21:59 Financial Futures Page 1 Previous Business Day Business Day Mon 30 Aug 2010 Basis/ Block Fri 27 Aug 2010 Opening Daily Lifetime Closing CONNECT* Pairs Trade Bclear Total | Official **Open Trans Settle Change High Low High Low Price Volume Volume Volume Volume*** Volume | Volume Interest Change | Short Term Interest Rate Products | One Month Eonia (futures delivery month = ECB+1) | Sep 10 99.525 0.000 99.525 0 N/A 0 N/A 0 | 0 0 0 Oct 10 99.525 0.000 99.525 0 N/A 0 N/A 0 | 0 0 0 Nov 10 99.525 0.000 99.525 0 N/A 0 N/A 0 | 0 0 0 Dec 10 99.525 0.000 99.525 0 N/A 0 N/A 0 | 0 0 0 Jan 11 99.525 0.000 99.525 0 N/A 0 N/A 0 | 0 0 0 Feb 11 99.525 0.000 99.525 0 N/A 0 N/A 0 | 0 0 0 Mar 11 99.525 0.000 99.525 0 N/A 0 N/A 0 | 0 0 0 Apr 11 99.525 0.000 99.525 0 N/A 0 N/A 0 | 0 0 0 May 11 99.525 0.000 99.525 0 N/A 0 N/A 0 | 0 0 0 Jun 11 99.525 0.000 99.525 0 N/A 0 N/A 0 | 0 0 0 Jul 11 99.525 0.000 99.525 0 N/A 0 N/A 0 | 0 0 0 Aug 11 99.525 0.000 99.525 0 N/A 0 N/A 0 | 0 0 0 0 N/A 0 N/A 0 | 0 0 0 Three Month EONIA | Sep 10 99.485 +0.005 99.550 98.640S 99.485 0 N/A 0 N/A 0 | 1,052 2,771 +152 Oct 10 99.485 +0.005 99.485 0 N/A 0 N/A 0 | 0 0 0 Nov 10 99.485 +0.005 99.485 0 N/A 0 N/A 0 | 0 0 0 Dec 10 99.410 +0.010 99.475 98.595 99.410 0 N/A 0 N/A 0 | 120 1,508 -8 Jan 11 99.410 +0.010 99.410 0 N/A 0 N/A 0 | 0 0 0 Feb 11 99.390 +0.010 99.390 0 N/A 0 N/A 0 | 0 0 0 Mar 11 99.340 +0.025 99.415 98.910 99.340 0 N/A 0 N/A 0 | 65 1,375 -21 Jun 11 99.295 +0.040 99.270 99.020 99.295 0 N/A 0 N/A 0 | 0 489 0 0 N/A 0 N/A 0 | 1,237 6,143 +123 21:59 Financial Futures Page 2 Previous Business Day Business Day Mon 30 Aug 2010 Basis/ Block Fri 27 Aug 2010 Opening Daily Lifetime Closing CONNECT* Pairs Trade Bclear Total | Official **Open Trans Settle Change High Low High Low Price Volume Volume Volume Volume*** Volume | Volume Interest Change Three Month Euribor | Sep 10 99.110 99.115 0.000 99.120 99.110 99.205 94.765 99.115 19,582 15,000 12,000 N/A 46,582 | 54,571 590,632 -2,585 Oct 10 99.090 0.000 99.130 98.950 99.090 0 N/A 0 N/A 0 | 46 1,546 +7 Nov 10 99.085 0.000 99.115 99.035S 99.085 0 N/A 0 N/A 0 | 0 101 0 Dec 10 99.050 99.070 +0.010 99.075 99.050 99.140 94.785 99.075 40,548 N/A 0 N/A 40,548 | 72,540 601,708 -755 Jan 11 99.060 +0.010 98.885 98.885 99.065 0 N/A 0 N/A 0 | 0 0 0 Feb 11 99.060 +0.010 99.065 0 N/A 0 N/A 0 | 0 0 0 Mar 11 99.010 99.030 +0.020 99.035 99.010 99.090 94.865 99.035 42,258 N/A 0 N/A 42,258 | 73,928 589,798 -2,718 Jun 11 98.950 98.995 +0.035 99.000 98.950 99.015S 94.920 99.000 47,516 N/A 0 N/A 47,516 | 85,376 484,976 +6,758 Sep 11 98.910 98.960 +0.050 98.965 98.905S 98.965 94.995S 98.960 45,818 N/A 0 N/A 45,818 | 63,149 404,873 -2,489 Dec 11 98.815 98.880 +0.060 98.890 98.815 98.890 95.050S 98.880 48,159 N/A 0 N/A 48,159 | 60,546 310,488 +9,751 Mar 12 98.755 98.815 +0.065 98.825 98.730S 99.320 95.115S 98.815 31,727 N/A 0 N/A 31,727 | 44,827 210,100 +2,236 Jun 12 98.675 98.735 +0.070 98.745 98.655S 98.745 95.145S 98.735 37,503 N/A 0 N/A 37,503 | 42,830 193,482 +1,865 Sep 12 98.585 98.650 +0.075 98.660 98.580 98.660 95.620S 98.650 26,937 N/A 0 N/A 26,937 | 17,533 113,178 +2,147 Dec 12 98.480 98.535 +0.075 98.555 98.465 98.555 95.730 98.530 12,489 N/A 0 N/A 12,489 | 12,381 72,871 +740 Mar 13 98.385 98.440 +0.070 98.470 98.375S 98.470 95.730 98.435 12,337 N/A 0 N/A 12,337 | 7,906 49,734 -526 Jun 13 98.265 98.320 +0.060 98.365 98.265 98.365 95.875 98.315 11,501 N/A 0 N/A 11,501 | 9,140 26,152 +627 Sep 13 98.165 98.205 +0.055 98.255 98.165S 98.255 95.330 98.200 685 N/A 0 N/A 685 | 1,309 11,905 0 Dec 13 98.055 98.085 +0.055 98.135 98.055 98.135 95.900 98.075 442 N/A 0 N/A 442 | 843 5,328 -156 Mar 14 97.980 97.995 +0.055 98.035 97.980S 98.035 95.845 97.990 8 N/A 0 N/A 8 | 140 4,551 +50 Jun 14 97.875 97.890 +0.055 97.915 97.875S 97.920 96.010S 97.885 53 N/A 0 N/A 53 | 120 3,006 +45 Sep 14 97.790 +0.055 97.745 95.945 97.785 0 N/A 0 N/A 0 | 0 690 0 Dec 14 97.675 +0.050 97.365 96.020 97.675 0 N/A 0 N/A 0 | 0 781 0 Mar 15 97.600 +0.060 97.400 96.195 97.590 0 N/A 0 N/A 0 | 0 536 0 Jun 15 97.530 +0.070 97.310 96.630 97.510 0 N/A 0 N/A 0 | 0 183 0 Sep 15 97.520 +0.070 97.500 0 N/A 0 N/A 0 | 0 0 0 Dec 15 97.525 +0.070 97.505 0 N/A 0 N/A 0 | 0 0 0 Mar 16 97.525 +0.070 97.505 0 N/A 0 N/A 0 | 0 0 0 Jun 16 97.525 +0.070 97.505 0 N/A 0 N/A 0 | 0 0 0 377,563 15,000 12,000 N/A 404,563 | 547,185 3,676,619 +14,997 21:59 Financial Futures Page 3 Previous Business Day Business Day Mon 30 Aug 2010 Basis/ Block Fri 27 Aug 2010 Opening Daily Lifetime Closing CONNECT* Pairs Trade Bclear Total | Official **Open Trans Settle Change High Low High Low Price Volume Volume Volume Volume*** Volume | Volume Interest Change Three Month Eurodollar | Sep 10 99.690 +0.010 99.675 97.620 99.690 0 N/A 0 N/A 0 | 0 273 0 Dec 10 99.595 +0.035 99.580 94.605 99.595 0 N/A 0 N/A 0 | 0 922 0 Mar 11 99.540 +0.030 99.470 98.000 99.540 0 N/A 0 N/A 0 | 0 112 0 Jun 11 99.450 +0.030 99.420 96.665 99.450 0 N/A 0 N/A 0 | 0 118 0 Sep 11 99.330 +0.080 99.280 97.085 99.330 0 N/A 0 N/A 0 | 1 106 0 Dec 11 99.165 +0.075 99.180 97.195 99.165 0 N/A 0 N/A 0 | 1 99 +1 Mar 12 98.990 +0.030 98.990 0 N/A 0 N/A 0 | 0 0 0 Jun 12 98.800 +0.020 98.800 0 N/A 0 N/A 0 | 0 0 0 Sep 12 98.625 +0.025 98.625 0 N/A 0 N/A 0 | 0 0 0 Dec 12 98.435 +0.015 98.435 0 N/A 0 N/A 0 | 0 0 0 Mar 13 98.270 0.000 98.270 0 N/A 0 N/A 0 | 0 0 0 Jun 13 98.090 -0.010 98.090 0 N/A 0 N/A 0 | 0 0 0 Sep 13 97.910 -0.030 97.910 0 N/A 0 N/A 0 | 0 0 0 Dec 13 97.720 -0.040 97.720 0 N/A 0 N/A 0 | 0 0 0 Mar 14 97.550 -0.050 97.550 0 N/A 0 N/A 0 | 0 0 0 Jun 14 97.375 -0.075 97.375 0 N/A 0 N/A 0 | 0 0 0 Sep 14 97.215 -0.075 97.215 0 N/A 0 N/A 0 | 0 0 0 Dec 14 97.045 -0.085 97.045 0 N/A 0 N/A 0 | 0 0 0 Mar 15 96.915 -0.085 96.915 0 N/A 0 N/A 0 | 0 0 0 0 N/A 0 N/A 0 | 2 1,630 +1 Three Month Sterling | Sep 10 99.270 0.000 99.300 93.490S 99.270 0 N/A 0 N/A 0 | 5,669 326,216 +1,294 Oct 10 99.270 0.000 99.270 0 N/A 0 N/A 0 | 0 0 0 Nov 10 99.250 0.000 99.250 0 N/A 0 N/A 0 | 0 0 0 Dec 10 99.200 0.000 99.260 93.540S 99.200 0 N/A 0 N/A 0 | 26,023 364,604 -1,047 Mar 11 99.150 0.000 99.210 93.650S 99.150 0 N/A 0 N/A 0 | 35,857 306,804 +9,607 Jun 11 99.080 0.000 99.130 93.775S 99.080 0 N/A 0 N/A 0 | 31,497 313,148 +3,046 Sep 11 98.970 0.000 99.030 93.990S 98.970 0 N/A 0 N/A 0 | 37,833 360,417 +2,103 Dec 11 98.810 0.000 98.890S 94.280S 98.810 0 N/A 0 N/A 0 | 36,602 401,868 +7,679 Mar 12 98.640 0.000 98.730 95.060 98.640 0 N/A 0 N/A 0 | 23,639 197,980 +2,649 Jun 12 98.460 0.000 98.570 94.970 98.460 0 N/A 0 N/A 0 | 12,878 139,313 +1,202 Sep 12 98.280 0.000 98.390 94.940 98.280 0 N/A 0 N/A 0 | 4,745 67,614 -681 Dec 12 98.080 0.000 98.200 94.705 98.080 0 N/A 0 N/A 0 | 2,416 41,334 -247 Mar 13 97.920 0.000 98.040 95.030 97.920 0 N/A 0 N/A 0 | 2,322 44,469 +413 Jun 13 97.750 0.000 97.880 95.430S 97.750 0 N/A 0 N/A 0 | 1,465 18,354 +52 Sep 13 97.600 0.000 97.730S 95.360S 97.600 0 N/A 0 N/A 0 | 150 6,187 -40 Dec 13 97.440 0.000 97.530S 96.000 97.440 0 N/A 0 N/A 0 | 61 3,820 +50 Mar 14 97.300 0.000 97.380S 96.850S 97.300 0 N/A 0 N/A 0 | 65 182 +65 Jun 14 97.170 0.000 97.170 0 N/A 0 N/A 0 | 0 0 0 Sep 14 97.080 0.000 97.080 0 N/A 0 N/A 0 | 0 0 0 Dec 14 97.000 0.000 97.000 0 N/A 0 N/A 0 | 0 0 0 Mar 15 97.460 0.000 97.460 0 N/A 0 N/A 0 | 0 0 0 Jun 15 97.460 0.000 97.460 0 N/A 0 N/A 0 | 0 0 0 Sep 15 97.460 0.000 97.460 0 N/A 0 N/A 0 | 0 0 0 Dec 15 97.460 0.000 97.460 0 N/A 0 N/A 0 | 0 0 0 Mar 16 97.460 0.000 97.460 0 N/A 0 N/A 0 | 0 0 0 Jun 16 97.460 0.000 97.460 0 N/A 0 N/A 0 | 0 0 0 0 N/A 0 N/A 0 | 221,222 2,592,310 +26,145 21:59 Financial Futures Page 4 Previous Business Day Business Day Mon 30 Aug 2010 Basis/ Block Fri 27 Aug 2010 Opening Daily Lifetime Closing CONNECT* Pairs Trade Bclear Total | Official **Open Trans Settle Change High Low High Low Price Volume Volume Volume Volume*** Volume | Volume Interest Change Three Month Euroswiss | Sep 10 99.840 99.830 -0.010 99.840 99.820 99.900 96.350 99.820 2,837 N/A 0 N/A 2,837 | 3,449 71,263 -372 Dec 10 99.790 99.780 -0.020 99.810 99.760 99.870 96.430 99.770 7,834 N/A 0 N/A 7,834 | 3,474 97,988 -201 Mar 11 99.730 99.720 -0.010 99.750 99.700 99.810 98.530S 99.710 3,073 N/A 0 N/A 3,073 | 3,002 78,165 +272 Jun 11 99.640 99.640 -0.020 99.670 99.630 99.730 98.500 99.640 1,377 N/A 0 N/A 1,377 | 3,658 70,280 -368 Sep 11 99.570 99.550 -0.020 99.590 99.540 99.670 98.340S 99.560 1,033 N/A 0 N/A 1,033 | 1,356 44,509 -124 Dec 11 99.480 99.450 -0.020 99.490 99.440 99.570 98.080S 99.460 828 N/A 0 N/A 828 | 1,340 34,538 +161 Mar 12 99.370 99.350 -0.030 99.370 99.350 99.500 97.880S 99.360 68 N/A 0 N/A 68 | 830 8,332 +358 Jun 12 99.270 99.260 -0.030 99.290 99.250 99.400 97.800 99.270 50 N/A 0 N/A 50 | 445 4,560 -188 Sep 12 99.120 99.160 -0.030 99.140 99.120 99.150 97.950 99.170 3 N/A 0 N/A 3 | 0 1,035 0 Dec 12 99.000 -0.030 99.010 0 N/A 0 N/A 0 | 0 0 0 Mar 13 98.830 -0.030 98.840 0 N/A 0 N/A 0 | 0 0 0 Jun 13 98.700 -0.030 98.710 0 N/A 0 N/A 0 | 0 0 0 17,103 N/A 0 N/A 17,103 | 17,554 410,670 -462 Three Month Euroyen (TIBOR) | Sep 10 99.650 0.000 99.340 99.340 99.650 0 N/A 0 N/A 0 | 0 0 N/A Dec 10 99.685 0.000 99.685 0 N/A 0 N/A 0 | 0 0 N/A Mar 11 99.715 0.000 99.715 0 N/A 0 N/A 0 | 0 0 N/A Jun 11 99.725 0.000 99.725 0 N/A 0 N/A 0 | 0 0 N/A Sep 11 99.735 +0.005 99.735 0 N/A 0 N/A 0 | 0 0 N/A Dec 11 99.730 0.000 99.730 0 N/A 0 N/A 0 | 0 0 N/A Mar 12 99.720 +0.005 99.720 0 N/A 0 N/A 0 | 0 0 N/A Jun 12 99.710 +0.005 99.710 0 N/A 0 N/A 0 | 0 0 N/A Sep 12 99.680 +0.005 99.680 0 N/A 0 N/A 0 | 0 0 N/A Dec 12 99.665 +0.005 99.665 0 N/A 0 N/A 0 | 0 0 N/A Mar 13 99.650 +0.005 99.650 0 N/A 0 N/A 0 | 0 0 N/A Jun 13 99.635 +0.005 99.635 0 N/A 0 N/A 0 | 0 0 N/A 0 N/A 0 N/A 0 | 0 0 N/A | Swapnote Products | 2Yr Euro Swapnote | Sep 10 109.325 109.360 +0.065 109.355 109.325 109.365 108.675 109.350 328 0 0 N/A 328 | 211 16,951 -13 Dec 10 109.275 +0.060 109.265 0 0 0 N/A 0 | 0 0 0 328 0 0 N/A 328 | 211 16,951 -13 5Yr Euro Swapnote | Sep 10 120.12 120.34 +0.22 120.39 120.12 120.50 117.42 120.31 42 0 0 N/A 42 | 865 5,463 -55 Dec 10 119.92 +0.22 119.89 0 0 0 N/A 0 | 0 0 0 42 0 0 N/A 42 | 865 5,463 -55 10Yr Euro Swapnote | Sep 10 132.08 132.63 +0.49 132.40 132.08 133.29 125.33 132.63 7 0 0 N/A 7 | 60 1,166 +47 Dec 10 132.11 +0.49 132.11 0 0 0 N/A 0 | 0 0 0 7 0 0 N/A 7 | 60 1,166 +47 2Yr US$ Swapnote | Sep 10 110.580 +0.160 110.580 0 0 0 N/A 0 | 0 0 0 Dec 10 110.380 +0.180 110.380 0 0 0 N/A 0 | 0 0 0 0 0 0 N/A 0 | 0 0 0 21:59 Financial Futures Page 5 Previous Business Day Business Day Mon 30 Aug 2010 Basis/ Block Fri 27 Aug 2010 Opening Daily Lifetime Closing CONNECT* Pairs Trade Bclear Total | Official **Open Trans Settle Change High Low High Low Price Volume Volume Volume Volume*** Volume | Volume Interest Change 5yr US$ Swapnote | Sep 10 121.10 +0.50 121.10 0 0 0 N/A 0 | 0 0 0 Dec 10 120.46 +0.58 120.46 0 0 0 N/A 0 | 0 0 0 0 0 0 N/A 0 | 0 0 0 10yr US$ Swapnote | Sep 10 130.92 +0.72 130.92 0 0 0 N/A 0 | 0 0 0 Dec 10 130.02 +0.78 130.02 0 0 0 N/A 0 | 0 0 0 0 0 0 N/A 0 | 0 0 0 | Bond Products | Long Gilt | Sep 10 125.95 0.00 126.93 113.10 125.95 0 0 0 N/A 0 | 55,083 55,983 -9,172 Dec 10 124.60 0.00 125.56 118.34S 124.60 0 0 0 N/A 0 | 76,309 264,211 +392 Mar 11 129.25 0.00 129.25 0 0 0 N/A 0 | 0 0 0 0 0 0 N/A 0 | 131,392 320,194 -8,780 Medium Gilt Future | Sep 10 117.61 0.00 118.06 114.28 117.61 0 0 0 N/A 0 | 23 2,223 -11 Dec 10 117.77 0.00 118.10S 117.70 117.77 0 0 0 N/A 0 | 101 1,483 +44 Mar 11 117.76 0.00 117.76 0 0 0 N/A 0 | 0 0 0 0 0 0 N/A 0 | 124 3,706 +33 Short Gilt Future | Sep 10 107.74 0.00 108.00 107.16 107.74 0 0 0 N/A 0 | 579 4,840 -249 Dec 10 107.53 0.00 107.59 107.38S 107.53 0 0 0 N/A 0 | 181 3,323 +64 Mar 11 107.58 0.00 107.58 0 0 0 N/A 0 | 0 0 0 0 0 0 N/A 0 | 760 8,163 -185 Japanese Government Bond | Sep 10 142.48 N/A N/A 142.55 142.38 143.24 140.03 142.53 178 0 0 N/A 178 | 250 0 N/A Dec 10 N/A N/A 142.47 0 0 0 N/A 0 | 0 0 N/A 178 0 0 N/A 178 | 250 0 N/A | Equity Products | FTSE 100 Dividend Index | Dec 10 178.500 0.000 199.400 132.000 178.500 0 0 0 0 0 | 0 109,821 0 Dec 11 182.800 0.000 206.800 127.000 182.800 0 0 0 0 0 | 0 98,721 0 Dec 12 183.000 0.000 207.700 128.000 183.000 0 0 0 0 0 | 0 94,529 0 Dec 13 184.000 0.000 210.800 128.500 184.000 0 0 0 0 0 | 500 55,995 -1,000 Dec 14 183.700 0.000 212.100 159.400 183.700 0 0 0 0 0 | 500 39,094 +1,000 Dec 15 184.000 0.000 216.300 163.000 184.000 0 0 0 0 0 | 0 15,750 0 Dec 16 184.500 0.000 215.300 174.900 184.500 0 0 0 0 0 | 0 1,406 0 0 0 0 0 0 | 1,000 415,316 0 FTSE 100 Index | Sep 10 5207.0 0.0 5743.5S 4757.0 5207.0 0 0 0 0 0 | 111,352 650,193 +4,568 Dec 10 5184.5 0.0 5720.0S 4744.0 5184.5 0 0 0 0 0 | 316 9,378 +130 Mar 11 5142.5 0.0 5333.5S 4728.0S 5142.5 0 0 0 0 0 | 0 946 0 Jun 11 5099.0 0.0 5283.5S 4677.5S 5099.0 0 0 0 0 0 | 1 230 0 0 0 0 0 0 | 111,669 660,747 +4,698 21:59 Financial Futures Page 6 Previous Business Day Business Day Mon 30 Aug 2010 Basis/ Block Fri 27 Aug 2010 Opening Daily Lifetime Closing CONNECT* Pairs Trade Bclear Total | Official **Open Trans Settle Change High Low High Low Price Volume Volume Volume Volume*** Volume | Volume Interest Change FTSE 250 Index | Sep 10 9771.5 0.0 10185.0 9170.0 9771.5 0 0 0 0 0 | 2 7,191 0 Dec 10 9771.5 0.0 9771.5 0 0 0 0 0 | 0 0 0 0 0 0 0 0 | 2 7,191 0 FTSE Eurotop 100 Index | Sep 10 2157.5 -0.5 2213.0 2173.5 2157.5 0 0 0 0 0 | 0 120 0 Dec 10 2152.5 -0.5 2152.5 0 0 0 0 0 | 0 0 0 Mar 11 2152.5 -0.5 2152.5 0 0 0 0 0 | 0 0 0 0 0 0 0 0 | 0 120 0 FTSEurofirst 300 | Sep 10 1021.2 0.0 1021.2 0 0 0 0 0 | 0 0 0 Dec 10 1021.2 0.0 1021.2 0 0 0 0 0 | 0 0 0 Mar 11 1021.2 0.0 1021.2 0 0 0 0 0 | 0 0 0 0 0 0 0 0 | 0 0 0 FTSEurofirst 80 | Sep 10 3388.000 -17.500 3388.000 0 0 0 0 0 | 0 0 0 Dec 10 3369.500 -17.500 3369.500 0 0 0 0 0 | 0 0 0 Mar 11 3369.500 -17.500 3369.500 0 0 0 0 0 | 0 0 0 0 0 0 0 0 | 0 0 0 FTSEurofirst 100 | Sep 10 3156.000 -15.000 3156.000 0 0 0 0 0 | 0 0 0 Dec 10 3142.000 -15.000 3142.000 0 0 0 0 0 | 0 0 0 Mar 11 3132.000 -15.000 3132.000 0 0 0 0 0 | 0 0 0 0 0 0 0 0 | 0 0 0 MSCI Euro Index | Sep 10 793.5 -1.0 793.5 0 0 0 0 0 | 0 0 0 Dec 10 791.6 -1.0 791.6 0 0 0 0 0 | 0 0 0 Mar 11 822.4 -1.0 822.4 0 0 0 0 0 | 0 0 0 0 0 0 0 0 | 0 0 0 MSCI Pan-Euro Index | Sep 10 834.1 836.1 -1.0 834.1 834.1 874.2 778.6 836.1 29 0 0 0 29 | 31 8,912 +7 Dec 10 829.5 -1.0 829.5 0 0 0 0 0 | 0 0 0 Mar 11 829.5 -1.0 829.5 0 0 0 0 0 | 0 0 0 29 0 0 0 29 | 31 8,912 +7 Exchange Delivery Settlement Prices Long Gilt Sep 10 125.95 Medium Gilt Future Sep 10 117.61 Short Gilt Future Sep 10 107.74 EDSP (in respect of previous day's positions) Japanese Government Bond Sep 10 142.40 Dec 10 142.17