Volume Summary 15:57 Page 1 Business Day Thu 24 Dec 2009 | Previous Business Day Basis/ | Wed 23 Dec 2009 CONNECT* AA/Pairs Block Trd Bclear EFS Total | Official **Open Volume Volume Volume Volume*** Volume Volume | Volume Interest Change | | | Total Short Term Interest Rate Futures 172,672 N/A 5,880 N/A N/A 178,552 | 954,364 5,945,423 +31,765 Total Short Term Interest Rate Options 17,567 N/A 53,000 N/A N/A 70,567 | 195,438 18,697,959 +67,593 Total Short Term Interest Rate Products 190,239 N/A 58,880 N/A N/A 249,119 | 1,149,802 24,643,382 +99,358 Total Swapnote Futures 0 0 0 N/A N/A 0 | 1,103 19,810 +604 Total Swapnote Options 0 0 0 N/A N/A 0 | 0 0 0 Total Swapnote Products 0 0 0 N/A N/A 0 | 1,103 19,810 +604 Total Bond Futures 6,414 0 0 N/A N/A 6,414 | 50,313 236,733 +3,273 Total Bond Options 0 N/A 0 N/A N/A 0 | 0 3,210 -7,661 Total Bond Products 6,414 0 0 N/A N/A 6,414 | 50,313 239,943 -4,388 Total Index Futures 9,726 0 0 470 N/A 10,196 | 46,073 925,522 +1,016 Total Index Options 10,876 N/A 0 5,000 N/A 15,876 | 23,663 4,958,751 +13,108 Total Individual Equity Options 2,269 0 0 0 N/A 2,269 | 7,975 2,186,453 +5,164 Total Universal Stock Futures 15 0 0 0 N/A 15 | 70,845 2,251,148 +775 Total Equity Products 22,886 0 0 5,470 N/A 28,356 | 148,556 10,321,874 +20,063 Total Commodity Futures 9,338 417 N/A N/A 0 9,755 | 18,656 345,015 +3,081 Total Commodity Options 543 N/A 0 N/A N/A 543 | 2,471 165,956 -451 Total Commodity Products 9,881 417 0 N/A 0 10,298 | 21,127 510,971 +2,630 | TOTAL EXCHANGE(excl. other Bclear Products+) 229,420 417 58,880 5,470 0 294,187 | 1,370,901 35,735,980 +118,267 | Short Term Interest Rate Products | | Short Term Interest Rate Futures | One Month Eonia (futures delivery month = ECB+1) 0 N/A 0 N/A N/A 0 | 0 0 0 Three Month EONIA 0 N/A 0 N/A N/A 0 | 8 3,683 +7 Three Month Euribor 91,798 N/A 5,880 N/A N/A 97,678 | 501,805 3,556,372 +46,185 Three Month Eurodollar 0 N/A 0 N/A N/A 0 | 0 3,654 0 Three Month Sterling 80,064 N/A 0 N/A N/A 80,064 | 446,907 2,170,632 -13,997 Three Month Euroswiss 810 N/A 0 N/A N/A 810 | 5,644 211,082 -430 Three Month Euroyen (TIBOR) 0 N/A 0 N/A N/A 0 | 0 0 N/A | Short Term Interest Rate Options | Three Month Euribor 7,106 N/A 26,000 N/A N/A 33,106 | 158,208 10,796,707 +45,056 Three Month Euribor Mid-Curve 751 N/A 0 N/A N/A 751 | 9,925 2,071,353 +8,625 THREE MONTH EURO (EURIBOR) 2 YEAR MID-CURVE 0 N/A 0 N/A N/A 0 | 0 2,300 0 Three Month Eurodollar 0 N/A 0 N/A N/A 0 | 0 0 0 Three Month Eurodollar Mid-Curve 0 N/A 0 N/A N/A 0 | 0 0 0 Three Month Sterling 9,710 N/A 0 N/A N/A 9,710 | 24,208 4,536,089 +11,525 THREE MONTH STERLING 2 YEAR MID-CURVE 0 N/A 0 N/A N/A 0 | 0 3,250 0 Three Month Sterling Mid-Curve 0 N/A 27,000 N/A N/A 27,000 | 3,097 1,288,260 +2,387 Three Month Euroswiss 0 N/A 0 N/A N/A 0 | 0 0 0 Volume Summary 15:57 Page 2 Business Day Thu 24 Dec 2009 | Previous Business Day Basis/ | Wed 23 Dec 2009 CONNECT* AA/Pairs Block Trd Bclear EFS Total | Official **Open Volume Volume Volume Volume*** Volume Volume | Volume Interest Change | | Swapnote Products | | Swapnote Futures | 2Yr Euro Swapnote 0 0 0 N/A N/A 0 | 134 10,949 +19 5Yr Euro Swapnote 0 0 0 N/A N/A 0 | 771 7,089 +626 10Yr Euro Swapnote 0 0 0 N/A N/A 0 | 198 1,772 -41 2Yr US$ Swapnote 0 0 0 N/A N/A 0 | 0 0 0 5yr US$ Swapnote 0 0 0 N/A N/A 0 | 0 0 0 10yr US$ Swapnote 0 0 0 N/A N/A 0 | 0 0 0 | Swapnote Options | 2Yr Euro Swapnote 0 0 0 N/A N/A 0 | 0 0 0 5Yr Euro Swapnote 0 0 0 N/A N/A 0 | 0 0 0 10Yr Euro Swapnote 0 0 0 N/A N/A 0 | 0 0 0 | Bond Products | | Bond Futures | Long Gilt 6,404 0 0 N/A N/A 6,404 | 49,559 231,331 +3,405 Medium Gilt Future 0 0 0 N/A N/A 0 | 98 1,742 -11 Short Gilt Future 0 0 0 N/A N/A 0 | 615 3,660 -121 Japanese Government Bond 10 0 0 N/A N/A 10 | 41 0 N/A | Bond Options | Long Gilt 0 N/A 0 N/A N/A 0 | 0 3,210 -7,661 | Equity Products | | Index Futures | FTSE 100 Dividend Index 0 0 0 0 N/A 0 | 0 284,656 0 FTSE 100 Index 9,704 0 0 470 N/A 10,174 | 45,773 626,313 +1,052 FTSE 250 Index 0 0 0 0 N/A 0 | 5 5,918 +1 FTSE Eurotop 100 Index 0 0 0 0 N/A 0 | 0 175 0 FTSEurofirst 300 0 0 0 0 N/A 0 | 0 0 0 FTSEurofirst 80 0 0 0 0 N/A 0 | 0 0 0 FTSEurofirst 100 0 0 0 0 N/A 0 | 0 0 0 MSCI Euro Index 0 0 0 0 N/A 0 | 0 0 0 MSCI Pan-Euro Index 22 0 0 0 N/A 22 | 295 8,460 -37 Volume Summary 15:57 Page 3 Business Day Thu 24 Dec 2009 | Previous Business Day Basis/ | Wed 23 Dec 2009 CONNECT* AA/Pairs Block Trd Bclear EFS Total | Official **Open Volume Volume Volume Volume*** Volume Volume | Volume Interest Change | | Index Options | FTSE 100 Index (European) STND OPT 10,876 N/A 0 5,000 N/A 15,876 | 23,663 3,032,192 +13,608 FTSE 100 Index Flex (European)**** 0 N/A 0 0 N/A 0 | 0 1,926,559 -500 | Individual Equity Options | 3i Group Plc - STND OPT 0 0 0 0 N/A 0 | 4 1,419 +4 Anglo American plc 44 0 0 0 N/A 44 | 129 25,930 +45 Antofagasta PLC - STND OPT 1 0 0 0 N/A 1 | 0 934 0 ARM Holdings plc - STND OPT 0 0 0 0 N/A 0 | 5 1,176 -5 Associated British Foods PLC - STND OPT 0 0 0 0 N/A 0 | 0 124 0 AstraZeneca plc - STND OPT 88 0 0 0 N/A 88 | 141 15,785 +61 Aviva Plc - STND OPT 23 0 0 0 N/A 23 | 492 9,417 +330 BAE Systems plc - STND OPT 23 0 0 0 N/A 23 | 23 11,036 +23 Barclays plc - STND OPT 88 0 0 0 N/A 88 | 825 329,229 +1,111 BG Group plc - STND OPT 24 0 0 0 N/A 24 | 78 24,916 +67 BHP Billiton plc - STND OPT 40 0 0 0 N/A 40 | 233 25,472 +56 BP plc - STND OPT 176 0 0 0 N/A 176 | 538 126,110 +205 British Airways plc - STND OPT 0 0 0 0 N/A 0 | 45 19,524 +45 British American Tobacco plc STND OPT 25 0 0 0 N/A 25 | 216 6,464 +118 British Land Company PLC - STND OPT 25 0 0 0 N/A 25 | 13 1,696 +8 British Sky Broadcasting Group plc - STND OPT 0 0 0 0 N/A 0 | 57 5,166 +47 BT Group plc - STND OPT 15 0 0 0 N/A 15 | 85 53,233 +66 Cable & Wireless plc - STND OPT 13 0 0 0 N/A 13 | 15 6,995 +15 Cadbury Plc 56 0 0 0 N/A 56 | 63 1,379 +23 Cairn Energy PLC - STND OPT 5 0 0 0 N/A 5 | 160 391 +133 Capita Group plc - STND OPT 0 0 0 0 N/A 0 | 2 199 +2 Carnival Plc - STND OPT 18 0 0 0 N/A 18 | 15 368 +2 Centrica plc - STND OPT 15 0 0 0 N/A 15 | 7 4,176 +4 Compass Group plc - STND OPT 0 0 0 0 N/A 0 | 0 2,268 0 Diageo plc - STND OPT 40 0 0 0 N/A 40 | 70 12,439 +66 DSG International plc - STND OPT 0 0 0 0 N/A 0 | 0 1,335 0 Enterprise Inns - STND OPT 0 0 0 0 N/A 0 | 10 389 +10 Experian Plc 0 0 0 0 N/A 0 | 57 549 +14 GlaxoSmithKline plc - STND OPT 54 0 0 0 N/A 54 | 152 34,516 +96 HBOS ex event Contracts - STND OPT 0 0 0 0 N/A 0 | 0 1,000 0 Home Retail Group Plc 8 0 0 0 N/A 8 | 4 224 +4 HSBC Holdings plc - STND OPT 61 0 0 0 N/A 61 | 404 127,744 +257 ICAP PLC - STND OPT 16 0 0 0 N/A 16 | 39 950 +39 Imperial Tobacco Group plc - STND OPT 0 0 0 0 N/A 0 | 22 4,292 +20 InterContinental Hotels Group plc - STND OPT 0 0 0 0 N/A 0 | 0 1,442 0 International Power plc - STND OPT 64 0 0 0 N/A 64 | 54 6,703 +17 Invensys plc - STND OPT 0 0 0 0 N/A 0 | 4 345 +4 ITV Plc - STND OPT 0 0 0 0 N/A 0 | 0 902 0 Johnson Matthey PLC - STND OPT 0 0 0 0 N/A 0 | 3 12 +3 Kazakhmys PLC - STND OPT 0 0 0 0 N/A 0 | 114 2,215 +75 Kingfisher plc - STND OPT 2 0 0 0 N/A 2 | 55 3,131 +20 Ladbrokes PLC - STND OPT 2 0 0 0 N/A 2 | 4 3,478 +4 Land Securities plc - STND OPT 12 0 0 0 N/A 12 | 18 7,599 +16 Volume Summary 15:57 Page 4 Business Day Thu 24 Dec 2009 | Previous Business Day Basis/ | Wed 23 Dec 2009 CONNECT* AA/Pairs Block Trd Bclear EFS Total | Official **Open Volume Volume Volume Volume*** Volume Volume | Volume Interest Change | Legal & General Group plc - STND OPT 0 0 0 0 N/A 0 | 50 8,440 +42 Liberty International PLC - STND OPT 0 0 0 0 N/A 0 | 0 249 0 Lloyds Banking Group plc STND OPT 40 0 0 0 N/A 40 | 541 112,471 +350 Logica plc - STND OPT 0 0 0 0 N/A 0 | 50 2,499 +50 London Stock Exchange plc - STND OPT 0 0 0 0 N/A 0 | 78 403 +42 Lonmin PLC - STND OPT 0 0 0 0 N/A 0 | 2 993 +2 Man Group Plc - STND OPT 11 0 0 0 N/A 11 | 66 3,523 +60 Marks and Spencer plc - STND OPT 10 0 0 0 N/A 10 | 41 17,093 +34 Mitchells & Butlers plc - STND OPT 0 0 0 0 N/A 0 | 0 1,110 0 Morrison (Wm) Supermarkets plc - STND OPT 0 0 0 0 N/A 0 | 0 1,946 0 National Grid plc - STND OPT 0 0 0 0 N/A 0 | 207 3,272 +197 Next Plc - STND OPT 2 0 0 0 N/A 2 | 11 1,602 +11 Northern Rock plc - STND OPT 0 0 0 0 N/A 0 | 0 5,669 0 Old Mutual PLC - STND OPT 0 0 0 0 N/A 0 | 0 1,011 0 Party Gaming plc - STND OPT 0 0 0 0 N/A 0 | 0 282 0 Pearson plc - STND OPT 12 0 0 0 N/A 12 | 37 531 +22 Persimmon PLC - STND OPT 0 0 0 0 N/A 0 | 0 327 0 Prudential plc - STND OPT 20 0 0 0 N/A 20 | 94 10,865 +27 Randgold Resources LTD - STND Option 0 0 0 0 N/A 0 | 1 74 0 Reckitt Benckiser Group Plc - STND OPT 0 0 0 0 N/A 0 | 32 1,868 +32 Reed Elsevier PLC - STND OPT 0 0 0 0 N/A 0 | 15 483 +9 Rentokil Initial plc - STND OPT 0 0 0 0 N/A 0 | 30 7,681 -10 Rio Tinto plc - STND OPT 51 0 0 0 N/A 51 | 127 26,766 +55 Rolls-Royce group plc - STND OPT 6 0 0 0 N/A 6 | 29 3,647 +29 Royal Bank of Scotland plc - STND OPT 26 0 0 0 N/A 26 | 323 174,809 +233 Royal Dutch Shell Plc 'B' Shares STND OPT 0 0 0 0 N/A 0 | 97 5,547 +52 Royal Dutch Shell PLC A Shares - STND OPT 2 0 0 0 N/A 2 | 71 730 +51 RSA Insurance Group Plc - STND OPT 31 0 0 0 N/A 31 | 146 6,775 +116 SAB Miller Plc - STND OPT 38 0 0 0 N/A 38 | 37 1,798 +35 Sage Group plc STND OPT 0 0 0 0 N/A 0 | 0 1,061 0 Sainsbury (J) plc - STND OPT 40 0 0 0 N/A 40 | 161 3,743 +130 Scottish & Southern Energy Plc STND OPT 0 0 0 0 N/A 0 | 8 1,216 +8 Severn Trent PLC - STND Option 4 0 0 0 N/A 4 | 12 1,129 +12 Shire Plc STND OPT 4 0 0 0 N/A 4 | 1 529 +1 Smith & Nephew plc STND OPT 0 0 0 0 N/A 0 | 60 2,528 +40 Standard Chartered plc - STND OPT 20 0 0 0 N/A 20 | 126 8,037 +44 Standard Life PLC - STND Opt 0 0 0 0 N/A 0 | 17 1,359 +17 Tate & Lyle 27 0 0 0 N/A 27 | 2 482 +2 Taylor Wimpey PLC - STND OPT 0 0 0 0 N/A 0 | 0 438 0 Tesco plc STND OPT 134 0 0 0 N/A 134 | 259 38,899 +179 Thomson Reuters Plc - STND OPT 0 0 0 0 N/A 0 | 0 1 0 Tomkins plc STND OPT 0 0 0 0 N/A 0 | 29 955 +21 Tullow Oil PLC - STND OPT 0 0 0 0 N/A 0 | 1 2,969 +1 Unilever plc STND OPT 77 0 0 0 N/A 77 | 21 1,027 +11 United Utilities plc STND OPT 60 0 0 0 N/A 60 | 136 4,504 +99 Vedanta Resources PLC - STND OPT 169 0 0 0 N/A 169 | 24 1,738 +24 Vodafone Group plc STND OPT 322 0 0 0 N/A 322 | 459 792,489 +20 Whitbread Holdings plc STND OPT 29 0 0 0 N/A 29 | 126 1,028 +40 William Hill plc STND OPT 0 0 0 0 N/A 0 | 0 1,647 0 Volume Summary 15:57 Page 5 Business Day Thu 24 Dec 2009 | Previous Business Day Basis/ | Wed 23 Dec 2009 CONNECT* AA/Pairs Block Trd Bclear EFS Total | Official **Open Volume Volume Volume Volume*** Volume Volume | Volume Interest Change | Wolseley plc STND OPT 3 0 0 0 N/A 3 | 0 127 0 WPP plc STND OPT 0 0 0 0 N/A 0 | 20 496 0 Xstrata plc STND OPT 193 0 0 0 N/A 193 | 272 34,915 +71 | Universal Stock Futures | Abertis Infraestructuras SA - STND FUT 0 0 0 0 N/A 0 | 0 0 0 Accor SA - STND FUT 0 0 0 0 N/A 0 | 0 40 0 Aegon NV - STND FUT 0 0 0 0 N/A 0 | 0 2,505 0 Air Liquide SA - STND FUT 0 0 0 0 N/A 0 | 0 70 0 Akzo Nobel NV - STND FUT 0 0 0 0 N/A 0 | 0 81,002 0 Alcatel-Lucent SA - STND FUT 0 0 0 0 N/A 0 | 0 590 0 Allianz AG - STND FUT 0 0 0 0 N/A 0 | 0 382 0 Amgen Inc - Physical STND FUT 0 0 0 0 N/A 0 | 0 0 0 ANHEUSER-BUSCH INBEV NV - STND FUT 0 0 0 0 N/A 0 | 0 0 0 Arcelor Mittal - STND FUT 0 0 0 0 N/A 0 | 6 983 -6 ASML Holding NV - STND FUT 0 0 0 0 N/A 0 | 0 940 0 Assicurazioni Generali SpA - STND FUT 0 0 0 0 N/A 0 | 0 1 0 AT & T INC.- STND FUT 0 0 0 0 N/A 0 | 0 150 0 Atlantia SpA - STND FUT 0 0 0 0 N/A 0 | 0 0 0 Axa SA - STND FUT 0 0 0 0 N/A 0 | 0 384 0 Banco Bilbao Vizcaya Argentaria SA - STND FUT 0 0 0 0 N/A 0 | 0 300,186 0 Banco de Sabadell SA - STND FUT 0 0 0 0 N/A 0 | 0 0 0 Banco Popolare Scrl - STND FUT 0 0 0 0 N/A 0 | 0 0 0 Banco Popular Espanol SA - STND FUT 0 0 0 0 N/A 0 | 0 0 0 Banco Santander SA - STND FUT 0 0 0 0 N/A 0 | 0 196,250 0 BASF SE - STND FUT 0 0 0 0 N/A 0 | 0 52 0 Bayer AG - STND FUT 0 0 0 0 N/A 0 | 0 133 0 Bayerische Motoren Werke (BMW) AG - STND FUT 0 0 0 0 N/A 0 | 0 139 0 BNP Paribas SA - STND FUT 0 0 0 0 N/A 0 | 0 603 0 Bouygues SA - STND FUT 0 0 0 0 N/A 0 | 0 6 0 Bulgari SpA - STND Future 0 0 0 0 N/A 0 | 0 0 0 Carrefour SA - STND FUT 0 0 0 0 N/A 0 | 0 122 0 Cisco Systems Inc - Physical STND FUT 0 0 0 0 N/A 0 | 0 0 0 Citigroup Inc Physical - STND FUT 0 0 0 0 N/A 0 | 0 0 0 Commerzbank AG - STND FUT 0 0 0 0 N/A 0 | 0 50 0 Compagnie de Saint Gobain STND FUT 0 0 0 0 N/A 0 | 0 825 0 Compania Espanola de Petroleos SA (CEPSA) STND FUT 0 0 0 0 N/A 0 | 0 0 0 Credit Agricole SA - STND FUT 0 0 0 0 N/A 0 | 0 119 0 Credit Suisse Group - STND FUT 0 0 0 0 N/A 0 | 0 3 0 Daimler AG - STND FUT 0 0 0 0 N/A 0 | 0 243 0 Danone - STND FUT 0 0 0 0 N/A 0 | 0 523 0 Danske Bank A/S Physical - STND FUT 0 0 0 0 N/A 0 | 0 0 0 Deutsche Bank AG - STND FUT 0 0 0 0 N/A 0 | 0 189 0 Deutsche Post AG - STND FUT 0 0 0 0 N/A 0 | 0 20 0 Deutsche Telekom AG - STND FUT 0 0 0 0 N/A 0 | 0 2,461 0 Dexia - STND FUT 0 0 0 0 N/A 0 | 0 322 0 E.ON AG - STND FUT 0 0 0 0 N/A 0 | 0 1,933 0 Electricite de France - STND FUT 0 0 0 0 N/A 0 | 0 161 0 Enel SpA - STND FUT 0 0 0 0 N/A 0 | 0 1,762 0 Volume Summary 15:57 Page 6 Business Day Thu 24 Dec 2009 | Previous Business Day Basis/ | Wed 23 Dec 2009 CONNECT* AA/Pairs Block Trd Bclear EFS Total | Official **Open Volume Volume Volume Volume*** Volume Volume | Volume Interest Change | Eni SpA - STND FUT 0 0 0 0 N/A 0 | 0 247 0 Ericsson Telefonaktiebolaget LM - STND FUT 0 0 0 0 N/A 0 | 0 0 0 European Aeronautic Defence and Space Company 0 0 0 0 N/A 0 | 0 10 0 Exxon Mobil Corp - Physical STND FUT 0 0 0 0 N/A 0 | 0 0 0 Fiat SpA - STND FUT 0 0 0 0 N/A 0 | 0 0 0 Fortis - STND FUT 0 0 0 0 N/A 0 | 0 607 0 France Telecom SA - STND FUT 0 0 0 0 N/A 0 | 0 1,059 0 Gas Natural SDG SA - STND FUT 0 0 0 0 N/A 0 | 0 0 0 General Electric Company - Physical STND FUT 0 0 0 0 N/A 0 | 0 0 0 Heineken NV - STND FUT 0 0 0 0 N/A 0 | 0 50,000 0 Hennes & Mauritz AB - STND FUT 0 0 0 0 N/A 0 | 0 77 0 Iberdrola SA - STND FUT 0 0 0 0 N/A 0 | 0 366,104 0 IBM Corporation - Physical STND FUT 0 0 0 0 N/A 0 | 0 32 0 Inditex SA - STND FUT 0 0 0 0 N/A 0 | 0 0 0 Infineon Technologies AG - STND FUT 0 0 0 0 N/A 0 | 0 0 0 ING Groep NV - STND FUT 0 0 0 0 N/A 0 | 25 614 0 Intel Corp - Physical STND FUT 0 0 0 0 N/A 0 | 0 138 0 INTESA SANPAOLO SPA - STND FUT 0 0 0 0 N/A 0 | 0 125 0 Johnson & Johnson Physical - STND FUT 0 0 0 0 N/A 0 | 0 0 0 KBC Bancassurance Holding - STND FUT 0 0 0 0 N/A 0 | 0 0 0 Koninklijke Ahold NV - STND FUT 0 0 0 0 N/A 0 | 0 48 0 KONINKLIJKE DSM N.V - STND FUT 0 0 0 0 N/A 0 | 0 45,010 0 Koninklijke Philips Electronics NV - STND FUT 0 0 0 0 N/A 0 | 0 165,555 0 L'Oreal SA - STND FUT 0 0 0 0 N/A 0 | 0 75 0 Lafarge SA - STND FUT 0 0 0 0 N/A 0 | 0 2 0 Lagardere SCA - STND FUT 0 0 0 0 N/A 0 | 0 0 0 LVMH Moet Hennessey Louis Vuitton SA - STND FUT 0 0 0 0 N/A 0 | 0 10 0 Mediaset SpA - STND FUT 0 0 0 0 N/A 0 | 0 6 0 Mediobanca SpA - STND FUT 0 0 0 0 N/A 0 | 0 0 0 Merck & Co. Inc - Physical STND FUT 0 0 0 0 N/A 0 | 0 0 0 Metro AG - STND FUT 0 0 0 0 N/A 0 | 0 0 0 Microsoft Corp - Physical STND FUT 0 0 0 0 N/A 0 | 0 0 0 Mondadori (Arnoldo) Editore SpA - STND Fut 0 0 0 0 N/A 0 | 0 0 0 Munchener Rucksversicherungs Gesellschaft AG 0 0 0 0 N/A 0 | 0 16 0 Nestle SA - STND FUT 0 0 0 0 N/A 0 | 0 122 0 Nokia OYJ Physical - STND FUT 0 0 0 0 N/A 0 | 0 13,258 0 Nordea AB - STND FUT 0 0 0 0 N/A 0 | 0 0 0 Novartis - STND FUT 0 0 0 0 N/A 0 | 0 769 0 Novo Nordisk A/S Physical - STND FUT 0 0 0 0 N/A 0 | 0 0 0 Pernod Ricard SA - STND FUT 0 0 0 0 N/A 0 | 0 134 0 Peugeot SA STND FUT 0 0 0 0 N/A 0 | 0 0 0 Pfizer Inc - Physical STND FUT 0 0 0 0 N/A 0 | 0 0 0 Porsche Automobil Holding SE - STND FUT 0 0 0 0 N/A 0 | 0 0 0 PPR - STND FUT 0 0 0 0 N/A 0 | 0 30 0 Reed Elsevier - STND FUT 0 0 0 0 N/A 0 | 0 30,000 0 Renault SA - STND FUT 0 0 0 0 N/A 0 | 5 40 0 Repsol YPF SA - STND FUT 0 0 0 0 N/A 0 | 70,000 432,400 0 Roche Holding AG - STND FUT 0 0 0 0 N/A 0 | 0 87 0 Royal Dutch Shell Plc 'A' Shares Euro - STND FUT 0 0 0 0 N/A 0 | 0 438 0 Volume Summary 15:57 Page 7 Business Day Thu 24 Dec 2009 | Previous Business Day Basis/ | Wed 23 Dec 2009 CONNECT* AA/Pairs Block Trd Bclear EFS Total | Official **Open Volume Volume Volume Volume*** Volume Volume | Volume Interest Change | Royal Dutch Shell plc B Share Euro USF STND FUT 0 0 0 0 N/A 0 | 0 0 0 Royal KPN NV - STND FUT 0 0 0 0 N/A 0 | 0 1,695 0 RWE AG - STND FUT 0 0 0 0 N/A 0 | 0 78 0 Saipem SpA 0 0 0 0 N/A 0 | 0 14 0 Sanofi-Aventis SA STND FUT 0 0 0 0 N/A 0 | 0 192 0 SAP AG - STND FUT 0 0 0 0 N/A 0 | 0 513 0 Schneider Electric SA STND FUT 0 0 0 0 N/A 0 | 0 94 0 Siemens AG STND FUT 0 0 0 0 N/A 0 | 0 415 0 Snam Rete Gas Spa STND FUT 0 0 0 0 N/A 0 | 0 0 0 Societe Generale SA - STND FUT 0 0 0 0 N/A 0 | 5 66 -5 Societe Television Francaise (T.F.1) STND FUT 0 0 0 0 N/A 0 | 0 30 0 Sodexo SA STND FUT 0 0 0 0 N/A 0 | 0 15 0 Solvay SA STND FUT 0 0 0 0 N/A 0 | 0 0 0 Statoil ASA Physical STND FUT 0 0 0 0 N/A 0 | 0 0 0 STMicroelectronics NV STND FUT 0 0 0 0 N/A 0 | 0 0 0 Stora Enso Oyj Physical STND FUT 0 0 0 0 N/A 0 | 0 0 0 Svenska Handelsbanken STND FUT 0 0 0 0 N/A 0 | 0 4 0 Swiss Reinsurance AG - STND FUT 0 0 0 0 N/A 0 | 0 62 0 Swisscom AG - STND FUT 0 0 0 0 N/A 0 | 0 51 0 Telecom Italia SpA (savings shares) STND FUT 0 0 0 0 N/A 0 | 0 0 0 Telecom Italia SpA STND FUT 0 0 0 0 N/A 0 | 0 150 0 Telefonica SA STND FUT 0 0 0 0 N/A 0 | 800 202,364 +800 TeliaSonera STND FUT 0 0 0 0 N/A 0 | 0 0 0 Terna SpA - STND Future 0 0 0 0 N/A 0 | 0 20 0 ThyssenKrupp AG STND FUT 0 0 0 0 N/A 0 | 0 266 0 Time Warner Inc - Physical STND FUT 0 0 0 0 N/A 0 | 0 0 0 TNT N.V. STND FUT 0 0 0 0 N/A 0 | 0 10 0 Total SA - STND FUT 0 0 0 0 N/A 0 | 4 3,075 -14 UBS AG STND FUT 0 0 0 0 N/A 0 | 0 0 0 UNIBAIL-RODAMCO SE STND FUT 0 0 0 0 N/A 0 | 0 26 0 UniCredit SpA STND FUT 0 0 0 0 N/A 0 | 0 118 0 Unilever NV STND FUT 0 0 0 0 N/A 0 | 0 341,597 0 UPM - Kymmene Oyj Physical STND FUT 0 0 0 0 N/A 0 | 0 0 0 Vivendi SA STND FUT 15 0 0 0 N/A 15 | 0 50 0 Volkswagen AG STND FUT 0 0 0 0 N/A 0 | 0 81 0 Wal-Mart Stores Inc - Physical STND FUT 0 0 0 0 N/A 0 | 0 0 0 Wolters Kluwer NV STND FUT 0 0 0 0 N/A 0 | 0 0 0 Zurich Financial Services AG STND FUT 0 0 0 0 N/A 0 | 0 0 0 Volume Summary 15:57 Page 8 Business Day Thu 24 Dec 2009 | Previous Business Day Basis/ | Wed 23 Dec 2009 CONNECT* AA/Pairs Block Trd Bclear EFS Total | Official **Open Volume Volume Volume Volume*** Volume Volume | Volume Interest Change | | Commodity Products | | Commodity Futures | Cocoa 1,476 380 N/A N/A 0 1,856 | 2,811 164,728 +706 Robusta Coffee 10 Tonne 5,626 37 N/A N/A 0 5,663 | 10,350 95,171 +1,416 White Sugar 2,212 0 N/A N/A 0 2,212 | 5,359 74,674 +960 Wheat 24 0 N/A N/A 0 24 | 136 10,442 -1 | Commodity Options | Cocoa 250 N/A 0 N/A N/A 250 | 1,650 123,432 -189 Robusta Coffee 10 Tonne 293 N/A 0 N/A N/A 293 | 821 22,663 -262 White Sugar 0 N/A 0 N/A N/A 0 | 0 19,708 0 Wheat 0 N/A 0 N/A N/A 0 | 0 153 0 Comments +Total Exchange figures only include Bclear business from products listed in this Daily Information Sheet. For other Bclear volume, please refer to the Daily Information Sheet entitled, "Bclear Products" ****All volume for the FTSE 100 Flex Index Option (FLX) is displayed in the Bclear Volume column. This includes volume executed through LIFFE CONNECT. ***Only Bclear volume resulting from published trades is displayed. **Open Interest represents the net of activity in the Central Order Book, Block Trade Facility, Bclear and in respect of exercises and assignments. This figure will be increased or decreased by relevant activity in Bclear. Until further notice EFS trades are incorporated in the AA figures for commodities *CONNECT means LIFFE CONNECT LIFFE CONNECT is a trade mark of LIFFE and is registered in Australia, Hong Kong, Singapore, the United States and the United Kingdom, is a registered Community Trade Mark, and is the subject of a pending application for registration in Japan.