To receive advanced notification of Performance Bond (margin) changes, through our free automated mailing list, go to

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1 CH ADV TO: Clearing Member Firms Chief Financial Officers Back Office Managers Margin Managers FROM: CME Clearing SUBJECT: Performance Bond Requirements DATE: Thursday, August 20, 2015 To receive advanced notification of Performance Bond (margin) changes, through our free automated mailing list, go to and subscribe to the Performance Bond Rates Advisory Notice listserver. As per the normal review of market volatility to ensure adequate collateral coverage, the Chicago Mercantile Exchange Inc., Clearing House Risk Management staff approved the performance bond requirements for the following products listed below. The rates will be effective after the close of business on Friday, August 21, rates as of: Thursday, August 20, In this current advisory there are changes to the Short Option Minimum and/or the Volatility Scan Range. Below are descriptions of what each change affects: The Short Option Minimum (SOM) is a charge that is applied only to portfolios concentrated in short options that do not generate a minimum margin requirement level when margins are calculated using the normal 16 SPAN scenarios. The SOM charge per short calls or short puts is a percentage of the outright margin on one underlying futures contract. The volatility scan range is the change in implied volatility that is used in each of SPAN s 16 scenarios.

2 AEP-DAYTON HUB OFF-PEAK MONTHLY (VP) ELECTRICITY - VP VP VP VP VP VP VP VP Spec Mnth 1 Decrease USD 3,300 3,000 2,970 2,700 Hedge/Member Mnth 1 Decrease USD 3,000 3,000 2,700 2,700 Spec Mnth 2 Decrease USD 2,090 1,900 1,760 1,600 Hedge/Member Mnth 2 Decrease USD 1,900 1,900 1,600 1,600 Spec Mnths 3-11 Decrease USD 1,760 1,600 1,650 1,500 Hedge/Member Mnths 3-11 Decrease USD 1,600 1,600 1,500 1,500 Spec Mnths 12+ Decrease USD 1,320 1,200 1,100 1,000 Hedge/Member Mnths 12+ Decrease USD 1,200 1,200 1,000 1,000 AER-DAYTON HUB MONTHLY (VM) VM VM VM VM VM VM Spec Mnth 1 Decrease USD 22,000 20,000 6,600 6,000 Hedge/Member Mnth 1 Decrease USD 20,000 20,000 6,000 6,000 Spec Mnth 2 Decrease USD 4,015 3,650 2,970 2,700 Hedge/Member Mnth 2 Decrease USD 3,650 3,650 2,700 2,700 Spec Mnths 3-4 Decrease USD 2,558 2,325 2,200 2,000 Hedge/Member Mnths 3-4 Decrease USD 2,325 2,325 2,000 2,000 ALBERTA POWER POOL CAL DAY FUTURES (AOD) AOD AOD Spec Days 1-9 Decrease CAD Hedge/Member Days 1-9 Decrease CAD ALBERTA POWER POOL OF-PK CAL DAY (ALF) ALF ALF Spec Decrease CAD Hedge/Member Decrease CAD ALBERTA POWER POOL PK CAL DAY FUT (ALP) ALP ALP Spec Decrease CAD 6,600 6,000 3,300 3,000 Hedge/Member Decrease CAD 6,000 6,000 3,000 3,000 ALBERTA PWR POOL EXT. OF-PK CAL DAY (AFP) AFP AFP Spec Decrease CAD Hedge/Member Decrease CAD ERCOT HOUST 345KV HUB DAYH 5MW OFPK (EHW) EHW EHW Spec Decrease USD 1,100 1, Hedge/Member Decrease USD 1,000 1, ERCOT HSTN 345KV HUB DAYHD 5MW PK (EHF) EHF EHF Spec Decrease USD 16,500 15,000 5,500 5,000 Hedge/Member Decrease USD 15,000 15,000 5,000 5,000 ERCOT NORTH 345KV HUB DAYHD 5MW PK (ERW) Page 2 of 20

3 ERW ERW Spec Decrease USD 16,500 15,000 3,300 3,000 Hedge/Member Decrease USD 15,000 15,000 3,000 3,000 ERCOT NRTH 345KV HUB DAYHD 5MW OFPK (ERP) ERP ERP Spec Decrease USD 1,100 1, Hedge/Member Decrease USD 1,000 1, ERCOT S. 345KV HUB DAYHD 5MW OFPK (EUP) EUP EUP Spec Decrease USD 1,100 1, Hedge/Member Decrease USD 1,000 1, ERCOT SOUTH 345KV HUB DAYHD 5MW PK (EUW) EUW EUW Spec Decrease USD 16,500 15,000 3,300 3,000 Hedge/Member Decrease USD 15,000 15,000 3,000 3,000 ERCOT WEST 345KV HB DAYHD 5MW PK (EWW) EWW EWW Spec Decrease USD 16,500 15,000 3,300 3,000 Hedge/Member Decrease USD 15,000 15,000 3,000 3,000 ERCOT WEST 345KV HUB DAYHD 5MW OFPK (EWF) EWF EWF Spec Decrease USD 1,100 1, Hedge/Member Decrease USD 1,000 1, NEW ENG MASS HUB DA OP DAILY (IDO) IDO IDO Spec Decrease USD Hedge/Member Decrease USD NEW ENGLAND HUB PEAK DAILY (CE) CE CE Spec Decrease USD 11,000 10,000 5,500 5,000 Hedge/Member Decrease USD 10,000 10,000 5,000 5,000 NEW YORK HUB ZONE J PEAK DAILY (JN) JN JN Spec Decrease USD 9,900 9,000 5,500 5,000 Hedge/Member Decrease USD 9,000 9,000 5,000 5,000 NORTHERN ILLINOIS HUB MONTHLY (UM) UM UM UM UM UM UM Spec Mnth 1 Decrease USD 22,000 20,000 6,600 6,000 Hedge/Member Mnth 1 Decrease USD 20,000 20,000 6,000 6,000 Spec Mnth 2 Decrease USD 3,300 3,000 2,750 2,500 Hedge/Member Mnth 2 Decrease USD 3,000 3,000 2,500 2,500 Spec Mnths 12+ Decrease USD 1,870 1,700 1,100 1,000 Hedge/Member Mnths 12+ Decrease USD 1,700 1,700 1,000 1,000 Page 3 of 20

4 NORTHERN ILLINOIS OFF-PEAK MONTHLY (UO) UO UO UO UO UO UO UO UO Spec Mnth 1 Decrease USD 4,208 3,825 3,300 3,000 Hedge/Member Mnth 1 Decrease USD 3,825 3,825 3,000 3,000 Spec Mnth 2 Decrease USD 1,870 1,700 1,650 1,500 Hedge/Member Mnth 2 Decrease USD 1,700 1,700 1,500 1,500 Spec Mnths 3-11 Decrease USD 1,760 1,600 1,100 1,000 Hedge/Member Mnths 3-11 Decrease USD 1,600 1,600 1,000 1,000 Spec Mnths 12+ Decrease USD 1,210 1, Hedge/Member Mnths 12+ Decrease USD 1,100 1, NY G OFF-PEAK (KH) KH KH Spec Mnth 2 Increase USD 3,520 3,200 3,850 3,500 Hedge/Member Mnth 2 Increase USD 3,200 3,200 3,500 3,500 NY ZONE A DA OP DAILY (ZAO) ZAO ZAO Spec Decrease USD Hedge/Member Decrease USD NY ZONE A LBMP FUT (AN) AN AN Spec Decrease USD 9,350 8,500 4,950 4,500 Hedge/Member Decrease USD 8,500 8,500 4,500 4,500 NY ZONE G DA OP DAILY (ZGO) ZGO ZGO Spec Decrease USD Hedge/Member Decrease USD NY ZONE G DAY-AHEAD PK CAL DAY (GN) GN GN Spec Decrease USD 9,900 9,000 5,500 5,000 Hedge/Member Decrease USD 9,000 9,000 5,000 5,000 ONTARIO OFF-PK CALENDAR DAY FUTURES (OFD) OFD OFD Spec Days 1-11 Decrease CAD Hedge/Member Days 1-11 Decrease CAD P AD HUB 5MW REAL TIME O PK (V3) V3 V3 V3 V3 V3 V3 Spec Mnth 1 Decrease USD Hedge/Member Mnth 1 Decrease USD Spec Mnths 3-11 Decrease USD Hedge/Member Mnths 3-11 Decrease USD Spec Mnths 12+ Decrease USD Hedge/Member Mnths 12+ Decrease USD Page 4 of 20

5 P AD HUB 5MW REAL TIME PK (Z9) Z9 Z9 Z9 Z9 Z9 Z9 Z9 Z9 Z9 Z9 Spec Mnth 1 Decrease USD Hedge/Member Mnth 1 Decrease USD Spec Mnth 2 Decrease USD Hedge/Member Mnth 2 Decrease USD Spec Mnths 3-4 Decrease USD Hedge/Member Mnths 3-4 Decrease USD Spec Mnths 5-11 Decrease USD Hedge/Member Mnths 5-11 Decrease USD Spec Mnths 12+ Decrease USD Hedge/Member Mnths 12+ Decrease USD P AECO DA OFF-PEAK (X1) X1 X1 Spec Mnth 1 Decrease USD Hedge/Member Mnth 1 Decrease USD P AECO DA PEAK (Y1) Y1 Y1 Spec Mnth 1 Decrease USD 1,100 1, Hedge/Member Mnth 1 Decrease USD 1,000 1, P AEP DAYTON HUB RT OP DAILY (AOR) AOR AOR Spec Decrease USD Hedge/Member Decrease USD P AEP-DAYTON HUB RT PK CALDAY 5MW (VD) VD VD Spec Decrease USD 8,800 8,000 5,500 5,000 Hedge/Member Decrease USD 8,000 8,000 5,000 5,000 P APS ZONE DA OFF-PEAK (W4) W4 W4 Spec Mnth 1 Decrease USD Hedge/Member Mnth 1 Decrease USD P BGE DA PEAK (E3) E3 E3 E3 E3 Spec Mnth 1 Decrease USD Hedge/Member Mnth 1 Decrease USD Spec Mnths 3-11 Decrease USD Hedge/Member Mnths 3-11 Decrease USD P COMED 5MW D AH O PK (D9) D9 D9 Spec Mnth 1 Decrease USD Hedge/Member Mnth 1 Decrease USD Page 5 of 20

6 P DAILY (JD) JD JD JD JD JD JD Spec Days 1-6 Decrease USD 11,000 10,000 3,300 3,000 Hedge/Member Days 1-6 Decrease USD 10,000 10,000 3,000 3,000 Spec Days 7-14 Decrease USD 9,900 9,000 2,200 2,000 Hedge/Member Days 7-14 Decrease USD 9,000 9,000 2,000 2,000 Spec Days 15+ Decrease USD 8,800 8,000 1,100 1,000 Hedge/Member Days 15+ Decrease USD 8,000 8,000 1,000 1,000 P DAYTON DA OFF-PEAK (R7) R7 R7 R7 R7 R7 R7 Spec Mnth 1 Decrease USD Hedge/Member Mnth 1 Decrease USD Spec Mnth 2 Decrease USD Hedge/Member Mnth 2 Decrease USD Spec Mnths 3-11 Decrease USD Hedge/Member Mnths 3-11 Decrease USD P DAYTON DA PEAK (D7) D7 D7 D7 D7 D7 D7 D7 D7 D7 D7 Spec Mnth 1 Decrease USD 1,320 1, Hedge/Member Mnth 1 Decrease USD 1,200 1, Spec Mnth 2 Decrease USD Hedge/Member Mnth 2 Decrease USD Spec Mnths 3-4 Decrease USD Hedge/Member Mnths 3-4 Decrease USD Spec Mnths 5-11 Decrease USD Hedge/Member Mnths 5-11 Decrease USD Spec Mnths 12+ Decrease USD Hedge/Member Mnths 12+ Decrease USD P JCPL DA PEAK (J2) J2 J2 Spec Mnth 1 Decrease USD 1,100 1, Hedge/Member Mnth 1 Decrease USD 1,000 1, P METED ZONE OFFPK CAL MO LMP FUT (46) Spec Mnth 1 Decrease USD Hedge/Member Mnth 1 Decrease USD Page 6 of 20

7 P MONTHLY () Spec Mnth 1 Decrease USD 27,500 25,000 6,600 6,000 Hedge/Member Mnth 1 Decrease USD 25,000 25,000 6,000 6,000 Spec Mnth 2 Decrease USD 4,400 4,000 3,300 3,000 Hedge/Member Mnth 2 Decrease USD 4,000 4,000 3,000 3,000 Spec Mnths 4-5 Decrease USD 2,778 2,525 1,980 1,800 Hedge/Member Mnths 4-5 Decrease USD 2,525 2,525 1,800 1,800 Spec Mnths 6-11 Decrease USD 2,200 2,000 1,650 1,500 Hedge/Member Mnths 6-11 Decrease USD 2,000 2,000 1,500 1,500 Spec Mnths Decrease USD 2,475 2,250 1,925 1,750 Hedge/Member Mnths Decrease USD 2,250 2,250 1,750 1,750 Spec Mnth 3 Decrease USD 3,300 3,000 2,420 2,200 Hedge/Member Mnth 3 Decrease USD 3,000 3,000 2,200 2,200 Spec Mnths 24+ Decrease USD 2,420 2,200 1,815 1,650 Hedge/Member Mnths 24+ Decrease USD 2,200 2,200 1,650 1,650 P N ILLINOIS HUB RT PK CAL DAY5MW (UD) UD UD UD UD UD UD Spec Days 1-6 Decrease USD 7,700 7,000 3,300 3,000 Hedge/Member Days 1-6 Decrease USD 7,000 7,000 3,000 3,000 Spec Days 7-14 Decrease USD 7,700 7,000 3,300 3,000 Hedge/Member Days 7-14 Decrease USD 7,000 7,000 3,000 3,000 Spec Days 15+ Decrease USD 7,700 7,000 3,300 3,000 Hedge/Member Days 15+ Decrease USD 7,000 7,000 3,000 3,000 P NI HUB 5MW REAL TIME O PK (B6) B6 B6 B6 B6 B6 B6 Spec Mnth 1 Decrease USD Hedge/Member Mnth 1 Decrease USD Spec Mnths 3-11 Decrease USD Hedge/Member Mnths 3-11 Decrease USD Spec Mnths 12+ Decrease USD Hedge/Member Mnths 12+ Decrease USD P NI HUB 5MW REAL TIME PK (B3) B3 B3 B3 B3 B3 B3 Spec Mnth 1 Decrease USD Hedge/Member Mnth 1 Decrease USD Spec Mnth 2 Decrease USD Hedge/Member Mnth 2 Decrease USD Spec Mnths 12+ Decrease USD Hedge/Member Mnths 12+ Decrease USD Page 7 of 20

8 P NILL DA OFF-PEAK (L3) L3 L3 L3 L3 Spec Mnth 2 Decrease USD Hedge/Member Mnth 2 Decrease USD Spec Mnths 3-11 Decrease USD Hedge/Member Mnths 3-11 Decrease USD P NILL DA PEAK (N3) N3 N3 N3 N3 Spec Mnth 1 Decrease USD Hedge/Member Mnth 1 Decrease USD Spec Mnths 12+ Decrease USD Hedge/Member Mnths 12+ Decrease USD P OFF-PEAK LMP FUT (JP) JP JP JP JP JP JP JP JP JP JP Spec Mnth 1 Decrease USD 4,620 4,200 2,860 2,600 Hedge/Member Mnth 1 Decrease USD 4,200 4,200 2,600 2,600 Spec Mnth 2 Decrease USD 2,420 2,200 1,650 1,500 Hedge/Member Mnth 2 Decrease USD 2,200 2,200 1,500 1,500 Spec Mnths 3-4 Decrease USD 1,815 1,650 1,540 1,400 Hedge/Member Mnths 3-4 Decrease USD 1,650 1,650 1,400 1,400 Spec Mnths 5-11 Decrease USD 1,760 1,600 1,320 1,200 Hedge/Member Mnths 5-11 Decrease USD 1,600 1,600 1,200 1,200 Spec Mnths 12+ Decrease USD 2,200 2,000 1,595 1,450 Hedge/Member Mnths 12+ Decrease USD 2,000 2,000 1,450 1,450 P PECO Z5 MW OFPK CLM DA LMP (4P) 4P 4P Spec Mnth 1 Decrease USD Hedge/Member Mnth 1 Decrease USD P PECO Z5 MW PK CLM DA LMP (4N) 4N 4N Spec Mnth 1 Decrease USD Hedge/Member Mnth 1 Decrease USD P PPL DA OFF-PEAK (F5) F5 F5 Spec Mnth 1 Decrease USD Hedge/Member Mnth 1 Decrease USD P WES HUB PEAK CAL MON REAL TIME (L1) L1 L1 L1 L1 L1 L1 Spec Mth 1 Decrease USD 1,100 1, Hedge/Member Mth 1 Decrease USD 1,000 1, Spec Mnth 2 Decrease USD Hedge/Member Mnth 2 Decrease USD Spec Mnths 12 Decrease USD Hedge/Member Mnths 12 Decrease USD Page 8 of 20

9 P WES HUB PEAK LMP 50 MW (4S) 4S 4S 4S 4S 4S 4S Spec Mth 1 Decrease USD 11,000 10,000 6,600 6,000 Hedge/Member Mth 1 Decrease USD 10,000 10,000 6,000 6,000 Spec Mnth 2 Decrease USD 5,500 5,000 3,850 3,500 Hedge/Member Mnth 2 Decrease USD 5,000 5,000 3,500 3,500 Spec Mnths 12 Decrease USD 2,750 2,500 1,925 1,750 Hedge/Member Mnths 12 Decrease USD 2,500 2,500 1,750 1,750 P WESTERN HUB RT OP DAILY (WOR) WOR WOR Spec Decrease USD Hedge/Member Decrease USD P WESTH DA OFF-PEAK (E4) E4 E4 Spec Mnth 1 Decrease USD Hedge/Member Mnth 1 Decrease USD P WESTH RT OFF-PEAK (N9) N9 N9 Spec Mnth 1 Decrease USD Hedge/Member Mnth 1 Decrease USD P WESTHDA PEAK (J4) J4 J4 J4 J4 J4 J4 J4 J4 Spec Mnth 1 Decrease USD Hedge/Member Mnth 1 Decrease USD Spec Mnth 2 Decrease USD Hedge/Member Mnth 2 Decrease USD Spec Mnths 6-11 Decrease USD Hedge/Member Mnths 6-11 Decrease USD Spec Mnths 12+ Decrease USD Hedge/Member Mnths 12+ Decrease USD Page 9 of 20

10 BTIC E-MINI NASDAQ BIOTECHNOLOGY (BIT) EQUITY INDEX - BIT BIT Spec Increase USD 9,350 8,500 11,000 10,000 Hedge/Member Increase USD 8,500 8,500 10,000 10,000 CONSUMER STAPLES SECTOR TIC (XPT) XPT XPT Spec Decrease USD 1,760 1,600 1,540 1,400 Hedge/Member Decrease USD 1,600 1,600 1,400 1,400 E-MINI NASDAQ BIOTECH SYNT MARKER (BTT) BTT BTT Spec Increase USD 9,350 8,500 11,000 10,000 Hedge/Member Increase USD 8,500 8,500 10,000 10,000 E-MINI NASDAQ BIOTECHNOLOGY FUTURES (BQ) BQ BQ Spec Increase USD 9,350 8,500 11,000 10,000 Hedge/Member Increase USD 8,500 8,500 10,000 10,000 EMINI SP 500 CONS STAPLES SECTOR IX (XAP) XAP XAP Spec Decrease USD 1,760 1,600 1,540 1,400 Hedge/Member Decrease USD 1,600 1,600 1,400 1,400 EMINI SP500-INDUSTRIAL SECTOR INDEX (XAI) XAI XAI Spec Decrease USD 2,640 2,400 2,200 2,000 Hedge/Member Decrease USD 2,400 2,400 2,000 2,000 EMINI SP500-TECHNOLOGY SECTOR INDEX (XAK) XAK XAK Spec Decrease USD 1,980 1,800 1,760 1,600 Hedge/Member Decrease USD 1,800 1,800 1,600 1,600 SP CONS STAPLES SYNTHETIC (1PT) 1PT 1PT Spec Decrease USD 1,760 1,600 1,540 1,400 Hedge/Member Decrease USD 1,600 1,600 1,400 1,400 SP INDUSTRIAL SEL SECTOR SYNT (1IT) 1IT 1IT Spec Decrease USD 2,640 2,400 2,200 2,000 Hedge/Member Decrease USD 2,400 2,400 2,000 2,000 SP 500 INDUSTTRIAL SECTOR TIC (XIT) XIT XIT Spec Decrease USD 2,640 2,400 2,200 2,000 Hedge/Member Decrease USD 2,400 2,400 2,000 2,000 SP 500 TECHNOLOGY SECTOR SYNTH (1KT) 1KT 1KT Spec Decrease USD 1,980 1,800 1,760 1,600 Hedge/Member Decrease USD 1,800 1,800 1,600 1,600 Page 10 of 20

11 SP 500 TECHNOLOGY SECTOR TIC (XKT) XKT XKT Spec Decrease USD 1,980 1,800 1,760 1,600 Hedge/Member Decrease USD 1,800 1,800 1,600 1,600 Page 11 of 20

12 METALS OZ SILVER FUTURES (SIL) SIL SIL SIL SIL SIL SIL SIL SIL Spec Mnths 1-4 Decrease USD 1,540 1,400 1,320 1,200 Hedge/Member Mnths 1-4 Decrease USD 1,400 1,400 1,200 1,200 Spec Mnths 5-6 Decrease USD 1,540 1,400 1,320 1,200 Hedge/Member Mnths 5-6 Decrease USD 1,400 1,400 1,200 1,200 Spec Mnths 7-12 Decrease USD 1,540 1,400 1,320 1,200 Hedge/Member Mnths 7-12 Decrease USD 1,400 1,400 1,200 1,200 Spec Mnths 13+ Decrease USD 1,540 1,400 1,320 1,200 Hedge/Member Mnths 13+ Decrease USD 1,400 1,400 1,200 1,200 ALUMINUM MW TRANS PREM PLATTS SWAPS (AUP) AUP AUP AUP AUP AUP AUP Spec Mth 1 Decrease USD Hedge/Member Mth 1 Decrease USD Spec Mths 2-9 Decrease USD Hedge/Member Mths 2-9 Decrease USD Spec Mths 10+ Decrease USD Hedge/Member Mths 10+ Decrease USD COMEX 5000 SILVER FUTURES (SI) SI SI SI SI SI SI SI SI Spec Mnths 1-4 Decrease USD 7,700 7,000 6,600 6,000 Hedge/Member Mnths 1-4 Decrease USD 7,000 7,000 6,000 6,000 Spec Mnths 5-6 Decrease USD 7,700 7,000 6,600 6,000 Hedge/Member Mnths 5-6 Decrease USD 7,000 7,000 6,000 6,000 Spec Mnths 7-12 Decrease USD 7,700 7,000 6,600 6,000 Hedge/Member Mnths 7-12 Decrease USD 7,000 7,000 6,000 6,000 Spec Mnths 13+ Decrease USD 7,700 7,000 6,600 6,000 Hedge/Member Mnths 13+ Decrease USD 7,000 7,000 6,000 6,000 COMEX 5000 SILVER TRADE AT SETTLE (SIT) SIT SIT SIT SIT SIT SIT SIT SIT Spec Mnths 1-4 Decrease USD 7,700 7,000 6,600 6,000 Hedge/Member Mnths 1-4 Decrease USD 7,000 7,000 6,000 6,000 Spec Mnths 5-6 Decrease USD 7,700 7,000 6,600 6,000 Hedge/Member Mnths 5-6 Decrease USD 7,000 7,000 6,000 6,000 Spec Mnths 7-12 Decrease USD 7,700 7,000 6,600 6,000 Hedge/Member Mnths 7-12 Decrease USD 7,000 7,000 6,000 6,000 Spec Mnths 13+ Decrease USD 7,700 7,000 6,600 6,000 Hedge/Member Mnths 13+ Decrease USD 7,000 7,000 6,000 6,000 Page 12 of 20

13 COMEX MINY SILVER FUTURES (QI) QI QI QI QI QI QI QI QI Spec Mnths 1-4 Decrease USD 3,850 3,500 3,300 3,000 Hedge/Member Mnths 1-4 Decrease USD 3,500 3,500 3,000 3,000 Spec Mnths 5-6 Decrease USD 3,850 3,500 3,300 3,000 Hedge/Member Mnths 5-6 Decrease USD 3,500 3,500 3,000 3,000 Spec Mnths 7-12 Decrease USD 3,850 3,500 3,300 3,000 Hedge/Member Mnths 7-12 Decrease USD 3,500 3,500 3,000 3,000 Spec Mnths 13+ Decrease USD 3,850 3,500 3,300 3,000 Hedge/Member Mnths 13+ Decrease USD 3,500 3,500 3,000 3,000 E-MINI SILVER FUTURES (6Q) 6Q 6Q 6Q 6Q 6Q 6Q 6Q 6Q Spec Mnths 1-4 Decrease USD 1,540 1,400 1,320 1,200 Hedge/Member Mnths 1-4 Decrease USD 1,400 1,400 1,200 1,200 Spec Mnths 5-6 Decrease USD 1,540 1,400 1,320 1,200 Hedge/Member Mnths 5-6 Decrease USD 1,400 1,400 1,200 1,200 Spec Mnths 7-12 Decrease USD 1,540 1,400 1,320 1,200 Hedge/Member Mnths 7-12 Decrease USD 1,400 1,400 1,200 1,200 Spec Mnths 13+ Decrease USD 1,540 1,400 1,320 1,200 Hedge/Member Mnths 13+ Decrease USD 1,400 1,400 1,200 1,200 NYMEX HOT ROLLED STEEL FUTURES (HR) HR HR Spec Mnths 11+ Decrease USD Hedge/Member Mnths 11+ Decrease USD PALLADIUM FUTURES NYMEX (PA) PA PA PA PA Spec Mnth 1 Decrease USD 4,400 4,000 3,960 3,600 Hedge/Member Mnth 1 Decrease USD 4,000 4,000 3,600 3,600 Spec Mnth 2+ Decrease USD 4,400 4,000 3,960 3,600 Hedge/Member Mnth 2+ Decrease USD 4,000 4,000 3,600 3,600 NATURAL GAS - ENABLE NAT GAS BASIS FUT (PW) PW PW Spec Mnths 20+ Increase USD Hedge/Member Mnths 20+ Increase USD HOUSTON SHIP CHANNEL BASIS FUT (NH) NH NH Spec Mnths 13+ Increase USD Hedge/Member Mnths 13+ Increase USD SUMAS BASIS FUT (NK) NK NK Spec Mnths 15+ Increase USD Hedge/Member Mnths 15+ Increase USD Page 13 of 20

14 CHICAGO UNL GAS PL VS RBOB SPR (3C) PETROLEUM CRACKS AND SPREADS - 3C 3C Spec Mnth 1 Increase USD 4,400 4,000 4,840 4,400 Hedge/Member Mnth 1 Increase USD 4,000 4,000 4,400 4,400 Page 14 of 20

15 Intra Spreads CRUDE OIL SPREADS - Intra Spreads CANADIAN HEAVYCRUDE(NET ENRGY) FUT - All Months (CANADIAN HEAVYCRUDE(NET ENRGY) FUT) W W Spec Increase USD , Hedge/Member Increase USD INTEREST RATES - Intra Spreads Fed Funds (CBOT) (41) - Tier 1 vs. Tier 2 [mth 1 vs. mth 2-4 ] (30 DAY FED FUND FUTURES) Spec Decrease USD Hedge/Member Decrease USD Page 15 of 20

16 Intra Spreads NATURAL GAS - Intra Spreads Dominion (Platts IFERC) Fixed Price Swap Futures - All Months (DOMINION (IFERC) FIXED PRICE FUT) DSF DSF Spec Increase USD Hedge/Member Increase USD Henry Hub Natural Gas (HH, NG, NN, HP) - Tier 1 vs Tier 3 (HENRY HUB FUT TRADE AT SETTLEMENT) NNT NNT Spec Increase USD Hedge/Member Increase USD Henry Hub Natural Gas (HH, NG, NN, HP) - Tier 1 vs Tier 3 (HENRY HUB FUT) NN NN Spec Increase USD Hedge/Member Increase USD Henry Hub Natural Gas (HH, NG, NN, HP) - Tier 1 vs Tier 3 (HH TAS NYMEX NATURAL GAS FUTURES) HHT HHT Spec Increase USD Hedge/Member Increase USD Henry Hub Natural Gas (HH, NG, NN, HP) - Tier 1 vs Tier 3 (NYMEX NATURAL GAS (H.HUB LTD) FUT) HH HH Spec Increase USD Hedge/Member Increase USD Henry Hub Natural Gas (HH, NG, NN, HP) - Tier 2 vs Tier 3 (HENRY HUB FUT TRADE AT SETTLEMENT) NNT NNT Spec Increase USD Hedge/Member Increase USD Henry Hub Natural Gas (HH, NG, NN, HP) - Tier 2 vs Tier 3 (HENRY HUB FUT) NN NN Spec Increase USD Hedge/Member Increase USD Henry Hub Natural Gas (HH, NG, NN, HP) - Tier 2 vs Tier 3 (HH TAS NYMEX NATURAL GAS FUTURES) HHT HHT Spec Increase USD Hedge/Member Increase USD Henry Hub Natural Gas (HH, NG, NN, HP) - Tier 2 vs Tier 3 (NYMEX NATURAL GAS (H.HUB LTD) FUT) HH HH Spec Increase USD Hedge/Member Increase USD Henry Hub Natural Gas (NG, NN, HP) - Tier 1 vs Tier 3 (E-MINI NATURAL GAS FUTURES) QG QG Spec Increase USD Hedge/Member Increase USD Henry Hub Natural Gas (NG, NN, HP) - Tier 1 vs Tier 3 (HENRY HUB NAT GAS LAST DAY DELV) MNG MNG Spec Increase USD Hedge/Member Increase USD Page 16 of 20

17 Intra Spreads Henry Hub Natural Gas (NG, NN, HP) - Tier 1 vs Tier 3 (HENRY HUB PENULTIMATE) NP NP Spec Increase USD Hedge/Member Increase USD Henry Hub Natural Gas (NG, NN, HP) - Tier 1 vs Tier 3 (NATURAL GAS HENRY HUB FUTURE) NG NG Spec Increase USD Hedge/Member Increase USD Henry Hub Natural Gas (NG, NN, HP) - Tier 1 vs Tier 3 (NATURAL GAS TRADE AT SETTLEMENT) NGT NGT Spec Increase USD Hedge/Member Increase USD Henry Hub Natural Gas (NG, NN, HP) - Tier 1 vs Tier 3 (NYMEX NATURAL GAS FUTURES) HP HP Spec Increase USD Hedge/Member Increase USD Henry Hub Natural Gas (NG, NN, HP) - Tier 2 vs Tier 3 (E-MINI NATURAL GAS FUTURES) QG QG Spec Increase USD Hedge/Member Increase USD Henry Hub Natural Gas (NG, NN, HP) - Tier 2 vs Tier 3 (HENRY HUB NAT GAS LAST DAY DELV) MNG MNG Spec Increase USD Hedge/Member Increase USD Henry Hub Natural Gas (NG, NN, HP) - Tier 2 vs Tier 3 (HENRY HUB PENULTIMATE) NP NP Spec Increase USD Hedge/Member Increase USD Henry Hub Natural Gas (NG, NN, HP) - Tier 2 vs Tier 3 (NATURAL GAS HENRY HUB FUTURE) NG NG Spec Increase USD Hedge/Member Increase USD Henry Hub Natural Gas (NG, NN, HP) - Tier 2 vs Tier 3 (NATURAL GAS TRADE AT SETTLEMENT) NGT NGT Spec Increase USD Hedge/Member Increase USD Henry Hub Natural Gas (NG, NN, HP) - Tier 2 vs Tier 3 (NYMEX NATURAL GAS FUTURES) HP HP Spec Increase USD Hedge/Member Increase USD Page 17 of 20

18 Inter-commodity Spread Rates Ratio CRUDE OIL - Inter-commodity Spread Rates Super Scan: BRENT LAST DAY CONTRACT (NYM-BZ) vs. BRENT CRUDE OIL (NYM-BB) Spread Credit Rate Increase -1:-1: % 99.0% 99.5% 99.5% Super Scan: Crude Oil (CL) vs. Crude Oil Financial (WS) vs. Crude Oil Last Day (26) Spread Credit Rate Increase -1:-1:-1: % 99.0% 99.5% 99.5% REFINED PRODUCTS - Inter-commodity Spread Rates Super Scan: Heating Oil (HO) vs. Heating Oil Financial (BH) vs. Heating Oil Last Day (23) Spread Credit Rate Increase -1:-1:-1: % 98.5% 99% 99% Super Scan: RBOB (RB) vs. RBOB Financial (RT) vs. RBOB (RL) vs. RBOB Last Day (27) Spread Credit Rate Increase -1:-1:-1: % 98.5% 99% 99% Page 18 of 20

19 Tier Short Option Minimum (SOM) Rate METALS - Short Option Minimum (SOM) Rate ALUMINUM MW US TRANSACTION PREMIUM PLATTS (25MT) SWAP FUTURES (AUP) - SOM Clearing Member Rate Decrease Page 19 of 20

20 Volatility Scan (volscan) Rate Tier EQUITY INDEX - Volatility Scan (volscan) Rate E-MINI NASDAQ BIOTECHNOLOGY (BIT, BQ, BQ, BTT) - volscan Clearing Member Rate Increase Page 20 of 20