Teachers, examiners and assessment experts know from experience that some candidates annotate exam questions. "Annotation" includes anything the candidate writes or draws outside of the designated response space, such as underlining, jotting, circling, sketching and calculating. Annotations are of interest because they may evidence aspects of candidates' response activity that would be overlooked when focusing on response spaces. We have some evidence on how candidates annotate their questions from mode effect studies comparing paper-based and digital assessments, but little information on which candidates annotate and how often they do so. This article describes an exploratory study of annotations made by GCSE Combined Science and GCSE Mathematics candidates. The research analysed scripts from four random samples of 1000 candidates, one each from the Foundation and Higher tiers of each GCSE, and looked at the prevalence and types of annotation on different items. A particular motivation was to support the design of effective digital assessment in maths and science, through improving our understanding of candidates' response activity in these subjects.