INITIAL & MAINTENANCE EXCHANGE MINIMUM MARGINS with the opening of business on Monday, March 30, 2009, the margin requirements are as listed below. Information shown in red indicate latest changes. AGRICULTURE (In U.S. Dollars) MARKET Initial Maint Initital Maint Initial Maint Initital Maint Sugar #11 (SB) 1,260 900 280 200 900 900 200 200 0 08/06/08 Cleared-Only Sugar #11 Swap (SBC) 1,260 900 280 200 900 900 200 200 0 02/13/09 Sugar #14 (SE) 1,260 900 700 500 900 900 500 500 0 08/06/08 Sugar #16 (SF) 1,260 900 700 500 900 900 500 500 0 09/26/08 Cocoa (CC) 2,660 1,900 * * 1,900 1,900 * * 0 11/06/08 Cleared-Only Cocoa Swap (CCC) Outright 2,660 1,900 * * 1,900 1,900 * * 0 02/13/09 Coffee (KC) 3,780 2,700 ** ** 2,700 2,700 ** ** 0 01/09/09 Cleared-Only Coffee Swap (KCC) 3,780 2,700 ** ** 2,700 2,700 ** ** 0 02/13/09 Cotton (CT) 1,820 1,300 420 300 1,300 1,300 300 300 0 03/19/09 FCOJ-A (OJ) 980 700 420 300 700 700 300 300 0 03/04/09 Cotton crop year begins August 1 and ends July 31 Outright Addon Note: The minimum original and maintenance margin rates for a customer who is a member or a member of the trade of the ICE Futures U.S. is equal to the hedge rates shown above. N1 = First Nearby Contract N2 = Second Nearby Contract 1
Note: The following spread tier changes will be implemented for Cocoa Tier 1 = Months 1-4 Tier 2 = Months 5 - * Initital Maint Initital Maint CC Tier 1-Tier 1 490 350 350 350 03/30/09 CC Tier 1-Tier 2 560 400 400 400 03/30/09 CC Tier 2-Tier 2 490 350 350 350 03/30/09 The following spread tier changes will be implemented for Coffee Tier 1 = Months 1-4 Tier 2 = Months 5-6 Tier 3 = Months 7 - Initital Maint Initital Maint KC Tier 1-Tier 1 ** 280 200 200 200 10/05/07 KC Tier 1-Tier 2 420 300 300 300 10/17/07 KC Tier 1-Tier 3 560 400 400 400 10/17/07 KC Tier 2-Tier 2 280 200 200 200 10/05/07 KC Tier 2-Tier 3 420 300 300 300 10/17/07 KC Tier 3-Tier 3 280 200 200 200 10/05/07 Note: The following spread tier will be implemented for Cleared-Only Cocoa Swap Tier 1 = Months 1-4 Tier 2 = Months 5 - * Initital Maint Initital Maint CCC Tier 1-Tier 1 490 350 350 350 03/30/09 CCC Tier 1-Tier 2 560 400 400 400 03/30/09 CCC Tier 2-Tier 2 490 350 350 350 03/30/09 The following spread tier will be implemented for Cleared-Only Coffee Swap Tier 1 = Months 1-4 Tier 2 = Months 5-6 Tier 3 = Months 7 - Initital Maint Initital Maint KCC Tier 1-Tier 1 ** 280 200 200 200 02/13/09 KCC Tier 1-Tier 2 420 300 300 300 02/13/09 KCC Tier 1-Tier 3 560 400 400 400 02/13/09 KCC Tier 2-Tier 2 280 200 200 200 02/13/09 KCC Tier 2-Tier 3 420 300 300 300 02/13/09 KCC Tier 3-Tier 3 280 200 200 200 02/13/09 2
INDICES (In U.S. Dollars) MARKET Outright Outright Initial Maint Initital Maint Initial Maint Initital Maint USDX (DX) 2,261 1,700 200 150 1,700 1,700 150 150 03/04/09 Euro Index (E) (In Euros) 2,793 2,100 200 150 2,100 2,100 150 150 11/06/08 "Revised" NYSE Composite Index (YU) 17,500 17,500 250 250 17,500 17,500 250 250 03/04/09 Continuous Commodity Index (CI) 7,000 7,000 500 500 7,000 7,000 500 500 03/04/09 Reuters/ Jefferies CRB Index (CR) 650 650 125 125 650 650 125 125 03/04/09 Russell 1000 Mini Index (RF) 3,000 3,000 50 50 3,000 3,000 50 50 03/19/09 Russell 2000 Mini Index (TF) 4,000 4,000 50 50 4,000 4,000 50 50 03/19/09 3
CURRENCIES, CROSS RATES MARKET Initial Maint Initital Maint Initial Maint Initital Maint Pound-SW Franc (SS) SF 11,970 9,000 532 400 9,000 9,000 400 400 01/23/09 Pound-Yen (SY) JY 931,000 700,000 26,600 20,000 700,000 700,000 20,000 20,000 03/19/09 $-Canadian (SV) CD 3,192 2,400 166 125 2,400 2,400 125 125 03/30/09 Euro-Swiss Franc (RZ) SF 3,724 2,800 333 250 2,800 2,800 250 250 03/19/09 Euro-Swedish Krona (RK) SK 34,580 26,000 1,596 1,200 26,000 26,000 1,200 1,200 01/23/09 Euro-Japanese Yen (EJ) JY 598,500 450,000 19,950 15,000 450,000 450,000 15,000 15,000 03/04/09 $-Pound (MP) $ 3,059 2,300 166 125 2,300 2,300 125 125 03/30/09 $-Yen (SN) JY 299,250 225,000 19,950 15,000 225,000 225,000 15,000 15,000 03/30/09 $-Swiss Franc (MF) SF 5,320 4,000 399 300 4,000 4,000 300 300 03/30/09 $-SA Rand (ZR) SAR 59,850 45,000 6,650 5,000 45,000 45,000 5,000 5,000 03/19/09 Aust $-US $ (AU) $ 7,980 6,000 399 300 6,000 6,000 300 300 03/04/09 Aust $-Can $ (AS) CAD 6,650 5,000 200 150 5,000 5,000 150 150 03/04/09 Aust $-NZ $ (AR) NZD 5,586 4,200 665 500 4,200 4,200 500 500 03/19/09 NZ $-US $ (ZX) $ 6,650 5,000 399 300 5,000 5,000 300 300 01/23/09 Euro (EO) $ 4,256 3,200 133 100 3,200 3,200 100 100 03/04/09 Swiss Franc Japanese Yen (ZY) JY Outright Outright 665,000 500,000 26,600 20,000 500,000 500,000 20,000 20,000 03/04/09 Aust $-Japanese Yen (YA) JY 931,000 700,000 15,960 12,000 700,000 700,000 12,000 12,000 03/04/09 Euro-British Pound (GB) BP 3,724 2,800 200 150 2,800 2,800 150 150 01/23/09 Euro-Norwegian Krone (OL) NK 26,600 20,000 1,330 1,000 20,000 20,000 1,000 1,000 03/04/09 Euro-Canadian Dollar CAD (EP) 5,320 4,000 186 140 4,000 4,000 140 140 11/06/08 Canadian $ Japanese JPY Yen (HY) 731,500 550,000 19,950 15,000 550,000 550,000 15,000 15,000 03/04/09 $-Swedish Krona (KX) SEK 49,210 37,000 1,330 1,000 37,000 37,000 1,000 1,000 03/30/09 $-Norwegian Krone (NT) NOK 29,260 22,000 3,325 2,500 22,000 22,000 2,500 2,500 03/04/09 Euro-Australian Dollar (RA) AUD 7,980 6,000 266 200 6,000 6,000 200 200 03/04/09 $ - Czech Koruna (VC) CK 93,100 70,000 10,973 8,250 70,000 70,000 8,250 8,250 03/30/09 Euro-Czech Koruna (EZ) CK 126,350 95,000 6,983 5,250 95,000 95,000 5,250 5,250 03/04/09 $ -Hungarian Forint (VU) HF 1,197,000 900,000 134,663 101,250 900,000 900,000 101,250 101,250 03/30/09 Euro-Hungarian Forint (HR) HF 1,330,000 1,000,000 99,750 75,000 1,000,000 1,000,000 75,000 75,000 11/06/08 Norwegian Krone Swedish Krona (NJ) SEK 19,950 15,000 1,064 800 15,000 15,000 800 800 03/04/09 Euro-SA Rand (YZ) SAR 59,850 45,000 6,650 5,000 45,000 45,000 5,000 5,000 03/19/09 Sterling Australian Dollar (QA) AUD 9,975 7,500 798 600 7,500 7,500 600 600 03/04/09 Sterling New Zealand (GN) NZD 13,300 10,000 1,596 1,200 10,000 10,000 1,200 1,200 03/04/09 Sterling Canada Dollar (PC) CAD 7,315 5,500 931 700 5,500 5,500 700 700 01/23/09 Sterling Norway Krone (PK) NOK 46,550 35,000 3,325 2,500 35,000 35,000 2,500 2,500 03/04/09 Sterling SA Rand (PZ) SAR 93,100 70,000 9,975 7,500 70,000 70,000 7,500 7,500 03/04/09 Sterling Swedish Krona (PS) SEK 59,850 45,000 3,990 3,000 45,000 45,000 3,000 3,000 03/19/09 New Zealand Dollar Japanese Yen (ZJ) JY 665,000 500,000 79,800 60,000 500,000 500,000 60,000 60,000 03/04/09 Norway Krone Japanese Yen (KY) JY 1,330,000 1,000,000 119,700 90,000 1,000,000 1,000,000 90,000 90,000 03/04/09 4
CURRENCIES, CROSS RATES MARKET Outright Outright Initial Maint Initital Maint Initial Maint Initital Maint Swedish Krona Japanese Yen (KJ) JY 1,263,500 950,000 93,100 70,000 950,000 950,000 70,000 70,000 03/04/09 Million Australian Dollar US$ (IAU) $ 66,500 50,000 3,990 3,000 50,000 50,000 3,000 3,000 11/06/08 Million Euro Japanese Yen (IEJ) JY 8,312,500 6,250,000 199,500 150,000 6,250,000 6,250,000 150,000 150,000 11/06/08 Million Euro-US$ (IEO) $ 39,900 30,000 1,330 1,000 30,000 30,000 1,000 1,000 11/06/08 Million Euro Canadian Dollar (IEP) CAD 53,200 40,000 1,862 1,400 40,000 40,000 1,400 1,400 11/06/08 Million Euro British Pound (IGB) BP 17,290 13,000 1,995 1,500 13,000 13,000 1,500 1,500 11/06/08 Million US$ Swedish Krona (IKX) SEK 266,000 200,000 13,300 10,000 200,000 200,000 10,000 10,000 11/06/08 Million US$ Swiss Franc (IMF) SF 18,620 14,000 3,990 3,000 14,000 14,000 3,000 3,000 11/06/08 Million British Pound US$ (IMP) $ 31,920 24,000 1,663 1,250 24,000 24,000 1,250 1,250 11/06/08 Million Euro Swedish Krona (IRK) SK 192,850 145,000 15,960 12,000 145,000 145,000 12,000 12,000 11/06/08 Million Euro Swiss Franc (IRZ) SF 37,240 28,000 3,325 2,500 28,000 28,000 2,500 2,500 11/06/08 Million US$ Japanese Yen (ISN) JY 2,660,000 2,000,000 199,500 150,000 2,000,000 2,000,000 150,000 150,000 11/06/08 Million US$ Canadian Dollar (ISV) CAD 22,610 17,000 1,663 1,250 17,000 17,000 1,250 1,250 11/06/08 5
ICE FUTURES U.S. PRODUCTS VS. ICE FUTURES U.S. PRODUCTS Information shown in red indicate latest changes. CURRENCIES, CROSS RATES, INDEX PRODUCTS SPREAD ACTION RATIO SAVINGS** EFFECTIVE PERCENTAGE DATE AS+AU+SV long-short-short 2 to 1 to 2 80% 01/25/08 AU+ZX+AR long-short-short 2 to 1 to 1 90% 02/12/04 EO+DX long-long 2 to 3 85% 01/25/08 EO+GB+MP long-short-short 3 to 1 to 2 70% 01/25/08 EP+SV+EO long-short-short 2 to 1 to 1 75% 01/25/08 EJ+RZ+ZY long-short-short 2 to 1 to 1 85% 02/12/04 GB+EO+MP long-short-long 1 to 8 to 8 70% 01/25/08 RF-YU long-short 2 to 1 80% 05/11/07 RZ+SS+GB long-short-short 3 to 1 to 1 85% 02/12/04 RZ+MF+EO long-short-short 2 to 1 to 1 85% 01/25/08 RZ+ZY+EJ long-short-long 1 to 4 to 4 75% 02/12/04 SE-SF long-short 1to 1 100% 09/26/08 TF-RF long-short 1 to 1 80% 01/02/08 MP+EO+GB long-short-long 1 to 2 to 1 70% 01/25/08 MK-KC long-short 3 to 1 80% 03/15/02 IAU-AU long-short 1 to 5 100% 11/06/08 IEJ-EJ long-short 1 to 10 100% 11/06/08 IEO-EO long-short 1 to 10 100% 11/06/08 IEP-EP long-short 1 to 10 100% 11/06/08 IGB-GB long-short 1 to 10 100% 11/06/08 IKX-KX long-short 1 to 10 100% 11/06/08 IMF-MF long-short 1 to 10 100% 11/06/08 IMP-MP long-short 1 to 16 100% 11/06/08 IRK-RK long-short 1 to 10 100% 11/06/08 IRZ-RZ long-short 1 to 10 100% 11/06/08 ISN-SN long-short 1 to 10 100% 11/06/08 ISV-SV long-short 1 to 10 100% 11/06/08 CC-CCC long-short 1 to 1 93% 02/13/09 KC-KCC long-short 1 to 1 95% 02/13/09 SB-SBC long-short 1 to 1 86% 02/13/09 * long-long is the same as short-short ** Savings percentage is a reduction of original margins on both sides of the spread ** The following spread margins will be effective during the five days of trading prior to the expiration of the Cleared-Only Swap Contracts. Prior to the last five days of trading the rate will be 100%. Please contact ICE Clear (212) 748-4122 for information on acceptable Inter-Market s. 6
ICE FUTURES U.S. PRODUCTS VS. OTHER EXCHANGE PRODUCTS Information shown in red indicate latest changes. CURRENCIES, CROSS RATES, INDEX PRODUCTS SPREAD ACTION RATIO SAVINGS** PERCENTAGE EFFECTIVE DATE Million Euro-US$ (IEO) CME Euro-US$ (EC) long-short 1 to 8 60% 11/06/08 Euro-US$ (EO) CME Euro-US$ (EC) long-short 5 to 4 60% 11/06/08 Million British Pound-US$ (IMP) CME British Pound-US$ (BP) long-short 1 to 16 80% 11/06/08 British Pound-US$ (MP) CME British Pound US$ (BP) long-short 1 to 1 80% 11/06/08 Million US$-Canadian Dollar (ISV) CME US$-Canadian Dollar (C1) long-long 1 to 10 80% 11/06/08 US$-Canadian Dollar (SV) CME US$ - Canadian Dollar (C1) long-long 1 to 1 80% 11/06/08 Million US$-Japanese Yen (ISN) CME US$-Japanese Yen (J1) long-long 1 to 8 80% 11/06/08 US$-Japanese Yen (SN) CME US$-Japanese Yen (J1) long-long 5 to 4 80% 11/06/08 Million US$-Swiss Franc (IMF) CME US$-Swiss Franc (E1) long-long 1 to 5 80% 11/06/08 US$-Swiss Franc (MF) CME US$-Swiss Franc (E1) long-long 1 to 2 80% 11/06/08 Million Euro-British Pound (IGB) CME Euro-British Pound (RP) long-short 1 to 8 80% 11/06/08 Euro-British Pound (GB) CME Euro-British Pound (RP) long-short 5 to 4 80% 11/06/08 Million Euro-Canadian Dollar (IEP) CME Euro-Canadian Dollar (CC) long-short 1 to 8 80% 11/06/08 Euro-Canadian Dollar (EP) CME Euro-Canadian Dollar (CC) long-short 5 to 4 80% 11/06/08 7
CURRENCIES, CROSS RATES, INDEX PRODUCTS SPREAD ACTION RATIO SAVINGS** PERCENTAGE EFFECTIVE DATE Million Euro-Swiss Franc (IRZ) CME Euro-Swiss Franc (RF) long-short 1 to 8 80% 11/06/08 Euro-Swiss Franc (RZ) CME Euro-Swiss Franc (RF) long-short 5 to 4 80% 11/06/08 Million Euro-Swedish Krona (IRK) CME Euro-Swedish Krona (KE) long-short 1 to 8 80% 11/06/08 Euro-Swedish Krona (RK) CME Euro-Swedish Krona (KE) long-short 5 to 4 100% 11/06/08 Million Australian Dollar-US$ (IAU) CME Australian Dollar US$ (AD) long-short 1 to 10 80% 11/06/08 Australian Dollar-US$ (AU) CME Australian Dollar US$ (AD) long-short 1 to 2 80% 11/06/08 e-mini S&P Mid-Cap 400 (ME) Russell 1000 Index (Mini) (RF) long-short 1 to 1 80% 11/06/08 e-mini S&P Mid-Cap 400 (ME) Russell 2000 Index (Mini) (TF) long-short 1 to 1 80% 11/06/08 S&P Mid-Cap 400 (MD) Russell 1000 Index (Mini) (RF) long-short 1 to 5 80% 11/06/08 S&P Mid-Cap 400 (MD) Russell 2000 Index (Mini) (TF) long-short 1 to 5 80% 11/06/08 8
INTER-MARKET STRADDLES ICE Futures U.S. Products Other Exchange Products All Margins in U.S. Dollars Per / Arbitrage* Transaction involving: (in order of priority) ICE Futures U.S. Cocoa Vs. London Cocoa ICE Futures U.S. Coffee Vs. London Coffee 1:3 ICE Futures U.S. Sugar #11 Vs. London White Sugar EFFECTIVE DATE Neither current delivery month** 150 750 100 10/14/1999 Both current delivery months** 150 750 100 10/14/1999 Nearest current delivery (spot) month** and non-current month 150 750 100 10/14/1999 Other current delivery month** and non-current month 150 750 100 10/14/1999 * MINIMUM ORIGINAL MARGIN for a customer who is a member of the ICE Futures U.S. or a member of the trade. ORIGINAL MARGINS for all other customers shall not be less than 140% of the above prescribed amounts. MAINTENANCE MARGIN for all customers is equal to 100% of the above prescribed amounts. ** A current delivery month is one of the first two nearby delivery months. 9
INTER-MARKET SPREADS ICE Futures U.S. Products Other Exchange Products All Margins in US Dollars EXCHANGE Spread CME ICE Ratio Credit % e-mini Nasdaq 100 (NQ) Russell 2000 Mini (TF) 2 to 1 0.75 06/09/08 e-mini Nasdaq 100 (NQ) Russell 1000 Mini (RF) 2 to 1 0.75 06/09/08 Nasdaq 100 (ND) Russell 2000 Mini (TF) 2 to 5 0.75 06/09/08 Nasdaq 100 (ND) Russell 1000 Mini (RF) 2 to 5 0.75 06/09/08 S&P 500 (SP) Russell 2000 Mini (TF) 1 to 5 0.7 06/09/08 S&P 500 (SP) Russell 1000 Mini (RF) 1 to 5 0.8 06/09/08 e-mini S&P 500 (ES) Russell 2000 Mini (TF) 1 to 1 0.7 06/09/08 e-mini S&P 500 (ES) Russell 1000 Mini (RF) 1 to 1 0.8 06/09/08 CBT ICE Ratio Spread Credit % Dow Jones Industrial Index (11) Russell 2000 Mini (TF) 3 to 5 0.7 06/09/08 Dow Jones Industrial Index (11) Russell 1000 Mini (RF) 1 to 2 0.6 06/09/08 Mini-Dow Jones Industrial Index(YM) Russell 2000 Mini (TF) 3 to 1 0.7 06/09/08 Mini-Dow Jones Industrial Index(YM) Russell 1000 Mini (RF) 1 to 2 0.6 06/09/08 Note: The spread margin will not be available to Clearing Members; the spread margins will only be available at the customer level. Clearing firms have the option to give their customers the reduced margin rates. Also, the margin reduction will only be available on the ICE legs of the spread. 10
SHORT OPTION MINIMUMS Various Parameters used by SPAN to calculate margins Commodity Comm. Code Implied Volatility Scan Range Short Option Minimum Initial to Maintenance Mark-up% Currency Product Group Tier Contract Month Included In Tier Australian Dollar New Zealand Dollar AR 1 40 133% NZD Currency T1 1-999 11/10/08 Australian Dollar/Canadian Dollar AS 1 35 133% CAD Currency T1 1-999 11/10/08 Australian Dollar/US$ AU 2 25 133% USD Currency T1 1-999 11/10/08 Cocoa CC 6 19 140% USD Agricultural T1 1-2 11/10/08 Cocoa CC 4 19 140% USD Agricultural T2 3-999 11/10/08 Continuous Commodity Index CI 2 40 100% USD Indices T1 1-999 11/10/08 Reuters/Jefferies CRB Index CR 2 40 133% USD Indices T1 1-999 11/10/08 Cotton CT 4 18 140% USD Agricultural T1 1-2 11/10/08 Cotton CT 3 18 140% USD Agricultural T2 3-999 11/10/08 Cotton Comb CTS 25 18 140% USD Agricultural T1 1-999 11/10/08 US Dollar Index DX 2 45 133% USD Indices T1 1-999 11/10/08 Euro Index E 2 45 133% EUR Indices T1 1-999 11/10/08 Euro/Japanese Yen EJ 3 2,750 133% JPY Currency T1 1-999 11/10/08 Euro/US $ EO 2 0 133% USD Currency T1 1-999 11/10/08 Euro/Canadian Dollar EP 1 25 133% CAD Currency T1 1-999 11/10/08 Euro/Czech Koruna EZ 1 640 133% CZK Currency T1 1-999 11/10/08 Euro/British Pound GB 1 14 133% GBP Currency T1 1-999 11/10/08 Sterling/New Zealand Dollar GN 2 1 133% NZD Currency T1 1-999 11/10/08 Euro/Hungarian Forint HR 1 5,000 133% HUF Currency T1 1-999 11/10/08 Canadian Dollar/Japanese Yen HY 1 2,750 133% JPY Currency T1 1-999 11/10/08 Coffee KC 6 23 140% USD Agricultural T1 1-2 11/10/08 Coffee KC 4 23 140% USD Agricultural T2 3-999 11/10/08 Swedish Krona/Japanese Yen KJ 2 1 133% JPY Currency T1 1-999 11/10/08 US$/Swedish Krona KX 2 1 133% SEK Currency T1 1-999 11/10/08 Norway Krone/Japanese Yen KY 2 1 133% JPY Currency T1 1-999 11/10/08 US$/Swiss Franc MF 2 0 133% USD Currency T1 1-999 11/10/08 British Pound/US$ MP 2 0 133% USD Currency T1 1-999 11/10/08 Norwegian Krone/Swedish Krona NJ 2 200 133% SEK Currency T1 1-999 11/10/08 US$/Norwegian Krone NT 2 1 133% NOK Currency T1 1-999 11/10/08 Orange Juice OJ 6 10 140% USD Agricultural T1 1-2 11/10/08 Orange Juice OJ 4 10 140% USD Agricultural T2 3-999 11/10/08 Euro/Norwegian Krone OL 2 175 133% NOK Currency T1 1-999 11/10/08 Sterling/Canadian Dollar PC 2 1 133% CAD Currency T1 1-999 11/10/08 Sterling/Norway Krone PK 2 1 133% NOK Currency T1 1-999 11/10/08 Sterling/Swedish Krona PS 2 1 133% SEK Currency T1 1-999 11/10/08 Sterling/South Africian Rand PZ 2 1 133% ZAR Currency T1 1-999 11/10/08 Sterling/Australian Dollar QA 2 1 133% AUD Currency T1 1-999 11/10/08 Euro/Australian Dollar RA 2 35 133% AUD Currency T1 1-999 11/10/08 Russell 1000 Index (Mini) RF 5 50 100% USD Indices T1 1-999 11/10/08 Euro/Swedish Krona RK 1 200 133% SEK Currency T1 1-999 11/10/08 Euro/Swiss Franc RZ 1 35 133% CHF Currency T1 1-999 11/10/08 Sugar SB 5 18 140% USD Agricultural T1 1-2 12/04/08 Sugar SB 3 18 140% USD Agricultural T2 3-999 12/04/08 Sugar Comb. SBS 15 12 140% USD Agricultural T1 1-999 11/10/08 Sugar #14 Domestic SE 1 12 140% USD Agricultural T1 1-999 11/10/08 Sugar #16 Domestic SF 0 12 140% USD Agricultural T1 1-999 11/10/08 US$/Japanese Yen SN 2 0 133% JPY Currency T1 1-999 11/10/08 British Pound/Swiss Franc SS 2 0 133% CHF Currency T1 1-999 11/10/08 11
Commodity Comm. Code Implied Volatility Scan Range Short Option Minimum Initial to Maintenance Mark-up% Currency Product Group Tier Contract Month Included In Tier US$/Canadian Dollar SV 1 0 133% CAD Currency T1 1-999 11/10/08 British Pound/Japanese Yen SY 2 2,750 133% JPY Currency T1 1-999 11/10/08 Russell 2000 Index (Mini) TF 2 50 100% USD Indices T1 1-999 11/10/08 US$/Czech Koruna VC 2 1 133% CZK Currency T1 1-999 11/10/08 US$/Hungarian Forint VU 2 1 133% HUF Currency T1 1-999 11/10/08 Australian Dollar/Japanese Yen YA 1 2,750 133% JPY Currency T1 1-999 11/10/08 Revised NYSE Composite Index YU 4 150 100% USD Indices T1 1-999 11/10/08 Euro/South Africian Rand YZ 2 1 133% ZAR Currency T1 1-999 11/10/08 New Zealand Dollar/Japanese Yen ZJ 2 1 133% JPY Currency T1 1-999 11/10/08 US$/South Africian Rand ZR 1 150 133% ZAR Currency T1 1-999 11/10/08 New Zealand Dollar/US$ ZX 2 25 133% USD Currency T1 1-999 11/10/08 Swiss Franc/Japanese Yen ZY 1 2,750 133% JPY Currency T1 1-999 11/10/08 Million Australian Dollar/US$ IAU 0 25 133% USD Currency T1 1-999 11/10/08 Million Euro/Japanese Yen IEJ 0 2,750 133% JPY Currency T1 1-999 11/10/08 Million Euro/US$ IEO 0 0 133% USD Currency T1 1-999 11/10/08 Million Euro/Canadian Dollar IEP 0 25 133% CAD Currency T1 1-999 11/10/08 Million Euro/British Pound IGB 0 14 133% GBP Currency T1 1-999 11/10/08 Million US$/Swedish Krona IKX 0 1 133% SEK Currency T1 1-999 11/10/08 Million US$/Swiss Franc IMF 0 0 133% CHF Currency T1 1-999 11/10/08 Million British Pound/US$ IMP 0 0 133% USD Currency T1 1-999 11/10/08 Million Euro/Swedish Krona IRK 0 200 133% SEK Currency T1 1-999 11/10/08 Million Euro/Swiss Franc IRZ 0 35 133% CHF Currency T1 1-999 11/10/08 Million US$/Japanese Yen ISN 0 0 133% JPY Currency T1 1-999 11/10/08 Million US$/Canadian Dollar ISV 0 0 133% CAD Currency T1 1-999 11/10/08 Questions related to the above information please contact Bruce Domash (212) 748-4122. 12