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114 115 116 117 118 119 120 121 122 123 124 125

Trade Date Client Name 04/06/10 BREVAN HOWARD ASSET MANAGEMENT (BREVN) 04/20/10 BREVAN HOWARD ASSET MANAGEMENT (BREVN) 05/21/10 BREVAN HOWARD ASSET MANAGEMENT (BREVN) 05/24/10 CONVEXITY CAPITAL MANAGEMENT, (CVEX) 05/24/10 CONVEXITY CAPITAL MANAGEMENT, (CVEX) 09/22/10 LCH.CLEARNET: LONDON 10/21/10 INTERNAL COUNTERPARTY (INCPY) 12/31/10 CONVEXITY CAPITAL MANAGEMENT, (CVEX) 12/31/10 CONVEXITY CAPITAL MANAGEMENT: GLOBAL 12/31/10 CONVEXITY CAPITAL MANAGEMENT: GLOBAL 01/03/11 ETRADE SECURITIES (ETSC) 01/05/11 CONVEXITY CAPITAL MANAGEMENT, (CVEX) 01/05/11 BWT PROFESSIONAL TRADING LLC (BWT1) 01/05/11 ETRADE SECURITIES (ETSC) 01/05/11 CONVEXITY CAPITAL MANAGEMENT, (CVEX) 01/07/11 ELEMENT CAPITAL (ELMC) 01/07/11 ELEMENT CAPITAL (ELMC) 01/07/11 ELEMENT CAPITAL (ELMC) 01/10/11 PIMCO (PMCO) 01/11/11 BREVAN HOWARD ASSET MANAGEMENT (BREVN) 01/11/11 BREVAN HOWARD ASSET MANAGEMENT (BREVN) 01/12/11 CONVEXITY CAPITAL MANAGEMENT, (CVEX) 01/12/11 BREVAN HOWARD ASSET MANAGEMENT (BREVN) 01/12/11 CONVEXITY CAPITAL MANAGEMENT, (CVEX) 01/12/11 CONVEXITY CAPITAL MANAGEMENT, (CVEX) 01/12/11 CONVEXITY CAPITAL MANAGEMENT, (CVEX) 01/12/11 BWT PROFESSIONAL TRADING LLC (BWT1) 01/12/11 BWT PROFESSIONAL TRADING LLC (BWT1) 01/12/11 BWT PROFESSIONAL TRADING LLC (BWT1) 01/12/11 BWT PROFESSIONAL TRADING LLC (BWT1) 01/12/11 ALLIANCEBERNSTEIN (ALL7) 01/12/11 BREVAN HOWARD ASSET MANAGEMENT (BREVN) 01/12/11 CONVEXITY CAPITAL MANAGEMENT, (CVEX) 01/12/11 CONVEXITY CAPITAL MANAGEMENT, (CVEX) 01/12/11 CONVEXITY CAPITAL MANAGEMENT, (CVEX) 01/12/11 CONVEXITY CAPITAL MANAGEMENT, (CVEX) 01/13/11 BREVAN HOWARD ASSET MANAGEMENT (BREVN) 01/13/11 CAPULA INVESTMENT MANAGEMENT (CINMA) 01/13/11 BREVAN HOWARD ASSET MANAGEMENT (BREVN) 01/13/11 ALLIANCEBERNSTEIN (ALL7) 01/13/11 ALLIANCEBERNSTEIN (ALL7) 01/13/11 ALLIANCEBERNSTEIN (ALL7) 01/13/11 ALLIANCEBERNSTEIN (ALL7) 01/13/11 ALLIANCEBERNSTEIN (ALL7) 01/13/11 ALLIANCEBERNSTEIN (ALL7) 01/13/11 ALLIANCEBERNSTEIN (ALL7) 01/13/11 ALLIANCEBERNSTEIN (ALL7) 01/14/11 BWT PROFESSIONAL TRADING LLC (BWT1) 01/14/11 CONVEXITY CAPITAL MANAGEMENT, (CVEX) 01/14/11 ALLIANCEBERNSTEIN (ALL7) 01/18/11 FEDERAL RESERVE BANK OF NEW (FDLB) 01/18/11 FEDERAL RESERVE BANK OF NEW (FDLB) 01/18/11 ALLIANCEBERNSTEIN (ALL7) 01/18/11 ALLIANCEBERNSTEIN (ALL7) 01/18/11 ALLIANCEBERNSTEIN (ALL7) 01/19/11 CONVEXITY CAPITAL MANAGEMENT, (CVEX) 01/19/11 BWT PROFESSIONAL TRADING LLC (BWT1) 01/19/11 BWT PROFESSIONAL TRADING LLC (BWT1) 01/19/11 ALLIANCEBERNSTEIN (ALL7) 01/19/11 ALLIANCEBERNSTEIN (ALL7) 01/19/11 ALLIANCEBERNSTEIN (ALL7) 01/19/11 ALLIANCEBERNSTEIN (ALL7) 01/19/11 ALLIANCEBERNSTEIN (ALL7) 01/19/11 ALLIANCEBERNSTEIN (ALL7) 01/20/11 CONVEXITY CAPITAL MANAGEMENT, (CVEX) 01/20/11 CONVEXITY CAPITAL MANAGEMENT, (CVEX) 01/20/11 BWT PROFESSIONAL TRADING LLC (BWT1) 01/20/11 BWT PROFESSIONAL TRADING LLC (BWT1) 01/20/11 BWT PROFESSIONAL TRADING LLC (BWT1) 01/20/11 ETRADE SECURITIES (ETSC) 01/21/11 ETRADE SECURITIES (ETSC) 01/21/11 ETRADE SECURITIES (ETSC) 01/24/11 BREVAN HOWARD ASSET MANAGEMENT (BREVN) 01/24/11 BWT PROFESSIONAL TRADING LLC (BWT1) 01/24/11 BWT PROFESSIONAL TRADING LLC (BWT1) 01/24/11 ALLIANCEBERNSTEIN (ALL7) 01/24/11 ALLIANCEBERNSTEIN (ALL7) 01/25/11 BWT PROFESSIONAL TRADING LLC (BWT1) 01/25/11 BWT PROFESSIONAL TRADING LLC (BWT1) 01/25/11 BWT PROFESSIONAL TRADING LLC (BWT1) 01/25/11 FEDERAL RESERVE BANK OF NEW (FDLB) 01/25/11 DEUTSCHE BANK AG (DBNAG) 01/25/11 DEUTSCHE BANK AG (DBNAG) 01/25/11 ALLIANCEBERNSTEIN (ALL7) 01/25/11 ALLIANCEBERNSTEIN (ALL7) 01/25/11 ALLIANCEBERNSTEIN (ALL7) 01/25/11 ALLIANCEBERNSTEIN (ALL7) 01/26/11 BREVAN HOWARD ASSET MANAGEMENT (BREVN) 01/26/11 CONVEXITY CAPITAL MANAGEMENT, (CVEX) 01/26/11 GRAHAM CAPITAL MANAGEMENT (GHMM) 01/26/11 CONVEXITY CAPITAL MANAGEMENT, (CVEX) 01/26/11 FEDERATED INVESTORS INC (FR0) 01/26/11 ALLIANCEBERNSTEIN (ALL7) 01/27/11 GRAHAM CAPITAL MANAGEMENT (GHMM) 01/27/11 GRAHAM CAPITAL MANAGEMENT (GHMM) 01/27/11 BWT PROFESSIONAL TRADING LLC (BWT1) 01/27/11 BWT PROFESSIONAL TRADING LLC (BWT1) 01/27/11 BWT PROFESSIONAL TRADING LLC (BWT1) 01/27/11 BWT PROFESSIONAL TRADING LLC (BWT1) 01/27/11 FEDERAL RESERVE BANK OF NEW (FDLB) 01/27/11 FEDERAL RESERVE BANK OF NEW (FDLB) 01/27/11 FEDERAL RESERVE BANK OF NEW (FDLB) 01/27/11 FEDERAL RESERVE BANK OF NEW (FDLB) 01/28/11 CONVEXITY CAPITAL MANAGEMENT, (CVEX) 01/28/11 BWT PROFESSIONAL TRADING LLC (BWT1) 01/28/11 BWT PROFESSIONAL TRADING LLC (BWT1) 01/28/11 BWT PROFESSIONAL TRADING LLC (BWT1) 01/31/11 BWT PROFESSIONAL TRADING LLC (BWT1) 01/31/11 BWT PROFESSIONAL TRADING LLC (BWT1) 01/31/11 BWT PROFESSIONAL TRADING LLC (BWT1) 01/31/11 BWT PROFESSIONAL TRADING LLC (BWT1) 01/31/11 BWT PROFESSIONAL TRADING LLC (BWT1) 01/31/11 BWT PROFESSIONAL TRADING LLC (BWT1) 01/31/11 BWT PROFESSIONAL TRADING LLC (BWT1) 01/31/11 BWT PROFESSIONAL TRADING LLC (BWT1) 01/31/11 BWT PROFESSIONAL TRADING LLC (BWT1) 02/01/11 BWT PROFESSIONAL TRADING LLC (BWT1) 02/02/11 BREVAN HOWARD ASSET MANAGEMENT (BREVN) 02/02/11 BWT PROFESSIONAL TRADING LLC (BWT1) 02/02/11 BWT PROFESSIONAL TRADING LLC (BWT1) 02/02/11 BWT PROFESSIONAL TRADING LLC (BWT1) 02/02/11 FEDERAL RESERVE BANK OF NEW (FDLB) 02/02/11 FEDERAL RESERVE BANK OF NEW (FDLB) 02/02/11 FEDERAL RESERVE BANK OF NEW (FDLB) 02/03/11 BREVAN HOWARD ASSET MANAGEMENT (BREVN)

Sec Desc. USD 500.0 MM 04/07/2011 FORMULA USD 100.0 MM 03/18/2020 IRS USD 101.5 MM 12/29/2008 IRS JPY 50.0 BN 05/25/2011 IRS JPY 50.0 BN 05/25/2011 SWAPTION JPY 14.7 BN 07/05/2018 IRS GBP 113.0 MM 10/21/2020 IRS STANDARD P&B CLEANUP CUSIP DUMMY CUSIP ON EUROPEAN OIL STOCK DUMMY CUSIP ON EUROPEAN OIL STOCK B Oct 20, 2011 EXMT Swaption USD Short 3.98 2019/08/30 T 2.375 Feb 28, 2015 EXMT B Feb 24, 2011 EXMT Swaption USD Short 3.18 2022/08/30 Unwind Swaption GBP Long 4.45 2021/07/07 Swaption GBP Short 3.75 2022/01/10 Swaption GBP Short 4.25 2022/01/10 FHLMC 4.500 Jul 15, 2013 EXMT Swaption USD Short 4.74 2040/12/19 Swaption USD Short 4.74 2034/09/20 Unwind Swaption USD Short 3.28 2018/09/04 Fixed/Float USD Receiver 4.29 2041/03/20 Swaption USD Short 3.36 2018/10/22 Swaption USD Short 4.59 2042/08/29 Swaption USD Short 3.92 2019/09/05 T 2.500 Jun 30, 2017 EXMT T 1.875 Sep 30, 2017 EXMT T 1.875 Sep 30, 2017 EXMT T 2.500 Jun 30, 2017 EXMT TITIM 6.200 Jul 18, 2011 SEC5 Fixed/Float USD Payer 3.56 2021/03/17 Swaption USD Short 2.92 2019/09/05 Unwind Swaption USD Short 2.50 2018/09/04 Unwind Swaption USD Short 3.46 2042/08/29 Unwind Swaption USD Short 2.48 2018/10/22 Unwind Fixed/Float USD Receiver 4.29 2041/03/20 Unwind Fixed/Float USD Receiver 2.96 2018/03/21 StepInTrade Fixed/Float USD Payer 3.56 2021/03/17 Unwind AXP 6.800 Sep 01, 2066 SEC5 MET 10.750 Aug 01, 2069 SEC5 UAL 6.636 Jan 02, 2024 SEC5 HIG 4.000 Mar 30, 2015 SEC5 CP 6.500 May 15, 2018 SEC5 GP 5.400 Nov 01, 2020 144A TRPCN 6.350 May 15, 2067 SEC5 OC 6.500 Dec 01, 2016 T 1.375 Nov 30, 2015 EXMT Swaption USD Short 3.51 2042/08/29 Unwind MET 7.875 Dec 15, 2067 144A T 2.750 Oct 31, 2013 EXMT T 1.875 Apr 30, 2014 EXMT MTNA 5.250 Aug 05, 2020 SEC5 AON 3.500 Sep 30, 2015 SEC5 NBHSS 4.875 Jan 14, 2021 144A JPY 50.0 BN 05/25/2011 SWAPTION T 4.000 Nov 15, 2012 T 4.000 Nov 15, 2012 FITB 5.450 Jan 15, 2017 SEC5 UBS 5.875 Dec 20, 2017 DANBNK 5.914 2049 Perp 144A EQR 5.750 Jun 15, 2017 SEC5 XTALN 5.800 Nov 15, 2016 144A LRY 4.750 Oct 01, 2020 SEC5 Swaption AUD Long 5.09 2013/01/23 Swaption AUD Short 5.47 2013/01/23 T 1.875 Oct 31, 2017 EXMT T 1.875 Oct 31, 2017 EXMT T 1.875 Jan 31, 2016 EXMT S Feb 15, 2038 EXMT T 2.375 Mar 31, 2016 EXMT S Nov 15, 2025 EXMT Swaption USD Short 0.70 2013/01/28 T 2.375 Jul 31, 2017 EXMT T 1.875 Oct 31, 2017 EXMT SUCN 6.500 Jun 15, 2038 SEC5 CNQCN 5.700 May 15, 2017 T 1.250 Oct 31, 2015 EXMT T 1.250 Oct 31, 2015 EXMT T 1.250 Oct 31, 2015 EXMT B Mar 24, 2011 EXMT Swaption USD Short 0.65 2013/10/11 StepInTrade Swaption USD Long 0.90 2013/10/11 StepInTrade APA 5.100 Sep 01, 2040 ETP 6.700 Jul 01, 2018 SEC5 ETP 7.500 Jul 01, 2038 SEC5 JCI 5.000 Mar 30, 2020 Floor USD Payer 0.00 2015/03/18 Swaption USD Short 3.68 2017/11/21 T 2.125 Dec 31, 2015 EXMT Swaption USD Short 3.16 2017/11/21 Unwind BA 3.250 Oct 27, 2014 SEC5 TEG 6.110 Dec 01, 2066 T 1.375 Feb 15, 2013 EXMT T 0.750 Aug 15, 2013 EXMT T 2.125 Nov 30, 2014 EXMT T 4.000 Nov 15, 2012 T 2.125 Nov 30, 2014 EXMT T 2.125 Dec 31, 2015 EXMT T 4.500 Apr 30, 2012 EXMT T 2.500 Apr 30, 2015 EXMT T 2.375 Oct 31, 2014 EXMT B Jun 02, 2011 EXMT Swaption USD Long 2.72 2015/02/02 T 3.375 Nov 15, 2019 EXMT T 3.625 Feb 15, 2020 EXMT T 2.375 Feb 28, 2015 EXMT T 1.250 Sep 30, 2015 EXMT T 3.000 Sep 30, 2016 EXMT T 2.500 Apr 30, 2015 EXMT T 2.500 Apr 30, 2015 EXMT T 2.500 Apr 30, 2015 EXMT T 3.000 Sep 30, 2016 EXMT T 3.000 Sep 30, 2016 EXMT T 3.000 Sep 30, 2016 EXMT T 2.625 Dec 31, 2014 EXMT T 3.375 Nov 15, 2019 EXMT Rate Switch Fixed/Float USD Payer 3.58 2021/03/17 T 2.625 Dec 31, 2014 EXMT T 2.125 May 31, 2015 EXMT T 1.875 Jun 30, 2015 EXMT T 3.875 Oct 31, 2012 EXMT T 3.125 Apr 30, 2013 EXMT T 4.625 Oct 31, 2011 EXMT Swaption USD Short 0.85 2013/02/07

Settle Ccy Total Prod Entry Date Settlement RR USD 108,000 04/06/11 04/06/10 9919 - STIKER,EDWARD S. USD 75,000 04/12/11 04/20/10 9919 - STIKER,EDWARD S. USD 4,000,000 04/12/11 05/21/10 9919 - STIKER,EDWARD S. USD 150,000 05/23/11 05/24/10 9026 - TK INTL/STIKER USD (150,000) 05/23/11 05/24/10 9026 - TK INTL/STIKER USD 12,000 04/12/11 09/22/10 9919 - STIKER,EDWARD S. USD 59,000 04/12/11 10/21/10 9919 - STIKER,EDWARD S. USD 214,600 01/04/11 12/31/10 9919 - STIKER,EDWARD S. USD 37,842 01/13/11 01/13/11 9919 - STIKER,EDWARD S. USD 0 01/13/11 01/13/11 9919 - STIKER,EDWARD S. USD 1 01/03/11 01/04/11 9919 - STIKER,EDWARD S. USD 50,000 01/14/11 01/05/11 9919 - STIKER,EDWARD S. USD 520 01/05/11 01/06/11 9919 - STIKER,EDWARD S. USD 0 01/05/11 01/06/11 9919 - STIKER,EDWARD S. USD 0 01/14/11 01/05/11 9919 - STIKER,EDWARD S. USD 0 06/03/11 01/07/11 10321 - STIKER/QUBBAJ USD 0 06/03/11 01/07/11 10321 - STIKER/QUBBAJ USD 0 06/03/11 01/07/11 10321 - STIKER/QUBBAJ USD 47 01/10/11 01/11/11 10321 - STIKER/QUBBAJ USD 44,000 01/14/11 01/11/11 9919 - STIKER,EDWARD S. USD 0 01/14/11 01/11/11 10321 - STIKER/QUBBAJ USD 75,000 01/14/11 01/12/11 9919 - STIKER,EDWARD S. USD 75,000 05/16/11 01/12/11 9919 - STIKER,EDWARD S. USD 75,000 01/14/11 01/12/11 9919 - STIKER,EDWARD S. USD 75,000 01/14/11 01/12/11 9919 - STIKER,EDWARD S. USD 63,750 01/14/11 01/12/11 9919 - STIKER,EDWARD S. USD 1,000 01/12/11 01/13/11 9919 - STIKER,EDWARD S. USD 1,000 01/12/11 01/13/11 9919 - STIKER,EDWARD S. USD 1,000 01/12/11 01/13/11 9919 - STIKER,EDWARD S. USD 1,000 01/12/11 01/13/11 9919 - STIKER,EDWARD S. USD 0 01/12/11 01/14/11 9919 - STIKER,EDWARD S. USD 0 01/14/11 01/12/11 9919 - STIKER,EDWARD S. USD 0 01/14/11 01/12/11 9919 - STIKER,EDWARD S. USD 0 01/14/11 01/12/11 9919 - STIKER,EDWARD S. USD 0 01/14/11 01/12/11 9919 - STIKER,EDWARD S. USD 0 01/14/11 01/12/11 9919 - STIKER,EDWARD S. USD 75,000 01/19/11 01/13/11 9919 - STIKER,EDWARD S. USD 0 05/16/11 01/13/11 10321 - STIKER/QUBBAJ USD 0 01/14/11 01/13/11 9919 - STIKER,EDWARD S. USD 0 01/13/11 01/19/11 9919 - STIKER,EDWARD S. USD 0 01/13/11 01/19/11 9919 - STIKER,EDWARD S. USD 0 01/13/11 01/19/11 9919 - STIKER,EDWARD S. USD 0 01/13/11 01/19/11 9919 - STIKER,EDWARD S. USD 0 01/13/11 01/19/11 9919 - STIKER,EDWARD S. USD 0 01/13/11 01/19/11 9919 - STIKER,EDWARD S. USD 0 01/13/11 01/19/11 9919 - STIKER,EDWARD S. USD 0 01/13/11 01/19/11 9919 - STIKER,EDWARD S. USD 258 01/14/11 01/18/11 9919 - STIKER,EDWARD S. USD 0 01/14/11 01/14/11 9919 - STIKER,EDWARD S. USD 0 01/14/11 01/20/11 9919 - STIKER,EDWARD S. USD 132 01/18/11 01/18/11 9919 - STIKER,EDWARD S. USD 115 01/18/11 01/18/11 9919 - STIKER,EDWARD S. USD 0 01/18/11 01/21/11 9919 - STIKER,EDWARD S. USD 0 01/18/11 01/21/11 9919 - STIKER,EDWARD S. USD 0 01/18/11 01/21/11 9919 - STIKER,EDWARD S. USD 106,700 01/19/11 01/19/11 9026 - TK INTL/STIKER USD 100 01/19/11 01/20/11 9919 - STIKER,EDWARD S. USD 13 01/19/11 01/20/11 9919 - STIKER,EDWARD S. USD 0 01/19/11 01/24/11 9919 - STIKER,EDWARD S. USD 0 01/19/11 01/24/11 9919 - STIKER,EDWARD S. USD 0 01/20/11 01/24/11 9919 - STIKER,EDWARD S. USD 0 01/19/11 01/24/11 9919 - STIKER,EDWARD S. USD 0 01/19/11 01/24/11 9919 - STIKER,EDWARD S. USD 0 01/19/11 01/24/11 9919 - STIKER,EDWARD S. USD 25,000 01/20/11 01/20/11 9919 - STIKER,EDWARD S. USD 25,000 01/20/11 01/20/11 9919 - STIKER,EDWARD S. USD 525 01/20/11 01/21/11 9919 - STIKER,EDWARD S. USD 315 01/20/11 01/21/11 9919 - STIKER,EDWARD S. USD 38 01/26/11 01/31/11 9919 - STIKER,EDWARD S. USD 4 01/20/11 01/21/11 9919 - STIKER,EDWARD S. USD 45 01/21/11 01/24/11 9919 - STIKER,EDWARD S. USD 0 01/21/11 01/24/11 9919 - STIKER,EDWARD S. USD 50,000 01/27/11 01/24/11 9919 - STIKER,EDWARD S. USD 500 01/24/11 01/25/11 9919 - STIKER,EDWARD S. USD 40 01/24/11 01/25/11 9919 - STIKER,EDWARD S. USD 0 01/24/11 01/27/11 9919 - STIKER,EDWARD S. USD 0 01/24/11 01/27/11 9919 - STIKER,EDWARD S. USD 500 01/25/11 01/26/11 9919 - STIKER,EDWARD S. USD 500 01/25/11 01/26/11 9919 - STIKER,EDWARD S. USD 250 01/25/11 01/26/11 9919 - STIKER,EDWARD S. USD 0 01/25/11 01/25/11 9919 - STIKER,EDWARD S. USD 0 05/16/11 01/25/11 11116 - STIKER/MACGILLIVRAY USD 0 05/16/11 01/25/11 11116 - STIKER/MACGILLIVRAY USD 0 01/25/11 01/28/11 9919 - STIKER,EDWARD S. USD 0 01/25/11 01/28/11 9919 - STIKER,EDWARD S. USD 0 01/25/11 01/28/11 9919 - STIKER,EDWARD S. USD 0 01/25/11 01/28/11 9919 - STIKER,EDWARD S. USD 166,000 01/27/11 01/26/11 9919 - STIKER,EDWARD S. USD 57,000 01/27/11 01/26/11 9919 - STIKER,EDWARD S. USD 340 01/26/11 01/27/11 9919 - STIKER,EDWARD S. USD 0 01/26/11 01/26/11 9919 - STIKER,EDWARD S. USD 0 01/26/11 01/31/11 9919 - STIKER,EDWARD S. USD 0 01/26/11 01/31/11 9919 - STIKER,EDWARD S. USD 4,000 01/27/11 01/28/11 9919 - STIKER,EDWARD S. USD 3,260 01/27/11 01/28/11 9919 - STIKER,EDWARD S. USD 850 01/27/11 01/28/11 9919 - STIKER,EDWARD S. USD 300 01/27/11 01/28/11 9919 - STIKER,EDWARD S. USD 100 01/27/11 01/28/11 9919 - STIKER,EDWARD S. USD 80 01/27/11 01/28/11 9919 - STIKER,EDWARD S. USD 56 01/27/11 01/28/11 9919 - STIKER,EDWARD S. USD 40 01/27/11 01/28/11 9919 - STIKER,EDWARD S. USD 38 01/27/11 01/28/11 9919 - STIKER,EDWARD S. USD 0 01/27/11 01/27/11 9919 - STIKER,EDWARD S. USD 390,000 02/01/11 01/28/11 9919 - STIKER,EDWARD S. USD 1,290 01/28/11 01/31/11 9919 - STIKER,EDWARD S. USD 1,250 01/28/11 01/31/11 9919 - STIKER,EDWARD S. USD 500 01/28/11 01/31/11 9919 - STIKER,EDWARD S. USD 675 01/31/11 02/01/11 9919 - STIKER,EDWARD S. USD 525 01/31/11 02/01/11 9919 - STIKER,EDWARD S. USD 313 01/31/11 02/01/11 9919 - STIKER,EDWARD S. USD 285 01/31/11 02/01/11 9919 - STIKER,EDWARD S. USD 285 01/31/11 02/01/11 9919 - STIKER,EDWARD S. USD 220 01/31/11 02/01/11 9919 - STIKER,EDWARD S. USD 220 01/31/11 02/01/11 9919 - STIKER,EDWARD S. USD 35 01/31/11 02/01/11 9919 - STIKER,EDWARD S. USD 20 01/31/11 02/01/11 9919 - STIKER,EDWARD S. USD 15 02/01/11 02/02/11 9919 - STIKER,EDWARD S. USD 75,000 05/16/11 02/02/11 9919 - STIKER,EDWARD S. USD 393 02/02/11 02/03/11 9919 - STIKER,EDWARD S. USD 175 02/02/11 02/03/11 9919 - STIKER,EDWARD S. USD 145 02/02/11 02/03/11 9919 - STIKER,EDWARD S. USD 78 02/02/11 02/03/11 9919 - STIKER,EDWARD S. USD 20 02/02/11 02/03/11 9919 - STIKER,EDWARD S. USD 18 02/02/11 02/03/11 9919 - STIKER,EDWARD S. USD 500,000 02/04/11 02/03/11 9919 - STIKER,EDWARD S.

Swap# SR5VS EQUS6 FA9E2 EVJXD EVJXD AXKXY HKP3J

SRFGB

SR94R EJMWD EJMWG EJMWF SRFKN SR24Y SRFMN YAK59 SRFMC SRFMU SRFMM

YAK5A SR992 SR994 SR94T SRC9J YAK59 HM048 YAK5A

SR955

EVM4R

EZBKF EZBKE

SRFUB

SRG1V SRG1U

LQAMK SRFX2 SREBP

SRFZT

YAP5G

SRGA0

Trading CC Desc NA VOLATILITY TRADING NA INFLATION TRADING IR MGMT - STRUCTURED RATES TK VOLATILITY TRADING TK VOLATILITY TRADING TK JPY SWAP TRDG STERLING RATES NA INDEX TRADING DSP STRUCTURES HEDGE ALL DSP STRUCTURES HEDGE ALL TAX TRD - GOVERNMENT BOND NA VOLATILITY TRADING TAX TRD - GOVERNMENT BOND FI CLIENT FINANCING - US NA VOLATILITY TRADING EU VOLATILITY TRADING EU VOLATILITY TRADING EU VOLATILITY TRADING TAX TRD - GOVT AGENCY TRADING NA VOLATILITY TRADING NA VOLATILITY TRADING NA VOLATILITY TRADING NA SWAPS TRDG NA VOLATILITY TRADING NA VOLATILITY TRADING NA VOLATILITY TRADING TAX TRD - GOVERNMENT BOND TAX TRD - GOVERNMENT BOND TAX TRD - GOVERNMENT BOND TAX TRD - GOVERNMENT BOND NA CP PRIMARY NONJV NA SWAPS TRDG NA VOLATILITY TRADING NA VOLATILITY TRADING NA VOLATILITY TRADING NA VOLATILITY TRADING NA SWAPS TRDG EU USSWP TRD NA SWAPS TRDG SWING ACTIVITY SWING ACTIVITY SWING ACTIVITY SWING ACTIVITY SWING ACTIVITY SECONDARY CORPORATES SECONDARY CORPORATES SECONDARY CORPORATES TAX TRD - GOVERNMENT BOND NA VOLATILITY TRADING SWING ACTIVITY TAX TRD - GOVERNMENT BOND TAX TRD - GOVERNMENT BOND SECONDARY CORPORATES SECONDARY CORPORATES SECONDARY CORPORATES TK VOLATILITY TRADING TAX TRD - GOVERNMENT BOND TAX TRD - GOVERNMENT BOND SWING ACTIVITY SECONDARY CORPORATES SECONDARY CORPORATES SECONDARY CORPORATES SECONDARY CORPORATES SECONDARY CORPORATES AP IRCC IR TRADING - SYDNEY AP IRCC IR TRADING - SYDNEY TAX TRD - GOVERNMENT BOND TAX TRD - GOVERNMENT BOND TAX TRD - GOVERNMENT BOND TAX TRD - GOVERNMENT BOND TAX TRD - GOVERNMENT BOND TAX TRD - GOVERNMENT BOND NA VOLATILITY TRADING TAX TRD - GOVERNMENT BOND TAX TRD - GOVERNMENT BOND SECONDARY CORPORATES SECONDARY CORPORATES TAX TRD - GOVERNMENT BOND TAX TRD - GOVERNMENT BOND TAX TRD - GOVERNMENT BOND FI CLIENT FINANCING - US NA VOLATILITY TRADING NA VOLATILITY TRADING SECONDARY CORPORATES SECONDARY CORPORATES SECONDARY CORPORATES SECONDARY CORPORATES NA VOLATILITY TRADING NA VOLATILITY TRADING TAX TRD - GOVERNMENT BOND NA VOLATILITY TRADING SWING ACTIVITY SWING ACTIVITY TAX TRD - GOVERNMENT BOND TAX TRD - GOVERNMENT BOND TAX TRD - GOVERNMENT BOND TAX TRD - GOVERNMENT BOND TAX TRD - GOVERNMENT BOND TAX TRD - GOVERNMENT BOND TAX TRD - GOVERNMENT BOND TAX TRD - GOVERNMENT BOND TAX TRD - GOVERNMENT BOND FI CLIENT FINANCING - US NA VOLATILITY TRADING TAX TRD - GOVERNMENT BOND TAX TRD - GOVERNMENT BOND TAX TRD - GOVERNMENT BOND TAX TRD - GOVERNMENT BOND TAX TRD - GOVERNMENT BOND TAX TRD - GOVERNMENT BOND TAX TRD - GOVERNMENT BOND TAX TRD - GOVERNMENT BOND TAX TRD - GOVERNMENT BOND TAX TRD - GOVERNMENT BOND TAX TRD - GOVERNMENT BOND TAX TRD - GOVERNMENT BOND TAX TRD - GOVERNMENT BOND NA SWAPS TRDG TAX TRD - GOVERNMENT BOND TAX TRD - GOVERNMENT BOND TAX TRD - GOVERNMENT BOND TAX TRD - GOVERNMENT BOND TAX TRD - GOVERNMENT BOND TAX TRD - GOVERNMENT BOND NA VOLATILITY TRADING

Trading Book(BAAC) LONG_DATED_VOL VOLATILITY_OTHER ACDMP TSJPY TSJPY TOJPY TOSTG NA TRADING FINANCE DIVIDEND NY TRADING_TREASURIES LONG_DATED_VOL NY TRADING_MISC TREASURY BILL BOOK LONG_DATED_VOL TNDEM TNDEM TNDEM NY TRADING_AGENCIES LONG_DATED_VOL LONG_DATED_VOL LONG_DATED_VOL USD_SWAPS LONG_DATED_VOL LONG_DATED_VOL LONG_DATED_VOL NY TRADING_TREASURIES NY TRADING_TREASURIES NY TRADING_TREASURIES NY TRADING_TREASURIES CPFXD USD_SWAPS LONG_DATED_VOL LONG_DATED_VOL LONG_DATED_VOL LONG_DATED_VOL USD_SWAPS EUUSD USD_SWAPS IGRES IGRES IGRES IGRES IGRES IGDEX IGUTL IGDEX NY TRADING_MISC LONG_DATED_VOL IGRES NY TRADING_TREASURIES NY TRADING_TREASURIES IGDEX IGINS IGFIN TSJPY NY TRADING_TREASURIES NY TRADING_TREASURIES IGRES IGFIN TOHYI IGHEL IGDEX IGHEL TOAU9 TOAU9 NY TRADING_TREASURIES NY TRADING_TREASURIES NY TRADING_MISC NY TRADING_TREASURIES NY TRADING_MISC NY TRADING_TREASURIES SHORT_DATED_VOL NY TRADING_TREASURIES NY TRADING_TREASURIES IGUTL IGUTL NY TRADING_MISC NY TRADING_MISC NY TRADING_MISC TREASURY BILL BOOK SHORT_DATED_VOL SHORT_DATED_VOL IGUTL IGUTL IGUTL IGDEX LONG_DATED_VOL LONG_DATED_VOL NY TRADING_MISC LONG_DATED_VOL IGRES IGRES NY TRADING_TREASURIES NY TRADING_TREASURIES NY TRADING_TREASURIES NY TRADING_TREASURIES NY TRADING_TREASURIES NY TRADING_MISC NY TRADING_TREASURIES NY TRADING_TREASURIES NY TRADING_TREASURIES TREASURY BILL BOOK LONG_DATED_VOL NY TRADING_TREASURIES NY TRADING_TREASURIES NY TRADING_TREASURIES NY TRADING_TREASURIES NY TRADING_TREASURIES NY TRADING_TREASURIES NY TRADING_TREASURIES NY TRADING_TREASURIES NY TRADING_TREASURIES NY TRADING_TREASURIES NY TRADING_TREASURIES NY TRADING_TREASURIES NY TRADING_TREASURIES USD_SWAPS NY TRADING_TREASURIES NY TRADING_TREASURIES NY TRADING_TREASURIES NY TRADING_TREASURIES NY TRADING_TREASURIES NY TRADING_TREASURIES LONG_DATED_VOL

Trading Book ACUSD TOTIP ACDMP TSJPY TSJPY TOJPY TOSTG

MM Markup 0 0 0 0 0 0 0 0 0 0 0 0 0 0 0 0 0 0 0 0 0 0 0 0 0 0 0 0 0 0 0 0 0 0 0 0 0 0 0 0 0 0 0 0 0 0 0 0 0 0 0 0 0 0 0 0 0 0 0 0 0 0 0 0 0 0 0 0 0 0 0 0 0 0 0 0 0 0 0 0 0 0 0 0 0 0 0 0 0 0 0 0 0 0 0 0 0 0 0 0 0 0 0 0 0 0 0 0 0 0 0 0 0 0 0 0 0 0 0 0 0 0 0 0 0

ACUSD

ACUSD TNDEM TNDEM TNDEM ACUSD ACUSD ACUSD TOUSD ACUSD ACUSD ACUSD

TOUSD ACUSD ACUSD ACUSD ACUSD TOUSD EUUSD TOUSD

ACUSD

TSJPY

TOAU9 TOAU9

ACSTP

ACSTP ACSTP

ACUSD ACUSD ACUSD

ACUSD

TOUSD

ACUSD

Trading Name BREVAN HOWARD BREVAN HOWARD BREVAN HOWARD CONVEXITY CAPITAL MANAGEMENT CONVEXITY CAPITAL MANAGEMENT LCH.CLEARNET MS CONTROL AND INTERNAL ACCOUNTS CONVEXITY CAPITAL MANAGEMENT CONVEXITY CAPITAL MANAGEMENT CONVEXITY CAPITAL MANAGEMENT ETRADE SECURITIES CONVEXITY CAPITAL MANAGEMENT BREAKWATER TRADING ETRADE SECURITIES CONVEXITY CAPITAL MANAGEMENT ELEMENT CAPITAL ELEMENT CAPITAL ELEMENT CAPITAL PIMCO BREVAN HOWARD BREVAN HOWARD CONVEXITY CAPITAL MANAGEMENT BREVAN HOWARD CONVEXITY CAPITAL MANAGEMENT CONVEXITY CAPITAL MANAGEMENT CONVEXITY CAPITAL MANAGEMENT BREAKWATER TRADING BREAKWATER TRADING BREAKWATER TRADING BREAKWATER TRADING ALLIANCEBERNSTEIN BREVAN HOWARD CONVEXITY CAPITAL MANAGEMENT CONVEXITY CAPITAL MANAGEMENT CONVEXITY CAPITAL MANAGEMENT CONVEXITY CAPITAL MANAGEMENT BREVAN HOWARD CAPULA INVESTMENT MANAGEMENT BREVAN HOWARD ALLIANCEBERNSTEIN ALLIANCEBERNSTEIN ALLIANCEBERNSTEIN ALLIANCEBERNSTEIN ALLIANCEBERNSTEIN ALLIANCEBERNSTEIN ALLIANCEBERNSTEIN ALLIANCEBERNSTEIN BREAKWATER TRADING CONVEXITY CAPITAL MANAGEMENT ALLIANCEBERNSTEIN FEDERAL RESERVE BANK OF NEW YORK FEDERAL RESERVE BANK OF NEW YORK ALLIANCEBERNSTEIN ALLIANCEBERNSTEIN ALLIANCEBERNSTEIN CONVEXITY CAPITAL MANAGEMENT BREAKWATER TRADING BREAKWATER TRADING ALLIANCEBERNSTEIN ALLIANCEBERNSTEIN ALLIANCEBERNSTEIN ALLIANCEBERNSTEIN ALLIANCEBERNSTEIN ALLIANCEBERNSTEIN CONVEXITY CAPITAL MANAGEMENT CONVEXITY CAPITAL MANAGEMENT BREAKWATER TRADING BREAKWATER TRADING BREAKWATER TRADING ETRADE SECURITIES ETRADE SECURITIES ETRADE SECURITIES BREVAN HOWARD BREAKWATER TRADING BREAKWATER TRADING ALLIANCEBERNSTEIN ALLIANCEBERNSTEIN BREAKWATER TRADING BREAKWATER TRADING BREAKWATER TRADING FEDERAL RESERVE BANK OF NEW YORK DEUTSCHE BANK DEUTSCHE BANK ALLIANCEBERNSTEIN ALLIANCEBERNSTEIN ALLIANCEBERNSTEIN ALLIANCEBERNSTEIN BREVAN HOWARD CONVEXITY CAPITAL MANAGEMENT GRAHAM CAPITAL MANAGEMENT CONVEXITY CAPITAL MANAGEMENT FEDERATED INVESTORS ALLIANCEBERNSTEIN GRAHAM CAPITAL MANAGEMENT GRAHAM CAPITAL MANAGEMENT BREAKWATER TRADING BREAKWATER TRADING BREAKWATER TRADING BREAKWATER TRADING FEDERAL RESERVE BANK OF NEW YORK FEDERAL RESERVE BANK OF NEW YORK FEDERAL RESERVE BANK OF NEW YORK FEDERAL RESERVE BANK OF NEW YORK CONVEXITY CAPITAL MANAGEMENT BREAKWATER TRADING BREAKWATER TRADING BREAKWATER TRADING BREAKWATER TRADING BREAKWATER TRADING BREAKWATER TRADING BREAKWATER TRADING BREAKWATER TRADING BREAKWATER TRADING BREAKWATER TRADING BREAKWATER TRADING BREAKWATER TRADING BREAKWATER TRADING BREVAN HOWARD BREAKWATER TRADING BREAKWATER TRADING BREAKWATER TRADING FEDERAL RESERVE BANK OF NEW YORK FEDERAL RESERVE BANK OF NEW YORK FEDERAL RESERVE BANK OF NEW YORK BREVAN HOWARD

Trader ID

heslin pergolad jeffryf seangree pergolad yanwang yanwang yanwang schuberc bpiafsky rappliz davidfl kanata pergolad pergolad davidfl dimariaa dimariaa dimariaa dimariaa slaterc kanata pergolad pergolad pergolad pergolad kanata lparker kanata ryan.cha ryan.cha ryan.cha crichez christop gokhvat maychr gokhvat jeffryf pergolad ryan.cha seelaus seelaus rvanderm rocher lynyak seelaus seelaus cory.cat lynyak lynyak markin rvanderm markin pauldoc pauldoc dimariaa dimariaa jeffryf brianv jeffryf brianv ayres dimariaa dimariaa maychr maychr jeffryf jeffryf jeffryf swynne ayres ayres maychr maychr maychr rvanderm davidfl pergolad jeffryf pergolad taylor.a ryan.cha seelaus seelaus keitait seelaus keitait jeffryf heslin keitait keitait swynne pergolad dimariaa dimariaa keitait keitait dimariaa keitait keitait keitait dimariaa dimariaa dimariaa keitait dimariaa pariente keitait keitait keitait seelaus seelaus heslin pergolad

126 127 128 129 130 131 132 133 134 135 136 137 138 139 140 141 142 143 144 145 146 147 148 149 150 151 152 153 154 155 156 157 158 159 160 161 162 163 164 165 166 167 168 169 170 171 172 173 174 175 176 177 178 179 180 181 182 183 184 185 186 187 188 189 190 191 192 193 194 195 196 197 198 199 200 201 202 203 204 205 206 207 208 209 210 211 212 213 214 215 216 217 218 219 220 221 222 223 224 225 226 227 228 229 230 231 232 233 234 235 236 237 238 239 240 241 242 243 244 245 246 247 248 249 250 251

02/03/11 BWT PROFESSIONAL TRADING LLC (BWT1) 02/03/11 FEDERAL RESERVE BANK OF NEW (FDLB) 02/03/11 FEDERATED INVESTORS INC (FR0) 02/03/11 FEDERATED INVESTORS INC (FR0) 02/04/11 CONVEXITY CAPITAL MANAGEMENT, (CVEX) 02/04/11 CONVEXITY CAPITAL MANAGEMENT, (CVEX) 02/04/11 CONVEXITY CAPITAL MANAGEMENT, (CVEX) 02/04/11 CONVEXITY CAPITAL MANAGEMENT, (CVEX) 02/04/11 CONVEXITY CAPITAL MANAGEMENT, (CVEX) 02/04/11 CONVEXITY CAPITAL MANAGEMENT, (CVEX) 02/07/11 CONVEXITY CAPITAL MANAGEMENT, (CVEX) 02/07/11 CONVEXITY CAPITAL MANAGEMENT, (CVEX) 02/07/11 BWT PROFESSIONAL TRADING LLC (BWT1) 02/07/11 MASSACHUSETTS FINANCIAL SVCS. (MSFS) 02/07/11 CONVEXITY CAPITAL MANAGEMENT, (CVEX) 02/08/11 CONVEXITY CAPITAL MANAGEMENT, (CVEX) 02/08/11 NEKTAR ASSET MANAGEMENT (NKTR) 02/08/11 NEKTAR ASSET MANAGEMENT (NKTR) 02/08/11 CONVEXITY CAPITAL MANAGEMENT, (CVEX) 02/08/11 ALLIANCEBERNSTEIN (ALL7) 02/09/11 BWT PROFESSIONAL TRADING LLC (BWT1) 02/09/11 BWT PROFESSIONAL TRADING LLC (BWT1) 02/09/11 BWT PROFESSIONAL TRADING LLC (BWT1) 02/09/11 FEDERATED INVESTORS INC (FR0) 02/10/11 HARVARD MGT (H07) 02/10/11 HARVARD MGT (H07) 02/11/11 BWT PROFESSIONAL TRADING LLC (BWT1) 02/11/11 BWT PROFESSIONAL TRADING LLC (BWT1) 02/11/11 BWT PROFESSIONAL TRADING LLC (BWT1) 02/14/11 ALLIANCEBERNSTEIN (ALL7) 02/14/11 ALLIANCEBERNSTEIN (ALL7) 02/14/11 ALLIANCEBERNSTEIN (ALL7) 02/15/11 CONVEXITY CAPITAL MANAGEMENT, (CVEX) 02/15/11 CONVEXITY CAPITAL MANAGEMENT, (CVEX) 02/15/11 BREVAN HOWARD ASSET MANAGEMENT (BREVN) 02/15/11 NEKTAR ASSET MANAGEMENT (NKTR) 02/15/11 NEKTAR ASSET MANAGEMENT (NKTR) 02/15/11 BWT PROFESSIONAL TRADING LLC (BWT1) 02/15/11 BWT PROFESSIONAL TRADING LLC (BWT1) 02/15/11 BWT PROFESSIONAL TRADING LLC (BWT1) 02/15/11 FEDERAL RESERVE BANK OF NEW (FDLB) 02/15/11 CONVEXITY CAPITAL MANAGEMENT, (CVEX) 02/15/11 CONVEXITY CAPITAL MANAGEMENT, (CVEX) 02/15/11 CONVEXITY CAPITAL MANAGEMENT, (CVEX) 02/15/11 CONVEXITY CAPITAL MANAGEMENT, (CVEX) 02/15/11 CONVEXITY CAPITAL MANAGEMENT, (CVEX) 02/15/11 CONVEXITY CAPITAL MANAGEMENT, (CVEX) 02/15/11 CONVEXITY CAPITAL MANAGEMENT, (CVEX) 02/15/11 CONVEXITY CAPITAL MANAGEMENT, (CVEX) 02/15/11 FEDERATED INVESTORS INC (FR0) 02/15/11 FEDERATED INVESTORS INC (FR0) 02/16/11 CONVEXITY CAPITAL MANAGEMENT, (CVEX) 02/16/11 BWT PROFESSIONAL TRADING LLC (BWT1) 02/16/11 FEDERAL RESERVE BANK OF NEW (FDLB) 02/17/11 BWT PROFESSIONAL TRADING LLC (BWT1) 02/17/11 BWT PROFESSIONAL TRADING LLC (BWT1) 02/17/11 BWT PROFESSIONAL TRADING LLC (BWT1) 02/17/11 BWT PROFESSIONAL TRADING LLC (BWT1) 02/17/11 FEDERAL RESERVE BANK OF NEW (FDLB) 02/17/11 BWT PROFESSIONAL TRADING LLC (BWT1) 02/17/11 BWT PROFESSIONAL TRADING LLC (BWT1) 02/17/11 BWT PROFESSIONAL TRADING LLC (BWT1) 02/17/11 FEDERAL RESERVE BANK OF NEW (FDLB) 02/18/11 CONVEXITY CAPITAL MANAGEMENT, (CVEX) 02/18/11 BWT PROFESSIONAL TRADING LLC (BWT1) 02/18/11 BWT PROFESSIONAL TRADING LLC (BWT1) 02/18/11 BWT PROFESSIONAL TRADING LLC (BWT1) 02/18/11 MASSACHUSETTS FINANCIAL SVCS. (MSFS) 02/18/11 CONVEXITY CAPITAL MANAGEMENT, (CVEX) 02/18/11 CONVEXITY CAPITAL MANAGEMENT, (CVEX) 02/22/11 BWT PROFESSIONAL TRADING LLC (BWT1) 02/22/11 MERRILL LYNCH CAPITAL MARKETS (MRCPB) 02/22/11 ALLIANCEBERNSTEIN (ALL7) 02/23/11 BWT PROFESSIONAL TRADING LLC (BWT1) 02/23/11 BWT PROFESSIONAL TRADING LLC (BWT1) 02/24/11 CONVEXITY CAPITAL MANAGEMENT, (CVEX) 02/24/11 BWT PROFESSIONAL TRADING LLC (BWT1) 02/24/11 BWT PROFESSIONAL TRADING LLC (BWT1) 02/24/11 BWT PROFESSIONAL TRADING LLC (BWT1) 02/24/11 CONVEXITY CAPITAL MANAGEMENT, (CVEX) 02/24/11 ALLIANCEBERNSTEIN (ALL7) 02/24/11 ALLIANCEBERNSTEIN (ALL7) 02/25/11 NEKTAR ASSET MANAGEMENT (NKTR) 02/25/11 NEKTAR ASSET MANAGEMENT (NKTR) 02/25/11 NEKTAR ASSET MANAGEMENT (NKTR) 02/25/11 NEKTAR ASSET MANAGEMENT (NKTR) 02/25/11 BWT PROFESSIONAL TRADING LLC (BWT1) 02/25/11 NEKTAR ASSET MANAGEMENT (NKTR) 02/25/11 NEKTAR ASSET MANAGEMENT (NKTR) 02/28/11 CONVEXITY CAPITAL MANAGEMENT, (CVEX) 02/28/11 CONVEXITY CAPITAL MANAGEMENT, (CVEX) 02/28/11 CONVEXITY CAPITAL MANAGEMENT, (CVEX) 02/28/11 BWT PROFESSIONAL TRADING LLC (BWT1) 02/28/11 BWT PROFESSIONAL TRADING LLC (BWT1) 02/28/11 BWT PROFESSIONAL TRADING LLC (BWT1) 02/28/11 CONVEXITY CAPITAL MANAGEMENT, (CVEX) 02/28/11 CONVEXITY CAPITAL MANAGEMENT, (CVEX) 02/28/11 CONVEXITY CAPITAL MANAGEMENT, (CVEX) 02/28/11 CONVEXITY CAPITAL MANAGEMENT, (CVEX) 02/28/11 ALLIANCEBERNSTEIN (ALL7) 02/28/11 ALLIANCEBERNSTEIN (ALL7) 03/01/11 CONVEXITY CAPITAL MANAGEMENT, (CVEX) 03/01/11 BWT PROFESSIONAL TRADING LLC (BWT1) 03/01/11 BWT PROFESSIONAL TRADING LLC (BWT1) 03/01/11 BWT PROFESSIONAL TRADING LLC (BWT1) 03/01/11 BWT PROFESSIONAL TRADING LLC (BWT1) 03/01/11 BWT PROFESSIONAL TRADING LLC (BWT1) 03/01/11 BWT PROFESSIONAL TRADING LLC (BWT1) 03/01/11 ALLIANCEBERNSTEIN (ALL7) 03/01/11 ALLIANCEBERNSTEIN (ALL7) 03/01/11 ALLIANCEBERNSTEIN (ALL7) 03/01/11 ALLIANCEBERNSTEIN (ALL7) 03/01/11 ALLIANCEBERNSTEIN (ALL7) 03/02/11 CONVEXITY CAPITAL MANAGEMENT, (CVEX) 03/02/11 CONVEXITY CAPITAL MANAGEMENT, (CVEX) 03/02/11 FEDERAL RESERVE BANK OF NEW (FDLB) 03/02/11 NEKTAR ASSET MANAGEMENT AB (NKTAE) 03/02/11 MERRILL LYNCH INTERNATIONAL (MLIL) 03/02/11 CONVEXITY CAPITAL MANAGEMENT, (CVEX) 03/02/11 CONVEXITY CAPITAL MANAGEMENT, (CVEX) 03/02/11 CONVEXITY CAPITAL MANAGEMENT, (CVEX) 03/02/11 ALLIANCEBERNSTEIN (ALL7) 03/02/11 ALLIANCEBERNSTEIN (ALL7) 03/02/11 ALLIANCEBERNSTEIN (ALL7) 03/02/11 ALLIANCEBERNSTEIN (ALL7) 03/02/11 ALLIANCEBERNSTEIN (ALL7)

T 3.375 Nov 15, 2019 EXMT B Jun 02, 2011 EXMT BA 3.250 Oct 27, 2014 SEC5 GD 5.250 Feb 01, 2014 Swaption USD Long 0.90 2014/05/09 Swaption USD Long 0.85 2013/12/09 Swaption USD Short 4.22 2019/09/05 Swaption USD Short 4.22 2019/08/30 Swaption USD Short 3.25 2022/08/30 Unwind Swaption USD Short 3.16 2022/09/06 Unwind Swaption USD Short 0.95 2013/03/11 Swaption USD Short 3.76 2018/12/07 T 3.500 May 15, 2020 EXMT T 3.500 May 15, 2020 EXMT Swaption USD Short 3.14 2018/12/07 Unwind Swaption USD Short 3.63 2018/09/04 Float/Float USD Receiver 0.00 2013/02/11 Float/Float USD Receiver 0.00 2013/02/11 Swaption USD Short 3.28 2018/09/04 Unwind EQT 8.125 Jun 01, 2019 T 2.500 Mar 31, 2015 EXMT T 2.625 Feb 29, 2016 EXMT T 2.625 Feb 29, 2016 EXMT BA 3.250 Oct 27, 2014 SEC5 Swaption EUR Short 4.27 2025/12/04 StepInTrade Swaption EUR Long 3.91 2035/12/04 StepInTrade T 1.875 Jun 30, 2015 EXMT T 1.875 Jun 30, 2015 EXMT T 2.500 Mar 31, 2015 EXMT CVC 8.500 Apr 15, 2014 BG 5.875 May 15, 2013 CSX 5.500 Aug 01, 2013 Swaption USD Short 2.20 2013/08/19 Swaption USD Short 2.20 2013/05/08 Fixed/Float USD Receiver 3.23 2016/03/16 Float/Float USD Receiver 0.00 2013/02/19 Float/Float USD Receiver 0.00 2013/02/19 T 2.375 Feb 28, 2015 EXMT T 1.375 Nov 30, 2015 EXMT T 2.125 May 31, 2015 EXMT B Jul 21, 2011 EXMT Swaption USD Short 2.20 2014/08/19 Swaption USD Short 2.55 2013/05/08 Unwind Swaption USD Short 2.55 2013/04/26 Unwind Swaption USD Long 2.20 2014/08/18 Swaption USD Short 2.55 2014/05/08 Unwind Swaption USD Long 2.55 2014/05/08 Unwind Swaption USD Short 2.55 2014/04/28 Unwind Swaption USD Long 2.55 2014/04/28 Unwind BA 3.250 Oct 27, 2014 SEC5 NOC 1.850 Nov 15, 2015 SEC5 FEDERAL HOME LOAN BANK SYSTEM T 2.500 Apr 30, 2015 EXMT B Jun 02, 2011 EXMT T 1.875 Oct 31, 2017 EXMT T 2.500 Jun 30, 2017 EXMT T 2.375 Jul 31, 2017 EXMT T 2.750 Dec 31, 2017 EXMT T 2.500 Apr 30, 2015 EXMT T 2.625 Jan 31, 2018 EXMT T 2.750 Dec 31, 2017 EXMT T 1.875 Sep 30, 2017 EXMT B Aug 11, 2011 EXMT Swaption USD Short 2.08 2013/09/23 T 1.875 Jun 30, 2015 EXMT T 0.625 Dec 31, 2012 EXMT T 1.875 Jun 30, 2015 EXMT T 1.375 Feb 15, 2012 EXMT Swaption USD Short 2.08 2014/10/21 Swaption USD Short 2.66 2013/05/14 Unwind T 2.750 Dec 31, 2017 EXMT Fixed/Float GBP Payer 3.89 2040/08/28 WPPLN 8.000 Sep 15, 2014 T 2.500 Mar 31, 2015 EXMT T 2.500 Mar 31, 2015 EXMT Swaption USD Short 2.31 2014/12/19 T 2.500 Jun 30, 2017 EXMT T 2.000 Jan 31, 2016 EXMT T 2.125 Feb 29, 2016 EXMT Swaption USD Short 3.17 2016/12/19 Unwind IP 7.500 Aug 15, 2021 AEE 6.700 Feb 01, 2019 S May 15, 2027 EXMT SP Feb 15, 2025 EXMT Fixed Payment/Float USD Receiver 0.00 2027/05/17 SP Feb 15, 2023 EXMT T 1.250 Sep 30, 2015 EXMT Fixed Payment/Float USD Receiver 0.00 2025/02/18 Unwind Fixed Payment/Float USD Receiver 0.00 2025/02/18 Unwind Fed Funds Float/Float USD Payer 0.00 2018/07/02 Swaption USD Long 3.32 2018/09/04 Swaption USD Short 3.79 2021/09/02 T 2.375 Feb 28, 2015 EXMT T 2.500 Apr 30, 2015 EXMT T 2.000 Jan 31, 2016 EXMT Fed Funds Float/Float USD Payer 0.00 2015/10/01 Swaption USD Short 2.84 2021/09/02 Unwind Fixed/Float USD Payer 2.50 2018/09/04 Unwind Swaption USD Short 2.50 2018/09/04 Unwind TWC 4.125 Feb 15, 2021 SEC5 EQT 8.125 Jun 01, 2019 Fed Funds Float/Float USD Payer 0.00 2015/10/01 Unwind T 1.375 Nov 30, 2015 EXMT T 1.375 Nov 30, 2015 EXMT T 1.250 Sep 30, 2015 EXMT T 2.125 Feb 29, 2016 EXMT T 2.125 May 31, 2015 EXMT T 2.000 Jan 31, 2016 EXMT KMP 5.800 Mar 15, 2035 BG 5.875 May 15, 2013 IP 5.300 Apr 01, 2015 SEC5 WY 7.375 Mar 15, 2032 GE 4.800 May 01, 2013 SEC5 Swaption USD Short 1.92 2014/09/09 Swaption NZD Short 4.03 2012/04/12 Unwind B Aug 11, 2011 EXMT Fixed Payment/Float USD Receiver 0.00 2023/02/15 Unwind Cap GBP Receiver 0.00 2015/07/23 Swaption USD Long 1.92 2014/09/08 Swaption USD Short 2.97 2013/04/26 Unwind Swaption USD Short 1.92 2013/09/09 DE 5.100 Jan 15, 2013 SEC5 BA 5.125 Feb 15, 2013 SEC5 DE 4.375 Oct 16, 2019 MTNA 5.250 Aug 05, 2020 SEC5 MTNA 3.750 Aug 05, 2015 SEC5

USD USD USD USD USD USD USD USD USD USD USD USD USD USD USD USD USD USD USD USD USD USD USD USD USD USD USD USD USD USD USD USD USD USD USD USD USD USD USD USD USD USD USD USD USD USD USD USD USD USD USD USD USD USD USD USD USD USD USD USD USD USD USD USD USD USD USD USD USD USD USD USD USD USD USD USD USD USD USD USD USD USD USD USD USD USD USD USD USD USD USD USD USD USD USD USD USD USD USD USD USD USD USD USD USD USD USD USD USD USD USD USD USD USD USD USD USD USD USD USD USD USD USD USD USD USD

470 0 0 0 1,050,000 525,000 66,000 40,000 0 0 1,050,000 20,000 500 1 0 60,000 50,000 0 0 0 500 250 250 0 0 0 780 750 575 0 0 0 300,000 180,000 75,000 25,000 25,000 325 263 138 0 0 0 0 0 0 0 0 0 0 0 150,000 285 0 1,500 750 745 350 50 25 25 5 0 1,130,000 698 569 278 111 0 0 500 0 0 375 150 300,000 745 73 3 0 0 0 54,248 54,248 50,000 14,265 750 0 0 100,000 85,000 50,000 488 13 10 0 0 0 0 0 0 90,000 100 100 100 90 13 10 0 0 0 0 0 350,000 40,000 0 0 0 0 0 0 0 0 0 0 0

02/03/11 02/03/11 02/03/11 02/03/11 02/04/11 02/04/11 02/04/11 02/04/11 02/04/11 02/04/11 02/07/11 02/07/11 02/07/11 02/07/11 02/07/11 02/09/11 02/09/11 05/16/11 02/08/11 02/08/11 02/09/11 02/09/11 02/09/11 02/09/11 05/16/11 05/16/11 02/11/11 02/11/11 02/11/11 02/14/11 02/14/11 02/14/11 02/15/11 02/15/11 02/15/11 02/15/11 02/15/11 02/15/11 02/15/11 02/15/11 02/15/11 05/16/11 02/15/11 02/15/11 05/16/11 02/15/11 02/15/11 02/15/11 02/15/11 02/15/11 02/15/11 02/17/11 02/16/11 02/16/11 02/17/11 02/17/11 02/17/11 02/17/11 02/17/11 02/17/11 02/17/11 02/17/11 02/17/11 02/18/11 02/18/11 02/19/11 02/18/11 02/18/11 06/08/11 02/18/11 02/22/11 06/06/11 02/22/11 02/23/11 02/23/11 02/24/11 02/24/11 02/24/11 02/24/11 02/24/11 02/24/11 02/24/11 02/25/11 02/25/11 02/28/11 02/28/11 02/28/11 02/25/11 02/25/11 02/28/11 02/28/11 02/28/11 02/28/11 02/28/11 02/28/11 03/01/11 02/28/11 02/28/11 02/28/11 02/28/11 02/28/11 03/04/11 03/01/11 03/01/11 03/01/11 03/01/11 03/01/11 03/01/11 03/01/11 03/01/11 03/01/11 03/01/11 03/01/11 03/02/11 03/02/11 03/02/11 03/02/11 06/03/11 05/17/11 03/02/11 05/17/11 03/02/11 03/02/11 03/02/11 03/02/11 03/02/11

02/04/11 9919 - STIKER,EDWARD S. 02/03/11 9919 - STIKER,EDWARD S. 02/08/11 9919 - STIKER,EDWARD S. 02/08/11 9919 - STIKER,EDWARD S. 02/04/11 9919 - STIKER,EDWARD S. 02/04/11 9919 - STIKER,EDWARD S. 02/04/11 9919 - STIKER,EDWARD S. 02/04/11 9919 - STIKER,EDWARD S. 02/04/11 9919 - STIKER,EDWARD S. 02/04/11 9919 - STIKER,EDWARD S. 02/07/11 9919 - STIKER,EDWARD S. 02/07/11 9919 - STIKER,EDWARD S. 02/08/11 9919 - STIKER,EDWARD S. 02/08/11 9919 - STIKER,EDWARD S. 02/07/11 9919 - STIKER,EDWARD S. 02/08/11 9919 - STIKER,EDWARD S. 02/08/11 9919 - STIKER,EDWARD S. 02/08/11 9919 - STIKER,EDWARD S. 02/08/11 9919 - STIKER,EDWARD S. 02/11/11 9919 - STIKER,EDWARD S. 02/10/11 9919 - STIKER,EDWARD S. 02/10/11 9919 - STIKER,EDWARD S. 02/10/11 9919 - STIKER,EDWARD S. 02/14/11 9919 - STIKER,EDWARD S. 02/10/11 10321 - STIKER/QUBBAJ 02/10/11 10321 - STIKER/QUBBAJ 02/14/11 9919 - STIKER,EDWARD S. 02/14/11 9919 - STIKER,EDWARD S. 02/14/11 9919 - STIKER,EDWARD S. 02/17/11 9919 - STIKER,EDWARD S. 02/17/11 9919 - STIKER,EDWARD S. 02/17/11 9919 - STIKER,EDWARD S. 02/15/11 9919 - STIKER,EDWARD S. 02/15/11 9919 - STIKER,EDWARD S. 02/15/11 9919 - STIKER,EDWARD S. 02/15/11 9919 - STIKER,EDWARD S. 02/15/11 9919 - STIKER,EDWARD S. 02/16/11 9919 - STIKER,EDWARD S. 02/16/11 9919 - STIKER,EDWARD S. 02/16/11 9919 - STIKER,EDWARD S. 02/16/11 9919 - STIKER,EDWARD S. 02/15/11 9919 - STIKER,EDWARD S. 02/15/11 9919 - STIKER,EDWARD S. 02/15/11 9919 - STIKER,EDWARD S. 02/15/11 9919 - STIKER,EDWARD S. 02/15/11 9919 - STIKER,EDWARD S. 02/15/11 9919 - STIKER,EDWARD S. 02/15/11 9919 - STIKER,EDWARD S. 02/15/11 9919 - STIKER,EDWARD S. 02/18/11 9919 - STIKER,EDWARD S. 02/18/11 9919 - STIKER,EDWARD S. 02/18/11 9919 - STIKER,EDWARD S. 02/17/11 9919 - STIKER,EDWARD S. 02/16/11 9919 - STIKER,EDWARD S. 02/18/11 9919 - STIKER,EDWARD S. 02/18/11 9919 - STIKER,EDWARD S. 02/18/11 9919 - STIKER,EDWARD S. 02/18/11 9919 - STIKER,EDWARD S. 02/18/11 9919 - STIKER,EDWARD S. 02/18/11 9919 - STIKER,EDWARD S. 02/18/11 9919 - STIKER,EDWARD S. 02/18/11 9919 - STIKER,EDWARD S. 02/18/11 9919 - STIKER,EDWARD S. 02/18/11 9919 - STIKER,EDWARD S. 02/22/11 9919 - STIKER,EDWARD S. 02/22/11 9919 - STIKER,EDWARD S. 02/22/11 9919 - STIKER,EDWARD S. 02/22/11 9919 - STIKER,EDWARD S. 02/18/11 9919 - STIKER,EDWARD S. 02/18/11 9919 - STIKER,EDWARD S. 02/23/11 9919 - STIKER,EDWARD S. 02/22/11 10321 - STIKER/QUBBAJ 02/25/11 9919 - STIKER,EDWARD S. 02/24/11 9919 - STIKER,EDWARD S. 02/24/11 9919 - STIKER,EDWARD S. 02/24/11 9919 - STIKER,EDWARD S. 02/25/11 9919 - STIKER,EDWARD S. 02/25/11 9919 - STIKER,EDWARD S. 02/28/11 9919 - STIKER,EDWARD S. 02/24/11 9919 - STIKER,EDWARD S. 02/28/11 9919 - STIKER,EDWARD S. 02/28/11 9919 - STIKER,EDWARD S. 02/28/11 9919 - STIKER,EDWARD S. 02/28/11 9919 - STIKER,EDWARD S. 02/25/11 9919 - STIKER,EDWARD S. 02/28/11 9919 - STIKER,EDWARD S. 02/28/11 9919 - STIKER,EDWARD S. 02/25/11 9919 - STIKER,EDWARD S. 02/25/11 9919 - STIKER,EDWARD S. 02/28/11 9919 - STIKER,EDWARD S. 02/28/11 9919 - STIKER,EDWARD S. 02/28/11 9919 - STIKER,EDWARD S. 03/01/11 9919 - STIKER,EDWARD S. 03/01/11 9919 - STIKER,EDWARD S. 03/01/11 9919 - STIKER,EDWARD S. 02/28/11 9919 - STIKER,EDWARD S. 02/28/11 9919 - STIKER,EDWARD S. 02/28/11 9919 - STIKER,EDWARD S. 02/28/11 9919 - STIKER,EDWARD S. 03/03/11 9919 - STIKER,EDWARD S. 03/03/11 9919 - STIKER,EDWARD S. 03/01/11 9919 - STIKER,EDWARD S. 03/02/11 9919 - STIKER,EDWARD S. 03/02/11 9919 - STIKER,EDWARD S. 03/02/11 9919 - STIKER,EDWARD S. 03/02/11 9919 - STIKER,EDWARD S. 03/02/11 9919 - STIKER,EDWARD S. 03/02/11 9919 - STIKER,EDWARD S. 03/04/11 9919 - STIKER,EDWARD S. 03/04/11 9919 - STIKER,EDWARD S. 03/04/11 9919 - STIKER,EDWARD S. 03/04/11 9919 - STIKER,EDWARD S. 03/04/11 9919 - STIKER,EDWARD S. 03/02/11 9919 - STIKER,EDWARD S. 03/02/11 9919 - STIKER,EDWARD S. 03/03/11 9919 - STIKER,EDWARD S. 03/02/11 9919 - STIKER,EDWARD S. 03/02/11 10321 - STIKER/QUBBAJ 03/02/11 9919 - STIKER,EDWARD S. 03/02/11 9919 - STIKER,EDWARD S. 03/02/11 9919 - STIKER,EDWARD S. 03/07/11 9919 - STIKER,EDWARD S. 03/07/11 9919 - STIKER,EDWARD S. 03/07/11 9919 - STIKER,EDWARD S. 03/07/11 9919 - STIKER,EDWARD S. 03/07/11 9919 - STIKER,EDWARD S.

SRGDA SRGDJ SRGCM SRGDR SR953 SR98Y SRGEQ SRGF0

SRENM SRGFW YAQ26 YAQ14 SRFMN

EJNYS EJNYT

SRGM9 SRGM6 GSAND YARBU YAREZ

SRGMA SR6MW SR64Q SRGMB SR6MX SR6MY SR64R SR64S

SRGPX

SRGQ1 SR6XG HM58D

SRGRV

SRF29

YASNU

YAA38 YAA1E YASVG SRGTN SRGU2

YASVK SR990 YASRK SR994

YASVK

SRGW9 EZBFK YRT7D KHB9E SRGWA SR65U SRGW8

TAX TRD - GOVERNMENT BOND FI CLIENT FINANCING - US SWING ACTIVITY SWING ACTIVITY NA VOLATILITY TRADING NA VOLATILITY TRADING NA VOLATILITY TRADING NA VOLATILITY TRADING NA VOLATILITY TRADING NA VOLATILITY TRADING NA VOLATILITY TRADING NA VOLATILITY TRADING TAX TRD - GOVERNMENT BOND TAX TRD - GOVERNMENT BOND NA VOLATILITY TRADING NA VOLATILITY TRADING NA SWAPS TRDG NA SWAPS TRDG NA VOLATILITY TRADING SECONDARY CORPORATES TAX TRD - GOVERNMENT BOND TAX TRD - GOVERNMENT BOND TAX TRD - GOVERNMENT BOND SWING ACTIVITY EU VOLATILITY TRADING EU VOLATILITY TRADING TAX TRD - GOVERNMENT BOND TAX TRD - GOVERNMENT BOND TAX TRD - GOVERNMENT BOND SWING ACTIVITY SWING ACTIVITY SWING ACTIVITY NA VOLATILITY TRADING NA VOLATILITY TRADING NA SWAPS TRDG NA SWAPS TRDG NA SWAPS TRDG TAX TRD - GOVERNMENT BOND TAX TRD - GOVERNMENT BOND TAX TRD - GOVERNMENT BOND FI CLIENT FINANCING - US NA VOLATILITY TRADING NA VOLATILITY TRADING NA VOLATILITY TRADING NA VOLATILITY TRADING NA VOLATILITY TRADING NA VOLATILITY TRADING NA VOLATILITY TRADING NA VOLATILITY TRADING SWING ACTIVITY SWING ACTIVITY NA VOLATILITY TRADING TAX TRD - GOVERNMENT BOND FI CLIENT FINANCING - US TAX TRD - GOVERNMENT BOND TAX TRD - GOVERNMENT BOND TAX TRD - GOVERNMENT BOND TAX TRD - GOVERNMENT BOND TAX TRD - GOVERNMENT BOND TAX TRD - GOVERNMENT BOND TAX TRD - GOVERNMENT BOND TAX TRD - GOVERNMENT BOND FI CLIENT FINANCING - US NA VOLATILITY TRADING TAX TRD - GOVERNMENT BOND TK US GOVERNMENT BOND TRADING TAX TRD - GOVERNMENT BOND TAX TRD - GOVERNMENT BOND NA VOLATILITY TRADING NA VOLATILITY TRADING TAX TRD - GOVERNMENT BOND EU VOLATILITY TRADING SWING ACTIVITY TAX TRD - GOVERNMENT BOND TAX TRD - GOVERNMENT BOND NA VOLATILITY TRADING TAX TRD - GOVERNMENT BOND TAX TRD - GOVERNMENT BOND TAX TRADING - US GOVTS NA VOLATILITY TRADING SWING ACTIVITY SWING ACTIVITY TAX TRD - GOVERNMENT BOND TAX TRD - GOVERNMENT BOND NA SWAPS TRDG TAX TRD - GOVERNMENT BOND TAX TRD - GOVERNMENT BOND NA SWAPS TRDG NA SWAPS TRDG NA SWAPS TRDG NA VOLATILITY TRADING NA VOLATILITY TRADING TAX TRD - GOVERNMENT BOND TAX TRD - GOVERNMENT BOND TAX TRD - GOVERNMENT BOND NA SWAPS TRDG NA VOLATILITY TRADING NA VOLATILITY TRADING NA VOLATILITY TRADING SWING ACTIVITY SECONDARY CORPORATES NA SWAPS TRDG TAX TRD - GOVERNMENT BOND TAX TRD - GOVERNMENT BOND TAX TRD - GOVERNMENT BOND TAX TRD - GOVERNMENT BOND TAX TRD - GOVERNMENT BOND TAX TRD - GOVERNMENT BOND SWING ACTIVITY SWING ACTIVITY SWING ACTIVITY SECONDARY CORPORATES SECONDARY CORPORATES NA VOLATILITY TRADING AP IRCC IR TRADING - SYDNEY FI CLIENT FINANCING - US NA SWAPS TRDG EU VOLATILITY TRADING NA VOLATILITY TRADING NA VOLATILITY TRADING NA VOLATILITY TRADING SWING ACTIVITY SWING ACTIVITY SWING ACTIVITY SECONDARY CORPORATES SECONDARY CORPORATES

NY TRADING_TREASURIES TREASURY BILL BOOK IGRES IGRES LONG_DATED_VOL LONG_DATED_VOL LONG_DATED_VOL LONG_DATED_VOL LONG_DATED_VOL LONG_DATED_VOL LONG_DATED_VOL LONG_DATED_VOL NY TRADING_TREASURIES NY TRADING_TREASURIES LONG_DATED_VOL LONG_DATED_VOL USD_SWAPS USD_SWAPS LONG_DATED_VOL IGUTL NY TRADING_TREASURIES NY TRADING_TREASURIES NY TRADING_TREASURIES IGRES TODEM TODEM NY TRADING_TREASURIES NY TRADING_TREASURIES NY TRADING_TREASURIES IGRES IGRES IGRES LONG_DATED_VOL LONG_DATED_VOL USD_SWAPS USD_SWAPS USD_SWAPS NY TRADING_TREASURIES NY TRADING_TREASURIES NY TRADING_TREASURIES TREASURY BILL BOOK LONG_DATED_VOL LONG_DATED_VOL LONG_DATED_VOL LONG_DATED_VOL LONG_DATED_VOL LONG_DATED_VOL LONG_DATED_VOL LONG_DATED_VOL IGRES IGRES LONG_DATED_VOL NY TRADING_MISC TREASURY BILL BOOK NY TRADING_TREASURIES NY TRADING_TREASURIES NY TRADING_TREASURIES NY TRADING_TREASURIES NY TRADING_TREASURIES NY TRADING_TREASURIES NY TRADING_TREASURIES NY TRADING_TREASURIES TREASURY BILL BOOK LONG_DATED_VOL NY TRADING_TREASURIES UST FLOW NY TRADING_TREASURIES NY TRADING_TREASURIES LONG_DATED_VOL LONG_DATED_VOL NY TRADING_TREASURIES TNDEM IGRES NY TRADING_TREASURIES NY TRADING_TREASURIES SHORT_DATED_VOL NY TRADING_TREASURIES NY TRADING_MISC MAIN SHORT_DATED_VOL IGRES IGRES NY TRADING_TREASURIES NY TRADING_TREASURIES USD_SWAPS NY TRADING_TREASURIES NY TRADING_TREASURIES USD_SWAPS USD_SWAPS USD_SWAPS LONG_DATED_VOL LONG_DATED_VOL NY TRADING_TREASURIES NY TRADING_TREASURIES NY TRADING_MISC USD_SWAPS LONG_DATED_VOL LONG_DATED_VOL LONG_DATED_VOL IGRES IGUTL USD_SWAPS NY TRADING_TREASURIES NY TRADING_TREASURIES NY TRADING_TREASURIES NY TRADING_MISC NY TRADING_TREASURIES NY TRADING_MISC IGRES IGRES IGRES IGDEX IGINS LONG_DATED_VOL TOAU9 TREASURY BILL BOOK USD_SWAPS TNDEM LONG_DATED_VOL LONG_DATED_VOL LONG_DATED_VOL IGRES IGRES IGRES IGDEX IGDEX

ACUSD ACUSD ACUSD ACUSD ACUSD ACUSD ACUSD ACUSD

ACUSD ACUSD BASIS BASIS ACUSD

TODEM TODEM

ACUSD ACUSD TOUSD BASIS BASIS

ACUSD ACUSD ACUSD ACUSD ACUSD ACUSD ACUSD ACUSD

ACUSD

ACUSD ACUSD TNDEM

ACSTP

ACSTP

TOUSD

TOUSD TOUSD TOSCP ACUSD ACUSD

TOSCP ACUSD ACUSD ACUSD

TOSCP

ACUSD TOAU9 TOUSD TNDEM ACUSD ACUSD ACUSD

0 0 0 0 0 0 0 0 0 0 0 0 0 0 0 0 0 0 0 0 0 0 0 0 0 0 0 0 0 0 0 0 0 0 0 0 0 0 0 0 0 0 0 0 0 0 0 0 0 0 0 0 0 0 0 0 0 0 0 0 0 0 0 0 0 0 0 0 0 0 0 0 0 0 0 0 0 0 0 0 0 0 0 0 0 0 0 0 0 0 0 0 0 0 0 0 0 0 0 0 0 0 0 0 0 0 0 0 0 0 0 0 0 0 0 0 0 0 0 0 0 0 0 0 0 0

BREAKWATER TRADING FEDERAL RESERVE BANK OF NEW YORK FEDERATED INVESTORS FEDERATED INVESTORS CONVEXITY CAPITAL MANAGEMENT CONVEXITY CAPITAL MANAGEMENT CONVEXITY CAPITAL MANAGEMENT CONVEXITY CAPITAL MANAGEMENT CONVEXITY CAPITAL MANAGEMENT CONVEXITY CAPITAL MANAGEMENT CONVEXITY CAPITAL MANAGEMENT CONVEXITY CAPITAL MANAGEMENT BREAKWATER TRADING MASSACHUSETTS FINANCIAL SERVICES CONVEXITY CAPITAL MANAGEMENT CONVEXITY CAPITAL MANAGEMENT BRUMMER - NEKTAR ASSET MANAGEMENT BRUMMER - NEKTAR ASSET MANAGEMENT CONVEXITY CAPITAL MANAGEMENT ALLIANCEBERNSTEIN BREAKWATER TRADING BREAKWATER TRADING BREAKWATER TRADING FEDERATED INVESTORS HARVARD MANAGEMENT COMPANY HARVARD MANAGEMENT COMPANY BREAKWATER TRADING BREAKWATER TRADING BREAKWATER TRADING ALLIANCEBERNSTEIN ALLIANCEBERNSTEIN ALLIANCEBERNSTEIN CONVEXITY CAPITAL MANAGEMENT CONVEXITY CAPITAL MANAGEMENT BREVAN HOWARD BRUMMER - NEKTAR ASSET MANAGEMENT BRUMMER - NEKTAR ASSET MANAGEMENT BREAKWATER TRADING BREAKWATER TRADING BREAKWATER TRADING FEDERAL RESERVE BANK OF NEW YORK CONVEXITY CAPITAL MANAGEMENT CONVEXITY CAPITAL MANAGEMENT CONVEXITY CAPITAL MANAGEMENT CONVEXITY CAPITAL MANAGEMENT CONVEXITY CAPITAL MANAGEMENT CONVEXITY CAPITAL MANAGEMENT CONVEXITY CAPITAL MANAGEMENT CONVEXITY CAPITAL MANAGEMENT FEDERATED INVESTORS FEDERATED INVESTORS CONVEXITY CAPITAL MANAGEMENT BREAKWATER TRADING FEDERAL RESERVE BANK OF NEW YORK BREAKWATER TRADING BREAKWATER TRADING BREAKWATER TRADING BREAKWATER TRADING FEDERAL RESERVE BANK OF NEW YORK BREAKWATER TRADING BREAKWATER TRADING BREAKWATER TRADING FEDERAL RESERVE BANK OF NEW YORK CONVEXITY CAPITAL MANAGEMENT BREAKWATER TRADING BREAKWATER TRADING BREAKWATER TRADING MASSACHUSETTS FINANCIAL SERVICES CONVEXITY CAPITAL MANAGEMENT CONVEXITY CAPITAL MANAGEMENT BREAKWATER TRADING MERRILL LYNCH ALLIANCEBERNSTEIN BREAKWATER TRADING BREAKWATER TRADING CONVEXITY CAPITAL MANAGEMENT BREAKWATER TRADING BREAKWATER TRADING BREAKWATER TRADING CONVEXITY CAPITAL MANAGEMENT ALLIANCEBERNSTEIN ALLIANCEBERNSTEIN BRUMMER - NEKTAR ASSET MANAGEMENT BRUMMER - NEKTAR ASSET MANAGEMENT BRUMMER - NEKTAR ASSET MANAGEMENT BRUMMER - NEKTAR ASSET MANAGEMENT BREAKWATER TRADING BRUMMER - NEKTAR ASSET MANAGEMENT BRUMMER - NEKTAR ASSET MANAGEMENT CONVEXITY CAPITAL MANAGEMENT CONVEXITY CAPITAL MANAGEMENT CONVEXITY CAPITAL MANAGEMENT BREAKWATER TRADING BREAKWATER TRADING BREAKWATER TRADING CONVEXITY CAPITAL MANAGEMENT CONVEXITY CAPITAL MANAGEMENT CONVEXITY CAPITAL MANAGEMENT CONVEXITY CAPITAL MANAGEMENT ALLIANCEBERNSTEIN ALLIANCEBERNSTEIN CONVEXITY CAPITAL MANAGEMENT BREAKWATER TRADING BREAKWATER TRADING BREAKWATER TRADING BREAKWATER TRADING BREAKWATER TRADING BREAKWATER TRADING ALLIANCEBERNSTEIN ALLIANCEBERNSTEIN ALLIANCEBERNSTEIN ALLIANCEBERNSTEIN ALLIANCEBERNSTEIN CONVEXITY CAPITAL MANAGEMENT CONVEXITY CAPITAL MANAGEMENT FEDERAL RESERVE BANK OF NEW YORK BRUMMER - NEKTAR ASSET MANAGEMENT MERRILL LYNCH CONVEXITY CAPITAL MANAGEMENT CONVEXITY CAPITAL MANAGEMENT CONVEXITY CAPITAL MANAGEMENT ALLIANCEBERNSTEIN ALLIANCEBERNSTEIN ALLIANCEBERNSTEIN ALLIANCEBERNSTEIN ALLIANCEBERNSTEIN

dimariaa swynne taylor.a taylor.a pergolad davidfl pergolad davidfl pergolad pergolad davidfl davidfl dimariaa dimariaa davidfl davidfl jesion jesion davidfl maychr keitait keitait keitait taylor.a yanwang charliep keitait keitait keitait adam.doh christop christop davidfl davidfl kanata jesion jesion keitait keitait keitait seangree davidfl rappliz davidfl davidfl rappliz rappliz davidfl davidfl taylor.a taylor.a jeffryf seangree nicolawh nicolawh nicolawh nicolawh keitait nicolawh nicolawh nicolawh seangree davidfl keitait hornbach keitait heslin davidfl davidfl dimariaa yanwang taylor.a keitait keitait ayres dimariaa jeffryf darrew blakesc taylor.a christop brianv brianv kanata brianv keitait kanata kanata jesion davidfl davidfl keitait keitait jeffryf jesion pergolad heppmic pergolad david.yo maychr jesion keitait keitait keitait jeffryf keitait jeffryf christop christop taylor.a rvanderm rocher davidfl halem swynne kanata yanwang davidfl davidfl davidfl taylor.a taylor.a taylor.a rvanderm rvanderm

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03/03/11 CONVEXITY CAPITAL MANAGEMENT, (CVEX) 03/03/11 CONVEXITY CAPITAL MANAGEMENT, (CVEX) 03/03/11 BWT PROFESSIONAL TRADING LLC (BWT1) 03/03/11 BWT PROFESSIONAL TRADING LLC (BWT1) 03/03/11 BWT PROFESSIONAL TRADING LLC (BWT1) 03/03/11 BWT PROFESSIONAL TRADING LLC (BWT1) 03/03/11 BWT PROFESSIONAL TRADING LLC (BWT1) 03/03/11 BWT PROFESSIONAL TRADING LLC (BWT1) 03/03/11 CONVEXITY CAPITAL MANAGEMENT, (CVEX) 03/03/11 CONVEXITY CAPITAL MANAGEMENT, (CVEX) 03/03/11 CONVEXITY CAPITAL MANAGEMENT, (CVEX) 03/04/11 CONVEXITY CAPITAL MANAGEMENT, (CVEX) 03/04/11 CONVEXITY CAPITAL MANAGEMENT, (CVEX) 03/04/11 BREVAN HOWARD ASSET MANAGEMENT (BRNHW) 03/04/11 CONVEXITY CAPITAL MANAGEMENT, (CVEX) 03/04/11 BWT PROFESSIONAL TRADING LLC (BWT1) 03/04/11 BWT PROFESSIONAL TRADING LLC (BWT1) 03/04/11 BWT PROFESSIONAL TRADING LLC (BWT1) 03/04/11 CONVEXITY CAPITAL MANAGEMENT, (CVEX) 03/07/11 CONVEXITY CAPITAL MANAGEMENT, (CVEX) 03/07/11 BWT PROFESSIONAL TRADING LLC (BWT1) 03/07/11 BWT PROFESSIONAL TRADING LLC (BWT1) 03/07/11 BWT PROFESSIONAL TRADING LLC (BWT1) 03/07/11 BWT PROFESSIONAL TRADING LLC (BWT1) 03/07/11 BWT PROFESSIONAL TRADING LLC (BWT1) 03/07/11 BWT PROFESSIONAL TRADING LLC (BWT1) 03/07/11 FEDERAL RESERVE BANK OF NEW (FDLB) 03/07/11 FEDERAL RESERVE BANK OF NEW (FDLB) 03/07/11 FEDERAL RESERVE BANK OF NEW (FDLB) 03/07/11 BWT PROFESSIONAL TRADING LLC (BWT1) 03/08/11 BWT PROFESSIONAL TRADING LLC (BWT1) 03/08/11 BWT PROFESSIONAL TRADING LLC (BWT1) 03/08/11 BWT PROFESSIONAL TRADING LLC (BWT1) 03/08/11 HARVARD MGT (H07) 03/09/11 BREVAN HOWARD ASSET MANAGEMENT (BREVN) 03/09/11 CONVEXITY CAPITAL MANAGEMENT, (CVEX) 03/09/11 CONVEXITY CAPITAL MANAGEMENT, (CVEX) 03/10/11 BREVAN HOWARD ASSET MANAGEMENT (BREVN) 03/10/11 CONVEXITY CAPITAL MANAGEMENT, (CVEX) 03/10/11 BWT PROFESSIONAL TRADING LLC (BWT1) 03/10/11 BWT PROFESSIONAL TRADING LLC (BWT1) 03/10/11 BWT PROFESSIONAL TRADING LLC (BWT1) 03/10/11 BWT PROFESSIONAL TRADING LLC (BWT1) 03/10/11 BWT PROFESSIONAL TRADING LLC (BWT1) 03/10/11 ALLIANCEBERNSTEIN (ALL7) 03/10/11 ALLIANCEBERNSTEIN (ALL7) 03/10/11 ALLIANCEBERNSTEIN (ALL7) 03/11/11 CONVEXITY CAPITAL MANAGEMENT, (CVEX) 03/11/11 MILLENNIUM PARTNERS L.P (MPTS) 03/11/11 BWT PROFESSIONAL TRADING LLC (BWT1) 03/11/11 BWT PROFESSIONAL TRADING LLC (BWT1) 03/11/11 BWT PROFESSIONAL TRADING LLC (BWT1) 03/11/11 BWT PROFESSIONAL TRADING LLC (BWT1) 03/11/11 CONVEXITY CAPITAL MANAGEMENT, (CVEX) 03/11/11 ALLIANCEBERNSTEIN (ALL7) 03/14/11 CONVEXITY CAPITAL MANAGEMENT, (CVEX) 03/14/11 H/2 CAPITAL PARTNERS (H2CAP) 03/14/11 CONVEXITY CAPITAL MANAGEMENT, (CVEX) 03/14/11 ALLIANCEBERNSTEIN (ALL7) 03/14/11 ALLIANCEBERNSTEIN (ALL7) 03/14/11 ALLIANCEBERNSTEIN (ALL7) 03/15/11 BWT PROFESSIONAL TRADING LLC (BWT1) 03/15/11 BWT PROFESSIONAL TRADING LLC (BWT1) 03/15/11 BWT PROFESSIONAL TRADING LLC (BWT1) 03/16/11 NEKTAR ASSET MANAGEMENT (NKTR) 03/16/11 NEKTAR ASSET MANAGEMENT (NKTR) 03/16/11 NEKTAR ASSET MANAGEMENT (NKTR) 03/16/11 NEKTAR ASSET MANAGEMENT (NKTR) 03/16/11 NEKTAR ASSET MANAGEMENT (NKTR) 03/16/11 BWT PROFESSIONAL TRADING LLC (BWT1) 03/16/11 BWT PROFESSIONAL TRADING LLC (BWT1) 03/16/11 NEKTAR ASSET MANAGEMENT (NKTR) 03/16/11 NEKTAR ASSET MANAGEMENT (NKTR) 03/17/11 FEDERAL RESERVE BANK OF NEW (FDLB) 03/17/11 FEDERAL RESERVE BANK OF NEW (FDLB) 03/17/11 BWT PROFESSIONAL TRADING LLC (BWT1) 03/18/11 CONVEXITY CAPITAL MANAGEMENT, (CVEX) 03/18/11 CONVEXITY CAPITAL MANAGEMENT, (CVEX) 03/18/11 CONVEXITY CAPITAL MANAGEMENT, (CVEX) 03/18/11 CONVEXITY CAPITAL MANAGEMENT, (CVEX) 03/18/11 CONVEXITY CAPITAL MANAGEMENT, (CVEX) 03/18/11 CONVEXITY CAPITAL MANAGEMENT, (CVEX) 03/18/11 BWT PROFESSIONAL TRADING LLC (BWT1) 03/18/11 BWT PROFESSIONAL TRADING LLC (BWT1) 03/18/11 BREAKWATER TRADING (BWTD) 03/18/11 BREAKWATER TRADING (BWTD) 03/18/11 BWT PROFESSIONAL TRADING LLC (BWT1) 03/18/11 BWT PROFESSIONAL TRADING LLC (BWT1) 03/18/11 CONVEXITY CAPITAL MANAGEMENT, (CVEX) 03/18/11 CONVEXITY CAPITAL MANAGEMENT, (CVEX) 03/18/11 CONVEXITY CAPITAL MANAGEMENT, (CVEX) 03/18/11 CONVEXITY CAPITAL MANAGEMENT, (CVEX) 03/18/11 CONVEXITY CAPITAL MANAGEMENT, (CVEX) 03/18/11 CONVEXITY CAPITAL MANAGEMENT, (CVEX) 03/18/11 CONVEXITY CAPITAL MANAGEMENT, (CVEX) 03/22/11 BREVAN HOWARD ASSET MANAGEMENT (BREVN) 03/22/11 NEKTAR ASSET MANAGEMENT (NKTR) 03/22/11 NEKTAR ASSET MANAGEMENT (NKTR) 03/22/11 BWT PROFESSIONAL TRADING LLC (BWT1) 03/22/11 NEKTAR ASSET MANAGEMENT (NKTR) 03/22/11 NEKTAR ASSET MANAGEMENT AB (NKTAE) 03/24/11 BWT PROFESSIONAL TRADING LLC (BWT1) 03/24/11 BWT PROFESSIONAL TRADING LLC (BWT1) 03/24/11 BWT PROFESSIONAL TRADING LLC (BWT1) 03/24/11 BWT PROFESSIONAL TRADING LLC (BWT1) 03/24/11 NEKTAR ASSET MANAGEMENT (NKTR) 03/24/11 NEKTAR ASSET MANAGEMENT (NKTR) 03/25/11 NEKTAR ASSET MANAGEMENT (NKTR) 03/28/11 NEKTAR ASSET MANAGEMENT AB (NKTAE) 03/28/11 BWT PROFESSIONAL TRADING LLC (BWT1) 03/28/11 BWT PROFESSIONAL TRADING LLC (BWT1) 03/29/11 BWT PROFESSIONAL TRADING LLC (BWT1) 03/29/11 BWT PROFESSIONAL TRADING LLC (BWT1) 03/29/11 BWT PROFESSIONAL TRADING LLC (BWT1) 03/29/11 BWT PROFESSIONAL TRADING LLC (BWT1) 03/29/11 BWT PROFESSIONAL TRADING LLC (BWT1) 03/29/11 BWT PROFESSIONAL TRADING LLC (BWT1) 03/29/11 BWT PROFESSIONAL TRADING LLC (BWT1) 03/29/11 BWT PROFESSIONAL TRADING LLC (BWT1) 03/29/11 SOCIETE GENERALE, PARIS (SOCGP) 03/29/11 SOCIETE GENERALE, PARIS (SOCGP) 03/29/11 DEUTSCHE NEW YORK (DENY) 03/29/11 BARCLAYS BANK ARBITRAGE DESK (BABAA) 03/30/11 CONVEXITY CAPITAL MANAGEMENT: GLOBAL 03/30/11 CONVEXITY CAPITAL MANAGEMENT: GLOBAL 03/30/11 CONVEXITY CAPITAL MANAGEMENT, (CVEX)

Swaption USD Short 2.09 2013/08/06 Swaption USD Long 2.06 2014/09/10 T 1.875 Sep 30, 2017 EXMT T 1.875 Sep 30, 2017 EXMT T 2.625 Jan 31, 2018 EXMT T 2.625 Jan 31, 2018 EXMT T 1.875 Sep 30, 2017 EXMT T 2.625 Jan 31, 2018 EXMT Swaption USD Short 3.00 2013/05/24 Unwind Swaption USD Long 3.00 2014/04/10 Unwind Swaption USD Short 2.85 2013/05/24 Unwind Swaption USD Short 1.96 2014/02/10 Swaption USD Short 1.97 2014/03/07 Swaption USD Short 3.03 2014/12/17 Swaption USD Long 1.96 2015/02/09 T 1.875 Sep 30, 2017 EXMT T 1.125 Mar 15, 2014 EXMT T 1.125 Mar 15, 2014 EXMT Fed Funds Float/Float USD Payer 0.00 2015/10/01 Unwind Fed Funds Float/Float USD Payer 0.00 2015/08/17 T 2.375 Jul 31, 2017 EXMT T 1.750 Jul 31, 2015 EXMT T 2.625 Feb 29, 2016 EXMT T 1.750 Jul 31, 2015 EXMT T 1.250 Sep 30, 2015 EXMT T 1.250 Sep 30, 2015 EXMT T 3.875 Oct 31, 2012 EXMT T 4.625 Oct 31, 2011 EXMT T 2.750 Oct 31, 2013 EXMT T 2.750 Feb 28, 2018 EXMT T 2.000 Jan 31, 2016 EXMT T 1.750 Jul 31, 2015 EXMT T 1.250 Sep 30, 2015 EXMT Swaption EUR Long 2.25 2013/04/29 Fixed/Float USD Receiver 3.53 2015/09/16 Swaption USD Short 2.76 2014/12/29 Swaption USD Short 3.98 2018/12/28 Unwind Fixed/Float USD Payer 4.98 2044/09/21 NZD 75.0 MM 05/04/2011 IRS T 3.375 Nov 15, 2019 EXMT T 3.500 May 15, 2020 EXMT T 3.500 May 15, 2020 EXMT T 3.375 Nov 15, 2019 EXMT T 3.625 Feb 15, 2021 EXMT TITIM 7.175 Jun 18, 2019 SEC5 C 5.500 Feb 15, 2017 RBS 5.625 Aug 24, 2020 Swaption USD Short 2.22 2014/12/16 T 2.500 Mar 31, 2015 EXMT T 1.875 Aug 31, 2017 EXMT T 3.250 May 31, 2016 EXMT T 3.250 May 31, 2016 EXMT T 2.250 Nov 30, 2017 EXMT Swaption USD Short 3.07 2016/12/16 Unwind TXT 5.400 Apr 28, 2013 TII 1.375 Jul 15, 2018 EXMT T 2.250 Nov 30, 2017 EXMT TII 1.125 Jan 15, 2021 EXMT T 5.500 Feb 01, 2018 SEC5 MTNA 5.250 Aug 05, 2020 SEC5 EQT 8.125 Jun 01, 2019 T 1.000 Jan 15, 2014 EXMT T 1.000 Jan 15, 2014 EXMT T 1.250 Mar 15, 2014 EXMT Fixed/Float USD Receiver 4.38 2040/12/20 Unwind Fixed/Float USD Receiver 3.30 2020/08/17 T 2.625 Aug 15, 2020 EXMT T 5.250 Nov 15, 2028 EXMT Fixed/Float USD Receiver 2.48 2015/01/22 T 1.000 Jan 15, 2014 EXMT T 1.000 Jan 15, 2014 EXMT Fixed/Float USD Payer 5.26 2020/12/21 Unwind Fixed/Float USD Payer 4.00 2028/11/15 T 4.875 Apr 30, 2011 EXMT T 1.875 Apr 30, 2014 EXMT T 3.375 Nov 15, 2019 EXMT Swaption USD Short 1.71 2014/12/22 Swaption USD Short 1.71 2013/11/25 Swaption USD Short 2.08 2014/12/15 Swaption USD Short 4.00 2020/03/20 Swaption USD Short 4.01 2020/03/20 Swaption NZD Short 3.72 2013/03/21 T 2.250 Nov 30, 2017 EXMT T 2.250 Nov 30, 2017 EXMT T 2.625 Jan 31, 2018 EXMT T 2.625 Jan 31, 2018 EXMT T 2.750 Feb 28, 2018 EXMT T 2.250 Nov 30, 2017 EXMT Swaption NZD Long 2.71 2013/03/21 Swaption USD Short 3.63 2018/09/04 Unwind Swaption USD Short 2.20 2013/08/19 Unwind Swaption USD Short 2.89 2016/12/14 Unwind Swaption USD Short 2.20 2014/08/19 Unwind Swaption USD Long 2.20 2014/08/18 Unwind Swaption USD Short 2.20 2013/05/08 Unwind Swaption USD Long 3.49 2021/04/28 TII 1.875 Jul 15, 2013 EXMT TII 1.375 Jan 15, 2020 EXMT T 2.375 Jul 31, 2017 EXMT TII 1.875 Jul 15, 2013 EXMT RealRate(bond)/Float USD Payer 1.37 2020/01/15 Unwind T 1.875 Sep 30, 2017 EXMT T 2.500 Apr 30, 2015 EXMT T 1.750 Jul 31, 2015 EXMT T 2.500 Apr 30, 2015 EXMT Fixed/Float USD Payer 4.00 2028/11/15 Unwind Fixed/Float USD Receiver 3.30 2020/08/17 Unwind TII 1.750 Jan 15, 2028 EXMT USD 27.8 MM 01/15/2028 FORMULA T 2.750 Feb 28, 2018 EXMT T 2.125 Feb 29, 2016 EXMT T 1.875 Sep 30, 2017 EXMT T 1.875 Sep 30, 2017 EXMT T 2.250 Nov 30, 2017 EXMT T 2.250 Nov 30, 2017 EXMT T 0.500 Nov 15, 2013 EXMT T 1.250 Mar 15, 2014 EXMT T 0.750 Sep 15, 2013 EXMT T 2.750 Feb 28, 2018 EXMT Fixed/Float USD Payer 2.35 2014/08/29 Unwind Fixed/Float USD Payer 2.51 2014/08/29 Unwind Fixed/Float USD Receiver 2.69 2014/10/30 Unwind Fixed/Float USD Payer 4.28 2040/12/03 Unwind NDDUEAFE TOTAL RETURN SWAP NDDUEAFE TOTAL RETURN SWAP 180M EACH OF DJUBSTR AND GSCIT

USD USD USD USD USD USD USD USD USD USD USD USD USD USD USD USD USD USD USD USD USD USD USD USD USD USD USD USD USD USD USD USD USD USD USD USD USD USD USD USD USD USD USD USD USD USD USD USD USD USD USD USD USD USD USD USD USD USD USD USD USD USD USD USD USD USD USD USD USD USD USD USD USD USD USD USD USD USD USD USD USD USD USD USD USD USD USD USD USD USD USD USD USD USD USD USD USD USD USD USD USD USD USD USD USD USD USD USD USD USD USD USD USD USD USD USD USD USD USD USD USD USD USD USD USD USD

1,000,000 800,000 800 800 750 750 625 588 0 0 0 825,000 825,000 65,000 34,000 500 72 72 0 50,000 745 560 375 280 275 275 266 200 196 10 250 10 3 0 300,000 150,000 0 50,000 30,000 500 500 500 25 20 0 0 0 75,000 1,250 500 275 225 50 0 0 19,353 1,800 0 0 0 0 300 300 4 35,000 20,000 10,000 10,000 3,168 300 300 0 0 3,124 608 10 612,500 600,000 300,000 280,000 100,000 20,000 525 260 50 50 28 10 0 0 0 0 0 0 0 50,000 35,922 35,595 500 0 0 500 250 250 250 0 0 0 60,000 60 43 500 500 485 260 60 54 10 8 0 0 0 0 2,620,000 (2,620,000) 720,000

03/03/11 03/03/11 03/03/11 03/03/11 03/03/11 03/03/11 03/03/11 03/03/11 03/03/11 03/03/11 03/03/11 03/04/11 03/04/11 03/04/11 05/02/11 03/04/11 03/08/11 03/08/11 03/04/11 03/14/11 03/07/11 03/07/11 03/07/11 03/07/11 03/07/11 03/07/11 03/07/11 03/07/11 03/07/11 03/07/11 03/08/11 03/08/11 03/08/11 05/16/11 03/11/11 03/10/11 03/10/11 03/11/11 03/10/11 03/10/11 03/10/11 03/10/11 03/10/11 03/10/11 03/10/11 03/10/11 03/10/11 03/11/11 03/14/11 03/14/11 03/14/11 03/14/11 03/14/11 03/11/11 03/11/11 03/14/11 03/14/11 03/14/11 03/14/11 03/14/11 03/14/11 03/15/11 03/15/11 03/15/11 03/18/11 03/18/11 03/16/11 03/16/11 03/18/11 03/16/11 03/16/11 03/16/11 05/16/11 03/17/11 03/17/11 03/17/11 03/18/11 03/18/11 03/18/11 03/18/11 03/18/11 03/18/11 03/21/11 03/21/11 03/21/11 03/21/11 03/21/11 03/21/11 05/16/11 03/21/11 03/18/11 03/18/11 03/18/11 03/18/11 03/18/11 03/28/11 03/22/11 03/22/11 03/22/11 03/22/11 05/16/11 03/24/11 03/24/11 03/24/11 03/24/11 03/24/11 03/24/11 03/25/11 03/28/11 03/28/11 03/28/11 03/29/11 03/29/11 03/29/11 03/29/11 03/29/11 03/29/11 03/29/11 03/29/11 05/16/11 05/16/11 05/16/11 05/16/11 03/30/11 03/31/11 03/31/11

03/03/11 9919 - STIKER,EDWARD S. 03/03/11 9919 - STIKER,EDWARD S. 03/04/11 9919 - STIKER,EDWARD S. 03/04/11 9919 - STIKER,EDWARD S. 03/04/11 9919 - STIKER,EDWARD S. 03/04/11 9919 - STIKER,EDWARD S. 03/04/11 9919 - STIKER,EDWARD S. 03/04/11 9919 - STIKER,EDWARD S. 03/03/11 9919 - STIKER,EDWARD S. 03/03/11 9919 - STIKER,EDWARD S. 03/03/11 9919 - STIKER,EDWARD S. 03/04/11 9919 - STIKER,EDWARD S. 03/04/11 9919 - STIKER,EDWARD S. 03/04/11 9919 - STIKER,EDWARD S. 03/04/11 9919 - STIKER,EDWARD S. 03/07/11 9919 - STIKER,EDWARD S. 03/15/11 9919 - STIKER,EDWARD S. 03/15/11 9919 - STIKER,EDWARD S. 03/04/11 9919 - STIKER,EDWARD S. 03/07/11 9919 - STIKER,EDWARD S. 03/08/11 9919 - STIKER,EDWARD S. 03/08/11 9919 - STIKER,EDWARD S. 03/08/11 9919 - STIKER,EDWARD S. 03/08/11 9919 - STIKER,EDWARD S. 03/08/11 9919 - STIKER,EDWARD S. 03/08/11 9919 - STIKER,EDWARD S. 03/08/11 9919 - STIKER,EDWARD S. 03/08/11 9919 - STIKER,EDWARD S. 03/08/11 9919 - STIKER,EDWARD S. 03/08/11 9919 - STIKER,EDWARD S. 03/09/11 9919 - STIKER,EDWARD S. 03/09/11 9919 - STIKER,EDWARD S. 03/09/11 9919 - STIKER,EDWARD S. 03/08/11 10321 - STIKER/QUBBAJ 03/09/11 9919 - STIKER,EDWARD S. 03/09/11 9919 - STIKER,EDWARD S. 03/09/11 9919 - STIKER,EDWARD S. 03/10/11 9919 - STIKER,EDWARD S. 03/10/11 9919 - STIKER,EDWARD S. 03/11/11 9919 - STIKER,EDWARD S. 03/11/11 9919 - STIKER,EDWARD S. 03/11/11 9919 - STIKER,EDWARD S. 03/11/11 9919 - STIKER,EDWARD S. 03/11/11 9919 - STIKER,EDWARD S. 03/15/11 9919 - STIKER,EDWARD S. 03/15/11 9919 - STIKER,EDWARD S. 03/15/11 9919 - STIKER,EDWARD S. 03/11/11 9919 - STIKER,EDWARD S. 03/14/11 9919 - STIKER,EDWARD S. 03/14/11 9919 - STIKER,EDWARD S. 03/14/11 9919 - STIKER,EDWARD S. 03/14/11 9919 - STIKER,EDWARD S. 03/14/11 9919 - STIKER,EDWARD S. 03/11/11 9919 - STIKER,EDWARD S. 03/16/11 9919 - STIKER,EDWARD S. 03/15/11 9919 - STIKER,EDWARD S. 03/15/11 9919 - STIKER,EDWARD S. 03/15/11 9919 - STIKER,EDWARD S. 03/17/11 9919 - STIKER,EDWARD S. 03/17/11 9919 - STIKER,EDWARD S. 03/17/11 9919 - STIKER,EDWARD S. 03/16/11 9919 - STIKER,EDWARD S. 03/16/11 9919 - STIKER,EDWARD S. 03/16/11 9919 - STIKER,EDWARD S. 03/16/11 9919 - STIKER,EDWARD S. 03/16/11 9919 - STIKER,EDWARD S. 03/17/11 9919 - STIKER,EDWARD S. 03/17/11 9919 - STIKER,EDWARD S. 03/16/11 9919 - STIKER,EDWARD S. 03/17/11 9919 - STIKER,EDWARD S. 03/17/11 9919 - STIKER,EDWARD S. 03/16/11 9919 - STIKER,EDWARD S. 03/16/11 9919 - STIKER,EDWARD S. 03/18/11 9919 - STIKER,EDWARD S. 03/18/11 9919 - STIKER,EDWARD S. 03/18/11 9919 - STIKER,EDWARD S. 03/18/11 9919 - STIKER,EDWARD S. 03/18/11 9919 - STIKER,EDWARD S. 03/18/11 9919 - STIKER,EDWARD S. 03/18/11 9919 - STIKER,EDWARD S. 03/18/11 9919 - STIKER,EDWARD S. 03/18/11 9919 - STIKER,EDWARD S. 03/21/11 9919 - STIKER,EDWARD S. 03/21/11 9919 - STIKER,EDWARD S. 03/21/11 9919 - STIKER,EDWARD S. 03/21/11 9919 - STIKER,EDWARD S. 03/21/11 9919 - STIKER,EDWARD S. 03/21/11 9919 - STIKER,EDWARD S. 03/18/11 9026 - TK INTL/STIKER 03/18/11 9919 - STIKER,EDWARD S. 03/18/11 9919 - STIKER,EDWARD S. 03/18/11 9919 - STIKER,EDWARD S. 03/18/11 9919 - STIKER,EDWARD S. 03/18/11 9919 - STIKER,EDWARD S. 03/18/11 9919 - STIKER,EDWARD S. 03/22/11 9919 - STIKER,EDWARD S. 03/23/11 9919 - STIKER,EDWARD S. 03/23/11 9919 - STIKER,EDWARD S. 03/23/11 9919 - STIKER,EDWARD S. 03/23/11 9919 - STIKER,EDWARD S. 03/22/11 9919 - STIKER,EDWARD S. 03/25/11 9919 - STIKER,EDWARD S. 03/25/11 9919 - STIKER,EDWARD S. 03/25/11 9919 - STIKER,EDWARD S. 03/25/11 9919 - STIKER,EDWARD S. 03/24/11 9919 - STIKER,EDWARD S. 03/24/11 9919 - STIKER,EDWARD S. 03/28/11 9919 - STIKER,EDWARD S. 03/28/11 9919 - STIKER,EDWARD S. 03/29/11 9919 - STIKER,EDWARD S. 03/29/11 9919 - STIKER,EDWARD S. 03/30/11 9919 - STIKER,EDWARD S. 03/30/11 9919 - STIKER,EDWARD S. 03/30/11 9919 - STIKER,EDWARD S. 03/30/11 9919 - STIKER,EDWARD S. 03/30/11 9919 - STIKER,EDWARD S. 03/30/11 9919 - STIKER,EDWARD S. 03/30/11 9919 - STIKER,EDWARD S. 03/30/11 9919 - STIKER,EDWARD S. 03/29/11 10321 - STIKER/QUBBAJ 03/29/11 10321 - STIKER/QUBBAJ 03/29/11 11116 - STIKER/MACGILLIVRAY 03/29/11 10321 - STIKER/QUBBAJ 04/01/11 9919 - STIKER,EDWARD S. 04/01/11 9919 - STIKER,EDWARD S. 03/31/11 9919 - STIKER,EDWARD S.

SRH0Z SRH0P

SR72V SR60C SR72Y SRH22 SRH1W SRH19 SRH24

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EJPR8 YAUEJ SRH36 SRF9B YAUU3 EZAXS

SRH4X

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YAFKM YAVMY

YAVTF

YAFKJ YAVMX

SRHCZ SRHD1 SRHCK SRHDQ SRHD4 EZBQA

EZBQB SRGFW SRGM9 SREYR SRGMA SRGMB SRGM6 SRHF2

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YAVMX YAVMY EQU2H

YSNAF YSNAD GRH19 YRZ4Z

NA VOLATILITY TRADING NA VOLATILITY TRADING TAX TRD - GOVERNMENT BOND TAX TRD - GOVERNMENT BOND TAX TRD - GOVERNMENT BOND TAX TRD - GOVERNMENT BOND TAX TRD - GOVERNMENT BOND TAX TRD - GOVERNMENT BOND NA VOLATILITY TRADING NA VOLATILITY TRADING NA VOLATILITY TRADING NA VOLATILITY TRADING NA VOLATILITY TRADING NA VOLATILITY TRADING NA VOLATILITY TRADING TAX TRD - GOVERNMENT BOND TAX TRD - GOVERNMENT BOND TAX TRD - GOVERNMENT BOND NA SWAPS TRDG NA SWAPS TRDG TAX TRD - GOVERNMENT BOND TAX TRD - GOVERNMENT BOND TAX TRD - GOVERNMENT BOND TAX TRD - GOVERNMENT BOND TAX TRD - GOVERNMENT BOND TAX TRD - GOVERNMENT BOND TAX TRD - GOVERNMENT BOND TAX TRD - GOVERNMENT BOND TAX TRD - GOVERNMENT BOND TAX TRD - GOVERNMENT BOND TAX TRD - GOVERNMENT BOND TAX TRD - GOVERNMENT BOND TAX TRD - GOVERNMENT BOND EU VOLATILITY TRADING NA VOLATILITY TRADING NA VOLATILITY TRADING NA VOLATILITY TRADING NA VOLATILITY TRADING AP IRCC IR TRADING - SYDNEY TAX TRD - GOVERNMENT BOND TAX TRD - GOVERNMENT BOND TAX TRD - GOVERNMENT BOND TAX TRD - GOVERNMENT BOND TAX TRD - GOVERNMENT BOND SECONDARY CORPORATES SECONDARY CORPORATES SECONDARY CORPORATES NA VOLATILITY TRADING TAX TRD - GOVERNMENT BOND TAX TRD - GOVERNMENT BOND TAX TRD - GOVERNMENT BOND TAX TRD - GOVERNMENT BOND TAX TRD - GOVERNMENT BOND NA VOLATILITY TRADING SECONDARY CORPORATES NA INFLATION TRADING TAX TRD - GOVERNMENT BOND NA INFLATION TRADING SWING ACTIVITY SECONDARY CORPORATES SECONDARY CORPORATES TAX TRD - GOVERNMENT BOND TAX TRD - GOVERNMENT BOND TAX TRD - GOVERNMENT BOND NA SWAPS TRDG NA SWAPS TRDG TAX TRD - GOVERNMENT BOND TAX TRD - GOVERNMENT BOND NA SWAPS TRDG TAX TRD - GOVERNMENT BOND TAX TRD - GOVERNMENT BOND NA SWAPS TRDG NA SWAPS TRDG TAX TRD - GOVERNMENT BOND TAX TRD - GOVERNMENT BOND TAX TRD - GOVERNMENT BOND NA VOLATILITY TRADING NA VOLATILITY TRADING NA VOLATILITY TRADING NA VOLATILITY TRADING NA VOLATILITY TRADING AP IRCC IR TRADING - SYDNEY TAX TRD - GOVERNMENT BOND TAX TRD - GOVERNMENT BOND TAX TRD - GOVERNMENT BOND TAX TRD - GOVERNMENT BOND TAX TRD - GOVERNMENT BOND TAX TRD - GOVERNMENT BOND AP IRCC IR TRADING - SYDNEY NA VOLATILITY TRADING NA VOLATILITY TRADING NA VOLATILITY TRADING NA VOLATILITY TRADING NA VOLATILITY TRADING NA VOLATILITY TRADING NA VOLATILITY TRADING NA INFLATION TRADING NA INFLATION TRADING TAX TRD - GOVERNMENT BOND NA INFLATION TRADING NA INFLATION TRADING TAX TRD - GOVERNMENT BOND TAX TRD - GOVERNMENT BOND TAX TRD - GOVERNMENT BOND TAX TRD - GOVERNMENT BOND NA SWAPS TRDG NA SWAPS TRDG NA INFLATION TRADING NA INFLATION TRADING TAX TRD - GOVERNMENT BOND TAX TRD - GOVERNMENT BOND TAX TRD - GOVERNMENT BOND TAX TRD - GOVERNMENT BOND TAX TRD - GOVERNMENT BOND TAX TRD - GOVERNMENT BOND TAX TRD - GOVERNMENT BOND TAX TRD - GOVERNMENT BOND TAX TRD - GOVERNMENT BOND TAX TRD - GOVERNMENT BOND NA SWAPS TRDG NA SWAPS TRDG NA SWAPS TRDG NA SWAPS TRDG DSP STRUCTURES HEDGE ALL DSP STRUCTURES HEDGE ALL NA INDEX TRADING

LONG_DATED_VOL LONG_DATED_VOL NY TRADING_TREASURIES NY TRADING_TREASURIES NY TRADING_TREASURIES NY TRADING_TREASURIES NY TRADING_TREASURIES NY TRADING_TREASURIES LONG_DATED_VOL LONG_DATED_VOL LONG_DATED_VOL LONG_DATED_VOL LONG_DATED_VOL LONG_DATED_VOL LONG_DATED_VOL NY TRADING_TREASURIES NY TRADING_TREASURIES NY TRADING_TREASURIES USD_SWAPS USD_SWAPS NY TRADING_TREASURIES NY TRADING_MISC NY TRADING_MISC NY TRADING_MISC NY TRADING_MISC NY TRADING_MISC NY TRADING_TREASURIES NY TRADING_TREASURIES NY TRADING_TREASURIES NY TRADING_TREASURIES NY TRADING_MISC NY TRADING_MISC NY TRADING_MISC TODEM LONG_DATED_VOL LONG_DATED_VOL LONG_DATED_VOL LONG_DATED_VOL TOAU9 NY TRADING_TREASURIES NY TRADING_TREASURIES NY TRADING_TREASURIES NY TRADING_TREASURIES NY TRADING_TREASURIES IGTMT IGLTD IGFIN LONG_DATED_VOL NY TRADING_TREASURIES NY TRADING_TREASURIES NY TRADING_TREASURIES NY TRADING_TREASURIES NY TRADING_TREASURIES LONG_DATED_VOL IGCON VOLATILITY_OTHER NY TRADING_TREASURIES VOLATILITY_OTHER IGRES IGDEX IGUTL NY TRADING_TREASURIES NY TRADING_TREASURIES NY TRADING_TREASURIES USD_SWAPS USD_SWAPS NY TRADING_TREASURIES NY TRADING_TREASURIES USD_SWAPS NY TRADING_TREASURIES NY TRADING_TREASURIES USD_SWAPS USD_SWAPS NY TRADING_TREASURIES NY TRADING_TREASURIES NY TRADING_TREASURIES LONG_DATED_VOL LONG_DATED_VOL LONG_DATED_VOL LONG_DATED_VOL LONG_DATED_VOL TOAU9 NY TRADING_TREASURIES NY TRADING_TREASURIES NY TRADING_TREASURIES NY TRADING_TREASURIES NY TRADING_TREASURIES NY TRADING_TREASURIES TOAU9 LONG_DATED_VOL LONG_DATED_VOL LONG_DATED_VOL LONG_DATED_VOL LONG_DATED_VOL LONG_DATED_VOL SHORT_DATED_VOL VOLATILITY_OTHER VOLATILITY_OTHER NY TRADING_TREASURIES VOLATILITY_OTHER VOLATILITY_OTHER NY TRADING_TREASURIES NY TRADING_TREASURIES NY TRADING_TREASURIES NY TRADING_TREASURIES USD_SWAPS USD_SWAPS VOLATILITY_OTHER VOLATILITY_OTHER NY TRADING_TREASURIES NY TRADING_TREASURIES NY TRADING_TREASURIES NY TRADING_TREASURIES NY TRADING_TREASURIES NY TRADING_TREASURIES NY TRADING_TREASURIES NY TRADING_TREASURIES NY TRADING_TREASURIES NY TRADING_TREASURIES USD_SWAPS USD_SWAPS USD_SWAPS USD_SWAPS INDEX INDEX NA TRADING

ACUSD ACUSD

ACUSD ACUSD ACUSD ACUSD ACUSD ACUSD ACUSD

TOSCP TOSCP

TODEM ACUSD ACUSD ACUSD ACUSD TOAU9

ACUSD

ACUSD

TOUSD TOUSD

TOUSD

TOUSD TOUSD

ACUSD ACUSD ACUSD ACUSD ACUSD TOAU9

TOAU9 ACUSD ACUSD ACUSD ACUSD ACUSD ACUSD ACSTP

TOTIP

TOUSD TOUSD TOTIP

TOUSD TOUSD TOUSD TOUSD

0 0 0 0 0 0 0 0 0 0 0 0 0 0 0 0 0 0 0 0 0 0 0 0 0 0 0 0 0 0 0 0 0 0 0 0 0 0 0 0 0 0 0 0 0 0 0 0 0 0 0 0 0 0 0 0 0 0 0 0 0 0 0 0 0 0 0 0 0 0 0 0 0 0 0 0 0 0 0 0 0 0 0 0 0 0 0 0 0 0 0 0 0 0 0 0 0 0 0 0 0 0 0 0 0 0 0 0 0 0 0 0 0 0 0 0 0 0 0 0 0 0 0 0 0 0

CONVEXITY CAPITAL MANAGEMENT CONVEXITY CAPITAL MANAGEMENT BREAKWATER TRADING BREAKWATER TRADING BREAKWATER TRADING BREAKWATER TRADING BREAKWATER TRADING BREAKWATER TRADING CONVEXITY CAPITAL MANAGEMENT CONVEXITY CAPITAL MANAGEMENT CONVEXITY CAPITAL MANAGEMENT CONVEXITY CAPITAL MANAGEMENT CONVEXITY CAPITAL MANAGEMENT BREVAN HOWARD CONVEXITY CAPITAL MANAGEMENT BREAKWATER TRADING BREAKWATER TRADING BREAKWATER TRADING CONVEXITY CAPITAL MANAGEMENT CONVEXITY CAPITAL MANAGEMENT BREAKWATER TRADING BREAKWATER TRADING BREAKWATER TRADING BREAKWATER TRADING BREAKWATER TRADING BREAKWATER TRADING FEDERAL RESERVE BANK OF NEW YORK FEDERAL RESERVE BANK OF NEW YORK FEDERAL RESERVE BANK OF NEW YORK BREAKWATER TRADING BREAKWATER TRADING BREAKWATER TRADING BREAKWATER TRADING HARVARD MANAGEMENT COMPANY BREVAN HOWARD CONVEXITY CAPITAL MANAGEMENT CONVEXITY CAPITAL MANAGEMENT BREVAN HOWARD CONVEXITY CAPITAL MANAGEMENT BREAKWATER TRADING BREAKWATER TRADING BREAKWATER TRADING BREAKWATER TRADING BREAKWATER TRADING ALLIANCEBERNSTEIN ALLIANCEBERNSTEIN ALLIANCEBERNSTEIN CONVEXITY CAPITAL MANAGEMENT MILLENNIUM PARTNERS BREAKWATER TRADING BREAKWATER TRADING BREAKWATER TRADING BREAKWATER TRADING CONVEXITY CAPITAL MANAGEMENT ALLIANCEBERNSTEIN CONVEXITY CAPITAL MANAGEMENT H/2 CAPITAL PARTNERS CONVEXITY CAPITAL MANAGEMENT ALLIANCEBERNSTEIN ALLIANCEBERNSTEIN ALLIANCEBERNSTEIN BREAKWATER TRADING BREAKWATER TRADING BREAKWATER TRADING BRUMMER - NEKTAR ASSET MANAGEMENT BRUMMER - NEKTAR ASSET MANAGEMENT BRUMMER - NEKTAR ASSET MANAGEMENT BRUMMER - NEKTAR ASSET MANAGEMENT BRUMMER - NEKTAR ASSET MANAGEMENT BREAKWATER TRADING BREAKWATER TRADING BRUMMER - NEKTAR ASSET MANAGEMENT BRUMMER - NEKTAR ASSET MANAGEMENT FEDERAL RESERVE BANK OF NEW YORK FEDERAL RESERVE BANK OF NEW YORK BREAKWATER TRADING CONVEXITY CAPITAL MANAGEMENT CONVEXITY CAPITAL MANAGEMENT CONVEXITY CAPITAL MANAGEMENT CONVEXITY CAPITAL MANAGEMENT CONVEXITY CAPITAL MANAGEMENT CONVEXITY CAPITAL MANAGEMENT BREAKWATER TRADING BREAKWATER TRADING BREAKWATER TRADING BREAKWATER TRADING BREAKWATER TRADING BREAKWATER TRADING CONVEXITY CAPITAL MANAGEMENT CONVEXITY CAPITAL MANAGEMENT CONVEXITY CAPITAL MANAGEMENT CONVEXITY CAPITAL MANAGEMENT CONVEXITY CAPITAL MANAGEMENT CONVEXITY CAPITAL MANAGEMENT CONVEXITY CAPITAL MANAGEMENT BREVAN HOWARD BRUMMER - NEKTAR ASSET MANAGEMENT BRUMMER - NEKTAR ASSET MANAGEMENT BREAKWATER TRADING BRUMMER - NEKTAR ASSET MANAGEMENT BRUMMER - NEKTAR ASSET MANAGEMENT BREAKWATER TRADING BREAKWATER TRADING BREAKWATER TRADING BREAKWATER TRADING BRUMMER - NEKTAR ASSET MANAGEMENT BRUMMER - NEKTAR ASSET MANAGEMENT BRUMMER - NEKTAR ASSET MANAGEMENT BRUMMER - NEKTAR ASSET MANAGEMENT BREAKWATER TRADING BREAKWATER TRADING BREAKWATER TRADING BREAKWATER TRADING BREAKWATER TRADING BREAKWATER TRADING BREAKWATER TRADING BREAKWATER TRADING BREAKWATER TRADING BREAKWATER TRADING SOCIETE GENERALE SOCIETE GENERALE DEUTSCHE BANK BROKER DEALER BARCLAYS BANK CONVEXITY CAPITAL MANAGEMENT CONVEXITY CAPITAL MANAGEMENT CONVEXITY CAPITAL MANAGEMENT

davidfl davidfl dimariaa dimariaa dimariaa dimariaa dimariaa dimariaa davidfl davidfl davidfl davidfl davidfl davidfl davidfl dimariaa seelaus seelaus jesion jesion dimariaa jeffryf jeffryf jeffryf jeffryf jeffryf seelaus heslin heslin dimariaa jeffryf jeffryf jeffryf charliep davidfl davidfl davidfl davidfl dimariaa dimariaa dimariaa dimariaa dimariaa baylised sajugeo lynyak davidfl keitait dimariaa keitait keitait dimariaa davidfl gokhvat mulhpat dimariaa mulhpat david.yo rvanderm maychr seelaus seelaus seelaus pariente kanata bedijaid bedijaid pariente seelaus seelaus pariente pariente heslin seelaus dimariaa davidfl davidfl davidfl davidfl davidfl pauldoc dimariaa dimariaa dimariaa dimariaa dimariaa dimariaa pauldoc davidfl davidfl pergolad davidfl davidfl davidfl ayres mulhpat mulhpat seelaus msncrich jhay seelaus seelaus seelaus seelaus pariente kanata mulhpat seelaus seelaus dimariaa dimariaa dimariaa dimariaa dimariaa dimariaa dimariaa dimariaa kanata kanata lparker finpet

378 379 380 381 382 383 384 385 386 387 388 389 390 391 392 393 394 395 396 397 398 399 400 401 402 403 404 405 406 407 408 409 410 411 412 413 414 415 416 417 418 419 420 421 422 423 424 425 426 427 428 429 430 431 432 433 434 435 436 437 438 439 440 441 442 443 444 445 446 447 448 449 450 451 452 453 454 455 456 457 458 459 460 461 462 463 464 465 466 467 468 469 470 471 472 473 474 475 476 477 478 479 480 481 482 483 484 485 486 487 488 489 490 491 492 493 494 495 496 497 498 499 500 501 502 503

03/30/11 CONVEXITY CAPITAL MANAGEMENT, (CVEX) 03/30/11 CONVEXITY CAPITAL MANAGEMENT, (CVEX) 03/30/11 CONVEXITY CAPITAL MANAGEMENT, (CVEX) 03/30/11 BWT PROFESSIONAL TRADING LLC (BWT1) 03/30/11 BWT PROFESSIONAL TRADING LLC (BWT1) 03/30/11 BWT PROFESSIONAL TRADING LLC (BWT1) 03/30/11 BWT PROFESSIONAL TRADING LLC (BWT1) 03/31/11 CONVEXITY CAPITAL MANAGEMENT: GLOBAL 03/31/11 CONVEXITY CAPITAL MANAGEMENT, (CVEX) 03/31/11 NEKTAR ASSET MANAGEMENT (NKTR) 03/31/11 LONGEVITY INSURANCE COMPANY (LNGG) 03/31/11 ETRADE SECURITIES (ETSC) 04/01/11 ALPHADYNE ASSET MANAGEMENT (AOASM) 04/01/11 BREVAN HOWARD ASSET MANAGEMENT (BREVN) 04/01/11 BREVAN HOWARD ASSET MANAGEMENT (BREVN) 04/01/11 ALPHADYNE ASSET MANAGEMENT (AOASM) 04/01/11 BWT PROFESSIONAL TRADING LLC (BWT1) 04/01/11 ELEMENT CAPITAL (ELMC) 04/01/11 ELEMENT CAPITAL (ELMC) 04/01/11 ELEMENT CAPITAL (ELMC) 04/01/11 ELEMENT CAPITAL (ELMC) 04/01/11 ELEMENT CAPITAL (ELMC) 04/04/11 ALPHADYNE ASSET MANAGEMENT (AOASM) 04/04/11 ALPHADYNE ASSET MANAGEMENT (AOASM) 04/04/11 BWT PROFESSIONAL TRADING LLC (BWT1) 04/04/11 ALPHADYNE ASSET MANAGEMENT (AOASM) 04/04/11 ALPHADYNE ASSET MANAGEMENT (AOASM) 04/04/11 ALPHADYNE ASSET MANAGEMENT (AOASM) 04/04/11 ALPHADYNE ASSET MANAGEMENT (AOASM) 04/05/11 BREVAN HOWARD ASSET MANAGEMENT (BREVN) 04/05/11 CONVEXITY CAPITAL MANAGEMENT, (CVEX) 04/05/11 BWT PROFESSIONAL TRADING LLC (BWT1) 04/05/11 BARCLAYS BANK ARBITRAGE DESK (BABAA) 04/05/11 BARCLAYS BANK ARBITRAGE DESK (BABAA) 04/05/11 DEUTSHE BANK AG, FRANKFURT (DEUTT) 04/05/11 SOCIETE GENERALE, PARIS (SOCGP) 04/05/11 BARCLAYS BANK ARBITRAGE DESK (BABAA) 04/05/11 JP MORGAN CORRELATION (JPMB) 04/05/11 BARCLAYS BANK ARBITRAGE DESK (BABAA) 04/06/11 ALPHADYNE ASSET MANAGEMENT (AOASM) 04/06/11 ALPHADYNE ASSET MANAGEMENT (AOASM) 04/07/11 NEKTAR ASSET MANAGEMENT (NKTR) 04/07/11 NEKTAR ASSET MANAGEMENT (NKTR) 04/07/11 BWT PROFESSIONAL TRADING LLC (BWT1) 04/07/11 FEDERATED INVESTORS INC (FR0) 04/07/11 NEKTAR ASSET MANAGEMENT (NKTR) 04/08/11 BREVAN HOWARD ASSET MANAGEMENT (BREVN) 04/08/11 BREVAN HOWARD ASSET MANAGEMENT (BREVN) 04/08/11 NEKTAR ASSET MANAGEMENT (NKTR) 04/08/11 ALPHADYNE ASSET MANAGEMENT (AOASM) 04/08/11 BWT PROFESSIONAL TRADING LLC (BWT1) 04/08/11 BWT PROFESSIONAL TRADING LLC (BWT1) 04/08/11 NEKTAR ASSET MANAGEMENT (NKTR) 04/11/11 BREVAN HOWARD ASSET MANAGEMENT (BREVN) 04/11/11 BREVAN HOWARD ASSET MANAGEMENT (BREVN) 04/11/11 ALPHADYNE ASSET MANAGEMENT (AOASM) 04/11/11 BWT PROFESSIONAL TRADING LLC (BWT1) 04/11/11 BWT PROFESSIONAL TRADING LLC (BWT1) 04/12/11 BANQUE PARIBAS PARIS (PARB) 04/12/11 ALPHADYNE ASSET MANAGEMENT (AOASM) 04/12/11 CONVEXITY CAPITAL MANAGEMENT, (CVEX) 04/13/11 CONVEXITY CAPITAL MANAGEMENT, (CVEX) 04/13/11 FANNIE MAE (FEME) 04/13/11 FANNIE MAE (FEME) 04/14/11 BREVAN HOWARD ASSET MANAGEMENT (BREVN) 04/14/11 BREVAN HOWARD ASSET MANAGEMENT (BREVN) 04/14/11 ALPHADYNE ASSET MANAGEMENT (AOASM) 04/14/11 BWT PROFESSIONAL TRADING LLC (BWT1) 04/14/11 ROYAL BANK OF CANADA EUROPE (ROYR) 04/14/11 ROYAL BANK OF CANADA EUROPE (ROYR) 04/14/11 ROYAL BANK OF CANADA EUROPE (ROYR) 04/14/11 ROYAL BANK OF CANADA EUROPE (ROYR) 04/14/11 ROYAL BANK OF CANADA EUROPE (ROYR) 04/14/11 ALPHADYNE ASSET MANAGEMENT (AOASM) 04/14/11 ROYAL BANK OF CANADA EUROPE (ROYR) 04/15/11 ALPHADYNE ASSET MANAGEMENT (AOASM) 04/15/11 BWT PROFESSIONAL TRADING LLC (BWT1) 04/15/11 LONGEVITY INSURANCE COMPANY (LNGG) 04/15/11 BARCLAYS BANK ARBITRAGE DESK (BABAA) 04/15/11 ALPHADYNE ASSET MANAGEMENT (AOASM) 04/15/11 ALPHADYNE ASSET MANAGEMENT (AOASM) 04/15/11 ALPHADYNE ASSET MANAGEMENT (AOASM) 04/15/11 ALPHADYNE ASSET MANAGEMENT (AOASM) 04/18/11 CONVEXITY CAPITAL MANAGEMENT, (CVEX) 04/18/11 CONVEXITY CAPITAL MANAGEMENT, (CVEX) 04/18/11 ALPHADYNE ASSET MANAGEMENT (AOASM) 04/18/11 BWT PROFESSIONAL TRADING LLC (BWT1) 04/18/11 BWT PROFESSIONAL TRADING LLC (BWT1) 04/18/11 BWT PROFESSIONAL TRADING LLC (BWT1) 04/18/11 BWT PROFESSIONAL TRADING LLC (BWT1) 04/18/11 CONVEXITY CAPITAL MANAGEMENT, (CVEX) 04/19/11 CONVEXITY CAPITAL MANAGEMENT, (CVEX) 04/19/11 CONVEXITY CAPITAL MANAGEMENT, (CVEX) 04/19/11 BWT PROFESSIONAL TRADING LLC (BWT1) 04/20/11 CONVEXITY CAPITAL MANAGEMENT, (CVEX) 04/21/11 ALPHADYNE ASSET MANAGEMENT (AOASM) 04/21/11 ALPHADYNE ASSET MANAGEMENT (AOASM) 04/21/11 ALPHADYNE ASSET MANAGEMENT (AOASM) 04/21/11 ALPHADYNE ASSET MANAGEMENT (AOASM) 04/25/11 ALPHADYNE ASSET MANAGEMENT (AOASM) 04/25/11 BWT PROFESSIONAL TRADING LLC (BWT1) 04/25/11 BWT PROFESSIONAL TRADING LLC (BWT1) 04/26/11 ALPHADYNE ASSET MANAGEMENT,LLC (ALDP) 04/26/11 ALPHADYNE ASSET MANAGEMENT,LLC (ALDP) 04/27/11 ALPHADYNE ASSET MANAGEMENT (AOASM) 04/28/11 BWT PROFESSIONAL TRADING LLC (BWT1) 04/28/11 BWT PROFESSIONAL TRADING LLC (BWT1) 04/28/11 BWT PROFESSIONAL TRADING LLC (BWT1) 04/28/11 BWT PROFESSIONAL TRADING LLC (BWT1) 04/29/11 ALPHADYNE ASSET MANAGEMENT (AOASM) 04/29/11 ALPHADYNE ASSET MANAGEMENT,LLC (ALDP) 04/29/11 ALPHADYNE ASSET MANAGEMENT,LLC (ALDP) 04/29/11 ALPHADYNE ASSET MANAGEMENT,LLC (ALDP) 04/29/11 ALPHADYNE ASSET MANAGEMENT (AOASM) 05/02/11 ALPHADYNE ASSET MANAGEMENT (AOASM) 05/02/11 BWT PROFESSIONAL TRADING LLC (BWT1) 05/02/11 BWT PROFESSIONAL TRADING LLC (BWT1) 05/02/11 BWT PROFESSIONAL TRADING LLC (BWT1) 05/02/11 BWT PROFESSIONAL TRADING LLC (BWT1) 05/02/11 BWT PROFESSIONAL TRADING LLC (BWT1) 05/02/11 BWT PROFESSIONAL TRADING LLC (BWT1) 05/02/11 BWT PROFESSIONAL TRADING LLC (BWT1) 05/02/11 FEDERAL RESERVE BANK OF NEW (FDLB) 05/02/11 FEDERAL RESERVE BANK OF NEW (FDLB) 05/02/11 BWT PROFESSIONAL TRADING LLC (BWT1) 05/03/11 FEDERAL RESERVE BANK OF NEW (FDLB)

FEDERAL HOME LOAN BANK SYSTEM FEDERAL HOME LOAN BANK SYSTEM 180M EACH OF DJUBSTR AND GSCIT T 1.875 Aug 31, 2017 EXMT T 2.250 Nov 30, 2017 EXMT T 2.250 Nov 30, 2017 EXMT T 2.250 Nov 30, 2017 EXMT NDDUEAFE TOTAL RETURN SWAP 360M DJUBSTR AND GSCITR - COMM Swaption USD Long 5.02 2041/04/04 T 0.750 May 31, 2012 EXMT S May 15, 2025 EXMT Swaption USD Long 0.67 2012/07/05 Swaption USD Long 3.80 2022/06/15 Swaption USD Short 3.69 2021/12/15 StepInTrade Fixed/Float USD Receiver 0.66 2012/07/04 T 1.875 Sep 30, 2017 EXMT Fixed/Float EUR Payer 2.15 2013/04/05 StepInTrade Fixed/Float EUR Payer 2.21 2013/04/05 StepInTrade Fixed/Float EUR Payer 2.32 2013/04/05 StepInTrade Fixed/Float EUR Receiver 2.39 2013/04/05 StepInTrade Fixed/Float EUR Payer 2.12 2013/04/05 StepInTrade Swap Spread Fixed/Float USD Payer 2.37 2016/04/06 Swap Spread Fixed/Float USD Payer 2.40 2016/04/06 T 1.000 Jan 15, 2014 EXMT T 0.750 Mar 31, 2013 EXMT T 2.250 Mar 31, 2016 EXMT T 2.250 Mar 31, 2016 EXMT T 3.625 Feb 15, 2021 EXMT Swaption USD Short 4.70 2043/04/07 Swaption USD Short 4.16 2021/04/06 Unwind T 1.875 Sep 30, 2017 EXMT Fixed/Float EUR Receiver 2.84 2019/07/04 Unwind Fixed/Float EUR Payer 2.60 2018/01/04 Unwind Fixed/Float EUR Payer 1.84 2015/11/03 Unwind Fixed/Float EUR Payer 2.42 2015/01/05 Unwind Fixed/Float EUR Receiver 2.84 2019/07/04 Unwind Fixed/Float EUR Receiver 2.69 2019/06/19 Unwind Fixed/Float EUR Payer 2.60 2018/01/04 Unwind Swap Spread Fixed/Float USD Payer 4.31 2041/04/08 T 4.750 Feb 15, 2041 EXMT Float/Float USD Receiver 0.00 2013/02/19 Unwind Float/Float USD Receiver 0.00 2013/02/11 Unwind T 0.750 Dec 15, 2013 EXMT GS 1.625 Jul 15, 2011 Float/Float USD Receiver 0.00 2013/02/11 Unwind Swaption USD Long 6.15 2042/04/14 Swaption USD Short 3.74 2021/05/11 S May 15, 2027 EXMT Fixed/Float USD Payer 1.56 2013/04/12 T 1.250 Apr 15, 2014 EXMT T 1.250 Apr 15, 2014 EXMT Fixed Payment/Float USD Receiver 0.00 2027/05/17 Unwind JPY 125.0 BN 04/10/2013 SWAPTION Fixed/Float USD Receiver 4.24 2027/06/16 Swaption USD Short 0.53 2012/06/14 T 0.750 Aug 15, 2013 EXMT T 2.250 Nov 30, 2017 EXMT Index Spread USD Payer 0.00 2011/09/21 StepInTrade Fixed/Float USD Payer 1.50 2013/04/16 Index Spread USD Payer 0.00 2011/05/17 Unwind USD 1.0 BN 05/17/2011 CAPFLR Fixed/Float USD Payer 2.60 2014/10/08 Unwind Fixed/Float USD Payer 2.53 2014/10/07 Unwind USD 1.0 BN 10/18/2011 FORMULA USD 1.0 BN 10/29/2011 FORMULA Swap Spread Fixed/Float USD Receiver 4.31 2041/04/18 B Mar 08, 2012 EXMT Swap Spread Fixed/Float USD Receiver 1.65 2015/08/24 Unwind Swap Spread Fixed/Float USD Receiver 2.98 2017/06/01 Unwind Swap Spread Fixed/Float USD Receiver 2.76 2017/06/26 Unwind Rate Switch Fixed/Float USD Receiver 3.01 2025/08/26 Unwind Rate Switch Fixed/Float USD Payer 2.94 2025/08/27 Unwind T 4.750 Feb 15, 2041 EXMT Fixed/Float USD Receiver 1.54 2015/08/27 Unwind Swap Spread Fixed/Float USD Receiver 3.51 2021/04/19 T 1.000 Jul 15, 2013 EXMT T 0.750 May 31, 2012 EXMT Fixed/Float GBP Receiver 1.24 2012/09/28 Unwind Swap Spread Fixed/Float USD Receiver 4.25 2041/04/23 T 4.750 Feb 15, 2041 EXMT T 2.250 Mar 31, 2016 EXMT T 3.625 Feb 15, 2021 EXMT JPY 100.0 BN 04/16/2014 SWAPTION Swaption JPY Short 0.85 2015/04/16 ImportTrade Swaption USD Long 1.27 2014/04/28 T 1.000 Jan 15, 2014 EXMT T 0.750 Sep 15, 2013 EXMT T 1.000 Jul 15, 2013 EXMT T 1.250 Feb 15, 2014 EXMT Swaption USD Short 2.48 2018/10/22 Unwind Swaption JPY Short 2.80 2015/04/24 ImportTrade JPY 100.0 BN 04/24/2014 SWAPTION T 0.750 Dec 15, 2013 EXMT Index Spread USD Payer 0.00 2011/05/20 Unwind T 0.750 Aug 15, 2013 EXMT T 0.750 Aug 15, 2013 EXMT T 1.250 Apr 15, 2014 EXMT T 1.250 Apr 15, 2014 EXMT USD 4.0 BN 09/27/2011 CAPFLR T 3.500 May 15, 2020 EXMT T 3.625 Feb 15, 2021 EXMT T 2.250 Mar 31, 2016 EXMT T 4.750 Feb 15, 2041 EXMT Swaption USD Long 0.46 2012/06/29 T 3.500 May 15, 2020 EXMT T 0.500 Oct 15, 2013 EXMT T 3.625 Feb 15, 2021 EXMT T 3.625 Feb 15, 2021 EXMT Swap Spread Fixed/Float USD Payer 4.17 2041/05/07 T 1.250 Apr 15, 2014 EXMT T 3.625 Feb 15, 2021 EXMT T 2.000 Apr 30, 2016 EXMT T 4.750 Feb 15, 2041 EXMT Fixed/Float USD Receiver 1.39 2014/07/07 T 0.500 Oct 15, 2013 EXMT T 1.250 Mar 15, 2014 EXMT T 0.625 Jan 31, 2013 EXMT T 0.625 Jan 31, 2013 EXMT T 0.625 Jan 31, 2013 EXMT T 0.625 Jan 31, 2013 EXMT T 0.625 Jan 31, 2013 EXMT T 3.875 Oct 31, 2012 EXMT T 4.500 Apr 30, 2012 EXMT T 0.750 Mar 31, 2013 EXMT B Oct 13, 2011 EXMT

USD USD USD USD USD USD USD USD USD USD USD USD USD USD USD USD USD USD USD USD USD USD USD USD USD USD USD USD USD USD USD USD USD USD USD USD USD USD USD USD USD USD USD USD USD USD USD USD USD USD USD USD USD USD USD USD USD USD USD USD USD USD USD USD USD USD USD USD USD USD USD USD USD USD USD USD USD USD USD USD USD USD USD USD USD USD USD USD USD USD USD USD USD USD USD USD USD USD USD USD USD USD USD USD USD USD USD USD USD USD USD USD USD USD USD USD USD USD USD USD USD USD USD USD USD USD

(720,000) 720,000 (720,000) 355 260 260 20 3,661,000 810,000 360,000 40 5 100,000 20,000 18,000 3,000 275 0 0 0 0 0 15,000 7,500 43 0 0 0 0 167,000 16,000 210 0 0 0 0 0 0 0 9,549 0 25,000 25,000 220 13 0 900,000 65,000 45,000 7,500 250 125 0 294,000 212,500 50,000 200 15 30,000 0 0 40,000 0 0 141,000 141,000 12,267 300 0 0 0 0 0 0 0 12,000 200 17 0 0 0 0 0 208,000 125,000 86,700 500 320 200 20 0 125,000 90,000 180 360,000 2,000 2,000 1,406 1,406 100,000 500 23 1,075 893 106,000 500 480 353 15 7,275 4,118 2,970 1,250 0 5,082 480 400 340 340 340 340 340 78 42 17 0

03/31/11 03/30/11 03/31/11 03/30/11 03/30/11 03/30/11 03/30/11 03/31/11 03/31/11 03/31/11 03/31/11 03/31/11 04/01/11 04/04/11 04/01/11 04/05/11 04/01/11 05/16/11 05/16/11 05/16/11 05/16/11 05/16/11 05/16/11 05/16/11 04/04/11 04/04/11 04/04/11 04/04/11 04/04/11 04/05/11 05/16/11 04/05/11 05/16/11 05/16/11 05/16/11 05/16/11 05/16/11 05/16/11 05/16/11 05/16/11 04/06/11 04/19/11 04/07/11 04/07/11 04/07/11 04/08/11 04/08/11 04/08/11 04/20/11 04/11/11 04/08/11 04/08/11 04/08/11 04/11/11 04/11/11 04/11/11 04/11/11 04/11/11 05/16/11 04/12/11 05/16/11 04/14/11 04/13/11 04/13/11 04/15/11 04/15/11 05/16/11 04/14/11 05/16/11 05/16/11 05/16/11 05/16/11 05/16/11 04/14/11 05/16/11 05/16/11 04/15/11 04/15/11 05/16/11 05/16/11 04/15/11 04/15/11 04/15/11 04/18/11 06/15/11 04/18/11 04/18/11 04/18/11 04/18/11 04/18/11 04/18/11 06/15/11 04/19/11 04/19/11 05/10/11 04/21/11 04/21/11 04/21/11 04/21/11 04/26/11 04/25/11 04/25/11 04/26/11 04/26/11 04/27/11 04/28/11 04/28/11 04/28/11 04/28/11 05/16/11 04/29/11 04/29/11 04/29/11 04/29/11 05/03/11 05/02/11 05/02/11 05/02/11 05/02/11 05/02/11 05/02/11 05/02/11 05/02/11 05/02/11 05/02/11 05/03/11

03/31/11 9919 - STIKER,EDWARD S. 03/31/11 9919 - STIKER,EDWARD S. 03/31/11 9919 - STIKER,EDWARD S. 03/31/11 9919 - STIKER,EDWARD S. 03/31/11 9919 - STIKER,EDWARD S. 03/31/11 9919 - STIKER,EDWARD S. 03/31/11 9919 - STIKER,EDWARD S. 04/01/11 9919 - STIKER,EDWARD S. 03/31/11 9919 - STIKER,EDWARD S. 03/31/11 9919 - STIKER,EDWARD S. 03/31/11 9919 - STIKER,EDWARD S. 04/01/11 9919 - STIKER,EDWARD S. 04/01/11 9919 - STIKER,EDWARD S. 04/01/11 9919 - STIKER,EDWARD S. 04/01/11 9919 - STIKER,EDWARD S. 04/01/11 9919 - STIKER,EDWARD S. 04/04/11 9919 - STIKER,EDWARD S. 04/01/11 10321 - STIKER/QUBBAJ 04/01/11 10321 - STIKER/QUBBAJ 04/01/11 10321 - STIKER/QUBBAJ 04/01/11 10321 - STIKER/QUBBAJ 04/01/11 10321 - STIKER/QUBBAJ 04/04/11 9919 - STIKER,EDWARD S. 04/04/11 9919 - STIKER,EDWARD S. 04/05/11 9919 - STIKER,EDWARD S. 04/05/11 9919 - STIKER,EDWARD S. 04/05/11 9919 - STIKER,EDWARD S. 04/05/11 9919 - STIKER,EDWARD S. 04/05/11 9919 - STIKER,EDWARD S. 04/05/11 9919 - STIKER,EDWARD S. 04/05/11 9919 - STIKER,EDWARD S. 04/06/11 9919 - STIKER,EDWARD S. 04/05/11 11116 - STIKER/MACGILLIVRAY 04/05/11 11116 - STIKER/MACGILLIVRAY 04/05/11 10321 - STIKER/QUBBAJ 04/05/11 11116 - STIKER/MACGILLIVRAY 04/05/11 11116 - STIKER/MACGILLIVRAY 04/05/11 11116 - STIKER/MACGILLIVRAY 04/05/11 11116 - STIKER/MACGILLIVRAY 04/06/11 9919 - STIKER,EDWARD S. 04/07/11 9919 - STIKER,EDWARD S. 04/07/11 9919 - STIKER,EDWARD S. 04/07/11 9919 - STIKER,EDWARD S. 04/08/11 9919 - STIKER,EDWARD S. 04/12/11 9919 - STIKER,EDWARD S. 04/07/11 9919 - STIKER,EDWARD S. 04/08/11 9919 - STIKER,EDWARD S. 04/08/11 9919 - STIKER,EDWARD S. 04/11/11 9919 - STIKER,EDWARD S. 04/08/11 9919 - STIKER,EDWARD S. 04/15/11 9919 - STIKER,EDWARD S. 04/15/11 9919 - STIKER,EDWARD S. 04/08/11 9919 - STIKER,EDWARD S. 04/11/11 9919 - STIKER,EDWARD S. 04/11/11 9919 - STIKER,EDWARD S. 04/11/11 9919 - STIKER,EDWARD S. 04/12/11 9919 - STIKER,EDWARD S. 04/12/11 9919 - STIKER,EDWARD S. 04/12/11 9919 - STIKER,EDWARD S. 04/12/11 9919 - STIKER,EDWARD S. 04/12/11 9919 - STIKER,EDWARD S. 04/13/11 9919 - STIKER,EDWARD S. 04/13/11 11197 - STIKER/BRENNAN 04/13/11 11197 - STIKER/BRENNAN 04/14/11 9919 - STIKER,EDWARD S. 04/14/11 9919 - STIKER,EDWARD S. 04/14/11 9919 - STIKER,EDWARD S. 04/15/11 9919 - STIKER,EDWARD S. 04/14/11 10321 - STIKER/QUBBAJ 04/14/11 10321 - STIKER/QUBBAJ 04/14/11 10321 - STIKER/QUBBAJ 04/14/11 10321 - STIKER/QUBBAJ 04/14/11 10321 - STIKER/QUBBAJ 04/15/11 9919 - STIKER,EDWARD S. 04/14/11 10321 - STIKER/QUBBAJ 04/15/11 9919 - STIKER,EDWARD S. 04/18/11 9919 - STIKER,EDWARD S. 04/18/11 9919 - STIKER,EDWARD S. 04/15/11 11116 - STIKER/MACGILLIVRAY 04/15/11 9919 - STIKER,EDWARD S. 04/18/11 9919 - STIKER,EDWARD S. 04/18/11 9919 - STIKER,EDWARD S. 04/18/11 9919 - STIKER,EDWARD S. 04/18/11 9026 - TK INTL/STIKER 04/18/11 9026 - TK INTL/STIKER 04/18/11 9919 - STIKER,EDWARD S. 04/19/11 9919 - STIKER,EDWARD S. 04/19/11 9919 - STIKER,EDWARD S. 04/19/11 9919 - STIKER,EDWARD S. 04/19/11 9919 - STIKER,EDWARD S. 04/18/11 9919 - STIKER,EDWARD S. 04/19/11 9026 - TK INTL/STIKER 04/19/11 9026 - TK INTL/STIKER 04/20/11 9919 - STIKER,EDWARD S. 04/20/11 9919 - STIKER,EDWARD S. 04/25/11 9919 - STIKER,EDWARD S. 04/25/11 9919 - STIKER,EDWARD S. 04/25/11 9919 - STIKER,EDWARD S. 04/25/11 9919 - STIKER,EDWARD S. 04/25/11 9919 - STIKER,EDWARD S. 04/26/11 9919 - STIKER,EDWARD S. 04/26/11 9919 - STIKER,EDWARD S. 04/27/11 9919 - STIKER,EDWARD S. 04/27/11 9919 - STIKER,EDWARD S. 04/27/11 9919 - STIKER,EDWARD S. 04/29/11 9919 - STIKER,EDWARD S. 04/29/11 9919 - STIKER,EDWARD S. 04/29/11 9919 - STIKER,EDWARD S. 04/29/11 9919 - STIKER,EDWARD S. 04/29/11 9919 - STIKER,EDWARD S. 05/02/11 9919 - STIKER,EDWARD S. 05/02/11 9919 - STIKER,EDWARD S. 05/02/11 9919 - STIKER,EDWARD S. 05/02/11 9919 - STIKER,EDWARD S. 05/02/11 9919 - STIKER,EDWARD S. 05/03/11 9919 - STIKER,EDWARD S. 05/03/11 9919 - STIKER,EDWARD S. 05/03/11 9919 - STIKER,EDWARD S. 05/03/11 9919 - STIKER,EDWARD S. 05/03/11 9919 - STIKER,EDWARD S. 05/03/11 9919 - STIKER,EDWARD S. 05/03/11 9919 - STIKER,EDWARD S. 05/03/11 9919 - STIKER,EDWARD S. 05/03/11 9919 - STIKER,EDWARD S. 05/03/11 9919 - STIKER,EDWARD S. 05/04/11 9919 - STIKER,EDWARD S.

SRHQV

SRHRE SRHS3 SRHRV 1Q0NK HMAJK HMAJM HMAJN HMAJP HMAJJ 1Q0Y7 1Q0YK

SRHVU SR5RV HK6KP HK8P8 HKFKU HK6KR HK8XY HK8Y1 HK8XS 1Q163 YARBU YAQ14

YAQ26 SRHZ1 SRHYH 1Q1KD

YASNU EVRAX 1Q1N3 SRHZN

EQXDB 1Q1QT EQVGG KQCTB YRR58 YRQXV SRJ2C SRJ2D 1Q23S YSXAB YSKU0 YSQT8 YSXF7 YSY2R YSXXT 1Q27A

HKJR7 1Q26V

EVRBV EVRBV SRJ3Q

SRC9J EVRER EVRER EQVPN

LQANN

SRJBZ

1Q3JG

1Q3NU

NA INDEX TRADING NA INDEX TRADING NA INDEX TRADING TAX TRD - GOVERNMENT BOND TAX TRD - GOVERNMENT BOND TAX TRD - GOVERNMENT BOND TAX TRD - GOVERNMENT BOND DSP STRUCTURES HEDGE ALL NA INDEX TRADING NA VOLATILITY TRADING TAX TRD - GOVERNMENT BOND TAX TRD - GOVERNMENT BOND NA VOLATILITY TRADING NA VOLATILITY TRADING NA VOLATILITY TRADING NA SWAPS TRDG TAX TRADING - US GOVTS EU SWAPS TRDG EU SWAPS TRDG EU SWAPS TRDG EU SWAPS TRDG EU SWAPS TRDG NA SWAPS TRDG NA SWAPS TRDG TAX TRD - GOVERNMENT BOND NA SWAPS TRDG NA SWAPS TRDG NA SWAPS TRDG NA SWAPS TRDG NA VOLATILITY TRADING NA VOLATILITY TRADING TAX TRD - GOVERNMENT BOND EU SWAPS TRDG EU SWAPS TRDG EU SWAPS TRDG EU SWAPS TRDG EU SWAPS TRDG EU SWAPS TRDG EU SWAPS TRDG NA SWAPS TRDG NA SWAPS TRDG NA SWAPS TRDG NA SWAPS TRDG TAX TRD - GOVERNMENT BOND TAX TRD - GOVT AGENCY TRADING NA SWAPS TRDG NA VOLATILITY TRADING NA VOLATILITY TRADING TAX TRD - GOVERNMENT BOND NA SWAPS TRDG TAX TRD - GOVERNMENT BOND TAX TRD - GOVERNMENT BOND NA SWAPS TRDG TK VOLATILITY TRADING NA SWAPS TRDG NA VOLATILITY TRADING TAX TRD - GOVERNMENT BOND TAX TRD - GOVERNMENT BOND NA VOLATILITY TRADING NA SWAPS TRDG NA VOLATILITY TRADING NA VOLATILITY TRADING NA SWAPS TRDG NA SWAPS TRDG NA VOLATILITY TRADING NA VOLATILITY TRADING NA SWAPS TRDG TAX TRD - GOVERNMENT BOND NA SWAPS TRDG NA SWAPS TRDG NA SWAPS TRDG NA SWAPS TRDG NA SWAPS TRDG NA SWAPS TRDG NA SWAPS TRDG NA SWAPS TRDG TAX TRD - GOVERNMENT BOND TAX TRD - GOVERNMENT BOND STERLING RATES NA SWAPS TRDG NA SWAPS TRDG NA SWAPS TRDG NA SWAPS TRDG TK VOLATILITY TRADING TK VOLATILITY TRADING NA VOLATILITY TRADING TAX TRD - GOVERNMENT BOND TAX TRD - GOVERNMENT BOND TAX TRD - GOVERNMENT BOND TAX TRD - GOVERNMENT BOND NA VOLATILITY TRADING TK VOLATILITY TRADING TK VOLATILITY TRADING TAX TRD - GOVERNMENT BOND NA VOLATILITY TRADING TAX TRD - GOVERNMENT BOND TAX TRD - GOVERNMENT BOND TAX TRD - GOVERNMENT BOND TAX TRD - GOVERNMENT BOND NA VOLATILITY TRADING TAX TRD - GOVERNMENT BOND TAX TRD - GOVERNMENT BOND TAX TRD - GOVERNMENT BOND TAX TRD - GOVERNMENT BOND NA VOLATILITY TRADING TAX TRD - GOVERNMENT BOND TAX TRD - GOVERNMENT BOND TAX TRD - GOVERNMENT BOND TAX TRD - GOVERNMENT BOND NA SWAPS TRDG TAX TRD - GOVERNMENT BOND TAX TRD - GOVERNMENT BOND TAX TRD - GOVERNMENT BOND NA SWAPS TRDG NA SWAPS TRDG TAX TRD - GOVERNMENT BOND TAX TRD - GOVERNMENT BOND TAX TRD - GOVERNMENT BOND TAX TRD - GOVERNMENT BOND TAX TRD - GOVERNMENT BOND TAX TRD - GOVERNMENT BOND TAX TRD - GOVERNMENT BOND TAX TRD - GOVERNMENT BOND TAX TRD - GOVERNMENT BOND TAX TRD - GOVERNMENT BOND FI CLIENT FINANCING - US

NA TRADING NA TRADING NA TRADING NY TRADING_TREASURIES NY TRADING_TREASURIES NY TRADING_TREASURIES NY TRADING_TREASURIES INDEX NA TRADING LONG_DATED_VOL NY TRADING_TREASURIES NY TRADING_TREASURIES SHORT_DATED_VOL LONG_DATED_VOL SHORT_DATED_VOL USD_SWAPS MAIN TOXEU TOXEU TOXEU TOXEU TOXEU USD_SWAPS USD_SWAPS NY TRADING_TREASURIES USD_SWAPS USD_SWAPS USD_SWAPS USD_SWAPS LONG_DATED_VOL SHORT_DATED_VOL NY TRADING_TREASURIES TOXEU TOXEU TOXEU TOXEU TOXEU TOXEU TOXEU USD_SWAPS USD_SWAPS USD_SWAPS USD_SWAPS NY TRADING_TREASURIES NY TRADING_AGENCIES USD_SWAPS LONG_DATED_VOL SHORT_DATED_VOL NY TRADING_TREASURIES USD_SWAPS NY TRADING_TREASURIES NY TRADING_TREASURIES USD_SWAPS TSJPY USD_SWAPS SHORT_DATED_VOL NY TRADING_TREASURIES NY TRADING_TREASURIES LONG_DATED_VOL USD_SWAPS LONG_DATED_VOL LONG_DATED_VOL USD_SWAPS USD_SWAPS LONG_DATED_VOL LONG_DATED_VOL USD_SWAPS NY TRADING_TREASURIES USD_SWAPS USD_SWAPS USD_SWAPS USD_SWAPS USD_SWAPS USD_SWAPS USD_SWAPS USD_SWAPS NY TRADING_TREASURIES NY TRADING_TREASURIES TOSTG USD_SWAPS USD_SWAPS USD_SWAPS USD_SWAPS TSJPY TSJPY SHORT_DATED_VOL NY TRADING_TREASURIES NY TRADING_TREASURIES NY TRADING_TREASURIES NY TRADING_TREASURIES LONG_DATED_VOL TSJPY TSJPY NY TRADING_TREASURIES LONG_DATED_VOL NY TRADING_TREASURIES NY TRADING_TREASURIES NY TRADING_TREASURIES NY TRADING_TREASURIES LONG_DATED_VOL NY TRADING_TREASURIES NY TRADING_TREASURIES NY TRADING_TREASURIES NY TRADING_TREASURIES SHORT_DATED_VOL NY TRADING_TREASURIES NY TRADING_TREASURIES NY TRADING_TREASURIES NY TRADING_TREASURIES USD_SWAPS NY TRADING_TREASURIES NY TRADING_TREASURIES NY TRADING_TREASURIES USD_SWAPS USD_SWAPS NY TRADING_TREASURIES NY TRADING_TREASURIES NY TRADING_TREASURIES NY TRADING_TREASURIES NY TRADING_TREASURIES NY TRADING_TREASURIES NY TRADING_TREASURIES NY TRADING_TREASURIES NY TRADING_TREASURIES NY TRADING_TREASURIES TREASURY BILL BOOK

ACUSD

ACSTP ACUSD ACSTP TOUSD TOXEU TOXEU TOXEU TOXEU TOXEU TOUSD TOUSD

ACUSD ACSTP TOXEU TOXEU TOXEU TOXEU TOXEU TOXEU TOXEU TOUSD BASIS BASIS

BASIS ACUSD ACSTP TOUSD

TOUSD TSJPY TOUSD ACSTP

ACUSD TOUSD ACUSD ACUSD TOUSD TOUSD ACUSD ACUSD TOUSD TOUSD TOUSD TOUSD TOUSD TOUSD TOUSD TOUSD

TOSTG TOUSD

TSJPY TSJPY ACSTP

ACUSD TSJPY TSJPY ACUSD

ACUSD

ACSTP

TOUSD

TOUSD

0 0 0 0 0 0 0 0 0 0 0 0 0 0 0 0 0 0 0 0 0 0 0 0 0 0 0 0 0 0 0 0 0 0 0 0 0 0 0 0 0 0 0 0 0 0 0 0 0 0 0 0 0 0 0 0 0 0 0 0 0 0 0 0 0 0 0 0 0 0 0 0 0 0 0 0 0 0 0 0 0 0 0 0 0 0 0 0 0 0 0 0 0 0 0 0 0 0 0 0 0 0 0 0 0 0 0 0 0 0 0 0 0 0 0 0 0 0 0 0 0 0 0 0 0 0

CONVEXITY CAPITAL MANAGEMENT CONVEXITY CAPITAL MANAGEMENT CONVEXITY CAPITAL MANAGEMENT BREAKWATER TRADING BREAKWATER TRADING BREAKWATER TRADING BREAKWATER TRADING CONVEXITY CAPITAL MANAGEMENT CONVEXITY CAPITAL MANAGEMENT BRUMMER - NEKTAR ASSET MANAGEMENT LONGEVITY INSURANCE COMPANY ETRADE SECURITIES ALPHADYNE ASSET MANAGEMENT BREVAN HOWARD BREVAN HOWARD ALPHADYNE ASSET MANAGEMENT BREAKWATER TRADING ELEMENT CAPITAL ELEMENT CAPITAL ELEMENT CAPITAL ELEMENT CAPITAL ELEMENT CAPITAL ALPHADYNE ASSET MANAGEMENT ALPHADYNE ASSET MANAGEMENT BREAKWATER TRADING ALPHADYNE ASSET MANAGEMENT ALPHADYNE ASSET MANAGEMENT ALPHADYNE ASSET MANAGEMENT ALPHADYNE ASSET MANAGEMENT BREVAN HOWARD CONVEXITY CAPITAL MANAGEMENT BREAKWATER TRADING BARCLAYS BANK BARCLAYS BANK DEUTSCHE BANK SOCIETE GENERALE BARCLAYS BANK JP MORGAN SECURITIES BARCLAYS BANK ALPHADYNE ASSET MANAGEMENT ALPHADYNE ASSET MANAGEMENT BRUMMER - NEKTAR ASSET MANAGEMENT BRUMMER - NEKTAR ASSET MANAGEMENT BREAKWATER TRADING FEDERATED INVESTORS BRUMMER - NEKTAR ASSET MANAGEMENT BREVAN HOWARD BREVAN HOWARD BRUMMER - NEKTAR ASSET MANAGEMENT ALPHADYNE ASSET MANAGEMENT BREAKWATER TRADING BREAKWATER TRADING BRUMMER - NEKTAR ASSET MANAGEMENT BREVAN HOWARD BREVAN HOWARD ALPHADYNE ASSET MANAGEMENT BREAKWATER TRADING BREAKWATER TRADING BNP PARIBAS ALPHADYNE ASSET MANAGEMENT CONVEXITY CAPITAL MANAGEMENT CONVEXITY CAPITAL MANAGEMENT FANNIE MAE FANNIE MAE BREVAN HOWARD BREVAN HOWARD ALPHADYNE ASSET MANAGEMENT BREAKWATER TRADING ROYAL BANK OF CANADA ROYAL BANK OF CANADA ROYAL BANK OF CANADA ROYAL BANK OF CANADA ROYAL BANK OF CANADA ALPHADYNE ASSET MANAGEMENT ROYAL BANK OF CANADA ALPHADYNE ASSET MANAGEMENT BREAKWATER TRADING LONGEVITY INSURANCE COMPANY BARCLAYS BANK ALPHADYNE ASSET MANAGEMENT ALPHADYNE ASSET MANAGEMENT ALPHADYNE ASSET MANAGEMENT ALPHADYNE ASSET MANAGEMENT CONVEXITY CAPITAL MANAGEMENT CONVEXITY CAPITAL MANAGEMENT ALPHADYNE ASSET MANAGEMENT BREAKWATER TRADING BREAKWATER TRADING BREAKWATER TRADING BREAKWATER TRADING CONVEXITY CAPITAL MANAGEMENT CONVEXITY CAPITAL MANAGEMENT CONVEXITY CAPITAL MANAGEMENT BREAKWATER TRADING CONVEXITY CAPITAL MANAGEMENT ALPHADYNE ASSET MANAGEMENT ALPHADYNE ASSET MANAGEMENT ALPHADYNE ASSET MANAGEMENT ALPHADYNE ASSET MANAGEMENT ALPHADYNE ASSET MANAGEMENT BREAKWATER TRADING BREAKWATER TRADING ALPHADYNE ASSET MANAGEMENT ALPHADYNE ASSET MANAGEMENT ALPHADYNE ASSET MANAGEMENT BREAKWATER TRADING BREAKWATER TRADING BREAKWATER TRADING BREAKWATER TRADING ALPHADYNE ASSET MANAGEMENT ALPHADYNE ASSET MANAGEMENT ALPHADYNE ASSET MANAGEMENT ALPHADYNE ASSET MANAGEMENT ALPHADYNE ASSET MANAGEMENT ALPHADYNE ASSET MANAGEMENT BREAKWATER TRADING BREAKWATER TRADING BREAKWATER TRADING BREAKWATER TRADING BREAKWATER TRADING BREAKWATER TRADING BREAKWATER TRADING FEDERAL RESERVE BANK OF NEW YORK FEDERAL RESERVE BANK OF NEW YORK BREAKWATER TRADING FEDERAL RESERVE BANK OF NEW YORK

seelaus seelaus seelaus seelaus

davidfl heslin brianv ayres davidfl ayres pariente darrew vaidshi vaidshi vaidshi vaidshi vaidshi julieg julieg keitait julieg julieg julieg julieg davidfl blakesc keitait decassap decassap bfaisal decassap vaidshi vaidshi vaidshi oliverto julieg jesion jesion keitait alsong jesion davidfl ayres brianv julieg seelaus keitait kanata oliverto ayres seelaus seelaus heppmic julieg mulhpat kanata kanata

pariente heslin kanata kanata kanata kanata oliverto julieg miba pariente keitait sullsean sbarrar julieg julieg julieg julieg asanom blakesc dimariaa dimariaa dimariaa dimariaa pergolad asanom keitait mulhpat keitait keitait keitait keitait keitait keitait brianv brianv blakesc keitait keitait keitait keitait julieg keitait keitait keitait julieg julieg seelaus seelaus heslin heslin heslin heslin heslin heslin heslin heslin seangree

504 505 506 507 508 509 510 511 512 513 514 515 516 517 518 519 520 521 522 523 524 525 526 527 528 529 530 531 532 533 534 535 536 537 538 539 540 541 542 543 544 545 546 547 548 549 550 551 552 553 554 555 556 557 558 559 560 561 562 563 564 565 566 567 568 569 570 571 572 573 574 575 576 577 578 579 580 581 582 583 584 585 586 587 588 589 590 591 592 593 594 595 596 597 598 599 600 601 602 603 604 605 606 607 608 609 610 611 612 613 614 615 616 617 618 619 620 621 622 623 624 625 626 627 628 629

05/04/11 BREVAN HOWARD ASSET MANAGEMENT (BRNHW) 05/04/11 BREVAN HOWARD ASSET MANAGEMENT (BRNHW) 05/04/11 BREVAN HOWARD ASSET MANAGEMENT (BRNHW) 05/04/11 BWT PROFESSIONAL TRADING LLC (BWT1) 05/04/11 BWT PROFESSIONAL TRADING LLC (BWT1) 05/04/11 BWT PROFESSIONAL TRADING LLC (BWT1) 05/05/11 PROLOGUE CAPITAL LLP (PROLO) 05/05/11 BWT PROFESSIONAL TRADING LLC (BWT1) 05/05/11 BWT PROFESSIONAL TRADING LLC (BWT1) 05/05/11 BWT PROFESSIONAL TRADING LLC (BWT1) 05/05/11 BWT PROFESSIONAL TRADING LLC (BWT1) 05/05/11 BWT PROFESSIONAL TRADING LLC (BWT1) 05/06/11 ALPHADYNE ASSET MANAGEMENT,LLC (ALDP) 05/06/11 ALPHADYNE ASSET MANAGEMENT,LLC (ALDP) 05/06/11 BWT PROFESSIONAL TRADING LLC (BWT1) 05/09/11 CONVEXITY CAPITAL MANAGEMENT, (CVEX) 05/09/11 CONVEXITY CAPITAL MANAGEMENT, (CVEX) 05/09/11 ELEMENT CAPITAL (ELMC) 05/09/11 FEDERAL RESERVE BANK OF NEW (FDLB) 05/09/11 CONVEXITY CAPITAL MANAGEMENT, (CVEX) 05/10/11 CONVEXITY CAPITAL MANAGEMENT, (CVEX) 05/10/11 BWT PROFESSIONAL TRADING LLC (BWT1) 05/10/11 BWT PROFESSIONAL TRADING LLC (BWT1) 05/11/11 CONVEXITY CAPITAL MANAGEMENT, (CVEX) 05/11/11 ALPHADYNE ASSET MANAGEMENT,LLC (ALDP) 05/11/11 BWT PROFESSIONAL TRADING LLC (BWT1) 05/12/11 CONVEXITY CAPITAL MANAGEMENT, (CVEX) 05/12/11 CONVEXITY CAPITAL MANAGEMENT, (CVEX) 05/12/11 CONVEXITY CAPITAL MANAGEMENT, (CVEX) 05/12/11 NEKTAR ASSET MANAGEMENT (NKTR) 05/13/11 BWT PROFESSIONAL TRADING LLC (BWT1) 05/13/11 BWT PROFESSIONAL TRADING LLC (BWT1) 05/13/11 BWT PROFESSIONAL TRADING LLC (BWT1) 05/16/11 BWT PROFESSIONAL TRADING LLC (BWT1) 05/16/11 BWT PROFESSIONAL TRADING LLC (BWT1) 05/16/11 BWT PROFESSIONAL TRADING LLC (BWT1) 05/16/11 BWT PROFESSIONAL TRADING LLC (BWT1) 05/16/11 BWT PROFESSIONAL TRADING LLC (BWT1) 05/16/11 BWT PROFESSIONAL TRADING LLC (BWT1) 05/17/11 CONVEXITY CAPITAL MANAGEMENT, (CVEX) 05/17/11 CONVEXITY CAPITAL MANAGEMENT, (CVEX) 05/17/11 BREVAN HOWARD ASSET MANAGEMENT (BREVN) 05/17/11 FEDERAL RESERVE BANK OF NEW (FDLB) 05/17/11 BWT PROFESSIONAL TRADING LLC (BWT1) 05/17/11 BWT PROFESSIONAL TRADING LLC (BWT1) 05/17/11 FEDERAL RESERVE BANK OF NEW (FDLB) 05/17/11 BWT PROFESSIONAL TRADING LLC (BWT1) 05/17/11 BWT PROFESSIONAL TRADING LLC (BWT1) 05/17/11 BWT PROFESSIONAL TRADING LLC (BWT1) 05/17/11 BWT PROFESSIONAL TRADING LLC (BWT1) 05/17/11 CONVEXITY CAPITAL MANAGEMENT, (CVEX) 05/17/11 CONVEXITY CAPITAL MANAGEMENT, (CVEX) 05/17/11 BREVAN HOWARD ASSET MANAGEMENT (BRNHW) 05/17/11 CONVEXITY CAPITAL MANAGEMENT, (CVEX) 05/17/11 CONVEXITY CAPITAL MANAGEMENT, (CVEX) 05/19/11 BREVAN HOWARD ASSET MANAGEMENT (BRNHW) 05/19/11 BWT PROFESSIONAL TRADING LLC (BWT1) 05/19/11 BWT PROFESSIONAL TRADING LLC (BWT1) 05/19/11 BWT PROFESSIONAL TRADING LLC (BWT1) 05/19/11 BWT PROFESSIONAL TRADING LLC (BWT1) 05/19/11 BWT PROFESSIONAL TRADING LLC (BWT1) 05/19/11 BWT PROFESSIONAL TRADING LLC (BWT1) 05/19/11 BWT PROFESSIONAL TRADING LLC (BWT1) 05/19/11 BWT PROFESSIONAL TRADING LLC (BWT1) 05/19/11 FEDERAL RESERVE BANK OF NEW (FDLB) 05/20/11 PNC BANK NA (R21) 05/20/11 ALPHADYNE ASSET MANAGEMENT,LLC (ALDP) 05/20/11 BWT PROFESSIONAL TRADING LLC (BWT1) 05/20/11 BWT PROFESSIONAL TRADING LLC (BWT1) 05/23/11 BWT PROFESSIONAL TRADING LLC (BWT1) 05/23/11 BWT PROFESSIONAL TRADING LLC (BWT1) 05/23/11 ELEMENT CAPITAL (ELMC) 05/24/11 CONVEXITY CAPITAL MANAGEMENT, (CVEX) 05/24/11 ALPHADYNE ASSET MANAGEMENT (AOASM) 05/24/11 ALPHADYNE ASSET MANAGEMENT,LLC (ALDP) 05/24/11 ALPHADYNE ASSET MANAGEMENT,LLC (ALDP) 05/24/11 ALPHADYNE ASSET MANAGEMENT,LLC (ALDP) 05/24/11 ALPHADYNE ASSET MANAGEMENT,LLC (ALDP) 05/24/11 FEDERAL RESERVE BANK OF NEW (FDLB) 05/24/11 FEDERAL RESERVE BANK OF NEW (FDLB) 05/25/11 BREVAN HOWARD ASSET MANAGEMENT (BRNHW) 05/25/11 ALPHADYNE ASSET MANAGEMENT,LLC (ALDP) 05/25/11 ALPHADYNE ASSET MANAGEMENT,LLC (ALDP) 05/25/11 ALPHADYNE ASSET MANAGEMENT,LLC (ALDP) 05/25/11 ALPHADYNE ASSET MANAGEMENT,LLC (ALDP) 05/25/11 ALPHADYNE ASSET MANAGEMENT,LLC (ALDP) 05/25/11 ALPHADYNE ASSET MANAGEMENT,LLC (ALDP) 05/26/11 BREVAN HOWARD ASSET MANAGEMENT (BRNHW) 05/26/11 BREVAN HOWARD ASSET MANAGEMENT (BREVN) 05/26/11 FEDERATED INVESTORS INC (FR0) 05/26/11 HARVARD MGT (H07) 05/26/11 HARVARD MGT (H07) 05/27/11 ALPHADYNE ASSET MANAGEMENT (AOASM) 05/27/11 ALPHADYNE ASSET MANAGEMENT (AOASM) 05/27/11 ALPHADYNE ASSET MANAGEMENT (AOASM) 05/27/11 ALPHADYNE ASSET MANAGEMENT (AOASM) 05/27/11 ALPHADYNE ASSET MANAGEMENT (AOASM) 05/27/11 ALPHADYNE ASSET MANAGEMENT (AOASM) 05/27/11 BWT PROFESSIONAL TRADING LLC (BWT1) 05/31/11 ALPHADYNE ASSET MANAGEMENT (AOASM) 05/31/11 ALPHADYNE ASSET MANAGEMENT (AOASM) 05/31/11 ALPHADYNE ASSET MANAGEMENT (AOASM) 05/31/11 BWT PROFESSIONAL TRADING LLC (BWT1) 05/31/11 FEDERATED INVESTORS INC (FR0) 05/31/11 ALPHADYNE ASSET MANAGEMENT (AOASM) 05/31/11 ALPHADYNE ASSET MANAGEMENT (AOASM) 05/31/11 BREVAN HOWARD ASSET MANAGEMENT (BREVN) 05/31/11 FEDERATED INVESTORS INC (FR0) 06/01/11 ALPHADYNE ASSET MANAGEMENT (AOASM) 06/01/11 ALPHADYNE ASSET MANAGEMENT (AOASM) 06/01/11 ALPHADYNE ASSET MANAGEMENT (AOASM) 06/01/11 ALPHADYNE ASSET MANAGEMENT,LLC (ALDP) 06/01/11 ALPHADYNE ASSET MANAGEMENT,LLC (ALDP) 06/01/11 BWT PROFESSIONAL TRADING LLC (BWT1) 06/01/11 KEPOS CAPITAL LP (KEPCP) 06/01/11 KEPOS CAPITAL LP (KEPCP) 06/01/11 KEPOS CAPITAL LP (KEPCP) 06/01/11 KEPOS CAPITAL LP (KEPCP) 06/01/11 KEPOS CAPITAL LP (KEPCP) 06/01/11 KEPOS CAPITAL LP (KEPCP) 06/01/11 KEPOS CAPITAL LP (KEPCP) 06/01/11 KEPOS CAPITAL LP (KEPCP) 06/01/11 KEPOS CAPITAL LP (KEPCP) 06/01/11 KEPOS CAPITAL LP (KEPCP) 06/01/11 KEPOS CAPITAL LP (KEPCP) 06/01/11 KEPOS CAPITAL LP (KEPCP)

Fixed/Float USD Payer 3.85 2026/06/17 Swaption USD Short 3.38 2021/06/08 Swaption USD Short 3.38 2021/06/08 T 0.500 Nov 15, 2013 EXMT T 0.500 Nov 15, 2013 EXMT T 3.125 Sep 30, 2013 EXMT USD 50.0 MM 05/08/2042 FORMULA T 1.000 Jul 15, 2013 EXMT T 2.625 Nov 15, 2020 EXMT T 2.625 Nov 15, 2020 EXMT T 2.625 Apr 30, 2016 EXMT T 3.125 Sep 30, 2013 EXMT T 1.250 Apr 15, 2014 EXMT T 3.625 Feb 15, 2021 EXMT T 3.125 Sep 30, 2013 EXMT Swaption USD Short 1.62 2014/02/13 Index Spread USD Payer 0.00 2011/11/09 Fixed/Float GBP Payer 2.68 2016/05/24 StepInTrade B Oct 27, 2011 EXMT Swaption USD Short 2.08 2013/09/23 Unwind Index Spread USD Payer 0.00 2011/12/08 T 1.000 May 15, 2014 EXMT T 0.500 Oct 15, 2013 EXMT Index Spread USD Payer 0.00 2011/10/13 T 3.625 Feb 15, 2021 EXMT T 2.125 Feb 29, 2016 EXMT Swaption JPY Short 0.66 2015/05/14 Index Spread USD Payer 0.00 2011/10/27 Index Spread USD Payer 0.00 2011/10/20 Float/Float USD Receiver 0.00 2015/05/18 T 1.125 Jun 15, 2013 EXMT T 1.125 Jun 15, 2013 EXMT T 1.125 Jun 15, 2013 EXMT T 0.500 Nov 30, 2012 EXMT T 0.500 Nov 30, 2012 EXMT T 0.625 Jan 31, 2013 EXMT T 1.000 May 15, 2014 EXMT T 1.250 Feb 15, 2014 EXMT T 0.500 Nov 30, 2012 EXMT Index Spread USD Payer 0.00 2011/11/16 Swaption USD Short 1.92 2013/11/21 Index Spread USD Receiver 0.00 2015/02/15 T 3.125 Apr 30, 2013 EXMT T 0.625 Apr 30, 2013 EXMT T 0.750 Aug 15, 2013 EXMT T 1.250 Oct 31, 2015 EXMT T 0.750 Mar 31, 2013 EXMT T 0.750 Mar 31, 2013 EXMT T 3.375 Jun 30, 2013 EXMT T 3.125 Sep 30, 2013 EXMT Swaption USD Long 1.92 2014/11/21 Swaption USD Short 1.92 2013/09/09 Unwind Fixed/Float USD Payer 2.79 2015/09/16 Swaption USD Short 1.92 2014/09/09 Unwind Swaption USD Long 1.92 2014/09/08 Unwind Swaption USD Short 3.36 2021/06/22 T 3.125 Aug 31, 2013 EXMT T 1.000 Jul 15, 2013 EXMT T 1.000 Jul 15, 2013 EXMT T 1.000 Jul 15, 2013 EXMT T 3.125 Sep 30, 2013 EXMT T 0.500 Oct 15, 2013 EXMT T 3.125 Sep 30, 2013 EXMT T 3.125 Sep 30, 2013 EXMT B Jul 28, 2011 EXMT USD 100.0 MM 07/07/2011 IRS T 2.625 Apr 30, 2018 EXMT T 0.750 Aug 15, 2013 EXMT T 0.750 Aug 15, 2013 EXMT T 2.250 May 31, 2014 EXMT T 2.375 Aug 31, 2014 EXMT Fixed/Float EUR Receiver 2.39 2013/08/22 USD 4.0 BN 11/23/2011 CAPFLR Swaption USD Short 2.29 2016/09/20 T 1.000 May 15, 2014 EXMT T 0.500 May 31, 2013 EXMT T 3.125 May 15, 2021 EXMT T 0.500 May 31, 2013 EXMT T 2.375 Oct 31, 2014 EXMT T 2.750 Oct 31, 2013 EXMT Swaption USD Short 3.50 2021/07/08 T 0.500 May 31, 2013 EXMT T 0.500 May 31, 2013 EXMT T 1.000 May 15, 2014 EXMT T 2.000 Apr 30, 2016 EXMT T 0.500 May 31, 2013 EXMT T 1.000 May 15, 2014 EXMT Fixed/Float USD Payer 0.61 2013/03/20 USD 500.0 MM 08/27/2011 FORMULA WMT 5.625 Apr 15, 2041 SEC5 Swaption EUR Long 4.27 2026/05/29 Swaption EUR Long 3.82 2046/05/30 Fixed/Float USD Receiver 0.75 2013/08/15 Invoice Spread Fixed/Float USD Payer 1.66 2015/08/28 Fixed/Float USD Payer 1.66 2015/08/28 Fixed/Float USD Receiver 0.68 2013/06/17 T 0.750 Aug 15, 2013 EXMT T 1.125 Jun 15, 2013 EXMT T 1.000 Jan 15, 2014 EXMT Swaption USD Short 3.00 2021/06/28 Spread Switch Fixed/Float USD Receiver 3.14 2021/06/02 Spread Switch Fixed/Float USD Payer 3.97 2041/06/03 T 0.625 Dec 31, 2012 EXMT TOTAL 2.300 Mar 15, 2016 SEC5 T 3.125 May 15, 2021 EXMT T 4.375 May 15, 2041 EXMT Swaption USD Long 3.80 2022/06/15 Unwind T 6.700 Nov 15, 2013 Swaption USD Short 2.75 2021/06/28 Spread Switch Fixed/Float USD Payer 1.84 2016/06/03 Spread Switch Fixed/Float USD Receiver 3.07 2021/06/03 T 2.375 May 31, 2018 EXMT T 3.125 May 15, 2021 EXMT T 0.750 Aug 15, 2013 EXMT Fixed/Float GBP Receiver 1.75 2013/06/17 StepInTrade Fixed/Float GBP Payer 3.00 2016/06/15 StepInTrade Fixed/Float GBP Payer 2.75 2016/06/15 StepInTrade Fixed/Float GBP Receiver 3.50 2021/06/15 StepInTrade Fixed/Float GBP Payer 3.50 2018/06/15 StepInTrade Fixed/Float GBP Payer 1.75 2013/06/17 StepInTrade Fixed/Float GBP Payer 3.25 2016/06/15 StepInTrade Fixed/Float GBP Receiver 3.25 2018/09/21 Fixed/Float GBP Receiver 3.25 2018/06/15 StepInTrade Fixed/Float GBP Receiver 3.25 2018/06/15 StepInTrade Fixed/Float GBP Receiver 3.75 2021/06/15 StepInTrade Fixed/Float GBP Receiver 2.00 2014/09/22

USD USD USD USD USD USD USD USD USD USD USD USD USD USD USD USD USD USD USD USD USD USD USD USD USD USD USD USD USD USD USD USD USD USD USD USD USD USD USD USD USD USD USD USD USD USD USD USD USD USD USD USD USD USD USD USD USD USD USD USD USD USD USD USD USD USD USD USD USD USD USD USD USD USD USD USD USD USD USD USD USD USD USD USD USD USD USD USD USD USD USD USD USD USD USD USD USD USD USD USD USD USD USD USD USD USD USD USD USD USD USD USD USD USD USD USD USD USD USD USD USD USD USD USD USD USD

75,000 50,000 35,000 300 300 6 60,000 400 250 250 250 50 4,140 2,944 15 190,000 60,000 0 0 0 100,000 125 6 200,000 2,205 128 312,500 200,000 200,000 37,000 290 280 280 506 500 340 234 108 6 250,000 225,000 80,000 1,994 540 522 135 126 8 6 6 0 0 0 0 0 60,000 200 200 200 200 110 8 8 4 0 15,000 2,588 200 6 250 233 0 400,000 15,000 4,597 4,000 3,300 1,044 43 34 50,000 5,627 5,427 3,677 3,278 603 409 75,000 50,000 4 0 0 10,000 10,000 7,200 6,500 6,000 4,280 500 15,000 6,000 6,000 20 0 0 0 0 0 11,250 10,000 10,000 4,361 3,263 36 0 0 0 0 0 0 0 0 0 0 0 0

05/04/11 05/04/11 05/04/11 05/04/11 05/04/11 05/04/11 05/05/11 05/05/11 05/05/11 05/05/11 05/05/11 05/05/11 05/06/11 05/06/11 05/06/11 05/10/11 05/12/11 05/17/11 05/09/11 05/09/11 05/09/11 05/10/11 05/10/11 05/12/11 05/11/11 05/11/11 06/15/11 05/11/11 05/12/11 05/13/11 05/13/11 05/13/11 05/13/11 05/16/11 05/16/11 05/16/11 05/16/11 05/16/11 05/16/11 05/19/11 05/18/11 05/24/11 05/17/11 05/17/11 05/17/11 05/17/11 05/17/11 05/17/11 05/17/11 05/17/11 05/18/11 05/17/11 05/17/11 05/17/11 05/17/11 05/19/11 05/19/11 05/19/11 05/19/11 05/19/11 05/19/11 05/19/11 05/19/11 05/19/11 05/19/11 05/20/11 05/20/11 05/20/11 05/20/11 05/23/11 05/23/11 05/23/11 05/24/11 05/24/11 05/24/11 05/24/11 05/24/11 05/24/11 05/24/11 05/24/11 05/25/11 05/25/11 05/25/11 05/25/11 05/25/11 05/25/11 05/25/11 06/02/11 05/27/11 05/26/11 05/26/11 05/26/11 06/01/11 05/31/11 06/01/11 06/01/11 05/27/11 05/27/11 05/27/11 05/31/11 05/31/11 05/31/11 05/31/11 05/31/11 05/31/11 05/31/11 06/01/11 05/31/11 06/02/11 06/02/11 06/02/11 06/01/11 06/01/11 06/01/11 06/01/11 06/01/11 06/01/11 06/01/11 06/01/11 06/01/11 06/01/11 06/01/11 06/01/11 06/01/11 06/01/11 06/01/11

05/04/11 9919 - STIKER,EDWARD S. 05/04/11 9919 - STIKER,EDWARD S. 05/04/11 9919 - STIKER,EDWARD S. 05/05/11 9919 - STIKER,EDWARD S. 05/05/11 9919 - STIKER,EDWARD S. 05/05/11 9919 - STIKER,EDWARD S. 05/05/11 9919 - STIKER,EDWARD S. 05/06/11 9919 - STIKER,EDWARD S. 05/06/11 9919 - STIKER,EDWARD S. 05/06/11 9919 - STIKER,EDWARD S. 05/06/11 9919 - STIKER,EDWARD S. 05/06/11 9919 - STIKER,EDWARD S. 05/09/11 9919 - STIKER,EDWARD S. 05/09/11 9919 - STIKER,EDWARD S. 05/09/11 9919 - STIKER,EDWARD S. 05/09/11 11116 - STIKER/MACGILLIVRAY 05/09/11 9919 - STIKER,EDWARD S. 05/09/11 10321 - STIKER/QUBBAJ 05/10/11 9919 - STIKER,EDWARD S. 05/09/11 9919 - STIKER,EDWARD S. 05/10/11 9919 - STIKER,EDWARD S. 05/16/11 9919 - STIKER,EDWARD S. 05/11/11 9919 - STIKER,EDWARD S. 05/11/11 9919 - STIKER,EDWARD S. 05/12/11 9919 - STIKER,EDWARD S. 05/12/11 9919 - STIKER,EDWARD S. 05/12/11 9026 - TK INTL/STIKER 05/12/11 9919 - STIKER,EDWARD S. 05/12/11 9919 - STIKER,EDWARD S. 05/12/11 9919 - STIKER,EDWARD S. 05/16/11 9919 - STIKER,EDWARD S. 05/16/11 9919 - STIKER,EDWARD S. 05/16/11 9919 - STIKER,EDWARD S. 05/17/11 9919 - STIKER,EDWARD S. 05/17/11 9919 - STIKER,EDWARD S. 05/17/11 9919 - STIKER,EDWARD S. 05/17/11 9919 - STIKER,EDWARD S. 05/17/11 9919 - STIKER,EDWARD S. 05/17/11 9919 - STIKER,EDWARD S. 05/17/11 9919 - STIKER,EDWARD S. 05/17/11 9919 - STIKER,EDWARD S. 05/17/11 9919 - STIKER,EDWARD S. 05/18/11 9919 - STIKER,EDWARD S. 05/18/11 9919 - STIKER,EDWARD S. 05/18/11 9919 - STIKER,EDWARD S. 05/18/11 9919 - STIKER,EDWARD S. 05/18/11 9919 - STIKER,EDWARD S. 05/18/11 9919 - STIKER,EDWARD S. 05/18/11 9919 - STIKER,EDWARD S. 05/18/11 9919 - STIKER,EDWARD S. 05/17/11 9919 - STIKER,EDWARD S. 05/17/11 9919 - STIKER,EDWARD S. 05/17/11 9919 - STIKER,EDWARD S. 05/17/11 9919 - STIKER,EDWARD S. 05/17/11 9919 - STIKER,EDWARD S. 05/19/11 9919 - STIKER,EDWARD S. 05/20/11 9919 - STIKER,EDWARD S. 05/20/11 9919 - STIKER,EDWARD S. 05/20/11 9919 - STIKER,EDWARD S. 05/20/11 9919 - STIKER,EDWARD S. 05/20/11 9919 - STIKER,EDWARD S. 05/20/11 9919 - STIKER,EDWARD S. 05/20/11 9919 - STIKER,EDWARD S. 05/20/11 9919 - STIKER,EDWARD S. 05/20/11 9919 - STIKER,EDWARD S. 05/20/11 9919 - STIKER,EDWARD S. 05/23/11 9919 - STIKER,EDWARD S. 05/23/11 9919 - STIKER,EDWARD S. 05/23/11 9919 - STIKER,EDWARD S. 05/24/11 9919 - STIKER,EDWARD S. 05/24/11 9919 - STIKER,EDWARD S. 05/23/11 10321 - STIKER/QUBBAJ 05/24/11 9919 - STIKER,EDWARD S. 05/24/11 9919 - STIKER,EDWARD S. 05/25/11 9919 - STIKER,EDWARD S. 05/31/11 9919 - STIKER,EDWARD S. 05/25/11 9919 - STIKER,EDWARD S. 05/31/11 9919 - STIKER,EDWARD S. 05/25/11 9919 - STIKER,EDWARD S. 05/25/11 9919 - STIKER,EDWARD S. 05/25/11 9919 - STIKER,EDWARD S. 05/31/11 9919 - STIKER,EDWARD S. 05/31/11 9919 - STIKER,EDWARD S. 05/26/11 9919 - STIKER,EDWARD S. 05/26/11 9919 - STIKER,EDWARD S. 05/31/11 9919 - STIKER,EDWARD S. 05/26/11 9919 - STIKER,EDWARD S. 05/26/11 9919 - STIKER,EDWARD S. 05/26/11 9919 - STIKER,EDWARD S. 06/01/11 9919 - STIKER,EDWARD S. 05/26/11 10321 - STIKER/QUBBAJ 05/26/11 10321 - STIKER/QUBBAJ 05/27/11 9919 - STIKER,EDWARD S. 05/27/11 9919 - STIKER,EDWARD S. 05/27/11 9919 - STIKER,EDWARD S. 05/27/11 9919 - STIKER,EDWARD S. 05/31/11 9919 - STIKER,EDWARD S. 05/31/11 9919 - STIKER,EDWARD S. 05/31/11 9919 - STIKER,EDWARD S. 05/31/11 9919 - STIKER,EDWARD S. 05/31/11 9919 - STIKER,EDWARD S. 05/31/11 9919 - STIKER,EDWARD S. 06/01/11 9919 - STIKER,EDWARD S. 06/03/11 9919 - STIKER,EDWARD S. 06/01/11 9919 - STIKER,EDWARD S. 06/01/11 9919 - STIKER,EDWARD S. 05/31/11 9919 - STIKER,EDWARD S. 06/03/11 9919 - STIKER,EDWARD S. 06/01/11 9919 - STIKER,EDWARD S. 06/01/11 9919 - STIKER,EDWARD S. 06/01/11 9919 - STIKER,EDWARD S. 06/02/11 9919 - STIKER,EDWARD S. 06/02/11 9919 - STIKER,EDWARD S. 06/02/11 9919 - STIKER,EDWARD S. 06/01/11 10321 - STIKER/QUBBAJ 06/01/11 10321 - STIKER/QUBBAJ 06/01/11 10321 - STIKER/QUBBAJ 06/01/11 10321 - STIKER/QUBBAJ 06/01/11 10321 - STIKER/QUBBAJ 06/01/11 10321 - STIKER/QUBBAJ 06/01/11 10321 - STIKER/QUBBAJ 06/01/11 10321 - STIKER/QUBBAJ 06/01/11 10321 - STIKER/QUBBAJ 06/01/11 10321 - STIKER/QUBBAJ 06/01/11 10321 - STIKER/QUBBAJ 06/01/11 10321 - STIKER/QUBBAJ

1Q3YG SRK4F SRK4J

SRM42

SRM5V EQXK9 HMEZW SRGPX EQXKZ

EQXM8

EVRNF EQXME EQXMK 1Q4YU

EQXN2 SRMCY EQXNH

SRMD0 SRGW8 1Q5JU SRGW9 SRGWA SRMFM

PQ62C

HMGTD LQAP2 SRMY0

SRN02

1Q6KC SRN0J EJSN2 EJSN4 1Q6UZ 1Q6UY 1Q6WC 1Q6WD

SRN3H 1Q70E 1Q70F

SRHS3 SRN46 1Q76D 1Q76E

HMJ9F HMJ9Y HMJ9X HMJ9K HMJA9 HMJ9N HMJ9C HMJCN HMJA6 HMJA4 HMJAK HMJBE

NA SWAPS TRDG NA VOLATILITY TRADING NA VOLATILITY TRADING TAX TRD - GOVERNMENT BOND TAX TRD - GOVERNMENT BOND TAX TRD - GOVERNMENT BOND NA VOLATILITY TRADING TAX TRD - GOVERNMENT BOND TAX TRD - GOVERNMENT BOND TAX TRD - GOVERNMENT BOND TAX TRD - GOVERNMENT BOND TAX TRADING - US GOVTS TAX TRD - GOVERNMENT BOND TAX TRD - GOVERNMENT BOND TAX TRD - GOVERNMENT BOND NA VOLATILITY TRADING NA VOLATILITY TRADING STERLING RATES FI CLIENT FINANCING - US NA VOLATILITY TRADING NA VOLATILITY TRADING TAX TRD - GOVERNMENT BOND TAX TRD - GOVERNMENT BOND NA VOLATILITY TRADING TAX TRD - GOVERNMENT BOND TAX TRD - GOVERNMENT BOND TK VOLATILITY TRADING NA VOLATILITY TRADING NA VOLATILITY TRADING NA SWAPS TRDG TAX TRD - GOVERNMENT BOND TAX TRD - GOVERNMENT BOND TAX TRD - GOVERNMENT BOND TAX TRD - GOVERNMENT BOND TAX TRD - GOVERNMENT BOND TAX TRD - GOVERNMENT BOND TAX TRD - GOVERNMENT BOND TAX TRD - GOVERNMENT BOND TAX TRD - GOVERNMENT BOND NA VOLATILITY TRADING NA VOLATILITY TRADING NA VOLATILITY TRADING TAX TRD - GOVERNMENT BOND TAX TRD - GOVERNMENT BOND TAX TRD - GOVERNMENT BOND TAX TRD - GOVERNMENT BOND TAX TRD - GOVERNMENT BOND TAX TRD - GOVERNMENT BOND TAX TRD - GOVERNMENT BOND TAX TRD - GOVERNMENT BOND NA VOLATILITY TRADING NA VOLATILITY TRADING NA VOLATILITY TRADING NA VOLATILITY TRADING NA VOLATILITY TRADING NA VOLATILITY TRADING TAX TRD - GOVERNMENT BOND TAX TRD - GOVERNMENT BOND TAX TRD - GOVERNMENT BOND TAX TRD - GOVERNMENT BOND TAX TRD - GOVERNMENT BOND TAX TRD - GOVERNMENT BOND TAX TRD - GOVERNMENT BOND TAX TRD - GOVERNMENT BOND FI CLIENT FINANCING - US NA VOLATILITY TRADING TAX TRD - GOVERNMENT BOND TAX TRD - GOVERNMENT BOND TAX TRD - GOVERNMENT BOND TAX TRD - GOVERNMENT BOND TAX TRD - GOVERNMENT BOND EU SWAPS TRDG NA VOLATILITY TRADING NA VOLATILITY TRADING TAX TRD - GOVERNMENT BOND TAX TRD - GOVERNMENT BOND TAX TRD - GOVERNMENT BOND TAX TRD - GOVERNMENT BOND TAX TRD - GOVERNMENT BOND TAX TRD - GOVERNMENT BOND NA VOLATILITY TRADING TAX TRD - GOVERNMENT BOND TAX TRD - GOVERNMENT BOND TAX TRD - GOVERNMENT BOND TAX TRD - GOVERNMENT BOND TAX TRD - GOVERNMENT BOND TAX TRD - GOVERNMENT BOND NA SWAPS TRDG NA VOLATILITY TRADING SWING ACTIVITY EU VOLATILITY TRADING EU VOLATILITY TRADING NA SWAPS TRDG NA SWAPS TRDG NA SWAPS TRDG NA SWAPS TRDG TAX TRD - GOVERNMENT BOND TAX TRD - GOVERNMENT BOND TAX TRD - GOVERNMENT BOND NA VOLATILITY TRADING NA SWAPS TRDG NA SWAPS TRDG TAX TRD - GOVERNMENT BOND SWING ACTIVITY NA SWAPS TRDG NA SWAPS TRDG NA VOLATILITY TRADING SWING ACTIVITY NA VOLATILITY TRADING NA SWAPS TRDG NA SWAPS TRDG TAX TRD - GOVERNMENT BOND TAX TRD - GOVERNMENT BOND TAX TRD - GOVERNMENT BOND STERLING RATES STERLING RATES STERLING RATES STERLING RATES STERLING RATES STERLING RATES STERLING RATES STERLING RATES STERLING RATES STERLING RATES STERLING RATES STERLING RATES

USD_SWAPS SHORT_DATED_VOL SHORT_DATED_VOL NY TRADING_TREASURIES NY TRADING_TREASURIES NY TRADING_TREASURIES LONG_DATED_VOL NY TRADING_TREASURIES NY TRADING_TREASURIES NY TRADING_TREASURIES NY TRADING_TREASURIES OVERNIGHT CURVE NY TRADING_TREASURIES NY TRADING_TREASURIES NY TRADING_TREASURIES LONG_DATED_VOL LONG_DATED_VOL TOSTG TREASURY BILL BOOK LONG_DATED_VOL LONG_DATED_VOL NY TRADING_TREASURIES NY TRADING_TREASURIES LONG_DATED_VOL NY TRADING_TREASURIES NY TRADING_TREASURIES TSJPY LONG_DATED_VOL LONG_DATED_VOL USD_SWAPS NY TRADING_TREASURIES NY TRADING_TREASURIES NY TRADING_TREASURIES NY TRADING_TREASURIES NY TRADING_TREASURIES NY TRADING_TREASURIES NY TRADING_TREASURIES NY TRADING_TREASURIES NY TRADING_TREASURIES LONG_DATED_VOL LONG_DATED_VOL LONG_DATED_VOL NY TRADING_TREASURIES NY TRADING_TREASURIES NY TRADING_TREASURIES NY TRADING_TREASURIES NY TRADING_TREASURIES NY TRADING_TREASURIES NY TRADING_TREASURIES NY TRADING_TREASURIES LONG_DATED_VOL LONG_DATED_VOL LONG_DATED_VOL LONG_DATED_VOL LONG_DATED_VOL SHORT_DATED_VOL NY TRADING_TREASURIES NY TRADING_TREASURIES NY TRADING_TREASURIES NY TRADING_TREASURIES NY TRADING_TREASURIES NY TRADING_TREASURIES NY TRADING_TREASURIES NY TRADING_TREASURIES TREASURY BILL BOOK ACTBA NY TRADING_TREASURIES NY TRADING_TREASURIES NY TRADING_TREASURIES NY TRADING_TREASURIES NY TRADING_TREASURIES TOXEU LONG_DATED_VOL SHORT_DATED_VOL NY TRADING_TREASURIES NY TRADING_TREASURIES NY TRADING_TREASURIES NY TRADING_TREASURIES NY TRADING_TREASURIES NY TRADING_TREASURIES SHORT_DATED_VOL NY TRADING_TREASURIES NY TRADING_TREASURIES NY TRADING_TREASURIES NY TRADING_TREASURIES NY TRADING_TREASURIES NY TRADING_TREASURIES USD_SWAPS LONG_DATED_VOL IGRES TODEM TODEM USD_SWAPS USD_SWAPS USD_SWAPS USD_SWAPS NY TRADING_TREASURIES NY TRADING_TREASURIES NY TRADING_TREASURIES SHORT_DATED_VOL USD_SWAPS USD_SWAPS NY TRADING_TREASURIES IGRES USD_SWAPS USD_SWAPS LONG_DATED_VOL IGRES SHORT_DATED_VOL USD_SWAPS USD_SWAPS NY TRADING_TREASURIES NY TRADING_TREASURIES NY TRADING_TREASURIES TOSTG TOSTG TOSTG TOSTG TOSTG TOSTG TOSTG TOSTG TOSTG TOSTG TOSTG TOSTG

TOUSD ACSTP ACSTP

ACUSD

ACUSD ACUSD TOSTG ACUSD ACUSD

ACUSD

TSJPY ACUSD ACUSD BASIS

ACUSD ACUSD ACUSD

ACUSD ACUSD ACUSD ACUSD ACUSD ACSTP

ACTBA

TOXEU ACUSD ACSTP

ACSTP

TOUSD ACUSD TODEM TODEM TOUSD TOUSD TOUSD TOUSD

ACSTP TOUSD TOUSD

ACUSD ACSTP TOUSD TOUSD

TOSTG TOSTG TOSTG TOSTG TOSTG TOSTG TOSTG TOSTG TOSTG TOSTG TOSTG TOSTG

0 0 0 0 0 0 0 0 0 0 0 0 0 0 0 0 0 0 0 0 0 0 0 0 0 0 0 0 0 0 0 0 0 0 0 0 0 0 0 0 0 0 0 0 0 0 0 0 0 0 0 0 0 0 0 0 0 0 0 0 0 0 0 0 0 0 0 0 0 0 0 0 0 0 0 0 0 0 0 0 0 0 0 0 0 0 0 0 0 0 0 0 0 0 0 0 0 0 0 0 0 0 0 0 0 0 0 0 0 0 0 0 0 0 0 0 0 0 0 0 0 0 0 0 0 0

BREVAN HOWARD BREVAN HOWARD BREVAN HOWARD BREAKWATER TRADING BREAKWATER TRADING BREAKWATER TRADING PROLOGUE CAPITAL BREAKWATER TRADING BREAKWATER TRADING BREAKWATER TRADING BREAKWATER TRADING BREAKWATER TRADING ALPHADYNE ASSET MANAGEMENT ALPHADYNE ASSET MANAGEMENT BREAKWATER TRADING CONVEXITY CAPITAL MANAGEMENT CONVEXITY CAPITAL MANAGEMENT ELEMENT CAPITAL FEDERAL RESERVE BANK OF NEW YORK CONVEXITY CAPITAL MANAGEMENT CONVEXITY CAPITAL MANAGEMENT BREAKWATER TRADING BREAKWATER TRADING CONVEXITY CAPITAL MANAGEMENT ALPHADYNE ASSET MANAGEMENT BREAKWATER TRADING CONVEXITY CAPITAL MANAGEMENT CONVEXITY CAPITAL MANAGEMENT CONVEXITY CAPITAL MANAGEMENT BRUMMER - NEKTAR ASSET MANAGEMENT BREAKWATER TRADING BREAKWATER TRADING BREAKWATER TRADING BREAKWATER TRADING BREAKWATER TRADING BREAKWATER TRADING BREAKWATER TRADING BREAKWATER TRADING BREAKWATER TRADING CONVEXITY CAPITAL MANAGEMENT CONVEXITY CAPITAL MANAGEMENT BREVAN HOWARD FEDERAL RESERVE BANK OF NEW YORK BREAKWATER TRADING BREAKWATER TRADING FEDERAL RESERVE BANK OF NEW YORK BREAKWATER TRADING BREAKWATER TRADING BREAKWATER TRADING BREAKWATER TRADING CONVEXITY CAPITAL MANAGEMENT CONVEXITY CAPITAL MANAGEMENT BREVAN HOWARD CONVEXITY CAPITAL MANAGEMENT CONVEXITY CAPITAL MANAGEMENT BREVAN HOWARD BREAKWATER TRADING BREAKWATER TRADING BREAKWATER TRADING BREAKWATER TRADING BREAKWATER TRADING BREAKWATER TRADING BREAKWATER TRADING BREAKWATER TRADING FEDERAL RESERVE BANK OF NEW YORK UNKNOWN ALPHADYNE ASSET MANAGEMENT BREAKWATER TRADING BREAKWATER TRADING BREAKWATER TRADING BREAKWATER TRADING ELEMENT CAPITAL CONVEXITY CAPITAL MANAGEMENT ALPHADYNE ASSET MANAGEMENT ALPHADYNE ASSET MANAGEMENT ALPHADYNE ASSET MANAGEMENT ALPHADYNE ASSET MANAGEMENT ALPHADYNE ASSET MANAGEMENT FEDERAL RESERVE BANK OF NEW YORK FEDERAL RESERVE BANK OF NEW YORK BREVAN HOWARD ALPHADYNE ASSET MANAGEMENT ALPHADYNE ASSET MANAGEMENT ALPHADYNE ASSET MANAGEMENT ALPHADYNE ASSET MANAGEMENT ALPHADYNE ASSET MANAGEMENT ALPHADYNE ASSET MANAGEMENT BREVAN HOWARD BREVAN HOWARD FEDERATED INVESTORS HARVARD MANAGEMENT COMPANY HARVARD MANAGEMENT COMPANY ALPHADYNE ASSET MANAGEMENT ALPHADYNE ASSET MANAGEMENT ALPHADYNE ASSET MANAGEMENT ALPHADYNE ASSET MANAGEMENT ALPHADYNE ASSET MANAGEMENT ALPHADYNE ASSET MANAGEMENT BREAKWATER TRADING ALPHADYNE ASSET MANAGEMENT ALPHADYNE ASSET MANAGEMENT ALPHADYNE ASSET MANAGEMENT BREAKWATER TRADING FEDERATED INVESTORS ALPHADYNE ASSET MANAGEMENT ALPHADYNE ASSET MANAGEMENT BREVAN HOWARD FEDERATED INVESTORS ALPHADYNE ASSET MANAGEMENT ALPHADYNE ASSET MANAGEMENT ALPHADYNE ASSET MANAGEMENT ALPHADYNE ASSET MANAGEMENT ALPHADYNE ASSET MANAGEMENT BREAKWATER TRADING KEPOS CAPITAL KEPOS CAPITAL KEPOS CAPITAL KEPOS CAPITAL KEPOS CAPITAL KEPOS CAPITAL KEPOS CAPITAL KEPOS CAPITAL KEPOS CAPITAL KEPOS CAPITAL KEPOS CAPITAL KEPOS CAPITAL

julieg ayres ayres seelaus seelaus seelaus heslin keitait keitait keitait kevbro seelaus seelaus seelaus leejoh heppmic leylawil seangree davidfl heppmic keitait keitait heppmic seelaus seelaus asanom heppmic heppmic rahmloc heslin heslin heslin sullsean sullsean heslin sullsean dimariaa heslin heppmic leejoh heppmic heslin keitait keitait keitait heslin heslin heslin keitait leejoh davidfl davidfl davidfl davidfl blakesc keitait keitait keitait keitait keitait keitait keitait keitait swynne keitait keitait keitait keitait keitait bfaisal blakesc seelaus heslin seelaus sullsean keitait keitait ayres seelaus seelaus seelaus seelaus keitait keitait julieg christop yanwang yanwang julieg julieg julieg julieg keitait sullsean seelaus ayres julieg julieg heslin david.yo julieg julieg davidfl david.yo ayres julieg julieg dimariaa dimariaa keitait leylawil leylawil leylawil leylawil leylawil leylawil leylawil leylawil leylawil leylawil leylawil leylawil

630 631 632 633 634 635 636 637 638 639 640 641 642 643 644 645 646 647 648 649 650 651 652 653 654 655 656 657 658 659 660 661 662 663 664 665 666 667 668 669 670 671 672 673 674 675 676 677 678 679 680 681 682 683 684 685 686 687 688 689 690 691 692 693 694 695 696 697 698 699 700 701 702 703 704 705 706 707 708 709 710 711 712 713 714 715 716 717 718 719 720 721 722 723 724 725 726 727 728 729 730 731 732 733 734 735 736 737 738 739 740 741 742 743 744 745 746 747 748 749 750 751 752 753 754 755

06/01/11 KEPOS CAPITAL LP (KEPCP) 06/01/11 KEPOS CAPITAL LP (KEPCP) 06/01/11 KEPOS CAPITAL LP (KEPCP) 06/01/11 KEPOS CAPITAL LP (KEPCP) 06/01/11 KEPOS CAPITAL LP (KEPCP) 06/01/11 KEPOS CAPITAL LP (KEPCP) 06/01/11 KEPOS CAPITAL LP (KEPCP) 06/01/11 KEPOS CAPITAL LP (KEPCP) 06/01/11 KEPOS CAPITAL LP (KEPCP) 06/01/11 KEPOS CAPITAL LP (KEPCP) 06/01/11 KEPOS CAPITAL LP (KEPCP) 06/01/11 KEPOS CAPITAL LP (KEPCP) 06/01/11 KEPOS CAPITAL LP (KEPCP) 06/01/11 KEPOS CAPITAL LP (KEPCP) 06/01/11 KEPOS CAPITAL LP (KEPCP) 06/01/11 KEPOS CAPITAL LP (KEPCP) 06/01/11 KEPOS CAPITAL LP (KEPCP) 06/01/11 KEPOS CAPITAL LP (KEPCP) 06/01/11 KEPOS CAPITAL LP (KEPCP) 06/01/11 KEPOS CAPITAL LP (KEPCP) 06/01/11 KEPOS CAPITAL LP (KEPCP) 06/01/11 KEPOS CAPITAL LP (KEPCP) 06/01/11 KEPOS CAPITAL LP (KEPCP) 06/01/11 KEPOS CAPITAL LP (KEPCP) 06/01/11 KEPOS CAPITAL LP (KEPCP) 06/01/11 KEPOS CAPITAL LP (KEPCP) 06/01/11 KEPOS CAPITAL LP (KEPCP) 06/01/11 KEPOS CAPITAL LP (KEPCP) 06/01/11 KEPOS CAPITAL LP (KEPCP) 06/01/11 KEPOS CAPITAL LP (KEPCP) 06/01/11 KEPOS CAPITAL LP (KEPCP) 06/01/11 KEPOS CAPITAL LP (KEPCP) 06/01/11 KEPOS CAPITAL LP (KEPCP) 06/01/11 KEPOS CAPITAL LP (KEPCP) 06/01/11 KEPOS CAPITAL LP (KEPCP) 06/01/11 KEPOS CAPITAL LP (KEPCP) 06/01/11 KEPOS CAPITAL LP (KEPCP) 06/01/11 KEPOS CAPITAL LP (KEPCP) 06/01/11 KEPOS CAPITAL LP (KEPCP) 06/01/11 KEPOS CAPITAL LP (KEPCP) 06/01/11 ALPHADYNE ASSET MANAGEMENT (AOASM) 06/01/11 ALPHADYNE ASSET MANAGEMENT (AOASM) 06/01/11 BREVAN HOWARD ASSET MANAGEMENT (BREVN) 06/01/11 ALPHADYNE ASSET MANAGEMENT (AOASM) 06/01/11 KEPOS CAPITAL LP (KEPCP) 06/01/11 KEPOS CAPITAL LP (KEPCP) 06/01/11 KEPOS CAPITAL LP (KEPCP) 06/01/11 KEPOS CAPITAL LP (KEPCP) 06/01/11 KEPOS CAPITAL LP (KEPCP) 06/01/11 KEPOS CAPITAL LP (KEPCP) 06/01/11 KEPOS CAPITAL LP (KEPCP) 06/01/11 KEPOS CAPITAL LP (KEPCP) 06/02/11 ALPHADYNE ASSET MANAGEMENT (AOASM) 06/02/11 ALPHADYNE ASSET MANAGEMENT,LLC (ALDP) 06/02/11 ALPHADYNE ASSET MANAGEMENT,LLC (ALDP) 06/02/11 BWT PROFESSIONAL TRADING LLC (BWT1) 06/02/11 KEPOS CAPITAL LP (KEPCP) 06/02/11 KEPOS CAPITAL LP (KEPCP) 06/02/11 CONVEXITY CAPITAL MANAGEMENT, (CVEX) 06/02/11 CONVEXITY CAPITAL MANAGEMENT, (CVEX) 06/02/11 CONVEXITY CAPITAL MANAGEMENT, (CVEX) 06/03/11 CONVEXITY CAPITAL MANAGEMENT, (CVEX) 06/03/11 CONVEXITY CAPITAL MANAGEMENT, (CVEX) 06/03/11 CONVEXITY CAPITAL MANAGEMENT, (CVEX) 06/03/11 ALPHADYNE ASSET MANAGEMENT,LLC (ALDP) 06/03/11 ALPHADYNE ASSET MANAGEMENT,LLC (ALDP) 06/03/11 ALPHADYNE ASSET MANAGEMENT,LLC (ALDP) 06/03/11 ALPHADYNE ASSET MANAGEMENT,LLC (ALDP) 06/03/11 ALPHADYNE ASSET MANAGEMENT (AOASM) 06/03/11 BWT PROFESSIONAL TRADING LLC (BWT1) 06/03/11 BWT PROFESSIONAL TRADING LLC (BWT1) 06/03/11 BWT PROFESSIONAL TRADING LLC (BWT1) 06/03/11 RBS CORRELATION (RBSCL) 06/03/11 KEPOS CAPITAL LP (KEPCP) 06/06/11 ALPHADYNE ASSET MANAGEMENT,LLC (ALDP) 06/06/11 ALPHADYNE ASSET MANAGEMENT,LLC (ALDP) 06/06/11 ALPHADYNE ASSET MANAGEMENT,LLC (ALDP) 06/06/11 ALPHADYNE ASSET MANAGEMENT,LLC (ALDP) 06/06/11 BWT PROFESSIONAL TRADING LLC (BWT1) 06/06/11 BWT PROFESSIONAL TRADING LLC (BWT1) 06/06/11 BWT PROFESSIONAL TRADING LLC (BWT1) 06/06/11 BWT PROFESSIONAL TRADING LLC (BWT1) 06/06/11 BWT PROFESSIONAL TRADING LLC (BWT1) 06/06/11 BWT PROFESSIONAL TRADING LLC (BWT1) 06/06/11 METLIFE INSURANCE (M3U) 06/06/11 METLIFE INSURANCE (M3U) 06/07/11 ALPHADYNE ASSET MANAGEMENT,LLC (ALDP) 06/07/11 ALPHADYNE ASSET MANAGEMENT (AOASM) 06/07/11 BWT PROFESSIONAL TRADING LLC (BWT1) 06/07/11 BWT PROFESSIONAL TRADING LLC (BWT1) 06/07/11 BWT PROFESSIONAL TRADING LLC (BWT1) 06/07/11 BWT PROFESSIONAL TRADING LLC (BWT1) 06/07/11 BWT PROFESSIONAL TRADING LLC (BWT1) 06/07/11 ALLIANCEBERNSTEIN (ALL7) 06/08/11 CONVEXITY CAPITAL MANAGEMENT, (CVEX) 06/08/11 CONVEXITY CAPITAL MANAGEMENT, (CVEX) 06/08/11 BREVAN HOWARD ASSET MANAGEMENT (BRNHW) 06/08/11 CONVEXITY CAPITAL MANAGEMENT, (CVEX) 06/08/11 CONVEXITY CAPITAL MANAGEMENT, (CVEX) 06/08/11 ALPHADYNE ASSET MANAGEMENT,LLC (ALDP) 06/08/11 ALPHADYNE ASSET MANAGEMENT,LLC (ALDP) 06/08/11 ALPHADYNE ASSET MANAGEMENT (AOASM) 06/08/11 ALPHADYNE ASSET MANAGEMENT,LLC (ALDP) 06/08/11 ALPHADYNE ASSET MANAGEMENT,LLC (ALDP) 06/08/11 BWT PROFESSIONAL TRADING LLC (BWT1) 06/08/11 BWT PROFESSIONAL TRADING LLC (BWT1) 06/08/11 BWT PROFESSIONAL TRADING LLC (BWT1) 06/08/11 BWT PROFESSIONAL TRADING LLC (BWT1) 06/08/11 BWT PROFESSIONAL TRADING LLC (BWT1) 06/08/11 BWT PROFESSIONAL TRADING LLC (BWT1) 06/08/11 BWT PROFESSIONAL TRADING LLC (BWT1) 06/08/11 BWT PROFESSIONAL TRADING LLC (BWT1) 06/08/11 BWT PROFESSIONAL TRADING LLC (BWT1) 06/08/11 BWT PROFESSIONAL TRADING LLC (BWT1) 06/08/11 BWT PROFESSIONAL TRADING LLC (BWT1) 06/08/11 BWT PROFESSIONAL TRADING LLC (BWT1) 06/08/11 BWT PROFESSIONAL TRADING LLC (BWT1) 06/08/11 KEPOS CAPITAL LP (KEPCP) 06/08/11 RBS CORRELATION (RBSCL) 06/08/11 CONVEXITY CAPITAL MANAGEMENT, (CVEX) 06/08/11 CONVEXITY CAPITAL MANAGEMENT, (CVEX) 06/08/11 CONVEXITY CAPITAL MANAGEMENT, (CVEX) 06/08/11 CONVEXITY CAPITAL MANAGEMENT, (CVEX) 06/09/11 CONVEXITY CAPITAL MANAGEMENT, (CVEX) 06/09/11 ALPHADYNE ASSET MANAGEMENT (AOASM) 06/09/11 CONVEXITY CAPITAL MANAGEMENT, (CVEX)

Fixed/Float GBP Payer 2.25 2014/06/16 StepInTrade Fixed/Float GBP Payer 2.00 2014/06/16 StepInTrade Fixed/Float GBP Payer 3.50 2018/06/15 StepInTrade Fixed/Float GBP Receiver 3.25 2018/06/15 StepInTrade Fixed/Float GBP Receiver 3.25 2016/06/15 StepInTrade Fixed/Float GBP Receiver 4.00 2021/06/15 StepInTrade Fixed/Float GBP Payer 2.00 2014/06/16 StepInTrade Fixed/Float GBP Payer 2.00 2013/06/17 StepInTrade Fixed/Float GBP Payer 1.75 2013/06/17 StepInTrade Fixed/Float GBP Payer 3.50 2018/06/15 StepInTrade Fixed/Float GBP Receiver 2.75 2016/09/21 Fixed/Float GBP Payer 3.50 2021/09/21 Fixed/Float GBP Receiver 3.00 2016/06/15 StepInTrade Fixed/Float GBP Payer 2.75 2016/06/15 StepInTrade Fixed/Float GBP Payer 2.50 2014/06/16 StepInTrade Fixed/Float GBP Receiver 4.00 2021/06/15 StepInTrade Fixed/Float GBP Receiver 3.50 2018/06/15 StepInTrade Fixed/Float GBP Payer 3.75 2021/06/15 StepInTrade Fixed/Float GBP Payer 3.25 2018/09/21 Fixed/Float GBP Payer 3.75 2018/06/15 StepInTrade Fixed/Float GBP Receiver 1.75 2013/06/17 StepInTrade Fixed/Float GBP Payer 2.75 2016/09/21 Fixed/Float GBP Receiver 3.00 2016/06/15 StepInTrade Fixed/Float GBP Payer 3.75 2021/06/15 StepInTrade Fixed/Float GBP Payer 3.75 2021/06/15 StepInTrade Fixed/Float GBP Receiver 4.00 2021/06/15 StepInTrade Fixed/Float GBP Receiver 3.50 2018/06/15 StepInTrade Fixed/Float GBP Receiver 3.25 2016/06/15 StepInTrade Fixed/Float GBP Payer 3.75 2021/06/15 StepInTrade Fixed/Float GBP Payer 2.00 2013/06/17 StepInTrade Fixed/Float GBP Payer 3.25 2016/06/15 StepInTrade Fixed/Float GBP Payer 2.75 2016/06/15 StepInTrade Fixed/Float GBP Receiver 4.00 2021/06/15 StepInTrade Fixed/Float GBP Receiver 4.00 2021/06/15 StepInTrade Fixed/Float GBP Receiver 3.75 2021/06/15 StepInTrade Fixed/Float GBP Payer 3.50 2018/06/15 StepInTrade Fixed/Float GBP Payer 1.75 2013/09/23 Fixed/Float GBP Receiver 3.00 2016/06/15 StepInTrade Fixed/Float GBP Payer 2.00 2014/06/16 StepInTrade Fixed/Float GBP Payer 3.50 2021/09/21 T 1.750 May 31, 2016 EXMT T 3.125 May 15, 2021 EXMT Swaption USD Long 3.80 2022/06/15 Unwind Swaption USD Short 3.00 2021/06/28 Unwind Fixed/Float EUR Receiver 2.50 2013/06/17 Unwind Fixed/Float EUR Payer 2.50 2013/06/17 StepInTrade Fixed/Float EUR Payer 2.50 2013/06/17 StepInTrade Fixed/Float EUR Payer 2.50 2013/06/17 StepInTrade Fixed/Float EUR Receiver 2.50 2013/06/17 StepInTrade Fixed/Float EUR Receiver 2.50 2013/06/17 StepInTrade Fixed/Float EUR Receiver 2.50 2013/06/17 StepInTrade Fixed/Float EUR Receiver 2.50 2013/06/17 StepInTrade Swaption USD Short 2.10 2016/09/20 T 1.750 May 31, 2016 EXMT T 3.125 May 15, 2021 EXMT T 1.250 Feb 15, 2014 EXMT Fixed/Float GBP Payer 1.50 2013/09/23 Fixed/Float GBP Payer 3.50 2021/09/21 TII 2.375 Jan 15, 2025 EXMT TII 1.125 Jan 15, 2021 EXMT TII 1.375 Jul 15, 2018 EXMT Swaption JPY Short 0.62 2015/06/05 USD 1.8 BN 06/22/2011 CAPFLR RealRate(bond)/Float USD Payer 1.12 2021/01/15 T 2.375 May 31, 2018 EXMT T 3.125 May 15, 2021 EXMT T 2.375 May 31, 2018 EXMT T 3.125 May 15, 2021 EXMT Rate Switch Fixed/Float USD Receiver 3.97 2041/06/07 T 0.750 Aug 15, 2013 EXMT T 0.500 May 31, 2013 EXMT T 0.750 Mar 31, 2013 EXMT Rate Switch Fixed/Float USD Payer 3.11 2021/06/07 Fixed/Float EUR Payer 3.50 2021/09/21 T 1.000 May 15, 2014 EXMT T 3.125 May 15, 2021 EXMT T 1.000 May 15, 2014 EXMT T 4.375 May 15, 2041 EXMT T 0.750 Aug 15, 2013 EXMT T 0.750 Aug 15, 2013 EXMT T 2.125 Feb 29, 2016 EXMT T 0.625 Dec 31, 2012 EXMT T 0.625 Dec 31, 2012 EXMT T 0.625 Dec 31, 2012 EXMT CCS:Float/Float EUR Receiver 0.00 2014/06/30 CCS:Float/Float EUR Receiver 0.00 2015/06/30 T 1.000 May 15, 2014 EXMT Fixed/Float USD Receiver 1.00 2014/06/09 T 3.125 Apr 30, 2017 EXMT T 0.750 Aug 15, 2013 EXMT T 0.625 Dec 31, 2012 EXMT T 0.625 Dec 31, 2012 EXMT T 2.625 Dec 31, 2014 EXMT B Aug 04, 2011 EXMT Swaption USD Long 3.00 2018/05/14 Swaption JPY Long 1.66 2015/06/11 Fixed/Float USD Receiver 3.19 2021/09/15 Swaption USD Short 2.18 2016/12/12 Swaption USD Short 3.00 2016/05/12 T 2.375 May 31, 2018 EXMT T 1.750 May 31, 2016 EXMT Rate Switch Fixed/Float USD Payer 3.07 2021/06/10 T 3.125 May 15, 2021 EXMT T 1.750 May 31, 2016 EXMT T 2.375 Sep 30, 2014 EXMT T 1.125 Jun 15, 2013 EXMT T 2.625 Dec 31, 2014 EXMT T 2.500 Apr 30, 2015 EXMT T 1.125 Jun 15, 2013 EXMT T 1.000 May 15, 2014 EXMT T 1.000 May 15, 2014 EXMT T 1.000 May 15, 2014 EXMT T 2.375 Feb 28, 2015 EXMT T 2.375 Feb 28, 2015 EXMT T 2.500 Mar 31, 2015 EXMT T 2.500 Apr 30, 2015 EXMT T 0.750 Jun 15, 2014 EXMT Fixed/Float GBP Payer 2.75 2016/09/21 Rate Switch Fixed/Float USD Receiver 1.76 2016/06/10 Swaption USD Short 2.08 2014/10/21 Unwind Swaption USD Short 2.83 2016/12/12 Unwind Swaption USD Long 2.06 2014/09/10 Unwind Swaption USD Short 2.09 2013/08/06 Unwind Swaption USD Long 2.98 2018/06/13 Fixed/Float USD Receiver 3.16 2021/07/26 Fed Funds Float/Float USD Payer 0.00 2015/08/17 Unwind

USD USD USD USD USD USD USD USD USD USD USD USD USD USD USD USD USD USD USD USD USD USD USD USD USD USD USD USD USD USD USD USD USD USD USD USD USD USD USD USD USD USD USD USD USD USD USD USD USD USD USD USD USD USD USD USD USD USD USD USD USD USD USD USD USD USD USD USD USD USD USD USD USD USD USD USD USD USD USD USD USD USD USD USD USD USD USD USD USD USD USD USD USD USD USD USD USD USD USD USD USD USD USD USD USD USD USD USD USD USD USD USD USD USD USD USD USD USD USD USD USD USD USD USD USD USD

0 0 0 0 0 0 0 0 0 0 0 0 0 0 0 0 0 0 0 0 0 0 0 0 0 0 0 0 0 0 0 0 0 0 0 0 0 0 0 0 0 0 0 0 0 0 0 0 0 0 0 0 10,000 1,793 1,500 280 0 0 0 0 0 406,250 250,000 50,000 5,813 4,350 4,313 3,225 606 520 518 40 0 0 3,598 2,554 2,153 1,523 266 266 250 100 100 100 0 0 3,096 853 300 266 100 100 20 0 1,875,000 343,750 75,000 26,600 16,000 2,906 2,605 2,017 1,455 1,255 375 316 270 250 240 220 220 168 160 160 75 25 11 0 0 0 0 0 0 420,000 35,000 25,000

06/01/11 06/01/11 06/01/11 06/01/11 06/01/11 06/01/11 06/01/11 06/01/11 06/01/11 06/01/11 06/01/11 06/01/11 06/01/11 06/01/11 06/01/11 06/01/11 06/01/11 06/01/11 06/01/11 06/01/11 06/01/11 06/01/11 06/01/11 06/01/11 06/01/11 06/01/11 06/01/11 06/01/11 06/01/11 06/01/11 06/01/11 06/01/11 06/01/11 06/01/11 06/01/11 06/01/11 06/01/11 06/01/11 06/01/11 06/01/11 06/01/11 06/01/11 06/02/11 06/01/11 06/01/11 06/01/11 06/01/11 06/01/11 06/01/11 06/01/11 06/01/11 06/01/11 06/02/11 06/02/11 06/02/11 06/02/11 06/02/11 06/02/11 06/02/11 06/02/11 06/02/11 06/15/11 06/03/11 06/09/11 06/03/11 06/03/11 06/03/11 06/03/11 06/03/11 06/03/11 06/03/11 06/03/11 06/03/11 06/03/11 06/06/11 06/06/11 06/06/11 06/06/11 06/06/11 06/06/11 06/06/11 06/06/11 06/06/11 06/06/11 06/06/11 06/06/11 06/07/11 06/07/11 06/07/11 06/07/11 06/07/11 06/07/11 06/07/11 06/07/11 06/09/11 06/15/11 06/15/11 06/09/11 06/09/11 06/08/11 06/08/11 06/08/11 06/08/11 06/08/11 06/08/11 06/08/11 06/08/11 06/08/11 06/08/11 06/08/11 06/08/11 06/08/11 06/08/11 06/08/11 06/08/11 06/08/11 06/08/11 06/08/11 06/08/11 06/08/11 06/08/11 06/08/11 06/08/11 06/10/11 06/09/11 06/13/11

06/01/11 10321 - STIKER/QUBBAJ 06/01/11 10321 - STIKER/QUBBAJ 06/01/11 10321 - STIKER/QUBBAJ 06/01/11 10321 - STIKER/QUBBAJ 06/01/11 10321 - STIKER/QUBBAJ 06/01/11 10321 - STIKER/QUBBAJ 06/01/11 10321 - STIKER/QUBBAJ 06/01/11 10321 - STIKER/QUBBAJ 06/01/11 10321 - STIKER/QUBBAJ 06/01/11 10321 - STIKER/QUBBAJ 06/01/11 10321 - STIKER/QUBBAJ 06/01/11 10321 - STIKER/QUBBAJ 06/01/11 10321 - STIKER/QUBBAJ 06/01/11 10321 - STIKER/QUBBAJ 06/01/11 10321 - STIKER/QUBBAJ 06/01/11 10321 - STIKER/QUBBAJ 06/01/11 10321 - STIKER/QUBBAJ 06/01/11 10321 - STIKER/QUBBAJ 06/01/11 10321 - STIKER/QUBBAJ 06/01/11 10321 - STIKER/QUBBAJ 06/01/11 10321 - STIKER/QUBBAJ 06/01/11 10321 - STIKER/QUBBAJ 06/01/11 10321 - STIKER/QUBBAJ 06/01/11 10321 - STIKER/QUBBAJ 06/01/11 10321 - STIKER/QUBBAJ 06/01/11 10321 - STIKER/QUBBAJ 06/01/11 10321 - STIKER/QUBBAJ 06/01/11 10321 - STIKER/QUBBAJ 06/01/11 10321 - STIKER/QUBBAJ 06/01/11 10321 - STIKER/QUBBAJ 06/01/11 10321 - STIKER/QUBBAJ 06/01/11 10321 - STIKER/QUBBAJ 06/01/11 10321 - STIKER/QUBBAJ 06/01/11 10321 - STIKER/QUBBAJ 06/01/11 10321 - STIKER/QUBBAJ 06/01/11 10321 - STIKER/QUBBAJ 06/01/11 10321 - STIKER/QUBBAJ 06/01/11 10321 - STIKER/QUBBAJ 06/01/11 10321 - STIKER/QUBBAJ 06/01/11 10321 - STIKER/QUBBAJ 06/02/11 9919 - STIKER,EDWARD S. 06/02/11 9919 - STIKER,EDWARD S. 06/01/11 9919 - STIKER,EDWARD S. 06/01/11 9919 - STIKER,EDWARD S. 06/01/11 10321 - STIKER/QUBBAJ 06/01/11 10321 - STIKER/QUBBAJ 06/01/11 10321 - STIKER/QUBBAJ 06/01/11 10321 - STIKER/QUBBAJ 06/01/11 10321 - STIKER/QUBBAJ 06/01/11 10321 - STIKER/QUBBAJ 06/01/11 10321 - STIKER/QUBBAJ 06/01/11 10321 - STIKER/QUBBAJ 06/02/11 9919 - STIKER,EDWARD S. 06/03/11 9919 - STIKER,EDWARD S. 06/03/11 9919 - STIKER,EDWARD S. 06/03/11 9919 - STIKER,EDWARD S. 06/02/11 10321 - STIKER/QUBBAJ 06/02/11 10321 - STIKER/QUBBAJ 06/03/11 9919 - STIKER,EDWARD S. 06/03/11 9919 - STIKER,EDWARD S. 06/03/11 9919 - STIKER,EDWARD S. 06/03/11 9026 - TK INTL/STIKER 06/03/11 9919 - STIKER,EDWARD S. 06/03/11 9919 - STIKER,EDWARD S. 06/06/11 9919 - STIKER,EDWARD S. 06/06/11 9919 - STIKER,EDWARD S. 06/06/11 9919 - STIKER,EDWARD S. 06/06/11 9919 - STIKER,EDWARD S. 06/03/11 9919 - STIKER,EDWARD S. 06/06/11 9919 - STIKER,EDWARD S. 06/06/11 9919 - STIKER,EDWARD S. 06/06/11 9919 - STIKER,EDWARD S. 06/03/11 9919 - STIKER,EDWARD S. 06/03/11 10321 - STIKER/QUBBAJ 06/07/11 9919 - STIKER,EDWARD S. 06/07/11 9919 - STIKER,EDWARD S. 06/07/11 9919 - STIKER,EDWARD S. 06/07/11 9919 - STIKER,EDWARD S. 06/07/11 9919 - STIKER,EDWARD S. 06/07/11 9919 - STIKER,EDWARD S. 06/07/11 9919 - STIKER,EDWARD S. 06/07/11 9919 - STIKER,EDWARD S. 06/07/11 9919 - STIKER,EDWARD S. 06/07/11 9919 - STIKER,EDWARD S. 06/06/11 10321 - STIKER/QUBBAJ 06/06/11 10321 - STIKER/QUBBAJ 06/08/11 9919 - STIKER,EDWARD S. 06/07/11 9919 - STIKER,EDWARD S. 06/08/11 9919 - STIKER,EDWARD S. 06/08/11 9919 - STIKER,EDWARD S. 06/08/11 9919 - STIKER,EDWARD S. 06/08/11 9919 - STIKER,EDWARD S. 06/08/11 9919 - STIKER,EDWARD S. 06/07/11 9919 - STIKER,EDWARD S. 06/08/11 9919 - STIKER,EDWARD S. 06/08/11 9026 - TK INTL/STIKER 06/08/11 9919 - STIKER,EDWARD S. 06/08/11 11116 - STIKER/MACGILLIVRAY 06/08/11 11116 - STIKER/MACGILLIVRAY 06/09/11 9919 - STIKER,EDWARD S. 06/09/11 9919 - STIKER,EDWARD S. 06/08/11 9919 - STIKER,EDWARD S. 06/09/11 9919 - STIKER,EDWARD S. 06/09/11 9919 - STIKER,EDWARD S. 06/09/11 9919 - STIKER,EDWARD S. 06/09/11 9919 - STIKER,EDWARD S. 06/09/11 9919 - STIKER,EDWARD S. 06/09/11 9919 - STIKER,EDWARD S. 06/09/11 9919 - STIKER,EDWARD S. 06/09/11 9919 - STIKER,EDWARD S. 06/09/11 9919 - STIKER,EDWARD S. 06/09/11 9919 - STIKER,EDWARD S. 06/09/11 9919 - STIKER,EDWARD S. 06/09/11 9919 - STIKER,EDWARD S. 06/09/11 9919 - STIKER,EDWARD S. 06/09/11 9919 - STIKER,EDWARD S. 06/15/11 9919 - STIKER,EDWARD S. 06/08/11 10321 - STIKER/QUBBAJ 06/08/11 9919 - STIKER,EDWARD S. 06/08/11 9919 - STIKER,EDWARD S. 06/08/11 9919 - STIKER,EDWARD S. 06/08/11 9919 - STIKER,EDWARD S. 06/08/11 9919 - STIKER,EDWARD S. 06/09/11 9919 - STIKER,EDWARD S. 06/09/11 9919 - STIKER,EDWARD S. 06/09/11 9919 - STIKER,EDWARD S.

HMJ9U HMJ9G HMJA8 HMJA5 HMJ99 HMJAN HMJ9S HMJ9R HMJ9M HMJA7 HMJCM HMJBH HMJA1 HMJ9H HMJ9V HMJAP HMJAC HMJAG HMJBG HMJAE HMJ9P HMJBF HMJA0 HMJAH HMJAF HMJ9B HMJAB HMJA3 HMJAD HMJ9Q HMJA2 HMJ9W HMJAR HMJAM HMJAJ HMJAA HMJCK HMJ9Z HMJ9T HMJCP

SRHS3 SRN3H HMAV5 HMJDP HMJDX HMJDW HMJDR HMJDV HMJDQ HMJDY SRN60

HMJK0 HMJK1

EVRVW KQCU9 EQXS6

1Q7QG

1Q7QF HMJS2

CJ3GF CJ3GG 1Q80T

SRNAT EVRXS 1Q88Q SRNA2 SRNAR

1Q89E

HMK7P 1Q89F SRGQ1 SRESM SRH0P SRH0Z SRNBN 1Q8HC YATYW

STERLING RATES STERLING RATES STERLING RATES STERLING RATES STERLING RATES STERLING RATES STERLING RATES STERLING RATES STERLING RATES STERLING RATES STERLING RATES STERLING RATES STERLING RATES STERLING RATES STERLING RATES STERLING RATES STERLING RATES STERLING RATES STERLING RATES STERLING RATES STERLING RATES STERLING RATES STERLING RATES STERLING RATES STERLING RATES STERLING RATES STERLING RATES STERLING RATES STERLING RATES STERLING RATES STERLING RATES STERLING RATES STERLING RATES STERLING RATES STERLING RATES STERLING RATES STERLING RATES STERLING RATES STERLING RATES STERLING RATES NA SWAPS TRDG NA SWAPS TRDG NA VOLATILITY TRADING NA VOLATILITY TRADING EU SWAPS TRDG EU SWAPS TRDG EU SWAPS TRDG EU SWAPS TRDG EU SWAPS TRDG EU SWAPS TRDG EU SWAPS TRDG EU SWAPS TRDG NA VOLATILITY TRADING TAX TRD - GOVERNMENT BOND TAX TRD - GOVERNMENT BOND TAX TRD - GOVERNMENT BOND STERLING RATES STERLING RATES NA INFLATION TRADING NA INFLATION TRADING NA INFLATION TRADING TK VOLATILITY TRADING NA VOLATILITY TRADING NA INFLATION TRADING TAX TRD - GOVERNMENT BOND TAX TRD - GOVERNMENT BOND TAX TRD - GOVERNMENT BOND TAX TRD - GOVERNMENT BOND NA SWAPS TRDG TAX TRD - GOVERNMENT BOND TAX TRD - GOVERNMENT BOND TAX TRD - GOVERNMENT BOND NA SWAPS TRDG EU SWAPS TRDG TAX TRD - GOVERNMENT BOND TAX TRD - GOVERNMENT BOND TAX TRD - GOVERNMENT BOND TAX TRD - GOVERNMENT BOND TAX TRD - GOVERNMENT BOND TAX TRD - GOVERNMENT BOND TAX TRD - GOVERNMENT BOND TAX TRD - GOVERNMENT BOND TAX TRD - GOVERNMENT BOND TAX TRD - GOVERNMENT BOND EU SWAPS TRDG EU SWAPS TRDG TAX TRD - GOVERNMENT BOND NA SWAPS TRDG TAX TRD - GOVERNMENT BOND TAX TRD - GOVERNMENT BOND TAX TRD - GOVERNMENT BOND TAX TRD - GOVERNMENT BOND TAX TRD - GOVERNMENT BOND FI CLIENT FINANCING - US NA VOLATILITY TRADING TK VOLATILITY TRADING NA SWAPS TRDG NA VOLATILITY TRADING NA VOLATILITY TRADING TAX TRD - GOVERNMENT BOND TAX TRD - GOVERNMENT BOND NA SWAPS TRDG TAX TRD - GOVERNMENT BOND TAX TRD - GOVERNMENT BOND TAX TRD - GOVERNMENT BOND TAX TRD - GOVERNMENT BOND TAX TRD - GOVERNMENT BOND TAX TRD - GOVERNMENT BOND TAX TRD - GOVERNMENT BOND TAX TRD - GOVERNMENT BOND TAX TRD - GOVERNMENT BOND TAX TRD - GOVERNMENT BOND TAX TRD - GOVERNMENT BOND TAX TRD - GOVERNMENT BOND TAX TRD - GOVERNMENT BOND TAX TRD - GOVERNMENT BOND TAX TRD - GOVERNMENT BOND STERLING RATES NA SWAPS TRDG NA VOLATILITY TRADING NA VOLATILITY TRADING NA VOLATILITY TRADING NA VOLATILITY TRADING NA VOLATILITY TRADING NA VOLATILITY TRADING NA SWAPS TRDG

TOSTG TOSTG TOSTG TOSTG TOSTG TOSTG TOSTG TOSTG TOSTG TOSTG TOSTG TOSTG TOSTG TOSTG TOSTG TOSTG TOSTG TOSTG TOSTG TOSTG TOSTG TOSTG TOSTG TOSTG TOSTG TOSTG TOSTG TOSTG TOSTG TOSTG TOSTG TOSTG TOSTG TOSTG TOSTG TOSTG TOSTG TOSTG TOSTG TOSTG USD_SWAPS USD_SWAPS LONG_DATED_VOL SHORT_DATED_VOL TOVSN TOVSN TOVSN TOVSN TOVSN TOVSN TOVSN TOVSN SHORT_DATED_VOL NY TRADING_TREASURIES NY TRADING_TREASURIES NY TRADING_TREASURIES TOSTG TOSTG VOLATILITY_OTHER VOLATILITY_OTHER VOLATILITY_OTHER TSJPY LONG_DATED_VOL VOLATILITY_OTHER NY TRADING_TREASURIES NY TRADING_TREASURIES NY TRADING_TREASURIES NY TRADING_TREASURIES USD_SWAPS NY TRADING_TREASURIES NY TRADING_TREASURIES NY TRADING_TREASURIES USD_SWAPS TOVSN NY TRADING_TREASURIES NY TRADING_TREASURIES NY TRADING_TREASURIES NY TRADING_TREASURIES NY TRADING_TREASURIES NY TRADING_TREASURIES NY TRADING_TREASURIES NY TRADING_TREASURIES NY TRADING_TREASURIES NY TRADING_TREASURIES TOLDN TOLDN NY TRADING_TREASURIES USD_SWAPS NY TRADING_TREASURIES NY TRADING_TREASURIES NY TRADING_TREASURIES NY TRADING_TREASURIES NY TRADING_TREASURIES TREASURY BILL BOOK LONG_DATED_VOL TSJPY USD_SWAPS LONG_DATED_VOL LONG_DATED_VOL NY TRADING_TREASURIES NY TRADING_TREASURIES USD_SWAPS NY TRADING_TREASURIES NY TRADING_TREASURIES NY TRADING_TREASURIES NY TRADING_TREASURIES NY TRADING_TREASURIES NY TRADING_TREASURIES NY TRADING_TREASURIES NY TRADING_TREASURIES NY TRADING_TREASURIES NY TRADING_TREASURIES NY TRADING_TREASURIES NY TRADING_TREASURIES NY TRADING_TREASURIES NY TRADING_TREASURIES NY TRADING_TREASURIES TOSTG USD_SWAPS LONG_DATED_VOL LONG_DATED_VOL LONG_DATED_VOL LONG_DATED_VOL LONG_DATED_VOL SHORT_DATED_VOL USD_SWAPS

TOSTG TOSTG TOSTG TOSTG TOSTG TOSTG TOSTG TOSTG TOSTG TOSTG TOSTG TOSTG TOSTG TOSTG TOSTG TOSTG TOSTG TOSTG TOSTG TOSTG TOSTG TOSTG TOSTG TOSTG TOSTG TOSTG TOSTG TOSTG TOSTG TOSTG TOSTG TOSTG TOSTG TOSTG TOSTG TOSTG TOSTG TOSTG TOSTG TOSTG

ACUSD ACSTP TOVSN TOVSN TOVSN TOVSN TOVSN TOVSN TOVSN TOVSN ACSTP

TOSTG TOSTG

TSJPY ACUSD TOTIP

TOUSD

TOUSD TOVSN

TOLDN TOLDN TOUSD

ACUSD TSJPY TOUSD ACUSD ACUSD

TOUSD

TOSTG TOUSD ACUSD ACUSD ACUSD ACUSD ACUSD ACSTP TOSCP

0 0 0 0 0 0 0 0 0 0 0 0 0 0 0 0 0 0 0 0 0 0 0 0 0 0 0 0 0 0 0 0 0 0 0 0 0 0 0 0 0 0 0 0 0 0 0 0 0 0 0 0 0 0 0 0 0 0 0 0 0 0 0 0 0 0 0 0 0 0 0 0 0 0 0 0 0 0 0 0 0 0 0 0 0 0 0 0 0 0 0 0 0 0 0 0 0 0 0 0 0 0 0 0 0 0 0 0 0 0 0 0 0 0 0 0 0 0 0 0 0 0 0 0 0 0

KEPOS CAPITAL KEPOS CAPITAL KEPOS CAPITAL KEPOS CAPITAL KEPOS CAPITAL KEPOS CAPITAL KEPOS CAPITAL KEPOS CAPITAL KEPOS CAPITAL KEPOS CAPITAL KEPOS CAPITAL KEPOS CAPITAL KEPOS CAPITAL KEPOS CAPITAL KEPOS CAPITAL KEPOS CAPITAL KEPOS CAPITAL KEPOS CAPITAL KEPOS CAPITAL KEPOS CAPITAL KEPOS CAPITAL KEPOS CAPITAL KEPOS CAPITAL KEPOS CAPITAL KEPOS CAPITAL KEPOS CAPITAL KEPOS CAPITAL KEPOS CAPITAL KEPOS CAPITAL KEPOS CAPITAL KEPOS CAPITAL KEPOS CAPITAL KEPOS CAPITAL KEPOS CAPITAL KEPOS CAPITAL KEPOS CAPITAL KEPOS CAPITAL KEPOS CAPITAL KEPOS CAPITAL KEPOS CAPITAL ALPHADYNE ASSET MANAGEMENT ALPHADYNE ASSET MANAGEMENT BREVAN HOWARD ALPHADYNE ASSET MANAGEMENT KEPOS CAPITAL KEPOS CAPITAL KEPOS CAPITAL KEPOS CAPITAL KEPOS CAPITAL KEPOS CAPITAL KEPOS CAPITAL KEPOS CAPITAL ALPHADYNE ASSET MANAGEMENT ALPHADYNE ASSET MANAGEMENT ALPHADYNE ASSET MANAGEMENT BREAKWATER TRADING KEPOS CAPITAL KEPOS CAPITAL CONVEXITY CAPITAL MANAGEMENT CONVEXITY CAPITAL MANAGEMENT CONVEXITY CAPITAL MANAGEMENT CONVEXITY CAPITAL MANAGEMENT CONVEXITY CAPITAL MANAGEMENT CONVEXITY CAPITAL MANAGEMENT ALPHADYNE ASSET MANAGEMENT ALPHADYNE ASSET MANAGEMENT ALPHADYNE ASSET MANAGEMENT ALPHADYNE ASSET MANAGEMENT ALPHADYNE ASSET MANAGEMENT BREAKWATER TRADING BREAKWATER TRADING BREAKWATER TRADING RBS SECURITIES KEPOS CAPITAL ALPHADYNE ASSET MANAGEMENT ALPHADYNE ASSET MANAGEMENT ALPHADYNE ASSET MANAGEMENT ALPHADYNE ASSET MANAGEMENT BREAKWATER TRADING BREAKWATER TRADING BREAKWATER TRADING BREAKWATER TRADING BREAKWATER TRADING BREAKWATER TRADING METLIFE METLIFE ALPHADYNE ASSET MANAGEMENT ALPHADYNE ASSET MANAGEMENT BREAKWATER TRADING BREAKWATER TRADING BREAKWATER TRADING BREAKWATER TRADING BREAKWATER TRADING ALLIANCEBERNSTEIN CONVEXITY CAPITAL MANAGEMENT CONVEXITY CAPITAL MANAGEMENT BREVAN HOWARD CONVEXITY CAPITAL MANAGEMENT CONVEXITY CAPITAL MANAGEMENT ALPHADYNE ASSET MANAGEMENT ALPHADYNE ASSET MANAGEMENT ALPHADYNE ASSET MANAGEMENT ALPHADYNE ASSET MANAGEMENT ALPHADYNE ASSET MANAGEMENT BREAKWATER TRADING BREAKWATER TRADING BREAKWATER TRADING BREAKWATER TRADING BREAKWATER TRADING BREAKWATER TRADING BREAKWATER TRADING BREAKWATER TRADING BREAKWATER TRADING BREAKWATER TRADING BREAKWATER TRADING BREAKWATER TRADING BREAKWATER TRADING KEPOS CAPITAL RBS SECURITIES CONVEXITY CAPITAL MANAGEMENT CONVEXITY CAPITAL MANAGEMENT CONVEXITY CAPITAL MANAGEMENT CONVEXITY CAPITAL MANAGEMENT CONVEXITY CAPITAL MANAGEMENT ALPHADYNE ASSET MANAGEMENT CONVEXITY CAPITAL MANAGEMENT

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756 757 758 759 760 761 762 763 764 765 766 767 768 769 770 771 772 773 774 775 776 777 778 779 780 781 782 783 784 785 786 787 788 789 790 791 792 793 794 795 796 797 798 799 800 801 802 803 804 805 806 807 808 809 810 811 812 813 814 815 816 817 818 819 820 821 822 823 824 825 826 827 828 829 830 831 832 833 834 835 836 837 838 839 840 841 842 843 844 845 846 847 848 849 850 851 852 853 854 855 856 857 858 859 860 861 862 863 864 865 866 867 868 869 870 871 872 873 874 875 876 877 878 879 880 881

06/09/11 NEKTAR ASSET MANAGEMENT (NKTR) 06/09/11 ALPHADYNE ASSET MANAGEMENT,LLC (ALDP) 06/09/11 ALPHADYNE ASSET MANAGEMENT,LLC (ALDP) 06/09/11 ALPHADYNE ASSET MANAGEMENT,LLC (ALDP) 06/09/11 BWT PROFESSIONAL TRADING LLC (BWT1) 06/09/11 BWT PROFESSIONAL TRADING LLC (BWT1) 06/09/11 BWT PROFESSIONAL TRADING LLC (BWT1) 06/09/11 BWT PROFESSIONAL TRADING LLC (BWT1) 06/09/11 BWT PROFESSIONAL TRADING LLC (BWT1) 06/09/11 BWT PROFESSIONAL TRADING LLC (BWT1) 06/09/11 CONVEXITY CAPITAL MANAGEMENT, (CVEX) 06/09/11 CONVEXITY CAPITAL MANAGEMENT, (CVEX) 06/09/11 CONVEXITY CAPITAL MANAGEMENT, (CVEX) 06/10/11 CONVEXITY CAPITAL MANAGEMENT, (CVEX) 06/10/11 CONVEXITY CAPITAL MANAGEMENT, (CVEX) 06/10/11 CONVEXITY CAPITAL MANAGEMENT, (CVEX) 06/10/11 ALPHADYNE ASSET MANAGEMENT (AOASM) 06/10/11 ALPHADYNE ASSET MANAGEMENT (AOASM) 06/10/11 ALPHADYNE ASSET MANAGEMENT (AOASM) 06/10/11 BWT PROFESSIONAL TRADING LLC (BWT1) 06/10/11 BWT PROFESSIONAL TRADING LLC (BWT1) 06/10/11 BWT PROFESSIONAL TRADING LLC (BWT1) 06/10/11 BWT PROFESSIONAL TRADING LLC (BWT1) 06/10/11 KEPOS CAPITAL LP (KEPCP) 06/10/11 ALPHADYNE ASSET MANAGEMENT (AOASM) 06/10/11 ALPHADYNE ASSET MANAGEMENT (AOASM) 06/10/11 ALPHADYNE ASSET MANAGEMENT (AOASM) 06/10/11 CONVEXITY CAPITAL MANAGEMENT, (CVEX) 06/10/11 CONVEXITY CAPITAL MANAGEMENT, (CVEX) 06/10/11 CONVEXITY CAPITAL MANAGEMENT, (CVEX) 06/10/11 CONVEXITY CAPITAL MANAGEMENT, (CVEX) 06/10/11 CONVEXITY CAPITAL MANAGEMENT, (CVEX) 06/10/11 CONVEXITY CAPITAL MANAGEMENT, (CVEX) 06/10/11 CONVEXITY CAPITAL MANAGEMENT, (CVEX) 06/10/11 BARCLAYS BANK ARBITRAGE DESK (BABAA) 06/10/11 BARCLAYS BANK ARBITRAGE DESK (BABAA) 06/13/11 BREVAN HOWARD ASSET MANAGEMENT (BREVN) 06/13/11 CONVEXITY CAPITAL MANAGEMENT, (CVEX) 06/13/11 ALPHADYNE ASSET MANAGEMENT,LLC (ALDP) 06/13/11 ALPHADYNE ASSET MANAGEMENT,LLC (ALDP) 06/13/11 BWT PROFESSIONAL TRADING LLC (BWT1) 06/13/11 ALLIANCEBERNSTEIN (ALL7) 06/13/11 CONVEXITY CAPITAL MANAGEMENT, (CVEX) 06/13/11 CONVEXITY CAPITAL MANAGEMENT, (CVEX) 06/14/11 BREVAN HOWARD ASSET MANAGEMENT (BRNHW) 06/14/11 BREVAN HOWARD ASSET MANAGEMENT (BRNHW) 06/14/11 ALPHADYNE ASSET MANAGEMENT (AOASM) 06/14/11 BWT PROFESSIONAL TRADING LLC (BWT1) 06/14/11 BWT PROFESSIONAL TRADING LLC (BWT1) 06/14/11 BWT PROFESSIONAL TRADING LLC (BWT1) 06/14/11 BWT PROFESSIONAL TRADING LLC (BWT1) 06/14/11 BWT PROFESSIONAL TRADING LLC (BWT1) 06/14/11 BWT PROFESSIONAL TRADING LLC (BWT1) 06/14/11 BWT PROFESSIONAL TRADING LLC (BWT1) 06/14/11 BWT PROFESSIONAL TRADING LLC (BWT1) 06/14/11 BWT PROFESSIONAL TRADING LLC (BWT1) 06/14/11 ALLIANCEBERNSTEIN (ALL7) 06/14/11 ALLIANCEBERNSTEIN (ALL7) 06/14/11 ALLIANCEBERNSTEIN (ALL7) 06/14/11 NEKTAR ASSET MANAGEMENT (NKTR) 06/14/11 CONVEXITY CAPITAL MANAGEMENT, (CVEX) 06/14/11 ELEMENT CAPITAL (ELMC) 06/15/11 CONVEXITY CAPITAL MANAGEMENT, (CVEX) 06/15/11 ALPHADYNE ASSET MANAGEMENT (AOASM) 06/15/11 NEKTAR ASSET MANAGEMENT AB (NKTAE) 06/15/11 ALPHADYNE ASSET MANAGEMENT,LLC (ALDP) 06/15/11 ALPHADYNE ASSET MANAGEMENT,LLC (ALDP) 06/15/11 BWT PROFESSIONAL TRADING LLC (BWT1) 06/15/11 BWT PROFESSIONAL TRADING LLC (BWT1) 06/15/11 BWT PROFESSIONAL TRADING LLC (BWT1) 06/15/11 BWT PROFESSIONAL TRADING LLC (BWT1) 06/15/11 BWT PROFESSIONAL TRADING LLC (BWT1) 06/15/11 KEPOS CAPITAL LP (KEPCP) 06/15/11 ALLIANCEBERNSTEIN (ALL7) 06/16/11 BREVAN HOWARD ASSET MANAGEMENT (BRNHW) 06/16/11 BWT PROFESSIONAL TRADING LLC (BWT1) 06/16/11 BWT PROFESSIONAL TRADING LLC (BWT1) 06/16/11 BWT PROFESSIONAL TRADING LLC (BWT1) 06/16/11 BWT PROFESSIONAL TRADING LLC (BWT1) 06/16/11 BWT PROFESSIONAL TRADING LLC (BWT1) 06/16/11 BWT PROFESSIONAL TRADING LLC (BWT1) 06/16/11 BWT PROFESSIONAL TRADING LLC (BWT1) 06/16/11 BWT PROFESSIONAL TRADING LLC (BWT1) 06/16/11 BWT PROFESSIONAL TRADING LLC (BWT1) 06/16/11 GOLDMAN SACHS ASSET MANAGEMENT (GMANA) 06/16/11 GOLDMAN SACHS ASSET MANAGEMENT (GMANA) 06/16/11 GOLDMAN SACHS ASSET MANAGEMENT (GMANA) 06/16/11 GOLDMAN SACHS ASSET MANAGEMENT (GMANA) 06/16/11 KEPOS CAPITAL LP (KEPCP) 06/16/11 GOLDMAN SACHS ASSET MANAGEMENT (GMANA) 06/16/11 GOLDMAN SACHS ASSET MANAGEMENT (GMANA) 06/16/11 GOLDMAN SACHS ASSET MANAGEMENT (GMANA) 06/16/11 GOLDMAN SACHS ASSET MANAGEMENT (GMANA) 06/16/11 GOLDMAN SACHS ASSET MANAGEMENT (GMANA) 06/16/11 GOLDMAN SACHS ASSET MANAGEMENT (GMANA) 06/16/11 GOLDMAN SACHS ASSET MANAGEMENT (GMANA) 06/16/11 GOLDMAN SACHS ASSET MANAGEMENT (GMANA) 06/16/11 KEPOS CAPITAL LP (KEPCP) 06/17/11 BREVAN HOWARD ASSET MANAGEMENT (BREVN) 06/17/11 CONVEXITY CAPITAL MANAGEMENT, (CVEX) 06/17/11 CONVEXITY CAPITAL MANAGEMENT, (CVEX) 06/17/11 ALPHADYNE ASSET MANAGEMENT,LLC (ALDP) 06/17/11 ALPHADYNE ASSET MANAGEMENT,LLC (ALDP) 06/17/11 ALPHADYNE ASSET MANAGEMENT,LLC (ALDP) 06/17/11 BWT PROFESSIONAL TRADING LLC (BWT1) 06/17/11 METLIFE (METLF) 06/17/11 METLIFE (METLF) 06/17/11 KEPOS CAPITAL LP (KEPCP) 06/17/11 METLIFE (METLF) 06/17/11 METLIFE (METLF) 06/17/11 METLIFE (METLF) 06/17/11 KEPOS CAPITAL LP (KEPCP) 06/17/11 METLIFE (METLF) 06/17/11 Unknown (-1) 06/17/11 Unknown (-1) 06/20/11 ALPHADYNE ASSET MANAGEMENT (AOASM) 06/20/11 ALPHADYNE ASSET MANAGEMENT,LLC (ALDP) 06/20/11 ALPHADYNE ASSET MANAGEMENT,LLC (ALDP) 06/20/11 BWT PROFESSIONAL TRADING LLC (BWT1) 06/20/11 BWT PROFESSIONAL TRADING LLC (BWT1) 06/20/11 BWT PROFESSIONAL TRADING LLC (BWT1) 06/20/11 FEDERAL RESERVE BANK OF NEW (FDLB) 06/20/11 METLIFE INSURANCE (M3U) 06/21/11 BREVAN HOWARD ASSET MANAGEMENT (BRNHW) 06/21/11 BREVAN HOWARD ASSET MANAGEMENT (BRNHW) 06/21/11 BREVAN HOWARD ASSET MANAGEMENT (BRNHW)

Float/Float USD Receiver 0.00 2015/06/15 T 3.125 May 15, 2021 EXMT T 4.375 May 15, 2041 EXMT T 4.375 May 15, 2041 EXMT T 0.750 Jun 15, 2014 EXMT T 2.125 Nov 30, 2014 EXMT T 2.125 Nov 30, 2014 EXMT T 1.000 May 15, 2014 EXMT T 2.125 Nov 30, 2014 EXMT T 2.375 Sep 30, 2014 EXMT TII 2.375 Jan 15, 2025 EXMT TII 1.125 Jan 15, 2021 EXMT TII 1.375 Jul 15, 2018 EXMT Swaption USD Long 2.02 2015/04/13 Swaption JPY Short 0.65 2015/06/12 RealRate(bond)/Float USD Payer 1.12 2021/01/15 Spread Switch Fixed/Float USD Payer 1.80 2016/06/14 Spread Switch Fixed/Float USD Receiver 3.08 2021/06/14 Swap Spread Fixed/Float USD Receiver 3.93 2041/06/14 T 3.125 Sep 30, 2013 EXMT T 1.000 Jul 15, 2013 EXMT T 1.000 Jul 15, 2013 EXMT T 2.375 Feb 28, 2015 EXMT Fixed/Float GBP Payer 2.00 2014/09/22 T 1.750 May 31, 2016 EXMT T 3.125 May 15, 2021 EXMT T 4.375 May 15, 2041 EXMT Swaption USD Long 2.76 2014/12/29 Unwind Swaption USD Short 2.08 2014/12/15 Unwind Swaption USD Short 2.49 2015/11/23 Unwind Swaption USD Long 2.96 2015/12/14 Unwind Swaption USD Short 2.56 2015/11/23 Unwind Swaption USD Short 2.76 2014/12/29 Unwind Swaption USD Long 2.49 2015/11/23 Unwind Fixed/Float EUR Receiver 2.62 2050/04/29 Unwind Fixed/Float EUR Payer 2.71 2040/04/30 Unwind USD 1.9 BN 12/14/2011 FORMULA Swaption JPY Long 1.24 2019/06/17 T 0.500 May 31, 2013 EXMT T 3.125 May 15, 2021 EXMT T 3.250 Dec 31, 2016 EXMT B Aug 04, 2011 EXMT Swaption USD Long 2.31 2014/12/19 Unwind Swaption USD Short 2.31 2014/12/19 Unwind Fixed/Float USD Payer 0.57 2012/09/19 Fixed/Float USD Payer 0.92 2013/03/20 Fixed/Float USD Payer 1.92 2016/06/16 T 0.500 Nov 15, 2013 EXMT T 0.750 Dec 15, 2013 EXMT T 1.000 Jul 15, 2013 EXMT T 0.500 Oct 15, 2013 EXMT T 0.750 Dec 15, 2013 EXMT T 0.750 Dec 15, 2013 EXMT T 0.750 Dec 15, 2013 EXMT T 0.750 Dec 15, 2013 EXMT T 0.500 Oct 15, 2013 EXMT B Aug 18, 2011 EXMT B Aug 04, 2011 EXMT B Jul 14, 2011 EXMT TII 1.875 Jul 15, 2019 EXMT Swaption USD Short 2.22 2014/12/16 Unwind OIS Fixed/Float EUR Payer 1.16 2011/07/13 CONVEXITY TRADE PACKAGE DELTA Swaption USD Short 3.57 2021/07/21 RealRate(bond)/Float USD Payer 1.87 2019/07/15 T 2.375 May 31, 2018 EXMT T 1.750 May 31, 2016 EXMT T 1.000 Jul 15, 2013 EXMT T 0.750 Aug 15, 2013 EXMT T 2.125 May 31, 2015 EXMT T 1.750 May 31, 2016 EXMT T 2.500 Apr 30, 2015 EXMT Fixed/Float GBP Receiver 3.00 2018/09/21 B Aug 18, 2011 EXMT Fixed/Float USD Receiver 0.63 2013/03/20 T 1.000 Jul 15, 2013 EXMT T 1.000 Jul 15, 2013 EXMT T 0.500 Nov 15, 2013 EXMT T 1.000 Jan 15, 2014 EXMT T 0.500 Nov 15, 2013 EXMT T 3.125 Sep 30, 2013 EXMT T 3.125 Sep 30, 2013 EXMT T 0.750 Jun 15, 2014 EXMT T 0.750 Jun 15, 2014 EXMT Fixed/Float EUR Receiver 3.50 2020/06/15 StepInTrade Fixed/Float EUR Payer 3.50 2020/06/15 StepInTrade Fixed/Float EUR Receiver 3.50 2020/06/15 StepInTrade Fixed/Float EUR Payer 3.50 2020/06/15 Unwind Rate Butterfly Fixed/Float EUR Payer 2.50 2014/09/22 Fixed/Float EUR Receiver 3.50 2020/06/15 StepInTrade Fixed/Float EUR Payer 3.50 2020/06/15 StepInTrade Fixed/Float EUR Payer 3.50 2020/06/15 StepInTrade Fixed/Float EUR Receiver 3.50 2020/06/15 Unwind Fixed/Float EUR Receiver 3.50 2020/06/15 Unwind Fixed/Float EUR Payer 3.50 2020/06/15 Unwind Fixed/Float EUR Payer 3.50 2020/06/15 StepInTrade Fixed/Float EUR Receiver 3.50 2020/06/15 StepInTrade Rate Butterfly Fixed/Float EUR Receiver 3.50 2021/09/21 Swaption JPY Short 2.00 2017/04/12 SP Nov 15, 2021 EXMT S Aug 15, 2025 EXMT T 1.750 May 31, 2016 EXMT T 3.125 May 15, 2021 EXMT T 1.750 May 31, 2016 EXMT T 0.750 Jun 15, 2014 EXMT Fixed/Float GBP Payer 3.91 2051/06/19 Fixed/Float GBP Receiver 3.78 2026/06/17 Fixed/Float GBP Payer 3.50 2021/09/21 Fixed/Float GBP Payer 3.95 2041/06/17 Fixed/Float GBP Payer 3.86 2061/06/17 Fixed/Float GBP Receiver 3.37 2021/06/17 Fixed/Float GBP Receiver 2.50 2016/09/21 Fixed/Float GBP Receiver 2.85 2018/06/18 Fixed/Float EUR Payer 3.12 2023/03/27 Unwind Fixed/Float EUR Receiver 3.11 2022/12/19 Unwind Fixed/Float USD Receiver 1.76 2014/06/24 T 3.125 May 15, 2021 EXMT BOND 4.375 05/15/41 T 1.000 Jul 15, 2013 EXMT T 0.750 Aug 15, 2013 EXMT T 0.625 Apr 30, 2013 EXMT B Dec 15, 2011 EXMT CCS:Fixed/Fixed EUR Receiver 6.31 2013/12/16 Fixed/Float USD Receiver 2.04 2016/09/21 Fixed/Float USD Receiver 2.05 2016/09/21 Fixed/Float USD Receiver 2.05 2016/09/21

USD USD USD USD USD USD USD USD USD USD USD USD USD USD USD USD USD USD USD USD USD USD USD USD USD USD USD USD USD USD USD USD USD USD USD USD USD USD USD USD USD USD USD USD USD USD USD USD USD USD USD USD USD USD USD USD USD USD USD USD USD USD USD USD USD USD USD USD USD USD USD USD USD USD USD USD USD USD USD USD USD USD USD USD USD USD USD USD USD USD USD USD USD USD USD USD USD USD USD USD USD USD USD USD USD USD USD USD USD USD USD USD USD USD USD USD USD USD USD USD USD USD USD USD USD USD

10,000 1,309 1,305 900 216 180 180 173 173 75 0 0 0 2,578,000 171,875 25,000 12,000 12,000 11,250 300 280 280 115 0 0 0 0 0 0 0 0 0 0 0 0 0 237,000 171,875 3,838 1,819 5 0 0 0 34,900 28,100 2,433 644 620 600 516 500 480 480 480 20 0 0 0 0 0 0 50,000 33,000 10,000 2,933 2,625 560 110 18 13 3 0 0 22,500 460 460 400 300 248 100 100 4 1 0 0 0 0 0 0 0 0 0 0 0 0 0 0 155,000 5,610 5,580 1,900 1,594 1,375 1 0 0 0 0 0 0 0 0 0 0 4,125 1,309 1,305 200 192 100 0 0 75,000 75,000 75,000

06/13/11 06/09/11 06/09/11 06/09/11 06/09/11 06/09/11 06/09/11 06/09/11 06/09/11 06/09/11 06/09/11 06/09/11 06/09/11 06/13/11 06/15/11 06/10/11 06/13/11 06/13/11 06/13/11 06/10/11 06/10/11 06/10/11 06/10/11 06/10/11 06/13/11 06/13/11 06/13/11 06/10/11 06/10/11 06/10/11 06/10/11 06/10/11 06/10/11 06/10/11 06/10/11 06/10/11 06/13/11 06/15/11 06/13/11 06/13/11 06/13/11 06/13/11 06/13/11 06/13/11 06/15/11 06/15/11 06/14/11 06/14/11 06/14/11 06/14/11 06/14/11 06/14/11 06/14/11 06/14/11 06/14/11 06/14/11 06/14/11 06/14/11 06/14/11 06/14/11 06/14/11 06/14/11 06/15/11 06/15/11 06/16/11 06/15/11 06/15/11 06/15/11 06/15/11 06/15/11 06/15/11 06/15/11 06/15/11 06/15/11 06/24/11 06/16/11 06/16/11 06/16/11 06/16/11 06/16/11 06/16/11 06/16/11 06/16/11 06/16/11 06/16/11 06/16/11 06/16/11 06/16/11 06/16/11 06/16/11 06/16/11 06/16/11 06/16/11 06/16/11 06/16/11 06/16/11 06/16/11 06/16/11 06/21/11 06/17/11 06/17/11 06/17/11 06/17/11 06/17/11 06/17/11 06/17/11 06/17/11 06/17/11 06/17/11 06/17/11 06/17/11 06/17/11 06/17/11 06/17/11 06/17/11 06/24/11 06/20/11 06/20/11 06/20/11 06/20/11 06/20/11 06/20/11 06/20/11 06/24/11 06/24/11 06/24/11

06/09/11 9919 - STIKER,EDWARD S. 06/10/11 9919 - STIKER,EDWARD S. 06/10/11 9919 - STIKER,EDWARD S. 06/10/11 9919 - STIKER,EDWARD S. 06/15/11 9919 - STIKER,EDWARD S. 06/10/11 9919 - STIKER,EDWARD S. 06/10/11 9919 - STIKER,EDWARD S. 06/10/11 9919 - STIKER,EDWARD S. 06/10/11 9919 - STIKER,EDWARD S. 06/10/11 9919 - STIKER,EDWARD S. 06/10/11 9026 - TK INTL/STIKER 06/10/11 9026 - TK INTL/STIKER 06/10/11 9919 - STIKER,EDWARD S. 06/10/11 9919 - STIKER,EDWARD S. 06/10/11 9026 - TK INTL/STIKER 06/10/11 9919 - STIKER,EDWARD S. 06/10/11 9919 - STIKER,EDWARD S. 06/10/11 9919 - STIKER,EDWARD S. 06/10/11 9919 - STIKER,EDWARD S. 06/13/11 9919 - STIKER,EDWARD S. 06/13/11 9919 - STIKER,EDWARD S. 06/13/11 9919 - STIKER,EDWARD S. 06/13/11 9919 - STIKER,EDWARD S. 06/10/11 10321 - STIKER/QUBBAJ 06/13/11 9919 - STIKER,EDWARD S. 06/13/11 9919 - STIKER,EDWARD S. 06/13/11 9919 - STIKER,EDWARD S. 06/10/11 9919 - STIKER,EDWARD S. 06/10/11 9919 - STIKER,EDWARD S. 06/10/11 9919 - STIKER,EDWARD S. 06/10/11 9919 - STIKER,EDWARD S. 06/10/11 9919 - STIKER,EDWARD S. 06/10/11 9919 - STIKER,EDWARD S. 06/10/11 9919 - STIKER,EDWARD S. 06/10/11 11116 - STIKER/MACGILLIVRAY 06/10/11 11116 - STIKER/MACGILLIVRAY 06/13/11 9919 - STIKER,EDWARD S. 06/13/11 9026 - TK INTL/STIKER 06/14/11 9919 - STIKER,EDWARD S. 06/14/11 9919 - STIKER,EDWARD S. 06/14/11 9919 - STIKER,EDWARD S. 06/13/11 9919 - STIKER,EDWARD S. 06/13/11 9919 - STIKER,EDWARD S. 06/13/11 9919 - STIKER,EDWARD S. 06/14/11 9919 - STIKER,EDWARD S. 06/14/11 9919 - STIKER,EDWARD S. 06/14/11 9919 - STIKER,EDWARD S. 06/15/11 9919 - STIKER,EDWARD S. 06/15/11 9919 - STIKER,EDWARD S. 06/15/11 9919 - STIKER,EDWARD S. 06/15/11 9919 - STIKER,EDWARD S. 06/15/11 9919 - STIKER,EDWARD S. 06/15/11 9919 - STIKER,EDWARD S. 06/15/11 9919 - STIKER,EDWARD S. 06/15/11 9919 - STIKER,EDWARD S. 06/15/11 9919 - STIKER,EDWARD S. 06/14/11 9919 - STIKER,EDWARD S. 06/14/11 9919 - STIKER,EDWARD S. 06/14/11 9919 - STIKER,EDWARD S. 06/15/11 9919 - STIKER,EDWARD S. 06/14/11 9919 - STIKER,EDWARD S. 06/14/11 10321 - STIKER/QUBBAJ 06/15/11 9919 - STIKER,EDWARD S. 06/15/11 9919 - STIKER,EDWARD S. 06/15/11 9919 - STIKER,EDWARD S. 06/16/11 9919 - STIKER,EDWARD S. 06/16/11 9919 - STIKER,EDWARD S. 06/16/11 9919 - STIKER,EDWARD S. 06/16/11 9919 - STIKER,EDWARD S. 06/16/11 9919 - STIKER,EDWARD S. 06/16/11 9919 - STIKER,EDWARD S. 06/16/11 9919 - STIKER,EDWARD S. 06/15/11 10321 - STIKER/QUBBAJ 06/15/11 9919 - STIKER,EDWARD S. 06/16/11 9919 - STIKER,EDWARD S. 06/17/11 9919 - STIKER,EDWARD S. 06/17/11 9919 - STIKER,EDWARD S. 06/17/11 9919 - STIKER,EDWARD S. 06/17/11 9919 - STIKER,EDWARD S. 06/17/11 9919 - STIKER,EDWARD S. 06/17/11 9919 - STIKER,EDWARD S. 06/17/11 9919 - STIKER,EDWARD S. 06/17/11 9919 - STIKER,EDWARD S. 06/17/11 9919 - STIKER,EDWARD S. 06/16/11 10321 - STIKER/QUBBAJ 06/16/11 10321 - STIKER/QUBBAJ 06/16/11 10321 - STIKER/QUBBAJ 06/16/11 10321 - STIKER/QUBBAJ 06/16/11 10321 - STIKER/QUBBAJ 06/16/11 10321 - STIKER/QUBBAJ 06/16/11 10321 - STIKER/QUBBAJ 06/16/11 10321 - STIKER/QUBBAJ 06/16/11 10321 - STIKER/QUBBAJ 06/16/11 10321 - STIKER/QUBBAJ 06/16/11 10321 - STIKER/QUBBAJ 06/16/11 10321 - STIKER/QUBBAJ 06/16/11 10321 - STIKER/QUBBAJ 06/16/11 10321 - STIKER/QUBBAJ 06/17/11 9919 - STIKER,EDWARD S. 06/20/11 9919 - STIKER,EDWARD S. 06/20/11 9919 - STIKER,EDWARD S. 06/20/11 9919 - STIKER,EDWARD S. 06/20/11 9919 - STIKER,EDWARD S. 06/20/11 9919 - STIKER,EDWARD S. 06/20/11 9919 - STIKER,EDWARD S. 06/17/11 10321 - STIKER/QUBBAJ 06/17/11 10321 - STIKER/QUBBAJ 06/17/11 10321 - STIKER/QUBBAJ 06/17/11 10321 - STIKER/QUBBAJ 06/17/11 10321 - STIKER/QUBBAJ 06/17/11 10321 - STIKER/QUBBAJ 06/17/11 10321 - STIKER/QUBBAJ 06/17/11 10321 - STIKER/QUBBAJ 06/17/11 11116 - STIKER/MACGILLIVRAY 06/17/11 11116 - STIKER/MACGILLIVRAY 06/20/11 9919 - STIKER,EDWARD S. 06/21/11 9919 - STIKER,EDWARD S. 06/21/11 9919 - STIKER,EDWARD S. 06/21/11 9919 - STIKER,EDWARD S. 06/21/11 9919 - STIKER,EDWARD S. 06/21/11 9919 - STIKER,EDWARD S. 06/21/11 9919 - STIKER,EDWARD S. 06/20/11 10321 - STIKER/QUBBAJ 06/21/11 9919 - STIKER,EDWARD S. 06/21/11 9919 - STIKER,EDWARD S. 06/21/11 9919 - STIKER,EDWARD S.

1Q8D6

SRNDP EVRZ9 EQXT1 1Q8TG 1Q8TH 1Q8TJ

HMKTQ

SRF98 SRHCK SREBR SRET8 SREAT SRH36 SREBQ HKH2B HKH2A SRND6 EVRZJ

SRF2B SRGRV 1Q912 1Q913 1Q91Z

SRH4X HMM6T SRNHJ EQXTY

HMMM3 1Q98W

HMMZ7 HMMZ5 HMMZ8 HMKG3 HMMX0 HMMZ6 HMMZ3 HMMZ2 HMKG2 HMFDM HMFDK HMMZ9 HMMZ4 HMMX1 EVRZW

HMNDN HMNDK HMNDV HMNDM HMNDP HMNFF HMNDU HMNDH HKE56 HKN9W 1Q9S4

CJ3PN 1Q9V5 1Q9WB 1Q9VH

NA SWAPS TRDG TAX TRD - GOVERNMENT BOND TAX TRD - GOVERNMENT BOND TAX TRD - GOVERNMENT BOND TAX TRD - GOVERNMENT BOND TAX TRD - GOVERNMENT BOND TAX TRD - GOVERNMENT BOND TAX TRD - GOVERNMENT BOND TAX TRD - GOVERNMENT BOND TAX TRD - GOVERNMENT BOND NA INFLATION TRADING NA INFLATION TRADING NA INFLATION TRADING NA VOLATILITY TRADING TK VOLATILITY TRADING NA INFLATION TRADING NA SWAPS TRDG NA SWAPS TRDG NA SWAPS TRDG TAX TRD - GOVERNMENT BOND TAX TRD - GOVERNMENT BOND TAX TRD - GOVERNMENT BOND TAX TRD - GOVERNMENT BOND STERLING RATES NA SWAPS TRDG NA SWAPS TRDG NA SWAPS TRDG NA VOLATILITY TRADING NA VOLATILITY TRADING NA VOLATILITY TRADING NA VOLATILITY TRADING NA VOLATILITY TRADING NA VOLATILITY TRADING NA VOLATILITY TRADING EU SWAPS TRDG EU SWAPS TRDG NA VOLATILITY TRADING TK VOLATILITY TRADING TAX TRD - GOVERNMENT BOND TAX TRD - GOVERNMENT BOND TAX TRD - GOVERNMENT BOND FI CLIENT FINANCING - US NA VOLATILITY TRADING NA VOLATILITY TRADING NA SWAPS TRDG NA SWAPS TRDG NA SWAPS TRDG TAX TRD - GOVERNMENT BOND TAX TRD - GOVERNMENT BOND TAX TRD - GOVERNMENT BOND TAX TRD - GOVERNMENT BOND TAX TRD - GOVERNMENT BOND TAX TRD - GOVERNMENT BOND TAX TRD - GOVERNMENT BOND TAX TRD - GOVERNMENT BOND TAX TRD - GOVERNMENT BOND FI CLIENT FINANCING - US FI CLIENT FINANCING - US FI CLIENT FINANCING - US NA INFLATION TRADING NA VOLATILITY TRADING EU SWAPS TRDG NA SWAPS TRDG NA VOLATILITY TRADING NA INFLATION TRADING TAX TRD - GOVERNMENT BOND TAX TRD - GOVERNMENT BOND TAX TRD - GOVERNMENT BOND TAX TRD - GOVERNMENT BOND TAX TRD - GOVERNMENT BOND TAX TRD - GOVERNMENT BOND TAX TRD - GOVERNMENT BOND STERLING RATES FI CLIENT FINANCING - US NA SWAPS TRDG TAX TRD - GOVERNMENT BOND TAX TRD - GOVERNMENT BOND TAX TRD - GOVERNMENT BOND TAX TRD - GOVERNMENT BOND TAX TRD - GOVERNMENT BOND TAX TRD - GOVERNMENT BOND TAX TRD - GOVERNMENT BOND TAX TRD - GOVERNMENT BOND TAX TRD - GOVERNMENT BOND EU SWAPS TRDG EU SWAPS TRDG EU SWAPS TRDG EU SWAPS TRDG EU SWAPS TRDG EU SWAPS TRDG EU SWAPS TRDG EU SWAPS TRDG EU SWAPS TRDG EU SWAPS TRDG EU SWAPS TRDG EU SWAPS TRDG EU SWAPS TRDG EU SWAPS TRDG TK VOLATILITY TRADING TAX TRD - GOVERNMENT BOND TAX TRD - GOVERNMENT BOND TAX TRD - GOVERNMENT BOND TAX TRD - GOVERNMENT BOND TAX TRD - GOVERNMENT BOND TAX TRD - GOVERNMENT BOND STERLING RATES STERLING RATES STERLING RATES STERLING RATES STERLING RATES STERLING RATES STERLING RATES STERLING RATES EU VOLATILITY TRADING EU VOLATILITY TRADING NA SWAPS TRDG TAX TRD - GOVERNMENT BOND TAX TRD - GOVERNMENT BOND TAX TRD - GOVERNMENT BOND TAX TRD - GOVERNMENT BOND TAX TRD - GOVERNMENT BOND FI CLIENT FINANCING - US EU SWAPS TRDG NA SWAPS TRDG NA SWAPS TRDG NA SWAPS TRDG

USD_SWAPS NY TRADING_TREASURIES NY TRADING_TREASURIES NY TRADING_TREASURIES NY TRADING_TREASURIES NY TRADING_TREASURIES NY TRADING_TREASURIES NY TRADING_TREASURIES NY TRADING_TREASURIES NY TRADING_TREASURIES VOLATILITY_OTHER VOLATILITY_OTHER VOLATILITY_OTHER LONG_DATED_VOL TSJPY VOLATILITY_OTHER USD_SWAPS USD_SWAPS USD_SWAPS NY TRADING_TREASURIES NY TRADING_TREASURIES NY TRADING_TREASURIES NY TRADING_TREASURIES TOSTG USD_SWAPS USD_SWAPS USD_SWAPS LONG_DATED_VOL LONG_DATED_VOL LONG_DATED_VOL LONG_DATED_VOL LONG_DATED_VOL LONG_DATED_VOL LONG_DATED_VOL TOXEU TOXEU LONG_DATED_VOL TSJPY NY TRADING_TREASURIES NY TRADING_TREASURIES NY TRADING_TREASURIES TREASURY BILL BOOK LONG_DATED_VOL SHORT_DATED_VOL USD_SWAPS USD_SWAPS USD_SWAPS NY TRADING_TREASURIES NY TRADING_TREASURIES NY TRADING_TREASURIES NY TRADING_TREASURIES NY TRADING_TREASURIES NY TRADING_TREASURIES NY TRADING_TREASURIES NY TRADING_TREASURIES NY TRADING_TREASURIES TREASURY BILL BOOK TREASURY BILL BOOK TREASURY BILL BOOK VOLATILITY_OTHER LONG_DATED_VOL STEUR USD_SWAPS SHORT_DATED_VOL VOLATILITY_OTHER NY TRADING_TREASURIES NY TRADING_TREASURIES NY TRADING_TREASURIES NY TRADING_TREASURIES NY TRADING_TREASURIES NY TRADING_TREASURIES NY TRADING_TREASURIES TOSTG TREASURY BILL BOOK USD_SWAPS NY TRADING_TREASURIES NY TRADING_TREASURIES NY TRADING_TREASURIES NY TRADING_TREASURIES NY TRADING_TREASURIES NY TRADING_TREASURIES NY TRADING_TREASURIES NY TRADING_TREASURIES NY TRADING_TREASURIES TOXEU TOXEU TOXEU TOXEU TOVSN TOXEU TOXEU TOXEU TOXEU TOXEU TOXEU TOXEU TOXEU TOVSN TSJPY NY TRADING_TREASURIES NY TRADING_TREASURIES NY TRADING_TREASURIES NY TRADING_TREASURIES NY TRADING_TREASURIES NY TRADING_TREASURIES TOSTG TOSTG TOSTG TOSTG TOSTG TOSTG TOSTG TOSTG TODEM TODEM USD_SWAPS NY TRADING_TREASURIES NY TRADING_TREASURIES NY TRADING_TREASURIES NY TRADING_TREASURIES NY TRADING_TREASURIES TREASURY BILL BOOK TOLDN USD_SWAPS USD_SWAPS USD_SWAPS

BASIS

ACUSD TSJPY TOTIP TOUSD TOUSD TOUSD

TOSTG

ACUSD ACUSD ACUSD ACUSD ACUSD ACUSD ACUSD TOXEU TOXEU ACUSD TSJPY

ACUSD ACSTP TOUSD TOUSD TOUSD

ACUSD STEUR ACSTP TOTIP

TOSTG TOUSD

TOXEU TOXEU TOXEU TOXEU TOVSN TOXEU TOXEU TOXEU TOXEU TOXEU TOXEU TOXEU TOXEU TOVSN TSJPY

TOSTG TOSTG TOSTG TOSTG TOSTG TOSTG TOSTG TOSTG TODEM TODEM TOUSD

TOLDN TOUSD TOUSD TOUSD

0 0 0 0 0 0 0 0 0 0 0 0 0 0 0 0 0 0 0 0 0 0 0 0 0 0 0 0 0 0 0 0 0 0 0 0 0 0 0 0 0 0 0 0 0 0 0 0 0 0 0 0 0 0 0 0 0 0 0 0 0 0 0 0 0 0 0 0 0 0 0 0 0 0 0 0 0 0 0 0 0 0 0 0 0 0 0 0 0 0 0 0 0 0 0 0 0 0 0 0 0 0 0 0 0 0 0 0 0 0 0 0 0 0 0 0 0 0 0 0 0 0 0 0 0 0

BRUMMER - NEKTAR ASSET MANAGEMENT ALPHADYNE ASSET MANAGEMENT ALPHADYNE ASSET MANAGEMENT ALPHADYNE ASSET MANAGEMENT BREAKWATER TRADING BREAKWATER TRADING BREAKWATER TRADING BREAKWATER TRADING BREAKWATER TRADING BREAKWATER TRADING CONVEXITY CAPITAL MANAGEMENT CONVEXITY CAPITAL MANAGEMENT CONVEXITY CAPITAL MANAGEMENT CONVEXITY CAPITAL MANAGEMENT CONVEXITY CAPITAL MANAGEMENT CONVEXITY CAPITAL MANAGEMENT ALPHADYNE ASSET MANAGEMENT ALPHADYNE ASSET MANAGEMENT ALPHADYNE ASSET MANAGEMENT BREAKWATER TRADING BREAKWATER TRADING BREAKWATER TRADING BREAKWATER TRADING KEPOS CAPITAL ALPHADYNE ASSET MANAGEMENT ALPHADYNE ASSET MANAGEMENT ALPHADYNE ASSET MANAGEMENT CONVEXITY CAPITAL MANAGEMENT CONVEXITY CAPITAL MANAGEMENT CONVEXITY CAPITAL MANAGEMENT CONVEXITY CAPITAL MANAGEMENT CONVEXITY CAPITAL MANAGEMENT CONVEXITY CAPITAL MANAGEMENT CONVEXITY CAPITAL MANAGEMENT BARCLAYS BANK BARCLAYS BANK BREVAN HOWARD CONVEXITY CAPITAL MANAGEMENT ALPHADYNE ASSET MANAGEMENT ALPHADYNE ASSET MANAGEMENT BREAKWATER TRADING ALLIANCEBERNSTEIN CONVEXITY CAPITAL MANAGEMENT CONVEXITY CAPITAL MANAGEMENT BREVAN HOWARD BREVAN HOWARD ALPHADYNE ASSET MANAGEMENT BREAKWATER TRADING BREAKWATER TRADING BREAKWATER TRADING BREAKWATER TRADING BREAKWATER TRADING BREAKWATER TRADING BREAKWATER TRADING BREAKWATER TRADING BREAKWATER TRADING ALLIANCEBERNSTEIN ALLIANCEBERNSTEIN ALLIANCEBERNSTEIN BRUMMER - NEKTAR ASSET MANAGEMENT CONVEXITY CAPITAL MANAGEMENT ELEMENT CAPITAL CONVEXITY CAPITAL MANAGEMENT ALPHADYNE ASSET MANAGEMENT BRUMMER - NEKTAR ASSET MANAGEMENT ALPHADYNE ASSET MANAGEMENT ALPHADYNE ASSET MANAGEMENT BREAKWATER TRADING BREAKWATER TRADING BREAKWATER TRADING BREAKWATER TRADING BREAKWATER TRADING KEPOS CAPITAL ALLIANCEBERNSTEIN BREVAN HOWARD BREAKWATER TRADING BREAKWATER TRADING BREAKWATER TRADING BREAKWATER TRADING BREAKWATER TRADING BREAKWATER TRADING BREAKWATER TRADING BREAKWATER TRADING BREAKWATER TRADING GOLDMAN SACHS ASSET MANAGEMENT GOLDMAN SACHS ASSET MANAGEMENT GOLDMAN SACHS ASSET MANAGEMENT GOLDMAN SACHS ASSET MANAGEMENT KEPOS CAPITAL GOLDMAN SACHS ASSET MANAGEMENT GOLDMAN SACHS ASSET MANAGEMENT GOLDMAN SACHS ASSET MANAGEMENT GOLDMAN SACHS ASSET MANAGEMENT GOLDMAN SACHS ASSET MANAGEMENT GOLDMAN SACHS ASSET MANAGEMENT GOLDMAN SACHS ASSET MANAGEMENT GOLDMAN SACHS ASSET MANAGEMENT KEPOS CAPITAL BREVAN HOWARD CONVEXITY CAPITAL MANAGEMENT CONVEXITY CAPITAL MANAGEMENT ALPHADYNE ASSET MANAGEMENT ALPHADYNE ASSET MANAGEMENT ALPHADYNE ASSET MANAGEMENT BREAKWATER TRADING METLIFE METLIFE KEPOS CAPITAL METLIFE METLIFE METLIFE KEPOS CAPITAL METLIFE UNKNOWN UNKNOWN ALPHADYNE ASSET MANAGEMENT ALPHADYNE ASSET MANAGEMENT ALPHADYNE ASSET MANAGEMENT BREAKWATER TRADING BREAKWATER TRADING BREAKWATER TRADING FEDERAL RESERVE BANK OF NEW YORK METLIFE BREVAN HOWARD BREVAN HOWARD BREVAN HOWARD

rahmloc bedijaid bedijaid bedijaid keitait keitait keitait keitait keitait keitait msncrich msncrich msncrich rappliz asanom msncrich julieg julieg julieg seelaus sullsean sullsean seelaus leylawil julieg julieg julieg davidfl davidfl pergolad pergolad pergolad davidfl pergolad vaidshi vaidshi asanom seelaus seelaus seelaus swynne davidfl ayres oliverto oliverto oliverto seelaus seelaus seelaus seelaus seelaus seelaus seelaus seelaus seelaus swynne swynne swynne msncrich davidfl eatonm ayres msncrich keitait keitait heslin heslin keitait keitait keitait leylawil swynne pariente heslin heslin keitait keitait keitait keitait keitait keitait keitait vaidshi vaidshi vaidshi bfaisal vaidshi vaidshi vaidshi vaidshi bfaisal vaidshi vaidshi vaidshi vaidshi vaidshi asanom brianv brianv keitait keitait keitait keitait lparker lparker leylawil lparker lparker lparker leylawil lparker yanwang viswarju pariente keitait keitait heslin heslin heslin swynne felixd oliverto oliverto oliverto

882 883 884 885 886 887 888 889 890 891 892 893 894 895 896 897 898 899 900 901 902 903 904 905 906 907 908 909 910 911 912 913 914 915 916 917

06/21/11 CONVEXITY CAPITAL MANAGEMENT, (CVEX) 06/21/11 ALPHADYNE ASSET MANAGEMENT,LLC (ALDP) 06/21/11 ALPHADYNE ASSET MANAGEMENT,LLC (ALDP) 06/21/11 BWT PROFESSIONAL TRADING LLC (BWT1) 06/21/11 ALLIANCEBERNSTEIN (ALL7) 06/21/11 ALLIANCEBERNSTEIN (ALL7) 06/21/11 CONVEXITY CAPITAL MANAGEMENT, (CVEX) 06/22/11 ALPHADYNE ASSET MANAGEMENT (AOASM) 06/22/11 KEPOS CAPITAL LP (KEPCP) 06/22/11 KEPOS CAPITAL LP (KEPCP) 06/22/11 ALLIANCEBERNSTEIN (ALL7) 06/22/11 FEDERAL RESERVE BANK OF NEW (FDLB) 06/22/11 FEDERATED INVESTORS INC (FR0) 06/23/11 BREVAN HOWARD ASSET MANAGEMENT (BRNHW) 06/23/11 BWT PROFESSIONAL TRADING LLC (BWT1) 06/23/11 BWT PROFESSIONAL TRADING LLC (BWT1) 06/23/11 BWT PROFESSIONAL TRADING LLC (BWT1) 06/23/11 BWT PROFESSIONAL TRADING LLC (BWT1) 06/23/11 KEPOS CAPITAL LP (KEPCP) 06/23/11 BREVAN HOWARD ASSET MANAGEMENT (BRNHW) 06/23/11 ELEMENT CAPITAL (ELMC) 06/23/11 ROYAL BANK OF CANADA EUROPE (ROYR) 06/23/11 ROYAL BANK OF CANADA EUROPE (ROYR) 06/23/11 ELEMENT CAPITAL (ELMC) 06/23/11 ELEMENT CAPITAL (ELMC) 06/24/11 ALPHADYNE ASSET MANAGEMENT,LLC (ALDP) 06/24/11 ALPHADYNE ASSET MANAGEMENT,LLC (ALDP) 06/24/11 ALPHADYNE ASSET MANAGEMENT,LLC (ALDP) 06/24/11 ALPHADYNE ASSET MANAGEMENT,LLC (ALDP) 06/24/11 ALPHADYNE ASSET MANAGEMENT,LLC (ALDP) 06/24/11 ALPHADYNE ASSET MANAGEMENT,LLC (ALDP) 06/24/11 ALPHADYNE ASSET MANAGEMENT,LLC (ALDP) 06/24/11 ALPHADYNE ASSET MANAGEMENT,LLC (ALDP) 06/24/11 ALPHADYNE ASSET MANAGEMENT (AOASM) 06/24/11 BWT PROFESSIONAL TRADING LLC (BWT1) 06/24/11 ELEMENT CAPITAL (ELMC)

Fixed Payment/Float USD Receiver 0.00 2025/08/15 T 0.500 May 31, 2013 EXMT T 4.375 May 15, 2041 EXMT T 1.125 Jun 15, 2013 EXMT B Aug 04, 2011 EXMT B Jul 14, 2011 EXMT Fixed Payment/Float USD Receiver 0.00 2021/11/15 Unwind Swaption USD Long 3.00 2021/07/26 Fixed/Float GBP Payer 1.75 2014/09/22 Fixed/Float GBP Receiver 3.00 2018/09/21 B Jul 14, 2011 EXMT B Jul 21, 2011 EXMT T 6.700 Nov 15, 2013 Fixed/Float USD Receiver 3.16 2021/09/15 T 0.625 Apr 30, 2013 EXMT T 0.625 Apr 30, 2013 EXMT T 0.625 Apr 30, 2013 EXMT T 0.625 Apr 30, 2013 EXMT Fixed/Float GBP Payer 1.75 2014/09/22 T 3.125 May 15, 2021 EXMT Swaption EUR Short 2.00 2012/10/18 Swaption GBP Short 2.25 2016/11/14 Unwind Swaption GBP Short 2.25 2016/11/21 Unwind Swaption EUR Long 2.30 2012/10/18 Swaption EUR Long 2.30 2012/11/02 T 0.500 May 31, 2013 EXMT T 1.750 May 31, 2016 EXMT T 0.750 Jun 15, 2014 EXMT T 0.500 May 31, 2013 EXMT T 1.750 May 31, 2016 EXMT T 0.500 May 31, 2013 EXMT T 3.125 May 15, 2021 EXMT T 3.125 May 15, 2021 EXMT Fixed/Float USD Payer 3.00 2021/06/28 T 0.750 Dec 15, 2013 EXMT Fixed/Float EUR Payer 3.30 2021/07/19

USD USD USD USD USD USD USD USD USD USD USD USD USD USD USD USD USD USD USD USD USD USD USD USD USD USD USD USD USD USD USD USD USD USD USD USD

2,700 2,259 1,388 194 0 0 0 20,000 0 0 0 0 0 150,000 100 40 40 20 0 0 0 0 0 0 0 4,684 3,170 3,058 2,711 2,600 2,333 1,324 1,080 505 200 0

06/24/11 06/21/11 06/21/11 06/21/11 06/21/11 06/21/11 06/17/11 06/24/11 06/22/11 06/22/11 06/22/11 06/22/11 06/22/11 06/24/11 06/23/11 06/23/11 06/23/11 06/23/11 06/23/11 06/23/11 06/23/11 06/23/11 06/23/11 06/23/11 06/23/11 06/24/11 06/24/11 06/24/11 06/24/11 06/24/11 06/24/11 06/24/11 06/24/11 06/24/11 06/24/11 06/24/11

06/21/11 9919 - STIKER,EDWARD S. 06/22/11 9919 - STIKER,EDWARD S. 06/22/11 9919 - STIKER,EDWARD S. 06/22/11 9919 - STIKER,EDWARD S. 06/21/11 9919 - STIKER,EDWARD S. 06/21/11 9919 - STIKER,EDWARD S. 06/21/11 9919 - STIKER,EDWARD S. 06/22/11 9919 - STIKER,EDWARD S. 06/22/11 10321 - STIKER/QUBBAJ 06/22/11 10321 - STIKER/QUBBAJ 06/22/11 9919 - STIKER,EDWARD S. 06/22/11 9919 - STIKER,EDWARD S. 06/27/11 9919 - STIKER,EDWARD S. 06/23/11 9919 - STIKER,EDWARD S. 06/24/11 9919 - STIKER,EDWARD S. 06/24/11 9919 - STIKER,EDWARD S. 06/24/11 9919 - STIKER,EDWARD S. 06/24/11 9919 - STIKER,EDWARD S. 06/23/11 10321 - STIKER/QUBBAJ 06/24/11 9919 - STIKER,EDWARD S. 06/23/11 10321 - STIKER/QUBBAJ 06/23/11 10321 - STIKER/QUBBAJ 06/23/11 10321 - STIKER/QUBBAJ 06/23/11 10321 - STIKER/QUBBAJ 06/23/11 10321 - STIKER/QUBBAJ 06/27/11 9919 - STIKER,EDWARD S. 06/27/11 9919 - STIKER,EDWARD S. 06/27/11 9919 - STIKER,EDWARD S. 06/27/11 9919 - STIKER,EDWARD S. 06/27/11 9919 - STIKER,EDWARD S. 06/27/11 9919 - STIKER,EDWARD S. 06/27/11 9919 - STIKER,EDWARD S. 06/27/11 9919 - STIKER,EDWARD S. 06/24/11 9919 - STIKER,EDWARD S. 06/27/11 9919 - STIKER,EDWARD S. 06/24/11 10321 - STIKER/QUBBAJ

1Q9FN

YSFWM SRNPS HMP2N HMP2M

1QAAR

HMP9W EJTQ3 EJS4B EJSCJ EJTQ4 EJTQ6

1QAP1 HMPFR

NA SWAPS TRDG TAX TRD - GOVERNMENT BOND TAX TRADING - US GOVTS TAX TRD - GOVERNMENT BOND FI CLIENT FINANCING - US FI CLIENT FINANCING - US NA SWAPS TRDG NA VOLATILITY TRADING STERLING RATES STERLING RATES FI CLIENT FINANCING - US FI CLIENT FINANCING - US SWING ACTIVITY NA SWAPS TRDG TAX TRD - GOVERNMENT BOND TAX TRD - GOVERNMENT BOND TAX TRD - GOVERNMENT BOND TAX TRD - GOVERNMENT BOND STERLING RATES NA SWAPS TRDG EU VOLATILITY TRADING EU VOLATILITY TRADING EU VOLATILITY TRADING EU VOLATILITY TRADING EU VOLATILITY TRADING TAX TRD - GOVERNMENT BOND TAX TRD - GOVERNMENT BOND TAX TRD - GOVERNMENT BOND TAX TRD - GOVERNMENT BOND TAX TRD - GOVERNMENT BOND TAX TRD - GOVERNMENT BOND TAX TRD - GOVERNMENT BOND TAX TRD - GOVERNMENT BOND NA SWAPS TRDG TAX TRD - GOVERNMENT BOND EU SWAPS TRDG

USD_SWAPS NY TRADING_TREASURIES MAIN NY TRADING_TREASURIES TREASURY BILL BOOK TREASURY BILL BOOK USD_SWAPS SHORT_DATED_VOL TOSTG TOSTG TREASURY BILL BOOK TREASURY BILL BOOK IGRES USD_SWAPS NY TRADING_TREASURIES NY TRADING_TREASURIES NY TRADING_TREASURIES NY TRADING_TREASURIES TOSTG USD_SWAPS TODEM TNDEM TNDEM TODEM TODEM NY TRADING_TREASURIES NY TRADING_TREASURIES NY TRADING_TREASURIES NY TRADING_TREASURIES NY TRADING_TREASURIES NY TRADING_TREASURIES NY TRADING_TREASURIES NY TRADING_TREASURIES USD_SWAPS NY TRADING_TREASURIES TOXEU

TOUSD

TOUSD ACSTP TOSTG TOSTG

TOUSD

TOSTG TODEM TNDEM TNDEM TODEM TODEM

TOUSD TOXEU

0 0 0 0 0 0 0 0 0 0 0 0 0 0 0 0 0 0 0 0 0 0 0 0 0 0 0 0 0 0 0 0 0 0 0 0

CONVEXITY CAPITAL MANAGEMENT ALPHADYNE ASSET MANAGEMENT ALPHADYNE ASSET MANAGEMENT BREAKWATER TRADING ALLIANCEBERNSTEIN ALLIANCEBERNSTEIN CONVEXITY CAPITAL MANAGEMENT ALPHADYNE ASSET MANAGEMENT KEPOS CAPITAL KEPOS CAPITAL ALLIANCEBERNSTEIN FEDERAL RESERVE BANK OF NEW YORK FEDERATED INVESTORS BREVAN HOWARD BREAKWATER TRADING BREAKWATER TRADING BREAKWATER TRADING BREAKWATER TRADING KEPOS CAPITAL BREVAN HOWARD ELEMENT CAPITAL ROYAL BANK OF CANADA ROYAL BANK OF CANADA ELEMENT CAPITAL ELEMENT CAPITAL ALPHADYNE ASSET MANAGEMENT ALPHADYNE ASSET MANAGEMENT ALPHADYNE ASSET MANAGEMENT ALPHADYNE ASSET MANAGEMENT ALPHADYNE ASSET MANAGEMENT ALPHADYNE ASSET MANAGEMENT ALPHADYNE ASSET MANAGEMENT ALPHADYNE ASSET MANAGEMENT ALPHADYNE ASSET MANAGEMENT BREAKWATER TRADING ELEMENT CAPITAL

oliverto heslin darrew heslin swynne swynne finpet ayres leylawil leylawil swynne swynne david.yo pariente heslin heslin heslin heslin leylawil pariente akshats charliep yanwang akshats akshats seelaus seelaus seelaus seelaus seelaus seelaus seelaus seelaus oliverto seelaus bfaisal

1/5 1/11 1/12 1/12 1/12 1/12 1/12 1/13 1/13 1/19 1/20 1/20 1/24 1/26 1/26 1/28 2/2 2/3 2/4 2/4 2/4 2/4 2/7 2/7 2/8 2/8 2/15 2/15 2/15 2/15 2/15 2/17 2/18 2/24 2/25 2/25 2/28 2/28 2/28 3/1 3/2 3/2 3/3 3/3 3/4 3/4 3/4 3/4 3/7 3/9

Convexity Brevan Brevan Convexity Convexity Convexity Convexity Brevan Brevan Convexity Convexity Convexity Brevan Brevan Convexity Convexity Brevan Brevan Convexity Convexity Convexity Convexity Convexity Convexity Convexity Nektar Brevan Nektar Nektar Convexity Convexity Convexity Convexity Convexity Nektar Nektar Convexity Convexity Convexity Convexity Convexity Convexity Convexity Convexity Brevan Convexity Convexity Convexity Convexity Convexity

3/9 3/10 3/10 3/11 3/14 3/16 3/16 3/18 3/18 3/18 3/18 3/18 3/18 3/22 3/22 3/22 3/24 3/28 3/30 3/31 4/1 4/1 4/1 4/5 4/6 4/7 4/8 4/8 4/8 4/8 4/8 4/8 4/11 4/11 4/12 4/13 4/14 4/14 4/15 4/15 4/18 4/18 4/18 4/18 4/21 4/21 4/27 5/4 5/4 5/4 5/5

Brevan Convexity Brevan Convexity Convexity Nektar Nektar Convexity Convexity Convexity Convexity Convexity Convexity Nektar Nektar Brevan Nektar Convexity Convexity Nektar Alphadyne Alphadyne Alphadyne Brevan Alphadyne Nektar Brevan Brevan Nektar Brevan Alphadyne Brevan Brevan Alphadyne Convexity Convexity Brevan Brevan Alphadyne Alphadyne Convexity Alphadyne Convexity Convexity Alphadyne Alphadyne Alphadyne Brevan Brevan Brevan Brevan

5/5 5/6 5/9 5/9 5/10 5/10 5/12 5/13 5/13 5/17 5/17 5/19 5/19 5/24 5/25 5/25 5/26 5/27 5/27 5/31 5/31 6/1 6/1 6/2 6/2 6/2 6/3 6/3 6/8 6/8 6/8 6/8 6/8 6/8 6/9 6/9 6/9 6/9 6/9 6/10 6/10 6/10 6/10 6/10 6/10 6/13 6/13 6/13 6/14 6/14 6/15

Convexity Convexity Convexity Convexity Convexity Convexity Convexity Nektar Convexity Convexity Brevan Brevan Convexity Alphadyne Brevan Brevan Brevan Alphadyne Alphadyne Alphadyne Alphadyne Alphadyne Alphadyne Alphadyne Convexity Convexity Convexity Convexity Convexity Convexity Convexity Convexity Brevan Convexity Nektar Convexity Convexity Alphadyne Convexity Brevan Convexity Convexity Convexity Alphadyne Alphadyne Convexity Convexity Brevan Nektar Brevan Alphadyne

6/16 6/17 6/20 6/21 6/21 6/21 6/22 6/23 6/23 6/24 6/27

Brevan Convexity Alphadyne Brevan Brevan Brevan Convexity Brevan Brevan Alphadyne Brevan

strike roll on 7y payor 50,000 move 14y to 20y expiries 44,000 500k 10-30 steepener mar imm at 72.75 bps 75,000 strike roll - 10yr tails 75,000 strike roll - 10yr tails 75,000 strike roll - 10yr tails 56,250 strike roll - 30y tails 75,000 swap unwind 75,000 swap unwind 75,000 JPY high strike payor unwind 53,350 aud strike rolls 25,000 aud strike rolls 25,000 we sell 2bn 1y1y .70/.50 rec spd 4.375 bp net premium 50,000 we sell 2by 3y1y 1% 3ml floors at 6.25 bps 166,000 we roll strike on 250mm 2y5y payors 57,000 more bfly trades, 3.75mm 2x, 30.5 strike 390,000 we rec 500k 10-30 mar 11 imm at 79 75,000 we sell 1y1y and 2y1y .85 rec, buy 1y2y same; 10c upfront 4bn total 500,000 payor strike roll to 160mm 7y, 4.225 strike 66,000 payor strike roll to 10y to 7y tail, 4.225 strike, 105mm 40,000 9m, 12m, and 15m 1y2y triangles .85, .90. 90 strikes; 2bn, 1bn 3bn notional, 14.375, 11.25, 8.25 1,050,000 10m 1y2y 0.85 strike triangle, 3bn at 13.1 bps 525,000 13m 1y2y 0.95 triangle, 3bn at 10.7 bps; 14m, .95, 3bn at 9.7 bps 1,050,000 strike roll on 7yr payor, to 12/5/11 into 7yr 3.76%, 147.5mm 20,000 strike roll on 7yr payor, to 8/31/11 into 7yr 3.63%, 250mm 50,000 he pays 1y1y 1s3s at 6.875 bps, 2bn (200k) 50,000 he pays 500k 1y4y at 3.2325 75,000 he pays 1y1y 1s3s 6.875 100k 25,000 he pays 1y1y 1s3s 6.875 100k (second piece) 25,000 unwind of may 2.55 triangles into same exp 2.20% strike triangles, 3bn total 180,000 unwind of april 2.55 triangles into 6mo 2.20% strike triangles, 2bn into 3.5bn 300,000 pink ticket for benefit of order 150,000 unwind of may 2.66 triangles and new 8m and 9m 2.08% strike triangles 1,130,000 tail switch; Dec152011 5y rec into 3y rec, 1bn 300,000 unwind 45k 2/23 P asw, sell 100k 2/25P asw, buy 75k 5.27C asw at 30.75 - SWAP 50,000 same as above, for P strips 122,000 unwind 200k of 2.5y2y ff-libor 100,000 restrike 6m7y payor, they unwind intrinsic midcurve and sell new midcurve - into 9/2/11-7y 3.32 payor, 85,000 they also sell 3m3m7y payor 150mm for 143 bps, restrike 6m10y payor, they unwind intrinsic midcurve and and buy new payor at 3.7925%, 100mm 50,000 unwind another 100k of ff-libor 50,000 unwind 100mm nzd 1y1y rec 40,000 unwind 2.97 midcurve receivers and re-buy 6m 1.92 strike 1y1y/1y2y/2y1y triangle at 14 bps equiv 2bn 350,000 unwind 2.85 and buy new 6mo 1y2y midcurve triangle; strike 2.06% premium ~14 bps 4bn 800,000 unwind 3% 6bn triangles and buy 3.5bn each new 5mo and 7mo 1y2y tris k=2.09; 16.1 and 13 bps each 1,000,000 buy 2y2y stddles (12/19/12 exp) 3.03 strike vs selling 12/19/12 - 3m fra stddles, 2.08, pick 5.5c. 500/2bn 65,000 unwind remaining 40k of 3y2y usd fra/ois at 31.6 bps, moving into eur 40,000 new 5bn 1y 1y2y midcurve triangle, 1.97 strike for 8.5 bps 825,000 new 5bn 11my 1y2y midcurve triangle, 1.965 strike for 9.65 bps 825,000 unwind 100k more of ff-libor 2y2y (remaining is 2015 - 208 component) 50,000 in the 2-4-6 fly, we buy back 2y4y 3.54 (1bn0 and 2y6y 3.09 payor (500mm), and sell 1.5bn 12/24/12 2y rec 2.7693 and 500mm 12/24/12 - 4 150,000

they sell 2bn 2s30s zero strike lineare floor at 16.5 bps, 3/25/13 - 1y on our reco 300,000 unwind two in the money nzd receivers 30,000 they sell 1bn 2s30s zero strike linear floor at 29.5 bps, 3/25/14 - 1y on our reco 50,000 unwind 500mm 6m5y into same size 6m3y 75,000 they sell 7/18 tips asw into 1/21, pick 12.0 bps 19,000 unwind 5y5y vs 30y 35,000 unwind 8/20 vs 11/28 asw switch (20k swap, plus bonds plus + mkup) 40,000 1y1y nzd 3.72 / 2.71 rec spd 300mm 20,000 rolls 2bn 9m5y into 9m3y receivers - took in 96 bps 300,000 roll from 3.5bn 2.20% triangle into new 9m 1y2y 1.71 triangle at 10.5 bps 612,500 roll from 3bn 2.20% may triangle into new 8m 1y2y 1.71 triangle at 11.2 bps 600,000 strike roll on dec7y 250mm 100,000 new 500mm 2y7y vs 1y1y7y payors, 500mm notional each 280,000 unwind 50mm tips asw 7/13 at L+1 30,000 unwind 25mm tips asw 1/20 at L+13 35,000 they buy 250mm 3m10y 3.575 vs selling 250mm 1m10y 3.495 stddles, 229 bps vs 373 bps 50,000 we buy back 25mm 1/28s 60,000 2y djaig and spgsci 180mm each trs at +15, 4% haircuts 810,000 675mm 2y eafe swap at FF+10 3,661,000 200mm 5y25 b/e switch, 5.025% strike, they pay 132 bps net w/ zero floor 360,000 vol fly; they buy 7/1/11 expiry atmf 3y stddles (1bn), sell 1y and 11y (765.5mm, 255mm) we rec 900k 100,000 chris sells 50k 5y spds at 20.5 7,500 chris sells 100k 5s in 2-5-10 spd fly at 11.75 (17.75, 19.75, 10) 15,000 we sell 22y10y 4.70 stddles vs buy 2y20y10y 4.70 stddles, 1070 fwd premium, 100mm 167,000 Shiv rec 65k of 30y spds at -21 bps lq163 9,549 2bn 1y1y 1s3s partial unwind at 6 bps 40,000 2y5y vs 1y5y 2.50% jpy payor switch, 125bn each side; 14c vs 58c 296,000 two 2s10s curve caps collapse 30,000 we buy 5/27coup asw, 99mm or so 55,000 we sell 250mm 1m10y stddles 65,000 we pay 500mm 1y1y 1.56 7,500 we sell 200mm 6.15% 4/12/12 - 30y berm annual accreter w/ canc vs euro, at 294 bps net 900,000 he pays 1mm/bp USM1 vs swaps, 7874 usm1 118-06+ vs 820mm swaps 4.24875 6/15/11 - 6/16/27 212,500 he buys 6/10/11 - 1y stddle 53.5 bp strike for 13 bps 50,000 unwind 2x30s cap and 30cms cap 40,000 JPY payor fly - 3y1y 100bn/200bn/100bn, 85.25 bps low strike, +100?=200 12c upfront 6m dual digi on 2s<1%, 10s>3.35%, 14.75 bps 10mm 141,000 another 6m dual digi on 2s<1%, 10s>3.35%, 14.75 bps 10mm but 10/27 expiry for this one 141,000 sanjiv pays 82k 30y spds at -22.5 bps 12,300 sanjiv rec 5s10s spd switch at 10.5; he pays 10s at 9.25, rec 5s at 19.5 82k 12,300 JPY payor fly - 3y1y 100bn/200bn/100bn, 80 bps low strike, atm/+100/+200 11c upfront we buy 650mm 4/26 ->3y 1.275 stddle at 36 bps vs 61% dlta 1.37 86,667 unwind 170mm 7y tail van/mc combo - they rec 500k 34,000 unwind 2s30s and 10cms caps, 2bn 360,000 we sell 4bn 2mx5m floor on 3mo t-bills 100,000 we buy 200mm 0.75 8/13 7,200 swaptions (check details) 106,000 we sell 250mm 1m10y stddles at 185 bps (jun 6 exp) 50,000 we sell 200mm 1m10y stddles at 182.5 bps (jun 6 exp) 35,000 we pay 500k jun11 imm - 15y at 3.85 vs xxxx on USM 75,000 jun2011 imm t-bill libor at +22 (he pays tbills), 1bn (100k) 15,000

they buy 6m2y cms floor 1.175, sell 6m5y cms floor 2.495, buy 2s5s floor 132 bp 2bn, 8 bps net they buy more 7m2y5y combo trade, 8.9bps net, 3bn they buy more 5m2y5y combo trade, 7.25 bps net, 4bn unwind srgpx etc, pay 15.75 bps, into new 9m1y2y mctriangle, 1.62% strike. 11.75 bps, 2.7bn they buy more 5m2week 2y5y combo trade, 7.7 bps net, 4bn they buy more 5m1week 2y5y combo trade, 7.45 bps net, 4bn they buy 3y1y atm/+100/+200 payor fly for 11 bps, 250/500/250 (26/12/9 bps), .665 lower strike he buys 150k 2y2y 3s6s at 3.875 bps they buy 6m 2y5y combo trade, 8.25 bps net, 5bn they sell 1.92 mc triangle, buy new 6m1y2y at 1.92, take in 2 bps we buy 300mm 3x4 cap on 2s30s at 56.5 bps, k-250 bps we sell 300mm 1m10y stddles 3.365 strike, 189 bps new 4bn 6m2s10s at 13.75 bps 1m10y stddle, they bot 100mm on 5y he buys 6wk10y 3.5 payor 500mm 3m1y1y rec w/ KO on 10yr tail, 500mm TUU1 vs M11-H13 asset swap $300mm 8/15/13 asset swap vs FVM inv. Sprd $214mm 6/15/13 asset swap vs FVM inv. Sprd 300mm rec'r (k=3.5) vs payer (k=3) strangle 40lk 10s30s spread flattener 66k 5s10s spread steepener receiver strike roll from 3% to 2.75%

60,000 100,000 200,000 190,000 200,000 200,000 37,500 250,000 225,000 80,000 60,000 400,000 15,000 50,000 50,000 75,000 17,750 17,750 15,000 12,000 20,000 11,250 10,000 they buy $100mm Sep16->5y 2.10 straddles @ 192.5 unwinds $65mm 7/18s asw, $30mm 1/25s asw, rolls into $100mm 1/21s, pick 9 50,000 unwinds 2s30s curve cap (eqvpk/kqcu9) 250,000 Unwinds $300mm 1.775 06Jun11 0.5x5.00 rec'r (srenn) 16,000 JPY - added 3y1y 1x2x1 payer 200/400/200 and sold 3y5y ATMF rec'r vs 3y6y 3y6y ATMF rec'r, 100 each JPY - bought 3y1y 0.66% payer vs sold 3y1y 1.66% payer 150bln 1x1 at 13c JPY - also sold 3y5y 1.25% rcvr vs bought 3y6y 1.39% rcvr at 39c unwind package of short midcurves to do new 1y2y4y underlying midcurve triangle 1,875,000 swap hedge to above 50,000 we rec 500k sep2011 IMM 10y 75,000 Exercise Midcurve (sresm, sresk, srna2) 26,000 put on 50k 2y2y 3s6s widener at 5 bps 10,000 put on more 1y2y4y triangle, 1.6bn, vs unwinding 2bn 0.85% vanilla triangle 420,000 unwind 100k or ff/ois, last piece 25,000 7/22 - 10y stddle, 350mm 35,000 tips asw fly 25,000 they buy 1.9bn 6mo 7s30s curve flattener, k=131.5 bps, KI if 3y <1.2% 237,000 large portfolio switch, into new 1y10m, 1y11m, 2y, 2y1m vanilla vs 10m etc midcurve triangles 2,578,000 JPY - 75bn 3y1y atm/+100 payor spds, 13 bps net.65/1.65 strikes they sell 50bn 3y5y 1.24 rec'r at 174.5 vs buy 3y6y 1.38 rec'r @ 213.5, so 39c net 80k of 5s10s steepener 24,000 bought 75k 30y spreads 11,250 more 3y1y atm/+100 payors at 13c, and also (.65/1.65), 75bn. (26 vs 13c) they sell 3y5y 1.24% rec, buy 3y6y 1.38% rec, 50bn each, 174 vs 213.5 or 39.5c net they sell 125bn new april2013 - 5y 2% payors for 33 bps, roll existing down to 2% for pay 2 bps 155,000 we sell 25mm 7/19 tips asw at +17 10,000 large ED vs FRA trade, 17000 contracts total 63,000 buys Jul19/11 -> 1y/3y/10y straddle fly 33,000

Pay fixed on U11-H13 for 150k Rolled 24.6mm 11/21 P's into 22.5mm 8/25s Coup's they pay fixed on 280mm 2y1y rate pay fixed on 500k of sep 5yr imm vs 10,308 FVU1 pay fixed on 500k of sep 5yr imm vs 10,308 FVU1 pay fixed on 500k of sep 5yr imm vs 10,308 FVU1 EAFE TRS, 400mm 6/30/11 - 9/30/13, 150mm 6/30/11 - 9/30/12 we sell 2s10s curve stddles, ultimately face DB we rec 1mm/bp 10y spds sold $150mm 7/22/11->10y k=3.0 rec'r @ 66.75bps 4mo dual binary on 5y<1.5%, 30y>3.25%, 5mm notional, 14.5 bps

22,500 7,500 4,125 75,000 75,000 75,000 1,537,500 67,000 150,000 15,000

Item

Trade Date Client Name 1 04/06/10 BREVAN HOWARD ASSET MANAGEMENT (BREVN) 2 04/20/10 BREVAN HOWARD ASSET MANAGEMENT (BREVN) 3 05/21/10 BREVAN HOWARD ASSET MANAGEMENT (BREVN) 4 05/24/10 CONVEXITY CAPITAL MANAGEMENT, (CVEX) 5 05/24/10 CONVEXITY CAPITAL MANAGEMENT, (CVEX) 6 09/22/10 LCH.CLEARNET: LONDON 7 10/21/10 INTERNAL COUNTERPARTY (INCPY) 8 12/31/10 CONVEXITY CAPITAL MANAGEMENT, (CVEX) 9 12/31/10 CONVEXITY CAPITAL MANAGEMENT: GLOBAL 10 12/31/10 CONVEXITY CAPITAL MANAGEMENT: GLOBAL 11 01/03/11 ETRADE SECURITIES (ETSC) 12 01/05/11 CONVEXITY CAPITAL MANAGEMENT, (CVEX) 13 01/05/11 BWT PROFESSIONAL TRADING LLC (BWT1) 14 01/05/11 ETRADE SECURITIES (ETSC) 15 01/05/11 CONVEXITY CAPITAL MANAGEMENT, (CVEX) 16 01/07/11 ELEMENT CAPITAL (ELMC) 17 01/07/11 ELEMENT CAPITAL (ELMC) 18 01/07/11 ELEMENT CAPITAL (ELMC) 19 01/10/11 PIMCO (PMCO) 20 01/11/11 BREVAN HOWARD ASSET MANAGEMENT (BREVN) 21 01/11/11 BREVAN HOWARD ASSET MANAGEMENT (BREVN) 22 01/12/11 CONVEXITY CAPITAL MANAGEMENT, (CVEX) 23 01/12/11 BREVAN HOWARD ASSET MANAGEMENT (BREVN) 24 01/12/11 CONVEXITY CAPITAL MANAGEMENT, (CVEX) 25 01/12/11 CONVEXITY CAPITAL MANAGEMENT, (CVEX) 26 01/12/11 CONVEXITY CAPITAL MANAGEMENT, (CVEX)
12-Jan Convexity

28 29 30 31 32 33 34 35 36 37 38 39 40 42 43 44 45 46 47 48 49 50

01/12/11 BWT PROFESSIONAL TRADING LLC (BWT1) 01/12/11 BWT PROFESSIONAL TRADING LLC (BWT1) 01/12/11 BWT PROFESSIONAL TRADING LLC (BWT1) 01/12/11 BWT PROFESSIONAL TRADING LLC (BWT1) 01/12/11 ALLIANCEBERNSTEIN (ALL7) 01/12/11 BREVAN HOWARD ASSET MANAGEMENT (BREVN) 01/12/11 CONVEXITY CAPITAL MANAGEMENT, (CVEX) 01/12/11 CONVEXITY CAPITAL MANAGEMENT, (CVEX) 01/12/11 CONVEXITY CAPITAL MANAGEMENT, (CVEX) 01/12/11 CONVEXITY CAPITAL MANAGEMENT, (CVEX) 01/13/11 BREVAN HOWARD ASSET MANAGEMENT (BREVN) 01/13/11 CAPULA INVESTMENT MANAGEMENT (CINMA) 01/13/11 BREVAN HOWARD ASSET MANAGEMENT (BREVN)
13-Jan Brevan

01/13/11 ALLIANCEBERNSTEIN (ALL7) 01/13/11 ALLIANCEBERNSTEIN (ALL7) 01/13/11 ALLIANCEBERNSTEIN (ALL7) 01/13/11 ALLIANCEBERNSTEIN (ALL7) 01/13/11 ALLIANCEBERNSTEIN (ALL7) 01/13/11 ALLIANCEBERNSTEIN (ALL7) 01/13/11 ALLIANCEBERNSTEIN (ALL7) 01/13/11 ALLIANCEBERNSTEIN (ALL7) 01/14/11 BWT PROFESSIONAL TRADING LLC (BWT1)

51 52 53 54 55 56 57 58 60 61 62 63 64 65 66 67 68 69 70 71 72 73 74 75 76 77 78 79 80 81 82 83 84 85 86 87 88 89 90 91 92 93 94 95 96 97 98 99 100 101

01/14/11 CONVEXITY CAPITAL MANAGEMENT, (CVEX) 01/14/11 ALLIANCEBERNSTEIN (ALL7) 01/18/11 FEDERAL RESERVE BANK OF NEW (FDLB) 01/18/11 FEDERAL RESERVE BANK OF NEW (FDLB) 01/18/11 ALLIANCEBERNSTEIN (ALL7) 01/18/11 ALLIANCEBERNSTEIN (ALL7) 01/18/11 ALLIANCEBERNSTEIN (ALL7) 01/19/11 CONVEXITY CAPITAL MANAGEMENT, (CVEX)
19-Jan Convexity

01/19/11 BWT PROFESSIONAL TRADING LLC (BWT1) 01/19/11 BWT PROFESSIONAL TRADING LLC (BWT1) 01/19/11 ALLIANCEBERNSTEIN (ALL7) 01/19/11 ALLIANCEBERNSTEIN (ALL7) 01/19/11 ALLIANCEBERNSTEIN (ALL7) 01/19/11 ALLIANCEBERNSTEIN (ALL7) 01/19/11 ALLIANCEBERNSTEIN (ALL7) 01/19/11 ALLIANCEBERNSTEIN (ALL7) 01/20/11 CONVEXITY CAPITAL MANAGEMENT, (CVEX) 01/20/11 CONVEXITY CAPITAL MANAGEMENT, (CVEX) 01/20/11 BWT PROFESSIONAL TRADING LLC (BWT1) 01/20/11 BWT PROFESSIONAL TRADING LLC (BWT1) 01/20/11 BWT PROFESSIONAL TRADING LLC (BWT1) 01/20/11 ETRADE SECURITIES (ETSC) 01/21/11 ETRADE SECURITIES (ETSC) 01/21/11 ETRADE SECURITIES (ETSC) 01/24/11 BREVAN HOWARD ASSET MANAGEMENT (BREVN) 01/24/11 BWT PROFESSIONAL TRADING LLC (BWT1) 01/24/11 BWT PROFESSIONAL TRADING LLC (BWT1) 01/24/11 ALLIANCEBERNSTEIN (ALL7) 01/24/11 ALLIANCEBERNSTEIN (ALL7) 01/25/11 BWT PROFESSIONAL TRADING LLC (BWT1) 01/25/11 BWT PROFESSIONAL TRADING LLC (BWT1) 01/25/11 BWT PROFESSIONAL TRADING LLC (BWT1) 01/25/11 FEDERAL RESERVE BANK OF NEW (FDLB) 01/25/11 DEUTSCHE BANK AG (DBNAG) 01/25/11 DEUTSCHE BANK AG (DBNAG) 01/25/11 ALLIANCEBERNSTEIN (ALL7) 01/25/11 ALLIANCEBERNSTEIN (ALL7) 01/25/11 ALLIANCEBERNSTEIN (ALL7) 01/25/11 ALLIANCEBERNSTEIN (ALL7) 01/26/11 BREVAN HOWARD ASSET MANAGEMENT (BREVN) 01/26/11 CONVEXITY CAPITAL MANAGEMENT, (CVEX) 01/26/11 GRAHAM CAPITAL MANAGEMENT (GHMM) 01/26/11 CONVEXITY CAPITAL MANAGEMENT, (CVEX) 01/26/11 FEDERATED INVESTORS INC (FR0) 01/26/11 ALLIANCEBERNSTEIN (ALL7) 01/27/11 GRAHAM CAPITAL MANAGEMENT (GHMM) 01/27/11 GRAHAM CAPITAL MANAGEMENT (GHMM) 01/27/11 BWT PROFESSIONAL TRADING LLC (BWT1) 01/27/11 BWT PROFESSIONAL TRADING LLC (BWT1) 01/27/11 BWT PROFESSIONAL TRADING LLC (BWT1)

102 103 104 105 106 107 108 109 110 111 112 113 114 115 116 117 118 119 120 121 122 123 124 125 126 127 128 129 130 131 132 133 134 135 136 137 138 139 140 141 142 143 144 146 147 148 149 150 151 152

01/27/11 BWT PROFESSIONAL TRADING LLC (BWT1) 01/27/11 FEDERAL RESERVE BANK OF NEW (FDLB) 01/27/11 FEDERAL RESERVE BANK OF NEW (FDLB) 01/27/11 FEDERAL RESERVE BANK OF NEW (FDLB) 01/27/11 FEDERAL RESERVE BANK OF NEW (FDLB) 01/28/11 CONVEXITY CAPITAL MANAGEMENT, (CVEX) 01/28/11 BWT PROFESSIONAL TRADING LLC (BWT1) 01/28/11 BWT PROFESSIONAL TRADING LLC (BWT1) 01/28/11 BWT PROFESSIONAL TRADING LLC (BWT1) 01/31/11 BWT PROFESSIONAL TRADING LLC (BWT1) 01/31/11 BWT PROFESSIONAL TRADING LLC (BWT1) 01/31/11 BWT PROFESSIONAL TRADING LLC (BWT1) 01/31/11 BWT PROFESSIONAL TRADING LLC (BWT1) 01/31/11 BWT PROFESSIONAL TRADING LLC (BWT1) 01/31/11 BWT PROFESSIONAL TRADING LLC (BWT1) 01/31/11 BWT PROFESSIONAL TRADING LLC (BWT1) 01/31/11 BWT PROFESSIONAL TRADING LLC (BWT1) 01/31/11 BWT PROFESSIONAL TRADING LLC (BWT1) 02/01/11 BWT PROFESSIONAL TRADING LLC (BWT1) 02/02/11 BREVAN HOWARD ASSET MANAGEMENT (BREVN) 02/02/11 BWT PROFESSIONAL TRADING LLC (BWT1) 02/02/11 BWT PROFESSIONAL TRADING LLC (BWT1) 02/02/11 BWT PROFESSIONAL TRADING LLC (BWT1) 02/02/11 FEDERAL RESERVE BANK OF NEW (FDLB) 02/02/11 FEDERAL RESERVE BANK OF NEW (FDLB) 02/02/11 FEDERAL RESERVE BANK OF NEW (FDLB) 02/03/11 BREVAN HOWARD ASSET MANAGEMENT (BREVN) 02/03/11 BWT PROFESSIONAL TRADING LLC (BWT1) 02/03/11 FEDERAL RESERVE BANK OF NEW (FDLB) 02/03/11 FEDERATED INVESTORS INC (FR0) 02/03/11 FEDERATED INVESTORS INC (FR0) 02/04/11 CONVEXITY CAPITAL MANAGEMENT, (CVEX) 02/04/11 CONVEXITY CAPITAL MANAGEMENT, (CVEX) 02/04/11 CONVEXITY CAPITAL MANAGEMENT, (CVEX) 02/04/11 CONVEXITY CAPITAL MANAGEMENT, (CVEX) 02/04/11 CONVEXITY CAPITAL MANAGEMENT, (CVEX) 02/04/11 CONVEXITY CAPITAL MANAGEMENT, (CVEX) 02/07/11 CONVEXITY CAPITAL MANAGEMENT, (CVEX) 02/07/11 CONVEXITY CAPITAL MANAGEMENT, (CVEX) 02/07/11 BWT PROFESSIONAL TRADING LLC (BWT1) 02/07/11 MASSACHUSETTS FINANCIAL SVCS. (MSFS) 02/07/11 CONVEXITY CAPITAL MANAGEMENT, (CVEX) 02/08/11 CONVEXITY CAPITAL MANAGEMENT, (CVEX)
8-Feb Convexity

02/08/11 NEKTAR ASSET MANAGEMENT (NKTR) 02/08/11 NEKTAR ASSET MANAGEMENT (NKTR) 02/08/11 CONVEXITY CAPITAL MANAGEMENT, (CVEX) 02/08/11 ALLIANCEBERNSTEIN (ALL7) 02/09/11 BWT PROFESSIONAL TRADING LLC (BWT1) 02/09/11 BWT PROFESSIONAL TRADING LLC (BWT1) 02/09/11 BWT PROFESSIONAL TRADING LLC (BWT1)

153 154 155 156 157 158 159 160 161 162 163 164 165 166 167 168 169 170 171 172 173 174 175 176 177 178 179 180 181 182 183 184 185 186 187 188 189 190 191 192 193 194 195 196 197 198 199 200 201 202 203

02/09/11 FEDERATED INVESTORS INC (FR0) 02/10/11 HARVARD MGT (H07) 02/10/11 HARVARD MGT (H07) 02/11/11 BWT PROFESSIONAL TRADING LLC (BWT1) 02/11/11 BWT PROFESSIONAL TRADING LLC (BWT1) 02/11/11 BWT PROFESSIONAL TRADING LLC (BWT1) 02/14/11 ALLIANCEBERNSTEIN (ALL7) 02/14/11 ALLIANCEBERNSTEIN (ALL7) 02/14/11 ALLIANCEBERNSTEIN (ALL7) 02/15/11 CONVEXITY CAPITAL MANAGEMENT, (CVEX) 02/15/11 CONVEXITY CAPITAL MANAGEMENT, (CVEX) 02/15/11 BREVAN HOWARD ASSET MANAGEMENT (BREVN) 02/15/11 NEKTAR ASSET MANAGEMENT (NKTR) 02/15/11 NEKTAR ASSET MANAGEMENT (NKTR) 02/15/11 BWT PROFESSIONAL TRADING LLC (BWT1) 02/15/11 BWT PROFESSIONAL TRADING LLC (BWT1) 02/15/11 BWT PROFESSIONAL TRADING LLC (BWT1) 02/15/11 FEDERAL RESERVE BANK OF NEW (FDLB) 02/15/11 CONVEXITY CAPITAL MANAGEMENT, (CVEX) 02/15/11 CONVEXITY CAPITAL MANAGEMENT, (CVEX) 02/15/11 CONVEXITY CAPITAL MANAGEMENT, (CVEX) 02/15/11 CONVEXITY CAPITAL MANAGEMENT, (CVEX) 02/15/11 CONVEXITY CAPITAL MANAGEMENT, (CVEX) 02/15/11 CONVEXITY CAPITAL MANAGEMENT, (CVEX) 02/15/11 CONVEXITY CAPITAL MANAGEMENT, (CVEX) 02/15/11 CONVEXITY CAPITAL MANAGEMENT, (CVEX) 02/15/11 FEDERATED INVESTORS INC (FR0) 02/15/11 FEDERATED INVESTORS INC (FR0) 2/16 or 2/17 CONVEXITY CAPITAL MANAGEMENT, (CVEX) 02/16/11 BWT PROFESSIONAL TRADING LLC (BWT1) 02/16/11 FEDERAL RESERVE BANK OF NEW (FDLB) 02/17/11 BWT PROFESSIONAL TRADING LLC (BWT1) 02/17/11 BWT PROFESSIONAL TRADING LLC (BWT1) 02/17/11 BWT PROFESSIONAL TRADING LLC (BWT1) 02/17/11 BWT PROFESSIONAL TRADING LLC (BWT1) 02/17/11 FEDERAL RESERVE BANK OF NEW (FDLB) 02/17/11 BWT PROFESSIONAL TRADING LLC (BWT1) 02/17/11 BWT PROFESSIONAL TRADING LLC (BWT1) 02/17/11 BWT PROFESSIONAL TRADING LLC (BWT1) 02/17/11 FEDERAL RESERVE BANK OF NEW (FDLB) 02/18/11 CONVEXITY CAPITAL MANAGEMENT, (CVEX) 02/18/11 BWT PROFESSIONAL TRADING LLC (BWT1) 02/18/11 BWT PROFESSIONAL TRADING LLC (BWT1) 02/18/11 BWT PROFESSIONAL TRADING LLC (BWT1) 02/18/11 MASSACHUSETTS FINANCIAL SVCS. (MSFS) 02/18/11 CONVEXITY CAPITAL MANAGEMENT, (CVEX) 02/18/11 CONVEXITY CAPITAL MANAGEMENT, (CVEX) 02/22/11 BWT PROFESSIONAL TRADING LLC (BWT1) 02/22/11 MERRILL LYNCH CAPITAL MARKETS (MRCPB) 02/22/11 ALLIANCEBERNSTEIN (ALL7) 02/23/11 BWT PROFESSIONAL TRADING LLC (BWT1)

204 205 206 207 208 209 210 211

02/23/11 BWT PROFESSIONAL TRADING LLC (BWT1) 02/24/11 CONVEXITY CAPITAL MANAGEMENT, (CVEX) 02/24/11 BWT PROFESSIONAL TRADING LLC (BWT1) 02/24/11 BWT PROFESSIONAL TRADING LLC (BWT1) 02/24/11 BWT PROFESSIONAL TRADING LLC (BWT1) 02/24/11 CONVEXITY CAPITAL MANAGEMENT, (CVEX) 02/24/11 ALLIANCEBERNSTEIN (ALL7) 02/24/11 ALLIANCEBERNSTEIN (ALL7)
25-Feb Nektar 25-Feb Nektar

214 215 216 217 218 219 220 221 222 223 224 225 226 227 228 229 230 231 232 234 235 236 237 238 239 240 241 242 243 244 245 246 247 248 249 250 251 252 253 254

02/25/11 NEKTAR ASSET MANAGEMENT (NKTR) 02/25/11 NEKTAR ASSET MANAGEMENT (NKTR) 02/25/11 NEKTAR ASSET MANAGEMENT (NKTR) 02/25/11 NEKTAR ASSET MANAGEMENT (NKTR) 02/25/11 BWT PROFESSIONAL TRADING LLC (BWT1) 02/25/11 NEKTAR ASSET MANAGEMENT (NKTR) 02/25/11 NEKTAR ASSET MANAGEMENT (NKTR) 02/28/11 CONVEXITY CAPITAL MANAGEMENT, (CVEX) 02/28/11 CONVEXITY CAPITAL MANAGEMENT, (CVEX) 02/28/11 CONVEXITY CAPITAL MANAGEMENT, (CVEX) 02/28/11 BWT PROFESSIONAL TRADING LLC (BWT1) 02/28/11 BWT PROFESSIONAL TRADING LLC (BWT1) 02/28/11 BWT PROFESSIONAL TRADING LLC (BWT1) 02/28/11 CONVEXITY CAPITAL MANAGEMENT, (CVEX) 02/28/11 CONVEXITY CAPITAL MANAGEMENT, (CVEX) 02/28/11 CONVEXITY CAPITAL MANAGEMENT, (CVEX) 02/28/11 CONVEXITY CAPITAL MANAGEMENT, (CVEX) 02/28/11 ALLIANCEBERNSTEIN (ALL7) 02/28/11 ALLIANCEBERNSTEIN (ALL7) 1-Mar Convexity 03/01/11 CONVEXITY CAPITAL MANAGEMENT, (CVEX) 03/01/11 BWT PROFESSIONAL TRADING LLC (BWT1) 03/01/11 BWT PROFESSIONAL TRADING LLC (BWT1) 03/01/11 BWT PROFESSIONAL TRADING LLC (BWT1) 03/01/11 BWT PROFESSIONAL TRADING LLC (BWT1) 03/01/11 BWT PROFESSIONAL TRADING LLC (BWT1) 03/01/11 BWT PROFESSIONAL TRADING LLC (BWT1) 03/01/11 ALLIANCEBERNSTEIN (ALL7) 03/01/11 ALLIANCEBERNSTEIN (ALL7) 03/01/11 ALLIANCEBERNSTEIN (ALL7) 03/01/11 ALLIANCEBERNSTEIN (ALL7) 03/01/11 ALLIANCEBERNSTEIN (ALL7) 03/02/11 CONVEXITY CAPITAL MANAGEMENT, (CVEX) 03/02/11 CONVEXITY CAPITAL MANAGEMENT, (CVEX) 03/02/11 FEDERAL RESERVE BANK OF NEW (FDLB) 03/02/11 NEKTAR ASSET MANAGEMENT AB (NKTAE) 03/02/11 MERRILL LYNCH INTERNATIONAL (MLIL) 03/02/11 CONVEXITY CAPITAL MANAGEMENT, (CVEX) 03/02/11 CONVEXITY CAPITAL MANAGEMENT, (CVEX) 03/02/11 CONVEXITY CAPITAL MANAGEMENT, (CVEX) 03/02/11 ALLIANCEBERNSTEIN (ALL7)

255 256 257 258 259 260 261 262 263 264 265 266 267 268 269 270 271 272 274 275 276 277 278 279 280 281 282 283 284 285 286 287 288 289 290 291 292 293 294 295 296 297 298 299 300 301 302 303 304 305

03/02/11 ALLIANCEBERNSTEIN (ALL7) 03/02/11 ALLIANCEBERNSTEIN (ALL7) 03/02/11 ALLIANCEBERNSTEIN (ALL7) 03/02/11 ALLIANCEBERNSTEIN (ALL7) 03/03/11 CONVEXITY CAPITAL MANAGEMENT, (CVEX) 03/03/11 CONVEXITY CAPITAL MANAGEMENT, (CVEX) 03/03/11 BWT PROFESSIONAL TRADING LLC (BWT1) 03/03/11 BWT PROFESSIONAL TRADING LLC (BWT1) 03/03/11 BWT PROFESSIONAL TRADING LLC (BWT1) 03/03/11 BWT PROFESSIONAL TRADING LLC (BWT1) 03/03/11 BWT PROFESSIONAL TRADING LLC (BWT1) 03/03/11 BWT PROFESSIONAL TRADING LLC (BWT1) 03/03/11 CONVEXITY CAPITAL MANAGEMENT, (CVEX) 03/03/11 CONVEXITY CAPITAL MANAGEMENT, (CVEX) 03/03/11 CONVEXITY CAPITAL MANAGEMENT, (CVEX) 03/04/11 CONVEXITY CAPITAL MANAGEMENT, (CVEX) 03/04/11 CONVEXITY CAPITAL MANAGEMENT, (CVEX) 03/04/11 BREVAN HOWARD ASSET MANAGEMENT (BRNHW) 4-Mar Convexity 03/04/11 CONVEXITY CAPITAL MANAGEMENT, (CVEX) 03/04/11 BWT PROFESSIONAL TRADING LLC (BWT1) 03/04/11 BWT PROFESSIONAL TRADING LLC (BWT1) 03/04/11 BWT PROFESSIONAL TRADING LLC (BWT1) 03/04/11 CONVEXITY CAPITAL MANAGEMENT, (CVEX) 03/07/11 CONVEXITY CAPITAL MANAGEMENT, (CVEX) 03/07/11 BWT PROFESSIONAL TRADING LLC (BWT1) 03/07/11 BWT PROFESSIONAL TRADING LLC (BWT1) 03/07/11 BWT PROFESSIONAL TRADING LLC (BWT1) 03/07/11 BWT PROFESSIONAL TRADING LLC (BWT1) 03/07/11 BWT PROFESSIONAL TRADING LLC (BWT1) 03/07/11 BWT PROFESSIONAL TRADING LLC (BWT1) 03/07/11 FEDERAL RESERVE BANK OF NEW (FDLB) 03/07/11 FEDERAL RESERVE BANK OF NEW (FDLB) 03/07/11 FEDERAL RESERVE BANK OF NEW (FDLB) 03/07/11 BWT PROFESSIONAL TRADING LLC (BWT1) 03/08/11 BWT PROFESSIONAL TRADING LLC (BWT1) 03/08/11 BWT PROFESSIONAL TRADING LLC (BWT1) 03/08/11 BWT PROFESSIONAL TRADING LLC (BWT1) 03/08/11 HARVARD MGT (H07) 03/09/11 BREVAN HOWARD ASSET MANAGEMENT (BREVN) 03/09/11 CONVEXITY CAPITAL MANAGEMENT, (CVEX) 03/09/11 CONVEXITY CAPITAL MANAGEMENT, (CVEX) 03/10/11 BREVAN HOWARD ASSET MANAGEMENT (BREVN) 03/10/11 CONVEXITY CAPITAL MANAGEMENT, (CVEX) 03/10/11 BWT PROFESSIONAL TRADING LLC (BWT1) 03/10/11 BWT PROFESSIONAL TRADING LLC (BWT1) 03/10/11 BWT PROFESSIONAL TRADING LLC (BWT1) 03/10/11 BWT PROFESSIONAL TRADING LLC (BWT1) 03/10/11 BWT PROFESSIONAL TRADING LLC (BWT1) 03/10/11 ALLIANCEBERNSTEIN (ALL7) 03/10/11 ALLIANCEBERNSTEIN (ALL7)

306 307 308 309 310 311 312 313 314 316 317 318 319 320 321 322 323 324 325 326 327 328 329 330 331 332 333 334 335 336 337 338 339 340 341 342 343 344 345 346 347 348 349 350 351 352 353 354 355 356

03/10/11 ALLIANCEBERNSTEIN (ALL7) 03/11/11 CONVEXITY CAPITAL MANAGEMENT, (CVEX) 03/11/11 MILLENNIUM PARTNERS L.P (MPTS) 03/11/11 BWT PROFESSIONAL TRADING LLC (BWT1) 03/11/11 BWT PROFESSIONAL TRADING LLC (BWT1) 03/11/11 BWT PROFESSIONAL TRADING LLC (BWT1) 03/11/11 BWT PROFESSIONAL TRADING LLC (BWT1) 03/11/11 CONVEXITY CAPITAL MANAGEMENT, (CVEX) 03/11/11 ALLIANCEBERNSTEIN (ALL7)
14-Mar Convexity

03/14/11 CONVEXITY CAPITAL MANAGEMENT, (CVEX) 03/14/11 H/2 CAPITAL PARTNERS (H2CAP) 03/14/11 CONVEXITY CAPITAL MANAGEMENT, (CVEX) 03/14/11 ALLIANCEBERNSTEIN (ALL7) 03/14/11 ALLIANCEBERNSTEIN (ALL7) 03/14/11 ALLIANCEBERNSTEIN (ALL7) 03/15/11 BWT PROFESSIONAL TRADING LLC (BWT1) 03/15/11 BWT PROFESSIONAL TRADING LLC (BWT1) 03/15/11 BWT PROFESSIONAL TRADING LLC (BWT1) 03/16/11 NEKTAR ASSET MANAGEMENT (NKTR) 03/16/11 NEKTAR ASSET MANAGEMENT (NKTR) 03/16/11 NEKTAR ASSET MANAGEMENT (NKTR) 03/16/11 NEKTAR ASSET MANAGEMENT (NKTR) 03/16/11 NEKTAR ASSET MANAGEMENT (NKTR) 03/16/11 BWT PROFESSIONAL TRADING LLC (BWT1) 03/16/11 BWT PROFESSIONAL TRADING LLC (BWT1) 03/16/11 NEKTAR ASSET MANAGEMENT (NKTR) 03/16/11 NEKTAR ASSET MANAGEMENT (NKTR) 03/17/11 FEDERAL RESERVE BANK OF NEW (FDLB) 03/17/11 FEDERAL RESERVE BANK OF NEW (FDLB) 03/17/11 BWT PROFESSIONAL TRADING LLC (BWT1) 03/18/11 CONVEXITY CAPITAL MANAGEMENT, (CVEX) 03/18/11 CONVEXITY CAPITAL MANAGEMENT, (CVEX) 03/18/11 CONVEXITY CAPITAL MANAGEMENT, (CVEX) 03/18/11 CONVEXITY CAPITAL MANAGEMENT, (CVEX) 03/18/11 CONVEXITY CAPITAL MANAGEMENT, (CVEX) 03/18/11 CONVEXITY CAPITAL MANAGEMENT, (CVEX) 03/18/11 BWT PROFESSIONAL TRADING LLC (BWT1) 03/18/11 BWT PROFESSIONAL TRADING LLC (BWT1) 03/18/11 BREAKWATER TRADING (BWTD) 03/18/11 BREAKWATER TRADING (BWTD) 03/18/11 BWT PROFESSIONAL TRADING LLC (BWT1) 03/18/11 BWT PROFESSIONAL TRADING LLC (BWT1) 03/18/11 CONVEXITY CAPITAL MANAGEMENT, (CVEX) 03/18/11 CONVEXITY CAPITAL MANAGEMENT, (CVEX) 03/18/11 CONVEXITY CAPITAL MANAGEMENT, (CVEX) 03/18/11 CONVEXITY CAPITAL MANAGEMENT, (CVEX) 03/18/11 CONVEXITY CAPITAL MANAGEMENT, (CVEX) 03/18/11 CONVEXITY CAPITAL MANAGEMENT, (CVEX) 03/18/11 CONVEXITY CAPITAL MANAGEMENT, (CVEX) 03/22/11 BREVAN HOWARD ASSET MANAGEMENT (BREVN)

22-Mar Nektar 22-Mar Nektar

359 360 361 362 363 364 365 366 367 368 369 370 371 372 373 374 375 376 377 378 379 380 381 382 383 384 385 386 387 388 389 390 391 392 393 394 395 396 397 398 399 400 401 402 403 404 405 406 407

03/22/11 NEKTAR ASSET MANAGEMENT (NKTR) 03/22/11 NEKTAR ASSET MANAGEMENT (NKTR) 03/22/11 BWT PROFESSIONAL TRADING LLC (BWT1) 03/22/11 NEKTAR ASSET MANAGEMENT (NKTR) 03/22/11 NEKTAR ASSET MANAGEMENT AB (NKTAE) 03/24/11 BWT PROFESSIONAL TRADING LLC (BWT1) 03/24/11 BWT PROFESSIONAL TRADING LLC (BWT1) 03/24/11 BWT PROFESSIONAL TRADING LLC (BWT1) 03/24/11 BWT PROFESSIONAL TRADING LLC (BWT1) 03/24/11 NEKTAR ASSET MANAGEMENT (NKTR) 03/24/11 NEKTAR ASSET MANAGEMENT (NKTR) 03/25/11 NEKTAR ASSET MANAGEMENT (NKTR) 03/28/11 NEKTAR ASSET MANAGEMENT AB (NKTAE) 03/28/11 BWT PROFESSIONAL TRADING LLC (BWT1) 03/28/11 BWT PROFESSIONAL TRADING LLC (BWT1) 03/29/11 BWT PROFESSIONAL TRADING LLC (BWT1) 03/29/11 BWT PROFESSIONAL TRADING LLC (BWT1) 03/29/11 BWT PROFESSIONAL TRADING LLC (BWT1) 03/29/11 BWT PROFESSIONAL TRADING LLC (BWT1) 03/29/11 BWT PROFESSIONAL TRADING LLC (BWT1) 03/29/11 BWT PROFESSIONAL TRADING LLC (BWT1) 03/29/11 BWT PROFESSIONAL TRADING LLC (BWT1) 03/29/11 BWT PROFESSIONAL TRADING LLC (BWT1) 03/29/11 SOCIETE GENERALE, PARIS (SOCGP) 03/29/11 SOCIETE GENERALE, PARIS (SOCGP) 03/29/11 DEUTSCHE NEW YORK (DENY) 03/29/11 BARCLAYS BANK ARBITRAGE DESK (BABAA) 03/30/11 CONVEXITY CAPITAL MANAGEMENT: GLOBAL 03/30/11 CONVEXITY CAPITAL MANAGEMENT: GLOBAL 03/30/11 CONVEXITY CAPITAL MANAGEMENT, (CVEX) 03/30/11 CONVEXITY CAPITAL MANAGEMENT, (CVEX) 03/30/11 CONVEXITY CAPITAL MANAGEMENT, (CVEX) 03/30/11 CONVEXITY CAPITAL MANAGEMENT, (CVEX) 03/30/11 BWT PROFESSIONAL TRADING LLC (BWT1) 03/30/11 BWT PROFESSIONAL TRADING LLC (BWT1) 03/30/11 BWT PROFESSIONAL TRADING LLC (BWT1) 03/30/11 BWT PROFESSIONAL TRADING LLC (BWT1) 03/31/11 CONVEXITY CAPITAL MANAGEMENT: GLOBAL 03/31/11 CONVEXITY CAPITAL MANAGEMENT, (CVEX) 03/31/11 NEKTAR ASSET MANAGEMENT (NKTR) 03/31/11 LONGEVITY INSURANCE COMPANY (LNGG) 03/31/11 ETRADE SECURITIES (ETSC) 04/01/11 ALPHADYNE ASSET MANAGEMENT (AOASM) 04/01/11 BREVAN HOWARD ASSET MANAGEMENT (BREVN) 04/01/11 BREVAN HOWARD ASSET MANAGEMENT (BREVN) 04/01/11 ALPHADYNE ASSET MANAGEMENT (AOASM) 04/01/11 BWT PROFESSIONAL TRADING LLC (BWT1) 04/01/11 ELEMENT CAPITAL (ELMC) 04/01/11 ELEMENT CAPITAL (ELMC)

408 409 410 411 412 413 414 415 416 417 418 419 420 421 422 423 424 425 426 427 428 429 431 432 433 434 435 436 437 439 440 441 442 443

04/01/11 ELEMENT CAPITAL (ELMC) 04/01/11 ELEMENT CAPITAL (ELMC) 04/01/11 ELEMENT CAPITAL (ELMC) 04/04/11 ALPHADYNE ASSET MANAGEMENT (AOASM) 04/04/11 ALPHADYNE ASSET MANAGEMENT (AOASM) 04/04/11 BWT PROFESSIONAL TRADING LLC (BWT1) 04/04/11 ALPHADYNE ASSET MANAGEMENT (AOASM) 04/04/11 ALPHADYNE ASSET MANAGEMENT (AOASM) 04/04/11 ALPHADYNE ASSET MANAGEMENT (AOASM) 04/04/11 ALPHADYNE ASSET MANAGEMENT (AOASM) 04/05/11 BREVAN HOWARD ASSET MANAGEMENT (BREVN) 04/05/11 CONVEXITY CAPITAL MANAGEMENT, (CVEX) 04/05/11 BWT PROFESSIONAL TRADING LLC (BWT1) 04/05/11 BARCLAYS BANK ARBITRAGE DESK (BABAA) 04/05/11 BARCLAYS BANK ARBITRAGE DESK (BABAA) 04/05/11 DEUTSHE BANK AG, FRANKFURT (DEUTT) 04/05/11 SOCIETE GENERALE, PARIS (SOCGP) 04/05/11 BARCLAYS BANK ARBITRAGE DESK (BABAA) 04/05/11 JP MORGAN CORRELATION (JPMB) 04/05/11 BARCLAYS BANK ARBITRAGE DESK (BABAA) 04/06/11 ALPHADYNE ASSET MANAGEMENT (AOASM) 04/06/11 ALPHADYNE ASSET MANAGEMENT (AOASM)
7-Apr Nektar

04/07/11 NEKTAR ASSET MANAGEMENT (NKTR) 04/07/11 NEKTAR ASSET MANAGEMENT (NKTR) 04/07/11 BWT PROFESSIONAL TRADING LLC (BWT1) 04/07/11 FEDERATED INVESTORS INC (FR0) 04/07/11 NEKTAR ASSET MANAGEMENT (NKTR) 04/08/11 BREVAN HOWARD ASSET MANAGEMENT (BREVN) 04/08/11 BREVAN HOWARD ASSET MANAGEMENT (BREVN)
8-Apr Nektar

04/08/11 NEKTAR ASSET MANAGEMENT (NKTR) 04/08/11 ALPHADYNE ASSET MANAGEMENT (AOASM) 04/08/11 BWT PROFESSIONAL TRADING LLC (BWT1) 04/08/11 BWT PROFESSIONAL TRADING LLC (BWT1) 04/08/11 NEKTAR ASSET MANAGEMENT (NKTR)
8-Apr Brevan 8-Apr Brevan

446 447 448 449 450 452 453 454 456 457 458

04/11/11 BREVAN HOWARD ASSET MANAGEMENT (BREVN) 04/11/11 BREVAN HOWARD ASSET MANAGEMENT (BREVN) 04/11/11 ALPHADYNE ASSET MANAGEMENT (AOASM) 04/11/11 BWT PROFESSIONAL TRADING LLC (BWT1) 04/11/11 BWT PROFESSIONAL TRADING LLC (BWT1)
12-Apr Convexity

04/12/11 BANQUE PARIBAS PARIS (PARB) 04/12/11 ALPHADYNE ASSET MANAGEMENT (AOASM) 04/12/11 CONVEXITY CAPITAL MANAGEMENT, (CVEX)
13-Apr Convexity

04/13/11 CONVEXITY CAPITAL MANAGEMENT, (CVEX) 04/13/11 FANNIE MAE (FEME) 04/13/11 FANNIE MAE (FEME)

459 460 461 462 463 464 465 466 467 468 469

04/14/11 BREVAN HOWARD ASSET MANAGEMENT (BREVN) 04/14/11 BREVAN HOWARD ASSET MANAGEMENT (BREVN) 04/14/11 ALPHADYNE ASSET MANAGEMENT (AOASM) 04/14/11 BWT PROFESSIONAL TRADING LLC (BWT1) 04/14/11 ROYAL BANK OF CANADA EUROPE (ROYR) 04/14/11 ROYAL BANK OF CANADA EUROPE (ROYR) 04/14/11 ROYAL BANK OF CANADA EUROPE (ROYR) 04/14/11 ROYAL BANK OF CANADA EUROPE (ROYR) 04/14/11 ROYAL BANK OF CANADA EUROPE (ROYR) 04/14/11 ALPHADYNE ASSET MANAGEMENT (AOASM) 04/14/11 ROYAL BANK OF CANADA EUROPE (ROYR)
15-Apr Alphadyne 15-Apr Alphadyne

472 473 474 475 476 477 478 479

04/15/11 ALPHADYNE ASSET MANAGEMENT (AOASM) 04/15/11 BWT PROFESSIONAL TRADING LLC (BWT1) 04/15/11 LONGEVITY INSURANCE COMPANY (LNGG) 04/15/11 BARCLAYS BANK ARBITRAGE DESK (BABAA) 04/15/11 ALPHADYNE ASSET MANAGEMENT (AOASM) 04/15/11 ALPHADYNE ASSET MANAGEMENT (AOASM) 04/15/11 ALPHADYNE ASSET MANAGEMENT (AOASM) 04/15/11 ALPHADYNE ASSET MANAGEMENT (AOASM)
18-Apr Convexity 18-Apr Alphadyne 18-Apr Convexity 18-Apr Convexity

484 485 486 487 488 489 490 491 492 493 494 495 496 497 498 499 501 502 503 504 505 506 507 508 509

04/18/11 CONVEXITY CAPITAL MANAGEMENT, (CVEX) 04/18/11 CONVEXITY CAPITAL MANAGEMENT, (CVEX) 04/18/11 ALPHADYNE ASSET MANAGEMENT (AOASM) 04/18/11 BWT PROFESSIONAL TRADING LLC (BWT1) 04/18/11 BWT PROFESSIONAL TRADING LLC (BWT1) 04/18/11 BWT PROFESSIONAL TRADING LLC (BWT1) 04/18/11 BWT PROFESSIONAL TRADING LLC (BWT1) 04/18/11 CONVEXITY CAPITAL MANAGEMENT, (CVEX) 04/19/11 CONVEXITY CAPITAL MANAGEMENT, (CVEX) 04/19/11 CONVEXITY CAPITAL MANAGEMENT, (CVEX) 04/19/11 BWT PROFESSIONAL TRADING LLC (BWT1) 04/20/11 CONVEXITY CAPITAL MANAGEMENT, (CVEX) 04/21/11 ALPHADYNE ASSET MANAGEMENT (AOASM) 04/21/11 ALPHADYNE ASSET MANAGEMENT (AOASM) 04/21/11 ALPHADYNE ASSET MANAGEMENT (AOASM) 04/21/11 ALPHADYNE ASSET MANAGEMENT (AOASM)
21-Apr Alphadyne

04/25/11 ALPHADYNE ASSET MANAGEMENT (AOASM) 04/25/11 BWT PROFESSIONAL TRADING LLC (BWT1) 04/25/11 BWT PROFESSIONAL TRADING LLC (BWT1) 04/26/11 ALPHADYNE ASSET MANAGEMENT,LLC (ALDP) 04/26/11 ALPHADYNE ASSET MANAGEMENT,LLC (ALDP) 04/27/11 ALPHADYNE ASSET MANAGEMENT (AOASM) 04/28/11 BWT PROFESSIONAL TRADING LLC (BWT1) 04/28/11 BWT PROFESSIONAL TRADING LLC (BWT1) 04/28/11 BWT PROFESSIONAL TRADING LLC (BWT1)

510 511 512 513 514 515 516 517 518 519 520 521 522 523 524 525 526 527 528 529 530 531 532 533 535 536 537 538 539 540 542 543 544 546 547 548 549 550

04/28/11 BWT PROFESSIONAL TRADING LLC (BWT1) 04/29/11 ALPHADYNE ASSET MANAGEMENT (AOASM) 04/29/11 ALPHADYNE ASSET MANAGEMENT,LLC (ALDP) 04/29/11 ALPHADYNE ASSET MANAGEMENT,LLC (ALDP) 04/29/11 ALPHADYNE ASSET MANAGEMENT,LLC (ALDP) 04/29/11 ALPHADYNE ASSET MANAGEMENT (AOASM) 05/02/11 ALPHADYNE ASSET MANAGEMENT (AOASM) 05/02/11 BWT PROFESSIONAL TRADING LLC (BWT1) 05/02/11 BWT PROFESSIONAL TRADING LLC (BWT1) 05/02/11 BWT PROFESSIONAL TRADING LLC (BWT1) 05/02/11 BWT PROFESSIONAL TRADING LLC (BWT1) 05/02/11 BWT PROFESSIONAL TRADING LLC (BWT1) 05/02/11 BWT PROFESSIONAL TRADING LLC (BWT1) 05/02/11 BWT PROFESSIONAL TRADING LLC (BWT1) 05/02/11 FEDERAL RESERVE BANK OF NEW (FDLB) 05/02/11 FEDERAL RESERVE BANK OF NEW (FDLB) 05/02/11 BWT PROFESSIONAL TRADING LLC (BWT1) 05/03/11 FEDERAL RESERVE BANK OF NEW (FDLB) 05/04/11 BREVAN HOWARD ASSET MANAGEMENT (BRNHW) 05/04/11 BREVAN HOWARD ASSET MANAGEMENT (BRNHW) 05/04/11 BREVAN HOWARD ASSET MANAGEMENT (BRNHW) 05/04/11 BWT PROFESSIONAL TRADING LLC (BWT1) 05/04/11 BWT PROFESSIONAL TRADING LLC (BWT1) 05/04/11 BWT PROFESSIONAL TRADING LLC (BWT1)
5-May Brevan

05/05/11 PROLOGUE CAPITAL LLP (PROLO) 05/05/11 BWT PROFESSIONAL TRADING LLC (BWT1) 05/05/11 BWT PROFESSIONAL TRADING LLC (BWT1) 05/05/11 BWT PROFESSIONAL TRADING LLC (BWT1) 05/05/11 BWT PROFESSIONAL TRADING LLC (BWT1) 05/05/11 BWT PROFESSIONAL TRADING LLC (BWT1)
6-May Convexity

05/06/11 ALPHADYNE ASSET MANAGEMENT,LLC (ALDP) 05/06/11 ALPHADYNE ASSET MANAGEMENT,LLC (ALDP) 05/06/11 BWT PROFESSIONAL TRADING LLC (BWT1)
9-May Convexity

05/09/11 CONVEXITY CAPITAL MANAGEMENT, (CVEX) 05/09/11 CONVEXITY CAPITAL MANAGEMENT, (CVEX) 05/09/11 ELEMENT CAPITAL (ELMC) 05/09/11 FEDERAL RESERVE BANK OF NEW (FDLB) 05/09/11 CONVEXITY CAPITAL MANAGEMENT, (CVEX)
10-May Convexity 10-May Convexity

553 554 555 556 557 558 560

05/10/11 CONVEXITY CAPITAL MANAGEMENT, (CVEX) 05/10/11 BWT PROFESSIONAL TRADING LLC (BWT1) 05/10/11 BWT PROFESSIONAL TRADING LLC (BWT1) 05/11/11 CONVEXITY CAPITAL MANAGEMENT, (CVEX) 05/11/11 ALPHADYNE ASSET MANAGEMENT,LLC (ALDP) 05/11/11 BWT PROFESSIONAL TRADING LLC (BWT1)
12-May Convexity

05/12/11 CONVEXITY CAPITAL MANAGEMENT, (CVEX)

561 562 563

05/12/11 CONVEXITY CAPITAL MANAGEMENT, (CVEX) 05/12/11 CONVEXITY CAPITAL MANAGEMENT, (CVEX) 05/12/11 NEKTAR ASSET MANAGEMENT (NKTR)
13-May Nektar 13-May Convexity

566 567 568 569 570 571 572 573 574 575 576 577 578 579 580 581 582 583 584 585 586 587 588 589 590 591 592 593 594 595 596 597 598 599 600 601 602 603 604 605 606 607 608 609 610 611

05/13/11 BWT PROFESSIONAL TRADING LLC (BWT1) 05/13/11 BWT PROFESSIONAL TRADING LLC (BWT1) 05/13/11 BWT PROFESSIONAL TRADING LLC (BWT1) 05/16/11 BWT PROFESSIONAL TRADING LLC (BWT1) 05/16/11 BWT PROFESSIONAL TRADING LLC (BWT1) 05/16/11 BWT PROFESSIONAL TRADING LLC (BWT1) 05/16/11 BWT PROFESSIONAL TRADING LLC (BWT1) 05/16/11 BWT PROFESSIONAL TRADING LLC (BWT1) 05/16/11 BWT PROFESSIONAL TRADING LLC (BWT1) 05/17/11 CONVEXITY CAPITAL MANAGEMENT, (CVEX) 05/17/11 BREVAN HOWARD ASSET MANAGEMENT (BREVN) 05/17/11 CONVEXITY CAPITAL MANAGEMENT, (CVEX) 05/17/11 FEDERAL RESERVE BANK OF NEW (FDLB) 05/17/11 BWT PROFESSIONAL TRADING LLC (BWT1) 05/17/11 BWT PROFESSIONAL TRADING LLC (BWT1) 05/17/11 FEDERAL RESERVE BANK OF NEW (FDLB) 05/17/11 BWT PROFESSIONAL TRADING LLC (BWT1) 05/17/11 BWT PROFESSIONAL TRADING LLC (BWT1) 05/17/11 BWT PROFESSIONAL TRADING LLC (BWT1) 05/17/11 BWT PROFESSIONAL TRADING LLC (BWT1) 05/17/11 CONVEXITY CAPITAL MANAGEMENT, (CVEX) 05/17/11 CONVEXITY CAPITAL MANAGEMENT, (CVEX) 05/17/11 BREVAN HOWARD ASSET MANAGEMENT (BRNHW) 05/17/11 CONVEXITY CAPITAL MANAGEMENT, (CVEX) 05/17/11 CONVEXITY CAPITAL MANAGEMENT, (CVEX) 05/19/11 BREVAN HOWARD ASSET MANAGEMENT (BRNHW) 05/19/11 BWT PROFESSIONAL TRADING LLC (BWT1) 05/19/11 BWT PROFESSIONAL TRADING LLC (BWT1) 05/19/11 BWT PROFESSIONAL TRADING LLC (BWT1) 05/19/11 BWT PROFESSIONAL TRADING LLC (BWT1) 05/19/11 BWT PROFESSIONAL TRADING LLC (BWT1) 05/19/11 BWT PROFESSIONAL TRADING LLC (BWT1) 05/19/11 BWT PROFESSIONAL TRADING LLC (BWT1) 05/19/11 BWT PROFESSIONAL TRADING LLC (BWT1) 05/19/11 FEDERAL RESERVE BANK OF NEW (FDLB) 05/20/11 PNC BANK NA (R21) 05/20/11 ALPHADYNE ASSET MANAGEMENT,LLC (ALDP) 05/20/11 BWT PROFESSIONAL TRADING LLC (BWT1) 05/20/11 BWT PROFESSIONAL TRADING LLC (BWT1) 05/23/11 BWT PROFESSIONAL TRADING LLC (BWT1) 05/23/11 BWT PROFESSIONAL TRADING LLC (BWT1) 05/23/11 ELEMENT CAPITAL (ELMC) 05/24/11 CONVEXITY CAPITAL MANAGEMENT, (CVEX) 05/24/11 ALPHADYNE ASSET MANAGEMENT (AOASM) 05/24/11 ALPHADYNE ASSET MANAGEMENT,LLC (ALDP) 05/24/11 ALPHADYNE ASSET MANAGEMENT,LLC (ALDP)

612 613 614 615 616 617 618 619 620 621 622 623 624 625 626 627

05/24/11 ALPHADYNE ASSET MANAGEMENT,LLC (ALDP) 05/24/11 ALPHADYNE ASSET MANAGEMENT,LLC (ALDP) 05/24/11 FEDERAL RESERVE BANK OF NEW (FDLB) 05/24/11 FEDERAL RESERVE BANK OF NEW (FDLB) 05/25/11 BREVAN HOWARD ASSET MANAGEMENT (BRNHW) 05/25/11 ALPHADYNE ASSET MANAGEMENT,LLC (ALDP) 05/25/11 ALPHADYNE ASSET MANAGEMENT,LLC (ALDP) 05/25/11 ALPHADYNE ASSET MANAGEMENT,LLC (ALDP) 05/25/11 ALPHADYNE ASSET MANAGEMENT,LLC (ALDP) 05/25/11 ALPHADYNE ASSET MANAGEMENT,LLC (ALDP) 05/25/11 ALPHADYNE ASSET MANAGEMENT,LLC (ALDP) 05/26/11 BREVAN HOWARD ASSET MANAGEMENT (BRNHW) 05/26/11 BREVAN HOWARD ASSET MANAGEMENT (BREVN) 05/26/11 FEDERATED INVESTORS INC (FR0) 05/26/11 HARVARD MGT (H07) 05/26/11 HARVARD MGT (H07)
27-May Alphadyne 27-May Alphadyne

630 631 632 633 634 635 636 637 639 640 641 642 643 644 645 646 647 649 650 651 652 653 654 655 656 657 658 659 660 661 662

05/27/11 ALPHADYNE ASSET MANAGEMENT (AOASM) 05/27/11 ALPHADYNE ASSET MANAGEMENT (AOASM) 05/27/11 ALPHADYNE ASSET MANAGEMENT (AOASM) 05/27/11 ALPHADYNE ASSET MANAGEMENT (AOASM) 05/27/11 ALPHADYNE ASSET MANAGEMENT (AOASM) 05/27/11 ALPHADYNE ASSET MANAGEMENT (AOASM) 05/27/11 BWT PROFESSIONAL TRADING LLC (BWT1) 05/31/11 ALPHADYNE ASSET MANAGEMENT (AOASM)
31-May Alphadyne

05/31/11 ALPHADYNE ASSET MANAGEMENT (AOASM) 05/31/11 ALPHADYNE ASSET MANAGEMENT (AOASM) 05/31/11 BWT PROFESSIONAL TRADING LLC (BWT1) 05/31/11 FEDERATED INVESTORS INC (FR0) 05/31/11 ALPHADYNE ASSET MANAGEMENT (AOASM) 05/31/11 ALPHADYNE ASSET MANAGEMENT (AOASM) 05/31/11 BREVAN HOWARD ASSET MANAGEMENT (BREVN) 05/31/11 FEDERATED INVESTORS INC (FR0) 06/01/11 ALPHADYNE ASSET MANAGEMENT (AOASM)
1-Jun Alphadyne

06/01/11 ALPHADYNE ASSET MANAGEMENT (AOASM) 06/01/11 ALPHADYNE ASSET MANAGEMENT (AOASM) 06/01/11 ALPHADYNE ASSET MANAGEMENT,LLC (ALDP) 06/01/11 ALPHADYNE ASSET MANAGEMENT,LLC (ALDP) 06/01/11 BWT PROFESSIONAL TRADING LLC (BWT1) 06/01/11 KEPOS CAPITAL LP (KEPCP) 06/01/11 KEPOS CAPITAL LP (KEPCP) 06/01/11 KEPOS CAPITAL LP (KEPCP) 06/01/11 KEPOS CAPITAL LP (KEPCP) 06/01/11 KEPOS CAPITAL LP (KEPCP) 06/01/11 KEPOS CAPITAL LP (KEPCP) 06/01/11 KEPOS CAPITAL LP (KEPCP) 06/01/11 KEPOS CAPITAL LP (KEPCP) 06/01/11 KEPOS CAPITAL LP (KEPCP)

663 664 665 666 667 668 669 670 671 672 673 674 675 676 677 678 679 680 681 682 683 684 685 686 687 688 689 690 691 692 693 694 695 696 697 698 699 700 701 702 703 704 705 706 707 708 709 710 711 712 713

06/01/11 KEPOS CAPITAL LP (KEPCP) 06/01/11 KEPOS CAPITAL LP (KEPCP) 06/01/11 KEPOS CAPITAL LP (KEPCP) 06/01/11 KEPOS CAPITAL LP (KEPCP) 06/01/11 KEPOS CAPITAL LP (KEPCP) 06/01/11 KEPOS CAPITAL LP (KEPCP) 06/01/11 KEPOS CAPITAL LP (KEPCP) 06/01/11 KEPOS CAPITAL LP (KEPCP) 06/01/11 KEPOS CAPITAL LP (KEPCP) 06/01/11 KEPOS CAPITAL LP (KEPCP) 06/01/11 KEPOS CAPITAL LP (KEPCP) 06/01/11 KEPOS CAPITAL LP (KEPCP) 06/01/11 KEPOS CAPITAL LP (KEPCP) 06/01/11 KEPOS CAPITAL LP (KEPCP) 06/01/11 KEPOS CAPITAL LP (KEPCP) 06/01/11 KEPOS CAPITAL LP (KEPCP) 06/01/11 KEPOS CAPITAL LP (KEPCP) 06/01/11 KEPOS CAPITAL LP (KEPCP) 06/01/11 KEPOS CAPITAL LP (KEPCP) 06/01/11 KEPOS CAPITAL LP (KEPCP) 06/01/11 KEPOS CAPITAL LP (KEPCP) 06/01/11 KEPOS CAPITAL LP (KEPCP) 06/01/11 KEPOS CAPITAL LP (KEPCP) 06/01/11 KEPOS CAPITAL LP (KEPCP) 06/01/11 KEPOS CAPITAL LP (KEPCP) 06/01/11 KEPOS CAPITAL LP (KEPCP) 06/01/11 KEPOS CAPITAL LP (KEPCP) 06/01/11 KEPOS CAPITAL LP (KEPCP) 06/01/11 KEPOS CAPITAL LP (KEPCP) 06/01/11 KEPOS CAPITAL LP (KEPCP) 06/01/11 KEPOS CAPITAL LP (KEPCP) 06/01/11 KEPOS CAPITAL LP (KEPCP) 06/01/11 KEPOS CAPITAL LP (KEPCP) 06/01/11 KEPOS CAPITAL LP (KEPCP) 06/01/11 KEPOS CAPITAL LP (KEPCP) 06/01/11 KEPOS CAPITAL LP (KEPCP) 06/01/11 KEPOS CAPITAL LP (KEPCP) 06/01/11 KEPOS CAPITAL LP (KEPCP) 06/01/11 KEPOS CAPITAL LP (KEPCP) 06/01/11 KEPOS CAPITAL LP (KEPCP) 06/01/11 KEPOS CAPITAL LP (KEPCP) 06/01/11 KEPOS CAPITAL LP (KEPCP) 06/01/11 KEPOS CAPITAL LP (KEPCP) 06/01/11 ALPHADYNE ASSET MANAGEMENT (AOASM) 06/01/11 ALPHADYNE ASSET MANAGEMENT (AOASM) 06/01/11 BREVAN HOWARD ASSET MANAGEMENT (BREVN) 06/01/11 ALPHADYNE ASSET MANAGEMENT (AOASM) 06/01/11 KEPOS CAPITAL LP (KEPCP) 06/01/11 KEPOS CAPITAL LP (KEPCP) 06/01/11 KEPOS CAPITAL LP (KEPCP) 06/01/11 KEPOS CAPITAL LP (KEPCP)

714 715 716 717 718 719 720 721 722 723 724 725 726 727 728

06/01/11 KEPOS CAPITAL LP (KEPCP) 06/01/11 KEPOS CAPITAL LP (KEPCP) 06/01/11 KEPOS CAPITAL LP (KEPCP) 06/01/11 KEPOS CAPITAL LP (KEPCP) 06/02/11 ALPHADYNE ASSET MANAGEMENT (AOASM) 06/02/11 ALPHADYNE ASSET MANAGEMENT,LLC (ALDP) 06/02/11 ALPHADYNE ASSET MANAGEMENT,LLC (ALDP) 06/02/11 BWT PROFESSIONAL TRADING LLC (BWT1) 06/02/11 KEPOS CAPITAL LP (KEPCP) 06/02/11 KEPOS CAPITAL LP (KEPCP) 06/02/11 CONVEXITY CAPITAL MANAGEMENT, (CVEX) 06/02/11 CONVEXITY CAPITAL MANAGEMENT, (CVEX) 06/02/11 CONVEXITY CAPITAL MANAGEMENT, (CVEX) 06/03/11 CONVEXITY CAPITAL MANAGEMENT, (CVEX) 06/03/11 CONVEXITY CAPITAL MANAGEMENT, (CVEX)
3-Jun Convexity 3-Jun Convexity

731 732 733 734 735 736 737 738 739 740 741 742 743 744 745 746 747 748 749 750 751 752 753 754 755 756 757 758 759 760 761 762 763 764

06/03/11 CONVEXITY CAPITAL MANAGEMENT, (CVEX) 06/03/11 ALPHADYNE ASSET MANAGEMENT,LLC (ALDP) 06/03/11 ALPHADYNE ASSET MANAGEMENT,LLC (ALDP) 06/03/11 ALPHADYNE ASSET MANAGEMENT,LLC (ALDP) 06/03/11 ALPHADYNE ASSET MANAGEMENT,LLC (ALDP) 06/03/11 ALPHADYNE ASSET MANAGEMENT (AOASM) 06/03/11 BWT PROFESSIONAL TRADING LLC (BWT1) 06/03/11 BWT PROFESSIONAL TRADING LLC (BWT1) 06/03/11 BWT PROFESSIONAL TRADING LLC (BWT1) 06/03/11 RBS CORRELATION (RBSCL) 06/03/11 KEPOS CAPITAL LP (KEPCP) 06/06/11 ALPHADYNE ASSET MANAGEMENT,LLC (ALDP) 06/06/11 ALPHADYNE ASSET MANAGEMENT,LLC (ALDP) 06/06/11 ALPHADYNE ASSET MANAGEMENT,LLC (ALDP) 06/06/11 ALPHADYNE ASSET MANAGEMENT,LLC (ALDP) 06/06/11 BWT PROFESSIONAL TRADING LLC (BWT1) 06/06/11 BWT PROFESSIONAL TRADING LLC (BWT1) 06/06/11 BWT PROFESSIONAL TRADING LLC (BWT1) 06/06/11 BWT PROFESSIONAL TRADING LLC (BWT1) 06/06/11 BWT PROFESSIONAL TRADING LLC (BWT1) 06/06/11 BWT PROFESSIONAL TRADING LLC (BWT1) 06/06/11 METLIFE INSURANCE (M3U) 06/06/11 METLIFE INSURANCE (M3U) 06/07/11 ALPHADYNE ASSET MANAGEMENT,LLC (ALDP) 06/07/11 ALPHADYNE ASSET MANAGEMENT (AOASM) 06/07/11 BWT PROFESSIONAL TRADING LLC (BWT1) 06/07/11 BWT PROFESSIONAL TRADING LLC (BWT1) 06/07/11 BWT PROFESSIONAL TRADING LLC (BWT1) 06/07/11 BWT PROFESSIONAL TRADING LLC (BWT1) 06/07/11 BWT PROFESSIONAL TRADING LLC (BWT1) 06/07/11 ALLIANCEBERNSTEIN (ALL7) 06/08/11 CONVEXITY CAPITAL MANAGEMENT, (CVEX) 06/08/11 BREVAN HOWARD ASSET MANAGEMENT (BRNHW) 06/08/11 CONVEXITY CAPITAL MANAGEMENT, (CVEX)

8-Jun Convexity 8-Jun Convexity 8-Jun Convexity

768 769 770 771 772 773 774 775 776 777 778 779 780 781 782 783 784 785 786 787 788 789 790 791 792 793 794 795 796 797 798 799 800 801 802 803 804 805 806 807 808 809 810 811

06/08/11 CONVEXITY CAPITAL MANAGEMENT, (CVEX) 06/08/11 CONVEXITY CAPITAL MANAGEMENT, (CVEX) 06/08/11 ALPHADYNE ASSET MANAGEMENT,LLC (ALDP) 06/08/11 ALPHADYNE ASSET MANAGEMENT,LLC (ALDP) 06/08/11 ALPHADYNE ASSET MANAGEMENT (AOASM) 06/08/11 ALPHADYNE ASSET MANAGEMENT,LLC (ALDP) 06/08/11 ALPHADYNE ASSET MANAGEMENT,LLC (ALDP) 06/08/11 BWT PROFESSIONAL TRADING LLC (BWT1) 06/08/11 BWT PROFESSIONAL TRADING LLC (BWT1) 06/08/11 BWT PROFESSIONAL TRADING LLC (BWT1) 06/08/11 BWT PROFESSIONAL TRADING LLC (BWT1) 06/08/11 BWT PROFESSIONAL TRADING LLC (BWT1) 06/08/11 BWT PROFESSIONAL TRADING LLC (BWT1) 06/08/11 BWT PROFESSIONAL TRADING LLC (BWT1) 06/08/11 BWT PROFESSIONAL TRADING LLC (BWT1) 06/08/11 BWT PROFESSIONAL TRADING LLC (BWT1) 06/08/11 BWT PROFESSIONAL TRADING LLC (BWT1) 06/08/11 BWT PROFESSIONAL TRADING LLC (BWT1) 06/08/11 BWT PROFESSIONAL TRADING LLC (BWT1) 06/08/11 BWT PROFESSIONAL TRADING LLC (BWT1) 06/08/11 KEPOS CAPITAL LP (KEPCP) 06/08/11 RBS CORRELATION (RBSCL) 06/08/11 CONVEXITY CAPITAL MANAGEMENT, (CVEX) 06/08/11 CONVEXITY CAPITAL MANAGEMENT, (CVEX) 06/08/11 CONVEXITY CAPITAL MANAGEMENT, (CVEX) 06/08/11 CONVEXITY CAPITAL MANAGEMENT, (CVEX) 06/09/11 CONVEXITY CAPITAL MANAGEMENT, (CVEX) 06/09/11 ALPHADYNE ASSET MANAGEMENT (AOASM) 06/09/11 CONVEXITY CAPITAL MANAGEMENT, (CVEX) 06/09/11 NEKTAR ASSET MANAGEMENT (NKTR) 06/09/11 ALPHADYNE ASSET MANAGEMENT,LLC (ALDP) 06/09/11 ALPHADYNE ASSET MANAGEMENT,LLC (ALDP) 06/09/11 ALPHADYNE ASSET MANAGEMENT,LLC (ALDP) 06/09/11 BWT PROFESSIONAL TRADING LLC (BWT1) 06/09/11 BWT PROFESSIONAL TRADING LLC (BWT1) 06/09/11 BWT PROFESSIONAL TRADING LLC (BWT1) 06/09/11 BWT PROFESSIONAL TRADING LLC (BWT1) 06/09/11 BWT PROFESSIONAL TRADING LLC (BWT1) 06/09/11 BWT PROFESSIONAL TRADING LLC (BWT1) 06/09/11 CONVEXITY CAPITAL MANAGEMENT, (CVEX) 06/09/11 CONVEXITY CAPITAL MANAGEMENT, (CVEX) 06/09/11 CONVEXITY CAPITAL MANAGEMENT, (CVEX) 06/10/11 CONVEXITY CAPITAL MANAGEMENT, (CVEX) 06/10/11 CONVEXITY CAPITAL MANAGEMENT, (CVEX)
10-Jun Convexity 10-Jun Convexity 10-Jun Alphadyne 10-Jun Alphadyne

816 817 818 819 820 821 822 823 824 825 826 827 828 829 830 831 832 833 834 835 836 837

06/10/11 CONVEXITY CAPITAL MANAGEMENT, (CVEX) 06/10/11 ALPHADYNE ASSET MANAGEMENT (AOASM) 06/10/11 ALPHADYNE ASSET MANAGEMENT (AOASM) 06/10/11 ALPHADYNE ASSET MANAGEMENT (AOASM) 06/10/11 BWT PROFESSIONAL TRADING LLC (BWT1) 06/10/11 BWT PROFESSIONAL TRADING LLC (BWT1) 06/10/11 BWT PROFESSIONAL TRADING LLC (BWT1) 06/10/11 BWT PROFESSIONAL TRADING LLC (BWT1) 06/10/11 KEPOS CAPITAL LP (KEPCP) 06/10/11 ALPHADYNE ASSET MANAGEMENT (AOASM) 06/10/11 ALPHADYNE ASSET MANAGEMENT (AOASM) 06/10/11 ALPHADYNE ASSET MANAGEMENT (AOASM) 06/10/11 CONVEXITY CAPITAL MANAGEMENT, (CVEX) 06/10/11 CONVEXITY CAPITAL MANAGEMENT, (CVEX) 06/10/11 CONVEXITY CAPITAL MANAGEMENT, (CVEX) 06/10/11 CONVEXITY CAPITAL MANAGEMENT, (CVEX) 06/10/11 CONVEXITY CAPITAL MANAGEMENT, (CVEX) 06/10/11 CONVEXITY CAPITAL MANAGEMENT, (CVEX) 06/10/11 CONVEXITY CAPITAL MANAGEMENT, (CVEX) 06/10/11 BARCLAYS BANK ARBITRAGE DESK (BABAA) 06/10/11 BARCLAYS BANK ARBITRAGE DESK (BABAA) 06/13/11 BREVAN HOWARD ASSET MANAGEMENT (BREVN)
13-Jun Convexity 13-Jun Convexity 13-Jun Brevan

841 842 843 844 845 846 847 849 850 851 852 853 854 855 856 857 858 859 860 861 862 863 864 865 866

06/13/11 CONVEXITY CAPITAL MANAGEMENT, (CVEX) 06/13/11 ALPHADYNE ASSET MANAGEMENT,LLC (ALDP) 06/13/11 ALPHADYNE ASSET MANAGEMENT,LLC (ALDP) 06/13/11 BWT PROFESSIONAL TRADING LLC (BWT1) 06/13/11 ALLIANCEBERNSTEIN (ALL7) 06/13/11 CONVEXITY CAPITAL MANAGEMENT, (CVEX) 06/13/11 CONVEXITY CAPITAL MANAGEMENT, (CVEX)
14-Jun Brevan

06/14/11 BREVAN HOWARD ASSET MANAGEMENT (BRNHW) 06/14/11 BREVAN HOWARD ASSET MANAGEMENT (BRNHW) 06/14/11 ALPHADYNE ASSET MANAGEMENT (AOASM) 06/14/11 BWT PROFESSIONAL TRADING LLC (BWT1) 06/14/11 BWT PROFESSIONAL TRADING LLC (BWT1) 06/14/11 BWT PROFESSIONAL TRADING LLC (BWT1) 06/14/11 BWT PROFESSIONAL TRADING LLC (BWT1) 06/14/11 BWT PROFESSIONAL TRADING LLC (BWT1) 06/14/11 BWT PROFESSIONAL TRADING LLC (BWT1) 06/14/11 BWT PROFESSIONAL TRADING LLC (BWT1) 06/14/11 BWT PROFESSIONAL TRADING LLC (BWT1) 06/14/11 BWT PROFESSIONAL TRADING LLC (BWT1) 06/14/11 ALLIANCEBERNSTEIN (ALL7) 06/14/11 ALLIANCEBERNSTEIN (ALL7) 06/14/11 ALLIANCEBERNSTEIN (ALL7) 06/14/11 NEKTAR ASSET MANAGEMENT (NKTR) 06/14/11 CONVEXITY CAPITAL MANAGEMENT, (CVEX) 06/14/11 ELEMENT CAPITAL (ELMC)

867 868 869 870 871 872 873 874 875 876 877 878 879 880 881 882 883 884 885 886 887 888 889 890 891 892 893 894 895 896 897 898 899 900 901 902 904 905 906 907 908 909 910 911 912 913 914 915 916 917

06/15/11 ALPHADYNE ASSET MANAGEMENT (AOASM) 06/15/11 NEKTAR ASSET MANAGEMENT AB (NKTAE) 06/15/11 CONVEXITY CAPITAL MANAGEMENT, (CVEX) 06/15/11 ALPHADYNE ASSET MANAGEMENT,LLC (ALDP) 06/15/11 ALPHADYNE ASSET MANAGEMENT,LLC (ALDP) 06/15/11 BWT PROFESSIONAL TRADING LLC (BWT1) 06/15/11 BWT PROFESSIONAL TRADING LLC (BWT1) 06/15/11 BWT PROFESSIONAL TRADING LLC (BWT1) 06/15/11 BWT PROFESSIONAL TRADING LLC (BWT1) 06/15/11 BWT PROFESSIONAL TRADING LLC (BWT1) 06/15/11 KEPOS CAPITAL LP (KEPCP) 06/15/11 ALLIANCEBERNSTEIN (ALL7) 06/16/11 BREVAN HOWARD ASSET MANAGEMENT (BRNHW) 06/16/11 BWT PROFESSIONAL TRADING LLC (BWT1) 06/16/11 BWT PROFESSIONAL TRADING LLC (BWT1) 06/16/11 BWT PROFESSIONAL TRADING LLC (BWT1) 06/16/11 BWT PROFESSIONAL TRADING LLC (BWT1) 06/16/11 BWT PROFESSIONAL TRADING LLC (BWT1) 06/16/11 BWT PROFESSIONAL TRADING LLC (BWT1) 06/16/11 BWT PROFESSIONAL TRADING LLC (BWT1) 06/16/11 BWT PROFESSIONAL TRADING LLC (BWT1) 06/16/11 BWT PROFESSIONAL TRADING LLC (BWT1) 06/16/11 GOLDMAN SACHS ASSET MANAGEMENT (GMANA) 06/16/11 GOLDMAN SACHS ASSET MANAGEMENT (GMANA) 06/16/11 GOLDMAN SACHS ASSET MANAGEMENT (GMANA) 06/16/11 GOLDMAN SACHS ASSET MANAGEMENT (GMANA) 06/16/11 KEPOS CAPITAL LP (KEPCP) 06/16/11 GOLDMAN SACHS ASSET MANAGEMENT (GMANA) 06/16/11 GOLDMAN SACHS ASSET MANAGEMENT (GMANA) 06/16/11 GOLDMAN SACHS ASSET MANAGEMENT (GMANA) 06/16/11 GOLDMAN SACHS ASSET MANAGEMENT (GMANA) 06/16/11 GOLDMAN SACHS ASSET MANAGEMENT (GMANA) 06/16/11 GOLDMAN SACHS ASSET MANAGEMENT (GMANA) 06/16/11 GOLDMAN SACHS ASSET MANAGEMENT (GMANA) 06/16/11 GOLDMAN SACHS ASSET MANAGEMENT (GMANA) 06/16/11 KEPOS CAPITAL LP (KEPCP)
17-Jun Convexity

06/17/11 BREVAN HOWARD ASSET MANAGEMENT (BREVN) 06/17/11 CONVEXITY CAPITAL MANAGEMENT, (CVEX) 06/17/11 CONVEXITY CAPITAL MANAGEMENT, (CVEX) 06/17/11 ALPHADYNE ASSET MANAGEMENT,LLC (ALDP) 06/17/11 ALPHADYNE ASSET MANAGEMENT,LLC (ALDP) 06/17/11 ALPHADYNE ASSET MANAGEMENT,LLC (ALDP) 06/17/11 BWT PROFESSIONAL TRADING LLC (BWT1) 06/17/11 METLIFE (METLF) 06/17/11 METLIFE (METLF) 06/17/11 KEPOS CAPITAL LP (KEPCP) 06/17/11 METLIFE (METLF) 06/17/11 METLIFE (METLF) 06/17/11 METLIFE (METLF) 06/17/11 KEPOS CAPITAL LP (KEPCP)

918 919 920 921 922 923 924 925 926 927 928 929 930 931 932 933 934 935 936 937 938 940 941 942 943 944 945 946 948 949 950 951 952 953 954 955 956 957 958 960 961 962 963 964 965 966 967 968

06/17/11 METLIFE (METLF) 06/17/11 Unknown (-1) 06/17/11 Unknown (-1) 06/20/11 ALPHADYNE ASSET MANAGEMENT (AOASM) 06/20/11 ALPHADYNE ASSET MANAGEMENT,LLC (ALDP) 06/20/11 ALPHADYNE ASSET MANAGEMENT,LLC (ALDP) 06/20/11 BWT PROFESSIONAL TRADING LLC (BWT1) 06/20/11 BWT PROFESSIONAL TRADING LLC (BWT1) 06/20/11 BWT PROFESSIONAL TRADING LLC (BWT1) 06/20/11 FEDERAL RESERVE BANK OF NEW (FDLB) 06/20/11 METLIFE INSURANCE (M3U) 06/21/11 BREVAN HOWARD ASSET MANAGEMENT (BRNHW) 06/21/11 BREVAN HOWARD ASSET MANAGEMENT (BRNHW) 06/21/11 BREVAN HOWARD ASSET MANAGEMENT (BRNHW) 06/21/11 CONVEXITY CAPITAL MANAGEMENT, (CVEX) 06/21/11 ALPHADYNE ASSET MANAGEMENT,LLC (ALDP) 06/21/11 ALPHADYNE ASSET MANAGEMENT,LLC (ALDP) 06/21/11 BWT PROFESSIONAL TRADING LLC (BWT1) 06/21/11 ALLIANCEBERNSTEIN (ALL7) 06/21/11 ALLIANCEBERNSTEIN (ALL7) 06/21/11 CONVEXITY CAPITAL MANAGEMENT, (CVEX)
22-Jun Convexity

06/22/11 ALPHADYNE ASSET MANAGEMENT (AOASM) 06/22/11 KEPOS CAPITAL LP (KEPCP) 06/22/11 KEPOS CAPITAL LP (KEPCP) 06/22/11 ALLIANCEBERNSTEIN (ALL7) 06/22/11 FEDERAL RESERVE BANK OF NEW (FDLB) 06/22/11 FEDERATED INVESTORS INC (FR0) 06/23/11 BREVAN HOWARD ASSET MANAGEMENT (BRNHW)
23-Jun Brevan

06/23/11 BWT PROFESSIONAL TRADING LLC (BWT1) 06/23/11 BWT PROFESSIONAL TRADING LLC (BWT1) 06/23/11 BWT PROFESSIONAL TRADING LLC (BWT1) 06/23/11 BWT PROFESSIONAL TRADING LLC (BWT1) 06/23/11 KEPOS CAPITAL LP (KEPCP) 06/23/11 BREVAN HOWARD ASSET MANAGEMENT (BRNHW) 06/23/11 ELEMENT CAPITAL (ELMC) 06/23/11 ROYAL BANK OF CANADA EUROPE (ROYR) 06/23/11 ROYAL BANK OF CANADA EUROPE (ROYR) 06/23/11 ELEMENT CAPITAL (ELMC) 06/23/11 ELEMENT CAPITAL (ELMC)
24-Jun Alphadyne

06/24/11 ALPHADYNE ASSET MANAGEMENT,LLC (ALDP) 06/24/11 ALPHADYNE ASSET MANAGEMENT,LLC (ALDP) 06/24/11 ALPHADYNE ASSET MANAGEMENT,LLC (ALDP) 06/24/11 ALPHADYNE ASSET MANAGEMENT,LLC (ALDP) 06/24/11 ALPHADYNE ASSET MANAGEMENT,LLC (ALDP) 06/24/11 ALPHADYNE ASSET MANAGEMENT,LLC (ALDP) 06/24/11 ALPHADYNE ASSET MANAGEMENT,LLC (ALDP) 06/24/11 ALPHADYNE ASSET MANAGEMENT,LLC (ALDP) 06/24/11 ALPHADYNE ASSET MANAGEMENT (AOASM)

969 970

06/24/11 BWT PROFESSIONAL TRADING LLC (BWT1) 06/24/11 ELEMENT CAPITAL (ELMC)
27-Jun Brevan

Yellow - just listed on MANUAL spreadsheet Orange - just listed on STIX spreadsheet Blue - listed on both MANUAL and STIX spreadsheets

Sec Desc. USD 500.0 MM 04/07/2011 FORMULA USD 100.0 MM 03/18/2020 IRS USD 101.5 MM 12/29/2008 IRS JPY 50.0 BN 05/25/2011 IRS JPY 50.0 BN 05/25/2011 SWAPTION JPY 14.7 BN 07/05/2018 IRS GBP 113.0 MM 10/21/2020 IRS STANDARD P&B CLEANUP CUSIP DUMMY CUSIP ON EUROPEAN OIL STOCK DUMMY CUSIP ON EUROPEAN OIL STOCK B Oct 20, 2011 EXMT Swaption USD Short 3.98 2019/08/30 T 2.375 Feb 28, 2015 EXMT B Feb 24, 2011 EXMT Swaption USD Short 3.18 2022/08/30 Unwind Swaption GBP Long 4.45 2021/07/07 Swaption GBP Short 3.75 2022/01/10 Swaption GBP Short 4.25 2022/01/10 FHLMC 4.500 Jul 15, 2013 EXMT Swaption USD Short 4.74 2040/12/19 Swaption USD Short 4.74 2034/09/20 Unwind Swaption USD Short 3.28 2018/09/04 Fixed/Float USD Receiver 4.29 2041/03/20 Swaption USD Short 3.36 2018/10/22 Swaption USD Short 4.59 2042/08/29 Swaption USD Short 3.92 2019/09/05
strike roll - 10yr tails

T 2.500 Jun 30, 2017 EXMT T 1.875 Sep 30, 2017 EXMT T 1.875 Sep 30, 2017 EXMT T 2.500 Jun 30, 2017 EXMT TITIM 6.200 Jul 18, 2011 SEC5 Fixed/Float USD Payer 3.56 2021/03/17 Swaption USD Short 2.92 2019/09/05 Unwind Swaption USD Short 2.50 2018/09/04 Unwind Swaption USD Short 3.46 2042/08/29 Unwind Swaption USD Short 2.48 2018/10/22 Unwind Fixed/Float USD Receiver 4.29 2041/03/20 Unwind Fixed/Float USD Receiver 2.96 2018/03/21 StepInTrade Fixed/Float USD Payer 3.56 2021/03/17 Unwind
Swap Unwind

AXP 6.800 Sep 01, 2066 SEC5 MET 10.750 Aug 01, 2069 SEC5 UAL 6.636 Jan 02, 2024 SEC5 HIG 4.000 Mar 30, 2015 SEC5 CP 6.500 May 15, 2018 SEC5 GP 5.400 Nov 01, 2020 144A TRPCN 6.350 May 15, 2067 SEC5 OC 6.500 Dec 01, 2016 T 1.375 Nov 30, 2015 EXMT

Settle Ccy Total Prod USD 108,000 USD 75,000 USD 4,000,000 USD 150,000 USD (150,000) USD 12,000 USD 59,000 USD 214,600 USD 37,842 USD 0 USD 1 USD 50,000 USD 520 USD 0 USD 0 USD 0 USD 0 USD 0 USD 47 USD 44,000 USD 0 USD 75,000 USD 75,000 USD 75,000 USD 75,000 USD 63,750 56,250 USD 1,000 USD 1,000 USD 1,000 USD 1,000 USD 0 USD 0 USD 0 USD 0 USD 0 USD 0 USD 75,000 USD 0 USD 0 75,000 USD 0 USD 0 USD 0 USD 0 USD 0 USD 0 USD 0 USD 0 USD 258

Swaption USD Short 3.51 2042/08/29 Unwind MET 7.875 Dec 15, 2067 144A T 2.750 Oct 31, 2013 EXMT T 1.875 Apr 30, 2014 EXMT MTNA 5.250 Aug 05, 2020 SEC5 AON 3.500 Sep 30, 2015 SEC5 NBHSS 4.875 Jan 14, 2021 144A JPY 50.0 BN 05/25/2011 SWAPTION
JPY high strike payor unwind

USD USD USD USD USD USD USD USD USD USD USD USD USD USD USD USD USD USD USD USD USD USD USD USD USD USD USD USD USD USD USD USD USD USD USD USD USD USD USD USD USD USD USD USD USD USD USD USD USD USD

T 4.000 Nov 15, 2012 T 4.000 Nov 15, 2012 FITB 5.450 Jan 15, 2017 SEC5 UBS 5.875 Dec 20, 2017 DANBNK 5.914 2049 Perp 144A EQR 5.750 Jun 15, 2017 SEC5 XTALN 5.800 Nov 15, 2016 144A LRY 4.750 Oct 01, 2020 SEC5 Swaption AUD Long 5.09 2013/01/23 Swaption AUD Short 5.47 2013/01/23 T 1.875 Oct 31, 2017 EXMT T 1.875 Oct 31, 2017 EXMT T 1.875 Jan 31, 2016 EXMT S Feb 15, 2038 EXMT T 2.375 Mar 31, 2016 EXMT S Nov 15, 2025 EXMT Swaption USD Short 0.70 2013/01/28 T 2.375 Jul 31, 2017 EXMT T 1.875 Oct 31, 2017 EXMT SUCN 6.500 Jun 15, 2038 SEC5 CNQCN 5.700 May 15, 2017 T 1.250 Oct 31, 2015 EXMT T 1.250 Oct 31, 2015 EXMT T 1.250 Oct 31, 2015 EXMT B Mar 24, 2011 EXMT Swaption USD Short 0.65 2013/10/11 StepInTrade Swaption USD Long 0.90 2013/10/11 StepInTrade APA 5.100 Sep 01, 2040 ETP 6.700 Jul 01, 2018 SEC5 ETP 7.500 Jul 01, 2038 SEC5 JCI 5.000 Mar 30, 2020 Floor USD Payer 0.00 2015/03/18 Swaption USD Short 3.68 2017/11/21 T 2.125 Dec 31, 2015 EXMT Swaption USD Short 3.16 2017/11/21 Unwind BA 3.250 Oct 27, 2014 SEC5 TEG 6.110 Dec 01, 2066 T 1.375 Feb 15, 2013 EXMT T 0.750 Aug 15, 2013 EXMT T 2.125 Nov 30, 2014 EXMT T 4.000 Nov 15, 2012 T 2.125 Nov 30, 2014 EXMT

0 0 132 115 0 0 0 106,700 53,350 100 13 0 0 0 0 0 0 25,000 25,000 525 315 38 4 45 0 50,000 500 40 0 0 500 500 250 0 0 0 0 0 0 0 166,000 57,000 340 0 0 0 4,000 3,260 850 300 100

T 2.125 Dec 31, 2015 EXMT T 4.500 Apr 30, 2012 EXMT T 2.500 Apr 30, 2015 EXMT T 2.375 Oct 31, 2014 EXMT B Jun 02, 2011 EXMT Swaption USD Long 2.72 2015/02/02 T 3.375 Nov 15, 2019 EXMT T 3.625 Feb 15, 2020 EXMT T 2.375 Feb 28, 2015 EXMT T 1.250 Sep 30, 2015 EXMT T 3.000 Sep 30, 2016 EXMT T 2.500 Apr 30, 2015 EXMT T 2.500 Apr 30, 2015 EXMT T 2.500 Apr 30, 2015 EXMT T 3.000 Sep 30, 2016 EXMT T 3.000 Sep 30, 2016 EXMT T 3.000 Sep 30, 2016 EXMT T 2.625 Dec 31, 2014 EXMT T 3.375 Nov 15, 2019 EXMT Rate Switch Fixed/Float USD Payer 3.58 2021/03/17 T 2.625 Dec 31, 2014 EXMT T 2.125 May 31, 2015 EXMT T 1.875 Jun 30, 2015 EXMT T 3.875 Oct 31, 2012 EXMT T 3.125 Apr 30, 2013 EXMT T 4.625 Oct 31, 2011 EXMT Swaption USD Short 0.85 2013/02/07 T 3.375 Nov 15, 2019 EXMT B Jun 02, 2011 EXMT BA 3.250 Oct 27, 2014 SEC5 GD 5.250 Feb 01, 2014 Swaption USD Long 0.90 2014/05/09 Swaption USD Long 0.85 2013/12/09 Swaption USD Short 4.22 2019/09/05 Swaption USD Short 4.22 2019/08/30 Swaption USD Short 3.25 2022/08/30 Unwind Swaption USD Short 3.16 2022/09/06 Unwind Swaption USD Short 0.95 2013/03/11 Swaption USD Short 3.76 2018/12/07 T 3.500 May 15, 2020 EXMT T 3.500 May 15, 2020 EXMT Swaption USD Short 3.14 2018/12/07 Unwind Swaption USD Short 3.63 2018/09/04
strike roll on 7yr payor, to 8/31/11 into 7yr 3.63%, 250mm

USD USD USD USD USD USD USD USD USD USD USD USD USD USD USD USD USD USD USD USD USD USD USD USD USD USD USD USD USD USD USD USD USD USD USD USD USD USD USD USD USD USD USD USD USD USD USD USD USD USD

Float/Float USD Receiver 0.00 2013/02/11 Float/Float USD Receiver 0.00 2013/02/11 Swaption USD Short 3.28 2018/09/04 Unwind EQT 8.125 Jun 01, 2019 T 2.500 Mar 31, 2015 EXMT T 2.625 Feb 29, 2016 EXMT T 2.625 Feb 29, 2016 EXMT

80 56 40 38 0 390,000 1,290 1,250 500 675 525 313 285 285 220 220 35 20 15 75,000 393 175 145 78 20 18 500,000 470 0 0 0 1,050,000 525,000 66,000 40,000 0 0 1,050,000 20,000 500 1 0 60,000 50,000 50,000 0 0 0 500 250 250

BA 3.250 Oct 27, 2014 SEC5 Swaption EUR Short 4.27 2025/12/04 StepInTrade Swaption EUR Long 3.91 2035/12/04 StepInTrade T 1.875 Jun 30, 2015 EXMT T 1.875 Jun 30, 2015 EXMT T 2.500 Mar 31, 2015 EXMT CVC 8.500 Apr 15, 2014 BG 5.875 May 15, 2013 CSX 5.500 Aug 01, 2013 Swaption USD Short 2.20 2013/08/19 Swaption USD Short 2.20 2013/05/08 Fixed/Float USD Receiver 3.23 2016/03/16 Float/Float USD Receiver 0.00 2013/02/19 Float/Float USD Receiver 0.00 2013/02/19 T 2.375 Feb 28, 2015 EXMT T 1.375 Nov 30, 2015 EXMT T 2.125 May 31, 2015 EXMT B Jul 21, 2011 EXMT Swaption USD Short 2.20 2014/08/19 Swaption USD Short 2.55 2013/05/08 Unwind Swaption USD Short 2.55 2013/04/26 Unwind Swaption USD Long 2.20 2014/08/18 Swaption USD Short 2.55 2014/05/08 Unwind Swaption USD Long 2.55 2014/05/08 Unwind Swaption USD Short 2.55 2014/04/28 Unwind Swaption USD Long 2.55 2014/04/28 Unwind BA 3.250 Oct 27, 2014 SEC5 NOC 1.850 Nov 15, 2015 SEC5 FEDERAL HOME LOAN BANK SYSTEM T 2.500 Apr 30, 2015 EXMT B Jun 02, 2011 EXMT T 1.875 Oct 31, 2017 EXMT T 2.500 Jun 30, 2017 EXMT T 2.375 Jul 31, 2017 EXMT T 2.750 Dec 31, 2017 EXMT T 2.500 Apr 30, 2015 EXMT T 2.625 Jan 31, 2018 EXMT T 2.750 Dec 31, 2017 EXMT T 1.875 Sep 30, 2017 EXMT B Aug 11, 2011 EXMT Swaption USD Short 2.08 2013/09/23 T 1.875 Jun 30, 2015 EXMT T 0.625 Dec 31, 2012 EXMT T 1.875 Jun 30, 2015 EXMT T 1.375 Feb 15, 2012 EXMT Swaption USD Short 2.08 2014/10/21 Swaption USD Short 2.66 2013/05/14 Unwind T 2.750 Dec 31, 2017 EXMT Fixed/Float GBP Payer 3.89 2040/08/28 WPPLN 8.000 Sep 15, 2014 T 2.500 Mar 31, 2015 EXMT

USD USD USD USD USD USD USD USD USD USD USD USD USD USD USD USD USD USD USD USD USD USD USD USD USD USD USD USD USD USD USD USD USD USD USD USD USD USD USD USD USD USD USD USD USD USD USD USD USD USD USD

0 0 0 780 750 575 0 0 0 300,000 180,000 75,000 25,000 25,000 325 263 138 0 0 0 0 0 0 0 0 0 0 0 150,000 285 0 1,500 750 745 350 50 25 25 5 0 1,130,000 698 569 278 111 0 0 500 0 0 375

T 2.500 Mar 31, 2015 EXMT Swaption USD Short 2.31 2014/12/19 T 2.500 Jun 30, 2017 EXMT T 2.000 Jan 31, 2016 EXMT T 2.125 Feb 29, 2016 EXMT Swaption USD Short 3.17 2016/12/19 Unwind IP 7.500 Aug 15, 2021 AEE 6.700 Feb 01, 2019

USD USD USD USD USD USD USD USD

150 300,000 745 73 3 0 0 0

50,000 122,000

unwind 45k 2/23 P asw, sell 100k 2/25P asw, buy 75k 5.27C asw at 30.75 - SWAP same as above, for P strips

S May 15, 2027 EXMT SP Feb 15, 2025 EXMT Fixed Payment/Float USD Receiver 0.00 2027/05/17 SP Feb 15, 2023 EXMT T 1.250 Sep 30, 2015 EXMT Fixed Payment/Float USD Receiver 0.00 2025/02/18 Unwind Fixed Payment/Float USD Receiver 0.00 2025/02/18 Unwind Fed Funds Float/Float USD Payer 0.00 2018/07/02 Swaption USD Long 3.32 2018/09/04 Swaption USD Short 3.79 2021/09/02 T 2.375 Feb 28, 2015 EXMT T 2.500 Apr 30, 2015 EXMT T 2.000 Jan 31, 2016 EXMT Fed Funds Float/Float USD Payer 0.00 2015/10/01 Swaption USD Short 2.84 2021/09/02 Unwind Fixed/Float USD Payer 2.50 2018/09/04 Unwind Swaption USD Short 2.50 2018/09/04 Unwind TWC 4.125 Feb 15, 2021 SEC5 EQT 8.125 Jun 01, 2019
unwind another 100k of ff-libor

USD USD USD USD USD USD USD USD USD USD USD USD USD USD USD USD USD USD USD USD USD USD USD USD USD USD USD USD USD USD USD USD USD USD USD USD USD USD USD USD

Fed Funds Float/Float USD Payer 0.00 2015/10/01 Unwind T 1.375 Nov 30, 2015 EXMT T 1.375 Nov 30, 2015 EXMT T 1.250 Sep 30, 2015 EXMT T 2.125 Feb 29, 2016 EXMT T 2.125 May 31, 2015 EXMT T 2.000 Jan 31, 2016 EXMT KMP 5.800 Mar 15, 2035 BG 5.875 May 15, 2013 IP 5.300 Apr 01, 2015 SEC5 WY 7.375 Mar 15, 2032 GE 4.800 May 01, 2013 SEC5 Swaption USD Short 1.92 2014/09/09 Swaption NZD Short 4.03 2012/04/12 Unwind B Aug 11, 2011 EXMT Fixed Payment/Float USD Receiver 0.00 2023/02/15 Unwind Cap GBP Receiver 0.00 2015/07/23 Swaption USD Long 1.92 2014/09/08 Swaption USD Short 2.97 2013/04/26 Unwind Swaption USD Short 1.92 2013/09/09 DE 5.100 Jan 15, 2013 SEC5

54,248 54,248 50,000 14,265 750 0 0 100,000 85,000 50,000 488 13 10 0 0 0 0 0 0 50,000 90,000 100 100 100 90 13 10 0 0 0 0 0 350,000 40,000 0 0 0 0 0 0 0

BA 5.125 Feb 15, 2013 SEC5 DE 4.375 Oct 16, 2019 MTNA 5.250 Aug 05, 2020 SEC5 MTNA 3.750 Aug 05, 2015 SEC5 Swaption USD Short 2.09 2013/08/06 Swaption USD Long 2.06 2014/09/10 T 1.875 Sep 30, 2017 EXMT T 1.875 Sep 30, 2017 EXMT T 2.625 Jan 31, 2018 EXMT T 2.625 Jan 31, 2018 EXMT T 1.875 Sep 30, 2017 EXMT T 2.625 Jan 31, 2018 EXMT Swaption USD Short 3.00 2013/05/24 Unwind Swaption USD Long 3.00 2014/04/10 Unwind Swaption USD Short 2.85 2013/05/24 Unwind Swaption USD Short 1.96 2014/02/10 Swaption USD Short 1.97 2014/03/07 Swaption USD Short 3.03 2014/12/17
unwind remaining 40k of 3y2y usd fra/ois at 31.6 bps, moving into eur

USD USD USD USD USD USD USD USD USD USD USD USD USD USD USD USD USD USD USD USD USD USD USD USD USD USD USD USD USD USD USD USD USD USD USD USD USD USD USD USD USD USD USD USD USD USD USD USD USD USD

Swaption USD Long 1.96 2015/02/09 T 1.875 Sep 30, 2017 EXMT T 1.125 Mar 15, 2014 EXMT T 1.125 Mar 15, 2014 EXMT Fed Funds Float/Float USD Payer 0.00 2015/10/01 Unwind Fed Funds Float/Float USD Payer 0.00 2015/08/17 T 2.375 Jul 31, 2017 EXMT T 1.750 Jul 31, 2015 EXMT T 2.625 Feb 29, 2016 EXMT T 1.750 Jul 31, 2015 EXMT T 1.250 Sep 30, 2015 EXMT T 1.250 Sep 30, 2015 EXMT T 3.875 Oct 31, 2012 EXMT T 4.625 Oct 31, 2011 EXMT T 2.750 Oct 31, 2013 EXMT T 2.750 Feb 28, 2018 EXMT T 2.000 Jan 31, 2016 EXMT T 1.750 Jul 31, 2015 EXMT T 1.250 Sep 30, 2015 EXMT Swaption EUR Long 2.25 2013/04/29 Fixed/Float USD Receiver 3.53 2015/09/16 Swaption USD Short 2.76 2014/12/29 Swaption USD Short 3.98 2018/12/28 Unwind Fixed/Float USD Payer 4.98 2044/09/21 NZD 75.0 MM 05/04/2011 IRS T 3.375 Nov 15, 2019 EXMT T 3.500 May 15, 2020 EXMT T 3.500 May 15, 2020 EXMT T 3.375 Nov 15, 2019 EXMT T 3.625 Feb 15, 2021 EXMT TITIM 7.175 Jun 18, 2019 SEC5 C 5.500 Feb 15, 2017

0 0 0 0 1,000,000 800,000 800 800 750 750 625 588 0 0 0 825,000 825,000 65,000 40,000 34,000 500 72 72 0 50,000 745 560 375 280 275 275 266 200 196 10 250 10 3 0 300,000 150,000 0 50,000 30,000 500 500 500 25 20 0 0

RBS 5.625 Aug 24, 2020 Swaption USD Short 2.22 2014/12/16 T 2.500 Mar 31, 2015 EXMT T 1.875 Aug 31, 2017 EXMT T 3.250 May 31, 2016 EXMT T 3.250 May 31, 2016 EXMT T 2.250 Nov 30, 2017 EXMT Swaption USD Short 3.07 2016/12/16 Unwind TXT 5.400 Apr 28, 2013
they sell 7/18 tips asw into 1/21, pick 12.0 bps

USD USD USD USD USD USD USD USD USD USD USD USD USD USD USD USD USD USD USD USD USD USD USD USD USD USD USD USD USD USD USD USD USD USD USD USD USD USD USD USD USD USD USD USD USD USD USD USD USD USD

0 75,000 1,250 500 275 225 50 0 0

19,000

TII 1.375 Jul 15, 2018 EXMT T 2.250 Nov 30, 2017 EXMT TII 1.125 Jan 15, 2021 EXMT T 5.500 Feb 01, 2018 SEC5 MTNA 5.250 Aug 05, 2020 SEC5 EQT 8.125 Jun 01, 2019 T 1.000 Jan 15, 2014 EXMT T 1.000 Jan 15, 2014 EXMT T 1.250 Mar 15, 2014 EXMT Fixed/Float USD Receiver 4.38 2040/12/20 Unwind Fixed/Float USD Receiver 3.30 2020/08/17 T 2.625 Aug 15, 2020 EXMT T 5.250 Nov 15, 2028 EXMT Fixed/Float USD Receiver 2.48 2015/01/22 T 1.000 Jan 15, 2014 EXMT T 1.000 Jan 15, 2014 EXMT Fixed/Float USD Payer 5.26 2020/12/21 Unwind Fixed/Float USD Payer 4.00 2028/11/15 T 4.875 Apr 30, 2011 EXMT T 1.875 Apr 30, 2014 EXMT T 3.375 Nov 15, 2019 EXMT Swaption USD Short 1.71 2014/12/22 Swaption USD Short 1.71 2013/11/25 Swaption USD Short 2.08 2014/12/15 Swaption USD Short 4.00 2020/03/20 Swaption USD Short 4.01 2020/03/20 Swaption NZD Short 3.72 2013/03/21 T 2.250 Nov 30, 2017 EXMT T 2.250 Nov 30, 2017 EXMT T 2.625 Jan 31, 2018 EXMT T 2.625 Jan 31, 2018 EXMT T 2.750 Feb 28, 2018 EXMT T 2.250 Nov 30, 2017 EXMT Swaption NZD Long 2.71 2013/03/21 Swaption USD Short 3.63 2018/09/04 Unwind Swaption USD Short 2.20 2013/08/19 Unwind Swaption USD Short 2.89 2016/12/14 Unwind Swaption USD Short 2.20 2014/08/19 Unwind Swaption USD Long 2.20 2014/08/18 Unwind Swaption USD Short 2.20 2013/05/08 Unwind Swaption USD Long 3.49 2021/04/28

19,353 1,800 0 0 0 0 300 300 4 35,000 20,000 10,000 10,000 3,168 300 300 0 0 3,124 608 10 612,500 600,000 300,000 280,000 100,000 20,000 525 260 50 50 28 10 0 0 0 0 0 0 0 50,000

unwind 50mm tips asw 7/13 at L+1 unwind 25mm tips asw 1/20 at L+13

30,000 35,000

TII 1.875 Jul 15, 2013 EXMT TII 1.375 Jan 15, 2020 EXMT T 2.375 Jul 31, 2017 EXMT TII 1.875 Jul 15, 2013 EXMT RealRate(bond)/Float USD Payer 1.37 2020/01/15 Unwind T 1.875 Sep 30, 2017 EXMT T 2.500 Apr 30, 2015 EXMT T 1.750 Jul 31, 2015 EXMT T 2.500 Apr 30, 2015 EXMT Fixed/Float USD Payer 4.00 2028/11/15 Unwind Fixed/Float USD Receiver 3.30 2020/08/17 Unwind TII 1.750 Jan 15, 2028 EXMT USD 27.8 MM 01/15/2028 FORMULA T 2.750 Feb 28, 2018 EXMT T 2.125 Feb 29, 2016 EXMT T 1.875 Sep 30, 2017 EXMT T 1.875 Sep 30, 2017 EXMT T 2.250 Nov 30, 2017 EXMT T 2.250 Nov 30, 2017 EXMT T 0.500 Nov 15, 2013 EXMT T 1.250 Mar 15, 2014 EXMT T 0.750 Sep 15, 2013 EXMT T 2.750 Feb 28, 2018 EXMT Fixed/Float USD Payer 2.35 2014/08/29 Unwind Fixed/Float USD Payer 2.51 2014/08/29 Unwind Fixed/Float USD Receiver 2.69 2014/10/30 Unwind Fixed/Float USD Payer 4.28 2040/12/03 Unwind NDDUEAFE TOTAL RETURN SWAP NDDUEAFE TOTAL RETURN SWAP 180M EACH OF DJUBSTR AND GSCIT FEDERAL HOME LOAN BANK SYSTEM FEDERAL HOME LOAN BANK SYSTEM 180M EACH OF DJUBSTR AND GSCIT T 1.875 Aug 31, 2017 EXMT T 2.250 Nov 30, 2017 EXMT T 2.250 Nov 30, 2017 EXMT T 2.250 Nov 30, 2017 EXMT NDDUEAFE TOTAL RETURN SWAP 360M DJUBSTR AND GSCITR - COMM Swaption USD Long 5.02 2041/04/04 T 0.750 May 31, 2012 EXMT S May 15, 2025 EXMT Swaption USD Long 0.67 2012/07/05 Swaption USD Long 3.80 2022/06/15 Swaption USD Short 3.69 2021/12/15 StepInTrade Fixed/Float USD Receiver 0.66 2012/07/04 T 1.875 Sep 30, 2017 EXMT Fixed/Float EUR Payer 2.15 2013/04/05 StepInTrade Fixed/Float EUR Payer 2.21 2013/04/05 StepInTrade

USD USD USD USD USD USD USD USD USD USD USD USD USD USD USD USD USD USD USD USD USD USD USD USD USD USD USD USD USD USD USD USD USD USD USD USD USD USD USD USD USD USD USD USD USD USD USD USD USD

35,922 35,595 500 0 0 500 250 250 250 0 0 0 60,000 60 43 500 500 485 260 60 54 10 8 0 0 0 0 2,620,000 (2,620,000) 720,000 (720,000) 720,000 (720,000) 355 260 260 20 3,661,000 810,000 360,000 40 5 100,000 20,000 18,000 3,000 275 0 0

Fixed/Float EUR Payer 2.32 2013/04/05 StepInTrade Fixed/Float EUR Receiver 2.39 2013/04/05 StepInTrade Fixed/Float EUR Payer 2.12 2013/04/05 StepInTrade Swap Spread Fixed/Float USD Payer 2.37 2016/04/06 Swap Spread Fixed/Float USD Payer 2.40 2016/04/06 T 1.000 Jan 15, 2014 EXMT T 0.750 Mar 31, 2013 EXMT T 2.250 Mar 31, 2016 EXMT T 2.250 Mar 31, 2016 EXMT T 3.625 Feb 15, 2021 EXMT Swaption USD Short 4.70 2043/04/07 Swaption USD Short 4.16 2021/04/06 Unwind T 1.875 Sep 30, 2017 EXMT Fixed/Float EUR Receiver 2.84 2019/07/04 Unwind Fixed/Float EUR Payer 2.60 2018/01/04 Unwind Fixed/Float EUR Payer 1.84 2015/11/03 Unwind Fixed/Float EUR Payer 2.42 2015/01/05 Unwind Fixed/Float EUR Receiver 2.84 2019/07/04 Unwind Fixed/Float EUR Receiver 2.69 2019/06/19 Unwind Fixed/Float EUR Payer 2.60 2018/01/04 Unwind Swap Spread Fixed/Float USD Payer 4.31 2041/04/08 T 4.750 Feb 15, 2041 EXMT
2bn 1y1y 1s3s partial unwind at 6 bps

USD USD USD USD USD USD USD USD USD USD USD USD USD USD USD USD USD USD USD USD USD USD USD USD USD USD USD USD USD USD USD USD USD USD

0 0 0 15,000 7,500 43 0 0 0 0 167,000 16,000 210 0 0 0 0 0 0 0 9,549 0

40,000

Float/Float USD Receiver 0.00 2013/02/19 Unwind Float/Float USD Receiver 0.00 2013/02/11 Unwind T 0.750 Dec 15, 2013 EXMT GS 1.625 Jul 15, 2011 Float/Float USD Receiver 0.00 2013/02/11 Unwind Swaption USD Long 6.15 2042/04/14 Swaption USD Short 3.74 2021/05/11
we buy 5/27coup asw, 99mm or so

25,000 25,000 220 13 0 900,000 65,000

55,000

S May 15, 2027 EXMT Fixed/Float USD Payer 1.56 2013/04/12 T 1.250 Apr 15, 2014 EXMT T 1.250 Apr 15, 2014 EXMT Fixed Payment/Float USD Receiver 0.00 2027/05/17 Unwind
two 2s10s curve caps collapse 2y5y vs 1y5y 2.50% jpy payor switch, 125bn each side; 14c vs 58c

45,000 7,500 250 125 0

30,000 296,000

JPY 125.0 BN 04/10/2013 SWAPTION Fixed/Float USD Receiver 4.24 2027/06/16 Swaption USD Short 0.53 2012/06/14 T 0.750 Aug 15, 2013 EXMT T 2.250 Nov 30, 2017 EXMT
unwind 2x30s cap and 30cms cap

USD USD USD USD USD USD USD USD USD USD USD

294,000 212,500 50,000 200 15

40,000

Index Spread USD Payer 0.00 2011/09/21 StepInTrade Fixed/Float USD Payer 1.50 2013/04/16 Index Spread USD Payer 0.00 2011/05/17 Unwind USD 1.0 BN 05/17/2011 CAPFLR Fixed/Float USD Payer 2.60 2014/10/08 Unwind Fixed/Float USD Payer 2.53 2014/10/07 Unwind

30,000 0 0
-

JPY payor fly - 3y1y 100bn/200bn/100bn, 85.25 bps low strike, +100?=200 12c upfront

40,000 0 0

USD 1.0 BN 10/18/2011 FORMULA USD 1.0 BN 10/29/2011 FORMULA Swap Spread Fixed/Float USD Receiver 4.31 2041/04/18 B Mar 08, 2012 EXMT Swap Spread Fixed/Float USD Receiver 1.65 2015/08/24 Unwind Swap Spread Fixed/Float USD Receiver 2.98 2017/06/01 Unwind Swap Spread Fixed/Float USD Receiver 2.76 2017/06/26 Unwind Rate Switch Fixed/Float USD Receiver 3.01 2025/08/26 Unwind Rate Switch Fixed/Float USD Payer 2.94 2025/08/27 Unwind T 4.750 Feb 15, 2041 EXMT Fixed/Float USD Receiver 1.54 2015/08/27 Unwind
sanjiv pays 82k 30y spds at -22.5 bps sanjiv rec 5s10s spd switch at 10.5; he pays 10s at 9.25, rec 5s at 19.5 82k

USD USD USD USD USD USD USD USD USD USD USD

141,000 141,000 12,267 300 0 0 0 0 0 0 0

12,300 12,300

Swap Spread Fixed/Float USD Receiver 3.51 2021/04/19 T 1.000 Jul 15, 2013 EXMT T 0.750 May 31, 2012 EXMT Fixed/Float GBP Receiver 1.24 2012/09/28 Unwind Swap Spread Fixed/Float USD Receiver 4.25 2041/04/23 T 4.750 Feb 15, 2041 EXMT T 2.250 Mar 31, 2016 EXMT T 3.625 Feb 15, 2021 EXMT

USD USD USD USD USD USD USD USD

12,000 200 17 0 0 0 0 0
86,667 34,000 360,000

JPY payor fly - 3y1y 100bn/200bn/100bn, 80 bps low strike, atm/+100/+200 11c upfront we buy 650mm 4/26 ->3y 1.275 stddle at 36 bps vs 61% dlta 1.37 unwind 170mm 7y tail van/mc combo - they rec 500k unwind 2s30s and 10cms caps, 2bn

JPY 100.0 BN 04/16/2014 SWAPTION Swaption JPY Short 0.85 2015/04/16 ImportTrade Swaption USD Long 1.27 2014/04/28 T 1.000 Jan 15, 2014 EXMT T 0.750 Sep 15, 2013 EXMT T 1.000 Jul 15, 2013 EXMT T 1.250 Feb 15, 2014 EXMT Swaption USD Short 2.48 2018/10/22 Unwind Swaption JPY Short 2.80 2015/04/24 ImportTrade JPY 100.0 BN 04/24/2014 SWAPTION T 0.750 Dec 15, 2013 EXMT Index Spread USD Payer 0.00 2011/05/20 Unwind T 0.750 Aug 15, 2013 EXMT T 0.750 Aug 15, 2013 EXMT T 1.250 Apr 15, 2014 EXMT T 1.250 Apr 15, 2014 EXMT
we buy 200mm 0.75 8/13

USD USD USD USD USD USD USD USD USD USD USD USD USD USD USD USD USD USD USD USD USD USD USD USD USD

208,000 125,000 86,700 500 320 200 20 0 125,000 90,000 180 360,000 2,000 2,000 1,406 1,406
7,200

USD 4.0 BN 09/27/2011 CAPFLR T 3.500 May 15, 2020 EXMT T 3.625 Feb 15, 2021 EXMT T 2.250 Mar 31, 2016 EXMT T 4.750 Feb 15, 2041 EXMT Swaption USD Long 0.46 2012/06/29 T 3.500 May 15, 2020 EXMT T 0.500 Oct 15, 2013 EXMT T 3.625 Feb 15, 2021 EXMT

100,000 500 23 1,075 893 106,000 500 480 353

T 3.625 Feb 15, 2021 EXMT Swap Spread Fixed/Float USD Payer 4.17 2041/05/07 T 1.250 Apr 15, 2014 EXMT T 3.625 Feb 15, 2021 EXMT T 2.000 Apr 30, 2016 EXMT T 4.750 Feb 15, 2041 EXMT Fixed/Float USD Receiver 1.39 2014/07/07 T 0.500 Oct 15, 2013 EXMT T 1.250 Mar 15, 2014 EXMT T 0.625 Jan 31, 2013 EXMT T 0.625 Jan 31, 2013 EXMT T 0.625 Jan 31, 2013 EXMT T 0.625 Jan 31, 2013 EXMT T 0.625 Jan 31, 2013 EXMT T 3.875 Oct 31, 2012 EXMT T 4.500 Apr 30, 2012 EXMT T 0.750 Mar 31, 2013 EXMT B Oct 13, 2011 EXMT Fixed/Float USD Payer 3.85 2026/06/17 Swaption USD Short 3.38 2021/06/08 Swaption USD Short 3.38 2021/06/08 T 0.500 Nov 15, 2013 EXMT T 0.500 Nov 15, 2013 EXMT T 3.125 Sep 30, 2013 EXMT
jun2011 imm t-bill libor at +22 (he pays tbills), 1bn (100k)

USD USD USD USD USD USD USD USD USD USD USD USD USD USD USD USD USD USD USD USD USD USD USD USD USD USD USD USD USD USD USD USD USD USD USD USD USD USD

15 7,275 4,118 2,970 1,250 0 5,082 480 400 340 340 340 340 340 78 42 17 0 75,000 50,000 35,000 300 300 6
15,000

USD 50.0 MM 05/08/2042 FORMULA T 1.000 Jul 15, 2013 EXMT T 2.625 Nov 15, 2020 EXMT T 2.625 Nov 15, 2020 EXMT T 2.625 Apr 30, 2016 EXMT T 3.125 Sep 30, 2013 EXMT
they buy more 7m2y5y combo trade, 8.9bps net, 3bn

60,000 400 250 250 250 50

100,000

T 1.250 Apr 15, 2014 EXMT T 3.625 Feb 15, 2021 EXMT T 3.125 Sep 30, 2013 EXMT
they buy more 5m2y5y combo trade, 7.25 bps net, 4bn

4,140 2,944 15
200,000

Swaption USD Short 1.62 2014/02/13 Index Spread USD Payer 0.00 2011/11/09 Fixed/Float GBP Payer 2.68 2016/05/24 StepInTrade B Oct 27, 2011 EXMT Swaption USD Short 2.08 2013/09/23 Unwind
they buy more 5m2week 2y5y combo trade, 7.7 bps net, 4bn they buy more 5m1week 2y5y combo trade, 7.45 bps net, 4bn

190,000 60,000 0 0 0
200,000 200,000

Index Spread USD Payer 0.00 2011/12/08 T 1.000 May 15, 2014 EXMT T 0.500 Oct 15, 2013 EXMT Index Spread USD Payer 0.00 2011/10/13 T 3.625 Feb 15, 2021 EXMT T 2.125 Feb 29, 2016 EXMT Swaption JPY Short 0.66 2015/05/14

USD USD USD USD USD USD USD

100,000 125 6 200,000 2,205 128

-

they buy 3y1y atm/+100/+200 payor fly for 11 bps, 250/500/250 (26/12/9 bps), .665 lower strike

312,500

Index Spread USD Payer 0.00 2011/10/27 Index Spread USD Payer 0.00 2011/10/20 Float/Float USD Receiver 0.00 2015/05/18
he buys 150k 2y2y 3s6s at 3.875 bps they buy 6m 2y5y combo trade, 8.25 bps net, 5bn

USD USD USD

200,000 200,000 37,000

37,500 250,000

T 1.125 Jun 15, 2013 EXMT T 1.125 Jun 15, 2013 EXMT T 1.125 Jun 15, 2013 EXMT T 0.500 Nov 30, 2012 EXMT T 0.500 Nov 30, 2012 EXMT T 0.625 Jan 31, 2013 EXMT T 1.000 May 15, 2014 EXMT T 1.250 Feb 15, 2014 EXMT T 0.500 Nov 30, 2012 EXMT Swaption USD Short 1.92 2013/11/21 Index Spread USD Receiver 0.00 2015/02/15 Index Spread USD Payer 0.00 2011/11/16 T 3.125 Apr 30, 2013 EXMT T 0.625 Apr 30, 2013 EXMT T 0.750 Aug 15, 2013 EXMT T 1.250 Oct 31, 2015 EXMT T 0.750 Mar 31, 2013 EXMT T 0.750 Mar 31, 2013 EXMT T 3.375 Jun 30, 2013 EXMT T 3.125 Sep 30, 2013 EXMT Swaption USD Long 1.92 2014/11/21 Swaption USD Short 1.92 2013/09/09 Unwind Fixed/Float USD Payer 2.79 2015/09/16 Swaption USD Short 1.92 2014/09/09 Unwind Swaption USD Long 1.92 2014/09/08 Unwind Swaption USD Short 3.36 2021/06/22 T 3.125 Aug 31, 2013 EXMT T 1.000 Jul 15, 2013 EXMT T 1.000 Jul 15, 2013 EXMT T 1.000 Jul 15, 2013 EXMT T 3.125 Sep 30, 2013 EXMT T 0.500 Oct 15, 2013 EXMT T 3.125 Sep 30, 2013 EXMT T 3.125 Sep 30, 2013 EXMT B Jul 28, 2011 EXMT USD 100.0 MM 07/07/2011 IRS T 2.625 Apr 30, 2018 EXMT T 0.750 Aug 15, 2013 EXMT T 0.750 Aug 15, 2013 EXMT T 2.250 May 31, 2014 EXMT T 2.375 Aug 31, 2014 EXMT Fixed/Float EUR Receiver 2.39 2013/08/22 USD 4.0 BN 11/23/2011 CAPFLR Swaption USD Short 2.29 2016/09/20 T 1.000 May 15, 2014 EXMT T 0.500 May 31, 2013 EXMT

USD USD USD USD USD USD USD USD USD USD USD USD USD USD USD USD USD USD USD USD USD USD USD USD USD USD USD USD USD USD USD USD USD USD USD USD USD USD USD USD USD USD USD USD USD USD

290 280 280 506 500 340 234 108 6 225,000 80,000 250,000 1,994 540 522 135 126 8 6 6 0 0 0 0 0 60,000 200 200 200 200 110 8 8 4 0 15,000 2,588 200 6 250 233 0 400,000 15,000 4,597 4,000

T 3.125 May 15, 2021 EXMT T 0.500 May 31, 2013 EXMT T 2.375 Oct 31, 2014 EXMT T 2.750 Oct 31, 2013 EXMT Swaption USD Short 3.50 2021/07/08 T 0.500 May 31, 2013 EXMT T 0.500 May 31, 2013 EXMT T 1.000 May 15, 2014 EXMT T 2.000 Apr 30, 2016 EXMT T 0.500 May 31, 2013 EXMT T 1.000 May 15, 2014 EXMT Fixed/Float USD Payer 0.61 2013/03/20 USD 500.0 MM 08/27/2011 FORMULA WMT 5.625 Apr 15, 2041 SEC5 Swaption EUR Long 4.27 2026/05/29 Swaption EUR Long 3.82 2046/05/30
$300mm 8/15/13 asset swap vs FVM inv. Sprd $214mm 6/15/13 asset swap vs FVM inv. Sprd

USD USD USD USD USD USD USD USD USD USD USD USD USD USD USD USD
17,750

3,300 1,044 43 34 50,000 5,627 5,427 3,677 3,278 603 409 75,000 50,000 4 0 0
17,750 17,750

Fixed/Float USD Receiver 0.75 2013/08/15 Invoice Spread Fixed/Float USD Payer 1.66 2015/08/28 Fixed/Float USD Payer 1.66 2015/08/28 Fixed/Float USD Receiver 0.68 2013/06/17 T 0.750 Aug 15, 2013 EXMT T 1.125 Jun 15, 2013 EXMT T 1.000 Jan 15, 2014 EXMT Swaption USD Short 3.00 2021/06/28
40lk 10s30s spread flattener

USD USD USD USD USD USD USD USD

12,000

10,000 10,000 7,200 6,500 6,000 4,280 500 15,000

12,000

Spread Switch Fixed/Float USD Receiver 3.14 2021/06/02 Spread Switch Fixed/Float USD Payer 3.97 2041/06/03 T 0.625 Dec 31, 2012 EXMT TOTAL 2.300 Mar 15, 2016 SEC5 T 3.125 May 15, 2021 EXMT T 4.375 May 15, 2041 EXMT Swaption USD Long 3.80 2022/06/15 Unwind T 6.700 Nov 15, 2013 Swaption USD Short 2.75 2021/06/28
66k 5s10s spread steepener

USD USD USD USD USD USD USD USD USD USD USD USD USD USD USD USD USD USD USD USD USD USD USD

Spread Switch Fixed/Float USD Payer 1.84 2016/06/03 Spread Switch Fixed/Float USD Receiver 3.07 2021/06/03 T 2.375 May 31, 2018 EXMT T 3.125 May 15, 2021 EXMT T 0.750 Aug 15, 2013 EXMT Fixed/Float GBP Receiver 1.75 2013/06/17 StepInTrade Fixed/Float GBP Payer 3.00 2016/06/15 StepInTrade Fixed/Float GBP Payer 2.75 2016/06/15 StepInTrade Fixed/Float GBP Receiver 3.50 2021/06/15 StepInTrade Fixed/Float GBP Payer 3.50 2018/06/15 StepInTrade Fixed/Float GBP Payer 1.75 2013/06/17 StepInTrade Fixed/Float GBP Payer 3.25 2016/06/15 StepInTrade Fixed/Float GBP Receiver 3.25 2018/09/21 Fixed/Float GBP Receiver 3.25 2018/06/15 StepInTrade

6,000 6,000 20 0 0 0 0 0 11,250 20,000 10,000 10,000 4,361 3,263 36 0 0 0 0 0 0 0 0 0

Fixed/Float GBP Receiver 3.25 2018/06/15 StepInTrade Fixed/Float GBP Receiver 3.75 2021/06/15 StepInTrade Fixed/Float GBP Receiver 2.00 2014/09/22 Fixed/Float GBP Payer 2.25 2014/06/16 StepInTrade Fixed/Float GBP Payer 2.00 2014/06/16 StepInTrade Fixed/Float GBP Payer 3.50 2018/06/15 StepInTrade Fixed/Float GBP Receiver 3.25 2018/06/15 StepInTrade Fixed/Float GBP Receiver 3.25 2016/06/15 StepInTrade Fixed/Float GBP Receiver 4.00 2021/06/15 StepInTrade Fixed/Float GBP Payer 2.00 2014/06/16 StepInTrade Fixed/Float GBP Payer 2.00 2013/06/17 StepInTrade Fixed/Float GBP Payer 1.75 2013/06/17 StepInTrade Fixed/Float GBP Payer 3.50 2018/06/15 StepInTrade Fixed/Float GBP Receiver 2.75 2016/09/21 Fixed/Float GBP Payer 3.50 2021/09/21 Fixed/Float GBP Receiver 3.00 2016/06/15 StepInTrade Fixed/Float GBP Payer 2.75 2016/06/15 StepInTrade Fixed/Float GBP Payer 2.50 2014/06/16 StepInTrade Fixed/Float GBP Receiver 4.00 2021/06/15 StepInTrade Fixed/Float GBP Receiver 3.50 2018/06/15 StepInTrade Fixed/Float GBP Payer 3.75 2021/06/15 StepInTrade Fixed/Float GBP Payer 3.25 2018/09/21 Fixed/Float GBP Payer 3.75 2018/06/15 StepInTrade Fixed/Float GBP Receiver 1.75 2013/06/17 StepInTrade Fixed/Float GBP Payer 2.75 2016/09/21 Fixed/Float GBP Receiver 3.00 2016/06/15 StepInTrade Fixed/Float GBP Payer 3.75 2021/06/15 StepInTrade Fixed/Float GBP Payer 3.75 2021/06/15 StepInTrade Fixed/Float GBP Receiver 4.00 2021/06/15 StepInTrade Fixed/Float GBP Receiver 3.50 2018/06/15 StepInTrade Fixed/Float GBP Receiver 3.25 2016/06/15 StepInTrade Fixed/Float GBP Payer 3.75 2021/06/15 StepInTrade Fixed/Float GBP Payer 2.00 2013/06/17 StepInTrade Fixed/Float GBP Payer 3.25 2016/06/15 StepInTrade Fixed/Float GBP Payer 2.75 2016/06/15 StepInTrade Fixed/Float GBP Receiver 4.00 2021/06/15 StepInTrade Fixed/Float GBP Receiver 4.00 2021/06/15 StepInTrade Fixed/Float GBP Receiver 3.75 2021/06/15 StepInTrade Fixed/Float GBP Payer 3.50 2018/06/15 StepInTrade Fixed/Float GBP Payer 1.75 2013/09/23 Fixed/Float GBP Receiver 3.00 2016/06/15 StepInTrade Fixed/Float GBP Payer 2.00 2014/06/16 StepInTrade Fixed/Float GBP Payer 3.50 2021/09/21 T 1.750 May 31, 2016 EXMT T 3.125 May 15, 2021 EXMT Swaption USD Long 3.80 2022/06/15 Unwind Swaption USD Short 3.00 2021/06/28 Unwind Fixed/Float EUR Receiver 2.50 2013/06/17 Unwind Fixed/Float EUR Payer 2.50 2013/06/17 StepInTrade Fixed/Float EUR Payer 2.50 2013/06/17 StepInTrade Fixed/Float EUR Payer 2.50 2013/06/17 StepInTrade

USD USD USD USD USD USD USD USD USD USD USD USD USD USD USD USD USD USD USD USD USD USD USD USD USD USD USD USD USD USD USD USD USD USD USD USD USD USD USD USD USD USD USD USD USD USD USD USD USD USD USD

0 0 0 0 0 0 0 0 0 0 0 0 0 0 0 0 0 0 0 0 0 0 0 0 0 0 0 0 0 0 0 0 0 0 0 0 0 0 0 0 0 0 0 0 0 0 0 0 0 0 0

Fixed/Float EUR Receiver 2.50 2013/06/17 StepInTrade Fixed/Float EUR Receiver 2.50 2013/06/17 StepInTrade Fixed/Float EUR Receiver 2.50 2013/06/17 StepInTrade Fixed/Float EUR Receiver 2.50 2013/06/17 StepInTrade Swaption USD Short 2.10 2016/09/20 T 1.750 May 31, 2016 EXMT T 3.125 May 15, 2021 EXMT T 1.250 Feb 15, 2014 EXMT Fixed/Float GBP Payer 1.50 2013/09/23 Fixed/Float GBP Payer 3.50 2021/09/21 TII 2.375 Jan 15, 2025 EXMT TII 1.125 Jan 15, 2021 EXMT TII 1.375 Jul 15, 2018 EXMT USD 1.8 BN 06/22/2011 CAPFLR RealRate(bond)/Float USD Payer 1.12 2021/01/15

USD USD USD USD USD USD USD USD USD USD USD USD USD USD USD

0 0 0 0 10,000 1,793 1,500 280 0 0 0 0 0 250,000 50,000

Unwinds $300mm 1.775 06Jun11 0.5x5.00 rec'r (srenn) 16,000 JPY - added 3y1y 1x2x1 payer 200/400/200 and sold 3y5y ATMF rec'r vs 3y6y 3y6y ATMF rec'r, 100 each-

Swaption JPY Short 0.62 2015/06/05 T 2.375 May 31, 2018 EXMT T 3.125 May 15, 2021 EXMT T 2.375 May 31, 2018 EXMT T 3.125 May 15, 2021 EXMT Rate Switch Fixed/Float USD Receiver 3.97 2041/06/07 T 0.750 Aug 15, 2013 EXMT T 0.500 May 31, 2013 EXMT T 0.750 Mar 31, 2013 EXMT Rate Switch Fixed/Float USD Payer 3.11 2021/06/07 Fixed/Float EUR Payer 3.50 2021/09/21 T 1.000 May 15, 2014 EXMT T 3.125 May 15, 2021 EXMT T 1.000 May 15, 2014 EXMT T 4.375 May 15, 2041 EXMT T 0.750 Aug 15, 2013 EXMT T 0.750 Aug 15, 2013 EXMT T 2.125 Feb 29, 2016 EXMT T 0.625 Dec 31, 2012 EXMT T 0.625 Dec 31, 2012 EXMT T 0.625 Dec 31, 2012 EXMT CCS:Float/Float EUR Receiver 0.00 2014/06/30 CCS:Float/Float EUR Receiver 0.00 2015/06/30 T 1.000 May 15, 2014 EXMT Fixed/Float USD Receiver 1.00 2014/06/09 T 3.125 Apr 30, 2017 EXMT T 0.750 Aug 15, 2013 EXMT T 0.625 Dec 31, 2012 EXMT T 0.625 Dec 31, 2012 EXMT T 2.625 Dec 31, 2014 EXMT B Aug 04, 2011 EXMT Swaption USD Long 3.00 2018/05/14 Fixed/Float USD Receiver 3.19 2021/09/15 Swaption USD Short 2.18 2016/12/12

USD USD USD USD USD USD USD USD USD USD USD USD USD USD USD USD USD USD USD USD USD USD USD USD USD USD USD USD USD USD USD USD USD USD

406,250 5,813 4,350 4,313 3,225 606 520 518 40 0 0 3,598 2,554 2,153 1,523 266 266 250 100 100 100 0 0 3,096 853 300 266 100 100 20 0 1,875,000 75,000 26,600

JPY - bought 3y1y 0.66% payer vs sold 3y1y 1.66% payer 150bln 1x1 at 13c JPY - also sold 3y5y 1.25% rcvr vs bought 3y6y 1.39% rcvr at 39c swap hedge to above

50,000

Swaption JPY Long 1.66 2015/06/11 Swaption USD Short 3.00 2016/05/12 T 2.375 May 31, 2018 EXMT T 1.750 May 31, 2016 EXMT Rate Switch Fixed/Float USD Payer 3.07 2021/06/10 T 3.125 May 15, 2021 EXMT T 1.750 May 31, 2016 EXMT T 2.375 Sep 30, 2014 EXMT T 1.125 Jun 15, 2013 EXMT T 2.625 Dec 31, 2014 EXMT T 2.500 Apr 30, 2015 EXMT T 1.125 Jun 15, 2013 EXMT T 1.000 May 15, 2014 EXMT T 1.000 May 15, 2014 EXMT T 1.000 May 15, 2014 EXMT T 2.375 Feb 28, 2015 EXMT T 2.375 Feb 28, 2015 EXMT T 2.500 Mar 31, 2015 EXMT T 2.500 Apr 30, 2015 EXMT T 0.750 Jun 15, 2014 EXMT Fixed/Float GBP Payer 2.75 2016/09/21 Rate Switch Fixed/Float USD Receiver 1.76 2016/06/10 Swaption USD Short 2.08 2014/10/21 Unwind Swaption USD Short 2.83 2016/12/12 Unwind Swaption USD Long 2.06 2014/09/10 Unwind Swaption USD Short 2.09 2013/08/06 Unwind Swaption USD Long 2.98 2018/06/13 Fixed/Float USD Receiver 3.16 2021/07/26 Fed Funds Float/Float USD Payer 0.00 2015/08/17 Unwind Float/Float USD Receiver 0.00 2015/06/15 T 3.125 May 15, 2021 EXMT T 4.375 May 15, 2041 EXMT T 4.375 May 15, 2041 EXMT T 0.750 Jun 15, 2014 EXMT T 2.125 Nov 30, 2014 EXMT T 2.125 Nov 30, 2014 EXMT T 1.000 May 15, 2014 EXMT T 2.125 Nov 30, 2014 EXMT T 2.375 Sep 30, 2014 EXMT TII 2.375 Jan 15, 2025 EXMT TII 1.125 Jan 15, 2021 EXMT TII 1.375 Jul 15, 2018 EXMT Swaption USD Long 2.02 2015/04/13 RealRate(bond)/Float USD Payer 1.12 2021/01/15

USD USD USD USD USD USD USD USD USD USD USD USD USD USD USD USD USD USD USD USD USD USD USD USD USD USD USD USD USD USD USD USD USD USD USD USD USD USD USD USD USD USD USD USD

343,750 16,000 2,906 2,605 2,017 1,455 1,255 375 316 270 250 240 220 220 168 160 160 75 25 11 0 0 0 0 0 0 420,000 35,000 25,000 10,000 1,309 1,305 900 216 180 180 173 173 75 0 0 0 2,578,000 25,000
24,000 11,250

JPY - 75bn 3y1y atm/+100 payor spds, 13 bps net.65/1.65 strikes they sell 50bn 3y5y 1.24 rec'r at 174.5 vs buy 3y6y 1.38 rec'r @ 213.5, so 39c net 80k of 5s10s steepener bought 75k 30y spreads

Swaption JPY Short 0.65 2015/06/12 Spread Switch Fixed/Float USD Payer 1.80 2016/06/14 Spread Switch Fixed/Float USD Receiver 3.08 2021/06/14 Swap Spread Fixed/Float USD Receiver 3.93 2041/06/14 T 3.125 Sep 30, 2013 EXMT T 1.000 Jul 15, 2013 EXMT T 1.000 Jul 15, 2013 EXMT T 2.375 Feb 28, 2015 EXMT Fixed/Float GBP Payer 2.00 2014/09/22 T 1.750 May 31, 2016 EXMT T 3.125 May 15, 2021 EXMT T 4.375 May 15, 2041 EXMT Swaption USD Long 2.76 2014/12/29 Unwind Swaption USD Short 2.08 2014/12/15 Unwind Swaption USD Short 2.49 2015/11/23 Unwind Swaption USD Long 2.96 2015/12/14 Unwind Swaption USD Short 2.56 2015/11/23 Unwind Swaption USD Short 2.76 2014/12/29 Unwind Swaption USD Long 2.49 2015/11/23 Unwind Fixed/Float EUR Receiver 2.62 2050/04/29 Unwind Fixed/Float EUR Payer 2.71 2040/04/30 Unwind USD 1.9 BN 12/14/2011 FORMULA

USD USD USD USD USD USD USD USD USD USD USD USD USD USD USD USD USD USD USD USD USD USD

171,875 12,000 12,000 11,250 300 280 280 115 0 0 0 0 0 0 0 0 0 0 0 0 0 237,000

155,000

more 3y1y atm/+100 payors at 13c, and also (.65/1.65), 75bn. (26 vs 13c) they sell 3y5y 1.24% rec, buy 3y6y 1.38% rec, 50bn each, 174 vs 213.5 or 39.5c net they sell 125bn new april2013 - 5y 2% payors for 33 bps, roll existing down to 2% for pay 2 bps

Swaption JPY Long 1.24 2019/06/17 T 0.500 May 31, 2013 EXMT T 3.125 May 15, 2021 EXMT T 3.250 Dec 31, 2016 EXMT B Aug 04, 2011 EXMT Swaption USD Long 2.31 2014/12/19 Unwind Swaption USD Short 2.31 2014/12/19 Unwind
large ED vs FRA trade, 17000 contracts total

USD USD USD USD USD USD USD USD USD USD USD USD USD USD USD USD USD USD USD USD USD USD USD USD USD

171,875 3,838 1,819 5 0 0 0

63,000

Fixed/Float USD Payer 0.57 2012/09/19 Fixed/Float USD Payer 0.92 2013/03/20 Fixed/Float USD Payer 1.92 2016/06/16 T 0.500 Nov 15, 2013 EXMT T 0.750 Dec 15, 2013 EXMT T 1.000 Jul 15, 2013 EXMT T 0.500 Oct 15, 2013 EXMT T 0.750 Dec 15, 2013 EXMT T 0.750 Dec 15, 2013 EXMT T 0.750 Dec 15, 2013 EXMT T 0.750 Dec 15, 2013 EXMT T 0.500 Oct 15, 2013 EXMT B Aug 18, 2011 EXMT B Aug 04, 2011 EXMT B Jul 14, 2011 EXMT TII 1.875 Jul 15, 2019 EXMT Swaption USD Short 2.22 2014/12/16 Unwind OIS Fixed/Float EUR Payer 1.16 2011/07/13

34,900 28,100 2,433 644 620 600 516 500 480 480 480 20 0 0 0 0 0 0

Swaption USD Short 3.57 2021/07/21 RealRate(bond)/Float USD Payer 1.87 2019/07/15 CONVEXITY TRADE PACKAGE DELTA T 2.375 May 31, 2018 EXMT T 1.750 May 31, 2016 EXMT T 1.000 Jul 15, 2013 EXMT T 0.750 Aug 15, 2013 EXMT T 2.125 May 31, 2015 EXMT T 1.750 May 31, 2016 EXMT T 2.500 Apr 30, 2015 EXMT Fixed/Float GBP Receiver 3.00 2018/09/21 B Aug 18, 2011 EXMT Fixed/Float USD Receiver 0.63 2013/03/20 T 1.000 Jul 15, 2013 EXMT T 1.000 Jul 15, 2013 EXMT T 0.500 Nov 15, 2013 EXMT T 1.000 Jan 15, 2014 EXMT T 0.500 Nov 15, 2013 EXMT T 3.125 Sep 30, 2013 EXMT T 3.125 Sep 30, 2013 EXMT T 0.750 Jun 15, 2014 EXMT T 0.750 Jun 15, 2014 EXMT Fixed/Float EUR Receiver 3.50 2020/06/15 StepInTrade Fixed/Float EUR Payer 3.50 2020/06/15 StepInTrade Fixed/Float EUR Receiver 3.50 2020/06/15 StepInTrade Fixed/Float EUR Payer 3.50 2020/06/15 Unwind Rate Butterfly Fixed/Float EUR Payer 2.50 2014/09/22 Fixed/Float EUR Receiver 3.50 2020/06/15 StepInTrade Fixed/Float EUR Payer 3.50 2020/06/15 StepInTrade Fixed/Float EUR Payer 3.50 2020/06/15 StepInTrade Fixed/Float EUR Receiver 3.50 2020/06/15 Unwind Fixed/Float EUR Receiver 3.50 2020/06/15 Unwind Fixed/Float EUR Payer 3.50 2020/06/15 Unwind Fixed/Float EUR Payer 3.50 2020/06/15 StepInTrade Fixed/Float EUR Receiver 3.50 2020/06/15 StepInTrade Rate Butterfly Fixed/Float EUR Receiver 3.50 2021/09/21
Rolled 24.6mm 11/21 P's into 22.5mm 8/25s Coup's

USD USD USD USD USD USD USD USD USD USD USD USD USD USD USD USD USD USD USD USD USD USD USD USD USD USD USD USD USD USD USD USD USD USD USD USD USD USD USD USD USD USD USD USD USD USD USD USD USD USD

33,000 10,000 50,000 2,933 2,625 560 110 18 13 3 0 0 22,500 460 460 400 300 248 100 100 4 1 0 0 0 0 0 0 0 0 0 0 0 0 0 0
7,500

Swaption JPY Short 2.00 2017/04/12 SP Nov 15, 2021 EXMT S Aug 15, 2025 EXMT T 1.750 May 31, 2016 EXMT T 3.125 May 15, 2021 EXMT T 1.750 May 31, 2016 EXMT T 0.750 Jun 15, 2014 EXMT Fixed/Float GBP Payer 3.91 2051/06/19 Fixed/Float GBP Receiver 3.78 2026/06/17 Fixed/Float GBP Payer 3.50 2021/09/21 Fixed/Float GBP Payer 3.95 2041/06/17 Fixed/Float GBP Payer 3.86 2061/06/17 Fixed/Float GBP Receiver 3.37 2021/06/17 Fixed/Float GBP Receiver 2.50 2016/09/21

155,000 5,610 5,580 1,900 1,594 1,375 1 0 0 0 0 0 0 0

Fixed/Float GBP Receiver 2.85 2018/06/18 Fixed/Float EUR Payer 3.12 2023/03/27 Unwind Fixed/Float EUR Receiver 3.11 2022/12/19 Unwind Fixed/Float USD Receiver 1.76 2014/06/24 T 3.125 May 15, 2021 EXMT BOND 4.375 05/15/41 T 1.000 Jul 15, 2013 EXMT T 0.750 Aug 15, 2013 EXMT T 0.625 Apr 30, 2013 EXMT B Dec 15, 2011 EXMT CCS:Fixed/Fixed EUR Receiver 6.31 2013/12/16 Fixed/Float USD Receiver 2.04 2016/09/21 Fixed/Float USD Receiver 2.05 2016/09/21 Fixed/Float USD Receiver 2.05 2016/09/21 Fixed Payment/Float USD Receiver 0.00 2025/08/15 T 0.500 May 31, 2013 EXMT T 4.375 May 15, 2041 EXMT T 1.125 Jun 15, 2013 EXMT B Aug 04, 2011 EXMT B Jul 14, 2011 EXMT Fixed Payment/Float USD Receiver 0.00 2021/11/15 Unwind
EAFE TRS, 400mm 6/30/11 - 9/30/13, 150mm 6/30/11 - 9/30/12

USD USD USD USD USD USD USD USD USD USD USD USD USD USD USD USD USD USD USD USD USD USD USD USD USD USD USD USD USD USD USD USD USD USD USD USD USD USD USD USD USD USD USD USD USD USD USD USD

0 0 0 4,125 1,309 1,305 200 192 100 0 0 75,000 75,000 75,000 2,700 2,259 1,388 194 0 0 0
1,537,500

Swaption USD Long 3.00 2021/07/26 Fixed/Float GBP Payer 1.75 2014/09/22 Fixed/Float GBP Receiver 3.00 2018/09/21 B Jul 14, 2011 EXMT B Jul 21, 2011 EXMT T 6.700 Nov 15, 2013 Fixed/Float USD Receiver 3.16 2021/09/15
we sell 2s10s curve stddles, ultimately face DB

20,000 0 0 0 0 0 150,000
67,000

T 0.625 Apr 30, 2013 EXMT T 0.625 Apr 30, 2013 EXMT T 0.625 Apr 30, 2013 EXMT T 0.625 Apr 30, 2013 EXMT Fixed/Float GBP Payer 1.75 2014/09/22 T 3.125 May 15, 2021 EXMT Swaption EUR Short 2.00 2012/10/18 Swaption GBP Short 2.25 2016/11/14 Unwind Swaption GBP Short 2.25 2016/11/21 Unwind Swaption EUR Long 2.30 2012/10/18 Swaption EUR Long 2.30 2012/11/02
sold $150mm 7/22/11->10y k=3.0 rec'r @ 66.75bps

100 40 40 20 0 0 0 0 0 0 0
15,000

T 0.500 May 31, 2013 EXMT T 1.750 May 31, 2016 EXMT T 0.750 Jun 15, 2014 EXMT T 0.500 May 31, 2013 EXMT T 1.750 May 31, 2016 EXMT T 0.500 May 31, 2013 EXMT T 3.125 May 15, 2021 EXMT T 3.125 May 15, 2021 EXMT Fixed/Float USD Payer 3.00 2021/06/28

4,684 3,170 3,058 2,711 2,600 2,333 1,324 1,080 505

T 0.750 Dec 15, 2013 EXMT Fixed/Float EUR Payer 3.30 2021/07/19
4mo dual binary on 5y<1.5%, 30y>3.25%, 5mm notional, 14.5 bps

USD USD -

200 0

Entry Date Settlement RR 04/06/11 04/06/10 9919 - STIKER,EDWARD S. 04/12/11 04/20/10 9919 - STIKER,EDWARD S. 04/12/11 05/21/10 9919 - STIKER,EDWARD S. 05/23/11 05/24/10 9026 - TK INTL/STIKER 05/23/11 05/24/10 9026 - TK INTL/STIKER 04/12/11 09/22/10 9919 - STIKER,EDWARD S. 04/12/11 10/21/10 9919 - STIKER,EDWARD S. 01/04/11 12/31/10 9919 - STIKER,EDWARD S. 01/13/11 01/13/11 9919 - STIKER,EDWARD S. 01/13/11 01/13/11 9919 - STIKER,EDWARD S. 01/03/11 01/04/11 9919 - STIKER,EDWARD S. 01/14/11 01/05/11 9919 - STIKER,EDWARD S. 01/05/11 01/06/11 9919 - STIKER,EDWARD S. 01/05/11 01/06/11 9919 - STIKER,EDWARD S. 01/14/11 01/05/11 9919 - STIKER,EDWARD S. 06/03/11 01/07/11 10321 - STIKER/QUBBAJ 06/03/11 01/07/11 10321 - STIKER/QUBBAJ 06/03/11 01/07/11 10321 - STIKER/QUBBAJ 01/10/11 01/11/11 10321 - STIKER/QUBBAJ 01/14/11 01/11/11 9919 - STIKER,EDWARD S. 01/14/11 01/11/11 10321 - STIKER/QUBBAJ 01/14/11 01/12/11 9919 - STIKER,EDWARD S. 05/16/11 01/12/11 9919 - STIKER,EDWARD S. 01/14/11 01/12/11 9919 - STIKER,EDWARD S. 01/14/11 01/12/11 9919 - STIKER,EDWARD S. 01/14/11 01/12/11 9919 - STIKER,EDWARD S. 01/12/11 01/12/11 01/12/11 01/12/11 01/12/11 01/14/11 01/14/11 01/14/11 01/14/11 01/14/11 01/19/11 05/16/11 01/14/11 01/13/11 01/13/11 01/13/11 01/13/11 01/13/11 01/13/11 01/13/11 01/13/11 01/14/11 01/13/11 9919 - STIKER,EDWARD S. 01/13/11 9919 - STIKER,EDWARD S. 01/13/11 9919 - STIKER,EDWARD S. 01/13/11 9919 - STIKER,EDWARD S. 01/14/11 9919 - STIKER,EDWARD S. 01/12/11 9919 - STIKER,EDWARD S. 01/12/11 9919 - STIKER,EDWARD S. 01/12/11 9919 - STIKER,EDWARD S. 01/12/11 9919 - STIKER,EDWARD S. 01/12/11 9919 - STIKER,EDWARD S. 01/13/11 9919 - STIKER,EDWARD S. 01/13/11 10321 - STIKER/QUBBAJ 01/13/11 9919 - STIKER,EDWARD S. 01/19/11 9919 - STIKER,EDWARD S. 01/19/11 9919 - STIKER,EDWARD S. 01/19/11 9919 - STIKER,EDWARD S. 01/19/11 9919 - STIKER,EDWARD S. 01/19/11 9919 - STIKER,EDWARD S. 01/19/11 9919 - STIKER,EDWARD S. 01/19/11 9919 - STIKER,EDWARD S. 01/19/11 9919 - STIKER,EDWARD S. 01/18/11 9919 - STIKER,EDWARD S.

Swap# SR5VS EQUS6 FA9E2 EVJXD EVJXD AXKXY HKP3J

SRFGB

SR94R EJMWD EJMWG EJMWF SRFKN SR24Y SRFMN YAK59 SRFMC SRFMU SRFMM

YAK5A SR992 SR994 SR94T SRC9J YAK59 HM048 YAK5A

01/14/11 01/14/11 01/18/11 01/18/11 01/18/11 01/18/11 01/18/11 01/19/11 01/19/11 01/19/11 01/19/11 01/19/11 01/20/11 01/19/11 01/19/11 01/19/11 01/20/11 01/20/11 01/20/11 01/20/11 01/26/11 01/20/11 01/21/11 01/21/11 01/27/11 01/24/11 01/24/11 01/24/11 01/24/11 01/25/11 01/25/11 01/25/11 01/25/11 05/16/11 05/16/11 01/25/11 01/25/11 01/25/11 01/25/11 01/27/11 01/27/11 01/26/11 01/26/11 01/26/11 01/26/11 01/27/11 01/27/11 01/27/11 01/27/11 01/27/11

01/14/11 9919 - STIKER,EDWARD S. 01/20/11 9919 - STIKER,EDWARD S. 01/18/11 9919 - STIKER,EDWARD S. 01/18/11 9919 - STIKER,EDWARD S. 01/21/11 9919 - STIKER,EDWARD S. 01/21/11 9919 - STIKER,EDWARD S. 01/21/11 9919 - STIKER,EDWARD S. 01/19/11 9026 - TK INTL/STIKER 01/20/11 9919 - STIKER,EDWARD S. 01/20/11 9919 - STIKER,EDWARD S. 01/24/11 9919 - STIKER,EDWARD S. 01/24/11 9919 - STIKER,EDWARD S. 01/24/11 9919 - STIKER,EDWARD S. 01/24/11 9919 - STIKER,EDWARD S. 01/24/11 9919 - STIKER,EDWARD S. 01/24/11 9919 - STIKER,EDWARD S. 01/20/11 9919 - STIKER,EDWARD S. 01/20/11 9919 - STIKER,EDWARD S. 01/21/11 9919 - STIKER,EDWARD S. 01/21/11 9919 - STIKER,EDWARD S. 01/31/11 9919 - STIKER,EDWARD S. 01/21/11 9919 - STIKER,EDWARD S. 01/24/11 9919 - STIKER,EDWARD S. 01/24/11 9919 - STIKER,EDWARD S. 01/24/11 9919 - STIKER,EDWARD S. 01/25/11 9919 - STIKER,EDWARD S. 01/25/11 9919 - STIKER,EDWARD S. 01/27/11 9919 - STIKER,EDWARD S. 01/27/11 9919 - STIKER,EDWARD S. 01/26/11 9919 - STIKER,EDWARD S. 01/26/11 9919 - STIKER,EDWARD S. 01/26/11 9919 - STIKER,EDWARD S. 01/25/11 9919 - STIKER,EDWARD S. 01/25/11 11116 - STIKER/MACGILLIVRAY 01/25/11 11116 - STIKER/MACGILLIVRAY 01/28/11 9919 - STIKER,EDWARD S. 01/28/11 9919 - STIKER,EDWARD S. 01/28/11 9919 - STIKER,EDWARD S. 01/28/11 9919 - STIKER,EDWARD S. 01/26/11 9919 - STIKER,EDWARD S. 01/26/11 9919 - STIKER,EDWARD S. 01/27/11 9919 - STIKER,EDWARD S. 01/26/11 9919 - STIKER,EDWARD S. 01/31/11 9919 - STIKER,EDWARD S. 01/31/11 9919 - STIKER,EDWARD S. 01/28/11 9919 - STIKER,EDWARD S. 01/28/11 9919 - STIKER,EDWARD S. 01/28/11 9919 - STIKER,EDWARD S. 01/28/11 9919 - STIKER,EDWARD S. 01/28/11 9919 - STIKER,EDWARD S.

SR955

EVM4R

EZBKF EZBKE

SRFUB

SRG1V SRG1U

LQAMK SRFX2 SREBP

01/27/11 01/27/11 01/27/11 01/27/11 01/27/11 02/01/11 01/28/11 01/28/11 01/28/11 01/31/11 01/31/11 01/31/11 01/31/11 01/31/11 01/31/11 01/31/11 01/31/11 01/31/11 02/01/11 05/16/11 02/02/11 02/02/11 02/02/11 02/02/11 02/02/11 02/02/11 02/04/11 02/03/11 02/03/11 02/03/11 02/03/11 02/04/11 02/04/11 02/04/11 02/04/11 02/04/11 02/04/11 02/07/11 02/07/11 02/07/11 02/07/11 02/07/11 02/09/11 02/09/11 05/16/11 02/08/11 02/08/11 02/09/11 02/09/11 02/09/11

01/28/11 9919 - STIKER,EDWARD S. 01/28/11 9919 - STIKER,EDWARD S. 01/28/11 9919 - STIKER,EDWARD S. 01/28/11 9919 - STIKER,EDWARD S. 01/27/11 9919 - STIKER,EDWARD S. 01/28/11 9919 - STIKER,EDWARD S. 01/31/11 9919 - STIKER,EDWARD S. 01/31/11 9919 - STIKER,EDWARD S. 01/31/11 9919 - STIKER,EDWARD S. 02/01/11 9919 - STIKER,EDWARD S. 02/01/11 9919 - STIKER,EDWARD S. 02/01/11 9919 - STIKER,EDWARD S. 02/01/11 9919 - STIKER,EDWARD S. 02/01/11 9919 - STIKER,EDWARD S. 02/01/11 9919 - STIKER,EDWARD S. 02/01/11 9919 - STIKER,EDWARD S. 02/01/11 9919 - STIKER,EDWARD S. 02/01/11 9919 - STIKER,EDWARD S. 02/02/11 9919 - STIKER,EDWARD S. 02/02/11 9919 - STIKER,EDWARD S. 02/03/11 9919 - STIKER,EDWARD S. 02/03/11 9919 - STIKER,EDWARD S. 02/03/11 9919 - STIKER,EDWARD S. 02/03/11 9919 - STIKER,EDWARD S. 02/03/11 9919 - STIKER,EDWARD S. 02/03/11 9919 - STIKER,EDWARD S. 02/03/11 9919 - STIKER,EDWARD S. 02/04/11 9919 - STIKER,EDWARD S. 02/03/11 9919 - STIKER,EDWARD S. 02/08/11 9919 - STIKER,EDWARD S. 02/08/11 9919 - STIKER,EDWARD S. 02/04/11 9919 - STIKER,EDWARD S. 02/04/11 9919 - STIKER,EDWARD S. 02/04/11 9919 - STIKER,EDWARD S. 02/04/11 9919 - STIKER,EDWARD S. 02/04/11 9919 - STIKER,EDWARD S. 02/04/11 9919 - STIKER,EDWARD S. 02/07/11 9919 - STIKER,EDWARD S. 02/07/11 9919 - STIKER,EDWARD S. 02/08/11 9919 - STIKER,EDWARD S. 02/08/11 9919 - STIKER,EDWARD S. 02/07/11 9919 - STIKER,EDWARD S. 02/08/11 9919 - STIKER,EDWARD S. 02/08/11 9919 - STIKER,EDWARD S. 02/08/11 9919 - STIKER,EDWARD S. 02/08/11 9919 - STIKER,EDWARD S. 02/11/11 9919 - STIKER,EDWARD S. 02/10/11 9919 - STIKER,EDWARD S. 02/10/11 9919 - STIKER,EDWARD S. 02/10/11 9919 - STIKER,EDWARD S.

SRFZT

YAP5G

SRGA0

SRGDA SRGDJ SRGCM SRGDR SR953 SR98Y SRGEQ SRGF0

SRENM SRGFW YAQ26 YAQ14 SRFMN

02/09/11 05/16/11 05/16/11 02/11/11 02/11/11 02/11/11 02/14/11 02/14/11 02/14/11 02/15/11 02/15/11 02/15/11 02/15/11 02/15/11 02/15/11 02/15/11 02/15/11 02/15/11 05/16/11 02/15/11 02/15/11 05/16/11 02/15/11 02/15/11 02/15/11 02/15/11 02/15/11 02/15/11 02/17/11 02/16/11 02/16/11 02/17/11 02/17/11 02/17/11 02/17/11 02/17/11 02/17/11 02/17/11 02/17/11 02/17/11 02/18/11 02/18/11 02/19/11 02/18/11 02/18/11 06/08/11 02/18/11 02/22/11 06/06/11 02/22/11 02/23/11

02/14/11 9919 - STIKER,EDWARD S. 02/10/11 10321 - STIKER/QUBBAJ 02/10/11 10321 - STIKER/QUBBAJ 02/14/11 9919 - STIKER,EDWARD S. 02/14/11 9919 - STIKER,EDWARD S. 02/14/11 9919 - STIKER,EDWARD S. 02/17/11 9919 - STIKER,EDWARD S. 02/17/11 9919 - STIKER,EDWARD S. 02/17/11 9919 - STIKER,EDWARD S. 02/15/11 9919 - STIKER,EDWARD S. 02/15/11 9919 - STIKER,EDWARD S. 02/15/11 9919 - STIKER,EDWARD S. 02/15/11 9919 - STIKER,EDWARD S. 02/15/11 9919 - STIKER,EDWARD S. 02/16/11 9919 - STIKER,EDWARD S. 02/16/11 9919 - STIKER,EDWARD S. 02/16/11 9919 - STIKER,EDWARD S. 02/16/11 9919 - STIKER,EDWARD S. 02/15/11 9919 - STIKER,EDWARD S. 02/15/11 9919 - STIKER,EDWARD S. 02/15/11 9919 - STIKER,EDWARD S. 02/15/11 9919 - STIKER,EDWARD S. 02/15/11 9919 - STIKER,EDWARD S. 02/15/11 9919 - STIKER,EDWARD S. 02/15/11 9919 - STIKER,EDWARD S. 02/15/11 9919 - STIKER,EDWARD S. 02/18/11 9919 - STIKER,EDWARD S. 02/18/11 9919 - STIKER,EDWARD S. 02/18/11 9919 - STIKER,EDWARD S. 02/17/11 9919 - STIKER,EDWARD S. 02/16/11 9919 - STIKER,EDWARD S. 02/18/11 9919 - STIKER,EDWARD S. 02/18/11 9919 - STIKER,EDWARD S. 02/18/11 9919 - STIKER,EDWARD S. 02/18/11 9919 - STIKER,EDWARD S. 02/18/11 9919 - STIKER,EDWARD S. 02/18/11 9919 - STIKER,EDWARD S. 02/18/11 9919 - STIKER,EDWARD S. 02/18/11 9919 - STIKER,EDWARD S. 02/18/11 9919 - STIKER,EDWARD S. 02/18/11 9919 - STIKER,EDWARD S. 02/22/11 9919 - STIKER,EDWARD S. 02/22/11 9919 - STIKER,EDWARD S. 02/22/11 9919 - STIKER,EDWARD S. 02/22/11 9919 - STIKER,EDWARD S. 02/18/11 9919 - STIKER,EDWARD S. 02/18/11 9919 - STIKER,EDWARD S. 02/23/11 9919 - STIKER,EDWARD S. 02/22/11 10321 - STIKER/QUBBAJ 02/25/11 9919 - STIKER,EDWARD S. 02/24/11 9919 - STIKER,EDWARD S.

EJNYS EJNYT

SRGM9 SRGM6 GSAND YARBU YAREZ

SRGMA SR6MW SR64Q SRGMB SR6MX SR6MY SR64R SR64S

SRGPX

SRGQ1 SR6XG HM58D

02/23/11 02/24/11 02/24/11 02/24/11 02/24/11 02/24/11 02/24/11 02/24/11

02/24/11 9919 - STIKER,EDWARD S. 02/24/11 9919 - STIKER,EDWARD S. 02/25/11 9919 - STIKER,EDWARD S. 02/25/11 9919 - STIKER,EDWARD S. 02/28/11 9919 - STIKER,EDWARD S. 02/24/11 9919 - STIKER,EDWARD S. 02/28/11 9919 - STIKER,EDWARD S. 02/28/11 9919 - STIKER,EDWARD S.

SRGRV

SRF29

02/25/11 02/25/11 02/28/11 02/28/11 02/28/11 02/25/11 02/25/11 02/28/11 02/28/11 02/28/11 02/28/11 02/28/11 02/28/11 03/01/11 02/28/11 02/28/11 02/28/11 02/28/11 02/28/11 03/04/11 03/01/11 03/01/11 03/01/11 03/01/11 03/01/11 03/01/11 03/01/11 03/01/11 03/01/11 03/01/11 03/01/11 03/02/11 03/02/11 03/02/11 03/02/11 06/03/11 05/17/11 03/02/11 05/17/11 03/02/11

02/28/11 9919 - STIKER,EDWARD S. 02/28/11 9919 - STIKER,EDWARD S. 02/25/11 9919 - STIKER,EDWARD S. 02/28/11 9919 - STIKER,EDWARD S. 02/28/11 9919 - STIKER,EDWARD S. 02/25/11 9919 - STIKER,EDWARD S. 02/25/11 9919 - STIKER,EDWARD S. 02/28/11 9919 - STIKER,EDWARD S. 02/28/11 9919 - STIKER,EDWARD S. 02/28/11 9919 - STIKER,EDWARD S. 03/01/11 9919 - STIKER,EDWARD S. 03/01/11 9919 - STIKER,EDWARD S. 03/01/11 9919 - STIKER,EDWARD S. 02/28/11 9919 - STIKER,EDWARD S. 02/28/11 9919 - STIKER,EDWARD S. 02/28/11 9919 - STIKER,EDWARD S. 02/28/11 9919 - STIKER,EDWARD S. 03/03/11 9919 - STIKER,EDWARD S. 03/03/11 9919 - STIKER,EDWARD S. 03/01/11 9919 - STIKER,EDWARD S. 03/02/11 9919 - STIKER,EDWARD S. 03/02/11 9919 - STIKER,EDWARD S. 03/02/11 9919 - STIKER,EDWARD S. 03/02/11 9919 - STIKER,EDWARD S. 03/02/11 9919 - STIKER,EDWARD S. 03/02/11 9919 - STIKER,EDWARD S. 03/04/11 9919 - STIKER,EDWARD S. 03/04/11 9919 - STIKER,EDWARD S. 03/04/11 9919 - STIKER,EDWARD S. 03/04/11 9919 - STIKER,EDWARD S. 03/04/11 9919 - STIKER,EDWARD S. 03/02/11 9919 - STIKER,EDWARD S. 03/02/11 9919 - STIKER,EDWARD S. 03/03/11 9919 - STIKER,EDWARD S. 03/02/11 9919 - STIKER,EDWARD S. 03/02/11 10321 - STIKER/QUBBAJ 03/02/11 9919 - STIKER,EDWARD S. 03/02/11 9919 - STIKER,EDWARD S. 03/02/11 9919 - STIKER,EDWARD S. 03/07/11 9919 - STIKER,EDWARD S.

YASNU

YAA38 YAA1E YASVG SRGTN SRGU2

YASVK SR990 YASRK SR994

YASVK

SRGW9 EZBFK YRT7D KHB9E SRGWA SR65U SRGW8

03/02/11 03/02/11 03/02/11 03/02/11 03/03/11 03/03/11 03/03/11 03/03/11 03/03/11 03/03/11 03/03/11 03/03/11 03/03/11 03/03/11 03/03/11 03/04/11 03/04/11 03/04/11 05/02/11 03/04/11 03/08/11 03/08/11 03/04/11 03/14/11 03/07/11 03/07/11 03/07/11 03/07/11 03/07/11 03/07/11 03/07/11 03/07/11 03/07/11 03/07/11 03/08/11 03/08/11 03/08/11 05/16/11 03/11/11 03/10/11 03/10/11 03/11/11 03/10/11 03/10/11 03/10/11 03/10/11 03/10/11 03/10/11 03/10/11 03/10/11

03/07/11 9919 - STIKER,EDWARD S. 03/07/11 9919 - STIKER,EDWARD S. 03/07/11 9919 - STIKER,EDWARD S. 03/07/11 9919 - STIKER,EDWARD S. 03/03/11 9919 - STIKER,EDWARD S. 03/03/11 9919 - STIKER,EDWARD S. 03/04/11 9919 - STIKER,EDWARD S. 03/04/11 9919 - STIKER,EDWARD S. 03/04/11 9919 - STIKER,EDWARD S. 03/04/11 9919 - STIKER,EDWARD S. 03/04/11 9919 - STIKER,EDWARD S. 03/04/11 9919 - STIKER,EDWARD S. 03/03/11 9919 - STIKER,EDWARD S. 03/03/11 9919 - STIKER,EDWARD S. 03/03/11 9919 - STIKER,EDWARD S. 03/04/11 9919 - STIKER,EDWARD S. 03/04/11 9919 - STIKER,EDWARD S. 03/04/11 9919 - STIKER,EDWARD S. 03/04/11 9919 - STIKER,EDWARD S. 03/07/11 9919 - STIKER,EDWARD S. 03/15/11 9919 - STIKER,EDWARD S. 03/15/11 9919 - STIKER,EDWARD S. 03/04/11 9919 - STIKER,EDWARD S. 03/07/11 9919 - STIKER,EDWARD S. 03/08/11 9919 - STIKER,EDWARD S. 03/08/11 9919 - STIKER,EDWARD S. 03/08/11 9919 - STIKER,EDWARD S. 03/08/11 9919 - STIKER,EDWARD S. 03/08/11 9919 - STIKER,EDWARD S. 03/08/11 9919 - STIKER,EDWARD S. 03/08/11 9919 - STIKER,EDWARD S. 03/08/11 9919 - STIKER,EDWARD S. 03/08/11 9919 - STIKER,EDWARD S. 03/08/11 9919 - STIKER,EDWARD S. 03/09/11 9919 - STIKER,EDWARD S. 03/09/11 9919 - STIKER,EDWARD S. 03/09/11 9919 - STIKER,EDWARD S. 03/08/11 10321 - STIKER/QUBBAJ 03/09/11 9919 - STIKER,EDWARD S. 03/09/11 9919 - STIKER,EDWARD S. 03/09/11 9919 - STIKER,EDWARD S. 03/10/11 9919 - STIKER,EDWARD S. 03/10/11 9919 - STIKER,EDWARD S. 03/11/11 9919 - STIKER,EDWARD S. 03/11/11 9919 - STIKER,EDWARD S. 03/11/11 9919 - STIKER,EDWARD S. 03/11/11 9919 - STIKER,EDWARD S. 03/11/11 9919 - STIKER,EDWARD S. 03/15/11 9919 - STIKER,EDWARD S. 03/15/11 9919 - STIKER,EDWARD S.

SRH0Z SRH0P

SR72V SR60C SR72Y SRH22 SRH1W SRH19 SRH24

YASVK YATYW

EJPR8 YAUEJ SRH36 SRF9B YAUU3 EZAXS

03/10/11 03/11/11 03/14/11 03/14/11 03/14/11 03/14/11 03/14/11 03/11/11 03/11/11 03/14/11 03/14/11 03/14/11 03/14/11 03/14/11 03/14/11 03/15/11 03/15/11 03/15/11 03/18/11 03/18/11 03/16/11 03/16/11 03/18/11 03/16/11 03/16/11 03/16/11 05/16/11 03/17/11 03/17/11 03/17/11 03/18/11 03/18/11 03/18/11 03/18/11 03/18/11 03/18/11 03/21/11 03/21/11 03/21/11 03/21/11 03/21/11 03/21/11 05/16/11 03/21/11 03/18/11 03/18/11 03/18/11 03/18/11 03/18/11 03/28/11

03/15/11 9919 - STIKER,EDWARD S. 03/11/11 9919 - STIKER,EDWARD S. 03/14/11 9919 - STIKER,EDWARD S. 03/14/11 9919 - STIKER,EDWARD S. 03/14/11 9919 - STIKER,EDWARD S. 03/14/11 9919 - STIKER,EDWARD S. 03/14/11 9919 - STIKER,EDWARD S. 03/11/11 9919 - STIKER,EDWARD S. 03/16/11 9919 - STIKER,EDWARD S. 03/15/11 9919 - STIKER,EDWARD S. 03/15/11 9919 - STIKER,EDWARD S. 03/15/11 9919 - STIKER,EDWARD S. 03/17/11 9919 - STIKER,EDWARD S. 03/17/11 9919 - STIKER,EDWARD S. 03/17/11 9919 - STIKER,EDWARD S. 03/16/11 9919 - STIKER,EDWARD S. 03/16/11 9919 - STIKER,EDWARD S. 03/16/11 9919 - STIKER,EDWARD S. 03/16/11 9919 - STIKER,EDWARD S. 03/16/11 9919 - STIKER,EDWARD S. 03/17/11 9919 - STIKER,EDWARD S. 03/17/11 9919 - STIKER,EDWARD S. 03/16/11 9919 - STIKER,EDWARD S. 03/17/11 9919 - STIKER,EDWARD S. 03/17/11 9919 - STIKER,EDWARD S. 03/16/11 9919 - STIKER,EDWARD S. 03/16/11 9919 - STIKER,EDWARD S. 03/18/11 9919 - STIKER,EDWARD S. 03/18/11 9919 - STIKER,EDWARD S. 03/18/11 9919 - STIKER,EDWARD S. 03/18/11 9919 - STIKER,EDWARD S. 03/18/11 9919 - STIKER,EDWARD S. 03/18/11 9919 - STIKER,EDWARD S. 03/18/11 9919 - STIKER,EDWARD S. 03/18/11 9919 - STIKER,EDWARD S. 03/18/11 9919 - STIKER,EDWARD S. 03/21/11 9919 - STIKER,EDWARD S. 03/21/11 9919 - STIKER,EDWARD S. 03/21/11 9919 - STIKER,EDWARD S. 03/21/11 9919 - STIKER,EDWARD S. 03/21/11 9919 - STIKER,EDWARD S. 03/21/11 9919 - STIKER,EDWARD S. 03/18/11 9026 - TK INTL/STIKER 03/18/11 9919 - STIKER,EDWARD S. 03/18/11 9919 - STIKER,EDWARD S. 03/18/11 9919 - STIKER,EDWARD S. 03/18/11 9919 - STIKER,EDWARD S. 03/18/11 9919 - STIKER,EDWARD S. 03/18/11 9919 - STIKER,EDWARD S. 03/22/11 9919 - STIKER,EDWARD S.

SRH4X

SRF18

YAFKM YAVMY

YAVTF

YAFKJ YAVMX

SRHCZ SRHD1 SRHCK SRHDQ SRHD4 EZBQA

EZBQB SRGFW SRGM9 SREYR SRGMA SRGMB SRGM6 SRHF2

03/22/11 03/22/11 03/22/11 03/22/11 05/16/11 03/24/11 03/24/11 03/24/11 03/24/11 03/24/11 03/24/11 03/25/11 03/28/11 03/28/11 03/28/11 03/29/11 03/29/11 03/29/11 03/29/11 03/29/11 03/29/11 03/29/11 03/29/11 05/16/11 05/16/11 05/16/11 05/16/11 03/30/11 03/31/11 03/31/11 03/31/11 03/30/11 03/31/11 03/30/11 03/30/11 03/30/11 03/30/11 03/31/11 03/31/11 03/31/11 03/31/11 03/31/11 04/01/11 04/04/11 04/01/11 04/05/11 04/01/11 05/16/11 05/16/11

03/23/11 9919 - STIKER,EDWARD S. 03/23/11 9919 - STIKER,EDWARD S. 03/23/11 9919 - STIKER,EDWARD S. 03/23/11 9919 - STIKER,EDWARD S. 03/22/11 9919 - STIKER,EDWARD S. 03/25/11 9919 - STIKER,EDWARD S. 03/25/11 9919 - STIKER,EDWARD S. 03/25/11 9919 - STIKER,EDWARD S. 03/25/11 9919 - STIKER,EDWARD S. 03/24/11 9919 - STIKER,EDWARD S. 03/24/11 9919 - STIKER,EDWARD S. 03/28/11 9919 - STIKER,EDWARD S. 03/28/11 9919 - STIKER,EDWARD S. 03/29/11 9919 - STIKER,EDWARD S. 03/29/11 9919 - STIKER,EDWARD S. 03/30/11 9919 - STIKER,EDWARD S. 03/30/11 9919 - STIKER,EDWARD S. 03/30/11 9919 - STIKER,EDWARD S. 03/30/11 9919 - STIKER,EDWARD S. 03/30/11 9919 - STIKER,EDWARD S. 03/30/11 9919 - STIKER,EDWARD S. 03/30/11 9919 - STIKER,EDWARD S. 03/30/11 9919 - STIKER,EDWARD S. 03/29/11 10321 - STIKER/QUBBAJ 03/29/11 10321 - STIKER/QUBBAJ 03/29/11 11116 - STIKER/MACGILLIVRAY 03/29/11 10321 - STIKER/QUBBAJ 04/01/11 9919 - STIKER,EDWARD S. 04/01/11 9919 - STIKER,EDWARD S. 03/31/11 9919 - STIKER,EDWARD S. 03/31/11 9919 - STIKER,EDWARD S. 03/31/11 9919 - STIKER,EDWARD S. 03/31/11 9919 - STIKER,EDWARD S. 03/31/11 9919 - STIKER,EDWARD S. 03/31/11 9919 - STIKER,EDWARD S. 03/31/11 9919 - STIKER,EDWARD S. 03/31/11 9919 - STIKER,EDWARD S. 04/01/11 9919 - STIKER,EDWARD S. 03/31/11 9919 - STIKER,EDWARD S. 03/31/11 9919 - STIKER,EDWARD S. 03/31/11 9919 - STIKER,EDWARD S. 04/01/11 9919 - STIKER,EDWARD S. 04/01/11 9919 - STIKER,EDWARD S. 04/01/11 9919 - STIKER,EDWARD S. 04/01/11 9919 - STIKER,EDWARD S. 04/01/11 9919 - STIKER,EDWARD S. 04/04/11 9919 - STIKER,EDWARD S. 04/01/11 10321 - STIKER/QUBBAJ 04/01/11 10321 - STIKER/QUBBAJ

EQVAK

YAVMX YAVMY EQU2H

YSNAF YSNAD GRH19 YRZ4Z

SRHQV

SRHRE SRHS3 SRHRV 1Q0NK HMAJK HMAJM

05/16/11 05/16/11 05/16/11 05/16/11 05/16/11 04/04/11 04/04/11 04/04/11 04/04/11 04/04/11 04/05/11 05/16/11 04/05/11 05/16/11 05/16/11 05/16/11 05/16/11 05/16/11 05/16/11 05/16/11 05/16/11 04/06/11 04/19/11 04/07/11 04/07/11 04/07/11 04/08/11 04/08/11 04/08/11 04/20/11 04/11/11 04/08/11 04/08/11 04/08/11

04/01/11 10321 - STIKER/QUBBAJ 04/01/11 10321 - STIKER/QUBBAJ 04/01/11 10321 - STIKER/QUBBAJ 04/04/11 9919 - STIKER,EDWARD S. 04/04/11 9919 - STIKER,EDWARD S. 04/05/11 9919 - STIKER,EDWARD S. 04/05/11 9919 - STIKER,EDWARD S. 04/05/11 9919 - STIKER,EDWARD S. 04/05/11 9919 - STIKER,EDWARD S. 04/05/11 9919 - STIKER,EDWARD S. 04/05/11 9919 - STIKER,EDWARD S. 04/05/11 9919 - STIKER,EDWARD S. 04/06/11 9919 - STIKER,EDWARD S. 04/05/11 11116 - STIKER/MACGILLIVRAY 04/05/11 11116 - STIKER/MACGILLIVRAY 04/05/11 10321 - STIKER/QUBBAJ 04/05/11 11116 - STIKER/MACGILLIVRAY 04/05/11 11116 - STIKER/MACGILLIVRAY 04/05/11 11116 - STIKER/MACGILLIVRAY 04/05/11 11116 - STIKER/MACGILLIVRAY 04/06/11 9919 - STIKER,EDWARD S. 04/07/11 9919 - STIKER,EDWARD S. 04/07/11 9919 - STIKER,EDWARD S. 04/07/11 9919 - STIKER,EDWARD S. 04/08/11 9919 - STIKER,EDWARD S. 04/12/11 9919 - STIKER,EDWARD S. 04/07/11 9919 - STIKER,EDWARD S. 04/08/11 9919 - STIKER,EDWARD S. 04/08/11 9919 - STIKER,EDWARD S. 04/11/11 9919 - STIKER,EDWARD S. 04/08/11 9919 - STIKER,EDWARD S. 04/15/11 9919 - STIKER,EDWARD S. 04/15/11 9919 - STIKER,EDWARD S. 04/08/11 9919 - STIKER,EDWARD S.

HMAJN HMAJP HMAJJ 1Q0Y7 1Q0YK

SRHVU SR5RV HK6KP HK8P8 HKFKU HK6KR HK8XY HK8Y1 HK8XS 1Q163

YARBU YAQ14

YAQ26 SRHZ1 SRHYH

1Q1KD

YASNU

04/11/11 04/11/11 04/11/11 04/11/11 04/11/11 05/16/11 04/12/11 05/16/11 04/14/11 04/13/11 04/13/11

04/11/11 9919 - STIKER,EDWARD S. 04/11/11 9919 - STIKER,EDWARD S. 04/11/11 9919 - STIKER,EDWARD S. 04/12/11 9919 - STIKER,EDWARD S. 04/12/11 9919 - STIKER,EDWARD S. 04/12/11 9919 - STIKER,EDWARD S. 04/12/11 9919 - STIKER,EDWARD S. 04/12/11 9919 - STIKER,EDWARD S. 04/13/11 9919 - STIKER,EDWARD S. 04/13/11 11197 - STIKER/BRENNAN 04/13/11 11197 - STIKER/BRENNAN

EVRAX 1Q1N3 SRHZN

EQXDB 1Q1QT EQVGG KQCTB YRR58 YRQXV

04/15/11 04/15/11 05/16/11 04/14/11 05/16/11 05/16/11 05/16/11 05/16/11 05/16/11 04/14/11 05/16/11

04/14/11 9919 - STIKER,EDWARD S. 04/14/11 9919 - STIKER,EDWARD S. 04/14/11 9919 - STIKER,EDWARD S. 04/15/11 9919 - STIKER,EDWARD S. 04/14/11 10321 - STIKER/QUBBAJ 04/14/11 10321 - STIKER/QUBBAJ 04/14/11 10321 - STIKER/QUBBAJ 04/14/11 10321 - STIKER/QUBBAJ 04/14/11 10321 - STIKER/QUBBAJ 04/15/11 9919 - STIKER,EDWARD S. 04/14/11 10321 - STIKER/QUBBAJ

SRJ2C SRJ2D 1Q23S YSXAB YSKU0 YSQT8 YSXF7 YSY2R YSXXT

05/16/11 04/15/11 04/15/11 05/16/11 05/16/11 04/15/11 04/15/11 04/15/11

04/15/11 9919 - STIKER,EDWARD S. 04/18/11 9919 - STIKER,EDWARD S. 04/18/11 9919 - STIKER,EDWARD S. 04/15/11 11116 - STIKER/MACGILLIVRAY 04/15/11 9919 - STIKER,EDWARD S. 04/18/11 9919 - STIKER,EDWARD S. 04/18/11 9919 - STIKER,EDWARD S. 04/18/11 9919 - STIKER,EDWARD S.

1Q27A

HKJR7 1Q26V

04/18/11 06/15/11 04/18/11 04/18/11 04/18/11 04/18/11 04/18/11 04/18/11 06/15/11 04/19/11 04/19/11 05/10/11 04/21/11 04/21/11 04/21/11 04/21/11 04/26/11 04/25/11 04/25/11 04/26/11 04/26/11 04/27/11 04/28/11 04/28/11 04/28/11

04/18/11 9026 - TK INTL/STIKER 04/18/11 9026 - TK INTL/STIKER 04/18/11 9919 - STIKER,EDWARD S. 04/19/11 9919 - STIKER,EDWARD S. 04/19/11 9919 - STIKER,EDWARD S. 04/19/11 9919 - STIKER,EDWARD S. 04/19/11 9919 - STIKER,EDWARD S. 04/18/11 9919 - STIKER,EDWARD S. 04/19/11 9026 - TK INTL/STIKER 04/19/11 9026 - TK INTL/STIKER 04/20/11 9919 - STIKER,EDWARD S. 04/20/11 9919 - STIKER,EDWARD S. 04/25/11 9919 - STIKER,EDWARD S. 04/25/11 9919 - STIKER,EDWARD S. 04/25/11 9919 - STIKER,EDWARD S. 04/25/11 9919 - STIKER,EDWARD S. 04/25/11 9919 - STIKER,EDWARD S. 04/26/11 9919 - STIKER,EDWARD S. 04/26/11 9919 - STIKER,EDWARD S. 04/27/11 9919 - STIKER,EDWARD S. 04/27/11 9919 - STIKER,EDWARD S. 04/27/11 9919 - STIKER,EDWARD S. 04/29/11 9919 - STIKER,EDWARD S. 04/29/11 9919 - STIKER,EDWARD S. 04/29/11 9919 - STIKER,EDWARD S.

EVRBV EVRBV SRJ3Q

SRC9J EVRER EVRER EQVPN

LQANN

SRJBZ

04/28/11 05/16/11 04/29/11 04/29/11 04/29/11 04/29/11 05/03/11 05/02/11 05/02/11 05/02/11 05/02/11 05/02/11 05/02/11 05/02/11 05/02/11 05/02/11 05/02/11 05/03/11 05/04/11 05/04/11 05/04/11 05/04/11 05/04/11 05/04/11 05/05/11 05/05/11 05/05/11 05/05/11 05/05/11 05/05/11 05/06/11 05/06/11 05/06/11 05/10/11 05/12/11 05/17/11 05/09/11 05/09/11

04/29/11 9919 - STIKER,EDWARD S. 04/29/11 9919 - STIKER,EDWARD S. 05/02/11 9919 - STIKER,EDWARD S. 05/02/11 9919 - STIKER,EDWARD S. 05/02/11 9919 - STIKER,EDWARD S. 05/02/11 9919 - STIKER,EDWARD S. 05/02/11 9919 - STIKER,EDWARD S. 05/03/11 9919 - STIKER,EDWARD S. 05/03/11 9919 - STIKER,EDWARD S. 05/03/11 9919 - STIKER,EDWARD S. 05/03/11 9919 - STIKER,EDWARD S. 05/03/11 9919 - STIKER,EDWARD S. 05/03/11 9919 - STIKER,EDWARD S. 05/03/11 9919 - STIKER,EDWARD S. 05/03/11 9919 - STIKER,EDWARD S. 05/03/11 9919 - STIKER,EDWARD S. 05/03/11 9919 - STIKER,EDWARD S. 05/04/11 9919 - STIKER,EDWARD S. 05/04/11 9919 - STIKER,EDWARD S. 05/04/11 9919 - STIKER,EDWARD S. 05/04/11 9919 - STIKER,EDWARD S. 05/05/11 9919 - STIKER,EDWARD S. 05/05/11 9919 - STIKER,EDWARD S. 05/05/11 9919 - STIKER,EDWARD S. 05/05/11 9919 - STIKER,EDWARD S. 05/06/11 9919 - STIKER,EDWARD S. 05/06/11 9919 - STIKER,EDWARD S. 05/06/11 9919 - STIKER,EDWARD S. 05/06/11 9919 - STIKER,EDWARD S. 05/06/11 9919 - STIKER,EDWARD S. 05/09/11 9919 - STIKER,EDWARD S. 05/09/11 9919 - STIKER,EDWARD S. 05/09/11 9919 - STIKER,EDWARD S. 05/09/11 11116 - STIKER/MACGILLIVRAY 05/09/11 9919 - STIKER,EDWARD S. 05/09/11 10321 - STIKER/QUBBAJ 05/10/11 9919 - STIKER,EDWARD S. 05/09/11 9919 - STIKER,EDWARD S.

1Q3JG

1Q3NU

1Q3YG SRK4F SRK4J

SRM42

SRM5V EQXK9 HMEZW SRGPX

05/09/11 05/10/11 05/10/11 05/12/11 05/11/11 05/11/11 06/15/11

05/10/11 9919 - STIKER,EDWARD S. 05/16/11 9919 - STIKER,EDWARD S. 05/11/11 9919 - STIKER,EDWARD S. 05/11/11 9919 - STIKER,EDWARD S. 05/12/11 9919 - STIKER,EDWARD S. 05/12/11 9919 - STIKER,EDWARD S. 05/12/11 9026 - TK INTL/STIKER

EQXKZ

EQXM8

EVRNF

05/11/11 05/12/11 05/13/11

05/12/11 9919 - STIKER,EDWARD S. 05/12/11 9919 - STIKER,EDWARD S. 05/12/11 9919 - STIKER,EDWARD S.

EQXME EQXMK 1Q4YU

05/13/11 05/13/11 05/13/11 05/16/11 05/16/11 05/16/11 05/16/11 05/16/11 05/16/11 05/18/11 05/24/11 05/19/11 05/17/11 05/17/11 05/17/11 05/17/11 05/17/11 05/17/11 05/17/11 05/17/11 05/18/11 05/17/11 05/17/11 05/17/11 05/17/11 05/19/11 05/19/11 05/19/11 05/19/11 05/19/11 05/19/11 05/19/11 05/19/11 05/19/11 05/19/11 05/20/11 05/20/11 05/20/11 05/20/11 05/23/11 05/23/11 05/23/11 05/24/11 05/24/11 05/24/11 05/24/11

05/16/11 9919 - STIKER,EDWARD S. 05/16/11 9919 - STIKER,EDWARD S. 05/16/11 9919 - STIKER,EDWARD S. 05/17/11 9919 - STIKER,EDWARD S. 05/17/11 9919 - STIKER,EDWARD S. 05/17/11 9919 - STIKER,EDWARD S. 05/17/11 9919 - STIKER,EDWARD S. 05/17/11 9919 - STIKER,EDWARD S. 05/17/11 9919 - STIKER,EDWARD S. 05/17/11 9919 - STIKER,EDWARD S. 05/17/11 9919 - STIKER,EDWARD S. 05/17/11 9919 - STIKER,EDWARD S. 05/18/11 9919 - STIKER,EDWARD S. 05/18/11 9919 - STIKER,EDWARD S. 05/18/11 9919 - STIKER,EDWARD S. 05/18/11 9919 - STIKER,EDWARD S. 05/18/11 9919 - STIKER,EDWARD S. 05/18/11 9919 - STIKER,EDWARD S. 05/18/11 9919 - STIKER,EDWARD S. 05/18/11 9919 - STIKER,EDWARD S. 05/17/11 9919 - STIKER,EDWARD S. 05/17/11 9919 - STIKER,EDWARD S. 05/17/11 9919 - STIKER,EDWARD S. 05/17/11 9919 - STIKER,EDWARD S. 05/17/11 9919 - STIKER,EDWARD S. 05/19/11 9919 - STIKER,EDWARD S. 05/20/11 9919 - STIKER,EDWARD S. 05/20/11 9919 - STIKER,EDWARD S. 05/20/11 9919 - STIKER,EDWARD S. 05/20/11 9919 - STIKER,EDWARD S. 05/20/11 9919 - STIKER,EDWARD S. 05/20/11 9919 - STIKER,EDWARD S. 05/20/11 9919 - STIKER,EDWARD S. 05/20/11 9919 - STIKER,EDWARD S. 05/20/11 9919 - STIKER,EDWARD S. 05/20/11 9919 - STIKER,EDWARD S. 05/23/11 9919 - STIKER,EDWARD S. 05/23/11 9919 - STIKER,EDWARD S. 05/23/11 9919 - STIKER,EDWARD S. 05/24/11 9919 - STIKER,EDWARD S. 05/24/11 9919 - STIKER,EDWARD S. 05/23/11 10321 - STIKER/QUBBAJ 05/24/11 9919 - STIKER,EDWARD S. 05/24/11 9919 - STIKER,EDWARD S. 05/25/11 9919 - STIKER,EDWARD S. 05/31/11 9919 - STIKER,EDWARD S.

SRMCY EQXNH EQXN2

SRMD0 SRGW8 1Q5JU SRGW9 SRGWA SRMFM

PQ62C

HMGTD LQAP2 SRMY0

05/24/11 05/24/11 05/24/11 05/24/11 05/25/11 05/25/11 05/25/11 05/25/11 05/25/11 05/25/11 05/25/11 06/02/11 05/27/11 05/26/11 05/26/11 05/26/11

05/25/11 9919 - STIKER,EDWARD S. 05/31/11 9919 - STIKER,EDWARD S. 05/25/11 9919 - STIKER,EDWARD S. 05/25/11 9919 - STIKER,EDWARD S. 05/25/11 9919 - STIKER,EDWARD S. 05/31/11 9919 - STIKER,EDWARD S. 05/31/11 9919 - STIKER,EDWARD S. 05/26/11 9919 - STIKER,EDWARD S. 05/26/11 9919 - STIKER,EDWARD S. 05/31/11 9919 - STIKER,EDWARD S. 05/26/11 9919 - STIKER,EDWARD S. 05/26/11 9919 - STIKER,EDWARD S. 05/26/11 9919 - STIKER,EDWARD S. 06/01/11 9919 - STIKER,EDWARD S. 05/26/11 10321 - STIKER/QUBBAJ 05/26/11 10321 - STIKER/QUBBAJ

SRN02

1Q6KC SRN0J EJSN2 EJSN4

06/01/11 05/31/11 06/01/11 06/01/11 05/27/11 05/27/11 05/27/11 05/31/11 05/31/11 05/31/11 05/31/11 05/31/11 05/31/11 05/31/11 06/01/11 05/31/11 06/02/11 06/02/11 06/02/11 06/01/11 06/01/11 06/01/11 06/01/11 06/01/11 06/01/11 06/01/11 06/01/11 06/01/11 06/01/11 06/01/11 06/01/11

05/27/11 9919 - STIKER,EDWARD S. 05/27/11 9919 - STIKER,EDWARD S. 05/27/11 9919 - STIKER,EDWARD S. 05/27/11 9919 - STIKER,EDWARD S. 05/31/11 9919 - STIKER,EDWARD S. 05/31/11 9919 - STIKER,EDWARD S. 05/31/11 9919 - STIKER,EDWARD S. 05/31/11 9919 - STIKER,EDWARD S. 05/31/11 9919 - STIKER,EDWARD S. 05/31/11 9919 - STIKER,EDWARD S. 06/01/11 9919 - STIKER,EDWARD S. 06/03/11 9919 - STIKER,EDWARD S. 06/01/11 9919 - STIKER,EDWARD S. 06/01/11 9919 - STIKER,EDWARD S. 05/31/11 9919 - STIKER,EDWARD S. 06/03/11 9919 - STIKER,EDWARD S. 06/01/11 9919 - STIKER,EDWARD S. 06/01/11 9919 - STIKER,EDWARD S. 06/01/11 9919 - STIKER,EDWARD S. 06/02/11 9919 - STIKER,EDWARD S. 06/02/11 9919 - STIKER,EDWARD S. 06/02/11 9919 - STIKER,EDWARD S. 06/01/11 10321 - STIKER/QUBBAJ 06/01/11 10321 - STIKER/QUBBAJ 06/01/11 10321 - STIKER/QUBBAJ 06/01/11 10321 - STIKER/QUBBAJ 06/01/11 10321 - STIKER/QUBBAJ 06/01/11 10321 - STIKER/QUBBAJ 06/01/11 10321 - STIKER/QUBBAJ 06/01/11 10321 - STIKER/QUBBAJ 06/01/11 10321 - STIKER/QUBBAJ

1Q6UZ 1Q6UY 1Q6WC 1Q6WD

SRN3H 1Q70E 1Q70F

SRHS3 SRN46 1Q76D 1Q76E

HMJ9F HMJ9Y HMJ9X HMJ9K HMJA9 HMJ9N HMJ9C HMJCN HMJA6

06/01/11 06/01/11 06/01/11 06/01/11 06/01/11 06/01/11 06/01/11 06/01/11 06/01/11 06/01/11 06/01/11 06/01/11 06/01/11 06/01/11 06/01/11 06/01/11 06/01/11 06/01/11 06/01/11 06/01/11 06/01/11 06/01/11 06/01/11 06/01/11 06/01/11 06/01/11 06/01/11 06/01/11 06/01/11 06/01/11 06/01/11 06/01/11 06/01/11 06/01/11 06/01/11 06/01/11 06/01/11 06/01/11 06/01/11 06/01/11 06/01/11 06/01/11 06/01/11 06/01/11 06/01/11 06/02/11 06/01/11 06/01/11 06/01/11 06/01/11 06/01/11

06/01/11 10321 - STIKER/QUBBAJ 06/01/11 10321 - STIKER/QUBBAJ 06/01/11 10321 - STIKER/QUBBAJ 06/01/11 10321 - STIKER/QUBBAJ 06/01/11 10321 - STIKER/QUBBAJ 06/01/11 10321 - STIKER/QUBBAJ 06/01/11 10321 - STIKER/QUBBAJ 06/01/11 10321 - STIKER/QUBBAJ 06/01/11 10321 - STIKER/QUBBAJ 06/01/11 10321 - STIKER/QUBBAJ 06/01/11 10321 - STIKER/QUBBAJ 06/01/11 10321 - STIKER/QUBBAJ 06/01/11 10321 - STIKER/QUBBAJ 06/01/11 10321 - STIKER/QUBBAJ 06/01/11 10321 - STIKER/QUBBAJ 06/01/11 10321 - STIKER/QUBBAJ 06/01/11 10321 - STIKER/QUBBAJ 06/01/11 10321 - STIKER/QUBBAJ 06/01/11 10321 - STIKER/QUBBAJ 06/01/11 10321 - STIKER/QUBBAJ 06/01/11 10321 - STIKER/QUBBAJ 06/01/11 10321 - STIKER/QUBBAJ 06/01/11 10321 - STIKER/QUBBAJ 06/01/11 10321 - STIKER/QUBBAJ 06/01/11 10321 - STIKER/QUBBAJ 06/01/11 10321 - STIKER/QUBBAJ 06/01/11 10321 - STIKER/QUBBAJ 06/01/11 10321 - STIKER/QUBBAJ 06/01/11 10321 - STIKER/QUBBAJ 06/01/11 10321 - STIKER/QUBBAJ 06/01/11 10321 - STIKER/QUBBAJ 06/01/11 10321 - STIKER/QUBBAJ 06/01/11 10321 - STIKER/QUBBAJ 06/01/11 10321 - STIKER/QUBBAJ 06/01/11 10321 - STIKER/QUBBAJ 06/01/11 10321 - STIKER/QUBBAJ 06/01/11 10321 - STIKER/QUBBAJ 06/01/11 10321 - STIKER/QUBBAJ 06/01/11 10321 - STIKER/QUBBAJ 06/01/11 10321 - STIKER/QUBBAJ 06/01/11 10321 - STIKER/QUBBAJ 06/01/11 10321 - STIKER/QUBBAJ 06/01/11 10321 - STIKER/QUBBAJ 06/02/11 9919 - STIKER,EDWARD S. 06/02/11 9919 - STIKER,EDWARD S. 06/01/11 9919 - STIKER,EDWARD S. 06/01/11 9919 - STIKER,EDWARD S. 06/01/11 10321 - STIKER/QUBBAJ 06/01/11 10321 - STIKER/QUBBAJ 06/01/11 10321 - STIKER/QUBBAJ 06/01/11 10321 - STIKER/QUBBAJ

HMJA4 HMJAK HMJBE HMJ9U HMJ9G HMJA8 HMJA5 HMJ99 HMJAN HMJ9S HMJ9R HMJ9M HMJA7 HMJCM HMJBH HMJA1 HMJ9H HMJ9V HMJAP HMJAC HMJAG HMJBG HMJAE HMJ9P HMJBF HMJA0 HMJAH HMJAF HMJ9B HMJAB HMJA3 HMJAD HMJ9Q HMJA2 HMJ9W HMJAR HMJAM HMJAJ HMJAA HMJCK HMJ9Z HMJ9T HMJCP

SRHS3 SRN3H HMAV5 HMJDP HMJDX HMJDW

06/01/11 06/01/11 06/01/11 06/01/11 06/02/11 06/02/11 06/02/11 06/02/11 06/02/11 06/02/11 06/02/11 06/02/11 06/02/11 06/03/11 06/09/11

06/01/11 10321 - STIKER/QUBBAJ 06/01/11 10321 - STIKER/QUBBAJ 06/01/11 10321 - STIKER/QUBBAJ 06/01/11 10321 - STIKER/QUBBAJ 06/02/11 9919 - STIKER,EDWARD S. 06/03/11 9919 - STIKER,EDWARD S. 06/03/11 9919 - STIKER,EDWARD S. 06/03/11 9919 - STIKER,EDWARD S. 06/02/11 10321 - STIKER/QUBBAJ 06/02/11 10321 - STIKER/QUBBAJ 06/03/11 9919 - STIKER,EDWARD S. 06/03/11 9919 - STIKER,EDWARD S. 06/03/11 9919 - STIKER,EDWARD S. 06/03/11 9919 - STIKER,EDWARD S. 06/03/11 9919 - STIKER,EDWARD S.

HMJDR HMJDV HMJDQ HMJDY SRN60

HMJK0 HMJK1

KQCU9 EQXS6

06/15/11 06/03/11 06/03/11 06/03/11 06/03/11 06/03/11 06/03/11 06/03/11 06/03/11 06/03/11 06/03/11 06/06/11 06/06/11 06/06/11 06/06/11 06/06/11 06/06/11 06/06/11 06/06/11 06/06/11 06/06/11 06/06/11 06/06/11 06/07/11 06/07/11 06/07/11 06/07/11 06/07/11 06/07/11 06/07/11 06/07/11 06/09/11 06/15/11 06/09/11

06/03/11 9026 - TK INTL/STIKER 06/06/11 9919 - STIKER,EDWARD S. 06/06/11 9919 - STIKER,EDWARD S. 06/06/11 9919 - STIKER,EDWARD S. 06/06/11 9919 - STIKER,EDWARD S. 06/03/11 9919 - STIKER,EDWARD S. 06/06/11 9919 - STIKER,EDWARD S. 06/06/11 9919 - STIKER,EDWARD S. 06/06/11 9919 - STIKER,EDWARD S. 06/03/11 9919 - STIKER,EDWARD S. 06/03/11 10321 - STIKER/QUBBAJ 06/07/11 9919 - STIKER,EDWARD S. 06/07/11 9919 - STIKER,EDWARD S. 06/07/11 9919 - STIKER,EDWARD S. 06/07/11 9919 - STIKER,EDWARD S. 06/07/11 9919 - STIKER,EDWARD S. 06/07/11 9919 - STIKER,EDWARD S. 06/07/11 9919 - STIKER,EDWARD S. 06/07/11 9919 - STIKER,EDWARD S. 06/07/11 9919 - STIKER,EDWARD S. 06/07/11 9919 - STIKER,EDWARD S. 06/06/11 10321 - STIKER/QUBBAJ 06/06/11 10321 - STIKER/QUBBAJ 06/08/11 9919 - STIKER,EDWARD S. 06/07/11 9919 - STIKER,EDWARD S. 06/08/11 9919 - STIKER,EDWARD S. 06/08/11 9919 - STIKER,EDWARD S. 06/08/11 9919 - STIKER,EDWARD S. 06/08/11 9919 - STIKER,EDWARD S. 06/08/11 9919 - STIKER,EDWARD S. 06/07/11 9919 - STIKER,EDWARD S. 06/08/11 9919 - STIKER,EDWARD S. 06/08/11 9919 - STIKER,EDWARD S. 06/08/11 11116 - STIKER/MACGILLIVRAY

EVRVW

1Q7QG

1Q7QF HMJS2

CJ3GF CJ3GG 1Q80T

SRNAT 1Q88Q SRNA2

06/15/11 06/09/11 06/08/11 06/08/11 06/08/11 06/08/11 06/08/11 06/08/11 06/08/11 06/08/11 06/08/11 06/08/11 06/08/11 06/08/11 06/08/11 06/08/11 06/08/11 06/08/11 06/08/11 06/08/11 06/08/11 06/08/11 06/08/11 06/08/11 06/08/11 06/08/11 06/10/11 06/09/11 06/13/11 06/13/11 06/09/11 06/09/11 06/09/11 06/09/11 06/09/11 06/09/11 06/09/11 06/09/11 06/09/11 06/09/11 06/09/11 06/09/11 06/13/11 06/10/11

06/08/11 9026 - TK INTL/STIKER 06/08/11 11116 - STIKER/MACGILLIVRAY 06/09/11 9919 - STIKER,EDWARD S. 06/09/11 9919 - STIKER,EDWARD S. 06/08/11 9919 - STIKER,EDWARD S. 06/09/11 9919 - STIKER,EDWARD S. 06/09/11 9919 - STIKER,EDWARD S. 06/09/11 9919 - STIKER,EDWARD S. 06/09/11 9919 - STIKER,EDWARD S. 06/09/11 9919 - STIKER,EDWARD S. 06/09/11 9919 - STIKER,EDWARD S. 06/09/11 9919 - STIKER,EDWARD S. 06/09/11 9919 - STIKER,EDWARD S. 06/09/11 9919 - STIKER,EDWARD S. 06/09/11 9919 - STIKER,EDWARD S. 06/09/11 9919 - STIKER,EDWARD S. 06/09/11 9919 - STIKER,EDWARD S. 06/09/11 9919 - STIKER,EDWARD S. 06/09/11 9919 - STIKER,EDWARD S. 06/15/11 9919 - STIKER,EDWARD S. 06/08/11 10321 - STIKER/QUBBAJ 06/08/11 9919 - STIKER,EDWARD S. 06/08/11 9919 - STIKER,EDWARD S. 06/08/11 9919 - STIKER,EDWARD S. 06/08/11 9919 - STIKER,EDWARD S. 06/08/11 9919 - STIKER,EDWARD S. 06/09/11 9919 - STIKER,EDWARD S. 06/09/11 9919 - STIKER,EDWARD S. 06/09/11 9919 - STIKER,EDWARD S. 06/09/11 9919 - STIKER,EDWARD S. 06/10/11 9919 - STIKER,EDWARD S. 06/10/11 9919 - STIKER,EDWARD S. 06/10/11 9919 - STIKER,EDWARD S. 06/15/11 9919 - STIKER,EDWARD S. 06/10/11 9919 - STIKER,EDWARD S. 06/10/11 9919 - STIKER,EDWARD S. 06/10/11 9919 - STIKER,EDWARD S. 06/10/11 9919 - STIKER,EDWARD S. 06/10/11 9919 - STIKER,EDWARD S. 06/10/11 9026 - TK INTL/STIKER 06/10/11 9026 - TK INTL/STIKER 06/10/11 9919 - STIKER,EDWARD S. 06/10/11 9919 - STIKER,EDWARD S. 06/10/11 9919 - STIKER,EDWARD S.

EVRXS SRNAR

1Q89E

HMK7P 1Q89F SRGQ1 SRESM SRH0P SRH0Z SRNBN 1Q8HC YATYW 1Q8D6

SRNDP EQXT1

06/15/11 06/13/11 06/13/11 06/13/11 06/10/11 06/10/11 06/10/11 06/10/11 06/10/11 06/13/11 06/13/11 06/13/11 06/10/11 06/10/11 06/10/11 06/10/11 06/10/11 06/10/11 06/10/11 06/10/11 06/10/11 06/13/11

06/10/11 9026 - TK INTL/STIKER 06/10/11 9919 - STIKER,EDWARD S. 06/10/11 9919 - STIKER,EDWARD S. 06/10/11 9919 - STIKER,EDWARD S. 06/13/11 9919 - STIKER,EDWARD S. 06/13/11 9919 - STIKER,EDWARD S. 06/13/11 9919 - STIKER,EDWARD S. 06/13/11 9919 - STIKER,EDWARD S. 06/10/11 10321 - STIKER/QUBBAJ 06/13/11 9919 - STIKER,EDWARD S. 06/13/11 9919 - STIKER,EDWARD S. 06/13/11 9919 - STIKER,EDWARD S. 06/10/11 9919 - STIKER,EDWARD S. 06/10/11 9919 - STIKER,EDWARD S. 06/10/11 9919 - STIKER,EDWARD S. 06/10/11 9919 - STIKER,EDWARD S. 06/10/11 9919 - STIKER,EDWARD S. 06/10/11 9919 - STIKER,EDWARD S. 06/10/11 9919 - STIKER,EDWARD S. 06/10/11 11116 - STIKER/MACGILLIVRAY 06/10/11 11116 - STIKER/MACGILLIVRAY 06/13/11 9919 - STIKER,EDWARD S.

EVRZ9 1Q8TG 1Q8TH 1Q8TJ

HMKTQ

SRF98 SRHCK SREBR SRET8 SREAT SRH36 SREBQ HKH2B HKH2A SRND6

06/15/11 06/13/11 06/13/11 06/13/11 06/13/11 06/13/11 06/13/11 06/15/11 06/15/11 06/14/11 06/14/11 06/14/11 06/14/11 06/14/11 06/14/11 06/14/11 06/14/11 06/14/11 06/14/11 06/14/11 06/14/11 06/14/11 06/14/11 06/14/11 06/14/11

06/13/11 9026 - TK INTL/STIKER 06/14/11 9919 - STIKER,EDWARD S. 06/14/11 9919 - STIKER,EDWARD S. 06/14/11 9919 - STIKER,EDWARD S. 06/13/11 9919 - STIKER,EDWARD S. 06/13/11 9919 - STIKER,EDWARD S. 06/13/11 9919 - STIKER,EDWARD S. 06/14/11 9919 - STIKER,EDWARD S. 06/14/11 9919 - STIKER,EDWARD S. 06/14/11 9919 - STIKER,EDWARD S. 06/15/11 9919 - STIKER,EDWARD S. 06/15/11 9919 - STIKER,EDWARD S. 06/15/11 9919 - STIKER,EDWARD S. 06/15/11 9919 - STIKER,EDWARD S. 06/15/11 9919 - STIKER,EDWARD S. 06/15/11 9919 - STIKER,EDWARD S. 06/15/11 9919 - STIKER,EDWARD S. 06/15/11 9919 - STIKER,EDWARD S. 06/15/11 9919 - STIKER,EDWARD S. 06/14/11 9919 - STIKER,EDWARD S. 06/14/11 9919 - STIKER,EDWARD S. 06/14/11 9919 - STIKER,EDWARD S. 06/15/11 9919 - STIKER,EDWARD S. 06/14/11 9919 - STIKER,EDWARD S. 06/14/11 10321 - STIKER/QUBBAJ

EVRZJ

SRF2B SRGRV 1Q912 1Q913 1Q91Z

SRH4X HMM6T

06/15/11 06/16/11 06/15/11 06/15/11 06/15/11 06/15/11 06/15/11 06/15/11 06/15/11 06/15/11 06/15/11 06/15/11 06/24/11 06/16/11 06/16/11 06/16/11 06/16/11 06/16/11 06/16/11 06/16/11 06/16/11 06/16/11 06/16/11 06/16/11 06/16/11 06/16/11 06/16/11 06/16/11 06/16/11 06/16/11 06/16/11 06/16/11 06/16/11 06/16/11 06/16/11 06/16/11 06/21/11 06/17/11 06/17/11 06/17/11 06/17/11 06/17/11 06/17/11 06/17/11 06/17/11 06/17/11 06/17/11 06/17/11 06/17/11 06/17/11

06/15/11 9919 - STIKER,EDWARD S. 06/15/11 9919 - STIKER,EDWARD S. 06/15/11 9919 - STIKER,EDWARD S. 06/16/11 9919 - STIKER,EDWARD S. 06/16/11 9919 - STIKER,EDWARD S. 06/16/11 9919 - STIKER,EDWARD S. 06/16/11 9919 - STIKER,EDWARD S. 06/16/11 9919 - STIKER,EDWARD S. 06/16/11 9919 - STIKER,EDWARD S. 06/16/11 9919 - STIKER,EDWARD S. 06/15/11 10321 - STIKER/QUBBAJ 06/15/11 9919 - STIKER,EDWARD S. 06/16/11 9919 - STIKER,EDWARD S. 06/17/11 9919 - STIKER,EDWARD S. 06/17/11 9919 - STIKER,EDWARD S. 06/17/11 9919 - STIKER,EDWARD S. 06/17/11 9919 - STIKER,EDWARD S. 06/17/11 9919 - STIKER,EDWARD S. 06/17/11 9919 - STIKER,EDWARD S. 06/17/11 9919 - STIKER,EDWARD S. 06/17/11 9919 - STIKER,EDWARD S. 06/17/11 9919 - STIKER,EDWARD S. 06/16/11 10321 - STIKER/QUBBAJ 06/16/11 10321 - STIKER/QUBBAJ 06/16/11 10321 - STIKER/QUBBAJ 06/16/11 10321 - STIKER/QUBBAJ 06/16/11 10321 - STIKER/QUBBAJ 06/16/11 10321 - STIKER/QUBBAJ 06/16/11 10321 - STIKER/QUBBAJ 06/16/11 10321 - STIKER/QUBBAJ 06/16/11 10321 - STIKER/QUBBAJ 06/16/11 10321 - STIKER/QUBBAJ 06/16/11 10321 - STIKER/QUBBAJ 06/16/11 10321 - STIKER/QUBBAJ 06/16/11 10321 - STIKER/QUBBAJ 06/16/11 10321 - STIKER/QUBBAJ 06/17/11 9919 - STIKER,EDWARD S. 06/20/11 9919 - STIKER,EDWARD S. 06/20/11 9919 - STIKER,EDWARD S. 06/20/11 9919 - STIKER,EDWARD S. 06/20/11 9919 - STIKER,EDWARD S. 06/20/11 9919 - STIKER,EDWARD S. 06/20/11 9919 - STIKER,EDWARD S. 06/17/11 10321 - STIKER/QUBBAJ 06/17/11 10321 - STIKER/QUBBAJ 06/17/11 10321 - STIKER/QUBBAJ 06/17/11 10321 - STIKER/QUBBAJ 06/17/11 10321 - STIKER/QUBBAJ 06/17/11 10321 - STIKER/QUBBAJ 06/17/11 10321 - STIKER/QUBBAJ

SRNHJ EQXTY

HMMM3 1Q98W

HMMZ7 HMMZ5 HMMZ8 HMKG3 HMMX0 HMMZ6 HMMZ3 HMMZ2 HMKG2 HMFDM HMFDK HMMZ9 HMMZ4 HMMX1 EVRZW

HMNDN HMNDK HMNDV HMNDM HMNDP HMNFF HMNDU

06/17/11 06/17/11 06/17/11 06/24/11 06/20/11 06/20/11 06/20/11 06/20/11 06/20/11 06/20/11 06/20/11 06/24/11 06/24/11 06/24/11 06/24/11 06/21/11 06/21/11 06/21/11 06/21/11 06/21/11 06/17/11 06/24/11 06/22/11 06/22/11 06/22/11 06/22/11 06/22/11 06/24/11 06/23/11 06/23/11 06/23/11 06/23/11 06/23/11 06/23/11 06/23/11 06/23/11 06/23/11 06/23/11 06/23/11 06/24/11 06/24/11 06/24/11 06/24/11 06/24/11 06/24/11 06/24/11 06/24/11 06/24/11

06/17/11 10321 - STIKER/QUBBAJ 06/17/11 11116 - STIKER/MACGILLIVRAY 06/17/11 11116 - STIKER/MACGILLIVRAY 06/20/11 9919 - STIKER,EDWARD S. 06/21/11 9919 - STIKER,EDWARD S. 06/21/11 9919 - STIKER,EDWARD S. 06/21/11 9919 - STIKER,EDWARD S. 06/21/11 9919 - STIKER,EDWARD S. 06/21/11 9919 - STIKER,EDWARD S. 06/21/11 9919 - STIKER,EDWARD S. 06/20/11 10321 - STIKER/QUBBAJ 06/21/11 9919 - STIKER,EDWARD S. 06/21/11 9919 - STIKER,EDWARD S. 06/21/11 9919 - STIKER,EDWARD S. 06/21/11 9919 - STIKER,EDWARD S. 06/22/11 9919 - STIKER,EDWARD S. 06/22/11 9919 - STIKER,EDWARD S. 06/22/11 9919 - STIKER,EDWARD S. 06/21/11 9919 - STIKER,EDWARD S. 06/21/11 9919 - STIKER,EDWARD S. 06/21/11 9919 - STIKER,EDWARD S. 06/22/11 9919 - STIKER,EDWARD S. 06/22/11 10321 - STIKER/QUBBAJ 06/22/11 10321 - STIKER/QUBBAJ 06/22/11 9919 - STIKER,EDWARD S. 06/22/11 9919 - STIKER,EDWARD S. 06/27/11 9919 - STIKER,EDWARD S. 06/23/11 9919 - STIKER,EDWARD S. 06/24/11 9919 - STIKER,EDWARD S. 06/24/11 9919 - STIKER,EDWARD S. 06/24/11 9919 - STIKER,EDWARD S. 06/24/11 9919 - STIKER,EDWARD S. 06/23/11 10321 - STIKER/QUBBAJ 06/24/11 9919 - STIKER,EDWARD S. 06/23/11 10321 - STIKER/QUBBAJ 06/23/11 10321 - STIKER/QUBBAJ 06/23/11 10321 - STIKER/QUBBAJ 06/23/11 10321 - STIKER/QUBBAJ 06/23/11 10321 - STIKER/QUBBAJ 06/27/11 9919 - STIKER,EDWARD S. 06/27/11 9919 - STIKER,EDWARD S. 06/27/11 9919 - STIKER,EDWARD S. 06/27/11 9919 - STIKER,EDWARD S. 06/27/11 9919 - STIKER,EDWARD S. 06/27/11 9919 - STIKER,EDWARD S. 06/27/11 9919 - STIKER,EDWARD S. 06/27/11 9919 - STIKER,EDWARD S. 06/24/11 9919 - STIKER,EDWARD S.

HMNDH HKE56 HKN9W 1Q9S4

CJ3PN 1Q9V5 1Q9WB 1Q9VH 1Q9FN

YSFWM SRNPS HMP2N HMP2M

1QAAR

HMP9W EJTQ3 EJS4B EJSCJ EJTQ4 EJTQ6

1QAP1

06/24/11 06/24/11

06/27/11 9919 - STIKER,EDWARD S. 06/24/11 10321 - STIKER/QUBBAJ

HMPFR

Trading CC Desc NA VOLATILITY TRADING NA INFLATION TRADING IR MGMT - STRUCTURED RATES TK VOLATILITY TRADING TK VOLATILITY TRADING TK JPY SWAP TRDG STERLING RATES NA INDEX TRADING DSP STRUCTURES HEDGE ALL DSP STRUCTURES HEDGE ALL TAX TRD - GOVERNMENT BOND NA VOLATILITY TRADING TAX TRD - GOVERNMENT BOND FI CLIENT FINANCING - US NA VOLATILITY TRADING EU VOLATILITY TRADING EU VOLATILITY TRADING EU VOLATILITY TRADING TAX TRD - GOVT AGENCY TRADING NA VOLATILITY TRADING NA VOLATILITY TRADING NA VOLATILITY TRADING NA SWAPS TRDG NA VOLATILITY TRADING NA VOLATILITY TRADING NA VOLATILITY TRADING TAX TRD - GOVERNMENT BOND TAX TRD - GOVERNMENT BOND TAX TRD - GOVERNMENT BOND TAX TRD - GOVERNMENT BOND NA CP PRIMARY NONJV NA SWAPS TRDG NA VOLATILITY TRADING NA VOLATILITY TRADING NA VOLATILITY TRADING NA VOLATILITY TRADING NA SWAPS TRDG EU USSWP TRD NA SWAPS TRDG SWING ACTIVITY SWING ACTIVITY SWING ACTIVITY SWING ACTIVITY SWING ACTIVITY SECONDARY CORPORATES SECONDARY CORPORATES SECONDARY CORPORATES TAX TRD - GOVERNMENT BOND

Trading Book(BAAC) LONG_DATED_VOL VOLATILITY_OTHER ACDMP TSJPY TSJPY TOJPY TOSTG NA TRADING FINANCE DIVIDEND NY TRADING_TREASURIES LONG_DATED_VOL NY TRADING_MISC TREASURY BILL BOOK LONG_DATED_VOL TNDEM TNDEM TNDEM NY TRADING_AGENCIES LONG_DATED_VOL LONG_DATED_VOL LONG_DATED_VOL USD_SWAPS LONG_DATED_VOL LONG_DATED_VOL LONG_DATED_VOL NY TRADING_TREASURIES NY TRADING_TREASURIES NY TRADING_TREASURIES NY TRADING_TREASURIES CPFXD USD_SWAPS LONG_DATED_VOL LONG_DATED_VOL LONG_DATED_VOL LONG_DATED_VOL USD_SWAPS EUUSD USD_SWAPS IGRES IGRES IGRES IGRES IGRES IGDEX IGUTL IGDEX NY TRADING_MISC

Trading Book ACUSD TOTIP ACDMP TSJPY TSJPY TOJPY TOSTG

MM Markup 0 0 0 0 0 0 0 0 0 0 0 0 0 0 0 0 0 0 0 0 0 0 0 0 0 0 0 0 0 0 0 0 0 0 0 0 0 0 0 0 0 0 0 0 0 0 0 0

ACUSD

ACUSD TNDEM TNDEM TNDEM ACUSD ACUSD ACUSD TOUSD ACUSD ACUSD ACUSD

TOUSD ACUSD ACUSD ACUSD ACUSD TOUSD EUUSD TOUSD

NA VOLATILITY TRADING SWING ACTIVITY TAX TRD - GOVERNMENT BOND TAX TRD - GOVERNMENT BOND SECONDARY CORPORATES SECONDARY CORPORATES SECONDARY CORPORATES TK VOLATILITY TRADING TAX TRD - GOVERNMENT BOND TAX TRD - GOVERNMENT BOND SWING ACTIVITY SECONDARY CORPORATES SECONDARY CORPORATES SECONDARY CORPORATES SECONDARY CORPORATES SECONDARY CORPORATES AP IRCC IR TRADING - SYDNEY AP IRCC IR TRADING - SYDNEY TAX TRD - GOVERNMENT BOND TAX TRD - GOVERNMENT BOND TAX TRD - GOVERNMENT BOND TAX TRD - GOVERNMENT BOND TAX TRD - GOVERNMENT BOND TAX TRD - GOVERNMENT BOND NA VOLATILITY TRADING TAX TRD - GOVERNMENT BOND TAX TRD - GOVERNMENT BOND SECONDARY CORPORATES SECONDARY CORPORATES TAX TRD - GOVERNMENT BOND TAX TRD - GOVERNMENT BOND TAX TRD - GOVERNMENT BOND FI CLIENT FINANCING - US NA VOLATILITY TRADING NA VOLATILITY TRADING SECONDARY CORPORATES SECONDARY CORPORATES SECONDARY CORPORATES SECONDARY CORPORATES NA VOLATILITY TRADING NA VOLATILITY TRADING TAX TRD - GOVERNMENT BOND NA VOLATILITY TRADING SWING ACTIVITY SWING ACTIVITY TAX TRD - GOVERNMENT BOND TAX TRD - GOVERNMENT BOND TAX TRD - GOVERNMENT BOND TAX TRD - GOVERNMENT BOND TAX TRD - GOVERNMENT BOND

LONG_DATED_VOL ACUSD IGRES NY TRADING_TREASURIES NY TRADING_TREASURIES IGDEX IGINS IGFIN TSJPY TSJPY NY TRADING_TREASURIES NY TRADING_TREASURIES IGRES IGFIN TOHYI IGHEL IGDEX IGHEL TOAU9 TOAU9 NY TRADING_TREASURIES NY TRADING_TREASURIES NY TRADING_MISC NY TRADING_TREASURIES NY TRADING_MISC NY TRADING_TREASURIES SHORT_DATED_VOL NY TRADING_TREASURIES NY TRADING_TREASURIES IGUTL IGUTL NY TRADING_MISC NY TRADING_MISC NY TRADING_MISC TREASURY BILL BOOK SHORT_DATED_VOL SHORT_DATED_VOL IGUTL IGUTL IGUTL IGDEX LONG_DATED_VOL LONG_DATED_VOL NY TRADING_MISC LONG_DATED_VOL IGRES IGRES NY TRADING_TREASURIES NY TRADING_TREASURIES NY TRADING_TREASURIES NY TRADING_TREASURIES NY TRADING_TREASURIES

0 0 0 0 0 0 0 0 0 0 0 0 0 0 0 0 0 0 0 0 0 0 0 0 0 0 0 0 0 0 0 0 0 0 0 0 0 0 0 0 0 0 0 0 0 0 0 0 0 0

TOAU9 TOAU9

ACSTP

ACSTP ACSTP

ACUSD ACUSD ACUSD

TAX TRD - GOVERNMENT BOND TAX TRD - GOVERNMENT BOND TAX TRD - GOVERNMENT BOND TAX TRD - GOVERNMENT BOND FI CLIENT FINANCING - US NA VOLATILITY TRADING TAX TRD - GOVERNMENT BOND TAX TRD - GOVERNMENT BOND TAX TRD - GOVERNMENT BOND TAX TRD - GOVERNMENT BOND TAX TRD - GOVERNMENT BOND TAX TRD - GOVERNMENT BOND TAX TRD - GOVERNMENT BOND TAX TRD - GOVERNMENT BOND TAX TRD - GOVERNMENT BOND TAX TRD - GOVERNMENT BOND TAX TRD - GOVERNMENT BOND TAX TRD - GOVERNMENT BOND TAX TRD - GOVERNMENT BOND NA SWAPS TRDG TAX TRD - GOVERNMENT BOND TAX TRD - GOVERNMENT BOND TAX TRD - GOVERNMENT BOND TAX TRD - GOVERNMENT BOND TAX TRD - GOVERNMENT BOND TAX TRD - GOVERNMENT BOND NA VOLATILITY TRADING TAX TRD - GOVERNMENT BOND FI CLIENT FINANCING - US SWING ACTIVITY SWING ACTIVITY NA VOLATILITY TRADING NA VOLATILITY TRADING NA VOLATILITY TRADING NA VOLATILITY TRADING NA VOLATILITY TRADING NA VOLATILITY TRADING NA VOLATILITY TRADING NA VOLATILITY TRADING TAX TRD - GOVERNMENT BOND TAX TRD - GOVERNMENT BOND NA VOLATILITY TRADING NA VOLATILITY TRADING NA SWAPS TRDG NA SWAPS TRDG NA VOLATILITY TRADING SECONDARY CORPORATES TAX TRD - GOVERNMENT BOND TAX TRD - GOVERNMENT BOND TAX TRD - GOVERNMENT BOND

NY TRADING_MISC NY TRADING_TREASURIES NY TRADING_TREASURIES NY TRADING_TREASURIES TREASURY BILL BOOK LONG_DATED_VOL NY TRADING_TREASURIES NY TRADING_TREASURIES NY TRADING_TREASURIES NY TRADING_TREASURIES NY TRADING_TREASURIES NY TRADING_TREASURIES NY TRADING_TREASURIES NY TRADING_TREASURIES NY TRADING_TREASURIES NY TRADING_TREASURIES NY TRADING_TREASURIES NY TRADING_TREASURIES NY TRADING_TREASURIES USD_SWAPS NY TRADING_TREASURIES NY TRADING_TREASURIES NY TRADING_TREASURIES NY TRADING_TREASURIES NY TRADING_TREASURIES NY TRADING_TREASURIES LONG_DATED_VOL NY TRADING_TREASURIES TREASURY BILL BOOK IGRES IGRES LONG_DATED_VOL LONG_DATED_VOL LONG_DATED_VOL LONG_DATED_VOL LONG_DATED_VOL LONG_DATED_VOL LONG_DATED_VOL LONG_DATED_VOL NY TRADING_TREASURIES NY TRADING_TREASURIES LONG_DATED_VOL LONG_DATED_VOL

ACUSD

TOUSD

ACUSD

ACUSD ACUSD ACUSD ACUSD ACUSD ACUSD ACUSD ACUSD

ACUSD ACUSD

0 0 0 0 0 0 0 0 0 0 0 0 0 0 0 0 0 0 0 0 0 0 0 0 0 0 0 0 0 0 0 0 0 0 0 0 0 0 0 0 0 0 0 0 0 0 0 0 0 0

USD_SWAPS BASIS USD_SWAPS BASIS LONG_DATED_VOL ACUSD IGUTL NY TRADING_TREASURIES NY TRADING_TREASURIES NY TRADING_TREASURIES

SWING ACTIVITY EU VOLATILITY TRADING EU VOLATILITY TRADING TAX TRD - GOVERNMENT BOND TAX TRD - GOVERNMENT BOND TAX TRD - GOVERNMENT BOND SWING ACTIVITY SWING ACTIVITY SWING ACTIVITY NA VOLATILITY TRADING NA VOLATILITY TRADING NA SWAPS TRDG NA SWAPS TRDG NA SWAPS TRDG TAX TRD - GOVERNMENT BOND TAX TRD - GOVERNMENT BOND TAX TRD - GOVERNMENT BOND FI CLIENT FINANCING - US NA VOLATILITY TRADING NA VOLATILITY TRADING NA VOLATILITY TRADING NA VOLATILITY TRADING NA VOLATILITY TRADING NA VOLATILITY TRADING NA VOLATILITY TRADING NA VOLATILITY TRADING SWING ACTIVITY SWING ACTIVITY NA VOLATILITY TRADING TAX TRD - GOVERNMENT BOND FI CLIENT FINANCING - US TAX TRD - GOVERNMENT BOND TAX TRD - GOVERNMENT BOND TAX TRD - GOVERNMENT BOND TAX TRD - GOVERNMENT BOND TAX TRD - GOVERNMENT BOND TAX TRD - GOVERNMENT BOND TAX TRD - GOVERNMENT BOND TAX TRD - GOVERNMENT BOND FI CLIENT FINANCING - US NA VOLATILITY TRADING TAX TRD - GOVERNMENT BOND TK US GOVERNMENT BOND TRADING TAX TRD - GOVERNMENT BOND TAX TRD - GOVERNMENT BOND NA VOLATILITY TRADING NA VOLATILITY TRADING TAX TRD - GOVERNMENT BOND EU VOLATILITY TRADING SWING ACTIVITY TAX TRD - GOVERNMENT BOND

IGRES TODEM TODEM NY TRADING_TREASURIES NY TRADING_TREASURIES NY TRADING_TREASURIES IGRES IGRES IGRES LONG_DATED_VOL LONG_DATED_VOL USD_SWAPS USD_SWAPS USD_SWAPS NY TRADING_TREASURIES NY TRADING_TREASURIES NY TRADING_TREASURIES TREASURY BILL BOOK LONG_DATED_VOL LONG_DATED_VOL LONG_DATED_VOL LONG_DATED_VOL LONG_DATED_VOL LONG_DATED_VOL LONG_DATED_VOL LONG_DATED_VOL IGRES IGRES LONG_DATED_VOL NY TRADING_MISC TREASURY BILL BOOK NY TRADING_TREASURIES NY TRADING_TREASURIES NY TRADING_TREASURIES NY TRADING_TREASURIES NY TRADING_TREASURIES NY TRADING_TREASURIES NY TRADING_TREASURIES NY TRADING_TREASURIES TREASURY BILL BOOK LONG_DATED_VOL NY TRADING_TREASURIES UST FLOW NY TRADING_TREASURIES NY TRADING_TREASURIES LONG_DATED_VOL LONG_DATED_VOL NY TRADING_TREASURIES TNDEM IGRES NY TRADING_TREASURIES

TODEM TODEM

ACUSD ACUSD TOUSD BASIS BASIS

ACUSD ACUSD ACUSD ACUSD ACUSD ACUSD ACUSD ACUSD

ACUSD

ACUSD ACUSD TNDEM

0 0 0 0 0 0 0 0 0 0 0 0 0 0 0 0 0 0 0 0 0 0 0 0 0 0 0 0 0 0 0 0 0 0 0 0 0 0 0 0 0 0 0 0 0 0 0 0 0 0 0

TAX TRD - GOVERNMENT BOND NA VOLATILITY TRADING TAX TRD - GOVERNMENT BOND TAX TRD - GOVERNMENT BOND TAX TRADING - US GOVTS NA VOLATILITY TRADING SWING ACTIVITY SWING ACTIVITY

NY TRADING_TREASURIES SHORT_DATED_VOL ACSTP NY TRADING_TREASURIES NY TRADING_MISC MAIN SHORT_DATED_VOL ACSTP IGRES IGRES

0 0 0 0 0 0 0 0

TAX TRD - GOVERNMENT BOND TAX TRD - GOVERNMENT BOND NA SWAPS TRDG TAX TRD - GOVERNMENT BOND TAX TRD - GOVERNMENT BOND NA SWAPS TRDG NA SWAPS TRDG NA SWAPS TRDG NA VOLATILITY TRADING NA VOLATILITY TRADING TAX TRD - GOVERNMENT BOND TAX TRD - GOVERNMENT BOND TAX TRD - GOVERNMENT BOND NA SWAPS TRDG NA VOLATILITY TRADING NA VOLATILITY TRADING NA VOLATILITY TRADING SWING ACTIVITY SECONDARY CORPORATES NA SWAPS TRDG TAX TRD - GOVERNMENT BOND TAX TRD - GOVERNMENT BOND TAX TRD - GOVERNMENT BOND TAX TRD - GOVERNMENT BOND TAX TRD - GOVERNMENT BOND TAX TRD - GOVERNMENT BOND SWING ACTIVITY SWING ACTIVITY SWING ACTIVITY SECONDARY CORPORATES SECONDARY CORPORATES NA VOLATILITY TRADING AP IRCC IR TRADING - SYDNEY FI CLIENT FINANCING - US NA SWAPS TRDG EU VOLATILITY TRADING NA VOLATILITY TRADING NA VOLATILITY TRADING NA VOLATILITY TRADING SWING ACTIVITY

NY TRADING_TREASURIES NY TRADING_TREASURIES USD_SWAPS NY TRADING_TREASURIES NY TRADING_TREASURIES USD_SWAPS USD_SWAPS USD_SWAPS LONG_DATED_VOL LONG_DATED_VOL NY TRADING_TREASURIES NY TRADING_TREASURIES NY TRADING_MISC USD_SWAPS LONG_DATED_VOL LONG_DATED_VOL LONG_DATED_VOL IGRES IGUTL USD_SWAPS NY TRADING_TREASURIES NY TRADING_TREASURIES NY TRADING_TREASURIES NY TRADING_MISC NY TRADING_TREASURIES NY TRADING_MISC IGRES IGRES IGRES IGDEX IGINS LONG_DATED_VOL TOAU9 TREASURY BILL BOOK USD_SWAPS TNDEM LONG_DATED_VOL LONG_DATED_VOL LONG_DATED_VOL IGRES

TOUSD

TOUSD TOUSD TOSCP ACUSD ACUSD

TOSCP ACUSD ACUSD ACUSD

0 0 0 0 0 0 0 0 0 0 0 0 0 0 0 0 0 0 0 0 0 0 0 0 0 0 0 0 0 0 0 0 0 0 0 0 0 0 0 0

TOSCP

ACUSD TOAU9 TOUSD TNDEM ACUSD ACUSD ACUSD

SWING ACTIVITY SWING ACTIVITY SECONDARY CORPORATES SECONDARY CORPORATES NA VOLATILITY TRADING NA VOLATILITY TRADING TAX TRD - GOVERNMENT BOND TAX TRD - GOVERNMENT BOND TAX TRD - GOVERNMENT BOND TAX TRD - GOVERNMENT BOND TAX TRD - GOVERNMENT BOND TAX TRD - GOVERNMENT BOND NA VOLATILITY TRADING NA VOLATILITY TRADING NA VOLATILITY TRADING NA VOLATILITY TRADING NA VOLATILITY TRADING NA VOLATILITY TRADING NA VOLATILITY TRADING TAX TRD - GOVERNMENT BOND TAX TRD - GOVERNMENT BOND TAX TRD - GOVERNMENT BOND NA SWAPS TRDG NA SWAPS TRDG TAX TRD - GOVERNMENT BOND TAX TRD - GOVERNMENT BOND TAX TRD - GOVERNMENT BOND TAX TRD - GOVERNMENT BOND TAX TRD - GOVERNMENT BOND TAX TRD - GOVERNMENT BOND TAX TRD - GOVERNMENT BOND TAX TRD - GOVERNMENT BOND TAX TRD - GOVERNMENT BOND TAX TRD - GOVERNMENT BOND TAX TRD - GOVERNMENT BOND TAX TRD - GOVERNMENT BOND TAX TRD - GOVERNMENT BOND EU VOLATILITY TRADING NA VOLATILITY TRADING NA VOLATILITY TRADING NA VOLATILITY TRADING NA VOLATILITY TRADING AP IRCC IR TRADING - SYDNEY TAX TRD - GOVERNMENT BOND TAX TRD - GOVERNMENT BOND TAX TRD - GOVERNMENT BOND TAX TRD - GOVERNMENT BOND TAX TRD - GOVERNMENT BOND SECONDARY CORPORATES SECONDARY CORPORATES

IGRES IGRES IGDEX IGDEX LONG_DATED_VOL LONG_DATED_VOL NY TRADING_TREASURIES NY TRADING_TREASURIES NY TRADING_TREASURIES NY TRADING_TREASURIES NY TRADING_TREASURIES NY TRADING_TREASURIES LONG_DATED_VOL LONG_DATED_VOL LONG_DATED_VOL LONG_DATED_VOL LONG_DATED_VOL LONG_DATED_VOL LONG_DATED_VOL NY TRADING_TREASURIES NY TRADING_TREASURIES NY TRADING_TREASURIES USD_SWAPS USD_SWAPS NY TRADING_TREASURIES NY TRADING_MISC NY TRADING_MISC NY TRADING_MISC NY TRADING_MISC NY TRADING_MISC NY TRADING_TREASURIES NY TRADING_TREASURIES NY TRADING_TREASURIES NY TRADING_TREASURIES NY TRADING_MISC NY TRADING_MISC NY TRADING_MISC TODEM LONG_DATED_VOL LONG_DATED_VOL LONG_DATED_VOL LONG_DATED_VOL TOAU9 NY TRADING_TREASURIES NY TRADING_TREASURIES NY TRADING_TREASURIES NY TRADING_TREASURIES NY TRADING_TREASURIES IGTMT IGLTD

ACUSD ACUSD

ACUSD ACUSD ACUSD ACUSD ACUSD ACUSD ACUSD

0 0 0 0 0 0 0 0 0 0 0 0 0 0 0 0 0 0 0 0 0 0 0 0 0 0 0 0 0 0 0 0 0 0 0 0 0 0 0 0 0 0 0 0 0 0 0 0 0 0

TOSCP TOSCP

TODEM ACUSD ACUSD ACUSD ACUSD TOAU9

SECONDARY CORPORATES NA VOLATILITY TRADING TAX TRD - GOVERNMENT BOND TAX TRD - GOVERNMENT BOND TAX TRD - GOVERNMENT BOND TAX TRD - GOVERNMENT BOND TAX TRD - GOVERNMENT BOND NA VOLATILITY TRADING SECONDARY CORPORATES NA INFLATION TRADING TAX TRD - GOVERNMENT BOND NA INFLATION TRADING SWING ACTIVITY SECONDARY CORPORATES SECONDARY CORPORATES TAX TRD - GOVERNMENT BOND TAX TRD - GOVERNMENT BOND TAX TRD - GOVERNMENT BOND NA SWAPS TRDG NA SWAPS TRDG TAX TRD - GOVERNMENT BOND TAX TRD - GOVERNMENT BOND NA SWAPS TRDG TAX TRD - GOVERNMENT BOND TAX TRD - GOVERNMENT BOND NA SWAPS TRDG NA SWAPS TRDG TAX TRD - GOVERNMENT BOND TAX TRD - GOVERNMENT BOND TAX TRD - GOVERNMENT BOND NA VOLATILITY TRADING NA VOLATILITY TRADING NA VOLATILITY TRADING NA VOLATILITY TRADING NA VOLATILITY TRADING AP IRCC IR TRADING - SYDNEY TAX TRD - GOVERNMENT BOND TAX TRD - GOVERNMENT BOND TAX TRD - GOVERNMENT BOND TAX TRD - GOVERNMENT BOND TAX TRD - GOVERNMENT BOND TAX TRD - GOVERNMENT BOND AP IRCC IR TRADING - SYDNEY NA VOLATILITY TRADING NA VOLATILITY TRADING NA VOLATILITY TRADING NA VOLATILITY TRADING NA VOLATILITY TRADING NA VOLATILITY TRADING NA VOLATILITY TRADING

IGFIN LONG_DATED_VOL ACUSD NY TRADING_TREASURIES NY TRADING_TREASURIES NY TRADING_TREASURIES NY TRADING_TREASURIES NY TRADING_TREASURIES LONG_DATED_VOL ACUSD IGCON VOLATILITY_OTHER NY TRADING_TREASURIES VOLATILITY_OTHER IGRES IGDEX IGUTL NY TRADING_TREASURIES NY TRADING_TREASURIES NY TRADING_TREASURIES USD_SWAPS USD_SWAPS NY TRADING_TREASURIES NY TRADING_TREASURIES USD_SWAPS NY TRADING_TREASURIES NY TRADING_TREASURIES USD_SWAPS USD_SWAPS NY TRADING_TREASURIES NY TRADING_TREASURIES NY TRADING_TREASURIES LONG_DATED_VOL LONG_DATED_VOL LONG_DATED_VOL LONG_DATED_VOL LONG_DATED_VOL TOAU9 NY TRADING_TREASURIES NY TRADING_TREASURIES NY TRADING_TREASURIES NY TRADING_TREASURIES NY TRADING_TREASURIES NY TRADING_TREASURIES TOAU9 LONG_DATED_VOL LONG_DATED_VOL LONG_DATED_VOL LONG_DATED_VOL LONG_DATED_VOL LONG_DATED_VOL SHORT_DATED_VOL

0 0 0 0 0 0 0 0 0 0 0 0 0 0 0 0 0 0 0 0 0 0 0 0 0 0 0 0 0 0 0 0 0 0 0 0 0 0 0 0 0 0 0 0 0 0 0 0 0 0

TOUSD TOUSD

TOUSD

TOUSD TOUSD

ACUSD ACUSD ACUSD ACUSD ACUSD TOAU9

TOAU9 ACUSD ACUSD ACUSD ACUSD ACUSD ACUSD ACSTP

NA INFLATION TRADING NA INFLATION TRADING TAX TRD - GOVERNMENT BOND NA INFLATION TRADING NA INFLATION TRADING TAX TRD - GOVERNMENT BOND TAX TRD - GOVERNMENT BOND TAX TRD - GOVERNMENT BOND TAX TRD - GOVERNMENT BOND NA SWAPS TRDG NA SWAPS TRDG NA INFLATION TRADING NA INFLATION TRADING TAX TRD - GOVERNMENT BOND TAX TRD - GOVERNMENT BOND TAX TRD - GOVERNMENT BOND TAX TRD - GOVERNMENT BOND TAX TRD - GOVERNMENT BOND TAX TRD - GOVERNMENT BOND TAX TRD - GOVERNMENT BOND TAX TRD - GOVERNMENT BOND TAX TRD - GOVERNMENT BOND TAX TRD - GOVERNMENT BOND NA SWAPS TRDG NA SWAPS TRDG NA SWAPS TRDG NA SWAPS TRDG DSP STRUCTURES HEDGE ALL DSP STRUCTURES HEDGE ALL NA INDEX TRADING NA INDEX TRADING NA INDEX TRADING NA INDEX TRADING TAX TRD - GOVERNMENT BOND TAX TRD - GOVERNMENT BOND TAX TRD - GOVERNMENT BOND TAX TRD - GOVERNMENT BOND DSP STRUCTURES HEDGE ALL NA INDEX TRADING NA VOLATILITY TRADING TAX TRD - GOVERNMENT BOND TAX TRD - GOVERNMENT BOND NA VOLATILITY TRADING NA VOLATILITY TRADING NA VOLATILITY TRADING NA SWAPS TRDG TAX TRADING - US GOVTS EU SWAPS TRDG EU SWAPS TRDG

VOLATILITY_OTHER VOLATILITY_OTHER NY TRADING_TREASURIES VOLATILITY_OTHER VOLATILITY_OTHER NY TRADING_TREASURIES NY TRADING_TREASURIES NY TRADING_TREASURIES NY TRADING_TREASURIES USD_SWAPS USD_SWAPS VOLATILITY_OTHER VOLATILITY_OTHER NY TRADING_TREASURIES NY TRADING_TREASURIES NY TRADING_TREASURIES NY TRADING_TREASURIES NY TRADING_TREASURIES NY TRADING_TREASURIES NY TRADING_TREASURIES NY TRADING_TREASURIES NY TRADING_TREASURIES NY TRADING_TREASURIES USD_SWAPS USD_SWAPS USD_SWAPS USD_SWAPS INDEX INDEX NA TRADING NA TRADING NA TRADING NA TRADING NY TRADING_TREASURIES NY TRADING_TREASURIES NY TRADING_TREASURIES NY TRADING_TREASURIES INDEX NA TRADING LONG_DATED_VOL NY TRADING_TREASURIES NY TRADING_TREASURIES SHORT_DATED_VOL LONG_DATED_VOL SHORT_DATED_VOL USD_SWAPS MAIN TOXEU TOXEU

TOTIP

TOUSD TOUSD TOTIP

TOUSD TOUSD TOUSD TOUSD

ACUSD

ACSTP ACUSD ACSTP TOUSD TOXEU TOXEU

0 0 0 0 0 0 0 0 0 0 0 0 0 0 0 0 0 0 0 0 0 0 0 0 0 0 0 0 0 0 0 0 0 0 0 0 0 0 0 0 0 0 0 0 0 0 0 0 0

EU SWAPS TRDG EU SWAPS TRDG EU SWAPS TRDG NA SWAPS TRDG NA SWAPS TRDG TAX TRD - GOVERNMENT BOND NA SWAPS TRDG NA SWAPS TRDG NA SWAPS TRDG NA SWAPS TRDG NA VOLATILITY TRADING NA VOLATILITY TRADING TAX TRD - GOVERNMENT BOND EU SWAPS TRDG EU SWAPS TRDG EU SWAPS TRDG EU SWAPS TRDG EU SWAPS TRDG EU SWAPS TRDG EU SWAPS TRDG NA SWAPS TRDG NA SWAPS TRDG NA SWAPS TRDG NA SWAPS TRDG TAX TRD - GOVERNMENT BOND TAX TRD - GOVT AGENCY TRADING NA SWAPS TRDG NA VOLATILITY TRADING NA VOLATILITY TRADING TAX TRD - GOVERNMENT BOND NA SWAPS TRDG TAX TRD - GOVERNMENT BOND TAX TRD - GOVERNMENT BOND NA SWAPS TRDG

TOXEU TOXEU TOXEU USD_SWAPS USD_SWAPS NY TRADING_TREASURIES USD_SWAPS USD_SWAPS USD_SWAPS USD_SWAPS LONG_DATED_VOL SHORT_DATED_VOL NY TRADING_TREASURIES TOXEU TOXEU TOXEU TOXEU TOXEU TOXEU TOXEU USD_SWAPS USD_SWAPS USD_SWAPS USD_SWAPS NY TRADING_TREASURIES NY TRADING_AGENCIES USD_SWAPS LONG_DATED_VOL SHORT_DATED_VOL

TOXEU TOXEU TOXEU TOUSD TOUSD

ACUSD ACSTP TOXEU TOXEU TOXEU TOXEU TOXEU TOXEU TOXEU TOUSD

0 0 0 0 0 0 0 0 0 0 0 0 0 0 0 0 0 0 0 0 0 0 0 0 0 0 0 0 0 0 0 0 0 0

BASIS BASIS

BASIS ACUSD ACSTP

NY TRADING_TREASURIES USD_SWAPS TOUSD NY TRADING_TREASURIES NY TRADING_TREASURIES USD_SWAPS TOUSD

TK VOLATILITY TRADING NA SWAPS TRDG NA VOLATILITY TRADING TAX TRD - GOVERNMENT BOND TAX TRD - GOVERNMENT BOND NA VOLATILITY TRADING NA SWAPS TRDG NA VOLATILITY TRADING NA VOLATILITY TRADING NA SWAPS TRDG NA SWAPS TRDG

TSJPY TSJPY USD_SWAPS TOUSD SHORT_DATED_VOL ACSTP NY TRADING_TREASURIES NY TRADING_TREASURIES LONG_DATED_VOL USD_SWAPS LONG_DATED_VOL LONG_DATED_VOL USD_SWAPS USD_SWAPS ACUSD TOUSD ACUSD ACUSD TOUSD TOUSD

0 0 0 0 0 0 0 0 0 0 0

NA VOLATILITY TRADING NA VOLATILITY TRADING NA SWAPS TRDG TAX TRD - GOVERNMENT BOND NA SWAPS TRDG NA SWAPS TRDG NA SWAPS TRDG NA SWAPS TRDG NA SWAPS TRDG NA SWAPS TRDG NA SWAPS TRDG

LONG_DATED_VOL LONG_DATED_VOL USD_SWAPS NY TRADING_TREASURIES USD_SWAPS USD_SWAPS USD_SWAPS USD_SWAPS USD_SWAPS USD_SWAPS USD_SWAPS

ACUSD ACUSD TOUSD TOUSD TOUSD TOUSD TOUSD TOUSD TOUSD

0 0 0 0 0 0 0 0 0 0 0

NA SWAPS TRDG TAX TRD - GOVERNMENT BOND TAX TRD - GOVERNMENT BOND STERLING RATES NA SWAPS TRDG NA SWAPS TRDG NA SWAPS TRDG NA SWAPS TRDG

USD_SWAPS TOUSD NY TRADING_TREASURIES NY TRADING_TREASURIES TOSTG TOSTG USD_SWAPS TOUSD USD_SWAPS USD_SWAPS USD_SWAPS

0 0 0 0 0 0 0 0

TK VOLATILITY TRADING TK VOLATILITY TRADING NA VOLATILITY TRADING TAX TRD - GOVERNMENT BOND TAX TRD - GOVERNMENT BOND TAX TRD - GOVERNMENT BOND TAX TRD - GOVERNMENT BOND NA VOLATILITY TRADING TK VOLATILITY TRADING TK VOLATILITY TRADING TAX TRD - GOVERNMENT BOND NA VOLATILITY TRADING TAX TRD - GOVERNMENT BOND TAX TRD - GOVERNMENT BOND TAX TRD - GOVERNMENT BOND TAX TRD - GOVERNMENT BOND NA VOLATILITY TRADING TAX TRD - GOVERNMENT BOND TAX TRD - GOVERNMENT BOND TAX TRD - GOVERNMENT BOND TAX TRD - GOVERNMENT BOND NA VOLATILITY TRADING TAX TRD - GOVERNMENT BOND TAX TRD - GOVERNMENT BOND TAX TRD - GOVERNMENT BOND

TSJPY TSJPY SHORT_DATED_VOL NY TRADING_TREASURIES NY TRADING_TREASURIES NY TRADING_TREASURIES NY TRADING_TREASURIES LONG_DATED_VOL TSJPY TSJPY NY TRADING_TREASURIES LONG_DATED_VOL NY TRADING_TREASURIES NY TRADING_TREASURIES NY TRADING_TREASURIES NY TRADING_TREASURIES

TSJPY TSJPY ACSTP

ACUSD TSJPY TSJPY ACUSD

0 0 0 0 0 0 0 0 0 0 0 0 0 0 0 0 0 0 0 0 0 0 0 0 0

LONG_DATED_VOL ACUSD NY TRADING_TREASURIES NY TRADING_TREASURIES NY TRADING_TREASURIES NY TRADING_TREASURIES SHORT_DATED_VOL ACSTP NY TRADING_TREASURIES NY TRADING_TREASURIES NY TRADING_TREASURIES

TAX TRD - GOVERNMENT BOND NA SWAPS TRDG TAX TRD - GOVERNMENT BOND TAX TRD - GOVERNMENT BOND TAX TRD - GOVERNMENT BOND NA SWAPS TRDG NA SWAPS TRDG TAX TRD - GOVERNMENT BOND TAX TRD - GOVERNMENT BOND TAX TRD - GOVERNMENT BOND TAX TRD - GOVERNMENT BOND TAX TRD - GOVERNMENT BOND TAX TRD - GOVERNMENT BOND TAX TRD - GOVERNMENT BOND TAX TRD - GOVERNMENT BOND TAX TRD - GOVERNMENT BOND TAX TRD - GOVERNMENT BOND FI CLIENT FINANCING - US NA SWAPS TRDG NA VOLATILITY TRADING NA VOLATILITY TRADING TAX TRD - GOVERNMENT BOND TAX TRD - GOVERNMENT BOND TAX TRD - GOVERNMENT BOND NA VOLATILITY TRADING TAX TRD - GOVERNMENT BOND TAX TRD - GOVERNMENT BOND TAX TRD - GOVERNMENT BOND TAX TRD - GOVERNMENT BOND TAX TRADING - US GOVTS TAX TRD - GOVERNMENT BOND TAX TRD - GOVERNMENT BOND TAX TRD - GOVERNMENT BOND NA VOLATILITY TRADING NA VOLATILITY TRADING STERLING RATES FI CLIENT FINANCING - US NA VOLATILITY TRADING

NY TRADING_TREASURIES USD_SWAPS NY TRADING_TREASURIES NY TRADING_TREASURIES NY TRADING_TREASURIES USD_SWAPS USD_SWAPS NY TRADING_TREASURIES NY TRADING_TREASURIES NY TRADING_TREASURIES NY TRADING_TREASURIES NY TRADING_TREASURIES NY TRADING_TREASURIES NY TRADING_TREASURIES NY TRADING_TREASURIES NY TRADING_TREASURIES NY TRADING_TREASURIES TREASURY BILL BOOK USD_SWAPS SHORT_DATED_VOL SHORT_DATED_VOL NY TRADING_TREASURIES NY TRADING_TREASURIES NY TRADING_TREASURIES

TOUSD

TOUSD

TOUSD ACSTP ACSTP

0 0 0 0 0 0 0 0 0 0 0 0 0 0 0 0 0 0 0 0 0 0 0 0 0 0 0 0 0 0 0 0 0

LONG_DATED_VOL ACUSD NY TRADING_TREASURIES NY TRADING_TREASURIES NY TRADING_TREASURIES NY TRADING_TREASURIES OVERNIGHT CURVE NY TRADING_TREASURIES NY TRADING_TREASURIES NY TRADING_TREASURIES LONG_DATED_VOL LONG_DATED_VOL TOSTG TREASURY BILL BOOK LONG_DATED_VOL ACUSD ACUSD TOSTG ACUSD

0 0 0 0 0

NA VOLATILITY TRADING TAX TRD - GOVERNMENT BOND TAX TRD - GOVERNMENT BOND NA VOLATILITY TRADING TAX TRD - GOVERNMENT BOND TAX TRD - GOVERNMENT BOND TK VOLATILITY TRADING

LONG_DATED_VOL ACUSD NY TRADING_TREASURIES NY TRADING_TREASURIES LONG_DATED_VOL ACUSD NY TRADING_TREASURIES NY TRADING_TREASURIES TSJPY TSJPY

0 0 0 0 0 0 0

NA VOLATILITY TRADING NA VOLATILITY TRADING NA SWAPS TRDG

LONG_DATED_VOL LONG_DATED_VOL USD_SWAPS

ACUSD ACUSD BASIS

0 0 0

TAX TRD - GOVERNMENT BOND TAX TRD - GOVERNMENT BOND TAX TRD - GOVERNMENT BOND TAX TRD - GOVERNMENT BOND TAX TRD - GOVERNMENT BOND TAX TRD - GOVERNMENT BOND TAX TRD - GOVERNMENT BOND TAX TRD - GOVERNMENT BOND TAX TRD - GOVERNMENT BOND NA VOLATILITY TRADING NA VOLATILITY TRADING NA VOLATILITY TRADING TAX TRD - GOVERNMENT BOND TAX TRD - GOVERNMENT BOND TAX TRD - GOVERNMENT BOND TAX TRD - GOVERNMENT BOND TAX TRD - GOVERNMENT BOND TAX TRD - GOVERNMENT BOND TAX TRD - GOVERNMENT BOND TAX TRD - GOVERNMENT BOND NA VOLATILITY TRADING NA VOLATILITY TRADING NA VOLATILITY TRADING NA VOLATILITY TRADING NA VOLATILITY TRADING NA VOLATILITY TRADING TAX TRD - GOVERNMENT BOND TAX TRD - GOVERNMENT BOND TAX TRD - GOVERNMENT BOND TAX TRD - GOVERNMENT BOND TAX TRD - GOVERNMENT BOND TAX TRD - GOVERNMENT BOND TAX TRD - GOVERNMENT BOND TAX TRD - GOVERNMENT BOND FI CLIENT FINANCING - US NA VOLATILITY TRADING TAX TRD - GOVERNMENT BOND TAX TRD - GOVERNMENT BOND TAX TRD - GOVERNMENT BOND TAX TRD - GOVERNMENT BOND TAX TRD - GOVERNMENT BOND EU SWAPS TRDG NA VOLATILITY TRADING NA VOLATILITY TRADING TAX TRD - GOVERNMENT BOND TAX TRD - GOVERNMENT BOND

NY TRADING_TREASURIES NY TRADING_TREASURIES NY TRADING_TREASURIES NY TRADING_TREASURIES NY TRADING_TREASURIES NY TRADING_TREASURIES NY TRADING_TREASURIES NY TRADING_TREASURIES NY TRADING_TREASURIES LONG_DATED_VOL LONG_DATED_VOL LONG_DATED_VOL NY TRADING_TREASURIES NY TRADING_TREASURIES NY TRADING_TREASURIES NY TRADING_TREASURIES NY TRADING_TREASURIES NY TRADING_TREASURIES NY TRADING_TREASURIES NY TRADING_TREASURIES LONG_DATED_VOL LONG_DATED_VOL LONG_DATED_VOL LONG_DATED_VOL LONG_DATED_VOL SHORT_DATED_VOL NY TRADING_TREASURIES NY TRADING_TREASURIES NY TRADING_TREASURIES NY TRADING_TREASURIES NY TRADING_TREASURIES NY TRADING_TREASURIES NY TRADING_TREASURIES NY TRADING_TREASURIES TREASURY BILL BOOK ACTBA NY TRADING_TREASURIES NY TRADING_TREASURIES NY TRADING_TREASURIES NY TRADING_TREASURIES NY TRADING_TREASURIES TOXEU LONG_DATED_VOL SHORT_DATED_VOL NY TRADING_TREASURIES NY TRADING_TREASURIES

ACUSD ACUSD ACUSD

ACUSD ACUSD ACUSD ACUSD ACUSD ACSTP

ACTBA

TOXEU ACUSD ACSTP

0 0 0 0 0 0 0 0 0 0 0 0 0 0 0 0 0 0 0 0 0 0 0 0 0 0 0 0 0 0 0 0 0 0 0 0 0 0 0 0 0 0 0 0 0 0

TAX TRD - GOVERNMENT BOND TAX TRD - GOVERNMENT BOND TAX TRD - GOVERNMENT BOND TAX TRD - GOVERNMENT BOND NA VOLATILITY TRADING TAX TRD - GOVERNMENT BOND TAX TRD - GOVERNMENT BOND TAX TRD - GOVERNMENT BOND TAX TRD - GOVERNMENT BOND TAX TRD - GOVERNMENT BOND TAX TRD - GOVERNMENT BOND NA SWAPS TRDG NA VOLATILITY TRADING SWING ACTIVITY EU VOLATILITY TRADING EU VOLATILITY TRADING

NY TRADING_TREASURIES NY TRADING_TREASURIES NY TRADING_TREASURIES NY TRADING_TREASURIES SHORT_DATED_VOL NY TRADING_TREASURIES NY TRADING_TREASURIES NY TRADING_TREASURIES NY TRADING_TREASURIES NY TRADING_TREASURIES NY TRADING_TREASURIES USD_SWAPS LONG_DATED_VOL IGRES TODEM TODEM

ACSTP

TOUSD ACUSD TODEM TODEM

0 0 0 0 0 0 0 0 0 0 0 0 0 0 0 0

NA SWAPS TRDG NA SWAPS TRDG NA SWAPS TRDG NA SWAPS TRDG TAX TRD - GOVERNMENT BOND TAX TRD - GOVERNMENT BOND TAX TRD - GOVERNMENT BOND NA VOLATILITY TRADING NA SWAPS TRDG NA SWAPS TRDG TAX TRD - GOVERNMENT BOND SWING ACTIVITY NA SWAPS TRDG NA SWAPS TRDG NA VOLATILITY TRADING SWING ACTIVITY NA VOLATILITY TRADING NA SWAPS TRDG NA SWAPS TRDG TAX TRD - GOVERNMENT BOND TAX TRD - GOVERNMENT BOND TAX TRD - GOVERNMENT BOND STERLING RATES STERLING RATES STERLING RATES STERLING RATES STERLING RATES STERLING RATES STERLING RATES STERLING RATES STERLING RATES

USD_SWAPS USD_SWAPS USD_SWAPS USD_SWAPS NY TRADING_TREASURIES NY TRADING_TREASURIES NY TRADING_TREASURIES SHORT_DATED_VOL USD_SWAPS USD_SWAPS NY TRADING_TREASURIES IGRES USD_SWAPS USD_SWAPS LONG_DATED_VOL IGRES SHORT_DATED_VOL USD_SWAPS USD_SWAPS NY TRADING_TREASURIES NY TRADING_TREASURIES NY TRADING_TREASURIES TOSTG TOSTG TOSTG TOSTG TOSTG TOSTG TOSTG TOSTG TOSTG

TOUSD TOUSD TOUSD TOUSD

ACSTP TOUSD TOUSD

0 0 0 0 0 0 0 0 0 0 0 0 0 0 0 0 0 0 0 0 0 0 0 0 0 0 0 0 0 0 0

ACUSD ACSTP TOUSD TOUSD

TOSTG TOSTG TOSTG TOSTG TOSTG TOSTG TOSTG TOSTG TOSTG

STERLING RATES STERLING RATES STERLING RATES STERLING RATES STERLING RATES STERLING RATES STERLING RATES STERLING RATES STERLING RATES STERLING RATES STERLING RATES STERLING RATES STERLING RATES STERLING RATES STERLING RATES STERLING RATES STERLING RATES STERLING RATES STERLING RATES STERLING RATES STERLING RATES STERLING RATES STERLING RATES STERLING RATES STERLING RATES STERLING RATES STERLING RATES STERLING RATES STERLING RATES STERLING RATES STERLING RATES STERLING RATES STERLING RATES STERLING RATES STERLING RATES STERLING RATES STERLING RATES STERLING RATES STERLING RATES STERLING RATES STERLING RATES STERLING RATES STERLING RATES NA SWAPS TRDG NA SWAPS TRDG NA VOLATILITY TRADING NA VOLATILITY TRADING EU SWAPS TRDG EU SWAPS TRDG EU SWAPS TRDG EU SWAPS TRDG

TOSTG TOSTG TOSTG TOSTG TOSTG TOSTG TOSTG TOSTG TOSTG TOSTG TOSTG TOSTG TOSTG TOSTG TOSTG TOSTG TOSTG TOSTG TOSTG TOSTG TOSTG TOSTG TOSTG TOSTG TOSTG TOSTG TOSTG TOSTG TOSTG TOSTG TOSTG TOSTG TOSTG TOSTG TOSTG TOSTG TOSTG TOSTG TOSTG TOSTG TOSTG TOSTG TOSTG USD_SWAPS USD_SWAPS LONG_DATED_VOL SHORT_DATED_VOL TOVSN TOVSN TOVSN TOVSN

TOSTG TOSTG TOSTG TOSTG TOSTG TOSTG TOSTG TOSTG TOSTG TOSTG TOSTG TOSTG TOSTG TOSTG TOSTG TOSTG TOSTG TOSTG TOSTG TOSTG TOSTG TOSTG TOSTG TOSTG TOSTG TOSTG TOSTG TOSTG TOSTG TOSTG TOSTG TOSTG TOSTG TOSTG TOSTG TOSTG TOSTG TOSTG TOSTG TOSTG TOSTG TOSTG TOSTG

ACUSD ACSTP TOVSN TOVSN TOVSN TOVSN

0 0 0 0 0 0 0 0 0 0 0 0 0 0 0 0 0 0 0 0 0 0 0 0 0 0 0 0 0 0 0 0 0 0 0 0 0 0 0 0 0 0 0 0 0 0 0 0 0 0 0

EU SWAPS TRDG EU SWAPS TRDG EU SWAPS TRDG EU SWAPS TRDG NA VOLATILITY TRADING TAX TRD - GOVERNMENT BOND TAX TRD - GOVERNMENT BOND TAX TRD - GOVERNMENT BOND STERLING RATES STERLING RATES NA INFLATION TRADING NA INFLATION TRADING NA INFLATION TRADING NA VOLATILITY TRADING NA INFLATION TRADING

TOVSN TOVSN TOVSN TOVSN SHORT_DATED_VOL NY TRADING_TREASURIES NY TRADING_TREASURIES NY TRADING_TREASURIES TOSTG TOSTG VOLATILITY_OTHER VOLATILITY_OTHER VOLATILITY_OTHER LONG_DATED_VOL VOLATILITY_OTHER

TOVSN TOVSN TOVSN TOVSN ACSTP

TOSTG TOSTG

ACUSD TOTIP

0 0 0 0 0 0 0 0 0 0 0 0 0 0 0

TK VOLATILITY TRADING TAX TRD - GOVERNMENT BOND TAX TRD - GOVERNMENT BOND TAX TRD - GOVERNMENT BOND TAX TRD - GOVERNMENT BOND NA SWAPS TRDG TAX TRD - GOVERNMENT BOND TAX TRD - GOVERNMENT BOND TAX TRD - GOVERNMENT BOND NA SWAPS TRDG EU SWAPS TRDG TAX TRD - GOVERNMENT BOND TAX TRD - GOVERNMENT BOND TAX TRD - GOVERNMENT BOND TAX TRD - GOVERNMENT BOND TAX TRD - GOVERNMENT BOND TAX TRD - GOVERNMENT BOND TAX TRD - GOVERNMENT BOND TAX TRD - GOVERNMENT BOND TAX TRD - GOVERNMENT BOND TAX TRD - GOVERNMENT BOND EU SWAPS TRDG EU SWAPS TRDG TAX TRD - GOVERNMENT BOND NA SWAPS TRDG TAX TRD - GOVERNMENT BOND TAX TRD - GOVERNMENT BOND TAX TRD - GOVERNMENT BOND TAX TRD - GOVERNMENT BOND TAX TRD - GOVERNMENT BOND FI CLIENT FINANCING - US NA VOLATILITY TRADING NA SWAPS TRDG NA VOLATILITY TRADING

TSJPY NY TRADING_TREASURIES NY TRADING_TREASURIES NY TRADING_TREASURIES NY TRADING_TREASURIES USD_SWAPS NY TRADING_TREASURIES NY TRADING_TREASURIES NY TRADING_TREASURIES USD_SWAPS TOVSN NY TRADING_TREASURIES NY TRADING_TREASURIES NY TRADING_TREASURIES NY TRADING_TREASURIES NY TRADING_TREASURIES NY TRADING_TREASURIES NY TRADING_TREASURIES NY TRADING_TREASURIES NY TRADING_TREASURIES NY TRADING_TREASURIES TOLDN TOLDN NY TRADING_TREASURIES USD_SWAPS NY TRADING_TREASURIES NY TRADING_TREASURIES NY TRADING_TREASURIES NY TRADING_TREASURIES NY TRADING_TREASURIES TREASURY BILL BOOK LONG_DATED_VOL USD_SWAPS LONG_DATED_VOL

TSJPY

TOUSD

TOUSD TOVSN

TOLDN TOLDN TOUSD

ACUSD TOUSD ACUSD

0 0 0 0 0 0 0 0 0 0 0 0 0 0 0 0 0 0 0 0 0 0 0 0 0 0 0 0 0 0 0 0 0 0

TK VOLATILITY TRADING NA VOLATILITY TRADING TAX TRD - GOVERNMENT BOND TAX TRD - GOVERNMENT BOND NA SWAPS TRDG TAX TRD - GOVERNMENT BOND TAX TRD - GOVERNMENT BOND TAX TRD - GOVERNMENT BOND TAX TRD - GOVERNMENT BOND TAX TRD - GOVERNMENT BOND TAX TRD - GOVERNMENT BOND TAX TRD - GOVERNMENT BOND TAX TRD - GOVERNMENT BOND TAX TRD - GOVERNMENT BOND TAX TRD - GOVERNMENT BOND TAX TRD - GOVERNMENT BOND TAX TRD - GOVERNMENT BOND TAX TRD - GOVERNMENT BOND TAX TRD - GOVERNMENT BOND TAX TRD - GOVERNMENT BOND STERLING RATES NA SWAPS TRDG NA VOLATILITY TRADING NA VOLATILITY TRADING NA VOLATILITY TRADING NA VOLATILITY TRADING NA VOLATILITY TRADING NA VOLATILITY TRADING NA SWAPS TRDG NA SWAPS TRDG TAX TRD - GOVERNMENT BOND TAX TRD - GOVERNMENT BOND TAX TRD - GOVERNMENT BOND TAX TRD - GOVERNMENT BOND TAX TRD - GOVERNMENT BOND TAX TRD - GOVERNMENT BOND TAX TRD - GOVERNMENT BOND TAX TRD - GOVERNMENT BOND TAX TRD - GOVERNMENT BOND NA INFLATION TRADING NA INFLATION TRADING NA INFLATION TRADING NA VOLATILITY TRADING NA INFLATION TRADING

TSJPY LONG_DATED_VOL NY TRADING_TREASURIES NY TRADING_TREASURIES USD_SWAPS NY TRADING_TREASURIES NY TRADING_TREASURIES NY TRADING_TREASURIES NY TRADING_TREASURIES NY TRADING_TREASURIES NY TRADING_TREASURIES NY TRADING_TREASURIES NY TRADING_TREASURIES NY TRADING_TREASURIES NY TRADING_TREASURIES NY TRADING_TREASURIES NY TRADING_TREASURIES NY TRADING_TREASURIES NY TRADING_TREASURIES NY TRADING_TREASURIES TOSTG USD_SWAPS LONG_DATED_VOL LONG_DATED_VOL LONG_DATED_VOL LONG_DATED_VOL LONG_DATED_VOL SHORT_DATED_VOL USD_SWAPS USD_SWAPS NY TRADING_TREASURIES NY TRADING_TREASURIES NY TRADING_TREASURIES NY TRADING_TREASURIES NY TRADING_TREASURIES NY TRADING_TREASURIES NY TRADING_TREASURIES NY TRADING_TREASURIES NY TRADING_TREASURIES VOLATILITY_OTHER VOLATILITY_OTHER VOLATILITY_OTHER LONG_DATED_VOL VOLATILITY_OTHER

TSJPY ACUSD

TOUSD

TOSTG TOUSD ACUSD ACUSD ACUSD ACUSD ACUSD ACSTP TOSCP BASIS

ACUSD TOTIP

0 0 0 0 0 0 0 0 0 0 0 0 0 0 0 0 0 0 0 0 0 0 0 0 0 0 0 0 0 0 0 0 0 0 0 0 0 0 0 0 0 0 0 0

TK VOLATILITY TRADING NA SWAPS TRDG NA SWAPS TRDG NA SWAPS TRDG TAX TRD - GOVERNMENT BOND TAX TRD - GOVERNMENT BOND TAX TRD - GOVERNMENT BOND TAX TRD - GOVERNMENT BOND STERLING RATES NA SWAPS TRDG NA SWAPS TRDG NA SWAPS TRDG NA VOLATILITY TRADING NA VOLATILITY TRADING NA VOLATILITY TRADING NA VOLATILITY TRADING NA VOLATILITY TRADING NA VOLATILITY TRADING NA VOLATILITY TRADING EU SWAPS TRDG EU SWAPS TRDG NA VOLATILITY TRADING

TSJPY USD_SWAPS USD_SWAPS USD_SWAPS NY TRADING_TREASURIES NY TRADING_TREASURIES NY TRADING_TREASURIES NY TRADING_TREASURIES TOSTG USD_SWAPS USD_SWAPS USD_SWAPS LONG_DATED_VOL LONG_DATED_VOL LONG_DATED_VOL LONG_DATED_VOL LONG_DATED_VOL LONG_DATED_VOL LONG_DATED_VOL TOXEU TOXEU LONG_DATED_VOL

TSJPY TOUSD TOUSD TOUSD

TOSTG

ACUSD ACUSD ACUSD ACUSD ACUSD ACUSD ACUSD TOXEU TOXEU ACUSD

0 0 0 0 0 0 0 0 0 0 0 0 0 0 0 0 0 0 0 0 0 0

TK VOLATILITY TRADING TAX TRD - GOVERNMENT BOND TAX TRD - GOVERNMENT BOND TAX TRD - GOVERNMENT BOND FI CLIENT FINANCING - US NA VOLATILITY TRADING NA VOLATILITY TRADING NA SWAPS TRDG NA SWAPS TRDG NA SWAPS TRDG TAX TRD - GOVERNMENT BOND TAX TRD - GOVERNMENT BOND TAX TRD - GOVERNMENT BOND TAX TRD - GOVERNMENT BOND TAX TRD - GOVERNMENT BOND TAX TRD - GOVERNMENT BOND TAX TRD - GOVERNMENT BOND TAX TRD - GOVERNMENT BOND TAX TRD - GOVERNMENT BOND FI CLIENT FINANCING - US FI CLIENT FINANCING - US FI CLIENT FINANCING - US NA INFLATION TRADING NA VOLATILITY TRADING EU SWAPS TRDG

TSJPY TSJPY NY TRADING_TREASURIES NY TRADING_TREASURIES NY TRADING_TREASURIES TREASURY BILL BOOK LONG_DATED_VOL ACUSD SHORT_DATED_VOL ACSTP USD_SWAPS USD_SWAPS USD_SWAPS NY TRADING_TREASURIES NY TRADING_TREASURIES NY TRADING_TREASURIES NY TRADING_TREASURIES NY TRADING_TREASURIES NY TRADING_TREASURIES NY TRADING_TREASURIES NY TRADING_TREASURIES NY TRADING_TREASURIES TREASURY BILL BOOK TREASURY BILL BOOK TREASURY BILL BOOK VOLATILITY_OTHER LONG_DATED_VOL STEUR TOUSD TOUSD TOUSD

0 0 0 0 0 0 0 0 0 0 0 0 0 0 0 0 0 0 0 0 0 0 0 0 0

ACUSD STEUR

NA VOLATILITY TRADING NA INFLATION TRADING NA SWAPS TRDG TAX TRD - GOVERNMENT BOND TAX TRD - GOVERNMENT BOND TAX TRD - GOVERNMENT BOND TAX TRD - GOVERNMENT BOND TAX TRD - GOVERNMENT BOND TAX TRD - GOVERNMENT BOND TAX TRD - GOVERNMENT BOND STERLING RATES FI CLIENT FINANCING - US NA SWAPS TRDG TAX TRD - GOVERNMENT BOND TAX TRD - GOVERNMENT BOND TAX TRD - GOVERNMENT BOND TAX TRD - GOVERNMENT BOND TAX TRD - GOVERNMENT BOND TAX TRD - GOVERNMENT BOND TAX TRD - GOVERNMENT BOND TAX TRD - GOVERNMENT BOND TAX TRD - GOVERNMENT BOND EU SWAPS TRDG EU SWAPS TRDG EU SWAPS TRDG EU SWAPS TRDG EU SWAPS TRDG EU SWAPS TRDG EU SWAPS TRDG EU SWAPS TRDG EU SWAPS TRDG EU SWAPS TRDG EU SWAPS TRDG EU SWAPS TRDG EU SWAPS TRDG EU SWAPS TRDG TK VOLATILITY TRADING TAX TRD - GOVERNMENT BOND TAX TRD - GOVERNMENT BOND TAX TRD - GOVERNMENT BOND TAX TRD - GOVERNMENT BOND TAX TRD - GOVERNMENT BOND TAX TRD - GOVERNMENT BOND STERLING RATES STERLING RATES STERLING RATES STERLING RATES STERLING RATES STERLING RATES STERLING RATES

SHORT_DATED_VOL VOLATILITY_OTHER USD_SWAPS NY TRADING_TREASURIES NY TRADING_TREASURIES NY TRADING_TREASURIES NY TRADING_TREASURIES NY TRADING_TREASURIES NY TRADING_TREASURIES NY TRADING_TREASURIES TOSTG TREASURY BILL BOOK USD_SWAPS NY TRADING_TREASURIES NY TRADING_TREASURIES NY TRADING_TREASURIES NY TRADING_TREASURIES NY TRADING_TREASURIES NY TRADING_TREASURIES NY TRADING_TREASURIES NY TRADING_TREASURIES NY TRADING_TREASURIES TOXEU TOXEU TOXEU TOXEU TOVSN TOXEU TOXEU TOXEU TOXEU TOXEU TOXEU TOXEU TOXEU TOVSN TSJPY NY TRADING_TREASURIES NY TRADING_TREASURIES NY TRADING_TREASURIES NY TRADING_TREASURIES NY TRADING_TREASURIES NY TRADING_TREASURIES TOSTG TOSTG TOSTG TOSTG TOSTG TOSTG TOSTG

ACSTP TOTIP

TOSTG TOUSD

TOXEU TOXEU TOXEU TOXEU TOVSN TOXEU TOXEU TOXEU TOXEU TOXEU TOXEU TOXEU TOXEU TOVSN TSJPY

0 0 0 0 0 0 0 0 0 0 0 0 0 0 0 0 0 0 0 0 0 0 0 0 0 0 0 0 0 0 0 0 0 0 0 0 0 0 0 0 0 0 0 0 0 0 0 0 0 0

TOSTG TOSTG TOSTG TOSTG TOSTG TOSTG TOSTG

STERLING RATES EU VOLATILITY TRADING EU VOLATILITY TRADING NA SWAPS TRDG TAX TRD - GOVERNMENT BOND TAX TRD - GOVERNMENT BOND TAX TRD - GOVERNMENT BOND TAX TRD - GOVERNMENT BOND TAX TRD - GOVERNMENT BOND FI CLIENT FINANCING - US EU SWAPS TRDG NA SWAPS TRDG NA SWAPS TRDG NA SWAPS TRDG NA SWAPS TRDG TAX TRD - GOVERNMENT BOND TAX TRADING - US GOVTS TAX TRD - GOVERNMENT BOND FI CLIENT FINANCING - US FI CLIENT FINANCING - US NA SWAPS TRDG NA VOLATILITY TRADING STERLING RATES STERLING RATES FI CLIENT FINANCING - US FI CLIENT FINANCING - US SWING ACTIVITY NA SWAPS TRDG TAX TRD - GOVERNMENT BOND TAX TRD - GOVERNMENT BOND TAX TRD - GOVERNMENT BOND TAX TRD - GOVERNMENT BOND STERLING RATES NA SWAPS TRDG EU VOLATILITY TRADING EU VOLATILITY TRADING EU VOLATILITY TRADING EU VOLATILITY TRADING EU VOLATILITY TRADING TAX TRD - GOVERNMENT BOND TAX TRD - GOVERNMENT BOND TAX TRD - GOVERNMENT BOND TAX TRD - GOVERNMENT BOND TAX TRD - GOVERNMENT BOND TAX TRD - GOVERNMENT BOND TAX TRD - GOVERNMENT BOND TAX TRD - GOVERNMENT BOND NA SWAPS TRDG

TOSTG TODEM TODEM USD_SWAPS NY TRADING_TREASURIES NY TRADING_TREASURIES NY TRADING_TREASURIES NY TRADING_TREASURIES NY TRADING_TREASURIES TREASURY BILL BOOK TOLDN USD_SWAPS USD_SWAPS USD_SWAPS USD_SWAPS NY TRADING_TREASURIES MAIN NY TRADING_TREASURIES TREASURY BILL BOOK TREASURY BILL BOOK USD_SWAPS SHORT_DATED_VOL TOSTG TOSTG TREASURY BILL BOOK TREASURY BILL BOOK IGRES USD_SWAPS NY TRADING_TREASURIES NY TRADING_TREASURIES NY TRADING_TREASURIES NY TRADING_TREASURIES TOSTG USD_SWAPS TODEM TNDEM TNDEM TODEM TODEM

TOSTG TODEM TODEM TOUSD

TOLDN TOUSD TOUSD TOUSD TOUSD

TOUSD ACSTP TOSTG TOSTG

0 0 0 0 0 0 0 0 0 0 0 0 0 0 0 0 0 0 0 0 0 0 0 0 0 0 0 0 0 0 0 0 0 0 0 0 0 0 0 0 0 0 0 0 0 0 0 0

TOUSD

TOSTG TODEM TNDEM TNDEM TODEM TODEM

NY TRADING_TREASURIES NY TRADING_TREASURIES NY TRADING_TREASURIES NY TRADING_TREASURIES NY TRADING_TREASURIES NY TRADING_TREASURIES NY TRADING_TREASURIES NY TRADING_TREASURIES USD_SWAPS TOUSD

TAX TRD - GOVERNMENT BOND EU SWAPS TRDG

NY TRADING_TREASURIES TOXEU TOXEU

0 0

Trading Name BREVAN HOWARD BREVAN HOWARD BREVAN HOWARD CONVEXITY CAPITAL MANAGEMENT CONVEXITY CAPITAL MANAGEMENT LCH.CLEARNET MS CONTROL AND INTERNAL ACCOUNTS CONVEXITY CAPITAL MANAGEMENT CONVEXITY CAPITAL MANAGEMENT CONVEXITY CAPITAL MANAGEMENT ETRADE SECURITIES CONVEXITY CAPITAL MANAGEMENT BREAKWATER TRADING ETRADE SECURITIES CONVEXITY CAPITAL MANAGEMENT ELEMENT CAPITAL ELEMENT CAPITAL ELEMENT CAPITAL PIMCO BREVAN HOWARD BREVAN HOWARD CONVEXITY CAPITAL MANAGEMENT BREVAN HOWARD CONVEXITY CAPITAL MANAGEMENT CONVEXITY CAPITAL MANAGEMENT CONVEXITY CAPITAL MANAGEMENT BREAKWATER TRADING BREAKWATER TRADING BREAKWATER TRADING BREAKWATER TRADING ALLIANCEBERNSTEIN BREVAN HOWARD CONVEXITY CAPITAL MANAGEMENT CONVEXITY CAPITAL MANAGEMENT CONVEXITY CAPITAL MANAGEMENT CONVEXITY CAPITAL MANAGEMENT BREVAN HOWARD CAPULA INVESTMENT MANAGEMENT BREVAN HOWARD ALLIANCEBERNSTEIN ALLIANCEBERNSTEIN ALLIANCEBERNSTEIN ALLIANCEBERNSTEIN ALLIANCEBERNSTEIN ALLIANCEBERNSTEIN ALLIANCEBERNSTEIN ALLIANCEBERNSTEIN BREAKWATER TRADING

Trader ID

heslin pergolad jeffryf seangree pergolad yanwang yanwang yanwang schuberc bpiafsky rappliz davidfl kanata pergolad pergolad davidfl dimariaa dimariaa dimariaa dimariaa slaterc kanata pergolad pergolad pergolad pergolad kanata lparker kanata ryan.cha ryan.cha ryan.cha crichez christop gokhvat maychr gokhvat jeffryf

CONVEXITY CAPITAL MANAGEMENT ALLIANCEBERNSTEIN FEDERAL RESERVE BANK OF NEW YORK FEDERAL RESERVE BANK OF NEW YORK ALLIANCEBERNSTEIN ALLIANCEBERNSTEIN ALLIANCEBERNSTEIN CONVEXITY CAPITAL MANAGEMENT BREAKWATER TRADING BREAKWATER TRADING ALLIANCEBERNSTEIN ALLIANCEBERNSTEIN ALLIANCEBERNSTEIN ALLIANCEBERNSTEIN ALLIANCEBERNSTEIN ALLIANCEBERNSTEIN CONVEXITY CAPITAL MANAGEMENT CONVEXITY CAPITAL MANAGEMENT BREAKWATER TRADING BREAKWATER TRADING BREAKWATER TRADING ETRADE SECURITIES ETRADE SECURITIES ETRADE SECURITIES BREVAN HOWARD BREAKWATER TRADING BREAKWATER TRADING ALLIANCEBERNSTEIN ALLIANCEBERNSTEIN BREAKWATER TRADING BREAKWATER TRADING BREAKWATER TRADING FEDERAL RESERVE BANK OF NEW YORK DEUTSCHE BANK DEUTSCHE BANK ALLIANCEBERNSTEIN ALLIANCEBERNSTEIN ALLIANCEBERNSTEIN ALLIANCEBERNSTEIN BREVAN HOWARD CONVEXITY CAPITAL MANAGEMENT GRAHAM CAPITAL MANAGEMENT CONVEXITY CAPITAL MANAGEMENT FEDERATED INVESTORS ALLIANCEBERNSTEIN GRAHAM CAPITAL MANAGEMENT GRAHAM CAPITAL MANAGEMENT BREAKWATER TRADING BREAKWATER TRADING BREAKWATER TRADING

pergolad ryan.cha seelaus seelaus rvanderm rocher lynyak

seelaus seelaus cory.cat lynyak lynyak markin rvanderm markin pauldoc pauldoc dimariaa dimariaa jeffryf brianv jeffryf brianv ayres dimariaa dimariaa maychr maychr jeffryf jeffryf jeffryf swynne ayres ayres maychr maychr maychr rvanderm davidfl pergolad jeffryf pergolad taylor.a ryan.cha seelaus seelaus keitait seelaus keitait

BREAKWATER TRADING FEDERAL RESERVE BANK OF NEW YORK FEDERAL RESERVE BANK OF NEW YORK FEDERAL RESERVE BANK OF NEW YORK FEDERAL RESERVE BANK OF NEW YORK CONVEXITY CAPITAL MANAGEMENT BREAKWATER TRADING BREAKWATER TRADING BREAKWATER TRADING BREAKWATER TRADING BREAKWATER TRADING BREAKWATER TRADING BREAKWATER TRADING BREAKWATER TRADING BREAKWATER TRADING BREAKWATER TRADING BREAKWATER TRADING BREAKWATER TRADING BREAKWATER TRADING BREVAN HOWARD BREAKWATER TRADING BREAKWATER TRADING BREAKWATER TRADING FEDERAL RESERVE BANK OF NEW YORK FEDERAL RESERVE BANK OF NEW YORK FEDERAL RESERVE BANK OF NEW YORK BREVAN HOWARD BREAKWATER TRADING FEDERAL RESERVE BANK OF NEW YORK FEDERATED INVESTORS FEDERATED INVESTORS CONVEXITY CAPITAL MANAGEMENT CONVEXITY CAPITAL MANAGEMENT CONVEXITY CAPITAL MANAGEMENT CONVEXITY CAPITAL MANAGEMENT CONVEXITY CAPITAL MANAGEMENT CONVEXITY CAPITAL MANAGEMENT CONVEXITY CAPITAL MANAGEMENT CONVEXITY CAPITAL MANAGEMENT BREAKWATER TRADING MASSACHUSETTS FINANCIAL SERVICES CONVEXITY CAPITAL MANAGEMENT CONVEXITY CAPITAL MANAGEMENT BRUMMER - NEKTAR ASSET MANAGEMENT BRUMMER - NEKTAR ASSET MANAGEMENT CONVEXITY CAPITAL MANAGEMENT ALLIANCEBERNSTEIN BREAKWATER TRADING BREAKWATER TRADING BREAKWATER TRADING

jeffryf heslin keitait keitait swynne pergolad dimariaa dimariaa keitait keitait dimariaa keitait keitait keitait dimariaa dimariaa dimariaa keitait dimariaa pariente keitait keitait keitait seelaus seelaus heslin pergolad dimariaa swynne taylor.a taylor.a pergolad davidfl pergolad davidfl pergolad pergolad davidfl davidfl dimariaa dimariaa davidfl davidfl jesion jesion davidfl maychr keitait keitait keitait

FEDERATED INVESTORS HARVARD MANAGEMENT COMPANY HARVARD MANAGEMENT COMPANY BREAKWATER TRADING BREAKWATER TRADING BREAKWATER TRADING ALLIANCEBERNSTEIN ALLIANCEBERNSTEIN ALLIANCEBERNSTEIN CONVEXITY CAPITAL MANAGEMENT CONVEXITY CAPITAL MANAGEMENT BREVAN HOWARD BRUMMER - NEKTAR ASSET MANAGEMENT BRUMMER - NEKTAR ASSET MANAGEMENT BREAKWATER TRADING BREAKWATER TRADING BREAKWATER TRADING FEDERAL RESERVE BANK OF NEW YORK CONVEXITY CAPITAL MANAGEMENT CONVEXITY CAPITAL MANAGEMENT CONVEXITY CAPITAL MANAGEMENT CONVEXITY CAPITAL MANAGEMENT CONVEXITY CAPITAL MANAGEMENT CONVEXITY CAPITAL MANAGEMENT CONVEXITY CAPITAL MANAGEMENT CONVEXITY CAPITAL MANAGEMENT FEDERATED INVESTORS FEDERATED INVESTORS CONVEXITY CAPITAL MANAGEMENT BREAKWATER TRADING FEDERAL RESERVE BANK OF NEW YORK BREAKWATER TRADING BREAKWATER TRADING BREAKWATER TRADING BREAKWATER TRADING FEDERAL RESERVE BANK OF NEW YORK BREAKWATER TRADING BREAKWATER TRADING BREAKWATER TRADING FEDERAL RESERVE BANK OF NEW YORK CONVEXITY CAPITAL MANAGEMENT BREAKWATER TRADING BREAKWATER TRADING BREAKWATER TRADING MASSACHUSETTS FINANCIAL SERVICES CONVEXITY CAPITAL MANAGEMENT CONVEXITY CAPITAL MANAGEMENT BREAKWATER TRADING MERRILL LYNCH ALLIANCEBERNSTEIN BREAKWATER TRADING

taylor.a yanwang charliep keitait keitait keitait adam.doh christop christop davidfl davidfl kanata jesion jesion keitait keitait keitait seangree davidfl rappliz davidfl davidfl rappliz rappliz davidfl davidfl taylor.a taylor.a jeffryf seangree nicolawh nicolawh nicolawh nicolawh keitait nicolawh nicolawh nicolawh seangree davidfl keitait hornbach keitait heslin davidfl davidfl dimariaa yanwang taylor.a keitait

BREAKWATER TRADING CONVEXITY CAPITAL MANAGEMENT BREAKWATER TRADING BREAKWATER TRADING BREAKWATER TRADING CONVEXITY CAPITAL MANAGEMENT ALLIANCEBERNSTEIN ALLIANCEBERNSTEIN

keitait ayres dimariaa jeffryf darrew blakesc taylor.a christop

BRUMMER - NEKTAR ASSET MANAGEMENT BRUMMER - NEKTAR ASSET MANAGEMENT BRUMMER - NEKTAR ASSET MANAGEMENT BRUMMER - NEKTAR ASSET MANAGEMENT BREAKWATER TRADING BRUMMER - NEKTAR ASSET MANAGEMENT BRUMMER - NEKTAR ASSET MANAGEMENT CONVEXITY CAPITAL MANAGEMENT CONVEXITY CAPITAL MANAGEMENT CONVEXITY CAPITAL MANAGEMENT BREAKWATER TRADING BREAKWATER TRADING BREAKWATER TRADING CONVEXITY CAPITAL MANAGEMENT CONVEXITY CAPITAL MANAGEMENT CONVEXITY CAPITAL MANAGEMENT CONVEXITY CAPITAL MANAGEMENT ALLIANCEBERNSTEIN ALLIANCEBERNSTEIN CONVEXITY CAPITAL MANAGEMENT BREAKWATER TRADING BREAKWATER TRADING BREAKWATER TRADING BREAKWATER TRADING BREAKWATER TRADING BREAKWATER TRADING ALLIANCEBERNSTEIN ALLIANCEBERNSTEIN ALLIANCEBERNSTEIN ALLIANCEBERNSTEIN ALLIANCEBERNSTEIN CONVEXITY CAPITAL MANAGEMENT CONVEXITY CAPITAL MANAGEMENT FEDERAL RESERVE BANK OF NEW YORK BRUMMER - NEKTAR ASSET MANAGEMENT MERRILL LYNCH CONVEXITY CAPITAL MANAGEMENT CONVEXITY CAPITAL MANAGEMENT CONVEXITY CAPITAL MANAGEMENT ALLIANCEBERNSTEIN

brianv brianv kanata brianv keitait kanata kanata jesion davidfl davidfl keitait keitait jeffryf jesion pergolad heppmic pergolad david.yo maychr jesion keitait keitait keitait jeffryf keitait jeffryf christop christop taylor.a rvanderm rocher davidfl halem swynne kanata yanwang davidfl davidfl davidfl taylor.a

ALLIANCEBERNSTEIN ALLIANCEBERNSTEIN ALLIANCEBERNSTEIN ALLIANCEBERNSTEIN CONVEXITY CAPITAL MANAGEMENT CONVEXITY CAPITAL MANAGEMENT BREAKWATER TRADING BREAKWATER TRADING BREAKWATER TRADING BREAKWATER TRADING BREAKWATER TRADING BREAKWATER TRADING CONVEXITY CAPITAL MANAGEMENT CONVEXITY CAPITAL MANAGEMENT CONVEXITY CAPITAL MANAGEMENT CONVEXITY CAPITAL MANAGEMENT CONVEXITY CAPITAL MANAGEMENT BREVAN HOWARD CONVEXITY CAPITAL MANAGEMENT BREAKWATER TRADING BREAKWATER TRADING BREAKWATER TRADING CONVEXITY CAPITAL MANAGEMENT CONVEXITY CAPITAL MANAGEMENT BREAKWATER TRADING BREAKWATER TRADING BREAKWATER TRADING BREAKWATER TRADING BREAKWATER TRADING BREAKWATER TRADING FEDERAL RESERVE BANK OF NEW YORK FEDERAL RESERVE BANK OF NEW YORK FEDERAL RESERVE BANK OF NEW YORK BREAKWATER TRADING BREAKWATER TRADING BREAKWATER TRADING BREAKWATER TRADING HARVARD MANAGEMENT COMPANY BREVAN HOWARD CONVEXITY CAPITAL MANAGEMENT CONVEXITY CAPITAL MANAGEMENT BREVAN HOWARD CONVEXITY CAPITAL MANAGEMENT BREAKWATER TRADING BREAKWATER TRADING BREAKWATER TRADING BREAKWATER TRADING BREAKWATER TRADING ALLIANCEBERNSTEIN ALLIANCEBERNSTEIN

taylor.a taylor.a rvanderm rvanderm davidfl davidfl dimariaa dimariaa dimariaa dimariaa dimariaa dimariaa davidfl davidfl davidfl davidfl davidfl davidfl davidfl dimariaa seelaus seelaus jesion jesion dimariaa jeffryf jeffryf jeffryf jeffryf jeffryf seelaus heslin heslin dimariaa jeffryf jeffryf jeffryf charliep davidfl davidfl davidfl davidfl dimariaa dimariaa dimariaa dimariaa dimariaa baylised sajugeo

ALLIANCEBERNSTEIN CONVEXITY CAPITAL MANAGEMENT MILLENNIUM PARTNERS BREAKWATER TRADING BREAKWATER TRADING BREAKWATER TRADING BREAKWATER TRADING CONVEXITY CAPITAL MANAGEMENT ALLIANCEBERNSTEIN CONVEXITY CAPITAL MANAGEMENT H/2 CAPITAL PARTNERS CONVEXITY CAPITAL MANAGEMENT ALLIANCEBERNSTEIN ALLIANCEBERNSTEIN ALLIANCEBERNSTEIN BREAKWATER TRADING BREAKWATER TRADING BREAKWATER TRADING BRUMMER - NEKTAR ASSET MANAGEMENT BRUMMER - NEKTAR ASSET MANAGEMENT BRUMMER - NEKTAR ASSET MANAGEMENT BRUMMER - NEKTAR ASSET MANAGEMENT BRUMMER - NEKTAR ASSET MANAGEMENT BREAKWATER TRADING BREAKWATER TRADING BRUMMER - NEKTAR ASSET MANAGEMENT BRUMMER - NEKTAR ASSET MANAGEMENT FEDERAL RESERVE BANK OF NEW YORK FEDERAL RESERVE BANK OF NEW YORK BREAKWATER TRADING CONVEXITY CAPITAL MANAGEMENT CONVEXITY CAPITAL MANAGEMENT CONVEXITY CAPITAL MANAGEMENT CONVEXITY CAPITAL MANAGEMENT CONVEXITY CAPITAL MANAGEMENT CONVEXITY CAPITAL MANAGEMENT BREAKWATER TRADING BREAKWATER TRADING BREAKWATER TRADING BREAKWATER TRADING BREAKWATER TRADING BREAKWATER TRADING CONVEXITY CAPITAL MANAGEMENT CONVEXITY CAPITAL MANAGEMENT CONVEXITY CAPITAL MANAGEMENT CONVEXITY CAPITAL MANAGEMENT CONVEXITY CAPITAL MANAGEMENT CONVEXITY CAPITAL MANAGEMENT CONVEXITY CAPITAL MANAGEMENT BREVAN HOWARD

lynyak davidfl keitait dimariaa keitait keitait dimariaa davidfl gokhvat mulhpat dimariaa mulhpat david.yo rvanderm maychr seelaus seelaus seelaus pariente kanata bedijaid bedijaid pariente seelaus seelaus pariente pariente heslin seelaus dimariaa davidfl davidfl davidfl davidfl davidfl pauldoc dimariaa dimariaa dimariaa dimariaa dimariaa dimariaa pauldoc davidfl davidfl pergolad davidfl davidfl davidfl ayres

BRUMMER - NEKTAR ASSET MANAGEMENT BRUMMER - NEKTAR ASSET MANAGEMENT BREAKWATER TRADING BRUMMER - NEKTAR ASSET MANAGEMENT BRUMMER - NEKTAR ASSET MANAGEMENT BREAKWATER TRADING BREAKWATER TRADING BREAKWATER TRADING BREAKWATER TRADING BRUMMER - NEKTAR ASSET MANAGEMENT BRUMMER - NEKTAR ASSET MANAGEMENT BRUMMER - NEKTAR ASSET MANAGEMENT BRUMMER - NEKTAR ASSET MANAGEMENT BREAKWATER TRADING BREAKWATER TRADING BREAKWATER TRADING BREAKWATER TRADING BREAKWATER TRADING BREAKWATER TRADING BREAKWATER TRADING BREAKWATER TRADING BREAKWATER TRADING BREAKWATER TRADING SOCIETE GENERALE SOCIETE GENERALE DEUTSCHE BANK BROKER DEALER BARCLAYS BANK CONVEXITY CAPITAL MANAGEMENT CONVEXITY CAPITAL MANAGEMENT CONVEXITY CAPITAL MANAGEMENT CONVEXITY CAPITAL MANAGEMENT CONVEXITY CAPITAL MANAGEMENT CONVEXITY CAPITAL MANAGEMENT BREAKWATER TRADING BREAKWATER TRADING BREAKWATER TRADING BREAKWATER TRADING CONVEXITY CAPITAL MANAGEMENT CONVEXITY CAPITAL MANAGEMENT BRUMMER - NEKTAR ASSET MANAGEMENT LONGEVITY INSURANCE COMPANY ETRADE SECURITIES ALPHADYNE ASSET MANAGEMENT BREVAN HOWARD BREVAN HOWARD ALPHADYNE ASSET MANAGEMENT BREAKWATER TRADING ELEMENT CAPITAL ELEMENT CAPITAL

mulhpat mulhpat seelaus msncrich jhay seelaus seelaus seelaus seelaus pariente kanata mulhpat seelaus seelaus dimariaa dimariaa dimariaa dimariaa dimariaa dimariaa dimariaa dimariaa kanata kanata lparker finpet

seelaus seelaus seelaus seelaus

davidfl heslin brianv ayres davidfl ayres pariente darrew vaidshi vaidshi

ELEMENT CAPITAL ELEMENT CAPITAL ELEMENT CAPITAL ALPHADYNE ASSET MANAGEMENT ALPHADYNE ASSET MANAGEMENT BREAKWATER TRADING ALPHADYNE ASSET MANAGEMENT ALPHADYNE ASSET MANAGEMENT ALPHADYNE ASSET MANAGEMENT ALPHADYNE ASSET MANAGEMENT BREVAN HOWARD CONVEXITY CAPITAL MANAGEMENT BREAKWATER TRADING BARCLAYS BANK BARCLAYS BANK DEUTSCHE BANK SOCIETE GENERALE BARCLAYS BANK JP MORGAN SECURITIES BARCLAYS BANK ALPHADYNE ASSET MANAGEMENT ALPHADYNE ASSET MANAGEMENT BRUMMER - NEKTAR ASSET MANAGEMENT BRUMMER - NEKTAR ASSET MANAGEMENT BREAKWATER TRADING FEDERATED INVESTORS BRUMMER - NEKTAR ASSET MANAGEMENT BREVAN HOWARD BREVAN HOWARD BRUMMER - NEKTAR ASSET MANAGEMENT ALPHADYNE ASSET MANAGEMENT BREAKWATER TRADING BREAKWATER TRADING BRUMMER - NEKTAR ASSET MANAGEMENT

vaidshi vaidshi vaidshi julieg julieg keitait julieg julieg julieg julieg davidfl blakesc keitait decassap decassap bfaisal decassap vaidshi vaidshi vaidshi oliverto julieg jesion jesion keitait alsong jesion davidfl ayres brianv julieg seelaus keitait kanata

BREVAN HOWARD BREVAN HOWARD ALPHADYNE ASSET MANAGEMENT BREAKWATER TRADING BREAKWATER TRADING BNP PARIBAS ALPHADYNE ASSET MANAGEMENT CONVEXITY CAPITAL MANAGEMENT CONVEXITY CAPITAL MANAGEMENT FANNIE MAE FANNIE MAE

oliverto ayres seelaus seelaus heppmic julieg mulhpat

kanata kanata

BREVAN HOWARD BREVAN HOWARD ALPHADYNE ASSET MANAGEMENT BREAKWATER TRADING ROYAL BANK OF CANADA ROYAL BANK OF CANADA ROYAL BANK OF CANADA ROYAL BANK OF CANADA ROYAL BANK OF CANADA ALPHADYNE ASSET MANAGEMENT ROYAL BANK OF CANADA

pariente heslin kanata kanata kanata kanata oliverto julieg miba

ALPHADYNE ASSET MANAGEMENT BREAKWATER TRADING LONGEVITY INSURANCE COMPANY BARCLAYS BANK ALPHADYNE ASSET MANAGEMENT ALPHADYNE ASSET MANAGEMENT ALPHADYNE ASSET MANAGEMENT ALPHADYNE ASSET MANAGEMENT

pariente keitait sullsean sbarrar julieg julieg julieg julieg

CONVEXITY CAPITAL MANAGEMENT CONVEXITY CAPITAL MANAGEMENT ALPHADYNE ASSET MANAGEMENT BREAKWATER TRADING BREAKWATER TRADING BREAKWATER TRADING BREAKWATER TRADING CONVEXITY CAPITAL MANAGEMENT CONVEXITY CAPITAL MANAGEMENT CONVEXITY CAPITAL MANAGEMENT BREAKWATER TRADING CONVEXITY CAPITAL MANAGEMENT ALPHADYNE ASSET MANAGEMENT ALPHADYNE ASSET MANAGEMENT ALPHADYNE ASSET MANAGEMENT ALPHADYNE ASSET MANAGEMENT ALPHADYNE ASSET MANAGEMENT BREAKWATER TRADING BREAKWATER TRADING ALPHADYNE ASSET MANAGEMENT ALPHADYNE ASSET MANAGEMENT ALPHADYNE ASSET MANAGEMENT BREAKWATER TRADING BREAKWATER TRADING BREAKWATER TRADING

asanom blakesc dimariaa dimariaa dimariaa dimariaa pergolad asanom keitait mulhpat keitait keitait keitait keitait

keitait keitait brianv brianv blakesc keitait keitait keitait

BREAKWATER TRADING ALPHADYNE ASSET MANAGEMENT ALPHADYNE ASSET MANAGEMENT ALPHADYNE ASSET MANAGEMENT ALPHADYNE ASSET MANAGEMENT ALPHADYNE ASSET MANAGEMENT ALPHADYNE ASSET MANAGEMENT BREAKWATER TRADING BREAKWATER TRADING BREAKWATER TRADING BREAKWATER TRADING BREAKWATER TRADING BREAKWATER TRADING BREAKWATER TRADING FEDERAL RESERVE BANK OF NEW YORK FEDERAL RESERVE BANK OF NEW YORK BREAKWATER TRADING FEDERAL RESERVE BANK OF NEW YORK BREVAN HOWARD BREVAN HOWARD BREVAN HOWARD BREAKWATER TRADING BREAKWATER TRADING BREAKWATER TRADING PROLOGUE CAPITAL BREAKWATER TRADING BREAKWATER TRADING BREAKWATER TRADING BREAKWATER TRADING BREAKWATER TRADING ALPHADYNE ASSET MANAGEMENT ALPHADYNE ASSET MANAGEMENT BREAKWATER TRADING CONVEXITY CAPITAL MANAGEMENT CONVEXITY CAPITAL MANAGEMENT ELEMENT CAPITAL FEDERAL RESERVE BANK OF NEW YORK CONVEXITY CAPITAL MANAGEMENT

keitait julieg keitait keitait keitait julieg julieg seelaus seelaus heslin heslin heslin heslin heslin heslin heslin heslin seangree julieg ayres ayres seelaus seelaus seelaus

heslin keitait keitait keitait kevbro seelaus seelaus seelaus leejoh heppmic leylawil seangree davidfl

CONVEXITY CAPITAL MANAGEMENT BREAKWATER TRADING BREAKWATER TRADING CONVEXITY CAPITAL MANAGEMENT ALPHADYNE ASSET MANAGEMENT BREAKWATER TRADING CONVEXITY CAPITAL MANAGEMENT

heppmic keitait keitait heppmic seelaus seelaus asanom

CONVEXITY CAPITAL MANAGEMENT CONVEXITY CAPITAL MANAGEMENT BRUMMER - NEKTAR ASSET MANAGEMENT

heppmic heppmic rahmloc

BREAKWATER TRADING BREAKWATER TRADING BREAKWATER TRADING BREAKWATER TRADING BREAKWATER TRADING BREAKWATER TRADING BREAKWATER TRADING BREAKWATER TRADING BREAKWATER TRADING CONVEXITY CAPITAL MANAGEMENT BREVAN HOWARD CONVEXITY CAPITAL MANAGEMENT FEDERAL RESERVE BANK OF NEW YORK BREAKWATER TRADING BREAKWATER TRADING FEDERAL RESERVE BANK OF NEW YORK BREAKWATER TRADING BREAKWATER TRADING BREAKWATER TRADING BREAKWATER TRADING CONVEXITY CAPITAL MANAGEMENT CONVEXITY CAPITAL MANAGEMENT BREVAN HOWARD CONVEXITY CAPITAL MANAGEMENT CONVEXITY CAPITAL MANAGEMENT BREVAN HOWARD BREAKWATER TRADING BREAKWATER TRADING BREAKWATER TRADING BREAKWATER TRADING BREAKWATER TRADING BREAKWATER TRADING BREAKWATER TRADING BREAKWATER TRADING FEDERAL RESERVE BANK OF NEW YORK UNKNOWN ALPHADYNE ASSET MANAGEMENT BREAKWATER TRADING BREAKWATER TRADING BREAKWATER TRADING BREAKWATER TRADING ELEMENT CAPITAL CONVEXITY CAPITAL MANAGEMENT ALPHADYNE ASSET MANAGEMENT ALPHADYNE ASSET MANAGEMENT ALPHADYNE ASSET MANAGEMENT

heslin heslin heslin sullsean sullsean heslin sullsean dimariaa heslin leejoh heppmic heppmic heslin keitait keitait keitait heslin heslin heslin keitait leejoh davidfl davidfl davidfl davidfl blakesc keitait keitait keitait keitait keitait keitait keitait keitait swynne keitait keitait keitait keitait keitait bfaisal blakesc seelaus heslin

ALPHADYNE ASSET MANAGEMENT ALPHADYNE ASSET MANAGEMENT FEDERAL RESERVE BANK OF NEW YORK FEDERAL RESERVE BANK OF NEW YORK BREVAN HOWARD ALPHADYNE ASSET MANAGEMENT ALPHADYNE ASSET MANAGEMENT ALPHADYNE ASSET MANAGEMENT ALPHADYNE ASSET MANAGEMENT ALPHADYNE ASSET MANAGEMENT ALPHADYNE ASSET MANAGEMENT BREVAN HOWARD BREVAN HOWARD FEDERATED INVESTORS HARVARD MANAGEMENT COMPANY HARVARD MANAGEMENT COMPANY

seelaus sullsean keitait keitait ayres seelaus seelaus seelaus seelaus keitait keitait julieg christop yanwang yanwang

ALPHADYNE ASSET MANAGEMENT ALPHADYNE ASSET MANAGEMENT ALPHADYNE ASSET MANAGEMENT ALPHADYNE ASSET MANAGEMENT ALPHADYNE ASSET MANAGEMENT ALPHADYNE ASSET MANAGEMENT BREAKWATER TRADING ALPHADYNE ASSET MANAGEMENT ALPHADYNE ASSET MANAGEMENT ALPHADYNE ASSET MANAGEMENT BREAKWATER TRADING FEDERATED INVESTORS ALPHADYNE ASSET MANAGEMENT ALPHADYNE ASSET MANAGEMENT BREVAN HOWARD FEDERATED INVESTORS ALPHADYNE ASSET MANAGEMENT ALPHADYNE ASSET MANAGEMENT ALPHADYNE ASSET MANAGEMENT ALPHADYNE ASSET MANAGEMENT ALPHADYNE ASSET MANAGEMENT BREAKWATER TRADING KEPOS CAPITAL KEPOS CAPITAL KEPOS CAPITAL KEPOS CAPITAL KEPOS CAPITAL KEPOS CAPITAL KEPOS CAPITAL KEPOS CAPITAL KEPOS CAPITAL

julieg julieg julieg julieg keitait sullsean seelaus ayres julieg julieg heslin david.yo julieg julieg davidfl david.yo ayres julieg julieg dimariaa dimariaa keitait leylawil leylawil leylawil leylawil leylawil leylawil leylawil leylawil leylawil

KEPOS CAPITAL KEPOS CAPITAL KEPOS CAPITAL KEPOS CAPITAL KEPOS CAPITAL KEPOS CAPITAL KEPOS CAPITAL KEPOS CAPITAL KEPOS CAPITAL KEPOS CAPITAL KEPOS CAPITAL KEPOS CAPITAL KEPOS CAPITAL KEPOS CAPITAL KEPOS CAPITAL KEPOS CAPITAL KEPOS CAPITAL KEPOS CAPITAL KEPOS CAPITAL KEPOS CAPITAL KEPOS CAPITAL KEPOS CAPITAL KEPOS CAPITAL KEPOS CAPITAL KEPOS CAPITAL KEPOS CAPITAL KEPOS CAPITAL KEPOS CAPITAL KEPOS CAPITAL KEPOS CAPITAL KEPOS CAPITAL KEPOS CAPITAL KEPOS CAPITAL KEPOS CAPITAL KEPOS CAPITAL KEPOS CAPITAL KEPOS CAPITAL KEPOS CAPITAL KEPOS CAPITAL KEPOS CAPITAL KEPOS CAPITAL KEPOS CAPITAL KEPOS CAPITAL ALPHADYNE ASSET MANAGEMENT ALPHADYNE ASSET MANAGEMENT BREVAN HOWARD ALPHADYNE ASSET MANAGEMENT KEPOS CAPITAL KEPOS CAPITAL KEPOS CAPITAL KEPOS CAPITAL

leylawil leylawil leylawil leylawil leylawil leylawil leylawil leylawil leylawil leylawil leylawil leylawil leylawil leylawil leylawil leylawil leylawil leylawil leylawil leylawil leylawil leylawil leylawil leylawil leylawil leylawil leylawil leylawil leylawil leylawil leylawil leylawil leylawil leylawil leylawil leylawil leylawil leylawil leylawil leylawil leylawil leylawil leylawil julieg julieg davidfl ayres vaidshi vaidshi vaidshi vaidshi

KEPOS CAPITAL KEPOS CAPITAL KEPOS CAPITAL KEPOS CAPITAL ALPHADYNE ASSET MANAGEMENT ALPHADYNE ASSET MANAGEMENT ALPHADYNE ASSET MANAGEMENT BREAKWATER TRADING KEPOS CAPITAL KEPOS CAPITAL CONVEXITY CAPITAL MANAGEMENT CONVEXITY CAPITAL MANAGEMENT CONVEXITY CAPITAL MANAGEMENT CONVEXITY CAPITAL MANAGEMENT CONVEXITY CAPITAL MANAGEMENT

vaidshi vaidshi vaidshi vaidshi ayres seelaus seelaus seelaus leylawil leylawil msncrich msncrich msncrich msncrich

CONVEXITY CAPITAL MANAGEMENT ALPHADYNE ASSET MANAGEMENT ALPHADYNE ASSET MANAGEMENT ALPHADYNE ASSET MANAGEMENT ALPHADYNE ASSET MANAGEMENT ALPHADYNE ASSET MANAGEMENT BREAKWATER TRADING BREAKWATER TRADING BREAKWATER TRADING RBS SECURITIES KEPOS CAPITAL ALPHADYNE ASSET MANAGEMENT ALPHADYNE ASSET MANAGEMENT ALPHADYNE ASSET MANAGEMENT ALPHADYNE ASSET MANAGEMENT BREAKWATER TRADING BREAKWATER TRADING BREAKWATER TRADING BREAKWATER TRADING BREAKWATER TRADING BREAKWATER TRADING METLIFE METLIFE ALPHADYNE ASSET MANAGEMENT ALPHADYNE ASSET MANAGEMENT BREAKWATER TRADING BREAKWATER TRADING BREAKWATER TRADING BREAKWATER TRADING BREAKWATER TRADING ALLIANCEBERNSTEIN CONVEXITY CAPITAL MANAGEMENT BREVAN HOWARD CONVEXITY CAPITAL MANAGEMENT

asanom dimariaa dimariaa seelaus seelaus oliverto seelaus seelaus heslin oliverto vaidshi seelaus seelaus bedijaid bedijaid keitait keitait keitait heslin heslin heslin felixd felixd dimariaa oliverto keitait keitait heslin heslin keitait swynne leejoh julieg rappliz

CONVEXITY CAPITAL MANAGEMENT CONVEXITY CAPITAL MANAGEMENT ALPHADYNE ASSET MANAGEMENT ALPHADYNE ASSET MANAGEMENT ALPHADYNE ASSET MANAGEMENT ALPHADYNE ASSET MANAGEMENT ALPHADYNE ASSET MANAGEMENT BREAKWATER TRADING BREAKWATER TRADING BREAKWATER TRADING BREAKWATER TRADING BREAKWATER TRADING BREAKWATER TRADING BREAKWATER TRADING BREAKWATER TRADING BREAKWATER TRADING BREAKWATER TRADING BREAKWATER TRADING BREAKWATER TRADING BREAKWATER TRADING KEPOS CAPITAL RBS SECURITIES CONVEXITY CAPITAL MANAGEMENT CONVEXITY CAPITAL MANAGEMENT CONVEXITY CAPITAL MANAGEMENT CONVEXITY CAPITAL MANAGEMENT CONVEXITY CAPITAL MANAGEMENT ALPHADYNE ASSET MANAGEMENT CONVEXITY CAPITAL MANAGEMENT BRUMMER - NEKTAR ASSET MANAGEMENT ALPHADYNE ASSET MANAGEMENT ALPHADYNE ASSET MANAGEMENT ALPHADYNE ASSET MANAGEMENT BREAKWATER TRADING BREAKWATER TRADING BREAKWATER TRADING BREAKWATER TRADING BREAKWATER TRADING BREAKWATER TRADING CONVEXITY CAPITAL MANAGEMENT CONVEXITY CAPITAL MANAGEMENT CONVEXITY CAPITAL MANAGEMENT CONVEXITY CAPITAL MANAGEMENT CONVEXITY CAPITAL MANAGEMENT

asanom leejoh keitait keitait oliverto keitait keitait keitait keitait keitait keitait keitait keitait keitait keitait keitait keitait keitait keitait keitait leylawil oliverto davidfl pergolad davidfl davidfl leejoh blakesc jesion rahmloc bedijaid bedijaid bedijaid keitait keitait keitait keitait keitait keitait msncrich msncrich msncrich rappliz msncrich

CONVEXITY CAPITAL MANAGEMENT ALPHADYNE ASSET MANAGEMENT ALPHADYNE ASSET MANAGEMENT ALPHADYNE ASSET MANAGEMENT BREAKWATER TRADING BREAKWATER TRADING BREAKWATER TRADING BREAKWATER TRADING KEPOS CAPITAL ALPHADYNE ASSET MANAGEMENT ALPHADYNE ASSET MANAGEMENT ALPHADYNE ASSET MANAGEMENT CONVEXITY CAPITAL MANAGEMENT CONVEXITY CAPITAL MANAGEMENT CONVEXITY CAPITAL MANAGEMENT CONVEXITY CAPITAL MANAGEMENT CONVEXITY CAPITAL MANAGEMENT CONVEXITY CAPITAL MANAGEMENT CONVEXITY CAPITAL MANAGEMENT BARCLAYS BANK BARCLAYS BANK BREVAN HOWARD

asanom julieg julieg julieg seelaus sullsean sullsean seelaus leylawil julieg julieg julieg davidfl davidfl pergolad pergolad pergolad davidfl pergolad vaidshi vaidshi

CONVEXITY CAPITAL MANAGEMENT ALPHADYNE ASSET MANAGEMENT ALPHADYNE ASSET MANAGEMENT BREAKWATER TRADING ALLIANCEBERNSTEIN CONVEXITY CAPITAL MANAGEMENT CONVEXITY CAPITAL MANAGEMENT BREVAN HOWARD BREVAN HOWARD ALPHADYNE ASSET MANAGEMENT BREAKWATER TRADING BREAKWATER TRADING BREAKWATER TRADING BREAKWATER TRADING BREAKWATER TRADING BREAKWATER TRADING BREAKWATER TRADING BREAKWATER TRADING BREAKWATER TRADING ALLIANCEBERNSTEIN ALLIANCEBERNSTEIN ALLIANCEBERNSTEIN BRUMMER - NEKTAR ASSET MANAGEMENT CONVEXITY CAPITAL MANAGEMENT ELEMENT CAPITAL

asanom seelaus seelaus seelaus swynne davidfl ayres oliverto oliverto oliverto seelaus seelaus seelaus seelaus seelaus seelaus seelaus seelaus seelaus swynne swynne swynne msncrich davidfl eatonm

ALPHADYNE ASSET MANAGEMENT BRUMMER - NEKTAR ASSET MANAGEMENT CONVEXITY CAPITAL MANAGEMENT ALPHADYNE ASSET MANAGEMENT ALPHADYNE ASSET MANAGEMENT BREAKWATER TRADING BREAKWATER TRADING BREAKWATER TRADING BREAKWATER TRADING BREAKWATER TRADING KEPOS CAPITAL ALLIANCEBERNSTEIN BREVAN HOWARD BREAKWATER TRADING BREAKWATER TRADING BREAKWATER TRADING BREAKWATER TRADING BREAKWATER TRADING BREAKWATER TRADING BREAKWATER TRADING BREAKWATER TRADING BREAKWATER TRADING GOLDMAN SACHS ASSET MANAGEMENT GOLDMAN SACHS ASSET MANAGEMENT GOLDMAN SACHS ASSET MANAGEMENT GOLDMAN SACHS ASSET MANAGEMENT KEPOS CAPITAL GOLDMAN SACHS ASSET MANAGEMENT GOLDMAN SACHS ASSET MANAGEMENT GOLDMAN SACHS ASSET MANAGEMENT GOLDMAN SACHS ASSET MANAGEMENT GOLDMAN SACHS ASSET MANAGEMENT GOLDMAN SACHS ASSET MANAGEMENT GOLDMAN SACHS ASSET MANAGEMENT GOLDMAN SACHS ASSET MANAGEMENT KEPOS CAPITAL BREVAN HOWARD CONVEXITY CAPITAL MANAGEMENT CONVEXITY CAPITAL MANAGEMENT ALPHADYNE ASSET MANAGEMENT ALPHADYNE ASSET MANAGEMENT ALPHADYNE ASSET MANAGEMENT BREAKWATER TRADING METLIFE METLIFE KEPOS CAPITAL METLIFE METLIFE METLIFE KEPOS CAPITAL

ayres msncrich keitait keitait heslin heslin keitait keitait keitait leylawil swynne pariente heslin heslin keitait keitait keitait keitait keitait keitait keitait vaidshi vaidshi vaidshi bfaisal vaidshi vaidshi vaidshi vaidshi bfaisal vaidshi vaidshi vaidshi vaidshi vaidshi asanom brianv brianv keitait keitait keitait keitait lparker lparker leylawil lparker lparker lparker leylawil

METLIFE UNKNOWN UNKNOWN ALPHADYNE ASSET MANAGEMENT ALPHADYNE ASSET MANAGEMENT ALPHADYNE ASSET MANAGEMENT BREAKWATER TRADING BREAKWATER TRADING BREAKWATER TRADING FEDERAL RESERVE BANK OF NEW YORK METLIFE BREVAN HOWARD BREVAN HOWARD BREVAN HOWARD CONVEXITY CAPITAL MANAGEMENT ALPHADYNE ASSET MANAGEMENT ALPHADYNE ASSET MANAGEMENT BREAKWATER TRADING ALLIANCEBERNSTEIN ALLIANCEBERNSTEIN CONVEXITY CAPITAL MANAGEMENT ALPHADYNE ASSET MANAGEMENT KEPOS CAPITAL KEPOS CAPITAL ALLIANCEBERNSTEIN FEDERAL RESERVE BANK OF NEW YORK FEDERATED INVESTORS BREVAN HOWARD BREAKWATER TRADING BREAKWATER TRADING BREAKWATER TRADING BREAKWATER TRADING KEPOS CAPITAL BREVAN HOWARD ELEMENT CAPITAL ROYAL BANK OF CANADA ROYAL BANK OF CANADA ELEMENT CAPITAL ELEMENT CAPITAL ALPHADYNE ASSET MANAGEMENT ALPHADYNE ASSET MANAGEMENT ALPHADYNE ASSET MANAGEMENT ALPHADYNE ASSET MANAGEMENT ALPHADYNE ASSET MANAGEMENT ALPHADYNE ASSET MANAGEMENT ALPHADYNE ASSET MANAGEMENT ALPHADYNE ASSET MANAGEMENT ALPHADYNE ASSET MANAGEMENT

lparker yanwang viswarju pariente keitait keitait heslin heslin heslin swynne felixd oliverto oliverto oliverto oliverto heslin darrew heslin swynne swynne finpet ayres leylawil leylawil swynne swynne david.yo pariente heslin heslin heslin heslin leylawil pariente akshats charliep yanwang akshats akshats seelaus seelaus seelaus seelaus seelaus seelaus seelaus seelaus oliverto

BREAKWATER TRADING ELEMENT CAPITAL

seelaus bfaisal