Equity Options 21:51 Business Day Thu 9 Sep 2010 Previous Business Day Wed 8 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 27.41 Underlying Price 6105.000 Time to expiry: 8 Days Sep 10 2505.500 1.00 53.31 0 0 0| 0 0 0 0 3600 2305.500 1.00 52.16 0 0 0| 0 0 0 0 3800 2105.500 1.00 50.95 0 0 0| 0 0 0 0 4000 1705.500 1.00 49.56 0 0 0| 0 1 0 0 4400 1305.500 1.00 45.41 0 0 0| 0 5 0 0 4800 906.500 0.99 42.64 0 0 0| 0 5 0 0 5200 708.500 0.98 39.18 0 0 0| 0 0 0 0 5400 512.000 0.95 33.31 0 0 0| 0 107 0 0 5600 325.500 0.87 29.93 0 0 0| 0 4 0 0 5800 165.000 0.67 27.41 0 0 0| 0 34 0 0 6000 65.000 0.37 27.41 0 0 0| 0 0 0 0 6200 18.000 0.14 26.98 0 0 0| 0 6 0 0 6400 3.500 0.04 27.28 0 0 0| 0 1 0 0 6600 0.500 0.01 28.19 0 0 0| 0 6 0 0 6800 CAB 0.00 29.56 0 0 0| 0 1 0 0 7200 CAB 0.00 30.40 0 0 0| 0 0 0 0 7600 Total 0 0 0| 0 170 0 0 Indicative a-t-m Vol 32.36 Underlying Price 6105.000 Time to expiry: 99 Days Dec 10 2112.500 0.99 36.00 0 0 0| 0 0 0 0 4000 1720.500 0.98 35.12 0 0 0| 0 0 0 0 4400 1345.500 0.93 34.64 0 0 0| 0 2 0 0 4800 1000.000 0.85 33.98 0 0 0| 0 0 0 0 5200 703.000 0.72 33.49 0 0 0| 0 2 0 0 5600 460.000 0.57 32.64 0 0 0| 0 2 0 0 6000 275.500 0.42 31.58 0 0 0| 0 1 0 0 6400 151.500 0.27 30.73 0 0 0| 0 1 0 0 6800 76.500 0.16 30.09 0 0 0| 1 3 +1 0 7200 Total 0 0 0| 1 11 +1 0 Indicative a-t-m Vol 31.45 Underlying Price 6105.000 Time to expiry: 190 Days Mar 11 2124.000 0.97 35.07 0 0 0| 0 0 0 0 4000 1406.000 0.87 33.95 0 0 0| 0 0 0 0 4800 1088.500 0.79 32.78 0 0 0| 0 2 0 0 5200 825.500 0.69 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 278.500 0.35 30.51 0 0 0| 0 2 0 0 6800 175.500 0.25 29.83 0 0 0| 1 3 +1 0 7200 Total 0 0 0| 1 8 +1 0 Total Calls 0 0 0| 2 189 +2 0 | Equity Options 21:51 Business Day Thu 9 Sep 2010 Previous Business Day Wed 8 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 28.08 Underlying Price 6105.000 Time to expiry: 8 Days Sep 10 CAB 0.00 56.51 0 0 0| 0 1 0 0 3600 CAB 0.00 55.72 0 0 0| 0 2 0 0 3800 CAB 0.00 54.37 0 0 0| 0 0 0 0 4000 CAB 0.00 51.76 0 0 0| 0 0 0 0 4400 CAB 0.00 48.79 0 0 0| 0 18 0 0 4800 1.500 -0.01 44.51 0 0 0| 0 4 0 0 5200 4.000 -0.03 41.18 0 0 0| 0 29 0 0 5400 6.000 -0.04 32.95 0 0 0| 0 3 0 0 5600 20.500 -0.14 30.48 0 0 0| 0 6 0 0 5800 64.500 -0.34 28.85 0 0 0| 0 8 0 0 6000 159.500 -0.63 27.38 0 0 0| 0 2 0 0 6200 313.000 -0.86 27.38 0 0 0| 0 5 0 0 6400 500.000 -0.95 29.35 0 0 0| 0 2 0 0 6600 696.000 -0.99 30.81 0 0 0| 0 12 0 0 6800 1095.000 -1.00 31.94 0 0 0| 0 2 0 0 7200 1495.000 -1.00 32.93 0 0 0| 0 0 0 0 7600 Total 0 0 0| 0 94 0 0 Indicative a-t-m Vol 31.02 Underlying Price 6105.000 Time to expiry: 99 Days Dec 10 5.000 -0.01 36.89 0 0 0| 0 4 0 0 4000 18.000 -0.04 36.57 0 0 0| 0 6 0 0 4400 41.000 -0.08 34.11 0 0 0| 0 1 0 0 4800 98.000 -0.16 33.28 0 0 0| 0 5 0 0 5200 196.000 -0.28 32.16 0 0 0| 0 2 0 0 5600 353.000 -0.43 31.27 0 0 0| 0 6 0 0 6000 571.000 -0.59 30.30 0 0 0| 0 2 0 0 6400 846.500 -0.74 29.08 0 0 0| 0 0 0 0 6800 1175.000 -0.86 28.16 0 0 0| 0 2 0 0 7200 Total 0 0 0| 0 28 0 0 Indicative a-t-m Vol 30.46 Underlying Price 6105.000 Time to expiry: 190 Days Mar 11 24.500 -0.04 34.84 0 0 0| 0 0 0 0 4000 104.000 -0.13 32.58 0 0 0| 0 3 0 0 4800 192.500 -0.21 31.98 0 0 0| 0 1 0 0 5200 318.500 -0.32 31.24 0 0 0| 0 125 0 0 5600 492.500 -0.43 30.66 0 0 0| 0 0 0 0 6000 709.500 -0.55 29.88 0 0 0| 0 0 0 0 6400 973.500 -0.66 29.27 0 0 0| 0 0 0 0 6800 1274.500 -0.76 28.62 0 0 0| 0 4 0 0 7200 Total 0 0 0| 0 133 0 0 Total Puts 0 0 0| 0 255 0 0 Grand Total 0 0 0| 5,942 13,248 +2 0 Equity Options 21:51 Business Day Thu 9 Sep 2010 Previous Business Day Wed 8 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 16.36 Underlying Price 3378.000 Time to expiry: 8 Days Sep 10 778.500 1.00 43.34 0 0 0| 0 0 0 0 2600 578.500 1.00 36.21 0 0 0| 0 0 0 0 2800 478.500 1.00 31.78 0 0 0| 0 0 0 0 2900 378.500 1.00 28.34 0 0 0| 0 0 0 0 3000 279.000 0.99 23.42 0 0 0| 0 5 0 0 3100 179.500 0.97 18.92 0 0 0| 0 319 0 0 3200 88.500 0.81 17.44 0 0 0| 0 260 0 0 3300 24.500 0.41 16.06 0 0 0| 2 943 +2 0 3400 3.500 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 0| 2 1,616 +2 0 Indicative a-t-m Vol 20.42 Underlying Price 3378.000 Time to expiry: 99 Days Dec 10 986.000 0.98 31.63 0 0 0| 0 0 0 0 2400 600.500 0.92 26.59 0 0 0| 0 0 0 0 2800 418.500 0.85 23.67 0 0 0| 0 1 0 0 3000 261.000 0.71 22.02 0 0 0| 0 40 0 0 3200 135.500 0.50 20.22 0 0 0| 0 392 0 0 3400 57.500 0.29 19.18 0 0 0| 0 12 0 0 3600 22.000 0.13 19.12 0 0 0| 0 20 0 0 3800 8.000 0.06 19.41 0 0 0| 0 44 0 0 4000 Total 0 0 0| 0 509 0 0 Indicative a-t-m Vol 20.68 Underlying Price 3378.000 Time to expiry: 190 Days Mar 11 995.500 0.97 29.41 0 0 0| 0 0 0 0 2400 622.000 0.89 25.20 0 0 0| 0 0 0 0 2800 452.500 0.80 23.46 0 0 0| 0 0 0 0 3000 304.000 0.68 21.95 0 0 0| 0 10 0 0 3200 183.000 0.52 20.53 0 0 0| 0 37 0 0 3400 102.000 0.35 19.91 0 0 0| 0 42 0 0 3600 25.500 0.12 19.48 0 0 0| 0 4 0 0 4000 Total 0 0 0| 0 93 0 0 Total Calls 0 0 0| 2 2,218 +2 0 | Equity Options 21:51 Business Day Thu 9 Sep 2010 Previous Business Day Wed 8 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 17.40 Underlying Price 3378.000 Time to expiry: 8 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 CAB 0.00 37.24 0 0 0| 0 3 0 0 2900 0.500 -0.01 31.90 0 0 0| 0 118 0 0 3000 1.000 -0.02 27.01 0 0 0| 0 290 0 0 3100 3.000 -0.06 22.29 0 0 0| 0 436 0 0 3200 12.000 -0.21 18.73 0 0 0| 2 24 +2 0 3300 48.000 -0.59 17.02 0 0 0| 0 29 0 0 3400 127.000 -0.89 18.33 0 0 0| 0 0 0 0 3500 222.500 -0.98 19.76 0 0 0| 0 5 0 0 3600 422.000 -1.00 20.56 0 0 0| 0 0 0 0 3800 622.000 -1.00 21.62 0 0 0| 0 0 0 0 4000 Total 0 0 0| 2 1,033 +2 0 Indicative a-t-m Vol 20.64 Underlying Price 3378.000 Time to expiry: 99 Days Dec 10 4.500 -0.02 33.48 0 0 0| 0 26 0 0 2400 17.000 -0.08 26.51 0 0 0| 0 409 0 0 2800 35.500 -0.15 23.90 0 0 0| 0 30 0 0 3000 77.500 -0.29 22.14 0 0 0| 0 45 0 0 3200 153.000 -0.50 20.45 0 0 0| 0 100 0 0 3400 276.000 -0.71 19.59 0 0 0| 0 6 0 0 3600 439.500 -0.87 19.36 0 0 0| 0 6 0 0 3800 627.000 -0.95 20.34 0 0 0| 0 3 0 0 4000 Total 0 0 0| 0 625 0 0 Indicative a-t-m Vol 20.69 Underlying Price 3378.000 Time to expiry: 190 Days Mar 11 18.000 -0.05 30.16 0 0 0| 0 1 0 0 2400 53.000 -0.15 25.56 0 0 0| 0 31 0 0 2800 89.000 -0.24 23.58 0 0 0| 0 7 0 0 3000 148.000 -0.37 21.96 0 0 0| 0 4 0 0 3200 236.500 -0.53 20.54 0 0 0| 0 52 0 0 3400 362.000 -0.68 19.87 0 0 0| 0 5 0 0 3600 691.500 -0.90 19.12 0 0 0| 0 0 0 0 4000 Total 0 0 0| 0 100 0 0 Total Puts 0 0 0| 2 1,758 +2 0 Grand Total 0 0 0| 4,864 14,452 +4 0 Equity Options 21:51 Business Day Thu 9 Sep 2010 Previous Business Day Wed 8 Sep 2010 Page 5 Calls | Block | Opening Settle Delta Vola- Daily Trade Bclear Total | Official **Open Change Exer- Exer Trans Price tility High Low Volume Volume*** Volume | Volume Int cises Price | Reed Elsevier PLC - STND OPT (REI) Indicative a-t-m Vol 17.43 Underlying Price 537.000 Time to expiry: 8 Days Sep 10 137.000 1.00 59.25 0 0 0| 0 0 0 0 400 97.000 1.00 47.05 0 0 0| 0 0 0 0 440 77.250 0.99 40.43 0 0 0| 0 0 0 0 460 57.250 0.98 33.82 0 0 0| 0 0 0 0 480 47.250 0.98 29.84 0 0 0| 0 0 0 0 490 37.500 0.95 27.63 0 0 0| 0 0 0 0 500 18.750 0.83 22.22 0 0 0| 0 7 0 0 520 4.250 0.42 16.58 0 0 0| 0 29 0 0 540 0.500 0.08 18.76 0 0 0| 0 53 0 0 560 0.250 0.03 25.32 0 0 0| 0 0 0 0 580 0.250 0.02 32.87 0 0 0| 0 0 0 0 600 CAB 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 20.00 Underlying Price 537.000 Time to expiry: 99 Days Dec 10 139.000 0.97 31.98 0 0 0| 0 0 0 0 400 100.750 0.93 28.21 0 0 0| 0 0 0 0 440 82.000 0.89 25.69 0 0 0| 0 2 0 0 460 64.250 0.83 24.00 0 0 0| 0 7 0 0 480 33.000 0.64 20.73 0 0 0| 0 21 0 0 520 12.500 0.36 19.02 0 0 0| 0 46 0 0 560 3.250 0.13 17.95 0 0 0| 0 15 0 0 600 0.750 0.04 18.60 0 0 0| 0 0 0 0 640 Total 0 0 0| 0 91 0 0 Indicative a-t-m Vol 21.65 Underlying Price 537.000 Time to expiry: 190 Days Mar 11 106.500 0.87 27.61 0 0 0| 0 0 0 0 440 88.750 0.83 25.45 0 0 0| 0 0 0 0 460 72.500 0.77 24.20 0 0 0| 0 0 0 0 480 44.500 0.62 22.41 0 0 0| 0 0 0 0 520 23.250 0.43 20.63 0 0 0| 0 7 0 0 560 10.000 0.24 19.28 0 0 0| 0 39 0 0 600 4.000 0.12 18.74 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 21:51 Business Day Thu 9 Sep 2010 Previous Business Day Wed 8 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 17.64 Underlying Price 537.000 Time to expiry: 8 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 0.00 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 1.000 -0.14 18.94 0 0 0| 0 35 0 0 520 7.500 -0.57 17.41 0 0 0| 0 0 0 0 540 23.500 -0.92 19.12 0 0 0| 0 50 0 0 560 43.000 -0.98 23.34 0 0 0| 0 0 0 0 580 63.000 -0.99 30.48 0 0 0| 0 0 0 0 600 103.000 -1.00 42.68 0 0 0| 0 0 0 0 640 Total 0 0 0| 0 830 0 0 Indicative a-t-m Vol 19.90 Underlying Price 537.000 Time to expiry: 99 Days Dec 10 1.250 -0.03 32.72 0 0 0| 0 3 0 0 400 2.500 -0.07 27.52 0 0 0| 0 13 0 0 440 4.000 -0.11 25.76 0 0 0| 0 27 0 0 460 6.250 -0.17 23.93 0 0 0| 0 30 0 0 480 15.000 -0.36 20.73 0 0 0| 0 22 0 0 520 34.250 -0.64 18.77 0 0 0| 0 2 0 0 560 65.000 -0.88 17.42 0 0 0| 0 0 0 0 600 103.250 -0.97 18.72 0 0 0| 0 0 0 0 640 Total 0 0 0| 0 97 0 0 Indicative a-t-m Vol 21.34 Underlying Price 537.000 Time to expiry: 190 Days Mar 11 7.500 -0.13 27.19 0 0 0| 0 1 0 0 440 10.000 -0.17 25.67 0 0 0| 0 5 0 0 460 13.750 -0.23 24.55 0 0 0| 0 1 0 0 480 25.000 -0.38 22.09 0 0 0| 0 17 0 0 520 43.750 -0.58 20.33 0 0 0| 0 6 0 0 560 70.750 -0.77 18.92 0 0 0| 0 0 0 0 600 105.250 -0.90 18.92 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 0 0| 4,860 11,664 0 0 Equity Options 21:51 Business Day Thu 9 Sep 2010 Previous Business Day Wed 8 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 29.59 Underlying Price 105.200 Time to expiry: 8 Days Sep 10 33.250 1.00 37.08 0 0 0| 0 0 0 0 72 25.250 1.00 34.98 0 0 0| 0 0 0 0 80 17.250 1.00 38.63 0 0 0| 0 0 0 0 88 13.250 0.99 34.38 0 0 0| 0 0 0 0 92 9.250 0.96 34.34 0 0 0| 0 0 0 0 96 5.500 0.85 31.54 0 0 0| 0 0 0 0 100 0.500 0.16 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 33.91 Underlying Price 105.200 Time to expiry: 99 Days Dec 10 45.250 0.99 45.52 0 0 0| 0 0 0 0 60 26.000 0.93 38.46 0 0 0| 0 0 0 0 80 19.000 0.85 36.11 0 0 0| 0 0 0 0 88 13.000 0.73 34.94 0 0 0| 0 0 0 0 96 10.250 0.65 33.60 0 0 0| 0 36 0 0 100 3.250 2.750 0.27 34.65 3.250 3.250 0 0 35| 0 238 0 0 120 0.500 0.08 35.46 0 0 0| 0 10 0 0 140 0.250 0.02 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 35| 0 294 0 0 Indicative a-t-m Vol 33.70 Underlying Price 105.200 Time to expiry: 190 Days Mar 11 45.500 0.99 36.81 0 0 0| 0 0 0 0 60 27.250 0.89 35.14 0 0 0| 0 0 0 0 80 21.000 0.80 35.54 0 0 0| 0 0 0 0 88 15.500 0.69 34.85 0 0 0| 0 0 0 0 96 13.250 0.64 34.53 0 0 0| 0 10 0 0 100 4.750 0.33 31.75 0 0 0| 0 20 0 0 120 1.250 0.12 30.50 0 0 0| 0 0 0 0 140 0.500 0.04 31.71 0 0 0| 0 0 0 0 160 Total 0 0 0| 0 30 0 0 Total Calls 0 0 35| 0 645 0 0 | Equity Options 21:51 Business Day Thu 9 Sep 2010 Previous Business Day Wed 8 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 24.56 Underlying Price 105.200 Time to expiry: 8 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 0.00 28.15 0 0 0| 0 0 0 0 92 CAB -0.02 27.69 0 0 0| 0 0 0 0 96 0.250 -0.11 26.39 0 0 0| 0 10 0 0 100 5.000 -0.89 23.34 0 0 0| 0 0 0 0 110 14.750 -1.00 21.81 0 0 0| 0 85 0 0 120 24.750 -1.00 22.32 0 0 0| 0 0 0 0 130 34.750 -1.00 23.34 0 0 0| 0 29 0 0 140 54.750 -1.00 25.34 0 0 0| 0 0 0 0 160 94.750 -1.00 22.07 0 0 0| 0 0 0 0 200 Total 0 0 0| 0 124 0 0 Indicative a-t-m Vol 34.93 Underlying Price 105.200 Time to expiry: 99 Days Dec 10 CAB 0.00 40.01 0 0 0| 0 0 0 0 60 0.750 -0.07 38.89 0 0 0| 0 100 0 0 80 2.000 -0.16 37.85 0 0 0| 0 0 0 0 88 3.750 -0.28 36.43 0 0 0| 0 3 0 0 96 5.000 -0.35 34.86 0 0 0| 0 166 0 0 100 17.500 -0.73 35.10 0 0 0| 0 47 0 0 120 35.250 -0.93 35.48 0 0 0| 0 0 0 0 140 55.000 -0.98 40.03 0 0 0| 0 0 0 0 160 94.750 -0.99 55.44 0 0 0| 0 0 0 0 200 Total 0 0 0| 0 316 0 0 Indicative a-t-m Vol 33.79 Underlying Price 105.200 Time to expiry: 190 Days Mar 11 0.250 -0.02 42.28 0 0 0| 0 0 0 0 60 2.000 -0.13 38.27 0 0 0| 0 0 0 0 80 3.750 -0.20 36.30 0 0 0| 0 0 0 0 88 6.000 -0.31 35.04 0 0 0| 0 0 0 0 96 7.500 -0.37 34.32 0 0 0| 0 15 0 0 100 19.250 -0.67 32.54 0 0 0| 0 33 0 0 120 36.000 -0.87 32.41 0 0 0| 0 0 0 0 140 55.000 -0.96 32.81 0 0 0| 0 0 0 0 160 Total 0 0 0| 0 48 0 0 Total Puts 0 0 0| 0 488 0 0 Grand Total 0 0 35| 5,220 12,385 0 0 Equity Options 21:51 Business Day Thu 9 Sep 2010 Previous Business Day Wed 8 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 29.93 Underlying Price 3540.000 Time to expiry: 8 Days Sep 10 1540.500 1.00 91.73 0 0 0| 0 0 0 0 2000 1140.500 1.00 71.33 0 0 0| 0 0 0 0 2400 940.500 1.00 60.91 0 0 0| 0 0 0 0 2600 740.500 1.00 52.10 0 0 0| 0 15 0 0 2800 640.500 1.00 48.40 0 0 0| 0 10 0 0 2900 541.000 0.99 44.03 0 0 0| 0 240 0 0 3000 442.000 0.98 40.70 0 0 0| 0 190 0 0 3100 347.500 344.000 0.96 37.45 347.500 S 347.500 S 0 0 1| 0 1,502 0 0 3200 264.000 250.000 0.90 35.68 266.500 S 264.000 0 0 8| 26 133 +23 0 3300 162.000 0.79 32.46 0 0 0| 25 570 +25 0 3400 58.500 89.000 0.60 30.30 106.500 58.500 0 0 18| 17 1,239 -15 0 3500 52.000 40.000 0.37 29.38 53.000 43.000 0 0 360| 0 2,211 -277 0 3600 24.000 16.000 0.18 29.98 25.000 24.000 0 0 100| 5 517 0 0 3700 6.000 0.08 31.02 0 0 0| 0 1,065 0 0 3800 2.500 0.04 33.83 0 0 0| 15 91 0 0 3900 0.500 0.01 33.56 0 0 0| 0 156 0 0 4000 CAB 0.00 35.45 0 0 0| 0 20 0 0 4200 CAB 0.00 36.40 0 0 0| 0 1,195 0 0 4400 CAB 0.00 35.39 0 0 0| 0 746 0 0 4800 Total 0 0 487| 88 9,900 -244 0 Indicative a-t-m Vol 33.71 Underlying Price 3540.000 Time to expiry: 36 Days Oct 10 945.500 0.98 48.90 0 0 0| 0 0 0 0 2600 751.500 0.96 45.31 0 0 0| 0 0 0 0 2800 656.000 0.94 43.10 0 0 0| 0 0 0 0 2900 562.500 0.91 41.12 0 0 0| 0 5 0 0 3000 472.000 0.87 39.00 0 0 0| 0 25 0 0 3100 387.000 0.82 37.81 0 0 0| 0 62 0 0 3200 307.500 0.75 36.48 0 0 0| 0 59 0 0 3300 234.000 236.500 0.66 35.16 234.000 234.000 0 0 2| 0 167 0 0 3400 180.000 175.000 0.57 34.12 180.000 180.000 0 0 1| 1 15 +1 0 3500 92.000 123.000 0.46 33.10 140.000 92.000 S 0 0 11| 14 360 -7 0 3600 34.000 54.500 0.26 32.01 60.500 34.000 S 0 0 123| 105 563 0 0 3800 19.500 0.12 31.06 0 0 0| 0 153 0 0 4000 Total 0 0 137| 120 1,409 -6 0 Indicative a-t-m Vol 34.67 Underlying Price 3540.000 Time to expiry: 71 Days Nov 10 962.000 0.95 46.70 0 0 0| 0 0 0 0 2600 777.500 0.90 44.07 0 0 0| 0 0 0 0 2800 602.000 0.84 40.97 0 0 0| 0 0 0 0 3000 519.500 0.80 39.73 0 0 0| 0 0 0 0 3100 441.000 0.75 38.44 0 0 0| 0 0 0 0 3200 321.500 368.000 0.70 37.23 321.500 321.500 0 0 5| 0 2 0 0 3300 302.000 0.63 36.18 0 0 0| 0 14 0 0 3400 242.000 0.56 35.04 0 0 0| 0 10 0 0 3500 Equity Options 21:51 Business Day Thu 9 Sep 2010 Previous Business Day Wed 8 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 | 189.500 0.49 34.11 0 0 0| 0 28 0 0 3600 100.000 109.000 0.34 32.68 120.000 100.000 0 0 225| 0 34 0 0 3800 58.500 0.22 31.87 0 0 0| 0 0 0 0 4000 Total 0 0 230| 0 88 0 0 Indicative a-t-m Vol 35.22 Underlying Price 3540.000 Time to expiry: 99 Days Dec 10 2056.500 1.00 58.19 0 0 0| 0 0 0 0 1487 1892.000 1.00 55.87 0 0 0| 0 0 0 0 1652 1564.000 0.99 50.43 0 0 0| 0 4 0 0 1983 1243.000 0.97 46.93 0 0 0| 0 185 0 0 2313 931.500 0.92 42.82 0 0 0| 0 20 0 0 2644 793.000 0.89 41.35 0 0 0| 0 357 0 0 2800 637.500 0.81 41.91 0 0 0| 0 1,559 0 0 3000 488.500 0.72 40.15 0 0 0| 0 1,978 0 0 3200 351.500 343.500 0.62 36.54 353.500 S 351.500 S 0 0 48| 0 2,346 0 0 3400 245.000 233.000 0.50 34.65 245.000 S 245.000 S 0 0 41| 7 3,576 +2 0 3600 150.500 0.38 33.77 0 0 0| 0 3,736 0 0 3800 93.000 0.27 32.90 0 0 0| 0 1,271 0 0 4000 51.500 0.17 31.78 0 0 0| 0 30 0 0 4200 25.000 0.10 30.32 0 0 0| 0 28 0 0 4400 7.500 0.04 30.65 0 0 0| 0 114 0 0 4800 Total 0 0 89| 7 15,204 +2 0 Indicative a-t-m Vol 36.73 Underlying Price 3540.000 Time to expiry: 190 Days Mar 11 1205.000 0.91 47.72 0 0 0| 0 7 0 0 2400 1031.000 0.87 45.30 0 0 0| 0 52 0 0 2600 868.500 0.82 43.46 0 0 0| 0 22 0 0 2800 710.000 0.77 40.87 0 0 0| 0 12 0 0 3000 571.000 0.70 39.20 0 0 0| 0 69 0 0 3200 445.000 448.000 0.62 37.77 445.000 445.000 0 0 2| 0 700 0 0 3400 340.000 0.53 36.28 0 0 0| 0 255 0 0 3600 253.500 0.44 35.30 0 0 0| 0 34 0 0 3800 186.000 182.000 0.36 34.23 186.000 186.000 0 0 1| 0 19 0 0 4000 90.500 0.21 33.13 0 0 0| 0 6 0 0 4400 41.500 0.11 32.24 0 0 0| 0 44 0 0 4800 Total 0 0 3| 0 1,220 0 0 Indicative a-t-m Vol 37.18 Underlying Price 3540.000 Time to expiry: 281 Days Jun 11 1963.500 0.98 56.58 0 0 0| 0 0 0 0 1600 1774.000 0.96 53.50 0 0 0| 0 0 0 0 1800 1590.500 0.94 51.04 0 0 0| 0 5 0 0 2000 1237.000 0.89 46.04 0 0 0| 0 5 0 0 2400 1072.000 0.85 44.11 0 0 0| 0 50 0 0 2600 916.500 0.80 42.31 0 0 0| 0 15 0 0 2800 775.000 0.74 40.86 0 0 0| 0 433 0 0 3000 644.000 0.68 39.32 0 0 0| 0 275 0 0 3200 526.500 0.61 37.98 0 0 0| 0 0 0 0 3400 423.500 0.54 36.84 0 0 0| 0 205 0 0 3600 Equity Options 21:51 Business Day Thu 9 Sep 2010 Previous Business Day Wed 8 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 | 332.000 337.000 0.47 35.99 332.000 S 332.000 S 0 0 1| 0 0 0 0 3800 264.000 0.40 35.27 0 0 0| 0 5 0 0 4000 157.000 0.28 34.08 0 0 0| 3 17 +3 0 4400 88.500 0.18 33.06 0 0 0| 0 25 0 0 4800 47.000 0.11 32.32 0 0 0| 0 0 0 0 5200 Total 0 0 1| 3 1,035 +3 0 Indicative a-t-m Vol 38.12 Underlying Price 3540.000 Time to expiry: 463 Days Dec 11 1967.500 0.97 49.31 0 0 0| 0 0 0 0 1600 1791.000 0.95 49.01 0 0 0| 0 0 0 0 1800 1621.500 0.92 48.07 0 0 0| 0 0 0 0 2000 1369.500 0.87 45.99 0 0 0| 0 0 0 0 2313 1303.500 0.85 45.36 0 0 0| 0 0 0 0 2400 1014.000 0.77 42.40 0 0 0| 0 5 0 0 2800 762.500 0.67 39.91 0 0 0| 0 400 0 0 3200 556.000 0.57 37.80 0 0 0| 0 1,005 0 0 3600 394.500 0.46 36.33 0 0 0| 0 105 0 0 4000 275.500 0.36 35.42 0 0 0| 0 1,000 0 0 4400 193.000 0.28 34.91 0 0 0| 0 0 0 0 4800 Total 0 0 0| 0 2,515 0 0 Indicative a-t-m Vol 44.78 Underlying Price 3540.000 Time to expiry: 645 Days Jun 12 1443.000 0.82 51.76 0 0 0| 0 0 0 0 2400 1175.000 0.76 48.00 0 0 0| 0 0 0 0 2800 941.500 0.68 45.14 0 0 0| 0 0 0 0 3200 774.500 0.60 44.72 0 0 0| 0 0 0 0 3600 609.000 0.53 42.87 0 0 0| 0 0 0 0 4000 489.000 0.45 42.28 0 0 0| 0 0 0 0 4400 Total 0 0 0| 0 0 0 0 Indicative a-t-m Vol 45.44 Underlying Price 3540.000 Time to expiry: 834 Days Dec 12 1510.500 0.82 51.61 0 0 0| 0 0 0 0 2400 1280.500 0.76 49.52 0 0 0| 0 1 0 0 2800 1055.500 0.69 46.48 0 0 0| 0 0 0 0 3200 883.000 0.62 45.26 0 0 0| 0 505 0 0 3600 722.500 0.55 43.64 0 0 0| 0 0 0 0 4000 502.500 0.43 42.42 0 0 0| 0 0 0 0 4800 Total 0 0 0| 0 506 0 0 Total Calls 0 0 947| 218 31,877 -245 0 | Equity Options 21:51 Business Day Thu 9 Sep 2010 Previous Business Day Wed 8 Sep 2010 Page 12 Puts | Block | Opening Settle Delta Vola- Daily Trade Bclear Total | Official **Open Change Exer- Exer Trans Price tility High Low Volume Volume*** Volume | Volume Int cises Price | Rio Tinto plc - STND OPT (RTZ) Indicative a-t-m Vol 32.15 Underlying Price 3540.000 Time to expiry: 8 Days Sep 10 CAB 0.00 95.39 0 0 0| 0 153 0 0 2000 CAB 0.00 79.47 0 0 0| 0 395 0 0 2400 0.500 0.00 73.17 0 0 0| 0 324 0 0 2600 1.000 -0.01 64.69 0 0 0| 0 948 0 0 2800 1.500 -0.01 58.82 0 0 0| 0 306 0 0 2900 2.000 -0.02 51.66 0 0 0| 0 2,254 0 0 3000 2.500 -0.03 45.03 0 0 0| 0 408 0 0 3100 10.000 5.500 -0.06 41.58 10.000 8.000 0 0 110| 30 1,299 +18 0 3200 10.500 -0.11 36.74 0 0 0| 11 554 +5 0 3300 18.500 25.500 -0.22 34.94 26.000 18.500 0 0 15| 6 361 +2 0 3400 45.500 53.500 -0.40 32.54 45.500 45.500 0 0 10| 0 150 0 0 3500 96.000 104.500 -0.62 31.57 96.000 85.000 0 0 6| 0 131 0 0 3600 166.000 178.000 -0.81 31.58 166.000 158.000 0 0 10| 0 11 0 0 3700 236.500 266.500 -0.92 32.48 238.000 S 236.500 S 0 0 3| 0 438 0 0 3800 362.000 -0.97 32.48 0 0 0| 0 0 0 0 3900 460.500 -0.99 33.15 0 0 0| 0 20 0 0 4000 660.000 -1.00 33.15 0 0 0| 0 0 0 0 4200 860.000 -1.00 33.82 0 0 0| 0 2 0 0 4400 1260.000 -1.00 33.87 0 0 0| 0 5 0 0 4800 Total 0 0 154| 47 7,759 +25 0 Indicative a-t-m Vol 33.63 Underlying Price 3540.000 Time to expiry: 36 Days Oct 10 5.000 -0.02 50.05 0 0 0| 0 27 0 0 2600 10.500 -0.05 46.18 0 0 0| 0 18 0 0 2800 15.000 15.500 -0.07 44.09 15.000 15.000 0 0 3| 0 3 0 0 2900 20.000 23.000 -0.10 42.26 20.000 20.000 0 0 1| 0 394 0 0 3000 32.500 -0.13 40.19 0 0 0| 0 30 0 0 3100 47.000 -0.19 38.47 0 0 0| 0 764 0 0 3200 66.500 -0.25 36.81 0 0 0| 0 277 0 0 3300 94.500 -0.34 35.26 0 0 0| 0 251 0 0 3400 132.000 -0.43 33.94 0 0 0| 0 0 0 0 3500 181.000 -0.54 33.16 0 0 0| 0 11 0 0 3600 306.500 -0.75 30.44 0 0 0| 0 15 0 0 3800 473.000 -0.90 28.91 0 0 0| 0 0 0 0 4000 Total 0 0 4| 0 1,790 0 0 Indicative a-t-m Vol 34.63 Underlying Price 3540.000 Time to expiry: 71 Days Nov 10 20.000 -0.06 47.52 0 0 0| 0 1 0 0 2600 35.000 -0.10 44.49 0 0 0| 0 0 0 0 2800 59.000 -0.16 41.23 0 0 0| 0 7 0 0 3000 74.500 -0.20 39.55 0 0 0| 0 0 0 0 3100 96.500 -0.25 38.41 0 0 0| 0 4 0 0 3200 124.000 -0.30 37.30 0 0 0| 0 0 0 0 3300 154.000 158.500 -0.37 36.31 154.000 154.000 0 0 2| 0 19 0 0 3400 197.000 -0.44 35.01 0 0 0| 0 10 0 0 3500 244.500 -0.51 34.05 0 0 0| 0 0 0 0 3600 Equity Options 21:51 Business Day Thu 9 Sep 2010 Previous Business Day Wed 8 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 | 360.000 -0.66 31.95 0 0 0| 0 5 0 0 3800 512.000 -0.79 31.46 0 0 0| 0 0 0 0 4000 Total 0 0 2| 0 46 0 0 Indicative a-t-m Vol 35.37 Underlying Price 3540.000 Time to expiry: 99 Days Dec 10 2.500 1.500 0.00 67.17 2.500 2.500 0 0 5| 0 955 0 0 1487 2.500 -0.01 62.99 0 0 0| 0 24 0 0 1652 8.000 -0.02 57.59 0 0 0| 0 275 0 0 1983 18.000 -0.04 51.44 0 0 0| 0 866 0 0 2313 40.000 40.000 -0.09 46.29 40.000 40.000 0 0 3| 0 1,216 0 0 2644 56.500 -0.13 43.89 0 0 0| 0 2,334 0 0 2800 91.500 88.000 -0.19 41.25 91.500 86.000 S 0 0 19| 0 2,357 0 0 3000 125.000 134.500 -0.27 38.91 125.000 125.000 0 0 5| 280 2,057 +280 0 3200 193.000 -0.38 35.99 0 0 0| 1 676 0 0 3400 284.000 289.500 -0.50 35.11 284.000 S 284.000 S 0 0 14| 8 1,779 -2 0 3600 376.500 407.000 -0.62 34.23 378.000 S 376.500 S 0 0 3| 0 1,511 0 0 3800 549.000 -0.73 33.35 0 0 0| 0 16 0 0 4000 709.500 -0.82 32.77 0 0 0| 0 0 0 0 4200 884.000 -0.89 31.71 0 0 0| 0 2 0 0 4400 1264.000 -0.97 31.48 0 0 0| 0 5 0 0 4800 Total 0 0 49| 289 14,073 +278 0 Indicative a-t-m Vol 36.34 Underlying Price 3540.000 Time to expiry: 190 Days Mar 11 65.500 -0.10 47.41 0 0 0| 0 21 0 0 2400 93.000 -0.14 45.05 0 0 0| 0 47 0 0 2600 127.500 -0.18 42.63 0 0 0| 3 293 0 0 2800 173.500 -0.24 40.46 0 0 0| 0 769 0 0 3000 239.500 234.500 -0.31 38.68 239.500 239.500 0 0 5| 0 687 0 0 3200 314.000 -0.40 37.32 0 0 0| 0 614 0 0 3400 408.000 -0.48 35.91 0 0 0| 0 6 0 0 3600 521.000 -0.57 34.76 0 0 0| 0 6 0 0 3800 653.000 -0.65 33.94 0 0 0| 0 10 0 0 4000 963.500 -0.79 32.91 0 0 0| 0 5 0 0 4400 1312.000 -0.89 31.58 0 0 0| 0 2 0 0 4800 Total 0 0 5| 3 2,460 0 0 Indicative a-t-m Vol 36.82 Underlying Price 3540.000 Time to expiry: 281 Days Jun 11 25.000 -0.03 55.83 0 0 0| 0 0 0 0 1600 37.500 -0.05 53.01 0 0 0| 0 3 0 0 1800 54.500 -0.07 50.46 0 0 0| 0 36 0 0 2000 103.500 -0.12 45.75 0 0 0| 0 34 0 0 2400 139.000 -0.16 43.76 0 0 0| 0 10 0 0 2600 182.000 -0.21 41.75 0 0 0| 0 330 0 0 2800 240.000 -0.26 40.26 0 0 0| 0 1,000 0 0 3000 310.500 -0.32 38.93 0 0 0| 0 302 0 0 3200 392.500 -0.39 37.60 0 0 0| 0 5 0 0 3400 489.500 -0.46 36.49 0 0 0| 0 202 0 0 3600 603.000 -0.53 35.66 0 0 0| 0 0 0 0 3800 735.000 -0.60 35.37 0 0 0| 0 0 0 0 4000 Equity Options 21:51 Business Day Thu 9 Sep 2010 Previous Business Day Wed 8 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 | 1024.500 -0.73 33.94 0 0 0| 0 0 0 0 4400 1354.000 -0.83 32.65 0 0 0| 0 0 0 0 4800 1710.000 -0.90 31.24 0 0 0| 0 0 0 0 5200 Total 0 0 0| 0 1,922 0 0 Indicative a-t-m Vol 37.66 Underlying Price 3540.000 Time to expiry: 463 Days Dec 11 36.000 -0.04 46.77 0 0 0| 0 0 0 0 1600 62.500 -0.06 46.83 0 0 0| 0 0 0 0 1800 95.500 -0.09 46.26 0 0 0| 0 0 0 0 2000 157.500 -0.14 44.65 0 0 0| 0 21 0 0 2313 179.500 -0.15 44.15 0 0 0| 0 0 0 0 2400 293.500 -0.24 41.75 0 0 0| 0 10 0 0 2800 440.500 -0.33 39.37 0 0 0| 0 701 0 0 3200 632.500 -0.44 37.36 0 0 0| 0 0 0 0 3600 869.000 -0.55 35.93 0 0 0| 0 100 0 0 4000 1142.000 -0.65 34.65 0 0 0| 0 0 0 0 4400 1455.500 -0.74 33.86 0 0 0| 0 0 0 0 4800 Total 0 0 0| 0 832 0 0 Indicative a-t-m Vol 44.66 Underlying Price 3540.000 Time to expiry: 645 Days Jun 12 343.000 -0.18 51.31 0 0 0| 0 0 0 0 2400 472.000 -0.25 47.70 0 0 0| 0 0 0 0 2800 637.000 -0.33 45.09 0 0 0| 0 0 0 0 3200 863.000 -0.40 44.59 0 0 0| 0 0 0 0 3600 1089.000 -0.48 42.59 0 0 0| 0 0 0 0 4000 1366.500 -0.55 42.19 0 0 0| 0 0 0 0 4400 Total 0 0 0| 0 0 0 0 Indicative a-t-m Vol 45.28 Underlying Price 3540.000 Time to expiry: 834 Days Dec 12 434.500 -0.19 51.95 0 0 0| 0 0 0 0 2400 592.000 -0.25 49.52 0 0 0| 0 50 0 0 2800 756.000 -0.32 46.38 0 0 0| 0 0 0 0 3200 973.000 -0.38 45.08 0 0 0| 0 505 0 0 3600 1207.500 -0.45 43.70 0 0 0| 0 0 0 0 4000 1760.500 -0.57 42.13 0 0 0| 0 0 0 0 4800 Total 0 0 0| 0 555 0 0 Total Puts 0 0 214| 339 29,437 +303 0 Grand Total 0 0 1,161| 19,637 102,442 +58 0 Equity Options 21:51 Business Day Thu 9 Sep 2010 Previous Business Day Wed 8 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 23.82 Underlying Price 578.000 Time to expiry: 8 Days Sep 10 138.000 1.00 53.31 0 0 0| 0 0 0 0 440 118.000 1.00 45.81 0 0 0| 0 0 0 0 460 98.000 1.00 41.54 0 0 0| 0 45 0 0 480 58.250 0.99 30.10 0 0 0| 0 307 0 0 520 38.500 0.96 25.66 0 0 0| 0 12 0 0 540 20.500 0.81 24.01 0 0 0| 0 89 0 0 560 7.750 0.47 23.80 0 0 0| 0 265 0 0 580 1.750 0.16 23.76 0 0 0| 0 491 0 0 600 0.250 0.03 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 25.15 Underlying Price 578.000 Time to expiry: 99 Days Dec 10 101.500 0.91 30.52 0 0 0| 0 21 0 0 480 66.500 0.80 27.52 0 0 0| 0 1 0 0 520 38.500 0.61 25.99 0 0 0| 0 75 0 0 560 18.250 0.39 24.12 0 0 0| 0 37 0 0 600 7.500 0.20 23.26 0 0 0| 0 34 0 0 640 2.500 0.09 22.88 0 0 0| 0 7 0 0 680 0.750 0.03 22.79 0 0 0| 0 16 0 0 720 Total 0 0 0| 0 191 0 0 Indicative a-t-m Vol 25.14 Underlying Price 578.000 Time to expiry: 190 Days Mar 11 107.750 0.84 30.35 0 0 0| 0 0 0 0 480 75.750 0.73 27.31 0 0 0| 0 0 0 0 520 49.750 0.59 25.74 0 0 0| 0 13 0 0 560 29.750 0.44 24.42 0 0 0| 0 7 0 0 600 16.750 0.29 23.76 0 0 0| 0 10 0 0 640 4.500 0.10 23.32 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 21:51 Business Day Thu 9 Sep 2010 Previous Business Day Wed 8 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 23.53 Underlying Price 578.000 Time to expiry: 8 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 0.00 42.20 0 0 0| 0 203 0 0 480 0.250 -0.01 31.30 0 0 0| 0 100 0 0 520 0.500 -0.05 26.71 0 0 0| 0 6 0 0 540 2.500 -0.20 24.19 0 0 0| 0 129 0 0 560 9.500 -0.53 23.45 0 0 0| 0 250 0 0 580 23.500 -0.85 23.02 0 0 0| 0 78 0 0 600 42.250 -0.97 23.61 0 0 0| 0 0 0 0 620 62.000 -1.00 24.87 0 0 0| 0 0 0 0 640 102.000 -1.00 30.50 0 0 0| 0 0 0 0 680 142.000 -1.00 31.70 0 0 0| 0 0 0 0 720 Total 0 0 0| 0 1,375 0 0 Indicative a-t-m Vol 24.67 Underlying Price 578.000 Time to expiry: 99 Days Dec 10 6.250 -0.12 31.66 0 0 0| 0 94 0 0 480 12.250 -0.23 28.30 0 0 0| 0 35 0 0 520 24.000 -0.40 25.50 0 0 0| 10 62 +10 0 560 44.250 -0.62 23.67 0 0 0| 0 47 0 0 600 75.000 -0.79 24.22 0 0 0| 0 6 0 0 640 108.750 -0.93 21.37 0 0 0| 0 0 0 0 680 147.250 -0.99 19.75 0 0 0| 0 0 0 0 720 Total 0 0 0| 10 244 +10 0 Indicative a-t-m Vol 25.05 Underlying Price 578.000 Time to expiry: 190 Days Mar 11 13.250 -0.18 30.37 0 0 0| 0 33 0 0 480 22.250 -0.28 28.13 0 0 0| 0 60 0 0 520 35.250 -0.41 25.71 0 0 0| 0 53 0 0 560 55.000 -0.57 24.24 0 0 0| 0 11 0 0 600 83.000 -0.71 24.31 0 0 0| 0 0 0 0 640 149.750 -0.92 22.28 0 0 0| 0 0 0 0 720 Total 0 0 0| 0 157 0 0 Total Puts 0 0 0| 10 1,776 +10 0 Grand Total 0 0 0| 4,510 13,161 +10 0 Equity Options 21:51 Business Day Thu 9 Sep 2010 Previous Business Day Wed 8 Sep 2010 Page 17 Calls | Block | Opening Settle Delta Vola- Daily Trade Bclear Total | Official **Open Change Exer- Exer Trans Price tility High Low Volume Volume*** Volume | Volume Int cises Price | Royal Bank of Scotland plc - STND OPT (RBS) Indicative a-t-m Vol 39.40 Underlying Price 48.150 Time to expiry: 8 Days Sep 10 32.250 1.00 87.66 0 0 0| 0 0 0 0 16 24.250 1.00 84.69 0 0 0| 0 0 0 0 24 20.250 1.00 82.86 0 0 0| 0 0 0 0 28 16.250 1.00 77.92 0 0 0| 0 25 0 0 32 12.250 1.00 66.73 0 0 0| 0 160 0 0 36 10.250 0.99 61.76 0 0 0| 0 0 0 0 38 8.000 8.250 0.98 58.54 8.000 S 8.000 S 0 0 33| 0 269 0 0 40 5.500 6.250 0.96 51.03 5.500 5.500 0 0 101| 0 82 0 0 42 4.250 0.90 46.02 0 0 0| 0 325 0 0 44 1.750 2.500 0.77 40.51 1.750 1.750 0 0 25| 0 54 0 0 46 1.250 0.53 38.10 0 0 0| 0 11,487 0 0 48 0.500 0.29 40.69 0 0 0| 0 1,000 0 0 50 0.250 0.13 41.55 0 0 0| 0 3,610 0 0 52 CAB 0.01 43.73 0 0 0| 0 17,800 0 0 56 CAB 0.00 43.92 0 0 0| 0 1,068 0 0 60 CAB 0.00 47.11 0 0 0| 0 15,000 0 0 64 CAB 0.00 53.08 0 0 0| 0 0 0 0 72 CAB 0.00 58.79 0 0 0| 0 0 0 0 80 Total 0 0 159| 0 50,880 0 0 Indicative a-t-m Vol 39.73 Underlying Price 48.150 Time to expiry: 36 Days Oct 10 16.250 0.99 57.72 0 0 0| 0 0 0 0 32 12.250 0.96 53.42 0 0 0| 0 0 0 0 36 8.500 0.91 46.61 0 0 0| 0 100 0 0 40 6.750 0.85 44.21 0 0 0| 0 0 0 0 42 4.000 5.000 0.77 41.68 4.000 4.000 0 0 10| 5 15 +5 0 44 2.750 3.750 0.67 39.89 2.750 2.750 0 0 25| 0 115 0 0 46 2.250 2.500 0.54 39.06 2.250 2.250 0 0 1,100| 0 1,163 0 0 48 1.250 0.31 41.73 0 0 0| 0 0 0 0 52 0.250 0.13 39.31 0 0 0| 0 0 0 0 56 CAB 0.02 42.83 0 0 0| 0 0 0 0 64 CAB 0.00 46.66 0 0 0| 0 0 0 0 72 Total 0 0 1,135| 5 1,393 +5 0 Indicative a-t-m Vol 40.62 Underlying Price 48.150 Time to expiry: 71 Days Nov 10 16.500 0.96 57.64 0 0 0| 0 0 0 0 32 12.750 0.91 55.03 0 0 0| 0 0 0 0 36 9.250 0.84 48.60 0 0 0| 0 0 0 0 40 7.500 0.78 46.54 0 0 0| 0 0 0 0 42 6.000 0.72 43.27 0 0 0| 0 0 0 0 44 4.750 0.63 42.76 0 0 0| 0 0 0 0 46 3.000 3.500 0.55 41.19 3.000 3.000 0 0 25| 0 22 0 0 48 0.750 0.20 36.66 0 0 0| 0 0 0 0 56 0.250 0.05 36.57 0 0 0| 0 0 0 0 64 Total 0 0 25| 0 22 0 0 Equity Options 21:51 Business Day Thu 9 Sep 2010 Previous Business Day Wed 8 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 43.73 Underlying Price 48.150 Time to expiry: 99 Days Dec 10 40.250 1.00 79.47 0 0 0| 0 0 0 0 8 32.250 1.00 78.00 0 0 0| 0 100 0 0 16 24.500 0.97 76.20 0 0 0| 0 240 0 0 24 20.500 0.96 66.61 0 0 0| 0 0 0 0 28 16.750 0.93 60.57 0 0 0| 0 430 0 0 32 13.250 0.87 58.36 0 0 0| 0 60 0 0 36 10.000 0.80 51.53 0 0 0| 0 1,794 0 0 40 7.000 0.69 48.12 0 0 0| 0 9,130 0 0 44 4.500 0.56 44.22 0 0 0| 0 11,642 0 0 48 1.500 0.27 40.27 0 0 0| 0 4,616 0 0 56 1.000 0.18 40.42 0 0 0| 490 3,069 -230 0 60 0.500 0.11 39.91 0 0 0| 0 2,410 0 0 64 0.250 0.03 39.82 0 0 0| 0 850 0 0 72 CAB 0.01 41.35 0 0 0| 0 706 0 0 80 CAB 0.00 41.59 0 0 0| 0 10 0 0 88 CAB 0.00 39.61 0 0 0| 0 246 0 0 96 CAB 0.00 39.11 0 0 0| 0 0 0 0 100 CAB 0.00 38.12 0 0 0| 0 0 0 0 120 CAB 0.00 39.15 0 0 0| 0 0 0 0 140 CAB 0.00 41.06 0 0 0| 0 0 0 0 160 CAB 0.00 41.06 0 0 0| 0 0 0 0 180 CAB 0.00 41.06 0 0 0| 0 0 0 0 200 CAB 0.00 41.06 0 0 0| 0 0 0 0 220 CAB 0.00 41.06 0 0 0| 0 109 0 0 240 CAB 0.00 41.06 0 0 0| 0 721 0 0 275 CAB 0.00 41.06 0 0 0| 0 2,019 0 0 309 CAB 0.00 41.06 0 0 0| 0 1,650 0 0 343 CAB 0.00 41.06 0 0 0| 0 2,074 0 0 450 Total 0 0 0| 490 41,876 -230 0 Indicative a-t-m Vol 41.61 Underlying Price 48.150 Time to expiry: 190 Days Mar 11 17.500 0.89 55.17 0 0 0| 0 10 0 0 32 14.250 0.83 52.25 0 0 0| 0 0 0 0 36 11.250 0.76 48.70 0 0 0| 0 250 0 0 40 8.500 0.67 45.36 0 0 0| 0 0 0 0 44 6.000 0.57 42.26 0 0 0| 0 1,124 0 0 48 2.500 0.34 37.03 0 0 0| 0 75 0 0 56 1.500 0.24 35.56 0 0 0| 0 2,107 0 0 60 0.750 0.15 33.84 0 0 0| 0 31 0 0 64 0.250 0.03 35.17 0 0 0| 0 0 0 0 80 Total 0 0 0| 0 3,597 0 0 Indicative a-t-m Vol 41.21 Underlying Price 48.150 Time to expiry: 281 Days Jun 11 25.000 0.94 60.15 0 0 0| 0 0 0 0 24 18.000 0.87 51.52 0 0 0| 0 5,250 0 0 32 15.000 0.82 48.46 0 0 0| 0 0 0 0 36 Equity Options 21:51 Business Day Thu 9 Sep 2010 Previous Business Day Wed 8 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 | 12.000 0.75 46.11 0 0 0| 0 0 0 0 40 9.500 0.67 43.56 0 0 0| 0 50 0 0 44 6.250 7.250 0.58 41.57 6.250 S 6.250 S 0 0 33| 0 1,180 0 0 48 4.000 0.40 38.66 0 0 0| 0 34 0 0 56 2.750 0.32 37.60 0 0 0| 0 1,150 0 0 60 1.750 0.24 36.19 0 0 0| 0 0 0 0 64 0.250 0.05 32.28 0 0 0| 0 125 0 0 80 Total 0 0 33| 0 7,789 0 0 Indicative a-t-m Vol 40.03 Underlying Price 48.150 Time to expiry: 463 Days Dec 11 40.250 1.00 63.49 0 0 0| 0 0 0 0 8 32.750 0.98 59.93 0 0 0| 0 100 0 0 16 25.750 0.93 54.13 0 0 0| 0 0 0 0 24 19.500 0.85 50.30 0 0 0| 0 2,010 0 0 32 13.750 0.74 45.08 0 0 0| 0 664 0 0 40 9.000 0.60 40.34 0 0 0| 0 5,111 0 0 48 4.250 0.38 36.67 0 0 0| 0 620 0 0 60 1.000 0.13 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 48.150 Time to expiry: 645 Days Jun 12 21.250 0.83 53.60 0 0 0| 0 0 0 0 32 16.500 0.74 50.43 0 0 0| 0 0 0 0 40 13.500 0.65 52.38 0 0 0| 0 0 0 0 48 8.250 0.50 46.51 0 0 0| 0 0 0 0 60 Total 0 0 0| 0 0 0 0 Indicative a-t-m Vol 48.72 Underlying Price 48.150 Time to expiry: 834 Days Dec 12 28.000 0.90 58.41 0 0 0| 0 0 0 0 24 22.750 0.83 53.42 0 0 0| 0 0 0 0 32 18.250 0.75 51.16 0 0 0| 0 0 0 0 40 14.500 0.66 48.89 0 0 0| 0 0 0 0 48 10.250 0.54 46.87 0 0 0| 0 0 0 0 60 7.500 0.41 50.81 0 0 0| 0 0 0 0 80 Total 0 0 0| 0 0 0 0 Total Calls 0 0 1,352| 495 116,217 -225 0 | Equity Options 21:51 Business Day Thu 9 Sep 2010 Previous Business Day Wed 8 Sep 2010 Page 20 Puts | Block | Opening Settle Delta Vola- Daily Trade Bclear Total | Official **Open Change Exer- Exer Trans Price tility High Low Volume Volume*** Volume | Volume Int cises Price | Royal Bank of Scotland plc - STND OPT (RBS) Indicative a-t-m Vol 39.40 Underlying Price 48.150 Time to expiry: 8 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 0.00 66.73 0 0 0| 0 158 0 0 36 CAB -0.01 61.76 0 0 0| 0 100 0 0 38 CAB -0.02 58.54 0 0 0| 0 860 0 0 40 CAB -0.04 51.03 0 0 0| 0 652 0 0 42 0.250 -0.10 46.02 0 0 0| 0 866 0 0 44 0.500 0.500 -0.23 40.51 0.500 0.500 0 0 1| 0 96 0 0 46 1.000 -0.47 38.10 0 0 0| 0 290 0 0 48 2.500 -0.71 40.69 0 0 0| 0 0 0 0 50 4.000 -0.87 41.55 0 0 0| 0 17 0 0 52 7.750 -0.99 43.73 0 0 0| 0 707 0 0 56 11.750 -1.00 43.92 0 0 0| 0 56 0 0 60 15.750 -1.00 47.11 0 0 0| 0 0 0 0 64 23.750 -1.00 53.08 0 0 0| 0 0 0 0 72 31.750 -1.00 58.79 0 0 0| 0 0 0 0 80 Total 0 0 1| 0 5,464 0 0 Indicative a-t-m Vol 41.68 Underlying Price 48.150 Time to expiry: 36 Days Oct 10 CAB -0.02 65.36 0 0 0| 0 0 0 0 32 0.250 -0.05 57.44 0 0 0| 0 0 0 0 36 0.250 -0.09 46.61 0 0 0| 0 100 0 0 40 0.750 -0.16 46.49 0 0 0| 0 0 0 0 42 1.000 -0.23 41.68 0 0 0| 0 356 0 0 44 1.750 -0.34 43.09 0 0 0| 0 231 0 0 46 2.500 -0.46 41.67 0 0 0| 0 146 0 0 48 5.000 -0.70 41.73 0 0 0| 0 0 0 0 52 8.250 -0.88 39.31 0 0 0| 0 40 0 0 56 16.000 -0.98 42.83 0 0 0| 0 0 0 0 64 23.750 -1.00 39.48 0 0 0| 0 0 0 0 72 Total 0 0 0| 0 873 0 0 Indicative a-t-m Vol 38.34 Underlying Price 48.150 Time to expiry: 71 Days Nov 10 0.250 -0.04 57.97 0 0 0| 0 0 0 0 32 0.500 -0.09 53.05 0 0 0| 0 0 0 0 36 1.250 -0.18 52.46 0 0 0| 0 0 0 0 40 1.500 -0.22 47.69 0 0 0| 5 5 +5 0 42 1.750 -0.28 41.74 0 0 0| 0 0 0 0 44 3.000 -0.37 47.65 0 0 0| 0 0 0 0 46 3.250 -0.46 39.00 0 0 0| 0 0 0 0 48 8.500 -0.83 33.71 0 0 0| 0 0 0 0 56 16.000 -0.97 32.98 0 0 0| 0 0 0 0 64 Total 0 0 0| 5 5 +5 0 Equity Options 21:51 Business Day Thu 9 Sep 2010 Previous Business Day Wed 8 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 43.73 Underlying Price 48.150 Time to expiry: 99 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 0.250 -0.04 67.56 0 0 0| 0 350 0 0 28 0.500 -0.07 60.57 0 0 0| 0 12,050 0 0 32 1.250 -0.13 58.36 0 0 0| 0 10,241 0 0 36 1.750 -0.20 51.53 0 0 0| 0 7,547 0 0 40 2.500 -0.31 44.98 0 0 0| 0 9,231 0 0 44 4.250 -0.45 44.22 0 0 0| 0 12,145 0 0 48 9.250 -0.73 40.27 0 0 0| 0 3,901 0 0 56 12.750 -0.83 40.42 0 0 0| 0 207 0 0 60 16.500 -0.86 45.03 0 0 0| 0 170 0 0 64 24.000 -0.97 39.82 0 0 0| 0 50 0 0 72 31.750 -1.00 41.35 0 0 0| 0 0 0 0 80 39.750 -1.00 41.59 0 0 0| 0 0 0 0 88 47.750 -1.00 39.61 0 0 0| 0 30 0 0 96 51.750 -1.00 39.11 0 0 0| 0 1 0 0 100 71.750 -1.00 38.12 0 0 0| 0 0 0 0 120 91.750 -1.00 39.15 0 0 0| 0 0 0 0 140 111.750 -1.00 41.06 0 0 0| 0 0 0 0 160 131.750 -1.00 41.06 0 0 0| 0 0 0 0 180 151.750 -1.00 41.06 0 0 0| 0 0 0 0 200 171.750 -1.00 41.06 0 0 0| 0 0 0 0 220 191.750 -1.00 41.06 0 0 0| 0 100 0 0 240 226.750 -1.00 41.06 0 0 0| 0 0 0 0 275 260.750 -1.00 41.06 0 0 0| 0 0 0 0 309 294.750 -1.00 41.06 0 0 0| 0 0 0 0 343 401.750 -1.00 41.06 0 0 0| 0 0 0 0 450 Total 0 0 0| 0 62,015 0 0 Indicative a-t-m Vol 41.61 Underlying Price 48.150 Time to expiry: 190 Days Mar 11 1.250 -0.11 55.17 0 0 0| 0 55 0 0 32 2.000 -0.17 52.25 0 0 0| 0 52 0 0 36 2.750 -0.24 48.70 0 0 0| 0 5 0 0 40 4.000 -0.33 45.36 0 0 0| 0 50 0 0 44 5.750 -0.43 42.26 0 0 0| 0 532 0 0 48 10.250 -0.66 37.03 0 0 0| 0 94 0 0 56 13.250 -0.77 35.56 0 0 0| 0 20 0 0 60 16.500 -0.85 33.84 0 0 0| 0 20 0 0 64 31.750 -0.98 35.17 0 0 0| 0 0 0 0 80 Total 0 0 0| 0 828 0 0 Indicative a-t-m Vol 41.21 Underlying Price 48.150 Time to expiry: 281 Days Jun 11 0.750 -0.06 60.15 0 0 0| 0 0 0 0 24 1.750 -0.13 51.52 0 0 0| 0 35 0 0 32 2.500 2.500 -0.18 48.46 2.500 2.500 0 0 500| 0 1 0 0 36 3.750 -0.25 46.11 0 0 0| 0 50 0 0 40 Equity Options 21:51 Business Day Thu 9 Sep 2010 Previous Business Day Wed 8 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 | 5.000 -0.33 43.56 0 0 0| 0 50 0 0 44 6.750 -0.42 41.57 0 0 0| 0 10 0 0 48 11.500 -0.60 38.66 0 0 0| 0 21 0 0 56 14.250 -0.69 37.60 0 0 0| 0 0 0 0 60 17.500 -0.77 36.19 0 0 0| 0 0 0 0 64 32.000 -0.97 32.28 0 0 0| 0 0 0 0 80 Total 0 0 500| 0 167 0 0 Indicative a-t-m Vol 43.65 Underlying Price 48.150 Time to expiry: 463 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 1.500 -0.08 58.79 0 0 0| 0 0 0 0 24 3.250 -0.16 53.92 0 0 0| 0 2,005 0 0 32 5.750 -0.26 48.70 0 0 0| 0 1,620 0 0 40 9.000 -0.39 43.96 0 0 0| 0 6,512 0 0 48 16.250 -0.60 40.29 0 0 0| 0 370 0 0 60 32.750 -0.86 36.59 0 0 0| 0 0 0 0 80 Total 0 0 0| 0 10,507 0 0 Indicative a-t-m Vol 52.02 Underlying Price 48.150 Time to expiry: 645 Days Jun 12 4.500 -0.17 53.60 0 0 0| 0 0 0 0 32 7.750 -0.26 51.69 0 0 0| 0 0 0 0 40 12.500 -0.35 52.53 0 0 0| 0 0 0 0 48 19.000 -0.51 46.33 0 0 0| 0 0 0 0 60 Total 0 0 0| 0 0 0 0 Indicative a-t-m Vol 49.01 Underlying Price 48.150 Time to expiry: 834 Days Dec 12 3.250 -0.10 59.13 0 0 0| 0 0 0 0 24 5.500 -0.17 53.51 0 0 0| 0 0 0 0 32 9.000 -0.25 51.69 0 0 0| 0 0 0 0 40 13.000 -0.34 49.21 0 0 0| 0 0 0 0 48 20.500 -0.48 46.81 0 0 0| 0 0 0 0 60 36.750 -0.64 48.09 0 0 0| 0 0 0 0 80 Total 0 0 0| 0 0 0 0 Total Puts 0 0 501| 5 79,859 +5 0 Grand Total 0 0 1,853| 19,040 236,040 -220 0 Equity Options 21:51 Business Day Thu 9 Sep 2010 Previous Business Day Wed 8 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 19.34 Underlying Price 1776.500 Time to expiry: 8 Days Sep 10 476.500 1.00 40.03 0 0 0| 0 0 0 0 1300 376.500 1.00 34.60 0 0 0| 0 0 0 0 1400 276.500 1.00 29.85 0 0 0| 0 0 0 0 1500 226.500 1.00 26.89 0 0 0| 0 0 0 0 1550 177.000 1.00 23.94 0 0 0| 0 2 0 0 1600 127.000 0.99 21.93 0 0 0| 0 31 0 0 1650 79.000 0.92 20.17 0 0 0| 5 426 -5 0 1700 38.000 0.69 19.77 0 0 0| 0 77 0 0 1750 7.500 11.500 0.34 18.98 7.500 7.500 0 0 10| 0 109 0 0 1800 2.500 0.10 19.60 0 0 0| 0 6 0 0 1850 0.500 0.02 20.17 0 0 0| 0 313 0 0 1900 CAB 0.00 21.13 0 0 0| 0 1,187 0 0 2000 CAB 0.00 22.55 0 0 0| 0 15 0 0 2200 CAB 0.00 23.03 0 0 0| 0 2 0 0 2400 Total 0 0 10| 5 2,168 -5 0 Indicative a-t-m Vol 19.04 Underlying Price 1776.500 Time to expiry: 36 Days Oct 10 378.000 0.99 32.53 0 0 0| 0 0 0 0 1400 279.000 0.97 28.44 0 0 0| 0 0 0 0 1500 183.000 0.92 24.51 0 0 0| 0 0 0 0 1600 137.000 0.86 22.62 0 0 0| 0 0 0 0 1650 95.000 0.76 20.86 0 0 0| 0 31 0 0 1700 59.000 0.61 19.65 0 0 0| 0 24 0 0 1750 32.000 0.43 18.51 0 0 0| 5 357 +5 0 1800 6.000 0.12 17.61 0 0 0| 0 0 0 0 1900 1.000 0.02 18.22 0 0 0| 0 0 0 0 2000 Total 0 0 0| 5 412 +5 0 Indicative a-t-m Vol 20.11 Underlying Price 1776.500 Time to expiry: 71 Days Nov 10 380.000 0.98 31.16 0 0 0| 0 0 0 0 1400 283.000 0.95 27.48 0 0 0| 0 0 0 0 1500 190.000 0.87 24.34 0 0 0| 0 0 0 0 1600 147.000 0.80 22.95 0 0 0| 0 0 0 0 1650 107.500 0.71 21.75 0 0 0| 0 0 0 0 1700 73.500 0.59 20.61 0 0 0| 0 0 0 0 1750 46.500 0.45 19.68 0 0 0| 5 13 +5 0 1800 15.000 0.20 18.70 0 0 0| 0 14 0 0 1900 4.500 0.07 19.16 0 0 0| 0 0 0 0 2000 Total 0 0 0| 5 27 +5 0 Indicative a-t-m Vol 21.06 Underlying Price 1776.500 Time to expiry: 99 Days Dec 10 777.500 1.00 37.53 0 0 0| 0 0 0 0 1000 578.000 1.00 34.47 0 0 0| 0 0 0 0 1200 381.500 0.97 30.83 0 0 0| 0 0 0 0 1400 285.500 0.92 27.40 0 0 0| 0 0 0 0 1500 Equity Options 21:51 Business Day Thu 9 Sep 2010 Previous Business Day Wed 8 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 | 196.000 0.83 25.00 0 0 0| 0 30 0 0 1600 116.500 0.68 22.38 0 0 0| 0 168 0 0 1700 58.000 0.46 20.67 0 0 0| 0 368 0 0 1800 23.500 0.24 19.51 0 0 0| 0 98 0 0 1900 8.500 0.10 19.16 0 0 0| 0 328 0 0 2000 0.500 0.01 17.43 0 0 0| 0 10 0 0 2200 CAB 0.00 17.98 0 0 0| 0 10 0 0 2400 CAB 0.00 23.46 0 0 0| 0 0 0 0 2800 Total 0 0 0| 0 1,012 0 0 Indicative a-t-m Vol 21.86 Underlying Price 1776.500 Time to expiry: 190 Days Mar 11 385.000 0.94 29.42 0 0 0| 0 0 0 0 1400 293.500 0.87 26.95 0 0 0| 0 10 0 0 1500 210.000 0.77 25.10 0 0 0| 0 10 0 0 1600 137.500 0.63 22.97 0 0 0| 0 10 0 0 1700 82.500 0.46 21.53 0 0 0| 0 204 0 0 1800 45.500 0.31 20.68 0 0 0| 0 43 0 0 1900 22.000 0.18 19.73 0 0 0| 0 129 0 0 2000 4.500 0.05 19.24 0 0 0| 0 0 0 0 2200 1.000 0.01 20.01 0 0 0| 0 30 0 0 2400 Total 0 0 0| 0 436 0 0 Indicative a-t-m Vol 22.67 Underlying Price 1776.500 Time to expiry: 281 Days Jun 11 579.500 0.98 34.12 0 0 0| 0 0 0 0 1200 389.000 0.91 29.45 0 0 0| 0 55 0 0 1400 301.000 0.84 27.28 0 0 0| 0 90 0 0 1500 222.000 0.73 25.36 0 0 0| 0 40 0 0 1600 154.000 0.60 23.63 0 0 0| 0 10 0 0 1700 101.500 0.47 22.38 0 0 0| 0 19 0 0 1800 62.500 0.34 21.40 0 0 0| 0 3 0 0 1900 36.500 0.23 20.54 0 0 0| 0 207 0 0 2000 4.000 0.04 20.58 0 0 0| 0 0 0 0 2400 Total 0 0 0| 0 424 0 0 Indicative a-t-m Vol 24.91 Underlying Price 1776.500 Time to expiry: 463 Days Dec 11 582.000 0.97 34.80 0 0 0| 0 0 0 0 1200 391.500 0.89 28.12 0 0 0| 0 0 0 0 1400 241.000 0.69 26.04 0 0 0| 0 0 0 0 1600 138.500 0.48 24.76 0 0 0| 0 0 0 0 1800 66.500 0.29 22.72 0 0 0| 0 0 0 0 2000 14.500 0.09 21.85 0 0 0| 0 0 0 0 2400 Total 0 0 0| 0 0 0 0 Indicative a-t-m Vol 26.47 Underlying Price 1776.500 Time to expiry: 645 Days Jun 12 404.000 0.85 30.00 0 0 0| 0 0 0 0 1400 269.000 0.66 28.43 0 0 0| 0 0 0 0 1600 165.000 0.49 26.21 0 0 0| 0 0 0 0 1800 92.500 0.33 24.27 0 0 0| 0 0 0 0 2000 Total 0 0 0| 0 0 0 0 Equity Options 21:51 Business Day Thu 9 Sep 2010 Previous Business Day Wed 8 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 26.65 Underlying Price 1776.500 Time to expiry: 834 Days Dec 12 408.000 0.83 30.40 0 0 0| 0 0 0 0 1400 279.500 0.65 28.65 0 0 0| 0 0 0 0 1600 178.000 0.49 26.39 0 0 0| 0 0 0 0 1800 105.000 0.35 24.33 0 0 0| 0 0 0 0 2000 43.000 0.17 23.98 0 0 0| 0 0 0 0 2400 Total 0 0 0| 0 0 0 0 Total Calls 0 0 10| 15 4,479 +5 0 | Equity Options 21:51 Business Day Thu 9 Sep 2010 Previous Business Day Wed 8 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 18.75 Underlying Price 1776.500 Time to expiry: 8 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 0.00 24.40 0 0 0| 0 387 0 0 1600 0.500 -0.01 21.91 0 0 0| 0 57 0 0 1650 2.500 -0.08 20.67 0 0 0| 5 179 -5 0 1700 10.500 -0.30 19.32 0 0 0| 1 53 0 0 1750 34.000 -0.67 18.27 0 0 0| 0 105 0 0 1800 75.500 -0.91 19.49 0 0 0| 0 0 0 0 1850 123.500 -0.98 20.38 0 0 0| 0 33 0 0 1900 223.500 -1.00 21.20 0 0 0| 0 20 0 0 2000 423.500 -1.00 26.64 0 0 0| 0 0 0 0 2200 623.500 -1.00 33.02 0 0 0| 0 0 0 0 2400 Total 0 0 0| 6 2,331 -5 0 Indicative a-t-m Vol 19.19 Underlying Price 1776.500 Time to expiry: 36 Days Oct 10 CAB 0.00 26.29 0 0 0| 0 0 0 0 1400 1.500 -0.02 27.08 0 0 0| 0 25 0 0 1500 5.500 -0.08 24.42 0 0 0| 0 30 0 0 1600 10.000 -0.14 22.87 0 0 0| 0 24 0 0 1650 17.500 -0.24 20.99 0 0 0| 0 256 0 0 1700 32.000 -0.39 19.82 0 0 0| 0 262 0 0 1750 54.500 -0.57 18.67 0 0 0| 0 23 0 0 1800 129.000 -0.87 18.23 0 0 0| 0 0 0 0 1900 224.500 -0.97 20.66 0 0 0| 0 0 0 0 2000 Total 0 0 0| 0 620 0 0 Indicative a-t-m Vol 20.03 Underlying Price 1776.500 Time to expiry: 71 Days Nov 10 4.500 -0.04 31.06 0 0 0| 0 1 0 0 1400 9.500 -0.09 27.27 0 0 0| 0 0 0 0 1500 19.500 -0.18 23.99 0 0 0| 0 9 0 0 1600 29.000 -0.26 22.67 0 0 0| 5 5 +5 0 1650 43.500 -0.36 21.56 0 0 0| 0 0 0 0 1700 63.000 -0.48 20.58 0 0 0| 0 1 0 0 1750 89.000 -0.61 19.57 0 0 0| 0 0 0 0 1800 160.000 -0.84 18.02 0 0 0| 0 0 0 0 1900 251.500 -0.95 17.82 0 0 0| 0 0 0 0 2000 Total 0 0 0| 5 16 +5 0 Indicative a-t-m Vol 20.61 Underlying Price 1776.500 Time to expiry: 99 Days Dec 10 3.500 -0.02 54.61 0 0 0| 0 20 0 0 1000 3.500 -0.03 39.23 0 0 0| 0 147 0 0 1200 9.000 -0.07 30.67 0 0 0| 0 1,057 0 0 1400 15.500 -0.12 26.97 0 0 0| 0 25 0 0 1500 30.500 -0.22 24.57 0 0 0| 0 392 0 0 1600 Equity Options 21:51 Business Day Thu 9 Sep 2010 Previous Business Day Wed 8 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 | 56.000 -0.37 22.09 0 0 0| 1 255 +1 0 1700 101.000 -0.58 20.17 0 0 0| 0 342 0 0 1800 170.500 -0.77 19.60 0 0 0| 0 55 0 0 1900 255.000 -0.91 18.61 0 0 0| 0 70 0 0 2000 448.500 -0.99 18.65 0 0 0| 0 10 0 0 2200 648.000 -1.00 18.97 0 0 0| 0 0 0 0 2400 1047.500 -1.00 25.92 0 0 0| 0 0 0 0 2800 Total 0 0 0| 1 2,373 +1 0 Indicative a-t-m Vol 21.41 Underlying Price 1776.500 Time to expiry: 190 Days Mar 11 25.000 -0.13 28.40 0 0 0| 0 102 0 0 1400 38.500 -0.20 25.82 0 0 0| 0 28 0 0 1500 62.500 -0.30 24.16 0 0 0| 0 264 0 0 1600 97.500 -0.43 22.52 0 0 0| 0 76 0 0 1700 146.500 -0.58 21.08 0 0 0| 0 80 0 0 1800 211.500 -0.72 19.93 0 0 0| 0 43 0 0 1900 290.000 -0.84 19.03 0 0 0| 0 99 0 0 2000 474.000 -0.97 17.97 0 0 0| 0 0 0 0 2200 670.500 -1.00 17.51 0 0 0| 0 85 0 0 2400 Total 0 0 0| 0 777 0 0 Indicative a-t-m Vol 21.66 Underlying Price 1776.500 Time to expiry: 281 Days Jun 11 20.000 -0.08 32.04 0 0 0| 0 507 0 0 1200 44.000 -0.18 27.73 0 0 0| 0 236 0 0 1400 64.000 -0.25 25.70 0 0 0| 0 1 0 0 1500 93.500 -0.34 24.22 0 0 0| 0 83 0 0 1600 132.500 -0.46 22.75 0 0 0| 10 64 0 0 1700 183.500 -0.58 21.33 0 0 0| 0 70 0 0 1800 247.500 -0.70 20.31 0 0 0| 0 0 0 0 1900 323.500 -0.81 19.40 0 0 0| 0 27 0 0 2000 694.500 -0.98 18.90 0 0 0| 0 0 0 0 2400 Total 0 0 0| 10 988 0 0 Indicative a-t-m Vol 24.62 Underlying Price 1776.500 Time to expiry: 463 Days Dec 11 54.500 -0.14 33.04 0 0 0| 0 0 0 0 1200 94.000 -0.25 28.97 0 0 0| 0 0 0 0 1400 161.500 -0.39 26.14 0 0 0| 0 0 0 0 1600 265.500 -0.56 24.42 0 0 0| 0 0 0 0 1800 401.500 -0.72 23.05 0 0 0| 0 0 0 0 2000 749.500 -0.91 22.54 0 0 0| 0 0 0 0 2400 Total 0 0 0| 0 0 0 0 Indicative a-t-m Vol 26.51 Underlying Price 1776.500 Time to expiry: 645 Days Jun 12 141.500 -0.29 29.77 0 0 0| 0 0 0 0 1400 228.000 -0.41 28.34 0 0 0| 0 0 0 0 1600 333.500 -0.55 26.27 0 0 0| 0 0 0 0 1800 460.500 -0.70 23.95 0 0 0| 0 0 0 0 2000 Total 0 0 0| 0 0 0 0 Equity Options 21:51 Business Day Thu 9 Sep 2010 Previous Business Day Wed 8 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 26.94 Underlying Price 1776.500 Time to expiry: 834 Days Dec 12 193.000 -0.31 31.29 0 0 0| 0 0 0 0 1400 277.000 -0.43 28.61 0 0 0| 0 0 0 0 1600 385.000 -0.55 26.72 0 0 0| 0 0 0 0 1800 512.000 -0.68 24.47 0 0 0| 0 0 0 0 2000 838.500 -0.85 23.26 0 0 0| 0 0 0 0 2400 Total 0 0 0| 0 0 0 0 Total Puts 0 0 0| 22 7,105 +1 0 Grand Total 0 0 10| 13,897 41,460 +6 0 Equity Options 21:51 Business Day Thu 9 Sep 2010 Previous Business Day Wed 8 Sep 2010 Page 29 Calls | Block | Opening Settle Delta Vola- Daily Trade Bclear Total | Official **Open Change Exer- Exer Trans Price tility High Low Volume Volume*** Volume | Volume Int cises Price | Royal Dutch Shell PLC A Shares - STND OPT (SHA) Indicative a-t-m Vol 18.35 Underlying Price 1828.500 Time to expiry: 8 Days Sep 10 428.500 1.00 33.68 0 0 0| 0 0 0 0 1400 328.500 1.00 28.69 0 0 0| 0 0 0 0 1500 228.500 1.00 26.61 0 0 0| 0 0 0 0 1600 179.000 1.00 25.30 0 0 0| 0 0 0 0 1650 129.500 0.97 24.27 0 0 0| 0 10 0 0 1700 82.000 0.90 22.12 0 0 0| 0 0 0 0 1750 40.500 0.70 20.41 0 0 0| 0 0 0 0 1800 10.500 0.34 16.85 0 0 0| 0 11 0 0 1850 2.500 0.10 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 22.08 Underlying Price 1828.500 Time to expiry: 99 Days Dec 10 432.500 0.97 31.78 0 0 0| 0 0 0 0 1400 335.500 0.94 28.67 0 0 0| 0 0 0 0 1500 243.000 0.88 26.08 0 0 0| 0 0 0 0 1600 169.500 0.73 27.41 0 0 0| 0 8 0 0 1700 92.500 0.57 22.65 0 0 0| 0 10 0 0 1800 43.500 0.36 20.71 0 0 0| 0 132 0 0 1900 13.500 0.16 18.04 0 0 0| 0 163 0 0 2000 CAB 0.00 12.57 0 0 0| 0 25 0 0 2200 CAB 0.00 8.12 0 0 0| 0 0 0 0 2400 Total 0 0 0| 0 338 0 0 Indicative a-t-m Vol 21.96 Underlying Price 1828.500 Time to expiry: 190 Days Mar 11 436.500 0.95 30.73 0 0 0| 0 0 0 0 1400 342.500 0.90 27.98 0 0 0| 0 0 0 0 1500 265.500 0.79 28.73 0 0 0| 0 0 0 0 1600 176.000 0.70 23.43 0 0 0| 0 20 0 0 1700 116.000 0.55 22.62 0 0 0| 0 10 0 0 1800 63.500 0.39 20.34 0 0 0| 0 0 0 0 1900 33.000 0.24 19.44 0 0 0| 0 29 0 0 2000 1.500 0.02 18.60 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 21:51 Business Day Thu 9 Sep 2010 Previous Business Day Wed 8 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 19.11 Underlying Price 1828.500 Time to expiry: 8 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 0.00 30.44 0 0 0| 0 350 0 0 1600 CAB -0.01 27.93 0 0 0| 0 10 0 0 1650 1.000 -0.03 25.01 0 0 0| 0 20 0 0 1700 3.000 -0.10 22.00 0 0 0| 0 16 0 0 1750 10.500 -0.30 19.50 0 0 0| 0 51 0 0 1800 34.000 -0.65 18.83 0 0 0| 0 0 0 0 1850 74.500 -0.89 19.75 0 0 0| 0 0 0 0 1900 171.500 -0.99 24.00 0 0 0| 0 0 0 0 2000 371.500 -1.00 29.60 0 0 0| 0 0 0 0 2200 571.500 -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 22.72 Underlying Price 1828.500 Time to expiry: 99 Days Dec 10 8.000 -0.06 32.84 0 0 0| 0 10 0 0 1400 11.500 -0.09 27.78 0 0 0| 0 10 0 0 1500 21.000 -0.16 24.91 0 0 0| 0 20 0 0 1600 39.500 -0.28 22.38 0 0 0| 0 33 0 0 1700 82.500 -0.46 22.97 0 0 0| 0 10 0 0 1800 140.000 -0.65 22.12 0 0 0| 0 10 0 0 1900 221.500 -0.77 24.28 0 0 0| 0 0 0 0 2000 399.500 -0.94 24.14 0 0 0| 0 0 0 0 2200 593.500 -0.99 21.47 0 0 0| 0 0 0 0 2400 Total 0 0 0| 0 93 0 0 Indicative a-t-m Vol 21.48 Underlying Price 1828.500 Time to expiry: 190 Days Mar 11 23.000 -0.11 30.23 0 0 0| 0 0 0 0 1400 34.000 -0.16 27.58 0 0 0| 0 10 0 0 1500 48.000 -0.24 24.50 0 0 0| 0 30 0 0 1600 85.500 -0.36 24.69 0 0 0| 0 10 0 0 1700 125.000 -0.49 22.83 0 0 0| 0 0 0 0 1800 163.500 -0.66 18.16 0 0 0| 0 0 0 0 1900 237.500 -0.80 17.47 0 0 0| 0 0 0 0 2000 618.500 -0.95 23.66 0 0 0| 0 0 0 0 2400 Total 0 0 0| 0 50 0 0 Total Puts 0 0 0| 0 670 0 0 Grand Total 0 0 0| 5,220 13,625 0 0 Equity Options 21:51 Business Day Thu 9 Sep 2010 Previous Business Day Wed 8 Sep 2010 Page 31 Calls | Block | Opening Settle Delta Vola- Daily Trade Bclear Total | Official **Open Change Exer- Exer Trans Price tility High Low Volume Volume*** Volume | Volume Int cises Price | RSA Insurance Group Plc - STND OPT (RYL) Indicative a-t-m Vol 21.94 Underlying Price 127.200 Time to expiry: 8 Days Sep 10 27.250 1.00 44.80 0 0 0| 0 0 0 0 100 17.250 1.00 31.04 0 0 0| 0 0 0 0 110 12.250 0.99 25.57 0 0 0| 0 0 0 0 115 7.250 0.94 23.88 0 0 0| 0 0 0 0 120 3.000 0.70 22.13 0 0 0| 0 0 0 0 125 0.750 0.27 21.81 0 0 0| 0 35 0 0 130 CAB 0.05 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 22.47 Underlying Price 127.200 Time to expiry: 36 Days Oct 10 27.250 1.00 23.91 0 0 0| 0 0 0 0 100 17.500 0.97 24.25 0 0 0| 0 0 0 0 110 12.750 0.90 25.65 0 0 0| 0 0 0 0 115 8.500 0.79 24.59 0 0 0| 0 0 0 0 120 5.000 0.61 23.47 0 0 0| 0 0 0 0 125 2.250 0.39 21.80 0 0 0| 0 87 0 0 130 0.750 0.18 19.51 0 0 0| 0 0 0 0 135 0.500 0.10 22.59 0 0 0| 0 0 0 0 140 0.250 0.04 28.55 0 0 0| 0 0 0 0 150 CAB 0.01 30.04 0 0 0| 0 0 0 0 160 Total 0 0 0| 0 87 0 0 Indicative a-t-m Vol 23.01 Underlying Price 127.200 Time to expiry: 71 Days Nov 10 27.500 0.99 23.28 0 0 0| 0 0 0 0 100 18.000 0.91 26.19 0 0 0| 0 0 0 0 110 13.750 0.84 24.84 0 0 0| 0 0 0 0 115 9.750 0.73 24.03 0 0 0| 0 0 0 0 120 6.500 0.59 23.13 0 0 0| 0 0 0 0 125 4.000 0.44 22.92 0 0 0| 0 10,008 0 0 130 1.500 0.20 23.88 0 0 0| 0 0 0 0 140 0.500 0.09 26.47 0 0 0| 0 0 0 0 150 Total 0 0 0| 0 10,008 0 0 Indicative a-t-m Vol 22.47 Underlying Price 127.200 Time to expiry: 99 Days Dec 10 28.000 0.95 30.17 0 0 0| 0 150 0 0 100 18.500 0.88 25.84 0 0 0| 0 0 0 0 110 10.500 0.71 23.81 0 0 0| 0 0 0 0 120 4.750 0.45 22.13 0 0 0| 0 360 0 0 130 1.750 0.22 21.47 0 0 0| 0 250 0 0 140 0.750 0.10 23.42 0 0 0| 0 0 0 0 150 CAB 0.00 9.78 0 0 0| 0 0 0 0 160 Total 0 0 0| 0 760 0 0 Equity Options 21:51 Business Day Thu 9 Sep 2010 Previous Business Day Wed 8 Sep 2010 Page 32 Calls | Block | Opening Settle Delta Vola- Daily Trade Bclear Total | Official **Open Change Exer- Exer Trans Price tility High Low Volume Volume*** Volume | Volume Int cises Price | Indicative a-t-m Vol 21.50 Underlying Price 127.200 Time to expiry: 190 Days Mar 11 28.250 0.94 25.17 0 0 0| 0 50 0 0 100 19.250 0.85 23.81 0 0 0| 0 1 0 0 110 11.750 0.69 22.64 0 0 0| 10 10 +10 0 120 6.000 6.000 0.48 21.22 6.000 S 6.000 S 0 0 10| 10 75 0 0 130 3.000 0.28 21.19 0 0 0| 0 54 0 0 140 1.000 0.13 20.69 0 0 0| 0 0 0 0 150 0.500 0.06 21.28 0 0 0| 0 0 0 0 160 Total 0 0 10| 20 190 +10 0 Total Calls 0 0 10| 20 11,151 +10 0 | Equity Options 21:51 Business Day Thu 9 Sep 2010 Previous Business Day Wed 8 Sep 2010 Page 33 Puts | Block | Opening Settle Delta Vola- Daily Trade Bclear Total | Official **Open Change Exer- Exer Trans Price tility High Low Volume Volume*** Volume | Volume Int cises Price | RSA Insurance Group Plc - STND OPT (RYL) Indicative a-t-m Vol 18.39 Underlying Price 127.200 Time to expiry: 8 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 0.00 23.34 0 0 0| 0 0 0 0 115 CAB -0.03 19.59 0 0 0| 0 500 0 0 120 0.750 -0.27 18.85 0 0 0| 0 370 0 0 125 3.250 -0.77 18.08 0 0 0| 0 93 0 0 130 7.750 -0.97 20.23 0 0 0| 0 0 0 0 135 12.750 -1.00 21.30 0 0 0| 0 13 0 0 140 22.750 -1.00 22.38 0 0 0| 0 0 0 0 150 32.750 -1.00 23.45 0 0 0| 0 0 0 0 160 Total 0 0 0| 0 1,437 0 0 Indicative a-t-m Vol 22.75 Underlying Price 127.200 Time to expiry: 36 Days Oct 10 CAB -0.02 37.82 0 0 0| 0 0 0 0 100 0.250 -0.04 27.08 0 0 0| 0 0 0 0 110 0.750 -0.12 27.84 0 0 0| 0 0 0 0 115 1.250 -0.21 24.43 0 0 0| 0 130 0 0 120 2.750 -0.39 23.89 0 0 0| 0 50 0 0 125 5.000 -0.61 21.98 0 0 0| 0 2 0 0 130 8.750 -0.79 21.97 0 0 0| 0 0 0 0 135 13.250 -0.89 23.49 0 0 0| 0 0 0 0 140 23.000 -0.97 26.96 0 0 0| 0 0 0 0 150 33.000 -0.98 35.65 0 0 0| 0 0 0 0 160 Total 0 0 0| 0 182 0 0 Indicative a-t-m Vol 22.87 Underlying Price 127.200 Time to expiry: 71 Days Nov 10 CAB 0.00 4.41 0 0 0| 0 0 0 0 100 0.250 -0.05 21.27 0 0 0| 0 0 0 0 110 1.250 -0.15 23.83 0 0 0| 0 0 0 0 115 2.500 -0.28 24.77 0 0 0| 0 0 0 0 120 4.000 -0.41 23.35 0 0 0| 0 0 0 0 125 6.500 -0.56 22.56 0 0 0| 0 0 0 0 130 13.750 -0.82 22.17 0 0 0| 0 0 0 0 140 23.250 -0.93 24.74 0 0 0| 0 0 0 0 150 Total 0 0 0| 0 0 0 0 Indicative a-t-m Vol 23.15 Underlying Price 127.200 Time to expiry: 99 Days Dec 10 CAB -0.01 20.56 0 0 0| 0 210 0 0 100 1.000 -0.12 25.02 0 0 0| 0 698 0 0 110 3.000 3.500 -0.30 25.49 3.000 3.000 0 0 40| 0 868 0 0 120 7.500 -0.55 22.56 0 0 0| 0 693 0 0 130 14.250 -0.78 22.01 0 0 0| 0 18 0 0 140 23.250 -0.92 22.43 0 0 0| 0 0 0 0 150 33.000 -0.97 23.48 0 0 0| 0 0 0 0 160 Total 0 0 40| 0 2,487 0 0 Equity Options 21:51 Business Day Thu 9 Sep 2010 Previous Business Day Wed 8 Sep 2010 Page 34 Puts | Block | Opening Settle Delta Vola- Daily Trade Bclear Total | Official **Open Change Exer- Exer Trans Price tility High Low Volume Volume*** Volume | Volume Int cises Price | Indicative a-t-m Vol 20.83 Underlying Price 127.200 Time to expiry: 190 Days Mar 11 1.500 -0.12 26.11 0 0 0| 0 91 0 0 100 3.500 -0.24 24.14 0 0 0| 0 205 0 0 110 6.750 -0.42 22.11 0 0 0| 0 403 0 0 120 12.000 12.000 -0.63 20.51 12.000 S 12.000 S 0 0 10| 0 221 0 0 130 19.250 -0.82 19.45 0 0 0| 0 8 0 0 140 28.000 -0.97 15.00 0 0 0| 0 0 0 0 150 37.750 -1.00 10.15 0 0 0| 0 0 0 0 160 Total 0 0 10| 0 928 0 0 Total Puts 0 0 50| 0 5,034 0 0 Grand Total 0 0 60| 7,580 32,481 +10 0 Equity Options 21:51 Business Day Thu 9 Sep 2010 Previous Business Day Wed 8 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 20.90 Underlying Price 1955.000 Time to expiry: 8 Days Sep 10 555.000 1.00 52.69 0 0 0| 0 0 0 0 1400 355.000 1.00 38.96 0 0 0| 0 0 0 0 1600 255.500 1.00 34.03 0 0 0| 0 0 0 0 1700 205.500 0.99 31.09 0 0 0| 0 0 0 0 1750 156.500 0.97 29.19 0 0 0| 0 3 0 0 1800 108.500 0.92 25.72 0 0 0| 0 14 0 0 1850 64.000 0.79 23.28 0 0 0| 0 125 0 0 1900 28.500 0.54 21.09 0 0 0| 0 5 0 0 1950 8.000 0.23 19.19 0 0 0| 0 60 0 0 2000 CAB 0.01 19.95 0 0 0| 0 0 0 0 2100 CAB 0.00 21.78 0 0 0| 0 21 0 0 2200 CAB 0.00 22.70 0 0 0| 0 20 0 0 2400 Total 0 0 0| 0 248 0 0 Indicative a-t-m Vol 24.94 Underlying Price 1955.000 Time to expiry: 99 Days Dec 10 371.500 0.91 32.01 0 0 0| 0 0 0 0 1600 283.000 0.85 29.69 0 0 0| 0 0 0 0 1700 202.000 0.75 27.66 0 0 0| 0 20 0 0 1800 132.000 0.61 25.82 0 0 0| 0 17 0 0 1900 77.000 0.45 24.23 0 0 0| 0 128 0 0 2000 17.000 0.16 21.67 0 0 0| 0 110 0 0 2200 2.500 0.03 20.86 0 0 0| 0 23 0 0 2400 Total 0 0 0| 0 298 0 0 Indicative a-t-m Vol 25.09 Underlying Price 1955.000 Time to expiry: 190 Days Mar 11 391.000 0.85 30.85 0 0 0| 0 0 0 0 1600 309.500 0.78 29.19 0 0 0| 0 0 0 0 1700 235.000 0.70 27.50 0 0 0| 0 1 0 0 1800 169.500 0.59 25.80 0 0 0| 0 12 0 0 1900 115.500 0.48 24.51 0 0 0| 0 10 0 0 2000 46.000 0.26 22.78 0 0 0| 0 0 0 0 2200 14.500 0.11 21.74 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 21:51 Business Day Thu 9 Sep 2010 Previous Business Day Wed 8 Sep 2010 Page 36 Puts | Block | Opening Settle Delta Vola- Daily Trade Bclear Total | Official **Open Change Exer- Exer Trans Price tility High Low Volume Volume*** Volume | Volume Int cises Price | SAB Miller Plc - STND OPT (SAB) Indicative a-t-m Vol 21.39 Underlying Price 1955.000 Time to expiry: 8 Days Sep 10 CAB 0.00 36.51 0 0 0| 0 26 0 0 1400 CAB 0.00 34.85 0 0 0| 0 211 0 0 1600 CAB 0.00 32.23 0 0 0| 0 37 0 0 1700 0.500 -0.01 30.17 0 0 0| 0 0 0 0 1750 2.000 1.000 -0.03 27.68 4.500 2.000 0 0 11| 0 44 0 0 1800 2.500 -0.07 24.94 0 0 0| 0 52 0 0 1850 8.500 -0.21 23.30 0 0 0| 0 1,180 0 0 1900 24.000 -0.46 21.66 0 0 0| 0 20 0 0 1950 52.500 -0.77 18.92 0 0 0| 0 25 0 0 2000 145.000 -0.99 20.56 0 0 0| 0 10 0 0 2100 245.000 -1.00 23.03 0 0 0| 0 3 0 0 2200 445.000 -1.00 23.25 0 0 0| 0 0 0 0 2400 Total 0 0 11| 0 1,608 0 0 Indicative a-t-m Vol 25.22 Underlying Price 1955.000 Time to expiry: 99 Days Dec 10 18.000 -0.11 32.21 0 0 0| 0 53 0 0 1600 30.500 -0.17 29.81 0 0 0| 0 305 0 0 1700 52.000 -0.27 28.05 0 0 0| 0 41 0 0 1800 83.500 -0.40 26.08 0 0 0| 0 271 0 0 1900 130.000 -0.56 24.52 0 0 0| 0 69 0 0 2000 272.500 -0.84 22.39 0 0 0| 0 22 0 0 2200 457.500 -0.96 22.60 0 0 0| 0 10 0 0 2400 Total 0 0 0| 0 771 0 0 Indicative a-t-m Vol 25.25 Underlying Price 1955.000 Time to expiry: 190 Days Mar 11 41.500 -0.16 31.08 0 0 0| 0 10 0 0 1600 59.000 -0.22 29.10 0 0 0| 0 52 0 0 1700 86.000 -0.31 27.64 0 0 0| 0 17 0 0 1800 120.500 -0.41 25.91 0 0 0| 0 23 0 0 1900 167.000 -0.52 24.70 0 0 150| 0 10 0 0 2000 297.500 -0.75 22.98 0 0 0| 0 5 0 0 2200 467.000 -0.90 22.11 0 0 0| 0 0 0 0 2400 Total 0 0 150| 0 117 0 0 Total Puts 0 0 161| 0 2,496 0 0 Grand Total 0 0 161| 4,680 13,158 0 0 Equity Options 21:51 Business Day Thu 9 Sep 2010 Previous Business Day Wed 8 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 20.95 Underlying Price 254.100 Time to expiry: 8 Days Sep 10 54.250 1.00 59.65 0 0 0| 0 0 0 0 200 44.250 0.99 56.02 0 0 0| 0 0 0 0 210 34.250 0.98 44.09 0 0 0| 0 18 0 0 220 29.250 0.99 35.14 0 0 0| 0 0 0 0 225 24.250 0.99 28.76 0 0 0| 0 9 0 0 230 19.250 0.98 23.94 0 0 0| 0 0 0 0 235 14.250 0.95 22.99 0 0 0| 0 5 0 0 240 9.750 0.87 20.63 0 0 0| 0 0 0 0 245 5.750 0.70 20.31 0 0 0| 0 16 0 0 250 1.250 0.26 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 21.39 Underlying Price 254.100 Time to expiry: 99 Days Dec 10 55.500 0.94 30.55 0 0 0| 0 0 0 0 200 46.250 0.91 28.84 0 0 0| 0 0 0 0 210 37.250 0.86 27.80 0 0 0| 0 0 0 0 220 28.500 0.80 25.23 0 0 0| 0 20 0 0 230 20.750 0.71 23.16 0 0 0| 0 0 0 0 240 9.250 8.750 0.44 20.80 9.250 9.250 0 0 2| 0 1,540 0 0 260 2.500 0.18 19.21 0 0 0| 0 31 0 0 280 0.250 0.02 21.25 0 0 0| 0 0 0 0 320 Total 0 0 2| 0 1,591 0 0 Indicative a-t-m Vol 23.13 Underlying Price 254.100 Time to expiry: 190 Days Mar 11 57.000 0.91 29.83 0 0 0| 0 0 0 0 200 48.500 0.86 29.43 0 0 0| 0 0 0 0 210 39.750 0.81 27.83 0 0 0| 0 0 0 0 220 32.000 0.75 26.47 0 0 0| 0 0 0 0 230 24.250 0.67 24.52 0 0 0| 0 1 0 0 240 13.000 0.47 22.67 0 0 0| 0 0 0 0 260 6.000 0.28 21.79 0 0 0| 0 0 0 0 280 0.750 0.05 20.29 0 0 0| 0 0 0 0 320 Total 0 0 0| 0 1 0 0 Total Calls 0 0 2| 0 1,666 0 0 | Equity Options 21:51 Business Day Thu 9 Sep 2010 Previous Business Day Wed 8 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 21.66 Underlying Price 254.100 Time to expiry: 8 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 0.00 29.16 0 0 0| 0 0 0 0 225 CAB -0.01 25.62 0 0 0| 0 499 0 0 230 CAB -0.01 22.54 0 0 0| 0 0 0 0 235 0.250 -0.05 22.84 0 0 0| 0 10 0 0 240 0.500 -0.14 21.68 0 0 0| 0 0 0 0 245 1.750 -0.31 21.39 0 0 0| 0 20 0 0 250 7.250 -0.74 21.93 0 0 0| 0 0 0 0 260 26.000 -0.99 26.57 0 0 0| 0 0 0 0 280 46.000 -1.00 29.23 0 0 0| 0 0 0 0 300 66.000 -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 20.95 Underlying Price 254.100 Time to expiry: 99 Days Dec 10 1.250 -0.06 31.26 0 0 0| 0 0 0 0 200 1.750 -0.09 29.09 0 0 0| 0 0 0 0 210 2.500 -0.13 26.73 0 0 0| 0 26 0 0 220 4.000 -0.20 25.08 0 0 0| 0 15 0 0 230 6.000 -0.29 23.02 0 0 0| 0 18 0 0 240 13.750 -0.56 20.26 0 0 0| 0 3 0 0 260 28.250 -0.81 19.74 0 0 0| 0 0 0 0 280 66.000 -0.98 22.13 0 0 0| 0 0 0 0 320 Total 0 0 0| 0 62 0 0 Indicative a-t-m Vol 22.23 Underlying Price 254.100 Time to expiry: 190 Days Mar 11 3.750 -0.13 29.81 0 0 0| 0 0 0 0 200 5.000 -0.17 27.81 0 0 0| 0 0 0 0 210 7.000 -0.23 26.63 0 0 0| 0 5 0 0 220 9.500 -0.30 25.28 0 0 0| 0 0 0 0 230 12.500 -0.38 24.01 0 0 0| 0 0 0 0 240 21.750 -0.58 21.63 0 0 0| 0 0 0 0 260 35.250 -0.77 20.34 0 0 0| 0 0 0 0 280 71.000 -0.97 18.02 0 0 0| 0 0 0 0 320 Total 0 0 0| 0 5 0 0 Total Puts 0 0 0| 0 650 0 0 Grand Total 0 0 2| 5,220 13,568 0 0 Equity Options 21:51 Business Day Thu 9 Sep 2010 Previous Business Day Wed 8 Sep 2010 Page 39 Calls | Block | Opening Settle Delta Vola- Daily Trade Bclear Total | Official **Open Change Exer- Exer Trans Price tility High Low Volume Volume*** Volume | Volume Int cises Price | Sainsbury (J) plc - STND OPT (SAN) Indicative a-t-m Vol 28.45 Underlying Price 379.500 Time to expiry: 8 Days Sep 10 99.500 1.00 53.63 0 0 0| 0 0 0 0 280 79.500 1.00 41.99 0 0 0| 0 34 0 0 300 69.500 1.00 36.17 0 0 0| 0 0 0 0 310 59.500 1.00 31.15 0 0 0| 0 160 0 0 320 49.500 1.00 28.88 0 0 0| 0 132 0 0 330 39.500 1.00 27.58 0 0 0| 0 2,037 0 0 340 29.750 0.97 27.15 0 0 0| 0 263 0 0 350 20.000 0.92 24.41 0 0 0| 0 410 0 0 360 11.750 0.75 24.20 0 0 0| 0 53 0 0 370 6.500 0.50 28.45 0 0 0| 0 4,178 0 0 380 1.750 0.16 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| 0 9,245 0 0 Indicative a-t-m Vol 28.24 Underlying Price 379.500 Time to expiry: 36 Days Oct 10 79.750 0.99 33.57 0 0 0| 0 0 0 0 300 60.000 0.97 29.03 0 0 0| 0 0 0 0 320 50.500 0.95 27.87 0 0 0| 0 14 0 0 330 41.500 0.90 28.20 0 0 0| 0 20 0 0 340 32.750 0.84 27.15 0 0 0| 0 0 0 0 350 24.750 0.75 26.69 0 0 0| 0 62 0 0 360 18.750 0.63 27.92 0 0 0| 0 45 0 0 370 13.500 0.52 28.24 0 0 0| 0 533 0 0 380 7.500 0.32 31.15 0 0 0| 0 1,159 0 0 400 4.000 0.19 33.54 0 0 0| 0 140 0 0 420 Total 0 0 0| 0 1,973 0 0 Indicative a-t-m Vol 28.77 Underlying Price 379.500 Time to expiry: 71 Days Nov 10 61.500 0.93 28.84 0 0 0| 0 0 0 0 320 44.000 0.84 27.95 0 0 0| 0 0 0 0 340 36.500 0.77 28.19 0 0 0| 0 0 0 0 350 29.000 0.70 27.25 0 0 0| 0 0 0 0 360 22.750 0.61 27.00 0 0 0| 0 15 0 0 370 18.750 0.52 28.77 0 0 0| 0 168 0 0 380 11.500 12.250 0.38 30.90 11.500 11.500 0 0 5| 0 26 0 0 400 7.750 0.26 32.43 0 0 0| 0 141 0 0 420 Total 0 0 5| 0 350 0 0 Indicative a-t-m Vol 28.10 Underlying Price 379.500 Time to expiry: 99 Days Dec 10 100.250 0.98 31.90 0 0 0| 0 0 0 0 280 80.750 0.96 29.98 0 0 0| 0 0 0 0 300 62.250 0.91 28.74 0 0 0| 0 20 0 0 320 45.250 0.82 27.33 0 0 0| 0 688 0 0 340 31.250 0.68 27.33 0 0 0| 0 256 0 0 360 21.000 0.52 28.10 0 0 0| 30 202 -30 0 380 Equity Options 21:51 Business Day Thu 9 Sep 2010 Previous Business Day Wed 8 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 | 13.000 14.250 0.39 29.85 14.500 13.000 0 0 46| 17 982 0 0 400 5.750 0.19 30.98 0 0 0| 0 0 0 0 440 Total 0 0 46| 47 2,148 -30 0 Indicative a-t-m Vol 26.91 Underlying Price 379.500 Time to expiry: 190 Days Mar 11 100.750 0.96 29.08 0 0 0| 0 0 0 0 280 82.500 0.91 28.40 0 0 0| 0 0 0 0 300 66.000 0.83 28.55 0 0 0| 0 158 0 0 320 50.000 0.75 26.84 0 0 0| 0 101 0 0 340 37.500 0.64 26.70 0 0 0| 0 1,079 0 0 360 27.750 0.52 26.91 0 0 0| 0 12 0 0 380 18.250 19.750 0.42 26.80 20.750 18.250 0 0 40| 10 329 +10 0 400 8.250 9.750 0.25 27.34 10.000 8.250 0 0 47| 17 74 +17 0 440 Total 0 0 87| 27 1,753 +27 0 Total Calls 0 0 138| 74 15,469 -3 0 | Equity Options 21:51 Business Day Thu 9 Sep 2010 Previous Business Day Wed 8 Sep 2010 Page 41 Puts | Block | Opening Settle Delta Vola- Daily Trade Bclear Total | Official **Open Change Exer- Exer Trans Price tility High Low Volume Volume*** Volume | Volume Int cises Price | Sainsbury (J) plc - STND OPT (SAN) Indicative a-t-m Vol 28.90 Underlying Price 379.500 Time to expiry: 8 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 -0.01 22.01 0 0 0| 0 106 0 0 350 0.500 -0.07 23.24 0 0 0| 20 140 +19 0 360 2.250 -0.25 25.20 0 0 0| 33 904 +509 0 370 7.000 -0.50 28.90 0 0 0| 0 25 0 0 380 22.250 -0.83 34.10 0 0 0| 0 0 0 0 400 41.000 -0.94 40.53 0 0 0| 0 0 0 0 420 Total 0 0 0| 53 4,676 +528 0 Indicative a-t-m Vol 28.56 Underlying Price 379.500 Time to expiry: 36 Days Oct 10 CAB 0.00 19.27 0 0 0| 0 0 0 0 300 CAB -0.01 24.35 0 0 0| 0 0 0 0 320 0.500 -0.04 25.25 0 0 0| 0 265 0 0 330 1.500 -0.09 27.18 0 0 0| 0 60 0 0 340 2.750 -0.16 26.84 0 0 0| 0 64 0 0 350 5.000 -0.25 26.79 0 0 0| 0 15 0 0 360 9.250 9.000 -0.37 27.85 9.250 9.250 0 0 18| 0 2 0 0 370 16.750 14.000 -0.49 28.56 16.750 16.750 0 0 16| 0 0 0 0 380 27.750 -0.68 31.26 0 0 0| 0 0 0 0 400 44.750 -0.80 35.35 0 0 0| 0 0 0 0 420 Total 0 0 34| 0 406 0 0 Indicative a-t-m Vol 27.53 Underlying Price 379.500 Time to expiry: 71 Days Nov 10 2.000 -0.09 27.76 0 0 0| 0 0 0 0 320 5.000 -0.19 27.65 0 0 0| 0 38 0 0 340 7.500 -0.26 27.34 0 0 0| 0 3 0 0 350 11.000 -0.34 27.40 0 0 0| 0 0 0 0 360 15.500 -0.43 27.46 0 0 0| 0 0 0 0 370 20.750 -0.51 27.53 0 0 0| 0 0 0 0 380 34.500 -0.66 29.10 0 0 0| 0 0 0 0 400 50.500 -0.77 30.54 0 0 0| 0 0 0 0 420 Total 0 0 0| 0 41 0 0 Indicative a-t-m Vol 27.10 Underlying Price 379.500 Time to expiry: 99 Days Dec 10 0.500 -0.02 29.97 0 0 0| 0 128 0 0 280 1.500 -0.06 28.50 0 0 0| 0 196 0 0 300 3.250 -0.12 27.55 0 0 0| 0 2,006 0 0 320 7.250 -0.22 27.35 0 0 0| 35 551 +3 0 340 14.750 14.000 -0.35 27.18 14.750 S 13.750 0 0 3| 0 35 0 0 360 23.500 -0.50 27.10 0 0 0| 0 0 0 0 380 36.750 -0.64 28.25 0 0 0| 0 53 0 0 400 Equity Options 21:51 Business Day Thu 9 Sep 2010 Previous Business Day Wed 8 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 | 69.000 -0.83 29.62 0 0 0| 0 0 0 0 440 Total 0 0 3| 35 2,969 +3 0 Indicative a-t-m Vol 25.86 Underlying Price 379.500 Time to expiry: 190 Days Mar 11 2.000 -0.06 28.01 0 0 0| 0 8 0 0 280 4.500 -0.11 27.89 0 0 0| 0 7 0 0 300 7.500 -0.17 26.78 0 0 0| 0 85 0 0 320 12.750 -0.26 26.49 0 0 0| 0 61 0 0 340 20.000 -0.37 26.14 0 0 0| 0 0 0 0 360 29.750 -0.48 25.86 0 0 0| 0 0 0 0 380 42.500 -0.59 26.19 0 0 0| 0 45 0 0 400 73.250 -0.76 27.44 0 0 0| 0 0 0 0 440 Total 0 0 0| 0 206 0 0 Total Puts 0 0 37| 88 8,298 +531 0 Grand Total 0 0 175| 8,442 41,615 +528 0 Equity Options 21:51 Business Day Thu 9 Sep 2010 Previous Business Day Wed 8 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 14.54 Underlying Price 1177.000 Time to expiry: 8 Days Sep 10 297.000 1.00 36.61 0 0 0| 0 0 0 0 880 217.000 1.00 29.77 0 0 0| 0 0 0 0 960 177.000 1.00 26.04 0 0 0| 0 0 0 0 1000 127.000 1.00 22.31 0 0 0| 0 0 0 0 1050 77.500 0.99 18.58 0 0 0| 0 0 0 0 1100 29.500 0.85 14.85 0 0 0| 0 33 0 0 1150 3.000 0.20 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 17.60 Underlying Price 1177.000 Time to expiry: 99 Days Dec 10 300.000 0.98 27.98 0 0 0| 0 0 0 0 880 222.000 0.95 24.38 0 0 0| 0 0 0 0 960 184.500 0.92 23.34 0 0 0| 0 0 0 0 1000 95.500 0.77 19.16 0 0 0| 0 54 0 0 1100 30.000 33.000 0.44 17.14 34.500 30.000 0 0 2| 0 435 0 0 1200 7.000 0.14 16.58 0 0 0| 0 14 0 0 1300 1.500 0.03 17.34 0 0 0| 0 0 0 0 1400 Total 0 0 2| 0 503 0 0 Indicative a-t-m Vol 17.98 Underlying Price 1177.000 Time to expiry: 190 Days Mar 11 227.000 0.92 23.21 0 0 0| 0 0 0 0 960 190.000 0.89 21.53 0 0 0| 0 0 0 0 1000 108.000 0.73 19.43 0 0 0| 0 27 0 0 1100 47.000 0.47 17.54 0 0 0| 0 86 0 0 1200 14.000 0.20 16.20 0 0 0| 0 46 0 0 1300 3.500 0.06 16.02 0 0 0| 0 0 0 0 1400 Total 0 0 0| 0 159 0 0 Total Calls 0 0 2| 0 923 0 0 | Equity Options 21:51 Business Day Thu 9 Sep 2010 Previous Business Day Wed 8 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 15.15 Underlying Price 1177.000 Time to expiry: 8 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 CAB 0.00 16.23 0 0 0| 4 197 -4 0 1100 2.500 -0.17 15.86 0 0 0| 0 127 0 0 1150 26.000 -0.80 14.54 0 0 0| 0 54 0 0 1200 73.000 -1.00 14.40 0 0 0| 0 0 0 0 1250 123.000 -1.00 14.40 0 0 0| 0 0 0 0 1300 223.000 -1.00 16.72 0 0 0| 0 0 0 0 1400 Total 0 0 0| 4 602 -4 0 Indicative a-t-m Vol 17.45 Underlying Price 1177.000 Time to expiry: 99 Days Dec 10 0.500 -0.01 23.92 0 0 0| 0 7 0 0 880 2.000 -0.04 22.89 0 0 0| 0 104 0 0 960 4.500 -0.07 22.27 0 0 0| 0 87 0 0 1000 16.000 -0.23 18.98 0 0 0| 4 439 +4 0 1100 53.500 -0.56 17.00 0 0 0| 0 248 0 0 1200 127.000 -0.89 15.59 0 0 0| 0 0 0 0 1300 223.000 -1.00 2.00 0 0 0| 0 0 0 0 1400 Total 0 0 0| 4 885 +4 0 Indicative a-t-m Vol 17.78 Underlying Price 1177.000 Time to expiry: 190 Days Mar 11 10.000 -0.11 22.33 0 0 0| 0 31 0 0 960 15.000 -0.15 21.26 0 0 0| 0 41 0 0 1000 39.000 37.000 -0.33 19.20 39.000 38.000 0 0 17| 0 27 0 0 1100 81.500 -0.59 17.36 0 0 0| 0 48 0 0 1200 153.500 -0.82 16.50 0 0 0| 0 0 0 0 1300 242.500 -0.95 15.17 0 0 0| 0 0 0 0 1400 Total 0 0 17| 0 147 0 0 Total Puts 0 0 17| 8 1,634 0 0 Grand Total 0 0 19| 4,148 11,481 0 0 Equity Options 21:51 Business Day Thu 9 Sep 2010 Previous Business Day Wed 8 Sep 2010 Page 45 Calls | Block | Opening Settle Delta Vola- Daily Trade Bclear Total | Official **Open Change Exer- Exer Trans Price tility High Low Volume Volume*** Volume | Volume Int cises Price | Severn Trent PLC - STND Option (SVT) Indicative a-t-m Vol 18.56 Underlying Price 1385.000 Time to expiry: 8 Days Sep 10 425.000 1.00 51.55 0 0 0| 0 0 0 0 960 385.000 1.00 46.49 0 0 0| 0 0 0 0 1000 285.000 1.00 34.42 0 0 0| 0 0 0 0 1100 235.000 1.00 28.97 0 0 0| 0 0 0 0 1150 185.000 1.00 24.30 0 0 0| 0 0 0 0 1200 135.000 1.00 19.45 0 0 0| 0 7 0 0 1250 85.500 0.99 18.19 0 0 0| 0 56 0 0 1300 39.000 0.82 18.17 0 0 0| 0 123 0 0 1350 10.000 0.36 18.73 0 0 0| 30 56 +26 0 1400 1.000 0.06 18.27 0 0 0| 0 0 0 0 1450 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 0| 30 242 +26 0 Indicative a-t-m Vol 18.30 Underlying Price 1385.000 Time to expiry: 99 Days Dec 10 426.500 1.00 26.61 0 0 0| 0 0 0 0 960 387.000 1.00 26.11 0 0 0| 0 0 0 0 1000 288.000 0.98 24.03 0 0 0| 0 0 0 0 1100 192.000 0.93 21.64 0 0 0| 0 3 0 0 1200 106.000 0.77 19.72 0 0 0| 0 21 0 0 1300 42.500 0.47 18.05 0 0 0| 0 28 0 0 1400 13.500 0.20 18.31 0 0 0| 0 0 0 0 1500 3.500 0.07 18.88 0 0 0| 0 0 0 0 1600 Total 0 0 0| 0 52 0 0 Indicative a-t-m Vol 19.82 Underlying Price 1385.000 Time to expiry: 190 Days Mar 11 388.000 0.98 27.46 0 0 0| 0 0 0 0 1000 291.000 0.95 24.58 0 0 0| 0 0 0 0 1100 199.000 0.87 22.21 0 0 0| 0 0 0 0 1200 120.500 0.70 20.64 0 0 0| 0 0 0 0 1300 63.500 0.48 19.67 0 0 0| 0 25 0 0 1400 28.500 0.27 18.82 0 0 0| 0 0 0 0 1500 12.500 0.14 18.97 0 0 0| 0 0 0 0 1600 Total 0 0 0| 0 25 0 0 Total Calls 0 0 0| 30 319 +26 0 | Equity Options 21:51 Business Day Thu 9 Sep 2010 Previous Business Day Wed 8 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 19.23 Underlying Price 1385.000 Time to expiry: 8 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 CAB -0.02 18.94 0 0 0| 0 4 0 0 1300 4.500 -0.20 19.45 0 0 0| 0 13 0 0 1350 25.000 -0.63 19.13 0 0 0| 0 0 0 0 1400 66.000 -0.94 18.82 0 0 0| 0 0 0 0 1450 115.000 -1.00 20.46 0 0 0| 0 0 0 0 1500 215.000 -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 19.26 Underlying Price 1385.000 Time to expiry: 99 Days Dec 10 0.500 -0.01 28.78 0 0 0| 0 0 0 0 960 1.000 -0.01 27.69 0 0 0| 0 57 0 0 1000 3.500 -0.04 25.16 0 0 0| 0 9 0 0 1100 8.000 10.000 -0.12 22.05 8.000 8.000 0 0 6| 0 9 0 0 1200 29.500 -0.31 20.03 0 0 0| 0 3 0 0 1300 75.500 -0.58 19.12 0 0 0| 0 7 0 0 1400 150.000 -0.81 19.58 0 0 0| 0 0 0 0 1500 241.500 -0.92 21.02 0 0 0| 0 0 0 0 1600 Total 0 0 6| 0 85 0 0 Indicative a-t-m Vol 20.29 Underlying Price 1385.000 Time to expiry: 190 Days Mar 11 6.000 -0.05 27.67 0 0 0| 0 0 0 0 1000 12.500 -0.10 25.09 0 0 0| 0 1 0 0 1100 26.000 -0.19 22.82 0 0 0| 0 14 0 0 1200 52.000 -0.34 21.07 0 0 0| 0 28 0 0 1300 98.000 -0.54 20.15 0 0 0| 0 0 0 0 1400 166.000 -0.72 19.96 0 0 0| 0 0 0 0 1500 248.500 -0.86 19.71 0 0 0| 0 0 0 0 1600 Total 0 0 0| 0 43 0 0 Total Puts 0 0 6| 0 450 0 0 Grand Total 0 0 6| 4,890 11,245 +26 0 Equity Options 21:51 Business Day Thu 9 Sep 2010 Previous Business Day Wed 8 Sep 2010 Page 47 Calls | Block | Opening Settle Delta Vola- Daily Trade Bclear Total | Official **Open Change Exer- Exer Trans Price tility High Low Volume Volume*** Volume | Volume Int cises Price | Shire Plc STND OPT (SHP) Indicative a-t-m Vol 22.67 Underlying Price 1475.000 Time to expiry: 8 Days Sep 10 475.000 1.00 82.02 0 0 0| 0 0 0 0 1000 375.000 1.00 60.76 0 0 0| 0 0 0 0 1100 275.000 1.00 42.97 0 0 0| 0 0 0 0 1200 175.500 1.00 31.13 0 0 0| 0 0 0 0 1300 125.500 0.98 26.67 0 0 0| 0 3 0 0 1350 77.500 0.92 24.14 0 0 0| 0 10 0 0 1400 36.000 0.69 23.15 0 0 0| 0 6 0 0 1450 10.500 0.32 22.18 0 0 0| 0 110 0 0 1500 4.000 0.13 26.97 0 0 0| 0 298 0 0 1550 0.500 0.02 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 25.20 Underlying Price 1475.000 Time to expiry: 99 Days Dec 10 479.500 0.98 39.20 0 0 0| 0 0 0 0 1000 287.500 0.91 30.97 0 0 0| 0 0 0 0 1200 199.000 0.83 28.09 0 0 0| 0 10 0 0 1300 123.000 0.68 26.05 0 0 0| 0 5 0 0 1400 67.000 0.48 24.91 0 0 0| 0 6 0 0 1500 32.000 0.29 24.46 0 0 0| 0 139 0 0 1600 4.500 0.06 23.56 0 0 0| 0 47 0 0 1800 Total 0 0 0| 0 207 0 0 Indicative a-t-m Vol 25.49 Underlying Price 1475.000 Time to expiry: 190 Days Mar 11 485.500 0.96 34.31 0 0 0| 0 0 0 0 1000 304.500 0.86 30.19 0 0 0| 0 0 0 0 1200 223.000 0.77 28.21 0 0 0| 0 1 0 0 1300 153.500 0.65 26.60 0 0 0| 0 3 0 0 1400 97.000 0.51 25.13 0 0 0| 0 6 0 0 1500 57.000 0.36 24.23 0 0 0| 0 8 0 0 1600 16.000 0.14 23.27 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 21:51 Business Day Thu 9 Sep 2010 Previous Business Day Wed 8 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 21.57 Underlying Price 1475.000 Time to expiry: 8 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 0.00 27.78 0 0 0| 0 303 0 0 1300 CAB -0.01 24.30 0 0 0| 0 13 0 0 1350 1.500 -0.07 22.84 0 0 0| 0 6 0 0 1400 10.000 -0.30 22.24 0 0 0| 0 70 0 0 1450 34.500 -0.69 20.90 0 0 0| 0 5 0 0 1500 77.000 -0.92 22.48 0 0 0| 0 0 0 0 1550 125.500 -0.98 24.68 0 0 0| 0 0 0 0 1600 225.000 -1.00 33.08 0 0 0| 0 0 0 0 1700 325.000 -1.00 37.79 0 0 0| 0 0 0 0 1800 Total 0 0 0| 0 404 0 0 Indicative a-t-m Vol 25.14 Underlying Price 1475.000 Time to expiry: 99 Days Dec 10 4.500 -0.03 42.56 0 0 0| 0 1 0 0 1000 9.500 -0.08 30.48 0 0 0| 0 1 0 0 1200 21.000 -0.17 27.88 0 0 0| 0 1 0 0 1300 45.000 -0.32 26.03 0 0 0| 0 3 0 0 1400 89.000 -0.52 24.84 0 0 0| 0 4 0 0 1500 154.000 -0.72 24.36 0 0 0| 0 0 0 0 1600 327.000 -0.96 22.53 0 0 0| 0 0 0 0 1800 Total 0 0 0| 0 10 0 0 Indicative a-t-m Vol 25.18 Underlying Price 1475.000 Time to expiry: 190 Days Mar 11 7.000 -0.04 33.84 0 0 0| 0 3 0 0 1000 25.000 -0.14 29.54 0 0 0| 0 5 0 0 1200 44.500 -0.23 27.73 0 0 0| 0 0 0 0 1300 75.500 -0.36 26.32 0 0 0| 0 8 0 0 1400 119.500 -0.50 24.81 0 0 0| 0 0 0 0 1500 179.500 -0.65 23.86 0 0 0| 0 0 0 0 1600 338.500 -0.87 22.52 0 0 0| 0 1 0 0 1800 Total 0 0 0| 0 17 0 0 Total Puts 0 0 0| 0 431 0 0 Grand Total 0 0 0| 4,680 11,444 0 0 Equity Options 21:51 Business Day Thu 9 Sep 2010 Previous Business Day Wed 8 Sep 2010 Page 49 Calls | Block | Opening Settle Delta Vola- Daily Trade Bclear Total | Official **Open Change Exer- Exer Trans Price tility High Low Volume Volume*** Volume | Volume Int cises Price | Smith & Nephew plc STND OPT (SNP) Indicative a-t-m Vol 21.96 Underlying Price 549.000 Time to expiry: 8 Days Sep 10 89.000 1.00 32.28 0 0 0| 0 0 0 0 460 69.000 1.00 29.05 0 0 0| 0 0 0 0 480 29.750 0.92 24.61 0 0 0| 0 0 0 0 520 12.750 0.69 21.85 0 0 0| 0 0 0 0 540 3.500 0.29 22.10 0 0 0| 0 55 0 0 560 0.500 0.06 22.63 0 0 0| 0 50 0 0 580 CAB 0.01 25.33 0 0 0| 0 26 0 0 600 CAB 0.00 28.92 0 0 0| 0 24 0 0 620 CAB 0.00 31.31 0 0 0| 0 28 0 0 640 CAB 0.00 34.90 0 0 0| 0 110 0 0 660 CAB 0.00 37.88 0 0 0| 0 96 0 0 680 CAB 0.00 41.47 0 0 0| 0 16 0 0 720 CAB 0.00 45.06 0 0 0| 0 0 0 0 760 CAB 0.00 47.45 0 0 0| 0 0 0 0 800 Total 0 0 0| 0 405 0 0 Indicative a-t-m Vol 22.63 Underlying Price 549.000 Time to expiry: 99 Days Dec 10 110.500 0.96 29.52 0 0 0| 0 0 0 0 440 72.750 0.88 25.12 0 0 0| 0 0 0 0 480 41.500 0.69 23.62 0 0 0| 0 0 0 0 520 23.000 29.250 0.57 22.92 23.000 23.000 0 0 5| 0 0 0 0 540 19.250 0.44 22.27 0 0 0| 0 10 0 0 560 7.500 0.22 21.77 0 0 0| 0 113 0 0 600 2.250 0.09 21.29 0 0 0| 0 42 0 0 640 0.500 0.02 19.97 0 0 0| 0 400 0 0 680 CAB 0.00 18.39 0 0 0| 0 29 0 0 720 CAB 0.00 13.20 0 0 0| 0 8 0 0 800 Total 0 0 5| 0 602 0 0 Indicative a-t-m Vol 23.25 Underlying Price 549.000 Time to expiry: 190 Days Mar 11 113.500 0.90 27.04 0 0 0| 0 0 0 0 440 79.750 0.79 25.10 0 0 0| 0 6 0 0 480 51.750 0.65 23.91 0 0 0| 0 0 0 0 520 30.500 0.48 23.00 0 0 0| 0 65 0 0 560 15.250 0.30 21.60 0 0 0| 0 8 0 0 600 7.000 0.17 21.07 0 0 0| 0 20 0 0 640 3.250 0.09 21.06 0 0 0| 0 0 0 0 680 1.500 0.04 21.23 0 0 0| 0 4 0 0 720 0.500 0.01 22.93 0 0 0| 0 0 0 0 800 Total 0 0 0| 0 103 0 0 Total Calls 0 0 5| 0 1,110 0 0 | Equity Options 21:51 Business Day Thu 9 Sep 2010 Previous Business Day Wed 8 Sep 2010 Page 50 Puts | Block | Opening Settle Delta Vola- Daily Trade Bclear Total | Official **Open Change Exer- Exer Trans Price tility High Low Volume Volume*** Volume | Volume Int cises Price | Smith & Nephew plc STND OPT (SNP) Indicative a-t-m Vol 21.55 Underlying Price 549.000 Time to expiry: 8 Days Sep 10 CAB 0.00 36.09 0 0 0| 0 0 0 0 460 CAB 0.00 32.51 0 0 0| 0 4 0 0 480 0.750 -0.08 25.27 0 0 0| 0 0 0 0 520 3.750 -0.31 22.04 0 0 0| 0 37 0 0 540 14.000 -0.72 20.96 0 0 0| 0 72 0 0 560 31.750 -0.92 24.85 0 0 0| 0 54 0 0 580 51.250 -0.98 27.72 0 0 0| 0 14 0 0 600 71.000 -0.99 31.11 0 0 0| 0 5 0 0 620 91.000 -1.00 34.86 0 0 0| 0 24 0 0 640 111.000 -1.00 37.98 0 0 0| 0 5 0 0 660 131.000 -1.00 42.98 0 0 0| 0 47 0 0 680 171.000 -1.00 47.35 0 0 0| 0 10 0 0 720 211.000 -1.00 51.10 0 0 0| 0 0 0 0 760 251.000 -1.00 51.10 0 0 0| 0 0 0 0 800 Total 0 0 0| 0 272 0 0 Indicative a-t-m Vol 22.46 Underlying Price 549.000 Time to expiry: 99 Days Dec 10 2.250 -0.06 28.05 0 0 0| 0 0 0 0 440 6.000 -0.15 25.36 0 0 0| 0 29 0 0 480 14.500 -0.32 23.00 0 0 0| 9 36 +4 0 520 23.000 -0.44 22.77 0 0 0| 0 79 0 0 540 33.000 -0.57 22.08 0 0 0| 0 44 0 0 560 61.250 -0.79 21.61 0 0 0| 0 81 0 0 600 96.500 -0.92 21.58 0 0 0| 0 20 0 0 640 134.750 -0.99 19.94 0 0 0| 0 9 0 0 680 174.500 -1.00 18.98 0 0 0| 0 0 0 0 720 254.500 -1.00 15.12 0 0 0| 0 0 0 0 800 Total 0 0 0| 9 298 +4 0 Indicative a-t-m Vol 22.80 Underlying Price 549.000 Time to expiry: 190 Days Mar 11 6.250 -0.11 26.94 0 0 0| 0 0 0 0 440 12.500 -0.21 24.89 0 0 0| 0 18 0 0 480 24.500 -0.35 23.76 0 0 0| 0 16 0 0 520 42.500 -0.53 22.44 0 0 0| 0 34 0 0 560 68.250 -0.70 21.65 0 0 0| 0 0 0 0 600 100.750 -0.83 21.53 0 0 0| 0 6 0 0 640 136.250 -0.93 20.59 0 0 0| 0 0 0 0 680 175.000 -0.98 20.40 0 0 0| 0 0 0 0 720 254.500 -1.00 21.57 0 0 0| 0 0 0 0 800 Total 0 0 0| 0 74 0 0 Total Puts 0 0 0| 9 644 +4 0 Grand Total 0 0 5| 5,949 14,558 +4 0 Equity Options 21:51 Business Day Thu 9 Sep 2010 Previous Business Day Wed 8 Sep 2010 Page 51 Calls | Block | Opening Settle Delta Vola- Daily Trade Bclear Total | Official **Open Change Exer- Exer Trans Price tility High Low Volume Volume*** Volume | Volume Int cises Price | Standard Chartered plc - STND OPT (SCB) Indicative a-t-m Vol 26.93 Underlying Price 1915.000 Time to expiry: 8 Days Sep 10 715.000 1.00 72.84 0 0 0| 0 4 0 0 1200 615.000 1.00 58.97 0 0 0| 0 0 0 0 1300 515.000 1.00 51.60 0 0 0| 0 0 0 0 1400 415.000 1.00 41.27 0 0 0| 0 10 0 0 1500 365.000 1.00 39.58 0 0 0| 0 0 0 0 1550 315.500 1.00 36.43 0 0 0| 0 35 0 0 1600 265.500 1.00 35.76 0 0 0| 0 300 0 0 1650 212.500 215.500 0.99 33.66 212.500 S 212.500 S 0 0 1| 13 712 -3 0 1700 163.500 166.500 0.97 31.61 163.500 S 163.000 S 0 0 6| 0 387 0 0 1750 119.500 0.91 30.57 0 0 0| 0 436 -2 0 1800 76.500 0.78 29.41 0 0 0| 0 31 0 0 1850 36.500 41.000 0.58 27.33 36.500 S 36.500 S 0 0 8| 6 239 -1 0 1900 12.000 17.000 0.34 26.00 12.000 12.000 0 0 10| 0 15 0 0 1950 5.500 0.15 25.64 0 0 0| 0 107 0 0 2000 0.500 0.01 25.16 0 0 0| 0 137 0 0 2100 CAB 0.00 25.15 0 0 0| 0 17 0 0 2200 Total 0 0 25| 19 2,430 -6 0 Indicative a-t-m Vol 26.28 Underlying Price 1915.000 Time to expiry: 36 Days Oct 10 518.000 0.98 49.60 0 0 0| 0 0 0 0 1400 419.500 0.97 43.50 0 0 0| 0 0 0 0 1500 321.000 0.95 36.37 0 0 0| 0 10 0 0 1600 273.500 0.92 34.33 0 0 0| 0 0 0 0 1650 227.500 0.89 32.49 0 0 0| 0 20 0 0 1700 184.000 0.83 31.04 0 0 0| 0 1 0 0 1750 143.000 0.76 29.81 0 0 0| 0 22 0 0 1800 105.500 0.67 28.14 0 0 0| 0 11 0 0 1850 73.000 0.56 26.63 0 0 0| 1 5 -1 0 1900 48.500 47.000 0.43 25.48 48.500 48.500 0 0 6| 0 53 0 0 1950 20.500 28.000 0.30 24.42 28.500 20.500 0 0 11| 0 26 0 0 2000 8.000 0.12 23.37 0 0 0| 0 215 0 0 2100 2.500 0.04 24.65 0 0 0| 0 0 0 0 2200 Total 0 0 17| 1 363 -1 0 Indicative a-t-m Vol 28.88 Underlying Price 1915.000 Time to expiry: 71 Days Nov 10 523.500 0.96 43.60 0 0 0| 0 0 0 0 1400 427.500 0.93 39.29 0 0 0| 0 0 0 0 1500 335.000 0.89 35.94 0 0 0| 0 0 0 0 1600 290.000 0.86 34.18 0 0 0| 0 0 0 0 1650 247.000 0.82 32.76 0 0 0| 0 0 0 0 1700 209.000 0.76 32.32 0 0 0| 0 4 0 0 1750 172.500 0.70 31.41 0 0 0| 1 5 +1 0 1800 138.500 0.63 30.34 0 0 0| 10 10 +10 0 1850 107.500 0.55 29.16 0 0 0| 0 12 0 0 1900 81.500 0.47 28.21 0 0 0| 0 0 0 0 1950 Equity Options 21:51 Business Day Thu 9 Sep 2010 Previous Business Day Wed 8 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 | 59.500 0.39 27.34 0 0 0| 0 2 0 0 2000 28.000 0.23 25.89 0 0 0| 0 70 0 0 2100 11.000 0.11 24.59 0 0 0| 0 0 0 0 2200 Total 0 0 0| 11 103 +11 0 Indicative a-t-m Vol 29.52 Underlying Price 1915.000 Time to expiry: 99 Days Dec 10 529.000 0.94 41.30 0 0 0| 0 8 0 0 1400 436.000 0.91 38.31 0 0 0| 0 0 0 0 1500 346.500 0.86 35.65 0 0 0| 0 6 0 0 1600 264.500 0.78 33.62 0 0 0| 0 26 0 0 1700 191.000 0.68 31.68 0 0 0| 0 65 0 0 1800 128.000 0.56 29.79 0 0 0| 0 453 0 0 1900 73.000 78.500 0.42 27.99 76.000 73.000 S 0 0 12| 5 373 +5 0 2000 22.000 0.17 25.65 0 0 0| 0 212 0 0 2200 4.500 0.04 24.39 0 0 0| 0 2 0 0 2400 Total 0 0 12| 5 1,145 +5 0 Indicative a-t-m Vol 31.09 Underlying Price 1915.000 Time to expiry: 190 Days Mar 11 548.500 0.90 39.98 0 0 0| 0 22 0 0 1400 461.500 0.86 37.76 0 0 0| 0 1 0 0 1500 379.500 0.81 35.94 0 0 0| 0 50 0 0 1600 303.500 0.74 34.20 0 0 0| 0 213 0 0 1700 236.500 0.66 32.77 0 0 0| 0 24 0 0 1800 177.000 0.57 31.25 0 0 0| 0 26 0 0 1900 122.500 128.500 0.47 30.16 122.500 S 122.500 S 0 0 1| 0 56 0 0 2000 22.500 0.13 26.45 0 0 0| 0 24 0 0 2400 Total 0 0 1| 0 416 0 0 Total Calls 0 0 55| 36 4,457 +9 0 | Equity Options 21:51 Business Day Thu 9 Sep 2010 Previous Business Day Wed 8 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 27.44 Underlying Price 1915.000 Time to expiry: 8 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 CAB 0.00 37.25 0 0 0| 1 348 -1 0 1600 CAB 0.00 35.28 0 0 0| 0 243 0 0 1650 0.500 -0.01 33.44 0 0 0| 0 91 0 0 1700 1.000 -0.03 30.69 0 0 0| 0 164 0 0 1750 6.000 3.500 -0.09 29.50 6.000 6.000 0 0 2| 5 48 0 0 1800 12.000 10.500 -0.21 28.47 12.000 12.000 0 0 5| 0 1 0 0 1850 26.000 26.000 -0.42 27.75 26.000 22.000 0 0 18| 0 33 0 0 1900 52.500 -0.66 26.72 0 0 0| 0 10 0 0 1950 91.500 -0.84 27.49 0 0 0| 2 5 -2 0 2000 186.500 -0.96 33.35 0 0 0| 0 0 0 0 2100 285.500 -0.98 41.28 0 0 0| 0 0 0 0 2200 Total 0 0 25| 8 2,637 -3 0 Indicative a-t-m Vol 26.08 Underlying Price 1915.000 Time to expiry: 36 Days Oct 10 3.500 -0.03 53.10 0 0 0| 0 0 0 0 1400 3.500 -0.03 43.46 0 0 0| 0 13 0 0 1500 6.500 5.000 -0.05 36.43 6.500 6.500 0 0 2| 2 44 -2 0 1600 8.000 -0.08 34.64 0 0 0| 0 6 0 0 1650 12.000 -0.12 32.97 0 0 0| 0 52 0 0 1700 17.500 -0.17 30.97 0 0 0| 0 9 0 0 1750 26.000 -0.24 29.14 0 0 0| 0 9 0 0 1800 38.500 -0.33 27.78 0 0 0| 0 7 0 0 1850 56.500 -0.44 26.50 0 0 0| 0 0 0 0 1900 80.000 -0.57 25.12 0 0 0| 0 10 0 0 1950 111.500 -0.70 24.25 0 0 0| 0 1 0 0 2000 191.500 -0.89 23.17 0 0 0| 0 0 0 0 2100 286.500 -0.96 24.75 0 0 0| 0 0 0 0 2200 Total 0 0 2| 2 151 -2 0 Indicative a-t-m Vol 28.46 Underlying Price 1915.000 Time to expiry: 71 Days Nov 10 6.000 -0.04 42.05 0 0 0| 0 0 0 0 1400 10.000 -0.06 38.86 0 0 0| 1 9 +1 0 1500 18.000 -0.11 36.05 0 0 0| 1 4 +1 0 1600 23.000 -0.14 34.32 0 0 0| 0 0 0 0 1650 31.000 -0.19 33.21 0 0 0| 0 6 0 0 1700 40.500 -0.24 31.91 0 0 0| 0 0 0 0 1750 56.000 54.000 -0.30 30.98 56.000 56.000 0 0 1| 0 0 0 0 1800 69.500 -0.37 29.85 0 0 0| 0 0 0 0 1850 89.000 -0.45 28.78 0 0 0| 0 0 0 0 1900 112.000 -0.53 27.70 0 0 0| 0 0 0 0 1950 140.000 -0.62 26.88 0 0 0| 0 0 0 0 2000 Equity Options 21:51 Business Day Thu 9 Sep 2010 Previous Business Day Wed 8 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 | 211.500 -0.77 26.23 0 0 0| 0 0 0 0 2100 295.000 -0.88 25.27 0 0 0| 0 0 0 0 2200 Total 0 0 1| 2 19 +2 0 Indicative a-t-m Vol 29.18 Underlying Price 1915.000 Time to expiry: 99 Days Dec 10 10.500 -0.06 40.69 0 0 0| 0 405 0 0 1400 17.500 -0.09 38.14 0 0 0| 0 373 0 0 1500 28.500 -0.14 35.72 0 0 0| 1 642 0 0 1600 46.000 -0.22 33.56 0 0 0| 0 279 0 0 1700 70.500 -0.32 31.20 0 0 0| 5 18 -5 0 1800 107.500 -0.44 29.30 0 0 0| 0 10 0 0 1900 158.500 161.500 -0.58 28.47 158.500 158.500 0 0 1| 0 8 0 0 2000 305.000 -0.83 26.27 0 0 0| 0 1 0 0 2200 485.500 -0.98 22.18 0 0 0| 0 0 0 0 2400 Total 0 0 1| 6 1,736 -5 0 Indicative a-t-m Vol 30.15 Underlying Price 1915.000 Time to expiry: 190 Days Mar 11 33.500 -0.11 38.98 0 0 0| 0 8 0 0 1400 48.000 -0.16 36.97 0 0 0| 0 88 0 0 1500 67.500 -0.22 35.06 0 0 0| 100 124 +100 0 1600 94.000 -0.29 33.43 0 0 0| 0 226 0 0 1700 128.000 -0.37 31.83 0 0 0| 0 26 0 0 1800 171.000 -0.47 30.29 0 0 0| 0 8 0 0 1900 226.000 -0.57 29.30 0 0 0| 3 45 0 0 2000 524.000 -0.90 24.01 0 0 0| 0 0 0 0 2400 Total 0 0 0| 103 525 +100 0 Total Puts 0 0 29| 121 5,068 +92 0 Grand Total 0 0 84| 10,777 32,417 +101 0 Equity Options 21:51 Business Day Thu 9 Sep 2010 Previous Business Day Wed 8 Sep 2010 Page 55 Calls | Block | Opening Settle Delta Vola- Daily Trade Bclear Total | Official **Open Change Exer- Exer Trans Price tility High Low Volume Volume*** Volume | Volume Int cises Price | Standard Life PLC - STND Opt (LFI) Indicative a-t-m Vol 21.63 Underlying Price 213.100 Time to expiry: 8 Days Sep 10 73.000 1.00 66.85 0 0 0| 0 0 0 0 140 63.000 1.00 62.98 0 0 0| 0 0 0 0 150 53.250 1.00 57.45 0 0 0| 0 0 0 0 160 43.250 1.00 46.72 0 0 0| 0 0 0 0 170 38.250 1.00 40.15 0 0 0| 0 0 0 0 175 33.250 1.00 33.77 0 0 0| 0 0 0 0 180 28.250 1.00 31.88 0 0 0| 0 0 0 0 185 23.250 1.00 27.95 0 0 0| 0 0 0 0 190 18.250 0.99 22.63 0 0 0| 0 0 0 0 195 13.250 0.94 26.17 0 0 0| 0 0 0 0 200 8.750 0.85 24.53 0 0 0| 0 0 0 0 205 4.750 0.67 22.93 0 0 0| 0 26 0 0 210 2.000 0.40 21.30 0 0 0| 0 0 0 0 215 0.500 0.14 18.57 0 0 0| 0 111 0 0 220 CAB 0.01 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 23.72 Underlying Price 213.100 Time to expiry: 99 Days Dec 10 73.500 1.00 30.45 0 0 0| 0 0 0 0 140 54.000 0.96 33.13 0 0 0| 0 0 0 0 160 44.750 0.93 32.01 0 0 0| 0 0 0 0 170 35.750 0.88 30.37 0 0 0| 0 0 0 0 180 27.000 0.81 28.10 0 0 0| 0 0 0 0 190 19.500 0.71 26.42 0 0 0| 0 69 0 0 200 12.500 0.58 24.09 0 0 0| 0 156 0 0 210 7.500 0.43 23.16 0 0 0| 0 111 0 0 220 4.250 0.29 22.88 0 0 0| 0 0 0 0 230 2.250 0.17 22.35 0 0 0| 0 0 0 0 240 Total 0 0 0| 0 336 0 0 Indicative a-t-m Vol 24.27 Underlying Price 213.100 Time to expiry: 190 Days Mar 11 74.000 0.98 31.25 0 0 0| 0 0 0 0 140 55.250 0.93 30.80 0 0 0| 0 0 0 0 160 46.250 0.89 29.66 0 0 0| 0 0 0 0 170 37.750 0.84 28.49 0 0 0| 0 40 0 0 180 29.750 0.77 27.07 0 0 0| 0 41 0 0 190 22.500 0.68 25.70 0 0 0| 0 20 0 0 200 16.250 0.58 24.55 0 0 0| 0 0 0 0 210 11.250 0.47 23.83 0 0 0| 0 38 0 0 220 7.750 0.36 23.40 0 0 0| 3 30 +3 0 230 4.750 0.26 22.88 0 0 0| 0 5 0 0 240 Total 0 0 0| 3 174 +3 0 Total Calls 0 0 0| 3 702 +3 0 | Equity Options 21:51 Business Day Thu 9 Sep 2010 Previous Business Day Wed 8 Sep 2010 Page 56 Puts | Block | Opening Settle Delta Vola- Daily Trade Bclear Total | Official **Open Change Exer- Exer Trans Price tility High Low Volume Volume*** Volume | Volume Int cises Price | Standard Life PLC - STND Opt (LFI) Indicative a-t-m Vol 24.14 Underlying Price 213.100 Time to expiry: 8 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 0.00 28.29 0 0 0| 0 57 0 0 190 CAB -0.01 23.72 0 0 0| 0 0 0 0 195 0.250 -0.05 25.74 0 0 0| 0 57 0 0 200 0.750 -0.15 24.87 0 600 600| 0 1 0 0 205 1.750 -0.34 24.01 0 0 0| 0 81 0 0 210 4.250 -0.58 24.18 0 0 0| 0 46 0 0 215 8.250 7.750 -0.79 24.75 8.250 8.250 0 0 1| 2 35 0 0 220 17.000 -0.98 23.81 0 0 0| 0 0 0 0 230 27.000 -1.00 22.27 0 0 0| 0 0 0 0 240 Total 0 600 601| 2 522 0 0 Indicative a-t-m Vol 23.60 Underlying Price 213.100 Time to expiry: 99 Days Dec 10 0.250 -0.01 36.67 0 0 0| 0 0 0 0 140 0.750 -0.04 34.48 0 0 0| 0 115 0 0 160 1.250 -0.07 31.77 0 0 0| 0 2 0 0 170 2.000 -0.12 29.47 0 0 0| 0 65 0 0 180 3.000 -0.18 26.21 0 0 0| 0 24 0 0 190 5.750 -0.29 25.92 0 0 0| 0 50 0 0 200 9.000 -0.42 23.98 0 0 0| 0 10 0 0 210 14.000 -0.58 23.04 0 0 0| 0 3 0 0 220 21.000 -0.71 23.36 0 0 0| 0 0 0 0 230 28.750 -0.83 22.50 0 0 0| 0 0 0 0 240 Total 0 0 0| 0 269 0 0 Indicative a-t-m Vol 23.46 Underlying Price 213.100 Time to expiry: 190 Days Mar 11 0.500 -0.03 30.38 0 0 0| 0 0 0 0 140 2.750 -0.11 30.95 0 0 0| 0 72 0 0 160 4.250 -0.16 29.79 0 0 0| 0 15 0 0 170 6.250 -0.23 28.42 0 0 0| 0 12 0 0 180 8.750 -0.31 26.69 0 0 0| 0 75 0 0 190 12.250 -0.41 25.31 0 0 0| 0 24 0 0 200 16.250 -0.52 23.39 0 0 0| 0 20 0 0 210 22.750 -0.62 23.56 0 0 0| 3 11 +3 0 220 29.750 -0.72 23.05 0 0 0| 0 0 0 0 230 37.750 -0.81 22.82 0 0 0| 0 5 0 0 240 Total 0 0 0| 3 234 +3 0 Total Puts 0 600 601| 5 1,025 +3 0 Grand Total 0 600 601| 6,488 15,695 +6 0 Equity Options 21:51 Business Day Thu 9 Sep 2010 Previous Business Day Wed 8 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 462.500 Time to expiry: 8 Days Sep 10 102.500 1.00 27.21 0 0 0| 0 0 0 0 360 82.500 1.00 25.21 0 0 0| 0 0 0 0 380 62.500 1.00 24.21 0 0 0| 0 0 0 0 400 52.500 1.00 22.82 0 0 0| 0 0 0 0 410 42.500 1.00 21.91 0 0 0| 0 0 0 0 420 32.750 0.99 21.30 0 0 0| 0 0 0 0 430 23.000 0.94 20.49 0 0 0| 0 0 0 0 440 14.000 0.81 20.05 0 0 0| 0 0 0 0 450 6.500 7.000 0.58 19.52 6.500 S 6.500 S 0 0 3| 0 9 0 0 460 2.500 0.30 18.62 0 0 0| 0 2 0 0 470 0.750 0.10 18.23 0 0 0| 0 26 0 0 480 CAB 0.02 18.18 0 0 0| 0 0 0 0 490 CAB 0.00 18.13 0 0 0| 0 3 0 0 500 CAB 0.00 18.02 0 0 0| 0 39 0 0 520 CAB 0.00 17.68 0 0 0| 0 0 0 0 560 Total 0 0 3| 0 79 0 0 Indicative a-t-m Vol 22.11 Underlying Price 462.500 Time to expiry: 99 Days Dec 10 103.500 0.98 26.36 0 0 0| 0 0 0 0 360 65.500 0.91 23.95 0 0 0| 0 0 0 0 400 48.250 0.82 23.04 0 0 0| 0 0 0 0 420 33.500 0.70 22.56 0 0 0| 5 5 -5 0 440 21.500 0.55 22.17 0 0 0| 0 150 0 0 460 11.500 12.750 0.39 21.75 11.500 S 11.500 S 0 0 3| 0 59 0 0 480 3.500 0.15 21.40 0 0 0| 0 36 0 0 520 0.750 0.04 21.13 0 0 0| 0 20 0 0 560 Total 0 0 3| 5 270 -5 0 Indicative a-t-m Vol 23.60 Underlying Price 462.500 Time to expiry: 190 Days Mar 11 105.500 0.93 29.05 0 0 0| 0 0 0 0 360 70.500 0.82 26.40 0 0 0| 2 0 -2 0 400 54.750 0.74 25.06 0 0 0| 0 0 0 0 420 41.250 0.64 24.25 0 0 0| 0 4 0 0 440 30.250 0.53 23.71 0 0 0| 0 0 0 0 460 21.000 0.42 23.00 0 0 0| 0 8 0 0 480 9.750 0.24 22.64 0 0 0| 6 22 +6 0 520 4.250 0.12 22.60 0 0 0| 0 35 0 0 560 Total 0 0 0| 8 69 +4 0 Total Calls 0 0 6| 13 418 -1 0 | Equity Options 21:51 Business Day Thu 9 Sep 2010 Previous Business Day Wed 8 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 462.500 Time to expiry: 8 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 -0.01 21.30 0 0 0| 0 0 0 0 430 0.250 -0.06 20.49 0 0 0| 0 2 0 0 440 1.500 -0.19 20.05 0 0 0| 0 0 0 0 450 4.500 -0.42 19.52 0 0 0| 0 16 0 0 460 10.000 -0.70 18.62 0 0 0| 0 0 0 0 470 18.000 -0.90 18.23 0 0 0| 0 2 0 0 480 27.500 -0.98 18.18 0 0 0| 0 0 0 0 490 37.500 -1.00 18.13 0 0 0| 0 0 0 0 500 57.500 -1.00 18.02 0 0 0| 0 0 0 0 520 97.500 -1.00 17.68 0 0 0| 0 0 0 0 560 Total 0 0 0| 0 86 0 0 Indicative a-t-m Vol 22.02 Underlying Price 462.500 Time to expiry: 99 Days Dec 10 1.000 -0.04 26.36 0 0 0| 0 10 0 0 360 4.000 -0.13 23.89 0 0 0| 0 265 0 0 400 7.750 -0.23 22.96 0 0 0| 0 1,063 +1,050 0 420 14.000 -0.36 22.47 0 0 0| 0 0 0 0 440 23.000 -0.51 22.04 0 0 0| 0 2 0 0 460 35.500 -0.65 21.90 0 0 0| 0 0 0 0 480 67.000 -0.87 21.33 0 0 0| 0 0 0 0 520 104.500 -0.97 21.13 0 0 0| 0 0 0 0 560 Total 0 0 0| 0 1,340 +1,050 0 Indicative a-t-m Vol 23.60 Underlying Price 462.500 Time to expiry: 190 Days Mar 11 5.500 -0.11 29.01 0 0 0| 0 0 0 0 360 11.750 -0.21 26.40 0 0 0| 0 23 0 0 400 16.500 -0.29 24.99 0 0 0| 0 0 0 0 420 23.500 -0.38 24.25 0 0 0| 0 40 0 0 440 32.750 -0.48 23.71 0 0 0| 0 10 0 0 460 44.000 -0.59 23.02 0 0 0| 0 0 0 0 480 72.750 -0.77 22.64 0 0 0| 0 0 0 0 520 107.500 -0.88 22.66 0 0 0| 0 0 0 0 560 Total 0 0 0| 0 73 0 0 Total Puts 0 0 0| 0 1,499 +1,050 0 Grand Total 0 0 6| 5,593 13,945 +1,049 0 Equity Options 21:51 Business Day Thu 9 Sep 2010 Previous Business Day Wed 8 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 14.80 Underlying Price 417.950 Time to expiry: 8 Days Sep 10 98.000 1.00 47.79 0 0 0| 0 0 0 0 320 78.000 1.00 39.64 0 0 0| 0 0 0 0 340 58.000 1.00 29.19 0 0 0| 0 5 0 0 360 48.000 1.00 27.44 0 0 0| 0 0 0 0 370 38.000 1.00 23.02 0 0 0| 0 4 0 0 380 28.000 0.99 19.75 0 0 0| 0 10 0 0 390 18.500 0.93 19.03 0 0 0| 0 1,657 0 0 400 9.250 0.78 15.95 0 0 0| 0 107 0 0 410 2.750 3.000 0.42 14.51 2.750 S 2.750 S 0 0 10| 0 604 0 0 420 0.750 0.14 16.19 0 0 0| 0 0 0 0 430 0.250 0.03 17.92 0 0 0| 0 1,675 0 0 440 CAB 0.01 23.81 0 0 0| 0 342 -25 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 10| 0 4,718 -25 0 Indicative a-t-m Vol 17.25 Underlying Price 417.950 Time to expiry: 36 Days Oct 10 78.250 1.00 26.60 0 0 0| 0 0 0 0 340 58.500 0.98 25.24 0 0 0| 0 0 0 0 360 39.250 0.93 22.49 0 0 0| 0 0 0 0 380 30.000 0.87 20.76 0 0 0| 0 0 0 0 390 21.250 0.79 19.13 0 0 0| 0 10 0 0 400 13.750 0.65 17.91 0 0 0| 0 562 0 0 410 7.750 0.48 17.09 0 0 0| 1 1,012 +1 0 420 3.750 0.30 16.43 0 0 0| 0 0 0 0 430 1.500 0.15 16.05 0 0 0| 0 0 0 0 440 0.250 0.04 17.31 0 0 0| 0 0 0 0 460 Total 0 0 0| 1 1,584 +1 0 Indicative a-t-m Vol 17.82 Underlying Price 417.950 Time to expiry: 71 Days Nov 10 58.750 0.96 24.05 0 0 0| 0 0 0 0 360 40.000 0.88 21.56 0 0 0| 0 0 0 0 380 31.500 0.81 21.05 0 0 0| 0 0 0 0 390 23.250 0.73 19.17 0 0 0| 0 0 0 0 400 16.250 0.61 18.45 0 0 0| 0 0 0 0 410 8.750 10.750 0.47 17.66 10.750 8.750 0 0 18| 0 61 0 0 420 6.500 0.34 16.81 0 0 0| 25 25 +25 0 430 3.750 0.22 16.61 0 0 0| 0 30 0 0 440 1.500 0.10 18.09 0 0 0| 0 0 0 0 460 Total 0 0 18| 25 116 +25 0 Indicative a-t-m Vol 18.61 Underlying Price 417.950 Time to expiry: 99 Days Dec 10 178.250 1.00 51.95 0 0 0| 0 0 0 0 240 138.250 1.00 37.99 0 0 0| 0 0 0 0 280 98.250 0.99 27.94 0 0 0| 0 3 0 0 320 Equity Options 21:51 Business Day Thu 9 Sep 2010 Previous Business Day Wed 8 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 | 59.250 0.93 23.54 0 0 0| 0 0 0 0 360 41.000 0.84 21.27 0 0 0| 0 0 0 0 380 25.000 25.750 0.68 20.15 25.000 S 25.000 S 0 0 5| 0 1,112 0 0 400 13.000 13.500 0.47 18.44 13.500 S 13.000 S 0 0 20| 0 2,489 0 0 420 6.250 0.28 17.68 0 0 0| 0 1,231 0 0 440 2.250 0.12 16.67 0 0 0| 0 553 0 0 460 0.500 0.04 16.07 0 0 0| 0 1,223 0 0 480 CAB 0.00 15.07 0 0 0| 0 170 0 0 560 Total 0 0 25| 0 6,781 0 0 Indicative a-t-m Vol 19.35 Underlying Price 417.950 Time to expiry: 190 Days Mar 11 99.500 0.94 28.24 0 0 0| 0 0 0 0 320 62.750 0.84 23.58 0 0 0| 0 0 0 0 360 46.250 0.75 21.58 0 0 0| 0 25 0 0 380 32.500 0.63 20.47 0 0 0| 0 148 0 0 400 21.000 0.50 19.22 0 0 0| 0 646 0 0 420 12.500 0.36 18.33 0 0 0| 0 304 0 0 440 6.500 0.23 17.53 0 0 0| 10 176 +10 0 460 3.250 0.13 17.11 0 0 0| 0 918 0 0 480 0.250 0.01 17.23 0 0 0| 0 0 0 0 560 Total 0 0 0| 10 2,217 +10 0 Indicative a-t-m Vol 20.20 Underlying Price 417.950 Time to expiry: 281 Days Jun 11 100.250 0.92 27.46 0 0 0| 0 0 0 0 320 64.750 0.81 23.21 0 0 0| 0 100 0 0 360 49.500 0.72 22.09 0 0 0| 0 241 0 0 380 36.000 0.62 20.88 0 0 0| 0 50 0 0 400 25.000 0.51 20.13 0 0 0| 0 185 0 0 420 16.500 0.39 19.43 0 0 0| 0 278 0 0 440 5.750 0.18 17.94 0 0 0| 0 24 0 0 480 Total 0 0 0| 0 878 0 0 Indicative a-t-m Vol 20.08 Underlying Price 417.950 Time to expiry: 463 Days Dec 11 139.250 0.96 30.67 0 0 0| 0 3 0 0 280 102.500 0.88 26.85 0 0 0| 0 0 0 0 320 69.000 0.77 23.34 0 0 0| 0 0 0 0 360 41.250 0.60 20.88 0 0 0| 0 0 0 0 400 21.500 0.41 19.11 0 0 0| 0 0 0 0 440 12.250 0.26 19.70 0 0 0| 0 0 0 0 480 Total 0 0 0| 0 3 0 0 Indicative a-t-m Vol 23.27 Underlying Price 417.950 Time to expiry: 645 Days Jun 12 107.250 0.84 29.00 0 0 0| 0 0 0 0 320 76.250 0.73 25.93 0 0 0| 0 0 0 0 360 51.000 0.60 23.75 0 0 0| 0 0 0 0 400 32.750 0.45 22.68 0 0 0| 0 0 0 0 440 Total 0 0 0| 0 0 0 0 Indicative a-t-m Vol 22.73 Underlying Price 417.950 Time to expiry: 834 Days Dec 12 Equity Options 21:51 Business Day Thu 9 Sep 2010 Previous Business Day Wed 8 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 | 110.000 0.82 29.00 0 0 0| 0 0 0 0 320 78.750 0.72 25.33 0 0 0| 0 0 0 0 360 54.750 0.59 23.45 0 0 0| 0 850 0 0 400 35.500 0.46 21.84 0 0 0| 0 0 0 0 440 23.500 0.34 21.25 0 0 0| 0 0 0 0 480 Total 0 0 0| 0 850 0 0 Total Calls 0 0 53| 36 17,147 +11 0 | Equity Options 21:51 Business Day Thu 9 Sep 2010 Previous Business Day Wed 8 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 13.73 Underlying Price 417.950 Time to expiry: 8 Days Sep 10 CAB 0.00 39.78 0 0 0| 0 1,012 0 0 320 CAB 0.00 33.42 0 0 0| 0 75 0 0 340 CAB 0.00 26.44 0 0 0| 0 330 0 0 360 CAB 0.00 23.73 0 0 0| 0 383 0 0 370 CAB 0.00 18.91 0 0 0| 0 7,645 0 0 380 CAB -0.01 18.41 0 0 0| 0 279 0 0 390 0.500 -0.08 20.05 0 0 0| 0 576 0 0 400 1.000 -0.20 14.65 0 0 0| 0 69 0 0 410 5.500 4.750 -0.59 13.50 5.750 S 5.500 S 0 0 30| 16 908 -41 0 420 12.500 -0.91 13.44 0 0 0| 0 0 0 0 430 22.000 -0.98 16.03 0 0 0| 3 148 0 0 440 42.000 -0.99 25.07 0 0 0| 0 15 0 0 460 62.000 -1.00 31.58 0 0 0| 0 0 0 0 480 142.000 -1.00 32.73 0 0 0| 0 0 0 0 560 Total 0 0 30| 19 11,440 -41 0 Indicative a-t-m Vol 17.24 Underlying Price 417.950 Time to expiry: 36 Days Oct 10 CAB -0.01 26.67 0 0 0| 0 0 0 0 340 0.500 -0.03 24.40 0 0 0| 0 10 0 0 360 1.500 -0.10 21.77 0 0 0| 0 904 0 0 380 2.250 -0.16 19.66 0 0 0| 0 660 0 0 390 4.250 -0.27 18.87 0 0 0| 0 121 0 0 400 7.500 -0.42 17.83 0 0 0| 0 32 0 0 410 12.000 12.500 -0.59 17.09 12.000 11.750 0 0 10| 0 55 0 0 420 19.000 -0.76 16.13 0 0 0| 0 0 0 0 430 27.000 -0.89 15.45 0 0 0| 0 0 0 0 440 46.250 -0.98 16.23 0 0 0| 0 0 0 0 460 Total 0 0 10| 0 1,782 0 0 Indicative a-t-m Vol 18.01 Underlying Price 417.950 Time to expiry: 71 Days Nov 10 2.000 -0.09 24.47 0 0 0| 0 0 0 0 360 3.750 -0.17 21.36 0 0 0| 0 0 0 0 380 5.500 -0.24 20.24 0 0 0| 0 87 0 0 390 8.000 -0.33 19.35 0 0 0| 0 36 0 0 400 11.500 -0.43 18.57 0 0 0| 0 20 0 0 410 16.250 -0.56 17.88 0 0 0| 0 0 0 0 420 22.000 -0.68 16.92 0 0 0| 0 0 0 0 430 29.250 -0.79 16.30 0 0 0| 0 0 0 0 440 46.750 -0.94 15.56 0 0 0| 0 0 0 0 460 Total 0 0 0| 0 143 0 0 Indicative a-t-m Vol 18.90 Underlying Price 417.950 Time to expiry: 99 Days Dec 10 CAB 0.00 32.27 0 0 0| 0 81 0 0 240 0.250 -0.01 32.79 0 0 0| 0 349 0 0 280 1.000 -0.04 28.94 0 0 0| 0 567 0 0 320 3.250 -0.12 24.31 0 0 0| 0 3,587 0 0 360 Equity Options 21:51 Business Day Thu 9 Sep 2010 Previous Business Day Wed 8 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 | 6.000 6.000 -0.21 21.95 6.000 6.000 0 0 10| 0 3,363 0 0 380 10.750 -0.35 20.05 0 0 0| 12 3,813 +12 0 400 19.250 19.250 -0.54 18.78 19.750 S 19.250 S 0 0 30| 0 603 0 0 420 32.000 -0.73 17.87 0 0 0| 0 1,176 0 0 440 47.500 -0.90 15.88 0 0 0| 0 174 0 0 460 67.000 -0.94 18.38 0 0 0| 0 71 0 0 480 146.000 -1.00 21.39 0 0 0| 0 25 0 0 560 Total 0 0 40| 12 13,809 +12 0 Indicative a-t-m Vol 19.49 Underlying Price 417.950 Time to expiry: 190 Days Mar 11 3.000 -0.08 26.97 0 0 0| 0 50 0 0 320 7.250 -0.18 23.56 0 0 0| 0 149 0 0 360 11.250 -0.26 21.82 0 0 0| 0 207 0 0 380 17.250 -0.37 20.59 0 0 0| 0 583 0 0 400 25.750 -0.51 19.37 0 0 0| 0 583 0 0 420 37.750 -0.64 18.84 0 0 0| 0 101 0 0 440 51.750 -0.77 17.96 0 0 0| 0 20 0 0 460 68.000 -0.89 16.85 0 0 0| 0 5 0 0 480 146.000 -1.00 13.07 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 417.950 Time to expiry: 281 Days Jun 11 6.250 -0.12 26.02 0 0 0| 0 420 0 0 320 13.250 -0.24 23.19 0 0 0| 0 221 0 0 360 18.750 -0.33 21.95 0 0 0| 0 205 0 0 380 26.500 -0.43 21.02 0 0 0| 0 75 0 0 400 36.500 -0.54 20.19 0 0 0| 0 275 0 0 420 48.500 -0.65 19.22 0 0 0| 0 302 0 0 440 79.250 -0.83 18.58 0 0 0| 0 0 0 0 480 Total 0 0 0| 0 1,498 0 0 Indicative a-t-m Vol 20.68 Underlying Price 417.950 Time to expiry: 463 Days Dec 11 9.000 -0.11 31.29 0 0 0| 0 0 0 0 280 14.000 -0.18 27.16 0 0 0| 0 0 0 0 320 21.750 -0.29 23.54 0 0 0| 0 750 0 0 360 35.500 -0.44 20.98 0 0 0| 0 500 0 0 400 58.750 -0.61 20.32 0 0 0| 0 0 0 0 440 88.000 -0.75 19.99 0 0 0| 0 0 0 0 480 Total 0 0 0| 0 1,250 0 0 Indicative a-t-m Vol 23.05 Underlying Price 417.950 Time to expiry: 645 Days Jun 12 26.000 -0.23 30.00 0 0 0| 0 0 0 0 320 34.500 -0.33 25.70 0 0 0| 0 0 0 0 360 50.750 -0.45 23.57 0 0 0| 0 0 0 0 400 73.250 -0.58 22.41 0 0 0| 0 0 0 0 440 Total 0 0 0| 0 0 0 0 Indicative a-t-m Vol 22.73 Underlying Price 417.950 Time to expiry: 834 Days Dec 12 32.250 -0.25 30.00 0 0 0| 0 0 0 0 320 Equity Options 21:51 Business Day Thu 9 Sep 2010 Previous Business Day Wed 8 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 | 40.000 -0.33 25.15 0 0 0| 0 350 0 0 360 57.250 -0.45 23.50 0 0 0| 0 150 0 0 400 78.000 -0.57 21.80 0 0 0| 0 0 0 0 440 104.500 -0.68 20.71 0 0 0| 0 0 0 0 480 Total 0 0 0| 0 500 0 0 Total Puts 0 0 80| 31 32,120 -29 0 Grand Total 0 0 133| 13,567 78,367 -18 0 Equity Options 21:51 Business Day Thu 9 Sep 2010 Previous Business Day Wed 8 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 323.400 Time to expiry: 8 Days Sep 10 163.500 1.00 86.19 0 0 0| 0 0 0 0 160 153.500 1.00 79.15 0 0 0| 0 0 0 0 170 143.500 1.00 72.48 0 0 0| 0 0 0 0 180 133.500 1.00 66.74 0 0 0| 0 0 0 0 190 123.500 1.00 63.61 0 0 0| 0 14 0 0 200 113.500 1.00 55.38 0 0 0| 0 40 0 0 210 108.500 1.00 52.77 0 0 0| 0 0 0 0 215 103.750 103.500 1.00 50.26 103.750 103.750 0 0 8| 0 26 0 0 220 98.500 1.00 47.85 0 0 0| 0 0 0 0 225 93.500 1.00 45.55 0 0 0| 0 4 0 0 230 88.500 1.00 43.34 0 0 0| 0 0 0 0 235 83.500 1.00 41.56 0 0 0| 0 162 0 0 240 78.500 1.00 38.57 0 0 0| 0 400 0 0 245 73.500 1.00 34.81 0 0 0| 0 133 0 0 250 63.500 1.00 29.84 0 0 0| 0 16 0 0 260 53.500 1.00 25.94 0 0 0| 0 409 0 0 270 43.500 1.00 21.82 0 0 0| 0 174 0 0 280 23.500 1.00 17.51 0 0 0| 0 10 0 0 300 4.750 0.69 13.90 0 0 0| 0 3,171 0 0 320 Total 0 0 8| 0 4,559 0 0 Indicative a-t-m Vol 0.00 Underlying Price 323.400 Time to expiry: 99 Days Dec 10 123.500 1.00 37.90 0 0 0| 0 0 0 0 200 113.500 1.00 36.40 0 0 0| 0 0 0 0 210 103.500 1.00 34.90 0 0 0| 0 10 0 0 220 93.750 0.99 33.80 0 0 0| 0 44 0 0 230 83.750 0.98 33.40 0 0 0| 0 55 0 0 240 64.750 0.94 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 323.400 Time to expiry: 190 Days Mar 11 123.750 0.99 37.30 0 0 0| 0 0 0 0 200 113.750 0.98 35.90 0 0 0| 0 0 0 0 210 104.000 0.97 34.60 0 0 0| 0 5 0 0 220 94.500 0.95 33.60 0 0 0| 0 50 0 0 230 85.500 0.93 33.10 0 0 0| 0 10 0 0 240 68.500 0.85 32.40 0 0 0| 0 0 0 0 260 53.250 0.77 31.80 0 0 0| 0 0 0 0 280 29.500 0.56 31.00 0 0 0| 0 19 0 0 320 Total 0 0 0| 0 84 0 0 Total Calls 0 0 8| 0 4,938 0 0 | Equity Options 21:51 Business Day Thu 9 Sep 2010 Previous Business Day Wed 8 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 323.400 Time to expiry: 8 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 1.750 -0.32 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 323.400 Time to expiry: 99 Days Dec 10 CAB 0.00 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 -0.17 30.60 0 0 0| 0 10 0 0 280 20.500 -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 323.400 Time to expiry: 190 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 1.750 -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 6.500 -0.15 32.30 0 0 0| 0 0 0 0 260 11.000 -0.23 31.30 0 0 0| 0 0 0 0 280 27.500 -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 0 8| 6,300 23,089 0 0 Equity Options 21:51 Business Day Thu 9 Sep 2010 Previous Business Day Wed 8 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 38.80 Underlying Price 1263.000 Time to expiry: 8 Days Sep 10 383.000 1.00 44.10 0 0 0| 0 0 0 0 880 343.000 1.00 45.05 0 0 0| 0 0 0 0 920 303.000 1.00 44.51 0 0 0| 0 10 0 0 960 283.000 1.00 44.74 0 0 0| 0 0 0 0 980 263.000 1.00 44.28 0 0 0| 0 2 0 0 1000 213.000 1.00 42.93 0 0 0| 0 0 0 0 1050 163.500 0.99 40.99 0 0 0| 0 98 0 0 1100 115.500 0.94 39.76 0 0 0| 0 1 0 0 1150 72.000 0.80 39.74 0 0 0| 1 78 0 0 1200 37.500 0.58 38.48 0 0 0| 0 1 0 0 1250 17.000 0.33 39.69 0 0 0| 0 333 0 0 1300 5.000 0.13 37.28 0 0 0| 0 0 0 0 1350 1.500 0.04 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 0| 1 650 0 0 Indicative a-t-m Vol 36.71 Underlying Price 1263.000 Time to expiry: 99 Days Dec 10 390.000 0.95 45.96 0 0 0| 0 0 0 0 880 316.500 0.91 43.43 0 0 0| 0 4 0 0 960 281.500 0.88 42.30 0 0 0| 0 0 0 0 1000 200.500 0.78 39.87 0 0 0| 0 25 0 0 1100 131.500 0.64 37.67 0 0 0| 0 69 0 0 1200 70.500 79.500 0.48 36.14 70.500 S 70.500 S 0 0 1| 0 196 0 0 1300 46.000 0.33 35.87 0 0 0| 1 28 +1 0 1400 15.000 13.500 0.12 35.95 15.000 15.000 0 0 1| 0 302 0 0 1600 Total 0 0 2| 1 624 +1 0 Indicative a-t-m Vol 36.79 Underlying Price 1263.000 Time to expiry: 190 Days Mar 11 400.000 0.92 40.25 0 0 0| 0 0 0 0 880 333.500 0.86 40.03 0 0 0| 0 0 0 0 960 301.500 0.83 39.60 0 0 0| 0 0 0 0 1000 230.000 0.74 38.59 0 0 0| 0 0 0 0 1100 165.000 0.63 36.74 0 0 0| 0 40 0 0 1200 119.500 0.51 36.82 0 0 0| 0 1 0 0 1300 81.500 0.40 36.27 0 0 0| 1 3 0 0 1400 41.500 0.23 37.56 0 0 0| 0 0 0 0 1600 Total 0 0 0| 1 44 0 0 Total Calls 0 0 2| 3 1,318 +1 0 | Equity Options 21:51 Business Day Thu 9 Sep 2010 Previous Business Day Wed 8 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 37.28 Underlying Price 1263.000 Time to expiry: 8 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 CAB -0.01 47.46 0 0 0| 0 0 0 0 1050 1.000 -0.02 45.79 0 0 0| 0 29 0 0 1100 3.000 -0.07 42.75 0 0 0| 0 0 0 0 1150 8.500 -0.19 39.19 0 0 0| 0 25 0 0 1200 23.500 -0.42 37.44 0 0 0| 0 2 0 0 1250 51.500 -0.68 36.83 0 0 0| 0 11 0 0 1300 91.500 -0.87 36.38 0 0 0| 0 10 0 0 1350 138.000 -0.97 35.92 0 0 0| 0 5 0 0 1400 237.000 -1.00 36.19 0 0 0| 0 0 0 0 1500 337.000 -1.00 38.51 0 0 0| 0 0 0 0 1600 Total 0 0 0| 0 368 0 0 Indicative a-t-m Vol 36.48 Underlying Price 1263.000 Time to expiry: 99 Days Dec 10 6.500 -0.05 44.63 0 0 0| 0 8 0 0 880 12.500 -0.09 42.45 0 0 0| 0 51 0 0 960 17.500 -0.12 41.61 0 0 0| 0 29 0 0 1000 36.500 -0.22 39.49 0 0 0| 0 55 0 0 1100 67.500 -0.36 37.41 0 0 0| 0 39 0 0 1200 134.500 115.500 -0.52 35.94 134.500 S 134.500 S 0 0 1| 0 12 0 0 1300 181.500 -0.68 35.43 0 0 0| 0 0 0 0 1400 349.500 -0.89 35.39 0 0 0| 0 0 0 0 1600 Total 0 0 1| 0 194 0 0 Indicative a-t-m Vol 36.14 Underlying Price 1263.000 Time to expiry: 190 Days Mar 11 20.000 -0.09 43.33 0 0 0| 0 1 0 0 880 32.000 -0.14 41.54 0 0 0| 0 1 0 0 960 39.000 -0.17 40.66 0 0 0| 0 5 0 0 1000 65.500 -0.26 38.93 0 0 0| 0 33 0 0 1100 99.500 -0.37 36.73 0 0 0| 0 0 0 0 1200 150.000 -0.49 35.79 0 0 0| 0 10 0 0 1300 211.500 -0.61 35.11 0 0 0| 0 0 0 0 1400 369.500 -0.79 35.40 0 0 0| 0 0 0 0 1600 Total 0 0 0| 0 50 0 0 Total Puts 0 0 1| 0 612 0 0 Grand Total 0 0 3| 5,583 13,958 +1 0 Equity Options 21:51 Business Day Thu 9 Sep 2010 Previous Business Day Wed 8 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 20.45 Underlying Price 1768.000 Time to expiry: 8 Days Sep 10 268.000 1.00 28.58 0 0 0| 0 0 0 0 1500 168.500 1.00 24.48 0 0 0| 0 0 0 0 1600 119.000 0.98 22.62 0 0 0| 0 0 0 0 1650 72.000 0.88 21.94 0 0 0| 0 2 0 0 1700 33.000 0.63 20.70 0 0 0| 0 1,081 0 0 1750 10.000 0.29 20.01 0 0 0| 0 40 0 0 1800 2.000 0.08 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| 0 2,407 0 0 Indicative a-t-m Vol 21.95 Underlying Price 1768.000 Time to expiry: 99 Days Dec 10 372.000 0.97 27.47 0 0 0| 0 15 0 0 1400 190.000 0.82 24.29 0 0 0| 5 10 0 0 1600 116.000 0.66 22.89 0 0 0| 0 18 0 0 1700 60.500 0.45 21.50 0 0 0| 0 29 0 0 1800 26.000 0.25 20.48 0 0 0| 0 1,089 0 0 1900 10.000 0.12 20.07 0 0 0| 0 361 0 0 2000 1.500 0.02 20.46 0 0 0| 0 5 0 0 2200 0.500 0.01 22.93 0 0 0| 0 17 0 0 2400 Total 0 0 0| 5 1,544 0 0 Indicative a-t-m Vol 21.94 Underlying Price 1768.000 Time to expiry: 190 Days Mar 11 381.000 0.92 29.17 0 0 0| 0 0 0 0 1400 211.000 0.75 25.08 0 0 0| 0 0 0 0 1600 141.000 0.62 23.13 0 0 0| 0 5 0 0 1700 84.500 0.46 21.38 0 0 0| 0 6 0 0 1800 49.500 0.32 21.06 0 0 0| 0 7 0 0 1900 26.500 0.20 20.52 0 0 0| 0 40 0 0 2000 7.000 0.07 20.59 0 0 0| 0 35 0 0 2200 2.500 0.03 22.04 0 0 0| 0 0 0 0 2400 Total 0 0 0| 0 93 0 0 Total Calls 0 0 0| 5 4,044 0 0 | Equity Options 21:51 Business Day Thu 9 Sep 2010 Previous Business Day Wed 8 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 19.06 Underlying Price 1768.000 Time to expiry: 8 Days Sep 10 CAB 0.00 28.62 0 0 0| 0 300 0 0 1500 CAB -0.01 26.22 0 0 0| 0 513 0 0 1600 1.000 -0.03 23.97 0 0 0| 0 107 0 0 1650 5.000 3.000 -0.11 20.53 5.000 5.000 0 0 20| 6 482 -1 0 1700 13.500 -0.36 19.45 0 0 0| 0 17 0 0 1750 40.000 -0.73 18.38 0 0 0| 0 65 0 0 1800 83.000 -0.95 17.88 0 0 0| 0 10 0 0 1850 132.000 -1.00 18.28 0 0 0| 0 146 0 0 1900 182.000 -1.00 18.28 0 0 0| 0 0 0 0 1950 232.000 -1.00 18.28 0 0 0| 0 14 0 0 2000 432.000 -1.00 18.28 0 0 0| 0 0 0 0 2200 632.000 -1.00 18.28 0 0 0| 0 0 0 0 2400 Total 0 0 20| 6 1,654 -1 0 Indicative a-t-m Vol 22.03 Underlying Price 1768.000 Time to expiry: 99 Days Dec 10 7.500 -0.06 29.36 0 0 0| 0 868 0 0 1400 32.000 29.500 -0.22 24.33 32.000 32.000 0 0 78| 0 444 0 0 1600 60.000 58.500 -0.37 22.97 60.000 60.000 0 0 1| 0 77 0 0 1700 105.000 -0.57 21.58 0 0 0| 0 77 0 0 1800 173.000 -0.75 20.88 0 0 0| 0 233 0 0 1900 256.500 -0.88 20.44 0 0 0| 0 117 0 0 2000 448.000 -0.98 21.61 0 0 0| 0 0 0 0 2200 647.000 -0.99 25.83 0 0 0| 0 0 0 0 2400 Total 0 0 79| 0 1,816 0 0 Indicative a-t-m Vol 21.82 Underlying Price 1768.000 Time to expiry: 190 Days Mar 11 24.000 -0.12 28.41 0 0 0| 0 366 0 0 1400 58.500 -0.29 23.97 0 0 0| 0 11 0 0 1600 92.000 -0.41 22.28 0 0 0| 20 17 +5 0 1700 143.000 -0.56 21.61 0 0 0| 0 31 0 0 1800 207.000 -0.70 20.79 0 0 0| 0 0 0 0 1900 283.000 -0.82 19.77 0 0 0| 0 0 0 0 2000 464.500 -0.95 19.07 0 0 0| 0 0 0 0 2200 660.000 -0.99 18.24 0 0 0| 0 0 0 0 2400 Total 0 0 0| 20 425 +5 0 Total Puts 0 0 99| 26 3,895 +4 0 Grand Total 0 0 99| 5,071 18,803 +4 0 Equity Options 21:51 Business Day Thu 9 Sep 2010 Previous Business Day Wed 8 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 23.18 Underlying Price 596.000 Time to expiry: 8 Days Sep 10 156.000 1.00 48.91 0 0 0| 0 0 0 0 440 136.000 1.00 41.47 0 0 0| 0 0 0 0 460 116.000 1.00 35.60 0 0 0| 0 5 0 0 480 96.000 1.00 31.69 0 0 0| 0 8 0 0 500 76.000 1.00 28.17 0 0 0| 0 149 0 0 520 56.000 0.99 25.04 0 0 0| 0 7 0 0 540 35.000 36.500 0.96 22.69 35.250 S 35.000 0 0 9| 2 383 0 0 560 18.250 0.80 20.71 0 0 0| 0 243 0 0 580 7.000 0.44 23.80 0 0 0| 0 1,288 0 0 600 1.250 0.12 21.12 0 0 0| 0 1 0 0 620 CAB 0.02 21.27 0 0 0| 0 10 0 0 640 CAB 0.00 26.39 0 0 0| 0 0 0 0 680 Total 0 0 9| 2 2,094 0 0 Indicative a-t-m Vol 21.95 Underlying Price 596.000 Time to expiry: 99 Days Dec 10 157.250 0.99 26.95 0 0 0| 0 0 0 0 440 118.500 0.96 26.60 0 0 0| 0 0 0 0 480 81.500 0.88 24.24 0 0 0| 0 161 0 0 520 64.500 0.82 23.48 0 0 0| 0 3 0 0 540 49.250 0.73 22.85 0 0 0| 0 144 0 0 560 24.250 25.000 0.51 21.85 24.250 S 24.250 S 0 0 7| 2 206 0 0 600 10.500 11.000 0.28 21.72 10.500 10.250 0 0 10| 0 1,159 +400 0 640 3.000 0.09 25.84 0 0 0| 0 125 0 0 720 Total 0 0 17| 2 1,798 +400 0 Indicative a-t-m Vol 21.41 Underlying Price 596.000 Time to expiry: 190 Days Mar 11 158.000 0.97 27.96 0 0 0| 0 0 0 0 440 120.500 0.92 26.02 0 0 0| 0 0 0 0 480 85.750 0.83 24.54 0 0 0| 0 1 0 0 520 55.750 0.68 22.96 0 0 0| 0 43 0 0 560 31.750 0.50 21.23 0 0 0| 0 18 0 0 600 16.750 0.32 20.81 0 0 0| 0 23 0 0 640 4.500 0.11 21.28 0 0 0| 0 0 0 0 720 Total 0 0 0| 0 85 0 0 Total Calls 0 0 26| 4 3,977 +400 0 | Equity Options 21:51 Business Day Thu 9 Sep 2010 Previous Business Day Wed 8 Sep 2010 Page 72 Puts | Block | Opening Settle Delta Vola- Daily Trade Bclear Total | Official **Open Change Exer- Exer Trans Price tility High Low Volume Volume*** Volume | Volume Int cises Price | United Utilities plc STND OPT (UUL) Indicative a-t-m Vol 20.95 Underlying Price 596.000 Time to expiry: 8 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 -0.19 20.52 0 0 0| 0 102 0 0 580 10.000 -0.57 21.06 0 0 0| 0 56 0 0 600 25.250 -0.87 22.11 0 0 0| 0 11 0 0 620 44.250 -0.97 24.07 0 0 0| 0 0 0 0 640 84.000 -0.99 37.85 0 0 0| 0 2 0 0 680 Total 0 0 0| 0 903 0 0 Indicative a-t-m Vol 21.95 Underlying Price 596.000 Time to expiry: 99 Days Dec 10 CAB 0.00 21.79 0 0 0| 0 18 0 0 440 1.500 -0.05 24.20 0 0 0| 0 489 0 0 480 7.000 6.000 -0.15 23.95 7.000 7.000 0 0 4| 0 72 0 0 520 10.000 -0.23 23.36 0 0 0| 0 120 0 0 540 14.750 -0.32 21.96 0 0 0| 0 147 0 0 560 33.750 -0.55 21.95 0 0 0| 0 24 0 0 600 60.250 -0.77 20.37 0 0 0| 0 20 0 0 640 134.000 -0.94 23.82 0 0 0| 0 0 0 0 720 Total 0 0 4| 0 890 0 0 Indicative a-t-m Vol 21.91 Underlying Price 596.000 Time to expiry: 190 Days Mar 11 3.500 -0.06 28.18 0 0 0| 0 3 0 0 440 7.250 -0.12 26.32 0 0 0| 0 24 0 0 480 14.000 -0.22 24.57 0 0 0| 0 10 0 0 520 25.500 -0.35 23.08 0 0 0| 0 12 0 0 560 43.250 -0.52 21.79 0 0 0| 0 19 0 0 600 67.500 -0.70 20.35 0 0 0| 0 10 0 0 640 136.500 -0.89 21.72 0 0 0| 0 0 0 0 720 Total 0 0 0| 0 78 0 0 Total Puts 0 0 4| 0 1,871 0 0 Grand Total 0 0 30| 4,864 16,324 +400 0 Equity Options 21:51 Business Day Thu 9 Sep 2010 Previous Business Day Wed 8 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 53.66 Underlying Price 2038.000 Time to expiry: 8 Days Sep 10 438.500 1.00 56.72 0 0 0| 0 0 0 0 1600 339.500 0.98 55.62 0 0 0| 0 0 0 0 1700 291.000 0.96 55.13 0 0 0| 0 0 0 0 1750 243.500 0.93 54.81 0 0 0| 0 0 0 0 1800 199.000 0.88 54.58 0 0 0| 0 0 0 0 1850 157.500 0.81 54.18 0 0 0| 0 0 0 0 1900 120.500 0.71 53.83 0 0 0| 0 0 0 0 1950 89.500 0.60 54.17 0 0 0| 0 21 0 0 2000 42.000 0.38 52.82 0 0 0| 0 0 0 0 2100 16.000 0.18 51.80 0 0 0| 0 307 0 0 2200 7.000 0.09 55.34 0 0 0| 0 18 0 0 2300 2.500 0.03 55.80 0 0 0| 0 40 0 0 2400 1.000 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 52.53 Underlying Price 2038.000 Time to expiry: 99 Days Dec 10 492.500 0.85 54.04 0 0 0| 0 18 0 0 1600 418.500 0.79 53.82 0 0 0| 0 0 0 0 1700 351.000 0.72 53.44 0 0 0| 0 0 0 0 1800 292.000 0.66 53.27 0 0 0| 0 0 0 0 1900 225.000 239.500 0.58 52.75 225.000 225.000 0 0 5| 0 44 0 0 2000 154.000 0.44 51.60 0 0 0| 0 8 0 0 2200 94.000 0.31 50.64 0 0 0| 0 12 0 0 2400 54.000 0.21 49.47 0 0 0| 0 0 0 0 2600 32.500 0.14 49.73 0 0 0| 0 28 0 0 2800 19.500 0.09 50.19 0 0 0| 0 25 0 0 3000 11.500 0.06 50.41 0 0 0| 0 4 0 0 3200 7.000 0.04 51.21 0 0 0| 0 1 0 0 3400 4.000 0.02 51.19 0 0 0| 0 0 0 0 3600 Total 0 0 5| 0 140 0 0 Indicative a-t-m Vol 51.99 Underlying Price 2038.000 Time to expiry: 190 Days Mar 11 690.000 0.88 53.43 0 0 0| 0 3 0 0 1400 542.500 0.80 52.90 0 0 0| 0 0 0 0 1600 480.000 0.75 53.05 0 0 0| 0 0 0 0 1700 419.500 0.70 52.47 0 0 0| 0 0 0 0 1800 365.500 0.65 52.29 0 0 0| 0 0 0 0 1900 318.000 0.59 52.15 0 0 0| 0 0 0 0 2000 Equity Options 21:51 Business Day Thu 9 Sep 2010 Previous Business Day Wed 8 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 | 234.500 0.49 51.31 0 0 0| 0 0 0 0 2200 168.500 0.39 50.20 0 0 0| 0 5 0 0 2400 117.000 0.30 49.05 0 0 0| 0 0 0 0 2600 79.500 0.23 48.00 0 0 0| 0 9 0 0 2800 41.000 0.13 48.53 0 0 0| 0 4 0 0 3200 Total 0 0 0| 0 21 0 0 Total Calls 0 0 5| 0 1,506 0 0 | Equity Options 21:51 Business Day Thu 9 Sep 2010 Previous Business Day Wed 8 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 54.81 Underlying Price 2038.000 Time to expiry: 8 Days Sep 10 CAB 0.00 57.60 0 0 0| 0 0 0 0 1600 1.000 -0.02 56.47 0 0 0| 0 5 0 0 1700 2.500 -0.04 55.78 0 0 0| 0 0 0 0 1750 7.000 5.500 -0.07 55.34 7.000 7.000 0 0 100| 0 116 0 0 1800 11.000 -0.12 55.03 0 0 0| 0 3 0 0 1850 26.000 19.500 -0.19 54.59 26.000 26.000 0 0 5| 0 259 0 0 1900 32.500 -0.29 54.24 0 0 0| 33 233 +33 0 1950 51.500 -0.40 54.61 0 0 0| 0 8 0 0 2000 106.500 -0.62 55.13 0 0 0| 0 1 0 0 2100 181.500 -0.80 55.89 0 0 0| 0 113 0 0 2200 269.500 -0.91 56.72 0 0 0| 0 0 0 0 2300 364.500 -0.96 57.93 0 0 0| 0 404 0 0 2400 462.500 -0.99 56.81 0 0 0| 0 4 0 0 2500 562.000 -1.00 58.19 0 0 0| 0 0 0 0 2600 662.000 -1.00 59.19 0 0 0| 0 0 0 0 2700 762.000 -1.00 62.31 0 0 0| 0 0 0 0 2800 962.000 -1.00 66.17 0 0 0| 0 0 0 0 3000 1162.000 -1.00 69.27 0 0 0| 0 0 0 0 3200 1362.000 -1.00 71.91 0 0 0| 0 74 0 0 3400 1562.000 -1.00 72.68 0 0 0| 0 0 0 0 3600 Total 0 0 105| 33 1,220 +33 0 Indicative a-t-m Vol 52.95 Underlying Price 2038.000 Time to expiry: 99 Days Dec 10 57.500 -0.16 54.53 0 0 0| 0 533 0 0 1600 84.500 -0.22 54.17 0 0 0| 0 2 0 0 1700 120.000 118.500 -0.28 53.92 120.000 120.000 0 0 5| 0 278 0 0 1800 160.500 -0.35 53.70 0 0 0| 0 30 0 0 1900 208.000 -0.42 53.15 0 0 0| 0 34 0 0 2000 324.500 -0.56 52.12 0 0 0| 0 6 0 0 2200 465.000 -0.69 51.21 0 0 0| 0 28 0 0 2400 625.500 -0.79 50.28 0 0 0| 0 10 0 0 2600 803.500 -0.86 50.86 0 0 0| 0 0 0 0 2800 990.500 -0.91 51.59 0 0 0| 0 18 0 0 3000 1182.000 -0.94 52.24 0 0 0| 0 0 0 0 3200 1377.000 -0.96 53.17 0 0 0| 0 0 0 0 3400 1574.000 -0.97 54.72 0 0 0| 0 0 0 0 3600 Total 0 0 5| 0 939 0 0 Indicative a-t-m Vol 52.51 Underlying Price 2038.000 Time to expiry: 190 Days Mar 11 59.500 -0.12 54.15 0 0 0| 0 6 0 0 1400 112.000 -0.21 53.53 0 0 0| 0 11 0 0 1600 149.500 -0.26 53.61 0 0 0| 0 6 0 0 1700 189.500 -0.30 53.05 0 0 0| 0 4 0 0 1800 235.000 -0.36 52.79 0 0 0| 1 3 +1 0 1900 287.500 -0.41 52.67 0 0 0| 0 6 0 0 2000 403.500 -0.51 51.82 0 0 0| 0 1 0 0 2200 Equity Options 21:51 Business Day Thu 9 Sep 2010 Previous Business Day Wed 8 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 | 537.000 -0.61 50.72 0 0 0| 0 7 0 0 2400 685.500 -0.69 49.68 0 0 0| 0 4 0 0 2600 847.500 -0.77 48.68 0 0 0| 0 0 0 0 2800 1209.000 -0.87 49.43 0 0 0| 0 0 0 0 3200 Total 0 0 0| 1 48 +1 0 Total Puts 0 0 110| 34 2,207 +34 0 Grand Total 0 0 115| 7,954 20,785 +34 0 Equity Options 21:51 Business Day Thu 9 Sep 2010 Previous Business Day Wed 8 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 159.450 Time to expiry: 8 Days Sep 10 59.500 1.00 57.19 0 0 0| 0 0 0 0 100 49.500 1.00 58.35 0 0 0| 0 0 0 0 110 39.500 1.00 56.77 0 0 0| 2 2 0 0 120 29.500 1.00 49.49 0 0 0| 0 4,212 0 0 130 24.500 0.99 45.69 0 0 0| 0 148 0 0 135 19.500 0.98 40.03 0 0 0| 0 13,951 0 0 140 14.500 0.97 33.44 0 0 0| 2 1,623 -2 0 145 9.750 0.94 25.90 0 0 0| 3 35,430 -3 0 150 5.250 0.79 23.30 0 0 0| 329 16,459 -45 0 155 1.750 0.47 20.89 0 0 0| 0 26,898 -400 0 160 0.500 0.16 21.22 0 0 0| 0 0 0 0 165 CAB 0.03 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 0| 336 101,248 -450 0 Indicative a-t-m Vol 21.10 Underlying Price 159.450 Time to expiry: 36 Days Oct 10 39.750 0.98 47.42 0 0 0| 0 0 0 0 120 30.000 0.95 40.76 0 0 0| 0 0 0 0 130 20.250 0.91 31.72 0 0 0| 0 40 0 0 140 15.500 0.87 27.30 0 0 0| 0 15 0 0 145 11.000 0.80 24.79 0 0 0| 0 1,920 0 0 150 7.000 0.67 22.42 0 0 0| 5 3,089 0 0 155 3.500 4.000 0.50 21.10 3.500 3.500 0 2,000 2,050| 0 15,302 0 0 160 2.000 0.31 20.17 0 0 0| 0 610 0 0 165 0.750 0.16 19.47 0 0 0| 0 101 0 0 170 0.250 0.06 23.68 0 0 0| 0 0 0 0 180 Total 0 2,000 2,050| 5 21,077 0 0 Indicative a-t-m Vol 21.98 Underlying Price 159.450 Time to expiry: 71 Days Nov 10 30.250 0.94 32.57 0 0 0| 0 0 0 0 130 20.500 0.89 26.14 0 0 0| 0 0 0 0 140 16.500 0.82 26.08 0 0 0| 2 2 +2 0 145 12.500 0.74 24.55 0 0 0| 0 0 0 0 150 8.750 0.64 23.01 0 0 0| 0 147 0 0 155 5.000 5.750 0.51 21.98 5.000 5.000 0 0 4| 5 6,108 +5 0 160 3.250 3.500 0.37 21.04 3.250 3.250 0 0 4| 0 50 0 0 165 2.000 0.25 20.35 0 0 0| 0 250 0 0 170 0.250 0.06 17.34 0 0 0| 0 0 0 0 180 Total 0 0 8| 7 6,557 +7 0 Indicative a-t-m Vol 21.72 Underlying Price 159.450 Time to expiry: 99 Days Dec 10 63.750 1.00 44.98 0 0 0| 0 0 0 0 96 59.750 0.99 43.41 0 0 0| 0 103 0 0 100 40.000 0.97 35.62 0 0 0| 0 66,421 0 0 120 30.250 0.93 31.19 0 0 0| 0 13,776 0 0 130 Equity Options 21:51 Business Day Thu 9 Sep 2010 Previous Business Day Wed 8 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 | 21.250 0.86 27.80 0 0 0| 0 51,242 0 0 140 13.000 0.72 24.42 0 0 0| 114 86,841 -20 0 150 6.250 0.51 21.72 0 0 0| 191 92,472 +191 0 160 2.750 0.28 21.29 0 0 0| 0 11,875 0 0 170 1.000 1.000 0.12 20.54 1.000 1.000 0 0 25| 0 30,430 0 0 180 CAB 0.01 18.58 0 0 0| 0 0 0 0 200 Total 0 0 25| 305 353,160 +171 0 Indicative a-t-m Vol 22.75 Underlying Price 159.450 Time to expiry: 190 Days Mar 11 59.750 0.99 38.38 0 0 0| 0 0 0 0 100 40.250 0.94 32.00 0 0 0| 0 0 0 0 120 31.000 0.89 28.96 0 0 0| 0 0 0 0 130 22.750 0.79 26.97 0 0 0| 0 7,005 0 0 140 15.250 0.66 24.54 0 0 0| 0 308 0 0 150 9.250 0.50 22.75 0 0 0| 20 402 0 0 160 5.250 0.34 21.97 0 0 0| 0 44 0 0 170 2.500 0.21 20.83 0 0 0| 0 200 0 0 180 Total 0 0 0| 20 7,959 0 0 Indicative a-t-m Vol 23.95 Underlying Price 159.450 Time to expiry: 281 Days Jun 11 59.750 0.98 38.27 0 0 0| 0 2 0 0 100 40.500 0.93 30.18 0 0 0| 0 0 0 0 120 31.750 0.86 28.65 0 0 0| 0 1,101 0 0 130 23.500 0.77 26.45 0 0 0| 0 5,440 0 0 140 16.500 0.65 24.75 0 0 0| 0 10,082 0 0 150 11.250 0.51 23.95 0 0 0| 0 3,295 0 0 160 7.000 0.38 22.69 0 0 0| 0 0 0 0 170 4.000 0.26 21.78 0 0 0| 0 0 0 0 180 Total 0 0 0| 0 19,920 0 0 Indicative a-t-m Vol 25.00 Underlying Price 159.450 Time to expiry: 463 Days Dec 11 60.000 0.97 36.77 0 0 0| 0 0 0 0 100 40.750 0.91 29.34 0 0 0| 0 24,000 0 0 120 24.500 0.74 25.57 0 0 0| 0 18,017 0 0 140 13.750 0.52 25.00 0 0 0| 0 13,520 0 0 160 6.500 6.750 0.32 23.56 6.500 6.500 0 0 50| 10 7,010 +10 0 180 Total 0 0 50| 10 62,547 +10 0 Indicative a-t-m Vol 25.58 Underlying Price 159.450 Time to expiry: 645 Days Jun 12 41.250 0.89 29.61 0 0 0| 0 0 0 0 120 26.250 0.71 26.87 0 0 0| 0 0 0 0 140 15.750 0.52 25.58 0 0 0| 0 2,500 0 0 160 8.750 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 159.450 Time to expiry: 834 Days Dec 12 61.500 0.92 42.70 0 0 0| 0 0 0 0 100 41.500 0.88 29.53 0 0 0| 0 0 0 0 120 Equity Options 21:51 Business Day Thu 9 Sep 2010 Previous Business Day Wed 8 Sep 2010 Page 79 Calls | Block | Opening Settle Delta Vola- Daily Trade Bclear Total | Official **Open Change Exer- Exer Trans Price tility High Low Volume Volume*** Volume | Volume Int cises Price | 26.750 0.70 26.57 0 0 0| 0 10,000 0 0 140 16.500 0.52 25.14 0 0 0| 0 0 0 0 160 9.250 0.35 23.51 0 0 0| 0 6,500 0 0 180 Total 0 0 0| 0 16,500 0 0 Total Calls 0 2,000 2,133| 683 591,468 -262 0 | Whitbread Holdings plc STND OPT (WTB) Indicative a-t-m Vol 23.78 Underlying Price 1533.000 Time to expiry: 8 Days Sep 10 533.000 1.00 82.15 0 0 0| 0 0 0 0 1000 433.000 1.00 60.23 0 0 0| 0 0 0 0 1100 333.000 1.00 44.36 0 0 0| 0 0 0 0 1200 233.000 1.00 32.37 0 0 0| 0 0 0 0 1300 183.000 1.00 27.02 0 0 0| 0 0 0 0 1350 133.500 0.99 25.39 0 0 0| 0 304 0 0 1400 85.500 0.93 25.09 0 0 0| 0 304 0 0 1450 42.000 44.000 0.72 25.14 42.000 42.000 0 0 2| 2 28 0 0 1500 15.000 0.39 23.08 0 0 0| 0 24 0 0 1550 4.500 0.15 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| 2 848 0 0 Indicative a-t-m Vol 24.91 Underlying Price 1533.000 Time to expiry: 99 Days Dec 10 534.000 1.00 30.33 0 0 0| 0 0 0 0 1000 337.000 0.97 29.82 0 0 0| 0 0 0 0 1200 244.000 0.90 28.40 0 0 0| 0 0 0 0 1300 160.500 0.77 26.64 0 0 0| 0 12 0 0 1400 93.500 0.59 25.17 0 0 0| 0 5 0 0 1500 48.000 0.38 24.38 0 0 0| 0 5 0 0 1600 20.500 21.500 0.21 23.88 20.500 20.500 0 0 4| 0 0 0 0 1700 9.000 0.11 24.03 0 0 0| 0 7 0 0 1800 Total 0 0 4| 0 29 0 0 Indicative a-t-m Vol 26.43 Underlying Price 1533.000 Time to expiry: 190 Days Mar 11 350.500 0.89 31.30 0 0 0| 0 0 0 0 1200 267.000 0.81 29.54 0 0 0| 0 2 0 0 1300 193.500 0.70 28.21 0 0 0| 0 0 0 0 1400 131.500 0.58 26.79 0 0 0| 0 0 0 0 1500 83.500 0.44 25.70 0 0 0| 1 1 +1 0 1600 29.000 0.20 24.66 0 0 0| 0 0 0 0 1800 Total 0 0 0| 1 3 +1 0 Total Calls 0 0 6| 3 880 +1 0 | Equity Options 21:51 Business Day Thu 9 Sep 2010 Previous Business Day Wed 8 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 159.450 Time to expiry: 8 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 -0.01 37.64 0 0 0| 0 15,417 0 0 140 CAB -0.03 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 2,222 +101 0 155 2.500 -0.53 21.81 0 0 0| 50 721 +50 0 160 6.000 -0.85 20.68 0 0 0| 0 0 0 0 165 10.500 -0.98 20.12 0 0 0| 0 100 0 0 170 20.500 -1.00 20.55 0 0 0| 0 0 0 0 180 Total 0 0 101| 151 77,192 +151 0 Indicative a-t-m Vol 21.24 Underlying Price 159.450 Time to expiry: 36 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 1.000 -0.14 28.83 0 0 0| 171 1,480 +100 0 145 1.500 -0.21 25.33 0 0 0| 0 11,211 0 0 150 2.500 -0.33 22.50 0 0 0| 0 2,550 0 0 155 4.750 4.500 -0.50 21.24 4.750 4.750 0 0 30| 0 250 0 0 160 7.500 -0.69 20.39 0 0 0| 0 0 0 0 165 11.500 -0.83 20.52 0 0 0| 0 0 0 0 170 20.750 -0.96 21.82 0 0 0| 0 0 0 0 180 Total 0 0 30| 171 15,736 +100 0 Indicative a-t-m Vol 21.89 Underlying Price 159.450 Time to expiry: 71 Days Nov 10 0.750 -0.08 31.75 0 0 0| 0 0 0 0 130 1.750 -0.17 28.20 0 0 0| 0 155 0 0 140 2.500 -0.22 25.42 0 0 0| 5 32 +5 0 145 3.750 3.500 -0.32 23.91 4.000 3.750 0 0 160| 0 355 0 0 150 5.500 5.500 -0.43 23.00 5.750 5.500 0 0 155| 50 2,311 0 0 155 7.750 -0.56 21.89 0 0 0| 70 301 0 0 160 10.750 -0.69 20.89 0 0 0| 0 0 0 0 165 14.750 -0.79 21.02 0 0 0| 0 0 0 0 170 23.500 -0.93 20.66 0 0 0| 0 0 0 0 180 Total 0 0 315| 125 3,154 +5 0 Indicative a-t-m Vol 22.21 Underlying Price 159.450 Time to expiry: 99 Days Dec 10 CAB 0.00 34.55 0 0 0| 0 735 0 0 96 CAB 0.00 33.76 0 0 0| 0 29,140 0 0 100 0.500 -0.04 31.58 0 0 0| 0 83,547 0 0 120 1.250 -0.10 29.80 0 0 0| 0 41,144 +2,600 0 130 2.500 -0.19 27.41 0 0 0| 20 39,676 -20 0 140 Equity Options 21:51 Business Day Thu 9 Sep 2010 Previous Business Day Wed 8 Sep 2010 Page 81 Puts | Block | Opening Settle Delta Vola- Daily Trade Bclear Total | Official **Open Change Exer- Exer Trans Price tility High Low Volume Volume*** Volume | Volume Int cises Price | 5.000 4.500 -0.33 23.76 5.000 4.500 0 0 20| 0 35,733 +2,500 0 150 9.000 -0.54 22.21 0 0 0| 0 15,411 0 0 160 15.500 -0.74 21.48 0 0 0| 0 10,000 0 0 170 24.000 -0.88 21.58 0 0 0| 0 101 0 0 180 43.250 -0.97 24.60 0 0 0| 0 0 0 0 200 Total 0 0 20| 20 255,487 +5,080 0 Indicative a-t-m Vol 22.89 Underlying Price 159.450 Time to expiry: 190 Days Mar 11 1.250 -0.05 42.51 0 0 0| 0 10 0 0 100 2.250 -0.11 33.16 0 0 0| 0 89 0 0 120 3.000 -0.16 29.06 0 0 0| 0 36 0 0 130 4.750 4.500 -0.24 26.29 4.750 4.750 0 0 101| 0 2,407 0 0 140 7.500 -0.36 24.32 0 0 0| 0 117 0 0 150 11.750 -0.51 22.89 0 0 0| 20 46 +20 0 160 18.000 -0.66 22.13 0 0 0| 0 0 0 0 170 25.250 -0.80 20.90 0 0 0| 0 24 0 0 180 Total 0 0 101| 20 2,729 +20 0 Indicative a-t-m Vol 23.14 Underlying Price 159.450 Time to expiry: 281 Days Jun 11 2.000 -0.08 38.28 0 0 0| 0 1,710 0 0 100 3.750 -0.15 30.25 0 0 0| 0 1,048 0 0 120 5.750 -0.23 28.38 0 0 0| 0 1,232 0 0 130 7.750 -0.32 25.27 0 0 0| 0 3,834 0 0 140 12.250 -0.44 24.85 0 0 0| 0 29 0 0 150 17.250 -0.56 23.14 0 0 0| 0 3,150 0 0 160 24.000 -0.68 23.32 0 0 0| 0 0 0 0 170 31.500 -0.78 22.40 0 0 0| 0 100 0 0 180 Total 0 0 0| 0 11,103 0 0 Indicative a-t-m Vol 25.48 Underlying Price 159.450 Time to expiry: 463 Days Dec 11 3.750 -0.11 34.82 0 0 0| 0 7,530 0 0 100 7.250 -0.21 30.64 0 0 0| 0 36,520 0 0 120 13.500 -0.36 27.71 0 0 0| 10 20,527 +10 0 140 23.250 -0.54 25.48 0 0 0| 0 3,004 0 0 160 37.000 -0.70 24.60 0 0 0| 0 0 0 0 180 Total 0 0 0| 10 67,581 +10 0 Indicative a-t-m Vol 24.92 Underlying Price 159.450 Time to expiry: 645 Days Jun 12 9.750 -0.25 28.50 0 0 0| 0 0 0 0 120 17.000 -0.40 26.12 0 0 0| 0 0 0 0 140 28.250 -0.56 24.92 0 0 0| 0 0 0 0 160 41.750 -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 159.450 Time to expiry: 834 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 20.750 -0.40 26.50 0 0 0| 0 9,500 0 0 140 31.750 -0.55 25.21 0 0 0| 0 0 0 0 160 Equity Options 21:51 Business Day Thu 9 Sep 2010 Previous Business Day Wed 8 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 | 46.250 -0.67 25.07 0 0 0| 0 0 0 0 180 Total 0 0 0| 0 12,000 0 0 Total Puts 0 0 567| 497 444,982 +5,366 0 Grand Total 0 2,000 2,700| 14,140 1,064,386 +5,104 0 Whitbread Holdings plc STND OPT (WTB) Indicative a-t-m Vol 23.78 Underlying Price 1533.000 Time to expiry: 8 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 CAB 0.00 29.64 0 0 0| 0 3 0 0 1350 0.500 -0.01 26.11 0 0 0| 0 8 0 0 1400 2.500 -0.08 26.25 0 0 0| 0 5 0 0 1450 11.500 -0.29 25.78 0 0 0| 0 14 0 0 1500 31.500 -0.61 22.76 0 0 0| 0 0 0 0 1550 71.500 -0.85 26.07 0 0 0| 0 7 0 0 1600 167.000 -1.00 25.95 0 0 0| 0 0 0 0 1700 267.000 -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 25.14 Underlying Price 1533.000 Time to expiry: 99 Days Dec 10 0.500 0.00 32.46 0 0 0| 0 20 0 0 1000 6.500 -0.06 30.86 0 0 0| 0 10 0 0 1200 16.500 -0.13 29.20 0 0 0| 0 3 0 0 1300 33.500 -0.25 26.77 0 0 0| 0 14 0 0 1400 68.500 -0.42 25.48 0 0 0| 0 17 0 0 1500 122.500 -0.62 24.46 0 0 0| 0 16 0 0 1600 196.000 -0.79 23.76 0 0 0| 0 0 0 0 1700 284.000 -0.90 24.08 0 0 0| 0 0 0 0 1800 Total 0 0 0| 0 80 0 0 Indicative a-t-m Vol 26.39 Underlying Price 1533.000 Time to expiry: 190 Days Mar 11 22.500 -0.12 31.48 0 0 0| 4 5 +4 0 1200 39.500 -0.19 29.79 0 0 0| 0 1 0 0 1300 71.000 64.500 -0.30 28.04 71.000 71.000 0 0 1| 0 2 0 0 1400 102.500 -0.42 26.68 0 0 0| 0 3 0 0 1500 155.500 -0.56 25.80 0 0 0| 0 0 0 0 1600 300.500 -0.80 24.70 0 0 0| 0 0 0 0 1800 Total 0 0 1| 4 11 +4 0 Total Puts 0 0 1| 4 457 +4 0 Grand Total 0 2,000 2,707| 18,827 1,075,811 +5,109 0 Equity Options 21:51 Business Day Thu 9 Sep 2010 Previous Business Day Wed 8 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 28.98 Underlying Price 180.200 Time to expiry: 8 Days Sep 10 40.250 1.00 28.95 0 0 0| 0 0 0 0 140 30.250 1.00 25.78 0 0 0| 0 0 0 0 150 25.250 1.00 25.20 0 0 0| 0 0 0 0 155 20.250 1.00 23.72 0 0 0| 0 0 0 0 160 15.250 0.99 23.78 0 0 0| 0 0 0 0 165 10.500 0.94 24.73 0 0 0| 0 0 0 0 170 6.250 0.77 26.51 0 0 0| 0 0 0 0 175 3.250 0.52 28.51 0 0 0| 0 0 0 0 180 1.750 0.30 30.88 0 0 0| 0 10 0 0 185 0.750 0.16 32.88 0 0 0| 0 0 0 0 190 0.250 0.03 35.97 0 0 0| 0 5 0 0 200 CAB 0.01 39.07 0 0 0| 0 0 0 0 210 CAB 0.00 41.13 0 0 0| 0 47 0 0 220 CAB 0.00 40.31 0 0 0| 0 2 0 0 230 CAB 0.00 37.15 0 0 0| 0 0 0 0 240 Total 0 0 0| 0 64 0 0 Indicative a-t-m Vol 28.89 Underlying Price 180.200 Time to expiry: 99 Days Dec 10 40.750 0.96 34.82 0 0 0| 0 0 0 0 140 31.250 0.92 31.06 0 0 0| 0 0 0 0 150 22.750 0.82 30.26 0 0 0| 0 0 0 0 160 15.750 0.68 30.10 0 0 0| 0 0 0 0 170 10.000 0.52 28.93 0 0 0| 0 0 0 0 180 6.000 0.36 28.46 0 0 0| 0 15 0 0 190 3.250 0.23 27.85 0 0 0| 0 0 0 0 200 1.750 0.14 27.77 0 0 0| 0 0 0 0 210 1.000 0.08 28.08 0 0 0| 0 2 0 0 220 0.500 0.05 28.85 0 0 0| 0 3 0 0 230 0.250 0.03 30.12 0 0 0| 0 15 0 0 240 Total 0 0 0| 0 35 0 0 Indicative a-t-m Vol 29.75 Underlying Price 180.200 Time to expiry: 190 Days Mar 11 41.750 0.91 32.93 0 0 0| 0 0 0 0 140 33.500 0.82 32.40 0 0 0| 0 0 0 0 150 26.250 0.73 31.87 0 0 0| 0 0 0 0 160 19.750 0.63 30.56 0 0 0| 0 0 0 0 170 14.500 0.53 29.78 0 0 0| 0 7 0 0 180 10.500 0.42 29.51 0 0 0| 0 0 0 0 190 7.250 0.33 28.91 0 0 0| 3 39 +3 0 200 3.000 0.17 27.52 0 0 0| 0 0 0 0 220 Total 0 0 0| 3 46 +3 0 Total Calls 0 0 0| 3 145 +3 0 | Equity Options 21:51 Business Day Thu 9 Sep 2010 Previous Business Day Wed 8 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 25.20 Underlying Price 180.200 Time to expiry: 8 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 -0.01 23.99 0 0 0| 0 0 0 0 165 0.250 -0.07 25.11 0 0 0| 0 0 0 0 170 0.750 -0.22 24.42 0 0 0| 0 55 0 0 175 2.750 -0.48 24.85 0 0 0| 0 195 0 0 180 6.000 -0.73 26.59 0 0 0| 0 0 0 0 185 11.000 10.250 -0.89 27.13 11.000 11.000 0 0 15| 0 119 0 0 190 19.750 -0.99 29.70 0 0 0| 0 0 0 0 200 29.750 -1.00 33.50 0 0 0| 0 0 0 0 210 39.750 -1.00 35.96 0 0 0| 0 0 0 0 220 49.750 -1.00 34.58 0 0 0| 0 0 0 0 230 59.750 -1.00 34.58 0 0 0| 0 0 0 0 240 Total 0 0 15| 0 382 0 0 Indicative a-t-m Vol 28.48 Underlying Price 180.200 Time to expiry: 99 Days Dec 10 1.000 -0.07 33.12 0 0 0| 0 9 0 0 140 2.000 -0.13 31.43 0 0 0| 0 0 0 0 150 4.250 -0.23 30.75 0 0 0| 0 35 0 0 160 7.250 -0.36 29.70 0 0 0| 0 24 0 0 170 11.750 -0.50 28.49 0 0 0| 0 30 0 0 180 18.000 -0.65 28.33 0 0 0| 0 5 0 0 190 25.250 -0.78 27.08 0 0 0| 0 1 0 0 200 33.750 -0.88 26.52 0 0 0| 0 0 0 0 210 43.000 -0.93 26.57 0 0 0| 0 0 0 0 220 52.500 -0.98 24.35 0 0 0| 0 0 0 0 230 62.250 -0.99 23.71 0 0 0| 0 0 0 0 240 Total 0 0 0| 0 104 0 0 Indicative a-t-m Vol 30.18 Underlying Price 180.200 Time to expiry: 190 Days Mar 11 3.250 -0.13 33.41 0 0 0| 0 0 0 0 140 5.000 -0.20 32.29 0 0 0| 0 0 0 0 150 8.250 -0.28 32.00 0 0 0| 0 7 0 0 160 11.750 -0.37 30.83 0 0 0| 0 2 0 0 170 16.500 -0.48 30.26 0 0 0| 0 0 0 0 180 22.250 -0.58 29.51 0 0 0| 0 0 0 0 190 29.000 -0.68 28.91 0 0 0| 0 0 0 0 200 45.000 -0.83 28.14 0 0 0| 0 0 0 0 220 Total 0 0 0| 0 9 0 0 Total Puts 0 0 15| 0 495 0 0 Grand Total 0 0 15| 6,123 13,832 +3 0 Equity Options 21:51 Business Day Thu 9 Sep 2010 Previous Business Day Wed 8 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 1372.000 Time to expiry: 8 Days Sep 10 372.000 1.00 55.95 0 0 0| 0 0 0 0 1000 272.000 1.00 47.67 0 0 0| 0 0 0 0 1100 222.500 1.00 44.23 0 0 0| 0 0 0 0 1150 172.500 0.98 40.78 0 0 0| 0 0 0 0 1200 124.500 0.94 38.59 0 0 0| 0 0 0 0 1250 80.500 0.82 38.30 0 0 0| 0 0 0 0 1300 45.000 0.62 38.30 0 0 0| 0 0 0 0 1350 21.000 0.38 38.30 0 0 0| 0 1 0 0 1400 9.500 0.20 39.98 0 0 0| 0 10 0 0 1450 3.000 0.08 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 38.84 Underlying Price 1372.000 Time to expiry: 99 Days Dec 10 379.500 0.96 37.98 0 0 0| 0 0 0 0 1000 292.000 0.88 39.42 0 0 0| 0 0 0 0 1100 215.500 0.78 39.69 0 0 0| 0 0 0 0 1200 151.000 0.65 39.32 0 0 0| 0 0 0 0 1300 99.500 0.50 38.65 0 0 0| 0 26 0 0 1400 62.500 0.37 38.12 0 0 0| 0 0 0 0 1500 36.000 0.25 37.24 0 0 0| 0 0 0 0 1600 20.500 0.16 36.92 0 0 0| 0 3 0 0 1700 11.000 0.09 36.74 0 0 0| 0 1 0 0 1800 3.500 0.03 37.55 0 0 0| 0 1 0 0 2000 Total 0 0 0| 0 31 0 0 Indicative a-t-m Vol 38.65 Underlying Price 1372.000 Time to expiry: 190 Days Mar 11 397.000 0.90 39.03 0 0 0| 0 0 0 0 1000 310.500 0.84 35.91 0 0 0| 0 0 0 0 1100 242.500 0.74 36.80 0 0 0| 0 0 0 0 1200 187.500 0.64 38.00 0 0 0| 0 0 0 0 1300 144.000 0.53 38.91 0 0 0| 0 0 0 0 1400 106.500 0.44 38.78 0 0 0| 0 0 0 0 1500 75.500 0.34 38.24 0 0 0| 0 1 0 0 1600 52.000 0.26 37.72 0 0 0| 0 0 0 0 1700 36.000 0.20 37.53 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 21:51 Business Day Thu 9 Sep 2010 Previous Business Day Wed 8 Sep 2010 Page 86 Puts | Block | Opening Settle Delta Vola- Daily Trade Bclear Total | Official **Open Change Exer- Exer Trans Price tility High Low Volume Volume*** Volume | Volume Int cises Price | Wolseley plc STND OPT (WSY) Indicative a-t-m Vol 41.08 Underlying Price 1372.000 Time to expiry: 8 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 CAB 0.00 43.20 0 0 0| 0 0 0 0 1150 0.500 -0.02 42.12 0 0 0| 0 250 0 0 1200 2.500 -0.07 40.90 0 0 0| 0 0 0 0 1250 9.500 -0.19 41.07 0 0 0| 0 11 0 0 1300 25.000 -0.39 40.76 0 0 0| 0 4 0 0 1350 51.500 -0.61 41.49 0 0 0| 0 252 0 0 1400 88.500 -0.79 41.95 0 0 0| 0 20 0 0 1450 132.000 -0.90 43.10 0 0 0| 0 0 0 0 1500 179.500 -0.96 44.51 0 0 0| 0 4 0 0 1550 235.500 228.500 -0.98 45.86 235.500 S 235.500 S 0 0 1| 0 3 0 0 1600 278.000 -0.99 47.32 0 0 0| 0 0 0 0 1650 328.000 -1.00 47.32 0 0 0| 0 0 0 0 1700 428.000 -1.00 47.97 0 0 0| 0 0 0 0 1800 628.000 -1.00 49.95 0 0 0| 0 0 0 0 2000 Total 0 0 1| 0 546 0 0 Indicative a-t-m Vol 39.31 Underlying Price 1372.000 Time to expiry: 99 Days Dec 10 14.000 -0.08 47.63 0 0 0| 0 0 0 0 1000 26.000 -0.14 44.52 0 0 0| 0 0 0 0 1100 46.000 -0.23 42.09 0 0 0| 0 3 0 0 1200 79.500 -0.36 40.45 0 0 0| 0 28 0 0 1300 125.500 -0.50 38.86 0 0 0| 0 19 0 0 1400 188.500 -0.63 38.37 0 0 0| 0 4 0 0 1500 262.000 -0.75 37.52 0 0 0| 0 0 0 0 1600 346.500 -0.84 37.45 0 0 0| 0 0 0 0 1700 437.500 -0.90 37.73 0 0 0| 0 0 0 0 1800 630.000 -0.97 38.48 0 0 0| 0 0 0 0 2000 Total 0 0 0| 0 54 0 0 Indicative a-t-m Vol 39.82 Underlying Price 1372.000 Time to expiry: 190 Days Mar 11 37.500 -0.13 47.40 0 0 0| 0 0 0 0 1000 55.500 -0.19 44.12 0 0 0| 0 0 0 0 1100 82.000 -0.27 41.95 0 0 0| 0 1 0 0 1200 120.500 -0.37 40.64 0 0 0| 0 0 0 0 1300 169.500 -0.47 39.50 0 0 0| 0 2 0 0 1400 230.000 -0.57 39.03 0 0 0| 0 0 0 0 1500 303.500 299.000 -0.66 38.54 303.500 S 303.500 S 0 0 1| 0 0 0 0 1600 375.500 -0.74 38.08 0 0 0| 0 0 0 0 1700 459.000 -0.81 37.74 0 0 0| 0 0 0 0 1800 Total 0 0 1| 0 3 0 0 Total Puts 0 0 2| 0 603 0 0 Grand Total 0 0 2| 6,300 14,275 0 0 Equity Options 21:51 Business Day Thu 9 Sep 2010 Previous Business Day Wed 8 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 20.24 Underlying Price 692.000 Time to expiry: 8 Days Sep 10 212.000 1.00 54.19 0 0 0| 0 0 0 0 480 172.000 1.00 46.39 0 0 0| 0 5 0 0 520 132.000 1.00 37.46 0 0 0| 0 5 0 0 560 92.000 1.00 30.55 0 0 0| 0 8 0 0 600 72.250 0.99 27.64 0 0 0| 0 0 0 0 620 52.250 0.98 24.91 0 0 0| 0 15 0 0 640 33.250 0.91 23.00 0 0 0| 0 20 0 0 660 16.500 0.71 21.38 0 0 0| 0 513 0 0 680 5.000 0.36 19.48 0 0 0| 0 125 0 0 700 1.000 0.10 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 23.95 Underlying Price 692.000 Time to expiry: 99 Days Dec 10 212.750 0.99 38.89 0 0 0| 0 0 0 0 480 134.750 0.93 31.57 0 0 0| 0 10 0 0 560 98.750 0.85 29.31 0 0 0| 0 20 0 0 600 66.000 0.73 26.54 0 0 0| 0 0 0 0 640 39.000 0.56 24.39 0 0 0| 0 21 0 0 680 20.000 0.38 22.93 0 0 0| 3 21 +3 0 720 8.750 0.21 21.88 0 0 0| 0 68 0 0 760 3.250 0.10 21.31 0 0 0| 0 17 0 0 800 1.250 0.04 21.05 0 0 0| 0 1 0 0 840 Total 0 0 0| 3 158 +3 0 Indicative a-t-m Vol 24.74 Underlying Price 692.000 Time to expiry: 190 Days Mar 11 141.750 0.86 30.40 0 0 0| 0 0 0 0 560 109.000 0.78 28.58 0 0 0| 0 0 0 0 600 79.250 0.69 26.68 0 0 0| 0 6 0 0 640 54.500 0.57 25.18 0 0 0| 0 8 0 0 680 34.500 0.43 23.72 0 0 0| 0 0 0 0 720 20.250 0.30 22.75 0 0 0| 0 5 0 0 760 11.000 0.20 21.96 0 0 0| 0 0 0 0 800 Total 0 0 0| 0 19 0 0 Total Calls 0 0 0| 3 1,304 +3 0 | Equity Options 21:51 Business Day Thu 9 Sep 2010 Previous Business Day Wed 8 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 20.68 Underlying Price 692.000 Time to expiry: 8 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 0.00 33.39 0 0 0| 0 506 0 0 600 CAB -0.01 28.30 0 0 0| 0 0 0 0 620 0.250 -0.02 25.75 0 0 0| 0 68 0 0 640 1.250 -0.10 23.76 0 0 0| 0 511 0 0 660 4.250 -0.29 21.29 0 0 0| 0 533 0 0 680 13.250 -0.63 20.27 0 0 0| 0 11 0 0 700 29.000 -0.89 20.42 0 0 0| 0 18 0 0 720 68.000 -1.00 21.35 0 0 0| 0 0 0 0 760 108.000 -1.00 21.72 0 0 0| 0 0 0 0 800 Total 0 0 0| 0 1,654 0 0 Indicative a-t-m Vol 24.35 Underlying Price 692.000 Time to expiry: 99 Days Dec 10 1.000 -0.02 35.10 0 0 0| 0 58 0 0 480 5.500 -0.09 32.04