[xls] liffe_tcm6-53756.xls · web viewspot month charge method spot margin levied from date...

ATTACHMENT A

LONDON SPAN PARAMETERS FOR LIFFE CONTRACTS(per lot) (per lot) %

Contract Scanning Risk Intermonth Spread Charge Break Month Date Effective From

Short Sterling L GBP400.00 50 GBP1 1 2/8/2010

Euribor I EUR650.00 50 EUR1 1 3/17/2010

Eurodollar ED USD900.00 50 USD1 1 3/17/2010

1 Month EONIA EON EUR350 * 1 3/17/2010

3 Month EONIA EO3 EUR350 EUR80 * 1 3/17/2010

Euroswiss S CHF500 50 CHF3 1 2/8/2010

10 yr EUR Swapnote P EUR1,610 EUR100 50 EUR1 1 3/17/2010

5 yr EUR Swapnote O EUR1,000 EUR100 50 EUR1 1 3/17/2010

2 yr EUR Swapnote TWS EUR500 EUR50 50 EUR1 1 3/17/2010

10 yr USD Swapnote USP USD6,000 USD455 * 1 2/8/2010

5 yr USD Swapnote USO USD2,000 USD380 * 1 2/8/2010

2 yr USD Swapnote USW USD1,800 USD780 * 1 3/17/2010

3 month Euroyen J JPY28,750 JPY20,000 * 1 2/8/2010

Short Gilt G GBP800 GBP300 * 1 3/17/2010

Medium Gilt H GBP1,200 GBP400 * 1 3/17/2010

Long Gilt R GBP2,370 GBP500 20 GBP1 1 2/8/2010

** JGB N JPY1,130,000 JPY680,000 * 1 2/8/2010

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).

^ Front months include break month.

CME EuroDollar is included in the risk parameter file as contract EDM with a scanning risk of zero.

Contract Code

Volatility Change

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





ATTACHMENT B

LONDON SPAN PARAMETERS FOR INTER-MONTH SPREAD CHARGES

Euribor ( I )Inter-Month Spread Charges

Start EndTiers 1

Prio

rity

2

Prio

rity

3

Prio

rity

4

Prio

rity

5

Prio

rity

6

Prio

rity

1 0 4 1 190 7 280 12 380 19 350 15 355 16 365 182 5 8 2 90 3 230 10 290 13 365 17 390 20

3 9 12 3 125 4 215 8 325 14 400 214 13 16 4 165 6 230 9 275 115 17 20 5 90 2 155 56 21 99999999 6 65 1

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

Eurodollar ( ED )

Inter-Month Spread Charges

Start EndTiers 1

Prio

rity

2P

riorit

y3

Prio

rity

4

Prio

rity

5

Prio

rity

6

Prio

rity

1 0 4 1 155 3 325 10 580 16 600 17 615 18 615 192 5 8 2 190 5 415 12 530 14 500 13 640 203 9 12 3 230 8 200 6 555 15 640 21

4 13 16 4 175 4 305 9 375 115 17 20 5 125 2 205 76 21 99999999 6 115 1

*Eurodollar tier structure relates to available monthly expiries

Short Sterling ( L )Inter-Month Spread Charges

Start EndTiers 1

Prio

rity

2

Prio

rity

3

Prio

rity

4

Prio

rity

5

Prio

rity

6

Prio

rity

1 0 2 1 90 2 150 11 190 13 225 14 265 15 315 21

2 3 4 2 65 1 115 5 180 12 265 16 280 193 5 8 3 100 4 140 10 275 18 290 204 9 12 4 90 3 140 9 140 85 13 16 5 115 7 115 66 17 99999999 6 265 17

EuroSwiss ( S )

Inter-Month Spread Charges

Start EndTiers 1

Prio

rity

2

Prio

rity

3

Prio

rity

1 0 2 1 55 1 175 4 300 62 3 4 2 105 2 180 53 5 99999999 3 155 3

EONIA (EON)Inter-Month Spread Charges

Start EndTiers 1

Prio

rity

2

Prio

rity

3

Prio

rity

1 0 1 1 805 5 255 4 280 52 2 6 2 215 3 190 23 7 99999999 3 50 1

*EONIA tier structure relates to available monthly expiries

Tier Number

Tier Number

Tier Number

Tier Number

Tier Number

ATTACHMENT C

LONDON SPAN PARAMETERS - STRATEGIESFirst Month

I B Q 1 165 L B Q 1 80 ED B Q 1 125I B Q 2 80 L B Q 2 55 ED B Q 2 90I B Q 3 65 L B Q 3 40 ED B Q 3 80I B Q 4 65 L B Q 4 40 ED B Q 4 80I B Q 5 55 L B Q 5 40 ED B Q 5 50I B Q 6 50 L B Q 6 30 ED B Q 6 40I B Q 7 50 L B Q 7 25 ED B Q 7 55I B Q 8 50 L B Q 8 25 ED B Q 8 80I B Q 9 50 L B Q 9 25 ED B Q 9 55I B Q 10 50 L B Q 10 30 ED B Q 10 40I B Q 11 50 L B Q 11 30 ED B Q 11 115I B Q 12 50 L B Q 12 30 ED B Q 12 100I B Q 13 55 L B Q 13 40 ED B Q 13 90I B Q 14 65 L B Q 14 55 ED B Q 14 100I B Q 15 65 L B Q 15 90 ED B Q 15 115I B Q 16 50 L B Q 16 90 ED B Q 16 165I B Q 17 50 L B Q 17 40 ED B Q 17 55I B Q 18 65 L B Q 18 25 ED B Q 18 90I B S 1 240 L B S 1 155 ED B S 1 215I B S 2 165 L B S 2 140 ED B S 2 215I B S 3 215 L B S 3 140 ED B S 3 190I B S 4 165 L B S 4 100 ED B S 4 150I B S 5 130 L B S 5 55 ED B S 5 140I B S 6 100 L B S 6 55 ED B S 6 115I B S 7 90 L B S 7 50 ED B S 7 125I B S 8 65 L B S 8 40 ED B S 8 100I B S 9 65 L B S 9 40 ED B S 9 155I B S 10 65 L B S 10 55 ED B S 10 150I B S 11 80 L B S 11 65 ED B S 11 115I B S 12 90 L B S 12 100 ED B S 12 115I B S 13 100 L B S 13 90 ED B S 13 115I B S 14 90 L B S 14 100 ED B S 14 140I B S 15 80 L B S 15 100 ED B S 15 155I B S 16 55 L B S 16 80 ED B S 16 90I B N 1 365 L B N 1 230 ED B N 1 390I B N 2 370 L B N 2 240 ED B N 2 325I B N 3 315 L B N 3 200 ED B N 3 280I B N 4 255 L B N 4 115 ED B N 4 265I B N 5 190 L B N 5 90 ED B N 5 230I B N 6 140 L B N 6 80 ED B N 6 175I B N 7 100 L B N 7 65 ED B N 7 155I B N 8 105 L B N 8 75 ED B N 8 225I B N 9 115 L B N 9 75 ED B N 9 155I B N 10 130 L B N 10 105 ED B N 10 115I B N 11 125 L B N 11 115 ED B N 11 200I B N 12 140 L B N 12 140 ED B N 12 200I B N 13 125 L B N 13 140 ED B N 13 150I B N 14 115 L B N 14 100 ED B N 14 115I B Y 1 440 L B Y 1 330 ED B Y 1 465I B Y 2 430 L B Y 2 255 ED B Y 2 425I B Y 3 415 L B Y 3 190 ED B Y 3 400I B Y 4 305 L B Y 4 125 ED B Y 4 325I B Y 5 230 L B Y 5 105 ED B Y 5 265I B Y 6 155 L B Y 6 105 ED B Y 6 255I B Y 7 140 L B Y 7 100 ED B Y 7 250I B Y 8 165 L B Y 8 115 ED B Y 8 225I B Y 9 165 L B Y 9 130 ED B Y 9 175I B Y 10 165 L B Y 10 130 ED B Y 10 175I B Y 11 190 L B Y 11 200 ED B Y 11 140I B Y 12 150 L B Y 12 240 ED B Y 12 140

Logical Commodity

Strategy Type

Period Type

First Month

Charge Rate

Logical Commodity

Strategy Type

Period Type

First Month

Charge Rate

Logical Commodity

Strategy Type

Period Type

Charge Rate

ATTACHMENT C

I C Q 1 190 L C Q 1 100 ED C Q 1 140I C Q 2 125 L C Q 2 160 ED C Q 2 125I C Q 3 125 L C Q 3 80 ED C Q 3 115I C Q 4 100 L C Q 4 65 ED C Q 4 90I C Q 5 80 L C Q 5 40 ED C Q 5 80I C Q 6 55 L C Q 6 40 ED C Q 6 65I C Q 7 55 L C Q 7 40 ED C Q 7 55I C Q 8 50 L C Q 8 30 ED C Q 8 100I C Q 9 50 L C Q 9 30 ED C Q 9 65I C Q 10 50 L C Q 10 30 ED C Q 10 115I C Q 11 50 L C Q 11 30 ED C Q 11 115I C Q 12 65 L C Q 12 50 ED C Q 12 100I C Q 13 65 L C Q 13 75 ED C Q 13 80I C Q 14 80 L C Q 14 75 ED C Q 14 125I C Q 15 65 L C Q 15 65 ED C Q 15 65I C Q 16 50 L C Q 16 65 ED C Q 16 105I C Q 17 50 L C Q 17 30 ED C Q 17 80I C S 1 280 L C S 1 200 ED C S 1 330I C S 2 280 L C S 2 200 ED C S 2 275I C S 3 280 L C S 3 165 ED C S 3 255I C S 4 215 L C S 4 100 ED C S 4 240I C S 5 165 L C S 5 65 ED C S 5 180I C S 6 115 L C S 6 65 ED C S 6 140I C S 7 90 L C S 7 55 ED C S 7 150I C S 8 80 L C S 8 65 ED C S 8 165I C S 9 100 L C S 9 65 ED C S 9 105I C S 10 115 L C S 10 100 ED C S 10 90I C S 11 105 L C S 11 90 ED C S 11 140I C S 12 100 L C S 12 100 ED C S 12 125I C S 13 100 L C S 13 100 ED C S 13 80I C S 14 90 L C S 14 100 ED C S 14 115I C N 1 390 L C N 1 290 ED C N 1 415I C N 2 415 L C N 2 215 ED C N 2 390I C N 3 390 L C N 3 190 ED C N 3 380I C N 4 280 L C N 4 125 ED C N 4 265I C N 5 200 L C N 5 115 ED C N 5 240I C N 6 140 L C N 6 115 ED C N 6 250I C N 7 155 L C N 7 125 ED C N 7 215I C N 8 180 L C N 8 150 ED C N 8 155I C N 9 155 L C N 9 130 ED C N 9 165I C N 10 175 L C N 10 180 ED C N 10 140I C N 11 165 L C N 11 90 ED C N 11 155I C Y 1 495 L C Y 1 330 ED C Y 1 525I C Y 2 495 L C Y 2 250 ED C Y 2 490I C Y 3 400 L C Y 3 180 ED C Y 3 380I C Y 4 250 L C Y 4 165 ED C Y 4 355I C Y 5 215 L C Y 5 190 ED C Y 5 315I C Y 6 190 L C Y 6 200 ED C Y 6 250I C Y 7 205 L C Y 7 190 ED C Y 7 215I C Y 8 215 L C Y 8 180 ED C Y 8 200

ATTACHMENT C

S B Q 1 80 EON B M 1 300S B Q 2 105 EON B M 2 265S B Q 3 100 EON B M 3 125S B Q 4 80 EON B M 4 30S B Q 5 100 EON B M 5 100S B Q 6 155 EON B M 6 115S B S 1 180 EON B M 7 100S B S 2 155 EON C M 1 240S B S 3 180 EON C M 2 175S B S 4 205 EON C M 3 165S B N 1 230 EON C M 4 115S B N 2 280 EON C M 5 55S C Q 1 125 EON C M 6 165S C Q 2 100S C Q 3 130S C Q 4 125S C Q 5 105S C S 1 150S C S 2 250

Strategy type B = Butterfly

Strategy type C = CondorPeriod type M = Monthly

Period type Q = QuarterlyPeriod type S = Six MonthlyPeriod type N = Nine MonthlyPeriod type Y = Yearly

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

ATTACHMENT D

BOND AND SHORT TERM INTEREST RATEINTER COMMODITY SPREAD CREDITS

CONTRACT/SPREAD %CREDIT PER LEG DELTA RATIO EFFECTIVE DATE

EURIBOR (TIER 2) : 10 YR EUR SWAPNOTE I 2 - P 80 3:1 - 11/24/2009

EONIA (TIER 2) : 3 Month EONIA EON 2 - EO3 80 1:1 - 2/8/2010

EURIBOR (TIER 2) : 5 YR EUR SWAPNOTE I 2 - O 75 9:5 - 8/12/2009

EONIA (TIER 1) : 3 Month EONIA EON 1 - EO3 75 1:1 - 2/8/2010

SHORT GILT : LONG GILT G - R 70 6:1 - 2/8/2010

MEDIUM GILT : LONG GILT H - R 70 5:2 - 2/8/2010

LONG GILT : 10 YR EUR SWAPNOTE R - P 70 2:3 - 2/8/2010

LONG GILT : 5 YR EUR SWAPNOTE R - O 70 3:8 - 2/8/2010

EURIBOR (TIER 2) : 3 Month EONIA I 2 - EO3 70 1:1 - 2/8/2010

EURIBOR (TIER 2) : LONG GILT I 2 - R 70 6:1 - 2/8/2010

5 YR USD SWAPNOTE : 10 YR USD SWAPNOTE USO - USP 65 5:3 - 2/8/2010

10 YR EUR SWAPNOTE : 5 YR EUR SWAPNOTE P - O 65 9:16 - 2/8/2010

SHORT STERLING (TIER 2) : LONG GILT L 2 - R 65 15:2 - 2/8/2010

3 Month EONIA : EUROSWISS EO3 - S 65 2:3 - 8/12/2009

SHORT STERLING (TIER 2) : 5 YR EUR SWAPNOTE L 2 - O 65 12:5 - 2/8/2010

5 YR EUR SWAPNOTE : EUROSWISS O - S 65 10:27 - 2/8/2010

EURODOLLAR (TIER 1) : EURIBOR (TIER 2) ED 1 - I 2 65 5:4 - 2/8/2010

EURIBOR (TIER 1) : 10 YR EUR SWAPNOTE I 1 - P 65 3:1 - 2/8/2010

3 Month EONIA : 5 YR EUR SWAPNOTE EO3 - O 65 9:5 - 2/8/2010

EURIBOR (TIER 1) : 2 YR EUR SWAPNOTE I 1 - TWS 65 4:5 - 2/8/2010

EURIBOR (TIER 2) : 2 YR EUR SWAPNOTE I 2 - TWS 65 4:5 - 2/8/2010

EURODOLLAR (TIER 2) : 5 YR EUR SWAPNOTE ED 2 - O 65 9:5 - 2/8/2010

EONIA (TIER 1): 5 YR EUR SWAPNOTE EON 1 - O 65 9:5 - 2/8/2010

SHORT STERLING (TIER 1) : 2 YR EUR SWAPNOTE L 1 - TWS 65 16:15 - 2/8/2010

EURODOLLAR (TIER 1) : EUROSWISS ED 1 - S 65 2:3 - 2/8/2010

EURIBOR (TIER 2) : EUROSWISS I 2 - S 65 2:3 - 2/8/2010

EONIA (TIER2) : 5 YR EUR SWAPNOTE EON 2 - O 65 9:5 - 2/8/2010


EURIBOR (TIER 2) : SHORT STERLING (TIER 2) I 2 - L 2 65 3:4 - 2/8/2010

EURODOLLAR (TIER 1) : 5 YR EUR SWAPNOTE ED 1 - O 65 9:5 - 2/8/2010

2 YR USD SWAPNOTE : 5 YR USD SWAPNOTE USW - USO 60 6:5 - 2/8/2010

2 YR EUR SWAPNOTE : 5 YR EUR SWAPNOTE TWS - O 60 9:4 - 11/24/2009

3 Month EONIA : 2 YR EUR SWAPNOTE EO3 - TWS 60 4:5 - 11/24/2009

EURIBOR (TIER 1) : 5 YR EUR SWAPNOTE I 1 - O 60 9:5 - 11/24/2009

SHORT GILT : MEDIUM GILT G - H 60 9:4 - 2/8/2010

SHORT GILT : SHORT STERLING (TIER 1) G - L1 60 2:3 - 2/8/2010

SHORT GILT : SHORT STERLING (TIER 2) G - L2 60 2:3 - 2/8/2010

MEDIUM GILT : SHORT STERLING (TIER 1) H - L1 60 2:7 - 2/8/2010

MEDIUM GILT : SHORT STERLING (TIER 2) H - L2 60 2:7 - 2/8/2010

2 YR EUR SWAPNOTE : EUROSWISS TWS - S 60 5:6 - 8/12/2009

EURIBOR (TIER 1) : EUROSWISS I 1 - S 60 2:3 - 11/24/2009

EURIBOR (TIER 1) : 3 Month EONIA I 1 - EO3 60 1:1 - 2/8/2010

SHORT STERLING (TIER 2) : 2 YR EUR SWAPNOTE L 2 - TWS 60 16:15 - 2/8/2010

EONIA (TIER 1) : EUROSWISS EON 1 - S 60 2:3 - 2/8/2010

SHORT STERLING (TIER 2) : 3 Month EONIA L 2 - EO3 60 4:3 - 2/8/2010

SHORT STERLING (TIER 1) : 5 YR EUR SWAPNOTE L 1 - O 60 12:5 - 2/8/2010

EONIA (TIER 2) : EUROSWISS EON 2 - S 60 2:3 - 2/8/2010

SHORT STERLING (TIER 1) : LONG GILT L 1 - R 60 15:2 - 2/8/2010

EURODOLLAR (TIER 1) : 3 Month EONIA ED 1 - EO3 60 1:1 - 2/8/2010

EURODOLLAR (TIER 1) : EONIA (TIER 1) ED 1 - EON 1 60 1:1 - 2/8/2010

LONG GILT : 2 YR EUR SWAPNOTE R - TWS 60 1:6 - 2/8/2010

EURODOLLAR (TIER 2) : 2 YR EUR SWAPNOTE ED 2 - TWS 60 4:5 - 2/8/2010

SHORT STERLING (TIER 1) : EUROSWISS L 1 - S 60 8:9 - 2/8/2010

EURIBOR (TIER 1) : SHORT STERLING (TIER1) I 1 - L 1 60 3:4 - 2/8/2010

EURIBOR (TIER 2) : SHORT STERLING (TIER1) I 2 - L 1 60 3:4 - 2/8/2010


EURIBOR (TIER 1) : SHORT STERLING (TIER 2) I 1 - L 2 60 3:4 - 2/8/2010

EONIA (TIER 2) : EURIBOR (TIER 1) EON 2 - I 1 60 1:1 - 2/8/2010

CONTRACT CODES

INTER-COMMODITY

CHARGE

ATTACHMENT D


EURODOLLAR (TIER 1) : SHORT STERLING (TIER1) ED 1 - L 1 60 3:4 - 2/8/2010

EURODOLLAR (TIER 2) : 3 Month EONIA ED 2 - EO3 60 1:1 - 2/8/2010


EURIBOR (TIER 1) : LONG GILT I 1 - R 60 6:1 - 2/8/2010

EURODOLLAR (TIER 2) : SHORT STERLING (TIER1) ED 2 - L 1 60 3:4 - 2/8/2010

10 YR EUR SWAPNOTE : 2 YR EUR SWAPNOTE P - TWS 55 1:4 - 2/8/2010

10 YR USD SWAPNOTE : LONG GILT USP - R 55 3:2 - 11/24/2009

2 YR USD SWAPNOTE : 10 YR EUR SWAPNOTE USW - P 55 2:1 - 2/8/2010

5 YR USD SWAPNOTE : 10 YR EUR SWAPNOTE USO - P 55 5:3 - 2/8/2010

EURIBOR (TIER 2) : 2 YR USD SWAPNOTE I 2 - USW 55 3:2 - 2/8/2010

2 YR USD SWAPNOTE : LONG GILT USW - R 55 3:1 - 2/8/2010

EONIA (TIER 1) : SHORT STERLING (TIER 2) EON 1 - L 2 55 3:4 - 2/8/2010



EURODOLLAR (TIER 2) : SHORT STERLING (TIER 2) ED 2 - L 2 55 3:4 - 2/8/2010

SHORT STERLING (TIER 2) : EUROSWISS L 2 - S 55 8:9 - 2/8/2010

SHORT STERLING (TIER 1) : 3 Month EONIA L 1 - EO3 55 4:3 - 2/8/2010

EURODOLLAR (TIER 2) : EUROSWISS ED 2 - S 55 2:3 - 2/8/2010

EURODOLLAR (TIER 1) : 2 YR EUR SWAPNOTE ED 1 - TWS 55 4:5 - 2/8/2010

EURODOLLAR (TIER 2) : 2 YR USD SWAPNOTE ED 2 - USW 55 3:2 - 2/8/2010

EURIBOR (TIER 1) : 5 YR USD SWAPNOTE I 1 - USO 55 9:5 - 2/8/2010

EURODOLLAR (TIER 1) : SHORT STERLING (TIER 2) ED 1 - L 2 55 3:4 - 2/8/2010


EURODOLLAR (TIER 1) : 2 YR USD SWAPNOTE ED 1 - USW 55 3:2 - 2/8/2010


5 YR USD SWAPNOTE : LONG GILT USO - R 50 5:2 - 11/24/2009

2 YR USD SWAPNOTE : 5 YR EUR SWAPNOTE USW - O 50 9:8 - 11/24/2009

SHORT STERLING (TIER 2) : 2 YR USD SWAPNOTE L 2 - USW 50 2:1 - 8/12/2009

EONIA (TIER 1): 2 YR EUR SWAPNOTE EON 1 - TWS 50 4:5 - 8/12/2009



EONIA (TIER2) : 2 YR EUR SWAPNOTE EON 2 - TWS 50 4:5 - 11/24/2009

5 YR USD SWAPNOTE : 5 YR EUR SWAPNOTE USO - O 50 15:16 - 2/8/2010

EURIBOR (TIER 2) : 5 YR USD SWAPNOTE I 2 - USO 50 9:5 - 2/8/2010

EURODOLLAR (TIER 2) : 5 YR USD SWAPNOTE ED 2 - USO 50 9:5 - 2/8/2010

2 YR USD SWAPNOTE : 2 YR EUR SWAPNOTE USW - TWS 50 1:2 - 2/8/2010

SHORT STERLING (TIER 1) : 2 YR USD SWAPNOTE L 1 - USW 50 2:1 - 2/8/2010

2 YR USD SWAPNOTE : EUROSWISS USW - S 50 4:9 - 2/8/2010

SHORT STERLING (TIER 2) : 5 YR USD SWAPNOTE L 2 - USO 45 12:5 - 2/8/2010



EURODOLLAR (TIER 1) : 5 YR USD SWAPNOTE ED 1 - USO 45 9:5 - 2/8/2010

5 YR USD SWAPNOTE : 2 YR EUR SWAPNOTE USO - TWS 45 5:12 - 2/8/2010

2 YR USD SWAPNOTE : 10 YR USD SWAPNOTE USW - USP 40 2:1 - 2/8/2010

10 YR USD SWAPNOTE : 10 YR EUR SWAPNOTE USP - P 40 1:1 - 2/8/2010

10 YR USD SWAPNOTE : 5 YR EUR SWAPNOTE USP - O 40 9:16 - 2/8/2010

10 YR USD SWAPNOTE : 2 YR EUR SWAPNOTE USP - TWS 40 1:4 - 2/8/2010

EURIBOR (TIER 1) : 2 YR USD SWAPNOTE I 1 - USW 40 3:2 - 11/24/2009

5 YR USD SWAPNOTE : EUROSWISS USO - S 35 10:27 - 11/24/2009

SHORT STERLING (TIER 1) : 5 YR USD SWAPNOTE L 1 - USO 35 12:5 - 11/24/2009

Note:

Spreads listed in order of priority.

For Euribor, Eurodollar 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 GBP2,475 GBP40 * 1 1/20/2010

UKX GBP2,475 GBP40 25 GBP10 1 1/20/2010

FTSE 100 Dividend Futures XZ GBP120.0 GBP 120 * 1 3/22/2010

FTSE Mid 250 Y GBP5,180 GBP135 25 GBP10 1 3/22/2010

Eurotop 100 Q EUR2,400 EUR60 * 1 1/20/2010

MSCI Euro MCU EUR1,016 EUR55 * 1 1/20/2010

MSCI Pan-Euro MCP EUR938 EUR40 * 1 3/22/2010

FTSEurofirst 80 EFE EUR2,365 EUR110 25 EUR10 1 10/14/2009

FTSEurofirst 100 EFP EUR1,900 EUR160 25 EUR10 1 10/14/2009

FTSEurofirst 300 FOT EUR1,010 EUR50 * 1 10/2/2007

CAC 40 CCI EUR2,500 EUR125 25 EUR10 1 2/22/2010

AEX AXI EUR3,842 EUR330 25 EUR10 1 3/22/2010

BEL20 BLI EUR1,420 EUR100 25 EUR10 1 10/14/2009

PSI 20 PSX EUR500 EUR295 25 EUR10 1 3/22/2010

MSCI AC Far East ex Japan MCA USD1,500 USD25 * 1 3/22/2010

MSCI EM Asia MCB USD2,000 USD30 * 1 3/22/2010

MSCI BRIC Index Future MCC USD3,500 USD45 * 1 3/22/2010

MSCI EM EMEA MCZ USD2,500 USD30 * 1 3/22/2010

MSCI Emerging Markets (EM) MCQ USD2,500 USD35 * 1 3/22/2010

MSCI EM Lat Am MCF USD5,000 USD55 * 1 3/22/2010

MSCI Brazil MCG USD6,000 USD65 * 1 3/22/2010

MSCI Mexico MCH USD3,000 USD40 * 1 3/22/2010

MSCI EAFE MCI USD2,000 USD35 * 1 3/22/2010

MSCI Europe MCJ USD3,000 USD40 * 1 3/22/2010

MSCI KOKUSAI I MCK USD1,600 USD30 * 1 3/22/2010

MSCI World MCN USD1,400 USD25 * 1 3/22/2010

MSCI Hong Kong MCM USD1,800 USD30 * 1 3/22/2010

Note:* Options are not available on these Contracts

Contract Code

Intermonth Spread Charge**

Volatility Change

Short Option Minimum Charge


Date Effective From

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 Euro (MCU) : MSCI Pan-Euro (MCP) MCU - MCP 1:1 1 85 - 12/29/2008

10 FTSEurofirst 100 Portfolio (EFP) : FTSEurofirst 80 Portfolio (EFE) EFP - EFE 1:1 1 75 - 1/20/2010

11 FTSE Eurotop 100 (Q) : MSCI Euro (MCU) Q - MCU 1:1 1 75 - 1/20/2010

12 CAC 40 Portfolio (CCI) : BEL 20 Portfolio (BLI) CCI - BLI 1:1 1 75 - 3/22/2010

13 FTSE 100 Portfolio (Z, UKX) : FTSE Mid 250 (Y) Z - Y 1:1 1 75 - 3/22/2010

14 FTSE 100 Portfolio (Z, UKX) : BEL 20 Portfolio (BLI) Z - BLI 1:1 1 75 - 3/22/2010

15 FTSEurofirst 80 Portfolio (EFE) : MSCI Euro (MCU) EFE - MCU 2:1 1 75 - 3/22/2010

16 FTSEurofirst 80 Portfolio (EFE) : MSCI Pan-Euro (MCP) EFE - MCP 2:1 1 75 - 3/22/2010

17 FTSEurofirst 80 Portfolio (EFE) : FTSE 100 Portfolio (Z, UKX) EFE - Z 1:1 1 70 - 3/22/2010

18 FTSE Eurotop 100 (Q) : MSCI Pan-Euro (MCP) Q - MCP 1:1 1 70 - 3/22/2010

19 FTSEurofirst 100 Portfolio (EFP) : CAC 40 Portfolio (CCI) EFP - CCI 1:1 1 70 - 1/20/2010

20 FTSEurofirst 80 Portfolio (EFE) : CAC 40 Portfolio (CCI) EFE - CCI 1:1 1 70 - 1/20/2010

21 FTSE 100 Portfolio (Z, UKX) : FTSE Eurotop 100 (Q) Z - Q 2:1 1 70 - 1/20/2010

22 MSCI Pan-Euro (MCP) : FTSEurofirst 300 (FOT) MCP - FOT 1:1 1 70 - 1/20/2010

23 FTSEurofirst 80 Portfolio (EFE) : FTSE Eurotop 100 (Q) EFE - Q 2:1 1 65 - 3/22/2010

24 FTSEurofirst 100 Portfolio (EFP) : FTSE Eurotop 100 (Q) EFP - Q 2:1 1 65 - 3/22/2010

25 FTSEurofirst 100 Portfolio (EFP) : FTSE 100 Portfolio (Z, UKX) EFP - Z 1:1 1 65 - 3/22/2010

26 FTSEurofirst 80 Portfolio (EFE) : FTSEurofirst 300 (FOT) EFE - FOT 2:1 1 65 - 3/22/2010

27 FTSEurofirst 100 Portfolio (EFP) : MSCI Euro (MCU) EFP - MCU 2:1 1 60 - 3/22/2010

28 FTSE 100 Portfolio (Z, UKX) : MSCI Euro (MCU) Z - MCU 2:1 1 60 - 3/22/2010

29 FTSEurofirst 100 Portfolio (EFP) : MSCI Pan-Euro (MCP) EFP - MCP 2:1 1 60 - 3/22/2010

30 FTSE Eurotop 100 (Q) : FTSEurofirst 300 (FOT) Q - FOT 1:1 1 55 - 3/22/2010

31 FTSE 100 Portfolio (Z, UKX) : MSCI Pan-Euro (MCP) Z - MCP 2:1 1 55 - 1/20/2010

32 CAC 40 Portfolio (CCI) : AEX Portfolio (AXI) CCI - AXI 20:1 1 55 - 3/22/2010

33 FTSE Mid 250 (Y) : MSCI Euro (MCU) Y - MCU 2:1 1 50 - 3/22/2010

34 FTSE Mid 250 (Y) : MSCI Pan-Euro (MCP) Y - MCP 2:1 1 50 - 3/22/2010

35 FTSEurofirst 100 Portfolio (EFP) : AEX Portfolio (AXI) EFP - AXI 20:1 1 50 - 3/22/2010

36 FTSE 100 Portfolio (Z, UKX) : AEX Portfolio (AXI) Z - AXI 20:1 1 50 - 3/22/2010

37 FTSE Mid 250 (Y) : FTSEurofirst 300 (FOT) Y - FOT 2:1 1 50 - 3/22/2010

38 FTSEurofirst 100 Portfolio (EFP) : FTSEurofirst 300 (FOT) EFP - FOT 2:1 1 45 - 3/22/2010

39 AEX Portfolio (AXI) : BEL 20 Portfolio (BLI) AXI - BLI 1:20 1 45 - 10/14/2009

40 FTSEurofirst 80 Portfolio (EFE) : AEX Portfolio (AXI) EFE - AXI 20:1 1 45 - 1/20/2010

41 FTSE 100 Portfolio (Z, UKX) : CAC 40 Portfolio (CCI) Z - CCI 20:1 1 45 - 1/20/2010

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 CurrencyRadioShack Corp AA n/a AAO AAB AAV AAF AAK n/a n/a USD 2.63 0.05 40 2/2/2010Apple Inc AAP n/a LYQ LYJ LYX LYY LYZ n/a n/a USD 13.69 0.23 n/a 2/2/2010Harvard International plc ABA n/a n/a n/a n/a n/a n/a ABA n/a GBP 0.07 0.01 n/a 11/26/2009ABB Ltd ABB ABU ABQ ABJ ABX ABY ABZ n/a n/a CHF 1.40 0.03 40 2/2/2010Abertis Infraestructuras SA ABE CYU CYQ CYJ CYX CYY CYZ ABE n/a EUR 0.89 0.02 40 2/2/2010Associated British Foods ABF ZBW ZBO ZBB ZBV ZBY n/a ABF ABR GBP 0.23 0.01 n/a 2/2/2010Abengoa SA ABG n/a n/a n/a n/a n/a WLD WLH n/a EUR 2.07 0.04 n/a 2/2/2010Abbott Laboratories ABT n/a OUT OUC OUN OUY OUZ n/a n/a USD 2.56 0.05 n/a 2/2/2010Accor SA AC DWU DWQ DWJ DWX DWY DWZ AC n/a EUR 2.41 0.04 40 2/2/2010Credit Agricole SA ACA ACU ACQ ACJ ACX ACY ACZ ACA n/a EUR 1.43 0.03 40 2/2/2010Acciona SA ACC LJW LJO LJB LJV LJY LJZ n/a n/a EUR 6.73 0.11 40 2/2/2010ACEA SpA ACE n/a n/a LJB n/a CUD CUH n/a n/a EUR 0.55 0.01 n/a 2/2/2010Acanthe Developpement SA ACN n/a n/a n/a n/a UIF UIK n/a n/a EUR 0.11 0.01 n/a 2/2/2010Acerinox SA ACR QFU QFQ QFJ QFX QFY QFZ n/a n/a EUR 0.81 0.02 40 2/2/2010American Capital Ltd AD n/a ADO ADB ADV ADF ADK n/a n/a USD 0.46 0.01 40 2/2/2010Adecco SA ADC QVU QVQ QVJ QVX QVY QVZ n/a n/a CHF 4.60 0.08 40 2/2/2010Admiral Group PLC ADM WLM WLT WLC WLN ADD n/a n/a ADG GBP 0.55 0.01 30 2/2/2010Aeroports de Paris ADP n/a n/a n/a n/a AID AIH n/a n/a EUR 3.99 0.07 n/a 2/2/2010Adidas-Salomon AG ADS FKU FKQ FKJ FKX FKY FKZ n/a n/a EUR 2.19 0.04 40 2/2/2010Aker ASA AE n/a n/a n/a n/a AED AEH n/a n/a NOK 8.50 0.14 n/a 2/2/2010A2A SpA AEM n/a ASO ASB ASV ASD ASH n/a n/a EUR 0.10 0.01 40 2/2/2010BAE Systems plc AER BAU BAQ BAJ BAX BAD n/a BA AER GBP 0.18 0.01 30 2/2/2010AGA Rangemaster Group plc AGA n/a n/a n/a n/a n/a n/a AGA n/a GBP 0.16 0.01 n/a 2/2/2010AGFA-Gevaert NV AGE QJU QJQ QJJ QJX QJY QJZ n/a n/a EUR 0.54 0.01 40 2/2/2010Altria Group Inc AGI n/a JLQ JLJ JLX JLY JLZ n/a n/a USD 0.70 0.02 n/a 2/2/2010Aggreko AGK n/a n/a n/a n/a n/a n/a AGK n/a GBP 0.78 0.02 n/a 2/2/2010Aggreko AGN AFU AFQ AFJ AFX AFY AFZ AGN n/a EUR 0.56 0.01 40 2/2/2010Aegis Group AGS n/a n/a n/a n/a n/a n/a AGS n/a GBP 0.09 0.01 n/a 2/2/2010Anglo American plc AHA AHW AHO AHB AHV AHD n/a n/a AHA GBP 2.46 0.04 30 2/2/2010Koninklijke Ahold NV AHL AHU AHQ AHJ AHX AHY AHZ AHL n/a EUR 0.46 0.01 40 2/2/2010Air Liquide AI AIU AIQ AIJ AIX AIY AIZ AI n/a EUR 4.04 0.07 40 2/2/2010Allied Irish Banks plc AIB AJU AJQ AJJ AJX AJY n/a n/a n/a EUR 0.30 0.01 40 2/2/2010Air France-KLM AIF AQW AQO AQB AQV AQD AQH n/a n/a EUR 0.98 0.02 40 2/2/2010American Internation Group Inc AIG n/a JGQ JGJ JGX JGY JGZ n/a n/a USD 5.78 0.10 n/a 2/2/2010Allied Irish Banks plc AIR n/a n/a n/a n/a ABD n/a n/a n/a EUR 0.28 0.01 n/a 2/2/2010Huntington Bancshares Inc AJ n/a AJT AJC AJN AJF AJK n/a n/a USD 0.40 0.01 40 2/2/2010Arkema AKE n/a n/a n/a n/a AUD AUH n/a n/a EUR 2.97 0.05 n/a 2/2/2010Akzo Nobel NV AKZ AKU AKQ AKJ AKX AKY AKH AKZ n/a EUR 2.62 0.07 40 2/25/2010Allergan INC AL n/a DGT DGC DGN DGF DGK n/a n/a USD 2.99 0.05 40 2/2/2010Corp Financiera Alba ALB n/a n/a n/a n/a DHD DHH n/a n/a EUR 1.57 0.03 n/a 2/2/2010Alfa Laval AB ALF AJW AJO AJB AJV AJD AJH n/a n/a SEK 5.67 0.10 40 2/2/2010Laboratorios Almirall SA ALM n/a n/a n/a n/a n/a ALD ALH n/a EUR 0.48 0.01 n/a 2/2/2010Alpha Bank AE ALP EQU EQQ EQJ EQX EQY EQZ n/a n/a EUR 1.47 0.03 40 2/2/2010Alstom ALS ZWU ZWQ ZWJ ZWX ZWY ZWZ n/a n/a EUR 3.60 0.06 40 2/2/2010Allianz AG ALV ALU ALQ ALJ ALX ALY ALZ ALV n/a EUR 4.39 0.08 40 2/2/2010AMG NV AM XBM XBT XBC XBN XBF XBK n/a n/a EUR 0.78 0.01 n/a 3/2/2010Anadarko Petroleum Corp AMA n/a n/a n/a n/a AMD AMH n/a n/a USD 5.59 0.10 n/a 2/2/2010AMBAC Financial Group Inc AMB n/a QTO QTB QTV QTD QTH n/a n/a USD 0.15 0.01 n/a 2/25/2010Amec AME n/a n/a n/a n/a n/a n/a AME n/a GBP 0.64 0.02 n/a 14/10/2009Amgen AMG n/a JVT JVC JVN JVY JVZ AGX n/a USD 3.46 0.06 40 2/2/2010Amlin AML n/a n/a n/a n/a n/a n/a AML n/a GBP 0.20 0.01 n/a 2/2/2010Ameren Corp AMM n/a n/a n/a n/a MGF MGK n/a n/a USD 1.09 0.02 n/a 2/2/2010Amplifon SpA AMP n/a n/a n/a n/a MVF MVK n/a n/a EUR 0.33 0.01 n/a 2/2/2010Amazon.Com Inc AMZ n/a TTO TTB TTV TTD TTH n/a n/a USD 15.00 0.25 n/a 2/2/2010Gannett Co Inc AN n/a ANO ANC ANN ANF ANK n/a n/a USD 2.49 0.05 40 2/2/2010Andritz AG AND n/a n/a n/a n/a LQY LQZ n/a n/a EUR 2.31 0.04 n/a 2/2/2010Antofagasta ANT KFU KFQ KFJ KFX KFY n/a ANT ATT GBP 0.79 0.02 40 2/2/2010Time Warner AOL n/a n/a n/a n/a ZTY ZTZ AOX n/a USD 1.74 0.03 n/a 2/2/2010Atlas Copco AB-B AP n/a n/a n/a n/a APD APH n/a n/a SEK 4.90 0.08 n/a 2/2/2010Leggett & Platt Inc AQ n/a AQT AQC AQN AQF AQK n/a n/a USD 1.64 0.03 40 2/2/2010Aareal Bank AG AR n/a n/a n/a n/a ARD ARH n/a n/a EUR 1.68 0.03 n/a 2/2/2010Arcadis N.V ARC WEW WEO WEB WEV WEF WEK n/a n/a EUR 1.68 0.03 40 2/2/2010Arriva ARI n/a n/a n/a n/a n/a n/a ARI n/a GBP 0.37 0.01 n/a 2/2/2010ARM Holdings ARM MWU MWQ MWJ MWX MWY n/a AMR ARM GBP 0.17 0.01 40 2/2/2010M&T Bank Corp AS n/a AST ASC ASN ASF ASK n/a n/a USD 4.11 0.07 40 2/2/2010ASML Holding NV ASL FDU FDQ FDJ FDX FDY FDZ ASL n/a EUR 1.45 0.03 40 2/2/2010Assa Abloy AB ASS LRU LRQ LRJ LRX LRY LRZ n/a n/a SEK 8.70 0.15 40 2/2/2010Altri SGPS AT n/a n/a n/a n/a ATD ATH n/a n/a EUR 0.26 0.01 n/a 2/2/2010Atos Origin SA AT0 ACW ACO ACB ACV ACD ACH n/a n/a EUR 3.09 0.05 40 2/2/2010Atlas Copco AB A shares ATA ATU ATQ ATJ ATX ATY ATZ n/a n/a SEK 10.20 0.17 40 2/2/2010Autogrill SPA ATG n/a n/a n/a n/a QID QIH n/a n/a EUR 0.57 0.01 n/a 2/2/2010Atkins (WS) ATK n/a n/a n/a n/a n/a n/a ATK n/a GBP 0.47 0.01 n/a 2/2/2010Actelion Ltd ATL YKU YKQ YKJ YKX YKY YKZ n/a n/a CHF 2.90 0.05 40 2/2/2010AO Tatneft ATO n/a n/a n/a n/a AAD AAH n/a n/a USD 3.92 0.07 n/a 2/2/2010Atlantic SpA ATS n/a AUQ AUJ AUX AUY AUZ AUT n/a EUR 0.80 0.02 40 2/2/2010Autonomy Corporation AUC n/a n/a n/a n/a n/a n/a AUC n/a GBP 1.48 0.03 n/a 2/2/2010Avanzit SA AVA n/a n/a n/a n/a n/a RBD RBH n/a EUR 0.07 0.01 n/a 2/2/2010Avis Europe AVI n/a n/a n/a n/a n/a n/a AVI n/a GBP 0.05 0.01 n/a 2/2/2010Eastman Chemical Co AW n/a AWT AWC AWN AWF AWK n/a n/a USD 3.61 0.06 40 2/2/2010British Airways plc AWS BYU BYQ BYJ BYX BYY n/a BAY AWS GBP 0.21 0.01 40 2/2/2010Aker Solutions ASA AX n/a n/a n/a n/a AXD AXH n/a n/a NOK 8.50 0.14 n/a 2/2/2010AXA SA AXA CJU CJQ CJJ CJX CJY CJZ AXA n/a EUR 1.14 0.02 40 2/2/2010Axel Springer AG AXE n/a n/a n/a n/a OMD OMH n/a n/a EUR 4.73 0.08 n/a 2/2/2010Acergy SA AY n/a n/a n/a n/a GYD GYH n/a n/a NOK 7.50 0.13 n/a 2/2/2010Azimut Holding SpA AZ n/a n/a n/a n/a AZD AZH n/a n/a EUR 0.85 0.02 n/a 2/2/2010AstraZeneca plc AZA AZU AZQ AZJ AZX AZY n/a AZN AZA GBP 0.92 0.02 30 2/2/2010Bauer AG BAE n/a n/a n/a n/a WLF WLK n/a n/a EUR 3.23 0.06 n/a 2/2/2010Bank of Ireland BAN n/a n/a n/a n/a BRD n/a n/a n/a EUR 0.38 0.01 n/a 2/2/2010BASF AG BAS BJU BJQ BJJ BJX BJY BJZ BAS n/a EUR 3.07 0.05 40 2/2/2010Banco de Valencia SA BAV n/a n/a n/a n/a BVD BVH n/a n/a EUR 0.36 0.01 n/a 2/2/2010Societe BIC SA BB n/a n/a n/a n/a NDF NDK n/a n/a EUR 2.13 0.04 n/a 2/2/2010BBA Aviation plc. BBA n/a n/a n/a n/a n/a n/a BBA n/a GBP 0.13 0.01 n/a 2/2/2010Barclays plc BBL BBU BBQ BBJ BBX BBD n/a BAR BBL GBP 0.31 0.01 30 2/2/2010Banco BPI SA BBP YXM YXT YXC YXN YXY YXZ n/a n/a EUR 0.18 0.01 40 2/2/2010Balfour Beatty BBY n/a n/a n/a n/a n/a n/a BBY n/a GBP 0.26 0.01 n/a 2/2/2010BRE Bank SA BC n/a n/a n/a n/a BCD n/a n/a n/a PLN 24.31 0.40 n/a 2/2/2010Barratt Developments BDE BDM BDT BDC BDN n/a n/a BDE n/a GBP 0.35 0.01 40 2/2/2010Beiersdorf AG BDF DLU DLQ DLJ DLX DLY DLZ n/a n/a EUR 2.19 0.04 40 2/2/2010Benetton Group SpA BE n/a n/a n/a n/a BED BEH n/a n/a EUR 0.54 0.01 n/a 2/2/2010Bekaert SA NV BEK n/a n/a n/a n/a VWY VWZ n/a n/a EUR 7.96 0.13 n/a 2/2/2010Beni Stabili SpA BEN n/a n/a n/a n/a AYD AYH n/a n/a EUR 0.05 0.01 n/a 14/10/2009Banco Espirito Santo SA BES YBM YBT YBC YBN YBY YBZ n/a n/a EUR 0.33 0.01 40 2/2/2010BTG BGC n/a n/a n/a n/a n/a n/a BGC n/a GBP 0.12 0.01 n/a 2/2/2010BG Group plc BGG BGU BGQ BGJ BGX GEY n/a BG BGG GBP 0.54 0.01 30 2/2/2010Bank BPH BH n/a n/a n/a n/a BHD n/a n/a n/a PLN 5.72 0.10 n/a 2/2/2010Biogen Idec Inc BII n/a JIT JIC JIN JIY JIZ n/a n/a USD 3.57 0.06 n/a 2/2/2010

Intesa Sanpaolo SpA BIN n/a BIQ BIJ BIX BIY BIZ BIN n/a EUR 0.17 0.01 40 2/2/2010Boston Properties Inc BJ n/a BJT BJC BJN BJF BJK n/a n/a USD 5.63 0.10 40 2/2/2010Bank Zachodni WBK SA BK n/a n/a n/a n/a BND n/a n/a n/a PLN 13.31 0.22 n/a 2/2/2010Berkeley Group Holdings BKL n/a n/a n/a n/a n/a n/a BKL n/a GBP 0.62 0.02 n/a 2/2/2010Bankinter SA BKT UZU UZQ UZJ UZX UZY UZZ n/a n/a EUR 0.55 0.01 40 2/2/2010Boliden AB BL BLW BLO BLB BLV BLD BLH n/a n/a SEK 6.93 0.12 40 2/2/2010Belgacom SA BLG BEU BEQ BEJ BEX BEY BEZ n/a n/a EUR 1.30 0.03 40 2/2/2010British Land Co BLN XBW XBO XBB XBV XBY n/a BLN BLC GBP 0.32 0.01 n/a 2/2/2010BHP Billiton plc BLT BHU BHQ BHJ BHX BHY n/a BHP BLT GBP 1.45 0.03 30 2/2/2010Bolsas y Mercados Espanoles BME BXW BXG BXB BXV BXD BXH n/a n/a EUR 1.84 0.03 40 2/2/2010Koninklijke BAM Groep NV BMG KPW KPC KPB KPV KPD KPH n/a n/a EUR 0.90 0.02 40 2/2/2010BMW AG - PFD BMM n/a n/a n/a n/a EWD EWH n/a n/a EUR 2.25 0.04 n/a 2/2/2010Bayerische Motoren Werke AG BMW BMU BMQ BMJ BMX BMD BMZ BMW n/a EUR 2.59 0.05 40 2/2/2010Danone BN BKU BKQ BKJ BKX BKY BKZ BN n/a EUR 2.26 0.04 40 2/2/2010BNP Paribas BNP BNU BNQ BNJ BNX BNY BNH BNP n/a EUR 5.44 0.09 40 2/2/2010Bunzl BNZ n/a n/a n/a n/a n/a n/a BNZ n/a GBP 0.24 0.01 n/a 2/2/2010Bank of Ireland BO n/a n/a n/a n/a BKD n/a n/a n/a EUR 0.43 0.01 n/a 2/2/2010Bank of America Corp BOA n/a KDQ KDJ KDX KDY KDZ n/a n/a USD 1.23 0.02 n/a 2/2/2010Boeing Co BOE n/a n/a n/a n/a LVY LVZ n/a n/a USD 3.28 0.06 n/a 2/2/2010Boskalis Wesminster BOS UBW UBO UBB UBV UBD UBH n/a n/a EUR 2.47 0.04 40 2/2/2010Bodycote plc BOY n/a n/a n/a n/a n/a n/a BOY n/a GBP 0.19 0.01 n/a 2/2/2010BP plc BP BPU BPQ BPJ BPX BPY n/a BPA BP GBP 0.25 0.01 30 2/25/2010Unione Di Banche Italiane Scrl BPL n/a FRQ FRJ FRX FRY FRZ n/a n/a EUR 0.70 0.02 40 2/2/2010BPM - Banca Popolare di Milano SCaRL BPM n/a UWQ UWJ UWX UWY UWZ n/a n/a EUR 0.49 0.01 40 2/2/2010

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

Banca Monte dei Paschi Siena BPS n/a EVQ EVJ EVX EVY EVZ n/a n/a EUR 0.09 0.01 40 2/2/2010Banco Popolare Scrl BPV n/a FHQ FHJ FHX FHY FHZ BPV n/a EUR 0.59 0.01 40 2/2/2010Windstream Corp BQ n/a BQT BQC BQN BQF BQK n/a n/a USD 0.60 0.01 40 2/2/2010Host Hotels & Resorts Inc BR n/a BRO BRC BRN BRF BRK n/a n/a USD 0.98 0.02 40 2/2/2010Burberry Group BRB n/a n/a n/a n/a n/a n/a BRB n/a GBP 0.44 0.01 n/a 2/2/2010Brit Insurance Holdings NV BRE n/a n/a n/a n/a n/a n/a BRE n/a GBP 0.48 0.04 n/a 2/2/2010Barrick Gold Corp BRG n/a WKO WKB WKV WKD WKH n/a n/a USD 5.22 0.09 n/a 2/2/2010Brisa SA BRS YZM YZT YZC YZN YZY YZZ n/a n/a EUR 0.40 0.01 40 2/2/2010Invensys BRT IQU IQQ IQJ IVX IQY n/a ISY BRT GBP 0.22 0.01 30 2/2/2010British Sky Broadcasting plc BSK BSU BSQ BSJ BSX BSD n/a BSY BSK GBP 0.33 0.01 30 2/2/2010BB&T Corp BTA n/a ZWT ZWC ZWN BTD BTH n/a n/a USD 2.01 0.04 n/a 2/2/2010BT Group plc BTG BTU BTQ BTJ BTX BTY n/a BTL BTG GBP 0.09 0.01 30 2/2/2010Banco Espanol de Credito SA BTO n/a n/a n/a n/a UKY UKZ n/a n/a EUR 0.55 0.01 n/a 2/2/2010Masco Corp BV n/a BVT BVC BVN BVF BVK n/a n/a USD 1.45 0.03 40 2/2/2010Banco Bilbao Vizcaya Argent BVA BDU BDQ BDJ BDX BDY BDZ BVA n/a EUR 1.42 0.02 40 2/25/2010Bureau Veritas SA BVI n/a n/a n/a n/a UGF UGK n/a n/a EUR 3.17 0.06 n/a 2/2/2010Bovis Homes Group BVS n/a n/a n/a n/a n/a n/a BVS n/a GBP 0.30 0.01 n/a 2/2/2010Bwin Interactive Entertainment AG BWI n/a n/a n/a n/a JBY JBZ n/a n/a EUR 4.10 0.07 n/a 2/2/2010Brown (N.) Group BWN n/a n/a n/a n/a n/a n/a BWN n/a GBP 0.18 0.01 n/a 2/2/2010Bellway BWY n/a n/a n/a n/a n/a n/a BWY n/a GBP 0.68 0.02 n/a 2/2/2010Progress Energy Inc BY n/a BYT BYC BYN BYF BYK n/a n/a USD 1.37 0.03 40 2/2/2010Bayer AG BYR BQU BQQ BQJ BQX BQY BQZ BYA n/a EUR 3.07 0.05 40 2/2/2010Buzzi Unicem SPA RSP BZU n/a n/a n/a n/a BZD BZH n/a n/a EUR 0.76 0.03 40 14/10/2009Buzzi Unicem SPA BZZ n/a n/a n/a n/a n/a QKH n/a n/a EUR 1.06 0.02 n/a 2/2/2010Cable & Wireless plc C+W CWU CWQ CWJ CWX CWY n/a CW C+W GBP 0.10 0.01 30 2/2/2010Carrefour SA CA CMU CMQ CMJ CMX CMY CMZ CA n/a EUR 1.78 0.03 40 2/2/2010Cadbury plc CAB XKW XKO XKB XKV XKD n/a XKD CAB GBP 0.48 0.01 30 2/2/2010Castellum AB CAS n/a n/a n/a n/a CND CNH n/a n/a SEK 4.68 0.08 n/a 2/2/2010Close Brothers Group CBG n/a n/a n/a n/a n/a n/a CBG n/a GBP 0.35 0.01 n/a 2/2/2010Commerzbank AG CBK CBU CBQ CBJ CBX CBY CBZ CBK n/a EUR 0.84 0.02 40 2/2/2010Computacenter CCC n/a n/a n/a n/a n/a n/a CCC n/a GBP 0.27 0.01 n/a 2/2/2010Citigroup Inc CCX n/a KNQ KNJ KNX KNY KNZ CCX n/a USD 0.42 0.01 n/a 2/2/2010Progressive Corp / The CD n/a CDT CDC CDN CDF CDK n/a n/a USD 0.98 0.02 40 2/2/2010Cofide SpA CDE n/a n/a n/a n/a MWF MWK n/a n/a EUR 0.04 0.01 n/a 2/2/2010Christian Dior SA CDI CDU CDQ CDJ CDX CDY CDZ n/a n/a EUR 3.33 0.06 40 2/2/2010OJSC Cherkizovo Group CE n/a n/a n/a n/a CED CEH n/a n/a USD 2.48 0.05 n/a 2/2/2010Cementir Holding SpA CEM n/a n/a n/a n/a UAF UAK n/a n/a EUR 0.34 0.01 n/a 2/2/2010Compania Espanola de Petroleos SA (CEPSA) CEP n/a n/a n/a n/a PQY PQZ CEP n/a EUR 1.05 0.02 n/a 2/2/2010Cofina SGPS CF n/a n/a n/a n/a COD COH n/a n/a EUR 0.07 0.01 n/a 2/2/2010ConAgra Foods Inc CG n/a CGO CGB CAV CGF CGK n/a n/a USD 0.78 0.02 40 2/2/2010Cargotec Corporation CGC n/a n/a n/a n/a CJD CJH n/a n/a EUR 1.59 0.03 n/a 2/2/2010Alcatel SA CGE CGU CGQ CGJ CGX CGY CGZ CGE n/a EUR 0.32 0.01 40 2/2/2010Cie Generale de Geophysique-Veritas CGV n/a n/a n/a n/a DBD DBH n/a n/a EUR 1.68 0.03 n/a 2/2/2010Clorox Co CH n/a CHO CHC CHN CHF CLK n/a n/a USD 2.02 0.04 40 2/2/2010Chesapeake Energy Corp CHK n/a RUO RUB RUV RUD RUH n/a n/a USD 2.05 0.04 n/a 2/2/2010Chrysalis Group CHS n/a n/a n/a n/a n/a n/a CHS n/a GBP 0.09 0.01 n/a 2/2/2010Charter Plc CHT n/a n/a n/a n/a CQD n/a n/a n/a GBP 0.68 0.02 n/a 2/2/2010Cimpor SGPS CI n/a n/a n/a n/a CID CIH n/a n/a EUR 0.57 0.01 n/a 2/2/2010Cintra Concesiones de Infraestructuras de Transporte SA CIN JCW JCO JCB JCV JCY JCZ n/a n/a EUR 0.77 0.02 40 2/2/2010Corio NV CIO CDW CDO CDV CDB CDD CDH n/a n/a EUR 3.77 0.07 40 2/2/2010CIR SpA CIR n/a n/a n/a n/a GMD GMH n/a n/a EUR 0.17 0.01 n/a 2/2/2010Qwest Communications International CJ n/a CJT CJC CJN CJF CJK n/a n/a USD 0.34 0.01 40 2/2/2010Cersanit-Krasnystaw SA CK n/a n/a n/a n/a CKD n/a n/a n/a PLN 1.64 0.03 n/a 2/2/2010Cookson Group CKG n/a n/a n/a n/a n/a n/a CKG n/a GBP 0.53 0.01 n/a 2/2/2010Cephalon Inc CL n/a DNT DNC DNN DNF DNK n/a n/a USD 4.53 0.08 n/a 2/2/2010Carlsberg A/S CLB n/a n/a n/a n/a CLD CLH n/a n/a DKK 25.00 0.41 n/a 2/2/2010Carillion CLL n/a n/a n/a n/a n/a n/a CLL n/a GBP 0.22 0.01 n/a 14/10/2009Coloplast A/S CLP n/a n/a n/a n/a DFD DFH n/a n/a DKK 31.00 0.51 n/a 2/2/2010Celesio AG CLS CLU CLQ CLJ CLX CLY CLZ n/a n/a EUR 0.95 0.02 40 2/2/2010Comstar - United Telesystems CM n/a n/a n/a n/a CMD CMH n/a n/a USD 0.32 0.01 n/a 2/2/2010Cairn Energy CNE KEU KEQ KEJ KEX KEY n/a CNE CNG GBP 0.27 0.01 40 2/2/2010Cincinnati Financial Corp CNN n/a BHT BHC BHN BHF BHK n/a n/a USD 0.64 0.02 40 2/2/2010CNP Assurances CNP CNU CNQ CNJ CNX CNY CNZ n/a n/a EUR 5.18 0.09 40 2/2/2010Casino Guichard Perrachon SA CO FBU FBQ FBJ FBX FBY FBZ n/a n/a EUR 2.52 0.05 40 2/2/2010Cobham COB n/a n/a n/a n/a n/a n/a COB n/a GBP 0.14 0.01 n/a 14/10/2009Cofinimmo SA COF n/a n/a n/a n/a JEY JEZ n/a n/a EUR 6.08 0.10 n/a 2/2/2010Comerica Inc COM n/a AOT AOC AON AOF AOK n/a n/a USD 2.26 0.04 40 2/2/2010Continental AG CON DVU DVQ DVJ DVX DVY DVZ n/a n/a EUR 4.91 0.08 40 2/2/2010ConocoPhillips COP n/a n/a n/a n/a NQY NQZ n/a n/a USD 3.35 0.06 n/a 2/2/2010C&C Group PLC CP n/a n/a n/a n/a CPD n/a n/a n/a EUR 0.33 0.01 n/a 2/2/2010Compass Group plc CPG CPU CPQ CPJ CPX CPY n/a CMP CPG GBP 0.28 0.01 40 2/2/2010Capita Group plc CPI QKU QKQ QKJ QKX QKY n/a CPT CPI GBP 0.39 0.01 40 2/2/2010Carpetright CPR n/a n/a n/a n/a n/a n/a CPR n/a GBP 0.43 0.01 n/a 2/2/2010Carphone Warehouse Group CPW n/a n/a n/a n/a n/a n/a CPW n/a GBP 0.13 0.01 n/a 2/2/2010CRH PLC CR n/a n/a n/a n/a CCD n/a n/a n/a EUR 1.42 0.03 n/a 2/2/2010Croda International CRD n/a n/a n/a n/a n/a n/a CRD n/a GBP 0.55 0.01 n/a 2/2/2010Credito Emiliano SpA CRE n/a n/a n/a n/a EJD EJH n/a n/a EUR 0.60 0.01 n/a 2/2/2010Banca Carige SpA CRG n/a n/a n/a n/a CBD CBH n/a n/a EUR 0.09 0.01 n/a 2/2/2010Criteria Caixacorp SA CRI n/a n/a n/a n/a n/a ERD ERH n/a EUR 0.17 0.01 n/a 2/2/2010Carbone Lorraine CRL n/a n/a n/a n/a UFF UFK n/a n/a EUR 2.45 0.04 n/a 2/2/2010CROCS Inc CRO n/a WXO WXB WXV WXD WXH n/a n/a USD 1.00 0.02 n/a 2/2/2010Cisco Systems CSC n/a ZLQ ZLJ ZLX ZLY ZLZ COX n/a USD 1.41 0.03 n/a 2/2/2010Credit Suisse Group CSG CHU CHQ CHJ CHX CHY CHZ CSG n/a CHF 4.40 0.08 40 2/2/2010CSM CSM DKW DKO DKB DKV DKD DKH n/a n/a EUR 1.21 0.02 40 2/2/2010Societa Cattolica di Assicurazioni SCRL CSS n/a n/a n/a n/a ZHD ZHH n/a n/a EUR 2.04 0.04 n/a 2/2/2010Collins Stewart Tullett CST n/a n/a n/a n/a n/a n/a CST n/a GBP 0.40 0.01 n/a 2/2/2010Central European Media CT n/a n/a n/a n/a CTD n/a n/a n/a CZK 64.35 1.95 n/a 2/2/2010Colt Telecom Group CTM TTU TTQ TTJ CTX TTY n/a COL CTM GBP 0.08 0.01 30 2/2/2010Caterpillar Inc CTP n/a XDO XDB XDV ZKY ZKZ n/a n/a USD 4.90 0.08 n/a 2/2/2010Centrica plc CTR CRU CRQ CRJ CRX CRY n/a CNA CTR GBP 0.11 0.01 40 2/2/2010Aviva plc CUA AVU AVQ AVJ AVX AVY n/a CGN CUA GBP 0.33 0.01 40 2/2/2010Chevron Corp CVX n/a n/a n/a n/a LDY LDZ n/a n/a USD 2.72 0.05 n/a 2/2/2010Costco Wholesale Corp CWA n/a n/a n/a n/a CWD CWH n/a n/a USD 2.61 0.05 n/a 2/2/2010CBS Corp CXA n/a NNO NNB NNV CXD CXH n/a n/a USD 1.52 0.03 n/a 2/2/2010JSC Chelyabinsk Zinc Plant CZ n/a n/a n/a n/a CZD CZH n/a n/a USD 0.50 0.01 n/a 2/2/2010Davide Campari - Milano DA n/a n/a n/a n/a DAD DAH n/a n/a EUR 0.51 0.01 n/a 2/2/2010Daimler AG DAI n/a n/a n/a n/a VYF VYK n/a n/a USD 3.96 0.12 n/a 14/10/2009Danske Bank A/S DAN OGU OGQ OGJ OGX OGY OGZ DNX n/a DKK 12.50 0.21 40 2/2/2010Deutsche Bank AG DBK DBU DBQ DBJ DBX DBY DBZ DBK n/a EUR 5.11 0.09 40 2/2/2010Deutsche Boerse AG DBO FVU FVQ FVJ FVX FVY FVZ n/a n/a EUR 4.31 0.07 40 2/2/2010DCC PLC DC n/a n/a n/a n/a DPD n/a n/a n/a EUR 1.76 0.03 n/a 2/2/2010Dairy Crest Group DCG n/a n/a n/a n/a n/a n/a DCG n/a GBP 0.30 0.01 n/a 2/2/2010Danisco A/S DCO DOW DOO DOB DOV DOD DOH n/a n/a DKK 21.00 0.34 40 2/2/2010Daimler AG DCY DCU DCQ DCJ DCX DCD DCZ DCY n/a EUR 2.23 0.05 40 2/25/2010Du Pont DD n/a n/a n/a n/a DOY DOZ n/a n/a USD 2.79 0.05 n/a 2/2/2010Dimension Data Holdings DDH n/a n/a n/a n/a n/a n/a DDH n/a GBP 0.09 0.01 n/a 2/2/2010Deutsche Euroshop AG DE n/a n/a n/a n/a DED DEH n/a n/a EUR 1.15 0.02 n/a 2/2/2010Debenhams PLC DEB n/a n/a n/a n/a DQD n/a n/a n/a GBP 0.06 0.01 n/a 2/2/2010JC Decaux SA DEC n/a n/a n/a n/a JAD JAH n/a n/a EUR 1.61 0.03 n/a 2/2/2010Dexia DEI n/a n/a n/a n/a n/a n/a DEI n/a EUR 0.55 0.01 n/a 2/2/2010Delhaize Group DEL FQU FQQ FQJ FQX FQY FQZ n/a n/a EUR 2.90 0.05 40 2/2/2010Dexia DEX DEU DEQ DEJ DEX DEY DEZ n/a n/a EUR 0.55 0.01 n/a 2/2/2010Vinci SA DG DFU DFQ DFJ DFX DFY DFZ n/a n/a EUR 2.00 0.04 40 2/2/2010Dragon Oil Plc DGO n/a n/a n/a n/a DGD n/a n/a n/a EUR 0.45 0.01 n/a 2/2/2010Americansourcebergen Corp DH n/a DHT DHC DHN DHF DHK n/a n/a USD 1.23 0.02 40 2/2/2010Amylin Pharmaceuticlas Inc DI n/a DIT DIC DIN DIF DIK n/a n/a USD 1.72 0.03 40 2/2/2010DSG International plc DIX DXU DXQ DXJ DXX DXY n/a DXN DIX GBP 0.05 0.01 30 14/10/2009CR Bard Inc DJ n/a DJT DJC DJN DJF DJK n/a n/a USD 3.99 0.07 40 2/2/2010Beckman Coulter Inc DK n/a DKT DKC DKN DKF DKK n/a n/a USD 3.42 0.06 40 2/2/2010Becton Dickinson & Co DL n/a DLT DLC DLN DLF DLK n/a n/a USD 3.52 0.06 40 2/2/2010De La Rue DLA n/a n/a n/a n/a n/a n/a DLA n/a GBP 0.50 0.01 n/a 2/2/2010Dell Inc DLL n/a WSO WSB WSV WSD WSH n/a n/a USD 1.18 0.02 n/a 2/2/2010Delta Lloyd NV DLO XDM XDT XDC XDN XDF XDK n/a n/a EUR 1.46 0.02 N/A 3/2/2010Celgene Corp DM n/a DMT DMC DMN DMF DMK n/a n/a USD 4.49 0.08 40 2/2/2010Daily Mail & General Trust (A Shs) DMG n/a n/a n/a n/a n/a n/a DMG n/a GBP 0.38 0.01 n/a 2/2/2010Det Norske Oljeselskap (DNO) ASA DN n/a n/a n/a n/a DND DNH n/a n/a NOK 1.50 0.03 n/a 2/2/2010DNB NOR ASA DNB DDU DDQ DDJ DDX DDY DDZ n/a n/a NOK 6.50 0.11 40 2/2/2010D/S Norden A/S DNO n/a n/a n/a n/a NYF NYK n/a n/a DKK 20.00 0.32 n/a 3/11/2010Cigna Corp DO n/a DOT DOC DON DOF DOK n/a n/a USD 2.94 0.05 40 2/2/2010Deutsche Postbank AG DPB FJU FJQ FJJ FJX FJY FJZ n/a n/a EUR 2.36 0.04 40 2/2/2010

ATTACHMENT G





Cash Settled

Physical Settled

Cash Settled

Physical Settled

Future Code

Equity Option

Scanning Range (per

share)



Effective Date

Deutsche Post AG DPW DPU DPQ DPJ DPX DPY DPZ DPW n/a EUR 0.76 0.02 40 2/2/2010Coventry Health Care Inc DQ n/a DQT DQC DQN DQF DQK n/a n/a USD 1.38 0.03 40 2/2/2010Drax Group plc DRX n/a n/a n/a n/a DQY n/a DQA n/a GBP 0.24 0.01 n/a 2/2/2010Davita Inc DS n/a DST DSC DSN DSF DSK n/a n/a USD 4.08 0.07 40 2/2/2010Koninklijke DSM NV DSM DSU DSQ DSJ DSX DSD DSZ DSM n/a EUR 1.54 0.04 40 2/25/2010DSV A/S DSV n/a n/a n/a n/a DRD DRH n/a n/a DKK 6.00 0.10 n/a 2/2/2010Quest Diagnostics DT n/a DTT DTG DTN DTF DTK n/a n/a USD 2.64 0.05 40 2/2/2010Dow Chemical Co/The DTA n/a n/a n/a n/a DTD DTH n/a n/a USD 2.81 0.05 n/a 2/2/2010DTE Energy Co DTC n/a APO APC APN APF APK n/a n/a USD 2.05 0.04 40 2/2/2010Deutsche Telekom AG DTE DTU DTQ DTJ DTX DTY DTZ DTE n/a EUR 0.58 0.01 40 2/2/2010Edwards Lifesciences Corp DU n/a DUT DUC DUN DUF DUK n/a n/a USD 4.35 0.08 40 2/2/2010Gilead Sciences Inc DV n/a DVT DVC DVN DVF DVK n/a n/a USD 2.70 0.05 40 2/2/2010Devon Energy Corp DVA n/a n/a n/a n/a DVD DVH n/a n/a USD 5.45 0.09 n/a 2/2/2010Davis Service Group DVS n/a n/a n/a n/a n/a n/a DVS n/a GBP 0.29 0.01 n/a 2/2/2010Derwent London plc DWV n/a n/a n/a n/a n/a n/a DWV n/a GBP 0.99 0.02 n/a 2/2/2010Hologic Inc DX n/a DXV DXC DXM DXF DXK n/a n/a USD 0.90 0.02 40 2/2/2010Duke Energy Corp DXA n/a n/a n/a n/a DXD DXH n/a n/a USD 0.63 0.02 n/a 2/2/2010Dexia DXB JKU JKQ JKJ JKX JKY JKZ n/a n/a EUR 0.55 0.01 40 2/2/2010Hospira Inc DY n/a DYT DYC DYN DYF DYK n/a n/a USD 2.35 0.04 40 2/2/2010Halliburton Co DYA n/a DYO DYB DYV DYD DYH n/a n/a USD 1.89 0.04 n/a 2/2/2010Intuitive Surgical Inc DZ n/a DZT DZC DZN DZF DZK n/a n/a USD 22.96 0.38 40 2/2/2010Archer-Daniels-Midland Co DZA n/a n/a n/a n/a DZD DZH n/a n/a USD 1.95 0.04 n/a 2/2/2010Elan Corp PLC EA n/a n/a n/a n/a EAD n/a n/a n/a EUR 0.74 0.02 n/a 2/2/2010East Asiatic Company Ltd A/S EAA n/a n/a n/a n/a ODF ODK n/a n/a DKK 12.00 0.19 n/a 3/11/2010Laboratory Crp of Amer hldings EB n/a EBT EBC EBN EBF EBK n/a n/a USD 3.37 0.06 40 2/2/2010Erste Bank der Oesterreichischen Sparkas EBO EBU EBQ EBJ EBX EBY EBZ n/a n/a EUR 3.35 0.06 40 2/2/2010Mckesson Corp EC n/a ECT ECC ECN ECF ECK n/a n/a USD 3.13 0.06 40 2/2/2010Electrocomponents ECM n/a n/a n/a n/a n/a n/a ECM n/a GBP 0.12 0.01 n/a 2/2/2010European Aeronautic Defense and Space Co EDA EAU EAQ EAJ EAX EAY EAZ EDA n/a EUR 1.12 0.02 40 2/2/2010Électricité de France EDF DAU DAQ DAJ DAX DAY DAZ EDF n/a EUR 2.01 0.04 40 2/2/2010Edison SpA EDN n/a n/a n/a n/a NCF NCK n/a n/a EUR 0.07 0.01 n/a 2/2/2010Energias de Portugal SA EDP EDU EDQ EDJ EDX EDY EDZ n/a n/a EUR 0.11 0.01 40 2/2/2010EDP Renováveis SA EDR WNM WNT WNC WNN VID VIH n/a n/a EUR 0.32 0.01 40 2/2/2010Medco Health Solutions Inc EE n/a EET EEC EEN EEF EEK n/a n/a USD 3.34 0.06 40 2/2/2010Essilor International SA EF EFU EFQ EFJ EFX EFY EFZ n/a n/a EUR 1.84 0.03 40 2/2/2010Mota Engil SGPS EG n/a n/a n/a n/a EGD EGH n/a n/a EUR 0.32 0.01 n/a 2/2/2010Mednax Inc EH n/a EHT EHB EHN EHF EHK n/a n/a USD 3.44 0.06 40 2/2/2010Egis PLC EI n/a n/a n/a n/a EID n/a n/a n/a HUF 1224.60 19.80 n/a 2/2/2010Thermo Fisher Scientific Inc EK n/a EKT EKC EKN EKF EKK n/a n/a USD 2.02 0.04 40 2/2/2010Elisa Oyj EL ELW ELO ELB ELV ELD ELH n/a n/a EUR 1.03 0.02 40 2/2/2010Endesa SA ELE n/a n/a n/a n/a n/a END ENH n/a EUR 1.54 0.03 n/a 2/2/2010Electrolux AB ser. B ELT FYU FYQ FYJ FYX FYY FYZ n/a n/a SEK 14.74 0.24 40 2/2/2010EMC Corp/Massachusetts EMC n/a QNO QNB QNV QND QNH n/a n/a USD 0.97 0.02 n/a 2/2/2010Man Group plc EMG EWU EWQ EWJ EWX EWY n/a MAN EMG GBP 0.38 0.01 30 2/2/2010Bouygues EN EHU EHQ EHJ EHX EHY EHZ EN n/a EUR 2.50 0.05 40 2/2/2010Enagas SA ENG JQW JQO JQB JQV JQY JQZ n/a n/a EUR 0.43 0.01 40 2/2/2010ENI SpA ENI n/a ENQ ENJ ENX ENY ENZ ENI n/a EUR 0.81 0.02 40 2/2/2010Enel SpA ENL n/a ECQ ECJ ECX ECY ECZ ENL n/a EUR 0.21 0.01 40 2/2/2010Eniro AB ENR EEW EEO EEB EEV EED EEH n/a n/a SEK 2.75 0.05 40 2/2/2010Dentsply Intl Inc EO n/a EOT EOC EOV EOF EOK n/a n/a USD 2.30 0.04 40 2/2/2010E.ON AG EOA EOU EOQ EOJ EOX EOY EOZ EOA n/a EUR 1.40 0.03 40 2/2/2010Varian Inc EP n/a EPT EPC EPN EPF EPK n/a n/a USD 0.30 0.01 40 2/2/2010CME Group Inc EPA n/a n/a n/a n/a EPD EPH n/a n/a USD 17.95 0.30 n/a 2/2/2010Enterprise Porducts Partners LP EPP n/a n/a n/a n/a MNF MNK n/a n/a USD 1.14 0.02 n/a 2/2/2010Wellpoint Inc EQ n/a EQT EQC EQN EQF EQK n/a n/a USD 3.55 0.06 40 2/2/2010Eramet ERA n/a n/a n/a n/a NGF NGK n/a n/a EUR 26.46 0.43 n/a 2/2/2010Ericsson Telefona L M ser. B ERC ERU ERQ ERJ ERX ERY ERZ ERC n/a SEK 4.00 0.07 40 2/2/2010ERG SpA ERG n/a n/a n/a n/a EQD EQH n/a n/a EUR 0.38 0.01 n/a 2/2/2010Euromoney Institutional Investors ERM n/a n/a n/a n/a n/a n/a ERM n/a GBP 0.47 0.01 n/a 2/2/2010Zimmer Holdings Inc ES n/a EST ESC ESN ESF ESK n/a n/a USD 3.60 0.06 40 2/2/2010National Bank of Greece SA ETE ETU ETQ ETJ ETX ETY ETZ n/a n/a EUR 3.15 0.06 40 2/2/2010E*Trade Financial Corp ETF n/a QVO QVB QVV QVD QVH n/a n/a USD 0.21 0.01 n/a 2/2/2010Enterprise Inns ETI ENW ENO ENB ENV OEY n/a ETI ETP GBP 0.17 0.01 n/a 2/2/2010Eutelsat Communications ETL n/a n/a n/a n/a UKF UKK n/a n/a EUR 1.18 0.02 n/a 2/2/2010European Aeronautic Defence and Space Company NV - EADS EUA ZMU ZMQ ZMJ ZMX ZMY ZMZ n/a n/a EUR 1.23 0.02 40 2/2/2010Euler Hermes SA EUL n/a n/a n/a n/a NFF NFK n/a n/a EUR 4.32 0.07 n/a 2/2/2010Eurasian Natural Resources EUN ZLO ZLW ZLB ZLV ZLD n/a n/a n/a GBP 1.01 0.02 40 2/2/2010Evraz Group SA EV n/a n/a n/a n/a EVD EVH n/a n/a USD 4.61 0.08 n/a 2/2/2010Ebro Puleva SA EVA n/a n/a n/a n/a ECD ECH n/a n/a EUR 0.58 0.01 n/a 2/2/2010EVN AG EVN JRU JRQ JRJ JRX JRY JRZ n/a n/a EUR 0.73 0.02 40 2/2/2010Exor SpA PRF EX n/a n/a n/a n/a WHF WHK n/a n/a EUR 0.61 0.02 n/a 14/10/2009Experian Plc EXP XPU XPQ XPJ XPX XPY n/a EXF EXP GBP 0.32 0.01 40 2/2/2010Exor SpA EXS n/a n/a n/a n/a WFF WFK n/a n/a EUR 1.41 0.03 n/a 2/2/2010Entergy Corp EYA n/a n/a n/a n/a EYD EYH n/a n/a USD 2.90 0.05 n/a 2/2/2010CEZ AS EZ n/a n/a n/a n/a EZD n/a n/a n/a CZK 44.89 0.73 n/a 2/2/2010Easyjet EZJ n/a n/a n/a n/a n/a n/a EZJ n/a GBP 0.30 0.01 n/a 2/2/2010Aetna Inc FAA n/a FAT FAC FAN FAD FAH n/a n/a USD 2.72 0.05 n/a 2/2/2010FAES FARMA SA FAE n/a n/a n/a n/a FBD FBH n/a n/a EUR 0.30 0.01 n/a 2/2/2010Frontier Communications Corp FCC n/a AFO AFB AFV AFF AFK n/a n/a USD 0.55 0.01 40 2/2/2010First Choice Holidays FCD n/a n/a n/a n/a n/a n/a FCD n/a GBP 0.17 0.01 n/a 2/2/2010French Connection Group FCN n/a n/a n/a n/a n/a n/a FCN n/a GBP 0.06 0.01 n/a 2/2/2010Fonciere Des Regions FDR n/a n/a n/a n/a FGD FGH n/a n/a EUR 6.23 0.11 n/a 2/2/2010Fred. Olsen Energy ASA FE n/a n/a n/a n/a FED FEH n/a n/a NOK 20.50 0.34 n/a 2/2/2010Fraport AG Frankfurt Airport Services Wo FF n/a n/a n/a n/a FFD FFH n/a n/a EUR 2.83 0.05 n/a 2/2/2010FirstGroup FGP n/a n/a n/a n/a n/a n/a FGP n/a GBP 0.27 0.01 n/a 2/2/2010Eiffage SA FGR n/a n/a n/a n/a EDD EDH n/a n/a EUR 3.61 0.06 n/a 2/2/2010FHB Mortgage Bank PLC FH n/a n/a n/a n/a FHD n/a n/a n/a HUF 113.30 1.84 n/a 2/2/2010First Horizon National Corp FHN n/a AHT AHC AHN AHF AHK n/a n/a USD 0.84 0.02 40 2/2/2010X5 Retail Group FI n/a n/a n/a n/a FID FIH n/a n/a USD 3.00 0.05 n/a 2/2/2010Fiat SpA FIA n/a FXQ FXJ FXX FXY FXZ FIA n/a EUR 1.18 0.02 40 2/2/2010Fielmann AG FIE n/a n/a n/a n/a WMF WMK n/a n/a EUR 1.76 0.03 n/a 2/2/2010Fifth Third Bancorp FIF n/a BNO BNC BNN BNF BNK n/a n/a USD 1.08 0.02 40 2/2/2010Georg Fischer AG FIN n/a n/a n/a n/a GHD GHH n/a n/a CHF 25.70 0.42 n/a 2/2/2010Frontline Limited FL n/a n/a n/a n/a FLD FLH n/a n/a NOK 14.50 0.24 n/a 2/2/2010FLSmidth & Co A/S FLS n/a n/a n/a n/a FDD FDH n/a n/a DKK 29.00 0.47 n/a 2/2/2010Flughafen Wien AG FLU JXU JXQ JXJ JXX JXY JXZ n/a n/a EUR 2.97 0.05 40 2/2/2010Gen-probe Inc FM n/a FMT FMM FMN FMF FMK n/a n/a USD 2.37 0.04 40 2/2/2010Fresenius Medical Care AG St FMC FMU FMQ FMJ FMX FMY FMZ n/a n/a EUR 1.86 0.04 40 2/2/2010Freenet AG FN n/a n/a n/a n/a FND FNH n/a n/a EUR 0.72 0.02 40 2/2/2010Finmeccanica SpA FNM n/a FNQ FNJ FNX FNY FNZ n/a n/a EUR 0.71 0.02 40 2/2/2010Kraft Foods Inc FOA n/a n/a n/a n/a FOD FOH n/a n/a USD 0.90 0.02 n/a 2/2/2010Fondiaria - SAI SPA - (savings) FON n/a n/a n/a n/a QHD QHH n/a n/a EUR 0.59 0.01 n/a 2/2/2010Fortis NV FOR FOU FOQ FOJ FOX FOY FOZ FOR n/a EUR 0.30 0.01 40 2/2/2010Prudential Financial Inc FPA n/a XUO XUB XUV FPD FPH n/a n/a USD 3.83 0.07 n/a 2/2/2010Forth Ports FPT n/a n/a n/a n/a n/a n/a FPT n/a GBP 1.09 0.02 n/a 2/2/2010Valeo SA FR VAW VAO VAB VAV VAD VAH n/a n/a EUR 2.28 0.04 40 2/2/2010Fortis FRB JZU JZQ JZJ JZX JZY JZZ n/a n/a EUR 0.30 0.01 40 2/2/2010Forest Laboratories Inc FRL n/a n/a n/a n/a FRD FRH n/a n/a USD 1.45 0.03 n/a 2/2/2010Fortum Oyj FRT FUU FUQ FUJ FUX FUY FUZ n/a n/a EUR 0.62 0.02 40 2/2/2010Fondiaria - SAI SpA FSA n/a JYQ JYJ JYX JYY JYZ n/a n/a EUR 0.98 0.02 40 2/2/2010Swedbank AB FSB FSU FSQ FSJ FSX FSY FSZ n/a n/a SEK 6.22 0.11 40 2/2/2010PNC Financial Services Group Inc FSC n/a XZT XZC XZN FSD FSH n/a n/a USD 6.03 0.10 n/a 2/2/2010France Telecom SA FTE FTU FTQ FTJ FTX FTY FTZ FTE n/a EUR 0.92 0.02 40 2/2/2010Franklin Resources Inc FUA n/a n/a n/a n/a FUD FUH n/a n/a USD 8.14 0.14 n/a 2/2/2010Fugro NV FUR FJW FJO FJB FJV FJD FJH n/a n/a EUR 3.05 0.05 40 2/2/2010FedEx Corp FXA n/a n/a n/a n/a FXD FXH n/a n/a USD 7.47 0.13 n/a 2/2/2010GEA Group AG G1A GCW GCO GCB GCV GCD GCH n/a n/a EUR 0.99 0.02 40 2/2/2010Gas Natural SDG SA GAS GAU GAQ GAJ GAX GAD GAZ GAS n/a EUR 0.86 0.02 40 2/2/2010Bilfinger Berger AG GB n/a n/a n/a n/a GBD GBH n/a n/a EUR 5.25 0.09 n/a 2/2/2010Bourbon SA GBB n/a n/a n/a n/a GOD GOH n/a n/a EUR 2.03 0.04 n/a 2/2/2010Groupe Bruxelles Lambert SA GBL GBU GBQ GBJ GBX GBY GBZ n/a n/a EUR 3.59 0.06 40 2/2/2010GDF Suez GD GDU GDQ GDJ GDX GDY GDZ n/a n/a EUR 1.07 0.02 n/a 2/2/2010General Electric Company GE n/a OVQ OVJ OVX OVY OVZ GEX n/a USD 1.34 0.03 n/a 2/2/2010Geberit AG GEB YMU YMQ YMJ YMX YMY YMZ n/a n/a CHF 12.40 0.21 40 2/2/2010Genzyme Corp GEC n/a OYT OYC OYN OYY OYZ n/a n/a USD 3.16 0.06 40 2/2/2010Cap Gemini SA GEM QIU QIQ QIJ QIX QIY QIZ n/a n/a EUR 2.32 0.04 40 2/2/2010Assicurazioni Generali SpA GEN n/a GXQ GXJ GXX GXY GXZ GEN n/a EUR 1.07 0.02 40 2/2/2010Geox SpA GEO n/a MXT MXC MXN MXF MXK n/a n/a EUR 0.33 0.01 40 2/2/2010GAGFAH SA GF n/a n/a n/a n/a GFD GFH n/a n/a EUR 0.69 0.02 n/a 2/2/2010Surgutneftegaz GG GGW GGO GGB GGV GGD GGH n/a n/a USD 1.10 0.02 n/a 2/2/2010

ATTACHMENT G





Cash Settled

Physical Settled

Cash Settled

Physical Settled

Future Code

Equity Option

Scanning Range (per

share)



Effective Date

Givaudan GIV GIU GIQ GIJ GIX GIY GIZ n/a n/a CHF 33.00 0.54 40 2/2/2010EFG Eurobank Ergasias SA GK n/a n/a n/a n/a GKY GKZ n/a n/a EUR 1.37 0.03 n/a 2/2/2010GKN GKN n/a n/a n/a n/a n/a n/a GKN n/a GBP 0.09 0.01 n/a 2/2/2010Societe Generale GLE GLU GLQ GLJ GLX GLY GLZ GLE n/a EUR 5.64 0.10 40 2/2/2010Galp Energia SGPS SA GLP LWU LWQ LWJ LWX LWY LWZ n/a n/a EUR 0.62 0.02 40 2/2/2010ITV plc GME ITU ITQ ITJ ITX ITY n/a GAA GME GBP 0.07 0.01 30 2/2/2010Gemina SpA GMS n/a n/a n/a n/a GED GEH n/a n/a EUR 0.08 0.01 n/a 2/2/2010GN Store Nord GN n/a n/a n/a n/a GJD GJH n/a n/a DKK 3.00 0.05 n/a 2/2/2010Greene King GNK n/a n/a n/a n/a n/a n/a GNK n/a GBP 0.27 0.01 n/a 2/2/2010Diageo plc GNS DGU DGQ DGJ DGX DGY n/a DGE GNS GBP 0.38 0.01 30 2/2/2010Agricultural Bank Of Greece GO n/a n/a n/a n/a GOY GOZ n/a n/a EUR 0.45 0.01 n/a 2/2/2010Grupo Catalana Occidente SA GOC n/a n/a n/a n/a n/a TSD TSH n/a EUR 1.41 0.03 n/a 2/2/2010Go-Ahead Group GOG n/a n/a n/a n/a n/a n/a GOG n/a GBP 0.81 0.02 n/a 2/2/2010Google Inc GOO n/a OHQ OHJ OHX OHY OHZ n/a n/a USD 26.58 0.43 n/a 2/2/2010Grafton Group PLC GP n/a n/a n/a n/a GPD n/a n/a n/a EUR 0.33 0.01 n/a 2/2/2010Great 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 2/2/2010Gestevision Telecinco SA GQ GQU GQQ GQJ GQX GQY GQZ n/a n/a EUR 1.02 0.02 40 2/2/2010Grifols SA GRF n/a n/a n/a n/a GKD GKH n/a n/a EUR 0.56 0.01 n/a 2/2/2010Greggs GRG n/a n/a n/a n/a n/a n/a GRG n/a GBP 0.27 0.01 n/a 2/2/2010Grainger plc GRI n/a n/a n/a n/a n/a n/a GRI n/a GBP 0.48 0.01 n/a 2/2/2010Gruppo Editoriale L Espresso SpA GRU n/a n/a n/a n/a NSF NSK n/a n/a EUR 0.23 0.01 n/a 2/2/2010Goldman Sachs Group Inc/The GSA n/a GSO GSB GSV GSD GSH n/a n/a USD 9.34 0.16 n/a 2/2/2010Globe Trade Centre SA GT n/a n/a n/a n/a GTD n/a n/a n/a PLN 2.46 0.04 n/a 2/2/2010Getinge AB GTG n/a n/a n/a n/a GID GIH n/a n/a SEK 8.53 0.14 n/a 2/2/2010GlaxoSmithKline plc GXO GZU GSQ GSJ GSX GSY n/a GXW GXO GBP 0.51 0.01 40 2/2/2010Emporiki Bank of Greece SA GY n/a n/a n/a n/a GYY GYZ n/a n/a EUR 0.49 0.01 n/a 2/2/2010Gazprom Neft GZ n/a n/a n/a n/a GZD GZH n/a n/a USD 3.53 0.06 n/a 2/2/2010Hexagon AB HAB n/a n/a n/a n/a HQD HQH n/a n/a SEK 9.53 0.16 n/a 2/2/2010Hays HAS n/a n/a n/a n/a n/a n/a HAS n/a GBP 0.09 0.01 n/a 2/2/2010HBOS plc HAX n/a HBQ n/a HBX n/a n/a n/a HAX GBP 0.15 0.01 30 2/2/2010Holidaybreak HBR n/a n/a n/a n/a n/a n/a HBR n/a GBP 0.19 0.01 n/a 2/2/2010Heineken Holding NV HD n/a n/a n/a n/a HDY HDZ n/a n/a EUR 1.61 0.03 40 2/2/2010Heidelberger Druckmaschinen AG HDD n/a n/a n/a n/a HDD HDH n/a n/a EUR 1.17 0.02 n/a 2/2/2010Home Depot Inc HDI n/a HYO HYB HYV HYY HYZ n/a n/a USD 1.41 0.03 n/a 2/2/2010Headlam Group HEA n/a n/a n/a n/a n/a n/a HEA n/a GBP 0.20 0.01 n/a 2/2/2010Heineken NV HEI HEU HEQ HEJ HEX HEY HEZ HEI n/a EUR 2.12 0.04 40 2/2/2010HeidelbergCement AG HEL n/a n/a n/a n/a HCD HCH n/a n/a EUR 4.95 0.08 n/a 2/2/2010Hera SpA HER n/a n/a n/a n/a HOD HOH n/a n/a EUR 0.10 0.01 n/a 2/2/2010Hartford Financial Services Group Inc HFA n/a n/a n/a n/a HFD HFH n/a n/a USD 3.36 0.06 n/a 2/2/2010Henderson Group PLC HGI n/a n/a n/a n/a HGD n/a n/a n/a GBP 0.08 0.01 n/a 2/2/2010Coca Cola Hellenic Bottling Co SA HK n/a n/a n/a n/a HKY HKZ n/a n/a EUR 2.00 0.04 n/a 2/2/2010Henkel AG & CO KGaA HKL HHU HHQ HHJ HHX HHY HHZ n/a n/a EUR 1.89 0.04 40 2/2/2010Hellenic Duty Free Shops SA HL n/a n/a n/a n/a HLY HLZ n/a n/a EUR 0.36 0.01 n/a 2/2/2010Halma HLM n/a n/a n/a n/a n/a n/a HLM n/a GBP 0.14 0.01 n/a 2/2/2010Hammerson HMS HQW HQO HQB HQV HQY n/a HMS n/a GBP 0.32 0.01 n/a 2/2/2010HMV Group HMV n/a n/a n/a n/a n/a n/a HMV n/a GBP 0.09 0.01 n/a 14/10/2009Hennes & Mauritz AB Ser. B HNM HMU HMQ HMJ HMX HMY HMZ HNM n/a SEK 21.45 0.35 40 2/2/2010Hannover Ruckversicherungs AG HNR ZPU ZPQ ZPJ ZPX ZPY ZPZ n/a n/a EUR 2.24 0.04 40 2/2/2010Thales SA HO HCU HCQ HCJ HCX HCY HCZ n/a n/a EUR 2.35 0.04 40 2/2/2010Holmen AB HOB HPW HPO HPB HPV HPD HPH n/a n/a SEK 11.53 0.19 40 2/2/2010Holcim Ltd HOL HOU HOQ HOJ HOX HOY HOZ n/a n/a CHF 4.40 0.08 40 2/2/2010HOCHTIEF AG HOT ZQU ZQQ ZQJ ZQX ZQY ZQZ n/a n/a EUR 5.54 0.09 40 2/2/2010Hewlett-Packard Co HPC n/a ZVQ ZVJ ZVX ZVY ZVZ n/a n/a USD 1.68 0.03 n/a 2/2/2010Home Retail Group plc HRG VSU VSQ VSJ VSX VSY n/a ARF HRG GBP 0.20 0.01 40 14/10/2009Hiscox HS n/a n/a n/a n/a n/a n/a HS n/a GBP 0.23 0.01 n/a 2/2/2010HSBC Holdings plc HSB HSU HSQ HSJ HSX HSY n/a HSA HSB GBP 0.41 0.01 30 2/2/2010Cardinal Health Inc HTA n/a HTT HTC HTN HTD HTH n/a n/a USD 1.68 0.03 40 2/2/2010Hellenic Telecommunications Organization HTO HTU HTQ HTJ HTX HTY HTZ n/a n/a EUR 0.87 0.02 40 2/2/2010Hellenic Petroleum SA HU n/a n/a n/a n/a HUY HUZ n/a n/a EUR 0.66 0.02 n/a 2/2/2010Husqvarna AB HUS HUW HUO HUB HUV HUD HUH n/a n/a SEK 4.80 0.08 40 2/2/2010Honeywell International Inc HYA n/a n/a n/a n/a HYD HYH n/a n/a USD 2.03 0.04 n/a 2/2/2010Iaws Group Plc IA n/a n/a n/a n/a IAD n/a n/a n/a EUR 1.37 0.03 n/a 2/2/2010ICAP IAP IWW IWO IWB IWV IWY n/a IAP ICA GBP 0.36 0.01 n/a 2/2/2010Iberdrola SA IBE IEU IEQ IEJ IEX IEY IEZ IBE n/a EUR 0.40 0.01 40 2/25/2010Iberia Lineas Aereas de Espana SA IBL KJW KJO KJB KJV KJY KJZ n/a n/a EUR 0.24 0.01 40 2/2/2010IBM Corporation IBM n/a IUQ IUJ IUX IUY IUZ IBX n/a USD 5.16 0.09 n/a 2/2/2010Iberdrola Renovables IBR n/a n/a n/a n/a n/a EBD EBH n/a EUR 0.16 0.01 n/a 14/10/2009Intercell AG ICL n/a n/a n/a n/a UCF UCK n/a n/a EUR 2.35 0.04 n/a 2/2/2010Intermediate Capital Group ICP n/a n/a n/a n/a n/a n/a ICP n/a GBP 0.21 0.01 n/a 2/2/2010Imerys SA ID n/a n/a n/a n/a IDD IDH n/a n/a EUR 2.40 0.04 n/a 2/2/2010Icade IDE n/a n/a n/a n/a NHF NHK n/a n/a EUR 5.76 0.10 n/a 2/2/2010Indra Sistemas IDR IZU IZQ IZJ IZX IZY IZZ n/a n/a EUR 0.58 0.01 40 2/2/2010Industrivarden AB IDS n/a n/a n/a n/a IID IIH n/a n/a SEK 6.88 0.12 n/a 2/2/2010Immoeast AG IEA n/a n/a n/a n/a IGD IGH n/a n/a EUR 0.66 0.02 n/a 2/2/2010Infineon Technologies AG IF IFU IFQ IFJ IFX IFY IFZ IF n/a EUR 0.40 0.01 40 2/2/2010Interpump Group SpA IGS n/a n/a n/a n/a NQF NQK n/a n/a EUR 0.49 0.01 n/a 2/2/2010SBM Offshore NV IHC ILU ILQ ILJ ILX ILY ILZ n/a n/a EUR 1.05 0.02 40 2/2/2010Intercontinental Hotels Group IHG IHU IHQ IHJ IHX IHY n/a ICH IHG GBP 0.47 0.01 30 2/2/2010IMMOFINANZ AG IIA n/a n/a n/a n/a IHD IHH n/a n/a EUR 0.47 0.01 n/a 2/2/20103i Group plc III IIU IIQ IIJ IIX IIY n/a II III GBP 0.19 0.01 30 2/2/2010Investor AB B shares IKA IKU IKQ IKJ IKX IKY IKZ n/a n/a SEK 5.07 0.09 40 2/2/2010Irish Life & Permanent Group Holdings PLC IL n/a n/a n/a n/a ILD n/a n/a n/a EUR 0.70 0.02 n/a 2/2/2010Iliad SA ILA n/a n/a n/a n/a UEF UEK n/a n/a EUR 4.00 0.07 n/a 2/2/2010Industria Macchine Automatiche SpA IMA n/a n/a n/a n/a WIF WIK n/a n/a EUR 0.61 0.01 n/a 2/2/2010IMI IMI n/a n/a n/a n/a n/a n/a IMI n/a GBP 0.61 0.01 n/a 2/2/2010Imperial Tobacco Group plc IMP IMU IMQ IMJ IMX IMY n/a IMT IMP GBP 0.75 0.02 30 2/2/2010Independent News & Media PLC IN n/a n/a n/a n/a IND n/a n/a n/a EUR 0.03 0.01 n/a 2/25/2010Anheuser - Busch Cos Inc INB IGU IGQ IGJ IGX IGY IGZ INB n/a EUR 2.15 0.04 40 2/2/2010Inchcape INC n/a n/a n/a n/a n/a n/a INC n/a GBP 0.04 0.01 n/a 2/2/2010Indesit Company SpA INE n/a n/a n/a n/a DID DIH n/a n/a EUR 0.75 0.02 n/a 2/2/2010Informa Group INF n/a n/a n/a n/a n/a n/a INF n/a GBP 0.33 0.01 n/a 2/2/2010ING Groep NV ING IAU IAQ IAJ IAX IAY IAZ ING n/a EUR 2.50 0.05 40 2/2/2010Life Technologies Corp INI n/a EAT EAC EAN EAF EAK n/a n/a USD 2.39 0.04 40 2/2/2010Intel Corporation INT n/a IYQ IYJ IYX IYY IYZ INX n/a USD 1.15 0.02 n/a 2/2/2010Investec INV n/a n/a n/a n/a n/a n/a INV n/a GBP 0.30 0.01 n/a 14/10/2009Bioton SA IO n/a n/a n/a n/a IOD n/a n/a n/a PLN 0.03 0.01 n/a 2/2/2010Impresa SGPS IP n/a n/a n/a n/a IPD IPH n/a n/a EUR 0.29 0.01 n/a 2/2/2010International Power IPR IOU IOQ IOJ IPX IOY n/a INP IPR GBP 0.20 0.01 30 14/10/2009IPSOS IPS n/a n/a n/a n/a UHF UHK n/a n/a EUR 1.31 0.03 n/a 2/2/2010Intracom Holding SA IR n/a n/a n/a n/a IRY IRZ n/a n/a EUR 0.26 0.01 n/a 2/2/2010Iride SpA IRI n/a n/a n/a n/a MYF MYK n/a n/a EUR 0.10 0.01 n/a 2/2/2010Interserve IRV n/a n/a n/a n/a n/a n/a IRV n/a GBP 0.21 0.01 n/a 2/2/2010Inmarsat PLC ISA n/a n/a n/a n/a IJD n/a n/a n/a GBP 0.46 0.01 n/a 2/2/2010F&C Asset Management ISI n/a n/a n/a n/a n/a n/a ISI n/a GBP 0.06 0.01 n/a 2/2/2010Inditex SA IT IJU IJQ IJJ IJX IJY IJZ IT n/a EUR 2.83 0.05 40 2/2/2010Italcementi - Fabbriche Riunite Cemento SpA ITA n/a YWQ YWJ YWX YWY YWZ n/a n/a EUR 0.59 0.01 40 2/2/2010Intertek Group ITR n/a n/a n/a n/a n/a n/a ITR n/a GBP 0.84 0.02 n/a 2/2/2010Italcementi SPA - (savings) ITS n/a n/a n/a n/a QLD QLH n/a n/a EUR 0.37 0.01 n/a 2/2/2010Intesa Sanpaolo SpA IU n/a n/a n/a n/a IUD IUH n/a n/a EUR 0.15 0.01 n/a 2/2/2010IVG Immobilien AG IV n/a n/a n/a n/a IVD IVH n/a n/a EUR 0.95 0.02 n/a 2/2/2010Wetherspoon(J D) JDW n/a n/a n/a n/a n/a n/a JDW n/a GBP 0.26 0.01 n/a 2/2/2010Colruyt SA JF JFU JFQ JFJ JFX JFY JFZ n/a n/a EUR 4.48 0.08 40 2/2/2010JJB Sports JJB n/a n/a n/a n/a n/a n/a JJB n/a GBP 0.06 0.01 n/a 2/2/2010Jardine Lloyd Thompson Group JLT n/a n/a n/a n/a n/a n/a JLT n/a GBP 0.23 0.01 n/a 2/2/2010Jeronimo Martins SGPS JM WOM WOT WOC WON JMD JMH n/a n/a EUR 0.31 0.01 40 2/2/2010Johnson Matthey JMA JYW JYO JYB JYV JOY n/a JMA JMT GBP 1.29 0.03 40 2/2/2010JM AB JMB n/a n/a n/a n/a JBD JBH n/a n/a SEK 10.00 0.17 n/a 2/2/2010Johnson & Johnson JNX n/a JJQ JJJ JJX JJY JJZ JNX n/a USD 1.70 0.03 n/a 2/2/2010JPMorgan Chase & Co JPM n/a JPQ JPJ JPX JPY JPZ n/a n/a USD 3.03 0.05 n/a 2/2/2010Johnston Press JPR n/a n/a n/a n/a n/a n/a JPR n/a GBP 0.05 0.01 n/a 2/2/2010Jarvis JRV n/a n/a n/a n/a n/a n/a JRV n/a GBP 0.03 0.01 n/a 2/2/2010Johnson Controls Inc JSA n/a n/a n/a n/a JSD JSH n/a n/a USD 1.95 0.04 n/a 2/2/2010St Jude Medical Inc JUD n/a EIT EIC EIN EIF EIK n/a n/a USD 3.65 0.06 40 2/2/2010Jyske Bank A/S JYS n/a n/a n/a n/a JFD JFH n/a n/a DKK 19.00 0.31 n/a 2/2/2010Kazakhmys plc KA KAU KAQ KAJ KAX KAY n/a n/a KZK GBP 1.64 0.03 40 2/2/2010KBC Bancassurance Holding KBB KBU KBQ KBJ KBX KBY KBZ KBB n/a EUR 5.72 0.10 40 2/2/2010Gamesa Corp Tecnologica SA KC KCU KCQ KCJ KCX KCY KCZ n/a n/a EUR 1.03 0.02 40 2/2/2010Kloeckner & Co AG KCO n/a n/a n/a n/a KCD KCH n/a n/a EUR 1.79 0.03 n/a 2/2/2010Kesko OYJ KEB n/a n/a n/a n/a KFD KFH n/a n/a EUR 1.28 0.03 n/a 2/2/2010Kesa Electricals KES n/a n/a n/a n/a n/a n/a KES n/a GBP 0.12 0.01 n/a 2/2/2010

ATTACHMENT G





Cash Settled

Physical Settled

Cash Settled

Physical Settled

Future Code

Equity Option

Scanning Range (per

share)



Effective Date

Kerry Group PLC KG n/a n/a n/a n/a KGD n/a n/a n/a EUR 1.39 0.03 n/a 2/2/2010Kingfisher plc KGF KGU KGQ KGJ KGX KGY n/a KIG KGF GBP 0.15 0.01 30 2/2/2010Kudelski SA KH KHU KHQ KHJ KHX KHY KHZ n/a n/a CHF 2.10 0.04 40 2/2/2010KGHM Polska Miedz SA KHH n/a n/a n/a n/a KHD n/a n/a n/a PLN 9.13 0.15 n/a 2/2/2010Kinnevik Investment AB KIN KIW KIO KIB KIV KID KIH n/a n/a SEK 7.75 0.13 40 2/2/2010Klepierre KLI n/a n/a n/a n/a KKD KKH n/a n/a EUR 2.30 0.04 n/a 2/2/2010Komercni Banka AS KM n/a n/a n/a n/a KMD n/a n/a n/a CZK 350.90 10.64 n/a 2/2/2010Kinder Morgan Energy Partners LP KME n/a n/a n/a n/a MLF MLK n/a n/a USD 1.90 0.04 n/a 2/2/2010Natixis KN n/a n/a n/a n/a MLK SEZ n/a n/a EUR 0.51 0.01 n/a 2/2/2010Kone OYJ KNE n/a n/a n/a n/a KND KNH n/a n/a EUR 1.57 0.03 n/a 2/2/2010Kuehne & Nagel International AG KNI YQU YQQ YQJ YQX YQY YQZ n/a n/a CHF 4.80 0.08 40 2/2/2010Coca-Cola Company KO n/a n/a n/a n/a NPY NPZ n/a n/a USD 2.05 0.04 n/a 2/2/2010Royal KPN NV KPN KPU KPQ KPJ KPX KPY KPZ KPN n/a EUR 0.49 0.01 40 2/2/2010Krones AG KR n/a n/a n/a n/a KRD KRH n/a n/a EUR 2.81 0.05 n/a 2/2/2010Merck KGaA KS KSU KSQ KSJ KSX KSY KSZ n/a n/a EUR 3.72 0.07 40 2/2/2010Kingspan Group Plc KSP n/a n/a n/a n/a KSD n/a n/a n/a EUR 0.58 0.01 n/a 2/2/2010Fomento de Construcciones SA KW KWU KWQ KWJ KWX KWY KWZ n/a n/a EUR 2.20 0.04 40 2/2/2010Corning Inc KWA n/a n/a n/a n/a KWD KWH n/a n/a USD 1.43 0.03 n/a 2/2/2010Kimberly-Clark Corp KYA n/a n/a n/a n/a KYD KYH n/a n/a USD 2.91 0.05 n/a 2/2/2010Laird plc LAR n/a n/a n/a n/a n/a n/a LAR n/a GBP 0.28 0.01 n/a 2/2/2010Ladbrokes LDB HIU HIQ HIJ HIX HIY n/a HG LDB GBP 0.21 0.01 30 2/2/2010Morgan Stanley LEA n/a XNT XNC XNN LED LEH n/a n/a USD 2.66 0.05 n/a 2/2/2010Deutsche Lufthansa AG LFT LHU LHQ LHJ LHX LHY LHZ n/a n/a EUR 0.89 0.02 40 2/2/2010Lafarge SA LG LAU LAQ LAJ LAX LAY LAZ LG n/a EUR 4.65 0.08 40 2/2/2010FPL Group Inc LGA n/a n/a n/a n/a LGD LGH n/a n/a USD 2.41 0.04 n/a 2/2/2010Legal & General Group plc LGE LGU LGQ LGJ LGX LGY n/a LGN LGE GBP 0.09 0.01 30 2/2/2010Lockheed Martin Corp LHA n/a n/a n/a n/a LHD LHH n/a n/a USD 6.07 0.10 n/a 2/2/2010Linde AG LI LIU LIQ LIJ LIX LIY LIZ n/a n/a EUR 5.85 0.10 40 2/2/2010Lindt & Spruengli AG LID n/a n/a n/a n/a LIC LIH n/a n/a CHF 1795.90 29.03 n/a 2/2/2010Liberty International LII LPW LPO LPB LPV LPY n/a LII LIB GBP 0.41 0.01 n/a 2/2/2010Logitech International S A LIS YTU YTQ YTJ YTX YTY YTZ n/a n/a CHF 1.50 0.03 40 2/2/2010Lukoil OAO LK LYW LYO LYB LYV LYD LYH n/a n/a USD 6.90 0.12 40 2/2/2010Lowe's Cos Inc LKA n/a n/a n/a n/a LKD LKH n/a n/a USD 1.48 0.03 n/a 2/2/2010Eli Lilly & Co LLA n/a MQT MQC MQN LLD LLH n/a n/a USD 1.68 0.03 40 2/2/2010Lonmin LMI LMW LMM LMB LMV LMY n/a LMI LNM GBP 1.86 0.04 n/a 2/2/2010Luminar LMR n/a n/a n/a n/a n/a n/a LMR n/a GBP 0.10 0.01 n/a 2/2/2010Loews Corp LOA n/a n/a n/a n/a LOD LOH n/a n/a USD 1.92 0.04 n/a 2/2/2010Logica Plc LOG LCU LCQ LCJ LCX LCY n/a LCM LOG GBP 0.10 0.01 30 2/2/2010Arcelor Mittal LOR LOU LOQ LOJ LOX LOY LOZ LOR n/a EUR 2.80 0.04 40 2/25/2010Legrand SA LR n/a n/a n/a n/a LRD LRH n/a n/a EUR 1.43 0.03 n/a 2/2/2010Land Securities Group plc LS LSU LSQ LSJ LSX LSY n/a LAN LS GBP 0.45 0.01 40 2/2/2010London Stock Exchange LSE LEU LEQ LEJ LEX LEY n/a LST LSE GBP 0.76 0.02 30 2/2/2010Grupa Lotos SA LT n/a n/a n/a n/a LTD n/a n/a n/a PLN 2.04 0.04 n/a 2/2/2010Lottomatica SpA LTO n/a KKQ KKJ KKX KKY KKZ n/a n/a EUR 1.08 0.02 40 2/2/2010H. Lundbeck A/S LUN n/a n/a n/a n/a LUF LUK n/a n/a DKK 5.00 0.08 n/a 3/11/2010Lundin Petroleum AB LUP LUW LUO LUB LUV LUD LUH n/a n/a SEK 5.76 0.10 40 2/2/2010Polish Oil & Gas Co LW n/a n/a n/a n/a LWD n/a n/a n/a PLN 0.26 0.01 n/a 2/2/2010Illinois Tool Works Inc LXA n/a n/a n/a n/a LXD LXH n/a n/a USD 3.45 0.06 n/a 2/2/2010Luxottica Group SpA LXG n/a LUQ LUJ LUX LUY LUZ n/a n/a EUR 0.75 0.02 40 2/2/2010LANXESS AG LXS ZYU ZYQ ZYJ ZYX ZYY ZYZ n/a n/a EUR 2.59 0.05 40 2/2/2010Marks & Spencer Group plc M+S MSU MSQ MSJ MSX MSD n/a MKS M+S GBP 0.26 0.01 30 2/2/2010Motorola Inc MAA n/a MAO MAF MAV MAD MAH n/a n/a USD 0.94 0.02 n/a 2/2/2010Mitchells & Butlers MAB MVU MVQ MVJ MVX MVY n/a MBS MAB GBP 0.19 0.01 40 2/2/2010AP Moller - Maersk B MAE MAU MAQ MAJ MAX MAY MAZ n/a n/a DKK 2860.00 46.23 40 2/2/2010Marshall & Ilsley Corp MAR n/a VJO VJB VJV VJD VJH n/a n/a USD 0.84 0.02 40 2/2/2010AP Moeller - Maersk A MAS n/a n/a n/a n/a LLF LLK n/a n/a DKK 2552.00 41.00 n/a 3/11/2010Mediobanca SpA MB n/a MBQ MBJ MCX MBY MBZ MB n/a EUR 0.62 0.02 40 2/2/2010MBIA Inc MBI n/a QGO QGB QGV QGD QGH n/a n/a USD 0.80 0.02 n/a 2/2/2010LVMH Moet Hennessy Louis Vuitton SA MC MDU MDQ MDJ MDX MDY MDZ MC n/a EUR 4.34 0.08 40 2/2/2010McDonald's Corp MCD n/a XEO XEB XEV LNY LNZ n/a n/a USD 2.50 0.05 n/a 2/2/2010Mondi PLC MDI n/a n/a n/a n/a MJD n/a n/a n/a GBP 0.27 0.01 n/a 2/2/2010Mediolanum SpA MDL n/a MKQ MKJ MKX MKY MKZ n/a n/a EUR 0.43 0.01 40 2/2/2010Modern Times Group AB MDT MIW MIO MIB MIV MID MIH n/a n/a SEK 23.87 0.39 40 2/2/2010Garmin Ltd ME n/a n/a n/a n/a MEF MEK n/a n/a USD 4.86 0.08 n/a 2/2/2010Meda AB MED n/a n/a n/a n/a MDD MDH n/a n/a SEK 3.03 0.05 n/a 2/2/2010Atrium European Real Estate Ltd MEL n/a n/a n/a n/a MFD MFH n/a n/a EUR 0.58 0.01 n/a 2/2/2010Metro AG MEO MEU MEQ MEJ MEX MEY MEZ MEO n/a EUR 2.37 0.04 40 2/2/2010Mercialys SA MER n/a n/a n/a n/a ULF ULK n/a n/a EUR 1.46 0.03 n/a 2/2/2010M6 MET n/a n/a n/a n/a NIF NIK n/a n/a EUR 1.26 0.03 n/a 2/2/2010Wendel MF n/a n/a n/a n/a WCD WCH n/a n/a EUR 5.79 0.10 n/a 2/2/2010MFI Furniture Group MFI n/a n/a n/a n/a n/a n/a MFI n/a GBP 0.11 0.01 n/a 14/10/2009Magyar Telekom MG n/a n/a n/a n/a MGD n/a n/a n/a HUF 43.22 0.70 n/a 2/2/2010Meggitt MGG n/a n/a n/a n/a n/a n/a MGG n/a GBP 0.17 0.01 n/a 14/10/2009Marine Harvest MH MHW MHO MHB MHV MHD MHH n/a n/a NOK 0.50 0.01 40 2/2/2010Energy Transfer Partners LP MI n/a n/a n/a n/a MIF MIK n/a n/a USD 1.67 0.03 n/a 2/2/2010Milano Assicurazioni SpA MIA n/a n/a n/a n/a EKD EKH n/a n/a EUR 0.18 0.01 n/a 2/2/2010Misys MIS n/a n/a n/a n/a n/a n/a MIS n/a GBP 0.19 0.01 n/a 2/2/2010Arcelor Mittal MIT RRW RRO RRB RRV RRD RRH n/a n/a EUR 2.80 0.04 40 2/25/2010Weyerhaeuser Co MJ n/a n/a n/a n/a MJF MJK n/a n/a USD 4.15 0.07 n/a 2/2/2010Michelin ML MLU MLQ MLJ MLX MLY MLZ n/a n/a EUR 3.85 0.07 40 2/2/2010Millennium & Copthorne Hotels MLC n/a n/a n/a n/a n/a n/a MLC n/a GBP 0.36 0.01 n/a 2/2/2010MOL Hungarian Oil & Gas MLL n/a n/a n/a n/a MLD n/a n/a n/a HUF 1276.00 20.63 n/a 2/2/2010MLP AG MLP ZZU ZZQ ZZJ ZZX ZZY ZZZ n/a n/a EUR 0.51 0.01 40 2/2/2010Marsh & McLennan Cos Inc MM n/a CIT CIC CIV CIF CIK n/a n/a USD 1.36 0.03 40 2/2/2010Freeport-McMoRan Copper & Gold Inc MMA n/a MMO MMF MMV MMD MMH n/a n/a USD 6.56 0.11 n/a 2/2/2010Lagardere S.C.A. MMB MMU MMQ MMJ MMX MMY MMZ MMB n/a EUR 2.35 0.04 40 2/2/2010Mayr-Melnhof Karton AG MMK KRU KRQ KRJ KRX KRY KRZ n/a n/a EUR 5.37 0.09 40 2/2/2010MAN SE MN MJU MJQ MJJ MJX MJY MJZ n/a n/a EUR 4.89 0.08 40 2/2/2010Monsanto Co MNA n/a n/a n/a n/a MND MNH n/a n/a USD 6.58 0.11 n/a 2/2/2010MMC Norilsk Nickel MNN MOW MOO MNJ MOV MOD MOH n/a n/a USD 1.41 0.03 n/a 2/2/2010Mondadori (Arnoldo) Editore SpA MNO n/a KOQ KOJ KOV KOY KOZ MNO n/a EUR 0.31 0.01 40 2/2/2010Minerva MNR n/a n/a n/a n/a n/a n/a MNR n/a GBP 0.18 0.01 n/a 2/2/2010Mediq NV MNV XCW XCO XCB XCV XCF XCK n/a n/a EUR 0.90 0.01 n/a 3/2/2010Metso MO MOU MOQ MOJ MOX MOY MOZ n/a n/a EUR 2.01 0.04 40 2/2/2010Mobistar SA MOB KUU KUQ KUJ KUX KUY KUZ n/a n/a EUR 3.03 0.05 40 2/2/2010Southern Copper Corp MP n/a n/a n/a n/a MPF MPK n/a n/a USD 3.72 0.07 n/a 2/2/2010Michael Page International MPI n/a n/a n/a n/a n/a n/a MPI n/a GBP 0.38 0.01 n/a 2/2/2010Motor Oil Hellas Corinth Refine MQ n/a n/a n/a n/a MQY MQZ n/a n/a EUR 0.94 0.02 n/a 2/2/2010Baker Hughes Inc MQA n/a n/a n/a n/a MQD MQH n/a n/a USD 2.52 0.05 n/a 2/2/2010MARR SpA MR n/a n/a n/a n/a WGF WGK n/a n/a EUR 0.28 0.01 n/a 14/10/2009Merck & Co Inc MRK n/a KSO KSB KSV KYY KYZ MRX n/a USD 2.53 0.05 n/a 2/2/2010Marvell Technology Group Ltd MRV n/a WZO WZB WZV WZD WZH n/a n/a USD 1.58 0.03 n/a 2/2/2010Morrison WM Supermarkets plc MRW MIU MIQ MIJ MIX MIY n/a MRW MWR GBP 0.14 0.01 30 2/2/2010Microsoft Corporation MSF n/a MZQ MZJ MZX MZY MZZ MFX n/a USD 1.89 0.04 n/a 2/2/2010Mediaset SpA MSI n/a MHQ MHJ MHX MHY MHZ MSI n/a EUR 0.24 0.01 40 2/2/2010Marshalls Group MSL n/a n/a n/a n/a n/a n/a MSL n/a GBP 0.11 0.01 n/a 2/2/2010Prologis MT n/a n/a n/a n/a MTF MTK n/a n/a USD 1.28 0.03 n/a 2/2/2010Medtronic Inc MTA n/a MTT MTC MTV MTD MTH n/a n/a USD 2.91 0.05 40 2/2/2010Montebalito SA MTB n/a n/a n/a n/a JDD JDH n/a n/a EUR 0.35 0.01 40 2/2/2010MITIE Group MTO n/a n/a n/a n/a n/a n/a MTO n/a GBP 0.16 0.01 n/a 2/2/2010MTU Aero Engines Holding AG MTX n/a n/a n/a n/a MKD MKH n/a n/a EUR 3.66 0.06 40 2/2/2010Lorillard Inc MU n/a n/a n/a n/a MUF MUK n/a n/a USD 10.78 0.18 n/a 2/2/2010Muenchener Rueckversicherungs AG MUV MUU MUQ MUJ MUX MUY MUZ MUV n/a EUR 3.81 0.07 40 2/2/2010Colgate-Palmolive Co MWA n/a XHO XHB XHV MWD MWH n/a n/a USD 3.86 0.07 n/a 2/2/2010Public Service Enterprise Group Inc MXA n/a n/a n/a n/a MXD MXH n/a n/a USD 1.51 0.03 n/a 2/2/2010Bristol-Myers Squibb Co MYA n/a BTT BTC BTN MYD MYH n/a n/a USD 1.37 0.03 n/a 2/2/2010Nationale PortefeuilleMaatschappij NAT n/a n/a n/a n/a KVY KVZ n/a n/a EUR 1.72 0.03 n/a 2/2/2010Novabase SGPS NB n/a n/a n/a n/a NBD NBH n/a n/a EUR 0.32 0.01 n/a 2/25/2010Nordea Bank AB NDA NDU NDQ NDJ NDX NDY NDZ NDA n/a SEK 5.50 0.09 40 2/2/2010National Express Group NE n/a n/a n/a n/a n/a n/a NE n/a GBP 0.78 0.02 n/a 2/2/2010Neopost SA NEP n/a n/a n/a n/a NCD NCH n/a n/a EUR 3.30 0.06 n/a 2/2/2010Nestle SA NES NEU NEQ NEJ NEX NEY NEZ NES n/a CHF 2.30 0.04 40 2/2/2010Northern Foods NFD n/a n/a n/a n/a n/a n/a NFD n/a GBP 0.05 0.01 n/a 2/2/2010National Grid plc NGG NGU NGQ NGJ NGX NGY n/a NGT NGG GBP 0.22 0.01 30 14/10/2009Folli - Follie SA NI n/a n/a n/a n/a NIY NIZ n/a n/a EUR 0.96 0.02 n/a 2/2/2010NH Hoteles SA NJ NJU NJQ NJJ NJX NJY NJZ n/a n/a EUR 0.57 0.01 40 2/2/2010Nokian Reenkat NK NKU NKQ NKJ NKX n/a n/a n/a n/a EUR 1.35 0.03 40 2/2/2010Nike Inc NKA n/a n/a n/a n/a NKD NKH n/a n/a USD 4.56 0.08 n/a 2/2/2010NKT Holding A/S NKT n/a n/a n/a n/a NGD NGH n/a n/a DKK 28.00 0.46 n/a 2/2/2010OJSC Novo Lipetsk Steel NLM n/a n/a n/a n/a NLD NLH n/a n/a USD 4.74 0.08 n/a 2/2/2010

ATTACHMENT G





Cash Settled

Physical Settled

Cash Settled

Physical Settled

Future Code

Equity Option

Scanning Range (per

share)



Effective Date

Nokia OYJ NOK NBU NBQ NBJ NBX NBY NBZ NOX n/a EUR 0.81 0.02 40 2/2/2010Novo-Nordisk A/S NOO NFU NFQ NFJ NFX NFY NFZ NNX n/a DKK 18.50 0.30 40 2/2/2010Novartis AG NOV NAU NAQ NAJ NAX NAY NAZ NOV n/a CHF 1.80 0.03 40 2/2/2010Norske Skogindustrier ASA NR NRW NRO NRB NRV NRD NRH n/a n/a NOK 1.50 0.03 40 2/2/2010Neste Oil OYJ NT NTW NTO NTB NTV NTD NTH n/a n/a EUR 0.92 0.02 40 2/2/2010Northgate NTG n/a n/a n/a n/a n/a n/a NTG n/a GBP 0.53 0.01 n/a 2/2/2010Nucor Corp NUE n/a n/a n/a n/a NMY NMZ n/a n/a USD 3.99 0.07 n/a 2/2/2010OAO Novatek NV n/a n/a n/a n/a NVD NVH n/a n/a USD 7.04 0.12 n/a 2/2/2010Novozymes A/S NVO n/a n/a n/a n/a NJD NJH n/a n/a DKK 31.50 0.51 n/a 2/2/2010News Corp NWA n/a n/a n/a n/a NWD NWH n/a n/a USD 0.95 0.02 n/a 2/2/2010Northumbrian Water Group PLC NWG n/a n/a n/a n/a NHD n/a n/a n/a GBP 0.15 0.01 n/a 14/10/2009Nexans SA NXS n/a n/a n/a n/a NDD NDH n/a n/a EUR 5.08 0.09 n/a 2/2/2010Next plc NXT NXU NXQ NXJ NXX NXY n/a NET NXT GBP 1.44 0.03 30 2/2/2010NYSE Euronext (Paris) NY1 NYW NYO NYB NYV NYH NYD n/a n/a EUR 1.30 0.03 40 2/2/2010New York Times Co/The NYT n/a VUO VUB VUV VUD VUH n/a n/a USD 2.03 0.04 40 2/2/2010NYSE Euronext NYX n/a n/a n/a n/a NSD NSH n/a n/a USD 1.93 0.04 n/a 2/2/2010Newmont Mining Corp NZA n/a n/a n/a n/a NZD NZH n/a n/a USD 5.17 0.09 n/a 2/2/2010ABB Ltd OBB OBU OBQ OBJ OBX OBY OBZ n/a n/a SEK 8.25 0.14 40 2/2/2010Mapfre SA OC OCU OCQ OCJ OCX OCY OCZ n/a n/a EUR 0.25 0.01 40 2/2/2010OAO Gazprom OG OGW OGO OGB OGV OGD OGH n/a n/a USD 2.57 0.05 40 2/2/2010Obrascon Huarte Lain SA OHL n/a n/a n/a n/a n/a YOD YOH n/a EUR 1.92 0.04 n/a 2/2/2010Baloise Holding AG OIB OIU OIQ OIJ OIX OIY OIZ n/a n/a CHF 5.60 0.10 40 2/2/2010OKO Bank plc OKE n/a n/a n/a n/a OKD OKH n/a n/a EUR 0.57 0.01 n/a 2/2/2010Omega Pharma OME KZU KZQ KZJ KZX KZY KZZ n/a n/a EUR 2.93 0.05 40 2/2/2010Old Mutual OML ODW ODO ODB ODV ODY n/a OML OMT GBP 0.10 0.01 n/a 2/2/2010OMV AG OMV OAU OAQ OAJ OAX OAY OAZ n/a n/a EUR 2.38 0.04 40 2/2/2010ACS Actividades Cons y Serv ON ONU ONQ ONJ ONX ONY ONZ n/a n/a EUR 1.17 0.02 40 2/2/2010OTP Bank Nyrt OO n/a n/a n/a n/a OOD n/a n/a n/a HUF 636.90 10.30 n/a 2/2/2010Osterreichische Post AG OPO KXU KXQ KXJ KXX KXY KXZ n/a n/a EUR 1.10 0.02 40 2/2/2010OPAP SA OPP OPU OPQ OPJ OPX OPY OPZ n/a n/a EUR 1.21 0.02 40 2/2/2010L'Oreal SA OR ORU ORQ ORJ ORX ORY ORZ OR n/a EUR 3.01 0.05 40 2/2/2010Oracle Corp ORC n/a n/a n/a n/a OXY OXZ n/a n/a USD 1.72 0.03 n/a 2/2/2010Orkla ASA ORK OKU OKQ OKJ OKX OKY OKZ n/a n/a NOK 4.50 0.08 40 2/2/2010Antena 3 de Television SA OS OSU OSQ OSJ OSX OSY OSZ n/a n/a EUR 0.98 0.02 40 2/2/2010Outotec OYJ OTE n/a n/a n/a n/a UHD UHH n/a n/a EUR 2.22 0.04 n/a 2/2/2010Outokumpu Oyj OU OUW OUO OUB OUV OUD OUH n/a n/a EUR 1.36 0.03 40 2/2/2010Onyx Pharmaceuticals Inc OX n/a n/a n/a n/a EFF EFK n/a n/a USD 2.89 0.05 40 2/2/2010Occidental Petroleum Corp OXA n/a EFT EFC EFN OXD OXH n/a n/a USD 4.58 0.08 n/a 2/2/2010Paragon Group of Companies PAG n/a n/a n/a n/a n/a n/a PAG n/a GBP 0.16 0.01 n/a 2/2/2010Pargesa Holding SA PAR n/a n/a n/a n/a PXD PXH n/a n/a CHF 5.60 0.10 n/a 2/2/2010Banco Pastor SA PAS n/a n/a n/a n/a BDD BDH n/a n/a EUR 0.33 0.01 n/a 2/2/2010Praktiker Bau-und Heimwerkermaerkte AG PB n/a n/a n/a n/a PBD PBH n/a n/a EUR 0.92 0.02 n/a 2/2/2010Publicis Groupe PBG PUU PUQ PUJ PUX PUY PUZ n/a n/a EUR 1.54 0.03 40 2/2/2010Portucel PC n/a n/a n/a n/a PCD PCH n/a n/a EUR 0.10 0.01 n/a 2/2/2010Pic. Credito Valtellinese PCV n/a n/a n/a n/a PID PIH n/a n/a EUR 0.33 0.01 n/a 2/2/2010Pfleiderer AG PD n/a n/a n/a n/a PDD PDH n/a n/a EUR 0.84 0.02 n/a 2/2/2010PDL Biopharma Inc PDL n/a EGO EGC EGN EGF EGK n/a n/a USD 0.97 0.02 40 2/2/2010Bank Pekao SA PE n/a n/a n/a n/a PED n/a n/a n/a PLN 15.73 0.26 n/a 2/2/2010Pepsico Inc PEP n/a n/a n/a n/a PXY PXZ n/a n/a USD 2.61 0.05 n/a 2/2/2010Pescanova PES n/a n/a n/a n/a VPD VPH n/a n/a EUR 2.21 0.04 n/a 2/2/2010Total SA PF TZU TZQ TZJ TZX TZY TZZ TZT n/a EUR 1.54 0.03 40 2/2/2010Premier Foods PLC PFD n/a n/a n/a n/a QAD n/a n/a n/a GBP 0.04 0.01 n/a 2/2/2010Pfizer PFE n/a PYQ PYJ PYX PYY PYZ PFX n/a USD 0.89 0.02 n/a 2/2/2010Provident Financial PFG n/a n/a n/a n/a n/a n/a PFG n/a GBP 0.40 0.01 n/a 2/2/2010Premier Farnell PFL n/a n/a n/a n/a n/a n/a PFL n/a GBP 0.17 0.01 n/a 2/2/2010Procter & Gamble Co PG n/a PJQ PJJ PJX PJY PJZ n/a n/a USD 2.67 0.05 n/a 2/2/2010Petroleum Geo-Services ASA PGS n/a n/a n/a n/a PGD PGH n/a n/a NOK 7.50 0.13 n/a 2/2/2010Phonak AG PHB YUU YUQ YUJ YUX YUY YUZ n/a n/a CHF 8.80 0.15 40 2/2/2010Koninklijke Philips Electronics NV PHI PHU PHQ PHJ PHX PHD PHZ PHI n/a EUR 1.68 0.03 40 2/25/2010Philip Morris Intl Inc PHP n/a n/a n/a n/a MHF MHK n/a n/a USD 2.67 0.05 n/a 2/2/2010Prysmian SpA PHS n/a MZT MZC MZN MZF MZK n/a n/a EUR 1.14 0.02 40 2/2/2010Photo-Me International PHT n/a n/a n/a n/a n/a n/a PHT n/a GBP 0.09 0.01 n/a 2/2/2010Piraeus Bank SA PI n/a n/a n/a n/a PIY PIZ n/a n/a EUR 1.39 0.03 n/a 2/2/2010Pirelli & C SpA PIR n/a PCQ PCJ PCX PCY PCZ n/a n/a EUR 0.04 0.01 40 2/2/2010PBG SA PJ n/a n/a n/a n/a PJD n/a n/a n/a PLN 15.10 0.25 n/a 2/2/2010PagesJaunes Groupe SA PJG n/a n/a n/a n/a PFC PFH n/a n/a EUR 0.42 0.01 n/a 2/2/2010Julius Baer Holding AG PK PKU PKQ PKJ PKX PKY PKZ n/a n/a CHF 1.00 0.16 40 2/25/2010PKO Bank Polski SA PKK n/a n/a n/a n/a PKD n/a n/a n/a PLN 2.75 0.05 n/a 2/2/2010OJSC Polyus Gold PL n/a n/a n/a n/a PLD PLH n/a n/a USD 3.83 0.07 n/a 2/2/2010Parmalat SpA PLT n/a WNQ WNJ WNX WNY WNZ n/a n/a EUR 0.08 0.01 40 2/2/2010Banco Comercial Portugues PM PMU PMQ PMJ PMX PMY PMZ n/a n/a EUR 0.07 0.01 40 2/2/20103M Co PMA n/a n/a n/a n/a PMD PMH n/a n/a USD 3.23 0.06 n/a 2/2/2010Premier Oil PMO n/a n/a n/a n/a n/a n/a PMO n/a GBP 0.74 0.02 n/a 2/2/2010Polski Koncern Naftowy PN n/a n/a n/a n/a PND n/a n/a n/a PLN 2.39 0.04 n/a 2/2/2010Pennon Group PNN n/a n/a n/a n/a n/a n/a PNN n/a GBP 0.25 0.01 n/a 2/2/2010Carnival plc POC DJU DJQ DJJ DJX DJY n/a CCL POC GBP 1.12 0.02 30 2/2/2010Banco Popular Espanol SA POP PAU PAQ PAJ PAX PAY PAZ POP n/a EUR 0.37 0.01 40 2/2/2010Porsche Automobil Holding SE POR PDU PDQ PDJ PDX PDY PDZ POR n/a EUR 4.55 0.08 40 2/2/2010Potash Corp of Saskatchewan POT n/a WIO WIB WIV WID OBH n/a n/a USD 13.16 0.22 n/a 2/2/2010Pinault-Printemps-Redoute PP PPU PPQ PPJ PPX PPY PPZ PP n/a EUR 5.71 0.10 40 2/2/2010Petroplus Holdings AG PPH PYW PYO PYB PYV PYD PYH n/a n/a CHF 2.20 0.04 40 2/2/2010Pirelli & Co Real Estate PR n/a n/a n/a n/a PRD PRH n/a n/a EUR 0.05 0.01 n/a 2/2/2010Promotora de Informaciones, S.A. PRS n/a n/a n/a n/a WQY WQZ n/a n/a EUR 0.50 0.01 n/a 2/2/2010Prudential plc PRU PSU PRQ PRJ PRX PRY n/a PUR PRU GBP 0.62 0.02 30 2/2/2010Paccar Inc PSA n/a AKT AKC AKN PSD PSH n/a n/a USD 2.51 0.05 n/a 2/2/2010Prosegur Cia de Segurided SA PSG n/a n/a n/a n/a PSF PSK n/a n/a EUR 2.20 0.04 n/a 1/12/2010Psion PSI n/a n/a n/a n/a n/a n/a PSI n/a GBP 0.14 0.01 n/a 2/2/2010Prosiebensat 1 Media AG PSM n/a n/a n/a n/a WRY WRZ n/a n/a EUR 1.17 0.02 n/a 2/2/2010Persimmon PSN PNW PNO PNB PNV PNY n/a PSN PER GBP 0.54 0.01 n/a 2/2/2010Pearson plc PSO POU POQ POJ POX POY n/a PEA PSO GBP 0.40 0.01 40 2/2/2010PSP Swiss Property AG PSP n/a n/a n/a n/a QBD QBH n/a n/a CHF 2.90 0.05 n/a 2/2/2010Portugal Telecom SGPS SA PTC PTU PTQ PTJ PTX PTY PTZ n/a n/a EUR 0.59 0.01 40 2/2/2010PartyGaming plc PTG PEU PEQ PEJ PEX PEY n/a n/a PTG GBP 0.30 0.01 30 2/2/2010PT Multimedia PTM n/a n/a n/a n/a PTD PTH n/a n/a EUR 0.26 0.01 n/a 2/2/2010Prosafe ASA PU n/a n/a n/a n/a PUD PUH n/a n/a NOK 3.00 0.05 n/a 2/2/2010Punch Taverns PUB n/a n/a n/a n/a n/a n/a PUB n/a GBP 0.16 0.01 n/a 2/2/2010Puma AG Rudolf Dassler Sport PUM QXW QXO QXB QXV QXD QXH n/a n/a EUR 17.00 0.28 40 2/2/2010Lonza Group AG PV PVU PVQ PVJ PVX PVY PVZ n/a n/a CHF 11.90 0.20 40 2/2/2010Public Power Corp PW n/a n/a n/a n/a PWY PWZ n/a n/a EUR 1.08 0.02 n/a 2/2/2010Paddy Power PLC PWL n/a n/a n/a n/a PPD n/a n/a n/a EUR 2.20 0.04 n/a 2/2/2010Panalpina Welttransport Holding AG PWT n/a n/a n/a n/a PVD PVH n/a n/a CHF 6.20 0.11 n/a 2/2/2010Polimex Mostostal SA PWW n/a n/a n/a n/a PWD n/a n/a n/a PLN 0.34 0.01 n/a 2/2/2010Patrizia Immobilien AG PZ n/a n/a n/a n/a PZD PZH n/a n/a EUR 0.55 0.01 n/a 2/2/2010PZ Cussons PZC n/a n/a n/a n/a n/a n/a PZC n/a GBP 0.20 0.01 n/a 2/2/2010Q-Cells AG QCE QDW QDO QDB QDV QDD QDH n/a n/a EUR 1.09 0.02 40 2/2/2010Qualcomm Inc QCO n/a QQQ QQJ QQX QQY QQZ n/a n/a USD 2.91 0.05 n/a 2/2/2010Quintain Estates and Development QED n/a n/a n/a n/a n/a n/a QED n/a GBP 0.30 0.01 n/a 2/25/2010Qiagen NV QIA QFW QFO QFB QFV QFD QFH n/a n/a EUR 0.87 0.02 40 2/2/2010MetLife Inc QMA n/a n/a n/a n/a QMD QMH n/a n/a USD 2.83 0.05 n/a 2/2/2010Dassault Systemes SA QO QOU QOQ QOJ QOX QOY QOZ n/a n/a EUR 2.49 0.05 40 2/2/2010Northrop Grumman Corp QOB n/a n/a n/a n/a QOD QOH n/a n/a USD 2.46 0.04 n/a 2/2/2010CVS Caremark Corp QYA n/a n/a n/a n/a QYD QYH n/a n/a USD 2.50 0.05 n/a 2/2/2010Agora SA RA n/a n/a n/a n/a RAD n/a n/a n/a PLN 2.61 0.05 n/a 2/2/2010Rallye SA RAL n/a n/a n/a n/a UJF UJK n/a n/a EUR 1.60 0.03 n/a 2/2/2010Ratos AB RAT n/a n/a n/a n/a RGD RGH n/a n/a SEK 12.65 0.21 n/a 2/2/2010Reckitt Benckiser Group plc RB RGU RGQ RGJ RGX RGY n/a RBK RB GBP 1.60 0.03 30 2/2/2010Royal Bank of Scotland Group RBS RBU RBQ RBJ RBX RBY n/a RBO RBS GBP 0.06 0.01 30 2/2/2010Richter Gedeon Nyrt RC n/a n/a n/a n/a RCD n/a n/a n/a HUF 2205.50 35.65 n/a 2/2/2010Unibail-Rodamco SA - Amsterdam RCE n/a n/a n/a n/a n/a n/a RCE n/a EUR 12.60 0.14 n/a 2/25/2010RCS MediaGroup SpA RCS n/a n/a n/a n/a RXD RXH n/a n/a EUR 0.14 0.01 n/a 2/2/2010Royal Dutch Shell plc A Euro RD RDU RDQ RDJ RDX RDY RDZ RD n/a EUR 0.82 0.02 30 2/25/2010RR Donnelley & Sons Co RDD n/a CFT CFC CFN CFF CFK n/a n/a USD 1.53 0.03 40 2/2/2010Recordati SpA RDT n/a n/a n/a n/a CYD CYH n/a n/a EUR 0.31 0.01 n/a 2/2/2010Redrow RDW n/a n/a n/a n/a n/a n/a RDW n/a GBP 0.28 0.01 n/a 2/2/2010Rexam RE n/a n/a n/a n/a XMY n/a RE n/a GBP 0.16 0.01 n/a 2/2/2010Reed Elsevier plc REI REU REQ REJ REX REY n/a REL REI GBP 0.22 0.01 30 2/2/2010Reed Elsevier NV REN RKU RKQ RKJ RKX RKY RKZ REN n/a EUR 0.40 0.01 40 2/2/2010Repsol YPF SA REP RAU RAQ RAJ RAX RAY RAZ REP n/a EUR 1.35 0.02 40 2/25/2010Red Electrica Corporacion SA RES WVW WVO WVB WVV WVY WVZ n/a n/a EUR 1.42 0.03 40 2/2/2010Eurazeo RF n/a n/a n/a n/a EHD EHH n/a n/a EUR 6.28 0.11 n/a 2/2/2010

ATTACHMENT G





Cash Settled

Physical Settled

Cash Settled

Physical Settled

Future Code

Equity Option

Scanning Range (per

share)



Effective Date

Rhoen Klinikum AG RH n/a n/a n/a n/a RHD RHH n/a n/a EUR 0.94 0.02 n/a 2/2/2010RHI AG RHI WXU WXQ WXJ WXX WXY WXZ n/a n/a EUR 1.60 0.03 40 2/2/2010Pernod-Ricard RI RJU RJQ RJJ RJX RJY RJZ RI n/a EUR 2.39 0.04 40 2/2/2010Applied Materials Inc RIA n/a PPO PPB PPV RID RIH n/a n/a USD 0.95 0.02 n/a 2/2/2010Raiffeisen International Bank-Holding AG RIB WUU WUQ WUJ WUX WUY WUZ n/a n/a EUR 5.91 0.10 40 2/2/2010Rieter Holding AG RIE n/a n/a n/a n/a RQD RQH n/a n/a CHF 25.30 0.41 n/a 2/2/2010Transocean Inc RIG n/a n/a n/a n/a XCY XCZ n/a n/a USD 5.82 0.10 n/a 2/2/2010Research In Motion Ltd RIM n/a WJO WJB WJV WJD WJH n/a n/a USD 9.98 0.17 n/a 2/2/2010Rostelekom RK n/a n/a n/a n/a RKD RKH n/a n/a USD 5.37 0.09 n/a 2/2/2010Realia Business SA RLA n/a n/a n/a n/a n/a UOD UOH n/a EUR 0.15 0.01 n/a 2/2/2010Rheinmetall AG RM n/a n/a n/a n/a RLD RLH n/a n/a EUR 2.95 0.05 n/a 2/2/2010Hermes International RMS HEW HEO HEB HEV HED HEH n/a n/a EUR 4.55 0.08 40 2/2/2010Risanamento SpA RN n/a n/a n/a n/a NAF NAK n/a n/a EUR 0.09 0.01 n/a 2/2/2010Randstad Holding RND RFW RFO RFB RFV RFD RFH n/a n/a EUR 3.15 0.06 40 2/2/2010Redes Energéticas Nacionais S.A RNE NVM NVT NVC NVN NVY NVZ n/a n/a EUR 0.07 0.01 40 2/2/2010Rank Group RNK n/a n/a n/a n/a n/a n/a RNK n/a GBP 0.07 0.01 n/a 2/2/2010Renault SA RNO RNU RNQ RNJ RNX RNY RNZ RNO n/a EUR 3.90 0.07 40 2/2/2010ReynoldsAmerican Inc RNS n/a n/a n/a n/a MFF MFK n/a n/a USD 1.98 0.06 n/a 14/10/2009OJSC OC Rosneft RO ROW ROO ROB ROV ROD ROH n/a n/a USD 0.89 0.02 40 2/2/2010Rockwool International AS ROC n/a n/a n/a n/a UFD UFH n/a n/a DKK 68.00 1.10 n/a 2/2/2010Roche GS ROG ROU ROQ ROJ ROX ROY ROZ ROG n/a CHF 6.20 0.11 40 2/2/2010Rotork ROR n/a n/a n/a n/a n/a n/a ROR n/a GBP 0.54 0.01 n/a 2/2/2010RPS Group RPS n/a n/a n/a n/a n/a n/a RPS n/a GBP 0.16 0.01 n/a 2/2/2010Rolls-Royce Group plc RR RRU RRQ RRJ RRX RRY n/a RRG RR GBP 0.27 0.01 30 2/2/2010Randgold Resources LTD RRS WJM WJT WJC WJN n/a n/a RRS RAR GBP 4.04 0.07 30 2/2/2010Regions Financial Corp RSB n/a BFT BFC BFN RSD RSH n/a n/a USD 0.60 0.01 n/a 2/2/2010Renishaw RSW n/a n/a n/a n/a n/a n/a RSW n/a GBP 0.72 0.02 n/a 2/2/2010Rentokil Initial plc RTO RLU RLQ RLJ RLX RLY n/a RTI RTO GBP 0.08 0.01 30 2/2/2010Rio Tinto plc RTZ RIU RIQ RIJ RIX RIY n/a RIO RTZ GBP 3.28 0.06 30 2/2/2010Swiss Reinsurance RUK RFU RFQ RFJ RFX RFY RFZ RUK n/a CHF 4.80 0.08 40 2/2/2010Reuters Group plc RUT RUU RUQ RUJ RUX RUY n/a RTR RUT GBP 1.20 0.02 30 2/2/2010Rautaruukki RV RVU RVQ RVJ RVX RVY RVZ n/a n/a EUR 1.43 0.03 40 2/2/2010Dominion Resources Inc/VA RVA n/a n/a n/a n/a RVD RVH n/a n/a USD 1.64 0.03 n/a 2/2/2010Automatic Data Processing Inc RWA n/a AYT AYC AYN RWD RWH n/a n/a USD 1.94 0.04 n/a 2/2/2010RWE AG RWE RWU RWQ RWJ RWX RWY RWZ RWE n/a EUR 2.88 0.05 40 2/2/2010RWE AG - PFD RWG n/a n/a n/a n/a FTD FTH n/a n/a EUR 2.61 0.05 n/a 2/2/2010Ryanair Holdings plc RY n/a n/a n/a n/a RYD n/a n/a n/a EUR 0.27 0.01 n/a 2/2/2010Ryanair Holdings plc RYA n/a n/a n/a n/a RPD n/a n/a n/a EUR 0.29 0.01 n/a 2/2/2010RSA Insurance Group RYL RSU RSQ RSJ RSX RSY n/a RSA RYL GBP 0.08 0.01 30 14/10/2009Raytheon Co RZA n/a n/a n/a n/a RZD RZH n/a n/a USD 2.03 0.04 n/a 2/2/2010SABMiller plc SAB APU APQ APJ APX APY n/a SAM SAB GBP 0.81 0.02 30 2/2/2010Safran SA SAF ZAW ZAO ZAB ZAV ZAD ZAH n/a n/a EUR 0.84 0.02 40 2/2/2010Sainsbury (J) SAN SAU SAQ SAJ SAX SAY n/a SBR SAN GBP 0.23 0.01 30 11/26/2009SAP AG SAP SKU SKQ SKJ SKX SKY SKZ SAP n/a EUR 2.17 0.04 40 2/2/2010Saras SpA SAR n/a n/a n/a n/a EOD EOH n/a n/a EUR 0.22 0.01 n/a 2/2/2010Subsea 7 Inc SB n/a n/a n/a n/a SBD SBH n/a n/a NOK 7.50 0.13 n/a 2/2/2010Banco de Sabadell SA SBA TVW TVO TVB TVX TVY TVZ SBA n/a EUR 0.22 0.01 40 2/2/2010Schoeller-Bleckmann Oilfield Equipment AG SBO WZU WZQ WZJ WZX WZY WZZ n/a n/a EUR 3.48 0.06 40 2/2/2010AT&T Inc SBX n/a JTQ JTJ JTX JTY JTZ SBX n/a USD 1.31 0.03 n/a 2/2/2010SCOR SE SC1 YPW YPO YPB YPV YPD YPH n/a n/a EUR 0.75 0.02 40 2/2/2010Scania AB-B SHS SCA SXW SXO SXB SXV SXD SXH n/a n/a SEK 6.88 0.12 40 2/2/2010Standard Chartered plc SCB SCU SCQ SCJ SCX SCY n/a STA SCB GBP 1.36 0.03 40 2/2/2010Banco Santander Central Hispano SA SCH SJU SJQ SJJ SJX SJY SJZ SCH n/a EUR 1.54 0.02 40 2/25/2010Svenska Cellulosa AB ser. B SCL EPU EPQ EPJ EPX EPY EPZ n/a n/a SEK 4.61 0.08 40 2/2/2010Swisscom AG SCM SWU SWQ SWJ SWX SWY SWZ SCM n/a CHF 13.40 0.22 40 2/2/2010Schindler Holding AG SCP n/a n/a n/a n/a ZCD ZCH n/a n/a CHF 4.60 0.08 n/a 2/2/2010G4S plc SCR n/a n/a n/a n/a n/a n/a SCR n/a GBP 0.15 0.01 n/a 11/26/2009Royal Dutch Shell plc B Euro SDB RQU RQQ RQJ RQX RQY RQZ SDB n/a EUR 1.73 0.03 30 2/2/2010K+S AG SDF KDW KDO KDB KDV KDD KDH n/a n/a EUR 3.21 0.06 40 2/2/2010Schroders SDR n/a n/a n/a n/a n/a n/a SDR n/a GBP 0.93 0.02 n/a 2/2/2010Semapa SE n/a n/a n/a n/a SED SEH n/a n/a EUR 0.55 0.01 n/a 2/2/2010Skandinaviska Enskilda Bk AB ser. A SEB QSU QSQ QSJ QSX QSY QSZ n/a n/a SEK 3.96 0.07 40 2/2/2010Securitas AB ser. B SEC QPU QPQ QPJ QPX QPY QPZ n/a n/a SEK 3.63 0.06 40 2/2/2010La Seda de Barcelona SA SEE n/a n/a n/a n/a SDD SDH n/a n/a EUR 0.05 0.01 n/a 2/2/2010Semperit AG Holding SEM n/a n/a n/a n/a UOF UOK n/a n/a EUR 2.28 0.04 n/a 2/2/2010Suez Environnement SA SEN QQW QQO QQB QQV QQD QQH n/a n/a EUR 0.70 0.02 n/a 2/2/2010Sechilienne-Sidec SES n/a n/a n/a n/a WOF WOK n/a n/a EUR 1.73 0.03 n/a 2/2/2010Severn Trent PLC SEV WKM WKT WKC WKN NSY n/a SEV SVT GBP 0.44 0.01 30 2/2/2010Sogefi SpA SF n/a n/a n/a n/a SFD SFH n/a n/a EUR 0.27 0.01 n/a 2/2/2010SKF AB SFB XGU XGQ XGJ XGX XGY XGZ n/a n/a SEK 6.16 0.10 40 2/2/2010Stagecoach Group SGC n/a n/a n/a n/a n/a n/a SGC n/a GBP 0.14 0.01 n/a 14/10/2009Sage Group plc SGE QLU QLQ QLJ QLX QLY n/a SAG SGE GBP 0.12 0.01 30 2/2/2010SGL Carbon SE SGL n/a n/a n/a n/a ZED ZEH n/a n/a EUR 2.62 0.05 n/a 2/2/2010Cie de Saint-Gobain SGO SGU SGQ SGJ SGX SGY SGZ SGO n/a EUR 2.84 0.05 40 2/2/2010Safilo Group SpA SGS n/a n/a n/a n/a NBF NBK n/a n/a EUR 0.08 0.01 n/a 2/2/2010Royal Dutch Shell plc A SHA RZU RZQ RZJ SX RZY n/a SDA SHA GBP 1.07 0.02 30 2/2/2010Svenska Handelsbanken ser. A SHB AQU AQQ AQJ AQX AQY AQZ SHB n/a SEK 11.00 0.18 40 2/2/2010Sears Holdings Corp SHC n/a WRO WRB WRV WRD WRH n/a n/a USD 7.74 0.13 n/a 2/2/2010Shaftesbury SHF n/a n/a n/a n/a n/a n/a SHF n/a GBP 0.36 0.01 n/a 2/2/2010SIG SHI n/a n/a n/a n/a n/a n/a SHI n/a GBP 0.12 0.01 n/a 2/2/2010Royal Dutch Shell plc B SHL SHU SHQ SHJ SHX SHY n/a SHE SHL GBP 1.08 0.02 30 2/2/2010Starwood Hotels & Resorts Worldwide SHO n/a BPT BPC BPN BPF BPK n/a n/a USD 3.55 0.06 40 2/2/2010Shire Pharmaceuticals plc SHP SRU SRQ SRJ SRX SRY n/a SPG SHP GBP 0.68 0.02 40 2/2/2010SunTrust Banks Inc SIA n/a VKO VKB VKV SID SIH n/a n/a USD 1.61 0.03 n/a 2/2/2010Siemens AG SIE SIU SIQ SIJ SIX SIY SIZ SIE n/a EUR 4.48 0.08 40 2/2/2010Sika AG SIK n/a n/a n/a n/a ZGD ZGH n/a n/a CHF 123.20 2.00 n/a 2/2/2010SILIC SIL n/a n/a n/a n/a UMF UMK n/a n/a EUR 5.25 0.09 n/a 2/2/2010Sirius Satellite Radio Ltd SIR n/a WOO WOB WOV WOD WOH n/a n/a USD 0.08 0.01 n/a 2/2/2010St.Ives SIV n/a n/a n/a n/a n/a n/a SIV n/a GBP 0.09 0.01 n/a 2/2/2010SSAB AB SJ SJW SJO SJB SJV SJD SJH n/a n/a SEK 11.00 0.18 40 2/2/2010Skanska AB SKA XFU XFQ XFJ XFX XFY XFZ n/a n/a SEK 7.37 0.12 40 2/2/2010SkyePharma SKP n/a n/a n/a n/a n/a n/a SKP n/a GBP 0.16 0.01 n/a 2/2/2010Standard Life plc SL LFU LFQ LFJ LFX LFY n/a LFE LFI GBP 0.14 0.01 40 2/2/2010SSL International SLI n/a n/a n/a n/a n/a n/a SLI n/a GBP 0.47 0.01 n/a 2/2/2010SEGRO plc SLO n/a n/a n/a n/a XIY n/a SLO n/a GBP 0.32 0.01 n/a 2/2/2010Solaria Energia y Medio Amb SLR n/a n/a n/a n/a n/a ULD ULH n/a EUR 0.36 0.01 n/a 2/2/2010Statoil ASA SLX SQU SQQ SQJ SQX SQY SQZ SLX n/a NOK 5.50 0.09 40 2/2/2010Smurfit Kappa Group PLC SM n/a n/a n/a n/a ZPD n/a n/a n/a EUR 0.87 0.02 n/a 2/2/2010Smith (DS) SMD n/a n/a n/a n/a n/a n/a SMD n/a GBP 0.16 0.01 n/a 2/2/2010STV Group plc SMG n/a n/a n/a n/a n/a n/a SMG n/a GBP 0.09 0.01 n/a 2/2/2010Sampo Oyj SMP FAU FAQ FAJ FAX FAY FAZ n/a n/a EUR 0.79 0.02 40 2/2/2010Smiths Group SMS NWW NWO NWB NWV NWY n/a SMS SMI GBP 0.58 0.01 n/a 2/2/2010Snam Rete Gas SpA SNA n/a CXQ CXJ CXX CXY CXZ SGR n/a EUR 0.13 0.01 40 2/2/2010SONAECOM SGPS SNC n/a n/a n/a n/a SAD SAH n/a n/a EUR 0.10 0.01 n/a 2/2/2010Smith & Nephew plc SNP SNU SNQ SNJ SNX SNY n/a SN SNP GBP 0.27 0.01 30 14/10/2009Sonae Industria SGPS SO n/a n/a n/a n/a SOD SOH n/a n/a EUR 0.23 0.01 n/a 2/2/2010Solvay SA SOB SOU SOQ SOJ SOX SOY SOZ SOB n/a EUR 4.92 0.08 40 2/2/2010Sonae SGPS SA SON OQM OQT OQC OQN OQY OQZ n/a n/a EUR 0.06 0.01 40 2/2/2010SOS Cuetara SA SOS n/a n/a n/a n/a n/a IWD IWH n/a EUR 0.32 0.01 n/a 2/2/2010Spirax-Sarco Engineering SP n/a n/a n/a n/a n/a n/a SP n/a GBP 0.55 0.01 n/a 2/2/2010Spectra Energy Corp SPE n/a n/a n/a n/a MQF MQK n/a n/a USD 0.93 0.02 n/a 2/2/2010Saipem SpA SPM n/a WYQ WYJ WYX WYY WYZ SPM n/a EUR 1.49 0.03 40 2/2/2010Spirent Communications SPT n/a n/a n/a n/a n/a n/a SPT n/a GBP 0.08 0.01 n/a 14/10/2009Swedish Match AB SQ SQW SQO SQB SQV SQD SQH n/a n/a SEK 7.86 0.13 40 2/2/2010Strabag SE SRA n/a n/a n/a n/a UDF UDK n/a n/a EUR 2.04 0.04 n/a 2/2/2010Schroders N/V SRD n/a n/a n/a n/a n/a n/a SRD n/a GBP 0.70 0.02 n/a 2/2/2010Serco Group SRP n/a n/a n/a n/a n/a n/a SRP n/a GBP 0.27 0.01 n/a 2/2/2010Sistema JSFC SS n/a n/a n/a n/a SSD SSH n/a n/a USD 2.19 0.04 n/a 2/2/2010Scottish & Southern Energy SSE SSU SSQ SSJ SSX SSY n/a SCS SSE GBP 0.46 0.01 40 2/2/2010Homeserve SSF n/a n/a n/a n/a n/a n/a SSF n/a GBP 1.19 0.02 n/a 2/2/2010Sanofi-Aventis SSL SFU SFQ SFJ SFX SFY SFZ SSL n/a EUR 2.72 0.05 40 2/2/2010Seadrill Ltd. ST STW STO SSB STV STD STH n/a n/a NOK 9.50 0.16 40 2/2/2010Storebrand ASA STB SUW SUO SUB SUV SUD SUH n/a n/a NOK 4.00 0.07 40 2/2/2010St.James's Place STJ n/a n/a n/a n/a n/a n/a STJ n/a GBP 0.26 0.01 n/a 2/2/2010STMicroelectronics NV STM n/a ARQ ARJ ARX ARY ARZ STM n/a EUR 0.53 0.01 40 2/2/2010Straumann Holding STN n/a n/a n/a n/a TMD TMH n/a n/a CHF 24.10 0.39 n/a 2/2/2010Stora Enso Oyj STX DKU DKQ DKJ DKX DKY DKZ STX n/a EUR 0.36 0.01 40 2/2/2010Schneider Electric SA SU SUU SUQ SUJ SUX SUY SUZ SU n/a EUR 4.29 0.07 40 2/2/2010Suedzucker AG SUE n/a n/a n/a n/a XLY XLZ n/a n/a EUR 1.01 0.02 n/a 2/2/2010Sulzer AG SUL YVU YVQ YVJ YVX YVY YVZ n/a n/a CHF 6.50 0.11 40 2/2/2010

ATTACHMENT G





Cash Settled

Physical Settled

Cash Settled

Physical Settled

Future Code

Equity Option

Scanning Range (per

share)



Effective Date

OAO Severstal SV n/a n/a n/a n/a SVD SVH n/a n/a USD 1.27 0.03 n/a 2/2/2010Sandvik AB SVK DHU DHQ DHJ DHX DHY DHZ n/a n/a SEK 5.45 0.09 40 2/2/2010Solarworld AG SW AUW AUO AUB AUV SWD SWH n/a n/a EUR 1.58 0.03 40 2/2/2010Sodexho SA SWA XEU XEQ XEJ XEX XEY XEZ SWA n/a EUR 2.18 0.04 40 2/2/2010Sanoma Corporation SWS n/a n/a n/a n/a ZBD ZBH n/a n/a EUR 1.26 0.03 n/a 2/2/2010Swatch Group AG - N SWT UIU UIQ UIJ UIX UIY UIZ n/a n/a CHF 3.60 0.06 40 2/2/2010Spectris SXS n/a n/a n/a n/a n/a n/a SXS n/a GBP 0.44 0.01 n/a 2/2/2010Sydbank A/S SYB n/a n/a n/a n/a ZJD ZJH n/a n/a DKK 9.00 0.15 n/a 2/2/2010Symrise AG SYI n/a n/a n/a n/a UJD UJH n/a n/a EUR 1.29 0.03 n/a 2/2/2010Stryker Corporation SYK n/a STT SYC SNN SYD SYH n/a n/a USD 3.42 0.06 40 2/2/2010Syngenta AG SYN CUU CUQ CUJ CUX CUY CUZ n/a n/a CHF 20.80 0.34 40 2/2/2010Synthes Inc SYT SYU SYQ SYJ SYX SYY SYZ n/a n/a CHF 6.10 0.10 40 2/2/2010Sacyr Vallehermoso SA SYV VYW VYO VYB VYV VYY VYZ n/a n/a EUR 0.89 0.02 40 2/2/2010Stada Arzneimittel AG SZ SZW SZO SZB SZV SZD SZH n/a n/a EUR 2.51 0.05 40 2/2/2010Salzgitter AG SZG YJU YJQ YJJ YJX YJY YJZ n/a n/a EUR 5.03 0.09 40 2/2/2010Target Corp TAA n/a TAO TAF TAV TAD TAH n/a n/a USD 2.51 0.05 n/a 2/2/2010British American Tobacco plc TAB TBU TBQ TBJ TBX TBY n/a BAT TAB GBP 0.72 0.02 30 2/2/2010Telekom Austria AG TAG TRU TRQ TRJ TRX TRY TRZ n/a n/a EUR 0.97 0.02 40 2/2/2010Tate & Lyle TAL OTU OTQ OTJ OTX OTY n/a TAL TAT GBP 0.34 0.01 40 2/2/2010Erste Group Bank AG TB n/a n/a n/a n/a TBD n/a n/a n/a CZK 97.58 2.96 n/a 2/2/2010Thomas Cook Group PLC TCG n/a n/a n/a n/a TGD n/a n/a n/a GBP 0.17 1.15 n/a 2/2/2010Tesco plc TCO TCU TCQ TCJ TCX TCY n/a TSC TCO GBP 0.22 0.52 40 2/2/2010Tecnicas Reunidas SA TCR n/a n/a n/a n/a n/a WWD WWH n/a EUR 3.77 0.07 n/a 2/2/2010Tod's SPA TDS n/a n/a n/a n/a QJD QJH n/a n/a EUR 3.80 0.07 n/a 2/2/2010Telefonica O2 Czech Rep TE n/a n/a n/a n/a TED n/a n/a n/a CZK 37.72 1.15 n/a 2/2/2010Technip SA TEC TDW TDO TDB TDV TDD TDH n/a n/a EUR 3.91 0.07 40 2/2/2010Telefonica SA TEF TEU TEQ TEJ TEX TEY TEZ TEF n/a EUR 0.94 0.02 40 2/2/2010Bank of Greece TEL n/a n/a n/a n/a BGD BGH n/a n/a EUR 5.31 0.09 n/a 2/2/2010Tenaris SA TEN n/a XUQ XUJ XUX XUY XUZ n/a n/a EUR 1.23 0.02 40 2/2/2010Terra Nitrogen Co LP TER n/a n/a n/a n/a MOF MOK n/a n/a USD 1.01 0.02 n/a 2/2/2010Societe Television Francaise 1 TFI TFU TFQ TFJ TFX TFY TFZ TFI n/a EUR 1.14 0.02 40 2/2/2010TGS Nopec GeoPhys Company ASA TGS n/a n/a n/a n/a TND TNH n/a n/a NOK 8.50 0.14 n/a 2/2/2010Trygvesta AS TGV n/a n/a n/a n/a TYF TYK n/a n/a DKK 24.00 0.38 n/a 3/11/2010Thompson Reuters Corp THO n/a n/a n/a n/a FOF FOK n/a n/a USD 1.97 0.04 n/a 2/2/2010Telecom Italia SpA TI n/a TJQ TJJ TJX TJY TJZ TI n/a EUR 0.08 0.01 40 14/10/2009Telecom Italia SpA (Savings) TIR n/a TNQ TNJ TNX TNY TNZ TIR n/a EUR 0.06 0.01 40 14/10/2009ThyssenKrupp AG TKA TKU TKQ TKJ TKX TKY TKZ TKA n/a EUR 2.19 0.04 40 2/2/2010Allstate Corp/The TKB n/a n/a n/a n/a TKD TKH n/a n/a USD 2.03 0.04 n/a 2/2/2010Travelers Cos Inc/The TLA n/a n/a n/a n/a TLD TLH n/a n/a USD 2.99 0.05 n/a 2/2/2010TeliaSonera AB TLI TLU TLQ TLJ TLX TLY TLZ TLI n/a SEK 2.99 0.05 40 2/2/2010Telenor ASA TLR TQU TQQ TQJ TQX TQY TQZ n/a n/a NOK 5.00 0.09 40 2/2/2010Tele2 AB ser. B TLT TSU TSQ TSJ TSX TSY TSZ n/a n/a SEK 8.55 0.14 40 2/2/2010Tullow Oil TLW TXW TXO TXB TXV n/a n/a TLW TLO GBP 1.04 0.02 n/a 2/2/2010Tomkins TMK TWU TWQ TWJ TWX TWY n/a TOM TMK GBP 0.15 0.01 30 14/10/2009Thomson TMS TMU TMQ TMJ TMX TMY TMZ n/a n/a EUR 0.18 0.01 40 2/2/2010Trinity Mirror TNI n/a n/a n/a n/a n/a n/a TNI n/a GBP 0.21 0.01 n/a 2/2/2010Topdanmark A/S TOP n/a n/a n/a n/a THD THH n/a n/a DKK 32.00 0.52 n/a 2/2/2010Telekomunikacja Polska SA TP n/a n/a n/a n/a TPD n/a n/a n/a PLN 1.39 0.03 n/a 2/2/2010TNT NV TPG TPU TPQ TPJ TPX TPY TPZ TPG n/a EUR 1.26 0.03 40 2/2/2010Travis Perkins TPK n/a n/a n/a n/a n/a n/a TPK n/a GBP 0.82 0.02 n/a 2/2/2010Tandberg ASA TQ TQW TQO TQB TQV TQD TQH n/a n/a NOK 13.00 0.22 40 2/2/2010State Street Corp TRA n/a n/a n/a n/a TRD TRH n/a n/a USD 4.12 0.07 n/a 2/2/2010Trelleborg AB TRE TJW TJO TJB TJV TJD TJH n/a n/a SEK 5.26 0.09 40 2/2/2010Tubos Reunidos SA TRG n/a n/a n/a n/a n/a IRD IRH n/a EUR 0.20 0.01 n/a 2/2/2010TERNA - Trasmissione Elettricita Rete Nazionale SpA TRN n/a XVQ XVJ XVX XVY XVZ TRN n/a EUR 0.08 0.01 40 2/2/2010Tomra Systems ASA TSA TOW TOO TOB TOV TOD TOH n/a n/a NOK 2.50 0.05 40 2/2/2010Lloyds Banking Group plc TSB LLU LLQ LLJ LLX LLY n/a LLO TSB GBP 0.15 0.01 40 2/2/2010Total System Services Inc TSS n/a BBT BBC BBN BBF BBK n/a n/a USD 1.08 0.02 40 2/2/2010TomTom NV TTM XWU XWQ XWJ XWX XWY XWZ n/a n/a EUR 1.41 0.03 40 2/2/2010TUI AG TUI TUU TUQ TUJ TUX TUY TUZ n/a n/a EUR 0.79 0.02 40 2/2/2010TVN SA TVV n/a n/a n/a n/a TVD n/a n/a n/a PLN 1.16 0.02 n/a 2/2/2010Taylor Woodrow TWO TYW TYO TYB TYV n/a n/a TWO TWP GBP 0.05 0.01 n/a 2/2/2010Seat Pagine Gialle SpA TX n/a TXQ TXJ TXX TXY TXZ n/a n/a EUR 0.03 0.01 40 14/10/2009Texas Instruments Inc TXA n/a n/a n/a n/a TXD TXH n/a n/a USD 1.75 0.03 n/a 2/2/2010Titan Cement Co SA TY n/a n/a n/a n/a TYY TYZ n/a n/a EUR 2.86 0.05 n/a 2/2/2010Tyco International Ltd TYA n/a n/a n/a n/a TYD TYH n/a n/a USD 1.86 0.04 n/a 2/2/2010Aflac Inc TZA n/a n/a n/a n/a TZD TZH n/a n/a USD 3.11 0.06 n/a 2/2/2010United Business Media ltd UBM n/a n/a n/a n/a n/a n/a UBM n/a GBP 0.26 0.01 n/a 2/2/2010UBS AG UBS UBU UBQ UBJ UBX UBY UBZ UBS n/a CHF 1.20 0.02 40 2/2/2010Unicredit SPA UC n/a UCQ UCJ UCX UCY UCZ UC n/a EUR 0.20 0.01 40 2/2/2010Union Pacific Corp UCA n/a n/a n/a n/a UCD UCH n/a n/a USD 5.93 0.10 n/a 2/2/2010UCB SA UCB UEU UEQ UEJ UEX UEY UEZ n/a n/a EUR 1.53 0.03 40 2/2/2010Peugeot SA UG UGU UGQ UGJ UGX UGY UGZ UG n/a EUR 1.75 0.03 40 2/2/2010Swatch Group AG (Bearer Shs) UHR n/a n/a n/a n/a ZID ZIH n/a n/a CHF 21.20 0.35 n/a 2/2/2010United Internet AG UI UIW UIO UIB UIV UID UIH n/a n/a EUR 0.97 0.02 40 2/2/2010Unibail UL UFU UFQ UFJ UFX UFY UFZ n/a n/a EUR 12.60 0.14 40 2/25/2010Ultra Electronics Holdings ULE n/a n/a n/a n/a n/a n/a ULE n/a GBP 0.61 0.01 n/a 2/2/2010Unilever plc ULV ULU ULQ ULJ ULX ULY n/a ULR ULV GBP 1.02 0.02 30 2/2/2010Umicore UMI UMU UMQ UMJ UMX UMY UMZ n/a n/a EUR 1.56 0.03 40 2/2/2010Unilever NV UNA UNU UNQ UNJ UNX UNY UNZ UNA n/a EUR 1.67 0.02 30 2/25/2010United Parcel Service Inc UNB n/a n/a n/a n/a UND UPH n/a n/a USD 2.28 0.04 n/a 2/2/2010United Health Group Inc UNH n/a UYT UYC UYN UYY UYZ n/a n/a USD 2.01 0.04 40 2/2/2010Unipol Gruppo Finanziario SpA UNI n/a n/a n/a n/a UAD UAH n/a n/a EUR 0.06 0.01 n/a 2/2/2010Unipol Gruppo Finanziario SpA UNL n/a n/a n/a n/a UVD UVH n/a n/a EUR 0.09 0.01 n/a 2/2/2010Unipetrol UP n/a n/a n/a n/a UPD n/a n/a n/a CZK 16.93 0.52 n/a 2/2/2010UPM-Kymmene Oyj UPX UAU UAQ UAJ UAX UAY UAZ UPX n/a EUR 1.00 0.02 40 2/2/2010UNIQA Versicherungen AG UQA XYU XYQ XYJ XYX XYY XYZ n/a n/a EUR 1.03 0.02 40 2/2/2010US Bancorp USA n/a BST BSC BSN USD USH n/a n/a USD 1.67 0.03 n/a 2/2/2010United Technologies Corp UTX n/a n/a n/a n/a UTY UTZ n/a n/a USD 2.71 0.05 n/a 2/2/2010United Utilities plc UUL UUU UUQ UUJ UUX UUY n/a UU UUL GBP 0.20 0.01 40 2/2/2010Bulgari SpA UV n/a UVQ UVJ UVX UVY UVZ BUL n/a EUR 0.60 0.01 40 2/2/2010OC Oerlikon Corp AG UXA UXU UXQ UXJ UXX UXY UXZ n/a n/a CHF 8.00 0.13 40 2/2/2010Apache Corp UYA n/a n/a n/a n/a UYD UYH n/a n/a USD 7.58 0.13 n/a 2/2/2010Deere & Co VBA n/a n/a n/a n/a VBD VBH n/a n/a USD 3.85 0.07 n/a 2/2/2010Wacker Chemie AG VC n/a n/a n/a n/a VCD VCH n/a n/a EUR 11.47 0.19 n/a 2/2/2010Victrex VCT n/a n/a n/a n/a n/a n/a VCT n/a GBP 0.60 0.01 n/a 2/2/2010Vedanta Resources PLC VED VVW VVO VVB VVV VVY n/a n/a VRS GBP 2.34 0.04 n/a 2/2/2010Verbund (Osterreichische Elektrizitatswirtschafts) AG VER XZU XZQ XZJ XZX XZY XZZ n/a n/a EUR 1.97 0.04 40 2/2/2010Vertex Pharmaceuticals Inc VEX n/a ENT ENC ENN ENF ENK n/a n/a USD 4.02 0.07 40 2/2/2010Pitney Bowes Inc VF n/a VFO VFB VFV VFD VFH n/a n/a USD 1.26 0.03 40 2/2/2010Hershey Co/The VG n/a VGO VGB VGV VGD VGH n/a n/a USD 2.30 0.04 40 2/2/2010Mattel Inc VH n/a VHO VHB VHV VHD VHH n/a n/a USD 1.45 0.03 40 2/2/2010Veolia Environnement VIE VIU VIQ VIJ VIX VIY VIZ n/a n/a EUR 1.37 0.03 40 2/2/2010Vivendi SA VIV EXU EXQ EXJ EXX EXY EXZ VIV n/a EUR 1.15 0.02 40 2/2/2010Viohalco VJ n/a n/a n/a n/a VJY VJZ n/a n/a EUR 0.47 0.01 n/a 2/2/2010Vallourec SA VK OZU OZQ OZJ OZX OZY OZZ n/a n/a EUR 7.59 0.13 40 2/2/2010Volvo AB - B shares VLV VCU VCQ VCJ VCX VCY VCZ n/a n/a SEK 4.30 0.07 40 2/2/2010Van Der Moolen Holding VM VMU VMQ VMJ VMX VMY VMZ n/a n/a EUR 0.03 0.01 40 2/25/2010Vocento SA VOC n/a n/a n/a n/a n/a IFD IFH n/a EUR 0.46 0.01 n/a 2/2/2010Vodafone Group plc VOD VOU VOQ VOJ VOX VOY n/a VOF VOD GBP 0.07 0.01 30 2/2/2010Voestalpine AG VOE YCU YCQ YCJ YCX YCY YCZ n/a n/a EUR 2.88 0.05 40 2/2/2010Volkswagen AG VOW VBU VBQ VBJ VBX VBY VBZ VOW n/a EUR 8.77 0.15 40 2/2/2010Valero Energy Corp VQA n/a n/a n/a n/a VQD VQH n/a n/a USD 1.50 0.03 n/a 2/2/2010Vossloh AG VS n/a n/a n/a n/a VSD VSH n/a n/a EUR 7.02 0.12 n/a 2/2/2010Clariant N VTC VTU VTQ VTJ VTX VTY VTZ n/a n/a CHF 1.30 0.03 40 2/2/2010VT Group VTG n/a n/a n/a n/a n/a n/a VTG n/a GBP 0.29 0.01 n/a 2/2/2010Valiant Holding VTN n/a n/a n/a n/a VTD VTH n/a n/a CHF 1.50 0.03 n/a 2/2/2010Barco NV VU VUU VUQ VUJ VUX VUY VUZ n/a n/a EUR 2.93 0.05 40 2/2/2010Chubb Corp VVA n/a n/a n/a n/a VVD VVH n/a n/a USD 2.52 0.05 n/a 2/2/2010Vestas Wind Systems A/S VW VWW VWO VWB VWV VWD VWH n/a n/a DKK 30.50 0.50 40 2/2/2010Volkswagen AG - PFD VWG n/a n/a n/a n/a FQD FQH n/a n/a EUR 10.53 0.18 n/a 2/2/2010Marathon Oil Corp VYA n/a n/a n/a n/a VYD VYH n/a n/a USD 2.37 0.04 n/a 2/2/2010

Emerson Electric Co VZA n/a n/a n/a n/a VZD VZH n/a n/a USD 2.41 0.04 n/a 2/2/2010

Verizon Communications VZX n/a n/a n/a n/a VPY VPZ n/a n/a USD 1.43 0.03 n/a 2/2/2010Wavin NV WAV WAW WAO WAB WAN WAF WAK n/a n/a EUR 0.11 0.01 n/a 3/2/2010

Swiss Life Holding WDA WDU WDQ WDJ WDX WDY WDZ n/a n/a CHF 11.20 0.19 40 2/2/2010

Weir Group WEI n/a n/a n/a n/a n/a n/a WEI n/a GBP 0.48 0.01 n/a 2/2/2010

Wells Fargo & Co WFC n/a WEQ WEJ WEX WEY WEZ n/a n/a USD 2.49 0.05 n/a 2/2/2010Wood Group (John) WG n/a n/a n/a n/a n/a n/a WG n/a GBP 0.26 0.01 n/a 2/2/2010

Walgreen Co WGA n/a n/a n/a n/a WGD WGH n/a n/a USD 2.89 0.05 n/a 2/2/2010

ATTACHMENT G





Cash Settled

Physical Settled

Cash Settled

Physical Settled

Future Code

Equity Option

Scanning Range (per

share)



Effective Date

SGS Surveillance Holding WGS WGU WGQ WGJ WGX WGY WGZ n/a n/a CHF 70.80 1.15 40 2/2/2010Wereldhave NV WHA WFW WFO WFB WFV WFD WFH n/a n/a EUR 3.99 0.07 40 2/2/2010

William Hill plc WHL WAU WAQ WAJ WAX WAY n/a n/a WHL GBP 0.18 0.01 30 14/10/2009

WHSmith News plc WHS n/a n/a n/a n/a n/a n/a WHS n/a GBP 0.34 0.01 n/a 11/26/2009

Wienerberger AG WIE YGU YGQ YGJ YGX YGY YGZ n/a n/a EUR 1.71 0.03 40 2/2/2010William Demant Holding WIH n/a n/a n/a n/a WUD WUH n/a n/a DKK 22.00 0.36 n/a 2/2/2010

Wincor Nixdorf AG WIN n/a n/a n/a n/a WHD WHH n/a n/a EUR 4.17 0.07 n/a 2/2/2010

Wolters Kluwer NV WLS WKU WKQ WKJ WKX WKY WKZ WLS n/a EUR 0.89 0.02 40 2/2/2010Wal-Mart Stores WMT n/a WFQ WFJ WFX WFY WFZ WMX n/a USD 1.93 0.04 n/a 2/2/2010

Marston's plc WOL n/a n/a n/a n/a n/a n/a WOL n/a GBP 0.08 0.01 n/a 2/2/2010

Wolseley WOS WLU WLQ WLJ WLX WLY n/a WOS WSY GBP 1.43 0.03 40 2/2/2010

WPP plc WPP WPU WPQ WPJ WPX WPY n/a WPG WPP GBP 0.35 0.01 30 2/2/2010Walt Disney Co/The WQA n/a n/a n/a n/a WQD WQH n/a n/a USD 1.97 0.04 n/a 2/2/2010

Warsila OYJ WRT n/a n/a n/a n/a WAD WAH n/a n/a EUR 2.15 0.04 n/a 2/2/2010

Wiener Staedtische Allgemeine Versicherung AG WST YFU YFQ YFJ YFX YFY YFZ n/a n/a EUR 3.63 0.06 40 2/2/2010

Whitbread plc WTB WTU WTQ WTJ WTX WTY n/a WBD WTB GBP 0.99 0.02 30 2/2/2010Exelon Corp XCA n/a n/a n/a n/a XCD XCH n/a n/a USD 1.73 0.03 n/a 2/2/2010

STMicroelectronics Paris XK XKU XKQ XKJ XKX XKY XKZ n/a n/a EUR 0.54 0.01 40 2/2/2010

XL Capital Ltd XLC n/a AEO AEB AEV AEF AEK n/a n/a USD 1.62 0.03 40 2/2/2010XTO Energy Inc XMA n/a n/a n/a n/a XMD XMH n/a n/a USD 5.63 0.10 n/a 2/2/2010

Exxon Mobil Corporation XOM n/a OMQ OMJ OMX OMY OMZ XOX n/a USD 4.02 0.07 n/a 2/2/2010

Praxair Inc XPA n/a n/a n/a n/a XPD XPH n/a n/a USD 4.60 0.08 n/a 2/2/2010

Keycorp XR n/a XRO XRB XRV XRD XRH n/a n/a USD 0.68 0.02 40 2/2/2010Sprint Nextel Corp XSA n/a XSO XSB XSV XSD XSH n/a n/a USD 0.57 0.01 n/a 2/2/2010

Xstrata XTA XRU XRQ XRJ XRX XRY n/a XTA XST GBP 1.24 0.03 40 2/2/2010

Baxter International Inc XTB n/a XTT XTC XTN XTD XTH n/a n/a USD 3.26 0.06 40 2/2/2010

American Express Co XVA n/a n/a n/a n/a XVD XVH n/a n/a USD 2.14 0.04 n/a 2/2/2010Alcoa Inc XXA n/a XXO XXB XXV XXD XXH n/a n/a USD 1.49 0.03 n/a 2/2/2010

Yara International ASA YA YAW YAO YAB YAV YAD YAH n/a n/a NOK 22.50 0.37 40 2/2/2010

Yell Group YEL n/a n/a n/a n/a YLY n/a YEL n/a GBP 0.09 0.01 n/a 2/2/2010Yahoo Inc YHO n/a YYQ YYJ YYX YYY YYZ n/a n/a USD 0.98 0.02 n/a 2/2/2010

YIT OYJ YIT n/a n/a n/a n/a YID YIH n/a n/a EUR 1.27 0.03 n/a 2/2/2010

Bank of New York Mellon Corp/The YMA n/a XGO XGB XGV YMD YMH n/a n/a USD 1.98 0.04 n/a 2/2/2010

General Dynamics Corp YNA n/a n/a n/a n/a YND YNH n/a n/a USD 3.41 0.06 n/a 2/2/2010

INTER-CONTRACT SPREAD CREDITS/CHARGES FOR UNIVERSAL STOCK FUTURESAutomobiles

Priority Contract/Spread Delta Ratio17 Bayerische Motoren Werke AG : Renault SA BMW - RNO 1:1 1 65 2-Feb-1090 Volkswagen AG - PFD : Porsche Automobil Holding SE VWG - POR 4:5 1 50 2-Feb-1091 Renault SA : Volkswagen AG - PFD RNO - VWG 2:1 1 50 2-Feb-10

119 Renault SA : Porsche Automobil Holding SE RNO - POR 10:7 1 45 2-Feb-10120 Bayerische Motoren Werke AG : Volkswagen AG - PFD BMW - VWG 2:1 1 45 2-Feb-10146 Bayerische Motoren Werke AG : Porsche Automobil Holding SE BMW - POR 5:3 1 40 2-Feb-10147 Volkswagen AG - PFD : Fiat SpA VWG - FIA 5:6 1 40 2-Feb-10207 Renault SA : Fiat SpA RNO - FIA 10:3 1 30 2-Feb-10229 Bayerische Motoren Werke AG : Fiat SpA BMW - FIA 24:7 1 25 2-Feb-10

Banks16 Deutsche Bank AG : Banco Santander Central Hispano SA DBK - SCH 1:5 1 65 2-Feb-1056 Barclays plc : HSBC Holdings plc BBL - HSB 2:1 1 55 2-Feb-1057 Commerzbank AG : Banco Santander Central Hispano SA CBK - SCH 13:8 1 55 2-Feb-1085 Deutsche Bank AG : HSBC Holdings plc DBK - HSB 10:7 1 50 2-Feb-1086 Deutsche Bank AG : Royal Bank of Scotland Group DBK - RBS 3:35 1 50 2-Feb-1087 Royal Bank of Scotland Group : Lloyds TSB Group plc RBS - TSB 2:1 1 50 2-Feb-1088 Banco Santander Central Hispano SA : Lloyds TSB Group plc SCH - TSB 5:4 1 50 2-Feb-10

116 Barclays plc : UBS Bank BBL - UBS 1:2 1 45 2-Feb-10117 Barclays plc : Deutsche Bank AG BBL - DBK 3:2 1 45 2-Feb-10118 Banco Santander Central Hispano SA : UBS Bank SCH - UBS 5:3 1 45 2-Feb-10141 Barclays plc : Commerzbank AG BBL - CBK 5:1 1 40 2-Feb-10142 Barclays plc : Banco Santander Central Hispano SA BBL - SCH 3:10 1 40 2-Feb-10143 Deutsche Bank AG : Lloyds TSB Group plc DBK - TSB 6:1 1 40 2-Feb-10144 Deutsche Bank AG : UBS Bank DBK - UBS 3:10 1 40 2-Feb-10174 Commerzbank AG : Deutsche Bank AG CBK - DBK 7:52 1 35 2-Feb-10175 Commerzbank AG : Lloyds TSB Group plc CBK - TSB 5:4 1 35 2-Feb-10176 HSBC Holdings plc : Royal Bank of Scotland Group HSB - RBS 1:16 1 35 2-Feb-10177 HSBC Holdings plc : Banco Santander Central Hispano SA HSB - SCH 9:56 1 35 2-Feb-10204 HSBC Holdings plc : Lloyds TSB Group plc HSB - TSB 6:1 1 30 2-Feb-10205 HSBC Holdings plc : UBS Bank HSB - UBS 1:4 1 30 2-Feb-10206 Royal Bank of Scotland Group : Banco Santander Central Hispano SA RBS - SCH 2:5 1 30 2-Feb-10225 Barclays plc : Royal Bank of Scotland Group BBL - RBS 7:1 1 25 2-Feb-10226 Barclays plc : Lloyds TSB Group plc BBL - TSB 4:1 1 25 2-Feb-10227 Commerzbank AG : HSBC Holdings plc CBK - HSB 10:1 1 25 2-Feb-10228 Commerzbank AG : UBS Bank CBK - UBS 5:2 1 25 2-Feb-10254 Commerzbank AG : Royal Bank of Scotland Group CBK - RBS 3:5 1 20 2-Feb-10255 Royal Bank of Scotland Group : UBS Bank RBS - UBS 1:4 1 20 2-Feb-10256 Lloyds TSB Group plc : UBS Bank TSB - UBS 1:2 1 20 2-Feb-10

Brewers51 Heineken NV : InBev NV HEI - INB 1:1 1 60 2-Feb-10

Broadcasting & Entertainment103 British Sky Broadcasting plc : ITV plc BSK - GME 1:9 1 50 2-Feb-10

Commodity Chemicals14 BASF AG : Air Liquide BAS - AI 2:1 1 70 2-Feb-10

Electicity161 Électricité de France : Schneider Electric SA EDF - SU 2:1 1 40 2-Feb-10193 Iberdrola SA : International Power IBE - IPR 1:4 1 35 2-Feb-10104 Iberdrola SA : Schneider Electric SA IBE - SU 11:1 1 50 2-Feb-10194 Schneider Electric SA : International Power SU - IPR 2:5 1 35 2-Feb-10246 Électricité de France : International Power EDF - IPR 7:10 1 25 2-Feb-10

Defense138 BAE Systems plc : Thales SA AER - HO 1:1 1 45 2-Feb-10

Food Products38 Nestle SA : Groupe Danone NES - BN 7:8 1 60 2-Feb-1039 Nestle SA : Associated British Foods NES - ABF 5:3 1 60 2-Feb-1054 Nestle SA : Cadbury plc NES - CAB 5:3 1 55 2-Feb-1073 Groupe Danone : Cadbury plc BN - CAB 9:5 1 55 2-Feb-1074 Groupe Danone : Associated British Foods BN - ABF 2:1 1 55 2-Feb-10

162 Cadbury plc : Associated British Foods CAB - ABF 10:9 1 40 2-Feb-10Food Retailers & Wholesalers

32 Tesco plc : Sainsbury (J) TCO - SAN 4:5 1 60 2-Feb-1033 Tesco plc : Morrison WM Supermarkets plc TCO - MRW 7:10 1 60 2-Feb-1053 Tesco plc : Marks & Spencer Group plc TCO - M+S 9:10 1 55 2-Feb-1061 Sainsbury (J) : Morrison WM Supermarkets plc SAN - MRW 4:5 1 55 2-Feb-1062 Carrefour SA : Delhaize Group CA - DEL 5:3 1 55 2-Feb-1063 Carrefour SA : Casino Guichard Perrachon SA CA - CO 12:7 1 55 2-Feb-1064 Delhaize Group : Casino Guichard Perrachon SA DEL - CO 10:9 1 55 2-Feb-1092 Koninklijke Ahold NV : Morrison WM Supermarkets plc AHL - MRW 3:10 1 50 2-Feb-10

121 Tesco plc : Koninklijke Ahold NV TCO - AHL 4:1 1 45 2-Feb-10122 Sainsbury (J) : Marks & Spencer Group plc SAN - M+S 10:9 1 45 2-Feb-10148 Morrison WM Supermarkets plc : Delhaize Group MRW - DEL 5:3 1 40 2-Feb-10149 Tesco plc : Delhaize Group TCO - DEL 5:4 1 40 2-Feb-10150 Sainsbury (J) : Delhaize Group SAN - DEL 10:7 1 40 2-Feb-10151 Marks & Spencer Group plc : Delhaize Group M+S - DEL 10:7 1 40 2-Feb-10182 Sainsbury (J) : Koninklijke Ahold NV SAN - AHL 10:3 1 35 2-Feb-10183 Koninklijke Ahold NV : Delhaize Group AHL - DEL 1:5 1 35 2-Feb-10184 Carrefour SA : Morrison WM Supermarkets plc CA - MRW 9:10 1 35 2-Feb-10208 Marks & Spencer Group plc : Koninklijke Ahold NV M+S - AHL 5:1 1 30 2-Feb-10209 Marks & Spencer Group plc : Casino Guichard Perrachon SA M+S - CO 10:7 1 30 2-Feb-10210 Sainsbury (J) : Carrefour SA SAN - CA 1:1 1 30 2-Feb-10230 Marks & Spencer Group plc : Morrison WM Supermarkets plc M+S - MRW 4:5 1 25 2-Feb-10231 Morrison WM Supermarkets plc : Casino Guichard Perrachon SA MRW - CO 2:1 1 25 2-Feb-10

Contract Codes

Credit Method

% Credit (per leg)

Date Effective From

232 Tesco plc : Carrefour SA TCO - CA 4:5 1 25 2-Feb-10233 Tesco plc : Casino Guichard Perrachon SA TCO - CO 10:7 1 25 2-Feb-10234 Marks & Spencer Group plc : Carrefour SA M+S - CA 9:10 1 25 2-Feb-10257 Koninklijke Ahold NV : Carrefour SA AHL - CA 3:10 1 20 2-Feb-10258 Sainsbury (J) : Casino Guichard Perrachon SA SAN - CO 5:3 1 20 2-Feb-10

Gambling8 Ladbrokes : William Hill plc LDB - WHL 10:9 1 70 2-Feb-10

Gas Distribution60 GDF Suez : Gas Natural SDG SA GD - GAS 1:2 1 55 2-Feb-10

General Mining2 BHP Billiton plc : Rio Tinto plc BLT - RTZ 5:3 1 80 2-Feb-103 BHP Billiton plc : Anglo American plc BLT - AHA 5:4 1 80 2-Feb-104 Rio Tinto plc : Anglo American plc RTZ - AHA 4:5 1 80 2-Feb-109 Kazakhmys plc : Eurasian Natural Resources KA - EUN 5:4 1 70 2-Feb-10

18 Antofagasta : Kazakhmys plc ANT - KA 7:10 1 65 2-Feb-1019 Antofagasta : Eurasian Natural Resources ANT - EUN 10:9 1 65 2-Feb-1029 MMC Norilsk Nickel : Xstrata MNN - XTA 15:2 1 65 2-Feb-10

Life Insurance20 ING Groep NV : Aggreko ING - AGN 5:9 1 65 2-Feb-1021 Prudential plc : Aviva plc PRU - CUA 7:10 1 65 2-Feb-1022 Legal & General Group plc : Old Mutual LGE - OML 7:10 1 65 2-Feb-1023 AXA SA : Assicurazioni Generali SpA AXA - GEN 10:9 1 65 2-Feb-1096 Aggreko : Old Mutual AGN - OML 1:2 1 50 2-Feb-1097 Prudential plc : CNP Assurances PRU - CNP 5:4 1 50 2-Feb-1098 Aggreko : CNP Assurances AGN - CNP 40:3 1 50 2-Feb-10

125 ING Groep NV : CNP Assurances ING - CNP 5:37 1 45 2-Feb-10126 Old Mutual : CNP Assurances OML - CNP 20:3 1 45 2-Feb-10127 Aviva plc : CNP Assurances CUA - CNP 5:3 1 45 2-Feb-10128 Allianz AG : Swiss Reinsurance ALV - RUK 3:5 1 45 2-Feb-10129 RSA Insurance Group : Swiss Reinsurance RYL - RUK 10:3 1 45 2-Feb-10154 Aggreko : Legal & General Group plc AGN - LGE 10:7 1 40 2-Feb-10155 Prudential plc : Legal & General Group plc PRU - LGE 37:5 1 40 2-Feb-10157 AXA SA : Swiss Reinsurance AXA - RUK 5:2 1 40 2-Feb-10187 ING Groep NV : Legal & General Group plc ING - LGE 4:5 1 35 2-Feb-10188 ING Groep NV : Old Mutual ING - OML 9:10 1 35 2-Feb-10189 Legal & General Group plc : CNP Assurances LGE - CNP 1:9 1 35 2-Feb-10190 AXA SA : RSA Insurance Group AXA - RYL 4:5 1 35 2-Feb-10215 Allianz AG : RSA Insurance Group ALV - RYL 2:13 1 30 2-Feb-10216 RSA Insurance Group : Assicurazioni Generali SpA RYL - GEN 10:7 1 30 2-Feb-10239 AXA SA : Muenchener Rueckversicherungs AG AXA - MUV 1:5 1 25 2-Feb-10240 Muenchener Rueckversicherungs AG : RSA Insurance Group MUV - RYL 17:2 1 25 2-Feb-10241 Muenchener Rueckversicherungs AG : Assicurazioni Generali SpA MUV - GEN 6:1 1 25 2-Feb-10252 Aviva plc : Legal & General Group plc CUA - LGE 31:6 1 25 2-Feb-10

Non Life Insurance10 Swiss Reinsurance : Assicurazioni Generali SpA RUK - GEN 2:5 1 70 2-Feb-1035 Allianz AG : Assicurazioni Generali SpA ALV - GEN 8:37 1 60 2-Feb-1052 Allianz AG : AXA SA ALV - AXA 1:5 1 60 2-Feb-10

156 Allianz AG : Muenchener Rueckversicherungs AG ALV - MUV 4:5 1 40 2-Feb-10Oil & Gas

1 Royal Dutch Shell plc B : Royal Dutch Shell plc A SHL - SHA 1:1 1 90 2-Feb-107 Royal Dutch Petroleum : Total RD - PF 2:1 1 70 2-Feb-10

34 Royal Dutch Shell plc A Euro : ENI SpA RD - ENI 9:10 1 60 2-Feb-1065 Royal Dutch Shell plc A Euro : Repsol YPF SA RD - REP 9:10 1 55 2-Feb-1066 Royal Dutch Shell plc A Euro : OAO Gazprom RD - OG 10:9 1 55 2-Feb-1067 Repsol YPF SA : Total SA REP - PF 5:2 1 55 2-Feb-1068 ENI SpA : OAO Gazprom ENI - OG 10:7 1 55 2-Feb-1082 Royal Dutch Petroleum : BP Amoco plc RD - BP 5:2 1 50 2-Feb-1093 Repsol YPF SA : ENI SpA REP - ENI 1:1 1 50 2-Feb-1094 Total SA : ENI SpA PF - ENI 2:5 1 50 2-Feb-1095 Repsol YPF SA : OAO Gazprom REP - OG 9:7 1 50 2-Feb-10

123 Total SA : OAO Gazprom PF - OG 3:5 1 45 2-Feb-10124 Petroplus Holdings AG : OAO Gazprom PPH - OG 10:9 1 45 2-Feb-10152 BP plc : Royal Dutch Shell plc B BP - SHL 3:10 1 40 2-Feb-10153 Surgutneftegaz : ENI SpA GG - ENI 1:2 1 40 2-Feb-10181 Centrica plc : Gas Natural SDG SA CTR - GAS 3:5 1 35 2-Feb-10185 BP plc : Royal Dutch Shell plc A BP - SHA 6:19 1 35 2-Feb-10186 Repsol YPF SA : Royal Dutch Shell plc A REP - SHA 10:1 1 35 2-Feb-10211 Repsol YPF SA : Petroplus Holdings AG REP - PPH 5:4 1 30 2-Feb-10212 Total SA : Petroplus Holdings AG PF - PPH 1:2 1 30 2-Feb-10213 ENI SpA : Royal Dutch Shell plc A ENI - SHA 10:1 1 30 2-Feb-10214 Surgutneftegaz : Petroplus Holdings AG GG - PPH 2:5 1 30 2-Feb-10235 Royal Dutch Shell plc A Euro : Surgutneftegaz RD - GG 5:2 1 25 2-Feb-10236 Royal Dutch Shell plc A Euro : Petroplus Holdings AG RD - PPH 10:9 1 25 2-Feb-10237 Repsol YPF SA : Surgutneftegaz REP - GG 2:1 1 25 2-Feb-10238 ENI SpA : Petroplus Holdings AG ENI - PPH 5:4 1 25 2-Feb-10251 Total Fina Elf SA : BP Amoco plc PF - BP 10:7 1 25 2-Feb-10259 Royal Dutch Shell plc B : ENI SpA SHL - ENI 1:10 1 20 2-Feb-10

Pharmacuticals24 Pfizer : Merck & Co Inc PFE - MRK 2:1 1 65 2-Feb-1031 Astra Zeneca plc : GlaxoSmithKline plc AZA - GXO 2:5 1 60 2-Feb-1036 GlaxoSmithKline plc : Sanofi-Aventis GXO - SSL 5:2 1 60 2-Feb-1037 Roche GS : Shire Pharmaceuticals plc ROG - SHP 3:5 1 60 2-Feb-1058 Akzo Nobel NV : GlaxoSmithKline plc AKZ - GXO 3:10 1 55 2-Feb-1069 GlaxoSmithKline plc : Shire Pharmaceuticals plc GXO - SHP 9:10 1 55 2-Feb-1070 Sanofi-Aventis : Shire Pharmaceuticals plc SSL - SHP 1:2 1 55 2-Feb-10

71 Novartis AG : Shire Pharmaceuticals plc NOV - SHP 1:2 1 55 2-Feb-1072 Johnson & Johnson : Shire Pharmaceuticals plc JNX - SHP 3:5 1 55 2-Feb-1099 Unilever NV : GlaxoSmithKline plc UNA - GXO 1:5 1 50 2-Feb-10

100 Unilever NV : Sanofi-Aventis UNA - SSL 5:2 1 50 2-Feb-10101 Novartis AG : Johnson & Johnson NOV - JNX 5:4 1 50 2-Feb-10102 Novartis AG : Merck & Co Inc NOV - MRK 7:11 1 50 2-Feb-10130 GlaxoSmithKline plc : Johnson & Johnson GXO - JNX 2:1 1 45 2-Feb-10131 AstraZeneca plc : Shire Pharmaceuticals plc AZA - SHP 2:5 1 45 2-Feb-10139 Johnson & Johnson : Merck & Co Inc JNX - MRK 1:2 1 40 2-Feb-10158 Sanofi-Aventis : Johnson & Johnson SSL - JNX 5:4 1 40 2-Feb-10159 Sanofi-Aventis : Merck & Co Inc SSL - MRK 7:10 1 40 2-Feb-10160 Pfizer : Johnson & Johnson PFE - JNX 4:1 1 40 2-Feb-10173 Akzo Nobel NV : Astra Zeneca plc AKZ - AZA 1:10 1 35 2-Feb-10191 AstraZeneca plc : Sanofi-Aventis AZA - SSL 5:1 1 35 2-Feb-10192 Novartis AG : Pfizer NOV - PFE 3:10 1 35 2-Feb-10217 Sanofi-Aventis : Pfizer SSL - PFE 3:10 1 30 2-Feb-10242 GlaxoSmithKline plc : Novartis AG GXO - NOV 5:2 1 25 2-Feb-10243 Sanofi-Aventis : Novartis AG SSL - NOV 1:1 1 25 2-Feb-10244 Sanofi-Aventis : Roche GS SSL - ROG 3:10 1 25 2-Feb-10245 Novartis AG : Roche GS NOV - ROG 1:3 1 25 2-Feb-10253 Unilever NV : Merck & Co Inc UNA - MRK 5:3 1 25 2-Feb-10260 Unilever NV : Novartis AG UNA - NOV 5:2 1 20 2-Feb-10261 Unilever NV : Roche GS UNA - ROG 1:8 1 20 2-Feb-10262 Unilever NV : Johnson & Johnson UNA - JNX 10:3 1 20 2-Feb-10263 GlaxoSmithKline plc : Roche GS GXO - ROG 10:7 1 20 2-Feb-10264 AstraZeneca plc : Roche GS AZA - ROG 3:5 1 20 2-Feb-10265 Roche GS : Johnson & Johnson ROG - JNX 5:2 1 20 2-Feb-10266 Roche GS : Merck & Co Inc ROG - MRK 5:1 1 20 2-Feb-10272 Unilever NV : Pfizer UNA - PFE 4:5 1 20 2-Feb-10284 AstraZeneca plc : Novartis AG AZA - NOV 5:1 1 0 2-Feb-10

6 British Land Co : Hammerson BLN - HMS 9:10 1 75 2-Feb-1011 Land Securities Group plc : British Land Co LS - BLN 7:10 1 70 2-Feb-1012 Land Securities Group plc : Hammerson LS - HMS 3:5 1 70 2-Feb-1013 Liberty International : Hammerson LII - HMS 4:5 1 70 2-Feb-1025 British Land Co : Liberty International BLN - LII 1:1 1 65 2-Feb-1040 Land Securities Group plc : Liberty International LS - LII 4:5 1 60 2-Feb-1041 Liberty International : Great Portland Estates LII - GPO 3:5 1 60 2-Feb-1042 Great Portland Estates : Hammerson GPO - HMS 10:7 1 60 2-Feb-1075 Land Securities Group plc : Great Portland Estates LS - GPO 2:5 1 55 2-Feb-10

132 British Land Co : Great Portland Estates BLN - GPO 4:7 1 45 2-Feb-10163 Land Securities Group plc : Derwent London plc LS - DWV 1:2 1 40 2-Feb-10195 Liberty International : Derwent London plc LII - DWV 2:5 1 35 2-Feb-10218 British Land Co : Derwent London plc BLN - DWV 2:5 1 30 2-Feb-10247 Hammerson : Derwent London plc HMS - DWV 3:10 1 25 2-Feb-10267 Great Portland Estates : Derwent London plc GPO - DWV 2:9 1 20 2-Feb-10

Semiconducters43 Infineon Technologies AG : ARM Holdings IF - ARM 7:30 1 60 2-Feb-1076 ARM Holdings : STMicroelectronics NV ARM - STM 5:2 1 55 2-Feb-10

105 Infineon Technologies AG : STMicroelectronics NV IF - STM 12:7 1 50 2-Feb-10106 Intel Corporation : STMicroelectronics NV INT - STM 3:10 1 50 2-Feb-10196 ASML Holding NV : ARM Holdings ASL - ARM 7:10 1 35 2-Feb-10197 ARM Holdings : Intel Corporation ARM - INT 5:4 1 35 2-Feb-10268 Infineon Technologies AG : ASML Holding NV IF - ASL 1:5 1 20 2-Feb-10269 Infineon Technologies AG : Intel Corporation IF - INT 5:1 1 20 2-Feb-10270 ASML Holding NV : Intel Corporation ASL - INT 1:1 1 20 2-Feb-10

Speciality Chemicals26 Akzo Nobel NV : Bayer AG AKZ - BYR 10:9 1 65 2-Feb-1044 Akzo Nobel NV : Koninklijke DSM NV AKZ - DSM 7:10 1 60 2-Feb-1045 Koninklijke DSM NV : Bayer AG DSM - BYR 5:3 1 60 2-Feb-10

Telecommunications Equipment5 Ericsson Telefona L M ser. B : Nokia OYJ ERC - NOK 10:1 1 80 2-Feb-10

55 Alcatel SA : Siemens AG CGE - SIE 25:1 1 55 2-Feb-10114 Nokia OYJ : Alcatel SA NOK - CGE 3:10 1 50 2-Feb-10202 Ericsson Telefona L M ser. B : Siemens AG ERC - SIE 9:10 1 35 2-Feb-10203 Nokia OYJ : Siemens AG NOK - SIE 1:5 1 35 2-Feb-10271 Ericsson Telefona L M ser. B : Alcatel SA ERC - CGE 1:28 1 20 2-Feb-10

Telecommunications Services15 Deutsche Telekom : Telecom Italia DTE - TI 2:17 1 65 2-Feb-1027 Telefonica SA : France Telecom SA TEF - FTE 9:10 1 65 2-Feb-1028 Swisscom AG : Colt Telecom Group SCM - CTM 1:20 1 65 2-Feb-1046 Telefonica SA : Telecom Italia SpA TEF - TI 1:6 1 60 2-Feb-1047 France Telecom SA : Royal KPN NV FTE - KPN 7:10 1 60 2-Feb-1048 France Telecom SA : Telecom Italia SpA FTE - TI 1:5 1 60 2-Feb-1049 Royal KPN NV : Deutsche Telekom AG KPN - DTE 6:5 1 60 2-Feb-1050 Telecom Italia SpA : Telekom Austria AG TI - TAG 10:1 1 60 2-Feb-1059 Cable & Wireless plc : Vodafone Group plc C+W - VOD 9:10 1 55 2-Feb-1077 Telefonica SA : Royal KPN NV TEF - KPN 8:13 1 55 2-Feb-1078 Telefonica SA : Telekom Austria AG TEF - TAG 3:5 1 55 2-Feb-1079 France Telecom SA : Telekom Austria AG FTE - TAG 3:5 1 55 2-Feb-1080 AT&T Inc : Swisscom AG SBX - SCM 15:1 1 55 2-Feb-1081 AT&T Inc : Colt Telecom Group SBX - CTM 1:2 1 55 2-Feb-1083 Deutsche Telekom AG : Vodafone plc DTE - VOD 7:10 1 50 2-Feb-1084 Deutsche Telekom AG : France Telecom SA DTE - FTE 1:2 1 50 2-Feb-10

107 Vodafone Group plc : Swisscom AG VOD - SCM 28:1 1 50 2-Feb-10108 Royal KPN NV : Telecom Italia SpA KPN - TI 1:10 1 50 2-Feb-10

109 Deutsche Telekom AG : BT Group plc DTE - BTG 7:10 1 50 2-Feb-10110 Deutsche Telekom AG : Telekom Austria AG DTE - TAG 4:5 1 50 2-Feb-10111 BT Group plc : Swisscom AG BTG - SCM 28:1 1 50 2-Feb-10112 Cable & Wireless plc : Swisscom AG C+W - SCM 20:1 1 50 2-Feb-10113 AT&T Inc : Telekom Austria AG SBX - TAG 2:5 1 50 2-Feb-10115 Telefonica SA : BT Group plc TEF - BTG 8:11 1 45 2-Feb-10133 Telefonica SA : Deutsche Telekom AG TEF - DTE 2:1 1 45 2-Feb-10134 Royal KPN NV : Telekom Austria AG KPN - TAG 1:1 1 45 2-Feb-10135 Deutsche Telekom AG : Cable & Wireless plc DTE - C+W 2:3 1 45 2-Feb-10136 BT Group plc : Colt Telecom Group BTG - CTM 9:10 1 45 2-Feb-10137 Telecom Italia SpA : AT&T Inc TI - SBX 20:1 1 45 2-Feb-10140 France Telecom SA : Vodafone plc FTE - VOD 4:5 1 40 2-Feb-10145 BT Group plc : Cable & Wireless plc BTG - C+W 10:9 1 40 2-Feb-10164 Vodafone Group plc : AT&T Inc VOD - SBX 2:1 1 40 2-Feb-10165 Vodafone Group plc : Colt Telecom Group VOD - CTM 9:10 1 40 2-Feb-10166 Telefonica SA : Cable & Wireless plc TEF - C+W 4:5 1 40 2-Feb-10167 Telefonica SA : AT&T Inc TEF - SBX 10:7 1 40 2-Feb-10168 France Telecom SA : AT&T Inc FTE - SBX 3:2 1 40 2-Feb-10169 France Telecom SA : Colt Telecom Group FTE - CTM 7:10 1 40 2-Feb-10170 Royal KPN NV : AT&T Inc KPN - SBX 5:2 1 40 2-Feb-10171 Deutsche Telekom AG : AT&T Inc DTE - SBX 1:5 1 40 2-Feb-10172 Cable & Wireless plc : Colt Telecom Group C+W - CTM 9:10 1 40 2-Feb-10178 BT Group plc : France Telecom SA BTG - FTE 5:4 1 35 2-Feb-10179 BT Group plc : Vodafone Group plc BTG - VOD 1:1 1 35 2-Feb-10180 Cable & Wireless plc : France Telecom SA C+W - FTE 5:4 1 35 2-Feb-10198 Telefonica SA : Colt Telecom Group TEF - CTM 2:3 1 35 2-Feb-10199 Royal KPN NV : BT Group plc KPN - BTG 5:4 1 35 2-Feb-10200 Royal KPN NV : Cable & Wireless plc KPN - C+W 5:4 1 35 2-Feb-10201 Cable & Wireless plc : Telecom Italia SpA C+W - TI 5:64 1 35 2-Feb-10219 Vodafone Group plc : Telefonica SA VOD - TEF 11:8 1 30 2-Feb-10220 Telefonica SA : Swisscom AG TEF - SCM 20:1 1 30 2-Feb-10221 France Telecom SA : Swisscom AG FTE - SCM 20:1 1 30 2-Feb-10222 Deutsche Telekom AG : Swisscom AG DTE - SCM 1:40 1 30 2-Feb-10223 Cable & Wireless plc : AT&T Inc C+W - SBX 2:1 1 30 2-Feb-10224 Cable & Wireless plc : Telekom Austria AG C+W - TAG 4:5 1 30 2-Feb-10248 Vodafone Group plc : Royal KPN NV VOD - KPN 4:5 1 25 2-Feb-10249 Royal KPN NV : Swisscom AG KPN - SCM 33:1 1 25 2-Feb-10250 BT Group plc : AT&T Inc BTG - SBX 2:1 1 25 2-Feb-10249 Royal KPN NV : Swisscom AG KPN - SCM 33:1 1 25 2-Feb-10250 BT Group plc : AT&T Inc BTG - SBX 2:1 1 25 2-Feb-10

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 1,300 GBP 270 12 GBP1 1 - - 3/11/2010

ROBUSTA COFFEE* RC USD 710 USD 130 20 USD1 1 - - 3/11/2010

WHITE SUGAR* WSG USD 2,750 USD 1,045 15 USD1 1 - - 3/11/2010

RAW SUGAR RSU USD 1,456 USD 385 20 USD1 1 - - 8/21/2008

WHEAT** WHT GBP 450Front-Front GBP 160

15 GBP1 1 - - 3/11/2010Front-Back GBP 200Back-Back GBP 170

*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 10 is regarded as a Front Month. Anything after Jul 10 is regarded as a Back Month

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

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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

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