This happened to me too. I've never used my Lloyds Amex card - I only use the Mastercard as I have a BA Amex card. Phoning them up cleared things up, but I had to wait on hold for 40 minutes to get through.
Two transactions on my statement: Toys 'R' Us and Best Buy, and both were in-store with a magnetic stripe. Impressive seeing as the card has never left my house since it came out of its envelope. This must be a hack or an internal security breach that they've not made public.