€¦ · XLS file · Web view2013-04-08 · FedEx Corp Weir Group WEI Wolseley WOS ... VBH VQD VQH...
44
ATTACHMENT A LONDON SPAN PARAMETERS FOR LIFFE CONTRACTS (per lot) (per lot) % Contract Scanning Risk Volatility Change Short Sterling L GBP300.00 GBP1 1 4/11/2013 Euribor I EUR500.00 EUR1 1 1/29/2013 1 Month EONIA EON EUR350 * 1 8/5/2010 3 Month EONIA EO3 EUR400 EUR50 * 1 1/29/2013 Euroswiss S CHF375 35 CHF3 1 4/11/2013 10 yr EUR Swapnote P EUR2,500 EUR200 35 EUR1 1 1/29/2013 5 yr EUR Swapnote O EUR1,000 EUR210 35 EUR1 1 1/29/2013 2 yr EUR Swapnote TWS EUR300 EUR30 35 EUR1 1 1/29/2013 10 yr USD Swapnote USP USD4,780 USD350 * 1 1/29/2013 5 yr USD Swapnote USO USD2,000 USD200 * 1 1/29/2013 2 yr USD Swapnote USW USD1,100 USD200 * 1 1/29/2013 3 month Euroyen J JPY22,500 JPY8,755 * 1 1/29/2013 Short Gilt G GBP400 GBP315 * 1 1/29/2013 Medium Gilt H GBP1,000 GBP300 * 1 1/29/2013 Long Gilt R GBP3,000 GBP660 20 GBP1 1 1/29/2013 ** JGB JGB JPY750,000 JPY300,000 * 1 1/29/2013 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). Contract Code Intermonth Spread Charge Break Month Short Option Minimum Charge Spot Month Charge Method Spot Margin Top Up Rate*** Spot Margin Levied From Date Effective From * Please see Attachments B and C for details * Please see Attachments B for details * Please see Attachments B and C for details * Please see Attachments B for details * Please see Attachments B and C for details * Please see Attachments B and C for details
Transcript of €¦ · XLS file · Web view2013-04-08 · FedEx Corp Weir Group WEI Wolseley WOS ... VBH VQD VQH...
ATTACHMENT A
LONDON SPAN PARAMETERS FOR LIFFE CONTRACTS(per lot) (per lot) %
Contract Scanning Risk Intermonth Spread Charge Break Month Volatility Change Date Effective From
Short Sterling L GBP300.00 GBP1 1 4/11/2013
Euribor I EUR500.00 EUR1 1 1/29/2013
1 Month EONIA EON EUR350 * 1 8/5/2010
3 Month EONIA EO3 EUR400 EUR50 * 1 1/29/2013
Euroswiss S CHF375 35 CHF3 1 4/11/2013
10 yr EUR Swapnote P EUR2,500 EUR200 35 EUR1 1 1/29/2013
5 yr EUR Swapnote O EUR1,000 EUR210 35 EUR1 1 1/29/2013
2 yr EUR Swapnote TWS EUR300 EUR30 35 EUR1 1 1/29/2013
10 yr USD Swapnote USP USD4,780 USD350 * 1 1/29/2013
5 yr USD Swapnote USO USD2,000 USD200 * 1 1/29/2013
2 yr USD Swapnote USW USD1,100 USD200 * 1 1/29/2013
3 month Euroyen J JPY22,500 JPY8,755 * 1 1/29/2013
Short Gilt G GBP400 GBP315 * 1 1/29/2013
Medium Gilt H GBP1,000 GBP300 * 1 1/29/2013
Long Gilt R GBP3,000 GBP660 20 GBP1 1 1/29/2013
** JGB JGB JPY750,000 JPY300,000 * 1 1/29/2013
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).
Contract Code
Short Option
Minimum Charge
Spot Month Charge Method
Spot Margin Top Up Rate***
Spot Margin Levied From
* Please see Attachments B and C for details
* Please see Attachments B for details
* Please see Attachments B and C for details
* Please see Attachments B for details
* Please see Attachments B and C for details
* Please see Attachments B and C for details
ATTACHMENT B
LONDON SPAN PARAMETERS FOR INTER-MONTH SPREAD CHARGES
Euribor ( I )Inter-Month Spread Charges
Start EndTiers 1
Prio
rity
2
Prio
rity
3
Prio
rity
4
Prio
rity
5
Prio
rity
6
Prio
rity
1 0 4 1 150 11 135 9 175 12 240 15 305 19 390 21 45%2 5 8 2 40 1 115 5 215 13 290 17 375 20 25%3 9 12 3 90 2 115 6 215 14 290 18 25%4 13 16 4 90 3 140 10 250 16 15%5 17 20 5 115 7 115 8 15%6 21 99999999 6 100 4 15%
*Euro (Euribor) tier structure relates to available monthly expiries
Short Sterling ( L )
Inter-Month Spread Charges
Start EndTiers 1
Prio
rity
2
Prio
rity
3
Prio
rity
4
Prio
rity
5
Prio
rity
6
Prio
rity
1 0 2 1 55 3 55 4 100 12 140 15 155 17 200 21 50%2 3 4 2 30 1 65 7 105 13 140 16 180 20 50%3 5 8 3 50 2 75 8 130 14 165 19 30%4 9 12 4 55 5 80 9 80 10 20%5 13 16 5 55 6 80 11 20%6 17 99999999 6 155 18 20%
*Short Sterling tier structure relates to available monthly expiries
EuroSwiss ( S )
Inter-Month Spread Charges
Start EndTiers 1
Prio
rity
2
Prio
rity
3
Prio
rity
1 0 2 1 80 2 80 3 105 62 3 4 2 30 1 80 43 5 99999999 3 80 5
EONIA (EON)Inter-Month Spread Charges
Start EndTiers 1
Prio
rity
2
Prio
rity
3
Prio
rity
1 0 1 1 805 5 255 4 280 52 2 6 2 215 3 190 23 7 99999999 3 50 1
*EONIA tier structure relates to available monthly expiries
Tier Number
Volatility Shift (+/-)
Tier Number
Volatility Shift (+/-)
Tier Number
Tier Number
ATTACHMENT C
LONDON SPAN PARAMETERS - STRATEGIES
I B M 1 155 L B M 1 90I B M 2 150 L B M 2 100I B M 3 150I B Q 1 60 L B Q 1 50I B Q 2 30 L B Q 2 30I B Q 3 25 L B Q 3 25I B Q 4 30 L B Q 4 30I B Q 5 30 L B Q 5 25I B Q 6 30 L B Q 6 25I B Q 7 30 L B Q 7 25I B Q 8 30 L B Q 8 30I B Q 9 30 L B Q 9 25I B Q 10 30 L B Q 10 30I B Q 11 30 L B Q 11 25I B Q 12 30 L B Q 12 30I B Q 13 30 L B Q 13 30I B Q 14 30 L B Q 14 30I B Q 15 30 L B Q 15 40I B Q 16 30 L B Q 16 50I B Q 17 30 L B Q 17 80I B Q 18 30 L B Q 18 75I B S 1 70 L B S 1 65I B S 2 65 L B S 2 50I B S 3 65 L B S 3 50I B S 4 50 L B S 4 40I B S 5 40 L B S 5 40I B S 6 50 L B S 6 40I B S 7 40 L B S 7 40I B S 8 40 L B S 8 40I B S 9 50 L B S 9 55I B S 10 50 L B S 10 40I B S 11 55 L B S 11 55I B S 12 55 L B S 12 40I B S 13 65 L B S 13 55I B S 14 55 L B S 14 60I B S 15 65 L B S 15 65I B S 16 65 L B S 16 80I B N 1 115 L B N 1 65I B N 2 115 L B N 2 55I B N 3 90 L B N 3 55I B N 4 60 L B N 4 50I B N 5 65 L B N 5 55I B N 6 70 L B N 6 55I B N 7 65 L B N 7 65I B N 8 75 L B N 8 65I B N 9 80 L B N 9 55I B N 10 90 L B N 10 55I B N 11 90 L B N 11 55I B N 12 80 L B N 12 65I B N 13 100 L B N 13 80I B N 14 115 L B N 14 80I B Y 1 155 L B Y 1 90I B Y 2 140 L B Y 2 65I B Y 3 90 L B Y 3 65I B Y 4 85 L B Y 4 65I B Y 5 95 L B Y 5 65I B Y 6 90 L B Y 6 75I B Y 7 105 L B Y 7 65I B Y 8 115 L B Y 8 80I B Y 9 115 L B Y 9 80I B Y 10 115 L B Y 10 80I B Y 11 100 L B Y 11 80I B Y 12 115 L B Y 12 100
Logical Commodity
Strategy Type
Period Type
First Month
Charge Rate
Logical Commodity
Strategy Type
Period Type
First Month
Charge Rate
ATTACHMENT C
I C Q 1 60 L C Q 1 55I C Q 2 30 L C Q 2 30I C Q 3 40 L C Q 3 30I C Q 4 40 L C Q 4 30I C Q 5 30 L C Q 5 30I C Q 6 30 L C Q 6 30I C Q 7 30 L C Q 7 30I C Q 8 30 L C Q 8 30I C Q 9 30 L C Q 9 30I C Q 10 30 L C Q 10 30I C Q 11 30 L C Q 11 30I C Q 12 40 L C Q 12 30I C Q 13 40 L C Q 13 30I C Q 14 40 L C Q 14 40I C Q 15 40 L C Q 15 40I C Q 16 40 L C Q 16 50I C Q 17 40 L C Q 17 40I C S 1 90 L C S 1 55I C S 2 100 L C S 2 40I C S 3 80 L C S 3 40I C S 4 55 L C S 4 40I C S 5 50 L C S 5 40I C S 6 60 L C S 6 40I C S 7 50 L C S 7 50I C S 8 65 L C S 8 55I C S 9 75 L C S 9 50I C S 10 80 L C S 10 50I C S 11 65 L C S 11 55I C S 12 65 L C S 12 65I C S 13 75 L C S 13 65I C S 14 90 L C S 14 75I C N 1 155 L C N 1 75I C N 2 130 L C N 2 55I C N 3 90 L C N 3 55I C N 4 85 L C N 4 55I C N 5 90 L C N 5 65I C N 6 100 L C N 6 65I C N 7 100 L C N 7 65I C N 8 115 L C N 8 65I C N 9 105 L C N 9 80I C N 10 90 L C N 10 90I C N 11 115 L C N 11 90I C Y 1 180 L C Y 1 100I C Y 2 165 L C Y 2 80I C Y 3 140 L C Y 3 80I C Y 4 140 L C Y 4 90I C Y 5 130 L C Y 5 90I C Y 6 140 L C Y 6 90I C Y 7 140 L C Y 7 80I C Y 8 140 L C Y 8 95
ATTACHMENT C
S B Q 1 100 EON B M 1 300S B Q 2 55 EON B M 2 265S B Q 3 55 EON B M 3 125S B Q 4 55 EON B M 4 30S B Q 5 50 EON B M 5 100S B Q 6 55 EON B M 6 115S B S 1 155 EON B M 7 100S B S 2 100 EON C M 1 240S B S 3 155 EON C M 2 175S B S 4 80 EON C M 3 165S B N 1 160 EON C M 4 115S B N 2 130 EON C M 5 55S C Q 1 80 EON C M 6 165S C Q 2 80S C Q 3 55S C Q 4 75S C Q 5 55S C S 1 155S C S 2 130
Strategy type B = Butterfly
Strategy type C = CondorPeriod type M = Monthly
Period type Q = QuarterlyPeriod type S = Six MonthlyPeriod type N = Nine MonthlyPeriod 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 RATEINTER COMMODITY SPREAD CREDITS
CONTRACT/SPREAD %CREDIT PER LEG DELTA RATIO EFFECTIVE DATE
10 YR EUR SWAPNOTE : 5 YR EUR SWAPNOTE P - O 85 9:16 - 1/29/2013
EURIBOR (TIER 2) : 5 YR EUR SWAPNOTE I 2 - O 80 9:5 - 8/8/2011
LONG GILT : 10 YR EUR SWAPNOTE R - P 80 2:3 - 7/26/2012
SHORT STERLING (TIER 2) : LONG GILT L 2 - R 80 22:3 - 1/29/2013
EURIBOR (TIER 1) : 2 YR EUR SWAPNOTE I 1 - TWS 80 4:5 - 1/29/2013
MEDIUM GILT : LONG GILT H - R 80 2:1 - 1/29/2013
EURIBOR (TIER 2) : 10 YR EUR SWAPNOTE I 2 - P 75 3:1 - 7/26/2012
5 YR USD SWAPNOTE : 10 YR USD SWAPNOTE USO - USP 75 5:3 - 2/24/2012
3 Month EONIA : 2 YR EUR SWAPNOTE EO3 - TWS 75 4:5 - 7/26/2012
EURIBOR (TIER 2) : LONG GILT I 2 - R 75 6:1 - 7/26/2012
MEDIUM GILT : SHORT STERLING (TIER 2) H - L 2 75 3:11 - 7/26/2012
LONG GILT : 5 YR EUR SWAPNOTE R - O 75 3:8 - 7/26/2012
SHORT STERLING (TIER 1) : 3 Month EONIA L 1 - EO3 75 4:3 - 1/29/2013
EURIBOR (TIER 2) : 2 YR EUR SWAPNOTE I 2 - TWS 70 4:5 - 7/26/2012
EURIBOR (TIER 1) : 3 Month EONIA I 1 - EO3 70 1:1 - 7/26/2012
MEDIUM GILT : SHORT STERLING (TIER 1) H - L 1 70 3:11 - 7/26/2012
2 YR EUR SWAPNOTE : 5 YR EUR SWAPNOTE TWS - O 70 9:4 - 1/29/2013
SHORT STERLING (TIER 2) : 5 YR EUR SWAPNOTE L 2 - O 70 12:5 - 1/29/2013
SHORT STERLING (TIER 2) : 3 Month EONIA L 2 - EO3 70 4:3 - 1/29/2013
SHORT STERLING (TIER 1) : 2 YR EUR SWAPNOTE L 1 - TWS 70 16:15 - 1/29/2013
EURIBOR (TIER 1) : SHORT STERLING (TIER1) I 1 - L 1 70 3:4 - 1/29/2013
2 YR EUR SWAPNOTE : EUROSWISS TWS - S 70 5:6 - 1/29/2013
SHORT STERLING (TIER 1) : LONG GILT L 1 - R 70 22:3 - 1/29/2013
EURIBOR (TIER 1) : EUROSWISS I 1 - S 70 2:3 - 1/29/2013
SHORT STERLING (TIER 1) : EUROSWISS L 1 - S 70 8:9 - 1/29/2013
SHORT GILT : SHORT STERLING (TIER 2) G - L 2 70 5:7 - 1/29/2013
SHORT GILT : LONG GILT G - R 70 21:4 - 1/29/2013
SHORT GILT : SHORT STERLING (TIER 1) G - L 1 70 5:7 - 1/29/2013
10 YR EUR SWAPNOTE : 2 YR EUR SWAPNOTE P - TWS 65 1:4 - 7/26/2012
EURIBOR (TIER 1) : 5 YR EUR SWAPNOTE I 1 - O 65 9:5 - 7/26/2012
SHORT STERLING (TIER 1) : 5 YR EUR SWAPNOTE L 1 - O 65 12:5 - 7/26/2012
SHORT STERLING (TIER 2) : 2 YR EUR SWAPNOTE L 2 - TWS 65 16:15 - 7/26/2012
5 YR EUR SWAPNOTE : EUROSWISS O - S 65 10:27 - 7/26/2012
3 Month EONIA : EUROSWISS EO3 - S 65 2:3 - 7/26/2012
3 Month EONIA : 5 YR EUR SWAPNOTE EO3 - O 65 9:5 - 1/29/2013
EURIBOR (TIER 1) : 10 YR EUR SWAPNOTE I 1 - P 65 3:1 - 1/29/2013
EURIBOR (TIER 2) : SHORT STERLING (TIER 2) I 2 - L 2 65 3:4 - 1/29/2013
LONG GILT : 2 YR EUR SWAPNOTE R - TWS 65 1:6 - 1/29/2013
EURIBOR (TIER 1) : LONG GILT I 1 - R 65 6:1 - 1/29/2013
SHORT GILT : MEDIUM GILT G - H 65 13:5 - 1/29/2013
EONIA (TIER 2) : 3 Month EONIA EON 2 - EO3 60 1:1 - 2/24/2012
EONIA (TIER 1) : 3 Month EONIA EON 1 - EO3 60 1:1 - 2/24/2012
SHORT STERLING (TIER 2) : EUROSWISS L 2 - S 60 8:9 - 7/26/2012
EURIBOR (TIER 2) : SHORT STERLING (TIER1) I 2 - L 1 60 3:4 - 7/26/2012
EURIBOR (TIER 1) : SHORT STERLING (TIER 2) I 1 - L 2 60 3:4 - 7/26/2012
EURIBOR (TIER 2) : EUROSWISS I 2 - S 60 2:3 - 7/26/2012
EURIBOR (TIER 2) : 3 Month EONIA I 2 - EO3 60 1:1 - 1/29/2013
2 YR USD SWAPNOTE : 5 YR USD SWAPNOTE USW - USO 55 6:5 - 2/24/2012
EONIA (TIER 1) : SHORT STERLING (TIER 2) EON 1 - L 2 55 3:4 - 8/8/2011
EONIA (TIER 1) : SHORT STERLING (TIER 1) EON 1 - L 1 55 3:4 - 8/8/2011
2 YR USD SWAPNOTE : 2 YR EUR SWAPNOTE USW - TWS 55 1:2 - 2/24/2012
2 YR USD SWAPNOTE : 5 YR EUR SWAPNOTE USW - O 55 9:8 - 2/24/2012
5 YR USD SWAPNOTE : 10 YR EUR SWAPNOTE USO - P 55 5:3 - 1/29/2013
SHORT STERLING (TIER 2) : 2 YR USD SWAPNOTE L 2 - USW 55 2:1 - 1/29/2013
SHORT STERLING (TIER 1) : 2 YR USD SWAPNOTE L 1 - USW 55 2:1 - 1/29/2013
10 YR USD SWAPNOTE : 2 YR EUR SWAPNOTE USP - TWS 50 1:4 - 2/24/2012
EURIBOR (TIER 1) : 2 YR USD SWAPNOTE I 1 - USW 50 3:2 - 2/24/2012
5 YR USD SWAPNOTE : 5 YR EUR SWAPNOTE USO - O 50 15:16 - 1/29/2013
CONTRACT CODES
INTER-COMMODITY
CHARGE
ATTACHMENT D
EURIBOR (TIER 2) : 5 YR USD SWAPNOTE I 2 - USO 50 9:5 - 1/29/2013
10 YR USD SWAPNOTE : 10 YR EUR SWAPNOTE USP - P 50 1:1 - 1/29/2013
2 YR USD SWAPNOTE : 10 YR EUR SWAPNOTE USW - P 50 2:1 - 1/29/2013
10 YR USD SWAPNOTE : LONG GILT USP - R 50 3:2 - 1/29/2013
EURIBOR (TIER 2) : 2 YR USD SWAPNOTE I 2 - USW 50 3:2 - 1/29/2013
2 YR USD SWAPNOTE : LONG GILT USW - R 50 3:1 - 1/29/2013
EONIA (TIER2) : 5 YR EUR SWAPNOTE EON 2 - O 45 9:5 - 2/24/2012
EONIA (TIER 1): 5 YR EUR SWAPNOTE EON 1 - O 45 9:5 - 2/24/2012
EONIA (TIER 2) : EURIBOR (TIER 1) EON 2 - I 1 45 1:1 - 2/24/2012
EONIA (TIER 2) : EURIBOR (TIER 2) EON 2 - I 2 45 1:1 - 2/24/2012
EONIA (TIER 1) : EURIBOR (TIER 2) EON 1 - I 2 45 1:1 - 2/24/2012
EONIA (TIER 1) : EURIBOR (TIER 1) EON 1 - I 1 45 1:1 - 2/24/2012
EONIA (TIER 1): 2 YR EUR SWAPNOTE EON 1 - TWS 45 4:5 - 8/8/2011
EONIA (TIER2) : 2 YR EUR SWAPNOTE EON 2 - TWS 45 4:5 - 8/8/2011
EONIA (TIER 1) : EUROSWISS EON 1 - S 45 2:3 - 5/5/2011
EONIA (TIER 2) : EUROSWISS EON 2 - S 45 2:3 - 5/5/2011
5 YR USD SWAPNOTE : LONG GILT USO - R 45 5:2 - 2/24/2012
SHORT STERLING (TIER 1) : 5 YR USD SWAPNOTE L 1 - USO 45 12:5 - 2/24/2012
SHORT STERLING (TIER 2) : 5 YR USD SWAPNOTE L 2 - USO 45 12:5 - 1/29/2013
2 YR USD SWAPNOTE : 10 YR USD SWAPNOTE USW - USP 40 2:1 - 2/24/2012
EONIA (TIER 2) : SHORT STERLING (TIER 2) EON 2 - L 2 40 3:4 - 2/24/2012
10 YR USD SWAPNOTE : 5 YR EUR SWAPNOTE USP - O 40 9:16 - 1/29/2013
5 YR USD SWAPNOTE : 2 YR EUR SWAPNOTE USO - TWS 40 5:12 - 1/29/2013
EURIBOR (TIER 1) : 5 YR USD SWAPNOTE I 1 - USO 40 9:5 - 1/29/2013
EONIA (TIER 2) : SHORT STERLING (TIER 1) EON 2 - L 1 35 3:4 - 2/24/2012
2 YR USD SWAPNOTE : EUROSWISS USW - S 35 4:9 - 2/24/2012
5 YR USD SWAPNOTE : EUROSWISS USO - S 30 10:27 - 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) (per lot) %
Contract Scanning Risk
FTSE 100
Z GBP3,500 GBP20 * 1 4/5/2013
UKX GBP3,500 GBP20 30 GBP10 1 4/5/2013
FTSE100 Dividend Index Future RDSA Withholding XZ GBP90 GBP 60 * 1 11/30/2012
FTSE 100 Declared Dividend Index Future YZ GBP140 GBP 55 * 1 3/12/2013
FTSE 100 Total Return Declared Dividend Index ZTR GBP2,000 GBP 25 * 1 11/30/2012
FTSE Mid 250 Y GBP5,000 GBP135 30 GBP10 1 3/12/2013
Eurotop 100 Q EUR2,200 EUR40 * 1 9/11/2012
FTSEurofirst 80 EFE EUR1,800 EUR65 30 EUR10 1 2/18/2013
FTSEurofirst 100 EFP EUR1,700 EUR65 30 EUR10 1 1/10/2013
CAC 40 CCI EUR2,100 EUR500 30 EUR10 1 1/10/2013
AEX AXI EUR3,400 EUR220 30 EUR10 1 11/30/2012
BEL20 BLI EUR1,200 EUR160 30 EUR10 1 1/10/2013
PSI 20 PSX EUR420 EUR170 30 EUR10 1 2/18/2013
MSCI AC Far East ex Japan MCA USD1,500 USD35 * 1 11/30/2012
MSCI EM Asia MCB USD1,800 USD40 * 1 3/12/2013
MSCI BRIC Index Future MCC USD2,300 USD45 * 1 3/12/2013
MSCI EM EMEA MCZ USD2,000 USD35 * 1 3/12/2013
MSCI Emerging Markets (EM) MCQ USD2,000 USD40 * 1 11/30/2012
MSCI EM Lat Am MCF USD3,400 USD60 * 1 3/12/2013
MSCI Brazil MCG USD4,000 USD65 * 1 3/12/2013
MSCI Mexico MCH USD3,000 USD60 * 1 3/12/2013
MSCI EAFE MCI USD1,750 USD45 * 1 3/12/2013
MSCI Europe MCJ USD2,500 USD55 * 1 3/12/2013
MSCI KOKUSAI I MCK USD1,700 USD45 * 1 11/30/2012
MSCI World MCN USD1,420 USD40 * 1 11/30/2012
MSCI Hong Kong MCM USD1,825 USD40 * 1 10/10/2012
MSCI Japan MCO USD1,658 USD30 * 1 3/12/2013
MSCI All Countries Asia Ex Japan MCR USD1,200 USD20 * 1 3/12/2013
MSCI Europe Ex Switzerland Index Futures MSW USD2,700 USD35 * 1 3/12/2013
MSCI Europe Ex UK Index Futures MKE USD2,700 USD35 * 1 3/12/2013
MSCI Canada Index Futures MDA USD2,200 USD35 * 1 3/12/2013
Contract Code
Intermonth Spread Charge**
Volatility Change
Short Option Minimum Charge
Spot Month Charge Method
Date Effective From
ATTACHMENT E
MSCI Pacific ex Japan Index Futures MPJ USD2,100 USD30 * 1 11/30/2012
MSCI USA Index Futures MCV USD1,500 USD25 * 1 11/30/2012
MSCI India Index Futures MII USD2,500 USD30 * 1 3/12/2013
MSCI AC Asia Pacific Ex Japan Futures MAK USD1,550 USD25 * 1 11/30/2012
MSCI Emerging Markets Net TR EUR Index Future MSM EUR1,400 EUR35 * 1 3/12/2013
MSCI Europe Net Total Return EUR Index Future MPE EUR650 EUR20 * 1 3/12/2013
MSCI World Net Total Return EUR Index Future MLW EUR500 EUR20 * 1 3/12/2013
MSCI KOKUSAI Gross TR USD Index Futures MKO USD2,200 USD40 * 1 3/12/2013
MSCI World Consumer Disc NTR USD Index Futures MWG USD650 USD15 * 1 3/12/2013
MSCI World Consumer Stap NTR USD Index Futures MWB USD750 USD15 * 1 10/10/2012
MSCI World Energy Net TR USD Index Futures MWE USD1,800 USD15 * 1 11/30/2012
MSCI World Financials Net TR USD Index Futures MWN USD553 USD15 * 1 11/30/2012
MSCI World Health Care Net TR USD Index Futures MWO USD539 USD15 * 1 11/30/2012
MSCI World Industrials Net TR USD Index Futures MWI USD850 USD15 * 1 3/12/2013
MSCI World IT Net TR USD Index Futures MWV USD484 USD15 * 1 11/30/2012
MSCI World Materials Net TR USD Index Futures MWM USD1,600 USD15 * 1 3/12/2013
MSCI World Telecom Net TR USD Index Futures MWT USD350 USD15 * 1 11/30/2012
MSCI World Utilities Net TR USD Index Futures MWW USD600 USD15 * 1 11/30/2012
MSCI Canada Net TR EUR Index Futures MDB EUR1,700 EUR60 * 1 3/12/2013
MSCI South Africa Net TR EUR Index Futures MSE EUR2,300 EUR50 * 1 3/12/2013
MSCI USA Net TR EUR Index Futures MCU EUR499 EUR20 * 1 3/12/2013
MSCI South Africa Net TR USD Index Futures MSA USD2,800 USD35 * 1 3/12/2013
Russell Europe SMID 300 NR Index Future SMD EUR800 EUR80 * 1 10/1/2012
Topix Index Futures TPI JPY510,000 JPY35,000 * 1 3/12/2013
Note:* Options are not available on these Contracts
ATTACHMENT F
INTER-CONTRACT SPREAD CREDITS/CHARGES FOR INDEX FUTURES AND OPTIONS
Priority Contract/Spread Delta Ratio Date Effective
1 FTSE 100 Options : FTSE 100 Futures UKX - Z 1:1 2 - GBP100 3/30/1998
2 FTSEurofirst 80 Options : FTSEurofirst 80 Futures EFE - EFE 1:1 2 - EUR100 6/23/2003
3 FTSEurofirst 100 Options : FTSEurofirst 100 Futures EFP - EFP 1:1 2 - EUR100 6/23/2003
4 CAC 40 Options : CAC 40 Futures CCI - CCI 1:1 2 - EUR100 10/24/2005
5 AEX Options : AEX Futures AXI - AXI 1:1 2 - EUR100 10/24/2005
6 BEL 20 Options : BEL20 Futures BLI - BLI 1:1 2 - EUR100 10/24/2005
7 FTSE 250 Options : FTSE 250 Futures Y - Y 1:1 2 - EUR100 7/7/2008
8 PSI 20 Options : PSI 20 Futures PSX - PSX 1:1 2 - EUR100 7/7/2008
9 MSCI Europe Index Future (MCJ) : MSCI Europe Ex UK Index Futures (MKE) MCJ - MKE 1:1 1 85 - 10/10/2012
10 MSCI AC Far East ex Japan Index Future (MCA) : MSCI All Countries Asia Ex Japan (MCR) MCA - MCR 1:1 1 85 - 2/24/2012
11 MSCI EM Asia Index Future (MCB) : MSCI Emerging Markets (EM) Index Future (MCQ) MCB - MCQ 1:1 1 85 - 7/5/2012
12 FTSEurofirst 100 Portfolio (EFP) : FTSEurofirst 80 Portfolio (EFE) EFP - EFE 1:1 1 85 - 7/5/2012
13 MSCI AC Asia Pacific Ex Japan Futures (MAK) : MSCI Pacific ex Japan Index Futures (MPJ) MAK - MPJ 1:1 1 85 - 10/10/2012
14 MSCI World Index Future (MCN) : MSCI Europe Index Future (MCJ) MCN - MCJ 1:1 1 80 - 3/12/2013
15 FTSE 100 Portfolio (Z, UKX) : FTSE Eurotop 100 (Q) Z - Q 2:1 1 80 - 3/12/2013
16 FTSE100 Dividend Index Future RDSA Withholding : FTSE 100 Declared Dividend Index Future XZ - YZ 1:1 1 80 - 3/12/2013
17 MSCI Emerging Markets (EM) Index Future (MCQ) : MSCI Emerging Markets Net TR EUR Index Future (MSM) MCQ - MSM 1:1 1 75 - 3/12/2013
18 MSCI World Index Future (MCN) : MSCI World Net Total Return EUR Index Future (MLW) MCN - MLW 1:2 1 75 - 3/12/2013
19 MSCI BRIC Index Future (MCC) : MSCI Europe Index Future (MCJ) MCC - MCJ 1:1 1 75 - 4/23/2012
20 MSCI BRIC Index Future (MCC) : MSCI World Index Future (MCN) MCC - MCN 1:1 1 75 - 10/10/2012
21 FTSEurofirst 80 Portfolio (EFE) : FTSE Eurotop 100 (Q) EFE - Q 2:1 1 75 - 10/10/2012
22 MCN - MKO 5:3 1 75 - 2/12/2013
23 FTSE 100 Portfolio (Z, UKX) : FTSE Mid 250 (Y) Z - Y 1:1 1 75 - 3/12/2013
24 CAC 40 Portfolio (CCI) : BEL 20 Portfolio (BLI) CCI - BLI 1:1 1 70 - 10/10/2012
25 FTSEurofirst 80 Portfolio (EFE) : CAC 40 Portfolio (CCI) EFE - CCI 1:1 1 70 - 1/17/2012
26 FTSE 100 Portfolio (Z, UKX) : BEL 20 Portfolio (BLI) Z - BLI 1:1 1 70 - 7/5/2012
27 FTSEurofirst 100 Portfolio (EFP) : CAC 40 Portfolio (CCI) EFP - CCI 1:1 1 70 - 10/10/2012
28 MSCI Emerging Markets (EM) Index Future (MCQ) : MSCI India Index Futures (MII) MCQ - MII 1:1 1 70 - 10/10/2012
29 FTSEurofirst 80 Portfolio (EFE) : FTSE 100 Portfolio (Z, UKX) EFE - Z 1:1 1 70 - 10/10/2012
30 FTSEurofirst 100 Portfolio (EFP) : FTSE Eurotop 100 (Q) EFP - Q 2:1 1 70 - 10/10/2012
31 MSCI World (MCN) - MSCI KOKUSAI (MCK) MCN - MCK 1:1 1 70 - 2/12/2013
32 MSCI World (MCN) - MSCI USA (MCV) MCN - MCV 1:1 1 70 - 2/12/2013
33 MCN - MWN 1:3 1 70 - 2/12/2013
34 MSCI Emerging Markets (MCQ) - MSCI BRIC (MCC) MCQ - MCC 4:3 1 70 - 2/12/2013
35 FTSEurofirst 100 Portfolio (EFP) : FTSE 100 Portfolio (Z, UKX) EFP - Z 1:1 1 65 - 10/10/2012
36 MSCI World (MCN) - MSCI Europe ex Switzerland (MSW) MCN - MSW 4:3 1 65 - 2/12/2013
37 MCN - MWG 1:2 1 65 - 2/12/2013
38 MSCI World (MCN) - MSCI World Industrials Net Total Return (MWI) MCN - MWI 1:2 1 65 - 2/12/2013
Contract Codes
Credit Method
% Credit (per leg)
Inter-Commodity
Charge
MSCI World (MCN) - MSCI KOKUSAI Gross Total Return (MKO)
MSCI World (MCN) - MSCI World Financials Net Total Return (MWN)
MSCI World (MCN) - MSCI World Consumer Discretionary Net Total Return (MWG)
ATTACHMENT G
LONDON SPAN PARAMETERS FOR EQUITIES (per share)Flexible Contracts
Standard Contracts SPAN ParametersAmerican Style European Style Futures
Contract Name Logical Code CurrencyHome Retail Group plc AA n/a AAO AAB AAV AAF AAK n/a n/a USD 0.94 0.01 40 10/26/2012Aberdeen Asset Management PLC AAM n/a n/a n/a n/a n/a ZZG n/a n/a GBP 0.16 0.01 40 1/21/2013Apple Inc AAP n/a LYQ LYJ LYX LYY LYZ n/a n/a USD 51.39 0.35 40 1/21/2013ASOS PLC AAZ n/a n/a n/a n/a AAG n/a n/a n/a GBP 3.04 0.03 n/a 1/21/2013Air Berlin AB0 n/a n/a n/a n/a AB5 AB6 n/a n/a EUR 0.22 0.01 n/a 8/6/2012ABB Ltd ABB ABU ABQ ABJ ABX ABY ABZ n/a n/a CHF 1.10 0.01 40 10/26/2012Abertis Infraestructuras SA ABE CYU CYQ CYJ CYX CYY CYZ n/a n/a EUR 0.76 0.01 40 1/21/2013Associated British Foods ABF ZBW ZBO ZBB ZBV ZBY n/a n/a ABR GBP 0.56 0.01 40 1/21/2013Abengoa SA ABG n/a n/a n/a n/a n/a WLD WLH n/a EUR 0.37 0.01 n/a 1/21/2013Abbott Laboratories ABT n/a OUT OUC OUN OUY OUZ n/a n/a USD 3.82 0.03 40 1/21/2013Credit Agricole SA ACA ACU ACQ ACJ ACX ACY ACZ CRA n/a EUR 0.57 0.01 40 10/26/2012Acciona SA ACC LJW LJO LJB LJV LJY LJZ n/a n/a EUR 6.05 0.05 40 1/21/2013ACEA SpA ACE n/a n/a LJB n/a CUD CUH n/a n/a EUR 0.45 0.01 40 8/6/2012ACE Ltd ACL n/a OGT OGC OGN OGF OGK n/a n/a USD 3.45 0.03 40 10/26/2012Acanthe Developpement SA ACN n/a n/a n/a n/a UIF UIK n/a n/a EUR 0.09 0.01 n/a 10/26/2012Acerinox SA ACR QFU QFQ QFJ QFX QFY QFZ n/a n/a EUR 0.81 0.01 40 1/21/2013American Capital Ltd AD n/a ADO ADB ADV ADF ADK n/a n/a USD 0.63 0.01 40 1/21/2013Adecco SA ADC QVU QVQ QVJ QVX QVY QVZ n/a n/a CHF 3.90 0.03 40 10/26/2012Adva Optical Networking SE ADE n/a n/a n/a n/a ADA ADR n/a n/a EUR 0.69 0.01 n/a 4/2/2013Astaldi SpA ADI n/a n/a n/a n/a ZWF ZWK n/a n/a EUR 0.65 0.01 n/a 8/6/2012Admiral Group PLC ADM n/a n/a n/a n/a ADD n/a n/a ADG GBP 1.16 0.01 30 10/26/2012Aeroports de Paris ADP AD1 AD2 AD3 AD4 AID AIH n/a n/a EUR 3.54 0.03 40 2/5/2013Adidas-Salomon AG ADS FKU FKQ FKJ FKX FKY FKZ n/a n/a EUR 3.70 0.03 40 1/21/2013Aker ASA AE n/a n/a n/a n/a AED AEH n/a n/a NOK 14.50 0.1 n/a 10/26/2012A2A SpA AEM n/a ASO ASB ASV ASD ASH n/a n/a EUR 0.05 0.01 40 1/21/2013American Electric Power Co Inc AEP n/a n/a n/a n/a AQG AQP n/a n/a USD 1.62 0.02 n/a 10/26/2012BAE Systems plc AER BAU BAQ BAJ BAX BAD n/a n/a AER GBP 0.26 0.01 30 1/21/2013AGFA-Gevaert NV AGE QJU QJQ QJJ QJX QJY QJZ n/a n/a EUR 0.20 0.01 40 1/21/2013Altria Group Inc AGI n/a JLQ JLJ JLX JLY JLZ n/a n/a USD 1.75 0.02 40 1/21/2013Aggreko AGK n/a n/a n/a n/a AGU n/a n/a n/a GBP 1.78 0.02 n/a 1/21/2013Agnico-Eagle Mines Ltd AGM n/a n/a n/a n/a AG8 AG9 n/a n/a USD 4.64 0.04 n/a 1/21/2013Aggreko AGN AFU AFQ AFJ AFX AFY AFZ n/a n/a EUR 0.42 0.01 40 8/6/2012Agrium Inc AGR n/a n/a n/a n/a AG6 AG7 n/a n/a USD 8.11 0.06 n/a 1/21/2013Aegis Group AGS n/a n/a n/a n/a AGV n/a n/a n/a GBP 0.10 0.01 n/a 8/6/2012Anglo American plc AHA AHW AHO AHB AHV AHD n/a n/a AHA GBP 2.01 0.02 30 1/21/2013Koninklijke Ahold NV AHL AHU AHQ AHJ AHX AHY AHZ AHL n/a EUR 0.57 0.01 40 8/6/2012Air Liquide AI AIU AIQ AIJ AIX AIY AIZ ALN n/a EUR 5.90 0.04 40 1/21/2013Air France-KLM AIF AQW AQO AQB AQV AQD AQH n/a n/a EUR 0.78 0.01 40 1/21/2013American Internation Group Inc AIG n/a JGQ JGJ JGX JGY JGZ n/a n/a USD 2.60 0.02 40 1/21/2013Huntington Bancshares Inc AJ n/a AJT AJC AJN AJF AJK n/a n/a USD 0.44 0.01 40 1/21/2013Arkema AKE AKW AKO AKR AKI AUD AUH n/a n/a EUR 5.99 0.04 40 1/21/2013Akzo Nobel NV AKZ AKU AKQ AKJ AKX AKY AKH AKZ n/a EUR 3.17 0.03 40 10/26/2012Allergan INC AL n/a DGT DGC DGN DGF DGK n/a n/a USD 3.72 0.03 40 1/21/2013Corp Financiera Alba ALB n/a n/a n/a n/a DHD DHH n/a n/a EUR 2.34 0.02 n/a 1/21/2013Alten ALE n/a n/a n/a n/a ALA ALR n/a n/a EUR 2.00 0.02 n/a 1/21/2013Alfa Laval AB ALF AJW AJO AJB AJV AJD AJH n/a n/a SEK 9.99 0.07 40 10/26/2012Alliance Oil Company Ltd ALI n/a n/a n/a n/a AOY AOZ n/a n/a SEK 5.20 0.04 n/a 1/21/2013Laboratorios Almirall SA ALM n/a n/a n/a n/a n/a ALD ALH n/a EUR 0.55 0.01 n/a 1/21/2013Alstom ALS ZWU ZWQ ZWJ ZWX ZWY ZWZ ALT n/a EUR 2.00 0.02 40 1/21/2013Allianz AG ALV ALU ALQ ALJ ALX ALY ALZ n/a n/a EUR 6.69 0.05 40 10/26/2012AMG NV AM XBM XBT XBC XBN XBF XBK n/a n/a EUR 0.70 0.01 40 1/21/2013
Cash Settled
Physical Settled
Cash Settled
Physical Settled
Cash Settled
Physical Settled
Future Code
Equity Option
Scanning Range (per
share)
Intermonth Spread Charge
(per share)Volatility Charge
Effective Date
ATTACHMENT G
LONDON SPAN PARAMETERS FOR EQUITIES (per share)Flexible Contracts
Standard Contracts SPAN ParametersAmerican Style European Style Futures
Contract Name Logical Code CurrencyCash
SettledPhysical Settled
Cash Settled
Physical Settled
Cash Settled
Physical Settled
Future Code
Equity Option
Scanning Range (per
share)
Intermonth Spread Charge
(per share)Volatility Charge
Effective Date
Anadarko Petroleum Corp AMA n/a n/a n/a n/a AMD AMH n/a n/a USD 4.38 0.03 n/a 1/21/2013Amec AME n/a n/a n/a n/a AMT n/a n/a n/a GBP 0.67 0.01 n/a 1/21/2013Ameriprise Financial Inc AMF n/a n/a n/a n/a RUG RUP n/a n/a USD 4.22 0.03 n/a 1/21/2013Amgen AMG n/a JVT JVC JVN JVY JVZ n/a n/a USD 5.10 0.04 40 10/26/2012Amlin AML n/a n/a n/a n/a AMU n/a n/a n/a GBP 0.18 0.01 n/a 1/21/2013Ameren Corp AMM n/a n/a n/a n/a MGF MGK n/a n/a USD 1.28 0.01 n/a 1/21/2013Amplifon SpA AMP n/a n/a n/a n/a MVF MVK n/a n/a EUR 0.22 0.01 n/a 1/21/2013Amadeus IT Holding SA AMS n/a n/a n/a n/a AM5 AM6 n/a n/a EUR 1.25 0.01 n/a 1/21/2013Amazon.Com Inc AMZ n/a TTO TTB TTV TTD TTH n/a n/a USD 20.00 0.14 40 1/21/2013Gannett Co Inc AN n/a ANO ANC ANN ANF ANK n/a n/a USD 1.25 0.01 40 1/21/2013Andritz AG AND n/a n/a n/a n/a LQY LQZ n/a n/a EUR 2.71 0.02 n/a 1/21/2013AON Corp ANP n/a n/a n/a n/a ZAF ZAK n/a n/a USD 2.72 0.02 n/a 10/26/2012Ansaldo STS SpA ANS n/a n/a n/a n/a STY STZ n/a n/a EUR 0.51 0.01 n/a 1/21/2013Antofagasta ANT KFU KFQ KFJ KFX KFY n/a n/a ATT GBP 1.00 0.01 40 1/21/2013Time Warner AOL n/a n/a n/a n/a ZTY ZTZ n/a n/a USD 1.92 0.02 n/a 1/21/2013Accor SA AOO AAW AAT AAC AAN ACF ACK AC n/a EUR 1.69 0.02 40 1/21/2013Atlas Copco AB-B AP n/a n/a n/a n/a APD APH n/a n/a SEK 8.70 0.06 n/a 1/21/2013Air Products & Chemicals Inc APM n/a n/a n/a n/a ASG ADH n/a n/a USD 5.13 0.04 n/a 1/21/2013Aperam APZ APE APA APR API AHG AHP n/a n/a EUR 1.27 0.01 n/a 1/21/2013Leggett & Platt Inc AQ n/a AQT AQC AQN AQF AQK n/a n/a USD 1.74 0.02 40 1/21/2013Aareal Bank AG AR AR1 AR2 AR3 AR4 ARD ARH n/a n/a EUR 1.22 0.01 40 1/21/2013Aurubis AG ARB n/a n/a n/a n/a ARV ART n/a n/a EUR 2.34 0.02 n/a 1/21/2013Arcadis N.V ARC WEW WEO WEB WEV WEF WEK n/a n/a EUR 0.99 0.01 40 1/21/2013ARM Holdings ARM MWU MWQ MWJ MWX MWY n/a n/a ARM GBP 0.65 0.01 40 1/21/2013M&T Bank Corp AS n/a AST ASC ASN ASF ASK n/a n/a USD 5.61 0.04 40 1/21/2013ASML Holding NV ASL FDU FDQ FDJ FDX FDY FDZ ASL n/a EUR 3.88 0.03 40 1/21/2013Aspen Insurance Holdings Ltd ASP n/a n/a n/a n/a OHF OHK n/a n/a USD 1.51 0.02 n/a 1/21/2013Assa Abloy AB ASS LRU LRQ LRJ LRX LRY LRZ n/a n/a SEK 11.66 0.08 40 1/21/2013Ashmore Group Plc ASU n/a n/a n/a n/a ASQ n/a n/a n/a GBP 0.19 0.01 n/a 1/21/2013Altri SGPS AT n/a n/a n/a n/a ATD ATH n/a n/a EUR 0.11 0.01 n/a 8/6/2012Atos AT0 ACW ACO ACB ACV ACD ACH n/a n/a EUR 3.38 0.03 40 1/21/2013Atlas Copco AB A shares ATA ATU ATQ ATJ ATX ATY ATZ n/a n/a SEK 10.71 0.08 40 1/21/2013American Tower Corp ATC n/a n/a n/a n/a ACG ACP n/a n/a USD 3.48 0.03 n/a 1/21/2013Autogrill SPA ATG n/a n/a n/a n/a QID QIH n/a n/a EUR 0.61 0.01 n/a 1/21/2013Actelion Ltd ATL YKU YKQ YKJ YKX YKY YKZ n/a n/a CHF 3.00 0.02 40 1/21/2013AO Tatneft ATO TFM TFT TFC TFN AAD AAH n/a n/a USD 4.22 0.03 n/a 1/21/2013Atlantic SpA ATS n/a AUQ AUJ AUX AUY AUZ AUT n/a EUR 1.17 0.01 40 10/26/2012Aurico Gold Inc AUL n/a n/a n/a n/a AUP AUU n/a n/a USD 1.10 0.01 n/a 1/21/2013Ackermans & Van Haaren AVH n/a n/a n/a n/a AGY AGZ n/a n/a EUR 3.25 0.03 n/a 1/21/2013Eastman Chemical Co AW n/a AWT AWC AWN AWF AWK n/a n/a USD 5.87 0.04 40 1/21/2013International Consolidated Airlines Group SA AWS BYU BYQ BYJ BYX BYY n/a n/a AWS GBP 0.15 0.01 40 8/6/2012Aker Solutions ASA AX n/a n/a n/a n/a AXD AXH n/a n/a NOK 8.00 0.06 n/a 1/21/2013AXA SA AXA CJU CJQ CJJ CJX CJY CJZ AXQ n/a EUR 1.07 0.01 40 10/26/2012Axel Springer AG AXE n/a n/a n/a n/a OMD OMH n/a n/a EUR 2.05 0.02 n/a 1/21/2013Aixtron SE AXT n/a n/a n/a n/a ANY ANZ n/a n/a EUR 1.25 0.01 n/a 1/21/2013Subsea 7 SA AY n/a n/a n/a n/a GYD GYH n/a n/a NOK 9.94 0.07 n/a 1/21/2013Azimut Holding SpA AZ n/a n/a n/a n/a AZD AZH n/a n/a EUR 0.87 0.01 n/a 1/21/2013AstraZeneca plc AZA AZU AZQ AZJ AZX AZY n/a n/a AZA GBP 1.24 0.01 30 10/26/2012AZ Electronic materials AZM n/a n/a n/a n/a AZE n/a n/a n/a GBP 0.35 0.01 n/a 11/22/2012Julius Baer Gruppe BAB BA1 BA2 BA3 BA4 BA5 BA6 n/a n/a CHF 2.10 0.02 n/a 1/21/2013Bauer AG BAE n/a n/a n/a n/a WLF WLK n/a n/a EUR 1.50 0.01 n/a 1/21/2013
ATTACHMENT G
LONDON SPAN PARAMETERS FOR EQUITIES (per share)Flexible Contracts
Standard Contracts SPAN ParametersAmerican Style European Style Futures
Contract Name Logical Code CurrencyCash
SettledPhysical Settled
Cash Settled
Physical Settled
Cash Settled
Physical Settled
Future Code
Equity Option
Scanning Range (per
share)
Intermonth Spread Charge
(per share)Volatility Charge
Effective Date
Bank of Ireland BAN n/a n/a n/a n/a BRD n/a n/a n/a EUR 0.05 0.01 n/a 8/6/2012BASF AG BAS BJU BJQ BJJ BJX BJY BJZ n/a n/a EUR 4.39 0.03 40 10/26/2012Banco de Valencia SA BAV n/a n/a n/a n/a BVD BVH n/a n/a EUR 0.37 0.01 n/a 10/26/2012Societe BIC SA BB BB5 BB6 BB7 BB8 NDF NDK n/a n/a EUR 4.94 0.04 40 2/5/2013Barry Callebaut AG BBB n/a n/a n/a n/a BA7 BA8 n/a n/a CHF 57.20 0.39 n/a 10/26/2012Barclays plc BBL BBU BBQ BBJ BBX BBD n/a n/a BBL GBP 0.27 0.01 30 10/26/2012Banco BPI SA BBP n/a n/a n/a n/a YXY YXZ n/a n/a EUR 0.08 0.01 40 8/6/2012Baywa-Bayerische Warenvermit BBW n/a n/a n/a n/a BAF BAK n/a n/a EUR 2.11 0.02 n/a 1/21/2013Balfour Beatty BBY n/a n/a n/a n/a BBE n/a n/a n/a GBP 0.21 0.01 n/a 10/26/2012BRE Bank SA BC n/a n/a n/a n/a BCD n/a n/a n/a PLN 18.57 0.13 n/a 1/21/2013Broadcom Corp BCC n/a n/a n/a n/a BOG BOP n/a n/a USD 2.70 0.02 n/a 1/21/2013BCE Inc BCE n/a n/a n/a n/a BCH BCW n/a n/a USD 1.91 0.02 n/a 10/26/2012Barratt Developments BDE BD1 BD2 BD3 BD4 BDW n/a n/a BDV GBP 0.16 0.01 40 11/13/2012Beiersdorf AG BDF DLU DLQ DLJ DLX DLY DLZ n/a n/a EUR 3.50 0.03 40 1/21/2013Befimmo S.C.A. BEF n/a n/a n/a n/a BMF BMK n/a n/a EUR 1.90 0.02 n/a 1/21/2013Bekaert SA NV BEK VWM VWT VWC VWM VWY VWZ n/a n/a EUR 2.25 0.02 n/a 1/21/2013Beni Stabili SpA BEN n/a n/a n/a n/a AYD AYH n/a n/a EUR 0.04 0.01 n/a 1/21/2013Banco Espirito Santo SA BES n/a n/a n/a n/a YBY YBZ n/a n/a EUR 0.16 0.01 40 8/6/2012BG Group plc BGG BGU BGQ BGJ BGX GEY n/a n/a BGG GBP 0.94 0.01 30 10/26/2012Booker Group BGP n/a n/a n/a n/a BKG n/a n/a n/a GBP 0.08 0.01 n/a 1/21/2013Bank BPH BH n/a n/a n/a n/a BHD n/a n/a n/a PLN 4.76 0.04 n/a 1/21/2013Brunel International NV BI BUW BUO BUB BUV BUG BUP n/a n/a EUR 1.94 0.02 40 1/21/2013Babcock International Group BIG n/a n/a n/a n/a BDG n/a n/a n/a GBP 0.40 0.01 n/a 1/21/2013Biogen Idec Inc BII n/a JIT JIC JIN JIY JIZ n/a n/a USD 7.72 0.06 40 1/21/2013Intesa Sanpaolo SpA BIN n/a BIQ BIJ BIX BIY BIZ n/a n/a EUR 0.13 0.01 40 1/21/2013Biomerieux BIO n/a n/a n/a n/a IOF IOK n/a n/a EUR 4.12 0.03 40 1/21/2013Boston Properties Inc BJ n/a n/a BJC n/a BJF n/a n/a n/a USD 3.61 0.03 40 1/21/2013Bankia SA BKI n/a n/a n/a n/a BNG BKP n/a n/a EUR 0.23 0.01 n/a 2/12/2013Berkeley Group Holdings BKL n/a n/a n/a n/a BKE n/a n/a n/a GBP 0.73 0.01 n/a 8/6/2012Bankinter SA BKT UZU UZQ UZJ UZX UZY UZZ n/a n/a EUR 0.21 0.01 40 4/4/2013Boliden AB BL BLW BLO BLB BLV BLD BLH n/a n/a SEK 7.75 0.06 40 1/21/2013Balda AG BLA n/a n/a n/a n/a n/a BLL n/a n/a EUR 1.30 0.01 n/a 10/26/2012Belgacom SA BLG BEU BEQ BEJ BEX BEY BEZ n/a n/a EUR 1.21 0.01 40 1/21/2013British Land Co BLN XBW XBO XBB XBV XBY n/a n/a BLC GBP 0.26 0.01 40 8/6/2012BHP Billiton plc BLT BHU BHQ BHJ BHX BHY n/a n/a BLT GBP 1.52 0.02 30 1/21/2013Bolsas y Mercados Espanoles BME BXW BXG BXB BXV BXD BXH n/a n/a EUR 1.45 0.01 40 1/21/2013Koninklijke BAM Groep NV BMG KPW KPC KPB KPV KPD KPH n/a n/a EUR 0.22 0.01 40 1/21/2013BMW AG - PFD BMM n/a n/a n/a n/a EWD EWH n/a n/a EUR 2.19 0.02 n/a 1/21/2013Bayerische Motoren Werke AG BMW BMU BMQ BMJ BMX BMD BMZ n/a n/a EUR 4.34 0.03 40 1/21/2013Danone BN BKU BKQ BKJ BKX BKY BKZ DAO n/a EUR 3.10 0.03 40 1/21/2013BNP Paribas BNP BNU BNQ BNJ BNX BNY BNH BNR n/a EUR 3.03 0.03 40 1/21/2013Bank of Nova Scotia BNS n/a n/a n/a n/a BN8 BN9 n/a n/a USD 1.56 0.02 n/a 1/21/2013Beneteau BNT n/a n/a n/a n/a BLF BLK n/a n/a EUR 0.64 0.01 n/a 1/21/2013Brenntag AG BNW BN4 BN5 BN6 BEA BNB BNV n/a n/a EUR 6.10 0.05 40 2/5/2012Bunzl BNZ n/a n/a n/a n/a BNM n/a n/a n/a GBP 0.53 0.01 n/a 1/21/2013Bank of Ireland BO n/a n/a n/a n/a BKD n/a n/a n/a EUR 0.05 0.01 n/a 8/6/2012Bank of America Corp BOA n/a KDQ KDJ KDX KDY KDZ n/a n/a USD 0.76 0.01 40 1/21/2013Boeing Co BOE n/a n/a n/a n/a LVY LVZ n/a n/a USD 3.45 0.03 n/a 1/21/2013Bank of Montreal BOM n/a n/a n/a n/a BO8 BO9 n/a n/a USD 1.89 0.02 n/a 1/21/2013Boskalis Wesminster BOS UBW UBO UBB UBV UBD UBH BOI n/a EUR 1.85 0.02 40 2/22/2013BP plc BP BPU BPQ BPJ BPX BPY n/a n/a BP GBP 0.26 0.01 30 8/6/2012
ATTACHMENT G
LONDON SPAN PARAMETERS FOR EQUITIES (per share)Flexible Contracts
Standard Contracts SPAN ParametersAmerican Style European Style Futures
Contract Name Logical Code CurrencyCash
SettledPhysical Settled
Cash Settled
Physical Settled
Cash Settled
Physical Settled
Future Code
Equity Option
Scanning Range (per
share)
Intermonth Spread Charge
(per share)Volatility Charge
Effective Date
Banca Popolare dell Emilia Romagna BPE n/a n/a n/a n/a BWG BWP n/a n/a EUR 0.55 0.01 n/a 1/21/2013Unione Di Banche Italiane Scrl BPL n/a FRQ FRJ FRX FRY FRZ n/a n/a EUR 0.26 0.01 40 1/21/2013BPM - Banca Popolare di Milano SCaRL BPM n/a UWQ UWJ UWX UWY UWZ n/a n/a EUR 0.15 0.01 40 1/21/2013Banca Monte dei Paschi Siena BPS n/a EVQ EVJ EVX EVY EVZ n/a n/a EUR 0.05 0.01 40 1/21/2013Banco Popolare Scrl BPV n/a FHQ FHJ FHX FHY FHZ BPV n/a EUR 0.11 0.01 40 1/21/2013Windstream Corp BQ n/a BQT BQC BQN BQF BQK n/a n/a USD 0.67 0.01 40 1/21/2013Host Hotels & Resorts Inc BR n/a BRO BRC BRN BRF BRK n/a n/a USD 0.92 0.01 40 1/21/2013Burberry Group BRB BRU BRA BRR BRH BDK n/a BRB BRW GBP 2.18 0.02 30 1/21/2013Barrick Gold Corp BRG n/a WKO WKB WKV WKD WKH n/a n/a USD 3.43 0.03 40 1/21/2013Brembo SpA BRM n/a n/a n/a n/a BOF BOK n/a n/a EUR 0.60 0.01 n/a 1/21/2013Brookfield Asset Management BRP n/a n/a n/a n/a BR8 BR9 n/a n/a USD 1.95 0.02 n/a 10/26/2012Brisa SA BRS n/a n/a n/a n/a YZY YZZ n/a n/a EUR 0.32 0.01 40 10/26/2012Invensys BRT IQU IQQ IQJ IVX IQY n/a n/a BRT GBP 0.56 0.01 30 1/21/2013Britvic Plc BRV n/a n/a n/a n/a BAG n/a n/a n/a GBP 0.40 0.01 n/a 1/21/2013Best Buy Co Inc BSB n/a n/a n/a n/a BYG BYP n/a n/a USD 2.08 0.02 n/a 1/21/2013Berkshire Hathaway Inc BSH n/a n/a n/a n/a BHG BHH n/a n/a USD 2.84 0.02 n/a 12/4/2012British Sky Broadcasting plc BSK BSU BSQ BSJ BSX BSD n/a n/a BSK GBP 0.46 0.01 30 1/21/2013BB&T Corp BTA n/a ZWT ZWC ZWN BTD BTH n/a n/a USD 1.82 0.02 40 10/26/2012BT Group plc BTG BTU BTQ BTJ BTX BTY n/a n/a BTG GBP 0.16 0.01 30 1/21/2013Banco Espanol de Credito SA BTO n/a n/a n/a n/a UKY UKZ n/a n/a EUR 0.37 0.01 n/a 1/21/2013Masco Corp BV n/a BVT BVC BVN BVF BVK n/a n/a USD 1.76 0.02 40 1/21/2013Banco Bilbao Vizcaya Argent BVA BDU BDQ BDJ BDX BDY BDZ n/a n/a EUR 0.79 0.01 40 10/26/2012Bureau Veritas SA BVI n/a n/a n/a n/a UGF UGK n/a n/a EUR 2.28 0.02 n/a 1/21/2013Bovis Homes Group BVS n/a n/a n/a n/a BVO n/a n/a n/a GBP 0.31 0.01 n/a 1/21/2013Bellway BWY n/a n/a n/a n/a BWA n/a n/a n/a GBP 0.51 0.01 n/a 1/21/2013Bayer AG BYR BQU BQQ BQJ BQX BQY BQZ n/a n/a EUR 5.00 0.04 40 2/12/2013Bellzone BZM n/a n/a n/a n/a BZW n/a n/a n/a GBP 0.04 0.01 n/a 1/21/2013Buzzi Unicem SPA RSP BZU n/a n/a n/a n/a BZD BZH n/a n/a EUR 0.27 0.01 40 1/21/2013Buzzi Unicem SPA BZZ n/a n/a n/a n/a n/a QKH n/a n/a EUR 0.66 0.01 n/a 1/21/2013Carrefour SA CA CMU CMQ CMJ CMX CMY CMZ CAM n/a EUR 1.48 0.01 40 10/26/2012Coach Inc CAI n/a n/a n/a n/a CQG CQP n/a n/a USD 7.50 0.05 n/a 1/21/2013Société d’Edition de Canal Plus CAN n/a n/a n/a n/a CBF n/a n/a n/a EUR 0.20 0.01 n/a 1/21/2013Castellum AB CAS n/a n/a n/a n/a CND CNH n/a n/a SEK 3.46 0.03 n/a 1/21/2013Close Brothers Group CBG n/a n/a n/a n/a CBW n/a CBG n/a GBP 0.34 0.01 n/a 1/21/2013Canadian Imperial Bank of Commerce CBI n/a n/a n/a n/a CI8 CI9 n/a n/a USD 2.01 0.02 n/a 1/21/2013Commerzbank AG CBK CBU CBQ CBJ CBX CBY CBZ n/a n/a EUR 0.18 0.01 40 1/21/2013Coca Cola Enterprises CCE n/a n/a n/a n/a CTY CCZ n/a n/a USD 1.34 0.01 n/a 1/21/2013Cable & Wireless Communications CCT CCW CCQ CCB CCV CCF n/a CCT n/a GBP 0.04 0.01 30 8/6/2012Citigroup Inc CCX n/a KNQ KNJ KNX KNY KNZ n/a n/a USD 2.20 0.02 40 1/21/2013Progressive Corp / The CD n/a CDT CDC CDN CDF CDK n/a n/a USD 1.02 0.01 40 1/21/2013Cofide SpA CDE n/a n/a n/a n/a MWF MWK n/a n/a EUR 0.06 0.01 n/a 1/21/2013Christian Dior SA CDI CDU CDQ CDJ CDX CDY CDZ n/a n/a EUR 6.66 0.05 40 1/21/2013OJSC Cherkizovo Group CE n/a n/a n/a n/a CED CEH n/a n/a USD 1.27 0.01 n/a 10/26/2012Cementir Holding SpA CEM n/a n/a n/a n/a UAF UAK n/a n/a EUR 0.11 0.01 n/a 1/21/2013Cenovus Energy Inc CEN n/a n/a n/a n/a CE8 CE9 n/a n/a USD 1.94 0.02 n/a 1/21/2013Cofina SGPS CF n/a n/a n/a n/a COD COH n/a n/a EUR 0.22 0.01 n/a 10/26/2012CFAO CFA n/a n/a n/a n/a COY COZ n/a n/a EUR 2.06 0.02 n/a 10/26/2012ConAgra Foods Inc CG n/a CGO CGB CAV CGF CGK n/a n/a USD 1.58 0.02 40 1/21/2013Cargotec Corporation CGC n/a n/a n/a n/a CJD CJH n/a n/a EUR 2.17 0.02 n/a 1/21/2013Alcatel SA CGE CGU CGQ CGJ CGX CGY CGZ ALC n/a EUR 0.21 0.01 40 10/26/2012Catlin Group Ltd CGL n/a n/a n/a n/a CAF n/a n/a n/a GBP 0.17 0.01 n/a 1/21/2013
ATTACHMENT G
LONDON SPAN PARAMETERS FOR EQUITIES (per share)Flexible Contracts
Standard Contracts SPAN ParametersAmerican Style European Style Futures
Contract Name Logical Code CurrencyCash
SettledPhysical Settled
Cash Settled
Physical Settled
Cash Settled
Physical Settled
Future Code
Equity Option
Scanning Range (per
share)
Intermonth Spread Charge
(per share)Volatility Charge
Effective Date
Cie Generale de Geophysique-Veritas CGV n/a n/a n/a n/a DBD DBH n/a n/a EUR 1.80 0.02 n/a 1/21/2013Clorox Co CH n/a CHO CHC CHN CHF CLK n/a n/a USD 2.23 0.02 40 1/21/2013Chesapeake Energy Corp CHK n/a RUO RUB RUV RUD RUH n/a n/a USD 2.56 0.02 40 1/21/2013CHR HANSEN HOLDING A/S CHR n/a n/a n/a n/a CHL CHA n/a n/a DKK 13.00 0.09 n/a 11/22/2012Cintra Concesiones de Infraestructuras de Transporte SA CIN JCW JCO JCB JCV JCY JCZ n/a n/a EUR 0.82 0.01 40 1/21/2013Corio NV CIO CDW CDO CDV CDB CDD CDH COR n/a EUR 1.80 0.02 40 2/22/2013CIR SpA CIR n/a n/a n/a n/a GMD GMH n/a n/a EUR 0.12 0.01 n/a 1/21/2013Cineworld CIW n/a n/a n/a n/a DDG n/a n/a n/a GBP 0.12 0.01 n/a 1/21/2013Rovese SA CK n/a n/a n/a n/a CKD n/a n/a n/a PLN 0.88 0.01 n/a 2/12/2013Cookson Group CKG n/a n/a n/a n/a CKI n/a CKG n/a GBP 0.57 0.01 n/a 1/21/2013Carlsberg A/S CLB n/a n/a n/a n/a CLD CLH n/a n/a DKK 24.50 0.17 n/a 1/21/2013Carillion CLL n/a n/a n/a n/a CLO n/a n/a n/a GBP 0.18 0.01 n/a 1/21/2013Coloplast A/S CLP n/a n/a n/a n/a DFD DFH n/a n/a DKK 56.50 0.38 n/a 1/21/2013Celesio AG CLS CLU CLQ CLJ CLX CLY CLZ n/a n/a EUR 1.00 0.01 40 1/21/2013Ciments Francais SA CMA n/a n/a n/a n/a NEF NEK n/a n/a EUR 2.34 0.02 n/a 1/21/2013Comcast Corp CMC n/a n/a n/a n/a CDG CDP n/a n/a USD 1.57 0.02 n/a 1/21/2013Cummins Inc CMS n/a n/a n/a n/a CUG CUP n/a n/a USD 7.65 0.06 n/a 1/21/2013Cairn Energy CNE KEU KEQ KEJ KEX KEY n/a n/a CNG GBP 0.14 0.01 40 1/21/2013Cincinnati Financial Corp CNN n/a BHT BHC BHN BHF BHK n/a n/a USD 1.68 0.02 40 1/21/2013CNP Assurances CNP CNU CNQ CNJ CNX CNY CNZ n/a n/a EUR 0.71 0.01 40 1/21/2013Canadian Natural Resources CNR n/a n/a n/a n/a CNW CNO n/a n/a USD 2.41 0.02 n/a 1/21/2013Carnival Corp CNV n/a n/a n/a n/a CVG CVP n/a n/a USD 3.67 0.03 n/a 10/26/2012Casino Guichard Perrachon SA CO FBU FBQ FBJ FBX FBY FBZ n/a n/a EUR 4.40 0.03 40 1/21/2013Cobham COB n/a n/a n/a n/a COV n/a COB n/a GBP 0.16 0.01 n/a 1/21/2013Cofinimmo SA COF n/a n/a n/a n/a JEY JEZ n/a n/a EUR 4.20 0.03 n/a 1/21/2013Comerica Inc COM n/a AOT AOC AON AOF AOK n/a n/a USD 1.36 0.01 40 1/21/2013Continental AG CON DVU DVQ DVJ DVX DVY DVZ n/a n/a EUR 6.04 0.05 40 1/21/2013ConocoPhillips COP n/a n/a n/a n/a NQY NQZ n/a n/a USD 2.20 0.02 n/a 1/21/2013C&C Group PLC CP n/a n/a n/a n/a CPD n/a n/a n/a EUR 0.20 0.01 n/a 1/21/2013Canadian Pacific Railway Ltd CPA n/a n/a n/a n/a CP8 CP9 n/a n/a USD 5.68 0.04 n/a 1/21/2013Compass Group plc CPG CPU CPQ CPJ CPX CPY n/a n/a CPG GBP 0.38 0.01 40 8/6/2012Capita Group plc CPI n/a n/a n/a n/a QKY n/a n/a n/a GBP 0.40 0.01 40 1/21/2013Cape PLC CPP n/a n/a n/a n/a CGG n/a n/a n/a GBP 0.41 0.01 n/a 1/21/2013CRH PLC CR CRW CRT CRB CRV CCD n/a n/a n/a EUR 0.92 0.01 40 1/21/2013CRH PLC (UK) CR0 CR6 CR2 CR3 CR4 CR5 n/a n/a CRM GBP 1.13 0.01 n/a 10/26/2012Croda International CRD n/a n/a n/a n/a CRZ n/a CRD n/a GBP 1.12 0.01 n/a 1/21/2013Credito Emiliano SpA CRE n/a n/a n/a n/a EJD EJH n/a n/a EUR 0.32 0.01 n/a 1/21/2013Banca Carige SpA CRG n/a n/a n/a n/a CBD CBH n/a n/a EUR 0.07 0.01 n/a 1/21/2013Criteria Caixacorp SA CRI CIE CIA CIG CII n/a ERD ERH n/a EUR 0.20 0.01 n/a 1/21/2013Mersen CRL n/a n/a n/a n/a UFF UFK n/a n/a EUR 2.00 0.02 n/a 1/21/2013CROCS Inc CRO n/a WXO WXB WXV WXD WXH n/a n/a USD 2.23 0.02 40 1/21/2013Charles Schwab Corp CSB n/a n/a n/a n/a CWC CWP n/a n/a USD 0.75 0.01 n/a 1/21/2013Cisco Systems CSC n/a ZLQ ZLJ ZLX ZLY ZLZ n/a n/a USD 1.26 0.01 40 1/21/2013Consolidated Edison Inc CSE n/a n/a n/a n/a CYG CYP n/a n/a USD 1.95 0.02 n/a 1/21/2013Credit Suisse Group CSG CHU CHQ CHJ CHX CHY CHZ n/a n/a CHF 1.30 0.01 40 1/21/2013CSM CSM DKW DKO DKB DKV DKD DKH n/a n/a EUR 1.40 0.01 40 1/21/2013Capital Shopping Centres Plc CSQ n/a n/a n/a n/a CSJ n/a n/a n/a GBP 0.16 0.01 n/a 1/21/2013Societa Cattolica di Assicurazioni SCRL CSS n/a n/a n/a n/a ZHD ZHH n/a n/a EUR 0.94 0.01 n/a 1/21/2013Tullet Prebon plc CST n/a n/a n/a n/a TPR n/a n/a n/a GBP 0.19 0.01 n/a 1/21/2013CSX Corp CSX n/a n/a n/a n/a CXG CXP n/a n/a USD 2.00 0.02 n/a 1/21/2013Central European Media CT n/a n/a n/a n/a CTD n/a n/a n/a CZK 18.18 0.13 n/a 1/21/2013
ATTACHMENT G
LONDON SPAN PARAMETERS FOR EQUITIES (per share)Flexible Contracts
Standard Contracts SPAN ParametersAmerican Style European Style Futures
Contract Name Logical Code CurrencyCash
SettledPhysical Settled
Cash Settled
Physical Settled
Cash Settled
Physical Settled
Future Code
Equity Option
Scanning Range (per
share)
Intermonth Spread Charge
(per share)Volatility Charge
Effective Date
Colt Group SA CTM n/a n/a n/a n/a TTY n/a n/a CTM GBP 0.09 0.01 30 1/21/2013Centrotherm Photovoltaics AG CTN n/a n/a n/a n/a CT5 CT6 n/a n/a EUR 0.60 0.01 n/a 1/21/2013Caterpillar Inc CTP n/a XDO XDB XDV ZKY ZKZ n/a n/a USD 5.00 0.04 40 1/21/2013Centrica plc CTR CRU CRQ CRJ CRX CRY n/a n/a CTR GBP 0.15 0.01 40 8/6/2012Cognizant Technology Solutions CTS n/a n/a n/a n/a CZP CZG n/a n/a USD 5.50 0.04 n/a 1/21/2013Aviva plc CUA AVU AVQ AVJ AVX AVY n/a n/a CUA GBP 0.28 0.01 40 8/6/2012Chevron Corp CVX n/a CVZ CVD CVH LDY LDZ n/a n/a USD 5.46 0.04 40 4/2/2013Costco Wholesale Corp CWA n/a n/a n/a n/a CWD CWH n/a n/a USD 6.56 0.05 n/a 1/21/2013Conwert Immobilien Invest SE CWI n/a n/a n/a n/a CW5 CW6 n/a n/a EUR 0.70 0.01 n/a 1/21/2013Cable & Wireless Worldwide CWT CWW CWO CWB CWV CTH n/a CWT n/a GBP 0.06 0.01 30 8/6/2012CBS Corp CXA n/a NNO NNB NNV CXD CXH n/a n/a USD 2.09 0.02 40 1/21/2013JSC Chelyabinsk Zinc Plant CZ n/a n/a n/a n/a CZD CZH n/a n/a USD 0.93 0.01 n/a 1/21/2013Carl Zeiss Meditec CZM n/a n/a n/a n/a ZEG ZEP n/a n/a EUR 1.47 0.01 n/a 1/21/2013Davide Campari - Milano DA n/a n/a n/a n/a DAD DAH n/a n/a EUR 0.38 0.01 n/a 1/21/2013Daimler AG DAI n/a n/a n/a n/a VYF VYK n/a n/a USD 7.07 0.05 n/a 10/26/2012Danske Bank A/S DAN OGU OGQ OGJ OGX OGY OGZ n/a n/a DKK 9.50 0.07 40 1/21/2013Deutsche Bank DB VZF VZK n/a n/a n/a n/a n/a n/a USD 3.60 0.03 n/a 1/21/2013Deutsche Bank AG DBK DBU DBQ DBJ DBX DBY DBZ n/a n/a EUR 3.80 0.03 40 12/4/2012Deutsche Boerse AG DBO FVU FVQ FVJ FVX FVY FVZ n/a n/a EUR 3.20 0.03 40 1/21/2013DCC PLC DC DCW DCA DCB DCV DPD n/a n/a n/a EUR 1.30 0.01 40 1/21/2013Dairy Crest Group DCG n/a n/a n/a n/a DCH n/a DCG n/a GBP 0.16 0.01 n/a 1/21/2013Discovery Communications Inc DCM n/a n/a n/a n/a DBG DBP n/a n/a USD 3.89 0.03 n/a 1/21/2013Daimler AG DCY DCU DCQ DCJ DCX DCD DCZ n/a n/a EUR 2.80 0.02 40 1/21/2013Du Pont DD n/a n/a n/a n/a DOY DOZ n/a n/a USD 2.84 0.02 n/a 1/21/2013Deutsche Euroshop AG DE DR1 DR2 DR3 DR4 DED DEH n/a DLE EUR 1.52 0.02 40 1/21/2013D.E Master Blenders 1753 N.V. DE0 DEV DEA DEE DEM DEW DET n/a n/a EUR 0.78 0.01 40 1/21/2013Debenhams PLC DEB n/a n/a n/a n/a DQD n/a n/a n/a GBP 0.09 0.01 n/a 1/21/2013JC Decaux SA DEC n/a n/a n/a n/a JAD JAH n/a n/a EUR 1.54 0.02 n/a 1/21/2013Delhaize Group DEL FQU FQQ FQJ FQX FQY FQZ n/a n/a EUR 2.40 0.02 40 1/21/2013Vinci SA DG DFU DFQ DFJ DFX DFY DFZ VIN n/a EUR 2.87 0.02 40 1/21/2013Dragon Oil Plc DGO n/a n/a n/a n/a DGD n/a n/a n/a EUR 0.61 0.01 n/a 1/21/2013Americansourcebergen Corp DH n/a DHT DHC DHN DHF DHK n/a n/a USD 1.50 0.01 40 1/21/2013Douglas Holding AG DHO n/a n/a n/a n/a DIY DIZ n/a n/a EUR 2.80 0.02 n/a 10/26/2012Danaher Corp DHR n/a n/a n/a n/a DNA DNZ n/a n/a USD 2.74 0.02 n/a 1/21/2013DIA SA DIA n/a n/a n/a n/a DIL DIS n/a n/a EUR 0.21 0.01 n/a 1/21/2013D'ieteren SA/NV DIE n/a n/a n/a n/a DIG DIP n/a n/a EUR 4.90 0.04 n/a 10/26/2012DIRECTV DIR n/a n/a n/a n/a DAG DAP n/a n/a USD 2.56 0.02 n/a 1/21/2013DSG International plc DIX DXU DXQ DXJ DXX DXY n/a n/a DIX GBP 0.04 0.01 30 1/21/2013CR Bard Inc DJ n/a DJT DJC DJN DJF DJK n/a n/a USD 3.69 0.03 40 1/21/2013Becton Dickinson & Co DL n/a DLT DLC DLN DLF DLK n/a n/a USD 3.11 0.03 40 1/21/2013Direct Line Group Plc DLG DL1 DL2 DL3 DL4 DLD n/a n/a DLE GBP 0.09 0.01 30 1/21/2013De'Longhi SpA DLI n/a n/a n/a n/a DNY DCP n/a n/a EUR 1.00 0.01 n/a 1/21/2013Dell Inc DLL n/a WSO WSB WSV WSD WSH n/a n/a USD 0.86 0.01 40 1/21/2013Delta Lloyd NV DLO XDM XDT XDC XDN XDF XDK n/a n/a EUR 0.85 0.01 40 1/21/2013Celgene Corp DM n/a DMT DMC DMN DMF DMK n/a n/a USD 4.32 0.03 40 1/21/2013Daily Mail & General Trust (A Shs) DMG n/a n/a n/a n/a DMM n/a DMG n/a GBP 0.39 0.01 n/a 1/21/2013Dominos Pizza DMP n/a n/a n/a n/a DGG n/a n/a n/a GBP 0.32 0.01 n/a 1/21/2013Det Norske Oljeselskap (DNO) ASA DN n/a n/a n/a n/a DND DNH n/a n/a NOK 1.50 0.01 n/a 1/21/2013DNB NOR ASA DNB DDU DDQ DDJ n/a DDY DDZ n/a n/a NOK 5.20 0.04 40 1/21/2013D/S Norden A/S DNO n/a n/a n/a n/a NYF NYK n/a n/a DKK 9.00 0.06 n/a 1/21/2013Cigna Corp DO n/a DOT DOC DON DOF DOK n/a n/a USD 2.73 0.02 40 1/21/2013
ATTACHMENT G
LONDON SPAN PARAMETERS FOR EQUITIES (per share)Flexible Contracts
Standard Contracts SPAN ParametersAmerican Style European Style Futures
Contract Name Logical Code CurrencyCash
SettledPhysical Settled
Cash Settled
Physical Settled
Cash Settled
Physical Settled
Future Code
Equity Option
Scanning Range (per
share)
Intermonth Spread Charge
(per share)Volatility Charge
Effective Date
Deutsche Postbank AG DPB FJU FJQ FJJ FJX FJY FJZ n/a n/a EUR 1.05 0.01 40 1/21/2013Diploma PLC DPM n/a n/a n/a n/a DEG n/a n/a n/a GBP 0.34 0.01 n/a 1/21/2013Deutsche Post AG DPW DPU DPQ DPJ DPX DPY DPZ n/a n/a EUR 0.93 0.01 40 10/26/2012Coventry Health Care Inc DQ n/a DQT DQC DQN DQF DQK n/a n/a USD 4.70 0.04 40 1/21/2013Drillisch AG DRL n/a n/a n/a n/a DRS DRI n/a n/a EUR 0.74 0.01 n/a 4/2/2013Drax Group plc DRX n/a n/a n/a n/a DQY n/a n/a n/a GBP 0.37 0.01 n/a 1/21/2013Davita Inc DS n/a DST DSC DSN DSF DSK n/a n/a USD 5.03 0.04 40 1/21/2013Koninklijke DSM NV DSM DSU DSQ DSJ DSX DSD DSZ DSI n/a EUR 2.52 0.02 40 2/22/2012DSV A/S DSV n/a n/a n/a n/a DRD DRH n/a n/a DKK 7.80 0.06 n/a 1/21/2013Quest Diagnostics DT n/a DTT DTG DTN DTF DTK n/a n/a USD 2.69 0.02 40 1/21/2013Dow Chemical Co/The DTA n/a n/a n/a n/a DTD DTH n/a n/a USD 2.31 0.02 n/a 1/21/2013DTE Energy Co DTC n/a APO APC APN APF APK n/a n/a USD 1.83 0.02 40 1/21/2013Deutsche Telekom AG DTE DTU DTQ DTJ DTX DTY DTZ n/a n/a EUR 0.53 0.01 40 1/21/2013Edwards Lifesciences Corp DU n/a DUT DUC DUN DUF DUK n/a n/a USD 10.80 0.08 40 1/21/2013Gilead Sciences Inc DV n/a DVT DVC DVN DVF DVK n/a n/a USD 3.84 0.03 40 1/21/2013Devon Energy Corp DVA n/a n/a n/a n/a DVD DVH n/a n/a USD 3.58 0.03 n/a 1/21/2013Deutsche Wohnen AG DWN n/a n/a n/a n/a DW5 DW6 n/a n/a EUR 0.95 0.01 n/a 1/21/2013Derwent London plc DWV n/a n/a n/a n/a DWU n/a DWV n/a GBP 0.73 0.01 n/a 1/21/2013Hologic Inc DX n/a DXV DXC DXM DXF DXK n/a n/a USD 1.30 0.01 40 1/21/2013Duke Energy Corp DXA n/a n/a n/a n/a DXD DXH n/a n/a USD 2.67 0.02 n/a 1/21/2013Hospira Inc DY n/a DYT DYC DYN DYF DYK n/a n/a USD 2.10 0.02 40 1/21/2013Halliburton Co DYA n/a DYO DYB DYV DYD DYH n/a n/a USD 2.19 0.02 40 1/21/2013Intuitive Surgical Inc DZ n/a DZT DZC DZN DZF DZK n/a n/a USD 43.52 0.3 40 10/26/2012Archer-Daniels-Midland Co DZA n/a n/a n/a n/a DZD DZH n/a n/a USD 1.56 0.02 n/a 1/21/2013DEUTZ AG DZZ n/a n/a n/a n/a DE5 DE6 n/a n/a EUR 0.32 0.01 n/a 1/21/2013Elan Corp PLC EA ELP ELA ELC ELN EAD n/a n/a n/a EUR 0.83 0.01 40 1/21/2013East Asiatic Company Ltd A/S EAA n/a n/a n/a n/a ODF ODK n/a n/a DKK 9.00 0.06 n/a 1/21/2013Laboratory Crp of Amer hldings EB n/a EBT EBC EBN EBF EBK n/a n/a USD 3.88 0.03 40 1/21/2013eBay Inc EBA n/a n/a n/a n/a EAG EAP n/a n/a USD 3.16 0.03 n/a 1/21/2013Erste Bank der Oesterreichischen Sparkas EBO EBU EBQ EBJ EBX EBY EBZ n/a n/a EUR 1.61 0.02 40 1/21/2013Mckesson Corp EC n/a ECT ECC ECN ECF ECK n/a n/a USD 4.03 0.03 40 1/21/2013Electrocomponents ECM n/a n/a n/a n/a ECW n/a ECM n/a GBP 0.16 0.01 n/a 1/21/2013European Aeronautic Defense and Space Co EDA EAU EAQ EAJ EAX EAY EAZ EAS n/a EUR 2.83 0.02 40 1/21/2013Électricité de France EDF DAU DAQ DAJ DAX DAY DAZ EDV n/a EUR 0.99 0.01 40 1/21/2013Edison SpA EDN n/a n/a n/a n/a NCF NCK n/a n/a EUR 0.04 0.01 n/a 8/6/2012Energias de Portugal SA EDP EDU EDQ EDJ EDX EDY EDZ n/a n/a EUR 0.15 0.01 40 1/21/2013EDP Renováveis SA EDR n/a n/a n/a n/a VID VIH n/a n/a EUR 0.36 0.01 40 1/21/2013Essilor International SA EF EFU EFQ EFJ EFX EFY EFZ ESQ n/a EUR 3.15 0.03 40 1/21/2013Ste DeLaTour Eiffel EFA n/a n/a n/a n/a EFR EFL n/a n/a EUR 4.95 0.04 n/a 10/26/2012Mota Engil SGPS EG n/a n/a n/a n/a EGD EGH n/a n/a EUR 0.11 0.01 n/a 8/6/2012Enel Green Power SpA EGR n/a n/a n/a n/a EGB EGP n/a n/a EUR 0.11 0.01 n/a 1/21/2013Mednax Inc EH n/a EHT EHB EHN EHF EHK n/a n/a USD 4.88 0.04 40 1/21/2013Egis PLC EI n/a n/a n/a n/a EID n/a n/a n/a HUF 753.50 5.03 n/a 1/21/2013Thermo Fisher Scientific Inc EK n/a EKT EKC EKN EKF EKK n/a n/a USD 3.76 0.03 40 1/21/2013Elekta AB EKL n/a n/a n/a n/a EKE EKA n/a n/a SEK 5.50 0.04 n/a 1/21/2013Elisa Oyj EL ELW ELO ELB ELV ELD ELH n/a n/a EUR 1.15 0.01 40 10/26/2012Endesa SA ELE n/a n/a n/a n/a n/a END ENH n/a EUR 1.09 0.01 n/a 1/21/2013Eldorado Gold Corp ELG n/a n/a n/a n/a EL8 EL9 n/a n/a USD 1.66 0.02 n/a 1/21/2013Elia System Operator SA/NV ELI n/a n/a n/a n/a EL1 EL0 n/a n/a EUR 1.04 0.01 n/a 1/21/2013Elementis PLC ELM n/a n/a n/a n/a EYG n/a n/a n/a GBP 0.17 0.01 n/a 1/21/2013Elringklinger AG ELR n/a n/a n/a n/a ELF ELK n/a n/a EUR 1.49 0.01 n/a 1/21/2013
ATTACHMENT G
LONDON SPAN PARAMETERS FOR EQUITIES (per share)Flexible Contracts
Standard Contracts SPAN ParametersAmerican Style European Style Futures
Contract Name Logical Code CurrencyCash
SettledPhysical Settled
Cash Settled
Physical Settled
Cash Settled
Physical Settled
Future Code
Equity Option
Scanning Range (per
share)
Intermonth Spread Charge
(per share)Volatility Charge
Effective Date
Electrolux AB ser. B ELT FYU FYQ FYJ FYX FYY FYZ n/a n/a SEK 12.14 0.09 40 1/21/2013EMC Corp/Massachusetts EMC n/a QNO QNB QNV QND QNH n/a n/a USD 1.70 0.02 40 1/21/2013Man Group plc EMG EWU EWQ EWJ EWX EWY n/a n/a EMG GBP 0.13 0.01 30 8/6/2012Bouygues EN EHU EHQ EHJ EHX EHY EHZ BOU n/a EUR 1.70 0.02 40 1/21/2013Encana Corp ENA n/a n/a n/a n/a EN6 EN7 n/a n/a USD 2.92 0.02 n/a 10/26/2012Enerplus Corp ENE n/a n/a n/a n/a EN5 EM1 n/a n/a USD 1.68 0.02 n/a 1/21/2013Enagas SA ENG JQW JQO JQB JQV JQY JQZ n/a n/a EUR 1.11 0.01 40 1/21/2013ENI SpA ENI n/a ENQ ENJ ENX ENY ENZ ENI n/a EUR 1.00 0.01 40 1/21/2013Enel SpA ENL n/a ECQ ECJ ECX ECY ECZ ENL n/a EUR 0.25 0.01 40 1/21/2013Enbridge Inc ENP n/a n/a n/a n/a EN0 EN8 n/a n/a USD 1.76 0.02 n/a 1/21/2013Eniro AB ENR EEW EEO EEB EEV EED EEH n/a n/a SEK 1.24 0.01 40 1/21/2013Dentsply Intl Inc EO n/a EOT EOC EOV EOF EOK n/a n/a USD 1.58 0.02 40 1/21/2013E.ON AG EOA EOU EOQ EOJ EOX EOY EOZ n/a n/a EUR 1.30 0.01 40 10/26/2012EOG Resources Inc EOG n/a n/a n/a n/a EHG EHP n/a n/a USD 7.14 0.05 n/a 1/21/2013CME Group Inc EPA n/a n/a n/a n/a EPD EPH n/a n/a USD 3.05 0.03 n/a 10/26/2012Enterprise Porducts Partners LP EPP n/a n/a n/a n/a MNF MNK n/a n/a USD 2.66 0.02 n/a 1/21/2013Express Scripts Inc EPS n/a n/a n/a n/a EEG EEP n/a n/a USD 5.10 0.04 n/a 1/21/2013Wellpoint Inc EQ n/a EQT EQC EQN EQF EQK n/a n/a USD 4.86 0.04 40 1/21/2013Edenred ER n/a n/a n/a n/a EZY EZZ n/a n/a EUR 1.45 0.01 n/a 10/26/2012Eramet ERA n/a n/a n/a n/a NGF NGK n/a n/a EUR 8.23 0.06 n/a 1/21/2013Ericsson Telefona L M ser. B ERC ERU ERQ ERJ ERX ERY ERZ n/a n/a SEK 4.20 0.03 40 10/26/2012ERG SpA ERG n/a n/a n/a n/a EQD EQH n/a n/a EUR 0.57 0.01 n/a 8/6/2012Zimmer Holdings Inc ES n/a EST ESC ESN ESF ESK n/a n/a USD 3.33 0.03 40 1/21/2013Estee Lauder Cos Inc ESL n/a n/a n/a n/a EVG EVP n/a n/a USD 4.50 0.03 n/a 1/21/2013Espirito Santo Financial Group ESP n/a n/a n/a n/a n/a ESA n/a n/a EUR 0.30 0.01 n/a 8/24/2012Essar Energy Plc ESR ESW ESO ESB ESV ESY n/a n/a ESR GBP 0.26 0.01 30 1/21/2013Etablissements Maurel et Prom ETA n/a n/a n/a n/a PRF PRK n/a n/a EUR 1.06 0.01 n/a 1/21/2013Eaton Corp ETC n/a n/a n/a n/a EUG EUP n/a n/a USD 3.71 0.03 n/a 1/21/2013E*Trade Financial Corp ETF n/a QVO QVB QVV QVD QVH n/a n/a USD 0.89 0.01 40 1/21/2013Enterprise Inns ETI n/a n/a n/a n/a OEY n/a n/a n/a GBP 0.13 0.01 40 1/21/2013Eutelsat Communications ETL n/a n/a n/a n/a UKF UKK n/a n/a EUR 1.33 0.01 n/a 1/21/2013European Aeronautic Defence and Space Company NV - EADS EUA ZMU ZMQ ZMJ ZMX ZMY ZMZ n/a n/a EUR 2.80 0.02 40 1/21/2013Euler Hermes SA EUL n/a n/a n/a n/a NFF NFK n/a n/a EUR 4.33 0.03 n/a 1/21/2013Eurasian Natural Resources EUN ERW ERT ERB ZLV ZLD n/a n/a EUN GBP 0.40 0.01 40 1/21/2013Groupe Eurotunnel SA EUU n/a n/a n/a n/a EUQ EUJ n/a n/a EUR 0.70 0.01 n/a 10/26/2012Ebro Foods SA EVA n/a n/a n/a n/a ECD ECH n/a n/a EUR 0.91 0.01 n/a 1/21/2013EVN AG EVN JRU JRQ JRJ JRX JRY JRZ n/a n/a EUR 0.68 0.01 40 2/12/2013Evotec AG EVO n/a n/a n/a n/a EVB EVV n/a n/a EUR 0.28 0.01 n/a 4/2/2013Evraz Group Plc EVR n/a n/a n/a n/a EV5 n/a n/a n/a GBP 0.33 0.01 30 1/21/2013Exor SpA PRF EX n/a n/a n/a n/a WHF WHK n/a n/a EUR 1.18 0.01 n/a 1/21/2013Experian Plc EXP XPU XPQ XPJ XPX XPY n/a n/a EXP GBP 0.44 0.01 40 1/21/2013Exor SpA EXS n/a n/a n/a n/a WFF WFK n/a n/a EUR 1.03 0.01 n/a 1/21/2013Entergy Corp EYA n/a n/a n/a n/a EYD EYH n/a n/a USD 4.00 0.03 n/a 1/21/2013CEZ AS EZ n/a n/a n/a n/a EZD n/a n/a n/a CZK 32.55 0.22 n/a 1/21/2013Easyjet EZJ n/a n/a n/a n/a EZX n/a EZJ n/a GBP 0.42 0.01 n/a 1/21/2013Faurecia FA n/a n/a n/a n/a FLY FLZ n/a n/a EUR 1.09 0.01 n/a 1/21/2013Aetna Inc FAA n/a FAT FAC FAN FAD FAH n/a n/a USD 2.28 0.02 40 1/21/2013FAES FARMA SA FAE n/a n/a n/a n/a FBD FBH n/a n/a EUR 0.21 0.01 n/a 10/26/2012Fiat Industrial FAI n/a FAG FAF FAK FAL FAM n/a n/a EUR 0.62 0.01 40 1/21/2013Facebook Inc FB n/a n/a n/a n/a FBW FBK n/a n/a USD 4.73 0.04 n/a 1/21/2013Frontier Communications Corp FCC n/a AFO AFB AFV AFF AFK n/a n/a USD 0.36 0.01 40 1/21/2013
ATTACHMENT G
LONDON SPAN PARAMETERS FOR EQUITIES (per share)Flexible Contracts
Standard Contracts SPAN ParametersAmerican Style European Style Futures
Contract Name Logical Code CurrencyCash
SettledPhysical Settled
Cash Settled
Physical Settled
Cash Settled
Physical Settled
Future Code
Equity Option
Scanning Range (per
share)
Intermonth Spread Charge
(per share)Volatility Charge
Effective Date
Tui Travel plc FCD n/a n/a n/a n/a TU0 n/a n/a n/a GBP 0.19 0.01 n/a 2/12/2013Fonciere Des Regions FDR n/a n/a n/a n/a FGD FGH n/a n/a EUR 3.14 0.03 n/a 1/21/2013Fidessa Group Plc FDS n/a n/a n/a n/a FD5 n/a n/a n/a GBP 0.87 0.01 n/a 1/21/2013Fred. Olsen Energy ASA FE n/a n/a n/a n/a FED FEH n/a n/a NOK 19.50 0.13 n/a 1/21/2013Fraport AG Frankfurt Airport Services Wo FF n/a n/a n/a n/a FFD FFH n/a n/a EUR 2.85 0.02 n/a 1/21/2013FirstGroup FGP n/a n/a n/a n/a FGU n/a FGP n/a GBP 0.28 0.01 n/a 1/21/2013Eiffage SA FGR n/a n/a n/a n/a EDD EDH n/a n/a EUR 3.30 0.03 n/a 1/21/2013FHB Mortgage Bank PLC FH n/a n/a n/a n/a FHD n/a n/a n/a HUF 37.14 0.25 n/a 10/26/2012First Horizon National Corp FHN n/a AHT AHC AHN AHF AHK n/a n/a USD 0.67 0.01 40 1/21/2013X5 Retail Group FI n/a n/a n/a n/a FID FIH n/a n/a USD 2.35 0.02 40 1/21/2013Fielmann AG FIE n/a n/a n/a n/a WMF WMK n/a n/a EUR 3.20 0.03 n/a 1/21/2013Fifth Third Bancorp FIF n/a BNO BNC BNN BNF BNK n/a n/a USD 0.71 0.01 40 1/21/2013Georg Fischer AG FIN n/a n/a n/a n/a GHD GHH n/a n/a CHF 28.40 0.19 n/a 1/21/2013Fiat FIT n/a FIQ FIJ FIX FIY FIZ FIT n/a EUR 0.37 0.01 40 1/21/2013Frontline Limited FL n/a n/a n/a n/a FLD FLH n/a n/a NOK 4.50 0.03 n/a 1/21/2013FLSmidth & Co A/S FLS n/a n/a n/a n/a FDD FDH n/a n/a DKK 26.50 0.18 n/a 1/21/2013Flughafen Wien AG FLU JXU JXQ JXJ JXX JXY JXZ n/a n/a EUR 2.02 0.02 40 1/21/2013Fresenius Medical Care AG St FMC FMU FMQ FMJ FMX FMY FMZ n/a n/a EUR 3.13 0.03 40 1/21/2013Freenet AG FN n/a n/a n/a n/a FND FNH n/a n/a EUR 0.82 0.01 40 8/6/2012Finmeccanica SpA FNM n/a FNQ FNJ FNX FNY FNZ n/a n/a EUR 0.43 0.01 40 8/6/2012Kraft Foods Inc FOA n/a n/a n/a n/a FOD FOH n/a n/a USD 1.63 0.02 n/a 10/26/2012Fortis NV FOR FOU FOQ FOJ FOX n/a n/a n/a n/a EUR 1.44 0.01 40 1/21/2013Prudential Financial Inc FPA n/a XUO XUB XUV FPD FPH n/a n/a USD 3.89 0.03 40 1/21/2013Valeo SA FR VAW VAO VAB VAV VAD VAH n/a n/a EUR 2.77 0.02 40 1/21/2013Fortis FRB JZU JZQ JZJ JZX JZY JZZ n/a n/a EUR 1.43 0.01 40 1/21/2013Forest Laboratories Inc FRL n/a n/a n/a n/a FRD FRH n/a n/a USD 1.82 0.02 n/a 1/21/2013Ford Motor Co FRM n/a n/a n/a n/a FRG FRP n/a n/a USD 0.84 0.01 n/a 1/21/2013Fresnillo Plc FRS FR3 FR4 FR5 FR6 FSF n/a n/a FRN GBP 1.64 0.02 n/a 1/21/2013Fortum Oyj FRT FUU FUQ FUJ FUX FUY FUZ n/a n/a EUR 1.00 0.01 40 1/21/2013Swedbank AB FSB FSU FSQ FSJ FSX FSY FSZ n/a n/a SEK 16.61 0.12 40 2/12/2013PNC Financial Services Group Inc FSC n/a XZT XZC XZN FSD FSH n/a n/a USD 3.51 0.03 40 1/21/2013France Telecom SA FTE FTU FTQ FTJ FTX FTY FTZ FTM n/a EUR 0.74 0.01 40 1/21/2013Franklin Resources Inc FUA n/a n/a n/a n/a FUD FUH n/a n/a USD 6.10 0.05 n/a 1/21/2013Fuchs Petrolub AG - PFD FUC n/a n/a n/a n/a FUF FUK n/a n/a EUR 2.59 0.02 n/a 1/21/2013Fugro NV FUR FJW FJO FJB FJV FJD FJH FUG n/a EUR 5.02 0.04 40 2/22/2013FedEx Corp FXA n/a n/a n/a n/a FXD FXH n/a n/a USD 5.36 0.04 n/a 1/21/2013GEA Group AG G1A GCW GCO GCB GCV GCD GCH n/a n/a EUR 1.26 0.01 40 1/21/2013GAP Inc GAP n/a n/a n/a n/a GBG GBP n/a n/a USD 2.50 0.02 n/a 1/21/2013Gas Natural SDG SA GAS GAU GAQ GAJ GAX GAD GAZ n/a n/a EUR 0.82 0.01 40 1/21/2013Bilfinger Berger AG GB n/a n/a n/a n/a GBD GBH n/a n/a EUR 4.49 0.03 n/a 1/21/2013Bourbon SA GBB n/a n/a n/a n/a GOD GOH n/a n/a EUR 1.62 0.02 n/a 1/21/2013Groupe Bruxelles Lambert SA GBL GBU GBQ GBJ GBX GBY GBZ n/a n/a EUR 2.80 0.02 40 1/21/2013Gecina SA GCS n/a n/a n/a n/a GEF GEK n/a n/a EUR 5.08 0.04 n/a 1/21/2013GDF Suez GD GDU GDQ GDJ GDX GDY GDZ GDS n/a EUR 1.34 0.01 40 10/26/2012GEM Diamonds Ltd GDD n/a n/a n/a n/a OKF n/a n/a n/a GBP 0.21 0.01 n/a 1/21/2013General Electric Company GE n/a OVQ OVJ OVX OVY OVZ n/a n/a USD 1.21 0.01 40 1/21/2013Geberit AG GEB YMU YMQ YMJ YMX YMY YMZ n/a n/a CHF 10.20 0.07 40 1/21/2013Cap Gemini SA GEM QIU QIQ QIJ QIX QIY QIZ CGM n/a EUR 1.98 0.02 40 1/21/2013Assicurazioni Generali SpA GEN n/a GXQ GXJ GXX GXY GXZ GEN n/a EUR 1.20 0.01 40 1/21/2013Geox SpA GEO n/a MXT MXC MXN MXF MXK n/a n/a EUR 0.21 0.01 40 1/21/2013Genuine Parts Co GEU n/a GEQ GEJ GEI n/a n/a n/a n/a USD 3.19 0.03 40 4/2/2013
ATTACHMENT G
LONDON SPAN PARAMETERS FOR EQUITIES (per share)Flexible Contracts
Standard Contracts SPAN ParametersAmerican Style European Style Futures
Contract Name Logical Code CurrencyCash
SettledPhysical Settled
Cash Settled
Physical Settled
Cash Settled
Physical Settled
Future Code
Equity Option
Scanning Range (per
share)
Intermonth Spread Charge
(per share)Volatility Charge
Effective Date
GAGFAH SA GF n/a n/a n/a n/a GFD GFH n/a n/a EUR 0.57 0.01 n/a 1/21/2013Surgutneftegaz GG GGW GGO GGB GGV GGD GGH n/a n/a USD 1.12 0.01 40 1/21/2013GSW Immobilien GIB n/a n/a n/a n/a GI5 GI6 n/a n/a EUR 1.34 0.01 n/a 1/21/2013Gildemeister AG GIL n/a n/a n/a n/a GAF GAK n/a n/a EUR 1.07 0.01 n/a 1/21/2013Gimv NV GIM n/a n/a n/a n/a n/a GIT n/a n/a EUR 1.59 0.02 n/a 1/21/2013Givaudan GIV GIU GIQ GIJ GIX GIY GIZ n/a n/a CHF 40.20 0.27 40 10/26/2012GKN GKN n/a n/a n/a n/a GKM n/a GKN n/a GBP 0.20 0.01 n/a 1/21/2013Glencore International GL GLW GLO GLB GLV GCG n/a n/a GL GBP 0.29 0.01 30 1/21/2013Gildan Activewear Inc GLD n/a n/a n/a n/a GL8 GL9 n/a n/a USD 2.06 0.02 n/a 1/21/2013Societe Generale GLE GLU GLQ GLJ GLX GLY GLZ SOE n/a EUR 3.35 0.03 40 1/21/2013Galp Energia SGPS SA GLP LWU LWQ LWJ LWX LWY LWZ n/a n/a EUR 0.83 0.01 40 1/21/2013Globaltrans Investment PLC GDR GLT n/a n/a n/a n/a GIF GIK n/a n/a USD 2.61 0.02 n/a 1/21/2013ITV plc GME ITU ITQ ITJ ITX ITY n/a n/a GME GBP 0.08 0.01 30 1/21/2013General Mills Inc GML n/a n/a n/a n/a GEG GEP n/a n/a USD 1.24 0.01 n/a 1/21/2013Gemina SpA GMS n/a n/a n/a n/a GED GEH n/a n/a EUR 0.06 0.01 n/a 10/26/2012Gernalto NV GMT GMU GMQ GMJ GMX GMA GMR n/a n/a EUR 4.95 0.04 40 2/5/2013GN Store Nord GN n/a n/a n/a n/a GJD GJH n/a n/a DKK 5.50 0.04 n/a 1/21/2013Greene King GNK n/a n/a n/a n/a GNW n/a GNK n/a GBP 0.28 0.01 n/a 1/21/2013Diageo plc GNS DGU DGQ DGJ DGX DGY n/a n/a GNS GBP 0.61 0.01 30 1/21/2013Grupo Catalana Occidente SA GOC n/a n/a n/a n/a n/a TSD TSH n/a EUR 1.44 0.01 n/a 1/21/2013Goldcorp Inc GOL n/a n/a n/a n/a GO8 GO9 n/a n/a USD 3.58 0.03 n/a 1/21/2013Google Inc GOO n/a OHQ OHJ OHX OHY OHZ n/a n/a USD 56.13 0.38 40 1/21/2013Grafton Group PLC GP n/a n/a n/a n/a GPD n/a n/a n/a EUR 0.27 0.01 n/a 10/26/2012Great Portland Estates GPO n/a n/a n/a n/a GPB n/a GPO n/a GBP 0.15 0.01 n/a 1/21/2013Mediaset Espana Communicacion SA GQ GQU GQQ GQJ GQX GQY GQZ n/a n/a EUR 0.54 0.01 40 1/21/2013Grifols SA GRF n/a n/a n/a n/a GKD GKH n/a n/a EUR 1.76 0.02 n/a 1/21/2013Gruppo Editoriale L Espresso SpA GRU n/a n/a n/a n/a NSF NSK n/a n/a EUR 0.13 0.01 n/a 1/21/2013Goldman Sachs Group Inc/The GSA n/a GSO GSB GSV GSD GSH n/a n/a USD 8.68 0.06 40 1/21/2013Globe Trade Centre SA GT n/a n/a n/a n/a GTD n/a n/a n/a PLN 1.13 0.01 n/a 1/21/2013Getinge AB GTG n/a n/a n/a n/a GID GIH n/a n/a SEK 9.02 0.07 n/a 1/21/2013Getin Holding SA GTH n/a n/a n/a n/a GTW n/a n/a n/a PLN 0.30 0.01 n/a 8/22/2012Gerry Weber International AG GWI GW1 GW2 GW3 GW4 GW5 GW6 n/a n/a EUR 1.70 0.02 40 1/21/2013GlaxoSmithKline plc GXO GZU GSQ GSJ GSX GSY n/a n/a GXO GBP 0.49 0.01 40 8/6/2012Gazprom Neft GZ n/a n/a n/a n/a GZD GZH n/a n/a USD 2.18 0.02 n/a 10/26/2012Hexagon AB HAB n/a n/a n/a n/a HQD HQH n/a n/a SEK 10.12 0.07 n/a 1/21/2013Hamburger Hafen und Logistik HAM n/a n/a n/a n/a HAY HAZ n/a n/a EUR 1.55 0.02 n/a 1/21/2013Hays HAS n/a n/a n/a n/a HAA n/a HAS n/a GBP 0.06 0.01 n/a 1/21/2013Havas SA HAV HHM HHT HHC HHN HHF HHK n/a n/a EUR 0.25 0.01 40 1/21/2013Hochschild Mining HCM n/a n/a n/a n/a HGG n/a n/a n/a GBP 0.38 0.01 n/a 1/21/2013Heineken Holding NV HD n/a n/a n/a n/a HDY HDZ n/a n/a EUR 2.08 0.02 n/a 1/21/2013Heidelberger Druckmaschinen AG HDD n/a n/a n/a n/a HDD HDH n/a n/a EUR 0.11 0.01 n/a 1/21/2013Home Depot Inc HDI n/a HYO HYB HYV HYY HYZ n/a n/a USD 3.28 0.03 40 1/21/2013Heineken NV HEI HEU HEQ HEJ HEX HEY HEZ HEI n/a EUR 2.87 0.02 40 1/21/2013HeidelbergCement AG HEL HEM HET HEC HGN HCD HCH n/a n/a EUR 2.36 0.02 n/a 1/21/2013Henkel AG & CO KGAA HEN n/a n/a n/a n/a HEF HEK n/a n/a EUR 3.03 0.03 n/a 1/21/2013Hera SpA HER n/a n/a n/a n/a HOD HOH n/a n/a EUR 0.07 0.01 n/a 1/21/2013Hartford Financial Services Group Inc HFA n/a n/a n/a n/a HFD HFH n/a n/a USD 1.62 0.02 n/a 1/21/2013Henderson Group PLC HGI n/a n/a n/a n/a HGD n/a n/a n/a GBP 0.07 0.01 n/a 1/21/2013HJ Heinz Co HJH n/a HJ1 HJ2 HJ3 HNF HNK n/a n/a USD 2.35 0.02 40 2/5/2013Henkel AG & CO KGaA HKL HHU HHQ HHJ HHX HHY HHZ n/a n/a EUR 3.88 0.03 40 1/21/2013Hikma Pharmaceuticals HKP n/a n/a n/a n/a HFG n/a n/a n/a GBP 0.43 0.01 n/a 1/21/2013
ATTACHMENT G
LONDON SPAN PARAMETERS FOR EQUITIES (per share)Flexible Contracts
Standard Contracts SPAN ParametersAmerican Style European Style Futures
Contract Name Logical Code CurrencyCash
SettledPhysical Settled
Cash Settled
Physical Settled
Cash Settled
Physical Settled
Future Code
Equity Option
Scanning Range (per
share)
Intermonth Spread Charge
(per share)Volatility Charge
Effective Date
Halfords Group HLF n/a n/a n/a n/a HBG n/a n/a n/a GBP 0.31 0.01 n/a 1/21/2013Halma HLM n/a n/a n/a n/a HLH n/a HLM n/a GBP 0.19 0.01 n/a 1/21/2013HMS Hydraulic Mach & Sys Gp PLC - Phys Flex Fut HMG n/a n/a n/a n/a n/a HMP n/a n/a USD 0.40 0.01 n/a 1/21/2013Hammerson HMS n/a n/a n/a n/a HQY n/a n/a n/a GBP 0.26 0.01 40 8/6/2012Hennes & Mauritz AB Ser. B HNM HMU HMQ HMJ HMX HMY HMZ n/a n/a SEK 16.31 0.11 40 10/26/2012Hannover Ruckversicherungs AG HNR ZPU ZPQ ZPJ ZPX ZPY ZPZ n/a n/a EUR 3.10 0.03 40 1/21/2013Thales SA HO HCU HCQ HCJ HCX HCY HCZ n/a n/a EUR 1.23 0.01 40 1/21/2013Holmen AB HOB HPW HPO HPB HPV HPD HPH n/a n/a SEK 8.63 0.06 40 1/21/2013Holcim Ltd HOL HOU HOQ HOJ HOX HOY HOZ n/a n/a CHF 4.30 0.03 40 1/21/2013HOCHTIEF AG HOT ZQU ZQQ ZQJ ZQX ZQY ZQZ n/a n/a EUR 3.70 0.03 40 1/21/2013Hewlett-Packard Co HPC n/a ZVQ ZVJ ZVX ZVY ZVZ n/a n/a USD 1.42 0.01 40 1/21/2013Home Retail Group plc HRG n/a n/a n/a n/a VSY n/a n/a n/a GBP 0.09 0.01 40 1/21/2013Hargreaves Lansdown HRL n/a n/a n/a n/a HDG n/a n/a n/a GBP 0.42 0.01 n/a 1/21/2013HSBC Holdings plc HSB HSU HSQ HSJ HSX HSY n/a n/a HSB GBP 0.29 0.01 30 1/21/2013Hess Corp HSC n/a n/a n/a n/a HSG HSP n/a n/a USD 3.05 0.03 n/a 1/21/2013Cardinal Health Inc HTA n/a HTT HTC HTN HTD HTH n/a n/a USD 2.27 0.02 40 10/26/2012Hunting HTG n/a n/a n/a n/a HIG n/a n/a n/a GBP 0.78 0.01 n/a 1/21/2013Hugo Boss AG HUG n/a n/a n/a n/a HUF HUK n/a n/a EUR 7.34 0.05 n/a 1/21/2013Husqvarna AB HUS HUW HUO HUB HUV HUD HUH n/a n/a SEK 3.39 0.03 40 1/21/2013Honeywell International Inc HYA n/a n/a n/a n/a HYD HYH n/a n/a USD 2.80 0.02 n/a 1/21/2013Iaws Group Plc IA n/a n/a n/a n/a IAD n/a n/a n/a EUR 2.59 0.02 n/a 1/21/2013ICAP IAP IWW IWO IWB IWV IWY n/a n/a ICA GBP 0.26 0.01 40 1/21/2013Iberdrola SA IBE IEU IEQ IEJ IEX IEY IEZ n/a n/a EUR 0.29 0.01 40 1/21/2013IBM Corporation IBM n/a IUQ IUJ IUX IUY IUZ n/a n/a USD 9.49 0.07 40 1/21/2013Intercell AG ICL n/a n/a n/a n/a UCF UCK n/a n/a EUR 0.20 0.01 n/a 1/21/2013Intermediate Capital Group ICP n/a n/a n/a n/a ICT n/a n/a n/a GBP 0.25 0.01 n/a 1/21/2013Imerys SA ID n/a n/a n/a n/a IDD IDH n/a n/a EUR 3.15 0.03 n/a 1/21/2013Icade IDE n/a n/a n/a n/a NHF NHK n/a n/a EUR 4.25 0.03 n/a 1/21/2013Indra Sistemas IDR IZU IZQ IZJ IZX IZY IZZ n/a n/a EUR 0.70 0.01 40 1/21/2013Industrivarden AB IDS n/a n/a n/a n/a IID IIH n/a n/a SEK 6.65 0.05 n/a 1/21/2013Infineon Technologies AG IF IFU IFQ IFJ IFX IFY IFZ n/a n/a EUR 0.64 0.01 40 1/21/2013Immobiliare Grande Distribuzione IGD n/a n/a n/a n/a IDF IDK n/a n/a EUR 0.07 0.01 n/a 1/21/2013IG Group Holdings IGG n/a n/a n/a n/a IAG n/a n/a n/a GBP 0.26 0.01 n/a 1/21/2013Ingenico SA IGN n/a n/a n/a n/a IOG IOP n/a n/a EUR 3.64 0.03 n/a 1/21/2013Interpump Group SpA IGS n/a n/a n/a n/a NQF NQK n/a n/a EUR 0.43 0.01 n/a 1/21/2013SBM Offshore NV IHC ILU ILQ ILJ ILX ILY ILZ n/a n/a EUR 1.37 0.01 40 10/26/2012Intercontinental Hotels Group IHG IHU IHQ IHJ IHX IHY n/a n/a IHG GBP 0.68 0.01 30 1/21/2013IMMOFINANZ AG IIA n/a n/a n/a n/a IHD IHH n/a n/a EUR 0.18 0.01 n/a 1/21/20133i Group plc III IIU IIQ IIJ IIX IIY n/a n/a III GBP 0.16 0.01 30 2/12/2013Investor AB B shares IKA IKU IKQ IKJ IKX IKY IKZ n/a n/a SEK 5.95 0.04 40 1/21/2013Iliad SA ILA n/a n/a n/a n/a UEF UEK n/a n/a EUR 6.00 0.04 n/a 1/21/2013Industria Macchine Automatiche SpA IMA n/a n/a n/a n/a WIF WIK n/a n/a EUR 0.70 0.01 n/a 1/21/2013IMI IMI n/a n/a n/a n/a IMZ n/a IMI n/a GBP 0.58 0.01 n/a 1/21/2013Royal Imtech NV IML IMD IMH IMW IMO IMC IME n/a n/a EUR 2.13 0.02 n/a 2/22/2013Imperial Tobacco Group plc IMP IMU IMQ IMJ IMX IMY n/a n/a IMP GBP 1.14 0.01 30 1/21/2013Independent News & Media PLC IN n/a n/a n/a n/a IND n/a n/a n/a EUR 0.03 0.01 n/a 2/12/2013Anheuser - Busch Cos Inc INB IGU IGQ IGJ IGX IGY IGZ n/a n/a EUR 3.73 0.03 40 1/21/2013Inchcape INC n/a n/a n/a n/a IN0 n/a INC n/a GBP 0.30 0.01 n/a 1/21/2013Indesit Company SpA INE n/a n/a n/a n/a DID DIH n/a n/a EUR 0.46 0.01 n/a 1/21/2013Informa Group INF n/a n/a n/a n/a INW n/a INF n/a GBP 0.17 0.01 n/a 1/21/2013ING Groep NV ING IAU IAQ IAJ IAX IAY IAZ ING n/a EUR 0.70 0.01 40 1/21/2013
ATTACHMENT G
LONDON SPAN PARAMETERS FOR EQUITIES (per share)Flexible Contracts
Standard Contracts SPAN ParametersAmerican Style European Style Futures
Contract Name Logical Code CurrencyCash
SettledPhysical Settled
Cash Settled
Physical Settled
Cash Settled
Physical Settled
Future Code
Equity Option
Scanning Range (per
share)
Intermonth Spread Charge
(per share)Volatility Charge
Effective Date
Life Technologies Corp INI n/a EAT EAC EAN EAF EAK n/a n/a USD 3.03 0.03 40 1/21/2013Intel Corporation INT n/a IYQ IYJ IYX IYY IYZ n/a n/a USD 1.35 0.01 40 1/21/2013Investec INV INU INQ INJ INN IVY n/a INV INS GBP 0.23 0.01 40 1/21/2013Bioton SA IO n/a n/a n/a n/a IOD n/a n/a n/a PLN 0.03 0.01 n/a 10/26/2012Impresa SGPS IP n/a n/a n/a n/a IPD IPH n/a n/a EUR 0.06 0.01 n/a 1/21/2013IPSEN IPE n/a n/a n/a n/a IPY IPZ n/a n/a EUR 1.30 0.01 n/a 1/21/2013Impregilo IPG n/a n/a n/a n/a IZF IZH n/a n/a EUR 0.20 0.01 n/a 1/21/2013International Power IPR n/a n/a n/a n/a n/a n/a n/a IPR GBP 0.40 0.01 30 1/21/2013IPSOS IPS n/a n/a n/a n/a UHF UHK n/a n/a EUR 1.93 0.02 n/a 1/21/2013IREN Spa IRI n/a n/a n/a n/a MYF MYK n/a n/a EUR 0.06 0.01 n/a 1/21/2013Inmarsat PLC ISA n/a n/a n/a n/a IJD n/a n/a n/a GBP 0.33 0.01 n/a 1/21/2013Inditex SA IT IJU IJQ IJJ IJX IJY IJZ n/a n/a EUR 6.94 0.05 40 1/21/2013Italcementi - Fabbriche Riunite Cemento SpA ITA n/a YWQ YWJ YWX YWY YWZ n/a n/a EUR 0.37 0.01 40 1/21/2013Imagination Technologies ITG n/a n/a n/a n/a IMG n/a n/a n/a GBP 0.70 0.01 n/a 1/21/2013Intertek Group ITR n/a n/a n/a n/a ITE n/a n/a n/a GBP 1.20 0.01 n/a 1/21/2013Italcementi SPA - (savings) ITS n/a n/a n/a n/a QLD QLH n/a n/a EUR 0.14 0.01 n/a 1/21/2013Intesa Sanpaolo SpA IU n/a n/a n/a n/a IUD IUH n/a n/a EUR 0.08 0.01 n/a 1/21/2013IVG Immobilien AG IV n/a n/a n/a n/a IVD IVH n/a n/a EUR 0.25 0.01 n/a 1/21/2013Colruyt SA JF JFU JFQ JFJ JFX JFY JFZ n/a n/a EUR 2.09 0.02 40 1/21/2013JKX Oil & Gas Plc JKK n/a n/a n/a n/a JXF n/a n/a n/a GBP 0.15 0.01 n/a 8/6/2012Jardine Lloyd Thompson Group JLT n/a n/a n/a n/a JLE n/a n/a n/a GBP 0.31 0.01 n/a 1/21/2013Jeronimo Martins SGPS JM n/a n/a n/a n/a JMD JMH n/a n/a EUR 0.71 0.01 40 1/21/2013Johnson Matthey JMA n/a n/a n/a n/a JOY n/a n/a n/a GBP 1.60 0.02 40 1/21/2013JM AB JMB n/a n/a n/a n/a JBD JBH n/a n/a SEK 8.16 0.06 n/a 1/21/2013Johnson & Johnson JNX n/a JJQ JJJ JJX JJY JJZ n/a n/a USD 2.34 0.02 40 1/21/2013JPMorgan Chase & Co JPM n/a JPQ JPJ JPX JPY JPZ n/a n/a USD 2.53 0.02 40 1/21/2013Johnson Controls Inc JSA n/a n/a n/a n/a JSD JSH n/a n/a USD 1.47 0.01 n/a 1/21/2013St Jude Medical Inc JUD n/a EIT EIC EIN EIF EIK n/a n/a USD 4.00 0.03 40 1/21/2013Juniper Networks Inc JUN n/a n/a n/a n/a JUG JUP n/a n/a USD 1.82 0.02 n/a 1/21/2013Jyske Bank A/S JYS n/a n/a n/a n/a JFD JFH n/a n/a DKK 8.50 0.06 n/a 1/21/2013Kazakhmys plc KA KAU KAQ KAJ KAX KAY n/a n/a KZK GBP 1.20 0.01 40 1/21/2013KBC Bancassurance Holding KBB KBU KBQ KBJ KBX KBY KBZ n/a n/a EUR 1.61 0.02 40 1/21/2013KB Financial Group Inc ADR KBF n/a n/a n/a n/a KB0 KB1 n/a n/a USD 2.26 0.02 n/a 1/21/2013Gamesa Corp Tecnologica SA KC KCU KCQ KCJ KCX KCY KCZ n/a n/a EUR 0.20 0.01 40 1/21/2013Kloeckner & Co AG KCO n/a n/a n/a n/a KCD KCH n/a n/a EUR 0.77 0.01 n/a 1/21/2013Kabel Deutschland Holding AG KD8 KD1 KD2 KD3 KD4 KD5 KD6 n/a n/a EUR 3.08 0.03 40 1/21/2013Kesko OYJ KEB n/a n/a n/a n/a KFD KFH n/a n/a EUR 1.35 0.01 n/a 1/21/2013Kellogg Co KEL n/a n/a n/a n/a KEG KLP n/a n/a USD 1.52 0.02 n/a 1/21/2013KEMIRA OYJ KEM n/a n/a n/a n/a KEC KEN n/a n/a USD 1.20 0.01 n/a 9/28/2012Korea Electrical Power Corp ADR KEP n/a n/a n/a n/a KE0 KE1 n/a n/a USD 1.10 0.01 n/a 1/21/2013Darty Plc KES n/a n/a n/a n/a KET n/a n/a n/a GBP 0.07 0.01 n/a 1/21/2013Kerry Group PLC KG KYW KYO KYB KYV KGD n/a n/a n/a EUR 2.01 0.02 40 1/21/2013Kingfisher plc KGF KGU KGQ KGJ KGX KGY n/a n/a KGF GBP 0.16 0.01 30 10/26/2012Kudelski SA KH KHU KHQ KHJ KHX KHY KHZ n/a n/a CHF 1.20 0.01 40 1/21/2013KGHM Polska Miedz SA KHH n/a n/a n/a n/a KHD n/a n/a n/a PLN 12.32 0.09 n/a 1/21/2013Kohl's Corp KHL n/a n/a n/a n/a KAG KAP n/a n/a USD 3.93 0.03 n/a 1/21/2013Kinross Gold KI0 n/a n/a n/a n/a KI8 KI9 n/a n/a USD 1.12 0.01 n/a 1/21/2013Kinnevik Investment AB KIN KIW KIO KIB KIV KID KIH n/a n/a SEK 7.21 0.05 40 1/21/2013Klepierre KLI n/a n/a n/a n/a KKD KKH n/a n/a EUR 1.60 0.02 n/a 1/21/2013Komercni Banka AS KM n/a n/a n/a n/a KMD n/a n/a n/a CZK 224.40 1.5 n/a 1/21/2013Kinder Morgan Energy Partners LP KME n/a n/a n/a n/a MLF MLK n/a n/a USD 4.14 0.03 n/a 1/21/2013
ATTACHMENT G
LONDON SPAN PARAMETERS FOR EQUITIES (per share)Flexible Contracts
Standard Contracts SPAN ParametersAmerican Style European Style Futures
Contract Name Logical Code CurrencyCash
SettledPhysical Settled
Cash Settled
Physical Settled
Cash Settled
Physical Settled
Future Code
Equity Option
Scanning Range (per
share)
Intermonth Spread Charge
(per share)Volatility Charge
Effective Date
Natixis KN KNW KNO KNB KNV SEY SEZ n/a n/a EUR 0.24 0.01 n/a 1/21/2013Kone OYJ KNE n/a n/a n/a n/a KND KNH n/a n/a EUR 3.15 0.03 n/a 1/21/2013Kuehne & Nagel International AG KNI YQU YQQ YQJ YQX YQY YQZ n/a n/a CHF 5.20 0.04 40 1/21/2013Coca-Cola Company KO n/a KO1 KO2 KO3 NPY NPZ n/a n/a USD 1.49 0.01 40 2/5/2013Royal KPN NV KPN KPU KPQ KPJ KPX KPY KPZ KPN n/a EUR 0.61 0.01 40 1/21/2013Krones AG KR KR1 KR2 KR3 KR4 KRD KRH n/a n/a EUR 3.07 0.03 40 1/21/2013Kraft Foods Group Inc KRE n/a KRA KRR KRL n/a n/a n/a n/a USD 1.93 0.02 40 4/2/2013Merck KGaA KS KSU KSQ KSJ KSX KSY KSZ n/a n/a EUR 3.52 0.03 40 1/21/2013Kingspan Group Plc KSP n/a n/a n/a n/a KSD n/a n/a n/a EUR 0.45 0.01 n/a 1/21/2013KT Corporation ADR KTR n/a n/a n/a n/a KT0 KT1 n/a n/a USD 0.99 0.01 n/a 1/21/2013Fomento de Construcciones SA KW KWU KWQ KWJ KWX KWY KWZ n/a n/a EUR 1.53 0.02 40 1/21/2013Corning Inc KWA n/a n/a n/a n/a KWD KWH n/a n/a USD 1.20 0.01 n/a 1/21/2013Kimberly-Clark Corp KYA n/a n/a n/a n/a KYD KYH n/a n/a USD 2.97 0.02 n/a 1/21/2013Landi Renzo SpA LAD n/a n/a n/a n/a LRF LRK n/a n/a EUR 0.14 0.01 n/a 1/21/2013Ladbrokes LDB HIU HIQ HIJ HIX HIY n/a n/a LDB GBP 0.14 0.01 30 1/21/2013Morgan Stanley LEA n/a XNT XNC XNN LED LEH n/a n/a USD 1.48 0.01 40 1/21/2013Leoni AG LEO n/a n/a n/a n/a LE5 LE6 n/a n/a EUR 2.50 0.02 n/a 1/21/2013Lenzing AG LEZ n/a n/a n/a n/a n/a LEV n/a n/a EUR 6.87 0.05 n/a 10/26/2012Deutsche Lufthansa AG LFT LHU LHQ LHJ LHX LHY LHZ n/a n/a EUR 1.14 0.01 40 1/21/2013Lafarge SA LG LAU LAQ LAJ LAX LAY LAZ LAF n/a EUR 3.29 0.03 40 1/21/2013NextEra Energy Inc LGA n/a n/a n/a n/a LGD LGH n/a n/a USD 2.53 0.02 n/a 1/21/2013Legal & General Group plc LGE LGU LGQ LGJ LGX LGY n/a n/a LGE GBP 0.08 0.01 30 1/21/2013Lockheed Martin Corp LHA n/a n/a n/a n/a LHD LHH n/a n/a USD 3.60 0.03 n/a 10/26/2012Linde AG LI LIU LIQ LIJ LIX LIY LIZ n/a n/a EUR 5.23 0.04 40 1/21/2013Logitech International S A LIS YTU YTQ YTJ YTX YTY YTZ n/a n/a CHF 0.90 0.01 40 1/21/2013Lukoil OAO LK LYW LYO LYB LYV LYD LYH n/a n/a USD 5.00 0.04 40 10/26/2012Lowe's Cos Inc LKA n/a n/a n/a n/a LKD LKH n/a n/a USD 2.82 0.02 n/a 1/21/2013Eli Lilly & Co LLA n/a MQT MQC MQN LLD LLH n/a n/a USD 2.48 0.02 40 10/26/2012Lonmin LMI LMW LMM LMB LMV LMY n/a n/a LNM GBP 0.51 0.01 40 11/21/2012Loews Corp LOA n/a n/a n/a n/a LOD LOH n/a n/a USD 1.48 0.01 n/a 1/21/2013Logica Plc LOG LCU LCQ LCJ LCX LCY n/a n/a LOG GBP 0.15 0.01 30 8/6/2012LG Display Company Ltd ADR LPL n/a n/a n/a n/a LP0 LP1 n/a n/a USD 1.68 0.02 n/a 1/21/2013Legrand SA LR LRM LRT LRC LRN LRD LRH LGG n/a EUR 1.54 0.02 n/a 1/21/2013Land Securities Group plc LS LSU LSQ LSJ LSX LSY n/a n/a LS GBP 0.30 0.01 40 8/6/2012London Stock Exchange LSE LEU LEQ LEJ LEX LEY n/a n/a LSE GBP 0.86 0.01 30 1/21/2013LSR Group OJSC GDR LSR n/a n/a n/a n/a LTF LTK n/a n/a USD 0.60 0.01 n/a 1/21/2013Grupa Lotos SA LT n/a n/a n/a n/a LTD n/a n/a n/a PLN 4.15 0.03 n/a 1/21/2013Lottomatica SpA LTO n/a KKQ KKJ KKX KKY KKZ n/a n/a EUR 1.01 0.01 40 1/21/2013H. Lundbeck A/S LUN n/a n/a n/a n/a LUF LUK n/a n/a DKK 8.00 0.06 n/a 1/21/2013Lundin Petroleum AB LUP LUW LUO LUB LUV LUD LUH n/a n/a SEK 11.00 0.08 40 1/21/2013Polish Oil & Gas Co LW n/a n/a n/a n/a LWD n/a n/a n/a PLN 0.38 0.01 n/a 1/21/2013Illinois Tool Works Inc LXA n/a n/a n/a n/a LXD LXH n/a n/a USD 2.48 0.02 n/a 1/21/2013Luxottica Group SpA LXG n/a LUQ LUJ LUX LUY LUZ n/a n/a EUR 1.31 0.01 40 1/21/2013LANXESS AG LXS ZYU ZYQ ZYJ ZYX ZYY ZYZ n/a n/a EUR 4.87 0.04 40 1/21/2013LyondellBasell LYM n/a n/a n/a n/a LYF LYK n/a n/a USD 4.82 0.04 40 1/21/2013Marks & Spencer Group plc M+S MSU MSQ MSJ MSX MSD n/a n/a M+S GBP 0.18 0.01 30 10/26/2012Manulife Financial Corp MA0 n/a n/a n/a n/a MA6 MA7 n/a n/a USD 1.08 0.01 n/a 1/21/2013Motorola Solutions Inc MAA n/a MAO MAF MAV MAD MAH n/a n/a USD 2.70 0.02 40 1/21/2013Mitchells & Butlers MAB n/a n/a n/a n/a MVY n/a n/a n/a GBP 0.21 0.01 40 1/21/2013AP Moller - Maersk B MAE MAU MAQ MAJ MAX MAY MAZ n/a n/a DKK 2200.00 14.67 40 1/21/2013Magna International Inc MAG n/a n/a n/a n/a MA8 MA9 n/a n/a USD 2.09 0.02 n/a 1/21/2013
ATTACHMENT G
LONDON SPAN PARAMETERS FOR EQUITIES (per share)Flexible Contracts
Standard Contracts SPAN ParametersAmerican Style European Style Futures
Contract Name Logical Code CurrencyCash
SettledPhysical Settled
Cash Settled
Physical Settled
Cash Settled
Physical Settled
Future Code
Equity Option
Scanning Range (per
share)
Intermonth Spread Charge
(per share)Volatility Charge
Effective Date
Maire Tecnimont SpA MAI n/a n/a n/a n/a OFF OFK n/a n/a EUR 0.18 0.01 n/a 8/6/2012AP Moeller - Maersk A MAS n/a n/a n/a n/a LLF LLK n/a n/a DKK 2112.00 14.08 n/a 1/21/2013Mediobanca SpA MB n/a MBQ MBJ MCX MBY MBZ MB n/a EUR 0.33 0.01 40 1/21/2013Mcbride MBD n/a n/a n/a n/a MIG n/a n/a n/a GBP 0.09 0.01 n/a 1/21/2013MBIA Inc MBI n/a QGO QGB QGV QGD QGH n/a n/a USD 1.47 0.01 40 1/21/2013Mulberry MBR n/a n/a n/a n/a MBG n/a n/a n/a GBP 2.10 0.02 n/a 1/21/2013LVMH Moet Hennessy Louis Vuitton SA MC MDU MDQ MDJ MDX MDY MDZ n/a n/a EUR 9.46 0.07 40 10/26/2012McDonald's Corp MCD n/a XEO XEB XEV LNY LNZ n/a n/a USD 3.78 0.03 40 1/21/2013Mondi PLC MDI n/a n/a n/a n/a MJD n/a n/a n/a GBP 0.37 0.01 n/a 1/21/2013Mediolanum SpA MDL n/a MKQ MKJ MKX MKY MKZ n/a n/a EUR 0.36 0.01 40 1/21/2013Modern Times Group AB MDT MIW MIO MIB MIV MID MIH n/a n/a SEK 26.47 0.18 40 10/26/2012Garmin Ltd ME n/a n/a n/a n/a MEF MEK n/a n/a USD 2.22 0.02 n/a 1/21/2013Meda AB MED n/a n/a n/a n/a MDD MDH n/a n/a SEK 3.40 0.03 n/a 1/21/2013Atrium European Real Estate Ltd MEL n/a n/a n/a n/a MFD MFH n/a n/a EUR 0.24 0.01 n/a 1/21/2013Metro AG MEO MEU MEQ MEJ MEX MEY MEZ n/a n/a EUR 2.25 0.02 40 10/26/2012Mercialys SA MER n/a n/a n/a n/a ULF ULK n/a n/a EUR 1.07 0.01 n/a 10/26/2012M6 MET n/a n/a n/a n/a NIF NIK n/a n/a EUR 0.89 0.01 n/a 10/26/2012Wendel MF n/a n/a n/a n/a WCD WCH n/a n/a EUR 3.74 0.03 n/a 1/21/2013Magyar Telekom MG n/a n/a n/a n/a MGD n/a n/a n/a HUF 25.00 0.17 n/a 1/21/2013Meggitt MGG n/a n/a n/a n/a MGT n/a n/a n/a GBP 0.18 0.01 n/a 1/21/2013Magnit Retailers Food MGI n/a n/a n/a n/a MGN MGA n/a n/a USD 3.41 0.03 n/a 2/22/2013Marine Harvest MH MHW MHO MHB MHV MHD MHH n/a n/a NOK 0.50 0.01 40 8/6/2012MHP SA GDR MHP n/a n/a n/a n/a HQF HQK n/a n/a USD 1.50 0.01 n/a 2/12/2013Energy Transfer Partners LP MI n/a n/a n/a n/a MIF MIK n/a n/a USD 2.92 0.02 n/a 1/21/2013Arcelor Mittal (ex-event package) MIT n/a RRO n/a n/a n/a n/a n/a n/a EUR 1.41 0.01 40 1/21/2013Weyerhaeuser Co MJ n/a n/a n/a n/a MJF MJK n/a n/a USD 1.56 0.02 n/a 1/21/2013Michelin ML MLU MLQ MLJ MLX MLY MLZ n/a n/a EUR 4.87 0.04 40 1/21/2013MOL Hungarian Oil & Gas MLL n/a n/a n/a n/a MLD n/a n/a n/a HUF 1267.49 8.45 n/a 1/21/2013MLP AG MLP ZZU ZZQ ZZJ ZZX ZZY ZZZ n/a n/a EUR 0.41 0.01 n/a 1/21/2013Marsh & McLennan Cos Inc MM n/a CIT CIC CIV CIF CIK n/a n/a USD 1.24 0.01 40 1/21/2013Freeport-McMoRan Copper & Gold Inc MMA n/a MMO MMF MMV MMD MMH n/a n/a USD 3.46 0.03 40 1/21/2013Lagardere S.C.A. MMB MMU MMQ MMJ MMX MMY MMZ n/a n/a EUR 1.80 0.02 40 1/21/2013Mayr-Melnhof Karton AG MMK KRU KRQ KRJ KRX KRY KRZ n/a n/a EUR 3.46 0.03 40 1/21/2013MAN SE MN MJU MJQ MJJ MJX MJY MJZ n/a n/a EUR 6.20 0.05 40 1/21/2013Monsanto Co MNA n/a n/a n/a n/a MND MNH n/a n/a USD 4.89 0.04 n/a 1/21/2013MMC Norilsk Nickel MNN MOW MOO MNJ MOV MOD MOH n/a n/a USD 1.20 0.01 40 1/21/2013Mondadori (Arnoldo) Editore SpA MNO n/a KOQ KOJ KOV KOY KOZ MNO n/a EUR 0.12 0.01 40 1/21/2013Metso MO MOU MOQ MOJ MOX MOY MOZ n/a n/a EUR 2.48 0.02 40 1/21/2013Mobistar SA MOB KUU KUQ KUJ KUX KUY KUZ n/a n/a EUR 2.51 0.02 40 1/21/2013Southern Copper Corp MP n/a n/a n/a n/a MPF MPK n/a n/a USD 3.14 0.03 n/a 1/21/2013Michael Page International MPI n/a n/a n/a n/a MPG n/a n/a n/a GBP 0.25 0.01 n/a 1/21/2013Baker Hughes Inc MQA n/a n/a n/a n/a MQD MQH n/a n/a USD 3.54 0.03 n/a 1/21/2013MARR SpA MR n/a n/a n/a n/a WGF WGK n/a n/a EUR 0.34 0.01 n/a 1/21/2013Montpelier Re Holdings Ltd MRH n/a n/a n/a n/a MRY MRZ n/a n/a USD 1.41 0.01 n/a 1/21/2013Marriott International Inc/DE MRI n/a n/a n/a n/a MRG MRP n/a n/a USD 1.98 0.02 n/a 1/21/2013Merck & Co Inc MRK n/a KSO KSB KSV KYY KYZ n/a n/a USD 1.74 0.02 40 1/21/2013Marvell Technology Group Ltd MRV n/a WZO WZB WZV WZD WZH n/a n/a USD 1.15 0.01 40 10/26/2012Morrison WM Supermarkets plc MRW MIU MIQ MIJ MIX MIY n/a n/a MWR GBP 0.12 0.01 30 10/26/2012Mastercard Inc MSC n/a n/a n/a n/a MSG MSP n/a n/a USD 22.38 0.15 n/a 1/21/2013Microsoft Corporation MSF n/a MZQ MZJ MZX MZY MZZ n/a n/a USD 1.70 0.02 40 10/26/2012Mediaset SpA MSI n/a MHQ MHJ MHX MHY MHZ MSI n/a EUR 0.18 0.01 40 1/21/2013
ATTACHMENT G
LONDON SPAN PARAMETERS FOR EQUITIES (per share)Flexible Contracts
Standard Contracts SPAN ParametersAmerican Style European Style Futures
Contract Name Logical Code CurrencyCash
SettledPhysical Settled
Cash Settled
Physical Settled
Cash Settled
Physical Settled
Future Code
Equity Option
Scanning Range (per
share)
Intermonth Spread Charge
(per share)Volatility Charge
Effective Date
Medtronic Inc MTA n/a MTT MTC MTV MTD MTH n/a n/a USD 2.00 0.02 40 1/21/2013Montebalito SA MTB n/a n/a n/a n/a JDD JDH n/a n/a EUR 0.11 0.01 n/a 10/26/2012Arcelor Mittal MTE AMW AMO AMB AMI AUF AUK ARL n/a EUR 1.37 0.01 40 11/22/2012MITIE Group MTO n/a n/a n/a n/a MTM n/a n/a n/a GBP 0.13 0.01 n/a 1/21/2013MTU Aero Engines Holding AG MTX n/a n/a n/a n/a MKD MKH n/a n/a EUR 3.29 0.03 n/a 1/21/2013Lorillard Inc MU n/a MUD MUH MUW MUF MUK n/a n/a USD 2.30 0.02 40 4/2/2013Muenchener Rueckversicherungs AG MUV MUU MUQ MUJ MUX MUY MUZ n/a n/a EUR 5.00 0.04 40 1/21/2013Colgate-Palmolive Co MWA n/a XHO XHB XHV MWD MWH n/a n/a USD 4.31 0.03 40 1/21/2013Public Service Enterprise Group Inc MXA n/a n/a n/a n/a MXD MXH n/a n/a USD 1.10 0.01 n/a 1/21/2013Bristol-Myers Squibb Co MYA n/a BTT BTC BTN MYD MYH n/a n/a USD 1.47 0.01 40 1/21/2013Novabase SGPS NB n/a n/a n/a n/a NBD NBH n/a n/a EUR 0.09 0.01 n/a 1/21/2013Nordea Bank AB NDA NDU NDQ NDJ NDX NDY NDZ n/a n/a SEK 4.19 0.03 40 2/12/2013National Express Group NE n/a n/a n/a n/a NEB n/a n/a n/a GBP 0.17 0.01 n/a 10/26/2012NetApp Inc NEA n/a n/a n/a n/a NAG NAP n/a n/a USD 3.28 0.03 n/a 1/21/2013Neopost SA NEP n/a n/a n/a n/a NCD NCH n/a n/a EUR 2.84 0.02 n/a 1/21/2013Nestle SA NES NEU NEQ NEJ NEX NEY NEZ n/a n/a CHF 2.20 0.02 40 10/26/2012National Grid plc NGG NGU NGQ NGJ NGX NGY n/a n/a NGG GBP 0.23 0.01 30 1/21/2013NH Hoteles SA NJ NJU NJQ NJJ NJX NJY NJZ n/a n/a EUR 0.29 0.01 40 1/21/2013Nokian Reenkat NK NKU NKQ NKJ NKX n/a n/a n/a n/a EUR 3.72 0.03 40 1/21/2013Nike Inc NKA n/a n/a n/a n/a NKD NKH n/a n/a USD 6.30 0.05 n/a 1/21/2013NKT Holding A/S NKT n/a n/a n/a n/a NGD NGH n/a n/a DKK 21.00 0.14 n/a 1/21/2013OJSC Novo Lipetsk Steel NLM n/a n/a n/a n/a NLD NLH n/a n/a USD 2.98 0.02 n/a 1/21/2013Nomos Bank GDR NMO n/a n/a n/a n/a NMG NMP n/a n/a USD 1.56 0.02 n/a 1/21/2013Nokia OYJ NOK NBU NBQ NBJ NBX NBY NBZ n/a n/a EUR 0.37 0.01 40 1/21/2013Novo-Nordisk A/S NOO NFU NFQ NFJ NFX NFY NFZ n/a n/a DKK 62.50 0.42 40 1/21/2013Novartis AG NOV NAU NAQ NAJ NAX NAY NAZ n/a n/a CHF 2.80 0.02 40 2/12/2013National Oilwell Varco Inc NOW n/a n/a n/a n/a NOY NOZ n/a n/a USD 5.14 0.04 n/a 1/21/2013Norwegian Property ASA NPR n/a n/a n/a n/a NPF NPK n/a n/a NOK 1.00 0.01 n/a 1/21/2013Norske Skogindustrier ASA NR NRW NRO NRB NRV NRD NRH n/a n/a NOK 1.00 0.01 40 10/26/2012Norfolk Southern Corp NSC n/a n/a n/a n/a NFG NFP n/a n/a USD 5.00 0.04 n/a 1/21/2013Neste Oil OYJ NT NTW NTO NTB NTV NTD NTH n/a n/a EUR 0.75 0.01 40 1/21/2013Northgate NTG n/a n/a n/a n/a NEG n/a n/a n/a GBP 0.23 0.01 n/a 1/21/2013Nutreco NV NUB n/a n/a n/a n/a NUV NUF n/a n/a EUR 3.19 0.03 n/a 2/22/2013Nucor Corp NUE n/a n/a n/a n/a NMY NMZ n/a n/a USD 1.94 0.02 n/a 1/21/2013OAO Novatek NV n/a n/a n/a n/a NVD NVH n/a n/a USD 13.26 0.09 n/a 1/21/2013Novozymes A/S NVO n/a n/a n/a n/a NJD NJH n/a n/a DKK 9.00 0.06 n/a 1/21/2013Novorossiysk Sea Trade Port GDR NVR n/a n/a n/a n/a OVF OVK n/a n/a USD 0.68 0.01 n/a 1/21/2013News Corp NWA n/a n/a n/a n/a NWD NWH n/a n/a USD 1.43 0.01 n/a 1/21/2013Nexity NXE n/a n/a n/a n/a NNY NNZ n/a n/a EUR 1.65 0.02 n/a 1/21/2013Nexans SA NXS n/a n/a n/a n/a NDD NDH n/a n/a EUR 3.79 0.03 n/a 1/21/2013Next plc NXT NXU NXQ NXJ NXX NXY n/a n/a NXT GBP 1.85 0.02 30 1/21/2013NYSE Euronext (Paris) NY1 NYW NYO NYB NYV NYH NYD n/a n/a EUR 1.36 0.01 40 1/21/2013Nyrstar NV NYL n/a n/a n/a n/a NYS NYI n/a n/a EUR 0.58 0.01 n/a 1/21/2013New York Times Co/The NYT n/a VUO VUB VUV VUD VUH n/a n/a USD 1.24 0.01 40 1/21/2013NYSE Euronext NYX n/a n/a n/a n/a NSD NSH n/a n/a USD 1.56 0.02 n/a 8/6/2012Newmont Mining Corp NZA n/a n/a n/a n/a NZD NZH n/a n/a USD 4.10 0.03 n/a 1/21/2013ABB Ltd OBB OBU OBQ OBJ OBX OBY OBZ n/a n/a SEK 5.72 0.04 40 1/21/2013Mapfre SA OC OCU OCQ OCJ OCX OCY OCZ n/a n/a EUR 0.25 0.01 40 1/21/2013Ocado Group Plc OCA n/a n/a n/a n/a OOF n/a n/a n/a GBP 0.13 0.01 n/a 1/21/2013OAO Gazprom OG OGW OGO OGB OGV OGD OGH n/a n/a USD 0.71 0.01 40 1/21/2013Obrascon Huarte Lain SA OHL n/a n/a n/a n/a n/a YOD YOH n/a EUR 1.29 0.01 n/a 1/21/2013
ATTACHMENT G
LONDON SPAN PARAMETERS FOR EQUITIES (per share)Flexible Contracts
Standard Contracts SPAN ParametersAmerican Style European Style Futures
Contract Name Logical Code CurrencyCash
SettledPhysical Settled
Cash Settled
Physical Settled
Cash Settled
Physical Settled
Future Code
Equity Option
Scanning Range (per
share)
Intermonth Spread Charge
(per share)Volatility Charge
Effective Date
Baloise Holding AG OIB OIU OIQ OIJ OIX OIY OIZ n/a n/a CHF 3.20 0.03 40 1/21/2013O'Key Group GDR OKA n/a n/a n/a n/a n/a OKL n/a n/a USD 0.76 0.01 n/a 1/21/2013OKO Bank plc OKE n/a n/a n/a n/a OKD OKH n/a n/a EUR 0.80 0.01 n/a 1/21/2013Omega Pharma OME KZU KZQ KZJ KZX KZY KZZ n/a n/a EUR 1.18 0.01 40 10/26/2012Old Mutual OML ODW ODO ODB ODV ODY n/a n/a OMT GBP 0.09 0.01 40 1/21/2013OMV AG OMV OAU OAQ OAJ OAX OAY OAZ n/a n/a EUR 1.56 0.02 40 1/21/2013ACS Actividades Cons y Serv ON ONU ONQ ONJ ONX ONY ONZ n/a n/a EUR 2.00 0.02 40 1/21/2013OTP Bank Nyrt OO n/a n/a n/a n/a OOD n/a n/a n/a HUF 337.55 2.26 n/a 1/21/2013Osterreichische Post AG OPO KXU KXQ KXJ KXX KXY KXZ n/a n/a EUR 1.75 0.02 40 1/21/2013L'Oreal SA OR ORU ORQ ORJ ORX ORY ORZ LRL n/a EUR 5.41 0.04 40 1/21/2013Oracle Corp ORC n/a n/a n/a n/a OXY OXZ n/a n/a USD 1.46 0.01 n/a 1/21/2013Orkla ASA ORK OKU OKQ OKJ OKX OKY OKZ n/a n/a NOK 2.00 0.02 40 1/21/2013Orpea ORP n/a n/a n/a n/a OBF OBK n/a n/a EUR 1.28 0.01 n/a 1/21/2013Antena 3 de Television SA OS OSU OSQ OSJ OSX OSY OSZ n/a n/a EUR 0.36 0.01 40 1/21/2013Outotec OYJ OTE n/a n/a n/a n/a UHD UHH n/a n/a EUR 0.78 0.01 n/a 3/28/2013Outokumpu Oyj OU OUW OUO OUB OUV OUD OUH n/a n/a EUR 0.17 0.01 40 1/21/2013Onyx Pharmaceuticals Inc OX n/a n/a n/a n/a EFF EFK n/a n/a USD 7.10 0.05 n/a 1/21/2013Occidental Petroleum Corp OXA n/a EFT EFC EFN OXD OXH n/a n/a USD 5.03 0.04 40 1/21/2013Pargesa Holding SA PAR n/a n/a n/a n/a PXD PXH n/a n/a CHF 2.50 0.02 n/a 1/21/2013Praktiker AG PB n/a n/a n/a n/a PBD PBH n/a n/a EUR 0.28 0.01 n/a 8/6/2012Publicis Groupe PBG PUU PUQ PUJ PUX PUY PUZ n/a n/a EUR 1.63 0.02 40 1/21/2013Portucel PC n/a n/a n/a n/a PCD PCH n/a n/a EUR 0.12 0.01 n/a 1/21/2013Precision Castparts Corp PCC n/a n/a n/a n/a PEG PEH n/a n/a USD 10.06 0.07 n/a 12/4/2012POSCO ADR PCO n/a n/a n/a n/a PC0 PC1 n/a n/a USD 4.02 0.03 n/a 1/21/2013Pic. Credito Valtellinese PCV n/a n/a n/a n/a PID PIH n/a n/a EUR 0.17 0.01 n/a 1/21/2013Pfleiderer AG PD n/a n/a n/a n/a PDD PDH n/a n/a EUR 0.05 0.01 n/a 1/21/2013PDL Biopharma Inc PDL n/a EGO EGC EGN EGF EGK n/a n/a USD 0.57 0.01 40 1/21/2013Bank Pekao SA PE n/a n/a n/a n/a PED n/a n/a n/a PLN 6.82 0.05 n/a 1/21/2013Peabody Energy Corp PEC n/a n/a n/a n/a PFY PFZ n/a n/a USD 3.00 0.02 n/a 1/21/2013Pepsico Inc PEP n/a PEF PEK PEM PXY PXZ n/a n/a USD 1.78 0.02 40 4/2/2013Pescanova PES n/a n/a n/a n/a VPD VPH n/a n/a EUR 1.76 0.02 n/a 1/21/2013Petrofac PET PEW PEO PEB PEV PTF n/a n/a PET GBP 1.35 0.01 n/a 2/12/2013Total SA PF TZU TZQ TZJ TZX TZY TZZ TOA n/a EUR 2.02 0.02 40 1/21/2013Pfizer PFE n/a PYQ PYJ PYX PYY PYZ n/a n/a USD 0.93 0.01 40 10/26/2012Provident Financial PFG n/a n/a n/a n/a PFW n/a n/a n/a GBP 0.80 0.01 n/a 1/21/2013Premier Farnell PFL n/a n/a n/a n/a PFA n/a n/a n/a GBP 0.16 0.01 n/a 1/21/2013Procter & Gamble Co PG n/a PJQ PJJ PJX PJY PJZ n/a n/a USD 2.63 0.02 40 1/21/2013PG&E Corp PGE n/a n/a n/a n/a PGG PGP n/a n/a USD 1.36 0.01 n/a 1/21/2013Polska Grupa Energetyczna PGN n/a n/a n/a n/a PGW n/a n/a n/a PLN 0.83 0.01 n/a 1/21/2013Petroleum Geo-Services ASA PGS n/a n/a n/a n/a PGD PGH n/a n/a NOK 7.50 0.05 n/a 1/21/2013Phonak AG PHB YUU YUQ YUJ YUX YUY YUZ n/a n/a CHF 7.50 0.05 40 1/21/2013Koninklijke Philips Electronics NV PHI PHU PHQ PHJ PHX PHD PHZ PHI n/a EUR 1.16 0.01 40 10/26/2012Philip Morris Intl Inc PHP n/a PH1 PH2 PH3 MHF MHK n/a n/a USD 4.21 0.03 40 2/5/2013Prysmian SpA PHS n/a MZT MZC MZN MZF MZK n/a n/a EUR 0.99 0.01 40 1/21/2013Piaggio & C. SpA PIA n/a n/a n/a n/a PIU PIQ n/a n/a EUR 0.25 0.01 n/a 1/21/2013Pirelli & C SpA PIR n/a PCQ PCJ PCX PCY PCZ n/a n/a EUR 0.71 0.01 40 1/21/2013PagesJaunes Groupe SA PJG n/a n/a n/a n/a PFC PFH n/a n/a EUR 0.37 0.01 n/a 1/21/2013Julius Baer Holding AG PK PKU PKQ PKJ PKX PKY PKZ n/a n/a CHF 1.20 0.01 40 1/21/2013PKO Bank Polski SA PKK n/a n/a n/a n/a PKD n/a n/a n/a PLN 1.58 0.02 n/a 1/21/2013Polyus Gold Plc PLP n/a n/a n/a n/a PLG PLO n/a n/a GBP 0.20 0.01 n/a 1/21/2013Banco Comercial Portugues PM PMU PMQ PMJ PMX PMY PMZ n/a n/a EUR 0.02 0.01 40 8/6/2012
ATTACHMENT G
LONDON SPAN PARAMETERS FOR EQUITIES (per share)Flexible Contracts
Standard Contracts SPAN ParametersAmerican Style European Style Futures
Contract Name Logical Code CurrencyCash
SettledPhysical Settled
Cash Settled
Physical Settled
Cash Settled
Physical Settled
Future Code
Equity Option
Scanning Range (per
share)
Intermonth Spread Charge
(per share)Volatility Charge
Effective Date
3M Co PMA n/a n/a n/a n/a PMD PMH n/a n/a USD 3.49 0.03 n/a 10/26/2012Premier Oil PMO n/a n/a n/a n/a PMB n/a n/a n/a GBP 0.35 0.01 n/a 1/21/2013Polski Koncern Naftowy PN n/a n/a n/a n/a PND n/a n/a n/a PLN 3.11 0.03 n/a 1/21/2013Pennon Group PNN n/a n/a n/a n/a PNE n/a n/a n/a GBP 0.45 0.01 n/a 1/21/2013Carnival plc POC DJU DJQ DJJ DJX DJY n/a n/a POC GBP 1.06 0.01 30 1/21/2013Petropavlovsk Plc POG n/a n/a n/a n/a POF n/a n/a n/a GBP 0.76 0.01 n/a 1/21/2013Polymetal International Plc POL n/a n/a n/a n/a PO5 PO6 n/a n/a GBP 0.81 0.01 30 1/21/2013Banco Popular Espanol SA POP PAU PAQ PAJ PAX PAY PAZ n/a n/a EUR 0.16 0.01 40 10/26/2012Porsche Automobil Holding SE POR PDU PDQ PDJ PDX PDY PDZ n/a n/a EUR 3.96 0.03 40 10/26/2012Potash Corp of Saskatchewan POT n/a WIO WIB WIV WID OBH n/a n/a USD 2.38 0.02 40 1/21/2013Pinault-Printemps-Redoute PP PPU PPQ PPJ PPX PPY PPZ n/a n/a EUR 6.99 0.05 40 1/21/2013PPG Industries Inc PPG n/a n/a n/a n/a PMG PMP n/a n/a USD 7.09 0.05 n/a 1/21/2013priceline.com Inc PRC n/a n/a n/a n/a PIG PIP n/a n/a USD 56.03 0.38 n/a 1/21/2013Perrigo Co PRG n/a n/a n/a n/a n/a PR6 n/a n/a USD 6.12 0.05 n/a 1/21/2013Partners Group Holding AG PRP n/a n/a n/a n/a PRT PRN n/a n/a CHF 1.00 0.01 n/a 4/2/2013Promotora de Informaciones, S.A. PRS n/a n/a n/a n/a WQY WQZ n/a n/a EUR 0.08 0.01 n/a 1/21/2013Prudential plc PRU PSU PRQ PRJ PRX PRY n/a n/a PRU GBP 0.57 0.01 30 8/6/2012Paccar Inc PSA n/a AKT AKC AKN PSD PSH n/a n/a USD 2.74 0.02 40 1/21/2013Prosegur Cia de Segurided SA PSG n/a n/a n/a n/a PSF PSK n/a n/a EUR 0.46 0.01 n/a 2/12/2013Prosiebensat 1 Media AG PSM n/a n/a n/a n/a WRY WRZ n/a n/a EUR 1.36 0.01 n/a 1/21/2013Pearson plc PSO POU POQ POJ POX POY n/a n/a PSO GBP 0.60 0.01 40 1/21/2013PSP Swiss Property AG PSP n/a n/a n/a n/a QBD QBH n/a n/a CHF 2.90 0.02 n/a 1/21/2013Portugal Telecom SGPS SA PTC PTU PTQ PTJ PTX PTY PTZ n/a n/a EUR 0.28 0.01 40 1/21/2013Bwin.party Digital Entertainment PLC PTG n/a n/a n/a n/a PEY n/a n/a n/a GBP 0.13 0.01 30 1/21/2013PT Multimedia PTM n/a n/a n/a n/a PTD PTH n/a n/a EUR 0.19 0.01 n/a 1/21/2013PostNL NV PTN POM POO POB POV PSY PSZ PTN n/a EUR 0.32 0.01 40 1/21/2013Prosafe ASA PU n/a n/a n/a n/a PUD PUH n/a n/a NOK 3.50 0.03 n/a 1/21/2013Puma SE PUM QXW QXO QXB QXV QXD QXH n/a n/a EUR 12.05 0.09 40 1/21/2013Lonza Group AG PV PVU PVQ PVJ PVX PVY PVZ n/a n/a CHF 4.90 0.04 40 10/26/2012Penn West Petroleum Ltd PWE n/a n/a n/a n/a PWA PWR n/a n/a USD 1.34 0.01 n/a 1/21/2013Paddy Power PLC PWL n/a n/a n/a n/a PPD n/a n/a n/a EUR 2.91 0.02 n/a 1/21/2013Panalpina Welttransport Holding AG PWT n/a n/a n/a n/a PVD PVH n/a n/a CHF 5.30 0.04 n/a 1/21/2013Polimex Mostostal SA PWW n/a n/a n/a n/a PWD n/a n/a n/a PLN 0.15 0.01 n/a 2/12/2013Patrizia Immobilien AG PZ n/a n/a n/a n/a PZD PZH n/a n/a EUR 0.45 0.01 n/a 10/26/2012PZ Cussons Plc PZC n/a n/a n/a n/a PZN n/a n/a n/a GBP 0.31 0.01 n/a 2/12/2013Powszechny Zaklad Ubezpiecze PZU n/a n/a n/a n/a PZQ n/a n/a n/a PLN 29.81 0.2 n/a 10/26/2012Qualcomm Inc QCO n/a QQQ QQJ QQX QQY QQZ n/a n/a USD 3.88 0.03 40 1/21/2013Qiagen NV QIA QFW QFO QFB QFV QFD QFH n/a n/a EUR 0.90 0.01 40 1/21/2013MetLife Inc QMA n/a n/a n/a n/a QMD QMH n/a n/a USD 4.87 0.04 n/a 1/21/2013Dassault Systemes SA QO QOU QOQ QOJ QOX QOY QOZ n/a n/a EUR 3.62 0.03 40 1/21/2013Northrop Grumman Corp QOB n/a n/a n/a n/a QOD QOH n/a n/a USD 3.76 0.03 n/a 1/21/2013QSC AG QST n/a n/a n/a n/a QSC QSN n/a n/a EUR 0.44 0.01 n/a 4/2/2013CVS Caremark Corp QYA n/a n/a n/a n/a QYD QYH n/a n/a USD 1.71 0.02 n/a 1/21/2013Agora SA RA n/a n/a n/a n/a RAD n/a n/a n/a PLN 1.77 0.02 n/a 1/21/2013RATIONAL AG RAA RA1 RA2 RA3 RA4 RA5 RA6 n/a n/a EUR 17.11 0.12 40 10/26/2012Rallye SA RAL n/a n/a n/a n/a UJF UJK n/a n/a EUR 1.85 0.02 n/a 1/21/2013Ratos AB RAT n/a n/a n/a n/a RGD RGH n/a n/a SEK 5.26 0.04 n/a 1/21/2013Reckitt Benckiser Group plc RB RGU RGQ RGJ RGX RGY n/a n/a RB GBP 1.61 0.02 30 10/26/2012Royal Bank of Canada RBC n/a n/a n/a n/a RB8 RB9 n/a n/a USD 2.30 0.02 n/a 1/21/2013Royal Bank of Scotland Group RBS RBU RBQ RBJ RBX RBY n/a n/a RBS GBP 0.30 0.01 30 10/26/2012Richter Gedeon Nyrt RC n/a n/a n/a n/a RCD n/a n/a n/a HUF 2343.35 15.63 n/a 1/21/2013
ATTACHMENT G
LONDON SPAN PARAMETERS FOR EQUITIES (per share)Flexible Contracts
Standard Contracts SPAN ParametersAmerican Style European Style Futures
Contract Name Logical Code CurrencyCash
SettledPhysical Settled
Cash Settled
Physical Settled
Cash Settled
Physical Settled
Future Code
Equity Option
Scanning Range (per
share)
Intermonth Spread Charge
(per share)Volatility Charge
Effective Date
RCS MediaGroup SpA RCS n/a n/a n/a n/a RXD RXH n/a n/a EUR 0.57 0.01 n/a 1/21/2013Royal Dutch Shell plc A Euro RD RDU RDQ RDJ RDX RDY RDZ RD n/a EUR 1.08 0.01 30 10/26/2012RR Donnelley & Sons Co RDD n/a CFT CFC CFN CFF CFK n/a n/a USD 1.00 0.01 40 1/21/2013Recordati SpA RDT n/a n/a n/a n/a CYD CYH n/a n/a EUR 0.26 0.01 n/a 1/21/2013Rexam RE n/a n/a n/a n/a XMY n/a n/a n/a GBP 0.18 0.01 n/a 1/21/2013Reliance Industries Spons GDRs RE5 n/a n/a n/a n/a RE6 RE7 n/a n/a USD 2.40 0.02 n/a 4/2/2013Rexel S.A REE n/a n/a n/a n/a REF REK n/a n/a EUR 1.12 0.01 n/a 1/21/2013Reed Elsevier plc REI REU REQ REJ REX REY n/a n/a REI GBP 0.33 0.01 30 1/21/2013Remy Cointreau REM RE1 RE2 RE3 RE4 RMF RMK n/a n/a EUR 7.42 0.05 n/a 2/5/2013Reed Elsevier NV REN RKU RKQ RKJ RKX RKY RKZ REN n/a EUR 0.39 0.01 40 1/21/2013Repsol SA REP RAU RAQ RAJ RAX RAY RAZ n/a n/a EUR 2.00 0.02 40 1/21/2013Red Electrica Corporacion SA RES WVW WVO WVB WVV WVY WVZ n/a n/a EUR 3.08 0.03 40 10/26/2012Restaurant Plc RET n/a n/a n/a n/a REB n/a n/a n/a GBP 0.16 0.01 n/a 1/21/2013
REW n/a n/a n/a n/a REO n/a n/a n/a GBP 0.17 0.01 n/a 1/21/2013Eurazeo RF n/a n/a n/a n/a EHD EHH n/a n/a EUR 2.60 0.02 n/a 1/21/2013Rhoen Klinikum AG RH n/a n/a n/a n/a RHD RHH n/a n/a EUR 2.82 0.02 n/a 10/26/2012RHI AG RHI WXU WXQ WXJ WXX WXY WXZ n/a n/a EUR 1.19 0.01 40 1/21/2013RHJ International RHX n/a n/a n/a n/a n/a RHY n/a n/a EUR 0.40 0.01 n/a 1/21/2013Pernod-Ricard RI RJU RJQ RJJ RJX RJY RJZ n/a n/a EUR 4.48 0.03 40 10/26/2012Applied Materials Inc RIA n/a PPO PPB PPV RID RIH n/a n/a USD 0.70 0.01 40 1/21/2013Raiffeisen International Bank-Holding AG RIB WUU WUQ WUJ WUX WUY WUZ n/a n/a EUR 2.74 0.02 40 1/21/2013Rieter Holding AG RIE n/a n/a n/a n/a RQD RQH n/a n/a CHF 16.40 0.11 n/a 10/26/2012Transocean Inc RIG n/a n/a n/a n/a XCY XCZ n/a n/a USD 2.96 0.02 n/a 1/21/2013Blackberry RIM n/a WJO WJB WJV WJD WJH n/a n/a USD 2.20 0.02 40 1/21/2013Rostelekom RK n/a n/a n/a n/a RKD RKH n/a n/a USD 2.20 0.02 n/a 1/21/2013Realia Business SA RLA n/a n/a n/a n/a n/a UOD UOH n/a EUR 0.11 0.01 n/a 1/21/2013Rheinmetall AG RM n/a n/a n/a n/a RLD RLH n/a n/a EUR 2.83 0.02 n/a 1/21/2013Hermes International RMS n/a n/a n/a n/a HED HEH n/a n/a EUR 15.50 0.11 40 1/21/2013Rightmove Plc RMV n/a n/a n/a n/a RMO n/a n/a n/a GBP 1.69 0.02 n/a 10/26/2012Randstad Holding RND RFW RFO RFB RFV RFD RFH RTD n/a EUR 2.01 0.02 40 2/22/2013Redes Energéticas Nacionais S.A RNE n/a n/a n/a n/a NVY NVZ n/a n/a EUR 0.14 0.01 40 8/6/2012Renault SA RNO RNU RNQ RNJ RNX RNY RNZ REA n/a EUR 3.39 0.03 40 1/21/2013ReynoldsAmerican Inc RNS n/a RNC RNN RNG MFF MFK n/a n/a USD 2.12 0.02 40 1/21/2013OJSC OC Rosneft RO ROW ROO ROB ROV ROD ROH n/a n/a USD 0.74 0.01 40 1/21/2013Rockwool International AS ROC n/a n/a n/a n/a UFD UFH n/a n/a DKK 35.00 0.24 n/a 1/21/2013Roche GS ROG ROU ROQ ROJ ROX ROY ROZ n/a n/a CHF 7.10 0.05 40 10/26/2012Rogers Communications Inc ROM n/a n/a n/a n/a RO8 RO9 n/a n/a USD 2.10 0.02 n/a 1/21/2013Rotork ROR n/a n/a n/a n/a ROT n/a n/a n/a GBP 1.27 0.01 n/a 1/21/2013Rolls-Royce Group plc RR RRU RRQ RRJ RRX RRY n/a n/a RR GBP 0.47 0.01 30 1/21/2013Randgold Resources LTD RRS WJM WJT WJC WJN RRZ n/a n/a RAR GBP 5.85 0.04 30 1/21/2013Regions Financial Corp RSB n/a BFT BFC BFN RSD RSH n/a n/a USD 0.60 0.01 40 1/21/2013Rentokil Initial plc RTO RLU RLQ RLJ RLX RLY n/a n/a RTO GBP 0.06 0.01 30 1/21/2013Rio Tinto plc RTZ RIU RIQ RIJ RIX RIY n/a RIO RTZ GBP 2.47 0.02 30 10/26/2012Regus Plc RUA n/a n/a n/a n/a RUF n/a n/a n/a GBP 0.08 0.01 30 1/21/2013Rubis RUI n/a n/a n/a n/a XXG XXP n/a n/a EUR 2.04 0.02 n/a 1/21/2013Swiss Reinsurance RUK RFU RFQ RFJ RFX RFY RFZ n/a n/a CHF 3.50 0.03 40 10/26/2012RusHydro RUS RSM RST RSC RSN HCF HCK n/a n/a USD 0.24 0.01 n/a 1/21/2013Rautaruukki RV RVU RVQ RVJ RVX RVY RVZ n/a n/a EUR 0.55 0.01 40 1/21/2013Dominion Resources Inc/VA RVA n/a n/a n/a n/a RVD RVH n/a n/a USD 1.46 0.01 n/a 1/21/2013Automatic Data Processing Inc RWA n/a AYT AYC AYN RWD RWH n/a n/a USD 2.01 0.02 40 10/26/2012RWE AG RWE RWU RWQ RWJ RWX RWY RWZ n/a n/a EUR 2.32 0.02 40 1/21/2013
Resolution Ltd
ATTACHMENT G
LONDON SPAN PARAMETERS FOR EQUITIES (per share)Flexible Contracts
Standard Contracts SPAN ParametersAmerican Style European Style Futures
Contract Name Logical Code CurrencyCash
SettledPhysical Settled
Cash Settled
Physical Settled
Cash Settled
Physical Settled
Future Code
Equity Option
Scanning Range (per
share)
Intermonth Spread Charge
(per share)Volatility Charge
Effective Date
RWE AG - PFD RWG n/a n/a n/a n/a FTD FTH n/a n/a EUR 2.20 0.02 n/a 1/21/2013Ryanair Holdings plc RY RYW RYO RYB RYV RYD n/a n/a n/a EUR 0.34 0.01 40 1/21/2013Ryanair Holdings plc RYA n/a n/a n/a n/a RPD n/a n/a n/a EUR 0.36 0.01 n/a 1/21/2013RSA Insurance Group RYL RSU RSQ RSJ RSX RSY n/a n/a RYL GBP 0.07 0.01 30 8/6/2012Raytheon Co RZA n/a n/a n/a n/a RZD RZH n/a n/a USD 3.27 0.03 n/a 1/21/2013SAIC Inc SA0 n/a SA2 SA4 SA5 n/a n/a n/a n/a USD 0.68 0.01 40 2/5/2013SABMiller plc SAB APU APQ APJ APX APY n/a n/a SAB GBP 2.22 0.02 30 1/21/2013Safran SA SAF ZAW ZAO ZAB ZAV ZAD ZAH n/a n/a EUR 1.73 0.02 40 1/21/2013Savills Plc SAI n/a n/a n/a n/a SVI n/a n/a n/a GBP 0.31 0.01 n/a 1/21/2013Salamander Energy Plc SAL n/a n/a n/a n/a LDF n/a n/a n/a GBP 0.16 0.01 n/a 1/21/2013Sainsbury (J) SAN SAU SAQ SAJ SAX SAY n/a n/a SAN GBP 0.16 0.01 30 8/6/2012SAP AG SAP SKU SKQ SKJ SKX SKY SKZ n/a n/a EUR 2.44 0.02 40 1/21/2013Saras SpA SAR n/a n/a n/a n/a EOD EOH n/a n/a EUR 0.12 0.01 n/a 1/21/2013Sun Life Financial Inc SAV n/a n/a n/a n/a SU8 SU9 n/a n/a USD 2.02 0.02 n/a 1/21/2013Banco de Sabadell SA SBA TVW TVO TVB TVX TVY TVZ n/a n/a EUR 0.23 0.01 40 1/21/2013Sberbank Rossii OAO SBB SEW SPO SPB SPV SEF SPH n/a n/a USD 0.92 0.01 40 1/21/2013Starbucks Corp SBC n/a n/a n/a n/a SKG SKK n/a n/a USD 4.66 0.04 n/a 1/21/2013Schoeller-Bleckmann Oilfield Equipment AG SBO WZU WZQ WZJ WZX WZY WZZ n/a n/a EUR 5.94 0.04 40 1/21/2013SEB S.A SBS n/a n/a n/a n/a SBY SBZ n/a n/a EUR 4.77 0.04 n/a 1/21/2013AT&T Inc SBX n/a JTQ JTJ JTX JTY JTZ n/a n/a USD 1.77 0.02 40 1/21/2013SCOR SE SC1 YPW YPO YPB YPV YPD YPH n/a n/a EUR 0.90 0.01 40 1/21/2013Scania AB-B SHS SCA SXW SXO SXB SXV SXD SXH n/a n/a SEK 7.05 0.05 40 1/21/2013Standard Chartered plc SCB SCU SCQ SCJ SCX SCY n/a n/a SCB GBP 1.10 0.01 40 1/21/2013Banco Santander Central Hispano SA SCH SJU SJQ SJJ SJX SJY SJZ n/a n/a EUR 0.70 0.01 40 1/21/2013Schibsted ASA SCI n/a n/a n/a n/a NNF NNK n/a n/a NOK 12.50 0.09 n/a 1/21/2013Svenska Cellulosa AB ser. B SCL EPU EPQ EPJ EPX EPY EPZ n/a n/a SEK 7.36 0.05 40 1/21/2013Swisscom AG SCM SWU SWQ SWJ SWX SWY SWZ n/a n/a CHF 12.00 0.08 40 1/21/2013Schindler Holding AG (Registered) SCN n/a n/a n/a n/a SCW SCE n/a n/a CHF 4.90 0.04 n/a 1/21/2013Schindler Holding AG (Part Cert) SCP n/a n/a n/a n/a ZCD ZCH n/a n/a CHF 4.70 0.04 n/a 1/21/2013G4S plc SCR n/a n/a n/a n/a G4S n/a SCR n/a GBP 0.14 0.01 n/a 1/21/2013K+S AG SDF KDW KDO KDB KDV KDD KDH n/a n/a EUR 2.27 0.02 40 1/21/2013Schroders SDR n/a n/a n/a n/a SDV n/a n/a n/a GBP 0.73 0.01 n/a 1/21/2013Semapa SE n/a n/a n/a n/a SED SEH n/a n/a EUR 0.29 0.01 n/a 1/21/2013Skandinaviska Enskilda Bk AB ser. A SEB QSU QSQ QSJ QSX QSY QSZ n/a n/a SEK 3.01 0.03 40 1/21/2013Securitas AB ser. B SEC QPU QPQ QPJ QPX QPY QPZ n/a n/a SEK 3.70 0.03 40 1/21/2013Semperit AG Holding SEM n/a n/a n/a n/a UOF UOK n/a n/a EUR 2.52 0.02 n/a 1/21/2013Suez Environnement SA SEN QQW QQO QQB QQV QQD QQH n/a n/a EUR 0.83 0.01 40 1/21/2013Sechilienne-Sidec SES n/a n/a n/a n/a WOF WOK n/a n/a EUR 0.78 0.01 n/a 1/21/2013Severn Trent PLC SEV WKM WKT WKC WKN NSY n/a n/a SVT GBP 1.02 0.01 30 10/26/2012Sogefi SpA SF n/a n/a n/a n/a SFD SFH n/a n/a EUR 0.12 0.01 n/a 1/21/2013SKF AB SFB XGU XGQ XGJ XGX XGY XGZ n/a n/a SEK 10.26 0.07 40 1/21/2013Salesforce.com Inc SFC n/a n/a n/a n/a SSG SSP n/a n/a USD 11.50 0.08 n/a 1/21/2013SuperGroup Plc SG n/a n/a n/a n/a SGF n/a n/a n/a GBP 0.77 0.01 n/a 1/21/2013Stagecoach Group SGC n/a n/a n/a n/a STE n/a n/a n/a GBP 0.15 0.01 n/a 1/21/2013Sage Group plc SGE QLU QLQ QLJ QLX QLY n/a n/a SGE GBP 0.18 0.01 30 1/21/2013SGL Carbon SE SGL n/a n/a n/a n/a ZED ZEH n/a n/a EUR 2.06 0.02 n/a 1/21/2013Cie de Saint-Gobain SGO SGU SGQ SGJ SGX SGY SGZ SGB n/a EUR 2.53 0.02 40 1/21/2013Safilo Group SpA SGS n/a n/a n/a n/a NBF NBK n/a n/a EUR 0.49 0.01 n/a 1/21/2013Royal Dutch Shell plc A SHA RZU RZQ RZJ SX RZY n/a n/a SHA GBP 0.95 0.01 30 10/26/2012Svenska Handelsbanken ser. A SHB AQU AQQ AQJ AQX AQY AQZ n/a n/a SEK 11.80 0.08 40 1/21/2013Sears Holdings Corp SHC n/a WRO WRB WRV WRD WRH n/a n/a USD 8.36 0.06 40 1/21/2013
ATTACHMENT G
LONDON SPAN PARAMETERS FOR EQUITIES (per share)Flexible Contracts
Standard Contracts SPAN ParametersAmerican Style European Style Futures
Contract Name Logical Code CurrencyCash
SettledPhysical Settled
Cash Settled
Physical Settled
Cash Settled
Physical Settled
Future Code
Equity Option
Scanning Range (per
share)
Intermonth Spread Charge
(per share)Volatility Charge
Effective Date
Royal Dutch Shell plc B SHL SHU SHQ SHJ SHX SHY n/a n/a SHL GBP 0.99 0.01 30 10/26/2012Shinhan Financial Group ADR SHN n/a n/a n/a n/a SH0 SH1 n/a n/a USD 4.60 0.04 n/a 1/21/2013Starwood Hotels & Resorts Worldwide SHO n/a BPT BPC BPN BPF BPK n/a n/a USD 3.11 0.03 40 1/21/2013Shire Pharmaceuticals plc SHP SRU SRQ SRJ SRX SRY n/a n/a SHP GBP 1.21 0.01 40 1/21/2013SunTrust Banks Inc SIA n/a VKO VKB VKV SID SIH n/a n/a USD 1.93 0.02 40 1/21/2013Siemens AG SIE SIU SIQ SIJ SIX SIY SIZ n/a n/a EUR 4.60 0.04 40 1/21/2013Sika AG SIK n/a n/a n/a n/a ZGD ZGH n/a n/a CHF 93.50 0.63 n/a 1/21/2013SILIC SIL n/a n/a n/a n/a UMF UMK n/a n/a EUR 3.69 0.03 n/a 1/21/2013Sirius Satellite Radio Ltd SIR n/a WOO WOB WOV WOD WOH n/a n/a USD 0.22 0.01 40 1/21/2013Sixt AG SIT SI1 SI2 SI3 SI4 SI5 SI6 n/a n/a EUR 1.44 0.01 40 10/26/2012SSAB AB SJ SJW SJO SJB SJV SJD SJH n/a n/a SEK 5.37 0.04 40 1/21/2013Shaw Communications Inc SJR n/a n/a n/a n/a n/a SJS n/a n/a USD 0.87 0.01 n/a 1/21/2013Skanska AB SKA XFU XFQ XFJ XFX XFY XFZ n/a n/a SEK 5.19 0.04 40 1/21/2013SK Telecom Co. Ltd ADR SKT n/a n/a n/a n/a SK0 SK1 n/a n/a USD 0.74 0.01 n/a 1/21/2013Standard Life plc SL LFU LFQ LFJ LFX LFY n/a n/a LFI GBP 0.17 0.01 40 1/21/2013SEGRO plc SLO n/a n/a n/a n/a XIY n/a n/a n/a GBP 0.11 0.01 n/a 1/21/2013Solaria Energia y Medio Amb SLR n/a n/a n/a n/a n/a ULD ULH n/a EUR 0.23 0.01 n/a 1/21/2013Statoil ASA SLX SQU SQQ SQJ SQX SQY SQZ n/a n/a NOK 7.00 0.05 40 1/21/2013Smurfit Kappa Group PLC SM n/a n/a n/a n/a ZPD n/a n/a n/a EUR 1.02 0.01 n/a 1/21/2013DS Smith Plc SM0 n/a n/a n/a n/a SM5 n/a n/a n/a GBP 0.14 0.01 n/a 10/26/2012Sampo Oyj SMP FAU FAQ FAJ FAX FAY FAZ n/a n/a EUR 0.95 0.01 40 1/21/2013Smiths Group SMS n/a n/a n/a n/a NWY n/a n/a SMI GBP 0.51 0.01 40 1/21/2013Snam Rete Gas SpA SNA n/a CXQ CXJ CXX CXY CXZ SGR n/a EUR 0.15 0.01 40 1/21/2013SONAECOM SGPS SNC n/a n/a n/a n/a SAD SAH n/a n/a EUR 0.10 0.01 n/a 1/21/2013Smith & Nephew plc SNP SNU SNQ SNJ SNX SNY n/a n/a SNP GBP 0.27 0.01 30 8/6/2012Sonae Industria SGPS SO n/a n/a n/a n/a SOD SOH n/a n/a EUR 0.07 0.01 n/a 1/21/2013Solvay SA SOB SOU SOQ SOJ SOX SOY SOZ n/a n/a EUR 6.50 0.05 40 1/21/2013Soc.Iniziative Autostradali e Servizi SpA SOC n/a n/a n/a n/a n/a STK n/a n/a EUR 0.42 0.01 n/a 1/21/2013Sonae SGPS SA SON n/a n/a n/a n/a OQY OQZ n/a n/a EUR 0.05 0.01 40 1/21/2013SOS Cuetara SA SOS n/a n/a n/a n/a n/a IWD IWH n/a EUR 0.04 0.01 n/a 1/21/2013Spirax-Sarco Engineering SP n/a n/a n/a n/a SPA n/a n/a n/a GBP 1.55 0.02 n/a 1/21/2013Spectra Energy Corp SPE n/a n/a n/a n/a MQF MQK n/a n/a USD 1.20 0.01 n/a 1/21/2013Saipem SpA SPM n/a WYQ WYJ WYX WYY WYZ SPM n/a EUR 2.64 0.02 40 1/21/2013Simon Property Group Inc SPP n/a n/a n/a n/a SNF SNK n/a n/a USD 9.98 0.07 n/a 10/26/2012Swiss Prime Site AG SPR n/a n/a n/a n/a SPL SPS n/a n/a CHF 4.08 0.03 n/a 1/21/2013Swedish Match AB SQ SQW SQO SQB SQV SQD SQH n/a n/a SEK 20.64 0.14 40 1/21/2013Strabag SE SRA n/a n/a n/a n/a UDF UDK n/a n/a EUR 1.82 0.02 n/a 1/21/2013Schroders N/V SRD n/a n/a n/a n/a SRT n/a n/a n/a GBP 0.49 0.01 n/a 1/21/2013Serco Group SRP n/a n/a n/a n/a SRC n/a n/a n/a GBP 0.23 0.01 n/a 1/21/2013Sistema JSFC SS n/a n/a n/a n/a SSD SSH n/a n/a USD 2.32 0.02 n/a 1/21/2013Scottish & Southern Energy SSE SSU SSQ SSJ SSX SSY n/a n/a SSE GBP 0.65 0.01 40 2/12/2013Homeserve SSF n/a n/a n/a n/a HON n/a SSF n/a GBP 0.45 0.01 n/a 1/21/2013Sanofi-Aventis SSL SFU SFQ SFJ SFX SFY SFZ SNV n/a EUR 3.90 0.03 40 10/26/2012Seadrill Ltd. ST STW STO SSB STV STD STH n/a n/a NOK 10.00 0.07 40 1/21/2013Storebrand ASA STB SUW SUO SUB SUV SUD SUH n/a n/a NOK 2.50 0.02 40 1/21/2013Stobart Group Ltd STG n/a n/a n/a n/a STC N n/a n/a GBP 0.08 0.01 n/a 1/21/2013STMicroelectronics NV STM n/a ARQ ARJ ARX ARY ARZ STM n/a EUR 0.42 0.01 40 1/21/2013Straumann Holding STN n/a n/a n/a n/a TMD TMH n/a n/a CHF 13.30 0.09 n/a 1/21/2013Staples Inc STP n/a n/a n/a n/a HZG HZP n/a n/a USD 1.07 0.01 n/a 1/21/2013Groupe Steria SCA STU n/a n/a n/a n/a STQ SJA n/a n/a EUR 1.22 0.01 n/a 1/21/2013Stora Enso Oyj STX DKU DKQ DKJ DKX DKY DKZ n/a n/a EUR 0.49 0.01 40 1/21/2013
ATTACHMENT G
LONDON SPAN PARAMETERS FOR EQUITIES (per share)Flexible Contracts
Standard Contracts SPAN ParametersAmerican Style European Style Futures
Contract Name Logical Code CurrencyCash
SettledPhysical Settled
Cash Settled
Physical Settled
Cash Settled
Physical Settled
Future Code
Equity Option
Scanning Range (per
share)
Intermonth Spread Charge
(per share)Volatility Charge
Effective Date
Schneider Electric SA SU SUU SUQ SUJ SUX SUY SUZ SNE n/a EUR 3.21 0.03 40 1/21/2013Suess Microtec AG SUA n/a n/a n/a n/a SUM SUI n/a n/a EUR 0.98 0.01 n/a 4/2/2013Suncor Energy Inc SUC n/a n/a n/a n/a SUS SUP n/a n/a USD 2.25 0.02 n/a 1/21/2013Suedzucker AG SUE SU3 SU4 SU5 SU6 XLY XLZ n/a n/a EUR 1.69 0.02 40 2/5/2013Sulzer AG SUL YVU YVQ YVJ YVX YVY YVZ n/a n/a CHF 5.70 0.04 40 1/21/2013OAO Severstal SV n/a n/a n/a n/a SVD SVH n/a n/a USD 1.13 0.01 n/a 1/21/2013Sandvik AB SVK DHU DHQ DHJ DHX DHY DHZ n/a n/a SEK 8.00 0.06 40 1/21/2013SilverCorp Metals Inc SVN n/a n/a n/a n/a SVG SVP n/a n/a USD 0.75 0.01 n/a 1/21/2013Solarworld AG SW AUW AUO AUB AUV SWD SWH n/a n/a EUR 0.31 0.01 40 1/21/2013Novartis AG ADR SW3 n/a n/a n/a n/a SW3 3SW n/a n/a USD 2.12 0.02 n/a 1/21/2013Syngenta AG ADR SW4 n/a n/a n/a n/a SW4 4SW n/a n/a USD 3.05 0.03 n/a 1/21/2013Credit Suisse Group AG ADR SW5 n/a n/a n/a n/a SW5 5SW n/a n/a USD 1.64 0.02 n/a 1/21/2013ABB Ltd ADR SW6 n/a n/a n/a n/a SW6 6SW n/a n/a USD 0.96 0.01 n/a 1/21/2013Sodexho SA SWA XEU XEQ XEJ XEX XEY XEZ n/a n/a EUR 2.83 0.02 40 1/21/2013Silver Wheaton Corp SWG n/a n/a n/a n/a SL8 SL9 n/a n/a USD 3.86 0.03 n/a 1/21/2013Sanoma Corporation SWS n/a n/a n/a n/a ZBD ZBH n/a n/a EUR 0.68 0.01 n/a 1/21/2013Swatch Group AG - N SWT UIU UIQ UIJ UIX UIY UIZ n/a n/a CHF 4.50 0.03 40 1/21/2013Spectris SXS n/a n/a n/a n/a SPC n/a n/a n/a GBP 1.93 0.02 n/a 1/21/2013Sydbank A/S SYB n/a n/a n/a n/a ZJD ZJH n/a n/a DKK 5.80 0.04 n/a 1/21/2013Symrise AG SYI n/a n/a n/a n/a UJD UJH n/a n/a EUR 1.13 0.01 n/a 1/21/2013Stryker Corporation SYK n/a STT SYC SNN SYD SYH n/a n/a USD 2.48 0.02 40 1/21/2013Syngenta AG SYN CUU CUQ CUJ CUX CUY CUZ n/a n/a CHF 14.00 0.1 40 1/21/2013Sacyr Vallehermoso SA SYV VYW VYO VYB VYV VYY VYZ n/a n/a EUR 0.26 0.01 40 1/21/2013Stada Arzneimittel AG SZ SZW SZO SZB SZV SZD SZH n/a n/a EUR 1.39 0.01 40 1/21/2013Salzgitter AG SZG YJU YJQ YJJ YJX YJY YJZ n/a n/a EUR 3.44 0.03 40 1/21/2013Target Corp TAA n/a TAO TAF TAV TAD TAH n/a n/a USD 2.39 0.02 40 10/26/2012British American Tobacco plc TAB TBU TBQ TBJ TBX TBY n/a n/a TAB GBP 1.39 0.01 30 10/26/2012Telekom Austria AG TAG TRU TRQ TRJ TRX TRY TRZ n/a n/a EUR 0.53 0.01 40 1/21/2013Tate & Lyle TAL OTU OTQ OTJ OTX OTY n/a n/a TAT GBP 0.38 0.01 40 2/12/2013Talisman Energy Inc TAM n/a n/a n/a n/a TA8 TA9 n/a n/a USD 1.25 0.01 n/a 1/21/2013Erste Group Bank AG TB n/a n/a n/a n/a TBD n/a n/a n/a CZK 53.95 0.36 n/a 1/21/2013Tesco plc TCO TCU TCQ TCJ TCX TCY n/a n/a TCO GBP 0.17 0.01 40 1/21/2013Tecnicas Reunidas SA TCR n/a n/a n/a n/a n/a WWD WWH n/a EUR 2.03 0.02 n/a 1/21/2013Koninklijke Ten Cate NV TCT KTW KTO KTJ KTX KTD KTH n/a n/a EUR 1.80 0.02 40 1/21/2013TDC A/S TDC n/a n/a n/a n/a TKF TKK n/a n/a DKK 1.85 0.02 n/a 1/21/2013Tod's SPA TDS n/a n/a n/a n/a QJD QJH n/a n/a EUR 7.16 0.05 n/a 1/21/2013Telefonica Czech Republic AS TE n/a n/a n/a n/a TED n/a n/a n/a CZK 25.46 0.17 n/a 1/21/2013Tessenderlo Chemie NV TE6 n/a n/a n/a n/a TE7 TE8 n/a n/a EUR 1.62 0.02 n/a 1/21/2013Technip SA TEC TDW TDO TDB TDV TDD TDH n/a n/a EUR 5.24 0.04 40 1/21/2013Telefonica SA TEF TEU TEQ TEJ TEX TEY TEZ n/a n/a EUR 0.76 0.01 40 1/21/2013Tenaris SA TEN n/a XUQ XUJ XUX XUY XUZ n/a n/a EUR 1.06 0.01 40 1/21/2013Telecom Plus Plc TEP n/a n/a n/a n/a TE5 n/a n/a n/a GBP 0.45 0.01 n/a 1/21/2013Terra Nitrogen Co LP TER n/a n/a n/a n/a MOF MOK n/a n/a USD 18.67 0.13 n/a 1/21/2013TEVA Pharmaceutical Ind TEV n/a TEO TEB TEI ZAY ZAZ n/a n/a USD 1.94 0.02 40 1/21/2013Societe Television Francaise 1 TFI TFU TFQ TFJ TFX TFY TFZ n/a n/a EUR 0.76 0.01 40 1/21/2013TGS Nopec GeoPhys Company ASA TGS n/a n/a n/a n/a TND TNH n/a n/a NOK 12.50 0.09 n/a 1/21/2013Tryg AS TGV n/a n/a n/a n/a TYF TYK n/a n/a DKK 19.00 0.13 n/a 1/21/2013Thompson Reuters Corp THO n/a n/a n/a n/a FOF FOK n/a n/a USD 1.07 0.01 n/a 1/21/2013ThromboGenics NV THR n/a n/a n/a n/a n/a THB n/a n/a EUR 4.00 0.03 n/a 11/22/2012Telecom Italia SpA TI n/a TJQ TJJ TJX TJY TJZ TI n/a EUR 0.08 0.01 40 1/21/2013Telecom Italia SpA (Savings) TIR n/a TNQ TNJ TNX TNY TNZ TIR n/a EUR 0.06 0.01 40 1/21/2013
ATTACHMENT G
LONDON SPAN PARAMETERS FOR EQUITIES (per share)Flexible Contracts
Standard Contracts SPAN ParametersAmerican Style European Style Futures
Contract Name Logical Code CurrencyCash
SettledPhysical Settled
Cash Settled
Physical Settled
Cash Settled
Physical Settled
Future Code
Equity Option
Scanning Range (per
share)
Intermonth Spread Charge
(per share)Volatility Charge
Effective Date
TJX Cos Inc TJC n/a n/a n/a n/a THY TCP n/a n/a USD 2.25 0.02 n/a 1/21/2013ThyssenKrupp AG TKA TKU TKQ TKJ TKX TKY TKZ n/a n/a EUR 1.44 0.01 40 1/21/2013Allstate Corp/The TKB n/a n/a n/a n/a TKD TKH n/a n/a USD 1.84 0.02 n/a 1/21/2013Travelers Cos Inc/The TLA n/a n/a n/a n/a TLD TLH n/a n/a USD 3.47 0.03 n/a 1/21/2013Teleperformance TLG n/a n/a n/a n/a TLP TLE n/a n/a EUR 2.16 0.02 n/a 1/21/2013TeliaSonera AB TLI TLU TLQ TLJ TLX TLY TLZ n/a n/a SEK 2.50 0.02 40 1/21/2013Telenor ASA TLR TQU TQQ TQJ TQX TQY TQZ n/a n/a NOK 6.00 0.04 40 1/21/2013Tele2 AB ser. B TLT TSU TSQ TSJ TSX TSY TSZ n/a n/a SEK 5.50 0.04 40 1/21/2013Tullow Oil TLW TXW TXO TXB TXV TON n/a n/a TLO GBP 0.89 0.01 40 1/21/2013TMK (OAO) GDR TMM n/a n/a n/a n/a KKG KKP n/a n/a USD 1.19 0.01 n/a 1/21/2013Technicolor SA TMS TMU TMQ TMJ TMX TMY TMZ n/a n/a EUR 0.30 0.01 40 1/21/2013Topdanmark A/S TOP n/a n/a n/a n/a THD THH n/a n/a DKK 4.40 0.03 n/a 3/13/2013Telekomunikacja Polska SA TP n/a n/a n/a n/a TPD n/a n/a n/a PLN 1.27 0.01 n/a 1/21/2013Tauron Polska Energia SA TPE n/a n/a n/a n/a TPA n/a n/a n/a PLN 0.50 0.01 n/a 8/22/2012Travis Perkins TPK n/a n/a n/a n/a TPS n/a n/a n/a GBP 0.61 0.01 n/a 1/21/2013State Street Corp TRA n/a n/a n/a n/a TRD TRH n/a n/a USD 2.61 0.02 n/a 1/21/2013Trelleborg AB TRE TJW TJO TJB TJV TJD TJH n/a n/a SEK 4.62 0.04 40 1/21/2013Tubos Reunidos SA TRG n/a n/a n/a n/a n/a IRD IRH n/a EUR 0.13 0.01 n/a 1/21/2013TERNA - Trasmissione Elettricita Rete Nazionale SpA TRN n/a XVQ XVJ XVX XVY XVZ TRN n/a EUR 0.15 0.01 40 1/21/2013T Rowe Price Group Inc TRP n/a n/a n/a n/a TGG TGP n/a n/a USD 3.24 0.03 n/a 1/21/2013Transcanada Corp TRS n/a n/a n/a n/a TR6 TR7 n/a n/a USD 1.78 0.02 n/a 1/21/2013Toronto-Dominion Bank TRT n/a n/a n/a n/a TR8 TR9 n/a n/a USD 2.28 0.02 n/a 1/21/2013Tomra Systems ASA TSA TOW TOO TOB TOV TOD TOH n/a n/a NOK 4.00 0.03 40 1/21/2013Lloyds Banking Group plc TSB LLU LLQ LLJ LLX LLY n/a n/a TSB GBP 0.04 0.01 40 10/26/2012Total System Services Inc TSS n/a BBT BBC BBN BBF BBK n/a n/a USD 1.19 0.01 40 1/21/2013TNT Express NV TTE TNM TNA TNC TNV TNF TNK n/a n/a EUR 0.80 0.01 40 1/21/2013TT Electronics TTG n/a n/a n/a n/a TBG n/a n/a n/a GBP 0.17 0.01 n/a 1/21/2013TomTom NV TTM XWU XWQ XWJ XWX XWY XWZ n/a n/a EUR 0.49 0.01 40 8/6/2012Telus Corp TUE n/a n/a n/a n/a n/a TUR n/a n/a USD 2.69 0.02 n/a 1/21/2013TUI AG TUI TUU TUQ TUJ TUX TUY TUZ n/a n/a EUR 0.54 0.01 40 1/21/2013TVN SA TVV n/a n/a n/a n/a TVD n/a n/a n/a PLN 1.22 0.01 n/a 1/21/2013Taylor Wimpey plc TWO n/a n/a n/a n/a TWI n/a n/a n/a GBP 0.05 0.01 40 12/13/2012Texas Instruments Inc TXA n/a n/a n/a n/a TXD TXH n/a n/a USD 1.60 0.02 n/a 1/21/2013Tyco International Ltd TYA n/a n/a n/a n/a TYD TYH n/a n/a USD 1.69 0.02 n/a 1/21/2013Aflac Inc TZA n/a n/a n/a n/a TZD TZH n/a n/a USD 2.13 0.02 n/a 1/21/2013UBM Ltd UBM n/a n/a n/a n/a UBN n/a n/a n/a GBP 0.41 0.01 n/a 1/21/2013UBS AG UBS UBU UBQ UBJ UBX UBY UBZ n/a n/a CHF 1.00 0.01 40 10/26/2012Ubisoft Entertainement UBT n/a n/a n/a n/a UBI UBC n/a n/a EUR 0.52 0.01 n/a 2/22/2013Unicredit SPA UC n/a UCQ UCJ UCX UCY UCZ UC n/a EUR 0.34 0.01 40 1/21/2013Union Pacific Corp UCA n/a n/a n/a n/a UCD UCH n/a n/a USD 5.82 0.04 n/a 1/21/2013UCB SA UCB UEU UEQ UEJ UEX UEY UEZ n/a n/a EUR 2.49 0.02 40 1/21/2013Peugeot SA UG UGU UGQ UGJ UGX UGY UGZ n/a n/a EUR 1.05 0.01 40 1/21/2013Swatch Group AG (Bearer Shs) UHR n/a n/a n/a n/a ZID ZIH n/a n/a CHF 32.20 0.22 n/a 1/21/2013United Internet AG UI UIW UIO UIB UIV UID UIH n/a n/a EUR 0.96 0.01 40 1/21/2013Unibail UL UFU UFQ UFJ UFX UFY UFZ n/a n/a EUR 9.06 0.07 40 1/21/2013Ultra Electronics Holdings ULE n/a n/a n/a n/a UEH n/a n/a n/a GBP 1.15 0.01 n/a 1/21/2013Unilever plc ULV ULU ULQ ULJ ULX ULY n/a ULR ULV GBP 0.97 0.01 30 10/26/2012Umicore UMI UMU UMQ UMJ UMX UMY UMZ n/a n/a EUR 2.73 0.02 40 1/21/2013Unilever NV UNA UNU UNQ UNJ UNX UNY UNZ UNA n/a EUR 1.01 0.01 30 1/21/2013United Parcel Service Inc UNB n/a UNV UNP UNK UND UPH n/a n/a USD 2.81 0.02 40 4/2/2013United Health Group Inc UNH n/a UYT UYC UYN UYY UYZ n/a n/a USD 4.00 0.03 40 1/21/2013
ATTACHMENT G
LONDON SPAN PARAMETERS FOR EQUITIES (per share)Flexible Contracts
Standard Contracts SPAN ParametersAmerican Style European Style Futures
Contract Name Logical Code CurrencyCash
SettledPhysical Settled
Cash Settled
Physical Settled
Cash Settled
Physical Settled
Future Code
Equity Option
Scanning Range (per
share)
Intermonth Spread Charge
(per share)Volatility Charge
Effective Date
UNIT4 NV UNT UTE UTA UTR UTI UTG UTP n/a n/a EUR 1.74 0.02 40 10/26/2012Unipetrol UP n/a n/a n/a n/a UPD n/a n/a n/a CZK 10.07 0.07 n/a 1/21/2013UPM-Kymmene Oyj UPX UAU UAQ UAJ UAX UAY UAZ n/a n/a EUR 0.68 0.01 40 1/21/2013UNIQA Versicherungen AG UQA XYU XYQ XYJ XYX XYY XYZ n/a n/a EUR 0.62 0.01 40 1/21/2013Uralkali URA n/a n/a n/a n/a UUF UUK n/a n/a USD 2.79 0.02 n/a 10/26/2012US Bancorp USA n/a BST BSC BSN USD USH n/a n/a USD 1.18 0.01 40 1/21/2013USG People USB n/a n/a n/a n/a USV USF n/a n/a EUR 0.40 0.01 n/a 2/22/2013United Technologies Corp UTX n/a UTU UTQ UTJ UTY UTZ n/a n/a USD 3.18 0.03 40 4/2/2013United Utilities plc UUL UUU UUQ UUJ UUX UUY n/a n/a UUL GBP 0.38 0.01 40 1/21/2013OC Oerlikon Corp AG UXA UXU UXQ UXJ UXX UXY UXZ n/a n/a CHF 0.60 0.01 40 1/21/2013Apache Corp UYA n/a n/a n/a n/a UYD UYH n/a n/a USD 4.63 0.04 n/a 1/21/2013Deere & Co VBA n/a n/a n/a n/a VBD VBH n/a n/a USD 4.97 0.04 n/a 1/21/2013Wacker Chemie AG VC n/a n/a n/a n/a VCD VCH n/a n/a EUR 5.84 0.04 n/a 1/21/2013Victrex VCT n/a n/a n/a n/a VIT n/a n/a n/a GBP 1.01 0.01 n/a 1/21/2013Vedanta Resources PLC VED VVW VVO VVB VVV VVY n/a n/a VRS GBP 1.06 0.01 40 10/26/2012Veti Plc VEL n/a n/a n/a n/a VEB VEV n/a n/a USD 1.47 0.01 n/a 1/21/2013Verbund AG VER XZU XZQ XZJ XZX XZY XZZ n/a n/a EUR 1.73 0.02 40 10/26/2012Vertex Pharmaceuticals Inc VEX n/a ENT ENC ENN ENF ENK n/a n/a USD 7.40 0.05 40 10/26/2012Pitney Bowes Inc VF n/a VFO VFB VFV VFD VFH n/a n/a USD 1.17 0.01 40 10/26/2012Hershey Co/The VG n/a VGO VGB VGV VGD VGH n/a n/a USD 2.24 0.02 40 1/21/2013Mattel Inc VH n/a VHO VHB VHV VHD VHH n/a n/a USD 1.73 0.02 40 1/21/2013Viacom Inc VIC n/a n/a n/a n/a VCG VCP n/a n/a USD 2.75 0.02 n/a 1/21/2013Veolia Environnement VIE VIU VIQ VIJ VIX VIY VIZ VEO n/a EUR 1.00 0.01 40 1/21/2013Virbac SA VIO n/a n/a n/a n/a n/a VIB n/a n/a EUR 9.20 0.07 n/a 10/26/2012Vicat SA VIR n/a n/a n/a n/a n/a VIA n/a n/a EUR 2.42 0.02 n/a 1/21/2013Vivendi SA VIV EXU EXQ EXJ EXX EXY EXZ VVI n/a EUR 1.15 0.01 40 10/26/2012Vallourec SA VK OZU OZQ OZJ OZX OZY OZZ n/a n/a EUR 3.51 0.03 40 1/21/2013Valeant Pharmaceuticals International VLT n/a n/a n/a n/a VLP VLN n/a n/a USD 8.11 0.06 n/a 10/26/2012Volvo AB - B shares VLV VCU VCQ VCJ VCX VCY VCZ n/a n/a SEK 4.95 0.04 40 1/21/2013Vocento SA VOC n/a n/a n/a n/a n/a IFD IFH n/a EUR 0.18 0.01 n/a 1/21/2013Vodafone Group plc VOD VOU VOQ VOJ VOX VOY n/a n/a VOD GBP 0.08 0.01 30 8/6/2012Voestalpine AG VOE YCU YCQ YCJ YCX YCY YCZ n/a n/a EUR 2.15 0.02 40 1/21/2013Volkswagen AG VOW VBU VBQ VBJ VBX VBY VBZ n/a n/a EUR 9.74 0.07 40 1/21/2013Vopak VPP n/a n/a n/a n/a VPE VPA n/a n/a EUR 2.96 0.02 n/a 2/22/2013Valero Energy Corp VQA n/a n/a n/a n/a VQD VQH n/a n/a USD 2.51 0.02 n/a 1/21/2013Vornado Realty Trust VRT n/a n/a n/a n/a VNY n/a n/a n/a USD 3.33 0.03 n/a 1/21/2013Vossloh AG VS n/a n/a n/a n/a VSD VSH n/a n/a EUR 4.04 0.03 n/a 1/21/2013Visa Inc VSA n/a n/a n/a n/a VSG VSP n/a n/a USD 7.22 0.05 n/a 1/21/2013Viscofan SA VST n/a n/a n/a n/a VSC VSN n/a n/a EUR 3.32 0.03 n/a 2/22/2013VTB Bank OJSC VTB VTE VTA VTR VTV VTF VTK n/a n/a USD 0.31 0.01 40 1/21/2013Clariant N VTC VTU VTQ VTJ VTX VTY VTZ n/a n/a CHF 1.00 0.01 40 10/26/2012Valiant Holding VTN n/a n/a n/a n/a VTD VTH n/a n/a CHF 5.90 0.04 n/a 1/21/2013Barco NV VU VUU VUQ VUJ VUX VUY VUZ n/a n/a EUR 4.00 0.03 40 1/21/2013Chubb Corp VVA n/a n/a n/a n/a VVD VVH n/a n/a USD 2.98 0.02 n/a 10/26/2012Vestas Wind Systems A/S VW VWW VWO VWB VWV VWD VWH n/a n/a DKK 7.50 0.05 40 1/21/2013Volkswagen AG - PFD VWG VWU VWQ VWJ VWX FQD FQH n/a n/a EUR 9.85 0.07 n/a 1/21/2013Marathon Oil Corp VYA n/a n/a n/a n/a VYD VYH n/a n/a USD 2.19 0.02 n/a 10/26/2012Emerson Electric Co VZA n/a VZU VZQ VZJ VZD VZH n/a n/a USD 2.46 0.02 40 4/2/2013Verizon Inc VZX n/a VZ1 VZ2 VZ3 VPY VPZ n/a n/a USD 2.09 0.02 40 2/5/2013Wavin NV WAV n/a n/a n/a n/a n/a n/a n/a n/a EUR 3.49 0.03 40 10/26/2012
ATTACHMENT G
LONDON SPAN PARAMETERS FOR EQUITIES (per share)Flexible Contracts
Standard Contracts SPAN ParametersAmerican Style European Style Futures
Contract Name Logical Code CurrencyCash
SettledPhysical Settled
Cash Settled
Physical Settled
Cash Settled
Physical Settled
Future Code
Equity Option
Scanning Range (per
share)
Intermonth Spread Charge
(per share)Volatility Charge
Effective Date
Swiss Life Holding WDA WDU WDQ WDJ WDX WDY WDZ n/a n/a CHF 8.80 0.06 40 1/21/2013Wirecard AG WDI n/a n/a n/a n/a WD5 WD6 n/a n/a EUR 1.01 0.01 n/a 1/21/2013Weir Group WEI n/a n/a n/a n/a WER n/a n/a n/a GBP 1.10 0.01 n/a 1/21/2013Wells Fargo & Co WFC n/a WEQ WEJ WEX WEY WEZ n/a n/a USD 1.97 0.02 40 1/21/2013Wood Group (John) WG n/a n/a n/a n/a WGP n/a n/a n/a GBP 0.60 0.01 n/a 12/13/2012Walgreen Co WGA n/a n/a n/a n/a WGD WGH n/a n/a USD 2.40 0.02 n/a 1/21/2013SGS SA WGS WGU WGQ WGJ WGX WGY WGZ n/a n/a CHF 66.00 0.44 40 1/21/2013Wereldhave NV WHA WFW WFO WFB WFV WFD WFH n/a n/a EUR 3.90 0.03 40 1/21/2013William Hill plc WHL WAU WAQ WAJ WAX WAY n/a n/a WHL GBP 0.19 0.01 30 1/21/2013Wienerberger AG WIE YGU YGQ YGJ YGX YGY YGZ n/a n/a EUR 0.58 0.01 40 1/21/2013William Demant Holding WIH n/a n/a n/a n/a WUD WUH n/a n/a DKK 36.00 0.24 n/a 10/26/2012Wincor Nixdorf AG WIN n/a n/a n/a n/a WHD WHH n/a n/a EUR 3.08 0.03 n/a 1/21/2013Wolters Kluwer NV WLS WKU WKQ WKJ WKX WKY WKZ WLS n/a EUR 0.90 0.01 40 2/22/2013Waste Management Inc WMG n/a n/a n/a n/a WMY WMZ n/a n/a USD 2.40 0.02 n/a 10/26/2012Wal-Mart Stores WMT n/a WFQ WFJ WFX WFY WFZ n/a n/a USD 3.03 0.03 40 1/21/2013Wolseley WOS WLU WLQ WLJ WLX WLY n/a n/a WSY GBP 1.62 0.02 40 1/21/2013WPP plc WPP WPU WPQ WPJ WPX WPY n/a n/a WPP GBP 0.42 0.01 30 1/21/2013Walt Disney Co/The WQA n/a n/a n/a n/a WQD WQH n/a n/a USD 3.01 0.03 n/a 1/21/2013Wartsila OYJ WRT n/a n/a n/a n/a WAD WAH n/a n/a EUR 2.67 0.02 n/a 1/21/2013Wiener Staedtische Allgemeine Versicherung AG WST YFU YFQ YFJ YFX YFY YFZ n/a n/a EUR 2.57 0.02 40 10/26/2012Whitbread plc WTB WTU WTQ WTJ WTX WTY n/a n/a WTB GBP 1.17 0.01 30 1/21/2013Exelon Corp XCA n/a n/a n/a n/a XCD XCH n/a n/a USD 2.09 0.02 n/a 1/21/2013STMicroelectronics Paris XK XKU XKQ XKJ XKX XKY XKZ n/a n/a EUR 0.46 0.01 40 1/21/2013XL Capital Ltd XLC n/a AEO AEB AEV AEF AEK n/a n/a USD 0.93 0.01 40 1/21/2013Exxon Mobil Corporation XOM n/a OMQ OMJ OMX OMY OMZ n/a n/a USD 3.80 0.03 40 1/21/2013Praxair Inc XPA n/a n/a n/a n/a XPD XPH n/a n/a USD 4.61 0.04 n/a 1/21/2013Keycorp XR n/a XRO XRB XRV XRD XRH n/a n/a USD 0.53 0.01 40 8/6/2012Xerox Corp XRC n/a n/a n/a n/a XHG XHP n/a n/a USD 0.63 0.01 n/a 1/21/2013Sprint Nextel Corp XSA n/a XSO XSB XSV XSD XSH n/a n/a USD 0.66 0.01 40 1/21/2013Xstrata XTA XRU XRQ XRJ XRX XRY n/a n/a XST GBP 0.83 0.01 40 8/6/2012
INTER-CONTRACT SPREAD CREDITS FOR EQUITY CONTRACTS
Automobiles
Priority Contract/Spread Delta Ratio61 Bayerische Motoren Werke AG : Renault SA BMW - RNO 3:5 1 60 2/12/201327 Renault SA : Porsche Automobil Holding SE RNO - POR 5:4 1 65 2/12/201394 Bayerische Motoren Werke AG : Porsche Automobil Holding SE BMW - POR 7:10 1 55 2/12/201328 Volkswagen AG - PFD : Porsche Automobil Holding SE VWG - POR 3:10 1 65 2/12/201362 Renault SA : Volkswagen AG - PFD RNO - VWG 4:1 1 60 2/12/2013125 Bayerische Motoren Werke AG : Volkswagen AG - PFD BMW - VWG 2:1 1 50 2/12/2013Banks63 Royal Bank of Scotland Group : Lloyds TSB Group plc RBS - TSB 1:7 1 60 2/12/201395 Banco Santander Central Hispano SA : UBS Bank SCH - UBS 2:1 1 55 4/3/201296 Barclays plc : HSBC Holdings plc BBL - HSB 5:2 1 55 2/12/201329 Commerzbank AG : Banco Santander Central Hispano SA CBK - SCH 4:1 1 65 2/12/2013172 Barclays plc : UBS Bank BBL - UBS 3:5 1 45 2/12/201397 HSBC Holdings plc : Lloyds TSB Group plc HSB - TSB 1:16 1 55 2/12/201330 Deutsche Bank AG : UBS Bank DBK - UBS 2:5 1 65 2/12/2013173 Barclays plc : Banco Santander Central Hispano SA BBL - SCH 3:10 1 45 2/12/2013174 Commerzbank AG : Lloyds TSB Group plc CBK - TSB 8:3 1 45 2/12/2013175 HSBC Holdings plc : Royal Bank of Scotland Group HSB - RBS 2:5 1 45 2/12/2013176 Commerzbank AG : Royal Bank of Scotland Group CBK - RBS 17:1 1 45 2/12/2013204 Commerzbank AG : HSBC Holdings plc CBK - HSB 42:1 1 40 2/12/2013126 Commerzbank AG : UBS Bank CBK - UBS 9:1 1 50 2/12/2013265 HSBC Holdings plc : UBS Bank HSB - UBS 7:34 1 25 2/12/2013205 HSBC Holdings plc : Banco Santander Central Hispano SA HSB - SCH 1:11 1 40 2/12/2013252 Royal Bank of Scotland Group : UBS Bank RBS - UBS 1:2 1 30 2/12/2013280 Lloyds TSB Group plc : UBS Bank TSB - UBS 3:10 1 20 2/12/201364 Deutsche Bank AG : Royal Bank of Scotland Group DBK - RBS 5:4 1 60 2/12/2013127 Banco Santander Central Hispano SA : Lloyds TSB Group plc SCH - TSB 10:7 1 50 2/12/2013230 Barclays plc : Commerzbank AG BBL - CBK 1:15 1 35 2/12/2013128 Deutsche Bank AG : Lloyds TSB Group plc DBK - TSB 25:3 1 50 2/12/20133 Commerzbank AG : Deutsche Bank AG CBK - DBK 22:1 1 75 2/12/201365 Barclays plc : Royal Bank of Scotland Group BBL - RBS 10:9 1 60 2/12/2013129 Barclays plc : Lloyds TSB Group plc BBL - TSB 1:5 1 50 2/12/201398 Deutsche Bank AG : HSBC Holdings plc DBK - HSB 2:1 1 55 2/12/2013177 Barclays plc : Deutsche Bank AG BBL - DBK 7:10 1 45 2/12/2013231 Royal Bank of Scotland Group : Banco Santander Central Hispano SA RBS - SCH 5:22 1 35 2/12/2013130 Deutsche Bank AG : Banco Santander Central Hispano SA DBK - SCH 1:5 1 50 2/12/2013Brewers66 Heineken NV : InBev NV HEI - INB 5:4 1 60 2/12/2013Broadcasting & Entertainment131 British Sky Broadcasting plc : ITV plc BSK - GME 1:10 1 50 2/12/2013Commodity Chemicals31 BASF AG : Air Liquide BAS - AI 3:2 1 65 2/12/2013Electricity132 Iberdrola SA : Schneider Electric SA IBE - SU 14:1 1 50 2/12/2013133 Électricité de France : Schneider Electric SA EDF - SU 10:3 1 50 2/12/2013206 Iberdrola SA : Électricité de France IBE - EDF 14:3 1 40 2/12/2013Defense266 BAE Systems plc : Thales SA AER - HO 9:10 1 25 2/12/2013Food Products32 Nestle SA : Associated British Foods NES - ABF 2:1 1 65 2/12/201399 Nestle SA : Groupe Danone NES - BN 5:6 1 55 2/12/2013202 Groupe Danone : Associated British Foods BN - ABF 8:3 1 40 2/12/2013Food Retailers & Wholesalers33 Tesco plc : Sainsbury (J) TCO - SAN 1:1 1 65 2/12/201334 Tesco plc : Morrison WM Supermarkets plc TCO - MRW 9:10 1 65 2/12/2013120 Sainsbury (J) : Morrison WM Supermarkets plc SAN - MRW 4:5 1 55 2/12/2013121 Carrefour SA : Casino Guichard Perrachon SA CA - CO 4:1 1 55 2/12/201367 Koninklijke Ahold NV : Delhaize Group AHL - DEL 3:1 1 60 2/12/2013134 Tesco plc : Marks & Spencer Group plc TCO - M+S 10:9 1 50 2/12/2013135 Carrefour SA : Delhaize Group CA - DEL 2:1 1 50 2/12/201368 Sainsbury (J) : Marks & Spencer Group plc SAN - M+S 10:9 1 60 4/3/2012167 Marks & Spencer Group plc : Morrison WM Supermarkets plc M+S - MRW 4:5 1 45 2/12/201369 Koninklijke Ahold NV : Casino Guichard Perrachon SA AHL - CO 7:1 1 60 2/12/2013122 Delhaize Group : Casino Guichard Perrachon SA DEL - CO 5:2 1 55 2/12/2013136 Koninklijke Ahold NV : Carrefour SA AHL - CA 5:3 1 50 2/12/2013232 Morrison WM Supermarkets plc : Delhaize Group MRW - DEL 9:10 1 35 2/12/2013233 Sainsbury (J) : Delhaize Group SAN - DEL 9:10 1 35 2/12/2013207 Marks & Spencer Group plc : Delhaize Group M+S - DEL 4:5 1 40 2/12/2013
Contract Codes
Credit Method
% Credit (per leg)
Date Effective From
178 Koninklijke Ahold NV : Morrison WM Supermarkets plc AHL - MRW 5:2 1 45 2/12/2013234 Tesco plc : Delhaize Group TCO - DEL 9:10 1 35 2/12/2013235 Tesco plc : Koninklijke Ahold NV TCO - AHL 3:10 1 35 2/12/2013236 Carrefour SA : Morrison WM Supermarkets plc CA - MRW 5:3 1 35 4/3/2012237 Sainsbury (J) : Koninklijke Ahold NV SAN - AHL 3:10 1 35 2/12/2013238 Marks & Spencer Group plc : Koninklijke Ahold NV M+S - AHL 3:11 1 35 2/12/2013253 Marks & Spencer Group plc : Casino Guichard Perrachon SA M+S - CO 1:2 1 30 2/12/2013267 Morrison WM Supermarkets plc : Casino Guichard Perrachon SA MRW - CO 2:5 1 25 2/12/2013268 Tesco plc : Carrefour SA TCO - CA 1:2 1 25 2/12/2013269 Tesco plc : Casino Guichard Perrachon SA TCO - CO 8:17 1 25 2/12/2013270 Sainsbury (J) : Carrefour SA SAN - CA 1:2 1 25 2/12/2013271 Marks & Spencer Group plc : Carrefour SA M+S - CA 1:2 1 25 2/12/2013272 Sainsbury (J) : Casino Guichard Perrachon SA SAN - CO 1:2 1 25 2/12/2013Gambling100 Ladbrokes : William Hill plc LDB - WHL 5:3 1 55 2/12/2013Gas Distribution35 GDF Suez : Gas Natural SDG SA GD - GAS 3:5 1 65 2/12/2013General Mining101 BHP Billiton plc : Rio Tinto plc BLT - RTZ 5:3 1 55 2/12/2013102 BHP Billiton plc : Anglo American plc BLT - AHA 1:1 1 55 2/12/20134 Rio Tinto plc : Anglo American plc RTZ - AHA 9:14 1 75 2/12/20135 Kazakhmys plc : Eurasian Natural Resources KA - EUN 1:2 1 75 2/12/20136 Antofagasta : Kazakhmys plc ANT - KA 3:5 1 75 2/12/201370 Antofagasta : Eurasian Natural Resources ANT - EUN 3:10 1 60 2/12/2013281 MMC Norilsk Nickel : Xstrata MNN - XTA 3:17 1 20 2/12/2013Life Insurance7 ING Groep NV : Aggreko ING - AGN 2:3 1 75 2/12/201390 Legal & General Group plc : Old Mutual LGE - OML 5:4 1 60 2/12/20138 Prudential plc : Aviva plc PRU - CUA 2:5 1 75 2/12/201336 AXA SA : Assicurazioni Generali SpA AXA - GEN 1:1 1 65 2/12/2013137 Aggreko : Old Mutual AGN - OML 5:1 1 50 2/12/2013287 Aviva plc : CNP Assurances CUA - CNP 3:10 1 0 2/12/2013123 Allianz AG : Swiss Reinsurance ALV - RUK 7:10 1 55 2/12/2013288 Old Mutual : CNP Assurances OML - CNP 3:5 1 0 2/12/2013289 Prudential plc : CNP Assurances PRU - CNP 1:8 1 0 2/12/2013138 ING Groep NV : Old Mutual ING - OML 5:2 1 50 2/12/2013254 Allianz AG : RSA Insurance Group ALV - RYL 6:1 1 30 2/12/201371 Aggreko : CNP Assurances AGN - CNP 5:2 1 60 2/12/201317 ING Groep NV : CNP Assurances ING - CNP 5:3 1 70 2/12/2013255 RSA Insurance Group : Swiss Reinsurance RYL - RUK 1:5 1 30 2/12/2013103 Aggreko : Legal & General Group plc AGN - LGE 10:3 1 55 2/12/2013282 RSA Insurance Group : Assicurazioni Generali SpA RYL - GEN 1:1 1 20 2/12/2013179 ING Groep NV : Legal & General Group plc ING - LGE 11:5 1 45 2/12/2013180 AXA SA : RSA Insurance Group AXA - RYL 1:1 1 45 2/12/2013273 Muenchener Rueckversicherungs AG : RSA Insurance Group MUV - RYL 1:11 1 25 2/12/2013181 AXA SA : Swiss Reinsurance AXA - RUK 11:2 1 45 2/12/2013139 AXA SA : Muenchener Rueckversicherungs AG AXA - MUV 2:1 1 50 2/12/201372 Muenchener Rueckversicherungs AG : Assicurazioni Generali SpA MUV - GEN 1:11 1 60 2/12/201318 Aviva plc : Legal & General Group plc CUA - LGE 2:5 1 70 2/12/2013290 Legal & General Group plc : CNP Assurances LGE - CNP 7:10 1 0 2/12/20139 Prudential plc : Legal & General Group plc PRU - LGE 1:5 1 75 2/12/201373 Muenchener Rueckversicherungs AG : Swiss Reinsurance MUV - RUK 1:2 1 60 2/12/2013Non Life Insurance37 Allianz AG : Assicurazioni Generali SpA ALV - GEN 1:10 1 65 2/12/2013140 Swiss Reinsurance : Assicurazioni Generali SpA RUK - GEN 1:5 1 50 2/12/201374 Allianz AG : AXA SA ALV - AXA 1:8 1 60 2/12/201310 Allianz AG : Muenchener Rueckversicherungs AG ALV - MUV 10:7 1 75 2/12/2013Oil & Gas1 Royal Dutch Shell plc B : Royal Dutch Shell plc A SHL - SHA 1:1 1 90 2/12/201311 Total SA : ENI SpA PF - ENI 1:2 1 75 2/12/201375 Royal Dutch Petroleum : Total RD - PF 10:7 1 60 2/12/2013182 Royal Dutch Shell plc A Euro : ENI SpA RD - ENI 7:11 1 45 2/12/201376 Repsol YPF SA : ENI SpA REP - ENI 5:4 1 60 2/12/2013104 Repsol YPF SA : Total SA REP - PF 5:2 1 55 2/12/2013183 Royal Dutch Shell plc A Euro : Repsol YPF SA RD - REP 4:5 1 45 2/12/2013229 Royal Dutch Shell plc A Euro : OAO Gazprom RD - OG 2:5 1 35 2/12/2013124 ENI SpA : OAO Gazprom ENI - OG 5:9 1 55 2/12/2013184 Royal Dutch Petroleum : BP Amoco plc RD - BP 5:3 1 45 2/12/201377 Total SA : OAO Gazprom PF - OG 1:4 1 60 2/12/2013264 ENI SpA : Royal Dutch Shell plc A ENI - SHA 25:2 1 25 2/12/2013185 Total Fina Elf SA : BP Amoco plc PF - BP 8:7 1 45 2/12/2013208 Repsol YPF SA : OAO Gazprom REP - OG 2:3 1 40 2/12/201319 Surgutneftegaz : ENI SpA GG - ENI 2:1 1 70 2/12/2013
291 Centrica plc : Gas Natural SDG SA CTR - GAS 1:3 1 0 2/12/2013239 Repsol YPF SA : Royal Dutch Shell plc A REP - SHA 15:1 1 35 2/12/2013105 Repsol YPF SA : Surgutneftegaz REP - GG 3:5 1 55 2/12/2013292 Royal Dutch Shell plc B : ENI SpA SHL - ENI 1:13 1 0 2/12/2013141 BP plc : Royal Dutch Shell plc B BP - SHL 5:1 1 50 2/12/2013142 BP plc : Royal Dutch Shell plc A BP - SHA 5:1 1 50 2/12/2013106 Royal Dutch Shell plc A Euro : Surgutneftegaz RD - GG 1:8 1 55 2/12/2013283 Centrica plc : GDF Suez CTR - GD 3:5 1 20 2/12/201338 Total SA : Surgutneftegaz PF - GG 1:5 1 65 2/12/201339 Lukoil OAO : BG Group plc LK - BGG 2:1 1 65 2/12/201378 Lukoil OAO : Cairn Energy LK - CNE 2:1 1 60 2/12/201379 Lukoil OAO : OJSC OC Rosneft LK - RO 1:9 1 60 2/12/201312 Lukoil OAO : Gazprom Neft LK - GZ 2:5 1 75 2/12/20132 Lukoil OAO : Surgutneftegaz LK - GG 1:6 1 80 2/12/201320 Lukoil OAO : OAO Gazprom LK - OG 1:7 1 70 2/12/2013107 Lukoil OAO : Royal Dutch Shell plc A Euro LK - RD 1:2 1 55 2/12/201340 Lukoil OAO : Royal Dutch Shell plc B LK - SHL 4:1 1 65 2/12/201341 Lukoil OAO : Royal Dutch Shell plc A LK - SHA 10:3 1 65 2/12/201321 Lukoil OAO : Total SA LK - PF 3:5 1 70 2/12/2013186 Lukoil OAO : Repsol YPF SA LK - REP 1:5 1 45 2/12/201313 Gazprom Neft : Surgutneftegaz GZ - GG 2:5 1 75 2/12/201322 Gazprom Neft : OAO Gazprom GZ - OG 2:5 1 70 2/12/201342 Gazprom Neft : ENI SpA GZ - ENI 7:10 1 65 2/12/201343 Gazprom Neft : Royal Dutch Shell plc A Euro GZ - RD 10:9 1 65 2/12/201344 Gazprom Neft : Royal Dutch Shell plc B GZ - SHL 10:1 1 65 2/12/201345 Gazprom Neft : Royal Dutch Shell plc A GZ - SHA 11:1 1 65 2/12/201346 Gazprom Neft : BP plc GZ - BP 2:1 1 65 2/12/201314 Gazprom Neft : Total SA GZ - PF 5:3 1 75 2/12/201392 Gazprom Neft : Repsol YPF SA GZ - REP 3:5 1 55 2/12/201323 Gazprom Neft : BG Group plc GZ - BGG 6:1 1 70 2/12/201347 Gazprom Neft : Cairn Energy GZ - CNE 5:4 1 65 2/12/201380 Gazprom Neft : OJSC OC Rosneft GZ - RO 3:10 1 60 2/12/201348 Surgutneftegaz : Royal Dutch Shell plc B GG - SHL 26:1 1 65 2/12/201381 Surgutneftegaz : Royal Dutch Shell plc A GG - SHA 25:1 1 60 2/12/201349 Surgutneftegaz : BG Group plc GG - BGG 11:1 1 65 2/12/201324 Surgutneftegaz : Cairn Energy GG - CNE 7:2 1 70 2/12/201350 Surgutneftegaz : OJSC OC Rosneft GG - RO 4:5 1 65 2/12/2013143 OAO Gazprom : BG Group plc OG - BGG 13:1 1 50 2/12/2013144 OAO Gazprom : Cairn Energy OG - CNE 10:3 1 50 2/12/201382 OAO Gazprom : OJSC OC Rosneft OG - RO 7:10 1 60 2/12/2013187 ENI SpA : OJSC OC Rosneft ENI - RO 2:5 1 45 2/12/2013108 Royal Dutch Shell plc A Euro : Royal Dutch Shell plc B RD - SHL 8:1 1 55 2/12/2013109 Royal Dutch Shell plc A Euro : Royal Dutch Shell plc A RD - SHA 8:1 1 55 2/12/2013145 Royal Dutch Shell plc A Euro : BG Group plc RD - BGG 5:1 1 50 2/12/2013146 Royal Dutch Shell plc A Euro : Cairn Energy RD - CNE 1:1 1 50 2/12/2013147 Royal Dutch Shell plc A Euro : OJSC OC Rosneft RD - RO 1:5 1 50 2/12/2013240 Royal Dutch Shell plc B : Total SA SHL - PF 8:47 1 35 2/12/2013285 Royal Dutch Shell plc B : Repsol YPF SA SHL - REP 5:78 1 20 2/12/2013148 Royal Dutch Shell plc B : BG Group plc SHL - BGG 3:5 1 50 2/12/2013168 Royal Dutch Shell plc B : Cairn Energy SHL - CNE 1:8 1 45 2/12/2013209 Royal Dutch Shell plc B : OJSC OC Rosneft SHL - RO 2:67 1 40 2/12/2013241 Royal Dutch Shell plc A : Total SA SHA - PF 1:5 1 35 2/12/2013149 Royal Dutch Shell plc A : BG Group plc SHA - BGG 3:5 1 50 2/12/2013150 Royal Dutch Shell plc A : Cairn Energy SHA - CNE 3:23 1 50 2/12/2013210 Royal Dutch Shell plc A : OJSC OC Rosneft SHA - RO 2:65 1 40 2/12/2013211 BP plc : OJSC OC Rosneft BP - RO 2:13 1 40 2/12/2013188 Total SA : BG Group plc PF - BGG 10:3 1 45 2/12/2013110 Total SA : OJSC OC Rosneft PF - RO 1:5 1 55 2/12/2013242 Repsol YPF SA : BG Group plc REP - BGG 26:3 1 35 2/12/2013251 Repsol YPF SA : Cairn Energy REP - CNE 2:1 1 35 2/12/2013189 Repsol YPF SA : OJSC OC Rosneft REP - RO 1:2 1 45 2/12/2013212 BG Group plc : Cairn Energy BGG - CNE 1:5 1 40 2/12/2013213 BG Group plc : OJSC OC Rosneft BGG - RO 3:56 1 40 2/12/2013214 Cairn Energy : OJSC OC Rosneft CNE - RO 9:38 1 40 2/12/2013Pharmaceuticals15 Land Securities Group plc : Hammerson LS - HMS 3:5 1 75 2/12/2013111 Novartis AG : Pfizer NOV - PFE 3:7 1 55 2/12/201351 Pfizer : Merck & Co Inc PFE - MRK 5:3 1 65 2/12/2013112 Sanofi-Aventis : Shire Pharmaceuticals plc SSL - SHP 23:8 1 55 2/12/201352 Pfizer : Johnson & Johnson PFE - JNX 5:2 1 65 2/12/201353 Land Securities Group plc : British Land Co LS - BLN 7:10 1 65 2/12/2013151 GlaxoSmithKline plc : Shire Pharmaceuticals plc GXO - SHP 5:4 1 50 2/12/201325 Unilever NV : Sanofi-Aventis UNA - SSL 5:2 1 70 2/12/2013
54 British Land Co : Hammerson BLN - HMS 9:10 1 65 2/12/2013113 British Land Co : Great Portland Estates BLN - GPO 4:5 1 55 2/12/201316 Great Portland Estates : Hammerson GPO - HMS 10:9 1 75 2/12/201355 Land Securities Group plc : Great Portland Estates LS - GPO 3:5 1 65 2/12/201356 Roche GS : Shire Pharmaceuticals plc ROG - SHP 10:9 1 65 2/12/201383 Novartis AG : Shire Pharmaceuticals plc NOV - SHP 10:3 1 60 2/12/201384 Johnson & Johnson : Shire Pharmaceuticals plc JNX - SHP 5:2 1 60 2/12/2013243 Unilever NV : GlaxoSmithKline plc UNA - GXO 5:1 1 35 2/12/2013152 Novartis AG : Merck & Co Inc NOV - MRK 7:9 1 50 2/12/201357 Johnson & Johnson : Merck & Co Inc JNX - MRK 7:11 1 65 2/12/2013215 GlaxoSmithKline plc : Sanofi-Aventis GXO - SSL 1:2 1 40 2/12/2013153 Novartis AG : Johnson & Johnson NOV - JNX 11:9 1 50 2/12/201393 AstraZeneca plc : Shire Pharmaceuticals plc AZA - SHP 3:5 1 55 2/12/2013154 Sanofi-Aventis : Pfizer SSL - PFE 2:5 1 50 2/12/2013190 Unilever NV : Pfizer UNA - PFE 9:10 1 45 2/12/2013216 Akzo Nobel NV : GlaxoSmithKline plc AKZ - GXO 10:3 1 40 2/12/2013114 Sanofi-Aventis : Merck & Co Inc SSL - MRK 7:10 1 55 2/12/2013244 GlaxoSmithKline plc : Novartis AG GXO - NOV 2:5 1 35 2/12/2013155 Astra Zeneca plc : GlaxoSmithKline plc AZA - GXO 1:2 1 50 2/12/2013245 GlaxoSmithKline plc : Johnson & Johnson GXO - JNX 1:2 1 35 2/12/2013191 Sanofi-Aventis : Novartis AG SSL - NOV 9:10 1 45 2/12/2013192 Unilever NV : Novartis AG UNA - NOV 2:1 1 45 2/12/201385 Sanofi-Aventis : Roche GS SSL - ROG 5:2 1 60 2/12/201326 Novartis AG : Roche GS NOV - ROG 10:3 1 70 2/12/2013217 GlaxoSmithKline plc : Roche GS GXO - ROG 4:5 1 40 2/12/201391 Roche GS : Johnson & Johnson ROG - JNX 2:5 1 60 2/12/2013218 AstraZeneca plc : Sanofi-Aventis AZA - SSL 2:9 1 40 2/12/2013219 Unilever NV : Merck & Co Inc UNA - MRK 5:3 1 40 2/12/2013256 Unilever NV : Johnson & Johnson UNA - JNX 5:2 1 30 2/12/2013220 AstraZeneca plc : Roche GS AZA - ROG 3:5 1 40 2/12/201386 Roche GS : Merck & Co Inc ROG - MRK 1:4 1 60 2/12/2013228 Akzo Nobel NV : Astra Zeneca plc AKZ - AZA 7:1 1 40 2/12/2013193 Unilever NV : Roche GS UNA - ROG 6:1 1 45 2/12/2013194 Sanofi-Aventis : Johnson & Johnson SSL - JNX 10:9 1 45 2/12/2013257 AstraZeneca plc : Novartis AG AZA - NOV 1:5 1 30 2/12/2013221 AstraZeneca plc : Johnson & Johnson AZA - JNX 4:17 1 40 2/12/2013Semiconducters58 Infineon Technologies AG : STMicroelectronics NV IF - STM 4:5 1 65 2/12/2013156 ASML Holding NV : ARM Holdings ASL - ARM 10:7 1 50 2/12/2013195 ASML Holding NV : Intel Corporation ASL - INT 3:5 1 45 2/12/2013222 Infineon Technologies AG : ARM Holdings IF - ARM 73:7 1 40 2/12/2013196 Intel Corporation : STMicroelectronics NV INT - STM 1:5 1 45 2/12/2013223 ARM Holdings : Intel Corporation ARM - INT 7:17 1 40 2/12/2013157 Infineon Technologies AG : ASML Holding NV IF - ASL 23:3 1 50 2/12/2013279 ARM Holdings : STMicroelectronics NV ARM - STM 1:13 1 25 2/12/2013258 Infineon Technologies AG : Intel Corporation IF - INT 5:1 1 30 2/12/2013Speciality Chemicals115 Akzo Nobel NV : Koninklijke DSM NV AKZ - DSM 9:10 1 55 2/12/2013116 Akzo Nobel NV : Bayer AG AKZ - BYR 10:7 1 55 2/12/201387 Koninklijke DSM NV : Bayer AG DSM - BYR 5:3 1 60 2/12/2013Telecommunications Equipment293 Ericsson Telefona L M ser. B : Nokia OYJ ERC - NOK 1:30 1 0 2/12/201388 Alcatel SA : Siemens AG CGE - SIE 75:1 1 60 2/12/2013117 Nokia OYJ : Alcatel SA NOK - CGE 1:2 1 55 2/12/2013197 Ericsson Telefona L M ser. B : Siemens AG ERC - SIE 5:4 1 45 2/12/2013274 Nokia OYJ : Siemens AG NOK - SIE 36:1 1 25 2/12/2013198 Ericsson Telefona L M ser. B : Alcatel SA ERC - CGE 1:63 1 45 2/12/2013Telecommunications Services169 Telefonica SA : France Telecom SA TEF - FTE 1:1 1 45 2/12/201359 Telefonica SA : Telecom Italia SpA TEF - TI 1:14 1 65 2/12/2013158 AT&T Inc : Colt Telecom Group SBX - CTM 10:3 1 50 2/12/201389 Swisscom AG : Colt Telecom Group SCM - CTM 1:33 1 60 2/12/2013246 France Telecom SA : Telekom Austria AG FTE - TAG 3:5 1 35 2/12/2013224 AT&T Inc : Telekom Austria AG SBX - TAG 1:5 1 40 2/12/2013159 France Telecom SA : Royal KPN NV FTE - KPN 3:5 1 50 2/12/2013118 BT Group plc : Vodafone Group plc BTG - VOD 4:5 1 55 2/12/2013119 France Telecom SA : Telecom Italia SpA FTE - TI 1:14 1 55 2/12/2013160 Telefonica SA : Royal KPN NV TEF - KPN 3:5 1 50 2/12/201360 AT&T Inc : Swisscom AG SBX - SCM 11:1 1 65 2/12/2013161 Deutsche Telekom AG : France Telecom SA DTE - FTE 10:9 1 50 2/12/2013259 France Telecom SA : Vodafone plc FTE - VOD 16:9 1 30 2/12/2013170 Vodafone Group plc : Colt Telecom Group VOD - CTM 7:10 1 45 2/12/2013275 France Telecom SA : AT&T Inc FTE - SBX 10:3 1 25 2/12/2013
247 France Telecom SA : Colt Telecom Group FTE - CTM 10:9 1 35 2/12/2013276 BT Group plc : AT&T Inc BTG - SBX 3:5 1 25 2/12/2013162 Royal KPN NV : Deutsche Telekom AG KPN - DTE 7:5 1 50 2/12/2013163 Telecom Italia SpA : Telekom Austria AG TI - TAG 9:1 1 50 2/12/2013199 Deutsche Telekom AG : BT Group plc DTE - BTG 5:2 1 45 2/12/2013277 Vodafone Group plc : AT&T Inc VOD - SBX 1:2 1 25 2/12/2013171 Deutsche Telekom AG : AT&T Inc DTE - SBX 4:1 1 45 2/12/2013294 BT Group plc : France Telecom SA BTG - FTE 1:2 1 0 2/12/2013164 Deutsche Telekom : Telecom Italia DTE - TI 1:12 1 50 2/12/2013248 Telefonica SA : Telekom Austria AG TEF - TAG 3:5 1 35 2/12/2013260 Telefonica SA : BT Group plc TEF - BTG 13:6 1 30 2/12/2013165 Telefonica SA : Deutsche Telekom AG TEF - DTE 9:10 1 50 2/12/2013225 Deutsche Telekom AG : Vodafone plc DTE - VOD 2:1 1 40 2/12/2013200 Vodafone Group plc : Swisscom AG VOD - SCM 22:1 1 45 2/12/2013166 Royal KPN NV : Telecom Italia SpA KPN - TI 1:9 1 50 2/12/2013201 Deutsche Telekom AG : Telekom Austria AG DTE - TAG 7:10 1 45 2/12/2013226 BT Group plc : Colt Telecom Group BTG - CTM 1:2 1 40 2/12/2013261 Royal KPN NV : AT&T Inc KPN - SBX 5:1 1 30 2/12/2013249 Royal KPN NV : BT Group plc KPN - BTG 10:3 1 35 2/12/2013262 France Telecom SA : Swisscom AG FTE - SCM 77:2 1 30 2/12/2013295 Telefonica SA : Swisscom AG TEF - SCM 75:2 1 0 2/12/2013227 Royal KPN NV : Telekom Austria AG KPN - TAG 1:1 1 40 2/12/2013284 Telefonica SA : AT&T Inc TEF - SBX 10:3 1 20 2/12/2013263 Telefonica SA : Colt Telecom Group TEF - CTM 10:9 1 30 2/12/2013296 Vodafone Group plc : Royal KPN NV VOD - KPN 2:5 1 0 2/12/2013250 BT Group plc : Swisscom AG BTG - SCM 17:1 1 35 2/12/2013297 Vodafone Group plc : Telefonica SA VOD - TEF 3:5 1 0 2/12/2013203 Deutsche Telekom AG : Swisscom AG DTE - SCM 43:1 1 40 2/12/2013278 Royal KPN NV : Swisscom AG KPN - SCM 60:1 1 25 2/12/2013286 Telecom Italia SpA : AT&T Inc TI - SBX 49:1 1 20 2/12/2013
ATTACHMENT I
LONDON SPAN PARAMETERS FOR COMMODITY PRODUCTS
(per lot) (per lot) %
Contract Scanning Risk Intermonth Spread Charge Spot Margin Levied On
COCOA* CCO GBP 950 GBP 180 15 GBP1 - - 4/2/2013
ROBUSTA COFFEE* RC USD 1,200 USD 300 20 USD1 - - 1/24/2013
WHITE SUGAR* WSG USD 1,500 USD 655 12 USD1 - - 4/2/2013
RAW SUGAR RSU USD 1,456 USD 385 20 USD1 - - 8/21/2008
WHEAT** WHT GBP 1,100Front-Front GBP 355
15 GBP1 - - 11/30/2012Front-Back GBP 485Back-Back GBP 150
*These rates apply to Commodity Bclear Swaps and Options
Contract Code
Volatility Change
Short Option Minimum Charge
Spot Margin Top Up Rate
Date Effective From
**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
Priority Contract/Spread*
1 Raw Sugar : White Sugar RSU - WSG 1:1 1 45 25-Nov-08
Contract Codes
Delta Ratio
Credit Method
% Credit (per leg)
Date Effective From
LONDON SPAN PARAMETERS FOR CDS INTER-MONTH SPREAD CHARGES
Itraxx Europe Itraxx Europe Hi Vol Itraxx Europe Crossover
iTraxx Europe Series 8 (I08) Itraxx Europe Hi Vol Series 8 (H08) iTraxx Europe Crossover Series 8 (R08)
Inter-Month Spread Charges Inter-Month Spread Charges Inter-Month Spread Charges
MaturityTiers 1
Prio
rity
2
Prio
rity
3
Prio
rity
4
Prio
rity
MaturityTiers 1
Prio
rity
2
Prio
rity
3
Prio
rity
4
Prio
rity
MaturityTiers 1
Prio
rity
2
Prio
rity
3
Prio
rity
4
Prio
rity
1 3 yr 1 376 3 512 5 802 6 1 3 yr 1 612 3 1215 5 1787 6 1 3 yr 1 2226 2 2428 3 4126 62 5 yr 2 307 1 365 2 2 5 yr 2 506 1 858 4 2 5 yr 2 2947 4 3792 53 7 yr 3 438 4 3 7 yr 3 572 2 3 7 yr 3 1561 1
4 10 yr 4 4 10 yr 4 4 10 yr 4
iTraxx Europe Series 9 (I09) Itraxx Europe Hi Vol Series 9 (H09) iTraxx Europe Crossover Series 9 (R09)
Inter-Month Spread Charges Inter-Month Spread Charges Inter-Month Spread Charges
MaturityTiers 1
Prio
rity
2
Prio
rity
3P
riorit
y4
Prio
rity
MaturityTiers 1
Prio
rity
2
Prio
rity
3
Prio
rity
4
Prio
rity
MaturityTiers 1
Prio
rity
2
Prio
rity
3
Prio
rity
4
Prio
rity
1 3 yr 1 266 2 490 5 762 6 1 3 yr 1 765 3 1199 5 2104 6 1 3 yr 1 1498 4 2594 5 3040 62 5 yr 2 218 1 457 3 2 5 yr 2 625 1 1161 4 2 5 yr 2 1030 1 1494 33 7 yr 3 457 4 3 7 yr 3 653 2 3 7 yr 3 1185 2
4 10 yr 4 4 10 yr 4 4 10 yr 4
iTraxx Europe Series 10 (I10) Itraxx Europe Hi Vol Series 10 (H10) iTraxx Europe Crossover Series 10 (R10)
Inter-Month Spread Charges Inter-Month Spread Charges Inter-Month Spread Charges
MaturityTiers 1
Prio
rity
2
Prio
rity
3
Prio
rity
4
Prio
rity
MaturityTiers 1
Prio
rity
2
Prio
rity
3
Prio
rity
4
Prio
rity
MaturityTiers 1
Prio
rity
2
Prio
rity
3
Prio
rity
4
Prio
rity
1 3 yr 1 377 2 513 4 849 6 1 3 yr 1 968 3 1094 4 1858 6 1 3 yr 1 1402 2 1808 3 3602 62 5 yr 2 342 1 540 5 2 5 yr 2 930 2 1561 5 2 5 yr 2 1311 1 2026 43 7 yr 3 386 3 3 7 yr 3 892 1 3 7 yr 3 2307 5
4 10 yr 4 4 10 yr 4 4 10 yr 4
iTraxx Europe Series 11 (I11) Itraxx Europe Hi Vol Series 11 (H11) iTraxx Europe Crossover Series 11 (R11)
Inter-Month Spread Charges Inter-Month Spread Charges Inter-Month Spread Charges
MaturityTiers 1
Prio
rity
2
Prio
rity
3
Prio
rity
4
Prio
rity
MaturityTiers 1
Prio
rity
2
Prio
rity
3
Prio
rity
4
Prio
rity
MaturityTiers 1
Prio
rity
2
Prio
rity
3
Prio
rity
4
Prio
rity
1 3 yr 1 284 3 442 5 479 6 1 3 yr 1 518 1 629 4 1169 6 1 3 yr 1 1090 4 901 1 1590 62 5 yr 2 189 1 416 4 2 5 yr 2 566 2 751 5 2 5 yr 2 1001 2 1272 53 7 yr 3 250 2 3 7 yr 3 584 3 3 7 yr 3 1018 3
4 10 yr 4 4 10 yr 4 4 10 yr 4
Tier Number
Tier Number
Tier Number
Tier Number
Tier Number
Tier Number
Tier Number
Tier Number
Tier Number
Tier Number
Tier Number
Tier Number
INTER-CONTRACT SPREAD CREDITS/CHARGES Liffe CDS Contracts
Priority Contract/Spread Delta Ratio
1 iTraxx Europe High Vol 8 : iTraxx Europe High Vol 9 H08 : H09 1:1 70 14-Jul-092 iTraxx Europe Hi Vol 11 : iTraxx Europe Crossover 11 H11 : R11 1:1 70 14-Jul-093 iTraxx Europe High Vol 9 : iTraxx Europe High Vol 10 H09 : H10 1:1 65 14-Jul-094 iTraxx Europe High Vol 8 : iTraxx Europe High Vol 10 H08 : H10 1:1 65 14-Jul-095 iTraxx Europe Crossover 9 : iTraxx Europe Crossover 10 R09 : R10 1:1 65 14-Jul-096 iTraxx Europe Hi Vol 8 : iTraxx Europe Hi Vol 11 H08 : H11 1:1 65 14-Jul-097 iTraxx Europe 9 : iTraxx Europe Hi Vol 11 I09 : H11 1:1 65 14-Jul-098 iTraxx Europe 11 : iTraxx Europe Hi Vol 11 I11 : H11 1:1 65 14-Jul-099 iTraxx Europe Crossover 10 : iTraxx Europe Crossover 11 R10 : R11 1:1 60 14-Jul-09
10 iTraxx Europe 9 : iTraxx Europe iTraxx Europe Crossover 11 I09 : R11 1:1 60 14-Jul-0911 iTraxx Europe Crossover 9 : iTraxx Europe Crossover 11 R09 : R11 1:1 60 14-Jul-0912 iTraxx Europe 11 : iTraxx Europe Crossover 11 I11 : R11 1:1 60 14-Jul-0913 iTraxx Europe Crossover 9 : iTraxx Europe High Vol 9 R09 : H09 1:1 55 14-Jul-0914 iTraxx Europe Crossover 9 : iTraxx Europe High Vol 10 R09 : H10 1:1 55 14-Jul-0915 iTraxx Europe Crossover 9 : iTraxx Europe Hi Vol 11 R09 : H11 1:1 55 14-Jul-0916 iTraxx Europe Crossover 8 : iTraxx Europe Crossover 11 R08 : R11 1:1 55 14-Jul-0917 iTraxx Europe Crossover 8 : iTraxx Europe Crossover 9 R08 : R09 1:1 50 14-Jul-0918 iTraxx Europe Crossover 10 : iTraxx Europe High Vol 9 R10 : H09 1:1 50 14-Jul-0919 iTraxx Europe Crossover 9 : iTraxx Europe High Vol 8 R09 : H08 1:1 50 14-Jul-0920 iTraxx Europe Crossover 10 : iTraxx Europe High Vol 8 R10 : H08 1:1 50 14-Jul-0921 iTraxx Europe 8 : iTraxx Europe Hi Vol 11 I08 : H11 1:1 50 14-Jul-0922 iTraxx Europe Crossover 10 : iTraxx Europe High Vol 10 R10 : H10 1:1 50 14-Jul-0923 iTraxx Europe Crossover 8 : iTraxx Europe Hi Vol 11 R08 : H11 1:1 50 14-Jul-0924 iTraxx Europe Hi Vol 9 : iTraxx Europe Crossover 11 H09 : R11 1:1 50 14-Jul-0925 iTraxx Europe Hi Vol 10 : iTraxx Europe Crossover 11 H10 : R11 1:1 50 14-Jul-0926 iTraxx Europe Hi Vol 8 : iTraxx Europe Crossover 11 H08 : R11 1:1 50 14-Jul-0927 iTraxx Europe 8 : iTraxx Europe iTraxx Europe Crossover 11 I08 : R11 1:1 50 14-Jul-0928 iTraxx Europe 10 : iTraxx Europe iTraxx Europe Crossover 11 I10 : R11 1:1 50 14-Jul-0929 iTraxx Europe Crossover 10 : iTraxx Europe 11 R10 : I11 1:1 50 14-Jul-0930 iTraxx Europe 9 : iTraxx Europe 11 I09 : I11 1:1 45 14-Jul-0931 iTraxx Europe 10 : iTraxx Europe 11 I10 : I11 1:1 45 14-Jul-0932 iTraxx Europe 8 : iTraxx Europe 10 I08 : I10 1:1 45 14-Jul-0933 iTraxx Europe 10 : iTraxx Europe Hi Vol 11 I10 : H11 1:1 45 14-Jul-0934 iTraxx Europe 8 : iTraxx Europe 9 I08 : I09 1:1 40 14-Jul-0935 iTraxx Europe Crossover 8 : iTraxx Europe Crossover 10 R08 : R10 1:1 40 14-Jul-0936 iTraxx Europe Hi Vol 9 : iTraxx Europe Hi Vol 11 H09 : H11 1:1 40 14-Jul-0937 iTraxx Europe Hi Vol 10 : iTraxx Europe Hi Vol 11 H10 : H11 1:1 40 14-Jul-0938 iTraxx Europe 8 : iTraxx Europe High Vol 10 I08 : H10 1:1 40 14-Jul-0939 iTraxx Europe 8 : iTraxx Europe 11 I08 : I11 1:1 40 14-Jul-0940 iTraxx Europe 9 : iTraxx Europe High Vol 9 I09 : H09 1:1 40 14-Jul-0941 iTraxx Europe 9 : iTraxx Europe Crossover 8 I09 : R08 1:1 40 14-Jul-0942 iTraxx Europe Crossover 10 : iTraxx Europe Hi Vol 11 R10 : H11 1:1 40 14-Jul-0943 iTraxx Europe 8 : iTraxx Europe Crossover 9 I08 : R09 1:1 40 14-Jul-0944 iTraxx Europe 9 : iTraxx Europe Crossover 9 I09 : R09 1:1 40 14-Jul-0945 iTraxx Europe 10 : iTraxx Europe Crossover 9 I10 : R09 1:1 40 14-Jul-0946 iTraxx Europe Crossover 9 : iTraxx Europe 11 R09 : I11 1:1 40 14-Jul-0947 iTraxx Europe Crossover 8 : iTraxx Europe High Vol 9 R08 : H09 1:1 35 14-Jul-0948 iTraxx Europe Crossover 8 : iTraxx Europe High Vol 8 R08 : H08 1:1 35 14-Jul-0949 iTraxx Europe 8 : iTraxx Europe High Vol 8 I08 : H08 1:1 35 14-Jul-0950 iTraxx Europe 9 : iTraxx Europe High Vol 8 I09 : H08 1:1 35 14-Jul-0951 iTraxx Europe 8 : iTraxx Europe Crossover 8 I08 : R08 1:1 35 14-Jul-0952 iTraxx Europe 9 : iTraxx Europe Crossover 10 I09 : R10 1:1 35 14-Jul-0953 iTraxx Europe 10 : iTraxx Europe Crossover 8 I10 : R08 1:1 35 14-Jul-0954 iTraxx Europe Crossover 8 : iTraxx Europe 11 R08 : I11 1:1 35 14-Jul-0955 iTraxx Europe Hi Vol 10 : iTraxx Europe 11 H10 : I11 1:1 30 14-Jul-0956 iTraxx Europe 10 : iTraxx Europe High Vol 10 I10 : H10 1:1 30 14-Jul-0957 iTraxx Europe Crossover 8 : iTraxx Europe High Vol 10 R08 : H10 1:1 30 14-Jul-0958 iTraxx Europe 9 : iTraxx Europe Europe 10 I09 : I10 1:1 25 14-Jul-0959 iTraxx Europe 8 : iTraxx Europe High Vol 9 I08 : H09 1:1 25 14-Jul-0960 iTraxx Europe 9 : iTraxx Europe High Vol 10 I09 : H10 1:1 25 14-Jul-0961 iTraxx Europe 8 : iTraxx Europe Crossover 10 I08 : R10 1:1 25 14-Jul-09
Contract Codes
% Credit (per leg)
Date Effective From
