U.S. Volume AUGUST 2013

Transcription

1 2001 Pennsylvania Ave, NW Suite 600 Washington, DC fax U.S. Volume AUGUST 2013 Contact: Toby Taylor AUGUST 2012 AUGUST 2013 JAN-AUG 2012 JAN-AUG 2013 BATS All Options on Exchange Traded Funds 3,086,302 3,823,867 25,715,510 32,889,178 All Options on Individual Equities 8,357,217 9,386,006 58,734,807 75,521,481 BATS Total 11,443,519 13,209,873 84,450, ,410,659 BOX All Options on Exchange Traded Funds 3,994,021 2,265,767 37,630,884 18,577,388 All Options on Individual Equities 8,135,016 5,039,196 67,200,873 42,981,096 Mini Nasdaq Non-Financial 100 Index (MNX) , Nasdaq Non-Financial 100 Index (NDX) 1,232 1,942 26,736 18,289 BOX Total 12,130,318 7,306, ,859,724 61,577,469 C2 All Options on Exchange Traded Funds 1,676,335 5,023,307 19,402,890 41,265,828 All Options on Individual Equities 1,394,953 1,217,446 13,738,982 10,764,789 S&P 500 Index (SPXpm) 101,591 1,005, ,250 C2 Total 3,172,879 6,240,753 34,146,984 52,166,867 CBOE All Options on Exchange Traded Funds 21,343,127 24,622, ,335, ,685,426 All Options on Individual Equities 41,522,868 37,329, ,752, ,537,077 Bank of America Corp (Credit Default Option) (BACD) CBOE Brazil ETF Volatility Index (VXEWZ) CBOE Emerging Markets ETF Volatility Index (VXEEM) ,829 CBOE Gold ETF Volatility Index (GVZ) ,075 CBOE Oil ETF Volatility Index (OVX) ,192 CBOE SPXpm Index (SPXPM) 110, ,559 CBOE Volatility Index (VIX) 8,463,946 12,002,506 69,649,564 95,259,480 Dow Jones Industrial Index (DJX) 106,940 81, , ,002 Mini S&P 500 Index (XSP) 8,655 37,764 63, ,942 Nasdaq 100 (NDX) 470, ,757 4,866,649 3,191,477 Nasdaq 100 Mini (MNX) 7,795 2,209 82, ,604 Russell 2000 Index (RUT) 292, ,748 3,204,225 6,365,870 S&P 100 Index Options (American) (OEX) 306, ,854 2,891,711 1,592,646 S&P 100 Index Options (European) (XEO) 36,814 71, , ,687 S&P 500 Index Options (SPX) 13,610,863 16,080, ,484, ,590,049 CBOE Total 86,169,931 91,948, ,709, ,796,069 CBOT $10 Dow Jones Industrial Index 11,230 8, ,868 93,231 $25 Dow Jones Industrial Index Year Interest Rate Swap 9,010 6, , , Year Swap Rate 58, , Year Treasury Note 25,178,825 31,715, ,937, ,066,210 2 Year Swap Rate 7,282 63,275 1

2 CBOT (Continued) AUGUST 2012 AUGUST 2013 JAN-AUG 2012 JAN-AUG Year Treasury Note 6,593,608 6,380,467 38,472,599 41,519, Year Interest Rate Swap 9 1 1, Year Swap Rate 5,481 57, Year Treasury Bond 8,685,745 8,792,671 63,558,496 72,132,203 5 Year Interest Rate Swap 11,430 5, ,774 77,769 5 Year Swap Rate 50, ,774 5 Year Treasury Note 13,493,362 18,021,885 91,033, ,724,097 7 Year Interest Rate Swap 114 3,141 Corn 6,003,030 6,128,160 54,557,770 45,232,627 DJ UBS Roll Select Commodity Index DJ US Real Estate 1,293 3,190 4,659 23,049 Dow - UBS Commodity Index 2,299 7,698 72, ,042 Dow -UBS Commodity Index Swap 38 1, ,682 Ethanol 23,875 22, , ,369 Federal Funds 528, ,113 4,793,442 3,071,679 Fertilizer Products ,305 6,336 Grain Basis Swap 18, ,017 33,612 Mini Corn 21,836 21, , ,055 Mini Soybeans 20,106 27, , ,722 Mini Wheat 6,730 12,754 70,398 62,171 Mini-sized $5 Dow Jones Industrial Index 2,235,967 2,820,518 20,567,126 24,042,515 Oats 20,154 16, , ,414 OTC Ethanol Forward Swap 27,793 2, ,676 36,982 OTR 10 Year Note 342 OTR 2 Year Note 141 OTR 5 Year Note 212 Rough Rice 37,502 26, , ,366 Soybean Meal 1,594,801 1,797,272 12,862,877 13,656,306 Soybean Oil 2,206,024 1,850,146 18,423,739 16,180,919 Soybeans 3,879,260 4,132,867 35,935,119 30,534,046 Ultra T-Bond 1,887,263 2,270,919 11,307,625 14,279,066 Wheat 2,433,363 2,487,001 19,852,453 18,232,894 Futures Total 74,932,791 87,027, ,539, ,971, Year Flexible Treasury Note 1, Year Treasury-Note 5,437,009 7,115,667 38,025,123 60,216,924 2 Year Treasury Note 292, ,985 2,057,975 1,517, Year Treasury Bond 1,386,581 1,300,021 11,553,513 14,044,609 5 Year Treasury Note 888,021 1,761,529 6,447,264 16,650,486 Aug-Nov Soybean Calendar Spread 1, Corn 2,444,899 2,589,395 19,102,305 16,960,687 Corn Nearby + 2 Calendar Spread 11,254 30,439 58, ,956 Dec-Dec Corn Calendar Spread ,733 1,167 Dec-July Corn Calendar Spread Dec-July Wheat Calendar Spread Dow Jones Industrial Index ,396 Ethanol Forward Month Swap Federal Funds 37, ,007,412 34,267 Flexible U.S. Treasury Bond 1,200 17,235 Jan-May Soybean Calendar Spread 135 2

3 CBOT (Continued) AUGUST 2012 AUGUST 2013 JAN-AUG 2012 JAN-AUG 2013 July-Dec Corn Calendar Spread 70 97,714 89,255 July-Dec Soy Oil Calendar Spread July-Dec Wheat Calendar Spread 5,600 6,841 July-July Wheat Calendar Spread 2, July-Nov Soybean Calendar Spread 94,792 58,977 May-Nov Soybean Calendar Spread 80 Mini Dow Jones Industrial Index 4,723 14,318 50, ,392 Nov-July Soybean Calendar Spread 50 1, Nov-Nov Soybean Calendar Spread Oats 2,283 2,430 15,537 21,316 Rough Rice 1,161 1,889 9,438 11,859 Soy Oil Nearby +2 Calendar Spread ,919 1,474 Soybean Corn Ratio Soybean Crush ,190 Soybean Meal 171, ,209 1,057,409 1,262,802 Soybean Nearby + 2 Calendar Spread 45 4, ,126 Soybean Oil 230, ,362 1,455,963 1,037,733 Soybeans 1,869,930 1,969,139 12,799,909 10,137,595 Soymeal Nearby +2 Calendar Spread 115 Ultra T-Bond 1,370 4,940 52,320 59,270 Wheat 500, ,124 3,703,726 3,208,096 Wheat - Corn ICSO Wheat Nearby +2 Calendar Spread 1,492 4,838 37,933 21,643 Options on Futures Total 13,284,337 15,603,553 97,667, ,639,025 CBOT Total 88,217, ,630, ,207, ,610,667 CCFE Carbon Financial Instrument (CFI- US) 433 Nitrogen Financial Instrument - Annual (NFI-A) 500 Regional Greenhouse Gas Initiatives (RGGI) 916 Renewable Energy Certificate Funds-Connecticut (REC-CT) 4,505 Renewable Energy Certificate Funds-Massachusetts (REC-MA) 4,350 Renewable Energy Certificate Funds-New Jersey (REC-NJ) 4,625 Sulfur Financial Instrument (SFI) 4,770 Futures Total ,099 0 CA Climate Action Registry-Climate Res Tons (CCAR) 10 Carbon Financial Instrument (CFI- US) 1,399 Regional Greenhouse Gas Initiatives (RGGI) 150 Options on Futures Total 0 0 1,559 0 CCFE Total ,658 0 CFE CBOE Brazil EFT Volume Index Security Futures (VXWEZ) 301 1,300 3,750 6,660 CBOE Emerging Market ETF Volatility Index Securities Futurse (XVEEM) 2,260 1,571 44,758 12,764 CBOE Gold ETF Volatility Index (GVZ) 1, ,368 14,189 CBOE Mini-Volatility Index (VM) 1,453 1,917 11,202 14,172 CBOE Nasdaq 100 Volatility Index (VXN) ,758 CBOE Oil ETF Volatility Index Securities Futures (OVX) ,244 6,593 CBOE Radar Logic 28 Day Real Estate Index (RPX) CBOE S&P 500 Twelve-Month Variance (VA) 33, ,935 3

4 CFE (Continued) AUGUST 2012 AUGUST 2013 JAN-AUG 2012 JAN-AUG 2013 CBOE Volatility Index (VX) 1,909,373 3,488,149 13,771,535 27,073,242 S&P 500 Three-Month Variance (VTI) 36 CFE Total 1,915,701 3,527,672 13,841,570 27,248,433 CME Australian Dollar 2,700,473 2,068,849 22,911,766 19,165,410 Australian Dollar/Canadian Dollar , Australian Dollar/Japanese Yen 1,168 1,180 12,429 18,813 Australian Dollar/New Zealand Dollar Bespoke Custom Indexes 15 Brazilian Real 13,254 26, , ,138 British Pound 2,168,159 2,298,065 17,566,276 20,777,143 British Pound/Japanese Yen 2,767 2,050 16,779 17,401 British Pound/Swiss Franc 1, ,592 1,640 Butter 1,050 3,191 1,050 3,191 Canadian Dollar 1,871,761 1,327,580 15,873,727 12,652,904 Canadian Dollar/Japanese Yen Cash Butter 11,986 14,262 Cash Settled Cheese 1,902 5,172 22,482 25,719 CDD Seasonal Strips Weather 2,121 3,550 CDD Weather 1,125 4,403 15,780 12,551 Chinese Reniminbi/EC 6 Chinese Reniminbi/Japanese Yen 16 Chinese Reniminbi/U.S. Dollar ,432 12,331 Class III Milk 28,798 28, , ,795 Class IV Milk 249 1,127 1,418 6,979 CSI Housing Index Czech Koruna ,825 Dry Whey 497 1,639 8,751 8,112 E-Micro AUD/USD 21,939 38, , ,792 E-Micro EUR/USD 152, ,952 1,123,507 1,471,364 E-Micro GBP/USD 31,503 24, , ,087 E-micro S&P CNX Nifty (Nifty 50) 34 2, E-Micro USD/CAD 1 1, E-Micro USD/CHF E-Micro USD/JPY , E-mini Euro FX 89,794 75, , ,364 E-mini Japanese Yen 6,647 25,422 69, ,694 E-mini Nasdaq 100 4,448,860 4,686,927 41,452,098 38,793,832 E-mini S&P 500 Index 33,376,621 34,906, ,721, ,752,338 E-mini S&P CNX Nifty (Nifty 50) 85 E-mini S&P Consumer Discretionary Sector 1,567 1,205 7,195 11,600 E-mini S&P Consumer Staples Sector 2,290 1,166 12,427 26,808 E-mini S&P Energy Sector 796 4,554 16,042 59,186 E-mini S&P Financial Sector 626 1,991 12,247 34,863 E-mini S&P Health Sector 1, ,723 37,261 E-mini S&P Industrial Sector ,041 16,193 E-mini S&P Materials Sector 878 1,271 11,669 17,656 E-mini S&P Midcap 400 Index 410, ,705 4,423,877 3,561,160 E-mini S&P Smallcap ,

5 CME (Continued) AUGUST 2012 AUGUST 2013 JAN-AUG 2012 JAN-AUG 2013 E-mini S&P Technlology Sector 682 1,559 16,092 22,229 E-mini S&P Utilities Sector 1,648 2,210 14,538 28,214 Euro Bonds 3 8, Euro CAT Seasonal Strip Weather 50 Euro CAT Weather 250 3,550 Euro FX 5,059,125 4,390,881 46,561,648 45,147,579 Euro HDD Weather 3,075 3,300 Euro/Australian Dollar ,458 8,067 Euro/British Pound 27,560 37, , ,739 Euro/Canadian Dollar ,604 5,655 Euro/Czech Koruna ,520 Euro/Hungarian Forint ,091 Euro/Japanese Yen 21,858 36, , ,710 Euro/Norwegian Krone ,194 1,458 Euro/Polish Zloty 3,533 4,333 20,188 27,341 Euro/Swedish Krona 124 2,996 2,187 Euro/Swiss Franc 21,025 22, , ,130 Euro/Turkish Lira 2,526 1,238 21,167 21,908 Eurodollar 34,119,154 38,851, ,337, ,399,377 EuroYen 210 Feeder Cattle 143, ,792 1,315,672 1,158,083 HDD Seasonal Strips Weather 850 HDD Weather 5,208 8,087 Hungarian Forint ,879 Ibovespa Index 2,032 25,300 Indian Rupee 34, ,890 Israeli Shekel 512 1,263 6,737 6,373 Japanese Yen 1,721,500 2,885,494 14,557,172 31,891,900 Korean Won ,774 2,698 Lean Hogs 819, ,067 8,003,860 7,763,345 Live Cattle 1,097, ,480 9,767,097 8,707,183 Malaysian Palm Oil Calendar Swap 960 4,020 Mexican Peso 880, ,823 7,507,281 7,100,787 Micro CAD/USD 3,891 4,641 30,650 40,701 Micro CHF/USD 3,999 2,745 30,475 47,019 Micro JYP/USD 2,298 10,863 33, ,749 Nasdaq 100 Index 25,137 12, , ,145 New Zealand Dollar 300, ,419 2,272,393 2,537,323 Nikkei 225 ($) 85, ,045 1,012,929 3,339,748 Nikkei 225 (Yen) 399, ,710 3,770,626 8,149,844 Nonfat Dry Milk 432 1,067 4,681 5,411 Norwegian Krone ,548 8,331 One Month Eurodollar 8,568 1,154 94,565 9,434 OTC SP GSCI ER 3 Month Swap 27,234 OTC SP GSCI ER Swap 4, ,297 3,281 Polish Zloty ,788 9,820 Random Lumber 32,211 18, , ,157 Russian Ruble 29,384 9, , ,960 S&P 500 Index 247, ,394 3,108,486 2,683,914 S&P Citigroup Growth

6 CME (Continued) AUGUST 2012 AUGUST 2013 JAN-AUG 2012 JAN-AUG 2013 S&P Citigroup Value S&P GSCI 22,137 26, , ,224 S&P GSCI Enhanced Excess Return Swap 1,194 1,194 16,248 S&P GSCI Excess Return ,240 4,536 S&P Midcap 400 Index 2,079 1,271 15,599 13,466 South African Rand 6,385 8,206 87, ,942 Sovereign Yield 83 Swedish Krona ,157 9,299 Swiss Franc 855, ,300 7,255,662 6,324,180 Swiss Franc/Japanese Yen ,662 1,839 Turkish Lira 1,416 2,065 12,217 34,280 USD Crude Palm Oil ,080 Weekly Average Temperature 1,450 1,850 2,500 8,750 Futures Total 91,297,833 97,386, ,259, ,809,412 Australian Dollar 128, , ,249 1,160,139 Australian Dollar European 41 1,711 1,337 9,100 Binary Seasonal Hurricane 4, Binary Seasonal Hurricane Event British Pound 56, , ,617 1,085,925 British Pound European 810 2,488 4,415 18,045 Canadian Dollar 70, , , ,203 Canadian Dollar European 1, ,772 9,328 Cash Butter ,023 10,584 Cash Settled Cheese 1,778 1,244 9,489 19,227 CDD Seasonal Strip Weather 1,500 2,000 35,800 39,060 CDD Weather 1,380 1,770 10,585 6,750 Class III Milk 27,223 20, , ,474 Class IV Milk 150 2,434 2,066 9,263 Dry Whey ,018 2,138 E-mini Nasdaq 100 Index 46,603 40, , ,045 E-mini S&P 500 2,478,239 4,532,562 21,779,762 36,367,978 E-Mini S&P Midcap EOM E-mini S&P 500 Index 422, ,637 2,868,667 4,890,908 EOM S&P 500 Index 62,507 75, , ,577 EOW1 E-mini S&P , ,072 1,534,442 3,569,268 EOW1 S&P ,130 40,740 53, ,084 EOW2 E-mini S&P , ,188 1,841,633 3,253,751 EOW2 S&P 500 8,600 57, , ,748 EOW4 E-mini S&P , ,087 1,932,536 3,322,215 Euro CAT Seasonal Strip Weather 1,500 Euro FX European 3,853 5,223 34,681 47,893 Euro FX/British Pound 2,188 Euro FX/Japanese Yen 2,502 Euro FX/Swiss Franc Euro HDD Seasonal Strip Weather 10,000 10, Eurodollar 2,069,286 2,602,858 42,241,981 17,484,934 Eurodollar - Mid-Curve 7,463,578 13,893,071 66,145,699 74,832,993 EuroFX 471, ,677 4,288,364 4,232,244 Feeder Cattle 19,066 13, , ,873 6

7 CME (Continued) AUGUST 2012 AUGUST 2013 JAN-AUG 2012 JAN-AUG 2013 HDD Seasonal Strip Weather 6,000 7,875 23,290 8,375 HDD Weather 1,500 9,800 1,616 HDD Weather European 500 1,000 Japanese Yen 77, , ,522 2,728,961 Japanese Yen European 922 1,567 2,661 26,362 Lean Hogs 182,595 88,161 1,073, ,623 Lean Hogs CSO Live Cattle 196, ,196 2,183,247 1,853,104 Live Cattle Calendar CSO 235 2, Mexican Peso ,668 Midi BFP Milk , Nasdaq 100 Index New Zealand Dollar Nonfat Dry Milk ,549 2,741 Pacific Rim Dat SS Weather 5,614 Random Lumber 694 1,008 5,237 9,379 Russian Ruble 1,186 S&P 500 Index 519, ,996 4,851,375 5,071,873 Swiss Franc 4,331 15,287 51, ,262 Swiss Franc European ,914 Treasury Matched Eurodollar Mid-Curve 3,600 Options on Futures Total 15,100,781 25,453, ,125, ,627,340 CME Total 106,398, ,840, ,384,715 1,042,436,752 ELX 10 Year Treasury-Note (ZNE) 3, ,528 2,307 2 Year Treasury Note (ZTE) , Year Treasury Bond (ZBE) 1, , Year Treasury Note (ZFE) 2, , Eurodollar (GEE) 2, , Ultra Long-Term U.S. Treasury Bond (ZUE) , ELX Total 9, ,184 3,767 ICE FUTURES U.S. Australian Dollar/Canadian Dollar ,358 6,956 Australian Dollar/Japanese Yen ,459 4,960 Australian Dollar/New Zealand 1, ,619 8,615 Australian Dollar/U.S. Dollar (KAU) ,049 2,978 Brisith Pound Sterling/Japanese Yen 850 1,231 17,318 14,548 British Pound Sterling/Aussie Dollar ,116 6,597 British Pound Sterling/Canadian Dollar ,859 6,244 British Pound Sterling/New Zealand ,404 3,557 British Pound Sterling/Norwegian Krone 5 8,793 9,410 British Pound Sterling/South African Rand British Pound Sterling/Swedish Krona 2 British Pound Sterling/Swiss Franc ,005 16,036 Canadian Dollar/Japanese Yen ,378 4,568 Canadian Dollar/U.S. Dollar (KSV) 348 Cocoa 627, ,114 4,226,888 4,765,907 Coffee "C" 581, ,755 4,334,992 5,332,329 7

8 ICE FUTURES U.S. (Continued) AUGUST 2012 AUGUST 2013 JAN-AUG 2012 JAN-AUG 2013 Colombian Peso/U.S. Dollar (KCU) 6 Continuous Commodity Index Cotton #2 339, ,074 4,275,234 4,508,269 Euro/Australian Dollar (KRA) 6,262 1,120 34,653 24,413 Euro/British Pound (KGB) 10,725 3,314 79,974 46,319 Euro/Canadian Dollar (KEP) 903 1,181 8,958 7,477 Euro/Czech Koruna 554 2,570 12,369 17,750 Euro/Hungarian Forint ,671 20,385 Euro/Japanese Yen (KEJ) 9,356 15,402 51,216 79,430 Euro/Norwegian Krone (KOL) 1,368 2,393 32,081 37,385 Euro/South African Rand Euro/Swedish Krona (KRK) 1,247 1,237 24,970 33,151 Euro/Swiss Franc (KRZ) 433 1,013 9,417 14,657 Euro/US Dollar (KEO) 8,157 8,455 71,492 74,163 Indian Rupee/US Dollar 77 Japanese Yen/U.S. Dollar (KSN) 412 Markit CDX Investment Grade WI Mexican Peso/U.S. Dollar Million Euro/US Dollar ,000 Million US Dollar/Japanese Yen 50 New Zealand Dollar/U.S. Dollar (KZX) New Zealand/Japanese Yen ,607 6,076 North American Natural Gas 16,784, ,237,029 North American Power 10,361,798 86,746,414 Norwegian Krone/Japanese Yen ,364 Norwegian Krone/Swedish Korna 829 2,890 16,099 11,545 Orange Juice, Frozen Concentrate 57,465 43, , ,828 Russell 1000 Growth Index Mini 4,942 9,748 45, ,578 Russell 1000 Mini Index 13,249 20, , ,361 Russell 1000 Value Index Mini 6,786 18,931 69,253 77,727 Russell 2000 Growth Index Mini 7 14 Russell 2000 Mini Index 1,980,300 1,942,564 22,883,555 19,294,702 Russell 2000 Value Index Mini 10 1,015 Russian Ruble/U.S. Dollar (KRU) 3,088 13,231 Small British Pound/U.S. Dollar ,973 3,996 Sugar #11 2,049,822 2,117,062 19,549,650 20,569,210 Sugar #16 9,150 5,127 51,706 45,670 Swedish Krona/Japanese Yen Swiss Franc/Japanese Yen (KZY) ,692 4,868 Swiss Franc/U.S. Dollar (KMF) U.S. Corn 13, , ,591 U.S. Dollar Index 417, ,161 4,470,622 6,077,933 U.S. Dollar/Czech Koruna (Half Size) 1,480 1,094 17,505 14,947 U.S. Dollar/Hungarian Forint (Half Size) 1,508 1,328 17,079 16,582 U.S. Dollar/Norwegian Krone (Half Size) 2,667 3,159 35,485 32,899 U.S. Dollar/South African Rand 11,256 6,563 72,638 81,608 U.S. Dollar/Swedish Krona (Half Size) 5,047 2,359 48,784 45,022 U.S. Soybean 16, ,132 51,193 U.S. Soybean Meal 5, ,328 5,176 U.S. Soybean Oil 7, ,262 9,027 8

9 ICE FUTURES U.S. (Continued) AUGUST 2012 AUGUST 2013 JAN-AUG 2012 JAN-AUG 2013 U.S. Wheat 8, ,324 74,449 Futures Total 6,209,650 33,865,110 61,438, ,274,417 Cocoa 70,525 71, , ,844 Coffee "C" 1 Month 2, ,310 18,885 Coffee C 215, ,408 1,711,030 1,343,192 Continuous Commodity Index 2 Cotton #2 Weekly Options 405 Cotton No , ,964 1,698,725 1,863,756 Cotton No. 2 1-month Cotton No. 2 2-month 3,916 1,885 North American Natural Gas and Power 3,961,434 40,223,545 Orange Juice, Frozen Concentrate 11,795 10, ,918 88,150 Russell 2000 Mini Index 5,664 3,983 49,469 44,957 Sugar No , ,197 3,839,511 2,924,941 Sugar No month 5,765 5,880 26,135 65,199 Sugar No month 2,340 Sugar Weekly Options 100 U.S. Corn 2,680 7,595 U.S. Dollar Index 2,380 3,643 11,973 22,198 U.S. Soybean 800 2, U.S. Wheat 1,400 1, Weekly Coffee "C" Options , Options on Futures Total 989,099 4,831,171 7,818,300 47,027,586 ICE FUTURES U.S. Total 7,198,749 38,696,281 69,257, ,302,003 ISE All Options on Exchange Traded Funds 21,230,030 20,337, ,350, ,144,844 All Options on Individual Equities 27,293,875 24,347, ,308, ,941,918 ISE FX Australian Dollar (AUX) ,002 ISE FX Brazilian Real (BRB) ISE FX British Pound (BPX) ISE FX Canadian Dollar (CDD) ,777 7,558 ISE FX Euro (EUI) ISE FX Mexican Peso (PZO) ,016 1,024 ISE FX New Zealand Dollar (NZD) ISE FX Spot AUD/USD (AUM) 56 4,557 1,287 14,020 ISE FX Spot EUR/USD (EUU) 714 4,539 5,802 18,234 ISE FX Spot GBP/USD (GBP) ISE FX Spot NZD/USD (NDO) 1, ,520 ISE FX Swedish Krona (SKA) ISE FX Swiss Franc (SFC) ,341 ISE FX Yen (YUK) 84 3,690 6,894 29,533 KBW Bank Index (BKX) ,060 18,305 Mini Nasdaq 100 Index (MNX) 9,275 2, , ,087 Nasdaq 100 Index (NDX) 84, , ,346 1,062,183 Russell 2000 Index (RUT) 500,231 2,699,367 2,395,122 S&P MidCap 400 Index (MID) 3,735 ISE Total 49,120,252 44,808, ,213, ,942,587 9

10 AUGUST 2012 AUGUST 2013 JAN-AUG 2012 JAN-AUG 2013 ISE GEM All Options on Exchange Traded Funds 517, ,474 All Options on Individual Equities 1,053,413 1,053,413 Nasdaq Non-Financial 100 Index (NDX) 1,280 1,280 ISE GEM Total 1,572,167 1,572,167 KCBT Wheat 532, ,885 3,739,830 4,001,061 Futures Total 532, ,885 3,739,830 4,001,061 Wheat 5,563 18,047 68, ,585 Options on Futures Total 5,563 18,047 68, ,585 KCBT Total 537, ,932 3,807,961 4,111,646 MGE Apple Juice Concentrate Hard Red Spring Wheat 132, , , ,383 Futures Total 132, , , ,761 Apple Juice Concentrate 585 2,197 Hard Red Spring Wheat 1,060 2,346 12,907 10,430 Options on Futures Total 1,060 2,931 12,907 12,627 MGE Total 133, , , ,388 MIAX All Options on Exchange Traded Funds 1,814,707 5,509,362 All Options on Individual Equities 2,544,794 10,301,817 MIAX Total 4,359,501 15,811,179 NASDAQ OMX PHLX All Options on Exchange Traded Funds 19,774,605 15,564, ,879, ,718,294 All Options on Individual Equities 39,752,334 33,553, ,951, ,519,279 Bank Index (BKX) 80 6,030 20,288 13,779 Gold/Silver Index (XAU) 2,035 7,607 16,286 32,793 Housing Sector Index (HGX) 1,881 2,499 21,818 14,568 Mini Nasdaq Non-Financial 100 Index (MNX) 1,999 76,229 Mini-Russell 2000 Index (RMN) 203 Nasdaq Non-Financial 100 Index (NDX) 57,468 32, , ,304 NASDAQ OMX Alpha AAPL vs. SPY Index (AVSPY) 340 3,241 2,075 NASDAQ OMX Alpha GOOG vs. SPY Index (GOOSY) 186 NASDAQ OMX Alpha Index GE vs. SPY (GESPY) 85 NASDAQ OMX Alpha Index IBM vs. SPY (IBMSY) 62 Oil Service Sector (OSX) 7,441 4,119 59,405 54,570 Russell 2000 Index (RUT) 523,647 4,553,825 1,445,713 Semiconductor Index (SOX) 1, ,793 7,033 SIG Energy MLP Index (SVO) 16 SIG Oil Exploration & Production Index (EPX) ,648 U.S. Dollar Settled Australian Dollar (XDA) 2,073 1,149 19,903 9,984 U.S. Dollar Settled British Pound (XDB) ,912 7,092 U.S. Dollar Settled Canadian Dollar (XDC) 1,116 1,754 5,889 17,435 10

11 NASDAQ OMX PHLX (Continued) AUGUST 2012 AUGUST 2013 JAN-AUG 2012 JAN-AUG 2013 U.S. Dollar Settled Euro (XDE) 6,381 2, ,470 35,356 U.S. Dollar Settled Japanese Yen (XDN) 1, ,126 7,680 U.S. Dollar Settled Mexican Peso (XDM) 332 U.S. Dollar Settled New Zealand Dollar (XDZ) 69 1, U.S. Dollar Settled Swedish Krona (XEH) 176 U.S. Dollar Settled Swiss Franc (XDS) ,535 1,099 U.S. Treasury 130 Utility Index (UTY) NASDAQ OMX PHLX Total 60,135,031 49,178, ,454, ,260,656 NFX XAU/USD Spot Gold (NAU) 57, ,192 NFX Total 57, ,192 NOBO All Options on Exchange Traded Funds 1,184,348 1,403,147 2,036,625 13,907,094 All Options on Individual Equities 838,907 1,334,876 1,510,915 11,316,630 NOBO Total 2,023,255 2,738,023 3,547,540 25,223,724 NOM All Options on Exchange Traded Funds 4,837,356 8,009,164 42,028,875 69,706,017 All Options on Individual Equities 10,644,546 18,399,902 91,284, ,667,379 Mini Nasdaq 100 Index (MNX) 1,070 12,543 Nasdaq 100 Index (NDX) 4,083 44,635 76, ,449 PHLX Housing Sector Index (HGX) PHLX Oil Service Sector (OSX) 87 PHLX Semiconductor Index (SOX) NOM Total 15,487,158 26,453, ,402, ,709,720 NYMEX 1.0% Fuel Oil (Platts) Cargoes FOB NWE Crack Spread (1000mt) Swap (FVB) % Fuel Oil (Platts) Cargoes CIF NWE Swap (1X) % Fuel Oil (Platts) Cargoes FOB MED BALMO Swap (FOM) % Fuel Oil Barges FOB Rdam vs. 1% Fuel Oil (Platts) Cargoes FOB NWE BALMO Swap (EBF) 200 1% Fuel Oil NWE Crack Spead Swap (FI) 2, ,992 9,589 1% Fuel Oil Rdam vs 1% Fuel Oil NWE (Platts) Swap (33) ,345 1, % Fuel Oil (Platts ) Barges FOB Crack Spread SWAP (BOB) 75 1, , % Fuel Oil (Platts) Barges FOB Rdam Crack Spread BALMO Swap (FCB) , % Fuel Oil (Platts) CIF MED Swap (7D) % Fuel Oil Rdam Crack Swap Futures (FO) 29,713 13, , , % Fuel Oil Rdam vs. 3.5% FOB MED Spread BALMO (63) AEP-Dayton Hub Daily (VD) AER-Dayton Hub Monthly - Off-Peak (VP) ,866 2,270 AER-Dayton Hub Monthly - Peak (VM) 1, ,456 4,280 Algonquin Citygates Natural Gas Basis Swap (B4) , Algonquin City-Gates Natural Gas Index Swap (N7) 527 Aluminum MW U.S. Transaction Premium Platts (25MT) (AUP) ANR Louisiana Basis Swap (ND)

12 ANR-Oklahoma Basis Swap (NE) 1,158 2,085 1,747 Argus Biodiesel RME FOB RDAM Swap (1A) 190 1,560 Argus Gasoline Eurobob Oxy Barges NWE Crack Spread (EOB) 34 Argus LLS vs. WTI (Arg) T (E5) 5,833 10,254 28,536 72,080 Argus Propane (Saudi Aramco) Swap (9N) ,838 8,185 Argus Propane Far East Index BALMO Swap (22) Argus Propane Far East Index Swap (7E) ,778 2,584 Argus Propane Far East Index vs European Propane CIF ARA (Argus) Swap (91) Argus Sour Crude Index vs WTI Diff Spread Calendar Month Swap (38) Australian Coke Coal (ALW) Australian Coking Coal (Platts) Swap (ACL) 3 Biodiesel SME Houston B-100 (Argus) Swap (GSI) 76 Brent (CFD) Swap (6W) 760 3,530 1,395 Brent (Euro Denominated) Financial (IBE) 60 Brent (ICE) Calendar Swap (CY) 17,262 10, ,571 80,765 Brent (ICE) Crude Oil BALMO Swap (J9) ,414 3,214 Brent Bullet Swap (BB) 31,530 9, , ,898 Brent CFD (Platts) vs Brent Second Month (Platts) Weekly Swap (CFB) 1,050 Brent CFD (Platts) vs Front Month Swap (1C) Brent CFD (Platts) vs. Brent Third Month (Platts) Swap (59) 50 1,134 Brent Crude Oil - Last Day (BZ) 224,591 1,212, ,705 5,708,546 Canadian Heavy Crude Oil (Net Energy) Index (WCC) 3,408 27,269 44,372 Canadian Sweet Synthetic Oil (Net Energy) Index (CSN) 30 Carbon EUA Emissions Euro (RC) 600 Centerpoint Basis Swap (PW) ,237 4,096 Central Appalachian Coal (QL) 7,875 5,775 59,325 58,485 Certified Emission Reduction Plus (CERplusSM) (CPL) Chicagco ULSD (Platts) Swap (4C) 20 Chicago Basis Swap (NB) Chicago Ethanol Swap (CU) 31,823 56, , ,806 Chicago Swing Swap (SS) 312 Chicago ULSD PL vs HO SPR (5C) ,132 3,154 Chicago Unleaded Gasoline vs RBOB Spread Swap (3C) ,020 China Coal Swap (CMC) 25 CIG Basis Swap (CI) 705 1,085 5,905 2,965 Cinergy Hub 5 MW Day Ahead Peak (H5) ,118 12,690 Cinergy Hub 5MW Day Ahead Off-Peak (K2) 2, , ,624 Cinergy Hub 5MW Real Time Off-Peak (H4) 70,200 53, , ,008 Cinergy Hub 5MW Real Time Peak (H3) 1,480 1,149 19,443 16,667 Cinergy Hub LMP Swap-Peak (EM) 1, ,138 1,124 Cinergy Hub Off-Peak LMP Swap (EJ) 312 3,284 1,602 Coal (API 5) fob Newcastle (Argus/McCloskey) (AMC) Coal (API2) cif ARA (Argus/McCloskey) Swap (MTF) 25,051 79,282 87, ,604 Coal (API4) fob Richards Bay (Argus/McCloskey) Swap (MFF) 5,035 28,180 20, ,935 Cocoa (CJ) Coffee (KT) Columbia Gulf Mainline Basis Swap (5Z) 5,682 1,774 Columbia Gulf Mainline Natural Gas (L2) 16,441 Columbia Gulf Onshore Basis Swap (GL) 14,600 12

13 COMEX Copper (HG) 1,477,983 1,696,652 11,617,943 12,584,441 COMEX Gold (GC) 2,793,530 3,466,673 30,267,831 34,149,696 COMEX miny Copper (QC) 1,391 1,793 15,218 14,757 COMEX miny Gold (QO) 7,680 11,641 82,716 74,412 COMEX miny Silver (QI) 1,805 2,243 18,136 15,241 COMEX Silver (SI) 1,231,893 1,652,477 9,131,114 10,441,033 Conway Natural Gasoline (OPIS) BALMO Swap (CGB) 80 Conway Natural Gasoline (OPIS) Swap (8L) Conway Normal Butane (OPIS) BALMO Swap (CBB) 46 Conway Normal Butane (OPIS) Swap (8M) Conway Propane 5 Decimals Swap (8K) 1, ,636 6,285 Copper (HGS) ,303 Cotton (TT) Crude Oil (WS) 39,274 33, , ,308 Crude Oil Physical (CL) 11,687,154 12,849,167 98,720, ,604,780 D4 Biodiesel RINS (Argus) 2013 (D43) D5 Advanced Biofuel RINS (Argus) 2013 (D53) 180 D6 Ethanol RINS (Argus) 2012 (D62) 70 D6 Ethanol RINS (Argus) 2013 (D63) D6 Ethanol RINS (Argus) 2014 (D64) 55 Daily European Naphtha (Platts) CIF NWE Swap (NCN) 6 26 Daily European Naphtha CIF NWE (Platts) (NCP) 20 Daily European Union Allowance (EUA) (EUL) 2,560 Dated Brent (Platts) BALMO Swap (DBB) Dated Brent (Platts) Daily Swap (7G) , Dated to Frontline Brent BALMO Swap (FE) 470 1, Dated-to-Frontline Brent Swap Futures (FY) 4,178 3,879 28,897 21,835 Diesel 10ppm Barge FOB Rdam vs ICE Gasoil BALMO Swap (7X) DME Oman Crude Oil Swap (DOO) 400 DME Oman Crude Oil vs. Dubai (Platts) Swap (DPO) 150 Dominion Basis Swap (PG) 7,452 25,716 10,647 Dominion Natural Gas Index Swap (IH) , Dubai Crude Oil BALMO Swap (BI) 1, Dubai Crude Oil Calendar Swap (DC) 12,304 3,568 86,773 16,822 Eastern Rail CSX Coal Swap (QX) 6,663 7,161 51,833 71,658 East-West Fuel Oil Spread (Platts) BALMO (EWB) East-West Fuel Oil Spread Swap Futures (EW) 5,098 1,428 23,543 10,886 East-West Gasoline Spread (Platts-Argus) Swap (EWG) East-West Naphtha: Japan C&F vs. Cargoes CIF NWE Spread (Platts) Swap (EWN) EIA Flat Tax On-Highway Diesel Swap (A5) ,486 5,125 EIA Flat Tax U.S. Retail Gasoline Swap (JE) El Paso Natural Gas Permian Basin Basis Swap (PM) ,299 1,327 Electric Ercot Daily Peak (I7) 50 Electric Ercot Off Peak (I2) 5,925 5,925 Electric Financially Settled (47) 5,936 Electric Miso Peak (4L) 268 3,858 Electric NYISO Off-Peak (4M) 3,170 31,250 E-Micro Gold (MGC) 12,614 24, , ,174 E-mini Silver (6Q)

14 ERCOT Daily Load Forecast (EMC) 4,712 5,127 ERCOT Houston Z MCPE 5MW Peak (I1) 512 ERCOT North ZMCPE 5MW Off Peak (I6) 5,925 2,000 35,925 81,560 ERCOT North ZMCPE 5MW Peak (I5) 2, ,633 4,680 Ercot West 345 kv Hub M5 MW Off-Peak Swap (O1) 195,040 93, , ,760 ERCOT West Zone MCPE 5MW Peak Swap (N1) 440 5,100 10,112 7,870 Ethanol T2 FOB Rott Incl Duty Swap (Z1) 1,098 1,672 5,201 12,667 Euro bob OXY NWE Barges (ARGUS) (XER) 900 Euro1% Fuel Oil Cargoes FOB MED vs Euro1% Fuel Oil Cargoes FOB NWE Spread Swap (ENS) EuroBob Gasoline 10ppm (Platts) Barges FOB Rdam Swap (7P) 15 EuroBOB Gasonline 10PPM Barges FOB Rdam BALMO Swap (7S) 12 Europe 1% Fuel Oil Calendar Swap (UF) ,754 3,445 European 1% Fuel Oil (Platts) Barges FOB Rdam BALMO Swap (6L) 4 25 European 1% Fuel Oil BALMO Swap (KX) European 1% Fuel Oil Cargoes FOB MED Swap (EFM) European 1% Fuel Oil Rotterdam Calendar Swap (UH) European 3.5% Fuel Oil Cargoes FOB MED BALMO Swap (EFF) European 3.5% Fuel Oil MED Calendar Swap (UI) European 3.5% Fuel Oil Rotterdam BALMO Swap (KR) ,789 4,453 European 3.5% Fuel Oil Rotterdam Calendar Swap (UV) 14,425 9, ,594 71,984 European 3.5% Fuel Oil Spread Swap (FK) ,524 European Dated Brent Crude Oil Calendar Swap (UB) 2, ,491 7,926 European Gasoil (ICE) (7F) 3,910 3,275 29,596 58,540 European Gasoil 10 PPM Rdam Barges vs. Gasoil Futures (ET) ,448 3,608 European Gasoil 10PPM Rdam Barges Swap (GT) European Jet CIF NWE vs. Gasoil Futures Swap (JC) ,120 1,786 European Jet Kero NWE Calendar Swap (UJ) European Jet Kero Rotterdam Calendar Swap (UR) European Jet Rdam Barges vs. Gasoil Futures Swap (JR) European Naphtha Calendar Swap (UN) 3,348 2,379 22,296 22,308 European Naptha BALMO Swap (KZ) ,682 1,736 European Napththa Crack Spread Futures (EN) 9,378 6,192 77,670 71,681 European Propane CIF ARA (Argus) BALMO Swap (32) ,607 European Propane CIF ARA (Argus) vs. Naphtha CIF NWE (Platts) Swap (EPN) ,620 2,057 European Propane CIF ARA Swap (PS) ,857 6,169 FAME 0 Biodiesel (Argus) fob Rotterdam (RED Compliant) vs. ICE Gasoil Spread Swap (FBT) ,177 FAME 0 Biodiesel FOB Rdam (Argus) (RED Compliant) (FBD) Fame 0 Biodiesel FOB Rdam vs ICE Gasoil Spread Swap (LE) 3,204 1,700 29,298 2,075 FAME 0 Biodiesel FOB Rotterdam Swap (2L) Florida Gas Transmission Zone 3 Basis Swap (FP) 386 Freight Route TC6 (Baltic) (TC6) 60 Freight Route TC6 (Baltic) Foward (FC6) 30 Fuel Oil (Platts) CAR CM (1W) Gas Euro-BOB OXY NWE Barges (7H) 7,173 6,037 63,070 72,733 Gas Euro-BOB OXY NWE Barges Crack (7K) 18,713 15, , ,178 Gasoil (ICE) Bullet Swap (BG) 27 Gasoil (ICE) Calendar Swap (GX) ,438 1,381 Gasoil (ICE) Crack Spread Swap (GOC)

15 Gasoil (ICE) Mini Calendar Swap (QA) 105 3,028 1,127 Gasoil 0.1 Barges FOB Rdam vs ICE Gasoil BALMO Swap (6V) Gasoil 0.1 Barges FOB Rdam vs. ICE Gasoil Swap (WQ) ,302 2,897 Gasoil 0.1 Barges FOB Rotterdam Swap (VL) Gasoil 0.1 Cargoes CIF NWE Swap (TW) Gasoil 0.1 Cargoes CIF NWE vs ICE Gasoil BALMO Swap (4V) Gasoil 0.1 Cargoes CIF NWE vs. ICE Gasoil Swap (TU) Gasoil 0.1 CIF MED (Z4) Gasoil 0.1 CIF MED vs ICE Gasoil BALMO Swap (8W) Gasoil 0.1 CIF MED vs. ICE Gasoil Swap (Z5) Gasoil 0.1 CIF NW BALMO Swap (B7) 1 1 Gasoil 10ppm Cargoes CIF NWE Swap (TY) Gasoil 10ppm Cargoes CIF NWE vs ICE Gasoil BALMO Swap (3V) Gasoil 10ppm Cargoes CIF NWE vs. ICE Gasoil Swap (TP) ,598 2,340 Gasoil 50 ppm (Platts) Barges FOB Rdam vs. ICE Gasoil BALMO Swap (GRB) Gasoil 50 ppm (Platts) Barges FOB Rdam vs. ICE Gasoil Swap (GRS) Gasoil Crack Spread Swap Futures (GZ) 5,818 9,627 72,404 58,893 Gasoil Euro-bob Oxy NWE Barges BALMO Swap (7R) ,588 5,845 Gasoil Euro-bob Oxy NWE Barges Crack Spread BALMO (7I) ,538 2,012 Gasoline 10ppm FOB MED (Platts) Crack Spreak (GKS) 233 Gasoline Up-Down (Argus) Swap (UZ) 750 2,900 1,708 Gasoline Up-Down BALMO Swap (1K) ,147 4,188 Group Three ULSD (Platts) vs Heating Oil Spread Swap (A6) 1,790 6,799 11,451 37,036 Group Three Unlead Gas (Platts) vs RBOB Gas Spread Swap (A8) 2,115 8,640 3,102 Group Threee ULSD (Platts) Swap (A7) 2,205 4, Gulf Coast 3.0% Fuel Oil BALMO Swap (VZ) ,072 11,733 Gulf Coast CBOB Gasoline A1 (Platts) Crack Spread Swap (CPB) Gulf Coast CBOB Gasoline A1 (Platts) vs RBOB Spread Swap (CBA) Gulf Coast CBOB Gasoline A2 (Platts) vs RBOB Spread Swap (CRB) 116 1, Gulf Coast Gasoline Calendar Swap (GS) ,338 Gulf Coast Heating Oil Calendar Swap (GP) 150 Gulf Coast Jet (Argus) Calendar Swap (AF) 55 Gulf Coast Jet Fuel Calendar Swap (GE) 5,005 1,512 10,597 9,861 Gulf Coast Jet vs. NY Harbor No.2 HO Spread Swap (ME) 14,980 53, , ,425 Gulf Coast No. 5 Fuel Oil 3.0% vs. Euro 3.5% Fuel Oil Barges FOB Rdam (Platts) BALMO Swap (GCB) Gulf Coast No. 6 Fuel Oil 3.0% (Platts) vs. Brent Crack Spread Swap (GCI) 1, ,457 5,032 Gulf Coast No. 6 Fuel Oil 3.0% Sulfur Swap (MF) 55,465 57, , ,540 Gulf Coast No.6 Fuel Oil (Platts) Crack Spread BALMO Swap (GFC) Gulf Coast No.6 Fuel Oil 3.0% vs. European 3.5% Fuel Oil Bardge FOB Rdam (GCU) 11,753 15, , ,371 Gulf Coast No.6 Fuel Oil Crack Swap (MG) 1,110 1,971 20,851 27,434 Gulf Coast ULSD Calendar Swap (LY) 11,652 1,086 31,697 6,668 Gulf Coast ULSD Crack Spread Swap (GY) 4,040 4,600 38,506 18,152 Gulf Coast ULSD vs Gulf Coast Jet Spread (VV) 300 Gulf Coast Unleaded 87 Gasoline MD (Platts) vs. RBOB Spread Swap (RVG) 1,700 2,415 HDPE High Density Polyethylene Calendar Swap (HPE) Heating Oil BALMO Calendar Swap (1G)

16 Heating Oil Crack Spread BALMO Swap (1H) 28 Heating Oil Financial (BH) 3,339 7,616 26,651 48,343 Heating Oil vs. Brent Crack Spread Swap (HOB) ,155 6,592 Heating Oil vs. ICE Gasoil (HA) 600 5,145 42,275 54,591 Henry Hub Basis Swap (HB) 600 9,700 43,918 91,816 Henry Hub Index Swap (IN) 3,168 9,700 45,872 85,328 Henry Hub Swap (NN) 1,221, ,821 14,160,494 8,671,287 Henry Hub Swing Swap Swap (SN) 1,704 1,200 High Density Polyethylene (P6) High-Low Sulfur Fuel Oil Spread Swap Futures (FS) 3,712 1,247 25,930 12,151 Houston Ship Channel Basis Swap (NH) 24 17,052 1,516 Houston Ship Channel Index Swap (IP) ICE Brent-Dubai Swap (DB) 1, ,669 13,823 ICE Gasoil BALMO Swap (U9) In Delivery Month CER (6S) In Delivery Month EUA (6T) 5,924 18,542 5, ,140 Indonesian Coal (MCC) ,350 Iron Ore 62%Fe,CFR North China (Platts) (PIO) ISO New England LMP Peak (NI) 1, ,962 2,050 ISO New England Off-Peak (KI) 1,802 14,770 5,734 Japan C&F Naphtha Crack Spread Swap (JB) Japan C&F Naptha Swap (JA) 2,526 1,977 17,484 18,586 Japan Naptha BALMO Swap (E6) Jef Fuel Barges FOB Rdam v ICE Gasoil BALMO Swap (9Q) 10 Jet AV Fuel (P) Car FM ICE Gas Swap (1V) Jet Aviation Fuel (Platts) Cargoes FOB MED Swap (1T) 48 Jet Fuel Cargoes CIF NWE BALMO Swap (F3) 5 5 Jet Fuel Cargoes CIF NWE vs ICE Gasoil BALMO Swap (6X) Jet Fuel Up-Down Balmo CL (1M) ,486 8,605 Jet Up-Down (Argus) Swap (JU) LA Jet Fuel vs. NYH No.2 Heating Oil Spread Swap (MQ) 800 2,257 LLDPE Linear Low Density Polyethylene (PCW) Calendar Swap (LPE) 292 LLS (Argus) Calendar Swap (XA) 810 4,885 LLS (Argus) vs. WTI Spread Calendar Swap (WJ) 2,190 19,706 15, ,648 LNG Japan/Korea Marker (Platts) (JKM) 1 Los Angeles CARB Diesel (OPIS) Outright Swap (LX) Los Angeles CARB Diesel (OPIS) Spread Swap (KL) 1,825 1,150 13,585 12,287 Los Angeles CARBOB (OPIS) Spread Swap (JL) 425 1,575 3,880 11,115 Los Angeles Jet (OPIS) Spread Swap (JS) 950 1,575 10,500 7,255 LTD Natural Gas (HH) 89, , ,309 1,599,473 Mars (Argus) vs. WTI Spread Calendar Swap (YX) 90 5,670 1,460 13,385 Mars (Argus) vs. WTI Spread Trade Month Swap (YV) 2, ,820 1,467 Michcon Basis Swap (NF) 41 6,258 2,950 Michcon Natural Gas Index Swap (Y8) 2,080 Micro Crude Oil (MCL) 20 Midwest ISO Indiana Hub 5MW Off-Peak Calendar-Month Day-Ahead Swap (FDM) Midwest ISO Indiana Hub 5MW Peak Calendar-Month Day-Ahead Swap (PDM) Midwest ISO Michigan Hub 5 MW Peak Calendar-Month Day-Ahead Swap (HMW) 6,528 23, ,361 4,915 16

17 Midwest Michigan Hub 5 MW Off-Peak Calendar-Month Day-Ahead (HMO) 70,040 Mini 1% Fuel Oil Cargoes FOB MED (Platts) Swap (MFD) Mini 1% Fuel Oil Cargoes FOB MED (Platts) Swap (MMF) Mini Argus Propane (Saudi Aramco) (MAS) Mini European 1% Fuel Oil (Platts) Barges FOB Rdam BALMO Swap 25 Mini European 1% Fuel Oil (Platts) Cargoes FOB NWE BALMO (0C) Mini European 1% Fuel Oil (Platts) Cargoes FOB NWE Swap (0B) Mini European 1% Fuel Oil Barges FOB Rdam Swap (T0) Mini European 3.5% Fuel Oil Bardges FOB Rdam Swap (0D) 2,911 2,235 16,660 27,233 Mini European 3.5% Fuel Oil Barges FOB Rdam BALMSO Swap (0E) Mini European Diesel 10 ppm Barges FOB Rdam (Platts) vs. Gasoil (MUD) 348 Mini European Jet Kero (Platts) Cargoes CIF NWE vs Gasoil Swap (MJC) Mini European Naphtha (Platts) BALMO Swap (MEN) ,516 Mini European Naphtha CIF NWE Swap (MNC) 302 3,093 2,781 16,755 Mini Gasoil 0.1 (Platts) Cargoes CIF NWE vs. Gasoil Swap (MGF) 24 Mini Gasoil 0.1 Barges FOB Rdam (Platts) vs. Gasoil (MGB) 24 Mini Gasoline Euro-bob Oxy (Argus) NWE Barges Swap (MEO) 410 7,268 2,288 43,242 Mini Japan C&F Naphtha (Platts) Swap (MJN) 249 2, ,252 Mini Japan Naphtha (Platts) BALMO Swap (E6M) Mini Singapore Fuel Oil 180 cst (Platts) BALMO Swap (5L) Mini Singapore Fuel Oil 180 cst (Platts) Swap (0F) ,186 7,052 Mini Singapore Fuel Oil 380 cst (Platts) BALMO Swap (MTB) Mini Singapore Fuel Oil 380 cst (Platts) Swap (MTS) 240 1, ,152 Mini ULSD 10 ppm Cargos CIF MED (Platts) vs. Gasoil (UCM) Mini ULSD 10ppm (Platts) Cargoes CIF NWE vs. Gasoil Swap (MGN) miny Natural Gas (QG) 42,015 21, , ,607 miny RBOB Gasoline (QU) MISO 5MW Off Peak (4R) 60,840 MISO 5MW Peak (4Q) 5,865 MISO Indiana Hub 5 MW Off-Peak Calendar-Mth Real Time Swap (FTM) 3,920 14,286 92,365 MISO Indiana Hub 5 MW Peak Calendar-Mth Real-Time Swap (PTM) 5,295 4,174 MISO Indiana Hub Real-Time Off-Peak Calendar-Day 5 MW (FTD) 1,776 MISO Indiana Hub Real-Time Peak Calendar-Day 5 MW (PTD) 114 Mon Belvieu Natural Gasoline 5 Decimal (OPIS) Swap (7Q) 2,829 1,990 27,164 19,994 Mont Belvieu Ethane (OPIS) BALMO (8C) Mont Belvieu Ethane 5 Decimals (OPIS0 Swap (C0) ,841 16,637 Mont Belvieu Ethylene (PCW) BALMO Swap (MBB) 150 Mont Belvieu Ethylene (PCW) Financial Swap (MBN) ,672 2,846 Mont Belvieu Iso-Butane (8I) 75 1,569 5,246 Mont Belvieu LDH Iso-butane (OPIS) Swap (MBL) ,167 1,164 Mont Belvieu LDH Propane (OPIS) BALMO Swap (8O) 210 2,189 2,746 Mont Belvieu LDH Propane (OPIS) vs European CIF ARA (Argus) Swap (51) Mont Belvieu LDH Propane 5 Decimals (OPIS) Swap (B0) 20,131 7, ,509 84,851 Mont Belvieu Mini LDH Propane (81) Mont Belvieu Natural Gasoline (OPIS) BALMO Swap (R0) Mont Belvieu Normal Butane (OPIS) BALMO Swap (8J) ,166 3,077 Mont Belvieu Normal Butane 5 Decimal (OPIS) Swap (D0) 3,241 6,912 46,099 67,656 Mont Belvieu Normal Butane LDH (OPIS) Swap (MNB) 594 1,425 19,994 16,973 17

18 Mont Belvieu Spot Ethylene In-Well (MBE) 2, ,466 3,530 Naphta Cargoes CIF NWE Crack Spread SWAP (NOB) Naphtha (Platts) Cargoes CIF NWE Crack Spread (1000mt) BALMO (NBB) Natural Gas (HP) 8,157 21,472 42,879 69,101 Natural Gas Penultimate Swap (NP) 711, ,198 6,173,761 4,419,206 Natural Gas Physical (NG) 8,578,977 6,944,222 65,629,799 57,706,768 NE MAINE 5 MW Day Ahead Off-Peak (W2) 14,040 2,751 NE MAINE 5 MW Day Ahead Peak (P9) NEPOOL CNCTCT Day Ahead Off Peak (P3) 1,440 NEPOOL CONECTIC 5 MW Day Ahead Peak (P2) 807 NEPOOL INTR HUB 5 MW Day Ahead Off Peak (H2) 76,208 9, , ,309 NEPOOL INTR HUB 5 MW Day Ahead Peak (U6) 5,105 1,512 31,698 7,856 NEPOOL NE MASS 5 MW Day Ahead Off Peak (P8) 65, ,665 NEPOOL NE MASS 5 MW Day Ahead Peak (P7) 4,849 12,198 NEPOOL RHD ISLD 5MW Day Ahead Off Peak (U5) 18,990 NEPOOL RHD ISLD 5MW Day Ahead Peak (U4) 1,017 NEPOOL SE MASS 5 MW Day Ahead Off-Peak (P5) 4,664 37,424 NEPOOL SE MASS 5 MW Day Ahead Peak (P4) 256 2,041 NEPOOL W CNT MASS 5 MW Day Ahead Off-Peak (L9) 76,682 42,240 NEPOOL W CNTR M 5 MW Day Ahead Peak (R6) 5,749 2,310 New York 0.3% Fuel Oil Hi (8N) New York 0.3% Fuel Oil HiPr (Platts) BALMO Swap (NYB) 200 New York 0.7% Fuel Oil (Platts) BALMO Swap (NYS) 25 New York 1% Fuel Oil v. Gulf Coast 3% Fuel Oil Swap (VR) 5,793 4,354 59,936 55,222 New York 2.2% Fuel Oil (Platts) Swap (Y3) 120 New York 3.0% Fuel Oil (Platts) BALMO Swap (NYT) New York 3.0% Fuel Oil Swap (H1) ,289 1,513 New York Ethanol Swap (EZ) 270 1,055 6,340 8,292 New York Hub Zone G Peak Swap (GN) NGPL Mid-Continent Basis Swap (NL) ,848 4,888 NGPL Mid-Continent Natural Gas Index Swap (IW) NGPL TexOk Basis Swap (PD) ,150 3,920 No. 2 Heating Oil Up-Down Spread Cal Swap (UT) 755 2,600 8,569 9,100 No. 2 Heating Oil, NY (HO) 3,071,615 2,490,434 24,032,850 22,464,491 Northern Illinois Hub Daily Futures Peak (UD) 300 Northern Illinois Hub Monthly Futures Peak (UM) 650 6,579 2,500 Northern Illinois Hub Monthly Off-Peak (UO) 1,524 13,228 2,750 Northern Natural Gas Demarcation Basis Swap (PE) 124 1,495 Northern Natural Gas Ventura Basis Swap (PF) 2, ,923 1,074 Northwest Europe Fuel Oil High-Low Sulfur Spread BALMO Swap (88) Northwest Rockies Basis Swap (NR) 1, , NY 0.3% Fuel Oil HiPr (Platts) vs NY Fuel Oil 1.0% (Platts) (NYH) NY 0.7% Fuel Oil (Platts) (Y4) 25 NY 1% Fuel Oil (Platts) vs.gulf Coast 3% Fuel Oil (Platts) BALMO Swap (NFG) NY 1% Fuel Oil vs. European 1% Fuel Oil Cargoes FOB NWE (Platts) Swap (NYF) ,493 7,639 NY 2.2% Fuel Oil vs. Gulf Coast No. 6 Fuel Oil 3.0% (Platts) Swap Futures (NYC) 60 NY 3.0% Fuel Oil vs GC No. 6 Fuel Oil 3.0% (Platts) Swap (FOC) ,135 3,314 18

19 NY Fuel Oil 1.0% vs Euro 1% Fuel Oil Cargoes FOB NWE (Platts) BALMO Swap (NYG) 300 NY Harbor Fuel Oil 1.0% Sulfur BALMO Swap (VK) 170 2,630 3,666 NY Harbor Heating Oil Calendar Swap (MP) 15,341 5,690 96,396 44,871 NY Harbor Heating Oil Crack Spread Calendar Swap (HK) 5,124 7,815 17,137 22,739 NY Harbor RBOB Gasoline (RB) 3,043,116 2,810,549 25,265,755 24,213,201 NY Harbor Residual Fuel 1.0% Sulfur Swap (MM) 8,399 8, , ,078 NY Harbor Residual Fuel Oil Crack Swap (ML) 335 1,125 NY Heating Oil (Platts) v. NYMEX Heating Oil Swap (YH) 1,573 3,088 NY Jet Fuel (Argus) vs Heating Oil (5U) NY Jet Fuel (Platts) Heat Oil Swap (1U) ,450 5,375 NY RBOB (Platts) Calendar Swap (RY) 150 NY ULSD (Argus) Swap (5Y) 117 NY ULSD (Argus) vs Heating Oil Spread BALMO Swap (ULB) 500 4,345 NY ULSD (Argus) vs Heating Oil Spread Swap (7Y) 1, ,649 17,324 NYISO NYC In-City Capacity Calendar-Month Swap (NNC) NYISO Rest of the State Capacity Calendar Month Swap (NRS) NYISO Zone A 5MW Day Ahead Off-Peak (K4) 126,258 25, ,008 NYISO Zone A 5MW Day Ahead Peak (K3) 38 12,993 3,912 78,427 NYISO Zone A LBMP Daily Peak Swap (AN) 10 NYISO Zone A LBMP Swap - Peak (KA) ,622 10,782 NYISO Zone A LBMP Swap Off-Peak (KB) ,930 4,082 NYISO Zone G 5MW Day Ahead Off-Peak (D2) 9,360 74,630 43, ,342 NYISO Zone G LBMP Swap - Peak (KG) ,492 6,665 NYISO Zone G LBMP Swap Off-Peak (KH) 162 2,704 7,939 NYISO Zone G5MW Day Ahead Peak (T3) 1,844 9,745 9,565 58,862 NYISO Zone J 5MW Day Ahead Off-Peak (D4) 20,680 54, ,470 NYISO Zone J LBMP Swap - Peak (KJ) 1, ,008 3,688 NYISO Zone J LBMP Swap Off-Peak (KK) 124 2, NYISO Zone J5MW Day Ahead Peak (D3) 1,614 1,559 8,125 30,782 NYMEX Hot Rolled Steel (HR) 3,055 2,572 29,483 37,533 NYMEX Iron Ore (TIO) 1,160 1,686 2,292 13,061 NYMEX miny Crude Oil (QM) 185, ,712 1,453,942 1,138,838 NYMEX miny Heating Oil (QH) NYMEX Palladium (PA) 123, , ,223 1,051,589 NYMEX Platinum (PL) 217, ,194 1,533,432 2,205,916 NYMEX ULSD vs NYMEX Heating Oil Spread Swap (UY) 2,398 NYSIO Zone C 5MW D AH O P (A3) 9,328 8,225 25,746 NYSIO Zone C 5MW D AH PK (Q5) ,664 OneOK Oklahoma Basis Swap (8X) 160 1,286 1,008 Ontario Off-Peak Calendar Day Swap (OFD) 4, Ontario Off-Peak Calendar Month Swaps (OFM) 11,850 11, ,024 Ontario Peak Calendar Day Swap (OPD) Ontario Peak Calendar Month Swap (OPM) ,509 OPIS Physical Ethane (3Q) 100 OPIS Physical LDH Propane (3N) 130 OPIS Physical Natural Gasoline (3R) 225 OPIS Physical Normal Butane (3M) Panhandle Basis Swap (PH) 2,390 2,001 29,624 14,869 Panhandle Index Swap Future (IV) 2,

20 Petro European Naphtha Crack Spread BALMO Swap (43) ,479 1,270 PGP Polymer Grade Propylene (PCW) Calendar Swap (PGP) ,087 2,985 PJM AD Hub 5MW Real Time Off-Peak (V3) 74,200 37, ,115 1,321,698 PJM AD Hub 5MW Real Time Peak (Z9) 7,310 10,160 19,071 64,031 PJM AECO Day Ahead Off-Peak (X1) 243,904 70,320 PJM AECO Day Ahead Peak (Y1) 13,436 3,825 PJM AEP Dayton Hub Day-Ahead Peak Calendar-Day 2.5 MW (PAP) 100 PJM AEP Dayton Hub Real-Time Off-Peak Calendar-Day 5 MW 6,720 PJM ATSI Zone 5 MW Off-Peak Calendar-Month Day-Ahead Swap (MOD) 1,664 11,056 PJM ATSI Zone 5 MW Peak Calendar-Month Day-Ahead Swap (MPD) 508 PJM BGE Day Ahead Off-Peak (R3) 28,136 32,840 PJM BGE Day Ahead Peak (E3) 5,599 1,780 PJM ComEd 5MW Day Ahead Off-Peak (D9) 8,005 98,560 40, ,585 PJM ComEd 5MW Day Ahead Peak (D8) 415 5,115 2,828 6,490 PJM Daily Load Forecast (PDJ) PJM Dayton Day Ahead Off-Peak (R7) 5,824 14, , ,002 PJM Dayton Day Ahead Peak (D7) 1,275 2,200 25,196 14,499 PJM DPL Day Ahead Off-Peak (E8) 101,315 PJM DPL Day Ahead Peak (L8) 5,780 PJM Financially Settled Daily Futures - Peak (JD) 90 1, PJM Financially Settled Monthly Futures - Peak (JM) 14,070 1, ,988 15,667 PJM JCPL Day Ahead Off-Peak (F2) 19,440 23,400 PJM JCPL Day Ahead Peak (J2) 4,895 1,275 PJM Meted Zone Off Peak Cal Mth Day Ahead LMP Swap (46) 108,976 PJM Northern IL Day Ahead Off-Peak (L3) 12, , , ,987 PJM Northern IL Day Ahead Peak (N3) 1,286 6,380 14,753 18,850 PJM Northern IL Hub 5MW Real Time Off-Peak (B6) 130, , , ,589 PJM Northern IL Hub 5MW Real Time Peak (B3) 6,489 10,963 23,646 45,050 PJM Off-Peak LMP Swap (JP) 1, ,186 65,148 PJM PECO Z5 MW Off Pk Cal Mth Day Ahead LMP Swap (4P) 77,693 PJM PECO Zone 5MW Peak Calendar Month Day Ahead (4N) 4,815 PJM PEPCO Day Ahead Peak (R8) 1,785 PJM PEPCODay Ahead Off-Peak (Q8) 23,400 PJM PPL Day Ahead Off-Peak (F5) 30,554 46,960 PJM PPL Day Ahead Peak (L5) 1,021 2,540 PJM PSEG Day Ahead Off-Peak (W6) 4, ,242 4,696 PJM PSEG Day Ahead Peak (L6) , PJM Western Hub Day Ahead Off-Peak (E4) 4, , ,936 PJM Western Hub Day Ahead Peak (J4) ,124 15,178 PJM Western Hub Real Time Off-Peak (N9) 292, ,672 1,058,099 1,683,220 PJM Western Hub Real Time Peak (L1) 4,965 7,860 46,271 72,743 Polypropylene 52 Polypropylene (PCW) Calendar Swap (PPP) Premium Und Gasoline 10ppm CARGOE (4G) 61 Premium Unld Gasoline 10ppm FOB (8G) ,413 Premium Unld Gasoline 10ppm FOB MED (3G) ,244 4,039 Premium Unld Gasoline 10ppm Rdam FOB Balmo (7N) Premium Unld Gasoline 10ppm Rdam FOB Swap (7L) , Propane Non-LDH Mt. Belvieu (OPIS) BALMO Swap (1S) ,

21 Propane Non-LDH Mt. Belvieu (OPIS) Swap (1R) ,326 2,414 RBOB Calendar Swap Future (RL) 8,475 6,924 80,792 71,689 RBOB Crack Spread BALMO Swap (1E) RBOB Crack Spread Swap (RM) 970 1,805 5,635 8,508 RBOB Gas (RT) 8,624 9,608 38,959 86,853 RBOB Gasoline BALMO Swap (1D) 1, ,854 9,276 RBOB Gasoline vs Brent Crack Spread Swap (RBB) 12,499 11, ,177 90,529 RBOB Gasoline vs. Eurobob Oxy (Argus) NWE Barges (1000mt) Swap (EXR) 938 1,046 9,605 12,790 RBOB Up-Down Calendar Swap (RV) 12,845 6,321 77,124 70,168 RBOB vs Heating Oil Swap (RH) 14, RBOB vs. NYMEX RBOB Gasoline Spread Swap (RI) 11, RME Biodiesel (Argus) fob Rdam (RED Compliant) vs ICE Gasoil Spread Swap (BFR) 630 1,506 1,920 7,449 RME Biodiesel (Argus) FOB Rdam vs ICE Gasoil Spread Swap (KE) 1,482 10, RME Biodiesel FOB Rdam (Argus) (RED Compliant) (RBF) San Juan Basis Swap (NJ) 620 6, Silver (1,000) (SIL) 8,932 15,219 Singapore 180 Fuel Oil BALMO (BS) ,442 Singapore Fuel Oil 380 cst Calendar Swap (SE) 2,904 3,833 13,473 27,756 Singapore Fuel Oil 180 Crack Spread Swap (SFC) 1 5, Singapore Fuel Oil 180 cst (Platts) 6.35 Brent Crack Spread Swap (STR) ,124 Singapore Fuel Oil 180 cst (Platts) 6.35 Dubai Crack Spread Swap (STS) ,754 4,903 Singapore Fuel Oil 180 cst vs. 380 cst Spread (PLatts) BALMO Swap (MSD) Singapore Fuel Oil 180cst Calendar Swap (UA) 7,208 9,280 62,988 71,898 Singapore Fuel Oil 380 cst (Platts) 6.35 Dubai Crack Spread Swap (STI) Singapore Fuel Oil 380 cst (Platts) vs. European 3.5% Fuel Oil Barges FOB Rdam (Platts) (EVC) Singapore Fuel Oil 380 cst BALMO Swap (BT) Singapore Fuel Oil Spread Swap Futures (SD) 955 1,236 9,038 12,762 Singapore Gasoil 0.05% Sulfur (Platts) Swap (SZF) 360 Singapore gasoil 0.05% vs 0.5% Sulfur Spread (Platts) Swap (SZZ) 825 Singapore Gasoil 10 ppm Swap BALMO (STL) 100 Singapore Gasoil 10 ppm vs 0.5% Sulfur Spread (Platts) Swap (STZ) ,225 1,950 Singapore Gasoil BALMO Swap (VU) 1, ,784 4,827 Singapore Gasoil Calendar Swap (SG) 10,676 15, , ,815 Singapore Gasoil vs. Rotterdam Gasoil Swap Futures (GA) 6,200 3,227 49,666 38,687 Singapore Jet Kero vs Gasoil Balmo (Z0) ,200 1,985 Singapore Jet Kerosene (Platts) Dubai Crack Spread Swap (KSD) ,700 Singapore Jet Kerosene BALMO Swap (BX) Singapore Jet Kerosene Swap (KS) 11,132 9,521 42,417 48,047 Singapore Jet Kerosene vs. Gasoil Spread Swap Futures (RK) 2,150 1,560 34,670 21,625 Singapore Mogas 92 Unleaded (Platts) Brent Crack Spread Swap (1NB) 645 1,350 2,352 18,287 Singapore Mogas 92 Unleaded (Platts) Dubai (Platts) Crack Spread (1ND) 50 Singapore Mogas 92 Unleaded Balmo (1P) ,333 5,255 Singapore Mogas 92 Unleaded Swap (1N) 9,806 7,539 70,561 75,247 Singapore Mogas 95 Unleaded (Platts) BALMO Swap (W0) Singapore Mogas 95 Unleaded Swap (V0) ,185 Singapore Mogas 95 Unleaded vs. Singapore Mogas 92 Unleaded Spread (Platts) Swap (SMU) Singapore Mogas 97 Unleaded (Platts) BALMO Swap (Y0)