0 1900 13.000 0.14 19.90 0 0 0| 0 163 0 0 2000 1.500 0.02 19.56 0 0 0| 0 25 0 0 2200 CAB 0.00 20.74 0 0 0| 0 0 0 0 2400 Total 0 0 1| 0 318 0 0 Indicative a-t-m Vol 23.16 Underlying Price 1789.000 Time to expiry: 197 Days Mar 11 400.000 0.93 30.30 0 0 0| 0 0 0 0 1400 309.500 0.86 27.95 0 0 0| 0 0 0 0 1500 228.000 0.77 26.30 0 0 0| 0 0 0 0 1600 156.000 0.64 24.37 0 0 0| 0 20 0 0 1700 99.500 0.49 23.01 0 0 0| 10 10 +10 0 1800 57.500 0.35 21.70 0 0 0| 0 0 0 0 1900 30.000 0.22 20.63 0 0 0| 0 29 0 0 2000 3.500 0.03 22.56 0 0 0| 0 0 0 0 2400 Total 0 0 0| 10 59 +10 0 Total Calls 0 0 1| 20 1,683 0 0 | Equity Options 21:59 Business Day Thu 2 Sep 2010 Previous Business Day Wed 1 Sep 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 20.82 Underlying Price 1789.000 Time to expiry: 15 Days Sep 10 CAB 0.00 38.64 0 0 0| 0 50 0 0 1400 CAB 0.00 33.12 0 0 0| 0 30 0 0 1500 1.500 -0.03 28.97 0 0 0| 0 350 0 0 1600 3.500 -0.07 27.42 0 0 0| 0 10 0 0 1650 7.000 -0.15 24.13 0 0 0| 0 20 0 0 1700 16.500 -0.31 21.88 0 0 0| 0 16 0 0 1750 36.500 -0.55 20.52 0 0 0| 0 51 0 0 1800 69.500 -0.78 19.91 0 0 0| 0 0 0 0 1850 113.500 -0.91 20.83 0 0 0| 0 0 0 0 1900 211.500 -0.98 25.81 0 0 0| 0 0 0 0 2000 411.000 -0.99 39.75 0 0 0| 0 0 0 0 2200 611.000 -1.00 54.45 0 0 0| 0 0 0 0 2400 Total 0 0 0| 0 527 0 0 Indicative a-t-m Vol 22.61 Underlying Price 1789.000 Time to expiry: 106 Days Dec 10 13.500 -0.08 33.70 0 0 0| 0 10 0 0 1400 21.500 -0.14 30.03 0 0 0| 0 10 0 0 1500 35.500 -0.22 26.87 0 0 0| 0 10 0 0 1600 61.000 -0.36 24.30 0 0 0| 0 33 0 0 1700 103.000 -0.54 22.40 0 0 0| 0 10 0 0 1800 166.500 -0.72 21.39 0 0 0| 0 10 0 0 1900 246.000 -0.86 20.60 0 0 0| 0 0 0 0 2000 435.500 -0.96 22.35 0 0 0| 0 0 0 0 2200 634.000 -0.98 26.85 0 0 0| 0 0 0 0 2400 Total 0 0 0| 0 83 0 0 Indicative a-t-m Vol 23.01 Underlying Price 1789.000 Time to expiry: 197 Days Mar 11 28.500 -0.13 30.08 0 0 0| 0 0 0 0 1400 43.500 -0.20 27.69 0 0 0| 0 10 0 0 1500 67.500 -0.29 26.15 0 0 0| 0 20 0 0 1600 101.000 -0.40 24.41 0 0 0| 0 10 0 0 1700 146.500 -0.54 22.84 0 0 0| 0 0 0 0 1800 207.500 -0.67 21.68 0 0 0| 0 0 0 0 1900 281.500 -0.79 20.61 0 0 0| 0 0 0 0 2000 652.500 -0.99 18.99 0 0 0| 0 0 0 0 2400 Total 0 0 0| 0 40 0 0 Total Puts 0 0 0| 0 650 0 0 Grand Total 0 38,338 38,339| 20 2,333 0 0 Equity Options 21:59 Business Day Thu 2 Sep 2010 Previous Business Day Wed 1 Sep 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 22.06 Underlying Price 125.200 Time to expiry: 15 Days Sep 10 25.250 0.99 44.80 0 0 0| 0 0 0 0 100 15.250 0.98 31.04 0 0 0| 0 0 0 0 110 10.500 0.95 25.57 0 0 0| 0 0 0 0 115 6.000 0.81 23.88 0 0 0| 0 0 0 0 120 2.500 0.53 22.13 0 0 0| 0 0 0 0 125 0.750 0.21 21.81 0 0 0| 0 35 0 0 130 0.250 0.07 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 22.99 Underlying Price 125.200 Time to expiry: 43 Days Oct 10 25.500 0.98 33.89 0 0 0| 0 0 0 0 100 15.750 0.91 28.56 0 0 0| 0 0 0 0 110 11.500 0.82 28.29 0 0 0| 0 0 0 0 115 7.500 0.70 25.76 0 0 0| 0 0 0 0 120 4.250 0.53 23.11 0 0 0| 0 0 0 0 125 2.000 0.33 22.50 0 0 0| 0 87 0 0 130 0.750 0.16 21.21 0 0 0| 0 0 0 0 135 0.500 0.09 23.34 0 0 0| 0 0 0 0 140 0.250 0.03 27.90 0 0 0| 0 0 0 0 150 CAB 0.01 28.99 0 0 0| 0 0 0 0 160 Total 0 0 0| 0 87 0 0 Indicative a-t-m Vol 23.85 Underlying Price 125.200 Time to expiry: 78 Days Nov 10 25.750 0.95 31.90 0 0 0| 0 0 0 0 100 16.500 0.86 27.31 0 0 0| 0 0 0 0 110 12.500 0.77 26.86 0 0 0| 0 0 0 0 115 8.750 0.67 24.85 0 0 0| 0 0 0 0 120 5.750 0.53 23.93 0 0 0| 0 0 0 0 125 2.250 3.500 0.39 23.52 2.250 2.250 0 0 8| 0 0 0 0 130 0.750 0.13 20.35 0 0 0| 0 0 0 0 140 0.250 0.04 21.00 0 0 0| 0 0 0 0 150 Total 0 0 8| 0 0 0 0 Indicative a-t-m Vol 24.01 Underlying Price 125.200 Time to expiry: 106 Days Dec 10 26.000 0.93 29.81 0 0 0| 0 150 0 0 100 17.000 0.84 26.44 0 0 0| 0 0 0 0 110 9.750 0.65 25.20 0 0 0| 0 0 0 0 120 4.500 0.41 23.22 0 0 0| 0 351 0 0 130 1.500 0.20 22.42 0 0 0| 0 250 0 0 140 0.500 0.07 21.32 0 0 0| 0 0 0 0 150 CAB 0.01 20.00 0 0 0| 0 0 0 0 160 Total 0 0 0| 0 751 0 0 Equity Options 21:59 Business Day Thu 2 Sep 2010 Previous Business Day Wed 1 Sep 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 22.80 Underlying Price 125.200 Time to expiry: 197 Days Mar 11 26.500 0.91 27.16 0 0 0| 0 50 0 0 100 18.000 0.81 25.33 0 0 0| 0 1 0 0 110 10.750 0.65 23.36 0 0 0| 0 0 0 0 120 5.750 0.44 22.43 0 0 0| 0 75 0 0 130 2.250 0.24 20.90 0 0 0| 0 54 0 0 140 0.750 0.10 19.63 0 0 0| 0 0 0 0 150 0.250 0.03 18.32 0 0 0| 0 0 0 0 160 Total 0 0 0| 0 180 0 0 Total Calls 0 0 8| 0 1,124 0 0 | Equity Options 21:59 Business Day Thu 2 Sep 2010 Previous Business Day Wed 1 Sep 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 25.97 Underlying Price 125.200 Time to expiry: 15 Days Sep 10 CAB 0.00 33.77 0 0 0| 0 0 0 0 100 0.250 -0.05 39.21 0 0 0| 0 461 0 0 110 0.250 -0.09 30.51 0 0 0| 0 0 0 0 115 1.000 -0.21 26.76 0 0 0| 0 500 0 0 120 2.500 -0.48 26.02 0 0 0| 0 370 0 0 125 5.750 -0.75 25.76 0 0 0| 0 173 0 0 130 10.250 -0.86 32.40 0 0 0| 0 0 0 0 135 15.000 -0.93 36.15 0 0 0| 0 13 0 0 140 24.750 -1.00 25.82 0 0 0| 0 0 0 0 150 34.750 -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 23.25 Underlying Price 125.200 Time to expiry: 43 Days Oct 10 0.250 -0.04 40.16 0 0 0| 0 0 0 0 100 0.750 -0.10 30.85 0 0 0| 0 0 0 0 110 1.250 -0.18 29.27 0 0 0| 0 0 0 0 115 2.250 -0.30 26.19 0 0 0| 0 130 0 0 120 4.000 -0.47 24.19 0 0 0| 0 50 0 0 125 6.250 -0.70 19.51 0 0 0| 0 0 0 0 130 10.500 -0.83 22.04 0 0 0| 0 0 0 0 135 15.000 -0.93 22.00 0 0 0| 0 0 0 0 140 24.750 -0.99 24.82 0 0 0| 0 0 0 0 150 34.750 -0.99 32.20 0 0 0| 0 0 0 0 160 Total 0 0 0| 0 180 0 0 Indicative a-t-m Vol 23.41 Underlying Price 125.200 Time to expiry: 78 Days Nov 10 0.500 -0.06 32.96 0 0 0| 0 0 0 0 100 1.000 -0.13 25.87 0 0 0| 0 0 0 0 110 2.000 -0.22 25.84 0 0 0| 0 0 0 0 115 3.250 -0.33 24.53 0 0 0| 0 0 0 0 120 5.250 -0.47 23.64 0 0 0| 0 0 0 0 125 8.000 -0.62 22.52 0 0 0| 0 0 0 0 130 15.250 -0.90 18.64 0 0 0| 0 0 0 0 140 25.000 -0.96 22.57 0 0 0| 0 0 0 0 150 Total 0 0 0| 0 0 0 0 Indicative a-t-m Vol 22.86 Underlying Price 125.200 Time to expiry: 106 Days Dec 10 0.750 -0.07 30.89 0 0 0| 0 210 0 0 100 1.750 -0.17 27.64 0 0 0| 0 698 0 0 110 4.000 -0.34 24.12 0 0 0| 25 868 +25 0 120 8.750 -0.60 22.02 0 0 0| 0 613 0 0 130 15.500 -0.85 19.05 0 0 0| 0 18 0 0 140 25.000 -0.93 21.93 0 0 0| 0 0 0 0 150 34.750 -0.99 22.68 0 0 0| 0 0 0 0 160 Total 0 0 0| 25 2,407 +25 0 Equity Options 21:59 Business Day Thu 2 Sep 2010 Previous Business Day Wed 1 Sep 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 21.37 Underlying Price 125.200 Time to expiry: 197 Days Mar 11 2.750 -0.17 30.22 0 0 0| 0 91 0 0 100 4.000 -0.28 24.31 0 0 0| 0 205 0 0 110 7.750 -0.46 22.37 0 0 0| 0 403 0 0 120 13.500 -0.67 20.70 0 0 0| 0 171 0 0 130 21.000 -0.85 18.79 0 0 0| 0 8 0 0 140 29.750 -0.98 14.94 0 0 0| 0 0 0 0 150 39.750 -1.00 7.99 0 0 0| 0 0 0 0 160 Total 0 0 0| 0 878 0 0 Total Puts 0 0 0| 25 4,982 +25 0 Grand Total 0 55,524 55,532| 25 6,106 +25 0 Equity Options 21:59 Business Day Thu 2 Sep 2010 Previous Business Day Wed 1 Sep 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 24.63 Underlying Price 1915.500 Time to expiry: 15 Days Sep 10 516.000 1.00 52.69 0 0 0| 0 0 0 0 1400 316.500 0.99 38.96 0 0 0| 0 0 0 0 1600 218.500 0.96 34.03 0 0 0| 0 0 0 0 1700 170.500 0.92 31.09 0 0 0| 0 0 0 0 1750 125.000 0.85 29.19 0 0 0| 0 3 0 0 1800 83.000 0.74 26.80 0 0 0| 0 14 0 0 1850 48.500 0.57 25.04 0 0 0| 0 125 0 0 1900 23.500 0.37 23.74 0 0 0| 0 5 0 0 1950 16.000 8.500 0.18 21.96 16.000 15.500 0 0 10| 0 55 0 0 2000 1.000 0.02 21.89 0 0 0| 0 0 0 0 2100 CAB 0.00 21.78 0 0 0| 0 21 0 0 2200 CAB 0.00 26.32 0 0 0| 0 20 0 0 2400 Total 0 0 10| 0 243 0 0 Indicative a-t-m Vol 25.71 Underlying Price 1915.500 Time to expiry: 106 Days Dec 10 338.500 0.88 31.93 0 0 0| 0 0 0 0 1600 253.500 0.80 29.72 0 0 0| 0 0 0 0 1700 177.500 0.69 27.83 0 0 0| 0 20 0 0 1800 113.000 0.55 25.96 0 0 0| 0 17 0 0 1900 64.500 0.40 24.36 0 0 0| 0 128 0 0 2000 15.000 0.13 22.42 0 0 0| 0 110 0 0 2200 2.000 0.03 21.52 0 0 0| 0 23 0 0 2400 Total 0 0 0| 0 298 0 0 Indicative a-t-m Vol 25.74 Underlying Price 1915.500 Time to expiry: 197 Days Mar 11 359.500 0.82 30.69 0 0 0| 0 0 0 0 1600 281.500 0.75 29.12 0 0 0| 0 0 0 0 1700 211.000 0.66 27.44 0 0 0| 0 1 0 0 1800 149.500 0.55 25.90 0 0 0| 0 12 0 0 1900 102.000 0.44 24.85 0 0 0| 0 10 0 0 2000 40.500 0.23 23.25 0 0 0| 0 0 0 0 2200 13.000 0.09 22.20 0 0 0| 0 5 0 0 2400 Total 0 0 0| 0 28 0 0 Total Calls 0 0 10| 0 569 0 0 | Equity Options 21:59 Business Day Thu 2 Sep 2010 Previous Business Day Wed 1 Sep 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 24.44 Underlying Price 1915.500 Time to expiry: 15 Days Sep 10 CAB 0.00 47.23 0 0 0| 0 26 0 0 1400 1.000 -0.02 41.87 0 0 0| 0 211 0 0 1600 3.000 -0.05 34.85 0 0 0| 0 37 0 0 1700 5.000 -0.08 32.05 0 0 0| 0 0 0 0 1750 9.000 -0.15 29.26 0 0 0| 0 44 0 0 1800 16.500 -0.25 26.19 0 0 0| 0 52 0 0 1850 32.000 -0.43 24.75 0 0 0| 23 1,180 0 0 1900 58.000 -0.63 23.80 0 0 0| 0 20 0 0 1950 93.500 -0.81 22.84 0 0 0| 0 25 0 0 2000 185.500 -0.97 24.14 0 0 0| 0 10 0 0 2100 285.500 -0.97 33.97 0 0 0| 0 3 0 0 2200 485.500 -0.98 51.46 0 0 0| 0 0 0 0 2400 Total 0 0 0| 23 1,608 0 0 Indicative a-t-m Vol 25.83 Underlying Price 1915.500 Time to expiry: 106 Days Dec 10 24.000 -0.13 31.76 0 0 0| 0 53 0 0 1600 40.500 -0.21 29.70 0 0 0| 0 305 0 0 1700 66.000 -0.32 27.82 0 0 0| 5 41 +1 0 1800 103.500 -0.46 26.07 0 0 0| 5 271 0 0 1900 156.500 -0.62 24.56 0 0 0| 10 69 -4 0 2000 308.500 -0.87 22.78 0 0 0| 0 22 0 0 2200 496.500 -0.96 23.44 0 0 0| 0 10 0 0 2400 Total 0 0 0| 20 771 -3 0 Indicative a-t-m Vol 25.89 Underlying Price 1915.500 Time to expiry: 197 Days Mar 11 49.500 -0.19 30.93 0 0 0| 5 10 +5 0 1600 72.500 -0.26 29.35 0 0 0| 0 52 0 0 1700 102.000 -0.35 27.70 0 0 0| 0 17 0 0 1800 140.000 -0.45 26.04 0 0 0| 0 23 0 0 1900 193.000 -0.56 25.08 0 0 0| 0 10 0 0 2000 331.000 -0.77 23.48 0 0 0| 0 5 0 0 2200 505.000 -0.91 22.86 0 0 0| 0 0 0 0 2400 Total 0 0 0| 5 117 +5 0 Total Puts 0 0 0| 48 2,496 +2 0 Grand Total 0 34,372 34,382| 48 3,065 +2 0 Equity Options 21:59 Business Day Thu 2 Sep 2010 Previous Business Day Wed 1 Sep 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: 15 Days Sep 10 50.000 0.97 59.65 0 0 0| 0 0 0 0 200 40.250 0.94 56.02 0 0 0| 0 0 0 0 210 30.250 0.92 44.09 0 0 0| 0 18 0 0 220 25.000 0.93 35.14 0 0 0| 0 0 0 0 225 20.000 0.92 28.76 0 0 0| 0 9 0 0 230 15.250 0.89 23.94 0 0 0| 0 0 0 0 235 10.750 0.80 22.99 0 0 0| 0 5 0 0 240 6.750 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 22.51 Underlying Price 249.400 Time to expiry: 106 Days Dec 10 51.500 0.92 31.70 0 0 0| 0 0 0 0 200 42.250 0.88 29.11 0 0 0| 0 0 0 0 210 33.500 0.83 26.99 0 0 0| 0 0 0 0 220 25.250 0.75 24.99 0 0 0| 0 20 0 0 230 18.250 0.65 23.77 0 0 0| 0 0 0 0 240 7.250 0.39 21.25 0 0 0| 0 303 0 0 260 2.000 0.16 19.71 0 0 0| 0 31 0 0 280 CAB 0.01 17.79 0 0 0| 0 0 0 0 320 Total 0 0 0| 0 354 0 0 Indicative a-t-m Vol 23.99 Underlying Price 249.400 Time to expiry: 197 Days Mar 11 53.000 0.89 29.89 0 0 0| 0 0 0 0 200 44.250 0.84 28.80 0 0 0| 0 0 0 0 210 36.250 0.78 27.53 0 0 0| 0 0 0 0 220 28.750 0.71 26.32 0 0 0| 0 0 0 0 230 22.000 0.63 24.97 0 0 0| 0 1 0 0 240 11.250 0.43 23.01 0 0 0| 0 0 0 0 260 5.250 0.25 21.96 0 0 0| 0 0 0 0 280 1.250 0.07 22.86 0 0 0| 0 0 0 0 320 Total 0 0 0| 0 1 0 0 Total Calls 0 0 0| 0 429 0 0 | Equity Options 21:59 Business Day Thu 2 Sep 2010 Previous Business Day Wed 1 Sep 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: 15 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 CAB -0.02 29.55 0 0 0| 0 20 0 0 220 0.250 -0.04 29.16 0 0 0| 0 0 0 0 225 0.250 -0.06 25.62 0 0 0| 0 499 0 0 230 0.500 -0.10 22.54 0 0 0| 0 0 0 0 235 1.250 -0.20 22.84 0 0 0| 0 10 0 0 240 2.500 -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 -0.81 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 22.63 Underlying Price 249.400 Time to expiry: 106 Days Dec 10 1.500 -0.07 29.95 0 0 0| 0 0 0 0 200 2.250 -0.11 27.96 0 0 0| 0 0 0 0 210 3.500 -0.17 26.89 0 0 0| 0 26 0 0 220 5.000 -0.24 24.48 0 0 0| 0 15 0 0 230 8.250 -0.35 23.76 0 0 0| 0 18 0 0 240 17.500 -0.61 21.49 0 0 0| 0 3 0 0 260 32.250 -0.85 19.91 0 0 0| 0 0 0 0 280 70.500 -1.00 19.84 0 0 0| 0 0 0 0 320 Total 0 0 0| 0 62 0 0 Indicative a-t-m Vol 22.93 Underlying Price 249.400 Time to expiry: 197 Days Mar 11 3.750 -0.14 27.64 0 0 0| 0 0 0 0 200 5.750 -0.19 27.12 0 0 0| 0 0 0 0 210 8.250 -0.26 26.26 0 0 0| 0 5 0 0 220 11.250 -0.34 25.11 0 0 0| 0 0 0 0 230 15.000 -0.42 24.05 0 0 0| 0 0 0 0 240 25.000 -0.62 21.82 0 0 0| 0 0 0 0 260 39.000 -0.80 19.91 0 0 0| 0 0 0 0 280 75.500 -0.98 18.26 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 38,338 38,338| 0 1,079 0 0 Equity Options 21:59 Business Day Thu 2 Sep 2010 Previous Business Day Wed 1 Sep 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 28.62 Underlying Price 370.300 Time to expiry: 15 Days Sep 10 90.500 0.99 57.26 0 0 0| 0 0 0 0 280 70.500 0.99 45.62 0 0 0| 0 34 0 0 300 60.500 0.99 39.80 0 0 0| 0 0 0 0 310 50.500 0.98 34.78 0 0 0| 0 160 0 0 320 40.500 0.98 28.23 0 0 0| 0 132 0 0 330 29.750 31.000 0.93 27.73 32.250 S 29.750 S 0 0 11| 0 2,163 0 0 340 22.250 0.85 27.50 0 0 0| 0 273 0 0 350 14.750 0.70 28.04 0 0 0| 0 411 0 0 360 9.000 0.52 28.46 0 0 0| 0 0 0 0 370 5.250 0.35 29.98 0 0 0| 42 4,178 0 0 380 1.750 0.14 33.15 0 0 0| 0 1,978 0 0 400 0.500 0.05 36.00 0 0 0| 0 0 0 0 420 Total 0 0 11| 42 9,329 0 0 Indicative a-t-m Vol 29.01 Underlying Price 370.300 Time to expiry: 43 Days Oct 10 71.000 0.97 32.66 0 0 0| 0 0 0 0 300 51.750 0.93 29.25 0 0 0| 0 0 0 0 320 42.750 0.89 28.88 0 0 0| 14 14 +14 0 330 34.250 0.82 28.43 0 0 0| 0 20 0 0 340 26.750 0.74 28.21 0 0 0| 0 0 0 0 350 20.000 0.64 27.99 0 0 0| 0 7 0 0 360 15.000 0.53 28.91 0 0 0| 0 0 0 0 370 11.000 11.250 0.43 29.86 11.000 11.000 0 0 8| 0 525 0 0 380 6.500 0.27 32.28 0 0 0| 0 1,109 0 0 400 3.500 0.16 34.48 0 0 0| 0 140 0 0 420 Total 0 0 8| 14 1,815 +14 0 Indicative a-t-m Vol 29.26 Underlying Price 370.300 Time to expiry: 78 Days Nov 10 53.500 0.89 28.15 0 0 0| 0 0 0 0 320 37.500 0.77 28.22 0 0 0| 0 0 0 0 340 30.500 0.70 28.17 0 0 0| 0 0 0 0 350 24.500 0.62 28.31 0 0 0| 0 0 0 0 360 19.000 20.000 0.53 29.21 19.000 19.000 0 0 15| 0 0 0 0 370 15.250 16.000 0.46 29.74 15.250 15.250 0 0 15| 22 22 +22 0 380 10.250 0.32 31.46 0 0 0| 0 25 0 0 400 6.750 0.23 33.06 0 0 0| 53 126 +53 0 420 Total 0 0 30| 75 173 +75 0 Indicative a-t-m Vol 28.60 Underlying Price 370.300 Time to expiry: 106 Days Dec 10 91.250 0.97 31.11 0 0 0| 0 0 0 0 280 72.500 0.93 30.61 0 0 0| 0 0 0 0 300 55.500 54.500 0.86 28.60 55.500 55.500 0 0 10| 10 10 +10 0 320 39.000 0.75 27.89 0 0 0| 0 688 0 0 340 26.250 0.61 27.74 0 0 0| 0 256 0 0 360 17.250 18.000 0.46 29.29 17.250 17.000 0 0 30| 0 272 0 0 380 Equity Options 21:59 Business Day Thu 2 Sep 2010 Previous Business Day Wed 1 Sep 2010 Page 40 Calls | Block | Opening Settle Delta Vola- Daily Trade Bclear Total | Official **Open Change Exer- Exer Trans Price tility High Low Volume Volume*** Volume | Volume Int cises Price | 11.500 12.000 0.34 30.05 11.500 11.500 0 0 15| 50 1,018 -50 0 400 Total 0 0 55| 60 2,244 -40 0 Indicative a-t-m Vol 26.83 Underlying Price 370.300 Time to expiry: 197 Days Mar 11 92.500 0.94 29.60 0 0 0| 0 0 0 0 280 74.750 0.88 28.81 0 0 0| 0 0 0 0 300 58.000 0.81 27.13 0 0 0| 0 158 0 0 320 42.250 43.750 0.70 26.81 42.250 S 42.250 S 0 0 3| 0 98 0 0 340 31.250 32.250 0.59 26.56 31.250 S 31.250 S 0 0 8| 0 769 0 0 360 23.750 0.48 27.06 0 0 0| 0 12 0 0 380 17.000 0.38 27.27 0 0 0| 0 319 0 0 400 Total 0 0 11| 0 1,356 0 0 Total Calls 0 0 115| 191 14,917 +49 0 | Equity Options 21:59 Business Day Thu 2 Sep 2010 Previous Business Day Wed 1 Sep 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 26.85 Underlying Price 370.300 Time to expiry: 15 Days Sep 10 CAB 0.00 21.88 0 0 0| 0 1,507 0 0 280 CAB 0.00 21.49 0 0 0| 0 275 0 0 300 CAB 0.00 21.88 0 0 0| 0 84 0 0 310 CAB 0.00 21.64 0 0 0| 0 518 0 0 320 CAB -0.01 23.06 0 0 0| 0 125 0 0 330 0.500 -0.05 24.94 0 0 0| 0 992 0 0 340 1.250 -0.14 25.16 0 0 0| 0 112 0 0 350 4.000 -0.29 26.39 0 0 0| 10 121 0 0 360 8.000 -0.48 26.48 0 0 0| 0 0 0 0 370 15.000 -0.65 30.18 0 0 0| 0 25 0 0 380 31.750 -0.84 35.38 0 0 0| 0 0 0 0 400 50.750 -0.92 41.81 0 0 0| 0 0 0 0 420 Total 0 0 0| 10 3,759 0 0 Indicative a-t-m Vol 28.36 Underlying Price 370.300 Time to expiry: 43 Days Oct 10 0.500 -0.03 32.07 0 0 0| 0 0 0 0 300 1.000 -0.07 29.08 0 0 0| 0 0 0 0 320 2.000 -0.11 28.22 0 0 0| 0 265 -7 0 330 3.500 -0.17 27.56 0 0 0| 0 60 0 0 340 5.750 -0.26 27.49 0 0 0| 14 44 +14 0 350 9.500 -0.36 27.77 0 0 0| 0 15 0 0 360 14.250 -0.47 28.32 0 0 0| 0 2 0 0 370 20.000 -0.58 28.74 0 0 0| 0 0 0 0 380 35.500 -0.74 31.68 0 0 0| 0 0 0 0 400 53.250 -0.84 35.03 0 0 0| 0 0 0 0 420 Total 0 0 0| 14 386 +7 0 Indicative a-t-m Vol 28.52 Underlying Price 370.300 Time to expiry: 78 Days Nov 10 3.500 -0.14 28.40 0 0 0| 0 0 0 0 320 8.000 -0.26 27.97 0 0 0| 0 38 0 0 340 11.500 -0.34 28.01 0 0 0| 0 3 0 0 350 16.000 -0.42 28.30 0 0 0| 0 0 0 0 360 21.250 -0.50 28.46 0 0 0| 0 0 0 0 370 27.500 -0.58 29.04 0 0 0| 0 0 0 0 380 42.500 -0.70 30.89 0 0 0| 0 0 0 0 400 59.500 -0.79 33.06 0 0 0| 0 0 0 0 420 Total 0 0 0| 0 41 0 0 Indicative a-t-m Vol 28.33 Underlying Price 370.300 Time to expiry: 106 Days Dec 10 1.250 -0.04 30.83 0 0 0| 0 128 0 0 280 2.500 -0.09 28.99 0 0 0| 0 196 0 0 300 5.250 -0.16 28.06 0 0 0| 0 2,010 0 0 320 10.500 -0.28 27.78 0 0 0| 0 538 0 0 340 18.500 -0.42 27.63 0 0 0| 0 35 0 0 360 30.500 -0.56 28.90 0 0 0| 0 0 0 0 380 44.500 -0.68 29.37 0 0 0| 0 53 0 0 400 Equity Options 21:59 Business Day Thu 2 Sep 2010 Previous Business Day Wed 1 Sep 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 26.51 Underlying Price 370.300 Time to expiry: 197 Days Mar 11 3.000 -0.08 28.54 0 0 0| 0 8 0 0 280 5.750 -0.14 27.95 0 0 0| 0 7 0 0 300 10.250 -0.22 27.44 0 0 0| 0 85 0 0 320 15.500 16.000 -0.31 26.73 15.750 15.500 0 0 18| 0 36 0 0 340 24.750 -0.42 26.64 0 0 0| 0 0 0 0 360 35.500 -0.53 26.40 0 0 0| 0 0 0 0 380 49.250 -0.63 26.83 0 0 0| 0 45 0 0 400 Total 0 0 18| 0 181 0 0 Total Puts 0 0 18| 24 7,327 +7 0 Grand Total 0 58,168 58,301| 215 22,244 +56 0 Equity Options 21:59 Business Day Thu 2 Sep 2010 Previous Business Day Wed 1 Sep 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 15.94 Underlying Price 1155.000 Time to expiry: 15 Days Sep 10 275.500 1.00 39.84 0 0 0| 0 0 0 0 880 195.500 1.00 28.83 0 0 0| 0 0 0 0 960 155.500 1.00 26.38 0 0 0| 0 0 0 0 1000 105.500 0.99 21.20 0 0 0| 0 0 0 0 1050 57.000 0.91 17.60 0 0 0| 0 0 0 0 1100 18.500 0.56 16.29 0 0 0| 5 32 +5 0 1150 4.000 1.000 0.08 12.77 4.000 4.000 0 0 1| 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 1| 5 261 +5 0 Indicative a-t-m Vol 17.42 Underlying Price 1155.000 Time to expiry: 106 Days Dec 10 279.500 0.97 28.60 0 0 0| 0 0 0 0 880 201.500 0.93 24.02 0 0 0| 0 0 0 0 960 164.000 0.90 22.16 0 0 0| 0 0 0 0 1000 79.500 0.71 18.50 0 0 0| 0 54 0 0 1100 24.000 0.36 16.54 0 0 0| 0 178 0 0 1200 4.500 0.10 16.00 0 0 0| 0 14 0 0 1300 1.000 0.02 16.89 0 0 0| 0 0 0 0 1400 Total 0 0 0| 0 246 0 0 Indicative a-t-m Vol 18.00 Underlying Price 1155.000 Time to expiry: 197 Days Mar 11 208.000 0.90 23.21 0 0 0| 0 0 0 0 960 172.000 0.86 21.83 0 0 0| 0 0 0 0 1000 92.000 0.68 18.87 0 0 0| 0 27 0 0 1100 36.000 37.500 0.41 17.29 36.000 36.000 0 0 3| 0 83 0 0 1200 11.500 0.17 16.48 0 0 0| 0 46 0 0 1300 3.000 0.06 16.64 0 0 0| 0 0 0 0 1400 Total 0 0 3| 0 156 0 0 Total Calls 0 0 4| 5 663 +5 0 | Equity Options 21:59 Business Day Thu 2 Sep 2010 Previous Business Day Wed 1 Sep 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 1155.000 Time to expiry: 15 Days Sep 10 1.000 CAB 0.00 25.18 1.000 1.000 0 0 1| 0 18 0 0 880 CAB 0.00 22.02 0 0 0| 0 86 0 0 960 CAB 0.00 20.02 0 0 0| 0 101 0 0 1000 CAB -0.01 18.08 0 0 0| 0 18 0 0 1050 2.500 1.000 -0.06 15.31 2.500 2.500 0 0 2| 0 213 0 0 1100 13.000 -0.44 16.13 0 0 0| 0 127 0 0 1150 47.500 -0.87 16.15 0 0 0| 2 54 +2 0 1200 95.000 -1.00 16.01 0 0 0| 0 0 0 0 1250 145.000 -1.00 16.01 0 0 0| 0 0 0 0 1300 245.000 -1.00 18.33 0 0 0| 0 0 0 0 1400 Total 0 0 3| 2 617 +2 0 Indicative a-t-m Vol 16.68 Underlying Price 1155.000 Time to expiry: 106 Days Dec 10 1.500 -0.02 26.81 0 0 0| 0 7 0 0 880 3.500 -0.05 22.45 0 0 0| 0 104 0 0 960 6.000 -0.09 21.10 0 0 0| 0 87 0 0 1000 20.500 -0.28 17.67 0 0 0| 1 423 +1 0 1100 65.500 -0.65 15.87 0 0 0| 0 22 0 0 1200 146.000 -0.95 14.12 0 0 0| 0 0 0 0 1300 245.000 -1.00 15.98 0 0 0| 0 0 0 0 1400 Total 0 0 0| 1 643 +1 0 Indicative a-t-m Vol 16.97 Underlying Price 1155.000 Time to expiry: 197 Days Mar 11 13.500 11.500 -0.12 21.24 13.500 13.500 0 0 1| 0 32 0 0 960 17.000 -0.17 20.21 0 0 0| 0 41 0 0 1000 42.500 42.000 -0.38 17.94 42.500 42.500 0 0 3| 0 12 0 0 1100 92.500 -0.65 16.18 0 0 0| 0 6 0 0 1200 169.500 -0.88 14.92 0 0 0| 0 0 0 0 1300 263.500 -0.98 14.16 0 0 0| 0 0 0 0 1400 Total 0 0 4| 0 91 0 0 Total Puts 0 0 7| 3 1,351 +3 0 Grand Total 0 30,406 30,417| 8 2,014 +8 0 Equity Options 21:59 Business Day Thu 2 Sep 2010 Previous Business Day Wed 1 Sep 2010 Page 45 Calls | Block | Opening Settle Delta Vola- Daily Trade Bclear Total | Official **Open Change Exer- Exer Trans Price tility High Low Volume Volume*** Volume | Volume Int cises Price | Severn Trent PLC - STND Option (SVT) Indicative a-t-m Vol 18.18 Underlying Price 1331.000 Time to expiry: 15 Days Sep 10 371.500 1.00 51.55 0 0 0| 0 0 0 0 960 331.500 1.00 46.49 0 0 0| 0 0 0 0 1000 231.500 1.00 34.42 0 0 0| 0 0 0 0 1100 181.500 0.99 28.97 0 0 0| 0 0 0 0 1150 132.000 0.98 24.30 0 0 0| 0 0 0 0 1200 82.500 0.94 19.45 0 0 0| 0 7 0 0 1250 39.500 0.74 18.19 0 0 0| 0 56 0 0 1300 12.500 0.36 18.17 0 0 0| 0 123 0 0 1350 3.000 3.000 0.12 20.15 3.000 3.000 0 0 1| 0 30 0 0 1400 CAB 0.00 20.59 0 0 0| 0 0 0 0 1500 CAB 0.00 21.47 0 0 0| 0 0 0 0 1600 Total 0 0 1| 0 216 0 0 Indicative a-t-m Vol 19.20 Underlying Price 1331.000 Time to expiry: 106 Days Dec 10 373.500 0.99 30.09 0 0 0| 0 0 0 0 960 334.000 0.98 28.37 0 0 0| 0 0 0 0 1000 236.500 0.95 24.43 0 0 0| 0 0 0 0 1100 145.000 0.85 21.55 0 0 0| 0 3 0 0 1200 69.500 0.62 19.41 0 0 0| 0 21 0 0 1300 25.000 0.32 18.73 0 0 0| 0 28 0 0 1400 2.500 0.05 20.65 0 0 0| 0 0 0 0 1600 Total 0 0 0| 0 52 0 0 Indicative a-t-m Vol 20.20 Underlying Price 1331.000 Time to expiry: 197 Days Mar 11 336.500 0.96 28.57 0 0 0| 0 0 0 0 1000 241.500 0.90 24.74 0 0 0| 0 0 0 0 1100 155.500 0.78 22.13 0 0 0| 0 0 0 0 1200 87.000 0.58 20.51 0 0 0| 0 0 0 0 1300 42.000 0.36 19.52 0 0 0| 0 25 0 0 1400 7.500 0.09 19.14 0 0 0| 0 0 0 0 1600 Total 0 0 0| 0 25 0 0 Total Calls 0 0 1| 0 293 0 0 | Equity Options 21:59 Business Day Thu 2 Sep 2010 Previous Business Day Wed 1 Sep 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 19.26 Underlying Price 1331.000 Time to expiry: 15 Days Sep 10 CAB 0.00 35.64 0 0 0| 0 53 0 0 960 CAB 0.00 35.64 0 0 0| 0 134 0 0 1000 CAB 0.00 30.98 0 0 0| 0 20 0 0 1100 CAB -0.01 27.72 0 0 0| 0 61 0 0 1150 0.500 -0.02 24.01 0 0 0| 0 22 0 0 1200 2.000 -0.08 21.39 0 0 0| 0 15 0 0 1250 8.500 -0.27 18.94 0 0 0| 0 4 0 0 1300 32.500 -0.63 19.45 0 0 0| 0 13 0 0 1350 71.500 -0.89 19.13 0 0 0| 0 0 0 0 1400 169.000 -1.00 20.46 0 0 0| 0 0 0 0 1500 269.000 -1.00 25.78 0 0 0| 0 0 0 0 1600 Total 0 0 0| 0 322 0 0 Indicative a-t-m Vol 19.18 Underlying Price 1331.000 Time to expiry: 106 Days Dec 10 1.000 -0.02 27.88 0 0 0| 0 0 0 0 960 2.000 -0.03 26.70 0 0 0| 0 57 0 0 1000 6.000 -0.08 23.78 0 0 0| 0 9 0 0 1100 18.000 -0.20 21.05 0 0 0| 0 9 0 0 1200 49.500 -0.45 19.28 0 0 0| 0 3 0 0 1300 112.000 -0.73 18.95 0 0 0| 0 7 0 0 1400 293.000 -0.95 21.74 0 0 0| 0 0 0 0 1600 Total 0 0 0| 0 85 0 0 Indicative a-t-m Vol 20.46 Underlying Price 1331.000 Time to expiry: 197 Days Mar 11 8.500 -0.07 26.64 0 0 0| 0 0 0 0 1000 18.000 -0.14 24.15 0 0 0| 0 1 0 0 1100 37.500 -0.26 22.09 0 0 0| 0 12 0 0 1200 73.500 -0.45 20.71 0 0 0| 0 28 0 0 1300 131.000 -0.65 19.91 0 0 0| 0 0 0 0 1400 298.000 -0.90 20.47 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 31,728 31,729| 0 741 0 0 Equity Options 21:59 Business Day Thu 2 Sep 2010 Previous Business Day Wed 1 Sep 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 23.21 Underlying Price 1447.000 Time to expiry: 15 Days Sep 10 448.000 0.99 82.02 0 0 0| 0 0 0 0 1000 347.500 0.99 60.76 0 0 0| 0 1 0 0 1100 247.500 0.99 42.97 0 0 0| 0 0 0 0 1200 148.500 0.96 31.13 0 0 0| 0 14 0 0 1300 100.500 0.90 26.67 0 0 0| 0 3 0 0 1350 57.500 0.75 24.14 0 0 0| 0 10 0 0 1400 26.000 0.49 23.15 0 0 0| 0 6 0 0 1450 8.500 0.22 22.18 0 0 0| 0 110 0 0 1500 2.500 0.08 22.85 0 0 0| 0 250 0 0 1550 1.000 0.03 25.71 0 0 0| 0 269 0 0 1600 0.500 0.01 33.38 0 0 0| 0 0 0 0 1700 CAB 0.00 38.85 0 0 0| 0 1 0 0 1800 Total 0 0 0| 0 664 0 0 Indicative a-t-m Vol 26.07 Underlying Price 1447.000 Time to expiry: 106 Days Dec 10 450.000 0.98 35.49 0 0 0| 0 0 0 0 1000 263.000 0.89 31.01 0 0 0| 0 0 0 0 1200 178.500 0.78 28.45 0 0 0| 0 10 0 0 1300 108.000 0.62 26.54 0 0 0| 0 5 0 0 1400 58.000 0.43 25.54 0 0 0| 0 6 0 0 1500 28.500 0.26 25.37 0 0 0| 65 121 +64 0 1600 5.500 6.500 0.07 26.35 5.500 5.500 0 0 15| 0 32 0 0 1800 Total 0 0 15| 65 174 +64 0 Indicative a-t-m Vol 26.27 Underlying Price 1447.000 Time to expiry: 197 Days Mar 11 457.000 0.95 33.10 0 0 0| 0 0 0 0 1000 281.000 0.84 30.22 0 0 0| 0 0 0 0 1200 204.000 0.74 28.49 0 0 0| 0 1 0 0 1300 138.000 0.61 26.80 0 0 0| 0 3 0 0 1400 87.000 0.47 25.67 0 0 0| 0 6 0 0 1500 50.000 0.32 24.65 0 0 0| 0 8 0 0 1600 14.500 0.13 23.92 0 0 0| 0 3 0 0 1800 Total 0 0 0| 0 21 0 0 Total Calls 0 0 15| 65 859 +64 0 | Equity Options 21:59 Business Day Thu 2 Sep 2010 Previous Business Day Wed 1 Sep 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 22.27 Underlying Price 1447.000 Time to expiry: 15 Days Sep 10 0.500 -0.01 75.29 0 0 0| 0 1 0 0 1000 1.000 -0.01 59.62 0 0 0| 0 0 0 0 1100 1.000 -0.02 42.68 0 0 0| 0 6 0 0 1200 1.000 -0.03 27.78 0 0 0| 0 303 0 0 1300 3.000 -0.08 24.30 0 0 0| 0 13 0 0 1350 10.000 -0.24 22.84 0 0 0| 0 7 0 0 1400 29.000 -0.51 22.24 0 0 0| 0 70 0 0 1450 61.000 -0.79 20.90 0 0 0| 0 5 0 0 1500 106.000 -0.93 22.48 0 0 0| 0 0 0 0 1550 154.500 -0.98 24.68 0 0 0| 0 0 0 0 1600 254.500 -0.99 33.08 0 0 0| 0 0 0 0 1700 354.000 -1.00 37.79 0 0 0| 0 0 0 0 1800 Total 0 0 0| 0 405 0 0 Indicative a-t-m Vol 25.79 Underlying Price 1447.000 Time to expiry: 106 Days Dec 10 4.000 -0.03 38.97 0 0 0| 0 1 0 0 1000 13.500 -0.11 30.19 0 0 0| 0 1 0 0 1200 29.000 -0.21 27.98 0 0 0| 0 1 0 0 1300 59.000 -0.38 26.33 0 0 0| 0 3 0 0 1400 108.500 -0.58 25.18 0 0 0| 0 4 0 0 1500 178.000 -0.76 24.48 0 0 0| 0 0 0 0 1600 356.000 -0.96 23.27 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 1447.000 Time to expiry: 197 Days Mar 11 9.000 -0.05 33.62 0 0 0| 0 3 0 0 1000 30.500 -0.17 29.42 0 0 0| 0 5 0 0 1200 54.000 -0.27 27.85 0 0 0| 0 0 0 0 1300 88.500 -0.40 26.35 0 0 0| 0 8 0 0 1400 138.000 -0.54 25.19 0 0 0| 0 0 0 0 1500 201.500 -0.69 24.11 0 0 0| 0 0 0 0 1600 366.000 -0.89 22.84 0 0 0| 1 1 0 0 1800 Total 0 0 0| 1 17 0 0 Total Puts 0 0 0| 1 432 0 0 Grand Total 0 34,372 34,387| 66 1,291 +64 0 Equity Options 21:59 Business Day Thu 2 Sep 2010 Previous Business Day Wed 1 Sep 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: 15 Days Sep 10 84.250 0.99 32.28 0 0 0| 0 0 0 0 460 64.250 0.98 29.05 0 0 0| 0 0 0 0 480 27.000 0.82 24.61 0 0 0| 0 0 0 0 520 12.000 0.58 21.85 0 0 0| 0 0 0 0 540 4.500 4.250 0.27 22.10 4.750 4.500 0 0 20| 0 35 0 0 560 1.500 1.000 0.09 22.63 1.500 1.500 0 0 30| 0 20 0 0 580 0.500 0.03 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 0.00 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 50| 0 355 0 0 Indicative a-t-m Vol 23.61 Underlying Price 544.000 Time to expiry: 106 Days Dec 10 106.000 0.95 28.61 0 0 0| 0 0 0 0 440 69.750 0.84 26.04 0 0 0| 0 0 0 0 480 40.250 0.65 24.63 0 0 0| 0 0 0 0 520 28.250 0.54 23.75 0 0 0| 0 0 0 0 540 19.000 0.42 23.04 0 0 0| 0 10 0 0 560 7.500 0.21 22.29 0 0 0| 0 113 0 0 600 2.500 0.09 22.19 0 0 0| 0 42 0 0 640 1.000 0.04 22.84 0 0 0| 0 400 0 0 680 0.500 0.02 24.10 0 0 0| 0 29 0 0 720 CAB 0.00 26.55 0 0 0| 0 8 0 0 800 Total 0 0 0| 0 602 0 0 Indicative a-t-m Vol 23.93 Underlying Price 544.000 Time to expiry: 197 Days Mar 11 110.000 0.88 27.78 0 0 0| 0 0 0 0 440 77.250 0.77 25.98 0 0 0| 0 6 0 0 480 50.500 0.63 24.78 0 0 0| 0 0 0 0 520 29.500 0.46 23.37 0 0 0| 0 65 0 0 560 15.750 0.30 22.57 0 0 0| 0 8 0 0 600 7.500 0.17 21.87 0 0 0| 0 20 0 0 640 3.750 0.10 22.38 0 0 0| 0 0 0 0 680 2.000 0.06 23.02 0 0 0| 0 4 0 0 720 1.000 0.03 26.20 0 0 0| 0 0 0 0 800 Total 0 0 0| 0 103 0 0 Total Calls 0 0 50| 0 1,060 0 0 | Equity Options 21:59 Business Day Thu 2 Sep 2010 Previous Business Day Wed 1 Sep 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: 15 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 3.000 -0.19 25.27 0 0 0| 0 0 0 0 520 8.250 8.000 -0.43 22.04 8.250 8.250 0 0 30| 0 7 0 0 540 20.750 -0.71 23.96 0 0 0| 0 72 0 0 560 37.500 -0.89 24.85 0 0 0| 0 54 0 0 580 56.500 -0.95 27.72 0 0 0| 0 14 0 0 600 76.250 -0.98 31.11 0 0 0| 0 5 0 0 620 96.000 -0.99 34.86 0 0 0| 0 24 0 0 640 116.000 -0.99 37.98 0 0 0| 0 5 0 0 660 136.000 -0.99 42.98 0 0 0| 0 47 0 0 680 176.000 -1.00 47.35 0 0 0| 0 10 0 0 720 216.000 -1.00 51.10 0 0 0| 0 0 0 0 760 256.000 -1.00 51.10 0 0 0| 0 0 0 0 800 Total 0 0 30| 0 242 0 0 Indicative a-t-m Vol 23.53 Underlying Price 544.000 Time to expiry: 106 Days Dec 10 3.250 -0.08 28.88 0 0 0| 0 0 0 0 440 8.000 -0.18 26.38 0 0 0| 0 29 0 0 480 18.500 18.000 -0.35 23.74 18.500 18.500 0 0 5| 7 32 +2 0 520 26.000 27.000 -0.47 23.68 26.000 26.000 0 0 79| 0 0 0 0 540 37.750 -0.59 22.92 0 0 0| 0 44 0 0 560 66.500 -0.79 22.47 0 0 0| 0 81 0 0 600 102.000 -0.91 22.87 0 0 0| 0 20 0 0 640 140.000 -0.97 22.15 0 0 0| 0 9 0 0 680 179.500 -0.99 22.48 0 0 0| 0 0 0 0 720 259.250 -1.00 22.72 0 0 0| 0 0 0 0 800 Total 0 0 84| 7 215 +2 0 Indicative a-t-m Vol 23.96 Underlying Price 544.000 Time to expiry: 197 Days Mar 11 7.750 -0.13 27.52 0 0 0| 0 0 0 0 440 15.500 -0.23 26.15 0 0 0| 0 18 0 0 480 28.250 -0.38 24.64 0 0 0| 0 16 0 0 520 47.500 -0.54 23.50 0 0 0| 0 34 0 0 560 73.750 -0.71 22.62 0 0 0| 0 0 0 0 600 105.500 -0.84 21.79 0 0 0| 0 6 0 0 640 142.000 -0.92 22.09 0 0 0| 0 0 0 0 680 180.500 -0.96 22.48 0 0 0| 0 0 0 0 720 259.500 -0.99 25.04 0 0 0| 0 0 0 0 800 Total 0 0 0| 0 74 0 0 Total Puts 0 0 114| 7 531 +2 0 Grand Total 0 43,626 43,790| 7 1,591 +2 0 Equity Options 21:59 Business Day Thu 2 Sep 2010 Previous Business Day Wed 1 Sep 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 27.23 Underlying Price 1836.000 Time to expiry: 15 Days Sep 10 636.500 1.00 70.34 0 0 0| 0 4 0 0 1200 536.500 1.00 56.47 0 0 0| 0 0 0 0 1300 436.500 1.00 49.10 0 0 0| 0 0 0 0 1400 336.500 0.99 38.77 0 0 0| 0 10 0 0 1500 287.000 0.99 37.08 0 0 0| 0 0 0 0 1550 237.500 0.98 33.93 0 0 0| 0 35 0 0 1600 189.500 0.94 33.26 0 0 0| 0 300 0 0 1650 143.000 0.89 31.16 0 0 0| 1 715 0 0 1700 100.000 0.80 29.11 0 0 0| 0 387 0 0 1750 67.500 63.500 0.64 28.07 67.500 S 67.500 S 0 0 1| 0 427 0 0 1800 29.000 35.000 0.46 26.91 29.000 29.000 0 0 2| 17 36 -5 0 1850 15.000 0.27 24.83 0 0 0| 12 245 0 0 1900 5.000 0.12 23.50 0 0 0| 0 13 0 0 1950 2.500 0.06 25.64 0 0 0| 0 107 0 0 2000 CAB 0.01 25.16 0 0 0| 0 137 0 0 2100 CAB 0.00 25.15 0 0 0| 0 17 0 0 2200 Total 0 0 3| 30 2,433 -5 0 Indicative a-t-m Vol 28.23 Underlying Price 1836.000 Time to expiry: 43 Days Oct 10 442.000 0.96 45.89 0 0 0| 0 0 0 0 1400 344.500 0.94 40.17 0 0 0| 0 0 0 0 1500 248.500 0.90 33.43 0 0 0| 0 10 0 0 1600 205.500 0.84 32.58 0 0 0| 0 0 0 0 1650 165.500 0.78 31.89 0 0 0| 0 20 0 0 1700 127.500 0.70 30.53 0 0 0| 1 1 +1 0 1750 93.500 0.60 29.24 0 0 0| 20 22 0 0 1800 63.000 65.000 0.49 27.83 63.000 63.000 0 0 3| 0 8 0 0 1850 43.000 0.38 26.91 0 0 0| 0 6 0 0 1900 27.000 0.27 26.34 0 0 0| 0 30 0 0 1950 15.500 0.18 25.50 0 0 0| 0 20 0 0 2000 3.500 0.06 23.85 0 0 0| 0 215 0 0 2100 0.500 0.01 22.51 0 0 0| 0 0 0 0 2200 Total 0 0 3| 21 332 +1 0 Indicative a-t-m Vol 30.22 Underlying Price 1836.000 Time to expiry: 78 Days Nov 10 450.500 0.93 42.61 0 0 0| 0 0 0 0 1400 357.500 0.89 38.72 0 0 0| 0 0 0 0 1500 269.500 0.82 35.21 0 0 0| 0 0 0 0 1600 229.000 0.78 33.94 0 0 0| 0 0 0 0 1650 192.500 0.72 33.40 0 0 0| 0 0 0 0 1700 157.000 0.66 32.07 0 0 0| 0 4 0 0 1750 124.500 0.59 30.79 0 0 0| 1 2 0 0 1800 97.000 0.51 30.00 0 0 0| 0 0 0 0 1850 79.000 73.500 0.43 29.21 79.000 74.000 0 0 5| 0 7 0 0 1900 39.000 0.28 27.88 0 0 0| 0 0 0 0 2000 Equity Options 21:59 Business Day Thu 2 Sep 2010 Previous Business Day Wed 1 Sep 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 | 18.000 0.16 26.77 0 0 0| 70 70 +70 0 2100 7.000 0.07 25.57 0 0 0| 0 0 0 0 2200 Total 0 0 5| 71 83 +70 0 Indicative a-t-m Vol 31.24 Underlying Price 1836.000 Time to expiry: 106 Days Dec 10 457.000 0.91 40.74 0 0 0| 0 8 0 0 1400 366.500 0.87 37.43 0 0 0| 0 0 0 0 1500 282.500 0.80 34.82 0 0 0| 4 6 0 0 1600 211.500 0.70 34.16 0 0 0| 0 26 0 0 1700 146.000 0.58 31.84 0 0 0| 0 60 0 0 1800 93.500 0.45 30.17 0 0 0| 0 453 0 0 1900 55.500 0.32 28.75 0 0 0| 5 367 +1 0 2000 15.500 0.12 26.94 0 0 0| 30 138 +29 0 2200 3.500 0.04 26.25 0 0 0| 0 2 0 0 2400 Total 0 0 0| 39 1,060 +30 0 Indicative a-t-m Vol 32.53 Underlying Price 1836.000 Time to expiry: 197 Days Mar 11 481.500 0.87 40.31 0 0 0| 0 14 0 0 1400 397.500 0.82 37.78 0 0 0| 0 1 0 0 1500 320.000 0.75 35.75 0 0 0| 0 50 0 0 1600 252.500 0.68 34.54 0 0 0| 0 213 0 0 1700 191.500 0.59 33.02 0 0 0| 0 24 0 0 1800 140.000 0.49 31.65 0 0 0| 0 26 0 0 1900 97.500 100.500 0.40 30.83 97.500 S 97.500 S 0 0 1| 0 44 0 0 2000 16.500 0.10 27.42 0 0 0| 3 24 -3 0 2400 Total 0 0 1| 3 396 -3 0 Total Calls 0 0 12| 164 4,304 +93 0 | Equity Options 21:59 Business Day Thu 2 Sep 2010 Previous Business Day Wed 1 Sep 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 28.76 Underlying Price 1836.000 Time to expiry: 15 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 CAB 0.00 45.72 0 0 0| 12 1,055 0 0 1400 0.500 -0.01 41.18 0 0 0| 0 388 0 0 1500 1.000 -0.02 39.11 0 0 0| 0 11 0 0 1550 1.500 -0.03 36.13 0 0 0| 1 349 -1 0 1600 4.500 3.500 -0.06 34.16 4.500 4.500 0 0 2| 2 243 0 0 1650 7.500 -0.12 32.32 0 0 0| 20 92 0 0 1700 18.500 15.000 -0.22 30.69 18.500 12.500 0 0 10| 12 159 +12 0 1750 29.000 -0.36 29.50 0 0 0| 0 36 0 0 1800 51.000 -0.54 28.47 0 0 0| 0 0 0 0 1850 82.000 -0.71 27.75 0 0 0| 0 21 0 0 1900 121.000 -0.85 26.72 0 0 0| 0 10 0 0 1950 167.000 -0.93 27.49 0 0 0| 5 7 -2 0 2000 265.000 -0.97 33.35 0 0 0| 0 0 0 0 2100 365.000 -0.98 41.28 0 0 0| 0 0 0 0 2200 Total 0 0 12| 52 2,611 +9 0 Indicative a-t-m Vol 28.28 Underlying Price 1836.000 Time to expiry: 43 Days Oct 10 4.000 -0.03 44.44 0 0 0| 0 0 0 0 1400 6.500 -0.06 38.62 0 0 0| 0 13 0 0 1500 14.000 -0.12 35.65 0 0 0| 10 49 -10 0 1600 19.500 -0.16 33.38 0 0 0| 0 6 0 0 1650 28.500 -0.23 32.27 0 0 0| 0 29 0 0 1700 40.000 -0.30 30.63 0 0 0| 0 9 0 0 1750 56.500 -0.40 29.43 0 0 0| 0 9 0 0 1800 77.500 -0.51 27.83 0 0 0| 0 7 0 0 1850 105.000 -0.62 26.80 0 0 0| 0 0 0 0 1900 138.500 -0.73 25.76 0 0 0| 0 10 0 0 1950 179.500 -0.81 26.51 0 0 0| 0 1 0 0 2000 266.500 -0.95 24.09 0 0 0| 0 0 0 0 2100 366.500 -0.96 29.92 0 0 0| 0 0 0 0 2200 Total 0 0 0| 10 133 -10 0 Indicative a-t-m Vol 30.51 Underlying Price 1836.000 Time to expiry: 78 Days Nov 10 11.500 -0.07 42.19 0 0 0| 0 0 0 0 1400 19.500 -0.11 38.95 0 0 0| 0 8 0 0 1500 32.000 -0.18 35.74 0 0 0| 0 3 0 0 1600 42.000 -0.23 34.69 0 0 0| 0 0 0 0 1650 54.000 -0.28 33.34 0 0 0| 0 4 0 0 1700 68.500 -0.34 32.06 0 0 0| 0 0 0 0 1750 87.500 -0.41 31.29 0 0 0| 0 0 0 0 1800 109.000 -0.49 30.20 0 0 0| 0 0 0 0 1850 135.500 -0.57 29.35 0 0 0| 0 0 0 0 1900 198.500 -0.73 27.23 0 0 0| 0 0 0 0 2000 280.500 -0.84 27.34 0 0 0| 0 0 0 0 2100 Equity Options 21:59 Business Day Thu 2 Sep 2010 Previous Business Day Wed 1 Sep 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 | 369.500 -0.92 26.37 0 0 0| 0 0 0 0 2200 Total 0 0 0| 0 15 0 0 Indicative a-t-m Vol 31.00 Underlying Price 1836.000 Time to expiry: 106 Days Dec 10 20.000 -0.09 41.89 0 0 0| 16 405 0 0 1400 29.000 -0.14 38.11 0 0 0| 0 373 0 0 1500 46.500 -0.21 36.04 0 0 0| 20 642 -10 0 1600 70.500 -0.30 33.76 0 0 0| 1 281 +1 0 1700 105.000 -0.42 31.50 0 0 0| 3 23 -3 0 1800 153.500 -0.55 30.10 0 0 0| 0 10 0 0 1900 216.500 -0.68 28.87 0 0 0| 0 8 0 0 2000 377.000 -0.88 27.48 0 0 0| 0 1 0 0 2200 565.500 -0.97 26.64 0 0 0| 0 0 0 0 2400 Total 0 0 0| 40 1,743 -12 0 Indicative a-t-m Vol 31.62 Underlying Price 1836.000 Time to expiry: 197 Days Mar 11 47.500 -0.15 39.36 0 0 0| 1 9 +1 0 1400 66.000 -0.21 37.21 0 0 0| 0 81 0 0 1500 91.500 -0.27 35.46 0 0 0| 0 24 0 0 1600 124.000 -0.35 33.77 0 0 0| 0 216 0 0 1700 164.500 -0.44 32.14 0 0 0| 0 23 0 0 1800 215.500 -0.54 30.68 0 0 0| 0 8 0 0 1900 280.000 -0.63 30.13 0 0 0| 0 35 0 0 2000 599.000 -0.93 24.82 0 0 0| 0 0 0 0 2400 Total 0 0 0| 1 396 +1 0 Total Puts 0 0 12| 103 4,898 -12 0 Grand Total 0 76,676 76,700| 267 9,202 +81 0 Equity Options 21:59 Business Day Thu 2 Sep 2010 Previous Business Day Wed 1 Sep 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 21.95 Underlying Price 213.000 Time to expiry: 15 Days Sep 10 73.000 1.00 66.85 0 0 0| 0 0 0 0 140 63.000 1.00 62.98 0 0 0| 0 0 0 0 150 53.000 0.99 57.45 0 0 0| 0 0 0 0 160 43.000 0.99 46.72 0 0 0| 0 0 0 0 170 38.000 0.99 40.15 0 0 0| 0 0 0 0 175 33.000 0.99 33.77 0 0 0| 0 0 0 0 180 28.250 0.98 31.88 0 0 0| 0 0 0 0 185 23.250 0.98 27.95 0 0 0| 0 0 0 0 190 18.250 0.97 22.63 0 0 0| 0 0 0 0 195 13.750 0.88 26.17 0 0 0| 0 0 0 0 200 9.500 0.78 24.53 0 0 0| 0 0 0 0 205 5.750 0.63 22.93 0 0 0| 0 22 0 0 210 3.000 0.43 21.30 0 0 0| 0 0 0 0 215 1.000 0.21 18.57 0 0 0| 0 111 0 0 220 CAB 0.03 19.33 0 0 0| 0 13 0 0 230 CAB 0.01 22.40 0 0 0| 0 42 0 0 240 Total 0 0 0| 0 188 0 0 Indicative a-t-m Vol 22.76 Underlying Price 213.000 Time to expiry: 106 Days Dec 10 73.500 0.98 38.77 0 0 0| 0 0 0 0 140 54.000 0.96 33.27 0 0 0| 0 0 0 0 160 44.500 0.93 30.23 0 0 0| 0 0 0 0 170 35.500 0.88 28.83 0 0 0| 0 0 0 0 180 26.250 0.82 25.08 0 0 0| 0 0 0 0 190 18.750 0.71 24.06 0 0 0| 0 84 0 0 200 12.250 0.58 23.00 0 0 0| 0 154 0 0 210 7.500 0.42 22.21 0 0 0| 0 111 0 0 220 4.250 0.29 22.14 0 0 0| 0 0 0 0 230 2.250 0.18 22.27 0 0 0| 0 0 0 0 240 Total 0 0 0| 0 349 0 0 Indicative a-t-m Vol 25.10 Underlying Price 213.000 Time to expiry: 197 Days Mar 11 74.250 0.97 34.95 0 0 0| 0 0 0 0 140 55.250 0.93 31.17 0 0 0| 0 0 0 0 160 46.250 0.89 29.59 0 0 0| 0 0 0 0 170 37.750 0.84 28.29 0 0 0| 0 40 0 0 180 29.750 0.77 27.04 0 0 0| 0 41 0 0 190 23.000 0.68 26.27 0 0 0| 0 20 0 0 200 16.750 0.58 25.21 0 0 0| 0 0 0 0 210 11.500 12.000 0.47 24.82 11.500 11.500 0 0 33| 0 5 0 0 220 7.750 8.500 0.37 24.42 7.750 7.750 0 0 24| 0 3 0 0 230 5.500 0.28 24.04 0 0 0| 0 5 0 0 240 Total 0 0 57| 0 114 0 0 Total Calls 0 0 57| 0 651 0 0 | Equity Options 21:59 Business Day Thu 2 Sep 2010 Previous Business Day Wed 1 Sep 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 24.11 Underlying Price 213.000 Time to expiry: 15 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 0.00 29.42 0 0 0| 0 158 0 0 180 CAB -0.01 27.07 0 0 0| 0 0 0 0 185 CAB -0.02 28.29 0 0 0| 0 57 0 0 190 0.250 -0.03 23.72 0 0 0| 0 0 0 0 195 0.750 -0.11 25.74 0 0 0| 0 57 0 0 200 1.500 -0.22 24.87 0 0 0| 0 1 0 0 205 3.000 -0.38 24.01 0 0 0| 0 81 0 0 210 5.250 -0.56 24.18 0 0 0| 0 46 0 0 215 8.750 -0.72 24.75 0 0 0| 0 35 0 0 220 17.250 -0.94 23.81 0 0 0| 0 0 0 0 230 27.000 -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 24.75 Underlying Price 213.000 Time to expiry: 106 Days Dec 10 CAB 0.00 22.86 0 0 0| 0 0 0 0 140 0.500 -0.03 29.76 0 0 0| 0 115 0 0 160 1.000 -0.07 29.70 0 0 0| 0 2 0 0 170 2.250 -0.13 29.63 0 0 0| 0 65 0 0 180 3.500 -0.19 27.09 0 0 0| 0 24 0 0 190 5.750 6.250 -0.30 26.23 5.750 5.750 0 0 25| 0 50 0 0 200 9.750 -0.43 24.81 0 0 0| 0 8 0 0 210 15.000 -0.57 24.62 0 0 0| 0 3 0 0 220 21.750 -0.70 24.26 0 0 0| 0 0 0 0 230 29.750 -0.79 24.89 0 0 0| 0 0 0 0 240 Total 0 0 25| 0 267 0 0 Indicative a-t-m Vol 24.04 Underlying Price 213.000 Time to expiry: 197 Days Mar 11 1.250 -0.05 34.93 0 0 0| 0 0 0 0 140 2.750 -0.11 31.02 0 0 0| 0 72 0 0 160 4.250 -0.16 29.68 0 0 0| 0 15 0 0 170 6.250 -0.23 27.81 0 0 0| 5 12 -5 0 180 8.750 -0.31 26.18 0 0 0| 0 75 0 0 190 12.500 -0.41 25.19 0 0 0| 0 24 0 0 200 17.000 17.250 -0.51 24.26 17.000 17.000 0 0 20| 0 20 0 0 210 23.000 -0.62 23.54 0 0 0| 0 8 0 0 220 30.000 -0.72 22.99 0 0 0| 0 0 0 0 230 37.750 -0.81 22.44 0 0 0| 0 5 0 0 240 Total 0 0 20| 5 231 -5 0 Total Puts 0 0 45| 5 1,020 -5 0 Grand Total 0 47,592 47,694| 5 1,671 -5 0 Equity Options 21:59 Business Day Thu 2 Sep 2010 Previous Business Day Wed 1 Sep 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 21.06 Underlying Price 432.700 Time to expiry: 15 Days Sep 10 72.750 1.00 27.21 0 0 0| 0 0 0 0 360 52.750 0.99 25.21 0 0 0| 0 0 0 0 380 33.250 0.94 24.21 0 0 0| 0 0 0 0 400 24.000 0.88 22.82 0 0 0| 0 0 0 0 410 15.750 0.75 21.91 0 0 0| 0 0 0 0 420 9.250 0.57 21.30 0 0 0| 0 0 0 0 430 4.500 0.36 20.49 0 0 0| 0 0 0 0 440 1.750 0.18 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 23.83 Underlying Price 432.700 Time to expiry: 106 Days Dec 10 75.250 0.93 26.75 0 0 0| 0 0 0 0 360 41.500 0.76 24.67 0 0 0| 0 0 0 0 400 27.750 0.63 23.77 0 0 0| 0 0 0 0 420 18.000 0.47 23.86 0 0 0| 0 10 0 0 440 9.500 10.500 0.33 23.46 9.500 9.500 0 0 5| 60 50 +45 0 460 5.750 0.21 22.98 0 0 0| 0 68 0 0 480 1.250 0.06 22.10 0 0 0| 0 36 0 0 520 CAB 0.01 20.36 0 0 0| 0 20 0 0 560 Total 0 0 5| 60 184 +45 0 Indicative a-t-m Vol 24.44 Underlying Price 432.700 Time to expiry: 197 Days Mar 11 78.750 0.86 28.47 0 0 0| 0 0 0 0 360 48.000 0.70 26.01 0 0 0| 2 2 +2 0 400 35.000 0.59 24.86 0 0 0| 0 0 0 0 420 25.000 0.48 24.21 0 0 0| 0 4 0 0 440 17.750 0.38 24.22 0 0 0| 0 0 0 0 460 11.500 0.28 23.23 0 0 0| 0 8 0 0 480 4.250 0.13 22.32 0 0 0| 0 0 0 0 520 1.250 0.05 21.33 0 0 0| 0 35 0 0 560 Total 0 0 0| 2 49 +2 0 Total Calls 0 0 5| 62 312 +47 0 | Equity Options 21:59 Business Day Thu 2 Sep 2010 Previous Business Day Wed 1 Sep 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 21.06 Underlying Price 432.700 Time to expiry: 15 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 0.500 -0.06 24.21 0 0 0| 0 9 0 0 400 1.250 -0.12 22.82 0 0 0| 0 8 0 0 410 3.000 -0.25 21.91 0 0 0| 0 25 0 0 420 6.250 -0.43 21.30 0 0 0| 0 0 0 0 430 11.500 -0.64 20.49 0 0 0| 10 2 -10 0 440 19.000 -0.82 20.05 0 0 0| 0 0 0 0 450 27.750 -0.93 19.52 0 0 0| 0 16 0 0 460 37.250 -0.99 18.62 0 0 0| 0 0 0 0 470 47.250 -1.00 18.23 0 0 0| 0 2 0 0 480 57.250 -1.00 18.18 0 0 0| 0 0 0 0 490 67.250 -1.00 18.13 0 0 0| 0 0 0 0 500 87.250 -1.00 18.02 0 0 0| 0 0 0 0 520 127.250 -1.00 17.68 0 0 0| 0 0 0 0 560 Total 0 0 0| 10 86 -10 0 Indicative a-t-m Vol 23.83 Underlying Price 432.700 Time to expiry: 106 Days Dec 10 3.500 -0.11 26.75 0 0 0| 0 10 0 0 360 11.250 -0.29 24.67 0 0 0| 0 259 0 0 400 18.750 -0.43 23.77 0 0 0| 10 13 +10 0 420 29.750 -0.57 23.86 0 0 0| 0 0 0 0 440 43.000 -0.70 23.46 0 0 0| 0 2 0 0 460 58.750 -0.81 22.98 0 0 0| 0 0 0 0 480 94.750 -0.95 22.10 0 0 0| 0 0 0 0 520 133.750 -0.99 20.53 0 0 0| 0 0 0 0 560 Total 0 0 0| 10 284 +10 0 Indicative a-t-m Vol 24.44 Underlying Price 432.700 Time to expiry: 197 Days Mar 11 9.500 -0.18 28.47 0 0 0| 0 0 0 0 360 20.000 19.750 -0.33 26.01 20.000 20.000 0 0 2| 0 23 0 0 400 27.500 -0.43 24.86 0 0 0| 0 0 0 0 420 37.500 -0.53 24.21 0 0 0| 0 40 0 0 440 50.500 -0.63 24.22 0 0 0| 0 10 0 0 460 64.250 -0.73 23.23 0 0 0| 0 0 0 0 480 97.250 -0.88 22.32 0 0 0| 0 0 0 0 520 134.500 -0.96 21.33 0 0 0| 0 0 0 0 560 Total 0 0 2| 0 73 0 0 Total Puts 0 0 2| 20 443 0 0 Grand Total 0 40,982 40,989| 82 755 +47 0 Equity Options 21:59 Business Day Thu 2 Sep 2010 Previous Business Day Wed 1 Sep 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 15.31 Underlying Price 412.200 Time to expiry: 15 Days Sep 10 92.250 1.00 47.79 0 0 0| 0 0 0 0 320 72.500 0.99 39.64 0 0 0| 0 0 0 0 340 52.500 0.99 29.19 0 0 0| 0 5 0 0 360 42.500 0.97 27.44 0 0 0| 0 0 0 0 370 32.500 0.96 21.94 0 0 0| 1 4 0 0 380 22.750 0.93 18.67 0 0 0| 0 10 0 0 390 14.000 0.80 17.95 0 0 0| 1 1,659 -1 0 400 6.500 0.58 15.13 0 0 0| 10 97 +10 0 410 2.500 0.29 15.71 0 0 0| 0 634 0 0 420 0.250 0.04 17.09 0 0 0| 2 1,675 -2 0 440 CAB 0.01 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 0| 14 4,753 +7 0 Indicative a-t-m Vol 18.04 Underlying Price 412.200 Time to expiry: 43 Days Oct 10 72.750 0.98 29.69 0 0 0| 0 0 0 0 340 53.000 0.97 23.20 0 0 0| 0 0 0 0 360 34.250 0.88 21.36 0 0 0| 0 0 0 0 380 25.750 0.80 20.47 0 0 0| 0 0 0 0 390 17.750 0.70 19.27 0 0 0| 0 10 0 0 400 11.250 0.55 18.28 0 0 0| 0 562 0 0 410 6.250 6.250 0.39 17.48 6.250 6.250 0 0 6| 20 1,002 +20 0 420 1.500 0.13 17.01 0 0 0| 0 0 0 0 440 CAB 0.02 15.01 0 0 0| 0 0 0 0 460 Total 0 0 6| 20 1,574 +20 0 Indicative a-t-m Vol 18.84 Underlying Price 412.200 Time to expiry: 78 Days Nov 10 53.500 0.93 23.45 0 0 0| 0 0 0 0 360 35.500 0.83 21.26 0 0 0| 0 0 0 0 380 27.500 0.75 20.71 0 0 0| 0 0 0 0 390 20.500 0.65 19.92 0 0 0| 0 0 0 0 400 14.250 0.53 18.98 0 0 0| 0 0 0 0 410 9.500 0.41 18.51 0 0 0| 10 60 +10 0 420 3.500 0.20 17.44 0 0 0| 0 0 0 0 440 1.250 0.08 17.69 0 0 0| 0 0 0 0 460 Total 0 0 0| 10 60 +10 0 Indicative a-t-m Vol 19.55 Underlying Price 412.200 Time to expiry: 106 Days Dec 10 172.500 1.00 47.64 0 0 0| 0 0 0 0 240 132.500 0.99 36.78 0 0 0| 0 0 0 0 280 93.000 0.97 29.72 0 0 0| 0 3 0 0 320 54.500 0.89 23.90 0 0 0| 0 0 0 0 360 37.750 0.78 22.40 0 0 0| 0 0 0 0 380 23.000 0.62 20.42 0 0 0| 1 1,112 0 0 400 Equity Options 21:59 Business Day Thu 2 Sep 2010 Previous Business Day Wed 1 Sep 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 | 12.250 0.42 19.08 0 0 0| 0 2,489 0 0 420 5.250 0.24 17.93 0 0 0| 0 1,219 0 0 440 2.000 0.11 17.12 0 0 0| 0 553 0 0 460 0.750 0.04 17.04 0 0 0| 0 1,223 0 0 480 0.250 0.01 24.64 0 0 0| 0 170 0 0 560 Total 0 0 0| 1 6,769 0 0 Indicative a-t-m Vol 20.13 Underlying Price 412.200 Time to expiry: 197 Days Mar 11 94.250 0.93 28.03 0 0 0| 0 0 0 0 320 58.750 0.81 23.83 0 0 0| 0 0 0 0 360 43.250 0.71 22.35 0 0 0| 0 25 0 0 380 29.750 0.59 20.80 0 0 0| 0 148 0 0 400 20.500 19.000 0.46 19.77 20.500 20.500 0 0 25| 0 596 0 0 420 11.000 11.500 0.33 18.91 11.000 11.000 0 0 12| 10 261 0 0 440 6.250 0.21 18.22 0 0 0| 0 126 0 0 460 3.250 0.13 17.99 0 0 0| 870 918 +870 0 480 0.250 0.02 19.31 0 0 0| 0 0 0 0 560 Total 0 0 37| 880 2,074 +870 0 Indicative a-t-m Vol 20.92 Underlying Price 412.200 Time to expiry: 288 Days Jun 11 95.500 0.91 27.38 0 0 0| 0 0 0 0 320 61.000 0.78 23.71 0 0 0| 0 100 0 0 360 46.250 0.69 22.48 0 0 0| 0 241 0 0 380 33.500 0.59 21.33 0 0 0| 0 50 0 0 400 23.500 0.48 20.70 0 0 0| 0 185 0 0 420 15.500 0.36 19.94 0 0 0| 0 278 0 0 440 5.500 0.17 18.61 0 0 0| 24 24 +24 0 480 Total 0 0 0| 24 878 +24 0 Indicative a-t-m Vol 21.63 Underlying Price 412.200 Time to expiry: 470 Days Dec 11 134.750 0.93 31.99 0 0 0| 0 3 0 0 280 99.000 0.85 28.17 0 0 0| 0 0 0 0 320 66.750 0.74 24.66 0 0 0| 0 0 0 0 360 40.500 0.58 22.20 0 0 0| 0 0 0 0 400 21.750 0.40 20.43 0 0 0| 0 0 0 0 440 13.000 0.26 21.02 0 0 0| 0 0 0 0 480 Total 0 0 0| 0 3 0 0 Indicative a-t-m Vol 23.40 Underlying Price 412.200 Time to expiry: 652 Days Jun 12 103.000 0.82 29.00 0 0 0| 0 0 0 0 320 72.750 0.71 25.93 0 0 0| 0 0 0 0 360 48.000 0.58 23.75 0 0 0| 0 0 0 0 400 30.750 0.44 22.68 0 0 0| 0 0 0 0 440 Total 0 0 0| 0 0 0 0 Indicative a-t-m Vol 22.93 Underlying Price 412.200 Time to expiry: 841 Days Dec 12 105.750 0.81 29.00 0 0 0| 0 0 0 0 320 75.250 0.71 25.33 0 0 0| 0 0 0 0 360 Equity Options 21:59 Business Day Thu 2 Sep 2010 Previous Business Day Wed 1 Sep 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 | 51.500 0.58 23.45 0 0 0| 0 850 0 0 400 33.250 0.44 21.84 0 0 0| 0 0 0 0 440 21.500 0.33 21.25 0 0 0| 0 0 0 0 480 Total 0 0 0| 0 850 0 0 Total Calls 0 0 43| 949 16,961 +931 0 | Equity Options 21:59 Business Day Thu 2 Sep 2010 Previous Business Day Wed 1 Sep 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 15.87 Underlying Price 412.200 Time to expiry: 15 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 0.250 -0.02 25.29 0 0 0| 0 383 0 0 370 0.250 -0.03 20.47 0 0 0| 50 7,695 +50 0 380 0.750 -0.09 19.97 0 0 0| 0 279 0 0 390 1.750 -0.20 17.51 0 0 0| 0 610 -100 0 400 4.500 -0.43 16.21 0 0 0| 2 49 0 0 410 10.000 -0.72 15.06 0 0 0| 2 929 -2 0 420 28.250 -0.93 21.30 0 0 0| 0 150 0 0 440 48.000 -0.98 26.63 0 0 0| 0 15 0 0 460 68.000 -0.99 33.14 0 0 0| 0 0 0 0 480 147.750 -1.00 40.00 0 0 0| 0 0 0 0 560 Total 0 0 0| 54 11,527 -52 0 Indicative a-t-m Vol 18.39 Underlying Price 412.200 Time to expiry: 43 Days Oct 10 0.500 -0.03 29.20 0 0 0| 0 0 0 0 340 1.000 -0.07 25.00 0 0 0| 0 10 0 0 360 2.750 -0.16 21.73 0 0 0| 0 904 0 0 380 5.250 4.500 -0.25 20.67 5.250 5.250 0 0 25| 25 635 +9 0 390 8.250 7.250 -0.37 19.59 8.250 8.250 0 0 25| 0 37 0 0 400 11.500 -0.51 18.59 0 0 0| 0 22 0 0 410 17.250 -0.66 17.91 0 0 0| 0 55 0 0 420 33.500 -0.87 18.69 0 0 0| 0 0 0 0 440 52.000 -0.96 18.93 0 0 0| 0 0 0 0 460 Total 0 0 50| 25 1,663 +9 0 Indicative a-t-m Vol 18.91 Underlying Price 412.200 Time to expiry: 78 Days Nov 10 2.500 -0.11 23.55 0 0 0| 0 0 0 0 360 5.750 -0.22 21.92 0 0 0| 0 0 0 0 380 8.000 -0.30 20.90 0 0 0| 25 50 +25 0 390 10.750 -0.39 19.70 0 0 0| 0 2 0 0 400 15.250 -0.50 19.15 0 0 0| 20 20 +20 0 410 20.500 -0.61 18.34 0 0 0| 0 0 0 0 420 35.250 -0.80 18.37 0 0 0| 0 0 0 0 440 52.750 -0.92 17.84 0 0 0| 0 0 0 0 460 Total 0 0 0| 45 72 +45 0 Indicative a-t-m Vol 19.43 Underlying Price 412.200 Time to expiry: 106 Days Dec 10 CAB 0.00 27.98 0 0 0| 0 81 0 0 240 CAB 0.00 27.34 0 0 0| 0 349 0 0 280 1.000 -0.04 26.33 0 0 0| 127 567 -88 0 320 4.250 4.000 -0.14 23.24 4.250 4.000 0 0 275| 10 3,363 -10 0 360 8.000 -0.25 22.36 0 0 0| 0 3,351 0 0 380 13.750 13.750 -0.40 20.52 13.750 13.750 0 0 20| 0 3,781 0 0 400 23.000 23.000 -0.59 18.85 23.000 23.000 0 0 25| 21 612 0 0 420 Equity Options 21:59 Business Day Thu 2 Sep 2010 Previous Business Day Wed 1 Sep 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 | 37.000 -0.76 18.39 0 0 0| 0 1,176 0 0 440 53.750 -0.88 18.19 0 0 0| 29 174 0 0 460 72.250 -0.95 17.86 0 0 0| 0 71 0 0 480 152.000 -0.98 28.20 0 0 0| 25 25 0 0 560 Total 0 0 320| 212 13,550 -98 0 Indicative a-t-m Vol 20.19 Underlying Price 412.200 Time to expiry: 197 Days Mar 11 3.750 -0.09 27.46 0 0 0| 0 50 0 0 320 9.250 -0.21 24.08 0 0 0| 5 149 +5 0 360 13.500 -0.29 22.13 0 0 0| 0 207 0 0 380 20.250 -0.41 20.82 0 0 0| 0 583 0 0 400 29.750 -0.54 19.84 0 0 0| 0 583 0 0 420 42.000 -0.68 19.09 0 0 0| 0 101 0 0 440 57.000 -0.79 18.42 0 0 0| 0 20 0 0 460 73.500 -0.90 17.05 0 0 0| 0 5 0 0 480 152.250 -0.97 24.00 0 0 0| 0 0 0 0 560 Total 0 0 0| 5 1,698 +5 0 Indicative a-t-m Vol 20.74 Underlying Price 412.200 Time to expiry: 288 Days Jun 11 8.000 -0.15 26.94 0 0 0| 65 420 +60 0 320 15.250 -0.27 23.41 0 0 0| 0 221 0 0 360 22.000 21.750 -0.36 22.31 22.000 22.000 0 0 3| 0 205 0 0 380 29.750 -0.46 21.25 0 0 0| 45 65 +35 0 400 40.500 -0.57 20.47 0 0 0| 0 275 0 0 420 53.000 -0.68 19.68 0 0 0| 22 302 +22 0 440 85.000 -0.84 19.21 0 0 0| 0 0 0 0 480 Total 0 0 3| 132 1,488 +117 0 Indicative a-t-m Vol 21.87 Underlying Price 412.200 Time to expiry: 470 Days Dec 11 11.000 -0.13 32.39 0 0 0| 0 0 0 0 280 16.750 -0.20 28.26 0 0 0| 0 0 0 0 320 25.750 -0.31 24.64 0 0 0| 0 750 0 0 360 40.500 -0.46 22.08 0 0 0| 0 500 0 0 400 64.500 -0.62 21.42 0 0 0| 0 0 0 0 440 94.250 -0.75 21.09 0 0 0| 0 0 0 0 480 Total 0 0 0| 0 1,250 0 0 Indicative a-t-m Vol 23.20 Underlying Price 412.200 Time to expiry: 652 Days Jun 12 27.500 -0.24 30.00 0 0 0| 0 0 0 0 320 36.750 -0.34 25.70 0 0 0| 0 0 0 0 360 53.750 -0.47 23.57 0 0 0| 0 0 0 0 400 77.000 -0.60 22.41 0 0 0| 0 0 0 0 440 Total 0 0 0| 0 0 0 0 Indicative a-t-m Vol 22.95 Underlying Price 412.200 Time to expiry: 841 Days Dec 12 34.250 -0.26 30.00 0 0 0| 0 0 0 0 320 42.500 -0.35 25.15 0 0 0| 0 350 0 0 360 60.000 -0.46 23.50 0 0 0| 0 150 0 0 400 81.750 -0.58 21.80 0 0 0| 0 0 0 0 440 Equity Options 21:59 Business Day Thu 2 Sep 2010 Previous Business Day Wed 1 Sep 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 | 108.750 -0.70 20.71 0 0 0| 0 0 0 0 480 Total 0 0 0| 0 500 0 0 Total Puts 0 0 373| 473 31,748 +26 0 Grand Total 0 95,184 95,600| 1,422 48,709 +957 0 Equity Options 21:59 Business Day Thu 2 Sep 2010 Previous Business Day Wed 1 Sep 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 323.500 Time to expiry: 15 Days Sep 10 163.500 1.00 86.19 0 0 0| 0 0 0 0 160 153.500 1.00 79.15 0 0 0| 0 0 0 0 170 143.500 1.00 72.48 0 0 0| 0 0 0 0 180 133.500 1.00 66.74 0 0 0| 0 0 0 0 190 123.500 1.00 63.61 0 0 0| 0 14 0 0 200 113.500 1.00 55.38 0 0 0| 0 40 0 0 210 108.500 1.00 52.77 0 0 0| 0 0 0 0 215 103.500 1.00 50.26 0 0 0| 0 26 0 0 220 98.500 1.00 47.85 0 0 0| 0 0 0 0 225 93.500 1.00 45.55 0 0 0| 0 4 0 0 230 88.500 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 23.750 0.98 17.51 0 0 0| 12 10 -12 0 300 5.750 0.66 13.90 0 0 0| 0 3,171 0 0 320 Total 0 0 0| 12 4,559 -12 0 Indicative a-t-m Vol 0.00 Underlying Price 323.500 Time to expiry: 106 Days Dec 10 123.750 1.00 37.90 0 0 0| 0 0 0 0 200 113.750 1.00 36.40 0 0 0| 0 0 0 0 210 103.750 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 65.250 0.93 32.40 0 0 0| 0 88 0 0 260 48.000 0.84 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 323.500 Time to expiry: 197 Days Mar 11 124.000 0.99 37.30 0 0 0| 0 0 0 0 200 114.000 0.98 35.90 0 0 0| 0 0 0 0 210 104.500 0.97 34.60 0 0 0| 0 5 0 0 220 95.000 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 53.750 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 0| 12 4,938 -12 0 | Equity Options 21:59 Business Day Thu 2 Sep 2010 Previous Business Day Wed 1 Sep 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 323.500 Time to expiry: 15 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 0.250 -0.05 22.82 0 0 0| 0 190 0 0 300 2.500 -0.36 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 323.500 Time to expiry: 106 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 0.500 -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 5.500 -0.18 30.60 0 0 0| 0 10 0 0 280 21.250 -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 323.500 Time to expiry: 197 Days Mar 11 1.000 -0.03 36.50 0 0 0| 0 0 0 0 200 1.500 -0.04 35.90 0 0 0| 0 0 0 0 210 2.000 -0.05 34.60 0 0 0| 0 0 0 0 220 2.750 -0.07 33.60 0 0 0| 0 0 0 0 230 3.750 -0.09 33.10 0 0 0| 0 0 0 0 240 7.000 -0.15 32.30 0 0 0| 0 0 0 0 260 11.500 -0.23 31.30 0 0 0| 0 0 0 0 280 28.000 -0.44 31.00 0 0 0| 0 0 0 0 320 Total 0 0 0| 0 0 0 0 Total Puts 0 0 0| 0 4,574 0 0 Grand Total 0 46,270 46,270| 12 9,512 -12 0 Equity Options 21:59 Business Day Thu 2 Sep 2010 Previous Business Day Wed 1 Sep 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 37.36 Underlying Price 1185.000 Time to expiry: 15 Days Sep 10 305.500 1.00 43.50 0 0 0| 0 0 0 0 880 265.500 1.00 44.45 0 0 0| 0 0 0 0 920 225.500 0.99 43.91 0 0 0| 0 10 0 0 960 206.000 0.98 44.14 0 0 0| 0 0 0 0 980 186.500 0.97 43.68 0 0 0| 0 2 0 0 1000 139.000 0.92 42.33 0 0 0| 0 0 0 0 1050 95.500 0.82 40.39 0 0 0| 0 98 0 0 1100 57.500 0.66 38.30 0 0 0| 0 1 0 0 1150 30.000 0.45 36.96 0 0 0| 0 78 0 0 1200 13.000 0.25 35.70 0 0 0| 0 1 0 0 1250 4.500 0.11 34.63 0 0 0| 0 276 0 0 1300 1.500 0.04 34.50 0 0 0| 0 0 0 0 1350 0.500 0.01 35.16 0 0 0| 0 25 0 0 1400 CAB 0.00 36.16 0 0 0| 0 92 0 0 1500 CAB 0.00 36.82 0 0 0| 0 10 0 0 1600 Total 0 0 0| 0 593 0 0 Indicative a-t-m Vol 37.61 Underlying Price 1185.000 Time to expiry: 106 Days Dec 10 317.500 0.91 44.74 0 0 0| 0 0 0 0 880 248.000 0.85 41.93 0 0 0| 0 4 0 0 960 216.000 0.81 41.23 0 0 0| 0 0 0 0 1000 145.000 0.68 39.17 0 0 0| 0 25 0 0 1100 89.000 0.52 37.33 0 0 0| 0 69 0 0 1200 60.000 53.000 0.36 37.36 60.000 58.000 0 0 23| 33 182 +4 0 1300 29.000 0.23 36.89 0 0 0| 0 27 0 0 1400 8.500 0.08 37.48 0 0 0| 0 302 0 0 1600 Total 0 0 23| 33 609 +4 0 Indicative a-t-m Vol 37.02 Underlying Price 1185.000 Time to expiry: 197 Days Mar 11 331.000 0.88 40.25 0 0 0| 0 0 0 0 880 270.000 0.81 40.03 0 0 0| 0 0 0 0 960 241.000 0.77 39.60 0 0 0| 0 0 0 0 1000 177.500 0.66 38.59 0 0 0| 0 0 0 0 1100 122.000 0.54 36.74 0 0 0| 0 10 0 0 1200 85.000 0.42 36.82 0 0 0| 0 1 0 0 1300 56.000 0.32 36.27 0 0 0| 0 3 0 0 1400 27.000 0.17 37.56 0 0 0| 0 0 0 0 1600 Total 0 0 0| 0 14 0 0 Total Calls 0 0 23| 33 1,216 +4 0 | Equity Options 21:59 Business Day Thu 2 Sep 2010 Previous Business Day Wed 1 Sep 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 34.62 Underlying Price 1185.000 Time to expiry: 15 Days Sep 10 CAB 0.00 49.15 0 0 0| 0 35 0 0 880 CAB 0.00 47.10 0 0 0| 0 0 0 0 920 0.500 -0.01 45.87 0 0 0| 0 33 0 0 960 1.000 -0.02 45.05 0 0 0| 0 0 0 0 980 1.000 -0.03 43.20 0 0 0| 0 218 0 0 1000 3.500 -0.07 41.55 0 0 0| 0 0 0 0 1050 9.000 -0.17 38.79 0 0 0| 0 37 0 0 1100 20.500 -0.33 36.16 0 0 0| 0 0 0 0 1150 41.500 -0.56 33.96 0 0 0| 0 25 0 0 1200 75.500 -0.77 33.27 0 0 0| 0 2 0 0 1250 118.500 -0.90 33.15 0 0 0| 0 11 0 0 1300 166.000 -0.97 33.15 0 0 0| 0 10 0 0 1350 215.000 -1.00 32.15 0 0 0| 0 5 0 0 1400 315.000 -1.00 36.19 0 0 0| 0 0 0 0 1500 415.000 -1.00 38.51 0 0 0| 0 0 0 0 1600 Total 0 0 0| 0 376 0 0 Indicative a-t-m Vol 37.93 Underlying Price 1185.000 Time to expiry: 106 Days Dec 10 12.500 -0.09 44.14 0 0 0| 0 8 0 0 880 23.000 -0.15 41.82 0 0 0| 0 51 0 0 960 30.500 -0.19 40.88 0 0 0| 0 26 0 0 1000 53.000 60.000 -0.32 39.30 53.000 53.000 0 0 10| 0 51 0 0 1100 83.000 104.500 -0.48 37.69 83.000 83.000 0 0 2| 0 37 0 0 1200 168.000 -0.64 37.56 0 0 0| 0 12 0 0 1300 244.500 -0.77 37.43 0 0 0| 0 0 0 0 1400 424.000 -0.92 38.17 0 0 0| 0 0 0 0 1600 Total 0 0 12| 0 185 0 0 Indicative a-t-m Vol 37.11 Underlying Price 1185.000 Time to expiry: 197 Days Mar 11 29.000 -0.13 42.69 0 0 0| 0 1 0 0 880 46.000 -0.20 41.33 0 0 0| 0 1 0 0 960 56.500 -0.23 40.48 0 0 0| 0 5 0 0 1000 90.000 -0.34 38.56 0 0 0| 0 13 0 0 1100 135.000 -0.46 36.86 0 0 0| 0 0 0 0 1200 195.500 -0.58 36.32 0 0 0| 0 10 0 0 1300 267.500 -0.69 35.95 0 0 0| 0 0 0 0 1400 441.000 -0.83 38.19 0 0 0| 0 0 0 0 1600 Total 0 0 0| 0 30 0 0 Total Puts 0 0 12| 0 591 0 0 Grand Total 0 40,982 41,017| 33 1,807 +4 0 Equity Options 21:59 Business Day Thu 2 Sep 2010 Previous Business Day Wed 1 Sep 2010 Page 69 Calls | Block | Opening Settle Delta Vola- Daily Trade Bclear Total | Official **Open Change Exer- Exer Trans Price tility High Low Volume Volume*** Volume | Volume Int cises Price | Unilever plc STND OPT (ULV) Indicative a-t-m Vol 21.02 Underlying Price 1746.000 Time to expiry: 15 Days Sep 10 246.500 0.99 30.46 0 0 0| 0 0 0 0 1500 148.500 0.95 26.36 0 0 0| 0 0 0 0 1600 101.000 0.89 22.84 0 0 0| 0 0 0 0 1650 60.500 0.73 22.16 0 0 0| 0 2 0 0 1700 29.000 0.49 20.92 0 0 0| 5 1,085 0 0 1750 10.500 0.24 20.23 0 0 0| 1 40 +1 0 1800 3.000 0.09 20.17 0 0 0| 0 0 0 0 1850 0.500 0.02 20.00 0 0 0| 1 865 0 0 1900 CAB 0.00 20.00 0 0 0| 0 8 0 0 1950 CAB 0.00 20.00 0 0 0| 0 340 0 0 2000 CAB 0.00 20.00 0 0 0| 0 70 0 0 2200 CAB 0.00 20.00 0 0 0| 0 1 0 0 2400 Total 0 0 0| 7 2,411 +1 0 Indicative a-t-m Vol 22.39 Underlying Price 1746.000 Time to expiry: 106 Days Dec 10 354.500 0.94 30.03 0 0 0| 0 15 0 0 1400 177.500 0.78 25.07 0 0 0| 0 10 0 0 1600 106.000 0.61 23.02 0 0 0| 0 18 0 0 1700 54.500 0.41 21.65 0 0 0| 0 34 0 0 1800 24.000 0.23 20.72 0 0 0| 21 1,084 0 0 1900 9.000 9.500 0.11 20.32 10.000 9.000 0 0 33| 105 328 +105 0 2000 1.500 0.02 21.28 0 0 0| 0 5 0 0 2200 0.500 0.01 24.41 0 0 0| 0 17 0 0 2400 Total 0 0 33| 126 1,511 +105 0 Indicative a-t-m Vol 22.68 Underlying Price 1746.000 Time to expiry: 197 Days Mar 11 362.000 0.90 28.90 0 0 0| 0 0 0 0 1400 196.500 0.72 24.92 0 0 0| 0 0 0 0 1600 130.500 0.59 23.26 0 0 0| 0 5 0 0 1700 80.000 0.44 22.01 0 0 0| 0 6 0 0 1800 46.000 46.500 0.30 21.40 46.000 45.500 0 0 6| 0 1 0 0 1900 23.500 0.18 20.55 0 0 0| 0 40 0 0 2000 2.500 0.03 22.33 0 0 0| 0 0 0 0 2400 Total 0 0 6| 0 52 0 0 Total Calls 0 0 39| 133 3,974 +106 0 | Equity Options 21:59 Business Day Thu 2 Sep 2010 Previous Business Day Wed 1 Sep 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 21.63 Underlying Price 1746.000 Time to expiry: 15 Days Sep 10 0.500 -0.01 31.16 0 0 0| 0 300 0 0 1500 4.500 2.500 -0.06 27.11 4.500 4.500 0 0 1| 0 514 0 0 1600 6.000 6.000 -0.13 24.86 6.000 6.000 0 0 1| 0 107 0 0 1650 12.000 14.500 -0.28 22.75 12.000 12.000 0 0 5| 0 483 0 0 1700 33.500 -0.51 21.53 0 0 0| 0 17 0 0 1750 61.000 64.500 -0.75 20.43 61.000 61.000 0 0 5| 0 72 0 0 1800 105.500 -0.94 18.10 0 0 0| 0 10 0 0 1850 144.500 154.500 -0.98 20.00 151.500 S 144.500 0 0 3| 0 146 0 0 1900 204.000 -1.00 20.00 0 0 0| 0 2 0 0 1950 254.000 -1.00 20.00 0 0 0| 0 14 0 0 2000 454.000 -1.00 20.00 0 0 0| 0 0 0 0 2200 654.000 -1.00 20.00 0 0 0| 0 0 0 0 2400 Total 0 0 15| 0 1,665 0 0 Indicative a-t-m Vol 22.01 Underlying Price 1746.000 Time to expiry: 106 Days Dec 10 11.500 -0.08 30.30 0 0 0| 20 868 0 0 1400 39.000 -0.26 25.08 0 0 0| 1 443 +1 0 1600 72.000 69.000 -0.42 22.66 72.000 72.000 0 0 5| 1 58 +1 0 1700 119.000 -0.61 21.24 0 0 0| 0 73 0 0 1800 185.500 191.500 -0.78 20.82 185.500 S 185.500 S 0 0 2| 0 233 0 0 1900 277.000 -0.89 20.53 0 0 0| 0 117 0 0 2000 469.500 -0.98 21.90 0 0 0| 0 0 0 0 2200 668.500 -0.99 26.11 0 0 0| 0 0 0 0 2400 Total 0 0 7| 22 1,792 +2 0 Indicative a-t-m Vol 22.18 Underlying Price 1746.000 Time to expiry: 197 Days Mar 11 27.500 -0.14 28.31 0 0 0| 0 366 0 0 1400 68.500 -0.31 24.39 0 0 0| 0 5 0 0 1600 105.500 -0.44 22.79 0 0 0| 5 15 -5 0 1700 156.500 -0.59 21.45 0 0 0| 0 17 0 0 1800 224.000 -0.72 20.79 0 0 0| 0 0 0 0 1900 302.500 -0.84 19.78 0 0 0| 0 0 0 0 2000 681.500 -0.99 18.60 0 0 0| 0 0 0 0 2400 Total 0 0 0| 5 403 -5 0 Total Puts 0 0 22| 27 3,860 -3 0 Grand Total 0 35,694 35,755| 160 7,834 +103 0 Equity Options 21:59 Business Day Thu 2 Sep 2010 Previous Business Day Wed 1 Sep 2010 Page 71 Calls | Block | Opening Settle Delta Vola- Daily Trade Bclear Total | Official **Open Change Exer- Exer Trans Price tility High Low Volume Volume*** Volume | Volume Int cises Price | United Utilities plc STND OPT (UUL) Indicative a-t-m Vol 21.09 Underlying Price 587.500 Time to expiry: 15 Days Sep 10 147.750 1.00 48.91 0 0 0| 0 0 0 0 440 127.750 1.00 41.47 0 0 0| 0 0 0 0 460 107.750 1.00 35.60 0 0 0| 0 0 0 0 480 87.750 0.99 31.69 0 0 0| 0 8 0 0 500 68.000 0.98 28.17 0 0 0| 0 2 0 0 520 48.250 0.95 25.04 0 0 0| 0 7 0 0 540 21.750 29.750 0.85 22.69 31.000 21.750 S 0 0 18| 0 373 0 0 560 14.500 14.500 0.63 20.71 14.500 13.000 0 0 24| 8 243 -1 0 580 4.500 5.750 0.33 21.67 4.500 4.500 0 0 8| 0 1,340 0 0 600 1.500 0.12 21.12 0 0 0| 0 1 0 0 620 0.250 0.03 21.27 0 0 0| 0 10 0 0 640 CAB 0.00 26.39 0 0 0| 0 0 0 0 680 Total 0 0 50| 8 1,984 -1 0 Indicative a-t-m Vol 20.99 Underlying Price 587.500 Time to expiry: 106 Days Dec 10 149.250 0.98 29.60 0 0 0| 0 0 0 0 440 109.750 0.96 23.69 0 0 0| 0 5 0 0 480 74.000 0.86 23.47 0 0 0| 0 161 0 0 520 57.500 0.79 22.44 0 0 0| 0 3 0 0 540 35.500 42.250 0.69 21.32 35.500 S 35.500 S 0 0 2| 0 142 0 0 560 20.500 0.45 20.85 0 0 0| 7 184 +7 0 600 8.500 0.24 20.86 0 0 0| 13 759 0 0 640 1.250 0.04 21.73 0 0 0| 0 125 0 0 720 Total 0 0 2| 20 1,379 +7 0 Indicative a-t-m Vol 21.25 Underlying Price 587.500 Time to expiry: 197 Days Mar 11 150.000 0.96 27.81 0 0 0| 0 0 0 0 440 112.250 0.91 24.78 0 0 0| 0 0 0 0 480 78.500 0.81 23.76 0 0 0| 0 1 0 0 520 49.250 0.65 22.08 0 0 0| 0 43 0 0 560 23.000 27.750 0.46 20.89 23.000 23.000 0 0 1| 0 15 0 0 600 14.000 0.29 20.28 0 0 0| 0 23 0 0 640 3.500 0.09 20.60 0 0 0| 0 0 0 0 720 Total 0 0 1| 0 82 0 0 Total Calls 0 0 53| 28 3,445 +6 0 | Equity Options 21:59 Business Day Thu 2 Sep 2010 Previous Business Day Wed 1 Sep 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 20.74 Underlying Price 587.500 Time to expiry: 15 Days Sep 10 CAB 0.00 48.09 0 0 0| 0 35 0 0 440 CAB 0.00 41.52 0 0 0| 0 120 0 0 460 CAB 0.00 36.04 0 0 0| 0 135 0 0 480 CAB -0.01 30.93 0 0 0| 0 16 0 0 500 CAB -0.01 25.81 0 0 0| 0 197 0 0 520 0.500 -0.04 22.87 0 0 0| 0 25 0 0 540 3.000 2.250 -0.15 22.50 3.000 2.750 0 0 173| 0 244 0 0 560 6.750 -0.37 20.52 0 0 0| 11 102 -11 0 580 17.750 -0.67 21.06 0 0 0| 0 47 0 0 600 34.000 -0.87 22.11 0 0 0| 0 11 0 0 620 53.000 -0.95 24.07 0 0 0| 0 0 0 0 640 93.000 -0.97 37.85 0 0 0| 0 2 0 0 680 Total 0 0 173| 11 934 -11 0 Indicative a-t-m Vol 20.78 Underlying Price 587.500 Time to expiry: 106 Days Dec 10 0.750 -0.03 27.06 0 0 0| 0 41 0 0 440 2.250 -0.07 24.33 0 0 0| 0 444 0 0 480 7.250 -0.18 22.88 0 0 0| 0 72 0 0 520 11.500 -0.26 22.09 0 0 0| 5 117 0 0 540 18.000 -0.37 21.54 0 0 0| 5 86 +5 0 560 37.750 -0.61 20.46 0 0 0| 0 24 0 0 600 68.500 -0.79 21.41 0 0 0| 0 20 0 0 640 141.750 -0.96 22.08 0 0 0| 0 0 0 0 720 Total 0 0 0| 10 804 +5 0 Indicative a-t-m Vol 21.08 Underlying Price 587.500 Time to expiry: 197 Days Mar 11 4.000 -0.07 27.46 0 0 0| 0 3 0 0 440 8.000 -0.13 25.37 0 0 0| 0 24 0 0 480 15.000 -0.24 23.39 0 0 0| 0 10 0 0 520 27.500 -0.38 22.02 0 0 0| 0 12 0 0 560 46.750 -0.56 20.68 0 0 0| 0 19 0 0 600 74.750 -0.72 20.84 0 0 0| 0 10 0 0 640 144.000 -0.91 21.20 0 0 0| 0 0 0 0 720 Total 0 0 0| 0 78 0 0 Total Puts 0 0 173| 21 1,816 -6 0 Grand Total 0 35,694 35,920| 49 5,261 0 0 Equity Options 21:59 Business Day Thu 2 Sep 2010 Previous Business Day Wed 1 Sep 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 50.79 Underlying Price 2011.000 Time to expiry: 15 Days Sep 10 413.000 0.98 53.26 0 0 0| 0 0 0 0 1600 317.000 0.95 52.16 0 0 0| 0 0 0 0 1700 271.000 0.91 51.67 0 0 0| 0 0 0 0 1750 227.500 0.86 51.35 0 0 0| 0 0 0 0 1800 187.000 0.80 51.12 0 0 0| 0 0 0 0 1850 150.500 0.72 50.72 0 0 0| 0 0 0 0 1900 118.000 0.64 50.37 0 0 0| 0 0 0 0 1950 85.000 91.000 0.54 50.71 85.000 85.000 0 0 15| 0 6 0 0 2000 51.000 0.36 51.47 0 0 0| 0 0 0 0 2100 26.000 0.22 51.68 0 0 0| 7 307 0 0 2200 12.000 0.12 51.88 0 0 0| 0 18 0 0 2300 5.500 0.06 52.34 0 0 0| 0 40 0 0 2400 2.500 0.03 53.55 0 0 0| 0 26 0 0 2500 1.000 0.01 55.37 0 0 0| 0 384 0 0 2600 0.500 0.01 57.19 0 0 0| 0 0 0 0 2700 0.500 0.00 58.40 0 0 0| 0 177 0 0 2800 CAB 0.00 58.82 0 0 0| 0 322 0 0 3000 CAB 0.00 61.24 0 0 0| 0 46 0 0 3200 CAB 0.00 60.63 0 0 0| 0 0 0 0 3400 CAB 0.00 59.42 0 0 0| 0 4 0 0 3600 Total 0 0 15| 7 1,330 0 0 Indicative a-t-m Vol 50.56 Underlying Price 2011.000 Time to expiry: 106 Days Dec 10 472.500 0.83 53.22 0 0 0| 0 18 0 0 1600 401.500 0.77 53.11 0 0 0| 0 0 0 0 1700 337.000 0.71 52.93 0 0 0| 0 0 0 0 1800 280.000 0.64 52.70 0 0 0| 0 0 0 0 1900 212.000 221.500 0.56 50.55 214.000 212.000 0 0 20| 0 11 0 0 2000 146.000 0.43 50.72 0 0 0| 0 5 0 0 2200 91.500 0.30 50.31 0 0 0| 4 12 +4 0 2400 55.500 0.21 50.10 0 0 0| 0 0 0 0 2600 33.500 0.14 50.07 0 0 0| 0 28 0 0 2800 20.000 0.09 50.24 0 0 0| 0 25 0 0 3000 11.000 12.500 0.06 50.61 11.000 11.000 0 0 3| 0 1 0 0 3200 7.500 0.04 50.80 0 0 0| 0 1 0 0 3400 4.500 0.02 51.01 0 0 0| 0 0 0 0 3600 Total 0 0 23| 4 101 +4 0 Indicative a-t-m Vol 52.04 Underlying Price 2011.000 Time to expiry: 197 Days Mar 11 655.000 0.89 48.58 0 0 0| 0 3 0 0 1400 520.500 0.79 51.80 0 0 0| 0 0 0 0 1600 461.500 0.74 52.59 0 0 0| 0 0 0 0 1700 404.500 0.68 52.29 0 0 0| 0 0 0 0 1800 352.500 0.63 51.99 0 0 0| 0 0 0 0 1900 306.000 306.500 0.58 52.10 306.000 S 306.000 S 0 0 4| 2 4 -2 0 2000 Equity Options 21:59 Business Day Thu 2 Sep 2010 Previous Business Day Wed 1 Sep 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 | 226.000 0.48 51.10 0 0 0| 0 0 0 0 2200 158.000 162.500 0.38 50.05 158.000 S 158.000 S 0 0 4| 0 1 0 0 2400 113.500 0.30 49.01 0 0 0| 0 0 0 0 2600 77.000 77.500 0.22 48.10 77.000 77.000 0 0 3| 0 6 0 0 2800 42.500 41.000 0.13 48.74 42.500 42.500 0 0 3| 0 1 0 0 3200 Total 0 0 14| 2 15 -2 0 Total Calls 0 0 52| 13 1,446 +2 0 | Equity Options 21:59 Business Day Thu 2 Sep 2010 Previous Business Day Wed 1 Sep 2010 Page 75 Puts | Block | Opening Settle Delta Vola- Daily Trade Bclear Total | Official **Open Change Exer- Exer Trans Price tility High Low Volume Volume*** Volume | Volume Int cises Price | Vedanta Resources PLC - STND OPT (VRS) Indicative a-t-m Vol 51.30 Underlying Price 2011.000 Time to expiry: 15 Days Sep 10 1.500 -0.02 54.23 0 0 0| 0 0 0 0 1600 6.000 -0.06 53.10 0 0 0| 0 5 0 0 1700 10.000 -0.09 52.41 0 0 0| 0 0 0 0 1750 16.500 -0.14 51.97 0 0 0| 12 116 +12 0 1800 26.000 -0.20 51.66 0 0 0| 0 3 0 0 1850 34.000 39.500 -0.28 51.22 34.000 34.000 0 0 8| 7 251 0 0 1900 57.000 -0.36 50.87 0 0 0| 0 0 0 0 1950 80.000 -0.46 51.24 0 0 0| 0 8 0 0 2000 139.500 -0.63 51.76 0 0 0| 0 1 0 0 2100 215.500 -0.78 52.52 0 0 0| 0 113 0 0 2200 302.000 -0.88 53.35 0 0 0| 0 0 0 0 2300 395.000 -0.93 54.56 0 0 0| 0 404 0 0 2400 492.000 -0.96 56.81 0 0 0| 0 4 0 0 2500 590.500 -0.98 58.19 0 0 0| 0 0 0 0 2600 689.500 -0.99 59.19 0 0 0| 0 0 0 0 2700 789.000 -0.99 62.31 0 0 0| 0 0 0 0 2800 989.000 -1.00 66.17 0 0 0| 0 0 0 0 3000 1189.000 -1.00 69.27 0 0 0| 0 0 0 0 3200 1389.000 -1.00 71.91 0 0 0| 0 74 0 0 3400 1589.000 -1.00 72.68 0 0 0| 0 0 0 0 3600 Total 0 0 8| 19 979 +12 0 Indicative a-t-m Vol 53.75 Underlying Price 2011.000 Time to expiry: 106 Days Dec 10 74.000 68.500 -0.18 54.79 74.000 74.000 0 0 5| 0 537 0 0 1600 98.000 -0.24 54.45 0 0 0| 2 2 +2 0 1700 132.000 134.500 -0.30 54.16 132.000 132.000 0 0 9| 0 266 0 0 1800 178.500 -0.37 53.94 0 0 0| 30 30 +30 0 1900 229.500 -0.44 53.82 0 0 0| 0 34 0 0 2000 349.000 -0.57 52.60 0 0 0| 0 6 0 0 2200 493.000 -0.69 52.00 0 0 0| 0 28 0 0 2400 655.000 -0.79 51.35 0 0 0| 0 10 0 0 2600 833.500 -0.85 52.20 0 0 0| 0 0 0 0 2800 1020.000 -0.90 52.91 0 0 0| 0 18 0 0 3000 1212.000 -0.93 54.37 0 0 0| 0 0 0 0 3200 1408.000 -0.94 56.41 0 0 0| 0 0 0 0 3400 1605.000 -0.95 58.99 0 0 0| 0 0 0 0 3600 Total 0 0 14| 32 931 +32 0 Indicative a-t-m Vol 53.08 Underlying Price 2011.000 Time to expiry: 197 Days Mar 11 56.000 -0.13 50.91 0 0 0| 0 6 0 0 1400 118.000 121.000 -0.22 53.14 118.000 118.000 0 0 3| 0 0 0 0 1600 161.000 -0.27 53.67 0 0 0| 0 6 0 0 1700 204.500 -0.32 53.47 0 0 0| 0 4 0 0 1800 250.000 248.000 -0.37 52.35 250.000 250.000 0 0 1| 0 1 0 0 1900 306.000 -0.42 53.14 0 0 0| 0 6 0 0 2000 425.000 -0.52 52.13 0 0 0| 0 1 0 0 2200 Equity Options 21:59 Business Day Thu 2 Sep 2010 Previous Business Day Wed 1 Sep 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 | 561.000 -0.61 51.12 0 0 0| 0 7 0 0 2400 712.000 -0.70 50.27 0 0 0| 0 4 0 0 2600 876.000 -0.77 49.51 0 0 0| 0 0 0 0 2800 1238.000 -0.86 50.48 0 0 0| 0 0 0 0 3200 Total 0 0 4| 0 35 0 0 Total Puts 0 0 26| 51 1,945 +44 0 Grand Total 0 58,168 58,246| 64 3,391 +46 0 Equity Options 21:59 Business Day Thu 2 Sep 2010 Previous Business Day Wed 1 Sep 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 157.300 Time to expiry: 15 Days Sep 10 57.250 1.00 57.19 0 0 0| 0 0 0 0 100 47.250 1.00 58.35 0 0 0| 0 0 0 0 110 37.500 0.99 56.77 0 0 0| 0 2 0 0 120 27.500 0.97 49.49 0 0 0| 0 4,212 0 0 130 22.750 0.95 45.69 0 0 0| 0 168 0 0 135 17.750 17.750 0.94 37.19 18.000 S 17.750 S 0 0 35| 5 13,971 0 0 140 12.750 0.90 31.10 0 0 0| 0 1,672 -4 0 145 7.000 8.000 0.84 23.56 8.000 S 6.750 S 0 0 182| 154 35,903 +46 0 150 3.750 4.000 0.64 20.96 3.750 3.750 0 0 200| 40 16,724 -40 0 155 1.250 0.34 18.55 0 0 0| 360 27,655 +260 0 160 0.250 0.11 17.89 0 0 0| 0 0 0 0 165 CAB 0.02 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 0 417| 559 102,832 +262 0 Indicative a-t-m Vol 21.62 Underlying Price 157.300 Time to expiry: 43 Days Oct 10 37.500 0.98 40.67 0 0 0| 0 0 0 0 120 28.000 0.94 37.11 0 0 0| 0 0 0 0 130 18.250 0.89 29.27 0 0 0| 0 40 0 0 140 13.750 0.83 25.79 0 0 0| 0 15 0 0 145 9.500 0.74 23.17 0 0 0| 0 1,920 0 0 150 6.250 0.59 22.52 0 0 0| 0 3,089 0 0 155 3.250 3.500 0.43 21.02 3.250 2.750 0 0 67| 3 2,353 +3 0 160 1.750 1.750 0.27 20.70 1.750 S 1.500 0 0 85| 0 0 0 0 165 0.750 0.14 20.03 0 0 0| 0 0 0 0 170 CAB 0.03 19.60 0 0 0| 0 0 0 0 180 Total 0 0 152| 3 7,417 +3 0 Indicative a-t-m Vol 22.48 Underlying Price 157.300 Time to expiry: 78 Days Nov 10 28.250 0.92 32.20 0 0 0| 0 0 0 0 130 19.500 0.83 29.98 0 0 0| 0 0 0 0 140 15.000 0.78 25.63 0 0 0| 0 0 0 0 145 11.000 0.70 24.04 0 0 0| 0 14 0 0 150 7.250 7.750 0.58 22.61 7.250 S 7.250 S 0 0 82| 5 50 +5 0 155 5.250 5.250 0.46 22.39 5.250 5.250 0 0 201| 137 6,085 0 0 160 3.000 0.33 21.18 0 0 0| 0 0 0 0 165 2.000 0.23 21.69 0 0 0| 0 150 0 0 170 1.000 0.13 25.18 0 0 0| 0 0 0 0 180 Total 0 0 283| 142 6,299 +5 0 Indicative a-t-m Vol 22.91 Underlying Price 157.300 Time to expiry: 106 Days Dec 10 61.500 0.99 48.15 0 0 0| 0 0 0 0 96 57.500 0.99 44.43 0 0 0| 0 103 0 0 100 38.000 0.95 36.24 0 0 0| 554 66,421 -271 0 120 28.500 0.91 31.75 0 0 0| 137 13,776 0 0 130 Equity Options 21:59 Business Day Thu 2 Sep 2010 Previous Business Day Wed 1 Sep 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 | 19.500 0.83 27.66 0 0 0| 417 51,242 0 0 140 10.500 11.750 0.67 25.04 11.750 S 10.250 S 0 0 135| 0 86,680 0 0 150 5.250 5.750 0.46 22.38 5.250 5.250 0 0 81| 66 94,826 -14 0 160 2.750 0.27 23.04 0 0 0| 0 10,000 +10,000 0 170 1.000 1.250 0.13 22.64 1.000 1.000 0 0 7| 0 30,405 0 0 180 0.250 0.03 24.66 0 0 0| 0 0 0 0 200 Total 0 0 223| 1,174 353,453 +9,715 0 Indicative a-t-m Vol 23.33 Underlying Price 157.300 Time to expiry: 197 Days Mar 11 58.000 0.97 43.15 0 0 0| 0 0 0 0 100 38.500 0.92 32.82 0 0 0| 0 0 0 0 120 29.000 0.88 27.95 0 0 0| 0 0 0 0 130 21.000 0.77 26.39 0 0 0| 4 7,005 -4 0 140 14.000 0.63 24.52 0 0 0| 0 308 0 0 150 8.000 8.500 0.47 23.03 8.000 8.000 0 0 2| 0 302 0 0 160 4.750 0.32 22.02 0 0 0| 0 0 0 0 170 2.750 0.20 22.03 0 0 0| 0 200 0 0 180 Total 0 0 2| 4 7,815 -4 0 Indicative a-t-m Vol 23.58 Underlying Price 157.300 Time to expiry: 288 Days Jun 11 58.000 0.96 40.14 0 0 0| 0 2 0 0 100 38.500 0.92 30.04 0 0 0| 0 0 0 0 120 29.750 0.84 27.83 0 0 0| 0 1,101 0 0 130 22.250 0.74 26.48 0 0 0| 0 5,440 0 0 140 15.250 0.62 24.40 0 0 0| 11 10,082 +11 0 150 10.000 0.48 23.37 0 0 0| 0 1,283 0 0 160 6.250 0.35 22.41 0 0 0| 0 0 0 0 170 3.500 0.24 21.75 0 0 0| 0 0 0 0 180 Total 0 0 0| 11 17,908 +11 0 Indicative a-t-m Vol 25.05 Underlying Price 157.300 Time to expiry: 470 Days Dec 11 58.000 0.96 36.77 0 0 0| 0 0 0 0 100 39.000 0.90 29.34 0 0 0| 0 24,000 0 0 120 23.000 0.72 25.57 0 0 0| 7 18,017 +7 0 140 12.750 0.49 25.00 0 0 0| 0 13,520 0 0 160 6.000 0.30 23.56 0 0 0| 0 7,000 0 0 180 Total 0 0 0| 7 62,537 +7 0 Indicative a-t-m Vol 25.71 Underlying Price 157.300 Time to expiry: 652 Days Jun 12 39.500 0.87 29.61 0 0 0| 0 0 0 0 120 24.750 0.69 26.87 0 0 0| 0 0 0 0 140 14.750 0.50 25.58 0 0 0| 0 2,500 0 0 160 8.000 0.33 24.08 0 0 0| 0 0 0 0 180 Total 0 0 0| 0 2,500 0 0 Indicative a-t-m Vol 25.28 Underlying Price 157.300 Time to expiry: 841 Days Dec 12 59.750 0.91 42.70 0 0 0| 0 0 0 0 100 39.750 0.86 29.53 0 0 0| 0 0 0 0 120 Equity Options 21:59 Business Day Thu 2 Sep 2010 Previous Business Day Wed 1 Sep 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 | 25.500 0.69 26.57 0 0 0| 0 10,000 0 0 140 15.500 0.50 25.14 0 0 0| 0 0 0 0 160 8.500 0.34 23.51 0 0 0| 0 6,500 0 0 180 Total 0 0 0| 0 16,500 0 0 Total Calls 0 0 1,077| 1,900 577,261 +9,999 0 | Whitbread Holdings plc STND OPT (WTB) Indicative a-t-m Vol 25.22 Underlying Price 1515.000 Time to expiry: 15 Days Sep 10 516.000 0.99 82.15 0 0 0| 0 0 0 0 1000 415.500 1.00 60.23 0 0 0| 0 0 0 0 1100 315.500 0.99 44.36 0 0 0| 0 0 0 0 1200 216.000 0.99 32.37 0 0 0| 0 2 0 0 1300 166.000 0.98 27.02 0 0 0| 0 0 0 0 1350 117.500 0.94 25.39 0 0 0| 4 304 -4 0 1400 74.000 0.81 25.09 0 0 0| 4 304 +2 0 1450 40.000 0.59 25.14 0 0 0| 0 28 0 0 1500 18.000 0.35 25.40 0 0 0| 0 24 0 0 1550 6.500 0.16 25.26 0 0 0| 0 181 0 0 1600 1.000 0.03 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 0| 8 850 -2 0 Indicative a-t-m Vol 26.06 Underlying Price 1515.000 Time to expiry: 106 Days Dec 10 516.500 1.00 33.48 0 0 0| 0 0 0 0 1000 323.000 0.94 32.24 0 0 0| 0 0 0 0 1200 231.000 0.87 28.76 0 0 0| 0 0 0 0 1300 151.500 0.73 27.28 0 0 0| 0 12 0 0 1400 89.500 0.55 26.21 0 0 0| 2 5 +2 0 1500 46.500 0.36 25.20 0 0 0| 0 5 0 0 1600 21.500 0.20 24.53 0 0 0| 0 2 0 0 1700 10.000 0.11 25.06 0 0 0| 0 7 0 0 1800 Total 0 0 0| 2 31 +2 0 Indicative a-t-m Vol 27.27 Underlying Price 1515.000 Time to expiry: 197 Days Mar 11 336.000 0.87 31.32 0 0 0| 0 0 0 0 1200 256.000 0.79 30.06 0 0 0| 0 0 0 0 1300 185.000 0.68 28.59 0 0 0| 0 0 0 0 1400 126.000 0.55 27.41 0 0 0| 0 0 0 0 1500 81.500 0.42 26.48 0 0 0| 0 0 0 0 1600 28.500 0.20 25.28 0 0 0| 0 0 0 0 1800 Total 0 0 0| 0 0 0 0 Total Calls 0 0 0| 10 881 0 0 | Equity Options 21:59 Business Day Thu 2 Sep 2010 Previous Business Day Wed 1 Sep 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 157.300 Time to expiry: 15 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 0.750 0.250 -0.03 38.71 0.750 0.750 0 0 75| 0 5,085 0 0 135 0.250 -0.05 34.60 0 0 0| 71 15,417 0 0 140 0.250 0.500 -0.10 30.83 0.250 0.250 0 0 250| 0 4,909 0 0 145 1.000 0.750 -0.17 24.73 1.000 0.500 0 0 127| 0 16,090 0 0 150 1.750 -0.35 20.30 0 0 0| 420 628 +400 0 155 4.000 4.000 -0.66 18.77 4.000 4.000 0 0 100| 20 201 0 0 160 8.250 -0.84 22.52 0 0 0| 0 0 0 0 165 12.750 -0.97 20.12 0 0 0| 100 100 +100 0 170 22.750 -0.98 32.66 0 0 0| 0 0 0 0 180 Total 0 0 552| 611 76,556 +500 0 Indicative a-t-m Vol 21.09 Underlying Price 157.300 Time to expiry: 43 Days Oct 10 0.500 -0.04 48.41 0 0 0| 0 40 0 0 120 0.500 -0.06 36.95 0 0 0| 0 19 0 0 130 0.750 -0.11 28.68 0 0 0| 0 186 0 0 140 1.500 -0.17 26.21 0 0 0| 0 1,380 -28 0 145 2.250 -0.27 24.28 0 0 0| 0 11,211 0 0 150 3.500 3.500 -0.40 21.72 3.750 S 3.250 0 0 1,753| 0 100 0 0 155 6.000 -0.58 20.67 0 0 0| 0 0 0 0 160 9.000 -0.76 18.86 0 0 0| 0 0 0 0 165 13.250 -0.87 19.41 0 0 0| 0 0 0 0 170 22.750 -0.97 20.72 0 0 0| 0 0 0 0 180 Total 0 0 1,753| 0 12,936 -28 0 Indicative a-t-m Vol 22.44 Underlying Price 157.300 Time to expiry: 78 Days Nov 10 1.750 -0.13 36.43 0 0 0| 0 0 0 0 130 2.250 2.250 -0.20 27.62 2.250 2.250 0 0 150| 0 5 0 0 140 3.250 -0.27 25.91 0 0 0| 0 2 0 0 145 4.750 4.750 -0.37 24.55 4.750 4.750 0 0 350| 0 0 0 0 150 6.750 6.500 -0.48 22.55 6.750 6.750 0 0 751| 0 10 0 0 155 9.500 9.500 -0.60 22.36 9.500 9.500 0 0 201| 0 0 0 0 160 12.750 -0.72 21.39 0 0 0| 0 0 0 0 165 16.750 -0.81 21.84 0 0 0| 0 0 0 0 170 25.500 -0.94 20.22 0 0 0| 0 0 0 0 180 Total 0 0 1,452| 0 17 0 0 Indicative a-t-m Vol 22.76 Underlying Price 157.300 Time to expiry: 106 Days Dec 10 0.250 -0.01 41.57 0 0 0| 0 735 0 0 96 0.250 -0.02 42.12 0 0 0| 0 29,150 0 0 100 1.250 -0.08 36.75 0 0 0| 0 85,547 0 0 120 2.250 -0.14 32.83 0 0 0| 0 38,544 0 0 130 2.750 3.250 -0.23 27.41 2.750 2.750 0 0 50| 0 39,626 0 0 140 Equity Options 21:59 Business Day Thu 2 Sep 2010 Previous Business Day Wed 1 Sep 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 | 5.500 5.750 -0.38 24.47 5.750 5.500 0 0 575| 2 33,193 0 0 150 10.500 -0.58 22.34 0 0 0| 31 15,411 0 0 160 17.250 -0.78 20.58 0 0 0| 0 10,000 +10,000 0 170 26.250 -0.88 22.27 0 0 0| 0 101 0 0 180 45.500 -0.95 27.16 0 0 0| 0 0 0 0 200 Total 0 0 625| 33 252,307 +10,000 0 Indicative a-t-m Vol 23.58 Underlying Price 157.300 Time to expiry: 197 Days Mar 11 2.000 -0.07 46.38 0 0 0| 0 10 0 0 100 2.000 2.750 -0.12 33.89 2.000 2.000 0 0 10| 0 79 0 0 120 3.500 -0.18 29.54 0 0 0| 0 36 0 0 130 5.500 -0.27 26.82 0 0 0| 0 2,407 0 0 140 8.750 -0.39 24.72 0 0 0| 10 115 +10 0 150 13.250 -0.54 23.30 0 0 0| 0 11 0 0 160 19.500 -0.69 21.77 0 0 0| 0 0 0 0 170 27.250 -0.82 20.94 0 0 0| 0 24 0 0 180 Total 0 0 10| 10 2,682 +10 0 Indicative a-t-m Vol 24.01 Underlying Price 157.300 Time to expiry: 288 Days Jun 11 2.250 -0.08 37.18 0 0 0| 0 1,710 0 0 100 4.250 -0.17 30.29 0 0 0| 0 1,048 0 0 120 6.250 -0.25 28.22 0 0 0| 0 1,232 0 0 130 9.250 -0.35 26.21 0 0 0| 0 3,824 0 0 140 13.500 -0.46 25.02 0 0 0| 12 28 +12 0 150 18.750 -0.59 23.76 0 0 0| 0 150 0 0 160 25.500 -0.70 22.74 0 0 0| 0 0 0 0 170 34.000 -0.78 23.94 0 0 0| 0 100 0 0 180 Total 0 0 0| 12 8,092 +12 0 Indicative a-t-m Vol 25.53 Underlying Price 157.300 Time to expiry: 470 Days Dec 11 4.250 -0.12 35.28 0 0 0| 0 7,530 0 0 100 8.000 -0.22 30.94 0 0 0| 0 36,520 0 0 120 14.250 -0.37 27.33 0 0 0| 15 20,517 +15 0 140 24.500 -0.56 25.33 0 0 0| 0 3,004 0 0 160 38.250 -0.72 24.30 0 0 0| 0 0 0 0 180 Total 0 0 0| 15 67,571 +15 0 Indicative a-t-m Vol 25.04 Underlying Price 157.300 Time to expiry: 652 Days Jun 12 10.500 -0.26 28.50 0 0 0| 0 0 0 0 120 18.000 -0.41 26.12 0 0 0| 0 0 0 0 140 29.500 -0.57 24.92 0 0 0| 0 0 0 0 160 43.250 -0.73 23.36 0 0 0| 0 0 0 0 180 Total 0 0 0| 0 0 0 0 Indicative a-t-m Vol 25.34 Underlying Price 157.300 Time to expiry: 841 Days Dec 12 8.500 -0.18 32.99 0 0 0| 0 0 0 0 100 14.000 -0.28 29.39 0 0 0| 0 2,500 0 0 120 21.750 -0.42 26.50 0 0 0| 0 9,500 0 0 140 33.000 -0.56 25.21 0 0 0| 0 0 0 0 160 Equity Options 21:59 Business Day Thu 2 Sep 2010 Previous Business Day Wed 1 Sep 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 | 47.750 -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 4,392| 681 432,161 +10,509 0 Grand Total 0 95,184 100,653| 2,581 1,009,422 +20,508 0 Whitbread Holdings plc STND OPT (WTB) Indicative a-t-m Vol 25.79 Underlying Price 1515.000 Time to expiry: 15 Days Sep 10 CAB 0.00 69.93 0 0 0| 0 15 0 0 1000 CAB 0.00 55.15 0 0 0| 0 0 0 0 1100 CAB 0.00 42.62 0 0 0| 0 5 0 0 1200 0.500 -0.01 32.18 0 0 0| 0 309 0 0 1300 1.000 -0.03 29.64 0 0 0| 0 3 0 0 1350 2.500 -0.07 26.11 0 0 0| 2 12 -2 0 1400 9.500 -0.20 25.80 0 0 0| 0 5 0 0 1450 25.500 -0.41 25.78 0 0 0| 0 14 0 0 1500 53.000 -0.65 25.80 0 0 0| 0 0 0 0 1550 91.500 -0.84 26.07 0 0 0| 0 7 0 0 1600 185.500 -0.98 25.95 0 0 0| 0 0 0 0 1700 285.000 -1.00 24.27 0 0 0| 0 0 0 0 1800 Total 0 0 0| 2 370 -2 0 Indicative a-t-m Vol 25.92 Underlying Price 1515.000 Time to expiry: 106 Days Dec 10 3.000 -0.02 40.68 0 0 0| 0 20 0 0 1000 9.000 -0.07 31.15 0 0 0| 0 10 0 0 1200 24.000 21.000 -0.16 29.32 24.000 24.000 0 0 4| 0 8 0 0 1300 42.000 -0.28 27.24 0 0 0| 0 14 0 0 1400 80.500 -0.46 26.08 0 0 0| 0 11 0 0 1500 138.000 -0.65 25.00 0 0 0| 0 16 0 0 1600 212.500 -0.81 24.03 0 0 0| 0 0 0 0 1700 302.000 -0.90 24.58 0 0 0| 0 0 0 0 1800 Total 0 0 4| 0 79 0 0 Indicative a-t-m Vol 27.12 Underlying Price 1515.000 Time to expiry: 197 Days Mar 11 26.500 -0.13 31.71 0 0 0| 0 1 0 0 1200 46.000 -0.22 30.11 0 0 0| 0 0 0 0 1300 73.000 -0.32 28.26 0 0 0| 0 2 0 0 1400 114.500 -0.45 27.22 0 0 0| 0 3 0 0 1500 171.000 -0.58 26.55 0 0 0| 0 0 0 0 1600 316.000 -0.82 24.58 0 0 0| 0 0 0 0 1800 Total 0 0 0| 0 6 0 0 Total Puts 0 0 4| 2 455 -2 0 Grand Total 0 129,556 135,029| 2,593 1,010,758 +20,506 0 Equity Options 21:59 Business Day Thu 2 Sep 2010 Previous Business Day Wed 1 Sep 2010 Page 83 Calls | Block | Opening Settle Delta Vola- Daily Trade Bclear Total | Official **Open Change Exer- Exer Trans Price tility High Low Volume Volume*** Volume | Volume Int cises Price | William Hill plc STND OPT (WHL) Indicative a-t-m Vol 26.91 Underlying Price 175.100 Time to expiry: 15 Days Sep 10 35.250 1.00 28.95 0 0 0| 0 0 0 0 140 25.250 1.00 25.78 0 0 0| 0 0 0 0 150 20.250 0.99 25.20 0 0 0| 0 0 0 0 155 15.250 0.97 23.72 0 0 0| 0 0 0 0 160 10.500 0.89 23.78 0 0 0| 0 0 0 0 165 6.750 0.73 24.73 0 0 0| 0 0 0 0 170 4.000 0.52 26.51 0 0 0| 0 0 0 0 175 2.250 0.33 28.51 0 0 0| 0 0 0 0 180 1.250 0.21 30.88 0 0 0| 0 10 0 0 185 0.750 0.12 32.88 0 0 0| 0 0 0 0 190 0.250 0.04 35.97 0 0 0| 0 5 0 0 200 CAB 0.01 39.07 0 0 0| 0 0 0 0 210 CAB 0.00 41.13 0 0 0| 0 47 0 0 220 CAB 0.00 40.31 0 0 0| 0 2 0 0 230 CAB 0.00 37.15 0 0 0| 0 0 0 0 240 Total 0 0 0| 0 64 0 0 Indicative a-t-m Vol 30.19 Underlying Price 175.100 Time to expiry: 106 Days Dec 10 35.750 0.95 31.22 0 0 0| 0 0 0 0 140 27.250 0.85 32.95 0 0 0| 0 0 0 0 150 19.250 0.74 31.11 0 0 0| 0 0 0 0 160 13.000 0.60 30.50 0 0 0| 0 0 0 0 170 8.250 0.45 29.99 0 0 0| 0 0 0 0 180 4.750 0.31 29.33 0 0 0| 0 15 0 0 190 2.750 0.19 28.62 0 0 0| 0 0 0 0 200 1.250 0.10 26.94 0 0 0| 0 0 0 0 210 0.500 0.05 25.55 0 0 0| 0 2 0 0 220 CAB 0.02 23.83 0 0 0| 0 3 0 0 230 CAB 0.00 21.86 0 0 0| 0 15 0 0 240 Total 0 0 0| 0 35 0 0 Indicative a-t-m Vol 30.76 Underlying Price 175.100 Time to expiry: 197 Days Mar 11 38.000 0.85 35.58 0 0 0| 0 0 0 0 140 30.250 0.77 34.34 0 0 0| 0 0 0 0 150 23.500 0.68 32.83 0 0 0| 0 0 0 0 160 17.250 0.58 31.33 0 0 0| 0 0 0 0 170 12.500 0.48 30.38 0 0 0| 0 7 0 0 180 8.750 0.38 29.89 0 0 0| 0 0 0 0 190 6.250 0.29 29.73 0 0 0| 0 36 0 0 200 2.750 0.15 28.79 0 0 0| 0 0 0 0 220 Total 0 0 0| 0 43 0 0 Total Calls 0 0 0| 0 142 0 0 | Equity Options 21:59 Business Day Thu 2 Sep 2010 Previous Business Day Wed 1 Sep 2010 Page 84 Puts | Block | Opening Settle Delta Vola- Daily Trade Bclear Total | Official **Open Change Exer- Exer Trans Price tility High Low Volume Volume*** Volume | Volume Int cises Price | William Hill plc STND OPT (WHL) Indicative a-t-m Vol 29.52 Underlying Price 175.100 Time to expiry: 15 Days Sep 10 CAB 0.00 32.96 0 0 0| 0 0 0 0 140 CAB 0.00 27.54 0 0 0| 0 0 0 0 150 CAB -0.01 23.39 0 0 0| 0 0 0 0 155 0.250 -0.05 27.58 0 0 0| 0 13 0 0 160 1.250 -0.18 31.88 0 0 0| 0 0 0 0 165 2.250 -0.31 30.27 0 0 0| 0 0 0 0 170 4.250 -0.48 29.58 0 0 0| 0 55 0 0 175 7.250 -0.66 29.28 0 0 0| 0 225 0 0 180 10.750 -0.83 26.59 0 0 0| 0 0 0 0 185 15.500 -0.88 32.14 0 0 0| 0 119 0 0 190 25.000 -0.98 31.87 0 0 0| 0 0 0 0 200 35.000 -1.00 33.50 0 0 0| 0 0 0 0 210 45.000 -1.00 35.96 0 0 0| 0 0 0 0 220 55.000 -1.00 34.58 0 0 0| 0 0 0 0 230 65.000 -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 29.42 Underlying Price 175.100 Time to expiry: 106 Days Dec 10 1.250 -0.09 30.67 0 0 0| 0 9 0 0 140 3.000 -0.18 31.24 0 0 0| 0 0 0 0 150 5.750 -0.29 30.82 0 0 0| 0 35 0 0 160 9.750 -0.43 29.95 0 0 0| 0 12 0 0 170 15.000 -0.57 29.07 0 0 0| 0 30 0 0 180 22.000 -0.71 28.75 0 0 0| 0 5 0 0 190 29.500 -0.83 27.09 0 0 0| 0 1 0 0 200 38.250 -0.91 26.00 0 0 0| 0 0 0 0 210 48.000 -0.94 27.57 0 0 0| 0 0 0 0 220 57.500 -0.98 25.88 0 0 0| 0 0 0 0 230 67.500 -0.98 30.23 0 0 0| 0 0 0 0 240 Total 0 0 0| 0 92 0 0 Indicative a-t-m Vol 30.58 Underlying Price 175.100 Time to expiry: 197 Days Mar 11 4.500 -0.17 34.96 0 0 0| 0 0 0 0 140 6.750 -0.24 33.43 0 0 0| 0 0 0 0 150 10.250 -0.33 32.41 0 0 0| 0 7 0 0 160 14.000 -0.43 30.86 0 0 0| 0 2 0 0 170 19.500 -0.53 30.40 0 0 0| 0 20 0 0 180 25.500 -0.63 29.38 0 0 0| 0 0 0 0 190 33.000 -0.72 29.34 0 0 0| 0 0 0 0 200 49.250 -0.87 27.62 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 44,948 44,948| 0 675 0 0 Equity Options 21:59 Business Day Thu 2 Sep 2010 Previous Business Day Wed 1 Sep 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 38.30 Underlying Price 1357.000 Time to expiry: 15 Days Sep 10 358.500 0.98 70.30 0 0 0| 0 0 0 0 1000 260.000 0.96 58.02 0 0 0| 0 0 0 0 1100 211.000 0.94 51.99 0 0 0| 0 0 0 0 1150 163.500 0.91 46.36 0 0 0| 0 0 0 0 1200 115.500 0.86 38.59 0 0 0| 0 0 0 0 1250 77.500 0.72 38.30 0 0 0| 0 0 0 0 1300 47.000 0.54 38.30 0 0 0| 0 0 0 0 1350 26.000 0.36 38.30 0 0 0| 0 1 0 0 1400 14.500 0.23 39.98 0 0 0| 0 10 0 0 1450 6.500 0.12 39.97 0 0 0| 0 2 0 0 1500 3.500 0.07 41.99 0 0 0| 0 34 0 0 1550 2.500 0.04 45.00 0 0 0| 0 3 0 0 1600 1.000 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 39.75 Underlying Price 1357.000 Time to expiry: 106 Days Dec 10 375.500 0.91 47.07 0 0 0| 0 0 0 0 1000 284.500 0.86 41.41 0 0 0| 0 0 0 0 1100 209.500 0.75 40.81 0 0 0| 0 0 0 0 1200 147.000 0.62 40.14 0 0 0| 0 0 0 0 1300 98.500 0.49 39.46 0 0 0| 0 1 0 0 1400 63.000 0.36 39.07 0 0 0| 0 0 0 0 1500 38.000 0.25 38.48 0 0 0| 0 0 0 0 1600 22.000 0.16 37.89 0 0 0| 0 3 0 0 1700 13.000 0.10 38.17 0 0 0| 0 1 0 0 1800 4.000 0.04 37.95 0 0 0| 0 1 0 0 2000 Total 0 0 0| 0 6 0 0 Indicative a-t-m Vol 39.58 Underlying Price 1357.000 Time to expiry: 197 Days Mar 11 379.500 0.90 35.92 0 0 0| 0 0 0 0 1000 290.500 0.85 32.19 0 0 0| 0 0 0 0 1100 233.500 0.73 36.79 0 0 0| 0 0 0 0 1200 185.000 0.62 39.08 0 0 0| 0 0 0 0 1300 143.500 0.52 39.95 0 0 0| 0 0 0 0 1400 107.500 0.43 39.98 0 0 0| 0 0 0 0 1500 78.000 0.34 39.61 0 0 0| 0 1 0 0 1600 55.000 0.27 39.11 0 0 0| 0 0 0 0 1700 38.000 0.20 38.68 0 0 0| 0 1 0 0 1800 Total 0 0 0| 0 2 0 0 Total Calls 0 0 0| 0 67 0 0 | Equity Options 21:59 Business Day Thu 2 Sep 2010 Previous Business Day Wed 1 Sep 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 40.86 Underlying Price 1357.000 Time to expiry: 15 Days Sep 10 CAB 0.00 46.82 0 0 0| 0 0 0 0 1000 0.500 -0.01 45.01 0 0 0| 0 2 0 0 1100 1.500 -0.03 43.20 0 0 0| 0 0 0 0 1150 4.000 -0.07 42.12 0 0 0| 10 250 -10 0 1200 10.000 -0.16 40.90 0 0 0| 0 0 0 0 1250 22.500 -0.29 41.07 0 0 0| 2 13 0 0 1300 42.500 -0.46 40.76 0 0 0| 0 4 0 0 1350 72.000 -0.62 41.49 0 0 0| 0 252 0 0 1400 109.000 -0.76 41.95 0 0 0| 0 20 0 0 1450 151.500 -0.86 43.10 0 0 0| 0 0 0 0 1500 197.500 -0.92 44.51 0 0 0| 0 4 0 0 1550 245.000 -0.95 45.86 0 0 0| 0 4 0 0 1600 294.500 -0.97 49.92 0 0 0| 0 0 0 0 1650 343.500 -0.98 50.66 0 0 0| 0 0 0 0 1700 443.000 -1.00 52.53 0 0 0| 0 0 0 0 1800 643.000 -1.00 62.12 0 0 0| 0 0 0 0 2000 Total 0 0 0| 12 549 -10 0 Indicative a-t-m Vol 40.60 Underlying Price 1357.000 Time to expiry: 106 Days Dec 10 20.000 -0.10 49.86 0 0 0| 0 0 0 0 1000 32.500 -0.16 45.46 0 0 0| 0 0 0 0 1100 55.000 -0.26 42.80 0 0 0| 2 3 +2 0 1200 90.500 -0.38 41.32 0 0 0| 0 3 0 0 1300 140.500 -0.51 40.06 0 0 0| 0 13 0 0 1400 204.500 -0.64 39.58 0 0 0| 0 0 0 0 1500 278.500 -0.75 38.73 0 0 0| 0 0 0 0 1600 362.500 -0.84 37.97 0 0 0| 0 0 0 0 1700 452.000 -0.91 36.99 0 0 0| 0 0 0 0 1800 643.500 -0.99 34.25 0 0 0| 0 0 0 0 2000 Total 0 0 0| 2 19 +2 0 Indicative a-t-m Vol 41.18 Underlying Price 1357.000 Time to expiry: 197 Days Mar 11 39.500 -0.14 46.38 0 0 0| 0 0 0 0 1000 61.500 -0.21 44.59 0 0 0| 0 0 0 0 1100 92.000 -0.29 42.99 0 0 0| 0 1 0 0 1200 133.000 -0.38 41.71 0 0 0| 0 0 0 0 1300 184.500 -0.48 40.79 0 0 0| 0 2 0 0 1400 246.000 -0.57 40.24 0 0 0| 0 0 0 0 1500 317.000 -0.66 40.08 0 0 0| 0 0 0 0 1600 396.500 -0.73 40.29 0 0 0| 0 0 0 0 1700 482.000 -0.79 40.85 0 0 0| 0 0 0 0 1800 Total 0 0 0| 0 3 0 0 Total Puts 0 0 0| 14 571 -8 0 Grand Total 0 46,270 46,270| 14 638 -8 0 Equity Options 21:59 Business Day Thu 2 Sep 2010 Previous Business Day Wed 1 Sep 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: 15 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 0 520 115.750 0.99 39.02 0 0 0| 0 5 0 0 560 76.250 0.96 32.11 0 0 0| 0 8 0 0 600 57.000 0.93 29.20 0 0 0| 0 0 0 0 620 38.750 0.84 26.47 0 0 0| 0 15 0 0 640 23.000 0.69 24.56 0 0 0| 11 20 0 0 660 11.000 0.46 22.94 0 0 0| 0 513 0 0 680 3.500 0.22 21.04 0 0 0| 11 125 0 0 700 0.750 0.06 19.39 0 0 0| 0 141 0 0 720 CAB 0.00 14.54 0 0 0| 0 290 0 0 760 CAB 0.00 13.11 0 0 0| 0 5 0 0 800 Total 0 0 0| 22 1,127 0 0 Indicative a-t-m Vol 24.42 Underlying Price 675.500 Time to expiry: 106 Days Dec 10 196.500 0.98 38.12 0 0 0| 0 0 0 0 480 120.500 0.90 31.81 0 0 0| 0 10 0 0 560 86.000 0.80 28.99 0 0 0| 0 20 0 0 600 55.500 0.67 26.36 0 0 0| 0 0 0 0 640 31.250 0.49 24.21 0 0 0| 0 21 0 0 680 15.250 0.31 22.75 0 0 0| 5 18 +5 0 720 6.250 0.16 21.67 0 0 0| 0 68 0 0 760 2.500 0.07 21.37 0 0 0| 0 17 0 0 800 0.750 0.03 21.38 0 0 0| 0 1 0 0 840 Total 0 0 0| 5 155 +5 0 Indicative a-t-m Vol 25.84 Underlying Price 675.500 Time to expiry: 197 Days Mar 11 129.000 0.82 30.98 0 0 0| 0 0 0 0 560 98.000 0.74 28.96 0 0 0| 0 0 0 0 600 70.250 0.64 27.23 0 0 0| 0 6 0 0 640 47.500 0.52 25.69 0 0 0| 0 0 0 0 680 29.250 0.39 24.16 0 0 0| 0 0 0 0 720 16.750 0.26 23.00 0 0 0| 0 5 0 0 760 8.250 0.16 21.67 0 0 0| 0 0 0 0 800 Total 0 0 0| 0 11 0 0 Total Calls 0 0 0| 27 1,293 +5 0 | Equity Options 21:59 Business Day Thu 2 Sep 2010 Previous Business Day Wed 1 Sep 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 21.78 Underlying Price 675.500 Time to expiry: 15 Days Sep 10 CAB 0.00 48.48 0 0 0| 0 0 0 0 480 CAB 0.00 47.20 0 0 0| 0 6 0 0 520 0.250 -0.01 41.85 0 0 0| 0 1 0 0 560 0.750 -0.04 33.39 0 0 0| 0 506 0 0 600 1.250 -0.07 28.30 0 0 0| 0 0 0 0 620 3.000 -0.15 25.75 0 0 0| 0 68 0 0 640 7.000 -0.31 23.76 0 0 0| 11 511 +11 0 660 14.250 -0.55 21.29 0 0 0| 0 533 0 0 680 27.750 -0.79 20.27 0 0 0| 0 11 0 0 700 45.500 -0.92 21.97 0 0 0| 0 18 0 0 720 84.750 -0.98 28.45 0 0 0| 0 0 0 0 760 124.750 -0.98 37.64 0 0 0| 0 0 0 0 800 Total 0 0 0| 11 1,654 +11 0 Indicative a-t-m Vol 25.02 Underlying Price 675.500 Time to expiry: 106 Days Dec 10 2.500 -0.04 38.04 0 0 0| 0 48 0 0 480 8.250 -0.13 32.17 0 0 0| 0 28 0 0 560 14.250 -0.22 29.35 0 0 0| 0 44 0 0 600 24.250 -0.34 26.82 0 0 0| 5 7 +5 0 640 40.500 -0.51 24.82 0 0 0| 0 43 0 0 680 64.500 -0.69 23.30 0 0 0| 0 10 0 0 720 95.500 -0.83 22.59 0 0 0| 0 0 0 0 760 131.500 -0.92 22.33 0 0 0| 0 0 0 0 800 170.500 -0.95 24.50 0 0 0| 0 8 0 0 840 Total 0 0 0| 5 188 +5 0 Indicative a-t-m Vol 26.10 Underlying Price 675.500 Time to expiry: 197 Days Mar 11 17.000 -0.18 31.40 0 0 0| 0 5 0 0 560 25.750 -0.26 29.34 0 0 0| 0 2 0 0 600 38.250 -0.36 27.65 0 0 0| 0 0 0 0 640 55.000 -0.49 25.92 0 0 0| 0 0 0 0 680 77.000 -0.62 24.54 0 0 0| 0 0 0 0 720 104.750 -0.74 23.50 0 0 0| 0 1 0 0 760 136.250 -0.84 22.22 0 0 0| 0 0 0 0 800 Total 0 0 0| 0 8 0 0 Total Puts 0 0 0| 16 1,850 +16 0 Grand Total 0 37,016 37,016| 43 3,143 +21 0 Equity Options 21:59 Business Day Thu 2 Sep 2010 Previous Business Day Wed 1 Sep 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 (XS