TERMINOLOGY LONG SHORT CLEARING CLEARING CONTRACT SIZE MEMBER MEMBER DIRECTIVE-TO-PAY (If Applicable)

TERMINOLOGY LONG SHORT CLEARING CLEARING CONTRACT SIZE MEMBER MEMBER DIRECTIVE-TO-PAY (if applicable)

RK Euro–Swedish Krona 100,000 Euro receives Euro delivers Euro CLS pays Krona receives Krona RZ Euro–Swiss Franc 100,000 Euro receives Euro delivers Euro CLS pays Francs receives Francs GB Euro–British Pounds 100,000 Euro receives Euro delivers Euro CLS pays Pounds receives Pounds EJ Euro–Japanese Yen 100,000 Euro receives Euro delivers Euro CLS pays Yen receives Yen OL Euro–Norwegian Krone 100,000 Euro receives Euro delivers Euro CLS pays Krone receives Krone EZ Euro–Czech Koruna 100,000 Euro receives Euro delivers Euro USED BY BOTH LONG AND SHORT pays Koruna receives Koruna HR Euro–Hungarian Forint 100,000 Euro receives Euro delivers Euro USED BY BOTH LONG AND SHORT pays Forint receives Forint EP Euro–Canadian Dollar 100,000 Euro receives Euro delivers Euro CLS pays Canadian receives Canadian SS Pound Sterling-Swiss Franc 125,000 Pound Sterling receives Sterling delivers Sterling CLS pays Swiss Franc receives Swiss Franc SY Pound Sterling-Japanese Yen 125,000 Pound Sterling receives Sterling delivers Sterling CLS YS Small Pound-Japan Yen 62,500 Pound Sterling pays Japanese Yen receives Japanese Yen YA Australian Doll–Jap Yen 200,000 Aussie Dollars receives Australian Doll delivers Australian Doll CLS pays Japanese Yen receives Japanese Yen AR Aussie Doll–N Zealand Doll 200,000 Aussie Dollars receives Australian Doll delivers Australian Doll CLS pays N. Zealand Dollar receives N. Zealand Doll ZY Swiss Franc–Japanese Yen 200,000 Swiss Franc receives Swiss Franc delivers Swiss francs CLS pays Japanese Yen receives Japanese yen

AS Aussie Doll–Canadian Doll 200,000 Aussie Doll receives Australian Doll delivers Australian Doll CLS pays Canadian Dollar receives Canadian Doll HY Canadian Doll–Japanese Yen 200,000 Canadian Doll receives Canadian Doll delivers Canadian Doll CLS pays Japanese Yen receives Japanese Yen RA Euro–Australian Dollar 100,000 EURO receives Euro delivers Euro CLS Pays Australian Doll receives Australian Doll

YZ Euro–So. Afr Rand 100,000 Euro receives Euro delivers Euro CLS pays Rand receives Rand QA British Pound – Aussie $ 125,000 Pounds received Pounds delivers Pounds CLS pays Aussie $ receives Aussie $ GN British Pounds – N Zealand $ 125,000 Pounds receives Pounds delivers Pounds CLS pays N Zealand $receives N Zealand $ PC British Pounds –Canadian $ 125,000 Pounds receives Pounds delivers Pounds CLS pays Canadian $ receives Canadian $ PK British Pounds–Nor. Krone 125,000 Pounds receives Pounds delivers Pounds CLS pays Nor Krone receives Nor Krone PZ British Pounds – So Afr Rand 125,000 Pounds receives Pounds delivers Pounds CLS pays So Afr Rand receives So Afr Rand PS British Pounds-Swedish Krona 125,000 Pounds receives Pounds delivers Pounds CLS pays Swed Krona receives Swed Krona

ZJ N Zealand $ - Japan Yen 200,000 N Zeal $ receives N Zeal $ delivers N Zeal $ CLS pays Japan Yen pays Japan Yen KY Nor. Krone-Japanese Yen 2,000,000 Nor Krone receives N Krone delivers N Krone CLS pays Japanese Yen receives Japanese Yen KJ Swed. Krona–Japanese Yen 2,000,000 Swed Krona receives Swed Krona delivers Swed Krona CLS pays Japanese Yen receives Japanese Yen LONG SHORT CLEARING CLEARING CONTRACT SIZE MEMBER MEMBER DIRECTIVE-TO-PAY (if applicable)

YF US Dollar-Swiss Franc $200,000 US Dollars receives US Dollars delivers US Dollars CLS MF Small USD / CHF 100,000 US Dollars pays Swiss Francs receives Swiss Francs YY US Dollar-Japanese Yen $200,000 US Dollars receives US Dollars delivers US Dollars CLS SN Small USD / JPY 100,000 US Dollars pays Japanese Yen receives Japanese Yen YD US Dollar-Canadian Dollar $200,000 US Dollars receives US Dollars delivers US Dollars CLS SV Small USD / CAD 100,000 US Dollars pays Canadian Dollars receives Canadian Doll

ZR US Dollar-So. African Rand $100,000 US Dollars receives US Dollars delivers US Dollars CLS pays S. African Rand receives S. African Rand KU US Dollar–Swedish Krona $200,000 US Dollars received US Dollars delivers US Dollars CLS pays Swedish Krona receives Swedish Krona NS US Dollar–Norwegian Krone $200,000 US Dollars receives US Dollars delivers US Dollars CLS pays Norwegian Krone receives Nor Krone UZ US Dollar–Czech Koruna $200,000 US Dollars receives US Dollars delivers US Dollars NOT USED BY LONG FOR CZK pays Czech Koruna receives Czech Koruna USED BY SHORT FOR USD UF US Dollar–Hungarian Forint $200,000 US Dollars receives US Dollars delivers US Dollars NOT USED BY LONG FOR HUF pays Hung Forint receives Hung Forint USED BY SHORT FOR USD YP British Pound-US dollar 125,000 British Pound receives British Pounds delivers British Pounds CLS MP Small GBP – USD 62,500 British Pound pays US Dollars receives US Dollars AU Australian Dollar-US Dollar 200,000 Australian Doll receives Australian Doll delivers Australian Doll CLS AA Small Aust Doll-US Dollar 100,000 Australian Doll pays US Dollars receives US Dollars

ZX New Zealand Dollar-US Doll 200,000 N. Zealand Doll receives N. Zealand Doll delivers N. Zealand Doll CLS ZA Small New Zeal Doll-US Doll 100,000 N.Zealand Doll pays US Dollars receives US Dollars EO Euro-US Dollar 100,000 Euro receives Euro delivers Euro CLS pays US Dollar receives US Dollar EU Large Euro-US Dollar 200,000 Euro receives Large Euro delivers Large Euro CLS pays US Dollars receives US Dollar Sept 07