Equity Options 19:50 Business Day Mon 6 Sep 2010 Previous Business Day Fri 3 Sep 2010 Page 1 Calls | Block | Opening Settle Delta Vola- Daily Trade Bclear Total | Official **Open Change Exer- Exer Trans Price tility High Low Volume Volume*** Volume | Volume Int cises Price | Randgold Resources LTD - STND Option (RAR) Indicative a-t-m Vol 30.77 Underlying Price 6015.000 Time to expiry: 11 Days Sep 10 2415.500 1.00 53.87 0 0 0| 0 0 0 0 3600 2216.000 1.00 49.50 0 0 0| 0 0 0 0 3800 2016.000 1.00 45.40 0 0 0| 0 0 0 0 4000 1616.000 1.00 40.47 0 0 0| 0 1 0 0 4400 1216.000 1.00 39.23 0 0 0| 0 5 0 0 4800 817.500 0.99 35.20 0 0 0| 0 5 0 0 5200 620.500 0.97 32.96 0 0 0| 0 0 0 0 5400 433.500 0.90 31.92 0 0 0| 0 107 0 0 5600 269.000 0.75 31.31 0 0 0| 0 4 0 0 5800 142.500 0.53 30.81 0 0 0| 5 34 0 0 6000 61.500 0.30 30.31 0 0 0| 0 0 0 0 6200 19.500 0.13 29.08 0 0 0| 0 6 0 0 6400 7.000 0.05 30.81 0 0 0| 0 1 0 0 6600 2.000 0.02 31.31 0 0 0| 0 6 0 0 6800 CAB 0.00 34.25 0 0 0| 0 1 0 0 7200 CAB 0.00 38.73 0 0 0| 0 0 0 0 7600 Total 0 0 0| 5 170 0 0 Indicative a-t-m Vol 34.30 Underlying Price 6015.000 Time to expiry: 102 Days Dec 10 2025.000 0.99 37.79 0 0 0| 0 0 0 0 4000 1638.500 0.96 36.91 0 0 0| 0 0 0 0 4400 1274.000 0.91 36.43 0 0 0| 0 2 0 0 4800 943.000 0.81 35.67 0 0 0| 0 0 0 0 5200 654.500 0.69 34.41 0 0 0| 0 2 0 0 5600 436.000 0.54 34.34 0 0 0| 0 0 0 0 6000 265.000 0.39 33.31 0 0 0| 0 1 0 0 6400 145.500 0.26 32.04 0 0 0| 0 1 0 0 6800 73.500 0.15 31.10 0 0 0| 0 1 0 0 7200 Total 0 0 0| 0 7 0 0 Indicative a-t-m Vol 32.69 Underlying Price 6015.000 Time to expiry: 193 Days Mar 11 2041.500 0.96 36.19 0 0 0| 0 0 0 0 4000 1343.000 0.85 35.07 0 0 0| 0 0 0 0 4800 1047.000 0.76 34.58 0 0 0| 0 2 0 0 5200 788.000 0.66 33.75 0 0 0| 0 1 0 0 5600 567.000 0.55 32.74 0 0 0| 0 0 0 0 6000 387.000 0.43 31.46 0 0 0| 0 0 0 0 6400 258.500 0.33 30.96 0 0 0| 0 2 0 0 6800 167.000 0.24 30.46 0 0 0| 0 2 0 0 7200 Total 0 0 0| 0 7 0 0 Total Calls 0 0 0| 5 184 0 0 | Equity Options 19:50 Business Day Mon 6 Sep 2010 Previous Business Day Fri 3 Sep 2010 Page 2 Puts | Block | Opening Settle Delta Vola- Daily Trade Bclear Total | Official **Open Change Exer- Exer Trans Price tility High Low Volume Volume*** Volume | Volume Int cises Price | Randgold Resources LTD - STND Option (RAR) Indicative a-t-m Vol 29.80 Underlying Price 6015.000 Time to expiry: 11 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 CAB 0.00 39.47 0 0 0| 0 18 0 0 4800 2.000 -0.01 36.83 0 0 0| 0 4 0 0 5200 6.500 -0.04 35.03 0 0 0| 0 29 0 0 5400 21.500 -0.11 33.87 0 0 0| 0 3 0 0 5600 53.000 -0.25 31.40 0 0 0| 0 6 0 0 5800 121.500 -0.47 29.77 0 0 0| 0 8 0 0 6000 245.000 -0.70 30.14 0 0 0| 0 2 0 0 6200 406.000 -0.87 30.14 0 0 0| 0 5 0 0 6400 593.500 -0.94 32.69 0 0 0| 0 2 0 0 6600 787.500 -0.98 33.43 0 0 0| 0 12 0 0 6800 1185.000 -1.00 33.06 0 0 0| 0 2 0 0 7200 1585.000 -1.00 34.05 0 0 0| 0 0 0 0 7600 Total 0 0 0| 0 94 0 0 Indicative a-t-m Vol 33.06 Underlying Price 6015.000 Time to expiry: 102 Days Dec 10 7.500 -0.02 37.84 0 0 0| 0 4 0 0 4000 22.500 -0.04 36.42 0 0 0| 0 6 0 0 4400 58.500 -0.10 35.45 0 0 0| 0 2 0 0 4800 130.500 -0.19 34.86 0 0 0| 0 5 0 0 5200 245.000 -0.32 33.74 0 0 0| 0 2 0 0 5600 420.500 -0.47 33.08 0 0 0| 2 6 +2 0 6000 657.500 -0.62 32.56 0 0 0| 0 2 0 0 6400 938.000 -0.75 31.07 0 0 0| 0 0 0 0 6800 1270.000 -0.86 30.24 0 0 0| 0 2 0 0 7200 Total 0 0 0| 2 29 +2 0 Indicative a-t-m Vol 31.12 Underlying Price 6015.000 Time to expiry: 193 Days Mar 11 31.500 -0.04 35.47 0 0 0| 0 0 0 0 4000 129.500 -0.15 33.60 0 0 0| 0 3 0 0 4800 217.500 -0.23 32.26 0 0 0| 0 1 0 0 5200 356.500 -0.34 31.56 0 0 0| 0 125 0 0 5600 542.500 -0.46 31.14 0 0 0| 0 0 0 0 6000 777.000 -0.57 30.71 0 0 0| 0 0 0 0 6400 1048.000 -0.68 30.17 0 0 0| 0 0 0 0 6800 1357.500 -0.77 29.61 0 0 0| 0 4 0 0 7200 Total 0 0 0| 0 133 0 0 Total Puts 0 0 0| 2 256 +2 0 Grand Total 0 0 0| 1,987 2,420 +2 0 Equity Options 19:50 Business Day Mon 6 Sep 2010 Previous Business Day Fri 3 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 17.40 Underlying Price 3357.000 Time to expiry: 11 Days Sep 10 757.500 1.00 41.65 0 0 0| 0 0 0 0 2600 557.500 1.00 34.52 0 0 0| 0 0 0 0 2800 458.000 1.00 30.09 0 0 0| 0 0 0 0 2900 358.000 0.99 26.65 0 0 0| 0 0 0 0 3000 258.500 0.98 21.73 0 0 0| 0 5 0 0 3100 162.000 0.92 19.28 0 0 0| 0 319 0 0 3200 78.000 0.71 17.80 0 0 0| 0 260 0 0 3300 24.000 0.35 17.09 0 0 0| 0 941 0 0 3400 0.500 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 20.96 Underlying Price 3357.000 Time to expiry: 102 Days Dec 10 967.000 0.98 33.00 0 0 0| 0 0 0 0 2400 583.500 0.91 26.94 0 0 0| 0 0 0 0 2800 404.000 0.83 24.04 0 0 0| 0 2 0 0 3000 249.000 0.69 22.21 0 0 0| 0 40 0 0 3200 130.500 0.48 20.61 0 0 0| 0 385 0 0 3400 58.000 0.28 19.90 0 0 0| 0 9 0 0 3600 21.000 0.13 19.42 0 0 0| 0 20 0 0 3800 8.000 0.06 19.93 0 0 0| 0 44 0 0 4000 Total 0 0 0| 0 500 0 0 Indicative a-t-m Vol 20.96 Underlying Price 3357.000 Time to expiry: 193 Days Mar 11 976.500 0.96 29.87 0 0 0| 0 0 0 0 2400 605.000 0.88 25.31 0 0 0| 0 0 0 0 2800 437.500 0.79 23.53 0 0 0| 0 0 0 0 3000 291.500 0.66 21.96 0 0 0| 0 10 0 0 3200 175.500 0.50 20.69 0 0 0| 0 37 0 0 3400 97.000 0.34 20.07 0 0 0| 0 42 0 0 3600 24.000 0.11 19.55 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 19:50 Business Day Mon 6 Sep 2010 Previous Business Day Fri 3 Sep 2010 Page 4 Puts | Block | Opening Settle Delta Vola- Daily Trade Bclear Total | Official **Open Change Exer- Exer Trans Price tility High Low Volume Volume*** Volume | Volume Int cises Price | Reckitt Benckiser Group Plc - STND OPT (RB ) Indicative a-t-m Vol 19.42 Underlying Price 3357.000 Time to expiry: 11 Days Sep 10 CAB 0.00 51.34 0 0 0| 0 21 0 0 2600 0.500 -0.01 42.05 0 0 0| 0 107 0 0 2800 1.000 -0.01 37.24 0 0 0| 0 3 0 0 2900 2.000 -0.02 31.90 0 0 0| 0 118 0 0 3000 3.500 -0.05 27.01 0 0 0| 0 290 0 0 3100 7.500 -0.11 22.29 0 0 0| 0 436 0 0 3200 25.000 -0.31 20.03 0 0 0| 9 22 +9 0 3300 70.500 -0.64 18.96 0 0 0| 0 29 0 0 3400 244.000 -0.98 19.76 0 0 0| 0 5 0 0 3600 443.000 -1.00 20.56 0 0 0| 0 0 0 0 3800 643.000 -1.00 21.62 0 0 0| 0 0 0 0 4000 Total 0 0 0| 9 1,031 +9 0 Indicative a-t-m Vol 20.82 Underlying Price 3357.000 Time to expiry: 102 Days Dec 10 5.500 -0.02 33.15 0 0 0| 0 26 0 0 2400 22.000 -0.09 27.43 0 0 0| 0 410 0 0 2800 41.000 -0.17 24.00 0 0 0| 0 30 0 0 3000 89.000 85.000 -0.31 22.11 89.000 89.000 0 0 1| 2 45 +2 0 3200 166.000 -0.52 20.47 0 0 0| 0 100 0 0 3400 294.000 -0.73 19.78 0 0 0| 0 6 0 0 3600 458.500 -0.88 19.27 0 0 0| 0 6 0 0 3800 646.500 -0.96 19.66 0 0 0| 0 3 0 0 4000 Total 0 0 1| 2 626 +2 0 Indicative a-t-m Vol 20.97 Underlying Price 3357.000 Time to expiry: 193 Days Mar 11 19.500 -0.06 30.03 0 0 0| 0 1 0 0 2400 57.000 -0.16 25.47 0 0 0| 0 31 0 0 2800 96.500 -0.26 23.61 0 0 0| 0 7 0 0 3000 159.000 -0.39 22.09 0 0 0| 0 4 0 0 3200 250.000 -0.54 20.66 0 0 0| 0 52 0 0 3400 378.500 -0.70 19.97 0 0 0| 0 5 0 0 3600 710.500 -0.91 19.04 0 0 0| 0 0 0 0 4000 Total 0 0 0| 0 100 0 0 Total Puts 0 0 1| 11 1,757 +11 0 Grand Total 0 0 1| 1,571 5,524 +11 0 Equity Options 19:50 Business Day Mon 6 Sep 2010 Previous Business Day Fri 3 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 17.43 Underlying Price 542.000 Time to expiry: 11 Days Sep 10 142.000 1.00 56.11 0 0 0| 0 0 0 0 400 102.250 0.99 50.04 0 0 0| 0 0 0 0 440 82.500 0.98 46.38 0 0 0| 0 0 0 0 460 62.500 0.97 35.92 0 0 0| 0 0 0 0 480 52.500 0.96 32.28 0 0 0| 0 0 0 0 490 42.500 0.95 26.88 0 0 0| 0 0 0 0 500 23.500 0.86 21.36 0 0 0| 0 7 0 0 520 8.000 0.55 17.60 0 0 0| 0 29 0 0 540 1.000 0.13 15.92 0 0 0| 0 53 0 0 560 CAB 0.02 17.62 0 0 0| 0 0 0 0 580 CAB 0.01 22.15 0 0 0| 0 0 0 0 600 CAB 0.00 31.03 0 0 0| 0 5 0 0 640 Total 0 0 0| 0 94 0 0 Indicative a-t-m Vol 20.01 Underlying Price 542.000 Time to expiry: 102 Days Dec 10 144.250 0.97 33.42 0 0 0| 0 0 0 0 400 105.750 0.93 28.78 0 0 0| 0 0 0 0 440 86.750 0.90 25.87 0 0 0| 0 2 0 0 460 68.750 0.85 23.98 0 0 0| 0 7 0 0 480 37.250 0.67 21.32 0 0 0| 0 21 0 0 520 14.750 0.40 18.93 0 0 0| 0 46 0 0 560 4.000 0.16 17.80 0 0 0| 0 15 0 0 600 0.750 0.04 17.59 0 0 0| 0 0 0 0 640 Total 0 0 0| 0 91 0 0 Indicative a-t-m Vol 21.53 Underlying Price 542.000 Time to expiry: 193 Days Mar 11 111.500 0.87 28.00 0 0 0| 0 0 0 0 440 93.250 0.84 25.68 0 0 0| 0 0 0 0 460 76.750 0.79 24.44 0 0 0| 0 0 0 0 480 48.000 0.64 22.53 0 0 0| 0 0 0 0 520 25.750 0.45 20.72 0 0 0| 0 7 0 0 560 11.500 0.27 19.20 0 0 0| 0 39 0 0 600 4.500 0.13 18.76 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 19:50 Business Day Mon 6 Sep 2010 Previous Business Day Fri 3 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 17.58 Underlying Price 542.000 Time to expiry: 11 Days Sep 10 CAB 0.00 52.25 0 0 0| 0 0 0 0 400 CAB 0.00 42.03 0 0 0| 0 36 0 0 440 CAB 0.00 33.20 0 0 0| 0 12 0 0 460 CAB 0.00 23.52 0 0 0| 0 347 0 0 480 CAB 0.00 21.68 0 0 0| 0 350 0 0 490 0.250 -0.02 21.73 0 0 0| 0 0 0 0 500 1.000 -0.11 18.94 0 0 0| 0 35 0 0 520 5.750 -0.44 17.41 0 0 0| 0 0 0 0 540 16.500 19.750 -0.82 19.12 16.500 S 16.500 S 0 0 6| 0 56 0 0 560 38.500 -0.95 23.34 0 0 0| 0 0 0 0 580 58.000 -1.00 22.75 0 0 0| 0 0 0 0 600 98.000 -1.00 24.46 0 0 0| 0 0 0 0 640 Total 0 0 6| 0 836 0 0 Indicative a-t-m Vol 19.82 Underlying Price 542.000 Time to expiry: 102 Days Dec 10 1.250 -0.03 32.67 0 0 0| 0 3 0 0 400 2.250 -0.06 27.33 0 0 0| 0 13 0 0 440 3.500 -0.10 25.39 0 0 0| 0 27 0 0 460 5.500 -0.15 23.75 0 0 0| 0 30 0 0 480 13.750 -0.33 20.88 0 0 0| 0 22 0 0 520 31.750 -0.60 18.96 0 0 0| 0 2 0 0 560 61.250 -0.85 17.84 0 0 0| 0 0 0 0 600 98.000 -1.00 2.00 0 0 0| 0 0 0 0 640 Total 0 0 0| 0 97 0 0 Indicative a-t-m Vol 21.14 Underlying Price 542.000 Time to expiry: 193 Days Mar 11 7.000 -0.12 27.28 0 0 0| 0 1 0 0 440 9.500 -0.16 25.80 0 0 0| 0 5 0 0 460 13.000 -0.22 24.60 0 0 0| 0 1 0 0 480 23.500 -0.36 22.20 0 0 0| 0 17 0 0 520 38.500 41.000 -0.55 20.28 38.500 S 38.500 S 0 0 6| 0 0 0 0 560 67.250 -0.74 19.08 0 0 0| 0 0 0 0 600 100.750 -0.89 18.39 0 0 0| 0 0 0 0 640 Total 0 0 6| 0 24 0 0 Total Puts 0 0 12| 0 957 0 0 Grand Total 0 0 12| 1,620 2,808 0 0 Equity Options 19:50 Business Day Mon 6 Sep 2010 Previous Business Day Fri 3 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 30.89 Underlying Price 101.900 Time to expiry: 11 Days Sep 10 30.000 1.00 37.08 0 0 0| 0 0 0 0 72 22.000 1.00 34.98 0 0 0| 0 0 0 0 80 14.000 0.98 38.63 0 0 0| 0 0 0 0 88 10.000 0.95 34.38 0 0 0| 0 0 0 0 92 6.500 0.84 34.34 0 0 0| 0 0 0 0 96 3.500 0.64 31.54 0 0 0| 0 0 0 0 100 0.250 0.07 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 35.38 Underlying Price 101.900 Time to expiry: 102 Days Dec 10 42.250 0.99 49.17 0 0 0| 0 0 0 0 60 23.500 0.89 41.41 0 0 0| 0 0 0 0 80 16.000 0.82 34.47 0 0 0| 0 0 0 0 88 10.500 0.67 34.17 0 0 0| 0 0 0 0 96 8.250 8.750 0.58 35.29 8.250 8.250 0 0 1| 0 36 0 0 100 2.000 2.500 0.23 36.20 2.000 2.000 0 0 25| 190 213 +190 0 120 0.250 0.05 33.91 0 0 0| 0 10 0 0 140 0.250 0.02 38.82 0 0 0| 0 10 0 0 160 CAB 0.00 45.42 0 0 0| 0 0 0 0 200 Total 0 0 26| 190 269 +190 0 Indicative a-t-m Vol 32.97 Underlying Price 101.900 Time to expiry: 193 Days Mar 11 42.750 0.96 45.65 0 0 0| 0 0 0 0 60 24.500 0.85 36.78 0 0 0| 0 0 0 0 80 18.250 0.76 34.93 0 0 0| 0 0 0 0 88 13.750 0.65 36.26 0 0 0| 0 0 0 0 96 10.750 0.59 33.03 0 0 0| 0 10 0 0 100 4.000 0.29 32.40 0 0 0| 0 20 0 0 120 1.000 0.10 30.92 0 0 0| 0 0 0 0 140 0.250 0.03 30.67 0 0 0| 0 0 0 0 160 Total 0 0 0| 0 30 0 0 Total Calls 0 0 26| 190 620 +190 0 | Equity Options 19:50 Business Day Mon 6 Sep 2010 Previous Business Day Fri 3 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 25.78 Underlying Price 101.900 Time to expiry: 11 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 0.00 29.45 0 0 0| 0 0 0 0 88 CAB -0.02 28.15 0 0 0| 0 0 0 0 92 0.250 -0.11 27.69 0 0 0| 0 0 0 0 96 1.000 -0.34 26.39 0 0 0| 0 10 0 0 100 8.250 -0.97 23.34 0 0 0| 0 0 0 0 110 18.000 -1.00 21.81 0 0 0| 0 85 0 0 120 28.000 -1.00 22.32 0 0 0| 0 0 0 0 130 38.000 -1.00 23.34 0 0 0| 0 29 0 0 140 58.000 -1.00 25.34 0 0 0| 0 0 0 0 160 98.000 -1.00 22.07 0 0 0| 0 0 0 0 200 Total 0 0 0| 0 124 0 0 Indicative a-t-m Vol 31.88 Underlying Price 101.900 Time to expiry: 102 Days Dec 10 CAB 0.00 38.09 0 0 0| 0 0 0 0 60 0.750 -0.08 35.84 0 0 0| 0 100 0 0 80 2.250 -0.19 36.71 0 0 0| 0 0 0 0 88 4.000 -0.33 31.84 0 0 0| 0 3 0 0 96 5.750 -0.42 32.07 0 0 0| 0 166 0 0 100 19.250 -0.83 30.21 0 0 0| 0 47 0 0 120 38.250 -0.99 28.77 0 0 0| 0 0 0 0 140 58.000 -0.99 38.86 0 0 0| 0 0 0 0 160 98.250 -0.97 64.63 0 0 0| 0 0 0 0 200 Total 0 0 0| 0 316 0 0 Indicative a-t-m Vol 32.55 Underlying Price 101.900 Time to expiry: 193 Days Mar 11 0.250 -0.03 41.31 0 0 0| 0 0 0 0 60 2.500 -0.15 37.12 0 0 0| 0 0 0 0 80 4.000 -0.23 34.62 0 0 0| 0 0 0 0 88 6.750 -0.35 32.92 0 0 0| 0 0 0 0 96 8.500 -0.42 32.77 0 0 0| 0 15 0 0 100 21.250 -0.73 30.59 0 0 0| 0 33 0 0 120 39.000 -0.90 32.02 0 0 0| 0 0 0 0 140 58.250 -0.99 30.84 0 0 0| 0 0 0 0 160 Total 0 0 0| 0 48 0 0 Total Puts 0 0 0| 0 488 0 0 Grand Total 0 0 26| 1,930 2,848 +190 0 Equity Options 19:50 Business Day Mon 6 Sep 2010 Previous Business Day Fri 3 Sep 2010 Page 9 Calls | Block | Opening Settle Delta Vola- Daily Trade Bclear Total | Official **Open Change Exer- Exer Trans Price tility High Low Volume Volume*** Volume | Volume Int cises Price | Rio Tinto plc - STND OPT (RTZ) Indicative a-t-m Vol 35.14 Underlying Price 3510.000 Time to expiry: 11 Days Sep 10 1511.000 1.00 113.20 0 0 0| 0 0 0 0 2000 1111.000 1.00 78.42 0 0 0| 0 0 0 0 2400 911.000 1.00 63.42 0 0 0| 0 0 0 0 2600 711.500 0.99 54.61 0 0 0| 3 15 0 0 2800 612.500 0.98 50.91 0 0 0| 0 10 0 0 2900 514.000 0.97 46.54 0 0 0| 0 240 0 0 3000 416.500 0.95 43.21 0 0 0| 10 190 0 0 3100 322.000 0.91 39.96 0 0 0| 0 1,502 0 0 3200 234.500 0.82 38.19 0 0 0| 0 110 0 0 3300 185.000 152.500 0.71 34.37 185.000 S 185.000 S 0 0 1| 6 550 -10 0 3400 127.000 95.000 0.53 35.25 127.000 127.000 0 0 210| 525 1,458 -477 0 3500 68.000 50.000 0.35 34.15 70.000 50.000 0 0 36| 185 2,502 +66 0 3600 22.500 23.000 0.20 33.21 22.500 22.500 0 0 5| 155 512 +75 0 3700 14.000 9.000 0.10 32.75 14.000 S 14.000 S 0 0 6| 0 1,065 0 0 3800 3.500 0.04 32.75 0 0 0| 0 91 0 0 3900 1.000 0.01 32.42 0 0 0| 0 156 0 0 4000 CAB 0.00 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 0 258| 884 10,362 -346 0 Indicative a-t-m Vol 35.12 Underlying Price 3510.000 Time to expiry: 39 Days Oct 10 917.500 0.97 48.66 0 0 0| 0 0 0 0 2600 725.000 0.94 45.10 0 0 0| 0 0 0 0 2800 631.500 0.92 43.31 0 0 0| 0 0 0 0 2900 540.000 0.89 41.53 0 0 0| 0 5 0 0 3000 452.000 0.85 39.64 0 0 0| 0 25 0 0 3100 371.000 0.79 38.69 0 0 0| 4 64 0 0 3200 295.000 0.71 37.33 0 0 0| 0 59 0 0 3300 228.000 0.63 36.23 0 0 0| 0 167 0 0 3400 180.000 169.000 0.54 35.22 181.000 S 178.500 S 0 0 3| 0 16 -1 0 3500 146.500 120.500 0.44 34.21 146.500 S 146.500 S 0 0 15| 0 107 0 0 3600 53.000 0.25 32.46 0 0 0| 0 552 +315 0 3800 29.000 20.000 0.12 31.50 30.500 S 29.000 S 0 0 21| 0 153 0 0 4000 Total 0 0 39| 4 1,148 +314 0 Indicative a-t-m Vol 36.31 Underlying Price 3510.000 Time to expiry: 74 Days Nov 10 937.500 0.93 47.60 0 0 0| 0 0 0 0 2600 755.500 0.89 44.60 0 0 0| 0 0 0 0 2800 582.500 0.83 41.60 0 0 0| 0 0 0 0 3000 504.000 0.78 40.58 0 0 0| 0 0 0 0 3100 427.500 0.73 39.21 0 0 0| 0 0 0 0 3200 356.000 0.68 37.92 0 0 0| 0 2 0 0 3300 294.500 0.61 37.34 0 0 0| 0 14 0 0 3400 238.000 0.54 36.40 0 0 0| 11 10 +10 0 3500 Equity Options 19:50 Business Day Mon 6 Sep 2010 Previous Business Day Fri 3 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 | 206.000 187.500 0.47 35.43 206.000 S 193.500 S 0 0 4| 23 28 +22 0 3600 125.000 108.500 0.33 33.67 125.000 125.000 0 0 5| 5 28 +5 0 3800 58.500 0.21 32.65 0 0 0| 0 0 0 0 4000 Total 0 0 9| 39 82 +37 0 Indicative a-t-m Vol 37.19 Underlying Price 3510.000 Time to expiry: 102 Days Dec 10 2027.000 1.00 60.02 0 0 0| 0 0 0 0 1487 1863.000 1.00 57.70 0 0 0| 0 0 0 0 1652 1536.000 0.99 52.26 0 0 0| 0 4 0 0 1983 1218.000 0.96 48.76 0 0 0| 0 185 0 0 2313 911.000 0.91 44.65 0 0 0| 0 20 0 0 2644 775.500 0.87 43.18 0 0 0| 0 357 0 0 2800 612.000 0.80 41.01 0 0 0| 0 1,559 0 0 3000 469.000 0.71 39.92 0 0 0| 0 1,978 0 0 3200 341.000 0.61 38.11 0 0 0| 0 2,345 0 0 3400 235.000 0.49 36.44 0 0 0| 20 3,742 -5 0 3600 152.500 0.37 35.01 0 0 0| 15 3,736 +2 0 3800 94.000 0.27 33.90 0 0 0| 24 1,271 +4 0 4000 53.500 0.18 32.77 0 0 0| 0 30 0 0 4200 30.000 0.11 32.15 0 0 0| 0 28 0 0 4400 7.000 0.03 30.54 0 0 0| 0 114 0 0 4800 Total 0 0 0| 59 15,369 +1 0 Indicative a-t-m Vol 37.34 Underlying Price 3510.000 Time to expiry: 193 Days Mar 11 1179.500 0.91 47.69 0 0 0| 0 7 0 0 2400 1008.500 0.87 45.58 0 0 0| 0 52 0 0 2600 845.500 0.82 43.37 0 0 0| 0 22 0 0 2800 695.000 0.76 41.48 0 0 0| 0 12 0 0 3000 556.500 0.68 39.58 0 0 0| 0 69 0 0 3200 435.000 0.60 38.03 0 0 0| 0 700 0 0 3400 332.000 0.52 36.77 0 0 0| 0 255 0 0 3600 246.500 0.43 35.63 0 0 0| 0 34 0 0 3800 180.000 0.35 34.87 0 0 0| 0 19 0 0 4000 91.000 0.21 33.78 0 0 0| 0 6 0 0 4400 41.500 0.11 32.71 0 0 0| 0 44 0 0 4800 Total 0 0 0| 0 1,220 0 0 Indicative a-t-m Vol 37.50 Underlying Price 3510.000 Time to expiry: 284 Days Jun 11 1933.500 0.97 55.88 0 0 0| 0 0 0 0 1600 1745.000 0.96 53.23 0 0 0| 0 0 0 0 1800 1562.500 0.94 50.90 0 0 0| 0 5 0 0 2000 1215.500 0.88 46.58 0 0 0| 0 5 0 0 2400 1053.000 0.84 44.62 0 0 0| 0 50 0 0 2600 899.500 0.79 42.81 0 0 0| 0 15 0 0 2800 757.500 0.73 41.18 0 0 0| 0 433 0 0 3000 628.000 0.67 39.56 0 0 0| 0 275 0 0 3200 512.500 0.60 38.15 0 0 0| 0 0 0 0 3400 411.500 0.53 36.97 0 0 200| 0 5 0 0 3600 Equity Options 19:50 Business Day Mon 6 Sep 2010 Previous Business Day Fri 3 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 | 328.500 0.46 36.22 0 0 0| 0 0 0 0 3800 258.500 0.40 35.61 0 0 0| 0 5 0 0 4000 152.500 0.27 34.33 0 0 0| 10 14 +7 0 4400 89.500 0.18 33.66 0 0 0| 5 25 +5 0 4800 46.000 0.11 32.58 0 0 0| 0 0 0 0 5200 Total 0 0 200| 15 832 +12 0 Indicative a-t-m Vol 38.31 Underlying Price 3510.000 Time to expiry: 466 Days Dec 11 1938.000 0.97 48.62 0 0 0| 0 0 0 0 1600 1761.000 0.95 48.30 0 0 0| 0 0 0 0 1800 1591.500 0.92 47.40 0 0 0| 0 0 0 0 2000 1340.500 0.86 45.44 0 0 0| 0 0 0 0 2313 1275.000 0.85 44.84 0 0 0| 0 0 0 0 2400 991.000 0.76 42.29 0 0 0| 0 5 0 0 2800 745.000 0.67 39.88 0 0 0| 0 400 0 0 3200 542.000 0.56 37.85 0 0 0| 5 1,005 +5 0 3600 383.500 0.45 36.42 0 0 0| 5 105 +5 0 4000 267.500 0.35 35.51 0 0 0| 0 1,000 0 0 4400 187.500 0.27 34.98 0 0 0| 0 0 0 0 4800 Total 0 0 0| 10 2,515 +10 0 Indicative a-t-m Vol 44.81 Underlying Price 3510.000 Time to expiry: 648 Days Jun 12 1420.500 0.82 51.76 0 0 0| 0 0 0 0 2400 1154.500 0.75 48.00 0 0 0| 0 0 0 0 2800 923.500 0.67 45.14 0 0 0| 0 0 0 0 3200 759.000 0.60 44.72 0 0 0| 0 0 0 0 3600 595.500 0.52 42.87 0 0 0| 0 0 0 0 4000 478.000 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 45.53 Underlying Price 3510.000 Time to expiry: 837 Days Dec 12 1487.000 0.81 51.61 0 0 0| 0 0 0 0 2400 1259.000 0.75 49.52 0 0 0| 0 1 0 0 2800 1036.000 0.68 46.48 0 0 0| 0 0 0 0 3200 866.000 0.62 45.26 0 0 0| 0 505 0 0 3600 708.000 0.55 43.64 0 0 0| 0 0 0 0 4000 490.500 0.43 42.42 0 0 0| 0 0 0 0 4800 Total 0 0 0| 0 506 0 0 Total Calls 0 0 506| 1,011 32,034 +28 0 | Equity Options 19:50 Business Day Mon 6 Sep 2010 Previous Business Day Fri 3 Sep 2010 Page 12 Puts | Block | Opening Settle Delta Vola- Daily Trade Bclear Total | Official **Open Change Exer- Exer Trans Price tility High Low Volume Volume*** Volume | Volume Int cises Price | Rio Tinto plc - STND OPT (RTZ) Indicative a-t-m Vol 34.69 Underlying Price 3510.000 Time to expiry: 11 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 CAB 0.00 57.47 0 0 0| 0 324 0 0 2600 0.500 -0.01 50.56 0 0 0| 0 948 0 0 2800 1.500 -0.01 48.49 0 0 0| 0 306 0 0 2900 3.000 -0.03 45.73 0 0 0| 0 2,258 -2 0 3000 4.500 -0.04 40.75 0 0 0| 100 408 +94 0 3100 11.000 -0.09 39.51 0 0 0| 31 1,397 +5 0 3200 24.000 -0.18 38.18 0 0 0| 0 549 0 0 3300 45.500 -0.30 35.93 0 0 0| 20 361 +5 0 3400 58.000 83.000 -0.47 34.79 58.000 58.000 0 0 5| 56 147 +51 0 3500 138.500 -0.65 33.82 0 0 0| 52 128 +40 0 3600 175.000 213.500 -0.80 33.83 175.000 175.000 0 0 5| 5 16 -5 0 3700 297.000 -0.92 31.22 0 0 0| 0 438 0 0 3800 393.000 -0.96 33.25 0 0 0| 0 0 0 0 3900 491.000 -0.99 33.29 0 0 0| 0 20 0 0 4000 690.000 -1.00 31.55 0 0 0| 0 0 0 0 4200 890.000 -1.00 32.46 0 0 0| 0 2 0 0 4400 1290.000 -1.00 36.12 0 0 0| 0 5 0 0 4800 Total 0 0 10| 264 7,855 +188 0 Indicative a-t-m Vol 35.52 Underlying Price 3510.000 Time to expiry: 39 Days Oct 10 6.500 -0.03 50.03 0 0 0| 0 27 0 0 2600 14.000 -0.06 45.66 0 0 0| 0 18 0 0 2800 20.500 -0.08 44.07 0 0 0| 0 3 0 0 2900 29.000 -0.11 41.94 0 0 0| 0 394 0 0 3000 41.500 -0.16 40.41 0 0 0| 0 30 0 0 3100 60.000 -0.22 39.10 0 0 0| 0 764 0 0 3200 84.000 -0.29 37.62 0 0 0| 4 270 -4 0 3300 116.000 -0.37 36.39 0 0 0| 0 251 0 0 3400 158.500 -0.46 35.65 0 0 0| 0 0 0 0 3500 208.500 -0.56 34.36 0 0 0| 0 6 0 0 3600 341.500 -0.75 32.71 0 0 0| 0 15 0 0 3800 509.500 -0.88 32.34 0 0 0| 0 0 0 0 4000 Total 0 0 0| 4 1,778 -4 0 Indicative a-t-m Vol 36.28 Underlying Price 3510.000 Time to expiry: 74 Days Nov 10 25.500 -0.07 48.52 0 0 0| 0 1 0 0 2600 43.500 -0.11 45.30 0 0 0| 0 0 0 0 2800 70.500 -0.18 42.25 0 0 0| 0 7 0 0 3000 90.500 -0.22 40.88 0 0 0| 0 0 0 0 3100 115.500 -0.27 39.67 0 0 0| 0 4 0 0 3200 144.500 -0.33 38.47 0 0 0| 0 0 0 0 3300 164.500 180.500 -0.39 37.47 164.500 164.000 0 0 13| 0 6 0 0 3400 223.000 -0.46 36.39 0 0 0| 0 0 0 0 3500 272.000 -0.53 35.31 0 0 0| 0 0 0 0 3600 Equity Options 19:50 Business Day Mon 6 Sep 2010 Previous Business Day Fri 3 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 | 394.500 -0.67 33.84 0 0 0| 0 5 0 0 3800 547.500 -0.78 33.42 0 0 0| 0 0 0 0 4000 Total 0 0 13| 0 23 0 0 Indicative a-t-m Vol 36.96 Underlying Price 3510.000 Time to expiry: 102 Days Dec 10 2.000 0.00 67.17 0 0 0| 0 955 0 0 1487 3.500 3.000 -0.01 62.99 3.500 3.500 0 0 5| 0 20 0 0 1652 9.500 -0.02 57.59 0 0 0| 0 275 0 0 1983 21.000 -0.05 51.44 0 0 0| 5 866 0 0 2313 45.000 45.500 -0.10 46.29 45.000 45.000 0 0 3| 0 1,219 0 0 2644 65.500 -0.14 44.42 0 0 0| 5 2,334 0 0 2800 103.500 -0.21 42.41 0 0 0| 5 2,548 -10 0 3000 146.000 153.500 -0.29 40.06 146.000 146.000 0 0 1| 1 1,778 +1 0 3200 226.000 -0.39 38.33 0 0 0| 0 676 0 0 3400 313.500 -0.51 35.85 0 0 0| 0 1,781 0 0 3600 433.000 -0.63 34.69 0 0 0| 0 1,511 0 0 3800 579.500 -0.73 34.30 0 0 0| 0 16 0 0 4000 742.000 -0.82 33.94 0 0 0| 0 0 0 0 4200 924.000 -0.87 35.11 0 0 0| 0 2 0 0 4400 1302.500 -0.94 36.56 0 0 0| 0 5 0 0 4800 Total 0 0 9| 16 13,986 -9 0 Indicative a-t-m Vol 37.21 Underlying Price 3510.000 Time to expiry: 193 Days Mar 11 71.000 -0.10 47.57 0 0 0| 0 21 0 0 2400 100.500 -0.14 45.33 0 0 0| 2 47 0 0 2600 140.500 -0.20 43.35 0 0 0| 3 293 +3 0 2800 189.000 -0.26 41.12 0 0 0| 0 769 0 0 3000 248.000 254.000 -0.33 39.42 248.000 248.000 0 0 1| 5 687 +5 0 3200 324.000 334.000 -0.41 37.85 324.000 324.000 0 0 1| 13 614 +8 0 3400 433.500 -0.49 36.69 0 0 0| 0 6 0 0 3600 549.500 -0.58 35.62 0 0 0| 0 6 0 0 3800 681.000 -0.66 34.58 0 0 0| 0 10 0 0 4000 994.500 -0.79 33.66 0 0 0| 0 5 0 0 4400 1345.000 -0.89 32.62 0 0 0| 0 2 0 0 4800 Total 0 0 2| 23 2,460 +16 0 Indicative a-t-m Vol 37.21 Underlying Price 3510.000 Time to expiry: 284 Days Jun 11 26.500 -0.03 55.68 0 0 0| 0 0 0 0 1600 39.500 -0.05 52.91 0 0 0| 0 3 0 0 1800 57.500 -0.07 50.40 0 0 0| 0 36 0 0 2000 110.500 -0.13 45.92 0 0 0| 0 34 0 0 2400 147.000 149.500 -0.17 44.16 147.000 147.000 0 0 2| 0 10 0 0 2600 193.000 192.500 -0.22 42.01 193.000 190.000 0 0 3| 2 328 0 0 2800 244.000 252.500 -0.27 40.60 244.000 241.000 0 0 25| 0 975 0 0 3000 327.500 -0.33 39.41 0 0 0| 0 302 0 0 3200 409.500 -0.40 37.84 0 0 0| 5 5 +5 0 3400 508.500 -0.47 36.69 0 0 200| 0 2 0 0 3600 627.500 -0.54 36.12 0 0 0| 0 0 0 0 3800 759.000 -0.61 35.64 0 0 0| 0 0 0 0 4000 Equity Options 19:50 Business Day Mon 6 Sep 2010 Previous Business Day Fri 3 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 | 1052.500 -0.73 34.37 0 0 0| 0 0 0 0 4400 1385.500 -0.83 33.30 0 0 0| 0 0 0 0 4800 1745.000 -0.90 32.64 0 0 0| 0 0 0 0 5200 Total 0 0 230| 7 1,695 +5 0 Indicative a-t-m Vol 38.17 Underlying Price 3510.000 Time to expiry: 466 Days Dec 11 45.000 -0.05 48.89 0 0 0| 0 0 0 0 1600 71.500 -0.07 48.22 0 0 0| 0 0 0 0 1800 104.500 -0.09 47.17 0 0 0| 0 0 0 0 2000 168.500 -0.14 45.20 0 0 0| 0 21 0 0 2313 190.000 -0.16 44.58 0 0 0| 0 0 0 0 2400 305.000 -0.24 42.04 0 0 0| 0 10 0 0 2800 440.000 458.000 -0.34 39.71 440.000 440.000 0 0 1| 0 700 0 0 3200 653.500 -0.45 37.72 0 0 0| 0 0 0 0 3600 870.500 893.500 -0.55 36.34 870.500 870.500 0 0 5| 0 100 0 0 4000 1171.000 -0.65 35.12 0 0 0| 0 0 0 0 4400 1487.000 -0.74 34.46 0 0 0| 0 0 0 0 4800 Total 0 0 6| 0 831 0 0 Indicative a-t-m Vol 44.70 Underlying Price 3510.000 Time to expiry: 648 Days Jun 12 350.500 -0.19 51.31 0 0 0| 0 0 0 0 2400 481.500 -0.26 47.70 0 0 0| 0 0 0 0 2800 648.500 -0.33 45.09 0 0 0| 0 0 0 0 3200 877.500 -0.41 44.59 0 0 0| 0 0 0 0 3600 1105.500 -0.49 42.59 0 0 0| 0 0 0 0 4000 1385.500 -0.56 42.19 0 0 0| 0 0 0 0 4400 Total 0 0 0| 0 0 0 0 Indicative a-t-m Vol 45.37 Underlying Price 3510.000 Time to expiry: 837 Days Dec 12 441.000 -0.19 51.95 0 0 0| 0 0 0 0 2400 601.000 -0.25 49.52 0 0 0| 0 50 0 0 2800 767.500 -0.32 46.38 0 0 0| 0 0 0 0 3200 986.500 -0.39 45.08 0 0 0| 0 505 0 0 3600 1224.000 -0.45 43.70 0 0 0| 0 0 0 0 4000 1779.500 -0.58 42.13 0 0 0| 0 0 0 0 4800 Total 0 0 0| 0 555 0 0 Total Puts 0 0 270| 314 29,183 +196 0 Grand Total 0 0 776| 7,685 67,577 +224 0 Equity Options 19:50 Business Day Mon 6 Sep 2010 Previous Business Day Fri 3 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 21.65 Underlying Price 573.500 Time to expiry: 11 Days Sep 10 133.500 1.00 51.10 0 0 0| 0 0 0 0 440 113.500 1.00 43.60 0 0 0| 0 0 0 0 460 93.750 0.99 39.33 0 0 0| 0 45 0 0 480 54.000 0.98 27.89 0 0 0| 0 307 0 0 520 36.250 34.500 0.93 23.45 36.250 36.250 0 0 10| 0 22 0 0 540 17.250 0.74 21.80 0 0 0| 0 89 0 0 560 6.250 0.40 21.59 0 0 0| 0 265 0 0 580 1.500 0.13 21.55 0 0 0| 0 491 0 0 600 0.250 0.02 21.44 0 0 0| 0 16 0 0 620 CAB 0.00 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 10| 0 1,473 0 0 Indicative a-t-m Vol 25.55 Underlying Price 573.500 Time to expiry: 102 Days Dec 10 99.000 0.88 33.02 0 0 0| 0 21 0 0 480 64.500 0.77 28.90 0 0 0| 0 1 0 0 520 35.500 36.250 0.59 26.09 36.000 35.500 0 0 30| 78 87 -78 0 560 17.500 0.37 24.55 0 0 0| 90 37 -79 0 600 6.750 0.19 23.35 0 0 0| 0 34 0 0 640 2.500 0.08 23.40 0 0 0| 62 7 -62 0 680 1.000 0.03 23.68 0 0 0| 0 16 0 0 720 Total 0 0 30| 230 203 -219 0 Indicative a-t-m Vol 25.74 Underlying Price 573.500 Time to expiry: 193 Days Mar 11 105.750 0.82 31.40 0 0 0| 0 0 0 0 480 74.250 0.71 28.44 0 0 0| 0 0 0 0 520 48.250 0.58 26.32 0 0 0| 0 13 0 0 560 28.500 0.42 24.67 0 0 0| 0 7 0 0 600 16.250 0.29 24.19 0 0 0| 0 10 0 0 640 4.250 0.10 23.56 0 0 0| 0 1 0 0 720 Total 0 0 0| 0 31 0 0 Total Calls 0 0 40| 230 1,707 -219 0 | Equity Options 19:50 Business Day Mon 6 Sep 2010 Previous Business Day Fri 3 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 23.67 Underlying Price 573.500 Time to expiry: 11 Days Sep 10 CAB 0.00 55.22 0 0 0| 0 359 0 0 440 CAB 0.00 47.51 0 0 0| 0 250 0 0 460 0.250 -0.01 42.20 0 0 0| 0 203 0 0 480 0.500 -0.04 31.30 0 0 0| 0 100 0 0 520 1.250 -0.10 26.71 0 0 0| 0 6 0 0 540 4.500 -0.28 24.19 0 0 0| 0 129 0 0 560 13.250 -0.59 23.45 0 0 0| 0 250 0 0 580 29.750 28.250 -0.86 23.02 29.750 29.750 0 0 16| 0 94 0 0 600 46.750 -0.97 23.61 0 0 0| 0 0 0 0 620 66.500 -0.99 24.87 0 0 0| 0 0 0 0 640 106.500 -1.00 30.50 0 0 0| 0 0 0 0 680 146.500 -1.00 31.70 0 0 0| 0 0 0 0 720 Total 0 0 16| 0 1,391 0 0 Indicative a-t-m Vol 25.07 Underlying Price 573.500 Time to expiry: 102 Days Dec 10 7.000 -0.14 31.55 0 0 0| 10 94 +10 0 480 14.000 -0.25 28.55 0 0 0| 0 35 0 0 520 26.250 -0.43 25.49 0 0 0| 0 52 0 0 560 49.250 48.250 -0.64 24.30 49.500 47.500 0 0 28| 96 41 -25 0 600 78.000 -0.82 23.28 0 0 0| 10 6 -9 0 640 112.750 -0.95 20.55 0 0 0| 0 0 0 0 680 151.500 -0.99 17.93 0 0 0| 0 0 0 0 720 Total 0 0 28| 116 228 -24 0 Indicative a-t-m Vol 24.99 Underlying Price 573.500 Time to expiry: 193 Days Mar 11 14.250 -0.19 30.25 0 0 0| 0 33 0 0 480 23.750 -0.29 28.03 0 0 0| 0 60 0 0 520 37.000 -0.43 25.49 0 0 0| 0 53 0 0 560 57.750 -0.58 24.05 0 0 0| 0 11 0 0 600 86.000 -0.72 23.92 0 0 0| 0 0 0 0 640 154.750 -0.91 23.43 0 0 0| 0 0 0 0 720 Total 0 0 0| 0 157 0 0 Total Puts 0 0 44| 116 1,776 -24 0 Grand Total 0 0 84| 1,846 4,983 -243 0 Equity Options 19:50 Business Day Mon 6 Sep 2010 Previous Business Day Fri 3 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 39.31 Underlying Price 46.950 Time to expiry: 11 Days Sep 10 31.000 1.00 87.66 0 0 0| 0 0 0 0 16 23.000 1.00 84.69 0 0 0| 0 0 0 0 24 19.000 1.00 82.86 0 0 0| 0 0 0 0 28 15.000 1.00 77.92 0 0 0| 0 25 0 0 32 11.000 0.99 66.73 0 0 0| 0 160 0 0 36 9.000 0.97 61.76 0 0 0| 0 0 0 0 38 7.000 0.94 58.54 0 0 0| 0 269 0 0 40 5.250 0.90 51.03 0 0 0| 0 82 0 0 42 3.500 0.80 46.02 0 0 0| 75 275 -44 0 44 2.000 0.62 40.51 0 0 0| 3 54 +3 0 46 0.750 0.39 38.10 0 0 0| 0 11,467 0 0 48 0.500 0.21 40.69 0 0 0| 0 1,000 +1,000 0 50 0.250 0.09 41.55 0 0 0| 0 3,610 0 0 52 CAB 0.01 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 0| 78 50,810 +959 0 Indicative a-t-m Vol 39.47 Underlying Price 46.950 Time to expiry: 39 Days Oct 10 15.000 0.98 57.72 0 0 0| 0 0 0 0 32 11.250 0.94 53.42 0 0 0| 0 0 0 0 36 7.500 0.87 46.61 0 0 0| 0 100 0 0 40 5.750 0.80 44.21 0 0 0| 0 0 0 0 42 4.250 0.71 41.68 0 0 0| 0 10 0 0 44 3.000 3.000 0.59 39.89 3.000 3.000 0 0 50| 0 65 0 0 46 2.000 0.46 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 50| 0 1,338 0 0 Indicative a-t-m Vol 39.44 Underlying Price 46.950 Time to expiry: 74 Days Nov 10 15.250 0.96 54.03 0 0 0| 0 0 0 0 32 11.500 0.90 51.42 0 0 0| 0 0 0 0 36 8.000 0.82 44.99 0 0 0| 0 0 0 0 40 6.500 0.75 42.93 0 0 0| 0 0 0 0 42 5.250 0.67 41.90 0 0 0| 0 0 0 0 44 4.000 0.58 40.22 0 0 0| 0 0 0 0 46 2.750 0.49 38.65 0 0 0| 0 22 0 0 48 0.750 0.17 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 19:50 Business Day Mon 6 Sep 2010 Previous Business Day Fri 3 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 46.950 Time to expiry: 102 Days Dec 10 39.000 1.00 79.47 0 0 0| 0 0 0 0 8 31.000 1.00 78.00 0 0 0| 0 100 0 0 16 23.250 0.97 76.20 0 0 0| 0 240 0 0 24 19.500 0.95 66.61 0 0 0| 0 0 0 0 28 15.750 0.91 60.57 0 0 0| 0 430 0 0 32 12.500 0.85 58.36 0 0 0| 0 60 0 0 36 9.000 0.77 51.53 0 0 0| 0 1,794 0 0 40 6.250 0.65 48.12 0 0 0| 0 9,130 0 0 44 4.000 0.51 44.22 0 0 0| 0 11,642 0 0 48 1.250 0.24 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 0.500 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 46.950 Time to expiry: 193 Days Mar 11 16.500 0.88 55.17 0 0 0| 0 10 0 0 32 13.250 0.82 52.25 0 0 0| 0 0 0 0 36 10.250 0.74 48.70 0 0 0| 0 250 0 0 40 7.750 0.65 45.36 0 0 0| 0 0 0 0 44 5.500 0.54 42.26 0 0 0| 75 1,124 +75 0 48 2.250 0.31 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 0| 75 3,597 +75 0 Indicative a-t-m Vol 42.07 Underlying Price 46.950 Time to expiry: 284 Days Jun 11 24.000 0.94 60.15 0 0 0| 0 0 0 0 24 17.000 0.86 51.52 0 0 0| 0 5,250 0 0 32 14.000 0.80 48.46 0 0 0| 0 0 0 0 36 Equity Options 19:50 Business Day Mon 6 Sep 2010 Previous Business Day Fri 3 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 | 11.250 0.73 46.11 0 0 0| 0 0 0 0 40 8.750 0.65 43.56 0 0 0| 0 50 0 0 44 6.500 0.56 41.57 0 0 0| 0 1,180 0 0 48 3.500 0.37 38.66 0 0 0| 0 34 0 0 56 2.500 0.29 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 46.950 Time to expiry: 466 Days Dec 11 39.000 1.00 67.11 0 0 0| 0 0 0 0 8 32.000 0.96 68.85 0 0 0| 0 100 0 0 16 25.000 0.91 58.79 0 0 0| 0 0 0 0 24 19.000 0.83 53.92 0 0 0| 0 2,010 0 0 32 13.500 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 0.39 40.29 0 0 0| 0 620 0 0 60 1.250 0.15 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 46.950 Time to expiry: 648 Days Jun 12 20.250 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 12.750 0.64 52.38 0 0 0| 0 0 0 0 48 7.750 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 46.950 Time to expiry: 837 Days Dec 12 27.000 0.89 58.41 0 0 0| 0 0 0 0 24 21.750 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 13.750 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 7.000 0.40 50.81 0 0 0| 0 0 0 0 80 Total 0 0 0| 0 0 0 0 Total Calls 0 0 50| 153 116,322 +1,034 0 | Equity Options 19:50 Business Day Mon 6 Sep 2010 Previous Business Day Fri 3 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 39.31 Underlying Price 46.950 Time to expiry: 11 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 0.00 77.92 0 0 0| 0 1,111 0 0 32 CAB -0.01 66.73 0 0 0| 0 158 0 0 36 CAB -0.03 61.76 0 0 0| 0 100 0 0 38 0.250 -0.06 58.54 0 0 0| 0 860 0 0 40 0.250 -0.10 51.03 0 0 0| 0 652 0 0 42 0.500 0.500 -0.20 46.02 0.500 0.500 0 0 1| 0 867 0 0 44 1.000 1.000 -0.38 40.51 1.000 1.000 0 0 20| 0 76 0 0 46 2.000 -0.61 38.10 0 0 0| 0 290 0 0 48 3.500 -0.79 40.69 0 0 0| 0 0 0 0 50 5.250 -0.91 41.55 0 0 0| 0 17 0 0 52 9.000 -0.99 43.73 0 0 0| 0 966 0 0 56 13.000 -1.00 43.92 0 0 0| 0 56 0 0 60 17.000 -1.00 47.11 0 0 0| 0 0 0 0 64 25.000 -1.00 53.08 0 0 0| 0 0 0 0 72 33.000 -1.00 58.79 0 0 0| 0 0 0 0 80 Total 0 0 21| 0 5,704 0 0 Indicative a-t-m Vol 42.38 Underlying Price 46.950 Time to expiry: 39 Days Oct 10 0.250 -0.03 65.36 0 0 0| 0 0 0 0 32 0.250 -0.07 57.44 0 0 0| 0 0 0 0 36 0.500 -0.13 46.61 0 0 0| 0 100 0 0 40 0.750 -0.20 44.21 0 0 0| 0 0 0 0 42 1.500 1.250 -0.29 41.68 1.500 1.500 0 0 50| 0 306 0 0 44 2.250 -0.41 43.09 0 0 0| 0 231 0 0 46 3.250 -0.53 41.67 0 0 0| 0 146 0 0 48 6.000 -0.75 41.73 0 0 0| 0 0 0 0 52 9.250 -0.90 39.31 0 0 0| 0 40 0 0 56 17.000 -0.99 42.83 0 0 0| 0 0 0 0 64 25.000 -1.00 39.48 0 0 0| 0 0 0 0 72 Total 0 0 50| 0 823 0 0 Indicative a-t-m Vol 41.73 Underlying Price 46.950 Time to expiry: 74 Days Nov 10 0.500 -0.06 61.56 0 0 0| 0 0 0 0 32 0.500 -0.10 51.42 0 0 0| 0 0 0 0 36 1.000 -0.18 44.99 0 0 0| 0 0 0 0 40 1.500 -0.25 42.93 0 0 0| 0 0 0 0 42 2.250 -0.33 41.90 0 0 0| 0 0 0 0 44 3.000 -0.42 40.22 0 0 0| 0 0 0 0 46 4.250 -0.50 43.25 0 0 0| 0 0 0 0 48 9.750 -0.84 36.66 0 0 0| 0 0 0 0 56 17.000 -0.97 36.57 0 0 0| 0 0 0 0 64 Total 0 0 0| 0 0 0 0 Equity Options 19:50 Business Day Mon 6 Sep 2010 Previous Business Day Fri 3 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 46.950 Time to expiry: 102 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 -0.05 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 1.250 -0.15 58.36 0 0 0| 0 10,241 0 0 36 2.000 -0.23 51.53 0 0 0| 0 7,547 0 0 40 3.250 -0.35 48.12 0 0 0| 0 9,231 0 0 44 5.000 -0.49 44.22 0 0 0| 0 12,145 0 0 48 10.250 -0.76 40.27 0 0 0| 0 3,821 0 0 56 13.750 -0.85 40.42 0 0 0| 0 207 0 0 60 17.500 -0.88 45.03 0 0 0| 0 170 0 0 64 25.000 -0.98 39.82 0 0 0| 0 50 0 0 72 33.000 -1.00 41.35 0 0 0| 0 0 0 0 80 41.000 -1.00 41.59 0 0 0| 0 0 0 0 88 49.000 -1.00 39.61 0 0 0| 0 30 0 0 96 53.000 -1.00 39.11 0 0 0| 0 1 0 0 100 73.000 -1.00 38.12 0 0 0| 0 0 0 0 120 93.000 -1.00 39.15 0 0 0| 0 0 0 0 140 113.000 -1.00 41.06 0 0 0| 0 0 0 0 160 133.000 -1.00 41.06 0 0 0| 0 0 0 0 180 153.000 -1.00 41.06 0 0 0| 0 0 0 0 200 173.000 -1.00 41.06 0 0 0| 0 0 0 0 220 193.000 -1.00 41.06 0 0 0| 0 100 0 0 240 228.000 -1.00 41.06 0 0 0| 0 0 0 0 275 262.000 -1.00 41.06 0 0 0| 0 0 0 0 309 296.000 -1.00 41.06 0 0 0| 0 0 0 0 343 403.000 -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 46.950 Time to expiry: 193 Days Mar 11 1.500 -0.12 55.17 0 0 0| 0 55 0 0 32 2.250 -0.18 52.25 0 0 0| 0 52 0 0 36 3.250 -0.26 48.70 0 0 0| 0 5 0 0 40 4.500 -0.35 45.36 0 0 0| 0 50 0 0 44 6.250 -0.46 42.26 0 0 0| 0 532 0 0 48 11.000 -0.70 37.03 0 0 0| 0 94 0 0 56 14.250 -0.79 35.56 0 0 0| 0 20 0 0 60 17.500 -0.88 33.84 0 0 0| 0 20 0 0 64 33.000 -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 46.950 Time to expiry: 284 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 -0.27 46.11 0 0 0| 0 50 0 0 40 Equity Options 19:50 Business Day Mon 6 Sep 2010 Previous Business Day Fri 3 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 -0.35 43.56 0 0 0| 0 50 0 0 44 7.250 -0.45 41.57 0 0 0| 0 10 0 0 48 12.250 -0.63 38.66 0 0 0| 0 21 0 0 56 15.250 -0.72 37.60 0 0 0| 0 0 0 0 60 18.250 -0.79 36.19 0 0 0| 0 0 0 0 64 33.000 -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 46.950 Time to expiry: 466 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 3.500 -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 9.500 -0.41 43.96 0 0 0| 0 6,512 0 0 48 17.000 -0.62 40.29 0 0 0| 0 370 0 0 60 33.750 -0.87 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 46.950 Time to expiry: 648 Days Jun 12 4.750 -0.18 53.60 0 0 0| 0 0 0 0 32 8.250 -0.27 51.69 0 0 0| 0 0 0 0 40 13.000 -0.37 52.53 0 0 0| 0 0 0 0 48 19.750 -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 46.950 Time to expiry: 837 Days Dec 12 3.500 -0.11 59.13 0 0 0| 0 0 0 0 24 5.750 -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 13.500 -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 37.500 -0.65 48.09 0 0 0| 0 0 0 0 80 Total 0 0 0| 0 0 0 0 Total Puts 0 0 71| 0 79,964 0 0 Grand Total 0 0 121| 6,333 202,466 +1,034 0 Equity Options 19:50 Business Day Mon 6 Sep 2010 Previous Business Day Fri 3 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 18.32 Underlying Price 1761.000 Time to expiry: 11 Days Sep 10 461.500 1.00 38.40 0 0 0| 0 0 0 0 1300 361.500 1.00 32.97 0 0 0| 0 0 0 0 1400 261.500 1.00 28.22 0 0 0| 0 0 0 0 1500 211.500 1.00 25.26 0 0 0| 0 0 0 0 1550 161.500 0.99 22.31 0 0 0| 0 2 0 0 1600 112.500 0.96 20.30 0 0 0| 2 21 0 0 1650 65.500 0.86 18.54 0 0 0| 0 431 0 0 1700 33.000 29.000 0.58 18.14 33.000 33.000 0 0 1| 0 77 0 0 1750 12.500 10.000 0.27 18.98 12.500 S 12.500 S 0 0 4| 10 113 0 0 1800 2.500 0.09 19.60 0 0 0| 0 6 0 0 1850 0.500 0.02 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 5| 12 2,167 0 0 Indicative a-t-m Vol 19.63 Underlying Price 1761.000 Time to expiry: 39 Days Oct 10 363.500 0.98 33.75 0 0 0| 0 0 0 0 1400 265.000 0.96 28.85 0 0 0| 0 0 0 0 1500 168.000 0.91 22.57 0 0 0| 0 0 0 0 1600 125.500 0.82 22.73 0 0 0| 0 0 0 0 1650 84.500 0.71 20.49 0 0 0| 0 31 0 0 1700 52.000 52.500 0.56 19.87 52.000 S 52.000 S 0 0 2| 0 22 0 0 1750 26.000 28.000 0.38 18.78 29.500 26.000 0 0 338| 0 24 0 0 1800 5.500 0.11 18.03 0 0 0| 0 0 0 0 1900 1.000 0.02 18.86 0 0 0| 0 0 0 0 2000 Total 0 0 340| 0 77 0 0 Indicative a-t-m Vol 20.74 Underlying Price 1761.000 Time to expiry: 74 Days Nov 10 365.000 0.97 30.70 0 0 0| 0 0 0 0 1400 269.000 0.93 27.74 0 0 0| 0 0 0 0 1500 177.500 0.85 24.16 0 0 0| 0 0 0 0 1600 136.500 0.77 23.20 0 0 0| 0 0 0 0 1650 100.000 0.67 22.34 0 0 0| 0 0 0 0 1700 67.500 0.55 21.00 0 0 0| 0 0 0 0 1750 41.000 41.500 0.41 19.82 41.000 S 41.000 S 0 0 1| 0 7 0 0 1800 13.000 13.000 0.18 18.79 13.000 13.000 0 0 14| 0 0 0 0 1900 3.500 0.06 19.07 0 0 0| 0 0 0 0 2000 Total 0 0 15| 0 7 0 0 Indicative a-t-m Vol 21.14 Underlying Price 1761.000 Time to expiry: 102 Days Dec 10 762.500 1.00 48.73 0 0 0| 0 0 0 0 1000 563.000 0.99 36.42 0 0 0| 0 0 0 0 1200 367.000 0.96 30.70 0 0 0| 0 0 0 0 1400 271.500 0.91 27.11 0 0 0| 0 0 0 0 1500 Equity Options 19:50 Business Day Mon 6 Sep 2010 Previous Business Day Fri 3 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 | 183.500 0.81 24.57 0 0 0| 0 30 0 0 1600 107.500 0.65 22.35 0 0 0| 0 168 0 0 1700 53.500 51.500 0.42 20.36 53.500 53.500 0 0 10| 0 378 0 0 1800 20.500 0.22 19.32 0 0 0| 0 98 0 0 1900 8.500 7.000 0.09 18.92 9.000 8.500 0 0 53| 0 332 0 0 2000 CAB 0.00 16.76 0 0 0| 0 10 0 0 2200 CAB 0.00 15.69 0 0 0| 0 10 0 0 2400 CAB 0.00 14.82 0 0 0| 0 0 0 0 2800 Total 0 0 63| 0 1,026 0 0 Indicative a-t-m Vol 21.93 Underlying Price 1761.000 Time to expiry: 193 Days Mar 11 372.000 0.92 29.90 0 0 0| 0 0 0 0 1400 281.000 0.86 27.23 0 0 0| 0 10 0 0 1500 199.000 0.75 25.03 0 0 0| 0 10 0 0 1600 128.500 0.60 22.84 0 0 0| 0 10 0 0 1700 75.500 0.44 21.35 0 0 0| 0 204 0 0 1800 40.500 0.28 20.34 0 0 0| 0 43 0 0 1900 21.000 0.17 20.06 0 0 0| 0 129 0 0 2000 4.500 0.05 19.59 0 0 0| 0 0 0 0 2200 1.500 0.02 20.93 0 0 0| 0 30 0 0 2400 Total 0 0 0| 0 436 0 0 Indicative a-t-m Vol 22.55 Underlying Price 1761.000 Time to expiry: 284 Days Jun 11 566.500 0.97 35.74 0 0 0| 0 0 0 0 1200 377.000 0.90 29.70 0 0 0| 0 55 0 0 1400 289.500 0.82 27.21 0 0 0| 0 90 0 0 1500 211.500 0.71 25.28 0 0 0| 0 40 0 0 1600 144.500 0.59 23.28 0 0 0| 0 10 0 0 1700 93.500 0.45 22.09 0 0 0| 0 19 0 0 1800 58.000 0.32 21.33 0 0 0| 0 3 0 0 1900 33.500 0.21 20.57 0 0 0| 2 207 +2 0 2000 5.000 0.04 21.63 0 0 0| 0 0 0 0 2400 Total 0 0 0| 2 424 +2 0 Indicative a-t-m Vol 25.01 Underlying Price 1761.000 Time to expiry: 466 Days Dec 11 568.000 0.96 34.80 0 0 0| 0 0 0 0 1200 379.000 0.88 28.12 0 0 0| 0 0 0 0 1400 231.500 0.67 26.04 0 0 0| 0 0 0 0 1600 131.500 0.47 24.76 0 0 0| 0 0 0 0 1800 62.000 0.28 22.72 0 0 0| 0 0 0 0 2000 13.500 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 26.64 Underlying Price 1761.000 Time to expiry: 648 Days Jun 12 391.500 0.83 30.00 0 0 0| 0 0 0 0 1400 259.500 0.65 28.43 0 0 0| 0 0 0 0 1600 158.000 0.48 26.21 0 0 0| 0 0 0 0 1800 88.000 0.32 24.27 0 0 0| 0 0 0 0 2000 Total 0 0 0| 0 0 0 0 Equity Options 19:50 Business Day Mon 6 Sep 2010 Previous Business Day Fri 3 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 26.83 Underlying Price 1761.000 Time to expiry: 837 Days Dec 12 396.000 0.81 30.40 0 0 0| 0 0 0 0 1400 270.500 0.64 28.65 0 0 0| 0 0 0 0 1600 171.500 0.48 26.39 0 0 0| 0 0 0 0 1800 100.500 0.34 24.33 0 0 0| 0 0 0 0 2000 40.500 0.17 23.98 0 0 0| 0 0 0 0 2400 Total 0 0 0| 0 0 0 0 Total Calls 0 0 423| 14 4,137 +2 0 | Equity Options 19:50 Business Day Mon 6 Sep 2010 Previous Business Day Fri 3 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 19.09 Underlying Price 1761.000 Time to expiry: 11 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 CAB 0.00 25.78 0 0 0| 0 5 0 0 1550 0.500 0.500 -0.01 24.40 0.500 S 0.500 S 0 0 4| 0 391 0 0 1600 3.000 1.500 -0.05 21.91 3.000 3.000 0 0 2| 0 57 0 0 1650 6.500 6.000 -0.17 20.67 6.500 6.500 0 0 1| 0 189 0 0 1700 19.500 -0.42 19.32 0 0 0| 0 53 0 0 1750 51.000 48.000 -0.74 18.27 51.000 51.000 0 0 2| 0 95 0 0 1800 91.000 -0.92 19.49 0 0 0| 0 0 0 0 1850 139.500 -0.98 20.38 0 0 0| 0 33 0 0 1900 239.000 -1.00 21.20 0 0 0| 0 20 0 0 2000 439.000 -1.00 26.64 0 0 0| 0 0 0 0 2200 639.000 -1.00 33.02 0 0 0| 0 2 0 0 2400 Total 0 0 9| 0 2,337 0 0 Indicative a-t-m Vol 19.04 Underlying Price 1761.000 Time to expiry: 39 Days Oct 10 2.500 -0.03 38.45 0 0 0| 0 0 0 0 1400 3.500 -0.05 30.02 0 0 0| 0 25 0 0 1500 7.000 -0.10 24.05 0 0 0| 0 30 0 0 1600 12.000 13.500 -0.18 22.55 12.000 12.000 0 0 2| 0 23 0 0 1650 23.000 -0.29 21.00 0 0 0| 0 21 0 0 1700 43.500 39.000 -0.44 19.21 43.500 S 43.500 S 0 0 2| 0 5 0 0 1750 65.000 -0.63 18.43 0 0 0| 0 19 0 0 1800 142.500 -0.91 17.13 0 0 0| 0 0 0 0 1900 239.000 -1.00 14.30 0 0 0| 0 0 0 0 2000 Total 0 0 4| 0 123 0 0 Indicative a-t-m Vol 19.92 Underlying Price 1761.000 Time to expiry: 74 Days Nov 10 5.000 -0.05 30.07 0 0 0| 0 1 0 0 1400 11.500 10.500 -0.10 26.75 11.500 11.500 0 0 1| 0 1 0 0 1500 21.500 23.000 -0.21 23.74 22.000 S 21.500 S 0 0 5| 0 4 0 0 1600 34.000 -0.29 22.46 0 0 0| 0 0 0 0 1650 48.500 -0.39 21.03 0 0 0| 0 0 0 0 1700 70.500 -0.52 20.15 0 0 0| 0 1 0 0 1750 98.000 -0.65 19.12 0 0 0| 0 0 0 0 1800 174.000 -0.85 18.31 0 0 0| 0 0 0 0 1900 265.000 -0.97 16.15 0 0 0| 0 0 0 0 2000 Total 0 0 6| 0 7 0 0 Indicative a-t-m Vol 20.62 Underlying Price 1761.000 Time to expiry: 102 Days Dec 10 2.000 -0.01 48.99 0 0 0| 0 20 0 0 1000 4.000 -0.03 38.09 0 0 0| 0 147 0 0 1200 10.000 -0.08 30.06 0 0 0| 0 1,057 0 0 1400 18.000 -0.13 26.89 0 0 0| 0 25 0 0 1500 33.500 -0.24 24.14 0 0 0| 0 391 0 0 1600 Equity Options 19:50 Business Day Mon 6 Sep 2010 Previous Business Day Fri 3 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 | 63.500 61.500 -0.40 21.65 63.500 63.500 0 0 1| 2 255 -1 0 1700 110.500 -0.61 19.97 0 0 0| 0 342 0 0 1800 182.500 -0.80 19.24 0 0 0| 0 55 0 0 1900 268.500 -0.93 17.88 0 0 0| 0 70 0 0 2000 463.500 -1.00 17.45 0 0 0| 0 10 0 0 2200 663.000 -1.00 18.17 0 0 0| 0 0 0 0 2400 1062.500 -1.00 22.80 0 0 0| 0 0 0 0 2800 Total 0 0 1| 2 2,372 -1 0 Indicative a-t-m Vol 21.29 Underlying Price 1761.000 Time to expiry: 193 Days Mar 11 28.000 -0.14 28.43 0 0 0| 0 102 0 0 1400 44.000 -0.21 26.27 0 0 0| 0 28 0 0 1500 69.000 66.000 -0.31 23.78 69.000 69.000 0 0 1| 0 264 0 0 1600 103.500 -0.45 22.25 0 0 0| 0 76 0 0 1700 154.000 -0.60 20.67 0 0 0| 0 80 0 0 1800 222.500 -0.74 19.86 0 0 0| 0 43 0 0 1900 303.000 -0.85 19.01 0 0 0| 0 99 0 0 2000 487.000 -0.98 16.24 0 0 0| 0 0 0 0 2200 685.500 -1.00 13.88 0 0 0| 0 85 0 0 2400 Total 0 0 1| 0 777 0 0 Indicative a-t-m Vol 21.67 Underlying Price 1761.000 Time to expiry: 284 Days Jun 11 22.000 -0.09 32.07 0 0 0| 0 507 0 0 1200 47.500 -0.19 27.72 0 0 0| 0 236 0 0 1400 69.500 -0.26 25.92 0 0 0| 14 1 -14 0 1500 97.000 -0.36 23.80 0 0 0| 7 83 0 0 1600 139.000 139.000 -0.47 22.50 139.000 139.000 0 0 10| 0 64 0 0 1700 191.500 -0.60 21.14 0 0 0| 0 70 0 0 1800 260.000 -0.71 20.47 0 0 0| 0 0 0 0 1900 337.000 -0.81 19.65 0 0 0| 0 27 0 0 2000 708.500 -0.99 17.10 0 0 0| 0 0 0 0 2400 Total 0 0 10| 21 988 -14 0 Indicative a-t-m Vol 24.76 Underlying Price 1761.000 Time to expiry: 466 Days Dec 11 57.000 -0.15 33.04 0 0 0| 0 0 0 0 1200 98.500 -0.26 28.97 0 0 0| 0 0 0 0 1400 168.000 -0.41 26.14 0 0 0| 0 0 0 0 1600 274.500 -0.58 24.42 0 0 0| 0 0 0 0 1800 413.000 -0.74 23.05 0 0 0| 0 0 0 0 2000 763.500 -0.91 22.54 0 0 0| 0 0 0 0 2400 Total 0 0 0| 0 0 0 0 Indicative a-t-m Vol 26.67 Underlying Price 1761.000 Time to expiry: 648 Days Jun 12 146.500 -0.30 29.77 0 0 0| 0 0 0 0 1400 235.000 -0.42 28.34 0 0 0| 0 0 0 0 1600 342.000 -0.56 26.27 0 0 0| 0 0 0 0 1800 471.500 -0.71 23.95 0 0 0| 0 0 0 0 2000 Total 0 0 0| 0 0 0 0 Equity Options 19:50 Business Day Mon 6 Sep 2010 Previous Business Day Fri 3 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 27.09 Underlying Price 1761.000 Time to expiry: 837 Days Dec 12 199.000 -0.32 31.29 0 0 0| 0 0 0 0 1400 284.000 -0.44 28.61 0 0 0| 0 0 0 0 1600 394.500 -0.56 26.72 0 0 0| 0 0 0 0 1800 522.500 -0.69 24.47 0 0 0| 0 0 0 0 2000 851.500 -0.85 23.26 0 0 0| 0 0 0 0 2400 Total 0 0 0| 0 0 0 0 Total Puts 0 0 31| 23 6,604 -15 0 Grand Total 0 0 454| 4,657 15,361 -13 0 Equity Options 19:50 Business Day Mon 6 Sep 2010 Previous Business Day Fri 3 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 19.76 Underlying Price 1827.000 Time to expiry: 11 Days Sep 10 427.500 1.00 33.68 0 0 0| 0 0 0 0 1400 327.500 1.00 28.69 0 0 0| 0 0 0 0 1500 227.500 1.00 26.61 0 0 0| 0 0 0 0 1600 177.500 0.99 25.30 0 0 0| 0 0 0 0 1650 129.000 0.95 24.27 0 0 0| 0 10 0 0 1700 82.500 0.86 22.12 0 0 0| 0 0 0 0 1750 42.500 0.67 20.41 0 0 0| 0 0 0 0 1800 16.000 16.000 0.37 19.20 16.000 16.000 0 0 10| 0 11 0 0 1850 4.000 0.13 18.89 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 10| 0 1,306 0 0 Indicative a-t-m Vol 21.29 Underlying Price 1827.000 Time to expiry: 102 Days Dec 10 432.000 0.97 32.21 0 0 0| 0 0 0 0 1400 335.500 0.94 28.98 0 0 0| 0 0 0 0 1500 242.000 0.88 25.66 0 0 0| 0 0 0 0 1600 160.000 0.75 24.10 0 0 0| 0 8 0 0 1700 89.500 0.57 21.70 0 0 0| 0 10 0 0 1800 43.000 42.500 0.36 20.17 43.000 43.000 0 0 20| 0 112 0 0 1900 17.000 0.18 19.41 0 0 0| 0 163 0 0 2000 1.500 0.02 18.40 0 0 0| 0 25 0 0 2200 CAB 0.00 18.73 0 0 0| 0 0 0 0 2400 Total 0 0 20| 0 318 0 0 Indicative a-t-m Vol 21.77 Underlying Price 1827.000 Time to expiry: 193 Days Mar 11 435.500 0.94 30.72 0 0 0| 0 0 0 0 1400 342.000 0.90 27.95 0 0 0| 0 0 0 0 1500 255.000 0.81 25.73 0 0 0| 0 0 0 0 1600 178.500 0.69 24.01 0 0 0| 0 20 0 0 1700 113.500 0.55 22.13 0 0 0| 0 10 0 0 1800 66.000 0.39 20.80 0 0 0| 0 0 0 0 1900 34.500 0.25 19.79 0 0 0| 0 29 0 0 2000 0.500 0.01 17.16 0 0 0| 0 0 0 0 2400 Total 0 0 0| 0 59 0 0 Total Calls 0 0 30| 0 1,683 0 0 | Equity Options 19:50 Business Day Mon 6 Sep 2010 Previous Business Day Fri 3 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 19.75 Underlying Price 1827.000 Time to expiry: 11 Days Sep 10 CAB 0.00 43.79 0 0 0| 0 50 0 0 1400 CAB 0.00 35.44 0 0 0| 0 30 0 0 1500 CAB -0.01 30.44 0 0 0| 0 350 0 0 1600 0.500 -0.02 27.93 0 0 0| 0 10 0 0 1650 2.000 -0.05 25.01 0 0 0| 0 20 0 0 1700 6.000 -0.15 23.34 0 0 0| 0 16 0 0 1750 16.000 -0.34 20.84 0 0 0| 0 51 0 0 1800 38.000 -0.64 18.83 0 0 0| 0 0 0 0 1850 77.500 -0.86 19.75 0 0 0| 0 0 0 0 1900 173.500 -0.98 24.00 0 0 0| 0 0 0 0 2000 373.000 -1.00 29.60 0 0 0| 0 0 0 0 2200 573.000 -1.00 30.44 0 0 0| 0 0 0 0 2400 Total 0 0 0| 0 527 0 0 Indicative a-t-m Vol 21.98 Underlying Price 1827.000 Time to expiry: 102 Days Dec 10 9.000 -0.06 33.06 0 0 0| 0 10 0 0 1400 15.000 -0.10 29.59 0 0 0| 0 10 0 0 1500 25.000 -0.17 26.20 0 0 0| 0 10 0 0 1600 45.000 -0.29 23.78 0 0 0| 0 33 0 0 1700 82.000 -0.47 22.31 0 0 0| 0 10 0 0 1800 138.000 -0.66 21.08 0 0 0| 0 10 0 0 1900 212.000 -0.82 20.05 0 0 0| 0 0 0 0 2000 398.500 -0.95 22.24 0 0 0| 0 0 0 0 2200 597.000 -0.97 27.95 0 0 0| 0 0 0 0 2400 Total 0 0 0| 0 83 0 0 Indicative a-t-m Vol 21.85 Underlying Price 1827.000 Time to expiry: 193 Days Mar 11 24.000 -0.11 30.35 0 0 0| 0 0 0 0 1400 35.500 -0.17 27.80 0 0 0| 0 10 0 0 1500 54.000 -0.25 25.64 0 0 0| 0 20 0 0 1600 83.000 -0.36 23.93 0 0 0| 0 10 0 0 1700 123.000 -0.49 22.17 0 0 0| 0 0 0 0 1800 178.500 -0.63 21.00 0 0 0| 0 0 0 0 1900 247.500 -0.77 19.78 0 0 0| 0 0 0 0 2000 616.000 -0.97 20.46 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 0 30| 1,740 4,073 0 0 Equity Options 19:50 Business Day Mon 6 Sep 2010 Previous Business Day Fri 3 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 21.94 Underlying Price 127.200 Time to expiry: 11 Days Sep 10 27.250 1.00 44.80 0 0 0| 0 0 0 0 100 17.250 1.00 31.04 0 0 0| 0 0 0 0 110 12.250 0.99 25.57 0 0 0| 0 0 0 0 115 7.500 0.92 23.88 0 0 0| 0 0 0 0 120 3.250 0.68 22.13 0 0 0| 0 0 0 0 125 1.000 0.30 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 0.01 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 23.22 Underlying Price 127.200 Time to expiry: 39 Days Oct 10 27.250 1.00 15.80 0 0 0| 0 0 0 0 100 17.500 0.96 25.78 0 0 0| 0 0 0 0 110 13.000 0.88 26.61 0 0 0| 0 0 0 0 115 8.500 0.78 24.21 0 0 0| 0 0 0 0 120 5.250 0.61 23.78 0 0 0| 0 0 0 0 125 2.750 0.41 22.86 0 0 0| 0 87 0 0 130 0.500 0.15 16.51 0 0 0| 0 0 0 0 135 CAB 0.04 16.51 0 0 0| 0 0 0 0 140 CAB 0.00 18.88 0 0 0| 0 0 0 0 150 CAB 0.00 18.88 0 0 0| 0 0 0 0 160 Total 0 0 0| 0 87 0 0 Indicative a-t-m Vol 22.58 Underlying Price 127.200 Time to expiry: 74 Days Nov 10 27.500 0.98 26.90 0 0 0| 0 0 0 0 100 18.000 0.91 25.32 0 0 0| 0 0 0 0 110 14.000 0.82 26.14 0 0 0| 0 0 0 0 115 10.000 0.72 24.85 0 0 0| 0 0 0 0 120 6.500 0.59 23.27 0 0 0| 0 0 0 0 125 4.000 0.44 22.12 0 0 0| 0 10,008 +10,000 0 130 0.750 0.15 19.10 0 0 0| 0 0 0 0 140 CAB 0.01 15.38 0 0 0| 0 0 0 0 150 Total 0 0 0| 0 10,008 +10,000 0 Indicative a-t-m Vol 23.13 Underlying Price 127.200 Time to expiry: 102 Days Dec 10 27.750 0.96 28.12 0 0 0| 0 150 0 0 100 18.750 0.87 26.88 0 0 0| 0 0 0 0 110 10.750 0.71 23.71 0 0 0| 0 0 0 0 120 5.000 0.46 22.98 0 0 0| 0 351 0 0 130 1.250 0.19 19.25 0 0 0| 0 250 0 0 140 CAB 0.03 15.70 0 0 0| 0 0 0 0 150 CAB 0.00 11.10 0 0 0| 0 0 0 0 160 Total 0 0 0| 0 751 0 0 Equity Options 19:50 Business Day Mon 6 Sep 2010 Previous Business Day Fri 3 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 21.91 Underlying Price 127.200 Time to expiry: 193 Days Mar 11 28.250 0.94 25.68 0 0 0| 0 50 0 0 100 19.500 0.84 24.22 0 0 0| 0 1 0 0 110 11.750 0.69 22.67 0 0 0| 0 0 0 0 120 6.250 0.48 21.72 0 0 0| 0 75 0 0 130 2.750 0.28 20.94 0 0 0| 0 54 0 0 140 1.000 0.13 20.42 0 0 0| 0 0 0 0 150 0.500 0.06 20.78 0 0 0| 0 0 0 0 160 Total 0 0 0| 0 180 0 0 Total Calls 0 0 0| 0 11,132 +10,000 0 | Equity Options 19:50 Business Day Mon 6 Sep 2010 Previous Business Day Fri 3 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 18.39 Underlying Price 127.200 Time to expiry: 11 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 -0.01 23.34 0 0 0| 0 0 0 0 115 CAB -0.05 19.59 0 0 0| 0 500 0 0 120 0.750 -0.30 18.85 0 0 0| 0 370 0 0 125 3.500 -0.74 18.08 0 0 0| 0 173 0 0 130 8.000 -0.95 20.23 0 0 0| 0 0 0 0 135 12.750 -1.00 21.30 0 0 0| 0 13 0 0 140 22.750 -1.00 22.38 0 0 0| 0 0 0 0 150 32.750 -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 23.43 Underlying Price 127.200 Time to expiry: 39 Days Oct 10 CAB -0.01 34.51 0 0 0| 0 0 0 0 100 0.250 -0.06 29.98 0 0 0| 0 0 0 0 110 0.750 -0.12 27.64 0 0 0| 0 0 0 0 115 1.500 -0.23 25.55 0 0 0| 0 130 0 0 120 3.000 -0.39 24.16 0 0 0| 0 50 0 0 125 4.750 5.500 -0.60 22.95 4.750 4.750 0 0 2| 0 0 0 0 130 9.000 -0.77 22.99 0 0 0| 0 0 0 0 135 13.250 -0.88 23.92 0 0 0| 0 0 0 0 140 23.000 -0.96 28.47 0 0 0| 0 0 0 0 150 33.000 -0.97 37.20 0 0 0| 0 0 0 0 160 Total 0 0 2| 0 180 0 0 Indicative a-t-m Vol 23.94 Underlying Price 127.200 Time to expiry: 74 Days Nov 10 0.250 -0.04 32.28 0 0 0| 0 0 0 0 100 1.000 -0.11 28.00 0 0 0| 0 0 0 0 110 1.500 -0.18 26.33 0 0 0| 0 0 0 0 115 2.750 -0.28 25.25 0 0 0| 0 0 0 0 120 4.500 -0.41 24.27 0 0 0| 0 0 0 0 125 7.000 -0.56 23.73 0 0 0| 0 0 0 0 130 14.000 -0.81 22.65 0 0 0| 0 0 0 0 140 23.000 -0.94 23.32 0 0 0| 0 0 0 0 150 Total 0 0 0| 0 0 0 0 Indicative a-t-m Vol 23.48 Underlying Price 127.200 Time to expiry: 102 Days Dec 10 0.250 -0.03 24.24 0 0 0| 0 210 0 0 100 1.250 -0.13 25.64 0 0 0| 0 698 0 0 110 3.500 -0.30 24.80 0 0 0| 0 868 0 0 120 7.750 -0.54 23.15 0 0 0| 0 613 0 0 130 14.500 -0.77 22.22 0 0 0| 0 18 0 0 140 23.250 -0.91 23.01 0 0 0| 0 0 0 0 150 33.000 -0.95 25.57 0 0 0| 0 0 0 0 160 Total 0 0 0| 0 2,407 0 0 Equity Options 19:50 Business Day Mon 6 Sep 2010 Previous Business Day Fri 3 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 20.45 Underlying Price 127.200 Time to expiry: 193 Days Mar 11 1.750 -0.13 26.56 0 0 0| 0 91 0 0 100 3.500 -0.25 24.00 0 0 0| 0 205 0 0 110 7.000 -0.42 22.84 0 0 0| 0 403 0 0 120 11.750 -0.64 19.85 0 0 0| 0 171 0 0 130 19.500 -0.80 20.20 0 0 0| 0 8 0 0 140 28.000 -0.95 16.92 0 0 0| 0 0 0 0 150 37.750 -0.99 14.45 0 0 0| 0 0 0 0 160 Total 0 0 0| 0 878 0 0 Total Puts 0 0 2| 0 4,982 0 0 Grand Total 0 0 2| 2,520 18,634 +10,000 0 Equity Options 19:50 Business Day Mon 6 Sep 2010 Previous Business Day Fri 3 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 21.27 Underlying Price 1945.500 Time to expiry: 11 Days Sep 10 546.000 1.00 52.69 0 0 0| 0 0 0 0 1400 346.000 1.00 38.96 0 0 0| 0 0 0 0 1600 246.500 0.99 34.03 0 0 0| 0 0 0 0 1700 197.000 0.97 31.09 0 0 0| 0 0 0 0 1750 149.000 0.93 29.19 0 0 0| 0 3 0 0 1800 102.000 0.87 25.72 0 0 0| 0 14 0 0 1850 60.500 0.72 23.28 0 0 0| 0 125 0 0 1900 28.000 0.49 21.09 0 0 0| 0 5 0 0 1950 8.500 0.22 19.19 0 0 0| 0 60 0 0 2000 0.500 0.02 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| 0 248 0 0 Indicative a-t-m Vol 25.03 Underlying Price 1945.500 Time to expiry: 102 Days Dec 10 364.500 0.90 32.25 0 0 0| 0 0 0 0 1600 276.000 0.84 29.69 0 0 0| 0 0 0 0 1700 196.500 0.73 27.68 0 0 0| 0 20 0 0 1800 127.500 0.60 25.70 0 0 0| 0 17 0 0 1900 74.500 0.44 24.25 0 0 0| 0 128 0 0 2000 17.000 0.15 21.98 0 0 0| 0 110 0 0 2200 2.500 0.03 20.82 0 0 0| 0 23 0 0 2400 Total 0 0 0| 0 298 0 0 Indicative a-t-m Vol 25.52 Underlying Price 1945.500 Time to expiry: 193 Days Mar 11 384.500 0.84 31.12 0 0 0| 0 0 0 0 1600 304.000 0.77 29.42 0 0 0| 0 0 0 0 1700 230.500 0.69 27.69 0 0 0| 0 1 0 0 1800 166.500 0.58 26.10 0 0 0| 0 12 0 0 1900 114.000 0.47 24.83 0 0 0| 0 10 0 0 2000 45.500 0.25 23.04 0 0 0| 0 0 0 0 2200 15.000 0.11 22.03 0 0 0| 0 5 0 0 2400 Total 0 0 0| 0 28 0 0 Total Calls 0 0 0| 0 574 0 0 | Equity Options 19:50 Business Day Mon 6 Sep 2010 Previous Business Day Fri 3 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 21.79 Underlying Price 1945.500 Time to expiry: 11 Days Sep 10 CAB 0.00 47.23 0 0 0| 0 26 0 0 1400 CAB 0.00 41.87 0 0 0| 0 211 0 0 1600 0.500 -0.01 34.85 0 0 0| 0 37 0 0 1700 1.500 -0.03 32.05 0 0 0| 0 0 0 0 1750 2.500 -0.06 27.68 0 0 0| 1 44 0 0 1800 5.500 -0.13 24.94 0 0 0| 0 52 0 0 1850 14.500 -0.28 23.30 0 0 0| 0 1,180 0 0 1900 32.500 -0.51 21.66 0 0 0| 0 20 0 0 1950 62.000 -0.79 18.92 0 0 0| 0 25 0 0 2000 155.000 -0.98 20.56 0 0 0| 0 10 0 0 2100 254.500 -1.00 23.03 0 0 0| 0 3 0 0 2200 454.500 -1.00 23.25 0 0 0| 0 0 0 0 2400 Total 0 0 0| 1 1,608 0 0 Indicative a-t-m Vol 24.93 Underlying Price 1945.500 Time to expiry: 102 Days Dec 10 20.000 -0.11 32.09 0 0 0| 0 53 0 0 1600 33.000 -0.18 29.92 0 0 0| 0 305 0 0 1700 55.000 -0.28 27.78 0 0 0| 0 41 0 0 1800 87.000 -0.42 25.59 0 0 0| 0 271 0 0 1900 135.500 -0.57 24.16 0 0 0| 0 69 0 0 2000 280.000 -0.85 21.95 0 0 0| 0 22 0 0 2200 465.000 -0.97 20.61 0 0 0| 0 10 0 0 2400 Total 0 0 0| 0 771 0 0 Indicative a-t-m Vol 25.40 Underlying Price 1945.500 Time to expiry: 193 Days Mar 11 43.000 -0.17 30.93 0 0 0| 0 10 0 0 1600 63.000 -0.23 29.34 0 0 0| 0 52 0 0 1700 89.500 -0.32 27.54 0 0 0| 0 17 0 0 1800 125.500 -0.42 25.92 0 0 0| 0 23 0 0 1900 173.500 -0.53 24.79 0 0 0| 0 10 0 0 2000 305.000 -0.75 22.94 0 0 0| 0 5 0 0 2200 474.500 -0.91 21.61 0 0 0| 0 0 0 0 2400 Total 0 0 0| 0 117 0 0 Total Puts 0 0 0| 1 2,496 0 0 Grand Total 0 0 0| 1,561 4,630 0 0 Equity Options 19:50 Business Day Mon 6 Sep 2010 Previous Business Day Fri 3 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 252.500 Time to expiry: 11 Days Sep 10 52.750 0.99 59.65 0 0 0| 0 0 0 0 200 42.750 0.97 56.02 0 0 0| 0 0 0 0 210 32.750 0.96 44.09 0 0 0| 0 18 0 0 220 27.750 0.97 35.14 0 0 0| 0 0 0 0 225 22.750 0.97 28.76 0 0 0| 0 9 0 0 230 17.750 0.95 23.94 0 0 0| 0 0 0 0 235 13.000 0.89 22.99 0 0 0| 0 5 0 0 240 8.750 0.80 20.63 0 0 0| 0 0 0 0 245 5.000 0.62 20.31 0 0 0| 0 16 0 0 250 1.250 0.23 21.60 0 0 0| 0 26 0 0 260 CAB 0.01 23.58 0 0 0| 0 0 0 0 280 CAB 0.00 24.43 0 0 0| 0 0 0 0 300 CAB 0.00 34.36 0 0 0| 0 0 0 0 320 Total 0 0 0| 0 74 0 0 Indicative a-t-m Vol 21.62 Underlying Price 252.500 Time to expiry: 102 Days Dec 10 53.500 0.96 26.67 0 0 0| 0 0 0 0 200 44.500 0.91 27.17 0 0 0| 0 0 0 0 210 35.750 0.86 26.46 0 0 0| 0 0 0 0 220 27.250 0.79 24.66 0 0 0| 0 20 0 0 230 19.750 0.69 23.40 0 0 0| 0 0 0 0 240 8.000 0.42 20.66 0 0 0| 0 1,540 0 0 260 2.250 0.17 19.35 0 0 0| 0 31 0 0 280 0.750 0.05 25.62 0 0 0| 0 0 0 0 320 Total 0 0 0| 0 1,591 0 0 Indicative a-t-m Vol 23.27 Underlying Price 252.500 Time to expiry: 193 Days Mar 11 55.500 0.90 29.63 0 0 0| 0 0 0 0 200 46.750 0.86 28.52 0 0 0| 0 0 0 0 210 38.250 0.81 26.99 0 0 0| 0 0 0 0 220 30.500 0.74 25.82 0 0 0| 0 0 0 0 230 23.500 0.66 24.73 0 0 0| 0 1 0 0 240 12.250 0.46 22.48 0 0 0| 0 0 0 0 260 5.500 0.26 21.44 0 0 0| 0 0 0 0 280 1.500 0.08 23.44 0 0 0| 0 0 0 0 320 Total 0 0 0| 0 1 0 0 Total Calls 0 0 0| 0 1,666 0 0 | Equity Options 19:50 Business Day Mon 6 Sep 2010 Previous Business Day Fri 3 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 252.500 Time to expiry: 11 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 0.00 29.55 0 0 0| 0 20 0 0 220 CAB -0.01 29.16 0 0 0| 0 0 0 0 225 CAB -0.02 25.62 0 0 0| 0 499 0 0 230 0.250 -0.04 22.54 0 0 0| 0 0 0 0 235 0.500 -0.10 22.84 0 0 0| 0 10 0 0 240 1.250 -0.21 21.68 0 0 0| 0 0 0 0 245 2.750 -0.39 21.39 0 0 0| 0 20 0 0 250 8.750 -0.76 21.93 0 0 0| 0 0 0 0 260 27.500 -0.99 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 21.77 Underlying Price 252.500 Time to expiry: 102 Days Dec 10 1.000 -0.06 29.99 0 0 0| 0 0 0 0 200 1.750 -0.09 28.50 0 0 0| 0 0 0 0 210 3.000 -0.15 26.79 0 0 0| 0 26 0 0 220 4.500 -0.22 25.10 0 0 0| 0 15 0 0 230 6.750 -0.31 23.36 0 0 0| 0 18 0 0 240 15.250 -0.58 20.91 0 0 0| 0 3 0 0 260 29.500 -0.83 19.61 0 0 0| 0 0 0 0 280 67.750 -0.97 23.77 0 0 0| 0 0 0 0 320 Total 0 0 0| 0 62 0 0 Indicative a-t-m Vol 22.81 Underlying Price 252.500 Time to expiry: 193 Days Mar 11 4.000 -0.13 29.28 0 0 0| 0 0 0 0 200 5.500 -0.18 28.31 0 0 0| 0 0 0 0 210 7.500 -0.24 26.83 0 0 0| 0 5 0 0 220 10.000 -0.31 25.24 0 0 0| 0 0 0 0 230 13.500 -0.39 24.21 0 0 0| 0 0 0 0 240 23.250 -0.59 22.06 0 0 0| 0 0 0 0 260 37.000 -0.77 20.80 0 0 0| 0 0 0 0 280 73.000 -0.94 21.51 0 0 0| 0 0 0 0 320 Total 0 0 0| 0 5 0 0 Total Puts 0 0 0| 0 650 0 0 Grand Total 0 0 0| 1,740 4,056 0 0 Equity Options 19:50 Business Day Mon 6 Sep 2010 Previous Business Day Fri 3 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 31.04 Underlying Price 371.800 Time to expiry: 11 Days Sep 10 92.000 1.00 57.26 0 0 0| 0 0 0 0 280 72.000 1.00 45.62 0 0 0| 0 34 0 0 300 62.000 0.99 39.80 0 0 0| 0 0 0 0 310 52.000 0.99 34.78 0 0 0| 0 160 0 0 320 42.000 0.98 32.51 0 0 0| 0 132 0 0 330 32.250 0.95 31.21 0 0 0| 5 2,155 -13 0 340 24.250 23.250 0.87 30.78 25.000 24.250 S 0 0 10| 0 273 0 0 350 14.750 0.75 28.04 0 0 0| 0 411 0 0 360 8.250 9.250 0.55 30.78 8.250 8.250 0 0 30| 43 23 +23 0 370 4.500 5.250 0.37 32.08 4.500 4.500 0 0 50| 20 4,178 0 0 380 1.750 0.15 36.84 0 0 0| 0 1,978 0 0 400 0.500 0.05 40.30 0 0 0| 0 0 0 0 420 Total 0 0 90| 68 9,344 +10 0 Indicative a-t-m Vol 29.28 Underlying Price 371.800 Time to expiry: 39 Days Oct 10 72.000 0.99 27.05 0 0 0| 0 0 0 0 300 52.750 0.95 27.94 0 0 0| 0 0 0 0 320 43.500 0.91 28.25 0 0 0| 0 14 0 0 330 34.750 0.85 27.11 0 0 0| 0 20 0 0 340 27.500 0.76 28.74 0 0 0| 0 0 0 0 350 20.500 0.66 28.01 0 0 0| 55 62 +55 0 360 15.250 0.54 29.07 0 0 0| 45 45 +45 0 370 11.250 0.44 30.13 0 0 0| 0 533 0 0 380 6.250 0.27 32.51 0 0 0| 50 1,159 +50 0 400 3.250 0.16 34.50 0 0 0| 0 140 0 0 420 Total 0 0 0| 150 1,973 +150 0 Indicative a-t-m Vol 29.11 Underlying Price 371.800 Time to expiry: 74 Days Nov 10 54.750 0.90 28.44 0 0 0| 0 0 0 0 320 38.500 0.78 28.61 0 0 0| 0 0 0 0 340 31.000 0.71 27.79 0 0 0| 0 0 0 0 350 24.750 0.63 27.99 0 0 0| 0 0 0 0 360 20.000 0.55 28.94 0 0 0| 0 15 0 0 370 15.750 16.000 0.46 29.75 17.250 15.750 0 0 41| 78 115 +78 0 380 10.000 0.33 31.10 0 0 0| 0 25 0 0 400 5.500 6.250 0.22 32.17 5.500 5.500 0 0 15| 0 126 0 0 420 Total 0 0 56| 78 281 +78 0 Indicative a-t-m Vol 28.83 Underlying Price 371.800 Time to expiry: 102 Days Dec 10 92.500 0.98 30.29 0 0 0| 0 0 0 0 280 73.250 0.95 28.55 0 0 0| 0 0 0 0 300 55.250 0.88 28.01 0 0 0| 0 20 0 0 320 39.500 0.77 27.58 0 0 0| 0 688 0 0 340 27.000 27.000 0.62 27.98 27.000 27.000 0 0 60| 0 256 0 0 360 17.000 18.250 0.47 29.40 17.000 S 17.000 S 0 0 10| 0 242 0 0 380 Equity Options 19:50 Business Day Mon 6 Sep 2010 Previous Business Day Fri 3 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 0.34 30.04 0 0 0| 105 982 -21 0 400 Total 0 0 70| 105 2,188 -21 0 Indicative a-t-m Vol 26.92 Underlying Price 371.800 Time to expiry: 193 Days Mar 11 93.500 0.95 28.24 0 0 0| 0 0 0 0 280 75.500 0.89 28.29 0 0 0| 0 0 0 0 300 59.000 0.81 27.43 0 0 0| 0 158 0 0 320 44.750 0.71 27.01 0 0 0| 0 101 0 0 340 33.250 0.59 26.82 0 0 0| 0 777 0 0 360 24.250 0.48 26.99 0 0 0| 0 12 0 0 380 17.250 0.38 27.11 0 0 0| 0 319 0 0 400 Total 0 0 0| 0 1,367 0 0 Total Calls 0 0 216| 401 15,153 +217 0 | Equity Options 19:50 Business Day Mon 6 Sep 2010 Previous Business Day Fri 3 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 29.57 Underlying Price 371.800 Time to expiry: 11 Days Sep 10 CAB 0.00 24.23 0 0 0| 0 1,507 0 0 280 CAB 0.00 23.84 0 0 0| 0 275 0 0 300 CAB 0.00 24.23 0 0 0| 0 84 0 0 310 CAB 0.00 23.99 0 0 0| 0 518 0 0 320 CAB 0.00 25.41 0 0 0| 0 125 0 0 330 0.250 -0.03 27.29 0 0 0| 0 992 0 0 340 1.500 1.000 -0.11 27.51 1.500 S 1.500 S 0 0 6| 0 112 0 0 350 3.000 -0.26 28.74 0 0 0| 0 121 0 0 360 6.750 -0.45 28.83 0 0 0| 0 0 0 0 370 15.000 13.500 -0.63 32.53 15.000 15.000 0 0 15| 0 25 0 0 380 30.000 -0.85 37.73 0 0 0| 0 0 0 0 400 49.000 -0.93 44.16 0 0 0| 0 0 0 0 420 Total 0 0 21| 0 3,759 0 0 Indicative a-t-m Vol 29.24 Underlying Price 371.800 Time to expiry: 39 Days Oct 10 0.250 -0.02 32.40 0 0 0| 0 0 0 0 300 0.750 -0.05 29.07 0 0 0| 0 0 0 0 320 1.500 -0.09 28.14 0 0 0| 0 265 0 0 330 3.000 -0.16 28.22 0 0 0| 0 60 0 0 340 5.250 -0.24 28.47 0 0 0| 20 64 +20 0 350 8.500 -0.35 28.45 0 0 0| 0 15 0 0 360 13.250 -0.46 28.84 0 0 0| 0 2 0 0 370 19.500 -0.56 30.83 0 0 0| 0 0 0 0 380 34.500 -0.73 33.26 0 0 0| 0 0 0 0 400 51.750 -0.83 36.33 0 0 0| 0 0 0 0 420 Total 0 0 0| 20 406 +20 0 Indicative a-t-m Vol 28.79 Underlying Price 371.800 Time to expiry: 74 Days Nov 10 3.000 -0.12 28.27 0 0 0| 0 0 0 0 320 7.500 -0.25 28.53 0 0 0| 0 38 0 0 340 10.750 -0.32 28.24 0 0 0| 0 3 0 0 350 15.000 -0.41 28.45 0 0 0| 0 0 0 0 360 20.000 -0.49 28.62 0 0 0| 0 0 0 0 370 26.500 -0.57 29.44 0 0 0| 0 0 0 0 380 40.750 -0.70 30.44 0 0 0| 0 0 0 0 400 57.500 -0.80 32.27 0 0 0| 0 0 0 0 420 Total 0 0 0| 0 41 0 0 Indicative a-t-m Vol 28.51 Underlying Price 371.800 Time to expiry: 102 Days Dec 10 0.500 -0.02 26.33 0 0 0| 0 128 0 0 280 1.750 -0.07 27.75 0 0 0| 0 196 0 0 300 4.250 5.000 -0.16 28.32 4.250 4.250 0 0 4| 0 2,010 0 0 320 9.250 9.750 -0.27 27.97 9.250 S 9.000 S 0 0 10| 0 538 0 0 340 17.500 -0.41 27.84 0 0 0| 0 35 0 0 360 29.250 -0.55 28.95 0 0 0| 0 0 0 0 380 43.250 -0.67 29.75 0 0 0| 0 53 0 0 400 Equity Options 19:50 Business Day Mon 6 Sep 2010 Previous Business Day Fri 3 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 14| 0 2,960 0 0 Indicative a-t-m Vol 26.39 Underlying Price 371.800 Time to expiry: 193 Days Mar 11 2.750 -0.08 28.41 0 0 0| 0 8 0 0 280 5.250 -0.13 27.82 0 0 0| 0 7 0 0 300 9.500 -0.21 27.22 0 0 0| 0 85 0 0 320 15.500 -0.30 26.91 0 0 0| 0 54 0 0 340 23.500 -0.41 26.15 0 0 0| 0 0 0 0 360 34.750 -0.52 26.55 0 0 0| 0 0 0 0 380 48.000 -0.63 26.94 0 0 0| 0 45 0 0 400 Total 0 0 0| 0 199 0 0 Total Puts 0 0 35| 20 7,365 +20 0 Grand Total 0 0 251| 3,061 25,158 +237 0 Equity Options 19:50 Business Day Mon 6 Sep 2010 Previous Business Day Fri 3 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 16.88 Underlying Price 1163.000 Time to expiry: 11 Days Sep 10 283.000 1.00 44.74 0 0 0| 0 0 0 0 880 203.000 1.00 33.73 0 0 0| 0 0 0 0 960 163.500 1.00 31.28 0 0 0| 0 0 0 0 1000 113.500 0.99 26.10 0 0 0| 0 0 0 0 1050 65.000 0.92 22.50 0 0 0| 0 0 0 0 1100 22.500 0.64 17.80 0 0 0| 1 33 +1 0 1150 1.500 0.12 14.28 0 0 0| 0 137 0 0 1200 CAB 0.00 13.28 0 0 0| 0 40 0 0 1250 CAB 0.00 13.65 0 0 0| 0 32 0 0 1300 CAB 0.00 14.61 0 0 0| 0 19 0 0 1400 Total 0 0 0| 1 261 +1 0 Indicative a-t-m Vol 17.01 Underlying Price 1163.000 Time to expiry: 102 Days Dec 10 285.000 0.99 22.93 0 0 0| 0 0 0 0 880 207.500 0.96 22.10 0 0 0| 0 0 0 0 960 170.000 0.92 21.38 0 0 0| 0 0 0 0 1000 83.500 0.74 18.15 0 0 0| 0 54 0 0 1100 28.500 26.000 0.38 16.34 28.500 28.500 0 0 2| 0 178 0 0 1200 5.000 0.11 15.91 0 0 0| 0 14 0 0 1300 1.500 0.03 18.04 0 0 0| 0 0 0 0 1400 Total 0 0 2| 0 246 0 0 Indicative a-t-m Vol 17.55 Underlying Price 1163.000 Time to expiry: 193 Days Mar 11 213.500 0.92 22.22 0 0 0| 0 0 0 0 960 176.500 0.88 20.78 0 0 0| 0 0 0 0 1000 96.000 0.70 18.56 0 0 0| 0 27 0 0 1100 39.000 0.43 16.95 0 0 0| 0 86 0 0 1200 11.000 0.17 15.77 0 0 0| 0 46 0 0 1300 3.000 0.06 16.24 0 0 0| 0 0 0 0 1400 Total 0 0 0| 0 159 0 0 Total Calls 0 0 2| 1 666 +1 0 | Equity Options 19:50 Business Day Mon 6 Sep 2010 Previous Business Day Fri 3 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 15.52 Underlying Price 1163.000 Time to expiry: 11 Days Sep 10 CAB 0.00 23.57 0 0 0| 0 19 0 0 880 CAB 0.00 20.41 0 0 0| 0 86 0 0 960 CAB 0.00 18.41 0 0 0| 0 101 0 0 1000 CAB 0.00 16.47 0 0 0| 0 18 0 0 1050 0.500 CAB -0.01 13.70 0.500 S 0.500 S 0 0 7| 1 210 -1 0 1100 7.500 -0.34 15.86 0 0 0| 0 127 0 0 1150 38.500 -0.88 14.54 0 0 0| 0 54 0 0 1200 87.000 -1.00 14.40 0 0 0| 0 0 0 0 1250 137.000 -1.00 14.40 0 0 0| 0 0 0 0 1300 237.000 -1.00 16.72 0 0 0| 0 0 0 0 1400 Total 0 0 7| 1 615 -1 0 Indicative a-t-m Vol 17.24 Underlying Price 1163.000 Time to expiry: 102 Days Dec 10 0.500 -0.01 23.43 0 0 0| 0 7 0 0 880 3.000 -0.05 22.97 0 0 0| 0 104 0 0 960 5.000 -0.08 21.41 0 0 0| 0 87 0 0 1000 15.500 19.500 -0.26 18.62 16.500 15.500 S 0 0 8| 0 423 0 0 1100 61.000 61.000 -0.62 16.43 62.500 61.000 0 0 20| 0 22 0 0 1200 140.000 -0.91 15.89 0 0 0| 0 0 0 0 1300 237.500 -0.97 19.05 0 0 0| 0 0 0 0 1400 Total 0 0 28| 0 643 0 0 Indicative a-t-m Vol 17.45 Underlying Price 1163.000 Time to expiry: 193 Days Mar 11 11.000 -0.12 21.74 0 0 0| 0 31 0 0 960 16.000 -0.16 20.65 0 0 0| 0 41 0 0 1000 41.000 -0.36 18.72 0 0 0| 3 18 +3 0 1100 88.000 88.000 -0.63 16.71 89.000 87.500 0 0 27| 0 6 0 0 1200 163.500 -0.86 15.51 0 0 0| 0 0 0 0 1300 256.500 -0.96 15.72 0 0 0| 0 0 0 0 1400 Total 0 0 27| 3 96 +3 0 Total Puts 0 0 62| 4 1,354 +2 0 Grand Total 0 0 64| 1,385 3,400 +3 0 Equity Options 19:50 Business Day Mon 6 Sep 2010 Previous Business Day Fri 3 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 1333.000 Time to expiry: 11 Days Sep 10 373.000 1.00 51.55 0 0 0| 0 0 0 0 960 333.000 1.00 46.49 0 0 0| 0 0 0 0 1000 233.000 1.00 34.42 0 0 0| 0 0 0 0 1100 183.500 1.00 28.97 0 0 0| 0 0 0 0 1150 133.500 0.99 24.30 0 0 0| 0 0 0 0 1200 84.000 0.97 19.45 0 0 0| 0 7 0 0 1250 39.000 0.78 18.19 0 0 0| 0 56 0 0 1300 10.500 0.36 18.17 0 0 0| 0 123 0 0 1350 2.000 0.09 20.15 0 0 0| 0 30 0 0 1400 CAB 0.00 20.59 0 0 0| 0 0 0 0 1500 CAB 0.00 21.47 0 0 0| 0 0 0 0 1600 Total 0 0 0| 0 216 0 0 Indicative a-t-m Vol 19.21 Underlying Price 1333.000 Time to expiry: 102 Days Dec 10 375.000 0.99 29.83 0 0 0| 0 0 0 0 960 335.500 0.99 27.51 0 0 0| 0 0 0 0 1000 238.000 0.95 24.58 0 0 0| 0 0 0 0 1100 146.000 0.86 21.63 0 0 0| 0 3 0 0 1200 69.000 0.63 19.24 0 0 0| 0 21 0 0 1300 25.500 0.32 19.13 0 0 0| 0 28 0 0 1400 3.000 0.05 21.86 0 0 0| 0 0 0 0 1600 Total 0 0 0| 0 52 0 0 Indicative a-t-m Vol 20.26 Underlying Price 1333.000 Time to expiry: 193 Days Mar 11 337.500 0.97 27.68 0 0 0| 0 0 0 0 1000 242.500 0.91 24.43 0 0 0| 0 0 0 0 1100 157.000 0.79 22.28 0 0 0| 0 0 0 0 1200 87.500 0.59 20.44 0 0 0| 0 0 0 0 1300 43.500 0.37 19.90 0 0 0| 0 25 0 0 1400 8.000 0.10 19.83 0 0 0| 0 0 0 0 1600 Total 0 0 0| 0 25 0 0 Total Calls 0 0 0| 0 293 0 0 | Equity Options 19:50 Business Day Mon 6 Sep 2010 Previous Business Day Fri 3 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 19.28 Underlying Price 1333.000 Time to expiry: 11 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 CAB -0.01 24.01 0 0 0| 0 22 0 0 1200 1.000 -0.05 21.39 0 0 0| 0 15 0 0 1250 6.000 -0.23 18.94 0 0 0| 0 4 0 0 1300 28.500 -0.63 19.45 0 0 0| 0 13 0 0 1350 68.500 -0.92 19.13 0 0 0| 0 0 0 0 1400 167.000 -1.00 20.46 0 0 0| 0 0 0 0 1500 267.000 -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 19.83 Underlying Price 1333.000 Time to expiry: 102 Days Dec 10 2.500 -0.03 31.99 0 0 0| 0 0 0 0 960 3.000 -0.04 29.53 0 0 0| 0 57 0 0 1000 6.000 -0.08 24.23 0 0 0| 0 9 0 0 1100 18.500 -0.20 21.72 0 0 0| 0 9 0 0 1200 49.500 -0.45 19.87 0 0 0| 0 3 0 0 1300 111.500 -0.72 19.75 0 0 0| 0 7 0 0 1400 291.000 -0.95 21.79 0 0 0| 0 0 0 0 1600 Total 0 0 0| 0 85 0 0 Indicative a-t-m Vol 20.50 Underlying Price 1333.000 Time to expiry: 193 Days Mar 11 8.500 -0.07 27.04 0 0 0| 0 0 0 0 1000 18.000 -0.14 24.52 0 0 0| 0 1 0 0 1100 37.500 -0.26 22.52 0 0 0| 2 14 +2 0 1200 71.500 -0.44 20.58 0 0 0| 0 28 0 0 1300 130.500 -0.64 20.33 0 0 0| 0 0 0 0 1400 296.500 -0.90 20.88 0 0 0| 0 0 0 0 1600 Total 0 0 0| 2 43 +2 0 Total Puts 0 0 0| 2 450 +2 0 Grand Total 0 0 0| 1,442 2,183 +2 0 Equity Options 19:50 Business Day Mon 6 Sep 2010 Previous Business Day Fri 3 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 22.98 Underlying Price 1459.000 Time to expiry: 11 Days Sep 10 459.000 1.00 82.02 0 0 0| 0 0 0 0 1000 359.000 1.00 60.76 0 0 0| 0 0 -1 1 1100 259.000 1.00 42.97 0 0 0| 0 0 0 0 1200 159.000 0.99 31.13 0 0 0| 0 0 -14 14 1300 110.000 0.96 26.67 0 0 0| 0 3 0 0 1350 64.000 0.83 24.14 0 0 0| 0 10 0 0 1400 28.500 0.56 23.15 0 0 0| 0 6 0 0 1450 8.500 0.25 22.18 0 0 0| 0 110 0 0 1500 3.500 3.500 0.11 26.97 3.500 3.500 0 0 48| 0 250 0 0 1550 0.500 0.02 25.71 0 0 0| 0 269 0 0 1600 CAB 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 48| 0 649 -15 15 Indicative a-t-m Vol 26.13 Underlying Price 1459.000 Time to expiry: 102 Days Dec 10 463.000 0.97 38.82 0 0 0| 0 0 0 0 1000 273.500 0.90 31.59 0 0 0| 0 0 0 0 1200 187.000 0.80 28.50 0 0 0| 0 10 0 0 1300 115.000 0.64 26.73 0 0 0| 0 5 0 0 1400 62.000 0.45 25.71 0 0 0| 0 6 0 0 1500 26.500 30.500 0.27 25.28 26.500 26.500 0 0 18| 0 121 0 0 1600 4.500 0.06 23.89 0 0 0| 0 47 0 0 1800 Total 0 0 18| 0 189 0 0 Indicative a-t-m Vol 26.22 Underlying Price 1459.000 Time to expiry: 193 Days Mar 11 469.000 0.95 33.98 0 0 0| 0 0 0 0 1000 291.000 0.85 30.50 0 0 0| 0 0 0 0 1200 213.000 0.75 28.77 0 0 0| 0 1 0 0 1300 145.000 0.63 27.05 0 0 0| 0 3 0 0 1400 91.500 0.48 25.64 0 0 0| 0 6 0 0 1500 53.500 0.34 24.66 0 0 0| 0 8 0 0 1600 15.000 0.13 23.75 0 0 0| 0 3 0 0 1800 Total 0 0 0| 0 21 0 0 Total Calls 0 0 66| 0 859 -15 15 | Equity Options 19:50 Business Day Mon 6 Sep 2010 Previous Business Day Fri 3 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 22.00 Underlying Price 1459.000 Time to expiry: 11 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 CAB 0.00 40.63 0 0 0| 0 6 0 0 1200 0.500 -0.01 27.78 0 0 0| 0 303 0 0 1300 1.000 -0.04 24.30 0 0 0| 0 13 0 0 1350 5.000 -0.16 22.84 0 0 0| 0 7 0 0 1400 19.500 -0.44 22.24 0 0 0| 0 70 0 0 1450 49.500 -0.77 20.90 0 0 0| 0 5 0 0 1500 94.000 -0.93 22.48 0 0 0| 0 0 0 0 1550 142.500 -0.98 24.68 0 0 0| 0 0 0 0 1600 242.500 -1.00 33.08 0 0 0| 0 0 0 0 1700 342.000 -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 25.68 Underlying Price 1459.000 Time to expiry: 102 Days Dec 10 3.000 -0.03 39.02 0 0 0| 0 1 0 0 1000 11.000 -0.09 30.19 0 0 0| 0 1 0 0 1200 25.500 -0.20 28.08 0 0 0| 0 1 0 0 1300 53.000 -0.35 26.30 0 0 0| 0 3 0 0 1400 100.500 -0.55 25.25 0 0 0| 0 4 0 0 1500 168.000 -0.74 24.44 0 0 0| 0 0 0 0 1600 343.500 -0.96 22.56 0 0 0| 0 0 0 0 1800 Total 0 0 0| 0 10 0 0 Indicative a-t-m Vol 25.71 Underlying Price 1459.000 Time to expiry: 193 Days Mar 11 8.000 -0.05 33.70 0 0 0| 0 3 0 0 1000 29.000 -0.16 29.72 0 0 0| 0 5 0 0 1200 50.500 -0.25 27.98 0 0 0| 0 0 0 0 1300 83.000 -0.38 26.49 0 0 0| 0 8 0 0 1400 130.500 -0.53 25.17 0 0 0| 0 0 0 0 1500 192.500 -0.67 24.05 0 0 0| 0 0 0 0 1600 354.500 -0.88 22.64 0 0 0| 0 1 0 0 1800 Total 0 0 0| 0 17 0 0 Total Puts 0 0 0| 0 432 0 0 Grand Total 0 0 66| 1,560 2,851 -15 15 Equity Options 19:50 Business Day Mon 6 Sep 2010 Previous Business Day Fri 3 Sep 2010 Page 49 Calls | Block | Opening Settle Delta Vola- Daily Trade Bclear Total | Official **Open Change Exer- Exer Trans Price tility High Low Volume Volume*** Volume | Volume Int cises Price | Smith & Nephew plc STND OPT (SNP) Indicative a-t-m Vol 21.95 Underlying Price 548.000 Time to expiry: 11 Days Sep 10 88.000 1.00 32.28 0 0 0| 0 0 0 0 460 68.250 0.99 29.05 0 0 0| 0 0 0 0 480 29.500 0.89 24.61 0 0 0| 0 0 0 0 520 13.250 0.65 21.85 0 0 0| 0 0 0 0 540 4.250 0.30 22.10 0 0 0| 0 55 0 0 560 1.000 0.09 22.63 0 0 0| 0 50 0 0 580 0.250 0.03 25.33 0 0 0| 0 26 0 0 600 CAB 0.01 28.92 0 0 0| 0 24 0 0 620 CAB 0.00 31.31 0 0 0| 0 28 0 0 640 CAB 0.00 34.90 0 0 0| 0 110 0 0 660 CAB 0.00 37.88 0 0 0| 0 96 0 0 680 CAB 0.00 41.47 0 0 0| 0 16 0 0 720 CAB 0.00 45.06 0 0 0| 0 0 0 0 760 CAB 0.00 47.45 0 0 0| 0 0 0 0 800 Total 0 0 0| 0 405 0 0 Indicative a-t-m Vol 23.30 Underlying Price 548.000 Time to expiry: 102 Days Dec 10 109.250 0.96 27.68 0 0 0| 0 0 0 0 440 72.750 0.86 26.18 0 0 0| 0 0 0 0 480 42.250 0.67 24.50 0 0 0| 0 0 0 0 520 29.750 0.56 23.52 0 0 0| 0 0 0 0 540 20.000 0.44 22.97 0 0 0| 5 10 0 0 560 7.500 0.22 21.81 0 0 0| 0 113 0 0 600 2.500 0.09 21.86 0 0 0| 0 42 0 0 640 1.000 0.04 22.74 0 0 0| 0 400 0 0 680 0.500 0.02 24.72 0 0 0| 0 29 0 0 720 0.500 0.01 31.97 0 0 0| 0 8 0 0 800 Total 0 0 0| 5 602 0 0 Indicative a-t-m Vol 23.43 Underlying Price 548.000 Time to expiry: 193 Days Mar 11 113.250 0.89 27.83 0 0 0| 0 0 0 0 440 80.250 0.78 26.06 0 0 0| 0 6 0 0 480 52.250 0.64 24.47 0 0 0| 0 0 0 0 520 30.250 0.47 22.99 0 0 0| 0 65 0 0 560 16.000 0.31 22.16 0 0 0| 0 8 0 0 600 7.500 0.18 21.52 0 0 0| 0 20 0 0 640 3.500 0.09 21.66 0 0 0| 0 0 0 0 680 1.750 0.05 22.20 0 0 0| 0 4 0 0 720 0.750 0.02 24.93 0 0 0| 0 0 0 0 800 Total 0 0 0| 0 103 0 0 Total Calls 0 0 0| 5 1,110 0 0 | Equity Options 19:50 Business Day Mon 6 Sep 2010 Previous Business Day Fri 3 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 21.60 Underlying Price 548.000 Time to expiry: 11 Days Sep 10 CAB 0.00 36.09 0 0 0| 0 0 0 0 460 CAB -0.01 32.51 0 0 0| 0 4 0 0 480 1.500 -0.12 25.27 0 0 0| 0 0 0 0 520 5.250 -0.35 22.04 0 0 0| 0 37 0 0 540 15.750 -0.71 20.96 0 0 0| 0 72 0 0 560 33.250 -0.89 24.85 0 0 0| 0 54 0 0 580 52.250 -0.96 27.72 0 0 0| 0 14 0 0 600 72.000 -0.99 31.11 0 0 0| 0 5 0 0 620 92.000 -0.99 34.86 0 0 0| 0 24 0 0 640 112.000 -1.00 37.98 0 0 0| 0 5 0 0 660 132.000 -1.00 42.98 0 0 0| 0 47 0 0 680 172.000 -1.00 47.35 0 0 0| 0 10 0 0 720 212.000 -1.00 51.10 0 0 0| 0 0 0 0 760 252.000 -1.00 51.10 0 0 0| 0 0 0 0 800 Total 0 0 0| 0 272 0 0 Indicative a-t-m Vol 22.95 Underlying Price 548.000 Time to expiry: 102 Days Dec 10 2.750 -0.07 28.92 0 0 0| 0 0 0 0 440 7.250 -0.16 26.42 0 0 0| 0 29 0 0 480 16.000 -0.33 23.69 0 0 0| 0 32 0 0 520 24.250 -0.45 23.20 0 0 0| 0 79 0 0 540 34.500 -0.57 22.58 0 0 0| 4 44 0 0 560 62.500 -0.78 21.81 0 0 0| 0 81 0 0 600 97.750 -0.91 21.87 0 0 0| 0 20 0 0 640 136.250 -0.97 23.02 0 0 0| 0 9 0 0 680 175.750 -0.98 24.94 0 0 0| 0 0 0 0 720 255.750 -0.99 31.35 0 0 0| 0 0 0 0 800 Total 0 0 0| 4 294 0 0 Indicative a-t-m Vol 23.32 Underlying Price 548.000 Time to expiry: 193 Days Mar 11 7.000 -0.12 27.52 0 0 0| 0 0 0 0 440 13.750 -0.22 25.60 0 0 0| 0 18 0 0 480 25.750 -0.36 24.15 0 0 0| 0 16 0 0 520 44.250 -0.53 22.97 0 0 0| 0 34 0 0 560 69.750 -0.70 22.12 0 0 0| 0 0 0 0 600 102.000 -0.83 21.81 0 0 0| 0 6 0 0 640 138.000 -0.92 21.73 0 0 0| 0 0 0 0 680 176.000 -0.97 21.34 0 0 0| 0 0 0 0 720 255.750 -0.99 25.54 0 0 0| 0 0 0 0 800 Total 0 0 0| 0 74 0 0 Total Puts 0 0 0| 4 640 0 0 Grand Total 0 0 0| 1,989 3,730 0 0 Equity Options 19:50 Business Day Mon 6 Sep 2010 Previous Business Day Fri 3 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 26.49 Underlying Price 1860.000 Time to expiry: 11 Days Sep 10 660.500 1.00 70.34 0 0 0| 0 4 0 0 1200 560.500 1.00 56.47 0 0 0| 0 0 0 0 1300 460.500 1.00 49.10 0 0 0| 0 0 0 0 1400 360.500 1.00 38.77 0 0 0| 0 10 0 0 1500 310.500 1.00 37.08 0 0 0| 0 0 0 0 1550 260.500 0.99 33.93 0 0 0| 0 35 0 0 1600 211.000 0.98 33.26 0 0 0| 0 300 0 0 1650 179.500 162.500 0.95 31.16 179.500 S 179.500 S 0 0 2| 0 715 0 0 1700 116.000 0.88 29.11 0 0 0| 0 387 0 0 1750 79.000 75.000 0.75 28.07 79.000 79.000 0 0 5| 48 438 +11 0 1800 41.500 0.56 26.91 0 0 0| 5 31 -5 0 1850 19.500 17.500 0.33 24.83 19.500 19.500 0 0 10| 47 230 -15 0 1900 5.500 0.14 23.50 0 0 0| 12 15 +2 0 1950 2.500 0.06 25.64 0 0 0| 0 107 0 0 2000 CAB 0.00 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 17| 112 2,426 -7 0 Indicative a-t-m Vol 27.97 Underlying Price 1860.000 Time to expiry: 39 Days Oct 10 464.500 0.97 46.97 0 0 0| 0 0 0 0 1400 366.500 0.95 40.81 0 0 0| 0 0 0 0 1500 271.500 0.91 36.13 0 0 0| 0 10 0 0 1600 226.000 0.87 34.23 0 0 0| 0 0 0 0 1650 182.500 0.82 32.39 0 0 0| 0 20 0 0 1700 143.500 0.74 31.49 0 0 0| 0 1 0 0 1750 106.500 0.65 29.71 0 0 0| 0 22 0 0 1800 75.000 0.54 28.28 0 0 0| 0 11 0 0 1850 49.000 0.43 26.73 0 0 0| 0 6 0 0 1900 27.500 29.500 0.31 25.64 27.500 S 27.500 S 0 0 23| 0 30 0 0 1950 17.500 0.21 25.15 0 0 0| 0 20 0 0 2000 4.000 0.07 23.66 0 0 0| 0 215 0 0 2100 0.500 0.01 22.39 0 0 0| 0 0 0 0 2200 Total 0 0 23| 0 335 0 0 Indicative a-t-m Vol 30.08 Underlying Price 1860.000 Time to expiry: 74 Days Nov 10 472.000 0.94 42.75 0 0 0| 0 0 0 0 1400 377.500 0.91 38.89 0 0 0| 0 0 0 0 1500 288.000 0.85 35.46 0 0 0| 0 0 0 0 1600 245.500 0.81 34.06 0 0 0| 0 0 0 0 1650 205.500 0.76 32.75 0 0 0| 0 0 0 0 1700 171.000 0.69 32.32 0 0 0| 0 4 0 0 1750 140.500 138.500 0.62 31.54 140.500 S 140.500 S 0 0 2| 1 2 0 0 1800 108.000 0.55 30.35 0 0 0| 0 0 0 0 1850 81.000 0.47 29.00 0 0 0| 0 12 0 0 1900 42.500 0.31 27.60 0 0 0| 0 0 0 0 2000 Equity Options 19:50 Business Day Mon 6 Sep 2010 Previous Business Day Fri 3 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 | 19.500 0.17 26.33 0 0 0| 0 70 0 0 2100 7.500 0.08 25.07 0 0 0| 0 0 0 0 2200 Total 0 0 2| 1 88 0 0 Indicative a-t-m Vol 30.29 Underlying Price 1860.000 Time to expiry: 102 Days Dec 10 478.500 0.92 41.04 0 0 0| 0 8 0 0 1400 388.000 0.88 38.28 0 0 0| 0 0 0 0 1500 301.500 0.82 35.52 0 0 0| 0 6 0 0 1600 223.500 0.73 33.20 0 0 0| 0 26 0 0 1700 156.000 0.62 31.50 0 0 0| 5 65 +5 0 1800 100.500 0.48 29.48 0 0 0| 0 453 0 0 1900 60.000 0.35 28.30 0 0 0| 1 368 +1 0 2000 15.000 15.500 0.13 25.96 15.000 14.000 0 0 65| 21 159 +21 0 2200 3.500 0.04 25.58 0 0 0| 0 2 0 0 2400 Total 0 0 65| 27 1,087 +27 0 Indicative a-t-m Vol 31.98 Underlying Price 1860.000 Time to expiry: 193 Days Mar 11 501.000 0.88 40.12 0 0 0| 8 22 +8 0 1400 416.000 0.83 37.78 0 0 0| 0 1 0 0 1500 338.000 0.77 35.95 0 0 0| 0 50 0 0 1600 266.000 0.70 34.17 0 0 0| 0 213 0 0 1700 203.500 0.61 32.85 0 0 0| 0 24 0 0 1800 149.000 0.51 31.41 0 0 0| 0 26 0 0 1900 106.000 0.42 30.33 0 0 0| 21 56 +11 0 2000 16.500 0.11 26.60 0 0 0| 0 24 0 0 2400 Total 0 0 0| 29 416 +19 0 Total Calls 0 0 107| 169 4,352 +39 0 | Equity Options 19:50 Business Day Mon 6 Sep 2010 Previous Business Day Fri 3 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 28.32 Underlying Price 1860.000 Time to expiry: 11 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 CAB 0.00 39.11 0 0 0| 0 11 0 0 1550 0.500 -0.01 36.13 0 0 0| 0 349 0 0 1600 1.000 -0.02 34.16 0 0 0| 0 243 0 0 1650 2.500 3.000 -0.06 32.32 2.500 S 2.500 S 0 0 2| 0 92 0 0 1700 7.000 -0.13 30.69 0 0 0| 23 192 +23 0 1750 14.000 16.000 -0.26 29.50 14.000 S 14.000 S 0 0 12| 5 41 +5 0 1800 33.500 -0.45 28.47 0 0 0| 0 0 0 0 1850 57.000 61.000 -0.65 27.75 57.000 S 57.000 S 0 0 12| 10 21 0 0 1900 98.000 -0.83 26.72 0 0 0| 0 10 0 0 1950 143.000 -0.92 27.49 0 0 0| 0 7 0 0 2000 240.500 -0.98 33.35 0 0 0| 0 0 0 0 2100 340.500 -0.99 41.28 0 0 0| 0 0 0 0 2200 Total 0 0 26| 38 2,649 +28 0 Indicative a-t-m Vol 27.60 Underlying Price 1860.000 Time to expiry: 39 Days Oct 10 3.500 -0.03 47.73 0 0 0| 0 0 0 0 1400 5.000 -0.05 40.45 0 0 0| 0 13 0 0 1500 11.000 10.000 -0.09 36.20 11.000 11.000 0 0 3| 0 49 0 0 1600 15.000 -0.13 34.38 0 0 0| 0 6 0 0 1650 21.000 21.000 -0.18 32.35 21.000 S 21.000 S 0 0 23| 0 29 0 0 1700 30.500 -0.25 30.75 0 0 0| 0 9 0 0 1750 44.500 -0.35 29.41 0 0 0| 0 9 0 0 1800 62.500 -0.46 27.79 0 0 0| 0 7 0 0 1850 88.000 -0.57 26.86 0 0 0| 0 0 0 0 1900 119.500 -0.69 26.11 0 0 0| 0 10 0 0 1950 156.500 -0.79 25.48 0 0 0| 0 1 0 0 2000 242.500 -0.94 23.16 0 0 0| 0 0 0 0 2100 341.500 -0.97 27.72 0 0 0| 0 0 0 0 2200 Total 0 0 26| 0 133 0 0 Indicative a-t-m Vol 29.85 Underlying Price 1860.000 Time to expiry: 74 Days Nov 10 9.000 -0.06 42.22 0 0 0| 0 0 0 0 1400 16.000 -0.09 39.21 0 0 0| 0 8 0 0 1500 27.000 -0.16 36.21 0 0 0| 0 3 0 0 1600 34.500 -0.20 34.66 0 0 0| 0 0 0 0 1650 44.500 45.000 -0.25 33.41 44.500 40.500 S 0 0 3| 0 4 0 0 1700 57.500 -0.31 32.08 0 0 0| 0 0 0 0 1750 75.000 -0.38 31.24 0 0 0| 0 0 0 0 1800 94.500 -0.45 29.96 0 0 0| 0 0 0 0 1850 120.000 -0.53 29.40 0 0 0| 0 0 0 0 1900 181.000 -0.69 27.89 0 0 0| 0 0 0 0 2000 257.500 -0.83 26.55 0 0 0| 0 0 0 0 2100 Equity Options 19:50 Business Day Mon 6 Sep 2010 Previous Business Day Fri 3 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 | 345.500 -0.92 25.51 0 0 0| 0 0 0 0 2200 Total 0 0 3| 0 15 0 0 Indicative a-t-m Vol 30.20 Underlying Price 1860.000 Time to expiry: 102 Days Dec 10 15.500 -0.08 41.10 0 0 0| 0 405 0 0 1400 25.000 -0.12 38.49 0 0 0| 0 373 0 0 1500 39.000 -0.18 35.79 0 0 0| 0 642 0 0 1600 61.000 -0.27 33.48 0 0 0| 2 279 -2 0 1700 91.000 -0.39 31.15 0 0 0| 0 23 0 0 1800 137.000 -0.52 29.58 0 0 0| 0 10 0 0 1900 198.500 -0.65 28.83 0 0 0| 0 8 0 0 2000 353.500 -0.87 26.59 0 0 0| 0 1 0 0 2200 541.000 -0.97 25.53 0 0 0| 0 0 0 0 2400 Total 0 0 0| 2 1,741 -2 0 Indicative a-t-m Vol 30.99 Underlying Price 1860.000 Time to expiry: 193 Days Mar 11 41.500 -0.14 38.89 0 0 0| 0 8 0 0 1400 58.500 -0.19 36.83 0 0 0| 7 88 +7 0 1500 81.500 -0.25 34.98 0 0 0| 0 24 0 0 1600 113.500 112.500 -0.33 33.35 113.500 110.000 0 0 10| 0 216 0 0 1700 151.500 -0.42 31.78 0 0 0| 0 23 0 0 1800 200.000 -0.52 30.46 0 0 0| 0 8 0 0 1900 259.500 -0.62 29.43 0 0 0| 20 45 +10 0 2000 576.000 -0.92 24.76 0 0 0| 0 0 0 0 2400 Total 0 0 10| 27 412 +17 0 Total Puts 0 0 65| 67 4,950 +43 0 Grand Total 0 0 172| 3,716 12,782 +82 0 Equity Options 19:50 Business Day Mon 6 Sep 2010 Previous Business Day Fri 3 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 21.30 Underlying Price 214.800 Time to expiry: 11 Days Sep 10 74.750 1.00 66.85 0 0 0| 0 0 0 0 140 64.750 1.00 62.98 0 0 0| 0 0 0 0 150 54.750 1.00 57.45 0 0 0| 0 0 0 0 160 44.750 1.00 46.72 0 0 0| 0 0 0 0 170 39.750 1.00 40.15 0 0 0| 0 0 0 0 175 34.750 1.00 33.77 0 0 0| 0 0 0 0 180 29.750 1.00 31.88 0 0 0| 0 0 0 0 185 24.750 0.99 27.95 0 0 0| 0 0 0 0 190 19.750 0.99 22.63 0 0 0| 0 0 0 0 195 15.000 0.94 26.17 0 0 0| 0 0 0 0 200 10.500 0.86 24.53 0 0 0| 0 0 0 0 205 6.500 0.72 22.93 0 0 0| 4 26 +4 0 210 3.250 0.50 21.30 0 0 0| 0 0 0 0 215 1.000 0.25 18.57 0 0 0| 0 111 0 0 220 CAB 0.03 19.33 0 0 0| 0 13 0 0 230 CAB 0.00 22.40 0 0 0| 0 42 0 0 240 Total 0 0 0| 4 192 +4 0 Indicative a-t-m Vol 22.93 Underlying Price 214.800 Time to expiry: 102 Days Dec 10 75.500 0.98 42.85 0 0 0| 0 0 0 0 140 55.750 0.96 34.40 0 0 0| 0 0 0 0 160 46.000 0.94 29.87 0 0 0| 0 0 0 0 170 36.750 0.90 28.03 0 0 0| 0 0 0 0 180 28.250 0.83 27.10 0 0 0| 0 0 0 0 190 20.500 0.73 25.78 0 0 0| 0 84 0 0 200 13.250 0.60 23.17 0 0 0| 0 154 0 0 210 8.250 0.45 22.68 0 0 0| 0 111 0 0 220 4.750 0.31 22.14 0 0 0| 0 0 0 0 230 2.500 0.19 21.96 0 0 0| 0 0 0 0 240 Total 0 0 0| 0 349 0 0 Indicative a-t-m Vol 24.00 Underlying Price 214.800 Time to expiry: 193 Days Mar 11 75.500 0.99 26.23 0 0 0| 0 0 0 0 140 56.500 0.95 29.09 0 0 0| 0 0 0 0 160 47.500 0.90 28.71 0 0 0| 0 0 0 0 170 39.250 0.85 28.09 0 0 0| 0 40 0 0 180 31.000 0.78 26.65 0 0 0| 0 41 0 0 190 23.750 0.70 25.74 0 0 0| 0 20 0 0 200 17.250 0.60 24.34 0 0 0| 0 0 0 0 210 12.250 0.49 23.65 0 0 0| 0 38 0 0 220 8.250 0.38 23.46 0 0 0| 0 27 0 0 230 5.500 0.28 23.09 0 0 0| 0 5 0 0 240 Total 0 0 0| 0 171 0 0 Total Calls 0 0 0| 4 712 +4 0 | Equity Options 19:50 Business Day Mon 6 Sep 2010 Previous Business Day Fri 3 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 24.18 Underlying Price 214.800 Time to expiry: 11 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 -0.01 28.29 0 0 0| 0 57 0 0 190 CAB -0.01 23.72 0 0 0| 0 0 0 0 195 0.250 -0.06 25.74 0 0 0| 0 57 0 0 200 0.750 -0.14 24.87 0 0 0| 0 1 0 0 205 1.750 -0.29 24.01 0 0 0| 0 81 0 0 210 3.750 -0.50 24.18 0 0 0| 0 46 0 0 215 7.000 -0.69 24.75 0 0 0| 0 35 0 0 220 15.500 -0.94 23.81 0 0 0| 0 0 0 0 230 25.250 -1.00 22.27 0 0 0| 0 0 0 0 240 Total 0 0 0| 0 522 0 0 Indicative a-t-m Vol 23.50 Underlying Price 214.800 Time to expiry: 102 Days Dec 10 0.500 -0.02 42.84 0 0 0| 0 0 0 0 140 0.750 -0.04 33.77 0 0 0| 0 115 0 0 160 1.000 -0.06 30.32 0 0 0| 0 2 0 0 170 1.750 -0.10 28.60 0 0 0| 0 65 0 0 180 3.250 -0.18 27.57 0 0 0| 0 24 0 0 190 5.250 -0.27 25.59 0 0 0| 0 50 0 0 200 8.250 -0.40 23.75 0 0 0| 0 8 0 0 210 13.250 -0.55 23.26 0 0 0| 0 3 0 0 220 19.750 -0.69 22.77 0 0 0| 0 0 0 0 230 27.500 -0.80 22.88 0 0 0| 0 0 0 0 240 Total 0 0 0| 0 267 0 0 Indicative a-t-m Vol 24.06 Underlying Price 214.800 Time to expiry: 193 Days Mar 11 0.750 -0.04 32.59 0 0 0| 0 0 0 0 140 2.750 -0.11 31.33 0 0 0| 0 72 0 0 160 4.250 -0.16 30.25 0 0 0| 0 15 0 0 170 6.000 -0.22 28.46 0 0 0| 0 12 0 0 180 8.250 -0.29 26.92 0 0 0| 0 75 0 0 190 11.750 -0.39 25.74 0 0 0| 0 24 0 0 200 16.000 -0.50 23.87 0 0 0| 0 20 0 0 210 22.250 -0.60 24.24 0 0 0| 8 8 0 0 220 29.000 -0.70 23.91 0 0 0| 0 0 0 0 230 36.750 -0.78 23.40 0 0 0| 0 5 0 0 240 Total 0 0 0| 8 231 0 0 Total Puts 0 0 0| 8 1,020 0 0 Grand Total 0 0 0| 2,172 3,892 +4 0 Equity Options 19:50 Business Day Mon 6 Sep 2010 Previous Business Day Fri 3 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 20.57 Underlying Price 438.500 Time to expiry: 11 Days Sep 10 78.500 1.00 27.21 0 0 0| 0 0 0 0 360 58.500 1.00 25.21 0 0 0| 0 0 0 0 380 38.750 0.98 24.21 0 0 0| 0 0 0 0 400 29.000 0.95 22.82 0 0 0| 0 0 0 0 410 19.750 0.87 21.91 0 0 0| 0 0 0 0 420 11.750 0.70 21.30 0 0 0| 0 0 0 0 430 5.750 0.47 20.49 0 0 0| 0 0 0 0 440 2.250 0.25 20.05 0 0 0| 0 0 0 0 450 0.750 0.09 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 24.49 Underlying Price 438.500 Time to expiry: 102 Days Dec 10 80.500 0.94 26.65 0 0 0| 0 0 0 0 360 45.750 0.79 24.90 0 0 0| 0 0 0 0 400 31.000 0.67 23.62 0 0 0| 0 0 0 0 420 21.000 0.52 24.54 0 0 0| 0 10 0 0 440 14.000 12.750 0.37 24.22 14.000 12.500 0 0 50| 45 100 +45 0 460 7.250 7.250 0.25 23.93 7.250 7.250 0 0 9| 0 68 0 0 480 2.000 0.09 24.05 0 0 0| 0 36 0 0 520 0.250 0.01 21.21 0 0 0| 0 20 0 0 560 Total 0 0 59| 45 234 +45 0 Indicative a-t-m Vol 25.17 Underlying Price 438.500 Time to expiry: 193 Days Mar 11 83.750 0.88 28.48 0 0 0| 0 0 0 0 360 52.250 0.72 26.66 0 0 0| 0 2 0 0 400 39.500 0.62 25.75 0 0 0| 0 0 0 0 420 28.750 0.51 25.14 0 0 0| 0 4 0 0 440 20.250 0.41 24.54 0 0 0| 0 0 0 0 460 13.750 0.31 24.13 0 0 0| 0 8 0 0 480 5.750 0.16 23.28 0 0 0| 0 0 0 0 520 2.500 0.08 23.44 0 0 0| 0 35 0 0 560 Total 0 0 0| 0 49 0 0 Total Calls 0 0 59| 45 362 +45 0 | Equity Options 19:50 Business Day Mon 6 Sep 2010 Previous Business Day Fri 3 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 20.57 Underlying Price 438.500 Time to expiry: 11 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 CAB -0.02 24.21 0 0 0| 0 9 0 0 400 0.500 -0.05 22.82 0 0 0| 0 8 0 0 410 1.250 -0.13 21.91 0 0 0| 0 25 0 0 420 3.250 -0.30 21.30 0 0 0| 0 0 0 0 430 7.250 -0.53 20.49 0 0 0| 0 2 0 0 440 13.750 -0.76 20.05 0 0 0| 0 0 0 0 450 22.000 -0.91 19.52 0 0 0| 0 16 0 0 460 31.500 -0.98 18.62 0 0 0| 0 0 0 0 470 41.500 -1.00 18.23 0 0 0| 0 2 0 0 480 51.500 -1.00 18.18 0 0 0| 0 0 0 0 490 61.500 -1.00 18.13 0 0 0| 0 0 0 0 500 81.500 -1.00 18.02 0 0 0| 0 0 0 0 520 121.500 -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 24.58 Underlying Price 438.500 Time to expiry: 102 Days Dec 10 2.500 -0.09 26.69 0 0 0| 0 10 0 0 360 9.000 9.500 -0.26 24.95 9.000 9.000 0 0 6| 0 259 0 0 400 15.750 -0.39 23.69 0 0 0| 0 13 0 0 420 27.000 -0.53 24.63 0 0 0| 0 0 0 0 440 39.500 -0.66 24.29 0 0 0| 0 2 0 0 460 54.500 -0.78 23.98 0 0 0| 0 0 0 0 480 89.750 -0.92 24.08 0 0 0| 0 0 0 0 520 128.000 -0.99 21.21 0 0 0| 0 0 0 0 560 Total 0 0 6| 0 284 0 0 Indicative a-t-m Vol 25.17 Underlying Price 438.500 Time to expiry: 193 Days Mar 11 8.500 -0.16 28.48 0 0 0| 0 0 0 0 360 18.250 -0.31 26.66 0 0 0| 0 23 0 0 400 25.750 -0.40 25.75 0 0 0| 0 0 0 0 420 35.500 -0.50 25.14 0 0 0| 0 40 0 0 440 47.250 -0.60 24.54 0 0 0| 0 10 0 0 460 60.750 -0.70 24.13 0 0 0| 0 0 0 0 480 93.000 -0.85 23.28 0 0 0| 0 0 0 0 520 129.750 -0.93 23.44 0 0 0| 0 0 0 0 560 Total 0 0 0| 0 73 0 0 Total Puts 0 0 6| 0 443 0 0 Grand Total 0 0 65| 1,905 2,665 +45 0 Equity Options 19:50 Business Day Mon 6 Sep 2010 Previous Business Day Fri 3 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 15.20 Underlying Price 414.800 Time to expiry: 11 Days Sep 10 95.000 1.00 47.79 0 0 0| 0 0 0 0 320 75.000 1.00 39.64 0 0 0| 0 0 0 0 340 55.000 1.00 29.19 0 0 0| 0 5 0 0 360 45.000 0.99 27.44 0 0 0| 0 0 0 0 370 35.000 0.99 21.94 0 0 0| 0 4 0 0 380 25.000 0.97 18.67 0 0 0| 0 10 0 0 390 15.750 0.87 17.95 0 0 0| 2 1,657 -2 0 400 7.250 0.67 15.13 0 0 0| 10 107 +10 0 410 2.500 2.500 0.33 15.26 2.500 2.500 0 0 130| 0 634 0 0 420 0.250 0.03 17.09 0 0 0| 0 1,675 0 0 440 CAB 0.00 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 0 130| 12 4,761 +8 0 Indicative a-t-m Vol 17.88 Underlying Price 414.800 Time to expiry: 39 Days Oct 10 75.250 0.98 30.86 0 0 0| 0 0 0 0 340 55.500 0.97 24.44 0 0 0| 0 0 0 0 360 36.250 0.91 21.81 0 0 0| 0 0 0 0 380 27.500 0.83 21.13 0 0 0| 0 0 0 0 390 19.250 0.74 19.56 0 0 0| 0 10 0 0 400 12.250 0.60 18.35 0 0 0| 0 562 0 0 410 7.000 0.43 17.42 0 0 0| 3 1,011 +3 0 420 1.500 0.14 16.43 0 0 0| 0 0 0 0 440 CAB 0.01 14.46 0 0 0| 0 0 0 0 460 Total 0 0 0| 3 1,583 +3 0 Indicative a-t-m Vol 18.34 Underlying Price 414.800 Time to expiry: 74 Days Nov 10 56.000 0.94 24.19 0 0 0| 0 0 0 0 360 37.500 0.85 21.71 0 0 0| 0 0 0 0 380 29.000 0.78 20.41 0 0 0| 0 0 0 0 390 21.500 0.68 19.68 0 0 0| 0 0 0 0 400 15.000 0.56 18.77 0 0 0| 0 0 0 0 410 9.750 0.43 17.91 0 0 0| 0 60 0 0 420 3.250 3.500 0.20 16.86 3.250 3.250 0 0 30| 0 0 0 0 440 1.250 0.08 17.29 0 0 0| 0 0 0 0 460 Total 0 0 30| 0 60 0 0 Indicative a-t-m Vol 18.94 Underlying Price 414.800 Time to expiry: 102 Days Dec 10 175.000 1.00 40.38 0 0 0| 0 0 0 0 240 135.000 1.00 35.35 0 0 0| 0 0 0 0 280 95.500 0.98 30.30 0 0 0| 0 3 0 0 320 56.000 0.94 21.24 0 0 0| 0 0 0 0 360 39.250 0.81 22.14 0 0 0| 0 0 0 0 380 23.250 0.65 19.44 0 0 0| 0 1,112 0 0 400 Equity Options 19:50 Business Day Mon 6 Sep 2010 Previous Business Day Fri 3 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 | 12.750 0.44 18.77 0 0 0| 0 2,489 0 0 420 5.500 0.25 17.51 0 0 0| 0 1,219 0 0 440 2.000 0.12 17.05 0 0 0| 0 553 0 0 460 0.500 0.04 15.89 0 0 0| 0 1,223 0 0 480 CAB 0.00 13.24 0 0 0| 0 170 0 0 560 Total 0 0 0| 0 6,769 0 0 Indicative a-t-m Vol 19.38 Underlying Price 414.800 Time to expiry: 193 Days Mar 11 96.000 0.95 26.12 0 0 0| 0 0 0 0 320 60.000 0.83 23.06 0 0 0| 0 0 0 0 360 44.500 0.73 21.92 0 0 0| 0 25 0 0 380 30.750 0.61 20.49 0 0 0| 0 148 0 0 400 19.250 19.250 0.47 19.01 19.250 19.250 0 0 10| 0 621 0 0 420 11.750 11.500 0.34 18.43 11.750 11.750 0 0 50| 0 273 0 0 440 6.000 0.21 17.53 0 0 0| 0 126 0 0 460 3.000 0.13 17.25 0 0 0| 0 918 0 0 480 0.250 0.01 17.75 0 0 0| 0 0 0 0 560 Total 0 0 60| 0 2,111 0 0 Indicative a-t-m Vol 20.42 Underlying Price 414.800 Time to expiry: 284 Days Jun 11 97.250 0.92 26.88 0 0 0| 0 0 0 0 320 62.250 0.80 23.27 0 0 0| 0 100 0 0 360 47.000 0.71 21.87 0 0 0| 0 241 0 0 380 34.250 0.60 21.03 0 0 0| 0 50 0 0 400 23.750 0.49 20.22 0 0 0| 0 185 0 0 420 15.250 0.37 19.39 0 0 0| 0 278 0 0 440 5.250 0.17 18.09 0 0 0| 0 24 0 0 480 Total 0 0 0| 0 878 0 0 Indicative a-t-m Vol 20.22 Underlying Price 414.800 Time to expiry: 466 Days Dec 11 136.250 0.95 30.67 0 0 0| 0 3 0 0 280 99.750 0.87 26.85 0 0 0| 0 0 0 0 320 66.500 0.76 23.34 0 0 0| 0 0 0 0 360 39.500 0.59 20.88 0 0 0| 0 0 0 0 400 20.500 0.39 19.11 0 0 0| 0 0 0 0 440 11.750 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 23.35 Underlying Price 414.800 Time to expiry: 648 Days Jun 12 104.750 0.83 29.00 0 0 0| 0 0 0 0 320 74.000 0.72 25.93 0 0 0| 0 0 0 0 360 49.250 0.58 23.75 0 0 0| 0 0 0 0 400 31.500 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 22.85 Underlying Price 414.800 Time to expiry: 837 Days Dec 12 107.500 0.81 29.00 0 0 0| 0 0 0 0 320 76.750 0.71 25.33 0 0 0| 0 0 0 0 360 Equity Options 19:50 Business Day Mon 6 Sep 2010 Previous Business Day Fri 3 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 | 53.000 0.58 23.45 0 0 0| 0 850 0 0 400 34.250 0.45 21.84 0 0 0| 0 0 0 0 440 22.500 0.33 21.25 0 0 0| 0 0 0 0 480 Total 0 0 0| 0 850 0 0 Total Calls 0 0 220| 15 17,015 +11 0 | Equity Options 19:50 Business Day Mon 6 Sep 2010 Previous Business Day Fri 3 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 15.64 Underlying Price 414.800 Time to expiry: 11 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 0.00 28.00 0 0 0| 0 330 0 0 360 CAB -0.01 25.29 0 0 0| 0 383 0 0 370 CAB -0.01 20.47 0 0 0| 0 7,645 0 0 380 0.250 -0.04 19.97 0 0 0| 0 279 0 0 390 1.000 0.750 -0.12 17.51 1.000 S 0.750 S 0 0 32| 0 610 0 0 400 2.500 2.750 -0.34 16.21 2.500 2.500 0 0 10| 10 59 +10 0 410 7.500 -0.67 15.06 0 0 0| 0 929 0 0 420 25.500 -0.94 21.30 0 0 0| 2 148 -2 0 440 45.250 -0.98 26.63 0 0 0| 0 15 0 0 460 65.250 -0.99 33.14 0 0 0| 0 0 0 0 480 145.250 -1.00 40.00 0 0 0| 0 0 0 0 560 Total 0 0 42| 12 11,485 +8 0 Indicative a-t-m Vol 18.02 Underlying Price 414.800 Time to expiry: 39 Days Oct 10 0.250 -0.02 28.23 0 0 0| 0 0 0 0 340 0.750 -0.05 24.93 0 0 0| 0 10 0 0 360 2.000 -0.13 21.81 0 0 0| 0 904 0 0 380 3.500 -0.21 20.71 0 0 0| 0 660 0 0 390 5.750 -0.33 19.31 0 0 0| 75 121 +75 0 400 9.500 -0.47 18.34 0 0 0| 0 22 0 0 410 15.000 -0.64 17.70 0 0 0| 0 55 0 0 420 30.250 -0.89 16.48 0 0 0| 0 0 0 0 440 49.250 -0.99 15.46 0 0 0| 0 0 0 0 460 Total 0 0 0| 75 1,772 +75 0 Indicative a-t-m Vol 18.38 Underlying Price 414.800 Time to expiry: 74 Days Nov 10 2.000 -0.09 23.04 0 0 0| 0 0 0 0 360 4.500 -0.20 21.65 0 0 0| 0 0 0 0 380 6.500 6.750 -0.27 20.60 6.500 6.500 0 0 25| 12 62 +12 0 390 8.750 9.250 -0.36 19.31 9.000 S 8.750 S 0 0 27| 0 2 0 0 400 13.500 -0.47 18.81 0 0 0| 0 20 0 0 410 18.500 -0.59 17.96 0 0 0| 0 0 0 0 420 32.250 -0.80 16.98 0 0 0| 0 0 0 0 440 50.000 -0.93 16.39 0 0 0| 0 0 0 0 460 Total 0 0 52| 12 84 +12 0 Indicative a-t-m Vol 19.29 Underlying Price 414.800 Time to expiry: 102 Days Dec 10 CAB 0.00 35.04 0 0 0| 0 81 0 0 240 0.250 -0.01 31.98 0 0 0| 0 349 0 0 280 1.250 -0.04 28.66 0 0 0| 0 567 0 0 320 3.750 -0.13 24.10 0 0 0| 93 3,587 +85 0 360 7.000 -0.23 22.19 0 0 0| 0 3,351 0 0 380 12.500 -0.38 20.45 0 0 0| 0 3,801 0 0 400 21.250 -0.56 18.91 0 0 0| 0 603 0 0 420 Equity Options 19:50 Business Day Mon 6 Sep 2010 Previous Business Day Fri 3 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 | 34.250 -0.75 17.78 0 0 0| 0 1,176 0 0 440 51.000 -0.89 17.13 0 0 0| 0 174 0 0 460 69.750 -0.95 17.67 0 0 0| 0 71 0 0 480 149.000 -1.00 19.39 0 0 0| 0 25 0 0 560 Total 0 0 0| 93 13,785 +85 0 Indicative a-t-m Vol 19.81 Underlying Price 414.800 Time to expiry: 193 Days Mar 11 3.250 -0.08 26.96 0 0 0| 0 50 0 0 320 8.250 -0.19 23.74 0 0 0| 0 149 0 0 360 12.500 -0.28 22.18 0 0 0| 0 207 0 0 380 18.000 19.000 -0.39 20.81 18.000 S 18.000 S 0 0 5| 0 583 0 0 400 27.750 -0.53 19.48 0 0 0| 0 583 0 0 420 40.250 -0.66 19.17 0 0 0| 0 101 0 0 440 54.250 -0.79 17.92 0 0 0| 0 20 0 0 460 71.250 -0.89 17.28 0 0 0| 0 5 0 0 480 151.750 -0.91 29.64 0 0 0| 0 0 0 0 560 Total 0 0 5| 0 1,698 0 0 Indicative a-t-m Vol 20.23 Underlying Price 414.800 Time to expiry: 284 Days Jun 11 7.500 -0.14 26.87 0 0 0| 0 420 0 0 320 14.000 -0.26 23.09 0 0 0| 0 221 0 0 360 20.000 -0.34 21.84 0 0 0| 0 205 0 0 380 27.750 -0.45 20.87 0 0 0| 10 75 +10 0 400 38.250 -0.56 20.02 0 0 0| 0 275 0 0 420 50.750 -0.67 19.25 0 0 0| 0 302 0 0 440 82.500 -0.83 18.94 0 0 0| 0 0 0 0 480 Total 0 0 0| 10 1,498 +10 0 Indicative a-t-m Vol 20.73 Underlying Price 414.800 Time to expiry: 466 Days Dec 11 9.500 -0.12 31.29 0 0 0| 0 0 0 0 280 14.750 -0.19 27.16 0 0 0| 0 0 0 0 320 23.000 -0.30 23.54 0 0 0| 0 750 0 0 360 37.250 -0.45 20.98 0 0 0| 0 500 0 0 400 60.750 -0.62 20.32 0 0 0| 0 0 0 0 440 90.500 -0.76 19.99 0 0 0| 0 0 0 0 480 Total 0 0 0| 0 1,250 0 0 Indicative a-t-m Vol 23.14 Underlying Price 414.800 Time to expiry: 648 Days Jun 12 26.750 -0.24 30.00 0 0 0| 0 0 0 0 320 35.750 -0.34 25.70 0 0 0| 0 0 0 0 360 52.250 -0.46 23.57 0 0 0| 0 0 0 0 400 75.250 -0.59 22.41 0 0 0| 0 0 0 0 440 Total 0 0 0| 0 0 0 0 Indicative a-t-m Vol 22.86 Underlying Price 414.800 Time to expiry: 837 Days Dec 12 33.250 -0.25 30.00 0 0 0| 0 0 0 0 320 41.250 -0.34 25.15 0 0 0| 0 350 0 0 360 58.750 -0.45 23.50 0 0 0| 0 150 0 0 400 80.000 -0.58 21.80 0 0 0| 0 0 0 0 440 Equity Options 19:50 Business Day Mon 6 Sep 2010 Previous Business Day Fri 3 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 | 106.750 -0.69 20.71 0 0 0| 0 0 0 0 480 Total 0 0 0| 0 500 0 0 Total Puts 0 0 99| 202 32,072 +190 0 Grand Total 0 0 319| 4,537 53,407 +201 0 Equity Options 19:50 Business Day Mon 6 Sep 2010 Previous Business Day Fri 3 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 323.300 Time to expiry: 11 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 23.500 0.99 17.51 0 0 0| 0 10 0 0 300 5.250 0.67 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 323.300 Time to expiry: 102 Days Dec 10 123.500 1.00 37.90 0 0 0| 0 0 0 0 200 113.500 1.00 36.40 0 0 0| 0 0 0 0 210 103.500 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 0.84 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 323.300 Time to expiry: 193 Days Mar 11 123.750 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 0.77 31.80 0 0 0| 0 0 0 0 280 29.750 0.56 31.00 0 0 0| 0 19 0 0 320 Total 0 0 0| 0 84 0 0 Total Calls 0 0 0| 0 4,938 0 0 | Equity Options 19:50 Business Day Mon 6 Sep 2010 Previous Business Day Fri 3 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 323.300 Time to expiry: 11 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 -0.03 22.82 0 0 0| 0 190 0 0 300 2.250 -0.35 15.35 0 0 0| 0 104 0 0 320 Total 0 0 0| 0 4,346 0 0 Indicative a-t-m Vol 0.00 Underlying Price 323.300 Time to expiry: 102 Days Dec 10 CAB -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 0.250 -0.02 34.60 0 0 0| 0 10 0 0 220 0.500 -0.02 33.50 0 0 0| 0 7 0 0 230 1.500 1.000 -0.04 32.60 1.500 1.500 0 0 3| 0 13 0 0 240 2.250 -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 21.000 -0.46 31.80 0 0 0| 0 0 0 0 320 Total 0 0 3| 0 228 0 0 Indicative a-t-m Vol 0.00 Underlying Price 323.300 Time to expiry: 193 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 2.500 -0.07 33.60 0 0 0| 0 0 0 0 230 3.500 -0.09 33.10 0 0 0| 0 0 0 0 240 6.750 -0.15 32.30 0 0 0| 0 0 0 0 260 11.250 -0.23 31.30 0 0 0| 0 0 0 0 280 27.750 -0.45 31.00 0 0 0| 0 0 0 0 320 Total 0 0 0| 0 0 0 0 Total Puts 0 0 3| 0 4,574 0 0 Grand Total 0 0 3| 2,100 11,612 0 0 Equity Options 19:50 Business Day Mon 6 Sep 2010 Previous Business Day Fri 3 Sep 2010 Page 67 Calls | Block | Opening Settle Delta Vola- Daily Trade Bclear Total | Official **Open Change Exer- Exer Trans Price tility High Low Volume Volume*** Volume | Volume Int cises Price | Tullow Oil PLC - STND OPT (TLO) Indicative a-t-m Vol 37.44 Underlying Price 1182.000 Time to expiry: 11 Days Sep 10 302.000 1.00 43.50 0 0 0| 0 0 0 0 880 262.000 1.00 44.45 0 0 0| 0 0 0 0 920 222.500 1.00 43.91 0 0 0| 0 10 0 0 960 202.500 0.99 44.14 0 0 0| 0 0 0 0 980 182.500 0.98 43.68 0 0 0| 0 2 0 0 1000 134.500 0.94 42.33 0 0 0| 0 0 0 0 1050 89.500 0.85 40.39 0 0 0| 0 98 0 0 1100 51.000 0.67 38.30 0 0 0| 0 1 0 0 1150 23.500 0.43 36.96 0 0 0| 0 78 0 0 1200 8.500 0.20 35.70 0 0 0| 0 1 0 0 1250 2.000 0.07 34.63 0 0 0| 0 276 0 0 1300 0.500 0.02 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 37.65 Underlying Price 1182.000 Time to expiry: 102 Days Dec 10 314.500 0.91 45.17 0 0 0| 0 0 0 0 880 244.500 0.85 42.08 0 0 0| 0 4 0 0 960 212.000 0.81 40.91 0 0 0| 0 0 0 0 1000 140.500 0.68 38.91 0 0 0| 0 25 0 0 1100 85.500 0.51 37.37 0 0 0| 0 69 0 0 1200 50.000 0.35 37.13 0 0 0| 0 196 0 0 1300 27.000 0.22 36.88 0 0 0| 0 27 0 0 1400 8.000 0.08 37.68 0 0 0| 0 302 0 0 1600 Total 0 0 0| 0 623 0 0 Indicative a-t-m Vol 37.07 Underlying Price 1182.000 Time to expiry: 193 Days Mar 11 327.500 0.88 40.25 0 0 0| 0 0 0 0 880 266.500 0.81 40.03 0 0 0| 0 0 0 0 960 237.500 0.77 39.60 0 0 0| 0 0 0 0 1000 174.000 0.66 38.59 0 0 0| 0 0 0 0 1100 119.500 0.53 36.74 0 0 0| 30 40 +30 0 1200 82.500 0.42 36.82 0 0 0| 0 1 0 0 1300 54.000 0.31 36.27 0 0 0| 0 3 0 0 1400 26.000 0.17 37.56 0 0 0| 0 0 0 0 1600 Total 0 0 0| 30 44 +30 0 Total Calls 0 0 0| 30 1,260 +30 0 | Equity Options 19:50 Business Day Mon 6 Sep 2010 Previous Business Day Fri 3 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 38.10 Underlying Price 1182.000 Time to expiry: 11 Days Sep 10 CAB 0.00 49.15 0 0 0| 0 35 0 0 880 CAB 0.00 47.10 0 0 0| 0 0 0 0 920 CAB -0.01 45.87 0 0 0| 0 33 0 0 960 0.500 -0.01 45.05 0 0 0| 0 0 0 0 980 2.000 0.500 -0.01 43.20 2.000 2.000 0 0 8| 0 218 0 0 1000 2.000 -0.05 41.55 0 0 0| 0 0 0 0 1050 6.500 -0.14 38.79 0 0 0| 0 37 0 0 1100 17.000 -0.32 36.16 0 0 0| 0 0 0 0 1150 43.500 -0.57 39.19 0 0 0| 0 25 0 0 1200 75.000 -0.81 33.27 0 0 0| 0 2 0 0 1250 119.500 -0.94 33.15 0 0 0| 0 11 0 0 1300 168.000 -0.99 33.15 0 0 0| 0 10 0 0 1350 218.000 -1.00 32.15 0 0 0| 0 5 0 0 1400 318.000 -1.00 36.19 0 0 0| 0 0 0 0 1500 418.000 -1.00 38.51 0 0 0| 0 0 0 0 1600 Total 0 0 8| 0 376 0 0 Indicative a-t-m Vol 37.81 Underlying Price 1182.000 Time to expiry: 102 Days Dec 10 12.000 -0.09 44.52 0 0 0| 0 8 0 0 880 23.000 -0.15 42.44 0 0 0| 0 51 0 0 960 31.000 -0.19 41.54 0 0 0| 3 29 +3 0 1000 59.000 -0.33 39.23 0 0 0| 19 55 +4 0 1100 103.500 -0.49 37.50 0 0 0| 0 39 0 0 1200 168.500 -0.65 37.52 0 0 0| 0 12 0 0 1300 245.500 -0.78 37.30 0 0 0| 0 0 0 0 1400 426.500 -0.92 38.26 0 0 0| 0 0 0 0 1600 Total 0 0 0| 22 194 +7 0 Indicative a-t-m Vol 37.13 Underlying Price 1182.000 Time to expiry: 193 Days Mar 11 28.000 -0.13 42.48 0 0 0| 0 1 0 0 880 46.000 -0.20 41.34 0 0 0| 0 1 0 0 960 55.000 -0.23 40.09 0 0 0| 0 5 0 0 1000 92.500 89.000 -0.34 38.37 92.500 92.000 0 0 20| 0 13 0 0 1100 135.000 -0.47 36.86 0 0 0| 0 0 0 0 1200 196.000 -0.59 36.33 0 0 0| 0 10 0 0 1300 268.500 -0.70 35.94 0 0 0| 0 0 0 0 1400 442.000 -0.83 37.94 0 0 0| 0 0 0 0 1600 Total 0 0 20| 0 30 0 0 Total Puts 0 0 28| 22 600 +7 0 Grand Total 0 0 28| 1,912 3,720 +37 0 Equity Options 19:50 Business Day Mon 6 Sep 2010 Previous Business Day Fri 3 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 20.59 Underlying Price 1758.000 Time to expiry: 11 Days Sep 10 258.500 1.00 28.58 0 0 0| 0 0 0 0 1500 159.000 0.98 24.48 0 0 0| 0 0 0 0 1600 110.000 0.94 22.62 0 0 0| 0 0 0 0 1650 62.000 66.000 0.81 21.94 62.000 62.000 0 0 1| 0 2 0 0 1700 31.000 30.500 0.56 20.70 31.000 31.000 0 0 4| 0 1,085 0 0 1750 10.000 0.27 20.01 0 0 0| 0 40 0 0 1800 2.500 0.08 19.95 0 0 0| 0 0 0 0 1850 0.500 0.02 19.78 0 0 0| 0 865 0 0 1900 CAB 0.00 19.78 0 0 0| 0 8 0 0 1950 CAB 0.00 19.78 0 0 0| 0 340 0 0 2000 CAB 0.00 19.78 0 0 0| 0 70 0 0 2200 CAB 0.00 19.78 0 0 0| 0 1 0 0 2400 Total 0 0 5| 0 2,411 0 0 Indicative a-t-m Vol 22.14 Underlying Price 1758.000 Time to expiry: 102 Days Dec 10 363.000 0.97 27.34 0 0 0| 0 15 0 0 1400 182.500 0.80 24.10 0 0 0| 0 10 0 0 1600 111.000 0.64 22.86 0 0 0| 0 18 0 0 1700 56.000 58.000 0.43 21.62 56.000 56.000 0 0 11| 0 34 0 0 1800 23.500 25.000 0.24 20.65 25.000 23.500 0 0 5| 0 1,084 0 0 1900 10.000 0.11 20.35 0 0 0| 0 361 0 0 2000 1.500 0.02 20.62 0 0 0| 0 5 0 0 2200 0.500 0.00 22.62 0 0 0| 0 17 0 0 2400 Total 0 0 16| 0 1,544 0 0 Indicative a-t-m Vol 22.26 Underlying Price 1758.000 Time to expiry: 193 Days Mar 11 371.000 0.91 28.59 0 0 0| 0 0 0 0 1400 203.500 0.74 24.82 0 0 0| 0 0 0 0 1600 136.000 0.60 23.23 0 0 0| 0 5 0 0 1700 81.500 0.45 21.55 0 0 0| 0 6 0 0 1800 48.000 0.31 21.27 0 0 0| 0 7 0 0 1900 24.500 0.19 20.49 0 0 0| 0 40 0 0 2000 5.000 7.000 0.06 20.68 5.000 5.000 0 0 35| 0 0 0 0 2200 2.500 0.03 22.07 0 0 0| 0 0 0 0 2400 Total 0 0 35| 0 58 0 0 Total Calls 0 0 56| 0 4,013 0 0 | Equity Options 19:50 Business Day Mon 6 Sep 2010 Previous Business Day Fri 3 Sep 2010 Page 70 Puts | Block | Opening Settle Delta Vola- Daily Trade Bclear Total | Official **Open Change Exer- Exer Trans Price tility High Low Volume Volume*** Volume | Volume Int cises Price | Unilever plc STND OPT (ULV) Indicative a-t-m Vol 21.15 Underlying Price 1758.000 Time to expiry: 11 Days Sep 10 CAB 0.00 28.62 0 0 0| 0 300 0 0 1500 0.500 -0.02 26.22 0 0 0| 0 513 0 0 1600 2.500 -0.07 23.97 0 0 0| 0 107 0 0 1650 8.000 -0.20 22.57 0 0 0| 0 483 0 0 1700 23.000 -0.44 21.32 0 0 0| 0 17 0 0 1750 56.000 52.000 -0.73 20.25 59.000 51.000 S 0 0 20| 1 72 0 0 1800 94.000 -0.92 19.75 0 0 0| 0 10 0 0 1850 142.000 -0.99 20.15 0 0 0| 0 146 0 0 1900 192.000 -1.00 20.15 0 0 0| 0 0 -2 2 1950 242.000 -1.00 20.15 0 0 0| 0 14 0 0 2000 442.000 -1.00 20.15 0 0 0| 0 0 0 0 2200 642.000 -1.00 20.15 0 0 0| 0 0 0 0 2400 Total 0 0 20| 1 1,662 -2 2 Indicative a-t-m Vol 22.07 Underlying Price 1758.000 Time to expiry: 102 Days Dec 10 9.500 -0.07 29.94 0 0 0| 0 868 0 0 1400 31.000 33.500 -0.23 24.74 31.000 31.000 0 0 1| 0 443 0 0 1600 60.000 61.500 -0.39 22.46 60.000 59.500 0 0 5| 28 77 +19 0 1700 113.000 -0.59 21.79 0 0 0| 4 77 +4 0 1800 182.000 -0.76 21.17 0 0 0| 0 233 0 0 1900 267.000 -0.88 21.05 0 0 0| 0 117 0 0 2000 459.000 -0.97 23.58 0 0 0| 0 0 0 0 2200 657.500 -0.98 27.97 0 0 0| 0 0 0 0 2400 Total 0 0 6| 32 1,815 +23 0 Indicative a-t-m Vol 21.74 Underlying Price 1758.000 Time to expiry: 193 Days Mar 11 25.000 -0.13 28.22 0 0 0| 0 366 0 0 1400 62.000 63.000 -0.30 24.14 62.000 62.000 0 0 1| 1 6 +1 0 1600 96.000 98.000 -0.43 22.46 96.000 96.000 0 0 5| 0 15 0 0 1700 144.000 147.500 -0.57 21.22 144.000 S 144.000 S 0 0 14| 0 17 0 0 1800 215.500 -0.71 20.92 0 0 0| 0 0 0 0 1900 292.500 -0.83 19.94 0 0 0| 0 0 0 0 2000 475.000 -0.95 19.60 0 0 0| 0 0 0 0 2200 669.500 -1.00 15.97 0 0 0| 0 0 0 0 2400 Total 0 0 20| 1 404 +1 0 Total Puts 0 0 46| 34 3,881 +22 2 Grand Total 0 0 102| 1,714 9,574 +22 2 Equity Options 19:50 Business Day Mon 6 Sep 2010 Previous Business Day Fri 3 Sep 2010 Page 71 Calls | Block | Opening Settle Delta Vola- Daily Trade Bclear Total | Official **Open Change Exer- Exer Trans Price tility High Low Volume Volume*** Volume | Volume Int cises Price | United Utilities plc STND OPT (UUL) Indicative a-t-m Vol 21.04 Underlying Price 587.000 Time to expiry: 11 Days Sep 10 147.000 1.00 48.91 0 0 0| 0 0 0 0 440 127.000 1.00 41.47 0 0 0| 0 0 0 0 460 107.000 1.00 35.60 0 0 0| 5 5 +5 0 480 87.000 1.00 31.69 0 0 0| 0 8 0 0 500 68.000 67.250 0.99 28.17 68.000 S 68.000 S 0 0 149| 0 2 0 0 520 47.500 0.97 25.04 0 0 0| 0 7 0 0 540 31.000 28.500 0.88 22.69 32.500 S 31.000 0 0 14| 0 383 0 0 560 14.000 12.750 0.63 20.71 14.000 S 14.000 S 0 0 8| 7 235 0 0 580 4.250 0.30 21.67 0 0 0| 230 1,288 -52 0 600 0.750 0.08 21.12 0 0 0| 0 1 0 0 620 CAB 0.01 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 0 171| 242 1,939 -47 0 Indicative a-t-m Vol 22.35 Underlying Price 587.000 Time to expiry: 102 Days Dec 10 148.750 0.98 30.16 0 0 0| 0 0 0 0 440 110.000 0.94 26.34 0 0 0| 5 0 -5 0 480 75.000 74.000 0.85 24.46 75.000 S 75.000 S 0 0 149| 0 161 0 0 520 57.750 0.78 23.67 0 0 0| 0 3 0 0 540 43.000 0.68 22.77 0 0 0| 0 144 0 0 560 20.500 21.500 0.45 22.15 20.500 S 19.500 S 0 0 6| 83 206 +22 0 600 9.000 9.000 0.24 22.00 9.000 9.000 0 0 4| 0 759 0 0 640 1.500 0.05 23.60 0 0 0| 0 125 0 0 720 Total 0 0 159| 88 1,398 +17 0 Indicative a-t-m Vol 22.09 Underlying Price 587.000 Time to expiry: 193 Days Mar 11 149.750 0.96 28.58 0 0 0| 0 0 0 0 440 112.500 0.90 26.24 0 0 0| 0 0 0 0 480 78.500 0.80 24.50 0 0 0| 0 1 0 0 520 49.750 0.64 22.83 0 0 0| 0 43 0 0 560 28.250 0.46 21.73 0 0 0| 0 16 0 0 600 15.000 0.29 21.32 0 0 0| 0 23 0 0 640 3.750 0.09 21.49 0 0 0| 0 0 0 0 720 Total 0 0 0| 0 83 0 0 Total Calls 0 0 330| 330 3,420 -30 0 | Equity Options 19:50 Business Day Mon 6 Sep 2010 Previous Business Day Fri 3 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 20.71 Underlying Price 587.000 Time to expiry: 11 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 0.00 30.93 0 0 0| 0 16 0 0 500 CAB 0.00 25.81 0 0 0| 0 197 0 0 520 0.250 -0.02 22.87 0 0 0| 0 25 0 0 540 1.500 -0.12 22.50 0 0 0| 0 204 0 0 560 5.500 -0.36 20.52 0 0 0| 0 102 0 0 580 17.000 -0.71 21.06 0 0 0| 9 56 +9 0 600 33.750 -0.91 22.11 0 0 0| 0 11 0 0 620 53.250 -0.98 24.07 0 0 0| 0 0 0 0 640 93.250 -0.98 37.85 0 0 0| 0 2 0 0 680 Total 0 0 0| 9 903 +9 0 Indicative a-t-m Vol 22.05 Underlying Price 587.000 Time to expiry: 102 Days Dec 10 1.750 0.500 -0.02 25.19 1.750 1.750 0 0 21| 9 32 -9 0 440 2.750 -0.08 25.79 0 0 0| 55 489 +45 0 480 7.750 -0.18 23.94 0 0 0| 0 72 0 0 520 11.500 12.500 -0.27 23.29 11.500 S 11.500 S 0 0 3| 0 117 0 0 540 19.000 -0.37 22.63 0 0 0| 70 147 +61 0 560 39.250 -0.60 21.77 0 0 0| 0 24 0 0 600 67.250 -0.82 19.88 0 0 0| 0 20 0 0 640 142.500 -0.96 23.47 0 0 0| 0 0 0 0 720 Total 0 0 24| 134 901 +97 0 Indicative a-t-m Vol 21.96 Underlying Price 587.000 Time to expiry: 193 Days Mar 11 4.250 -0.07 27.89 0 0 0| 0 3 0 0 440 8.000 -0.14 25.72 0 0 0| 0 24 0 0 480 14.750 -0.24 23.44 0 0 0| 0 10 0 0 520 28.750 -0.39 22.76 0 0 0| 0 12 0 0 560 48.000 -0.56 21.58 0 0 0| 0 19 0 0 600 73.500 -0.73 19.96 0 0 0| 0 10 0 0 640 144.500 -0.91 21.58 0 0 0| 0 0 0 0 720 Total 0 0 0| 0 78 0 0 Total Puts 0 0 24| 143 1,882 +106 0 Grand Total 0 0 354| 2,093 6,922 +76 0 Equity Options 19:50 Business Day Mon 6 Sep 2010 Previous Business Day Fri 3 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 54.19 Underlying Price 2002.000 Time to expiry: 11 Days Sep 10 403.000 0.99 56.72 0 0 0| 0 0 0 0 1600 306.500 0.95 55.62 0 0 0| 0 0 0 0 1700 260.000 0.92 55.13 0 0 0| 0 0 0 0 1750 216.000 0.87 54.81 0 0 0| 0 0 0 0 1800 175.000 0.80 54.58 0 0 0| 0 0 0 0 1850 138.500 0.72 54.18 0 0 0| 0 0 0 0 1900 106.000 0.63 53.83 0 0 0| 0 0 0 0 1950 79.500 0.52 54.17 0 0 0| 0 21 0 0 2000 42.000 0.33 54.93 0 0 0| 0 0 0 0 2100 19.500 0.19 55.14 0 0 0| 0 307 0 0 2200 8.000 0.09 55.34 0 0 0| 0 18 0 0 2300 3.000 0.04 55.80 0 0 0| 0 40 0 0 2400 1.500 0.02 57.01 0 0 0| 0 26 0 0 2500 0.500 0.00 55.37 0 0 0| 0 384 0 0 2600 CAB 0.00 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| 0 1,345 0 0 Indicative a-t-m Vol 53.37 Underlying Price 2002.000 Time to expiry: 102 Days Dec 10 466.000 0.83 54.51 0 0 0| 0 18 0 0 1600 395.000 0.77 54.29 0 0 0| 0 0 0 0 1700 330.500 0.70 53.89 0 0 0| 0 0 0 0 1800 274.000 0.63 53.68 0 0 0| 0 0 0 0 1900 224.500 0.56 53.38 0 0 0| 5 36 +5 0 2000 139.000 144.000 0.42 52.21 139.000 139.000 0 0 3| 0 5 0 0 2200 89.000 0.30 51.34 0 0 0| 0 12 0 0 2400 51.000 0.20 50.33 0 0 0| 0 0 0 0 2600 31.500 0.13 50.60 0 0 0| 0 28 0 0 2800 19.000 0.09 50.97 0 0 0| 0 25 0 0 3000 11.500 0.06 51.35 0 0 0| 0 4 0 0 3200 7.000 0.04 51.71 0 0 0| 0 1 0 0 3400 4.500 0.02 52.44 0 0 0| 0 0 0 0 3600 Total 0 0 3| 5 129 +5 0 Indicative a-t-m Vol 52.64 Underlying Price 2002.000 Time to expiry: 193 Days Mar 11 662.000 0.87 53.99 0 0 0| 0 3 0 0 1400 518.000 0.78 53.35 0 0 0| 0 0 0 0 1600 455.500 0.73 53.30 0 0 0| 0 0 0 0 1700 399.500 0.68 53.08 0 0 0| 0 0 0 0 1800 347.500 0.63 52.69 0 0 0| 0 0 0 0 1900 301.500 0.58 52.65 0 0 0| 0 0 0 0 2000 Equity Options 19:50 Business Day Mon 6 Sep 2010 Previous Business Day Fri 3 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 | 221.500 0.47 51.52 0 0 0| 0 0 0 0 2200 158.500 0.38 50.46 0 0 0| 0 5 0 0 2400 110.000 0.29 49.43 0 0 0| 0 0 0 0 2600 75.500 0.22 48.62 0 0 0| 0 9 0 0 2800 40.000 0.13 49.28 0 0 0| 0 4 0 0 3200 Total 0 0 0| 0 21 0 0 Total Calls 0 0 3| 5 1,495 +5 0 | Equity Options 19:50 Business Day Mon 6 Sep 2010 Previous Business Day Fri 3 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 54.62 Underlying Price 2002.000 Time to expiry: 11 Days Sep 10 1.000 -0.01 57.60 0 0 0| 0 0 0 0 1600 4.500 -0.05 56.47 0 0 0| 0 5 0 0 1700 8.000 -0.08 55.78 0 0 0| 0 0 0 0 1750 14.000 -0.13 55.34 0 0 0| 0 116 0 0 1800 23.000 -0.20 55.03 0 0 0| 0 3 0 0 1850 36.500 -0.28 54.59 0 0 0| 0 259 0 0 1900 54.000 -0.37 54.24 0 0 0| 0 0 0 0 1950 77.500 -0.48 54.61 0 0 0| 0 8 0 0 2000 140.000 -0.66 55.13 0 0 0| 0 1 0 0 2100 218.000 -0.81 55.89 0 0 0| 0 113 0 0 2200 306.500 -0.90 56.72 0 0 0| 0 0 0 0 2300 401.500 -0.95 57.93 0 0 0| 0 404 0 0 2400 499.000 -0.98 56.81 0 0 0| 0 4 0 0 2500 598.500 -0.99 58.19 0 0 0| 0 0 0 0 2600 698.000 -1.00 59.19 0 0 0| 0 0 0 0 2700 798.000 -1.00 62.31 0 0 0| 0 0 0 0 2800 998.000 -1.00 66.17 0 0 0| 0 0 0 0 3000 1198.000 -1.00 69.27 0 0 0| 0 0 0 0 3200 1398.000 -1.00 71.91 0 0 0| 0 74 0 0 3400 1598.000 -1.00 72.68 0 0 0| 0 0 0 0 3600 Total 0 0 0| 0 987 0 0 Indicative a-t-m Vol 53.94 Underlying Price 2002.000 Time to expiry: 102 Days Dec 10 68.000 -0.18 55.13 0 0 0| 1 533 +1 0 1600 97.500 -0.24 54.69 0 0 0| 0 2 0 0 1700 126.500 131.000 -0.31 53.47 126.500 126.500 0 0 3| 0 275 0 0 1800 178.500 -0.38 54.13 0 0 0| 0 30 0 0 1900 230.000 -0.45 53.95 0 0 0| 0 34 0 0 2000 350.500 -0.58 52.79 0 0 0| 0 6 0 0 2200 496.000 -0.70 52.07 0 0 0| 0 28 0 0 2400 658.000 -0.80 51.11 0 0 0| 0 10 0 0 2600 838.000 -0.87 51.64 0 0 0| 0 0 0 0 2800 1025.500 -0.91 52.30 0 0 0| 0 18 0 0 3000 1217.500 -0.94 53.02 0 0 0| 0 0 0 0 3200 1413.000 -0.96 54.51 0 0 0| 0 0 0 0 3400 1610.000 -0.97 55.57 0 0 0| 0 0 0 0 3600 Total 0 0 3| 1 936 +1 0 Indicative a-t-m Vol 53.14 Underlying Price 2002.000 Time to expiry: 193 Days Mar 11 67.500 -0.14 54.73 0 0 0| 0 6 0 0 1400 124.000 -0.22 53.86 0 0 0| 0 3 0 0 1600 161.000 -0.27 53.76 0 0 0| 0 6 0 0 1700 205.000 -0.32 53.49 0 0 0| 0 4 0 0 1800 243.000 -0.37 51.35 0 0 0| 0 2 0 0 1900 307.000 -0.42 53.16 0 0 0| 0 6 0 0 2000 426.500 -0.53 52.03 0 0 0| 0 1 0 0 2200 Equity Options 19:50 Business Day Mon 6 Sep 2010 Previous Business Day Fri 3 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 | 563.000 -0.62 50.97 0 0 0| 0 7 0 0 2400 714.500 -0.71 49.96 0 0 0| 0 4 0 0 2600 879.500 -0.78 49.21 0 0 0| 0 0 0 0 2800 1243.000 -0.87 49.97 0 0 0| 0 0 0 0 3200 Total 0 0 0| 0 39 0 0 Total Puts 0 0 3| 1 1,962 +1 0 Grand Total 0 0 6| 2,646 6,097 +6 0 Equity Options 19:50 Business Day Mon 6 Sep 2010 Previous Business Day Fri 3 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 18.55 Underlying Price 159.800 Time to expiry: 11 Days Sep 10 59.750 1.00 57.19 0 0 0| 0 0 0 0 100 49.750 1.00 58.35 0 0 0| 0 0 0 0 110 39.750 1.00 56.77 0 0 0| 0 2 0 0 120 29.750 0.99 49.49 0 0 0| 0 4,212 0 0 130 25.250 25.000 0.98 45.69 25.250 25.250 0 0 20| 0 168 0 0 135 20.000 0.97 40.03 0 0 0| 0 13,951 0 0 140 15.000 0.96 31.10 0 0 0| 0 1,672 0 0 145 10.000 10.000 0.93 23.56 10.250 S 9.750 S 0 0 107| 180 35,541 -180 0 150 6.250 5.500 0.80 20.96 6.250 6.250 0 0 20| 0 16,524 0 0 155 2.500 2.000 0.49 18.55 2.500 2.000 0 0 425| 0 25,075 -2,802 0 160 0.750 0.21 21.22 0 0 0| 0 0 0 0 165 0.250 0.06 21.20 0 0 0| 0 200 0 0 170 CAB 0.00 15.78 0 0 0| 0 2,325 0 0 180 Total 0 0 572| 180 99,670 -2,982 0 Indicative a-t-m Vol 20.32 Underlying Price 159.800 Time to expiry: 39 Days Oct 10 40.000 0.98 45.68 0 0 0| 0 0 0 0 120 30.000 0.97 34.58 0 0 0| 0 0 0 0 130 20.500 0.91 30.93 0 0 0| 0 40 0 0 140 15.750 0.87 26.96 0 0 0| 0 15 0 0 145 11.500 0.80 24.59 0 0 0| 0 1,920 0 0 150 7.500 0.68 21.86 0 0 0| 0 3,089 0 0 155 4.250 0.51 20.32 0 0 0| 0 15,302 0 0 160 2.000 0.31 18.43 0 0 0| 600 610 +525 0 165 1.000 0.19 19.99 0 0 0| 0 0 0 0 170 0.250 0.03 19.31 0 0 0| 0 0 0 0 180 Total 0 0 0| 600 20,976 +525 0 Indicative a-t-m Vol 21.60 Underlying Price 159.800 Time to expiry: 74 Days Nov 10 30.250 0.96 29.13 0 0 0| 0 0 0 0 130 21.250 0.88 27.01 0 0 0| 0 0 0 0 140 16.750 0.82 26.11 0 0 0| 0 0 0 0 145 12.750 0.75 24.19 0 0 0| 0 14 0 0 150 9.250 0.64 23.27 0 0 0| 15 147 +15 0 155 6.000 0.52 21.60 0 0 0| 18 6,103 +18 0 160 3.500 3.750 0.38 20.50 3.500 S 3.500 S 0 0 50| 0 0 0 0 165 2.250 2.250 0.26 20.28 2.250 2.250 0 0 100| 0 150 0 0 170 0.750 0.11 21.24 0 0 0| 0 0 0 0 180 Total 0 0 150| 33 6,414 +33 0 Indicative a-t-m Vol 22.16 Underlying Price 159.800 Time to expiry: 102 Days Dec 10 64.250 0.98 55.56 0 0 0| 0 0 0 0 96 60.000 0.99 47.94 0 0 0| 0 103 0 0 100 40.250 0.96 35.70 0 0 0| 0 66,421 0 0 120 30.500 0.94 30.08 0 0 0| 0 13,776 0 0 130 Equity Options 19:50 Business Day Mon 6 Sep 2010 Previous Business Day Fri 3 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 | 21.500 0.86 27.25 0 0 0| 0 51,242 0 0 140 13.250 0.73 24.26 0 0 0| 0 86,815 0 0 150 6.500 6.750 0.52 22.16 6.500 S 6.500 S 0 0 40| 170 92,336 -2,571 0 160 3.000 0.29 21.37 0 0 0| 0 11,875 0 0 170 1.250 0.14 21.44 0 0 0| 25 30,430 +25 0 180 CAB 0.02 21.00 0 0 0| 0 0 0 0 200 Total 0 0 40| 195 352,998 -2,546 0 Indicative a-t-m Vol 22.87 Underlying Price 159.800 Time to expiry: 193 Days Mar 11 60.000 0.99 38.96 0 0 0| 0 0 0 0 100 40.500 0.95 30.10 0 0 0| 0 0 0 0 120 31.250 0.90 27.98 0 0 0| 0 0 0 0 130 23.250 0.79 27.95 0 0 0| 0 7,005 0 0 140 15.250 0.67 23.87 0 0 0| 0 308 0 0 150 9.000 9.500 0.51 22.87 9.000 S 9.000 S 0 0 17| 100 402 +100 0 160 5.000 5.250 0.35 21.71 5.000 5.000 0 0 4| 15 15 +15 0 170 2.750 0.22 21.12 0 0 0| 0 200 0 0 180 Total 0 0 21| 115 7,930 +115 0 Indicative a-t-m Vol 22.44 Underlying Price 159.800 Time to expiry: 284 Days Jun 11 60.000 60.000 0.98 36.33 60.000 60.000 0 0 1| 0 2 0 0 100 40.750 0.94 29.35 0 0 0| 0 0 0 0 120 31.750 0.87 27.36 0 0 0| 0 1,101 0 0 130 22.250 23.750 0.77 26.18 22.250 22.250 0 0 5| 0 5,440 0 0 140 16.750 0.65 24.55 0 0 0| 0 10,082 0 0 150 10.750 0.51 22.44 0 0 0| 0 3,283 0 0 160 6.500 0.38 21.53 0 0 0| 0 0 0 0 170 4.000 0.26 21.26 0 0 0| 0 0 0 0 180 Total 0 0 6| 0 19,908 0 0 Indicative a-t-m Vol 25.00 Underlying Price 159.800 Time to expiry: 466 Days Dec 11 60.250 0.97 36.77 0 0 0| 0 0 0 0 100 41.250 0.91 29.34 0 0 0| 0 24,000 0 0 120 24.750 0.74 25.57 0 0 0| 0 18,017 0 0 140 14.000 0.52 25.00 0 0 0| 0 13,520 0 0 160 6.750 0.32 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 25.58 Underlying Price 159.800 Time to expiry: 648 Days Jun 12 41.750 0.89 29.61 0 0 0| 0 0 0 0 120 26.500 0.71 26.87 0 0 0| 0 0 0 0 140 16.000 0.52 25.58 0 0 0| 0 2,500 0 0 160 8.750 0.35 24.08 0 0 0| 0 0 0 0 180 Total 0 0 0| 0 2,500 0 0 Indicative a-t-m Vol 25.14 Underlying Price 159.800 Time to expiry: 837 Days Dec 12 61.750 0.92 42.70 0 0 0| 0 0 0 0 100 42.000 0.88 29.53 0 0 0| 0 0 0 0 120 Equity Options 19:50 Business Day Mon 6 Sep 2010 Previous Business Day Fri 3 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 | 27.000 0.71 26.57 0 0 0| 0 10,000 0 0 140 16.750 0.52 25.14 0 0 0| 0 0 0 0 160 9.500 0.36 23.51 0 0 0| 0 6,500 0 0 180 Total 0 0 0| 0 16,500 0 0 Total Calls 0 0 789| 1,123 589,433 -4,855 0 | Whitbread Holdings plc STND OPT (WTB) Indicative a-t-m Vol 25.20 Underlying Price 1512.000 Time to expiry: 11 Days Sep 10 512.500 1.00 82.15 0 0 0| 0 0 0 0 1000 412.500 1.00 60.23 0 0 0| 0 0 0 0 1100 312.500 1.00 44.36 0 0 0| 0 0 0 0 1200 222.000 212.500 1.00 32.37 222.000 S 222.000 S 0 0 2| 0 2 0 0 1300 162.500 0.99 27.02 0 0 0| 0 0 0 0 1350 113.500 0.96 25.39 0 0 0| 0 304 0 0 1400 69.000 0.83 25.09 0 0 0| 0 304 0 0 1450 34.000 0.58 25.14 0 0 0| 1 28 0 0 1500 16.000 13.000 0.30 25.40 16.000 16.000 0 0 2| 5 24 0 0 1550 3.500 0.11 25.26 0 0 0| 2 181 0 0 1600 0.500 0.01 28.16 0 0 0| 0 4 0 0 1700 CAB 0.00 25.77 0 0 0| 0 3 0 0 1800 Total 0 0 4| 8 850 0 0 Indicative a-t-m Vol 25.60 Underlying Price 1512.000 Time to expiry: 102 Days Dec 10 513.000 1.00 29.12 0 0 0| 0 0 0 0 1000 318.500 0.95 31.22 0 0 0| 0 0 0 0 1200 227.500 0.87 28.99 0 0 0| 0 0 0 0 1300 148.000 0.73 27.26 0 0 0| 0 12 0 0 1400 84.500 0.54 25.72 0 0 0| 0 5 0 0 1500 42.500 0.35 24.76 0 0 0| 0 5 0 0 1600 21.500 19.500 0.19 24.51 21.500 21.500 0 0 2| 0 2 0 0 1700 8.000 0.09 24.43 0 0 0| 0 7 0 0 1800 Total 0 0 2| 0 31 0 0 Indicative a-t-m Vol 26.93 Underlying Price 1512.000 Time to expiry: 193 Days Mar 11 330.500 0.88 30.41 0 0 0| 0 0 0 0 1200 256.500 249.500 0.79 29.03 256.500 S 256.500 S 0 0 2| 0 0 0 0 1300 179.000 0.68 27.88 0 0 0| 0 0 0 0 1400 121.500 0.55 27.06 0 0 0| 0 0 0 0 1500 76.500 0.41 25.92 0 0 0| 0 0 0 0 1600 25.500 0.19 24.80 0 0 0| 0 0 0 0 1800 Total 0 0 2| 0 0 0 0 Total Calls 0 0 8| 8 881 0 0 | Equity Options 19:50 Business Day Mon 6 Sep 2010 Previous Business Day Fri 3 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 18.77 Underlying Price 159.800 Time to expiry: 11 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 0.00 39.89 0 0 0| 0 28,431 0 0 130 CAB -0.01 38.71 0 0 0| 0 5,010 0 0 135 CAB -0.02 34.60 0 0 0| 0 15,417 0 0 140 0.250 -0.04 30.83 0 0 0| 0 5,009 0 0 145 0.250 -0.07 24.73 0 0 0| 0 14,587 -1,495 0 150 0.750 -0.20 20.30 0 0 0| 0 628 0 0 155 2.250 -0.51 18.77 0 0 0| 0 301 0 0 160 6.000 -0.78 22.52 0 0 0| 0 0 0 0 165 10.250 -0.96 20.12 0 0 0| 0 100 0 0 170 20.250 -1.00 20.55 0 0 0| 0 0 0 0 180 Total 0 0 0| 0 75,178 -1,495 0 Indicative a-t-m Vol 20.49 Underlying Price 159.800 Time to expiry: 39 Days Oct 10 0.250 -0.02 45.02 0 0 0| 0 40 0 0 120 0.250 -0.04 37.04 0 0 0| 0 19 0 0 130 0.750 -0.09 30.88 0 0 0| 0 186 0 0 140 1.000 -0.13 27.21 0 0 0| 0 1,380 0 0 145 1.500 -0.20 24.65 0 0 0| 0 11,211 0 0 150 2.500 -0.32 22.00 0 0 0| 0 2,553 +875 0 155 4.250 -0.49 20.49 0 0 0| 0 0 0 0 160 7.750 -0.65 22.44 0 0 0| 0 0 0 0 165 11.000 -0.83 19.04 0 0 0| 0 0 0 0 170 21.000 -0.87 30.40 0 0 0| 0 0 0 0 180 Total 0 0 0| 0 15,389 +875 0 Indicative a-t-m Vol 22.37 Underlying Price 159.800 Time to expiry: 74 Days Nov 10 1.000 -0.09 33.59 0 0 0| 0 0 0 0 130 2.000 -0.17 28.36 0 0 0| 0 155 0 0 140 2.750 -0.23 26.18 0 0 0| 5 7 +5 0 145 3.500 3.750 -0.32 24.85 3.500 3.500 0 0 5| 0 350 0 0 150 5.250 -0.42 22.44 0 0 0| 50 2,311 +50 0 155 7.750 -0.55 22.37 0 0 0| 100 301 +100 0 160 10.750 -0.67 21.39 0 0 0| 0 0 0 0 165 14.500 -0.78 21.18 0 0 0| 0 0 0 0 170 23.500 -0.90 22.12 0 0 0| 0 0 0 0 180 Total 0 0 5| 155 3,124 +155 0 Indicative a-t-m Vol 22.33 Underlying Price 159.800 Time to expiry: 102 Days Dec 10 0.250 -0.02 49.56 0 0 0| 0 735 0 0 96 0.250 -0.01 40.43 0 0 0| 0 29,150 0 0 100 0.750 -0.06 34.31 0 0 0| 0 85,547 0 0 120 1.250 -0.10 29.93 0 0 0| 0 38,544 0 0 130 2.250 2.500 -0.19 27.19 2.250 2.250 0 0 40| 0 39,676 0 0 140 Equity Options 19:50 Business Day Mon 6 Sep 2010 Previous Business Day Fri 3 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 | 4.750 -0.33 24.30 0 0 0| 0 33,233 0 0 150 9.000 -0.53 22.33 0 0 0| 0 15,411 0 0 160 15.500 -0.73 21.45 0 0 0| 0 10,000 0 0 170 23.750 -0.87 21.65 0 0 0| 0 101 0 0 180 43.000 -0.97 24.35 0 0 0| 0 0 0 0 200 Total 0 0 40| 0 252,397 0 0 Indicative a-t-m Vol 22.27 Underlying Price 159.800 Time to expiry: 193 Days Mar 11 0.500 -0.02 34.00 0 0 0| 0 10 0 0 100 1.500 -0.09 30.22 0 0 0| 0 89 0 0 120 2.750 -0.15 28.53 0 0 0| 0 36 0 0 130 4.500 -0.24 26.18 0 0 0| 0 2,407 0 0 140 7.500 -0.36 24.49 0 0 0| 0 115 0 0 150 11.500 11.500 -0.51 22.27 11.500 11.500 0 0 15| 0 11 0 0 160 17.750 -0.66 21.81 0 0 0| 0 0 0 0 170 25.250 -0.78 21.51 0 0 0| 0 24 0 0 180 Total 0 0 15| 0 2,692 0 0 Indicative a-t-m Vol 23.28 Underlying Price 159.800 Time to expiry: 284 Days Jun 11 1.000 -0.05 32.26 0 0 0| 0 1,710 0 0 100 3.750 -0.15 30.31 0 0 0| 0 1,048 0 0 120 5.500 -0.23 28.21 0 0 0| 0 1,232 0 0 130 8.250 -0.32 26.26 0 0 0| 0 3,824 0 0 140 12.000 -0.43 24.60 0 0 0| 0 28 0 0 150 17.000 -0.56 23.28 0 0 0| 0 3,150 0 0 160 24.000 -0.67 23.56 0 0 0| 0 0 0 0 170 31.750 -0.76 23.40 0 0 0| 0 100 0 0 180 Total 0 0 0| 0 11,092 0 0 Indicative a-t-m Vol 25.57 Underlying Price 159.800 Time to expiry: 466 Days Dec 11 4.000 -0.11 35.62 0 0 0| 0 7,530 0 0 100 7.250 -0.21 30.76 0 0 0| 0 36,520 0 0 120 13.500 -0.35 27.75 0 0 0| 0 20,517 0 0 140 23.000 -0.53 25.57 0 0 0| 0 3,004 0 0 160 36.500 -0.70 24.34 0 0 0| 0 0 0 0 180 Total 0 0 0| 0 67,571 0 0 Indicative a-t-m Vol 24.92 Underlying Price 159.800 Time to expiry: 648 Days Jun 12 9.750 -0.25 28.50 0 0 0| 0 0 0 0 120 17.000 -0.39 26.12 0 0 0| 0 0 0 0 140 28.000 -0.55 24.92 0 0 0| 0 0 0 0 160 41.500 -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 25.21 Underlying Price 159.800 Time to expiry: 837 Days Dec 12 8.000 -0.17 32.99 0 0 0| 0 0 0 0 100 13.250 -0.27 29.39 0 0 0| 0 2,500 0 0 120 20.500 -0.40 26.50 0 0 0| 0 9,500 0 0 140 31.750 -0.54 25.21 0 0 0| 0 0 0 0 160 Equity Options 19:50 Business Day Mon 6 Sep 2010 Previous Business Day Fri 3 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 | 46.000 -0.66 25.07 0 0 0| 0 0 0 0 180 Total 0 0 0| 0 12,000 0 0 Total Puts 0 0 60| 155 439,443 -465 0 Grand Total 0 0 849| 5,598 1,033,196 -5,320 0 Whitbread Holdings plc STND OPT (WTB) Indicative a-t-m Vol 25.78 Underlying Price 1512.000 Time to expiry: 11 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 CAB 0.00 32.18 0 0 0| 0 309 0 0 1300 0.500 -0.02 29.64 0 0 0| 0 3 0 0 1350 1.500 -0.05 26.11 0 0 0| 4 12 0 0 1400 7.500 -0.18 26.25 0 0 0| 0 5 0 0 1450 22.500 -0.42 25.78 0 0 0| 0 14 0 0 1500 51.500 -0.69 25.80 0 0 0| 0 0 0 0 1550 92.000 -0.88 26.07 0 0 0| 0 7 0 0 1600 188.000 -1.00 25.95 0 0 0| 0 0 0 0 1700 288.000 -1.00 24.27 0 0 0| 0 0 0 0 1800 Total 0 0 0| 4 370 0 0 Indicative a-t-m Vol 25.48 Underlying Price 1512.000 Time to expiry: 102 Days Dec 10 2.500 -0.02 39.47 0 0 0| 0 20 0 0 1000 9.000 -0.07 31.22 0 0 0| 0 10 0 0 1200 19.500 19.500 -0.15 28.84 19.500 19.500 0 0 1| 0 4 0 0 1300 42.000 -0.28 27.27 0 0 0| 0 14 0 0 1400 79.000 -0.46 25.59 0 0 0| 6 17 +6 0 1500 137.500 -0.66 24.66 0 0 0| 0 16 0 0 1600 212.500 -0.83 23.43 0 0 0| 0 0 0 0 1700 303.000 -0.92 23.90 0 0 0| 0 0 0 0 1800 Total 0 0 1| 6 81 +6 0 Indicative a-t-m Vol 26.94 Underlying Price 1512.000 Time to expiry: 193 Days Mar 11 23.000 -0.13 30.34 0 0 0| 0 1 0 0 1200 38.500 42.500 -0.21 29.16 38.500 38.500 0 0 1| 0 0 0 0 1300 72.500 -0.32 28.14 0 0 0| 0 2 0 0 1400 114.000 -0.45 27.05 0 0 0| 0 3 0 0 1500 170.000 -0.59 26.17 0 0 0| 0 0 0 0 1600 318.000 -0.82 24.71 0 0 0| 0 0 0 0 1800 Total 0 0 1| 0 6 0 0 Total Puts 0 0 2| 10 457 +6 0 Grand Total 0 0 859| 7,176 1,036,094 -5,314 0 Equity Options 19:50 Business Day Mon 6 Sep 2010 Previous Business Day Fri 3 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 27.31 Underlying Price 176.300 Time to expiry: 11 Days Sep 10 36.250 1.00 28.95 0 0 0| 0 0 0 0 140 26.250 1.00 25.78 0 0 0| 0 0 0 0 150 21.250 1.00 25.20 0 0 0| 0 0 0 0 155 16.250 0.99 23.72 0 0 0| 0 0 0 0 160 11.500 0.94 23.78 0 0 0| 0 0 0 0 165 7.250 0.80 24.73 0 0 0| 0 0 0 0 170 4.000 0.57 26.51 0 0 0| 0 0 0 0 175 2.000 0.35 28.51 0 0 0| 0 0 0 0 180 1.000 0.20 30.88 0 0 0| 0 10 0 0 185 0.500 0.11 32.88 0 0 0| 0 0 0 0 190 CAB 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 30.38 Underlying Price 176.300 Time to expiry: 102 Days Dec 10 37.000 0.94 33.94 0 0 0| 0 0 0 0 140 28.000 0.87 32.36 0 0 0| 0 0 0 0 150 20.250 0.76 32.26 0 0 0| 0 0 0 0 160 13.750 0.61 30.91 0 0 0| 0 0 0 0 170 8.750 0.46 30.15 0 0 0| 0 0 0 0 180 5.000 0.32 29.33 0 0 0| 0 15 0 0 190 2.750 0.20 28.32 0 0 0| 0 0 0 0 200 1.250 0.11 27.47 0 0 0| 0 0 0 0 210 0.500 0.05 26.31 0 0 0| 0 2 0 0 220 0.250 0.02 25.11 0 0 0| 0 3 0 0 230 CAB 0.01 23.79 0 0 0| 0 15 0 0 240 Total 0 0 0| 0 35 0 0 Indicative a-t-m Vol 30.55 Underlying Price 176.300 Time to expiry: 193 Days Mar 11 38.500 0.87 33.86 0 0 0| 0 0 0 0 140 30.500 0.79 32.60 0 0 0| 0 0 0 0 150 23.750 0.69 32.15 0 0 0| 0 0 0 0 160 17.750 0.59 31.15 0 0 0| 0 0 0 0 170 12.750 0.49 30.30 0 0 0| 0 7 0 0 180 9.000 0.39 29.83 0 0 0| 0 0 0 0 190 6.250 0.30 29.39 0 0 0| 0 36 0 0 200 2.750 0.16 28.59 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 19:50 Business Day Mon 6 Sep 2010 Previous Business Day Fri 3 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 24.59 Underlying Price 176.300 Time to expiry: 11 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 0.00 23.39 0 0 0| 0 0 0 0 155 CAB -0.01 22.42 0 0 0| 0 13 0 0 160 0.250 -0.06 23.99 0 0 0| 0 0 0 0 165 1.000 -0.20 25.11 0 0 0| 0 0 0 0 170 2.500 -0.42 24.42 0 0 0| 0 55 0 0 175 5.250 -0.67 24.85 0 0 0| 0 225 0 0 180 9.500 -0.84 26.59 0 0 0| 0 0 0 0 185 14.000 -0.93 27.13 0 0 0| 0 119 0 0 190 23.750 -0.99 29.70 0 0 0| 0 0 0 0 200 33.750 -1.00 33.50 0 0 0| 0 0 0 0 210 43.750 -1.00 35.96 0 0 0| 0 0 0 0 220 53.750 -1.00 34.58 0 0 0| 0 0 0 0 230 63.750 -1.00 34.58 0 0 0| 0 0 0 0 240 Total 0 0 0| 0 412 0 0 Indicative a-t-m Vol 29.43 Underlying Price 176.300 Time to expiry: 102 Days Dec 10 1.250 -0.09 32.53 0 0 0| 0 9 0 0 140 2.750 -0.17 31.70 0 0 0| 0 0 0 0 150 5.250 -0.28 30.79 0 0 0| 0 35 0 0 160 8.250 9.000 -0.41 29.82 8.250 8.250 0 0 12| 0 12 0 0 170 14.250 -0.56 29.26 0 0 0| 0 30 0 0 180 20.750 -0.70 28.10 0 0 0| 0 5 0 0 190 28.500 -0.82 26.99 0 0 0| 0 1 0 0 200 37.250 -0.91 26.12 0 0 0| 0 0 0 0 210 46.750 -0.95 26.42 0 0 0| 0 0 0 0 220 56.500 -0.98 25.99 0 0 0| 0 0 0 0 230 66.250 -0.99 26.08 0 0 0| 0 0 0 0 240 Total 0 0 12| 0 92 0 0 Indicative a-t-m Vol 30.67 Underlying Price 176.300 Time to expiry: 193 Days Mar 11 3.750 -0.15 33.57 0 0 0| 0 0 0 0 140 6.250 -0.23 33.03 0 0 0| 0 0 0 0 150 9.250 -0.31 31.68 0 0 0| 0 7 0 0 160 13.500 -0.41 30.84 0 0 0| 0 2 0 0 170 17.750 18.750 -0.52 30.60 17.750 17.750 0 0 20| 0 20 0 0 180 25.000 -0.62 30.15 0 0 0| 0 0 0 0 190 32.000 -0.71 29.41 0 0 0| 0 0 0 0 200 48.500 -0.85 28.51 0 0 0| 0 0 0 0 220 Total 0 0 20| 0 29 0 0 Total Puts 0 0 32| 0 533 0 0 Grand Total 0 0 32| 2,040 2,715 0 0 Equity Options 19:50 Business Day Mon 6 Sep 2010 Previous Business Day Fri 3 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 1362.000 Time to expiry: 11 Days Sep 10 362.500 0.99 68.20 0 0 0| 0 0 0 0 1000 263.000 0.98 58.02 0 0 0| 0 0 0 0 1100 214.000 0.97 51.99 0 0 0| 0 0 0 0 1150 165.500 0.94 46.36 0 0 0| 0 0 0 0 1200 117.000 0.90 38.59 0 0 0| 0 0 0 0 1250 76.000 0.76 38.30 0 0 0| 0 0 0 0 1300 44.000 0.57 38.30 0 0 0| 0 0 0 0 1350 22.000 0.36 38.30 0 0 0| 0 1 0 0 1400 11.000 0.20 39.98 0 0 0| 0 10 0 0 1450 4.500 0.10 39.97 0 0 0| 0 2 0 0 1500 2.000 0.05 41.99 0 0 0| 0 34 0 0 1550 1.000 0.03 45.00 0 0 0| 0 3 0 0 1600 0.500 0.01 45.00 0 0 0| 0 0 0 0 1650 CAB 0.00 45.00 0 0 0| 0 1 0 0 1700 CAB 0.00 45.00 0 0 0| 0 8 0 0 1800 CAB 0.00 45.00 0 0 0| 0 0 0 0 2000 Total 0 0 0| 0 59 0 0 Indicative a-t-m Vol 39.33 Underlying Price 1362.000 Time to expiry: 102 Days Dec 10 370.000 0.95 37.89 0 0 0| 0 0 0 0 1000 284.000 0.87 39.44 0 0 0| 0 0 0 0 1100 209.000 0.76 39.81 0 0 0| 0 0 0 0 1200 146.500 0.63 39.53 0 0 0| 0 0 0 0 1300 98.000 0.49 39.20 0 0 0| 25 26 +25 0 1400 61.000 0.36 38.43 0 0 0| 0 0 0 0 1500 35.500 0.24 37.71 0 0 0| 0 0 0 0 1600 21.000 0.16 37.66 0 0 0| 0 3 0 0 1700 11.000 0.10 37.16 0 0 0| 0 1 0 0 1800 3.500 0.04 37.78 0 0 0| 0 1 0 0 2000 Total 0 0 0| 25 31 +25 0 Indicative a-t-m Vol 40.75 Underlying Price 1362.000 Time to expiry: 193 Days Mar 11 428.000 0.83 56.86 0 0 0| 0 0 0 0 1000 339.500 0.78 49.44 0 0 0| 0 0 0 0 1100 262.000 0.71 44.74 0 0 0| 0 0 0 0 1200 197.000 0.63 41.83 0 0 0| 0 0 0 0 1300 145.000 0.53 40.08 0 0 0| 0 0 0 0 1400 104.500 0.43 39.06 0 0 0| 0 0 0 0 1500 74.000 0.34 38.47 0 0 0| 0 1 0 0 1600 51.500 0.26 38.09 0 0 0| 0 0 0 0 1700 36.000 0.19 37.88 0 0 0| 0 1 0 0 1800 Total 0 0 0| 0 2 0 0 Total Calls 0 0 0| 25 92 +25 0 | Equity Options 19:50 Business Day Mon 6 Sep 2010 Previous Business Day Fri 3 Sep 2010 Page 86 Puts | Block | Opening Settle Delta Vola- Daily Trade Bclear Total | Official **Open Change Exer- Exer Trans Price tility High Low Volume Volume*** Volume | Volume Int cises Price | Wolseley plc STND OPT (WSY) Indicative a-t-m Vol 40.93 Underlying Price 1362.000 Time to expiry: 11 Days Sep 10 CAB 0.00 46.82 0 0 0| 0 0 0 0 1000 CAB 0.00 45.01 0 0 0| 0 2 0 0 1100 0.500 -0.01 43.20 0 0 0| 0 0 0 0 1150 2.000 -0.04 42.12 0 0 0| 0 250 0 0 1200 6.000 -0.12 40.90 0 0 0| 0 0 0 0 1250 16.000 -0.25 41.07 0 0 0| 0 11 0 0 1300 34.000 -0.44 40.76 0 0 0| 0 4 0 0 1350 63.000 -0.63 41.49 0 0 0| 0 252 0 0 1400 100.000 -0.78 41.95 0 0 0| 0 20 0 0 1450 143.500 -0.88 43.10 0 0 0| 0 0 0 0 1500 190.500 -0.94 44.51 0 0 0| 0 4 0 0 1550 239.000 -0.97 45.86 0 0 0| 3 3 -1 0 1600 288.500 -0.98 49.92 0 0 0| 0 0 0 0 1650 338.000 -0.99 50.66 0 0 0| 0 0 0 0 1700 438.000 -1.00 52.53 0 0 0| 0 0 0 0 1800 638.000 -1.00 62.12 0 0 0| 0 0 0 0 2000 Total 0 0 0| 3 546 -1 0 Indicative a-t-m Vol 39.70 Underlying Price 1362.000 Time to expiry: 102 Days Dec 10 16.000 -0.09 48.00 0 0 0| 0 0 0 0 1000 29.000 -0.15 44.71 0 0 0| 0 0 0 0 1100 50.000 -0.25 42.14 0 0 0| 0 3 0 0 1200 84.500 -0.37 40.56 0 0 0| 25 28 +25 0 1300 133.000 -0.51 39.17 0 0 0| 0 13 0 0 1400 196.500 -0.64 38.51 0 0 0| 4 4 +4 0 1500 271.000 -0.76 37.86 0 0 0| 0 0 0 0 1600 356.500 -0.84 37.87 0 0 0| 0 0 0 0 1700 447.000 -0.91 37.54 0 0 0| 0 0 0 0 1800 640.000 -0.97 38.62 0 0 0| 0 0 0 0 2000 Total 0 0 0| 29 48 +29 0 Indicative a-t-m Vol 39.99 Underlying Price 1362.000 Time to expiry: 193 Days Mar 11 41.000 -0.14 47.88 0 0 0| 0 0 0 0 1000 58.500 -0.20 44.31 0 0 0| 0 0 0 0 1100 85.500 -0.28 41.90 0 0 0| 0 1 0 0 1200 125.500 -0.38 40.61 0 0 0| 0 0 0 0 1300 175.500 -0.48 39.61 0 0 0| 0 2 0 0 1400 237.000 -0.57 39.05 0 0 0| 0 0 0 0 1500 307.000 -0.66 38.62 0 0 0| 0 0 0 0 1600 384.000 -0.75 38.12 0 0 0| 0 0 0 0 1700 468.000 -0.81 37.78 0 0 0| 0 0 0 0 1800 Total 0 0 0| 0 3 0 0 Total Puts 0 0 0| 32 597 +28 0 Grand Total 0 0 0| 2,157 2,789 +53 0 Equity Options 19:50 Business Day Mon 6 Sep 2010 Previous Business Day Fri 3 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 21.19 Underlying Price 681.500 Time to expiry: 11 Days Sep 10 201.500 1.00 54.19 0 0 0| 0 0 0 0 480 161.500 1.00 46.39 0 0 0| 0 5 0 0 520 121.750 1.00 37.46 0 0 0| 0 5 0 0 560 81.750 0.99 30.55 0 0 0| 0 8 0 0 600 62.000 0.97 27.64 0 0 0| 0 0 0 0 620 42.750 0.92 24.91 0 0 0| 0 15 0 0 640 25.250 0.79 23.00 0 0 0| 0 20 0 0 660 11.500 0.53 21.38 0 0 0| 0 513 0 0 680 3.250 0.23 19.48 0 0 0| 0 125 0 0 700 0.500 0.05 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 23.61 Underlying Price 681.500 Time to expiry: 102 Days Dec 10 202.000 1.00 32.83 0 0 0| 0 0 0 0 480 125.250 0.92 31.14 0 0 0| 0 10 0 0 560 90.000 0.83 28.89 0 0 0| 0 20 0 0 600 58.000 0.69 25.97 0 0 0| 0 0 0 0 640 33.000 0.52 23.68 0 0 0| 0 21 0 0 680 16.000 0.32 22.16 0 0 0| 0 18 0 0 720 6.500 0.17 21.14 0 0 0| 0 68 0 0 760 2.250 0.07 20.58 0 0 0| 0 17 0 0 800 1.000 0.03 21.54 0 0 0| 0 1 0 0 840 Total 0 0 0| 0 155 0 0 Indicative a-t-m Vol 24.92 Underlying Price 681.500 Time to expiry: 193 Days Mar 11 132.250 0.84 29.84 0 0 0| 0 0 0 0 560 101.000 0.76 28.45 0 0 0| 0 0 0 0 600 72.500 0.66 26.60 0 0 0| 0 6 0 0 640 48.500 48.750 0.53 24.99 48.500 48.500 0 0 8| 0 0 0 0 680 30.000 0.40 23.54 0 0 0| 0 0 0 0 720 17.250 0.27 22.59 0 0 0| 0 5 0 0 760 9.250 0.17 21.85 0 0 0| 0 0 0 0 800 Total 0 0 8| 0 11 0 0 Total Calls 0 0 8| 0 1,293 0 0 | Equity Options 19:50 Business Day Mon 6 Sep 2010 Previous Business Day Fri 3 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 21.19 Underlying Price 681.500 Time to expiry: 11 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 CAB 0.00 41.85 0 0 0| 0 1 0 0 560 0.250 -0.02 33.39 0 0 0| 0 506 0 0 600 0.500 -0.03 28.30 0 0 0| 0 0 0 0 620 1.250 -0.08 25.75 0 0 0| 0 68 0 0 640 3.750 -0.22 23.76 0 0 0| 0 511 0 0 660 9.750 -0.47 21.29 0 0 0| 0 533 0 0 680 21.750 -0.76 20.27 0 0 0| 0 11 0 0 700 39.500 -0.91 21.97 0 0 0| 0 18 0 0 720 78.750 -0.98 28.45 0 0 0| 0 0 0 0 760 118.500 -0.99 37.64 0 0 0| 0 0 0 0 800 Total 0 0 0| 0 1,654 0 0 Indicative a-t-m Vol 23.84 Underlying Price 681.500 Time to expiry: 102 Days Dec 10 0.500 -0.01 29.43 0 0 0| 0 48 0 0 480 6.750 -0.11 31.70 0 0 0| 0 28 0 0 560 11.500 -0.19 28.58 0 0 0| 0 44 0 0 600 20.500 -0.31 26.03 0 0 0| 11 18 +11 0 640 35.500 -0.49 23.92 0 0 0| 0 43 0 0 680 58.750 -0.68 22.39 0 0 0| 0 10 0 0 720 89.250 -0.84 21.35 0 0 0| 0 0 0 0 760 125.500 -0.93 21.43 0 0 0| 0 0 0 0 800 165.250 -0.94 25.53 0 0 0| 0 8 0 0 840 Total 0 0 0| 11 199 +11 0 Indicative a-t-m Vol 25.02 Underlying Price 681.500 Time to expiry: 193 Days Mar 11 15.000 -0.17 30.77 0 0 0| 0 5 0 0 560 22.500 -0.24 28.62 0 0 0| 0 2 0 0 600 34.250 -0.35 26.82 0 0 0| 0 0 0 0 640 50.000 -0.47 25.09 0 0 0| 0 0 0 0 680 71.250 -0.60 23.66 0 0 0| 0 0 0 0 720 98.750 -0.73 22.69 0 0 0| 0 1 0 0 760 130.750 -0.84 22.04 0 0 0| 0 0 0 0 800 Total 0 0 0| 0 8 0 0 Total Puts 0 0 0| 11 1,861 +11 0 Grand Total 0 0 8| 1,691 4,834 +11 0 Equity Options