millennium-exchange-business-parameters

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					Millennium Exchange Business Parameters as at 20 June 2011 (significant changes since version 1.0 in red)                                                  Relevant paragraph of Rules of London Stock Exchange


Trading Service Breakdown
                                                             local time zone
                                                             publication delay regime                                                                      3030
                                                             standard settlement                                                                           5010
                                                             trade reporting, mandatory periods, auction timings                                           3020 / 3021 /4101/ 4201
                                                             basis of opening & closing prices
                                                             structure of price monitoring and market order extensions

Sector breakdown worksheet details to a segment / sector level:
                                                      whether Regulated Market or MTF
                                                      transparency regime                                                                                  3000
                                                      Market Maker quote type (firm v EQ) n.b. minimum quote size 1 * EMS for all segments
                                                      manual trade reporting responsibility                                                                3012.2
                                                      whether security is deemed quoted exclusive of any accrued interest
                                                      whether security is centrally cleared and standard settlement venue
                                                      Trading cycle
                                                      whether named orders enabled
                                                      whether iceberg orders enabled (n.b. minimum peak for most segments is 0.4 * EMS)
                                                      whether Stop Loss and Stop Limit orders enabled
                                                      whether dynamic tick enabled
                                                      minimum order size
                                                      price monitoring parameters
                                                      trade types enabled                                                                                  3040


SETS v SETSqx                                                domestic trading service selection criteria (SETS v SETSqx)
                                                             Comparison between SETS / SETSqx /SEAQ
                                                             Overview of Exchange Market Sixe (market maker obligations)

There are also separate worksheets which provide:
                                                             Breakdown of different trading cycles (daily default trading system schedules), including
                                                             Mandatory Quote periods for EQS trading sectors                                               4101 / 4201
                                                             Securitised Derivative thresholds by Trading Parameters ID
                                                             all price format codes (tick sizes) and dynamic schedules on trading system
                                                             list of trade types                                                                           3040
                                                             equity delayed regime                                                                         3030
                                                             larger order thresholds under MiFID pre-trade transparency waiver




London Stock Exchange plc has used all reasonable efforts to ensure that the information contained in this document is correct at the time of publication but shall not be liable for decisions made in reliance
on it.
Millennium Exchange Trading Service Breakdown

Relevant paragraph of Rules of London Stock Exchange                               3030                               5010                   3020 / 3021                    4101 / 4201                         4101 / 4201        4211
                                                       Local    Delay Publication regime              Standard Settlement                   Start of       start of Pre-   Start of     Start of   Closing     Scheduled       End of      Manual       Basis of Opening     Basis of Closing Price priority   Duration of     Duration of    Maximum         Maximum        Maximum        Maximum        Maximum         Maximum        Random         Volume check -       Number of   intra day auction details
                                                       Time                                                                                 manual         Mandatory       Mandatory VWAP          Auction     closing         manual      trade report Price priority                                         each price      Market         possible        possible       possible       possible       possible        possible       period         execution volume     scheduled
                                                       Zone                                                                                 trade          quote           quote                   Call (see   auction /       trade       multiplier                                                          monitoring      order          number of       number of      number of      number of      number of       number of      before         must exceed % of     Intra Day
                                                                                                                                            reporting      period /        period /                Note 3)     Start of Post   reporting   price must                                                          extensions in   extension in   opening         opening        price          market         closing         closing        uncrossing     EMS for UT to        auctions
                                                                                                                                                           opening         scheduled                           Mandatory                   be must be                                                          minutes         minutes        auction price   auction        monitoring     order          auction price   auction        or extension   stand if variance
                                                                                                                                                           auction call    opening                             period                      within 1/X                                                                                         monitoring      market order   periods        extension      monitoring      market order   invoked in     from reference
                                                                                                                                                                           auction                                                         and 10X of                                                                                         extensions      extensions     following an   periods        periods         extensions     seconds        greater than final
                                                                                                                                                                                                                                           reference                                                                                                                         intra day      following an                                                 PME parameter
                                                                                                                                                                                                                                           price                                                                                                                             AESP           intra day
                                                                                                                                                                                                                                                                                                                                                                                            AESP




Trading Service
Millennium Exchange
SETS                                                   London see Equity Delay Regime tab             Notes 1 & 2                              7:15            7:50           8:00         N/A       16:30        16:35          17:15            10      First UT / AT        UT / Mid best bid-offer                5             2               1              1              1              1               2              1              30               N/A             EDSP      SET0 & SET1 3rd Friday of month. STMM 3rd
                                                                                                                                                                                                                                                                             immediately before start of                                                                                                                                                                                  Friday Mar, Jun, Sep, Dec. Call at 10:10
                                                                                                                                                                                                                                                                                  closing auction                                                                                                                                                                                         follows closing auction methodology
Securitised Derivatives                                London none                                    T+3. Note 2                              7:15            8:05           8:15         N/A       16:25        16:30          17:15            10      First UT / AT        UT / Mid best bid-offer                5             2               1              1              1              1               2              1              30               N/A               0
                                                                                                                                                                                                                                                                             immediately before start of
                                                                                                                                                                                                                                                                                    closing auction
SETSqx - with Market Makers                            London see Equity Delay Regime tab             Notes 1 & 2                              7:15            7:30           8:00         N/A       15:00        16:35          17:15            10    Mid best bid-offer     UT / Mid best market-                  5             2               2              0             N/A            N/A              2              0              60               50                2       11:00 & 15:00 follows closing auction
                                                                                                                                                                                                                                                                              maker bid-offer 5 minutes                                                                                                                                                                                   methodology
                                                                                                                                                                                                                                                                              prior to scheduled end of
                                                                                                                                                                                                                                                                                    closing auction
SETSqx - with NO Market Makers                         London see Equity Delay Regime tab             Note 2                                   7:15            7:30           8:00         N/A       15:00        16:35          17:15            10         First UT                   Last UT                       5             2               1              0             N/A            N/A              1              0              60               N/A               2       11:00 & 15:00 follows closing auction
                                                                                                                                                                                                                                                                                                                                                                                                                                                                                          methodology
SEAQ                                                   London   see Equity Delay Regime tab           Note 2                                   7:15            7:30          8:00       N/A     16:30             16:30          17:15            10    Mid best bid-offer     Mid best bid-offer                     5             2             N/A             N/A            N/A            N/A            N/A             N/A            N/A               N/A              N/A
Fixed interest (SEAQ)                                  London   24 hour                               Note 2                                   7:15            7:30          8:00       N/A     16:30             16:30          17:15            10    Mid best bid-offer     Mid best bid-offer                     5             2             N/A             N/A            N/A            N/A            N/A             N/A            N/A               N/A              N/A
Fixed interest (Trade reporting Only)                  London   24 hour                               Note 2                                   7:15            N/A            N/A       N/A      N/A               N/A           17:15            10           N/A                    N/A                             5             2             N/A             N/A            N/A            N/A            N/A             N/A            N/A               N/A              N/A
Gilts                                                  London   all trades over £50k no publication   T+1. Note 2                              7:15            N/A           8:30       N/A      N/A              16:30          17:15            10           N/A                    N/A                             5             2             N/A             N/A            N/A            N/A            N/A             N/A            N/A               N/A              N/A
Trade Reporting only                                   London   see Equity Delay Regime tab           Note 2                                   7:15            N/A            N/A       N/A      N/A               N/A           17:15            10           N/A                    N/A                             5             2             N/A             N/A            N/A            N/A            N/A             N/A            N/A               N/A              N/A
European Quoting Service                               CET      see Equity Delay Regime tab           counterparties to agree                  8:15                        See separate Trading Cycle tab                        18:15            10           N/A                    N/A                             5             2             N/A             N/A            N/A            N/A            N/A             N/A            N/A               N/A              N/A
European Trade Reporting                               CET      see Equity Delay Regime tab           counterparties to agree                  8:15            N/A            N/A       N/A      N/A               N/A           18:15            10           N/A                    N/A                             5             2             N/A             N/A            N/A            N/A            N/A             N/A            N/A               N/A              N/A
International Order Book                               London   see Equity Delay Regime tab           Note 2                                   7:15            8:00          8:15       N/A     15:30             15:40          17:15            10      First UT / AT    Last order book execution                  5             2              1               1              1              1              2               1             30                 0                0

Electonic order book provided by TradElect
off book manual trade reporting on
Millennium Exchange
Order book for Retail Bonds (Gilts)        London all trades over £50k no publication                 T+1                                      7:15            8:00           8:10         N/A        N/A         16:30          17:15            10      First UT / AT           Mid best bid-offer                  5             2               1              1              1              1             N/A             N/A             30               N/A              N/A
Order book for Retail Bonds (Corporates)   London 24 hour for trades over £50k only                   T+3                                      7:15            8:00           8:10         N/A        N/A         16:30          17:15            10      First UT / AT           Mid best bid-offer                  5             2               1              1              1              1             N/A             N/A             30               N/A              N/A

                                                                                                      Note 1
                                                                                                      CCP order book executions clear & settle as per the rules of the relevant CCP

                                                                                                      Note 2
                                                                                                      Rights Issues executions on order book settle T+1
                                                                                                      When Issued on order book will settle later of listing date and T+3
                                                                                                      All other order book executions settle T+3

                                                                                                      Unless agreed by both counterparties to a trade settlement of non-CCP executions takes place in the standard location
                                                                                                      for that security as indicated against the relevant sector on the "Sector Breakdown " tab.

                                                                                                      EUI = Euroclear UK & Ireland
                                                                                                      EB = Euroclear Bank
                                                                                                      DTC = Depository Trust Company - United States

                                                                                                      Where no depository is indicated a market participant is advised to establish the settlement location ahead of trading,
                                                                                                      besides above possible venues may include:

                                                                                                      Central Clearing and Settlement System (CCASS) - Hong Kong
                                                                                                      Central Depository (CDP) - Singapore
                                                                                                      Japan Securities Depository Centre Inc (JASDEC)
                                                                                                      National Securities Clearing Corporation Limited (NSCCL) - India
          Millennium Segment & Sector Breakdown

          Relevant paragraph of Rules of London Stock Exchange                                                                                                                                               3000                            3012.2
Segment             Trading Service           Segment               Segment Description        Sector                       Sector Name                                      Notes     RM / MTF      Transparency regime Market Maker   Market maker trade   Security quoted        Central     Default         Trading Cycle
 Code                                           Code                                           Code                                                                                                   under on Exchange   quote type        reporting        exclusive of any     clearing of   place of      (see separate tab)
                                                                                                                                                                                                             Rule        Minimum size    responsibilities    accrued interest     automated    settlement
                                                                                                                                                                                                                           1* EMS                                                 order book
                                                                                                                                                                                                                                                                                 executions &
                                                                                                                                                                                                                                                                                where relevant
                                                                                                                                                                                                                                                                                     CCP


SET0      SETS                              SET0      FTSE 100 ACC TICK                        FE00     FTSE 100 AT LIQUID 01 EXP                         MiFID Liquid                RM - PREMIUM      para 3000.1      Executable       1 Equity MM           N/A - dirty      Y - LCH/SIS      EUI              SETS
SET0      SETS                              SET0      FTSE 100 ACC TICK                        FS00     FTSE 100 AT LIQUID 03 EXP                         MiFID Liquid                RM - PREMIUM      para 3000.1      Executable       1 Equity MM           N/A - dirty      Y - LCH/SIS      EUI              SETS
SET0      SETS                              SET0      FTSE 100 ACC TICK                        FT00     FTSE 100 AT LIQUID 15                             MiFID Liquid                RM - PREMIUM      para 3000.1      Executable       1 Equity MM           N/A - dirty      Y - LCH/SIS      EUI              SETS
SET0      SETS                              SET0      FTSE 100 ACC TICK                        FF00     FTSE 100 AT NON LIQUID 03 EXP                     MiFID NON Liquid            RM - PREMIUM      para 3000.1      Executable       1 Equity MM           N/A - dirty      Y - LCH/SIS      EUI              SETS
SET0      SETS                              SET0      FTSE 100 ACC TICK                        SS00     FTSE 100 AT NON LIQUID 15                         MiFID NON Liquid            RM - PREMIUM      para 3000.1      Executable       1 Equity MM           N/A - dirty      Y - LCH/SIS      EUI              SETS
SET1      SETS                              SET1      FTSE 100                                 FE10     FTSE 100 LIQUID 01 EXP                            MiFID Liquid                RM - PREMIUM      para 3000.1      Executable       1 Equity MM           N/A - dirty      Y - LCH/SIS      EUI              SETS
SET1      SETS                              SET1      FTSE 100                                 FS10     FTSE 100 LIQUID 03 EXP                            MiFID Liquid                RM - PREMIUM      para 3000.1      Executable       1 Equity MM           N/A - dirty      Y - LCH/SIS      EUI              SETS
SET1      SETS                              SET1      FTSE 100                                 FT10     FTSE 100 LIQUID 15                                MiFID Liquid                RM - PREMIUM      para 3000.1      Executable       1 Equity MM           N/A - dirty      Y - LCH/SIS      EUI              SETS
SET1      SETS                              SET1      FTSE 100                                 FF10     FTSE 100 NON LIQUID 03 EXP                        MiFID NON Liquid            RM - PREMIUM      para 3000.1      Executable       1 Equity MM           N/A - dirty      Y - LCH/SIS      EUI              SETS
SET1      SETS                              SET1      FTSE 100                                 SS10     FTSE 100 NON LIQUID 15                            MiFID NON Liquid            RM - PREMIUM      para 3000.1      Executable       1 Equity MM           N/A - dirty      Y - LCH/SIS      EUI              SETS
STMM      SETS                              STMM      FTSE 250                                 F25F     FTSE 250 LIQUID 05                                MiFID Liquid                RM - PREMIUM      para 3000.1      Executable       1 Equity MM           N/A - dirty      Y - LCH/SIS      EUI              SETS
STMM      SETS                              STMM      FTSE 250                                 F25T     FTSE 250 LIQUID 10                                MiFID Liquid                RM - PREMIUM      para 3000.1      Executable       1 Equity MM           N/A - dirty      Y - LCH/SIS      EUI              SETS
STMM      SETS                              STMM      FTSE 250                                 F25S     FTSE 250 LIQUID 15                                MiFID Liquid                RM - PREMIUM      para 3000.1      Executable       1 Equity MM           N/A - dirty      Y - LCH/SIS      EUI              SETS
STMM      SETS                              STMM      FTSE 250                                 F25E     FTSE 250 LIQUID 25                                MiFID Liquid                RM - PREMIUM      para 3000.1      Executable       1 Equity MM           N/A - dirty      Y - LCH/SIS      EUI              SETS
STMM      SETS                              STMM      FTSE 250                                 25FS     FTSE 250 NON LIQUID 05                            MiFID NON Liquid            RM - PREMIUM      para 3000.1      Executable       1 Equity MM           N/A - dirty      Y - LCH/SIS      EUI              SETS
STMM      SETS                              STMM      FTSE 250                                 250F     FTSE 250 NON LIQUID 10                            MiFID NON Liquid            RM - PREMIUM      para 3000.1      Executable       1 Equity MM           N/A - dirty      Y - LCH/SIS      EUI              SETS
STMM      SETS                              STMM      FTSE 250                                 250T     FTSE 250 NON LIQUID 15                            MiFID NON Liquid            RM - PREMIUM      para 3000.1      Executable       1 Equity MM           N/A - dirty      Y - LCH/SIS      EUI              SETS
STMM      SETS                              STMM      FTSE 250                                 250S     FTSE 250 NON LIQUID 25                            MiFID NON Liquid            RM - PREMIUM      para 3000.1      Executable       1 Equity MM           N/A - dirty      Y - LCH/SIS      EUI              SETS
SSMM      SETS                              SSMM      Small Cap                                SSC1     SMALL CAP LIQUID 05                               MiFID Liquid                RM - PREMIUM      para 3000.1      Executable       1 Equity MM           N/A - dirty      Y - LCH/SIS      EUI              SETS
SSMM      SETS                              SSMM      Small Cap                                SSC2     SMALL CAP LIQUID 10                               MiFID Liquid                RM - PREMIUM      para 3000.1      Executable       1 Equity MM           N/A - dirty      Y - LCH/SIS      EUI              SETS
SSMM      SETS                              SSMM      Small Cap                                SSC3     SMALL CAP LIQUID 15                               MiFID Liquid                RM - PREMIUM      para 3000.1      Executable       1 Equity MM           N/A - dirty      Y - LCH/SIS      EUI              SETS
SSMM      SETS                              SSMM      Small Cap                                SSC4     SMALL CAP LIQUID 25                               MiFID Liquid                RM - PREMIUM      para 3000.1      Executable       1 Equity MM           N/A - dirty      Y - LCH/SIS      EUI              SETS
SSMM      SETS                              SSMM      Small Cap                                SSC5     SMALL CAP NON LIQUID 05                           MiFID NON Liquid            RM - PREMIUM      para 3000.1      Executable       1 Equity MM           N/A - dirty      Y - LCH/SIS      EUI              SETS
SSMM      SETS                              SSMM      Small Cap                                SSC6     SMALL CAP NON LIQUID 10                           MiFID NON Liquid            RM - PREMIUM      para 3000.1      Executable       1 Equity MM           N/A - dirty      Y - LCH/SIS      EUI              SETS
SSMM      SETS                              SSMM      Small Cap                                SSC7     SMALL CAP NON LIQUID 15                           MiFID NON Liquid            RM - PREMIUM      para 3000.1      Executable       1 Equity MM           N/A - dirty      Y - LCH/SIS      EUI              SETS
SSMM      SETS                              SSMM      Small Cap                                SSC8     SMALL CAP NON LIQUID 25                           MiFID NON Liquid            RM - PREMIUM      para 3000.1      Executable       1 Equity MM           N/A - dirty      Y - LCH/SIS      EUI              SETS
SET3      SETS                              SET3      OTHER                                    OL5      OTHER LIQUID 05                                   MiFID Liquid                RM - PREMIUM      para 3000.1      Executable       1 Equity MM           N/A - dirty      Y - LCH/SIS      EUI              SETS
SET3      SETS                              SET3      OTHER                                    OL10     OTHER LIQUID 10                                   MiFID Liquid                RM - PREMIUM      para 3000.1      Executable       1 Equity MM           N/A - dirty      Y - LCH/SIS      EUI              SETS
SET3      SETS                              SET3      OTHER                                    OL15     OTHER LIQUID 15                                   MiFID Liquid                RM - PREMIUM      para 3000.1      Executable       1 Equity MM           N/A - dirty      Y - LCH/SIS      EUI              SETS
SET3      SETS                              SET3      OTHER                                    OL25     OTHER LIQUID 25                                   MiFID Liquid                RM - PREMIUM      para 3000.1      Executable       1 Equity MM           N/A - dirty      Y - LCH/SIS      EUI              SETS
SET3      SETS                              SET3      OTHER                                    ON5      OTHER NON LIQUID 05                               MiFID NON Liquid            RM - PREMIUM      para 3000.1      Executable       1 Equity MM           N/A - dirty      Y - LCH/SIS      EUI              SETS
SET3      SETS                              SET3      OTHER                                    ON10     OTHER NON LIQUID 10                               MiFID NON Liquid            RM - PREMIUM      para 3000.1      Executable       1 Equity MM           N/A - dirty      Y - LCH/SIS      EUI              SETS
SET3      SETS                              SET3      OTHER                                    ON15     OTHER NON LIQUID 15                               MiFID NON Liquid            RM - PREMIUM      para 3000.1      Executable       1 Equity MM           N/A - dirty      Y - LCH/SIS      EUI              SETS
SET3      SETS                              SET3      OTHER                                    ON25     OTHER NON LIQUID 25                               MiFID NON Liquid            RM - PREMIUM      para 3000.1      Executable       1 Equity MM           N/A - dirty      Y - LCH/SIS      EUI              SETS
SET2      SETS                              SET2      IRISH                                    IL5      IRISH LIQUID 05                                   MiFID Liquid                      RM          para 3000.1      Executable       1 Equity MM           N/A - dirty      Y - LCH/SIS      EUI              SETS
SET2      SETS                              SET2      IRISH                                    IL10     IRISH LIQUID 10                                   MiFID Liquid                      RM          para 3000.1      Executable       1 Equity MM           N/A - dirty      Y - LCH/SIS      EUI              SETS
SET2      SETS                              SET2      IRISH                                    IL15     IRISH LIQUID 15                                   MiFID Liquid                      RM          para 3000.1      Executable       1 Equity MM           N/A - dirty      Y - LCH/SIS      EUI              SETS
SET2      SETS                              SET2      IRISH                                    IL25     IRISH LIQUID 25                                   MiFID Liquid                      RM          para 3000.1      Executable       1 Equity MM           N/A - dirty      Y - LCH/SIS      EUI              SETS
SET2      SETS                              SET2      IRISH                                    IN5      IRISH NON LIQUID 05                               MiFID NON Liquid                  RM          para 3000.1      Executable       1 Equity MM           N/A - dirty      Y - LCH/SIS      EUI              SETS
SET2      SETS                              SET2      IRISH                                    IN10     IRISH NON LIQUID 10                               MiFID NON Liquid                  RM          para 3000.1      Executable       1 Equity MM           N/A - dirty      Y - LCH/SIS      EUI              SETS
SET2      SETS                              SET2      IRISH                                    IN15     IRISH NON LIQUID 15                               MiFID NON Liquid                  RM          para 3000.1      Executable       1 Equity MM           N/A - dirty      Y - LCH/SIS      EUI              SETS
SET2      SETS                              SET2      IRISH                                    IN25     IRISH NON LIQUID 25                               MiFID NON Liquid                  RM          para 3000.1      Executable       1 Equity MM           N/A - dirty      Y - LCH/SIS      EUI              SETS
SSMU      SETS                              SSMU      SETS STANDARD LISTED OR AIM EURM         SMEU     SETS - LONDON STANDARD LISTED CCP eligible - 05                              RM - STANDARD      para 3000.1      Executable       1 Equity MM           N/A - dirty      Y - LCH/SIS      EUI              SETS
SSMU      SETS                              SSMU      SETS STANDARD LISTED OR AIM EURM         SMEV     SETS - LONDON STANDARD LISTED CCP eligible - 10                              RM - STANDARD      para 3000.1      Executable       1 Equity MM           N/A - dirty      Y - LCH/SIS      EUI              SETS
SSMU      SETS                              SSMU      SETS STANDARD LISTED OR AIM EURM         SMEW     SETS - LONDON STANDARD LISTED CCP eligible - 15                              RM - STANDARD      para 3000.1      Executable       1 Equity MM           N/A - dirty      Y - LCH/SIS      EUI              SETS
SSMU      SETS                              SSMU      SETS STANDARD LISTED OR AIM EURM         AIMF     AIM EURM FTSE AIM50                                                                MTF          para 3000.1      Executable          2 AIM              N/A - dirty      Y - LCH/SIS      EUI              SETS
SSMU      SETS                              SSMU      SETS STANDARD LISTED OR AIM EURM         AIMM     AIM EURM NON FTSE AIM50                                                            MTF          para 3000.1      Executable          2 AIM              N/A - dirty      Y - LCH/SIS      EUI              SETS
AMSM      SETS                              AMSM      AIM ON SETS                              AF50     AIM FTSE50 ON SETS 1 - 5% MAX                                                      MTF          para 3000.2      Executable          2 AIM              N/A - dirty      Y - LCH/SIS      EUI              SETS
AMSM      SETS                              AMSM      AIM ON SETS                              AT50     AIM FTSE50 ON SETS 2 - 5% MAX                                                      MTF          para 3000.2      Executable          2 AIM              N/A - dirty      Y - LCH/SIS      EUI              SETS
AMSM      SETS                              AMSM      AIM ON SETS                              AS50     AIM FTSE50 ON SETS 3 - 10% MAX                                                     MTF          para 3000.2      Executable          2 AIM              N/A - dirty      Y - LCH/SIS      EUI              SETS
AMSM      SETS                              AMSM      AIM ON SETS                              AE50     AIM FTSE50 ON SETS 4 - 15% MAX                                                     MTF          para 3000.2      Executable          2 AIM              N/A - dirty      Y - LCH/SIS      EUI              SETS
AMSM      SETS                              AMSM      AIM ON SETS                              AF25     AIM FTSE50 ON SETS 5 - 10% MAX                                                     MTF          para 3000.2      Executable          2 AIM              N/A - dirty      Y - LCH/SIS      EUI              SETS
AMSM      SETS                              AMSM      AIM ON SETS                              ASM6     MIN ORDER SIZE 40% EMS–15% MAX SPREAD                                              MTF          para 3000.2      Executable          2 AIM              N/A - dirty      Y - LCH/SIS      EUI              SETS
AMSM      SETS                              AMSM      AIM ON SETS                              ASM7     AIM SECS. ON SETS 7 10% MAX                                                        MTF          para 3000.2      Executable          2 AIM              N/A - dirty      Y - LCH/SIS      EUI              SETS
AMSM      SETS                              AMSM      AIM ON SETS                              ASM8     AIM SECS. ON SETS 8 15% MAX                                                        MTF          para 3000.2      Executable          2 AIM              N/A - dirty      Y - LCH/SIS      EUI              SETS
AMSM      SETS                              AMSM      AIM ON SETS                              AM25     AIM SECS. ON SETS 9 - 10% MAX                                                      MTF          para 3000.2      Executable          2 AIM              N/A - dirty      Y - LCH/SIS      EUI              SETS
ETF2      SETS                              ETF2      EXCHANGE TRADED FUNDS (MULTI-CURRENCY)   EFL      ETF LIQUID (MULTI-CURRENCY) MAX SPREAD 1.5%                                        RM           para 3000.3      Executable       1 Equity MM           N/A - dirty      Y - LCH/SIS      EUI              SETS
ETF2      SETS                              ETF2      EXCHANGE TRADED FUNDS (MULTI-CURRENCY)   EFLL     ETF LESS LIQUID (MULTI-CURRENCY) MAX SPREAD 3%                                     RM           para 3000.3      Executable       1 Equity MM           N/A - dirty      Y - LCH/SIS      EUI              SETS
ETF2      SETS                              ETF2      EXCHANGE TRADED FUNDS (MULTI-CURRENCY)   EFLN     ETF LEAST LIQUID (M-CURRENCY) MAX SPREAD 5%                                        RM           para 3000.3      Executable       1 Equity MM           N/A - dirty      Y - LCH/SIS      EUI              SETS
ETF2      SETS                              ETF2      EXCHANGE TRADED FUNDS (MULTI-CURRENCY)   EFEU     ETF EU LISTED (MULTI-CURRENCY) MX SPD 3%                                           RM           para 3000.3      Executable       1 Equity MM           N/A - dirty      Y - LCH/SIS      EUI              SETS
ETF2      SETS                              ETF2      EXCHANGE TRADED FUNDS (MULTI-CURRENCY)   EFEN     ETF EU LISTED (MULTI-CURRENCY) MX SPD 5%                                          RM            para 3000.3      Executable       1 Equity MM           N/A - dirty      Y - LCH/SIS      EUI              SETS
ETF2      SETS                              ETF2      EXCHANGE TRADED FUNDS (MULTI-CURRENCY)   ETMA     ACTIVE ETF (MULTI-CURRENCY) MAX SPREAD 5%                                         RM            para 3000.3      Executable       1 Equity MM           N/A - dirty      Y - LCH/SIS      EUI              SETS
ETF2      SETS                              ETF2      EXCHANGE TRADED FUNDS (MULTI-CURRENCY)   ETMU ACTIVE ETF EU LISTED (MULTI-CURRENCY) MX SPD 5%                                       RM            para 3000.3      Executable       1 Equity MM           N/A - dirty      Y - LCH/SIS      EUI              SETS
ETFS      SETS                              ETFS      EXCHANGE TRADED FUNDS                    ETFL     ETF LIQUID MAX SPREAD 1.5%                                                        RM            para 3000.3      Executable       1 Equity MM           N/A - dirty      Y - LCH/SIS      EUI              SETS
ETFS      SETS                              ETFS      EXCHANGE TRADED FUNDS                    ETLL     ETF LESS LIQUID MAX SPREAD 3%                                                     RM            para 3000.3      Executable       1 Equity MM           N/A - dirty      Y - LCH/SIS      EUI              SETS
ETFS      SETS                              ETFS      EXCHANGE TRADED FUNDS                    ETFN     ETF LEAST LIQUID MAX SPREAD 5%                                                    RM            para 3000.3      Executable       1 Equity MM           N/A - dirty      Y - LCH/SIS      EUI              SETS
ETFS      SETS                              ETFS      EXCHANGE TRADED FUNDS                    ETEU     ETF EU LISTED MX SPD 3%                                                           RM            para 3000.3      Executable       1 Equity MM           N/A - dirty      Y - LCH/SIS      EUI              SETS
ETFS      SETS                              ETFS      EXCHANGE TRADED FUNDS                    ETEN     ETF EU LISTED MX SPD 5%                                                           RM            para 3000.3      Executable       1 Equity MM           N/A - dirty      Y - LCH/SIS      EUI              SETS
ETFS      SETS                              ETFS      EXCHANGE TRADED FUNDS                    EOTC     OFF-EXCHANGE OTC TRADE REPORTING                                                 MTF           N/A - voluntary        N                 N               N/A - dirty         N/A          none       standard off book only

ETFS      SETS                              ETFS      EXCHANGE TRADED FUNDS                    ETFA     ACTIVE ETF MAX SPREAD 5%                                                          RM            para 3000.3      Executable       1 Equity MM           N/A - dirty      Y - LCH/SIS      EUI              SETS
ETFS      SETS                              ETFS      EXCHANGE TRADED FUNDS                    ETEA     ACTIVE ETF EU LISTED MX SPD 5%                                                    RM            para 3000.3      Executable       1 Equity MM           N/A - dirty      Y - LCH/SIS      EUI              SETS
ETFU      SETS                              ETFU      EXCH. TRADED FUNDS MULTI-CURR. 3         EFUL     ETC (MC3) LIQUID MX SPD 1.5%                                                      RM            para 3000.3      Executable       1 Equity MM           N/A - dirty      Y - LCH/SIS      EUI              SETS
ETFU      SETS                              ETFU      EXCH. TRADED FUNDS MULTI-CURR. 3         EULL     ETC (MC3) LESS LIQ MX SPD 3%                                                      RM            para 3000.3      Executable       1 Equity MM           N/A - dirty      Y - LCH/SIS      EUI              SETS
ETFU      SETS                              ETFU      EXCH. TRADED FUNDS MULTI-CURR. 3         EXEU     ETF (MC3) EU LISTED MX SPD 3%                                                     RM            para 3000.3      Executable       1 Equity MM           N/A - dirty      Y - LCH/SIS      EUI              SETS
ETFU      SETS                              ETFU      EXCH. TRADED FUNDS MULTI-CURR. 3         EXEN     ETF (MC3) EU LISTED MX SPD 5%                                                     RM            para 3000.3      Executable       1 Equity MM           N/A - dirty      Y - LCH/SIS      EUI              SETS
ETFU      SETS                              ETFU      EXCH. TRADED FUNDS MULTI-CURR. 3         EFCA     ACTIVE ETF (MC3) MAX SPREAD 3%                                                    RM            para 3000.3      Executable       1 Equity MM           N/A - dirty      Y - LCH/SIS      EUI              SETS
ETFU      SETS                              ETFU      EXCH. TRADED FUNDS MULTI-CURR. 3         EFCU     ACTIVE ETF EU LISTED (MC3) MX SPD 5%                                              RM            para 3000.3      Executable       1 Equity MM           N/A - dirty      Y - LCH/SIS      EUI              SETS
ETC2      SETS                              ETC2      EXCHANGE TRADED PRODUCTS MULTI-CURR. 2   ECOL     ETC LIQUID (MULTI-CURRENCY) MAX SPREAD 1.5%                                       RM            para 3000.3       Executable       1 Equity MM          N/A - dirty      Y - LCH/SIS      EUI              SETS
ETC2      SETS                              ETC2      EXCHANGE TRADED PRODUCTS MULTI-CURR. 2   ECLM     ETC LESS LIQUID (MULTI-CURRENCY) MAX SPREAD 5%                                    RM            para 3000.3       Executable       1 Equity MM          N/A - dirty      Y - LCH/SIS      EUI              SETS
ETC2      SETS                              ETC2      EXCHANGE TRADED PRODUCTS MULTI-CURR. 2   ENOL     ETN LIQUID (MC2) MAX SPREAD 1.5%                                                  RM            para 3000.3       Executable       1 Equity MM          N/A - dirty      Y - LCH/SIS      EUI              SETS
ETC2      SETS                              ETC2      EXCHANGE TRADED PRODUCTS MULTI-CURR. 2   ENLM     ETN LESS LIQUID (MC2) MAX SPREAD 5%                                               RM            para 3000.3       Executable       1 Equity MM          N/A - dirty      Y - LCH/SIS      EUI              SETS
ETCS      SETS                              ETCS      EXCHANGE TRADED PRODUCTS                 ECL      ETC LIQUID MAX SPREAD 1.5%                                                        RM            para 3000.3       Executable       1 Equity MM          N/A - dirty      Y - LCH/SIS      EUI              SETS
ETCS      SETS                              ETCS      EXCHANGE TRADED PRODUCTS                 ECLL     ETC LESS LIQUID MAX SPREAD 5%                                                     RM            para 3000.3       Executable       1 Equity MM          N/A - dirty      Y - LCH/SIS      EUI              SETS
ETCS   SETS                                    ETCS   EXCHANGE TRADED PRODUCTS                             ENL    ETN LIQUID MAX SPREAD 1.5%                                                                                    RM       para 3000.3   Executable      1 Equity MM       N/A - dirty   Y - LCH/SIS   EUI            SETS
ETCS   SETS                                    ETCS   EXCHANGE TRADED PRODUCTS                             ENLL   ETN LESS LIQUID MAX SPREAD 5%                                                                                 RM       para 3000.3   Executable      1 Equity MM       N/A - dirty   Y - LCH/SIS   EUI            SETS
ETCU   SETS                                    ETCU   EXCHANGE TRADED PRODUCTS MULTI-CURR. 3               ENML   ETN (MC3) LIQUID MX SPD 1.5%                                                                                  RM       para 3000.3   Executable      1 Equity MM       N/A - dirty   Y - LCH/SIS   EUI            SETS
ETCU   SETS                                    ETCU   EXCHANGE TRADED PRODUCTS MULTI-CURR. 3               ENMC   ETN (MC3) LESS LIQ MX SPD 5%                                                                                  RM       para 3000.3   Executable      1 Equity MM       N/A - dirty   Y - LCH/SIS   EUI            SETS
ETCU   SETS                                    ETCU   EXCHANGE TRADED PRODUCTS MULTI-CURR. 3               ETML   ETC (MC3) LIQUID MX SPD 1.5%                                                                                  RM       para 3000.3   Executable      1 Equity MM       N/A - dirty   Y - LCH/SIS   EUI            SETS
ETCU   SETS                                    ETCU   EXCHANGE TRADED PRODUCTS MULTI-CURR. 3               EMLL   ETC (MC3) LESS LIQ MX SPD 5%                                                                                  RM       para 3000.3   Executable      1 Equity MM       N/A - dirty   Y - LCH/SIS   EUI            SETS
SFM1   SETS                                    SFM1   SETS - Specialist Fund Market                        SFML   SFM Liquid                                                                                                    RM       para 3000.1   Executable      1 Equity MM       N/A - dirty   Y - LCH/SIS   EUI            SETS
SFM2   SETSqx                                  SFM2   SETSqx - Specialist Fund Market CCP                  SFQQ   SFM Less Liquid Quoted CCP                                                                                    RM       para 3000.1      Firm         1 Equity MM       N/A - dirty   Y - LCH/SIS   EUI    SETSqx & QB24 SETSqx
SFM3   SETSqx                                  SFM3   SETSqx - Specialist Fund Market Quoted NON-CCP       SFNC   SFM Less Liquid Quoted Non CCP                                                                                RM       para 3000.1      Firm         1 Equity MM       N/A - dirty        N        EUI           SETSqx
SFM4   SETSqx                                  SFM4   SETSqx - Specialist Fund Market Non Quoted Non CCP   SFXN   SFM Less Liquid Non Quoted Non CCP                                                                            RM       para 3000.1       N           1 Equity MM       N/A - dirty        N        EUI           SETSqx
SSQ3   SETSqx                                  SSQ3   SETSQX 3 QTD. CCP                                    SQQ3   SETSQX QTD. 3                                MiFID NON Liquid                                           RM - PREMIUM   para 3000.1      Firm         1 Equity MM       N/A - dirty   Y - LCH/SIS   EUI    SETSqx & QB24 SETSqx
SSQ4   SETSqx                                  SSQ4   SETSQX 4 NON QTD. CCP                                SQNQ   SETSQX 4 NON QTD.CCP                         MiFID NON Liquid                                           RM - PREMIUM   para 3000.1       N           1 Equity MM       N/A - dirty   Y - LCH/SIS   EUI           SETSqx
SSX3   SETSqx                                  SSX3   SETSQX 3 QTD. NON CCP                                SQNC   SETSQX PREMIUM NON CCP 3                     MiFID NON Liquid                                           RM - PREMIUM   para 3000.1      Firm         1 Equity MM       N/A - dirty        N        EUI    SETSqx & QB24 SETSqx
SSX3   SETSqx                                  SSX3   SETSQX 3 QTD. NON CCP                                SQCL   SETSQX STD LISTED QTD CLEAN                  MiFID NON Liquid                                          RM - STANDARD   para 3000.1      Firm         1 Equity MM      YES - clean         N        EUI    SETSqx & QB24 SETSqx
SSX3   SETSqx                                  SSX3   SETSQX 3 QTD. NON CCP                                SQPM   SETSQX QTD PSM NON CCP                                                                                       MTF       para 3000.3      Firm         1 Equity MM      YES - clean         N        EUI    SETSqx & QB24 SETSqx
SSX3   SETSqx                                  SSX3   SETSQX 3 QTD. NON CCP                                SQSL   SETSQX QTD LDN STANDARD LISTED NON CCP       MiFID NON Liquid                                          RM - STANDARD   para 3000.1      Firm         1 Equity MM       N/A - dirty        N        EUI    SETSqx & QB24 SETSqx
SSX3   SETSqx                                  SSX3   SETSQX 3 QTD. NON CCP                                SQNL   SETSQX QTD ATT ONLY NON CCP                  Admission policy at www.londonstockexchange.com/attonly         MTF       para 3000.3      Firm         1 Equity MM       N/A - dirty        N        EUI    SETSqx & QB24 SETSqx
SSX3   SETSqx                                  SSX3   SETSQX 3 QTD. NON CCP                                SQEL   SETSQX QTD EURM ATT ONLY NON CCP             MiFID NON Liquid                                                MTF       para 3000.3      Firm         1 Equity MM       N/A - dirty        N        EUI    SETSqx & QB24 SETSqx
SSX4   SETSqx                                  SSX4   SETSQX 4 NON QTD. NON CCP                            ASTD   ASSENTED LNS.T/R ONY                         MiFID NON Liquid                                           RM - PREMIUM   para 3000.1       N           1 Equity MM       N/A - dirty        N        EUI           SETSqx
SSX4   SETSqx                                  SSX4   SETSQX 4 NON QTD. NON CCP                            SXNC   SETSQX PREMIUM NQ. NON CCP 4                 MiFID NON Liquid                                           RM - PREMIUM   para 3000.1       N           1 Equity MM       N/A - dirty        N        EUI           SETSqx
SSX4   SETSqx                                  SSX4   SETSQX 4 NON QTD. NON CCP                            SXCL   SETSQX STD LISTED NQ. CLEAN                  MiFID NON Liquid                                          RM - STANDARD   para 3000.1       N           1 Equity MM      YES - clean         N        EUI           SETSqx
SSX4   SETSqx                                  SSX4   SETSQX 4 NON QTD. NON CCP                            SXNL   SETSQX NQ ATT ONLY NON CCP                   Admission policy at www.londonstockexchange.com/attonly         MTF       para 3000.3       N           1 Equity MM       N/A - dirty        N        none          SETSqx
SSX4   SETSqx                                  SSX4   SETSQX 4 NON QTD. NON CCP                            SXEL   SETSQX NQ EURM ATT ONLY NON CCP              MiFID NON Liquid                                                MTF       para 3000.3       N           1 Equity MM       N/A - dirty        N        none          SETSqx
SSX4   SETSqx                                  SSX4   SETSQX 4 NON QTD. NON CCP                            SXSN   SETSQX NON QTD LDN STANDARD LISTED NON CCP   MiFID NON Liquid                                          RM - STANDARD   para 3000.1       N           1 Equity MM       N/A - dirty        N        none          SETSqx
ASQ1   SETSqx                                  ASQ1   AIM ON SETSQX 1 CCP                                  AMQ1   AIM QTD CCP                                                                                                  MTF       para 3000.2      Firm            2 AIM          N/A - dirty   Y - LCH/SIS   EUI    SETSqx & QB24 SETSqx
ASQ2   SETSqx                                  ASQ2   AIM ON SETSQX 2 CCP                                  AMQ2   AIM EURM QTD CCP                                                                                             MTF       para 3000.1      Firm            2 AIM          N/A - dirty   Y - LCH/SIS   EUI    SETSqx & QB24 SETSqx
ASQN   SETSqx                                  ASQN   AIM ON SETSQX NQ CCP                                 ASNQ   AIM SETSQX NON QTD                                                                                           MTF       para 3000.2       N              2 AIM          N/A - dirty   Y - LCH/SIS   EUI           SETSqx
ASX1   SETSqx                                  ASX1   AIM ON SETSQX 1 NON CCP                              AIMP   AIM QTD NON CCP                                                                                              MTF       para 3000.2      Firm            2 AIM          N/A - dirty        N        EUI    SETSqx & QB24 SETSqx
ASX1   SETSqx                                  ASX1   AIM ON SETSQX 1 NON CCP                              AMSR   AIM QTD NON CCP REG S                                                                                        MTF       para 3000.2      Firm            2 AIM          N/A - dirty        N        EUI    SETSqx & QB24 SETSqx
ASX2   SETSqx                                  ASX2   AIM ON SETSQX 2 NON CCP                              AIMS   AIM EURM QTD NON CCP                                                                                         MTF       para 3000.1      Firm            2 AIM          N/A - dirty        N        EUI           SETSqx
ASXN   SETSqx                                  ASXN   AIM ON SETSQX NON QTD. NCCP                          AIMN   AIM NON QUOTED                                                                                               MTF       para 3000.2       N              2 AIM          N/A - dirty        N        EUI           SETSqx
ASXN   SETSqx                                  ASXN   AIM ON SETSQX NON QTD. NCCP                          AMNR   AIM NON QUOTED REG S                                                                                         MTF       para 3000.2       N              2 AIM          N/A - dirty        N        EUI           SETSqx
ASXN   SETSqx                                  ASXN   AIM ON SETSQX NON QTD. NCCP                          AMNE   AIM EURM NON QTD NON CCP                                                                                     MTF       para 3000.1       N              2 AIM          N/A - dirty        N        EUI           SETSqx
INSD   Securitised Derivatives                 INSD   INVESTMENT PRODUCTS                                  CAPP   CAPITAL PROTECTED                                                                                            RM        para 3000.3   Executable   4 Structured Prod    N/A - dirty        N        EUI        MSETS-SETS
INSD   Securitised Derivatives                 INSD   INVESTMENT PRODUCTS                                  TRAK   TRACKERS                                                                                                    RM         para 3000.3   Executable   4 Structured Prod    N/A - dirty       N         EUI         MSETS-SETS
INSD   Securitised Derivatives                 INSD   INVESTMENT PRODUCTS                                  YLDE   YIELD ENHANCEMENT                                                                                           RM         para 3000.3   Executable   4 Structured Prod    N/A - dirty       N         EUI         MSETS-SETS
INSD   Securitised Derivatives                 INSD   INVESTMENT PRODUCTS                                  PART   PARTICIPATION PRODUCTS                                                                                      RM         para 3000.3   Executable   4 Structured Prod    N/A - dirty       N         EUI         MSETS-SETS
INSD   Securitised Derivatives                 INSD   INVESTMENT PRODUCTS                                  OTHR   OTHER INVESTMENT PRODUCTS                                                                                   RM         para 3000.3   Executable   4 Structured Prod    N/A - dirty       N         EUI         MSETS-SETS
INSD   Securitised Derivatives                 INSD   INVESTMENT PRODUCTS                                  OFIN OFF ORDER BOOK INV. PRODUTS                                                                                   RM         para 3000.3   Executable   4 Structured Prod    N/A - dirty       N         EUI      MSETS-OFIN OFLV
LVSD   Securitised Derivatives                 LVSD   LEVERAGED PRODUCTS                                   CVWT COVERED WARRANTS                                                                                              RM         para 3000.3   Executable   4 Structured Prod    N/A - dirty       N         EUI        MSETS-SETS
LVSD   Securitised Derivatives                 LVSD   LEVERAGED PRODUCTS                                   KNCK   KNOCK-OUT PRODUCTS                                                                                          RM         para 3000.3   Executable   4 Structured Prod    N/A - dirty       N         EUI         MSETS-SETS
LVSD   Securitised Derivatives                 LVSD   LEVERAGED PRODUCTS                                   OTHE   OTHER LEVERAGE PRODUCTS                                                                                     RM         para 3000.3   Executable   4 Structured Prod    N/A - dirty       N         EUI         MSETS-SETS
LVSD   Securitised Derivatives                 LVSD   LEVERAGED PRODUCTS                                   OFLV   OFF ORDER BOOK LEVERAGED PRDTS                                                                             RM          para 3000.3   Executable   4 Structured Prod    N/A - dirty       N         EUI      MSETS-OFIN OFLV
AIM    SEAQ                                    AIM    AIM (FIRM QUOTED SECURITIES)                         AIM    AIM FIRM QUOTED                                                                                            MTF         para 3000.2      Firm            2 AIM          N/A - dirty      N/A        EUI    QB25 AIM_CNVE_STBS
AIM    SEAQ                                    AIM    AIM (FIRM QUOTED SECURITIES)                         AIMR   AIM FIRM QUOTED REG S                                                                                      MTF         para 3000.2      Firm            2 AIM          N/A - dirty      N/A        EUI    QB25 AIM_CNVE_STBS
AIMI   SEAQ                                    AIMI   AIM 1                                                AIMT   AIM TRADING                                                                                                MTF         para 3000.2      Firm            2 AIM          N/A - dirty      N/A        EUI    QB25 AIM_CNVE_STBS
AIMI   SEAQ                                    AIMI   AIM 1                                                AMTR   AIM TRADING REG S                                                                                          MTF         para 3000.2      Firm            2 AIM          N/A - dirty      N/A        EUI    QB25 AIM_CNVE_STBS
UKGT   Order book for Retail Bonds             UKGT   ORB GILTS                                            UKG1   ORB GILTS 1                                  Electonic Order Book remains on TradElect                     RM            3000.3      Executable     7 Retail bonds    YES - clean        N         EUI      MIT - Off book only
UKGT   Order book for Retail Bonds             UKGT   ORB GILTS                                            UKG2   ORB GILTS 2                                  Electonic Order Book remains on TradElect                     RM            3000.3      Executable     7 Retail bonds    YES - clean        N         EUI      MIT - Off book only
UKCP   Order book for Retail Bonds             UKCP   ORB CORPORATE & OTHER BONDS                          UKC1   ORB CORPORATE & OTHER BONDS 1                Electonic Order Book remains on TradElect                     RM            3000.3      Executable     7 Retail bonds    YES - clean        N         EUI      MIT - Off book only
UKCP   Order book for Retail Bonds             UKCP   ORB CORPORATE & OTHER BONDS                          UKC2   ORB CORPORATE & OTHER BONDS 2                Electonic Order Book remains on TradElect                     RM            3000.3      Executable     7 Retail bonds    YES - clean        N         EUI      MIT - Off book only
UKCP   Order book for Retail Bonds             UKCP   ORB CORPORATE & OTHER BONDS                          UKC3   ORB CORPORATE & OTHER BONDS 3                Electonic Order Book remains on TradElect                     RM            3000.3      Executable     7 Retail bonds    YES - clean        N         EUI      MIT - Off book only
UKCP   Order book for Retail Bonds             UKCP   ORB CORPORATE & OTHER BONDS                          UKD1   ORB CORP & OTHER BONDS - DIRTY 1             Electonic Order Book remains on TradElect                     RM            3000.3      Executable     7 Retail bonds     NO - dirty        N         EUI      MIT - Off book only
UKCP   Order book for Retail Bonds             UKCP   ORB CORPORATE & OTHER BONDS                          UKS1   ORB SUPRANATIONAL BONDS 1                    Electonic Order Book remains on TradElect                     RM            3000.3      Executable     7 Retail bonds    YES - clean        N         EUI      MIT - Off book only
CNVE   Fixed interest (SEAQ)                   CNVE   CONVERTIBLES (FIRM QUOTED)                           CNVL   CONVERTIBLE SECS. LONG DATED                                                                               RM          para 3000.3      Firm       5 Fixed Interest   YES - clean       N/A        EUI    QB25 AIM_CNVE_STBS
CNVE   Fixed interest (SEAQ)                   CNVE   CONVERTIBLES (FIRM QUOTED)                           CNVS   CONVERTIBLE SECS. SHORT DATED                                                                              RM          para 3000.3      Firm       5 Fixed Interest   YES - clean       N/A        EUI    QB25 AIM_CNVE_STBS
CNVE   Fixed interest (SEAQ)                   CNVE   CONVERTIBLES (FIRM QUOTED)                           CNVU   CONVERTIBLE SECURITIES UNDATED                                                                             RM          para 3000.3      Firm       5 Fixed Interest   YES - clean       N/A        EUI    QB25 AIM_CNVE_STBS
STBS   Fixed interest (SEAQ)                   STBS   STERLING BONDS QUOTED                                PRFL   PREFERENCE SECS. LONG DATED                                                                                RM          para 3000.3      Firm       5 Fixed Interest   YES - clean       N/A        EUI    QB25 AIM_CNVE_STBS
STBS   Fixed interest (SEAQ)                   STBS   STERLING BONDS QUOTED                                PRFS   PREFERENCE SECS. SHORT DATED                                                                               RM          para 3000.3      Firm       5 Fixed Interest   YES - clean       N/A        EUI    QB25 AIM_CNVE_STBS
STBS   Fixed interest (SEAQ)                   STBS   STERLING BONDS QUOTED                                PRFU   PREFERENCE SECURITIES UNDATED                                                                              RM          para 3000.3      Firm       5 Fixed Interest   YES - clean       N/A        EUI    QB25 AIM_CNVE_STBS
STBS   Fixed interest (SEAQ)                   STBS   STERLING BONDS QUOTED                                SBDL   STERLING BOND SECS. LONG DATED                                                                             RM          para 3000.3      Firm       5 Fixed Interest   YES - clean       N/A        EUI    QB25 AIM_CNVE_STBS
STBS   Fixed interest (SEAQ)                   STBS   STERLING BONDS QUOTED                                SBDU   STERLING BOND SECS. UNDATED                                                                                RM          para 3000.3      Firm       5 Fixed Interest   YES - clean       N/A        EUI    QB25 AIM_CNVE_STBS
STBS   Fixed interest (SEAQ)                   STBS   STERLING BONDS QUOTED                                SBDS   STERLING BOND SECS.SHORT DATED                                                                             RM          para 3000.3      Firm       5 Fixed Interest   YES - clean       N/A        EUI    QB25 AIM_CNVE_STBS
GILT   Gilts                                   GILT   GILTS                                                GLTL   GILT SECURITIES LONG DATED                                                                                 RM          para 3000.3                      6 Gilts       YES - clean       N/A        EUI     standard off book only
GILT   Gilts                                   GILT   GILTS                                                GLTS   GILT SECURITIES SHORT DATED                                                                                RM          para 3000.3                      6 Gilts       YES - clean       N/A        EUI     standard off book only
GILT   Gilts                                   GILT   GILTS                                                GLTU   GILT SECURITIES UNDATED                                                                                    RM          para 3000.3                      6 Gilts       YES - clean       N/A        EUI     standard off book only
CRNR   Fixed interest (Trade reporting Only)   CRNR   CORP.RETAIL DEBT REG.MKT                             EICR   EU ISSUERS CNVE. (RETAIL)                                                                                  RM          para 3000.3       N         5 Fixed Interest   YES - clean       N/A        EUI     standard off book only
CRNR   Fixed interest (Trade reporting Only)   CRNR   CORP.RETAIL DEBT REG.MKT.                            EIDR   EU ISSUERS DIPS (RETAIL)                                                                                   RM          para 3000.3       N         5 Fixed Interest   YES - clean       N/A        EUI     standard off book only
CRNR   Fixed interest (Trade reporting Only)   CRNR   CORP.RETAIL DEBT REG.MKT.                            EIOR   EU ISSUERS OTHER CTGS.RETL.                                                                                RM          para 3000.3       N         5 Fixed Interest   YES - clean       N/A        EUI     standard off book only
CRNR   Fixed interest (Trade reporting Only)   CRNR   CORP.RETAIL DEBT REG.MKT.                            NIOR   NON EU ISS.OTHER CTGS.RETL                                                                                 RM          para 3000.3       N         5 Fixed Interest   YES - clean       N/A        EUI     standard off book only
CRNR   Fixed interest (Trade reporting Only)   CRNR   CORP.RETAIL DEBT REG.MKT.                            NICR   NON EU ISSUERS CNVE.(RETL)                                                                                 RM          para 3000.3       N         5 Fixed Interest   YES - clean       N/A        EUI     standard off book only
CRNR   Fixed interest (Trade reporting Only)   CRNR   CORP.RETAIL DEBT REG.MKT.                            NIDR   NON EU ISSUERS DIPS(RETAIL)                                                                                RM          para 3000.3       N         5 Fixed Interest   YES - clean       N/A        EUI     standard off book only
CRTR   Fixed interest (Trade reporting Only)   CRTR   CORP.RETAIL DEBT REG.MKT.TD/RP                       UIOR   UK ISSRS.OTHER CTGS.(RETL.)T/R                                                                             RM          para 3000.3       N         5 Fixed Interest   YES - clean       N/A        EUI     standard off book only
CRTR   Fixed interest (Trade reporting Only)   CRTR   CORP.RETAIL DEBT REG.MKT.TD/RP                       UICR   UK ISSUERS CNVE. (RETAIL) T/R                                                                              RM          para 3000.3       N         5 Fixed Interest   YES - clean       N/A        EUI     standard off book only
CRTR   Fixed interest (Trade reporting Only)   CRTR   CORP.RETAIL DEBT REG.MKT.TD/RP                       UIDR   UK ISSUERS DIPS (RETAIL) T/R                                                                               RM          para 3000.3       N         5 Fixed Interest   YES - clean       N/A        EUI     standard off book only
CWNR   Fixed interest (Trade reporting Only)   CWNR   CORPORATE WSALE.DBT.REG.MKT.                         EICW   EU ISSUERS CNVE.(WHOLESALE)                                                                                RM          para 3000.3       N         5 Fixed Interest   YES - clean       N/A        EUI     standard off book only
CWNR   Fixed interest (Trade reporting Only)   CWNR   CORPORATE WSALE.DBT.REG.MKT.                         EIDW   EU ISSUERS DIPS (WHOLESALE)                                                                                RM          para 3000.3       N         5 Fixed Interest   YES - clean       N/A        EUI     standard off book only
CWNR   Fixed interest (Trade reporting Only)   CWNR   CORPORATE WSALE.DBT.REG.MKT.                         EIOW   EU ISSURS.OTHR.CTGS.(WSALE)                                                                                RM          para 3000.3       N         5 Fixed Interest   YES - clean       N/A        EUI     standard off book only
CWNR   Fixed interest (Trade reporting Only)   CWNR   CORPORATE WSALE.DBT.REG.MKT.                         NIOW   NON EU ISS.OTR.CTGS.(WSALE)                                                                                RM          para 3000.3       N         5 Fixed Interest   YES - clean       N/A        EUI     standard off book only
CWNR   Fixed interest (Trade reporting Only)   CWNR   CORPORATE WSALE.DBT.REG.MKT.                         NICW   NON EU ISSURS.CNVE (WSALE.)                                                                                RM          para 3000.3       N         5 Fixed Interest   YES - clean       N/A        EUI     standard off book only
CWNR   Fixed interest (Trade reporting Only)   CWNR   CORPORATE WSALE.DBT.REG.MKT.                         NIDW   NON EU ISSURS.DIPS (WSALE.)                                                                                RM          para 3000.3       N         5 Fixed Interest   YES - clean       N/A        EUI     standard off book only
CWNU   Fixed interest (Trade reporting Only)   CWNU   CORP. WSALE.DEBT EXCH. REG.                          EICU   EU ISSUERS CNVE. (UNREG)                                                                                   MTF         para 3000.3       N         5 Fixed Interest   YES - clean       N/A        EUI     standard off book only
CWNU   Fixed interest (Trade reporting Only)   CWNU   CORP. WSALE.DEBT EXCH. REG.                          EIDU   EU ISSUERS DIPS (UNREG)                                                                                    MTF         para 3000.3       N         5 Fixed Interest   YES - clean       N/A        EUI     standard off book only
CWNU   Fixed interest (Trade reporting Only)   CWNU   CORP. WSALE.DEBT EXCH. REG.                          EIOU   EU ISSURS.OTHR.CTGS.(UNREG)                                                                                MTF         para 3000.3       N         5 Fixed Interest   YES - clean       N/A        EUI     standard off book only
CWNU   Fixed interest (Trade reporting Only)   CWNU   CORP. WSALE.DEBT EXCH. REG.                          NIOU   NON EU ISS.OTHR.CTG.(UNREG)                                                                                MTF         para 3000.3       N         5 Fixed Interest   YES - clean       N/A        EUI     standard off book only
CWNU   Fixed interest (Trade reporting Only)   CWNU   CORP. WSALE.DEBT EXCH. REG.                          NICU   NON EU ISSUERS CNVE (UNREG)                                                                                MTF         para 3000.3       N         5 Fixed Interest   YES - clean       N/A        EUI     standard off book only
CWNU   Fixed interest (Trade reporting Only)   CWNU   CORP. WSALE.DEBT EXCH. REG.                          NIDU   NON EU ISSUERS DIPS (UNREG)                                                                                MTF         para 3000.3       N         5 Fixed Interest   YES - clean       N/A        EUI     standard off book only
CWTR   Fixed interest (Trade reporting Only)   CWTR   CORPORATE WSALE.DBT.REG.MKT.TR                       UIOW   UK ISSRS.OTHER CTGS.(WSALE)T/R                                                                             RM          para 3000.3       N         5 Fixed Interest   YES - clean       N/A        EUI     standard off book only
CWTR   Fixed interest (Trade reporting Only)   CWTR   CORPORATE WSALE.DBT.REG.MKT.TR                       UICW   UK ISSUERS CNVE.(WHOLESALE)T/R                                                                             RM          para 3000.3       N         5 Fixed Interest   YES - clean       N/A        EUI     standard off book only
CWTR   Fixed interest (Trade reporting Only)   CWTR   CORPORATE WSALE.DBT.REG.MKT.TR                       UIDW   UK ISSUERS DIPS (WHOLESALE)T/R                                                                             RM          para 3000.3       N         5 Fixed Interest   YES - clean       N/A        EUI     standard off book only
CWTU   Fixed interest (Trade reporting Only)   CWTU   CORP. WSALE.DEBT EXCH. REG.T/R                       UICU   UK ISSUERS CNVE. (UNREG) T/R                                                                               MTF         para 3000.3       N         5 Fixed Interest   YES - clean       N/A        EUI     standard off book only
CWTU   Fixed interest (Trade reporting Only)   CWTU   CORP. WSALE.DEBT EXCH. REG.T/R                       UIDU   UK ISSUERS DIPS (UNREG) T/R                                                                                MTF         para 3000.3       N         5 Fixed Interest   YES - clean       N/A        EUI     standard off book only
CWTU   Fixed interest (Trade reporting Only)   CWTU   CORP. WSALE.DEBT EXCH. REG.T/R                       UIOU   UK ISSURS.OTHR.CTGS.(UNREG)T/R                                                                             MTF         para 3000.3       N         5 Fixed Interest   YES - clean       N/A        EUI     standard off book only
PSNR   Fixed interest (Trade reporting Only)   PSNR   PUBLIC SECTOR DEBT REG.MKT                           EINP   EU ISS.NAT./LCL.GOVT.(PBC.)                                                                                RM          para 3000.3       N         5 Fixed Interest   YES - clean       N/A        EUI     standard off book only
PSNR   Fixed interest (Trade reporting Only)   PSNR   PUBLIC SECTOR DEBT REG.MKT                           EIDP   EU ISSUERS DIPS (PUBLIC)                                                                                   RM          para 3000.3       N         5 Fixed Interest   YES - clean       N/A        EUI     standard off book only
PSNR   Fixed interest (Trade reporting Only)   PSNR   PUBLIC SECTOR DEBT REG.MKT                           EIOP   EU ISSURS.OHR.CTGS.(PUBLIC)                                                                                RM          para 3000.3       N         5 Fixed Interest   YES - clean       N/A        EUI     standard off book only
PSNR   Fixed interest (Trade reporting Only)   PSNR   PUBLIC SECTOR DEBT REG.MKT             NINP   NON EU ISS.NAT/LCL.GOV.(PBC)                                                                           RM        para 3000.3    N     5 Fixed Interest   YES - clean      N/A     EUI     standard off book only
PSNR   Fixed interest (Trade reporting Only)   PSNR   PUBLIC SECTOR DEBT REG.MKT             NIOP   NON EU ISS.OHR.CTGS.(PBC.)                                                                             RM        para 3000.3    N     5 Fixed Interest   YES - clean      N/A     EUI     standard off book only
PSNR   Fixed interest (Trade reporting Only)   PSNR   PUBLIC SECTOR DEBT REG.MKT             NIDP   NON EU ISSUERS DIPS(PUBLIC)                                                                            RM        para 3000.3    N     5 Fixed Interest   YES - clean      N/A     EUI     standard off book only
PSTR   Fixed interest (Trade reporting Only)   PSTR   PUBLIC SECTOR DEBT REG.MKT T/R         UIDP   UK ISSUERS DIPS (PUBLIC) T/R                                                                           RM        para 3000.3    N     5 Fixed Interest   YES - clean      N/A     EUI     standard off book only
PSTR   Fixed interest (Trade reporting Only)   PSTR   PUBLIC SECTOR DEBT REG.MKT T/R         UILP   UK ISSURS.LCL.GOVT.(PUBLIC)T/R                                                                         RM        para 3000.3    N     5 Fixed Interest   YES - clean      N/A     EUI     standard off book only
PSTR   Fixed interest (Trade reporting Only)   PSTR   PUBLIC SECTOR DEBT REG.MKT T/R         UIOP   UK ISSURS.OHR.CTGS.(PUBLIC)T/R                                                                         RM        para 3000.3    N     5 Fixed Interest   YES - clean      N/A     EUI     standard off book only
IOBE   International Order Book                IOBE   INT. ORDER BOOK CCP (EUROCLEAR BANK)   LLHE   IOB LONDON LISTED EB CCP SECS.                                                                   RM - STANDARD   para 3000.3    N            N            N/A - dirty   Y - LCH   EB           SETS-IOB
IOBE   International Order Book                IOBE   INT. ORDER BOOK CCP (EUROCLEAR BANK)   INHE   IOB ATT EB CCP SECS.                   Admission policy at www.londonstockexchange.com/attonly       MTF         para 3000.3    N            N            N/A - dirty   Y - LCH   EB           SETS-IOB
IOBE   International Order Book                IOBE   INT. ORDER BOOK CCP (EUROCLEAR BANK)   IPHE   IOB PSM EB CCP SECS .                                                                                MTF         para 3000.3    N            N            N/A - dirty   Y - LCH   EB           SETS-IOB
IOBE   International Order Book                IOBE   INT. ORDER BOOK CCP (EUROCLEAR BANK)   INNE   IOB ATT NON LISTED EB CCP SECS .       Admission policy at www.londonstockexchange.com/attonly         MTF       para 3000.3    N            N            N/A - dirty   Y - LCH   EB           SETS-IOB
IOBU   International Order Book                IOBU   INT. ORDER BOOK NON CCP (UNCLEARED)    LLLU   IOB LONDON LISTED NON CCP SECS. DTC                                                              RM - STANDARD   para 3000.3    N            N            N/A - dirty       N     DTC          SETS-IOB
IOBU   International Order Book                IOBU   INT. ORDER BOOK NON CCP (UNCLEARED)    INLU   IOB ATT NON CCP SECS. DTC              Admission policy at www.londonstockexchange.com/attonly       MTF         para 3000.3    N            N            N/A - dirty     N       DTC          SETS-IOB
IOBU   International Order Book                IOBU   INT. ORDER BOOK NON CCP (UNCLEARED)    INNU   IOB ATT NON LISTED NON CCP SECS. DTC   Admission policy at www.londonstockexchange.com/attonly       MTF         para 3000.3    N            N            N/A - dirty     N       DTC          SETS-IOB
IOBU   International Order Book                IOBU   INT. ORDER BOOK NON CCP (UNCLEARED)    IPLU   IOB PSM NON CCP SECS. DTC                                                                            MTF         para 3000.3    N            N            N/A - dirty     N       DTC          SETS-IOB
IOBU   International Order Book                IOBU   INT. ORDER BOOK NON CCP (UNCLEARED)    LLLN   IOB LONDON LISTED NON CCP SECS. EB                                                               RM - STANDARD   para 3000.3    N            N            N/A - dirty     N       EB           SETS-IOB
IOBU   International Order Book                IOBU   INT. ORDER BOOK NON CCP (UNCLEARED)    INLN   IOB ATT NON CCP SECS. EB               Admission policy at www.londonstockexchange.com/attonly       MTF         para 3000.3    N            N            N/A - dirty     N       EB           SETS-IOB
IOBU   International Order Book                IOBU   INT. ORDER BOOK NON CCP (UNCLEARED)    IPLN   IOB PSM NON CCP SECS. EB                                                                             MTF         para 3000.3    N            N            N/A - dirty     N       EB           SETS-IOB
EQS    European Quoting Service                EQS    EUROPEAN QUOTING SERVICE               ATQS   AUSTRIA                                MiFID Liquid                                                  MTF         para 3000.1   Firm   3 Euro Market       N/A - dirty    N/A      none            QB14
EQS    European Quoting Service                EQS    EUROPEAN QUOTING SERVICE               BEQS   BELGIUM                                MiFID Liquid                                                  MTF         para 3000.1   Firm   3 Euro Market       N/A - dirty    N/A      none            QB6
EQS    European Quoting Service                EQS    EUROPEAN QUOTING SERVICE               BGQS   BULGARIA                               MiFID Liquid                                                  MTF         para 3000.1   Firm   3 Euro Market       N/A - dirty    N/A      none            QB20
EQS    European Quoting Service                EQS    EUROPEAN QUOTING SERVICE               CYQS   CYPRUS                                 MiFID Liquid                                                  MTF         para 3000.1   Firm   3 Euro Market       N/A - dirty    N/A      none            QB17
EQS    European Quoting Service                EQS    EUROPEAN QUOTING SERVICE               CZQS   CZECH REPUBLIC                         MiFID Liquid                                                  MTF         para 3000.1   Firm   3 Euro Market       N/A - dirty    N/A      none            QB11
EQS    European Quoting Service                EQS    EUROPEAN QUOTING SERVICE               DKQS   DENMARK                                MiFID Liquid                                                  MTF         para 3000.1   Firm   3 Euro Market       N/A - dirty    N/A      none            QB14
EQS    European Quoting Service                EQS    EUROPEAN QUOTING SERVICE               EEQS   ESTONIA                                MiFID Liquid                                                  MTF         para 3000.1   Firm   3 Euro Market       N/A - dirty    N/A      none            QB16
EQS    European Quoting Service                EQS    EUROPEAN QUOTING SERVICE               FIQS   FINLAND                                MiFID Liquid                                                  MTF         para 3000.1   Firm   3 Euro Market       N/A - dirty    N/A      none            QB7
EQS    European Quoting Service                EQS    EUROPEAN QUOTING SERVICE               FRQS   FRANCE                                 MiFID Liquid                                                  MTF         para 3000.1   Firm   3 Euro Market       N/A - dirty    N/A      none            QB6
EQS    European Quoting Service                EQS    EUROPEAN QUOTING SERVICE               DEQS   GERMANY                                MiFID Liquid                                                  MTF         para 3000.1   Firm   3 Euro Market       N/A - dirty    N/A      none            QB13
EQS    European Quoting Service                EQS    EUROPEAN QUOTING SERVICE               GRQS   GREECE                                 MiFID Liquid                                                  MTF         para 3000.1   Firm   3 Euro Market       N/A - dirty    N/A      none            QB10
EQS    European Quoting Service                EQS    EUROPEAN QUOTING SERVICE               NLQS   HOLLAND                                MiFID Liquid                                                  MTF         para 3000.1   Firm   3 Euro Market       N/A - dirty    N/A      none            QB5
EQS    European Quoting Service                EQS    EUROPEAN QUOTING SERVICE               HUQS   HUNGARY                                MiFID Liquid                                                  MTF         para 3000.1   Firm   3 Euro Market       N/A - dirty    N/A      none            QB8
EQS    European Quoting Service                EQS    EUROPEAN QUOTING SERVICE               ISQS   ICELAND                                MiFID Liquid                                                  MTF         para 3000.1   Firm   3 Euro Market       N/A - dirty    N/A      none            QB22
EQS    European Quoting Service                EQS    EUROPEAN QUOTING SERVICE               IRQS   IRELAND                                MiFID Liquid                                                  MTF         para 3000.1   Firm   3 Euro Market       N/A - dirty    N/A      none            QB7
EQS    European Quoting Service                EQS    EUROPEAN QUOTING SERVICE               ITQS   ITALY                                  MiFID Liquid                                                  MTF         para 3000.1   Firm   3 Euro Market       N/A - dirty    N/A      none            QB9
EQS    European Quoting Service                EQS    EUROPEAN QUOTING SERVICE               LVQS   LATVIA                                 MiFID Liquid                                                  MTF         para 3000.1   Firm   3 Euro Market       N/A - dirty    N/A      none            QB1
EQS    European Quoting Service                EQS    EUROPEAN QUOTING SERVICE               LIQS   LIECHTENSTEIN                          MiFID Liquid                                                  MTF         para 3000.1   Firm   3 Euro Market       N/A - dirty    N/A      none            QB4
EQS    European Quoting Service                EQS    EUROPEAN QUOTING SERVICE               LTQS   LITHUANIA                              MiFID Liquid                                                  MTF         para 3000.1   Firm   3 Euro Market       N/A - dirty    N/A      none            QB1
EQS    European Quoting Service                EQS    EUROPEAN QUOTING SERVICE               LUQS   LUXEMBOURG                             MiFID Liquid                                                  MTF         para 3000.1   Firm   3 Euro Market       N/A - dirty    N/A      none            QB21
EQS    European Quoting Service                EQS    EUROPEAN QUOTING SERVICE               MTQS   MALTA                                  MiFID Liquid                                                  MTF         para 3000.1   Firm   3 Euro Market       N/A - dirty    N/A      none            QB19
EQS    European Quoting Service                EQS    EUROPEAN QUOTING SERVICE               NOQS   NORWAY                                 MiFID Liquid                                                  MTF         para 3000.1   Firm   3 Euro Market       N/A - dirty    N/A      none            QB3
EQS    European Quoting Service                EQS    EUROPEAN QUOTING SERVICE               PLQS   POLAND                                 MiFID Liquid                                                  MTF         para 3000.1   Firm   3 Euro Market       N/A - dirty    N/A      none            QB12
EQS    European Quoting Service                EQS    EUROPEAN QUOTING SERVICE               PTQS   PORTUGAL                               MiFID Liquid                                                  MTF         para 3000.1   Firm   3 Euro Market       N/A - dirty    N/A      none            QB18
EQS    European Quoting Service                EQS    EUROPEAN QUOTING SERVICE               ROQS   ROMANIA                                MiFID Liquid                                                  MTF         para 3000.1   Firm   3 Euro Market       N/A - dirty    N/A      none            QB2
EQS    European Quoting Service                EQS    EUROPEAN QUOTING SERVICE               SKQS   SLOVAKIA                               MiFID Liquid                                                  MTF         para 3000.1   Firm   3 Euro Market       N/A - dirty    N/A      none            QB23
EQS    European Quoting Service                EQS    EUROPEAN QUOTING SERVICE               SIQS   SLOVENIA                               MiFID Liquid                                                  MTF         para 3000.1   Firm   3 Euro Market       N/A - dirty    N/A      none            QB15
EQS    European Quoting Service                EQS    EUROPEAN QUOTING SERVICE               ESQS   SPAIN                                  MiFID Liquid                                                  MTF         para 3000.1   Firm   3 Euro Market       N/A - dirty    N/A      none            QB13
EQS    European Quoting Service                EQS    EUROPEAN QUOTING SERVICE               SWQS   SWEDEN                                 MiFID Liquid                                                  MTF         para 3000.1   Firm   3 Euro Market       N/A - dirty    N/A      none            QB13
EQS    European Quoting Service                EQS    EUROPEAN QUOTING SERVICE               CHQS   SWITZERLAND                            MiFID Liquid                                                  MTF         para 3000.1   Firm   3 Euro Market       N/A - dirty    N/A      none            QB13
ITR    European Trade Reporting                ITR    INTERNATIONAL TRADE REPTG. SRV         EUTR   EUROPEAN TRADE REPORTING               MiFID NON Liquid                                              MTF         para 3000.1    N           N             N/A - dirty    N/A      none    standard off book only
MISC   Trade Reporting only                    MISC   MISCELLANEOUS (NON QUOTED)             ADRN   ADR NON QUOTED                                                                                        RM         para 3000.3    N           N             N/A - dirty    N/A      none    standard off book only
MISC   Trade Reporting only                    MISC   MISCELLANEOUS (NON QUOTED)             COMG   COMMONWEALTH - G'MENT (OTR)                                                                           RM         para 3000.3    N           N            YES - clean     N/A      none    standard off book only
MISC   Trade Reporting only                    MISC   MISCELLANEOUS (NON QUOTED)             CSTF   CORPORATION ST'KS(FOR'GN)(OTR)                                                                        RM         para 3000.3    N           N            YES - clean     N/A      none    standard off book only
MISC   Trade Reporting only                    MISC   MISCELLANEOUS (NON QUOTED)             DIPS   DEBT ISSUANCE PROGRAMMES (OTR)                                                                        RM         para 3000.3    N           N            YES - clean     N/A      none    standard off book only
MISC   Trade Reporting only                    MISC   MISCELLANEOUS (NON QUOTED)             FSBC   FOREIGN STOCK B'DS (CTRY)(OTR)                                                                        RM         para 3000.3    N           N            YES - clean     N/A      none    standard off book only
MISC   Trade Reporting only                    MISC   MISCELLANEOUS (NON QUOTED)             FSBO   FOREIGN STOCK B'DS (O/S) (OTR)                                                                        RM         para 3000.3    N           N            YES - clean     N/A      none    standard off book only
MISC   Trade Reporting only                    MISC   MISCELLANEOUS (NON QUOTED)             INTM   INTL. SECURITIES MISC. (OTR)                                                                          RM         para 3000.3    N           N            YES - clean     N/A      none    standard off book only
MISC   Trade Reporting only                    MISC   MISCELLANEOUS (NON QUOTED)             INAE   US 144A. ATT. EB                       Admission policy at www.londonstockexchange.com/attonly       MTF         para 3000.3    N           N             N/A - dirty    N/A      none    standard off book only
MISC   Trade Reporting only                    MISC   MISCELLANEOUS (NON QUOTED)             INAD   US 144A. ATT. DTC                      Admission policy at www.londonstockexchange.com/attonly       MTF         para 3000.3    N           N             N/A - dirty    N/A      none    standard off book only
MISC   Trade Reporting only                    MISC   MISCELLANEOUS (NON QUOTED)             INPE   US 144A. PSM. EB                                                                                     MTF         para 3000.3    N           N             N/A - dirty    N/A      none    standard off book only
MISC   Trade Reporting only                    MISC   MISCELLANEOUS (NON QUOTED)             INPD   US 144A. PSM. DTC                                                                                    MTF         para 3000.3    N           N             N/A - dirty    N/A      none    standard off book only
MISC   Trade Reporting only                    MISC   MISCELLANEOUS (NON QUOTED)             MISC   MISCELLANEOUS NON QUOTED                                                                              RM         para 3000.3    N           N            YES - clean     N/A      none    standard off book only
MISC   Trade Reporting only                    MISC   MISCELLANEOUS (NON QUOTED)             MWTS   MISCELLANEOUS WARRANTS (OTR)                                                                          RM         para 3000.3    N           N            YES - clean     N/A      none    standard off book only
MISC   Trade Reporting only                    MISC   MISCELLANEOUS (NON QUOTED)             SIOB   STERL'G ISSUES O/S BRW'S (OTR)                                                                        RM         para 3000.3    N           N            YES - clean     N/A      EUI     standard off book only
MISL   Trade Reporting only                    MISL   MISCELLANEOUS LSTD. NQ                 ADPL   ADR LISTED NON QUOTED                                                                                 RM         para 3000.3    N           N            YES - clean     N/A      none    standard off book only
MISL   Trade Reporting only                    MISL   MISCELLANEOUS LSTD. NQ                 CCSL   CORP & C'TY STOCKS LSTD.                                                                              RM         para 3000.3    N           N            YES - clean     N/A      none    standard off book only
MISL   Trade Reporting only                    MISL   MISCELLANEOUS LSTD. NQ                 CVQL   CVNQ LSTD. NON QUOTED                                                                                 RM         para 3000.3    N           N            YES - clean     N/A      none    standard off book only
MISL   Trade Reporting only                    MISL   MISCELLANEOUS LSTD. NQ                 FSLL   FOREIGN STK BDS LSTD. LDN                                                                             RM         para 3000.3    N           N            YES - clean     N/A      none    standard off book only
MISL   Trade Reporting only                    MISL   MISCELLANEOUS LSTD. NQ                 PRSL   LDN LSTD SECS. MISC.                                                                                  RM         para 3000.3    N           N            YES - clean     N/A      EUI     standard off book only
MISL   Trade Reporting only                    MISL   MISCELLANEOUS LSTD. NQ                 STBL   STERLING BDS LDN. LSTD.                                                                               RM         para 3000.3    N           N            YES - clean     N/A      EUI     standard off book only
MISL   Trade Reporting only                    MISL   MISCELLANEOUS LSTD. NQ                 UKPL   UK PUBLIC BOARDS LDN. LSTD.                                                                           RM         para 3000.3    N           N            YES - clean     N/A      EUI     standard off book only
ODTT   SETS                                    ODTT   TEST SEGMENT ORDERS                    ODTT   TEST SECURITIES ORDERS                                                                               #N/A           #N/A                    N             N/A - dirty     N       none            SETS
TEST   SEAQ                                    TEST   TEST SEGMENT                           DOTS   DOMESTIC TEST STOCKS                                                                                 #N/A           #N/A                    N             N/A - dirty    N/A      none   QB25 AIM_CNVE_STBS
                                                                                                                                                                                              AVAILABLE TRADE TYPES (FIX Enumurations for Off Book Trades also specified)

                                                                                                                                                                                                                                    3040
  named     Iceberg Orders (IB) Hidden and STOP     Dynamic      Minimum Order    Open      Max        Max      Dynamic Price   Static Price   Closing    EDSP       AT   CT   IF-1004 LC - 17   NK -    NM -    NT -     O-     OC -   OK -     OT -   PC - 24   SC -       SI -   SK -   TK -   UT
orders (non Minimum peak size    Pegged    LOSS & Price Format        Size       auction   Spread    Spread     Monitoring %    Monitoring %   auction   auction %                               1005     20     1006    1000    1007  1008      1009             1010      1011    1012   1013
  Market                          orders    STOP   Schedule                      PMP %       %      Floor £ / €                                PMP%
  Maker)                         enabled    LIMIT                                                       /$
                                            orders
                                           enabled



    N          0.4 * EMS          Y         7          Y                1          5         5        0.01          5               10           3          1        Y    Y      Y       Y         Y       Y      Y       Y       Y       Y       Y       Y        Y         Y       Y      Y     Y    Y
    N          0.4 * EMS          Y         Y          Y                1          5         5        0.01          5               10           3          3        Y    Y      Y       Y         Y       Y      Y       Y       Y       Y       Y       Y        Y         Y       Y      Y     Y    Y
    N          0.4 * EMS          Y         Y          Y                1          5        15        0.05          15              15           3          3        Y    Y      Y       Y         Y       Y      Y       Y       Y       Y       Y       Y        Y         Y       Y      Y     Y    Y
    N          0.4 * EMS          Y         Y          Y                1          5         5        0.01          5               10           3          3        Y    Y      Y       Y         Y       Y      Y       Y       Y       Y       Y       Y        Y         Y       Y      Y     Y    Y
    N          0.4 * EMS          Y         Y          Y                1          5        15        0.05          15              15           3          3        Y    Y      Y       Y         Y       Y      Y       Y       Y       Y       Y       Y        Y         Y       Y      Y     Y    Y
    N          0.4 * EMS          Y         Y          Y                1          5         5        0.01          5               10           3          1        Y    Y      Y       Y         Y       Y      Y       Y       Y       Y       Y       Y        Y         Y       Y      Y     Y    Y
    N          0.4 * EMS          Y         Y          Y                1          5         5        0.01          5               10           3          3        Y    Y      Y       Y         Y       Y      Y       Y       Y       Y       Y       Y        Y         Y       Y      Y     Y    Y
    N          0.4 * EMS          Y         Y          Y                1          5        15        0.05          15              15           3          3        Y    Y      Y       Y         Y       Y      Y       Y       Y       Y       Y       Y        Y         Y       Y      Y     Y    Y
    N          0.4 * EMS          Y         Y          Y                1          5         5        0.01          5               10           3          3        Y    Y      Y       Y         Y       Y      Y       Y       Y       Y       Y       Y        Y         Y       Y      Y     Y    Y
    N          0.4 * EMS          Y         Y          Y                1          5        15        0.05          15              15           3          3        Y    Y      Y       Y         Y       Y      Y       Y       Y       Y       Y       Y        Y         Y       Y      Y     Y    Y
    N          0.4 * EMS          Y         Y          Y                1          5         5        0.01          5               10           5          3        Y    Y      Y       Y         Y       Y      Y       Y       Y       Y       Y       Y        Y         Y       Y      Y     Y    Y
    N          0.4 * EMS          Y         Y          Y                1          5        10        0.03          10              10           5          3        Y    Y      Y       Y         Y       Y      Y       Y       Y       Y       Y       Y        Y         Y       Y      Y     Y    Y
    N          0.4 * EMS          Y         Y          Y                1          5        15        0.05          15              15           5          3        Y    Y      Y       Y         Y       Y      Y       Y       Y       Y       Y       Y        Y         Y       Y      Y     Y    Y
    N          0.4 * EMS          Y         Y          Y                1          5        25        0.05          25              25           5          3        Y    Y      Y       Y         Y       Y      Y       Y       Y       Y       Y       Y        Y         Y       Y      Y     Y    Y
    N          0.4 * EMS          Y         Y          Y                1          5         5        0.01          5               10           5          3        Y    Y      Y       Y         Y       Y      Y       Y       Y       Y       Y       Y        Y         Y       Y      Y     Y    Y
    N          0.4 * EMS          Y         Y          Y                1          5        10        0.03          10              10           5          3        Y    Y      Y       Y         Y       Y      Y       Y       Y       Y       Y       Y        Y         Y       Y      Y     Y    Y
    N          0.4 * EMS          Y         Y          Y                1          5        15        0.05          15              15           5          3        Y    Y      Y       Y         Y       Y      Y       Y       Y       Y       Y       Y        Y         Y       Y      Y     Y    Y
    N          0.4 * EMS          Y         Y          Y                1          5        25        0.05          25              25           5          3        Y    Y      Y       Y         Y       Y      Y       Y       Y       Y       Y       Y        Y         Y       Y      Y     Y    Y
    N          0.4 * EMS          Y         Y          Y                1          5         5        0.01          10              10           5          N        Y    Y      Y       Y         Y       Y      Y       Y       Y       Y       Y       Y        Y         Y       Y      Y     Y    Y
    N          0.4 * EMS          Y         Y          Y                1          5        10        0.03          10              10           5          N        Y    Y      Y       Y         Y       Y      Y       Y       Y       Y       Y       Y        Y         Y       Y      Y     Y    Y
    N          0.4 * EMS          Y         Y          Y                1          5        15        0.05          15              15           5          N        Y    Y      Y       Y         Y       Y      Y       Y       Y       Y       Y       Y        Y         Y       Y      Y     Y    Y
    N          0.4 * EMS          Y         Y          Y                1          5        25        0.05          25              25           5          N        Y    Y      Y       Y         Y       Y      Y       Y       Y       Y       Y       Y        Y         Y       Y      Y     Y    Y
    N          0.4 * EMS          Y         Y          Y                1          5         5        0.01          10              10           5          N        Y    Y      Y       Y         Y       Y      Y       Y       Y       Y       Y       Y        Y         Y       Y      Y     Y    Y
    N          0.4 * EMS          Y         Y          Y                1          5        10        0.03          10              10           5          N        Y    Y      Y       Y         Y       Y      Y       Y       Y       Y       Y       Y        Y         Y       Y      Y     Y    Y
    N          0.4 * EMS          Y         Y          Y                1          5        15        0.05          15              15           5          N        Y    Y      Y       Y         Y       Y      Y       Y       Y       Y       Y       Y        Y         Y       Y      Y     Y    Y
    N          0.4 * EMS          Y         Y          Y                1          5        25        0.05          25              25           5          N        Y    Y      Y       Y         Y       Y      Y       Y       Y       Y       Y       Y        Y         Y       Y      Y     Y    Y
    N          0.4 * EMS          Y         Y          Y                1          5         5        0.01          10              10           5          N        Y    Y      Y       Y         Y       Y      Y       Y       Y       Y       Y       Y        Y         Y       Y      Y     Y    Y
    N          0.4 * EMS          Y         Y          Y                1          5        10        0.03          10              10           5          N        Y    Y      Y       Y         Y       Y      Y       Y       Y       Y       Y       Y        Y         Y       Y      Y     Y    Y
    N          0.4 * EMS          Y         Y          Y                1          5        15        0.05          15              15           5          N        Y    Y      Y       Y         Y       Y      Y       Y       Y       Y       Y       Y        Y         Y       Y      Y     Y    Y
    N          0.4 * EMS          Y         Y          Y                1          5        25        0.05          25              25           5          N        Y    Y      Y       Y         Y       Y      Y       Y       Y       Y       Y       Y        Y         Y       Y      Y     Y    Y
    N          0.4 * EMS          Y         Y          Y                1          5         5        0.01          10              10           5          N        Y    Y      Y       Y         Y       Y      Y       Y       Y       Y       Y       Y        Y         Y       Y      Y     Y    Y
    N          0.4 * EMS          Y         Y          Y                1          5        10        0.03          10              10           5          N        Y    Y      Y       Y         Y       Y      Y       Y       Y       Y       Y       Y        Y         Y       Y      Y     Y    Y
    N          0.4 * EMS          Y         Y          Y                1          5        15        0.05          15              15           5          N        Y    Y      Y       Y         Y       Y      Y       Y       Y       Y       Y       Y        Y         Y       Y      Y     Y    Y
    N          0.4 * EMS          Y         Y          Y                1          5        25        0.05          25              25           5          N        Y    Y      Y       Y         Y       Y      Y       Y       Y       Y       Y       Y        Y         Y       Y      Y     Y    Y
    N          0.4 * EMS          Y         Y          Y                1          5         5        0.01          5               10           5          N        Y    Y      Y       Y         Y       Y      Y       Y       Y       Y       Y       Y        Y         Y       Y      Y     Y    Y
    N          0.4 * EMS          Y         Y          Y                1          5        10        0.03          10              10           5          N        Y    Y      Y       Y         Y       Y      Y       Y       Y       Y       Y       Y        Y         Y       Y      Y     Y    Y
    N          0.4 * EMS          Y         Y          Y                1          5        15        0.05          15              15           5          N        Y    Y      Y       Y         Y       Y      Y       Y       Y       Y       Y       Y        Y         Y       Y      Y     Y    Y
    N          0.4 * EMS          Y         Y          Y                1          5        25        0.05          25              25           5          N        Y    Y      Y       Y         Y       Y      Y       Y       Y       Y       Y       Y        Y         Y       Y      Y     Y    Y
    N          0.4 * EMS          Y         Y          Y                1          5         5        0.01          5               10           5          N        Y    Y      Y       Y         Y       Y      Y       Y       Y       Y       Y       Y        Y         Y       Y      Y     Y    Y
    N          0.4 * EMS          Y         Y          Y                1          5        10        0.03          10              10           5          N        Y    Y      Y       Y         Y       Y      Y       Y       Y       Y       Y       Y        Y         Y       Y      Y     Y    Y
    N          0.4 * EMS          Y         Y          Y                1          5        15        0.05          15              15           5          N        Y    Y      Y       Y         Y       Y      Y       Y       Y       Y       Y       Y        Y         Y       Y      Y     Y    Y
    N          0.4 * EMS          Y         Y          Y                1          5        25        0.05          25              25           5          N        Y    Y      Y       Y         Y       Y      Y       Y       Y       Y       Y       Y        Y         Y       Y      Y     Y    Y
    N          0.4 * EMS          Y         Y          Y                1          5         5        0.01          10              10           5          N        Y    Y      Y       Y         Y       Y      Y       Y       Y       Y       Y       Y        Y         Y       Y      Y     Y    Y
    N          0.4 * EMS          Y         Y          Y                1          5        10        0.03          10              10           5          N        Y    Y      Y       Y         Y       Y      Y       Y       Y       Y       Y       Y        Y         Y       Y      Y     Y    Y
    N          0.4 * EMS          Y         Y          Y                1          5        15        0.05          10              10           5          N        Y    Y      Y       Y         Y       Y      Y       Y       Y       Y       Y       Y        Y         Y       Y      Y     Y    Y
    N          0.4 * EMS          Y         Y          Y                1          5        15        0.05          10              10           5          N        Y    Y      Y       Y         Y       Y      Y       Y       Y       Y       Y       Y        Y         Y       Y      Y     Y    Y
    N          0.4 * EMS          Y         Y          Y                1          5        10        0.03          10              10           5          N        Y    Y      Y       Y         Y       Y      Y       Y       Y       Y       Y       Y        Y         Y       Y      Y     Y    Y
    N          0.4 * EMS          Y         Y          Y                1          5         5        0.01          10              10           5          N        Y    Y      N       Y         N       Y      N       Y       N       Y       N       Y        N         N       N      N     Y    Y
    N          0.4 * EMS          Y         Y          Y                1          5         5        0.01          10              10           5          N        Y    Y      N       Y         N       Y      N       Y       N       Y       N       Y        N         N       N      N     Y    Y
    N          0.4 * EMS          Y         Y          Y                1          5        10        0.03          10              10           5          N        Y    Y      N       Y         N       Y      N       Y       N       Y       N       Y        N         N       N      N     Y    Y
    N          0.4 * EMS          Y         Y          Y                1          5        15        0.05          10              10           5          N        Y    Y      N       Y         N       Y      N       Y       N       Y       N       Y        N         N       N      N     Y    Y
    N          0.4 * EMS          Y         Y          Y                1          5        10        0.03          25              25           5          N        Y    Y      N       Y         N       Y      N       Y       N       Y       N       Y        N         N       N      N     Y    Y
    N          0.4 * EMS          Y         Y          Y           0.4 * EMS       5        15        0.05          10              10           5          N        Y    Y      N       Y         N       Y      N       Y       N       Y       N       Y        N         N       N      N     Y    Y
    N          0.4 * EMS          Y         Y          Y                1          5        10        0.03          10              10           5          N        Y    Y      N       Y         N       Y      N       Y       N       Y       N       Y        N         N       N      N     Y    Y
    N          0.4 * EMS          Y         Y          Y                1          5        15        0.05          10              10           5          N        Y    Y      N       Y         N       Y      N       Y       N       Y       N       Y        N         N       N      N     Y    Y
    N          0.4 * EMS          Y         Y          Y                1          5        10        0.03          25              25           5          N        Y    Y      N       Y         N       Y      N       Y       N       Y       N       Y        N         N       N      N     Y    Y
    N          0.4 * EMS          Y         Y          N                1          5        1.5        N            5               10           5          N        Y    Y      Y       Y         N       Y      N       Y       Y       Y       Y       Y        N         N       N      Y     Y    Y
    N          0.4 * EMS          Y         Y          N                1          5         3         N            5               10           5          N        Y    Y      Y       Y         N       Y      N       Y       Y       Y       Y       Y        N         N       N      Y     Y    Y
    N          0.4 * EMS          Y         Y          N                1          5         5         N            5               10           5          N        Y    Y      Y       Y         N       Y      N       Y       Y       Y       Y       Y        N         N       N      Y     Y    Y
    N          0.4 * EMS          Y         Y          N                1          5         3         N            5               10           5          N        Y    Y      Y       Y         N       Y      N       Y       Y       Y       Y       Y        N         N       N      Y     Y    Y
    N          0.4 * EMS          Y         Y          N              1            5         5         N             5              10           5          N        Y    Y      Y       Y         N       Y      N       Y       Y       Y       Y       Y        N         N       N      Y     Y    Y
    N          0.4 * EMS          Y         Y          N              1            5         5         N             5              10           5          N        Y    Y      Y       Y         N       Y      N       Y       Y       Y       Y       Y        N         N       N      Y     Y    Y
    N          0.4 * EMS          Y         Y          N              1            5         5         N             5              10           5          N        Y    Y      Y       Y         N       Y      N       Y       Y       Y       Y       Y        N         N       N      Y     Y    Y
    N          0.4 * EMS          Y         Y          N              1            5        1.5        N             5              10           5          N        Y    Y      Y       Y         N       Y      N       Y       Y       Y       Y       Y        N         N       N      Y     Y    Y
    N          0.4 * EMS          Y         Y          N              1            5         3         N             5              10           5          N        Y    Y      Y       Y         N       Y      N       Y       Y       Y       Y       Y        N         N       N      Y     Y    Y
    N          0.4 * EMS          Y         Y          N              1            5         5         N             5              10           5          N        Y    Y      Y       Y         N       Y      N       Y       Y       Y       Y       Y        N         N       N      Y     Y    Y
    N          0.4 * EMS          Y         Y          N              1            5         3         N             5              10           5          N        Y    Y      Y       Y         N       Y      N       Y       Y       Y       Y       Y        N         N       N      Y     Y    Y
    N          0.4 * EMS          Y         Y          N              1            5         5         N             5              10           5          N        Y    Y      Y       Y         N       Y      N       Y       Y       Y       Y       Y        N         N       N      Y     Y    Y
    N             N/A             Y         Y          N              1            N         N         N             N               N           N          N        N    N      Y       N         N      N       N       N       Y       N       Y       N        N         N       N      Y     N    Y   NB: No On-Exchange trade types should be used for
                                                                                                                                                                                                                                                                                                           this sector
    N          0.4 * EMS          Y         Y          N              1            5         5         N             5              10           5          N        Y    Y      Y       Y         N       Y      N       Y       Y       Y       Y       Y        N         N       N      Y     Y    Y
    N          0.4 * EMS          Y         Y          N              1            5         5         N             5              10           5          N        Y    Y      Y       Y         N       Y      N       Y       Y       Y       Y       Y        N         N       N      Y     Y    Y
    N          0.4 * EMS          Y         Y          N              1            5        1.5        N             5              10           5          N        Y    Y      Y       Y         N       Y      N       Y       Y       Y       Y       Y        N         N       N      Y     Y    Y
    N          0.4 * EMS          Y         Y          N              1            5         3         N             5              10           5          N        Y    Y      Y       Y         N       Y      N       Y       Y       Y       Y       Y        N         N       N      Y     Y    Y
    N          0.4 * EMS          Y         Y          N              1            5         3         N             5              10           5          N        Y    Y      Y       Y         N       Y      N       Y       Y       Y       Y       Y        N         N       N      Y     Y    Y
    N          0.4 * EMS          Y         Y          N              1            5         5         N             5              10           5          N        Y    Y      Y       Y         N       Y      N       Y       Y       Y       Y       Y        N         N       N      Y     Y    Y
    N          0.4 * EMS          Y         Y          N              1            5         3         N             5              10           5          N        Y    Y      Y       Y         N       Y      N       Y       Y       Y       Y       Y        N         N       N      Y     Y    Y
    N          0.4 * EMS          Y         Y          N              1            5         5         N             5              10           5          N        Y    Y      Y       Y         N       Y      N       Y       Y       Y       Y       Y        N         N       N      Y     Y    Y
    N          0.4 * EMS          Y         Y          N              1            5        1.5        N             5              10           5          N        Y    Y      Y        Y        N       Y       N       Y      Y        Y      Y       Y        N         N       N      Y     Y    Y
    N          0.4 * EMS          Y         Y          N              1            5         5        0.01           5              10           5          N        Y    Y      Y        Y        N       Y       N       Y      Y        Y      Y       Y        N         N       N      Y     Y    Y
    N          0.4 * EMS          Y         Y          N              1            5        1.5        N             5              10           5          N        Y    Y      Y        Y        N       Y       N       Y      Y        Y      Y       Y        N         N       N      Y     Y    Y
    N          0.4 * EMS          Y         Y          N              1            5         5        0.01           5              10           5          N        Y    Y      Y        Y        N       Y       N       Y      Y        Y      Y       Y        N         N       N      Y     Y    Y
    N          0.4 * EMS          Y         Y          N              1            5        1.5        N             5              10           5          N        Y    Y      Y        Y        N       Y       N       Y      Y        Y      Y       Y        N         N       N      Y     Y    Y
    N          0.4 * EMS          Y         Y          N              1            5         5        0.01           5              10           5          N        Y    Y      Y        Y        N       Y       N       Y      Y        Y      Y       Y        N         N       N      Y     Y    Y
N   0.4 * EMS   Y     Y     N          1            5       1.5          N                5           10             5    N   Y   Y   Y   Y   N   Y   N   Y   Y   Y   Y   Y   N   N   N   Y   Y   Y
N   0.4 * EMS   Y     Y     N          1            5        5          0.01              5           10             5    N   Y   Y   Y   Y   N   Y   N   Y   Y   Y   Y   Y   N   N   N   Y   Y   Y
N   0.4 * EMS   Y     Y     N          1            5       1.5          N                5           10             5    N   Y   Y   Y   Y   N   Y   N   Y   Y   Y   Y   Y   N   N   N   Y   Y   Y
N   0.4 * EMS   Y     Y     N          1            5        5          0.01              5           10             5    N   Y   Y   Y   Y   N   Y   N   Y   Y   Y   Y   Y   N   N   N   Y   Y   Y
N   0.4 * EMS   Y     Y     N          1            5       1.5          N                5           10             5    N   Y   Y   Y   Y   N   Y   N   Y   Y   Y   Y   Y   N   N   N   Y   Y   Y
N   0.4 * EMS   Y     Y     N          1            5        5          0.01              5           10             5    N   Y   Y   Y   Y   N   Y   N   Y   Y   Y   Y   Y   N   N   N   Y   Y   Y
N   0.4 * EMS   Y     Y     Y          1            5        5          0.01             10           10             5    N   Y   Y   Y   Y   Y   Y   Y   Y   Y   Y   Y   Y   Y   Y   Y   Y   Y   Y
Y       N       N     N     Y          1           15        N           N               15            N             15   N   N   Y   Y   Y   Y   Y   Y   Y   Y   Y   Y   Y   Y   Y   Y   Y   Y   Y
Y       N       N     N     Y          1           15        N           N               15            N             15   N   N   Y   Y   Y   Y   Y   Y   Y   Y   Y   Y   Y   Y   Y   Y   Y   Y   Y
Y       N       N     N     Y          1           25        N           N               25            N             25   N   N   Y   Y   Y   Y   Y   Y   Y   Y   Y   Y   Y   Y   Y   Y   Y   Y   Y
Y       N       N     N     Y   LOT size applies   15        N           N               15            N             15   N   N   Y   Y   Y   Y   Y   Y   Y   Y   Y   Y   Y   Y   Y   Y   Y   Y   Y
Y       N       N     N     Y          1           25        N           N               25            N             25   N   N   Y   Y   Y   Y   Y   Y   Y   Y   Y   Y   Y   Y   Y   Y   Y   Y   Y
Y       N       N     N     Y   LOT size applies   15        N           N               15            N             15   N   N   Y   Y   Y   Y   Y   Y   Y   Y   Y   Y   Y   Y   Y   Y   Y   Y   Y
Y       N       N     N     Y   LOT size applies   15        N           N               15            N             15   N   N   Y   Y   Y   Y   Y   Y   Y   Y   Y   Y   Y   Y   Y   Y   Y   Y   Y
Y       N       N     N     Y   LOT size applies   15        N           N               15            N             15   N   N   Y   N   Y   N   Y   N   Y   N   Y   N   Y   N   N   N   N   Y   Y
Y       N       N     N     Y          1           15        N           N               15            N             15   N   N   Y   Y   Y   Y   Y   Y   Y   Y   Y   Y   Y   Y   Y   Y   Y   Y   Y
Y       N       N     N     Y          1           15        N           N               15            N             15   N   N   Y   N   Y   N   Y   N   Y   N   Y   N   Y   N   N   N   N   Y   Y   Only trade types indicated as Y should be used
Y       N       N     N     Y          1           15        N           N               15            N             15   N   N   Y   Y   Y   Y   Y   Y   Y   Y   Y   Y   Y   Y   Y   Y   Y   Y   Y
N       N       N     N     N          1           N         N           N                N            N             N    N   N   Y   Y   Y   Y   Y   Y   Y   Y   Y   Y   Y   Y   Y   Y   Y   Y   Y
Y       N       N     N     Y   LOT size applies   25        N           N               25            N             25   N   N   Y   Y   Y   Y   Y   Y   Y   Y   Y   Y   Y   Y   Y   Y   Y   Y   Y
Y       N       N     N     Y   LOT size applies   25        N           N               25            N             25   N   N   Y   Y   Y   Y   Y   Y   Y   Y   Y   Y   Y   Y   Y   Y   Y   Y   Y
Y       N       N     N     Y          1           25        N           N               25            N             15   N   N   Y   N   Y   N   Y   N   Y   N   Y   N   Y   N   N   N   N   Y   Y   Only trade types indicated as Y should be used
Y       N       N     N     Y          1           25        N           N               25            N             15   N   N   Y   Y   Y   Y   Y   Y   Y   Y   Y   Y   Y   Y   Y   Y   Y   Y   Y
Y       N       N     N     Y          1           25        N           N               25            N             25   N   N   Y   Y   Y   Y   Y   Y   Y   Y   Y   Y   Y   Y   Y   Y   Y   Y   Y
Y       N       N     N     Y          1           15        N           N               15            N             15   N   N   Y   N   Y   N   Y   N   Y   N   Y   N   Y   N   N   N   N   Y   Y
Y       N       N     N     Y          1           15        N           N               15            N             15   N   N   Y   Y   Y   Y   Y   Y   Y   Y   Y   Y   Y   Y   Y   Y   Y   Y   Y
Y       N       N     N     Y          1           25        N           N               25            N             25   N   N   Y   N   Y   N   Y   N   Y   N   Y   N   Y   N   N   N   N   Y   Y
Y       N       N     N     Y          1           15        N           N               15            N             15   N   N   Y   N   Y   N   Y   N   Y   N   Y   N   Y   N   N   N   N   Y   Y
Y       N       N     N     Y          1           15        N           N               15            N             15   N   N   Y   N   Y   N   Y   N   Y   N   Y   N   Y   N   N   N   N   Y   Y
Y       N       N     N     Y          1           15        N           N               15            N             15   N   N   Y   Y   Y   Y   Y   Y   Y   Y   Y   Y   Y   Y   Y   Y   Y   Y   Y
Y       N       N     N     Y          1           25        N           N               25            N             25   N   N   Y   N   Y   N   Y   N   Y   N   Y   N   Y   N   N   N   N   Y   Y
Y       N       N     N     Y          1           25        N           N               25            N             25   N   N   Y   N   Y   N   Y   N   Y   N   Y   N   Y   N   N   N   N   Y   Y
Y       N       N     N     Y          1           25        N           N               25            N             25   N   N   Y   Y   Y   Y   Y   Y   Y   Y   Y   Y   Y   Y   Y   Y   Y   Y   Y
N   0.4 * EMS   N     Y     Y          1                Not set at sector level refer to Trading Parameters ID tab        N   Y   Y   N   Y   N   Y   N   Y   N   N   N   Y   N   N   N   N   Y   Y
N   0.4 * EMS    N     Y    Y          1                Not set at sector level refer to Trading Parameters ID tab        N   Y   Y   N   Y   N   Y   N   Y   N   N   N   Y   N   N   N   N   Y   Y
N   0.4 * EMS    N     Y    Y          1                Not set at sector level refer to Trading Parameters ID tab        N   Y   Y   N   Y   N   Y   N   Y   N   N   N   Y   N   N   N   N   Y   Y
N   0.4 * EMS    N     Y    Y          1                Not set at sector level refer to Trading Parameters ID tab        N   Y   Y   N   Y   N   Y   N   Y   N   N   N   Y   N   N   N   N   Y   Y
N   0.4 * EMS    N     Y    Y          1                Not set at sector level refer to Trading Parameters ID tab        N   Y   Y   N   Y   N   Y   N   Y   N   N   N   Y   N   N   N   N   Y   Y
N      N/A      N/A   N/A   N         NA           N         N           N               N             N             N    N   Y   Y   N   Y   N   Y   N   Y   N   N   N   Y   N   N   N   N   Y   Y
N   0.4 * EMS    N     Y    Y          1                Not set at sector level refer to Trading Parameters ID tab        N   Y   Y   N   Y   N   Y   N   Y   N   N   N   Y   N   N   N   N   Y   Y
N   0.4 * EMS    N     Y    Y          1                Not set at sector level refer to Trading Parameters ID tab        N   Y   Y   N   Y   N   Y   N   Y   N   N   N   Y   N   N   N   N   Y   Y
N   0.4 * EMS    N     Y    Y          1                Not set at sector level refer to Trading Parameters ID tab        N   Y   Y   N   Y   N   Y   N   Y   N   N   N   Y   N   N   N   N   Y   Y
N      N/A      N/A   N/A   N        NA            N        N          N             N               N               N    N   Y   Y   N   Y   N   Y   N   Y   N   N   N   Y   N   N   N   N   Y   Y
N      N/A      N/A   N/A   Y        N/A           N         N         N              N               N              N    N   N   N   N   Y   N   Y   N   Y   N   Y   N   N   N   N   N   N   N   Y
N      N/A      N/A   N/A   Y        N/A           N         N         N              N               N              N    N   N   N   N   Y   N   Y   N   Y   N   Y   N   N   N   N   N   N   N   Y
N      N/A      N/A   N/A   Y        N/A           N         N         N              N               N              N    N   N   N   N   Y   N   Y   N   Y   N   Y   N   N   N   N   N   N   N   Y
N      N/A      N/A   N/A   Y        N/A           N         N         N              N               N              N    N   N   N   N   Y   N   Y   N   Y   N   Y   N   N   N   N   N   N   N   Y
N      N/A      N/A   N/A   N   LOT size applies   3        1.5       0.01            3               3              N    N   Y   Y   N   Y   N   Y   N   N   N   Y   N   Y   N   N   N   N   Y   Y
N      N/A      N/A   N/A   N   LOT size applies   3         3        0.01            5               5              N    N   Y   Y   N   Y   N   Y   N   N   N   Y   N   Y   N   N   N   N   Y   Y
N      N/A      N/A   N/A   N   LOT size applies   3         3        0.01            5               5              N    N   Y   Y   N   Y   N   Y   N   Y   N   Y   N   Y   N   N   N   N   Y   Y
N      N/A      N/A   N/A   N   LOT size applies   5         5        0.03           7.5             7.5             N    N   Y   Y   N   Y   N   Y   N   Y   N   Y   N   Y   N   N   N   N   Y   Y
N      N/A      N/A   N/A   N   LOT size applies   5        10        0.03           15              15              N    N   Y   Y   N   Y   N   Y   N   Y   N   Y   N   Y   N   N   N   N   Y   Y
N      N/A      N/A   N/A   N   LOT size applies   5         5        0.03           7.5             7.5             N    N   Y   Y   N   Y   N   Y   N   Y   N   Y   N   Y   N   N   N   N   Y   Y
N      N/A      N/A   N/A   N   LOT size applies   3         3        0.01            5               5              N    N   Y   Y   N   Y   N   Y   N   Y   N   Y   N   Y   N   N   N   N   Y   Y
N      N/A      N/A   N/A   N        N/A           N         N         N              N               N              N    N   N   N   N   Y   N   Y   N   Y   N   Y   N   N   N   N   N   N   N   Y
N      N/A      N/A   N/A   N        N/A           N         N         N              N               N              N    N   N   N   N   Y   N   Y   N   Y   N   Y   N   N   N   N   N   N   N   Y
N      N/A      N/A   N/A   N        N/A           N         N         N              N               N              N    N   N   N   N   Y   N   Y   N   Y   N   Y   N   N   N   N   N   N   N   Y
N      N/A      N/A   N/A   N        N/A           N         N         N              N               N              N    N   N   N   N   Y   N   Y   N   Y   N   Y   N   N   N   N   N   N   N   Y
N      N/A      N/A   N/A   N        N/A           N         N         N              N               N              N    N   N   N   N   Y   N   Y   N   Y   N   Y   N   N   N   N   N   N   N   Y
N      N/A      N/A   N/A   N        N/A           N         N         N              N               N              N    N   N   N   N   Y   N   Y   N   Y   N   Y   N   N   N   N   N   N   N   Y
N      N/A      N/A   N/A   N        N/A           N         N         N              N               N              N    N   N   N   N   Y   N   Y   N   Y   N   Y   N   N   N   N   N   N   N   Y
N      N/A      N/A   N/A   N        N/A           N         N         N              N               N              N    N   N   N   N   Y   N   Y   N   Y   N   Y   N   N   N   N   N   N   N   Y
N      N/A      N/A   N/A   N        N/A           N         N         N              N               N              N    N   N   N   N   Y   N   Y   N   Y   N   Y   N   N   N   N   N   N   N   Y
N      N/A      N/A   N/A   N        N/A           N         N         N              N               N              N    N   N   N   N   Y   N   Y   N   N   N   Y   N   N   N   N   N   N   N   Y
N      N/A      N/A   N/A   N        N/A           N         N         N              N               N              N    N   N   N   N   Y   N   Y   N   N   N   Y   N   N   N   N   N   N   N   Y
N      N/A      N/A   N/A   N        N/A           N         N         N              N               N              N    N   N   N   N   Y   N   Y   N   N   N   Y   N   N   N   N   N   N   N   Y
N      N/A      N/A   N/A   N        N/A           N         N         N              N               N              N    N   N   N   N   Y   N   Y   N   Y   N   Y   N   N   N   N   N   N   N   Y
N      N/A      N/A   N/A   N        N/A           N         N         N              N               N              N    N   N   N   N   Y   N   Y   N   Y   N   Y   N   N   N   N   N   N   N   Y
N      N/A      N/A   N/A   N        N/A           N         N         N              N               N              N    N   N   N   N   Y   N   Y   N   Y   N   Y   N   N   N   N   N   N   N   Y
N      N/A      N/A   N/A   N        N/A           N         N         N              N               N              N    N   N   N   N   Y   N   Y   N   Y   N   Y   N   N   N   N   N   N   N   Y
N      N/A      N/A   N/A   N        N/A           N         N         N              N               N              N    N   N   N   N   Y   N   Y   N   Y   N   Y   N   N   N   N   N   N   N   Y
N      N/A      N/A   N/A   N        N/A           N         N         N              N               N              N    N   N   N   N   Y   N   Y   N   Y   N   Y   N   N   N   N   N   N   N   Y
N      N/A      N/A   N/A   N        N/A           N         N         N              N               N              N    N   N   N   N   Y   N   Y   N   Y   N   Y   N   N   N   N   N   N   N   Y
N      N/A      N/A   N/A   N        N/A           N         N         N              N               N              N    N   N   N   N   Y   N   Y   N   Y   N   Y   N   N   N   N   N   N   N   Y
N      N/A      N/A   N/A   N        N/A           N         N         N              N               N              N    N   N   N   N   Y   N   Y   N   Y   N   Y   N   N   N   N   N   N   N   Y
N      N/A      N/A   N/A   N        N/A           N         N         N              N               N              N    N   N   N   N   Y   N   Y   N   Y   N   Y   N   N   N   N   N   N   N   Y
N      N/A      N/A   N/A   N        N/A           N         N         N              N               N              N    N   N   N   N   Y   N   Y   N   Y   N   Y   N   N   N   N   N   N   N   Y
N      N/A      N/A   N/A   N        N/A           N         N         N              N               N              N    N   N   N   N   Y   N   Y   N   Y   N   Y   N   N   N   N   N   N   N   Y
N      N/A      N/A   N/A   N        N/A           N         N         N              N               N              N    N   N   N   N   Y   N   Y   N   Y   N   Y   N   N   N   N   N   N   N   Y
N      N/A      N/A   N/A   N        N/A           N         N         N              N               N              N    N   N   N   N   Y   N   Y   N   Y   N   Y   N   N   N   N   N   N   N   Y
N      N/A      N/A   N/A   N        N/A           N         N         N              N               N              N    N   N   N   N   Y   N   Y   N   Y   N   Y   N   N   N   N   N   N   N   Y
N      N/A      N/A   N/A   N        N/A           N         N         N              N               N              N    N   N   N   N   Y   N   Y   N   Y   N   Y   N   N   N   N   N   N   N   Y
N      N/A      N/A   N/A   N        N/A           N         N         N              N               N              N    N   N   N   N   Y   N   Y   N   Y   N   Y   N   N   N   N   N   N   N   Y
N      N/A      N/A   N/A   N        N/A           N         N         N              N               N              N    N   N   N   N   Y   N   Y   N   Y   N   Y   N   N   N   N   N   N   N   Y
N      N/A      N/A   N/A   N        N/A           N         N         N              N               N              N    N   N   N   N   Y   N   Y   N   Y   N   Y   N   N   N   N   N   N   N   Y
N      N/A      N/A   N/A   N        N/A           N         N         N              N               N              N    N   N   N   N   Y   N   Y   N   Y   N   Y   N   N   N   N   N   N   N   Y
N      N/A      N/A   N/A   N        N/A           N         N         N              N               N              N    N   N   N   N   Y   N   Y   N   Y   N   Y   N   N   N   N   N   N   N   Y
N      N/A      N/A   N/A   N        N/A           N         N         N              N               N              N    N   N   N   N   Y   N   Y   N   Y   N   Y   N   N   N   N   N   N   N   Y
N      N/A      N/A   N/A   N        N/A           N         N         N              N               N              N    N   N   N   N   Y   N   Y   N   Y   N   Y   N   N   N   N   N   N   N   Y
N      N/A      N/A   N/A   N        N/A           N         N         N              N               N              N    N   N   N   N   Y   N   Y   N   Y   N   Y   N   N   N   N   N   N   N   Y
N      N/A      N/A   N/A   N        N/A           N         N         N              N               N              N    N   N   N   N   Y   N   Y   N   Y   N   Y   N   N   N   N   N   N   N   Y
N      N/A      N/A   N/A   N        N/A           N         N         N              N               N              N    N   N   N   N   Y   N   Y   N   Y   N   Y   N   N   N   N   N   N   N   Y
N      N/A      N/A   N/A   N        N/A           N         N         N              N               N              N    N   N   N   N   Y   N   Y   N   Y   N   Y   N   N   N   N   N   N   N   Y
N      N/A      N/A   N/A   N        N/A           N         N         N              N               N              N    N   N   N   N   Y   N   Y   N   Y   N   Y   N   N   N   N   N   N   N   Y
N      N/A      N/A   N/A   N        N/A           N         N         N              N               N              N    N   N   N   N   Y   N   Y   N   Y   N   Y   N   N   N   N   N   N   N   Y
N      N/A      N/A   N/A   N        N/A           N         N         N              N               N              N    N   N   N   N   Y   N   Y   N   Y   N   Y   N   N   N   N   N   N   N   Y
N      N/A      N/A   N/A   N   N/A   N   N     N     N    N    N   N   N   N   N   Y   N   Y   N   Y   N   Y   N   N   N   N   N   N   N   Y
N      N/A      N/A   N/A   N   N/A   N   N     N     N    N    N   N   N   N   N   Y   N   Y   N   Y   N   Y   N   N   N   N   N   N   N   Y
N      N/A      N/A   N/A   N   N/A   N   N     N     N    N    N   N   N   N   N   Y   N   Y   N   Y   N   Y   N   N   N   N   N   N   N   Y
N      N/A      N/A   N/A   N   N/A   N   N     N     N    N    N   N   N   N   N   Y   N   Y   N   Y   N   Y   N   N   N   N   N   N   N   Y
N      N/A      N/A   N/A   N   N/A   N   N     N     N    N    N   N   N   N   N   Y   N   Y   N   Y   N   Y   N   N   N   N   N   N   N   Y
N      N/A      N/A   N/A   N   N/A   N   N     N     N    N    N   N   N   N   N   Y   N   Y   N   Y   N   Y   N   N   N   N   N   N   N   Y
Y   0.4 * EMS    Y     Y    Y    1    5   N     N     10   10   5   N   Y   Y   N   Y   N   Y   N   Y   N   Y   N   Y   N   N   N   N   Y   Y
Y   0.4 * EMS    Y     Y    Y    1    5   N     N     10   10   5   N   Y   Y   N   Y   N   Y   N   Y   N   Y   N   Y   N   N   N   N   Y   Y
Y   0.4 * EMS    Y     Y    Y    1    5   N     N     10   10   5   N   Y   Y   N   Y   N   Y   N   Y   N   Y   N   Y   N   N   N   N   Y   Y
Y   0.4 * EMS    Y     Y    Y    1    5   N     N     10   10   5   N   Y   Y   N   Y   N   Y   N   Y   N   Y   N   Y   N   N   N   N   Y   Y
Y   0.4 * EMS    Y     Y    Y    1    5   N     N     25   25   5   N   Y   Y   N   Y   N   Y   N   Y   N   Y   N   Y   N   N   N   N   Y   Y
Y   0.4 * EMS    Y     Y    Y    1    5   N     N     25   25   5   N   Y   Y   N   Y   N   Y   N   Y   N   Y   N   Y   N   N   N   N   Y   Y
Y   0.4 * EMS    Y     Y    Y    1    5   N     N     25   25   5   N   Y   Y   N   Y   N   Y   N   Y   N   Y   N   Y   N   N   N   N   Y   Y
Y   0.4 * EMS    Y     Y    Y    1    5   N     N     25   25   5   N   Y   Y   N   Y   N   Y   N   Y   N   Y   N   Y   N   N   N   N   Y   Y
Y   0.4 * EMS    Y     Y    Y    1    5   N     N     25   25   5   N   Y   Y   N   Y   N   Y   N   Y   N   Y   N   Y   N   N   N   N   Y   Y
Y   0.4 * EMS    Y     Y    Y    1    5   N     N     25   25   5   N   Y   Y   N   Y   N   Y   N   Y   N   Y   N   Y   N   N   N   N   Y   Y
Y   0.4 * EMS    Y     Y    Y    1    5   N     N     25   25   5   N   Y   Y   N   Y   N   Y   N   Y   N   Y   N   Y   N   N   N   N   Y   Y
N      N/A      N/A   N/A   Y   N/A   N   10   0.03   N    N    N   N   N   N   Y   Y   Y   Y   Y   Y   Y   Y   Y   N   Y   Y   Y   Y   N   Y
N      N/A      N/A   N/A   Y   N/A   N   10   0.03   N    N    N   N   N   N   Y   Y   Y   Y   Y   Y   Y   Y   Y   N   Y   Y   Y   Y   N   Y
N      N/A      N/A   N/A   Y   N/A   N   10   0.03   N    N    N   N   N   N   Y   Y   Y   Y   Y   Y   Y   Y   Y   N   Y   Y   Y   Y   N   Y
N      N/A      N/A   N/A   Y   N/A   N   10   0.03   N    N    N   N   N   N   Y   Y   Y   Y   Y   Y   Y   Y   Y   N   Y   Y   Y   Y   N   Y
N      N/A      N/A   N/A   Y   N/A   N   10   0.03   N    N    N   N   N   N   Y   Y   Y   Y   Y   Y   Y   Y   Y   N   Y   Y   Y   Y   N   Y
N      N/A      N/A   N/A   Y   N/A   N   10   0.03   N    N    N   N   N   N   Y   Y   Y   Y   Y   Y   Y   Y   Y   N   Y   Y   Y   Y   N   Y
N      N/A      N/A   N/A   Y   N/A   N   10   0.03   N    N    N   N   N   N   Y   Y   Y   Y   Y   Y   Y   Y   Y   N   Y   Y   Y   Y   N   Y
N      N/A      N/A   N/A   Y   N/A   N   10   0.03   N    N    N   N   N   N   Y   Y   Y   Y   Y   Y   Y   Y   Y   N   Y   Y   Y   Y   N   Y
N      N/A      N/A   N/A   Y   N/A   N   10   0.03   N    N    N   N   N   N   Y   Y   Y   Y   Y   Y   Y   Y   Y   N   Y   Y   Y   Y   N   Y
N      N/A      N/A   N/A   Y   N/A   N   10   0.03   N    N    N   N   N   N   Y   Y   Y   Y   Y   Y   Y   Y   Y   N   Y   Y   Y   Y   N   Y
N      N/A      N/A   N/A   Y   N/A   N   10   0.03   N    N    N   N   N   N   Y   Y   Y   Y   Y   Y   Y   Y   Y   N   Y   Y   Y   Y   N   Y
N      N/A      N/A   N/A   Y   N/A   N   10   0.03   N    N    N   N   N   N   Y   Y   Y   Y   Y   Y   Y   Y   Y   N   Y   Y   Y   Y   N   Y
N      N/A      N/A   N/A   Y   N/A   N   10   0.03   N    N    N   N   N   N   Y   Y   Y   Y   Y   Y   Y   Y   Y   N   Y   Y   Y   Y   N   Y
N      N/A      N/A   N/A   Y   N/A   N   10   0.03   N    N    N   N   N   N   Y   Y   Y   Y   Y   Y   Y   Y   Y   N   Y   Y   Y   Y   N   Y
N      N/A      N/A   N/A   Y   N/A   N   10   0.03   N    N    N   N   N   N   Y   Y   Y   Y   Y   Y   Y   Y   Y   N   Y   Y   Y   Y   N   Y
N      N/A      N/A   N/A   Y   N/A   N   10   0.03   N    N    N   N   N   N   Y   Y   Y   Y   Y   Y   Y   Y   Y   N   Y   Y   Y   Y   N   Y
N      N/A      N/A   N/A   Y   N/A   N   10   0.03   N    N    N   N   N   N   Y   Y   Y   Y   Y   Y   Y   Y   Y   N   Y   Y   Y   Y   N   Y
N      N/A      N/A   N/A   Y   N/A   N   10   0.03   N    N    N   N   N   N   Y   Y   Y   Y   Y   Y   Y   Y   Y   N   Y   Y   Y   Y   N   Y
N      N/A      N/A   N/A   Y   N/A   N   10   0.03   N    N    N   N   N   N   Y   Y   Y   Y   Y   Y   Y   Y   Y   N   Y   Y   Y   Y   N   Y
N      N/A      N/A   N/A   Y   N/A   N   10   0.03   N    N    N   N   N   N   Y   Y   Y   Y   Y   Y   Y   Y   Y   N   Y   Y   Y   Y   N   Y
N      N/A      N/A   N/A   Y   N/A   N   10   0.03   N    N    N   N   N   N   Y   Y   Y   Y   Y   Y   Y   Y   Y   N   Y   Y   Y   Y   N   Y
N      N/A      N/A   N/A   Y   N/A   N   10   0.03   N    N    N   N   N   N   Y   Y   Y   Y   Y   Y   Y   Y   Y   N   Y   Y   Y   Y   N   Y
N      N/A      N/A   N/A   Y   N/A   N   10   0.03   N    N    N   N   N   N   Y   Y   Y   Y   Y   Y   Y   Y   Y   N   Y   Y   Y   Y   N   Y
N      N/A      N/A   N/A   Y   N/A   N   10   0.03   N    N    N   N   N   N   Y   Y   Y   Y   Y   Y   Y   Y   Y   N   Y   Y   Y   Y   N   Y
N      N/A      N/A   N/A   Y   N/A   N   10   0.03   N    N    N   N   N   N   Y   Y   Y   Y   Y   Y   Y   Y   Y   N   Y   Y   Y   Y   N   Y
N      N/A      N/A   N/A   Y   N/A   N   10   0.03   N    N    N   N   N   N   Y   Y   Y   Y   Y   Y   Y   Y   Y   N   Y   Y   Y   Y   N   Y
N      N/A      N/A   N/A   Y   N/A   N   10   0.03   N    N    N   N   N   N   Y   Y   Y   Y   Y   Y   Y   Y   Y   N   Y   Y   Y   Y   N   Y
N      N/A      N/A   N/A   Y   N/A   N   10   0.03   N    N    N   N   N   N   Y   Y   Y   Y   Y   Y   Y   Y   Y   N   Y   Y   Y   Y   N   Y
N      N/A      N/A   N/A   Y   N/A   N   10   0.03   N    N    N   N   N   N   Y   Y   Y   Y   Y   Y   Y   Y   Y   N   Y   Y   Y   Y   N   Y
N      N/A      N/A   N/A   Y   N/A   N   10   0.03   N    N    N   N   N   N   Y   Y   Y   Y   Y   Y   Y   Y   Y   N   Y   Y   Y   Y   N   Y
N      N/A      N/A   N/A   N   N/A   N   N     N     N    N    N   N   N   N   Y   Y   Y   Y   Y   Y   Y   Y   Y   N   Y   Y   Y   Y   N   Y
N      N/A      N/A   N/A   N   N/A   N   N     N     N    N    N   N   N   N   N   Y   N   Y   N   Y   N   Y   N   N   N   N   N   N   N   Y
N      N/A      N/A   N/A   N   N/A   N   N     N     N    N    N   N   N   N   N   Y   N   Y   N   Y   N   Y   N   N   N   N   N   N   N   Y
N      N/A      N/A   N/A   N   N/A   N   N     N     N    N    N   N   N   N   N   Y   N   Y   N   Y   N   Y   N   N   N   N   N   N   N   Y
N      N/A      N/A   N/A   N   N/A   N   N     N     N    N    N   N   N   N   N   Y   N   Y   N   Y   N   Y   N   N   N   N   N   N   N   Y
N      N/A      N/A   N/A   N   N/A   N   N     N     N    N    N   N   N   N   N   Y   N   Y   N   Y   N   Y   N   N   N   N   N   N   N   Y
N      N/A      N/A   N/A   N   N/A   N   N     N     N    N    N   N   N   N   N   Y   N   Y   N   Y   N   Y   N   N   N   N   N   N   N   Y
N      N/A      N/A   N/A   N   N/A   N   N     N     N    N    N   N   N   N   N   Y   N   Y   N   Y   N   Y   N   N   N   N   N   N   N   Y
N      N/A      N/A   N/A   N   N/A   N   N     N     N    N    N   N   N   N   N   Y   N   Y   N   Y   N   Y   N   N   N   N   N   N   N   Y
N      N/A      N/A   N/A   N   N/A   N   N     N     N    N    N   N   N   N   N   Y   N   Y   N   Y   N   Y   N   N   N   N   N   N   N   Y
N      N/A      N/A   N/A   N   N/A   N   N     N     N    N    N   N   N   N   N   Y   N   Y   N   Y   N   Y   N   N   N   N   N   N   N   Y
N      N/A      N/A   N/A   N   N/A   N   N     N     N    N    N   N   N   N   N   Y   N   Y   N   Y   N   Y   N   N   N   N   N   N   N   Y
N      N/A      N/A   N/A   N   N/A   N   N     N     N    N    N   N   N   N   N   Y   N   Y   N   Y   N   Y   N   N   N   N   N   N   N   Y
N      N/A      N/A   N/A   N   N/A   N   N     N     N    N    N   N   N   N   N   Y   N   Y   N   Y   N   Y   N   N   N   N   N   N   N   Y
N      N/A      N/A   N/A   N   N/A   N   N     N     N    N    N   N   N   N   N   Y   N   Y   N   Y   N   Y   N   N   N   N   N   N   N   Y
N      N/A      N/A   N/A   N   N/A   N   N     N     N    N    N   N   N   N   N   Y   N   Y   N   Y   N   Y   N   N   N   N   N   N   N   Y
N      N/A      N/A   N/A   N   N/A   N   N     N     N    N    N   N   N   N   N   Y   N   Y   N   Y   N   Y   N   N   N   N   N   N   N   Y
N      N/A      N/A   N/A   N   N/A   N   N     N     N    N    N   N   N   N   N   Y   N   Y   N   Y   N   Y   N   N   N   N   N   N   N   Y
N      N/A      N/A   N/A   N   N/A   N   N     N     N    N    N   N   N   N   N   Y   N   Y   N   Y   N   Y   N   N   N   N   N   N   N   Y
N      N/A      N/A   N/A   N   N/A   N   N     N     N    N    N   N   N   N   N   Y   N   Y   N   Y   N   Y   N   N   N   N   N   N   N   Y
N      N/A      N/A   N/A   N   N/A   N   N     N     N    N    N   N   N   N   N   Y   N   Y   N   Y   N   Y   N   N   N   N   N   N   N   Y
N      N/A      N/A   N/A   N   N/A   N   N     N     N    N    N   N   N   N   N   Y   N   Y   N   Y   N   Y   N   N   N   N   N   N   N   Y
N   0.4 * EMS    Y     Y    N    1    N   N     N     N    N    N   N   Y   Y   Y   Y   Y   Y   Y   Y   Y   Y   Y   Y   Y   Y   Y   Y   Y   Y
N      N/A      N/A   N/A   N   N/A   N   N     N     N    N    N   N   N   N   Y   Y   Y   Y   Y   Y   Y   Y   Y   N   Y   Y   Y   Y   N   Y
Domestic Trading Service selection criteria

SETS – Full electronic order book, incorporating executable market making liquidity provision

   All constituents of FTSE All Share Index

   All constituents and reserve list members of the FTSE AIM UK50 Index

   New trading lines that by their size are likely to fall within the above criteria within next 3 months

   Where the issuer (or its adviser) has requested subject to the following:

       o    Electronically settleable in CREST;
       o    Eligible for central counterparty clearing; and
       o    Support of at least 1 market maker that will register to provide a two way obligation of at least £2,500




SETSqx – Non-electronically executable market maker quote provision with the addition of 4 daily standalone electronic auctions.

   All domestic Main Market equity securities that are not on SETS

   AIM securities that have previously traded on SETS or have less than 2 registered market makers

   New trading lines which do not meet the SETS criteria and the issuer has not expressed a preference for SEAQ

   Where the issuer (or its adviser) has requested and the security has not been a constituent or reserve list member of FTSE All Share or FTSE AIM UK50 indices for at least 3 months

   Where the majority of registered market makers by value traded on Exchange in the previous 3 months ( that express a preference) have requested subject to the following criteria:

             o         the issuer provides consent; and
             o         the security has not been a constituent or reserve list member of FTSE All Share or FTSE AIM UK50 indices for at least the 3 previous months.




Comparison of domestic Trading Services
SETS                                                     SETSqx                                       SEAQ
Guaranteed liquidity provision by market makers       Guaranteed liquidity provision by market        Guaranteed liquidity provision by market
throughout trading day in the form of electronically  makers throughout trading day through           makers throughout trading day through rule
executable orders of at least 1 Exchange Market Size. rule based telephone obligations at 1           based telephone obligations at 1Exchange
                                                      Exchange Market Size.                           Market Size

Maximum spread regime in place for market maker’s        No maximum spread regime                     No maximum spread regime
bid and offer
Other market participants can post anonymous            Non market makers members can take          No ability for non market makers members to
electronic orders and participate directly in price     part in the 4 daily electronic executions   directly participate in price formation process
formation                                               at 08:00, 11:00, 15:00 & 16:35. Market
                                                        makers are not obliged to participate in
                                                        the electronic auctions.

Provision of Central Counterparty (CCP) allows          CCP provision only for auction              No CCP provision
possibility of both pre and post anonymity of investors executions

Facilitates algorithmic and other electronic users      Much less scope due restricted central      No central market straight through processing
                                                        market straight through processing

All participants able to participate in formation of    Whilst participants have the opportunity Closing price set by mid of best Market
closing price through end of day auction. If no         to participate in formation of closing   Makers bid and offer at 16:30
business crosses at auction, closing price set by mid   price through end of day auction, if no
of best bid /offer of all orders on book.               business crosses at auction, closing
                                                        price set by mid of best bid /offer
                                                        of market maker non-electronic quotes.



A system that is intuitive to overseas users            A UK specific approach not widely           A very UK specific approach not widely
                                                        known by users.                             understood by overseas users




A guide to Exchange Market Size (EMS)                                                    - all figures are approximate

     Order driven securities (SETS)

     1% of ADT divided by average share price for period of ADT calculation.

                      –     Subject to an upper cap of around £50k and;
                      –     a lower cap of £2,500

     Quote driven securities (SETSqx and SEAQ)

     2% of ADT divided by average share price for period of ADT calculation

                      –     Subject to a minimum standard EMS of £250.
                      –     increases are limited to 100% for securities with a current EMS greater than £1,000
                      -    decreases are restricted where EMS is currently less than £1,000.
Trading Cycle for standard day (excludes expiry or early close day)

Relevant paragraphs of Rules of London Stock Exchange - 4101 / 4201 timings: black = London time. green = Central European Time



Order Book


MSETS-SETS




Segment/Sectors:

MSETS-OFIN OFLV


Segment/Sectors:

SETS




Segment/Sectors:

SETS-IOB




Segment/Sectors:

SETSQX




Segment/Sectors:

Quote

QB1



Segment/Sectors:
Country:

QB2



Segment/Sectors:
Country:

QB3



Segment/Sectors:
Country:

QB4



Segment/Sectors:
Country:

QB5



Segment/Sectors:
Country:

QB6



Segment/Sectors:
Country:

QB7



Segment/Sectors:
Country:

QB8



Segment/Sectors:
Country:

QB9



Segment/Sectors:
Country:

QB10
Segment/Sectors:
Country:

QB11



Segment/Sectors:
Country:

QB12



Segment/Sectors:
Country:

QB13



Segment/Sectors:
Country:

QB14



Segment/Sectors:
Country:

QB15



Segment/Sectors:
Country:

QB16



Segment/Sectors:
Country:

QB17



Segment/Sectors:
Country:

QB18
Segment/Sectors:
Country:

QB19



Segment/Sectors:
Country:

QB20



Segment/Sectors:
Country:

QB21



Segment/Sectors:
Country:

QB22



Segment/Sectors:
Country:

QB23



Segment/Sectors:
Country:

Quote


QB24 SETSQX



Segment/Sectors:

QB25 AIM_CNVE_STBS



Segment/Sectors:
Off book


Standard Off Book




Segment/Sectors:
Cycle for standard day (excludes expiry or early close day)

t paragraphs of Rules of London Stock Exchange - 4101 / 4201 timings: black = London time. green = Central European Time



                         Session


                         Start Of Trading
                         Opening Auction Call
                         Continuous Trading 1
                         Closing Auction Call
                         Post Close
                         INSD (except OFIN), LVSD (except OFLV)

                         Start Of Trading
                         Continuous Trading 1
                         Post Close
                         INSD - OFIN, LVSD - OFLV

                         Start Of Trading
                         Opening Auction Call
                         Continuous Trading 1
                         Closing Auction Call
                         Post Close
                         AMSM, ETC2, ETCS, ETCU, ETF2, ETFS(*except EOTC sector), ETFU, SET0, SET1, SET2, SET3, SFM1, SSMM, SSMU.STMM

                         Start Of Trading
                         Opening Auction Call
                         Continuous Trading 1
                         Closing Auction Call
                         Post Close
                         IOBE, IOBU

                         Start Of Trading
                         Opening Auction Call
                         Periodic Auction Call 1
                         Periodic Auction Call 2
                         Closing Auction Call
                         Post Close
                         ASQ1, ASQ2, ASX1, ASX2, ASXN, SFM2, SSQ2, SSX3, SSX4

                         Session

                         Start Of Trading
                         Pre-Mandatory
                         Mandatory
                         Post-Mandatory
                         EQS - LVQS, LTQS
                         Latvia, Lithuania

                         Start Of Trading
                         Pre-Mandatory
                         Mandatory
                         Post-Mandatory
                         EQS - ROQS
Romania

Start Of Trading
Pre-Mandatory
Mandatory
Post-Mandatory
EQS - NOQS
Norway

Start Of Trading
Pre-Mandatory
Mandatory
Post-Mandatory
EQS - LIQS
Liechtenstein

Start Of Trading
Pre-Mandatory
Mandatory
Post-Mandatory
EQS - NLQS
Netherlands

Start Of Trading
Pre-Mandatory
Mandatory
Post-Mandatory
EQS - BEQS, FRQS
Belgium, France

Start Of Trading
Pre-Mandatory
Mandatory
Post-Mandatory
EQS - FIQS, IRQS
Finland, Ireland

Start Of Trading
Pre-Mandatory
Mandatory
Post-Mandatory
EQS - HUQS
Hungary

Start Of Trading
Pre-Mandatory
Mandatory
Post-Mandatory
EQS - ITQS
Italy

Start Of Trading
Pre-Mandatory
Mandatory
Post-Mandatory
EQS - GRQS
Greece

Start Of Trading
Pre-Mandatory
Mandatory
Post-Mandatory
EQS - CZQS
Czech Republic

Start Of Trading
Pre-Mandatory
Mandatory
Post-Mandatory
EQS - PLQS
Poland

Start Of Trading
Pre-Mandatory
Mandatory
Post-Mandatory
EQS - CHQS, DEQS, ESQS, SWQS
Switzerland, Germany, Spain, Sweden

Start Of Trading
Pre-Mandatory
Mandatory
Post-Mandatory
EQS - ATQS, DKQS
Austria, Denmark

Start Of Trading
Pre-Mandatory
Mandatory
Post-Mandatory
EQS - SIQS
Slovenia

Start Of Trading
Pre-Mandatory
Mandatory
Post-Mandatory
EQS - EEQS
Estonia

Start Of Trading
Pre-Mandatory
Mandatory
Post-Mandatory
EQS - CYQS
Cyprus

Start Of Trading
Pre-Mandatory
Mandatory
Post-Mandatory
EQS - PTQS
Portugal

Start Of Trading
Pre-Mandatory
Mandatory
Post-Mandatory
EQS - MTQS
Malta

Start Of Trading
Pre-Mandatory
Mandatory
Post-Mandatory
EQS - BGQS
Bulgaria

Start Of Trading
Pre-Mandatory
Mandatory
Post-Mandatory
EQS - LUQS
Luxembourg

Start Of Trading
Pre-Mandatory
Mandatory
Post-Mandatory
EQS - ISQS
Iceland

Start Of Trading
Pre-Mandatory
Mandatory
Post-Mandatory
EQS - SKQS
Slovakia

Session


Start Of Trading
Pre-Mandatory
Mandatory
Post-Mandatory
ASQ1, ASQ2, ASX1, ASX2, SFM2,SSQ3, SSX3

Start Of Trading
Pre-Mandatory
Mandatory
Post-Mandatory
AIM, AIMI, CNVE, STBS, TEST
Session


Grace Period
Trade Reporting 1
Trade Reporting 2
Trade Reporting 3
Trade Publish
All segments
                   Start       End
                   London      London
                   time        time
                     7:00:00     8:05:00
                     8:05:00     8:15:00
                     8:15:00    16:25:00
                    16:25:00    16:30:00
                    16:30:00    17:15:00


                    7:00:00 16:55:00
                   16:55:00 17:10:00
                   17:10:00 17:15:00


                    7:00:00 7:50:00
                    7:50:00 8:00:00
                    8:00:00 16:30:00
                   16:30:00 16:35:00
                   16:35:00 17:15:00
SET3, SFM1, SSMM, SSMU.STMM

                    7:00:00 8:00:00
                    8:00:00 8:15:00
                    8:15:00 15:30:00
                   15:30:00 15:40:00
                   15:40:00 17:15:00


                    7:00:00     7:50:00
                    7:50:00     8:00:00
                    8:00:00    11:00:00
                   11:00:00    15:00:00
                   15:00:00    16:35:00
                   16:35:00    17:15:00


                   Start       End
                   CET         CET
                    8:15:00     8:45:00
                    8:45:00     9:00:00
                    9:00:00    12:50:00
                   12:50:00    17:45:00




                    8:15:00 8:45:00
                    8:45:00 9:00:00
                    9:00:00 13:15:00
                   13:15:00 17:45:00
 8:15:00 8:45:00
 8:45:00 9:00:00
 9:00:00 16:20:00
16:20:00 17:45:00




 8:15:00 8:45:00
 8:45:00 9:00:00
 9:00:00 16:30:00
16:30:00 17:45:00




 8:15:00 8:45:00
 8:45:00 9:00:00
 9:00:00 17:18:00
17:18:00 17:45:00




 8:15:00 8:45:00
 8:45:00 9:00:00
 9:00:00 17:25:00
17:25:00 17:45:00




 8:15:00 8:45:00
 8:45:00 9:00:00
 9:00:00 17:30:00
17:30:00 17:45:00




 8:15:00 8:45:00
 8:45:00 9:02:00
 9:02:00 16:30:00
16:30:00 17:45:00




 8:15:00 8:45:00
 8:45:00 9:05:00
 9:05:00 17:25:00
17:25:00 17:45:00




 8:15:00 8:45:00
 8:45:00 9:30:00
 9:30:00 15:00:00
15:00:00 17:45:00
 8:15:00 8:45:00
 8:45:00 9:30:00
 9:30:00 16:00:00
16:00:00 17:45:00




 8:15:00 8:45:00
 8:45:00 9:30:00
 9:30:00 16:10:00
16:10:00 17:45:00




 8:15:00 8:45:00
 8:45:00 9:30:00
 9:30:00 17:00:00
17:00:00 17:45:00




 8:15:00 8:45:00
 8:45:00 9:30:00
 9:30:00 17:30:00
17:30:00 17:45:00




 8:15:00 8:45:00
 8:45:00 10:00:00
10:00:00 12:30:00
12:30:00 17:45:00




 8:15:00 8:45:00
 8:45:00 10:00:00
10:00:00 13:50:00
13:50:00 17:45:00




 8:15:00 8:45:00
 8:45:00 10:00:00
10:00:00 16:00:00
16:00:00 17:45:00




 8:15:00 8:45:00
 8:45:00 10:00:00
10:00:00 17:30:00
17:30:00 17:45:00




 8:15:00 8:45:00
 8:45:00 10:15:00
10:15:00 12:00:00
12:00:00 17:45:00




 8:15:00 8:45:00
 8:45:00 10:30:00
10:30:00 14:00:00
14:00:00 17:45:00




 8:15:00 8:45:00
 8:45:00 10:30:00
10:30:00 15:30:00
15:30:00 17:45:00




 8:15:00 8:45:00
 8:45:00 11:00:00
11:00:00 17:00:00
17:00:00 17:45:00




 8:15:00 8:45:00
 8:45:00 11:30:00
11:30:00 14:00:00
14:00:00 17:45:00



Start       End
London      London
time        time
  7:00:00     7:30:00
  7:30:00     8:00:00
  8:00:00    16:35:00
 16:35:00    17:15:00


 7:00:00 7:30:00
 7:30:00 8:00:00
 8:00:00 16:30:00
16:30:00 17:15:00
Start       End
London      London
time        time
  7:15:00     7:18:00
  7:18:00    12:00:00
 12:00:00    15:15:00
 15:15:00    17:15:00
 17:15:00    18:15:00
The following thresholds are not standardised at sector level for Securitised Derivatives and therefore a user needs to refer to an instrument's Trading P


 Trading parameter ID   Open auction Dynamic      Static Price   Closing     Max Spread Max Spread
                           Price        Price     Monitoring % auction Price     %      Floor £/$/€
                        Monitoring % Monitoring %              Monitoring %

TP_59 / TP_64 / TP_76        10            5            10            5            5           0.02
TP_60 / TP_65                25            10           25           10            10          0.02
TP_61 / TP_66 / TP_77        50            25           50           25            10          0.02
TP_62 / TP_67 / TP_78        75            50           75           50            10          0.04
TP_63 / TP_68 / TP_79        200          150          200           150           10          0.04
d therefore a user needs to refer to an instrument's Trading Parameter ID to establish
Price Format Schedule


Dynamic Price Format schedule for FTSE 100 Index
securities on granular tick regime

SET0

Range                   Price    Price Format Description   Price
                        Format                              Format
                        Code                                Value

GBX / GBP / USD / EUR

Less than 0.9999        Z        One ten-thousandth         0.0001
1 - 4.9995              Y        One two-thousandth         0.0005
5 - 9.999               M        One thousandth             0.001
10 - 49.995             K        One two-hundredth          0.005
50 - 99.99              J        One hundredth              0.01
100 - 499.95            V        One twentieth              0.05
500 - 999.9             X        One tenth                  0.1
1000 - 4999.5           H        Halves                     0.5
5000 - 9999             W        Whole                      1
10000 or more           P        Five                       5



Dynamic Price Format schedule for FTSE 100 Index securities on non-
granular tick regime and all FTSE 250 Index securities

SET1, STMM

Range                   Price    Price Format Description   Price
                        Format                              Format
                        Code                                Value

GBX / GBP / USD / EUR

Less than 0.5           Z        One ten-thousandth         0.0001
0.5 - 0.9995            Y        One two-thousandth         0.0005
1 - 4.999               M        One thousandth             0.001
5 - 9.995               K        One two-hundredth          0.005
10 - 49.99              J        One hundredth              0.01
50 - 99.95              V        One twentieth              0.05
100 - 499.9             X        One tenth                  0.1
500 - 999.5             H        Halves                     0.5
1000 - 4999             W        Whole                      1
5000 - 9995             P        Five                       5
10000 or more           C        Ten                        10


Dynamic Price Format schedule for Irish SETS securities:

SET2
Price Format Schedule

Range                    Price    Price Format Description   Price
                         Format                              Format
                         Code                                Value

GBX

Less than 10             J        One hundredth              0.01
10 - 499.75              Q        Quarters                   0.25
500 - 999.5              H        Halves                     0.5
1000 or more             W        Whole                      1

GBP / USD / EUR

Less than 10             M        One thousandth             0.001
10 - 49.995              K        One two-hundredth          0.005
50 - 99.99               J        One hundredth              0.01
100 or more              V        One twentieth              0.05



Dynamic Price Format schedule for SETS and SETSqx - excluding FTSE
350 Index securities, Irish SETS securities, non-CCP segments,
Exchange Traded Funds/Products, Covered Warrants and other
Structured Products:

SET3, SSMM, AMSM, SSMU, SFM1, ASQ1, ASQ2, ASQN, SSQ3, SSQ4,
SFM2

Range                    Price    Price Format Description   Price
                         Format                              Format
                         Code                                Value

GBX TM32, 1 (trading parameters

Less than 10             J        One hundredth              0.01
10 - 499.75              Q        Quarters                   0.25
500 - 999.5              H        Halves                     0.5
1000 or more             W        Whole                      1

GBP / USD / EUR

Less than 0.1            Z        One ten thousandth         0.0001
0.1 - 4.9975             L        One four-hundredth         0.0025
5- 9.995                 K        One two-hundredth          0.005
10 or more               J        One hundredth              0.01


Dynamic Price Format schedule for non-CCP SETSqx:

ASX1, ASX2, ASXN, SSX3, SSX4, SFM3, SFM4.
Price Format Schedule
Range                      Price      Price Format Description            Price
                           Format                                         Format
                           Code                                           Value

GBX

Less than 10               J          One hundredth                       0.01
10 - 499.75                Q          Quarters                            0.25
500 - 999.5                H          Halves                              0.5
1000 or more               W          Whole                               1

GBP / USD / EUR

Less than 0.1              Z          One ten thousandth                  0.0001
0.1 - 4.9975               L          One four-hundredth                  0.0025
5- 9.995                   K          One two-hundredth                   0.005
10 or more                 J          One hundredth                       0.01

AUD / BGN / CAD / CHF / CZK / DKK / EEK / HKD / HUF / INR / ISK / JPY / LTL / LVL /
MYR / NOK / PLN / RON / SEK / SKK / ZAR / ZWD


Less than 1                L          One four-hundredth                  0.0025
1 - 49.99                  J          One hundredth                       0.01
50 - 99.9                  X          One tenth                           0.1
100 - 499.75               Q          Quarters                            0.25
500 - 999.5                H          Halves                              0.5
More than 1000             W          Whole                               1




Dynamic Price Format schedule for Firm Quote SEAQ

Range                      Price      Price Format Description            Price
                           Format                                         Format
                           Code                                           Value

GBX (AIM, AIMI, CNVE, STBS)

Less than 10               Z          One ten thousandth                  0.0001
10 or more                 Q          Quarters                            0.25

GBP / USD / EUR (AIM and AIMI only)

Less than 10               Z          One ten thousandth                  0.0001
10 - 99.99                 J          One hundredth                       0.01
100 or more                Q          Quarters                            0.25



Dynamic Price Format schedule for Firm Quote on European Quoting
Service

EQS
Price Format Schedule

Range                     Price     Price Format Description            Price
                          Format                                        Format
                          Code                                          Value

GBX / GBP / USD / EUR / BGN / CZK / DKK / EEK / HUF / ISK / LVL / LTL / NOK / PLN /
RON / SKK / SEK / CHF

Less than 1               Z         One ten thousandth                  0.0001
1 - 99.99                 J         One hundredth                       0.01
100 or more               Q         Quarters                            0.25



Dynamic Price Format Cleared International Order Book

IOBE

Range                     Price     Price Format Description            Price
                          Format                                        Format
                          Code                                          Value

GBX / GBP / USD / EUR

Less than 0.5             Z         One ten-thousandth                  0.0001
0.5 - 0.9995              Y         One two-thousandth                  0.0005
1 - 4.999                 M         One thousandth                      0.001
5 - 9.995                 K         One two-hundredth                   0.005
10 - 49.99                J         One hundredth                       0.01
50 - 99.95                V         One twentieth                       0.05
100 - 499.9               X         One tenth                           0.1
500 - 999.5               H         Halves                              0.5
1000 - 4999               W         Whole                               1
5000 - 9995               P         Five                                5
10000 or more             C         Ten                                 10



Dynamic Price Format Un-cleared International Order Book
Relevant paragraph of Rules of London Stock Exchange - 3040
  Trade Type          FIX                         Description                           On Exchange /   Venue ID   Order                     Publishes
                 Enumeration                                                               OTC /SI                 book /
                   (Tag 829 -                                                                                      Manual
                 TrdSubType
      AT          Not off book   Automatic Trade                                         On Exchange      XLON       OB                      Immediate
      UT          Not off book   Uncrossing trade                                        On Exchange      XLON       OB                      Immediate
      CT          Not off book   Same day order book contra                              On Exchange      XLON       OB                      Immediate
      PC              24         order book contra not same day                          On Exchange      XLON     Manual                    Immediate
      O              1000        Ordinary Trade                                          On Exchange      XLON     Manual                    Immediate
      OK             1008        Ordinary Trade - delayed publication requested          On Exchange      XLON     Manual         Delayed if meets size requirements
      NT             1006        Negotiated Trade                                        On Exchange      XLON     Manual                    Immediate
      NK             1005        Negotiated Trade - delayed publication requested        On Exchange      XLON     Manual         Delayed if meets size requirements
      LC              17         Cancellation of on-Exchange trade after date of         On Exchange      XLON     Manual                    Immediate
                                 publication
      NM              20         Not to Mark                                             On Exchange      XLON     Manual                        No
      OT             1009        OTC Trade                                                  OTC           XOFF     Manual                    Immediate
      TK             1013        OTC trade - delayed publication requested                  OTC           XOFF     Manual         Delayed if meets size requirements
      IF             1004        Inter fund cross -delayed publication requested            OTC           XOFF     Manual         Delayed if meets size requirements
      OC             1007        Cancellation of OTC trade after date of publication        OTC           XOFF     Manual                    Immediate
      SI             1011        SI trade                                                    SI             SI     Manual                    Immediate
      SK             1012        SI trade - delayed publication requested                    SI             SI     Manual         Delayed if meets size requirements
      SC             1010        Cancellation of SI trade after date of publication          SI             SI     Manual                    Immediate



TRADE CONDITIONS
Relevant paragraph of Rules of London Stock Exchange - 3040
                           Code                                                        Description
Condition      FIX Tag 828 SP                                                          Subject to a condition, e.g. ex dividend
               = 30
LAST UPDATED 1 APRIL 2011
Equity, IOB, ETF and ETC - where delay is requested it will publish as per table.
Relevant paragraph of Rules of London Stock Exchange - 3030

 Trading currency of                                             GBX                                                               GBP
security
 Class of shares to                         1              2                  3                     4         1
determined by Exchange's                           8,573,070         85,730,700
published ADT for a                    ADT<        <= ADT <            <= ADT <              ADT >=       ADT<
security                           8,573,070     85,730,700       4,286,535,000      4,286,535,000        85,731
                                                                                                            Minimum qualifying size of transa
                                  Minimum qualifying size of transaction (values as per currency above)                      currency above
                                                   Greater of
                                                  5% of ADT        Lower of 10%        Lower of 10%
                                                         and         of ADT and          of ADT and
          60 Minutes                 857,307      2,143,268        300,057,450         642,980,250         8,573




                                                   Greater of
                                                 15% of ADT        Lower of 15%       Lower of 20%
         180 Minutes                                     and         of ADT and          of ADT and
                                   2,143,268      6,429,803        428,653,500       1,285,960,500 21,433



Until end of trading day (or                       Greater of
 roll-over to noon of next                       25% of ADT        Lower of 25%       Lower of 30%
    trading day if trade                                 and         of ADT and          of ADT and
undertaken in final 2 hours        3,857,882      8,573,070        857,307,000       2,571,921,000 38,579
       of trading day)


                                                   Greater of
   Until end of trading day                      50% of ADT Greater of 50%
       next after trade                                  and    of ADT and             100% of ADT
                                   5,143,842      8,573,070    85,730,700                                 51,438


Until end of second trading
                                                     100% of
   day next after trade            6,858,456                        100% of ADT        250% of ADT 68,585
                                                        ADT

Until end of third trading
day next after trade                                 250% of
                                                                    250% of ADT
                                                        ADT
                       GBP                                                          EUR

                2                 3                     4         1             2               3                    4            1
           85,731           857,307                                       100,000       1,000,000
        <= ADT <          <= ADT <             ADT >=        ADT<       <= ADT <         <= ADT <           ADT >=          ADT<
          857,307        42,865,350        42,865,350       100,000     1,000,000      50,000,000       50,000,000        140,000
Minimum qualifying size of transaction (values as per        Minimum qualifying size of transaction (values as per       Minimum qualifying size of
                 currency above)                                              currency above)
         Greater of                                                      Greater of   Lower of             Lower of
        5% of ADT Lower of 10% Lower of 10%                             5% of ADT 10% of ADT            10% of ADT
               and  of ADT and   of ADT and                                    and         and                  and
           21,433   3,000,575    6,429,803                   10,000        25,000   3,500,000            7,500,000          14,000




        Greater of                                                      Greater of   Lower of              Lower of
      15% of ADT Lower of 15% Lower of 20%                            15% of ADT 15% of ADT             20% of ADT
              and  of ADT and   of ADT and                                    and         and                   and
          64,298   4,286,535   12,859,605                    25,000       75,000   5,000,000            15,000,000          35,000



        Greater of                                                      Greater of  Lower of               Lower of
      25% of ADT Lower of 25% Lower of 30%                            25% of ADT 25% of ADT             30% of ADT
              and  of ADT and   of ADT and                                    and        and                    and
          85,731   8,573,070   25,719,210                    45,000      100,000 10,000,000             30,000,000          63,000



        Greater of        Greater of                                    Greater of  Greater of
      50% of ADT        50% of ADT                                    50% of ADT 50% of ADT
              and               and      100% of ADT                          and         and 100% of ADT
          85,731           857,307                           60,000      100,000   1,000,000                                84,000



           100% of                                                         100% of         100% of
                       100% of ADT       250% of ADT         80,000                                250% of ADT            112,000
              ADT                                                             ADT             ADT


           250% of                                                         250% of         250% of
                       250% of ADT
              ADT                                                             ADT             ADT
                            USD                                                                 AUD

                      2                3                    4                1                2                  3                   4
                140,000        1,400,000                                                140,000          1,400,000
              <= ADT <          <= ADT <             ADT >=            ADT<           <= ADT <           <= ADT <             ADT >=
              1,400,000       70,000,000         70,000,000          140,000          1,400,000        70,000,000         70,000,000
Minimum qualifying size of transaction (values as per currency
                           above)                                Minimum qualifying size of transaction (values as per currency above)
               Greater of
              5% of ADT Lower of 10%           Lower of 10%                       Greater of 5%      Lower of 10%       Lower of 10%
                     and  of ADT and             of ADT and                         of ADT and         of ADT and         of ADT and
                 35,000   4,900,000             10,500,000             14,000           35,000         4,900,000         10,500,000




              Greater of                                                              Greater of
                 15% of Lower of 15%           Lower of 20%                         15% of ADT       Lower of 15%       Lower of 20%
               ADT and    of ADT and             of ADT and                                 and        of ADT and         of ADT and
               105,000    7,000,000             21,000,000             35,000          105,000         7,000,000         21,000,000



              Greater of                                                              Greater of
                 25% of Lower of 25%           Lower of 30%                         25% of ADT       Lower of 25%       Lower of 30%
               ADT and    of ADT and             of ADT and                                 and        of ADT and         of ADT and
               140,000   14,000,000             42,000,000             63,000          140,000        14,000,000         42,000,000



              Greater of        Greater of                                            Greater of         Greater of
                 50% of       50% of ADT                                            50% of ADT         50% of ADT
               ADT and                and      100% of ADT                                  and                and      100% of ADT
               140,000         1,400,000                               84,000          140,000          1,400,000



                 100% of
                         100% of ADT           250% of ADT           112,000       100% of ADT        100% of ADT       250% of ADT
                    ADT


                 250% of
                         250% of ADT                                               250% of ADT        250% of ADT
                    ADT
                             BGN                                                              CHF

       1                2                3                    4             1            2               3
                  200,000        2,000,000                                         130,000       1,300,000
 ADT<           <= ADT <          <= ADT <             ADT >=         ADT<       <= ADT <        <= ADT <
200,000         2,000,000      100,000,000       100,000,000        130,000      1,300,000     65,000,000
 Minimum qualifying size of transaction (values as per currency   Minimum qualifying size of transaction (values as per currency
                            above)                                                           above)
                                                                                  Greater of   Lower of
            Greater of 5% Lower of 10%           Lower of 10%                    5% of ADT 10% of ADT
              of ADT and    of ADT and             of ADT and                           and         and
 20,000           50,000    7,000,000             15,000,000          13,000        32,500   4,550,000




                Greater of                                                       Greater of   Lower of
              15% of ADT Lower of 15%            Lower of 20%                       15% of 15% of ADT
                      and   of ADT and             of ADT and                     ADT and          and
 50,000          150,000   10,000,000             30,000,000          32,500       97,500   6,500,000



                Greater of                                                       Greater of   Lower of
              25% of ADT Lower of 25%            Lower of 30%                       25% of 25% of ADT
                      and   of ADT and             of ADT and                     ADT and          and
 90,000          200,000   20,000,000             60,000,000          58,500      130,000 13,000,000



                Greater of        Greater of                                     Greater of  Greater of
              50% of ADT        50% of ADT                                          50% of 50% of ADT
                      and               and      100% of ADT                      ADT and          and
120,000          200,000         2,000,000                            78,000      130,000   1,300,000



                                                                                    100% of         100% of
160,000      100% of ADT 100% of ADT             250% of ADT        104,000            ADT             ADT


                                                                                    250% of         250% of
             250% of ADT 250% of ADT
                                                                                       ADT             ADT
HF                                                                 CZK                                                              DKK

                              4                1             2                    3                    4         1           2
                                                     2,529,000           25,290,000                                    744,737
                      ADT >=             ADT<         <= ADT <            <= ADT <              ADT >=      ADT<      <= ADT <
                  65,000,000         2,529,000      25,290,000      1,264,500,000       1,264,500,000      744,737   7,447,366
nsaction (values as per currency                                                                             Minimum qualifying size of transaction (values
ove)                               Minimum qualifying size of transaction (values as per currency above)                      currency above)
                                                      Greater of                                                      Greater of
                Lower of 10%                         5% of ADT        Lower of 10%        Lower of 10%               5% of ADT
                  of ADT and                                and         of ADT and          of ADT and                      and
                  9,750,000            252,900         632,250         88,515,000         189,675,000       74,474     186,184




                                                      Greater of                                                      Greater of
                Lower of 20%                        15% of ADT        Lower of 15%        Lower of 20%                   15% of
                  of ADT and                                and         of ADT and          of ADT and                 ADT and
                 19,500,000            632,250       1,896,750        126,450,000         379,350,000 186,184          558,552



                                                      Greater of                                                      Greater of
                Lower of 30%                        25% of ADT        Lower of 25%        Lower of 30%                   25% of
                  of ADT and                                and         of ADT and          of ADT and                 ADT and
                 39,000,000          1,138,050       2,529,000        252,900,000         758,700,000 335,131          744,737



                                                      Greater of                                                      Greater of
                                                    50% of ADT Greater of 50%                                            50% of
                 100% of ADT                                and    of ADT and             100% of ADT                  ADT and
                                     1,517,400       2,529,000    25,290,000                               446,842     744,737



                                                        100% of                                                         100% of
                 250% of ADT         2,023,200                        100% of ADT         250% of ADT 595,789
                                                           ADT                                                             ADT


                                                        250% of                                                         250% of
                                                                      250% of ADT
                                                           ADT                                                             ADT
                DKK                                                               HKD                                                                  HUF

                           3                      4            1             2                3                    4             1
                   7,447,366                                         1,100,000       11,000,000
                   <= ADT <              ADT >=          ADT<        <= ADT <         <= ADT <             ADT >=          ADT<
                372,368,300         372,368,300       1,100,000    11,000,000      550,000,000        550,000,000      27,875,000
m qualifying size of transaction (values as per       Minimum qualifying size of transaction (values as per currency
           currency above)                                                       above)                                 Minimum qualifying size of transactio
                                                                     Greater of
                Lower of 10%       Lower of 10%                     5% of ADT Lower of 10%            Lower of 10%
                  of ADT and         of ADT and                            and   of ADT and             of ADT and
                 26,065,781         55,855,245         110,000        275,000   38,500,000             82,500,000       2,787,500




                                                                     Greater of
                Lower of 15%       Lower of 20%                    15% of ADT Lower of 15%            Lower of 20%
                  of ADT and         of ADT and                            and   of ADT and             of ADT and
                 37,236,830        111,710,490         275,000        825,000   55,000,000            165,000,000       6,968,750



                                                                     Greater of
                Lower of 25%       Lower of 30%                    25% of ADT Lower of 25%            Lower of 30%
                  of ADT and         of ADT and                            and  of ADT and              of ADT and
                 74,473,660        223,420,980         495,000      1,100,000 110,000,000             330,000,000 12,543,750



                   Greater of                                        Greater of        Greater of
                 50% of ADT                                        50% of ADT        50% of ADT
                         and       100% of ADT                             and               and      100% of ADT
                  7,447,366                            660,000      1,100,000        11,000,000                        16,725,000



                                                                        100% of
                100% of ADT        250% of ADT         880,000                  100% of ADT           250% of ADT 22,300,000
                                                                           ADT


                                                                        250% of
                250% of ADT                                                     250% of ADT
                                                                           ADT
                               HUF                                                                          INR

                        2                    3                          4             1             2                   3
               27,875,000          278,750,000                                              6,000,000          60,000,000
                 <= ADT <             <= ADT <                ADT >=            ADT<         <= ADT <             <= ADT <
              278,750,000      13,937,500,000        13,937,500,000         6,000,000      60,000,000      3,000,000,000

Minimum qualifying size of transaction (values as per currency above)       Minimum qualifying size of transaction (values as per currency above)
                 Greater of                                                                  Greater of
                5% of ADT      Lower of 10% of       Lower of 10% of                        5% of ADT        Lower of 10%
                       and            ADT and               ADT and                                and         of ADT and
                6,968,750        975,625,000          2,090,625,000           600,000       1,500,000        210,000,000




                 Greater of                                                                  Greater of
               15% of ADT      Lower of 15% of       Lower of 20% of                       15% of ADT        Lower of 15%
                       and            ADT and               ADT and                                and         of ADT and
               20,906,250       1,393,750,000         4,181,250,000 1,500,000               4,500,000        300,000,000



                 Greater of                                                                  Greater of
               25% of ADT      Lower of 25% of       Lower of 30% of                       25% of ADT        Lower of 25%
                       and            ADT and               ADT and                                and         of ADT and
               27,875,000       2,787,500,000         8,362,500,000 2,700,000               6,000,000        600,000,000



                 Greater of                                                                  Greater of
               50% of ADT        Greater of 50%                                            50% of ADT Greater of 50%
                       and          of ADT and          100% of ADT                                and    of ADT and
               27,875,000         278,750,000                               3,600,000       6,000,000    60,000,000



                                                                                               100% of
             100% of ADT           100% of ADT          250% of ADT 4,800,000                                100% of ADT
                                                                                                  ADT


                                                                                               250% of
             250% of ADT           250% of ADT                                                               250% of ADT
                                                                                                  ADT
R                                                                     ISK                                                                        JPY

                               4               1              2                    3                          4             1
                                                     16,188,992          161,889,920
                        ADT >=           ADT<          <= ADT <             <= ADT <                ADT >=            ADT<
                3,000,000,000        16,188,992     161,889,920        8,094,496,000        8,094,496,000         11,500,000

ion (values as per currency above)    Minimum qualifying size of transaction (values as per currency above)       Minimum qualifying size of transaction (values


                  Lower of 10%                     Greater of 5%      Lower of 10% of      Lower of 10% of
                    of ADT and                       of ADT and              ADT and              ADT and
                  450,000,000         1,618,899       4,047,248         566,614,720         1,214,174,400          1,150,000




                                                       Greater of
                  Lower of 20%                       15% of ADT       Lower of 15% of      Lower of 20% of
                    of ADT and                               and             ADT and              ADT and
                  900,000,000         4,047,248      12,141,744         809,449,600         2,428,348,800          2,875,000



                                                       Greater of
                 Lower of 30%                        25% of ADT       Lower of 25% of      Lower of 30% of
                    of ADT and                               and             ADT and              ADT and
                1,800,000,000         7,285,046      16,188,992        1,618,899,200        4,856,697,600          5,175,000



                                                       Greater of
                                                     50% of ADT        Greater of 50%
                  100% of ADT                                and          of ADT and          100% of ADT
                                      9,713,395      16,188,992         161,889,920                                6,900,000



                  250% of ADT 12,951,194            100% of ADT          100% of ADT          250% of ADT          9,200,000



                                                    250% of ADT          250% of ADT
                                JPY                                                              LTL

                         2                   3                      4         1           2                 3                     4
                11,500,000         115,000,000                                      350,000         3,500,000
                  <= ADT <            <= ADT <              ADT >=       ADT<      <= ADT <         <= ADT <             ADT >=
               115,000,000       5,750,000,000       5,750,000,000      350,000   3,500,000      175,000,000        175,000,000
                                                                          Minimum qualifying size of transaction (values as per
Minimum qualifying size of transaction (values as per currency above)                      currency above)
                   Greater of                                                      Greater of
                  5% of ADT       Lower of 10%        Lower of 10%                5% of ADT Lower of 10%           Lower of 10%
                         and        of ADT and          of ADT and                       and   of ADT and            of ADT and
                  2,875,000       402,500,000         862,500,000        35,000      87,500   12,250,000            26,250,000




                  Greater of                                                       Greater of
                15% of ADT        Lower of 15%        Lower of 20%                    15% of Lower of 15%          Lower of 20%
                        and         of ADT and           of ADT and                 ADT and    of ADT and            of ADT and
                 8,625,000        575,000,000        1,725,000,000       87,500     262,500   17,500,000            52,500,000



                  Greater of                                                       Greater of
                25% of ADT        Lower of 25%        Lower of 30%                    25% of Lower of 25%          Lower of 30%
                        and          of ADT and          of ADT and                 ADT and    of ADT and            of ADT and
                11,500,000       1,150,000,000       3,450,000,000 157,500          350,000   35,000,000           105,000,000



                  Greater of                                                       Greater of       Greater of
                50% of ADT Greater of 50%                                             50% of      50% of ADT
                        and    of ADT and              100% of ADT                  ADT and               and       100% of ADT
                11,500,000   115,000,000                                210,000     350,000        3,500,000



                                                                                     100% of
               100% of ADT         100% of ADT         250% of ADT 280,000                   100% of ADT            250% of ADT
                                                                                        ADT


                                                                                     250% of
               250% of ADT         250% of ADT                                               250% of ADT
                                                                                        ADT
                        LVL                                                           MYR

     1            2               3                      4         1           2                 3                     4
             70,280         702,804                                      420,000         4,200,000
ADT<      <= ADT <        <= ADT <             ADT >=         ADT<      <= ADT <         <= ADT <             ADT >=
70,280     702,804      35,140,200         35,140,200        420,000   4,200,000      210,000,000        210,000,000
 Minimum qualifying size of transaction (values as per         Minimum qualifying size of transaction (values as per
                  currency above)                                               currency above)
          Greater of   Lower of                                         Greater of
         5% of ADT 10% of ADT            Lower of 10%                  5% of ADT Lower of 10%           Lower of 10%
                and         and            of ADT and                         and   of ADT and            of ADT and
 7,028      17,570   2,459,814             5,271,030          42,000     105,000   14,700,000            31,500,000




          Greater of   Lower of                                         Greater of
             15% of 15% of ADT           Lower of 20%                      15% of Lower of 15%          Lower of 20%
           ADT and          and            of ADT and                    ADT and    of ADT and            of ADT and
17,570      52,710   3,514,020            10,542,060 105,000             315,000   21,000,000            63,000,000



          Greater of   Lower of                                         Greater of
             25% of 25% of ADT           Lower of 30%                      25% of Lower of 25%          Lower of 30%
           ADT and          and            of ADT and                    ADT and    of ADT and            of ADT and
31,626      70,280   7,028,040            21,084,120 189,000             420,000   42,000,000           126,000,000



          Greater of  Greater of                                        Greater of       Greater of
             50% of 50% of ADT                                             50% of      50% of ADT
           ADT and          and          100% of ADT                     ADT and               and       100% of ADT
42,168      70,280     702,804                               252,000     420,000        4,200,000



            100% of         100% of                                       100% of
56,224                                   250% of ADT 336,000                      100% of ADT            250% of ADT
               ADT             ADT                                           ADT


            250% of         250% of                                       250% of
                                                                                  250% of ADT
               ADT             ADT                                           ADT
                         NOK                                                           PLN

      1           2                 3                     4         1           2                 3                     4
            781,250         7,812,500                                     400,000         4,000,000
 ADT<      <= ADT <         <= ADT <             ADT >=        ADT<      <= ADT <         <= ADT <             ADT >=
781,250   7,812,500      390,625,000        390,625,000       400,000   4,000,000      200,000,000        200,000,000
  Minimum qualifying size of transaction (values as per         Minimum qualifying size of transaction (values as per
                   currency above)                                               currency above)
           Greater of                                                    Greater of
          5% of ADT Lower of 10%           Lower of 10%                 5% of ADT Lower of 10%           Lower of 10%
                 and   of ADT and            of ADT and                        and   of ADT and            of ADT and
 78,125     195,313   27,343,750            58,593,750         40,000     100,000   14,000,000            30,000,000




           Greater of                                                    Greater of
              15% of Lower of 15%          Lower of 20%                     15% of Lower of 15%          Lower of 20%
            ADT and    of ADT and            of ADT and                   ADT and    of ADT and            of ADT and
195,313     585,938   39,062,500           117,187,500 100,000            300,000   20,000,000            60,000,000



           Greater of                                                    Greater of
              25% of Lower of 25%          Lower of 30%                     25% of Lower of 25%          Lower of 30%
            ADT and    of ADT and            of ADT and                   ADT and    of ADT and            of ADT and
351,563     781,250   78,125,000           234,375,000 180,000            400,000   40,000,000           120,000,000



           Greater of       Greater of                                   Greater of       Greater of
              50% of      50% of ADT                                        50% of      50% of ADT
            ADT and               and       100% of ADT                   ADT and               and       100% of ADT
468,750     781,250        7,812,500                          240,000     400,000        4,000,000



             100% of                                                       100% of
625,000              100% of ADT            250% of ADT 320,000                    100% of ADT            250% of ADT
                ADT                                                           ADT


             250% of                                                       250% of
                     250% of ADT                                                   250% of ADT
                ADT                                                           ADT
                         RON                                                              SEK

      1           2                 3                     4           1               2                 3
            421,390         4,213,900                                           954,130         9,541,300
 ADT<      <= ADT <         <= ADT <             ADT >=         ADT<          <= ADT <          <= ADT <
421,390   4,213,900      210,695,000        210,695,000       954,130        9,541,300      477,065,000
  Minimum qualifying size of transaction (values as per       Minimum qualifying size of transaction (values as per currency
                   currency above)                                                       above)
           Greater of
          5% of ADT Lower of 10%           Lower of 10%                   Greater of 5% Lower of 10%
                 and   of ADT and            of ADT and                     of ADT and    of ADT and
 42,139     105,348   14,748,650            31,604,250         95,413          238,533   33,394,550




           Greater of                                                         Greater of
              15% of Lower of 15%          Lower of 20%                     15% of ADT Lower of 15%
            ADT and    of ADT and            of ADT and                             and   of ADT and
105,348     316,043   21,069,500            63,208,500        238,533          715,598   47,706,500



           Greater of                                                         Greater of
              25% of Lower of 25%          Lower of 30%                     25% of ADT Lower of 25%
            ADT and    of ADT and            of ADT and                             and   of ADT and
189,626     421,390   42,139,000           126,417,000        429,359          954,130   95,413,000



           Greater of       Greater of                                        Greater of       Greater of
              50% of      50% of ADT                                        50% of ADT       50% of ADT
            ADT and               and       100% of ADT                             and              and
252,834     421,390        4,213,900                          572,478          954,130        9,541,300



             100% of
337,112              100% of ADT            250% of ADT       763,304     100% of ADT 100% of ADT
                ADT


             250% of
                     250% of ADT                                          250% of ADT 250% of ADT
                ADT
K                                                                 ZAR

                                  4            1             2                3                    4
                                                       950,000        9,500,000
                       ADT >=            ADT<        <= ADT <         <= ADT <             ADT >=
                  477,065,000          950,000       9,500,000     475,000,000        475,000,000
saction (values as per currency       Minimum qualifying size of transaction (values as per currency
ve)                                                              above)
                                                     Greater of
                 Lower of 10%                       5% of ADT Lower of 10%            Lower of 10%
                   of ADT and                              and   of ADT and             of ADT and
                  71,559,750            95,000        237,500   33,250,000             71,250,000




                                                     Greater of
                 Lower of 20%                      15% of ADT Lower of 15%            Lower of 20%
                   of ADT and                              and   of ADT and             of ADT and
                 143,119,500           237,500        712,500   47,500,000            142,500,000



                                                     Greater of
                 Lower of 30%                      25% of ADT Lower of 25%            Lower of 30%
                   of ADT and                              and   of ADT and             of ADT and
                 286,239,000           427,500        950,000   95,000,000            285,000,000



                                                     Greater of        Greater of
                                                   50% of ADT        50% of ADT
                  100% of ADT                              and               and      100% of ADT
                                       570,000        950,000         9,500,000



                                                        100% of
                  250% of ADT          760,000                  100% of ADT           250% of ADT
                                                           ADT


                                                        250% of
                                                                250% of ADT
                                                           ADT
LAST UPDATED 1 APRIL 2011
                                  Large order threshold under MiFID pre-trade tranparency
                                        waiver. Securities as per Rules para 3000.1
Minimum consideration of
Hidden Orders by Trading             SET0, SET1, STMM, SSMM, SET2, SET3, SSMU, SFM1
System Segment

 Trading currency of security                                     GBX
 Class of shares to be                    1            2               3               4
determined by Exchange's                      42,865,350      85,730,700   2,143,267,500
published ADT for a security        ADT<       <= ADT <        <= ADT <        <= ADT <
                                42,865,350    85,730,700   2,143,267,500   4,286,535,000
 Minimum value of order in GB
pence qualifying as large in
scale compared with normal      4,286,535     8,573,070     21,432,675      34,292,280
market size

 Trading currency of security                                     GBP
 Class of shares to be                    1           2               3               4
determined by Exchange's                        428,654         857,307      21,432,675
published ADT for a security       ADT<        <= ADT <       <= ADT <        <= ADT <
                                  428,654       857,307      21,432,675      42,865,350
 Minimum value of order in
GB£ qualifying as large in
scale compared with normal       42,865        85,731        214,327         342,923
market size

 Trading currency of security                                     EUR
 Class of shares to be                    1            2              3               4
determined by Exchange's                         500,000      1,000,000      25,000,000
published ADT for a security       ADT<        <= ADT <       <= ADT <        <= ADT <
                                  500,000      1,000,000     25,000,000      50,000,000
 Minimum value of order in €
qualifying as large in scale     50,000        100,000       250,000         400,000
compared with normal market

 Trading currency of security                                     USD
 Class of shares to be                    1            2              3               4
determined by Exchange's                         700,000      1,400,000      35,000,000
published ADT for a security       ADT<        <= ADT <       <= ADT <        <= ADT <
                                  700,000      1,400,000     35,000,000      70,000,000
 Minimum value of order in
US$ qualifying as large in
scale compared with normal       70,000        140,000       350,000         560,000
market size

 Trading currency of security
 Class of shares to be
determined by Exchange's
published ADT for a security
 Minimum value of order in this
trading currency qualifying as
large in scale compared with
normal market size

 Trading currency of security
 Class of shares to be
determined by Exchange's
published ADT for a security


 Minimum value of order in this
trading currency qualifying as
large in scale compared with
normal market size

 Trading currency of security
 Class of shares to be
determined by Exchange's
published ADT for a security


 Minimum value of order in this
trading currency qualifying as
large in scale compared with
normal market size

 Trading currency of security
 Class of shares to be
determined by Exchange's
published ADT for a security


 Minimum value of order in this
trading currency qualifying as
large in scale compared with
normal market size

 Trading currency of security
 Class of shares to be
determined by Exchange's
published ADT for a security


 Minimum value of order in this
trading currency qualifying as
large in scale compared with
normal market size

 Trading currency of security
 Class of shares to be
determined by Exchange's
published ADT for a security
 Minimum value of order in this
trading currency qualifying as
large in scale compared with
normal market size

 Trading currency of security
 Class of shares to be
determined by Exchange's
published ADT for a security


 Minimum value of order in this
trading currency qualifying as
large in scale compared with
normal market size

 Trading currency of security
 Class of shares to be
determined by Exchange's
published ADT for a security


 Minimum value of order in this
trading currency qualifying as
large in scale compared with
normal market size

 Trading currency of security
 Class of shares to be
determined by Exchange's
published ADT for a security


 Minimum value of order in this
trading currency qualifying as
large in scale compared with
normal market size

 Trading currency of security
 Class of shares to be
determined by Exchange's
published ADT for a security


 Minimum value of order in this
trading currency qualifying as
large in scale compared with
normal market size

 Trading currency of security
 Class of shares to be
determined by Exchange's
published ADT for a security
 Minimum value of order in this
trading currency qualifying as
large in scale compared with
normal market size
MiFID pre-trade tranparency          Large order threshold for non-MiFID secruities as per Rules para 3000.2 and
 er Rules para 3000.1                                                  3000.3
SET2, SET3, SSMU, SFM1                                             AMSM                                    IOBE, IOBU


X                                                                   GBX                                       GBX
                                5              1            2             3             4              5
                                                   25,000,000    50,000,000   100,000,000                      All
                        ADT >=          ADT<        <= ADT <      <= ADT <      <= ADT <        ADT >=        ADT
                  4,286,535,000     25,000,000     50,000,000   100,000,000   300,000,000   300,000,000       sizes


                   42,865,350        250,000        500,000      1,000,000     3,000,000    10,000,000      1,000,000



P                                                                   GBP                                       GBP
                                5              1           2              3             4              5
                                                     250,000        500,000     1,000,000                      All
                       ADT >=          ADT<         <= ADT <      <= ADT <      <= ADT <        ADT >=        ADT
                    42,865,350        250,000        500,000      1,000,000     3,000,000     3,000,000       sizes


                    428,654           2,500          5,000        10,000        30,000       100,000         10,000



R                                                                   EUR                                       EUR
                                5              1           2              3             4              5
                                                     250,000        500,000     1,000,000                      All
                       ADT >=          ADT<         <= ADT <      <= ADT <      <= ADT <        ADT >=        ADT
                    50,000,000        250,000        500,000      1,000,000     3,000,000     3,000,000       sizes

                    500,000           2,500          5,000        10,000        30,000       100,000         10,000


D                                                                   USD                                       USD
                                5              1           2              3             4              5
                                                     350,000        700,000     1,400,000                      All
                       ADT >=          ADT<         <= ADT <      <= ADT <      <= ADT <        ADT >=        ADT
                    70,000,000        350,000        700,000      1,400,000     4,200,000     4,200,000       sizes


                    700,000           3,500          7,000        14,000        42,000       140,000         14,000



                                                                                                              AUD

                                                                                                               All
                                                                                                              ADT
                                                                                                              sizes
14,000




 CAD

  All
 ADT
 sizes


13,000




 CZK

  All
 ADT
 sizes


252,900




 DKK

  All
 ADT
 sizes


74,474




 HKD

  All
 ADT
 sizes


110,000




 INR

  All
 ADT
 sizes
600,000




  JPY

   All
  ADT
  sizes


1,150,000




  MYR

   All
  ADT
  sizes


 42,000




  NOK

   All
  ADT
  sizes


 78,125




  PLN

   All
  ADT
  sizes


 40,000




  ZAR

   All
  ADT
  sizes
95,000
per Rules para 3000.2 and

                ETFS, ETF2,
                ETFU, ETCS,
                ETC2, ETCU

                    GBX

                     All
                    ADT
                    sizes


                 10,000,000



                    GBP

                     All
                    ADT
                    sizes


                  100,000



                    EUR

                     All
                    ADT
                    sizes

                  100,000


                    USD

                     All
                    ADT
                    sizes


                  140,000

				
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