Volume Summary 21:59 Page 1 Business Day Thu 2 Sep 2010 | Previous Business Day Basis/ | Wed 1 Sep 2010 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 1,461,504 N/A 45,970 N/A N/A 1,507,474 | 1,331,157 6,785,464 +21,780 Total Short Term Interest Rate Options 442,810 N/A 563,590 N/A N/A 1,006,400 | 521,867 22,466,413 +127,758 Total Short Term Interest Rate Products 1,904,314 N/A 609,560 N/A N/A 2,513,874 | 1,853,024 29,251,877 +149,538 Total Swapnote Futures 1,635 0 0 N/A N/A 1,635 | 818 23,182 -69 Total Swapnote Options 0 0 0 N/A N/A 0 | 0 0 0 Total Swapnote Products 1,635 0 0 N/A N/A 1,635 | 818 23,182 -69 Total Bond Futures 129,497 10,841 13,574 N/A N/A 153,912 | 195,844 322,434 -6,816 Total Bond Options 0 N/A 0 N/A N/A 0 | 800 2,239 +200 Total Bond Products 129,497 10,841 13,574 N/A N/A 153,912 | 196,644 324,673 -6,616 Total Index Futures 80,647 0 0 7,282 N/A 87,929 | 134,438 1,090,820 +5,742 Total Index Options 23,107 N/A 0 24,800 N/A 47,907 | 74,139 5,505,413 +51,647 Total Individual Equity Options 15,374 0 0 500 N/A 15,874 | 20,583 3,935,728 +48,672 Total Universal Stock Futures 45 0 0 990 N/A 1,035 | 22 3,747,405 -172,439 Total Equity Products 119,173 0 0 33,572 N/A 152,745 | 229,182 14,279,366 -66,378 Total Commodity Futures 26,235 643 N/A N/A 415 27,293 | 30,894 356,106 -4,903 Total Commodity Options 713 N/A 0 N/A N/A 713 | 3,949 213,530 -68,901 Total Commodity Products 26,948 643 0 N/A 415 28,006 | 34,843 569,636 -73,804 | TOTAL EXCHANGE(excl. other Bclear Products+) 2,181,567 11,484 623,134 33,572 415 2,850,172 | 2,314,511 44,448,734 +2,671 | 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 684 N/A 0 N/A N/A 684 | 104 5,373 0 Three Month Euribor 1,121,653 N/A 34,194 N/A N/A 1,155,847 | 1,015,695 3,793,380 +27,658 Three Month Eurodollar 0 N/A 0 N/A N/A 0 | 0 1,655 0 Three Month Sterling 307,076 N/A 11,126 N/A N/A 318,202 | 291,230 2,574,645 -4,270 Three Month Euroswiss 32,091 N/A 650 N/A N/A 32,741 | 24,128 410,411 -1,608 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 373,299 N/A 441,150 N/A N/A 814,449 | 281,418 13,023,701 +37,457 Three Month Euribor Mid-Curve 30,303 N/A 60,440 N/A N/A 90,743 | 76,537 1,681,429 +37,516 THREE MONTH EURO (EURIBOR) 2 YEAR MID-CURVE 0 N/A 0 N/A N/A 0 | 0 8,000 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 22,608 N/A 20,000 N/A N/A 42,608 | 44,407 5,407,367 +11,863 THREE MONTH STERLING 2 YEAR MID-CURVE 0 N/A 0 N/A N/A 0 | 0 2,000 0 Three Month Sterling Mid-Curve 16,600 N/A 42,000 N/A N/A 58,600 | 119,505 2,343,916 +40,922 Three Month Euroswiss 0 N/A 0 N/A N/A 0 | 0 0 0 Volume Summary 21:59 Page 2 Business Day Thu 2 Sep 2010 | Previous Business Day Basis/ | Wed 1 Sep 2010 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 1,338 0 0 N/A N/A 1,338 | 218 16,549 -14 5Yr Euro Swapnote 135 0 0 N/A N/A 135 | 507 5,592 -10 10Yr Euro Swapnote 162 0 0 N/A N/A 162 | 93 1,041 -45 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 127,656 10,841 13,574 N/A N/A 152,071 | 193,171 309,114 -7,161 Medium Gilt Future 464 0 0 N/A N/A 464 | 1,195 5,014 +497 Short Gilt Future 1,057 0 0 N/A N/A 1,057 | 1,026 8,306 -152 Japanese Government Bond 320 0 0 N/A N/A 320 | 452 0 N/A | Bond Options | Long Gilt 0 N/A 0 N/A N/A 0 | 800 2,239 +200 | Equity Products | | Index Futures | FTSE 100 Dividend Index 170 0 0 0 N/A 170 | 201 414,916 -350 FTSE 100 Index 79,942 0 0 7,282 N/A 87,224 | 134,049 658,989 +6,054 FTSE 250 Index 183 0 0 0 N/A 183 | 187 7,227 +36 FTSE Eurotop 100 Index 0 0 0 0 N/A 0 | 0 120 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 1 +1 MSCI Pan-Euro Index 352 0 0 0 N/A 352 | 1 9,567 +1 Volume Summary 21:59 Page 3 Business Day Thu 2 Sep 2010 | Previous Business Day Basis/ | Wed 1 Sep 2010 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 23,107 N/A 0 24,800 N/A 47,907 | 74,139 3,101,021 +48,647 FTSE 100 Index Flex (European)**** 0 N/A 0 0 N/A 0 | 0 2,404,392 +3,000 | Individual Equity Options | 3i Group Plc - STND OPT 11 0 0 0 N/A 11 | 0 975 0 Anglo American plc 76 0 0 0 N/A 76 | 417 27,572 +596 Antofagasta PLC - STND OPT 38 0 0 0 N/A 38 | 82 1,837 +37 ARM Holdings plc - STND OPT 141 0 0 0 N/A 141 | 434 3,808 +202 Associated British Foods PLC - STND OPT 0 0 0 0 N/A 0 | 67 327 +67 AstraZeneca plc - STND OPT 123 0 0 0 N/A 123 | 48 31,758 +23 Aviva Plc - STND OPT 327 0 0 0 N/A 327 | 271 22,393 +130 BAE Systems plc - STND OPT 356 0 0 0 N/A 356 | 490 39,898 +204 Barclays plc - STND OPT 275 0 0 0 N/A 275 | 365 613,978 -573 BG Group plc - STND OPT 405 0 0 0 N/A 405 | 269 35,493 +184 BHP Billiton plc - STND OPT 637 0 0 500 N/A 1,137 | 927 56,075 +1,462 BP plc - STND OPT 1,834 0 0 0 N/A 1,834 | 1,681 572,958 +227 British Airways plc - STND OPT 26 0 0 0 N/A 26 | 18 29,740 +2 British American Tobacco plc STND OPT 203 0 0 0 N/A 203 | 145 8,272 +114 British Land Company PLC - STND OPT 20 0 0 0 N/A 20 | 0 1,711 0 British Sky Broadcasting Group plc - STND OPT 31 0 0 0 N/A 31 | 0 27,793 0 BT Group plc - STND OPT 143 0 0 0 N/A 143 | 1,316 91,245 +5,200 C & W Communications ex event package - STND OPT 0 0 0 0 N/A 0 | 20 1,033 +10 Cable & Wireless Communications 0 0 0 0 N/A 0 | 0 191 0 Cable & Wireless Worldwide 10 0 0 0 N/A 10 | 270 1,301 +160 Cairn Energy PLC - STND OPT 20 0 0 0 N/A 20 | 54 27,383 0 Carnival Plc - STND OPT 58 0 0 0 N/A 58 | 30 2,609 +2 Centrica plc - STND OPT 47 0 0 0 N/A 47 | 88 14,144 -35 Compass Group plc - STND OPT 158 0 0 0 N/A 158 | 200 4,296 -7 Diageo plc - STND OPT 208 0 0 0 N/A 208 | 428 69,979 +542 DSG International plc - STND OPT 0 0 0 0 N/A 0 | 5 711 +5 Enterprise Inns - STND OPT 5 0 0 0 N/A 5 | 10 290 +10 Experian Plc 0 0 0 0 N/A 0 | 0 519 0 GlaxoSmithKline plc - STND OPT 212 0 0 0 N/A 212 | 397 55,733 -141 HBOS ex event Contracts - STND OPT 0 0 0 0 N/A 0 | 0 1,000 0 HSBC Holdings plc - STND OPT 94 0 0 0 N/A 94 | 512 212,565 +3,756 ICAP PLC - STND OPT 5 0 0 0 N/A 5 | 0 871 0 Imperial Tobacco Group plc - STND OPT 190 0 0 0 N/A 190 | 56 16,195 +16 InterContinental Hotels Group plc - STND OPT 0 0 0 0 N/A 0 | 125 3,287 +49 International Power plc - STND OPT 14 0 0 0 N/A 14 | 0 17,376 -929 Invensys plc - STND OPT 0 0 0 0 N/A 0 | 0 3,530 0 ITV Plc - STND OPT 33 0 0 0 N/A 33 | 40 4,691 +10 Kazakhmys PLC - STND OPT 13 0 0 0 N/A 13 | 32 4,515 +3 Kingfisher plc - STND OPT 153 0 0 0 N/A 153 | 44 9,154 +44 Ladbrokes PLC - STND OPT 20 0 0 0 N/A 20 | 0 1,062 0 Land Securities plc - STND OPT 32 0 0 0 N/A 32 | 151 14,052 +1,289 Legal & General Group plc - STND OPT 58 0 0 0 N/A 58 | 125 16,658 +1,625 Lloyds Banking Group plc STND OPT 355 0 0 0 N/A 355 | 1,573 280,405 +8,003 Volume Summary 21:59 Page 4 Business Day Thu 2 Sep 2010 | Previous Business Day Basis/ | Wed 1 Sep 2010 CONNECT* AA/Pairs Block Trd Bclear EFS Total | Official **Open Volume Volume Volume Volume*** Volume Volume | Volume Interest Change | Logica plc - STND OPT 0 0 0 0 N/A 0 | 0 4,505 0 London Stock Exchange plc - STND OPT 0 0 0 0 N/A 0 | 0 592 0 Lonmin PLC - STND OPT 0 0 0 0 N/A 0 | 1 1,662 0 Man Group Plc - STND OPT 536 0 0 0 N/A 536 | 302 12,638 -89 Marks and Spencer plc - STND OPT 170 0 0 0 N/A 170 | 121 23,260 -28 Mitchells & Butlers plc - STND OPT 0 0 0 0 N/A 0 | 0 613 0 Morrison (Wm) Supermarkets plc - STND OPT 275 0 0 0 N/A 275 | 79 6,289 +17 National Grid plc - STND OPT 36 0 0 0 N/A 36 | 41 10,430 0 Next Plc - STND OPT 8 0 0 0 N/A 8 | 12 4,441 0 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 | 5 1,691 -5 Party Gaming plc - STND OPT 0 0 0 0 N/A 0 | 0 6,660 -144 Pearson plc - STND OPT 5 0 0 0 N/A 5 | 0 3,914 0 Persimmon PLC - STND OPT 7 0 0 0 N/A 7 | 0 610 0 Prudential plc - STND OPT 273 0 0 0 N/A 273 | 323 35,036 +110 Randgold Resources LTD - STND Option 5 0 0 0 N/A 5 | 3 435 +1 Reckitt Benckiser Group Plc - STND OPT 2 0 0 0 N/A 2 | 261 3,951 +903 Reed Elsevier PLC - STND OPT 0 0 0 0 N/A 0 | 0 1,188 0 Rentokil Initial plc - STND OPT 0 0 0 0 N/A 0 | 0 918 0 Rio Tinto plc - STND OPT 497 0 0 0 N/A 497 | 1,884 61,007 +982 Rolls-Royce group plc - STND OPT 6 0 0 0 N/A 6 | 34 3,725 +2 Royal Bank of Scotland plc - STND OPT 0 0 0 0 N/A 0 | 55 195,252 +21 Royal Dutch Shell Plc 'B' Shares STND OPT 46 0 0 0 N/A 46 | 83 10,772 -2 Royal Dutch Shell PLC A Shares - STND OPT 1 0 0 0 N/A 1 | 20 2,333 0 RSA Insurance Group Plc - STND OPT 8 0 0 0 N/A 8 | 25 6,106 +25 SAB Miller Plc - STND OPT 10 0 0 0 N/A 10 | 48 3,065 +2 Sage Group plc STND OPT 0 0 0 0 N/A 0 | 0 1,079 0 Sainsbury (J) plc - STND OPT 133 0 0 0 N/A 133 | 215 22,244 +56 Scottish & Southern Energy Plc STND OPT 11 0 0 0 N/A 11 | 8 2,014 +8 Severn Trent PLC - STND Option 1 0 0 0 N/A 1 | 0 741 0 Shire Plc STND OPT 15 0 0 0 N/A 15 | 66 1,291 +64 Smith & Nephew plc STND OPT 164 0 0 0 N/A 164 | 7 1,591 +2 Standard Chartered plc - STND OPT 24 0 0 0 N/A 24 | 267 9,202 +81 Standard Life PLC - STND Opt 102 0 0 0 N/A 102 | 5 1,671 -5 Tate & Lyle 7 0 0 0 N/A 7 | 82 755 +47 Tesco plc STND OPT 416 0 0 0 N/A 416 | 1,422 48,709 +957 Tomkins plc STND OPT 0 0 0 0 N/A 0 | 12 9,512 -12 Tullow Oil PLC - STND OPT 35 0 0 0 N/A 35 | 33 1,807 +4 Unilever plc STND OPT 61 0 0 0 N/A 61 | 160 7,834 +103 United Utilities plc STND OPT 226 0 0 0 N/A 226 | 49 5,261 0 Vedanta Resources PLC - STND OPT 78 0 0 0 N/A 78 | 64 3,391 +46 Vodafone Group plc STND OPT 5,469 0 0 0 N/A 5,469 | 2,581 1,009,422 +20,508 Whitbread Holdings plc STND OPT 4 0 0 0 N/A 4 | 12 1,336 -2 William Hill plc STND OPT 0 0 0 0 N/A 0 | 0 675 0 Wolseley plc STND OPT 0 0 0 0 N/A 0 | 14 638 -8 WPP plc STND OPT 0 0 0 0 N/A 0 | 43 3,143 +21 Xstrata plc STND OPT 412 0 0 0 N/A 412 | 1,556 67,267 +2,720 Volume Summary 21:59 Page 5 Business Day Thu 2 Sep 2010 | Previous Business Day Basis/ | Wed 1 Sep 2010 CONNECT* AA/Pairs Block Trd Bclear EFS Total | Official **Open Volume Volume Volume Volume*** Volume Volume | Volume Interest Change | | Universal Stock Futures | Abertis Infraestructuras SA - STND FUT 0 0 0 0 N/A 0 | 0 0 0 Accor SA Ex event package - STND FUT 0 0 0 0 N/A 0 | 0 216 0 Aegon NV - STND FUT 0 0 0 0 N/A 0 | 0 1,007 0 ageas NV/SA - STND FUT 0 0 0 0 N/A 0 | 0 140 0 Air Liquide SA - STND FUT 0 0 0 0 N/A 0 | 0 0 0 Akzo Nobel NV - STND FUT 10 0 0 0 N/A 10 | 0 101,000 0 Alcatel-Lucent SA - STND FUT 0 0 0 0 N/A 0 | 0 390 -39 Allianz AG - STND FUT 0 0 0 0 N/A 0 | 1 36 +1 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 39 0 Arcelor Mittal - STND FUT 0 0 0 0 N/A 0 | 0 5,148 0 ASML Holding NV - STND FUT 0 0 0 0 N/A 0 | 0 45,000 0 Assicurazioni Generali SpA - STND FUT 0 0 0 0 N/A 0 | 0 35 0 AT & T INC.- STND FUT 0 0 0 0 N/A 0 | 0 115 0 Atlantia SpA - STND FUT 0 0 0 0 N/A 0 | 0 0 0 Axa SA - STND FUT 0 0 0 123 N/A 123 | 0 2,000 0 Banco Bilbao Vizcaya Argentaria SA - STND FUT 3 0 0 0 N/A 3 | 0 283,668 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 | 0 410,000 0 BASF SE - STND FUT 0 0 0 0 N/A 0 | 0 91 0 Bayer AG - STND FUT 0 0 0 0 N/A 0 | 0 0 0 Bayerische Motoren Werke (BMW) AG - STND FUT 0 0 0 0 N/A 0 | 0 22 0 BNP Paribas SA - STND FUT 0 0 0 0 N/A 0 | 0 367 0 Bouygues SA - STND FUT 1 0 0 0 N/A 1 | 0 7 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 2,044 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 0 0 Compagnie de Saint Gobain STND FUT 0 0 0 0 N/A 0 | 0 0 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 | 0 153 0 Credit Suisse Group - STND FUT 0 0 0 0 N/A 0 | 0 20 0 Daimler AG - STND FUT 0 0 0 0 N/A 0 | 0 13 0 Danone - STND FUT 0 0 0 0 N/A 0 | 0 48 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 42,581 0 Deutsche Post AG - STND FUT 0 0 0 0 N/A 0 | 0 0 0 Deutsche Telekom AG - STND FUT 0 0 0 0 N/A 0 | 0 6,334 0 Dexia - STND FUT 0 0 0 0 N/A 0 | 0 0 0 E.ON AG - STND FUT 0 0 0 0 N/A 0 | 0 1,650 0 Electricite de France - STND FUT 0 0 0 0 N/A 0 | 0 0 0 Enel SpA - STND FUT 0 0 0 0 N/A 0 | 0 1,408 0 Eni SpA - STND FUT 1 0 0 867 N/A 868 | 16 18,133 +7,516 Ericsson Telefonaktiebolaget LM - STND FUT 0 0 0 0 N/A 0 | 0 0 0 Volume Summary 21:59 Page 6 Business Day Thu 2 Sep 2010 | Previous Business Day Basis/ | Wed 1 Sep 2010 CONNECT* AA/Pairs Block Trd Bclear EFS Total | Official **Open Volume Volume Volume Volume*** Volume Volume | Volume Interest Change | European Aeronautic Defence and Space Company 0 0 0 0 N/A 0 | 0 4,039 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 France Telecom SA - STND FUT 0 0 0 0 N/A 0 | 0 863,694 +500 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 | 0 167,252 -100,000 Hennes & Mauritz AB - STND FUT 0 0 0 0 N/A 0 | 0 169 0 Iberdrola SA - STND FUT 0 0 0 0 N/A 0 | 0 6 0 IBM Corporation - Physical STND FUT 0 0 0 0 N/A 0 | 0 24 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 | 0 754 0 Intel Corp - Physical STND FUT 0 0 0 0 N/A 0 | 0 564 0 INTESA SANPAOLO SPA - STND FUT 3 0 0 0 N/A 3 | 0 16 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 | 0 200,000 0 KONINKLIJKE DSM N.V - STND FUT 0 0 0 0 N/A 0 | 0 69,000 0 Koninklijke Philips Electronics NV - STND FUT 0 0 0 0 N/A 0 | 0 165,192 0 L'Oreal SA - STND FUT 0 0 0 0 N/A 0 | 0 0 0 Lafarge SA - STND FUT 0 0 0 0 N/A 0 | 0 11 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 | 0 655 0 Mediaset SpA - STND FUT 0 0 0 0 N/A 0 | 0 7 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 60 0 Nestle SA - STND FUT 0 0 0 0 N/A 0 | 0 826 0 Nokia OYJ Physical - STND FUT 0 0 0 0 N/A 0 | 0 11,706 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 0 0 Novo Nordisk A/S Physical - STND FUT 0 0 0 0 N/A 0 | 0 987 0 Pernod Ricard SA - STND FUT 0 0 0 0 N/A 0 | 0 327 0 Peugeot SA STND FUT 0 0 0 0 N/A 0 | 0 20 0 Pfizer Inc - Physical STND FUT 0 0 0 0 N/A 0 | 0 0 0 Porsche Automobil Holding SE - PFD - STND FUT 0 0 0 0 N/A 0 | 0 0 0 PPR - STND FUT 0 0 0 0 N/A 0 | 0 0 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 | 0 0 0 Repsol YPF SA - STND FUT 0 0 0 0 N/A 0 | 0 157,400 0 Roche Holding AG - STND FUT 0 0 0 0 N/A 0 | 0 368 0 Royal Dutch Shell Plc 'A' Shares Euro - STND FUT 0 0 0 0 N/A 0 | 0 241,555 -11,000 Royal KPN NV - STND FUT 0 0 0 0 N/A 0 | 0 49,632 0 RWE AG - STND FUT 0 0 0 0 N/A 0 | 0 125 0 Saipem SpA 0 0 0 0 N/A 0 | 0 0 0 Volume Summary 21:59 Page 7 Business Day Thu 2 Sep 2010 | Previous Business Day Basis/ | Wed 1 Sep 2010 CONNECT* AA/Pairs Block Trd Bclear EFS Total | Official **Open Volume Volume Volume Volume*** Volume Volume | Volume Interest Change | Sanofi-Aventis SA STND FUT 0 0 0 0 N/A 0 | 0 303 0 SAP AG - STND FUT 0 0 0 0 N/A 0 | 0 4 0 Schneider Electric SA STND FUT 0 0 0 0 N/A 0 | 0 0 0 Siemens AG STND FUT 13 0 0 0 N/A 13 | 0 630 +1 Snam Rete Gas Spa STND FUT 0 0 0 0 N/A 0 | 0 0 0 Societe Generale SA - STND FUT 5 0 0 0 N/A 5 | 0 3,407 0 Societe Television Francaise (T.F.1) STND FUT 0 0 0 0 N/A 0 | 0 0 0 Sodexo SA STND FUT 0 0 0 0 N/A 0 | 0 0 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 2,900 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 5 0 Swiss Reinsurance AG - STND FUT 0 0 0 0 N/A 0 | 4 123 +4 Swisscom AG - STND FUT 0 0 0 0 N/A 0 | 1 41 +1 Telecom Italia SpA (savings shares) STND FUT 0 0 0 0 N/A 0 | 0 250 0 Telecom Italia SpA STND FUT 0 0 0 0 N/A 0 | 0 0 0 Telefonica SA STND FUT 0 0 0 0 N/A 0 | 0 97 0 TeliaSonera STND FUT 0 0 0 0 N/A 0 | 0 2,700 0 Terna SpA - STND Future 0 0 0 0 N/A 0 | 0 0 0 ThyssenKrupp AG STND FUT 0 0 0 0 N/A 0 | 0 0 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 0 0 Total SA - STND FUT 0 0 0 0 N/A 0 | 0 3,277 -55,000 UBS AG STND FUT 9 0 0 0 N/A 9 | 0 5 0 UNIBAIL-RODAMCO SE STND FUT 0 0 0 0 N/A 0 | 0 24 0 UniCredit SpA STND FUT 0 0 0 0 N/A 0 | 0 32 0 Unilever NV STND FUT 0 0 0 0 N/A 0 | 0 847,443 -14,423 UPM - Kymmene Oyj Physical STND FUT 0 0 0 0 N/A 0 | 0 0 0 Vivendi SA STND FUT 0 0 0 0 N/A 0 | 0 67 0 Volkswagen AG STND FUT 0 0 0 0 N/A 0 | 0 0 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 43 0 | Commodity Products | | Commodity Futures | Cocoa 8,565 224 N/A N/A 0 8,789 | 15,016 181,461 -2,622 Robusta Coffee 7,367 140 N/A N/A 0 7,507 | 5,793 95,886 +489 White Sugar 9,600 279 N/A N/A 415 10,294 | 9,540 63,285 -2,665 Feed Wheat 703 0 N/A N/A 0 703 | 545 15,474 -105 Volume Summary 21:59 Page 8 Business Day Thu 2 Sep 2010 | Previous Business Day Basis/ | Wed 1 Sep 2010 CONNECT* AA/Pairs Block Trd Bclear EFS Total | Official **Open Volume Volume Volume Volume*** Volume Volume | Volume Interest Change | | Commodity Options | Cocoa 433 N/A 0 N/A N/A 433 | 1,739 136,380 -70,733 Robusta Coffee 280 N/A 0 N/A N/A 280 | 2,110 67,782 +1,782 White Sugar 0 N/A 0 N/A N/A 0 | 100 9,160 +50 Feed Wheat 0 N/A 0 N/A N/A 0 | 0 208 0 Delivered Lots +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