So, it appears that the sequence filmed is Bond emerging from Westminster tube station as emergency services rush to get into the station, and then running up Whitehall in the direction of Trafalgar Square and the Ministry of Defence, presumably chasing Silva.
Interesting that the sequence appears to take in four stations along the District line - Temple, Embankment, Charing Cross and Westminster. It must be quite complex, with Bond and Silva jumping on and off trains.
Considering that in the sequence:
-commuters are being evacuated from the subway , http://www.castingca....php?uid=328662
-pyrotechnics and the Skyfall cast and crew were spotted in the subway on Tuesday 28 February
-Bond's suit is covered with dust after he emerges from the subway
-there are several ambulances and policeman alerted in the scenes that were filmed yesterday
it is reasonable to suppose that there will be some sort of explosion in the subway while Bond is chasing Silva.