2012-07-31 Liffe - tcm6-62054

ATTACHMENT A
LONDON SPAN PARAMETERS FOR LIFFE CONTRACTS

(per lot) Contract Code (per lot) % Short Option Minimum Charge GBP1 EUR1 Spot Month Charge Method 1 1 1 1 CHF3 EUR1 EUR1 EUR1 1 1 1 1 1 1 1 1 1 1 GBP1 1 1 Spot Margin Top Up Rate*** Spot Margin Levied From
Contract
Scanning Risk
Intermonth Spread Charge Break Month
Volatility Change
Date Effective From
Short Sterling Euribor 1 Month EONIA 3 Month EONIA Euroswiss 10 yr EUR Swapnote 5 yr EUR Swapnote 2 yr EUR Swapnote 10 yr USD Swapnote 5 yr USD Swapnote 2 yr USD Swapnote 3 month Euroyen Short Gilt Medium Gilt Long Gilt ** JGB
L I EON EO3 S P O TWS USP USO USW J G H R JGB
GBP375.00 EUR550.00 EUR350 EUR500 CHF450 EUR2,700 EUR1,200 EUR365 USD4,500 USD2,000 USD1,100 JPY20,000 GBP400 GBP1,000 GBP3,000 JPY850,000
* Please see Attachments B and C for details * Please see Attachments B and C for details * Please see Attachments B and C for details
* Please see Attachments B for details * Please see Attachments B for details
7/26/2012 7/26/2012 8/5/2010 7/26/2012 7/26/2012 7/26/2012 7/26/2012 7/26/2012 7/26/2012 7/26/2012 2/2/2012 7/26/2012 7/26/2012 7/26/2012 12/21/2011 7/26/2012
* * 35 35 35 35 * * * * * * 20 *
EUR150
* Please see Attachments B and C for details
EUR200 EUR210 EUR60 USD700 USD400 USD270 JPY4,000 GBP400 GBP500 GBP265 JPY500,000
Note: *** Top up on front month only > Applies to positions from the close of last trading day until settlement / delivery is completed. * Options are not available on these Contracts. ** Margins only levied in absence of TSE opening price (bank holiday).
ATTACHMENT B
LONDON SPAN PARAMETERS FOR INTER-MONTH SPREAD CHARGES
Euribor ( I )
Inter-Month Spread Charges
Priority Priority Priority Priority Priority Priority 21 19 16 10 4 2 Priority 21 18 15 8 12 19 Tier Number 1 2 3 4 5 6 Tiers Start 0 5 9 13 17 21 End 4 8 12 16 20 99999999 1 2 3 4 5 6 300 1 2 265 65 3 350 205 165 4 390 300 165 125 5 455 365 305 165 115 6 465 415 365 230 115 90
12
11 1
15 9 6
18 13 8 5
20 17 14 7 3
Volatility Shift (+/-) 45% 25% 25% 15% 15% 15%
*Euro (Euribor) tier structure relates to available monthly expiries
Short Sterling ( L )
Priority Priority Priority Priority Priority Tier Number 1 2 3 4 5 Tiers Start 0 3 5 9 13 End 2 4 8 12 16 1 2 3 4 5 80 1 2 55 30 3 130 90 80 4 200 180 90 75 5 230 215 150 80 55 6 265 215 190 80 130 215
3 1
11 9 6
16 14 10 4
20 17 13 7 2
6 17 99999999 6 *Short Sterling tier structure relates to available monthly expiries
Volatility Shift (+/-) 50% 50% 30% 20% 20% 20%
EuroSwiss ( S )
Priority Priority Tier Number 1 2 3 Tiers Start 0 3 5 End 2 4 99999999 1 2 3 130 1 2 125 55 3 200 125 105 Priority 6 4 2 Priority 5 2 1
3 1
EONIA (EON)
Priority Tier Number 1 2 3 Tiers Start 0 2 7 End 1 6 99999999 1 2 3 805 1 2 255 215 Priority 3 280 190 50
4 3
*EONIA tier structure relates to available monthly expiries
ATTACHMENT C
LONDON SPAN PARAMETERS - STRATEGIES

Logical Commodity Strategy Type Period Type First Month Charge Rate Logical Commodity Strategy Type Period Type First Month Charge Rate
I I I I I I I I I I I I I I I I I I I I I I I I I I I I I I I I I I I I I I I I I I I I I I I I I I I I I I I I I I I I I I I
B B B B B B B B B B B B B B B B B B B B B B B B B B B B B B B B B B B B B B B B B B B B B B B B B B B B B B B B B B B B B B B
M M M Q Q Q Q Q Q Q Q Q Q Q Q Q Q Q Q Q Q S S S S S S S S S S S S S S S S N N N N N N N N N N N N N N Y Y Y Y Y Y Y Y Y Y Y Y
1 2 3 1 2 3 4 5 6 7 8 9 10 11 12 13 14 15 16 17 18 1 2 3 4 5 6 7 8 9 10 11 12 13 14 15 16 1 2 3 4 5 6 7 8 9 10 11 12 13 14 1 2 3 4 5 6 7 8 9 10 11 12
310 300 300 115 40 30 30 30 30 30 30 25 30 30 30 25 30 40 40 40 40 140 65 65 65 65 65 65 65 65 65 65 65 65 65 80 80 150 125 130 115 115 140 105 125 115 100 90 100 90 100 205 200 175 165 190 140 175 155 140 140 155 125
L L L L L L L L L L L L L L L L L L L L L L L L L L L L L L L L L L L L L L L L L L L L L L L L L L L L L L L L L L L L L L
B B B B B B B B B B B B B B B B B B B B B B B B B B B B B B B B B B B B B B B B B B B B B B B B B B B B B B B B B B B B B B
M M Q Q Q Q Q Q Q Q Q Q Q Q Q Q Q Q Q Q S S S S S S S S S S S S S S S S N N N N N N N N N N N N N N Y Y Y Y Y Y Y Y Y Y Y Y
1 2 1 2 3 4 5 6 7 8 9 10 11 12 13 14 15 16 17 18 1 2 3 4 5 6 7 8 9 10 11 12 13 14 15 16 1 2 3 4 5 6 7 8 9 10 11 12 13 14 1 2 3 4 5 6 7 8 9 10 11 12
80 140 90 25 30 30 25 25 30 25 25 25 30 25 30 30 65 40 80 80 80 55 65 40 40 50 40 50 40 50 50 40 65 115 65 155 115 90 65 65 80 65 80 65 65 80 65 130 115 155 165 90 90 90 90 105 90 90 90 90 115 165
ATTACHMENT C
I I I I I I I I I I I I I I I I I I I I I I I I I I I I I I I I I I I I I I I I I I I I I I I I I I
C C C C C C C C C C C C C C C C C C C C C C C C C C C C C C C C C C C C C C C C C C C C C C C C C C
Q Q Q Q Q Q Q Q Q Q Q Q Q Q Q Q Q S S S S S S S S S S S S S S N N N N N N N N N N N Y Y Y Y Y Y Y Y
1 2 3 4 5 6 7 8 9 10 11 12 13 14 15 16 17 1 2 3 4 5 6 7 8 9 10 11 12 13 14 1 2 3 4 5 6 7 8 9 10 11 1 2 3 4 5 6 7 8
115 40 40 40 40 30 30 40 40 40 40 40 40 40 40 55 50 140 115 115 105 90 115 90 105 90 90 80 80 80 80 180 175 175 165 155 165 165 165 150 155 125 230 250 215 200 215 250 200 190
L L L L L L L L L L L L L L L L L L L L L L L L L L L L L L L L L L L L L L L L L L L L L L L L L L
C C C C C C C C C C C C C C C C C C C C C C C C C C C C C C C C C C C C C C C C C C C C C C C C C C
Q Q Q Q Q Q Q Q Q Q Q Q Q Q Q Q Q S S S S S S S S S S S S S S N N N N N N N N N N N Y Y Y Y Y Y Y Y
1 2 3 4 5 6 7 8 9 10 11 12 13 14 15 16 17 1 2 3 4 5 6 7 8 9 10 11 12 13 14 1 2 3 4 5 6 7 8 9 10 11 1 2 3 4 5 6 7 8
90 30 40 30 25 30 30 30 30 30 30 30 30 65 50 80 80 105 65 55 55 55 65 65 55 55 55 65 115 90 130 145 90 90 80 100 100 100 90 105 90 155 165 150 130 140 115 115 90 190
ATTACHMENT C
S S S S S S S S S S S S S S S S S S S
B B B B B B B B B B B B C C C C C C C
Q Q Q Q Q Q S S S S N N Q Q Q Q Q S S
1 2 3 4 5 6 1 2 3 4 1 2 1 2 3 4 5 1 2
105 55 55 55 55 55 155 130 155 105 230 155 105 80 80 75 55 200 130
EON EON EON EON EON EON EON EON EON EON EON EON EON
B B B B B B B C C C C C C
M M M M M M M M M M M M M
1 2 3 4 5 6 7 1 2 3 4 5 6
300 265 125 30 100 115 100 240 175 165 115 55 165
Strategy type B = Butterfly Strategy type C = Condor Period type M = Monthly Period type Q = Quarterly Period type S = Six Monthly Period type N = Nine Monthly Period type Y = Yearly Priority order will be determined automatically (Ordered by Charge Rate, then by first Month, then by Strategy Type).
ATTACHMENT D
BOND AND SHORT TERM INTEREST RATE INTER COMMODITY SPREAD CREDITS
INTERCOMMODITY CHARGE
CONTRACT/SPREAD
CONTRACT CODES
%CREDIT PER LEG
DELTA RATIO
EFFECTIVE DATE
10 YR EUR SWAPNOTE : 5 YR EUR SWAPNOTE EURIBOR (TIER 2) : 5 YR EUR SWAPNOTE LONG GILT : 10 YR EUR SWAPNOTE EURIBOR (TIER 2) : 10 YR EUR SWAPNOTE 2 YR EUR SWAPNOTE : 5 YR EUR SWAPNOTE 5 YR USD SWAPNOTE : 10 YR USD SWAPNOTE 3 Month EONIA : 2 YR EUR SWAPNOTE SHORT STERLING (TIER 2) : LONG GILT EURIBOR (TIER 1) : 2 YR EUR SWAPNOTE 3 Month EONIA : 5 YR EUR SWAPNOTE EURIBOR (TIER 2) : LONG GILT MEDIUM GILT : SHORT STERLING (TIER 2) LONG GILT : 5 YR EUR SWAPNOTE EURIBOR (TIER 2) : 2 YR EUR SWAPNOTE SHORT STERLING (TIER 1) : 3 Month EONIA EURIBOR (TIER 1) : 3 Month EONIA MEDIUM GILT : SHORT STERLING (TIER 1) MEDIUM GILT : LONG GILT 10 YR EUR SWAPNOTE : 2 YR EUR SWAPNOTE EURIBOR (TIER 1) : 5 YR EUR SWAPNOTE SHORT STERLING (TIER 2) : 5 YR EUR SWAPNOTE EURIBOR (TIER 2) : 3 Month EONIA SHORT STERLING (TIER 2) : 3 Month EONIA SHORT STERLING (TIER 1) : 5 YR EUR SWAPNOTE SHORT STERLING (TIER 1) : 2 YR EUR SWAPNOTE SHORT STERLING (TIER 2) : 2 YR EUR SWAPNOTE EURIBOR (TIER 1) : SHORT STERLING (TIER1) 5 YR EUR SWAPNOTE : EUROSWISS 2 YR EUR SWAPNOTE : EUROSWISS 3 Month EONIA : EUROSWISS EURIBOR (TIER 1) : 10 YR EUR SWAPNOTE EONIA (TIER 2) : 3 Month EONIA EONIA (TIER 1) : 3 Month EONIA EURIBOR (TIER 2) : SHORT STERLING (TIER 2) 5 YR USD SWAPNOTE : 10 YR EUR SWAPNOTE 5 YR USD SWAPNOTE : 5 YR EUR SWAPNOTE EURIBOR (TIER 2) : 5 YR USD SWAPNOTE SHORT STERLING (TIER 2) : EUROSWISS EURIBOR (TIER 2) : SHORT STERLING (TIER1) EURIBOR (TIER 1) : SHORT STERLING (TIER 2) SHORT STERLING (TIER 1) : LONG GILT LONG GILT : 2 YR EUR SWAPNOTE EURIBOR (TIER 2) : EUROSWISS EURIBOR (TIER 1) : EUROSWISS SHORT STERLING (TIER 1) : EUROSWISS 2 YR USD SWAPNOTE : 5 YR USD SWAPNOTE SHORT GILT : SHORT STERLING (TIER 2) EURIBOR (TIER 1) : LONG GILT 10 YR USD SWAPNOTE : 5 YR EUR SWAPNOTE 10 YR USD SWAPNOTE : 10 YR EUR SWAPNOTE EONIA (TIER 1) : SHORT STERLING (TIER 2) EONIA (TIER 1) : SHORT STERLING (TIER 1) 2 YR USD SWAPNOTE : 10 YR EUR SWAPNOTE
P-O I2-O R-P I2-P TWS - O USO - USP EO3 - TWS L2-R I 1 - TWS EO3 - O I2-R H-L2 R-O I 2 - TWS L 1 - EO3 I 1 - EO3 H-L1 H-R P - TWS I1-O L2-O I 2 - EO3 L 2 - EO3 L1-O L 1 - TWS L 2 - TWS I1-L1 O-S TWS - S EO3 - S I1-P EON 2 - EO3 EON 1 - EO3 I2-L2 USO - P USO - O I 2 - USO L2-S I2-L1 I1-L2 L1-R R - TWS I2-S I1-S L1-S USW - USO G-L2 I1-R USP - O USP - P EON 1 - L 2 EON 1 - L 1 USW - P
80 80 80 75 75 75 75 75 75 75 75 75 75 70 70 70 70 70 65 65 65 65 65 65 65 65 65 65 65 65 60 60 60 60 60 60 60 60 60 60 60 60 60 60 60 55 55 55 55 55 55 55 55
9:16 9:5 2:3 3:1 9:4 5:3 4:5 22:3 4:5 9:5 6:1 3:11 3:8 4:5 4:3 1:1 3:11 2:1 1:4 9:5 12:5 1:1 4:3 12:5 16:15 16:15 3:4 10:27 5:6 2:3 3:1 1:1 1:1 3:4 5:3 15:16 9:5 8:9 3:4 3:4 22:3 1:6 2:3 2:3 8:9 6:5 5:7 6:1 9:16 1:1 3:4 3:4 2:1
7/26/2012 8/8/2011 7/26/2012 7/26/2012 7/26/2012 2/24/2012 7/26/2012 7/26/2012 7/26/2012 7/26/2012 7/26/2012 7/26/2012 7/26/2012 7/26/2012 7/26/2012 7/26/2012 7/26/2012 7/26/2012 7/26/2012 7/26/2012 7/26/2012 2/24/2012 2/24/2012 7/26/2012 7/26/2012 7/26/2012 7/26/2012 7/26/2012 7/26/2012 7/26/2012 7/26/2012 2/24/2012 2/24/2012 2/24/2012 2/24/2012 2/24/2012 2/24/2012 7/26/2012 7/26/2012 7/26/2012 7/26/2012 7/26/2012 7/26/2012 7/26/2012 7/26/2012 2/24/2012 2/24/2012 2/24/2012 8/8/2011 8/8/2011 8/8/2011 8/8/2011 2/24/2012
ATTACHMENT D 10 YR USD SWAPNOTE : LONG GILT EURIBOR (TIER 2) : 2 YR USD SWAPNOTE 2 YR USD SWAPNOTE : 2 YR EUR SWAPNOTE 5 YR USD SWAPNOTE : 2 YR EUR SWAPNOTE 2 YR USD SWAPNOTE : 5 YR EUR SWAPNOTE SHORT STERLING (TIER 2) : 5 YR USD SWAPNOTE SHORT GILT : LONG GILT EURIBOR (TIER 1) : 5 YR USD SWAPNOTE 10 YR USD SWAPNOTE : 2 YR EUR SWAPNOTE EURIBOR (TIER 1) : 2 YR USD SWAPNOTE SHORT STERLING (TIER 2) : 2 YR USD SWAPNOTE SHORT STERLING (TIER 1) : 2 YR USD SWAPNOTE SHORT GILT : SHORT STERLING (TIER 1) EONIA (TIER2) : 5 YR EUR SWAPNOTE EONIA (TIER 1): 5 YR EUR SWAPNOTE EONIA (TIER 2) : EURIBOR (TIER 1) EONIA (TIER 2) : EURIBOR (TIER 2) EONIA (TIER 1) : EURIBOR (TIER 2) EONIA (TIER 1) : EURIBOR (TIER 1) EONIA (TIER 1): 2 YR EUR SWAPNOTE EONIA (TIER2) : 2 YR EUR SWAPNOTE EONIA (TIER 1) : EUROSWISS EONIA (TIER 2) : EUROSWISS 5 YR USD SWAPNOTE : LONG GILT SHORT STERLING (TIER 1) : 5 YR USD SWAPNOTE SHORT GILT : MEDIUM GILT 2 YR USD SWAPNOTE : 10 YR USD SWAPNOTE EONIA (TIER 2) : SHORT STERLING (TIER 2) 2 YR USD SWAPNOTE : LONG GILT EONIA (TIER 2) : SHORT STERLING (TIER 1) 2 YR USD SWAPNOTE : EUROSWISS 5 YR USD SWAPNOTE : EUROSWISS USP - R I 2 - USW USW - TWS USO - TWS USW - O L 2 - USO G-R I 1 - USO USP - TWS I 1 - USW L 2 - USW L 1 - USW G-L1 EON 2 - O EON 1 - O EON 2 - I 1 EON 2 - I 2 EON 1 - I 2 EON 1 - I 1 EON 1 - TWS EON 2 - TWS EON 1 - S EON 2 - S USO - R L 1 - USO G-H USW - USP EON 2 - L 2 USW - R EON 2 - L 1 USW - S USO - S 55 55 55 55 55 55 50 50 50 50 50 50 45 45 45 45 45 45 45 45 45 45 45 45 45 40 40 40 40 35 35 30 3:2 3:2 1:2 5:12 9:8 12:5 21:4 9:5 1:4 3:2 2:1 2:1 5:7 9:5 9:5 1:1 1:1 1:1 1:1 4:5 4:5 2:3 2:3 5:2 12:5 13:5 2:1 3:4 3:1 3:4 4:9 10:27 2/24/2012 2/24/2012 2/24/2012 2/24/2012 2/24/2012 2/24/2012 7/26/2012 2/24/2012 2/24/2012 2/24/2012 2/24/2012 2/24/2012 7/26/2012 2/24/2012 2/24/2012 2/24/2012 2/24/2012 2/24/2012 2/24/2012 8/8/2011 8/8/2011 5/5/2011 5/5/2011 2/24/2012 2/24/2012 7/26/2012 2/24/2012 2/24/2012 2/24/2012 2/24/2012 2/24/2012 2/24/2012
Note:
Spreads listed in order of priority. For Euribor and Short Sterling, Tier 1 is up to and including 8th Quarterly expiry. Tier 2 is from 9th Quarterly expiry onwards. For EONIA Tier 1 is 1st expiry. Tier 2 is all remaining expiries.
ATTACHMENT E
LONDON SPAN PARAMETERS FOR INDEX FUTURES AND OPTIONS

(per lot) Contract Contract Code Scanning Risk (per lot) Intermonth Spread Charge** % Volatility Change Short Option Minimum Charge Spot Month Charge Method 1 Date Effective From
Z FTSE 100 UKX
GBP3,000
GBP35
5/28/2012
GBP3,000
GBP35
25
GBP10
5/28/2012
FTSE100 Dividend Index Future RDSA Withholding FTSE 100 Declared Dividend Index Future FTSE 100 Total Return Declared Dividend Index FTSE Mid 250 Eurotop 100 FTSEurofirst 80 FTSEurofirst 100 CAC 40 AEX BEL20 PSI 20 MSCI AC Far East ex Japan MSCI EM Asia MSCI BRIC Index Future MSCI EM EMEA MSCI Emerging Markets (EM) MSCI EM Lat Am MSCI Brazil MSCI Mexico MSCI EAFE MSCI Europe MSCI KOKUSAI I MSCI World MSCI Hong Kong MSCI Japan MSCI All Countries Asia Ex Japan
XZ YZ ZTR Y Q EFE EFP CCI AXI BLI PSX MCA MCB MCC MCZ MCQ MCF MCG MCH MCI MCJ MCK MCN MCM MCO MCR
GBP100 GBP161 GBP3,000 GBP5,500 EUR2,200 EUR2,600 EUR2,200 EUR2,500 EUR4,100 EUR1,550 EUR550 USD2,000 USD2,250 USD2,800 USD2,700 USD2,200 USD3,800 USD4,200 USD4,050 USD2,000 USD2,800 USD2,000 USD1,400 USD2,000 USD2,000 USD1,600
GBP 80 GBP 110 GBP 35 GBP135 EUR40 EUR65 EUR65 EUR500 EUR220 EUR160 EUR170 USD35 USD50 USD60 USD40 USD45 USD70 USD75 USD70 USD45 USD55 USD45 USD45 USD45 USD50 USD40
* * * 25 * 25 25 25 25 25 25 * * * * * * * * * * * * * * * EUR10 EUR10 EUR10 EUR10 EUR10 EUR10 GBP10
1 1 1 1 1 1 1 1
1
7/5/2012 1/17/2012 5/28/2012 5/28/2012 5/28/2012 4/10/2012 4/10/2012 6/20/2012 6/20/2012 6/20/2012 4/23/2012 7/5/2012 7/5/2012 7/5/2012 7/5/2012 5/28/2012 5/28/2012 5/28/2012 7/5/2012 5/28/2012 5/28/2012 7/5/2012 7/5/2012 7/5/2012 7/5/2012 7/5/2012
1 1 1 1 1 1 1 1 1 1 1 1 1 1 1 1
ATTACHMENT E
MSCI Europe Ex Switzerland Index Futures MSCI Europe Ex UK Index Futures MSCI Canada Index Futures MSCI Pacific ex Japan Index Futures MSCI USA Index Futures MSCI India Index Futures MSCI AC Asia Pacific Ex Japan Futures MSCI Emerging Markets Net TR EUR Index Future MSCI Europe Net Total Return EUR Index Future MSCI World Net Total Return EUR Index Future MSCI KOKUSAI Gross TR USD Index Futures MSCI World Consumer Disc NTR USD Index Futures MSCI World Consumer Stap NTR USD Index Futures MSCI World Energy Net TR USD Index Futures MSCI World Financials Net TR USD Index Futures MSCI World Health Care Net TR USD Index Futures MSCI World Industrials Net TR USD Index Futures MSCI World IT Net TR USD Index Futures MSCI World Materials Net TR USD Index Futures MSCI World Telecom Net TR USD Index Futures MSCI World Utilities Net TR USD Index Futures MSCI Canada Net TR EUR Index Futures MSCI India Net TR EUR Index Futures MSCI South Africa Net TR EUR Index Futures MSCI USA Net TR EUR Index Futures MSCI South Africa Net TR USD Index Futures Topix Index Futures
MSW MKE MDA MPJ MCV MII MAK MSM MPE MLW MKO MWG MWB MWE MWN MWO MWI MWV MWM MWT MWW MDB MIN MSE MCU MSA TPI
USD3,240 USD2,800 USD2,700 USD2,500 USD1,700 USD2,700 USD1,500 EUR2,430 EUR540 EUR600 USD2,835 USD586 USD600 USD1,800 USD550 USD500 USD900 USD432 USD1,900 USD300 USD550 EUR1,450 EUR4,200 EUR2,300 EUR370 USD2,300 JPY500,000
USD50 USD45 USD55 USD50 USD40 USD55 USD40 EUR70 EUR25 EUR25 USD60 USD15 USD25 USD30 USD10 USD15 USD15 USD10 USD25 USD10 USD20 EUR34 EUR98 EUR54 EUR9 USD54 JPY5,000
* * * * * * * * * * * * * * * * * * * * * * * * * * *
1 1 1 1 1 1 1 1 1 1 1 1 1 1 1 1 1 1 1 1 1 1 1 1 1 1 1
7/5/2012 7/5/2012 7/5/2012 5/28/2012 4/23/2012 7/5/2012 5/28/2012 7/5/2012 7/5/2012 4/23/2012 7/5/2012 7/5/2012 7/5/2012 5/28/2012 5/28/2012 5/28/2012 5/28/2012 7/5/2012 5/28/2012 5/28/2012 7/5/2012 5/11/2012 5/11/2012 5/11/2012 5/23/2012 5/11/2012 12/21/2011
Note: * Options are not available on these Contracts
ATTACHMENT F
INTER-CONTRACT SPREAD CREDITS/CHARGES FOR INDEX FUTURES AND OPTIONS Priority 1 2 3 4 5 6 7 8 9 10 11 12 13 14 15 16 17 18 19 20 21 22 23 24 25 26 27 28 29 30 31 32 33 34 35 36 FTSE 100 Options : FTSE 100 Futures FTSEurofirst 80 Options : FTSEurofirst 80 Futures FTSEurofirst 100 Options : FTSEurofirst 100 Futures CAC 40 Options : CAC 40 Futures AEX Options : AEX Futures BEL 20 Options : BEL20 Futures FTSE 250 Options : FTSE 250 Futures PSI 20 Options : PSI 20 Futures MSCI Europe Index Future (MCJ) : MSCI Europe Ex UK Index Futures (MKE) MSCI AC Far East ex Japan Index Future (MCA) : MSCI All Countries Asia Ex Japan (MCR) MSCI EM Asia Index Future (MCB) : MSCI Emerging Markets (EM) Index Future (MCQ) FTSEurofirst 100 Portfolio (EFP) : FTSEurofirst 80 Portfolio (EFE) Contract/Spread Contract Codes
UKX - Z EFE - EFE EFP - EFP CCI - CCI AXI - AXI BLI - BLI Y-Y PSX - PSX MCJ - MKE MCA - MCR MCB - MCQ EFP - EFE
Delta Ratio 1:1 1:1 1:1 1:1 1:1 1:1 1:1 1:1 1:1 1:1 1:1 1:1 1:1 1:1 1:2 1:1 1:1 1:1 1:1 1:1 1:1 1:1 1:1 1:1 1:1 1:1 20:1 2:1 2:1 2:1 1:1 20:1 20:1 1:20 20:1 20:1
Credit Method 2 2 2 2 2 2 2 2 1 1 1 1 1 1 1 1 1 1 1 1 1 1 1 1 1 1 1 1 1 1 1 1 1 1 1 1
% Credit (per leg) 95 85 85 85 85 80 80 75 75 75 70 70 70 70 65 65 65 65 65 60 60 50 50 50 45 40 40 40
InterCommodity Charge GBP100 EUR100 EUR100 EUR100 EUR100 EUR100 EUR100 EUR100 -
Date Effective 3/30/1998 6/23/2003 6/23/2003 10/24/2005 10/24/2005 10/24/2005 7/7/2008 7/7/2008 7/5/2012 2/24/2012 7/5/2012 7/5/2012 7/5/2012 2/24/2012 7/5/2012 4/23/2012 7/13/2011 7/5/2012 1/17/2012 4/23/2012 7/5/2012 7/5/2012 7/5/2012 7/5/2012 4/23/2012 7/5/2012 7/5/2012 7/5/2012 7/5/2012 7/5/2012 10/25/2011 7/5/2012 7/5/2012 1/17/2012 7/5/2012 7/13/2011
MSCI Emerging Markets (EM) Index Future (MCQ) : MSCI Emerging Markets Net TR EUR Index Future (MSM) MCQ - MSM MSCI AC Asia Pacific Ex Japan Futures (MAK) : MSCI Pacific ex Japan Index Futures (MPJ) MSCI World Index Future (MCN) : MSCI World Net Total Return EUR Index Future (MLW) MSCI BRIC Index Future (MCC) : MSCI Europe Index Future (MCJ) CAC 40 Portfolio (CCI) : BEL 20 Portfolio (BLI) MSCI World Index Future (MCN) : MSCI Europe Index Future (MCJ) FTSEurofirst 80 Portfolio (EFE) : CAC 40 Portfolio (CCI) MSCI BRIC Index Future (MCC) : MSCI World Index Future (MCN) FTSE 100 Portfolio (Z, UKX) : BEL 20 Portfolio (BLI) FTSEurofirst 100 Portfolio (EFP) : FTSE 100 Portfolio (Z, UKX) FTSEurofirst 100 Portfolio (EFP) : CAC 40 Portfolio (CCI) MSCI Emerging Markets (EM) Index Future (MCQ) : MSCI India Index Futures (MII) FTSE 100 Portfolio (Z, UKX) : FTSE Mid 250 (Y) FTSEurofirst 80 Portfolio (EFE) : FTSE 100 Portfolio (Z, UKX) CAC 40 Portfolio (CCI) : AEX Portfolio (AXI) FTSEurofirst 80 Portfolio (EFE) : FTSE Eurotop 100 (Q) FTSE 100 Portfolio (Z, UKX) : FTSE Eurotop 100 (Q) FTSEurofirst 100 Portfolio (EFP) : FTSE Eurotop 100 (Q) FTSE100 Dividend Index Future RDSA Withholding : FTSE 100 Declared Dividend Index Future FTSE 100 Portfolio (Z, UKX) : AEX Portfolio (AXI) FTSE 100 Portfolio (Z, UKX) : CAC 40 Portfolio (CCI) AEX Portfolio (AXI) : BEL 20 Portfolio (BLI) FTSEurofirst 100 Portfolio (EFP) : AEX Portfolio (AXI) FTSEurofirst 80 Portfolio (EFE) : AEX Portfolio (AXI)
MAK - MPJ MCN - MLW MCC - MCJ CCI - BLI MCN - MCJ EFE - CCI MCC - MCN Z - BLI EFP - Z EFP - CCI MCQ - MII Z-Y EFE - Z CCI - AXI EFE - Q Z-Q EFP - Q XZ - YZ Z - AXI Z - CCI AXI - BLI EFP - AXI EFE - AXI
ATTACHMENT G
LONDON SPAN PARAMETERS FOR EQUITIES (per share)

American Style Cash Settled
n/a n/a n/a n/a n/a ABU CYU ZBW n/a n/a ACU LJW n/a n/a n/a QFU n/a QVU n/a n/a n/a FKU n/a n/a n/a BAU QJU n/a n/a n/a AFU n/a n/a AHW AHU AIU AQW n/a n/a AKW AKU n/a n/a n/a AJW n/a n/a ZWU ALU XBM n/a
Flexible Contracts European Style Cash Settled

AAB n/a LYJ n/a n/a ABJ CYJ ZBB n/a OUC ACJ LJB LJB OGC n/a QFJ ADB QVJ n/a n/a n/a FKJ n/a ASB n/a BAJ QJJ JLJ n/a n/a AFJ n/a n/a AHB AHJ AIJ AQB JGJ AJC AKR AKJ DGC n/a n/a AJB n/a n/a ZWJ ALJ XBC n/a
Futures Cash Settled

AAF n/a LYY AAG AB5 ABY CYY ZBY n/a OUY ACY LJY CUD OGF UIF QFY ADF QVY ZWF ADD AID FKY AED ASD AQG BAD QJY JLY AGU AG8 AFY AG6 AGV AHD AHY AIY AQD JGY AJF AUD AKY DGF DHD ALA AJD AOY n/a ZWY ALY XBF AMD
Standard Contracts Future Code

n/a n/a n/a n/a n/a n/a n/a n/a WLH n/a n/a n/a n/a n/a n/a n/a n/a n/a n/a n/a n/a n/a n/a n/a n/a n/a n/a n/a AGK n/a n/a n/a n/a n/a AHL n/a n/a n/a n/a n/a AKZ n/a n/a n/a n/a n/a ALH n/a n/a n/a n/a
Contract Name
Home Retail Group plc Aberdeen Asset Management PLC Apple Inc ASOS PLC Air Berlin ABB Ltd Abertis Infraestructuras SA Associated British Foods Abengoa SA Abbott Laboratories Credit Agricole SA Acciona SA ACEA SpA ACE Ltd Acanthe Developpement SA Acerinox SA American Capital Ltd Adecco SA Astaldi SpA Admiral Group PLC Aeroports de Paris Adidas-Salomon AG Aker ASA A2A SpA American Electric Power Co Inc BAE Systems plc AGFA-Gevaert NV Altria Group Inc Aggreko Agnico-Eagle Mines Ltd Aggreko Agrium Inc Aegis Group Anglo American plc Koninklijke Ahold NV Air Liquide Air France-KLM American Internation Group Inc Huntington Bancshares Inc Arkema Akzo Nobel NV Allergan INC Corp Financiera Alba Alten Alfa Laval AB Alliance Oil Company Ltd Laboratorios Almirall SA Alstom Allianz AG AMG NV Anadarko Petroleum Corp
Logical Code
AA AAM AAP AAZ AB0 ABB ABE ABF ABG ABT ACA ACC ACE ACL ACN ACR AD ADC ADI ADM ADP ADS AE AEM AEP AER AGE AGI AGK AGM AGN AGR AGS AHA AHL AI AIF AIG AJ AKE AKZ AL ALB ALE ALF ALI ALM ALS ALV AM AMA
Physical Settled
AAO n/a LYQ n/a n/a ABQ CYQ ZBO n/a OUT ACQ LJO n/a OGT n/a QFQ ADO QVQ n/a n/a n/a FKQ n/a ASO n/a BAQ QJQ JLQ n/a n/a AFQ n/a n/a AHO AHQ AIQ AQO JGQ AJT AKO AKQ DGT n/a n/a AJO n/a n/a ZWQ ALQ XBT n/a
Physical Settled
AAV n/a LYX n/a n/a ABX CYX ZBV n/a OUN ACX LJV n/a OGN n/a QFX ADV QVX n/a n/a n/a FKX n/a ASV n/a BAX QJX JLX n/a n/a AFX n/a n/a AHV AHX AIX AQV JGX AJN AKI AKX DGN n/a n/a AJV n/a n/a ZWX ALX XBN n/a
Physical Settled
AAK ZZG LYZ n/a AB6 ABZ CYZ n/a WLD OUZ ACZ LJZ CUH OGK UIK QFZ ADK QVZ ZWK n/a AIH FKZ AEH ASH AQP n/a QJZ JLZ n/a AG9 AFZ AG7 n/a n/a AHZ AIZ AQH JGZ AJK AUH AKH DGK DHH ALR AJH AOZ ALD ZWZ ALZ XBK AMH
Equity Option
n/a n/a n/a n/a n/a n/a n/a ABR n/a n/a n/a n/a n/a n/a n/a n/a n/a n/a n/a ADG n/a n/a n/a n/a n/a AER n/a n/a n/a n/a n/a n/a n/a AHA n/a n/a n/a n/a n/a n/a n/a n/a n/a n/a n/a n/a n/a n/a n/a n/a n/a
Currency
USD GBP USD GBP EUR CHF EUR GBP EUR USD EUR EUR EUR USD EUR EUR USD CHF EUR GBP EUR EUR NOK EUR USD GBP EUR USD GBP USD EUR USD GBP GBP EUR EUR EUR USD USD EUR EUR USD EUR EUR SEK SEK EUR EUR EUR EUR USD
SPAN Parameters Scanning Intermonth Range (per Spread Volatility share) Charge Charge
1.42 0.14 23.63 1.88 0.35 1.60 0.98 0.48 1.52 1.53 0.80 5.37 0.51 4.07 0.18 0.84 0.70 5.60 0.66 1.84 3.51 3.11 23.50 0.08 1.62 0.21 0.41 1.37 1.65 3.70 0.52 5.50 0.10 2.40 0.76 4.34 0.59 3.01 0.51 9.36 3.12 4.85 2.93 2.00 10.67 8.47 0.58 3.84 6.50 1.29 7.08 0.02 0.01 0.19 0.02 0.01 0.05 0.01 0.01 0.02 0.02 0.03 0.05 0.01 0.04 0.01 0.01 0.01 0.05 0.01 0.02 0.03 0.03 0.19 0.01 0.02 0.01 0.01 0.02 0.02 0.04 0.01 0.06 0.01 0.07 0.01 0.12 0.02 0.03 0.01 0.08 0.03 0.04 0.03 0.05 0.09 0.07 0.02 0.04 0.07 0.02 0.06 40 40 40 n/a n/a 40 40 40 n/a 40 40 40 40 40 n/a 40 40 40 n/a 30 n/a 40 n/a 40 n/a 30 40 40 n/a n/a 40 n/a n/a 30 40 40 40 40 40 40 40 40 n/a n/a 40 n/a n/a 40 40 40 n/a
Effective Date
2/24/2012 2/24/2012 2/24/2012 2/24/2012 3/23/2012 2/24/2012 2/24/2012 2/24/2012 2/24/2012 2/24/2012 4/16/2012 2/24/2012 2/24/2012 2/24/2012 2/24/2012 2/24/2012 2/24/2012 2/24/2012 2/24/2012 2/24/2012 2/24/2012 2/24/2012 2/24/2012 2/24/2012 2/24/2012 2/24/2012 2/24/2012 2/24/2012 6/26/2012 4/12/2012 2/24/2012 4/12/2012 6/26/2012 2/24/2012 5/28/2012 6/25/2012 4/16/2012 2/24/2012 2/24/2012 2/24/2012 2/24/2012 2/24/2012 2/24/2012 5/28/2012 10/17/2011 2/24/2012 4/16/2012 2/24/2012 5/28/2012 2/24/2012 2/24/2012
ATTACHMENT G

n/a n/a n/a n/a n/a n/a n/a n/a n/a n/a n/a n/a KFU n/a AAW n/a n/a APE n/a AR1 n/a WEW MWU n/a FDU n/a LRU n/a ACW ATU n/a n/a YKU TFM n/a n/a n/a n/a BYU n/a CJU n/a n/a n/a n/a AZU BA1 n/a n/a BJU n/a

n/a n/a JVC n/a n/a n/a n/a TTB ANC n/a n/a n/a KFJ n/a AAC n/a n/a APR AQC AR3 n/a WEB MWJ ASC FDJ n/a LRJ n/a ACB ATJ n/a n/a YKJ TFC AUJ n/a n/a AWC BYJ n/a CJJ n/a n/a n/a n/a AZJ BA3 n/a n/a BJJ n/a

AMT RUG JVY AMU MGF MVF AM5 TTD ANF LQY ZAF STY KFY ZTY ACF APD ASG AHG AQF ARD ARV WEF MWY ASF FDY OHF LRY ATD ACD ATY ACG QID YKY AAD AUY AUP AGY AWF BYY AXD CJY OMD ANY GYD AZD AZY BA5 WLF BRD BJY BVD

n/a n/a n/a n/a n/a n/a n/a n/a n/a n/a n/a n/a n/a n/a n/a n/a n/a n/a n/a n/a n/a n/a n/a n/a ASL n/a n/a n/a n/a n/a n/a n/a n/a n/a AUT n/a n/a n/a n/a n/a n/a n/a n/a n/a n/a n/a n/a n/a n/a n/a n/a
Contract Name
Logical Code
Physical Settled
n/a n/a JVT n/a n/a n/a n/a TTO ANO n/a n/a n/a KFQ n/a AAT n/a n/a APA AQT AR2 n/a WEO MWQ AST FDQ n/a LRQ n/a ACO ATQ n/a n/a YKQ TFT AUQ n/a n/a AWT BYQ n/a CJQ n/a n/a n/a n/a AZQ BA2 n/a n/a BJQ n/a
Physical Settled
n/a n/a JVN n/a n/a n/a n/a TTV ANN n/a n/a n/a KFX n/a AAN n/a n/a API AQN AR4 n/a WEV MWX ASN FDX n/a LRX n/a ACV ATX n/a n/a YKX TFN AUX n/a n/a AWN BYX n/a CJX n/a n/a n/a n/a AZX BA4 n/a n/a BJX n/a
Physical Settled
n/a RUP JVZ n/a MGK MVK AM6 TTH ANK LQZ ZAK STZ n/a ZTZ ACK APH ADH AHP AQK ARH ART WEK n/a ASK FDZ OHK LRZ ATH ACH ATZ ACP QIH YKZ AAH AUZ AUU AGZ AWK n/a AXH CJZ OMH ANZ GYH AZH n/a BA6 WLK n/a BJZ BVH
Equity Option
n/a n/a n/a n/a n/a n/a n/a n/a n/a n/a n/a n/a ATT n/a n/a n/a n/a n/a n/a n/a n/a n/a ARM n/a n/a n/a n/a n/a n/a n/a n/a n/a n/a n/a n/a n/a n/a n/a AWS n/a n/a n/a n/a n/a n/a AZA n/a n/a n/a n/a n/a
Currency
GBP USD USD GBP USD EUR EUR USD USD EUR USD EUR GBP USD EUR SEK USD EUR USD EUR EUR EUR GBP USD EUR USD SEK EUR EUR SEK USD EUR CHF USD EUR USD EUR USD GBP NOK EUR EUR EUR NOK EUR GBP CHF EUR EUR EUR EUR
0.82 6.66 3.22 0.29 2.11 0.36 0.82 23.12 2.01 2.18 3.16 0.70 1.56 2.33 3.22 12.10 7.76 1.88 2.21 3.30 2.91 1.70 0.50 5.72 1.89 1.68 11.88 0.12 3.33 14.41 5.13 0.68 3.00 6.00 1.12 1.10 5.79 5.28 0.22 9.00 1.50 3.95 2.36 17.00 0.88 1.68 2.40 4.78 0.05 4.00 0.17 0.01 0.06 0.03 0.01 0.02 0.01 0.03 0.19 0.02 0.06 0.03 0.01 0.05 0.02 0.03 0.10 0.07 0.02 0.02 0.08 0.03 0.02 0.02 0.05 0.06 0.02 0.10 0.01 0.03 0.12 0.05 0.01 0.03 0.05 0.01 0.01 0.05 0.05 0.01 0.08 0.02 0.04 0.02 0.14 0.01 0.05 0.02 0.04 0.01 0.11 0.01 n/a n/a 40 n/a n/a n/a n/a 40 40 n/a n/a n/a 40 n/a 40 n/a n/a n/a 40 40 n/a 40 40 40 40 n/a 40 n/a 40 40 n/a n/a 40 n/a 40 n/a n/a 40 40 n/a 40 n/a n/a n/a n/a 30 n/a n/a n/a 40 n/a
Effective Date
6/26/2012 2/24/2012 2/24/2012 6/26/2012 2/24/2012 2/24/2012 4/16/2012 2/24/2012 2/24/2012 4/23/2012 2/24/2012 2/24/2012 2/24/2012 2/24/2012 2/24/2012 2/24/2012 2/24/2012 2/24/2012 2/24/2012 3/23/2012 2/24/2012 2/24/2012 4/16/2012 2/24/2012 2/24/2012 2/24/2012 2/24/2012 10/17/2011 2/24/2012 2/24/2012 8/26/2011 2/24/2012 2/24/2012 2/24/2012 2/24/2012 5/11/2012 2/24/2012 2/24/2012 2/24/2012 2/24/2012 5/28/2012 2/24/2012 2/24/2012 2/24/2012 2/24/2012 2/24/2012 2/20/2012 2/24/2012 7/21/2011 4/16/2012 2/24/2012
Amec AME Ameriprise Financial Inc AMF Amgen AMG Amlin AML Ameren Corp AMM Amplifon SpA AMP Amadeus IT Holding SA AMS Amazon.Com Inc AMZ Gannett Co Inc AN Andritz AG AND AON Corp ANP Ansaldo STS SpA ANS Antofagasta ANT Time Warner AOL Accor SA AOO Atlas Copco AB-B AP Air Products & Chemicals Inc APM Aperam APZ Leggett & Platt Inc AQ Aareal Bank AG AR Aurubis AG ARB Arcadis N.V ARC ARM Holdings ARM M&T Bank Corp AS ASML Holding NV ASL Aspen Insurance Holdings Ltd ASP Assa Abloy AB ASS Altri SGPS AT Atos AT0 Atlas Copco AB A shares ATA American Tower Corp ATC Autogrill SPA ATG Actelion Ltd ATL AO Tatneft ATO Atlantic SpA ATS Aurico Gold Inc AUL Ackermans & Van Haaren AVH Eastman Chemical Co AW International Consolidated Airlines Group SAAWS Aker Solutions ASA AX AXA SA AXA Axel Springer AG AXE Aixtron SE AXT Subsea 7 SA AY Azimut Holding SpA AZ AstraZeneca plc AZA Julius Baer Gruppe BAB Bauer AG BAE Bank of Ireland BAN BASF AG BAS Banco de Valencia SA BAV
ATTACHMENT G

n/a n/a BBU n/a n/a n/a n/a n/a n/a n/a DLU n/a VWM n/a n/a BGU n/a n/a BUW n/a n/a n/a n/a n/a n/a n/a UZU BLW n/a BEU XBW BHU BXW KPW n/a BMU BKU BNU n/a n/a n/a n/a n/a n/a n/a n/a UBW BPU n/a n/a n/a

n/a n/a BBJ n/a n/a n/a n/a n/a n/a n/a DLJ n/a VWC n/a n/a BGJ n/a n/a BUB n/a JIC BIJ n/a BJC n/a n/a UZJ BLB n/a BEJ XBB BHJ BXB KPB n/a BMJ BKJ BNJ n/a n/a n/a n/a n/a KDJ n/a n/a UBB BPJ n/a FRJ UWJ

NDF BA7 BBD YXY BAF BBE BCD BOG BCH BDW DLY BMF VWY AYD YBY GEY BKG BHD BUG BDG JIY BIY IOF BJF BNG BKE UZY BLD n/a BEY XBY BHY BXD KPD EWD BMD BKY BNY BN8 BLF BNB BNM BKD KDY LVY BO8 UBD BPY BWG FRY UWY

n/a n/a n/a n/a n/a n/a n/a n/a n/a n/a n/a n/a n/a n/a n/a n/a n/a n/a n/a n/a n/a n/a n/a n/a n/a n/a n/a n/a n/a n/a n/a n/a n/a n/a n/a n/a n/a n/a n/a n/a n/a n/a n/a n/a n/a n/a n/a n/a n/a n/a n/a
Contract Name
Societe BIC SA Barry Callebaut AG Barclays plc Banco BPI SA Baywa-Bayerische Warenvermit Balfour Beatty BRE Bank SA Broadcom Corp BCE Inc Barratt Developments Beiersdorf AG Befimmo S.C.A. Bekaert SA NV Beni Stabili SpA Banco Espirito Santo SA BG Group plc Booker Group Bank BPH Brunel International NV Babcock International Group Biogen Idec Inc Intesa Sanpaolo SpA Biomerieux Boston Properties Inc Bankia SA Berkeley Group Holdings Bankinter SA Boliden AB Balda AG Belgacom SA British Land Co BHP Billiton plc
Logical Code
BB BBB BBL BBP BBW BBY BC BCC BCE BDE BDF BEF BEK BEN BES BGG BGP BH BI BIG BII BIN BIO BJ BKI BKL BKT BL BLA BLG BLN BLT BME BMG BMM BMW BN BNP BNS BNT BNW BNZ BO BOA BOE BOM BOS BP BPE BPL BPM
Physical Settled
n/a n/a BBQ n/a n/a n/a n/a n/a n/a n/a DLQ n/a VWT n/a n/a BGQ n/a n/a BUO n/a JIT BIQ n/a BJT n/a n/a UZQ BLO n/a BEQ XBO BHQ BXG KPC n/a BMQ BKQ BNQ n/a n/a n/a n/a n/a KDQ n/a n/a UBO BPQ n/a FRQ UWQ
Physical Settled
n/a n/a BBX n/a n/a n/a n/a n/a n/a n/a DLX n/a VWM n/a n/a BGX n/a n/a BUV n/a JIN BIX n/a BJN n/a n/a UZX BLV n/a BEX XBV BHX BXV KPV n/a BMX BKX BNX n/a n/a n/a n/a n/a KDX n/a n/a UBV BPX n/a FRX UWX
Physical Settled
NDK BA8 n/a YXZ BAK n/a n/a BOP BCW n/a DLZ BMK VWZ AYH YBZ n/a n/a n/a BUP n/a JIZ BIZ IOK BJK BKP n/a UZZ BLH BLL BEZ n/a n/a BXH KPH EWH BMZ BKZ BNH BN9 BLK BNV n/a n/a KDZ LVZ BO9 UBH n/a BWP FRZ UWZ
Equity Option
n/a n/a BBL n/a n/a n/a n/a n/a n/a n/a n/a n/a n/a n/a n/a BGG n/a n/a n/a n/a n/a n/a n/a n/a n/a n/a n/a n/a n/a n/a BLC BLT n/a n/a n/a n/a n/a n/a n/a n/a n/a n/a n/a n/a n/a n/a n/a BP n/a n/a n/a
Currency
EUR CHF GBP EUR EUR GBP PLN USD USD GBP EUR EUR EUR EUR EUR GBP GBP PLN EUR GBP USD EUR EUR USD EUR GBP EUR SEK EUR EUR GBP GBP EUR EUR EUR EUR EUR EUR USD EUR EUR GBP EUR USD USD USD EUR GBP EUR EUR EUR
4.15 40.20 0.25 0.11 1.74 0.24 36.00 2.78 1.19 0.14 2.18 3.47 5.20 0.07 0.21 0.88 0.06 10.00 3.50 0.44 9.43 0.21 4.79 5.64 0.49 1.03 0.37 15.02 1.30 1.29 0.35 1.80 1.50 0.41 3.38 5.76 3.04 6.00 3.70 1.04 6.10 0.68 0.05 0.97 5.77 2.40 1.98 0.26 1.02 0.42 0.26 0.04 0.93 0.01 0.01 0.02 0.01 0.29 0.03 0.01 0.01 0.02 0.03 0.05 0.01 0.01 0.03 0.01 0.08 0.03 0.01 0.08 0.01 0.04 0.05 0.01 0.01 0.01 0.12 0.03 0.04 0.01 0.05 0.02 0.01 0.03 0.05 0.04 0.17 0.04 0.01 0.14 0.01 0.01 0.01 0.05 0.03 0.02 0.01 0.01 0.01 0.01 n/a n/a 30 40 n/a n/a n/a n/a n/a 40 40 n/a n/a n/a 40 30 n/a n/a 40 n/a 40 40 40 40 n/a n/a 40 40 n/a 40 40 30 40 40 n/a 40 40 40 n/a n/a n/a n/a n/a 40 n/a n/a 40 30 n/a 40 40
Effective Date
2/24/2012 3/23/2012 5/28/2012 8/16/2011 2/24/2012 6/26/2012 2/24/2012 2/24/2012 2/24/2012 6/26/2012 2/24/2012 2/24/2012 2/24/2012 2/24/2012 4/16/2012 4/16/2012 10/17/2011 2/24/2012 2/24/2012 2/24/2012 2/24/2012 4/16/2012 2/24/2012 2/24/2012 2/24/2012 6/26/2012 2/24/2012 2/24/2012 5/28/2012 2/24/2012 2/24/2012 4/16/2012 2/24/2012 2/24/2012 2/24/2012 2/24/2012 5/28/2012 4/16/2012 4/12/2012 2/24/2012 7/11/2012 6/26/2012 7/21/2011 2/24/2012 2/24/2012 4/12/2012 2/24/2012 5/28/2012 2/24/2012 2/24/2012 5/28/2012
Bolsas y Mercados Espanoles Koninklijke BAM Groep NV BMW AG - PFD Bayerische Motoren Werke AG Danone BNP Paribas Bank of Nova Scotia Beneteau Brenntag AG Bunzl Bank of Ireland Bank of America Corp Boeing Co Bank of Montreal Boskalis Wesminster BP plc Banca Popolare dell Emilia Romagna Unione Di Banche Italiane Scrl BPM - Banca Popolare di Milano SCaRL
ATTACHMENT G

n/a n/a n/a n/a BRU n/a n/a n/a n/a IQU n/a n/a n/a BSU n/a BTU n/a n/a BDU n/a n/a n/a BQU n/a n/a n/a CMU n/a n/a n/a n/a n/a CBU n/a CCW n/a n/a n/a CDU n/a n/a n/a n/a n/a n/a n/a CGU n/a n/a n/a n/a

EVJ FHJ BQC BRC BRR WKB n/a n/a n/a IQJ n/a n/a n/a BSJ ZWC BTJ n/a BVC BDJ n/a n/a n/a BQJ n/a n/a n/a CMJ n/a n/a n/a n/a n/a CBJ n/a CCB KNJ CDC n/a CDJ n/a n/a n/a n/a n/a CGB n/a CGJ n/a n/a CHC RUB

EVY FHY BQF BRF BDK WKD BOF BR8 YZY IQY BAG BYG BHG BSD BTD BTY UKY BVF BDY UGF BVO BWA BQY BZD BZW n/a CMY CQG CBF CND CBW CI8 CBY CTY CCF KNY CDF MWF CDY CED UAF CE8 COD COY CGF CJD CGY CAF DBD CHF RUD

n/a BPV n/a n/a BRB n/a n/a n/a n/a n/a n/a n/a n/a n/a n/a n/a n/a n/a n/a n/a n/a n/a n/a n/a n/a n/a n/a n/a n/a n/a CBG n/a n/a n/a CCT n/a n/a n/a n/a n/a n/a n/a n/a n/a n/a n/a n/a n/a n/a n/a n/a
Contract Name
Banca Monte dei Paschi Siena Banco Popolare Scrl Windstream Corp Host Hotels & Resorts Inc Burberry Group Barrick Gold Corp Brembo SpA Brookfield Asset Management Brisa SA Invensys Britvic Plc Best Buy Co Inc Berkshire Hathaway Inc British Sky Broadcasting plc BB&T Corp BT Group plc Banco Espanol de Credito SA Masco Corp Banco Bilbao Vizcaya Argent Bureau Veritas SA Bovis Homes Group Bellway Bayer AG Buzzi Unicem SPA RSP Bellzone Buzzi Unicem SPA Carrefour SA Coach Inc Socit dEdition de Canal Plus Castellum AB Close Brothers Group Canadian Imperial Bank of Commerce Commerzbank AG Coca Cola Enterprises Cable & Wireless Communications Citigroup Inc Progressive Corp / The Cofide SpA Christian Dior SA OJSC Cherkizovo Group Cementir Holding SpA Cenovus Energy Inc Cofina SGPS CFAO ConAgra Foods Inc Cargotec Corporation Alcatel SA Catlin Group Ltd Cie Generale de Geophysique-Veritas Clorox Co Chesapeake Energy Corp
Logical Code
BPS BPV BQ BR BRB BRG BRM BRP BRS BRT BRV BSB BSH BSK BTA BTG BTO BV BVA BVI BVS BWY BYR BZU BZM BZZ CA CAI CAN CAS CBG CBI CBK CCE CCT CCX CD CDE CDI CE CEM CEN CF CFA CG CGC CGE CGL CGV CH CHK
Physical Settled
EVQ FHQ BQT BRO BRA WKO n/a n/a n/a IQQ n/a n/a n/a BSQ ZWT BTQ n/a BVT BDQ n/a n/a n/a BQQ n/a n/a n/a CMQ n/a n/a n/a n/a n/a CBQ n/a CCQ KNQ CDT n/a CDQ n/a n/a n/a n/a n/a CGO n/a CGQ n/a n/a CHO RUO
Physical Settled
EVX FHX BQN BRN BRH WKV n/a n/a n/a IVX n/a n/a n/a BSX ZWN BTX n/a BVN BDX n/a n/a n/a BQX n/a n/a n/a CMX n/a n/a n/a n/a n/a CBX n/a CCV KNX CDN n/a CDX n/a n/a n/a n/a n/a CAV n/a CGX n/a n/a CHN RUV
Physical Settled
EVZ FHZ BQK BRK n/a WKH BOK BR9 YZZ n/a n/a BYP BHH n/a BTH n/a UKZ BVK BDZ UGK n/a n/a BQZ BZH n/a QKH CMZ CQP n/a CNH n/a CI9 CBZ CCZ n/a KNZ CDK MWK CDZ CEH UAK CE9 COH COZ CGK CJH CGZ n/a DBH CLK RUH
Equity Option
n/a n/a n/a n/a BRW n/a n/a n/a n/a BRT n/a n/a n/a BSK n/a BTG n/a n/a n/a n/a n/a n/a n/a n/a n/a n/a n/a n/a n/a n/a n/a n/a n/a n/a n/a n/a n/a n/a n/a n/a n/a n/a n/a n/a n/a n/a n/a n/a n/a n/a n/a
Currency
EUR EUR USD USD GBP USD EUR USD EUR GBP GBP USD USD GBP USD GBP EUR USD EUR EUR GBP GBP EUR EUR GBP EUR EUR USD EUR SEK GBP USD EUR USD GBP USD USD EUR EUR USD EUR USD EUR EUR USD EUR EUR GBP EUR USD USD
0.07 0.23 0.59 1.20 1.48 3.48 1.40 2.00 0.29 0.28 0.28 3.21 3.70 0.48 2.04 0.16 0.34 1.13 0.65 3.01 0.36 0.53 4.00 0.44 0.08 0.92 2.03 6.00 0.26 10.00 0.50 4.20 0.39 1.49 0.04 4.95 1.12 0.07 8.82 3.85 0.21 3.40 0.15 1.93 1.17 4.02 0.37 0.29 2.35 5.00 2.41 0.01 0.01 0.01 0.01 0.02 0.03 0.02 0.02 0.01 0.01 0.01 0.03 0.03 0.02 0.02 0.01 0.01 0.01 0.01 0.03 0.01 0.01 0.11 0.01 0.01 0.01 0.06 0.05 0.01 0.08 0.01 0.05 0.02 0.02 0.01 0.04 0.01 0.01 0.08 0.04 0.01 0.04 0.01 0.02 0.01 0.04 0.01 0.01 0.02 0.04 0.02 40 40 40 40 30 40 n/a n/a 40 30 n/a n/a n/a 30 40 30 n/a 40 40 n/a n/a n/a 40 40 n/a n/a 40 n/a n/a n/a n/a n/a 40 n/a 30 40 40 n/a 40 n/a n/a n/a n/a n/a 40 n/a 40 n/a n/a 40 40
Effective Date
2/24/2012 10/17/2011 2/24/2012 2/24/2012 6/26/2012 2/24/2012 2/24/2012 4/12/2012 2/24/2012 2/24/2012 2/24/2012 2/24/2012 2/24/2012 4/16/2012 2/24/2012 4/16/2012 2/24/2012 2/24/2012 5/28/2012 2/24/2012 6/26/2012 6/26/2012 4/16/2012 2/24/2012 2/24/2012 2/24/2012 2/24/2012 2/24/2012 2/24/2012 2/24/2012 7/11/2012 4/12/2012 4/16/2012 2/24/2012 2/24/2012 2/24/2012 2/24/2012 2/24/2012 2/24/2012 10/17/2011 2/24/2012 4/12/2012 5/28/2012 2/24/2012 2/24/2012 2/24/2012 4/16/2012 2/24/2012 2/24/2012 2/24/2012 2/24/2012
ATTACHMENT G

JCW CDW n/a n/a n/a n/a n/a n/a n/a CLU n/a n/a n/a KEU n/a CNU n/a n/a FBU n/a n/a n/a DVU n/a n/a n/a CPU n/a n/a n/a CRW CR6 n/a n/a n/a CIE n/a n/a n/a n/a n/a CHU DKW n/a n/a n/a n/a n/a n/a n/a CRU

JCB CDV n/a n/a n/a n/a n/a n/a n/a CLJ n/a n/a n/a KEJ BHC CNJ n/a n/a FBJ n/a n/a AOC DVJ n/a n/a n/a CPJ n/a n/a n/a CRB CR3 n/a n/a n/a CIG n/a WXB n/a ZLJ n/a CHJ DKB n/a n/a n/a n/a n/a n/a XDB CRJ

JCY CDD GMD DDG CKD CKI CLD n/a DFD CLY NEF CDG CUG KEY BHF CNY CNW CVG FBY COV JEY AOF DVY NQY CPD CP8 CPY QKY CGG n/a CCD CR5 CRZ EJD CBD n/a UFF WXD CWC ZLY CYG CHY DKD ZHD n/a CXG CTD TTY CT5 ZKY CRY

n/a n/a n/a n/a n/a CKG n/a CLL n/a n/a n/a n/a n/a n/a n/a n/a n/a n/a n/a COB n/a n/a n/a n/a n/a n/a n/a CPT n/a CPR n/a n/a CRD n/a n/a ERH n/a n/a n/a n/a n/a n/a n/a n/a CST n/a n/a n/a n/a n/a n/a
Contract Name
Logical Code
Physical Settled
JCO CDO n/a n/a n/a n/a n/a n/a n/a CLQ n/a n/a n/a KEQ BHT CNQ n/a n/a FBQ n/a n/a AOT DVQ n/a n/a n/a CPQ n/a n/a n/a CRT CR2 n/a n/a n/a CIA n/a WXO n/a ZLQ n/a CHQ DKO n/a n/a n/a n/a n/a n/a XDO CRQ
Physical Settled
JCV CDB n/a n/a n/a n/a n/a n/a n/a CLX n/a n/a n/a KEX BHN CNX n/a n/a FBX n/a n/a AON DVX n/a n/a n/a CPX n/a n/a n/a CRV CR4 n/a n/a n/a CII n/a WXV n/a ZLX n/a CHX DKV n/a n/a n/a n/a n/a n/a XDV CRX
Physical Settled
JCZ CDH GMH n/a n/a n/a CLH n/a DFH CLZ NEK CDP CUP n/a BHK CNZ CNO CVP FBZ n/a JEZ AOK DVZ NQZ n/a CP9 n/a n/a n/a n/a n/a n/a n/a EJH CBH ERD UFK WXH CWP ZLZ CYP CHZ DKH ZHH n/a CXP n/a n/a CT6 ZKZ n/a
Equity Option
n/a n/a n/a n/a n/a n/a n/a n/a n/a n/a n/a n/a n/a CNG n/a n/a n/a n/a n/a n/a n/a n/a n/a n/a n/a n/a CPG n/a n/a n/a n/a CRM n/a n/a n/a n/a n/a n/a n/a n/a n/a n/a n/a n/a n/a n/a n/a CTM n/a n/a CTR
Currency
EUR EUR EUR GBP PLN GBP DKK GBP DKK EUR EUR USD USD GBP USD EUR USD USD EUR GBP EUR USD EUR USD EUR USD GBP GBP GBP GBP EUR GBP GBP EUR EUR EUR EUR USD USD USD USD CHF EUR EUR GBP USD CZK GBP EUR USD GBP
0.64 4.50 0.13 0.12 1.20 0.61 42.00 0.31 45.00 1.05 7.50 1.67 8.94 0.30 1.36 1.12 3.80 3.67 4.43 0.10 6.50 3.12 6.41 3.56 0.26 4.60 0.32 0.43 0.84 0.88 1.76 1.10 1.50 0.60 0.17 0.37 3.78 3.98 1.33 1.36 2.67 2.90 2.00 1.53 0.33 1.82 32.01 0.12 1.62 7.10 0.13 0.01 0.04 0.01 0.01 0.01 0.01 1.14 0.01 0.36 0.01 0.06 0.02 0.08 0.01 0.02 0.01 0.04 0.03 0.04 0.01 0.06 0.03 0.06 0.03 0.01 0.05 0.01 0.01 0.01 0.01 0.02 0.01 0.02 0.01 0.01 0.01 0.04 0.04 0.02 0.02 0.03 0.08 0.03 0.02 0.01 0.02 0.87 0.01 0.02 0.06 0.01 40 40 n/a n/a n/a n/a n/a n/a n/a 40 n/a n/a n/a 40 40 40 n/a n/a 40 n/a n/a 40 40 n/a n/a n/a 40 40 n/a n/a 40 n/a n/a n/a n/a n/a n/a 40 n/a 40 n/a 40 40 n/a n/a n/a n/a 30 n/a 40 40
Effective Date
2/24/2012 2/24/2012 2/24/2012 2/24/2012 2/24/2012 7/11/2012 4/16/2012 2/24/2012 2/24/2012 2/24/2012 2/24/2012 2/24/2012 2/24/2012 2/24/2012 2/24/2012 2/24/2012 4/12/2012 2/24/2012 2/24/2012 7/11/2012 2/24/2012 10/17/2011 2/24/2012 5/1/2012 2/24/2012 4/12/2012 2/24/2012 2/24/2012 2/24/2012 2/24/2012 2/24/2012 1/20/2012 7/11/2012 10/17/2011 2/24/2012 2/24/2012 2/24/2012 10/17/2011 2/24/2012 2/24/2012 2/24/2012 2/24/2012 5/28/2012 2/24/2012 2/24/2012 2/24/2012 4/16/2012 2/24/2012 1/30/2012 2/24/2012 2/24/2012
Cintra Concesiones de Infraestructuras de Transporte SA CIN Corio NV CIO CIR SpA CIR Cineworld CIW Rovese SA CK Cookson Group CKG Carlsberg A/S CLB Carillion CLL Coloplast A/S CLP Celesio AG CLS Ciments Francais SA CMA Comcast Corp CMC Cummins Inc CMS Cairn Energy CNE Cincinnati Financial Corp CNN CNP Assurances CNP Canadian Natural Resources CNR Carnival Corp CNV Casino Guichard Perrachon SA CO Cobham COB Cofinimmo SA COF Comerica Inc COM Continental AG CON ConocoPhillips COP C&C Group PLC CP Canadian Pacific Railway Ltd CPA Compass Group plc CPG Capita Group plc CPI Cape PLC CPP Carpetright CPR CRH PLC CR CRH PLC (UK) CR0 Croda International CRD Credito Emiliano SpA CRE Banca Carige SpA CRG Criteria Caixacorp SA CRI Mersen CRL CROCS Inc CRO Charles Schwab Corp CSB Cisco Systems CSC Consolidated Edison Inc CSE Credit Suisse Group CSG CSM CSM Societa Cattolica di Assicurazioni SCRL CSS Collins Stewart Tullett CST CSX Corp CSX Central European Media CT Colt Group SA CTM Centrotherm Photovoltaics AG CTN Caterpillar Inc CTP Centrica plc CTR
ATTACHMENT G

n/a AVU n/a n/a n/a CWW n/a n/a n/a n/a n/a OGU VZF DBU FVU DCW n/a n/a DCU n/a n/a n/a n/a FQU DEU n/a DFU n/a n/a n/a n/a n/a n/a n/a DXU n/a n/a n/a n/a XDM n/a n/a n/a n/a DDU n/a n/a FJU n/a DPU n/a

n/a AVJ n/a n/a n/a CWB NNB n/a n/a n/a n/a OGJ n/a DBJ FVJ DCB n/a n/a DCJ n/a n/a n/a n/a FQJ DEJ n/a DFJ n/a DHC n/a n/a DIC n/a n/a DXJ DJC DLC n/a WSB XDC DMC n/a n/a n/a DDJ n/a DOC FJJ n/a DPJ DQC

CZP AVY LDY CWD CW5 CTH CXD CZD ZEG DAD VYF OGY n/a DBY FVY DPD DCH DBG DCD DOY DED DQD JAD FQY n/a n/a DFY DGD DHF DIY DNA DIF DIG DAG DXY DJF DLF DNY WSD XDF DMF DMM DGG DND DDY NYF DOF FJY DEG DPY DQF

n/a n/a n/a n/a n/a CWT n/a n/a n/a n/a n/a n/a n/a n/a n/a n/a DCG n/a n/a n/a n/a n/a n/a n/a n/a n/a n/a n/a n/a n/a n/a n/a n/a n/a n/a n/a n/a n/a n/a n/a n/a DMG n/a n/a n/a n/a n/a n/a n/a n/a n/a
Contract Name
Cognizant Technology Solutions Aviva plc Chevron Corp Costco Wholesale Corp Conwert Immobilien Invest SE Cable & Wireless Worldwide CBS Corp JSC Chelyabinsk Zinc Plant Carl Zeiss Meditec Davide Campari - Milano Daimler AG Danske Bank A/S Deutsche Bank Deutsche Bank AG Deutsche Boerse AG DCC PLC Dairy Crest Group Discovery Communications Inc Daimler AG Du Pont Deutsche Euroshop AG Debenhams PLC JC Decaux SA Delhaize Group Dexia D.E Master Blenders 1753 N.V. Vinci SA Dragon Oil Plc Americansourcebergen Corp Douglas Holding AG Danaher Corp Amylin Pharmaceuticlas Inc D'ieteren SA/NV DIRECTV DSG International plc CR Bard Inc Becton Dickinson & Co De'Longhi SpA Dell Inc Delta Lloyd NV Celgene Corp Daily Mail & General Trust (A Shs) Dominos Pizza Det Norske Oljeselskap (DNO) ASA DNB NOR ASA D/S Norden A/S Cigna Corp Deutsche Postbank AG Diploma PLC Deutsche Post AG Coventry Health Care Inc
Logical Code
CTS CUA CVX CWA CWI CWT CXA CZ CZM DA DAI DAN DB DBK DBO DC DCG DCM DCY DD DE DEB DEC DEL DEX DE0 DG DGO DH DHO DHR DI DIE DIR DIX DJ DL DLI DLL DLO DM DMG DMP DN DNB DNO DO DPB DPM DPW DQ
Physical Settled
n/a AVQ n/a n/a n/a CWO NNO n/a n/a n/a n/a OGQ VZK DBQ FVQ DCA n/a n/a DCQ n/a n/a n/a n/a FQQ FQQ DEA DFQ n/a DHT n/a n/a DIT n/a n/a DXQ DJT DLT n/a WSO XDT DMT n/a n/a n/a DDQ n/a DOT FJQ n/a DPQ DQT
Physical Settled
n/a AVX n/a n/a n/a CWV NNV n/a n/a n/a n/a OGX n/a DBX FVX DCV n/a n/a DCX n/a n/a n/a n/a FQX DEX DEM DFX n/a DHN n/a n/a DIN n/a n/a DXX DJN DLN n/a WSV XDN DMN n/a n/a n/a n/a n/a DON FJX n/a DPX DQN
Physical Settled
CZG n/a LDZ CWH CW6 n/a CXH CZH ZEP DAH VYK OGZ n/a DBZ FVZ n/a n/a DBP DCZ DOZ DEH n/a JAH FQZ n/a DET DFZ n/a DHK DIZ DNZ DIK DIP DAP n/a DJK DLK DCP WSH XDK DMK n/a n/a DNH DDZ NYK DOK FJZ n/a DPZ DQK
Equity Option
n/a CUA n/a n/a n/a n/a n/a n/a n/a n/a n/a n/a n/a n/a n/a n/a n/a n/a n/a n/a n/a n/a n/a n/a n/a n/a n/a n/a n/a n/a n/a n/a n/a n/a DIX n/a n/a n/a n/a n/a n/a n/a n/a n/a n/a n/a n/a n/a n/a n/a n/a
Currency
USD GBP USD USD EUR GBP USD USD EUR EUR USD DKK USD EUR EUR EUR GBP USD EUR USD EUR GBP EUR EUR EUR EUR EUR EUR USD EUR USD USD EUR USD GBP USD USD EUR USD EUR USD GBP GBP NOK NOK DKK USD EUR GBP EUR USD
5.00 0.39 7.89 4.11 0.70 0.05 1.93 0.80 0.87 0.41 7.07 10.00 7.31 5.29 3.64 1.18 0.16 3.75 4.37 3.90 1.65 0.07 1.66 3.96 0.15 1.20 3.73 0.64 2.22 7.29 3.80 1.71 4.90 2.60 0.02 6.20 5.14 0.87 1.05 1.83 3.54 0.40 0.49 1.50 7.00 11.00 3.46 1.24 0.36 0.82 2.45 0.06 0.02 0.07 0.04 0.02 0.01 0.02 0.01 0.01 0.01 0.06 0.08 0.06 0.15 0.03 0.01 0.01 0.03 0.12 0.04 0.02 0.01 0.02 0.04 0.01 0.03 0.03 0.01 0.02 0.06 0.04 0.02 0.11 0.03 0.01 0.05 0.05 0.01 0.01 0.02 0.03 0.01 0.01 0.02 0.06 0.09 0.03 0.01 0.01 0.03 0.02 n/a 40 n/a n/a n/a 30 40 n/a n/a n/a n/a 40 n/a 40 40 40 n/a n/a 40 n/a n/a n/a n/a 40 40 40 40 n/a 40 n/a n/a 40 n/a n/a 30 40 40 n/a 40 40 40 n/a n/a n/a 40 n/a 40 40 n/a 40 40
Effective Date
5/28/2012 4/16/2012 2/24/2012 2/24/2012 5/11/2012 7/21/2011 2/24/2012 2/24/2012 2/24/2012 2/24/2012 2/24/2012 2/24/2012 2/24/2012 2/24/2012 2/24/2012 2/24/2012 7/11/2012 2/24/2012 4/16/2012 2/24/2012 2/24/2012 2/24/2012 2/24/2012 2/24/2012 5/28/2012 7/11/2012 2/24/2012 2/24/2012 2/24/2012 2/24/2012 2/24/2012 2/24/2012 5/28/2012 2/24/2012 10/17/2011 2/24/2012 2/24/2012 2/24/2012 2/24/2012 2/24/2012 2/24/2012 7/11/2012 2/24/2012 10/17/2011 2/24/2012 2/24/2012 2/24/2012 2/24/2012 2/24/2012 10/17/2011 2/24/2012
ATTACHMENT G

n/a n/a DSU n/a n/a n/a n/a DTU n/a n/a n/a n/a n/a n/a n/a JKU n/a n/a n/a n/a n/a ELP n/a n/a n/a EBU n/a n/a EAU DAU n/a EDU n/a EFU n/a n/a n/a n/a n/a n/a ELW n/a n/a n/a n/a n/a FYU n/a EWU EHU n/a

n/a DSC DSJ n/a DTG n/a APC DTJ DUC DVC n/a n/a n/a DXC n/a JKJ DYC DYB DZC n/a n/a ELC n/a EBC n/a EBJ ECC n/a EAJ DAJ n/a EDJ n/a EFJ n/a n/a n/a EHB n/a EKC ELB n/a n/a n/a n/a n/a FYJ QNB EWJ EHJ n/a

DQY DSF DSD DRD DTF DTD APF DTY DUF DVF DVD DW5 DWU DXF DXD JKY DYF DYD DZF DZD DE5 EAD ODF EBF EAG EBY ECF ECW EAY DAY NCF EDY VID EFY EFR EGD EGB EHF EID EKF ELD n/a EL8 EL1 EYG ELF FYY QND EWY EHY EN6

n/a n/a n/a n/a n/a n/a n/a n/a n/a n/a n/a n/a DWV n/a n/a n/a n/a n/a n/a n/a n/a n/a n/a n/a n/a n/a n/a ECM n/a n/a n/a n/a n/a n/a n/a n/a n/a n/a n/a n/a n/a ENH n/a n/a n/a n/a n/a n/a n/a n/a n/a
Contract Name
Logical Code
Physical Settled
n/a DST DSQ n/a DTT n/a APO DTQ DUT DVT n/a n/a n/a DXV n/a JKQ DYT DYO DZT n/a n/a ELA n/a EBT n/a EBQ ECT n/a EAQ DAQ n/a EDQ n/a EFQ n/a n/a n/a EHT n/a EKT ELO n/a n/a n/a n/a n/a FYQ QNO EWQ EHQ n/a
Physical Settled
n/a DSN DSX n/a DTN n/a APN DTX DUN DVN n/a n/a n/a DXM n/a JKX DYN DYV DZN n/a n/a ELN n/a EBN n/a EBX ECN n/a EAX DAX n/a EDX n/a EFX n/a n/a n/a EHN n/a EKN ELV n/a n/a n/a n/a n/a FYX QNV EWX EHX n/a
Physical Settled
n/a DSK DSZ DRH DTK DTH APK DTZ DUK DVK DVH DW6 n/a DXK DXH JKZ DYK DYH DZK DZH DE6 n/a ODK EBK EAP EBZ ECK n/a EAZ DAZ NCK EDZ VIH EFZ EFL EGH EGP EHK n/a EKK ELH END EL9 EL0 n/a ELK FYZ QNH n/a EHZ EN7
Equity Option
n/a n/a n/a n/a n/a n/a n/a n/a n/a n/a n/a n/a n/a n/a n/a n/a n/a n/a n/a n/a n/a n/a n/a n/a n/a n/a n/a n/a n/a n/a n/a n/a n/a n/a n/a n/a n/a n/a n/a n/a n/a n/a n/a n/a n/a n/a n/a n/a EMG n/a n/a
Currency
GBP USD EUR DKK USD USD USD EUR USD USD USD EUR GBP USD USD EUR USD USD USD USD EUR EUR DKK USD USD EUR USD GBP EUR EUR EUR EUR EUR EUR EUR EUR EUR USD HUF USD EUR EUR USD EUR GBP EUR SEK USD GBP EUR USD
0.46 4.25 2.45 8.50 4.97 2.84 2.08 0.65 5.57 4.33 5.78 1.10 1.08 2.03 1.86 0.15 3.02 4.46 42.00 2.16 0.70 0.69 9.50 4.90 2.24 3.65 6.10 0.24 2.21 2.08 0.07 0.14 0.32 2.45 4.30 0.09 0.09 3.44 1561.85 4.57 0.65 1.03 1.80 1.70 0.16 2.06 14.63 2.20 0.24 3.50 2.50 0.01 0.04 0.07 0.07 0.04 0.03 0.02 0.02 0.05 0.04 0.05 0.03 0.01 0.02 0.03 0.01 0.03 0.04 0.34 0.02 0.02 0.01 0.08 0.04 0.02 0.03 0.05 0.01 0.02 0.02 0.01 0.01 0.01 0.02 0.10 0.01 0.01 0.03 12.43 0.04 0.01 0.01 0.02 0.04 0.01 0.02 0.40 0.02 0.01 0.03 0.03 n/a 40 40 n/a 40 n/a 40 40 40 40 n/a n/a n/a 40 n/a 40 40 40 40 n/a n/a 40 n/a 40 n/a 40 40 n/a 40 40 n/a 40 40 40 n/a n/a n/a 40 n/a 40 40 n/a n/a n/a n/a n/a 40 40 30 40 n/a
Effective Date
2/24/2012 2/24/2012 4/16/2012 2/24/2012 2/24/2012 2/24/2012 2/24/2012 4/16/2012 2/24/2012 2/24/2012 2/24/2012 3/23/2012 7/11/2012 2/24/2012 7/3/2012 5/28/2012 2/24/2012 2/24/2012 2/24/2012 2/24/2012 3/23/2012 2/24/2012 2/24/2012 2/24/2012 2/24/2012 10/17/2011 2/24/2012 7/11/2012 2/24/2012 2/24/2012 2/24/2012 2/24/2012 2/24/2012 2/24/2012 5/28/2012 2/24/2012 2/24/2012 2/24/2012 2/24/2012 2/24/2012 2/24/2012 2/24/2012 4/12/2012 6/26/2012 2/24/2012 2/24/2012 2/24/2012 2/24/2012 4/16/2012 2/24/2012 4/12/2012
Drax Group plc DRX Davita Inc DS Koninklijke DSM NV DSM DSV A/S DSV Quest Diagnostics DT Dow Chemical Co/The DTA DTE Energy Co DTC Deutsche Telekom AG DTE Edwards Lifesciences Corp DU Gilead Sciences Inc DV Devon Energy Corp DVA Deutsche Wohnen AG DWN Derwent London plc DWV Hologic Inc DX Duke Energy Corp DXA Dexia DXB Hospira Inc DY Halliburton Co DYA Intuitive Surgical Inc DZ Archer-Daniels-Midland Co DZA DEUTZ AG DZZ Elan Corp PLC EA East Asiatic Company Ltd A/S EAA Laboratory Crp of Amer hldings EB eBay Inc EBA Erste Bank der Oesterreichischen Sparkas EBO Mckesson Corp EC Electrocomponents ECM European Aeronautic Defense and Space CoEDA lectricit de France EDF Edison SpA EDN Energias de Portugal SA EDP EDP Renovveis SA EDR Essilor International SA EF Ste DeLaTour Eiffel EFA Mota Engil SGPS EG Enel Green Power SpA EGR Mednax Inc EH Egis PLC EI Thermo Fisher Scientific Inc EK Elisa Oyj EL Endesa SA ELE Eldorado Gold Corp ELG Elia System Operator SA/NV ELI Elementis PLC ELM Elringklinger AG ELR Electrolux AB ser. B ELT EMC Corp/Massachusetts EMC Man Group plc EMG Bouygues EN Encana Corp ENA
ATTACHMENT G

American Style Cash Settled Physical Settled
n/a JQO ENQ ECQ n/a EEO EOT EOQ n/a n/a n/a n/a EQT n/a n/a ERQ n/a EST n/a ESO n/a n/a QVO n/a n/a ZMQ n/a ERT n/a n/a JRQ n/a XPQ n/a n/a n/a n/a n/a FAT n/a FAG n/a AFO n/a n/a n/a n/a n/a n/a n/a n/a

n/a JQB ENJ ECJ n/a EEB EOC EOJ n/a n/a n/a n/a EQC n/a n/a ERJ n/a ESC n/a ESB n/a n/a QVB n/a n/a ZMJ n/a ERB n/a n/a JRJ n/a XPJ n/a n/a n/a n/a n/a FAC n/a FAF n/a AFB n/a n/a n/a n/a n/a n/a n/a n/a

EN5 JQY ENY ECY EN0 EED EOF EOY EHG EPD MNF EEG EQF EZY NGF ERY EQD ESF EVG ESY PRF EUG QVD OEY UKF ZMY NFF ZLD EUQ ECD JRY WHF XPY WFF EYD EZD EZX FLY FAD FBD FAL FBW AFF n/a FGD FD5 FED FFD FGU EDD FHD

n/a n/a ENI ENL n/a n/a n/a n/a n/a n/a n/a n/a n/a n/a n/a n/a n/a n/a n/a n/a n/a n/a n/a n/a n/a n/a n/a n/a n/a n/a n/a n/a n/a n/a n/a n/a EZJ n/a n/a n/a n/a n/a n/a FCD n/a n/a n/a n/a FGP n/a n/a
Contract Name
Logical Code
Physical Settled
n/a JQV ENX ECX n/a EEV EOV EOX n/a n/a n/a n/a EQN n/a n/a ERX n/a ESN n/a ESV n/a n/a QVV n/a n/a ZMX n/a ZLV n/a n/a JRX n/a XPX n/a n/a n/a n/a n/a FAN n/a FAK n/a AFV n/a n/a n/a n/a n/a n/a n/a n/a
Physical Settled
EM1 JQZ ENZ ECZ EN8 EEH EOK EOZ EHP EPH MNK EEP EQK EZZ NGK ERZ EQH ESK EVP n/a PRK EUP QVH n/a UKK ZMZ NFK n/a EUJ ECH JRZ WHK n/a WFK EYH n/a n/a FLZ FAH FBH FAM FBK AFK n/a FGH n/a FEH FFH n/a EDH n/a
Equity Option
n/a n/a n/a n/a n/a n/a n/a n/a n/a n/a n/a n/a n/a n/a n/a n/a n/a n/a n/a ESR n/a n/a n/a n/a n/a n/a n/a EUN n/a n/a n/a n/a EXP n/a n/a n/a n/a n/a n/a n/a n/a n/a n/a n/a n/a n/a n/a n/a n/a n/a n/a
Currency
USD EUR EUR EUR USD SEK USD EUR USD USD USD USD USD EUR EUR SEK EUR USD USD GBP EUR USD USD GBP EUR EUR EUR GBP EUR EUR EUR EUR GBP EUR USD CZK GBP EUR USD EUR EUR USD USD GBP EUR GBP NOK EUR GBP EUR HUF
1.80 0.91 0.84 0.30 1.90 3.50 3.51 1.35 11.52 22.83 3.00 6.20 4.07 1.48 16.01 8.50 0.42 4.58 10.43 0.30 1.68 4.14 1.80 0.06 1.51 2.29 4.42 0.70 0.60 0.84 0.91 1.90 0.51 2.13 2.90 43.01 0.44 3.37 3.82 0.13 1.01 5.00 0.50 0.20 5.59 1.05 22.50 5.00 0.17 4.03 67.11 0.02 0.01 0.03 0.01 0.02 0.03 0.03 0.02 0.10 0.19 0.03 0.05 0.04 0.02 0.13 0.23 0.01 0.04 0.09 0.01 0.02 0.04 0.02 0.01 0.02 0.02 0.04 0.02 0.01 0.01 0.01 0.02 0.01 0.02 0.03 0.35 0.01 0.03 0.04 0.01 0.01 0.06 0.01 0.01 0.05 0.01 0.18 0.04 0.01 0.11 0.54 n/a 40 40 40 n/a 40 40 40 n/a n/a n/a n/a 40 n/a n/a 40 n/a 40 n/a 30 n/a n/a 40 40 n/a 40 n/a 40 n/a n/a 40 n/a 40 n/a n/a n/a n/a n/a 40 n/a 40 n/a 40 n/a n/a n/a n/a n/a n/a n/a n/a
Effective Date
4/12/2012 2/24/2012 4/16/2012 2/24/2012 4/12/2012 2/24/2012 2/24/2012 5/28/2012 2/24/2012 2/24/2012 2/24/2012 2/24/2012 2/24/2012 2/24/2012 2/24/2012 10/17/2011 2/24/2012 2/24/2012 1/23/2012 2/24/2012 2/24/2012 2/24/2012 2/24/2012 2/24/2012 2/24/2012 2/24/2012 2/24/2012 4/16/2012 5/28/2012 2/24/2012 10/17/2011 2/24/2012 2/24/2012 2/24/2012 2/24/2012 2/24/2012 7/11/2012 2/24/2012 10/17/2011 2/24/2012 2/24/2012 6/26/2012 2/24/2012 2/24/2012 2/24/2012 2/20/2012 2/24/2012 2/24/2012 7/11/2012 2/24/2012 10/17/2011
Enerplus Corp ENE n/a Enagas SA ENG JQW ENI SpA ENI n/a Enel SpA ENL n/a Enbridge Inc ENP n/a Eniro AB ENR EEW Dentsply Intl Inc EO n/a E.ON AG EOA EOU EOG Resources Inc EOG n/a CME Group Inc EPA n/a Enterprise Porducts Partners LP EPP n/a Express Scripts Inc EPS n/a Wellpoint Inc EQ n/a Edenred ER n/a Eramet ERA n/a Ericsson Telefona L M ser. B ERC ERU ERG SpA ERG n/a Zimmer Holdings Inc ES n/a Estee Lauder Cos Inc ESL n/a Essar Energy Plc ESR ESW Etablissements Maurel et Prom ETA n/a Eaton Corp ETC n/a E*Trade Financial Corp ETF n/a Enterprise Inns ETI n/a Eutelsat Communications ETL n/a European Aeronautic Defence and Space Company NV - EADS EUA ZMU Euler Hermes SA EUL n/a Eurasian Natural Resources EUN ERW Groupe Eurotunnel SA EUU n/a Ebro Foods SA EVA n/a EVN AG EVN JRU Exor SpA PRF EX n/a Experian Plc EXP XPU Exor SpA EXS n/a Entergy Corp EYA n/a CEZ AS EZ n/a Easyjet EZJ n/a Faurecia FA n/a Aetna Inc FAA n/a FAES FARMA SA FAE n/a Fiat Industrial FAI n/a Facebook Inc FB n/a Frontier Communications Corp FCC n/a First Choice Holidays FCD n/a Fonciere Des Regions FDR n/a Fidessa Group Plc FDS n/a Fred. Olsen Energy ASA FE n/a Fraport AG Frankfurt Airport Services Wo FF n/a FirstGroup FGP n/a Eiffage SA FGR n/a FHB Mortgage Bank PLC FH n/a
ATTACHMENT G

n/a FIW n/a n/a n/a n/a n/a n/a JXU n/a FMU n/a n/a n/a FOU n/a VAW JZU n/a n/a n/a FUU FSU n/a FTU n/a n/a FJW n/a GCW n/a GAU n/a n/a GBU n/a GDU n/a n/a YMU QIU n/a n/a n/a GGW n/a n/a GIU n/a GLW n/a

AHC FIB n/a BNC n/a FIJ n/a n/a JXJ FMM FMJ n/a FNJ n/a FOJ XUB VAB JZJ n/a n/a n/a FUJ FSJ XZC FTJ n/a n/a FJB n/a GCB n/a GAJ n/a n/a GBJ n/a GDJ n/a OVJ YMJ QIJ GXJ MXC n/a GGB n/a n/a GIJ n/a GLB n/a

AHF FID WMF BNF GHD FIY FLD FDD JXY FMF FMY FND FNY FOD n/a FPD VAD JZY FRD FRG FSF FUY FSY FSD FTY FUD FUF FJD FXD GCD GBG GAD GBD GOD GBY GEF GDY OKF OVY YMY QIY GXY MXF GFD GGD GI5 GAF GIY n/a GCG GL8

n/a n/a n/a n/a n/a FIT n/a n/a n/a n/a n/a n/a n/a n/a n/a n/a n/a n/a n/a n/a n/a n/a n/a n/a n/a n/a n/a n/a n/a n/a n/a n/a n/a n/a n/a n/a n/a n/a n/a n/a n/a GEN n/a n/a n/a n/a n/a n/a GKN n/a n/a
Contract Name
First Horizon National Corp X5 Retail Group Fielmann AG Fifth Third Bancorp Georg Fischer AG Fiat Frontline Limited FLSmidth & Co A/S Flughafen Wien AG Gen-probe Inc Fresenius Medical Care AG St Freenet AG Finmeccanica SpA Kraft Foods Inc Fortis NV Prudential Financial Inc Valeo SA Fortis Forest Laboratories Inc Ford Motor Co Fresnillo Plc Fortum Oyj Swedbank AB PNC Financial Services Group Inc France Telecom SA Franklin Resources Inc Fuchs Petrolub AG - PFD Fugro NV FedEx Corp GEA Group AG GAP Inc Gas Natural SDG SA Bilfinger Berger AG Bourbon SA Groupe Bruxelles Lambert SA Gecina SA GDF Suez GEM Diamonds Ltd General Electric Company Geberit AG Cap Gemini SA Assicurazioni Generali SpA Geox SpA GAGFAH SA Surgutneftegaz GSW Immobilien Gildemeister AG Givaudan GKN Glencore International Gildan Activewear Inc
Logical Code
FHN FI FIE FIF FIN FIT FL FLS FLU FM FMC FN FNM FOA FOR FPA FR FRB FRL FRM FRS FRT FSB FSC FTE FUA FUC FUR FXA G1A GAP GAS GB GBB GBL GCS GD GDD GE GEB GEM GEN GEO GF GG GIB GIL GIV GKN GL GLD
Physical Settled
AHT FIO n/a BNO n/a FIQ n/a n/a JXQ FMT FMQ n/a FNQ n/a FOQ XUO VAO JZQ n/a n/a n/a FUQ FSQ XZT FTQ n/a n/a FJO n/a GCO n/a GAQ n/a n/a GBQ n/a GDQ n/a OVQ YMQ QIQ GXQ MXT n/a GGO n/a n/a GIQ n/a GLO n/a
Physical Settled
AHN FIV n/a BNN n/a FIX n/a n/a JXX FMN FMX n/a FNX n/a FOX XUV VAV JZX n/a n/a n/a FUX FSX XZN FTX n/a n/a FJV n/a GCV n/a GAX n/a n/a GBX n/a GDX n/a OVX YMX QIX GXX MXN n/a GGV n/a n/a GIX n/a GLV n/a
Physical Settled
AHK FIH WMK BNK GHH FIZ FLH FDH JXZ FMK FMZ FNH FNZ FOH n/a FPH VAH JZZ FRH FRP n/a FUZ FSZ FSH FTZ FUH FUK FJH FXH GCH GBP GAZ GBH GOH GBZ GEK GDZ n/a OVZ YMZ QIZ GXZ MXK GFH GGH GI6 GAK GIZ n/a n/a GL9
Equity Option
n/a n/a n/a n/a n/a n/a n/a n/a n/a n/a n/a n/a n/a n/a n/a n/a n/a n/a n/a n/a n/a n/a n/a n/a n/a n/a n/a n/a n/a n/a n/a n/a n/a n/a n/a n/a n/a n/a n/a n/a n/a n/a n/a n/a n/a n/a n/a n/a n/a GL n/a
Currency
USD USD EUR USD CHF EUR NOK DKK EUR USD EUR EUR EUR USD EUR USD EUR EUR USD USD GBP EUR SEK USD EUR USD EUR EUR USD EUR USD EUR EUR EUR EUR EUR EUR GBP USD CHF EUR EUR EUR EUR USD EUR EUR CHF GBP GBP USD
0.68 5.00 3.85 1.19 54.00 0.90 11.00 43.50 2.56 4.81 3.18 0.80 0.84 1.35 0.20 5.47 4.91 0.20 1.66 0.92 2.47 1.70 10.73 3.68 0.85 9.92 5.65 4.96 8.02 2.65 2.29 1.06 5.72 3.23 3.65 9.72 1.95 0.23 1.35 10.10 3.40 1.13 0.35 0.83 1.57 1.70 1.34 77.00 0.20 0.50 3.20 0.01 0.04 0.04 0.01 0.43 0.01 0.30 0.35 0.03 0.04 0.03 0.03 0.01 0.02 0.01 0.05 0.04 0.01 0.02 0.01 0.02 0.02 0.09 0.03 0.03 0.08 0.05 0.04 0.07 0.03 0.07 0.01 0.05 0.03 0.03 0.08 0.03 0.01 0.02 0.09 0.10 0.01 0.01 0.03 0.02 0.04 0.02 0.62 0.01 0.02 0.04 40 40 n/a 40 n/a 40 n/a n/a 40 40 40 40 40 n/a 40 40 40 40 n/a n/a n/a 40 40 40 40 n/a n/a 40 n/a 40 n/a 40 n/a n/a 40 n/a 40 n/a 40 40 40 40 40 n/a 40 n/a n/a 40 n/a 30 n/a
Effective Date
2/24/2012 2/24/2012 2/24/2012 2/24/2012 2/24/2012 8/16/2011 4/16/2012 2/24/2012 2/24/2012 2/24/2012 2/24/2012 2/24/2012 10/17/2011 2/24/2012 2/24/2012 2/24/2012 2/24/2012 2/24/2012 2/24/2012 2/24/2012 2/24/2012 2/24/2012 2/24/2012 2/24/2012 4/16/2012 2/24/2012 7/21/2011 2/24/2012 2/24/2012 2/24/2012 4/16/2012 2/24/2012 2/24/2012 2/24/2012 2/24/2012 2/24/2012 5/28/2012 10/17/2011 2/24/2012 2/24/2012 4/16/2012 2/24/2012 2/24/2012 4/16/2012 2/24/2012 3/23/2012 2/24/2012 2/24/2012 2/24/2012 2/24/2012 4/12/2012
ATTACHMENT G

GLU LWU n/a ITU n/a n/a n/a n/a DGU n/a n/a n/a n/a n/a GQU n/a n/a n/a n/a n/a GW1 GZU GAM n/a n/a n/a HHM n/a n/a n/a n/a HEU HEM n/a n/a n/a n/a n/a HHU n/a n/a n/a n/a HMU ZPU HCU HPW HOU ZQU n/a n/a

GLJ LWJ n/a ITJ n/a n/a n/a n/a DGJ n/a n/a OHJ n/a n/a GQJ n/a n/a GSB n/a n/a GW3 GSJ GAC n/a n/a n/a HHC n/a n/a n/a HYB HEJ HEC n/a n/a n/a n/a n/a HHJ n/a n/a n/a n/a HMJ ZPJ HCJ HPB HOJ ZQJ ZVJ n/a

GLY LWY GIF ITY GEG GED GJD n/a DGY n/a GO8 OHY GPD n/a GQY GKD NSF GSD GTD GID GW5 GSY GZD HQD HAY n/a HHF HGG HDY HDD HYY HEY HCD HEF HOD HFD HGD HNF HHY HFG HBG n/a HQY HMY ZPY HCY HPD HOY ZQY ZVY VSY

n/a n/a n/a n/a n/a n/a n/a GNK n/a TSH n/a n/a n/a GPO n/a n/a n/a n/a n/a n/a n/a n/a n/a n/a n/a HAS n/a n/a n/a n/a n/a HEI n/a n/a n/a n/a n/a n/a n/a n/a n/a HLM n/a n/a n/a n/a n/a n/a n/a n/a n/a
Contract Name
Societe Generale Galp Energia SGPS SA Globaltrans Investment PLC GDR ITV plc General Mills Inc Gemina SpA GN Store Nord Greene King Diageo plc Grupo Catalana Occidente SA Goldcorp Inc Google Inc Grafton Group PLC Great Portland Estates Mediaset Espana Communicacion SA Grifols SA Gruppo Editoriale L Espresso SpA Goldman Sachs Group Inc/The Globe Trade Centre SA Getinge AB Gerry Weber International AG GlaxoSmithKline plc Gazprom Neft Hexagon AB Hamburger Hafen und Logistik Hays Havas SA Hochschild Mining Heineken Holding NV Heidelberger Druckmaschinen AG Home Depot Inc Heineken NV HeidelbergCement AG Henkel AG & CO KGAA Hera SpA Hartford Financial Services Group Inc Henderson Group PLC HJ Heinz Co Henkel AG & CO KGaA Hikma Pharmaceuticals Halfords Group Halma Hammerson Hennes & Mauritz AB Ser. B Hannover Ruckversicherungs AG Thales SA Holmen AB Holcim Ltd HOCHTIEF AG Hewlett-Packard Co Home Retail Group plc
Logical Code
GLE GLP GLT GME GML GMS GN GNK GNS GOC GOL GOO GP GPO GQ GRF GRU GSA GT GTG GWI GXO GZ HAB HAM HAS HAV HCM HD HDD HDI HEI HEL HEN HER HFA HGI HJH HKL HKP HLF HLM HMS HNM HNR HO HOB HOL HOT HPC HRG
Physical Settled
GLQ LWQ n/a ITQ n/a n/a n/a n/a DGQ n/a n/a OHQ n/a n/a GQQ n/a n/a GSO n/a n/a GW2 GSQ GAT n/a n/a n/a HHT n/a n/a n/a HYO HEQ HET n/a n/a n/a n/a n/a HHQ n/a n/a n/a n/a HMQ ZPQ HCQ HPO HOQ ZQQ ZVQ n/a
Physical Settled
GLX LWX n/a ITX n/a n/a n/a n/a DGX n/a n/a OHX n/a n/a GQX n/a n/a GSV n/a n/a GW4 GSX GAN n/a n/a n/a HHN n/a n/a n/a HYV HEX HGN n/a n/a n/a n/a n/a HHX n/a n/a n/a n/a HMX ZPX HCX HPV HOX ZQX ZVX n/a
Physical Settled
GLZ LWZ GIK n/a GEP GEH GJH n/a n/a TSD GO9 OHZ n/a n/a GQZ GKH NSK GSH n/a GIH GW6 n/a GZH HQH HAZ n/a HHK n/a HDZ HDH HYZ HEZ HCH HEK HOH HFH n/a HNK HHZ n/a n/a n/a n/a HMZ ZPZ HCZ HPH HOZ ZQZ ZVZ n/a
Equity Option
n/a n/a n/a GME n/a n/a n/a n/a GNS n/a n/a n/a n/a n/a n/a n/a n/a n/a n/a n/a n/a GXO n/a n/a n/a n/a n/a n/a n/a n/a n/a n/a n/a n/a n/a n/a n/a n/a n/a n/a n/a n/a n/a n/a n/a n/a n/a n/a n/a n/a n/a
Currency
EUR EUR USD GBP USD EUR DKK GBP GBP EUR USD USD EUR GBP EUR EUR EUR USD PLN SEK EUR GBP USD SEK EUR GBP EUR GBP EUR EUR USD EUR EUR EUR EUR USD GBP USD EUR GBP GBP GBP GBP SEK EUR EUR SEK CHF EUR USD GBP
5.29 1.44 2.50 0.07 1.63 0.07 7.00 0.26 0.54 1.14 4.70 39.09 0.28 0.22 0.66 1.08 0.13 12.56 2.00 11.37 2.30 0.73 3.23 14.58 2.05 0.08 0.34 0.63 1.83 0.28 2.03 1.95 3.82 2.16 0.08 2.54 0.13 2.73 2.85 0.58 0.23 0.22 0.48 15.46 3.08 1.54 11.33 5.00 6.55 2.78 0.22 0.15 0.02 0.02 0.01 0.02 0.01 0.06 0.01 0.02 0.01 0.06 0.32 0.01 0.01 0.01 0.01 0.01 0.10 0.02 0.10 0.05 0.02 0.03 0.12 0.02 0.01 0.01 0.01 0.02 0.01 0.02 0.06 0.04 0.02 0.01 0.03 0.01 0.03 0.03 0.01 0.01 0.01 0.01 0.13 0.03 0.02 0.10 0.04 0.06 0.03 0.01 40 40 n/a 30 n/a n/a n/a n/a 30 n/a n/a 40 n/a n/a 40 n/a n/a 40 n/a n/a 40 40 n/a n/a n/a n/a 40 n/a n/a n/a 40 40 n/a n/a n/a n/a n/a n/a 40 n/a n/a n/a 40 40 40 40 40 40 40 40 40
Effective Date
2/24/2012 2/24/2012 2/24/2012 8/16/2011 2/24/2012 2/24/2012 2/24/2012 2/24/2012 2/24/2012 2/24/2012 4/12/2012 2/24/2012 2/24/2012 2/24/2012 2/24/2012 10/17/2011 2/24/2012 2/24/2012 2/24/2012 2/24/2012 3/23/2012 2/24/2012 2/24/2012 2/24/2012 2/24/2012 2/24/2012 2/24/2012 10/17/2011 2/24/2012 2/24/2012 2/24/2012 4/16/2012 10/17/2011 2/24/2012 2/24/2012 2/24/2012 2/24/2012 2/24/2012 2/24/2012 2/24/2012 2/24/2012 2/24/2012 2/24/2012 2/24/2012 2/24/2012 2/24/2012 2/24/2012 2/24/2012 2/24/2012 2/24/2012 7/21/2011
ATTACHMENT G

n/a HSU n/a n/a n/a n/a HUW n/a n/a IWW IEU n/a n/a n/a n/a n/a IZU n/a IFU n/a n/a n/a n/a ILU IHU n/a IIU IKU n/a n/a n/a IMU n/a IGU n/a n/a n/a IAU n/a n/a INU n/a n/a n/a n/a n/a n/a n/a n/a IJU n/a

n/a HSJ n/a HTC n/a n/a HUB n/a n/a IWB IEJ IUJ n/a n/a n/a n/a IZJ n/a IFJ n/a n/a n/a n/a ILJ IHJ n/a IIJ IKJ n/a n/a n/a IMJ n/a IGJ n/a n/a n/a IAJ EAC IYJ INJ n/a n/a n/a n/a n/a n/a n/a n/a IJJ YWJ

HDG HSY HSG HTD HIG HUF HUD HYD IAD IWY IEY IUY UCF n/a IDD NHF IZY IID IFY IDF IAG IOG NQF ILY IHY IHD IIY IKY UEF WIF n/a IMY IND IGY n/a DID n/a IAY EAF IYY IVY IOD IPD IPY IZF n/a UHF MYF IJD IJY YWY

n/a n/a n/a n/a n/a n/a n/a n/a n/a n/a n/a n/a n/a ICP n/a n/a n/a n/a n/a n/a n/a n/a n/a n/a ICH n/a n/a n/a n/a n/a IMI n/a n/a n/a INC n/a INF ING n/a n/a INV n/a n/a n/a n/a n/a n/a n/a n/a n/a n/a
Contract Name
Logical Code
Physical Settled
n/a HSQ n/a HTT n/a n/a HUO n/a n/a IWO IEQ IUQ n/a n/a n/a n/a IZQ n/a IFQ n/a n/a n/a n/a ILQ IHQ n/a IIQ IKQ n/a n/a n/a IMQ n/a IGQ n/a n/a n/a IAQ EAT IYQ INQ n/a n/a n/a n/a n/a n/a n/a n/a IJQ YWQ
Physical Settled
n/a HSX n/a HTN n/a n/a HUV n/a n/a IWV IEX IUX n/a n/a n/a n/a IZX n/a IFX n/a n/a n/a n/a ILX IHX n/a IIX IKX n/a n/a n/a IMX n/a IGX n/a n/a n/a IAX EAN IYX INN n/a n/a n/a n/a n/a n/a n/a n/a IJX YWX
Physical Settled
n/a n/a HSP HTH n/a HUK HUH HYH n/a n/a IEZ IUZ UCK n/a IDH NHK IZZ IIH IFZ IDK n/a IOP NQK ILZ n/a IHH n/a IKZ UEK WIK n/a n/a n/a IGZ n/a DIH n/a IAZ EAK IYZ n/a n/a IPH IPZ IZH n/a UHK MYK n/a IJZ YWZ
Equity Option
n/a HSB n/a n/a n/a n/a n/a n/a n/a ICA n/a n/a n/a n/a n/a n/a n/a n/a n/a n/a n/a n/a n/a n/a IHG n/a III n/a n/a n/a n/a IMP n/a n/a n/a n/a n/a n/a n/a n/a INS n/a n/a n/a n/a IPR n/a n/a n/a n/a n/a
Currency
GBP GBP USD USD GBP EUR SEK USD EUR GBP EUR USD EUR GBP EUR EUR EUR SEK EUR EUR GBP EUR EUR EUR GBP EUR GBP SEK EUR EUR GBP GBP EUR EUR GBP EUR GBP EUR USD USD GBP PLN EUR EUR EUR GBP EUR EUR GBP EUR EUR
0.90 0.43 6.47 2.71 1.00 7.11 3.40 3.17 2.63 0.47 0.38 8.10 0.20 0.31 3.76 5.20 0.95 10.29 0.60 0.15 0.44 3.14 0.76 2.30 1.17 0.17 0.18 10.82 4.87 1.12 1.30 1.36 0.04 2.17 0.33 0.72 0.26 0.98 4.53 1.64 0.37 0.03 0.12 2.10 0.25 0.21 2.08 0.08 0.62 3.24 0.49 0.01 0.02 0.06 0.03 0.01 0.06 0.03 0.03 0.03 0.01 0.02 0.07 0.01 0.01 0.03 0.05 0.01 0.09 0.02 0.01 0.01 0.09 0.01 0.07 0.01 0.01 0.01 0.09 0.04 0.01 0.02 0.04 0.01 0.06 0.01 0.01 0.01 0.03 0.04 0.02 0.01 0.01 0.01 0.06 0.01 0.01 0.02 0.01 0.01 0.09 0.01 n/a 30 n/a 40 n/a n/a 40 n/a n/a 40 40 40 n/a n/a n/a n/a 40 n/a 40 n/a n/a n/a n/a 40 30 n/a 30 40 n/a n/a n/a 30 n/a 40 n/a n/a n/a 40 40 40 40 n/a n/a n/a n/a 30 n/a n/a n/a 40 40
Effective Date
2/24/2012 2/24/2012 2/24/2012 2/24/2012 2/24/2012 2/24/2012 2/24/2012 2/24/2012 2/24/2012 2/24/2012 4/16/2012 2/24/2012 2/24/2012 2/24/2012 2/24/2012 2/24/2012 2/24/2012 2/24/2012 2/24/2012 2/24/2012 2/24/2012 4/16/2012 2/24/2012 2/24/2012 2/24/2012 2/24/2012 2/24/2012 2/24/2012 2/24/2012 10/17/2011 10/17/2011 4/16/2012 12/21/2011 2/24/2012 2/24/2012 2/24/2012 2/24/2012 4/16/2012 2/24/2012 2/24/2012 2/24/2012 10/17/2011 5/28/2012 4/16/2012 2/24/2012 4/16/2012 2/24/2012 2/24/2012 2/24/2012 4/16/2012 2/24/2012
Hargreaves Lansdown HRL HSBC Holdings plc HSB Hess Corp HSC Cardinal Health Inc HTA Hunting HTG Hugo Boss AG HUG Husqvarna AB HUS Honeywell International Inc HYA Iaws Group Plc IA ICAP IAP Iberdrola SA IBE IBM Corporation IBM Intercell AG ICL Intermediate Capital Group ICP Imerys SA ID Icade IDE Indra Sistemas IDR Industrivarden AB IDS Infineon Technologies AG IF Immobiliare Grande Distribuzione IGD IG Group Holdings IGG Ingenico SA IGN Interpump Group SpA IGS SBM Offshore NV IHC Intercontinental Hotels Group IHG IMMOFINANZ AG IIA 3i Group plc III Investor AB B shares IKA Iliad SA ILA Industria Macchine Automatiche SpA IMA IMI IMI Imperial Tobacco Group plc IMP Independent News & Media PLC IN Anheuser - Busch Cos Inc INB Inchcape INC Indesit Company SpA INE Informa Group INF ING Groep NV ING Life Technologies Corp INI Intel Corporation INT Investec INV Bioton SA IO Impresa SGPS IP IPSEN IPE Impregilo IPG International Power IPR IPSOS IPS IREN Spa IRI Inmarsat PLC ISA Inditex SA IT Italcementi - Fabbriche Riunite Cemento SpA ITA
ATTACHMENT G

n/a n/a n/a n/a n/a JFU n/a n/a n/a n/a n/a n/a n/a n/a n/a n/a n/a KAU KBU n/a KCU n/a n/a n/a n/a n/a n/a KYW KGU KHU n/a n/a KIW n/a n/a n/a n/a KNW n/a YQU n/a KPU KR1 KSU n/a n/a KWU n/a n/a n/a HIU

n/a n/a n/a n/a n/a JFJ n/a n/a n/a n/a n/a JJJ JPJ n/a EIC n/a n/a KAJ KBJ n/a KCJ n/a n/a n/a n/a n/a n/a KYB KGJ KHJ n/a n/a KIB n/a n/a n/a n/a KNB n/a YQJ n/a KPJ KR3 KSJ n/a n/a KWJ n/a n/a n/a HIJ

IMG n/a QLD IUD IVD JFY JXF n/a JMD JOY JBD JJY JPY JSD EIF JUG JFD KAY KBY KB0 KCY KCD KD5 KFD KEG KE0 n/a KGD KGY KHY KHD KAG KID KI8 KKD KMD MLF SEY KND YQY NPY KPY KRD KSY KT0 KSD KWY KWD KYD LRF HIY

n/a ITR n/a n/a n/a n/a n/a JLT n/a n/a n/a n/a n/a n/a n/a n/a n/a n/a n/a n/a n/a n/a n/a n/a n/a n/a KES n/a n/a n/a n/a n/a n/a n/a n/a n/a n/a n/a n/a n/a n/a KPN n/a n/a n/a n/a n/a n/a n/a n/a n/a
Contract Name
Imagination Technologies Intertek Group Italcementi SPA - (savings) Intesa Sanpaolo SpA IVG Immobilien AG Colruyt SA JKX Oil & Gas Plc Jardine Lloyd Thompson Group Jeronimo Martins SGPS Johnson Matthey JM AB Johnson & Johnson JPMorgan Chase & Co Johnson Controls Inc St Jude Medical Inc Juniper Networks Inc Jyske Bank A/S Kazakhmys plc KBC Bancassurance Holding KB Financial Group Inc ADR Gamesa Corp Tecnologica SA Kloeckner & Co AG Kabel Deutschland Holding AG Kesko OYJ Kellogg Co Korea Electrical Power Corp ADR Kesa Electricals Kerry Group PLC Kingfisher plc Kudelski SA KGHM Polska Miedz SA Kohl's Corp Kinnevik Investment AB Kinross Gold Klepierre Komercni Banka AS Kinder Morgan Energy Partners LP Natixis Kone OYJ Kuehne & Nagel International AG Coca-Cola Company Royal KPN NV Krones AG Merck KGaA KT Corporation ADR Kingspan Group Plc Fomento de Construcciones SA Corning Inc Kimberly-Clark Corp Landi Renzo SpA Ladbrokes
Logical Code
ITG ITR ITS IU IV JF JKK JLT JM JMA JMB JNX JPM JSA JUD JUN JYS KA KBB KBF KC KCO KD8 KEB KEL KEP KES KG KGF KH KHH KHL KIN KI0 KLI KM KME KN KNE KNI KO KPN KR KS KTR KSP KW KWA KYA LAD LDB
Physical Settled
n/a n/a n/a n/a n/a JFQ n/a n/a n/a n/a n/a JJQ JPQ n/a EIT n/a n/a KAQ KBQ n/a KCQ n/a n/a n/a n/a n/a n/a KYO KGQ KHQ n/a n/a KIO n/a n/a n/a n/a KNO n/a YQQ n/a KPQ KR2 KSQ n/a n/a KWQ n/a n/a n/a HIQ
Physical Settled
n/a n/a n/a n/a n/a JFX n/a n/a n/a n/a n/a JJX JPX n/a EIN n/a n/a KAX KBX n/a KCX n/a n/a n/a n/a n/a n/a KYV KGX KHX n/a n/a KIV n/a n/a n/a n/a KNV n/a YQX n/a KPX KR4 KSX n/a n/a KWX n/a n/a n/a HIX
Physical Settled
n/a n/a QLH IUH IVH JFZ n/a n/a JMH n/a JBH JJZ JPZ JSH EIK JUP JFH n/a KBZ KB1 KCZ KCH KD6 KFH KLP KE1 n/a n/a n/a KHZ n/a KAP KIH KI9 KKH n/a MLK SEZ KNH YQZ NPZ KPZ KRH KSZ KT1 n/a KWZ KWH KYH LRK n/a
Equity Option
n/a n/a n/a n/a n/a n/a n/a n/a n/a n/a n/a n/a n/a n/a n/a n/a n/a KZK n/a n/a n/a n/a n/a n/a n/a n/a n/a n/a KGF n/a n/a n/a n/a n/a n/a n/a n/a n/a n/a n/a n/a n/a n/a n/a n/a n/a n/a n/a n/a n/a LDB
Currency
GBP GBP EUR EUR EUR EUR GBP GBP EUR GBP SEK USD USD USD USD USD DKK GBP EUR USD EUR EUR EUR EUR USD USD GBP EUR GBP CHF PLN USD SEK USD EUR CZK USD EUR EUR CHF USD EUR EUR EUR USD EUR EUR USD USD EUR GBP
0.68 1.25 0.26 0.23 0.60 2.24 0.27 0.54 1.06 1.51 18.98 2.28 4.29 2.63 3.32 2.68 15.00 1.72 3.35 4.33 0.47 1.51 3.03 2.53 3.44 1.54 0.14 1.78 0.16 1.70 23.88 3.81 8.92 1.60 2.31 550.00 2.96 0.39 3.41 7.70 2.26 0.59 3.90 6.82 1.35 0.55 2.03 1.84 2.98 0.32 0.09 0.01 0.01 0.01 0.01 0.01 0.02 0.01 0.01 0.01 0.02 0.16 0.02 0.04 0.03 0.03 0.03 0.12 0.02 0.10 0.04 0.01 0.02 0.07 0.03 0.03 0.02 0.01 0.02 0.01 0.02 0.19 0.04 0.08 0.02 0.02 4.38 0.03 0.01 0.03 0.07 0.02 0.01 0.09 0.06 0.02 0.01 0.06 0.02 0.03 0.01 0.01 n/a n/a n/a n/a n/a 40 n/a n/a 40 40 n/a 40 40 n/a 40 n/a n/a 40 40 n/a 40 n/a n/a n/a n/a n/a n/a 40 30 40 n/a n/a 40 n/a n/a n/a n/a n/a n/a 40 n/a 40 40 40 n/a n/a 40 n/a n/a n/a 30
Effective Date
2/24/2012 2/24/2012 2/24/2012 10/17/2011 5/28/2012 2/24/2012 4/16/2012 2/24/2012 2/24/2012 2/24/2012 2/24/2012 2/24/2012 2/24/2012 2/24/2012 2/24/2012 2/24/2012 2/24/2012 10/17/2011 2/24/2012 2/20/2012 2/24/2012 2/24/2012 1/30/2012 2/24/2012 2/24/2012 2/20/2012 2/24/2012 2/24/2012 2/24/2012 10/17/2011 2/24/2012 2/24/2012 2/24/2012 4/12/2012 2/24/2012 2/24/2012 2/24/2012 2/24/2012 10/17/2011 2/24/2012 2/24/2012 5/28/2012 3/23/2012 2/24/2012 2/20/2012 2/24/2012 2/24/2012 2/24/2012 2/24/2012 10/17/2011 2/24/2012
ATTACHMENT G

n/a n/a n/a LHU LAU n/a LGU n/a LIU YTU LYW n/a n/a LMW n/a LCU n/a LRM LSU LEU n/a n/a n/a n/a LUW n/a n/a n/a ZYU n/a MSU n/a n/a n/a MAU n/a n/a n/a n/a n/a n/a n/a MDU n/a n/a n/a MIW n/a n/a n/a MEU

XNC n/a n/a LHJ LAJ n/a LGJ n/a LIJ YTJ LYB n/a MQC LMB n/a LCJ n/a LRC LSJ LEJ n/a n/a KKJ n/a LUB n/a n/a LUJ ZYJ n/a MSJ n/a MAF n/a MAJ n/a n/a n/a MBJ n/a QGB n/a MDJ XEB n/a MKJ MIB n/a n/a n/a MEJ

LED LE5 n/a LHY LAY LGD LGY LHD LIY YTY LYD LKD LLD LMY LOD LCY LP0 LRD LSY LEY LTF LTD KKY LUF LUD LWD LXD LUY ZYY LYF MSD MA6 MAD MVY MAY MA8 OFF LLF MBY MIG QGD MBG MDY LNY MJD MKY MID MEF MDD MFD MEY

n/a n/a n/a n/a n/a n/a n/a n/a n/a n/a n/a n/a n/a n/a n/a n/a n/a n/a n/a n/a n/a n/a n/a n/a n/a n/a n/a n/a n/a n/a n/a n/a n/a n/a n/a n/a n/a n/a MB n/a n/a n/a n/a n/a n/a n/a n/a n/a n/a n/a n/a
Contract Name
Logical Code
LEA LEO LEZ LFT LG LGA LGE LHA LI LIS LK LKA LLA LMI LOA LOG LPL LR LS LSE LSR LT LTO LUN LUP LW LXA LXG LXS LYM M+S MA0 MAA MAB MAE MAG MAI MAS MB MBD MBI MBR MC MCD MDI MDL MDT ME MED MEL MEO
Physical Settled
XNT n/a n/a LHQ LAQ n/a LGQ n/a LIQ YTQ LYO n/a MQT LMM n/a LCQ n/a LRT LSQ LEQ n/a n/a KKQ n/a LUO n/a n/a LUQ ZYQ n/a MSQ n/a MAO n/a MAQ n/a n/a n/a MBQ n/a QGO n/a MDQ XEO n/a MKQ MIO n/a n/a n/a MEQ
Physical Settled
XNN n/a n/a LHX LAX n/a LGX n/a LIX YTX LYV n/a MQN LMV n/a LCX n/a LRN LSX LEX n/a n/a KKX n/a LUV n/a n/a LUX ZYX n/a MSX n/a MAV n/a MAX n/a n/a n/a MCX n/a QGV n/a MDX XEV n/a MKX MIV n/a n/a n/a MEX
Physical Settled
LEH LE6 LEV LHZ LAZ LGH n/a LHH LIZ YTZ LYH LKH LLH n/a LOH n/a LP1 LRH n/a n/a LTK n/a KKZ LUK LUH n/a LXH LUZ ZYZ LYK n/a MA7 MAH n/a MAZ MA9 OFK LLK MBZ n/a QGH n/a MDZ LNZ n/a MKZ MIH MEK MDH MFH MEZ
Equity Option
n/a n/a n/a n/a n/a n/a LGE n/a n/a n/a n/a n/a n/a LNM n/a LOG n/a n/a LS LSE n/a n/a n/a n/a n/a n/a n/a n/a n/a n/a M+S n/a n/a n/a n/a n/a n/a n/a n/a n/a n/a n/a n/a n/a n/a n/a n/a n/a n/a n/a n/a
Currency
USD EUR EUR EUR EUR USD GBP USD EUR CHF USD USD USD GBP USD GBP USD EUR GBP GBP USD PLN EUR DKK SEK PLN USD EUR EUR USD GBP USD USD GBP DKK USD EUR DKK EUR GBP USD GBP EUR USD GBP EUR SEK USD SEK EUR EUR
2.97 4.16 6.40 1.20 3.73 2.40 0.10 4.54 6.71 1.10 4.07 1.60 2.13 1.10 2.61 0.14 1.34 2.20 0.55 0.71 0.71 3.50 1.46 11.00 20.68 0.40 3.58 1.75 4.74 6.31 0.19 1.40 2.41 0.21 3762.00 4.10 0.26 3718.00 0.67 0.11 2.12 1.80 8.75 2.73 0.45 0.36 39.27 1.75 6.89 0.32 3.82 0.03 0.05 0.15 0.01 0.03 0.02 0.01 0.04 0.06 0.01 0.04 0.02 0.02 0.01 0.03 0.01 0.02 0.02 0.02 0.01 0.01 0.03 0.02 0.09 0.17 0.01 0.03 0.05 0.04 0.06 0.01 0.02 0.02 0.01 29.93 0.05 0.01 29.58 0.01 0.01 0.02 0.05 0.07 0.03 0.01 0.01 0.32 0.02 0.06 0.01 0.04 40 n/a n/a 40 40 n/a 30 n/a 40 40 40 n/a 40 40 n/a 30 n/a n/a 40 30 n/a n/a 40 n/a 40 n/a n/a 40 40 40 30 n/a 40 40 40 n/a n/a n/a 40 n/a 40 n/a 40 40 n/a 40 40 n/a n/a n/a 40
Effective Date
2/24/2012 1/30/2012 5/28/2012 2/24/2012 2/24/2012 2/24/2012 4/16/2012 2/24/2012 2/24/2012 2/24/2012 2/24/2012 2/24/2012 2/24/2012 2/24/2012 2/24/2012 2/24/2012 2/20/2012 2/24/2012 2/24/2012 2/24/2012 2/24/2012 2/24/2012 2/24/2012 2/24/2012 2/24/2012 2/24/2012 2/24/2012 4/16/2012 2/24/2012 2/24/2012 2/24/2012 4/12/2012 2/24/2012 10/17/2011 10/17/2011 4/12/2012 2/24/2012 2/24/2012 2/24/2012 2/24/2012 2/24/2012 4/16/2012 2/24/2012 2/24/2012 2/24/2012 2/24/2012 2/24/2012 2/24/2012 2/24/2012 2/24/2012 2/24/2012
Morgan Stanley Leoni AG Lenzing AG Deutsche Lufthansa AG Lafarge SA NextEra Energy Inc Legal & General Group plc Lockheed Martin Corp Linde AG Logitech International S A Lukoil OAO Lowe's Cos Inc Eli Lilly & Co Lonmin Loews Corp Logica Plc LG Display Company Ltd ADR Legrand SA Land Securities Group plc London Stock Exchange LSR Group OJSC GDR Grupa Lotos SA Lottomatica SpA H. Lundbeck A/S Lundin Petroleum AB Polish Oil & Gas Co Illinois Tool Works Inc Luxottica Group SpA LANXESS AG LyondellBasell Marks & Spencer Group plc Manulife Financial Corp Motorola Solutions Inc Mitchells & Butlers AP Moller - Maersk B Magna International Inc Maire Tecnimont SpA AP Moeller - Maersk A Mediobanca SpA Mcbride MBIA Inc Mulberry LVMH Moet Hennessy Louis Vuitton SA McDonald's Corp Mondi PLC Mediolanum SpA Modern Times Group AB Garmin Ltd Meda AB Atrium European Real Estate Ltd Metro AG
ATTACHMENT G

n/a n/a n/a n/a n/a MHW n/a n/a n/a n/a MLU n/a ZZU n/a n/a MMU KRU MJU n/a MOW n/a XCW MOU KUU n/a n/a n/a n/a n/a n/a n/a n/a MIU n/a n/a n/a n/a n/a AMW n/a n/a n/a MUU n/a n/a n/a n/a n/a NDU n/a n/a

n/a n/a n/a n/a n/a MHB n/a n/a n/a n/a MLJ n/a ZZJ CIC MMF MMJ KRJ MJJ n/a MNJ KOJ XCB MOJ KUJ n/a n/a n/a n/a n/a n/a KSB WZB MIJ n/a MZJ MHJ MTC n/a AMB n/a n/a n/a MUJ XHB n/a BTC n/a n/a NDJ n/a n/a

ULF NIF WCD MGD n/a MHD HQF MIF n/a MJF MLY MLD ZZY CIF MMD MMY KRY MJY MND MOD KOY XCF MOY KUY MPF n/a MQD WGF MRY MRG KYY WZD MIY MSG MZY MHY MTD JDD AUF n/a MKD MUF MUY MWD MXD MYD KVY NBD NDY n/a NAG

n/a n/a n/a n/a MGG n/a n/a n/a n/a n/a n/a n/a n/a n/a n/a n/a n/a n/a n/a n/a MNO n/a n/a n/a n/a MPI n/a n/a n/a n/a n/a n/a n/a n/a n/a MSI n/a n/a n/a MTO n/a n/a n/a n/a n/a n/a n/a n/a n/a NE n/a
Contract Name
Mercialys SA M6 Wendel Magyar Telekom Meggitt Marine Harvest MHP SA GDR Energy Transfer Partners LP Arcelor Mittal (ex-event package) Weyerhaeuser Co Michelin MOL Hungarian Oil & Gas MLP AG Marsh & McLennan Cos Inc Freeport-McMoRan Copper & Gold Inc Lagardere S.C.A. Mayr-Melnhof Karton AG MAN SE Monsanto Co MMC Norilsk Nickel Mondadori (Arnoldo) Editore SpA Mediq NV Metso Mobistar SA Southern Copper Corp Michael Page International Baker Hughes Inc MARR SpA Montpelier Re Holdings Ltd Marriott International Inc/DE Merck & Co Inc Marvell Technology Group Ltd Morrison WM Supermarkets plc Mastercard Inc Microsoft Corporation Mediaset SpA Medtronic Inc Montebalito SA Arcelor Mittal MITIE Group MTU Aero Engines Holding AG Lorillard Inc Muenchener Rueckversicherungs AG Colgate-Palmolive Co Public Service Enterprise Group Inc Bristol-Myers Squibb Co Nationale PortefeuilleMaatschappij Novabase SGPS Nordea Bank AB National Express Group NetApp Inc
Logical Code
MER MET MF MG MGG MH MHP MI MIT MJ ML MLL MLP MM MMA MMB MMK MN MNA MNN MNO MNV MO MOB MP MPI MQA MR MRH MRI MRK MRV MRW MSC MSF MSI MTA MTB MTE MTO MTX MU MUV MWA MXA MYA NAT NB NDA NE NEA
Physical Settled
n/a n/a n/a n/a n/a MHO n/a n/a RRO n/a MLQ n/a ZZQ CIT MMO MMQ KRQ MJQ n/a MOO KOQ XCO MOQ KUQ n/a n/a n/a n/a n/a n/a KSO WZO MIQ n/a MZQ MHQ MTT n/a AMO n/a n/a n/a MUQ XHO n/a BTT n/a n/a NDQ n/a n/a
Physical Settled
n/a n/a n/a n/a n/a MHV n/a n/a n/a n/a MLX n/a ZZX CIV MMV MMX KRX MJX n/a MOV KOV XCV MOX KUX n/a n/a n/a n/a n/a n/a KSV WZV MIX n/a MZX MHX MTV n/a AMI n/a n/a n/a MUX XHV n/a BTN n/a n/a NDX n/a n/a
Physical Settled
ULK NIK WCH n/a n/a MHH HQK MIK n/a MJK MLZ n/a ZZZ CIK MMH MMZ KRZ MJZ MNH MOH KOZ XCK MOZ KUZ MPK n/a MQH WGK MRZ MRP KYZ WZH n/a MSP MZZ MHZ MTH JDH AUK n/a MKH MUK MUZ MWH MXH MYH KVZ NBH NDZ n/a NAP
Equity Option
n/a n/a n/a n/a n/a n/a n/a n/a n/a n/a n/a n/a n/a n/a n/a n/a n/a n/a n/a n/a n/a n/a n/a n/a n/a n/a n/a n/a n/a n/a n/a n/a MWR n/a n/a n/a n/a n/a n/a n/a n/a n/a n/a n/a n/a n/a n/a n/a n/a n/a n/a
Currency
EUR EUR EUR HUF GBP NOK USD USD EUR USD EUR HUF EUR USD USD EUR EUR EUR USD USD EUR EUR EUR EUR USD GBP USD EUR USD USD USD USD GBP USD USD EUR USD EUR EUR GBP EUR USD EUR USD USD USD EUR EUR SEK GBP USD
0.82 0.95 8.75 37.40 0.27 0.50 2.50 2.52 1.76 1.27 5.86 1650.00 0.61 1.84 4.45 2.44 3.63 8.08 6.87 2.29 0.17 0.58 3.70 2.17 3.29 0.41 6.43 0.44 1.16 2.59 1.89 1.60 0.17 26.15 1.32 0.37 2.35 0.14 1.44 0.18 3.08 7.40 7.74 3.71 1.58 1.53 1.40 0.18 6.21 0.20 5.87 0.02 0.01 0.07 0.30 0.01 0.01 0.07 0.03 0.05 0.02 0.05 13.13 0.01 0.02 0.04 0.07 0.03 0.07 0.06 0.07 0.01 0.01 0.03 0.02 0.03 0.01 0.06 0.01 0.01 0.03 0.02 0.02 0.01 0.21 0.02 0.01 0.02 0.01 0.02 0.01 0.03 0.06 0.07 0.03 0.02 0.02 0.02 0.01 0.05 0.01 0.05 n/a n/a n/a n/a n/a 40 n/a n/a 40 n/a 40 n/a n/a 40 40 40 40 40 n/a 40 40 40 40 40 n/a n/a n/a n/a n/a n/a 40 40 30 n/a 40 40 40 n/a n/a n/a n/a n/a 40 40 n/a 40 n/a n/a 40 n/a n/a
Effective Date
4/17/2012 2/24/2012 2/24/2012 2/24/2012 2/24/2012 4/20/2011 4/16/2012 2/24/2012 4/16/2012 2/24/2012 2/24/2012 2/24/2012 2/24/2012 2/24/2012 2/24/2012 2/24/2012 2/24/2012 2/24/2012 2/24/2012 2/24/2012 7/21/2011 2/24/2012 2/24/2012 2/24/2012 2/24/2012 2/24/2012 2/24/2012 2/24/2012 2/24/2012 2/24/2012 2/24/2012 2/24/2012 2/24/2012 2/24/2012 2/24/2012 2/24/2012 2/24/2012 2/24/2012 5/28/2012 10/17/2011 2/24/2012 2/24/2012 2/24/2012 2/24/2012 2/24/2012 2/24/2012 7/21/2011 2/24/2012 2/24/2012 2/24/2012 2/24/2012
ATTACHMENT G

n/a NEU NGU NJU NKU n/a n/a n/a n/a NBU NFU NAU n/a n/a NRW n/a NTW n/a n/a n/a n/a n/a n/a n/a n/a n/a NXU NYW n/a n/a n/a OBU OCU n/a OGW n/a OIU n/a n/a KZU ODW OAU ONU n/a KXU ORU n/a OKU n/a OSU n/a

n/a NEJ NGJ NJJ NKJ n/a n/a n/a n/a NBJ NFJ NAJ n/a n/a NRB n/a NTB n/a n/a n/a n/a n/a n/a n/a n/a n/a NXJ NYB VUB n/a n/a OBJ OCJ n/a OGB n/a OIJ n/a n/a KZJ ODB OAJ ONJ n/a KXJ ORJ n/a OKJ n/a OSJ n/a

NCD NEY NGY NJY n/a NKD NGD NLD NMG NBY NFY NAY NOY NPF NRD NFG NTD NEG NMY NVD NJD OVF NWD NNY NXK NDD NXY NYH VUD NSD NZD OBY OCY OOF OGD n/a OIY n/a OKD KZY ODY OAY ONY OOD KXY ORY OXY OKY OBF OSY UHD

n/a n/a n/a n/a n/a n/a n/a n/a n/a n/a n/a n/a n/a n/a n/a n/a n/a n/a n/a n/a n/a n/a n/a n/a n/a n/a n/a n/a n/a n/a n/a n/a n/a n/a n/a YOH n/a n/a n/a n/a n/a n/a n/a n/a n/a n/a n/a n/a n/a n/a n/a
Contract Name
Neopost SA Nestle SA National Grid plc NH Hoteles SA Nokian Reenkat Nike Inc NKT Holding A/S OJSC Novo Lipetsk Steel Nomos Bank GDR Nokia OYJ Novo-Nordisk A/S Novartis AG National Oilwell Varco Inc Norwegian Property ASA Norske Skogindustrier ASA Norfolk Southern Corp Neste Oil OYJ Northgate Nucor Corp OAO Novatek Novozymes A/S Novorossiysk Sea Trade Port GDR News Corp Nexity Nexen Inc Nexans SA Next plc NYSE Euronext (Paris) New York Times Co/The NYSE Euronext Newmont Mining Corp ABB Ltd Mapfre SA Ocado Group Plc OAO Gazprom Obrascon Huarte Lain SA Baloise Holding AG O'Key Group GDR OKO Bank plc Omega Pharma Old Mutual OMV AG ACS Actividades Cons y Serv OTP Bank Nyrt Osterreichische Post AG L'Oreal SA Oracle Corp Orkla ASA Orpea Antena 3 de Television SA Outotec OYJ
Logical Code
NEP NES NGG NJ NK NKA NKT NLM NMO NOK NOO NOV NOW NPR NR NSC NT NTG NUE NV NVO NVR NWA NXE NXN NXS NXT NY1 NYT NYX NZA OBB OC OCA OG OHL OIB OKA OKE OME OML OMV ON OO OPO OR ORC ORK ORP OS OTE
Physical Settled
n/a NEQ NGQ NJQ NKQ n/a n/a n/a n/a NBQ NFQ NAQ n/a n/a NRO n/a NTO n/a n/a n/a n/a n/a n/a n/a n/a n/a NXQ NYO VUO n/a n/a OBQ OCQ n/a OGO n/a OIQ n/a n/a KZQ ODO OAQ ONQ n/a KXQ ORQ n/a OKQ n/a OSQ n/a
Physical Settled
n/a NEX NGX NJX NKX n/a n/a n/a n/a NBX NFX NAX n/a n/a NRV n/a NTV n/a n/a n/a n/a n/a n/a n/a n/a n/a NXX NYV VUV n/a n/a OBX OCX n/a OGV n/a OIX n/a n/a KZX ODV OAX ONX n/a KXX ORX n/a OKX n/a OSX n/a
Physical Settled
NCH NEZ n/a NJZ n/a NKH NGH NLH NMP NBZ NFZ NAZ NOZ NPK NRH NFP NTH n/a NMZ NVH NJH OVK NWH NNZ NXM NDH n/a NYD VUH NSH NZH OBZ OCZ n/a OGH YOD OIZ OKL OKH KZZ n/a OAZ ONZ n/a KXZ ORZ OXZ OKZ OBK OSZ UHH
Equity Option
n/a n/a NGG n/a n/a n/a n/a n/a n/a n/a n/a n/a n/a n/a n/a n/a n/a n/a n/a n/a n/a n/a n/a n/a n/a n/a NXT n/a n/a n/a n/a n/a n/a n/a n/a n/a n/a n/a n/a n/a OMT n/a n/a n/a n/a n/a n/a n/a n/a n/a n/a
Currency
EUR CHF GBP EUR EUR USD DKK USD USD EUR DKK CHF USD NOK NOK USD EUR GBP USD USD DKK USD USD EUR USD EUR GBP EUR USD USD USD SEK EUR GBP USD EUR CHF USD EUR EUR GBP EUR EUR HUF EUR EUR USD NOK EUR EUR EUR
5.00 2.24 0.25 0.92 2.59 5.20 26.00 5.98 1.60 0.56 45.00 2.50 8.28 1.50 2.00 5.63 1.33 0.25 2.57 20.02 10.50 1.04 1.87 2.39 2.00 5.64 1.74 1.41 0.82 2.75 4.84 10.12 0.26 0.18 1.46 1.98 6.00 1.20 0.98 2.50 0.17 2.06 2.33 675.40 1.15 3.35 3.12 4.50 2.74 0.59 4.39 0.04 0.07 0.01 0.01 0.03 0.05 0.21 0.05 0.02 0.02 1.22 0.03 0.07 0.02 0.03 0.05 0.02 0.01 0.03 0.16 0.29 0.01 0.02 0.02 0.02 0.05 0.05 0.02 0.01 0.03 0.04 0.09 0.01 0.01 0.02 0.02 0.05 0.01 0.01 0.02 0.01 0.02 0.02 5.38 0.01 0.03 0.03 0.04 0.03 0.01 0.04 n/a 40 30 40 40 n/a n/a n/a n/a 40 40 40 n/a n/a 40 n/a 40 n/a n/a n/a n/a n/a n/a n/a n/a n/a 30 40 40 n/a n/a 40 40 n/a 40 n/a 40 n/a n/a 40 40 40 40 n/a 40 40 n/a 40 n/a 40 n/a
Effective Date
2/24/2012 4/16/2012 2/24/2012 2/24/2012 2/24/2012 2/24/2012 2/24/2012 2/24/2012 2/24/2012 2/24/2012 2/24/2012 5/28/2012 2/24/2012 2/24/2012 5/28/2012 2/24/2012 2/24/2012 2/24/2012 2/24/2012 2/24/2012 4/16/2012 2/24/2012 2/24/2012 2/24/2012 4/12/2012 2/24/2012 2/24/2012 2/24/2012 2/24/2012 2/24/2012 2/24/2012 2/24/2012 2/24/2012 2/24/2012 2/24/2012 2/24/2012 2/24/2012 6/26/2012 2/24/2012 2/24/2012 2/24/2012 2/24/2012 2/24/2012 10/17/2011 2/24/2012 2/24/2012 2/24/2012 10/17/2011 2/24/2012 2/24/2012 2/24/2012
ATTACHMENT G

OUW n/a n/a n/a n/a PUU n/a n/a n/a n/a n/a n/a n/a n/a n/a n/a PEW TZU n/a n/a n/a n/a n/a n/a n/a YUU PHU n/a n/a n/a n/a n/a n/a PKU n/a PMU n/a n/a n/a n/a DJU n/a PAU PDU n/a PPU n/a n/a n/a n/a PSU

OUB n/a EFC n/a n/a PUJ n/a n/a n/a n/a n/a EGC n/a n/a n/a n/a PEB TZJ PYJ n/a n/a PJJ n/a n/a n/a YUJ PHJ n/a MZC n/a PCJ n/a n/a PKJ n/a PMJ n/a n/a n/a n/a DJJ n/a PAJ PDJ WIB PPJ n/a n/a n/a n/a PRJ

OUD EFF OXD PXD PBD PUY PCD PEG PC0 PID PDD EGF PED PFY PXY VPD PTF TZY PYY n/a n/a PJY PGG PGW PGD YUY PHD MHF MZF PIU PCY PJD PFC PKY PKD PMY PMD n/a PND n/a DJY POF PAY PDY WID PPY PMG PIG n/a WQY PRY

n/a n/a n/a n/a n/a n/a n/a n/a n/a n/a n/a n/a n/a n/a n/a n/a n/a n/a n/a PFG PFL n/a n/a n/a n/a n/a PHI n/a n/a n/a n/a n/a n/a n/a n/a n/a n/a PMO n/a PNN n/a n/a n/a n/a n/a n/a n/a n/a n/a n/a n/a
Contract Name
Outokumpu Oyj Onyx Pharmaceuticals Inc Occidental Petroleum Corp Pargesa Holding SA Praktiker AG Publicis Groupe Portucel Precision Castparts Corp POSCO ADR Pic. Credito Valtellinese Pfleiderer AG PDL Biopharma Inc Bank Pekao SA Peabody Energy Corp Pepsico Inc Pescanova Petrofac Total SA Pfizer Provident Financial Premier Farnell Procter & Gamble Co PG&E Corp Polska Grupa Energetyczna Petroleum Geo-Services ASA Phonak AG Koninklijke Philips Electronics NV Philip Morris Intl Inc Prysmian SpA Piaggio & C. SpA Pirelli & C SpA PBG SA PagesJaunes Groupe SA Julius Baer Holding AG PKO Bank Polski SA Banco Comercial Portugues 3M Co Premier Oil Polski Koncern Naftowy Pennon Group Carnival plc Petropavlovsk Plc Banco Popular Espanol SA Porsche Automobil Holding SE Potash Corp of Saskatchewan Pinault-Printemps-Redoute PPG Industries Inc priceline.com Inc Perrigo Co Promotora de Informaciones, S.A. Prudential plc
Logical Code
OU OX OXA PAR PB PBG PC PCC PCO PCV PD PDL PE PEC PEP PES PET PF PFE PFG PFL PG PGE PGN PGS PHB PHI PHP PHS PIA PIR PJ PJG PK PKK PM PMA PMO PN PNN POC POG POP POR POT PP PPG PRC PRG PRS PRU
Physical Settled
OUO n/a EFT n/a n/a PUQ n/a n/a n/a n/a n/a EGO n/a n/a n/a n/a PEO TZQ PYQ n/a n/a PJQ n/a n/a n/a YUQ PHQ n/a MZT n/a PCQ n/a n/a PKQ n/a PMQ n/a n/a n/a n/a DJQ n/a PAQ PDQ WIO PPQ n/a n/a n/a n/a PRQ
Physical Settled
OUV n/a EFN n/a n/a PUX n/a n/a n/a n/a n/a EGN n/a n/a n/a n/a PEV TZX PYX n/a n/a PJX n/a n/a n/a YUX PHX n/a MZN n/a PCX n/a n/a PKX n/a PMX n/a n/a n/a n/a DJX n/a PAX PDX WIV PPX n/a n/a n/a n/a PRX
Physical Settled
OUH EFK OXH PXH PBH PUZ PCH PEH PC1 PIH PDH EGK n/a PFZ PXZ VPH n/a TZZ PYZ n/a n/a PJZ PGP n/a PGH YUZ PHZ MHK MZK PIQ PCZ n/a PFH PKZ n/a PMZ PMH n/a n/a n/a n/a n/a PAZ PDZ OBH PPZ PMP PIP PR6 WQZ n/a
Equity Option
n/a n/a n/a n/a n/a n/a n/a n/a n/a n/a n/a n/a n/a n/a n/a n/a PET n/a n/a n/a n/a n/a n/a n/a n/a n/a n/a n/a n/a n/a n/a n/a n/a n/a n/a n/a n/a n/a n/a n/a POC n/a n/a n/a n/a n/a n/a n/a n/a n/a PRU
Currency
EUR USD USD CHF EUR EUR EUR USD USD EUR EUR USD PLN USD USD EUR GBP EUR USD GBP GBP USD USD PLN NOK CHF EUR USD EUR EUR EUR PLN EUR CHF PLN EUR USD GBP PLN GBP GBP GBP EUR EUR USD EUR USD USD USD EUR GBP
0.96 5.73 11.35 6.00 0.47 2.00 0.11 13.71 9.36 0.25 0.16 0.31 12.76 7.37 2.63 2.20 1.08 2.01 1.01 0.74 0.20 2.39 2.28 1.39 11.50 5.10 1.16 4.05 1.24 0.30 0.76 12.50 0.38 1.30 2.81 0.04 5.08 0.43 3.00 0.38 1.98 0.88 0.39 5.38 4.66 7.53 6.54 50.84 7.40 0.11 0.44 0.01 0.05 0.10 0.05 0.01 0.06 0.01 0.11 0.08 0.01 0.01 0.01 0.11 0.06 0.03 0.02 0.01 0.06 0.01 0.02 0.01 0.02 0.02 0.04 0.10 0.05 0.04 0.04 0.01 0.01 0.01 0.13 0.01 0.02 0.03 0.01 0.05 0.01 0.03 0.01 0.02 0.01 0.01 0.05 0.04 0.21 0.06 0.41 0.09 0.01 0.02 40 n/a 40 n/a n/a 40 n/a n/a n/a n/a n/a 40 n/a n/a n/a n/a n/a 40 40 n/a n/a 40 n/a n/a n/a 40 40 n/a 40 n/a 40 n/a n/a 40 n/a 40 n/a n/a n/a n/a 30 n/a 40 40 40 40 n/a n/a n/a n/a 30
Effective Date
5/28/2012 2/24/2012 2/24/2012 2/24/2012 5/28/2012 4/16/2012 2/24/2012 2/24/2012 2/20/2012 2/24/2012 5/28/2012 2/24/2012 2/24/2012 2/24/2012 2/24/2012 2/24/2012 2/24/2012 4/16/2012 2/24/2012 4/16/2012 2/24/2012 2/24/2012 2/24/2012 4/16/2012 10/17/2011 2/24/2012 2/24/2012 2/24/2012 2/24/2012 5/28/2012 2/24/2012 5/28/2012 2/24/2012 2/24/2012 2/24/2012 5/28/2012 2/24/2012 10/17/2011 2/24/2012 2/24/2012 2/24/2012 7/18/2011 2/24/2012 2/24/2012 2/24/2012 4/16/2012 2/24/2012 2/24/2012 5/11/2012 5/28/2012 4/16/2012
ATTACHMENT G

n/a n/a n/a POU n/a PTU n/a n/a POM n/a QXW PVU n/a n/a n/a n/a n/a n/a QDW n/a QFW n/a QOU n/a n/a n/a RA1 n/a n/a RGU n/a RBU n/a n/a RDU n/a n/a n/a n/a REU n/a RKU RAU WVW n/a n/a n/a n/a WXU n/a n/a

AKC n/a n/a POJ n/a PTJ n/a n/a POB n/a QXB PVJ n/a n/a n/a n/a n/a n/a QDB QQJ QFB n/a QOJ n/a n/a n/a RA3 n/a n/a RGJ n/a RBJ n/a n/a RDJ CFC n/a n/a n/a REJ n/a RKJ RAJ WVB n/a n/a n/a n/a WXJ n/a n/a

PSD PSF WRY POY QBD PTY PEY PTD PSY PUD QXD PVY PWA PPD PVD PWD PZD PZN QDD QQY QFD QMD QOY QOD QYD RAD RA5 UJF RGD RGY RB8 RBY RCD RXD RDY CFF CYD XMY REF REY RMF RKY RAY WVY REB REO EHD RHD WXY RAF n/a

n/a n/a n/a n/a n/a n/a n/a n/a PTN n/a n/a n/a n/a n/a n/a n/a n/a n/a n/a n/a n/a n/a n/a n/a n/a n/a n/a n/a n/a n/a n/a n/a n/a n/a RD n/a n/a n/a n/a n/a n/a REN n/a n/a n/a n/a n/a n/a n/a n/a n/a
Contract Name
Paccar Inc Prosegur Cia de Segurided SA Prosiebensat 1 Media AG Pearson plc PSP Swiss Property AG Portugal Telecom SGPS SA Bwin.party Digital Entertainment PLC PT Multimedia PostNL NV Prosafe ASA Puma SE Lonza Group AG Penn West Petroleum Ltd Paddy Power PLC Panalpina Welttransport Holding AG Polimex Mostostal SA Patrizia Immobilien AG PZ Cussons Plc Q-Cells AG Qualcomm Inc Qiagen NV MetLife Inc Dassault Systemes SA Northrop Grumman Corp CVS Caremark Corp Agora SA RATIONAL AG Rallye SA Ratos AB Reckitt Benckiser Group plc Royal Bank of Canada Royal Bank of Scotland Group Richter Gedeon Nyrt RCS MediaGroup SpA Royal Dutch Shell plc A Euro RR Donnelley & Sons Co Recordati SpA Rexam Rexel S.A Reed Elsevier plc Remy Cointreau Reed Elsevier NV Repsol SA Red Electrica Corporacion SA Restaurant Plc Resolution Ltd Eurazeo Rhoen Klinikum AG RHI AG Rhodia SA RHJ International
Logical Code
PSA PSG PSM PSO PSP PTC PTG PTM PTN PU PUM PV PWE PWL PWT PWW PZ PZC QCE QCO QIA QMA QO QOB QYA RA RAA RAL RAT RB RBC RBS RC RCS RD RDD RDT RE REE REI REM REN REP RES RET REW RF RH RHI RHO RHX
Physical Settled
AKT n/a n/a POQ n/a PTQ n/a n/a POO n/a QXO PVQ n/a n/a n/a n/a n/a n/a QDO QQQ QFO n/a QOQ n/a n/a n/a RA2 n/a n/a RGQ n/a RBQ n/a n/a RDQ CFT n/a n/a n/a REQ n/a RKQ RAQ WVO n/a n/a n/a n/a WXQ n/a n/a
Physical Settled
AKN n/a n/a POX n/a PTX n/a n/a POV n/a QXV PVX n/a n/a n/a n/a n/a n/a QDV QQX QFV n/a QOX n/a n/a n/a RA4 n/a n/a RGX n/a RBX n/a n/a RDX CFN n/a n/a n/a REX n/a RKX RAX WVV n/a n/a n/a n/a WXX n/a n/a
Physical Settled
PSH PSK WRZ n/a QBH PTZ n/a PTH PSZ PUH QXH PVZ PWR n/a PVH n/a PZH n/a QDH QQZ QFH QMH QOZ QOH QYH n/a RA6 UJK RGH n/a RB9 n/a n/a RXH RDZ CFK CYH n/a REK n/a RMK RKZ RAZ WVZ n/a n/a EHH RHH WXZ RAK RHY
Equity Option
n/a n/a n/a PSO n/a n/a n/a n/a n/a n/a n/a n/a n/a n/a n/a n/a n/a n/a n/a n/a n/a n/a n/a n/a n/a n/a n/a n/a n/a RB n/a RBS n/a n/a n/a n/a n/a n/a n/a REI n/a n/a n/a n/a n/a n/a n/a n/a n/a n/a n/a
Currency
USD EUR EUR GBP CHF EUR GBP EUR EUR NOK EUR CHF USD EUR CHF PLN EUR GBP EUR USD EUR USD EUR USD USD PLN EUR EUR SEK GBP USD GBP HUF EUR EUR USD EUR GBP EUR GBP EUR EUR EUR EUR GBP GBP EUR EUR EUR EUR EUR
3.38 0.26 2.45 0.62 3.70 0.35 0.29 0.33 0.44 4.50 22.06 5.50 1.50 3.01 7.60 0.29 0.45 0.42 0.16 4.40 0.69 4.74 4.56 3.78 2.87 2.68 10.20 1.83 10.18 1.73 3.40 0.40 2055.06 0.10 1.59 1.34 0.42 0.22 1.69 0.30 3.55 0.49 1.73 2.71 0.19 0.20 4.26 0.90 1.56 1.02 0.60 0.03 0.01 0.02 0.02 0.03 0.01 0.01 0.01 0.01 0.04 0.18 0.05 0.02 0.03 0.07 0.01 0.01 0.01 0.01 0.04 0.01 0.04 0.04 0.04 0.03 0.03 0.24 0.02 0.09 0.05 0.04 0.01 16.35 0.01 0.05 0.02 0.01 0.01 0.02 0.01 0.03 0.01 0.02 0.03 0.01 0.01 0.04 0.01 0.02 0.01 0.01 40 n/a n/a 40 n/a 40 30 n/a 40 n/a 40 40 n/a n/a n/a n/a n/a n/a 40 40 40 n/a 40 n/a n/a n/a 40 n/a n/a 30 n/a 30 n/a n/a 30 40 n/a n/a n/a 30 n/a 40 40 40 n/a n/a n/a n/a 40 n/a n/a
Effective Date
2/24/2012 7/6/2012 2/24/2012 4/16/2012 2/24/2012 2/24/2012 2/24/2012 2/24/2012 2/24/2012 2/24/2012 10/17/2011 2/24/2012 5/11/2012 2/24/2012 2/24/2012 5/28/2012 2/24/2012 5/11/2012 5/28/2012 2/24/2012 2/24/2012 2/24/2012 2/24/2012 2/24/2012 2/24/2012 2/24/2012 3/23/2012 2/24/2012 2/24/2012 4/16/2012 4/12/2012 6/6/2012 2/24/2012 2/24/2012 2/24/2012 2/24/2012 2/24/2012 2/24/2012 2/24/2012 2/24/2012 2/24/2012 5/28/2012 5/28/2012 2/24/2012 2/24/2012 2/24/2012 2/24/2012 2/24/2012 2/24/2012 10/17/2011 7/11/2012
ATTACHMENT G

RJU n/a WUU n/a n/a n/a RTM n/a n/a n/a n/a RFW n/a RNU n/a ROW n/a ROU n/a n/a RRU WJM n/a RLU RIU n/a n/a RFU RSM RVU n/a n/a RWU n/a RYW n/a RSU n/a APU ZAW n/a n/a SAU SKU n/a n/a TVW SEW n/a WZU n/a

RJJ PPB WUJ n/a n/a WJB RTC n/a n/a n/a n/a RFB n/a RNJ n/a ROB n/a ROJ n/a n/a RRJ WJC BFC RLJ RIJ n/a n/a RFJ RSC RVJ n/a AYC RWJ n/a RYB n/a RSJ n/a APJ ZAB n/a n/a SAJ SKJ n/a n/a TVB SPB n/a WZJ n/a

RJY RID WUY RQD XCY WJD RKD n/a RLD HED RMO RFD NVY RNY MFF ROD UFD ROY RO8 n/a RRY n/a RSD RLY RIY RUF XXG RFY HCF RVY RVD RWD RWY FTD RYD RPD RSY RZD APY ZAD SVI LDF SAY SKY EOD SU8 TVY SEF SKG WZY SBY

n/a n/a n/a n/a n/a n/a n/a UOH n/a n/a n/a n/a n/a n/a n/a n/a n/a n/a n/a ROR n/a RRS n/a n/a RIO n/a n/a n/a n/a n/a n/a n/a n/a n/a n/a n/a n/a n/a n/a n/a n/a n/a n/a n/a n/a n/a n/a n/a n/a n/a n/a
Contract Name
Logical Code
Physical Settled
RJQ PPO WUQ n/a n/a WJO RTT n/a n/a n/a n/a RFO n/a RNQ n/a ROO n/a ROQ n/a n/a RRQ WJT BFT RLQ RIQ n/a n/a RFQ RST RVQ n/a AYT RWQ n/a RYO n/a RSQ n/a APQ ZAO n/a n/a SAQ SKQ n/a n/a TVO SPO n/a WZQ n/a
Physical Settled
RJX PPV WUX n/a n/a WJV RTN n/a n/a n/a n/a RFV n/a RNX n/a ROV n/a ROX n/a n/a RRX WJN BFN RLX RIX n/a n/a RFX RSN RVX n/a AYN RWX n/a RYV n/a RSX n/a APX ZAV n/a n/a SAX SKX n/a n/a TVX SPV n/a WZX n/a
Physical Settled
RJZ RIH WUZ RQH XCZ WJH RKH UOD RLH HEH n/a RFH NVZ RNZ MFK ROH UFH ROZ RO9 n/a n/a n/a RSH n/a n/a n/a XXP RFZ HCK RVZ RVH RWH RWZ FTH n/a n/a n/a RZH n/a ZAH n/a n/a n/a SKZ EOH SU9 TVZ SPH SKK WZZ SBZ
Equity Option
n/a n/a n/a n/a n/a n/a n/a n/a n/a n/a n/a n/a n/a n/a n/a n/a n/a n/a n/a n/a RR RAR n/a RTO RTZ n/a n/a n/a n/a n/a n/a n/a n/a n/a n/a n/a RYL n/a SAB n/a n/a n/a SAN n/a n/a n/a n/a n/a n/a n/a n/a
Currency
EUR USD EUR CHF USD USD USD EUR EUR EUR GBP EUR EUR EUR USD USD DKK CHF USD GBP GBP GBP USD GBP GBP GBP EUR CHF USD EUR USD USD EUR EUR EUR EUR GBP USD GBP EUR GBP GBP GBP EUR EUR USD EUR USD USD EUR EUR
3.94 1.26 3.46 20.50 5.09 4.00 4.00 0.14 4.66 13.86 1.20 2.42 0.17 4.37 1.75 0.84 47.00 6.80 2.10 1.46 0.42 6.82 0.61 0.07 4.05 0.14 4.36 3.70 0.52 1.56 2.18 3.30 3.35 2.60 0.28 0.30 0.08 2.01 1.31 2.70 0.26 0.16 0.19 2.72 0.21 1.90 0.27 1.64 3.03 6.15 4.83 0.11 0.02 0.03 0.17 0.05 0.11 0.05 0.01 0.04 0.12 0.01 0.02 0.01 0.12 0.02 0.01 0.38 0.19 0.02 0.02 0.02 0.06 0.01 0.01 0.04 0.01 0.04 0.10 0.01 0.02 0.02 0.03 0.10 0.03 0.01 0.01 0.01 0.02 0.04 0.03 0.01 0.01 0.01 0.08 0.01 0.02 0.01 0.02 0.03 0.05 0.04 40 40 40 n/a n/a 40 n/a n/a n/a 40 n/a 40 40 40 n/a 40 n/a 40 n/a n/a 30 30 40 30 30 30 n/a 40 n/a 40 n/a 40 40 n/a 40 n/a 30 n/a 30 40 n/a n/a 30 40 n/a n/a 40 40 n/a 40 n/a
Effective Date
4/16/2012 2/24/2012 2/24/2012 2/24/2012 2/24/2012 4/16/2012 5/28/2012 2/24/2012 2/24/2012 2/24/2012 6/26/2012 2/24/2012 4/16/2012 2/24/2012 2/24/2012 2/24/2012 2/24/2012 2/24/2012 4/12/2012 2/24/2012 2/24/2012 2/24/2012 2/24/2012 10/17/2011 2/24/2012 10/17/2011 10/17/2011 4/16/2012 2/24/2012 2/24/2012 2/24/2012 2/24/2012 4/16/2012 2/24/2012 2/24/2012 2/24/2012 4/16/2012 2/24/2012 4/16/2012 2/24/2012 5/11/2012 5/1/2012 4/16/2012 2/24/2012 2/24/2012 4/12/2012 2/24/2012 2/24/2012 2/24/2012 2/24/2012 2/24/2012
Pernod-Ricard RI Applied Materials Inc RIA Raiffeisen International Bank-Holding AG RIB Rieter Holding AG RIE Transocean Inc RIG Research In Motion Ltd RIM Rostelekom RK Realia Business SA RLA Rheinmetall AG RM Hermes International RMS Rightmove Plc RMV Randstad Holding RND Redes Energticas Nacionais S.A RNE Renault SA RNO ReynoldsAmerican Inc RNS OJSC OC Rosneft RO Rockwool International AS ROC Roche GS ROG Rogers Communications Inc ROM Rotork ROR Rolls-Royce Group plc RR Randgold Resources LTD RRS Regions Financial Corp RSB Rentokil Initial plc RTO Rio Tinto plc RTZ Regus Plc RUA Rubis RUI Swiss Reinsurance RUK RusHydro RUS Rautaruukki RV Dominion Resources Inc/VA RVA Automatic Data Processing Inc RWA RWE AG RWE RWE AG - PFD RWG Ryanair Holdings plc RY Ryanair Holdings plc RYA RSA Insurance Group RYL Raytheon Co RZA SABMiller plc SAB Safran SA SAF Savills Plc SAI Salamander Energy Plc SAL Sainsbury (J) SAN SAP AG SAP Saras SpA SAR Sun Life Financial Inc SAV Banco de Sabadell SA SBA Sberbank Rossii OAO SBB Starbucks Corp SBC Schoeller-Bleckmann Oilfield Equipment AG SBO SEB S.A SBS
ATTACHMENT G

n/a YPW SXW SCU SJU n/a EPU SWU n/a n/a n/a KDW n/a n/a QSU QPU n/a QQW n/a WKM n/a XGU n/a n/a n/a QLU n/a SGU n/a RZU AQU n/a SHU n/a n/a SRU n/a SIU n/a n/a SI1 n/a SJW n/a XFU n/a LFU n/a n/a SQU n/a

JTJ YPB SXB SCJ SJJ n/a EPJ SWJ n/a n/a n/a KDB n/a n/a QSJ QPJ n/a QQB n/a WKC n/a XGJ n/a n/a n/a QLJ n/a SGJ n/a RZJ AQJ WRB SHJ n/a BPC SRJ VKB SIJ n/a n/a SI3 WOB SJB n/a XFJ n/a LFJ n/a n/a SQJ n/a

JTY YPD SXD SCY SJY NNF EPY SWY SCW ZCD n/a KDD n/a SED QSY QPY UOF QQD WOF NSY SFD XGY SSG SGF n/a QLY ZED SGY NBF RZY AQY WRD SHY SH0 BPF SRY SID SIY ZGD UMF SI5 WOD SJD n/a XFY SK0 LFY XIY n/a SQY ZPD

n/a n/a n/a n/a n/a n/a n/a n/a n/a n/a SCR n/a SDR n/a n/a n/a n/a n/a n/a n/a n/a n/a n/a n/a SGC n/a n/a n/a n/a n/a n/a n/a n/a n/a n/a n/a n/a n/a n/a n/a n/a n/a n/a n/a n/a n/a n/a n/a ULH n/a n/a
Contract Name
AT&T Inc SCOR SE Scania AB-B SHS Standard Chartered plc Banco Santander Central Hispano SA Schibsted ASA Svenska Cellulosa AB ser. B Swisscom AG Schindler Holding AG (Registered) Schindler Holding AG (Part Cert) G4S plc K+S AG Schroders Semapa Skandinaviska Enskilda Bk AB ser. A Securitas AB ser. B Semperit AG Holding Suez Environnement SA Sechilienne-Sidec Severn Trent PLC Sogefi SpA SKF AB Salesforce.com Inc SuperGroup Plc Stagecoach Group Sage Group plc SGL Carbon SE Cie de Saint-Gobain Safilo Group SpA Royal Dutch Shell plc A Svenska Handelsbanken ser. A Sears Holdings Corp Royal Dutch Shell plc B Shinhan Financial Group ADR Starwood Hotels & Resorts Worldwide Shire Pharmaceuticals plc SunTrust Banks Inc Siemens AG Sika AG SILIC Sixt AG Sirius Satellite Radio Ltd SSAB AB Shaw Communications Inc Skanska AB SK Telecom Co. Ltd ADR Standard Life plc SEGRO plc Solaria Energia y Medio Amb Statoil ASA Smurfit Kappa Group PLC
Logical Code
SBX SC1 SCA SCB SCH SCI SCL SCM SCN SCP SCR SDF SDR SE SEB SEC SEM SEN SES SEV SF SFB SFC SG SGC SGE SGL SGO SGS SHA SHB SHC SHL SHN SHO SHP SIA SIE SIK SIL SIT SIR SJ SJR SKA SKT SL SLO SLR SLX SM
Physical Settled
JTQ YPO SXO SCQ SJQ n/a EPQ SWQ n/a n/a n/a KDO n/a n/a QSQ QPQ n/a QQO n/a WKT n/a XGQ n/a n/a n/a QLQ n/a SGQ n/a RZQ AQQ WRO SHQ n/a BPT SRQ VKO SIQ n/a n/a SI2 WOO SJO n/a XFQ n/a LFQ n/a n/a SQQ n/a
Physical Settled
JTX YPV SXV SCX SJX n/a EPX SWX n/a n/a n/a KDV n/a n/a QSX QPX n/a QQV n/a WKN n/a XGX n/a n/a n/a QLX n/a SGX n/a SX AQX WRV SHX n/a BPN SRX VKV SIX n/a n/a SI4 WOV SJV n/a XFX n/a LFX n/a n/a SQX n/a
Physical Settled
JTZ YPH SXH n/a SJZ NNK EPZ SWZ SCE ZCH n/a KDH n/a SEH QSZ QPZ UOK QQH WOK n/a SFH XGZ SSP n/a n/a n/a ZEH SGZ NBK n/a AQZ WRH n/a SH1 BPK n/a SIH SIZ ZGH UMK SI6 WOH SJH SJS XFZ SK1 n/a n/a ULD SQZ n/a
Equity Option
n/a n/a n/a SCB n/a n/a n/a n/a n/a n/a n/a n/a n/a n/a n/a n/a n/a n/a n/a SVT n/a n/a n/a n/a n/a SGE n/a n/a n/a SHA n/a n/a SHL n/a n/a SHP n/a n/a n/a n/a n/a n/a n/a n/a n/a n/a LFI n/a n/a n/a n/a
Currency
USD EUR SEK GBP EUR NOK SEK CHF CHF CHF GBP EUR GBP EUR SEK SEK EUR EUR EUR GBP EUR SEK USD GBP GBP GBP EUR EUR EUR GBP SEK USD GBP USD USD GBP USD EUR CHF EUR EUR USD SEK USD SEK USD GBP GBP EUR NOK EUR
1.24 2.04 13.24 1.02 0.60 14.50 8.94 13.10 7.30 6.30 0.19 3.82 1.50 0.42 4.90 5.01 1.84 0.91 1.37 0.79 0.24 16.50 23.70 1.55 0.21 0.17 6.60 4.10 1.28 1.34 13.00 13.26 1.37 7.34 5.17 1.15 2.60 5.08 176.00 7.76 1.70 0.15 11.55 1.40 9.02 1.28 0.18 0.18 0.18 8.00 0.70 0.01 0.02 0.11 0.03 0.01 0.12 0.08 0.11 0.06 0.06 0.01 0.04 0.02 0.01 0.04 0.04 0.02 0.01 0.02 0.01 0.01 0.14 0.19 0.02 0.01 0.01 0.06 0.04 0.02 0.04 0.35 0.36 0.04 0.06 0.05 0.01 0.03 0.14 1.40 0.07 0.04 0.01 0.10 0.02 0.08 0.02 0.01 0.01 0.01 0.22 0.01 40 40 40 40 40 n/a 40 40 n/a n/a n/a 40 n/a n/a 40 40 n/a 40 n/a 30 n/a 40 n/a n/a n/a 30 n/a 40 n/a 30 40 40 30 n/a 40 40 40 40 n/a n/a 40 40 40 n/a 40 n/a 40 n/a n/a 40 n/a
Effective Date
2/24/2012 2/24/2012 2/24/2012 4/16/2012 5/28/2012 2/24/2012 2/24/2012 2/24/2012 2/24/2012 2/24/2012 2/24/2012 2/24/2012 2/24/2012 2/24/2012 2/24/2012 2/24/2012 2/24/2012 2/24/2012 2/24/2012 2/24/2012 2/24/2012 2/24/2012 2/24/2012 5/28/2012 2/24/2012 2/24/2012 2/24/2012 2/24/2012 10/17/2011 2/24/2012 4/16/2012 4/16/2012 2/24/2012 2/20/2011 10/17/2011 2/24/2012 2/24/2012 2/24/2012 2/24/2012 2/24/2012 3/23/2012 2/24/2012 2/24/2012 5/11/2012 2/24/2012 2/20/2012 2/24/2012 2/24/2012 2/24/2012 4/16/2012 2/24/2012
ATTACHMENT G

n/a FAU n/a n/a n/a SNU n/a SOU n/a n/a n/a n/a n/a n/a n/a SQW n/a n/a n/a n/a SSU n/a SFU STW SUW n/a n/a n/a n/a n/a DKU SUU n/a n/a YVU n/a DHU n/a n/a n/a n/a n/a AUW XEU n/a n/a UIU n/a n/a n/a n/a

n/a FAJ n/a CXJ n/a SNJ n/a SOJ n/a n/a n/a n/a n/a WYJ n/a SQB n/a n/a n/a n/a SSJ n/a SFJ SSB SUB n/a ARJ n/a n/a n/a DKJ SUJ n/a n/a YVJ n/a DHJ n/a n/a n/a n/a n/a AUB XEJ n/a n/a UIJ n/a n/a n/a SYC

SM5 FAY NWY CXY SAD SNY SOD SOY n/a OQY n/a n/a MQF WYY SNF SQD UDF n/a n/a SSD SSY n/a SFY STD SUD STC ARY TMD HZG STQ DKY SUY SUS XLY YVY SVD DHY SVG SW3 SW4 SW5 SW6 SWD XEY SL8 ZBD UIY n/a ZJD UJD SYD

n/a n/a n/a SGR n/a n/a n/a n/a n/a n/a IWH SP n/a SPM n/a n/a n/a SRD SRP n/a n/a SSF n/a n/a n/a n/a STM n/a n/a n/a n/a n/a n/a n/a n/a n/a n/a n/a n/a n/a n/a n/a n/a n/a n/a n/a n/a SXS n/a n/a n/a
Contract Name
Logical Code
SM0 SMP SMS SNA SNC SNP SO SOB SOC SON SOS SP SPE SPM SPP SQ SRA SRD SRP SS SSE SSF SSL ST STB STG STM STN STP STU STX SU SUC SUE SUL SV SVK SVN SW3 SW4 SW5 SW6 SW SWA SWG SWS SWT SXS SYB SYI SYK
Physical Settled
n/a FAQ n/a CXQ n/a SNQ n/a SOQ n/a n/a n/a n/a n/a WYQ n/a SQO n/a n/a n/a n/a SSQ n/a SFQ STO SUO n/a ARQ n/a n/a n/a DKQ SUQ n/a n/a YVQ n/a DHQ n/a n/a n/a n/a n/a AUO XEQ n/a n/a UIQ n/a n/a n/a STT
Physical Settled
n/a FAX n/a CXX n/a SNX n/a SOX n/a n/a n/a n/a n/a WYX n/a SQV n/a n/a n/a n/a SSX n/a SFX STV SUV n/a ARX n/a n/a n/a DKX SUX n/a n/a YVX n/a DHX n/a n/a n/a n/a n/a AUV XEX n/a n/a UIX n/a n/a n/a SNN
Physical Settled
n/a FAZ n/a CXZ SAH n/a SOH SOZ STK OQZ IWD n/a MQK WYZ SNK SQH UDK n/a n/a SSH n/a n/a SFZ STH SUH N ARZ TMH HZP SJA DKZ SUZ SUP XLZ YVZ SVH DHZ SVP 3SW 4SW 5SW 6SW SWH XEZ SL9 ZBH UIZ n/a ZJH UJH SYH
Equity Option
n/a n/a SMI n/a n/a SNP n/a n/a n/a n/a n/a n/a n/a n/a n/a n/a n/a n/a n/a n/a SSE n/a n/a n/a n/a n/a n/a n/a n/a n/a n/a n/a n/a n/a n/a n/a n/a n/a n/a n/a n/a n/a n/a n/a n/a n/a n/a n/a n/a n/a n/a
Currency
GBP EUR GBP EUR EUR GBP EUR EUR EUR EUR EUR GBP USD EUR USD SEK EUR GBP GBP USD GBP GBP EUR NOK NOK GBP EUR CHF USD EUR EUR EUR USD EUR CHF USD SEK USD USD USD USD USD EUR EUR USD EUR CHF GBP DKK EUR USD
0.12 1.72 1.02 0.19 0.12 0.33 0.12 8.13 0.66 0.05 0.08 1.07 1.42 3.99 9.98 11.77 2.10 1.26 0.34 3.71 0.64 0.80 2.67 20.00 5.50 0.08 0.64 15.10 1.31 1.30 0.63 4.90 3.50 2.04 7.70 2.01 10.29 1.00 2.86 2.35 5.27 1.15 0.67 2.71 4.10 0.85 6.20 1.18 15.00 1.24 3.52 0.01 0.02 0.01 0.01 0.01 0.01 0.01 0.07 0.01 0.01 0.01 0.01 0.02 0.04 0.08 0.10 0.02 0.02 0.01 0.03 0.02 0.01 0.03 0.16 0.05 0.01 0.01 0.13 0.04 0.03 0.01 0.14 0.04 0.02 0.07 0.02 0.09 0.01 0.08 0.02 0.05 0.01 0.01 0.03 0.05 0.01 0.05 0.01 0.12 0.01 0.03 n/a 40 40 40 n/a 30 n/a 40 n/a 40 n/a n/a n/a 40 n/a 40 n/a n/a n/a n/a 40 n/a 40 40 40 n/a 40 n/a n/a n/a 40 40 n/a n/a 40 n/a 40 n/a n/a n/a n/a n/a 40 40 n/a n/a 40 n/a n/a n/a 40
Effective Date
4/16/2012 2/24/2012 10/17/2011 2/24/2012 2/24/2012 4/16/2012 10/17/2011 2/24/2012 2/24/2012 2/24/2012 2/24/2012 2/24/2012 2/24/2012 2/24/2012 2/24/2012 2/24/2012 2/24/2012 2/24/2012 2/24/2012 2/24/2012 4/16/2012 2/24/2012 5/28/2012 2/24/2012 2/24/2012 10/17/2011 2/24/2012 2/24/2012 4/16/2012 5/28/2012 2/24/2012 4/16/2012 4/12/2012 2/24/2012 2/24/2012 2/24/2012 2/24/2012 5/11/2012 4/16/2012 2/24/2012 2/24/2012 2/24/2012 5/28/2012 2/24/2012 4/12/2012 2/24/2012 2/24/2012 2/24/2012 10/17/2011 2/24/2012 2/24/2012
DS Smith Plc Sampo Oyj Smiths Group Snam Rete Gas SpA SONAECOM SGPS Smith & Nephew plc Sonae Industria SGPS Solvay SA Soc.Iniziative Autostradali e Servizi SpA Sonae SGPS SA SOS Cuetara SA Spirax-Sarco Engineering Spectra Energy Corp Saipem SpA Simon Property Group Inc Swedish Match AB Strabag SE Schroders N/V Serco Group Sistema JSFC Scottish & Southern Energy Homeserve Sanofi-Aventis Seadrill Ltd. Storebrand ASA Stobart Group Ltd STMicroelectronics NV Straumann Holding Staples Inc Groupe Steria SCA Stora Enso Oyj Schneider Electric SA Suncor Energy Inc Suedzucker AG Sulzer AG OAO Severstal Sandvik AB SilverCorp Metals Inc Novartis AG ADR Syngenta AG ADR Credit Suisse Group AG ADR ABB Ltd ADR Solarworld AG Sodexho SA Silver Wheaton Corp Sanoma Corporation Swatch Group AG - N Spectris Sydbank A/S Symrise AG Stryker Corporation
ATTACHMENT G

CUU VYW SZW YJU n/a TBU TRU OTU n/a n/a TCU n/a KTW n/a n/a n/a n/a TDW n/a TEU n/a n/a n/a n/a TFU n/a n/a n/a n/a n/a n/a TKU n/a n/a n/a TLU TQU TSU TXW n/a TMU n/a n/a n/a n/a TJW n/a n/a n/a n/a n/a

CUJ VYB SZB YJJ TAF TBJ TRJ OTJ n/a n/a TCJ n/a KTJ n/a n/a n/a n/a TDB n/a TEJ XUJ n/a n/a TEB TFJ n/a n/a n/a TJJ TNJ n/a TKJ n/a n/a n/a TLJ TQJ TSJ TXB n/a TMJ n/a n/a n/a n/a TJB n/a XVJ n/a n/a n/a

CUY VYY SZD YJY TAD TBY TRY OTY TA8 TBD TCY n/a KTD TKF QJD TED TE7 TDD TLF TEY XUY TE5 MOF ZAY TFY TND TYF FOF TJY TNY THY TKY TKD TLD TLP TLY TQY TSY n/a KKG TMY THD TPD n/a TRD TJD n/a XVY TGG TR6 TR8

n/a n/a n/a n/a n/a n/a n/a n/a n/a n/a n/a WWH n/a n/a n/a n/a n/a n/a n/a n/a n/a n/a n/a n/a n/a n/a n/a n/a TI TIR n/a n/a n/a n/a n/a n/a n/a n/a TLW n/a n/a n/a n/a TPK n/a n/a IRH TRN n/a n/a n/a
Contract Name
Logical Code
Physical Settled
CUQ VYO SZO YJQ TAO TBQ TRQ OTQ n/a n/a TCQ n/a KTO n/a n/a n/a n/a TDO n/a TEQ XUQ n/a n/a TEO TFQ n/a n/a n/a TJQ TNQ n/a TKQ n/a n/a n/a TLQ TQQ TSQ TXO n/a TMQ n/a n/a n/a n/a TJO n/a XVQ n/a n/a n/a
Physical Settled
CUX VYV SZV YJX TAV TBX TRX OTX n/a n/a TCX n/a KTX n/a n/a n/a n/a TDV n/a TEX XUX n/a n/a TEI TFX n/a n/a n/a TJX TNX n/a TKX n/a n/a n/a TLX TQX TSX TXV n/a TMX n/a n/a n/a n/a TJV n/a XVX n/a n/a n/a
Physical Settled
CUZ VYZ SZH YJZ TAH n/a TRZ n/a TA9 n/a n/a WWD KTH TKK QJH n/a TE8 TDH TLK TEZ XUZ n/a MOK ZAZ TFZ TNH TYK FOK TJZ TNZ TCP TKZ TKH TLH TLE TLZ TQZ TSZ n/a KKP TMZ THH n/a n/a TRH TJH IRD XVZ TGP TR7 TR9
Equity Option
n/a n/a n/a n/a n/a TAB n/a TAT n/a n/a TCO n/a n/a n/a n/a n/a n/a n/a n/a n/a n/a n/a n/a n/a n/a n/a n/a n/a n/a n/a n/a n/a n/a n/a n/a n/a n/a n/a TLO n/a n/a n/a n/a n/a n/a n/a n/a n/a n/a n/a n/a
Currency
CHF EUR EUR EUR USD GBP EUR GBP USD CZK GBP EUR EUR DKK EUR CZK EUR EUR EUR EUR EUR GBP USD USD EUR NOK DKK USD EUR EUR USD EUR USD USD EUR SEK NOK SEK GBP USD EUR DKK PLN GBP USD SEK EUR EUR USD USD USD
18.20 0.60 2.70 5.72 2.78 1.39 0.55 0.41 1.30 140.00 0.30 3.22 2.31 2.53 11.55 37.00 2.20 6.02 3.50 0.90 2.22 0.60 1.40 3.26 1.23 15.00 15.00 1.43 0.08 0.06 3.24 2.66 1.35 3.59 1.60 2.93 7.00 8.70 1.10 2.58 0.50 75.00 1.04 0.91 3.34 7.92 0.13 0.21 6.66 1.80 5.00 0.15 0.01 0.03 0.05 0.03 0.04 0.02 0.01 0.02 1.45 0.01 0.03 0.02 0.07 0.10 0.30 0.05 0.17 0.03 0.01 0.02 0.01 0.02 0.03 0.01 0.12 0.12 0.02 0.01 0.01 0.03 0.03 0.02 0.03 0.04 0.03 0.06 0.07 0.01 0.03 0.01 0.60 0.01 0.01 0.03 0.07 0.01 0.01 0.06 0.02 0.06 40 40 40 40 40 30 40 40 n/a n/a 40 n/a 40 n/a n/a n/a n/a 40 n/a 40 40 n/a n/a 40 40 n/a n/a n/a 40 40 n/a 40 n/a n/a n/a 40 40 40 40 n/a 40 n/a n/a n/a n/a 40 n/a 40 n/a n/a n/a
Effective Date
2/24/2012 5/28/2012 2/24/2012 2/24/2012 2/24/2012 4/16/2012 4/16/2012 2/24/2012 4/12/2012 5/28/2012 4/16/2012 2/24/2012 2/24/2012 5/11/2012 10/17/2011 2/24/2012 5/28/2012 4/16/2012 2/24/2012 5/28/2012 2/24/2012 2/20/2011 2/24/2012 2/24/2012 2/24/2012 2/24/2012 2/24/2012 2/24/2012 2/24/2012 2/24/2012 2/24/2012 2/24/2012 2/24/2012 2/24/2012 5/28/2012 2/24/2012 2/24/2012 2/24/2012 2/24/2012 9/28/2011 2/24/2012 2/24/2012 2/24/2012 2/24/2012 2/24/2012 2/24/2012 2/24/2012 2/24/2012 2/24/2012 4/12/2012 4/12/2012
Syngenta AG SYN Sacyr Vallehermoso SA SYV Stada Arzneimittel AG SZ Salzgitter AG SZG Target Corp TAA British American Tobacco plc TAB Telekom Austria AG TAG Tate & Lyle TAL Talisman Energy Inc TAM Erste Group Bank AG TB Tesco plc TCO Tecnicas Reunidas SA TCR Koninklijke Ten Cate NV TCT TDC A/S TDC Tod's SPA TDS Telefonica Czech Republic AS TE Tessenderlo Chemie NV TE6 Technip SA TEC Telenet Group Holding NV TEE Telefonica SA TEF Tenaris SA TEN Telecom Plus Plc TEP Terra Nitrogen Co LP TER TEVA Pharmaceutical Ind TEV Societe Television Francaise 1 TFI TGS Nopec GeoPhys Company ASA TGS Tryg AS TGV Thompson Reuters Corp THO Telecom Italia SpA TI Telecom Italia SpA (Savings) TIR TJX Cos Inc TJC ThyssenKrupp AG TKA Allstate Corp/The TKB Travelers Cos Inc/The TLA Teleperformance TLG TeliaSonera AB TLI Telenor ASA TLR Tele2 AB ser. B TLT Tullow Oil TLW TMK (OAO) GDR TMM Technicolor SA TMS Topdanmark A/S TOP Telekomunikacja Polska SA TP Travis Perkins TPK State Street Corp TRA Trelleborg AB TRE Tubos Reunidos SA TRG TERNA - Trasmissione Elettricita Rete Nazionale SpA TRN T Rowe Price Group Inc TRP Transcanada Corp TRS Toronto-Dominion Bank TRT
ATTACHMENT G

TOW LLU n/a TNM n/a XWU n/a TUU n/a n/a n/a n/a n/a n/a n/a UBU n/a n/a UEU UGU n/a UIW UFU n/a ULU UMU UNU n/a n/a UTE n/a UAU XYU n/a n/a n/a UUU UXU n/a n/a n/a n/a VVW XZU n/a n/a n/a n/a n/a n/a VIU

TOB LLJ BBC TNC n/a XWJ n/a TUJ n/a n/a TXJ n/a n/a n/a n/a UBJ UCJ n/a UEJ UGJ n/a UIB UFJ n/a ULJ UMJ UNJ n/a UYC UTR n/a UAJ XYJ n/a BSC n/a UUJ UXJ n/a n/a n/a n/a VVB XZJ n/a ENC VFB VGB VHB n/a VIJ

TOD LLY BBF TNF TBG XWY n/a TUY TVD n/a TXY TXD TYD TZD n/a UBY UCY UCD UEY UGY ZID UID UFY n/a ULY UMY UNY UND UYY UTG UPD UAY XYY UUF USD UTY UUY UXY UYD VBD VCD n/a VVY XZY VEB ENF VFD VGD VHD VCG VIY

n/a n/a n/a n/a n/a n/a n/a n/a n/a TWO n/a n/a n/a n/a UBM n/a UC n/a n/a n/a n/a n/a n/a ULE ULR n/a UNA n/a n/a n/a n/a n/a n/a n/a n/a n/a n/a n/a n/a n/a n/a VCT n/a n/a n/a n/a n/a n/a n/a n/a n/a
Contract Name
Tomra Systems ASA Lloyds Banking Group plc Total System Services Inc TNT Express NV TT Electronics TomTom NV Telus Corp TUI AG TVN SA Taylor Wimpey Seat Pagine Gialle SpA Texas Instruments Inc Tyco International Ltd Aflac Inc UBM Ltd UBS AG Unicredit SPA Union Pacific Corp UCB SA Peugeot SA Swatch Group AG (Bearer Shs) United Internet AG Unibail Ultra Electronics Holdings Unilever plc Umicore Unilever NV United Parcel Service Inc United Health Group Inc UNIT4 NV Unipetrol UPM-Kymmene Oyj UNIQA Versicherungen AG Uralkali US Bancorp United Technologies Corp United Utilities plc OC Oerlikon Corp AG Apache Corp Deere & Co Wacker Chemie AG Victrex Vedanta Resources PLC Verbund AG Veti Plc Vertex Pharmaceuticals Inc Pitney Bowes Inc Hershey Co/The Mattel Inc Viacom Inc Veolia Environnement
Logical Code
TSA TSB TSS TTE TTG TTM TUE TUI TVV TWO TX TXA TYA TZA UBM UBS UC UCA UCB UG UHR UI UL ULE ULV UMI UNA UNB UNH UNT UP UPX UQA URA USA UTX UUL UXA UYA VBA VC VCT VED VER VEL VEX VF VG VH VIC VIE
Physical Settled
TOO LLQ BBT TNA n/a XWQ n/a TUQ n/a n/a TXQ n/a n/a n/a n/a UBQ UCQ n/a UEQ UGQ n/a UIO UFQ n/a ULQ UMQ UNQ n/a UYT UTA n/a UAQ XYQ n/a BST n/a UUQ UXQ n/a n/a n/a n/a VVO XZQ n/a ENT VFO VGO VHO n/a VIQ
Physical Settled
TOV LLX BBN TNV n/a XWX n/a TUX n/a n/a TXX n/a n/a n/a n/a UBX UCX n/a UEX UGX n/a UIV UFX n/a ULX UMX UNX n/a UYN UTI n/a UAX XYX n/a BSN n/a UUX UXX n/a n/a n/a n/a VVV XZX n/a ENN VFV VGV VHV n/a VIX
Physical Settled
TOH n/a BBK TNK n/a XWZ TUR TUZ n/a n/a TXZ TXH TYH TZH n/a UBZ UCZ UCH UEZ UGZ ZIH UIH UFZ n/a n/a UMZ UNZ UPH UYZ UTP n/a UAZ XYZ UUK USH UTZ n/a UXZ UYH VBH VCH n/a n/a XZZ VEV ENK VFH VGH VHH VCP VIZ
Equity Option
n/a TSB n/a n/a n/a n/a n/a n/a n/a n/a n/a n/a n/a n/a n/a n/a n/a n/a n/a n/a n/a n/a n/a n/a ULV n/a n/a n/a n/a n/a n/a n/a n/a n/a n/a n/a UUL n/a n/a n/a n/a n/a VRS n/a n/a n/a n/a n/a n/a n/a n/a
Currency
NOK GBP USD EUR GBP EUR USD EUR PLN GBP EUR USD USD USD GBP CHF EUR USD EUR EUR CHF EUR EUR GBP GBP EUR EUR USD USD EUR CZK EUR EUR USD USD USD GBP CHF USD USD EUR GBP GBP EUR USD USD USD USD USD USD EUR
3.00 0.04 1.24 0.70 0.23 0.66 3.10 0.81 2.57 0.05 0.02 2.44 2.53 4.60 0.41 1.30 1.00 7.15 2.90 2.17 36.90 1.20 8.20 1.11 0.83 3.05 1.14 3.44 3.35 3.26 15.00 0.95 0.84 4.83 1.46 5.14 0.29 1.00 11.02 6.16 11.36 1.26 1.82 1.77 2.47 4.50 1.44 2.62 1.29 4.27 2.06 0.03 0.01 0.01 0.01 0.01 0.02 0.04 0.01 0.03 0.01 0.01 0.02 0.03 0.04 0.01 0.04 0.02 0.06 0.03 0.06 0.30 0.01 0.07 0.01 0.03 0.03 0.02 0.03 0.03 0.03 0.12 0.01 0.01 0.04 0.02 0.05 0.01 0.03 0.09 0.05 0.10 0.02 0.02 0.02 0.02 0.05 0.02 0.03 0.02 0.04 0.06 40 40 40 40 n/a 40 n/a 40 n/a 40 40 n/a n/a n/a n/a 40 40 n/a 40 40 n/a 40 40 n/a 30 40 30 n/a 40 40 n/a 40 40 n/a 40 n/a 40 40 n/a n/a n/a n/a 40 40 n/a 40 40 40 40 n/a 40
Effective Date
2/24/2012 5/28/2012 2/24/2012 2/24/2012 2/24/2012 2/24/2012 5/11/2012 2/24/2012 10/17/2011 2/24/2012 5/28/2012 2/24/2012 2/24/2012 2/24/2012 10/17/2011 2/24/2012 5/28/2012 2/24/2012 2/24/2012 4/16/2012 2/24/2012 2/24/2012 2/24/2012 2/24/2012 4/16/2012 2/24/2012 5/28/2012 2/24/2012 2/24/2012 10/17/2011 2/24/2012 2/24/2012 2/24/2012 2/24/2012 2/24/2012 2/24/2012 2/24/2012 4/16/2012 2/24/2012 2/24/2012 2/24/2012 10/17/2011 2/24/2012 2/24/2012 2/24/2012 5/28/2012 2/24/2012 2/24/2012 2/24/2012 2/24/2012 4/16/2012
ATTACHMENT G

EXU OZU n/a VCU n/a n/a VOU YCU VBU n/a n/a n/a n/a VTE VTU n/a VUU n/a VWW VWU n/a n/a n/a n/a WDU n/a n/a n/a n/a n/a WGU WFW WAU YGU n/a n/a WKU n/a n/a WLU WPU n/a n/a YFU WTU n/a XKU n/a n/a

EXJ OZJ n/a VCJ n/a n/a VOJ YCJ VBJ n/a n/a n/a n/a VTR VTJ n/a VUJ n/a VWB VWJ n/a n/a n/a n/a WDJ n/a n/a WEJ n/a n/a WGJ WFB WAJ YGJ n/a n/a WKJ n/a WFJ WLJ WPJ n/a n/a YFJ WTJ n/a XKJ AEB OMJ

EXY OZY VLP VCY VMF n/a VOY YCY VBY VQD VNY VSD VSG VTF VTY VTD VUY VVD VWD FQD VYD VZD VPY n/a WDY WD5 n/a WEY n/a WGD WGY WFD WAY YGY WUD WHD WKY WMY WFY WLY WPY WQD WAD YFY WTY XCD XKY AEF OMY

n/a n/a n/a n/a n/a IFH n/a n/a n/a n/a n/a n/a n/a n/a n/a n/a n/a n/a n/a n/a n/a n/a n/a n/a n/a n/a WEI n/a WG n/a n/a n/a n/a n/a n/a n/a n/a n/a n/a n/a n/a n/a n/a n/a n/a n/a n/a n/a n/a
Contract Name
Vivendi SA Vallourec SA Valeant Pharmaceuticals International Volvo AB - B shares Virgin Media Inc Vocento SA Vodafone Group plc Voestalpine AG Volkswagen AG Valero Energy Corp Vornado Realty Trust Vossloh AG Visa Inc VTB Bank OJSC Clariant N Valiant Holding Barco NV Chubb Corp Vestas Wind Systems A/S Volkswagen AG - PFD Marathon Oil Corp Emerson Electric Co Verizon Communications Wavin NV Swiss Life Holding Wirecard AG Weir Group Wells Fargo & Co Wood Group (John) Walgreen Co SGS SA Wereldhave NV William Hill plc Wienerberger AG William Demant Holding Wincor Nixdorf AG Wolters Kluwer NV Waste Management Inc Wal-Mart Stores Wolseley WPP plc Walt Disney Co/The Wartsila OYJ Whitbread plc Exelon Corp STMicroelectronics Paris XL Capital Ltd Exxon Mobil Corporation
Logical Code
VIV VK VLT VLV VME VOC VOD VOE VOW VQA VRT VS VSA VTB VTC VTN VU VVA VW VWG VYA VZA VZX WAV WDA WDI WEI WFC WG WGA WGS WHA WHL WIE WIH WIN WLS WMG WMT WOS WPP WQA WRT WTB XCA XK XLC XOM
Physical Settled
EXQ OZQ n/a VCQ n/a n/a VOQ YCQ VBQ n/a n/a n/a n/a VTA VTQ n/a VUQ n/a VWO VWQ n/a n/a n/a n/a WDQ n/a n/a WEQ n/a n/a WGQ WFO WAQ YGQ n/a n/a WKQ n/a WFQ WLQ WPQ n/a n/a YFQ WTQ n/a XKQ AEO OMQ
Physical Settled
EXX OZX n/a VCX n/a n/a VOX YCX VBX n/a n/a n/a n/a VTV VTX n/a VUX n/a VWV VWX n/a n/a n/a n/a WDX n/a n/a WEX n/a n/a WGX WFV WAX YGX n/a n/a WKX n/a WFX WLX WPX n/a n/a YFX WTX n/a XKX AEV OMX
Physical Settled
EXZ OZZ VLN VCZ VMK IFD n/a YCZ VBZ VQH VNZ VSH VSP VTK VTZ VTH VUZ VVH VWH FQH VYH VZH VPZ n/a WDZ WD6 n/a WEZ n/a WGH WGZ WFH n/a YGZ WUH WHH WKZ WMZ WFZ n/a n/a WQH WAH YFZ n/a XCH XKZ AEK OMZ
Equity Option
n/a n/a n/a n/a n/a n/a VOD n/a n/a n/a n/a n/a n/a n/a n/a n/a n/a n/a n/a n/a n/a n/a n/a n/a n/a n/a n/a n/a n/a n/a n/a n/a WHL n/a n/a n/a n/a n/a n/a WSY WPP n/a n/a n/a WTB n/a n/a n/a n/a
Currency
EUR EUR USD SEK USD EUR GBP EUR EUR USD USD EUR USD USD CHF CHF EUR USD DKK EUR USD USD USD EUR CHF EUR GBP USD GBP USD CHF EUR GBP EUR DKK EUR EUR USD USD GBP GBP USD EUR EUR GBP USD EUR USD USD
1.48 7.38 3.60 9.00 2.16 0.24 0.09 3.14 11.61 3.21 7.87 5.97 5.37 0.52 1.40 7.40 4.09 3.72 12.00 15.73 3.27 4.12 1.43 3.49 8.70 1.18 2.31 2.16 0.75 2.56 141.00 3.23 0.14 0.93 32.00 4.86 0.92 4.43 1.70 1.75 0.45 2.66 2.46 3.24 0.94 2.17 0.65 1.67 5.10 0.02 0.06 0.04 0.25 0.02 0.01 0.01 0.03 0.10 0.03 0.07 0.05 0.05 0.01 0.02 0.06 0.04 0.03 0.13 0.13 0.03 0.04 0.02 0.03 0.07 0.01 0.02 0.02 0.01 0.03 1.13 0.03 0.01 0.01 0.26 0.04 0.01 0.04 0.02 0.02 0.02 0.03 0.02 0.03 0.01 0.02 0.02 0.02 0.05 40 40 n/a 40 n/a n/a 30 40 40 n/a n/a n/a n/a 40 40 n/a 40 n/a 40 n/a n/a n/a n/a 40 40 n/a n/a 40 n/a n/a 40 40 30 40 n/a n/a 40 n/a 40 40 30 n/a n/a 40 30 n/a 40 40 40
Effective Date
5/28/2012 2/24/2012 4/12/2012 4/16/2012 2/24/2012 2/24/2012 5/28/2012 2/24/2012 2/24/2012 2/24/2012 10/17/2011 2/24/2012 2/24/2012 2/24/2012 2/24/2012 2/24/2012 2/24/2012 2/24/2012 5/28/2012 2/24/2012 2/24/2012 2/24/2012 2/24/2012 2/24/2012 2/24/2012 1/30/2012 2/24/2012 2/24/2012 2/24/2012 2/24/2012 2/24/2012 2/24/2012 2/24/2012 2/24/2012 2/24/2012 2/24/2012 2/24/2012 2/24/2012 2/24/2012 10/17/2011 4/16/2012 2/24/2012 2/24/2012 2/24/2012 2/24/2012 2/24/2012 2/24/2012 2/24/2012 2/24/2012
Wiener Staedtische Allgemeine Versicherung AG WST
ATTACHMENT G

n/a n/a n/a n/a XRU

n/a XRB n/a XSB XRJ

XPD XRD XHG XSD XRY

n/a n/a n/a n/a n/a
Contract Name
Praxair Inc Keycorp Xerox Corp Sprint Nextel Corp Xstrata
Logical Code
XPA XR XRC XSA XTA
Physical Settled
n/a XRO n/a XSO XRQ
Physical Settled
n/a XRV n/a XSV XRX
Physical Settled
XPH XRH XHP XSH n/a
Equity Option
n/a n/a n/a n/a XST
Currency
USD USD USD USD GBP
5.78 0.60 1.08 0.60 1.58 0.05 0.01 0.01 0.01 0.05 n/a 40 n/a 40 40
Effective Date
2/24/2012 2/24/2012 9/28/2011 2/24/2012 2/24/2012
INTER-CONTRACT SPREAD CREDITS FOR EQUITY CONTRACTS
Automobiles
Priority 17 113 92 57 18 4 Contract/Spread Bayerische Motoren Werke AG : Renault SA Renault SA : Porsche Automobil Holding SE Bayerische Motoren Werke AG : Porsche Automobil Holding SE Volkswagen AG - PFD : Porsche Automobil Holding SE Renault SA : Volkswagen AG - PFD Bayerische Motoren Werke AG : Volkswagen AG - PFD Royal Bank of Scotland Group : Lloyds TSB Group plc Banco Santander Central Hispano SA : UBS Bank Barclays plc : HSBC Holdings plc Commerzbank AG : Banco Santander Central Hispano SA Barclays plc : UBS Bank HSBC Holdings plc : Lloyds TSB Group plc Deutsche Bank AG : UBS Bank Barclays plc : Banco Santander Central Hispano SA Commerzbank AG : Lloyds TSB Group plc HSBC Holdings plc : Royal Bank of Scotland Group Commerzbank AG : Royal Bank of Scotland Group Commerzbank AG : HSBC Holdings plc Commerzbank AG : UBS Bank HSBC Holdings plc : UBS Bank HSBC Holdings plc : Banco Santander Central Hispano SA Royal Bank of Scotland Group : UBS Bank Lloyds TSB Group plc : UBS Bank Deutsche Bank AG : Royal Bank of Scotland Group Banco Santander Central Hispano SA : Lloyds TSB Group plc Barclays plc : Commerzbank AG Deutsche Bank AG : Lloyds TSB Group plc Commerzbank AG : Deutsche Bank AG Barclays plc : Royal Bank of Scotland Group Barclays plc : Lloyds TSB Group plc Deutsche Bank AG : HSBC Holdings plc Barclays plc : Deutsche Bank AG Royal Bank of Scotland Group : Banco Santander Central Hispano SA Deutsche Bank AG : Banco Santander Central Hispano SA Heineken NV : InBev NV British Sky Broadcasting plc : ITV plc BASF AG : Air Liquide Iberdrola SA : Schneider Electric SA lectricit de France : Schneider Electric SA Iberdrola SA : International Power Schneider Electric SA : International Power lectricit de France : International Power Iberdrola SA : lectricit de France BAE Systems plc : Thales SA Nestle SA : Associated British Foods Nestle SA : Groupe Danone Groupe Danone : Associated British Foods Tesco plc : Sainsbury (J) Tesco plc : Morrison WM Supermarkets plc Sainsbury (J) : Morrison WM Supermarkets plc Carrefour SA : Casino Guichard Perrachon SA Koninklijke Ahold NV : Delhaize Group Tesco plc : Marks & Spencer Group plc Carrefour SA : Delhaize Group Sainsbury (J) : Marks & Spencer Group plc Contract Codes BMW - RNO RNO - POR BMW - POR VWG - POR RNO - VWG BMW - VWG RBS - TSB SCH - UBS BBL - HSB CBK - SCH BBL - UBS HSB - TSB DBK - UBS BBL - SCH CBK - TSB HSB - RBS CBK - RBS CBK - HSB CBK - UBS HSB - UBS HSB - SCH RBS - UBS TSB - UBS DBK - RBS SCH - TSB BBL - CBK DBK - TSB CBK - DBK BBL - RBS BBL - TSB DBK - HSB BBL - DBK RBS - SCH DBK - SCH HEI - INB BSK - GME BAS - AI IBE - SU EDF - SU IBE - IPR SU - IPR EDF - IPR IBE - EDF AER - HO NES - ABF NES - BN BN - ABF TCO - SAN TCO - MRW SAN - MRW CA - CO AHL - DEL TCO - M+S CA - DEL SAN - M+S Delta Ratio 1:2 10:7 4:5 2:5 21:5 2:1 5:4 2:1 10:3 10:3 3:5 2:33 7:18 3:10 2:1 3:65 10:7 89:3 51:8 1:5 5:43 14:3 10:3 1:12 1:2 1:10 9:1 82:5 8:59 1:5 5:3 62:1 5:2 4:19 10:9 5:56 5:3 34:3 5:2 5:1 3:5 10:7 5:1 9:10 2:1 9:10 16:7 4:5 4:5 1:1 10:3 5:1 4:5 5:2 10:9 Credit Method 1 1 1 1 1 1 1 1 1 1 1 1 1 1 1 1 1 1 1 1 1 1 1 1 1 1 1 1 1 1 1 1 1 1 1 1 1 1 1 1 1 1 1 1 1 1 1 1 1 1 1 1 1 1 1 % Credit (per leg) 75 60 60 65 75 80 80 55 65 70 30 50 55 25 50 55 55 45 50 0 0 35 35 55 40 45 75 75 80 75 45 0 30 25 60 55 60 55 55 30 0 25 70 0 65 60 40 70 65 65 65 60 60 60 60 Date Effective From 4/3/2012 4/3/2012 4/3/2012 4/3/2012 4/3/2012 4/3/2012 4/3/2012 4/3/2012 4/3/2012 4/3/2012 4/3/2012 4/3/2012 4/3/2012 4/3/2012 4/3/2012 4/3/2012 4/3/2012 4/3/2012 4/3/2012 4/3/2012 4/3/2012 4/3/2012 4/3/2012 4/3/2012 4/3/2012 4/3/2012 4/3/2012 4/3/2012 4/3/2012 4/3/2012 4/3/2012 4/3/2012 4/3/2012 4/3/2012 4/3/2012 4/3/2012 4/3/2012 4/3/2012 4/3/2012 4/3/2012 4/3/2012 4/3/2012 4/3/2012 4/3/2012 4/3/2012 4/3/2012 4/3/2012 4/3/2012 4/3/2012 4/3/2012 4/3/2012 4/3/2012 4/3/2012 4/3/2012 4/3/2012
Banks
5 115 58 36 244 147 116 268 148 117 118 181 149 295 296 222 223 119 206 182 19 20 6 21 183 297 245 269
Brewers
93 120 114
Broadcasting & Entertainment Commodity Chemicals Electricity

121 122 246 298 270 37
Defense
299 59 94 198 38 60 61 62 95 96 97 98
Food Products
Food Retailers & Wholesalers
144 99 63 171 224 207 221 225 208 247 226 271 272 248 273 274 227 275 276 249
Marks & Spencer Group plc : Morrison WM Supermarkets plc Koninklijke Ahold NV : Casino Guichard Perrachon SA Delhaize Group : Casino Guichard Perrachon SA Koninklijke Ahold NV : Carrefour SA Morrison WM Supermarkets plc : Delhaize Group Sainsbury (J) : Delhaize Group Marks & Spencer Group plc : Delhaize Group Koninklijke Ahold NV : Morrison WM Supermarkets plc Tesco plc : Delhaize Group Tesco plc : Koninklijke Ahold NV Carrefour SA : Morrison WM Supermarkets plc Sainsbury (J) : Koninklijke Ahold NV Marks & Spencer Group plc : Koninklijke Ahold NV Marks & Spencer Group plc : Casino Guichard Perrachon SA Morrison WM Supermarkets plc : Casino Guichard Perrachon SA Tesco plc : Carrefour SA Tesco plc : Casino Guichard Perrachon SA Sainsbury (J) : Carrefour SA Marks & Spencer Group plc : Carrefour SA Sainsbury (J) : Casino Guichard Perrachon SA Ladbrokes : William Hill plc GDF Suez : Gas Natural SDG SA BHP Billiton plc : Rio Tinto plc BHP Billiton plc : Anglo American plc Rio Tinto plc : Anglo American plc Kazakhmys plc : Eurasian Natural Resources Antofagasta : Kazakhmys plc Antofagasta : Eurasian Natural Resources MMC Norilsk Nickel : Xstrata ING Groep NV : Aggreko Legal & General Group plc : Old Mutual Prudential plc : Aviva plc AXA SA : Assicurazioni Generali SpA Aggreko : Old Mutual Aviva plc : CNP Assurances Allianz AG : Swiss Reinsurance Old Mutual : CNP Assurances Prudential plc : CNP Assurances ING Groep NV : Old Mutual Allianz AG : RSA Insurance Group Aggreko : CNP Assurances ING Groep NV : CNP Assurances RSA Insurance Group : Swiss Reinsurance Aggreko : Legal & General Group plc RSA Insurance Group : Assicurazioni Generali SpA ING Groep NV : Legal & General Group plc AXA SA : RSA Insurance Group Muenchener Rueckversicherungs AG : RSA Insurance Group AXA SA : Swiss Reinsurance AXA SA : Muenchener Rueckversicherungs AG Muenchener Rueckversicherungs AG : Assicurazioni Generali SpA Aviva plc : Legal & General Group plc Legal & General Group plc : CNP Assurances Prudential plc : Legal & General Group plc Muenchener Rueckversicherungs AG : Swiss Reinsurance Allianz AG : Assicurazioni Generali SpA Swiss Reinsurance : Assicurazioni Generali SpA Allianz AG : AXA SA Allianz AG : Muenchener Rueckversicherungs AG Royal Dutch Shell plc B : Royal Dutch Shell plc A Total SA : ENI SpA Royal Dutch Petroleum : Total
M+S - MRW AHL - CO DEL - CO AHL - CA MRW - DEL SAN - DEL M+S - DEL AHL - MRW TCO - DEL TCO - AHL CA - MRW SAN - AHL M+S - AHL M+S - CO MRW - CO TCO - CA TCO - CO SAN - CA M+S - CA SAN - CO LDB - WHL GD - GAS BLT - RTZ BLT - AHA RTZ - AHA KA - EUN ANT - KA ANT - EUN MNN - XTA ING - AGN LGE - OML PRU - CUA AXA - GEN AGN - OML CUA - CNP ALV - RUK OML - CNP PRU - CNP ING - OML ALV - RYL AGN - CNP ING - CNP RYL - RUK AGN - LGE RYL - GEN ING - LGE AXA - RYL MUV - RYL AXA - RUK AXA - MUV MUV - GEN CUA - LGE LGE - CNP PRU - LGE MUV - RUK ALV - GEN RUK - GEN ALV - AXA ALV - MUV SHL - SHA PF - ENI RD - PF
9:10 47:7 10:7 2:1 10:7 10:7 10:7 10:3 10:9 1:5 5:3 4:13 7:25 2:1 2:1 1:2 5:3 3:5 9:16 2:1 5:3 8:13 5:3 5:4 7:10 2:3 4:5 1:2 5:1 3:5 9:10 1:2 10:9 10:3 3:10 3:5 9:10 5:28 2:1 3:20 17:5 2:1 10:3 19:6 10:9 5:3 10:9 9:74 5:1 26:3 3:23 3:10 9:10 1:6 1:2 1:5 3:11 1:7 5:4 1:1 9:22 10:7
1 1 1 1 1 1 1 1 1 1 1 1 1 1 1 1 1 1 1 1 1 1 1 1 1 1 1 1 1 1 1 1 1 1 1 1 1 1 1 1 1 1 1 1 1 1 1 1 1 1 1 1 1 1 1 1 1 1 1 1 1 1
55 60 65 45 35 40 35 35 40 30 35 25 25 30 25 25 35 25 25 30 50 70 85 85 75 75 75 75 45 80 80 70 65 50 30 60 30 30 50 40 65 70 25 50 30 50 40 40 45 65 70 80 25 75 65 70 65 75 80 85 80 70
4/3/2012 4/3/2012 4/3/2012 4/3/2012 4/3/2012 4/3/2012 4/3/2012 4/3/2012 4/3/2012 4/3/2012 4/3/2012 4/3/2012 4/3/2012 4/3/2012 4/3/2012 4/3/2012 4/3/2012 4/3/2012 4/3/2012 4/3/2012 4/3/2012 4/3/2012 4/3/2012 4/3/2012 4/3/2012 4/3/2012 4/3/2012 4/3/2012 4/3/2012 4/3/2012 4/3/2012 4/3/2012 4/3/2012 4/3/2012 4/3/2012 4/3/2012 4/3/2012 4/3/2012 4/3/2012 4/3/2012 4/3/2012 4/3/2012 4/3/2012 4/3/2012 4/3/2012 4/3/2012 4/3/2012 4/3/2012 4/3/2012 4/3/2012 4/3/2012 4/3/2012 4/3/2012 4/3/2012 4/3/2012 4/3/2012 4/3/2012 4/3/2012 4/3/2012 4/3/2012 4/3/2012 4/3/2012
Gambling
150 39 1 2 22 23 24 25 172 7 8 40 64 151 250 100 251 252 152 209 65 41 267 153 253 154 210 211 184 66 42 9 277 26 67 43 68 27 10
Gas Distribution General Mining
Life Insurance
Non Life Insurance
Oil & Gas

3 11 44
69 45 70 123 101 155 145 212 124 228 199 229 185 213 156 254 46 300 255 125 256 126 127 102 278 214 71 173 186 47 28 48 49 128 200 174 72 157 175 158 29 30 50 31 73 74 103 32 75 76 51 33 77 78 79 80 34 146 159 12 104 201 202 176 187 160 257 301
Royal Dutch Shell plc A Euro : ENI SpA Repsol YPF SA : ENI SpA Repsol YPF SA : Total SA Royal Dutch Shell plc A Euro : Petroplus Holdings AG Royal Dutch Shell plc A Euro : Repsol YPF SA Royal Dutch Shell plc A Euro : OAO Gazprom ENI SpA : OAO Gazprom Royal Dutch Petroleum : BP Amoco plc Total SA : OAO Gazprom Petroplus Holdings AG : OAO Gazprom Total SA : Petroplus Holdings AG Repsol YPF SA : Petroplus Holdings AG ENI SpA : Royal Dutch Shell plc A Total Fina Elf SA : BP Amoco plc Repsol YPF SA : OAO Gazprom ENI SpA : Petroplus Holdings AG Surgutneftegaz : ENI SpA Centrica plc : Gas Natural SDG SA Repsol YPF SA : Royal Dutch Shell plc A Repsol YPF SA : Surgutneftegaz Royal Dutch Shell plc B : ENI SpA BP plc : Royal Dutch Shell plc B BP plc : Royal Dutch Shell plc A Royal Dutch Shell plc A Euro : Surgutneftegaz Centrica plc : GDF Suez Surgutneftegaz : Petroplus Holdings AG Total SA : Surgutneftegaz Lukoil OAO : BG Group plc Lukoil OAO : Cairn Energy Lukoil OAO : OJSC OC Rosneft Lukoil OAO : Gazprom Neft Lukoil OAO : Surgutneftegaz Lukoil OAO : OAO Gazprom Lukoil OAO : Royal Dutch Shell plc A Euro Lukoil OAO : Royal Dutch Shell plc B Lukoil OAO : Royal Dutch Shell plc A Lukoil OAO : Total SA Lukoil OAO : Repsol YPF SA Petroplus Holdings AG : Gas Natural SDG SA Petroplus Holdings AG : GDF Suez Gazprom Neft : Surgutneftegaz Gazprom Neft : OAO Gazprom Gazprom Neft : ENI SpA Gazprom Neft : Royal Dutch Shell plc A Euro Gazprom Neft : Royal Dutch Shell plc B Gazprom Neft : Royal Dutch Shell plc A Gazprom Neft : BP plc Gazprom Neft : Total SA Gazprom Neft : Repsol YPF SA Gazprom Neft : BG Group plc Gazprom Neft : Cairn Energy Gazprom Neft : OJSC OC Rosneft Surgutneftegaz : Royal Dutch Shell plc B Surgutneftegaz : Royal Dutch Shell plc A Surgutneftegaz : BG Group plc Surgutneftegaz : Cairn Energy Surgutneftegaz : OJSC OC Rosneft OAO Gazprom : BG Group plc OAO Gazprom : Cairn Energy OAO Gazprom : OJSC OC Rosneft ENI SpA : OJSC OC Rosneft Royal Dutch Shell plc A Euro : Royal Dutch Shell plc B Royal Dutch Shell plc A Euro : Royal Dutch Shell plc A Royal Dutch Shell plc A Euro : BG Group plc Royal Dutch Shell plc A Euro : Cairn Energy Royal Dutch Shell plc A Euro : OJSC OC Rosneft Royal Dutch Shell plc B : Total SA Royal Dutch Shell plc B : Repsol YPF SA
RD - ENI REP - ENI REP - PF RD - PPH RD - REP RD - OG ENI - OG RD - BP PF - OG PPH - OG PF - PPH REP - PPH ENI - SHA PF - BP REP - OG ENI - PPH GG - ENI CTR - GAS REP - SHA REP - GG SHL - ENI BP - SHL BP - SHA RD - GG CTR - GD GG - PPH PF - GG LK - BGG LK - CNE LK - RO LK - GZ LK - GG LK - OG LK - RD LK - SHL LK - SHA LK - PF LK - REP PPH - GAS PPH - GD GZ - GG GZ - OG GZ - ENI GZ - RD GZ - SHL GZ - SHA GZ - BP GZ - PF GZ - REP GZ - BGG GZ - CNE GZ - RO GG - SHL GG - SHA GG - BGG GG - CNE GG - RO OG - BGG OG - CNE OG - RO ENI - RO RD - SHL RD - SHA RD - BGG RD - CNE RD - RO SHL - PF SHL - REP
3:5 7:10 5:3 7:32 4:5 6:13 7:9 5:3 7:22 2:1 8:53 7:27 29:2 5:4 1:2 2:5 5:3 2:5 92:9 2:5 6:89 5:1 5:1 3:10 7:10 3:5 4:17 5:2 1:2 1:8 8:21 1:5 1:5 2:5 35:9 10:3 3:5 2:5 19:8 10:3 2:5 1:2 7:10 10:9 51:5 10:1 2:1 5:3 1:1 37:6 10:7 3:10 26:1 76:3 78:5 7:2 4:5 23:2 13:5 3:5 1:2 44:5 69:8 16:3 6:5 3:10 1:5 7:73
1 1 1 1 1 1 1 1 1 1 1 1 1 1 1 1 1 1 1 1 1 1 1 1 1 1 1 1 1 1 1 1 1 1 1 1 1 1 1 1 1 1 1 1 1 1 1 1 1 1 1 1 1 1 1 1 1 1 1 1 1 1 1 1 1 1 1 1
65 70 65 55 60 50 55 40 55 35 40 35 45 40 50 30 70 0 30 55 30 55 55 60 25 40 65 45 45 70 75 70 70 55 40 45 65 50 45 50 75 75 70 75 65 65 60 75 65 65 70 75 65 65 65 65 75 55 50 80 60 40 40 45 45 50 30 0
4/3/2012 4/3/2012 4/3/2012 4/3/2012 4/3/2012 4/3/2012 4/3/2012 4/3/2012 4/3/2012 4/3/2012 4/3/2012 4/3/2012 4/3/2012 4/3/2012 4/3/2012 4/3/2012 4/3/2012 4/3/2012 4/3/2012 4/3/2012 4/3/2012 4/3/2012 4/3/2012 4/3/2012 4/3/2012 4/3/2012 4/3/2012 4/3/2012 4/3/2012 4/3/2012 4/3/2012 4/3/2012 4/3/2012 4/3/2012 4/3/2012 4/3/2012 4/3/2012 4/3/2012 4/3/2012 4/3/2012 4/3/2012 4/3/2012 4/3/2012 4/3/2012 4/3/2012 4/3/2012 4/3/2012 4/3/2012 4/3/2012 4/3/2012 4/3/2012 4/3/2012 4/3/2012 4/3/2012 4/3/2012 4/3/2012 4/3/2012 4/3/2012 4/3/2012 4/3/2012 4/3/2012 4/3/2012 4/3/2012 4/3/2012 4/3/2012 4/3/2012 4/3/2012 4/3/2012
81 177 302 279 82 178 303 304 188 105 230 258 161 129 280 281 13 130 83 231 106 52 131 132 14 84 15 85 232 203 162 179 163 86 282 215 107 216 189 259 233 305 108 306 190 191 164 133 307 180 53 283 192 234 308 165 260 235 87 35 284 54 285 286 109 193
Royal Dutch Shell plc B : BG Group plc Royal Dutch Shell plc B : Cairn Energy Royal Dutch Shell plc B : OJSC OC Rosneft Royal Dutch Shell plc A : Total SA Royal Dutch Shell plc A : BG Group plc Royal Dutch Shell plc A : Cairn Energy Royal Dutch Shell plc A : OJSC OC Rosneft BP plc : OJSC OC Rosneft Total SA : BG Group plc Total SA : OJSC OC Rosneft Repsol YPF SA : BG Group plc Repsol YPF SA : Cairn Energy Repsol YPF SA : OJSC OC Rosneft BG Group plc : Cairn Energy BG Group plc : OJSC OC Rosneft Cairn Energy : OJSC OC Rosneft Land Securities Group plc : Hammerson Novartis AG : Pfizer Pfizer : Merck & Co Inc Sanofi-Aventis : Shire Pharmaceuticals plc Pfizer : Johnson & Johnson Land Securities Group plc : British Land Co GlaxoSmithKline plc : Shire Pharmaceuticals plc Unilever NV : Sanofi-Aventis British Land Co : Hammerson British Land Co : Great Portland Estates Great Portland Estates : Hammerson Land Securities Group plc : Great Portland Estates Roche GS : Shire Pharmaceuticals plc Novartis AG : Shire Pharmaceuticals plc Johnson & Johnson : Shire Pharmaceuticals plc Unilever NV : GlaxoSmithKline plc Novartis AG : Merck & Co Inc Johnson & Johnson : Merck & Co Inc GlaxoSmithKline plc : Sanofi-Aventis Novartis AG : Johnson & Johnson AstraZeneca plc : Shire Pharmaceuticals plc Sanofi-Aventis : Pfizer Unilever NV : Pfizer Akzo Nobel NV : GlaxoSmithKline plc Sanofi-Aventis : Merck & Co Inc GlaxoSmithKline plc : Novartis AG Astra Zeneca plc : GlaxoSmithKline plc GlaxoSmithKline plc : Johnson & Johnson Sanofi-Aventis : Novartis AG Unilever NV : Novartis AG Sanofi-Aventis : Roche GS Novartis AG : Roche GS GlaxoSmithKline plc : Roche GS Roche GS : Johnson & Johnson Land Securities Group plc : Derwent London plc AstraZeneca plc : Sanofi-Aventis Unilever NV : Merck & Co Inc Unilever NV : Johnson & Johnson AstraZeneca plc : Roche GS Roche GS : Merck & Co Inc Akzo Nobel NV : Astra Zeneca plc Unilever NV : Roche GS British Land Co : Derwent London plc Hammerson : Derwent London plc Sanofi-Aventis : Johnson & Johnson Great Portland Estates : Derwent London plc AstraZeneca plc : Novartis AG AstraZeneca plc : Johnson & Johnson Infineon Technologies AG : STMicroelectronics NV ASML Holding NV : ARM Holdings
SHL - BGG SHL - CNE SHL - RO SHA - PF SHA - BGG SHA - CNE SHA - RO BP - RO PF - BGG PF - RO REP - BGG REP - CNE REP - RO BGG - CNE BGG - RO CNE - RO LS - HMS NOV - PFE PFE - MRK SSL - SHP PFE - JNX LS - BLN GXO - SHP UNA - SSL BLN - HMS BLN - GPO GPO - HMS LS - GPO ROG - SHP NOV - SHP JNX - SHP UNA - GXO NOV - MRK JNX - MRK GXO - SSL NOV - JNX AZA - SHP SSL - PFE UNA - PFE AKZ - GXO SSL - MRK GXO - NOV AZA - GXO GXO - JNX SSL - NOV UNA - NOV SSL - ROG NOV - ROG GXO - ROG ROG - JNX LS - DWV AZA - SSL UNA - MRK UNA - JNX AZA - ROG ROG - MRK AKZ - AZA UNA - ROG BLN - DWV HMS - DWV SSL - JNX GPO - DWV AZA - NOV AZA - JNX IF - STM ASL - ARM
3:5 3:22 31:1 1:6 3:5 5:36 2:61 8:49 3:11 8:41 5:1 10:7 1:3 7:31 5:94 17:4 9:16 2:5 5:3 4:1 10:3 7:10 10:7 2:1 7:9 7:10 10:9 1:2 10:7 5:1 10:3 17:3 7:10 1:2 3:8 5:4 7:10 2:5 4:5 34:9 2:3 4:11 1:2 1:2 1:1 2:1 14:5 10:3 1:1 2:5 5:2 3:17 10:7 5:2 1:2 5:21 8:1 6:1 10:3 5:1 5:4 9:2 1:5 1:5 4:5 2:1
1 1 1 1 1 1 1 1 1 1 1 1 1 1 1 1 1 1 1 1 1 1 1 1 1 1 1 1 1 1 1 1 1 1 1 1 1 1 1 1 1 1 1 1 1 1 1 1 1 1 1 1 1 1 1 1 1 1 1 1 1 1 1 1 1 1
65 45 0 25 65 45 0 0 45 60 35 30 50 55 25 25 80 55 65 35 60 70 55 55 80 65 80 65 35 40 50 45 50 65 25 40 60 40 45 30 35 0 60 0 45 45 50 55 0 45 70 25 45 35 0 50 30 35 65 75 25 70 25 25 60 45
4/3/2012 4/3/2012 4/3/2012 4/3/2012 4/3/2012 4/3/2012 4/3/2012 4/3/2012 4/3/2012 4/3/2012 4/3/2012 4/3/2012 4/3/2012 4/3/2012 4/3/2012 4/3/2012 4/3/2012 4/3/2012 4/3/2012 4/3/2012 4/3/2012 4/3/2012 4/3/2012 4/3/2012 4/3/2012 4/3/2012 4/3/2012 4/3/2012 4/3/2012 4/3/2012 4/3/2012 4/3/2012 4/3/2012 4/3/2012 4/3/2012 4/3/2012 4/3/2012 4/3/2012 4/3/2012 4/3/2012 4/3/2012 4/3/2012 4/3/2012 4/3/2012 4/3/2012 4/3/2012 4/3/2012 4/3/2012 4/3/2012 4/3/2012 4/3/2012 4/3/2012 4/3/2012 4/3/2012 4/3/2012 4/3/2012 4/3/2012 4/3/2012 4/3/2012 4/3/2012 4/3/2012 4/3/2012 4/3/2012 4/3/2012 4/3/2012 4/3/2012
Pharmaceuticals
Semiconducters
166 236 237 261 134 287 288 88 89 110 309 135 136 310 194 262 16 90 137 195 138 217 139 91 55 167 196 56 263 140 289 238 218 141 142 239 290 291 311 168 143 219 111 240 292 197 169 112 264 241 265 242 170 293 220 312 243 294 204 205 266
ASML Holding NV : Intel Corporation Infineon Technologies AG : ARM Holdings Intel Corporation : STMicroelectronics NV ARM Holdings : Intel Corporation Infineon Technologies AG : ASML Holding NV ARM Holdings : STMicroelectronics NV Infineon Technologies AG : Intel Corporation Akzo Nobel NV : Koninklijke DSM NV Akzo Nobel NV : Bayer AG Koninklijke DSM NV : Bayer AG Ericsson Telefona L M ser. B : Nokia OYJ Alcatel SA : Siemens AG Nokia OYJ : Alcatel SA Ericsson Telefona L M ser. B : Siemens AG Nokia OYJ : Siemens AG Ericsson Telefona L M ser. B : Alcatel SA Telefonica SA : France Telecom SA Telefonica SA : Telecom Italia SpA AT&T Inc : Colt Telecom Group Swisscom AG : Colt Telecom Group France Telecom SA : Telekom Austria AG AT&T Inc : Telekom Austria AG France Telecom SA : Royal KPN NV BT Group plc : Vodafone Group plc France Telecom SA : Telecom Italia SpA Telefonica SA : Royal KPN NV AT&T Inc : Swisscom AG Deutsche Telekom AG : France Telecom SA France Telecom SA : Vodafone plc Vodafone Group plc : Colt Telecom Group France Telecom SA : AT&T Inc France Telecom SA : Colt Telecom Group BT Group plc : AT&T Inc Royal KPN NV : Deutsche Telekom AG Telecom Italia SpA : Telekom Austria AG Deutsche Telekom AG : BT Group plc Vodafone Group plc : AT&T Inc Deutsche Telekom AG : AT&T Inc BT Group plc : France Telecom SA Deutsche Telekom : Telecom Italia Telefonica SA : Telekom Austria AG Telefonica SA : BT Group plc Telefonica SA : Deutsche Telekom AG Deutsche Telekom AG : Vodafone plc Vodafone Group plc : Swisscom AG Royal KPN NV : Telecom Italia SpA Deutsche Telekom AG : Telekom Austria AG BT Group plc : Colt Telecom Group Royal KPN NV : AT&T Inc Royal KPN NV : BT Group plc France Telecom SA : Swisscom AG Telefonica SA : Swisscom AG Royal KPN NV : Telekom Austria AG Telefonica SA : AT&T Inc Telefonica SA : Colt Telecom Group Vodafone Group plc : Royal KPN NV BT Group plc : Swisscom AG Vodafone Group plc : Telefonica SA Deutsche Telekom AG : Swisscom AG Royal KPN NV : Swisscom AG Telecom Italia SpA : AT&T Inc
ASL - INT IF - ARM INT - STM ARM - INT IF - ASL ARM - STM IF - INT AKZ - DSM AKZ - BYR DSM - BYR ERC - NOK CGE - SIE NOK - CGE ERC - SIE NOK - SIE ERC - CGE TEF - FTE TEF - TI SBX - CTM SCM - CTM FTE - TAG SBX - TAG FTE - KPN BTG - VOD FTE - TI TEF - KPN SBX - SCM DTE - FTE FTE - VOD VOD - CTM FTE - SBX FTE - CTM BTG - SBX KPN - DTE TI - TAG DTE - BTG VOD - SBX DTE - SBX BTG - FTE DTE - TI TEF - TAG TEF - BTG TEF - DTE DTE - VOD VOD - SCM KPN - TI DTE - TAG BTG - CTM KPN - SBX KPN - BTG FTE - SCM TEF - SCM KPN - TAG TEF - SBX TEF - CTM VOD - KPN BTG - SCM VOD - TEF DTE - SCM KPN - SCM TI - SBX
4:5 75:8 1:5 2:5 9:2 3:35 26:7 1:1 9:7 5:4 5:84 73:2 1:2 10:9 71:4 1:35 9:10 1:17 2:5 1:35 9:14 3:10 10:7 9:10 1:15 2:3 37:3 10:7 4:3 3:5 5:2 4:5 5:3 1:1 39:4 2:1 12:7 22:7 7:10 1:11 3:5 5:4 3:5 11:6 21:1 7:79 9:10 9:16 10:3 2:1 28:1 25:1 9:10 2:1 7:10 3:5 39:2 4:5 39:1 38:1 35:1
1 1 1 1 1 1 1 1 1 1 1 1 1 1 1 1 1 1 1 1 1 1 1 1 1 1 1 1 1 1 1 1 1 1 1 1 1 1 1 1 1 1 1 1 1 1 1 1 1 1 1 1 1 1 1 1 1 1 1 1 1
50 35 35 30 55 25 25 65 65 60 0 55 55 0 45 30 80 65 55 45 55 40 55 65 70 50 45 70 30 55 25 35 40 55 55 35 25 25 0 50 55 40 60 35 25 45 50 60 30 35 30 35 50 25 40 0 35 25 40 40 30
4/3/2012 4/3/2012 4/3/2012 4/3/2012 4/3/2012 4/3/2012 4/3/2012 4/3/2012 4/3/2012 4/3/2012 4/3/2012 4/3/2012 4/3/2012 4/3/2012 4/3/2012 4/3/2012 4/3/2012 4/3/2012 4/3/2012 4/3/2012 4/3/2012 4/3/2012 4/3/2012 4/3/2012 4/3/2012 4/3/2012 4/3/2012 4/3/2012 4/3/2012 4/3/2012 4/3/2012 4/3/2012 4/3/2012 4/3/2012 4/3/2012 4/3/2012 4/3/2012 4/3/2012 4/3/2012 4/3/2012 4/3/2012 4/3/2012 4/3/2012 4/3/2012 4/3/2012 4/3/2012 4/3/2012 4/3/2012 4/3/2012 4/3/2012 4/3/2012 4/3/2012 4/3/2012 4/3/2012 4/3/2012 4/3/2012 4/3/2012 4/3/2012 4/3/2012 4/3/2012 4/3/2012
Speciality Chemicals
Telecommunications Equipment
Telecommunications Services
ATTACHMENT I
LONDON SPAN PARAMETERS FOR COMMODITY PRODUCTS

(per lot) Contract COCOA* ROBUSTA COFFEE* WHITE SUGAR* RAW SUGAR Contract Code CCO RC WSG RSU Scanning Risk GBP 1,200 USD 1,400 USD 1,800 USD 1,456 (per lot) Intermonth Spread Charge GBP 210 USD 600 USD 745 USD 385 Front-Front GBP 425 WHEAT** WHT GBP 1,300 Front-Back GBP 485 Back-Back GBP 225 25 GBP1 % Volatility Change 15 20 12 20 Short Option Minimum Charge GBP1 USD1 USD1 USD1 Spot Margin Top Up Rate Spot Margin Levied On Date Effective From
8/2/2012 5/28/2012 5/28/2012 8/21/2008 8/2/2012
*These rates apply to Commodity Bclear Swaps and Options

**
Any month up to and including Jul 13 is regarded as a Front Tier. Any month afterwards is regarded as a Back Tier
ATTACHMENT K
INTER-CONTRACT SPREAD CREDITS FOR COMMODITY PRODUCTS

Contract Codes RSU - WSG Delta Ratio 1:1 Credit Method 1 % Credit (per leg) 45 Date Effective From 25-Nov-08
Priority 1 Raw Sugar : White Sugar
Contract/Spread*

2012-07-31 Liffe - tcm6-62054

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ATTACHMENT A

LONDON SPAN PARAMETERS FOR LIFFE CONTRACTS

Intermonth Spread Charge Break Month

Date Effective From

L I EON EO3 S P O TWS USP USO USW J G H R JGB

LONDON SPAN PARAMETERS FOR INTER-MONTH SPREAD CHARGES

Volatility Shift (+/-) 45% 25% 25% 15% 15% 15%

*Euro (Euribor) tier structure relates to available monthly expiries

6 17 99999999 6 *Short Sterling tier structure relates to available monthly expiries

Volatility Shift (+/-) 50% 50% 30% 20% 20% 20%

*EONIA tier structure relates to available monthly expiries

LONDON SPAN PARAMETERS - STRATEGIES

%CREDIT PER LEG

LONDON SPAN PARAMETERS FOR INDEX FUTURES AND OPTIONS

Z FTSE 100 UKX

* * * 25 * 25 25 25 25 25 25 * * * * * * * * * * * * * * * EUR10 EUR10 EUR10 EUR10 EUR10 EUR10 GBP10

Note: * Options are not available on these Contracts

% Credit (per leg) 95 85 85 85 85 80 80 75 75 75 70 70 70 70 65 65 65 65 65 60 60 50 50 50 45 40 40 40

LONDON SPAN PARAMETERS FOR EQUITIES (per share)

Flexible Contracts European Style Cash Settled

Futures Cash Settled

Standard Contracts Future Code

LONDON SPAN PARAMETERS FOR EQUITIES (per share)

Flexible Contracts European Style Cash Settled

Futures Cash Settled

Standard Contracts Future Code

LONDON SPAN PARAMETERS FOR EQUITIES (per share)

Flexible Contracts European Style Cash Settled

Futures Cash Settled

Standard Contracts Future Code

LONDON SPAN PARAMETERS FOR EQUITIES (per share)

Flexible Contracts European Style Cash Settled

Futures Cash Settled

Standard Contracts Future Code

LONDON SPAN PARAMETERS FOR EQUITIES (per share)

Flexible Contracts European Style Cash Settled

Futures Cash Settled

Standard Contracts Future Code

LONDON SPAN PARAMETERS FOR EQUITIES (per share)

Flexible Contracts European Style Cash Settled

Futures Cash Settled

Standard Contracts Future Code

LONDON SPAN PARAMETERS FOR EQUITIES (per share)

Flexible Contracts European Style Cash Settled

Futures Cash Settled

Standard Contracts Future Code

LONDON SPAN PARAMETERS FOR EQUITIES (per share)

Flexible Contracts European Style Cash Settled

Futures Cash Settled

Standard Contracts Future Code

LONDON SPAN PARAMETERS FOR EQUITIES (per share)

Flexible Contracts European Style Cash Settled

Futures Cash Settled

Standard Contracts Future Code

LONDON SPAN PARAMETERS FOR EQUITIES (per share)

Flexible Contracts European Style Cash Settled

Futures Cash Settled

Standard Contracts Future Code

LONDON SPAN PARAMETERS FOR EQUITIES (per share)

Flexible Contracts European Style Cash Settled

Futures Cash Settled

Standard Contracts Future Code