Equity Options 22:05 Business Day Tue 7 Sep 2010 Previous Business Day Mon 6 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 30.76 Underlying Price 6080.000 Time to expiry: 10 Days Sep 10 2480.500 1.00 54.02 0 0 0| 0 0 0 0 3600 2280.500 1.00 49.65 0 0 0| 0 0 0 0 3800 2080.500 1.00 45.55 0 0 0| 0 0 0 0 4000 1681.000 1.00 40.62 0 0 0| 0 1 0 0 4400 1281.000 1.00 39.38 0 0 0| 0 5 0 0 4800 881.500 1.00 35.35 0 0 0| 0 5 0 0 5200 683.500 0.98 33.11 0 0 0| 0 0 0 0 5400 491.000 0.93 32.07 0 0 0| 0 107 0 0 5600 315.500 0.81 31.46 0 0 0| 0 4 0 0 5800 174.000 0.61 30.96 0 0 0| 0 34 0 0 6000 78.500 0.37 30.46 0 0 0| 0 0 0 0 6200 26.000 0.16 29.23 0 0 0| 0 6 0 0 6400 9.500 0.07 30.96 0 0 0| 0 1 0 0 6600 2.500 0.02 31.46 0 0 0| 0 6 0 0 6800 0.500 0.00 34.40 0 0 0| 0 1 0 0 7200 CAB 0.00 38.88 0 0 0| 0 0 0 0 7600 Total 0 0 0| 0 170 0 0 Indicative a-t-m Vol 32.46 Underlying Price 6080.000 Time to expiry: 101 Days Dec 10 2088.500 0.99 36.84 0 0 0| 0 0 0 0 4000 1699.000 0.97 35.96 0 0 0| 0 0 0 0 4400 1327.500 0.92 35.48 0 0 0| 0 2 0 0 4800 982.000 0.84 34.02 0 0 0| 0 0 0 0 5200 691.000 0.71 33.76 0 0 0| 0 2 0 0 5600 397.500 449.500 0.56 32.66 397.500 397.500 0 0 2| 0 0 0 0 6000 269.500 0.41 31.64 0 0 0| 0 1 0 0 6400 147.500 0.27 30.70 0 0 0| 0 1 0 0 6800 75.000 71.000 0.15 29.60 75.000 75.000 0 0 1| 0 1 0 0 7200 Total 0 0 3| 0 7 0 0 Indicative a-t-m Vol 32.48 Underlying Price 6080.000 Time to expiry: 192 Days Mar 11 2103.500 0.97 36.19 0 0 0| 0 0 0 0 4000 1398.000 0.86 35.07 0 0 0| 0 0 0 0 4800 1094.000 0.77 34.58 0 0 0| 0 2 0 0 5200 830.000 0.68 33.75 0 0 0| 0 1 0 0 5600 601.500 0.57 32.74 0 0 0| 0 0 0 0 6000 414.000 0.45 31.46 0 0 0| 0 0 0 0 6400 280.500 0.35 30.96 0 0 0| 0 2 0 0 6800 180.500 0.25 30.46 0 0 0| 0 2 0 0 7200 Total 0 0 0| 0 7 0 0 Total Calls 0 0 3| 0 184 0 0 | Equity Options 22:05 Business Day Tue 7 Sep 2010 Previous Business Day Mon 6 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 31.20 Underlying Price 6080.000 Time to expiry: 10 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 41.60 0 0 0| 0 18 0 0 4800 1.500 -0.01 38.96 0 0 0| 0 4 0 0 5200 4.500 -0.03 37.16 0 0 0| 0 29 0 0 5400 16.000 -0.09 36.00 0 0 0| 0 3 0 0 5600 56.500 40.500 -0.20 33.53 56.500 56.500 0 0 2| 0 6 0 0 5800 97.000 -0.39 31.90 0 0 0| 0 8 0 0 6000 196.500 -0.64 30.14 0 0 0| 0 2 0 0 6200 347.500 -0.83 30.14 0 0 0| 0 5 0 0 6400 531.000 -0.92 32.69 0 0 0| 0 2 0 0 6600 723.000 -0.97 33.43 0 0 0| 0 12 0 0 6800 1120.000 -1.00 33.06 0 0 0| 0 2 0 0 7200 1520.000 -1.00 34.05 0 0 0| 0 0 0 0 7600 Total 0 0 2| 0 94 0 0 Indicative a-t-m Vol 31.85 Underlying Price 6080.000 Time to expiry: 101 Days Dec 10 6.500 -0.01 37.84 0 0 0| 0 4 0 0 4000 19.500 -0.04 36.42 0 0 0| 0 6 0 0 4400 54.500 51.000 -0.09 35.45 54.500 54.500 0 0 1| 0 2 0 0 4800 108.000 -0.17 33.73 0 0 0| 0 5 0 0 5200 211.000 -0.29 32.61 0 0 0| 0 2 0 0 5600 376.000 -0.44 31.95 0 0 0| 0 6 0 0 6000 603.500 -0.60 31.43 0 0 0| 0 2 0 0 6400 877.000 -0.74 29.94 0 0 0| 0 0 0 0 6800 1205.000 -0.85 29.11 0 0 0| 0 2 0 0 7200 Total 0 0 1| 0 29 0 0 Indicative a-t-m Vol 31.05 Underlying Price 6080.000 Time to expiry: 192 Days Mar 11 28.000 -0.04 35.47 0 0 0| 0 0 0 0 4000 119.000 -0.14 33.60 0 0 0| 0 3 0 0 4800 202.500 -0.22 32.26 0 0 0| 0 1 0 0 5200 333.500 -0.32 31.56 0 0 0| 0 125 0 0 5600 512.500 -0.44 31.14 0 0 0| 0 0 0 0 6000 739.000 -0.55 30.71 0 0 0| 0 0 0 0 6400 1005.000 -0.66 30.17 0 0 0| 0 0 0 0 6800 1306.000 -0.76 29.61 0 0 0| 0 4 0 0 7200 Total 0 0 0| 0 133 0 0 Total Puts 0 0 3| 0 256 0 0 Grand Total 0 0 6| 38,742 39,182 0 0 Equity Options 22:05 Business Day Tue 7 Sep 2010 Previous Business Day Mon 6 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 18.66 Underlying Price 3360.000 Time to expiry: 10 Days Sep 10 760.500 1.00 43.34 0 0 0| 0 0 0 0 2600 560.500 1.00 36.21 0 0 0| 0 0 0 0 2800 460.500 1.00 31.78 0 0 0| 0 0 0 0 2900 361.000 0.99 28.34 0 0 0| 0 0 0 0 3000 261.500 0.98 23.42 0 0 0| 0 5 0 0 3100 165.500 0.91 20.97 0 0 0| 0 319 0 0 3200 81.500 0.71 19.49 0 0 0| 0 260 0 0 3300 25.500 0.36 18.11 0 0 0| 0 941 0 0 3400 5.500 0.10 18.43 0 0 0| 0 0 0 0 3500 1.000 0.02 19.76 0 0 0| 0 35 0 0 3600 CAB 0.00 20.73 0 0 0| 0 40 0 0 3800 CAB 0.00 21.71 0 0 0| 0 14 0 0 4000 Total 0 0 0| 0 1,614 0 0 Indicative a-t-m Vol 21.10 Underlying Price 3360.000 Time to expiry: 101 Days Dec 10 971.500 0.97 35.10 0 0 0| 0 0 0 0 2400 586.000 0.91 27.09 0 0 0| 0 0 0 0 2800 414.000 408.000 0.83 24.43 414.000 S 414.000 S 0 0 1| 0 2 0 0 3000 255.000 252.000 0.69 22.41 255.000 S 255.000 S 0 0 1| 0 40 0 0 3200 135.000 132.500 0.49 20.78 135.000 135.000 0 0 7| 0 385 0 0 3400 56.500 58.500 0.28 19.92 56.500 56.500 0 0 3| 0 9 0 0 3600 21.500 0.13 19.44 0 0 0| 0 20 0 0 3800 6.500 0.05 19.13 0 0 0| 0 44 0 0 4000 Total 0 0 12| 0 500 0 0 Indicative a-t-m Vol 21.66 Underlying Price 3360.000 Time to expiry: 192 Days Mar 11 981.500 0.96 30.98 0 0 0| 0 0 0 0 2400 611.500 0.87 26.20 0 0 0| 0 0 0 0 2800 444.500 0.78 24.25 0 0 0| 0 0 0 0 3000 299.000 0.66 22.65 0 0 0| 0 10 0 0 3200 183.000 0.51 21.41 0 0 0| 0 37 0 0 3400 101.500 0.35 20.50 0 0 0| 0 42 0 0 3600 25.500 0.12 19.81 0 0 0| 0 4 0 0 4000 Total 0 0 0| 0 93 0 0 Total Calls 0 0 12| 0 2,207 0 0 | Equity Options 22:05 Business Day Tue 7 Sep 2010 Previous Business Day Mon 6 Sep 2010 Page 4 Puts | Block | Opening Settle Delta Vola- Daily Trade Bclear Total | Official **Open Change Exer- Exer Trans Price tility High Low Volume Volume*** Volume | Volume Int cises Price | Reckitt Benckiser Group Plc - STND OPT (RB ) Indicative a-t-m Vol 17.71 Underlying Price 3360.000 Time to expiry: 10 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 1.500 -0.02 31.90 0 0 0| 0 118 0 0 3000 2.500 -0.04 27.01 0 0 0| 0 290 0 0 3100 6.000 -0.10 22.29 0 0 0| 0 436 0 0 3200 19.500 -0.28 18.73 0 0 0| 0 22 0 0 3300 63.000 62.500 -0.65 17.02 63.000 63.000 0 0 1| 0 29 0 0 3400 145.000 -0.90 18.33 0 0 0| 0 0 0 0 3500 240.500 -0.98 19.76 0 0 0| 0 5 0 0 3600 440.000 -1.00 20.56 0 0 0| 0 0 0 0 3800 640.000 -1.00 21.62 0 0 0| 0 0 0 0 4000 Total 0 0 1| 0 1,031 0 0 Indicative a-t-m Vol 20.95 Underlying Price 3360.000 Time to expiry: 101 Days Dec 10 6.500 -0.03 34.58 0 0 0| 0 26 0 0 2400 20.000 19.000 -0.08 26.46 20.000 20.000 0 0 1| 0 410 0 0 2800 40.500 -0.17 24.18 0 0 0| 0 30 0 0 3000 84.500 -0.31 22.26 0 0 0| 1 45 0 0 3200 165.000 -0.52 20.62 0 0 0| 0 100 0 0 3400 291.000 -0.73 19.75 0 0 0| 0 6 0 0 3600 454.500 -0.88 19.07 0 0 0| 0 6 0 0 3800 642.000 -0.97 18.52 0 0 0| 0 3 0 0 4000 Total 0 0 1| 1 626 0 0 Indicative a-t-m Vol 21.00 Underlying Price 3360.000 Time to expiry: 192 Days Mar 11 18.000 -0.05 29.58 0 0 0| 0 1 0 0 2400 55.000 -0.16 25.25 0 0 0| 0 31 0 0 2800 94.000 -0.25 23.46 0 0 0| 0 7 0 0 3000 157.000 -0.39 22.05 0 0 0| 0 4 0 0 3200 248.500 -0.54 20.74 0 0 0| 0 52 0 0 3400 374.500 -0.70 19.77 0 0 0| 0 5 0 0 3600 705.500 -0.91 18.43 0 0 0| 0 0 0 0 4000 Total 0 0 0| 0 100 0 0 Total Puts 0 0 2| 1 1,757 0 0 Grand Total 0 0 14| 31,699 35,662 0 0 Equity Options 22:05 Business Day Tue 7 Sep 2010 Previous Business Day Mon 6 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 17.79 Underlying Price 538.000 Time to expiry: 10 Days Sep 10 138.000 1.00 57.94 0 0 0| 0 0 0 0 400 98.250 1.00 45.74 0 0 0| 0 0 0 0 440 78.250 0.99 39.12 0 0 0| 0 0 0 0 460 58.250 0.98 32.51 0 0 0| 0 0 0 0 480 48.500 0.97 28.53 0 0 0| 0 0 0 0 490 38.500 0.95 26.32 0 0 0| 0 0 0 0 500 20.000 0.83 20.91 0 0 0| 0 7 0 0 520 5.500 0.46 17.45 0 0 0| 0 29 0 0 540 1.000 0.12 19.62 0 0 0| 0 53 0 0 560 0.250 0.04 24.01 0 0 0| 0 0 0 0 580 0.250 0.02 31.56 0 0 0| 0 0 0 0 600 0.250 0.01 44.21 0 0 0| 0 5 0 0 640 Total 0 0 0| 0 94 0 0 Indicative a-t-m Vol 20.07 Underlying Price 538.000 Time to expiry: 101 Days Dec 10 140.000 0.97 31.99 0 0 0| 0 0 0 0 400 101.750 0.92 28.33 0 0 0| 0 0 0 0 440 83.000 0.89 25.85 0 0 0| 0 2 0 0 460 65.250 0.84 23.94 0 0 0| 0 7 0 0 480 34.250 0.65 21.01 0 0 0| 0 21 0 0 520 13.000 0.37 18.92 0 0 0| 0 46 0 0 560 3.500 0.14 17.83 0 0 0| 0 15 0 0 600 0.750 0.04 18.00 0 0 0| 0 0 0 0 640 Total 0 0 0| 0 91 0 0 Indicative a-t-m Vol 21.65 Underlying Price 538.000 Time to expiry: 192 Days Mar 11 107.500 0.87 27.54 0 0 0| 0 0 0 0 440 89.750 0.83 25.62 0 0 0| 0 0 0 0 460 73.500 0.77 24.44 0 0 0| 0 0 0 0 480 45.250 0.62 22.42 0 0 0| 0 0 0 0 520 24.000 0.44 20.72 0 0 0| 0 7 0 0 560 10.500 0.25 19.44 0 0 0| 0 39 0 0 600 4.250 0.12 18.82 0 0 0| 0 0 0 0 640 Total 0 0 0| 0 46 0 0 Total Calls 0 0 0| 0 231 0 0 | Equity Options 22:05 Business Day Tue 7 Sep 2010 Previous Business Day Mon 6 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 17.57 Underlying Price 538.000 Time to expiry: 10 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 35.56 0 0 0| 0 12 0 0 460 CAB -0.01 27.94 0 0 0| 0 347 0 0 480 CAB -0.01 24.38 0 0 0| 0 350 0 0 490 0.250 -0.03 22.85 0 0 0| 0 0 0 0 500 1.250 -0.14 18.94 0 0 0| 0 35 0 0 520 7.500 -0.54 17.41 0 0 0| 0 0 0 0 540 23.000 -0.88 19.12 0 0 0| 6 50 -6 0 560 42.250 -0.97 23.34 0 0 0| 0 0 0 0 580 62.250 -0.98 30.48 0 0 0| 0 0 0 0 600 102.000 -0.99 42.68 0 0 0| 0 0 0 0 640 Total 0 0 0| 6 830 -6 0 Indicative a-t-m Vol 19.79 Underlying Price 538.000 Time to expiry: 101 Days Dec 10 1.250 -0.03 32.06 0 0 0| 0 3 0 0 400 2.500 -0.07 27.56 0 0 0| 0 13 0 0 440 3.750 -0.10 25.34 0 0 0| 0 27 0 0 460 6.250 -0.16 23.77 0 0 0| 0 30 0 0 480 14.750 -0.35 20.67 0 0 0| 0 22 0 0 520 33.750 -0.64 18.71 0 0 0| 0 2 0 0 560 64.500 -0.87 17.70 0 0 0| 0 0 0 0 600 102.000 -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 21.44 Underlying Price 538.000 Time to expiry: 192 Days Mar 11 7.250 -0.13 27.02 0 0 0| 0 1 0 0 440 10.000 -0.17 25.69 0 0 0| 0 5 0 0 460 13.750 -0.23 24.56 0 0 0| 0 1 0 0 480 25.000 -0.38 22.26 0 0 0| 0 17 0 0 520 43.500 -0.57 20.44 0 0 0| 6 6 +6 0 560 70.250 -0.76 19.09 0 0 0| 0 0 0 0 600 104.000 -0.90 18.12 0 0 0| 0 0 0 0 640 Total 0 0 0| 6 30 +6 0 Total Puts 0 0 0| 12 957 0 0 Grand Total 0 0 0| 31,710 32,886 0 0 Equity Options 22:05 Business Day Tue 7 Sep 2010 Previous Business Day Mon 6 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 30.56 Underlying Price 102.200 Time to expiry: 10 Days Sep 10 30.250 1.00 37.08 0 0 0| 0 0 0 0 72 22.250 1.00 34.98 0 0 0| 0 0 0 0 80 14.250 0.99 38.63 0 0 0| 0 0 0 0 88 10.250 0.96 34.38 0 0 0| 0 0 0 0 92 6.750 0.86 34.34 0 0 0| 0 0 0 0 96 3.500 0.67 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 33.75 Underlying Price 102.200 Time to expiry: 101 Days Dec 10 42.500 0.99 45.52 0 0 0| 0 0 0 0 60 23.250 0.91 38.46 0 0 0| 0 0 0 0 80 16.500 0.81 36.11 0 0 0| 0 0 0 0 88 11.000 0.67 34.94 0 0 0| 0 0 0 0 96 8.500 0.59 33.60 0 0 0| 1 36 0 0 100 2.250 0.22 34.65 0 0 0| 25 238 +25 0 120 0.500 0.06 35.46 0 0 0| 0 10 0 0 140 CAB 0.01 36.68 0 0 0| 0 10 0 0 160 CAB 0.00 38.53 0 0 0| 0 0 0 0 200 Total 0 0 0| 26 294 +25 0 Indicative a-t-m Vol 32.49 Underlying Price 102.200 Time to expiry: 192 Days Mar 11 43.750 0.94 56.25 0 0 0| 0 0 0 0 60 25.250 0.85 39.24 0 0 0| 0 0 0 0 80 18.750 0.76 35.99 0 0 0| 0 0 0 0 88 13.500 0.65 34.74 0 0 0| 0 0 0 0 96 11.000 0.59 32.70 0 0 0| 0 10 0 0 100 3.750 0.28 31.29 0 0 0| 0 20 0 0 120 1.000 0.09 30.11 0 0 0| 0 0 0 0 140 0.250 0.02 29.05 0 0 0| 0 0 0 0 160 Total 0 0 0| 0 30 0 0 Total Calls 0 0 0| 26 645 +25 0 | Equity Options 22:05 Business Day Tue 7 Sep 2010 Previous Business Day Mon 6 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 25.48 Underlying Price 102.200 Time to expiry: 10 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 -0.01 28.15 0 0 0| 0 0 0 0 92 0.250 -0.09 27.69 0 0 0| 0 0 0 0 96 1.000 -0.31 26.39 0 0 0| 0 10 0 0 100 7.750 -0.97 23.34 0 0 0| 0 0 0 0 110 17.750 -1.00 21.81 0 0 0| 0 85 0 0 120 27.750 -1.00 22.32 0 0 0| 0 0 0 0 130 37.750 -1.00 23.34 0 0 0| 0 29 0 0 140 57.750 -1.00 25.34 0 0 0| 0 0 0 0 160 97.750 -1.00 22.07 0 0 0| 0 0 0 0 200 Total 0 0 0| 0 124 0 0 Indicative a-t-m Vol 32.18 Underlying Price 102.200 Time to expiry: 101 Days Dec 10 CAB -0.01 44.03 0 0 0| 0 0 0 0 60 1.000 -0.09 38.64 0 0 0| 0 100 0 0 80 2.000 -0.18 35.43 0 0 0| 0 0 0 0 88 4.250 -0.33 33.86 0 0 0| 0 3 0 0 96 5.750 -0.41 32.62 0 0 0| 0 166 0 0 100 19.000 -0.83 29.74 0 0 0| 0 47 0 0 120 38.000 -0.97 31.75 0 0 0| 0 0 0 0 140 57.750 -0.99 37.63 0 0 0| 0 0 0 0 160 97.750 -1.00 41.32 0 0 0| 0 0 0 0 200 Total 0 0 0| 0 316 0 0 Indicative a-t-m Vol 32.28 Underlying Price 102.200 Time to expiry: 192 Days Mar 11 0.500 -0.04 46.38 0 0 0| 0 0 0 0 60 2.500 -0.15 37.38 0 0 0| 0 0 0 0 80 4.000 -0.23 35.23 0 0 0| 0 0 0 0 88 6.500 -0.35 33.24 0 0 0| 0 0 0 0 96 8.250 -0.41 32.64 0 0 0| 0 15 0 0 100 20.750 -0.73 30.23 0 0 0| 0 33 0 0 120 38.250 -0.92 29.28 0 0 0| 0 0 0 0 140 57.750 -0.99 29.36 0 0 0| 0 0 0 0 160 Total 0 0 0| 0 48 0 0 Total Puts 0 0 0| 0 488 0 0 Grand Total 0 0 0| 34,072 35,179 +25 0 Equity Options 22:05 Business Day Tue 7 Sep 2010 Previous Business Day Mon 6 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 34.68 Underlying Price 3447.500 Time to expiry: 10 Days Sep 10 1448.500 1.00 113.20 0 0 0| 0 0 0 0 2000 1048.500 1.00 78.42 0 0 0| 0 0 0 0 2400 848.500 1.00 63.42 0 0 0| 0 0 0 0 2600 649.500 0.99 54.61 0 0 0| 0 15 0 0 2800 550.500 0.98 50.91 0 0 0| 0 10 0 0 2900 452.500 0.96 46.54 0 0 0| 0 240 0 0 3000 356.500 0.93 43.21 0 0 0| 0 190 0 0 3100 258.000 264.500 0.87 39.96 258.000 S 258.000 S 0 0 1| 0 1,502 0 0 3200 180.000 182.000 0.76 38.19 180.000 S 180.000 S 0 0 2| 0 110 0 0 3300 126.000 112.500 0.60 36.40 126.000 126.000 0 0 5| 1 550 0 0 3400 56.000 0.41 32.81 0 0 0| 210 1,454 -4 0 3500 28.500 0.24 34.15 0 0 0| 36 2,488 -14 0 3600 11.000 0.12 33.21 0 0 0| 5 517 +5 0 3700 3.500 0.05 32.75 0 0 0| 6 1,065 0 0 3800 1.000 0.02 32.75 0 0 0| 0 91 0 0 3900 0.500 0.00 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 8| 258 10,349 -13 0 Indicative a-t-m Vol 35.12 Underlying Price 3447.500 Time to expiry: 38 Days Oct 10 857.500 0.97 49.77 0 0 0| 0 0 0 0 2600 665.500 0.93 45.22 0 0 0| 0 0 0 0 2800 573.500 0.90 43.55 0 0 0| 0 0 0 0 2900 483.500 0.86 41.46 0 0 0| 0 5 0 0 3000 399.000 0.81 39.97 0 0 0| 0 25 0 0 3100 321.000 0.75 38.72 0 0 0| 0 62 -2 0 3200 248.000 0.67 36.88 0 0 0| 0 59 0 0 3300 184.000 185.000 0.57 35.50 184.000 S 184.000 S 0 0 2| 0 167 0 0 3400 133.500 0.47 34.72 0 0 0| 3 14 -2 0 3500 107.000 90.500 0.37 33.56 107.000 107.000 0 0 5| 15 112 +5 0 3600 37.000 37.500 0.19 32.33 40.000 37.000 0 0 11| 0 552 0 0 3800 13.000 0.08 31.70 0 0 0| 21 153 0 0 4000 Total 0 0 18| 39 1,149 +1 0 Indicative a-t-m Vol 36.36 Underlying Price 3447.500 Time to expiry: 73 Days Nov 10 880.000 0.92 48.02 0 0 0| 0 0 0 0 2600 699.500 0.87 44.74 0 0 0| 0 0 0 0 2800 531.500 0.80 41.80 0 0 0| 0 0 0 0 3000 455.000 0.75 40.77 0 0 0| 0 0 0 0 3100 381.000 0.70 39.29 0 0 0| 0 0 0 0 3200 313.500 0.64 37.84 0 0 0| 0 2 0 0 3300 253.500 0.57 36.83 0 0 0| 0 14 0 0 3400 201.000 0.50 35.85 0 0 0| 0 10 0 0 3500 Equity Options 22:05 Business Day Tue 7 Sep 2010 Previous Business Day Mon 6 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 | 154.000 157.000 0.43 35.21 154.000 154.000 0 0 5| 4 28 0 0 3600 83.000 87.500 0.29 33.69 83.000 83.000 0 0 1| 5 33 +5 0 3800 46.000 0.18 32.88 0 0 0| 0 0 0 0 4000 Total 0 0 6| 9 87 +5 0 Indicative a-t-m Vol 37.71 Underlying Price 3447.500 Time to expiry: 101 Days Dec 10 1964.500 1.00 60.02 0 0 0| 0 0 0 0 1487 1800.500 1.00 57.70 0 0 0| 0 0 0 0 1652 1474.000 0.98 52.26 0 0 0| 0 4 0 0 1983 1157.500 0.95 48.76 0 0 0| 0 185 0 0 2313 854.500 0.89 44.65 0 0 0| 0 20 0 0 2644 722.000 0.85 43.18 0 0 0| 0 357 0 0 2800 561.500 0.78 41.01 0 0 0| 0 1,559 0 0 3000 424.500 0.68 39.92 0 0 0| 0 1,978 0 0 3200 290.000 303.000 0.57 38.11 290.000 S 290.000 S 0 0 1| 0 2,345 0 0 3400 187.000 203.500 0.45 36.44 187.000 186.500 0 0 30| 0 3,742 0 0 3600 126.500 129.500 0.34 35.01 126.500 S 126.500 S 0 0 1| 0 3,736 0 0 3800 77.000 0.23 33.90 0 0 0| 0 1,271 0 0 4000 42.500 0.15 32.77 0 0 0| 0 30 0 0 4200 24.500 23.000 0.09 32.15 24.500 S 24.500 S 0 0 1| 0 28 0 0 4400 5.000 0.02 30.54 0 0 0| 0 114 0 0 4800 Total 0 0 33| 0 15,369 0 0 Indicative a-t-m Vol 37.72 Underlying Price 3447.500 Time to expiry: 192 Days Mar 11 1119.500 0.90 47.07 0 0 0| 0 7 0 0 2400 951.500 0.85 45.23 0 0 0| 0 52 0 0 2600 793.000 0.80 43.30 0 0 0| 0 22 0 0 2800 647.000 0.74 41.48 0 0 0| 0 12 0 0 3000 512.500 0.66 39.58 0 0 0| 0 69 0 0 3200 396.500 0.58 38.06 0 0 0| 0 700 0 0 3400 297.000 0.49 36.66 0 0 0| 0 255 0 0 3600 218.000 0.40 35.60 0 0 0| 0 34 0 0 3800 157.500 0.32 34.86 0 0 0| 0 19 0 0 4000 76.500 0.19 33.66 0 0 0| 0 6 0 0 4400 34.000 0.10 32.67 0 0 0| 0 44 0 0 4800 Total 0 0 0| 0 1,220 0 0 Indicative a-t-m Vol 37.99 Underlying Price 3447.500 Time to expiry: 283 Days Jun 11 1870.500 0.97 55.00 0 0 0| 0 0 0 0 1600 1683.500 0.96 52.58 0 0 0| 0 0 0 0 1800 1501.500 0.94 50.41 0 0 0| 0 5 0 0 2000 1159.000 0.87 46.45 0 0 0| 0 5 0 0 2400 1000.000 0.83 44.56 0 0 0| 0 50 0 0 2600 847.500 0.78 42.48 0 0 0| 0 15 0 0 2800 708.000 0.72 40.78 0 0 0| 0 433 0 0 3000 585.500 0.65 39.60 0 0 0| 0 275 0 0 3200 474.500 0.58 38.30 0 0 0| 0 0 0 0 3400 378.000 0.51 37.04 0 0 0| 200 205 +200 0 3600 Equity Options 22:05 Business Day Tue 7 Sep 2010 Previous Business Day Mon 6 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 | 297.000 0.44 36.04 0 0 0| 0 0 0 0 3800 231.000 0.37 35.31 0 0 0| 0 5 0 0 4000 136.500 0.25 34.40 0 0 0| 0 14 0 0 4400 76.000 0.16 33.42 0 0 0| 0 25 0 0 4800 39.000 0.10 32.35 0 0 0| 0 0 0 0 5200 Total 0 0 0| 200 1,032 +200 0 Indicative a-t-m Vol 38.68 Underlying Price 3447.500 Time to expiry: 465 Days Dec 11 1882.000 0.96 50.22 0 0 0| 0 0 0 0 1600 1706.500 0.94 49.27 0 0 0| 0 0 0 0 1800 1537.500 0.91 47.96 0 0 0| 0 0 0 0 2000 1289.000 0.86 45.65 0 0 0| 0 0 0 0 2313 1223.000 0.84 45.00 0 0 0| 0 0 0 0 2400 940.000 0.75 42.16 0 0 0| 0 5 0 0 2800 704.500 0.65 39.93 0 0 0| 0 400 0 0 3200 507.000 0.54 37.92 0 0 0| 0 1,005 0 0 3600 355.500 0.43 36.53 0 0 0| 0 105 0 0 4000 248.500 0.34 35.62 0 0 0| 0 1,000 0 0 4400 172.500 0.26 35.08 0 0 0| 0 0 0 0 4800 Total 0 0 0| 0 2,515 0 0 Indicative a-t-m Vol 44.88 Underlying Price 3447.500 Time to expiry: 647 Days Jun 12 1368.500 0.81 51.76 0 0 0| 0 0 0 0 2400 1107.000 0.74 48.00 0 0 0| 0 0 0 0 2800 880.000 0.66 45.14 0 0 0| 0 0 0 0 3200 720.500 0.59 44.72 0 0 0| 0 0 0 0 3600 562.500 0.51 42.87 0 0 0| 0 0 0 0 4000 450.000 0.44 42.28 0 0 0| 0 0 0 0 4400 Total 0 0 0| 0 0 0 0 Indicative a-t-m Vol 45.72 Underlying Price 3447.500 Time to expiry: 836 Days Dec 12 1434.000 0.81 51.61 0 0 0| 0 0 0 0 2400 1210.000 0.74 49.52 0 0 0| 0 1 0 0 2800 992.000 0.67 46.48 0 0 0| 0 0 0 0 3200 826.500 0.61 45.26 0 0 0| 0 505 0 0 3600 674.000 0.54 43.64 0 0 0| 0 0 0 0 4000 461.500 0.42 42.42 0 0 0| 0 0 0 0 4800 Total 0 0 0| 0 506 0 0 Total Calls 0 0 65| 506 32,227 +193 0 | Equity Options 22:05 Business Day Tue 7 Sep 2010 Previous Business Day Mon 6 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 35.38 Underlying Price 3447.500 Time to expiry: 10 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 1.000 -0.01 50.56 0 0 0| 0 948 0 0 2800 2.000 -0.02 48.49 0 0 0| 0 306 0 0 2900 4.000 3.500 -0.03 44.42 4.000 4.000 0 0 4| 0 2,258 0 0 3000 8.000 -0.07 42.22 0 0 0| 0 408 0 0 3100 16.000 18.000 -0.14 40.98 21.000 16.000 0 0 48| 0 1,247 -150 0 3200 36.500 34.000 -0.24 38.18 36.500 S 36.500 S 0 0 7| 0 549 0 0 3300 60.000 63.000 -0.40 35.93 71.500 60.000 0 0 5| 0 361 0 0 3400 112.500 -0.59 34.79 0 0 0| 5 150 +3 0 3500 162.500 180.000 -0.76 33.82 184.000 S 162.500 0 0 15| 0 128 0 0 3600 263.500 -0.88 33.83 0 0 0| 5 11 -5 0 3700 355.000 -0.96 31.22 0 0 0| 0 438 0 0 3800 453.500 -0.98 33.25 0 0 0| 0 0 0 0 3900 552.500 -1.00 33.29 0 0 0| 0 20 0 0 4000 752.500 -1.00 31.55 0 0 0| 0 0 0 0 4200 952.500 -1.00 32.46 0 0 0| 0 2 0 0 4400 1352.500 -1.00 36.12 0 0 0| 0 5 0 0 4800 Total 0 0 79| 10 7,703 -152 0 Indicative a-t-m Vol 35.23 Underlying Price 3447.500 Time to expiry: 38 Days Oct 10 7.500 -0.03 49.19 0 0 0| 0 27 0 0 2600 17.500 -0.07 46.08 0 0 0| 0 18 0 0 2800 25.500 -0.10 44.40 0 0 0| 0 3 0 0 2900 35.500 -0.14 42.08 0 0 0| 0 394 0 0 3000 49.500 -0.19 40.09 0 0 0| 0 30 0 0 3100 71.000 -0.25 38.68 0 0 0| 0 764 0 0 3200 100.500 99.000 -0.33 37.11 100.500 S 100.500 S 0 0 7| 0 270 0 0 3300 142.500 137.500 -0.43 36.04 142.500 142.500 0 0 1| 0 251 0 0 3400 182.000 -0.53 34.34 0 0 0| 0 0 0 0 3500 232.000 241.500 -0.63 33.75 232.000 232.000 0 0 5| 0 6 0 0 3600 386.500 -0.81 31.97 0 0 0| 0 15 0 0 3800 564.500 -0.92 32.06 0 0 0| 0 0 0 0 4000 Total 0 0 13| 0 1,778 0 0 Indicative a-t-m Vol 36.31 Underlying Price 3447.500 Time to expiry: 73 Days Nov 10 28.500 -0.08 47.97 0 0 0| 0 1 0 0 2600 50.000 -0.13 45.40 0 0 0| 0 0 0 0 2800 79.500 -0.20 41.73 0 0 0| 0 7 0 0 3000 101.000 -0.25 40.39 0 0 0| 0 0 0 0 3100 130.000 -0.30 39.45 0 0 0| 0 4 0 0 3200 162.500 -0.36 38.06 0 0 0| 0 0 0 0 3300 201.500 -0.43 36.82 0 0 0| 13 19 +13 0 3400 250.000 248.000 -0.50 35.75 250.000 S 250.000 S 0 0 10| 0 0 0 0 3500 304.500 -0.57 35.19 0 0 0| 0 0 0 0 3600 Equity Options 22:05 Business Day Tue 7 Sep 2010 Previous Business Day Mon 6 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 | 433.000 -0.72 33.22 0 0 0| 0 5 0 0 3800 595.000 -0.82 33.19 0 0 0| 0 0 0 0 4000 Total 0 0 10| 13 36 +13 0 Indicative a-t-m Vol 36.93 Underlying Price 3447.500 Time to expiry: 101 Days Dec 10 2.500 -0.01 67.17 0 0 0| 0 955 0 0 1487 4.500 3.500 -0.01 62.99 4.500 4.500 0 0 5| 5 20 0 0 1652 10.500 -0.02 57.59 0 0 0| 0 275 0 0 1983 23.500 -0.05 51.44 0 0 0| 0 866 0 0 2313 51.500 -0.11 46.29 0 0 0| 3 1,219 0 0 2644 74.000 -0.16 44.42 0 0 0| 0 2,334 0 0 2800 119.000 115.500 -0.23 42.41 119.000 119.000 0 0 1| 0 2,548 0 0 3000 171.500 -0.32 40.06 0 0 0| 1 1,777 -1 0 3200 243.000 -0.43 37.27 0 0 0| 0 676 0 0 3400 345.000 -0.55 35.85 0 0 0| 0 1,781 0 0 3600 473.000 -0.67 34.69 0 0 0| 0 1,511 0 0 3800 625.000 -0.77 34.30 0 0 0| 0 16 0 0 4000 794.000 -0.84 33.94 0 0 0| 0 0 0 0 4200 979.000 -0.89 35.11 0 0 0| 0 2 0 0 4400 1361.500 -0.95 36.56 0 0 0| 0 5 0 0 4800 Total 0 0 6| 9 13,985 -1 0 Indicative a-t-m Vol 37.58 Underlying Price 3447.500 Time to expiry: 192 Days Mar 11 75.000 -0.11 47.19 0 0 0| 0 21 0 0 2400 107.000 -0.16 45.05 0 0 0| 0 47 0 0 2600 149.500 -0.21 42.97 0 0 0| 0 293 0 0 2800 202.000 -0.27 40.85 0 0 0| 0 769 0 0 3000 271.500 -0.35 39.25 0 0 0| 1 687 0 0 3200 359.000 -0.43 37.95 0 0 0| 1 614 0 0 3400 460.000 -0.52 36.41 0 0 0| 0 6 0 0 3600 585.000 -0.61 35.63 0 0 0| 0 6 0 0 3800 723.500 -0.69 34.71 0 0 0| 0 10 0 0 4000 1045.000 -0.82 33.77 0 0 0| 0 5 0 0 4400 1400.000 -0.91 32.44 0 0 0| 0 2 0 0 4800 Total 0 0 0| 2 2,460 0 0 Indicative a-t-m Vol 37.72 Underlying Price 3447.500 Time to expiry: 283 Days Jun 11 28.000 -0.03 55.45 0 0 0| 0 0 0 0 1600 42.500 -0.05 52.85 0 0 0| 0 3 0 0 1800 59.000 -0.07 49.86 0 0 0| 0 36 0 0 2000 118.000 -0.14 45.88 0 0 0| 0 34 0 0 2400 161.000 -0.18 44.26 0 0 0| 2 10 0 0 2600 208.000 208.500 -0.23 42.13 208.000 208.000 0 0 2| 3 330 +2 0 2800 267.500 -0.29 40.30 0 0 0| 25 1,000 +25 0 3000 344.500 -0.35 39.14 0 0 0| 0 302 0 0 3200 435.000 -0.42 38.00 0 0 0| 0 5 0 0 3400 539.000 -0.49 36.80 0 0 0| 200 202 +200 0 3600 659.500 -0.57 35.95 0 0 0| 0 0 0 0 3800 795.500 -0.63 35.45 0 0 0| 0 0 0 0 4000 Equity Options 22:05 Business Day Tue 7 Sep 2010 Previous Business Day Mon 6 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 | 1100.000 -0.75 34.51 0 0 0| 0 0 0 0 4400 1438.500 -0.84 33.52 0 0 0| 0 0 0 0 4800 1806.500 -0.90 33.58 0 0 0| 0 0 0 0 5200 Total 0 0 2| 230 1,922 +227 0 Indicative a-t-m Vol 38.40 Underlying Price 3447.500 Time to expiry: 465 Days Dec 11 59.000 -0.05 51.46 0 0 0| 0 0 0 0 1600 84.500 -0.08 49.66 0 0 0| 0 0 0 0 1800 115.500 -0.10 47.90 0 0 0| 0 0 0 0 2000 179.500 -0.15 45.34 0 0 0| 0 21 0 0 2313 200.500 -0.17 44.63 0 0 0| 0 0 0 0 2400 317.000 -0.25 41.88 0 0 0| 0 10 0 0 2800 479.000 -0.36 39.61 0 0 0| 1 701 +1 0 3200 680.000 -0.46 37.65 0 0 0| 0 0 0 0 3600 927.500 -0.57 36.34 0 0 0| 5 100 0 0 4000 1213.000 -0.67 35.07 0 0 0| 0 0 0 0 4400 1533.500 -0.75 34.39 0 0 0| 0 0 0 0 4800 Total 0 0 0| 6 832 +1 0 Indicative a-t-m Vol 44.78 Underlying Price 3447.500 Time to expiry: 647 Days Jun 12 362.000 -0.20 51.31 0 0 0| 0 0 0 0 2400 497.000 -0.26 47.70 0 0 0| 0 0 0 0 2800 669.000 -0.34 45.09 0 0 0| 0 0 0 0 3200 903.000 -0.42 44.59 0 0 0| 0 0 0 0 3600 1136.500 -0.50 42.59 0 0 0| 0 0 0 0 4000 1421.500 -0.57 42.19 0 0 0| 0 0 0 0 4400 Total 0 0 0| 0 0 0 0 Indicative a-t-m Vol 45.57 Underlying Price 3447.500 Time to expiry: 836 Days Dec 12 452.000 -0.20 51.95 0 0 0| 0 0 0 0 2400 615.500 -0.26 49.52 0 0 0| 0 50 0 0 2800 786.500 -0.33 46.38 0 0 0| 0 0 0 0 3200 1010.500 -0.40 45.08 0 0 0| 0 505 0 0 3600 1253.000 -0.47 43.70 0 0 0| 0 0 0 0 4000 1814.500 -0.59 42.13 0 0 0| 0 0 0 0 4800 Total 0 0 0| 0 555 0 0 Total Puts 0 0 110| 270 29,271 +88 0 Grand Total 0 0 175| 125,220 185,942 +281 0 Equity Options 22:05 Business Day Tue 7 Sep 2010 Previous Business Day Mon 6 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 23.91 Underlying Price 570.000 Time to expiry: 10 Days Sep 10 130.000 1.00 53.31 0 0 0| 0 0 0 0 440 110.000 1.00 45.81 0 0 0| 0 0 0 0 460 90.250 0.99 41.54 0 0 0| 0 45 0 0 480 50.500 0.96 30.10 0 0 0| 0 307 0 0 520 31.500 0.89 25.66 0 0 0| 10 12 -10 0 540 15.250 0.67 24.01 0 0 0| 0 89 0 0 560 5.250 0.35 23.80 0 0 0| 0 265 0 0 580 1.250 0.11 23.76 0 0 0| 0 491 0 0 600 0.250 0.02 23.65 0 0 0| 0 16 0 0 620 CAB 0.00 24.26 0 0 0| 0 182 0 0 640 CAB 0.00 28.85 0 0 0| 0 49 0 0 680 CAB 0.00 28.99 0 0 0| 0 7 0 0 720 Total 0 0 0| 10 1,463 -10 0 Indicative a-t-m Vol 25.66 Underlying Price 570.000 Time to expiry: 101 Days Dec 10 95.750 0.88 32.95 0 0 0| 0 21 0 0 480 62.000 0.76 29.17 0 0 0| 0 1 0 0 520 34.000 0.57 26.03 0 0 0| 30 75 -12 0 560 16.000 0.35 24.53 0 0 0| 0 37 0 0 600 6.500 0.18 23.83 0 0 0| 0 34 0 0 640 2.250 0.07 23.25 0 0 0| 0 7 0 0 680 0.750 0.03 23.44 0 0 0| 0 16 0 0 720 Total 0 0 0| 30 191 -12 0 Indicative a-t-m Vol 26.09 Underlying Price 570.000 Time to expiry: 192 Days Mar 11 102.500 0.81 31.12 0 0 0| 0 0 0 0 480 71.500 0.70 28.45 0 0 0| 0 0 0 0 520 46.250 0.56 26.44 0 0 0| 0 13 0 0 560 27.500 0.41 25.04 0 0 0| 0 7 0 0 600 15.500 0.27 24.31 0 0 0| 0 10 0 0 640 4.250 0.10 23.87 0 0 0| 0 1 0 0 720 Total 0 0 0| 0 31 0 0 Total Calls 0 0 0| 40 1,685 -22 0 | Equity Options 22:05 Business Day Tue 7 Sep 2010 Previous Business Day Mon 6 Sep 2010 Page 16 Puts | Block | Opening Settle Delta Vola- Daily Trade Bclear Total | Official **Open Change Exer- Exer Trans Price tility High Low Volume Volume*** Volume | Volume Int cises Price | Rolls-Royce group plc - STND OPT (RR ) Indicative a-t-m Vol 23.82 Underlying Price 570.000 Time to expiry: 10 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 CAB -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 1.500 -0.12 26.71 0 0 0| 0 6 0 0 540 5.250 -0.33 24.19 0 0 0| 0 129 0 0 560 15.250 15.000 -0.66 23.45 15.250 S 15.250 S 0 0 6| 0 250 0 0 580 31.000 -0.90 23.02 0 0 0| 16 78 -16 0 600 50.000 -0.98 23.61 0 0 0| 0 0 0 0 620 70.000 -1.00 24.87 0 0 0| 0 0 0 0 640 110.000 -1.00 30.50 0 0 0| 0 0 0 0 680 150.000 -1.00 31.70 0 0 0| 0 0 0 0 720 Total 0 0 6| 16 1,375 -16 0 Indicative a-t-m Vol 25.18 Underlying Price 570.000 Time to expiry: 101 Days Dec 10 7.500 -0.14 31.65 0 0 0| 0 94 0 0 480 14.500 -0.26 28.28 0 0 0| 0 35 0 0 520 27.750 -0.45 25.54 0 0 0| 0 52 0 0 560 49.250 50.250 -0.66 24.10 49.250 S 49.250 S 0 0 6| 28 47 +6 0 600 80.750 -0.83 23.40 0 0 0| 0 6 0 0 640 117.000 -0.93 23.13 0 0 0| 0 0 0 0 680 155.750 -0.97 23.61 0 0 0| 0 0 0 0 720 Total 0 0 6| 28 234 +6 0 Indicative a-t-m Vol 25.82 Underlying Price 570.000 Time to expiry: 192 Days Mar 11 15.250 -0.20 30.52 0 0 0| 0 33 0 0 480 24.750 -0.30 28.20 0 0 0| 0 60 0 0 520 39.500 -0.44 26.14 0 0 0| 0 53 0 0 560 60.750 -0.59 24.84 0 0 0| 0 11 0 0 600 88.500 -0.74 23.92 0 0 0| 0 0 0 0 640 157.750 -0.92 23.37 0 0 0| 0 0 0 0 720 Total 0 0 0| 0 157 0 0 Total Puts 0 0 12| 44 1,766 -10 0 Grand Total 0 0 12| 29,434 32,801 -32 0 Equity Options 22:05 Business Day Tue 7 Sep 2010 Previous Business Day Mon 6 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 46.110 Time to expiry: 10 Days Sep 10 30.000 1.00 87.66 0 0 0| 0 0 0 0 16 22.000 1.00 84.69 0 0 0| 0 0 0 0 24 18.000 1.00 82.86 0 0 0| 0 0 0 0 28 14.000 1.00 77.92 0 0 0| 0 25 0 0 32 10.250 0.99 66.73 0 0 0| 0 160 0 0 36 8.250 0.97 61.76 0 0 0| 0 0 0 0 38 6.250 0.93 58.54 0 0 0| 0 269 0 0 40 4.500 0.86 51.03 0 0 0| 0 82 0 0 42 2.750 2.750 0.74 46.02 2.750 2.750 0 0 50| 0 275 0 0 44 1.250 0.53 40.51 0 0 0| 0 54 0 0 46 0.750 0.500 0.28 38.10 0.750 0.500 0 0 225| 0 11,467 0 0 48 0.250 0.13 40.69 0 0 0| 0 1,000 0 0 50 CAB 0.05 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 0 275| 0 50,810 0 0 Indicative a-t-m Vol 39.47 Underlying Price 46.110 Time to expiry: 38 Days Oct 10 14.250 0.98 57.72 0 0 0| 0 0 0 0 32 10.500 0.94 53.42 0 0 0| 0 0 0 0 36 6.750 0.84 46.61 0 0 0| 0 100 0 0 40 5.250 0.77 44.21 0 0 0| 0 0 0 0 42 3.750 0.66 41.68 0 0 0| 0 10 0 0 44 2.500 0.54 39.89 0 0 0| 50 115 +50 0 46 1.500 0.40 39.06 0 0 0| 0 1,163 0 0 48 0.750 0.21 41.73 0 0 0| 0 0 0 0 52 0.250 0.07 39.31 0 0 0| 0 0 0 0 56 CAB 0.01 42.83 0 0 0| 0 0 0 0 64 CAB 0.00 46.66 0 0 0| 0 0 0 0 72 Total 0 0 0| 50 1,388 +50 0 Indicative a-t-m Vol 41.98 Underlying Price 46.110 Time to expiry: 73 Days Nov 10 14.500 0.94 57.64 0 0 0| 0 0 0 0 32 11.000 0.87 55.03 0 0 0| 0 0 0 0 36 7.500 0.78 48.60 0 0 0| 0 0 0 0 40 6.250 0.71 46.54 0 0 0| 0 0 0 0 42 4.750 0.64 43.27 0 0 0| 0 0 0 0 44 3.500 0.55 42.76 0 0 0| 0 0 0 0 46 2.750 0.45 41.19 0 0 0| 0 22 0 0 48 0.500 0.14 36.66 0 0 0| 0 0 0 0 56 CAB 0.03 36.57 0 0 0| 0 0 0 0 64 Total 0 0 0| 0 22 0 0 Equity Options 22:05 Business Day Tue 7 Sep 2010 Previous Business Day Mon 6 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 46.110 Time to expiry: 101 Days Dec 10 38.250 1.00 79.47 0 0 0| 0 0 0 0 8 30.250 1.00 78.00 0 0 0| 0 100 0 0 16 22.500 0.97 76.20 0 0 0| 0 240 0 0 24 18.500 0.95 66.61 0 0 0| 0 0 0 0 28 15.000 0.90 60.57 0 0 0| 0 430 0 0 32 11.750 0.83 58.36 0 0 0| 0 60 0 0 36 8.500 0.75 51.53 0 0 0| 0 1,794 0 0 40 5.750 0.63 48.12 0 0 0| 0 9,130 0 0 44 3.500 0.48 44.22 0 0 0| 0 11,642 0 0 48 1.000 0.21 40.27 0 0 0| 0 4,616 0 0 56 0.500 0.13 40.42 0 0 0| 0 3,299 0 0 60 0.250 0.07 39.91 0 0 0| 0 2,410 0 0 64 CAB 0.02 39.82 0 0 0| 0 850 0 0 72 CAB 0.01 41.35 0 0 0| 0 706 0 0 80 CAB 0.00 41.59 0 0 0| 0 10 0 0 88 CAB 0.00 39.61 0 0 0| 0 246 0 0 96 CAB 0.00 39.11 0 0 0| 0 0 0 0 100 CAB 0.00 38.12 0 0 0| 0 0 0 0 120 CAB 0.00 39.15 0 0 0| 0 0 0 0 140 CAB 0.00 41.06 0 0 0| 0 0 0 0 160 CAB 0.00 41.06 0 0 0| 0 0 0 0 180 CAB 0.00 41.06 0 0 0| 0 0 0 0 200 CAB 0.00 41.06 0 0 0| 0 0 0 0 220 CAB 0.00 41.06 0 0 0| 0 109 0 0 240 CAB 0.00 41.06 0 0 0| 0 721 0 0 275 CAB 0.00 41.06 0 0 0| 0 2,019 0 0 309 CAB 0.00 41.06 0 0 0| 0 1,650 0 0 343 CAB 0.00 41.06 0 0 0| 0 2,074 0 0 450 Total 0 0 0| 0 42,106 0 0 Indicative a-t-m Vol 43.03 Underlying Price 46.110 Time to expiry: 192 Days Mar 11 15.750 0.87 55.17 0 0 0| 0 10 0 0 32 12.500 0.80 52.25 0 0 0| 0 0 0 0 36 9.750 0.72 48.70 0 0 0| 0 250 0 0 40 7.000 0.63 45.36 0 0 0| 0 0 0 0 44 4.250 5.000 0.52 42.26 4.250 4.250 0 0 2| 0 1,124 0 0 48 2.000 0.28 37.03 0 0 0| 0 75 0 0 56 1.000 0.19 35.56 0 0 0| 0 2,107 0 0 60 0.500 0.12 33.84 0 0 0| 0 31 0 0 64 CAB 0.02 35.17 0 0 0| 0 0 0 0 80 Total 0 0 2| 0 3,597 0 0 Indicative a-t-m Vol 42.07 Underlying Price 46.110 Time to expiry: 283 Days Jun 11 23.250 0.93 60.15 0 0 0| 0 0 0 0 24 16.250 0.85 51.52 0 0 0| 0 5,250 0 0 32 13.250 0.79 48.46 0 0 0| 0 0 0 0 36 Equity Options 22:05 Business Day Tue 7 Sep 2010 Previous Business Day Mon 6 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 | 10.500 0.72 46.11 0 0 0| 0 0 0 0 40 8.000 0.63 43.56 0 0 0| 0 50 0 0 44 6.000 0.54 41.57 0 0 0| 0 1,180 0 0 48 3.000 0.35 38.66 0 0 0| 0 34 0 0 56 2.250 0.27 37.60 0 0 0| 0 1,150 0 0 60 1.500 0.20 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 40.93 Underlying Price 46.110 Time to expiry: 465 Days Dec 11 38.250 1.00 63.49 0 0 0| 0 0 0 0 8 30.750 0.97 59.93 0 0 0| 0 100 0 0 16 23.750 0.92 54.13 0 0 0| 0 0 0 0 24 17.750 0.83 50.30 0 0 0| 0 2,010 0 0 32 12.250 0.71 45.08 0 0 0| 0 664 0 0 40 7.750 0.57 40.34 0 0 0| 0 5,111 0 0 48 3.500 0.35 36.67 0 0 0| 0 620 0 0 60 0.750 0.10 32.97 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 46.110 Time to expiry: 647 Days Jun 12 19.750 0.82 53.60 0 0 0| 0 0 0 0 32 15.000 0.72 50.43 0 0 0| 0 0 0 0 40 12.250 0.63 52.38 0 0 0| 0 0 0 0 48 7.250 0.47 46.51 0 0 0| 0 0 0 0 60 Total 0 0 0| 0 0 0 0 Indicative a-t-m Vol 49.17 Underlying Price 46.110 Time to expiry: 836 Days Dec 12 26.250 0.89 58.41 0 0 0| 0 0 0 0 24 21.000 0.82 53.42 0 0 0| 0 0 0 0 32 16.750 0.73 51.16 0 0 0| 0 0 0 0 40 13.250 0.64 48.89 0 0 0| 0 0 0 0 48 9.250 0.51 46.87 0 0 0| 0 0 0 0 60 6.500 0.39 50.81 0 0 0| 0 0 0 0 80 Total 0 0 0| 0 0 0 0 Total Calls 0 0 277| 50 116,372 +50 0 | Equity Options 22:05 Business Day Tue 7 Sep 2010 Previous Business Day Mon 6 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 46.110 Time to expiry: 10 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 -0.07 58.54 0 0 0| 0 860 0 0 40 0.250 -0.14 51.03 0 0 0| 0 652 0 0 42 0.500 -0.26 46.02 0 0 0| 1 866 -1 0 44 1.250 -0.47 40.51 0 0 0| 20 96 +20 0 46 2.750 2.500 -0.72 38.10 2.750 S 2.750 S 0 0 10| 0 290 0 0 48 4.000 -0.87 40.69 0 0 0| 0 0 0 0 50 6.000 -0.95 41.55 0 0 0| 0 17 0 0 52 9.750 10.000 -1.00 43.73 9.750 S 9.750 S 0 0 80| 0 966 0 0 56 14.000 -1.00 43.92 0 0 0| 0 56 0 0 60 18.000 -1.00 47.11 0 0 0| 0 0 0 0 64 26.000 -1.00 53.08 0 0 0| 0 0 0 0 72 34.000 -1.00 58.79 0 0 0| 0 0 0 0 80 Total 0 0 90| 21 5,723 +19 0 Indicative a-t-m Vol 42.38 Underlying Price 46.110 Time to expiry: 38 Days Oct 10 0.250 -0.03 65.36 0 0 0| 0 0 0 0 32 0.250 -0.08 57.44 0 0 0| 0 0 0 0 36 0.500 -0.16 46.61 0 0 0| 0 100 0 0 40 1.000 -0.24 46.49 0 0 0| 0 0 0 0 42 1.500 -0.34 41.68 0 0 0| 50 356 +50 0 44 2.500 2.500 -0.46 43.09 2.500 S 2.500 S 0 0 10| 0 231 0 0 46 3.500 -0.59 41.67 0 0 0| 0 146 0 0 48 6.500 -0.79 41.73 0 0 0| 0 0 0 0 52 10.000 -0.93 39.31 0 0 0| 0 40 0 0 56 18.000 -0.99 42.83 0 0 0| 0 0 0 0 64 26.000 -1.00 39.48 0 0 0| 0 0 0 0 72 Total 0 0 10| 50 873 +50 0 Indicative a-t-m Vol 43.51 Underlying Price 46.110 Time to expiry: 73 Days Nov 10 0.500 -0.07 61.56 0 0 0| 0 0 0 0 32 1.000 -0.13 56.64 0 0 0| 0 0 0 0 36 1.500 -0.23 49.71 0 0 0| 0 0 0 0 40 2.000 -0.29 46.79 0 0 0| 0 0 0 0 42 2.750 -0.37 45.33 0 0 0| 0 0 0 0 44 3.500 -0.45 44.42 0 0 0| 0 0 0 0 46 4.500 -0.54 42.59 0 0 0| 0 0 0 0 48 10.250 -0.86 37.30 0 0 0| 0 0 0 0 56 18.000 -0.98 36.57 0 0 0| 0 0 0 0 64 Total 0 0 0| 0 0 0 0 Equity Options 22:05 Business Day Tue 7 Sep 2010 Previous Business Day Mon 6 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 46.110 Time to expiry: 101 Days Dec 10 CAB 0.00 79.47 0 0 0| 0 0 0 0 8 CAB 0.00 78.00 0 0 0| 0 45 0 0 16 0.250 -0.03 77.14 0 0 0| 0 5,947 0 0 24 0.500 -0.06 67.56 0 0 0| 0 350 0 0 28 0.750 -0.10 60.57 0 0 0| 0 12,050 0 0 32 1.500 -0.17 58.36 0 0 0| 0 10,241 0 0 36 2.250 -0.25 51.53 0 0 0| 0 7,547 0 0 40 3.500 -0.37 48.12 0 0 0| 0 9,231 0 0 44 5.250 -0.52 44.22 0 0 0| 0 12,145 0 0 48 10.500 11.000 -0.79 40.27 10.500 S 10.500 S 0 0 80| 0 3,821 0 0 56 14.500 -0.87 40.42 0 0 0| 0 207 0 0 60 18.250 -0.90 45.03 0 0 0| 0 170 0 0 64 26.000 -0.99 39.82 0 0 0| 0 50 0 0 72 34.000 -1.00 41.35 0 0 0| 0 0 0 0 80 42.000 -1.00 41.59 0 0 0| 0 0 0 0 88 50.000 -1.00 39.61 0 0 0| 0 30 0 0 96 54.000 -1.00 39.11 0 0 0| 0 1 0 0 100 74.000 -1.00 38.12 0 0 0| 0 0 0 0 120 94.000 -1.00 39.15 0 0 0| 0 0 0 0 140 114.000 -1.00 41.06 0 0 0| 0 0 0 0 160 134.000 -1.00 41.06 0 0 0| 0 0 0 0 180 154.000 -1.00 41.06 0 0 0| 0 0 0 0 200 174.000 -1.00 41.06 0 0 0| 0 0 0 0 220 194.000 -1.00 41.06 0 0 0| 0 100 0 0 240 229.000 -1.00 41.06 0 0 0| 0 0 0 0 275 263.000 -1.00 41.06 0 0 0| 0 0 0 0 309 297.000 -1.00 41.06 0 0 0| 0 0 0 0 343 404.000 -1.00 41.06 0 0 0| 0 0 0 0 450 Total 0 0 80| 0 61,935 0 0 Indicative a-t-m Vol 43.03 Underlying Price 46.110 Time to expiry: 192 Days Mar 11 1.500 -0.13 55.17 0 0 0| 0 55 0 0 32 2.250 -0.20 52.25 0 0 0| 0 52 0 0 36 3.500 -0.28 48.70 0 0 0| 0 5 0 0 40 4.750 -0.38 45.36 0 0 0| 0 50 0 0 44 6.750 -0.49 42.26 0 0 0| 0 532 0 0 48 11.750 -0.72 37.03 0 0 0| 0 94 0 0 56 14.750 -0.82 35.56 0 0 0| 0 20 0 0 60 18.250 -0.89 33.84 0 0 0| 0 20 0 0 64 34.000 -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 46.110 Time to expiry: 283 Days Jun 11 1.000 -0.07 60.15 0 0 0| 0 0 0 0 24 2.000 -0.15 51.52 0 0 0| 0 35 0 0 32 3.000 -0.21 48.46 0 0 0| 0 1 0 0 36 4.250 -0.29 46.11 0 0 0| 0 50 0 0 40 Equity Options 22:05 Business Day Tue 7 Sep 2010 Previous Business Day Mon 6 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 | 5.750 -0.37 43.56 0 0 0| 0 50 0 0 44 7.750 -0.47 41.57 0 0 0| 0 10 0 0 48 12.750 -0.65 38.66 0 0 0| 0 21 0 0 56 15.750 -0.74 37.60 0 0 0| 0 0 0 0 60 19.000 -0.81 36.19 0 0 0| 0 0 0 0 64 34.000 -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 46.110 Time to expiry: 465 Days Dec 11 CAB 0.00 67.11 0 0 0| 0 0 0 0 8 0.500 -0.03 62.83 0 0 0| 0 0 0 0 16 1.750 -0.09 58.79 0 0 0| 0 0 0 0 24 3.750 -0.18 53.92 0 0 0| 0 2,005 0 0 32 6.500 -0.29 48.70 0 0 0| 0 1,620 0 0 40 10.000 -0.43 43.96 0 0 0| 0 6,512 0 0 48 17.500 -0.64 40.29 0 0 0| 0 370 0 0 60 34.500 -0.89 36.59 0 0 0| 0 0 0 0 80 Total 0 0 0| 0 10,507 0 0 Indicative a-t-m Vol 52.43 Underlying Price 46.110 Time to expiry: 647 Days Jun 12 5.000 -0.19 53.60 0 0 0| 0 0 0 0 32 8.250 -0.28 51.69 0 0 0| 0 0 0 0 40 13.250 -0.38 52.53 0 0 0| 0 0 0 0 48 20.250 -0.54 46.33 0 0 0| 0 0 0 0 60 Total 0 0 0| 0 0 0 0 Indicative a-t-m Vol 49.52 Underlying Price 46.110 Time to expiry: 836 Days Dec 12 3.500 -0.11 59.13 0 0 0| 0 0 0 0 24 6.000 -0.19 53.51 0 0 0| 0 0 0 0 32 9.750 -0.27 51.69 0 0 0| 0 0 0 0 40 13.750 -0.37 49.21 0 0 0| 0 0 0 0 48 21.500 -0.50 46.81 0 0 0| 0 0 0 0 60 38.000 -0.66 48.09 0 0 0| 0 0 0 0 80 Total 0 0 0| 0 0 0 0 Total Puts 0 0 180| 71 80,033 +69 0 Grand Total 0 0 457| 121,043 317,327 +119 0 Equity Options 22:05 Business Day Tue 7 Sep 2010 Previous Business Day Mon 6 Sep 2010 Page 23 Calls | Block | Opening Settle Delta Vola- Daily Trade Bclear Total | Official **Open Change Exer- Exer Trans Price tility High Low Volume Volume*** Volume | Volume Int cises Price | Royal Dutch Shell Plc 'B' Shares STND OPT (SHL) Indicative a-t-m Vol 19.78 Underlying Price 1749.000 Time to expiry: 10 Days Sep 10 449.000 1.00 40.03 0 0 0| 0 0 0 0 1300 349.500 1.00 34.60 0 0 0| 0 0 0 0 1400 249.500 1.00 29.85 0 0 0| 0 0 0 0 1500 199.500 1.00 26.89 0 0 0| 0 0 0 0 1550 149.500 0.99 23.94 0 0 0| 0 2 0 0 1600 98.000 101.000 0.94 21.93 98.000 98.000 0 0 10| 0 21 0 0 1650 56.500 0.80 20.17 0 0 0| 0 431 0 0 1700 23.500 0.50 19.77 0 0 0| 1 77 0 0 1750 6.500 0.20 18.98 0 0 0| 4 109 -4 0 1800 1.500 0.05 19.60 0 0 0| 0 6 0 0 1850 CAB 0.01 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 10| 5 2,163 -4 0 Indicative a-t-m Vol 19.91 Underlying Price 1749.000 Time to expiry: 38 Days Oct 10 350.500 0.99 31.08 0 0 0| 0 0 0 0 1400 252.500 0.96 27.24 0 0 0| 0 0 0 0 1500 159.000 0.88 24.60 0 0 0| 0 0 0 0 1600 116.500 0.79 23.36 0 0 0| 0 0 0 0 1650 76.500 0.68 21.12 0 0 0| 0 31 0 0 1700 45.500 0.51 19.88 0 0 0| 2 24 +2 0 1750 23.500 0.34 18.91 0 0 0| 338 352 +328 0 1800 4.500 0.09 18.71 0 0 0| 0 0 0 0 1900 0.500 0.02 19.37 0 0 0| 0 0 0 0 2000 Total 0 0 0| 340 407 +330 0 Indicative a-t-m Vol 21.02 Underlying Price 1749.000 Time to expiry: 73 Days Nov 10 354.000 0.96 31.49 0 0 0| 0 0 0 0 1400 257.500 0.92 27.70 0 0 0| 0 0 0 0 1500 167.000 0.83 24.18 0 0 0| 0 0 0 0 1600 126.500 0.75 23.05 0 0 0| 0 0 0 0 1650 90.500 0.64 21.90 0 0 0| 0 0 0 0 1700 60.500 0.52 21.00 0 0 0| 0 0 0 0 1750 38.000 0.38 20.32 0 0 0| 1 8 +1 0 1800 12.000 0.16 19.61 0 0 0| 14 14 +14 0 1900 3.500 0.05 19.47 0 0 0| 0 0 0 0 2000 Total 0 0 0| 15 22 +15 0 Indicative a-t-m Vol 21.69 Underlying Price 1749.000 Time to expiry: 101 Days Dec 10 750.000 1.00 41.86 0 0 0| 0 0 0 0 1000 550.500 1.00 34.57 0 0 0| 0 0 0 0 1200 354.000 0.96 29.43 0 0 0| 0 0 0 0 1400 259.000 0.91 26.41 0 0 0| 0 0 0 0 1500 Equity Options 22:05 Business Day Tue 7 Sep 2010 Previous Business Day Mon 6 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 | 171.500 0.80 23.93 0 0 0| 0 30 0 0 1600 100.000 0.62 22.55 0 0 0| 0 168 0 0 1700 43.500 47.500 0.39 20.80 43.500 43.500 0 0 3| 10 368 -10 0 1800 18.500 0.20 19.79 0 0 0| 0 98 0 0 1900 6.000 0.08 19.13 0 0 0| 53 328 -4 0 2000 1.000 0.01 20.06 0 0 0| 0 10 0 0 2200 CAB 0.00 23.03 0 0 0| 0 10 0 0 2400 CAB 0.00 28.17 0 0 0| 0 0 0 0 2800 Total 0 0 3| 63 1,012 -14 0 Indicative a-t-m Vol 22.41 Underlying Price 1749.000 Time to expiry: 192 Days Mar 11 359.500 0.92 29.24 0 0 0| 0 0 0 0 1400 269.500 0.85 26.87 0 0 0| 0 10 0 0 1500 187.500 0.74 24.39 0 0 0| 0 10 0 0 1600 122.000 0.58 23.10 0 0 0| 0 10 0 0 1700 71.500 0.42 21.70 0 0 0| 0 204 0 0 1800 38.000 0.27 20.72 0 0 0| 0 43 0 0 1900 19.500 0.16 20.29 0 0 0| 0 129 0 0 2000 4.000 0.04 19.87 0 0 0| 0 0 0 0 2200 1.000 0.01 19.92 0 0 0| 0 30 0 0 2400 Total 0 0 0| 0 436 0 0 Indicative a-t-m Vol 22.98 Underlying Price 1749.000 Time to expiry: 283 Days Jun 11 553.500 0.97 34.26 0 0 0| 0 0 0 0 1200 365.500 0.89 29.39 0 0 0| 0 55 0 0 1400 278.000 0.81 26.78 0 0 0| 0 90 0 0 1500 200.000 0.70 24.71 0 0 0| 0 40 0 0 1600 138.500 0.57 23.53 0 0 0| 0 10 0 0 1700 89.500 0.43 22.42 0 0 0| 0 19 0 0 1800 55.500 0.31 21.60 0 0 0| 0 3 0 0 1900 32.000 0.21 20.93 0 0 0| 0 207 0 0 2000 6.500 0.05 23.25 0 0 0| 0 0 0 0 2400 Total 0 0 0| 0 424 0 0 Indicative a-t-m Vol 25.09 Underlying Price 1749.000 Time to expiry: 465 Days Dec 11 556.500 0.96 34.80 0 0 0| 0 0 0 0 1200 368.000 0.87 28.12 0 0 0| 0 0 0 0 1400 223.000 0.66 26.04 0 0 0| 0 0 0 0 1600 125.000 0.45 24.76 0 0 0| 0 0 0 0 1800 59.000 0.27 22.72 0 0 0| 0 0 0 0 2000 12.500 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 26.78 Underlying Price 1749.000 Time to expiry: 647 Days Jun 12 381.000 0.83 30.00 0 0 0| 0 0 0 0 1400 251.500 0.64 28.43 0 0 0| 0 0 0 0 1600 151.500 0.47 26.21 0 0 0| 0 0 0 0 1800 83.500 0.31 24.27 0 0 0| 0 0 0 0 2000 Total 0 0 0| 0 0 0 0 Equity Options 22:05 Business Day Tue 7 Sep 2010 Previous Business Day Mon 6 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 26.97 Underlying Price 1749.000 Time to expiry: 836 Days Dec 12 386.000 0.81 30.40 0 0 0| 0 0 0 0 1400 262.000 0.63 28.65 0 0 0| 0 0 0 0 1600 165.500 0.47 26.39 0 0 0| 0 0 0 0 1800 95.500 0.33 24.33 0 0 0| 0 0 0 0 2000 38.500 0.16 23.98 0 0 0| 0 0 0 0 2400 Total 0 0 0| 0 0 0 0 Total Calls 0 0 13| 423 4,464 +327 0 | Equity Options 22:05 Business Day Tue 7 Sep 2010 Previous Business Day Mon 6 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 19.35 Underlying Price 1749.000 Time to expiry: 10 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 -0.02 24.40 0 0 0| 4 387 -4 0 1600 1.500 -0.06 21.91 0 0 0| 2 57 0 0 1650 13.500 7.500 -0.21 20.67 13.500 13.500 0 0 4| 1 188 -1 0 1700 23.500 -0.50 19.32 0 0 0| 0 53 0 0 1750 60.500 56.500 -0.81 18.27 60.500 60.500 0 0 10| 2 95 0 0 1800 102.000 -0.95 19.49 0 0 0| 0 0 0 0 1850 151.000 -0.99 20.38 0 0 0| 0 33 0 0 1900 251.000 -1.00 21.20 0 0 0| 0 20 0 0 2000 451.000 -1.00 26.64 0 0 0| 0 0 0 0 2200 651.000 -1.00 33.02 0 0 0| 0 2 0 0 2400 Total 0 0 14| 9 2,332 -5 0 Indicative a-t-m Vol 19.91 Underlying Price 1749.000 Time to expiry: 38 Days Oct 10 3.000 -0.03 38.59 0 0 0| 0 0 0 0 1400 3.000 -0.04 28.52 0 0 0| 0 25 0 0 1500 9.000 -0.12 24.49 0 0 0| 0 30 0 0 1600 16.000 15.500 -0.20 22.83 16.000 16.000 0 0 1| 2 24 +1 0 1650 26.500 -0.32 21.20 0 0 0| 0 271 +250 0 1700 46.500 45.000 -0.49 19.88 46.500 46.500 0 0 10| 2 257 +252 0 1750 78.500 74.000 -0.66 19.35 78.500 78.500 0 0 4| 0 19 0 0 1800 153.500 -0.93 17.48 0 0 0| 0 0 0 0 1900 252.000 -0.97 21.54 0 0 0| 0 0 0 0 2000 Total 0 0 15| 4 626 +503 0 Indicative a-t-m Vol 20.79 Underlying Price 1749.000 Time to expiry: 73 Days Nov 10 6.000 -0.06 30.46 0 0 0| 0 1 0 0 1400 12.000 -0.11 26.87 0 0 0| 1 0 -1 0 1500 26.500 -0.23 24.20 0 0 0| 5 9 +5 0 1600 38.000 -0.32 22.84 0 0 0| 0 0 0 0 1650 55.500 -0.42 21.67 0 0 0| 0 0 0 0 1700 78.500 -0.55 20.78 0 0 0| 0 1 0 0 1750 108.500 -0.67 20.05 0 0 0| 0 0 0 0 1800 184.500 -0.87 18.34 0 0 0| 0 0 0 0 1900 277.500 -0.97 16.95 0 0 0| 0 0 0 0 2000 Total 0 0 0| 6 11 +4 0 Indicative a-t-m Vol 21.42 Underlying Price 1749.000 Time to expiry: 101 Days Dec 10 0.500 0.00 39.16 0 0 0| 0 20 0 0 1000 3.500 -0.03 37.65 0 0 0| 0 147 0 0 1200 11.000 -0.08 29.96 0 0 0| 0 1,057 0 0 1400 19.500 -0.15 26.88 0 0 0| 0 25 0 0 1500 39.500 37.000 -0.26 24.43 39.500 39.500 0 0 1| 0 391 0 0 1600 Equity Options 22:05 Business Day Tue 7 Sep 2010 Previous Business Day Mon 6 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 | 68.500 -0.43 22.21 0 0 0| 1 255 0 0 1700 119.500 -0.63 20.60 0 0 0| 0 342 0 0 1800 196.000 -0.80 20.90 0 0 0| 0 55 0 0 1900 281.500 -0.92 19.31 0 0 0| 0 70 0 0 2000 476.000 -0.99 19.00 0 0 0| 0 10 0 0 2200 675.500 -1.00 21.77 0 0 0| 0 0 0 0 2400 1076.500 -0.99 39.48 0 0 0| 0 0 0 0 2800 Total 0 0 1| 1 2,372 0 0 Indicative a-t-m Vol 21.75 Underlying Price 1749.000 Time to expiry: 192 Days Mar 11 29.500 -0.15 28.37 0 0 0| 0 102 0 0 1400 46.000 -0.22 26.14 0 0 0| 0 28 0 0 1500 71.500 -0.33 24.04 0 0 0| 1 264 0 0 1600 109.500 -0.47 22.36 0 0 0| 0 76 0 0 1700 163.000 -0.62 21.12 0 0 0| 0 80 0 0 1800 236.000 -0.74 20.98 0 0 0| 0 43 0 0 1900 312.500 -0.87 18.63 0 0 0| 0 99 0 0 2000 500.500 -0.98 17.54 0 0 0| 0 0 0 0 2200 698.000 -1.00 15.56 0 0 0| 0 85 0 0 2400 Total 0 0 0| 1 777 0 0 Indicative a-t-m Vol 21.92 Underlying Price 1749.000 Time to expiry: 283 Days Jun 11 23.500 -0.09 32.28 0 0 0| 0 507 0 0 1200 50.500 -0.20 27.90 0 0 0| 0 236 0 0 1400 71.500 -0.27 25.65 0 0 0| 0 1 0 0 1500 102.000 -0.37 23.94 0 0 0| 0 83 0 0 1600 150.500 145.000 -0.49 22.46 150.500 150.500 0 0 10| 10 54 -10 0 1700 200.000 -0.61 21.35 0 0 0| 0 70 0 0 1800 270.500 -0.72 20.79 0 0 0| 0 0 0 0 1900 347.000 -0.83 19.57 0 0 0| 0 27 0 0 2000 721.000 -0.99 17.33 0 0 0| 0 0 0 0 2400 Total 0 0 10| 10 978 -10 0 Indicative a-t-m Vol 24.86 Underlying Price 1749.000 Time to expiry: 465 Days Dec 11 59.000 -0.16 33.04 0 0 0| 0 0 0 0 1200 101.000 -0.26 28.97 0 0 0| 0 0 0 0 1400 172.500 -0.42 26.14 0 0 0| 0 0 0 0 1600 281.000 -0.59 24.42 0 0 0| 0 0 0 0 1800 422.500 -0.74 23.05 0 0 0| 0 0 0 0 2000 775.000 -0.92 22.54 0 0 0| 0 0 0 0 2400 Total 0 0 0| 0 0 0 0 Indicative a-t-m Vol 26.80 Underlying Price 1749.000 Time to expiry: 647 Days Jun 12 150.000 -0.30 29.77 0 0 0| 0 0 0 0 1400 240.500 -0.43 28.34 0 0 0| 0 0 0 0 1600 349.500 -0.57 26.27 0 0 0| 0 0 0 0 1800 480.500 -0.72 23.95 0 0 0| 0 0 0 0 2000 Total 0 0 0| 0 0 0 0 Equity Options 22:05 Business Day Tue 7 Sep 2010 Previous Business Day Mon 6 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 27.20 Underlying Price 1749.000 Time to expiry: 836 Days Dec 12 203.000 -0.33 31.29 0 0 0| 0 0 0 0 1400 289.000 -0.45 28.61 0 0 0| 0 0 0 0 1600 402.000 -0.57 26.72 0 0 0| 0 0 0 0 1800 531.000 -0.70 24.47 0 0 0| 0 0 0 0 2000 862.500 -0.86 23.26 0 0 0| 0 0 0 0 2400 Total 0 0 0| 0 0 0 0 Total Puts 0 0 40| 31 7,096 +492 0 Grand Total 0 0 53| 90,852 101,958 +819 0 Equity Options 22:05 Business Day Tue 7 Sep 2010 Previous Business Day Mon 6 Sep 2010 Page 29 Calls | Block | Opening Settle Delta Vola- Daily Trade Bclear Total | Official **Open Change Exer- Exer Trans Price tility High Low Volume Volume*** Volume | Volume Int cises Price | Royal Dutch Shell PLC A Shares - STND OPT (SHA) Indicative a-t-m Vol 20.34 Underlying Price 1803.000 Time to expiry: 10 Days Sep 10 403.500 1.00 33.68 0 0 0| 0 0 0 0 1400 303.500 1.00 28.69 0 0 0| 0 0 0 0 1500 203.500 1.00 26.61 0 0 0| 0 0 0 0 1600 154.000 0.98 25.30 0 0 0| 0 0 0 0 1650 106.000 0.92 24.27 0 0 0| 0 10 0 0 1700 62.000 0.79 22.12 0 0 0| 0 0 0 0 1750 27.000 0.53 20.41 0 0 0| 0 0 0 0 1800 7.500 0.23 19.20 0 0 0| 10 11 0 0 1850 1.500 0.06 18.89 0 0 0| 0 71 0 0 1900 CAB 0.00 20.21 0 0 0| 0 1,204 0 0 2000 CAB 0.00 22.23 0 0 0| 0 10 0 0 2200 CAB 0.00 25.14 0 0 0| 0 0 0 0 2400 Total 0 0 0| 10 1,306 0 0 Indicative a-t-m Vol 22.62 Underlying Price 1803.000 Time to expiry: 101 Days Dec 10 407.500 0.97 31.29 0 0 0| 0 0 0 0 1400 311.500 0.93 27.90 0 0 0| 0 0 0 0 1500 209.500 0.93 19.09 0 0 0| 0 0 0 0 1600 144.000 0.71 24.86 0 0 0| 0 8 0 0 1700 80.000 0.52 22.67 0 0 0| 0 10 0 0 1800 36.500 0.31 21.08 0 0 0| 20 132 +20 0 1900 11.500 0.14 18.84 0 0 0| 0 163 0 0 2000 0.500 0.01 17.16 0 0 0| 0 25 0 0 2200 CAB 0.00 18.03 0 0 0| 0 0 0 0 2400 Total 0 0 0| 20 338 +20 0 Indicative a-t-m Vol 21.76 Underlying Price 1803.000 Time to expiry: 192 Days Mar 11 412.000 0.94 30.23 0 0 0| 0 0 0 0 1400 319.500 0.88 27.61 0 0 0| 0 0 0 0 1500 246.000 0.76 28.66 0 0 0| 0 0 0 0 1600 172.000 0.65 26.26 0 0 0| 0 20 0 0 1700 99.000 0.51 21.81 0 0 0| 0 10 0 0 1800 52.500 0.35 19.91 0 0 0| 0 0 0 0 1900 29.500 0.22 19.89 0 0 0| 0 29 0 0 2000 0.500 0.01 16.55 0 0 0| 0 0 0 0 2400 Total 0 0 0| 0 59 0 0 Total Calls 0 0 0| 30 1,703 +20 0 | Equity Options 22:05 Business Day Tue 7 Sep 2010 Previous Business Day Mon 6 Sep 2010 Page 30 Puts | Block | Opening Settle Delta Vola- Daily Trade Bclear Total | Official **Open Change Exer- Exer Trans Price tility High Low Volume Volume*** Volume | Volume Int cises Price | Royal Dutch Shell PLC A Shares - STND OPT (SHA) Indicative a-t-m Vol 20.72 Underlying Price 1803.000 Time to expiry: 10 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 0.500 -0.01 30.44 0 0 0| 0 350 0 0 1600 1.000 -0.03 27.93 0 0 0| 0 10 0 0 1650 3.000 -0.08 25.01 0 0 0| 0 20 0 0 1700 9.500 -0.22 23.34 0 0 0| 0 16 0 0 1750 24.500 -0.47 20.84 0 0 0| 0 51 0 0 1800 54.000 -0.78 18.83 0 0 0| 0 0 0 0 1850 98.500 -0.94 19.75 0 0 0| 0 0 0 0 1900 197.000 -1.00 24.00 0 0 0| 0 0 0 0 2000 397.000 -1.00 29.60 0 0 0| 0 0 0 0 2200 597.000 -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 20.62 Underlying Price 1803.000 Time to expiry: 101 Days Dec 10 9.500 -0.07 32.41 0 0 0| 0 10 0 0 1400 17.500 -0.12 29.49 0 0 0| 0 10 0 0 1500 32.500 26.500 -0.19 25.31 32.500 32.500 0 0 10| 0 10 0 0 1600 48.500 -0.33 22.70 0 0 0| 0 33 0 0 1700 87.000 -0.52 20.51 0 0 0| 0 10 0 0 1800 165.000 -0.67 24.32 0 0 0| 0 10 0 0 1900 230.500 -0.86 19.26 0 0 0| 0 0 0 0 2000 422.500 -0.95 23.24 0 0 0| 0 0 0 0 2200 621.000 -0.98 28.37 0 0 0| 0 0 0 0 2400 Total 0 0 10| 0 83 0 0 Indicative a-t-m Vol 21.44 Underlying Price 1803.000 Time to expiry: 192 Days Mar 11 25.000 -0.12 29.70 0 0 0| 0 0 0 0 1400 37.500 -0.18 27.23 0 0 0| 0 10 0 0 1500 64.000 57.000 -0.27 24.77 64.000 64.000 0 0 10| 0 20 0 0 1600 86.500 -0.38 22.85 0 0 0| 0 10 0 0 1700 130.500 -0.53 21.38 0 0 0| 0 0 0 0 1800 206.500 -0.64 23.55 0 0 0| 0 0 0 0 1900 280.500 -0.75 23.43 0 0 0| 0 0 0 0 2000 644.500 -0.95 24.95 0 0 0| 0 0 0 0 2400 Total 0 0 10| 0 40 0 0 Total Puts 0 0 20| 0 650 0 0 Grand Total 0 0 20| 34,076 36,399 +20 0 Equity Options 22:05 Business Day Tue 7 Sep 2010 Previous Business Day Mon 6 Sep 2010 Page 31 Calls | Block | Opening Settle Delta Vola- Daily Trade Bclear Total | Official **Open Change Exer- Exer Trans Price tility High Low Volume Volume*** Volume | Volume Int cises Price | RSA Insurance Group Plc - STND OPT (RYL) Indicative a-t-m Vol 22.06 Underlying Price 125.700 Time to expiry: 10 Days Sep 10 25.750 1.00 44.80 0 0 0| 0 0 0 0 100 15.750 0.99 31.04 0 0 0| 0 0 0 0 110 10.750 0.98 25.57 0 0 0| 0 0 0 0 115 6.000 0.87 23.88 0 0 0| 0 0 0 0 120 2.250 0.57 22.13 0 0 0| 0 0 0 0 125 0.500 0.19 21.81 0 0 0| 0 35 0 0 130 CAB 0.04 23.06 0 0 0| 0 0 0 0 135 CAB 0.00 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 23.44 Underlying Price 125.700 Time to expiry: 38 Days Oct 10 25.750 0.99 31.92 0 0 0| 0 0 0 0 100 16.000 0.94 27.22 0 0 0| 0 0 0 0 110 11.500 0.86 26.36 0 0 0| 0 0 0 0 115 7.500 0.74 24.36 0 0 0| 0 0 0 0 120 4.250 0.55 23.30 0 0 0| 0 0 0 0 125 2.250 0.35 24.02 0 0 0| 0 87 0 0 130 0.750 0.16 21.34 0 0 0| 0 0 0 0 135 0.750 0.13 28.14 0 0 0| 0 0 0 0 140 0.250 0.06 33.13 0 0 0| 0 0 0 0 150 0.250 0.02 36.65 0 0 0| 0 0 0 0 160 Total 0 0 0| 0 87 0 0 Indicative a-t-m Vol 24.27 Underlying Price 125.700 Time to expiry: 73 Days Nov 10 26.000 0.97 29.19 0 0 0| 0 0 0 0 100 16.750 0.88 27.17 0 0 0| 0 0 0 0 110 12.500 0.80 25.61 0 0 0| 0 0 0 0 115 8.750 0.69 24.55 0 0 0| 0 0 0 0 120 6.000 0.55 24.17 0 0 0| 0 0 0 0 125 3.750 0.41 24.66 0 0 0| 0 10,008 0 0 130 1.000 0.16 23.01 0 0 0| 0 0 0 0 140 0.250 0.05 23.35 0 0 0| 0 0 0 0 150 Total 0 0 0| 0 10,008 0 0 Indicative a-t-m Vol 22.45 Underlying Price 125.700 Time to expiry: 101 Days Dec 10 26.250 0.95 28.11 0 0 0| 0 150 0 0 100 17.250 0.85 26.15 0 0 0| 0 0 0 0 110 9.750 0.67 24.32 0 0 0| 0 0 0 0 120 4.000 4.000 0.41 21.20 4.000 4.000 0 0 80| 0 351 0 0 130 1.250 0.18 20.82 0 0 0| 0 250 0 0 140 0.250 0.06 20.56 0 0 0| 0 0 0 0 150 0.250 0.03 23.26 0 0 0| 0 0 0 0 160 Total 0 0 80| 0 751 0 0 Equity Options 22:05 Business Day Tue 7 Sep 2010 Previous Business Day Mon 6 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 21.59 Underlying Price 125.700 Time to expiry: 192 Days Mar 11 26.750 0.93 25.91 0 0 0| 0 50 0 0 100 18.000 0.83 23.90 0 0 0| 0 1 0 0 110 10.750 0.66 22.77 0 0 0| 0 0 0 0 120 5.250 0.44 20.80 0 0 0| 0 75 0 0 130 2.500 0.25 20.84 0 0 0| 0 54 0 0 140 1.000 0.13 21.71 0 0 0| 0 0 0 0 150 0.500 0.06 22.32 0 0 0| 0 0 0 0 160 Total 0 0 0| 0 180 0 0 Total Calls 0 0 80| 0 11,132 0 0 | Equity Options 22:05 Business Day Tue 7 Sep 2010 Previous Business Day Mon 6 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 18.70 Underlying Price 125.700 Time to expiry: 10 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 0.250 -0.08 19.59 0 0 0| 0 500 0 0 120 1.250 -0.42 18.85 0 0 0| 0 370 0 0 125 5.250 4.500 -0.85 18.08 5.250 S 5.250 S 0 0 80| 0 173 0 0 130 9.250 -0.98 20.23 0 0 0| 0 0 0 0 135 14.250 -1.00 21.30 0 0 0| 0 13 0 0 140 24.250 -1.00 22.38 0 0 0| 0 0 0 0 150 34.250 -1.00 23.45 0 0 0| 0 0 0 0 160 Total 0 0 80| 0 1,517 0 0 Indicative a-t-m Vol 24.40 Underlying Price 125.700 Time to expiry: 38 Days Oct 10 CAB -0.02 34.89 0 0 0| 0 0 0 0 100 0.500 -0.09 31.66 0 0 0| 0 0 0 0 110 1.000 -0.15 28.22 0 0 0| 0 0 0 0 115 1.750 -0.27 24.97 0 0 0| 0 130 0 0 120 3.750 -0.45 24.58 0 0 0| 0 50 0 0 125 6.500 -0.65 23.69 0 0 0| 2 2 +2 0 130 10.000 -0.83 22.07 0 0 0| 0 0 0 0 135 14.750 -0.91 24.51 0 0 0| 0 0 0 0 140 24.500 -0.97 29.76 0 0 0| 0 0 0 0 150 34.500 -0.97 38.28 0 0 0| 0 0 0 0 160 Total 0 0 0| 2 182 +2 0 Indicative a-t-m Vol 24.08 Underlying Price 125.700 Time to expiry: 73 Days Nov 10 0.250 -0.03 28.78 0 0 0| 0 0 0 0 100 1.000 -0.12 27.16 0 0 0| 0 0 0 0 110 2.000 -0.21 26.89 0 0 0| 0 0 0 0 115 3.000 -0.31 24.85 0 0 0| 0 0 0 0 120 5.000 -0.45 24.16 0 0 0| 0 0 0 0 125 7.750 -0.60 23.74 0 0 0| 0 0 0 0 130 14.750 -0.90 18.30 0 0 0| 0 0 0 0 140 24.500 -0.96 22.53 0 0 0| 0 0 0 0 150 Total 0 0 0| 0 0 0 0 Indicative a-t-m Vol 23.69 Underlying Price 125.700 Time to expiry: 101 Days Dec 10 0.250 -0.04 26.58 0 0 0| 0 210 0 0 100 1.250 -0.14 25.82 0 0 0| 0 698 0 0 110 3.750 -0.33 24.25 0 0 0| 0 868 0 0 120 7.750 8.500 -0.58 23.32 7.750 S 7.750 S 0 0 80| 0 613 0 0 130 15.250 -0.83 20.20 0 0 0| 0 18 0 0 140 24.750 -0.92 22.96 0 0 0| 0 0 0 0 150 34.500 -0.97 25.49 0 0 0| 0 0 0 0 160 Total 0 0 80| 0 2,407 0 0 Equity Options 22:05 Business Day Tue 7 Sep 2010 Previous Business Day Mon 6 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 22.87 Underlying Price 125.700 Time to expiry: 192 Days Mar 11 2.750 -0.17 30.32 0 0 0| 0 91 0 0 100 4.000 -0.27 25.08 0 0 0| 0 205 0 0 110 7.750 -0.45 23.21 0 0 0| 0 403 0 0 120 13.000 13.750 -0.64 22.65 13.000 13.000 0 0 50| 0 171 0 0 130 20.750 -0.83 19.60 0 0 0| 0 8 0 0 140 29.500 -0.96 16.31 0 0 0| 0 0 0 0 150 39.250 -1.00 10.94 0 0 0| 0 0 0 0 160 Total 0 0 50| 0 878 0 0 Total Puts 0 0 210| 2 4,984 +2 0 Grand Total 0 0 290| 49,310 65,424 +2 0 Equity Options 22:05 Business Day Tue 7 Sep 2010 Previous Business Day Mon 6 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 22.14 Underlying Price 1925.500 Time to expiry: 10 Days Sep 10 526.000 1.00 52.69 0 0 0| 0 0 0 0 1400 326.000 1.00 38.96 0 0 0| 0 0 0 0 1600 226.500 0.98 34.03 0 0 0| 0 0 0 0 1700 177.500 0.96 31.09 0 0 0| 0 0 0 0 1750 130.000 0.91 29.19 0 0 0| 0 3 0 0 1800 84.500 0.82 25.72 0 0 0| 0 14 0 0 1850 45.500 0.64 23.28 0 0 0| 0 125 0 0 1900 18.000 0.37 21.09 0 0 0| 0 5 0 0 1950 4.000 0.13 19.19 0 0 0| 0 60 0 0 2000 CAB 0.01 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 25.28 Underlying Price 1925.500 Time to expiry: 101 Days Dec 10 345.500 0.89 31.88 0 0 0| 0 0 0 0 1600 258.500 0.82 29.48 0 0 0| 0 0 0 0 1700 180.500 0.71 27.56 0 0 0| 0 20 0 0 1800 115.000 0.57 25.71 0 0 0| 0 17 0 0 1900 65.000 0.41 24.07 0 0 0| 0 128 0 0 2000 14.000 0.13 21.98 0 0 0| 0 110 0 0 2200 2.000 0.03 21.64 0 0 0| 0 23 0 0 2400 Total 0 0 0| 0 298 0 0 Indicative a-t-m Vol 25.66 Underlying Price 1925.500 Time to expiry: 192 Days Mar 11 367.500 0.83 31.14 0 0 0| 0 0 0 0 1600 287.500 0.76 29.21 0 0 0| 0 0 0 0 1700 216.500 0.67 27.66 0 0 0| 0 1 0 0 1800 153.500 0.56 25.93 0 0 0| 0 12 0 0 1900 105.000 0.45 24.90 0 0 0| 0 10 0 0 2000 41.000 0.23 23.16 0 0 0| 0 0 0 0 2200 12.500 0.09 22.04 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 22:05 Business Day Tue 7 Sep 2010 Previous Business Day Mon 6 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 22.45 Underlying Price 1925.500 Time to expiry: 10 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 1.000 -0.02 34.85 0 0 0| 0 37 0 0 1700 2.000 -0.04 32.05 0 0 0| 0 0 0 0 1750 3.000 -0.08 27.68 0 0 0| 0 44 0 0 1800 8.000 -0.17 24.94 0 0 0| 0 52 0 0 1850 19.500 -0.36 23.30 0 0 0| 0 1,180 0 0 1900 43.000 -0.62 21.66 0 0 0| 0 20 0 0 1950 78.000 -0.87 18.92 0 0 0| 0 25 0 0 2000 174.500 -1.00 20.56 0 0 0| 0 10 0 0 2100 274.500 -1.00 23.03 0 0 0| 0 3 0 0 2200 474.500 -1.00 23.25 0 0 0| 0 0 0 0 2400 Total 0 0 0| 0 1,608 0 0 Indicative a-t-m Vol 25.05 Underlying Price 1925.500 Time to expiry: 101 Days Dec 10 21.000 -0.12 31.57 0 0 0| 0 53 0 0 1600 37.000 -0.20 29.90 0 0 0| 0 305 0 0 1700 61.000 -0.31 28.02 0 0 0| 0 41 0 0 1800 94.500 -0.45 25.45 0 0 0| 0 271 0 0 1900 146.000 -0.61 23.94 0 0 0| 0 69 0 0 2000 296.500 -0.88 21.63 0 0 0| 0 22 0 0 2200 484.500 -0.99 19.15 0 0 0| 0 10 0 0 2400 Total 0 0 0| 0 771 0 0 Indicative a-t-m Vol 25.45 Underlying Price 1925.500 Time to expiry: 192 Days Mar 11 45.500 -0.18 30.79 0 0 0| 0 10 0 0 1600 67.500 -0.25 29.23 0 0 0| 0 52 0 0 1700 95.500 -0.34 27.41 0 0 0| 0 17 0 0 1800 132.500 -0.44 25.73 0 0 0| 0 23 0 0 1900 183.500 -0.56 24.65 0 0 0| 0 10 0 0 2000 320.000 -0.78 22.83 0 0 0| 0 5 0 0 2200 492.500 -0.92 21.54 0 0 0| 0 0 0 0 2400 Total 0 0 0| 0 117 0 0 Total Puts 0 0 0| 0 2,496 0 0 Grand Total 0 0 0| 30,524 33,594 0 0 Equity Options 22:05 Business Day Tue 7 Sep 2010 Previous Business Day Mon 6 Sep 2010 Page 37 Calls | Block | Opening Settle Delta Vola- Daily Trade Bclear Total | Official **Open Change Exer- Exer Trans Price tility High Low Volume Volume*** Volume | Volume Int cises Price | Sage Group plc STND OPT (SGE) Indicative a-t-m Vol 20.31 Underlying Price 249.300 Time to expiry: 10 Days Sep 10 49.500 0.99 59.65 0 0 0| 0 0 0 0 200 39.750 0.97 56.02 0 0 0| 0 0 0 0 210 29.750 0.95 44.09 0 0 0| 0 18 0 0 220 24.500 0.96 35.14 0 0 0| 0 0 0 0 225 19.500 0.95 28.76 0 0 0| 0 9 0 0 230 14.750 0.93 23.94 0 0 0| 0 0 0 0 235 10.250 0.84 22.99 0 0 0| 0 5 0 0 240 6.250 0.69 20.63 0 0 0| 0 0 0 0 245 3.250 0.48 20.31 0 0 0| 0 16 0 0 250 0.750 0.14 21.60 0 0 0| 0 26 0 0 260 CAB 0.00 22.98 0 0 0| 0 0 0 0 280 CAB 0.00 23.83 0 0 0| 0 0 0 0 300 CAB 0.00 24.73 0 0 0| 0 0 0 0 320 Total 0 0 0| 0 74 0 0 Indicative a-t-m Vol 22.16 Underlying Price 249.300 Time to expiry: 101 Days Dec 10 52.000 0.91 34.65 0 0 0| 0 0 0 0 200 42.250 0.88 30.29 0 0 0| 0 0 0 0 210 33.250 0.83 27.10 0 0 0| 0 0 0 0 220 25.000 0.76 25.11 0 0 0| 0 20 0 0 230 17.500 0.65 23.11 0 0 0| 0 0 0 0 240 7.000 0.38 21.21 0 0 0| 0 1,540 0 0 260 1.750 0.14 19.42 0 0 0| 0 31 0 0 280 CAB 0.00 14.51 0 0 0| 0 0 0 0 320 Total 0 0 0| 0 1,591 0 0 Indicative a-t-m Vol 23.62 Underlying Price 249.300 Time to expiry: 192 Days Mar 11 52.750 0.89 29.89 0 0 0| 0 0 0 0 200 44.000 0.85 28.36 0 0 0| 0 0 0 0 210 35.750 0.79 26.95 0 0 0| 0 0 0 0 220 28.250 0.72 25.85 0 0 0| 0 0 0 0 230 21.250 0.63 24.35 0 0 0| 0 1 0 0 240 11.000 0.43 22.90 0 0 0| 0 0 0 0 260 4.750 0.24 21.77 0 0 0| 0 0 0 0 280 1.000 0.06 21.98 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 22:05 Business Day Tue 7 Sep 2010 Previous Business Day Mon 6 Sep 2010 Page 38 Puts | Block | Opening Settle Delta Vola- Daily Trade Bclear Total | Official **Open Change Exer- Exer Trans Price tility High Low Volume Volume*** Volume | Volume Int cises Price | Sage Group plc STND OPT (SGE) Indicative a-t-m Vol 21.39 Underlying Price 249.300 Time to expiry: 10 Days Sep 10 CAB 0.00 32.27 0 0 0| 0 28 0 0 200 CAB 0.00 30.33 0 0 0| 0 6 0 0 210 CAB -0.01 29.55 0 0 0| 0 20 0 0 220 CAB -0.02 29.16 0 0 0| 0 0 0 0 225 0.250 -0.03 25.62 0 0 0| 0 499 0 0 230 0.250 -0.06 22.54 0 0 0| 0 0 0 0 235 0.750 -0.16 22.84 0 0 0| 0 10 0 0 240 2.000 -0.31 21.68 0 0 0| 0 0 0 0 245 4.000 -0.52 21.39 0 0 0| 0 20 0 0 250 11.250 -0.86 21.93 0 0 0| 0 0 0 0 260 30.750 -1.00 26.57 0 0 0| 0 0 0 0 280 50.750 -1.00 29.23 0 0 0| 0 0 0 0 300 70.750 -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 21.96 Underlying Price 249.300 Time to expiry: 101 Days Dec 10 1.250 -0.07 30.48 0 0 0| 0 0 0 0 200 2.250 -0.11 28.67 0 0 0| 0 0 0 0 210 3.500 -0.17 27.07 0 0 0| 0 26 0 0 220 5.250 -0.25 25.12 0 0 0| 0 15 0 0 230 7.750 -0.35 23.15 0 0 0| 0 18 0 0 240 17.000 -0.62 20.77 0 0 0| 0 3 0 0 260 32.000 -0.87 18.96 0 0 0| 0 0 0 0 280 70.750 -1.00 19.95 0 0 0| 0 0 0 0 320 Total 0 0 0| 0 62 0 0 Indicative a-t-m Vol 23.07 Underlying Price 249.300 Time to expiry: 192 Days Mar 11 4.500 -0.15 29.52 0 0 0| 0 0 0 0 200 6.250 -0.20 28.24 0 0 0| 0 0 0 0 210 8.250 -0.26 26.73 0 0 0| 0 5 0 0 220 11.000 -0.34 25.28 0 0 0| 0 0 0 0 230 14.750 -0.42 24.05 0 0 0| 0 0 0 0 240 25.000 -0.62 22.10 0 0 0| 0 0 0 0 260 39.250 -0.80 20.60 0 0 0| 0 0 0 0 280 76.000 -0.96 20.21 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| 34,046 36,362 0 0 Equity Options 22:05 Business Day Tue 7 Sep 2010 Previous Business Day Mon 6 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 27.83 Underlying Price 369.700 Time to expiry: 10 Days Sep 10 89.750 1.00 57.26 0 0 0| 0 0 0 0 280 69.750 1.00 45.62 0 0 0| 0 34 0 0 300 59.750 1.00 39.80 0 0 0| 0 0 0 0 310 49.750 0.99 34.78 0 0 0| 0 160 0 0 320 40.000 0.98 32.51 0 0 0| 0 132 0 0 330 31.250 30.250 0.94 31.21 32.250 S 31.250 S 0 0 3| 0 2,338 +183 0 340 21.250 0.85 30.78 0 0 0| 10 263 -10 0 350 13.500 13.000 0.72 28.04 13.750 13.500 0 0 16| 0 411 0 0 360 7.000 0.50 27.83 0 0 0| 30 53 +30 0 370 4.250 0.32 32.08 0 0 0| 50 4,178 0 0 380 1.250 0.12 36.84 0 0 0| 0 1,978 0 0 400 0.250 0.04 40.30 0 0 0| 0 0 0 0 420 Total 0 0 19| 90 9,547 +203 0 Indicative a-t-m Vol 28.90 Underlying Price 369.700 Time to expiry: 38 Days Oct 10 70.000 0.99 27.22 0 0 0| 0 0 0 0 300 50.750 0.95 28.62 0 0 0| 0 0 0 0 320 41.500 0.90 28.31 0 0 0| 0 14 0 0 330 33.000 0.84 27.82 0 0 0| 0 20 0 0 340 25.250 0.75 27.47 0 0 0| 0 0 0 0 350 19.250 0.63 28.50 0 0 0| 0 62 0 0 360 14.000 0.52 28.90 0 0 0| 0 45 0 0 370 10.000 0.41 29.32 0 0 0| 0 533 0 0 380 5.500 0.25 32.18 0 0 0| 0 1,159 0 0 400 3.000 0.14 34.53 0 0 0| 0 140 0 0 420 Total 0 0 0| 0 1,973 0 0 Indicative a-t-m Vol 29.02 Underlying Price 369.700 Time to expiry: 73 Days Nov 10 52.500 0.89 28.33 0 0 0| 0 0 0 0 320 36.750 0.77 28.69 0 0 0| 0 0 0 0 340 29.500 0.70 28.23 0 0 0| 0 0 0 0 350 23.500 0.61 28.14 0 0 0| 0 0 0 0 360 18.750 0.53 29.02 0 0 0| 0 15 0 0 370 15.750 14.750 0.44 29.36 15.750 15.750 0 0 12| 41 156 +41 0 380 10.250 9.500 0.31 31.26 10.250 10.250 0 0 11| 0 25 0 0 400 6.000 0.21 33.05 0 0 0| 15 141 +15 0 420 Total 0 0 23| 56 337 +56 0 Indicative a-t-m Vol 28.72 Underlying Price 369.700 Time to expiry: 101 Days Dec 10 90.750 0.97 31.21 0 0 0| 0 0 0 0 280 71.500 0.94 29.49 0 0 0| 0 0 0 0 300 53.750 0.87 28.53 0 0 0| 0 20 0 0 320 38.250 0.75 28.22 0 0 0| 0 688 0 0 340 26.000 0.60 28.57 0 0 0| 60 256 0 0 360 17.750 17.000 0.45 28.88 17.750 17.750 0 0 14| 10 246 +4 0 380 Equity Options 22:05 Business Day Tue 7 Sep 2010 Previous Business Day Mon 6 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 | 12.500 11.250 0.33 30.10 12.500 12.000 0 0 29| 0 982 0 0 400 4.750 0.16 31.93 0 0 0| 0 0 0 0 440 Total 0 0 43| 70 2,192 +4 0 Indicative a-t-m Vol 27.14 Underlying Price 369.700 Time to expiry: 192 Days Mar 11 91.500 0.95 28.88 0 0 0| 0 0 0 0 280 73.750 0.89 28.24 0 0 0| 0 0 0 0 300 57.250 0.80 27.50 0 0 0| 0 158 0 0 320 43.750 0.70 27.49 0 0 0| 0 101 0 0 340 31.250 32.250 0.58 27.08 31.250 S 31.250 S 0 0 3| 0 1,077 +300 0 360 23.250 0.47 27.19 0 0 0| 0 12 0 0 380 17.000 0.37 27.73 0 0 0| 0 319 0 0 400 8.000 8.750 0.22 28.42 8.750 8.000 0 0 57| 0 0 0 0 440 Total 0 0 60| 0 1,667 +300 0 Total Calls 0 0 145| 216 15,716 +563 0 | Equity Options 22:05 Business Day Tue 7 Sep 2010 Previous Business Day Mon 6 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 28.83 Underlying Price 369.700 Time to expiry: 10 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 -0.04 27.29 0 0 0| 0 992 0 0 340 1.000 -0.12 27.51 0 0 0| 6 106 -6 0 350 2.750 3.500 -0.29 28.74 3.000 2.500 0 0 60| 0 121 0 0 360 7.000 7.500 -0.50 28.83 7.000 6.750 0 0 51| 0 0 0 0 370 14.500 -0.68 32.53 0 0 0| 15 25 0 0 380 31.750 -0.88 37.73 0 0 0| 0 0 0 0 400 50.750 -0.95 44.16 0 0 0| 0 0 0 0 420 Total 0 0 111| 21 3,753 -6 0 Indicative a-t-m Vol 28.84 Underlying Price 369.700 Time to expiry: 38 Days Oct 10 0.250 -0.02 32.40 0 0 0| 0 0 0 0 300 1.000 -0.06 29.07 0 0 0| 0 0 0 0 320 1.750 -0.10 28.14 0 0 0| 0 265 0 0 330 3.250 -0.17 28.22 0 0 0| 0 60 0 0 340 5.750 -0.26 28.47 0 0 0| 0 64 0 0 350 9.250 -0.37 28.45 0 0 0| 0 15 0 0 360 14.000 -0.48 28.84 0 0 0| 0 2 0 0 370 20.750 -0.59 30.83 0 0 0| 0 0 0 0 380 35.750 -0.75 33.26 0 0 0| 0 0 0 0 400 53.500 -0.84 36.33 0 0 0| 0 0 0 0 420 Total 0 0 0| 0 406 0 0 Indicative a-t-m Vol 28.02 Underlying Price 369.700 Time to expiry: 73 Days Nov 10 3.000 -0.13 27.69 0 0 0| 0 0 0 0 320 8.000 -0.26 28.51 0 0 0| 0 38 0 0 340 11.250 -0.34 28.15 0 0 0| 0 3 0 0 350 15.500 -0.42 28.27 0 0 0| 0 0 0 0 360 20.500 -0.51 28.02 0 0 0| 0 0 0 0 370 27.250 -0.59 29.02 0 0 0| 0 0 0 0 380 42.500 -0.72 30.92 0 0 0| 0 0 0 0 400 59.750 -0.80 33.27 0 0 0| 0 0 0 0 420 Total 0 0 0| 0 41 0 0 Indicative a-t-m Vol 28.25 Underlying Price 369.700 Time to expiry: 101 Days Dec 10 1.500 -0.05 32.82 0 0 0| 0 128 0 0 280 2.500 -0.09 29.74 0 0 0| 0 196 0 0 300 5.250 -0.17 28.39 0 0 0| 4 2,006 -4 0 320 10.250 -0.28 28.06 0 0 0| 10 548 +10 0 340 18.250 -0.43 27.80 0 0 0| 0 35 0 0 360 30.250 -0.57 28.70 0 0 0| 0 0 0 0 380 44.250 -0.69 29.37 0 0 0| 0 53 0 0 400 Equity Options 22:05 Business Day Tue 7 Sep 2010 Previous Business Day Mon 6 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 | 77.500 -0.86 29.85 0 0 0| 0 0 0 0 440 Total 0 0 0| 14 2,966 +6 0 Indicative a-t-m Vol 26.44 Underlying Price 369.700 Time to expiry: 192 Days Mar 11 3.000 -0.08 28.46 0 0 0| 0 8 0 0 280 5.750 -0.14 28.03 0 0 0| 0 7 0 0 300 10.000 -0.22 27.50 0 0 0| 0 85 0 0 320 15.250 16.000 -0.31 26.72 15.250 15.250 0 0 7| 0 54 0 0 340 24.500 -0.42 26.39 0 0 0| 0 0 0 0 360 35.500 -0.54 26.50 0 0 0| 0 0 0 0 380 49.250 -0.64 26.93 0 0 0| 0 45 0 0 400 82.250 -0.78 28.94 0 0 0| 0 0 0 0 440 Total 0 0 7| 0 199 0 0 Total Puts 0 0 118| 35 7,365 0 0 Grand Total 0 0 263| 54,255 77,085 +563 0 Equity Options 22:05 Business Day Tue 7 Sep 2010 Previous Business Day Mon 6 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 17.03 Underlying Price 1161.000 Time to expiry: 10 Days Sep 10 281.000 1.00 44.74 0 0 0| 0 0 0 0 880 201.000 1.00 33.73 0 0 0| 0 0 0 0 960 161.000 1.00 31.28 0 0 0| 0 0 0 0 1000 111.500 0.99 26.10 0 0 0| 0 0 0 0 1050 63.000 0.92 22.50 0 0 0| 0 0 0 0 1100 20.500 0.63 17.80 0 0 0| 0 33 0 0 1150 1.500 0.09 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| 0 261 0 0 Indicative a-t-m Vol 18.31 Underlying Price 1161.000 Time to expiry: 101 Days Dec 10 285.500 0.97 30.35 0 0 0| 0 0 0 0 880 207.500 0.94 24.98 0 0 0| 0 0 0 0 960 170.000 0.90 23.19 0 0 0| 0 0 0 0 1000 84.500 0.73 19.29 0 0 0| 0 54 0 0 1100 28.000 0.39 17.69 0 0 0| 2 435 +257 0 1200 6.000 0.12 17.15 0 0 0| 0 14 0 0 1300 1.000 0.03 17.62 0 0 0| 0 0 0 0 1400 Total 0 0 0| 2 503 +257 0 Indicative a-t-m Vol 18.49 Underlying Price 1161.000 Time to expiry: 192 Days Mar 11 212.500 0.91 23.09 0 0 0| 0 0 0 0 960 176.500 0.87 21.80 0 0 0| 0 0 0 0 1000 97.000 0.69 19.58 0 0 0| 0 27 0 0 1100 40.500 0.42 17.80 0 0 0| 0 86 0 0 1200 12.000 0.18 16.60 0 0 0| 0 46 0 0 1300 3.500 0.06 16.76 0 0 0| 0 0 0 0 1400 Total 0 0 0| 0 159 0 0 Total Calls 0 0 0| 2 923 +257 0 | Equity Options 22:05 Business Day Tue 7 Sep 2010 Previous Business Day Mon 6 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 15.57 Underlying Price 1161.000 Time to expiry: 10 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 1.000 CAB -0.01 13.70 1.000 S 1.000 S 0 0 2| 7 203 -7 0 1100 8.000 -0.36 15.86 0 0 0| 0 127 0 0 1150 51.500 40.000 -0.90 14.54 51.500 S 51.500 S 0 0 4| 0 54 0 0 1200 89.000 -1.00 14.40 0 0 0| 0 0 0 0 1250 139.000 -1.00 14.40 0 0 0| 0 0 0 0 1300 239.000 -1.00 16.72 0 0 0| 0 0 0 0 1400 Total 0 0 6| 7 608 -7 0 Indicative a-t-m Vol 18.07 Underlying Price 1161.000 Time to expiry: 101 Days Dec 10 1.000 -0.02 26.10 0 0 0| 0 7 0 0 880 3.500 -0.05 23.47 0 0 0| 0 104 0 0 960 6.000 -0.09 22.14 0 0 0| 0 87 0 0 1000 19.000 21.500 -0.28 19.37 19.000 18.500 S 0 0 4| 8 431 +8 0 1100 61.000 64.000 -0.62 17.23 70.500 S 60.000 0 0 228| 20 25 +3 0 1200 142.000 -0.91 16.19 0 0 0| 0 0 0 0 1300 239.000 -1.00 2.00 0 0 0| 0 0 0 0 1400 Total 0 0 232| 28 654 +11 0 Indicative a-t-m Vol 18.22 Underlying Price 1161.000 Time to expiry: 192 Days Mar 11 12.000 -0.12 22.09 0 0 0| 0 31 0 0 960 17.500 -0.17 21.28 0 0 0| 0 41 0 0 1000 42.000 43.500 -0.37 19.31 42.500 42.000 0 0 21| 0 18 0 0 1100 87.500 92.000 -0.63 17.52 95.000 87.500 0 0 18| 27 30 +24 0 1200 165.500 -0.86 15.72 0 0 0| 0 0 0 0 1300 258.000 -0.97 15.07 0 0 0| 0 0 0 0 1400 Total 0 0 39| 27 120 +24 0 Total Puts 0 0 277| 62 1,382 +28 0 Grand Total 0 0 277| 27,066 29,307 +285 0 Equity Options 22:05 Business Day Tue 7 Sep 2010 Previous Business Day Mon 6 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 18.76 Underlying Price 1365.000 Time to expiry: 10 Days Sep 10 405.000 1.00 51.55 0 0 0| 0 0 0 0 960 365.000 1.00 46.49 0 0 0| 0 0 0 0 1000 265.000 1.00 34.42 0 0 0| 0 0 0 0 1100 215.000 1.00 28.97 0 0 0| 0 0 0 0 1150 165.000 1.00 24.30 0 0 0| 0 0 0 0 1200 115.500 1.00 19.45 0 0 0| 0 7 0 0 1250 66.500 0.94 18.19 0 0 0| 0 56 0 0 1300 26.000 0.65 18.17 0 0 0| 0 123 0 0 1350 6.500 0.24 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 19.03 Underlying Price 1365.000 Time to expiry: 101 Days Dec 10 408.000 0.98 35.34 0 0 0| 0 0 0 0 960 368.000 0.98 31.50 0 0 0| 0 0 0 0 1000 270.000 0.96 26.88 0 0 0| 0 0 0 0 1100 175.000 0.89 22.47 0 0 0| 0 3 0 0 1200 92.000 0.71 19.97 0 0 0| 0 21 0 0 1300 35.000 0.41 18.53 0 0 0| 0 28 0 0 1400 3.000 0.05 19.08 0 0 0| 0 0 0 0 1600 Total 0 0 0| 0 52 0 0 Indicative a-t-m Vol 19.88 Underlying Price 1365.000 Time to expiry: 192 Days Mar 11 369.000 0.98 27.85 0 0 0| 0 0 0 0 1000 273.000 0.93 25.19 0 0 0| 0 0 0 0 1100 183.500 0.83 22.65 0 0 0| 0 0 0 0 1200 108.000 0.66 20.79 0 0 0| 0 0 0 0 1300 54.000 0.43 19.39 0 0 0| 0 25 0 0 1400 10.500 0.12 19.21 0 0 0| 0 0 0 0 1600 Total 0 0 0| 0 25 0 0 Total Calls 0 0 0| 0 293 0 0 | Equity Options 22:05 Business Day Tue 7 Sep 2010 Previous Business Day Mon 6 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 19.35 Underlying Price 1365.000 Time to expiry: 10 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 0.00 24.01 0 0 0| 0 22 0 0 1200 CAB -0.01 21.39 0 0 0| 0 15 0 0 1250 1.500 -0.07 18.94 0 0 0| 0 4 0 0 1300 11.500 -0.36 19.45 0 0 0| 0 13 0 0 1350 40.500 -0.77 19.13 0 0 0| 0 0 0 0 1400 135.000 -1.00 20.46 0 0 0| 0 0 0 0 1500 235.000 -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 19.41 Underlying Price 1365.000 Time to expiry: 101 Days Dec 10 1.000 -0.01 30.07 0 0 0| 0 0 0 0 960 1.500 -0.02 28.32 0 0 0| 0 57 0 0 1000 4.500 -0.05 24.66 0 0 0| 0 9 0 0 1100 12.500 -0.15 21.74 0 0 0| 0 9 0 0 1200 45.000 36.500 -0.36 19.93 45.000 45.000 0 0 2| 0 3 0 0 1300 88.000 -0.64 19.12 0 0 0| 0 7 0 0 1400 259.500 -0.94 20.34 0 0 0| 0 0 0 0 1600 Total 0 0 2| 0 85 0 0 Indicative a-t-m Vol 20.04 Underlying Price 1365.000 Time to expiry: 192 Days Mar 11 6.500 -0.05 27.07 0 0 0| 0 0 0 0 1000 14.500 -0.11 24.81 0 0 0| 0 1 0 0 1100 28.000 29.500 -0.22 22.48 28.000 28.000 0 0 1| 0 14 0 0 1200 58.500 -0.38 20.81 0 0 0| 0 28 0 0 1300 108.000 -0.58 19.63 0 0 0| 0 0 0 0 1400 266.000 -0.88 19.76 0 0 0| 0 0 0 0 1600 Total 0 0 1| 0 43 0 0 Total Puts 0 0 3| 0 450 0 0 Grand Total 0 0 3| 28,176 28,919 0 0 Equity Options 22:05 Business Day Tue 7 Sep 2010 Previous Business Day Mon 6 Sep 2010 Page 47 Calls | Block | Opening Settle Delta Vola- Daily Trade Bclear Total | Official **Open Change Exer- Exer Trans Price tility High Low Volume Volume*** Volume | Volume Int cises Price | Shire Plc STND OPT (SHP) Indicative a-t-m Vol 23.13 Underlying Price 1451.000 Time to expiry: 10 Days Sep 10 451.000 1.00 82.02 0 0 0| 0 0 0 0 1000 351.000 1.00 60.76 0 0 0| 0 0 0 0 1100 251.000 1.00 42.97 0 0 0| 0 0 0 0 1200 151.000 0.99 31.13 0 0 0| 0 0 0 0 1300 102.000 0.95 26.67 0 0 0| 0 3 0 0 1350 56.500 0.81 24.14 0 0 0| 0 10 0 0 1400 23.000 0.51 23.15 0 0 0| 0 6 0 0 1450 6.000 0.19 22.18 0 0 0| 0 110 0 0 1500 2.500 0.08 26.97 0 0 0| 48 298 +48 0 1550 0.500 0.01 25.71 0 0 0| 0 269 0 0 1600 CAB 0.00 33.38 0 0 0| 0 0 0 0 1700 CAB 0.00 38.85 0 0 0| 0 1 0 0 1800 Total 0 0 0| 48 697 +48 0 Indicative a-t-m Vol 26.60 Underlying Price 1451.000 Time to expiry: 101 Days Dec 10 458.500 0.96 44.65 0 0 0| 0 0 0 0 1000 267.000 0.89 32.24 0 0 0| 0 0 0 0 1200 182.000 0.79 29.29 0 0 0| 0 10 0 0 1300 110.500 0.63 27.22 0 0 0| 0 5 0 0 1400 59.500 0.43 26.01 0 0 0| 0 6 0 0 1500 28.000 0.26 25.28 0 0 0| 18 139 +18 0 1600 4.000 0.05 23.91 0 0 0| 0 47 0 0 1800 Total 0 0 0| 18 207 +18 0 Indicative a-t-m Vol 26.63 Underlying Price 1451.000 Time to expiry: 192 Days Mar 11 461.500 0.95 34.18 0 0 0| 0 0 0 0 1000 285.000 0.84 30.86 0 0 0| 0 0 0 0 1200 207.500 0.74 29.02 0 0 0| 0 1 0 0 1300 141.000 0.62 27.34 0 0 0| 0 3 0 0 1400 88.500 0.47 25.95 0 0 0| 0 6 0 0 1500 51.000 0.33 24.86 0 0 0| 0 8 0 0 1600 14.500 0.12 23.83 0 0 0| 0 3 0 0 1800 Total 0 0 0| 0 21 0 0 Total Calls 0 0 0| 66 925 +66 0 | Equity Options 22:05 Business Day Tue 7 Sep 2010 Previous Business Day Mon 6 Sep 2010 Page 48 Puts | Block | Opening Settle Delta Vola- Daily Trade Bclear Total | Official **Open Change Exer- Exer Trans Price tility High Low Volume Volume*** Volume | Volume Int cises Price | Shire Plc STND OPT (SHP) Indicative a-t-m Vol 22.21 Underlying Price 1451.000 Time to expiry: 10 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 7.000 6.000 -0.18 22.84 7.000 7.000 0 0 1| 0 7 0 0 1400 22.500 -0.49 22.24 0 0 0| 0 70 0 0 1450 55.000 -0.82 20.90 0 0 0| 0 5 0 0 1500 101.000 -0.96 22.48 0 0 0| 0 0 0 0 1550 150.500 -0.99 24.68 0 0 0| 0 0 0 0 1600 250.000 -1.00 33.08 0 0 0| 0 0 0 0 1700 350.000 -1.00 37.79 0 0 0| 0 0 0 0 1800 Total 0 0 1| 0 405 0 0 Indicative a-t-m Vol 25.91 Underlying Price 1451.000 Time to expiry: 101 Days Dec 10 3.500 -0.03 38.81 0 0 0| 0 1 0 0 1000 12.000 -0.10 30.49 0 0 0| 0 1 0 0 1200 27.500 -0.21 28.26 0 0 0| 0 1 0 0 1300 56.000 -0.37 26.50 0 0 0| 0 3 0 0 1400 105.000 -0.57 25.33 0 0 0| 0 4 0 0 1500 173.500 -0.76 24.41 0 0 0| 0 0 0 0 1600 350.500 -0.99 19.26 0 0 0| 0 0 0 0 1800 Total 0 0 0| 0 10 0 0 Indicative a-t-m Vol 25.91 Underlying Price 1451.000 Time to expiry: 192 Days Mar 11 8.000 -0.05 33.31 0 0 0| 0 3 0 0 1000 30.000 -0.16 29.76 0 0 0| 0 5 0 0 1200 52.500 -0.26 28.05 0 0 0| 0 0 0 0 1300 86.500 -0.39 26.56 0 0 0| 0 8 0 0 1400 135.000 -0.54 25.29 0 0 0| 0 0 0 0 1500 197.500 -0.69 24.03 0 0 0| 0 0 0 0 1600 361.000 -0.90 22.40 0 0 0| 0 1 0 0 1800 Total 0 0 0| 0 17 0 0 Total Puts 0 0 1| 0 432 0 0 Grand Total 0 0 1| 30,590 31,881 +66 0 Equity Options 22:05 Business Day Tue 7 Sep 2010 Previous Business Day Mon 6 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 21.87 Underlying Price 542.000 Time to expiry: 10 Days Sep 10 82.000 1.00 32.28 0 0 0| 0 0 0 0 460 62.250 0.99 29.05 0 0 0| 0 0 0 0 480 24.000 0.84 24.61 0 0 0| 0 0 0 0 520 9.250 0.55 21.85 0 0 0| 0 0 0 0 540 2.250 0.20 22.10 0 0 0| 0 55 0 0 560 0.500 0.04 22.63 0 0 0| 0 50 0 0 580 CAB 0.01 25.33 0 0 0| 0 26 0 0 600 CAB 0.00 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 23.55 Underlying Price 542.000 Time to expiry: 101 Days Dec 10 103.750 0.95 28.86 0 0 0| 0 0 0 0 440 67.750 0.84 26.39 0 0 0| 0 0 0 0 480 38.000 0.64 24.50 0 0 0| 0 0 0 0 520 26.500 0.52 23.59 0 0 0| 0 0 0 0 540 17.750 0.40 23.17 0 0 0| 0 10 0 0 560 6.250 0.19 21.88 0 0 0| 0 113 0 0 600 2.250 0.08 22.08 0 0 0| 0 42 0 0 640 0.750 0.03 23.18 0 0 0| 0 400 0 0 680 0.500 0.02 25.38 0 0 0| 0 29 0 0 720 CAB 0.00 28.34 0 0 0| 0 8 0 0 800 Total 0 0 0| 0 602 0 0 Indicative a-t-m Vol 23.92 Underlying Price 542.000 Time to expiry: 192 Days Mar 11 107.750 0.88 27.65 0 0 0| 0 0 0 0 440 75.250 0.77 25.99 0 0 0| 0 6 0 0 480 48.500 0.62 24.55 0 0 0| 0 0 0 0 520 28.250 0.45 23.41 0 0 0| 0 65 0 0 560 14.750 0.29 22.57 0 0 0| 0 8 0 0 600 6.750 0.16 21.88 0 0 0| 0 20 0 0 640 3.250 0.09 22.23 0 0 0| 0 0 0 0 680 1.750 0.05 22.68 0 0 0| 0 4 0 0 720 0.750 0.02 25.57 0 0 0| 0 0 0 0 800 Total 0 0 0| 0 103 0 0 Total Calls 0 0 0| 0 1,110 0 0 | Equity Options 22:05 Business Day Tue 7 Sep 2010 Previous Business Day Mon 6 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 21.93 Underlying Price 542.000 Time to expiry: 10 Days Sep 10 CAB 0.00 36.09 0 0 0| 0 0 0 0 460 0.250 -0.01 32.51 0 0 0| 0 4 0 0 480 2.250 -0.17 25.27 0 0 0| 0 0 0 0 520 7.250 -0.45 22.04 0 0 0| 0 37 0 0 540 20.000 -0.81 20.96 0 0 0| 0 72 0 0 560 38.500 -0.94 24.85 0 0 0| 0 54 0 0 580 58.000 -0.98 27.72 0 0 0| 0 14 0 0 600 78.000 -1.00 31.11 0 0 0| 0 5 0 0 620 98.000 -1.00 34.86 0 0 0| 0 24 0 0 640 118.000 -1.00 37.98 0 0 0| 0 5 0 0 660 138.000 -1.00 42.98 0 0 0| 0 47 0 0 680 178.000 -1.00 47.35 0 0 0| 0 10 0 0 720 218.000 -1.00 51.10 0 0 0| 0 0 0 0 760 258.000 -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 23.16 Underlying Price 542.000 Time to expiry: 101 Days Dec 10 3.250 -0.08 28.96 0 0 0| 0 0 0 0 440 7.750 -0.18 26.06 0 0 0| 0 29 0 0 480 18.250 -0.36 23.96 0 0 0| 0 32 0 0 520 27.000 -0.48 23.23 0 0 0| 0 79 0 0 540 38.000 -0.61 22.49 0 0 0| 0 44 0 0 560 67.250 -0.82 21.65 0 0 0| 0 81 0 0 600 103.000 -0.93 21.55 0 0 0| 0 20 0 0 640 141.750 -0.99 20.81 0 0 0| 0 9 0 0 680 181.500 -1.00 20.80 0 0 0| 0 0 0 0 720 261.500 -1.00 20.83 0 0 0| 0 0 0 0 800 Total 0 0 0| 0 294 0 0 Indicative a-t-m Vol 23.53 Underlying Price 542.000 Time to expiry: 192 Days Mar 11 7.500 -0.13 27.29 0 0 0| 0 0 0 0 440 15.000 -0.23 25.52 0 0 0| 0 18 0 0 480 27.750 -0.38 24.14 0 0 0| 0 16 0 0 520 47.500 -0.56 23.02 0 0 0| 0 34 0 0 560 73.750 -0.72 21.92 0 0 0| 0 0 0 0 600 106.500 -0.86 21.34 0 0 0| 0 6 0 0 640 143.250 -0.93 21.21 0 0 0| 0 0 0 0 680 181.750 -0.98 20.86 0 0 0| 0 0 0 0 720 261.500 -1.00 21.76 0 0 0| 0 0 0 0 800 Total 0 0 0| 0 74 0 0 Total Puts 0 0 0| 0 640 0 0 Grand Total 0 0 0| 38,742 40,492 0 0 Equity Options 22:05 Business Day Tue 7 Sep 2010 Previous Business Day Mon 6 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 29.20 Underlying Price 1854.500 Time to expiry: 10 Days Sep 10 654.500 1.00 72.84 0 0 0| 0 4 0 0 1200 554.500 1.00 58.97 0 0 0| 0 0 0 0 1300 455.000 1.00 51.60 0 0 0| 0 0 0 0 1400 355.000 1.00 41.27 0 0 0| 0 10 0 0 1500 305.000 1.00 39.58 0 0 0| 0 0 0 0 1550 255.000 0.99 36.43 0 0 0| 0 35 0 0 1600 206.000 0.97 35.76 0 0 0| 0 300 0 0 1650 158.000 0.94 33.66 0 0 0| 2 715 0 0 1700 112.000 0.86 31.61 0 0 0| 0 387 0 0 1750 72.000 0.72 30.57 0 0 0| 5 438 0 0 1800 40.000 0.53 29.41 0 0 0| 0 31 0 0 1850 17.500 0.31 27.33 0 0 0| 10 240 +10 0 1900 6.000 0.14 26.00 0 0 0| 0 15 0 0 1950 1.500 0.05 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 0| 17 2,436 +10 0 Indicative a-t-m Vol 28.02 Underlying Price 1854.500 Time to expiry: 38 Days Oct 10 459.000 0.97 48.25 0 0 0| 0 0 0 0 1400 361.500 0.95 41.65 0 0 0| 0 0 0 0 1500 266.000 0.90 36.58 0 0 0| 0 10 0 0 1600 220.500 0.87 34.18 0 0 0| 0 0 0 0 1650 177.500 0.81 32.59 0 0 0| 0 20 0 0 1700 137.500 0.74 31.05 0 0 0| 0 1 0 0 1750 102.000 0.64 29.50 0 0 0| 0 22 0 0 1800 71.000 0.53 28.13 0 0 0| 0 11 0 0 1850 46.500 0.41 26.98 0 0 0| 0 6 0 0 1900 28.000 0.29 25.97 0 0 0| 23 53 +23 0 1950 13.500 15.500 0.19 25.13 13.500 13.500 0 0 6| 0 20 0 0 2000 3.500 0.06 23.78 0 0 0| 0 215 0 0 2100 0.500 0.01 22.64 0 0 0| 0 0 0 0 2200 Total 0 0 6| 23 358 +23 0 Indicative a-t-m Vol 30.24 Underlying Price 1854.500 Time to expiry: 73 Days Nov 10 467.000 0.94 43.68 0 0 0| 0 0 0 0 1400 372.500 0.90 39.17 0 0 0| 0 0 0 0 1500 283.000 0.84 35.64 0 0 0| 0 0 0 0 1600 241.500 0.80 34.37 0 0 0| 0 0 0 0 1650 202.000 0.75 33.23 0 0 0| 0 0 0 0 1700 166.500 0.69 32.45 0 0 0| 0 4 0 0 1750 134.000 0.62 31.48 0 0 0| 2 4 +2 0 1800 104.500 0.54 30.34 0 0 0| 0 0 0 0 1850 78.500 0.46 29.30 0 0 0| 0 12 0 0 1900 36.000 40.500 0.30 27.65 36.000 36.000 0 0 2| 0 0 0 0 2000 Equity Options 22:05 Business Day Tue 7 Sep 2010 Previous Business Day Mon 6 Sep 2010 Page 52 Calls | Block | Opening Settle Delta Vola- Daily Trade Bclear Total | Official **Open Change Exer- Exer Trans Price tility High Low Volume Volume*** Volume | Volume Int cises Price | 18.000 0.16 26.21 0 0 0| 0 70 0 0 2100 6.500 0.07 25.13 0 0 0| 0 0 0 0 2200 Total 0 0 2| 2 90 +2 0 Indicative a-t-m Vol 30.71 Underlying Price 1854.500 Time to expiry: 101 Days Dec 10 474.000 0.92 41.55 0 0 0| 0 8 0 0 1400 381.500 0.88 37.80 0 0 0| 0 0 0 0 1500 296.500 0.81 35.48 0 0 0| 0 6 0 0 1600 220.000 0.72 33.51 0 0 0| 0 26 0 0 1700 153.500 0.61 31.76 0 0 0| 0 65 0 0 1800 98.500 0.48 29.85 0 0 0| 0 453 0 0 1900 57.500 0.34 28.24 0 0 0| 0 368 0 0 2000 14.500 0.12 25.95 0 0 0| 65 212 +53 0 2200 3.500 0.04 25.85 0 0 0| 0 2 0 0 2400 Total 0 0 0| 65 1,140 +53 0 Indicative a-t-m Vol 32.12 Underlying Price 1854.500 Time to expiry: 192 Days Mar 11 495.500 0.88 39.92 0 0 0| 0 22 0 0 1400 412.000 0.83 37.97 0 0 0| 0 1 0 0 1500 333.500 0.77 36.07 0 0 0| 0 50 0 0 1600 262.500 0.69 34.39 0 0 0| 0 213 0 0 1700 200.000 0.60 32.95 0 0 0| 0 24 0 0 1800 146.000 0.51 31.45 0 0 0| 0 26 0 0 1900 103.000 0.41 30.31 0 0 0| 0 56 0 0 2000 16.000 0.10 26.72 0 0 0| 0 24 0 0 2400 Total 0 0 0| 0 416 0 0 Total Calls 0 0 8| 107 4,440 +88 0 | Equity Options 22:05 Business Day Tue 7 Sep 2010 Previous Business Day Mon 6 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 28.40 Underlying Price 1854.500 Time to expiry: 10 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 -0.06 32.32 0 0 0| 2 91 -1 0 1700 11.000 6.500 -0.13 30.69 11.000 11.000 0 0 10| 0 192 0 0 1750 22.500 16.000 -0.27 29.50 22.500 22.500 0 0 5| 12 53 +12 0 1800 38.000 34.000 -0.47 28.47 38.000 38.000 0 0 1| 0 0 0 0 1850 63.000 -0.68 27.75 0 0 0| 12 33 +12 0 1900 101.500 -0.86 26.72 0 0 0| 0 10 0 0 1950 147.500 -0.94 27.49 0 0 0| 0 7 0 0 2000 246.000 -0.98 33.35 0 0 0| 0 0 0 0 2100 345.500 -0.99 41.28 0 0 0| 0 0 0 0 2200 Total 0 0 16| 26 2,672 +23 0 Indicative a-t-m Vol 27.89 Underlying Price 1854.500 Time to expiry: 38 Days Oct 10 3.500 -0.03 48.18 0 0 0| 0 0 0 0 1400 5.000 -0.05 40.79 0 0 0| 0 13 0 0 1500 10.000 -0.09 36.21 0 0 0| 3 46 -3 0 1600 15.000 -0.13 34.29 0 0 0| 0 6 0 0 1650 21.500 -0.19 32.55 0 0 0| 23 52 +23 0 1700 31.500 -0.26 30.90 0 0 0| 0 9 0 0 1750 46.000 -0.36 29.49 0 0 0| 0 9 0 0 1800 65.000 -0.47 28.02 0 0 0| 0 7 0 0 1850 90.000 -0.59 26.76 0 0 0| 0 0 0 0 1900 122.500 -0.71 26.07 0 0 0| 0 10 0 0 1950 160.500 -0.81 25.37 0 0 0| 0 1 0 0 2000 248.000 -0.95 23.24 0 0 0| 0 0 0 0 2100 345.500 -1.00 21.38 0 0 0| 0 0 0 0 2200 Total 0 0 0| 26 153 +20 0 Indicative a-t-m Vol 29.87 Underlying Price 1854.500 Time to expiry: 73 Days Nov 10 9.000 -0.06 42.14 0 0 0| 0 0 0 0 1400 15.500 -0.09 38.90 0 0 0| 0 8 0 0 1500 27.500 -0.16 36.18 0 0 0| 0 3 0 0 1600 35.500 -0.20 34.62 0 0 0| 0 0 0 0 1650 46.000 -0.25 33.46 0 0 0| 3 6 +2 0 1700 59.000 -0.31 32.20 0 0 0| 0 0 0 0 1750 76.500 -0.39 31.31 0 0 0| 0 0 0 0 1800 96.000 -0.46 29.95 0 0 0| 0 0 0 0 1850 121.000 -0.54 29.16 0 0 0| 0 0 0 0 1900 183.000 -0.71 27.39 0 0 0| 0 0 0 0 2000 260.500 -0.84 26.02 0 0 0| 0 0 0 0 2100 Equity Options 22:05 Business Day Tue 7 Sep 2010 Previous Business Day Mon 6 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 | 350.500 -0.93 25.15 0 0 0| 0 0 0 0 2200 Total 0 0 0| 3 17 +2 0 Indicative a-t-m Vol 30.33 Underlying Price 1854.500 Time to expiry: 101 Days Dec 10 15.500 -0.08 40.96 0 0 0| 0 405 0 0 1400 25.500 -0.12 38.64 0 0 0| 0 373 0 0 1500 39.500 -0.19 35.74 0 0 0| 0 642 0 0 1600 62.000 -0.28 33.54 0 0 0| 0 279 0 0 1700 94.000 -0.39 31.36 0 0 0| 0 23 0 0 1800 139.000 -0.53 29.49 0 0 0| 0 10 0 0 1900 200.000 -0.66 28.33 0 0 0| 0 8 0 0 2000 357.000 -0.88 25.90 0 0 0| 0 1 0 0 2200 546.500 -0.98 25.61 0 0 0| 0 0 0 0 2400 Total 0 0 0| 0 1,741 0 0 Indicative a-t-m Vol 31.03 Underlying Price 1854.500 Time to expiry: 192 Days Mar 11 41.500 -0.14 38.82 0 0 0| 0 8 0 0 1400 60.000 -0.19 37.04 0 0 0| 0 88 0 0 1500 83.500 -0.26 35.14 0 0 0| 0 24 0 0 1600 114.500 -0.34 33.45 0 0 0| 10 226 +10 0 1700 158.500 153.500 -0.43 31.85 158.500 158.500 0 0 3| 0 23 0 0 1800 202.000 -0.53 30.36 0 0 0| 0 8 0 0 1900 263.000 -0.62 29.41 0 0 0| 0 45 0 0 2000 580.500 -0.93 24.11 0 0 0| 0 0 0 0 2400 Total 0 0 3| 10 422 +10 0 Total Puts 0 0 19| 65 5,005 +55 0 Grand Total 0 0 27| 68,264 77,537 +143 0 Equity Options 22:05 Business Day Tue 7 Sep 2010 Previous Business Day Mon 6 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 22.61 Underlying Price 210.700 Time to expiry: 10 Days Sep 10 70.750 1.00 66.85 0 0 0| 0 0 0 0 140 60.750 1.00 62.98 0 0 0| 0 0 0 0 150 50.750 1.00 57.45 0 0 0| 0 0 0 0 160 40.750 1.00 46.72 0 0 0| 0 0 0 0 170 35.750 1.00 40.15 0 0 0| 0 0 0 0 175 30.750 1.00 33.77 0 0 0| 0 0 0 0 180 25.750 0.99 31.88 0 0 0| 0 0 0 0 185 20.750 0.98 27.95 0 0 0| 0 0 0 0 190 15.750 0.98 22.63 0 0 0| 0 0 0 0 195 11.250 0.88 26.17 0 0 0| 0 0 0 0 200 7.000 0.75 24.53 0 0 0| 0 0 0 0 205 3.750 0.54 22.93 0 0 0| 0 26 0 0 210 1.500 0.30 21.30 0 0 0| 0 0 0 0 215 0.250 0.09 18.57 0 0 0| 0 111 0 0 220 CAB 0.00 19.33 0 0 0| 0 13 0 0 230 CAB 0.00 22.40 0 0 0| 0 42 0 0 240 Total 0 0 0| 0 192 0 0 Indicative a-t-m Vol 24.32 Underlying Price 210.700 Time to expiry: 101 Days Dec 10 71.000 0.99 34.41 0 0 0| 0 0 0 0 140 52.000 0.95 34.02 0 0 0| 0 0 0 0 160 42.750 0.91 32.47 0 0 0| 0 0 0 0 170 33.750 0.86 30.18 0 0 0| 0 0 0 0 180 25.500 0.78 28.70 0 0 0| 0 0 0 0 190 17.500 18.000 0.68 26.70 17.500 17.500 0 0 15| 0 84 0 0 200 10.750 11.250 0.54 24.37 10.750 S 10.750 S 0 0 2| 0 154 0 0 210 7.000 0.40 23.94 0 0 0| 0 111 0 0 220 3.750 0.26 23.10 0 0 0| 0 0 0 0 230 2.000 0.16 22.71 0 0 0| 0 0 0 0 240 Total 0 0 17| 0 349 0 0 Indicative a-t-m Vol 25.46 Underlying Price 210.700 Time to expiry: 192 Days Mar 11 72.250 0.96 37.64 0 0 0| 0 0 0 0 140 53.500 0.92 32.53 0 0 0| 0 0 0 0 160 44.500 0.88 30.54 0 0 0| 0 0 0 0 170 36.000 0.82 28.82 0 0 0| 0 40 0 0 180 28.250 0.75 27.61 0 0 0| 0 41 0 0 190 21.250 0.66 26.28 0 0 0| 0 20 0 0 200 15.500 0.55 25.54 0 0 0| 0 0 0 0 210 10.750 0.44 24.79 0 0 0| 0 38 0 0 220 7.250 0.34 24.30 0 0 0| 0 27 0 0 230 4.750 0.25 24.02 0 0 0| 0 5 0 0 240 Total 0 0 0| 0 171 0 0 Total Calls 0 0 17| 0 712 0 0 | Equity Options 22:05 Business Day Tue 7 Sep 2010 Previous Business Day Mon 6 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 24.04 Underlying Price 210.700 Time to expiry: 10 Days Sep 10 CAB 0.00 44.10 0 0 0| 0 0 0 0 140 CAB 0.00 40.71 0 0 0| 0 0 0 0 150 CAB 0.00 35.63 0 0 0| 0 68 0 0 160 CAB 0.00 35.63 0 0 0| 0 10 0 0 170 CAB 0.00 31.68 0 0 0| 0 9 0 0 175 CAB 0.00 29.42 0 0 0| 0 158 0 0 180 CAB 0.00 27.07 0 0 0| 0 0 0 0 185 CAB -0.02 28.29 0 0 0| 0 57 0 0 190 CAB -0.03 23.72 0 0 0| 0 0 0 0 195 0.500 -0.12 25.74 0 0 0| 0 57 0 0 200 1.500 -0.25 24.87 0 0 0| 0 1 0 0 205 3.500 3.250 -0.46 24.01 3.500 3.500 0 0 2| 0 81 0 0 210 6.000 -0.68 24.18 0 0 0| 0 46 0 0 215 10.000 -0.84 24.75 0 0 0| 0 35 0 0 220 19.250 -0.98 23.81 0 0 0| 0 0 0 0 230 29.250 -1.00 22.27 0 0 0| 0 0 0 0 240 Total 0 0 2| 0 522 0 0 Indicative a-t-m Vol 24.08 Underlying Price 210.700 Time to expiry: 101 Days Dec 10 0.250 -0.01 37.27 0 0 0| 0 0 0 0 140 0.750 -0.05 33.03 0 0 0| 0 115 0 0 160 1.250 -0.08 30.93 0 0 0| 0 2 0 0 170 2.250 -0.13 28.89 0 0 0| 0 65 0 0 180 4.000 -0.21 27.30 0 0 0| 0 24 0 0 190 6.500 -0.32 25.66 0 0 0| 0 50 0 0 200 9.250 10.250 -0.46 24.27 9.250 S 9.250 S 0 0 2| 0 8 0 0 210 15.250 -0.62 22.44 0 0 0| 0 3 0 0 220 22.750 -0.74 23.32 0 0 0| 0 0 0 0 230 30.500 -0.86 21.50 0 0 0| 0 0 0 0 240 Total 0 0 2| 0 267 0 0 Indicative a-t-m Vol 24.71 Underlying Price 210.700 Time to expiry: 192 Days Mar 11 1.250 -0.05 33.89 0 0 0| 0 0 0 0 140 3.000 -0.12 31.40 0 0 0| 0 72 0 0 160 4.500 -0.18 29.82 0 0 0| 0 15 0 0 170 7.000 -0.25 28.58 0 0 0| 0 12 0 0 180 9.750 -0.33 26.93 0 0 0| 0 75 0 0 190 13.500 -0.43 25.85 0 0 0| 0 24 0 0 200 18.500 -0.54 24.85 0 0 0| 0 20 0 0 210 24.250 -0.65 23.47 0 0 0| 0 8 0 0 220 31.250 -0.75 22.35 0 0 0| 0 0 0 0 230 39.750 -0.82 22.89 0 0 0| 0 5 0 0 240 Total 0 0 0| 0 231 0 0 Total Puts 0 0 4| 0 1,020 0 0 Grand Total 0 0 21| 42,264 43,996 0 0 Equity Options 22:05 Business Day Tue 7 Sep 2010 Previous Business Day Mon 6 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 20.00 Underlying Price 450.800 Time to expiry: 10 Days Sep 10 90.750 1.00 27.21 0 0 0| 0 0 0 0 360 70.750 1.00 25.21 0 0 0| 0 0 0 0 380 51.000 1.00 24.21 0 0 0| 0 0 0 0 400 41.000 0.99 22.82 0 0 0| 0 0 0 0 410 31.000 0.97 21.91 0 0 0| 0 0 0 0 420 21.750 0.90 21.30 0 0 0| 0 0 0 0 430 13.250 0.76 20.49 0 0 0| 0 0 0 0 440 6.750 0.53 20.05 0 0 0| 0 0 0 0 450 2.750 0.28 19.52 0 0 0| 0 9 0 0 460 0.750 0.10 18.62 0 0 0| 0 2 0 0 470 0.250 0.02 18.23 0 0 0| 0 26 0 0 480 CAB 0.00 18.18 0 0 0| 0 0 0 0 490 CAB 0.00 18.13 0 0 0| 0 3 0 0 500 CAB 0.00 18.02 0 0 0| 0 39 0 0 520 CAB 0.00 17.68 0 0 0| 0 0 0 0 560 Total 0 0 0| 0 79 0 0 Indicative a-t-m Vol 23.76 Underlying Price 450.800 Time to expiry: 101 Days Dec 10 93.750 0.93 33.17 0 0 0| 0 0 0 0 360 56.000 0.85 25.24 0 0 0| 0 0 0 0 400 40.000 0.75 24.13 0 0 0| 0 0 0 0 420 26.750 0.61 23.53 0 0 0| 0 10 0 0 440 11.750 17.500 0.46 23.94 11.750 11.750 0 0 15| 50 150 +50 0 460 10.500 0.32 23.88 0 0 0| 9 59 -9 0 480 3.000 0.12 23.19 0 0 0| 0 36 0 0 520 0.250 0.02 19.90 0 0 0| 0 20 0 0 560 Total 0 0 15| 59 275 +41 0 Indicative a-t-m Vol 25.31 Underlying Price 450.800 Time to expiry: 192 Days Mar 11 95.750 0.89 30.58 0 0 0| 0 0 0 0 360 61.500 0.78 26.68 0 0 0| 0 2 0 0 400 47.500 0.68 25.88 0 0 0| 0 0 0 0 420 35.500 0.58 25.28 0 0 0| 0 4 0 0 440 26.500 0.48 25.33 0 0 0| 0 0 0 0 460 18.750 0.38 24.71 0 0 0| 0 8 0 0 480 8.000 8.750 0.21 24.07 8.500 8.000 0 0 16| 0 0 0 0 520 2.750 0.09 22.20 0 0 0| 0 35 0 0 560 Total 0 0 16| 0 49 0 0 Total Calls 0 0 31| 59 403 +41 0 | Equity Options 22:05 Business Day Tue 7 Sep 2010 Previous Business Day Mon 6 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 20.00 Underlying Price 450.800 Time to expiry: 10 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 0.00 24.21 0 0 0| 0 9 0 0 400 CAB -0.01 22.82 0 0 0| 0 8 0 0 410 0.250 -0.03 21.91 0 0 0| 0 25 0 0 420 0.750 -0.10 21.30 0 0 0| 0 0 0 0 430 2.250 -0.24 20.49 0 0 0| 0 2 0 0 440 5.750 -0.47 20.05 0 0 0| 0 0 0 0 450 11.750 -0.72 19.52 0 0 0| 0 16 0 0 460 19.750 -0.90 18.62 0 0 0| 0 0 0 0 470 29.250 -0.98 18.23 0 0 0| 0 2 0 0 480 39.250 -1.00 18.18 0 0 0| 0 0 0 0 490 49.250 -1.00 18.13 0 0 0| 0 0 0 0 500 69.250 -1.00 18.02 0 0 0| 0 0 0 0 520 109.250 -1.00 17.68 0 0 0| 0 0 0 0 560 Total 0 0 0| 0 86 0 0 Indicative a-t-m Vol 23.84 Underlying Price 450.800 Time to expiry: 101 Days Dec 10 3.750 -0.10 33.17 0 0 0| 0 10 0 0 360 7.000 -0.20 25.33 0 0 0| 6 265 +6 0 400 11.750 -0.31 24.13 0 0 0| 0 13 0 0 420 19.750 -0.44 23.53 0 0 0| 0 0 0 0 440 31.500 -0.58 24.10 0 0 0| 0 2 0 0 460 45.250 -0.71 23.88 0 0 0| 0 0 0 0 480 78.250 -0.89 23.27 0 0 0| 0 0 0 0 520 115.750 -0.99 19.90 0 0 0| 0 0 0 0 560 Total 0 0 0| 6 290 +6 0 Indicative a-t-m Vol 25.31 Underlying Price 450.800 Time to expiry: 192 Days Mar 11 8.000 -0.14 30.58 0 0 0| 0 0 0 0 360 14.750 -0.26 26.68 0 0 0| 0 23 0 0 400 21.500 -0.34 25.97 0 0 0| 0 0 0 0 420 29.750 -0.44 25.28 0 0 0| 0 40 0 0 440 41.000 -0.54 25.33 0 0 0| 0 10 0 0 460 53.500 -0.63 24.81 0 0 0| 0 0 0 0 480 83.500 -0.79 24.07 0 0 0| 0 0 0 0 520 117.750 -0.92 22.20 0 0 0| 0 0 0 0 560 Total 0 0 0| 0 73 0 0 Total Puts 0 0 0| 6 449 +6 0 Grand Total 0 0 31| 36,459 37,246 +47 0 Equity Options 22:05 Business Day Tue 7 Sep 2010 Previous Business Day Mon 6 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 15.99 Underlying Price 410.450 Time to expiry: 10 Days Sep 10 90.500 1.00 47.79 0 0 0| 0 0 0 0 320 70.500 1.00 39.64 0 0 0| 0 0 0 0 340 50.500 1.00 29.19 0 0 0| 0 5 0 0 360 40.500 0.99 27.44 0 0 0| 0 0 0 0 370 30.750 0.97 23.02 0 0 0| 0 4 0 0 380 21.000 0.94 19.75 0 0 0| 0 10 0 0 390 12.250 0.79 19.03 0 0 0| 0 1,657 0 0 400 5.500 4.750 0.52 15.95 5.500 5.500 0 0 25| 0 107 0 0 410 1.750 1.500 0.21 16.34 1.750 1.750 0 0 130| 130 724 +90 0 420 0.500 0.07 18.15 0 0 0| 0 0 0 0 430 CAB 0.02 19.88 0 0 0| 0 1,675 0 0 440 0.250 CAB 0.00 23.81 0.250 S 0.250 S 0 0 25| 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 0 180| 130 4,851 +90 0 Indicative a-t-m Vol 18.18 Underlying Price 410.450 Time to expiry: 38 Days Oct 10 70.750 0.99 28.47 0 0 0| 0 0 0 0 340 51.250 0.96 24.03 0 0 0| 0 0 0 0 360 32.500 0.88 21.91 0 0 0| 0 0 0 0 380 23.750 0.80 20.48 0 0 0| 0 0 0 0 390 16.000 0.68 19.27 0 0 0| 0 10 0 0 400 9.750 0.52 18.26 0 0 0| 0 562 0 0 410 5.250 0.35 17.46 0 0 0| 0 1,011 0 0 420 2.500 0.21 17.49 0 0 0| 0 0 0 0 430 1.250 0.11 17.65 0 0 0| 0 0 0 0 440 0.250 0.02 17.36 0 0 0| 0 0 0 0 460 Total 0 0 0| 0 1,583 0 0 Indicative a-t-m Vol 18.57 Underlying Price 410.450 Time to expiry: 73 Days Nov 10 51.750 0.93 23.65 0 0 0| 0 0 0 0 360 34.250 0.82 22.45 0 0 0| 0 0 0 0 380 25.750 0.74 20.38 0 0 0| 0 0 0 0 390 18.500 0.63 19.50 0 0 0| 0 0 0 0 400 12.500 0.51 18.63 0 0 0| 0 0 0 0 410 8.000 8.000 0.38 18.00 8.000 8.000 0 0 1| 0 60 0 0 420 4.750 0.26 17.35 0 0 0| 0 0 0 0 430 2.500 0.16 16.91 0 0 0| 30 30 +30 0 440 0.750 0.06 16.88 0 0 0| 0 0 0 0 460 Total 0 0 1| 30 90 +30 0 Indicative a-t-m Vol 19.34 Underlying Price 410.450 Time to expiry: 101 Days Dec 10 170.750 1.00 50.85 0 0 0| 0 0 0 0 240 130.750 0.99 38.39 0 0 0| 0 0 0 0 280 91.000 0.98 28.75 0 0 0| 0 3 0 0 320 Equity Options 22:05 Business Day Tue 7 Sep 2010 Previous Business Day Mon 6 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 | 52.750 0.89 24.04 0 0 0| 0 0 0 0 360 35.500 0.78 22.08 0 0 0| 0 0 0 0 380 21.000 0.60 20.10 0 0 0| 0 1,112 0 0 400 10.750 0.40 18.71 0 0 0| 0 2,489 0 0 420 4.250 4.750 0.22 17.95 4.500 4.250 S 0 0 28| 0 1,219 0 0 440 1.750 0.10 17.51 0 0 0| 0 553 0 0 460 0.750 0.05 18.14 0 0 0| 0 1,223 0 0 480 CAB 0.00 22.07 0 0 0| 0 170 0 0 560 Total 0 0 28| 0 6,769 0 0 Indicative a-t-m Vol 19.93 Underlying Price 410.450 Time to expiry: 192 Days Mar 11 92.500 0.93 27.75 0 0 0| 0 0 0 0 320 56.750 0.80 23.69 0 0 0| 0 0 0 0 360 41.250 0.70 21.93 0 0 0| 0 25 0 0 380 28.000 0.58 20.43 0 0 0| 0 148 0 0 400 18.500 17.750 0.45 19.51 18.500 18.500 0 0 15| 10 631 +10 0 420 10.000 0.31 18.45 0 0 0| 50 304 +31 0 440 6.000 5.250 0.19 17.84 6.000 6.000 0 0 40| 0 126 0 0 460 2.750 0.11 17.65 0 0 0| 0 918 0 0 480 0.250 0.01 18.89 0 0 0| 0 0 0 0 560 Total 0 0 55| 60 2,152 +41 0 Indicative a-t-m Vol 20.55 Underlying Price 410.450 Time to expiry: 283 Days Jun 11 93.000 0.91 26.43 0 0 0| 0 0 0 0 320 58.750 0.78 23.31 0 0 0| 0 100 0 0 360 44.000 0.69 21.95 0 0 0| 0 241 0 0 380 31.500 0.58 20.85 0 0 0| 0 50 0 0 400 21.750 0.46 20.31 0 0 0| 0 185 0 0 420 13.750 0.35 19.48 0 0 0| 0 278 0 0 440 5.000 0.16 18.55 0 0 0| 0 24 0 0 480 Total 0 0 0| 0 878 0 0 Indicative a-t-m Vol 20.39 Underlying Price 410.450 Time to expiry: 465 Days Dec 11 132.250 0.94 30.67 0 0 0| 0 3 0 0 280 96.000 0.86 26.85 0 0 0| 0 0 0 0 320 63.250 0.74 23.34 0 0 0| 0 0 0 0 360 37.000 0.57 20.88 0 0 0| 0 0 0 0 400 18.750 0.37 19.11 0 0 0| 0 0 0 0 440 10.500 0.23 19.70 0 0 0| 0 0 0 0 480 Total 0 0 0| 0 3 0 0 Indicative a-t-m Vol 23.46 Underlying Price 410.450 Time to expiry: 647 Days Jun 12 101.000 0.82 29.00 0 0 0| 0 0 0 0 320 71.000 0.71 25.93 0 0 0| 0 0 0 0 360 46.750 0.57 23.75 0 0 0| 0 0 0 0 400 29.750 0.43 22.68 0 0 0| 0 0 0 0 440 Total 0 0 0| 0 0 0 0 Indicative a-t-m Vol 23.01 Underlying Price 410.450 Time to expiry: 836 Days Dec 12 Equity Options 22:05 Business Day Tue 7 Sep 2010 Previous Business Day Mon 6 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 | 104.000 0.80 29.00 0 0 0| 0 0 0 0 320 73.750 0.70 25.33 0 0 0| 0 0 0 0 360 50.250 0.57 23.45 0 0 0| 0 850 0 0 400 32.250 0.43 21.84 0 0 0| 0 0 0 0 440 20.750 0.32 21.25 0 0 0| 0 0 0 0 480 Total 0 0 0| 0 850 0 0 Total Calls 0 0 264| 220 17,176 +161 0 | Equity Options 22:05 Business Day Tue 7 Sep 2010 Previous Business Day Mon 6 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 16.10 Underlying Price 410.450 Time to expiry: 10 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 0.500 -0.07 19.97 0 0 0| 0 279 0 0 390 1.500 1.250 -0.19 17.51 1.500 1.500 0 0 7| 32 583 -27 0 400 4.250 -0.48 16.21 0 0 0| 10 69 +10 0 410 10.000 10.750 -0.81 15.06 10.000 S 10.000 S 0 0 25| 0 929 0 0 420 20.250 -0.90 20.95 0 0 0| 0 0 0 0 430 29.750 -0.97 21.30 0 0 0| 0 148 0 0 440 49.500 -0.99 26.63 0 0 0| 0 15 0 0 460 69.500 -1.00 33.14 0 0 0| 0 0 0 0 480 149.500 -1.00 34.29 0 0 0| 0 0 0 0 560 Total 0 0 32| 42 11,468 -17 0 Indicative a-t-m Vol 17.94 Underlying Price 410.450 Time to expiry: 38 Days Oct 10 0.750 -0.04 31.52 0 0 0| 0 0 0 0 340 1.000 -0.07 25.46 0 0 0| 0 10 0 0 360 2.500 -0.16 21.59 0 0 0| 0 904 0 0 380 4.250 -0.25 20.16 0 0 0| 0 660 0 0 390 6.750 -0.38 18.56 0 0 0| 0 121 0 0 400 11.000 11.500 -0.55 18.00 11.000 11.000 0 0 10| 0 22 0 0 410 17.500 -0.71 17.39 0 0 0| 0 55 0 0 420 25.500 -0.84 17.13 0 0 0| 0 0 0 0 430 34.000 -0.93 15.93 0 0 0| 0 0 0 0 440 53.750 -0.98 17.70 0 0 0| 0 0 0 0 460 Total 0 0 10| 0 1,772 0 0 Indicative a-t-m Vol 18.49 Underlying Price 410.450 Time to expiry: 73 Days Nov 10 2.500 -0.12 23.72 0 0 0| 0 0 0 0 360 5.250 -0.23 21.40 0 0 0| 0 0 0 0 380 7.750 -0.31 20.31 0 0 0| 25 87 +25 0 390 10.000 10.750 -0.41 19.20 10.000 10.000 0 0 7| 27 29 +27 0 400 15.250 -0.52 18.55 0 0 0| 0 20 0 0 410 21.000 -0.64 17.95 0 0 0| 0 0 0 0 420 27.750 -0.76 17.02 0 0 0| 0 0 0 0 430 35.500 -0.86 16.07 0 0 0| 0 0 0 0 440 54.000 -0.95 16.38 0 0 0| 0 0 0 0 460 Total 0 0 7| 52 136 +52 0 Indicative a-t-m Vol 19.18 Underlying Price 410.450 Time to expiry: 101 Days Dec 10 CAB 0.00 38.51 0 0 0| 0 81 0 0 240 0.250 -0.01 32.64 0 0 0| 0 349 0 0 280 1.500 -0.05 29.19 0 0 0| 0 567 0 0 320 4.250 -0.15 23.75 0 0 0| 0 3,587 0 0 360 Equity Options 22:05 Business Day Tue 7 Sep 2010 Previous Business Day Mon 6 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 | 7.000 7.500 -0.26 21.63 7.000 7.000 0 0 28| 0 3,351 0 0 380 13.750 -0.41 19.87 0 0 0| 0 3,801 0 0 400 23.500 -0.61 18.62 0 0 0| 0 603 0 0 420 37.500 -0.79 17.50 0 0 0| 0 1,176 0 0 440 54.750 -0.91 17.08 0 0 0| 0 174 0 0 460 73.500 -0.99 14.31 0 0 0| 0 71 0 0 480 153.500 -1.00 22.77 0 0 0| 0 25 0 0 560 Total 0 0 28| 0 13,785 0 0 Indicative a-t-m Vol 19.82 Underlying Price 410.450 Time to expiry: 192 Days Mar 11 3.500 -0.09 26.69 0 0 0| 0 50 0 0 320 8.750 -0.21 23.34 0 0 0| 0 149 0 0 360 13.500 -0.30 21.87 0 0 0| 0 207 0 0 380 20.250 -0.42 20.34 0 0 0| 5 583 0 0 400 30.000 -0.56 19.41 0 0 0| 0 583 0 0 420 42.250 -0.70 18.43 0 0 0| 0 101 0 0 440 57.750 -0.81 17.97 0 0 0| 0 20 0 0 460 75.250 -0.91 17.28 0 0 0| 0 5 0 0 480 153.500 -0.99 20.93 0 0 0| 0 0 0 0 560 Total 0 0 0| 5 1,698 0 0 Indicative a-t-m Vol 20.25 Underlying Price 410.450 Time to expiry: 283 Days Jun 11 7.500 -0.14 26.16 0 0 0| 0 420 0 0 320 15.000 -0.27 22.96 0 0 0| 0 221 0 0 360 21.500 -0.37 22.00 0 0 0| 0 205 0 0 380 29.750 -0.47 20.72 0 0 0| 0 75 0 0 400 40.500 -0.59 19.87 0 0 0| 0 275 0 0 420 53.250 -0.69 19.11 0 0 0| 0 302 0 0 440 85.750 -0.85 18.74 0 0 0| 0 0 0 0 480 Total 0 0 0| 0 1,498 0 0 Indicative a-t-m Vol 20.80 Underlying Price 410.450 Time to expiry: 465 Days Dec 11 10.000 -0.12 31.29 0 0 0| 0 0 0 0 280 15.500 -0.20 27.16 0 0 0| 0 0 0 0 320 24.250 -0.31 23.54 0 0 0| 0 750 0 0 360 39.250 -0.47 20.98 0 0 0| 0 500 0 0 400 63.500 -0.64 20.32 0 0 0| 0 0 0 0 440 94.000 -0.77 19.99 0 0 0| 0 0 0 0 480 Total 0 0 0| 0 1,250 0 0 Indicative a-t-m Vol 23.25 Underlying Price 410.450 Time to expiry: 647 Days Jun 12 27.750 -0.25 30.00 0 0 0| 0 0 0 0 320 37.250 -0.35 25.70 0 0 0| 0 0 0 0 360 54.250 -0.48 23.57 0 0 0| 0 0 0 0 400 78.000 -0.61 22.41 0 0 0| 0 0 0 0 440 Total 0 0 0| 0 0 0 0 Indicative a-t-m Vol 23.03 Underlying Price 410.450 Time to expiry: 836 Days Dec 12 34.500 -0.26 30.00 0 0 0| 0 0 0 0 320 Equity Options 22:05 Business Day Tue 7 Sep 2010 Previous Business Day Mon 6 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 | 43.000 -0.35 25.15 0 0 0| 0 350 0 0 360 60.750 -0.47 23.50 0 0 0| 0 150 0 0 400 82.750 -0.59 21.80 0 0 0| 0 0 0 0 440 109.750 -0.71 20.71 0 0 0| 0 0 0 0 480 Total 0 0 0| 0 500 0 0 Total Puts 0 0 77| 99 32,107 +35 0 Grand Total 0 0 341| 88,369 137,333 +196 0 Equity Options 22:05 Business Day Tue 7 Sep 2010 Previous Business Day Mon 6 Sep 2010 Page 65 Calls | Block | Opening Settle Delta Vola- Daily Trade Bclear Total | Official **Open Change Exer- Exer Trans Price tility High Low Volume Volume*** Volume | Volume Int cises Price | Tomkins plc STND OPT (TMK) Indicative a-t-m Vol 0.00 Underlying Price 323.100 Time to expiry: 10 Days Sep 10 163.250 1.00 86.19 0 0 0| 0 0 0 0 160 153.250 1.00 79.15 0 0 0| 0 0 0 0 170 143.250 1.00 72.48 0 0 0| 0 0 0 0 180 133.250 1.00 66.74 0 0 0| 0 0 0 0 190 123.250 1.00 63.61 0 0 0| 0 14 0 0 200 113.250 1.00 55.38 0 0 0| 0 40 0 0 210 108.250 1.00 52.77 0 0 0| 0 0 0 0 215 103.250 1.00 50.26 0 0 0| 0 26 0 0 220 98.250 1.00 47.85 0 0 0| 0 0 0 0 225 93.250 1.00 45.55 0 0 0| 0 4 0 0 230 88.250 1.00 43.34 0 0 0| 0 0 0 0 235 83.250 1.00 41.56 0 0 0| 0 162 0 0 240 78.250 1.00 38.57 0 0 0| 0 400 0 0 245 73.250 1.00 34.81 0 0 0| 0 133 0 0 250 63.250 1.00 29.84 0 0 0| 0 16 0 0 260 53.250 1.00 25.94 0 0 0| 0 409 0 0 270 43.250 1.00 21.82 0 0 0| 0 174 0 0 280 23.250 0.99 17.51 0 0 0| 0 10 0 0 300 5.000 0.66 13.90 0 0 0| 0 3,171 0 0 320 Total 0 0 0| 0 4,559 0 0 Indicative a-t-m Vol 0.00 Underlying Price 323.100 Time to expiry: 101 Days Dec 10 123.250 1.00 37.90 0 0 0| 0 0 0 0 200 113.250 1.00 36.40 0 0 0| 0 0 0 0 210 103.250 1.00 34.90 0 0 0| 0 10 0 0 220 93.250 0.99 33.80 0 0 0| 0 44 0 0 230 83.500 0.98 33.40 0 0 0| 0 55 0 0 240 64.500 0.93 32.40 0 0 0| 0 88 0 0 260 47.250 0.84 31.50 0 0 0| 0 98 0 0 280 19.750 0.54 28.50 0 0 0| 0 0 0 0 320 Total 0 0 0| 0 295 0 0 Indicative a-t-m Vol 0.00 Underlying Price 323.100 Time to expiry: 192 Days Mar 11 123.500 0.99 37.30 0 0 0| 0 0 0 0 200 113.750 0.98 35.90 0 0 0| 0 0 0 0 210 104.000 0.97 34.60 0 0 0| 0 5 0 0 220 94.500 0.95 33.60 0 0 0| 0 50 0 0 230 85.250 0.92 33.10 0 0 0| 0 10 0 0 240 68.250 0.85 32.40 0 0 0| 0 0 0 0 260 53.000 0.76 31.80 0 0 0| 0 0 0 0 280 29.500 0.55 31.00 0 0 0| 0 19 0 0 320 Total 0 0 0| 0 84 0 0 Total Calls 0 0 0| 0 4,938 0 0 | Equity Options 22:05 Business Day Tue 7 Sep 2010 Previous Business Day Mon 6 Sep 2010 Page 66 Puts | Block | Opening Settle Delta Vola- Daily Trade Bclear Total | Official **Open Change Exer- Exer Trans Price tility High Low Volume Volume*** Volume | Volume Int cises Price | Tomkins plc STND OPT (TMK) Indicative a-t-m Vol 0.00 Underlying Price 323.100 Time to expiry: 10 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 2.000 -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 323.100 Time to expiry: 101 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 1.000 -0.04 32.60 0 0 0| 3 10 -3 0 240 2.250 -0.09 31.50 0 0 0| 0 0 0 0 260 5.250 -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 0| 3 225 -3 0 Indicative a-t-m Vol 0.00 Underlying Price 323.100 Time to expiry: 192 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 28.000 -0.45 31.00 0 0 0| 0 0 0 0 320 Total 0 0 0| 0 0 0 0 Total Puts 0 0 0| 3 4,571 -3 0 Grand Total 0 0 0| 41,093 50,599 -3 0 Equity Options 22:05 Business Day Tue 7 Sep 2010 Previous Business Day Mon 6 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 39.03 Underlying Price 1228.000 Time to expiry: 10 Days Sep 10 348.000 1.00 44.10 0 0 0| 0 0 0 0 880 308.000 1.00 45.05 0 0 0| 0 0 0 0 920 268.000 1.00 44.51 0 0 0| 0 10 0 0 960 248.000 1.00 44.74 0 0 0| 0 0 0 0 980 228.500 1.00 44.28 0 0 0| 0 2 0 0 1000 178.500 0.98 42.93 0 0 0| 0 0 0 0 1050 130.500 0.94 40.99 0 0 0| 0 98 0 0 1100 85.500 0.84 39.76 0 0 0| 0 1 0 0 1150 49.500 0.64 39.74 0 0 0| 0 78 0 0 1200 23.500 0.41 38.48 0 0 0| 0 1 0 0 1250 11.000 10.000 0.21 39.69 12.000 9.000 0 0 65| 0 276 0 0 1300 2.500 0.08 37.28 0 0 0| 0 0 0 0 1350 0.500 0.02 37.94 0 0 0| 0 25 0 0 1400 CAB 0.00 37.73 0 0 0| 0 92 0 0 1500 CAB 0.00 37.42 0 0 0| 0 10 0 0 1600 Total 0 0 65| 0 593 0 0 Indicative a-t-m Vol 37.18 Underlying Price 1228.000 Time to expiry: 101 Days Dec 10 357.000 0.94 45.31 0 0 0| 0 0 0 0 880 291.000 285.000 0.89 42.65 291.000 291.000 0 0 4| 0 4 0 0 960 251.000 0.85 41.65 0 0 0| 0 0 0 0 1000 174.000 0.74 39.52 0 0 0| 0 25 0 0 1100 101.000 110.500 0.59 37.42 101.000 101.000 0 0 8| 0 69 0 0 1200 66.000 0.42 36.57 0 0 0| 0 196 0 0 1300 38.000 0.28 36.68 0 0 0| 0 27 0 0 1400 11.500 0.11 37.17 0 0 0| 0 302 0 0 1600 Total 0 0 12| 0 623 0 0 Indicative a-t-m Vol 36.76 Underlying Price 1228.000 Time to expiry: 192 Days Mar 11 368.500 0.90 40.25 0 0 0| 0 0 0 0 880 304.000 0.84 40.03 0 0 0| 0 0 0 0 960 274.000 0.81 39.60 0 0 0| 0 0 0 0 1000 205.000 0.71 38.59 0 0 0| 0 0 0 0 1100 145.000 0.59 36.74 0 0 0| 0 40 0 0 1200 102.500 0.47 36.82 0 0 0| 0 1 0 0 1300 69.500 0.36 36.27 0 0 0| 0 3 0 0 1400 34.000 0.20 37.56 0 0 0| 0 0 0 0 1600 Total 0 0 0| 0 44 0 0 Total Calls 0 0 77| 0 1,260 0 0 | Equity Options 22:05 Business Day Tue 7 Sep 2010 Previous Business Day Mon 6 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 38.21 Underlying Price 1228.000 Time to expiry: 10 Days Sep 10 CAB 0.00 53.18 0 0 0| 0 35 0 0 880 CAB 0.00 51.13 0 0 0| 0 0 0 0 920 CAB 0.00 49.90 0 0 0| 0 33 0 0 960 CAB 0.00 49.08 0 0 0| 0 0 0 0 980 CAB -0.01 48.07 0 0 0| 8 218 0 0 1000 1.000 -0.03 47.46 0 0 0| 0 0 0 0 1050 4.000 3.500 -0.08 45.79 4.000 4.000 0 0 8| 0 37 0 0 1100 9.000 -0.18 42.75 0 0 0| 0 0 0 0 1150 21.000 -0.35 39.19 0 0 0| 0 25 0 0 1200 44.500 -0.59 37.44 0 0 0| 0 2 0 0 1250 80.000 -0.80 36.83 0 0 0| 0 11 0 0 1300 124.000 -0.93 36.38 0 0 0| 0 10 0 0 1350 172.500 -0.98 35.92 0 0 0| 0 5 0 0 1400 272.000 -1.00 36.19 0 0 0| 0 0 0 0 1500 372.000 -1.00 38.51 0 0 0| 0 0 0 0 1600 Total 0 0 8| 8 376 0 0 Indicative a-t-m Vol 37.16 Underlying Price 1228.000 Time to expiry: 101 Days Dec 10 8.500 -0.06 44.66 0 0 0| 0 8 0 0 880 17.000 -0.11 42.57 0 0 0| 0 51 0 0 960 23.000 -0.15 41.54 0 0 0| 0 29 0 0 1000 46.000 -0.26 39.45 0 0 0| 0 55 0 0 1100 82.000 -0.41 37.32 0 0 0| 0 39 0 0 1200 138.000 -0.58 36.74 0 0 0| 0 12 0 0 1300 209.500 -0.72 36.66 0 0 0| 0 0 0 0 1400 383.000 -0.90 37.04 0 0 0| 0 0 0 0 1600 Total 0 0 0| 0 194 0 0 Indicative a-t-m Vol 36.59 Underlying Price 1228.000 Time to expiry: 192 Days Mar 11 23.500 -0.11 42.98 0 0 0| 0 1 0 0 880 37.000 -0.16 41.27 0 0 0| 0 1 0 0 960 46.500 -0.20 40.69 0 0 0| 0 5 0 0 1000 75.000 -0.29 38.81 0 0 0| 20 33 +20 0 1100 114.500 -0.41 36.80 0 0 0| 0 0 0 0 1200 169.000 -0.53 36.05 0 0 0| 0 10 0 0 1300 236.000 -0.65 35.46 0 0 0| 0 0 0 0 1400 400.500 -0.81 36.55 0 0 0| 0 0 0 0 1600 Total 0 0 0| 20 50 +20 0 Total Puts 0 0 8| 28 620 +20 0 Grand Total 0 0 85| 36,422 38,274 +20 0 Equity Options 22:05 Business Day Tue 7 Sep 2010 Previous Business Day Mon 6 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 20.87 Underlying Price 1743.000 Time to expiry: 10 Days Sep 10 243.500 1.00 28.58 0 0 0| 0 0 0 0 1500 144.000 0.98 24.48 0 0 0| 0 0 0 0 1600 95.500 0.92 22.62 0 0 0| 0 0 0 0 1650 58.000 53.500 0.75 21.94 58.000 58.000 0 0 1| 1 2 0 0 1700 22.000 0.46 20.70 0 0 0| 4 1,081 -4 0 1750 6.000 0.18 20.01 0 0 0| 0 40 0 0 1800 1.000 0.04 19.95 0 0 0| 0 0 0 0 1850 CAB 0.01 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 1| 5 2,407 -4 0 Indicative a-t-m Vol 22.44 Underlying Price 1743.000 Time to expiry: 101 Days Dec 10 348.500 0.96 27.82 0 0 0| 0 15 0 0 1400 170.000 0.79 24.02 0 0 0| 0 10 0 0 1600 102.000 0.61 23.01 0 0 0| 0 18 0 0 1700 51.500 0.40 21.68 0 0 0| 11 29 -5 0 1800 22.000 0.22 20.86 0 0 0| 5 1,089 +5 0 1900 8.500 0.10 20.46 0 0 0| 0 361 0 0 2000 1.000 0.01 20.01 0 0 0| 0 5 0 0 2200 CAB 0.00 20.40 0 0 0| 0 17 0 0 2400 Total 0 0 0| 16 1,544 0 0 Indicative a-t-m Vol 22.60 Underlying Price 1743.000 Time to expiry: 192 Days Mar 11 357.000 0.91 28.41 0 0 0| 0 0 0 0 1400 192.500 0.72 24.83 0 0 0| 0 0 0 0 1600 126.500 0.58 23.17 0 0 0| 0 5 0 0 1700 76.000 0.43 21.84 0 0 0| 0 6 0 0 1800 44.500 0.29 21.44 0 0 0| 0 7 0 0 1900 22.500 0.18 20.63 0 0 0| 0 40 0 0 2000 6.000 0.06 20.53 0 0 0| 35 35 +35 0 2200 2.500 0.03 22.69 0 0 0| 0 0 0 0 2400 Total 0 0 0| 35 93 +35 0 Total Calls 0 0 1| 56 4,044 +31 0 | Equity Options 22:05 Business Day Tue 7 Sep 2010 Previous Business Day Mon 6 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 21.35 Underlying Price 1743.000 Time to expiry: 10 Days Sep 10 CAB 0.00 28.62 0 0 0| 0 300 0 0 1500 1.000 -0.03 26.22 0 0 0| 0 513 0 0 1600 3.000 -0.09 23.97 0 0 0| 0 107 0 0 1650 9.500 -0.24 21.55 0 0 0| 0 483 0 0 1700 29.500 -0.53 21.32 0 0 0| 0 17 0 0 1750 63.000 -0.81 20.25 0 0 0| 20 65 -7 0 1800 108.000 -0.96 19.75 0 0 0| 0 10 0 0 1850 157.000 -1.00 20.15 0 0 0| 0 146 0 0 1900 207.000 -1.00 20.15 0 0 0| 0 0 0 0 1950 257.000 -1.00 20.15 0 0 0| 0 14 0 0 2000 457.000 -1.00 20.15 0 0 0| 0 0 0 0 2200 657.000 -1.00 20.15 0 0 0| 0 0 0 0 2400 Total 0 0 0| 20 1,655 -7 0 Indicative a-t-m Vol 22.22 Underlying Price 1743.000 Time to expiry: 101 Days Dec 10 10.000 -0.08 29.76 0 0 0| 0 868 0 0 1400 36.500 -0.25 24.68 0 0 0| 1 444 +1 0 1600 67.500 -0.42 22.49 0 0 0| 5 77 0 0 1700 121.500 -0.62 21.85 0 0 0| 0 77 0 0 1800 194.000 -0.78 21.33 0 0 0| 0 233 0 0 1900 276.000 -0.93 18.02 0 0 0| 0 117 0 0 2000 473.500 -0.97 23.53 0 0 0| 0 0 0 0 2200 672.500 -0.98 28.62 0 0 0| 0 0 0 0 2400 Total 0 0 0| 6 1,816 +1 0 Indicative a-t-m Vol 22.20 Underlying Price 1743.000 Time to expiry: 192 Days Mar 11 27.000 -0.14 28.19 0 0 0| 0 366 0 0 1400 65.000 67.500 -0.32 24.16 67.000 65.000 0 0 4| 1 7 +1 0 1600 106.000 -0.45 22.90 0 0 0| 5 12 -3 0 1700 156.500 -0.60 21.27 0 0 0| 14 31 +14 0 1800 226.000 -0.73 20.91 0 0 0| 0 0 0 0 1900 305.000 -0.84 19.97 0 0 0| 0 0 0 0 2000 489.500 -0.95 19.80 0 0 0| 0 0 0 0 2200 684.500 -1.00 15.76 0 0 0| 0 0 0 0 2400 Total 0 0 4| 20 416 +12 0 Total Puts 0 0 4| 46 3,887 +6 0 Grand Total 0 0 5| 32,974 40,803 +37 0 Equity Options 22:05 Business Day Tue 7 Sep 2010 Previous Business Day Mon 6 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 23.50 Underlying Price 594.500 Time to expiry: 10 Days Sep 10 154.500 1.00 48.91 0 0 0| 0 0 0 0 440 134.500 1.00 41.47 0 0 0| 0 0 0 0 460 114.500 1.00 35.60 0 0 0| 0 5 0 0 480 94.500 1.00 31.69 0 0 0| 0 8 0 0 500 71.000 74.500 1.00 28.17 71.000 71.000 0 0 2| 149 151 +149 0 520 51.000 54.750 0.99 25.04 51.000 51.000 0 0 2| 0 7 0 0 540 31.000 35.250 0.94 22.69 31.000 S 31.000 S 0 0 2| 14 383 0 0 560 16.000 17.750 0.76 20.71 16.000 16.000 0 0 4| 8 243 +8 0 580 7.500 0.42 24.42 0 0 0| 0 1,288 0 0 600 1.500 0.13 21.12 0 0 0| 0 1 0 0 620 0.250 0.02 21.27 0 0 0| 0 10 0 0 640 CAB 0.00 26.39 0 0 0| 0 0 0 0 680 Total 0 0 10| 171 2,096 +157 0 Indicative a-t-m Vol 22.71 Underlying Price 594.500 Time to expiry: 101 Days Dec 10 157.500 0.96 36.61 0 0 0| 0 0 0 0 440 118.000 0.94 28.89 0 0 0| 0 0 0 0 480 80.750 0.87 24.90 0 0 0| 149 161 0 0 520 63.750 0.81 23.89 0 0 0| 0 3 0 0 540 48.500 0.72 23.09 0 0 0| 0 144 0 0 560 25.500 0.50 22.65 0 0 0| 6 206 0 0 600 11.500 0.29 22.51 0 0 0| 4 759 0 0 640 1.500 0.05 22.06 0 0 0| 0 125 0 0 720 Total 0 0 0| 159 1,398 0 0 Indicative a-t-m Vol 22.16 Underlying Price 594.500 Time to expiry: 192 Days Mar 11 158.500 0.94 32.75 0 0 0| 0 0 0 0 440 119.500 0.91 26.86 0 0 0| 0 0 0 0 480 85.000 0.82 24.89 0 0 0| 0 1 0 0 520 55.000 0.67 23.17 0 0 0| 0 43 0 0 560 28.500 32.250 0.50 22.02 28.500 S 28.500 S 0 0 2| 0 16 0 0 600 17.250 0.32 21.30 0 0 0| 0 23 0 0 640 4.000 0.10 20.68 0 0 0| 0 0 0 0 720 Total 0 0 2| 0 83 0 0 Total Calls 0 0 12| 330 3,577 +157 0 | Equity Options 22:05 Business Day Tue 7 Sep 2010 Previous Business Day Mon 6 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 20.92 Underlying Price 594.500 Time to expiry: 10 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 CAB -0.01 22.87 0 0 0| 0 25 0 0 540 0.500 -0.06 22.50 0 0 0| 0 204 0 0 560 3.000 -0.24 20.52 0 0 0| 0 102 0 0 580 11.750 -0.59 21.06 0 0 0| 0 56 0 0 600 27.000 -0.86 22.11 0 0 0| 0 11 0 0 620 45.750 -0.96 24.07 0 0 0| 0 0 0 0 640 85.750 -0.98 37.85 0 0 0| 0 2 0 0 680 Total 0 0 0| 0 903 0 0 Indicative a-t-m Vol 22.06 Underlying Price 594.500 Time to expiry: 101 Days Dec 10 1.000 -0.03 29.43 0 0 0| 21 18 -14 0 440 2.250 -0.06 25.60 0 0 0| 0 489 0 0 480 6.250 -0.15 23.62 0 0 0| 0 72 0 0 520 10.250 -0.23 23.00 0 0 0| 3 120 +3 0 540 15.750 -0.33 22.26 0 0 0| 0 147 0 0 560 35.000 -0.56 22.03 0 0 0| 0 24 0 0 600 62.750 -0.76 21.61 0 0 0| 0 20 0 0 640 134.750 -0.97 20.73 0 0 0| 0 0 0 0 720 Total 0 0 0| 24 890 -11 0 Indicative a-t-m Vol 21.80 Underlying Price 594.500 Time to expiry: 192 Days Mar 11 3.500 -0.06 27.86 0 0 0| 0 3 0 0 440 7.250 -0.12 25.83 0 0 0| 0 24 0 0 480 14.000 -0.22 24.16 0 0 0| 0 10 0 0 520 25.750 -0.36 22.76 0 0 0| 0 12 0 0 560 44.000 -0.53 21.66 0 0 0| 0 19 0 0 600 69.750 -0.69 21.08 0 0 0| 0 10 0 0 640 137.000 -0.91 20.58 0 0 0| 0 0 0 0 720 Total 0 0 0| 0 78 0 0 Total Puts 0 0 0| 24 1,871 -11 0 Grand Total 0 0 12| 32,052 37,146 +146 0 Equity Options 22:05 Business Day Tue 7 Sep 2010 Previous Business Day Mon 6 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 54.03 Underlying Price 1980.000 Time to expiry: 10 Days Sep 10 381.000 0.99 56.72 0 0 0| 0 0 0 0 1600 284.500 0.95 55.62 0 0 0| 0 0 0 0 1700 238.500 0.91 55.13 0 0 0| 0 0 0 0 1750 195.000 0.85 54.81 0 0 0| 0 0 0 0 1800 155.500 0.78 54.58 0 0 0| 0 0 0 0 1850 120.000 0.69 54.18 0 0 0| 0 0 0 0 1900 89.500 0.58 53.83 0 0 0| 0 0 0 0 1950 65.500 0.48 54.17 0 0 0| 0 21 0 0 2000 32.000 0.28 54.93 0 0 0| 0 0 0 0 2100 14.000 0.15 55.14 0 0 0| 0 307 0 0 2200 5.000 0.07 55.34 0 0 0| 0 18 0 0 2300 2.000 0.03 55.80 0 0 0| 0 40 0 0 2400 0.500 0.01 57.01 0 0 0| 0 26 0 0 2500 CAB 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 53.48 Underlying Price 1980.000 Time to expiry: 101 Days Dec 10 448.000 0.82 54.82 0 0 0| 0 18 0 0 1600 378.500 0.75 54.50 0 0 0| 0 0 0 0 1700 315.000 0.69 54.06 0 0 0| 0 0 0 0 1800 259.500 0.62 53.69 0 0 0| 0 0 0 0 1900 203.000 212.000 0.54 53.42 203.000 200.000 0 0 8| 0 36 0 0 2000 134.000 0.40 52.39 0 0 0| 3 8 +3 0 2200 81.000 0.28 51.20 0 0 0| 0 12 0 0 2400 47.500 0.19 50.59 0 0 0| 0 0 0 0 2600 28.000 0.12 50.55 0 0 0| 0 28 0 0 2800 16.000 0.08 50.58 0 0 0| 0 25 0 0 3000 9.500 0.05 50.92 0 0 0| 0 4 0 0 3200 6.000 0.03 52.10 0 0 0| 0 1 0 0 3400 3.500 0.02 52.14 0 0 0| 0 0 0 0 3600 Total 0 0 8| 3 132 +3 0 Indicative a-t-m Vol 52.62 Underlying Price 1980.000 Time to expiry: 192 Days Mar 11 642.500 0.86 54.01 0 0 0| 0 3 0 0 1400 501.500 0.77 53.54 0 0 0| 0 0 0 0 1600 439.000 0.72 53.27 0 0 0| 0 0 0 0 1700 385.000 0.67 53.34 0 0 0| 0 0 0 0 1800 334.000 0.62 52.79 0 0 0| 0 0 0 0 1900 288.500 0.56 52.57 0 0 0| 0 0 0 0 2000 Equity Options 22:05 Business Day Tue 7 Sep 2010 Previous Business Day Mon 6 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 | 210.000 0.46 51.42 0 0 0| 0 0 0 0 2200 148.500 0.36 50.35 0 0 0| 0 5 0 0 2400 102.000 0.28 49.33 0 0 0| 0 0 0 0 2600 70.000 0.21 48.77 0 0 0| 0 9 0 0 2800 30.000 0.11 46.93 0 0 0| 0 4 0 0 3200 Total 0 0 0| 0 21 0 0 Total Calls 0 0 8| 3 1,498 +3 0 | Equity Options 22:05 Business Day Tue 7 Sep 2010 Previous Business Day Mon 6 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 54.46 Underlying Price 1980.000 Time to expiry: 10 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 8.500 -0.09 55.78 0 0 0| 0 0 0 0 1750 15.000 -0.15 55.34 0 0 0| 0 116 0 0 1800 25.500 -0.22 55.03 0 0 0| 0 3 0 0 1850 40.000 -0.31 54.59 0 0 0| 0 259 0 0 1900 63.000 59.500 -0.42 54.24 63.000 63.000 0 0 200| 0 0 0 0 1950 85.500 -0.52 54.61 0 0 0| 0 8 0 0 2000 152.000 -0.71 55.13 0 0 0| 0 1 0 0 2100 234.000 -0.85 55.89 0 0 0| 0 113 0 0 2200 325.500 -0.93 56.72 0 0 0| 0 0 0 0 2300 422.000 -0.97 57.93 0 0 0| 0 404 0 0 2400 520.500 -0.99 56.81 0 0 0| 0 4 0 0 2500 620.000 -1.00 58.19 0 0 0| 0 0 0 0 2600 720.000 -1.00 59.19 0 0 0| 0 0 0 0 2700 820.000 -1.00 62.31 0 0 0| 0 0 0 0 2800 1020.000 -1.00 66.17 0 0 0| 0 0 0 0 3000 1220.000 -1.00 69.27 0 0 0| 0 0 0 0 3200 1420.000 -1.00 71.91 0 0 0| 0 74 0 0 3400 1620.000 -1.00 72.68 0 0 0| 0 0 0 0 3600 Total 0 0 200| 0 987 0 0 Indicative a-t-m Vol 53.95 Underlying Price 1980.000 Time to expiry: 101 Days Dec 10 72.500 -0.19 55.40 0 0 0| 0 533 0 0 1600 103.500 -0.26 55.01 0 0 0| 0 2 0 0 1700 138.500 -0.32 53.81 0 0 0| 3 278 +3 0 1800 186.500 -0.39 54.19 0 0 0| 0 30 0 0 1900 239.500 -0.46 53.89 0 0 0| 0 34 0 0 2000 362.500 -0.60 52.95 0 0 0| 0 6 0 0 2200 510.500 -0.72 52.01 0 0 0| 0 28 0 0 2400 676.500 -0.81 51.54 0 0 0| 0 10 0 0 2600 857.500 -0.87 51.93 0 0 0| 0 0 0 0 2800 1045.500 -0.92 52.44 0 0 0| 0 18 0 0 3000 1238.500 -0.94 53.34 0 0 0| 0 0 0 0 3200 1434.500 -0.96 54.84 0 0 0| 0 0 0 0 3400 1631.500 -0.97 56.10 0 0 0| 0 0 0 0 3600 Total 0 0 0| 3 939 +3 0 Indicative a-t-m Vol 52.72 Underlying Price 1980.000 Time to expiry: 192 Days Mar 11 70.000 -0.14 54.70 0 0 0| 0 6 0 0 1400 125.000 129.000 -0.23 54.04 125.000 125.000 0 0 8| 0 3 0 0 1600 166.000 -0.28 53.57 0 0 0| 0 6 0 0 1700 209.000 -0.33 53.09 0 0 0| 0 4 0 0 1800 250.500 -0.39 51.30 0 0 0| 0 2 0 0 1900 316.000 -0.44 53.07 0 0 0| 0 6 0 0 2000 437.000 -0.54 51.93 0 0 0| 0 1 0 0 2200 Equity Options 22:05 Business Day Tue 7 Sep 2010 Previous Business Day Mon 6 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 | 575.000 -0.63 50.85 0 0 0| 0 7 0 0 2400 729.000 -0.72 49.95 0 0 0| 0 4 0 0 2600 896.500 -0.79 49.41 0 0 0| 0 0 0 0 2800 1263.000 -0.88 50.42 0 0 0| 0 0 0 0 3200 Total 0 0 8| 0 39 0 0 Total Puts 0 0 208| 3 1,965 +3 0 Grand Total 0 0 216| 51,662 55,119 +6 0 Equity Options 22:05 Business Day Tue 7 Sep 2010 Previous Business Day Mon 6 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 20.89 Underlying Price 159.900 Time to expiry: 10 Days Sep 10 60.000 1.00 57.19 0 0 0| 0 0 0 0 100 50.000 1.00 58.35 0 0 0| 0 0 0 0 110 40.000 1.00 56.77 0 0 0| 0 2 0 0 120 30.000 0.99 49.49 0 0 0| 0 4,212 0 0 130 25.000 0.99 45.69 0 0 0| 20 148 -20 0 135 20.000 0.97 40.03 0 0 0| 0 13,951 0 0 140 14.250 15.000 0.96 33.44 14.250 14.250 0 0 47| 0 1,672 0 0 145 9.250 10.250 0.93 25.90 9.250 S 9.250 S 0 0 10| 107 35,443 -98 0 150 5.750 0.79 23.30 0 0 0| 20 16,504 -20 0 155 2.250 2.250 0.50 20.89 2.250 1.750 0 0 2,564| 425 24,950 -125 0 160 0.750 0.20 21.22 0 0 0| 0 0 0 0 165 CAB 0.05 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 2,621| 572 99,407 -263 0 Indicative a-t-m Vol 20.34 Underlying Price 159.900 Time to expiry: 38 Days Oct 10 40.250 0.97 50.73 0 0 0| 0 0 0 0 120 30.500 0.94 42.89 0 0 0| 0 0 0 0 130 20.750 0.90 33.14 0 0 0| 0 40 0 0 140 15.750 0.88 26.72 0 0 0| 0 15 0 0 145 11.750 0.78 26.79 0 0 0| 0 1,920 0 0 150 7.750 0.67 23.76 0 0 0| 0 3,089 0 0 155 4.250 0.51 20.34 0 0 0| 0 15,302 0 0 160 2.250 0.33 20.24 0 0 0| 0 610 0 0 165 1.000 1.000 0.18 19.74 1.000 1.000 0 0 101| 0 0 0 0 170 0.250 0.03 19.46 0 0 0| 0 0 0 0 180 Total 0 0 101| 0 20,976 0 0 Indicative a-t-m Vol 22.43 Underlying Price 159.900 Time to expiry: 73 Days Nov 10 30.750 0.94 33.12 0 0 0| 0 0 0 0 130 21.250 0.88 27.40 0 0 0| 0 0 0 0 140 16.750 0.83 25.88 0 0 0| 0 0 0 0 145 11.750 13.000 0.74 25.64 11.750 11.750 0 0 14| 0 14 0 0 150 9.250 0.65 23.39 0 0 0| 0 147 0 0 155 6.250 0.52 22.43 0 0 0| 0 6,103 0 0 160 4.000 0.39 21.51 0 0 0| 50 50 +50 0 165 2.500 0.28 21.64 0 0 0| 100 250 +100 0 170 0.750 0.11 21.30 0 0 0| 0 0 0 0 180 Total 0 0 14| 150 6,564 +150 0 Indicative a-t-m Vol 22.03 Underlying Price 159.900 Time to expiry: 101 Days Dec 10 64.250 0.98 56.01 0 0 0| 0 0 0 0 96 60.250 0.99 48.40 0 0 0| 0 103 0 0 100 40.250 0.97 33.88 0 0 0| 0 66,421 0 0 120 30.750 0.94 30.50 0 0 0| 0 13,776 0 0 130 Equity Options 22:05 Business Day Tue 7 Sep 2010 Previous Business Day Mon 6 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 0.87 27.01 0 0 0| 0 51,242 0 0 140 12.500 13.500 0.73 24.97 12.500 S 12.500 S 0 0 46| 0 86,815 0 0 150 6.500 6.750 0.52 22.03 6.500 6.500 0 3,000 3,055| 40 92,336 0 0 160 3.000 0.29 21.22 0 0 0| 0 11,875 0 0 170 1.000 0.14 21.27 0 0 0| 0 30,430 0 0 180 0.250 0.03 22.61 0 0 0| 0 0 0 0 200 Total 0 3,000 3,101| 40 352,998 0 0 Indicative a-t-m Vol 22.50 Underlying Price 159.900 Time to expiry: 192 Days Mar 11 60.250 0.99 39.25 0 0 0| 0 0 0 0 100 40.750 0.94 32.53 0 0 0| 0 0 0 0 120 31.500 0.89 29.36 0 0 0| 0 0 0 0 130 23.000 0.80 26.74 0 0 0| 0 7,005 0 0 140 15.500 0.67 24.70 0 0 0| 0 308 0 0 150 9.250 0.51 22.50 0 0 0| 17 402 0 0 160 4.750 5.250 0.35 21.46 4.750 4.750 0 0 25| 4 19 +4 0 170 2.750 0.22 21.02 0 0 0| 0 200 0 0 180 Total 0 0 25| 21 7,934 +4 0 Indicative a-t-m Vol 23.59 Underlying Price 159.900 Time to expiry: 283 Days Jun 11 60.250 0.98 36.54 0 0 0| 1 2 0 0 100 40.750 0.94 28.65 0 0 0| 0 0 0 0 120 32.000 0.86 28.36 0 0 0| 0 1,101 0 0 130 24.000 0.77 26.64 0 0 0| 5 5,440 0 0 140 17.000 0.65 24.94 0 0 0| 0 10,082 0 0 150 10.500 11.500 0.52 23.59 10.500 10.500 0 0 12| 0 3,283 0 0 160 7.250 0.39 22.77 0 0 0| 0 0 0 0 170 4.250 0.27 22.11 0 0 0| 0 0 0 0 180 Total 0 0 12| 6 19,908 0 0 Indicative a-t-m Vol 25.00 Underlying Price 159.900 Time to expiry: 465 Days Dec 11 60.500 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 7.000 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 159.900 Time to expiry: 647 Days Jun 12 41.750 0.89 29.61 0 0 0| 0 0 0 0 120 26.500 0.72 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 159.900 Time to expiry: 836 Days Dec 12 62.000 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 22:05 Business Day Tue 7 Sep 2010 Previous Business Day Mon 6 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 3,000 5,874| 789 589,324 -109 0 | Whitbread Holdings plc STND OPT (WTB) Indicative a-t-m Vol 25.15 Underlying Price 1501.000 Time to expiry: 10 Days Sep 10 501.500 1.00 82.15 0 0 0| 0 0 0 0 1000 401.000 1.00 60.23 0 0 0| 0 0 0 0 1100 301.500 1.00 44.36 0 0 0| 0 0 0 0 1200 201.500 1.00 32.37 0 0 0| 2 0 -2 0 1300 151.500 0.99 27.02 0 0 0| 0 0 0 0 1350 103.000 0.95 25.39 0 0 0| 0 304 0 0 1400 59.000 0.79 25.09 0 0 0| 0 304 0 0 1450 26.500 0.52 25.14 0 0 0| 0 28 0 0 1500 9.500 0.24 25.40 0 0 0| 2 24 0 0 1550 2.000 0.08 25.26 0 0 0| 0 181 0 0 1600 CAB 0.01 28.16 0 0 0| 0 4 0 0 1700 CAB 0.00 25.77 0 0 0| 0 3 0 0 1800 Total 0 0 0| 4 848 -2 0 Indicative a-t-m Vol 26.16 Underlying Price 1501.000 Time to expiry: 101 Days Dec 10 503.000 0.99 39.68 0 0 0| 0 0 0 0 1000 308.000 0.94 31.65 0 0 0| 0 0 0 0 1200 218.500 0.85 29.40 0 0 0| 0 0 0 0 1300 139.500 0.71 27.41 0 0 0| 0 12 0 0 1400 80.000 0.52 26.17 0 0 0| 0 5 0 0 1500 38.500 0.32 24.69 0 0 0| 0 5 0 0 1600 17.000 0.17 24.51 0 0 0| 2 0 -2 0 1700 6.500 0.08 24.12 0 0 0| 0 7 0 0 1800 Total 0 0 0| 2 29 -2 0 Indicative a-t-m Vol 27.03 Underlying Price 1501.000 Time to expiry: 192 Days Mar 11 321.500 0.87 30.72 0 0 0| 0 0 0 0 1200 241.000 0.78 29.20 0 0 0| 2 2 +2 0 1300 172.000 0.67 28.03 0 0 0| 0 0 0 0 1400 115.500 0.54 27.03 0 0 0| 0 0 0 0 1500 73.500 0.40 26.34 0 0 0| 0 0 0 0 1600 24.000 0.18 24.98 0 0 0| 0 0 0 0 1800 Total 0 0 0| 2 2 +2 0 Total Calls 0 0 0| 8 879 -2 0 | Equity Options 22:05 Business Day Tue 7 Sep 2010 Previous Business Day Mon 6 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 21.81 Underlying Price 159.900 Time to expiry: 10 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 37.64 0 0 0| 0 15,417 0 0 140 0.250 -0.04 33.87 0 0 0| 0 5,009 0 0 145 0.250 -0.09 27.77 0 0 0| 0 14,587 0 0 150 1.000 0.750 -0.21 23.34 1.000 1.000 0 0 101| 0 628 0 0 155 2.750 2.500 -0.50 21.81 2.750 S 2.500 0 0 420| 0 301 0 0 160 5.750 -0.80 20.68 0 0 0| 0 0 0 0 165 10.250 -0.96 20.12 0 0 0| 0 100 0 0 170 20.000 -1.00 20.55 0 0 0| 0 0 0 0 180 Total 0 0 521| 0 75,178 0 0 Indicative a-t-m Vol 20.39 Underlying Price 159.900 Time to expiry: 38 Days Oct 10 CAB -0.01 39.48 0 0 0| 0 40 0 0 120 0.250 -0.04 36.55 0 0 0| 0 19 0 0 130 0.750 -0.08 30.52 0 0 0| 0 186 0 0 140 1.000 -0.13 27.68 0 0 0| 0 1,380 0 0 145 1.500 -0.21 25.33 0 0 0| 0 11,211 0 0 150 3.000 2.500 -0.32 22.50 3.000 3.000 0 0 3| 0 2,553 0 0 155 4.500 4.250 -0.49 20.39 4.500 4.500 0 0 250| 0 0 0 0 160 7.250 -0.67 20.39 0 0 0| 0 0 0 0 165 11.000 -0.83 18.94 0 0 0| 0 0 0 0 170 20.250 -0.95 21.82 0 0 0| 0 0 0 0 180 Total 0 0 253| 0 15,389 0 0 Indicative a-t-m Vol 22.35 Underlying Price 159.900 Time to expiry: 73 Days Nov 10 0.750 -0.07 30.70 0 0 0| 0 0 0 0 130 1.750 -0.16 27.64 0 0 0| 0 155 0 0 140 2.500 2.500 -0.23 26.29 2.500 2.500 0 0 20| 0 7 0 0 145 3.750 -0.31 24.39 0 0 0| 5 355 +5 0 150 5.250 -0.42 22.73 0 0 0| 0 2,311 0 0 155 7.750 -0.55 22.35 0 0 0| 0 301 0 0 160 11.000 -0.67 22.04 0 0 0| 0 0 0 0 165 14.500 -0.77 21.46 0 0 0| 0 0 0 0 170 23.000 -0.93 19.75 0 0 0| 0 0 0 0 180 Total 0 0 20| 5 3,129 +5 0 Indicative a-t-m Vol 22.13 Underlying Price 159.900 Time to expiry: 101 Days Dec 10 0.250 -0.02 46.90 0 0 0| 0 735 0 0 96 0.250 0.250 -0.02 45.22 0.250 0.250 0 0 10| 0 29,150 0 0 100 0.500 -0.05 33.08 0 0 0| 0 85,547 0 0 120 1.250 -0.10 30.81 0 0 0| 0 38,544 0 0 130 3.000 2.500 -0.19 27.79 3.000 3.000 0 0 50| 40 39,676 0 0 140 Equity Options 22:05 Business Day Tue 7 Sep 2010 Previous Business Day Mon 6 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 24.50 0 0 0| 0 33,233 0 0 150 8.750 -0.53 22.13 0 0 0| 0 15,411 0 0 160 15.000 -0.74 20.54 0 0 0| 0 10,000 0 0 170 23.750 -0.87 21.43 0 0 0| 0 101 0 0 180 42.750 -0.99 19.96 0 0 0| 0 0 0 0 200 Total 0 0 60| 40 252,397 0 0 Indicative a-t-m Vol 22.71 Underlying Price 159.900 Time to expiry: 192 Days Mar 11 0.750 -0.04 38.55 0 0 0| 0 10 0 0 100 1.500 -0.09 30.71 0 0 0| 0 89 0 0 120 3.000 -0.15 29.20 0 0 0| 0 36 0 0 130 4.750 -0.24 26.85 0 0 0| 0 2,407 0 0 140 7.500 7.500 -0.36 24.58 7.500 7.500 0 0 2| 0 115 0 0 150 11.750 -0.50 22.71 0 0 0| 15 26 +15 0 160 17.500 -0.66 21.55 0 0 0| 0 0 0 0 170 25.000 -0.79 20.93 0 0 0| 0 24 0 0 180 Total 0 0 2| 15 2,707 +15 0 Indicative a-t-m Vol 23.27 Underlying Price 159.900 Time to expiry: 283 Days Jun 11 1.500 -0.06 34.91 0 0 0| 0 1,710 0 0 100 3.500 -0.15 29.66 0 0 0| 0 1,048 0 0 120 5.250 -0.22 27.75 0 0 0| 0 1,232 0 0 130 8.000 8.250 -0.32 26.11 8.000 8.000 0 0 10| 0 3,824 0 0 140 12.000 12.000 -0.43 24.46 12.000 12.000 0 0 1| 0 28 0 0 150 17.000 -0.56 23.27 0 0 0| 0 3,150 0 0 160 23.250 -0.68 22.22 0 0 0| 0 0 0 0 170 31.000 -0.78 21.69 0 0 0| 0 100 0 0 180 Total 0 0 11| 0 11,092 0 0 Indicative a-t-m Vol 25.44 Underlying Price 159.900 Time to expiry: 465 Days Dec 11 3.750 -0.11 35.08 0 0 0| 0 7,530 0 0 100 7.250 -0.21 30.89 0 0 0| 0 36,520 0 0 120 13.250 -0.35 27.54 0 0 0| 0 20,517 0 0 140 23.000 -0.53 25.44 0 0 0| 0 3,004 0 0 160 36.500 -0.70 24.25 0 0 0| 0 0 0 0 180 Total 0 0 0| 0 67,571 0 0 Indicative a-t-m Vol 24.92 Underlying Price 159.900 Time to expiry: 647 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 159.900 Time to expiry: 836 Days Dec 12 8.000 -0.17 32.99 0 0 0| 0 0 0 0 100 13.000 -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 31.500 -0.54 25.21 0 0 0| 0 0 0 0 160 Equity Options 22:05 Business Day Tue 7 Sep 2010 Previous Business Day Mon 6 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 0 867| 60 439,463 +20 0 Grand Total 0 3,000 6,741| 85,377 1,113,315 -89 0 Whitbread Holdings plc STND OPT (WTB) Indicative a-t-m Vol 25.78 Underlying Price 1501.000 Time to expiry: 10 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 2.000 -0.06 26.11 0 0 0| 0 8 -4 0 1400 8.500 -0.22 26.25 0 0 0| 0 5 0 0 1450 26.000 -0.48 25.78 0 0 0| 0 14 0 0 1500 58.500 -0.76 25.80 0 0 0| 0 0 0 0 1550 101.500 -0.92 26.07 0 0 0| 0 7 0 0 1600 199.000 -1.00 25.95 0 0 0| 0 0 0 0 1700 299.000 -1.00 24.27 0 0 0| 0 0 0 0 1800 Total 0 0 0| 0 366 -4 0 Indicative a-t-m Vol 25.19 Underlying Price 1501.000 Time to expiry: 101 Days Dec 10 2.500 -0.02 39.00 0 0 0| 0 20 0 0 1000 9.500 -0.08 31.18 0 0 0| 0 10 0 0 1200 21.000 -0.16 28.84 0 0 0| 1 3 -1 0 1300 43.500 -0.30 26.92 0 0 0| 0 14 0 0 1400 83.000 -0.49 25.21 0 0 0| 0 17 0 0 1500 143.000 -0.69 24.13 0 0 0| 0 16 0 0 1600 221.000 -0.85 23.02 0 0 0| 0 0 0 0 1700 312.000 -0.94 22.86 0 0 0| 0 0 0 0 1800 Total 0 0 0| 1 80 -1 0 Indicative a-t-m Vol 26.71 Underlying Price 1501.000 Time to expiry: 192 Days Mar 11 23.500 -0.13 30.08 0 0 0| 0 1 0 0 1200 44.000 -0.22 29.00 0 0 0| 1 1 +1 0 1300 75.500 -0.33 27.96 0 0 0| 0 2 0 0 1400 117.500 -0.47 26.72 0 0 0| 0 3 0 0 1500 175.000 -0.61 25.88 0 0 0| 0 0 0 0 1600 326.500 -0.84 24.42 0 0 0| 0 0 0 0 1800 Total 0 0 0| 1 7 +1 0 Total Puts 0 0 0| 2 453 -4 0 Grand Total 0 3,000 6,741| 115,911 1,145,171 -95 0 Equity Options 22:05 Business Day Tue 7 Sep 2010 Previous Business Day Mon 6 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 176.500 Time to expiry: 10 Days Sep 10 36.500 1.00 28.95 0 0 0| 0 0 0 0 140 26.500 1.00 25.78 0 0 0| 0 0 0 0 150 21.500 1.00 25.20 0 0 0| 0 0 0 0 155 16.500 0.99 23.72 0 0 0| 0 0 0 0 160 11.750 0.95 23.78 0 0 0| 0 0 0 0 165 7.250 0.82 24.73 0 0 0| 0 0 0 0 170 4.000 0.58 26.51 0 0 0| 0 0 0 0 175 2.000 0.36 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 0.10 32.88 0 0 0| 0 0 0 0 190 CAB 0.02 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 29.05 Underlying Price 176.500 Time to expiry: 101 Days Dec 10 37.250 0.94 33.99 0 0 0| 0 0 0 0 140 28.250 0.88 32.21 0 0 0| 0 0 0 0 150 20.000 0.77 30.86 0 0 0| 0 0 0 0 160 13.250 0.62 29.34 0 0 0| 0 0 0 0 170 8.250 0.46 28.93 0 0 0| 0 0 0 0 180 4.500 0.31 27.81 0 0 0| 0 15 0 0 190 2.500 0.19 27.53 0 0 0| 0 0 0 0 200 1.250 0.11 27.25 0 0 0| 0 0 0 0 210 0.500 0.06 27.18 0 0 0| 0 2 0 0 220 0.250 0.03 27.29 0 0 0| 0 3 0 0 230 0.250 0.02 27.57 0 0 0| 0 15 0 0 240 Total 0 0 0| 0 35 0 0 Indicative a-t-m Vol 30.08 Underlying Price 176.500 Time to expiry: 192 Days Mar 11 38.750 0.87 34.21 0 0 0| 0 0 0 0 140 30.750 0.79 32.65 0 0 0| 0 0 0 0 150 23.250 0.70 30.98 0 0 0| 0 0 0 0 160 17.500 0.59 30.56 0 0 0| 0 0 0 0 170 12.750 0.49 29.88 0 0 0| 0 7 0 0 180 8.750 0.38 28.99 0 0 0| 0 0 0 0 190 6.000 0.29 28.81 0 0 0| 0 36 0 0 200 2.500 0.15 27.98 0 0 0| 0 0 0 0 220 Total 0 0 0| 0 43 0 0 Total Calls 0 0 0| 0 142 0 0 | Equity Options 22:05 Business Day Tue 7 Sep 2010 Previous Business Day Mon 6 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 176.500 Time to expiry: 10 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 -0.05 23.99 0 0 0| 0 0 0 0 165 0.750 -0.19 25.11 0 0 0| 0 0 0 0 170 2.250 -0.41 24.42 0 0 0| 0 55 0 0 175 5.500 5.000 -0.67 24.85 5.500 5.500 0 0 30| 0 225 0 0 180 9.250 -0.84 26.59 0 0 0| 0 0 0 0 185 13.750 -0.94 27.13 0 0 0| 0 119 0 0 190 23.500 -0.99 29.70 0 0 0| 0 0 0 0 200 33.500 -1.00 33.50 0 0 0| 0 0 0 0 210 43.500 -1.00 35.96 0 0 0| 0 0 0 0 220 53.500 -1.00 34.58 0 0 0| 0 0 0 0 230 63.500 -1.00 34.58 0 0 0| 0 0 0 0 240 Total 0 0 30| 0 412 0 0 Indicative a-t-m Vol 28.68 Underlying Price 176.500 Time to expiry: 101 Days Dec 10 1.250 -0.09 33.02 0 0 0| 0 9 0 0 140 2.750 -0.17 31.77 0 0 0| 0 0 0 0 150 5.000 -0.27 29.89 0 0 0| 0 35 0 0 160 8.750 -0.41 29.15 0 0 0| 12 24 +12 0 170 13.750 -0.56 28.47 0 0 0| 0 30 0 0 180 20.500 -0.70 27.75 0 0 0| 0 5 0 0 190 28.250 -0.82 26.74 0 0 0| 0 1 0 0 200 37.000 -0.91 26.02 0 0 0| 0 0 0 0 210 46.250 -0.96 25.18 0 0 0| 0 0 0 0 220 56.000 -0.99 24.29 0 0 0| 0 0 0 0 230 66.000 -1.00 23.33 0 0 0| 0 0 0 0 240 Total 0 0 0| 12 104 +12 0 Indicative a-t-m Vol 29.72 Underlying Price 176.500 Time to expiry: 192 Days Mar 11 3.750 -0.15 33.48 0 0 0| 0 0 0 0 140 6.000 -0.22 32.37 0 0 0| 0 0 0 0 150 9.000 -0.31 31.26 0 0 0| 0 7 0 0 160 13.000 -0.41 30.36 0 0 0| 0 2 0 0 170 18.000 -0.52 29.44 0 0 0| 20 0 -20 0 180 24.500 -0.62 29.40 0 0 0| 0 0 0 0 190 31.500 -0.71 28.56 0 0 0| 0 0 0 0 200 48.250 -0.86 28.00 0 0 0| 0 0 0 0 220 Total 0 0 0| 20 9 -20 0 Total Puts 0 0 30| 32 525 -8 0 Grand Total 0 0 30| 39,948 40,583 -8 0 Equity Options 22:05 Business Day Tue 7 Sep 2010 Previous Business Day Mon 6 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 1353.000 Time to expiry: 10 Days Sep 10 353.500 1.00 68.20 0 0 0| 0 0 0 0 1000 254.000 0.98 58.02 0 0 0| 0 0 0 0 1100 205.000 0.97 51.99 0 0 0| 0 0 0 0 1150 156.500 0.94 46.36 0 0 0| 0 0 0 0 1200 108.000 0.89 38.59 0 0 0| 0 0 0 0 1250 68.000 0.74 38.30 0 0 0| 0 0 0 0 1300 37.500 0.53 38.30 0 0 0| 0 0 0 0 1350 18.000 0.32 38.30 0 0 0| 0 1 0 0 1400 8.000 0.17 39.98 0 0 0| 0 10 0 0 1450 3.000 0.07 39.97 0 0 0| 0 2 0 0 1500 1.500 0.03 41.99 0 0 0| 0 34 0 0 1550 0.500 0.02 45.00 0 0 0| 0 3 0 0 1600 CAB 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 39.59 Underlying Price 1353.000 Time to expiry: 101 Days Dec 10 363.000 0.94 39.95 0 0 0| 0 0 0 0 1000 278.500 0.86 40.78 0 0 0| 0 0 0 0 1100 204.000 0.75 40.64 0 0 0| 0 0 0 0 1200 141.500 0.62 40.01 0 0 0| 0 0 0 0 1300 93.000 0.48 39.22 0 0 0| 0 26 0 0 1400 57.500 0.35 38.47 0 0 0| 0 0 0 0 1500 33.500 0.23 37.79 0 0 0| 0 0 0 0 1600 19.500 0.15 37.75 0 0 0| 0 3 0 0 1700 10.500 0.09 37.41 0 0 0| 0 1 0 0 1800 3.500 0.04 38.57 0 0 0| 0 1 0 0 2000 Total 0 0 0| 0 31 0 0 Indicative a-t-m Vol 38.70 Underlying Price 1353.000 Time to expiry: 192 Days Mar 11 374.000 0.91 35.46 0 0 0| 0 0 0 0 1000 280.000 0.86 29.53 0 0 0| 0 0 0 0 1100 224.500 0.73 35.38 0 0 0| 0 0 0 0 1200 177.500 0.62 38.18 0 0 0| 0 0 0 0 1300 136.000 0.52 39.15 0 0 0| 0 0 0 0 1400 101.000 0.42 39.28 0 0 0| 0 0 0 0 1500 71.000 0.33 38.64 0 0 0| 0 1 0 0 1600 49.500 0.25 38.23 0 0 0| 0 0 0 0 1700 34.000 0.19 37.79 0 0 0| 0 1 0 0 1800 Total 0 0 0| 0 2 0 0 Total Calls 0 0 0| 0 92 0 0 | Equity Options 22:05 Business Day Tue 7 Sep 2010 Previous Business Day Mon 6 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 40.80 Underlying Price 1353.000 Time to expiry: 10 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 -0.05 42.12 0 0 0| 0 250 0 0 1200 6.000 -0.12 40.90 0 0 0| 0 0 0 0 1250 17.000 -0.27 41.07 0 0 0| 0 11 0 0 1300 36.500 -0.47 40.76 0 0 0| 0 4 0 0 1350 69.000 67.500 -0.67 41.49 69.000 S 69.000 S 0 0 6| 0 252 0 0 1400 106.000 -0.82 41.95 0 0 0| 0 20 0 0 1450 151.000 -0.91 43.10 0 0 0| 0 0 0 0 1500 198.500 -0.96 44.51 0 0 0| 0 4 0 0 1550 247.500 -0.98 45.86 0 0 0| 0 3 0 0 1600 297.500 -0.99 49.92 0 0 0| 0 0 0 0 1650 347.000 -1.00 50.66 0 0 0| 0 0 0 0 1700 447.000 -1.00 52.53 0 0 0| 0 0 0 0 1800 647.000 -1.00 62.12 0 0 0| 0 0 0 0 2000 Total 0 0 6| 0 546 0 0 Indicative a-t-m Vol 39.58 Underlying Price 1353.000 Time to expiry: 101 Days Dec 10 18.500 -0.10 49.58 0 0 0| 0 0 0 0 1000 32.000 -0.16 45.92 0 0 0| 0 0 0 0 1100 52.000 -0.25 42.07 0 0 0| 0 3 0 0 1200 87.000 -0.38 40.33 0 0 0| 0 28 0 0 1300 136.000 136.500 -0.52 38.92 136.000 S 136.000 S 0 0 6| 0 13 0 0 1400 201.000 -0.66 38.15 0 0 0| 0 4 0 0 1500 277.000 -0.77 37.42 0 0 0| 0 0 0 0 1600 362.500 -0.86 36.98 0 0 0| 0 0 0 0 1700 454.500 -0.92 36.85 0 0 0| 0 0 0 0 1800 647.500 -0.99 35.18 0 0 0| 0 0 0 0 2000 Total 0 0 6| 0 48 0 0 Indicative a-t-m Vol 39.96 Underlying Price 1353.000 Time to expiry: 192 Days Mar 11 36.500 -0.14 45.47 0 0 0| 0 0 0 0 1000 57.500 -0.20 43.35 0 0 0| 0 0 0 0 1100 87.500 -0.29 41.84 0 0 0| 0 1 0 0 1200 128.000 -0.38 40.43 0 0 0| 0 0 0 0 1300 179.500 -0.49 39.55 0 0 0| 0 2 0 0 1400 241.000 -0.58 38.96 0 0 0| 0 0 0 0 1500 312.000 -0.68 38.50 0 0 0| 0 0 0 0 1600 390.500 -0.75 37.96 0 0 0| 0 0 0 0 1700 475.000 -0.82 37.58 0 0 0| 0 0 0 0 1800 Total 0 0 0| 0 3 0 0 Total Puts 0 0 12| 0 597 0 0 Grand Total 0 0 12| 41,090 41,779 0 0 Equity Options 22:05 Business Day Tue 7 Sep 2010 Previous Business Day Mon 6 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 21.95 Underlying Price 673.000 Time to expiry: 10 Days Sep 10 193.000 1.00 54.19 0 0 0| 0 0 0 0 480 153.000 1.00 46.39 0 0 0| 0 5 0 0 520 113.250 1.00 37.46 0 0 0| 0 5 0 0 560 73.250 0.99 30.55 0 0 0| 0 8 0 0 600 53.750 0.96 27.64 0 0 0| 0 0 0 0 620 34.750 0.88 24.91 0 0 0| 0 15 0 0 640 18.500 0.70 23.00 0 0 0| 0 20 0 0 660 7.000 0.40 21.38 0 0 0| 0 513 0 0 680 1.500 0.13 19.48 0 0 0| 0 125 0 0 700 0.250 0.02 19.31 0 0 0| 0 141 0 0 720 CAB 0.00 20.05 0 0 0| 0 290 0 0 760 CAB 0.00 20.61 0 0 0| 0 5 0 0 800 Total 0 0 0| 0 1,127 0 0 Indicative a-t-m Vol 24.27 Underlying Price 673.000 Time to expiry: 101 Days Dec 10 195.000 0.96 43.15 0 0 0| 0 0 0 0 480 117.500 0.90 31.42 0 0 0| 0 10 0 0 560 82.750 0.80 28.58 0 0 0| 0 20 0 0 600 52.250 0.66 25.89 0 0 0| 0 0 0 0 640 28.750 0.48 23.92 0 0 0| 0 21 0 0 680 13.750 0.29 22.78 0 0 0| 0 18 0 0 720 5.500 0.15 21.68 0 0 0| 0 68 0 0 760 1.250 0.05 19.59 0 0 0| 0 17 0 0 800 0.250 0.01 18.14 0 0 0| 0 1 0 0 840 Total 0 0 0| 0 155 0 0 Indicative a-t-m Vol 25.31 Underlying Price 673.000 Time to expiry: 192 Days Mar 11 125.500 0.83 30.28 0 0 0| 0 0 0 0 560 95.000 0.74 28.71 0 0 0| 0 0 0 0 600 67.250 0.63 26.76 0 0 0| 0 6 0 0 640 44.250 0.51 25.00 0 0 0| 8 8 +8 0 680 27.000 0.37 23.79 0 0 0| 0 0 0 0 720 15.250 0.25 22.81 0 0 0| 0 5 0 0 760 7.750 0.15 21.92 0 0 0| 0 0 0 0 800 Total 0 0 0| 8 19 +8 0 Total Calls 0 0 0| 8 1,301 +8 0 | Equity Options 22:05 Business Day Tue 7 Sep 2010 Previous Business Day Mon 6 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 22.15 Underlying Price 673.000 Time to expiry: 10 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 -0.04 28.30 0 0 0| 0 0 0 0 620 2.000 -0.12 25.75 0 0 0| 0 68 0 0 640 5.750 -0.31 23.76 0 0 0| 0 511 0 0 660 13.750 -0.60 21.29 0 0 0| 0 533 0 0 680 28.500 -0.86 20.27 0 0 0| 0 11 0 0 700 47.250 -0.97 20.42 0 0 0| 0 18 0 0 720 87.000 -1.00 21.35 0 0 0| 0 0 0 0 760 127.000 -1.00 21.72 0 0 0| 0 0 0 0 800 Total 0 0 0| 0 1,654 0 0 Indicative a-t-m Vol 24.66 Underlying Price 673.000 Time to expiry: 101 Days Dec 10 3.250 2.250 -0.04 37.71 3.250 3.250 0 0 10| 0 48 0 0 480 7.500 -0.13 31.63 0 0 0| 0 28 0 0 560 13.500 -0.21 28.83 500 0 500| 0 44 0 0 600 22.750 23.500 -0.35 26.29 22.750 22.750 0 0 10| 0 18 0 0 640 40.250 -0.53 24.31 0 0 0| 0 43 0 0 680 65.000 -0.71 22.99 0 0 0| 0 10 0 0 720 97.000 -0.85 22.26 0 0 0| 0 0 0 0 760 133.750 -0.94 22.23 0 0 0| 0 0 0 0 800 172.500 -0.97 22.86 0 0 0| 0 8 0 0 840