Equity Options 22:04 Business Day Fri 3 Sep 2010 Previous Business Day Thu 2 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 31.03 Underlying Price 5910.000 Time to expiry: 14 Days Sep 10 2311.000 1.00 53.87 0 0 0| 0 0 0 0 3600 2111.000 1.00 49.50 0 0 0| 0 0 0 0 3800 1911.000 1.00 45.40 0 0 0| 0 0 0 0 4000 1511.500 1.00 40.47 0 0 0| 0 1 0 0 4400 1112.000 1.00 39.23 0 0 0| 0 5 0 0 4800 717.000 0.97 35.20 0 0 0| 0 5 0 0 5200 527.000 0.92 32.96 0 0 0| 0 0 0 0 5400 353.500 0.81 31.92 0 0 0| 0 107 0 0 5600 211.000 0.63 31.31 0 0 0| 0 4 0 0 5800 137.500 108.500 0.42 30.81 137.500 136.500 0 0 5| 0 34 0 0 6000 46.500 0.23 30.31 0 0 0| 0 0 0 0 6200 15.000 0.09 29.08 0 0 0| 0 6 0 0 6400 6.000 0.04 30.81 0 0 0| 0 1 0 0 6600 2.000 0.01 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 5| 0 170 0 0 Indicative a-t-m Vol 34.36 Underlying Price 5910.000 Time to expiry: 105 Days Dec 10 1923.000 0.98 37.79 0 0 0| 0 0 0 0 4000 1540.500 0.95 36.91 0 0 0| 0 0 0 0 4400 1183.500 0.88 36.43 0 0 0| 0 2 0 0 4800 865.000 0.78 35.67 0 0 0| 0 0 0 0 5200 591.500 0.65 34.41 0 0 0| 0 2 0 0 5600 389.500 0.50 34.34 0 0 0| 0 0 0 0 6000 232.500 0.36 33.31 0 0 0| 0 1 0 0 6400 124.500 0.23 32.04 0 0 0| 0 1 0 0 6800 68.000 0.14 32.06 0 0 0| 0 1 0 0 7200 Total 0 0 0| 0 7 0 0 Indicative a-t-m Vol 33.35 Underlying Price 5910.000 Time to expiry: 196 Days Mar 11 1942.000 0.96 36.19 0 0 0| 0 0 0 0 4000 1257.500 0.83 35.07 0 0 0| 0 0 0 0 4800 973.000 0.74 34.58 0 0 0| 0 2 0 0 5200 723.000 0.63 33.75 0 0 0| 0 1 0 0 5600 525.500 0.52 33.24 0 0 0| 0 0 0 0 6000 363.500 0.41 32.51 0 0 0| 0 0 0 0 6400 245.000 0.31 32.01 0 0 0| 0 2 0 0 6800 160.500 0.23 31.51 0 0 0| 0 2 0 0 7200 Total 0 0 0| 0 7 0 0 Total Calls 0 0 5| 0 184 0 0 | Equity Options 22:04 Business Day Fri 3 Sep 2010 Previous Business Day Thu 2 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 30.50 Underlying Price 5910.000 Time to expiry: 14 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 7.000 -0.04 36.83 0 0 0| 0 4 0 0 5200 19.500 -0.09 35.03 0 0 0| 0 29 0 0 5400 48.000 -0.20 33.87 0 0 0| 0 3 0 0 5600 100.000 -0.37 31.40 0 0 0| 3 6 +3 0 5800 192.000 -0.59 29.77 0 0 0| 0 8 0 0 6000 334.500 -0.77 30.14 0 0 0| 0 2 0 0 6200 506.000 -0.90 30.14 0 0 0| 0 5 0 0 6400 697.000 -0.95 32.69 0 0 0| 0 2 0 0 6600 892.000 -0.98 33.43 0 0 0| 0 12 0 0 6800 1290.000 -1.00 33.06 0 0 0| 0 2 0 0 7200 1690.000 -1.00 34.05 0 0 0| 0 0 0 0 7600 Total 0 0 0| 3 94 +3 0 Indicative a-t-m Vol 33.23 Underlying Price 5910.000 Time to expiry: 105 Days Dec 10 11.000 -0.02 37.84 0 0 0| 0 4 0 0 4000 31.000 -0.06 36.76 0 0 0| 0 6 0 0 4400 76.000 -0.12 35.91 0 0 0| 0 2 0 0 4800 157.500 -0.22 34.86 0 0 0| 0 5 0 0 5200 286.500 -0.36 33.74 0 0 0| 0 2 0 0 5600 425.000 479.000 -0.51 33.08 425.000 425.000 0 0 2| 2 4 0 0 6000 730.500 -0.65 32.56 0 0 0| 0 2 0 0 6400 1023.000 -0.78 31.07 0 0 0| 0 0 0 0 6800 1378.000 -0.86 32.43 0 0 0| 0 2 0 0 7200 Total 0 0 2| 2 27 0 0 Indicative a-t-m Vol 32.12 Underlying Price 5910.000 Time to expiry: 196 Days Mar 11 38.000 -0.05 35.47 0 0 0| 0 0 0 0 4000 148.000 -0.17 33.60 0 0 0| 0 3 0 0 4800 261.000 -0.26 33.15 0 0 0| 0 1 0 0 5200 410.000 -0.37 32.45 0 0 0| 0 125 0 0 5600 613.000 -0.48 32.03 0 0 0| 0 0 0 0 6000 856.000 -0.60 31.60 0 0 0| 0 0 0 0 6400 1138.500 -0.70 31.06 0 0 0| 0 0 0 0 6800 1453.500 -0.78 30.50 0 0 0| 0 4 0 0 7200 Total 0 0 0| 0 133 0 0 Total Puts 0 0 2| 5 254 +3 0 Grand Total 0 1,980 1,987| 5 438 +3 0 Equity Options 22:04 Business Day Fri 3 Sep 2010 Previous Business Day Thu 2 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 17.57 Underlying Price 3332.000 Time to expiry: 14 Days Sep 10 733.000 1.00 41.65 0 0 0| 0 0 0 0 2600 533.000 0.99 34.52 0 0 0| 0 0 0 0 2800 433.500 0.99 30.09 0 0 0| 0 0 0 0 2900 334.500 0.98 26.65 0 0 0| 0 0 0 0 3000 236.000 0.95 21.73 0 0 0| 0 5 0 0 3100 142.500 0.86 19.28 0 0 0| 0 319 0 0 3200 66.000 0.62 17.80 0 0 0| 0 260 0 0 3300 20.500 0.29 17.09 0 0 0| 0 941 0 0 3400 1.000 0.02 18.07 0 0 0| 0 35 0 0 3600 CAB 0.00 19.04 0 0 0| 0 40 0 0 3800 CAB 0.00 20.02 0 0 0| 0 14 0 0 4000 Total 0 0 0| 0 1,614 0 0 Indicative a-t-m Vol 21.21 Underlying Price 3332.000 Time to expiry: 105 Days Dec 10 941.500 0.98 31.07 0 0 0| 0 0 0 0 2400 558.500 0.91 25.77 0 0 0| 0 0 0 0 2800 383.500 0.82 23.74 0 0 0| 0 2 0 0 3000 234.000 0.66 22.03 0 0 0| 0 40 0 0 3200 121.500 0.46 20.79 0 0 0| 0 385 0 0 3400 53.000 0.26 19.93 0 0 0| 0 9 0 0 3600 19.500 0.12 19.51 0 0 0| 0 20 0 0 3800 6.500 0.05 19.36 0 0 0| 0 44 0 0 4000 Total 0 0 0| 0 500 0 0 Indicative a-t-m Vol 21.76 Underlying Price 3332.000 Time to expiry: 196 Days Mar 11 952.000 0.96 29.41 0 0 0| 0 0 0 0 2400 585.500 0.86 25.55 0 0 0| 0 0 0 0 2800 422.500 0.77 23.97 0 0 0| 0 0 0 0 3000 282.000 0.64 22.52 0 0 0| 0 10 0 0 3200 171.500 0.48 21.37 0 0 0| 0 37 0 0 3400 95.500 0.33 20.62 0 0 0| 0 42 0 0 3600 22.500 0.11 19.69 0 0 0| 0 4 0 0 4000 Total 0 0 0| 0 93 0 0 Total Calls 0 0 0| 0 2,207 0 0 | Equity Options 22:04 Business Day Fri 3 Sep 2010 Previous Business Day Thu 2 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 17.54 Underlying Price 3332.000 Time to expiry: 14 Days Sep 10 0.500 -0.01 49.19 0 0 0| 0 21 0 0 2600 1.500 -0.01 39.90 0 0 0| 0 107 0 0 2800 2.000 -0.02 35.09 0 0 0| 0 3 0 0 2900 3.000 -0.04 29.75 0 0 0| 0 118 0 0 3000 5.500 -0.07 24.86 0 0 0| 0 290 0 0 3100 11.000 -0.15 20.14 0 0 0| 0 436 0 0 3200 32.500 33.500 -0.39 17.88 39.500 32.000 0 0 9| 0 13 0 0 3300 87.000 -0.72 16.81 0 0 0| 0 29 0 0 3400 268.000 -0.99 17.61 0 0 0| 0 5 0 0 3600 468.000 -1.00 18.41 0 0 0| 0 0 0 0 3800 668.000 -1.00 19.47 0 0 0| 0 0 0 0 4000 Total 0 0 9| 0 1,022 0 0 Indicative a-t-m Vol 21.45 Underlying Price 3332.000 Time to expiry: 105 Days Dec 10 7.000 -0.03 33.77 0 0 0| 0 26 0 0 2400 21.500 -0.09 26.15 0 0 0| 0 410 0 0 2800 46.500 -0.19 23.95 0 0 0| 0 30 0 0 3000 101.000 97.500 -0.34 22.34 101.000 101.000 0 0 2| 2 43 +2 0 3200 184.500 -0.54 20.99 0 0 0| 0 100 0 0 3400 315.500 -0.74 20.08 0 0 0| 0 6 0 0 3600 483.000 -0.89 19.73 0 0 0| 0 6 0 0 3800 670.500 -0.97 19.32 0 0 0| 0 3 0 0 4000 Total 0 0 2| 2 624 +2 0 Indicative a-t-m Vol 21.29 Underlying Price 3332.000 Time to expiry: 196 Days Mar 11 18.000 -0.06 28.83 0 0 0| 0 1 0 0 2400 59.500 -0.17 25.03 0 0 0| 0 31 0 0 2800 104.000 -0.27 23.53 0 0 0| 0 7 0 0 3000 170.500 -0.41 22.05 0 0 0| 0 4 0 0 3200 268.500 -0.56 20.90 0 0 0| 0 52 0 0 3400 399.000 -0.71 20.13 0 0 0| 0 5 0 0 3600 733.500 -0.91 18.91 0 0 0| 0 0 0 0 4000 Total 0 0 0| 0 100 0 0 Total Puts 0 0 11| 2 1,746 +2 0 Grand Total 0 1,560 1,571| 2 3,953 +2 0 Equity Options 22:04 Business Day Fri 3 Sep 2010 Previous Business Day Thu 2 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 15.93 Underlying Price 543.000 Time to expiry: 14 Days Sep 10 143.250 1.00 55.35 0 0 0| 0 0 0 0 400 103.250 0.99 46.41 0 0 0| 0 0 0 0 440 83.500 0.98 41.13 0 0 0| 0 0 0 0 460 63.500 0.98 31.39 0 0 0| 0 0 0 0 480 53.500 0.97 26.45 0 0 0| 0 0 0 0 490 43.250 0.99 18.49 0 0 0| 0 0 0 0 500 24.000 0.90 17.35 0 0 0| 0 7 0 0 520 8.750 0.58 15.98 0 0 0| 0 29 0 0 540 1.500 0.17 15.68 0 0 0| 0 53 0 0 560 0.250 0.03 16.75 0 0 0| 0 0 0 0 580 CAB 0.01 20.11 0 0 0| 0 0 0 0 600 CAB 0.00 25.35 0 0 0| 0 5 0 0 640 Total 0 0 0| 0 94 0 0 Indicative a-t-m Vol 19.67 Underlying Price 543.000 Time to expiry: 105 Days Dec 10 145.250 0.96 33.55 0 0 0| 0 0 0 0 400 106.250 0.94 27.29 0 0 0| 0 0 0 0 440 87.500 0.91 25.03 0 0 0| 0 2 0 0 460 69.250 0.86 23.32 0 0 0| 0 7 0 0 480 37.500 0.68 20.69 0 0 0| 0 21 0 0 520 15.500 0.41 18.92 0 0 0| 0 46 0 0 560 4.500 0.17 17.92 0 0 0| 0 15 0 0 600 0.750 0.04 16.93 0 0 0| 0 0 0 0 640 Total 0 0 0| 0 91 0 0 Indicative a-t-m Vol 21.09 Underlying Price 543.000 Time to expiry: 196 Days Mar 11 111.000 0.89 26.02 0 0 0| 0 0 0 0 440 93.750 0.84 25.09 0 0 0| 0 0 0 0 460 77.500 0.79 24.09 0 0 0| 0 0 0 0 480 48.250 0.65 22.03 0 0 0| 0 0 0 0 520 26.000 0.46 20.40 0 0 0| 0 7 0 0 560 11.750 0.27 19.15 0 0 0| 0 39 0 0 600 4.750 0.13 18.68 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 22:04 Business Day Fri 3 Sep 2010 Previous Business Day Thu 2 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 543.000 Time to expiry: 14 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 0.00 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 1.250 -0.12 18.94 0 0 0| 0 35 0 0 520 6.250 -0.43 17.41 0 0 0| 0 0 0 0 540 19.500 -0.78 19.12 0 0 0| 0 56 0 0 560 37.750 -0.92 23.34 0 0 0| 0 0 0 0 580 57.000 -0.99 22.75 0 0 0| 0 0 0 0 600 97.000 -1.00 24.46 0 0 0| 0 0 0 0 640 Total 0 0 0| 0 836 0 0 Indicative a-t-m Vol 19.96 Underlying Price 543.000 Time to expiry: 105 Days Dec 10 1.000 -0.02 30.47 0 0 0| 0 3 0 0 400 2.250 -0.06 26.77 0 0 0| 0 13 0 0 440 3.500 -0.09 24.97 0 0 0| 0 27 0 0 460 5.500 -0.15 23.52 0 0 0| 0 30 0 0 480 13.750 -0.32 20.98 0 0 0| 0 22 0 0 520 31.750 -0.59 19.20 0 0 0| 0 2 0 0 560 60.750 -0.83 18.36 0 0 0| 0 0 0 0 600 97.500 -0.96 18.36 0 0 0| 0 0 0 0 640 Total 0 0 0| 0 97 0 0 Indicative a-t-m Vol 21.25 Underlying Price 543.000 Time to expiry: 196 Days Mar 11 6.500 -0.12 26.44 0 0 0| 0 1 0 0 440 9.000 -0.16 25.31 0 0 0| 0 5 0 0 460 12.750 -0.21 24.26 0 0 0| 0 1 0 0 480 23.500 -0.36 22.23 0 0 0| 0 17 0 0 520 41.000 -0.54 20.53 0 0 0| 0 0 0 0 560 67.250 -0.73 19.44 0 0 0| 0 0 0 0 600 100.000 -0.88 18.67 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 1,620 1,620| 0 1,188 0 0 Equity Options 22:04 Business Day Fri 3 Sep 2010 Previous Business Day Thu 2 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 31.54 Underlying Price 99.600 Time to expiry: 14 Days Sep 10 27.500 1.00 37.08 0 0 0| 0 0 0 0 72 19.500 1.00 34.98 0 0 0| 0 0 0 0 80 11.750 0.95 38.63 0 0 0| 0 0 0 0 88 8.000 0.88 34.38 0 0 0| 0 0 0 0 92 5.000 0.71 34.34 0 0 0| 0 0 0 0 96 2.250 0.49 31.54 0 0 0| 0 0 0 0 100 CAB 0.04 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 31.77 Underlying Price 99.600 Time to expiry: 105 Days Dec 10 40.000 0.98 48.32 0 0 0| 0 0 0 0 60 21.250 0.87 40.56 0 0 0| 0 0 0 0 80 14.750 0.77 36.34 0 0 0| 0 0 0 0 88 9.000 0.62 32.74 0 0 0| 0 0 0 0 96 6.750 0.53 31.77 0 0 0| 0 36 0 0 100 1.500 1.250 0.15 30.43 1.750 1.500 0 0 190| 0 23 0 0 120 0.250 0.03 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 0 190| 0 79 0 0 Indicative a-t-m Vol 32.57 Underlying Price 99.600 Time to expiry: 196 Days Mar 11 40.250 0.97 42.12 0 0 0| 0 0 0 0 60 22.500 0.84 35.56 0 0 0| 0 0 0 0 80 16.250 0.74 33.03 0 0 0| 0 0 0 0 88 11.250 0.62 32.07 0 0 0| 0 0 0 0 96 9.500 0.55 32.57 0 0 0| 0 10 0 0 100 3.000 0.25 31.22 0 0 0| 0 20 0 0 120 1.000 0.09 31.79 0 0 0| 0 0 0 0 140 0.250 0.04 33.35 0 0 0| 0 0 0 0 160 Total 0 0 0| 0 30 0 0 Total Calls 0 0 190| 0 430 0 0 | Equity Options 22:04 Business Day Fri 3 Sep 2010 Previous Business Day Thu 2 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 26.39 Underlying Price 99.600 Time to expiry: 14 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 CAB -0.02 29.45 0 0 0| 0 0 0 0 88 0.250 -0.08 28.15 0 0 0| 0 0 0 0 92 0.750 -0.25 27.69 0 0 0| 0 0 0 0 96 2.250 -0.52 26.39 0 0 0| 0 10 0 0 100 10.500 -0.98 23.34 0 0 0| 0 0 0 0 110 20.500 -1.00 21.81 0 0 0| 0 85 0 0 120 30.500 -1.00 22.32 0 0 0| 0 0 0 0 130 40.500 -1.00 23.34 0 0 0| 0 29 0 0 140 60.500 -1.00 25.34 0 0 0| 0 0 0 0 160 100.500 -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 32.93 Underlying Price 99.600 Time to expiry: 105 Days Dec 10 CAB -0.01 43.78 0 0 0| 0 0 0 0 60 1.250 -0.11 36.83 0 0 0| 0 100 0 0 80 3.000 -0.23 36.82 0 0 0| 0 0 0 0 88 5.500 -0.38 34.01 0 0 0| 0 3 0 0 96 7.250 -0.47 32.93 0 0 0| 0 166 0 0 100 21.750 -0.84 32.47 0 0 0| 0 47 0 0 120 40.750 -0.95 37.28 0 0 0| 0 0 0 0 140 60.500 -0.98 43.48 0 0 0| 0 0 0 0 160 100.500 -1.00 52.30 0 0 0| 0 0 0 0 200 Total 0 0 0| 0 316 0 0 Indicative a-t-m Vol 32.70 Underlying Price 99.600 Time to expiry: 196 Days Mar 11 0.250 -0.02 36.74 0 0 0| 0 0 0 0 60 2.750 -0.17 36.33 0 0 0| 0 0 0 0 80 4.750 -0.26 34.48 0 0 0| 0 0 0 0 88 7.750 -0.39 33.57 0 0 0| 0 0 0 0 96 9.500 -0.45 32.70 0 0 0| 0 15 0 0 100 23.000 -0.75 31.53 0 0 0| 0 33 0 0 120 41.250 -0.90 33.50 0 0 0| 0 0 0 0 140 60.750 -0.94 38.97 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 1,740 1,930| 0 918 0 0 Equity Options 22:04 Business Day Fri 3 Sep 2010 Previous Business Day Thu 2 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 33.11 Underlying Price 3536.000 Time to expiry: 14 Days Sep 10 1538.000 1.00 113.20 0 0 0| 0 0 0 0 2000 1137.500 0.99 78.42 0 0 0| 0 0 0 0 2400 938.000 0.99 63.42 0 0 0| 0 0 0 0 2600 705.000 738.500 0.99 52.87 705.000 705.000 0 0 3| 0 15 0 0 2800 639.500 0.98 49.17 0 0 0| 0 10 0 0 2900 541.000 0.97 44.80 0 0 0| 0 240 0 0 3000 463.500 444.000 0.95 41.47 463.500 S 463.500 S 0 0 10| 0 190 0 0 3100 349.000 0.91 38.22 0 0 0| 1 1,502 -1 0 3200 260.500 0.84 36.45 0 0 0| 0 110 0 0 3300 154.000 181.000 0.72 34.78 163.000 S 154.000 0 0 6| 1 560 -1 0 3400 95.500 115.000 0.58 33.51 128.000 95.500 0 469 525| 2 1,935 -13 0 3500 49.000 65.500 0.41 32.41 73.000 47.000 0 0 185| 151 2,436 -44 0 3600 24.000 33.000 0.25 31.47 38.000 24.000 0 0 155| 0 437 0 0 3700 14.500 0.13 31.01 0 0 0| 0 1,065 0 0 3800 6.000 0.06 31.01 0 0 0| 0 91 0 0 3900 2.000 0.03 30.68 0 0 0| 0 156 0 0 4000 0.500 0.01 33.32 0 0 0| 0 20 0 0 4200 CAB 0.00 37.93 0 0 0| 0 1,195 0 0 4400 CAB 0.00 39.77 0 0 0| 0 746 0 0 4800 Total 0 469 884| 155 10,708 -59 0 Indicative a-t-m Vol 34.89 Underlying Price 3536.000 Time to expiry: 42 Days Oct 10 948.500 0.96 53.02 0 0 0| 0 0 0 0 2600 755.500 0.94 47.35 0 0 0| 0 0 0 0 2800 662.000 0.91 45.19 0 0 0| 0 0 0 0 2900 571.500 0.88 43.44 0 0 0| 0 5 0 0 3000 482.500 0.84 41.14 0 0 0| 0 25 0 0 3100 364.000 397.000 0.79 38.84 371.500 S 364.000 S 0 0 4| 1 64 0 0 3200 321.500 0.73 37.82 0 0 0| 0 59 0 0 3300 251.500 0.65 36.45 0 0 0| 0 167 0 0 3400 190.500 0.56 35.36 0 0 0| 1 17 0 0 3500 137.500 0.47 34.05 0 0 0| 0 107 -105 0 3600 65.500 0.28 32.73 0 0 0| 20 237 +20 0 3800 27.500 0.14 31.90 0 0 0| 5 153 +5 0 4000 Total 0 0 4| 27 834 -80 0 Indicative a-t-m Vol 35.99 Underlying Price 3536.000 Time to expiry: 77 Days Nov 10 963.500 0.94 47.49 0 0 0| 0 0 0 0 2600 785.000 0.89 45.69 0 0 0| 0 0 0 0 2800 609.500 0.83 42.02 0 0 0| 0 0 0 0 3000 529.000 0.79 40.73 0 0 0| 0 0 0 0 3100 452.500 0.74 39.57 0 0 0| 0 0 0 0 3200 381.000 0.69 38.50 0 0 0| 0 2 0 0 3300 316.500 0.63 37.49 0 0 0| 0 14 0 0 3400 234.000 257.000 0.56 36.31 241.000 S 234.000 S 0 0 11| 0 0 0 0 3500 Equity Options 22:04 Business Day Fri 3 Sep 2010 Previous Business Day Thu 2 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 | 211.500 205.000 0.49 35.42 211.500 211.000 0 0 23| 0 6 0 0 3600 126.000 122.500 0.36 33.84 126.000 126.000 0 0 5| 10 23 +10 0 3800 68.000 0.23 32.81 0 0 0| 0 0 0 0 4000 Total 0 0 39| 10 45 +10 0 Indicative a-t-m Vol 36.97 Underlying Price 3536.000 Time to expiry: 105 Days Dec 10 2053.000 1.00 60.02 0 0 0| 0 0 0 0 1487 1889.000 1.00 57.70 0 0 0| 0 0 0 0 1652 1562.500 0.99 52.26 0 0 0| 0 4 0 0 1983 1244.000 0.96 48.76 0 0 0| 0 185 0 0 2313 937.000 0.91 44.65 0 0 0| 0 20 0 0 2644 800.500 0.87 43.18 0 0 0| 0 357 0 0 2800 636.000 0.81 41.01 0 0 0| 0 1,559 0 0 3000 491.500 0.72 39.92 0 0 0| 0 1,978 0 0 3200 360.000 0.62 38.11 0 0 0| 0 2,345 0 0 3400 228.500 252.000 0.51 36.44 257.500 228.500 0 0 20| 3 3,747 -458 0 3600 169.500 166.000 0.39 35.01 169.500 S 163.000 0 0 15| 2 3,734 -49 0 3800 102.000 100.500 0.28 33.31 110.000 102.000 0 0 24| 0 1,267 +500 0 4000 60.500 0.19 32.77 0 0 0| 0 30 0 0 4200 31.500 0.12 31.31 0 0 0| 0 28 0 0 4400 8.500 0.04 30.54 0 0 0| 0 114 0 0 4800 Total 0 0 59| 5 15,368 -7 0 Indicative a-t-m Vol 37.50 Underlying Price 3536.000 Time to expiry: 196 Days Mar 11 1206.500 0.91 48.08 0 0 0| 0 7 0 0 2400 1036.000 0.87 46.13 0 0 0| 0 52 0 0 2600 872.000 0.82 43.77 0 0 0| 0 22 0 0 2800 715.500 0.76 41.25 0 0 0| 0 12 0 0 3000 578.000 0.69 39.69 0 0 0| 0 69 0 0 3200 457.000 0.61 38.35 0 0 0| 0 700 0 0 3400 352.000 0.53 37.10 0 0 0| 0 255 0 0 3600 264.500 0.45 35.98 0 0 0| 0 34 0 0 3800 196.500 0.36 35.30 0 0 0| 0 19 0 0 4000 103.500 0.23 34.38 0 0 0| 0 6 0 0 4400 49.000 0.13 33.26 0 0 0| 30 44 +30 0 4800 Total 0 0 0| 30 1,220 +30 0 Indicative a-t-m Vol 37.78 Underlying Price 3536.000 Time to expiry: 287 Days Jun 11 1959.000 0.98 55.61 0 0 0| 0 0 0 0 1600 1772.000 0.96 53.54 0 0 0| 0 0 0 0 1800 1590.500 0.94 51.49 0 0 0| 0 5 0 0 2000 1242.500 0.88 46.95 0 0 0| 0 5 0 0 2400 1080.000 0.84 45.03 0 0 0| 0 50 0 0 2600 925.500 0.79 43.18 0 0 0| 0 15 0 0 2800 780.500 0.74 41.25 0 0 0| 0 433 0 0 3000 652.000 0.68 39.88 0 0 0| 0 275 0 0 3200 535.000 0.61 38.48 0 0 0| 0 0 0 0 3400 434.000 0.54 37.45 0 0 0| 0 5 0 0 3600 Equity Options 22:04 Business Day Fri 3 Sep 2010 Previous Business Day Thu 2 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 | 274.500 0.41 35.94 0 0 0| 0 5 0 0 4000 154.000 168.500 0.29 34.90 174.000 154.000 0 0 10| 0 7 0 0 4400 103.500 98.000 0.19 34.00 103.500 103.500 0 0 5| 20 20 +20 0 4800 60.000 0.13 34.00 0 0 0| 0 0 0 0 5200 Total 0 0 15| 20 820 +20 0 Indicative a-t-m Vol 38.65 Underlying Price 3536.000 Time to expiry: 469 Days Dec 11 1968.000 0.97 50.23 0 0 0| 0 0 0 0 1600 1791.500 0.94 49.52 0 0 0| 0 0 0 0 1800 1621.500 0.92 48.34 0 0 0| 0 0 0 0 2000 1370.000 0.87 46.12 0 0 0| 0 0 0 0 2313 1304.500 0.85 45.48 0 0 0| 0 0 0 0 2400 1018.000 0.77 42.71 0 0 0| 0 5 0 0 2800 770.000 0.67 40.36 0 0 0| 0 400 0 0 3200 579.000 565.500 0.57 38.32 579.000 579.000 0 0 5| 0 1,000 0 0 3600 420.500 407.000 0.46 37.00 420.500 420.500 0 0 5| 0 100 0 0 4000 288.000 0.37 36.13 0 0 0| 0 1,000 0 0 4400 204.000 0.28 35.67 0 0 0| 0 0 0 0 4800 Total 0 0 10| 0 2,505 0 0 Indicative a-t-m Vol 44.79 Underlying Price 3536.000 Time to expiry: 651 Days Jun 12 1443.000 0.82 51.76 0 0 0| 0 0 0 0 2400 1175.500 0.75 48.00 0 0 0| 0 0 0 0 2800 942.500 0.68 45.14 0 0 0| 0 0 0 0 3200 776.000 0.60 44.72 0 0 0| 0 0 0 0 3600 610.500 0.53 42.87 0 0 0| 0 0 0 0 4000 490.500 0.45 42.28 0 0 0| 0 0 0 0 4400 Total 0 0 0| 0 0 0 0 Indicative a-t-m Vol 45.46 Underlying Price 3536.000 Time to expiry: 840 Days Dec 12 1509.500 0.82 51.61 0 0 0| 0 0 0 0 2400 1280.000 0.75 49.52 0 0 0| 0 1 0 0 2800 1055.500 0.69 46.48 0 0 0| 0 0 0 0 3200 883.500 0.62 45.26 0 0 0| 0 505 0 0 3600 723.500 0.55 43.64 0 0 0| 0 0 0 0 4000 503.500 0.44 42.42 0 0 0| 0 0 0 0 4800 Total 0 0 0| 0 506 0 0 Total Calls 0 469 1,011| 247 32,006 -86 0 | Equity Options 22:04 Business Day Fri 3 Sep 2010 Previous Business Day Thu 2 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 32.27 Underlying Price 3536.000 Time to expiry: 14 Days Sep 10 CAB 0.00 79.69 0 0 0| 0 153 0 0 2000 CAB 0.00 63.77 0 0 0| 0 395 0 0 2400 0.500 0.00 55.38 0 0 0| 0 324 0 0 2600 0.500 -0.01 47.00 0 0 0| 0 948 0 0 2800 1.000 -0.01 43.65 0 0 0| 0 306 0 0 2900 3.000 -0.03 42.90 0 0 0| 2 2,260 0 0 3000 5.500 6.500 -0.05 40.75 7.500 S 5.500 S 0 0 100| 1 314 -1 0 3100 17.500 11.500 -0.09 37.58 19.500 10.000 0 0 31| 4 1,392 0 0 3200 22.000 -0.16 35.49 0 0 0| 210 549 +57 0 3300 55.500 41.500 -0.27 33.76 62.000 54.000 0 0 20| 0 356 0 0 3400 72.000 75.500 -0.42 32.62 72.000 60.000 S 0 0 56| 0 96 0 0 3500 104.500 126.500 -0.60 31.65 123.000 104.500 S 0 0 52| 0 88 0 0 3600 231.000 196.500 -0.75 31.66 231.000 231.000 0 0 5| 0 21 0 0 3700 275.000 -0.88 29.05 0 0 0| 0 438 0 0 3800 365.500 -0.97 25.10 0 0 0| 0 0 0 0 3900 464.000 -1.00 25.14 0 0 0| 0 20 0 0 4000 664.000 -1.00 23.40 0 0 0| 0 0 0 0 4200 864.000 -1.00 24.31 0 0 0| 0 2 0 0 4400 1264.000 -1.00 27.97 0 0 0| 0 5 0 0 4800 Total 0 0 264| 217 7,667 +56 0 Indicative a-t-m Vol 34.64 Underlying Price 3536.000 Time to expiry: 42 Days Oct 10 7.500 -0.03 50.42 0 0 0| 0 27 0 0 2600 15.500 -0.06 46.20 0 0 0| 0 18 0 0 2800 21.500 -0.08 44.27 0 0 0| 0 3 0 0 2900 30.000 -0.11 42.20 0 0 0| 0 394 0 0 3000 42.500 -0.15 40.60 0 0 0| 0 30 0 0 3100 58.000 -0.20 38.72 0 0 0| 0 764 0 0 3200 91.500 80.000 -0.27 37.11 91.500 91.500 0 0 4| 0 274 0 0 3300 111.000 -0.35 36.05 0 0 0| 1 251 +1 0 3400 150.000 -0.44 34.95 0 0 0| 0 0 0 0 3500 199.000 -0.54 34.11 0 0 0| 0 6 0 0 3600 325.000 -0.72 32.20 0 0 0| 0 15 0 0 3800 487.000 -0.86 31.30 0 0 0| 0 0 0 0 4000 Total 0 0 4| 1 1,782 +1 0 Indicative a-t-m Vol 36.19 Underlying Price 3536.000 Time to expiry: 77 Days Nov 10 24.500 -0.07 48.00 0 0 0| 0 1 0 0 2600 44.500 -0.11 45.63 0 0 0| 0 0 0 0 2800 72.500 -0.17 42.89 0 0 0| 0 7 0 0 3000 90.500 -0.21 41.16 0 0 0| 0 0 0 0 3100 112.000 -0.26 39.63 0 0 0| 2 4 +2 0 3200 140.500 -0.31 38.53 0 0 0| 0 0 0 0 3300 177.500 -0.37 37.83 0 0 0| 5 6 +5 0 3400 217.000 -0.44 36.52 0 0 0| 0 0 0 0 3500 265.000 -0.51 35.60 0 0 0| 0 0 0 0 3600 Equity Options 22:04 Business Day Fri 3 Sep 2010 Previous Business Day Thu 2 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 | 381.500 -0.65 33.87 0 0 0| 5 5 +5 0 3800 526.500 -0.77 32.79 0 0 0| 0 0 0 0 4000 Total 0 0 0| 12 23 +12 0 Indicative a-t-m Vol 37.54 Underlying Price 3536.000 Time to expiry: 105 Days Dec 10 2.000 0.00 67.17 0 0 0| 0 955 0 0 1487 3.500 -0.01 62.99 0 0 0| 0 20 0 0 1652 9.500 -0.02 57.59 0 0 0| 0 275 0 0 1983 22.500 21.000 -0.05 51.44 22.500 22.500 0 0 5| 0 866 0 0 2313 45.000 -0.10 46.29 0 0 0| 0 1,219 0 0 2644 66.000 64.000 -0.13 44.42 66.000 66.000 0 0 5| 0 2,334 0 0 2800 101.000 101.500 -0.20 42.41 101.000 101.000 0 0 5| 12 2,558 +5 0 3000 150.000 150.000 -0.28 40.06 150.000 150.000 0 0 1| 5 1,777 -5 0 3200 219.000 -0.38 38.33 0 0 0| 0 676 0 0 3400 314.500 -0.49 37.18 0 0 0| 0 1,781 0 0 3600 431.000 -0.60 36.16 0 0 0| 0 1,511 0 0 3800 563.500 -0.72 34.30 0 0 0| 0 16 0 0 4000 724.000 -0.80 33.94 0 0 0| 0 0 0 0 4200 904.000 -0.86 35.11 0 0 0| 0 2 0 0 4400 1279.500 -0.93 36.56 0 0 0| 0 5 0 0 4800 Total 0 0 16| 17 13,995 0 0 Indicative a-t-m Vol 37.49 Underlying Price 3536.000 Time to expiry: 196 Days Mar 11 71.500 -0.10 47.93 0 0 0| 0 21 0 0 2400 102.000 102.500 -0.14 45.92 102.000 102.000 0 0 2| 2 47 +2 0 2600 141.000 138.500 -0.19 43.43 141.000 141.000 0 0 3| 0 290 0 0 2800 189.500 -0.25 41.64 0 0 0| 0 769 0 0 3000 247.500 252.000 -0.32 39.85 247.500 247.500 0 0 5| 0 682 0 0 3200 326.000 331.500 -0.40 38.40 326.000 325.000 0 0 13| 0 606 0 0 3400 427.500 -0.48 37.07 0 0 0| 0 6 0 0 3600 541.000 -0.56 35.98 0 0 0| 0 6 0 0 3800 674.000 -0.64 35.31 0 0 0| 0 10 0 0 4000 979.500 -0.78 34.14 0 0 0| 0 5 0 0 4400 1323.500 -0.88 32.66 0 0 0| 0 2 0 0 4800 Total 0 0 23| 2 2,444 +2 0 Indicative a-t-m Vol 38.03 Underlying Price 3536.000 Time to expiry: 287 Days Jun 11 27.500 -0.03 56.05 0 0 0| 0 0 0 0 1600 41.000 -0.05 53.61 0 0 0| 1 3 +1 0 1800 60.000 -0.07 51.19 0 0 0| 0 36 0 0 2000 114.500 -0.13 46.79 0 0 0| 0 34 0 0 2400 152.000 -0.17 44.85 0 0 0| 0 10 0 0 2600 190.000 193.500 -0.21 42.56 190.000 190.000 0 0 2| 0 328 0 0 2800 255.500 -0.27 41.30 0 0 0| 0 975 0 0 3000 327.500 -0.33 39.95 0 0 0| 0 302 0 0 3200 414.000 417.000 -0.39 39.12 414.000 414.000 0 0 5| 0 0 0 0 3400 509.000 -0.46 37.51 0 0 0| 0 2 0 0 3600 749.500 -0.60 36.03 0 0 0| 0 0 0 0 4000 1041.000 -0.72 34.86 0 0 0| 0 0 0 0 4400 Equity Options 22:04 Business Day Fri 3 Sep 2010 Previous Business Day Thu 2 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 | 1367.500 -0.82 33.63 0 0 0| 0 0 0 0 4800 1732.500 -0.87 34.18 0 0 0| 0 0 0 0 5200 Total 0 0 7| 1 1,690 +1 0 Indicative a-t-m Vol 38.57 Underlying Price 3536.000 Time to expiry: 469 Days Dec 11 40.000 -0.04 47.73 0 0 0| 0 0 0 0 1600 68.500 -0.07 47.78 0 0 0| 0 0 0 0 1800 103.000 -0.09 47.17 0 0 0| 0 0 0 0 2000 169.000 -0.14 45.55 0 0 0| 0 21 0 0 2313 191.000 -0.16 44.99 0 0 0| 0 0 0 0 2400 307.500 -0.24 42.57 0 0 0| 0 10 0 0 2800 458.000 -0.33 40.23 0 0 0| 0 700 0 0 3200 652.000 -0.44 38.25 0 0 0| 0 0 0 0 3600 892.000 -0.54 36.99 0 0 0| 0 100 0 0 4000 1165.000 -0.64 35.78 0 0 0| 0 0 0 0 4400 1479.000 -0.72 35.30 0 0 0| 0 0 0 0 4800 Total 0 0 0| 0 831 0 0 Indicative a-t-m Vol 44.67 Underlying Price 3536.000 Time to expiry: 651 Days Jun 12 347.000 -0.19 51.31 0 0 0| 0 0 0 0 2400 476.500 -0.25 47.70 0 0 0| 0 0 0 0 2800 642.000 -0.33 45.09 0 0 0| 0 0 0 0 3200 869.000 -0.40 44.59 0 0 0| 0 0 0 0 3600 1095.000 -0.48 42.59 0 0 0| 0 0 0 0 4000 1372.500 -0.55 42.19 0 0 0| 0 0 0 0 4400 Total 0 0 0| 0 0 0 0 Indicative a-t-m Vol 45.29 Underlying Price 3536.000 Time to expiry: 840 Days Dec 12 438.000 -0.19 51.95 0 0 0| 0 0 0 0 2400 596.500 -0.25 49.52 0 0 0| 0 50 0 0 2800 761.000 -0.32 46.38 0 0 0| 0 0 0 0 3200 978.500 -0.38 45.08 0 0 0| 0 505 0 0 3600 1213.500 -0.45 43.70 0 0 0| 0 0 0 0 4000 1767.000 -0.57 42.13 0 0 0| 0 0 0 0 4800 Total 0 0 0| 0 555 0 0 Total Puts 0 0 314| 250 28,987 +72 0 Grand Total 0 6,769 7,625| 497 60,993 -14 0 Equity Options 22:04 Business Day Fri 3 Sep 2010 Previous Business Day Thu 2 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 21.67 Underlying Price 572.000 Time to expiry: 14 Days Sep 10 132.250 1.00 51.10 0 0 0| 0 0 0 0 440 112.250 0.99 43.60 0 0 0| 0 0 0 0 460 92.250 0.99 39.33 0 0 0| 0 45 0 0 480 52.750 0.96 27.89 0 0 0| 0 307 0 0 520 33.500 0.89 23.45 0 0 0| 0 22 0 0 540 17.250 0.69 21.80 0 0 0| 0 89 0 0 560 6.750 0.39 21.59 0 0 0| 0 265 0 0 580 1.750 0.14 21.55 0 0 0| 0 491 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| 0 1,473 0 0 Indicative a-t-m Vol 24.99 Underlying Price 572.000 Time to expiry: 105 Days Dec 10 97.500 0.88 31.91 0 0 0| 0 21 0 0 480 63.500 0.77 28.43 0 0 0| 0 1 0 0 520 37.000 35.250 0.58 25.44 37.000 36.750 0 0 78| 0 165 0 0 560 17.750 16.500 0.36 23.93 18.000 17.750 0 0 90| 0 116 0 0 600 6.500 0.18 22.90 0 0 0| 0 34 0 0 640 2.750 2.500 0.08 22.84 3.000 2.750 0 0 62| 0 69 0 0 680 1.000 0.03 23.24 0 0 0| 0 16 0 0 720 Total 0 0 230| 0 422 0 0 Indicative a-t-m Vol 25.57 Underlying Price 572.000 Time to expiry: 196 Days Mar 11 103.750 0.82 30.43 0 0 0| 0 0 0 0 480 72.750 0.71 28.06 0 0 0| 0 0 0 0 520 47.250 0.57 26.00 0 0 0| 0 13 0 0 560 28.000 0.42 24.55 0 0 0| 0 7 0 0 600 15.500 0.28 23.77 0 0 0| 0 10 0 0 640 4.000 0.10 23.33 0 0 0| 0 1 0 0 720 Total 0 0 0| 0 31 0 0 Total Calls 0 0 230| 0 1,926 0 0 | Equity Options 22:04 Business Day Fri 3 Sep 2010 Previous Business Day Thu 2 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 23.75 Underlying Price 572.000 Time to expiry: 14 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 0.250 -0.02 42.20 0 0 0| 0 203 0 0 480 1.000 -0.06 31.30 0 0 0| 0 100 0 0 520 2.250 -0.14 26.71 0 0 0| 1 6 +1 0 540 6.000 -0.32 24.19 0 0 0| 0 129 0 0 560 15.250 -0.60 23.45 0 0 0| 0 250 0 0 580 30.000 -0.84 23.02 0 0 0| 0 94 0 0 600 48.500 -0.95 23.61 0 0 0| 0 0 0 0 620 68.000 -0.99 24.87 0 0 0| 0 0 0 0 640 108.000 -1.00 30.50 0 0 0| 0 0 0 0 680 148.000 -1.00 31.70 0 0 0| 0 0 0 0 720 Total 0 0 0| 1 1,391 +1 0 Indicative a-t-m Vol 25.15 Underlying Price 572.000 Time to expiry: 105 Days Dec 10 7.250 7.750 -0.14 31.74 7.250 7.250 0 0 10| 0 84 0 0 480 14.500 -0.26 28.14 0 0 0| 0 35 0 0 520 27.250 -0.44 25.40 0 0 0| 0 52 0 0 560 47.000 49.750 -0.64 24.58 52.000 46.500 0 0 96| 5 66 0 0 600 76.000 79.500 -0.82 23.47 76.000 76.000 0 0 10| 0 15 0 0 640 115.500 -0.92 23.65 0 0 0| 0 0 0 0 680 153.750 -0.97 23.99 0 0 0| 0 0 0 0 720 Total 0 0 116| 5 252 0 0 Indicative a-t-m Vol 25.68 Underlying Price 572.000 Time to expiry: 196 Days Mar 11 15.000 -0.19 30.46 0 0 0| 0 33 0 0 480 24.500 -0.30 28.16 0 0 0| 0 60 0 0 520 39.000 -0.43 26.11 0 0 0| 0 53 0 0 560 59.750 -0.58 24.68 0 0 0| 0 11 0 0 600 87.250 -0.73 23.88 0 0 0| 0 0 0 0 640 156.250 -0.91 23.77 0 0 0| 0 0 0 0 720 Total 0 0 0| 0 157 0 0 Total Puts 0 0 116| 6 1,800 +1 0 Grand Total 0 1,500 1,846| 6 3,726 +1 0 Equity Options 22:04 Business Day Fri 3 Sep 2010 Previous Business Day Thu 2 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 39.30 Underlying Price 46.620 Time to expiry: 14 Days Sep 10 30.500 1.00 87.66 0 0 0| 0 0 0 0 16 22.750 1.00 84.69 0 0 0| 0 0 0 0 24 18.750 1.00 82.86 0 0 0| 0 0 0 0 28 14.750 0.99 77.92 0 0 0| 0 25 0 0 32 10.750 0.98 66.73 0 0 0| 0 160 0 0 36 8.750 0.96 61.76 0 0 0| 0 0 0 0 38 6.750 0.91 58.54 0 0 0| 0 269 0 0 40 5.000 0.86 51.03 0 0 0| 0 82 0 0 42 2.750 3.250 0.75 46.02 2.750 S 2.750 S 0 0 75| 0 319 0 0 44 2.000 1.750 0.58 40.51 2.000 2.000 0 0 3| 0 51 0 0 46 0.750 0.37 38.10 0 0 0| 0 11,467 0 0 48 0.500 0.21 40.69 0 0 0| 0 0 0 0 50 0.250 0.11 41.55 0 0 0| 0 3,610 0 0 52 CAB 0.02 43.73 0 0 0| 0 17,800 0 0 56 CAB 0.00 43.92 0 0 0| 0 1,068 0 0 60 CAB 0.00 47.11 0 0 0| 0 15,000 0 0 64 CAB 0.00 53.08 0 0 0| 0 0 0 0 72 CAB 0.00 58.79 0 0 0| 0 0 0 0 80 Total 0 0 78| 0 49,851 0 0 Indicative a-t-m Vol 39.47 Underlying Price 46.620 Time to expiry: 42 Days Oct 10 14.750 0.98 57.72 0 0 0| 0 0 0 0 32 11.000 0.93 53.42 0 0 0| 0 0 0 0 36 7.250 0.85 46.61 0 0 0| 0 100 0 0 40 5.750 0.78 44.21 0 0 0| 0 0 0 0 42 4.000 0.69 41.68 0 0 0| 0 10 0 0 44 3.000 0.57 39.89 0 0 0| 0 65 0 0 46 2.000 0.44 39.06 0 0 0| 0 1,163 0 0 48 1.000 0.25 41.73 0 0 0| 0 0 0 0 52 0.250 0.10 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 39.44 Underlying Price 46.620 Time to expiry: 77 Days Nov 10 15.000 0.95 54.03 0 0 0| 0 0 0 0 32 11.250 0.89 51.42 0 0 0| 0 0 0 0 36 7.750 0.80 44.99 0 0 0| 0 0 0 0 40 6.250 0.74 42.93 0 0 0| 0 0 0 0 42 5.000 0.66 41.90 0 0 0| 0 0 0 0 44 3.750 0.57 40.22 0 0 0| 0 0 0 0 46 2.750 0.47 38.65 0 0 0| 0 22 0 0 48 0.750 0.16 36.66 0 0 0| 0 0 0 0 56 CAB 0.04 36.57 0 0 0| 0 0 0 0 64 Total 0 0 0| 0 22 0 0 Equity Options 22:04 Business Day Fri 3 Sep 2010 Previous Business Day Thu 2 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 46.620 Time to expiry: 105 Days Dec 10 38.750 1.00 79.47 0 0 0| 0 0 0 0 8 30.750 1.00 78.00 0 0 0| 0 100 0 0 16 23.000 0.97 76.20 0 0 0| 0 240 0 0 24 19.000 0.95 66.61 0 0 0| 0 0 0 0 28 15.500 0.91 60.57 0 0 0| 0 430 0 0 32 12.250 0.84 58.36 0 0 0| 0 60 0 0 36 8.750 0.76 51.53 0 0 0| 0 1,794 0 0 40 6.250 0.64 48.12 0 0 0| 0 9,130 0 0 44 4.000 0.50 44.22 0 0 0| 0 11,642 0 0 48 1.250 0.23 40.27 0 0 0| 0 4,616 0 0 56 0.750 0.15 40.42 0 0 0| 0 3,299 0 0 60 0.250 0.09 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| 0 42,106 0 0 Indicative a-t-m Vol 43.03 Underlying Price 46.620 Time to expiry: 196 Days Mar 11 16.250 0.87 55.17 0 0 0| 0 10 0 0 32 13.000 0.81 52.25 0 0 0| 0 0 0 0 36 10.000 0.73 48.70 0 0 0| 0 250 0 0 40 7.500 0.64 45.36 0 0 0| 0 0 0 0 44 4.750 5.250 0.53 42.26 4.750 S 4.750 S 0 0 75| 0 1,049 0 0 48 2.000 0.30 37.03 0 0 0| 0 75 0 0 56 1.250 0.21 35.56 0 0 0| 0 2,107 0 0 60 0.750 0.13 33.84 0 0 0| 0 31 0 0 64 CAB 0.03 35.17 0 0 0| 0 0 0 0 80 Total 0 0 75| 0 3,522 0 0 Indicative a-t-m Vol 42.07 Underlying Price 46.620 Time to expiry: 287 Days Jun 11 23.750 0.94 60.15 0 0 0| 0 0 0 0 24 16.750 0.86 51.52 0 0 0| 0 5,250 0 0 32 13.750 0.80 48.46 0 0 0| 0 0 0 0 36 Equity Options 22:04 Business Day Fri 3 Sep 2010 Previous Business Day Thu 2 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 0.72 46.11 0 0 0| 0 0 0 0 40 8.500 0.64 43.56 0 0 0| 0 50 0 0 44 6.500 0.55 41.57 0 0 0| 0 1,180 0 0 48 3.250 0.37 38.66 0 0 0| 0 34 0 0 56 2.250 0.28 37.60 0 0 0| 0 1,150 0 0 60 1.500 0.21 36.19 0 0 0| 0 0 0 0 64 0.250 0.04 32.28 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 46.620 Time to expiry: 469 Days Dec 11 38.750 1.00 67.11 0 0 0| 0 0 0 0 8 31.500 0.96 68.85 0 0 0| 0 100 0 0 16 24.750 0.91 58.79 0 0 0| 0 0 0 0 24 18.750 0.83 53.92 0 0 0| 0 2,010 0 0 32 13.250 0.72 48.70 0 0 0| 0 664 0 0 40 9.000 0.59 43.96 0 0 0| 0 5,111 0 0 48 4.500 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 46.620 Time to expiry: 651 Days Jun 12 20.000 0.82 53.60 0 0 0| 0 0 0 0 32 15.500 0.73 50.43 0 0 0| 0 0 0 0 40 12.500 0.63 52.38 0 0 0| 0 0 0 0 48 7.500 0.48 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 46.620 Time to expiry: 840 Days Dec 12 26.750 0.89 58.41 0 0 0| 0 0 0 0 24 21.500 0.82 53.42 0 0 0| 0 0 0 0 32 17.250 0.74 51.16 0 0 0| 0 0 0 0 40 13.500 0.65 48.89 0 0 0| 0 0 0 0 48 9.500 0.52 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 0 153| 0 115,288 0 0 | Equity Options 22:04 Business Day Fri 3 Sep 2010 Previous Business Day Thu 2 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 39.30 Underlying Price 46.620 Time to expiry: 14 Days Sep 10 CAB 0.00 87.66 0 0 0| 0 0 0 0 16 CAB 0.00 84.69 0 0 0| 0 293 0 0 24 CAB 0.00 82.86 0 0 0| 0 258 0 0 28 CAB -0.01 77.92 0 0 0| 0 1,111 0 0 32 CAB -0.02 66.73 0 0 0| 0 158 0 0 36 CAB -0.04 61.76 0 0 0| 0 100 0 0 38 0.250 -0.09 58.54 0 0 0| 0 860 0 0 40 0.250 -0.14 51.03 0 0 0| 0 652 0 0 42 0.750 -0.25 46.02 0 0 0| 0 867 0 0 44 1.250 -0.42 40.51 0 0 0| 0 76 0 0 46 2.250 -0.63 38.10 0 0 0| 0 290 0 0 48 3.750 -0.79 40.69 0 0 0| 0 0 0 0 50 5.500 -0.90 41.55 0 0 0| 0 17 0 0 52 9.500 -0.98 43.73 0 0 0| 0 966 0 0 56 13.500 -1.00 43.92 0 0 0| 0 56 0 0 60 17.500 -1.00 47.11 0 0 0| 0 0 0 0 64 25.500 -1.00 53.08 0 0 0| 0 0 0 0 72 33.500 -1.00 58.79 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 46.620 Time to expiry: 42 Days Oct 10 CAB -0.02 57.72 0 0 0| 0 0 0 0 32 0.250 -0.07 53.42 0 0 0| 0 0 0 0 36 0.500 -0.15 46.61 0 0 0| 0 100 0 0 40 1.000 -0.22 44.21 0 0 0| 0 0 0 0 42 1.500 -0.31 41.68 0 0 0| 0 306 0 0 44 2.500 -0.43 43.09 0 0 0| 0 231 0 0 46 3.500 -0.55 41.67 0 0 0| 0 146 0 0 48 6.250 -0.75 41.73 0 0 0| 0 0 0 0 52 9.750 -0.90 39.31 0 0 0| 0 40 0 0 56 17.500 -0.98 42.83 0 0 0| 0 0 0 0 64 25.500 -1.00 39.48 0 0 0| 0 0 0 0 72 Total 0 0 0| 0 823 0 0 Indicative a-t-m Vol 39.44 Underlying Price 46.620 Time to expiry: 77 Days Nov 10 0.250 -0.05 54.03 0 0 0| 0 0 0 0 32 0.750 -0.11 51.42 0 0 0| 0 0 0 0 36 1.250 -0.20 44.99 0 0 0| 0 0 0 0 40 1.750 -0.26 42.93 0 0 0| 0 0 0 0 42 2.250 -0.34 41.90 0 0 0| 0 0 0 0 44 3.000 -0.43 40.22 0 0 0| 0 0 0 0 46 4.000 -0.53 38.65 0 0 0| 0 0 0 0 48 10.000 -0.84 36.66 0 0 0| 0 0 0 0 56 17.500 -0.97 36.57 0 0 0| 0 0 0 0 64 Total 0 0 0| 0 0 0 0 Equity Options 22:04 Business Day Fri 3 Sep 2010 Previous Business Day Thu 2 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 46.620 Time to expiry: 105 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 -0.03 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 -0.09 60.57 0 0 0| 0 12,050 0 0 32 1.500 -0.16 58.36 0 0 0| 0 10,241 0 0 36 2.250 -0.24 51.53 0 0 0| 0 7,547 0 0 40 3.500 -0.36 48.12 0 0 0| 0 9,231 0 0 44 5.250 -0.50 44.22 0 0 0| 0 12,145 0 0 48 10.500 -0.77 40.27 0 0 0| 0 3,821 0 0 56 14.000 -0.85 40.42 0 0 0| 0 207 0 0 60 18.000 -0.88 45.03 0 0 0| 0 170 0 0 64 25.500 -0.98 39.82 0 0 0| 0 50 0 0 72 33.500 -1.00 41.35 0 0 0| 0 0 0 0 80 41.500 -1.00 41.59 0 0 0| 0 0 0 0 88 49.500 -1.00 39.61 0 0 0| 0 30 0 0 96 53.500 -1.00 39.11 0 0 0| 0 1 0 0 100 73.500 -1.00 38.12 0 0 0| 0 0 0 0 120 93.500 -1.00 39.15 0 0 0| 0 0 0 0 140 113.500 -1.00 41.06 0 0 0| 0 0 0 0 160 133.500 -1.00 41.06 0 0 0| 0 0 0 0 180 153.500 -1.00 41.06 0 0 0| 0 0 0 0 200 173.500 -1.00 41.06 0 0 0| 0 0 0 0 220 193.500 -1.00 41.06 0 0 0| 0 100 0 0 240 228.500 -1.00 41.06 0 0 0| 0 0 0 0 275 262.500 -1.00 41.06 0 0 0| 0 0 0 0 309 296.500 -1.00 41.06 0 0 0| 0 0 0 0 343 403.500 -1.00 41.06 0 0 0| 0 0 0 0 450 Total 0 0 0| 0 61,935 0 0 Indicative a-t-m Vol 43.03 Underlying Price 46.620 Time to expiry: 196 Days Mar 11 1.500 -0.13 55.17 0 0 0| 0 55 0 0 32 2.250 -0.19 52.25 0 0 0| 0 52 0 0 36 3.250 -0.27 48.70 0 0 0| 0 5 0 0 40 4.750 -0.36 45.36 0 0 0| 0 50 0 0 44 6.500 -0.47 42.26 0 0 0| 0 532 0 0 48 11.250 -0.70 37.03 0 0 0| 0 94 0 0 56 14.500 -0.80 35.56 0 0 0| 0 20 0 0 60 18.000 -0.88 33.84 0 0 0| 0 20 0 0 64 33.500 -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 42.07 Underlying Price 46.620 Time to expiry: 287 Days Jun 11 0.750 -0.06 60.15 0 0 0| 0 0 0 0 24 2.000 -0.14 51.52 0 0 0| 0 35 0 0 32 2.750 -0.20 48.46 0 0 0| 0 1 0 0 36 4.000 -0.28 46.11 0 0 0| 0 50 0 0 40 Equity Options 22:04 Business Day Fri 3 Sep 2010 Previous Business Day Thu 2 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 | 5.500 -0.36 43.56 0 0 0| 0 50 0 0 44 7.500 -0.45 41.57 0 0 0| 0 10 0 0 48 12.500 -0.64 38.66 0 0 0| 0 21 0 0 56 15.500 -0.72 37.60 0 0 0| 0 0 0 0 60 18.500 -0.80 36.19 0 0 0| 0 0 0 0 64 33.500 -0.98 32.28 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 46.620 Time to expiry: 469 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 -0.17 53.92 0 0 0| 0 2,005 0 0 32 6.250 -0.28 48.70 0 0 0| 0 1,620 0 0 40 9.750 -0.42 43.96 0 0 0| 0 6,512 0 0 48 17.250 -0.62 40.29 0 0 0| 0 370 0 0 60 34.000 -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 46.620 Time to expiry: 651 Days Jun 12 4.750 -0.18 53.60 0 0 0| 0 0 0 0 32 8.250 -0.28 51.69 0 0 0| 0 0 0 0 40 13.250 -0.37 52.53 0 0 0| 0 0 0 0 48 20.000 -0.53 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 46.620 Time to expiry: 840 Days Dec 12 3.500 -0.11 59.13 0 0 0| 0 0 0 0 24 6.000 -0.18 53.51 0 0 0| 0 0 0 0 32 9.500 -0.27 51.69 0 0 0| 0 0 0 0 40 13.750 -0.36 49.21 0 0 0| 0 0 0 0 48 21.250 -0.49 46.81 0 0 0| 0 0 0 0 60 37.750 -0.65 48.09 0 0 0| 0 0 0 0 80 Total 0 0 0| 0 0 0 0 Total Puts 0 0 0| 0 79,964 0 0 Grand Total 0 6,180 6,333| 0 195,252 0 0 Equity Options 22:04 Business Day Fri 3 Sep 2010 Previous Business Day Thu 2 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 18.21 Underlying Price 1753.500 Time to expiry: 14 Days Sep 10 454.000 1.00 38.40 0 0 0| 0 0 0 0 1300 354.000 1.00 32.97 0 0 0| 0 0 0 0 1400 254.000 1.00 28.22 0 0 0| 0 0 0 0 1500 204.000 0.99 25.26 0 0 0| 0 0 0 0 1550 154.500 0.98 22.31 0 0 0| 0 2 0 0 1600 104.000 106.000 0.93 20.30 104.000 104.000 0 0 2| 0 21 0 0 1650 61.500 0.80 18.54 0 0 0| 0 431 0 0 1700 28.000 0.53 18.14 0 0 0| 0 77 0 0 1750 11.000 10.500 0.26 18.98 11.000 11.000 0 0 10| 0 113 0 0 1800 3.000 0.09 19.60 0 0 0| 0 6 0 0 1850 0.500 0.03 20.17 0 0 0| 0 313 0 0 1900 CAB 0.00 21.13 0 0 0| 0 1,187 0 0 2000 CAB 0.00 22.55 0 0 0| 0 15 0 0 2200 CAB 0.00 23.03 0 0 0| 0 2 0 0 2400 Total 0 0 12| 0 2,167 0 0 Indicative a-t-m Vol 19.51 Underlying Price 1753.500 Time to expiry: 42 Days Oct 10 355.500 0.99 30.21 0 0 0| 0 0 0 0 1400 257.500 0.96 26.85 0 0 0| 0 0 0 0 1500 163.000 0.88 23.43 0 0 0| 0 0 0 0 1600 120.000 0.80 22.19 0 0 0| 0 0 0 0 1650 81.500 0.69 20.80 0 0 0| 2 31 +2 0 1700 49.500 0.53 19.59 0 0 0| 0 22 0 0 1750 26.500 0.36 18.70 0 0 0| 2 24 +2 0 1800 5.000 0.10 17.89 0 0 0| 0 0 0 0 1900 0.500 0.02 18.14 0 0 0| 0 0 0 0 2000 Total 0 0 0| 4 77 +4 0 Indicative a-t-m Vol 20.37 Underlying Price 1753.500 Time to expiry: 77 Days Nov 10 357.500 0.97 29.53 0 0 0| 0 0 0 0 1400 262.000 0.93 26.73 0 0 0| 0 0 0 0 1500 171.500 0.83 23.87 0 0 0| 0 0 0 0 1600 129.500 0.76 22.05 0 0 0| 0 0 0 0 1650 94.000 0.65 21.34 0 0 0| 0 0 0 0 1700 63.000 0.53 20.43 0 0 0| 0 0 0 0 1750 40.000 0.40 19.76 0 0 0| 0 7 0 0 1800 13.000 0.17 18.93 0 0 0| 0 0 0 0 1900 4.000 0.06 19.24 0 0 0| 0 0 0 0 2000 Total 0 0 0| 0 7 0 0 Indicative a-t-m Vol 20.94 Underlying Price 1753.500 Time to expiry: 105 Days Dec 10 754.500 1.00 39.25 0 0 0| 0 0 0 0 1000 555.000 1.00 27.58 0 0 0| 0 0 0 0 1200 359.000 0.96 28.96 0 0 0| 0 0 0 0 1400 264.500 0.91 26.53 0 0 0| 0 0 0 0 1500 Equity Options 22:04 Business Day Fri 3 Sep 2010 Previous Business Day Thu 2 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 | 177.500 0.80 24.38 0 0 0| 0 30 0 0 1600 102.500 0.63 21.83 0 0 0| 0 168 0 0 1700 48.500 0.41 20.19 0 0 0| 0 378 0 0 1800 20.500 0.21 19.65 0 0 0| 0 98 0 0 1900 7.000 0.09 19.09 0 0 0| 0 332 0 0 2000 CAB 0.00 12.90 0 0 0| 0 10 0 0 2200 CAB 0.00 5.95 0 0 0| 0 10 0 0 2400 CAB 0.01 36.32 0 0 0| 0 0 0 0 2800 Total 0 0 0| 0 1,026 0 0 Indicative a-t-m Vol 22.08 Underlying Price 1753.500 Time to expiry: 196 Days Mar 11 364.000 0.93 28.70 0 0 0| 0 0 0 0 1400 274.500 0.85 26.79 0 0 0| 0 10 0 0 1500 194.500 0.74 24.91 0 0 0| 0 10 0 0 1600 124.500 0.59 22.76 0 0 0| 0 10 0 0 1700 74.000 0.43 21.51 0 0 0| 0 204 0 0 1800 40.000 0.28 20.55 0 0 0| 0 43 0 0 1900 20.500 0.17 20.20 0 0 0| 0 129 0 0 2000 4.500 0.05 19.62 0 0 0| 0 0 0 0 2200 3.500 0.03 23.98 0 0 0| 0 30 0 0 2400 Total 0 0 0| 0 436 0 0 Indicative a-t-m Vol 22.67 Underlying Price 1753.500 Time to expiry: 287 Days Jun 11 557.000 0.98 32.85 0 0 0| 0 0 0 0 1200 369.500 0.89 29.14 0 0 0| 0 55 0 0 1400 283.500 0.81 27.07 0 0 0| 0 90 0 0 1500 206.500 0.70 25.22 0 0 0| 0 40 0 0 1600 141.000 0.57 23.29 0 0 0| 0 10 0 0 1700 91.000 0.44 22.14 0 0 0| 0 19 0 0 1800 58.000 0.32 21.60 0 0 0| 0 3 0 0 1900 29.500 33.500 0.21 20.84 29.500 29.500 0 0 2| 0 205 0 0 2000 8.500 0.06 24.01 0 0 0| 0 0 0 0 2400 Total 0 0 2| 0 422 0 0 Indicative a-t-m Vol 25.05 Underlying Price 1753.500 Time to expiry: 469 Days Dec 11 561.000 0.96 34.80 0 0 0| 0 0 0 0 1200 373.000 0.87 28.12 0 0 0| 0 0 0 0 1400 227.500 0.67 26.04 0 0 0| 0 0 0 0 1600 129.000 0.46 24.76 0 0 0| 0 0 0 0 1800 61.000 0.28 22.72 0 0 0| 0 0 0 0 2000 13.000 0.08 21.85 0 0 0| 0 0 0 0 2400 Total 0 0 0| 0 0 0 0 Indicative a-t-m Vol 26.72 Underlying Price 1753.500 Time to expiry: 651 Days Jun 12 385.500 0.83 30.00 0 0 0| 0 0 0 0 1400 255.500 0.64 28.43 0 0 0| 0 0 0 0 1600 155.000 0.47 26.21 0 0 0| 0 0 0 0 1800 86.000 0.32 24.27 0 0 0| 0 0 0 0 2000 Total 0 0 0| 0 0 0 0 Equity Options 22:04 Business Day Fri 3 Sep 2010 Previous Business Day Thu 2 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 26.91 Underlying Price 1753.500 Time to expiry: 840 Days Dec 12 391.000 0.81 30.40 0 0 0| 0 0 0 0 1400 266.500 0.63 28.65 0 0 0| 0 0 0 0 1600 169.000 0.48 26.39 0 0 0| 0 0 0 0 1800 98.500 0.33 24.33 0 0 0| 0 0 0 0 2000 40.000 0.16 23.98 0 0 0| 0 0 0 0 2400 Total 0 0 0| 0 0 0 0 Total Calls 0 0 14| 4 4,135 +4 0 | Equity Options 22:04 Business Day Fri 3 Sep 2010 Previous Business Day Thu 2 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 19.24 Underlying Price 1753.500 Time to expiry: 14 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 0.00 26.46 0 0 0| 0 325 0 0 1500 0.500 -0.01 25.78 0 0 0| 0 5 0 0 1550 1.000 -0.03 24.40 0 0 0| 1 391 -1 0 1600 3.000 -0.08 21.91 0 0 0| 0 57 0 0 1650 9.500 -0.22 20.67 0 0 0| 10 189 0 0 1700 25.500 -0.47 19.32 0 0 0| 1 53 0 0 1750 55.500 -0.75 18.27 0 0 0| 0 95 0 0 1800 99.000 -0.91 19.49 0 0 0| 0 0 0 0 1850 147.000 -0.98 20.38 0 0 0| 0 33 0 0 1900 246.500 -1.00 21.20 0 0 0| 0 20 0 0 2000 446.500 -1.00 26.64 0 0 0| 0 0 0 0 2200 646.500 -1.00 33.02 0 0 0| 0 2 0 0 2400 Total 0 0 0| 12 2,337 -1 0 Indicative a-t-m Vol 19.49 Underlying Price 1753.500 Time to expiry: 42 Days Oct 10 3.500 -0.04 38.04 0 0 0| 0 0 0 0 1400 3.500 -0.05 28.23 0 0 0| 0 25 0 0 1500 9.500 -0.12 24.27 0 0 0| 1 30 +1 0 1600 16.000 -0.20 22.68 0 0 0| 0 23 0 0 1650 27.500 -0.32 21.19 0 0 0| 0 21 0 0 1700 44.500 -0.47 19.53 0 0 0| 0 5 0 0 1750 72.500 -0.64 19.07 0 0 0| 0 19 0 0 1800 152.500 -0.88 19.70 0 0 0| 0 0 0 0 1900 247.500 -0.97 20.47 0 0 0| 0 0 0 0 2000 Total 0 0 0| 1 123 +1 0 Indicative a-t-m Vol 20.37 Underlying Price 1753.500 Time to expiry: 77 Days Nov 10 6.000 -0.06 29.95 0 0 0| 0 1 0 0 1400 13.500 -0.12 27.32 0 0 0| 0 1 0 0 1500 27.000 -0.23 24.24 0 0 0| 0 4 0 0 1600 38.500 -0.31 22.83 0 0 0| 0 0 0 0 1650 55.500 -0.41 21.88 0 0 0| 0 0 0 0 1700 76.500 -0.53 20.42 0 0 0| 1 1 +1 0 1750 106.000 -0.65 19.83 0 0 0| 0 0 0 0 1800 183.000 -0.85 19.30 0 0 0| 0 0 0 0 1900 272.500 -0.97 16.21 0 0 0| 0 0 0 0 2000 Total 0 0 0| 1 7 +1 0 Indicative a-t-m Vol 21.23 Underlying Price 1753.500 Time to expiry: 105 Days Dec 10 3.500 -0.02 52.06 0 0 0| 0 20 0 0 1000 3.500 -0.03 37.13 0 0 0| 0 147 0 0 1200 11.000 -0.08 29.88 0 0 0| 0 1,057 0 0 1400 19.500 -0.14 26.67 0 0 0| 0 25 0 0 1500 35.500 -0.25 23.93 0 0 0| 0 391 0 0 1600 Equity Options 22:04 Business Day Fri 3 Sep 2010 Previous Business Day Thu 2 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 | 67.000 68.500 -0.42 22.37 67.000 67.000 0 0 2| 1 256 0 0 1700 117.000 -0.62 20.26 0 0 0| 0 342 0 0 1800 189.000 -0.81 19.30 0 0 0| 0 55 0 0 1900 277.500 -0.92 19.19 0 0 0| 0 70 0 0 2000 471.500 -0.99 19.49 0 0 0| 0 10 0 0 2200 671.000 -0.99 23.97 0 0 0| 0 0 0 0 2400 1070.000 -1.00 32.24 0 0 0| 0 0 0 0 2800 Total 0 0 2| 1 2,373 0 0 Indicative a-t-m Vol 21.60 Underlying Price 1753.500 Time to expiry: 196 Days Mar 11 29.000 -0.14 28.21 0 0 0| 0 102 0 0 1400 46.000 -0.22 26.20 0 0 0| 0 28 0 0 1500 70.000 -0.33 23.86 0 0 0| 0 264 0 0 1600 107.500 -0.46 22.32 0 0 0| 0 76 0 0 1700 161.000 -0.61 21.00 0 0 0| 0 80 0 0 1800 229.500 -0.75 20.05 0 0 0| 0 43 0 0 1900 312.000 -0.85 19.73 0 0 0| 0 99 0 0 2000 496.000 -0.97 17.96 0 0 0| 0 0 0 0 2200 693.000 -1.00 17.01 0 0 0| 0 85 0 0 2400 Total 0 0 0| 0 777 0 0 Indicative a-t-m Vol 21.97 Underlying Price 1753.500 Time to expiry: 287 Days Jun 11 21.500 -0.09 31.58 0 0 0| 0 507 0 0 1200 49.500 -0.19 27.67 0 0 0| 0 236 0 0 1400 78.500 71.500 -0.27 25.79 78.500 68.500 0 0 14| 7 15 -7 0 1500 112.000 101.000 -0.37 23.99 112.000 109.000 0 0 7| 10 83 -6 0 1600 144.000 -0.48 22.63 0 0 0| 10 64 -10 0 1700 198.000 -0.60 21.40 0 0 0| 0 70 0 0 1800 267.000 -0.72 20.72 0 0 0| 0 0 0 0 1900 346.000 -0.81 20.31 0 0 0| 0 27 0 0 2000 717.000 -0.98 19.45 0 0 0| 0 0 0 0 2400 Total 0 0 21| 27 1,002 -23 0 Indicative a-t-m Vol 24.82 Underlying Price 1753.500 Time to expiry: 469 Days Dec 11 58.500 -0.15 33.04 0 0 0| 0 0 0 0 1200 100.500 -0.26 28.97 0 0 0| 0 0 0 0 1400 171.000 -0.41 26.14 0 0 0| 0 0 0 0 1600 278.500 -0.58 24.42 0 0 0| 0 0 0 0 1800 418.500 -0.74 23.05 0 0 0| 0 0 0 0 2000 770.000 -0.92 22.54 0 0 0| 0 0 0 0 2400 Total 0 0 0| 0 0 0 0 Indicative a-t-m Vol 26.75 Underlying Price 1753.500 Time to expiry: 651 Days Jun 12 149.000 -0.30 29.77 0 0 0| 0 0 0 0 1400 238.500 -0.43 28.34 0 0 0| 0 0 0 0 1600 346.000 -0.57 26.27 0 0 0| 0 0 0 0 1800 476.500 -0.71 23.95 0 0 0| 0 0 0 0 2000 Total 0 0 0| 0 0 0 0 Equity Options 22:04 Business Day Fri 3 Sep 2010 Previous Business Day Thu 2 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 | Indicative a-t-m Vol 27.15 Underlying Price 1753.500 Time to expiry: 840 Days Dec 12 201.500 -0.32 31.29 0 0 0| 0 0 0 0 1400 287.500 -0.44 28.61 0 0 0| 0 0 0 0 1600 399.000 -0.56 26.72 0 0 0| 0 0 0 0 1800 527.500 -0.69 24.47 0 0 0| 0 0 0 0 2000 857.500 -0.86 23.26 0 0 0| 0 0 0 0 2400 Total 0 0 0| 0 0 0 0 Total Puts 0 0 23| 42 6,619 -22 0 Grand Total 0 4,620 4,657| 46 10,754 -18 0 Equity Options 22:04 Business Day Fri 3 Sep 2010 Previous Business Day Thu 2 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 18.81 Underlying Price 1813.500 Time to expiry: 14 Days Sep 10 414.000 1.00 33.68 0 0 0| 0 0 0 0 1400 314.000 1.00 28.69 0 0 0| 0 0 0 0 1500 214.500 0.99 26.61 0 0 0| 0 0 0 0 1600 165.000 0.97 25.30 0 0 0| 0 0 0 0 1650 117.000 0.92 23.01 0 0 0| 0 10 0 0 1700 72.500 0.81 20.86 0 0 0| 0 0 0 0 1750 35.500 0.59 19.15 0 0 0| 0 0 0 0 1800 12.500 0.30 17.94 0 0 0| 0 11 0 0 1850 3.000 0.10 17.63 0 0 0| 0 71 0 0 1900 CAB 0.01 20.21 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| 0 1,306 0 0 Indicative a-t-m Vol 21.40 Underlying Price 1813.500 Time to expiry: 105 Days Dec 10 421.000 0.95 34.55 0 0 0| 0 0 0 0 1400 324.500 0.92 29.98 0 0 0| 0 0 0 0 1500 232.500 0.85 26.38 0 0 0| 0 0 0 0 1600 150.000 0.73 23.79 0 0 0| 0 8 0 0 1700 83.500 0.54 21.62 0 0 0| 1 10 0 0 1800 38.500 0.33 20.05 0 0 0| 0 112 0 0 1900 15.000 0.16 19.35 0 0 0| 0 163 0 0 2000 1.500 0.02 18.44 0 0 0| 0 25 0 0 2200 CAB 0.00 18.93 0 0 0| 0 0 0 0 2400 Total 0 0 0| 1 318 0 0 Indicative a-t-m Vol 21.88 Underlying Price 1813.500 Time to expiry: 196 Days Mar 11 424.000 0.93 31.26 0 0 0| 0 0 0 0 1400 332.000 0.88 28.38 0 0 0| 0 0 0 0 1500 245.500 0.80 25.87 0 0 0| 0 0 0 0 1600 170.000 0.68 23.95 0 0 0| 0 20 0 0 1700 107.000 0.53 22.06 0 0 0| 0 10 0 0 1800 62.000 0.37 20.77 0 0 0| 0 0 0 0 1900 32.500 0.24 19.85 0 0 0| 0 29 0 0 2000 1.500 0.02 18.71 0 0 0| 0 0 0 0 2400 Total 0 0 0| 0 59 0 0 Total Calls 0 0 0| 1 1,683 0 0 | Equity Options 22:04 Business Day Fri 3 Sep 2010 Previous Business Day Thu 2 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 19.27 Underlying Price 1813.500 Time to expiry: 14 Days Sep 10 CAB 0.00 37.56 0 0 0| 0 50 0 0 1400 CAB 0.00 32.04 0 0 0| 0 30 0 0 1500 0.500 -0.01 27.89 0 0 0| 0 350 0 0 1600 1.500 -0.04 26.34 0 0 0| 0 10 0 0 1650 3.000 -0.08 23.05 0 0 0| 0 20 0 0 1700 8.000 -0.19 20.80 0 0 0| 0 16 0 0 1750 22.000 -0.41 19.44 0 0 0| 0 51 0 0 1800 49.500 -0.69 18.83 0 0 0| 0 0 0 0 1850 90.500 -0.87 19.75 0 0 0| 0 0 0 0 1900 187.000 -0.98 24.00 0 0 0| 0 0 0 0 2000 386.500 -1.00 33.72 0 0 0| 0 0 0 0 2200 586.500 -1.00 43.58 0 0 0| 0 0 0 0 2400 Total 0 0 0| 0 527 0 0 Indicative a-t-m Vol 21.67 Underlying Price 1813.500 Time to expiry: 105 Days Dec 10 9.000 -0.06 31.70 0 0 0| 0 10 0 0 1400 16.500 -0.11 29.13 0 0 0| 0 10 0 0 1500 28.000 -0.19 26.22 0 0 0| 0 10 0 0 1600 50.000 -0.32 23.72 0 0 0| 0 33 0 0 1700 88.000 -0.49 21.84 0 0 0| 0 10 0 0 1800 146.000 -0.68 20.57 0 0 0| 0 10 0 0 1900 224.000 -0.83 20.10 0 0 0| 0 0 0 0 2000 412.000 -0.95 22.56 0 0 0| 0 0 0 0 2200 611.000 -0.97 29.04 0 0 0| 0 0 0 0 2400 Total 0 0 0| 0 83 0 0 Indicative a-t-m Vol 22.05 Underlying Price 1813.500 Time to expiry: 196 Days Mar 11 23.000 -0.11 29.04 0 0 0| 0 0 0 0 1400 37.500 -0.18 27.52 0 0 0| 0 10 0 0 1500 59.000 -0.26 25.67 0 0 0| 0 20 0 0 1600 88.500 -0.37 23.90 0 0 0| 0 10 0 0 1700 130.500 -0.51 22.21 0 0 0| 0 0 0 0 1800 188.500 -0.65 21.04 0 0 0| 0 0 0 0 1900 260.500 -0.77 20.30 0 0 0| 0 0 0 0 2000 632.000 -0.96 23.12 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 1,740 1,740| 1 2,333 0 0 Equity Options 22:04 Business Day Fri 3 Sep 2010 Previous Business Day Thu 2 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 22.00 Underlying Price 126.200 Time to expiry: 14 Days Sep 10 26.250 1.00 44.80 0 0 0| 0 0 0 0 100 16.250 0.99 31.04 0 0 0| 0 0 0 0 110 11.250 0.97 25.57 0 0 0| 0 0 0 0 115 6.750 0.86 23.88 0 0 0| 0 0 0 0 120 3.000 0.60 22.13 0 0 0| 0 0 0 0 125 0.750 0.26 21.81 0 0 0| 0 35 0 0 130 0.250 0.08 23.06 0 0 0| 0 0 0 0 135 CAB 0.02 23.59 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 19.08 Underlying Price 126.200 Time to expiry: 42 Days Oct 10 26.250 0.99 27.56 0 0 0| 0 0 0 0 100 16.500 0.95 25.06 0 0 0| 0 0 0 0 110 12.000 0.89 23.56 0 0 0| 0 0 0 0 115 7.750 0.77 21.60 0 0 0| 0 0 0 0 120 4.000 0.57 19.69 0 0 0| 0 0 0 0 125 1.750 0.33 18.16 0 0 0| 0 87 0 0 130 0.750 0.16 19.07 0 0 0| 0 0 0 0 135 0.250 0.07 20.00 0 0 0| 0 0 0 0 140 CAB 0.01 20.00 0 0 0| 0 0 0 0 150 CAB 0.00 20.00 0 0 0| 0 0 0 0 160 Total 0 0 0| 0 87 0 0 Indicative a-t-m Vol 20.29 Underlying Price 126.200 Time to expiry: 77 Days Nov 10 26.750 0.95 32.43 0 0 0| 0 0 0 0 100 17.250 0.89 25.57 0 0 0| 0 0 0 0 110 12.750 0.82 23.39 0 0 0| 0 0 0 0 115 8.750 0.71 22.21 0 0 0| 0 0 0 0 120 5.500 0.57 20.39 0 0 0| 0 0 0 0 125 3.250 0.40 20.15 0 0 0| 8 8 +8 0 130 0.750 0.12 18.61 0 0 0| 0 0 0 0 140 CAB 0.02 17.37 0 0 0| 0 0 0 0 150 Total 0 0 0| 8 8 +8 0 Indicative a-t-m Vol 20.64 Underlying Price 126.200 Time to expiry: 105 Days Dec 10 26.750 0.96 26.93 0 0 0| 0 150 0 0 100 17.500 0.87 24.71 0 0 0| 0 0 0 0 110 9.500 0.69 22.02 0 0 0| 0 0 0 0 120 4.000 0.42 20.05 0 0 0| 0 351 0 0 130 1.250 0.17 18.98 0 0 0| 0 250 0 0 140 0.250 0.03 16.46 0 0 0| 0 0 0 0 150 CAB 0.00 13.94 0 0 0| 0 0 0 0 160 Total 0 0 0| 0 751 0 0 Equity Options 22:04 Business Day Fri 3 Sep 2010 Previous Business Day Thu 2 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 22.65 Underlying Price 126.200 Time to expiry: 196 Days Mar 11 27.500 0.92 27.47 0 0 0| 0 50 0 0 100 19.000 0.82 25.40 0 0 0| 0 1 0 0 110 11.500 0.66 23.49 0 0 0| 0 0 0 0 120 6.000 0.46 22.29 0 0 0| 0 75 0 0 130 2.750 0.26 21.05 0 0 0| 0 54 0 0 140 1.250 0.13 21.18 0 0 0| 0 0 0 0 150 0.500 0.06 21.74 0 0 0| 0 0 0 0 160 Total 0 0 0| 0 180 0 0 Total Calls 0 0 0| 8 1,132 +8 0 | Equity Options 22:04 Business Day Fri 3 Sep 2010 Previous Business Day Thu 2 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 18.54 Underlying Price 126.200 Time to expiry: 14 Days Sep 10 CAB 0.00 26.60 0 0 0| 0 0 0 0 100 CAB 0.00 26.68 0 0 0| 0 461 0 0 110 CAB -0.02 23.34 0 0 0| 0 0 0 0 115 0.250 -0.10 19.59 0 0 0| 0 500 0 0 120 1.250 -0.39 18.85 0 0 0| 0 370 0 0 125 4.250 -0.79 18.08 0 0 0| 0 173 0 0 130 9.000 -0.95 20.23 0 0 0| 0 0 0 0 135 13.750 -1.00 21.30 0 0 0| 0 13 0 0 140 23.750 -1.00 22.38 0 0 0| 0 0 0 0 150 33.750 -1.00 23.45 0 0 0| 0 0 0 0 160 Total 0 0 0| 0 1,517 0 0 Indicative a-t-m Vol 19.98 Underlying Price 126.200 Time to expiry: 42 Days Oct 10 CAB 0.00 25.16 0 0 0| 0 0 0 0 100 CAB -0.03 22.06 0 0 0| 0 0 0 0 110 0.250 -0.09 20.57 0 0 0| 0 0 0 0 115 1.250 -0.23 20.81 0 0 0| 0 130 0 0 120 3.000 -0.43 20.56 0 0 0| 0 50 0 0 125 5.500 -0.66 19.12 0 0 0| 0 0 0 0 130 9.250 -0.85 18.79 0 0 0| 0 0 0 0 135 14.000 -0.93 19.89 0 0 0| 0 0 0 0 140 23.750 -0.99 22.36 0 0 0| 0 0 0 0 150 33.750 -1.00 23.16 0 0 0| 0 0 0 0 160 Total 0 0 0| 0 180 0 0 Indicative a-t-m Vol 20.32 Underlying Price 126.200 Time to expiry: 77 Days Nov 10 0.250 -0.04 29.61 0 0 0| 0 0 0 0 100 1.000 -0.11 26.16 0 0 0| 0 0 0 0 110 1.250 -0.18 23.23 0 0 0| 0 0 0 0 115 2.500 -0.29 21.87 0 0 0| 0 0 0 0 120 4.250 -0.44 20.86 0 0 0| 0 0 0 0 125 6.750 -0.61 19.51 0 0 0| 0 0 0 0 130 14.250 -0.87 19.16 0 0 0| 0 0 0 0 140 24.000 -0.95 22.74 0 0 0| 0 0 0 0 150 Total 0 0 0| 0 0 0 0 Indicative a-t-m Vol 20.83 Underlying Price 126.200 Time to expiry: 105 Days Dec 10 0.250 -0.04 25.75 0 0 0| 0 210 0 0 100 1.000 -0.13 24.08 0 0 0| 0 698 0 0 110 3.250 -0.31 22.20 0 0 0| 0 868 0 0 120 7.500 -0.58 20.24 0 0 0| 0 613 0 0 130 14.750 -0.82 19.86 0 0 0| 0 18 0 0 140 24.000 -0.95 20.03 0 0 0| 0 0 0 0 150 33.750 -0.99 21.73 0 0 0| 0 0 0 0 160 Total 0 0 0| 0 2,407 0 0 Equity Options 22:04 Business Day Fri 3 Sep 2010 Previous Business Day Thu 2 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 21.51 Underlying Price 126.200 Time to expiry: 196 Days Mar 11 1.750 -0.14 26.67 0 0 0| 0 91 0 0 100 3.750 -0.26 24.42 0 0 0| 0 205 0 0 110 7.250 -0.44 22.44 0 0 0| 0 403 0 0 120 13.000 -0.65 21.12 0 0 0| 0 171 0 0 130 20.250 -0.82 19.93 0 0 0| 0 8 0 0 140 29.250 -0.93 19.18 0 0 0| 0 0 0 0 150 38.750 -0.98 18.70 0 0 0| 0 0 0 0 160 Total 0 0 0| 0 878 0 0 Total Puts 0 0 0| 0 4,982 0 0 Grand Total 0 2,520 2,520| 8 6,114 +8 0 Equity Options 22:04 Business Day Fri 3 Sep 2010 Previous Business Day Thu 2 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 21.35 Underlying Price 1944.000 Time to expiry: 14 Days Sep 10 544.500 1.00 52.69 0 0 0| 0 0 0 0 1400 344.500 0.99 38.96 0 0 0| 0 0 0 0 1600 245.500 0.98 34.03 0 0 0| 0 0 0 0 1700 197.000 0.96 31.09 0 0 0| 0 0 0 0 1750 149.500 0.91 29.19 0 0 0| 0 3 0 0 1800 103.500 0.84 25.72 0 0 0| 0 14 0 0 1850 63.000 0.70 23.28 0 0 0| 0 125 0 0 1900 30.500 0.48 21.09 0 0 0| 0 5 0 0 1950 10.500 0.24 19.19 0 0 0| 10 60 +5 0 2000 1.000 0.03 19.95 0 0 0| 0 0 0 0 2100 CAB 0.00 21.78 0 0 0| 0 21 0 0 2200 CAB 0.00 22.70 0 0 0| 0 20 0 0 2400 Total 0 0 0| 10 248 +5 0 Indicative a-t-m Vol 24.91 Underlying Price 1944.000 Time to expiry: 105 Days Dec 10 364.000 0.90 32.08 0 0 0| 0 0 0 0 1600 276.000 0.83 29.77 0 0 0| 0 0 0 0 1700 197.000 0.73 27.74 0 0 0| 0 20 0 0 1800 127.500 0.60 25.57 0 0 0| 0 17 0 0 1900 75.000 0.44 24.07 0 0 0| 0 128 0 0 2000 17.500 0.16 21.88 0 0 0| 0 110 0 0 2200 3.000 0.03 21.29 0 0 0| 0 23 0 0 2400 Total 0 0 0| 0 298 0 0 Indicative a-t-m Vol 25.25 Underlying Price 1944.000 Time to expiry: 196 Days Mar 11 383.000 0.84 30.76 0 0 0| 0 0 0 0 1600 302.000 0.77 29.00 0 0 0| 0 0 0 0 1700 229.500 0.69 27.39 0 0 0| 0 1 0 0 1800 165.500 0.58 25.85 0 0 0| 0 12 0 0 1900 112.000 0.47 24.48 0 0 0| 0 10 0 0 2000 43.500 0.25 22.57 0 0 0| 0 0 0 0 2200 13.500 0.10 21.49 0 0 0| 0 5 0 0 2400 Total 0 0 0| 0 28 0 0 Total Calls 0 0 0| 10 574 +5 0 | Equity Options 22:04 Business Day Fri 3 Sep 2010 Previous Business Day Thu 2 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 21.86 Underlying Price 1944.000 Time to expiry: 14 Days Sep 10 CAB 0.00 47.23 0 0 0| 0 26 0 0 1400 0.500 -0.01 41.87 0 0 0| 0 211 0 0 1600 1.500 -0.03 34.85 0 0 0| 0 37 0 0 1700 2.500 -0.05 32.05 0 0 0| 0 0 0 0 1750 7.000 4.000 -0.08 27.68 7.000 7.000 0 0 1| 0 44 0 0 1800 8.000 -0.16 24.94 0 0 0| 0 52 0 0 1850 18.500 -0.30 23.30 0 0 0| 0 1,180 0 0 1900 37.000 -0.52 21.66 0 0 0| 0 20 0 0 1950 66.000 -0.76 18.92 0 0 0| 0 25 0 0 2000 156.500 -0.97 20.56 0 0 0| 0 10 0 0 2100 256.000 -1.00 23.03 0 0 0| 0 3 0 0 2200 456.000 -1.00 23.25 0 0 0| 0 0 0 0 2400 Total 0 0 1| 0 1,608 0 0 Indicative a-t-m Vol 24.84 Underlying Price 1944.000 Time to expiry: 105 Days Dec 10 20.000 -0.11 31.57 0 0 0| 0 53 0 0 1600 33.000 -0.18 29.39 0 0 0| 0 305 0 0 1700 56.000 -0.29 27.56 0 0 0| 0 41 0 0 1800 88.500 -0.42 25.49 0 0 0| 0 271 0 0 1900 137.000 -0.58 24.01 0 0 0| 0 69 0 0 2000 282.000 -0.85 22.04 0 0 0| 0 22 0 0 2200 467.500 -0.96 21.55 0 0 0| 0 10 0 0 2400 Total 0 0 0| 0 771 0 0 Indicative a-t-m Vol 25.35 Underlying Price 1944.000 Time to expiry: 196 Days Mar 11 43.000 -0.17 30.59 0 0 0| 0 10 0 0 1600 63.000 -0.23 29.03 0 0 0| 0 52 0 0 1700 91.000 -0.32 27.52 0 0 0| 0 17 0 0 1800 127.500 -0.42 25.96 0 0 0| 0 23 0 0 1900 174.000 -0.54 24.58 0 0 0| 0 10 0 0 2000 305.500 -0.76 22.65 0 0 0| 0 5 0 0 2200 476.500 -0.90 21.69 0 0 0| 0 0 0 0 2400 Total 0 0 0| 0 117 0 0 Total Puts 0 0 1| 0 2,496 0 0 Grand Total 0 1,560 1,561| 10 3,070 +5 0 Equity Options 22:04 Business Day Fri 3 Sep 2010 Previous Business Day Thu 2 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 20.70 Underlying Price 252.600 Time to expiry: 14 Days Sep 10 53.000 0.98 59.65 0 0 0| 0 0 0 0 200 43.250 0.95 56.02 0 0 0| 0 0 0 0 210 33.250 0.94 44.09 0 0 0| 0 18 0 0 220 28.000 0.95 35.14 0 0 0| 0 0 0 0 225 23.000 0.95 28.76 0 0 0| 0 9 0 0 230 18.000 0.94 23.94 0 0 0| 0 0 0 0 235 13.500 0.87 22.99 0 0 0| 0 5 0 0 240 9.000 0.78 20.63 0 0 0| 0 0 0 0 245 5.500 0.61 20.31 0 0 0| 0 16 0 0 250 1.750 0.26 21.60 0 0 0| 0 26 0 0 260 CAB 0.02 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 34.36 0 0 0| 0 0 0 0 320 Total 0 0 0| 0 74 0 0 Indicative a-t-m Vol 21.25 Underlying Price 252.600 Time to expiry: 105 Days Dec 10 53.500 0.96 25.83 0 0 0| 0 0 0 0 200 44.500 0.91 26.86 0 0 0| 0 0 0 0 210 36.000 0.86 26.33 0 0 0| 0 0 0 0 220 27.750 0.78 25.13 0 0 0| 0 20 0 0 230 19.750 0.69 22.78 0 0 0| 0 0 0 0 240 8.250 0.43 20.42 0 0 0| 0 1,540 +1,237 0 260 2.500 0.19 19.83 0 0 0| 0 31 0 0 280 0.500 0.04 24.46 0 0 0| 0 0 0 0 320 Total 0 0 0| 0 1,591 +1,237 0 Indicative a-t-m Vol 23.06 Underlying Price 252.600 Time to expiry: 196 Days Mar 11 55.750 0.90 30.14 0 0 0| 0 0 0 0 200 47.000 0.86 28.51 0 0 0| 0 0 0 0 210 38.500 0.81 26.91 0 0 0| 0 0 0 0 220 30.750 0.74 25.74 0 0 0| 0 0 0 0 230 23.500 0.66 24.35 0 0 0| 0 1 0 0 240 12.250 0.46 22.37 0 0 0| 0 0 0 0 260 5.500 0.26 21.32 0 0 0| 0 0 0 0 280 0.500 0.04 18.93 0 0 0| 0 0 0 0 320 Total 0 0 0| 0 1 0 0 Total Calls 0 0 0| 0 1,666 +1,237 0 | Equity Options 22:04 Business Day Fri 3 Sep 2010 Previous Business Day Thu 2 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 21.55 Underlying Price 252.600 Time to expiry: 14 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 -0.01 29.55 0 0 0| 0 20 0 0 220 0.250 -0.02 29.16 0 0 0| 0 0 0 0 225 0.250 -0.03 25.62 0 0 0| 0 499 0 0 230 0.250 -0.05 22.54 0 0 0| 0 0 0 0 235 0.750 -0.13 22.84 0 0 0| 0 10 0 0 240 1.500 -0.23 21.68 0 0 0| 0 0 0 0 245 3.250 -0.40 21.39 0 0 0| 0 20 0 0 250 9.250 -0.73 21.93 0 0 0| 0 0 0 0 260 27.500 -0.97 26.57 0 0 0| 0 0 0 0 280 47.500 -1.00 29.23 0 0 0| 0 0 0 0 300 67.500 -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 22.02 Underlying Price 252.600 Time to expiry: 105 Days Dec 10 1.250 -0.06 30.14 0 0 0| 0 0 0 0 200 2.000 -0.10 28.94 0 0 0| 0 0 0 0 210 3.000 -0.15 26.51 0 0 0| 0 26 0 0 220 4.750 -0.22 25.21 0 0 0| 0 15 0 0 230 7.000 -0.31 23.47 0 0 0| 0 18 0 0 240 15.500 -0.57 21.24 0 0 0| 0 3 0 0 260 29.500 -0.82 19.85 0 0 0| 0 0 0 0 280 67.750 -0.96 25.13 0 0 0| 0 0 0 0 320 Total 0 0 0| 0 62 0 0 Indicative a-t-m Vol 22.64 Underlying Price 252.600 Time to expiry: 196 Days Mar 11 4.000 -0.14 29.58 0 0 0| 0 0 0 0 200 5.500 -0.18 28.18 0 0 0| 0 0 0 0 210 7.750 -0.24 26.80 0 0 0| 0 5 0 0 220 10.250 -0.31 25.34 0 0 0| 0 0 0 0 230 13.500 -0.39 23.97 0 0 0| 0 0 0 0 240 23.000 -0.59 21.92 0 0 0| 0 0 0 0 260 36.750 -0.77 20.56 0 0 0| 0 0 0 0 280 72.250 -0.99 14.83 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 1,740 1,740| 0 2,316 +1,237 0 Equity Options 22:04 Business Day Fri 3 Sep 2010 Previous Business Day Thu 2 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 28.42 Underlying Price 368.600 Time to expiry: 14 Days Sep 10 88.750 0.99 57.26 0 0 0| 0 0 0 0 280 68.750 0.99 45.62 0 0 0| 0 34 0 0 300 58.750 0.99 39.80 0 0 0| 0 0 0 0 310 49.000 0.98 34.78 0 0 0| 0 160 0 0 320 39.000 0.98 28.23 0 0 0| 0 132 0 0 330 30.250 29.250 0.93 27.73 30.250 30.250 0 0 5| 11 2,168 +5 0 340 20.500 0.83 27.50 0 0 0| 0 273 0 0 350 13.250 0.67 28.04 0 0 0| 0 411 0 0 360 7.750 8.000 0.49 28.46 7.750 7.000 0 0 43| 0 0 0 0 370 4.750 4.500 0.32 29.98 4.750 S 4.750 S 0 0 20| 0 4,178 0 0 380 1.500 0.12 33.15 0 0 0| 0 1,978 0 0 400 0.500 0.04 36.00 0 0 0| 0 0 0 0 420 Total 0 0 68| 11 9,334 +5 0 Indicative a-t-m Vol 29.02 Underlying Price 368.600 Time to expiry: 42 Days Oct 10 69.000 0.99 26.71 0 0 0| 0 0 0 0 300 49.750 0.94 27.57 0 0 0| 0 0 0 0 320 41.000 0.88 28.58 0 0 0| 0 14 0 0 330 32.500 0.82 27.57 0 0 0| 0 20 0 0 340 25.000 0.73 27.26 0 0 0| 0 0 0 0 350 18.750 19.000 0.62 28.37 18.750 18.750 0 0 55| 0 7 0 0 360 15.250 14.250 0.51 29.09 15.250 15.250 0 0 45| 0 0 0 0 370 10.500 0.41 30.00 0 0 0| 8 533 +8 0 380 6.250 6.000 0.25 32.56 6.250 S 6.250 S 0 0 50| 0 1,109 0 0 400 3.250 0.15 34.61 0 0 0| 0 140 0 0 420 Total 0 0 150| 8 1,823 +8 0 Indicative a-t-m Vol 29.07 Underlying Price 368.600 Time to expiry: 77 Days Nov 10 52.250 0.88 29.01 0 0 0| 0 0 0 0 320 36.250 0.76 28.44 0 0 0| 0 0 0 0 340 29.000 0.69 27.75 0 0 0| 0 0 0 0 350 23.250 0.60 28.01 0 0 0| 0 0 0 0 360 19.000 0.52 29.18 0 0 0| 15 15 +15 0 370 16.250 15.000 0.44 29.68 16.250 16.250 0 0 78| 15 37 +15 0 380 9.750 0.31 31.60 0 0 0| 0 25 0 0 400 6.000 0.21 32.22 0 0 0| 0 126 0 0 420 Total 0 0 78| 30 203 +30 0 Indicative a-t-m Vol 28.54 Underlying Price 368.600 Time to expiry: 105 Days Dec 10 89.500 0.98 29.29 0 0 0| 0 0 0 0 280 70.750 0.93 29.46 0 0 0| 0 0 0 0 300 53.500 0.85 29.71 0 0 0| 10 20 +10 0 320 38.000 0.74 28.78 0 0 0| 0 688 0 0 340 25.250 0.59 27.77 0 0 0| 0 256 0 0 360 17.250 0.45 29.47 0 0 0| 30 242 -30 0 380 Equity Options 22:04 Business Day Fri 3 Sep 2010 Previous Business Day Thu 2 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 | 12.000 11.250 0.32 30.05 12.500 11.750 S 0 0 105| 15 1,003 -15 0 400 Total 0 0 105| 55 2,209 -35 0 Indicative a-t-m Vol 26.91 Underlying Price 368.600 Time to expiry: 196 Days Mar 11 90.500 0.95 28.24 0 0 0| 0 0 0 0 280 72.750 0.88 28.05 0 0 0| 0 0 0 0 300 56.500 0.80 27.05 0 0 0| 0 158 0 0 320 42.500 0.69 26.79 0 0 0| 3 101 +3 0 340 31.500 0.58 26.72 0 0 0| 8 777 +8 0 360 23.000 0.47 27.14 0 0 0| 0 12 0 0 380 16.500 0.37 27.35 0 0 0| 0 319 0 0 400 Total 0 0 0| 11 1,367 +11 0 Total Calls 0 0 401| 115 14,936 +19 0 | Equity Options 22:04 Business Day Fri 3 Sep 2010 Previous Business Day Thu 2 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 26.47 Underlying Price 368.600 Time to expiry: 14 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 1.500 -0.15 25.16 0 0 0| 0 112 0 0 350 4.250 -0.32 26.39 0 0 0| 0 121 0 0 360 8.500 -0.52 26.48 0 0 0| 0 0 0 0 370 16.000 -0.68 30.18 0 0 0| 0 25 0 0 380 33.000 -0.87 35.38 0 0 0| 0 0 0 0 400 52.250 -0.93 41.81 0 0 0| 0 0 0 0 420 Total 0 0 0| 0 3,759 0 0 Indicative a-t-m Vol 28.75 Underlying Price 368.600 Time to expiry: 42 Days Oct 10 CAB 0.00 21.44 0 0 0| 0 0 0 0 300 0.750 -0.05 25.99 0 0 0| 0 0 0 0 320 1.750 -0.10 26.80 0 0 0| 0 265 0 0 330 4.000 -0.19 28.59 0 0 0| 0 60 0 0 340 6.000 6.500 -0.28 28.61 6.000 6.000 0 0 20| 0 44 0 0 350 10.250 -0.38 28.70 0 0 0| 0 15 0 0 360 15.000 -0.49 28.76 0 0 0| 0 2 0 0 370 21.750 -0.59 30.11 0 0 0| 0 0 0 0 380 37.000 -0.75 32.46 0 0 0| 0 0 0 0 400 54.750 -0.84 35.43 0 0 0| 0 0 0 0 420 Total 0 0 20| 0 386 0 0 Indicative a-t-m Vol 28.62 Underlying Price 368.600 Time to expiry: 77 Days Nov 10 3.500 -0.14 28.19 0 0 0| 0 0 0 0 320 8.500 -0.27 28.35 0 0 0| 0 38 0 0 340 12.250 -0.35 28.33 0 0 0| 0 3 0 0 350 16.750 -0.43 28.55 0 0 0| 0 0 0 0 360 22.000 -0.52 28.63 0 0 0| 0 0 0 0 370 29.000 -0.59 29.81 0 0 0| 0 0 0 0 380 43.750 -0.72 30.94 0 0 0| 0 0 0 0 400 61.000 -0.80 33.32 0 0 0| 0 0 0 0 420 Total 0 0 0| 0 41 0 0 Indicative a-t-m Vol 28.43 Underlying Price 368.600 Time to expiry: 105 Days Dec 10 1.250 -0.05 31.05 0 0 0| 0 128 0 0 280 2.750 -0.09 29.34 0 0 0| 0 196 0 0 300 5.750 -0.17 28.42 0 0 0| 0 2,010 0 0 320 11.000 -0.29 27.90 0 0 0| 0 538 0 0 340 19.250 -0.43 27.98 0 0 0| 0 35 0 0 360 31.500 -0.57 28.99 0 0 0| 0 0 0 0 380 45.750 -0.69 29.87 0 0 0| 0 53 0 0 400 Equity Options 22:04 Business Day Fri 3 Sep 2010 Previous Business Day Thu 2 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 26.47 Underlying Price 368.600 Time to expiry: 196 Days Mar 11 3.250 -0.08 28.49 0 0 0| 0 8 0 0 280 6.000 -0.14 27.94 0 0 0| 0 7 0 0 300 10.250 -0.22 27.05 0 0 0| 0 85 0 0 320 16.750 -0.32 26.90 0 0 0| 18 54 +18 0 340 25.000 -0.43 26.22 0 0 0| 0 0 0 0 360 36.750 -0.54 26.78 0 0 0| 0 0 0 0 380 50.250 -0.64 26.91 0 0 0| 0 45 0 0 400 Total 0 0 0| 18 199 +18 0 Total Puts 0 0 20| 18 7,345 +18 0 Grand Total 0 2,640 3,061| 133 22,281 +37 0 Equity Options 22:04 Business Day Fri 3 Sep 2010 Previous Business Day Thu 2 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 15.73 Underlying Price 1158.000 Time to expiry: 14 Days Sep 10 278.500 1.00 39.84 0 0 0| 0 0 0 0 880 198.500 1.00 28.83 0 0 0| 0 0 0 0 960 158.500 1.00 26.38 0 0 0| 0 0 0 0 1000 108.500 0.99 21.20 0 0 0| 0 0 0 0 1050 59.500 0.93 17.60 0 0 0| 0 0 0 0 1100 17.500 19.500 0.59 16.29 17.500 17.500 0 0 1| 0 32 0 0 1150 1.000 0.09 12.77 0 0 0| 1 137 -1 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| 1 260 -1 0 Indicative a-t-m Vol 16.84 Underlying Price 1158.000 Time to expiry: 105 Days Dec 10 281.000 0.98 25.51 0 0 0| 0 0 0 0 880 203.000 0.95 22.22 0 0 0| 0 0 0 0 960 165.500 0.91 21.03 0 0 0| 0 0 0 0 1000 79.500 0.73 17.59 0 0 0| 0 54 0 0 1100 24.500 0.37 16.29 0 0 0| 0 178 0 0 1200 5.000 0.11 16.30 0 0 0| 0 14 0 0 1300 1.000 0.03 17.99 0 0 0| 0 0 0 0 1400 Total 0 0 0| 0 246 0 0 Indicative a-t-m Vol 17.57 Underlying Price 1158.000 Time to expiry: 196 Days Mar 11 208.500 0.91 21.69 0 0 0| 0 0 0 0 960 172.500 0.87 20.80 0 0 0| 0 0 0 0 1000 92.500 0.69 18.32 0 0 0| 0 27 0 0 1100 38.000 0.41 17.02 0 0 0| 3 86 +3 0 1200 10.500 0.16 15.89 0 0 0| 0 46 0 0 1300 3.000 0.06 16.51 0 0 0| 0 0 0 0 1400 Total 0 0 0| 3 159 +3 0 Total Calls 0 0 1| 4 665 +2 0 | Equity Options 22:04 Business Day Fri 3 Sep 2010 Previous Business Day Thu 2 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 1158.000 Time to expiry: 14 Days Sep 10 CAB 0.00 25.18 0 0 0| 1 19 +1 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 0.00 18.08 0 0 0| 0 18 0 0 1050 2.000 0.500 -0.05 15.31 2.000 2.000 0 0 1| 2 211 -2 0 1100 11.000 -0.41 16.13 0 0 0| 0 127 0 0 1150 44.500 -0.86 16.15 0 0 0| 0 54 0 0 1200 92.000 -1.00 16.01 0 0 0| 0 0 0 0 1250 142.000 -1.00 16.01 0 0 0| 0 0 0 0 1300 242.000 -1.00 18.33 0 0 0| 0 0 0 0 1400 Total 0 0 1| 3 616 -1 0 Indicative a-t-m Vol 17.14 Underlying Price 1158.000 Time to expiry: 105 Days Dec 10 0.500 -0.01 21.99 0 0 0| 0 7 0 0 880 3.000 -0.05 22.47 0 0 0| 0 104 0 0 960 5.500 -0.09 21.23 0 0 0| 0 87 0 0 1000 21.000 -0.28 18.45 0 0 0| 0 423 0 0 1100 64.000 -0.64 16.19 0 0 0| 0 22 0 0 1200 145.000 -0.91 15.93 0 0 0| 0 0 0 0 1300 243.000 -0.97 19.87 0 0 0| 0 0 0 0 1400 Total 0 0 0| 0 643 0 0 Indicative a-t-m Vol 17.42 Underlying Price 1158.000 Time to expiry: 196 Days Mar 11 11.500 -0.12 21.37 0 0 0| 1 31 -1 0 960 16.000 -0.17 20.06 0 0 0| 0 41 0 0 1000 39.000 43.000 -0.37 18.60 39.000 39.000 0 0 3| 3 15 +3 0 1100 91.500 -0.64 16.57 0 0 0| 0 6 0 0 1200 168.000 -0.86 15.63 0 0 0| 0 0 0 0 1300 261.500 -0.96 15.92 0 0 0| 0 0 0 0 1400 Total 0 0 3| 4 93 +2 0 Total Puts 0 0 4| 7 1,352 +1 0 Grand Total 0 1,380 1,385| 11 2,017 +3 0 Equity Options 22:04 Business Day Fri 3 Sep 2010 Previous Business Day Thu 2 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 1332.000 Time to expiry: 14 Days Sep 10 372.500 1.00 51.55 0 0 0| 0 0 0 0 960 332.500 1.00 46.49 0 0 0| 0 0 0 0 1000 232.500 1.00 34.42 0 0 0| 0 0 0 0 1100 182.500 0.99 28.97 0 0 0| 0 0 0 0 1150 132.500 0.98 24.30 0 0 0| 0 0 0 0 1200 83.500 0.95 19.45 0 0 0| 0 7 0 0 1250 39.500 0.75 18.19 0 0 0| 0 56 0 0 1300 12.000 0.37 18.17 0 0 0| 0 123 0 0 1350 3.000 0.12 20.15 0 0 0| 1 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 0| 1 216 0 0 Indicative a-t-m Vol 19.09 Underlying Price 1332.000 Time to expiry: 105 Days Dec 10 374.000 0.99 27.01 0 0 0| 0 0 0 0 960 334.500 0.99 26.64 0 0 0| 0 0 0 0 1000 237.000 0.96 23.92 0 0 0| 0 0 0 0 1100 145.000 0.86 21.34 0 0 0| 0 3 0 0 1200 69.000 0.63 19.12 0 0 0| 0 21 0 0 1300 25.500 0.32 19.04 0 0 0| 0 28 0 0 1400 3.000 0.05 21.42 0 0 0| 0 0 0 0 1600 Total 0 0 0| 0 52 0 0 Indicative a-t-m Vol 20.18 Underlying Price 1332.000 Time to expiry: 196 Days Mar 11 338.500 0.95 29.63 0 0 0| 0 0 0 0 1000 242.000 0.91 24.49 0 0 0| 0 0 0 0 1100 155.500 0.79 21.79 0 0 0| 0 0 0 0 1200 86.500 0.59 20.29 0 0 0| 0 0 0 0 1300 43.500 0.37 19.93 0 0 0| 0 25 0 0 1400 8.500 0.10 19.85 0 0 0| 0 0 0 0 1600 Total 0 0 0| 0 25 0 0 Total Calls 0 0 0| 1 293 0 0 | Equity Options 22:04 Business Day Fri 3 Sep 2010 Previous Business Day Thu 2 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 19.27 Underlying Price 1332.000 Time to expiry: 14 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 0.00 27.72 0 0 0| 0 61 0 0 1150 0.500 -0.01 24.01 0 0 0| 0 22 0 0 1200 1.500 -0.07 21.39 0 0 0| 0 15 0 0 1250 8.000 -0.25 18.94 0 0 0| 0 4 0 0 1300 31.000 -0.62 19.45 0 0 0| 0 13 0 0 1350 70.000 -0.90 19.13 0 0 0| 0 0 0 0 1400 168.000 -1.00 20.46 0 0 0| 0 0 0 0 1500 268.000 -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 19.93 Underlying Price 1332.000 Time to expiry: 105 Days Dec 10 1.000 -0.02 27.85 0 0 0| 0 0 0 0 960 2.000 -0.03 26.83 0 0 0| 0 57 0 0 1000 6.500 -0.08 24.10 0 0 0| 0 9 0 0 1100 19.500 -0.21 21.79 0 0 0| 0 9 0 0 1200 51.000 -0.45 20.00 0 0 0| 0 3 0 0 1300 113.000 -0.72 19.77 0 0 0| 0 7 0 0 1400 292.500 -0.94 22.46 0 0 0| 0 0 0 0 1600 Total 0 0 0| 0 85 0 0 Indicative a-t-m Vol 20.62 Underlying Price 1332.000 Time to expiry: 196 Days Mar 11 9.000 -0.07 27.16 0 0 0| 0 0 0 0 1000 18.500 -0.14 24.57 0 0 0| 0 1 0 0 1100 37.000 38.500 -0.27 22.63 37.000 37.000 0 0 2| 0 12 0 0 1200 72.500 -0.45 20.69 0 0 0| 0 28 0 0 1300 132.000 -0.64 20.47 0 0 0| 0 0 0 0 1400 298.500 -0.89 21.21 0 0 0| 0 0 0 0 1600 Total 0 0 2| 0 41 0 0 Total Puts 0 0 2| 0 448 0 0 Grand Total 0 1,440 1,442| 1 741 0 0 Equity Options 22:04 Business Day Fri 3 Sep 2010 Previous Business Day Thu 2 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 23.13 Underlying Price 1451.000 Time to expiry: 14 Days Sep 10 451.500 0.99 82.02 0 0 0| 0 0 0 0 1000 351.500 0.99 60.76 0 0 0| 0 1 0 0 1100 251.500 0.99 42.97 0 0 0| 0 0 0 0 1200 152.000 0.97 31.13 0 0 0| 0 14 0 0 1300 103.500 0.92 26.67 0 0 0| 0 3 0 0 1350 60.000 0.77 24.14 0 0 0| 0 10 0 0 1400 27.000 0.51 23.15 0 0 0| 0 6 0 0 1450 8.500 0.23 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 25.46 Underlying Price 1451.000 Time to expiry: 105 Days Dec 10 457.500 0.96 41.80 0 0 0| 0 0 0 0 1000 265.500 0.89 30.71 0 0 0| 0 0 0 0 1200 180.000 0.79 27.81 0 0 0| 0 10 0 0 1300 108.500 0.63 26.01 0 0 0| 0 5 0 0 1400 57.500 0.43 24.93 0 0 0| 0 6 0 0 1500 26.500 0.25 24.26 0 0 0| 0 121 0 0 1600 4.000 0.05 23.95 0 0 0| 15 47 +15 0 1800 Total 0 0 0| 15 189 +15 0 Indicative a-t-m Vol 25.84 Underlying Price 1451.000 Time to expiry: 196 Days Mar 11 461.500 0.95 34.01 0 0 0| 0 0 0 0 1000 283.500 0.84 29.93 0 0 0| 0 0 0 0 1200 205.500 0.74 28.04 0 0 0| 0 1 0 0 1300 138.500 0.62 26.49 0 0 0| 0 3 0 0 1400 86.500 0.47 25.21 0 0 0| 0 6 0 0 1500 49.500 0.33 24.25 0 0 0| 0 8 0 0 1600 14.000 0.12 23.48 0 0 0| 0 3 0 0 1800 Total 0 0 0| 0 21 0 0 Total Calls 0 0 0| 15 874 +15 0 | Equity Options 22:04 Business Day Fri 3 Sep 2010 Previous Business Day Thu 2 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 22.21 Underlying Price 1451.000 Time to expiry: 14 Days Sep 10 CAB 0.00 53.79 0 0 0| 0 1 0 0 1000 CAB 0.00 49.74 0 0 0| 0 0 0 0 1100 0.500 -0.01 40.63 0 0 0| 0 6 0 0 1200 1.000 -0.02 27.78 0 0 0| 0 303 0 0 1300 2.000 -0.07 24.30 0 0 0| 0 13 0 0 1350 8.500 -0.22 22.84 0 0 0| 0 7 0 0 1400 26.000 -0.49 22.24 0 0 0| 0 70 0 0 1450 57.500 -0.78 20.90 0 0 0| 0 5 0 0 1500 102.000 -0.93 22.48 0 0 0| 0 0 0 0 1550 150.500 -0.98 24.68 0 0 0| 0 0 0 0 1600 250.500 -0.99 33.08 0 0 0| 0 0 0 0 1700 350.000 -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 25.24 Underlying Price 1451.000 Time to expiry: 105 Days Dec 10 3.500 -0.03 38.42 0 0 0| 0 1 0 0 1000 12.500 -0.10 29.97 0 0 0| 0 1 0 0 1200 27.000 -0.21 27.56 0 0 0| 0 1 0 0 1300 55.500 -0.37 25.78 0 0 0| 0 3 0 0 1400 104.500 -0.57 24.72 0 0 0| 0 4 0 0 1500 174.000 -0.75 24.18 0 0 0| 0 0 0 0 1600 351.500 -0.96 22.80 0 0 0| 0 0 0 0 1800 Total 0 0 0| 0 10 0 0 Indicative a-t-m Vol 25.44 Underlying Price 1451.000 Time to expiry: 196 Days Mar 11 8.000 -0.05 33.01 0 0 0| 0 3 0 0 1000 29.500 -0.16 29.33 0 0 0| 0 5 0 0 1200 52.000 -0.26 27.63 0 0 0| 0 0 0 0 1300 85.500 -0.39 26.04 0 0 0| 0 8 0 0 1400 134.000 -0.54 24.86 0 0 0| 0 0 0 0 1500 197.500 -0.68 23.84 0 0 0| 0 0 0 0 1600 362.000 -0.89 22.83 0 0 0| 0 1 0 0 1800 Total 0 0 0| 0 17 0 0 Total Puts 0 0 0| 0 432 0 0 Grand Total 0 1,560 1,560| 15 1,306 +15 0 Equity Options 22:04 Business Day Fri 3 Sep 2010 Previous Business Day Thu 2 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 22.05 Underlying Price 556.000 Time to expiry: 14 Days Sep 10 96.250 1.00 32.28 0 0 0| 0 0 0 0 460 76.250 0.99 29.05 0 0 0| 0 0 0 0 480 37.250 0.92 24.61 0 0 0| 0 0 0 0 520 19.750 0.75 21.85 0 0 0| 0 0 0 0 540 8.250 0.45 22.10 0 0 0| 20 55 +20 0 560 2.500 0.19 22.63 0 0 0| 30 50 +30 0 580 1.000 0.07 25.33 0 0 0| 0 26 0 0 600 0.500 0.03 28.92 0 0 0| 0 24 0 0 620 0.250 0.01 31.31 0 0 0| 0 28 0 0 640 CAB 0.01 34.90 0 0 0| 0 110 0 0 660 CAB 0.00 37.88 0 0 0| 0 96 0 0 680 CAB 0.00 41.47 0 0 0| 0 16 0 0 720 CAB 0.00 45.06 0 0 0| 0 0 0 0 760 CAB 0.00 47.45 0 0 0| 0 0 0 0 800 Total 0 0 0| 50 405 +50 0 Indicative a-t-m Vol 22.12 Underlying Price 556.000 Time to expiry: 105 Days Dec 10 117.250 0.97 28.14 0 0 0| 0 0 0 0 440 79.500 0.89 25.14 0 0 0| 0 0 0 0 480 47.000 0.72 23.45 0 0 0| 0 0 0 0 520 33.750 0.61 22.60 0 0 0| 0 0 0 0 540 23.000 23.000 0.49 22.00 23.000 23.000 0 0 5| 0 10 0 0 560 9.750 0.26 21.70 0 0 0| 0 113 0 0 600 3.500 0.12 21.68 0 0 0| 0 42 0 0 640 1.250 0.04 21.88 0 0 0| 0 400 0 0 680 0.500 0.02 22.50 0 0 0| 0 29 0 0 720 CAB 0.00 24.25 0 0 0| 0 8 0 0 800 Total 0 0 5| 0 602 0 0 Indicative a-t-m Vol 22.78 Underlying Price 556.000 Time to expiry: 196 Days Mar 11 120.750 0.90 27.89 0 0 0| 0 0 0 0 440 86.250 0.81 25.42 0 0 0| 0 6 0 0 480 57.000 0.67 23.91 0 0 0| 0 0 0 0 520 34.000 0.51 22.66 0 0 0| 0 65 0 0 560 18.750 0.34 22.03 0 0 0| 0 8 0 0 600 9.750 0.21 21.94 0 0 0| 0 20 0 0 640 5.000 0.12 22.16 0 0 0| 0 0 0 0 680 2.500 0.07 22.76 0 0 0| 0 4 0 0 720 1.000 0.03 24.87 0 0 0| 0 0 0 0 800 Total 0 0 0| 0 103 0 0 Total Calls 0 0 5| 50 1,110 +50 0 | Equity Options 22:04 Business Day Fri 3 Sep 2010 Previous Business Day Thu 2 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 21.17 Underlying Price 556.000 Time to expiry: 14 Days Sep 10 CAB 0.00 36.09 0 0 0| 0 0 0 0 460 0.250 -0.01 32.51 0 0 0| 0 4 0 0 480 1.250 -0.09 25.27 0 0 0| 0 0 0 0 520 3.750 -0.25 22.04 0 0 0| 30 37 +30 0 540 11.500 -0.56 20.96 0 0 0| 0 72 0 0 560 27.000 -0.79 24.85 0 0 0| 0 54 0 0 580 45.250 -0.91 27.72 0 0 0| 0 14 0 0 600 64.500 -0.96 31.11 0 0 0| 0 5 0 0 620 84.250 -0.98 34.86 0 0 0| 0 24 0 0 640 104.000 -0.99 37.98 0 0 0| 0 5 0 0 660 124.000 -0.99 42.98 0 0 0| 0 47 0 0 680 164.000 -1.00 47.35 0 0 0| 0 10 0 0 720 204.000 -1.00 51.10 0 0 0| 0 0 0 0 760 244.000 -1.00 51.10 0 0 0| 0 0 0 0 800 Total 0 0 0| 30 272 +30 0 Indicative a-t-m Vol 22.46 Underlying Price 556.000 Time to expiry: 105 Days Dec 10 2.500 -0.06 29.10 0 0 0| 0 0 0 0 440 5.750 -0.14 25.73 0 0 0| 0 29 0 0 480 14.000 -0.29 23.80 0 0 0| 5 32 0 0 520 20.750 -0.40 22.94 0 0 0| 79 79 +79 0 540 31.500 30.250 -0.52 22.34 31.500 31.500 0 0 4| 0 44 0 0 560 57.000 -0.74 22.18 0 0 0| 0 81 0 0 600 91.000 -0.88 22.47 0 0 0| 0 20 0 0 640 128.750 -0.95 23.45 0 0 0| 0 9 0 0 680 168.000 -0.98 24.96 0 0 0| 0 0 0 0 720 247.500 -0.99 29.34 0 0 0| 0 0 0 0 800 Total 0 0 4| 84 294 +79 0 Indicative a-t-m Vol 23.01 Underlying Price 556.000 Time to expiry: 196 Days Mar 11 7.000 -0.11 28.31 0 0 0| 0 0 0 0 440 12.500 -0.20 25.77 0 0 0| 0 18 0 0 480 23.250 -0.33 24.11 0 0 0| 0 16 0 0 520 40.250 -0.49 22.89 0 0 0| 0 34 0 0 560 65.000 -0.66 22.28 0 0 0| 0 0 0 0 600 96.000 -0.80 22.18 0 0 0| 0 6 0 0 640 131.250 -0.89 22.44 0 0 0| 0 0 0 0 680 169.250 -0.94 23.08 0 0 0| 0 0 0 0 720 247.750 -0.98 25.29 0 0 0| 0 0 0 0 800 Total 0 0 0| 0 74 0 0 Total Puts 0 0 4| 114 640 +109 0 Grand Total 0 1,980 1,989| 164 1,750 +159 0 Equity Options 22:04 Business Day Fri 3 Sep 2010 Previous Business Day Thu 2 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 26.04 Underlying Price 1870.500 Time to expiry: 14 Days Sep 10 671.000 1.00 70.34 0 0 0| 0 4 0 0 1200 571.000 1.00 56.47 0 0 0| 0 0 0 0 1300 471.000 1.00 49.10 0 0 0| 0 0 0 0 1400 371.000 1.00 38.77 0 0 0| 0 10 0 0 1500 321.000 0.99 37.08 0 0 0| 0 0 0 0 1550 271.500 0.99 33.93 0 0 0| 0 35 0 0 1600 222.500 0.97 33.26 0 0 0| 0 300 0 0 1650 174.000 0.94 31.16 0 0 0| 0 715 0 0 1700 128.000 0.88 29.11 0 0 0| 0 387 0 0 1750 73.500 86.500 0.76 28.07 99.000 S 73.500 0 0 48| 1 427 0 0 1800 55.500 52.000 0.59 26.91 55.500 55.500 0 0 5| 2 36 0 0 1850 14.000 25.000 0.39 24.83 29.000 14.000 0 0 47| 0 245 0 0 1900 11.500 9.500 0.20 23.50 11.500 S 10.500 S 0 0 12| 0 13 0 0 1950 5.000 0.10 25.64 0 0 0| 0 107 0 0 2000 0.500 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 0 112| 3 2,433 0 0 Indicative a-t-m Vol 27.02 Underlying Price 1870.500 Time to expiry: 42 Days Oct 10 475.000 0.97 46.15 0 0 0| 0 0 0 0 1400 377.500 0.95 40.96 0 0 0| 0 0 0 0 1500 282.000 0.91 35.60 0 0 0| 0 10 0 0 1600 235.500 0.88 33.12 0 0 0| 0 0 0 0 1650 192.000 0.83 31.84 0 0 0| 0 20 0 0 1700 151.000 0.76 30.24 0 0 0| 0 1 0 0 1750 114.000 0.67 28.84 0 0 0| 0 22 0 0 1800 81.500 0.57 27.46 0 0 0| 3 11 +3 0 1850 55.000 0.45 26.43 0 0 0| 0 6 0 0 1900 34.500 0.33 25.27 0 0 0| 0 30 0 0 1950 19.500 0.22 24.22 0 0 0| 0 20 0 0 2000 5.500 0.08 23.38 0 0 0| 0 215 0 0 2100 1.000 0.02 22.65 0 0 0| 0 0 0 0 2200 Total 0 0 0| 3 335 +3 0 Indicative a-t-m Vol 28.82 Underlying Price 1870.500 Time to expiry: 77 Days Nov 10 482.500 0.94 42.51 0 0 0| 0 0 0 0 1400 388.000 0.91 38.72 0 0 0| 0 0 0 0 1500 297.500 0.85 35.03 0 0 0| 0 0 0 0 1600 254.500 0.82 33.53 0 0 0| 0 0 0 0 1650 215.500 0.76 32.73 0 0 0| 0 0 0 0 1700 179.000 0.70 31.84 0 0 0| 0 4 0 0 1750 133.000 144.000 0.64 30.52 133.000 133.000 0 0 1| 0 2 0 0 1800 112.500 0.56 29.21 0 0 0| 0 0 0 0 1850 85.500 0.48 28.27 0 0 0| 5 12 +5 0 1900 45.500 0.32 26.89 0 0 0| 0 0 0 0 2000 Equity Options 22:04 Business Day Fri 3 Sep 2010 Previous Business Day Thu 2 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 | 21.500 0.19 25.94 0 0 0| 0 70 0 0 2100 9.000 0.09 25.16 0 0 0| 0 0 0 0 2200 Total 0 0 1| 5 88 +5 0 Indicative a-t-m Vol 29.77 Underlying Price 1870.500 Time to expiry: 105 Days Dec 10 489.000 0.92 40.84 0 0 0| 0 8 0 0 1400 396.000 0.89 37.13 0 0 0| 0 0 0 0 1500 310.500 0.83 35.02 0 0 0| 0 6 0 0 1600 232.000 0.74 32.89 0 0 0| 0 26 0 0 1700 157.000 163.000 0.63 31.10 157.000 157.000 0 0 5| 0 60 0 0 1800 106.000 0.50 29.22 0 0 0| 0 453 0 0 1900 58.500 65.000 0.36 28.22 58.500 58.500 0 0 1| 0 367 0 0 2000 16.000 17.500 0.14 25.89 18.000 16.000 0 0 21| 0 138 0 0 2200 3.500 0.04 24.84 0 0 0| 0 2 0 0 2400 Total 0 0 27| 0 1,060 0 0 Indicative a-t-m Vol 31.65 Underlying Price 1870.500 Time to expiry: 196 Days Mar 11 478.000 509.000 0.89 39.35 509.000 478.000 0 0 8| 0 14 0 0 1400 424.500 0.84 37.39 0 0 0| 0 1 0 0 1500 346.000 0.78 35.70 0 0 0| 0 50 0 0 1600 274.000 0.70 34.04 0 0 0| 0 213 0 0 1700 210.000 0.62 32.61 0 0 0| 0 24 0 0 1800 155.000 0.52 31.25 0 0 0| 0 26 0 0 1900 103.500 110.500 0.43 30.13 103.500 102.500 0 0 21| 1 45 +1 0 2000 18.000 0.11 26.50 0 0 0| 0 24 0 0 2400 Total 0 0 29| 1 397 +1 0 Total Calls 0 0 169| 12 4,313 +9 0 | Equity Options 22:04 Business Day Fri 3 Sep 2010 Previous Business Day Thu 2 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 28.17 Underlying Price 1870.500 Time to expiry: 14 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| 0 1,055 0 0 1400 CAB 0.00 41.18 0 0 0| 0 388 0 0 1500 0.500 -0.01 39.11 0 0 0| 0 11 0 0 1550 0.500 -0.01 36.13 0 0 0| 0 349 0 0 1600 1.500 -0.03 34.16 0 0 0| 2 243 0 0 1650 3.500 -0.07 32.32 0 0 0| 0 92 0 0 1700 10.000 8.000 -0.13 30.69 10.000 10.000 0 0 23| 10 169 +10 0 1750 18.000 17.000 -0.25 29.50 18.000 18.000 0 0 5| 0 36 0 0 1800 33.000 -0.41 28.47 0 0 0| 0 0 0 0 1850 45.000 58.500 -0.60 27.75 45.000 45.000 0 0 10| 0 21 0 0 1900 92.500 -0.77 26.72 0 0 0| 0 10 0 0 1950 135.000 -0.88 27.49 0 0 0| 0 7 0 0 2000 231.500 -0.95 33.35 0 0 0| 0 0 0 0 2100 331.000 -0.97 41.28 0 0 0| 0 0 0 0 2200 Total 0 0 38| 12 2,621 +10 0 Indicative a-t-m Vol 27.15 Underlying Price 1870.500 Time to expiry: 42 Days Oct 10 3.500 -0.03 47.19 0 0 0| 0 0 0 0 1400 5.000 -0.05 40.08 0 0 0| 0 13 0 0 1500 9.500 -0.09 35.21 0 0 0| 0 49 0 0 1600 14.000 -0.13 33.71 0 0 0| 0 6 0 0 1650 20.000 -0.17 31.78 0 0 0| 0 29 0 0 1700 29.500 -0.24 30.44 0 0 0| 0 9 0 0 1750 42.500 -0.33 29.03 0 0 0| 0 9 0 0 1800 60.000 -0.43 27.54 0 0 0| 0 7 0 0 1850 83.500 -0.55 26.61 0 0 0| 0 0 0 0 1900 113.500 -0.66 25.69 0 0 0| 0 10 0 0 1950 148.500 -0.77 24.80 0 0 0| 0 1 0 0 2000 233.500 -0.92 23.28 0 0 0| 0 0 0 0 2100 331.000 -0.97 26.00 0 0 0| 0 0 0 0 2200 Total 0 0 0| 0 133 0 0 Indicative a-t-m Vol 29.00 Underlying Price 1870.500 Time to expiry: 77 Days Nov 10 9.000 -0.05 41.67 0 0 0| 0 0 0 0 1400 14.500 -0.09 38.15 0 0 0| 0 8 0 0 1500 25.000 -0.15 35.35 0 0 0| 0 3 0 0 1600 32.000 -0.19 33.75 0 0 0| 0 0 0 0 1650 42.500 -0.24 32.69 0 0 0| 0 4 0 0 1700 55.500 -0.30 31.77 0 0 0| 0 0 0 0 1750 71.000 -0.36 30.48 0 0 0| 0 0 0 0 1800 90.000 -0.44 29.42 0 0 0| 0 0 0 0 1850 113.000 -0.52 28.41 0 0 0| 0 0 0 0 1900 172.500 -0.68 26.92 0 0 0| 0 0 0 0 2000 248.500 -0.82 25.83 0 0 0| 0 0 0 0 2100 Equity Options 22:04 Business Day Fri 3 Sep 2010 Previous Business Day Thu 2 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 | 338.000 -0.90 26.33 0 0 0| 0 0 0 0 2200 Total 0 0 0| 0 15 0 0 Indicative a-t-m Vol 29.95 Underlying Price 1870.500 Time to expiry: 105 Days Dec 10 15.000 -0.07 40.61 0 0 0| 0 405 0 0 1400 25.000 -0.12 38.37 0 0 0| 0 373 0 0 1500 37.000 -0.18 35.34 0 0 0| 0 642 0 0 1600 68.000 58.500 -0.26 33.11 68.000 68.000 0 0 2| 0 281 0 0 1700 89.500 -0.37 31.28 0 0 0| 0 23 0 0 1800 132.500 -0.50 29.41 0 0 0| 0 10 0 0 1900 191.500 -0.64 28.35 0 0 0| 0 8 0 0 2000 344.500 -0.86 26.19 0 0 0| 0 1 0 0 2200 530.000 -0.98 23.47 0 0 0| 0 0 0 0 2400 Total 0 0 2| 0 1,743 0 0 Indicative a-t-m Vol 30.66 Underlying Price 1870.500 Time to expiry: 196 Days Mar 11 40.000 -0.13 38.73 0 0 0| 0 8 -1 0 1400 66.500 55.000 -0.18 36.20 66.500 66.500 0 0 7| 0 81 0 0 1500 80.000 -0.25 34.90 0 0 0| 0 24 0 0 1600 109.500 -0.32 33.17 0 0 0| 0 216 0 0 1700 147.500 -0.41 31.67 0 0 0| 0 23 0 0 1800 195.000 -0.51 30.25 0 0 0| 0 8 0 0 1900 260.000 252.500 -0.61 29.20 260.000 257.000 0 0 20| 0 35 0 0 2000 565.000 -0.92 23.95 0 0 0| 0 0 0 0 2400 Total 0 0 27| 0 395 -1 0 Total Puts 0 0 67| 12 4,907 +9 0 Grand Total 0 3,480 3,716| 24 9,220 +18 0 Equity Options 22:04 Business Day Fri 3 Sep 2010 Previous Business Day Thu 2 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 21.63 Underlying Price 214.000 Time to expiry: 14 Days Sep 10 74.000 1.00 66.85 0 0 0| 0 0 0 0 140 64.000 1.00 62.98 0 0 0| 0 0 0 0 150 54.000 0.99 57.45 0 0 0| 0 0 0 0 160 44.000 0.99 46.72 0 0 0| 0 0 0 0 170 39.000 0.99 40.15 0 0 0| 0 0 0 0 175 34.000 1.00 33.77 0 0 0| 0 0 0 0 180 29.000 0.99 31.88 0 0 0| 0 0 0 0 185 24.250 0.98 27.95 0 0 0| 0 0 0 0 190 19.250 0.98 22.63 0 0 0| 0 0 0 0 195 14.500 0.90 26.17 0 0 0| 0 0 0 0 200 10.250 0.81 24.53 0 0 0| 0 0 0 0 205 5.500 6.250 0.67 22.93 5.500 5.500 0 0 4| 0 22 0 0 210 3.250 0.47 21.30 0 0 0| 0 0 0 0 215 1.000 0.24 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 4| 0 188 0 0 Indicative a-t-m Vol 23.40 Underlying Price 214.000 Time to expiry: 105 Days Dec 10 74.500 0.98 39.62 0 0 0| 0 0 0 0 140 55.250 0.95 34.94 0 0 0| 0 0 0 0 160 45.750 0.92 32.39 0 0 0| 0 0 0 0 170 36.500 0.88 29.52 0 0 0| 0 0 0 0 180 28.000 0.81 27.81 0 0 0| 0 0 0 0 190 20.000 0.72 25.54 0 0 0| 0 84 0 0 200 13.250 0.59 23.78 0 0 0| 0 154 0 0 210 8.000 0.44 22.83 0 0 0| 0 111 0 0 220 4.500 0.30 22.09 0 0 0| 0 0 0 0 230 2.500 0.18 21.78 0 0 0| 0 0 0 0 240 Total 0 0 0| 0 349 0 0 Indicative a-t-m Vol 24.61 Underlying Price 214.000 Time to expiry: 196 Days Mar 11 75.000 0.98 33.62 0 0 0| 0 0 0 0 140 56.250 0.93 31.38 0 0 0| 0 0 0 0 160 47.250 0.89 30.09 0 0 0| 0 0 0 0 170 38.500 0.84 28.18 0 0 0| 0 40 0 0 180 30.750 0.77 27.37 0 0 0| 0 41 0 0 190 23.500 0.69 26.02 0 0 0| 0 20 0 0 200 17.250 0.59 25.12 0 0 0| 0 0 0 0 210 12.000 0.48 23.84 0 0 0| 33 38 +33 0 220 8.250 0.37 23.59 0 0 0| 24 27 +24 0 230 5.500 0.28 23.47 0 0 0| 0 5 0 0 240 Total 0 0 0| 57 171 +57 0 Total Calls 0 0 4| 57 708 +57 0 | Equity Options 22:04 Business Day Fri 3 Sep 2010 Previous Business Day Thu 2 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 24.14 Underlying Price 214.000 Time to expiry: 14 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 0.00 27.07 0 0 0| 0 0 0 0 185 CAB -0.02 28.29 0 0 0| 0 57 0 0 190 CAB -0.02 23.72 0 0 0| 0 0 0 0 195 0.500 -0.09 25.74 0 0 0| 0 57 0 0 200 1.250 -0.19 24.87 0 0 0| 0 1 0 0 205 2.500 -0.34 24.01 0 0 0| 0 81 0 0 210 4.750 -0.53 24.18 0 0 0| 0 46 0 0 215 8.000 -0.70 24.75 0 0 0| 0 35 0 0 220 16.250 -0.93 23.81 0 0 0| 0 0 0 0 230 26.000 -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 24.73 Underlying Price 214.000 Time to expiry: 105 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 -0.06 29.70 0 0 0| 0 2 0 0 170 2.250 -0.12 29.63 0 0 0| 0 65 0 0 180 3.250 -0.18 27.09 0 0 0| 0 24 0 0 190 5.750 -0.29 26.23 0 0 0| 25 50 0 0 200 9.250 -0.41 24.81 0 0 0| 0 8 0 0 210 14.500 -0.55 24.62 0 0 0| 0 3 0 0 220 21.000 -0.68 24.26 0 0 0| 0 0 0 0 230 29.000 -0.78 24.89 0 0 0| 0 0 0 0 240 Total 0 0 0| 25 267 0 0 Indicative a-t-m Vol 23.96 Underlying Price 214.000 Time to expiry: 196 Days Mar 11 0.750 -0.04 31.49 0 0 0| 0 0 0 0 140 2.750 -0.11 30.70 0 0 0| 0 72 0 0 160 4.250 -0.16 29.61 0 0 0| 0 15 0 0 170 6.000 -0.22 28.30 0 0 0| 0 12 0 0 180 8.500 -0.30 26.61 0 0 0| 0 75 0 0 190 12.000 -0.40 25.31 0 0 0| 0 24 0 0 200 16.500 -0.50 24.11 0 0 0| 20 20 0 0 210 23.000 22.500 -0.61 23.74 23.000 23.000 0 0 8| 0 8 0 0 220 29.500 -0.71 23.48 0 0 0| 0 0 0 0 230 37.250 -0.79 22.97 0 0 0| 0 5 0 0 240 Total 0 0 8| 20 231 0 0 Total Puts 0 0 8| 45 1,020 0 0 Grand Total 0 2,160 2,172| 102 1,728 +57 0 Equity Options 22:04 Business Day Fri 3 Sep 2010 Previous Business Day Thu 2 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 20.90 Underlying Price 434.100 Time to expiry: 14 Days Sep 10 74.250 1.00 27.21 0 0 0| 0 0 0 0 360 54.250 1.00 25.21 0 0 0| 0 0 0 0 380 34.500 0.96 24.21 0 0 0| 0 0 0 0 400 25.250 0.90 22.82 0 0 0| 0 0 0 0 410 16.750 0.78 21.91 0 0 0| 0 0 0 0 420 9.750 0.60 21.30 0 0 0| 0 0 0 0 430 4.750 0.38 20.49 0 0 0| 0 0 0 0 440 2.000 0.20 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 24.21 Underlying Price 434.100 Time to expiry: 105 Days Dec 10 76.250 0.94 26.13 0 0 0| 0 0 0 0 360 42.000 0.77 24.12 0 0 0| 0 0 0 0 400 28.000 0.64 23.21 0 0 0| 0 0 0 0 420 19.000 0.48 24.54 0 0 0| 0 10 0 0 440 12.000 11.250 0.34 23.90 12.500 12.000 0 0 45| 5 55 +5 0 460 6.000 0.21 23.15 0 0 0| 0 68 0 0 480 0.750 0.05 20.35 0 0 0| 0 36 0 0 520 CAB 0.00 15.95 0 0 0| 0 20 0 0 560 Total 0 0 45| 5 189 +5 0 Indicative a-t-m Vol 25.67 Underlying Price 434.100 Time to expiry: 196 Days Mar 11 79.500 0.87 27.70 0 0 0| 0 0 0 0 360 48.750 0.70 26.02 0 0 0| 0 2 0 0 400 36.250 0.60 25.24 0 0 0| 0 0 0 0 420 27.500 0.49 25.81 0 0 0| 0 4 0 0 440 19.250 0.39 25.17 0 0 0| 0 0 0 0 460 12.750 0.29 24.22 0 0 0| 0 8 0 0 480 5.000 0.15 23.15 0 0 0| 0 0 0 0 520 1.500 0.05 21.70 0 0 0| 0 35 0 0 560 Total 0 0 0| 0 49 0 0 Total Calls 0 0 45| 5 317 +5 0 | Equity Options 22:04 Business Day Fri 3 Sep 2010 Previous Business Day Thu 2 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 20.90 Underlying Price 434.100 Time to expiry: 14 Days Sep 10 CAB 0.00 27.21 0 0 0| 0 11 0 0 360 CAB 0.00 25.21 0 0 0| 0 13 0 0 380 0.500 -0.04 24.21 0 0 0| 0 9 0 0 400 1.000 -0.10 22.82 0 0 0| 0 8 0 0 410 2.500 -0.22 21.91 0 0 0| 0 25 0 0 420 5.500 -0.40 21.30 0 0 0| 0 0 0 0 430 10.500 -0.62 20.49 0 0 0| 0 2 0 0 440 17.750 -0.81 20.05 0 0 0| 0 0 0 0 450 26.500 -0.93 19.52 0 0 0| 0 16 0 0 460 36.000 -0.99 18.62 0 0 0| 0 0 0 0 470 46.000 -1.00 18.23 0 0 0| 0 2 0 0 480 56.000 -1.00 18.18 0 0 0| 0 0 0 0 490 66.000 -1.00 18.13 0 0 0| 0 0 0 0 500 86.000 -1.00 18.02 0 0 0| 0 0 0 0 520 126.000 -1.00 17.68 0 0 0| 0 0 0 0 560 Total 0 0 0| 0 86 0 0 Indicative a-t-m Vol 23.50 Underlying Price 434.100 Time to expiry: 105 Days Dec 10 3.000 -0.10 26.08 0 0 0| 0 10 0 0 360 10.250 -0.28 24.05 0 0 0| 0 259 0 0 400 17.500 -0.42 23.14 0 0 0| 0 13 0 0 420 28.750 -0.56 23.63 0 0 0| 0 0 0 0 440 41.750 -0.70 23.19 0 0 0| 0 2 0 0 460 57.250 -0.81 22.59 0 0 0| 0 0 0 0 480 93.000 -0.96 20.35 0 0 0| 0 0 0 0 520 132.250 -1.00 15.95 0 0 0| 0 0 0 0 560 Total 0 0 0| 0 284 0 0 Indicative a-t-m Vol 24.97 Underlying Price 434.100 Time to expiry: 196 Days Mar 11 8.500 -0.17 27.65 0 0 0| 0 0 0 0 360 19.250 -0.32 25.96 0 0 0| 2 23 0 0 400 26.500 -0.42 24.65 0 0 0| 0 0 0 0 420 38.000 -0.52 25.08 0 0 0| 0 40 0 0 440 50.000 -0.62 24.56 0 0 0| 0 10 0 0 460 64.250 -0.71 24.16 0 0 0| 0 0 0 0 480 96.750 -0.86 23.15 0 0 0| 0 0 0 0 520 133.250 -0.95 21.70 0 0 0| 0 0 0 0 560 Total 0 0 0| 2 73 0 0 Total Puts 0 0 0| 2 443 0 0 Grand Total 0 1,860 1,905| 7 760 +5 0 Equity Options 22:04 Business Day Fri 3 Sep 2010 Previous Business Day Thu 2 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 15.18 Underlying Price 413.250 Time to expiry: 14 Days Sep 10 93.500 1.00 47.79 0 0 0| 0 0 0 0 320 73.500 0.99 39.64 0 0 0| 0 0 0 0 340 53.500 0.99 29.19 0 0 0| 0 5 0 0 360 43.500 0.98 27.44 0 0 0| 0 0 0 0 370 33.500 0.97 21.94 0 0 0| 0 4 0 0 380 23.750 0.94 18.67 0 0 0| 0 10 0 0 390 13.250 14.750 0.82 17.95 13.250 13.250 0 0 2| 0 1,659 0 0 400 7.000 7.000 0.61 15.13 7.000 7.000 0 0 10| 0 97 0 0 410 2.500 0.31 15.26 0 0 0| 0 634 0 0 420 0.250 0.04 17.09 0 0 0| 0 1,675 0 0 440 CAB 0.01 21.77 0 0 0| 0 355 0 0 460 CAB 0.00 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 12| 0 4,753 0 0 Indicative a-t-m Vol 18.05 Underlying Price 413.250 Time to expiry: 42 Days Oct 10 73.750 0.99 27.51 0 0 0| 0 0 0 0 340 53.750 0.97 22.53 0 0 0| 0 0 0 0 360 35.250 0.89 21.85 0 0 0| 0 0 0 0 380 26.500 0.82 20.54 0 0 0| 0 0 0 0 390 18.250 0.72 18.85 0 0 0| 0 10 0 0 400 11.750 0.57 18.28 0 0 0| 0 562 0 0 410 6.250 6.750 0.41 17.71 6.250 6.250 0 0 3| 6 1,008 +6 0 420 1.500 0.14 16.95 0 0 0| 0 0 0 0 440 0.250 0.04 17.97 0 0 0| 0 0 0 0 460 Total 0 0 3| 6 1,580 +6 0 Indicative a-t-m Vol 18.61 Underlying Price 413.250 Time to expiry: 77 Days Nov 10 54.750 0.93 24.47 0 0 0| 0 0 0 0 360 36.750 0.83 22.10 0 0 0| 0 0 0 0 380 28.250 0.76 20.48 0 0 0| 0 0 0 0 390 20.750 0.66 19.39 0 0 0| 0 0 0 0 400 14.500 0.55 18.92 0 0 0| 0 0 0 0 410 9.500 0.42 18.14 0 0 0| 0 60 0 0 420 3.500 0.20 17.44 0 0 0| 0 0 0 0 440 1.000 0.07 16.56 0 0 0| 0 0 0 0 460 Total 0 0 0| 0 60 0 0 Indicative a-t-m Vol 19.15 Underlying Price 413.250 Time to expiry: 105 Days Dec 10 173.500 1.00 40.62 0 0 0| 0 0 0 0 240 133.500 0.99 36.29 0 0 0| 0 0 0 0 280 93.750 0.98 28.52 0 0 0| 0 3 0 0 320 55.500 0.90 23.76 0 0 0| 0 0 0 0 360 38.000 0.79 22.00 0 0 0| 0 0 0 0 380 23.250 0.63 20.23 0 0 0| 0 1,112 0 0 400 Equity Options 22:04 Business Day Fri 3 Sep 2010 Previous Business Day Thu 2 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 0.43 18.68 0 0 0| 0 2,489 0 0 420 5.500 0.25 17.80 0 0 0| 0 1,219 0 0 440 2.000 0.12 17.26 0 0 0| 0 553 0 0 460 0.500 0.03 15.84 0 0 0| 0 1,223 0 0 480 CAB 0.00 20.53 0 0 0| 0 170 0 0 560 Total 0 0 0| 0 6,769 0 0 Indicative a-t-m Vol 19.64 Underlying Price 413.250 Time to expiry: 196 Days Mar 11 95.000 0.94 27.59 0 0 0| 0 0 0 0 320 59.250 0.82 23.45 0 0 0| 0 0 0 0 360 43.500 0.72 22.00 0 0 0| 0 25 0 0 380 29.750 0.60 20.38 0 0 0| 0 148 0 0 400 19.000 0.47 19.32 0 0 0| 25 621 +25 0 420 11.250 0.33 18.46 0 0 0| 12 273 +12 0 440 6.250 0.21 18.03 0 0 0| 0 126 0 0 460 3.250 0.13 17.86 0 0 0| 0 918 0 0 480 0.500 0.02 20.66 0 0 0| 0 0 0 0 560 Total 0 0 0| 37 2,111 +37 0 Indicative a-t-m Vol 20.51 Underlying Price 413.250 Time to expiry: 287 Days Jun 11 95.750 0.92 26.50 0 0 0| 0 0 0 0 320 61.250 0.79 23.28 0 0 0| 0 100 0 0 360 46.250 0.70 22.03 0 0 0| 0 241 0 0 380 33.500 0.60 20.99 0 0 0| 0 50 0 0 400 23.250 0.48 20.30 0 0 0| 0 185 0 0 420 15.250 0.36 19.56 0 0 0| 0 278 0 0 440 5.250 0.17 18.28 0 0 0| 0 24 0 0 480 Total 0 0 0| 0 878 0 0 Indicative a-t-m Vol 20.26 Underlying Price 413.250 Time to expiry: 469 Days Dec 11 135.250 0.95 30.67 0 0 0| 0 3 0 0 280 98.750 0.87 26.85 0 0 0| 0 0 0 0 320 65.750 0.75 23.34 0 0 0| 0 0 0 0 360 39.000 0.58 20.88 0 0 0| 0 0 0 0 400 20.000 0.39 19.11 0 0 0| 0 0 0 0 440 11.500 0.25 19.70 0 0 0| 0 0 0 0 480 Total 0 0 0| 0 3 0 0 Indicative a-t-m Vol 23.37 Underlying Price 413.250 Time to expiry: 651 Days Jun 12 103.750 0.83 29.00 0 0 0| 0 0 0 0 320 73.250 0.72 25.93 0 0 0| 0 0 0 0 360 48.750 0.58 23.75 0 0 0| 0 0 0 0 400 31.250 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 22.89 Underlying Price 413.250 Time to expiry: 840 Days Dec 12 106.500 0.81 29.00 0 0 0| 0 0 0 0 320 75.750 0.71 25.33 0 0 0| 0 0 0 0 360 Equity Options 22:04 Business Day Fri 3 Sep 2010 Previous Business Day Thu 2 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 | 52.250 0.58 23.45 0 0 0| 0 850 0 0 400 33.750 0.44 21.84 0 0 0| 0 0 0 0 440 22.000 0.33 21.25 0 0 0| 0 0 0 0 480 Total 0 0 0| 0 850 0 0 Total Calls 0 0 15| 43 17,004 +43 0 | Equity Options 22:04 Business Day Fri 3 Sep 2010 Previous Business Day Thu 2 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 15.75 Underlying Price 413.250 Time to expiry: 14 Days Sep 10 CAB 0.00 41.34 0 0 0| 0 1,012 0 0 320 CAB 0.00 34.98 0 0 0| 0 75 0 0 340 CAB -0.01 28.00 0 0 0| 0 330 0 0 360 CAB -0.01 25.29 0 0 0| 0 383 0 0 370 0.250 -0.02 20.47 0 0 0| 0 7,645 -50 0 380 0.500 -0.07 19.97 0 0 0| 0 279 0 0 390 1.500 -0.17 17.51 0 0 0| 0 610 0 0 400 3.500 4.000 -0.40 16.21 3.500 3.500 0 0 10| 0 49 0 0 410 9.000 -0.69 15.06 0 0 0| 0 929 0 0 420 27.750 27.250 -0.93 21.30 27.750 27.750 0 0 2| 0 150 0 0 440 47.000 -0.98 26.63 0 0 0| 0 15 0 0 460 66.750 -0.99 33.14 0 0 0| 0 0 0 0 480 146.750 -1.00 40.00 0 0 0| 0 0 0 0 560 Total 0 0 12| 0 11,477 -50 0 Indicative a-t-m Vol 18.44 Underlying Price 413.250 Time to expiry: 42 Days Oct 10 CAB -0.01 22.23 0 0 0| 0 0 0 0 340 0.750 -0.05 24.04 0 0 0| 0 10 0 0 360 2.500 -0.15 21.61 0 0 0| 0 904 0 0 380 4.000 -0.23 20.50 0 0 0| 25 660 +25 0 390 6.750 6.750 -0.35 19.42 7.000 6.750 0 0 75| 25 46 +9 0 400 10.750 -0.50 18.58 0 0 0| 0 22 0 0 410 16.500 -0.65 18.22 0 0 0| 0 55 0 0 420 31.500 -0.91 15.60 0 0 0| 0 0 0 0 440 51.250 -0.95 20.89 0 0 0| 0 0 0 0 460 Total 0 0 75| 50 1,697 +34 0 Indicative a-t-m Vol 18.62 Underlying Price 413.250 Time to expiry: 77 Days Nov 10 2.250 -0.10 22.86 0 0 0| 0 0 0 0 360 5.250 -0.21 21.69 0 0 0| 0 0 0 0 380 7.000 7.250 -0.29 20.48 7.000 7.000 0 0 12| 0 50 0 0 390 10.250 -0.38 19.61 0 0 0| 0 2 0 0 400 14.500 -0.49 18.97 0 0 0| 0 20 0 0 410 19.750 -0.60 18.09 0 0 0| 0 0 0 0 420 32.750 -0.84 15.21 0 0 0| 0 0 0 0 440 51.250 -0.95 15.13 0 0 0| 0 0 0 0 460 Total 0 0 12| 0 72 0 0 Indicative a-t-m Vol 19.35 Underlying Price 413.250 Time to expiry: 105 Days Dec 10 CAB 0.00 32.15 0 0 0| 0 81 0 0 240 0.250 -0.01 29.98 0 0 0| 0 349 0 0 280 0.750 -0.03 26.33 0 0 0| 0 567 0 0 320 4.000 4.250 -0.14 24.09 4.000 4.000 0 0 93| 275 3,502 +139 0 360 7.500 -0.25 22.36 0 0 0| 0 3,351 0 0 380 13.250 -0.39 20.52 0 0 0| 20 3,801 +20 0 400 22.500 -0.58 18.85 0 0 0| 25 603 -9 0 420 Equity Options 22:04 Business Day Fri 3 Sep 2010 Previous Business Day Thu 2 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 | 36.000 -0.75 18.39 0 0 0| 0 1,176 0 0 440 52.750 -0.88 18.19 0 0 0| 0 174 0 0 460 71.250 -0.95 17.86 0 0 0| 0 71 0 0 480 150.000 -0.99 24.47 0 0 0| 0 25 0 0 560 Total 0 0 93| 320 13,700 +150 0 Indicative a-t-m Vol 20.05 Underlying Price 413.250 Time to expiry: 196 Days Mar 11 3.750 -0.09 27.48 0 0 0| 0 50 0 0 320 8.750 -0.20 23.78 0 0 0| 0 149 0 0 360 13.250 -0.29 22.11 0 0 0| 0 207 0 0 380 19.750 -0.40 20.74 0 0 0| 0 583 0 0 400 29.000 -0.54 19.76 0 0 0| 0 583 0 0 420 41.250 -0.67 18.87 0 0 0| 0 101 0 0 440 56.000 -0.79 18.28 0 0 0| 0 20 0 0 460 72.750 -0.89 17.23 0 0 0| 0 5 0 0 480 150.500 -1.00 12.52 0 0 0| 0 0 0 0 560 Total 0 0 0| 0 1,698 0 0 Indicative a-t-m Vol 20.43 Underlying Price 413.250 Time to expiry: 287 Days Jun 11 7.250 -0.14 26.28 0 0 0| 0 420 0 0 320 14.750 -0.26 23.29 0 0 0| 0 221 0 0 360 21.000 -0.35 22.19 0 0 0| 3 205 0 0 380 28.000 29.000 -0.46 21.12 28.000 28.000 0 0 10| 0 65 0 0 400 39.500 -0.57 20.13 0 0 0| 0 275 0 0 420 52.000 -0.67 19.50 0 0 0| 0 302 0 0 440 83.750 -0.84 19.03 0 0 0| 0 0 0 0 480 Total 0 0 10| 3 1,488 0 0 Indicative a-t-m Vol 21.85 Underlying Price 413.250 Time to expiry: 469 Days Dec 11 10.750 -0.13 32.39 0 0 0| 0 0 0 0 280 16.500 -0.20 28.26 0 0 0| 0 0 0 0 320 25.250 -0.31 24.64 0 0 0| 0 750 0 0 360 40.000 -0.46 22.08 0 0 0| 0 500 0 0 400 63.750 -0.61 21.42 0 0 0| 0 0 0 0 440 93.250 -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 23.17 Underlying Price 413.250 Time to expiry: 651 Days Jun 12 27.250 -0.24 30.00 0 0 0| 0 0 0 0 320 36.500 -0.34 25.70 0 0 0| 0 0 0 0 360 53.250 -0.47 23.57 0 0 0| 0 0 0 0 400 76.250 -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 22.90 Underlying Price 413.250 Time to expiry: 840 Days Dec 12 34.000 -0.25 30.00 0 0 0| 0 0 0 0 320 42.000 -0.35 25.15 0 0 0| 0 350 0 0 360 59.500 -0.46 23.50 0 0 0| 0 150 0 0 400 81.000 -0.58 21.80 0 0 0| 0 0 0 0 440 Equity Options 22:04 Business Day Fri 3 Sep 2010 Previous Business Day Thu 2 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 | 108.000 -0.70 20.71 0 0 0| 0 0 0 0 480 Total 0 0 0| 0 500 0 0 Total Puts 0 0 202| 373 31,882 +134 0 Grand Total 0 4,320 4,537| 416 48,886 +177 0 Equity Options 22:04 Business Day Fri 3 Sep 2010 Previous Business Day Thu 2 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 323.100 Time to expiry: 14 Days Sep 10 163.250 1.00 86.19 0 0 0| 0 0 0 0 160 153.250 1.00 79.15 0 0 0| 0 0 0 0 170 143.250 1.00 72.48 0 0 0| 0 0 0 0 180 133.250 1.00 66.74 0 0 0| 0 0 0 0 190 123.250 1.00 63.61 0 0 0| 0 14 0 0 200 113.250 1.00 55.38 0 0 0| 0 40 0 0 210 108.250 1.00 52.77 0 0 0| 0 0 0 0 215 103.250 1.00 50.26 0 0 0| 0 26 0 0 220 98.250 1.00 47.85 0 0 0| 0 0 0 0 225 93.250 1.00 45.55 0 0 0| 0 4 0 0 230 88.250 1.00 43.34 0 0 0| 0 0 0 0 235 83.250 1.00 41.56 0 0 0| 0 162 0 0 240 78.250 1.00 38.57 0 0 0| 0 400 0 0 245 73.250 1.00 34.81 0 0 0| 0 133 0 0 250 63.250 1.00 29.84 0 0 0| 0 16 0 0 260 53.250 1.00 25.94 0 0 0| 0 409 0 0 270 43.250 1.00 21.82 0 0 0| 0 174 0 0 280 23.250 0.98 17.51 0 0 0| 0 10 0 0 300 5.500 0.64 13.90 0 0 0| 0 3,171 0 0 320 Total 0 0 0| 0 4,559 0 0 Indicative a-t-m Vol 0.00 Underlying Price 323.100 Time to expiry: 105 Days Dec 10 123.250 1.00 37.90 0 0 0| 0 0 0 0 200 113.250 1.00 36.40 0 0 0| 0 0 0 0 210 103.250 1.00 34.90 0 0 0| 0 10 0 0 220 93.500 0.99 33.80 0 0 0| 0 44 0 0 230 83.750 0.98 33.40 0 0 0| 0 55 0 0 240 64.750 0.93 32.40 0 0 0| 0 88 0 0 260 47.500 0.83 31.50 0 0 0| 0 98 0 0 280 20.000 0.54 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 323.100 Time to expiry: 196 Days Mar 11 123.500 0.99 37.30 0 0 0| 0 0 0 0 200 113.750 0.98 35.90 0 0 0| 0 0 0 0 210 104.000 0.97 34.60 0 0 0| 0 5 0 0 220 94.500 0.95 33.60 0 0 0| 0 50 0 0 230 85.500 0.92 33.10 0 0 0| 0 10 0 0 240 68.500 0.85 32.40 0 0 0| 0 0 0 0 260 53.250 0.76 31.80 0 0 0| 0 0 0 0 280 29.750 0.55 31.00 0 0 0| 0 19 0 0 320 Total 0 0 0| 0 84 0 0 Total Calls 0 0 0| 0 4,938 0 0 | Equity Options 22:04 Business Day Fri 3 Sep 2010 Previous Business Day Thu 2 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 323.100 Time to expiry: 14 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 -0.37 15.35 0 0 0| 0 104 0 0 320 Total 0 0 0| 0 4,346 0 0 Indicative a-t-m Vol 0.00 Underlying Price 323.100 Time to expiry: 105 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 323.100 Time to expiry: 196 Days Mar 11 1.000 -0.03 36.50 0 0 0| 0 0 0 0 200 1.500 -0.04 35.90 0 0 0| 0 0 0 0 210 2.000 -0.05 34.60 0 0 0| 0 0 0 0 220 2.750 -0.07 33.60 0 0 0| 0 0 0 0 230 3.750 -0.09 33.10 0 0 0| 0 0 0 0 240 7.000 -0.16 32.30 0 0 0| 0 0 0 0 260 11.500 -0.24 31.30 0 0 0| 0 0 0 0 280 28.250 -0.45 31.00 0 0 0| 0 0 0 0 320 Total 0 0 0| 0 0 0 0 Total Puts 0 0 0| 0 4,574 0 0 Grand Total 0 2,100 2,100| 0 9,512 0 0 Equity Options 22:04 Business Day Fri 3 Sep 2010 Previous Business Day Thu 2 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 38.14 Underlying Price 1156.000 Time to expiry: 14 Days Sep 10 276.500 1.00 43.50 0 0 0| 0 0 0 0 880 236.500 1.00 44.45 0 0 0| 0 0 0 0 920 197.000 0.98 43.91 0 0 0| 0 10 0 0 960 177.500 0.97 44.14 0 0 0| 0 0 0 0 980 158.500 0.95 43.68 0 0 0| 0 2 0 0 1000 112.500 0.88 42.33 0 0 0| 0 0 0 0 1050 71.500 0.74 40.39 0 0 0| 0 98 0 0 1100 39.000 0.54 38.30 0 0 0| 0 1 0 0 1150 17.500 0.32 36.96 0 0 0| 0 78 0 0 1200 6.500 0.15 35.70 0 0 0| 0 1 0 0 1250 1.500 0.05 34.63 0 0 0| 0 276 0 0 1300 0.500 0.01 34.50 0 0 0| 0 0 0 0 1350 CAB 0.00 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 38.47 Underlying Price 1156.000 Time to expiry: 105 Days Dec 10 291.000 0.90 44.29 0 0 0| 0 0 0 0 880 223.000 0.83 41.82 0 0 0| 0 4 0 0 960 193.000 0.78 41.30 0 0 0| 0 0 0 0 1000 125.500 0.63 39.30 0 0 0| 0 25 0 0 1100 75.000 0.47 37.81 0 0 0| 0 69 0 0 1200 43.500 0.32 37.84 0 0 0| 23 196 +14 0 1300 24.000 0.20 37.71 0 0 0| 0 27 0 0 1400 7.000 0.07 38.32 0 0 0| 0 302 0 0 1600 Total 0 0 0| 23 623 +14 0 Indicative a-t-m Vol 37.55 Underlying Price 1156.000 Time to expiry: 196 Days Mar 11 306.000 0.86 40.25 0 0 0| 0 0 0 0 880 246.500 0.79 40.03 0 0 0| 0 0 0 0 960 219.000 0.74 39.60 0 0 0| 0 0 0 0 1000 158.000 0.63 38.59 0 0 0| 0 0 0 0 1100 130.000 107.000 0.50 36.74 132.000 130.000 0 0 30| 0 10 0 0 1200 73.000 0.39 36.82 0 0 0| 0 1 0 0 1300 47.500 0.28 36.27 0 0 0| 0 3 0 0 1400 22.000 0.15 37.56 0 0 0| 0 0 0 0 1600 Total 0 0 30| 0 14 0 0 Total Calls 0 0 30| 23 1,230 +14 0 | Equity Options 22:04 Business Day Fri 3 Sep 2010 Previous Business Day Thu 2 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 35.90 Underlying Price 1156.000 Time to expiry: 14 Days Sep 10 CAB 0.00 49.15 0 0 0| 0 35 0 0 880 0.500 -0.01 47.10 0 0 0| 0 0 0 0 920 1.000 -0.02 45.87 0 0 0| 0 33 0 0 960 1.500 -0.03 45.05 0 0 0| 0 0 0 0 980 2.000 -0.04 43.20 0 0 0| 0 218 0 0 1000 6.000 -0.12 41.55 0 0 0| 0 0 0 0 1050 14.000 -0.25 38.79 0 0 0| 0 37 0 0 1100 30.500 -0.46 36.16 0 0 0| 0 0 0 0 1150 59.000 -0.69 33.96 0 0 0| 0 25 0 0 1200 98.500 -0.87 33.27 0 0 0| 0 2 0 0 1250 145.000 -0.96 33.15 0 0 0| 0 11 0 0 1300 194.000 -0.99 33.15 0 0 0| 0 10 0 0 1350 244.000 -1.00 32.15 0 0 0| 0 5 0 0 1400 344.000 -1.00 36.19 0 0 0| 0 0 0 0 1500 444.000 -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 38.60 Underlying Price 1156.000 Time to expiry: 105 Days Dec 10 14.500 -0.10 43.90 0 0 0| 0 8 0 0 880 28.000 -0.18 42.35 0 0 0| 0 51 0 0 960 29.500 37.000 -0.22 41.35 29.500 29.500 0 0 3| 0 26 0 0 1000 64.000 69.500 -0.37 39.42 71.000 64.000 0 0 19| 10 51 0 0 1100 119.000 -0.53 37.96 0 0 0| 2 39 +2 0 1200 187.000 -0.68 37.80 0 0 0| 0 12 0 0 1300 267.500 -0.80 37.75 0 0 0| 0 0 0 0 1400 451.500 -0.93 39.09 0 0 0| 0 0 0 0 1600 Total 0 0 22| 12 187 +2 0 Indicative a-t-m Vol 37.49 Underlying Price 1156.000 Time to expiry: 196 Days Mar 11 33.000 -0.15 42.70 0 0 0| 0 1 0 0 880 51.000 -0.22 41.07 0 0 0| 0 1 0 0 960 63.000 -0.26 40.34 0 0 0| 0 5 0 0 1000 98.500 -0.37 38.12 0 0 0| 0 13 0 0 1100 149.000 -0.50 37.00 0 0 0| 0 0 0 0 1200 214.000 -0.62 36.62 0 0 0| 0 10 0 0 1300 288.000 -0.72 36.09 0 0 0| 0 0 0 0 1400 463.500 -0.86 37.50 0 0 0| 0 0 0 0 1600 Total 0 0 0| 0 30 0 0 Total Puts 0 0 22| 12 593 +2 0 Grand Total 0 1,860 1,912| 35 1,823 +16 0 Equity Options 22:04 Business Day Fri 3 Sep 2010 Previous Business Day Thu 2 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 19.24 Underlying Price 1742.000 Time to expiry: 14 Days Sep 10 242.500 1.00 28.58 0 0 0| 0 0 0 0 1500 144.000 0.96 24.48 0 0 0| 0 0 0 0 1600 96.000 0.90 20.96 0 0 0| 0 0 0 0 1650 54.500 0.73 20.28 0 0 0| 0 2 0 0 1700 23.500 0.46 19.04 0 0 0| 0 1,085 0 0 1750 7.000 0.20 18.35 0 0 0| 0 40 0 0 1800 1.500 0.05 18.29 0 0 0| 0 0 0 0 1850 CAB 0.01 18.12 0 0 0| 0 865 0 0 1900 CAB 0.00 18.12 0 0 0| 0 8 0 0 1950 CAB 0.00 18.12 0 0 0| 0 340 0 0 2000 CAB 0.00 18.12 0 0 0| 0 70 0 0 2200 CAB 0.00 18.12 0 0 0| 0 1 0 0 2400 Total 0 0 0| 0 2,411 0 0 Indicative a-t-m Vol 21.84 Underlying Price 1742.000 Time to expiry: 105 Days Dec 10 350.500 0.94 30.09 0 0 0| 0 15 0 0 1400 173.000 0.77 24.65 0 0 0| 0 10 0 0 1600 101.000 0.61 22.44 0 0 0| 0 18 0 0 1700 50.000 0.40 21.00 0 0 0| 0 34 0 0 1800 21.500 0.21 20.32 0 0 0| 0 1,084 0 0 1900 8.000 0.10 19.93 0 0 0| 33 361 +33 0 2000 1.500 0.02 21.41 0 0 0| 0 5 0 0 2200 0.500 0.01 25.24 0 0 0| 0 17 0 0 2400 Total 0 0 0| 33 1,544 +33 0 Indicative a-t-m Vol 22.27 Underlying Price 1742.000 Time to expiry: 196 Days Mar 11 357.000 0.90 28.35 0 0 0| 0 0 0 0 1400 191.500 0.72 24.43 0 0 0| 0 0 0 0 1600 125.500 0.58 22.82 0 0 0| 0 5 0 0 1700 75.500 0.43 21.51 0 0 0| 0 6 0 0 1800 43.000 0.29 20.89 0 0 0| 6 7 +6 0 1900 22.500 0.18 20.55 0 0 0| 0 40 0 0 2000 4.000 0.03 24.07 0 0 0| 0 0 0 0 2400 Total 0 0 0| 6 58 +6 0 Total Calls 0 0 0| 39 4,013 +39 0 | Equity Options 22:04 Business Day Fri 3 Sep 2010 Previous Business Day Thu 2 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 19.87 Underlying Price 1742.000 Time to expiry: 14 Days Sep 10 CAB 0.00 28.62 0 0 0| 0 300 0 0 1500 1.500 -0.04 24.57 0 0 0| 1 513 -1 0 1600 4.000 -0.11 22.32 0 0 0| 1 107 0 0 1650 12.500 -0.27 20.92 0 0 0| 5 483 0 0 1700 32.000 -0.54 19.67 0 0 0| 0 17 0 0 1750 57.500 65.000 -0.80 18.60 57.500 S 57.500 S 0 0 1| 5 72 0 0 1800 109.000 -0.95 18.10 0 0 0| 0 10 0 0 1850 158.000 -0.99 18.50 0 0 0| 3 146 0 0 1900 208.000 -1.00 18.50 0 0 0| 0 2 0 0 1950 258.000 -1.00 18.50 0 0 0| 0 14 0 0 2000 458.000 -1.00 18.50 0 0 0| 0 0 0 0 2200 658.000 -1.00 18.50 0 0 0| 0 0 0 0 2400 Total 0 0 1| 15 1,664 -1 0 Indicative a-t-m Vol 21.80 Underlying Price 1742.000 Time to expiry: 105 Days Dec 10 11.500 -0.08 30.11 0 0 0| 0 868 0 0 1400 38.500 -0.26 24.64 0 0 0| 0 443 0 0 1600 69.000 69.000 -0.42 22.29 69.000 64.000 0 0 28| 5 58 0 0 1700 109.500 120.500 -0.62 21.11 109.500 109.500 0 0 4| 0 73 0 0 1800 193.000 -0.79 20.40 0 0 0| 2 233 0 0 1900 279.500 -0.91 19.98 0 0 0| 0 117 0 0 2000 473.000 -0.98 21.16 0 0 0| 0 0 0 0 2200 672.000 -0.99 24.40 0 0 0| 0 0 0 0 2400 Total 0 0 32| 7 1,792 0 0 Indicative a-t-m Vol 22.15 Underlying Price 1742.000 Time to expiry: 196 Days Mar 11 27.000 -0.14 27.85 0 0 0| 0 366 0 0 1400 64.000 69.000 -0.32 24.22 64.000 S 64.000 S 0 0 1| 0 5 0 0 1600 106.500 -0.45 22.69 0 0 0| 0 15 0 0 1700 158.500 -0.59 21.40 0 0 0| 0 17 0 0 1800 226.500 -0.73 20.67 0 0 0| 0 0 0 0 1900 307.500 -0.83 20.43 0 0 0| 0 0 0 0 2000 689.500 -0.96 24.97 0 0 0| 0 0 0 0 2400 Total 0 0 1| 0 403 0 0 Total Puts 0 0 34| 22 3,859 -1 0 Grand Total 0 1,620 1,654| 61 7,872 +38 0 Equity Options 22:04 Business Day Fri 3 Sep 2010 Previous Business Day Thu 2 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 20.95 Underlying Price 584.500 Time to expiry: 14 Days Sep 10 144.750 1.00 48.91 0 0 0| 0 0 0 0 440 124.750 1.00 41.47 0 0 0| 0 0 0 0 460 103.500 104.750 1.00 35.60 103.500 S 103.500 S 0 0 5| 0 0 0 0 480 84.750 0.99 31.69 0 0 0| 0 8 0 0 500 64.750 0.98 28.17 0 0 0| 0 2 0 0 520 45.250 0.94 25.04 0 0 0| 0 7 0 0 540 27.250 0.83 22.69 0 0 0| 18 383 +10 0 560 10.000 12.250 0.58 20.71 10.000 9.750 0 0 7| 24 235 -8 0 580 5.250 4.500 0.28 21.67 5.250 3.500 0 0 230| 8 1,340 0 0 600 1.000 0.09 21.12 0 0 0| 0 1 0 0 620 0.250 0.02 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 0 242| 50 1,986 +2 0 Indicative a-t-m Vol 22.05 Underlying Price 584.500 Time to expiry: 105 Days Dec 10 147.250 0.96 33.35 0 0 0| 0 0 0 0 440 107.500 108.000 0.93 26.83 107.500 S 107.500 S 0 0 5| 0 5 0 0 480 71.500 0.85 23.52 0 0 0| 0 161 0 0 520 55.250 0.77 22.82 0 0 0| 0 3 0 0 540 41.000 0.67 22.15 0 0 0| 2 144 +2 0 560 21.000 20.500 0.44 21.98 21.750 S 21.000 0 0 83| 0 184 0 0 600 9.000 0.24 22.18 0 0 0| 0 759 0 0 640 1.250 0.04 22.40 0 0 0| 0 125 0 0 720 Total 0 0 88| 2 1,381 +2 0 Indicative a-t-m Vol 21.95 Underlying Price 584.500 Time to expiry: 196 Days Mar 11 147.500 0.95 28.79 0 0 0| 0 0 0 0 440 110.250 0.90 26.02 0 0 0| 0 0 0 0 480 76.500 0.79 24.09 0 0 0| 0 1 0 0 520 48.000 0.64 22.53 0 0 0| 0 43 0 0 560 27.500 0.45 21.60 0 0 0| 1 16 +1 0 600 14.250 0.28 21.07 0 0 0| 0 23 0 0 640 3.250 0.08 20.72 0 0 0| 0 0 0 0 720 Total 0 0 0| 1 83 +1 0 Total Calls 0 0 330| 53 3,450 +5 0 | Equity Options 22:04 Business Day Fri 3 Sep 2010 Previous Business Day Thu 2 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 20.66 Underlying Price 584.500 Time to expiry: 14 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 2.500 -0.17 22.50 0 0 0| 173 204 -40 0 560 7.500 -0.42 20.52 0 0 0| 0 102 0 0 580 13.250 19.500 -0.72 21.06 13.500 13.250 0 0 9| 0 47 0 0 600 36.500 -0.90 22.11 0 0 0| 0 11 0 0 620 55.750 -0.97 24.07 0 0 0| 0 0 0 0 640 95.750 -0.98 37.85 0 0 0| 0 2 0 0 680 Total 0 0 9| 173 894 -40 0 Indicative a-t-m Vol 21.71 Underlying Price 584.500 Time to expiry: 105 Days Dec 10 1.500 1.500 -0.04 29.52 1.500 S 1.500 S 0 0 9| 0 41 0 0 440 3.250 3.000 -0.08 25.21 3.250 S 3.000 S 0 0 55| 0 444 0 0 480 7.500 -0.18 22.60 0 0 0| 0 72 0 0 520 12.500 -0.28 22.33 0 0 0| 0 117 0 0 540 19.000 19.500 -0.38 21.94 20.000 18.750 S 0 0 70| 0 86 0 0 560 40.750 -0.62 21.58 0 0 0| 0 24 0 0 600 71.000 -0.80 21.76 0 0 0| 0 20 0 0 640 144.750 -0.96 22.68 0 0 0| 0 0 0 0 720 Total 0 0 134| 0 804 0 0 Indicative a-t-m Vol 21.85 Underlying Price 584.500 Time to expiry: 196 Days Mar 11 4.250 -0.08 27.68 0 0 0| 0 3 0 0 440 8.250 -0.14 25.43 0 0 0| 0 24 0 0 480 16.000 -0.25 23.63 0 0 0| 0 10 0 0 520 29.500 -0.40 22.42 0 0 0| 0 12 0 0 560 49.750 -0.57 21.51 0 0 0| 0 19 0 0 600 77.250 -0.73 21.03 0 0 0| 0 10 0 0 640 146.750 -0.92 21.17 0 0 0| 0 0 0 0 720 Total 0 0 0| 0 78 0 0 Total Puts 0 0 143| 173 1,776 -40 0 Grand Total 0 1,620 2,093| 226 5,226 -35 0 Equity Options 22:04 Business Day Fri 3 Sep 2010 Previous Business Day Thu 2 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 50.86 Underlying Price 2020.000 Time to expiry: 14 Days Sep 10 421.500 0.99 53.26 0 0 0| 0 0 0 0 1600 324.500 0.95 52.16 0 0 0| 0 0 0 0 1700 278.000 0.92 51.67 0 0 0| 0 0 0 0 1750 234.000 0.88 51.35 0 0 0| 0 0 0 0 1800 192.500 0.82 51.12 0 0 0| 0 0 0 0 1850 154.500 0.74 50.72 0 0 0| 0 0 0 0 1900 121.000 0.66 50.37 0 0 0| 0 0 0 0 1950 93.500 0.56 50.71 0 0 0| 15 21 +15 0 2000 52.000 0.38 51.47 0 0 0| 0 0 0 0 2100 26.000 0.22 51.68 0 0 0| 0 307 0 0 2200 12.000 0.12 51.88 0 0 0| 0 18 0 0 2300 5.000 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 CAB 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 0| 15 1,345 +15 0 Indicative a-t-m Vol 51.09 Underlying Price 2020.000 Time to expiry: 105 Days Dec 10 482.000 0.83 54.18 0 0 0| 0 18 0 0 1600 409.500 0.78 53.71 0 0 0| 0 0 0 0 1700 344.500 0.71 53.48 0 0 0| 0 0 0 0 1800 286.000 0.64 53.15 0 0 0| 0 0 0 0 1900 225.000 228.000 0.57 51.04 225.000 225.000 0 0 5| 20 31 +20 0 2000 152.500 0.43 51.58 0 0 0| 0 5 0 0 2200 94.000 0.31 50.55 0 0 0| 0 12 0 0 2400 55.000 0.21 49.55 0 0 0| 0 0 0 0 2600 33.000 0.14 49.72 0 0 0| 0 28 0 0 2800 20.000 0.09 49.96 0 0 0| 0 25 0 0 3000 12.500 0.06 50.47 0 0 0| 3 4 +3 0 3200 8.000 0.04 51.34 0 0 0| 0 1 0 0 3400 5.500 0.03 52.52 0 0 0| 0 0 0 0 3600 Total 0 0 5| 23 124 +23 0 Indicative a-t-m Vol 52.19 Underlying Price 2020.000 Time to expiry: 196 Days Mar 11 683.000 0.87 55.33 0 0 0| 0 3 0 0 1400 536.500 0.79 53.95 0 0 0| 0 0 0 0 1600 470.500 0.74 53.13 0 0 0| 0 0 0 0 1700 412.000 0.69 52.63 0 0 0| 0 0 0 0 1800 359.000 0.64 52.34 0 0 0| 0 0 0 0 1900 312.000 0.59 52.27 0 0 0| 4 0 -4 0 2000 Equity Options 22:04 Business Day Fri 3 Sep 2010 Previous Business Day Thu 2 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 | 231.500 0.48 51.46 0 0 0| 0 0 0 0 2200 166.500 0.39 50.30 0 0 0| 4 5 +4 0 2400 116.500 0.30 49.20 0 0 0| 0 0 0 0 2600 77.000 0.22 47.65 0 0 0| 3 9 +3 0 2800 27.000 0.10 43.65 0 0 0| 3 4 +3 0 3200 Total 0 0 0| 14 21 +6 0 Total Calls 0 0 5| 52 1,490 +44 0 | Equity Options 22:04 Business Day Fri 3 Sep 2010 Previous Business Day Thu 2 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 51.34 Underlying Price 2020.000 Time to expiry: 14 Days Sep 10 1.000 -0.01 54.23 0 0 0| 0 0 0 0 1600 4.500 -0.05 53.10 0 0 0| 0 5 0 0 1700 8.000 -0.08 52.41 0 0 0| 0 0 0 0 1750 14.000 -0.12 51.97 0 0 0| 0 116 0 0 1800 22.500 -0.19 51.66 0 0 0| 0 3 0 0 1850 34.500 -0.26 51.22 0 0 0| 8 259 +8 0 1900 51.500 -0.35 50.87 0 0 0| 0 0 0 0 1950 73.500 -0.44 51.24 0 0 0| 0 8 0 0 2000 131.500 -0.62 51.76 0 0 0| 0 1 0 0 2100 206.500 -0.77 52.52 0 0 0| 0 113 0 0 2200 292.500 -0.88 53.35 0 0 0| 0 0 0 0 2300 386.000 -0.93 54.56 0 0 0| 0 404 0 0 2400 483.000 -0.96 56.81 0 0 0| 0 4 0 0 2500 581.000 -0.98 58.19 0 0 0| 0 0 0 0 2600 680.500 -0.99 59.19 0 0 0| 0 0 0 0 2700 780.000 -1.00 62.31 0 0 0| 0 0 0 0 2800 980.000 -1.00 66.17 0 0 0| 0 0 0 0 3000 1180.000 -1.00 69.27 0 0 0| 0 0 0 0 3200 1380.000 -1.00 71.91 0 0 0| 0 74 0 0 3400 1580.000 -1.00 72.68 0 0 0| 0 0 0 0 3600 Total 0 0 0| 8 987 +8 0 Indicative a-t-m Vol 52.82 Underlying Price 2020.000 Time to expiry: 105 Days Dec 10 68.000 64.000 -0.18 54.18 68.000 68.000 0 0 1| 5 532 -5 0 1600 93.500 -0.23 54.04 0 0 0| 0 2 0 0 1700 129.000 -0.30 53.69 0 0 0| 9 275 +9 0 1800 171.000 -0.37 53.23 0 0 0| 0 30 0 0 1900 221.000 -0.43 52.92 0 0 0| 0 34 0 0 2000 339.500 -0.57 51.84 0 0 0| 0 6 0 0 2200 481.500 -0.69 50.87 0 0 0| 0 28 0 0 2400 643.000 -0.79 50.06 0 0 0| 0 10 0 0 2600 820.500 -0.86 50.19 0 0 0| 0 0 0 0 2800 1007.500 -0.91 50.71 0 0 0| 0 18 0 0 3000 1199.500 -0.94 51.33 0 0 0| 0 0 0 0 3200 1394.000 -0.96 52.07 0 0 0| 0 0 0 0 3400 1591.000 -0.97 53.14 0 0 0| 0 0 0 0 3600 Total 0 0 1| 14 935 +4 0 Indicative a-t-m Vol 51.82 Underlying Price 2020.000 Time to expiry: 196 Days Mar 11 63.500 -0.13 53.80 0 0 0| 0 6 0 0 1400 118.000 -0.21 53.11 0 0 0| 3 3 +3 0 1600 155.500 -0.26 53.11 0 0 0| 0 6 0 0 1700 198.000 -0.31 52.84 0 0 0| 0 4 0 0 1800 245.500 -0.36 52.66 0 0 0| 1 2 +1 0 1900 294.500 -0.42 51.92 0 0 0| 0 6 0 0 2000 412.500 -0.52 50.92 0 0 0| 0 1 0 0 2200 Equity Options 22:04 Business Day Fri 3 Sep 2010 Previous Business Day Thu 2 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 | 552.000 -0.61 50.63 0 0 0| 0 7 0 0 2400 698.000 -0.70 48.82 0 0 0| 0 4 0 0 2600 860.000 -0.78 47.65 0 0 0| 0 0 0 0 2800 1221.000 -0.88 47.52 0 0 0| 0 0 0 0 3200 Total 0 0 0| 4 39 +4 0 Total Puts 0 0 1| 26 1,961 +16 0 Grand Total 0 2,640 2,646| 78 3,451 +60 0 Equity Options 22:04 Business Day Fri 3 Sep 2010 Previous Business Day Thu 2 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 19.03 Underlying Price 159.000 Time to expiry: 14 Days Sep 10 59.000 1.00 57.19 0 0 0| 0 0 0 0 100 49.000 1.00 58.35 0 0 0| 0 0 0 0 110 39.000 0.99 56.77 0 0 0| 0 2 0 0 120 29.250 0.98 49.49 0 0 0| 0 4,212 0 0 130 24.250 0.97 45.69 0 0 0| 0 168 0 0 135 19.000 0.99 27.98 0 0 0| 35 13,951 -20 0 140 14.250 0.93 31.10 0 0 0| 0 1,672 0 0 145 9.250 9.500 0.90 23.56 9.250 9.000 0 0 180| 182 35,721 -182 0 150 5.250 0.74 20.96 0 0 0| 200 16,524 -200 0 155 2.000 0.44 18.55 0 0 0| 0 27,877 +222 0 160 0.500 0.16 17.89 0 0 0| 0 0 0 0 165 CAB 0.03 17.87 0 0 0| 0 200 0 0 170 CAB 0.00 12.45 0 0 0| 0 2,325 0 0 180 Total 0 0 180| 417 102,652 -180 0 Indicative a-t-m Vol 20.36 Underlying Price 159.000 Time to expiry: 42 Days Oct 10 39.000 1.00 15.84 0 0 0| 0 0 0 0 120 29.250 0.98 28.12 0 0 0| 0 0 0 0 130 19.750 0.91 28.93 0 0 0| 0 40 0 0 140 15.250 0.86 26.04 0 0 0| 0 15 0 0 145 10.750 0.78 23.35 0 0 0| 0 1,920 0 0 150 7.000 0.65 21.59 0 0 0| 0 3,089 0 0 155 4.000 0.48 20.05 0 0 0| 67 15,302 +12,949 0 160 2.000 2.000 0.30 19.07 2.000 2.000 0 0 600| 85 85 +85 0 165 1.000 0.17 19.24 0 0 0| 0 0 0 0 170 0.500 0.08 25.10 0 0 0| 0 0 0 0 180 Total 0 0 600| 152 20,451 +13,034 0 Indicative a-t-m Vol 21.76 Underlying Price 159.000 Time to expiry: 77 Days Nov 10 29.750 0.95 29.63 0 0 0| 0 0 0 0 130 20.250 0.89 24.77 0 0 0| 0 0 0 0 140 16.250 0.81 26.03 0 0 0| 0 0 0 0 145 12.250 0.73 23.86 0 0 0| 0 14 0 0 150 8.000 8.750 0.63 22.61 8.250 8.000 S 0 0 15| 82 132 +82 0 155 5.250 5.750 0.50 21.55 5.250 5.250 0 0 18| 201 6,085 0 0 160 3.500 0.37 21.00 0 0 0| 0 0 0 0 165 2.000 0.25 20.37 0 0 0| 0 150 0 0 170 0.750 0.10 20.55 0 0 0| 0 0 0 0 180 Total 0 0 33| 283 6,381 +82 0 Indicative a-t-m Vol 21.63 Underlying Price 159.000 Time to expiry: 105 Days Dec 10 63.250 1.00 42.75 0 0 0| 0 0 0 0 96 59.250 0.99 41.89 0 0 0| 0 103 0 0 100 39.500 0.96 34.43 0 0 0| 0 66,421 0 0 120 30.000 0.93 30.01 0 0 0| 0 13,776 0 0 130 Equity Options 22:04 Business Day Fri 3 Sep 2010 Previous Business Day Thu 2 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 | 20.750 0.86 26.70 0 0 0| 0 51,242 0 0 140 12.750 0.71 23.81 0 0 0| 135 86,815 +135 0 150 6.000 6.250 0.50 21.39 6.000 6.000 0 0 170| 81 94,907 +81 0 160 2.750 0.27 20.88 0 0 0| 0 11,875 +1,875 0 170 0.750 1.000 0.13 20.86 0.750 0.750 0 0 25| 7 30,405 0 0 180 0.250 0.04 24.29 0 0 0| 0 0 0 0 200 Total 0 0 195| 223 355,544 +2,091 0 Indicative a-t-m Vol 22.56 Underlying Price 159.000 Time to expiry: 196 Days Mar 11 59.250 0.99 33.14 0 0 0| 0 0 0 0 100 39.750 0.95 30.31 0 0 0| 0 0 0 0 120 30.750 0.89 28.31 0 0 0| 0 0 0 0 130 22.250 0.79 25.95 0 0 0| 0 7,005 0 0 140 14.750 0.66 23.95 0 0 0| 0 308 0 0 150 8.750 9.000 0.50 22.40 8.750 8.750 0 0 100| 2 302 0 0 160 4.750 5.000 0.34 21.56 4.750 4.750 0 0 15| 0 0 0 0 170 3.000 0.22 21.81 0 0 0| 0 200 0 0 180 Total 0 0 115| 2 7,815 0 0 Indicative a-t-m Vol 23.18 Underlying Price 159.000 Time to expiry: 287 Days Jun 11 59.250 1.00 30.75 0 0 0| 0 2 0 0 100 40.000 0.94 28.53 0 0 0| 0 0 0 0 120 31.000 0.87 27.05 0 0 0| 0 1,101 0 0 130 23.250 0.76 25.78 0 0 0| 0 5,440 0 0 140 16.250 0.64 24.30 0 0 0| 0 10,082 0 0 150 10.750 0.51 23.06 0 0 0| 0 3,283 +2,000 0 160 6.750 0.37 22.21 0 0 0| 0 0 0 0 170 3.750 0.25 21.29 0 0 0| 0 0 0 0 180 Total 0 0 0| 0 19,908 +2,000 0 Indicative a-t-m Vol 25.03 Underlying Price 159.000 Time to expiry: 469 Days Dec 11 59.500 0.97 36.77 0 0 0| 0 0 0 0 100 40.500 0.90 29.34 0 0 0| 0 24,000 0 0 120 24.250 0.73 25.57 0 0 0| 0 18,017 0 0 140 13.750 0.51 25.00 0 0 0| 0 13,520 0 0 160 6.750 0.31 23.56 0 0 0| 0 7,000 0 0 180 Total 0 0 0| 0 62,537 0 0 Indicative a-t-m Vol 25.64 Underlying Price 159.000 Time to expiry: 651 Days Jun 12 41.000 0.88 29.61 0 0 0| 0 0 0 0 120 26.000 0.71 26.87 0 0 0| 0 0 0 0 140 15.750 0.52 25.58 0 0 0| 0 2,500 0 0 160 8.500 0.34 24.08 0 0 0| 0 0 0 0 180 Total 0 0 0| 0 2,500 0 0 Indicative a-t-m Vol 25.21 Underlying Price 159.000 Time to expiry: 840 Days Dec 12 61.250 0.91 42.70 0 0 0| 0 0 0 0 100 41.250 0.87 29.53 0 0 0| 0 0 0 0 120 Equity Options 22:04 Business Day Fri 3 Sep 2010 Previous Business Day Thu 2 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 | 26.500 0.70 26.57 0 0 0| 0 10,000 0 0 140 16.250 0.52 25.14 0 0 0| 0 0 0 0 160 9.250 0.35 23.51 0 0 0| 0 6,500 0 0 180 Total 0 0 0| 0 16,500 0 0 Total Calls 0 0 1,123| 1,077 594,288 +17,027 0 | Whitbread Holdings plc STND OPT (WTB) Indicative a-t-m Vol 25.18 Underlying Price 1507.000 Time to expiry: 14 Days Sep 10 507.500 0.99 82.15 0 0 0| 0 0 0 0 1000 407.500 1.00 60.23 0 0 0| 0 0 0 0 1100 307.500 1.00 44.36 0 0 0| 0 0 0 0 1200 207.500 0.99 32.37 0 0 0| 0 2 0 0 1300 158.000 0.98 27.02 0 0 0| 0 0 0 0 1350 110.000 0.93 25.39 0 0 0| 0 304 0 0 1400 67.000 0.79 25.09 0 0 0| 0 304 0 0 1450 33.000 34.500 0.55 25.14 33.000 S 33.000 S 0 0 1| 0 28 0 0 1500 14.500 14.500 0.30 25.40 14.500 11.500 S 0 0 5| 0 24 0 0 1550 4.500 5.000 0.13 25.26 4.500 4.500 0 0 2| 0 181 0 0 1600 0.500 0.02 28.16 0 0 0| 0 4 0 0 1700 CAB 0.00 25.77 0 0 0| 0 3 0 0 1800 Total 0 0 8| 0 850 0 0 Indicative a-t-m Vol 25.49 Underlying Price 1507.000 Time to expiry: 105 Days Dec 10 509.500 0.99 39.72 0 0 0| 0 0 0 0 1000 314.500 0.94 31.59 0 0 0| 0 0 0 0 1200 224.000 0.86 28.85 0 0 0| 0 0 0 0 1300 144.500 0.72 26.94 0 0 0| 0 12 0 0 1400 82.500 0.53 25.55 0 0 0| 0 5 0 0 1500 42.000 0.34 24.75 0 0 0| 0 5 0 0 1600 20.000 0.19 24.71 0 0 0| 0 2 0 0 1700 8.500 0.10 24.72 0 0 0| 0 7 0 0 1800 Total 0 0 0| 0 31 0 0 Indicative a-t-m Vol 26.85 Underlying Price 1507.000 Time to expiry: 196 Days Mar 11 329.500 0.87 31.64 0 0 0| 0 0 0 0 1200 248.500 0.78 29.81 0 0 0| 0 0 0 0 1300 177.500 0.67 28.15 0 0 0| 0 0 0 0 1400 119.000 0.54 26.92 0 0 0| 0 0 0 0 1500 75.000 0.41 25.90 0 0 0| 0 0 0 0 1600 26.000 0.19 25.10 0 0 0| 0 0 0 0 1800 Total 0 0 0| 0 0 0 0 Total Calls 0 0 8| 0 881 0 0 | Equity Options 22:04 Business Day Fri 3 Sep 2010 Previous Business Day Thu 2 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 19.08 Underlying Price 159.000 Time to expiry: 14 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 CAB -0.02 38.71 0 0 0| 75 5,010 -75 0 135 0.250 -0.03 34.60 0 0 0| 0 15,417 0 0 140 0.250 -0.07 30.83 0 0 0| 250 5,009 +100 0 145 0.500 -0.12 24.73 0 0 0| 127 16,082 -8 0 150 1.000 -0.26 20.30 0 0 0| 0 628 0 0 155 3.000 -0.56 18.77 0 0 0| 100 301 +100 0 160 6.750 -0.78 22.52 0 0 0| 0 0 0 0 165 11.000 -0.95 20.12 0 0 0| 0 100 0 0 170 21.000 -1.00 20.55 0 0 0| 0 0 0 0 180 Total 0 0 0| 552 76,673 +117 0 Indicative a-t-m Vol 20.59 Underlying Price 159.000 Time to expiry: 42 Days Oct 10 0.250 -0.03 45.95 0 0 0| 0 40 0 0 120 0.500 -0.05 36.95 0 0 0| 0 19 0 0 130 0.750 -0.09 29.36 0 0 0| 0 186 0 0 140 1.250 -0.15 27.40 0 0 0| 0 1,380 0 0 145 1.750 -0.23 24.46 0 0 0| 0 11,211 0 0 150 3.000 -0.35 21.83 0 0 0| 1,753 1,678 +1,578 0 155 5.000 -0.52 20.28 0 0 0| 0 0 0 0 160 8.000 -0.69 19.95 0 0 0| 0 0 0 0 165 11.750 -0.83 19.50 0 0 0| 0 0 0 0 170 21.000 -0.98 19.03 0 0 0| 0 0 0 0 180 Total 0 0 0| 1,753 14,514 +1,578 0 Indicative a-t-m Vol 22.54 Underlying Price 159.000 Time to expiry: 77 Days Nov 10 1.000 -0.09 32.37 0 0 0| 0 0 0 0 130 2.000 -0.17 27.48 0 0 0| 150 155 +150 0 140 3.000 2.750 -0.24 25.74 3.000 S 3.000 S 0 0 5| 0 2 0 0 145 4.000 -0.33 24.09 0 0 0| 350 350 +350 0 150 6.000 6.000 -0.44 23.52 6.000 6.000 0 0 50| 751 2,261 +2,251 0 155 8.500 8.500 -0.57 22.29 8.500 8.500 0 0 100| 201 201 +201 0 160 11.500 -0.69 21.43 0 0 0| 0 0 0 0 165 15.250 -0.79 21.04 0 0 0| 0 0 0 0 170 24.250 -0.90 22.56 0 0 0| 0 0 0 0 180 Total 0 0 155| 1,452 2,969 +2,952 0 Indicative a-t-m Vol 22.43 Underlying Price 159.000 Time to expiry: 105 Days Dec 10 0.250 -0.02 45.60 0 0 0| 0 735 0 0 96 0.250 -0.02 43.87 0 0 0| 0 29,150 0 0 100 0.750 -0.06 34.55 0 0 0| 0 85,547 0 0 120 1.500 -0.11 30.29 0 0 0| 0 38,544 0 0 130 2.750 -0.20 27.41 0 0 0| 50 39,676 +50 0 140 Equity Options 22:04 Business Day Fri 3 Sep 2010 Previous Business Day Thu 2 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 | 5.000 -0.35 23.98 0 0 0| 575 33,233 +40 0 150 9.500 -0.55 22.26 0 0 0| 0 15,411 0 0 160 16.000 -0.74 21.55 0 0 0| 0 10,000 0 0 170 24.500 -0.87 21.91 0 0 0| 0 101 0 0 180 43.750 -0.97 24.03 0 0 0| 0 0 0 0 200 Total 0 0 0| 625 252,397 +90 0 Indicative a-t-m Vol 23.33 Underlying Price 159.000 Time to expiry: 196 Days Mar 11 2.000 -0.07 47.44 0 0 0| 0 10 0 0 100 2.250 -0.11 33.48 0 0 0| 10 89 +10 0 120 3.250 -0.16 29.27 0 0 0| 0 36 0 0 130 5.000 -0.25 26.44 0 0 0| 0 2,407 0 0 140 8.000 -0.37 24.60 0 0 0| 0 115 0 0 150 12.500 -0.51 23.19 0 0 0| 0 11 0 0 160 18.250 -0.67 21.96 0 0 0| 0 0 0 0 170 25.750 -0.80 21.07 0 0 0| 0 24 0 0 180 Total 0 0 0| 10 2,692 +10 0 Indicative a-t-m Vol 23.47 Underlying Price 159.000 Time to expiry: 287 Days Jun 11 2.250 -0.08 38.47 0 0 0| 0 1,710 0 0 100 3.750 -0.16 30.20 0 0 0| 0 1,048 0 0 120 5.750 -0.23 27.91 0 0 0| 0 1,232 0 0 130 8.500 -0.33 26.14 0 0 0| 0 3,824 0 0 140 12.500 -0.44 24.62 0 0 0| 0 28 0 0 150 17.750 -0.57 23.34 0 0 0| 0 3,150 +3,000 0 160 24.250 -0.69 22.69 0 0 0| 0 0 0 0 170 31.750 -0.79 21.88 0 0 0| 0 100 0 0 180 Total 0 0 0| 0 11,092 +3,000 0 Indicative a-t-m Vol 25.42 Underlying Price 159.000 Time to expiry: 469 Days Dec 11 4.000 -0.11 35.23 0 0 0| 0 7,530 0 0 100 7.500 -0.21 30.80 0 0 0| 0 36,520 0 0 120 14.000 -0.36 28.21 0 0 0| 0 20,517 0 0 140 23.500 -0.54 25.27 0 0 0| 0 3,004 0 0 160 37.000 -0.71 24.25 0 0 0| 0 0 0 0 180 Total 0 0 0| 0 67,571 0 0 Indicative a-t-m Vol 24.98 Underlying Price 159.000 Time to expiry: 651 Days Jun 12 10.000 -0.25 28.50 0 0 0| 0 0 0 0 120 17.500 -0.40 26.12 0 0 0| 0 0 0 0 140 28.500 -0.56 24.92 0 0 0| 0 0 0 0 160 42.000 -0.71 23.36 0 0 0| 0 0 0 0 180 Total 0 0 0| 0 0 0 0 Indicative a-t-m Vol 25.27 Underlying Price 159.000 Time to expiry: 840 Days Dec 12 8.250 -0.17 32.99 0 0 0| 0 0 0 0 100 13.500 -0.27 29.39 0 0 0| 0 2,500 0 0 120 21.000 -0.41 26.50 0 0 0| 0 9,500 0 0 140 32.000 -0.55 25.21 0 0 0| 0 0 0 0 160 Equity Options 22:04 Business Day Fri 3 Sep 2010 Previous Business Day Thu 2 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 | 46.500 -0.67 25.07 0 0 0| 0 0 0 0 180 Total 0 0 0| 0 12,000 0 0 Total Puts 0 0 155| 4,392 439,908 +7,747 0 Grand Total 0 4,320 5,598| 5,469 1,034,196 +24,774 0 Whitbread Holdings plc STND OPT (WTB) Indicative a-t-m Vol 25.78 Underlying Price 1507.000 Time to expiry: 14 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 5.500 3.000 -0.08 26.11 5.500 S 5.500 S 0 0 4| 0 12 0 0 1400 10.500 -0.22 25.80 0 0 0| 0 5 0 0 1450 28.000 -0.45 25.78 0 0 0| 0 14 0 0 1500 57.500 -0.69 25.80 0 0 0| 0 0 0 0 1550 98.000 -0.87 26.07 0 0 0| 0 7 0 0 1600 193.000 -0.99 25.95 0 0 0| 0 0 0 0 1700 293.000 -1.00 24.27 0 0 0| 0 0 0 0 1800 Total 0 0 4| 0 370 0 0 Indicative a-t-m Vol 25.47 Underlying Price 1507.000 Time to expiry: 105 Days Dec 10 2.000 -0.02 37.72 0 0 0| 0 20 0 0 1000 10.500 -0.08 31.76 0 0 0| 0 10 0 0 1200 22.000 -0.16 29.32 0 0 0| 4 4 -4 0 1300 43.500 -0.29 27.08 0 0 0| 0 14 0 0 1400 83.500 82.000 -0.47 25.53 85.000 83.500 S 0 0 6| 0 11 0 0 1500 142.000 -0.66 24.69 0 0 0| 0 16 0 0 1600 220.000 -0.81 24.66 0 0 0| 0 0 0 0 1700 309.500 -0.91 25.01 0 0 0| 0 0 0 0 1800 Total 0 0 6| 4 75 -4 0 Indicative a-t-m Vol 26.79 Underlying Price 1507.000 Time to expiry: 196 Days Mar 11 26.500 -0.14 31.28 0 0 0| 0 1 0 0 1200 46.500 -0.22 29.87 0 0 0| 0 0 0 0 1300 75.500 -0.33 28.22 0 0 0| 0 2 0 0 1400 116.500 -0.46 26.86 0 0 0| 0 3 0 0 1500 172.500 -0.60 25.87 0 0 0| 0 0 0 0 1600 324.000 -0.82 25.20 0 0 0| 0 0 0 0 1800 Total 0 0 0| 0 6 0 0 Total Puts 0 0 10| 4 451 -4 0 Grand Total 0 5,880 7,176| 5,473 1,035,528 +24,770 0 Equity Options 22:04 Business Day Fri 3 Sep 2010 Previous Business Day Thu 2 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 26.15 Underlying Price 174.000 Time to expiry: 14 Days Sep 10 34.000 1.00 28.95 0 0 0| 0 0 0 0 140 24.000 1.00 25.78 0 0 0| 0 0 0 0 150 19.000 0.99 25.20 0 0 0| 0 0 0 0 155 14.250 0.96 23.72 0 0 0| 0 0 0 0 160 9.500 0.87 23.78 0 0 0| 0 0 0 0 165 5.750 0.69 24.73 0 0 0| 0 0 0 0 170 3.250 0.47 26.51 0 0 0| 0 0 0 0 175 1.750 0.29 28.51 0 0 0| 0 0 0 0 180 1.000 0.17 30.88 0 0 0| 0 10 0 0 185 0.500 0.10 32.88 0 0 0| 0 0 0 0 190 0.250 0.03 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 28.56 Underlying Price 174.000 Time to expiry: 105 Days Dec 10 35.000 0.93 33.99 0 0 0| 0 0 0 0 140 26.000 0.86 31.52 0 0 0| 0 0 0 0 150 18.250 0.74 30.07 0 0 0| 0 0 0 0 160 11.750 0.58 28.98 0 0 0| 0 0 0 0 170 7.000 0.42 27.93 0 0 0| 0 0 0 0 180 4.000 0.28 27.79 0 0 0| 0 15 0 0 190 2.250 0.17 27.40 0 0 0| 0 0 0 0 200 1.000 0.09 26.77 0 0 0| 0 0 0 0 210 0.500 0.05 26.38 0 0 0| 0 2 0 0 220 0.250 0.02 25.81 0 0 0| 0 3 0 0 230 CAB 0.01 25.11 0 0 0| 0 15 0 0 240 Total 0 0 0| 0 35 0 0 Indicative a-t-m Vol 29.62 Underlying Price 174.000 Time to expiry: 196 Days Mar 11 36.500 0.86 33.32 0 0 0| 0 0 0 0 140 28.750 0.77 32.13 0 0 0| 0 0 0 0 150 21.750 0.67 31.02 0 0 0| 0 0 0 0 160 16.000 0.57 29.90 0 0 0| 0 0 0 0 170 11.250 0.46 29.20 0 0 0| 0 7 0 0 180 7.750 0.36 28.60 0 0 0| 0 0 0 0 190 5.250 0.27 28.34 0 0 0| 0 36 0 0 200 2.500 0.14 28.72 0 0 0| 0 0 0 0 220 Total 0 0 0| 0 43 0 0 Total Calls 0 0 0| 0 142 0 0 | Equity Options 22:04 Business Day Fri 3 Sep 2010 Previous Business Day Thu 2 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 24.56 Underlying Price 174.000 Time to expiry: 14 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 CAB -0.03 22.42 0 0 0| 0 13 0 0 160 0.500 -0.13 23.99 0 0 0| 0 0 0 0 165 1.750 -0.31 25.11 0 0 0| 0 0 0 0 170 4.000 -0.53 24.42 0 0 0| 0 55 0 0 175 7.250 -0.74 24.85 0 0 0| 0 225 0 0 180 11.500 -0.87 26.59 0 0 0| 0 0 0 0 185 16.250 -0.94 27.13 0 0 0| 0 119 0 0 190 26.000 -0.99 29.70 0 0 0| 0 0 0 0 200 36.000 -1.00 33.50 0 0 0| 0 0 0 0 210 46.000 -1.00 35.96 0 0 0| 0 0 0 0 220 56.000 -1.00 34.58 0 0 0| 0 0 0 0 230 66.000 -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 28.41 Underlying Price 174.000 Time to expiry: 105 Days Dec 10 1.750 -0.11 33.26 0 0 0| 0 9 0 0 140 3.250 -0.19 31.17 0 0 0| 0 0 0 0 150 5.750 -0.30 30.02 0 0 0| 0 35 0 0 160 9.750 -0.45 28.65 0 0 0| 0 12 0 0 170 15.250 -0.60 28.07 0 0 0| 0 30 0 0 180 22.250 -0.73 27.65 0 0 0| 0 5 0 0 190 30.500 -0.84 27.08 0 0 0| 0 1 0 0 200 39.500 -0.91 26.75 0 0 0| 0 0 0 0 210 49.000 -0.96 26.41 0 0 0| 0 0 0 0 220 58.750 -0.98 26.05 0 0 0| 0 0 0 0 230 68.500 -0.99 25.66 0 0 0| 0 0 0 0 240 Total 0 0 0| 0 92 0 0 Indicative a-t-m Vol 29.72 Underlying Price 174.000 Time to expiry: 196 Days Mar 11 4.000 -0.17 33.01 0 0 0| 0 0 0 0 140 6.500 -0.24 31.80 0 0 0| 0 0 0 0 150 9.750 -0.33 30.79 0 0 0| 0 7 0 0 160 14.000 -0.44 29.90 0 0 0| 0 2 0 0 170 19.500 -0.54 29.45 0 0 0| 0 20 0 0 180 25.750 -0.65 28.60 0 0 0| 0 0 0 0 190 33.250 -0.74 28.33 0 0 0| 0 0 0 0 200 50.250 -0.88 27.65 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 2,040 2,040| 0 675 0 0 Equity Options 22:04 Business Day Fri 3 Sep 2010 Previous Business Day Thu 2 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 1376.000 Time to expiry: 14 Days Sep 10 377.000 0.99 68.20 0 0 0| 0 0 0 0 1000 278.000 0.98 58.02 0 0 0| 0 0 0 0 1100 228.500 0.96 51.99 0 0 0| 0 0 0 0 1150 180.000 0.93 46.36 0 0 0| 0 0 0 0 1200 131.500 0.90 38.59 0 0 0| 0 0 0 0 1250 90.500 0.78 38.30 0 0 0| 0 0 0 0 1300 56.500 0.61 38.30 0 0 0| 0 0 0 0 1350 32.000 0.43 38.30 0 0 0| 0 1 0 0 1400 18.000 0.27 39.98 0 0 0| 0 10 0 0 1450 8.500 0.15 39.97 0 0 0| 0 2 0 0 1500 4.500 0.09 41.99 0 0 0| 0 34 0 0 1550 3.000 0.05 45.00 0 0 0| 0 3 0 0 1600 1.000 0.03 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 38.76 Underlying Price 1376.000 Time to expiry: 105 Days Dec 10 396.500 0.91 50.63 0 0 0| 0 0 0 0 1000 305.000 0.86 44.24 0 0 0| 0 0 0 0 1100 225.000 0.77 41.55 0 0 0| 0 0 0 0 1200 158.000 0.65 39.73 0 0 0| 0 0 0 0 1300 91.000 104.500 0.51 38.45 91.000 S 91.000 S 0 0 25| 0 1 0 0 1400 65.500 0.38 37.74 0 0 0| 0 0 0 0 1500 38.500 0.26 36.90 0 0 0| 0 0 0 0 1600 22.500 0.17 36.62 0 0 0| 0 3 0 0 1700 13.000 0.11 36.76 0 0 0| 0 1 0 0 1800 3.500 0.04 36.31 0 0 0| 0 1 0 0 2000 Total 0 0 25| 0 6 0 0 Indicative a-t-m Vol 39.12 Underlying Price 1376.000 Time to expiry: 196 Days Mar 11 404.000 0.89 40.09 0 0 0| 0 0 0 0 1000 317.500 0.84 36.92 0 0 0| 0 0 0 0 1100 253.500 0.74 38.72 0 0 0| 0 0 0 0 1200 197.000 0.64 39.32 0 0 0| 0 0 0 0 1300 149.500 0.54 39.05 0 0 0| 0 0 0 0 1400 110.000 0.44 38.65 0 0 0| 0 0 0 0 1500 79.000 0.35 38.13 0 0 0| 0 1 0 0 1600 55.000 0.27 37.65 0 0 0| 0 0 0 0 1700 38.000 0.20 37.32 0 0 0| 0 1 0 0 1800 Total 0 0 0| 0 2 0 0 Total Calls 0 0 25| 0 67 0 0 | Equity Options 22:04 Business Day Fri 3 Sep 2010 Previous Business Day Thu 2 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 41.14 Underlying Price 1376.000 Time to expiry: 14 Days Sep 10 CAB 0.00 46.82 0 0 0| 0 0 0 0 1000 CAB -0.01 45.01 0 0 0| 0 2 0 0 1100 1.000 -0.02 43.20 0 0 0| 0 0 0 0 1150 2.500 -0.05 42.12 0 0 0| 0 250 0 0 1200 6.500 -0.11 40.90 0 0 0| 0 0 0 0 1250 16.500 -0.23 41.07 0 0 0| 0 11 -2 0 1300 33.000 -0.39 40.76 0 0 0| 0 4 0 0 1350 59.000 -0.56 41.49 0 0 0| 0 252 0 0 1400 93.500 -0.72 41.95 0 0 0| 0 20 0 0 1450 134.500 -0.83 43.10 0 0 0| 0 0 0 0 1500 179.500 -0.90 44.51 0 0 0| 0 4 0 0 1550 256.000 226.500 -0.94 45.86 256.000 256.000 0 0 3| 0 4 0 0 1600 276.000 -0.96 49.92 0 0 0| 0 0 0 0 1650 325.000 -0.98 50.66 0 0 0| 0 0 0 0 1700 424.000 -0.99 52.53 0 0 0| 0 0 0 0 1800 624.000 -1.00 62.12 0 0 0| 0 0 0 0 2000 Total 0 0 3| 0 547 -2 0 Indicative a-t-m Vol 38.96 Underlying Price 1376.000 Time to expiry: 105 Days Dec 10 15.500 -0.09 48.20 0 0 0| 0 0 0 0 1000 27.000 -0.14 44.43 0 0 0| 0 0 0 0 1100 47.500 -0.23 41.86 0 0 0| 0 3 0 0 1200 89.000 80.500 -0.35 40.29 89.000 S 89.000 S 0 0 25| 0 3 0 0 1300 126.000 -0.49 38.54 0 0 0| 0 13 0 0 1400 203.000 188.000 -0.62 38.20 203.000 203.000 0 0 4| 0 0 0 0 1500 260.000 -0.74 36.98 0 0 0| 0 0 0 0 1600 343.500 -0.84 36.63 0 0 0| 0 0 0 0 1700 434.500 -0.90 36.92 0 0 0| 0 0 0 0 1800 625.500 -0.97 36.29 0 0 0| 0 0 0 0 2000 Total 0 0 29| 0 19 0 0 Indicative a-t-m Vol 39.61 Underlying Price 1376.000 Time to expiry: 196 Days Mar 11 38.000 -0.13 47.04 0 0 0| 0 0 0 0 1000 56.000 -0.19 43.88 0 0 0| 0 0 0 0 1100 83.000 -0.27 41.89 0 0 0| 0 1 0 0 1200 120.500 -0.36 40.53 0 0 0| 0 0 0 0 1300 169.000 -0.46 39.32 0 0 0| 0 2 0 0 1400 229.500 -0.56 38.91 0 0 0| 0 0 0 0 1500 297.500 -0.65 38.17 0 0 0| 0 0 0 0 1600 373.500 -0.73 37.67 0 0 0| 0 0 0 0 1700 456.000 -0.80 37.28 0 0 0| 0 0 0 0 1800 Total 0 0 0| 0 3 0 0 Total Puts 0 0 32| 0 569 -2 0 Grand Total 0 2,100 2,157| 0 636 -2 0 Equity Options 22:04 Business Day Fri 3 Sep 2010 Previous Business Day Thu 2 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 21.09 Underlying Price 683.000 Time to expiry: 14 Days Sep 10 203.250 1.00 54.19 0 0 0| 0 0 0 0 480 163.250 1.00 46.39 0 0 0| 0 5 0 0 520 123.250 1.00 37.46 0 0 0| 0 5 0 0 560 83.500 0.98 30.55 0 0 0| 0 8 0 0 600 63.750 0.96 27.64 0 0 0| 0 0 0 0 620 44.750 0.91 24.91 0 0 0| 0 15 0 0 640 27.250 0.78 23.00 0 0 0| 0 20 0 0 660 13.500 0.55 21.38 0 0 0| 0 513 0 0 680 4.500 0.28 19.48 0 0 0| 0 125 0 0 700 0.750 0.08 17.83 0 0 0| 0 141 0 0 720 CAB 0.00 15.71 0 0 0| 0 290 0 0 760 CAB 0.00 14.28 0 0 0| 0 5 0 0 800 Total 0 0 0| 0 1,127 0 0 Indicative a-t-m Vol 23.82 Underlying Price 683.000 Time to expiry: 105 Days Dec 10 203.500 0.99 35.01 0 0 0| 0 0 0 0 480 126.750 0.92 31.10 0 0 0| 0 10 0 0 560 91.250 0.83 28.57 0 0 0| 0 20 0 0 600 59.750 0.70 26.07 0 0 0| 0 0 0 0 640 34.500 0.52 23.94 0 0 0| 0 21 0 0 680 17.000 0.34 22.37 0 0 0| 0 18 0 0 720 7.000 0.18 21.17 0 0 0| 0 68 0 0 760 2.500 0.08 20.58 0 0 0| 0 17 0 0 800 1.000 0.03 20.81 0 0 0| 0 1 0 0 840 Total 0 0 0| 0 155 0 0 Indicative a-t-m Vol 24.95 Underlying Price 683.000 Time to expiry: 196 Days Mar 11 134.000 0.84 29.89 0 0 0| 0 0 0 0 560 102.250 0.76 28.31 0 0 0| 0 0 0 0 600 74.000 0.66 26.65 0 0 0| 0 6 0 0 640 50.000 0.54 25.05 0 0 0| 0 0 0 0 680 31.250 0.41 23.66 0 0 0| 0 0 0 0 720 18.250 0.28 22.66 0 0 0| 0 5 0 0 760 9.750 0.18 21.92 0 0 0| 0 0 0 0 800 Total 0 0 0| 0 11 0 0 Total Calls 0 0 0| 0 1,293 0 0 | Equity Options 22:04 Business Day Fri 3 Sep 2010 Previous Business Day Thu 2 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 21.14 Underlying Price 683.000 Time to expiry: 14 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 0.500 -0.03 33.39 0 0 0| 0 506 0 0 600 0.750 -0.04 28.30 0 0 0| 0 0 0 0 620 1.750 -0.10 25.75 0 0 0| 0 68 0 0 640 4.500 -0.23 23.76 0 0 0| 0 511 0 0 660 10.250 -0.45 21.29 0 0 0| 0 533 0 0 680 21.750 -0.72 20.27 0 0 0| 0 11 0 0 700 38.750 -0.88 21.97 0 0 0| 0 18 0 0 720 77.500 -0.97 28.45 0 0 0| 0 0 0 0 760 117.250 -0.98 37.64 0 0 0| 0 0 0 0 800 Total 0 0 0| 0 1,654 0 0 Indicative a-t-m Vol 24.27 Underlying Price 683.000 Time to expiry: 105 Days Dec 10 1.750 -0.03 36.21 0 0 0| 0 48 0 0 480 6.750 -0.11 31.72 0 0 0| 0 28 0 0 560 11.750 -0.19 28.76 0 0 0| 0 44 0 0 600 22.500 21.000 -0.31 26.40 22.500 20.750 0 0 11| 0 7 0 0 640 36.000 -0.48 24.38 0 0 0| 0 43 0 0 680 58.750 -0.66 22.91 0 0 0| 0 10 0 0 720 89.000 -0.82 22.11 0 0 0| 0 0 0 0 760 124.500 -0.91 22.23 0 0 0| 0 0 0 0 800 163.000 -0.96 22.98 0 0 0| 0 8 0 0 840 Total 0 0 11| 0 188 0 0 Indicative a-t-m Vol 25.49 Underlying Price 683.000 Time to expiry: 196 Days Mar 11 14.500 -0.16 30.44 0 0 0| 0 5 0 0 560 23.000 -0.24 28.96 0 0 0| 0 2 0 0 600 35.000 -0.34 27.28 0 0 0| 0 0 0 0 640 50.750 -0.46 25.60 0 0 0| 0 0 0 0 680 71.750 -0.59 24.11 0 0 0| 0 0 0 0 720 98.750 -0.72 23.25 0 0 0| 0 1 0 0 760 130.500 -0.82 22.62 0 0 0| 0 0 0 0 800 Total 0 0 0| 0 8 0 0 Total Puts 0 0 11| 0 1,850 0 0 Grand Total 0 1,680 1,691| 0 3,143 0 0 Equity Options 22:04 Business Day Fri 3 Sep 2010 Previous Business Day Thu 2 Sep 2010 Page 89 Calls | Block | Opening Settle Delta Vola- Daily Trade Bclear Total | Official **Open Change Exe