Equity Options 21:53 Business Day Wed 8 Sep 2010 Previous Business Day Tue 7 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 29.66 Underlying Price 6100.000 Time to expiry: 9 Days Sep 10 2500.500 1.00 54.02 0 0 0| 0 0 0 0 3600 2300.500 1.00 49.65 0 0 0| 0 0 0 0 3800 2100.500 1.00 45.55 0 0 0| 0 0 0 0 4000 1700.500 1.00 40.62 0 0 0| 0 1 0 0 4400 1301.000 1.00 36.73 0 0 0| 0 5 0 0 4800 901.000 1.00 34.26 0 0 0| 0 5 0 0 5200 702.000 0.99 32.42 0 0 0| 0 0 0 0 5400 506.500 0.96 30.81 0 0 0| 0 107 0 0 5600 325.000 0.85 30.12 0 0 0| 0 4 0 0 5800 176.000 0.64 29.66 0 0 0| 0 34 0 0 6000 77.500 0.38 29.66 0 0 0| 0 0 0 0 6200 25.500 0.17 29.23 0 0 0| 0 6 0 0 6400 7.000 0.06 29.53 0 0 0| 0 1 0 0 6600 2.000 0.02 30.44 0 0 0| 0 6 0 0 6800 CAB 0.00 31.81 0 0 0| 0 1 0 0 7200 CAB 0.00 32.65 0 0 0| 0 0 0 0 7600 Total 0 0 0| 0 170 0 0 Indicative a-t-m Vol 32.62 Underlying Price 6100.000 Time to expiry: 100 Days Dec 10 2108.500 0.99 37.05 0 0 0| 0 0 0 0 4000 1718.500 0.97 36.17 0 0 0| 0 0 0 0 4400 1346.000 0.92 35.69 0 0 0| 0 2 0 0 4800 1005.000 0.84 35.03 0 0 0| 0 0 0 0 5200 706.000 0.72 33.97 0 0 0| 0 2 0 0 5600 462.000 0.57 32.87 0 0 0| 2 2 +2 0 6000 278.500 0.42 31.85 0 0 0| 0 1 0 0 6400 153.500 0.27 30.91 0 0 0| 0 1 0 0 6800 76.000 77.500 0.16 30.17 76.000 76.000 0 0 1| 1 2 +1 0 7200 Total 0 0 1| 3 10 +3 0 Indicative a-t-m Vol 31.46 Underlying Price 6100.000 Time to expiry: 191 Days Mar 11 2119.500 0.97 35.07 0 0 0| 0 0 0 0 4000 1403.500 0.87 33.95 0 0 0| 0 0 0 0 4800 1086.500 0.79 32.78 0 0 0| 0 2 0 0 5200 824.500 0.68 32.62 0 0 0| 0 1 0 0 5600 593.000 0.57 31.61 0 0 0| 0 0 0 0 6000 413.500 0.46 31.01 0 0 0| 0 0 0 0 6400 279.000 0.35 30.51 0 0 0| 0 2 0 0 6800 165.000 158.000 0.24 28.45 165.000 165.000 0 0 1| 0 2 0 0 7200 Total 0 0 1| 0 7 0 0 Total Calls 0 0 2| 3 187 +3 0 | Equity Options 21:53 Business Day Wed 8 Sep 2010 Previous Business Day Tue 7 Sep 2010 Page 2 Puts | Block | Opening Settle Delta Vola- Daily Trade Bclear Total | Official **Open Change Exer- Exer Trans Price tility High Low Volume Volume*** Volume | Volume Int cises Price | Randgold Resources LTD - STND Option (RAR) Indicative a-t-m Vol 29.23 Underlying Price 6100.000 Time to expiry: 9 Days Sep 10 CAB 0.00 57.63 0 0 0| 0 1 0 0 3600 CAB 0.00 56.84 0 0 0| 0 2 0 0 3800 CAB 0.00 53.96 0 0 0| 0 0 0 0 4000 CAB 0.00 49.50 0 0 0| 0 0 0 0 4400 CAB 0.00 45.04 0 0 0| 0 18 0 0 4800 1.000 -0.01 40.32 0 0 0| 0 4 0 0 5200 3.500 -0.02 37.96 0 0 0| 0 29 0 0 5400 9.500 -0.06 34.07 0 0 0| 0 3 0 0 5600 27.500 -0.16 31.60 0 0 0| 2 6 0 0 5800 76.000 -0.36 29.97 0 0 0| 0 8 0 0 6000 172.000 -0.62 28.50 0 0 0| 0 2 0 0 6200 323.000 -0.84 28.50 0 0 0| 0 5 0 0 6400 507.500 -0.94 30.47 0 0 0| 0 2 0 0 6600 702.000 -0.98 31.93 0 0 0| 0 12 0 0 6800 1100.000 -1.00 33.06 0 0 0| 0 2 0 0 7200 1500.000 -1.00 34.05 0 0 0| 0 0 0 0 7600 Total 0 0 0| 2 94 0 0 Indicative a-t-m Vol 31.03 Underlying Price 6100.000 Time to expiry: 100 Days Dec 10 5.000 -0.01 36.89 0 0 0| 0 4 0 0 4000 16.000 -0.03 35.47 0 0 0| 0 6 0 0 4400 42.500 -0.08 34.11 0 0 0| 1 1 -1 0 4800 100.000 -0.16 33.28 0 0 0| 0 5 0 0 5200 199.000 -0.28 32.16 0 0 0| 0 2 0 0 5600 357.000 -0.43 31.27 0 0 0| 0 6 0 0 6000 576.000 -0.60 30.30 0 0 0| 0 2 0 0 6400 851.500 -0.74 29.08 0 0 0| 0 0 0 0 6800 1180.000 -0.86 28.16 0 0 0| 0 2 0 0 7200 Total 0 0 0| 1 28 -1 0 Indicative a-t-m Vol 30.46 Underlying Price 6100.000 Time to expiry: 191 Days Mar 11 25.000 -0.04 34.84 0 0 0| 0 0 0 0 4000 105.000 -0.13 32.58 0 0 0| 0 3 0 0 4800 193.500 -0.21 31.98 0 0 0| 0 1 0 0 5200 320.500 -0.32 31.24 0 0 0| 0 125 0 0 5600 494.500 -0.43 30.66 0 0 0| 0 0 0 0 6000 712.000 -0.55 29.88 0 0 0| 0 0 0 0 6400 975.500 -0.66 29.27 0 0 0| 0 0 0 0 6800 1283.000 -0.76 29.13 0 0 0| 0 4 0 0 7200 Total 0 0 0| 0 133 0 0 Total Puts 0 0 0| 3 255 -1 0 Grand Total 0 5,940 5,942| 6 7,306 +2 0 Equity Options 21:53 Business Day Wed 8 Sep 2010 Previous Business Day Tue 7 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 16.39 Underlying Price 3376.000 Time to expiry: 9 Days Sep 10 776.500 1.00 43.34 0 0 0| 0 0 0 0 2600 576.500 1.00 36.21 0 0 0| 0 0 0 0 2800 476.500 1.00 31.78 0 0 0| 0 0 0 0 2900 377.000 0.99 28.34 0 0 0| 0 0 0 0 3000 277.000 0.99 23.42 0 0 0| 0 5 0 0 3100 178.500 0.96 18.92 0 0 0| 0 319 0 0 3200 88.000 0.79 17.44 0 0 0| 0 260 0 0 3300 23.000 25.500 0.40 16.06 23.000 23.000 0 0 2| 0 941 0 0 3400 4.000 0.09 16.38 0 0 0| 0 0 0 0 3500 0.500 0.01 17.71 0 0 0| 0 35 0 0 3600 CAB 0.00 18.68 0 0 0| 0 40 0 0 3800 CAB 0.00 19.66 0 0 0| 0 14 0 0 4000 Total 0 0 2| 0 1,614 0 0 Indicative a-t-m Vol 20.48 Underlying Price 3376.000 Time to expiry: 100 Days Dec 10 985.000 0.98 32.91 0 0 0| 0 0 0 0 2400 600.000 0.92 26.93 0 0 0| 0 0 0 0 2800 418.500 0.85 23.87 0 0 0| 1 1 -1 0 3000 260.000 0.70 22.00 0 0 0| 1 40 0 0 3200 136.000 0.50 20.28 0 0 0| 7 392 +7 0 3400 60.500 0.29 19.63 0 0 0| 3 12 +3 0 3600 21.500 0.13 19.07 0 0 0| 0 20 0 0 3800 8.000 0.06 19.46 0 0 0| 0 44 0 0 4000 Total 0 0 0| 12 509 +9 0 Indicative a-t-m Vol 20.55 Underlying Price 3376.000 Time to expiry: 191 Days Mar 11 994.000 0.97 29.57 0 0 0| 0 0 0 0 2400 621.000 0.88 25.26 0 0 0| 0 0 0 0 2800 450.500 0.80 23.37 0 0 0| 0 0 0 0 3000 302.500 0.68 21.89 0 0 0| 0 10 0 0 3200 181.000 0.52 20.37 0 0 0| 0 37 0 0 3400 101.000 0.35 19.82 0 0 0| 0 42 0 0 3600 24.000 0.12 19.21 0 0 0| 0 4 0 0 4000 Total 0 0 0| 0 93 0 0 Total Calls 0 0 2| 12 2,216 +9 0 | Equity Options 21:53 Business Day Wed 8 Sep 2010 Previous Business Day Tue 7 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 17.43 Underlying Price 3376.000 Time to expiry: 9 Days Sep 10 CAB 0.00 51.34 0 0 0| 0 21 0 0 2600 CAB 0.00 42.05 0 0 0| 0 107 0 0 2800 0.500 -0.01 37.24 0 0 0| 0 3 0 0 2900 0.500 -0.01 31.90 0 0 0| 0 118 0 0 3000 1.500 -0.03 27.01 0 0 0| 0 290 0 0 3100 4.000 -0.07 22.29 0 0 0| 0 436 0 0 3200 20.000 14.000 -0.23 18.73 20.000 20.000 0 0 2| 0 22 0 0 3300 51.000 -0.59 17.02 0 0 0| 1 29 0 0 3400 129.500 -0.88 18.33 0 0 0| 0 0 0 0 3500 224.500 -0.98 19.76 0 0 0| 0 5 0 0 3600 424.000 -1.00 20.56 0 0 0| 0 0 0 0 3800 624.000 -1.00 21.62 0 0 0| 0 0 0 0 4000 Total 0 0 2| 1 1,031 0 0 Indicative a-t-m Vol 20.78 Underlying Price 3376.000 Time to expiry: 100 Days Dec 10 5.500 -0.02 34.08 0 0 0| 0 26 0 0 2400 17.500 -0.08 26.56 0 0 0| 1 409 -1 0 2800 37.500 -0.16 24.15 0 0 0| 0 30 0 0 3000 77.500 -0.30 21.97 0 0 0| 0 45 0 0 3200 156.000 -0.50 20.62 0 0 0| 0 100 0 0 3400 277.000 -0.72 19.47 0 0 0| 0 6 0 0 3600 440.500 -0.87 19.09 0 0 0| 0 6 0 0 3800 627.500 -0.95 19.46 0 0 0| 0 3 0 0 4000 Total 0 0 0| 1 625 -1 0 Indicative a-t-m Vol 20.59 Underlying Price 3376.000 Time to expiry: 191 Days Mar 11 18.000 -0.05 30.13 0 0 0| 0 1 0 0 2400 54.000 -0.15 25.57 0 0 0| 0 31 0 0 2800 89.500 -0.24 23.53 0 0 0| 0 7 0 0 3000 150.500 -0.37 22.05 0 0 0| 0 4 0 0 3200 236.500 -0.53 20.39 0 0 0| 0 52 0 0 3400 363.000 -0.69 19.79 0 0 0| 0 5 0 0 3600 692.000 -0.90 18.82 0 0 0| 0 0 0 0 4000 Total 0 0 0| 0 100 0 0 Total Puts 0 0 2| 2 1,756 -1 0 Grand Total 0 4,860 4,864| 14 9,588 +8 0 Equity Options 21:53 Business Day Wed 8 Sep 2010 Previous Business Day Tue 7 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 17.14 Underlying Price 538.000 Time to expiry: 9 Days Sep 10 138.000 1.00 59.25 0 0 0| 0 0 0 0 400 98.250 1.00 47.05 0 0 0| 0 0 0 0 440 78.250 0.99 40.43 0 0 0| 0 0 0 0 460 58.250 0.98 33.82 0 0 0| 0 0 0 0 480 48.250 0.97 29.84 0 0 0| 0 0 0 0 490 38.500 0.95 27.63 0 0 0| 0 0 0 0 500 20.000 0.83 22.22 0 0 0| 0 7 0 0 520 5.000 0.45 16.58 0 0 0| 0 29 0 0 540 0.750 0.10 18.76 0 0 0| 0 53 0 0 560 0.250 0.04 25.32 0 0 0| 0 0 0 0 580 0.250 0.02 32.87 0 0 0| 0 0 0 0 600 0.250 0.01 45.52 0 0 0| 0 5 0 0 640 Total 0 0 0| 0 94 0 0 Indicative a-t-m Vol 20.04 Underlying Price 538.000 Time to expiry: 100 Days Dec 10 139.750 0.97 30.84 0 0 0| 0 0 0 0 400 101.500 0.93 27.79 0 0 0| 0 0 0 0 440 83.000 0.89 25.76 0 0 0| 0 2 0 0 460 65.250 0.84 23.91 0 0 0| 0 7 0 0 480 34.000 0.65 20.96 0 0 0| 0 21 0 0 520 12.750 0.37 18.93 0 0 0| 0 46 0 0 560 3.250 0.14 17.76 0 0 0| 0 15 0 0 600 0.750 0.04 18.11 0 0 0| 0 0 0 0 640 Total 0 0 0| 0 91 0 0 Indicative a-t-m Vol 21.56 Underlying Price 538.000 Time to expiry: 191 Days Mar 11 107.250 0.87 27.33 0 0 0| 0 0 0 0 440 89.750 0.83 25.72 0 0 0| 0 0 0 0 460 73.500 0.78 24.45 0 0 0| 0 0 0 0 480 45.000 0.62 22.38 0 0 0| 0 0 0 0 520 23.750 0.43 20.56 0 0 0| 0 7 0 0 560 10.500 0.25 19.34 0 0 0| 0 39 0 0 600 4.000 0.12 18.75 0 0 0| 0 0 0 0 640 Total 0 0 0| 0 46 0 0 Total Calls 0 0 0| 0 231 0 0 | Equity Options 21:53 Business Day Wed 8 Sep 2010 Previous Business Day Tue 7 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: 9 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 -0.02 22.85 0 0 0| 0 0 0 0 500 1.250 -0.13 18.94 0 0 0| 0 35 0 0 520 7.250 -0.54 17.41 0 0 0| 0 0 0 0 540 22.750 -0.90 19.12 0 0 0| 0 50 0 0 560 42.250 -0.97 23.34 0 0 0| 0 0 0 0 580 62.000 -0.99 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| 0 830 0 0 Indicative a-t-m Vol 20.06 Underlying Price 538.000 Time to expiry: 100 Days Dec 10 0.750 -0.02 29.44 0 0 0| 0 3 0 0 400 2.250 -0.07 27.11 0 0 0| 0 13 0 0 440 4.000 -0.11 25.61 0 0 0| 0 27 0 0 460 6.250 -0.16 24.05 0 0 0| 0 30 0 0 480 15.000 -0.35 20.97 0 0 0| 0 22 0 0 520 33.750 -0.63 18.94 0 0 0| 0 2 0 0 560 64.500 -0.87 17.74 0 0 0| 0 0 0 0 600 102.250 -0.98 17.93 0 0 0| 0 0 0 0 640 Total 0 0 0| 0 97 0 0 Indicative a-t-m Vol 21.41 Underlying Price 538.000 Time to expiry: 191 Days Mar 11 7.250 -0.13 27.21 0 0 0| 0 1 0 0 440 10.000 -0.17 25.81 0 0 0| 0 5 0 0 460 14.000 -0.23 24.68 0 0 0| 0 1 0 0 480 24.750 -0.38 22.22 0 0 0| 0 17 0 0 520 43.500 -0.57 20.43 0 0 0| 0 6 0 0 560 70.000 -0.77 19.00 0 0 0| 0 0 0 0 600 105.250 -0.88 19.98 0 0 0| 0 0 0 0 640 Total 0 0 0| 0 30 0 0 Total Puts 0 0 0| 0 957 0 0 Grand Total 0 4,860 4,860| 0 6,804 0 0 Equity Options 21:53 Business Day Wed 8 Sep 2010 Previous Business Day Tue 7 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 102.800 Time to expiry: 9 Days Sep 10 30.750 1.00 37.08 0 0 0| 0 0 0 0 72 22.750 1.00 34.98 0 0 0| 0 0 0 0 80 14.750 0.99 38.63 0 0 0| 0 0 0 0 88 10.750 0.98 34.38 0 0 0| 0 0 0 0 92 7.000 0.89 34.34 0 0 0| 0 0 0 0 96 3.750 0.71 31.54 0 0 0| 0 0 0 0 100 0.250 0.08 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 102.800 Time to expiry: 100 Days Dec 10 43.000 0.99 45.52 0 0 0| 0 0 0 0 60 24.000 0.91 38.46 0 0 0| 0 0 0 0 80 17.000 0.82 36.11 0 0 0| 0 0 0 0 88 11.250 0.68 34.94 0 0 0| 0 0 0 0 96 8.750 0.60 33.60 0 0 0| 0 36 0 0 100 2.250 0.23 34.65 0 0 0| 0 238 0 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| 0 294 0 0 Indicative a-t-m Vol 32.33 Underlying Price 102.800 Time to expiry: 191 Days Mar 11 43.250 0.99 35.84 0 0 0| 0 0 0 0 60 25.500 0.86 37.78 0 0 0| 0 0 0 0 80 19.250 0.77 35.94 0 0 0| 0 0 0 0 88 14.000 0.66 34.90 0 0 0| 0 0 0 0 96 11.250 0.60 32.63 0 0 0| 0 10 0 0 100 3.750 0.29 30.61 0 0 0| 0 20 0 0 120 1.250 0.11 31.42 0 0 0| 0 0 0 0 140 0.750 0.06 36.39 0 0 0| 0 0 0 0 160 Total 0 0 0| 0 30 0 0 Total Calls 0 0 0| 0 645 0 0 | Equity Options 21:53 Business Day Wed 8 Sep 2010 Previous Business Day Tue 7 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 102.800 Time to expiry: 9 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 -0.06 27.69 0 0 0| 0 0 0 0 96 0.750 -0.26 26.39 0 0 0| 0 10 0 0 100 7.250 -0.96 23.34 0 0 0| 0 0 0 0 110 17.250 -1.00 21.81 0 0 0| 0 85 0 0 120 27.250 -1.00 22.32 0 0 0| 0 0 0 0 130 37.250 -1.00 23.34 0 0 0| 0 29 0 0 140 57.250 -1.00 25.34 0 0 0| 0 0 0 0 160 97.250 -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 32.60 Underlying Price 102.800 Time to expiry: 100 Days Dec 10 0.250 -0.02 54.74 0 0 0| 0 0 0 0 60 1.000 -0.10 40.42 0 0 0| 0 100 0 0 80 2.250 -0.18 36.89 0 0 0| 0 0 0 0 88 4.250 -0.32 34.44 0 0 0| 0 3 0 0 96 5.500 -0.40 32.98 0 0 0| 0 166 0 0 100 18.500 -0.81 30.43 0 0 0| 0 47 0 0 120 37.500 -0.96 33.15 0 0 0| 0 0 0 0 140 57.250 -0.99 38.56 0 0 0| 0 0 0 0 160 97.250 -0.99 56.89 0 0 0| 0 0 0 0 200 Total 0 0 0| 0 316 0 0 Indicative a-t-m Vol 31.74 Underlying Price 102.800 Time to expiry: 191 Days Mar 11 0.250 -0.02 39.71 0 0 0| 0 0 0 0 60 2.250 -0.14 36.67 0 0 0| 0 0 0 0 80 3.750 -0.22 34.97 0 0 0| 0 0 0 0 88 6.500 -0.34 33.23 0 0 0| 0 0 0 0 96 7.750 -0.40 31.98 0 0 0| 0 15 0 0 100 20.500 -0.72 30.41 0 0 0| 0 33 0 0 120 37.750 -0.91 30.64 0 0 0| 0 0 0 0 140 57.250 -0.97 33.53 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 5,220 5,220| 0 7,165 0 0 Equity Options 21:53 Business Day Wed 8 Sep 2010 Previous Business Day Tue 7 Sep 2010 Page 9 Calls | Block | Opening Settle Delta Vola- Daily Trade Bclear Total | Official **Open Change Exer- Exer Trans Price tility High Low Volume Volume*** Volume | Volume Int cises Price | Rio Tinto plc - STND OPT (RTZ) Indicative a-t-m Vol 33.44 Underlying Price 3470.500 Time to expiry: 9 Days Sep 10 1471.000 1.00 94.24 0 0 0| 0 0 0 0 2000 1071.000 1.00 73.84 0 0 0| 0 0 0 0 2400 871.000 1.00 63.42 0 0 0| 0 0 0 0 2600 671.500 0.99 54.61 0 0 0| 0 15 0 0 2800 572.500 0.99 50.91 0 0 0| 0 10 0 0 2900 474.000 0.97 46.54 0 0 0| 0 240 0 0 3000 376.500 0.95 43.21 0 0 0| 0 190 0 0 3100 282.500 0.90 39.96 0 0 0| 1 1,502 0 0 3200 135.500 196.500 0.80 38.19 172.000 135.000 0 0 26| 2 110 0 0 3300 73.500 120.000 0.65 34.97 73.500 73.500 0 0 25| 5 545 -5 0 3400 38.000 62.000 0.45 32.81 68.000 38.000 0 0 17| 0 1,254 -200 0 3500 27.000 0.25 31.89 0 0 0| 0 2,488 0 0 3600 11.500 11.000 0.12 32.49 11.500 11.500 0 0 5| 0 517 0 0 3700 4.500 0.05 33.53 0 0 0| 0 1,065 0 0 3800 2.500 3.500 0.04 39.61 2.500 2.500 0 0 15| 0 91 0 0 3900 2.500 0.03 43.91 0 0 0| 0 156 0 0 4000 1.000 0.01 48.15 0 0 0| 0 20 0 0 4200 CAB 0.00 48.91 0 0 0| 0 1,195 0 0 4400 CAB 0.00 49.74 0 0 0| 0 746 0 0 4800 Total 0 0 88| 8 10,144 -205 0 Indicative a-t-m Vol 34.33 Underlying Price 3470.500 Time to expiry: 37 Days Oct 10 877.000 0.98 46.69 0 0 0| 0 0 0 0 2600 685.500 0.94 44.38 0 0 0| 0 0 0 0 2800 592.500 0.92 42.84 0 0 0| 0 0 0 0 2900 501.500 0.88 41.04 0 0 0| 0 5 0 0 3000 415.500 0.83 39.47 0 0 0| 0 25 0 0 3100 335.000 0.77 38.22 0 0 0| 0 62 0 0 3200 260.500 0.69 36.60 0 0 0| 0 59 0 0 3300 194.000 0.60 35.11 0 0 0| 2 167 0 0 3400 136.500 139.500 0.49 34.02 136.500 136.500 0 0 1| 0 14 0 0 3500 71.500 95.500 0.39 33.09 91.000 71.000 0 0 14| 5 367 +255 0 3600 40.500 39.000 0.20 31.83 40.500 40.500 0 0 105| 11 563 +11 0 3800 13.500 0.09 31.27 0 0 0| 0 153 0 0 4000 Total 0 0 120| 18 1,415 +266 0 Indicative a-t-m Vol 35.92 Underlying Price 3470.500 Time to expiry: 72 Days Nov 10 900.000 0.93 47.84 0 0 0| 0 0 0 0 2600 717.500 0.88 44.20 0 0 0| 0 0 0 0 2800 545.000 0.82 41.07 0 0 0| 0 0 0 0 3000 466.500 0.77 39.84 0 0 0| 0 0 0 0 3100 394.500 0.71 38.90 0 0 0| 0 0 0 0 3200 325.500 0.65 37.65 0 0 0| 0 2 0 0 3300 264.000 0.59 36.56 0 0 0| 0 14 0 0 3400 209.500 0.51 35.66 0 0 0| 0 10 0 0 3500 Equity Options 21:53 Business Day Wed 8 Sep 2010 Previous Business Day Tue 7 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 | 163.000 0.44 34.89 0 0 0| 5 28 0 0 3600 90.500 0.30 33.23 0 0 0| 1 34 +1 0 3800 47.000 0.18 32.37 0 0 0| 0 0 0 0 4000 Total 0 0 0| 6 88 +1 0 Indicative a-t-m Vol 36.73 Underlying Price 3470.500 Time to expiry: 100 Days Dec 10 1987.500 1.00 60.02 0 0 0| 0 0 0 0 1487 1823.500 1.00 57.70 0 0 0| 0 0 0 0 1652 1497.000 0.99 52.26 0 0 0| 0 4 0 0 1983 1179.000 0.96 48.76 0 0 0| 0 185 0 0 2313 874.500 0.90 44.65 0 0 0| 0 20 0 0 2644 740.500 0.86 43.18 0 0 0| 0 357 0 0 2800 578.500 0.79 41.01 0 0 0| 0 1,559 0 0 3000 438.500 0.69 39.92 0 0 0| 0 1,978 0 0 3200 310.000 0.58 37.41 0 0 0| 1 2,346 +1 0 3400 191.000 205.500 0.46 35.50 191.000 190.000 0 0 7| 30 3,574 -168 0 3600 133.500 0.35 34.60 0 0 0| 1 3,736 0 0 3800 81.000 0.24 33.90 0 0 0| 0 1,271 0 0 4000 45.500 0.16 32.77 0 0 0| 0 30 0 0 4200 24.000 0.09 32.15 0 0 0| 1 28 0 0 4400 5.500 0.03 30.54 0 0 0| 0 114 0 0 4800 Total 0 0 7| 33 15,202 -167 0 Indicative a-t-m Vol 37.30 Underlying Price 3470.500 Time to expiry: 191 Days Mar 11 1140.500 0.90 47.17 0 0 0| 0 7 0 0 2400 971.000 0.86 45.25 0 0 0| 0 52 0 0 2600 811.000 0.81 43.26 0 0 0| 0 22 0 0 2800 661.500 0.74 41.24 0 0 0| 0 12 0 0 3000 525.000 0.67 39.28 0 0 0| 0 69 0 0 3200 407.000 0.59 37.79 0 0 0| 0 700 0 0 3400 306.000 0.50 36.42 0 0 0| 0 255 0 0 3600 224.500 0.41 35.39 0 0 0| 0 34 0 0 3800 158.000 0.32 34.19 0 0 0| 0 19 0 0 4000 77.500 0.19 33.26 0 0 0| 0 6 0 0 4400 34.000 0.10 32.31 0 0 0| 0 44 0 0 4800 Total 0 0 0| 0 1,220 0 0 Indicative a-t-m Vol 37.62 Underlying Price 3470.500 Time to expiry: 282 Days Jun 11 1893.000 0.97 55.03 0 0 0| 0 0 0 0 1600 1705.500 0.96 52.78 0 0 0| 0 0 0 0 1800 1523.500 0.94 50.54 0 0 0| 0 5 0 0 2000 1180.500 0.87 46.76 0 0 0| 0 5 0 0 2400 1017.500 0.83 44.43 0 0 0| 0 50 0 0 2600 866.500 0.78 42.70 0 0 0| 0 15 0 0 2800 723.500 0.72 40.78 0 0 0| 0 433 0 0 3000 597.500 0.66 39.42 0 0 0| 0 275 0 0 3200 485.000 0.59 38.05 0 0 0| 0 0 0 0 3400 387.000 0.52 36.84 0 0 0| 0 205 0 0 3600 Equity Options 21:53 Business Day Wed 8 Sep 2010 Previous Business Day Tue 7 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 | 305.000 0.45 35.90 0 0 0| 0 0 0 0 3800 238.000 0.38 35.21 0 0 0| 0 5 0 0 4000 129.500 142.500 0.26 34.51 129.500 129.500 0 0 3| 0 14 0 0 4400 78.500 0.17 33.32 0 0 0| 0 25 0 0 4800 40.500 0.10 32.29 0 0 0| 0 0 0 0 5200 Total 0 0 3| 0 1,032 0 0 Indicative a-t-m Vol 38.47 Underlying Price 3470.500 Time to expiry: 464 Days Dec 11 1902.000 0.97 49.62 0 0 0| 0 0 0 0 1600 1726.000 0.94 48.91 0 0 0| 0 0 0 0 1800 1556.500 0.91 47.75 0 0 0| 0 0 0 0 2000 1307.000 0.86 45.56 0 0 0| 0 0 0 0 2313 1241.500 0.84 44.93 0 0 0| 0 0 0 0 2400 957.000 0.76 42.16 0 0 0| 0 5 0 0 2800 717.500 0.66 39.85 0 0 0| 0 400 0 0 3200 518.000 0.55 37.82 0 0 0| 0 1,005 0 0 3600 363.500 0.44 36.41 0 0 0| 0 105 0 0 4000 254.000 0.34 35.54 0 0 0| 0 1,000 0 0 4400 176.500 0.26 34.98 0 0 0| 0 0 0 0 4800 Total 0 0 0| 0 2,515 0 0 Indicative a-t-m Vol 44.86 Underlying Price 3470.500 Time to expiry: 646 Days Jun 12 1386.500 0.81 51.76 0 0 0| 0 0 0 0 2400 1123.500 0.74 48.00 0 0 0| 0 0 0 0 2800 895.000 0.67 45.14 0 0 0| 0 0 0 0 3200 733.500 0.59 44.72 0 0 0| 0 0 0 0 3600 573.500 0.51 42.87 0 0 0| 0 0 0 0 4000 459.500 0.44 42.28 0 0 0| 0 0 0 0 4400 Total 0 0 0| 0 0 0 0 Indicative a-t-m Vol 45.65 Underlying Price 3470.500 Time to expiry: 835 Days Dec 12 1452.500 0.81 51.61 0 0 0| 0 0 0 0 2400 1227.000 0.75 49.52 0 0 0| 0 1 0 0 2800 1007.000 0.68 46.48 0 0 0| 0 0 0 0 3200 840.000 0.61 45.26 0 0 0| 0 505 0 0 3600 685.500 0.54 43.64 0 0 0| 0 0 0 0 4000 471.500 0.42 42.42 0 0 0| 0 0 0 0 4800 Total 0 0 0| 0 506 0 0 Total Calls 0 0 218| 65 32,122 -105 0 | Equity Options 21:53 Business Day Wed 8 Sep 2010 Previous Business Day Tue 7 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 33.24 Underlying Price 3470.500 Time to expiry: 9 Days Sep 10 CAB 0.00 79.69 0 0 0| 0 153 0 0 2000 CAB 0.00 63.77 0 0 0| 0 395 0 0 2400 CAB 0.00 57.47 0 0 0| 0 324 0 0 2600 0.500 0.00 50.56 0 0 0| 0 948 0 0 2800 1.000 -0.01 48.49 0 0 0| 0 306 0 0 2900 2.000 -0.02 44.42 0 0 0| 4 2,254 -4 0 3000 5.000 -0.05 42.22 0 0 0| 0 408 0 0 3100 21.000 12.500 -0.11 40.98 21.000 13.000 0 0 30| 48 1,281 +34 0 3200 44.500 23.500 -0.19 36.74 44.500 20.000 0 0 11| 7 549 0 0 3300 83.000 49.000 -0.35 34.94 83.000 80.000 0 0 6| 5 359 -2 0 3400 90.500 -0.55 32.54 0 0 0| 0 150 0 0 3500 155.500 -0.75 31.57 0 0 0| 15 131 +3 0 3600 239.000 -0.89 31.58 0 0 0| 0 11 0 0 3700 333.000 -0.95 32.48 0 0 0| 0 438 0 0 3800 430.000 -0.99 32.48 0 0 0| 0 0 0 0 3900 529.500 -1.00 33.15 0 0 0| 0 20 0 0 4000 729.500 -1.00 33.15 0 0 0| 0 0 0 0 4200 929.500 -1.00 33.82 0 0 0| 0 2 0 0 4400 1329.500 -1.00 33.87 0 0 0| 0 5 0 0 4800 Total 0 0 47| 79 7,734 +31 0 Indicative a-t-m Vol 34.74 Underlying Price 3470.500 Time to expiry: 37 Days Oct 10 7.000 -0.03 49.94 0 0 0| 0 27 0 0 2600 14.000 -0.06 45.22 0 0 0| 0 18 0 0 2800 20.500 -0.09 43.35 0 0 0| 0 3 0 0 2900 30.000 -0.12 41.37 0 0 0| 0 394 0 0 3000 44.500 -0.17 40.09 0 0 0| 0 30 0 0 3100 63.500 -0.24 38.51 0 0 0| 0 764 0 0 3200 89.500 -0.31 37.09 0 0 0| 7 277 +7 0 3300 124.000 -0.40 35.67 0 0 0| 1 251 0 0 3400 168.500 -0.51 34.35 0 0 0| 0 0 0 0 3500 224.000 -0.61 33.32 0 0 0| 5 11 +5 0 3600 368.000 -0.79 32.24 0 0 0| 0 15 0 0 3800 541.500 -0.91 31.53 0 0 0| 0 0 0 0 4000 Total 0 0 0| 13 1,790 +12 0 Indicative a-t-m Vol 36.01 Underlying Price 3470.500 Time to expiry: 72 Days Nov 10 25.000 -0.07 47.53 0 0 0| 0 1 0 0 2600 44.000 -0.12 44.56 0 0 0| 0 0 0 0 2800 73.000 -0.19 41.58 0 0 0| 0 7 0 0 3000 95.000 -0.23 40.50 0 0 0| 0 0 0 0 3100 121.000 -0.29 39.23 0 0 0| 0 4 0 0 3200 152.500 -0.35 37.96 0 0 0| 0 0 0 0 3300 189.500 -0.41 36.70 0 0 0| 0 19 0 0 3400 235.000 -0.49 35.72 0 0 0| 10 10 +10 0 3500 288.000 -0.56 34.92 0 0 0| 0 0 0 0 3600 Equity Options 21:53 Business Day Wed 8 Sep 2010 Previous Business Day Tue 7 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 | 416.500 -0.70 33.45 0 0 0| 0 5 0 0 3800 571.500 -0.82 32.18 0 0 0| 0 0 0 0 4000 Total 0 0 0| 10 46 +10 0 Indicative a-t-m Vol 36.76 Underlying Price 3470.500 Time to expiry: 100 Days Dec 10 2.000 0.00 67.17 0 0 0| 0 955 0 0 1487 3.500 -0.01 62.99 0 0 0| 5 24 +4 0 1652 9.500 -0.02 57.59 0 0 0| 0 275 0 0 1983 22.000 -0.05 51.44 0 0 0| 0 866 0 0 2313 48.000 -0.11 46.29 0 0 0| 0 1,216 -3 0 2644 69.500 -0.15 44.42 0 0 0| 0 2,334 0 0 2800 109.500 -0.22 42.41 0 0 0| 1 2,357 -191 0 3000 158.000 -0.31 39.41 0 280 280| 0 1,777 0 0 3200 240.000 232.000 -0.42 37.27 240.000 240.000 0 0 1| 0 676 0 0 3400 359.000 331.000 -0.54 35.85 359.000 359.000 0 0 8| 0 1,781 0 0 3600 457.000 -0.65 34.69 0 0 0| 0 1,511 0 0 3800 606.500 -0.76 34.30 0 0 0| 0 16 0 0 4000 774.000 -0.84 33.94 0 0 0| 0 0 0 0 4200 949.000 -0.91 32.55 0 0 0| 0 2 0 0 4400 1332.000 -0.98 31.48 0 0 0| 0 5 0 0 4800 Total 0 280 289| 6 13,795 -190 0 Indicative a-t-m Vol 37.18 Underlying Price 3470.500 Time to expiry: 191 Days Mar 11 71.000 -0.11 47.01 0 0 0| 0 21 0 0 2400 102.500 -0.15 44.88 0 0 0| 0 47 0 0 2600 148.000 145.500 -0.20 43.17 148.000 148.000 0 0 3| 0 293 0 0 2800 194.500 -0.27 40.76 0 0 0| 0 769 0 0 3000 262.500 -0.34 39.16 0 0 0| 0 687 0 0 3200 346.000 -0.42 37.68 0 0 0| 0 614 0 0 3400 446.500 -0.51 36.28 0 0 0| 0 6 0 0 3600 570.500 -0.60 35.71 0 0 0| 0 6 0 0 3800 706.000 -0.68 34.66 0 0 0| 0 10 0 0 4000 1024.000 -0.81 33.56 0 0 0| 0 5 0 0 4400 1376.500 -0.91 31.89 0 0 0| 0 2 0 0 4800 Total 0 0 3| 0 2,460 0 0 Indicative a-t-m Vol 37.43 Underlying Price 3470.500 Time to expiry: 282 Days Jun 11 27.500 -0.03 55.53 0 0 0| 0 0 0 0 1600 40.500 -0.05 52.75 0 0 0| 0 3 0 0 1800 57.500 -0.07 49.89 0 0 0| 0 36 0 0 2000 113.000 -0.13 45.67 0 0 0| 0 34 0 0 2400 152.000 -0.17 43.72 0 0 0| 0 10 0 0 2600 199.500 -0.22 41.84 0 0 0| 2 330 0 0 2800 259.500 -0.28 40.31 0 0 0| 0 1,000 0 0 3000 335.000 -0.35 39.11 0 0 0| 0 302 0 0 3200 423.500 -0.41 37.86 0 0 0| 0 5 0 0 3400 525.500 -0.49 36.67 0 0 0| 0 202 0 0 3600 647.000 -0.56 36.04 0 0 0| 0 0 0 0 3800 783.000 -0.62 35.67 0 0 0| 0 0 0 0 4000 Equity Options 21:53 Business Day Wed 8 Sep 2010 Previous Business Day Tue 7 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 | 1078.500 -0.75 34.18 0 0 0| 0 0 0 0 4400 1415.500 -0.84 33.09 0 0 0| 0 0 0 0 4800 1786.500 -0.89 33.84 0 0 0| 0 0 0 0 5200 Total 0 0 0| 2 1,922 0 0 Indicative a-t-m Vol 38.30 Underlying Price 3470.500 Time to expiry: 464 Days Dec 11 52.000 -0.05 50.14 0 0 0| 0 0 0 0 1600 78.000 -0.07 48.89 0 0 0| 0 0 0 0 1800 109.500 -0.10 47.48 0 0 0| 0 0 0 0 2000 174.000 -0.15 45.21 0 0 0| 0 21 0 0 2313 195.500 -0.17 44.56 0 0 0| 0 0 0 0 2400 312.000 -0.25 41.93 0 0 0| 0 10 0 0 2800 470.000 -0.35 39.62 0 0 0| 0 701 0 0 3200 669.500 -0.46 37.67 0 0 0| 0 0 0 0 3600 913.000 -0.57 36.31 0 0 0| 0 100 0 0 4000 1196.500 -0.67 35.07 0 0 0| 0 0 0 0 4400 1514.500 -0.75 34.30 0 0 0| 0 0 0 0 4800 Total 0 0 0| 0 832 0 0 Indicative a-t-m Vol 44.75 Underlying Price 3470.500 Time to expiry: 646 Days Jun 12 357.000 -0.19 51.31 0 0 0| 0 0 0 0 2400 491.000 -0.26 47.70 0 0 0| 0 0 0 0 2800 661.000 -0.34 45.09 0 0 0| 0 0 0 0 3200 893.000 -0.41 44.59 0 0 0| 0 0 0 0 3600 1124.500 -0.50 42.59 0 0 0| 0 0 0 0 4000 1407.500 -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 45.50 Underlying Price 3470.500 Time to expiry: 835 Days Dec 12 447.500 -0.20 51.95 0 0 0| 0 0 0 0 2400 610.000 -0.26 49.52 0 0 0| 0 50 0 0 2800 779.000 -0.33 46.38 0 0 0| 0 0 0 0 3200 1001.500 -0.39 45.08 0 0 0| 0 505 0 0 3600 1242.000 -0.46 43.70 0 0 0| 0 0 0 0 4000 1801.500 -0.59 42.13 0 0 0| 0 0 0 0 4800 Total 0 0 0| 0 555 0 0 Total Puts 0 280 339| 110 29,134 -137 0 Grand Total 0 19,360 19,637| 175 83,304 -242 0 Equity Options 21:53 Business Day Wed 8 Sep 2010 Previous Business Day Tue 7 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 23.92 Underlying Price 569.000 Time to expiry: 9 Days Sep 10 129.000 1.00 53.31 0 0 0| 0 0 0 0 440 109.000 1.00 45.81 0 0 0| 0 0 0 0 460 89.250 0.99 41.54 0 0 0| 0 45 0 0 480 49.500 0.97 30.10 0 0 0| 0 307 0 0 520 30.250 0.90 25.66 0 0 0| 0 12 0 0 540 14.250 0.67 24.01 0 0 0| 0 89 0 0 560 4.500 0.32 23.80 0 0 0| 0 265 0 0 580 1.000 0.09 23.76 0 0 0| 0 491 0 0 600 CAB 0.01 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| 0 1,463 0 0 Indicative a-t-m Vol 25.65 Underlying Price 569.000 Time to expiry: 100 Days Dec 10 94.000 0.89 31.31 0 0 0| 0 21 0 0 480 60.000 0.76 27.98 0 0 0| 0 1 0 0 520 33.500 0.56 26.11 0 0 0| 0 75 0 0 560 15.000 0.34 24.05 0 0 0| 0 37 0 0 600 6.000 0.17 23.41 0 0 0| 0 34 0 0 640 2.250 0.08 23.77 0 0 0| 0 7 0 0 680 0.750 0.03 24.16 0 0 0| 0 16 0 0 720 Total 0 0 0| 0 191 0 0 Indicative a-t-m Vol 25.70 Underlying Price 569.000 Time to expiry: 191 Days Mar 11 100.500 0.81 30.22 0 0 0| 0 0 0 0 480 69.750 0.70 27.84 0 0 0| 0 0 0 0 520 45.000 0.56 26.00 0 0 0| 0 13 0 0 560 26.500 0.40 24.67 0 0 0| 0 7 0 0 600 14.750 0.27 24.03 0 0 0| 0 10 0 0 640 4.000 0.09 23.81 0 0 0| 0 1 0 0 720 Total 0 0 0| 0 31 0 0 Total Calls 0 0 0| 0 1,685 0 0 | Equity Options 21:53 Business Day Wed 8 Sep 2010 Previous Business Day Tue 7 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 23.86 Underlying Price 569.000 Time to expiry: 9 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 -0.11 26.71 0 0 0| 0 6 0 0 540 5.250 -0.34 24.19 0 0 0| 0 129 0 0 560 15.500 -0.68 23.45 0 0 0| 6 250 0 0 580 31.750 -0.92 23.02 0 0 0| 0 78 0 0 600 51.000 -0.99 23.61 0 0 0| 0 0 0 0 620 71.000 -1.00 24.87 0 0 0| 0 0 0 0 640 111.000 -1.00 30.50 0 0 0| 0 0 0 0 680 151.000 -1.00 31.70 0 0 0| 0 0 0 0 720 Total 0 0 0| 6 1,375 0 0 Indicative a-t-m Vol 25.41 Underlying Price 569.000 Time to expiry: 100 Days Dec 10 7.500 -0.14 31.51 0 0 0| 0 94 0 0 480 14.750 -0.27 28.35 0 0 0| 0 35 0 0 520 30.000 28.250 -0.45 25.72 30.000 30.000 0 0 10| 0 52 0 0 560 51.000 -0.66 24.33 0 0 0| 6 47 0 0 600 82.250 -0.83 24.18 0 0 0| 0 6 0 0 640 117.750 -0.94 22.81 0 0 0| 0 0 0 0 680 156.000 -0.99 19.24 0 0 0| 0 0 0 0 720 Total 0 0 10| 6 234 0 0 Indicative a-t-m Vol 25.60 Underlying Price 569.000 Time to expiry: 191 Days Mar 11 15.000 -0.20 30.25 0 0 0| 0 33 0 0 480 24.750 -0.30 28.03 0 0 0| 0 60 0 0 520 39.250 -0.44 25.79 0 0 0| 0 53 0 0 560 61.500 -0.60 24.94 0 0 0| 0 11 0 0 600 89.750 -0.74 24.33 0 0 0| 0 0 0 0 640 158.500 -0.92 23.13 0 0 0| 0 0 0 0 720 Total 0 0 0| 0 157 0 0 Total Puts 0 0 10| 12 1,766 0 0 Grand Total 0 4,500 4,510| 12 8,651 0 0 Equity Options 21:53 Business Day Wed 8 Sep 2010 Previous Business Day Tue 7 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 40.51 Underlying Price 45.830 Time to expiry: 9 Days Sep 10 29.750 1.00 87.66 0 0 0| 0 0 0 0 16 21.750 1.00 84.69 0 0 0| 0 0 0 0 24 17.750 1.00 82.86 0 0 0| 0 0 0 0 28 13.750 1.00 77.92 0 0 0| 0 25 0 0 32 9.750 0.99 66.73 0 0 0| 0 160 0 0 36 8.000 0.97 61.76 0 0 0| 0 0 0 0 38 6.000 0.93 58.54 0 0 0| 0 269 0 0 40 4.000 0.86 51.03 0 0 0| 0 82 0 0 42 2.500 0.72 46.02 0 0 0| 50 325 +50 0 44 1.250 0.49 40.51 0 0 0| 0 54 0 0 46 0.500 0.24 38.10 0 0 0| 225 11,487 +20 0 48 0.250 0.10 40.69 0 0 0| 0 1,000 0 0 50 CAB 0.04 41.55 0 0 0| 0 3,610 0 0 52 CAB 0.00 43.73 0 0 0| 0 17,800 0 0 56 CAB 0.00 43.92 0 0 0| 0 1,068 0 0 60 CAB 0.00 47.11 0 0 0| 0 15,000 0 0 64 CAB 0.00 53.08 0 0 0| 0 0 0 0 72 CAB 0.00 58.79 0 0 0| 0 0 0 0 80 Total 0 0 0| 275 50,880 +70 0 Indicative a-t-m Vol 39.89 Underlying Price 45.830 Time to expiry: 37 Days Oct 10 14.000 0.98 57.72 0 0 0| 0 0 0 0 32 10.000 0.93 53.42 0 0 0| 0 0 0 0 36 6.500 0.84 46.61 0 0 0| 0 100 0 0 40 5.000 0.76 44.21 0 0 0| 0 0 0 0 42 4.000 3.500 0.65 41.68 4.000 4.000 0 0 5| 0 10 0 0 44 2.250 0.52 39.89 0 0 0| 0 115 0 0 46 1.500 0.38 39.06 0 0 0| 0 1,163 0 0 48 0.500 0.19 41.73 0 0 0| 0 0 0 0 52 0.250 0.06 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 5| 0 1,388 0 0 Indicative a-t-m Vol 42.76 Underlying Price 45.830 Time to expiry: 72 Days Nov 10 14.250 0.94 57.64 0 0 0| 0 0 0 0 32 10.750 0.87 55.03 0 0 0| 0 0 0 0 36 7.250 0.77 48.60 0 0 0| 0 0 0 0 40 6.000 0.70 46.54 0 0 0| 0 0 0 0 42 4.500 0.62 43.27 0 0 0| 0 0 0 0 44 3.500 0.53 42.76 0 0 0| 0 0 0 0 46 2.500 0.44 41.19 0 0 0| 0 22 0 0 48 0.500 0.13 36.66 0 0 0| 0 0 0 0 56 CAB 0.02 36.57 0 0 0| 0 0 0 0 64 Total 0 0 0| 0 22 0 0 Equity Options 21:53 Business Day Wed 8 Sep 2010 Previous Business Day Tue 7 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 46.17 Underlying Price 45.830 Time to expiry: 100 Days Dec 10 37.750 1.00 79.47 0 0 0| 0 0 0 0 8 30.000 1.00 78.00 0 0 0| 0 100 0 0 16 22.250 0.97 76.20 0 0 0| 0 240 0 0 24 18.250 0.94 66.61 0 0 0| 0 0 0 0 28 14.750 0.90 60.57 0 0 0| 0 430 0 0 32 11.500 0.83 58.36 0 0 0| 0 60 0 0 36 8.250 0.74 51.53 0 0 0| 0 1,794 0 0 40 5.500 0.62 48.12 0 0 0| 0 9,130 0 0 44 3.250 0.47 44.22 0 0 0| 0 11,642 0 0 48 1.000 0.20 40.27 0 0 0| 0 4,616 0 0 56 0.500 0.500 0.12 40.42 0.500 0.500 0 0 490| 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 0 490| 0 42,106 0 0 Indicative a-t-m Vol 43.81 Underlying Price 45.830 Time to expiry: 191 Days Mar 11 15.500 0.87 55.17 0 0 0| 0 10 0 0 32 12.250 0.80 52.25 0 0 0| 0 0 0 0 36 9.500 0.72 48.70 0 0 0| 0 250 0 0 40 7.000 0.62 45.36 0 0 0| 0 0 0 0 44 4.750 0.51 42.26 0 0 0| 2 1,124 0 0 48 1.750 0.28 37.03 0 0 0| 0 75 0 0 56 1.000 0.18 35.56 0 0 0| 0 2,107 0 0 60 0.500 0.11 33.84 0 0 0| 0 31 0 0 64 CAB 0.02 35.17 0 0 0| 0 0 0 0 80 Total 0 0 0| 2 3,597 0 0 Indicative a-t-m Vol 42.57 Underlying Price 45.830 Time to expiry: 282 Days Jun 11 22.750 0.93 60.15 0 0 0| 0 0 0 0 24 16.000 0.85 51.52 0 0 0| 0 5,250 0 0 32 13.000 0.79 48.46 0 0 0| 0 0 0 0 36 Equity Options 21:53 Business Day Wed 8 Sep 2010 Previous Business Day Tue 7 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 | 10.250 0.71 46.11 0 0 0| 0 0 0 0 40 8.000 0.62 43.56 0 0 0| 0 50 0 0 44 6.000 0.53 41.57 0 0 0| 0 1,180 0 0 48 3.000 0.34 38.66 0 0 0| 0 34 0 0 56 2.000 0.26 37.60 0 0 0| 0 1,150 0 0 60 1.250 0.19 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 41.53 Underlying Price 45.830 Time to expiry: 464 Days Dec 11 38.000 1.00 63.49 0 0 0| 0 0 0 0 8 30.500 0.97 59.93 0 0 0| 0 100 0 0 16 23.500 0.92 54.13 0 0 0| 0 0 0 0 24 17.500 0.83 50.30 0 0 0| 0 2,010 0 0 32 12.000 0.71 45.08 0 0 0| 0 664 0 0 40 7.750 0.56 40.34 0 0 0| 0 5,111 0 0 48 3.500 0.34 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 51.89 Underlying Price 45.830 Time to expiry: 646 Days Jun 12 19.500 0.81 53.60 0 0 0| 0 0 0 0 32 14.750 0.72 50.43 0 0 0| 0 0 0 0 40 12.000 0.62 52.38 0 0 0| 0 0 0 0 48 7.250 0.46 46.51 0 0 0| 0 0 0 0 60 Total 0 0 0| 0 0 0 0 Indicative a-t-m Vol 49.46 Underlying Price 45.830 Time to expiry: 835 Days Dec 12 26.000 0.89 58.41 0 0 0| 0 0 0 0 24 20.750 0.81 53.42 0 0 0| 0 0 0 0 32 16.500 0.73 51.16 0 0 0| 0 0 0 0 40 13.000 0.64 48.89 0 0 0| 0 0 0 0 48 9.000 0.51 46.87 0 0 0| 0 0 0 0 60 6.500 0.38 50.81 0 0 0| 0 0 0 0 80 Total 0 0 0| 0 0 0 0 Total Calls 0 0 495| 277 116,442 +70 0 | Equity Options 21:53 Business Day Wed 8 Sep 2010 Previous Business Day Tue 7 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 40.51 Underlying Price 45.830 Time to expiry: 9 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 0.750 -0.28 46.02 0 0 0| 0 866 0 0 44 1.250 -0.51 40.51 0 0 0| 0 96 0 0 46 2.500 -0.76 38.10 0 0 0| 10 290 0 0 48 4.250 -0.90 40.69 0 0 0| 0 0 0 0 50 6.250 -0.97 41.55 0 0 0| 0 17 0 0 52 10.250 -1.00 43.73 0 0 0| 80 707 -259 179 56 14.250 -1.00 43.92 0 0 0| 0 56 0 0 60 18.250 -1.00 47.11 0 0 0| 0 0 0 0 64 26.250 -1.00 53.08 0 0 0| 0 0 0 0 72 34.250 -1.00 58.79 0 0 0| 0 0 0 0 80 Total 0 0 0| 90 5,464 -259 179 Indicative a-t-m Vol 43.09 Underlying Price 45.830 Time to expiry: 37 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 0.750 -0.16 46.61 0 0 0| 0 100 0 0 40 1.250 -0.25 46.49 0 0 0| 0 0 0 0 42 1.500 -0.35 41.68 0 0 0| 0 356 0 0 44 2.500 -0.48 43.09 0 0 0| 10 231 0 0 46 3.750 -0.61 41.67 0 0 0| 0 146 0 0 48 6.750 -0.81 41.73 0 0 0| 0 0 0 0 52 10.250 -0.94 39.31 0 0 0| 0 40 0 0 56 18.250 -0.99 42.83 0 0 0| 0 0 0 0 64 26.250 -1.00 39.48 0 0 0| 0 0 0 0 72 Total 0 0 0| 10 873 0 0 Indicative a-t-m Vol 40.83 Underlying Price 45.830 Time to expiry: 72 Days Nov 10 0.250 -0.06 57.97 0 0 0| 0 0 0 0 32 0.750 -0.13 53.05 0 0 0| 0 0 0 0 36 1.250 -0.22 46.12 0 0 0| 0 0 0 0 40 2.000 1.750 -0.29 43.20 2.000 2.000 0 0 5| 0 0 0 0 42 2.500 -0.37 41.74 0 0 0| 0 0 0 0 44 3.500 -0.47 40.83 0 0 0| 0 0 0 0 46 4.500 -0.57 39.00 0 0 0| 0 0 0 0 48 10.500 -0.90 33.71 0 0 0| 0 0 0 0 56 18.250 -0.99 32.98 0 0 0| 0 0 0 0 64 Total 0 0 5| 0 0 0 0 Equity Options 21:53 Business Day Wed 8 Sep 2010 Previous Business Day Tue 7 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 44.60 Underlying Price 45.830 Time to expiry: 100 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 -0.26 51.53 0 0 0| 0 7,547 0 0 40 3.250 -0.38 44.98 0 0 0| 0 9,231 0 0 44 5.500 -0.53 44.22 0 0 0| 0 12,145 0 0 48 11.000 -0.80 40.27 0 0 0| 80 3,901 +80 0 56 14.750 -0.88 40.42 0 0 0| 0 207 0 0 60 18.500 -0.91 45.03 0 0 0| 0 170 0 0 64 26.250 -0.99 39.82 0 0 0| 0 50 0 0 72 34.250 -1.00 41.35 0 0 0| 0 0 0 0 80 42.250 -1.00 41.59 0 0 0| 0 0 0 0 88 50.250 -1.00 39.61 0 0 0| 0 30 0 0 96 54.250 -1.00 39.11 0 0 0| 0 1 0 0 100 74.250 -1.00 38.12 0 0 0| 0 0 0 0 120 94.250 -1.00 39.15 0 0 0| 0 0 0 0 140 114.250 -1.00 41.06 0 0 0| 0 0 0 0 160 134.250 -1.00 41.06 0 0 0| 0 0 0 0 180 154.250 -1.00 41.06 0 0 0| 0 0 0 0 200 174.250 -1.00 41.06 0 0 0| 0 0 0 0 220 194.250 -1.00 41.06 0 0 0| 0 100 0 0 240 229.250 -1.00 41.06 0 0 0| 0 0 0 0 275 263.250 -1.00 41.06 0 0 0| 0 0 0 0 309 297.250 -1.00 41.06 0 0 0| 0 0 0 0 343 404.250 -1.00 41.06 0 0 0| 0 0 0 0 450 Total 0 0 0| 80 62,015 +80 0 Indicative a-t-m Vol 43.81 Underlying Price 45.830 Time to expiry: 191 Days Mar 11 1.500 -0.13 55.17 0 0 0| 0 55 0 0 32 2.500 -0.20 52.25 0 0 0| 0 52 0 0 36 3.500 -0.28 48.70 0 0 0| 0 5 0 0 40 5.000 -0.38 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 -0.73 37.03 0 0 0| 0 94 0 0 56 15.000 -0.82 35.56 0 0 0| 0 20 0 0 60 18.500 -0.90 33.84 0 0 0| 0 20 0 0 64 34.250 -1.00 35.17 0 0 0| 0 0 0 0 80 Total 0 0 0| 0 828 0 0 Indicative a-t-m Vol 42.57 Underlying Price 45.830 Time to expiry: 282 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 21:53 Business Day Wed 8 Sep 2010 Previous Business Day Tue 7 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 -0.38 43.56 0 0 0| 0 50 0 0 44 7.750 -0.47 41.57 0 0 0| 0 10 0 0 48 13.000 -0.66 38.66 0 0 0| 0 21 0 0 56 16.000 -0.74 37.60 0 0 0| 0 0 0 0 60 19.250 -0.82 36.19 0 0 0| 0 0 0 0 64 34.250 -0.99 32.28 0 0 0| 0 0 0 0 80 Total 0 0 0| 0 167 0 0 Indicative a-t-m Vol 45.14 Underlying Price 45.830 Time to expiry: 464 Days Dec 11 CAB 0.00 67.11 0 0 0| 0 0 0 0 8 0.500 -0.03 62.83 0 0 0| 0 0 0 0 16 1.750 -0.09 58.79 0 0 0| 0 0 0 0 24 3.750 -0.18 53.92 0 0 0| 0 2,005 0 0 32 6.500 -0.29 48.70 0 0 0| 0 1,620 0 0 40 10.000 -0.43 43.96 0 0 0| 0 6,512 0 0 48 17.750 -0.64 40.29 0 0 0| 0 370 0 0 60 34.750 -0.89 36.59 0 0 0| 0 0 0 0 80 Total 0 0 0| 0 10,507 0 0 Indicative a-t-m Vol 52.32 Underlying Price 45.830 Time to expiry: 646 Days Jun 12 5.000 -0.19 53.60 0 0 0| 0 0 0 0 32 8.500 -0.29 51.69 0 0 0| 0 0 0 0 40 13.500 -0.38 52.53 0 0 0| 0 0 0 0 48 20.250 -0.55 46.33 0 0 0| 0 0 0 0 60 Total 0 0 0| 0 0 0 0 Indicative a-t-m Vol 49.83 Underlying Price 45.830 Time to expiry: 835 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 -0.28 51.69 0 0 0| 0 0 0 0 40 14.000 -0.37 49.21 0 0 0| 0 0 0 0 48 21.750 -0.51 46.81 0 0 0| 0 0 0 0 60 38.250 -0.66 48.09 0 0 0| 0 0 0 0 80 Total 0 0 0| 0 0 0 0 Total Puts 0 0 5| 180 79,854 -179 179 Grand Total 0 18,540 19,040| 457 217,720 -109 179 Equity Options 21:53 Business Day Wed 8 Sep 2010 Previous Business Day Tue 7 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 19.55 Underlying Price 1764.000 Time to expiry: 9 Days Sep 10 464.000 1.00 40.03 0 0 0| 0 0 0 0 1300 364.000 1.00 34.60 0 0 0| 0 0 0 0 1400 264.500 1.00 29.85 0 0 0| 0 0 0 0 1500 214.500 1.00 26.89 0 0 0| 0 0 0 0 1550 164.500 0.99 23.94 0 0 0| 0 2 0 0 1600 115.000 0.97 21.93 0 0 0| 10 31 +10 0 1650 61.000 68.000 0.87 20.17 61.000 S 61.000 S 0 0 5| 0 431 0 0 1700 31.000 0.60 19.77 0 0 0| 0 77 0 0 1750 9.000 0.27 18.98 0 0 0| 0 109 0 0 1800 2.000 0.07 19.60 0 0 0| 0 6 0 0 1850 0.500 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 5| 10 2,173 +10 0 Indicative a-t-m Vol 19.40 Underlying Price 1764.000 Time to expiry: 37 Days Oct 10 365.500 0.99 29.30 0 0 0| 0 0 0 0 1400 267.500 0.96 29.28 0 0 0| 0 0 0 0 1500 172.000 0.90 24.46 0 0 0| 0 0 0 0 1600 124.500 0.85 20.97 0 0 0| 0 0 0 0 1650 88.500 0.71 21.96 0 0 0| 0 31 0 0 1700 52.500 0.57 19.74 0 0 0| 0 24 0 0 1750 19.000 27.500 0.38 18.53 19.000 19.000 0 0 5| 0 352 0 0 1800 5.000 0.10 17.63 0 0 0| 0 0 0 0 1900 1.500 0.03 20.28 0 0 0| 0 0 0 0 2000 Total 0 0 5| 0 407 0 0 Indicative a-t-m Vol 20.84 Underlying Price 1764.000 Time to expiry: 72 Days Nov 10 367.500 0.98 29.86 0 0 0| 0 0 0 0 1400 271.000 0.94 27.08 0 0 0| 0 0 0 0 1500 178.500 0.86 23.75 0 0 0| 0 0 0 0 1600 139.000 0.77 23.73 0 0 0| 0 0 0 0 1650 99.500 0.68 21.86 0 0 0| 0 0 0 0 1700 68.500 0.56 21.15 0 0 0| 0 0 0 0 1750 37.000 42.500 0.42 20.07 37.000 S 37.000 S 0 0 5| 0 8 0 0 1800 13.500 0.18 19.09 0 0 0| 0 14 0 0 1900 3.500 0.06 18.65 0 0 0| 0 0 0 0 2000 Total 0 0 5| 0 22 0 0 Indicative a-t-m Vol 21.37 Underlying Price 1764.000 Time to expiry: 100 Days Dec 10 765.000 1.00 45.53 0 0 0| 0 0 0 0 1000 565.500 1.00 32.79 0 0 0| 0 0 0 0 1200 369.000 0.96 30.26 0 0 0| 0 0 0 0 1400 273.000 0.92 26.54 0 0 0| 0 0 0 0 1500 Equity Options 21:53 Business Day Wed 8 Sep 2010 Previous Business Day Tue 7 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 | 184.500 0.82 24.46 0 0 0| 0 30 0 0 1600 109.500 0.65 22.74 0 0 0| 0 168 0 0 1700 52.500 0.43 20.60 0 0 0| 3 368 0 0 1800 21.000 0.22 19.60 0 0 0| 0 98 0 0 1900 8.000 0.10 19.63 0 0 0| 0 328 0 0 2000 1.000 0.01 19.74 0 0 0| 0 10 0 0 2200 CAB 0.00 21.12 0 0 0| 0 10 0 0 2400 CAB 0.00 23.15 0 0 0| 0 0 0 0 2800 Total 0 0 0| 3 1,012 0 0 Indicative a-t-m Vol 22.05 Underlying Price 1764.000 Time to expiry: 191 Days Mar 11 373.500 0.93 29.38 0 0 0| 0 0 0 0 1400 282.500 0.86 26.96 0 0 0| 0 10 0 0 1500 198.000 0.76 24.37 0 0 0| 0 10 0 0 1600 130.000 0.61 22.97 0 0 0| 0 10 0 0 1700 77.000 0.44 21.53 0 0 0| 0 204 0 0 1800 42.500 0.29 20.74 0 0 0| 0 43 0 0 1900 21.500 0.17 20.21 0 0 0| 0 129 0 0 2000 4.000 0.04 19.29 0 0 0| 0 0 0 0 2200 0.500 0.01 19.16 0 0 0| 0 30 0 0 2400 Total 0 0 0| 0 436 0 0 Indicative a-t-m Vol 22.73 Underlying Price 1764.000 Time to expiry: 282 Days Jun 11 566.500 0.99 32.83 0 0 0| 0 0 0 0 1200 377.000 0.91 29.07 0 0 0| 0 55 0 0 1400 289.500 0.83 26.83 0 0 0| 0 90 0 0 1500 210.000 0.72 24.75 0 0 0| 0 40 0 0 1600 146.000 0.59 23.53 0 0 0| 0 10 0 0 1700 95.000 0.45 22.28 0 0 0| 0 19 0 0 1800 59.500 0.33 21.53 0 0 0| 0 3 0 0 1900 35.500 0.22 20.96 0 0 0| 0 207 0 0 2000 7.000 0.05 22.92 0 0 0| 0 0 0 0 2400 Total 0 0 0| 0 424 0 0 Indicative a-t-m Vol 24.99 Underlying Price 1764.000 Time to expiry: 464 Days Dec 11 570.500 0.96 34.80 0 0 0| 0 0 0 0 1200 381.500 0.88 28.12 0 0 0| 0 0 0 0 1400 233.000 0.68 26.04 0 0 0| 0 0 0 0 1600 132.500 0.47 24.76 0 0 0| 0 0 0 0 1800 62.500 0.28 22.72 0 0 0| 0 0 0 0 2000 13.500 0.08 21.85 0 0 0| 0 0 0 0 2400 Total 0 0 0| 0 0 0 0 Indicative a-t-m Vol 26.61 Underlying Price 1764.000 Time to expiry: 646 Days Jun 12 393.500 0.84 30.00 0 0 0| 0 0 0 0 1400 261.000 0.65 28.43 0 0 0| 0 0 0 0 1600 159.000 0.48 26.21 0 0 0| 0 0 0 0 1800 88.500 0.32 24.27 0 0 0| 0 0 0 0 2000 Total 0 0 0| 0 0 0 0 Equity Options 21:53 Business Day Wed 8 Sep 2010 Previous Business Day Tue 7 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 26.80 Underlying Price 1764.000 Time to expiry: 835 Days Dec 12 398.000 0.82 30.40 0 0 0| 0 0 0 0 1400 271.500 0.64 28.65 0 0 0| 0 0 0 0 1600 172.000 0.48 26.39 0 0 0| 0 0 0 0 1800 100.500 0.34 24.33 0 0 0| 0 0 0 0 2000 41.000 0.17 23.98 0 0 0| 0 0 0 0 2400 Total 0 0 0| 0 0 0 0 Total Calls 0 0 15| 13 4,474 +10 0 | Equity Options 21:53 Business Day Wed 8 Sep 2010 Previous Business Day Tue 7 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 19.03 Underlying Price 1764.000 Time to expiry: 9 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 CAB -0.01 24.40 0 0 0| 0 387 0 0 1600 1.000 -0.03 21.91 0 0 0| 0 57 0 0 1650 7.000 4.000 -0.14 20.67 7.000 S 7.000 S 0 0 5| 4 184 -4 0 1700 23.000 16.000 -0.39 19.32 23.000 23.000 0 0 1| 0 53 0 0 1750 44.000 -0.74 18.27 0 0 0| 10 105 +10 0 1800 87.500 -0.93 19.49 0 0 0| 0 0 0 0 1850 136.000 -0.99 20.38 0 0 0| 0 33 0 0 1900 236.000 -1.00 21.20 0 0 0| 0 20 0 0 2000 436.000 -1.00 26.64 0 0 0| 0 0 0 0 2200 636.000 -1.00 33.02 0 0 0| 0 0 -2 2 2400 Total 0 0 6| 14 2,336 +4 2 Indicative a-t-m Vol 19.92 Underlying Price 1764.000 Time to expiry: 37 Days Oct 10 3.000 -0.03 40.40 0 0 0| 0 0 0 0 1400 3.500 -0.05 31.30 0 0 0| 0 25 0 0 1500 7.000 -0.10 24.77 0 0 0| 0 30 0 0 1600 12.500 -0.17 22.93 0 0 0| 1 24 0 0 1650 22.000 -0.28 21.37 0 0 0| 0 256 -15 0 1700 38.500 -0.43 20.08 0 0 0| 10 262 +5 0 1750 64.500 -0.61 19.50 0 0 0| 4 23 +4 0 1800 140.000 -0.90 17.80 0 0 0| 0 0 0 0 1900 236.000 -0.99 18.50 0 0 0| 0 0 0 0 2000 Total 0 0 0| 15 620 -6 0 Indicative a-t-m Vol 20.54 Underlying Price 1764.000 Time to expiry: 72 Days Nov 10 5.000 -0.05 30.45 0 0 0| 0 1 0 0 1400 10.000 -0.10 26.98 0 0 0| 0 0 0 0 1500 22.500 -0.20 24.02 0 0 0| 0 9 0 0 1600 36.000 33.500 -0.29 22.89 36.000 S 36.000 S 0 0 5| 0 0 0 0 1650 49.500 -0.39 21.90 0 0 0| 0 0 0 0 1700 70.500 -0.51 20.84 0 0 0| 0 1 0 0 1750 97.500 -0.64 19.75 0 0 0| 0 0 0 0 1800 172.000 -0.85 18.50 0 0 0| 0 0 0 0 1900 263.000 -0.96 17.57 0 0 0| 0 0 0 0 2000 Total 0 0 5| 0 11 0 0 Indicative a-t-m Vol 21.27 Underlying Price 1764.000 Time to expiry: 100 Days Dec 10 2.000 -0.01 48.76 0 0 0| 0 20 0 0 1000 4.000 -0.03 38.74 0 0 0| 0 147 0 0 1200 9.500 -0.07 30.15 0 0 0| 0 1,057 0 0 1400 17.500 -0.13 27.00 0 0 0| 0 25 0 0 1500 34.000 -0.24 24.69 0 0 0| 1 392 +1 0 1600 Equity Options 21:53 Business Day Wed 8 Sep 2010 Previous Business Day Tue 7 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 | 72.500 62.000 -0.40 22.29 72.500 72.500 0 0 1| 0 254 -1 0 1700 110.500 -0.60 20.70 0 0 0| 0 342 0 0 1800 179.500 -0.80 19.19 0 0 0| 0 55 0 0 1900 266.500 -0.92 18.62 0 0 0| 0 70 0 0 2000 461.000 -0.99 18.20 0 0 0| 0 10 0 0 2200 660.500 -1.00 19.25 0 0 0| 0 0 0 0 2400 1060.000 -1.00 24.87 0 0 0| 0 0 0 0 2800 Total 0 0 1| 1 2,372 0 0 Indicative a-t-m Vol 21.57 Underlying Price 1764.000 Time to expiry: 191 Days Mar 11 27.500 -0.14 28.56 0 0 0| 0 102 0 0 1400 44.500 -0.21 26.65 0 0 0| 0 28 0 0 1500 66.000 -0.31 24.05 0 0 0| 0 264 0 0 1600 103.000 -0.45 22.55 0 0 0| 0 76 0 0 1700 153.500 -0.60 21.02 0 0 0| 0 80 0 0 1800 223.500 -0.73 20.63 0 0 0| 0 43 0 0 1900 301.000 -0.85 19.18 0 0 0| 0 99 0 0 2000 485.500 -0.97 17.33 0 0 0| 0 0 0 0 2200 683.000 -1.00 15.58 0 0 0| 0 85 0 0 2400 Total 0 0 0| 0 777 0 0 Indicative a-t-m Vol 22.07 Underlying Price 1764.000 Time to expiry: 282 Days Jun 11 21.500 -0.09 32.17 0 0 0| 0 507 0 0 1200 46.500 -0.18 27.62 0 0 0| 0 236 0 0 1400 69.000 -0.26 26.05 0 0 0| 0 1 0 0 1500 99.000 -0.36 24.36 0 0 0| 0 83 0 0 1600 138.000 139.500 -0.47 22.85 138.000 138.000 0 0 10| 10 64 +10 0 1700 192.500 -0.59 21.62 0 0 0| 0 70 0 0 1800 259.000 -0.71 20.70 0 0 0| 0 0 0 0 1900 336.000 -0.81 20.02 0 0 0| 0 27 0 0 2000 706.500 -0.99 17.63 0 0 0| 0 0 0 0 2400 Total 0 0 10| 10 988 +10 0 Indicative a-t-m Vol 24.73 Underlying Price 1764.000 Time to expiry: 464 Days Dec 11 56.500 -0.15 33.04 0 0 0| 0 0 0 0 1200 97.500 -0.25 28.97 0 0 0| 0 0 0 0 1400 166.500 -0.40 26.14 0 0 0| 0 0 0 0 1600 272.500 -0.57 24.42 0 0 0| 0 0 0 0 1800 411.000 -0.73 23.05 0 0 0| 0 0 0 0 2000 761.000 -0.91 22.54 0 0 0| 0 0 0 0 2400 Total 0 0 0| 0 0 0 0 Indicative a-t-m Vol 26.64 Underlying Price 1764.000 Time to expiry: 646 Days Jun 12 145.500 -0.29 29.77 0 0 0| 0 0 0 0 1400 234.000 -0.42 28.34 0 0 0| 0 0 0 0 1600 340.500 -0.56 26.27 0 0 0| 0 0 0 0 1800 470.000 -0.70 23.95 0 0 0| 0 0 0 0 2000 Total 0 0 0| 0 0 0 0 Equity Options 21:53 Business Day Wed 8 Sep 2010 Previous Business Day Tue 7 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 27.06 Underlying Price 1764.000 Time to expiry: 835 Days Dec 12 198.000 -0.32 31.29 0 0 0| 0 0 0 0 1400 283.000 -0.44 28.61 0 0 0| 0 0 0 0 1600 393.000 -0.56 26.72 0 0 0| 0 0 0 0 1800 521.000 -0.69 24.47 0 0 0| 0 0 0 0 2000 850.000 -0.85 23.26 0 0 0| 0 0 0 0 2400 Total 0 0 0| 0 0 0 0 Total Puts 0 0 22| 40 7,104 +8 2 Grand Total 0 13,860 13,897| 53 27,594 +18 2 Equity Options 21:53 Business Day Wed 8 Sep 2010 Previous Business Day Tue 7 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 20.05 Underlying Price 1814.500 Time to expiry: 9 Days Sep 10 414.500 1.00 33.68 0 0 0| 0 0 0 0 1400 314.500 1.00 28.69 0 0 0| 0 0 0 0 1500 215.000 1.00 26.61 0 0 0| 0 0 0 0 1600 165.000 0.99 25.30 0 0 0| 0 0 0 0 1650 116.500 0.95 24.27 0 0 0| 0 10 0 0 1700 70.500 0.85 22.12 0 0 0| 0 0 0 0 1750 32.500 0.60 20.41 0 0 0| 0 0 0 0 1800 9.500 0.28 19.20 0 0 0| 0 11 0 0 1850 2.000 0.07 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| 0 1,306 0 0 Indicative a-t-m Vol 22.16 Underlying Price 1814.500 Time to expiry: 100 Days Dec 10 418.500 0.97 30.95 0 0 0| 0 0 0 0 1400 322.000 0.94 28.11 0 0 0| 0 0 0 0 1500 241.000 0.82 30.64 0 0 0| 0 0 0 0 1600 147.000 0.74 23.32 0 0 0| 0 8 0 0 1700 84.500 0.54 22.39 0 0 0| 0 10 0 0 1800 39.500 0.33 20.84 0 0 0| 0 132 0 0 1900 11.500 0.14 18.06 0 0 0| 0 163 0 0 2000 0.500 0.01 16.37 0 0 0| 0 25 0 0 2200 CAB 0.00 17.55 0 0 0| 0 0 0 0 2400 Total 0 0 0| 0 338 0 0 Indicative a-t-m Vol 22.06 Underlying Price 1814.500 Time to expiry: 191 Days Mar 11 423.000 0.94 30.58 0 0 0| 0 0 0 0 1400 330.000 0.89 27.74 0 0 0| 0 0 0 0 1500 254.000 0.78 28.53 0 0 0| 0 0 0 0 1600 178.000 0.67 26.07 0 0 0| 0 20 0 0 1700 107.500 0.53 22.34 0 0 0| 0 10 0 0 1800 59.000 0.37 20.46 0 0 0| 0 0 0 0 1900 30.500 0.23 19.56 0 0 0| 0 29 0 0 2000 0.500 0.01 17.22 0 0 0| 0 0 0 0 2400 Total 0 0 0| 0 59 0 0 Total Calls 0 0 0| 0 1,703 0 0 | Equity Options 21:53 Business Day Wed 8 Sep 2010 Previous Business Day Tue 7 Sep 2010 Page 30 Puts | Block | Opening Settle Delta Vola- Daily Trade Bclear Total | Official **Open Change Exer- Exer Trans Price tility High Low Volume Volume*** Volume | Volume Int cises Price | Royal Dutch Shell PLC A Shares - STND OPT (SHA) Indicative a-t-m Vol 19.30 Underlying Price 1814.500 Time to expiry: 9 Days Sep 10 CAB 0.00 43.79 0 0 0| 0 50 0 0 1400 CAB 0.00 35.44 0 0 0| 0 30 0 0 1500 CAB -0.01 30.44 0 0 0| 0 350 0 0 1600 0.500 -0.02 27.93 0 0 0| 0 10 0 0 1650 2.000 -0.05 25.01 0 0 0| 0 20 0 0 1700 5.500 -0.15 22.00 0 0 0| 0 16 0 0 1750 16.500 -0.39 19.50 0 0 0| 0 51 0 0 1800 44.500 -0.73 18.83 0 0 0| 0 0 0 0 1850 87.500 -0.92 19.75 0 0 0| 0 0 0 0 1900 185.500 -0.99 24.00 0 0 0| 0 0 0 0 2000 385.500 -1.00 29.60 0 0 0| 0 0 0 0 2200 585.500 -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 22.82 Underlying Price 1814.500 Time to expiry: 100 Days Dec 10 9.000 -0.06 32.75 0 0 0| 0 10 0 0 1400 14.500 -0.10 28.85 0 0 0| 0 10 0 0 1500 29.000 -0.19 27.10 0 0 0| 10 20 +10 0 1600 43.500 -0.30 22.43 0 0 0| 0 33 0 0 1700 90.000 -0.49 23.01 0 0 0| 0 10 0 0 1800 148.000 -0.68 21.72 0 0 0| 0 10 0 0 1900 233.500 -0.79 24.41 0 0 0| 0 0 0 0 2000 421.500 -0.89 30.11 0 0 0| 0 0 0 0 2200 609.500 -0.97 28.21 0 0 0| 0 0 0 0 2400 Total 0 0 0| 10 93 +10 0 Indicative a-t-m Vol 22.96 Underlying Price 1814.500 Time to expiry: 191 Days Mar 11 24.000 -0.12 29.98 0 0 0| 0 0 0 0 1400 36.500 -0.17 27.56 0 0 0| 0 10 0 0 1500 52.500 -0.25 24.51 0 0 0| 10 30 +10 0 1600 90.500 -0.37 24.73 0 0 0| 0 10 0 0 1700 132.500 -0.50 22.89 0 0 0| 0 0 0 0 1800 197.500 -0.63 23.34 0 0 0| 0 0 0 0 1900 247.000 -0.83 16.91 0 0 0| 0 0 0 0 2000 632.500 -0.95 23.98 0 0 0| 0 0 0 0 2400 Total 0 0 0| 10 50 +10 0 Total Puts 0 0 0| 20 670 +20 0 Grand Total 0 5,220 5,220| 20 8,405 +20 0 Equity Options 21:53 Business Day Wed 8 Sep 2010 Previous Business Day Tue 7 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 125.900 Time to expiry: 9 Days Sep 10 26.000 1.00 44.80 0 0 0| 0 0 0 0 100 16.000 1.00 31.04 0 0 0| 0 0 0 0 110 11.000 0.99 25.57 0 0 0| 0 0 0 0 115 6.250 0.89 23.88 0 0 0| 0 0 0 0 120 2.250 0.59 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 0.03 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 23.54 Underlying Price 125.900 Time to expiry: 37 Days Oct 10 26.250 0.96 42.76 0 0 0| 0 0 0 0 100 16.250 0.95 27.03 0 0 0| 0 0 0 0 110 11.750 0.87 26.65 0 0 0| 0 0 0 0 115 7.750 0.74 24.93 0 0 0| 0 0 0 0 120 4.250 0.56 23.34 0 0 0| 0 0 0 0 125 2.250 0.36 24.34 0 0 0| 0 87 0 0 130 0.500 0.14 19.33 0 0 0| 0 0 0 0 135 0.250 0.06 20.40 0 0 0| 0 0 0 0 140 CAB 0.01 23.09 0 0 0| 0 0 0 0 150 CAB 0.00 23.89 0 0 0| 0 0 0 0 160 Total 0 0 0| 0 87 0 0 Indicative a-t-m Vol 23.31 Underlying Price 125.900 Time to expiry: 72 Days Nov 10 26.500 0.95 34.06 0 0 0| 0 0 0 0 100 17.250 0.87 29.36 0 0 0| 0 0 0 0 110 13.000 0.79 27.38 0 0 0| 0 0 0 0 115 9.000 0.69 24.35 0 0 0| 0 0 0 0 120 5.750 0.55 23.36 0 0 0| 0 0 0 0 125 3.500 0.40 23.13 0 0 0| 0 10,008 0 0 130 0.750 0.14 20.84 0 0 0| 0 0 0 0 140 0.250 0.03 20.46 0 0 0| 0 0 0 0 150 Total 0 0 0| 0 10,008 0 0 Indicative a-t-m Vol 23.94 Underlying Price 125.900 Time to expiry: 100 Days Dec 10 26.500 0.95 27.73 0 0 0| 0 150 0 0 100 17.750 0.84 27.99 0 0 0| 0 0 0 0 110 10.000 0.67 24.65 0 0 0| 0 0 0 0 120 4.500 0.43 23.47 0 0 0| 80 360 +9 0 130 1.250 0.17 19.83 0 0 0| 0 250 0 0 140 0.250 0.05 19.03 0 0 0| 0 0 0 0 150 CAB 0.00 9.51 0 0 0| 0 0 0 0 160 Total 0 0 0| 80 760 +9 0 Equity Options 21:53 Business Day Wed 8 Sep 2010 Previous Business Day Tue 7 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 23.01 Underlying Price 125.900 Time to expiry: 191 Days Mar 11 27.000 0.93 25.72 0 0 0| 0 50 0 0 100 18.250 0.83 23.95 0 0 0| 0 1 0 0 110 10.750 11.250 0.66 23.65 10.750 10.750 0 0 10| 0 0 0 0 120 5.500 6.000 0.46 22.58 5.500 5.500 0 0 10| 0 75 0 0 130 2.500 0.26 21.18 0 0 0| 0 54 0 0 140 1.000 0.11 20.12 0 0 0| 0 0 0 0 150 0.250 0.03 18.46 0 0 0| 0 0 0 0 160 Total 0 0 20| 0 180 0 0 Total Calls 0 0 20| 80 11,141 +9 0 | Equity Options 21:53 Business Day Wed 8 Sep 2010 Previous Business Day Tue 7 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 125.900 Time to expiry: 9 Days Sep 10 CAB 0.00 26.60 0 0 0| 0 0 0 0 100 CAB 0.00 26.68 0 0 0| 0 461 0 0 110 CAB -0.01 23.34 0 0 0| 0 0 0 0 115 CAB -0.07 19.59 0 0 0| 0 500 0 0 120 1.250 -0.40 18.85 0 0 0| 0 370 0 0 125 4.250 -0.85 18.08 0 0 0| 80 93 -80 0 130 9.000 -0.98 20.23 0 0 0| 0 0 0 0 135 14.000 -1.00 21.30 0 0 0| 0 13 0 0 140 24.000 -1.00 22.38 0 0 0| 0 0 0 0 150 34.000 -1.00 23.45 0 0 0| 0 0 0 0 160 Total 0 0 0| 80 1,437 -80 0 Indicative a-t-m Vol 23.88 Underlying Price 125.900 Time to expiry: 37 Days Oct 10 CAB -0.01 30.13 0 0 0| 0 0 0 0 100 0.750 -0.10 34.56 0 0 0| 0 0 0 0 110 1.000 -0.16 29.92 0 0 0| 0 0 0 0 115 1.750 -0.27 26.36 0 0 0| 0 130 0 0 120 3.500 -0.44 24.16 0 0 0| 0 50 0 0 125 6.000 -0.65 22.78 0 0 0| 0 2 0 0 130 9.750 -0.86 19.86 0 0 0| 0 0 0 0 135 14.500 -0.90 25.02 0 0 0| 0 0 0 0 140 24.250 -0.96 31.14 0 0 0| 0 0 0 0 150 34.000 -1.00 29.54 0 0 0| 0 0 0 0 160 Total 0 0 0| 0 182 0 0 Indicative a-t-m Vol 23.74 Underlying Price 125.900 Time to expiry: 72 Days Nov 10 CAB -0.01 21.83 0 0 0| 0 0 0 0 100 0.750 -0.10 25.12 0 0 0| 0 0 0 0 110 1.500 -0.19 25.39 0 0 0| 0 0 0 0 115 3.000 -0.31 25.41 0 0 0| 0 0 0 0 120 4.750 -0.45 23.78 0 0 0| 0 0 0 0 125 7.500 -0.60 23.59 0 0 0| 0 0 0 0 130 14.750 -0.86 20.84 0 0 0| 0 0 0 0 140 24.250 -0.95 23.36 0 0 0| 0 0 0 0 150 Total 0 0 0| 0 0 0 0 Indicative a-t-m Vol 23.44 Underlying Price 125.900 Time to expiry: 100 Days Dec 10 CAB -0.01 19.78 0 0 0| 0 210 0 0 100 1.000 -0.13 24.38 0 0 0| 0 698 0 0 110 3.500 -0.32 23.86 0 0 0| 0 868 0 0 120 8.250 -0.58 23.16 0 0 0| 80 693 +80 0 130 15.000 -0.83 20.30 0 0 0| 0 18 0 0 140 24.500 -0.92 23.36 0 0 0| 0 0 0 0 150 34.250 -0.96 26.25 0 0 0| 0 0 0 0 160 Total 0 0 0| 80 2,487 +80 0 Equity Options 21:53 Business Day Wed 8 Sep 2010 Previous Business Day Tue 7 Sep 2010 Page 34 Puts | Block | Opening Settle Delta Vola- Daily Trade Bclear Total | Official **Open Change Exer- Exer Trans Price tility High Low Volume Volume*** Volume | Volume Int cises Price | Indicative a-t-m Vol 21.29 Underlying Price 125.900 Time to expiry: 191 Days Mar 11 1.750 -0.13 25.81 0 0 0| 0 91 0 0 100 3.500 -0.26 23.58 0 0 0| 0 205 0 0 110 7.500 -0.45 22.73 0 0 0| 0 403 0 0 120 12.750 -0.66 20.34 0 0 0| 50 221 +50 0 130 20.500 -0.83 19.65 0 0 0| 0 8 0 0 140 29.250 -0.96 16.96 0 0 0| 0 0 0 0 150 39.000 -1.00 13.76 0 0 0| 0 0 0 0 160 Total 0 0 0| 50 928 +50 0 Total Puts 0 0 0| 210 5,034 +50 0 Grand Total 0 7,560 7,580| 290 24,911 +59 0 Equity Options 21:53 Business Day Wed 8 Sep 2010 Previous Business Day Tue 7 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 22.10 Underlying Price 1926.500 Time to expiry: 9 Days Sep 10 526.500 1.00 52.69 0 0 0| 0 0 0 0 1400 327.000 1.00 38.96 0 0 0| 0 0 0 0 1600 227.000 0.99 34.03 0 0 0| 0 0 0 0 1700 178.000 0.97 31.09 0 0 0| 0 0 0 0 1750 130.000 0.93 29.19 0 0 0| 0 3 0 0 1800 84.000 0.84 25.72 0 0 0| 0 14 0 0 1850 45.000 0.65 23.28 0 0 0| 0 125 0 0 1900 17.000 0.37 21.09 0 0 0| 0 5 0 0 1950 3.500 0.12 19.19 0 0 0| 0 60 0 0 2000 CAB 0.00 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 24.97 Underlying Price 1926.500 Time to expiry: 100 Days Dec 10 345.500 0.90 31.41 0 0 0| 0 0 0 0 1600 258.500 0.82 29.26 0 0 0| 0 0 0 0 1700 180.500 0.71 27.38 0 0 0| 0 20 0 0 1800 113.500 0.57 25.33 0 0 0| 0 17 0 0 1900 64.500 0.41 24.01 0 0 0| 0 128 0 0 2000 13.500 0.13 21.83 0 0 0| 0 110 0 0 2200 2.000 0.02 21.17 0 0 0| 0 23 0 0 2400 Total 0 0 0| 0 298 0 0 Indicative a-t-m Vol 25.65 Underlying Price 1926.500 Time to expiry: 191 Days Mar 11 366.000 0.83 30.64 0 0 0| 0 0 0 0 1600 287.000 0.76 28.99 0 0 0| 0 0 0 0 1700 215.500 0.67 27.35 0 0 0| 0 1 0 0 1800 154.000 0.56 25.99 0 0 0| 0 12 0 0 1900 104.000 0.45 24.73 0 0 0| 0 10 0 0 2000 40.000 0.23 22.93 0 0 0| 0 0 0 0 2200 12.500 0.09 21.92 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 21:53 Business Day Wed 8 Sep 2010 Previous Business Day Tue 7 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 22.41 Underlying Price 1926.500 Time to expiry: 9 Days Sep 10 CAB 0.00 47.23 0 0 0| 0 26 0 0 1400 CAB 0.00 41.87 0 0 0| 0 211 0 0 1600 0.500 -0.01 34.85 0 0 0| 0 37 0 0 1700 1.500 -0.03 32.05 0 0 0| 0 0 0 0 1750 2.500 -0.07 27.68 0 0 0| 0 44 0 0 1800 6.500 -0.16 24.94 0 0 0| 0 52 0 0 1850 18.000 -0.35 23.30 0 0 0| 0 1,180 0 0 1900 41.000 -0.62 21.66 0 0 0| 0 20 0 0 1950 76.500 -0.88 18.92 0 0 0| 0 25 0 0 2000 173.500 -1.00 20.56 0 0 0| 0 10 0 0 2100 273.500 -1.00 23.03 0 0 0| 0 3 0 0 2200 473.500 -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 25.26 Underlying Price 1926.500 Time to expiry: 100 Days Dec 10 21.000 -0.12 31.86 0 0 0| 0 53 0 0 1600 36.000 -0.20 29.89 0 0 0| 0 305 0 0 1700 59.000 -0.31 27.67 0 0 0| 0 41 0 0 1800 94.500 -0.45 25.65 0 0 0| 0 271 0 0 1900 146.000 -0.61 24.20 0 0 0| 0 69 0 0 2000 296.500 -0.87 22.22 0 0 0| 0 22 0 0 2200 485.000 -0.97 22.27 0 0 0| 0 10 0 0 2400 Total 0 0 0| 0 771 0 0 Indicative a-t-m Vol 25.66 Underlying Price 1926.500 Time to expiry: 191 Days Mar 11 45.500 -0.18 31.01 0 0 0| 0 10 0 0 1600 67.500 -0.25 29.38 0 0 0| 0 52 0 0 1700 95.500 -0.34 27.56 0 0 0| 0 17 0 0 1800 133.000 -0.44 25.94 0 0 0| 0 23 0 0 1900 184.000 -0.56 24.91 0 0 0| 0 10 0 0 2000 320.000 -0.77 23.18 0 0 0| 0 5 0 0 2200 493.000 -0.91 22.29 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 4,680 4,680| 0 8,478 0 0 Equity Options 21:53 Business Day Wed 8 Sep 2010 Previous Business Day Tue 7 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 20.83 Underlying Price 253.200 Time to expiry: 9 Days Sep 10 53.250 0.99 59.65 0 0 0| 0 0 0 0 200 43.500 0.98 56.02 0 0 0| 0 0 0 0 210 33.500 0.98 44.09 0 0 0| 0 18 0 0 220 28.250 0.98 35.14 0 0 0| 0 0 0 0 225 23.250 0.98 28.76 0 0 0| 0 9 0 0 230 18.250 0.97 23.94 0 0 0| 0 0 0 0 235 13.500 0.92 22.99 0 0 0| 0 5 0 0 240 9.000 0.84 20.63 0 0 0| 0 0 0 0 245 5.250 0.66 20.31 0 0 0| 0 16 0 0 250 1.250 0.24 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 21.34 Underlying Price 253.200 Time to expiry: 100 Days Dec 10 54.250 0.96 27.63 0 0 0| 0 0 0 0 200 45.000 0.92 27.29 0 0 0| 0 0 0 0 210 36.250 0.87 26.21 0 0 0| 0 0 0 0 220 27.750 0.79 24.63 0 0 0| 0 20 0 0 230 20.000 0.70 23.20 0 0 0| 0 0 0 0 240 8.250 0.43 20.54 0 0 0| 0 1,540 0 0 260 2.500 0.18 19.74 0 0 0| 0 31 0 0 280 0.750 0.05 25.84 0 0 0| 0 0 0 0 320 Total 0 0 0| 0 1,591 0 0 Indicative a-t-m Vol 23.11 Underlying Price 253.200 Time to expiry: 191 Days Mar 11 56.250 0.91 29.96 0 0 0| 0 0 0 0 200 47.250 0.87 28.29 0 0 0| 0 0 0 0 210 38.750 0.82 26.93 0 0 0| 0 0 0 0 220 31.000 0.75 25.70 0 0 0| 0 0 0 0 230 23.750 0.66 24.57 0 0 0| 0 1 0 0 240 12.500 0.46 22.48 0 0 0| 0 0 0 0 260 5.750 0.27 21.64 0 0 0| 0 0 0 0 280 0.750 0.05 20.19 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 21:53 Business Day Wed 8 Sep 2010 Previous Business Day Tue 7 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 21.61 Underlying Price 253.200 Time to expiry: 9 Days Sep 10 CAB 0.00 32.27 0 0 0| 0 28 0 0 200 CAB 0.00 30.33 0 0 0| 0 6 0 0 210 CAB 0.00 29.55 0 0 0| 0 20 0 0 220 CAB -0.01 29.16 0 0 0| 0 0 0 0 225 CAB -0.01 25.62 0 0 0| 0 499 0 0 230 CAB -0.02 22.54 0 0 0| 0 0 0 0 235 0.250 -0.07 22.84 0 0 0| 0 10 0 0 240 0.750 -0.17 21.68 0 0 0| 0 0 0 0 245 2.250 -0.35 21.39 0 0 0| 0 20 0 0 250 8.000 -0.76 21.93 0 0 0| 0 0 0 0 260 26.750 -0.99 26.57 0 0 0| 0 0 0 0 280 46.750 -1.00 29.23 0 0 0| 0 0 0 0 300 66.750 -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 21.70 Underlying Price 253.200 Time to expiry: 100 Days Dec 10 0.750 -0.04 27.76 0 0 0| 0 0 0 0 200 1.500 -0.08 27.62 0 0 0| 0 0 0 0 210 2.750 -0.14 26.69 0 0 0| 0 26 0 0 220 4.250 -0.21 25.06 0 0 0| 0 15 0 0 230 6.500 -0.31 23.60 0 0 0| 0 18 0 0 240 14.750 -0.57 20.89 0 0 0| 0 3 0 0 260 28.750 -0.83 19.41 0 0 0| 0 0 0 0 280 67.000 -0.97 24.28 0 0 0| 0 0 0 0 320 Total 0 0 0| 0 62 0 0 Indicative a-t-m Vol 22.44 Underlying Price 253.200 Time to expiry: 191 Days Mar 11 4.000 -0.13 29.69 0 0 0| 0 0 0 0 200 5.500 -0.18 28.34 0 0 0| 0 0 0 0 210 7.500 -0.24 27.08 0 0 0| 0 5 0 0 220 10.000 -0.31 25.71 0 0 0| 0 0 0 0 230 13.000 -0.39 24.06 0 0 0| 0 0 0 0 240 22.500 -0.58 21.74 0 0 0| 0 0 0 0 260 36.250 -0.77 20.59 0 0 0| 0 0 0 0 280 72.750 -0.93 22.70 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 5,220 5,220| 0 8,348 0 0 Equity Options 21:53 Business Day Wed 8 Sep 2010 Previous Business Day Tue 7 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 26.75 Underlying Price 376.000 Time to expiry: 9 Days Sep 10 96.000 1.00 53.63 0 0 0| 0 0 0 0 280 76.000 1.00 41.99 0 0 0| 0 34 0 0 300 66.000 1.00 36.17 0 0 0| 0 0 0 0 310 56.000 1.00 31.15 0 0 0| 0 160 0 0 320 46.000 1.00 28.88 0 0 0| 0 132 0 0 330 36.250 0.99 27.58 0 0 0| 3 2,037 -301 0 340 26.500 0.95 27.15 0 0 0| 0 263 0 0 350 17.000 0.86 24.41 0 0 0| 16 410 -1 0 360 9.500 0.67 24.20 0 0 0| 0 53 0 0 370 5.250 0.42 28.45 0 0 0| 0 4,178 0 0 380 1.500 0.14 33.21 0 0 0| 0 1,978 0 0 400 0.250 0.04 36.67 0 0 0| 0 0 0 0 420 Total 0 0 0| 19 9,245 -302 0 Indicative a-t-m Vol 28.47 Underlying Price 376.000 Time to expiry: 37 Days Oct 10 76.250 0.99 30.82 0 0 0| 0 0 0 0 300 56.750 0.96 29.76 0 0 0| 0 0 0 0 320 47.250 0.93 27.80 0 0 0| 0 14 0 0 330 38.500 0.88 28.28 0 0 0| 0 20 0 0 340 29.750 0.81 26.88 0 0 0| 0 0 0 0 350 22.750 0.71 27.50 0 0 0| 0 62 0 0 360 16.750 0.59 28.02 0 0 0| 0 45 0 0 370 12.250 0.48 28.76 0 0 0| 0 533 0 0 380 6.500 0.29 31.07 0 0 0| 0 1,159 0 0 400 3.500 0.17 33.27 0 0 0| 0 140 0 0 420 Total 0 0 0| 0 1,973 0 0 Indicative a-t-m Vol 28.15 Underlying Price 376.000 Time to expiry: 72 Days Nov 10 58.250 0.92 28.71 0 0 0| 0 0 0 0 320 40.750 0.83 26.72 0 0 0| 0 0 0 0 340 33.500 0.75 27.12 0 0 0| 0 0 0 0 350 27.000 0.67 27.51 0 0 0| 0 0 0 0 360 21.000 0.58 27.42 0 0 0| 0 15 0 0 370 17.000 0.50 28.63 0 0 0| 12 168 +12 0 380 11.000 0.35 30.69 0 0 0| 11 26 +1 0 400 6.750 0.24 32.04 0 0 0| 0 141 0 0 420 Total 0 0 0| 23 350 +13 0 Indicative a-t-m Vol 28.48 Underlying Price 376.000 Time to expiry: 100 Days Dec 10 96.750 0.98 31.95 0 0 0| 0 0 0 0 280 77.750 0.95 30.42 0 0 0| 0 0 0 0 300 59.000 0.89 28.46 0 0 0| 0 20 0 0 320 42.500 0.79 27.67 0 0 0| 0 688 0 0 340 29.000 0.65 27.39 0 0 0| 0 256 0 0 360 17.250 19.750 0.50 28.75 17.250 17.000 0 0 30| 14 232 -14 0 380 Equity Options 21:53 Business Day Wed 8 Sep 2010 Previous Business Day Tue 7 Sep 2010 Page 40 Calls | Block | Opening Settle Delta Vola- Daily Trade Bclear Total | Official **Open Change Exer- Exer Trans Price tility High Low Volume Volume*** Volume | Volume Int cises Price | 11.750 13.000 0.36 29.47 11.750 11.750 0 0 17| 29 982 0 0 400 5.250 0.17 30.64 0 0 0| 0 0 0 0 440 Total 0 0 47| 43 2,178 -14 0 Indicative a-t-m Vol 26.58 Underlying Price 376.000 Time to expiry: 191 Days Mar 11 97.750 0.95 29.59 0 0 0| 0 0 0 0 280 79.500 0.90 28.54 0 0 0| 0 0 0 0 300 62.500 0.83 27.40 0 0 0| 0 158 0 0 320 47.750 0.73 26.97 0 0 0| 0 101 0 0 340 35.250 0.62 26.57 0 0 0| 3 1,079 +2 0 360 25.750 0.50 26.58 0 0 0| 0 12 0 0 380 19.000 18.750 0.40 27.24 19.000 19.000 0 0 10| 0 319 0 0 400 7.750 9.250 0.23 27.51 7.750 7.750 0 0 17| 57 57 +57 0 440 Total 0 0 27| 60 1,726 +59 0 Total Calls 0 0 74| 145 15,472 -244 0 | Equity Options 21:53 Business Day Wed 8 Sep 2010 Previous Business Day Tue 7 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 27.42 Underlying Price 376.000 Time to expiry: 9 Days Sep 10 CAB 0.00 20.60 0 0 0| 0 1,507 0 0 280 CAB 0.00 20.21 0 0 0| 0 275 0 0 300 CAB 0.00 20.60 0 0 0| 0 84 0 0 310 CAB 0.00 20.36 0 0 0| 0 518 0 0 320 CAB 0.00 21.78 0 0 0| 0 125 0 0 330 CAB 0.00 22.53 0 0 0| 0 992 0 0 340 CAB -0.02 22.01 0 0 0| 0 106 0 0 350 3.500 1.000 -0.12 23.24 3.500 3.500 0 0 20| 60 121 0 0 360 6.250 3.750 -0.34 25.20 6.250 6.250 0 0 33| 51 395 +395 0 370 9.250 -0.58 28.90 0 0 0| 0 25 0 0 380 25.500 -0.86 34.10 0 0 0| 0 0 0 0 400 44.500 -0.95 40.53 0 0 0| 0 0 0 0 420 Total 0 0 53| 111 4,148 +395 0 Indicative a-t-m Vol 28.28 Underlying Price 376.000 Time to expiry: 37 Days Oct 10 CAB 0.00 19.27 0 0 0| 0 0 0 0 300 0.250 -0.02 24.35 0 0 0| 0 0 0 0 320 0.750 -0.05 25.25 0 0 0| 0 265 0 0 330 2.000 -0.11 27.18 0 0 0| 0 60 0 0 340 3.500 -0.19 26.84 0 0 0| 0 64 0 0 350 6.250 -0.29 26.79 0 0 0| 0 15 0 0 360 10.500 -0.41 27.85 0 0 0| 0 2 0 0 370 16.000 -0.52 28.56 0 0 0| 0 0 0 0 380 30.250 -0.71 31.26 0 0 0| 0 0 0 0 400 47.750 -0.82 35.35 0 0 0| 0 0 0 0 420 Total 0 0 0| 0 406 0 0 Indicative a-t-m Vol 28.11 Underlying Price 376.000 Time to expiry: 72 Days Nov 10 2.500 -0.10 28.15 0 0 0| 0 0 0 0 320 6.250 -0.22 28.03 0 0 0| 0 38 0 0 340 8.750 -0.29 27.55 0 0 0| 0 3 0 0 350 12.500 -0.37 27.66 0 0 0| 0 0 0 0 360 17.250 -0.46 27.94 0 0 0| 0 0 0 0 370 23.000 -0.54 28.23 0 0 0| 0 0 0 0 380 37.250 -0.68 29.75 0 0 0| 0 0 0 0 400 53.750 -0.78 31.70 0 0 0| 0 0 0 0 420 Total 0 0 0| 0 41 0 0 Indicative a-t-m Vol 27.83 Underlying Price 376.000 Time to expiry: 100 Days Dec 10 0.750 -0.03 30.52 0 0 0| 0 128 0 0 280 1.750 -0.06 28.47 0 0 0| 0 196 0 0 300 4.000 -0.13 27.88 0 0 0| 0 2,006 0 0 320 9.250 8.250 -0.24 27.52 9.250 7.750 0 0 35| 0 548 0 0 340 15.250 -0.38 27.41 0 0 0| 0 35 0 0 360 26.000 -0.53 27.93 0 0 0| 0 0 0 0 380 39.750 -0.65 29.03 0 0 0| 0 53 0 0 400 Equity Options 21:53 Business Day Wed 8 Sep 2010 Previous Business Day Tue 7 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 | 72.000 -0.84 29.63 0 0 0| 0 0 0 0 440 Total 0 0 35| 0 2,966 0 0 Indicative a-t-m Vol 26.29 Underlying Price 376.000 Time to expiry: 191 Days Mar 11 2.500 -0.07 28.33 0 0 0| 0 8 0 0 280 4.500 -0.12 27.46 0 0 0| 0 7 0 0 300 8.250 -0.19 26.91 0 0 0| 0 85 0 0 320 14.000 -0.28 26.62 0 0 0| 7 61 +7 0 340 21.750 -0.39 26.36 0 0 0| 0 0 0 0 360 32.250 -0.50 26.27 0 0 0| 0 0 0 0 380 44.750 -0.61 26.47 0 0 0| 0 45 0 0 400 76.500 -0.77 27.97 0 0 0| 0 0 0 0 440 Total 0 0 0| 7 206 +7 0 Total Puts 0 0 88| 118 7,767 +402 0 Grand Total 0 8,280 8,442| 263 32,807 +158 0 Equity Options 21:53 Business Day Wed 8 Sep 2010 Previous Business Day Tue 7 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 14.53 Underlying Price 1178.000 Time to expiry: 9 Days Sep 10 298.000 1.00 36.61 0 0 0| 0 0 0 0 880 218.000 1.00 29.77 0 0 0| 0 0 0 0 960 178.000 1.00 26.04 0 0 0| 0 0 0 0 1000 128.000 1.00 22.31 0 0 0| 0 0 0 0 1050 78.500 0.99 18.58 0 0 0| 0 0 0 0 1100 30.500 0.84 14.85 0 0 0| 0 33 0 0 1150 3.500 0.22 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 17.49 Underlying Price 1178.000 Time to expiry: 100 Days Dec 10 300.500 0.99 24.61 0 0 0| 0 0 0 0 880 222.000 0.96 22.60 0 0 0| 0 0 0 0 960 184.000 0.94 21.69 0 0 0| 0 0 0 0 1000 96.000 0.78 18.84 0 0 0| 0 54 0 0 1100 33.500 0.44 17.11 0 0 0| 0 435 0 0 1200 6.500 0.14 16.11 0 0 0| 0 14 0 0 1300 1.000 0.03 16.42 0 0 0| 0 0 0 0 1400 Total 0 0 0| 0 503 0 0 Indicative a-t-m Vol 17.75 Underlying Price 1178.000 Time to expiry: 191 Days Mar 11 227.000 0.93 22.38 0 0 0| 0 0 0 0 960 190.000 0.90 21.11 0 0 0| 0 0 0 0 1000 107.500 0.73 19.04 0 0 0| 0 27 0 0 1100 47.000 0.47 17.39 0 0 0| 0 86 0 0 1200 14.500 0.21 16.23 0 0 0| 0 46 0 0 1300 4.000 0.07 16.30 0 0 0| 0 0 0 0 1400 Total 0 0 0| 0 159 0 0 Total Calls 0 0 0| 0 923 0 0 | Equity Options 21:53 Business Day Wed 8 Sep 2010 Previous Business Day Tue 7 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 15.12 Underlying Price 1178.000 Time to expiry: 9 Days Sep 10 CAB 0.00 23.57 0 0 0| 0 19 0 0 880 CAB 0.00 20.41 0 0 0| 0 86 0 0 960 CAB 0.00 18.41 0 0 0| 0 101 0 0 1000 CAB 0.00 16.47 0 0 0| 0 18 0 0 1050 0.500 CAB 0.00 16.23 0.500 S 0.500 S 0 0 4| 2 201 -2 0 1100 3.000 -0.17 15.86 0 0 0| 0 127 0 0 1150 25.500 -0.78 14.54 0 0 0| 4 54 0 0 1200 72.000 -1.00 14.40 0 0 0| 0 0 0 0 1250 122.000 -1.00 14.40 0 0 0| 0 0 0 0 1300 222.000 -1.00 16.72 0 0 0| 0 0 0 0 1400 Total 0 0 4| 6 606 -2 0 Indicative a-t-m Vol 17.69 Underlying Price 1178.000 Time to expiry: 100 Days Dec 10 2.000 -0.02 29.52 0 0 0| 0 7 0 0 880 3.000 -0.05 24.39 0 0 0| 0 104 0 0 960 4.500 -0.07 22.37 0 0 0| 0 87 0 0 1000 15.500 17.000 -0.23 19.38 15.500 S 15.500 S 0 0 4| 4 435 +4 0 1100 53.500 -0.56 17.21 0 0 0| 228 248 +223 0 1200 127.000 -0.87 16.41 0 0 0| 0 0 0 0 1300 223.000 -0.96 19.12 0 0 0| 0 0 0 0 1400 Total 0 0 4| 232 881 +227 0 Indicative a-t-m Vol 17.99 Underlying Price 1178.000 Time to expiry: 191 Days Mar 11 10.000 -0.11 22.35 0 0 0| 0 31 0 0 960 15.000 -0.15 21.49 0 0 0| 0 41 0 0 1000 37.500 -0.33 19.42 0 0 0| 21 27 +9 0 1100 82.000 -0.58 17.58 0 0 0| 18 48 +18 0 1200 154.000 -0.81 16.92 0 0 0| 0 0 0 0 1300 243.000 -0.94 16.49 0 0 0| 0 0 0 0 1400 Total 0 0 0| 39 147 +27 0 Total Puts 0 0 8| 277 1,634 +252 0 Grand Total 0 4,140 4,148| 277 7,341 +252 0 Equity Options 21:53 Business Day Wed 8 Sep 2010 Previous Business Day Tue 7 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 19.28 Underlying Price 1378.000 Time to expiry: 9 Days Sep 10 418.000 1.00 51.55 0 0 0| 0 0 0 0 960 378.000 1.00 46.49 0 0 0| 0 0 0 0 1000 278.000 1.00 34.42 0 0 0| 0 0 0 0 1100 228.000 1.00 28.97 0 0 0| 0 0 0 0 1150 178.000 1.00 24.30 0 0 0| 0 0 0 0 1200 128.000 1.00 19.45 0 0 0| 0 7 0 0 1250 78.500 0.98 18.19 0 0 0| 0 56 0 0 1300 34.000 0.76 18.17 0 0 0| 0 123 0 0 1350 7.000 9.500 0.33 20.15 7.000 7.000 0 0 30| 0 30 0 0 1400 CAB 0.01 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 30| 0 216 0 0 Indicative a-t-m Vol 18.52 Underlying Price 1378.000 Time to expiry: 100 Days Dec 10 420.500 0.99 35.39 0 0 0| 0 0 0 0 960 380.500 0.99 30.45 0 0 0| 0 0 0 0 1000 282.000 0.97 26.10 0 0 0| 0 0 0 0 1100 186.500 0.91 22.49 0 0 0| 0 3 0 0 1200 100.500 0.75 19.79 0 0 0| 0 21 0 0 1300 39.500 0.45 18.16 0 0 0| 0 28 0 0 1400 12.000 0.19 18.25 0 0 0| 0 0 0 0 1500 3.000 0.06 18.78 0 0 0| 0 0 0 0 1600 Total 0 0 0| 0 52 0 0 Indicative a-t-m Vol 19.63 Underlying Price 1378.000 Time to expiry: 191 Days Mar 11 381.000 0.98 26.97 0 0 0| 0 0 0 0 1000 284.500 0.94 24.78 0 0 0| 0 0 0 0 1100 194.000 0.85 22.61 0 0 0| 0 0 0 0 1200 116.000 0.68 20.67 0 0 0| 0 0 0 0 1300 59.500 0.46 19.33 0 0 0| 0 25 0 0 1400 27.500 0.26 18.93 0 0 0| 0 0 0 0 1500 12.000 0.13 19.05 0 0 0| 0 0 0 0 1600 Total 0 0 0| 0 25 0 0 Total Calls 0 0 30| 0 293 0 0 | Equity Options 21:53 Business Day Wed 8 Sep 2010 Previous Business Day Tue 7 Sep 2010 Page 46 Puts | Block | Opening Settle Delta Vola- Daily Trade Bclear Total | Official **Open Change Exer- Exer Trans Price tility High Low Volume Volume*** Volume | Volume Int cises Price | Severn Trent PLC - STND Option (SVT) Indicative a-t-m Vol 19.27 Underlying Price 1378.000 Time to expiry: 9 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 0.00 21.39 0 0 0| 0 15 0 0 1250 0.500 -0.03 18.94 0 0 0| 0 4 0 0 1300 7.000 -0.25 19.45 0 0 0| 0 13 0 0 1350 30.500 -0.68 19.13 0 0 0| 0 0 0 0 1400 122.000 -1.00 20.46 0 0 0| 0 0 0 0 1500 222.000 -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 19.25 Underlying Price 1378.000 Time to expiry: 100 Days Dec 10 0.500 -0.01 28.81 0 0 0| 0 0 0 0 960 1.000 -0.01 27.74 0 0 0| 0 57 0 0 1000 3.500 -0.05 24.72 0 0 0| 0 9 0 0 1100 11.000 -0.13 22.06 0 0 0| 0 9 0 0 1200 31.500 -0.32 19.89 0 0 0| 2 3 0 0 1300 79.500 -0.60 19.06 0 0 0| 0 7 0 0 1400 155.500 -0.83 19.34 0 0 0| 0 0 0 0 1500 248.000 -0.93 20.80 0 0 0| 0 0 0 0 1600 Total 0 0 0| 2 85 0 0 Indicative a-t-m Vol 20.41 Underlying Price 1378.000 Time to expiry: 191 Days Mar 11 6.000 -0.05 27.39 0 0 0| 0 0 0 0 1000 13.000 -0.10 24.95 0 0 0| 0 1 0 0 1100 27.500 -0.20 22.85 0 0 0| 1 14 0 0 1200 54.500 -0.36 20.92 0 0 0| 0 28 0 0 1300 102.500 -0.55 20.26 0 0 0| 0 0 0 0 1400 171.500 -0.73 19.89 0 0 0| 0 0 0 0 1500 254.500 -0.87 19.65 0 0 0| 0 0 0 0 1600 Total 0 0 0| 1 43 0 0 Total Puts 0 0 0| 3 450 0 0 Grand Total 0 4,680 4,710| 3 6,151 0 0 Equity Options 21:53 Business Day Wed 8 Sep 2010 Previous Business Day Tue 7 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: 9 Days Sep 10 451.500 1.00 82.02 0 0 0| 0 0 0 0 1000 351.500 1.00 60.76 0 0 0| 0 0 0 0 1100 251.500 1.00 42.97 0 0 0| 0 0 0 0 1200 151.500 0.98 31.13 0 0 0| 0 0 0 0 1300 102.500 0.95 26.67 0 0 0| 0 3 0 0 1350 57.000 0.82 24.14 0 0 0| 0 10 0 0 1400 23.000 0.52 23.15 0 0 0| 0 6 0 0 1450 5.500 0.19 22.18 0 0 0| 0 110 0 0 1500 2.000 0.07 26.97 0 0 0| 0 298 0 0 1550 CAB 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| 0 697 0 0 Indicative a-t-m Vol 25.92 Underlying Price 1451.000 Time to expiry: 100 Days Dec 10 456.000 0.97 38.45 0 0 0| 0 0 0 0 1000 266.000 0.90 31.09 0 0 0| 0 0 0 0 1200 180.500 0.80 28.37 0 0 0| 0 10 0 0 1300 109.000 0.63 26.44 0 0 0| 0 5 0 0 1400 58.000 0.43 25.42 0 0 0| 0 6 0 0 1500 26.500 0.25 24.70 0 0 0| 0 139 0 0 1600 3.500 0.05 23.65 0 0 0| 0 47 0 0 1800 Total 0 0 0| 0 207 0 0 Indicative a-t-m Vol 26.18 Underlying Price 1451.000 Time to expiry: 191 Days Mar 11 462.500 0.95 34.22 0 0 0| 0 0 0 0 1000 285.000 0.84 30.44 0 0 0| 0 0 0 0 1200 206.500 0.75 28.52 0 0 0| 0 1 0 0 1300 139.500 0.62 26.87 0 0 0| 0 3 0 0 1400 87.000 0.47 25.51 0 0 0| 0 6 0 0 1500 50.000 0.33 24.48 0 0 0| 0 8 0 0 1600 14.000 0.12 23.62 0 0 0| 0 3 0 0 1800 Total 0 0 0| 0 21 0 0 Total Calls 0 0 0| 0 925 0 0 | Equity Options 21:53 Business Day Wed 8 Sep 2010 Previous Business Day Tue 7 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: 9 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 CAB -0.01 27.78 0 0 0| 0 303 0 0 1300 1.000 -0.03 24.30 0 0 0| 0 13 0 0 1350 5.000 -0.17 22.84 0 0 0| 1 6 -1 0 1400 20.500 -0.48 22.24 0 0 0| 0 70 0 0 1450 53.500 -0.83 20.90 0 0 0| 0 5 0 0 1500 99.500 -0.96 22.48 0 0 0| 0 0 0 0 1550 149.000 -0.99 24.68 0 0 0| 0 0 0 0 1600 249.000 -1.00 33.08 0 0 0| 0 0 0 0 1700 349.000 -1.00 37.79 0 0 0| 0 0 0 0 1800 Total 0 0 0| 1 404 -1 0 Indicative a-t-m Vol 25.66 Underlying Price 1451.000 Time to expiry: 100 Days Dec 10 3.500 -0.03 39.07 0 0 0| 0 1 0 0 1000 12.000 -0.10 30.45 0 0 0| 0 1 0 0 1200 26.500 -0.20 28.06 0 0 0| 0 1 0 0 1300 54.500 -0.37 26.17 0 0 0| 0 3 0 0 1400 103.500 -0.57 25.17 0 0 0| 0 4 0 0 1500 172.000 -0.76 24.37 0 0 0| 0 0 0 0 1600 350.000 -0.97 22.50 0 0 0| 0 0 0 0 1800 Total 0 0 0| 0 10 0 0 Indicative a-t-m Vol 25.77 Underlying Price 1451.000 Time to expiry: 191 Days Mar 11 8.000 -0.05 33.58 0 0 0| 0 3 0 0 1000 29.500 -0.16 29.66 0 0 0| 0 5 0 0 1200 51.500 -0.26 27.96 0 0 0| 0 0 0 0 1300 85.000 -0.39 26.42 0 0 0| 0 8 0 0 1400 133.000 -0.54 25.15 0 0 0| 0 0 0 0 1500 196.000 -0.68 23.94 0 0 0| 0 0 0 0 1600 360.000 -0.89 22.73 0 0 0| 0 1 0 0 1800 Total 0 0 0| 0 17 0 0 Total Puts 0 0 0| 1 431 -1 0 Grand Total 0 4,680 4,680| 1 6,764 -1 0 Equity Options 21:53 Business Day Wed 8 Sep 2010 Previous Business Day Tue 7 Sep 2010 Page 49 Calls | Block | Opening Settle Delta Vola- Daily Trade Bclear Total | Official **Open Change Exer- Exer Trans Price tility High Low Volume Volume*** Volume | Volume Int cises Price | Smith & Nephew plc STND OPT (SNP) Indicative a-t-m Vol 22.13 Underlying Price 537.500 Time to expiry: 9 Days Sep 10 77.500 1.00 32.28 0 0 0| 0 0 0 0 460 57.750 0.99 29.05 0 0 0| 0 0 0 0 480 20.000 0.80 24.61 0 0 0| 0 0 0 0 520 6.750 0.46 21.85 0 0 0| 0 0 0 0 540 1.250 0.14 22.10 0 0 0| 0 55 0 0 560 0.250 0.02 22.63 0 0 0| 0 50 0 0 580 CAB 0.00 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 23.56 Underlying Price 537.500 Time to expiry: 100 Days Dec 10 99.750 0.93 29.54 0 0 0| 0 0 0 0 440 63.500 0.83 25.78 0 0 0| 0 0 0 0 480 35.000 0.62 24.41 0 0 0| 0 0 0 0 520 24.000 0.49 23.46 0 0 0| 0 0 0 0 540 14.500 0.37 21.94 0 0 0| 0 10 0 0 560 5.750 0.18 22.33 0 0 0| 0 113 0 0 600 2.000 0.07 22.49 0 0 0| 0 42 0 0 640 0.750 0.03 23.49 0 0 0| 0 400 0 0 680 0.250 0.01 25.10 0 0 0| 0 29 0 0 720 0.250 0.01 29.93 0 0 0| 0 8 0 0 800 Total 0 0 0| 0 602 0 0 Indicative a-t-m Vol 23.88 Underlying Price 537.500 Time to expiry: 191 Days Mar 11 104.000 0.86 28.00 0 0 0| 0 0 0 0 440 71.500 0.75 25.59 0 0 0| 0 6 0 0 480 45.500 0.60 24.36 0 0 0| 0 0 0 0 520 26.000 0.43 23.29 0 0 0| 0 65 0 0 560 13.000 0.27 22.33 0 0 0| 0 8 0 0 600 6.000 0.15 21.87 0 0 0| 0 20 0 0 640 3.000 0.08 22.38 0 0 0| 0 0 0 0 680 1.500 0.04 22.80 0 0 0| 0 4 0 0 720 0.500 0.02 24.96 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 21:53 Business Day Wed 8 Sep 2010 Previous Business Day Tue 7 Sep 2010 Page 50 Puts | Block | Opening Settle Delta Vola- Daily Trade Bclear Total | Official **Open Change Exer- Exer Trans Price tility High Low Volume Volume*** Volume | Volume Int cises Price | Smith & Nephew plc STND OPT (SNP) Indicative a-t-m Vol 22.36 Underlying Price 537.500 Time to expiry: 9 Days Sep 10 CAB 0.00 36.09 0 0 0| 0 0 0 0 460 0.250 -0.02 32.51 0 0 0| 0 4 0 0 480 2.750 -0.21 25.27 0 0 0| 0 0 0 0 520 9.250 -0.54 22.04 0 0 0| 0 37 0 0 540 23.500 -0.88 20.96 0 0 0| 0 72 0 0 560 42.750 -0.97 24.85 0 0 0| 0 54 0 0 580 62.500 -0.99 27.72 0 0 0| 0 14 0 0 600 82.500 -1.00 31.11 0 0 0| 0 5 0 0 620 102.500 -1.00 34.86 0 0 0| 0 24 0 0 640 122.500 -1.00 37.98 0 0 0| 0 5 0 0 660 142.500 -1.00 42.98 0 0 0| 0 47 0 0 680 182.500 -1.00 47.35 0 0 0| 0 10 0 0 720 222.500 -1.00 51.10 0 0 0| 0 0 0 0 760 262.500 -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 23.27 Underlying Price 537.500 Time to expiry: 100 Days Dec 10 3.500 -0.09 28.79 0 0 0| 0 0 0 0 440 8.250 -0.19 25.80 0 0 0| 0 29 0 0 480 19.500 20.000 -0.39 24.08 20.250 19.250 0 0 9| 0 32 0 0 520 29.000 -0.51 23.18 0 0 0| 0 79 0 0 540 40.500 -0.63 22.54 0 0 0| 0 44 0 0 560 70.500 -0.84 21.21 0 0 0| 0 81 0 0 600 107.000 -0.95 20.42 0 0 0| 0 20 0 0 640 146.000 -0.99 19.46 0 0 0| 0 9 0 0 680 186.000 -1.00 18.01 0 0 0| 0 0 0 0 720 266.000 -1.00 25.63 0 0 0| 0 0 0 0 800 Total 0 0 9| 0 294 0 0 Indicative a-t-m Vol 23.53 Underlying Price 537.500 Time to expiry: 191 Days Mar 11 8.000 -0.14 27.30 0 0 0| 0 0 0 0 440 15.750 -0.25 25.33 0 0 0| 0 18 0 0 480 29.500 -0.40 24.04 0 0 0| 0 16 0 0 520 49.750 -0.58 22.91 0 0 0| 0 34 0 0 560 76.750 -0.75 21.61 0 0 0| 0 0 0 0 600 110.500 -0.87 21.47 0 0 0| 0 6 0 0 640 147.500 -0.94 21.39 0 0 0| 0 0 0 0 680 186.000 -0.99 19.86 0 0 0| 0 0 0 0 720 266.000 -0.99 25.77 0 0 0| 0 0 0 0 800 Total 0 0 0| 0 74 0 0 Total Puts 0 0 9| 0 640 0 0 Grand Total 0 5,940 5,949| 0 8,614 0 0 Equity Options 21:53 Business Day Wed 8 Sep 2010 Previous Business Day Tue 7 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 28.58 Underlying Price 1870.000 Time to expiry: 9 Days Sep 10 670.000 1.00 72.84 0 0 0| 0 4 0 0 1200 570.000 1.00 58.97 0 0 0| 0 0 0 0 1300 470.000 1.00 51.60 0 0 0| 0 0 0 0 1400 370.500 1.00 41.27 0 0 0| 0 10 0 0 1500 320.500 1.00 39.58 0 0 0| 0 0 0 0 1550 270.500 1.00 36.43 0 0 0| 0 35 0 0 1600 221.000 0.98 35.76 0 0 0| 0 300 0 0 1650 169.000 172.000 0.96 33.66 180.500 S 168.000 S 0 0 13| 0 715 0 0 1700 125.000 0.90 31.61 0 0 0| 0 387 0 0 1750 82.500 0.78 30.57 0 0 0| 0 438 0 0 1800 47.000 0.60 29.41 0 0 0| 0 31 0 0 1850 23.000 21.000 0.37 27.33 23.000 23.000 0 0 6| 0 240 0 0 1900 7.000 0.17 26.00 0 0 0| 0 15 0 0 1950 2.000 0.06 25.64 0 0 0| 0 107 0 0 2000 CAB 0.00 25.16 0 0 0| 0 137 0 0 2100 CAB 0.00 25.15 0 0 0| 0 17 0 0 2200 Total 0 0 19| 0 2,436 0 0 Indicative a-t-m Vol 26.98 Underlying Price 1870.000 Time to expiry: 37 Days Oct 10 473.500 0.98 46.28 0 0 0| 0 0 0 0 1400 375.000 0.96 40.04 0 0 0| 0 0 0 0 1500 279.500 0.92 36.34 0 0 0| 0 10 0 0 1600 233.000 0.89 33.97 0 0 0| 0 0 0 0 1650 189.500 0.83 32.41 0 0 0| 0 20 0 0 1700 148.500 0.76 31.11 0 0 0| 0 1 0 0 1750 109.500 0.68 28.92 0 0 0| 0 22 0 0 1800 77.000 0.57 27.51 0 0 0| 0 11 0 0 1850 43.000 50.000 0.44 26.19 43.000 43.000 0 0 1| 0 6 0 0 1900 31.000 0.32 25.41 0 0 0| 0 53 0 0 1950 17.500 0.21 24.80 0 0 0| 6 26 +6 0 2000 4.000 0.07 23.36 0 0 0| 0 215 0 0 2100 0.500 0.01 22.46 0 0 0| 0 0 0 0 2200 Total 0 0 1| 6 364 +6 0 Indicative a-t-m Vol 29.05 Underlying Price 1870.000 Time to expiry: 72 Days Nov 10 480.500 0.95 42.62 0 0 0| 0 0 0 0 1400 386.000 0.91 38.84 0 0 0| 0 0 0 0 1500 295.000 0.86 35.25 0 0 0| 0 0 0 0 1600 252.500 0.82 34.03 0 0 0| 0 0 0 0 1650 212.000 0.77 32.71 0 0 0| 0 0 0 0 1700 175.500 0.71 31.87 0 0 0| 0 4 0 0 1750 145.500 140.500 0.64 30.55 145.500 S 145.500 S 0 0 1| 0 4 0 0 1800 104.000 109.500 0.56 29.48 104.000 S 104.000 S 0 0 10| 0 0 0 0 1850 82.500 0.48 28.41 0 0 0| 0 12 0 0 1900 43.000 0.31 27.07 0 0 0| 2 2 +2 0 2000 Equity Options 21:53 Business Day Wed 8 Sep 2010 Previous Business Day Tue 7 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 | 20.000 0.18 26.10 0 0 0| 0 70 0 0 2100 7.500 0.08 24.95 0 0 0| 0 0 0 0 2200 Total 0 0 11| 2 92 +2 0 Indicative a-t-m Vol 29.87 Underlying Price 1870.000 Time to expiry: 100 Days Dec 10 487.000 0.93 41.16 0 0 0| 0 8 0 0 1400 396.000 0.89 38.23 0 0 0| 0 0 0 0 1500 309.000 0.83 35.60 0 0 0| 0 6 0 0 1600 229.500 0.74 33.08 0 0 0| 0 26 0 0 1700 161.000 0.63 31.38 0 0 0| 0 65 0 0 1800 103.000 0.49 29.23 0 0 0| 0 453 0 0 1900 48.500 61.500 0.36 27.98 59.000 S 48.500 0 0 5| 0 368 0 0 2000 16.000 0.13 25.82 0 0 0| 0 212 0 0 2200 3.000 0.03 24.81 0 0 0| 0 2 0 0 2400 Total 0 0 5| 0 1,140 0 0 Indicative a-t-m Vol 31.75 Underlying Price 1870.000 Time to expiry: 191 Days Mar 11 509.000 0.88 39.91 0 0 0| 0 22 0 0 1400 424.000 0.84 37.81 0 0 0| 0 1 0 0 1500 344.500 0.78 35.84 0 0 0| 0 50 0 0 1600 272.000 0.70 34.12 0 0 0| 0 213 0 0 1700 208.000 0.62 32.68 0 0 0| 0 24 0 0 1800 153.000 0.52 31.34 0 0 0| 0 26 0 0 1900 107.500 0.42 30.05 0 0 0| 0 56 0 0 2000 18.000 0.11 26.86 0 0 0| 0 24 0 0 2400 Total 0 0 0| 0 416 0 0 Total Calls 0 0 36| 8 4,448 +8 0 | Equity Options 21:53 Business Day Wed 8 Sep 2010 Previous Business Day Tue 7 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 28.18 Underlying Price 1870.000 Time to expiry: 9 Days Sep 10 CAB 0.00 50.97 0 0 0| 0 131 0 0 1200 CAB 0.00 49.31 0 0 0| 0 109 0 0 1300 CAB 0.00 46.84 0 0 0| 0 1,055 0 0 1400 CAB 0.00 42.30 0 0 0| 0 388 0 0 1500 CAB 0.00 40.23 0 0 0| 0 11 0 0 1550 0.500 CAB -0.01 37.25 0.500 S 0.500 S 0 0 1| 0 349 0 0 1600 0.500 -0.01 35.28 0 0 0| 0 243 0 0 1650 1.500 -0.04 33.44 0 0 0| 0 91 0 0 1700 4.000 -0.09 30.69 0 0 0| 10 164 -28 0 1750 12.000 11.000 -0.21 29.50 12.000 12.000 0 0 5| 5 48 -5 0 1800 25.500 -0.40 28.47 0 0 0| 1 1 +1 0 1850 51.500 -0.63 27.75 0 0 0| 0 33 0 0 1900 87.500 -0.82 26.72 0 0 0| 0 10 0 0 1950 129.000 132.500 -0.93 27.49 129.000 129.000 0 0 2| 0 7 0 0 2000 230.500 -0.98 33.35 0 0 0| 0 0 0 0 2100 330.000 -0.99 41.28 0 0 0| 0 0 0 0 2200 Total 0 0 8| 16 2,640 -32 0 Indicative a-t-m Vol 27.38 Underlying Price 1870.000 Time to expiry: 37 Days Oct 10 4.000 -0.03 50.54 0 0 0| 0 0 0 0 1400 4.000 -0.04 40.09 0 0 0| 0 13 0 0 1500 10.000 8.500 -0.08 36.43 10.000 10.000 0 0 2| 0 46 0 0 1600 12.500 -0.12 34.56 0 0 0| 0 6 0 0 1650 18.500 -0.17 32.70 0 0 0| 0 52 0 0 1700 27.500 -0.24 31.07 0 0 0| 0 9 0 0 1750 39.500 -0.32 29.45 0 0 0| 0 9 0 0 1800 57.000 -0.43 27.91 0 0 0| 0 7 0 0 1850 80.000 -0.55 26.59 0 0 0| 0 0 0 0 1900 110.000 -0.68 25.50 0 0 0| 0 10 0 0 1950 147.500 -0.78 25.42 0 0 0| 0 1 0 0 2000 234.000 -0.93 24.45 0 0 0| 0 0 0 0 2100 331.000 -0.97 26.53 0 0 0| 0 0 0 0 2200 Total 0 0 2| 0 153 0 0 Indicative a-t-m Vol 29.34 Underlying Price 1870.000 Time to expiry: 72 Days Nov 10 8.500 -0.05 42.50 0 0 0| 0 0 0 0 1400 14.000 14.000 -0.09 38.91 14.000 14.000 0 0 1| 0 8 0 0 1500 25.500 24.000 -0.14 35.99 25.500 S 25.500 S 0 0 1| 0 3 0 0 1600 31.000 -0.18 34.39 0 0 0| 0 0 0 0 1650 41.000 -0.23 33.12 0 0 0| 0 6 0 0 1700 54.500 -0.29 32.29 0 0 0| 0 0 0 0 1750 69.500 -0.36 30.94 0 0 0| 0 0 0 0 1800 88.000 -0.44 29.71 0 0 0| 0 0 0 0 1850 111.500 -0.52 28.79 0 0 0| 0 0 0 0 1900 171.500 -0.69 27.31 0 0 0| 0 0 0 0 2000 249.000 -0.82 26.84 0 0 0| 0 0 0 0 2100 Equity Options 21:53 Business Day Wed 8 Sep 2010 Previous Business Day Tue 7 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 | 337.000 -0.91 26.18 0 0 0| 0 0 0 0 2200 Total 0 0 2| 0 17 0 0 Indicative a-t-m Vol 29.96 Underlying Price 1870.000 Time to expiry: 100 Days Dec 10 14.500 -0.07 41.31 0 0 0| 0 405 0 0 1400 24.000 -0.12 38.77 0 0 0| 0 373 0 0 1500 47.000 36.500 -0.18 35.86 47.000 47.000 0 0 1| 0 642 0 0 1600 57.500 -0.26 33.52 0 0 0| 0 279 0 0 1700 90.000 87.500 -0.37 31.45 90.000 90.000 0 0 5| 0 23 0 0 1800 130.000 -0.51 29.32 0 0 0| 0 10 0 0 1900 188.500 -0.65 28.14 0 0 0| 0 8 0 0 2000 345.500 -0.86 27.11 0 0 0| 0 1 0 0 2200 533.000 -0.96 27.52 0 0 0| 0 0 0 0 2400 Total 0 0 6| 0 1,741 0 0 Indicative a-t-m Vol 30.81 Underlying Price 1870.000 Time to expiry: 191 Days Mar 11 39.000 -0.13 38.88 0 0 0| 0 8 0 0 1400 56.500 -0.18 36.96 0 0 0| 0 88 0 0 1500 88.000 79.500 -0.25 35.17 88.000 88.000 0 0 100| 0 24 0 0 1600 109.500 -0.33 33.51 0 0 0| 0 226 0 0 1700 147.500 -0.41 31.92 0 0 0| 3 26 +3 0 1800 193.500 -0.51 30.33 0 0 0| 0 8 0 0 1900 250.000 252.000 -0.61 29.33 250.000 250.000 0 0 3| 0 45 0 0 2000 566.500 -0.92 24.42 0 0 0| 0 0 0 0 2400 Total 0 0 103| 3 425 +3 0 Total Puts 0 0 121| 19 4,976 -29 0 Grand Total 0 10,440 10,597| 27 21,488 -21 0 Equity Options 21:53 Business Day Wed 8 Sep 2010 Previous Business Day Tue 7 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 22.28 Underlying Price 211.700 Time to expiry: 9 Days Sep 10 71.750 1.00 66.85 0 0 0| 0 0 0 0 140 61.750 1.00 62.98 0 0 0| 0 0 0 0 150 51.750 1.00 57.45 0 0 0| 0 0 0 0 160 41.750 1.00 46.72 0 0 0| 0 0 0 0 170 36.750 1.00 40.15 0 0 0| 0 0 0 0 175 31.750 1.00 33.77 0 0 0| 0 0 0 0 180 26.750 1.00 31.88 0 0 0| 0 0 0 0 185 21.750 0.99 27.95 0 0 0| 0 0 0 0 190 16.750 0.99 22.63 0 0 0| 0 0 0 0 195 12.250 0.91 26.17 0 0 0| 0 0 0 0 200 7.750 0.79 24.53 0 0 0| 0 0 0 0 205 4.250 0.59 22.93 0 0 0| 0 26 0 0 210 1.750 0.34 21.30 0 0 0| 0 0 0 0 215 0.250 0.11 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 24.03 Underlying Price 211.700 Time to expiry: 100 Days Dec 10 72.000 1.00 13.44 0 0 0| 0 0 0 0 140 52.250 0.99 24.57 0 0 0| 0 0 0 0 160 43.500 0.92 32.26 0 0 0| 0 0 0 0 170 33.750 0.89 26.74 0 0 0| 0 0 0 0 180 26.000 0.79 28.09 0 0 0| 0 0 0 0 190 18.500 0.69 26.59 0 0 0| 15 69 -15 0 200 11.750 0.56 24.16 0 0 0| 2 156 +2 0 210 7.250 0.41 23.51 0 0 0| 0 111 0 0 220 3.750 0.26 22.28 0 0 0| 0 0 0 0 230 1.750 0.15 21.72 0 0 0| 0 0 0 0 240 Total 0 0 0| 17 336 -13 0 Indicative a-t-m Vol 25.23 Underlying Price 211.700 Time to expiry: 191 Days Mar 11 72.250 1.00 24.69 0 0 0| 0 0 0 0 140 54.000 0.93 31.28 0 0 0| 0 0 0 0 160 45.000 0.89 29.64 0 0 0| 0 0 0 0 170 36.500 0.83 28.26 0 0 0| 0 40 0 0 180 28.750 0.76 27.20 0 0 0| 0 41 0 0 190 21.750 0.67 26.07 0 0 0| 0 20 0 0 200 16.000 0.56 25.33 0 0 0| 0 0 0 0 210 11.250 0.46 24.81 0 0 0| 0 38 0 0 220 7.000 7.750 0.35 24.43 7.000 7.000 0 0 3| 0 27 0 0 230 5.000 0.26 23.76 0 0 0| 0 5 0 0 240 Total 0 0 3| 0 171 0 0 Total Calls 0 0 3| 17 699 -13 0 | Equity Options 21:53 Business Day Wed 8 Sep 2010 Previous Business Day Tue 7 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 24.08 Underlying Price 211.700 Time to expiry: 9 Days Sep 10 CAB 0.00 44.10 0 0 0| 0 0 0 0 140 CAB 0.00 40.71 0 0 0| 0 0 0 0 150 CAB 0.00 35.63 0 0 0| 0 68 0 0 160 CAB 0.00 35.63 0 0 0| 0 10 0 0 170 CAB 0.00 31.68 0 0 0| 0 9 0 0 175 CAB 0.00 29.42 0 0 0| 0 158 0 0 180 CAB 0.00 27.07 0 0 0| 0 0 0 0 185 CAB -0.01 28.29 0 0 0| 0 57 0 0 190 CAB -0.02 23.72 0 0 0| 0 0 0 0 195 0.250 -0.09 25.74 0 0 0| 0 57 0 0 200 1.000 -0.21 24.87 0 0 0| 0 1 0 0 205 2.500 -0.41 24.01 0 0 0| 2 81 0 0 210 5.250 -0.64 24.18 0 0 0| 0 46 0 0 215 10.750 9.000 -0.82 24.75 10.750 S 10.750 S 0 0 2| 0 35 0 0 220 18.250 -0.98 23.81 0 0 0| 0 0 0 0 230 28.250 -1.00 22.27 0 0 0| 0 0 0 0 240 Total 0 0 2| 2 522 0 0 Indicative a-t-m Vol 24.39 Underlying Price 211.700 Time to expiry: 100 Days Dec 10 CAB 0.00 11.84 0 0 0| 0 0 0 0 140 0.250 -0.02 28.12 0 0 0| 0 115 0 0 160 1.000 -0.07 29.85 0 0 0| 0 2 0 0 170 2.250 -0.13 30.03 0 0 0| 0 65 0 0 180 3.750 -0.20 27.62 0 0 0| 0 24 0 0 190 6.250 -0.31 25.96 0 0 0| 0 50 0 0 200 9.750 -0.44 24.45 0 0 0| 2 10 +2 0 210 15.250 -0.59 24.16 0 0 0| 0 3 0 0 220 22.750 -0.71 25.40 0 0 0| 0 0 0 0 230 31.000 -0.80 25.92 0 0 0| 0 0 0 0 240 Total 0 0 0| 2 269 +2 0 Indicative a-t-m Vol 25.38 Underlying Price 211.700 Time to expiry: 191 Days Mar 11 0.750 -0.04 31.33 0 0 0| 0 0 0 0 140 2.750 -0.12 30.96 0 0 0| 0 72 0 0 160 4.250 -0.17 29.53 0 0 0| 0 15 0 0 170 6.500 -0.24 28.49 0 0 0| 0 12 0 0 180 9.500 -0.32 27.14 0 0 0| 0 75 0 0 190 13.250 -0.42 25.95 0 0 0| 0 24 0 0 200 18.250 -0.52 25.57 0 0 0| 0 20 0 0 210 24.750 24.250 -0.63 24.60 24.750 24.750 0 0 3| 0 8 0 0 220 31.250 -0.73 23.93 0 0 0| 0 0 0 0 230 39.250 -0.81 23.56 0 0 0| 0 5 0 0 240 Total 0 0 3| 0 231 0 0 Total Puts 0 0 5| 4 1,022 +2 0 Grand Total 0 6,480 6,488| 21 9,209 -11 0 Equity Options 21:53 Business Day Wed 8 Sep 2010 Previous Business Day Tue 7 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 19.25 Underlying Price 462.900 Time to expiry: 9 Days Sep 10 103.000 1.00 27.21 0 0 0| 0 0 0 0 360 83.000 1.00 25.21 0 0 0| 0 0 0 0 380 63.000 1.00 24.21 0 0 0| 0 0 0 0 400 53.000 1.00 22.82 0 0 0| 0 0 0 0 410 43.000 1.00 21.91 0 0 0| 0 0 0 0 420 33.000 0.98 21.30 0 0 0| 0 0 0 0 430 23.500 0.94 20.49 0 0 0| 0 0 0 0 440 14.500 0.81 20.05 0 0 0| 0 0 0 0 450 7.500 0.59 19.52 0 0 0| 0 9 0 0 460 3.000 0.32 18.62 0 0 0| 0 2 0 0 470 0.750 0.12 18.23 0 0 0| 0 26 0 0 480 0.250 0.03 18.18 0 0 0| 0 0 0 0 490 CAB 0.01 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 22.14 Underlying Price 462.900 Time to expiry: 100 Days Dec 10 104.000 0.98 25.96 0 0 0| 0 0 0 0 360 66.000 0.91 24.27 0 0 0| 0 0 0 0 400 48.750 0.83 23.09 0 0 0| 0 0 0 0 420 29.000 34.000 0.70 22.67 29.000 29.000 0 0 5| 0 10 0 0 440 22.000 0.55 22.17 0 0 0| 15 150 0 0 460 13.250 0.39 21.95 0 0 0| 0 59 0 0 480 3.750 0.15 21.42 0 0 0| 0 36 0 0 520 0.500 0.03 20.25 0 0 0| 0 20 0 0 560 Total 0 0 5| 15 275 0 0 Indicative a-t-m Vol 23.93 Underlying Price 462.900 Time to expiry: 191 Days Mar 11 106.000 0.93 29.28 0 0 0| 0 0 0 0 360 67.000 70.750 0.82 26.40 67.000 67.000 0 0 2| 0 2 0 0 400 55.500 0.74 25.42 0 0 0| 0 0 0 0 420 41.750 0.64 24.52 0 0 0| 0 4 0 0 440 31.000 0.54 24.09 0 0 0| 0 0 0 0 460 21.250 0.43 23.04 0 0 0| 0 8 0 0 480 8.750 9.750 0.24 22.49 8.750 8.750 0 0 6| 16 16 +16 0 520 4.000 0.12 22.26 0 0 0| 0 35 0 0 560 Total 0 0 8| 16 65 +16 0 Total Calls 0 0 13| 31 419 +16 0 | Equity Options 21:53 Business Day Wed 8 Sep 2010 Previous Business Day Tue 7 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 19.25 Underlying Price 462.900 Time to expiry: 9 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 0.00 22.82 0 0 0| 0 8 0 0 410 CAB 0.00 21.91 0 0 0| 0 25 0 0 420 CAB -0.02 21.30 0 0 0| 0 0 0 0 430 0.500 -0.06 20.49 0 0 0| 0 2 0 0 440 1.750 -0.19 20.05 0 0 0| 0 0 0 0 450 4.500 -0.41 19.52 0 0 0| 0 16 0 0 460 10.000 -0.68 18.62 0 0 0| 0 0 0 0 470 17.750 -0.88 18.23 0 0 0| 0 2 0 0 480 27.250 -0.97 18.18 0 0 0| 0 0 0 0 490 37.000 -1.00 18.13 0 0 0| 0 0 0 0 500 57.000 -1.00 18.02 0 0 0| 0 0 0 0 520 97.000 -1.00 17.68 0 0 0| 0 0 0 0 560 Total 0 0 0| 0 86 0 0 Indicative a-t-m Vol 22.11 Underlying Price 462.900 Time to expiry: 100 Days Dec 10 0.750 -0.03 25.03 0 0 0| 0 10 0 0 360 4.250 -0.14 24.32 0 0 0| 0 265 0 0 400 7.750 -0.23 23.15 0 0 0| 0 13 0 0 420 14.250 -0.36 22.75 0 0 0| 0 0 0 0 440 23.000 -0.50 22.12 0 0 0| 0 2 0 0 460 35.250 -0.65 22.04 0 0 0| 0 0 0 0 480 66.750 -0.87 21.47 0 0 0| 0 0 0 0 520 103.750 -0.97 19.70 0 0 0| 0 0 0 0 560 Total 0 0 0| 0 290 0 0 Indicative a-t-m Vol 24.00 Underlying Price 462.900 Time to expiry: 191 Days Mar 11 5.750 -0.11 29.41 0 0 0| 0 0 0 0 360 12.000 -0.21 26.63 0 0 0| 0 23 0 0 400 17.250 -0.29 25.70 0 0 0| 0 0 0 0 420 23.750 -0.38 24.58 0 0 0| 0 40 0 0 440 33.250 -0.48 24.16 0 0 0| 0 10 0 0 460 44.000 -0.58 23.10 0 0 0| 0 0 0 0 480 72.500 -0.77 22.54 0 0 0| 0 0 0 0 520 107.000 -0.88 22.47 0 0 0| 0 0 0 0 560 Total 0 0 0| 0 73 0 0 Total Puts 0 0 0| 0 449 0 0 Grand Total 0 5,580 5,593| 31 7,316 +16 0 Equity Options 21:53 Business Day Wed 8 Sep 2010 Previous Business Day Tue 7 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 15.23 Underlying Price 414.750 Time to expiry: 9 Days Sep 10 94.750 1.00 47.79 0 0 0| 0 0 0 0 320 74.750 1.00 39.64 0 0 0| 0 0 0 0 340 54.750 1.00 29.19 0 0 0| 0 5 0 0 360 44.750 0.99 27.44 0 0 0| 0 0 0 0 370 34.750 0.99 23.02 0 0 0| 0 4 0 0 380 25.000 0.97 19.75 0 0 0| 0 10 0 0 390 15.500 0.88 19.03 0 0 0| 0 1,657 0 0 400 7.250 0.68 15.95 0 0 0| 25 107 0 0 410 2.000 0.31 14.51 0 0 0| 130 604 -120 0 420 0.500 0.09 16.19 0 0 0| 0 0 0 0 430 CAB 0.02 17.92 0 0 0| 0 1,675 0 0 440 CAB 0.00 23.81 0 0 0| 25 367 +12 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 0| 180 4,743 -108 0 Indicative a-t-m Vol 17.44 Underlying Price 414.750 Time to expiry: 37 Days Oct 10 75.000 1.00 23.57 0 0 0| 0 0 0 0 340 55.250 0.98 22.49 0 0 0| 0 0 0 0 360 36.000 0.91 21.41 0 0 0| 0 0 0 0 380 26.500 0.87 18.12 0 0 0| 0 0 0 0 390 18.750 0.75 18.63 0 0 0| 0 10 0 0 400 12.000 0.60 18.13 0 0 0| 0 562 0 0 410 5.250 6.250 0.42 16.75 5.250 5.250 0 0 1| 0 1,011 0 0 420 3.250 0.25 16.66 0 0 0| 0 0 0 0 430 1.250 0.13 16.41 0 0 0| 0 0 0 0 440 0.250 0.03 17.60 0 0 0| 0 0 0 0 460 Total 0 0 1| 0 1,583 0 0 Indicative a-t-m Vol 18.00 Underlying Price 414.750 Time to expiry: 72 Days Nov 10 55.750 0.95 23.87 0 0 0| 0 0 0 0 360 37.000 0.87 20.83 0 0 0| 0 0 0 0 380 28.500 0.79 19.92 0 0 0| 0 0 0 0 390 20.750 0.69 18.93 0 0 0| 0 0 0 0 400 14.250 0.56 18.12 0 0 0| 0 0 0 0 410 9.500 0.43 17.88 0 0 0| 1 61 +1 0 420 4.500 5.500 0.30 17.03 4.500 4.500 0 0 25| 0 0 0 0 430 3.250 0.20 16.74 0 0 0| 0 30 0 0 440 1.000 0.07 16.80 0 0 0| 0 0 0 0 460 Total 0 0 25| 1 91 +1 0 Indicative a-t-m Vol 19.03 Underlying Price 414.750 Time to expiry: 100 Days Dec 10 175.250 0.99 56.28 0 0 0| 0 0 0 0 240 135.250 0.99 41.68 0 0 0| 0 0 0 0 280 95.250 0.99 28.69 0 0 0| 0 3 0 0 320 Equity Options 21:53 Business Day Wed 8 Sep 2010 Previous Business Day Tue 7 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 | 56.250 0.92 23.28 0 0 0| 0 0 0 0 360 38.500 0.82 21.10 0 0 0| 0 0 0 0 380 23.750 0.65 20.17 0 0 0| 0 1,112 0 0 400 12.250 0.44 18.65 0 0 0| 0 2,489 0 0 420 5.500 0.25 17.61 0 0 0| 28 1,231 +12 0 440 2.000 0.11 16.95 0 0 0| 0 553 0 0 460 0.750 0.05 17.26 0 0 0| 0 1,223 0 0 480 CAB 0.00 19.65 0 0 0| 0 170 0 0 560 Total 0 0 0| 28 6,781 +12 0 Indicative a-t-m Vol 19.53 Underlying Price 414.750 Time to expiry: 191 Days Mar 11 96.250 0.94 27.48 0 0 0| 0 0 0 0 320 60.250 0.82 23.73 0 0 0| 0 0 0 0 360 44.250 0.73 21.79 0 0 0| 0 25 0 0 380 30.500 0.61 20.43 0 0 0| 0 148 0 0 400 19.250 0.47 19.23 0 0 0| 15 646 +15 0 420 11.500 0.34 18.46 0 0 0| 0 304 0 0 440 6.000 6.250 0.22 17.75 6.000 6.000 0 0 10| 40 166 +40 0 460 3.000 0.12 17.14 0 0 0| 0 918 0 0 480 CAB 0.01 16.65 0 0 0| 0 0 0 0 560 Total 0 0 10| 55 2,207 +55 0 Indicative a-t-m Vol 20.28 Underlying Price 414.750 Time to expiry: 282 Days Jun 11 97.000 0.92 26.65 0 0 0| 0 0 0 0 320 62.000 0.80 23.15 0 0 0| 0 100 0 0 360 46.750 0.71 21.78 0 0 0| 0 241 0 0 380 33.750 0.60 20.83 0 0 0| 0 50 0 0 400 23.500 0.49 20.09 0 0 0| 0 185 0 0 420 15.250 0.37 19.45 0 0 0| 0 278 0 0 440 5.250 0.17 18.05 0 0 0| 0 24 0 0 480 Total 0 0 0| 0 878 0 0 Indicative a-t-m Vol 20.22 Underlying Price 414.750 Time to expiry: 464 Days Dec 11 136.250 0.95 30.67 0 0 0| 0 3 0 0 280 99.750 0.87 26.85 0 0 0| 0 0 0 0 320 66.500 0.76 23.34 0 0 0| 0 0 0 0 360 39.500 0.59 20.88 0 0 0| 0 0 0 0 400 20.250 0.39 19.11 0 0 0| 0 0 0 0 440 11.500 0.25 19.70 0 0 0| 0 0 0 0 480 Total 0 0 0| 0 3 0 0 Indicative a-t-m Vol 23.35 Underlying Price 414.750 Time to expiry: 646 Days Jun 12 104.500 0.83 29.00 0 0 0| 0 0 0 0 320 74.000 0.72 25.93 0 0 0| 0 0 0 0 360 49.000 0.58 23.75 0 0 0| 0 0 0 0 400 31.500 0.44 22.68 0 0 0| 0 0 0 0 440 Total 0 0 0| 0 0 0 0 Indicative a-t-m Vol 22.85 Underlying Price 414.750 Time to expiry: 835 Days Dec 12 Equity Options 21:53 Business Day Wed 8 Sep 2010 Previous Business Day Tue 7 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 | 107.250 0.81 29.00 0 0 0| 0 0 0 0 320 76.500 0.71 25.33 0 0 0| 0 0 0 0 360 52.750 0.58 23.45 0 0 0| 0 850 0 0 400 34.250 0.45 21.84 0 0 0| 0 0 0 0 440 22.250 0.33 21.25 0 0 0| 0 0 0 0 480 Total 0 0 0| 0 850 0 0 Total Calls 0 0 36| 264 17,136 -40 0 | Equity Options 21:53 Business Day Wed 8 Sep 2010 Previous Business Day Tue 7 Sep 2010 Page 62 Puts | Block | Opening Settle Delta Vola- Daily Trade Bclear Total | Official **Open Change Exer- Exer Trans Price tility High Low Volume Volume*** Volume | Volume Int cises Price | Tesco plc STND OPT (TCO) Indicative a-t-m Vol 15.64 Underlying Price 414.750 Time to expiry: 9 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 0.00 25.29 0 0 0| 0 383 0 0 370 CAB 0.00 20.47 0 0 0| 0 7,645 0 0 380 0.250 -0.03 19.97 0 0 0| 0 279 0 0 390 0.500 -0.10 17.51 0 0 0| 7 576 -7 0 400 2.500 -0.33 16.21 0 0 0| 0 69 0 0 410 9.000 7.250 -0.69 15.06 9.000 7.250 S 0 0 16| 25 949 +20 0 420 16.250 -0.85 20.95 0 0 0| 0 0 0 0 430 29.750 25.500 -0.95 21.30 29.750 29.750 0 0 3| 0 148 0 0 440 45.250 -0.99 26.63 0 0 0| 0 15 0 0 460 65.250 -1.00 33.14 0 0 0| 0 0 0 0 480 145.250 -1.00 34.29 0 0 0| 0 0 0 0 560 Total 0 0 19| 32 11,481 +13 0 Indicative a-t-m Vol 17.70 Underlying Price 414.750 Time to expiry: 37 Days Oct 10 0.250 -0.02 29.15 0 0 0| 0 0 0 0 340 0.750 -0.05 25.74 0 0 0| 0 10 0 0 360 2.000 -0.13 22.06 0 0 0| 0 904 0 0 380 3.250 -0.20 20.18 0 0 0| 0 660 0 0 390 5.500 -0.32 19.22 0 0 0| 0 121 0 0 400 9.250 -0.48 18.18 0 0 0| 10 32 +10 0 410 14.500 -0.65 17.22 0 0 0| 0 55 0 0 420 21.750 -0.80 16.47 0 0 0| 0 0 0 0 430 30.750 -0.88 18.07 0 0 0| 0 0 0 0 440 49.500 -0.96 19.48 0 0 0| 0 0 0 0 460 Total 0 0 0| 10 1,782 +10 0 Indicative a-t-m Vol 18.46 Underlying Price 414.750 Time to expiry: 72 Days Nov 10 2.000 -0.10 23.65 0 0 0| 0 0 0 0 360 4.500 -0.19 21.54 0 0 0| 0 0 0 0 380 6.250 -0.27 20.32 0 0 0| 0 87 0 0 390 9.250 -0.36 19.32 0 0 0| 7 36 +7 0 400 13.250 -0.47 18.78 0 0 0| 0 20 0 0 410 18.500 -0.59 18.14 0 0 0| 0 0 0 0 420 24.250 -0.72 16.92 0 0 0| 0 0 0 0 430 32.500 -0.80 17.27 0 0 0| 0 0 0 0 440 50.250 -0.92 17.47 0 0 0| 0 0 0 0 460 Total 0 0 0| 7 143 +7 0 Indicative a-t-m Vol 19.15 Underlying Price 414.750 Time to expiry: 100 Days Dec 10 CAB 0.00 40.18 0 0 0| 0 81 0 0 240 0.250 -0.01 33.32 0 0 0| 0 349 0 0 280 1.000 -0.04 28.30 0 0 0| 0 567 0 0 320 3.750 -0.13 24.09 0 0 0| 0 3,587 0 0 360 Equity Options 21:53 Business Day Wed 8 Sep 2010 Previous Business Day Tue 7 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 | 6.750 -0.23 21.92 0 0 0| 28 3,363 +12 0 380 12.000 12.000 -0.38 19.97 12.000 S 11.500 S 0 0 12| 0 3,801 0 0 400 21.250 -0.57 18.88 0 0 0| 0 603 0 0 420 34.250 -0.76 17.75 0 0 0| 0 1,176 0 0 440 51.250 -0.88 17.84 0 0 0| 0 174 0 0 460 69.500 -0.96 16.74 0 0 0| 0 71 0 0 480 149.250 -0.99 27.26 0 0 0| 0 25 0 0 560 Total 0 0 12| 28 13,797 +12 0 Indicative a-t-m Vol 19.66 Underlying Price 414.750 Time to expiry: 191 Days Mar 11 3.500 -0.08 27.28 0 0 0| 0 50 0 0 320 8.250 -0.19 23.78 0 0 0| 0 149 0 0 360 12.250 -0.28 21.97 0 0 0| 0 207 0 0 380 18.500 -0.39 20.57 0 0 0| 0 583 0 0 400 27.500 -0.53 19.36 0 0 0| 0 583 0 0 420 39.750 -0.67 18.83 0 0 0| 0 101 0 0 440 54.500 -0.79 18.02 0 0 0| 0 20 0 0 460 71.500 -0.88 17.79 0 0 0| 0 5 0 0 480 149.250 -0.98 21.85 0 0 0| 0 0 0 0 560 Total 0 0 0| 0 1,698 0 0 Indicative a-t-m Vol 20.27 Underlying Price 414.750 Time to expiry: 282 Days Jun 11 6.500 -0.13 25.64 0 0 0| 0 420 0 0 320 14.000 -0.26 23.19 0 0 0| 0 221 0 0 360 20.000 -0.35 21.90 0 0 0| 0 205 0 0 380 27.750 -0.45 20.91 0 0 0| 0 75 0 0 400 38.250 -0.56 20.05 0 0 0| 0 275 0 0 420 50.750 -0.67 19.30 0 0 0| 0 302 0 0 440 82.750 -0.83 19.41 0 0 0| 0 0 0 0 480 Total 0 0 0| 0 1,498 0 0 Indicative a-t-m Vol 20.73 Underlying Price 414.750 Time to expiry: 464 Days Dec 11 9.250 -0.12 31.29 0 0 0| 0 0 0 0 280 14.750 -0.19 27.16 0 0 0| 0 0 0 0 320 23.000 -0.30 23.54 0 0 0| 0 750 0 0 360 37.250 -0.45 20.98 0 0 0| 0 500 0 0 400 60.750 -0.62 20.32 0 0 0| 0 0 0 0 440 90.500 -0.76 19.99 0 0 0| 0 0 0 0 480 Total 0 0 0| 0 1,250 0 0 Indicative a-t-m Vol 23.14 Underlying Price 414.750 Time to expiry: 646 Days Jun 12 26.750 -0.24 30.00 0 0 0| 0 0 0 0 320 35.750 -0.34 25.70 0 0 0| 0 0 0 0 360 52.250 -0.46 23.57 0 0 0| 0 0 0 0 400 75.250 -0.59 22.41 0 0 0| 0 0 0 0 440 Total 0 0 0| 0 0 0 0 Indicative a-t-m Vol 22.86 Underlying Price 414.750 Time to expiry: 835 Days Dec 12 33.250 -0.25 30.00 0 0 0| 0 0 0 0 320 Equity Options 21:53 Business Day Wed 8 Sep 2010 Previous Business Day Tue 7 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 | 41.250 -0.34 25.15 0 0 0| 0 350 0 0 360 58.750 -0.46 23.50 0 0 0| 0 150 0 0 400 80.000 -0.58 21.80 0 0 0| 0 0 0 0 440 106.750 -0.69 20.71 0 0 0| 0 0 0 0 480 Total 0 0 0| 0 500 0 0 Total Puts 0 0 31| 77 32,149 +42 0 Grand Total 0 13,500 13,567| 341 64,885 +2 0 Equity Options 21:53 Business Day Wed 8 Sep 2010 Previous Business Day Tue 7 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 323.200 Time to expiry: 9 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 1.00 17.51 0 0 0| 0 10 0 0 300 4.750 0.67 13.90 0 0 0| 0 3,171 0 0 320 Total 0 0 0| 0 4,559 0 0 Indicative a-t-m Vol 0.00 Underlying Price 323.200 Time to expiry: 100 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 0 210 103.500 1.00 34.90 0 0 0| 0 10 0 0 220 93.500 0.99 33.80 0 0 0| 0 44 0 0 230 83.750 0.98 33.40 0 0 0| 0 55 0 0 240 64.500 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 323.200 Time to expiry: 191 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 0.93 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 0.77 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 21:53 Business Day Wed 8 Sep 2010 Previous Business Day Tue 7 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 323.200 Time to expiry: 9 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 CAB -0.02 22.82 0 0 0| 0 190 0 0 300 2.000 -0.34 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 323.200 Time to expiry: 100 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 -0.01 34.60 0 0 0| 0 10 0 0 220 0.500 -0.02 33.50 0 0 0| 0 7 0 0 230 0.750 -0.04 32.60 0 0 0| 0 10 0 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 20.750 -0.46 31.80 0 0 0| 0 0 0 0 320 Total 0 0 0| 0 225 0 0 Indicative a-t-m Vol 0.00 Underlying Price 323.200 Time to expiry: 191 Days Mar 11 1.000 -0.03 36.50 0 0 0| 0 0 0 0 200 1.500 -0.04 35.90 0 0 0| 0 0 0 0 210 2.000 -0.05 34.60 0 0 0| 0 0 0 0 220 2.500 -0.07 33.60 0 0 0| 0 0 0 0 230 3.500 -0.09 33.10 0 0 0| 0 0 0 0 240 6.750 -0.15 32.30 0 0 0| 0 0 0 0 260 11.250 -0.23 31.30 0 0 0| 0 0 0 0 280 27.750 -0.45 31.00 0 0 0| 0 0 0 0 320 Total 0 0 0| 0 0 0 0 Total Puts 0 0 0| 0 4,571 0 0 Grand Total 0 6,300 6,300| 0 16,789 0 0 Equity Options 21:53 Business Day Wed 8 Sep 2010 Previous Business Day Tue 7 Sep 2010 Page 67 Calls | Block | Opening Settle Delta Vola- Daily Trade Bclear Total | Official **Open Change Exer- Exer Trans Price tility High Low Volume Volume*** Volume | Volume Int cises Price | Tullow Oil PLC - STND OPT (TLO) Indicative a-t-m Vol 38.73 Underlying Price 1240.000 Time to expiry: 9 Days Sep 10 360.000 1.00 44.10 0 0 0| 0 0 0 0 880 320.000 1.00 45.05 0 0 0| 0 0 0 0 920 280.000 1.00 44.51 0 0 0| 0 10 0 0 960 260.000 1.00 44.74 0 0 0| 0 0 0 0 980 240.000 1.00 44.28 0 0 0| 0 2 0 0 1000 190.500 0.99 42.93 0 0 0| 0 0 0 0 1050 141.500 0.96 40.99 0 0 0| 0 98 0 0 1100 95.000 0.88 39.76 0 0 0| 0 1 0 0 1150 49.500 56.000 0.70 39.74 49.500 S 49.500 S 0 0 1| 0 78 0 0 1200 27.000 0.46 38.48 0 0 0| 0 1 0 0 1250 11.500 0.25 39.69 0 0 0| 65 333 +57 0 1300 3.000 0.09 37.28 0 0 0| 0 0 0 0 1350 1.000 0.03 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 1| 65 650 +57 0 Indicative a-t-m Vol 37.06 Underlying Price 1240.000 Time to expiry: 100 Days Dec 10 368.500 0.94 46.04 0 0 0| 0 0 0 0 880 296.000 0.89 42.99 0 0 0| 4 4 0 0 960 261.000 0.86 41.69 0 0 0| 0 0 0 0 1000 182.500 0.75 39.48 0 0 0| 0 25 0 0 1100 117.000 0.61 37.39 0 0 0| 8 69 0 0 1200 70.500 0.44 36.56 0 0 0| 0 196 0 0 1300 37.500 40.000 0.30 36.25 37.500 S 37.500 S 0 0 1| 0 27 0 0 1400 11.500 0.11 36.51 0 0 0| 0 302 0 0 1600 Total 0 0 1| 12 623 0 0 Indicative a-t-m Vol 36.77 Underlying Price 1240.000 Time to expiry: 191 Days Mar 11 379.000 0.91 40.25 0 0 0| 0 0 0 0 880 314.000 0.85 40.03 0 0 0| 0 0 0 0 960 283.000 0.82 39.60 0 0 0| 0 0 0 0 1000 213.000 0.72 38.59 0 0 0| 0 0 0 0 1100 152.000 0.61 36.74 0 0 0| 0 40 0 0 1200 108.000 0.49 36.82 0 0 0| 0 1 0 0 1300 69.000 73.500 0.37 36.27 69.000 69.000 0 0 1| 0 3 0 0 1400 36.500 0.21 37.56 0 0 0| 0 0 0 0 1600 Total 0 0 1| 0 44 0 0 Total Calls 0 0 3| 77 1,317 +57 0 | Equity Options 21:53 Business Day Wed 8 Sep 2010 Previous Business Day Tue 7 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 37.79 Underlying Price 1240.000 Time to expiry: 9 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 0.00 48.07 0 0 0| 0 218 0 0 1000 0.500 -0.02 47.46 0 0 0| 0 0 0 0 1050 2.000 -0.05 45.79 0 0 0| 8 29 -8 0 1100 6.000 -0.13 42.75 0 0 0| 0 0 0 0 1150 15.500 -0.29 39.19 0 0 0| 0 25 0 0 1200 36.000 -0.54 37.44 0 0 0| 0 2 0 0 1250 69.500 -0.77 36.83 0 0 0| 0 11 0 0 1300 112.500 -0.92 36.38 0 0 0| 0 10 0 0 1350 160.500 -0.98 35.92 0 0 0| 0 5 0 0 1400 260.000 -1.00 36.19 0 0 0| 0 0 0 0 1500 360.000 -1.00 38.51 0 0 0| 0 0 0 0 1600 Total 0 0 0| 8 368 -8 0 Indicative a-t-m Vol 37.03 Underlying Price 1240.000 Time to expiry: 100 Days Dec 10 8.000 -0.06 44.93 0 0 0| 0 8 0 0 880 16.000 -0.11 42.98 0 0 0| 0 51 0 0 960 21.000 -0.14 41.73 0 0 0| 0 29 0 0 1000 42.500 -0.25 39.59 0 0 0| 0 55 0 0 1100 76.500 -0.39 37.35 0 0 0| 0 39 0 0 1200 130.000 -0.56 36.54 0 0 0| 0 12 0 0 1300 199.500 -0.71 36.24 0 0 0| 0 0 0 0 1400 371.500 -0.89 36.67 0 0 0| 0 0 0 0 1600 Total 0 0 0| 0 194 0 0 Indicative a-t-m Vol 36.47 Underlying Price 1240.000 Time to expiry: 191 Days Mar 11 22.500 -0.10 43.21 0 0 0| 0 1 0 0 880 35.000 -0.16 41.40 0 0 0| 0 1 0 0 960 43.500 -0.19 40.60 0 0 0| 0 5 0 0 1000 71.500 -0.28 38.88 0 0 0| 0 33 0 0 1100 109.500 -0.40 36.87 0 0 0| 0 0 0 0 1200 161.500 -0.52 35.86 0 0 0| 0 10 0 0 1300 227.500 -0.63 35.40 0 0 0| 0 0 0 0 1400 389.500 -0.80 36.15 0 0 0| 0 0 0 0 1600 Total 0 0 0| 0 50 0 0 Total Puts 0 0 0| 8 612 -8 0 Grand Total 0 5,580 5,583| 85 8,377 +49 0 Equity Options 21:53 Business Day Wed 8 Sep 2010 Previous Business Day Tue 7 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 20.67 Underlying Price 1752.000 Time to expiry: 9 Days Sep 10 252.500 1.00 28.58 0 0 0| 0 0 0 0 1500 152.500 0.99 24.48 0 0 0| 0 0 0 0 1600 103.500 0.95 22.62 0 0 0| 0 0 0 0 1650 59.500 0.80 21.94 0 0 0| 1 2 0 0 1700 25.000 0.52 20.70 0 0 0| 0 1,081 0 0 1750 7.000 0.21 20.01 0 0 0| 0 40 0 0 1800 1.000 0.05 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 0| 1 2,407 0 0 Indicative a-t-m Vol 22.14 Underlying Price 1752.000 Time to expiry: 100 Days Dec 10 356.500 0.97 27.10 0 0 0| 0 15 0 0 1400 158.000 177.500 0.80 24.13 158.000 158.000 0 0 5| 0 10 0 0 1600 106.500 0.63 22.84 0 0 0| 0 18 0 0 1700 54.000 0.42 21.49 0 0 0| 0 29 0 0 1800 23.500 0.23 20.66 0 0 0| 0 1,089 0 0 1900 8.500 0.10 20.03 0 0 0| 0 361 0 0 2000 1.000 0.02 20.26 0 0 0| 0 5 0 0 2200 CAB 0.00 22.10 0 0 0| 0 17 0 0 2400 Total 0 0 5| 0 1,544 0 0 Indicative a-t-m Vol 22.30 Underlying Price 1752.000 Time to expiry: 191 Days Mar 11 365.000 0.91 28.42 0 0 0| 0 0 0 0 1400 198.500 0.73 24.84 0 0 0| 0 0 0 0 1600 131.500 0.59 23.17 0 0 0| 0 5 0 0 1700 78.000 0.44 21.49 0 0 0| 0 6 0 0 1800 45.500 0.30 21.17 0 0 0| 0 7 0 0 1900 23.500 0.18 20.49 0 0 0| 0 40 0 0 2000 5.500 0.06 20.12 0 0 0| 0 35 0 0 2200 2.500 0.02 22.29 0 0 0| 0 0 0 0 2400 Total 0 0 0| 0 93 0 0 Total Calls 0 0 5| 1 4,044 0 0 | Equity Options 21:53 Business Day Wed 8 Sep 2010 Previous Business Day Tue 7 Sep 2010 Page 70 Puts | Block | Opening Settle Delta Vola- Daily Trade Bclear Total | Official **Open Change Exer- Exer Trans Price tility High Low Volume Volume*** Volume | Volume Int cises Price | Unilever plc STND OPT (ULV) Indicative a-t-m Vol 19.41 Underlying Price 1752.000 Time to expiry: 9 Days Sep 10 CAB 0.00 28.62 0 0 0| 0 300 0 0 1500 0.500 -0.02 26.22 0 0 0| 0 513 0 0 1600 2.000 -0.06 23.97 0 0 0| 0 107 0 0 1650 11.000 6.000 -0.18 20.53 13.000 11.000 0 0 6| 0 483 0 0 1700 21.500 -0.48 19.45 0 0 0| 0 17 0 0 1750 53.500 -0.81 18.38 0 0 0| 0 65 0 0 1800 98.500 -0.97 17.88 0 0 0| 0 10 0 0 1850 148.000 -1.00 18.28 0 0 0| 0 146 0 0 1900 198.000 -1.00 18.28 0 0 0| 0 0 0 0 1950 248.000 -1.00 18.28 0 0 0| 0 14 0 0 2000 448.000 -1.00 18.28 0 0 0| 0 0 0 0 2200 648.000 -1.00 18.28 0 0 0| 0 0 0 0 2400 Total 0 0 6| 0 1,655 0 0 Indicative a-t-m Vol 22.08 Underlying Price 1752.000 Time to expiry: 100 Days Dec 10 9.000 -0.07 29.54 0 0 0| 0 868 0 0 1400 34.000 -0.24 24.59 0 0 0| 0 444 0 0 1600 63.000 -0.40 22.44 0 0 0| 0 77 0 0 1700 115.500 -0.60 21.74 0 0 0| 0 77 0 0 1800 186.000 -0.78 21.14 0 0 0| 0 233 0 0 1900 272.000 -0.89 21.05 0 0 0| 0 117 0 0 2000 464.500 -0.97 22.96 0 0 0| 0 0 0 0 2200 663.500 -0.98 28.01 0 0 0| 0 0 0 0 2400 Total 0 0 0| 0 1,816 0 0 Indicative a-t-m Vol 21.86 Underlying Price 1752.000 Time to expiry: 191 Days Mar 11 25.500 -0.13 28.27 0 0 0| 0 366 0 0 1400 64.000 -0.30 24.10 0 0 0| 4 11 +4 0 1600 110.500 100.000 -0.44 22.46 110.500 99.500 0 0 20| 0 12 0 0 1700 151.000 -0.58 21.30 0 0 0| 0 31 0 0 1800 220.500 -0.71 21.15 0 0 0| 0 0 0 0 1900 297.500 -0.83 19.98 0 0 0| 0 0 0 0 2000 480.000 -0.96 19.08 0 0 0| 0 0 0 0 2200 675.500 -1.00 16.17 0 0 0| 0 0 0 0 2400 Total 0 0 20| 4 420 +4 0 Total Puts 0 0 26| 4 3,891 +4 0 Grand Total 0 5,040 5,071| 5 13,759 +4 0 Equity Options 21:53 Business Day Wed 8 Sep 2010 Previous Business Day Tue 7 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 23.49 Underlying Price 598.000 Time to expiry: 9 Days Sep 10 158.000 1.00 48.91 0 0 0| 0 0 0 0 440 138.000 1.00 41.47 0 0 0| 0 0 0 0 460 118.000 1.00 35.60 0 0 0| 0 5 0 0 480 98.000 1.00 31.69 0 0 0| 0 8 0 0 500 78.000 1.00 28.17 0 0 0| 2 149 -2 0 520 58.250 0.99 25.04 0 0 0| 2 7 0 0 540 36.500 38.500 0.96 22.69 36.500 S 36.500 S 0 0 2| 2 383 0 0 560 20.250 0.82 20.71 0 0 0| 4 243 0 0 580 8.500 0.48 23.80 0 0 0| 0 1,288 0 0 600 1.750 0.16 21.12 0 0 0| 0 1 0 0 620 0.250 0.03 21.27 0 0 0| 0 10 0 0 640 CAB 0.00 26.39 0 0 0| 0 0 0 0 680 Total 0 0 2| 10 2,094 -2 0 Indicative a-t-m Vol 21.44 Underlying Price 598.000 Time to expiry: 100 Days Dec 10 159.000 1.00 21.02 0 0 0| 0 0 0 0 440 120.000 0.96 25.10 0 0 0| 0 0 0 0 480 83.250 0.89 24.20 0 0 0| 0 161 0 0 520 66.250 0.82 23.55 0 0 0| 0 3 0 0 540 50.500 0.74 22.68 0 0 0| 0 144 0 0 560 24.500 25.500 0.52 21.37 24.500 S 24.500 S 0 0 2| 0 206 0 0 600 11.500 0.29 21.59 0 0 0| 0 759 0 0 640 1.750 0.06 22.48 0 0 0| 0 125 0 0 720 Total 0 0 2| 0 1,398 0 0 Indicative a-t-m Vol 21.53 Underlying Price 598.000 Time to expiry: 191 Days Mar 11 159.750 0.98 26.17 0 0 0| 0 0 0 0 440 122.250 0.93 25.86 0 0 0| 0 0 0 0 480 87.750 0.83 24.73 0 0 0| 0 1 0 0 520 57.000 0.69 22.92 0 0 0| 0 43 0 0 560 33.000 0.51 21.45 0 0 0| 2 18 +2 0 600 17.750 0.33 20.93 0 0 0| 0 23 0 0 640 4.500 0.11 20.99 0 0 0| 0 0 0 0 720 Total 0 0 0| 2 85 +2 0 Total Calls 0 0 4| 12 3,577 0 0 | Equity Options 21:53 Business Day Wed 8 Sep 2010 Previous Business Day Tue 7 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 21.00 Underlying Price 598.000 Time to expiry: 9 Days Sep 10 CAB 0.00 48.09 0 0 0| 0 35 0 0 440 CAB 0.00 42.61 0 0 0| 0 120 0 0 460 CAB 0.00 37.70 0 0 0| 0 135 0 0 480 CAB 0.00 32.29 0 0 0| 0 16 0 0 500 CAB 0.00 26.89 0 0 0| 0 197 0 0 520 CAB 0.00 22.87 0 0 0| 0 25 0 0 540 0.250 -0.04 22.50 0 0 0| 0 204 0 0 560 2.000 -0.18 20.52 0 0 0| 0 102 0 0 580 9.250 -0.53 21.06 0 0 0| 0 56 0 0 600 23.750 -0.83 22.11 0 0 0| 0 11 0 0 620 42.500 -0.96 24.07 0 0 0| 0 0 0 0 640 82.250 -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 21.14 Underlying Price 598.000 Time to expiry: 100 Days Dec 10 1.750 -0.04 33.63 0 0 0| 0 18 0 0 440 2.750 -0.07 27.86 0 0 0| 0 489 0 0 480 6.000 -0.15 24.05 0 0 0| 0 72 0 0 520 9.750 -0.22 23.32 0 0 0| 0 120 0 0 540 14.500 -0.31 22.11 0 0 0| 0 147 0 0 560 31.750 -0.54 21.09 0 0 0| 0 24 0 0 600 60.000 -0.75 21.70 0 0 0| 0 20 0 0 640 132.250 -0.94 23.92 0 0 0| 0 0 0 0 720 Total 0 0 0| 0 890 0 0 Indicative a-t-m Vol 21.80 Underlying Price 598.000 Time to expiry: 191 Days Mar 11 3.250 -0.06 28.04 0 0 0| 0 3 0 0 440 7.250 -0.12 26.38 0 0 0| 0 24 0 0 480 13.750 -0.21 24.51 0 0 0| 0 10 0 0 520 25.000 -0.34 23.01 0 0 0| 0 12 0 0 560 42.250 -0.51 21.74 0 0 0| 0 19 0 0 600 67.250 -0.68 21.07 0 0 0| 0 10 0 0 640 135.250 -0.88 22.42 0 0 0| 0 0 0 0 720 Total 0 0 0| 0 78 0 0 Total Puts 0 0 0| 0 1,871 0 0 Grand Total 0 4,860 4,864| 12 11,064 0 0 Equity Options 21:53 Business Day Wed 8 Sep 2010 Previous Business Day Tue 7 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 53.98 Underlying Price 1972.000 Time to expiry: 9 Days Sep 10 373.000 0.99 56.72 0 0 0| 0 0 0 0 1600 276.000 0.95 55.62 0 0 0| 0 0 0 0 1700 230.000 0.91 55.13 0 0 0| 0 0 0 0 1750 186.000 0.85 54.81 0 0 0| 0 0 0 0 1800 146.500 0.77 54.58 0 0 0| 0 0 0 0 1850 111.000 0.68 54.18 0 0 0| 0 0 0 0 1900 81.500 0.57 53.83 0 0 0| 0 0 0 0 1950 58.000 0.46 54.17 0 0 0| 0 21 0 0 2000 27.000 0.26 54.93 0 0 0| 0 0 0 0 2100 10.500 0.12 55.14 0 0 0| 0 307 0 0 2200 4.000 0.05 55.34 0 0 0| 0 18 0 0 2300 1.000 0.02 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 52.86 Underlying Price 1972.000 Time to expiry: 100 Days Dec 10 440.500 0.81 54.59 0 0 0| 0 18 0 0 1600 370.500 0.75 54.28 0 0 0| 0 0 0 0 1700 308.000 0.68 53.85 0 0 0| 0 0 0 0 1800 252.000 0.61 53.20 0 0 0| 0 0 0 0 1900 204.000 0.54 52.73 0 0 0| 8 44 +8 0 2000 129.000 0.40 52.11 0 0 0| 0 8 0 0 2200 78.500 0.28 51.36 0 0 0| 0 12 0 0 2400 45.000 0.18 50.39 0 0 0| 0 0 0 0 2600 27.000 0.12 50.85 0 0 0| 0 28 0 0 2800 16.000 0.08 51.38 0 0 0| 0 25 0 0 3000 9.500 0.05 51.37 0 0 0| 0 4 0 0 3200 6.000 0.03 52.18 0 0 0| 0 1 0 0 3400 3.500 0.02 52.23 0 0 0| 0 0 0 0 3600 Total 0 0 0| 8 140 +8 0 Indicative a-t-m Vol 52.48 Underlying Price 1972.000 Time to expiry: 191 Days Mar 11 622.000 0.88 49.64 0 0 0| 0 3 0 0 1400 491.000 0.77 52.63 0 0 0| 0 0 0 0 1600 432.500 0.72 53.14 0 0 0| 0 0 0 0 1700 377.500 0.67 53.13 0 0 0| 0 0 0 0 1800 327.500 0.61 52.65 0 0 0| 0 0 0 0 1900 282.500 0.56 52.41 0 0 0| 0 0 0 0 2000 Equity Options 21:53 Business Day Wed 8 Sep 2010 Previous Business Day Tue 7 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 | 205.000 0.46 51.33 0 0 0| 0 0 0 0 2200 144.000 0.36 50.21 0 0 0| 0 5 0 0 2400 98.500 0.27 49.22 0 0 0| 0 0 0 0 2600 67.500 0.20 48.57 0 0 0| 0 9 0 0 2800 35.000 0.12 49.22 0 0 0| 0 4 0 0 3200 Total 0 0 0| 0 21 0 0 Total Calls 0 0 0| 8 1,506 +8 0 | Equity Options 21:53 Business Day Wed 8 Sep 2010 Previous Business Day Tue 7 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 54.40 Underlying Price 1972.000 Time to expiry: 9 Days Sep 10 1.000 -0.01 57.60 0 0 0| 0 0 0 0 1600 4.000 -0.05 56.47 0 0 0| 0 5 0 0 1700 8.000 -0.09 55.78 0 0 0| 0 0 0 0 1750 14.500 -0.15 55.34 0 0 0| 0 116 0 0 1800 25.000 -0.23 55.03 0 0 0| 0 3 0 0 1850 39.500 -0.32 54.59 0 0 0| 0 259 0 0 1900 72.500 60.000 -0.43 54.24 72.500 71.000 0 0 33| 200 200 +200 0 1950 86.500 -0.54 54.61 0 0 0| 0 8 0 0 2000 155.000 -0.74 55.13 0 0 0| 0 1 0 0 2100 239.000 -0.87 55.89 0 0 0| 0 113 0 0 2200 332.000 -0.95 56.72 0 0 0| 0 0 0 0 2300 429.500 -0.98 57.93 0 0 0| 0 404 0 0 2400 528.000 -0.99 56.81 0 0 0| 0 4 0 0 2500 628.000 -1.00 58.19 0 0 0| 0 0 0 0 2600 728.000 -1.00 59.19 0 0 0| 0 0 0 0 2700 828.000 -1.00 62.31 0 0 0| 0 0 0 0 2800 1028.000 -1.00 66.17 0 0 0| 0 0 0 0 3000 1228.000 -1.00 69.27 0 0 0| 0 0 0 0 3200 1428.000 -1.00 71.91 0 0 0| 0 74 0 0 3400 1628.000 -1.00 72.68 0 0 0| 0 0 0 0 3600 Total 0 0 33| 200 1,187 +200 0 Indicative a-t-m Vol 53.60 Underlying Price 1972.000 Time to expiry: 100 Days Dec 10 72.000 -0.20 55.01 0 0 0| 0 533 0 0 1600 103.500 -0.26 54.71 0 0 0| 0 2 0 0 1700 141.500 -0.33 54.25 0 0 0| 0 278 0 0 1800 187.000 -0.40 53.76 0 0 0| 0 30 0 0 1900 240.500 -0.47 53.53 0 0 0| 0 34 0 0 2000 365.000 -0.61 52.55 0 0 0| 0 6 0 0 2200 513.500 -0.73 51.51 0 0 0| 0 28 0 0 2400 681.000 -0.82 51.00 0 0 0| 0 10 0 0 2600 863.500 -0.88 51.65 0 0 0| 0 0 0 0 2800 1052.500 -0.92 52.41 0 0 0| 0 18 0 0 3000 1245.500 -0.95 53.15 0 0 0| 0 0 0 0 3200 1441.000 -0.96 53.84 0 0 0| 0 0 0 0 3400 1638.500 -0.97 55.40 0 0 0| 0 0 0 0 3600 Total 0 0 0| 0 939 0 0 Indicative a-t-m Vol 52.51 Underlying Price 1972.000 Time to expiry: 191 Days Mar 11 69.500 -0.14 54.45 0 0 0| 0 6 0 0 1400 129.500 -0.23 53.80 0 0 0| 8 11 +8 0 1600 167.500 -0.28 53.55 0 0 0| 0 6 0 0 1700 210.500 -0.34 53.09 0 0 0| 0 4 0 0 1800 245.000 255.000 -0.39 51.67 245.000 245.000 0 0 1| 0 2 0 0 1900 317.500 -0.44 52.83 0 0 0| 0 6 0 0 2000 439.000 -0.54 51.66 0 0 0| 0 1 0 0 2200 Equity Options 21:53 Business Day Wed 8 Sep 2010 Previous Business Day Tue 7 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 | 578.000 -0.64 50.63 0 0 0| 0 7 0 0 2400 732.500 -0.73 49.64 0 0 0| 0 4 0 0 2600 900.500 -0.80 49.10 0 0 0| 0 0 0 0 2800 1268.500 -0.88 50.05 0 0 0| 0 0 0 0 3200 Total 0 0 1| 8 47 +8 0 Total Puts 0 0 34| 208 2,173 +208 0 Grand Total 0 7,920 7,954| 216 12,831 +216 0 Equity Options 21:53 Business Day Wed 8 Sep 2010 Previous Business Day Tue 7 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 159.800 Time to expiry: 9 Days Sep 10 59.750 1.00 57.19 0 0 0| 0 0 0 0 100 49.750 1.00 58.35 0 0 0| 0 0 0 0 110 38.750 39.750 1.00 56.77 38.750 38.750 0 0 2| 0 2 0 0 120 29.750 0.99 49.49 0 0 0| 0 4,212 0 0 130 24.750 0.99 45.69 0 0 0| 0 148 0 0 135 20.000 0.98 40.03 0 0 0| 0 13,951 0 0 140 14.750 15.000 0.96 33.44 14.750 S 14.750 S 0 0 2| 47 1,625 -47 0 145 10.000 10.000 0.93 25.90 10.000 S 10.000 S 0 0 3| 10 35,433 -10 0 150 5.250 5.500 0.79 23.30 5.250 5.250 0 0 329| 0 16,504 0 0 155 2.000 0.49 20.89 0 0 0| 2,564 27,298 +2,348 0 160 0.500 0.19 21.22 0 0 0| 0 0 0 0 165 CAB 0.04 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 0 336| 2,621 101,698 +2,291 0 Indicative a-t-m Vol 20.51 Underlying Price 159.800 Time to expiry: 37 Days Oct 10 40.250 0.97 49.58 0 0 0| 0 0 0 0 120 30.250 0.96 39.02 0 0 0| 0 0 0 0 130 20.750 0.91 32.25 0 0 0| 0 40 0 0 140 16.000 0.87 28.73 0 0 0| 0 15 0 0 145 11.250 0.81 23.64 0 0 0| 0 1,920 0 0 150 6.500 7.250 0.68 22.15 6.500 6.500 0 0 5| 0 3,089 0 0 155 4.250 0.51 20.51 0 0 0| 0 15,302 0 0 160 2.250 0.33 20.04 0 0 0| 0 610 0 0 165 1.000 0.17 19.65 0 0 0| 101 101 +101 0 170 CAB 0.00 7.00 0 0 0| 0 0 0 0 180 Total 0 0 5| 101 21,077 +101 0 Indicative a-t-m Vol 23.39 Underlying Price 159.800 Time to expiry: 72 Days Nov 10 30.250 0.96 29.73 0 0 0| 0 0 0 0 130 21.250 0.87 29.22 0 0 0| 0 0 0 0 140 16.250 16.750 0.83 25.48 16.250 S 16.250 S 0 0 2| 0 0 0 0 145 13.000 0.74 26.11 0 0 0| 14 0 -14 0 150 9.500 0.64 25.28 0 0 0| 0 147 0 0 155 4.500 6.500 0.52 23.39 4.500 S 4.500 S 0 0 5| 0 6,103 0 0 160 4.000 0.39 22.53 0 0 0| 0 50 0 0 165 2.250 0.26 20.60 0 0 0| 0 250 0 0 170 0.750 0.11 21.95 0 0 0| 0 0 0 0 180 Total 0 0 7| 14 6,550 -14 0 Indicative a-t-m Vol 22.18 Underlying Price 159.800 Time to expiry: 100 Days Dec 10 64.000 1.00 40.96 0 0 0| 0 0 0 0 96 60.000 1.00 40.32 0 0 0| 0 103 0 0 100 40.500 0.96 36.36 0 0 0| 0 66,421 0 0 120 30.750 0.94 30.60 0 0 0| 0 13,776 0 0 130 Equity Options 21:53 Business Day Wed 8 Sep 2010 Previous Business Day Tue 7 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 27.20 0 0 0| 0 51,242 0 0 140 13.000 13.000 0.73 24.13 13.000 S 13.000 S 0 0 114| 46 86,861 +46 0 150 6.500 6.750 0.52 22.18 6.500 S 6.500 S 0 0 191| 3,055 92,281 -55 0 160 2.750 0.29 21.06 0 0 0| 0 11,875 0 0 170 1.000 0.12 20.39 0 0 0| 0 30,430 0 0 180 0.250 0.02 22.06 0 0 0| 0 0 0 0 200 Total 0 0 305| 3,101 352,989 -9 0 Indicative a-t-m Vol 22.69 Underlying Price 159.800 Time to expiry: 191 Days Mar 11 60.000 0.99 35.91 0 0 0| 0 0 0 0 100 40.500 0.95 30.30 0 0 0| 0 0 0 0 120 31.250 0.90 27.56 0 0 0| 0 0 0 0 130 22.750 0.80 26.47 0 0 0| 0 7,005 0 0 140 15.250 0.67 24.34 0 0 0| 0 308 0 0 150 9.000 9.250 0.51 22.69 9.000 S 9.000 S 0 0 20| 0 402 0 0 160 5.250 0.35 21.70 0 0 0| 25 44 +25 0 170 2.750 0.21 21.00 0 0 0| 0 200 0 0 180 Total 0 0 20| 25 7,959 +25 0 Indicative a-t-m Vol 23.01 Underlying Price 159.800 Time to expiry: 282 Days Jun 11 60.000 1.00 27.86 0 0 0| 0 2 0 0 100 40.500 0.94 28.83 0 0 0| 0 0 0 0 120 31.750 0.87 27.34 0 0 0| 0 1,101 0 0 130 23.750 0.77 26.09 0 0 0| 0 5,440 0 0 140 16.750 0.65 24.62 0 0 0| 0 10,082 0 0 150 11.000 0.51 23.01 0 0 0| 12 3,295 +12 0 160 7.000 0.38 22.40 0 0 0| 0 0 0 0 170 4.250 0.26 21.96 0 0 0| 0 0 0 0 180 Total 0 0 0| 12 19,920 +12 0 Indicative a-t-m Vol 25.00 Underlying Price 159.800 Time to expiry: 464 Days Dec 11 60.250 0.97 36.77 0 0 0| 0 0 0 0 100 41.250 0.91 29.34 0 0 0| 0 24,000 0 0 120 24.750 0.74 25.57 0 0 0| 0 18,017 0 0 140 14.000 0.52 25.00 0 0 0| 0 13,520 0 0 160 5.000 6.750 0.32 23.56 5.000 5.000 0 0 10| 0 7,000 0 0 180 Total 0 0 10| 0 62,537 0 0 Indicative a-t-m Vol 25.58 Underlying Price 159.800 Time to expiry: 646 Days Jun 12 41.750 0.89 29.61 0 0 0| 0 0 0 0 120 26.500 0.71 26.87 0 0 0| 0 0 0 0 140 16.000 0.52 25.58 0 0 0| 0 2,500 0 0 160 8.750 0.35 24.08 0 0 0| 0 0 0 0 180 Total 0 0 0| 0 2,500 0 0 Indicative a-t-m Vol 25.14 Underlying Price 159.800 Time to expiry: 835 Days Dec 12 61.750 0.92 42.70 0 0 0| 0 0 0 0 100 42.000 0.88 29.53 0 0 0| 0 0 0 0 120 Equity Options 21:53 Business Day Wed 8 Sep 2010 Previous Business Day Tue 7 Sep 2010 Page 79 Calls | Block | Opening Settle Delta Vola- Daily Trade Bclear Total | Official **Open Change Exer- Exer Trans Price tility High Low Volume Volume*** Volume | Volume Int cises Price | 27.000 0.71 26.57 0 0 0| 0 10,000 0 0 140 16.750 0.52 25.14 0 0 0| 0 0 0 0 160 9.500 0.36 23.51 0 0 0| 0 6,500 0 0 180 Total 0 0 0| 0 16,500 0 0 Total Calls 0 0 683| 5,874 591,730 +2,406 0 | Whitbread Holdings plc STND OPT (WTB) Indicative a-t-m Vol 25.19 Underlying Price 1509.000 Time to expiry: 9 Days Sep 10 509.000 1.00 82.15 0 0 0| 0 0 0 0 1000 409.000 1.00 60.23 0 0 0| 0 0 0 0 1100 309.000 1.00 44.36 0 0 0| 0 0 0 0 1200 209.500 1.00 32.37 0 0 0| 0 0 0 0 1300 159.500 0.99 27.02 0 0 0| 0 0 0 0 1350 110.000 0.97 25.39 0 0 0| 0 304 0 0 1400 64.500 0.84 25.09 0 0 0| 0 304 0 0 1450 15.000 30.000 0.57 25.14 15.000 15.000 0 0 2| 0 28 0 0 1500 10.500 0.27 25.40 0 0 0| 0 24 0 0 1550 2.500 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 2| 0 848 0 0 Indicative a-t-m Vol 25.92 Underlying Price 1509.000 Time to expiry: 100 Days Dec 10 510.000 1.00 29.91 0 0 0| 0 0 0 0 1000 314.500 0.95 30.36 0 0 0| 0 0 0 0 1200 224.000 0.87 28.77 0 0 0| 0 0 0 0 1300 144.500 0.73 27.08 0 0 0| 0 12 0 0 1400 83.000 0.54 26.06 0 0 0| 0 5 0 0 1500 40.000 0.34 24.49 0 0 0| 0 5 0 0 1600 18.000 0.18 24.35 0 0 0| 0 0 0 0 1700 7.000 0.08 23.92 0 0 0| 0 7 0 0 1800 Total 0 0 0| 0 29 0 0 Indicative a-t-m Vol 26.85 Underlying Price 1509.000 Time to expiry: 191 Days Mar 11 329.500 0.87 31.35 0 0 0| 0 0 0 0 1200 248.500 0.79 29.70 0 0 0| 0 2 0 0 1300 177.500 0.68 28.20 0 0 0| 0 0 0 0 1400 118.500 0.55 26.92 0 0 0| 0 0 0 0 1500 74.500 75.500 0.41 26.18 74.500 74.500 0 0 1| 0 0 0 0 1600 24.500 0.18 24.73 0 0 0| 0 0 0 0 1800 Total 0 0 1| 0 2 0 0 Total Calls 0 0 3| 0 879 0 0 | Equity Options 21:53 Business Day Wed 8 Sep 2010 Previous Business Day Tue 7 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 159.800 Time to expiry: 9 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 0.00 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 -0.08 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| 101 2,121 +1,493 0 155 2.250 2.500 -0.51 21.81 2.250 2.250 0 0 50| 420 671 +370 0 160 5.750 -0.82 20.68 0 0 0| 0 0 0 0 165 10.250 -0.97 20.12 0 0 0| 0 100 0 0 170 20.250 -1.00 20.55 0 0 0| 0 0 0 0 180 Total 0 0 151| 521 77,041 +1,863 0 Indicative a-t-m Vol 21.24 Underlying Price 159.800 Time to expiry: 37 Days Oct 10 CAB -0.01 39.48 0 0 0| 0 40 0 0 120 0.250 -0.03 36.55 0 0 0| 0 19 0 0 130 0.750 -0.09 31.35 0 0 0| 0 186 0 0 140 1.250 1.000 -0.14 28.83 1.250 1.000 0 0 171| 0 1,380 0 0 145 1.500 -0.20 25.33 0 0 0| 0 11,211 0 0 150 2.500 -0.32 22.50 0 0 0| 3 2,550 -3 0 155 4.500 -0.49 21.24 0 0 0| 250 250 +250 0 160 7.250 -0.67 20.39 0 0 0| 0 0 0 0 165 11.250 -0.82 20.52 0 0 0| 0 0 0 0 170 20.250 -0.95 21.82 0 0 0| 0 0 0 0 180 Total 0 0 171| 253 15,636 +247 0 Indicative a-t-m Vol 22.12 Underlying Price 159.800 Time to expiry: 72 Days Nov 10 0.750 -0.07 30.48 0 0 0| 0 0 0 0 130 1.750 -0.16 27.44 0 0 0| 0 155 0 0 140 3.000 2.500 -0.22 25.42 3.000 S 3.000 S 0 0 5| 20 27 +20 0 145 3.250 -0.30 23.00 0 0 0| 0 355 0 0 150 6.250 4.750 -0.42 21.29 6.250 6.250 0 0 50| 0 2,311 0 0 155 7.750 7.750 -0.55 22.12 7.750 7.750 0 0 70| 0 301 0 0 160 11.000 -0.67 21.95 0 0 0| 0 0 0 0 165 14.250 -0.79 20.27 0 0 0| 0 0 0 0 170 23.250 -0.90 22.27 0 0 0| 0 0 0 0 180 Total 0 0 125| 20 3,149 +20 0 Indicative a-t-m Vol 22.71 Underlying Price 159.800 Time to expiry: 100 Days Dec 10 CAB 0.00 32.81 0 0 0| 0 735 0 0 96 CAB 0.00 31.18 0 0 0| 10 29,140 -10 0 100 0.500 -0.04 31.34 0 0 0| 0 83,547 -2,000 0 120 1.250 -0.09 29.54 0 0 0| 0 38,544 0 0 130 2.750 2.500 -0.19 27.50 2.750 S 2.750 S 0 0 20| 50 39,696 +20 0 140 Equity Options 21:53 Business Day Wed 8 Sep 2010 Previous Business Day Tue 7 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 24.53 0 0 0| 0 33,233 0 0 150 9.000 -0.53 22.71 0 0 0| 0 15,411 0 0 160 15.250 -0.74 21.23 0 0 0| 0 10,000 0 0 170 23.750 -0.88 21.46 0 0 0| 0 101 0 0 180 43.000 -0.96 25.80 0 0 0| 0 0 0 0 200 Total 0 0 20| 60 250,407 -1,990 0 Indicative a-t-m Vol 23.10 Underlying Price 159.800 Time to expiry: 191 Days Mar 11 0.750 -0.03 37.23 0 0 0| 0 10 0 0 100 1.750 -0.09 30.97 0 0 0| 0 89 0 0 120 3.000 -0.15 28.96 0 0 0| 0 36 0 0 130 4.500 -0.23 26.07 0 0 0| 0 2,407 0 0 140 7.500 -0.36 24.75 0 0 0| 2 117 +2 0 150 12.000 11.750 -0.50 23.10 12.000 S 12.000 S 0 0 20| 0 26 0 0 160 17.500 -0.66 21.22 0 0 0| 0 0 0 0 170 25.000 -0.79 20.90 0 0 0| 0 24 0 0 180 Total 0 0 20| 2 2,709 +2 0 Indicative a-t-m Vol 23.36 Underlying Price 159.800 Time to expiry: 282 Days Jun 11 1.500 -0.06 34.37 0 0 0| 0 1,710 0 0 100 3.500 -0.15 29.42 0 0 0| 0 1,048 0 0 120 5.250 -0.22 27.60 0 0 0| 0 1,232 0 0 130 8.000 -0.32 25.91 0 0 0| 10 3,834 +10 0 140 12.000 -0.43 24.47 0 0 0| 1 29 +1 0 150 17.000 -0.56 23.36 0 0 0| 0 3,150 0 0 160 23.500 -0.68 22.30 0 0 0| 0 0 0 0 170 31.250 -0.78 21.94 0 0 0| 0 100 0 0 180 Total 0 0 0| 11 11,103 +11 0 Indicative a-t-m Vol 25.30 Underlying Price 159.800 Time to expiry: 464 Days Dec 11 3.750 -0.11 35.11 0 0 0| 0 7,530 0 0 100 7.250 -0.21 31.09 0 0 0| 0 36,520 0 0 120 11.750 13.250 -0.35 27.73 11.750 11.750 0 0 10| 0 20,517 0 0 140 23.000 -0.53 25.30 0 0 0| 0 3,004 0 0 160 36.500 -0.70 24.16 0 0 0| 0 0 0 0 180 Total 0 0 10| 0 67,571 0 0 Indicative a-t-m Vol 24.92 Underlying Price 159.800 Time to expiry: 646 Days Jun 12 9.750 -0.25 28.50 0 0 0| 0 0 0 0 120 17.000 -0.39 26.12 0 0 0| 0 0 0 0 140 28.000 -0.55 24.92 0 0 0| 0 0 0 0 160 41.500 -0.71 23.36 0 0 0| 0 0 0 0 180 Total 0 0 0| 0 0 0 0 Indicative a-t-m Vol 25.21 Underlying Price 159.800 Time to expiry: 835 Days Dec 12 8.000 -0.17 32.99 0 0 0| 0 0 0 0 100 13.250 -0.27 29.39 0 0 0| 0 2,500 0 0 120 20.500 -0.40 26.50 0 0 0| 0 9,500 0 0 140 31.750 -0.54 25.21 0 0 0| 0 0 0 0 160 Equity Options 21:53 Business Day Wed 8 Sep 2010 Previous Business Day Tue 7 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 0 497| 867 439,616 +153 0 Grand Total 0 12,960 14,140| 6,741 1,046,322 +2,559 0 Whitbread Holdings plc STND OPT (WTB) Indicative a-t-m Vol 25.78 Underlying Price 1509.000 Time to expiry: 9 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 -0.01 29.64 0 0 0| 0 3 0 0 1350 1.000 -0.04 26.11 0 0 0| 0 8 0 0 1400 6.000 -0.17 26.25 0 0 0| 0 5 0 0 1450 21.500 -0.43 25.78 0 0 0| 0 14 0 0 1500 51.500 -0.73 25.80 0 0 0| 0 0 0 0 1550 93.500 -0.91 26.07 0 0 0| 0 7 0 0 1600 191.000 -1.00 25.95 0 0 0| 0 0 0 0 1700 291.000 -1.00 24.27 0 0 0| 0 0 0 0 1800 Total 0 0 0| 0 366 0 0 Indicative a-t-m Vol 25.55 Underlying Price 1509.000 Time to expiry: 100 Days Dec 10 1.500 -0.01 36.11 0 0 0| 0 20 0 0 1000 9.000 -0.07 31.37 0 0 0| 0 10 0 0 1200 19.000 -0.15 28.73 0 0 0| 0 3 0 0 1300 41.000 -0.29 26.89 0 0 0| 0 14 0 0 1400 80.000 -0.47 25.68 0 0 0| 0 17 0 0 1500 138.000 -0.67 24.29 0 0 0| 0 16 0 0 1600 214.500 -0.83 23.37 0 0 0| 0 0 0 0 1700 305.500 -0.92 23.86 0 0 0| 0 0 0 0 1800 Total 0 0 0| 0 80 0 0 Indicative a-t-m Vol 26.82 Underlying Price 1509.000 Time to expiry: 191 Days Mar 11 29.000 25.500 -0.13 31.32 30.000 29.000 0 0 4| 0 1 0 0 1200 44.500 -0.22 29.70 0 0 0| 0 1 0 0 1300 73.500 -0.33 28.21 0 0 0| 0 2 0 0 1400 114.000 -0.46 26.91 0 0 0| 0 3 0 0 1500 170.000 -0.59 25.96 0 0 0| 0 0 0 0 1600 320.000 -0.83 24.64 0 0 0| 0 0 0 0 1800 Total 0 0 4| 0 7 0 0 Total Puts 0 0 4| 0 453 0 0 Grand Total 0 17,640 18,827| 6,741 1,053,062 +2,559 0 Equity Options 21:53 Business Day Wed 8 Sep 2010 Previous Business Day Tue 7 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 27.71 Underlying Price 177.300 Time to expiry: 9 Days Sep 10 37.250 1.00 28.95 0 0 0| 0 0 0 0 140 27.250 1.00 25.78 0 0 0| 0 0 0 0 150 22.250 1.00 25.20 0 0 0| 0 0 0 0 155 17.250 1.00 23.72 0 0 0| 0 0 0 0 160 12.500 0.97 23.78 0 0 0| 0 0 0 0 165 8.000 0.85 24.73 0 0 0| 0 0 0 0 170 4.500 0.63 26.51 0 0 0| 0 0 0 0 175 2.250 0.38 28.51 0 0 0| 0 0 0 0 180 1.000 0.21 30.88 0 0 0| 0 10 0 0 185 0.500 0.11 32.88 0 0 0| 0 0 0 0 190 CAB 0.02 35.97 0 0 0| 0 5 0 0 200 CAB 0.00 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 29.93 Underlying Price 177.300 Time to expiry: 100 Days Dec 10 38.000 0.96 32.76 0 0 0| 0 0 0 0 140 29.000 0.88 32.65 0 0 0| 0 0 0 0 150 20.750 0.78 31.07 0 0 0| 0 0 0 0 160 14.000 0.63 30.33 0 0 0| 0 0 0 0 170 8.750 0.47 29.83 0 0 0| 0 0 0 0 180 5.250 0.33 29.24 0 0 0| 0 15 0 0 190 2.750 0.21 28.47 0 0 0| 0 0 0 0 200 1.250 0.12 27.37 0 0 0| 0 0 0 0 210 0.500 0.06 26.72 0 0 0| 0 2 0 0 220 0.250 0.03 25.85 0 0 0| 0 3 0 0 230 CAB 0.01 24.93 0 0 0| 0 15 0 0 240 Total 0 0 0| 0 35 0 0 Indicative a-t-m Vol 30.35 Underlying Price 177.300 Time to expiry: 191 Days Mar 11 39.250 0.89 32.95 0 0 0| 0 0 0 0 140 31.250 0.80 32.43 0 0 0| 0 0 0 0 150 24.250 0.70 31.74 0 0 0| 0 0 0 0 160 18.250 0.60 31.00 0 0 0| 0 0 0 0 170 13.250 0.50 30.19 0 0 0| 0 7 0 0 180 9.250 0.39 29.52 0 0 0| 0 0 0 0 190 6.000 6.250 0.30 29.01 6.000 6.000 0 0 3| 0 36 0 0 200 2.500 0.15 28.00 0 0 0| 0 0 0 0 220 Total 0 0 3| 0 43 0 0 Total Calls 0 0 3| 0 142 0 0 | Equity Options 21:53 Business Day Wed 8 Sep 2010 Previous Business Day Tue 7 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 24.68 Underlying Price 177.300 Time to expiry: 9 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 0.00 22.42 0 0 0| 0 13 0 0 160 CAB -0.03 23.99 0 0 0| 0 0 0 0 165 0.500 -0.15 25.11 0 0 0| 0 0 0 0 170 1.750 -0.36 24.42 0 0 0| 0 55 0 0 175 4.500 -0.63 24.85 0 0 0| 30 195 -30 0 180 8.500 -0.83 26.59 0 0 0| 0 0 0 0 185 13.000 -0.94 27.13 0 0 0| 0 119 0 0 190 22.750 -0.99 29.70 0 0 0| 0 0 0 0 200 32.750 -1.00 33.50 0 0 0| 0 0 0 0 210 42.750 -1.00 35.96 0 0 0| 0 0 0 0 220 52.750 -1.00 34.58 0 0 0| 0 0 0 0 230 62.750 -1.00 34.58 0 0 0| 0 0 0 0 240 Total 0 0 0| 30 382 -30 0 Indicative a-t-m Vol 29.25 Underlying Price 177.300 Time to expiry: 100 Days Dec 10 1.250 -0.09 32.96 0 0 0| 0 9 0 0 140 2.500 -0.15 30.84 0 0 0| 0 0 0 0 150 5.000 -0.26 30.70 0 0 0| 0 35 0 0 160 8.750 -0.40 30.41 0 0 0| 0 24 0 0 170 13.500 -0.55 28.96 0 0 0| 0 30 0 0 180 20.000 -0.69 28.34 0 0 0| 0 5 0 0 190 27.500 -0.81 27.01 0 0 0| 0 1 0 0 200 36.250 -0.89 26.71 0 0 0| 0 0 0 0 210 45.500 -0.95 25.36 0 0 0| 0 0 0 0 220 55.250 -0.98 25.47 0 0 0| 0 0 0 0 230 65.250 -0.99 24.82 0 0 0| 0 0 0 0 240 Total 0 0 0| 0 104 0 0 Indicative a-t-m Vol 30.40 Underlying Price 177.300 Time to expiry: 191 Days Mar 11 3.750 -0.15 33.73 0 0 0| 0 0 0 0 140 6.000 -0.22 32.86 0 0 0| 0 0 0 0 150 9.000 -0.31 31.84 0 0 0| 0 7 0 0 160 13.000 -0.40 30.97 0 0 0| 0 2 0 0 170 18.000 -0.51 30.25 0 0 0| 0 0 0 0 180 24.250 -0.61 30.00 0 0 0| 0 0 0 0 190 31.250 -0.70 29.52 0 0 0| 0 0 0 0 200 47.500 -0.85 28.65 0 0 0| 0 0 0 0 220 Total 0 0 0| 0 9 0 0 Total Puts 0 0 0| 30 495 -30 0 Grand Total 0 6,120 6,123| 30 7,709 -30 0 Equity Options 21:53 Business Day Wed 8 Sep 2010 Previous Business Day Tue 7 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 1356.000 Time to expiry: 9 Days Sep 10 356.000 1.00 55.95 0 0 0| 0 0 0 0 1000 256.500 1.00 47.67 0 0 0| 0 0 0 0 1100 206.500 0.99 44.23 0 0 0| 0 0 0 0 1150 157.500 0.97 40.78 0 0 0| 0 0 0 0 1200 110.000 0.90 38.59 0 0 0| 0 0 0 0 1250 69.000 0.76 38.30 0 0 0| 0 0 0 0 1300 37.500 0.54 38.30 0 0 0| 0 0 0 0 1350 17.500 0.32 38.30 0 0 0| 0 1 0 0 1400 7.500 0.16 39.98 0 0 0| 0 10 0 0 1450 2.500 0.07 39.97 0 0 0| 0 2 0 0 1500 1.000 0.03 41.47 0 0 0| 0 34 0 0 1550 0.500 0.01 42.16 0 0 0| 0 3 0 0 1600 CAB 0.00 41.47 0 0 0| 0 0 0 0 1650 CAB 0.00 40.78 0 0 0| 0 1 0 0 1700 CAB 0.00 40.78 0 0 0| 0 8 0 0 1800 CAB 0.00 40.78 0 0 0| 0 0 0 0 2000 Total 0 0 0| 0 59 0 0 Indicative a-t-m Vol 39.36 Underlying Price 1356.000 Time to expiry: 100 Days Dec 10 366.000 0.94 40.38 0 0 0| 0 0 0 0 1000 280.500 0.86 40.91 0 0 0| 0 0 0 0 1100 205.500 0.76 40.58 0 0 0| 0 0 0 0 1200 142.000 0.62 39.84 0 0 0| 0 0 0 0 1300 93.000 0.48 38.98 0 0 0| 0 26 0 0 1400 57.000 0.35 38.09 0 0 0| 0 0 0 0 1500 32.500 0.23 37.32 0 0 0| 0 0 0 0 1600 18.500 0.15 37.28 0 0 0| 0 3 0 0 1700 10.500 0.09 37.24 0 0 0| 0 1 0 0 1800 3.500 0.03 38.19 0 0 0| 0 1 0 0 2000 Total 0 0 0| 0 31 0 0 Indicative a-t-m Vol 39.87 Underlying Price 1356.000 Time to expiry: 191 Days Mar 11 385.000 0.89 40.25 0 0 0| 0 0 0 0 1000 310.000 0.81 40.78 0 0 0| 0 0 0 0 1100 243.000 0.72 40.67 0 0 0| 0 0 0 0 1200 186.500 0.62 40.21 0 0 0| 0 0 0 0 1300 139.000 0.52 39.60 0 0 0| 0 0 0 0 1400 100.500 0.42 38.97 0 0 0| 0 0 0 0 1500 71.000 0.33 38.45 0 0 0| 0 1 0 0 1600 49.000 0.25 37.86 0 0 0| 0 0 0 0 1700 33.500 0.19 37.64 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 21:53 Business Day Wed 8 Sep 2010 Previous Business Day Tue 7 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 40.85 Underlying Price 1356.000 Time to expiry: 9 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 1.500 -0.04 42.12 0 0 0| 0 250 0 0 1200 5.000 -0.11 40.90 0 0 0| 0 0 0 0 1250 14.500 -0.26 41.07 0 0 0| 0 11 0 0 1300 33.500 -0.46 40.76 0 0 0| 0 4 0 0 1350 63.500 -0.67 41.49 0 0 0| 6 252 0 0 1400 102.500 -0.82 41.95 0 0 0| 0 20 0 0 1450 147.500 -0.92 43.10 0 0 0| 0 0 0 0 1500 195.500 -0.96 44.51 0 0 0| 0 4 0 0 1550 244.500 -0.99 45.86 0 0 0| 0 3 0 0 1600 294.000 -0.99 47.32 0 0 0| 0 0 0 0 1650 344.000 -1.00 47.32 0 0 0| 0 0 0 0 1700 444.000 -1.00 47.97 0 0 0| 0 0 0 0 1800 644.000 -1.00 49.95 0 0 0| 0 0 0 0 2000 Total 0 0 0| 6 546 0 0 Indicative a-t-m Vol 39.66 Underlying Price 1356.000 Time to expiry: 100 Days Dec 10 15.500 -0.09 47.64 0 0 0| 0 0 0 0 1000 28.500 -0.15 44.52 0 0 0| 0 0 0 0 1100 51.000 -0.25 42.28 0 0 0| 0 3 0 0 1200 85.500 -0.38 40.48 0 0 0| 0 28 0 0 1300 134.500 -0.52 39.03 0 0 0| 6 19 +6 0 1400 199.000 -0.65 38.35 0 0 0| 0 4 0 0 1500 274.500 -0.77 37.56 0 0 0| 0 0 0 0 1600 360.500 -0.85 37.45 0 0 0| 0 0 0 0 1700 452.500 -0.91 37.60 0 0 0| 0 0 0 0 1800 645.500 -0.97 38.05 0 0 0| 0 0 0 0 2000 Total 0 0 0| 6 54 +6 0 Indicative a-t-m Vol 40.03 Underlying Price 1356.000 Time to expiry: 191 Days Mar 11 39.500 -0.14 47.04 0 0 0| 0 0 0 0 1000 58.500 -0.20 43.96 0 0 0| 0 0 0 0 1100 87.000 -0.29 42.06 0 0 0| 0 1 0 0 1200 127.000 -0.38 40.61 0 0 0| 0 0 0 0 1300 177.500 -0.48 39.58 0 0 0| 0 2 0 0 1400 239.500 -0.58 39.09 0 0 0| 0 0 0 0 1500 310.000 -0.67 38.60 0 0 0| 0 0 0 0 1600 388.000 -0.75 38.01 0 0 0| 0 0 0 0 1700 472.500 -0.82 37.75 0 0 0| 0 0 0 0 1800 Total 0 0 0| 0 3 0 0 Total Puts 0 0 0| 12 603 +6 0 Grand Total 0 6,300 6,300| 12 7,975 +6 0 Equity Options 21:53 Business Day Wed 8 Sep 2010 Previous Business Day Tue 7 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 20.72 Underlying Price 686.500 Time to expiry: 9 Days Sep 10 206.500 1.00 54.19 0 0 0| 0 0 0 0 480 166.500 1.00 46.39 0 0 0| 0 5 0 0 520 126.500 1.00 37.46 0 0 0| 0 5 0 0 560 86.750 1.00 30.55 0 0 0| 0 8 0 0 600 66.750 0.99 27.64 0 0 0| 0 0 0 0 620 47.000 0.96 24.91 0 0 0| 0 15 0 0 640 28.500 0.86 23.00 0 0 0| 0 20 0 0 660 13.250 0.61 21.38 0 0 0| 0 513 0 0 680 3.750 0.28 19.48 0 0 0| 0 125 0 0 700 0.750 0.07 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 24.09 Underlying Price 686.500 Time to expiry: 100 Days Dec 10 207.000 0.99 36.12 0 0 0| 0 0 0 0 480 129.250 0.93 30.69 0 0 0| 0 10 0 0 560 93.500 0.84 28.42 0 0 0| 0 20 0 0 600 61.500 0.71 26.13 0 0 0| 0 0 0 0 640 36.000 0.54 24.33 0 0 0| 0 21 0 0 680 18.250 18.250 0.35 22.97 18.250 18.250 0 0 3| 0 18 0 0 720 8.000 0.19 22.06 0 0 0| 0 68 0 0 760 2.750 0.09 21.20 0 0 0| 0 17 0 0 800 1.000 0.03 20.95 0 0 0| 0 1 0 0 840 Total 0 0 3| 0 155 0 0 Indicative a-t-m Vol 24.99 Underlying Price 686.500 Time to expiry: 191 Days Mar 11 137.000 0.85 30.38 0 0 0| 0 0 0 0 560 104.500 0.77 28.35 0 0 0| 0 0 0 0 600 75.750 0.67 26.69 0 0 0| 0 6 0 0 640 51.500 0.55 25.25 0 0 0| 0 8 0 0 680 32.250 0.42 23.79 0 0 0| 0 0 0 0 720 19.250 0.29 22.96 0 0 0| 0 5 0 0 760 9.750 0.18 21.75 0 0 0| 0 0 0 0 800 Total 0 0 0| 0 19 0 0 Total Calls 0 0 3| 0 1,301 0 0 | Equity Options 21:53 Business Day Wed 8 Sep 2010 Previous Business Day Tue 7 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 20.93 Underlying Price 686.500 Time to expiry: 9 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 CAB -0.01 33.39 0 0 0| 0 506 0 0 600 0.250 -0.01 28.30 0 0 0| 0 0 0 0 620 0.500 -0.05 25.75 0 0 0| 0 68 0 0 640 2.250 -0.15 23.76 0 0 0| 0 511 0 0 660 6.750 -0.39 21.29 0 0 0| 0 533 0 0 680 17.500 -0.71 20.27 0 0 0| 0 11 0 0 700 34.250 -0.92 20.42 0 0 0| 0 18 0 0 720 73.500 -1.00 21.35 0 0 0| 0 0 0 0 760 113.500 -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 24.97 Underlying Price 686.500 Time to expiry: 100 Days Dec 10 2.000 -0.03 39.02 0 0 0| 10 58 +10 0 480 6.250 -0.10 32.07 0 0 0| 0 28 0 0 560 11.250 -0.18 29.60 0 0 0| 500 544 +500 0 600 20.250 -0.30 27.21 0 0 0| 10 28 +10 0 640 34.750 -0.46 25.19 0 0 0| 0 43 0 0 680 57.000 -0.64 23.90