2012-07-31 liffe_tcm6-62054

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 GBP375.00 GBP1 1 7/26/2012

Euribor I EUR550.00 EUR1 1 7/26/2012

1 Month EONIA EON EUR350 * 1 8/5/2010

3 Month EONIA EO3 EUR500 EUR150 * 1 7/26/2012

Euroswiss S CHF450 35 CHF3 1 7/26/2012

10 yr EUR Swapnote P EUR2,700 EUR200 35 EUR1 1 7/26/2012

5 yr EUR Swapnote O EUR1,200 EUR210 35 EUR1 1 7/26/2012

2 yr EUR Swapnote TWS EUR365 EUR60 35 EUR1 1 7/26/2012

10 yr USD Swapnote USP USD4,500 USD700 * 1 7/26/2012

5 yr USD Swapnote USO USD2,000 USD400 * 1 7/26/2012

2 yr USD Swapnote USW USD1,100 USD270 * 1 2/2/2012

3 month Euroyen J JPY20,000 JPY4,000 * 1 7/26/2012

Short Gilt G GBP400 GBP400 * 1 7/26/2012

Medium Gilt H GBP1,000 GBP500 * 1 7/26/2012

Long Gilt R GBP3,000 GBP265 20 GBP1 1 12/21/2011

** JGB JGB JPY850,000 JPY500,000 * 1 7/26/2012

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 for details



ATTACHMENT B

LONDON SPAN PARAMETERS FOR INTER-MONTH SPREAD CHARGES

Euribor ( I )Inter-Month Spread Charges

Start EndTiers 1

Pri

ority

2

Pri

ority

3

Pri

ority

4

Pri

ority

5

Pri

ority

6

Pri

ority

1 0 4 1 300 12 265 11 350 15 390 18 455 20 465 21 45%2 5 8 2 65 1 205 9 300 13 365 17 415 19 25%3 9 12 3 165 6 165 8 305 14 365 16 25%4 13 16 4 125 5 165 7 230 10 15%5 17 20 5 115 3 115 4 15%6 21 99999999 6 90 2 15%

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

Short Sterling ( L )

Inter-Month Spread Charges

Start EndTiers 1

Pri

ority

2

Pri

ority

3

Pri

ority

4

Pri

ority

5

Pri

ority

6

Pri

ority

1 0 2 1 80 5 55 3 130 11 200 16 230 20 265 21 50%2 3 4 2 30 1 90 9 180 14 215 17 215 18 50%3 5 8 3 80 6 90 10 150 13 190 15 30%4 9 12 4 75 4 80 7 80 8 20%5 13 16 5 55 2 130 12 20%6 17 99999999 6 215 19 20%

*Short Sterling tier structure relates to available monthly expiries

EuroSwiss ( S )


Start EndTiers 1

Pri

ority

2

Pri

ority

3

Pri

ority

1 0 2 1 130 5 125 3 200 6

2 3 4 2 55 1 125 4

3 5 99999999 3 105 2

EONIA (EON)


Start EndTiers 1

Pri

ority

2

Pri

ority

3

Pri

ority

1 0 1 1 805 5 255 4 280 5

2 2 6 2 215 3 190 2

3 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 1 310 L B M 1 80I B M 2 300 L B M 2 140I B M 3 300I B Q 1 115 L B Q 1 90I B Q 2 40 L B Q 2 25I B Q 3 30 L B Q 3 30I 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 30I B Q 8 30 L B Q 8 25I B Q 9 25 L B Q 9 25I B Q 10 30 L B Q 10 25I B Q 11 30 L B Q 11 30I B Q 12 30 L B Q 12 25I B Q 13 25 L B Q 13 30I B Q 14 30 L B Q 14 30I B Q 15 40 L B Q 15 65I B Q 16 40 L B Q 16 40I B Q 17 40 L B Q 17 80I B Q 18 40 L B Q 18 80I B S 1 140 L B S 1 80I B S 2 65 L B S 2 55I B S 3 65 L B S 3 65I B S 4 65 L B S 4 40I B S 5 65 L B S 5 40I B S 6 65 L B S 6 50I B S 7 65 L B S 7 40I B S 8 65 L B S 8 50I B S 9 65 L B S 9 40I B S 10 65 L B S 10 50I B S 11 65 L B S 11 50I B S 12 65 L B S 12 40I B S 13 65 L B S 13 65I B S 14 65 L B S 14 115I B S 15 80 L B S 15 65I B S 16 80 L B S 16 155I B N 1 150 L B N 1 115I B N 2 125 L B N 2 90I B N 3 130 L B N 3 65I B N 4 115 L B N 4 65I B N 5 115 L B N 5 80I B N 6 140 L B N 6 65I B N 7 105 L B N 7 80I B N 8 125 L B N 8 65I B N 9 115 L B N 9 65I B N 10 100 L B N 10 80I B N 11 90 L B N 11 65I B N 12 100 L B N 12 130I B N 13 90 L B N 13 115I B N 14 100 L B N 14 155I B Y 1 205 L B Y 1 165I B Y 2 200 L B Y 2 90I B Y 3 175 L B Y 3 90I B Y 4 165 L B Y 4 90I B Y 5 190 L B Y 5 90I B Y 6 140 L B Y 6 105I B Y 7 175 L B Y 7 90I B Y 8 155 L B Y 8 90I B Y 9 140 L B Y 9 90I B Y 10 140 L B Y 10 90I B Y 11 155 L B Y 11 115I B Y 12 125 L B Y 12 165

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 1 115 L C Q 1 90I C Q 2 40 L C Q 2 30I C Q 3 40 L C Q 3 40I C Q 4 40 L C Q 4 30I C Q 5 40 L C Q 5 25I C Q 6 30 L C Q 6 30I C Q 7 30 L C Q 7 30I C Q 8 40 L C Q 8 30I C Q 9 40 L C Q 9 30I C Q 10 40 L C Q 10 30I C Q 11 40 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 65I C Q 15 40 L C Q 15 50I C Q 16 55 L C Q 16 80I C Q 17 50 L C Q 17 80I C S 1 140 L C S 1 105I C S 2 115 L C S 2 65I C S 3 115 L C S 3 55I C S 4 105 L C S 4 55I C S 5 90 L C S 5 55I C S 6 115 L C S 6 65I C S 7 90 L C S 7 65I C S 8 105 L C S 8 55I C S 9 90 L C S 9 55I C S 10 90 L C S 10 55I C S 11 80 L C S 11 65I C S 12 80 L C S 12 115I C S 13 80 L C S 13 90I C S 14 80 L C S 14 130I C N 1 180 L C N 1 145I C N 2 175 L C N 2 90I C N 3 175 L C N 3 90I C N 4 165 L C N 4 80I C N 5 155 L C N 5 100I C N 6 165 L C N 6 100I C N 7 165 L C N 7 100I C N 8 165 L C N 8 90I C N 9 150 L C N 9 105I C N 10 155 L C N 10 90I C N 11 125 L C N 11 155I C Y 1 230 L C Y 1 165I C Y 2 250 L C Y 2 150I C Y 3 215 L C Y 3 130I C Y 4 200 L C Y 4 140I C Y 5 215 L C Y 5 115I C Y 6 250 L C Y 6 115I C Y 7 200 L C Y 7 90I C Y 8 190 L C Y 8 190

ATTACHMENT C

S B Q 1 105 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 55 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 2 130 EON C M 1 240S B S 3 155 EON C M 2 175S B S 4 105 EON C M 3 165S B N 1 230 EON C M 4 115S B N 2 155 EON C M 5 55S C Q 1 105 EON C M 6 165S C Q 2 80S C Q 3 80S C Q 4 75S C Q 5 55S C S 1 200S C S 2 130

Strategy type B = Butterfly

Strategy type C = Condor

Period type M = Monthly

Period type Q = Quarterly

Period type S = Six Monthly

Period type N = Nine Monthly

Period type Y = Yearly

Priority order will be determined automatically (Ordered by Charge Rate, then by first Month, then by Strategy Type).

ATTACHMENT D

BOND AND SHORT TERM INTEREST RATEINTER COMMODITY SPREAD CREDITS

CONTRACT/SPREAD %CREDIT PER LEG DELTA RATIO EFFECTIVE DATE

10 YR EUR SWAPNOTE : 5 YR EUR SWAPNOTE P - O 80 9:16 - 7/26/2012

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

EURIBOR (TIER 2) : 10 YR EUR SWAPNOTE I 2 - P 75 3:1 - 7/26/2012

2 YR EUR SWAPNOTE : 5 YR EUR SWAPNOTE TWS - O 75 9:4 - 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

SHORT STERLING (TIER 2) : LONG GILT L 2 - R 75 22:3 - 7/26/2012

EURIBOR (TIER 1) : 2 YR EUR SWAPNOTE I 1 - TWS 75 4:5 - 7/26/2012

3 Month EONIA : 5 YR EUR SWAPNOTE EO3 - O 75 9:5 - 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

EURIBOR (TIER 2) : 2 YR EUR SWAPNOTE I 2 - TWS 70 4:5 - 7/26/2012

SHORT STERLING (TIER 1) : 3 Month EONIA L 1 - EO3 70 4:3 - 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

MEDIUM GILT : LONG GILT H - R 70 2:1 - 7/26/2012

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 2) : 5 YR EUR SWAPNOTE L 2 - O 65 12:5 - 7/26/2012

EURIBOR (TIER 2) : 3 Month EONIA I 2 - EO3 65 1:1 - 2/24/2012

SHORT STERLING (TIER 2) : 3 Month EONIA L 2 - EO3 65 4:3 - 2/24/2012

SHORT STERLING (TIER 1) : 5 YR EUR SWAPNOTE L 1 - O 65 12:5 - 7/26/2012

SHORT STERLING (TIER 1) : 2 YR EUR SWAPNOTE L 1 - TWS 65 16:15 - 7/26/2012

SHORT STERLING (TIER 2) : 2 YR EUR SWAPNOTE L 2 - TWS 65 16:15 - 7/26/2012

EURIBOR (TIER 1) : SHORT STERLING (TIER1) I 1 - L 1 65 3:4 - 7/26/2012

5 YR EUR SWAPNOTE : EUROSWISS O - S 65 10:27 - 7/26/2012

2 YR EUR SWAPNOTE : EUROSWISS TWS - S 65 5:6 - 7/26/2012

3 Month EONIA : EUROSWISS EO3 - S 65 2:3 - 7/26/2012

EURIBOR (TIER 1) : 10 YR EUR SWAPNOTE I 1 - P 60 3:1 - 7/26/2012

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

EURIBOR (TIER 2) : SHORT STERLING (TIER 2) I 2 - L 2 60 3:4 - 2/24/2012

5 YR USD SWAPNOTE : 10 YR EUR SWAPNOTE USO - P 60 5:3 - 2/24/2012

5 YR USD SWAPNOTE : 5 YR EUR SWAPNOTE USO - O 60 15:16 - 2/24/2012

EURIBOR (TIER 2) : 5 YR USD SWAPNOTE I 2 - USO 60 9:5 - 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

SHORT STERLING (TIER 1) : LONG GILT L 1 - R 60 22:3 - 7/26/2012

LONG GILT : 2 YR EUR SWAPNOTE R - TWS 60 1:6 - 7/26/2012

EURIBOR (TIER 2) : EUROSWISS I 2 - S 60 2:3 - 7/26/2012

EURIBOR (TIER 1) : EUROSWISS I 1 - S 60 2:3 - 7/26/2012

SHORT STERLING (TIER 1) : EUROSWISS L 1 - S 60 8:9 - 7/26/2012

2 YR USD SWAPNOTE : 5 YR USD SWAPNOTE USW - USO 55 6:5 - 2/24/2012

SHORT GILT : SHORT STERLING (TIER 2) G - L 2 55 5:7 - 2/24/2012

EURIBOR (TIER 1) : LONG GILT I 1 - R 55 6:1 - 2/24/2012

10 YR USD SWAPNOTE : 5 YR EUR SWAPNOTE USP - O 55 9:16 - 8/8/2011

10 YR USD SWAPNOTE : 10 YR EUR SWAPNOTE USP - P 55 1:1 - 8/8/2011

EONIA (TIER 1) : SHORT STERLING (TIER 2) EON 1 - L 2 55 3:4 - 8/8/2011


2 YR USD SWAPNOTE : 10 YR EUR SWAPNOTE USW - P 55 2:1 - 2/24/2012

10 YR USD SWAPNOTE : LONG GILT USP - R 55 3:2 - 2/24/2012

EURIBOR (TIER 2) : 2 YR USD SWAPNOTE I 2 - USW 55 3:2 - 2/24/2012

2 YR USD SWAPNOTE : 2 YR EUR SWAPNOTE USW - TWS 55 1:2 - 2/24/2012

5 YR USD SWAPNOTE : 2 YR EUR SWAPNOTE USO - TWS 55 5:12 - 2/24/2012

2 YR USD SWAPNOTE : 5 YR EUR SWAPNOTE USW - O 55 9:8 - 2/24/2012

CONTRACT CODES

INTER-COMMODITY

CHARGE

ATTACHMENT D

SHORT STERLING (TIER 2) : 5 YR USD SWAPNOTE L 2 - USO 55 12:5 - 2/24/2012

SHORT GILT : LONG GILT G - R 50 21:4 - 7/26/2012

EURIBOR (TIER 1) : 5 YR USD SWAPNOTE I 1 - USO 50 9:5 - 2/24/2012

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

SHORT STERLING (TIER 2) : 2 YR USD SWAPNOTE L 2 - USW 50 2:1 - 2/24/2012

SHORT STERLING (TIER 1) : 2 YR USD SWAPNOTE L 1 - USW 50 2:1 - 2/24/2012

SHORT GILT : SHORT STERLING (TIER 1) G - L 1 45 5:7 - 7/26/2012

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 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 GILT : MEDIUM GILT G - H 40 13:5 - 7/26/2012

2 YR USD SWAPNOTE : 10 YR USD SWAPNOTE USW - USP 40 2:1 - 2/24/2012


2 YR USD SWAPNOTE : LONG GILT USW - R 40 3:1 - 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 GBP3,000 GBP35 * 1 5/28/2012

UKX GBP3,000 GBP35 25 GBP10 1 5/28/2012

FTSE100 Dividend Index Future RDSA Withholding XZ GBP100 GBP 80 * 1 7/5/2012

FTSE 100 Declared Dividend Index Future YZ GBP161 GBP 110 * 1 1/17/2012

FTSE 100 Total Return Declared Dividend Index ZTR GBP3,000 GBP 35 * 1 5/28/2012

FTSE Mid 250 Y GBP5,500 GBP135 25 GBP10 1 5/28/2012

Eurotop 100 Q EUR2,200 EUR40 * 1 5/28/2012

FTSEurofirst 80 EFE EUR2,600 EUR65 25 EUR10 1 4/10/2012

FTSEurofirst 100 EFP EUR2,200 EUR65 25 EUR10 1 4/10/2012

CAC 40 CCI EUR2,500 EUR500 25 EUR10 1 6/20/2012

AEX AXI EUR4,100 EUR220 25 EUR10 1 6/20/2012

BEL20 BLI EUR1,550 EUR160 25 EUR10 1 6/20/2012

PSI 20 PSX EUR550 EUR170 25 EUR10 1 4/23/2012

MSCI AC Far East ex Japan MCA USD2,000 USD35 * 1 7/5/2012

MSCI EM Asia MCB USD2,250 USD50 * 1 7/5/2012

MSCI BRIC Index Future MCC USD2,800 USD60 * 1 7/5/2012

MSCI EM EMEA MCZ USD2,700 USD40 * 1 7/5/2012

MSCI Emerging Markets (EM) MCQ USD2,200 USD45 * 1 5/28/2012

MSCI EM Lat Am MCF USD3,800 USD70 * 1 5/28/2012

MSCI Brazil MCG USD4,200 USD75 * 1 5/28/2012

MSCI Mexico MCH USD4,050 USD70 * 1 7/5/2012

MSCI EAFE MCI USD2,000 USD45 * 1 5/28/2012

MSCI Europe MCJ USD2,800 USD55 * 1 5/28/2012

MSCI KOKUSAI I MCK USD2,000 USD45 * 1 7/5/2012

MSCI World MCN USD1,400 USD45 * 1 7/5/2012

MSCI Hong Kong MCM USD2,000 USD45 * 1 7/5/2012

MSCI Japan MCO USD2,000 USD50 * 1 7/5/2012

MSCI All Countries Asia Ex Japan MCR USD1,600 USD40 * 1 7/5/2012

MSCI Europe Ex Switzerland Index Futures MSW USD3,240 USD50 * 1 7/5/2012

MSCI Europe Ex UK Index Futures MKE USD2,800 USD45 * 1 7/5/2012

MSCI Canada Index Futures MDA USD2,700 USD55 * 1 7/5/2012

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 USD2,500 USD50 * 1 5/28/2012

MSCI USA Index Futures MCV USD1,700 USD40 * 1 4/23/2012

MSCI India Index Futures MII USD2,700 USD55 * 1 7/5/2012

MSCI AC Asia Pacific Ex Japan Futures MAK USD1,500 USD40 * 1 5/28/2012

MSCI Emerging Markets Net TR EUR Index Future MSM EUR2,430 EUR70 * 1 7/5/2012

MSCI Europe Net Total Return EUR Index Future MPE EUR540 EUR25 * 1 7/5/2012

MSCI World Net Total Return EUR Index Future MLW EUR600 EUR25 * 1 4/23/2012

MSCI KOKUSAI Gross TR USD Index Futures MKO USD2,835 USD60 * 1 7/5/2012

MSCI World Consumer Disc NTR USD Index Futures MWG USD586 USD15 * 1 7/5/2012

MSCI World Consumer Stap NTR USD Index Futures MWB USD600 USD25 * 1 7/5/2012

MSCI World Energy Net TR USD Index Futures MWE USD1,800 USD30 * 1 5/28/2012

MSCI World Financials Net TR USD Index Futures MWN USD550 USD10 * 1 5/28/2012

MSCI World Health Care Net TR USD Index Futures MWO USD500 USD15 * 1 5/28/2012

MSCI World Industrials Net TR USD Index Futures MWI USD900 USD15 * 1 5/28/2012

MSCI World IT Net TR USD Index Futures MWV USD432 USD10 * 1 7/5/2012

MSCI World Materials Net TR USD Index Futures MWM USD1,900 USD25 * 1 5/28/2012

MSCI World Telecom Net TR USD Index Futures MWT USD300 USD10 * 1 5/28/2012

MSCI World Utilities Net TR USD Index Futures MWW USD550 USD20 * 1 7/5/2012

MSCI Canada Net TR EUR Index Futures MDB EUR1,450 EUR34 * 1 5/11/2012

MSCI India Net TR EUR Index Futures MIN EUR4,200 EUR98 * 1 5/11/2012

MSCI South Africa Net TR EUR Index Futures MSE EUR2,300 EUR54 * 1 5/11/2012

MSCI USA Net TR EUR Index Futures MCU EUR370 EUR9 * 1 5/23/2012

MSCI South Africa Net TR USD Index Futures MSA USD2,300 USD54 * 1 5/11/2012

Topix Index Futures TPI JPY500,000 JPY5,000 * 1 12/21/2011

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 95 - 7/5/2012

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 Emerging Markets (EM) Index Future (MCQ) : MSCI Emerging Markets Net TR EUR Index Future (MSM) MCQ - MSM 1:1 1 85 - 7/5/2012

14 MSCI AC Asia Pacific Ex Japan Futures (MAK) : MSCI Pacific ex Japan Index Futures (MPJ) MAK - MPJ 1:1 1 80 - 2/24/2012

15 MSCI World Index Future (MCN) : MSCI World Net Total Return EUR Index Future (MLW) MCN - MLW 1:2 1 80 - 7/5/2012

16 MSCI BRIC Index Future (MCC) : MSCI Europe Index Future (MCJ) MCC - MCJ 1:1 1 75 - 4/23/2012

17 CAC 40 Portfolio (CCI) : BEL 20 Portfolio (BLI) CCI - BLI 1:1 1 75 - 7/13/2011

18 MSCI World Index Future (MCN) : MSCI Europe Index Future (MCJ) MCN - MCJ 1:1 1 75 - 7/5/2012

19 FTSEurofirst 80 Portfolio (EFE) : CAC 40 Portfolio (CCI) EFE - CCI 1:1 1 70 - 1/17/2012

20 MSCI BRIC Index Future (MCC) : MSCI World Index Future (MCN) MCC - MCN 1:1 1 70 - 4/23/2012

21 FTSE 100 Portfolio (Z, UKX) : BEL 20 Portfolio (BLI) Z - BLI 1:1 1 70 - 7/5/2012

22 FTSEurofirst 100 Portfolio (EFP) : FTSE 100 Portfolio (Z, UKX) EFP - Z 1:1 1 70 - 7/5/2012

23 FTSEurofirst 100 Portfolio (EFP) : CAC 40 Portfolio (CCI) EFP - CCI 1:1 1 65 - 7/5/2012

24 MSCI Emerging Markets (EM) Index Future (MCQ) : MSCI India Index Futures (MII) MCQ - MII 1:1 1 65 - 7/5/2012

25 FTSE 100 Portfolio (Z, UKX) : FTSE Mid 250 (Y) Z - Y 1:1 1 65 - 4/23/2012

26 FTSEurofirst 80 Portfolio (EFE) : FTSE 100 Portfolio (Z, UKX) EFE - Z 1:1 1 65 - 7/5/2012

27 CAC 40 Portfolio (CCI) : AEX Portfolio (AXI) CCI - AXI 20:1 1 65 - 7/5/2012

28 FTSEurofirst 80 Portfolio (EFE) : FTSE Eurotop 100 (Q) EFE - Q 2:1 1 60 - 7/5/2012

29 FTSE 100 Portfolio (Z, UKX) : FTSE Eurotop 100 (Q) Z - Q 2:1 1 60 - 7/5/2012

30 FTSEurofirst 100 Portfolio (EFP) : FTSE Eurotop 100 (Q) EFP - Q 2:1 1 50 - 7/5/2012

31 FTSE100 Dividend Index Future RDSA Withholding : FTSE 100 Declared Dividend Index Future XZ - YZ 1:1 1 50 - 10/25/2011

32 FTSE 100 Portfolio (Z, UKX) : AEX Portfolio (AXI) Z - AXI 20:1 1 50 - 7/5/2012

33 FTSE 100 Portfolio (Z, UKX) : CAC 40 Portfolio (CCI) Z - CCI 20:1 1 45 - 7/5/2012

34 AEX Portfolio (AXI) : BEL 20 Portfolio (BLI) AXI - BLI 1:20 1 40 - 1/17/2012

35 FTSEurofirst 100 Portfolio (EFP) : AEX Portfolio (AXI) EFP - AXI 20:1 1 40 - 7/5/2012

36 FTSEurofirst 80 Portfolio (EFE) : AEX Portfolio (AXI) EFE - AXI 20:1 1 40 - 7/13/2011

Contract Codes

Credit Method

% Credit (per leg)

Inter-Commodity

Charge

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 1.42 0.02 40 2/24/2012

Aberdeen Asset Management PLC AAM n/a n/a n/a n/a n/a ZZG n/a n/a GBP 0.14 0.01 40 2/24/2012

Apple Inc AAP n/a LYQ LYJ LYX LYY LYZ n/a n/a USD 23.63 0.19 40 2/24/2012

ASOS PLC AAZ n/a n/a n/a n/a AAG n/a n/a n/a GBP 1.88 0.02 n/a 2/24/2012

Air Berlin AB0 n/a n/a n/a n/a AB5 AB6 n/a n/a EUR 0.35 0.01 n/a 3/23/2012

ABB Ltd ABB ABU ABQ ABJ ABX ABY ABZ n/a n/a CHF 1.60 0.05 40 2/24/2012

Abertis Infraestructuras SA ABE CYU CYQ CYJ CYX CYY CYZ n/a n/a EUR 0.98 0.01 40 2/24/2012

Associated British Foods ABF ZBW ZBO ZBB ZBV ZBY n/a n/a ABR GBP 0.48 0.01 40 2/24/2012

Abengoa SA ABG n/a n/a n/a n/a n/a WLD WLH n/a EUR 1.52 0.02 n/a 2/24/2012

Abbott Laboratories ABT n/a OUT OUC OUN OUY OUZ n/a n/a USD 1.53 0.02 40 2/24/2012

Credit Agricole SA ACA ACU ACQ ACJ ACX ACY ACZ n/a n/a EUR 0.80 0.03 40 4/16/2012

Acciona SA ACC LJW LJO LJB LJV LJY LJZ n/a n/a EUR 5.37 0.05 40 2/24/2012

ACEA SpA ACE n/a n/a LJB n/a CUD CUH n/a n/a EUR 0.51 0.01 40 2/24/2012

ACE Ltd ACL n/a OGT OGC OGN OGF OGK n/a n/a USD 4.07 0.04 40 2/24/2012

Acanthe Developpement SA ACN n/a n/a n/a n/a UIF UIK n/a n/a EUR 0.18 0.01 n/a 2/24/2012

Acerinox SA ACR QFU QFQ QFJ QFX QFY QFZ n/a n/a EUR 0.84 0.01 40 2/24/2012

American Capital Ltd AD n/a ADO ADB ADV ADF ADK n/a n/a USD 0.70 0.01 40 2/24/2012

Adecco SA ADC QVU QVQ QVJ QVX QVY QVZ n/a n/a CHF 5.60 0.05 40 2/24/2012

Astaldi SpA ADI n/a n/a n/a n/a ZWF ZWK n/a n/a EUR 0.66 0.01 n/a 2/24/2012

Admiral Group PLC ADM n/a n/a n/a n/a ADD n/a n/a ADG GBP 1.84 0.02 30 2/24/2012

Aeroports de Paris ADP n/a n/a n/a n/a AID AIH n/a n/a EUR 3.51 0.03 n/a 2/24/2012

Adidas-Salomon AG ADS FKU FKQ FKJ FKX FKY FKZ n/a n/a EUR 3.11 0.03 40 2/24/2012

Aker ASA AE n/a n/a n/a n/a AED AEH n/a n/a NOK 23.50 0.19 n/a 2/24/2012

A2A SpA AEM n/a ASO ASB ASV ASD ASH n/a n/a EUR 0.08 0.01 40 2/24/2012

American 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 2/24/2012

BAE Systems plc AER BAU BAQ BAJ BAX BAD n/a n/a AER GBP 0.21 0.01 30 2/24/2012

AGFA-Gevaert NV AGE QJU QJQ QJJ QJX QJY QJZ n/a n/a EUR 0.41 0.01 40 2/24/2012

Altria Group Inc AGI n/a JLQ JLJ JLX JLY JLZ n/a n/a USD 1.37 0.02 40 2/24/2012

Aggreko AGK n/a n/a n/a n/a AGU n/a AGK n/a GBP 1.65 0.02 n/a 6/26/2012

Agnico-Eagle Mines Ltd AGM n/a n/a n/a n/a AG8 AG9 n/a n/a USD 3.70 0.04 n/a 4/12/2012

Aggreko AGN AFU AFQ AFJ AFX AFY AFZ n/a n/a EUR 0.52 0.01 40 2/24/2012

Agrium Inc AGR n/a n/a n/a n/a AG6 AG7 n/a n/a USD 5.50 0.06 n/a 4/12/2012

Aegis Group AGS n/a n/a n/a n/a AGV n/a n/a n/a GBP 0.10 0.01 n/a 6/26/2012

Anglo American plc AHA AHW AHO AHB AHV AHD n/a n/a AHA GBP 2.40 0.07 30 2/24/2012

Koninklijke Ahold NV AHL AHU AHQ AHJ AHX AHY AHZ AHL n/a EUR 0.76 0.01 40 5/28/2012

Air Liquide AI AIU AIQ AIJ AIX AIY AIZ n/a n/a EUR 4.34 0.12 40 6/25/2012

Air France-KLM AIF AQW AQO AQB AQV AQD AQH n/a n/a EUR 0.59 0.02 40 4/16/2012

American Internation Group Inc AIG n/a JGQ JGJ JGX JGY JGZ n/a n/a USD 3.01 0.03 40 2/24/2012

Huntington Bancshares Inc AJ n/a AJT AJC AJN AJF AJK n/a n/a USD 0.51 0.01 40 2/24/2012

Arkema AKE AKW AKO AKR AKI AUD AUH n/a n/a EUR 9.36 0.08 40 2/24/2012

Akzo Nobel NV AKZ AKU AKQ AKJ AKX AKY AKH AKZ n/a EUR 3.12 0.03 40 2/24/2012

Allergan INC AL n/a DGT DGC DGN DGF DGK n/a n/a USD 4.85 0.04 40 2/24/2012

Corp Financiera Alba ALB n/a n/a n/a n/a DHD DHH n/a n/a EUR 2.93 0.03 n/a 2/24/2012

Alten ALE n/a n/a n/a n/a ALA ALR n/a n/a EUR 2.00 0.05 n/a 5/28/2012

Alfa Laval AB ALF AJW AJO AJB AJV AJD AJH n/a n/a SEK 10.67 0.09 40 10/17/2011

Alliance Oil Company Ltd ALI n/a n/a n/a n/a AOY AOZ n/a n/a SEK 8.47 0.07 n/a 2/24/2012

Laboratorios Almirall SA ALM n/a n/a n/a n/a n/a ALD ALH n/a EUR 0.58 0.02 n/a 4/16/2012

Alstom ALS ZWU ZWQ ZWJ ZWX ZWY ZWZ n/a n/a EUR 3.84 0.04 40 2/24/2012

Allianz AG ALV ALU ALQ ALJ ALX ALY ALZ n/a n/a EUR 6.50 0.07 40 5/28/2012

AMG NV AM XBM XBT XBC XBN XBF XBK n/a n/a EUR 1.29 0.02 40 2/24/2012

Anadarko Petroleum Corp AMA n/a n/a n/a n/a AMD AMH n/a n/a USD 7.08 0.06 n/a 2/24/2012

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



Contract Name Logical Code CurrencyCash

SettledPhysical Settled

Cash Settled

Physical Settled

Cash Settled

Physical Settled

Future Code

Equity Option

Scanning Range (per

share)



Effective Date

Amec AME n/a n/a n/a n/a AMT n/a n/a n/a GBP 0.82 0.01 n/a 6/26/2012

Ameriprise Financial Inc AMF n/a n/a n/a n/a RUG RUP n/a n/a USD 6.66 0.06 n/a 2/24/2012

Amgen AMG n/a JVT JVC JVN JVY JVZ n/a n/a USD 3.22 0.03 40 2/24/2012

Amlin AML n/a n/a n/a n/a AMU n/a n/a n/a GBP 0.29 0.01 n/a 6/26/2012

Ameren Corp AMM n/a n/a n/a n/a MGF MGK n/a n/a USD 2.11 0.02 n/a 2/24/2012

Amplifon SpA AMP n/a n/a n/a n/a MVF MVK n/a n/a EUR 0.36 0.01 n/a 2/24/2012

Amadeus IT Holding SA AMS n/a n/a n/a n/a AM5 AM6 n/a n/a EUR 0.82 0.03 n/a 4/16/2012

Amazon.Com Inc AMZ n/a TTO TTB TTV TTD TTH n/a n/a USD 23.12 0.19 40 2/24/2012

Gannett Co Inc AN n/a ANO ANC ANN ANF ANK n/a n/a USD 2.01 0.02 40 2/24/2012

Andritz AG AND n/a n/a n/a n/a LQY LQZ n/a n/a EUR 2.18 0.06 n/a 4/23/2012

AON Corp ANP n/a n/a n/a n/a ZAF ZAK n/a n/a USD 3.16 0.03 n/a 2/24/2012

Ansaldo STS SpA ANS n/a n/a n/a n/a STY STZ n/a n/a EUR 0.70 0.01 n/a 2/24/2012

Antofagasta ANT KFU KFQ KFJ KFX KFY n/a n/a ATT GBP 1.56 0.05 40 2/24/2012

Time Warner AOL n/a n/a n/a n/a ZTY ZTZ n/a n/a USD 2.33 0.02 n/a 2/24/2012

Accor SA AOO AAW AAT AAC AAN ACF ACK n/a n/a EUR 3.22 0.03 40 2/24/2012

Atlas Copco AB-B AP n/a n/a n/a n/a APD APH n/a n/a SEK 12.10 0.10 n/a 2/24/2012

Air Products & Chemicals Inc APM n/a n/a n/a n/a ASG ADH n/a n/a USD 7.76 0.07 n/a 2/24/2012

Aperam APZ APE APA APR API AHG AHP n/a n/a EUR 1.88 0.02 n/a 2/24/2012

Leggett & Platt Inc AQ n/a AQT AQC AQN AQF AQK n/a n/a USD 2.21 0.02 40 2/24/2012

Aareal Bank AG AR AR1 AR2 AR3 AR4 ARD ARH n/a n/a EUR 3.30 0.08 40 3/23/2012

Aurubis AG ARB n/a n/a n/a n/a ARV ART n/a n/a EUR 2.91 0.03 n/a 2/24/2012

Arcadis N.V ARC WEW WEO WEB WEV WEF WEK n/a n/a EUR 1.70 0.02 40 2/24/2012

ARM Holdings ARM MWU MWQ MWJ MWX MWY n/a n/a ARM GBP 0.50 0.02 40 4/16/2012

M&T Bank Corp AS n/a AST ASC ASN ASF ASK n/a n/a USD 5.72 0.05 40 2/24/2012

ASML Holding NV ASL FDU FDQ FDJ FDX FDY FDZ ASL n/a EUR 1.89 0.06 40 2/24/2012

Aspen Insurance Holdings Ltd ASP n/a n/a n/a n/a OHF OHK n/a n/a USD 1.68 0.02 n/a 2/24/2012

Assa Abloy AB ASS LRU LRQ LRJ LRX LRY LRZ n/a n/a SEK 11.88 0.10 40 2/24/2012

Altri SGPS AT n/a n/a n/a n/a ATD ATH n/a n/a EUR 0.12 0.01 n/a 10/17/2011

Atos AT0 ACW ACO ACB ACV ACD ACH n/a n/a EUR 3.33 0.03 40 2/24/2012

Atlas Copco AB A shares ATA ATU ATQ ATJ ATX ATY ATZ n/a n/a SEK 14.41 0.12 40 2/24/2012

American Tower Corp ATC n/a n/a n/a n/a ACG ACP n/a n/a USD 5.13 0.05 n/a 8/26/2011

Autogrill SPA ATG n/a n/a n/a n/a QID QIH n/a n/a EUR 0.68 0.01 n/a 2/24/2012

Actelion Ltd ATL YKU YKQ YKJ YKX YKY YKZ n/a n/a CHF 3.00 0.03 40 2/24/2012

AO Tatneft ATO TFM TFT TFC TFN AAD AAH n/a n/a USD 6.00 0.05 n/a 2/24/2012

Atlantic SpA ATS n/a AUQ AUJ AUX AUY AUZ AUT n/a EUR 1.12 0.01 40 2/24/2012

Aurico Gold Inc AUL n/a n/a n/a n/a AUP AUU n/a n/a USD 1.10 0.01 n/a 5/11/2012

Ackermans & Van Haaren AVH n/a n/a n/a n/a AGY AGZ n/a n/a EUR 5.79 0.05 n/a 2/24/2012

Eastman Chemical Co AW n/a AWT AWC AWN AWF AWK n/a n/a USD 5.28 0.05 40 2/24/2012

International Consolidated Airlines G AWS BYU BYQ BYJ BYX BYY n/a n/a AWS GBP 0.22 0.01 40 2/24/2012

Aker Solutions ASA AX n/a n/a n/a n/a AXD AXH n/a n/a NOK 9.00 0.08 n/a 2/24/2012

AXA SA AXA CJU CJQ CJJ CJX CJY CJZ n/a n/a EUR 1.50 0.02 40 5/28/2012

Axel Springer AG AXE n/a n/a n/a n/a OMD OMH n/a n/a EUR 3.95 0.04 n/a 2/24/2012

Aixtron SE AXT n/a n/a n/a n/a ANY ANZ n/a n/a EUR 2.36 0.02 n/a 2/24/2012

Subsea 7 SA AY n/a n/a n/a n/a GYD GYH n/a n/a NOK 17.00 0.14 n/a 2/24/2012

Azimut Holding SpA AZ n/a n/a n/a n/a AZD AZH n/a n/a EUR 0.88 0.01 n/a 2/24/2012

AstraZeneca plc AZA AZU AZQ AZJ AZX AZY n/a n/a AZA GBP 1.68 0.05 30 2/24/2012

Julius Baer Gruppe BAB BA1 BA2 BA3 BA4 BA5 BA6 n/a n/a CHF 2.40 0.02 n/a 2/20/2012

Bauer AG BAE n/a n/a n/a n/a WLF WLK n/a n/a EUR 4.78 0.04 n/a 2/24/2012

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 7/21/2011

BASF AG BAS BJU BJQ BJJ BJX BJY BJZ n/a n/a EUR 4.00 0.11 40 4/16/2012

Banco de Valencia SA BAV n/a n/a n/a n/a BVD BVH n/a n/a EUR 0.17 0.01 n/a 2/24/2012

ATTACHMENT G





Cash Settled

Physical Settled

Cash Settled

Physical Settled

Future Code

Equity Option

Scanning Range (per

share)



Effective Date

Societe BIC SA BB n/a n/a n/a n/a NDF NDK n/a n/a EUR 4.15 0.04 n/a 2/24/2012

Barry Callebaut AG BBB n/a n/a n/a n/a BA7 BA8 n/a n/a CHF 40.20 0.93 n/a 3/23/2012

Barclays plc BBL BBU BBQ BBJ BBX BBD n/a n/a BBL GBP 0.25 0.01 30 5/28/2012

Banco BPI SA BBP n/a n/a n/a n/a YXY YXZ n/a n/a EUR 0.11 0.01 40 8/16/2011

Baywa-Bayerische Warenvermit BBW n/a n/a n/a n/a BAF BAK n/a n/a EUR 1.74 0.02 n/a 2/24/2012

Balfour Beatty BBY n/a n/a n/a n/a BBE n/a n/a n/a GBP 0.24 0.01 n/a 6/26/2012

BRE Bank SA BC n/a n/a n/a n/a BCD n/a n/a n/a PLN 36.00 0.29 n/a 2/24/2012

Broadcom Corp BCC n/a n/a n/a n/a BOG BOP n/a n/a USD 2.78 0.03 n/a 2/24/2012

BCE Inc BCE n/a n/a n/a n/a BCH BCW n/a n/a USD 1.19 0.01 n/a 2/24/2012

Barratt Developments BDE n/a n/a n/a n/a BDW n/a n/a n/a GBP 0.14 0.01 40 6/26/2012

Beiersdorf AG BDF DLU DLQ DLJ DLX DLY DLZ n/a n/a EUR 2.18 0.02 40 2/24/2012

Befimmo S.C.A. BEF n/a n/a n/a n/a BMF BMK n/a n/a EUR 3.47 0.03 n/a 2/24/2012

Bekaert SA NV BEK VWM VWT VWC VWM VWY VWZ n/a n/a EUR 5.20 0.05 n/a 2/24/2012

Beni Stabili SpA BEN n/a n/a n/a n/a AYD AYH n/a n/a EUR 0.07 0.01 n/a 2/24/2012

Banco Espirito Santo SA BES n/a n/a n/a n/a YBY YBZ n/a n/a EUR 0.21 0.01 40 4/16/2012

BG Group plc BGG BGU BGQ BGJ BGX GEY n/a n/a BGG GBP 0.88 0.03 30 4/16/2012

Booker Group BGP n/a n/a n/a n/a BKG n/a n/a n/a GBP 0.06 0.01 n/a 10/17/2011

Bank BPH BH n/a n/a n/a n/a BHD n/a n/a n/a PLN 10.00 0.08 n/a 2/24/2012

Brunel International NV BI BUW BUO BUB BUV BUG BUP n/a n/a EUR 3.50 0.03 40 2/24/2012

Babcock International Group BIG n/a n/a n/a n/a BDG n/a n/a n/a GBP 0.44 0.01 n/a 2/24/2012

Biogen Idec Inc BII n/a JIT JIC JIN JIY JIZ n/a n/a USD 9.43 0.08 40 2/24/2012

Intesa Sanpaolo SpA BIN n/a BIQ BIJ BIX BIY BIZ n/a n/a EUR 0.21 0.01 40 4/16/2012

Biomerieux BIO n/a n/a n/a n/a IOF IOK n/a n/a EUR 4.79 0.04 40 2/24/2012

Boston Properties Inc BJ n/a BJT BJC BJN BJF BJK n/a n/a USD 5.64 0.05 40 2/24/2012

Bankia SA BKI n/a n/a n/a n/a BNG BKP n/a n/a EUR 0.49 0.01 n/a 2/24/2012

Berkeley Group Holdings BKL n/a n/a n/a n/a BKE n/a n/a n/a GBP 1.03 0.01 n/a 6/26/2012

Bankinter SA BKT UZU UZQ UZJ UZX UZY UZZ n/a n/a EUR 0.37 0.01 40 2/24/2012

Boliden AB BL BLW BLO BLB BLV BLD BLH n/a n/a SEK 15.02 0.12 40 2/24/2012

Balda AG BLA n/a n/a n/a n/a n/a BLL n/a n/a EUR 1.30 0.03 n/a 5/28/2012

Belgacom SA BLG BEU BEQ BEJ BEX BEY BEZ n/a n/a EUR 1.29 0.04 40 2/24/2012

British Land Co BLN XBW XBO XBB XBV XBY n/a n/a BLC GBP 0.35 0.01 40 2/24/2012

BHP Billiton plc BLT BHU BHQ BHJ BHX BHY n/a n/a BLT GBP 1.80 0.05 30 4/16/2012

Bolsas y Mercados Espanoles BME BXW BXG BXB BXV BXD BXH n/a n/a EUR 1.50 0.02 40 2/24/2012

Koninklijke BAM Groep NV BMG KPW KPC KPB KPV KPD KPH n/a n/a EUR 0.41 0.01 40 2/24/2012

BMW AG - PFD BMM n/a n/a n/a n/a EWD EWH n/a n/a EUR 3.38 0.03 n/a 2/24/2012

Bayerische Motoren Werke AG BMW BMU BMQ BMJ BMX BMD BMZ n/a n/a EUR 5.76 0.05 40 2/24/2012

Danone BN BKU BKQ BKJ BKX BKY BKZ n/a n/a EUR 3.04 0.04 40 5/28/2012

BNP Paribas BNP BNU BNQ BNJ BNX BNY BNH n/a n/a EUR 6.00 0.17 40 4/16/2012

Bank of Nova Scotia BNS n/a n/a n/a n/a BN8 BN9 n/a n/a USD 3.70 0.04 n/a 4/12/2012

Beneteau BNT n/a n/a n/a n/a BLF BLK n/a n/a EUR 1.04 0.01 n/a 2/24/2012

Brenntag AG BNW n/a n/a n/a n/a BNB BNV n/a n/a EUR 6.10 0.14 n/a 7/11/2012

Bunzl BNZ n/a n/a n/a n/a BNM n/a n/a n/a GBP 0.68 0.01 n/a 6/26/2012

Bank 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 7/21/2011

Bank of America Corp BOA n/a KDQ KDJ KDX KDY KDZ n/a n/a USD 0.97 0.01 40 2/24/2012

Boeing Co BOE n/a n/a n/a n/a LVY LVZ n/a n/a USD 5.77 0.05 n/a 2/24/2012

Bank of Montreal BOM n/a n/a n/a n/a BO8 BO9 n/a n/a USD 2.40 0.03 n/a 4/12/2012

Boskalis Wesminster BOS UBW UBO UBB UBV UBD UBH n/a n/a EUR 1.98 0.02 40 2/24/2012

BP plc BP BPU BPQ BPJ BPX BPY n/a n/a BP GBP 0.26 0.01 30 5/28/2012

Banca Popolare dell Emilia Romagna BPE n/a n/a n/a n/a BWG BWP n/a n/a EUR 1.02 0.01 n/a 2/24/2012

Unione Di Banche Italiane Scrl BPL n/a FRQ FRJ FRX FRY FRZ n/a n/a EUR 0.42 0.01 40 2/24/2012

BPM - Banca Popolare di Milano SCaRL BPM n/a UWQ UWJ UWX UWY UWZ n/a n/a EUR 0.26 0.01 40 5/28/2012

ATTACHMENT G





Cash Settled

Physical Settled

Cash Settled

Physical Settled

Future Code

Equity Option

Scanning Range (per

share)



Effective Date

Banca Monte dei Paschi Siena BPS n/a EVQ EVJ EVX EVY EVZ n/a n/a EUR 0.07 0.01 40 2/24/2012

Banco Popolare Scrl BPV n/a FHQ FHJ FHX FHY FHZ BPV n/a EUR 0.23 0.01 40 10/17/2011

Windstream Corp BQ n/a BQT BQC BQN BQF BQK n/a n/a USD 0.59 0.01 40 2/24/2012

Host Hotels & Resorts Inc BR n/a BRO BRC BRN BRF BRK n/a n/a USD 1.20 0.01 40 2/24/2012

Burberry Group BRB BRU BRA BRR BRH BDK n/a BRB BRW GBP 1.48 0.02 30 6/26/2012

Barrick Gold Corp BRG n/a WKO WKB WKV WKD WKH n/a n/a USD 3.48 0.03 40 2/24/2012

Brembo SpA BRM n/a n/a n/a n/a BOF BOK n/a n/a EUR 1.40 0.02 n/a 2/24/2012

Brookfield Asset Management BRP n/a n/a n/a n/a BR8 BR9 n/a n/a USD 2.00 0.02 n/a 4/12/2012

Brisa SA BRS n/a n/a n/a n/a YZY YZZ n/a n/a EUR 0.29 0.01 40 2/24/2012

Invensys BRT IQU IQQ IQJ IVX IQY n/a n/a BRT GBP 0.28 0.01 30 2/24/2012

Britvic Plc BRV n/a n/a n/a n/a BAG n/a n/a n/a GBP 0.28 0.01 n/a 2/24/2012

Best Buy Co Inc BSB n/a n/a n/a n/a BYG BYP n/a n/a USD 3.21 0.03 n/a 2/24/2012

Berkshire Hathaway Inc BSH n/a n/a n/a n/a BHG BHH n/a n/a USD 3.70 0.03 n/a 2/24/2012

British Sky Broadcasting plc BSK BSU BSQ BSJ BSX BSD n/a n/a BSK GBP 0.48 0.02 30 4/16/2012

BB&T Corp BTA n/a ZWT ZWC ZWN BTD BTH n/a n/a USD 2.04 0.02 40 2/24/2012

BT Group plc BTG BTU BTQ BTJ BTX BTY n/a n/a BTG GBP 0.16 0.01 30 4/16/2012

Banco Espanol de Credito SA BTO n/a n/a n/a n/a UKY UKZ n/a n/a EUR 0.34 0.01 n/a 2/24/2012

Masco Corp BV n/a BVT BVC BVN BVF BVK n/a n/a USD 1.13 0.01 40 2/24/2012

Banco Bilbao Vizcaya Argent BVA BDU BDQ BDJ BDX BDY BDZ n/a n/a EUR 0.65 0.01 40 5/28/2012

Bureau Veritas SA BVI n/a n/a n/a n/a UGF UGK n/a n/a EUR 3.01 0.03 n/a 2/24/2012

Bovis Homes Group BVS n/a n/a n/a n/a BVO n/a n/a n/a GBP 0.36 0.01 n/a 6/26/2012

Bellway BWY n/a n/a n/a n/a BWA n/a n/a n/a GBP 0.53 0.01 n/a 6/26/2012

Bayer AG BYR BQU BQQ BQJ BQX BQY BQZ n/a n/a EUR 4.00 0.11 40 4/16/2012

Buzzi Unicem SPA RSP BZU n/a n/a n/a n/a BZD BZH n/a n/a EUR 0.44 0.01 40 2/24/2012

Bellzone BZM n/a n/a n/a n/a BZW n/a n/a n/a GBP 0.08 0.01 n/a 2/24/2012

Buzzi Unicem SPA BZZ n/a n/a n/a n/a n/a QKH n/a n/a EUR 0.92 0.01 n/a 2/24/2012

Carrefour SA CA CMU CMQ CMJ CMX CMY CMZ n/a n/a EUR 2.03 0.06 40 2/24/2012

Coach Inc CAI n/a n/a n/a n/a CQG CQP n/a n/a USD 6.00 0.05 n/a 2/24/2012

Société d’Edition de Canal Plus CAN n/a n/a n/a n/a CBF n/a n/a n/a EUR 0.26 0.01 n/a 2/24/2012

Castellum AB CAS n/a n/a n/a n/a CND CNH n/a n/a SEK 10.00 0.08 n/a 2/24/2012

Close Brothers Group CBG n/a n/a n/a n/a CBW n/a CBG n/a GBP 0.50 0.01 n/a 7/11/2012

Canadian Imperial Bank of Commerce CBI n/a n/a n/a n/a CI8 CI9 n/a n/a USD 4.20 0.05 n/a 4/12/2012

Commerzbank AG CBK CBU CBQ CBJ CBX CBY CBZ n/a n/a EUR 0.39 0.02 40 4/16/2012

Coca Cola Enterprises CCE n/a n/a n/a n/a CTY CCZ n/a n/a USD 1.49 0.02 n/a 2/24/2012

Cable & Wireless Communications CCT CCW CCQ CCB CCV CCF n/a CCT n/a GBP 0.04 0.01 30 2/24/2012

Citigroup Inc CCX n/a KNQ KNJ KNX KNY KNZ n/a n/a USD 4.95 0.04 40 2/24/2012

Progressive Corp / The CD n/a CDT CDC CDN CDF CDK n/a n/a USD 1.12 0.01 40 2/24/2012

Cofide SpA CDE n/a n/a n/a n/a MWF MWK n/a n/a EUR 0.07 0.01 n/a 2/24/2012

Christian Dior SA CDI CDU CDQ CDJ CDX CDY CDZ n/a n/a EUR 8.82 0.08 40 2/24/2012

OJSC Cherkizovo Group CE n/a n/a n/a n/a CED CEH n/a n/a USD 3.85 0.04 n/a 10/17/2011

Cementir Holding SpA CEM n/a n/a n/a n/a UAF UAK n/a n/a EUR 0.21 0.01 n/a 2/24/2012

Cenovus Energy Inc CEN n/a n/a n/a n/a CE8 CE9 n/a n/a USD 3.40 0.04 n/a 4/12/2012

Cofina SGPS CF n/a n/a n/a n/a COD COH n/a n/a EUR 0.15 0.01 n/a 5/28/2012

CFAO CFA n/a n/a n/a n/a COY COZ n/a n/a EUR 1.93 0.02 n/a 2/24/2012

ConAgra Foods Inc CG n/a CGO CGB CAV CGF CGK n/a n/a USD 1.17 0.01 40 2/24/2012

Cargotec Corporation CGC n/a n/a n/a n/a CJD CJH n/a n/a EUR 4.02 0.04 n/a 2/24/2012

Alcatel SA CGE CGU CGQ CGJ CGX CGY CGZ n/a n/a EUR 0.37 0.01 40 4/16/2012

Catlin Group Ltd CGL n/a n/a n/a n/a CAF n/a n/a n/a GBP 0.29 0.01 n/a 2/24/2012

Cie Generale de Geophysique-Veritas CGV n/a n/a n/a n/a DBD DBH n/a n/a EUR 2.35 0.02 n/a 2/24/2012

Clorox Co CH n/a CHO CHC CHN CHF CLK n/a n/a USD 5.00 0.04 40 2/24/2012

Chesapeake Energy Corp CHK n/a RUO RUB RUV RUD RUH n/a n/a USD 2.41 0.02 40 2/24/2012

ATTACHMENT G





Cash Settled

Physical Settled

Cash Settled

Physical Settled

Future Code

Equity Option

Scanning Range (per

share)



Effective Date

Cintra Concesiones de Infraestructuras de CIN JCW JCO JCB JCV JCY JCZ n/a n/a EUR 0.64 0.01 40 2/24/2012

Corio NV CIO CDW CDO CDV CDB CDD CDH n/a n/a EUR 4.50 0.04 40 2/24/2012

CIR SpA CIR n/a n/a n/a n/a GMD GMH n/a n/a EUR 0.13 0.01 n/a 2/24/2012

Cineworld CIW n/a n/a n/a n/a DDG n/a n/a n/a GBP 0.12 0.01 n/a 2/24/2012

Rovese SA CK n/a n/a n/a n/a CKD n/a n/a n/a PLN 1.20 0.01 n/a 2/24/2012

Cookson Group CKG n/a n/a n/a n/a CKI n/a CKG n/a GBP 0.61 0.01 n/a 7/11/2012

Carlsberg A/S CLB n/a n/a n/a n/a CLD CLH n/a n/a DKK 42.00 1.14 n/a 4/16/2012

Carillion CLL n/a n/a n/a n/a n/a n/a CLL n/a GBP 0.31 0.01 n/a 2/24/2012

Coloplast A/S CLP n/a n/a n/a n/a DFD DFH n/a n/a DKK 45.00 0.36 n/a 2/24/2012

Celesio AG CLS CLU CLQ CLJ CLX CLY CLZ n/a n/a EUR 1.05 0.01 40 2/24/2012

Ciments Francais SA CMA n/a n/a n/a n/a NEF NEK n/a n/a EUR 7.50 0.06 n/a 2/24/2012

Comcast Corp CMC n/a n/a n/a n/a CDG CDP n/a n/a USD 1.67 0.02 n/a 2/24/2012

Cummins Inc CMS n/a n/a n/a n/a CUG CUP n/a n/a USD 8.94 0.08 n/a 2/24/2012

Cairn Energy CNE KEU KEQ KEJ KEX KEY n/a n/a CNG GBP 0.30 0.01 40 2/24/2012

Cincinnati Financial Corp CNN n/a BHT BHC BHN BHF BHK n/a n/a USD 1.36 0.02 40 2/24/2012

CNP Assurances CNP CNU CNQ CNJ CNX CNY CNZ n/a n/a EUR 1.12 0.01 40 2/24/2012

Canadian Natural Resources CNR n/a n/a n/a n/a CNW CNO n/a n/a USD 3.80 0.04 n/a 4/12/2012

Carnival Corp CNV n/a n/a n/a n/a CVG CVP n/a n/a USD 3.67 0.03 n/a 2/24/2012

Casino Guichard Perrachon SA CO FBU FBQ FBJ FBX FBY FBZ n/a n/a EUR 4.43 0.04 40 2/24/2012

Cobham COB n/a n/a n/a n/a COV n/a COB n/a GBP 0.10 0.01 n/a 7/11/2012

Cofinimmo SA COF n/a n/a n/a n/a JEY JEZ n/a n/a EUR 6.50 0.06 n/a 2/24/2012

Comerica Inc COM n/a AOT AOC AON AOF AOK n/a n/a USD 3.12 0.03 40 10/17/2011

Continental AG CON DVU DVQ DVJ DVX DVY DVZ n/a n/a EUR 6.41 0.06 40 2/24/2012

ConocoPhillips COP n/a n/a n/a n/a NQY NQZ n/a n/a USD 3.56 0.03 n/a 5/1/2012

C&C Group PLC CP n/a n/a n/a n/a CPD n/a n/a n/a EUR 0.26 0.01 n/a 2/24/2012

Canadian Pacific Railway Ltd CPA n/a n/a n/a n/a CP8 CP9 n/a n/a USD 4.60 0.05 n/a 4/12/2012

Compass Group plc CPG CPU CPQ CPJ CPX CPY n/a n/a CPG GBP 0.32 0.01 40 2/24/2012

Capita Group plc CPI n/a n/a n/a n/a QKY n/a CPT n/a GBP 0.43 0.01 40 2/24/2012

Cape PLC CPP n/a n/a n/a n/a CGG n/a n/a n/a GBP 0.84 0.01 n/a 2/24/2012

Carpetright CPR n/a n/a n/a n/a n/a n/a CPR n/a GBP 0.88 0.01 n/a 2/24/2012

CRH PLC CR CRW CRT CRB CRV CCD n/a n/a n/a EUR 1.76 0.02 40 2/24/2012

CRH PLC (UK) CR0 CR6 CR2 CR3 CR4 CR5 n/a n/a CRM GBP 1.10 0.01 n/a 1/20/2012

Croda International CRD n/a n/a n/a n/a CRZ n/a CRD n/a GBP 1.50 0.02 n/a 7/11/2012

Credito Emiliano SpA CRE n/a n/a n/a n/a EJD EJH n/a n/a EUR 0.60 0.01 n/a 10/17/2011

Banca Carige SpA CRG n/a n/a n/a n/a CBD CBH n/a n/a EUR 0.17 0.01 n/a 2/24/2012

Criteria Caixacorp SA CRI CIE CIA CIG CII n/a ERD ERH n/a EUR 0.37 0.01 n/a 2/24/2012

Mersen CRL n/a n/a n/a n/a UFF UFK n/a n/a EUR 3.78 0.04 n/a 2/24/2012

CROCS Inc CRO n/a WXO WXB WXV WXD WXH n/a n/a USD 3.98 0.04 40 10/17/2011

Charles Schwab Corp CSB n/a n/a n/a n/a CWC CWP n/a n/a USD 1.33 0.02 n/a 2/24/2012

Cisco Systems CSC n/a ZLQ ZLJ ZLX ZLY ZLZ n/a n/a USD 1.36 0.02 40 2/24/2012

Consolidated Edison Inc CSE n/a n/a n/a n/a CYG CYP n/a n/a USD 2.67 0.03 n/a 2/24/2012

Credit Suisse Group CSG CHU CHQ CHJ CHX CHY CHZ n/a n/a CHF 2.90 0.08 40 2/24/2012

CSM CSM DKW DKO DKB DKV DKD DKH n/a n/a EUR 2.00 0.03 40 5/28/2012

Societa Cattolica di Assicurazioni SC CSS n/a n/a n/a n/a ZHD ZHH n/a n/a EUR 1.53 0.02 n/a 2/24/2012

Collins Stewart Tullett CST n/a n/a n/a n/a n/a n/a CST n/a GBP 0.33 0.01 n/a 2/24/2012

CSX Corp CSX n/a n/a n/a n/a CXG CXP n/a n/a USD 1.82 0.02 n/a 2/24/2012

Central European Media CT n/a n/a n/a n/a CTD n/a n/a n/a CZK 32.01 0.87 n/a 4/16/2012

Colt Group SA CTM n/a n/a n/a n/a TTY n/a n/a CTM GBP 0.12 0.01 30 2/24/2012

Centrotherm Photovoltaics AG CTN n/a n/a n/a n/a CT5 CT6 n/a n/a EUR 1.62 0.02 n/a 1/30/2012

Caterpillar Inc CTP n/a XDO XDB XDV ZKY ZKZ n/a n/a USD 7.10 0.06 40 2/24/2012

Centrica plc CTR CRU CRQ CRJ CRX CRY n/a n/a CTR GBP 0.13 0.01 40 2/24/2012

ATTACHMENT G





Cash Settled

Physical Settled

Cash Settled

Physical Settled

Future Code

Equity Option

Scanning Range (per

share)



Effective Date

Cognizant Technology Solutions CTS n/a n/a n/a n/a CZP CZG n/a n/a USD 5.00 0.06 n/a 5/28/2012

Aviva plc CUA AVU AVQ AVJ AVX AVY n/a n/a CUA GBP 0.39 0.02 40 4/16/2012

Chevron Corp CVX n/a n/a n/a n/a LDY LDZ n/a n/a USD 7.89 0.07 n/a 2/24/2012

Costco Wholesale Corp CWA n/a n/a n/a n/a CWD CWH n/a n/a USD 4.11 0.04 n/a 2/24/2012

Conwert Immobilien Invest SE CWI n/a n/a n/a n/a CW5 CW6 n/a n/a EUR 0.70 0.02 n/a 5/11/2012

Cable & Wireless Worldwide CWT CWW CWO CWB CWV CTH n/a CWT n/a GBP 0.05 0.01 30 7/21/2011

CBS Corp CXA n/a NNO NNB NNV CXD CXH n/a n/a USD 1.93 0.02 40 2/24/2012

JSC Chelyabinsk Zinc Plant CZ n/a n/a n/a n/a CZD CZH n/a n/a USD 0.80 0.01 n/a 2/24/2012

Carl Zeiss Meditec CZM n/a n/a n/a n/a ZEG ZEP n/a n/a EUR 0.87 0.01 n/a 2/24/2012

Davide Campari - Milano DA n/a n/a n/a n/a DAD DAH n/a n/a EUR 0.41 0.01 n/a 2/24/2012

Daimler AG DAI n/a n/a n/a n/a VYF VYK n/a n/a USD 7.07 0.06 n/a 2/24/2012

Danske Bank A/S DAN OGU OGQ OGJ OGX OGY OGZ n/a n/a DKK 10.00 0.08 40 2/24/2012

Deutsche Bank DB VZF VZK n/a n/a n/a n/a n/a n/a USD 7.31 0.06 n/a 2/24/2012

Deutsche Bank AG DBK DBU DBQ DBJ DBX DBY DBZ n/a n/a EUR 5.29 0.15 40 2/24/2012

Deutsche Boerse AG DBO FVU FVQ FVJ FVX FVY FVZ n/a n/a EUR 3.64 0.03 40 2/24/2012

DCC PLC DC DCW DCA DCB DCV DPD n/a n/a n/a EUR 1.18 0.01 40 2/24/2012

Dairy Crest Group DCG n/a n/a n/a n/a DCH n/a DCG n/a GBP 0.16 0.01 n/a 7/11/2012

Discovery Communications Inc DCM n/a n/a n/a n/a DBG DBP n/a n/a USD 3.75 0.03 n/a 2/24/2012

Daimler AG DCY DCU DCQ DCJ DCX DCD DCZ n/a n/a EUR 4.37 0.12 40 4/16/2012

Du Pont DD n/a n/a n/a n/a DOY DOZ n/a n/a USD 3.90 0.04 n/a 2/24/2012

Deutsche Euroshop AG DE n/a n/a n/a n/a DED DEH n/a n/a EUR 1.65 0.02 n/a 2/24/2012

Debenhams PLC DEB n/a n/a n/a n/a DQD n/a n/a n/a GBP 0.07 0.01 n/a 2/24/2012

JC Decaux SA DEC n/a n/a n/a n/a JAD JAH n/a n/a EUR 1.66 0.02 n/a 2/24/2012

Delhaize Group DEL FQU FQQ FQJ FQX FQY FQZ n/a n/a EUR 3.96 0.04 40 2/24/2012

Dexia DEX DEU FQQ DEJ DEX n/a n/a n/a n/a EUR 0.15 0.01 40 5/28/2012

D.E Master Blenders 1753 N.V. DE0 n/a DEA n/a DEM n/a DET n/a n/a EUR 1.20 0.03 40 7/11/2012

Vinci SA DG DFU DFQ DFJ DFX DFY DFZ n/a n/a EUR 3.73 0.03 40 2/24/2012

Dragon Oil Plc DGO n/a n/a n/a n/a DGD n/a n/a n/a EUR 0.64 0.01 n/a 2/24/2012

Americansourcebergen Corp DH n/a DHT DHC DHN DHF DHK n/a n/a USD 2.22 0.02 40 2/24/2012

Douglas Holding AG DHO n/a n/a n/a n/a DIY DIZ n/a n/a EUR 7.29 0.06 n/a 2/24/2012

Danaher Corp DHR n/a n/a n/a n/a DNA DNZ n/a n/a USD 3.80 0.04 n/a 2/24/2012

Amylin Pharmaceuticlas Inc DI n/a DIT DIC DIN DIF DIK n/a n/a USD 1.71 0.02 40 2/24/2012

D'ieteren SA/NV DIE n/a n/a n/a n/a DIG DIP n/a n/a EUR 4.90 0.11 n/a 5/28/2012

DIRECTV DIR n/a n/a n/a n/a DAG DAP n/a n/a USD 2.60 0.03 n/a 2/24/2012

DSG International plc DIX DXU DXQ DXJ DXX DXY n/a n/a DIX GBP 0.02 0.01 30 10/17/2011

CR Bard Inc DJ n/a DJT DJC DJN DJF DJK n/a n/a USD 6.20 0.05 40 2/24/2012

Becton Dickinson & Co DL n/a DLT DLC DLN DLF DLK n/a n/a USD 5.14 0.05 40 2/24/2012

De'Longhi SpA DLI n/a n/a n/a n/a DNY DCP n/a n/a EUR 0.87 0.01 n/a 2/24/2012

Dell Inc DLL n/a WSO WSB WSV WSD WSH n/a n/a USD 1.05 0.01 40 2/24/2012

Delta Lloyd NV DLO XDM XDT XDC XDN XDF XDK n/a n/a EUR 1.83 0.02 40 2/24/2012

Celgene Corp DM n/a DMT DMC DMN DMF DMK n/a n/a USD 3.54 0.03 40 2/24/2012

Daily Mail & General Trust (A Shs) DMG n/a n/a n/a n/a DMM n/a DMG n/a GBP 0.40 0.01 n/a 7/11/2012

Dominos Pizza DMP n/a n/a n/a n/a DGG n/a n/a n/a GBP 0.49 0.01 n/a 2/24/2012

Det Norske Oljeselskap (DNO) ASA DN n/a n/a n/a n/a DND DNH n/a n/a NOK 1.50 0.02 n/a 10/17/2011

DNB NOR ASA DNB DDU DDQ DDJ n/a DDY DDZ n/a n/a NOK 7.00 0.06 40 2/24/2012

D/S Norden A/S DNO n/a n/a n/a n/a NYF NYK n/a n/a DKK 11.00 0.09 n/a 2/24/2012

Cigna Corp DO n/a DOT DOC DON DOF DOK n/a n/a USD 3.46 0.03 40 2/24/2012

Deutsche Postbank AG DPB FJU FJQ FJJ FJX FJY FJZ n/a n/a EUR 1.24 0.01 40 2/24/2012

Diploma PLC DPM n/a n/a n/a n/a DEG n/a n/a n/a GBP 0.36 0.01 n/a 2/24/2012

Deutsche Post AG DPW DPU DPQ DPJ DPX DPY DPZ n/a n/a EUR 0.82 0.03 40 10/17/2011

Coventry Health Care Inc DQ n/a DQT DQC DQN DQF DQK n/a n/a USD 2.45 0.02 40 2/24/2012

ATTACHMENT G





Cash Settled

Physical Settled

Cash Settled

Physical Settled

Future Code

Equity Option

Scanning Range (per

share)



Effective Date

Drax Group plc DRX n/a n/a n/a n/a DQY n/a n/a n/a GBP 0.46 0.01 n/a 2/24/2012

Davita Inc DS n/a DST DSC DSN DSF DSK n/a n/a USD 4.25 0.04 40 2/24/2012

Koninklijke DSM NV DSM DSU DSQ DSJ DSX DSD DSZ n/a n/a EUR 2.45 0.07 40 4/16/2012

DSV A/S DSV n/a n/a n/a n/a DRD DRH n/a n/a DKK 8.50 0.07 n/a 2/24/2012

Quest Diagnostics DT n/a DTT DTG DTN DTF DTK n/a n/a USD 4.97 0.04 40 2/24/2012

Dow Chemical Co/The DTA n/a n/a n/a n/a DTD DTH n/a n/a USD 2.84 0.03 n/a 2/24/2012

DTE Energy Co DTC n/a APO APC APN APF APK n/a n/a USD 2.08 0.02 40 2/24/2012

Deutsche Telekom AG DTE DTU DTQ DTJ DTX DTY DTZ n/a n/a EUR 0.65 0.02 40 4/16/2012

Edwards Lifesciences Corp DU n/a DUT DUC DUN DUF DUK n/a n/a USD 5.57 0.05 40 2/24/2012

Gilead Sciences Inc DV n/a DVT DVC DVN DVF DVK n/a n/a USD 4.33 0.04 40 2/24/2012

Devon Energy Corp DVA n/a n/a n/a n/a DVD DVH n/a n/a USD 5.78 0.05 n/a 2/24/2012

Deutsche Wohnen AG DWN n/a n/a n/a n/a DW5 DW6 n/a n/a EUR 1.10 0.03 n/a 3/23/2012

Derwent London plc DWV n/a n/a n/a n/a DWU n/a DWV n/a GBP 1.08 0.01 n/a 7/11/2012

Hologic Inc DX n/a DXV DXC DXM DXF DXK n/a n/a USD 2.03 0.02 40 2/24/2012

Duke Energy Corp DXA n/a n/a n/a n/a DXD DXH n/a n/a USD 1.86 0.03 n/a 7/3/2012

Dexia DXB JKU JKQ JKJ JKX JKY JKZ n/a n/a EUR 0.15 0.01 40 5/28/2012

Hospira Inc DY n/a DYT DYC DYN DYF DYK n/a n/a USD 3.02 0.03 40 2/24/2012

Halliburton Co DYA n/a DYO DYB DYV DYD DYH n/a n/a USD 4.46 0.04 40 2/24/2012

Intuitive Surgical Inc DZ n/a DZT DZC DZN DZF DZK n/a n/a USD 42.00 0.34 40 2/24/2012

Archer-Daniels-Midland Co DZA n/a n/a n/a n/a DZD DZH n/a n/a USD 2.16 0.02 n/a 2/24/2012

DEUTZ AG DZZ n/a n/a n/a n/a DE5 DE6 n/a n/a EUR 0.70 0.02 n/a 3/23/2012

Elan Corp PLC EA ELP ELA ELC ELN EAD n/a n/a n/a EUR 0.69 0.01 40 2/24/2012

East Asiatic Company Ltd A/S EAA n/a n/a n/a n/a ODF ODK n/a n/a DKK 9.50 0.08 n/a 2/24/2012

Laboratory Crp of Amer hldings EB n/a EBT EBC EBN EBF EBK n/a n/a USD 4.90 0.04 40 2/24/2012

eBay Inc EBA n/a n/a n/a n/a EAG EAP n/a n/a USD 2.24 0.02 n/a 2/24/2012

Erste Bank der Oesterreichischen Spa EBO EBU EBQ EBJ EBX EBY EBZ n/a n/a EUR 3.65 0.03 40 10/17/2011

Mckesson Corp EC n/a ECT ECC ECN ECF ECK n/a n/a USD 6.10 0.05 40 2/24/2012

Electrocomponents ECM n/a n/a n/a n/a ECW n/a ECM n/a GBP 0.24 0.01 n/a 7/11/2012

European Aeronautic Defense and Sp EDA EAU EAQ EAJ EAX EAY EAZ n/a n/a EUR 2.21 0.02 40 2/24/2012

Électricité de France EDF DAU DAQ DAJ DAX DAY DAZ n/a n/a EUR 2.08 0.02 40 2/24/2012

Edison SpA EDN n/a n/a n/a n/a NCF NCK n/a n/a EUR 0.07 0.01 n/a 2/24/2012

Energias de Portugal SA EDP EDU EDQ EDJ EDX EDY EDZ n/a n/a EUR 0.14 0.01 40 2/24/2012

EDP Renováveis SA EDR n/a n/a n/a n/a VID VIH n/a n/a EUR 0.32 0.01 40 2/24/2012

Essilor International SA EF EFU EFQ EFJ EFX EFY EFZ n/a n/a EUR 2.45 0.02 40 2/24/2012

Ste DeLaTour Eiffel EFA n/a n/a n/a n/a EFR EFL n/a n/a EUR 4.30 0.10 n/a 5/28/2012

Mota Engil SGPS EG n/a n/a n/a n/a EGD EGH n/a n/a EUR 0.09 0.01 n/a 2/24/2012

Enel Green Power SpA EGR n/a n/a n/a n/a EGB EGP n/a n/a EUR 0.09 0.01 n/a 2/24/2012

Mednax Inc EH n/a EHT EHB EHN EHF EHK n/a n/a USD 3.44 0.03 40 2/24/2012

Egis PLC EI n/a n/a n/a n/a EID n/a n/a n/a HUF 1561.85 12.43 n/a 2/24/2012

Thermo Fisher Scientific Inc EK n/a EKT EKC EKN EKF EKK n/a n/a USD 4.57 0.04 40 2/24/2012

Elisa Oyj EL ELW ELO ELB ELV ELD ELH n/a n/a EUR 0.65 0.01 40 2/24/2012

Endesa SA ELE n/a n/a n/a n/a n/a END ENH n/a EUR 1.03 0.01 n/a 2/24/2012

Eldorado Gold Corp ELG n/a n/a n/a n/a EL8 EL9 n/a n/a USD 1.80 0.02 n/a 4/12/2012

Elia System Operator SA/NV ELI n/a n/a n/a n/a EL1 EL0 n/a n/a EUR 1.70 0.04 n/a 6/26/2012

Elementis PLC ELM n/a n/a n/a n/a EYG n/a n/a n/a GBP 0.16 0.01 n/a 2/24/2012

Elringklinger AG ELR n/a n/a n/a n/a ELF ELK n/a n/a EUR 2.06 0.02 n/a 2/24/2012

Electrolux AB ser. B ELT FYU FYQ FYJ FYX FYY FYZ n/a n/a SEK 14.63 0.40 40 2/24/2012

EMC Corp/Massachusetts EMC n/a QNO QNB QNV QND QNH n/a n/a USD 2.20 0.02 40 2/24/2012

Man Group plc EMG EWU EWQ EWJ EWX EWY n/a n/a EMG GBP 0.24 0.01 30 4/16/2012

Bouygues EN EHU EHQ EHJ EHX EHY EHZ n/a n/a EUR 3.50 0.03 40 2/24/2012

Encana Corp ENA n/a n/a n/a n/a EN6 EN7 n/a n/a USD 2.50 0.03 n/a 4/12/2012

ATTACHMENT G





Cash Settled

Physical Settled

Cash Settled

Physical Settled

Future Code

Equity Option

Scanning Range (per

share)



Effective Date

Enerplus Corp ENE n/a n/a n/a n/a EN5 EM1 n/a n/a USD 1.80 0.02 n/a 4/12/2012

Enagas SA ENG JQW JQO JQB JQV JQY JQZ n/a n/a EUR 0.91 0.01 40 2/24/2012

ENI SpA ENI n/a ENQ ENJ ENX ENY ENZ ENI n/a EUR 0.84 0.03 40 4/16/2012

Enel SpA ENL n/a ECQ ECJ ECX ECY ECZ ENL n/a EUR 0.30 0.01 40 2/24/2012

Enbridge Inc ENP n/a n/a n/a n/a EN0 EN8 n/a n/a USD 1.90 0.02 n/a 4/12/2012

Eniro AB ENR EEW EEO EEB EEV EED EEH n/a n/a SEK 3.50 0.03 40 2/24/2012

Dentsply Intl Inc EO n/a EOT EOC EOV EOF EOK n/a n/a USD 3.51 0.03 40 2/24/2012

E.ON AG EOA EOU EOQ EOJ EOX EOY EOZ n/a n/a EUR 1.35 0.02 40 5/28/2012

EOG Resources Inc EOG n/a n/a n/a n/a EHG EHP n/a n/a USD 11.52 0.10 n/a 2/24/2012

CME Group Inc EPA n/a n/a n/a n/a EPD EPH n/a n/a USD 22.83 0.19 n/a 2/24/2012

Enterprise Porducts Partners LP EPP n/a n/a n/a n/a MNF MNK n/a n/a USD 3.00 0.03 n/a 2/24/2012

Express Scripts Inc EPS n/a n/a n/a n/a EEG EEP n/a n/a USD 6.20 0.05 n/a 2/24/2012

Wellpoint Inc EQ n/a EQT EQC EQN EQF EQK n/a n/a USD 4.07 0.04 40 2/24/2012

Edenred ER n/a n/a n/a n/a EZY EZZ n/a n/a EUR 1.48 0.02 n/a 2/24/2012

Eramet ERA n/a n/a n/a n/a NGF NGK n/a n/a EUR 16.01 0.13 n/a 2/24/2012

Ericsson Telefona L M ser. B ERC ERU ERQ ERJ ERX ERY ERZ n/a n/a SEK 8.50 0.23 40 10/17/2011

ERG SpA ERG n/a n/a n/a n/a EQD EQH n/a n/a EUR 0.42 0.01 n/a 2/24/2012

Zimmer Holdings Inc ES n/a EST ESC ESN ESF ESK n/a n/a USD 4.58 0.04 40 2/24/2012

Estee Lauder Cos Inc ESL n/a n/a n/a n/a EVG EVP n/a n/a USD 10.43 0.09 n/a 1/23/2012

Essar Energy Plc ESR ESW ESO ESB ESV ESY n/a n/a ESR GBP 0.30 0.01 30 2/24/2012

Etablissements Maurel et Prom ETA n/a n/a n/a n/a PRF PRK n/a n/a EUR 1.68 0.02 n/a 2/24/2012

Eaton Corp ETC n/a n/a n/a n/a EUG EUP n/a n/a USD 4.14 0.04 n/a 2/24/2012

E*Trade Financial Corp ETF n/a QVO QVB QVV QVD QVH n/a n/a USD 1.80 0.02 40 2/24/2012

Enterprise Inns ETI n/a n/a n/a n/a OEY n/a n/a n/a GBP 0.06 0.01 40 2/24/2012

Eutelsat Communications ETL n/a n/a n/a n/a UKF UKK n/a n/a EUR 1.51 0.02 n/a 2/24/2012

European Aeronautic Defence and Space EUA ZMU ZMQ ZMJ ZMX ZMY ZMZ n/a n/a EUR 2.29 0.02 40 2/24/2012

Euler Hermes SA EUL n/a n/a n/a n/a NFF NFK n/a n/a EUR 4.42 0.04 n/a 2/24/2012

Eurasian Natural Resources EUN ERW ERT ERB ZLV ZLD n/a n/a EUN GBP 0.70 0.02 40 4/16/2012

Groupe Eurotunnel SA EUU n/a n/a n/a n/a EUQ EUJ n/a n/a EUR 0.60 0.01 n/a 5/28/2012

Ebro Foods SA EVA n/a n/a n/a n/a ECD ECH n/a n/a EUR 0.84 0.01 n/a 2/24/2012

EVN AG EVN JRU JRQ JRJ JRX JRY JRZ n/a n/a EUR 0.91 0.01 40 10/17/2011

Exor SpA PRF EX n/a n/a n/a n/a WHF WHK n/a n/a EUR 1.90 0.02 n/a 2/24/2012

Experian Plc EXP XPU XPQ XPJ XPX XPY n/a n/a EXP GBP 0.51 0.01 40 2/24/2012

Exor SpA EXS n/a n/a n/a n/a WFF WFK n/a n/a EUR 2.13 0.02 n/a 2/24/2012

Entergy Corp EYA n/a n/a n/a n/a EYD EYH n/a n/a USD 2.90 0.03 n/a 2/24/2012

CEZ AS EZ n/a n/a n/a n/a EZD n/a n/a n/a CZK 43.01 0.35 n/a 2/24/2012

Easyjet EZJ n/a n/a n/a n/a EZX n/a EZJ n/a GBP 0.44 0.01 n/a 7/11/2012

Faurecia FA n/a n/a n/a n/a FLY FLZ n/a n/a EUR 3.37 0.03 n/a 2/24/2012

Aetna Inc FAA n/a FAT FAC FAN FAD FAH n/a n/a USD 3.82 0.04 40 10/17/2011

FAES FARMA SA FAE n/a n/a n/a n/a FBD FBH n/a n/a EUR 0.13 0.01 n/a 2/24/2012

Fiat Industrial FAI n/a FAG FAF FAK FAL FAM n/a n/a EUR 1.01 0.01 40 2/24/2012

Facebook Inc FB n/a n/a n/a n/a FBW FBK n/a n/a USD 5.00 0.06 n/a 6/26/2012

Frontier Communications Corp FCC n/a AFO AFB AFV AFF AFK n/a n/a USD 0.50 0.01 40 2/24/2012

First Choice Holidays FCD n/a n/a n/a n/a n/a n/a FCD n/a GBP 0.20 0.01 n/a 2/24/2012

Fonciere Des Regions FDR n/a n/a n/a n/a FGD FGH n/a n/a EUR 5.59 0.05 n/a 2/24/2012

Fidessa Group Plc FDS n/a n/a n/a n/a FD5 n/a n/a n/a GBP 1.05 0.01 n/a 2/20/2012

Fred. Olsen Energy ASA FE n/a n/a n/a n/a FED FEH n/a n/a NOK 22.50 0.18 n/a 2/24/2012

Fraport AG Frankfurt Airport Services FF n/a n/a n/a n/a FFD FFH n/a n/a EUR 5.00 0.04 n/a 2/24/2012

FirstGroup FGP n/a n/a n/a n/a FGU n/a FGP n/a GBP 0.17 0.01 n/a 7/11/2012

Eiffage SA FGR n/a n/a n/a n/a EDD EDH n/a n/a EUR 4.03 0.11 n/a 2/24/2012

FHB Mortgage Bank PLC FH n/a n/a n/a n/a FHD n/a n/a n/a HUF 67.11 0.54 n/a 10/17/2011

ATTACHMENT G





Cash Settled

Physical Settled

Cash Settled

Physical Settled

Future Code

Equity Option

Scanning Range (per

share)



Effective Date

First Horizon National Corp FHN n/a AHT AHC AHN AHF AHK n/a n/a USD 0.68 0.01 40 2/24/2012

X5 Retail Group FI FIW FIO FIB FIV FID FIH n/a n/a USD 5.00 0.04 40 2/24/2012

Fielmann AG FIE n/a n/a n/a n/a WMF WMK n/a n/a EUR 3.85 0.04 n/a 2/24/2012

Fifth Third Bancorp FIF n/a BNO BNC BNN BNF BNK n/a n/a USD 1.19 0.01 40 2/24/2012

Georg Fischer AG FIN n/a n/a n/a n/a GHD GHH n/a n/a CHF 54.00 0.43 n/a 2/24/2012

Fiat FIT n/a FIQ FIJ FIX FIY FIZ FIT n/a EUR 0.90 0.01 40 8/16/2011

Frontline Limited FL n/a n/a n/a n/a FLD FLH n/a n/a NOK 11.00 0.30 n/a 4/16/2012

FLSmidth & Co A/S FLS n/a n/a n/a n/a FDD FDH n/a n/a DKK 43.50 0.35 n/a 2/24/2012

Flughafen Wien AG FLU JXU JXQ JXJ JXX JXY JXZ n/a n/a EUR 2.56 0.03 40 2/24/2012

Gen-probe Inc FM n/a FMT FMM FMN FMF FMK n/a n/a USD 4.81 0.04 40 2/24/2012

Fresenius Medical Care AG St FMC FMU FMQ FMJ FMX FMY FMZ n/a n/a EUR 3.18 0.03 40 2/24/2012

Freenet AG FN n/a n/a n/a n/a FND FNH n/a n/a EUR 0.80 0.03 40 2/24/2012

Finmeccanica SpA FNM n/a FNQ FNJ FNX FNY FNZ n/a n/a EUR 0.84 0.01 40 10/17/2011

Kraft Foods Inc FOA n/a n/a n/a n/a FOD FOH n/a n/a USD 1.35 0.02 n/a 2/24/2012

Fortis NV FOR FOU FOQ FOJ FOX n/a n/a n/a n/a EUR 0.20 0.01 40 2/24/2012

Prudential Financial Inc FPA n/a XUO XUB XUV FPD FPH n/a n/a USD 5.47 0.05 40 2/24/2012

Valeo SA FR VAW VAO VAB VAV VAD VAH n/a n/a EUR 4.91 0.04 40 2/24/2012

Fortis FRB JZU JZQ JZJ JZX JZY JZZ n/a n/a EUR 0.20 0.01 40 2/24/2012

Forest Laboratories Inc FRL n/a n/a n/a n/a FRD FRH n/a n/a USD 1.66 0.02 n/a 2/24/2012

Ford Motor Co FRM n/a n/a n/a n/a FRG FRP n/a n/a USD 0.92 0.01 n/a 2/24/2012

Fresnillo Plc FRS n/a n/a n/a n/a FSF n/a n/a n/a GBP 2.47 0.02 n/a 2/24/2012

Fortum Oyj FRT FUU FUQ FUJ FUX FUY FUZ n/a n/a EUR 1.70 0.02 40 2/24/2012

Swedbank AB FSB FSU FSQ FSJ FSX FSY FSZ n/a n/a SEK 10.73 0.09 40 2/24/2012

PNC Financial Services Group Inc FSC n/a XZT XZC XZN FSD FSH n/a n/a USD 3.68 0.03 40 2/24/2012

France Telecom SA FTE FTU FTQ FTJ FTX FTY FTZ n/a n/a EUR 0.85 0.03 40 4/16/2012

Franklin Resources Inc FUA n/a n/a n/a n/a FUD FUH n/a n/a USD 9.92 0.08 n/a 2/24/2012

Fuchs Petrolub AG - PFD FUC n/a n/a n/a n/a FUF FUK n/a n/a EUR 5.65 0.05 n/a 7/21/2011

Fugro NV FUR FJW FJO FJB FJV FJD FJH n/a n/a EUR 4.96 0.04 40 2/24/2012

FedEx Corp FXA n/a n/a n/a n/a FXD FXH n/a n/a USD 8.02 0.07 n/a 2/24/2012

GEA Group AG G1A GCW GCO GCB GCV GCD GCH n/a n/a EUR 2.65 0.03 40 2/24/2012

GAP Inc GAP n/a n/a n/a n/a GBG GBP n/a n/a USD 2.29 0.07 n/a 4/16/2012

Gas Natural SDG SA GAS GAU GAQ GAJ GAX GAD GAZ n/a n/a EUR 1.06 0.01 40 2/24/2012

Bilfinger Berger AG GB n/a n/a n/a n/a GBD GBH n/a n/a EUR 5.72 0.05 n/a 2/24/2012

Bourbon SA GBB n/a n/a n/a n/a GOD GOH n/a n/a EUR 3.23 0.03 n/a 2/24/2012

Groupe Bruxelles Lambert SA GBL GBU GBQ GBJ GBX GBY GBZ n/a n/a EUR 3.65 0.03 40 2/24/2012

Gecina SA GCS n/a n/a n/a n/a GEF GEK n/a n/a EUR 9.72 0.08 n/a 2/24/2012

GDF Suez GD GDU GDQ GDJ GDX GDY GDZ n/a n/a EUR 1.95 0.03 40 5/28/2012

GEM Diamonds Ltd GDD n/a n/a n/a n/a OKF n/a n/a n/a GBP 0.23 0.01 n/a 10/17/2011

General Electric Company GE n/a OVQ OVJ OVX OVY OVZ n/a n/a USD 1.35 0.02 40 2/24/2012

Geberit AG GEB YMU YMQ YMJ YMX YMY YMZ n/a n/a CHF 10.10 0.09 40 2/24/2012

Cap Gemini SA GEM QIU QIQ QIJ QIX QIY QIZ n/a n/a EUR 3.40 0.10 40 4/16/2012

Assicurazioni Generali SpA GEN n/a GXQ GXJ GXX GXY GXZ GEN n/a EUR 1.13 0.01 40 2/24/2012

Geox SpA GEO n/a MXT MXC MXN MXF MXK n/a n/a EUR 0.35 0.01 40 2/24/2012

GAGFAH SA GF n/a n/a n/a n/a GFD GFH n/a n/a EUR 0.83 0.03 n/a 4/16/2012

Surgutneftegaz GG GGW GGO GGB GGV GGD GGH n/a n/a USD 1.57 0.02 40 2/24/2012

GSW Immobilien GIB n/a n/a n/a n/a GI5 GI6 n/a n/a EUR 1.70 0.04 n/a 3/23/2012

Gildemeister AG GIL n/a n/a n/a n/a GAF GAK n/a n/a EUR 1.34 0.02 n/a 2/24/2012

Givaudan GIV GIU GIQ GIJ GIX GIY GIZ n/a n/a CHF 77.00 0.62 40 2/24/2012

GKN GKN n/a n/a n/a n/a n/a n/a GKN n/a GBP 0.20 0.01 n/a 2/24/2012

Glencore International GL GLW GLO GLB GLV GCG n/a n/a GL GBP 0.50 0.02 30 2/24/2012

Gildan Activewear Inc GLD n/a n/a n/a n/a GL8 GL9 n/a n/a USD 3.20 0.04 n/a 4/12/2012

ATTACHMENT G





Cash Settled

Physical Settled

Cash Settled

Physical Settled

Future Code

Equity Option

Scanning Range (per

share)



Effective Date

Societe Generale GLE GLU GLQ GLJ GLX GLY GLZ n/a n/a EUR 5.29 0.15 40 2/24/2012

Galp Energia SGPS SA GLP LWU LWQ LWJ LWX LWY LWZ n/a n/a EUR 1.44 0.02 40 2/24/2012

Globaltrans Investment PLC GDR GLT n/a n/a n/a n/a GIF GIK n/a n/a USD 2.50 0.02 n/a 2/24/2012

ITV plc GME ITU ITQ ITJ ITX ITY n/a n/a GME GBP 0.07 0.01 30 8/16/2011

General Mills Inc GML n/a n/a n/a n/a GEG GEP n/a n/a USD 1.63 0.02 n/a 2/24/2012

Gemina SpA GMS n/a n/a n/a n/a GED GEH n/a n/a EUR 0.07 0.01 n/a 2/24/2012

GN Store Nord GN n/a n/a n/a n/a GJD GJH n/a n/a DKK 7.00 0.06 n/a 2/24/2012

Greene King GNK n/a n/a n/a n/a n/a n/a GNK n/a GBP 0.26 0.01 n/a 2/24/2012

Diageo plc GNS DGU DGQ DGJ DGX DGY n/a n/a GNS GBP 0.54 0.02 30 2/24/2012

Grupo Catalana Occidente SA GOC n/a n/a n/a n/a n/a TSD TSH n/a EUR 1.14 0.01 n/a 2/24/2012

Goldcorp Inc GOL n/a n/a n/a n/a GO8 GO9 n/a n/a USD 4.70 0.06 n/a 4/12/2012

Google Inc GOO n/a OHQ OHJ OHX OHY OHZ n/a n/a USD 39.09 0.32 40 2/24/2012

Grafton Group PLC GP n/a n/a n/a n/a GPD n/a n/a n/a EUR 0.28 0.01 n/a 2/24/2012

Great Portland Estates GPO n/a n/a n/a n/a n/a n/a GPO n/a GBP 0.22 0.01 n/a 2/24/2012

Mediaset Espana Communicacion SA GQ GQU GQQ GQJ GQX GQY GQZ n/a n/a EUR 0.66 0.01 40 2/24/2012

Grifols SA GRF n/a n/a n/a n/a GKD GKH n/a n/a EUR 1.08 0.01 n/a 10/17/2011

Gruppo 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 2/24/2012

Goldman Sachs Group Inc/The GSA n/a GSO GSB GSV GSD GSH n/a n/a USD 12.56 0.10 40 2/24/2012

Globe Trade Centre SA GT n/a n/a n/a n/a GTD n/a n/a n/a PLN 2.00 0.02 n/a 2/24/2012

Getinge AB GTG n/a n/a n/a n/a GID GIH n/a n/a SEK 11.37 0.10 n/a 2/24/2012

Gerry Weber International AG GWI GW1 GW2 GW3 GW4 GW5 GW6 n/a n/a EUR 2.30 0.05 40 3/23/2012

GlaxoSmithKline plc GXO GZU GSQ GSJ GSX GSY n/a n/a GXO GBP 0.73 0.02 40 2/24/2012

Gazprom Neft GZ GAM GAT GAC GAN GZD GZH n/a n/a USD 3.23 0.03 n/a 2/24/2012

Hexagon AB HAB n/a n/a n/a n/a HQD HQH n/a n/a SEK 14.58 0.12 n/a 2/24/2012

Hamburger Hafen und Logistik HAM n/a n/a n/a n/a HAY HAZ n/a n/a EUR 2.05 0.02 n/a 2/24/2012

Hays HAS n/a n/a n/a n/a n/a n/a HAS n/a GBP 0.08 0.01 n/a 2/24/2012

Havas SA HAV HHM HHT HHC HHN HHF HHK n/a n/a EUR 0.34 0.01 40 2/24/2012

Hochschild Mining HCM n/a n/a n/a n/a HGG n/a n/a n/a GBP 0.63 0.01 n/a 10/17/2011

Heineken Holding NV HD n/a n/a n/a n/a HDY HDZ n/a n/a EUR 1.83 0.02 n/a 2/24/2012

Heidelberger Druckmaschinen AG HDD n/a n/a n/a n/a HDD HDH n/a n/a EUR 0.28 0.01 n/a 2/24/2012

Home Depot Inc HDI n/a HYO HYB HYV HYY HYZ n/a n/a USD 2.03 0.02 40 2/24/2012

Heineken NV HEI HEU HEQ HEJ HEX HEY HEZ HEI n/a EUR 1.95 0.06 40 4/16/2012

HeidelbergCement AG HEL HEM HET HEC HGN HCD HCH n/a n/a EUR 3.82 0.04 n/a 10/17/2011

Henkel AG & CO KGAA HEN n/a n/a n/a n/a HEF HEK n/a n/a EUR 2.16 0.02 n/a 2/24/2012

Hera SpA HER n/a n/a n/a n/a HOD HOH n/a n/a EUR 0.08 0.01 n/a 2/24/2012

Hartford Financial Services Group Inc HFA n/a n/a n/a n/a HFD HFH n/a n/a USD 2.54 0.03 n/a 2/24/2012

Henderson Group PLC HGI n/a n/a n/a n/a HGD n/a n/a n/a GBP 0.13 0.01 n/a 2/24/2012

HJ Heinz Co HJH n/a n/a n/a n/a HNF HNK n/a n/a USD 2.73 0.03 n/a 2/24/2012

Henkel AG & CO KGaA HKL HHU HHQ HHJ HHX HHY HHZ n/a n/a EUR 2.85 0.03 40 2/24/2012

Hikma Pharmaceuticals HKP n/a n/a n/a n/a HFG n/a n/a n/a GBP 0.58 0.01 n/a 2/24/2012

Halfords Group HLF n/a n/a n/a n/a HBG n/a n/a n/a GBP 0.23 0.01 n/a 2/24/2012

Halma HLM n/a n/a n/a n/a n/a n/a HLM n/a GBP 0.22 0.01 n/a 2/24/2012

Hammerson HMS n/a n/a n/a n/a HQY n/a n/a n/a GBP 0.48 0.01 40 2/24/2012

Hennes & Mauritz AB Ser. B HNM HMU HMQ HMJ HMX HMY HMZ n/a n/a SEK 15.46 0.13 40 2/24/2012

Hannover Ruckversicherungs AG HNR ZPU ZPQ ZPJ ZPX ZPY ZPZ n/a n/a EUR 3.08 0.03 40 2/24/2012

Thales SA HO HCU HCQ HCJ HCX HCY HCZ n/a n/a EUR 1.54 0.02 40 2/24/2012

Holmen AB HOB HPW HPO HPB HPV HPD HPH n/a n/a SEK 11.33 0.10 40 2/24/2012

Holcim Ltd HOL HOU HOQ HOJ HOX HOY HOZ n/a n/a CHF 5.00 0.04 40 2/24/2012

HOCHTIEF AG HOT ZQU ZQQ ZQJ ZQX ZQY ZQZ n/a n/a EUR 6.55 0.06 40 2/24/2012

Hewlett-Packard Co HPC n/a ZVQ ZVJ ZVX ZVY ZVZ n/a n/a USD 2.78 0.03 40 2/24/2012

Home Retail Group plc HRG n/a n/a n/a n/a VSY n/a n/a n/a GBP 0.22 0.01 40 7/21/2011

ATTACHMENT G





Cash Settled

Physical Settled

Cash Settled

Physical Settled

Future Code

Equity Option

Scanning Range (per

share)



Effective Date

Hargreaves Lansdown HRL n/a n/a n/a n/a HDG n/a n/a n/a GBP 0.90 0.01 n/a 2/24/2012

HSBC Holdings plc HSB HSU HSQ HSJ HSX HSY n/a n/a HSB GBP 0.43 0.02 30 2/24/2012

Hess Corp HSC n/a n/a n/a n/a HSG HSP n/a n/a USD 6.47 0.06 n/a 2/24/2012

Cardinal Health Inc HTA n/a HTT HTC HTN HTD HTH n/a n/a USD 2.71 0.03 40 2/24/2012

Hunting HTG n/a n/a n/a n/a HIG n/a n/a n/a GBP 1.00 0.01 n/a 2/24/2012

Hugo Boss AG HUG n/a n/a n/a n/a HUF HUK n/a n/a EUR 7.11 0.06 n/a 2/24/2012

Husqvarna AB HUS HUW HUO HUB HUV HUD HUH n/a n/a SEK 3.40 0.03 40 2/24/2012

Honeywell International Inc HYA n/a n/a n/a n/a HYD HYH n/a n/a USD 3.17 0.03 n/a 2/24/2012

Iaws Group Plc IA n/a n/a n/a n/a IAD n/a n/a n/a EUR 2.63 0.03 n/a 2/24/2012

ICAP IAP IWW IWO IWB IWV IWY n/a n/a ICA GBP 0.47 0.01 40 2/24/2012

Iberdrola SA IBE IEU IEQ IEJ IEX IEY IEZ n/a n/a EUR 0.38 0.02 40 4/16/2012

IBM Corporation IBM n/a IUQ IUJ IUX IUY IUZ n/a n/a USD 8.10 0.07 40 2/24/2012

Intercell AG ICL n/a n/a n/a n/a UCF UCK n/a n/a EUR 0.20 0.01 n/a 2/24/2012

Intermediate Capital Group ICP n/a n/a n/a n/a n/a n/a ICP n/a GBP 0.31 0.01 n/a 2/24/2012

Imerys SA ID n/a n/a n/a n/a IDD IDH n/a n/a EUR 3.76 0.03 n/a 2/24/2012

Icade IDE n/a n/a n/a n/a NHF NHK n/a n/a EUR 5.20 0.05 n/a 2/24/2012

Indra Sistemas IDR IZU IZQ IZJ IZX IZY IZZ n/a n/a EUR 0.95 0.01 40 2/24/2012

Industrivarden AB IDS n/a n/a n/a n/a IID IIH n/a n/a SEK 10.29 0.09 n/a 2/24/2012

Infineon Technologies AG IF IFU IFQ IFJ IFX IFY IFZ n/a n/a EUR 0.60 0.02 40 2/24/2012

Immobiliare Grande Distribuzione IGD n/a n/a n/a n/a IDF IDK n/a n/a EUR 0.15 0.01 n/a 2/24/2012

IG Group Holdings IGG n/a n/a n/a n/a IAG n/a n/a n/a GBP 0.44 0.01 n/a 2/24/2012

Ingenico SA IGN n/a n/a n/a n/a IOG IOP n/a n/a EUR 3.14 0.09 n/a 4/16/2012

Interpump Group SpA IGS n/a n/a n/a n/a NQF NQK n/a n/a EUR 0.76 0.01 n/a 2/24/2012

SBM Offshore NV IHC ILU ILQ ILJ ILX ILY ILZ n/a n/a EUR 2.30 0.07 40 2/24/2012

Intercontinental Hotels Group IHG IHU IHQ IHJ IHX IHY n/a ICH IHG GBP 1.17 0.01 30 2/24/2012

IMMOFINANZ AG IIA n/a n/a n/a n/a IHD IHH n/a n/a EUR 0.17 0.01 n/a 2/24/2012

3i Group plc III IIU IIQ IIJ IIX IIY n/a n/a III GBP 0.18 0.01 30 2/24/2012

Investor AB B shares IKA IKU IKQ IKJ IKX IKY IKZ n/a n/a SEK 10.82 0.09 40 2/24/2012

Iliad SA ILA n/a n/a n/a n/a UEF UEK n/a n/a EUR 4.87 0.04 n/a 2/24/2012

Industria Macchine Automatiche SpA IMA n/a n/a n/a n/a WIF WIK n/a n/a EUR 1.12 0.01 n/a 10/17/2011

IMI IMI n/a n/a n/a n/a n/a n/a IMI n/a GBP 1.30 0.02 n/a 10/17/2011

Imperial Tobacco Group plc IMP IMU IMQ IMJ IMX IMY n/a n/a IMP GBP 1.36 0.04 30 4/16/2012

Independent News & Media PLC IN n/a n/a n/a n/a IND n/a n/a n/a EUR 0.04 0.01 n/a 12/21/2011

Anheuser - Busch Cos Inc INB IGU IGQ IGJ IGX IGY IGZ n/a n/a EUR 2.17 0.06 40 2/24/2012

Inchcape INC n/a n/a n/a n/a n/a n/a INC n/a GBP 0.33 0.01 n/a 2/24/2012

Indesit Company SpA INE n/a n/a n/a n/a DID DIH n/a n/a EUR 0.72 0.01 n/a 2/24/2012

Informa Group INF n/a n/a n/a n/a n/a n/a INF n/a GBP 0.26 0.01 n/a 2/24/2012

ING Groep NV ING IAU IAQ IAJ IAX IAY IAZ ING n/a EUR 0.98 0.03 40 4/16/2012

Life Technologies Corp INI n/a EAT EAC EAN EAF EAK n/a n/a USD 4.53 0.04 40 2/24/2012

Intel Corporation INT n/a IYQ IYJ IYX IYY IYZ n/a n/a USD 1.64 0.02 40 2/24/2012

Investec INV INU INQ INJ INN IVY n/a INV INS GBP 0.37 0.01 40 2/24/2012

Bioton SA IO n/a n/a n/a n/a IOD n/a n/a n/a PLN 0.03 0.01 n/a 10/17/2011

Impresa SGPS IP n/a n/a n/a n/a IPD IPH n/a n/a EUR 0.12 0.01 n/a 5/28/2012

IPSEN IPE n/a n/a n/a n/a IPY IPZ n/a n/a EUR 2.10 0.06 n/a 4/16/2012

Impregilo IPG n/a n/a n/a n/a IZF IZH n/a n/a EUR 0.25 0.01 n/a 2/24/2012

International Power IPR n/a n/a n/a n/a n/a n/a n/a IPR GBP 0.21 0.01 30 4/16/2012

IPSOS IPS n/a n/a n/a n/a UHF UHK n/a n/a EUR 2.08 0.02 n/a 2/24/2012

IREN Spa IRI n/a n/a n/a n/a MYF MYK n/a n/a EUR 0.08 0.01 n/a 2/24/2012

Inmarsat PLC ISA n/a n/a n/a n/a IJD n/a n/a n/a GBP 0.62 0.01 n/a 2/24/2012

Inditex SA IT IJU IJQ IJJ IJX IJY IJZ n/a n/a EUR 3.24 0.09 40 4/16/2012

Italcementi - Fabbriche Riunite Cemento SpA ITA n/a YWQ YWJ YWX YWY YWZ n/a n/a EUR 0.49 0.01 40 2/24/2012

ATTACHMENT G





Cash Settled

Physical Settled

Cash Settled

Physical Settled

Future Code

Equity Option

Scanning Range (per

share)



Effective Date

Imagination Technologies ITG n/a n/a n/a n/a IMG n/a n/a n/a GBP 0.68 0.01 n/a 2/24/2012

Intertek Group ITR n/a n/a n/a n/a n/a n/a ITR n/a GBP 1.25 0.01 n/a 2/24/2012

Italcementi SPA - (savings) ITS n/a n/a n/a n/a QLD QLH n/a n/a EUR 0.26 0.01 n/a 2/24/2012

Intesa Sanpaolo SpA IU n/a n/a n/a n/a IUD IUH n/a n/a EUR 0.23 0.01 n/a 10/17/2011

IVG Immobilien AG IV n/a n/a n/a n/a IVD IVH n/a n/a EUR 0.60 0.01 n/a 5/28/2012

Colruyt SA JF JFU JFQ JFJ JFX JFY JFZ n/a n/a EUR 2.24 0.02 40 2/24/2012

JKX Oil & Gas Plc JKK n/a n/a n/a n/a JXF n/a n/a n/a GBP 0.27 0.01 n/a 4/16/2012

Jardine Lloyd Thompson Group JLT n/a n/a n/a n/a n/a n/a JLT n/a GBP 0.54 0.01 n/a 2/24/2012

Jeronimo Martins SGPS JM n/a n/a n/a n/a JMD JMH n/a n/a EUR 1.06 0.01 40 2/24/2012

Johnson Matthey JMA n/a n/a n/a n/a JOY n/a n/a n/a GBP 1.51 0.02 40 2/24/2012

JM AB JMB n/a n/a n/a n/a JBD JBH n/a n/a SEK 18.98 0.16 n/a 2/24/2012

Johnson & Johnson JNX n/a JJQ JJJ JJX JJY JJZ n/a n/a USD 2.28 0.02 40 2/24/2012

JPMorgan Chase & Co JPM n/a JPQ JPJ JPX JPY JPZ n/a n/a USD 4.29 0.04 40 2/24/2012

Johnson Controls Inc JSA n/a n/a n/a n/a JSD JSH n/a n/a USD 2.63 0.03 n/a 2/24/2012

St Jude Medical Inc JUD n/a EIT EIC EIN EIF EIK n/a n/a USD 3.32 0.03 40 2/24/2012

Juniper Networks Inc JUN n/a n/a n/a n/a JUG JUP n/a n/a USD 2.68 0.03 n/a 2/24/2012

Jyske Bank A/S JYS n/a n/a n/a n/a JFD JFH n/a n/a DKK 15.00 0.12 n/a 2/24/2012

Kazakhmys plc KA KAU KAQ KAJ KAX KAY n/a n/a KZK GBP 1.72 0.02 40 10/17/2011

KBC Bancassurance Holding KBB KBU KBQ KBJ KBX KBY KBZ n/a n/a EUR 3.35 0.10 40 2/24/2012

KB Financial Group Inc ADR KBF n/a n/a n/a n/a KB0 KB1 n/a n/a USD 4.33 0.04 n/a 2/20/2012

Gamesa Corp Tecnologica SA KC KCU KCQ KCJ KCX KCY KCZ n/a n/a EUR 0.47 0.01 40 2/24/2012

Kloeckner & Co AG KCO n/a n/a n/a n/a KCD KCH n/a n/a EUR 1.51 0.02 n/a 2/24/2012

Kabel Deutschland Holding AG KD8 n/a n/a n/a n/a KD5 KD6 n/a n/a EUR 3.03 0.07 n/a 1/30/2012

Kesko OYJ KEB n/a n/a n/a n/a KFD KFH n/a n/a EUR 2.53 0.03 n/a 2/24/2012

Kellogg Co KEL n/a n/a n/a n/a KEG KLP n/a n/a USD 3.44 0.03 n/a 2/24/2012

Korea Electrical Power Corp ADR KEP n/a n/a n/a n/a KE0 KE1 n/a n/a USD 1.54 0.02 n/a 2/20/2012

Kesa Electricals KES n/a n/a n/a n/a n/a n/a KES n/a GBP 0.14 0.01 n/a 2/24/2012

Kerry Group PLC KG KYW KYO KYB KYV KGD n/a n/a n/a EUR 1.78 0.02 40 2/24/2012

Kingfisher plc KGF KGU KGQ KGJ KGX KGY n/a n/a KGF GBP 0.16 0.01 30 2/24/2012

Kudelski SA KH KHU KHQ KHJ KHX KHY KHZ n/a n/a CHF 1.70 0.02 40 10/17/2011

KGHM Polska Miedz SA KHH n/a n/a n/a n/a KHD n/a n/a n/a PLN 23.88 0.19 n/a 2/24/2012

Kohl's Corp KHL n/a n/a n/a n/a KAG KAP n/a n/a USD 3.81 0.04 n/a 2/24/2012

Kinnevik Investment AB KIN KIW KIO KIB KIV KID KIH n/a n/a SEK 8.92 0.08 40 2/24/2012

Kinross Gold KI0 n/a n/a n/a n/a KI8 KI9 n/a n/a USD 1.60 0.02 n/a 4/12/2012

Klepierre KLI n/a n/a n/a n/a KKD KKH n/a n/a EUR 2.31 0.02 n/a 2/24/2012

Komercni Banka AS KM n/a n/a n/a n/a KMD n/a n/a n/a CZK 550.00 4.38 n/a 2/24/2012

Kinder Morgan Energy Partners LP KME n/a n/a n/a n/a MLF MLK n/a n/a USD 2.96 0.03 n/a 2/24/2012

Natixis KN KNW KNO KNB KNV SEY SEZ n/a n/a EUR 0.39 0.01 n/a 2/24/2012

Kone OYJ KNE n/a n/a n/a n/a KND KNH n/a n/a EUR 3.41 0.03 n/a 10/17/2011

Kuehne & Nagel International AG KNI YQU YQQ YQJ YQX YQY YQZ n/a n/a CHF 7.70 0.07 40 2/24/2012

Coca-Cola Company KO n/a n/a n/a n/a NPY NPZ n/a n/a USD 2.26 0.02 n/a 2/24/2012

Royal KPN NV KPN KPU KPQ KPJ KPX KPY KPZ KPN n/a EUR 0.59 0.01 40 5/28/2012

Krones AG KR KR1 KR2 KR3 KR4 KRD KRH n/a n/a EUR 3.90 0.09 40 3/23/2012

Merck KGaA KS KSU KSQ KSJ KSX KSY KSZ n/a n/a EUR 6.82 0.06 40 2/24/2012

KT Corporation ADR KTR n/a n/a n/a n/a KT0 KT1 n/a n/a USD 1.35 0.02 n/a 2/20/2012

Kingspan Group Plc KSP n/a n/a n/a n/a KSD n/a n/a n/a EUR 0.55 0.01 n/a 2/24/2012

Fomento de Construcciones SA KW KWU KWQ KWJ KWX KWY KWZ n/a n/a EUR 2.03 0.06 40 2/24/2012

Corning Inc KWA n/a n/a n/a n/a KWD KWH n/a n/a USD 1.84 0.02 n/a 2/24/2012

Kimberly-Clark Corp KYA n/a n/a n/a n/a KYD KYH n/a n/a USD 2.98 0.03 n/a 2/24/2012

Landi Renzo SpA LAD n/a n/a n/a n/a LRF LRK n/a n/a EUR 0.32 0.01 n/a 10/17/2011

Ladbrokes LDB HIU HIQ HIJ HIX HIY n/a n/a LDB GBP 0.09 0.01 30 2/24/2012

ATTACHMENT G





Cash Settled

Physical Settled

Cash Settled

Physical Settled

Future Code

Equity Option

Scanning Range (per

share)



Effective Date

Morgan Stanley LEA n/a XNT XNC XNN LED LEH n/a n/a USD 2.97 0.03 40 2/24/2012

Leoni AG LEO n/a n/a n/a n/a LE5 LE6 n/a n/a EUR 4.16 0.05 n/a 1/30/2012

Lenzing AG LEZ n/a n/a n/a n/a n/a LEV n/a n/a EUR 6.40 0.15 n/a 5/28/2012

Deutsche Lufthansa AG LFT LHU LHQ LHJ LHX LHY LHZ n/a n/a EUR 1.20 0.01 40 2/24/2012

Lafarge SA LG LAU LAQ LAJ LAX LAY LAZ n/a n/a EUR 3.73 0.03 40 2/24/2012

NextEra Energy Inc LGA n/a n/a n/a n/a LGD LGH n/a n/a USD 2.40 0.02 n/a 2/24/2012

Legal & General Group plc LGE LGU LGQ LGJ LGX LGY n/a n/a LGE GBP 0.10 0.01 30 4/16/2012

Lockheed Martin Corp LHA n/a n/a n/a n/a LHD LHH n/a n/a USD 4.54 0.04 n/a 2/24/2012

Linde AG LI LIU LIQ LIJ LIX LIY LIZ n/a n/a EUR 6.71 0.06 40 2/24/2012

Logitech International S A LIS YTU YTQ YTJ YTX YTY YTZ n/a n/a CHF 1.10 0.01 40 2/24/2012

Lukoil OAO LK LYW LYO LYB LYV LYD LYH n/a n/a USD 4.07 0.04 40 2/24/2012

Lowe's Cos Inc LKA n/a n/a n/a n/a LKD LKH n/a n/a USD 1.60 0.02 n/a 2/24/2012

Eli Lilly & Co LLA n/a MQT MQC MQN LLD LLH n/a n/a USD 2.13 0.02 40 2/24/2012

Lonmin LMI LMW LMM LMB LMV LMY n/a n/a LNM GBP 1.10 0.01 40 2/24/2012

Loews Corp LOA n/a n/a n/a n/a LOD LOH n/a n/a USD 2.61 0.03 n/a 2/24/2012

Logica Plc LOG LCU LCQ LCJ LCX LCY n/a n/a LOG GBP 0.14 0.01 30 2/24/2012

LG Display Company Ltd ADR LPL n/a n/a n/a n/a LP0 LP1 n/a n/a USD 1.34 0.02 n/a 2/20/2012

Legrand SA LR LRM LRT LRC LRN LRD LRH n/a n/a EUR 2.20 0.02 n/a 2/24/2012

Land Securities Group plc LS LSU LSQ LSJ LSX LSY n/a n/a LS GBP 0.55 0.02 40 2/24/2012

London Stock Exchange LSE LEU LEQ LEJ LEX LEY n/a n/a LSE GBP 0.71 0.01 30 2/24/2012

LSR Group OJSC GDR LSR n/a n/a n/a n/a LTF LTK n/a n/a USD 0.71 0.01 n/a 2/24/2012

Grupa Lotos SA LT n/a n/a n/a n/a LTD n/a n/a n/a PLN 3.50 0.03 n/a 2/24/2012

Lottomatica SpA LTO n/a KKQ KKJ KKX KKY KKZ n/a n/a EUR 1.46 0.02 40 2/24/2012

H. Lundbeck A/S LUN n/a n/a n/a n/a LUF LUK n/a n/a DKK 11.00 0.09 n/a 2/24/2012

Lundin Petroleum AB LUP LUW LUO LUB LUV LUD LUH n/a n/a SEK 20.68 0.17 40 2/24/2012

Polish Oil & Gas Co LW n/a n/a n/a n/a LWD n/a n/a n/a PLN 0.40 0.01 n/a 2/24/2012

Illinois Tool Works Inc LXA n/a n/a n/a n/a LXD LXH n/a n/a USD 3.58 0.03 n/a 2/24/2012

Luxottica Group SpA LXG n/a LUQ LUJ LUX LUY LUZ n/a n/a EUR 1.75 0.05 40 4/16/2012

LANXESS AG LXS ZYU ZYQ ZYJ ZYX ZYY ZYZ n/a n/a EUR 4.74 0.04 40 2/24/2012

LyondellBasell LYM n/a n/a n/a n/a LYF LYK n/a n/a USD 6.31 0.06 40 2/24/2012

Marks & Spencer Group plc M+S MSU MSQ MSJ MSX MSD n/a n/a M+S GBP 0.19 0.01 30 2/24/2012

Manulife Financial Corp MA0 n/a n/a n/a n/a MA6 MA7 n/a n/a USD 1.40 0.02 n/a 4/12/2012

Motorola Solutions Inc MAA n/a MAO MAF MAV MAD MAH n/a n/a USD 2.41 0.02 40 2/24/2012

Mitchells & Butlers MAB n/a n/a n/a n/a MVY n/a n/a n/a GBP 0.21 0.01 40 10/17/2011

AP Moller - Maersk B MAE MAU MAQ MAJ MAX MAY MAZ n/a n/a DKK 3762.00 29.93 40 10/17/2011

Magna International Inc MAG n/a n/a n/a n/a MA8 MA9 n/a n/a USD 4.10 0.05 n/a 4/12/2012

Maire Tecnimont SpA MAI n/a n/a n/a n/a OFF OFK n/a n/a EUR 0.26 0.01 n/a 2/24/2012

AP Moeller - Maersk A MAS n/a n/a n/a n/a LLF LLK n/a n/a DKK 3718.00 29.58 n/a 2/24/2012

Mediobanca SpA MB n/a MBQ MBJ MCX MBY MBZ MB n/a EUR 0.67 0.01 40 2/24/2012

Mcbride MBD n/a n/a n/a n/a MIG n/a n/a n/a GBP 0.11 0.01 n/a 2/24/2012

MBIA Inc MBI n/a QGO QGB QGV QGD QGH n/a n/a USD 2.12 0.02 40 2/24/2012

Mulberry MBR n/a n/a n/a n/a MBG n/a n/a n/a GBP 1.80 0.05 n/a 4/16/2012

LVMH Moet Hennessy Louis Vuitton MC MDU MDQ MDJ MDX MDY MDZ n/a n/a EUR 8.75 0.07 40 2/24/2012

McDonald's Corp MCD n/a XEO XEB XEV LNY LNZ n/a n/a USD 2.73 0.03 40 2/24/2012

Mondi PLC MDI n/a n/a n/a n/a MJD n/a n/a n/a GBP 0.45 0.01 n/a 2/24/2012

Mediolanum SpA MDL n/a MKQ MKJ MKX MKY MKZ n/a n/a EUR 0.36 0.01 40 2/24/2012

Modern Times Group AB MDT MIW MIO MIB MIV MID MIH n/a n/a SEK 39.27 0.32 40 2/24/2012

Garmin Ltd ME n/a n/a n/a n/a MEF MEK n/a n/a USD 1.75 0.02 n/a 2/24/2012

Meda AB MED n/a n/a n/a n/a MDD MDH n/a n/a SEK 6.89 0.06 n/a 2/24/2012

Atrium European Real Estate Ltd MEL n/a n/a n/a n/a MFD MFH n/a n/a EUR 0.32 0.01 n/a 2/24/2012

Metro AG MEO MEU MEQ MEJ MEX MEY MEZ n/a n/a EUR 3.82 0.04 40 2/24/2012

ATTACHMENT G





Cash Settled

Physical Settled

Cash Settled

Physical Settled

Future Code

Equity Option

Scanning Range (per

share)



Effective Date

Mercialys SA MER n/a n/a n/a n/a ULF ULK n/a n/a EUR 0.82 0.02 n/a 4/17/2012

M6 MET n/a n/a n/a n/a NIF NIK n/a n/a EUR 0.95 0.01 n/a 2/24/2012

Wendel MF n/a n/a n/a n/a WCD WCH n/a n/a EUR 8.75 0.07 n/a 2/24/2012

Magyar Telekom MG n/a n/a n/a n/a MGD n/a n/a n/a HUF 37.40 0.30 n/a 2/24/2012

Meggitt MGG n/a n/a n/a n/a n/a n/a MGG n/a GBP 0.27 0.01 n/a 2/24/2012

Marine Harvest MH MHW MHO MHB MHV MHD MHH n/a n/a NOK 0.50 0.01 40 4/20/2011

MHP SA GDR MHP n/a n/a n/a n/a HQF HQK n/a n/a USD 2.50 0.07 n/a 4/16/2012

Energy Transfer Partners LP MI n/a n/a n/a n/a MIF MIK n/a n/a USD 2.52 0.03 n/a 2/24/2012

Arcelor Mittal (ex-event package) MIT n/a RRO n/a n/a n/a n/a n/a n/a EUR 1.76 0.05 40 4/16/2012

Weyerhaeuser Co MJ n/a n/a n/a n/a MJF MJK n/a n/a USD 1.27 0.02 n/a 2/24/2012

Michelin ML MLU MLQ MLJ MLX MLY MLZ n/a n/a EUR 5.86 0.05 40 2/24/2012

MOL Hungarian Oil & Gas MLL n/a n/a n/a n/a MLD n/a n/a n/a HUF 1650.00 13.13 n/a 2/24/2012

MLP AG MLP ZZU ZZQ ZZJ ZZX ZZY ZZZ n/a n/a EUR 0.61 0.01 n/a 2/24/2012

Marsh & McLennan Cos Inc MM n/a CIT CIC CIV CIF CIK n/a n/a USD 1.84 0.02 40 2/24/2012

Freeport-McMoRan Copper & Gold Inc MMA n/a MMO MMF MMV MMD MMH n/a n/a USD 4.45 0.04 40 2/24/2012

Lagardere S.C.A. MMB MMU MMQ MMJ MMX MMY MMZ n/a n/a EUR 2.44 0.07 40 2/24/2012

Mayr-Melnhof Karton AG MMK KRU KRQ KRJ KRX KRY KRZ n/a n/a EUR 3.63 0.03 40 2/24/2012

MAN SE MN MJU MJQ MJJ MJX MJY MJZ n/a n/a EUR 8.08 0.07 40 2/24/2012

Monsanto Co MNA n/a n/a n/a n/a MND MNH n/a n/a USD 6.87 0.06 n/a 2/24/2012

MMC Norilsk Nickel MNN MOW MOO MNJ MOV MOD MOH n/a n/a USD 2.29 0.07 40 2/24/2012

Mondadori (Arnoldo) Editore SpA MNO n/a KOQ KOJ KOV KOY KOZ MNO n/a EUR 0.17 0.01 40 7/21/2011

Mediq NV MNV XCW XCO XCB XCV XCF XCK n/a n/a EUR 0.58 0.01 40 2/24/2012

Metso MO MOU MOQ MOJ MOX MOY MOZ n/a n/a EUR 3.70 0.03 40 2/24/2012

Mobistar SA MOB KUU KUQ KUJ KUX KUY KUZ n/a n/a EUR 2.17 0.02 40 2/24/2012

Southern Copper Corp MP n/a n/a n/a n/a MPF MPK n/a n/a USD 3.29 0.03 n/a 2/24/2012

Michael Page International MPI n/a n/a n/a n/a n/a n/a MPI n/a GBP 0.41 0.01 n/a 2/24/2012

Baker Hughes Inc MQA n/a n/a n/a n/a MQD MQH n/a n/a USD 6.43 0.06 n/a 2/24/2012

MARR SpA MR n/a n/a n/a n/a WGF WGK n/a n/a EUR 0.44 0.01 n/a 2/24/2012

Montpelier Re Holdings Ltd MRH n/a n/a n/a n/a MRY MRZ n/a n/a USD 1.16 0.01 n/a 2/24/2012

Marriott International Inc/DE MRI n/a n/a n/a n/a MRG MRP n/a n/a USD 2.59 0.03 n/a 2/24/2012

Merck & Co Inc MRK n/a KSO KSB KSV KYY KYZ n/a n/a USD 1.89 0.02 40 2/24/2012

Marvell Technology Group Ltd MRV n/a WZO WZB WZV WZD WZH n/a n/a USD 1.60 0.02 40 2/24/2012

Morrison WM Supermarkets plc MRW MIU MIQ MIJ MIX MIY n/a n/a MWR GBP 0.17 0.01 30 2/24/2012

Mastercard Inc MSC n/a n/a n/a n/a MSG MSP n/a n/a USD 26.15 0.21 n/a 2/24/2012

Microsoft Corporation MSF n/a MZQ MZJ MZX MZY MZZ n/a n/a USD 1.32 0.02 40 2/24/2012

Mediaset SpA MSI n/a MHQ MHJ MHX MHY MHZ MSI n/a EUR 0.37 0.01 40 2/24/2012

Medtronic Inc MTA n/a MTT MTC MTV MTD MTH n/a n/a USD 2.35 0.02 40 2/24/2012

Montebalito SA MTB n/a n/a n/a n/a JDD JDH n/a n/a EUR 0.14 0.01 n/a 2/24/2012

Arcelor Mittal MTE AMW AMO AMB AMI AUF AUK n/a n/a EUR 1.44 0.02 n/a 5/28/2012

MITIE Group MTO n/a n/a n/a n/a n/a n/a MTO n/a GBP 0.18 0.01 n/a 10/17/2011

MTU Aero Engines Holding AG MTX n/a n/a n/a n/a MKD MKH n/a n/a EUR 3.08 0.03 n/a 2/24/2012

Lorillard Inc MU n/a n/a n/a n/a MUF MUK n/a n/a USD 7.40 0.06 n/a 2/24/2012

Muenchener Rueckversicherungs AG MUV MUU MUQ MUJ MUX MUY MUZ n/a n/a EUR 7.74 0.07 40 2/24/2012

Colgate-Palmolive Co MWA n/a XHO XHB XHV MWD MWH n/a n/a USD 3.71 0.03 40 2/24/2012

Public Service Enterprise Group Inc MXA n/a n/a n/a n/a MXD MXH n/a n/a USD 1.58 0.02 n/a 2/24/2012

Bristol-Myers Squibb Co MYA n/a BTT BTC BTN MYD MYH n/a n/a USD 1.53 0.02 40 2/24/2012

Nationale PortefeuilleMaatschappij NAT n/a n/a n/a n/a KVY KVZ n/a n/a EUR 1.40 0.02 n/a 7/21/2011

Novabase SGPS NB n/a n/a n/a n/a NBD NBH n/a n/a EUR 0.18 0.01 n/a 2/24/2012

Nordea Bank AB NDA NDU NDQ NDJ NDX NDY NDZ n/a n/a SEK 6.21 0.05 40 2/24/2012

National Express Group NE n/a n/a n/a n/a n/a n/a NE n/a GBP 0.20 0.01 n/a 2/24/2012

NetApp Inc NEA n/a n/a n/a n/a NAG NAP n/a n/a USD 5.87 0.05 n/a 2/24/2012

ATTACHMENT G





Cash Settled

Physical Settled

Cash Settled

Physical Settled

Future Code

Equity Option

Scanning Range (per

share)



Effective Date

Neopost SA NEP n/a n/a n/a n/a NCD NCH n/a n/a EUR 5.00 0.04 n/a 2/24/2012

Nestle SA NES NEU NEQ NEJ NEX NEY NEZ n/a n/a CHF 2.24 0.07 40 4/16/2012

National Grid plc NGG NGU NGQ NGJ NGX NGY n/a n/a NGG GBP 0.25 0.01 30 2/24/2012

NH Hoteles SA NJ NJU NJQ NJJ NJX NJY NJZ n/a n/a EUR 0.92 0.01 40 2/24/2012

Nokian Reenkat NK NKU NKQ NKJ NKX n/a n/a n/a n/a EUR 2.59 0.03 40 2/24/2012

Nike Inc NKA n/a n/a n/a n/a NKD NKH n/a n/a USD 5.20 0.05 n/a 2/24/2012

NKT Holding A/S NKT n/a n/a n/a n/a NGD NGH n/a n/a DKK 26.00 0.21 n/a 2/24/2012

OJSC Novo Lipetsk Steel NLM n/a n/a n/a n/a NLD NLH n/a n/a USD 5.98 0.05 n/a 2/24/2012

Nomos Bank GDR NMO n/a n/a n/a n/a NMG NMP n/a n/a USD 1.60 0.02 n/a 2/24/2012

Nokia OYJ NOK NBU NBQ NBJ NBX NBY NBZ n/a n/a EUR 0.56 0.02 40 2/24/2012

Novo-Nordisk A/S NOO NFU NFQ NFJ NFX NFY NFZ n/a n/a DKK 45.00 1.22 40 2/24/2012

Novartis AG NOV NAU NAQ NAJ NAX NAY NAZ n/a n/a CHF 2.50 0.03 40 5/28/2012

National Oilwell Varco Inc NOW n/a n/a n/a n/a NOY NOZ n/a n/a USD 8.28 0.07 n/a 2/24/2012

Norwegian Property ASA NPR n/a n/a n/a n/a NPF NPK n/a n/a NOK 1.50 0.02 n/a 2/24/2012

Norske Skogindustrier ASA NR NRW NRO NRB NRV NRD NRH n/a n/a NOK 2.00 0.03 40 5/28/2012

Norfolk Southern Corp NSC n/a n/a n/a n/a NFG NFP n/a n/a USD 5.63 0.05 n/a 2/24/2012

Neste Oil OYJ NT NTW NTO NTB NTV NTD NTH n/a n/a EUR 1.33 0.02 40 2/24/2012

Northgate NTG n/a n/a n/a n/a NEG n/a n/a n/a GBP 0.25 0.01 n/a 2/24/2012

Nucor Corp NUE n/a n/a n/a n/a NMY NMZ n/a n/a USD 2.57 0.03 n/a 2/24/2012

OAO Novatek NV n/a n/a n/a n/a NVD NVH n/a n/a USD 20.02 0.16 n/a 2/24/2012

Novozymes A/S NVO n/a n/a n/a n/a NJD NJH n/a n/a DKK 10.50 0.29 n/a 4/16/2012

Novorossiysk Sea Trade Port GDR NVR n/a n/a n/a n/a OVF OVK n/a n/a USD 1.04 0.01 n/a 2/24/2012

News Corp NWA n/a n/a n/a n/a NWD NWH n/a n/a USD 1.87 0.02 n/a 2/24/2012

Nexity NXE n/a n/a n/a n/a NNY NNZ n/a n/a EUR 2.39 0.02 n/a 2/24/2012

Nexen Inc NXN n/a n/a n/a n/a NXK NXM n/a n/a USD 2.00 0.02 n/a 4/12/2012

Nexans SA NXS n/a n/a n/a n/a NDD NDH n/a n/a EUR 5.64 0.05 n/a 2/24/2012

Next plc NXT NXU NXQ NXJ NXX NXY n/a n/a NXT GBP 1.74 0.05 30 2/24/2012

NYSE Euronext (Paris) NY1 NYW NYO NYB NYV NYH NYD n/a n/a EUR 1.41 0.02 40 2/24/2012

New York Times Co/The NYT n/a VUO VUB VUV VUD VUH n/a n/a USD 0.82 0.01 40 2/24/2012

NYSE Euronext NYX n/a n/a n/a n/a NSD NSH n/a n/a USD 2.75 0.03 n/a 2/24/2012

Newmont Mining Corp NZA n/a n/a n/a n/a NZD NZH n/a n/a USD 4.84 0.04 n/a 2/24/2012

ABB Ltd OBB OBU OBQ OBJ OBX OBY OBZ n/a n/a SEK 10.12 0.09 40 2/24/2012

Mapfre SA OC OCU OCQ OCJ OCX OCY OCZ n/a n/a EUR 0.26 0.01 40 2/24/2012

Ocado Group Plc OCA n/a n/a n/a n/a OOF n/a n/a n/a GBP 0.18 0.01 n/a 2/24/2012

OAO Gazprom OG OGW OGO OGB OGV OGD OGH n/a n/a USD 1.46 0.02 40 2/24/2012

Obrascon Huarte Lain SA OHL n/a n/a n/a n/a n/a YOD YOH n/a EUR 1.98 0.02 n/a 2/24/2012

Baloise Holding AG OIB OIU OIQ OIJ OIX OIY OIZ n/a n/a CHF 6.00 0.05 40 2/24/2012

O'Key Group GDR OKA n/a n/a n/a n/a n/a OKL n/a n/a USD 1.20 0.01 n/a 6/26/2012

OKO Bank plc OKE n/a n/a n/a n/a OKD OKH n/a n/a EUR 0.98 0.01 n/a 2/24/2012

Omega Pharma OME KZU KZQ KZJ KZX KZY KZZ n/a n/a EUR 2.50 0.02 40 2/24/2012

Old Mutual OML ODW ODO ODB ODV ODY n/a n/a OMT GBP 0.17 0.01 40 2/24/2012

OMV AG OMV OAU OAQ OAJ OAX OAY OAZ n/a n/a EUR 2.06 0.02 40 2/24/2012

ACS Actividades Cons y Serv ON ONU ONQ ONJ ONX ONY ONZ n/a n/a EUR 2.33 0.02 40 2/24/2012

OTP Bank Nyrt OO n/a n/a n/a n/a OOD n/a n/a n/a HUF 675.40 5.38 n/a 10/17/2011

Osterreichische Post AG OPO KXU KXQ KXJ KXX KXY KXZ n/a n/a EUR 1.15 0.01 40 2/24/2012

L'Oreal SA OR ORU ORQ ORJ ORX ORY ORZ n/a n/a EUR 3.35 0.03 40 2/24/2012

Oracle Corp ORC n/a n/a n/a n/a OXY OXZ n/a n/a USD 3.12 0.03 n/a 2/24/2012

Orkla ASA ORK OKU OKQ OKJ OKX OKY OKZ n/a n/a NOK 4.50 0.04 40 10/17/2011

Orpea ORP n/a n/a n/a n/a OBF OBK n/a n/a EUR 2.74 0.03 n/a 2/24/2012

Antena 3 de Television SA OS OSU OSQ OSJ OSX OSY OSZ n/a n/a EUR 0.59 0.01 40 2/24/2012

Outotec OYJ OTE n/a n/a n/a n/a UHD UHH n/a n/a EUR 4.39 0.04 n/a 2/24/2012

ATTACHMENT G





Cash Settled

Physical Settled

Cash Settled

Physical Settled

Future Code

Equity Option

Scanning Range (per

share)



Effective Date

Outokumpu Oyj OU OUW OUO OUB OUV OUD OUH n/a n/a EUR 0.96 0.01 40 5/28/2012

Onyx Pharmaceuticals Inc OX n/a n/a n/a n/a EFF EFK n/a n/a USD 5.73 0.05 n/a 2/24/2012

Occidental Petroleum Corp OXA n/a EFT EFC EFN OXD OXH n/a n/a USD 11.35 0.10 40 2/24/2012

Pargesa Holding SA PAR n/a n/a n/a n/a PXD PXH n/a n/a CHF 6.00 0.05 n/a 2/24/2012

Praktiker AG PB n/a n/a n/a n/a PBD PBH n/a n/a EUR 0.47 0.01 n/a 5/28/2012

Publicis Groupe PBG PUU PUQ PUJ PUX PUY PUZ n/a n/a EUR 2.00 0.06 40 4/16/2012

Portucel PC n/a n/a n/a n/a PCD PCH n/a n/a EUR 0.11 0.01 n/a 2/24/2012

Precision Castparts Corp PCC n/a n/a n/a n/a PEG PEH n/a n/a USD 13.71 0.11 n/a 2/24/2012

POSCO ADR PCO n/a n/a n/a n/a PC0 PC1 n/a n/a USD 9.36 0.08 n/a 2/20/2012

Pic. Credito Valtellinese PCV n/a n/a n/a n/a PID PIH n/a n/a EUR 0.25 0.01 n/a 2/24/2012

Pfleiderer AG PD n/a n/a n/a n/a PDD PDH n/a n/a EUR 0.16 0.01 n/a 5/28/2012

PDL Biopharma Inc PDL n/a EGO EGC EGN EGF EGK n/a n/a USD 0.31 0.01 40 2/24/2012

Bank Pekao SA PE n/a n/a n/a n/a PED n/a n/a n/a PLN 12.76 0.11 n/a 2/24/2012

Peabody Energy Corp PEC n/a n/a n/a n/a PFY PFZ n/a n/a USD 7.37 0.06 n/a 2/24/2012

Pepsico Inc PEP n/a n/a n/a n/a PXY PXZ n/a n/a USD 2.63 0.03 n/a 2/24/2012

Pescanova PES n/a n/a n/a n/a VPD VPH n/a n/a EUR 2.20 0.02 n/a 2/24/2012

Petrofac PET PEW PEO PEB PEV PTF n/a n/a PET GBP 1.08 0.01 n/a 2/24/2012

Total SA PF TZU TZQ TZJ TZX TZY TZZ n/a n/a EUR 2.01 0.06 40 4/16/2012

Pfizer PFE n/a PYQ PYJ PYX PYY PYZ n/a n/a USD 1.01 0.01 40 2/24/2012

Provident Financial PFG n/a n/a n/a n/a n/a n/a PFG n/a GBP 0.74 0.02 n/a 4/16/2012

Premier Farnell PFL n/a n/a n/a n/a n/a n/a PFL n/a GBP 0.20 0.01 n/a 2/24/2012

Procter & Gamble Co PG n/a PJQ PJJ PJX PJY PJZ n/a n/a USD 2.39 0.02 40 2/24/2012

PG&E Corp PGE n/a n/a n/a n/a PGG PGP n/a n/a USD 2.28 0.02 n/a 2/24/2012

Polska Grupa Energetyczna PGN n/a n/a n/a n/a PGW n/a n/a n/a PLN 1.39 0.04 n/a 4/16/2012

Petroleum Geo-Services ASA PGS n/a n/a n/a n/a PGD PGH n/a n/a NOK 11.50 0.10 n/a 10/17/2011

Phonak AG PHB YUU YUQ YUJ YUX YUY YUZ n/a n/a CHF 5.10 0.05 40 2/24/2012

Koninklijke Philips Electronics NV PHI PHU PHQ PHJ PHX PHD PHZ PHI n/a EUR 1.16 0.04 40 2/24/2012

Philip Morris Intl Inc PHP n/a n/a n/a n/a MHF MHK n/a n/a USD 4.05 0.04 n/a 2/24/2012

Prysmian SpA PHS n/a MZT MZC MZN MZF MZK n/a n/a EUR 1.24 0.01 40 2/24/2012

Piaggio & C. SpA PIA n/a n/a n/a n/a PIU PIQ n/a n/a EUR 0.30 0.01 n/a 5/28/2012

Pirelli & C SpA PIR n/a PCQ PCJ PCX PCY PCZ n/a n/a EUR 0.76 0.01 40 2/24/2012

PBG SA PJ n/a n/a n/a n/a PJD n/a n/a n/a PLN 12.50 0.13 n/a 5/28/2012

PagesJaunes Groupe SA PJG n/a n/a n/a n/a PFC PFH n/a n/a EUR 0.38 0.01 n/a 2/24/2012

Julius Baer Holding AG PK PKU PKQ PKJ PKX PKY PKZ n/a n/a CHF 1.30 0.02 40 2/24/2012

PKO Bank Polski SA PKK n/a n/a n/a n/a PKD n/a n/a n/a PLN 2.81 0.03 n/a 2/24/2012

Banco Comercial Portugues PM PMU PMQ PMJ PMX PMY PMZ n/a n/a EUR 0.04 0.01 40 5/28/2012

3M Co PMA n/a n/a n/a n/a PMD PMH n/a n/a USD 5.08 0.05 n/a 2/24/2012

Premier Oil PMO n/a n/a n/a n/a n/a n/a PMO n/a GBP 0.43 0.01 n/a 10/17/2011

Polski Koncern Naftowy PN n/a n/a n/a n/a PND n/a n/a n/a PLN 3.00 0.03 n/a 2/24/2012

Pennon Group PNN n/a n/a n/a n/a n/a n/a PNN n/a GBP 0.38 0.01 n/a 2/24/2012

Carnival plc POC DJU DJQ DJJ DJX DJY n/a n/a POC GBP 1.98 0.02 30 2/24/2012

Petropavlovsk Plc POG n/a n/a n/a n/a POF n/a n/a n/a GBP 0.88 0.01 n/a 7/18/2011

Banco Popular Espanol SA POP PAU PAQ PAJ PAX PAY PAZ n/a n/a EUR 0.39 0.01 40 2/24/2012

Porsche Automobil Holding SE POR PDU PDQ PDJ PDX PDY PDZ n/a n/a EUR 5.38 0.05 40 2/24/2012

Potash Corp of Saskatchewan POT n/a WIO WIB WIV WID OBH n/a n/a USD 4.66 0.04 40 2/24/2012

Pinault-Printemps-Redoute PP PPU PPQ PPJ PPX PPY PPZ n/a n/a EUR 7.53 0.21 40 4/16/2012

PPG Industries Inc PPG n/a n/a n/a n/a PMG PMP n/a n/a USD 6.54 0.06 n/a 2/24/2012

priceline.com Inc PRC n/a n/a n/a n/a PIG PIP n/a n/a USD 50.84 0.41 n/a 2/24/2012

Perrigo Co PRG n/a n/a n/a n/a n/a PR6 n/a n/a USD 7.40 0.09 n/a 5/11/2012

Promotora de Informaciones, S.A. PRS n/a n/a n/a n/a WQY WQZ n/a n/a EUR 0.11 0.01 n/a 5/28/2012

Prudential plc PRU PSU PRQ PRJ PRX PRY n/a n/a PRU GBP 0.44 0.02 30 4/16/2012

ATTACHMENT G





Cash Settled

Physical Settled

Cash Settled

Physical Settled

Future Code

Equity Option

Scanning Range (per

share)



Effective Date

Paccar Inc PSA n/a AKT AKC AKN PSD PSH n/a n/a USD 3.38 0.03 40 2/24/2012

Prosegur Cia de Segurided SA PSG n/a n/a n/a n/a PSF PSK n/a n/a EUR 0.26 0.01 n/a 7/6/2012

Prosiebensat 1 Media AG PSM n/a n/a n/a n/a WRY WRZ n/a n/a EUR 2.45 0.02 n/a 2/24/2012

Pearson plc PSO POU POQ POJ POX POY n/a n/a PSO GBP 0.62 0.02 40 4/16/2012

PSP Swiss Property AG PSP n/a n/a n/a n/a QBD QBH n/a n/a CHF 3.70 0.03 n/a 2/24/2012

Portugal Telecom SGPS SA PTC PTU PTQ PTJ PTX PTY PTZ n/a n/a EUR 0.35 0.01 40 2/24/2012

Bwin.party Digital Entertainment PLC PTG n/a n/a n/a n/a PEY n/a n/a n/a GBP 0.29 0.01 30 2/24/2012

PT Multimedia PTM n/a n/a n/a n/a PTD PTH n/a n/a EUR 0.33 0.01 n/a 2/24/2012

PostNL NV PTN POM POO POB POV PSY PSZ PTN n/a EUR 0.44 0.01 40 2/24/2012

Prosafe ASA PU n/a n/a n/a n/a PUD PUH n/a n/a NOK 4.50 0.04 n/a 2/24/2012

Puma SE PUM QXW QXO QXB QXV QXD QXH n/a n/a EUR 22.06 0.18 40 10/17/2011

Lonza Group AG PV PVU PVQ PVJ PVX PVY PVZ n/a n/a CHF 5.50 0.05 40 2/24/2012

Penn West Petroleum Ltd PWE n/a n/a n/a n/a PWA PWR n/a n/a USD 1.50 0.02 n/a 5/11/2012

Paddy Power PLC PWL n/a n/a n/a n/a PPD n/a n/a n/a EUR 3.01 0.03 n/a 2/24/2012

Panalpina Welttransport Holding AG PWT n/a n/a n/a n/a PVD PVH n/a n/a CHF 7.60 0.07 n/a 2/24/2012

Polimex Mostostal SA PWW n/a n/a n/a n/a PWD n/a n/a n/a PLN 0.29 0.01 n/a 5/28/2012

Patrizia Immobilien AG PZ n/a n/a n/a n/a PZD PZH n/a n/a EUR 0.45 0.01 n/a 2/24/2012

PZ Cussons Plc PZC n/a n/a n/a n/a PZN n/a n/a n/a GBP 0.42 0.01 n/a 5/11/2012

Q-Cells AG QCE QDW QDO QDB QDV QDD QDH n/a n/a EUR 0.16 0.01 40 5/28/2012

Qualcomm Inc QCO n/a QQQ QQJ QQX QQY QQZ n/a n/a USD 4.40 0.04 40 2/24/2012

Qiagen NV QIA QFW QFO QFB QFV QFD QFH n/a n/a EUR 0.69 0.01 40 2/24/2012

MetLife Inc QMA n/a n/a n/a n/a QMD QMH n/a n/a USD 4.74 0.04 n/a 2/24/2012

Dassault Systemes SA QO QOU QOQ QOJ QOX QOY QOZ n/a n/a EUR 4.56 0.04 40 2/24/2012

Northrop Grumman Corp QOB n/a n/a n/a n/a QOD QOH n/a n/a USD 3.78 0.04 n/a 2/24/2012

CVS Caremark Corp QYA n/a n/a n/a n/a QYD QYH n/a n/a USD 2.87 0.03 n/a 2/24/2012

Agora SA RA n/a n/a n/a n/a RAD n/a n/a n/a PLN 2.68 0.03 n/a 2/24/2012

RATIONAL AG RAA RA1 RA2 RA3 RA4 RA5 RA6 n/a n/a EUR 10.20 0.24 40 3/23/2012

Rallye SA RAL n/a n/a n/a n/a UJF UJK n/a n/a EUR 1.83 0.02 n/a 2/24/2012

Ratos AB RAT n/a n/a n/a n/a RGD RGH n/a n/a SEK 10.18 0.09 n/a 2/24/2012

Reckitt Benckiser Group plc RB RGU RGQ RGJ RGX RGY n/a n/a RB GBP 1.73 0.05 30 4/16/2012

Royal Bank of Canada RBC n/a n/a n/a n/a RB8 RB9 n/a n/a USD 3.40 0.04 n/a 4/12/2012

Royal Bank of Scotland Group RBS RBU RBQ RBJ RBX RBY n/a n/a RBS GBP 0.40 0.01 30 6/6/2012

Richter Gedeon Nyrt RC n/a n/a n/a n/a RCD n/a n/a n/a HUF 2055.06 16.35 n/a 2/24/2012

RCS MediaGroup SpA RCS n/a n/a n/a n/a RXD RXH n/a n/a EUR 0.10 0.01 n/a 2/24/2012

Royal Dutch Shell plc A Euro RD RDU RDQ RDJ RDX RDY RDZ RD n/a EUR 1.59 0.05 30 2/24/2012

RR Donnelley & Sons Co RDD n/a CFT CFC CFN CFF CFK n/a n/a USD 1.34 0.02 40 2/24/2012

Recordati SpA RDT n/a n/a n/a n/a CYD CYH n/a n/a EUR 0.42 0.01 n/a 2/24/2012

Rexam RE n/a n/a n/a n/a XMY n/a n/a n/a GBP 0.22 0.01 n/a 2/24/2012

Rexel S.A REE n/a n/a n/a n/a REF REK n/a n/a EUR 1.69 0.02 n/a 2/24/2012

Reed Elsevier plc REI REU REQ REJ REX REY n/a n/a REI GBP 0.30 0.01 30 2/24/2012

Remy Cointreau REM n/a n/a n/a n/a RMF RMK n/a n/a EUR 3.55 0.03 n/a 2/24/2012

Reed Elsevier NV REN RKU RKQ RKJ RKX RKY RKZ REN n/a EUR 0.49 0.01 40 5/28/2012

Repsol SA REP RAU RAQ RAJ RAX RAY RAZ n/a n/a EUR 1.73 0.02 40 5/28/2012

Red Electrica Corporacion SA RES WVW WVO WVB WVV WVY WVZ n/a n/a EUR 2.71 0.03 40 2/24/2012

Restaurant Plc RET n/a n/a n/a n/a REB n/a n/a n/a GBP 0.19 0.01 n/a 2/24/2012

REW n/a n/a n/a n/a REO n/a n/a n/a GBP 0.20 0.01 n/a 2/24/2012

Eurazeo RF n/a n/a n/a n/a EHD EHH n/a n/a EUR 4.26 0.04 n/a 2/24/2012

Rhoen Klinikum AG RH n/a n/a n/a n/a RHD RHH n/a n/a EUR 0.90 0.01 n/a 2/24/2012

RHI AG RHI WXU WXQ WXJ WXX WXY WXZ n/a n/a EUR 1.56 0.02 40 2/24/2012

Rhodia SA RHO n/a n/a n/a n/a RAF RAK n/a n/a EUR 1.02 0.01 n/a 10/17/2011

RHJ International RHX n/a n/a n/a n/a n/a RHY n/a n/a EUR 0.60 0.01 n/a 7/11/2012

Resolution Ltd

ATTACHMENT G





Cash Settled

Physical Settled

Cash Settled

Physical Settled

Future Code

Equity Option

Scanning Range (per

share)



Effective Date

Pernod-Ricard RI RJU RJQ RJJ RJX RJY RJZ n/a n/a EUR 3.94 0.11 40 4/16/2012

Applied Materials Inc RIA n/a PPO PPB PPV RID RIH n/a n/a USD 1.26 0.02 40 2/24/2012

Raiffeisen International Bank-Holding AG RIB WUU WUQ WUJ WUX WUY WUZ n/a n/a EUR 3.46 0.03 40 2/24/2012

Rieter Holding AG RIE n/a n/a n/a n/a RQD RQH n/a n/a CHF 20.50 0.17 n/a 2/24/2012

Transocean Inc RIG n/a n/a n/a n/a XCY XCZ n/a n/a USD 5.09 0.05 n/a 2/24/2012

Research In Motion Ltd RIM n/a WJO WJB WJV WJD WJH n/a n/a USD 4.00 0.11 40 4/16/2012

Rostelekom RK RTM RTT RTC RTN RKD RKH n/a n/a USD 4.00 0.05 n/a 5/28/2012

Realia Business SA RLA n/a n/a n/a n/a n/a UOD UOH n/a EUR 0.14 0.01 n/a 2/24/2012

Rheinmetall AG RM n/a n/a n/a n/a RLD RLH n/a n/a EUR 4.66 0.04 n/a 2/24/2012

Hermes International RMS n/a n/a n/a n/a HED HEH n/a n/a EUR 13.86 0.12 40 2/24/2012

Rightmove Plc RMV n/a n/a n/a n/a RMO n/a n/a n/a GBP 1.20 0.01 n/a 6/26/2012

Randstad Holding RND RFW RFO RFB RFV RFD RFH n/a n/a EUR 2.42 0.02 40 2/24/2012

Redes Energéticas Nacionais S.A RNE n/a n/a n/a n/a NVY NVZ n/a n/a EUR 0.17 0.01 40 4/16/2012

Renault SA RNO RNU RNQ RNJ RNX RNY RNZ n/a n/a EUR 4.37 0.12 40 2/24/2012

ReynoldsAmerican Inc RNS n/a n/a n/a n/a MFF MFK n/a n/a USD 1.75 0.02 n/a 2/24/2012

OJSC OC Rosneft RO ROW ROO ROB ROV ROD ROH n/a n/a USD 0.84 0.01 40 2/24/2012

Rockwool International AS ROC n/a n/a n/a n/a UFD UFH n/a n/a DKK 47.00 0.38 n/a 2/24/2012

Roche GS ROG ROU ROQ ROJ ROX ROY ROZ n/a n/a CHF 6.80 0.19 40 2/24/2012

Rogers Communications Inc ROM n/a n/a n/a n/a RO8 RO9 n/a n/a USD 2.10 0.02 n/a 4/12/2012

Rotork ROR n/a n/a n/a n/a n/a n/a ROR n/a GBP 1.46 0.02 n/a 2/24/2012

Rolls-Royce Group plc RR RRU RRQ RRJ RRX RRY n/a n/a RR GBP 0.42 0.02 30 2/24/2012

Randgold Resources LTD RRS WJM WJT WJC WJN n/a n/a RRS RAR GBP 6.82 0.06 30 2/24/2012

Regions Financial Corp RSB n/a BFT BFC BFN RSD RSH n/a n/a USD 0.61 0.01 40 2/24/2012

Rentokil Initial plc RTO RLU RLQ RLJ RLX RLY n/a n/a RTO GBP 0.07 0.01 30 10/17/2011

Rio Tinto plc RTZ RIU RIQ RIJ RIX RIY n/a RIO RTZ GBP 4.05 0.04 30 2/24/2012

Regus Plc RUA n/a n/a n/a n/a RUF n/a n/a n/a GBP 0.14 0.01 30 10/17/2011

Rubis RUI n/a n/a n/a n/a XXG XXP n/a n/a EUR 4.36 0.04 n/a 10/17/2011

Swiss Reinsurance RUK RFU RFQ RFJ RFX RFY RFZ n/a n/a CHF 3.70 0.10 40 4/16/2012

RusHydro RUS RSM RST RSC RSN HCF HCK n/a n/a USD 0.52 0.01 n/a 2/24/2012

Rautaruukki RV RVU RVQ RVJ RVX RVY RVZ n/a n/a EUR 1.56 0.02 40 2/24/2012

Dominion Resources Inc/VA RVA n/a n/a n/a n/a RVD RVH n/a n/a USD 2.18 0.02 n/a 2/24/2012

Automatic Data Processing Inc RWA n/a AYT AYC AYN RWD RWH n/a n/a USD 3.30 0.03 40 2/24/2012

RWE AG RWE RWU RWQ RWJ RWX RWY RWZ n/a n/a EUR 3.35 0.10 40 4/16/2012

RWE AG - PFD RWG n/a n/a n/a n/a FTD FTH n/a n/a EUR 2.60 0.03 n/a 2/24/2012

Ryanair Holdings plc RY RYW RYO RYB RYV RYD n/a n/a n/a EUR 0.28 0.01 40 2/24/2012

Ryanair Holdings plc RYA n/a n/a n/a n/a RPD n/a n/a n/a EUR 0.30 0.01 n/a 2/24/2012

RSA Insurance Group RYL RSU RSQ RSJ RSX RSY n/a n/a RYL GBP 0.08 0.01 30 4/16/2012

Raytheon Co RZA n/a n/a n/a n/a RZD RZH n/a n/a USD 2.01 0.02 n/a 2/24/2012

SABMiller plc SAB APU APQ APJ APX APY n/a n/a SAB GBP 1.31 0.04 30 4/16/2012

Safran SA SAF ZAW ZAO ZAB ZAV ZAD ZAH n/a n/a EUR 2.70 0.03 40 2/24/2012

Savills Plc SAI n/a n/a n/a n/a SVI n/a n/a n/a GBP 0.26 0.01 n/a 5/11/2012

Salamander 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 5/1/2012

Sainsbury (J) SAN SAU SAQ SAJ SAX SAY n/a n/a SAN GBP 0.19 0.01 30 4/16/2012

SAP AG SAP SKU SKQ SKJ SKX SKY SKZ n/a n/a EUR 2.72 0.08 40 2/24/2012

Saras SpA SAR n/a n/a n/a n/a EOD EOH n/a n/a EUR 0.21 0.01 n/a 2/24/2012

Sun Life Financial Inc SAV n/a n/a n/a n/a SU8 SU9 n/a n/a USD 1.90 0.02 n/a 4/12/2012

Banco de Sabadell SA SBA TVW TVO TVB TVX TVY TVZ n/a n/a EUR 0.27 0.01 40 2/24/2012

Sberbank Rossii OAO SBB SEW SPO SPB SPV SEF SPH n/a n/a USD 1.64 0.02 40 2/24/2012

Starbucks Corp SBC n/a n/a n/a n/a SKG SKK n/a n/a USD 3.03 0.03 n/a 2/24/2012

Schoeller-Bleckmann Oilfield Equipment AG SBO WZU WZQ WZJ WZX WZY WZZ n/a n/a EUR 6.15 0.05 40 2/24/2012

SEB S.A SBS n/a n/a n/a n/a SBY SBZ n/a n/a EUR 4.83 0.04 n/a 2/24/2012

ATTACHMENT G





Cash Settled

Physical Settled

Cash Settled

Physical Settled

Future Code

Equity Option

Scanning Range (per

share)



Effective Date

AT&T Inc SBX n/a JTQ JTJ JTX JTY JTZ n/a n/a USD 1.24 0.01 40 2/24/2012

SCOR SE SC1 YPW YPO YPB YPV YPD YPH n/a n/a EUR 2.04 0.02 40 2/24/2012

Scania AB-B SHS SCA SXW SXO SXB SXV SXD SXH n/a n/a SEK 13.24 0.11 40 2/24/2012

Standard Chartered plc SCB SCU SCQ SCJ SCX SCY n/a n/a SCB GBP 1.02 0.03 40 4/16/2012

Banco Santander Central Hispano SA SCH SJU SJQ SJJ SJX SJY SJZ n/a n/a EUR 0.60 0.01 40 5/28/2012

Schibsted ASA SCI n/a n/a n/a n/a NNF NNK n/a n/a NOK 14.50 0.12 n/a 2/24/2012

Svenska Cellulosa AB ser. B SCL EPU EPQ EPJ EPX EPY EPZ n/a n/a SEK 8.94 0.08 40 2/24/2012

Swisscom AG SCM SWU SWQ SWJ SWX SWY SWZ n/a n/a CHF 13.10 0.11 40 2/24/2012

Schindler Holding AG (Registered) SCN n/a n/a n/a n/a SCW SCE n/a n/a CHF 7.30 0.06 n/a 2/24/2012

Schindler Holding AG (Part Cert) SCP n/a n/a n/a n/a ZCD ZCH n/a n/a CHF 6.30 0.06 n/a 2/24/2012

G4S plc SCR n/a n/a n/a n/a n/a n/a SCR n/a GBP 0.19 0.01 n/a 2/24/2012

K+S AG SDF KDW KDO KDB KDV KDD KDH n/a n/a EUR 3.82 0.04 40 2/24/2012

Schroders SDR n/a n/a n/a n/a n/a n/a SDR n/a GBP 1.50 0.02 n/a 2/24/2012

Semapa SE n/a n/a n/a n/a SED SEH n/a n/a EUR 0.42 0.01 n/a 2/24/2012

Skandinaviska Enskilda Bk AB ser. A SEB QSU QSQ QSJ QSX QSY QSZ n/a n/a SEK 4.90 0.04 40 2/24/2012

Securitas AB ser. B SEC QPU QPQ QPJ QPX QPY QPZ n/a n/a SEK 5.01 0.04 40 2/24/2012

Semperit AG Holding SEM n/a n/a n/a n/a UOF UOK n/a n/a EUR 1.84 0.02 n/a 2/24/2012

Suez Environnement SA SEN QQW QQO QQB QQV QQD QQH n/a n/a EUR 0.91 0.01 40 2/24/2012

Sechilienne-Sidec SES n/a n/a n/a n/a WOF WOK n/a n/a EUR 1.37 0.02 n/a 2/24/2012

Severn Trent PLC SEV WKM WKT WKC WKN NSY n/a n/a SVT GBP 0.79 0.01 30 2/24/2012

Sogefi SpA SF n/a n/a n/a n/a SFD SFH n/a n/a EUR 0.24 0.01 n/a 2/24/2012

SKF AB SFB XGU XGQ XGJ XGX XGY XGZ n/a n/a SEK 16.50 0.14 40 2/24/2012

Salesforce.com Inc SFC n/a n/a n/a n/a SSG SSP n/a n/a USD 23.70 0.19 n/a 2/24/2012

SuperGroup Plc SG n/a n/a n/a n/a SGF n/a n/a n/a GBP 1.55 0.02 n/a 5/28/2012

Stagecoach Group SGC n/a n/a n/a n/a n/a n/a SGC n/a GBP 0.21 0.01 n/a 2/24/2012

Sage Group plc SGE QLU QLQ QLJ QLX QLY n/a n/a SGE GBP 0.17 0.01 30 2/24/2012

SGL Carbon SE SGL n/a n/a n/a n/a ZED ZEH n/a n/a EUR 6.60 0.06 n/a 2/24/2012

Cie de Saint-Gobain SGO SGU SGQ SGJ SGX SGY SGZ n/a n/a EUR 4.10 0.04 40 2/24/2012

Safilo Group SpA SGS n/a n/a n/a n/a NBF NBK n/a n/a EUR 1.28 0.02 n/a 10/17/2011

Royal Dutch Shell plc A SHA RZU RZQ RZJ SX RZY n/a n/a SHA GBP 1.34 0.04 30 2/24/2012

Svenska Handelsbanken ser. A SHB AQU AQQ AQJ AQX AQY AQZ n/a n/a SEK 13.00 0.35 40 4/16/2012

Sears Holdings Corp SHC n/a WRO WRB WRV WRD WRH n/a n/a USD 13.26 0.36 40 4/16/2012

Royal Dutch Shell plc B SHL SHU SHQ SHJ SHX SHY n/a n/a SHL GBP 1.37 0.04 30 2/24/2012

Shinhan Financial Group ADR SHN n/a n/a n/a n/a SH0 SH1 n/a n/a USD 7.34 0.06 n/a 2/20/2011

Starwood Hotels & Resorts Worldwide SHO n/a BPT BPC BPN BPF BPK n/a n/a USD 5.17 0.05 40 10/17/2011

Shire Pharmaceuticals plc SHP SRU SRQ SRJ SRX SRY n/a n/a SHP GBP 1.15 0.01 40 2/24/2012

SunTrust Banks Inc SIA n/a VKO VKB VKV SID SIH n/a n/a USD 2.60 0.03 40 2/24/2012

Siemens AG SIE SIU SIQ SIJ SIX SIY SIZ n/a n/a EUR 5.08 0.14 40 2/24/2012

Sika AG SIK n/a n/a n/a n/a ZGD ZGH n/a n/a CHF 176.00 1.40 n/a 2/24/2012

SILIC SIL n/a n/a n/a n/a UMF UMK n/a n/a EUR 7.76 0.07 n/a 2/24/2012

Sixt AG SIT SI1 SI2 SI3 SI4 SI5 SI6 n/a n/a EUR 1.70 0.04 40 3/23/2012

Sirius Satellite Radio Ltd SIR n/a WOO WOB WOV WOD WOH n/a n/a USD 0.15 0.01 40 2/24/2012

SSAB AB SJ SJW SJO SJB SJV SJD SJH n/a n/a SEK 11.55 0.10 40 2/24/2012

Shaw Communications Inc SJR n/a n/a n/a n/a n/a SJS n/a n/a USD 1.40 0.02 n/a 5/11/2012

Skanska AB SKA XFU XFQ XFJ XFX XFY XFZ n/a n/a SEK 9.02 0.08 40 2/24/2012

SK Telecom Co. Ltd ADR SKT n/a n/a n/a n/a SK0 SK1 n/a n/a USD 1.28 0.02 n/a 2/20/2012

Standard Life plc SL LFU LFQ LFJ LFX LFY n/a n/a LFI GBP 0.18 0.01 40 2/24/2012

SEGRO plc SLO n/a n/a n/a n/a XIY n/a n/a n/a GBP 0.18 0.01 n/a 2/24/2012

Solaria Energia y Medio Amb SLR n/a n/a n/a n/a n/a ULD ULH n/a EUR 0.18 0.01 n/a 2/24/2012

Statoil ASA SLX SQU SQQ SQJ SQX SQY SQZ n/a n/a NOK 8.00 0.22 40 4/16/2012

Smurfit Kappa Group PLC SM n/a n/a n/a n/a ZPD n/a n/a n/a EUR 0.70 0.01 n/a 2/24/2012

ATTACHMENT G





Cash Settled

Physical Settled

Cash Settled

Physical Settled

Future Code

Equity Option

Scanning Range (per

share)



Effective Date

DS Smith Plc SM0 n/a n/a n/a n/a SM5 n/a n/a n/a GBP 0.12 0.01 n/a 4/16/2012

Sampo Oyj SMP FAU FAQ FAJ FAX FAY FAZ n/a n/a EUR 1.72 0.02 40 2/24/2012

Smiths Group SMS n/a n/a n/a n/a NWY n/a n/a SMI GBP 1.02 0.01 40 10/17/2011

Snam Rete Gas SpA SNA n/a CXQ CXJ CXX CXY CXZ SGR n/a EUR 0.19 0.01 40 2/24/2012

SONAECOM SGPS SNC n/a n/a n/a n/a SAD SAH n/a n/a EUR 0.12 0.01 n/a 2/24/2012

Smith & Nephew plc SNP SNU SNQ SNJ SNX SNY n/a n/a SNP GBP 0.33 0.01 30 4/16/2012

Sonae Industria SGPS SO n/a n/a n/a n/a SOD SOH n/a n/a EUR 0.12 0.01 n/a 10/17/2011

Solvay SA SOB SOU SOQ SOJ SOX SOY SOZ n/a n/a EUR 8.13 0.07 40 2/24/2012

Soc.Iniziative Autostradali e Servizi S SOC n/a n/a n/a n/a n/a STK n/a n/a EUR 0.66 0.01 n/a 2/24/2012

Sonae SGPS SA SON n/a n/a n/a n/a OQY OQZ n/a n/a EUR 0.05 0.01 40 2/24/2012

SOS Cuetara SA SOS n/a n/a n/a n/a n/a IWD IWH n/a EUR 0.08 0.01 n/a 2/24/2012

Spirax-Sarco Engineering SP n/a n/a n/a n/a n/a n/a SP n/a GBP 1.07 0.01 n/a 2/24/2012

Spectra Energy Corp SPE n/a n/a n/a n/a MQF MQK n/a n/a USD 1.42 0.02 n/a 2/24/2012

Saipem SpA SPM n/a WYQ WYJ WYX WYY WYZ SPM n/a EUR 3.99 0.04 40 2/24/2012

Simon Property Group Inc SPP n/a n/a n/a n/a SNF SNK n/a n/a USD 9.98 0.08 n/a 2/24/2012

Swedish Match AB SQ SQW SQO SQB SQV SQD SQH n/a n/a SEK 11.77 0.10 40 2/24/2012

Strabag SE SRA n/a n/a n/a n/a UDF UDK n/a n/a EUR 2.10 0.02 n/a 2/24/2012

Schroders N/V SRD n/a n/a n/a n/a n/a n/a SRD n/a GBP 1.26 0.02 n/a 2/24/2012

Serco Group SRP n/a n/a n/a n/a n/a n/a SRP n/a GBP 0.34 0.01 n/a 2/24/2012

Sistema JSFC SS n/a n/a n/a n/a SSD SSH n/a n/a USD 3.71 0.03 n/a 2/24/2012

Scottish & Southern Energy SSE SSU SSQ SSJ SSX SSY n/a n/a SSE GBP 0.64 0.02 40 4/16/2012

Homeserve SSF n/a n/a n/a n/a n/a n/a SSF n/a GBP 0.80 0.01 n/a 2/24/2012

Sanofi-Aventis SSL SFU SFQ SFJ SFX SFY SFZ n/a n/a EUR 2.67 0.03 40 5/28/2012

Seadrill Ltd. ST STW STO SSB STV STD STH n/a n/a NOK 20.00 0.16 40 2/24/2012

Storebrand ASA STB SUW SUO SUB SUV SUD SUH n/a n/a NOK 5.50 0.05 40 2/24/2012

Stobart Group Ltd STG n/a n/a n/a n/a STC N n/a n/a GBP 0.08 0.01 n/a 10/17/2011

STMicroelectronics NV STM n/a ARQ ARJ ARX ARY ARZ STM n/a EUR 0.64 0.01 40 2/24/2012

Straumann Holding STN n/a n/a n/a n/a TMD TMH n/a n/a CHF 15.10 0.13 n/a 2/24/2012

Staples Inc STP n/a n/a n/a n/a HZG HZP n/a n/a USD 1.31 0.04 n/a 4/16/2012

Groupe Steria SCA STU n/a n/a n/a n/a STQ SJA n/a n/a EUR 1.30 0.03 n/a 5/28/2012

Stora Enso Oyj STX DKU DKQ DKJ DKX DKY DKZ n/a n/a EUR 0.63 0.01 40 2/24/2012

Schneider Electric SA SU SUU SUQ SUJ SUX SUY SUZ n/a n/a EUR 4.90 0.14 40 4/16/2012

Suncor Energy Inc SUC n/a n/a n/a n/a SUS SUP n/a n/a USD 3.50 0.04 n/a 4/12/2012

Suedzucker AG SUE n/a n/a n/a n/a XLY XLZ n/a n/a EUR 2.04 0.02 n/a 2/24/2012

Sulzer AG SUL YVU YVQ YVJ YVX YVY YVZ n/a n/a CHF 7.70 0.07 40 2/24/2012

OAO Severstal SV n/a n/a n/a n/a SVD SVH n/a n/a USD 2.01 0.02 n/a 2/24/2012

Sandvik AB SVK DHU DHQ DHJ DHX DHY DHZ n/a n/a SEK 10.29 0.09 40 2/24/2012

SilverCorp Metals Inc SVN n/a n/a n/a n/a SVG SVP n/a n/a USD 1.00 0.01 n/a 5/11/2012

Novartis AG ADR SW3 n/a n/a n/a n/a SW3 3SW n/a n/a USD 2.86 0.08 n/a 4/16/2012

Syngenta AG ADR SW4 n/a n/a n/a n/a SW4 4SW n/a n/a USD 2.35 0.02 n/a 2/24/2012

Credit Suisse Group AG ADR SW5 n/a n/a n/a n/a SW5 5SW n/a n/a USD 5.27 0.05 n/a 2/24/2012

ABB Ltd ADR SW6 n/a n/a n/a n/a SW6 6SW n/a n/a USD 1.15 0.01 n/a 2/24/2012

Solarworld AG SW AUW AUO AUB AUV SWD SWH n/a n/a EUR 0.67 0.01 40 5/28/2012

Sodexho SA SWA XEU XEQ XEJ XEX XEY XEZ n/a n/a EUR 2.71 0.03 40 2/24/2012

Silver Wheaton Corp SWG n/a n/a n/a n/a SL8 SL9 n/a n/a USD 4.10 0.05 n/a 4/12/2012

Sanoma Corporation SWS n/a n/a n/a n/a ZBD ZBH n/a n/a EUR 0.85 0.01 n/a 2/24/2012

Swatch Group AG - N SWT UIU UIQ UIJ UIX UIY UIZ n/a n/a CHF 6.20 0.05 40 2/24/2012

Spectris SXS n/a n/a n/a n/a n/a n/a SXS n/a GBP 1.18 0.01 n/a 2/24/2012

Sydbank A/S SYB n/a n/a n/a n/a ZJD ZJH n/a n/a DKK 15.00 0.12 n/a 10/17/2011

Symrise AG SYI n/a n/a n/a n/a UJD UJH n/a n/a EUR 1.24 0.01 n/a 2/24/2012

Stryker Corporation SYK n/a STT SYC SNN SYD SYH n/a n/a USD 3.52 0.03 40 2/24/2012

ATTACHMENT G





Cash Settled

Physical Settled

Cash Settled

Physical Settled

Future Code

Equity Option

Scanning Range (per

share)



Effective Date

Syngenta AG SYN CUU CUQ CUJ CUX CUY CUZ n/a n/a CHF 18.20 0.15 40 2/24/2012

Sacyr Vallehermoso SA SYV VYW VYO VYB VYV VYY VYZ n/a n/a EUR 0.60 0.01 40 5/28/2012

Stada Arzneimittel AG SZ SZW SZO SZB SZV SZD SZH n/a n/a EUR 2.70 0.03 40 2/24/2012

Salzgitter AG SZG YJU YJQ YJJ YJX YJY YJZ n/a n/a EUR 5.72 0.05 40 2/24/2012

Target Corp TAA n/a TAO TAF TAV TAD TAH n/a n/a USD 2.78 0.03 40 2/24/2012

British American Tobacco plc TAB TBU TBQ TBJ TBX TBY n/a n/a TAB GBP 1.39 0.04 30 4/16/2012

Telekom Austria AG TAG TRU TRQ TRJ TRX TRY TRZ n/a n/a EUR 0.55 0.02 40 4/16/2012

Tate & Lyle TAL OTU OTQ OTJ OTX OTY n/a n/a TAT GBP 0.41 0.01 40 2/24/2012

Talisman Energy Inc TAM n/a n/a n/a n/a TA8 TA9 n/a n/a USD 1.30 0.02 n/a 4/12/2012

Erste Group Bank AG TB n/a n/a n/a n/a TBD n/a n/a n/a CZK 140.00 1.45 n/a 5/28/2012

Tesco plc TCO TCU TCQ TCJ TCX TCY n/a n/a TCO GBP 0.30 0.01 40 4/16/2012

Tecnicas Reunidas SA TCR n/a n/a n/a n/a n/a WWD WWH n/a EUR 3.22 0.03 n/a 2/24/2012

Koninklijke Ten Cate NV TCT KTW KTO KTJ KTX KTD KTH n/a n/a EUR 2.31 0.02 40 2/24/2012

TDC A/S TDC n/a n/a n/a n/a TKF TKK n/a n/a DKK 2.53 0.07 n/a 5/11/2012

Tod's SPA TDS n/a n/a n/a n/a QJD QJH n/a n/a EUR 11.55 0.10 n/a 10/17/2011

Telefonica Czech Republic AS TE n/a n/a n/a n/a TED n/a n/a n/a CZK 37.00 0.30 n/a 2/24/2012

Tessenderlo Chemie NV TE6 n/a n/a n/a n/a TE7 TE8 n/a n/a EUR 2.20 0.05 n/a 5/28/2012

Technip SA TEC TDW TDO TDB TDV TDD TDH n/a n/a EUR 6.02 0.17 40 4/16/2012

Telenet Group Holding NV TEE n/a n/a n/a n/a TLF TLK n/a n/a EUR 3.50 0.03 n/a 2/24/2012

Telefonica SA TEF TEU TEQ TEJ TEX TEY TEZ n/a n/a EUR 0.90 0.01 40 5/28/2012

Tenaris SA TEN n/a XUQ XUJ XUX XUY XUZ n/a n/a EUR 2.22 0.02 40 2/24/2012

Telecom Plus Plc TEP n/a n/a n/a n/a TE5 n/a n/a n/a GBP 0.60 0.01 n/a 2/20/2011

Terra Nitrogen Co LP TER n/a n/a n/a n/a MOF MOK n/a n/a USD 1.40 0.02 n/a 2/24/2012

TEVA Pharmaceutical Ind TEV n/a TEO TEB TEI ZAY ZAZ n/a n/a USD 3.26 0.03 40 2/24/2012

Societe Television Francaise 1 TFI TFU TFQ TFJ TFX TFY TFZ n/a n/a EUR 1.23 0.01 40 2/24/2012

TGS Nopec GeoPhys Company ASA TGS n/a n/a n/a n/a TND TNH n/a n/a NOK 15.00 0.12 n/a 2/24/2012

Tryg AS TGV n/a n/a n/a n/a TYF TYK n/a n/a DKK 15.00 0.12 n/a 2/24/2012

Thompson Reuters Corp THO n/a n/a n/a n/a FOF FOK n/a n/a USD 1.43 0.02 n/a 2/24/2012

Telecom Italia SpA TI n/a TJQ TJJ TJX TJY TJZ TI n/a EUR 0.08 0.01 40 2/24/2012

Telecom Italia SpA (Savings) TIR n/a TNQ TNJ TNX TNY TNZ TIR n/a EUR 0.06 0.01 40 2/24/2012

TJX Cos Inc TJC n/a n/a n/a n/a THY TCP n/a n/a USD 3.24 0.03 n/a 2/24/2012

ThyssenKrupp AG TKA TKU TKQ TKJ TKX TKY TKZ n/a n/a EUR 2.66 0.03 40 2/24/2012

Allstate Corp/The TKB n/a n/a n/a n/a TKD TKH n/a n/a USD 1.35 0.02 n/a 2/24/2012

Travelers Cos Inc/The TLA n/a n/a n/a n/a TLD TLH n/a n/a USD 3.59 0.03 n/a 2/24/2012

Teleperformance TLG n/a n/a n/a n/a TLP TLE n/a n/a EUR 1.60 0.04 n/a 5/28/2012

TeliaSonera AB TLI TLU TLQ TLJ TLX TLY TLZ n/a n/a SEK 2.93 0.03 40 2/24/2012

Telenor ASA TLR TQU TQQ TQJ TQX TQY TQZ n/a n/a NOK 7.00 0.06 40 2/24/2012

Tele2 AB ser. B TLT TSU TSQ TSJ TSX TSY TSZ n/a n/a SEK 8.70 0.07 40 2/24/2012

Tullow Oil TLW TXW TXO TXB TXV n/a n/a TLW TLO GBP 1.10 0.01 40 2/24/2012

TMK (OAO) GDR TMM n/a n/a n/a n/a KKG KKP n/a n/a USD 2.58 0.03 n/a 9/28/2011

Technicolor SA TMS TMU TMQ TMJ TMX TMY TMZ n/a n/a EUR 0.50 0.01 40 2/24/2012

Topdanmark A/S TOP n/a n/a n/a n/a THD THH n/a n/a DKK 75.00 0.60 n/a 2/24/2012

Telekomunikacja Polska SA TP n/a n/a n/a n/a TPD n/a n/a n/a PLN 1.04 0.01 n/a 2/24/2012

Travis Perkins TPK n/a n/a n/a n/a n/a n/a TPK n/a GBP 0.91 0.01 n/a 2/24/2012

State Street Corp TRA n/a n/a n/a n/a TRD TRH n/a n/a USD 3.34 0.03 n/a 2/24/2012

Trelleborg AB TRE TJW TJO TJB TJV TJD TJH n/a n/a SEK 7.92 0.07 40 2/24/2012

Tubos Reunidos SA TRG n/a n/a n/a n/a n/a IRD IRH n/a EUR 0.13 0.01 n/a 2/24/2012

TERNA - Trasmissione Elettricita Rete Nazi TRN n/a XVQ XVJ XVX XVY XVZ TRN n/a EUR 0.21 0.01 40 2/24/2012

T Rowe Price Group Inc TRP n/a n/a n/a n/a TGG TGP n/a n/a USD 6.66 0.06 n/a 2/24/2012

Transcanada Corp TRS n/a n/a n/a n/a TR6 TR7 n/a n/a USD 1.80 0.02 n/a 4/12/2012

Toronto-Dominion Bank TRT n/a n/a n/a n/a TR8 TR9 n/a n/a USD 5.00 0.06 n/a 4/12/2012

ATTACHMENT G





Cash Settled

Physical Settled

Cash Settled

Physical Settled

Future Code

Equity Option

Scanning Range (per

share)



Effective Date

Tomra Systems ASA TSA TOW TOO TOB TOV TOD TOH n/a n/a NOK 3.00 0.03 40 2/24/2012

Lloyds Banking Group plc TSB LLU LLQ LLJ LLX LLY n/a n/a TSB GBP 0.04 0.01 40 5/28/2012

Total System Services Inc TSS n/a BBT BBC BBN BBF BBK n/a n/a USD 1.24 0.01 40 2/24/2012

TNT Express NV TTE TNM TNA TNC TNV TNF TNK n/a n/a EUR 0.70 0.01 40 2/24/2012

TT Electronics TTG n/a n/a n/a n/a TBG n/a n/a n/a GBP 0.23 0.01 n/a 2/24/2012

TomTom NV TTM XWU XWQ XWJ XWX XWY XWZ n/a n/a EUR 0.66 0.02 40 2/24/2012

Telus Corp TUE n/a n/a n/a n/a n/a TUR n/a n/a USD 3.10 0.04 n/a 5/11/2012

TUI AG TUI TUU TUQ TUJ TUX TUY TUZ n/a n/a EUR 0.81 0.01 40 2/24/2012

TVN SA TVV n/a n/a n/a n/a TVD n/a n/a n/a PLN 2.57 0.03 n/a 10/17/2011

Taylor Wimpey TWO n/a n/a n/a n/a n/a n/a TWO n/a GBP 0.05 0.01 40 2/24/2012

Seat Pagine Gialle SpA TX n/a TXQ TXJ TXX TXY TXZ n/a n/a EUR 0.02 0.01 40 5/28/2012

Texas Instruments Inc TXA n/a n/a n/a n/a TXD TXH n/a n/a USD 2.44 0.02 n/a 2/24/2012

Tyco International Ltd TYA n/a n/a n/a n/a TYD TYH n/a n/a USD 2.53 0.03 n/a 2/24/2012

Aflac Inc TZA n/a n/a n/a n/a TZD TZH n/a n/a USD 4.60 0.04 n/a 2/24/2012

UBM Ltd UBM n/a n/a n/a n/a n/a n/a UBM n/a GBP 0.41 0.01 n/a 10/17/2011

UBS AG UBS UBU UBQ UBJ UBX UBY UBZ n/a n/a CHF 1.30 0.04 40 2/24/2012

Unicredit SPA UC n/a UCQ UCJ UCX UCY UCZ UC n/a EUR 1.00 0.02 40 5/28/2012

Union Pacific Corp UCA n/a n/a n/a n/a UCD UCH n/a n/a USD 7.15 0.06 n/a 2/24/2012

UCB SA UCB UEU UEQ UEJ UEX UEY UEZ n/a n/a EUR 2.90 0.03 40 2/24/2012

Peugeot SA UG UGU UGQ UGJ UGX UGY UGZ n/a n/a EUR 2.17 0.06 40 4/16/2012

Swatch Group AG (Bearer Shs) UHR n/a n/a n/a n/a ZID ZIH n/a n/a CHF 36.90 0.30 n/a 2/24/2012

United Internet AG UI UIW UIO UIB UIV UID UIH n/a n/a EUR 1.20 0.01 40 2/24/2012

Unibail UL UFU UFQ UFJ UFX UFY UFZ n/a n/a EUR 8.20 0.07 40 2/24/2012

Ultra Electronics Holdings ULE n/a n/a n/a n/a n/a n/a ULE n/a GBP 1.11 0.01 n/a 2/24/2012

Unilever plc ULV ULU ULQ ULJ ULX ULY n/a ULR ULV GBP 0.83 0.03 30 4/16/2012

Umicore UMI UMU UMQ UMJ UMX UMY UMZ n/a n/a EUR 3.05 0.03 40 2/24/2012

Unilever NV UNA UNU UNQ UNJ UNX UNY UNZ UNA n/a EUR 1.14 0.02 30 5/28/2012

United Parcel Service Inc UNB n/a n/a n/a n/a UND UPH n/a n/a USD 3.44 0.03 n/a 2/24/2012

United Health Group Inc UNH n/a UYT UYC UYN UYY UYZ n/a n/a USD 3.35 0.03 40 2/24/2012

UNIT4 NV UNT UTE UTA UTR UTI UTG UTP n/a n/a EUR 3.26 0.03 40 10/17/2011

Unipetrol UP n/a n/a n/a n/a UPD n/a n/a n/a CZK 15.00 0.12 n/a 2/24/2012

UPM-Kymmene Oyj UPX UAU UAQ UAJ UAX UAY UAZ n/a n/a EUR 0.95 0.01 40 2/24/2012

UNIQA Versicherungen AG UQA XYU XYQ XYJ XYX XYY XYZ n/a n/a EUR 0.84 0.01 40 2/24/2012

Uralkali URA n/a n/a n/a n/a UUF UUK n/a n/a USD 4.83 0.04 n/a 2/24/2012

US Bancorp USA n/a BST BSC BSN USD USH n/a n/a USD 1.46 0.02 40 2/24/2012

United Technologies Corp UTX n/a n/a n/a n/a UTY UTZ n/a n/a USD 5.14 0.05 n/a 2/24/2012

United Utilities plc UUL UUU UUQ UUJ UUX UUY n/a n/a UUL GBP 0.29 0.01 40 2/24/2012

OC Oerlikon Corp AG UXA UXU UXQ UXJ UXX UXY UXZ n/a n/a CHF 1.00 0.03 40 4/16/2012

Apache Corp UYA n/a n/a n/a n/a UYD UYH n/a n/a USD 11.02 0.09 n/a 2/24/2012

Deere & Co VBA n/a n/a n/a n/a VBD VBH n/a n/a USD 6.16 0.05 n/a 2/24/2012

Wacker Chemie AG VC n/a n/a n/a n/a VCD VCH n/a n/a EUR 11.36 0.10 n/a 2/24/2012

Victrex VCT n/a n/a n/a n/a n/a n/a VCT n/a GBP 1.26 0.02 n/a 10/17/2011

Vedanta Resources PLC VED VVW VVO VVB VVV VVY n/a n/a VRS GBP 1.82 0.02 40 2/24/2012

Verbund AG VER XZU XZQ XZJ XZX XZY XZZ n/a n/a EUR 1.77 0.02 40 2/24/2012

Veti Plc VEL n/a n/a n/a n/a VEB VEV n/a n/a USD 2.47 0.02 n/a 2/24/2012

Vertex Pharmaceuticals Inc VEX n/a ENT ENC ENN ENF ENK n/a n/a USD 4.50 0.05 40 5/28/2012

Pitney Bowes Inc VF n/a VFO VFB VFV VFD VFH n/a n/a USD 1.44 0.02 40 2/24/2012

Hershey Co/The VG n/a VGO VGB VGV VGD VGH n/a n/a USD 2.62 0.03 40 2/24/2012

Mattel Inc VH n/a VHO VHB VHV VHD VHH n/a n/a USD 1.29 0.02 40 2/24/2012

Viacom Inc VIC n/a n/a n/a n/a VCG VCP n/a n/a USD 4.27 0.04 n/a 2/24/2012

Veolia Environnement VIE VIU VIQ VIJ VIX VIY VIZ n/a n/a EUR 2.06 0.06 40 4/16/2012

ATTACHMENT G





Cash Settled

Physical Settled

Cash Settled

Physical Settled

Future Code

Equity Option

Scanning Range (per

share)



Effective Date

Vivendi SA VIV EXU EXQ EXJ EXX EXY EXZ n/a n/a EUR 1.48 0.02 40 5/28/2012

Vallourec SA VK OZU OZQ OZJ OZX OZY OZZ n/a n/a EUR 7.38 0.06 40 2/24/2012

Valeant Pharmaceuticals International VLT n/a n/a n/a n/a VLP VLN n/a n/a USD 3.60 0.04 n/a 4/12/2012

Volvo AB - B shares VLV VCU VCQ VCJ VCX VCY VCZ n/a n/a SEK 9.00 0.25 40 4/16/2012

Virgin Media Inc VME n/a n/a n/a n/a VMF VMK n/a n/a USD 2.16 0.02 n/a 2/24/2012

Vocento SA VOC n/a n/a n/a n/a n/a IFD IFH n/a EUR 0.24 0.01 n/a 2/24/2012

Vodafone Group plc VOD VOU VOQ VOJ VOX VOY n/a n/a VOD GBP 0.09 0.01 30 5/28/2012

Voestalpine AG VOE YCU YCQ YCJ YCX YCY YCZ n/a n/a EUR 3.14 0.03 40 2/24/2012

Volkswagen AG VOW VBU VBQ VBJ VBX VBY VBZ n/a n/a EUR 11.61 0.10 40 2/24/2012

Valero Energy Corp VQA n/a n/a n/a n/a VQD VQH n/a n/a USD 3.21 0.03 n/a 2/24/2012

Vornado Realty Trust VRT n/a n/a n/a n/a VNY VNZ n/a n/a USD 7.87 0.07 n/a 10/17/2011

Vossloh AG VS n/a n/a n/a n/a VSD VSH n/a n/a EUR 5.97 0.05 n/a 2/24/2012

Visa Inc VSA n/a n/a n/a n/a VSG VSP n/a n/a USD 5.37 0.05 n/a 2/24/2012

VTB Bank OJSC VTB VTE VTA VTR VTV VTF VTK n/a n/a USD 0.52 0.01 40 2/24/2012

Clariant N VTC VTU VTQ VTJ VTX VTY VTZ n/a n/a CHF 1.40 0.02 40 2/24/2012

Valiant Holding VTN n/a n/a n/a n/a VTD VTH n/a n/a CHF 7.40 0.06 n/a 2/24/2012

Barco NV VU VUU VUQ VUJ VUX VUY VUZ n/a n/a EUR 4.09 0.04 40 2/24/2012

Chubb Corp VVA n/a n/a n/a n/a VVD VVH n/a n/a USD 3.72 0.03 n/a 2/24/2012

Vestas Wind Systems A/S VW VWW VWO VWB VWV VWD VWH n/a n/a DKK 12.00 0.13 40 5/28/2012

Volkswagen AG - PFD VWG VWU VWQ VWJ VWX FQD FQH n/a n/a EUR 15.73 0.13 n/a 2/24/2012

Marathon Oil Corp VYA n/a n/a n/a n/a VYD VYH n/a n/a USD 3.27 0.03 n/a 2/24/2012

Emerson Electric Co VZA n/a n/a n/a n/a VZD VZH n/a n/a USD 4.12 0.04 n/a 2/24/2012

Verizon Communications VZX n/a n/a n/a n/a VPY VPZ n/a n/a USD 1.43 0.02 n/a 2/24/2012

Wavin NV WAV n/a n/a n/a n/a n/a n/a n/a n/a EUR 3.49 0.03 40 2/24/2012

Swiss Life Holding WDA WDU WDQ WDJ WDX WDY WDZ n/a n/a CHF 8.70 0.07 40 2/24/2012

Wirecard AG WDI n/a n/a n/a n/a WD5 WD6 n/a n/a EUR 1.18 0.01 n/a 1/30/2012

Weir Group WEI n/a n/a n/a n/a n/a n/a WEI n/a GBP 2.31 0.02 n/a 2/24/2012

Wells Fargo & Co WFC n/a WEQ WEJ WEX WEY WEZ n/a n/a USD 2.16 0.02 40 2/24/2012

Wood Group (John) WG n/a n/a n/a n/a n/a n/a WG n/a GBP 0.75 0.01 n/a 2/24/2012

Walgreen Co WGA n/a n/a n/a n/a WGD WGH n/a n/a USD 2.56 0.03 n/a 2/24/2012

SGS SA WGS WGU WGQ WGJ WGX WGY WGZ n/a n/a CHF 141.00 1.13 40 2/24/2012

Wereldhave NV WHA WFW WFO WFB WFV WFD WFH n/a n/a EUR 3.23 0.03 40 2/24/2012

William Hill plc WHL WAU WAQ WAJ WAX WAY n/a n/a WHL GBP 0.14 0.01 30 2/24/2012

Wienerberger AG WIE YGU YGQ YGJ YGX YGY YGZ n/a n/a EUR 0.93 0.01 40 2/24/2012

William Demant Holding WIH n/a n/a n/a n/a WUD WUH n/a n/a DKK 32.00 0.26 n/a 2/24/2012

Wincor Nixdorf AG WIN n/a n/a n/a n/a WHD WHH n/a n/a EUR 4.86 0.04 n/a 2/24/2012

Wolters Kluwer NV WLS WKU WKQ WKJ WKX WKY WKZ n/a n/a EUR 0.92 0.01 40 2/24/2012

Waste Management Inc WMG n/a n/a n/a n/a WMY WMZ n/a n/a USD 4.43 0.04 n/a 2/24/2012

Wal-Mart Stores WMT n/a WFQ WFJ WFX WFY WFZ n/a n/a USD 1.70 0.02 40 2/24/2012

Wolseley WOS WLU WLQ WLJ WLX WLY n/a n/a WSY GBP 1.75 0.02 40 10/17/2011

WPP plc WPP WPU WPQ WPJ WPX WPY n/a n/a WPP GBP 0.45 0.02 30 4/16/2012

Walt Disney Co/The WQA n/a n/a n/a n/a WQD WQH n/a n/a USD 2.66 0.03 n/a 2/24/2012

Wartsila OYJ WRT n/a n/a n/a n/a WAD WAH n/a n/a EUR 2.46 0.02 n/a 2/24/2012

Wiener Staedtische Allgemeine Versicherung WST YFU YFQ YFJ YFX YFY YFZ n/a n/a EUR 3.24 0.03 40 2/24/2012

Whitbread plc WTB WTU WTQ WTJ WTX WTY n/a n/a WTB GBP 0.94 0.01 30 2/24/2012

Exelon Corp XCA n/a n/a n/a n/a XCD XCH n/a n/a USD 2.17 0.02 n/a 2/24/2012

STMicroelectronics Paris XK XKU XKQ XKJ XKX XKY XKZ n/a n/a EUR 0.65 0.02 40 2/24/2012

XL Capital Ltd XLC n/a AEO AEB AEV AEF AEK n/a n/a USD 1.67 0.02 40 2/24/2012

Exxon Mobil Corporation XOM n/a OMQ OMJ OMX OMY OMZ n/a n/a USD 5.10 0.05 40 2/24/2012

ATTACHMENT G





Cash Settled

Physical Settled

Cash Settled

Physical Settled

Future Code

Equity Option

Scanning Range (per

share)



Effective Date

Praxair Inc XPA n/a n/a n/a n/a XPD XPH n/a n/a USD 5.78 0.05 n/a 2/24/2012

Keycorp XR n/a XRO XRB XRV XRD XRH n/a n/a USD 0.60 0.01 40 2/24/2012

Xerox Corp XRC n/a n/a n/a n/a XHG XHP n/a n/a USD 1.08 0.01 n/a 9/28/2011

Sprint Nextel Corp XSA n/a XSO XSB XSV XSD XSH n/a n/a USD 0.60 0.01 40 2/24/2012

Xstrata XTA XRU XRQ XRJ XRX XRY n/a n/a XST GBP 1.58 0.05 40 2/24/2012

INTER-CONTRACT SPREAD CREDITS FOR EQUITY CONTRACTS

Automobiles

Priority Contract/Spread Delta Ratio

17 Bayerische Motoren Werke AG : Renault SA BMW - RNO 1:2 1 75 4/3/2012

113 Renault SA : Porsche Automobil Holding SE RNO - POR 10:7 1 60 4/3/2012

92 Bayerische Motoren Werke AG : Porsche Automobil Holding SE BMW - POR 4:5 1 60 4/3/2012

57 Volkswagen AG - PFD : Porsche Automobil Holding SE VWG - POR 2:5 1 65 4/3/2012

18 Renault SA : Volkswagen AG - PFD RNO - VWG 21:5 1 75 4/3/2012

4 Bayerische Motoren Werke AG : Volkswagen AG - PFD BMW - VWG 2:1 1 80 4/3/2012

Banks5 Royal Bank of Scotland Group : Lloyds TSB Group plc RBS - TSB 5:4 1 80 4/3/2012

115 Banco Santander Central Hispano SA : UBS Bank SCH - UBS 2:1 1 55 4/3/2012

58 Barclays plc : HSBC Holdings plc BBL - HSB 10:3 1 65 4/3/2012

36 Commerzbank AG : Banco Santander Central Hispano SA CBK - SCH 10:3 1 70 4/3/2012

244 Barclays plc : UBS Bank BBL - UBS 3:5 1 30 4/3/2012

147 HSBC Holdings plc : Lloyds TSB Group plc HSB - TSB 2:33 1 50 4/3/2012

116 Deutsche Bank AG : UBS Bank DBK - UBS 7:18 1 55 4/3/2012

268 Barclays plc : Banco Santander Central Hispano SA BBL - SCH 3:10 1 25 4/3/2012

148 Commerzbank AG : Lloyds TSB Group plc CBK - TSB 2:1 1 50 4/3/2012

117 HSBC Holdings plc : Royal Bank of Scotland Group HSB - RBS 3:65 1 55 4/3/2012

118 Commerzbank AG : Royal Bank of Scotland Group CBK - RBS 10:7 1 55 4/3/2012

181 Commerzbank AG : HSBC Holdings plc CBK - HSB 89:3 1 45 4/3/2012

149 Commerzbank AG : UBS Bank CBK - UBS 51:8 1 50 4/3/2012

295 HSBC Holdings plc : UBS Bank HSB - UBS 1:5 1 0 4/3/2012

296 HSBC Holdings plc : Banco Santander Central Hispano SA HSB - SCH 5:43 1 0 4/3/2012

222 Royal Bank of Scotland Group : UBS Bank RBS - UBS 14:3 1 35 4/3/2012

223 Lloyds TSB Group plc : UBS Bank TSB - UBS 10:3 1 35 4/3/2012

119 Deutsche Bank AG : Royal Bank of Scotland Group DBK - RBS 1:12 1 55 4/3/2012

206 Banco Santander Central Hispano SA : Lloyds TSB Group plc SCH - TSB 1:2 1 40 4/3/2012

182 Barclays plc : Commerzbank AG BBL - CBK 1:10 1 45 4/3/2012

19 Deutsche Bank AG : Lloyds TSB Group plc DBK - TSB 9:1 1 75 4/3/2012

20 Commerzbank AG : Deutsche Bank AG CBK - DBK 82:5 1 75 4/3/2012

6 Barclays plc : Royal Bank of Scotland Group BBL - RBS 8:59 1 80 4/3/2012

21 Barclays plc : Lloyds TSB Group plc BBL - TSB 1:5 1 75 4/3/2012

183 Deutsche Bank AG : HSBC Holdings plc DBK - HSB 5:3 1 45 4/3/2012

297 Barclays plc : Deutsche Bank AG BBL - DBK 62:1 1 0 4/3/2012

245 Royal Bank of Scotland Group : Banco Santander Central Hispano SA RBS - SCH 5:2 1 30 4/3/2012

269 Deutsche Bank AG : Banco Santander Central Hispano SA DBK - SCH 4:19 1 25 4/3/2012

Brewers93 Heineken NV : InBev NV HEI - INB 10:9 1 60 4/3/2012

Broadcasting & Entertainment120 British Sky Broadcasting plc : ITV plc BSK - GME 5:56 1 55 4/3/2012

Commodity Chemicals114 BASF AG : Air Liquide BAS - AI 5:3 1 60 4/3/2012

Electricity121 Iberdrola SA : Schneider Electric SA IBE - SU 34:3 1 55 4/3/2012

122 Électricité de France : Schneider Electric SA EDF - SU 5:2 1 55 4/3/2012

246 Iberdrola SA : International Power IBE - IPR 5:1 1 30 4/3/2012

298 Schneider Electric SA : International Power SU - IPR 3:5 1 0 4/3/2012

270 Électricité de France : International Power EDF - IPR 10:7 1 25 4/3/2012

37 Iberdrola SA : Électricité de France IBE - EDF 5:1 1 70 4/3/2012

Defense299 BAE Systems plc : Thales SA AER - HO 9:10 1 0 4/3/2012

Food Products59 Nestle SA : Associated British Foods NES - ABF 2:1 1 65 4/3/2012

94 Nestle SA : Groupe Danone NES - BN 9:10 1 60 4/3/2012

198 Groupe Danone : Associated British Foods BN - ABF 16:7 1 40 4/3/2012

Food Retailers & Wholesalers38 Tesco plc : Sainsbury (J) TCO - SAN 4:5 1 70 4/3/2012

60 Tesco plc : Morrison WM Supermarkets plc TCO - MRW 4:5 1 65 4/3/2012

61 Sainsbury (J) : Morrison WM Supermarkets plc SAN - MRW 1:1 1 65 4/3/2012

62 Carrefour SA : Casino Guichard Perrachon SA CA - CO 10:3 1 65 4/3/2012

95 Koninklijke Ahold NV : Delhaize Group AHL - DEL 5:1 1 60 4/3/2012

96 Tesco plc : Marks & Spencer Group plc TCO - M+S 4:5 1 60 4/3/2012

97 Carrefour SA : Delhaize Group CA - DEL 5:2 1 60 4/3/2012

98 Sainsbury (J) : Marks & Spencer Group plc SAN - M+S 10:9 1 60 4/3/2012

144 Marks & Spencer Group plc : Morrison WM Supermarkets plc M+S - MRW 9:10 1 55 4/3/2012

99 Koninklijke Ahold NV : Casino Guichard Perrachon SA AHL - CO 47:7 1 60 4/3/2012

63 Delhaize Group : Casino Guichard Perrachon SA DEL - CO 10:7 1 65 4/3/2012

171 Koninklijke Ahold NV : Carrefour SA AHL - CA 2:1 1 45 4/3/2012

Contract Codes

Credit Method

% Credit (per leg)

Date Effective From

224 Morrison WM Supermarkets plc : Delhaize Group MRW - DEL 10:7 1 35 4/3/2012

207 Sainsbury (J) : Delhaize Group SAN - DEL 10:7 1 40 4/3/2012

221 Marks & Spencer Group plc : Delhaize Group M+S - DEL 10:7 1 35 4/3/2012

225 Koninklijke Ahold NV : Morrison WM Supermarkets plc AHL - MRW 10:3 1 35 4/3/2012

208 Tesco plc : Delhaize Group TCO - DEL 10:9 1 40 4/3/2012

247 Tesco plc : Koninklijke Ahold NV TCO - AHL 1:5 1 30 4/3/2012

226 Carrefour SA : Morrison WM Supermarkets plc CA - MRW 5:3 1 35 4/3/2012

271 Sainsbury (J) : Koninklijke Ahold NV SAN - AHL 4:13 1 25 4/3/2012

272 Marks & Spencer Group plc : Koninklijke Ahold NV M+S - AHL 7:25 1 25 4/3/2012

248 Marks & Spencer Group plc : Casino Guichard Perrachon SA M+S - CO 2:1 1 30 4/3/2012

273 Morrison WM Supermarkets plc : Casino Guichard Perrachon SA MRW - CO 2:1 1 25 4/3/2012

274 Tesco plc : Carrefour SA TCO - CA 1:2 1 25 4/3/2012

227 Tesco plc : Casino Guichard Perrachon SA TCO - CO 5:3 1 35 4/3/2012

275 Sainsbury (J) : Carrefour SA SAN - CA 3:5 1 25 4/3/2012

276 Marks & Spencer Group plc : Carrefour SA M+S - CA 9:16 1 25 4/3/2012

249 Sainsbury (J) : Casino Guichard Perrachon SA SAN - CO 2:1 1 30 4/3/2012

Gambling150 Ladbrokes : William Hill plc LDB - WHL 5:3 1 50 4/3/2012

Gas Distribution39 GDF Suez : Gas Natural SDG SA GD - GAS 8:13 1 70 4/3/2012

General Mining1 BHP Billiton plc : Rio Tinto plc BLT - RTZ 5:3 1 85 4/3/2012

2 BHP Billiton plc : Anglo American plc BLT - AHA 5:4 1 85 4/3/2012

22 Rio Tinto plc : Anglo American plc RTZ - AHA 7:10 1 75 4/3/2012

23 Kazakhmys plc : Eurasian Natural Resources KA - EUN 2:3 1 75 4/3/2012

24 Antofagasta : Kazakhmys plc ANT - KA 4:5 1 75 4/3/2012

25 Antofagasta : Eurasian Natural Resources ANT - EUN 1:2 1 75 4/3/2012

172 MMC Norilsk Nickel : Xstrata MNN - XTA 5:1 1 45 4/3/2012

Life Insurance7 ING Groep NV : Aggreko ING - AGN 3:5 1 80 4/3/2012

8 Legal & General Group plc : Old Mutual LGE - OML 9:10 1 80 4/3/2012

40 Prudential plc : Aviva plc PRU - CUA 1:2 1 70 4/3/2012

64 AXA SA : Assicurazioni Generali SpA AXA - GEN 10:9 1 65 4/3/2012

151 Aggreko : Old Mutual AGN - OML 10:3 1 50 4/3/2012

250 Aviva plc : CNP Assurances CUA - CNP 3:10 1 30 4/3/2012

100 Allianz AG : Swiss Reinsurance ALV - RUK 3:5 1 60 4/3/2012

251 Old Mutual : CNP Assurances OML - CNP 9:10 1 30 4/3/2012

252 Prudential plc : CNP Assurances PRU - CNP 5:28 1 30 4/3/2012

152 ING Groep NV : Old Mutual ING - OML 2:1 1 50 4/3/2012

209 Allianz AG : RSA Insurance Group ALV - RYL 3:20 1 40 4/3/2012

65 Aggreko : CNP Assurances AGN - CNP 17:5 1 65 4/3/2012

41 ING Groep NV : CNP Assurances ING - CNP 2:1 1 70 4/3/2012

267 RSA Insurance Group : Swiss Reinsurance RYL - RUK 10:3 1 25 4/3/2012

153 Aggreko : Legal & General Group plc AGN - LGE 19:6 1 50 4/3/2012

253 RSA Insurance Group : Assicurazioni Generali SpA RYL - GEN 10:9 1 30 4/3/2012

154 ING Groep NV : Legal & General Group plc ING - LGE 5:3 1 50 4/3/2012

210 AXA SA : RSA Insurance Group AXA - RYL 10:9 1 40 4/3/2012

211 Muenchener Rueckversicherungs AG : RSA Insurance Group MUV - RYL 9:74 1 40 4/3/2012

184 AXA SA : Swiss Reinsurance AXA - RUK 5:1 1 45 4/3/2012

66 AXA SA : Muenchener Rueckversicherungs AG AXA - MUV 26:3 1 65 4/3/2012

42 Muenchener Rueckversicherungs AG : Assicurazioni Generali SpA MUV - GEN 3:23 1 70 4/3/2012

9 Aviva plc : Legal & General Group plc CUA - LGE 3:10 1 80 4/3/2012

277 Legal & General Group plc : CNP Assurances LGE - CNP 9:10 1 25 4/3/2012

26 Prudential plc : Legal & General Group plc PRU - LGE 1:6 1 75 4/3/2012

67 Muenchener Rueckversicherungs AG : Swiss Reinsurance MUV - RUK 1:2 1 65 4/3/2012

Non Life Insurance43 Allianz AG : Assicurazioni Generali SpA ALV - GEN 1:5 1 70 4/3/2012

68 Swiss Reinsurance : Assicurazioni Generali SpA RUK - GEN 3:11 1 65 4/3/2012

27 Allianz AG : AXA SA ALV - AXA 1:7 1 75 4/3/2012

10 Allianz AG : Muenchener Rueckversicherungs AG ALV - MUV 5:4 1 80 4/3/2012

Oil & Gas3 Royal Dutch Shell plc B : Royal Dutch Shell plc A SHL - SHA 1:1 1 85 4/3/2012

11 Total SA : ENI SpA PF - ENI 9:22 1 80 4/3/2012

44 Royal Dutch Petroleum : Total RD - PF 10:7 1 70 4/3/2012

69 Royal Dutch Shell plc A Euro : ENI SpA RD - ENI 3:5 1 65 4/3/2012

45 Repsol YPF SA : ENI SpA REP - ENI 7:10 1 70 4/3/2012

70 Repsol YPF SA : Total SA REP - PF 5:3 1 65 4/3/2012

123 Royal Dutch Shell plc A Euro : Petroplus Holdings AG RD - PPH 7:32 1 55 4/3/2012

101 Royal Dutch Shell plc A Euro : Repsol YPF SA RD - REP 4:5 1 60 4/3/2012

155 Royal Dutch Shell plc A Euro : OAO Gazprom RD - OG 6:13 1 50 4/3/2012

145 ENI SpA : OAO Gazprom ENI - OG 7:9 1 55 4/3/2012

212 Royal Dutch Petroleum : BP Amoco plc RD - BP 5:3 1 40 4/3/2012

124 Total SA : OAO Gazprom PF - OG 7:22 1 55 4/3/2012

228 Petroplus Holdings AG : OAO Gazprom PPH - OG 2:1 1 35 4/3/2012

199 Total SA : Petroplus Holdings AG PF - PPH 8:53 1 40 4/3/2012

229 Repsol YPF SA : Petroplus Holdings AG REP - PPH 7:27 1 35 4/3/2012

185 ENI SpA : Royal Dutch Shell plc A ENI - SHA 29:2 1 45 4/3/2012

213 Total Fina Elf SA : BP Amoco plc PF - BP 5:4 1 40 4/3/2012

156 Repsol YPF SA : OAO Gazprom REP - OG 1:2 1 50 4/3/2012

254 ENI SpA : Petroplus Holdings AG ENI - PPH 2:5 1 30 4/3/2012

46 Surgutneftegaz : ENI SpA GG - ENI 5:3 1 70 4/3/2012

300 Centrica plc : Gas Natural SDG SA CTR - GAS 2:5 1 0 4/3/2012

255 Repsol YPF SA : Royal Dutch Shell plc A REP - SHA 92:9 1 30 4/3/2012

125 Repsol YPF SA : Surgutneftegaz REP - GG 2:5 1 55 4/3/2012

256 Royal Dutch Shell plc B : ENI SpA SHL - ENI 6:89 1 30 4/3/2012

126 BP plc : Royal Dutch Shell plc B BP - SHL 5:1 1 55 4/3/2012

127 BP plc : Royal Dutch Shell plc A BP - SHA 5:1 1 55 4/3/2012

102 Royal Dutch Shell plc A Euro : Surgutneftegaz RD - GG 3:10 1 60 4/3/2012

278 Centrica plc : GDF Suez CTR - GD 7:10 1 25 4/3/2012

214 Surgutneftegaz : Petroplus Holdings AG GG - PPH 3:5 1 40 4/3/2012

71 Total SA : Surgutneftegaz PF - GG 4:17 1 65 4/3/2012

173 Lukoil OAO : BG Group plc LK - BGG 5:2 1 45 4/3/2012

186 Lukoil OAO : Cairn Energy LK - CNE 1:2 1 45 4/3/2012

47 Lukoil OAO : OJSC OC Rosneft LK - RO 1:8 1 70 4/3/2012

28 Lukoil OAO : Gazprom Neft LK - GZ 8:21 1 75 4/3/2012

48 Lukoil OAO : Surgutneftegaz LK - GG 1:5 1 70 4/3/2012

49 Lukoil OAO : OAO Gazprom LK - OG 1:5 1 70 4/3/2012

128 Lukoil OAO : Royal Dutch Shell plc A Euro LK - RD 2:5 1 55 4/3/2012

200 Lukoil OAO : Royal Dutch Shell plc B LK - SHL 35:9 1 40 4/3/2012

174 Lukoil OAO : Royal Dutch Shell plc A LK - SHA 10:3 1 45 4/3/2012

72 Lukoil OAO : Total SA LK - PF 3:5 1 65 4/3/2012

157 Lukoil OAO : Repsol YPF SA LK - REP 2:5 1 50 4/3/2012

175 Petroplus Holdings AG : Gas Natural SDG SA PPH - GAS 19:8 1 45 4/3/2012

158 Petroplus Holdings AG : GDF Suez PPH - GD 10:3 1 50 4/3/2012

29 Gazprom Neft : Surgutneftegaz GZ - GG 2:5 1 75 4/3/2012

30 Gazprom Neft : OAO Gazprom GZ - OG 1:2 1 75 4/3/2012

50 Gazprom Neft : ENI SpA GZ - ENI 7:10 1 70 4/3/2012

31 Gazprom Neft : Royal Dutch Shell plc A Euro GZ - RD 10:9 1 75 4/3/2012

73 Gazprom Neft : Royal Dutch Shell plc B GZ - SHL 51:5 1 65 4/3/2012

74 Gazprom Neft : Royal Dutch Shell plc A GZ - SHA 10:1 1 65 4/3/2012

103 Gazprom Neft : BP plc GZ - BP 2:1 1 60 4/3/2012

32 Gazprom Neft : Total SA GZ - PF 5:3 1 75 4/3/2012

75 Gazprom Neft : Repsol YPF SA GZ - REP 1:1 1 65 4/3/2012

76 Gazprom Neft : BG Group plc GZ - BGG 37:6 1 65 4/3/2012

51 Gazprom Neft : Cairn Energy GZ - CNE 10:7 1 70 4/3/2012

33 Gazprom Neft : OJSC OC Rosneft GZ - RO 3:10 1 75 4/3/2012

77 Surgutneftegaz : Royal Dutch Shell plc B GG - SHL 26:1 1 65 4/3/2012

78 Surgutneftegaz : Royal Dutch Shell plc A GG - SHA 76:3 1 65 4/3/2012

79 Surgutneftegaz : BG Group plc GG - BGG 78:5 1 65 4/3/2012

80 Surgutneftegaz : Cairn Energy GG - CNE 7:2 1 65 4/3/2012

34 Surgutneftegaz : OJSC OC Rosneft GG - RO 4:5 1 75 4/3/2012

146 OAO Gazprom : BG Group plc OG - BGG 23:2 1 55 4/3/2012

159 OAO Gazprom : Cairn Energy OG - CNE 13:5 1 50 4/3/2012

12 OAO Gazprom : OJSC OC Rosneft OG - RO 3:5 1 80 4/3/2012

104 ENI SpA : OJSC OC Rosneft ENI - RO 1:2 1 60 4/3/2012

201 Royal Dutch Shell plc A Euro : Royal Dutch Shell plc B RD - SHL 44:5 1 40 4/3/2012

202 Royal Dutch Shell plc A Euro : Royal Dutch Shell plc A RD - SHA 69:8 1 40 4/3/2012

176 Royal Dutch Shell plc A Euro : BG Group plc RD - BGG 16:3 1 45 4/3/2012

187 Royal Dutch Shell plc A Euro : Cairn Energy RD - CNE 6:5 1 45 4/3/2012

160 Royal Dutch Shell plc A Euro : OJSC OC Rosneft RD - RO 3:10 1 50 4/3/2012

257 Royal Dutch Shell plc B : Total SA SHL - PF 1:5 1 30 4/3/2012

301 Royal Dutch Shell plc B : Repsol YPF SA SHL - REP 7:73 1 0 4/3/2012

81 Royal Dutch Shell plc B : BG Group plc SHL - BGG 3:5 1 65 4/3/2012

177 Royal Dutch Shell plc B : Cairn Energy SHL - CNE 3:22 1 45 4/3/2012

302 Royal Dutch Shell plc B : OJSC OC Rosneft SHL - RO 31:1 1 0 4/3/2012

279 Royal Dutch Shell plc A : Total SA SHA - PF 1:6 1 25 4/3/2012

82 Royal Dutch Shell plc A : BG Group plc SHA - BGG 3:5 1 65 4/3/2012

178 Royal Dutch Shell plc A : Cairn Energy SHA - CNE 5:36 1 45 4/3/2012

303 Royal Dutch Shell plc A : OJSC OC Rosneft SHA - RO 2:61 1 0 4/3/2012

304 BP plc : OJSC OC Rosneft BP - RO 8:49 1 0 4/3/2012

188 Total SA : BG Group plc PF - BGG 3:11 1 45 4/3/2012

105 Total SA : OJSC OC Rosneft PF - RO 8:41 1 60 4/3/2012

230 Repsol YPF SA : BG Group plc REP - BGG 5:1 1 35 4/3/2012

258 Repsol YPF SA : Cairn Energy REP - CNE 10:7 1 30 4/3/2012

161 Repsol YPF SA : OJSC OC Rosneft REP - RO 1:3 1 50 4/3/2012

129 BG Group plc : Cairn Energy BGG - CNE 7:31 1 55 4/3/2012

280 BG Group plc : OJSC OC Rosneft BGG - RO 5:94 1 25 4/3/2012

281 Cairn Energy : OJSC OC Rosneft CNE - RO 17:4 1 25 4/3/2012

Pharmaceuticals13 Land Securities Group plc : Hammerson LS - HMS 9:16 1 80 4/3/2012

130 Novartis AG : Pfizer NOV - PFE 2:5 1 55 4/3/2012

83 Pfizer : Merck & Co Inc PFE - MRK 5:3 1 65 4/3/2012

231 Sanofi-Aventis : Shire Pharmaceuticals plc SSL - SHP 4:1 1 35 4/3/2012

106 Pfizer : Johnson & Johnson PFE - JNX 10:3 1 60 4/3/2012

52 Land Securities Group plc : British Land Co LS - BLN 7:10 1 70 4/3/2012

131 GlaxoSmithKline plc : Shire Pharmaceuticals plc GXO - SHP 10:7 1 55 4/3/2012

132 Unilever NV : Sanofi-Aventis UNA - SSL 2:1 1 55 4/3/2012

14 British Land Co : Hammerson BLN - HMS 7:9 1 80 4/3/2012

84 British Land Co : Great Portland Estates BLN - GPO 7:10 1 65 4/3/2012

15 Great Portland Estates : Hammerson GPO - HMS 10:9 1 80 4/3/2012

85 Land Securities Group plc : Great Portland Estates LS - GPO 1:2 1 65 4/3/2012

232 Roche GS : Shire Pharmaceuticals plc ROG - SHP 10:7 1 35 4/3/2012

203 Novartis AG : Shire Pharmaceuticals plc NOV - SHP 5:1 1 40 4/3/2012

162 Johnson & Johnson : Shire Pharmaceuticals plc JNX - SHP 10:3 1 50 4/3/2012

179 Unilever NV : GlaxoSmithKline plc UNA - GXO 17:3 1 45 4/3/2012

163 Novartis AG : Merck & Co Inc NOV - MRK 7:10 1 50 4/3/2012

86 Johnson & Johnson : Merck & Co Inc JNX - MRK 1:2 1 65 4/3/2012

282 GlaxoSmithKline plc : Sanofi-Aventis GXO - SSL 3:8 1 25 4/3/2012

215 Novartis AG : Johnson & Johnson NOV - JNX 5:4 1 40 4/3/2012

107 AstraZeneca plc : Shire Pharmaceuticals plc AZA - SHP 7:10 1 60 4/3/2012

216 Sanofi-Aventis : Pfizer SSL - PFE 2:5 1 40 4/3/2012

189 Unilever NV : Pfizer UNA - PFE 4:5 1 45 4/3/2012

259 Akzo Nobel NV : GlaxoSmithKline plc AKZ - GXO 34:9 1 30 4/3/2012

233 Sanofi-Aventis : Merck & Co Inc SSL - MRK 2:3 1 35 4/3/2012

305 GlaxoSmithKline plc : Novartis AG GXO - NOV 4:11 1 0 4/3/2012

108 Astra Zeneca plc : GlaxoSmithKline plc AZA - GXO 1:2 1 60 4/3/2012

306 GlaxoSmithKline plc : Johnson & Johnson GXO - JNX 1:2 1 0 4/3/2012

190 Sanofi-Aventis : Novartis AG SSL - NOV 1:1 1 45 4/3/2012

191 Unilever NV : Novartis AG UNA - NOV 2:1 1 45 4/3/2012

164 Sanofi-Aventis : Roche GS SSL - ROG 14:5 1 50 4/3/2012

133 Novartis AG : Roche GS NOV - ROG 10:3 1 55 4/3/2012

307 GlaxoSmithKline plc : Roche GS GXO - ROG 1:1 1 0 4/3/2012

180 Roche GS : Johnson & Johnson ROG - JNX 2:5 1 45 4/3/2012

53 Land Securities Group plc : Derwent London plc LS - DWV 5:2 1 70 4/3/2012

283 AstraZeneca plc : Sanofi-Aventis AZA - SSL 3:17 1 25 4/3/2012

192 Unilever NV : Merck & Co Inc UNA - MRK 10:7 1 45 4/3/2012

234 Unilever NV : Johnson & Johnson UNA - JNX 5:2 1 35 4/3/2012

308 AstraZeneca plc : Roche GS AZA - ROG 1:2 1 0 4/3/2012

165 Roche GS : Merck & Co Inc ROG - MRK 5:21 1 50 4/3/2012

260 Akzo Nobel NV : Astra Zeneca plc AKZ - AZA 8:1 1 30 4/3/2012

235 Unilever NV : Roche GS UNA - ROG 6:1 1 35 4/3/2012

87 British Land Co : Derwent London plc BLN - DWV 10:3 1 65 4/3/2012

35 Hammerson : Derwent London plc HMS - DWV 5:1 1 75 4/3/2012

284 Sanofi-Aventis : Johnson & Johnson SSL - JNX 5:4 1 25 4/3/2012

54 Great Portland Estates : Derwent London plc GPO - DWV 9:2 1 70 4/3/2012

285 AstraZeneca plc : Novartis AG AZA - NOV 1:5 1 25 4/3/2012

286 AstraZeneca plc : Johnson & Johnson AZA - JNX 1:5 1 25 4/3/2012

Semiconducters109 Infineon Technologies AG : STMicroelectronics NV IF - STM 4:5 1 60 4/3/2012

193 ASML Holding NV : ARM Holdings ASL - ARM 2:1 1 45 4/3/2012

166 ASML Holding NV : Intel Corporation ASL - INT 4:5 1 50 4/3/2012

236 Infineon Technologies AG : ARM Holdings IF - ARM 75:8 1 35 4/3/2012

237 Intel Corporation : STMicroelectronics NV INT - STM 1:5 1 35 4/3/2012

261 ARM Holdings : Intel Corporation ARM - INT 2:5 1 30 4/3/2012

134 Infineon Technologies AG : ASML Holding NV IF - ASL 9:2 1 55 4/3/2012

287 ARM Holdings : STMicroelectronics NV ARM - STM 3:35 1 25 4/3/2012

288 Infineon Technologies AG : Intel Corporation IF - INT 26:7 1 25 4/3/2012

Speciality Chemicals88 Akzo Nobel NV : Koninklijke DSM NV AKZ - DSM 1:1 1 65 4/3/2012

89 Akzo Nobel NV : Bayer AG AKZ - BYR 9:7 1 65 4/3/2012

110 Koninklijke DSM NV : Bayer AG DSM - BYR 5:4 1 60 4/3/2012

Telecommunications Equipment309 Ericsson Telefona L M ser. B : Nokia OYJ ERC - NOK 5:84 1 0 4/3/2012

135 Alcatel SA : Siemens AG CGE - SIE 73:2 1 55 4/3/2012

136 Nokia OYJ : Alcatel SA NOK - CGE 1:2 1 55 4/3/2012

310 Ericsson Telefona L M ser. B : Siemens AG ERC - SIE 10:9 1 0 4/3/2012

194 Nokia OYJ : Siemens AG NOK - SIE 71:4 1 45 4/3/2012

262 Ericsson Telefona L M ser. B : Alcatel SA ERC - CGE 1:35 1 30 4/3/2012

Telecommunications Services

16 Telefonica SA : France Telecom SA TEF - FTE 9:10 1 80 4/3/2012

90 Telefonica SA : Telecom Italia SpA TEF - TI 1:17 1 65 4/3/2012

137 AT&T Inc : Colt Telecom Group SBX - CTM 2:5 1 55 4/3/2012

195 Swisscom AG : Colt Telecom Group SCM - CTM 1:35 1 45 4/3/2012

138 France Telecom SA : Telekom Austria AG FTE - TAG 9:14 1 55 4/3/2012

217 AT&T Inc : Telekom Austria AG SBX - TAG 3:10 1 40 4/3/2012

139 France Telecom SA : Royal KPN NV FTE - KPN 10:7 1 55 4/3/2012

91 BT Group plc : Vodafone Group plc BTG - VOD 9:10 1 65 4/3/2012

55 France Telecom SA : Telecom Italia SpA FTE - TI 1:15 1 70 4/3/2012

167 Telefonica SA : Royal KPN NV TEF - KPN 2:3 1 50 4/3/2012

196 AT&T Inc : Swisscom AG SBX - SCM 37:3 1 45 4/3/2012

56 Deutsche Telekom AG : France Telecom SA DTE - FTE 10:7 1 70 4/3/2012

263 France Telecom SA : Vodafone plc FTE - VOD 4:3 1 30 4/3/2012

140 Vodafone Group plc : Colt Telecom Group VOD - CTM 3:5 1 55 4/3/2012

289 France Telecom SA : AT&T Inc FTE - SBX 5:2 1 25 4/3/2012

238 France Telecom SA : Colt Telecom Group FTE - CTM 4:5 1 35 4/3/2012

218 BT Group plc : AT&T Inc BTG - SBX 5:3 1 40 4/3/2012

141 Royal KPN NV : Deutsche Telekom AG KPN - DTE 1:1 1 55 4/3/2012

142 Telecom Italia SpA : Telekom Austria AG TI - TAG 39:4 1 55 4/3/2012

239 Deutsche Telekom AG : BT Group plc DTE - BTG 2:1 1 35 4/3/2012

290 Vodafone Group plc : AT&T Inc VOD - SBX 12:7 1 25 4/3/2012

291 Deutsche Telekom AG : AT&T Inc DTE - SBX 22:7 1 25 4/3/2012

311 BT Group plc : France Telecom SA BTG - FTE 7:10 1 0 4/3/2012

168 Deutsche Telekom : Telecom Italia DTE - TI 1:11 1 50 4/3/2012

143 Telefonica SA : Telekom Austria AG TEF - TAG 3:5 1 55 4/3/2012

219 Telefonica SA : BT Group plc TEF - BTG 5:4 1 40 4/3/2012

111 Telefonica SA : Deutsche Telekom AG TEF - DTE 3:5 1 60 4/3/2012

240 Deutsche Telekom AG : Vodafone plc DTE - VOD 11:6 1 35 4/3/2012

292 Vodafone Group plc : Swisscom AG VOD - SCM 21:1 1 25 4/3/2012

197 Royal KPN NV : Telecom Italia SpA KPN - TI 7:79 1 45 4/3/2012

169 Deutsche Telekom AG : Telekom Austria AG DTE - TAG 9:10 1 50 4/3/2012

112 BT Group plc : Colt Telecom Group BTG - CTM 9:16 1 60 4/3/2012

264 Royal KPN NV : AT&T Inc KPN - SBX 10:3 1 30 4/3/2012

241 Royal KPN NV : BT Group plc KPN - BTG 2:1 1 35 4/3/2012

265 France Telecom SA : Swisscom AG FTE - SCM 28:1 1 30 4/3/2012

242 Telefonica SA : Swisscom AG TEF - SCM 25:1 1 35 4/3/2012

170 Royal KPN NV : Telekom Austria AG KPN - TAG 9:10 1 50 4/3/2012

293 Telefonica SA : AT&T Inc TEF - SBX 2:1 1 25 4/3/2012

220 Telefonica SA : Colt Telecom Group TEF - CTM 7:10 1 40 4/3/2012

312 Vodafone Group plc : Royal KPN NV VOD - KPN 3:5 1 0 4/3/2012

243 BT Group plc : Swisscom AG BTG - SCM 39:2 1 35 4/3/2012

294 Vodafone Group plc : Telefonica SA VOD - TEF 4:5 1 25 4/3/2012

204 Deutsche Telekom AG : Swisscom AG DTE - SCM 39:1 1 40 4/3/2012

205 Royal KPN NV : Swisscom AG KPN - SCM 38:1 1 40 4/3/2012

266 Telecom Italia SpA : AT&T Inc TI - SBX 35:1 1 30 4/3/2012

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 1,200 GBP 210 15 GBP1 - - 8/2/2012

ROBUSTA COFFEE* RC USD 1,400 USD 600 20 USD1 - - 5/28/2012

WHITE SUGAR* WSG USD 1,800 USD 745 12 USD1 - - 5/28/2012

RAW SUGAR RSU USD 1,456 USD 385 20 USD1 - - 8/21/2008

WHEAT** WHT GBP 1,300

Front-Front GBP 425

25 GBP1 - - 8/2/2012Front-Back GBP 485

Back-Back GBP 225

*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 6

2 5 yr 2 307 1 365 2 2 5 yr 2 506 1 858 4 2 5 yr 2 2947 4 3792 5

3 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



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 6

2 5 yr 2 218 1 457 3 2 5 yr 2 625 1 1161 4 2 5 yr 2 1030 1 1494 3

3 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



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 6

2 5 yr 2 342 1 540 5 2 5 yr 2 930 2 1561 5 2 5 yr 2 1311 1 2026 4

3 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



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 6

2 5 yr 2 189 1 416 4 2 5 yr 2 566 2 751 5 2 5 yr 2 1001 2 1272 5

3 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

Date post:	02-Nov-2014
Category:	Documents
Upload:	aska-saputra
View:	91 times
Download:	5 times

2012-07-31 liffe_tcm6-62054

Documents