Item Trade Date Client Name Sec Desc. Settle Ccy Total Prod Entry Date Settlement RR Swap# Trading CC Desc Trading Book(BAAC) Trading Book MM Markup Trading Name Trader ID1 04/06/10 BREVAN HOWARD ASSET MANAGEMENT (BREVN) USD 500.0 MM 04/07/2011 FORMULA USD 108,000 04/06/11 04/06/10 9919 - STIKER,EDWARD S. SR5VS NA VOLATILITY TRADING LONG_DATED_VOL ACUSD 0 BREVAN HOWARD2 04/20/10 BREVAN HOWARD ASSET MANAGEMENT (BREVN) USD 100.0 MM 03/18/2020 IRS USD 75,000 04/12/11 04/20/10 9919 - STIKER,EDWARD S. EQUS6 NA INFLATION TRADING VOLATILITY_OTHER TOTIP 0 BREVAN HOWARD3 05/21/10 BREVAN HOWARD ASSET MANAGEMENT (BREVN) USD 101.5 MM 12/29/2008 IRS USD 4,000,000 04/12/11 05/21/10 9919 - STIKER,EDWARD S. FA9E2 IR MGMT - STRUCTURED RATES ACDMP ACDMP 0 BREVAN HOWARD4 05/24/10 CONVEXITY CAPITAL MANAGEMENT, (CVEX) JPY 50.0 BN 05/25/2011 IRS USD 150,000 05/23/11 05/24/10 9026 - TK INTL/STIKER EVJXD TK VOLATILITY TRADING TSJPY TSJPY 0 CONVEXITY CAPITAL MANAGEMENT5 05/24/10 CONVEXITY CAPITAL MANAGEMENT, (CVEX) JPY 50.0 BN 05/25/2011 SWAPTION USD (150,000) 05/23/11 05/24/10 9026 - TK INTL/STIKER EVJXD TK VOLATILITY TRADING TSJPY TSJPY 0 CONVEXITY CAPITAL MANAGEMENT6 09/22/10 LCH.CLEARNET: LONDON JPY 14.7 BN 07/05/2018 IRS USD 12,000 04/12/11 09/22/10 9919 - STIKER,EDWARD S. AXKXY TK JPY SWAP TRDG TOJPY TOJPY 0 LCH.CLEARNET7 10/21/10 INTERNAL COUNTERPARTY (INCPY) GBP 113.0 MM 10/21/2020 IRS USD 59,000 04/12/11 10/21/10 9919 - STIKER,EDWARD S. HKP3J STERLING RATES TOSTG TOSTG 0 MS CONTROL AND INTERNAL ACCOUNTS8 12/31/10 CONVEXITY CAPITAL MANAGEMENT, (CVEX) STANDARD P&B CLEANUP CUSIP USD 214,600 01/04/11 12/31/10 9919 - STIKER,EDWARD S. NA INDEX TRADING NA TRADING 0 CONVEXITY CAPITAL MANAGEMENT9 12/31/10 CONVEXITY CAPITAL MANAGEMENT: GLOBAL DUMMY CUSIP ON EUROPEAN OIL STOCK USD 37,842 01/13/11 01/13/11 9919 - STIKER,EDWARD S. DSP STRUCTURES HEDGE ALL FINANCE 0 CONVEXITY CAPITAL MANAGEMENT

10 12/31/10 CONVEXITY CAPITAL MANAGEMENT: GLOBAL DUMMY CUSIP ON EUROPEAN OIL STOCK USD 0 01/13/11 01/13/11 9919 - STIKER,EDWARD S. DSP STRUCTURES HEDGE ALL DIVIDEND 0 CONVEXITY CAPITAL MANAGEMENT11 01/03/11 ETRADE SECURITIES (ETSC) B Oct 20, 2011 EXMT USD 1 01/03/11 01/04/11 9919 - STIKER,EDWARD S. TAX TRD - GOVERNMENT BOND NY TRADING_TREASURIES 0 ETRADE SECURITIES heslin12 01/05/11 CONVEXITY CAPITAL MANAGEMENT, (CVEX) Swaption USD Short 3.98 2019/08/30 USD 50,000 01/14/11 01/05/11 9919 - STIKER,EDWARD S. SRFGB NA VOLATILITY TRADING LONG_DATED_VOL ACUSD 0 CONVEXITY CAPITAL MANAGEMENT pergolad13 01/05/11 BWT PROFESSIONAL TRADING LLC (BWT1) T 2.375 Feb 28, 2015 EXMT USD 520 01/05/11 01/06/11 9919 - STIKER,EDWARD S. TAX TRD - GOVERNMENT BOND NY TRADING_MISC 0 BREAKWATER TRADING jeffryf14 01/05/11 ETRADE SECURITIES (ETSC) B Feb 24, 2011 EXMT USD 0 01/05/11 01/06/11 9919 - STIKER,EDWARD S. FI CLIENT FINANCING - US TREASURY BILL BOOK 0 ETRADE SECURITIES seangree15 01/05/11 CONVEXITY CAPITAL MANAGEMENT, (CVEX) Swaption USD Short 3.18 2022/08/30 Unwind USD 0 01/14/11 01/05/11 9919 - STIKER,EDWARD S. SR94R NA VOLATILITY TRADING LONG_DATED_VOL ACUSD 0 CONVEXITY CAPITAL MANAGEMENT pergolad16 01/07/11 ELEMENT CAPITAL (ELMC) Swaption GBP Long 4.45 2021/07/07 USD 0 06/03/11 01/07/11 10321 - STIKER/QUBBAJ EJMWD EU VOLATILITY TRADING TNDEM TNDEM 0 ELEMENT CAPITAL yanwang17 01/07/11 ELEMENT CAPITAL (ELMC) Swaption GBP Short 3.75 2022/01/10 USD 0 06/03/11 01/07/11 10321 - STIKER/QUBBAJ EJMWG EU VOLATILITY TRADING TNDEM TNDEM 0 ELEMENT CAPITAL yanwang18 01/07/11 ELEMENT CAPITAL (ELMC) Swaption GBP Short 4.25 2022/01/10 USD 0 06/03/11 01/07/11 10321 - STIKER/QUBBAJ EJMWF EU VOLATILITY TRADING TNDEM TNDEM 0 ELEMENT CAPITAL yanwang19 01/10/11 PIMCO (PMCO) FHLMC 4.500 Jul 15, 2013 EXMT USD 47 01/10/11 01/11/11 10321 - STIKER/QUBBAJ TAX TRD - GOVT AGENCY TRADING NY TRADING_AGENCIES 0 PIMCO schuberc20 01/11/11 BREVAN HOWARD ASSET MANAGEMENT (BREVN) Swaption USD Short 4.74 2040/12/19 USD 44,000 01/14/11 01/11/11 9919 - STIKER,EDWARD S. SRFKN NA VOLATILITY TRADING LONG_DATED_VOL ACUSD 0 BREVAN HOWARD bpiafsky21 01/11/11 BREVAN HOWARD ASSET MANAGEMENT (BREVN) Swaption USD Short 4.74 2034/09/20 Unwind USD 0 01/14/11 01/11/11 10321 - STIKER/QUBBAJ SR24Y NA VOLATILITY TRADING LONG_DATED_VOL ACUSD 0 BREVAN HOWARD rappliz22 01/12/11 CONVEXITY CAPITAL MANAGEMENT, (CVEX) Swaption USD Short 3.28 2018/09/04 USD 75,000 01/14/11 01/12/11 9919 - STIKER,EDWARD S. SRFMN NA VOLATILITY TRADING LONG_DATED_VOL ACUSD 0 CONVEXITY CAPITAL MANAGEMENT davidfl23 01/12/11 BREVAN HOWARD ASSET MANAGEMENT (BREVN) Fixed/Float USD Receiver 4.29 2041/03/20 USD 75,000 05/16/11 01/12/11 9919 - STIKER,EDWARD S. YAK59 NA SWAPS TRDG USD_SWAPS TOUSD 0 BREVAN HOWARD kanata24 01/12/11 CONVEXITY CAPITAL MANAGEMENT, (CVEX) Swaption USD Short 3.36 2018/10/22 USD 75,000 01/14/11 01/12/11 9919 - STIKER,EDWARD S. SRFMC NA VOLATILITY TRADING LONG_DATED_VOL ACUSD 0 CONVEXITY CAPITAL MANAGEMENT pergolad25 01/12/11 CONVEXITY CAPITAL MANAGEMENT, (CVEX) Swaption USD Short 4.59 2042/08/29 USD 75,000 01/14/11 01/12/11 9919 - STIKER,EDWARD S. SRFMU NA VOLATILITY TRADING LONG_DATED_VOL ACUSD 0 CONVEXITY CAPITAL MANAGEMENT pergolad26 01/12/11 CONVEXITY CAPITAL MANAGEMENT, (CVEX) Swaption USD Short 3.92 2019/09/05 USD 63,750 01/14/11 01/12/11 9919 - STIKER,EDWARD S. SRFMM NA VOLATILITY TRADING LONG_DATED_VOL ACUSD 0 CONVEXITY CAPITAL MANAGEMENT davidfl27 01/12/11 BWT PROFESSIONAL TRADING LLC (BWT1) T 2.500 Jun 30, 2017 EXMT USD 1,000 01/12/11 01/13/11 9919 - STIKER,EDWARD S. TAX TRD - GOVERNMENT BOND NY TRADING_TREASURIES 0 BREAKWATER TRADING dimariaa28 01/12/11 BWT PROFESSIONAL TRADING LLC (BWT1) T 1.875 Sep 30, 2017 EXMT USD 1,000 01/12/11 01/13/11 9919 - STIKER,EDWARD S. TAX TRD - GOVERNMENT BOND NY TRADING_TREASURIES 0 BREAKWATER TRADING dimariaa29 01/12/11 BWT PROFESSIONAL TRADING LLC (BWT1) T 1.875 Sep 30, 2017 EXMT USD 1,000 01/12/11 01/13/11 9919 - STIKER,EDWARD S. TAX TRD - GOVERNMENT BOND NY TRADING_TREASURIES 0 BREAKWATER TRADING dimariaa30 01/12/11 BWT PROFESSIONAL TRADING LLC (BWT1) T 2.500 Jun 30, 2017 EXMT USD 1,000 01/12/11 01/13/11 9919 - STIKER,EDWARD S. TAX TRD - GOVERNMENT BOND NY TRADING_TREASURIES 0 BREAKWATER TRADING dimariaa31 01/12/11 ALLIANCEBERNSTEIN (ALL7) TITIM 6.200 Jul 18, 2011 SEC5 USD 0 01/12/11 01/14/11 9919 - STIKER,EDWARD S. NA CP PRIMARY NONJV CPFXD 0 ALLIANCEBERNSTEIN slaterc32 01/12/11 BREVAN HOWARD ASSET MANAGEMENT (BREVN) Fixed/Float USD Payer 3.56 2021/03/17 USD 0 01/14/11 01/12/11 9919 - STIKER,EDWARD S. YAK5A NA SWAPS TRDG USD_SWAPS TOUSD 0 BREVAN HOWARD kanata33 01/12/11 CONVEXITY CAPITAL MANAGEMENT, (CVEX) Swaption USD Short 2.92 2019/09/05 Unwind USD 0 01/14/11 01/12/11 9919 - STIKER,EDWARD S. SR992 NA VOLATILITY TRADING LONG_DATED_VOL ACUSD 0 CONVEXITY CAPITAL MANAGEMENT pergolad34 01/12/11 CONVEXITY CAPITAL MANAGEMENT, (CVEX) Swaption USD Short 2.50 2018/09/04 Unwind USD 0 01/14/11 01/12/11 9919 - STIKER,EDWARD S. SR994 NA VOLATILITY TRADING LONG_DATED_VOL ACUSD 0 CONVEXITY CAPITAL MANAGEMENT pergolad35 01/12/11 CONVEXITY CAPITAL MANAGEMENT, (CVEX) Swaption USD Short 3.46 2042/08/29 Unwind USD 0 01/14/11 01/12/11 9919 - STIKER,EDWARD S. SR94T NA VOLATILITY TRADING LONG_DATED_VOL ACUSD 0 CONVEXITY CAPITAL MANAGEMENT pergolad36 01/12/11 CONVEXITY CAPITAL MANAGEMENT, (CVEX) Swaption USD Short 2.48 2018/10/22 Unwind USD 0 01/14/11 01/12/11 9919 - STIKER,EDWARD S. SRC9J NA VOLATILITY TRADING LONG_DATED_VOL ACUSD 0 CONVEXITY CAPITAL MANAGEMENT pergolad37 01/13/11 BREVAN HOWARD ASSET MANAGEMENT (BREVN) Fixed/Float USD Receiver 4.29 2041/03/20 Unwind USD 75,000 01/19/11 01/13/11 9919 - STIKER,EDWARD S. YAK59 NA SWAPS TRDG USD_SWAPS TOUSD 0 BREVAN HOWARD kanata38 01/13/11 CAPULA INVESTMENT MANAGEMENT (CINMA) Fixed/Float USD Receiver 2.96 2018/03/21 StepInTrade USD 0 05/16/11 01/13/11 10321 - STIKER/QUBBAJ HM048 EU USSWP TRD EUUSD EUUSD 0 CAPULA INVESTMENT MANAGEMENT lparker39 01/13/11 BREVAN HOWARD ASSET MANAGEMENT (BREVN) Fixed/Float USD Payer 3.56 2021/03/17 Unwind USD 0 01/14/11 01/13/11 9919 - STIKER,EDWARD S. YAK5A NA SWAPS TRDG USD_SWAPS TOUSD 0 BREVAN HOWARD kanata40 01/13/11 ALLIANCEBERNSTEIN (ALL7) AXP 6.800 Sep 01, 2066 SEC5 USD 0 01/13/11 01/19/11 9919 - STIKER,EDWARD S. SWING ACTIVITY IGRES 0 ALLIANCEBERNSTEIN ryan.cha41 01/13/11 ALLIANCEBERNSTEIN (ALL7) MET 10.750 Aug 01, 2069 SEC5 USD 0 01/13/11 01/19/11 9919 - STIKER,EDWARD S. SWING ACTIVITY IGRES 0 ALLIANCEBERNSTEIN ryan.cha42 01/13/11 ALLIANCEBERNSTEIN (ALL7) UAL 6.636 Jan 02, 2024 SEC5 USD 0 01/13/11 01/19/11 9919 - STIKER,EDWARD S. SWING ACTIVITY IGRES 0 ALLIANCEBERNSTEIN ryan.cha43 01/13/11 ALLIANCEBERNSTEIN (ALL7) HIG 4.000 Mar 30, 2015 SEC5 USD 0 01/13/11 01/19/11 9919 - STIKER,EDWARD S. SWING ACTIVITY IGRES 0 ALLIANCEBERNSTEIN crichez44 01/13/11 ALLIANCEBERNSTEIN (ALL7) CP 6.500 May 15, 2018 SEC5 USD 0 01/13/11 01/19/11 9919 - STIKER,EDWARD S. SWING ACTIVITY IGRES 0 ALLIANCEBERNSTEIN christop45 01/13/11 ALLIANCEBERNSTEIN (ALL7) GP 5.400 Nov 01, 2020 144A USD 0 01/13/11 01/19/11 9919 - STIKER,EDWARD S. SECONDARY CORPORATES IGDEX 0 ALLIANCEBERNSTEIN gokhvat46 01/13/11 ALLIANCEBERNSTEIN (ALL7) TRPCN 6.350 May 15, 2067 SEC5 USD 0 01/13/11 01/19/11 9919 - STIKER,EDWARD S. SECONDARY CORPORATES IGUTL 0 ALLIANCEBERNSTEIN maychr47 01/13/11 ALLIANCEBERNSTEIN (ALL7) OC 6.500 Dec 01, 2016 USD 0 01/13/11 01/19/11 9919 - STIKER,EDWARD S. SECONDARY CORPORATES IGDEX 0 ALLIANCEBERNSTEIN gokhvat48 01/14/11 BWT PROFESSIONAL TRADING LLC (BWT1) T 1.375 Nov 30, 2015 EXMT USD 258 01/14/11 01/18/11 9919 - STIKER,EDWARD S. TAX TRD - GOVERNMENT BOND NY TRADING_MISC 0 BREAKWATER TRADING jeffryf49 01/14/11 CONVEXITY CAPITAL MANAGEMENT, (CVEX) Swaption USD Short 3.51 2042/08/29 Unwind USD 0 01/14/11 01/14/11 9919 - STIKER,EDWARD S. SR955 NA VOLATILITY TRADING LONG_DATED_VOL ACUSD 0 CONVEXITY CAPITAL MANAGEMENT pergolad50 01/14/11 ALLIANCEBERNSTEIN (ALL7) MET 7.875 Dec 15, 2067 144A USD 0 01/14/11 01/20/11 9919 - STIKER,EDWARD S. SWING ACTIVITY IGRES 0 ALLIANCEBERNSTEIN ryan.cha51 01/18/11 FEDERAL RESERVE BANK OF NEW (FDLB) T 2.750 Oct 31, 2013 EXMT USD 132 01/18/11 01/18/11 9919 - STIKER,EDWARD S. TAX TRD - GOVERNMENT BOND NY TRADING_TREASURIES 0 FEDERAL RESERVE BANK OF NEW YORK seelaus52 01/18/11 FEDERAL RESERVE BANK OF NEW (FDLB) T 1.875 Apr 30, 2014 EXMT USD 115 01/18/11 01/18/11 9919 - STIKER,EDWARD S. TAX TRD - GOVERNMENT BOND NY TRADING_TREASURIES 0 FEDERAL RESERVE BANK OF NEW YORK seelaus53 01/18/11 ALLIANCEBERNSTEIN (ALL7) MTNA 5.250 Aug 05, 2020 SEC5 USD 0 01/18/11 01/21/11 9919 - STIKER,EDWARD S. SECONDARY CORPORATES IGDEX 0 ALLIANCEBERNSTEIN rvanderm54 01/18/11 ALLIANCEBERNSTEIN (ALL7) AON 3.500 Sep 30, 2015 SEC5 USD 0 01/18/11 01/21/11 9919 - STIKER,EDWARD S. SECONDARY CORPORATES IGINS 0 ALLIANCEBERNSTEIN rocher55 01/18/11 ALLIANCEBERNSTEIN (ALL7) NBHSS 4.875 Jan 14, 2021 144A USD 0 01/18/11 01/21/11 9919 - STIKER,EDWARD S. SECONDARY CORPORATES IGFIN 0 ALLIANCEBERNSTEIN lynyak56 01/19/11 CONVEXITY CAPITAL MANAGEMENT, (CVEX) JPY 50.0 BN 05/25/2011 SWAPTION USD 106,700 01/19/11 01/19/11 9026 - TK INTL/STIKER EVM4R TK VOLATILITY TRADING TSJPY TSJPY 0 CONVEXITY CAPITAL MANAGEMENT57 01/19/11 BWT PROFESSIONAL TRADING LLC (BWT1) T 4.000 Nov 15, 2012 USD 100 01/19/11 01/20/11 9919 - STIKER,EDWARD S. TAX TRD - GOVERNMENT BOND NY TRADING_TREASURIES 0 BREAKWATER TRADING seelaus58 01/19/11 BWT PROFESSIONAL TRADING LLC (BWT1) T 4.000 Nov 15, 2012 USD 13 01/19/11 01/20/11 9919 - STIKER,EDWARD S. TAX TRD - GOVERNMENT BOND NY TRADING_TREASURIES 0 BREAKWATER TRADING seelaus59 01/19/11 ALLIANCEBERNSTEIN (ALL7) FITB 5.450 Jan 15, 2017 SEC5 USD 0 01/19/11 01/24/11 9919 - STIKER,EDWARD S. SWING ACTIVITY IGRES 0 ALLIANCEBERNSTEIN cory.cat60 01/19/11 ALLIANCEBERNSTEIN (ALL7) UBS 5.875 Dec 20, 2017 USD 0 01/19/11 01/24/11 9919 - STIKER,EDWARD S. SECONDARY CORPORATES IGFIN 0 ALLIANCEBERNSTEIN lynyak61 01/19/11 ALLIANCEBERNSTEIN (ALL7) DANBNK 5.914 2049 Perp 144A USD 0 01/20/11 01/24/11 9919 - STIKER,EDWARD S. SECONDARY CORPORATES TOHYI 0 ALLIANCEBERNSTEIN lynyak62 01/19/11 ALLIANCEBERNSTEIN (ALL7) EQR 5.750 Jun 15, 2017 SEC5 USD 0 01/19/11 01/24/11 9919 - STIKER,EDWARD S. SECONDARY CORPORATES IGHEL 0 ALLIANCEBERNSTEIN markin63 01/19/11 ALLIANCEBERNSTEIN (ALL7) XTALN 5.800 Nov 15, 2016 144A USD 0 01/19/11 01/24/11 9919 - STIKER,EDWARD S. SECONDARY CORPORATES IGDEX 0 ALLIANCEBERNSTEIN rvanderm64 01/19/11 ALLIANCEBERNSTEIN (ALL7) LRY 4.750 Oct 01, 2020 SEC5 USD 0 01/19/11 01/24/11 9919 - STIKER,EDWARD S. SECONDARY CORPORATES IGHEL 0 ALLIANCEBERNSTEIN markin65 01/20/11 CONVEXITY CAPITAL MANAGEMENT, (CVEX) Swaption AUD Long 5.09 2013/01/23 USD 25,000 01/20/11 01/20/11 9919 - STIKER,EDWARD S. EZBKF AP IRCC IR TRADING - SYDNEY TOAU9 TOAU9 0 CONVEXITY CAPITAL MANAGEMENT pauldoc66 01/20/11 CONVEXITY CAPITAL MANAGEMENT, (CVEX) Swaption AUD Short 5.47 2013/01/23 USD 25,000 01/20/11 01/20/11 9919 - STIKER,EDWARD S. EZBKE AP IRCC IR TRADING - SYDNEY TOAU9 TOAU9 0 CONVEXITY CAPITAL MANAGEMENT pauldoc67 01/20/11 BWT PROFESSIONAL TRADING LLC (BWT1) T 1.875 Oct 31, 2017 EXMT USD 525 01/20/11 01/21/11 9919 - STIKER,EDWARD S. TAX TRD - GOVERNMENT BOND NY TRADING_TREASURIES 0 BREAKWATER TRADING dimariaa68 01/20/11 BWT PROFESSIONAL TRADING LLC (BWT1) T 1.875 Oct 31, 2017 EXMT USD 315 01/20/11 01/21/11 9919 - STIKER,EDWARD S. TAX TRD - GOVERNMENT BOND NY TRADING_TREASURIES 0 BREAKWATER TRADING dimariaa69 01/20/11 BWT PROFESSIONAL TRADING LLC (BWT1) T 1.875 Jan 31, 2016 EXMT USD 38 01/26/11 01/31/11 9919 - STIKER,EDWARD S. TAX TRD - GOVERNMENT BOND NY TRADING_MISC 0 BREAKWATER TRADING jeffryf70 01/20/11 ETRADE SECURITIES (ETSC) S Feb 15, 2038 EXMT USD 4 01/20/11 01/21/11 9919 - STIKER,EDWARD S. TAX TRD - GOVERNMENT BOND NY TRADING_TREASURIES 0 ETRADE SECURITIES brianv71 01/21/11 ETRADE SECURITIES (ETSC) T 2.375 Mar 31, 2016 EXMT USD 45 01/21/11 01/24/11 9919 - STIKER,EDWARD S. TAX TRD - GOVERNMENT BOND NY TRADING_MISC 0 ETRADE SECURITIES jeffryf72 01/21/11 ETRADE SECURITIES (ETSC) S Nov 15, 2025 EXMT USD 0 01/21/11 01/24/11 9919 - STIKER,EDWARD S. TAX TRD - GOVERNMENT BOND NY TRADING_TREASURIES 0 ETRADE SECURITIES brianv73 01/24/11 BREVAN HOWARD ASSET MANAGEMENT (BREVN) Swaption USD Short 0.70 2013/01/28 USD 50,000 01/27/11 01/24/11 9919 - STIKER,EDWARD S. SRFUB NA VOLATILITY TRADING SHORT_DATED_VOL ACSTP 0 BREVAN HOWARD ayres74 01/24/11 BWT PROFESSIONAL TRADING LLC (BWT1) T 2.375 Jul 31, 2017 EXMT USD 500 01/24/11 01/25/11 9919 - STIKER,EDWARD S. TAX TRD - GOVERNMENT BOND NY TRADING_TREASURIES 0 BREAKWATER TRADING dimariaa75 01/24/11 BWT PROFESSIONAL TRADING LLC (BWT1) T 1.875 Oct 31, 2017 EXMT USD 40 01/24/11 01/25/11 9919 - STIKER,EDWARD S. TAX TRD - GOVERNMENT BOND NY TRADING_TREASURIES 0 BREAKWATER TRADING dimariaa76 01/24/11 ALLIANCEBERNSTEIN (ALL7) SUCN 6.500 Jun 15, 2038 SEC5 USD 0 01/24/11 01/27/11 9919 - STIKER,EDWARD S. SECONDARY CORPORATES IGUTL 0 ALLIANCEBERNSTEIN maychr77 01/24/11 ALLIANCEBERNSTEIN (ALL7) CNQCN 5.700 May 15, 2017 USD 0 01/24/11 01/27/11 9919 - STIKER,EDWARD S. SECONDARY CORPORATES IGUTL 0 ALLIANCEBERNSTEIN maychr78 01/25/11 BWT PROFESSIONAL TRADING LLC (BWT1) T 1.250 Oct 31, 2015 EXMT USD 500 01/25/11 01/26/11 9919 - STIKER,EDWARD S. TAX TRD - GOVERNMENT BOND NY TRADING_MISC 0 BREAKWATER TRADING jeffryf79 01/25/11 BWT PROFESSIONAL TRADING LLC (BWT1) T 1.250 Oct 31, 2015 EXMT USD 500 01/25/11 01/26/11 9919 - STIKER,EDWARD S. TAX TRD - GOVERNMENT BOND NY TRADING_MISC 0 BREAKWATER TRADING jeffryf80 01/25/11 BWT PROFESSIONAL TRADING LLC (BWT1) T 1.250 Oct 31, 2015 EXMT USD 250 01/25/11 01/26/11 9919 - STIKER,EDWARD S. TAX TRD - GOVERNMENT BOND NY TRADING_MISC 0 BREAKWATER TRADING jeffryf81 01/25/11 FEDERAL RESERVE BANK OF NEW (FDLB) B Mar 24, 2011 EXMT USD 0 01/25/11 01/25/11 9919 - STIKER,EDWARD S. FI CLIENT FINANCING - US TREASURY BILL BOOK 0 FEDERAL RESERVE BANK OF NEW YORK swynne82 01/25/11 DEUTSCHE BANK AG (DBNAG) Swaption USD Short 0.65 2013/10/11 StepInTrade USD 0 05/16/11 01/25/11 11116 - STIKER/MACGILLIVRAY SRG1V NA VOLATILITY TRADING SHORT_DATED_VOL ACSTP 0 DEUTSCHE BANK ayres83 01/25/11 DEUTSCHE BANK AG (DBNAG) Swaption USD Long 0.90 2013/10/11 StepInTrade USD 0 05/16/11 01/25/11 11116 - STIKER/MACGILLIVRAY SRG1U NA VOLATILITY TRADING SHORT_DATED_VOL ACSTP 0 DEUTSCHE BANK ayres84 01/25/11 ALLIANCEBERNSTEIN (ALL7) APA 5.100 Sep 01, 2040 USD 0 01/25/11 01/28/11 9919 - STIKER,EDWARD S. SECONDARY CORPORATES IGUTL 0 ALLIANCEBERNSTEIN maychr85 01/25/11 ALLIANCEBERNSTEIN (ALL7) ETP 6.700 Jul 01, 2018 SEC5 USD 0 01/25/11 01/28/11 9919 - STIKER,EDWARD S. SECONDARY CORPORATES IGUTL 0 ALLIANCEBERNSTEIN maychr86 01/25/11 ALLIANCEBERNSTEIN (ALL7) ETP 7.500 Jul 01, 2038 SEC5 USD 0 01/25/11 01/28/11 9919 - STIKER,EDWARD S. SECONDARY CORPORATES IGUTL 0 ALLIANCEBERNSTEIN maychr87 01/25/11 ALLIANCEBERNSTEIN (ALL7) JCI 5.000 Mar 30, 2020 USD 0 01/25/11 01/28/11 9919 - STIKER,EDWARD S. SECONDARY CORPORATES IGDEX 0 ALLIANCEBERNSTEIN rvanderm88 01/26/11 BREVAN HOWARD ASSET MANAGEMENT (BREVN) Floor USD Payer 0.00 2015/03/18 USD 166,000 01/27/11 01/26/11 9919 - STIKER,EDWARD S. LQAMK NA VOLATILITY TRADING LONG_DATED_VOL ACUSD 0 BREVAN HOWARD davidfl89 01/26/11 CONVEXITY CAPITAL MANAGEMENT, (CVEX) Swaption USD Short 3.68 2017/11/21 USD 57,000 01/27/11 01/26/11 9919 - STIKER,EDWARD S. SRFX2 NA VOLATILITY TRADING LONG_DATED_VOL ACUSD 0 CONVEXITY CAPITAL MANAGEMENT pergolad90 01/26/11 GRAHAM CAPITAL MANAGEMENT (GHMM) T 2.125 Dec 31, 2015 EXMT USD 340 01/26/11 01/27/11 9919 - STIKER,EDWARD S. TAX TRD - GOVERNMENT BOND NY TRADING_MISC 0 GRAHAM CAPITAL MANAGEMENT jeffryf91 01/26/11 CONVEXITY CAPITAL MANAGEMENT, (CVEX) Swaption USD Short 3.16 2017/11/21 Unwind USD 0 01/26/11 01/26/11 9919 - STIKER,EDWARD S. SREBP NA VOLATILITY TRADING LONG_DATED_VOL ACUSD 0 CONVEXITY CAPITAL MANAGEMENT pergolad92 01/26/11 FEDERATED INVESTORS INC (FR0) BA 3.250 Oct 27, 2014 SEC5 USD 0 01/26/11 01/31/11 9919 - STIKER,EDWARD S. SWING ACTIVITY IGRES 0 FEDERATED INVESTORS taylor.a93 01/26/11 ALLIANCEBERNSTEIN (ALL7) TEG 6.110 Dec 01, 2066 USD 0 01/26/11 01/31/11 9919 - STIKER,EDWARD S. SWING ACTIVITY IGRES 0 ALLIANCEBERNSTEIN ryan.cha94 01/27/11 GRAHAM CAPITAL MANAGEMENT (GHMM) T 1.375 Feb 15, 2013 EXMT USD 4,000 01/27/11 01/28/11 9919 - STIKER,EDWARD S. TAX TRD - GOVERNMENT BOND NY TRADING_TREASURIES 0 GRAHAM CAPITAL MANAGEMENT seelaus95 01/27/11 GRAHAM CAPITAL MANAGEMENT (GHMM) T 0.750 Aug 15, 2013 EXMT USD 3,260 01/27/11 01/28/11 9919 - STIKER,EDWARD S. TAX TRD - GOVERNMENT BOND NY TRADING_TREASURIES 0 GRAHAM CAPITAL MANAGEMENT seelaus96 01/27/11 BWT PROFESSIONAL TRADING LLC (BWT1) T 2.125 Nov 30, 2014 EXMT USD 850 01/27/11 01/28/11 9919 - STIKER,EDWARD S. TAX TRD - GOVERNMENT BOND NY TRADING_TREASURIES 0 BREAKWATER TRADING keitait97 01/27/11 BWT PROFESSIONAL TRADING LLC (BWT1) T 4.000 Nov 15, 2012 USD 300 01/27/11 01/28/11 9919 - STIKER,EDWARD S. TAX TRD - GOVERNMENT BOND NY TRADING_TREASURIES 0 BREAKWATER TRADING seelaus98 01/27/11 BWT PROFESSIONAL TRADING LLC (BWT1) T 2.125 Nov 30, 2014 EXMT USD 100 01/27/11 01/28/11 9919 - STIKER,EDWARD S. TAX TRD - GOVERNMENT BOND NY TRADING_TREASURIES 0 BREAKWATER TRADING keitait99 01/27/11 BWT PROFESSIONAL TRADING LLC (BWT1) T 2.125 Dec 31, 2015 EXMT USD 80 01/27/11 01/28/11 9919 - STIKER,EDWARD S. TAX TRD - GOVERNMENT BOND NY TRADING_MISC 0 BREAKWATER TRADING jeffryf

100 01/27/11 FEDERAL RESERVE BANK OF NEW (FDLB) T 4.500 Apr 30, 2012 EXMT USD 56 01/27/11 01/28/11 9919 - STIKER,EDWARD S. TAX TRD - GOVERNMENT BOND NY TRADING_TREASURIES 0 FEDERAL RESERVE BANK OF NEW YORK heslin101 01/27/11 FEDERAL RESERVE BANK OF NEW (FDLB) T 2.500 Apr 30, 2015 EXMT USD 40 01/27/11 01/28/11 9919 - STIKER,EDWARD S. TAX TRD - GOVERNMENT BOND NY TRADING_TREASURIES 0 FEDERAL RESERVE BANK OF NEW YORK keitait102 01/27/11 FEDERAL RESERVE BANK OF NEW (FDLB) T 2.375 Oct 31, 2014 EXMT USD 38 01/27/11 01/28/11 9919 - STIKER,EDWARD S. TAX TRD - GOVERNMENT BOND NY TRADING_TREASURIES 0 FEDERAL RESERVE BANK OF NEW YORK keitait103 01/27/11 FEDERAL RESERVE BANK OF NEW (FDLB) B Jun 02, 2011 EXMT USD 0 01/27/11 01/27/11 9919 - STIKER,EDWARD S. FI CLIENT FINANCING - US TREASURY BILL BOOK 0 FEDERAL RESERVE BANK OF NEW YORK swynne104 01/28/11 CONVEXITY CAPITAL MANAGEMENT, (CVEX) Swaption USD Long 2.72 2015/02/02 USD 390,000 02/01/11 01/28/11 9919 - STIKER,EDWARD S. SRFZT NA VOLATILITY TRADING LONG_DATED_VOL ACUSD 0 CONVEXITY CAPITAL MANAGEMENT pergolad105 01/28/11 BWT PROFESSIONAL TRADING LLC (BWT1) T 3.375 Nov 15, 2019 EXMT USD 1,290 01/28/11 01/31/11 9919 - STIKER,EDWARD S. TAX TRD - GOVERNMENT BOND NY TRADING_TREASURIES 0 BREAKWATER TRADING dimariaa106 01/28/11 BWT PROFESSIONAL TRADING LLC (BWT1) T 3.625 Feb 15, 2020 EXMT USD 1,250 01/28/11 01/31/11 9919 - STIKER,EDWARD S. TAX TRD - GOVERNMENT BOND NY TRADING_TREASURIES 0 BREAKWATER TRADING dimariaa107 01/28/11 BWT PROFESSIONAL TRADING LLC (BWT1) T 2.375 Feb 28, 2015 EXMT USD 500 01/28/11 01/31/11 9919 - STIKER,EDWARD S. TAX TRD - GOVERNMENT BOND NY TRADING_TREASURIES 0 BREAKWATER TRADING keitait108 01/31/11 BWT PROFESSIONAL TRADING LLC (BWT1) T 1.250 Sep 30, 2015 EXMT USD 675 01/31/11 02/01/11 9919 - STIKER,EDWARD S. TAX TRD - GOVERNMENT BOND NY TRADING_TREASURIES 0 BREAKWATER TRADING keitait109 01/31/11 BWT PROFESSIONAL TRADING LLC (BWT1) T 3.000 Sep 30, 2016 EXMT USD 525 01/31/11 02/01/11 9919 - STIKER,EDWARD S. TAX TRD - GOVERNMENT BOND NY TRADING_TREASURIES 0 BREAKWATER TRADING dimariaa110 01/31/11 BWT PROFESSIONAL TRADING LLC (BWT1) T 2.500 Apr 30, 2015 EXMT USD 313 01/31/11 02/01/11 9919 - STIKER,EDWARD S. TAX TRD - GOVERNMENT BOND NY TRADING_TREASURIES 0 BREAKWATER TRADING keitait111 01/31/11 BWT PROFESSIONAL TRADING LLC (BWT1) T 2.500 Apr 30, 2015 EXMT USD 285 01/31/11 02/01/11 9919 - STIKER,EDWARD S. TAX TRD - GOVERNMENT BOND NY TRADING_TREASURIES 0 BREAKWATER TRADING keitait112 01/31/11 BWT PROFESSIONAL TRADING LLC (BWT1) T 2.500 Apr 30, 2015 EXMT USD 285 01/31/11 02/01/11 9919 - STIKER,EDWARD S. TAX TRD - GOVERNMENT BOND NY TRADING_TREASURIES 0 BREAKWATER TRADING keitait113 01/31/11 BWT PROFESSIONAL TRADING LLC (BWT1) T 3.000 Sep 30, 2016 EXMT USD 220 01/31/11 02/01/11 9919 - STIKER,EDWARD S. TAX TRD - GOVERNMENT BOND NY TRADING_TREASURIES 0 BREAKWATER TRADING dimariaa114 01/31/11 BWT PROFESSIONAL TRADING LLC (BWT1) T 3.000 Sep 30, 2016 EXMT USD 220 01/31/11 02/01/11 9919 - STIKER,EDWARD S. TAX TRD - GOVERNMENT BOND NY TRADING_TREASURIES 0 BREAKWATER TRADING dimariaa115 01/31/11 BWT PROFESSIONAL TRADING LLC (BWT1) T 3.000 Sep 30, 2016 EXMT USD 35 01/31/11 02/01/11 9919 - STIKER,EDWARD S. TAX TRD - GOVERNMENT BOND NY TRADING_TREASURIES 0 BREAKWATER TRADING dimariaa116 01/31/11 BWT PROFESSIONAL TRADING LLC (BWT1) T 2.625 Dec 31, 2014 EXMT USD 20 01/31/11 02/01/11 9919 - STIKER,EDWARD S. TAX TRD - GOVERNMENT BOND NY TRADING_TREASURIES 0 BREAKWATER TRADING keitait117 02/01/11 BWT PROFESSIONAL TRADING LLC (BWT1) T 3.375 Nov 15, 2019 EXMT USD 15 02/01/11 02/02/11 9919 - STIKER,EDWARD S. TAX TRD - GOVERNMENT BOND NY TRADING_TREASURIES 0 BREAKWATER TRADING dimariaa118 02/02/11 BREVAN HOWARD ASSET MANAGEMENT (BREVN) Rate Switch Fixed/Float USD Payer 3.58 2021/03/17 USD 75,000 05/16/11 02/02/11 9919 - STIKER,EDWARD S. YAP5G NA SWAPS TRDG USD_SWAPS TOUSD 0 BREVAN HOWARD pariente119 02/02/11 BWT PROFESSIONAL TRADING LLC (BWT1) T 2.625 Dec 31, 2014 EXMT USD 393 02/02/11 02/03/11 9919 - STIKER,EDWARD S. TAX TRD - GOVERNMENT BOND NY TRADING_TREASURIES 0 BREAKWATER TRADING keitait120 02/02/11 BWT PROFESSIONAL TRADING LLC (BWT1) T 2.125 May 31, 2015 EXMT USD 175 02/02/11 02/03/11 9919 - STIKER,EDWARD S. TAX TRD - GOVERNMENT BOND NY TRADING_TREASURIES 0 BREAKWATER TRADING keitait121 02/02/11 BWT PROFESSIONAL TRADING LLC (BWT1) T 1.875 Jun 30, 2015 EXMT USD 145 02/02/11 02/03/11 9919 - STIKER,EDWARD S. TAX TRD - GOVERNMENT BOND NY TRADING_TREASURIES 0 BREAKWATER TRADING keitait122 02/02/11 FEDERAL RESERVE BANK OF NEW (FDLB) T 3.875 Oct 31, 2012 EXMT USD 78 02/02/11 02/03/11 9919 - STIKER,EDWARD S. TAX TRD - GOVERNMENT BOND NY TRADING_TREASURIES 0 FEDERAL RESERVE BANK OF NEW YORK seelaus123 02/02/11 FEDERAL RESERVE BANK OF NEW (FDLB) T 3.125 Apr 30, 2013 EXMT USD 20 02/02/11 02/03/11 9919 - STIKER,EDWARD S. TAX TRD - GOVERNMENT BOND NY TRADING_TREASURIES 0 FEDERAL RESERVE BANK OF NEW YORK seelaus124 02/02/11 FEDERAL RESERVE BANK OF NEW (FDLB) T 4.625 Oct 31, 2011 EXMT USD 18 02/02/11 02/03/11 9919 - STIKER,EDWARD S. TAX TRD - GOVERNMENT BOND NY TRADING_TREASURIES 0 FEDERAL RESERVE BANK OF NEW YORK heslin125 02/03/11 BREVAN HOWARD ASSET MANAGEMENT (BREVN) Swaption USD Short 0.85 2013/02/07 USD 500,000 02/04/11 02/03/11 9919 - STIKER,EDWARD S. SRGA0 NA VOLATILITY TRADING LONG_DATED_VOL ACUSD 0 BREVAN HOWARD pergolad

126 02/03/11 BWT PROFESSIONAL TRADING LLC (BWT1) T 3.375 Nov 15, 2019 EXMT USD 470 02/03/11 02/04/11 9919 - STIKER,EDWARD S. TAX TRD - GOVERNMENT BOND NY TRADING_TREASURIES 0 BREAKWATER TRADING dimariaa127 02/03/11 FEDERAL RESERVE BANK OF NEW (FDLB) B Jun 02, 2011 EXMT USD 0 02/03/11 02/03/11 9919 - STIKER,EDWARD S. FI CLIENT FINANCING - US TREASURY BILL BOOK 0 FEDERAL RESERVE BANK OF NEW YORK swynne128 02/03/11 FEDERATED INVESTORS INC (FR0) BA 3.250 Oct 27, 2014 SEC5 USD 0 02/03/11 02/08/11 9919 - STIKER,EDWARD S. SWING ACTIVITY IGRES 0 FEDERATED INVESTORS taylor.a129 02/03/11 FEDERATED INVESTORS INC (FR0) GD 5.250 Feb 01, 2014 USD 0 02/03/11 02/08/11 9919 - STIKER,EDWARD S. SWING ACTIVITY IGRES 0 FEDERATED INVESTORS taylor.a130 02/04/11 CONVEXITY CAPITAL MANAGEMENT, (CVEX) Swaption USD Long 0.90 2014/05/09 USD 1,050,000 02/04/11 02/04/11 9919 - STIKER,EDWARD S. SRGDA NA VOLATILITY TRADING LONG_DATED_VOL ACUSD 0 CONVEXITY CAPITAL MANAGEMENT pergolad131 02/04/11 CONVEXITY CAPITAL MANAGEMENT, (CVEX) Swaption USD Long 0.85 2013/12/09 USD 525,000 02/04/11 02/04/11 9919 - STIKER,EDWARD S. SRGDJ NA VOLATILITY TRADING LONG_DATED_VOL ACUSD 0 CONVEXITY CAPITAL MANAGEMENT davidfl132 02/04/11 CONVEXITY CAPITAL MANAGEMENT, (CVEX) Swaption USD Short 4.22 2019/09/05 USD 66,000 02/04/11 02/04/11 9919 - STIKER,EDWARD S. SRGCM NA VOLATILITY TRADING LONG_DATED_VOL ACUSD 0 CONVEXITY CAPITAL MANAGEMENT pergolad133 02/04/11 CONVEXITY CAPITAL MANAGEMENT, (CVEX) Swaption USD Short 4.22 2019/08/30 USD 40,000 02/04/11 02/04/11 9919 - STIKER,EDWARD S. SRGDR NA VOLATILITY TRADING LONG_DATED_VOL ACUSD 0 CONVEXITY CAPITAL MANAGEMENT davidfl134 02/04/11 CONVEXITY CAPITAL MANAGEMENT, (CVEX) Swaption USD Short 3.25 2022/08/30 Unwind USD 0 02/04/11 02/04/11 9919 - STIKER,EDWARD S. SR953 NA VOLATILITY TRADING LONG_DATED_VOL ACUSD 0 CONVEXITY CAPITAL MANAGEMENT pergolad135 02/04/11 CONVEXITY CAPITAL MANAGEMENT, (CVEX) Swaption USD Short 3.16 2022/09/06 Unwind USD 0 02/04/11 02/04/11 9919 - STIKER,EDWARD S. SR98Y NA VOLATILITY TRADING LONG_DATED_VOL ACUSD 0 CONVEXITY CAPITAL MANAGEMENT pergolad136 02/07/11 CONVEXITY CAPITAL MANAGEMENT, (CVEX) Swaption USD Short 0.95 2013/03/11 USD 1,050,000 02/07/11 02/07/11 9919 - STIKER,EDWARD S. SRGEQ NA VOLATILITY TRADING LONG_DATED_VOL ACUSD 0 CONVEXITY CAPITAL MANAGEMENT davidfl137 02/07/11 CONVEXITY CAPITAL MANAGEMENT, (CVEX) Swaption USD Short 3.76 2018/12/07 USD 20,000 02/07/11 02/07/11 9919 - STIKER,EDWARD S. SRGF0 NA VOLATILITY TRADING LONG_DATED_VOL ACUSD 0 CONVEXITY CAPITAL MANAGEMENT davidfl138 02/07/11 BWT PROFESSIONAL TRADING LLC (BWT1) T 3.500 May 15, 2020 EXMT USD 500 02/07/11 02/08/11 9919 - STIKER,EDWARD S. TAX TRD - GOVERNMENT BOND NY TRADING_TREASURIES 0 BREAKWATER TRADING dimariaa139 02/07/11 MASSACHUSETTS FINANCIAL SVCS. (MSFS) T 3.500 May 15, 2020 EXMT USD 1 02/07/11 02/08/11 9919 - STIKER,EDWARD S. TAX TRD - GOVERNMENT BOND NY TRADING_TREASURIES 0 MASSACHUSETTS FINANCIAL SERVICES dimariaa140 02/07/11 CONVEXITY CAPITAL MANAGEMENT, (CVEX) Swaption USD Short 3.14 2018/12/07 Unwind USD 0 02/07/11 02/07/11 9919 - STIKER,EDWARD S. SRENM NA VOLATILITY TRADING LONG_DATED_VOL ACUSD 0 CONVEXITY CAPITAL MANAGEMENT davidfl141 02/08/11 CONVEXITY CAPITAL MANAGEMENT, (CVEX) Swaption USD Short 3.63 2018/09/04 USD 60,000 02/09/11 02/08/11 9919 - STIKER,EDWARD S. SRGFW NA VOLATILITY TRADING LONG_DATED_VOL ACUSD 0 CONVEXITY CAPITAL MANAGEMENT davidfl142 02/08/11 NEKTAR ASSET MANAGEMENT (NKTR) Float/Float USD Receiver 0.00 2013/02/11 USD 50,000 02/09/11 02/08/11 9919 - STIKER,EDWARD S. YAQ26 NA SWAPS TRDG USD_SWAPS BASIS 0 BRUMMER - NEKTAR ASSET MANAGEMENT jesion143 02/08/11 NEKTAR ASSET MANAGEMENT (NKTR) Float/Float USD Receiver 0.00 2013/02/11 USD 0 05/16/11 02/08/11 9919 - STIKER,EDWARD S. YAQ14 NA SWAPS TRDG USD_SWAPS BASIS 0 BRUMMER - NEKTAR ASSET MANAGEMENT jesion144 02/08/11 CONVEXITY CAPITAL MANAGEMENT, (CVEX) Swaption USD Short 3.28 2018/09/04 Unwind USD 0 02/08/11 02/08/11 9919 - STIKER,EDWARD S. SRFMN NA VOLATILITY TRADING LONG_DATED_VOL ACUSD 0 CONVEXITY CAPITAL MANAGEMENT davidfl145 02/08/11 ALLIANCEBERNSTEIN (ALL7) EQT 8.125 Jun 01, 2019 USD 0 02/08/11 02/11/11 9919 - STIKER,EDWARD S. SECONDARY CORPORATES IGUTL 0 ALLIANCEBERNSTEIN maychr146 02/09/11 BWT PROFESSIONAL TRADING LLC (BWT1) T 2.500 Mar 31, 2015 EXMT USD 500 02/09/11 02/10/11 9919 - STIKER,EDWARD S. TAX TRD - GOVERNMENT BOND NY TRADING_TREASURIES 0 BREAKWATER TRADING keitait147 02/09/11 BWT PROFESSIONAL TRADING LLC (BWT1) T 2.625 Feb 29, 2016 EXMT USD 250 02/09/11 02/10/11 9919 - STIKER,EDWARD S. TAX TRD - GOVERNMENT BOND NY TRADING_TREASURIES 0 BREAKWATER TRADING keitait148 02/09/11 BWT PROFESSIONAL TRADING LLC (BWT1) T 2.625 Feb 29, 2016 EXMT USD 250 02/09/11 02/10/11 9919 - STIKER,EDWARD S. TAX TRD - GOVERNMENT BOND NY TRADING_TREASURIES 0 BREAKWATER TRADING keitait149 02/09/11 FEDERATED INVESTORS INC (FR0) BA 3.250 Oct 27, 2014 SEC5 USD 0 02/09/11 02/14/11 9919 - STIKER,EDWARD S. SWING ACTIVITY IGRES 0 FEDERATED INVESTORS taylor.a150 02/10/11 HARVARD MGT (H07) Swaption EUR Short 4.27 2025/12/04 StepInTrade USD 0 05/16/11 02/10/11 10321 - STIKER/QUBBAJ EJNYS EU VOLATILITY TRADING TODEM TODEM 0 HARVARD MANAGEMENT COMPANY yanwang151 02/10/11 HARVARD MGT (H07) Swaption EUR Long 3.91 2035/12/04 StepInTrade USD 0 05/16/11 02/10/11 10321 - STIKER/QUBBAJ EJNYT EU VOLATILITY TRADING TODEM TODEM 0 HARVARD MANAGEMENT COMPANY charliep152 02/11/11 BWT PROFESSIONAL TRADING LLC (BWT1) T 1.875 Jun 30, 2015 EXMT USD 780 02/11/11 02/14/11 9919 - STIKER,EDWARD S. TAX TRD - GOVERNMENT BOND NY TRADING_TREASURIES 0 BREAKWATER TRADING keitait153 02/11/11 BWT PROFESSIONAL TRADING LLC (BWT1) T 1.875 Jun 30, 2015 EXMT USD 750 02/11/11 02/14/11 9919 - STIKER,EDWARD S. TAX TRD - GOVERNMENT BOND NY TRADING_TREASURIES 0 BREAKWATER TRADING keitait154 02/11/11 BWT PROFESSIONAL TRADING LLC (BWT1) T 2.500 Mar 31, 2015 EXMT USD 575 02/11/11 02/14/11 9919 - STIKER,EDWARD S. TAX TRD - GOVERNMENT BOND NY TRADING_TREASURIES 0 BREAKWATER TRADING keitait155 02/14/11 ALLIANCEBERNSTEIN (ALL7) CVC 8.500 Apr 15, 2014 USD 0 02/14/11 02/17/11 9919 - STIKER,EDWARD S. SWING ACTIVITY IGRES 0 ALLIANCEBERNSTEIN adam.doh156 02/14/11 ALLIANCEBERNSTEIN (ALL7) BG 5.875 May 15, 2013 USD 0 02/14/11 02/17/11 9919 - STIKER,EDWARD S. SWING ACTIVITY IGRES 0 ALLIANCEBERNSTEIN christop157 02/14/11 ALLIANCEBERNSTEIN (ALL7) CSX 5.500 Aug 01, 2013 USD 0 02/14/11 02/17/11 9919 - STIKER,EDWARD S. SWING ACTIVITY IGRES 0 ALLIANCEBERNSTEIN christop158 02/15/11 CONVEXITY CAPITAL MANAGEMENT, (CVEX) Swaption USD Short 2.20 2013/08/19 USD 300,000 02/15/11 02/15/11 9919 - STIKER,EDWARD S. SRGM9 NA VOLATILITY TRADING LONG_DATED_VOL ACUSD 0 CONVEXITY CAPITAL MANAGEMENT davidfl159 02/15/11 CONVEXITY CAPITAL MANAGEMENT, (CVEX) Swaption USD Short 2.20 2013/05/08 USD 180,000 02/15/11 02/15/11 9919 - STIKER,EDWARD S. SRGM6 NA VOLATILITY TRADING LONG_DATED_VOL ACUSD 0 CONVEXITY CAPITAL MANAGEMENT davidfl160 02/15/11 BREVAN HOWARD ASSET MANAGEMENT (BREVN) Fixed/Float USD Receiver 3.23 2016/03/16 USD 75,000 02/15/11 02/15/11 9919 - STIKER,EDWARD S. GSAND NA SWAPS TRDG USD_SWAPS TOUSD 0 BREVAN HOWARD kanata161 02/15/11 NEKTAR ASSET MANAGEMENT (NKTR) Float/Float USD Receiver 0.00 2013/02/19 USD 25,000 02/15/11 02/15/11 9919 - STIKER,EDWARD S. YARBU NA SWAPS TRDG USD_SWAPS BASIS 0 BRUMMER - NEKTAR ASSET MANAGEMENT jesion162 02/15/11 NEKTAR ASSET MANAGEMENT (NKTR) Float/Float USD Receiver 0.00 2013/02/19 USD 25,000 02/15/11 02/15/11 9919 - STIKER,EDWARD S. YAREZ NA SWAPS TRDG USD_SWAPS BASIS 0 BRUMMER - NEKTAR ASSET MANAGEMENT jesion163 02/15/11 BWT PROFESSIONAL TRADING LLC (BWT1) T 2.375 Feb 28, 2015 EXMT USD 325 02/15/11 02/16/11 9919 - STIKER,EDWARD S. TAX TRD - GOVERNMENT BOND NY TRADING_TREASURIES 0 BREAKWATER TRADING keitait164 02/15/11 BWT PROFESSIONAL TRADING LLC (BWT1) T 1.375 Nov 30, 2015 EXMT USD 263 02/15/11 02/16/11 9919 - STIKER,EDWARD S. TAX TRD - GOVERNMENT BOND NY TRADING_TREASURIES 0 BREAKWATER TRADING keitait165 02/15/11 BWT PROFESSIONAL TRADING LLC (BWT1) T 2.125 May 31, 2015 EXMT USD 138 02/15/11 02/16/11 9919 - STIKER,EDWARD S. TAX TRD - GOVERNMENT BOND NY TRADING_TREASURIES 0 BREAKWATER TRADING keitait166 02/15/11 FEDERAL RESERVE BANK OF NEW (FDLB) B Jul 21, 2011 EXMT USD 0 02/15/11 02/16/11 9919 - STIKER,EDWARD S. FI CLIENT FINANCING - US TREASURY BILL BOOK 0 FEDERAL RESERVE BANK OF NEW YORK seangree167 02/15/11 CONVEXITY CAPITAL MANAGEMENT, (CVEX) Swaption USD Short 2.20 2014/08/19 USD 0 05/16/11 02/15/11 9919 - STIKER,EDWARD S. SRGMA NA VOLATILITY TRADING LONG_DATED_VOL ACUSD 0 CONVEXITY CAPITAL MANAGEMENT davidfl168 02/15/11 CONVEXITY CAPITAL MANAGEMENT, (CVEX) Swaption USD Short 2.55 2013/05/08 Unwind USD 0 02/15/11 02/15/11 9919 - STIKER,EDWARD S. SR6MW NA VOLATILITY TRADING LONG_DATED_VOL ACUSD 0 CONVEXITY CAPITAL MANAGEMENT rappliz169 02/15/11 CONVEXITY CAPITAL MANAGEMENT, (CVEX) Swaption USD Short 2.55 2013/04/26 Unwind USD 0 02/15/11 02/15/11 9919 - STIKER,EDWARD S. SR64Q NA VOLATILITY TRADING LONG_DATED_VOL ACUSD 0 CONVEXITY CAPITAL MANAGEMENT davidfl170 02/15/11 CONVEXITY CAPITAL MANAGEMENT, (CVEX) Swaption USD Long 2.20 2014/08/18 USD 0 05/16/11 02/15/11 9919 - STIKER,EDWARD S. SRGMB NA VOLATILITY TRADING LONG_DATED_VOL ACUSD 0 CONVEXITY CAPITAL MANAGEMENT davidfl171 02/15/11 CONVEXITY CAPITAL MANAGEMENT, (CVEX) Swaption USD Short 2.55 2014/05/08 Unwind USD 0 02/15/11 02/15/11 9919 - STIKER,EDWARD S. SR6MX NA VOLATILITY TRADING LONG_DATED_VOL ACUSD 0 CONVEXITY CAPITAL MANAGEMENT rappliz172 02/15/11 CONVEXITY CAPITAL MANAGEMENT, (CVEX) Swaption USD Long 2.55 2014/05/08 Unwind USD 0 02/15/11 02/15/11 9919 - STIKER,EDWARD S. SR6MY NA VOLATILITY TRADING LONG_DATED_VOL ACUSD 0 CONVEXITY CAPITAL MANAGEMENT rappliz173 02/15/11 CONVEXITY CAPITAL MANAGEMENT, (CVEX) Swaption USD Short 2.55 2014/04/28 Unwind USD 0 02/15/11 02/15/11 9919 - STIKER,EDWARD S. SR64R NA VOLATILITY TRADING LONG_DATED_VOL ACUSD 0 CONVEXITY CAPITAL MANAGEMENT davidfl174 02/15/11 CONVEXITY CAPITAL MANAGEMENT, (CVEX) Swaption USD Long 2.55 2014/04/28 Unwind USD 0 02/15/11 02/15/11 9919 - STIKER,EDWARD S. SR64S NA VOLATILITY TRADING LONG_DATED_VOL ACUSD 0 CONVEXITY CAPITAL MANAGEMENT davidfl175 02/15/11 FEDERATED INVESTORS INC (FR0) BA 3.250 Oct 27, 2014 SEC5 USD 0 02/15/11 02/18/11 9919 - STIKER,EDWARD S. SWING ACTIVITY IGRES 0 FEDERATED INVESTORS taylor.a176 02/15/11 FEDERATED INVESTORS INC (FR0) NOC 1.850 Nov 15, 2015 SEC5 USD 0 02/15/11 02/18/11 9919 - STIKER,EDWARD S. SWING ACTIVITY IGRES 0 FEDERATED INVESTORS taylor.a177 02/16/11 CONVEXITY CAPITAL MANAGEMENT, (CVEX) FEDERAL HOME LOAN BANK SYSTEM USD 150,000 02/17/11 02/18/11 9919 - STIKER,EDWARD S. NA VOLATILITY TRADING LONG_DATED_VOL 0 CONVEXITY CAPITAL MANAGEMENT178 02/16/11 BWT PROFESSIONAL TRADING LLC (BWT1) T 2.500 Apr 30, 2015 EXMT USD 285 02/16/11 02/17/11 9919 - STIKER,EDWARD S. TAX TRD - GOVERNMENT BOND NY TRADING_MISC 0 BREAKWATER TRADING jeffryf179 02/16/11 FEDERAL RESERVE BANK OF NEW (FDLB) B Jun 02, 2011 EXMT USD 0 02/16/11 02/16/11 9919 - STIKER,EDWARD S. FI CLIENT FINANCING - US TREASURY BILL BOOK 0 FEDERAL RESERVE BANK OF NEW YORK seangree180 02/17/11 BWT PROFESSIONAL TRADING LLC (BWT1) T 1.875 Oct 31, 2017 EXMT USD 1,500 02/17/11 02/18/11 9919 - STIKER,EDWARD S. TAX TRD - GOVERNMENT BOND NY TRADING_TREASURIES 0 BREAKWATER TRADING nicolawh181 02/17/11 BWT PROFESSIONAL TRADING LLC (BWT1) T 2.500 Jun 30, 2017 EXMT USD 750 02/17/11 02/18/11 9919 - STIKER,EDWARD S. TAX TRD - GOVERNMENT BOND NY TRADING_TREASURIES 0 BREAKWATER TRADING nicolawh182 02/17/11 BWT PROFESSIONAL TRADING LLC (BWT1) T 2.375 Jul 31, 2017 EXMT USD 745 02/17/11 02/18/11 9919 - STIKER,EDWARD S. TAX TRD - GOVERNMENT BOND NY TRADING_TREASURIES 0 BREAKWATER TRADING nicolawh183 02/17/11 BWT PROFESSIONAL TRADING LLC (BWT1) T 2.750 Dec 31, 2017 EXMT USD 350 02/17/11 02/18/11 9919 - STIKER,EDWARD S. TAX TRD - GOVERNMENT BOND NY TRADING_TREASURIES 0 BREAKWATER TRADING nicolawh184 02/17/11 FEDERAL RESERVE BANK OF NEW (FDLB) T 2.500 Apr 30, 2015 EXMT USD 50 02/17/11 02/18/11 9919 - STIKER,EDWARD S. TAX TRD - GOVERNMENT BOND NY TRADING_TREASURIES 0 FEDERAL RESERVE BANK OF NEW YORK keitait185 02/17/11 BWT PROFESSIONAL TRADING LLC (BWT1) T 2.625 Jan 31, 2018 EXMT USD 25 02/17/11 02/18/11 9919 - STIKER,EDWARD S. TAX TRD - GOVERNMENT BOND NY TRADING_TREASURIES 0 BREAKWATER TRADING nicolawh186 02/17/11 BWT PROFESSIONAL TRADING LLC (BWT1) T 2.750 Dec 31, 2017 EXMT USD 25 02/17/11 02/18/11 9919 - STIKER,EDWARD S. TAX TRD - GOVERNMENT BOND NY TRADING_TREASURIES 0 BREAKWATER TRADING nicolawh187 02/17/11 BWT PROFESSIONAL TRADING LLC (BWT1) T 1.875 Sep 30, 2017 EXMT USD 5 02/17/11 02/18/11 9919 - STIKER,EDWARD S. TAX TRD - GOVERNMENT BOND NY TRADING_TREASURIES 0 BREAKWATER TRADING nicolawh188 02/17/11 FEDERAL RESERVE BANK OF NEW (FDLB) B Aug 11, 2011 EXMT USD 0 02/17/11 02/18/11 9919 - STIKER,EDWARD S. FI CLIENT FINANCING - US TREASURY BILL BOOK 0 FEDERAL RESERVE BANK OF NEW YORK seangree189 02/18/11 CONVEXITY CAPITAL MANAGEMENT, (CVEX) Swaption USD Short 2.08 2013/09/23 USD 1,130,000 02/18/11 02/18/11 9919 - STIKER,EDWARD S. SRGPX NA VOLATILITY TRADING LONG_DATED_VOL ACUSD 0 CONVEXITY CAPITAL MANAGEMENT davidfl190 02/18/11 BWT PROFESSIONAL TRADING LLC (BWT1) T 1.875 Jun 30, 2015 EXMT USD 698 02/18/11 02/22/11 9919 - STIKER,EDWARD S. TAX TRD - GOVERNMENT BOND NY TRADING_TREASURIES 0 BREAKWATER TRADING keitait191 02/18/11 BWT PROFESSIONAL TRADING LLC (BWT1) T 0.625 Dec 31, 2012 EXMT USD 569 02/19/11 02/22/11 9919 - STIKER,EDWARD S. TK US GOVERNMENT BOND TRADING UST FLOW 0 BREAKWATER TRADING hornbach192 02/18/11 BWT PROFESSIONAL TRADING LLC (BWT1) T 1.875 Jun 30, 2015 EXMT USD 278 02/18/11 02/22/11 9919 - STIKER,EDWARD S. TAX TRD - GOVERNMENT BOND NY TRADING_TREASURIES 0 BREAKWATER TRADING keitait193 02/18/11 MASSACHUSETTS FINANCIAL SVCS. (MSFS) T 1.375 Feb 15, 2012 EXMT USD 111 02/18/11 02/22/11 9919 - STIKER,EDWARD S. TAX TRD - GOVERNMENT BOND NY TRADING_TREASURIES 0 MASSACHUSETTS FINANCIAL SERVICES heslin194 02/18/11 CONVEXITY CAPITAL MANAGEMENT, (CVEX) Swaption USD Short 2.08 2014/10/21 USD 0 06/08/11 02/18/11 9919 - STIKER,EDWARD S. SRGQ1 NA VOLATILITY TRADING LONG_DATED_VOL ACUSD 0 CONVEXITY CAPITAL MANAGEMENT davidfl195 02/18/11 CONVEXITY CAPITAL MANAGEMENT, (CVEX) Swaption USD Short 2.66 2013/05/14 Unwind USD 0 02/18/11 02/18/11 9919 - STIKER,EDWARD S. SR6XG NA VOLATILITY TRADING LONG_DATED_VOL ACUSD 0 CONVEXITY CAPITAL MANAGEMENT davidfl196 02/22/11 BWT PROFESSIONAL TRADING LLC (BWT1) T 2.750 Dec 31, 2017 EXMT USD 500 02/22/11 02/23/11 9919 - STIKER,EDWARD S. TAX TRD - GOVERNMENT BOND NY TRADING_TREASURIES 0 BREAKWATER TRADING dimariaa197 02/22/11 MERRILL LYNCH CAPITAL MARKETS (MRCPB) Fixed/Float GBP Payer 3.89 2040/08/28 USD 0 06/06/11 02/22/11 10321 - STIKER/QUBBAJ HM58D EU VOLATILITY TRADING TNDEM TNDEM 0 MERRILL LYNCH yanwang198 02/22/11 ALLIANCEBERNSTEIN (ALL7) WPPLN 8.000 Sep 15, 2014 USD 0 02/22/11 02/25/11 9919 - STIKER,EDWARD S. SWING ACTIVITY IGRES 0 ALLIANCEBERNSTEIN taylor.a199 02/23/11 BWT PROFESSIONAL TRADING LLC (BWT1) T 2.500 Mar 31, 2015 EXMT USD 375 02/23/11 02/24/11 9919 - STIKER,EDWARD S. TAX TRD - GOVERNMENT BOND NY TRADING_TREASURIES 0 BREAKWATER TRADING keitait200 02/23/11 BWT PROFESSIONAL TRADING LLC (BWT1) T 2.500 Mar 31, 2015 EXMT USD 150 02/23/11 02/24/11 9919 - STIKER,EDWARD S. TAX TRD - GOVERNMENT BOND NY TRADING_TREASURIES 0 BREAKWATER TRADING keitait201 02/24/11 CONVEXITY CAPITAL MANAGEMENT, (CVEX) Swaption USD Short 2.31 2014/12/19 USD 300,000 02/24/11 02/24/11 9919 - STIKER,EDWARD S. SRGRV NA VOLATILITY TRADING SHORT_DATED_VOL ACSTP 0 CONVEXITY CAPITAL MANAGEMENT ayres202 02/24/11 BWT PROFESSIONAL TRADING LLC (BWT1) T 2.500 Jun 30, 2017 EXMT USD 745 02/24/11 02/25/11 9919 - STIKER,EDWARD S. TAX TRD - GOVERNMENT BOND NY TRADING_TREASURIES 0 BREAKWATER TRADING dimariaa203 02/24/11 BWT PROFESSIONAL TRADING LLC (BWT1) T 2.000 Jan 31, 2016 EXMT USD 73 02/24/11 02/25/11 9919 - STIKER,EDWARD S. TAX TRD - GOVERNMENT BOND NY TRADING_MISC 0 BREAKWATER TRADING jeffryf204 02/24/11 BWT PROFESSIONAL TRADING LLC (BWT1) T 2.125 Feb 29, 2016 EXMT USD 3 02/24/11 02/28/11 9919 - STIKER,EDWARD S. TAX TRADING - US GOVTS MAIN 0 BREAKWATER TRADING darrew205 02/24/11 CONVEXITY CAPITAL MANAGEMENT, (CVEX) Swaption USD Short 3.17 2016/12/19 Unwind USD 0 02/24/11 02/24/11 9919 - STIKER,EDWARD S. SRF29 NA VOLATILITY TRADING SHORT_DATED_VOL ACSTP 0 CONVEXITY CAPITAL MANAGEMENT blakesc206 02/24/11 ALLIANCEBERNSTEIN (ALL7) IP 7.500 Aug 15, 2021 USD 0 02/24/11 02/28/11 9919 - STIKER,EDWARD S. SWING ACTIVITY IGRES 0 ALLIANCEBERNSTEIN taylor.a207 02/24/11 ALLIANCEBERNSTEIN (ALL7) AEE 6.700 Feb 01, 2019 USD 0 02/24/11 02/28/11 9919 - STIKER,EDWARD S. SWING ACTIVITY IGRES 0 ALLIANCEBERNSTEIN christop208 02/25/11 NEKTAR ASSET MANAGEMENT (NKTR) S May 15, 2027 EXMT USD 54,248 02/25/11 02/28/11 9919 - STIKER,EDWARD S. TAX TRD - GOVERNMENT BOND NY TRADING_TREASURIES 0 BRUMMER - NEKTAR ASSET MANAGEMENT brianv209 02/25/11 NEKTAR ASSET MANAGEMENT (NKTR) SP Feb 15, 2025 EXMT USD 54,248 02/25/11 02/28/11 9919 - STIKER,EDWARD S. TAX TRD - GOVERNMENT BOND NY TRADING_TREASURIES 0 BRUMMER - NEKTAR ASSET MANAGEMENT brianv210 02/25/11 NEKTAR ASSET MANAGEMENT (NKTR) Fixed Payment/Float USD Receiver 0.00 2027/05/17 USD 50,000 02/28/11 02/25/11 9919 - STIKER,EDWARD S. YASNU NA SWAPS TRDG USD_SWAPS TOUSD 0 BRUMMER - NEKTAR ASSET MANAGEMENT kanata211 02/25/11 NEKTAR ASSET MANAGEMENT (NKTR) SP Feb 15, 2023 EXMT USD 14,265 02/28/11 02/28/11 9919 - STIKER,EDWARD S. TAX TRD - GOVERNMENT BOND NY TRADING_TREASURIES 0 BRUMMER - NEKTAR ASSET MANAGEMENT brianv212 02/25/11 BWT PROFESSIONAL TRADING LLC (BWT1) T 1.250 Sep 30, 2015 EXMT USD 750 02/28/11 02/28/11 9919 - STIKER,EDWARD S. TAX TRD - GOVERNMENT BOND NY TRADING_TREASURIES 0 BREAKWATER TRADING keitait213 02/25/11 NEKTAR ASSET MANAGEMENT (NKTR) Fixed Payment/Float USD Receiver 0.00 2025/02/18 Unwind USD 0 02/25/11 02/25/11 9919 - STIKER,EDWARD S. YAA38 NA SWAPS TRDG USD_SWAPS TOUSD 0 BRUMMER - NEKTAR ASSET MANAGEMENT kanata214 02/25/11 NEKTAR ASSET MANAGEMENT (NKTR) Fixed Payment/Float USD Receiver 0.00 2025/02/18 Unwind USD 0 02/25/11 02/25/11 9919 - STIKER,EDWARD S. YAA1E NA SWAPS TRDG USD_SWAPS TOUSD 0 BRUMMER - NEKTAR ASSET MANAGEMENT kanata215 02/28/11 CONVEXITY CAPITAL MANAGEMENT, (CVEX) Fed Funds Float/Float USD Payer 0.00 2018/07/02 USD 100,000 02/28/11 02/28/11 9919 - STIKER,EDWARD S. YASVG NA SWAPS TRDG USD_SWAPS TOSCP 0 CONVEXITY CAPITAL MANAGEMENT jesion216 02/28/11 CONVEXITY CAPITAL MANAGEMENT, (CVEX) Swaption USD Long 3.32 2018/09/04 USD 85,000 02/28/11 02/28/11 9919 - STIKER,EDWARD S. SRGTN NA VOLATILITY TRADING LONG_DATED_VOL ACUSD 0 CONVEXITY CAPITAL MANAGEMENT davidfl217 02/28/11 CONVEXITY CAPITAL MANAGEMENT, (CVEX) Swaption USD Short 3.79 2021/09/02 USD 50,000 02/28/11 02/28/11 9919 - STIKER,EDWARD S. SRGU2 NA VOLATILITY TRADING LONG_DATED_VOL ACUSD 0 CONVEXITY CAPITAL MANAGEMENT davidfl218 02/28/11 BWT PROFESSIONAL TRADING LLC (BWT1) T 2.375 Feb 28, 2015 EXMT USD 488 02/28/11 03/01/11 9919 - STIKER,EDWARD S. TAX TRD - GOVERNMENT BOND NY TRADING_TREASURIES 0 BREAKWATER TRADING keitait219 02/28/11 BWT PROFESSIONAL TRADING LLC (BWT1) T 2.500 Apr 30, 2015 EXMT USD 13 02/28/11 03/01/11 9919 - STIKER,EDWARD S. TAX TRD - GOVERNMENT BOND NY TRADING_TREASURIES 0 BREAKWATER TRADING keitait220 02/28/11 BWT PROFESSIONAL TRADING LLC (BWT1) T 2.000 Jan 31, 2016 EXMT USD 10 02/28/11 03/01/11 9919 - STIKER,EDWARD S. TAX TRD - GOVERNMENT BOND NY TRADING_MISC 0 BREAKWATER TRADING jeffryf221 02/28/11 CONVEXITY CAPITAL MANAGEMENT, (CVEX) Fed Funds Float/Float USD Payer 0.00 2015/10/01 USD 0 03/01/11 02/28/11 9919 - STIKER,EDWARD S. YASVK NA SWAPS TRDG USD_SWAPS TOSCP 0 CONVEXITY CAPITAL MANAGEMENT jesion222 02/28/11 CONVEXITY CAPITAL MANAGEMENT, (CVEX) Swaption USD Short 2.84 2021/09/02 Unwind USD 0 02/28/11 02/28/11 9919 - STIKER,EDWARD S. SR990 NA VOLATILITY TRADING LONG_DATED_VOL ACUSD 0 CONVEXITY CAPITAL MANAGEMENT pergolad223 02/28/11 CONVEXITY CAPITAL MANAGEMENT, (CVEX) Fixed/Float USD Payer 2.50 2018/09/04 Unwind USD 0 02/28/11 02/28/11 9919 - STIKER,EDWARD S. YASRK NA VOLATILITY TRADING LONG_DATED_VOL ACUSD 0 CONVEXITY CAPITAL MANAGEMENT heppmic224 02/28/11 CONVEXITY CAPITAL MANAGEMENT, (CVEX) Swaption USD Short 2.50 2018/09/04 Unwind USD 0 02/28/11 02/28/11 9919 - STIKER,EDWARD S. SR994 NA VOLATILITY TRADING LONG_DATED_VOL ACUSD 0 CONVEXITY CAPITAL MANAGEMENT pergolad225 02/28/11 ALLIANCEBERNSTEIN (ALL7) TWC 4.125 Feb 15, 2021 SEC5 USD 0 02/28/11 03/03/11 9919 - STIKER,EDWARD S. SWING ACTIVITY IGRES 0 ALLIANCEBERNSTEIN david.yo226 02/28/11 ALLIANCEBERNSTEIN (ALL7) EQT 8.125 Jun 01, 2019 USD 0 02/28/11 03/03/11 9919 - STIKER,EDWARD S. SECONDARY CORPORATES IGUTL 0 ALLIANCEBERNSTEIN maychr227 03/01/11 CONVEXITY CAPITAL MANAGEMENT, (CVEX) Fed Funds Float/Float USD Payer 0.00 2015/10/01 Unwind USD 90,000 03/04/11 03/01/11 9919 - STIKER,EDWARD S. YASVK NA SWAPS TRDG USD_SWAPS TOSCP 0 CONVEXITY CAPITAL MANAGEMENT jesion228 03/01/11 BWT PROFESSIONAL TRADING LLC (BWT1) T 1.375 Nov 30, 2015 EXMT USD 100 03/01/11 03/02/11 9919 - STIKER,EDWARD S. TAX TRD - GOVERNMENT BOND NY TRADING_TREASURIES 0 BREAKWATER TRADING keitait229 03/01/11 BWT PROFESSIONAL TRADING LLC (BWT1) T 1.375 Nov 30, 2015 EXMT USD 100 03/01/11 03/02/11 9919 - STIKER,EDWARD S. TAX TRD - GOVERNMENT BOND NY TRADING_TREASURIES 0 BREAKWATER TRADING keitait230 03/01/11 BWT PROFESSIONAL TRADING LLC (BWT1) T 1.250 Sep 30, 2015 EXMT USD 100 03/01/11 03/02/11 9919 - STIKER,EDWARD S. TAX TRD - GOVERNMENT BOND NY TRADING_TREASURIES 0 BREAKWATER TRADING keitait231 03/01/11 BWT PROFESSIONAL TRADING LLC (BWT1) T 2.125 Feb 29, 2016 EXMT USD 90 03/01/11 03/02/11 9919 - STIKER,EDWARD S. TAX TRD - GOVERNMENT BOND NY TRADING_MISC 0 BREAKWATER TRADING jeffryf232 03/01/11 BWT PROFESSIONAL TRADING LLC (BWT1) T 2.125 May 31, 2015 EXMT USD 13 03/01/11 03/02/11 9919 - STIKER,EDWARD S. TAX TRD - GOVERNMENT BOND NY TRADING_TREASURIES 0 BREAKWATER TRADING keitait233 03/01/11 BWT PROFESSIONAL TRADING LLC (BWT1) T 2.000 Jan 31, 2016 EXMT USD 10 03/01/11 03/02/11 9919 - STIKER,EDWARD S. TAX TRD - GOVERNMENT BOND NY TRADING_MISC 0 BREAKWATER TRADING jeffryf234 03/01/11 ALLIANCEBERNSTEIN (ALL7) KMP 5.800 Mar 15, 2035 USD 0 03/01/11 03/04/11 9919 - STIKER,EDWARD S. SWING ACTIVITY IGRES 0 ALLIANCEBERNSTEIN christop235 03/01/11 ALLIANCEBERNSTEIN (ALL7) BG 5.875 May 15, 2013 USD 0 03/01/11 03/04/11 9919 - STIKER,EDWARD S. SWING ACTIVITY IGRES 0 ALLIANCEBERNSTEIN christop236 03/01/11 ALLIANCEBERNSTEIN (ALL7) IP 5.300 Apr 01, 2015 SEC5 USD 0 03/01/11 03/04/11 9919 - STIKER,EDWARD S. SWING ACTIVITY IGRES 0 ALLIANCEBERNSTEIN taylor.a237 03/01/11 ALLIANCEBERNSTEIN (ALL7) WY 7.375 Mar 15, 2032 USD 0 03/01/11 03/04/11 9919 - STIKER,EDWARD S. SECONDARY CORPORATES IGDEX 0 ALLIANCEBERNSTEIN rvanderm238 03/01/11 ALLIANCEBERNSTEIN (ALL7) GE 4.800 May 01, 2013 SEC5 USD 0 03/01/11 03/04/11 9919 - STIKER,EDWARD S. SECONDARY CORPORATES IGINS 0 ALLIANCEBERNSTEIN rocher239 03/02/11 CONVEXITY CAPITAL MANAGEMENT, (CVEX) Swaption USD Short 1.92 2014/09/09 USD 350,000 03/02/11 03/02/11 9919 - STIKER,EDWARD S. SRGW9 NA VOLATILITY TRADING LONG_DATED_VOL ACUSD 0 CONVEXITY CAPITAL MANAGEMENT davidfl240 03/02/11 CONVEXITY CAPITAL MANAGEMENT, (CVEX) Swaption NZD Short 4.03 2012/04/12 Unwind USD 40,000 03/02/11 03/02/11 9919 - STIKER,EDWARD S. EZBFK AP IRCC IR TRADING - SYDNEY TOAU9 TOAU9 0 CONVEXITY CAPITAL MANAGEMENT halem241 03/02/11 FEDERAL RESERVE BANK OF NEW (FDLB) B Aug 11, 2011 EXMT USD 0 03/02/11 03/03/11 9919 - STIKER,EDWARD S. FI CLIENT FINANCING - US TREASURY BILL BOOK 0 FEDERAL RESERVE BANK OF NEW YORK swynne242 03/02/11 NEKTAR ASSET MANAGEMENT AB (NKTAE) Fixed Payment/Float USD Receiver 0.00 2023/02/15 Unwind USD 0 03/02/11 03/02/11 9919 - STIKER,EDWARD S. YRT7D NA SWAPS TRDG USD_SWAPS TOUSD 0 BRUMMER - NEKTAR ASSET MANAGEMENT kanata243 03/02/11 MERRILL LYNCH INTERNATIONAL (MLIL) Cap GBP Receiver 0.00 2015/07/23 USD 0 06/03/11 03/02/11 10321 - STIKER/QUBBAJ KHB9E EU VOLATILITY TRADING TNDEM TNDEM 0 MERRILL LYNCH yanwang244 03/02/11 CONVEXITY CAPITAL MANAGEMENT, (CVEX) Swaption USD Long 1.92 2014/09/08 USD 0 05/17/11 03/02/11 9919 - STIKER,EDWARD S. SRGWA NA VOLATILITY TRADING LONG_DATED_VOL ACUSD 0 CONVEXITY CAPITAL MANAGEMENT davidfl245 03/02/11 CONVEXITY CAPITAL MANAGEMENT, (CVEX) Swaption USD Short 2.97 2013/04/26 Unwind USD 0 03/02/11 03/02/11 9919 - STIKER,EDWARD S. SR65U NA VOLATILITY TRADING LONG_DATED_VOL ACUSD 0 CONVEXITY CAPITAL MANAGEMENT davidfl246 03/02/11 CONVEXITY CAPITAL MANAGEMENT, (CVEX) Swaption USD Short 1.92 2013/09/09 USD 0 05/17/11 03/02/11 9919 - STIKER,EDWARD S. SRGW8 NA VOLATILITY TRADING LONG_DATED_VOL ACUSD 0 CONVEXITY CAPITAL MANAGEMENT davidfl247 03/02/11 ALLIANCEBERNSTEIN (ALL7) DE 5.100 Jan 15, 2013 SEC5 USD 0 03/02/11 03/07/11 9919 - STIKER,EDWARD S. SWING ACTIVITY IGRES 0 ALLIANCEBERNSTEIN taylor.a248 03/02/11 ALLIANCEBERNSTEIN (ALL7) BA 5.125 Feb 15, 2013 SEC5 USD 0 03/02/11 03/07/11 9919 - STIKER,EDWARD S. SWING ACTIVITY IGRES 0 ALLIANCEBERNSTEIN taylor.a249 03/02/11 ALLIANCEBERNSTEIN (ALL7) DE 4.375 Oct 16, 2019 USD 0 03/02/11 03/07/11 9919 - STIKER,EDWARD S. SWING ACTIVITY IGRES 0 ALLIANCEBERNSTEIN taylor.a250 03/02/11 ALLIANCEBERNSTEIN (ALL7) MTNA 5.250 Aug 05, 2020 SEC5 USD 0 03/02/11 03/07/11 9919 - STIKER,EDWARD S. SECONDARY CORPORATES IGDEX 0 ALLIANCEBERNSTEIN rvanderm251 03/02/11 ALLIANCEBERNSTEIN (ALL7) MTNA 3.750 Aug 05, 2015 SEC5 USD 0 03/02/11 03/07/11 9919 - STIKER,EDWARD S. SECONDARY CORPORATES IGDEX 0 ALLIANCEBERNSTEIN rvanderm

252 03/03/11 CONVEXITY CAPITAL MANAGEMENT, (CVEX) Swaption USD Short 2.09 2013/08/06 USD 1,000,000 03/03/11 03/03/11 9919 - STIKER,EDWARD S. SRH0Z NA VOLATILITY TRADING LONG_DATED_VOL ACUSD 0 CONVEXITY CAPITAL MANAGEMENT davidfl253 03/03/11 CONVEXITY CAPITAL MANAGEMENT, (CVEX) Swaption USD Long 2.06 2014/09/10 USD 800,000 03/03/11 03/03/11 9919 - STIKER,EDWARD S. SRH0P NA VOLATILITY TRADING LONG_DATED_VOL ACUSD 0 CONVEXITY CAPITAL MANAGEMENT davidfl254 03/03/11 BWT PROFESSIONAL TRADING LLC (BWT1) T 1.875 Sep 30, 2017 EXMT USD 800 03/03/11 03/04/11 9919 - STIKER,EDWARD S. TAX TRD - GOVERNMENT BOND NY TRADING_TREASURIES 0 BREAKWATER TRADING dimariaa255 03/03/11 BWT PROFESSIONAL TRADING LLC (BWT1) T 1.875 Sep 30, 2017 EXMT USD 800 03/03/11 03/04/11 9919 - STIKER,EDWARD S. TAX TRD - GOVERNMENT BOND NY TRADING_TREASURIES 0 BREAKWATER TRADING dimariaa256 03/03/11 BWT PROFESSIONAL TRADING LLC (BWT1) T 2.625 Jan 31, 2018 EXMT USD 750 03/03/11 03/04/11 9919 - STIKER,EDWARD S. TAX TRD - GOVERNMENT BOND NY TRADING_TREASURIES 0 BREAKWATER TRADING dimariaa257 03/03/11 BWT PROFESSIONAL TRADING LLC (BWT1) T 2.625 Jan 31, 2018 EXMT USD 750 03/03/11 03/04/11 9919 - STIKER,EDWARD S. TAX TRD - GOVERNMENT BOND NY TRADING_TREASURIES 0 BREAKWATER TRADING dimariaa258 03/03/11 BWT PROFESSIONAL TRADING LLC (BWT1) T 1.875 Sep 30, 2017 EXMT USD 625 03/03/11 03/04/11 9919 - STIKER,EDWARD S. TAX TRD - GOVERNMENT BOND NY TRADING_TREASURIES 0 BREAKWATER TRADING dimariaa259 03/03/11 BWT PROFESSIONAL TRADING LLC (BWT1) T 2.625 Jan 31, 2018 EXMT USD 588 03/03/11 03/04/11 9919 - STIKER,EDWARD S. TAX TRD - GOVERNMENT BOND NY TRADING_TREASURIES 0 BREAKWATER TRADING dimariaa260 03/03/11 CONVEXITY CAPITAL MANAGEMENT, (CVEX) Swaption USD Short 3.00 2013/05/24 Unwind USD 0 03/03/11 03/03/11 9919 - STIKER,EDWARD S. SR72V NA VOLATILITY TRADING LONG_DATED_VOL ACUSD 0 CONVEXITY CAPITAL MANAGEMENT davidfl261 03/03/11 CONVEXITY CAPITAL MANAGEMENT, (CVEX) Swaption USD Long 3.00 2014/04/10 Unwind USD 0 03/03/11 03/03/11 9919 - STIKER,EDWARD S. SR60C NA VOLATILITY TRADING LONG_DATED_VOL ACUSD 0 CONVEXITY CAPITAL MANAGEMENT davidfl262 03/03/11 CONVEXITY CAPITAL MANAGEMENT, (CVEX) Swaption USD Short 2.85 2013/05/24 Unwind USD 0 03/03/11 03/03/11 9919 - STIKER,EDWARD S. SR72Y NA VOLATILITY TRADING LONG_DATED_VOL ACUSD 0 CONVEXITY CAPITAL MANAGEMENT davidfl263 03/04/11 CONVEXITY CAPITAL MANAGEMENT, (CVEX) Swaption USD Short 1.96 2014/02/10 USD 825,000 03/04/11 03/04/11 9919 - STIKER,EDWARD S. SRH22 NA VOLATILITY TRADING LONG_DATED_VOL ACUSD 0 CONVEXITY CAPITAL MANAGEMENT davidfl264 03/04/11 CONVEXITY CAPITAL MANAGEMENT, (CVEX) Swaption USD Short 1.97 2014/03/07 USD 825,000 03/04/11 03/04/11 9919 - STIKER,EDWARD S. SRH1W NA VOLATILITY TRADING LONG_DATED_VOL ACUSD 0 CONVEXITY CAPITAL MANAGEMENT davidfl265 03/04/11 BREVAN HOWARD ASSET MANAGEMENT (BRNHW) Swaption USD Short 3.03 2014/12/17 USD 65,000 03/04/11 03/04/11 9919 - STIKER,EDWARD S. SRH19 NA VOLATILITY TRADING LONG_DATED_VOL ACUSD 0 BREVAN HOWARD davidfl266 03/04/11 CONVEXITY CAPITAL MANAGEMENT, (CVEX) Swaption USD Long 1.96 2015/02/09 USD 34,000 05/02/11 03/04/11 9919 - STIKER,EDWARD S. SRH24 NA VOLATILITY TRADING LONG_DATED_VOL ACUSD 0 CONVEXITY CAPITAL MANAGEMENT davidfl267 03/04/11 BWT PROFESSIONAL TRADING LLC (BWT1) T 1.875 Sep 30, 2017 EXMT USD 500 03/04/11 03/07/11 9919 - STIKER,EDWARD S. TAX TRD - GOVERNMENT BOND NY TRADING_TREASURIES 0 BREAKWATER TRADING dimariaa268 03/04/11 BWT PROFESSIONAL TRADING LLC (BWT1) T 1.125 Mar 15, 2014 EXMT USD 72 03/08/11 03/15/11 9919 - STIKER,EDWARD S. TAX TRD - GOVERNMENT BOND NY TRADING_TREASURIES 0 BREAKWATER TRADING seelaus269 03/04/11 BWT PROFESSIONAL TRADING LLC (BWT1) T 1.125 Mar 15, 2014 EXMT USD 72 03/08/11 03/15/11 9919 - STIKER,EDWARD S. TAX TRD - GOVERNMENT BOND NY TRADING_TREASURIES 0 BREAKWATER TRADING seelaus270 03/04/11 CONVEXITY CAPITAL MANAGEMENT, (CVEX) Fed Funds Float/Float USD Payer 0.00 2015/10/01 Unwind USD 0 03/04/11 03/04/11 9919 - STIKER,EDWARD S. YASVK NA SWAPS TRDG USD_SWAPS TOSCP 0 CONVEXITY CAPITAL MANAGEMENT jesion271 03/07/11 CONVEXITY CAPITAL MANAGEMENT, (CVEX) Fed Funds Float/Float USD Payer 0.00 2015/08/17 USD 50,000 03/14/11 03/07/11 9919 - STIKER,EDWARD S. YATYW NA SWAPS TRDG USD_SWAPS TOSCP 0 CONVEXITY CAPITAL MANAGEMENT jesion272 03/07/11 BWT PROFESSIONAL TRADING LLC (BWT1) T 2.375 Jul 31, 2017 EXMT USD 745 03/07/11 03/08/11 9919 - STIKER,EDWARD S. TAX TRD - GOVERNMENT BOND NY TRADING_TREASURIES 0 BREAKWATER TRADING dimariaa273 03/07/11 BWT PROFESSIONAL TRADING LLC (BWT1) T 1.750 Jul 31, 2015 EXMT USD 560 03/07/11 03/08/11 9919 - STIKER,EDWARD S. TAX TRD - GOVERNMENT BOND NY TRADING_MISC 0 BREAKWATER TRADING jeffryf274 03/07/11 BWT PROFESSIONAL TRADING LLC (BWT1) T 2.625 Feb 29, 2016 EXMT USD 375 03/07/11 03/08/11 9919 - STIKER,EDWARD S. TAX TRD - GOVERNMENT BOND NY TRADING_MISC 0 BREAKWATER TRADING jeffryf275 03/07/11 BWT PROFESSIONAL TRADING LLC (BWT1) T 1.750 Jul 31, 2015 EXMT USD 280 03/07/11 03/08/11 9919 - STIKER,EDWARD S. TAX TRD - GOVERNMENT BOND NY TRADING_MISC 0 BREAKWATER TRADING jeffryf276 03/07/11 BWT PROFESSIONAL TRADING LLC (BWT1) T 1.250 Sep 30, 2015 EXMT USD 275 03/07/11 03/08/11 9919 - STIKER,EDWARD S. TAX TRD - GOVERNMENT BOND NY TRADING_MISC 0 BREAKWATER TRADING jeffryf277 03/07/11 BWT PROFESSIONAL TRADING LLC (BWT1) T 1.250 Sep 30, 2015 EXMT USD 275 03/07/11 03/08/11 9919 - STIKER,EDWARD S. TAX TRD - GOVERNMENT BOND NY TRADING_MISC 0 BREAKWATER TRADING jeffryf278 03/07/11 FEDERAL RESERVE BANK OF NEW (FDLB) T 3.875 Oct 31, 2012 EXMT USD 266 03/07/11 03/08/11 9919 - STIKER,EDWARD S. TAX TRD - GOVERNMENT BOND NY TRADING_TREASURIES 0 FEDERAL RESERVE BANK OF NEW YORK seelaus279 03/07/11 FEDERAL RESERVE BANK OF NEW (FDLB) T 4.625 Oct 31, 2011 EXMT USD 200 03/07/11 03/08/11 9919 - STIKER,EDWARD S. TAX TRD - GOVERNMENT BOND NY TRADING_TREASURIES 0 FEDERAL RESERVE BANK OF NEW YORK heslin280 03/07/11 FEDERAL RESERVE BANK OF NEW (FDLB) T 2.750 Oct 31, 2013 EXMT USD 196 03/07/11 03/08/11 9919 - STIKER,EDWARD S. TAX TRD - GOVERNMENT BOND NY TRADING_TREASURIES 0 FEDERAL RESERVE BANK OF NEW YORK heslin281 03/07/11 BWT PROFESSIONAL TRADING LLC (BWT1) T 2.750 Feb 28, 2018 EXMT USD 10 03/07/11 03/08/11 9919 - STIKER,EDWARD S. TAX TRD - GOVERNMENT BOND NY TRADING_TREASURIES 0 BREAKWATER TRADING dimariaa282 03/08/11 BWT PROFESSIONAL TRADING LLC (BWT1) T 2.000 Jan 31, 2016 EXMT USD 250 03/08/11 03/09/11 9919 - STIKER,EDWARD S. TAX TRD - GOVERNMENT BOND NY TRADING_MISC 0 BREAKWATER TRADING jeffryf283 03/08/11 BWT PROFESSIONAL TRADING LLC (BWT1) T 1.750 Jul 31, 2015 EXMT USD 10 03/08/11 03/09/11 9919 - STIKER,EDWARD S. TAX TRD - GOVERNMENT BOND NY TRADING_MISC 0 BREAKWATER TRADING jeffryf284 03/08/11 BWT PROFESSIONAL TRADING LLC (BWT1) T 1.250 Sep 30, 2015 EXMT USD 3 03/08/11 03/09/11 9919 - STIKER,EDWARD S. TAX TRD - GOVERNMENT BOND NY TRADING_MISC 0 BREAKWATER TRADING jeffryf285 03/08/11 HARVARD MGT (H07) Swaption EUR Long 2.25 2013/04/29 USD 0 05/16/11 03/08/11 10321 - STIKER/QUBBAJ EJPR8 EU VOLATILITY TRADING TODEM TODEM 0 HARVARD MANAGEMENT COMPANY charliep286 03/09/11 BREVAN HOWARD ASSET MANAGEMENT (BREVN) Fixed/Float USD Receiver 3.53 2015/09/16 USD 300,000 03/11/11 03/09/11 9919 - STIKER,EDWARD S. YAUEJ NA VOLATILITY TRADING LONG_DATED_VOL ACUSD 0 BREVAN HOWARD davidfl287 03/09/11 CONVEXITY CAPITAL MANAGEMENT, (CVEX) Swaption USD Short 2.76 2014/12/29 USD 150,000 03/10/11 03/09/11 9919 - STIKER,EDWARD S. SRH36 NA VOLATILITY TRADING LONG_DATED_VOL ACUSD 0 CONVEXITY CAPITAL MANAGEMENT davidfl288 03/09/11 CONVEXITY CAPITAL MANAGEMENT, (CVEX) Swaption USD Short 3.98 2018/12/28 Unwind USD 0 03/10/11 03/09/11 9919 - STIKER,EDWARD S. SRF9B NA VOLATILITY TRADING LONG_DATED_VOL ACUSD 0 CONVEXITY CAPITAL MANAGEMENT davidfl289 03/10/11 BREVAN HOWARD ASSET MANAGEMENT (BREVN) Fixed/Float USD Payer 4.98 2044/09/21 USD 50,000 03/11/11 03/10/11 9919 - STIKER,EDWARD S. YAUU3 NA VOLATILITY TRADING LONG_DATED_VOL ACUSD 0 BREVAN HOWARD davidfl290 03/10/11 CONVEXITY CAPITAL MANAGEMENT, (CVEX) NZD 75.0 MM 05/04/2011 IRS USD 30,000 03/10/11 03/10/11 9919 - STIKER,EDWARD S. EZAXS AP IRCC IR TRADING - SYDNEY TOAU9 TOAU9 0 CONVEXITY CAPITAL MANAGEMENT291 03/10/11 BWT PROFESSIONAL TRADING LLC (BWT1) T 3.375 Nov 15, 2019 EXMT USD 500 03/10/11 03/11/11 9919 - STIKER,EDWARD S. TAX TRD - GOVERNMENT BOND NY TRADING_TREASURIES 0 BREAKWATER TRADING dimariaa292 03/10/11 BWT PROFESSIONAL TRADING LLC (BWT1) T 3.500 May 15, 2020 EXMT USD 500 03/10/11 03/11/11 9919 - STIKER,EDWARD S. TAX TRD - GOVERNMENT BOND NY TRADING_TREASURIES 0 BREAKWATER TRADING dimariaa293 03/10/11 BWT PROFESSIONAL TRADING LLC (BWT1) T 3.500 May 15, 2020 EXMT USD 500 03/10/11 03/11/11 9919 - STIKER,EDWARD S. TAX TRD - GOVERNMENT BOND NY TRADING_TREASURIES 0 BREAKWATER TRADING dimariaa294 03/10/11 BWT PROFESSIONAL TRADING LLC (BWT1) T 3.375 Nov 15, 2019 EXMT USD 25 03/10/11 03/11/11 9919 - STIKER,EDWARD S. TAX TRD - GOVERNMENT BOND NY TRADING_TREASURIES 0 BREAKWATER TRADING dimariaa295 03/10/11 BWT PROFESSIONAL TRADING LLC (BWT1) T 3.625 Feb 15, 2021 EXMT USD 20 03/10/11 03/11/11 9919 - STIKER,EDWARD S. TAX TRD - GOVERNMENT BOND NY TRADING_TREASURIES 0 BREAKWATER TRADING dimariaa296 03/10/11 ALLIANCEBERNSTEIN (ALL7) TITIM 7.175 Jun 18, 2019 SEC5 USD 0 03/10/11 03/15/11 9919 - STIKER,EDWARD S. SECONDARY CORPORATES IGTMT 0 ALLIANCEBERNSTEIN baylised297 03/10/11 ALLIANCEBERNSTEIN (ALL7) C 5.500 Feb 15, 2017 USD 0 03/10/11 03/15/11 9919 - STIKER,EDWARD S. SECONDARY CORPORATES IGLTD 0 ALLIANCEBERNSTEIN sajugeo298 03/10/11 ALLIANCEBERNSTEIN (ALL7) RBS 5.625 Aug 24, 2020 USD 0 03/10/11 03/15/11 9919 - STIKER,EDWARD S. SECONDARY CORPORATES IGFIN 0 ALLIANCEBERNSTEIN lynyak299 03/11/11 CONVEXITY CAPITAL MANAGEMENT, (CVEX) Swaption USD Short 2.22 2014/12/16 USD 75,000 03/11/11 03/11/11 9919 - STIKER,EDWARD S. SRH4X NA VOLATILITY TRADING LONG_DATED_VOL ACUSD 0 CONVEXITY CAPITAL MANAGEMENT davidfl300 03/11/11 MILLENNIUM PARTNERS L.P (MPTS) T 2.500 Mar 31, 2015 EXMT USD 1,250 03/14/11 03/14/11 9919 - STIKER,EDWARD S. TAX TRD - GOVERNMENT BOND NY TRADING_TREASURIES 0 MILLENNIUM PARTNERS keitait301 03/11/11 BWT PROFESSIONAL TRADING LLC (BWT1) T 1.875 Aug 31, 2017 EXMT USD 500 03/14/11 03/14/11 9919 - STIKER,EDWARD S. TAX TRD - GOVERNMENT BOND NY TRADING_TREASURIES 0 BREAKWATER TRADING dimariaa302 03/11/11 BWT PROFESSIONAL TRADING LLC (BWT1) T 3.250 May 31, 2016 EXMT USD 275 03/14/11 03/14/11 9919 - STIKER,EDWARD S. TAX TRD - GOVERNMENT BOND NY TRADING_TREASURIES 0 BREAKWATER TRADING keitait303 03/11/11 BWT PROFESSIONAL TRADING LLC (BWT1) T 3.250 May 31, 2016 EXMT USD 225 03/14/11 03/14/11 9919 - STIKER,EDWARD S. TAX TRD - GOVERNMENT BOND NY TRADING_TREASURIES 0 BREAKWATER TRADING keitait304 03/11/11 BWT PROFESSIONAL TRADING LLC (BWT1) T 2.250 Nov 30, 2017 EXMT USD 50 03/14/11 03/14/11 9919 - STIKER,EDWARD S. TAX TRD - GOVERNMENT BOND NY TRADING_TREASURIES 0 BREAKWATER TRADING dimariaa305 03/11/11 CONVEXITY CAPITAL MANAGEMENT, (CVEX) Swaption USD Short 3.07 2016/12/16 Unwind USD 0 03/11/11 03/11/11 9919 - STIKER,EDWARD S. SRF18 NA VOLATILITY TRADING LONG_DATED_VOL ACUSD 0 CONVEXITY CAPITAL MANAGEMENT davidfl306 03/11/11 ALLIANCEBERNSTEIN (ALL7) TXT 5.400 Apr 28, 2013 USD 0 03/11/11 03/16/11 9919 - STIKER,EDWARD S. SECONDARY CORPORATES IGCON 0 ALLIANCEBERNSTEIN gokhvat307 03/14/11 CONVEXITY CAPITAL MANAGEMENT, (CVEX) TII 1.375 Jul 15, 2018 EXMT USD 19,353 03/14/11 03/15/11 9919 - STIKER,EDWARD S. NA INFLATION TRADING VOLATILITY_OTHER 0 CONVEXITY CAPITAL MANAGEMENT mulhpat308 03/14/11 H/2 CAPITAL PARTNERS (H2CAP) T 2.250 Nov 30, 2017 EXMT USD 1,800 03/14/11 03/15/11 9919 - STIKER,EDWARD S. TAX TRD - GOVERNMENT BOND NY TRADING_TREASURIES 0 H/2 CAPITAL PARTNERS dimariaa309 03/14/11 CONVEXITY CAPITAL MANAGEMENT, (CVEX) TII 1.125 Jan 15, 2021 EXMT USD 0 03/14/11 03/15/11 9919 - STIKER,EDWARD S. NA INFLATION TRADING VOLATILITY_OTHER 0 CONVEXITY CAPITAL MANAGEMENT mulhpat310 03/14/11 ALLIANCEBERNSTEIN (ALL7) T 5.500 Feb 01, 2018 SEC5 USD 0 03/14/11 03/17/11 9919 - STIKER,EDWARD S. SWING ACTIVITY IGRES 0 ALLIANCEBERNSTEIN david.yo311 03/14/11 ALLIANCEBERNSTEIN (ALL7) MTNA 5.250 Aug 05, 2020 SEC5 USD 0 03/14/11 03/17/11 9919 - STIKER,EDWARD S. SECONDARY CORPORATES IGDEX 0 ALLIANCEBERNSTEIN rvanderm312 03/14/11 ALLIANCEBERNSTEIN (ALL7) EQT 8.125 Jun 01, 2019 USD 0 03/14/11 03/17/11 9919 - STIKER,EDWARD S. SECONDARY CORPORATES IGUTL 0 ALLIANCEBERNSTEIN maychr313 03/15/11 BWT PROFESSIONAL TRADING LLC (BWT1) T 1.000 Jan 15, 2014 EXMT USD 300 03/15/11 03/16/11 9919 - STIKER,EDWARD S. TAX TRD - GOVERNMENT BOND NY TRADING_TREASURIES 0 BREAKWATER TRADING seelaus314 03/15/11 BWT PROFESSIONAL TRADING LLC (BWT1) T 1.000 Jan 15, 2014 EXMT USD 300 03/15/11 03/16/11 9919 - STIKER,EDWARD S. TAX TRD - GOVERNMENT BOND NY TRADING_TREASURIES 0 BREAKWATER TRADING seelaus315 03/15/11 BWT PROFESSIONAL TRADING LLC (BWT1) T 1.250 Mar 15, 2014 EXMT USD 4 03/15/11 03/16/11 9919 - STIKER,EDWARD S. TAX TRD - GOVERNMENT BOND NY TRADING_TREASURIES 0 BREAKWATER TRADING seelaus316 03/16/11 NEKTAR ASSET MANAGEMENT (NKTR) Fixed/Float USD Receiver 4.38 2040/12/20 Unwind USD 35,000 03/18/11 03/16/11 9919 - STIKER,EDWARD S. YAFKM NA SWAPS TRDG USD_SWAPS TOUSD 0 BRUMMER - NEKTAR ASSET MANAGEMENT pariente317 03/16/11 NEKTAR ASSET MANAGEMENT (NKTR) Fixed/Float USD Receiver 3.30 2020/08/17 USD 20,000 03/18/11 03/16/11 9919 - STIKER,EDWARD S. YAVMY NA SWAPS TRDG USD_SWAPS TOUSD 0 BRUMMER - NEKTAR ASSET MANAGEMENT kanata318 03/16/11 NEKTAR ASSET MANAGEMENT (NKTR) T 2.625 Aug 15, 2020 EXMT USD 10,000 03/16/11 03/17/11 9919 - STIKER,EDWARD S. TAX TRD - GOVERNMENT BOND NY TRADING_TREASURIES 0 BRUMMER - NEKTAR ASSET MANAGEMENT bedijaid319 03/16/11 NEKTAR ASSET MANAGEMENT (NKTR) T 5.250 Nov 15, 2028 EXMT USD 10,000 03/16/11 03/17/11 9919 - STIKER,EDWARD S. TAX TRD - GOVERNMENT BOND NY TRADING_TREASURIES 0 BRUMMER - NEKTAR ASSET MANAGEMENT bedijaid320 03/16/11 NEKTAR ASSET MANAGEMENT (NKTR) Fixed/Float USD Receiver 2.48 2015/01/22 USD 3,168 03/18/11 03/16/11 9919 - STIKER,EDWARD S. YAVTF NA SWAPS TRDG USD_SWAPS TOUSD 0 BRUMMER - NEKTAR ASSET MANAGEMENT pariente321 03/16/11 BWT PROFESSIONAL TRADING LLC (BWT1) T 1.000 Jan 15, 2014 EXMT USD 300 03/16/11 03/17/11 9919 - STIKER,EDWARD S. TAX TRD - GOVERNMENT BOND NY TRADING_TREASURIES 0 BREAKWATER TRADING seelaus322 03/16/11 BWT PROFESSIONAL TRADING LLC (BWT1) T 1.000 Jan 15, 2014 EXMT USD 300 03/16/11 03/17/11 9919 - STIKER,EDWARD S. TAX TRD - GOVERNMENT BOND NY TRADING_TREASURIES 0 BREAKWATER TRADING seelaus323 03/16/11 NEKTAR ASSET MANAGEMENT (NKTR) Fixed/Float USD Payer 5.26 2020/12/21 Unwind USD 0 03/16/11 03/16/11 9919 - STIKER,EDWARD S. YAFKJ NA SWAPS TRDG USD_SWAPS TOUSD 0 BRUMMER - NEKTAR ASSET MANAGEMENT pariente324 03/16/11 NEKTAR ASSET MANAGEMENT (NKTR) Fixed/Float USD Payer 4.00 2028/11/15 USD 0 05/16/11 03/16/11 9919 - STIKER,EDWARD S. YAVMX NA SWAPS TRDG USD_SWAPS TOUSD 0 BRUMMER - NEKTAR ASSET MANAGEMENT pariente325 03/17/11 FEDERAL RESERVE BANK OF NEW (FDLB) T 4.875 Apr 30, 2011 EXMT USD 3,124 03/17/11 03/18/11 9919 - STIKER,EDWARD S. TAX TRD - GOVERNMENT BOND NY TRADING_TREASURIES 0 FEDERAL RESERVE BANK OF NEW YORK heslin326 03/17/11 FEDERAL RESERVE BANK OF NEW (FDLB) T 1.875 Apr 30, 2014 EXMT USD 608 03/17/11 03/18/11 9919 - STIKER,EDWARD S. TAX TRD - GOVERNMENT BOND NY TRADING_TREASURIES 0 FEDERAL RESERVE BANK OF NEW YORK seelaus327 03/17/11 BWT PROFESSIONAL TRADING LLC (BWT1) T 3.375 Nov 15, 2019 EXMT USD 10 03/17/11 03/18/11 9919 - STIKER,EDWARD S. TAX TRD - GOVERNMENT BOND NY TRADING_TREASURIES 0 BREAKWATER TRADING dimariaa328 03/18/11 CONVEXITY CAPITAL MANAGEMENT, (CVEX) Swaption USD Short 1.71 2014/12/22 USD 612,500 03/18/11 03/18/11 9919 - STIKER,EDWARD S. SRHCZ NA VOLATILITY TRADING LONG_DATED_VOL ACUSD 0 CONVEXITY CAPITAL MANAGEMENT davidfl329 03/18/11 CONVEXITY CAPITAL MANAGEMENT, (CVEX) Swaption USD Short 1.71 2013/11/25 USD 600,000 03/18/11 03/18/11 9919 - STIKER,EDWARD S. SRHD1 NA VOLATILITY TRADING LONG_DATED_VOL ACUSD 0 CONVEXITY CAPITAL MANAGEMENT davidfl330 03/18/11 CONVEXITY CAPITAL MANAGEMENT, (CVEX) Swaption USD Short 2.08 2014/12/15 USD 300,000 03/18/11 03/18/11 9919 - STIKER,EDWARD S. SRHCK NA VOLATILITY TRADING LONG_DATED_VOL ACUSD 0 CONVEXITY CAPITAL MANAGEMENT davidfl331 03/18/11 CONVEXITY CAPITAL MANAGEMENT, (CVEX) Swaption USD Short 4.00 2020/03/20 USD 280,000 03/18/11 03/18/11 9919 - STIKER,EDWARD S. SRHDQ NA VOLATILITY TRADING LONG_DATED_VOL ACUSD 0 CONVEXITY CAPITAL MANAGEMENT davidfl332 03/18/11 CONVEXITY CAPITAL MANAGEMENT, (CVEX) Swaption USD Short 4.01 2020/03/20 USD 100,000 03/18/11 03/18/11 9919 - STIKER,EDWARD S. SRHD4 NA VOLATILITY TRADING LONG_DATED_VOL ACUSD 0 CONVEXITY CAPITAL MANAGEMENT davidfl333 03/18/11 CONVEXITY CAPITAL MANAGEMENT, (CVEX) Swaption NZD Short 3.72 2013/03/21 USD 20,000 03/18/11 03/18/11 9919 - STIKER,EDWARD S. EZBQA AP IRCC IR TRADING - SYDNEY TOAU9 TOAU9 0 CONVEXITY CAPITAL MANAGEMENT pauldoc334 03/18/11 BWT PROFESSIONAL TRADING LLC (BWT1) T 2.250 Nov 30, 2017 EXMT USD 525 03/21/11 03/21/11 9919 - STIKER,EDWARD S. TAX TRD - GOVERNMENT BOND NY TRADING_TREASURIES 0 BREAKWATER TRADING dimariaa335 03/18/11 BWT PROFESSIONAL TRADING LLC (BWT1) T 2.250 Nov 30, 2017 EXMT USD 260 03/21/11 03/21/11 9919 - STIKER,EDWARD S. TAX TRD - GOVERNMENT BOND NY TRADING_TREASURIES 0 BREAKWATER TRADING dimariaa336 03/18/11 BREAKWATER TRADING (BWTD) T 2.625 Jan 31, 2018 EXMT USD 50 03/21/11 03/21/11 9919 - STIKER,EDWARD S. TAX TRD - GOVERNMENT BOND NY TRADING_TREASURIES 0 BREAKWATER TRADING dimariaa337 03/18/11 BREAKWATER TRADING (BWTD) T 2.625 Jan 31, 2018 EXMT USD 50 03/21/11 03/21/11 9919 - STIKER,EDWARD S. TAX TRD - GOVERNMENT BOND NY TRADING_TREASURIES 0 BREAKWATER TRADING dimariaa338 03/18/11 BWT PROFESSIONAL TRADING LLC (BWT1) T 2.750 Feb 28, 2018 EXMT USD 28 03/21/11 03/21/11 9919 - STIKER,EDWARD S. TAX TRD - GOVERNMENT BOND NY TRADING_TREASURIES 0 BREAKWATER TRADING dimariaa339 03/18/11 BWT PROFESSIONAL TRADING LLC (BWT1) T 2.250 Nov 30, 2017 EXMT USD 10 03/21/11 03/21/11 9919 - STIKER,EDWARD S. TAX TRD - GOVERNMENT BOND NY TRADING_TREASURIES 0 BREAKWATER TRADING dimariaa340 03/18/11 CONVEXITY CAPITAL MANAGEMENT, (CVEX) Swaption NZD Long 2.71 2013/03/21 USD 0 05/16/11 03/18/11 9026 - TK INTL/STIKER EZBQB AP IRCC IR TRADING - SYDNEY TOAU9 TOAU9 0 CONVEXITY CAPITAL MANAGEMENT pauldoc341 03/18/11 CONVEXITY CAPITAL MANAGEMENT, (CVEX) Swaption USD Short 3.63 2018/09/04 Unwind USD 0 03/21/11 03/18/11 9919 - STIKER,EDWARD S. SRGFW NA VOLATILITY TRADING LONG_DATED_VOL ACUSD 0 CONVEXITY CAPITAL MANAGEMENT davidfl342 03/18/11 CONVEXITY CAPITAL MANAGEMENT, (CVEX) Swaption USD Short 2.20 2013/08/19 Unwind USD 0 03/18/11 03/18/11 9919 - STIKER,EDWARD S. SRGM9 NA VOLATILITY TRADING LONG_DATED_VOL ACUSD 0 CONVEXITY CAPITAL MANAGEMENT davidfl343 03/18/11 CONVEXITY CAPITAL MANAGEMENT, (CVEX) Swaption USD Short 2.89 2016/12/14 Unwind USD 0 03/18/11 03/18/11 9919 - STIKER,EDWARD S. SREYR NA VOLATILITY TRADING LONG_DATED_VOL ACUSD 0 CONVEXITY CAPITAL MANAGEMENT pergolad344 03/18/11 CONVEXITY CAPITAL MANAGEMENT, (CVEX) Swaption USD Short 2.20 2014/08/19 Unwind USD 0 03/18/11 03/18/11 9919 - STIKER,EDWARD S. SRGMA NA VOLATILITY TRADING LONG_DATED_VOL ACUSD 0 CONVEXITY CAPITAL MANAGEMENT davidfl345 03/18/11 CONVEXITY CAPITAL MANAGEMENT, (CVEX) Swaption USD Long 2.20 2014/08/18 Unwind USD 0 03/18/11 03/18/11 9919 - STIKER,EDWARD S. SRGMB NA VOLATILITY TRADING LONG_DATED_VOL ACUSD 0 CONVEXITY CAPITAL MANAGEMENT davidfl346 03/18/11 CONVEXITY CAPITAL MANAGEMENT, (CVEX) Swaption USD Short 2.20 2013/05/08 Unwind USD 0 03/18/11 03/18/11 9919 - STIKER,EDWARD S. SRGM6 NA VOLATILITY TRADING LONG_DATED_VOL ACUSD 0 CONVEXITY CAPITAL MANAGEMENT davidfl347 03/22/11 BREVAN HOWARD ASSET MANAGEMENT (BREVN) Swaption USD Long 3.49 2021/04/28 USD 50,000 03/28/11 03/22/11 9919 - STIKER,EDWARD S. SRHF2 NA VOLATILITY TRADING SHORT_DATED_VOL ACSTP 0 BREVAN HOWARD ayres348 03/22/11 NEKTAR ASSET MANAGEMENT (NKTR) TII 1.875 Jul 15, 2013 EXMT USD 35,922 03/22/11 03/23/11 9919 - STIKER,EDWARD S. NA INFLATION TRADING VOLATILITY_OTHER 0 BRUMMER - NEKTAR ASSET MANAGEMENT mulhpat349 03/22/11 NEKTAR ASSET MANAGEMENT (NKTR) TII 1.375 Jan 15, 2020 EXMT USD 35,595 03/22/11 03/23/11 9919 - STIKER,EDWARD S. NA INFLATION TRADING VOLATILITY_OTHER 0 BRUMMER - NEKTAR ASSET MANAGEMENT mulhpat350 03/22/11 BWT PROFESSIONAL TRADING LLC (BWT1) T 2.375 Jul 31, 2017 EXMT USD 500 03/22/11 03/23/11 9919 - STIKER,EDWARD S. TAX TRD - GOVERNMENT BOND NY TRADING_TREASURIES 0 BREAKWATER TRADING seelaus351 03/22/11 NEKTAR ASSET MANAGEMENT (NKTR) TII 1.875 Jul 15, 2013 EXMT USD 0 03/22/11 03/23/11 9919 - STIKER,EDWARD S. NA INFLATION TRADING VOLATILITY_OTHER 0 BRUMMER - NEKTAR ASSET MANAGEMENT msncrich352 03/22/11 NEKTAR ASSET MANAGEMENT AB (NKTAE) RealRate(bond)/Float USD Payer 1.37 2020/01/15 Unwind USD 0 05/16/11 03/22/11 9919 - STIKER,EDWARD S. EQVAK NA INFLATION TRADING VOLATILITY_OTHER TOTIP 0 BRUMMER - NEKTAR ASSET MANAGEMENT jhay353 03/24/11 BWT PROFESSIONAL TRADING LLC (BWT1) T 1.875 Sep 30, 2017 EXMT USD 500 03/24/11 03/25/11 9919 - STIKER,EDWARD S. TAX TRD - GOVERNMENT BOND NY TRADING_TREASURIES 0 BREAKWATER TRADING seelaus354 03/24/11 BWT PROFESSIONAL TRADING LLC (BWT1) T 2.500 Apr 30, 2015 EXMT USD 250 03/24/11 03/25/11 9919 - STIKER,EDWARD S. TAX TRD - GOVERNMENT BOND NY TRADING_TREASURIES 0 BREAKWATER TRADING seelaus355 03/24/11 BWT PROFESSIONAL TRADING LLC (BWT1) T 1.750 Jul 31, 2015 EXMT USD 250 03/24/11 03/25/11 9919 - STIKER,EDWARD S. TAX TRD - GOVERNMENT BOND NY TRADING_TREASURIES 0 BREAKWATER TRADING seelaus356 03/24/11 BWT PROFESSIONAL TRADING LLC (BWT1) T 2.500 Apr 30, 2015 EXMT USD 250 03/24/11 03/25/11 9919 - STIKER,EDWARD S. TAX TRD - GOVERNMENT BOND NY TRADING_TREASURIES 0 BREAKWATER TRADING seelaus357 03/24/11 NEKTAR ASSET MANAGEMENT (NKTR) Fixed/Float USD Payer 4.00 2028/11/15 Unwind USD 0 03/24/11 03/24/11 9919 - STIKER,EDWARD S. YAVMX NA SWAPS TRDG USD_SWAPS TOUSD 0 BRUMMER - NEKTAR ASSET MANAGEMENT pariente358 03/24/11 NEKTAR ASSET MANAGEMENT (NKTR) Fixed/Float USD Receiver 3.30 2020/08/17 Unwind USD 0 03/24/11 03/24/11 9919 - STIKER,EDWARD S. YAVMY NA SWAPS TRDG USD_SWAPS TOUSD 0 BRUMMER - NEKTAR ASSET MANAGEMENT kanata359 03/25/11 NEKTAR ASSET MANAGEMENT (NKTR) TII 1.750 Jan 15, 2028 EXMT USD 0 03/25/11 03/28/11 9919 - STIKER,EDWARD S. NA INFLATION TRADING VOLATILITY_OTHER 0 BRUMMER - NEKTAR ASSET MANAGEMENT mulhpat360 03/28/11 NEKTAR ASSET MANAGEMENT AB (NKTAE) USD 27.8 MM 01/15/2028 FORMULA USD 60,000 03/28/11 03/28/11 9919 - STIKER,EDWARD S. EQU2H NA INFLATION TRADING VOLATILITY_OTHER TOTIP 0 BRUMMER - NEKTAR ASSET MANAGEMENT361 03/28/11 BWT PROFESSIONAL TRADING LLC (BWT1) T 2.750 Feb 28, 2018 EXMT USD 60 03/28/11 03/29/11 9919 - STIKER,EDWARD S. TAX TRD - GOVERNMENT BOND NY TRADING_TREASURIES 0 BREAKWATER TRADING seelaus362 03/28/11 BWT PROFESSIONAL TRADING LLC (BWT1) T 2.125 Feb 29, 2016 EXMT USD 43 03/28/11 03/29/11 9919 - STIKER,EDWARD S. TAX TRD - GOVERNMENT BOND NY TRADING_TREASURIES 0 BREAKWATER TRADING seelaus363 03/29/11 BWT PROFESSIONAL TRADING LLC (BWT1) T 1.875 Sep 30, 2017 EXMT USD 500 03/29/11 03/30/11 9919 - STIKER,EDWARD S. TAX TRD - GOVERNMENT BOND NY TRADING_TREASURIES 0 BREAKWATER TRADING dimariaa364 03/29/11 BWT PROFESSIONAL TRADING LLC (BWT1) T 1.875 Sep 30, 2017 EXMT USD 500 03/29/11 03/30/11 9919 - STIKER,EDWARD S. TAX TRD - GOVERNMENT BOND NY TRADING_TREASURIES 0 BREAKWATER TRADING dimariaa365 03/29/11 BWT PROFESSIONAL TRADING LLC (BWT1) T 2.250 Nov 30, 2017 EXMT USD 485 03/29/11 03/30/11 9919 - STIKER,EDWARD S. TAX TRD - GOVERNMENT BOND NY TRADING_TREASURIES 0 BREAKWATER TRADING dimariaa366 03/29/11 BWT PROFESSIONAL TRADING LLC (BWT1) T 2.250 Nov 30, 2017 EXMT USD 260 03/29/11 03/30/11 9919 - STIKER,EDWARD S. TAX TRD - GOVERNMENT BOND NY TRADING_TREASURIES 0 BREAKWATER TRADING dimariaa367 03/29/11 BWT PROFESSIONAL TRADING LLC (BWT1) T 0.500 Nov 15, 2013 EXMT USD 60 03/29/11 03/30/11 9919 - STIKER,EDWARD S. TAX TRD - GOVERNMENT BOND NY TRADING_TREASURIES 0 BREAKWATER TRADING dimariaa368 03/29/11 BWT PROFESSIONAL TRADING LLC (BWT1) T 1.250 Mar 15, 2014 EXMT USD 54 03/29/11 03/30/11 9919 - STIKER,EDWARD S. TAX TRD - GOVERNMENT BOND NY TRADING_TREASURIES 0 BREAKWATER TRADING dimariaa369 03/29/11 BWT PROFESSIONAL TRADING LLC (BWT1) T 0.750 Sep 15, 2013 EXMT USD 10 03/29/11 03/30/11 9919 - STIKER,EDWARD S. TAX TRD - GOVERNMENT BOND NY TRADING_TREASURIES 0 BREAKWATER TRADING dimariaa370 03/29/11 BWT PROFESSIONAL TRADING LLC (BWT1) T 2.750 Feb 28, 2018 EXMT USD 8 03/29/11 03/30/11 9919 - STIKER,EDWARD S. TAX TRD - GOVERNMENT BOND NY TRADING_TREASURIES 0 BREAKWATER TRADING dimariaa371 03/29/11 SOCIETE GENERALE, PARIS (SOCGP) Fixed/Float USD Payer 2.35 2014/08/29 Unwind USD 0 05/16/11 03/29/11 10321 - STIKER/QUBBAJ YSNAF NA SWAPS TRDG USD_SWAPS TOUSD 0 SOCIETE GENERALE kanata372 03/29/11 SOCIETE GENERALE, PARIS (SOCGP) Fixed/Float USD Payer 2.51 2014/08/29 Unwind USD 0 05/16/11 03/29/11 10321 - STIKER/QUBBAJ YSNAD NA SWAPS TRDG USD_SWAPS TOUSD 0 SOCIETE GENERALE kanata373 03/29/11 DEUTSCHE NEW YORK (DENY) Fixed/Float USD Receiver 2.69 2014/10/30 Unwind USD 0 05/16/11 03/29/11 11116 - STIKER/MACGILLIVRAY GRH19 NA SWAPS TRDG USD_SWAPS TOUSD 0 DEUTSCHE BANK BROKER DEALER lparker374 03/29/11 BARCLAYS BANK ARBITRAGE DESK (BABAA) Fixed/Float USD Payer 4.28 2040/12/03 Unwind USD 0 05/16/11 03/29/11 10321 - STIKER/QUBBAJ YRZ4Z NA SWAPS TRDG USD_SWAPS TOUSD 0 BARCLAYS BANK finpet375 03/30/11 CONVEXITY CAPITAL MANAGEMENT: GLOBAL NDDUEAFE TOTAL RETURN SWAP USD 2,620,000 03/30/11 04/01/11 9919 - STIKER,EDWARD S. DSP STRUCTURES HEDGE ALL INDEX 0 CONVEXITY CAPITAL MANAGEMENT376 03/30/11 CONVEXITY CAPITAL MANAGEMENT: GLOBAL NDDUEAFE TOTAL RETURN SWAP USD (2,620,000) 03/31/11 04/01/11 9919 - STIKER,EDWARD S. DSP STRUCTURES HEDGE ALL INDEX 0 CONVEXITY CAPITAL MANAGEMENT377 03/30/11 CONVEXITY CAPITAL MANAGEMENT, (CVEX) 180M EACH OF DJUBSTR AND GSCIT USD 720,000 03/31/11 03/31/11 9919 - STIKER,EDWARD S. NA INDEX TRADING NA TRADING 0 CONVEXITY CAPITAL MANAGEMENT

378 03/30/11 CONVEXITY CAPITAL MANAGEMENT, (CVEX) FEDERAL HOME LOAN BANK SYSTEM USD (720,000) 03/31/11 03/31/11 9919 - STIKER,EDWARD S. NA INDEX TRADING NA TRADING 0 CONVEXITY CAPITAL MANAGEMENT379 03/30/11 CONVEXITY CAPITAL MANAGEMENT, (CVEX) FEDERAL HOME LOAN BANK SYSTEM USD 720,000 03/30/11 03/31/11 9919 - STIKER,EDWARD S. NA INDEX TRADING NA TRADING 0 CONVEXITY CAPITAL MANAGEMENT380 03/30/11 CONVEXITY CAPITAL MANAGEMENT, (CVEX) 180M EACH OF DJUBSTR AND GSCIT USD (720,000) 03/31/11 03/31/11 9919 - STIKER,EDWARD S. NA INDEX TRADING NA TRADING 0 CONVEXITY CAPITAL MANAGEMENT381 03/30/11 BWT PROFESSIONAL TRADING LLC (BWT1) T 1.875 Aug 31, 2017 EXMT USD 355 03/30/11 03/31/11 9919 - STIKER,EDWARD S. TAX TRD - GOVERNMENT BOND NY TRADING_TREASURIES 0 BREAKWATER TRADING seelaus382 03/30/11 BWT PROFESSIONAL TRADING LLC (BWT1) T 2.250 Nov 30, 2017 EXMT USD 260 03/30/11 03/31/11 9919 - STIKER,EDWARD S. TAX TRD - GOVERNMENT BOND NY TRADING_TREASURIES 0 BREAKWATER TRADING seelaus383 03/30/11 BWT PROFESSIONAL TRADING LLC (BWT1) T 2.250 Nov 30, 2017 EXMT USD 260 03/30/11 03/31/11 9919 - STIKER,EDWARD S. TAX TRD - GOVERNMENT BOND NY TRADING_TREASURIES 0 BREAKWATER TRADING seelaus384 03/30/11 BWT PROFESSIONAL TRADING LLC (BWT1) T 2.250 Nov 30, 2017 EXMT USD 20 03/30/11 03/31/11 9919 - STIKER,EDWARD S. TAX TRD - GOVERNMENT BOND NY TRADING_TREASURIES 0 BREAKWATER TRADING seelaus385 03/31/11 CONVEXITY CAPITAL MANAGEMENT: GLOBAL NDDUEAFE TOTAL RETURN SWAP USD 3,661,000 03/31/11 04/01/11 9919 - STIKER,EDWARD S. DSP STRUCTURES HEDGE ALL INDEX 0 CONVEXITY CAPITAL MANAGEMENT386 03/31/11 CONVEXITY CAPITAL MANAGEMENT, (CVEX) 360M DJUBSTR AND GSCITR - COMM USD 810,000 03/31/11 03/31/11 9919 - STIKER,EDWARD S. NA INDEX TRADING NA TRADING 0 CONVEXITY CAPITAL MANAGEMENT387 03/31/11 NEKTAR ASSET MANAGEMENT (NKTR) Swaption USD Long 5.02 2041/04/04 USD 360,000 03/31/11 03/31/11 9919 - STIKER,EDWARD S. SRHQV NA VOLATILITY TRADING LONG_DATED_VOL ACUSD 0 BRUMMER - NEKTAR ASSET MANAGEMENT davidfl388 03/31/11 LONGEVITY INSURANCE COMPANY (LNGG) T 0.750 May 31, 2012 EXMT USD 40 03/31/11 03/31/11 9919 - STIKER,EDWARD S. TAX TRD - GOVERNMENT BOND NY TRADING_TREASURIES 0 LONGEVITY INSURANCE COMPANY heslin389 03/31/11 ETRADE SECURITIES (ETSC) S May 15, 2025 EXMT USD 5 03/31/11 04/01/11 9919 - STIKER,EDWARD S. TAX TRD - GOVERNMENT BOND NY TRADING_TREASURIES 0 ETRADE SECURITIES brianv390 04/01/11 ALPHADYNE ASSET MANAGEMENT (AOASM) Swaption USD Long 0.67 2012/07/05 USD 100,000 04/01/11 04/01/11 9919 - STIKER,EDWARD S. SRHRE NA VOLATILITY TRADING SHORT_DATED_VOL ACSTP 0 ALPHADYNE ASSET MANAGEMENT ayres391 04/01/11 BREVAN HOWARD ASSET MANAGEMENT (BREVN) Swaption USD Long 3.80 2022/06/15 USD 20,000 04/04/11 04/01/11 9919 - STIKER,EDWARD S. SRHS3 NA VOLATILITY TRADING LONG_DATED_VOL ACUSD 0 BREVAN HOWARD davidfl392 04/01/11 BREVAN HOWARD ASSET MANAGEMENT (BREVN) Swaption USD Short 3.69 2021/12/15 StepInTrade USD 18,000 04/01/11 04/01/11 9919 - STIKER,EDWARD S. SRHRV NA VOLATILITY TRADING SHORT_DATED_VOL ACSTP 0 BREVAN HOWARD ayres393 04/01/11 ALPHADYNE ASSET MANAGEMENT (AOASM) Fixed/Float USD Receiver 0.66 2012/07/04 USD 3,000 04/05/11 04/01/11 9919 - STIKER,EDWARD S. 1Q0NK NA SWAPS TRDG USD_SWAPS TOUSD 0 ALPHADYNE ASSET MANAGEMENT pariente394 04/01/11 BWT PROFESSIONAL TRADING LLC (BWT1) T 1.875 Sep 30, 2017 EXMT USD 275 04/01/11 04/04/11 9919 - STIKER,EDWARD S. TAX TRADING - US GOVTS MAIN 0 BREAKWATER TRADING darrew395 04/01/11 ELEMENT CAPITAL (ELMC) Fixed/Float EUR Payer 2.15 2013/04/05 StepInTrade USD 0 05/16/11 04/01/11 10321 - STIKER/QUBBAJ HMAJK EU SWAPS TRDG TOXEU TOXEU 0 ELEMENT CAPITAL vaidshi396 04/01/11 ELEMENT CAPITAL (ELMC) Fixed/Float EUR Payer 2.21 2013/04/05 StepInTrade USD 0 05/16/11 04/01/11 10321 - STIKER/QUBBAJ HMAJM EU SWAPS TRDG TOXEU TOXEU 0 ELEMENT CAPITAL vaidshi397 04/01/11 ELEMENT CAPITAL (ELMC) Fixed/Float EUR Payer 2.32 2013/04/05 StepInTrade USD 0 05/16/11 04/01/11 10321 - STIKER/QUBBAJ HMAJN EU SWAPS TRDG TOXEU TOXEU 0 ELEMENT CAPITAL vaidshi398 04/01/11 ELEMENT CAPITAL (ELMC) Fixed/Float EUR Receiver 2.39 2013/04/05 StepInTrade USD 0 05/16/11 04/01/11 10321 - STIKER/QUBBAJ HMAJP EU SWAPS TRDG TOXEU TOXEU 0 ELEMENT CAPITAL vaidshi399 04/01/11 ELEMENT CAPITAL (ELMC) Fixed/Float EUR Payer 2.12 2013/04/05 StepInTrade USD 0 05/16/11 04/01/11 10321 - STIKER/QUBBAJ HMAJJ EU SWAPS TRDG TOXEU TOXEU 0 ELEMENT CAPITAL vaidshi400 04/04/11 ALPHADYNE ASSET MANAGEMENT (AOASM) Swap Spread Fixed/Float USD Payer 2.37 2016/04/06 USD 15,000 05/16/11 04/04/11 9919 - STIKER,EDWARD S. 1Q0Y7 NA SWAPS TRDG USD_SWAPS TOUSD 0 ALPHADYNE ASSET MANAGEMENT julieg401 04/04/11 ALPHADYNE ASSET MANAGEMENT (AOASM) Swap Spread Fixed/Float USD Payer 2.40 2016/04/06 USD 7,500 05/16/11 04/04/11 9919 - STIKER,EDWARD S. 1Q0YK NA SWAPS TRDG USD_SWAPS TOUSD 0 ALPHADYNE ASSET MANAGEMENT julieg402 04/04/11 BWT PROFESSIONAL TRADING LLC (BWT1) T 1.000 Jan 15, 2014 EXMT USD 43 04/04/11 04/05/11 9919 - STIKER,EDWARD S. TAX TRD - GOVERNMENT BOND NY TRADING_TREASURIES 0 BREAKWATER TRADING keitait403 04/04/11 ALPHADYNE ASSET MANAGEMENT (AOASM) T 0.750 Mar 31, 2013 EXMT USD 0 04/04/11 04/05/11 9919 - STIKER,EDWARD S. NA SWAPS TRDG USD_SWAPS 0 ALPHADYNE ASSET MANAGEMENT julieg404 04/04/11 ALPHADYNE ASSET MANAGEMENT (AOASM) T 2.250 Mar 31, 2016 EXMT USD 0 04/04/11 04/05/11 9919 - STIKER,EDWARD S. NA SWAPS TRDG USD_SWAPS 0 ALPHADYNE ASSET MANAGEMENT julieg405 04/04/11 ALPHADYNE ASSET MANAGEMENT (AOASM) T 2.250 Mar 31, 2016 EXMT USD 0 04/04/11 04/05/11 9919 - STIKER,EDWARD S. NA SWAPS TRDG USD_SWAPS 0 ALPHADYNE ASSET MANAGEMENT julieg406 04/04/11 ALPHADYNE ASSET MANAGEMENT (AOASM) T 3.625 Feb 15, 2021 EXMT USD 0 04/04/11 04/05/11 9919 - STIKER,EDWARD S. NA SWAPS TRDG USD_SWAPS 0 ALPHADYNE ASSET MANAGEMENT julieg407 04/05/11 BREVAN HOWARD ASSET MANAGEMENT (BREVN) Swaption USD Short 4.70 2043/04/07 USD 167,000 04/05/11 04/05/11 9919 - STIKER,EDWARD S. SRHVU NA VOLATILITY TRADING LONG_DATED_VOL ACUSD 0 BREVAN HOWARD davidfl408 04/05/11 CONVEXITY CAPITAL MANAGEMENT, (CVEX) Swaption USD Short 4.16 2021/04/06 Unwind USD 16,000 05/16/11 04/05/11 9919 - STIKER,EDWARD S. SR5RV NA VOLATILITY TRADING SHORT_DATED_VOL ACSTP 0 CONVEXITY CAPITAL MANAGEMENT blakesc409 04/05/11 BWT PROFESSIONAL TRADING LLC (BWT1) T 1.875 Sep 30, 2017 EXMT USD 210 04/05/11 04/06/11 9919 - STIKER,EDWARD S. TAX TRD - GOVERNMENT BOND NY TRADING_TREASURIES 0 BREAKWATER TRADING keitait410 04/05/11 BARCLAYS BANK ARBITRAGE DESK (BABAA) Fixed/Float EUR Receiver 2.84 2019/07/04 Unwind USD 0 05/16/11 04/05/11 11116 - STIKER/MACGILLIVRAY HK6KP EU SWAPS TRDG TOXEU TOXEU 0 BARCLAYS BANK decassap411 04/05/11 BARCLAYS BANK ARBITRAGE DESK (BABAA) Fixed/Float EUR Payer 2.60 2018/01/04 Unwind USD 0 05/16/11 04/05/11 11116 - STIKER/MACGILLIVRAY HK8P8 EU SWAPS TRDG TOXEU TOXEU 0 BARCLAYS BANK decassap412 04/05/11 DEUTSHE BANK AG, FRANKFURT (DEUTT) Fixed/Float EUR Payer 1.84 2015/11/03 Unwind USD 0 05/16/11 04/05/11 10321 - STIKER/QUBBAJ HKFKU EU SWAPS TRDG TOXEU TOXEU 0 DEUTSCHE BANK bfaisal413 04/05/11 SOCIETE GENERALE, PARIS (SOCGP) Fixed/Float EUR Payer 2.42 2015/01/05 Unwind USD 0 05/16/11 04/05/11 11116 - STIKER/MACGILLIVRAY HK6KR EU SWAPS TRDG TOXEU TOXEU 0 SOCIETE GENERALE decassap414 04/05/11 BARCLAYS BANK ARBITRAGE DESK (BABAA) Fixed/Float EUR Receiver 2.84 2019/07/04 Unwind USD 0 05/16/11 04/05/11 11116 - STIKER/MACGILLIVRAY HK8XY EU SWAPS TRDG TOXEU TOXEU 0 BARCLAYS BANK vaidshi415 04/05/11 JP MORGAN CORRELATION (JPMB) Fixed/Float EUR Receiver 2.69 2019/06/19 Unwind USD 0 05/16/11 04/05/11 11116 - STIKER/MACGILLIVRAY HK8Y1 EU SWAPS TRDG TOXEU TOXEU 0 JP MORGAN SECURITIES vaidshi416 04/05/11 BARCLAYS BANK ARBITRAGE DESK (BABAA) Fixed/Float EUR Payer 2.60 2018/01/04 Unwind USD 0 05/16/11 04/05/11 11116 - STIKER/MACGILLIVRAY HK8XS EU SWAPS TRDG TOXEU TOXEU 0 BARCLAYS BANK vaidshi417 04/06/11 ALPHADYNE ASSET MANAGEMENT (AOASM) Swap Spread Fixed/Float USD Payer 4.31 2041/04/08 USD 9,549 05/16/11 04/06/11 9919 - STIKER,EDWARD S. 1Q163 NA SWAPS TRDG USD_SWAPS TOUSD 0 ALPHADYNE ASSET MANAGEMENT oliverto418 04/06/11 ALPHADYNE ASSET MANAGEMENT (AOASM) T 4.750 Feb 15, 2041 EXMT USD 0 04/06/11 04/07/11 9919 - STIKER,EDWARD S. NA SWAPS TRDG USD_SWAPS 0 ALPHADYNE ASSET MANAGEMENT julieg419 04/07/11 NEKTAR ASSET MANAGEMENT (NKTR) Float/Float USD Receiver 0.00 2013/02/19 Unwind USD 25,000 04/19/11 04/07/11 9919 - STIKER,EDWARD S. YARBU NA SWAPS TRDG USD_SWAPS BASIS 0 BRUMMER - NEKTAR ASSET MANAGEMENT jesion420 04/07/11 NEKTAR ASSET MANAGEMENT (NKTR) Float/Float USD Receiver 0.00 2013/02/11 Unwind USD 25,000 04/07/11 04/07/11 9919 - STIKER,EDWARD S. YAQ14 NA SWAPS TRDG USD_SWAPS BASIS 0 BRUMMER - NEKTAR ASSET MANAGEMENT jesion421 04/07/11 BWT PROFESSIONAL TRADING LLC (BWT1) T 0.750 Dec 15, 2013 EXMT USD 220 04/07/11 04/08/11 9919 - STIKER,EDWARD S. TAX TRD - GOVERNMENT BOND NY TRADING_TREASURIES 0 BREAKWATER TRADING keitait422 04/07/11 FEDERATED INVESTORS INC (FR0) GS 1.625 Jul 15, 2011 USD 13 04/07/11 04/12/11 9919 - STIKER,EDWARD S. TAX TRD - GOVT AGENCY TRADING NY TRADING_AGENCIES 0 FEDERATED INVESTORS alsong423 04/07/11 NEKTAR ASSET MANAGEMENT (NKTR) Float/Float USD Receiver 0.00 2013/02/11 Unwind USD 0 04/08/11 04/07/11 9919 - STIKER,EDWARD S. YAQ26 NA SWAPS TRDG USD_SWAPS BASIS 0 BRUMMER - NEKTAR ASSET MANAGEMENT jesion424 04/08/11 BREVAN HOWARD ASSET MANAGEMENT (BREVN) Swaption USD Long 6.15 2042/04/14 USD 900,000 04/08/11 04/08/11 9919 - STIKER,EDWARD S. SRHZ1 NA VOLATILITY TRADING LONG_DATED_VOL ACUSD 0 BREVAN HOWARD davidfl425 04/08/11 BREVAN HOWARD ASSET MANAGEMENT (BREVN) Swaption USD Short 3.74 2021/05/11 USD 65,000 04/08/11 04/08/11 9919 - STIKER,EDWARD S. SRHYH NA VOLATILITY TRADING SHORT_DATED_VOL ACSTP 0 BREVAN HOWARD ayres426 04/08/11 NEKTAR ASSET MANAGEMENT (NKTR) S May 15, 2027 EXMT USD 45,000 04/20/11 04/11/11 9919 - STIKER,EDWARD S. TAX TRD - GOVERNMENT BOND NY TRADING_TREASURIES 0 BRUMMER - NEKTAR ASSET MANAGEMENT brianv427 04/08/11 ALPHADYNE ASSET MANAGEMENT (AOASM) Fixed/Float USD Payer 1.56 2013/04/12 USD 7,500 04/11/11 04/08/11 9919 - STIKER,EDWARD S. 1Q1KD NA SWAPS TRDG USD_SWAPS TOUSD 0 ALPHADYNE ASSET MANAGEMENT julieg428 04/08/11 BWT PROFESSIONAL TRADING LLC (BWT1) T 1.250 Apr 15, 2014 EXMT USD 250 04/08/11 04/15/11 9919 - STIKER,EDWARD S. TAX TRD - GOVERNMENT BOND NY TRADING_TREASURIES 0 BREAKWATER TRADING seelaus429 04/08/11 BWT PROFESSIONAL TRADING LLC (BWT1) T 1.250 Apr 15, 2014 EXMT USD 125 04/08/11 04/15/11 9919 - STIKER,EDWARD S. TAX TRD - GOVERNMENT BOND NY TRADING_TREASURIES 0 BREAKWATER TRADING keitait430 04/08/11 NEKTAR ASSET MANAGEMENT (NKTR) Fixed Payment/Float USD Receiver 0.00 2027/05/17 Unwind USD 0 04/08/11 04/08/11 9919 - STIKER,EDWARD S. YASNU NA SWAPS TRDG USD_SWAPS TOUSD 0 BRUMMER - NEKTAR ASSET MANAGEMENT kanata431 04/11/11 BREVAN HOWARD ASSET MANAGEMENT (BREVN) JPY 125.0 BN 04/10/2013 SWAPTION USD 294,000 04/11/11 04/11/11 9919 - STIKER,EDWARD S. EVRAX TK VOLATILITY TRADING TSJPY TSJPY 0 BREVAN HOWARD432 04/11/11 BREVAN HOWARD ASSET MANAGEMENT (BREVN) Fixed/Float USD Receiver 4.24 2027/06/16 USD 212,500 04/11/11 04/11/11 9919 - STIKER,EDWARD S. 1Q1N3 NA SWAPS TRDG USD_SWAPS TOUSD 0 BREVAN HOWARD oliverto433 04/11/11 ALPHADYNE ASSET MANAGEMENT (AOASM) Swaption USD Short 0.53 2012/06/14 USD 50,000 04/11/11 04/11/11 9919 - STIKER,EDWARD S. SRHZN NA VOLATILITY TRADING SHORT_DATED_VOL ACSTP 0 ALPHADYNE ASSET MANAGEMENT ayres434 04/11/11 BWT PROFESSIONAL TRADING LLC (BWT1) T 0.750 Aug 15, 2013 EXMT USD 200 04/11/11 04/12/11 9919 - STIKER,EDWARD S. TAX TRD - GOVERNMENT BOND NY TRADING_TREASURIES 0 BREAKWATER TRADING seelaus435 04/11/11 BWT PROFESSIONAL TRADING LLC (BWT1) T 2.250 Nov 30, 2017 EXMT USD 15 04/11/11 04/12/11 9919 - STIKER,EDWARD S. TAX TRD - GOVERNMENT BOND NY TRADING_TREASURIES 0 BREAKWATER TRADING seelaus436 04/12/11 BANQUE PARIBAS PARIS (PARB) Index Spread USD Payer 0.00 2011/09/21 StepInTrade USD 30,000 05/16/11 04/12/11 9919 - STIKER,EDWARD S. EQXDB NA VOLATILITY TRADING LONG_DATED_VOL ACUSD 0 BNP PARIBAS heppmic437 04/12/11 ALPHADYNE ASSET MANAGEMENT (AOASM) Fixed/Float USD Payer 1.50 2013/04/16 USD 0 04/12/11 04/12/11 9919 - STIKER,EDWARD S. 1Q1QT NA SWAPS TRDG USD_SWAPS TOUSD 0 ALPHADYNE ASSET MANAGEMENT julieg438 04/12/11 CONVEXITY CAPITAL MANAGEMENT, (CVEX) Index Spread USD Payer 0.00 2011/05/17 Unwind USD 0 05/16/11 04/12/11 9919 - STIKER,EDWARD S. EQVGG NA VOLATILITY TRADING LONG_DATED_VOL ACUSD 0 CONVEXITY CAPITAL MANAGEMENT mulhpat439 04/13/11 CONVEXITY CAPITAL MANAGEMENT, (CVEX) USD 1.0 BN 05/17/2011 CAPFLR USD 40,000 04/14/11 04/13/11 9919 - STIKER,EDWARD S. KQCTB NA VOLATILITY TRADING LONG_DATED_VOL ACUSD 0 CONVEXITY CAPITAL MANAGEMENT440 04/13/11 FANNIE MAE (FEME) Fixed/Float USD Payer 2.60 2014/10/08 Unwind USD 0 04/13/11 04/13/11 11197 - STIKER/BRENNAN YRR58 NA SWAPS TRDG USD_SWAPS TOUSD 0 FANNIE MAE kanata441 04/13/11 FANNIE MAE (FEME) Fixed/Float USD Payer 2.53 2014/10/07 Unwind USD 0 04/13/11 04/13/11 11197 - STIKER/BRENNAN YRQXV NA SWAPS TRDG USD_SWAPS TOUSD 0 FANNIE MAE kanata442 04/14/11 BREVAN HOWARD ASSET MANAGEMENT (BREVN) USD 1.0 BN 10/18/2011 FORMULA USD 141,000 04/15/11 04/14/11 9919 - STIKER,EDWARD S. SRJ2C NA VOLATILITY TRADING LONG_DATED_VOL ACUSD 0 BREVAN HOWARD443 04/14/11 BREVAN HOWARD ASSET MANAGEMENT (BREVN) USD 1.0 BN 10/29/2011 FORMULA USD 141,000 04/15/11 04/14/11 9919 - STIKER,EDWARD S. SRJ2D NA VOLATILITY TRADING LONG_DATED_VOL ACUSD 0 BREVAN HOWARD444 04/14/11 ALPHADYNE ASSET MANAGEMENT (AOASM) Swap Spread Fixed/Float USD Receiver 4.31 2041/04/18 USD 12,267 05/16/11 04/14/11 9919 - STIKER,EDWARD S. 1Q23S NA SWAPS TRDG USD_SWAPS TOUSD 0 ALPHADYNE ASSET MANAGEMENT pariente445 04/14/11 BWT PROFESSIONAL TRADING LLC (BWT1) B Mar 08, 2012 EXMT USD 300 04/14/11 04/15/11 9919 - STIKER,EDWARD S. TAX TRD - GOVERNMENT BOND NY TRADING_TREASURIES 0 BREAKWATER TRADING heslin446 04/14/11 ROYAL BANK OF CANADA EUROPE (ROYR) Swap Spread Fixed/Float USD Receiver 1.65 2015/08/24 Unwind USD 0 05/16/11 04/14/11 10321 - STIKER/QUBBAJ YSXAB NA SWAPS TRDG USD_SWAPS TOUSD 0 ROYAL BANK OF CANADA kanata447 04/14/11 ROYAL BANK OF CANADA EUROPE (ROYR) Swap Spread Fixed/Float USD Receiver 2.98 2017/06/01 Unwind USD 0 05/16/11 04/14/11 10321 - STIKER/QUBBAJ YSKU0 NA SWAPS TRDG USD_SWAPS TOUSD 0 ROYAL BANK OF CANADA kanata448 04/14/11 ROYAL BANK OF CANADA EUROPE (ROYR) Swap Spread Fixed/Float USD Receiver 2.76 2017/06/26 Unwind USD 0 05/16/11 04/14/11 10321 - STIKER/QUBBAJ YSQT8 NA SWAPS TRDG USD_SWAPS TOUSD 0 ROYAL BANK OF CANADA kanata449 04/14/11 ROYAL BANK OF CANADA EUROPE (ROYR) Rate Switch Fixed/Float USD Receiver 3.01 2025/08/26 Unwind USD 0 05/16/11 04/14/11 10321 - STIKER/QUBBAJ YSXF7 NA SWAPS TRDG USD_SWAPS TOUSD 0 ROYAL BANK OF CANADA kanata450 04/14/11 ROYAL BANK OF CANADA EUROPE (ROYR) Rate Switch Fixed/Float USD Payer 2.94 2025/08/27 Unwind USD 0 05/16/11 04/14/11 10321 - STIKER/QUBBAJ YSY2R NA SWAPS TRDG USD_SWAPS TOUSD 0 ROYAL BANK OF CANADA oliverto451 04/14/11 ALPHADYNE ASSET MANAGEMENT (AOASM) T 4.750 Feb 15, 2041 EXMT USD 0 04/14/11 04/15/11 9919 - STIKER,EDWARD S. NA SWAPS TRDG USD_SWAPS 0 ALPHADYNE ASSET MANAGEMENT julieg452 04/14/11 ROYAL BANK OF CANADA EUROPE (ROYR) Fixed/Float USD Receiver 1.54 2015/08/27 Unwind USD 0 05/16/11 04/14/11 10321 - STIKER/QUBBAJ YSXXT NA SWAPS TRDG USD_SWAPS TOUSD 0 ROYAL BANK OF CANADA miba453 04/15/11 ALPHADYNE ASSET MANAGEMENT (AOASM) Swap Spread Fixed/Float USD Receiver 3.51 2021/04/19 USD 12,000 05/16/11 04/15/11 9919 - STIKER,EDWARD S. 1Q27A NA SWAPS TRDG USD_SWAPS TOUSD 0 ALPHADYNE ASSET MANAGEMENT pariente454 04/15/11 BWT PROFESSIONAL TRADING LLC (BWT1) T 1.000 Jul 15, 2013 EXMT USD 200 04/15/11 04/18/11 9919 - STIKER,EDWARD S. TAX TRD - GOVERNMENT BOND NY TRADING_TREASURIES 0 BREAKWATER TRADING keitait455 04/15/11 LONGEVITY INSURANCE COMPANY (LNGG) T 0.750 May 31, 2012 EXMT USD 17 04/15/11 04/18/11 9919 - STIKER,EDWARD S. TAX TRD - GOVERNMENT BOND NY TRADING_TREASURIES 0 LONGEVITY INSURANCE COMPANY sullsean456 04/15/11 BARCLAYS BANK ARBITRAGE DESK (BABAA) Fixed/Float GBP Receiver 1.24 2012/09/28 Unwind USD 0 05/16/11 04/15/11 11116 - STIKER/MACGILLIVRAY HKJR7 STERLING RATES TOSTG TOSTG 0 BARCLAYS BANK sbarrar457 04/15/11 ALPHADYNE ASSET MANAGEMENT (AOASM) Swap Spread Fixed/Float USD Receiver 4.25 2041/04/23 USD 0 05/16/11 04/15/11 9919 - STIKER,EDWARD S. 1Q26V NA SWAPS TRDG USD_SWAPS TOUSD 0 ALPHADYNE ASSET MANAGEMENT julieg458 04/15/11 ALPHADYNE ASSET MANAGEMENT (AOASM) T 4.750 Feb 15, 2041 EXMT USD 0 04/15/11 04/18/11 9919 - STIKER,EDWARD S. NA SWAPS TRDG USD_SWAPS 0 ALPHADYNE ASSET MANAGEMENT julieg459 04/15/11 ALPHADYNE ASSET MANAGEMENT (AOASM) T 2.250 Mar 31, 2016 EXMT USD 0 04/15/11 04/18/11 9919 - STIKER,EDWARD S. NA SWAPS TRDG USD_SWAPS 0 ALPHADYNE ASSET MANAGEMENT julieg460 04/15/11 ALPHADYNE ASSET MANAGEMENT (AOASM) T 3.625 Feb 15, 2021 EXMT USD 0 04/15/11 04/18/11 9919 - STIKER,EDWARD S. NA SWAPS TRDG USD_SWAPS 0 ALPHADYNE ASSET MANAGEMENT julieg461 04/18/11 CONVEXITY CAPITAL MANAGEMENT, (CVEX) JPY 100.0 BN 04/16/2014 SWAPTION USD 208,000 04/18/11 04/18/11 9026 - TK INTL/STIKER EVRBV TK VOLATILITY TRADING TSJPY TSJPY 0 CONVEXITY CAPITAL MANAGEMENT462 04/18/11 CONVEXITY CAPITAL MANAGEMENT, (CVEX) Swaption JPY Short 0.85 2015/04/16 ImportTrade USD 125,000 06/15/11 04/18/11 9026 - TK INTL/STIKER EVRBV TK VOLATILITY TRADING TSJPY TSJPY 0 CONVEXITY CAPITAL MANAGEMENT asanom463 04/18/11 ALPHADYNE ASSET MANAGEMENT (AOASM) Swaption USD Long 1.27 2014/04/28 USD 86,700 04/18/11 04/18/11 9919 - STIKER,EDWARD S. SRJ3Q NA VOLATILITY TRADING SHORT_DATED_VOL ACSTP 0 ALPHADYNE ASSET MANAGEMENT blakesc464 04/18/11 BWT PROFESSIONAL TRADING LLC (BWT1) T 1.000 Jan 15, 2014 EXMT USD 500 04/18/11 04/19/11 9919 - STIKER,EDWARD S. TAX TRD - GOVERNMENT BOND NY TRADING_TREASURIES 0 BREAKWATER TRADING dimariaa465 04/18/11 BWT PROFESSIONAL TRADING LLC (BWT1) T 0.750 Sep 15, 2013 EXMT USD 320 04/18/11 04/19/11 9919 - STIKER,EDWARD S. TAX TRD - GOVERNMENT BOND NY TRADING_TREASURIES 0 BREAKWATER TRADING dimariaa466 04/18/11 BWT PROFESSIONAL TRADING LLC (BWT1) T 1.000 Jul 15, 2013 EXMT USD 200 04/18/11 04/19/11 9919 - STIKER,EDWARD S. TAX TRD - GOVERNMENT BOND NY TRADING_TREASURIES 0 BREAKWATER TRADING dimariaa467 04/18/11 BWT PROFESSIONAL TRADING LLC (BWT1) T 1.250 Feb 15, 2014 EXMT USD 20 04/18/11 04/19/11 9919 - STIKER,EDWARD S. TAX TRD - GOVERNMENT BOND NY TRADING_TREASURIES 0 BREAKWATER TRADING dimariaa468 04/18/11 CONVEXITY CAPITAL MANAGEMENT, (CVEX) Swaption USD Short 2.48 2018/10/22 Unwind USD 0 04/18/11 04/18/11 9919 - STIKER,EDWARD S. SRC9J NA VOLATILITY TRADING LONG_DATED_VOL ACUSD 0 CONVEXITY CAPITAL MANAGEMENT pergolad469 04/19/11 CONVEXITY CAPITAL MANAGEMENT, (CVEX) Swaption JPY Short 2.80 2015/04/24 ImportTrade USD 125,000 06/15/11 04/19/11 9026 - TK INTL/STIKER EVRER TK VOLATILITY TRADING TSJPY TSJPY 0 CONVEXITY CAPITAL MANAGEMENT asanom470 04/19/11 CONVEXITY CAPITAL MANAGEMENT, (CVEX) JPY 100.0 BN 04/24/2014 SWAPTION USD 90,000 04/19/11 04/19/11 9026 - TK INTL/STIKER EVRER TK VOLATILITY TRADING TSJPY TSJPY 0 CONVEXITY CAPITAL MANAGEMENT471 04/19/11 BWT PROFESSIONAL TRADING LLC (BWT1) T 0.750 Dec 15, 2013 EXMT USD 180 04/19/11 04/20/11 9919 - STIKER,EDWARD S. TAX TRD - GOVERNMENT BOND NY TRADING_TREASURIES 0 BREAKWATER TRADING keitait472 04/20/11 CONVEXITY CAPITAL MANAGEMENT, (CVEX) Index Spread USD Payer 0.00 2011/05/20 Unwind USD 360,000 05/10/11 04/20/11 9919 - STIKER,EDWARD S. EQVPN NA VOLATILITY TRADING LONG_DATED_VOL ACUSD 0 CONVEXITY CAPITAL MANAGEMENT mulhpat473 04/21/11 ALPHADYNE ASSET MANAGEMENT (AOASM) T 0.750 Aug 15, 2013 EXMT USD 2,000 04/21/11 04/25/11 9919 - STIKER,EDWARD S. TAX TRD - GOVERNMENT BOND NY TRADING_TREASURIES 0 ALPHADYNE ASSET MANAGEMENT keitait474 04/21/11 ALPHADYNE ASSET MANAGEMENT (AOASM) T 0.750 Aug 15, 2013 EXMT USD 2,000 04/21/11 04/25/11 9919 - STIKER,EDWARD S. TAX TRD - GOVERNMENT BOND NY TRADING_TREASURIES 0 ALPHADYNE ASSET MANAGEMENT keitait475 04/21/11 ALPHADYNE ASSET MANAGEMENT (AOASM) T 1.250 Apr 15, 2014 EXMT USD 1,406 04/21/11 04/25/11 9919 - STIKER,EDWARD S. TAX TRD - GOVERNMENT BOND NY TRADING_TREASURIES 0 ALPHADYNE ASSET MANAGEMENT keitait476 04/21/11 ALPHADYNE ASSET MANAGEMENT (AOASM) T 1.250 Apr 15, 2014 EXMT USD 1,406 04/21/11 04/25/11 9919 - STIKER,EDWARD S. TAX TRD - GOVERNMENT BOND NY TRADING_TREASURIES 0 ALPHADYNE ASSET MANAGEMENT keitait477 04/25/11 ALPHADYNE ASSET MANAGEMENT (AOASM) USD 4.0 BN 09/27/2011 CAPFLR USD 100,000 04/26/11 04/25/11 9919 - STIKER,EDWARD S. LQANN NA VOLATILITY TRADING LONG_DATED_VOL ACUSD 0 ALPHADYNE ASSET MANAGEMENT478 04/25/11 BWT PROFESSIONAL TRADING LLC (BWT1) T 3.500 May 15, 2020 EXMT USD 500 04/25/11 04/26/11 9919 - STIKER,EDWARD S. TAX TRD - GOVERNMENT BOND NY TRADING_TREASURIES 0 BREAKWATER TRADING keitait479 04/25/11 BWT PROFESSIONAL TRADING LLC (BWT1) T 3.625 Feb 15, 2021 EXMT USD 23 04/25/11 04/26/11 9919 - STIKER,EDWARD S. TAX TRD - GOVERNMENT BOND NY TRADING_TREASURIES 0 BREAKWATER TRADING keitait480 04/26/11 ALPHADYNE ASSET MANAGEMENT,LLC (ALDP) T 2.250 Mar 31, 2016 EXMT USD 1,075 04/26/11 04/27/11 9919 - STIKER,EDWARD S. TAX TRD - GOVERNMENT BOND NY TRADING_TREASURIES 0 ALPHADYNE ASSET MANAGEMENT brianv481 04/26/11 ALPHADYNE ASSET MANAGEMENT,LLC (ALDP) T 4.750 Feb 15, 2041 EXMT USD 893 04/26/11 04/27/11 9919 - STIKER,EDWARD S. TAX TRD - GOVERNMENT BOND NY TRADING_TREASURIES 0 ALPHADYNE ASSET MANAGEMENT brianv482 04/27/11 ALPHADYNE ASSET MANAGEMENT (AOASM) Swaption USD Long 0.46 2012/06/29 USD 106,000 04/27/11 04/27/11 9919 - STIKER,EDWARD S. SRJBZ NA VOLATILITY TRADING SHORT_DATED_VOL ACSTP 0 ALPHADYNE ASSET MANAGEMENT blakesc483 04/28/11 BWT PROFESSIONAL TRADING LLC (BWT1) T 3.500 May 15, 2020 EXMT USD 500 04/28/11 04/29/11 9919 - STIKER,EDWARD S. TAX TRD - GOVERNMENT BOND NY TRADING_TREASURIES 0 BREAKWATER TRADING keitait484 04/28/11 BWT PROFESSIONAL TRADING LLC (BWT1) T 0.500 Oct 15, 2013 EXMT USD 480 04/28/11 04/29/11 9919 - STIKER,EDWARD S. TAX TRD - GOVERNMENT BOND NY TRADING_TREASURIES 0 BREAKWATER TRADING keitait485 04/28/11 BWT PROFESSIONAL TRADING LLC (BWT1) T 3.625 Feb 15, 2021 EXMT USD 353 04/28/11 04/29/11 9919 - STIKER,EDWARD S. TAX TRD - GOVERNMENT BOND NY TRADING_TREASURIES 0 BREAKWATER TRADING keitait486 04/28/11 BWT PROFESSIONAL TRADING LLC (BWT1) T 3.625 Feb 15, 2021 EXMT USD 15 04/28/11 04/29/11 9919 - STIKER,EDWARD S. TAX TRD - GOVERNMENT BOND NY TRADING_TREASURIES 0 BREAKWATER TRADING keitait487 04/29/11 ALPHADYNE ASSET MANAGEMENT (AOASM) Swap Spread Fixed/Float USD Payer 4.17 2041/05/07 USD 7,275 05/16/11 04/29/11 9919 - STIKER,EDWARD S. 1Q3JG NA SWAPS TRDG USD_SWAPS TOUSD 0 ALPHADYNE ASSET MANAGEMENT julieg488 04/29/11 ALPHADYNE ASSET MANAGEMENT,LLC (ALDP) T 1.250 Apr 15, 2014 EXMT USD 4,118 04/29/11 05/02/11 9919 - STIKER,EDWARD S. TAX TRD - GOVERNMENT BOND NY TRADING_TREASURIES 0 ALPHADYNE ASSET MANAGEMENT keitait489 04/29/11 ALPHADYNE ASSET MANAGEMENT,LLC (ALDP) T 3.625 Feb 15, 2021 EXMT USD 2,970 04/29/11 05/02/11 9919 - STIKER,EDWARD S. TAX TRD - GOVERNMENT BOND NY TRADING_TREASURIES 0 ALPHADYNE ASSET MANAGEMENT keitait490 04/29/11 ALPHADYNE ASSET MANAGEMENT,LLC (ALDP) T 2.000 Apr 30, 2016 EXMT USD 1,250 04/29/11 05/02/11 9919 - STIKER,EDWARD S. TAX TRD - GOVERNMENT BOND NY TRADING_TREASURIES 0 ALPHADYNE ASSET MANAGEMENT keitait491 04/29/11 ALPHADYNE ASSET MANAGEMENT (AOASM) T 4.750 Feb 15, 2041 EXMT USD 0 04/29/11 05/02/11 9919 - STIKER,EDWARD S. NA SWAPS TRDG USD_SWAPS 0 ALPHADYNE ASSET MANAGEMENT julieg492 05/02/11 ALPHADYNE ASSET MANAGEMENT (AOASM) Fixed/Float USD Receiver 1.39 2014/07/07 USD 5,082 05/03/11 05/02/11 9919 - STIKER,EDWARD S. 1Q3NU NA SWAPS TRDG USD_SWAPS TOUSD 0 ALPHADYNE ASSET MANAGEMENT julieg493 05/02/11 BWT PROFESSIONAL TRADING LLC (BWT1) T 0.500 Oct 15, 2013 EXMT USD 480 05/02/11 05/03/11 9919 - STIKER,EDWARD S. TAX TRD - GOVERNMENT BOND NY TRADING_TREASURIES 0 BREAKWATER TRADING seelaus494 05/02/11 BWT PROFESSIONAL TRADING LLC (BWT1) T 1.250 Mar 15, 2014 EXMT USD 400 05/02/11 05/03/11 9919 - STIKER,EDWARD S. TAX TRD - GOVERNMENT BOND NY TRADING_TREASURIES 0 BREAKWATER TRADING seelaus495 05/02/11 BWT PROFESSIONAL TRADING LLC (BWT1) T 0.625 Jan 31, 2013 EXMT USD 340 05/02/11 05/03/11 9919 - STIKER,EDWARD S. TAX TRD - GOVERNMENT BOND NY TRADING_TREASURIES 0 BREAKWATER TRADING heslin496 05/02/11 BWT PROFESSIONAL TRADING LLC (BWT1) T 0.625 Jan 31, 2013 EXMT USD 340 05/02/11 05/03/11 9919 - STIKER,EDWARD S. TAX TRD - GOVERNMENT BOND NY TRADING_TREASURIES 0 BREAKWATER TRADING heslin497 05/02/11 BWT PROFESSIONAL TRADING LLC (BWT1) T 0.625 Jan 31, 2013 EXMT USD 340 05/02/11 05/03/11 9919 - STIKER,EDWARD S. TAX TRD - GOVERNMENT BOND NY TRADING_TREASURIES 0 BREAKWATER TRADING heslin498 05/02/11 BWT PROFESSIONAL TRADING LLC (BWT1) T 0.625 Jan 31, 2013 EXMT USD 340 05/02/11 05/03/11 9919 - STIKER,EDWARD S. TAX TRD - GOVERNMENT BOND NY TRADING_TREASURIES 0 BREAKWATER TRADING heslin499 05/02/11 BWT PROFESSIONAL TRADING LLC (BWT1) T 0.625 Jan 31, 2013 EXMT USD 340 05/02/11 05/03/11 9919 - STIKER,EDWARD S. TAX TRD - GOVERNMENT BOND NY TRADING_TREASURIES 0 BREAKWATER TRADING heslin500 05/02/11 FEDERAL RESERVE BANK OF NEW (FDLB) T 3.875 Oct 31, 2012 EXMT USD 78 05/02/11 05/03/11 9919 - STIKER,EDWARD S. TAX TRD - GOVERNMENT BOND NY TRADING_TREASURIES 0 FEDERAL RESERVE BANK OF NEW YORK heslin501 05/02/11 FEDERAL RESERVE BANK OF NEW (FDLB) T 4.500 Apr 30, 2012 EXMT USD 42 05/02/11 05/03/11 9919 - STIKER,EDWARD S. TAX TRD - GOVERNMENT BOND NY TRADING_TREASURIES 0 FEDERAL RESERVE BANK OF NEW YORK heslin502 05/02/11 BWT PROFESSIONAL TRADING LLC (BWT1) T 0.750 Mar 31, 2013 EXMT USD 17 05/02/11 05/03/11 9919 - STIKER,EDWARD S. TAX TRD - GOVERNMENT BOND NY TRADING_TREASURIES 0 BREAKWATER TRADING heslin503 05/03/11 FEDERAL RESERVE BANK OF NEW (FDLB) B Oct 13, 2011 EXMT USD 0 05/03/11 05/04/11 9919 - STIKER,EDWARD S. FI CLIENT FINANCING - US TREASURY BILL BOOK 0 FEDERAL RESERVE BANK OF NEW YORK seangree

504 05/04/11 BREVAN HOWARD ASSET MANAGEMENT (BRNHW) Fixed/Float USD Payer 3.85 2026/06/17 USD 75,000 05/04/11 05/04/11 9919 - STIKER,EDWARD S. 1Q3YG NA SWAPS TRDG USD_SWAPS TOUSD 0 BREVAN HOWARD julieg505 05/04/11 BREVAN HOWARD ASSET MANAGEMENT (BRNHW) Swaption USD Short 3.38 2021/06/08 USD 50,000 05/04/11 05/04/11 9919 - STIKER,EDWARD S. SRK4F NA VOLATILITY TRADING SHORT_DATED_VOL ACSTP 0 BREVAN HOWARD ayres506 05/04/11 BREVAN HOWARD ASSET MANAGEMENT (BRNHW) Swaption USD Short 3.38 2021/06/08 USD 35,000 05/04/11 05/04/11 9919 - STIKER,EDWARD S. SRK4J NA VOLATILITY TRADING SHORT_DATED_VOL ACSTP 0 BREVAN HOWARD ayres507 05/04/11 BWT PROFESSIONAL TRADING LLC (BWT1) T 0.500 Nov 15, 2013 EXMT USD 300 05/04/11 05/05/11 9919 - STIKER,EDWARD S. TAX TRD - GOVERNMENT BOND NY TRADING_TREASURIES 0 BREAKWATER TRADING seelaus508 05/04/11 BWT PROFESSIONAL TRADING LLC (BWT1) T 0.500 Nov 15, 2013 EXMT USD 300 05/04/11 05/05/11 9919 - STIKER,EDWARD S. TAX TRD - GOVERNMENT BOND NY TRADING_TREASURIES 0 BREAKWATER TRADING seelaus509 05/04/11 BWT PROFESSIONAL TRADING LLC (BWT1) T 3.125 Sep 30, 2013 EXMT USD 6 05/04/11 05/05/11 9919 - STIKER,EDWARD S. TAX TRD - GOVERNMENT BOND NY TRADING_TREASURIES 0 BREAKWATER TRADING seelaus510 05/05/11 PROLOGUE CAPITAL LLP (PROLO) USD 50.0 MM 05/08/2042 FORMULA USD 60,000 05/05/11 05/05/11 9919 - STIKER,EDWARD S. SRM42 NA VOLATILITY TRADING LONG_DATED_VOL ACUSD 0 PROLOGUE CAPITAL511 05/05/11 BWT PROFESSIONAL TRADING LLC (BWT1) T 1.000 Jul 15, 2013 EXMT USD 400 05/05/11 05/06/11 9919 - STIKER,EDWARD S. TAX TRD - GOVERNMENT BOND NY TRADING_TREASURIES 0 BREAKWATER TRADING heslin512 05/05/11 BWT PROFESSIONAL TRADING LLC (BWT1) T 2.625 Nov 15, 2020 EXMT USD 250 05/05/11 05/06/11 9919 - STIKER,EDWARD S. TAX TRD - GOVERNMENT BOND NY TRADING_TREASURIES 0 BREAKWATER TRADING keitait513 05/05/11 BWT PROFESSIONAL TRADING LLC (BWT1) T 2.625 Nov 15, 2020 EXMT USD 250 05/05/11 05/06/11 9919 - STIKER,EDWARD S. TAX TRD - GOVERNMENT BOND NY TRADING_TREASURIES 0 BREAKWATER TRADING keitait514 05/05/11 BWT PROFESSIONAL TRADING LLC (BWT1) T 2.625 Apr 30, 2016 EXMT USD 250 05/05/11 05/06/11 9919 - STIKER,EDWARD S. TAX TRD - GOVERNMENT BOND NY TRADING_TREASURIES 0 BREAKWATER TRADING keitait515 05/05/11 BWT PROFESSIONAL TRADING LLC (BWT1) T 3.125 Sep 30, 2013 EXMT USD 50 05/05/11 05/06/11 9919 - STIKER,EDWARD S. TAX TRADING - US GOVTS OVERNIGHT CURVE 0 BREAKWATER TRADING kevbro516 05/06/11 ALPHADYNE ASSET MANAGEMENT,LLC (ALDP) T 1.250 Apr 15, 2014 EXMT USD 4,140 05/06/11 05/09/11 9919 - STIKER,EDWARD S. TAX TRD - GOVERNMENT BOND NY TRADING_TREASURIES 0 ALPHADYNE ASSET MANAGEMENT seelaus517 05/06/11 ALPHADYNE ASSET MANAGEMENT,LLC (ALDP) T 3.625 Feb 15, 2021 EXMT USD 2,944 05/06/11 05/09/11 9919 - STIKER,EDWARD S. TAX TRD - GOVERNMENT BOND NY TRADING_TREASURIES 0 ALPHADYNE ASSET MANAGEMENT seelaus518 05/06/11 BWT PROFESSIONAL TRADING LLC (BWT1) T 3.125 Sep 30, 2013 EXMT USD 15 05/06/11 05/09/11 9919 - STIKER,EDWARD S. TAX TRD - GOVERNMENT BOND NY TRADING_TREASURIES 0 BREAKWATER TRADING seelaus519 05/09/11 CONVEXITY CAPITAL MANAGEMENT, (CVEX) Swaption USD Short 1.62 2014/02/13 USD 190,000 05/10/11 05/09/11 11116 - STIKER/MACGILLIVRAY SRM5V NA VOLATILITY TRADING LONG_DATED_VOL ACUSD 0 CONVEXITY CAPITAL MANAGEMENT leejoh520 05/09/11 CONVEXITY CAPITAL MANAGEMENT, (CVEX) Index Spread USD Payer 0.00 2011/11/09 USD 60,000 05/12/11 05/09/11 9919 - STIKER,EDWARD S. EQXK9 NA VOLATILITY TRADING LONG_DATED_VOL ACUSD 0 CONVEXITY CAPITAL MANAGEMENT heppmic521 05/09/11 ELEMENT CAPITAL (ELMC) Fixed/Float GBP Payer 2.68 2016/05/24 StepInTrade USD 0 05/17/11 05/09/11 10321 - STIKER/QUBBAJ HMEZW STERLING RATES TOSTG TOSTG 0 ELEMENT CAPITAL leylawil522 05/09/11 FEDERAL RESERVE BANK OF NEW (FDLB) B Oct 27, 2011 EXMT USD 0 05/09/11 05/10/11 9919 - STIKER,EDWARD S. FI CLIENT FINANCING - US TREASURY BILL BOOK 0 FEDERAL RESERVE BANK OF NEW YORK seangree523 05/09/11 CONVEXITY CAPITAL MANAGEMENT, (CVEX) Swaption USD Short 2.08 2013/09/23 Unwind USD 0 05/09/11 05/09/11 9919 - STIKER,EDWARD S. SRGPX NA VOLATILITY TRADING LONG_DATED_VOL ACUSD 0 CONVEXITY CAPITAL MANAGEMENT davidfl524 05/10/11 CONVEXITY CAPITAL MANAGEMENT, (CVEX) Index Spread USD Payer 0.00 2011/12/08 USD 100,000 05/09/11 05/10/11 9919 - STIKER,EDWARD S. EQXKZ NA VOLATILITY TRADING LONG_DATED_VOL ACUSD 0 CONVEXITY CAPITAL MANAGEMENT heppmic525 05/10/11 BWT PROFESSIONAL TRADING LLC (BWT1) T 1.000 May 15, 2014 EXMT USD 125 05/10/11 05/16/11 9919 - STIKER,EDWARD S. TAX TRD - GOVERNMENT BOND NY TRADING_TREASURIES 0 BREAKWATER TRADING keitait526 05/10/11 BWT PROFESSIONAL TRADING LLC (BWT1) T 0.500 Oct 15, 2013 EXMT USD 6 05/10/11 05/11/11 9919 - STIKER,EDWARD S. TAX TRD - GOVERNMENT BOND NY TRADING_TREASURIES 0 BREAKWATER TRADING keitait527 05/11/11 CONVEXITY CAPITAL MANAGEMENT, (CVEX) Index Spread USD Payer 0.00 2011/10/13 USD 200,000 05/12/11 05/11/11 9919 - STIKER,EDWARD S. EQXM8 NA VOLATILITY TRADING LONG_DATED_VOL ACUSD 0 CONVEXITY CAPITAL MANAGEMENT heppmic528 05/11/11 ALPHADYNE ASSET MANAGEMENT,LLC (ALDP) T 3.625 Feb 15, 2021 EXMT USD 2,205 05/11/11 05/12/11 9919 - STIKER,EDWARD S. TAX TRD - GOVERNMENT BOND NY TRADING_TREASURIES 0 ALPHADYNE ASSET MANAGEMENT seelaus529 05/11/11 BWT PROFESSIONAL TRADING LLC (BWT1) T 2.125 Feb 29, 2016 EXMT USD 128 05/11/11 05/12/11 9919 - STIKER,EDWARD S. TAX TRD - GOVERNMENT BOND NY TRADING_TREASURIES 0 BREAKWATER TRADING seelaus530 05/12/11 CONVEXITY CAPITAL MANAGEMENT, (CVEX) Swaption JPY Short 0.66 2015/05/14 USD 312,500 06/15/11 05/12/11 9026 - TK INTL/STIKER EVRNF TK VOLATILITY TRADING TSJPY TSJPY 0 CONVEXITY CAPITAL MANAGEMENT asanom531 05/12/11 CONVEXITY CAPITAL MANAGEMENT, (CVEX) Index Spread USD Payer 0.00 2011/10/27 USD 200,000 05/11/11 05/12/11 9919 - STIKER,EDWARD S. EQXME NA VOLATILITY TRADING LONG_DATED_VOL ACUSD 0 CONVEXITY CAPITAL MANAGEMENT heppmic532 05/12/11 CONVEXITY CAPITAL MANAGEMENT, (CVEX) Index Spread USD Payer 0.00 2011/10/20 USD 200,000 05/12/11 05/12/11 9919 - STIKER,EDWARD S. EQXMK NA VOLATILITY TRADING LONG_DATED_VOL ACUSD 0 CONVEXITY CAPITAL MANAGEMENT heppmic533 05/12/11 NEKTAR ASSET MANAGEMENT (NKTR) Float/Float USD Receiver 0.00 2015/05/18 USD 37,000 05/13/11 05/12/11 9919 - STIKER,EDWARD S. 1Q4YU NA SWAPS TRDG USD_SWAPS BASIS 0 BRUMMER - NEKTAR ASSET MANAGEMENT rahmloc534 05/13/11 BWT PROFESSIONAL TRADING LLC (BWT1) T 1.125 Jun 15, 2013 EXMT USD 290 05/13/11 05/16/11 9919 - STIKER,EDWARD S. TAX TRD - GOVERNMENT BOND NY TRADING_TREASURIES 0 BREAKWATER TRADING heslin535 05/13/11 BWT PROFESSIONAL TRADING LLC (BWT1) T 1.125 Jun 15, 2013 EXMT USD 280 05/13/11 05/16/11 9919 - STIKER,EDWARD S. TAX TRD - GOVERNMENT BOND NY TRADING_TREASURIES 0 BREAKWATER TRADING heslin536 05/13/11 BWT PROFESSIONAL TRADING LLC (BWT1) T 1.125 Jun 15, 2013 EXMT USD 280 05/13/11 05/16/11 9919 - STIKER,EDWARD S. TAX TRD - GOVERNMENT BOND NY TRADING_TREASURIES 0 BREAKWATER TRADING heslin537 05/16/11 BWT PROFESSIONAL TRADING LLC (BWT1) T 0.500 Nov 30, 2012 EXMT USD 506 05/16/11 05/17/11 9919 - STIKER,EDWARD S. TAX TRD - GOVERNMENT BOND NY TRADING_TREASURIES 0 BREAKWATER TRADING sullsean538 05/16/11 BWT PROFESSIONAL TRADING LLC (BWT1) T 0.500 Nov 30, 2012 EXMT USD 500 05/16/11 05/17/11 9919 - STIKER,EDWARD S. TAX TRD - GOVERNMENT BOND NY TRADING_TREASURIES 0 BREAKWATER TRADING sullsean539 05/16/11 BWT PROFESSIONAL TRADING LLC (BWT1) T 0.625 Jan 31, 2013 EXMT USD 340 05/16/11 05/17/11 9919 - STIKER,EDWARD S. TAX TRD - GOVERNMENT BOND NY TRADING_TREASURIES 0 BREAKWATER TRADING heslin540 05/16/11 BWT PROFESSIONAL TRADING LLC (BWT1) T 1.000 May 15, 2014 EXMT USD 234 05/16/11 05/17/11 9919 - STIKER,EDWARD S. TAX TRD - GOVERNMENT BOND NY TRADING_TREASURIES 0 BREAKWATER TRADING sullsean541 05/16/11 BWT PROFESSIONAL TRADING LLC (BWT1) T 1.250 Feb 15, 2014 EXMT USD 108 05/16/11 05/17/11 9919 - STIKER,EDWARD S. TAX TRD - GOVERNMENT BOND NY TRADING_TREASURIES 0 BREAKWATER TRADING dimariaa542 05/16/11 BWT PROFESSIONAL TRADING LLC (BWT1) T 0.500 Nov 30, 2012 EXMT USD 6 05/16/11 05/17/11 9919 - STIKER,EDWARD S. TAX TRD - GOVERNMENT BOND NY TRADING_TREASURIES 0 BREAKWATER TRADING heslin543 05/17/11 CONVEXITY CAPITAL MANAGEMENT, (CVEX) Index Spread USD Payer 0.00 2011/11/16 USD 250,000 05/19/11 05/17/11 9919 - STIKER,EDWARD S. EQXN2 NA VOLATILITY TRADING LONG_DATED_VOL ACUSD 0 CONVEXITY CAPITAL MANAGEMENT heppmic544 05/17/11 CONVEXITY CAPITAL MANAGEMENT, (CVEX) Swaption USD Short 1.92 2013/11/21 USD 225,000 05/18/11 05/17/11 9919 - STIKER,EDWARD S. SRMCY NA VOLATILITY TRADING LONG_DATED_VOL ACUSD 0 CONVEXITY CAPITAL MANAGEMENT leejoh545 05/17/11 BREVAN HOWARD ASSET MANAGEMENT (BREVN) Index Spread USD Receiver 0.00 2015/02/15 USD 80,000 05/24/11 05/17/11 9919 - STIKER,EDWARD S. EQXNH NA VOLATILITY TRADING LONG_DATED_VOL ACUSD 0 BREVAN HOWARD heppmic546 05/17/11 FEDERAL RESERVE BANK OF NEW (FDLB) T 3.125 Apr 30, 2013 EXMT USD 1,994 05/17/11 05/18/11 9919 - STIKER,EDWARD S. TAX TRD - GOVERNMENT BOND NY TRADING_TREASURIES 0 FEDERAL RESERVE BANK OF NEW YORK heslin547 05/17/11 BWT PROFESSIONAL TRADING LLC (BWT1) T 0.625 Apr 30, 2013 EXMT USD 540 05/17/11 05/18/11 9919 - STIKER,EDWARD S. TAX TRD - GOVERNMENT BOND NY TRADING_TREASURIES 0 BREAKWATER TRADING keitait548 05/17/11 BWT PROFESSIONAL TRADING LLC (BWT1) T 0.750 Aug 15, 2013 EXMT USD 522 05/17/11 05/18/11 9919 - STIKER,EDWARD S. TAX TRD - GOVERNMENT BOND NY TRADING_TREASURIES 0 BREAKWATER TRADING keitait549 05/17/11 FEDERAL RESERVE BANK OF NEW (FDLB) T 1.250 Oct 31, 2015 EXMT USD 135 05/17/11 05/18/11 9919 - STIKER,EDWARD S. TAX TRD - GOVERNMENT BOND NY TRADING_TREASURIES 0 FEDERAL RESERVE BANK OF NEW YORK keitait550 05/17/11 BWT PROFESSIONAL TRADING LLC (BWT1) T 0.750 Mar 31, 2013 EXMT USD 126 05/17/11 05/18/11 9919 - STIKER,EDWARD S. TAX TRD - GOVERNMENT BOND NY TRADING_TREASURIES 0 BREAKWATER TRADING heslin551 05/17/11 BWT PROFESSIONAL TRADING LLC (BWT1) T 0.750 Mar 31, 2013 EXMT USD 8 05/17/11 05/18/11 9919 - STIKER,EDWARD S. TAX TRD - GOVERNMENT BOND NY TRADING_TREASURIES 0 BREAKWATER TRADING heslin552 05/17/11 BWT PROFESSIONAL TRADING LLC (BWT1) T 3.375 Jun 30, 2013 EXMT USD 6 05/17/11 05/18/11 9919 - STIKER,EDWARD S. TAX TRD - GOVERNMENT BOND NY TRADING_TREASURIES 0 BREAKWATER TRADING heslin553 05/17/11 BWT PROFESSIONAL TRADING LLC (BWT1) T 3.125 Sep 30, 2013 EXMT USD 6 05/17/11 05/18/11 9919 - STIKER,EDWARD S. TAX TRD - GOVERNMENT BOND NY TRADING_TREASURIES 0 BREAKWATER TRADING keitait554 05/17/11 CONVEXITY CAPITAL MANAGEMENT, (CVEX) Swaption USD Long 1.92 2014/11/21 USD 0 05/18/11 05/17/11 9919 - STIKER,EDWARD S. SRMD0 NA VOLATILITY TRADING LONG_DATED_VOL ACUSD 0 CONVEXITY CAPITAL MANAGEMENT leejoh555 05/17/11 CONVEXITY CAPITAL MANAGEMENT, (CVEX) Swaption USD Short 1.92 2013/09/09 Unwind USD 0 05/17/11 05/17/11 9919 - STIKER,EDWARD S. SRGW8 NA VOLATILITY TRADING LONG_DATED_VOL ACUSD 0 CONVEXITY CAPITAL MANAGEMENT davidfl556 05/17/11 BREVAN HOWARD ASSET MANAGEMENT (BRNHW) Fixed/Float USD Payer 2.79 2015/09/16 USD 0 05/17/11 05/17/11 9919 - STIKER,EDWARD S. 1Q5JU NA VOLATILITY TRADING LONG_DATED_VOL ACUSD 0 BREVAN HOWARD davidfl557 05/17/11 CONVEXITY CAPITAL MANAGEMENT, (CVEX) Swaption USD Short 1.92 2014/09/09 Unwind USD 0 05/17/11 05/17/11 9919 - STIKER,EDWARD S. SRGW9 NA VOLATILITY TRADING LONG_DATED_VOL ACUSD 0 CONVEXITY CAPITAL MANAGEMENT davidfl558 05/17/11 CONVEXITY CAPITAL MANAGEMENT, (CVEX) Swaption USD Long 1.92 2014/09/08 Unwind USD 0 05/17/11 05/17/11 9919 - STIKER,EDWARD S. SRGWA NA VOLATILITY TRADING LONG_DATED_VOL ACUSD 0 CONVEXITY CAPITAL MANAGEMENT davidfl559 05/19/11 BREVAN HOWARD ASSET MANAGEMENT (BRNHW) Swaption USD Short 3.36 2021/06/22 USD 60,000 05/19/11 05/19/11 9919 - STIKER,EDWARD S. SRMFM NA VOLATILITY TRADING SHORT_DATED_VOL ACSTP 0 BREVAN HOWARD blakesc560 05/19/11 BWT PROFESSIONAL TRADING LLC (BWT1) T 3.125 Aug 31, 2013 EXMT USD 200 05/19/11 05/20/11 9919 - STIKER,EDWARD S. TAX TRD - GOVERNMENT BOND NY TRADING_TREASURIES 0 BREAKWATER TRADING keitait561 05/19/11 BWT PROFESSIONAL TRADING LLC (BWT1) T 1.000 Jul 15, 2013 EXMT USD 200 05/19/11 05/20/11 9919 - STIKER,EDWARD S. TAX TRD - GOVERNMENT BOND NY TRADING_TREASURIES 0 BREAKWATER TRADING keitait562 05/19/11 BWT PROFESSIONAL TRADING LLC (BWT1) T 1.000 Jul 15, 2013 EXMT USD 200 05/19/11 05/20/11 9919 - STIKER,EDWARD S. TAX TRD - GOVERNMENT BOND NY TRADING_TREASURIES 0 BREAKWATER TRADING keitait563 05/19/11 BWT PROFESSIONAL TRADING LLC (BWT1) T 1.000 Jul 15, 2013 EXMT USD 200 05/19/11 05/20/11 9919 - STIKER,EDWARD S. TAX TRD - GOVERNMENT BOND NY TRADING_TREASURIES 0 BREAKWATER TRADING keitait564 05/19/11 BWT PROFESSIONAL TRADING LLC (BWT1) T 3.125 Sep 30, 2013 EXMT USD 110 05/19/11 05/20/11 9919 - STIKER,EDWARD S. TAX TRD - GOVERNMENT BOND NY TRADING_TREASURIES 0 BREAKWATER TRADING keitait565 05/19/11 BWT PROFESSIONAL TRADING LLC (BWT1) T 0.500 Oct 15, 2013 EXMT USD 8 05/19/11 05/20/11 9919 - STIKER,EDWARD S. TAX TRD - GOVERNMENT BOND NY TRADING_TREASURIES 0 BREAKWATER TRADING keitait566 05/19/11 BWT PROFESSIONAL TRADING LLC (BWT1) T 3.125 Sep 30, 2013 EXMT USD 8 05/19/11 05/20/11 9919 - STIKER,EDWARD S. TAX TRD - GOVERNMENT BOND NY TRADING_TREASURIES 0 BREAKWATER TRADING keitait567 05/19/11 BWT PROFESSIONAL TRADING LLC (BWT1) T 3.125 Sep 30, 2013 EXMT USD 4 05/19/11 05/20/11 9919 - STIKER,EDWARD S. TAX TRD - GOVERNMENT BOND NY TRADING_TREASURIES 0 BREAKWATER TRADING keitait568 05/19/11 FEDERAL RESERVE BANK OF NEW (FDLB) B Jul 28, 2011 EXMT USD 0 05/19/11 05/20/11 9919 - STIKER,EDWARD S. FI CLIENT FINANCING - US TREASURY BILL BOOK 0 FEDERAL RESERVE BANK OF NEW YORK swynne569 05/20/11 PNC BANK NA (R21) USD 100.0 MM 07/07/2011 IRS USD 15,000 05/20/11 05/20/11 9919 - STIKER,EDWARD S. PQ62C NA VOLATILITY TRADING ACTBA ACTBA 0 UNKNOWN570 05/20/11 ALPHADYNE ASSET MANAGEMENT,LLC (ALDP) T 2.625 Apr 30, 2018 EXMT USD 2,588 05/20/11 05/23/11 9919 - STIKER,EDWARD S. TAX TRD - GOVERNMENT BOND NY TRADING_TREASURIES 0 ALPHADYNE ASSET MANAGEMENT keitait571 05/20/11 BWT PROFESSIONAL TRADING LLC (BWT1) T 0.750 Aug 15, 2013 EXMT USD 200 05/20/11 05/23/11 9919 - STIKER,EDWARD S. TAX TRD - GOVERNMENT BOND NY TRADING_TREASURIES 0 BREAKWATER TRADING keitait572 05/20/11 BWT PROFESSIONAL TRADING LLC (BWT1) T 0.750 Aug 15, 2013 EXMT USD 6 05/20/11 05/23/11 9919 - STIKER,EDWARD S. TAX TRD - GOVERNMENT BOND NY TRADING_TREASURIES 0 BREAKWATER TRADING keitait573 05/23/11 BWT PROFESSIONAL TRADING LLC (BWT1) T 2.250 May 31, 2014 EXMT USD 250 05/23/11 05/24/11 9919 - STIKER,EDWARD S. TAX TRD - GOVERNMENT BOND NY TRADING_TREASURIES 0 BREAKWATER TRADING keitait574 05/23/11 BWT PROFESSIONAL TRADING LLC (BWT1) T 2.375 Aug 31, 2014 EXMT USD 233 05/23/11 05/24/11 9919 - STIKER,EDWARD S. TAX TRD - GOVERNMENT BOND NY TRADING_TREASURIES 0 BREAKWATER TRADING keitait575 05/23/11 ELEMENT CAPITAL (ELMC) Fixed/Float EUR Receiver 2.39 2013/08/22 USD 0 05/23/11 05/23/11 10321 - STIKER/QUBBAJ HMGTD EU SWAPS TRDG TOXEU TOXEU 0 ELEMENT CAPITAL bfaisal576 05/24/11 CONVEXITY CAPITAL MANAGEMENT, (CVEX) USD 4.0 BN 11/23/2011 CAPFLR USD 400,000 05/24/11 05/24/11 9919 - STIKER,EDWARD S. LQAP2 NA VOLATILITY TRADING LONG_DATED_VOL ACUSD 0 CONVEXITY CAPITAL MANAGEMENT577 05/24/11 ALPHADYNE ASSET MANAGEMENT (AOASM) Swaption USD Short 2.29 2016/09/20 USD 15,000 05/24/11 05/24/11 9919 - STIKER,EDWARD S. SRMY0 NA VOLATILITY TRADING SHORT_DATED_VOL ACSTP 0 ALPHADYNE ASSET MANAGEMENT blakesc578 05/24/11 ALPHADYNE ASSET MANAGEMENT,LLC (ALDP) T 1.000 May 15, 2014 EXMT USD 4,597 05/24/11 05/25/11 9919 - STIKER,EDWARD S. TAX TRD - GOVERNMENT BOND NY TRADING_TREASURIES 0 ALPHADYNE ASSET MANAGEMENT seelaus579 05/24/11 ALPHADYNE ASSET MANAGEMENT,LLC (ALDP) T 0.500 May 31, 2013 EXMT USD 4,000 05/24/11 05/31/11 9919 - STIKER,EDWARD S. TAX TRD - GOVERNMENT BOND NY TRADING_TREASURIES 0 ALPHADYNE ASSET MANAGEMENT heslin580 05/24/11 ALPHADYNE ASSET MANAGEMENT,LLC (ALDP) T 3.125 May 15, 2021 EXMT USD 3,300 05/24/11 05/25/11 9919 - STIKER,EDWARD S. TAX TRD - GOVERNMENT BOND NY TRADING_TREASURIES 0 ALPHADYNE ASSET MANAGEMENT seelaus581 05/24/11 ALPHADYNE ASSET MANAGEMENT,LLC (ALDP) T 0.500 May 31, 2013 EXMT USD 1,044 05/24/11 05/31/11 9919 - STIKER,EDWARD S. TAX TRD - GOVERNMENT BOND NY TRADING_TREASURIES 0 ALPHADYNE ASSET MANAGEMENT sullsean582 05/24/11 FEDERAL RESERVE BANK OF NEW (FDLB) T 2.375 Oct 31, 2014 EXMT USD 43 05/24/11 05/25/11 9919 - STIKER,EDWARD S. TAX TRD - GOVERNMENT BOND NY TRADING_TREASURIES 0 FEDERAL RESERVE BANK OF NEW YORK keitait583 05/24/11 FEDERAL RESERVE BANK OF NEW (FDLB) T 2.750 Oct 31, 2013 EXMT USD 34 05/24/11 05/25/11 9919 - STIKER,EDWARD S. TAX TRD - GOVERNMENT BOND NY TRADING_TREASURIES 0 FEDERAL RESERVE BANK OF NEW YORK keitait584 05/25/11 BREVAN HOWARD ASSET MANAGEMENT (BRNHW) Swaption USD Short 3.50 2021/07/08 USD 50,000 05/25/11 05/25/11 9919 - STIKER,EDWARD S. SRN02 NA VOLATILITY TRADING SHORT_DATED_VOL ACSTP 0 BREVAN HOWARD ayres585 05/25/11 ALPHADYNE ASSET MANAGEMENT,LLC (ALDP) T 0.500 May 31, 2013 EXMT USD 5,627 05/25/11 05/31/11 9919 - STIKER,EDWARD S. TAX TRD - GOVERNMENT BOND NY TRADING_TREASURIES 0 ALPHADYNE ASSET MANAGEMENT seelaus586 05/25/11 ALPHADYNE ASSET MANAGEMENT,LLC (ALDP) T 0.500 May 31, 2013 EXMT USD 5,427 05/25/11 05/31/11 9919 - STIKER,EDWARD S. TAX TRD - GOVERNMENT BOND NY TRADING_TREASURIES 0 ALPHADYNE ASSET MANAGEMENT seelaus587 05/25/11 ALPHADYNE ASSET MANAGEMENT,LLC (ALDP) T 1.000 May 15, 2014 EXMT USD 3,677 05/25/11 05/26/11 9919 - STIKER,EDWARD S. TAX TRD - GOVERNMENT BOND NY TRADING_TREASURIES 0 ALPHADYNE ASSET MANAGEMENT seelaus588 05/25/11 ALPHADYNE ASSET MANAGEMENT,LLC (ALDP) T 2.000 Apr 30, 2016 EXMT USD 3,278 05/25/11 05/26/11 9919 - STIKER,EDWARD S. TAX TRD - GOVERNMENT BOND NY TRADING_TREASURIES 0 ALPHADYNE ASSET MANAGEMENT seelaus589 05/25/11 ALPHADYNE ASSET MANAGEMENT,LLC (ALDP) T 0.500 May 31, 2013 EXMT USD 603 05/25/11 05/31/11 9919 - STIKER,EDWARD S. TAX TRD - GOVERNMENT BOND NY TRADING_TREASURIES 0 ALPHADYNE ASSET MANAGEMENT keitait590 05/25/11 ALPHADYNE ASSET MANAGEMENT,LLC (ALDP) T 1.000 May 15, 2014 EXMT USD 409 05/25/11 05/26/11 9919 - STIKER,EDWARD S. TAX TRD - GOVERNMENT BOND NY TRADING_TREASURIES 0 ALPHADYNE ASSET MANAGEMENT keitait591 05/26/11 BREVAN HOWARD ASSET MANAGEMENT (BRNHW) Fixed/Float USD Payer 0.61 2013/03/20 USD 75,000 06/02/11 05/26/11 9919 - STIKER,EDWARD S. 1Q6KC NA SWAPS TRDG USD_SWAPS TOUSD 0 BREVAN HOWARD julieg592 05/26/11 BREVAN HOWARD ASSET MANAGEMENT (BREVN) USD 500.0 MM 08/27/2011 FORMULA USD 50,000 05/27/11 05/26/11 9919 - STIKER,EDWARD S. SRN0J NA VOLATILITY TRADING LONG_DATED_VOL ACUSD 0 BREVAN HOWARD593 05/26/11 FEDERATED INVESTORS INC (FR0) WMT 5.625 Apr 15, 2041 SEC5 USD 4 05/26/11 06/01/11 9919 - STIKER,EDWARD S. SWING ACTIVITY IGRES 0 FEDERATED INVESTORS christop594 05/26/11 HARVARD MGT (H07) Swaption EUR Long 4.27 2026/05/29 USD 0 05/26/11 05/26/11 10321 - STIKER/QUBBAJ EJSN2 EU VOLATILITY TRADING TODEM TODEM 0 HARVARD MANAGEMENT COMPANY yanwang595 05/26/11 HARVARD MGT (H07) Swaption EUR Long 3.82 2046/05/30 USD 0 05/26/11 05/26/11 10321 - STIKER/QUBBAJ EJSN4 EU VOLATILITY TRADING TODEM TODEM 0 HARVARD MANAGEMENT COMPANY yanwang596 05/27/11 ALPHADYNE ASSET MANAGEMENT (AOASM) Fixed/Float USD Receiver 0.75 2013/08/15 USD 10,000 06/01/11 05/27/11 9919 - STIKER,EDWARD S. 1Q6UZ NA SWAPS TRDG USD_SWAPS TOUSD 0 ALPHADYNE ASSET MANAGEMENT julieg597 05/27/11 ALPHADYNE ASSET MANAGEMENT (AOASM) Invoice Spread Fixed/Float USD Payer 1.66 2015/08/28 USD 10,000 05/31/11 05/27/11 9919 - STIKER,EDWARD S. 1Q6UY NA SWAPS TRDG USD_SWAPS TOUSD 0 ALPHADYNE ASSET MANAGEMENT julieg598 05/27/11 ALPHADYNE ASSET MANAGEMENT (AOASM) Fixed/Float USD Payer 1.66 2015/08/28 USD 7,200 06/01/11 05/27/11 9919 - STIKER,EDWARD S. 1Q6WC NA SWAPS TRDG USD_SWAPS TOUSD 0 ALPHADYNE ASSET MANAGEMENT julieg599 05/27/11 ALPHADYNE ASSET MANAGEMENT (AOASM) Fixed/Float USD Receiver 0.68 2013/06/17 USD 6,500 06/01/11 05/27/11 9919 - STIKER,EDWARD S. 1Q6WD NA SWAPS TRDG USD_SWAPS TOUSD 0 ALPHADYNE ASSET MANAGEMENT julieg600 05/27/11 ALPHADYNE ASSET MANAGEMENT (AOASM) T 0.750 Aug 15, 2013 EXMT USD 6,000 05/27/11 05/31/11 9919 - STIKER,EDWARD S. TAX TRD - GOVERNMENT BOND NY TRADING_TREASURIES 0 ALPHADYNE ASSET MANAGEMENT keitait601 05/27/11 ALPHADYNE ASSET MANAGEMENT (AOASM) T 1.125 Jun 15, 2013 EXMT USD 4,280 05/27/11 05/31/11 9919 - STIKER,EDWARD S. TAX TRD - GOVERNMENT BOND NY TRADING_TREASURIES 0 ALPHADYNE ASSET MANAGEMENT sullsean602 05/27/11 BWT PROFESSIONAL TRADING LLC (BWT1) T 1.000 Jan 15, 2014 EXMT USD 500 05/27/11 05/31/11 9919 - STIKER,EDWARD S. TAX TRD - GOVERNMENT BOND NY TRADING_TREASURIES 0 BREAKWATER TRADING seelaus603 05/31/11 ALPHADYNE ASSET MANAGEMENT (AOASM) Swaption USD Short 3.00 2021/06/28 USD 15,000 05/31/11 05/31/11 9919 - STIKER,EDWARD S. SRN3H NA VOLATILITY TRADING SHORT_DATED_VOL ACSTP 0 ALPHADYNE ASSET MANAGEMENT ayres604 05/31/11 ALPHADYNE ASSET MANAGEMENT (AOASM) Spread Switch Fixed/Float USD Receiver 3.14 2021/06/02 USD 6,000 05/31/11 05/31/11 9919 - STIKER,EDWARD S. 1Q70E NA SWAPS TRDG USD_SWAPS TOUSD 0 ALPHADYNE ASSET MANAGEMENT julieg605 05/31/11 ALPHADYNE ASSET MANAGEMENT (AOASM) Spread Switch Fixed/Float USD Payer 3.97 2041/06/03 USD 6,000 05/31/11 05/31/11 9919 - STIKER,EDWARD S. 1Q70F NA SWAPS TRDG USD_SWAPS TOUSD 0 ALPHADYNE ASSET MANAGEMENT julieg606 05/31/11 BWT PROFESSIONAL TRADING LLC (BWT1) T 0.625 Dec 31, 2012 EXMT USD 20 05/31/11 06/01/11 9919 - STIKER,EDWARD S. TAX TRD - GOVERNMENT BOND NY TRADING_TREASURIES 0 BREAKWATER TRADING heslin607 05/31/11 FEDERATED INVESTORS INC (FR0) TOTAL 2.300 Mar 15, 2016 SEC5 USD 0 05/31/11 06/03/11 9919 - STIKER,EDWARD S. SWING ACTIVITY IGRES 0 FEDERATED INVESTORS david.yo608 05/31/11 ALPHADYNE ASSET MANAGEMENT (AOASM) T 3.125 May 15, 2021 EXMT USD 0 05/31/11 06/01/11 9919 - STIKER,EDWARD S. NA SWAPS TRDG USD_SWAPS 0 ALPHADYNE ASSET MANAGEMENT julieg609 05/31/11 ALPHADYNE ASSET MANAGEMENT (AOASM) T 4.375 May 15, 2041 EXMT USD 0 05/31/11 06/01/11 9919 - STIKER,EDWARD S. NA SWAPS TRDG USD_SWAPS 0 ALPHADYNE ASSET MANAGEMENT julieg610 05/31/11 BREVAN HOWARD ASSET MANAGEMENT (BREVN) Swaption USD Long 3.80 2022/06/15 Unwind USD 0 06/01/11 05/31/11 9919 - STIKER,EDWARD S. SRHS3 NA VOLATILITY TRADING LONG_DATED_VOL ACUSD 0 BREVAN HOWARD davidfl611 05/31/11 FEDERATED INVESTORS INC (FR0) T 6.700 Nov 15, 2013 USD 0 05/31/11 06/03/11 9919 - STIKER,EDWARD S. SWING ACTIVITY IGRES 0 FEDERATED INVESTORS david.yo612 06/01/11 ALPHADYNE ASSET MANAGEMENT (AOASM) Swaption USD Short 2.75 2021/06/28 USD 11,250 06/02/11 06/01/11 9919 - STIKER,EDWARD S. SRN46 NA VOLATILITY TRADING SHORT_DATED_VOL ACSTP 0 ALPHADYNE ASSET MANAGEMENT ayres613 06/01/11 ALPHADYNE ASSET MANAGEMENT (AOASM) Spread Switch Fixed/Float USD Payer 1.84 2016/06/03 USD 10,000 06/02/11 06/01/11 9919 - STIKER,EDWARD S. 1Q76D NA SWAPS TRDG USD_SWAPS TOUSD 0 ALPHADYNE ASSET MANAGEMENT julieg614 06/01/11 ALPHADYNE ASSET MANAGEMENT (AOASM) Spread Switch Fixed/Float USD Receiver 3.07 2021/06/03 USD 10,000 06/02/11 06/01/11 9919 - STIKER,EDWARD S. 1Q76E NA SWAPS TRDG USD_SWAPS TOUSD 0 ALPHADYNE ASSET MANAGEMENT julieg615 06/01/11 ALPHADYNE ASSET MANAGEMENT,LLC (ALDP) T 2.375 May 31, 2018 EXMT USD 4,361 06/01/11 06/02/11 9919 - STIKER,EDWARD S. TAX TRD - GOVERNMENT BOND NY TRADING_TREASURIES 0 ALPHADYNE ASSET MANAGEMENT dimariaa616 06/01/11 ALPHADYNE ASSET MANAGEMENT,LLC (ALDP) T 3.125 May 15, 2021 EXMT USD 3,263 06/01/11 06/02/11 9919 - STIKER,EDWARD S. TAX TRD - GOVERNMENT BOND NY TRADING_TREASURIES 0 ALPHADYNE ASSET MANAGEMENT dimariaa617 06/01/11 BWT PROFESSIONAL TRADING LLC (BWT1) T 0.750 Aug 15, 2013 EXMT USD 36 06/01/11 06/02/11 9919 - STIKER,EDWARD S. TAX TRD - GOVERNMENT BOND NY TRADING_TREASURIES 0 BREAKWATER TRADING keitait618 06/01/11 KEPOS CAPITAL LP (KEPCP) Fixed/Float GBP Receiver 1.75 2013/06/17 StepInTrade USD 0 06/01/11 06/01/11 10321 - STIKER/QUBBAJ HMJ9F STERLING RATES TOSTG TOSTG 0 KEPOS CAPITAL leylawil619 06/01/11 KEPOS CAPITAL LP (KEPCP) Fixed/Float GBP Payer 3.00 2016/06/15 StepInTrade USD 0 06/01/11 06/01/11 10321 - STIKER/QUBBAJ HMJ9Y STERLING RATES TOSTG TOSTG 0 KEPOS CAPITAL leylawil620 06/01/11 KEPOS CAPITAL LP (KEPCP) Fixed/Float GBP Payer 2.75 2016/06/15 StepInTrade USD 0 06/01/11 06/01/11 10321 - STIKER/QUBBAJ HMJ9X STERLING RATES TOSTG TOSTG 0 KEPOS CAPITAL leylawil621 06/01/11 KEPOS CAPITAL LP (KEPCP) Fixed/Float GBP Receiver 3.50 2021/06/15 StepInTrade USD 0 06/01/11 06/01/11 10321 - STIKER/QUBBAJ HMJ9K STERLING RATES TOSTG TOSTG 0 KEPOS CAPITAL leylawil622 06/01/11 KEPOS CAPITAL LP (KEPCP) Fixed/Float GBP Payer 3.50 2018/06/15 StepInTrade USD 0 06/01/11 06/01/11 10321 - STIKER/QUBBAJ HMJA9 STERLING RATES TOSTG TOSTG 0 KEPOS CAPITAL leylawil623 06/01/11 KEPOS CAPITAL LP (KEPCP) Fixed/Float GBP Payer 1.75 2013/06/17 StepInTrade USD 0 06/01/11 06/01/11 10321 - STIKER/QUBBAJ HMJ9N STERLING RATES TOSTG TOSTG 0 KEPOS CAPITAL leylawil624 06/01/11 KEPOS CAPITAL LP (KEPCP) Fixed/Float GBP Payer 3.25 2016/06/15 StepInTrade USD 0 06/01/11 06/01/11 10321 - STIKER/QUBBAJ HMJ9C STERLING RATES TOSTG TOSTG 0 KEPOS CAPITAL leylawil625 06/01/11 KEPOS CAPITAL LP (KEPCP) Fixed/Float GBP Receiver 3.25 2018/09/21 USD 0 06/01/11 06/01/11 10321 - STIKER/QUBBAJ HMJCN STERLING RATES TOSTG TOSTG 0 KEPOS CAPITAL leylawil626 06/01/11 KEPOS CAPITAL LP (KEPCP) Fixed/Float GBP Receiver 3.25 2018/06/15 StepInTrade USD 0 06/01/11 06/01/11 10321 - STIKER/QUBBAJ HMJA6 STERLING RATES TOSTG TOSTG 0 KEPOS CAPITAL leylawil627 06/01/11 KEPOS CAPITAL LP (KEPCP) Fixed/Float GBP Receiver 3.25 2018/06/15 StepInTrade USD 0 06/01/11 06/01/11 10321 - STIKER/QUBBAJ HMJA4 STERLING RATES TOSTG TOSTG 0 KEPOS CAPITAL leylawil628 06/01/11 KEPOS CAPITAL LP (KEPCP) Fixed/Float GBP Receiver 3.75 2021/06/15 StepInTrade USD 0 06/01/11 06/01/11 10321 - STIKER/QUBBAJ HMJAK STERLING RATES TOSTG TOSTG 0 KEPOS CAPITAL leylawil629 06/01/11 KEPOS CAPITAL LP (KEPCP) Fixed/Float GBP Receiver 2.00 2014/09/22 USD 0 06/01/11 06/01/11 10321 - STIKER/QUBBAJ HMJBE STERLING RATES TOSTG TOSTG 0 KEPOS CAPITAL leylawil

630 06/01/11 KEPOS CAPITAL LP (KEPCP) Fixed/Float GBP Payer 2.25 2014/06/16 StepInTrade USD 0 06/01/11 06/01/11 10321 - STIKER/QUBBAJ HMJ9U STERLING RATES TOSTG TOSTG 0 KEPOS CAPITAL leylawil631 06/01/11 KEPOS CAPITAL LP (KEPCP) Fixed/Float GBP Payer 2.00 2014/06/16 StepInTrade USD 0 06/01/11 06/01/11 10321 - STIKER/QUBBAJ HMJ9G STERLING RATES TOSTG TOSTG 0 KEPOS CAPITAL leylawil632 06/01/11 KEPOS CAPITAL LP (KEPCP) Fixed/Float GBP Payer 3.50 2018/06/15 StepInTrade USD 0 06/01/11 06/01/11 10321 - STIKER/QUBBAJ HMJA8 STERLING RATES TOSTG TOSTG 0 KEPOS CAPITAL leylawil633 06/01/11 KEPOS CAPITAL LP (KEPCP) Fixed/Float GBP Receiver 3.25 2018/06/15 StepInTrade USD 0 06/01/11 06/01/11 10321 - STIKER/QUBBAJ HMJA5 STERLING RATES TOSTG TOSTG 0 KEPOS CAPITAL leylawil634 06/01/11 KEPOS CAPITAL LP (KEPCP) Fixed/Float GBP Receiver 3.25 2016/06/15 StepInTrade USD 0 06/01/11 06/01/11 10321 - STIKER/QUBBAJ HMJ99 STERLING RATES TOSTG TOSTG 0 KEPOS CAPITAL leylawil635 06/01/11 KEPOS CAPITAL LP (KEPCP) Fixed/Float GBP Receiver 4.00 2021/06/15 StepInTrade USD 0 06/01/11 06/01/11 10321 - STIKER/QUBBAJ HMJAN STERLING RATES TOSTG TOSTG 0 KEPOS CAPITAL leylawil636 06/01/11 KEPOS CAPITAL LP (KEPCP) Fixed/Float GBP Payer 2.00 2014/06/16 StepInTrade USD 0 06/01/11 06/01/11 10321 - STIKER/QUBBAJ HMJ9S STERLING RATES TOSTG TOSTG 0 KEPOS CAPITAL leylawil637 06/01/11 KEPOS CAPITAL LP (KEPCP) Fixed/Float GBP Payer 2.00 2013/06/17 StepInTrade USD 0 06/01/11 06/01/11 10321 - STIKER/QUBBAJ HMJ9R STERLING RATES TOSTG TOSTG 0 KEPOS CAPITAL leylawil638 06/01/11 KEPOS CAPITAL LP (KEPCP) Fixed/Float GBP Payer 1.75 2013/06/17 StepInTrade USD 0 06/01/11 06/01/11 10321 - STIKER/QUBBAJ HMJ9M STERLING RATES TOSTG TOSTG 0 KEPOS CAPITAL leylawil639 06/01/11 KEPOS CAPITAL LP (KEPCP) Fixed/Float GBP Payer 3.50 2018/06/15 StepInTrade USD 0 06/01/11 06/01/11 10321 - STIKER/QUBBAJ HMJA7 STERLING RATES TOSTG TOSTG 0 KEPOS CAPITAL leylawil640 06/01/11 KEPOS CAPITAL LP (KEPCP) Fixed/Float GBP Receiver 2.75 2016/09/21 USD 0 06/01/11 06/01/11 10321 - STIKER/QUBBAJ HMJCM STERLING RATES TOSTG TOSTG 0 KEPOS CAPITAL leylawil641 06/01/11 KEPOS CAPITAL LP (KEPCP) Fixed/Float GBP Payer 3.50 2021/09/21 USD 0 06/01/11 06/01/11 10321 - STIKER/QUBBAJ HMJBH STERLING RATES TOSTG TOSTG 0 KEPOS CAPITAL leylawil642 06/01/11 KEPOS CAPITAL LP (KEPCP) Fixed/Float GBP Receiver 3.00 2016/06/15 StepInTrade USD 0 06/01/11 06/01/11 10321 - STIKER/QUBBAJ HMJA1 STERLING RATES TOSTG TOSTG 0 KEPOS CAPITAL leylawil643 06/01/11 KEPOS CAPITAL LP (KEPCP) Fixed/Float GBP Payer 2.75 2016/06/15 StepInTrade USD 0 06/01/11 06/01/11 10321 - STIKER/QUBBAJ HMJ9H STERLING RATES TOSTG TOSTG 0 KEPOS CAPITAL leylawil644 06/01/11 KEPOS CAPITAL LP (KEPCP) Fixed/Float GBP Payer 2.50 2014/06/16 StepInTrade USD 0 06/01/11 06/01/11 10321 - STIKER/QUBBAJ HMJ9V STERLING RATES TOSTG TOSTG 0 KEPOS CAPITAL leylawil645 06/01/11 KEPOS CAPITAL LP (KEPCP) Fixed/Float GBP Receiver 4.00 2021/06/15 StepInTrade USD 0 06/01/11 06/01/11 10321 - STIKER/QUBBAJ HMJAP STERLING RATES TOSTG TOSTG 0 KEPOS CAPITAL leylawil646 06/01/11 KEPOS CAPITAL LP (KEPCP) Fixed/Float GBP Receiver 3.50 2018/06/15 StepInTrade USD 0 06/01/11 06/01/11 10321 - STIKER/QUBBAJ HMJAC STERLING RATES TOSTG TOSTG 0 KEPOS CAPITAL leylawil647 06/01/11 KEPOS CAPITAL LP (KEPCP) Fixed/Float GBP Payer 3.75 2021/06/15 StepInTrade USD 0 06/01/11 06/01/11 10321 - STIKER/QUBBAJ HMJAG STERLING RATES TOSTG TOSTG 0 KEPOS CAPITAL leylawil648 06/01/11 KEPOS CAPITAL LP (KEPCP) Fixed/Float GBP Payer 3.25 2018/09/21 USD 0 06/01/11 06/01/11 10321 - STIKER/QUBBAJ HMJBG STERLING RATES TOSTG TOSTG 0 KEPOS CAPITAL leylawil649 06/01/11 KEPOS CAPITAL LP (KEPCP) Fixed/Float GBP Payer 3.75 2018/06/15 StepInTrade USD 0 06/01/11 06/01/11 10321 - STIKER/QUBBAJ HMJAE STERLING RATES TOSTG TOSTG 0 KEPOS CAPITAL leylawil650 06/01/11 KEPOS CAPITAL LP (KEPCP) Fixed/Float GBP Receiver 1.75 2013/06/17 StepInTrade USD 0 06/01/11 06/01/11 10321 - STIKER/QUBBAJ HMJ9P STERLING RATES TOSTG TOSTG 0 KEPOS CAPITAL leylawil651 06/01/11 KEPOS CAPITAL LP (KEPCP) Fixed/Float GBP Payer 2.75 2016/09/21 USD 0 06/01/11 06/01/11 10321 - STIKER/QUBBAJ HMJBF STERLING RATES TOSTG TOSTG 0 KEPOS CAPITAL leylawil652 06/01/11 KEPOS CAPITAL LP (KEPCP) Fixed/Float GBP Receiver 3.00 2016/06/15 StepInTrade USD 0 06/01/11 06/01/11 10321 - STIKER/QUBBAJ HMJA0 STERLING RATES TOSTG TOSTG 0 KEPOS CAPITAL leylawil653 06/01/11 KEPOS CAPITAL LP (KEPCP) Fixed/Float GBP Payer 3.75 2021/06/15 StepInTrade USD 0 06/01/11 06/01/11 10321 - STIKER/QUBBAJ HMJAH STERLING RATES TOSTG TOSTG 0 KEPOS CAPITAL leylawil654 06/01/11 KEPOS CAPITAL LP (KEPCP) Fixed/Float GBP Payer 3.75 2021/06/15 StepInTrade USD 0 06/01/11 06/01/11 10321 - STIKER/QUBBAJ HMJAF STERLING RATES TOSTG TOSTG 0 KEPOS CAPITAL leylawil655 06/01/11 KEPOS CAPITAL LP (KEPCP) Fixed/Float GBP Receiver 4.00 2021/06/15 StepInTrade USD 0 06/01/11 06/01/11 10321 - STIKER/QUBBAJ HMJ9B STERLING RATES TOSTG TOSTG 0 KEPOS CAPITAL leylawil656 06/01/11 KEPOS CAPITAL LP (KEPCP) Fixed/Float GBP Receiver 3.50 2018/06/15 StepInTrade USD 0 06/01/11 06/01/11 10321 - STIKER/QUBBAJ HMJAB STERLING RATES TOSTG TOSTG 0 KEPOS CAPITAL leylawil657 06/01/11 KEPOS CAPITAL LP (KEPCP) Fixed/Float GBP Receiver 3.25 2016/06/15 StepInTrade USD 0 06/01/11 06/01/11 10321 - STIKER/QUBBAJ HMJA3 STERLING RATES TOSTG TOSTG 0 KEPOS CAPITAL leylawil658 06/01/11 KEPOS CAPITAL LP (KEPCP) Fixed/Float GBP Payer 3.75 2021/06/15 StepInTrade USD 0 06/01/11 06/01/11 10321 - STIKER/QUBBAJ HMJAD STERLING RATES TOSTG TOSTG 0 KEPOS CAPITAL leylawil659 06/01/11 KEPOS CAPITAL LP (KEPCP) Fixed/Float GBP Payer 2.00 2013/06/17 StepInTrade USD 0 06/01/11 06/01/11 10321 - STIKER/QUBBAJ HMJ9Q STERLING RATES TOSTG TOSTG 0 KEPOS CAPITAL leylawil660 06/01/11 KEPOS CAPITAL LP (KEPCP) Fixed/Float GBP Payer 3.25 2016/06/15 StepInTrade USD 0 06/01/11 06/01/11 10321 - STIKER/QUBBAJ HMJA2 STERLING RATES TOSTG TOSTG 0 KEPOS CAPITAL leylawil661 06/01/11 KEPOS CAPITAL LP (KEPCP) Fixed/Float GBP Payer 2.75 2016/06/15 StepInTrade USD 0 06/01/11 06/01/11 10321 - STIKER/QUBBAJ HMJ9W STERLING RATES TOSTG TOSTG 0 KEPOS CAPITAL leylawil662 06/01/11 KEPOS CAPITAL LP (KEPCP) Fixed/Float GBP Receiver 4.00 2021/06/15 StepInTrade USD 0 06/01/11 06/01/11 10321 - STIKER/QUBBAJ HMJAR STERLING RATES TOSTG TOSTG 0 KEPOS CAPITAL leylawil663 06/01/11 KEPOS CAPITAL LP (KEPCP) Fixed/Float GBP Receiver 4.00 2021/06/15 StepInTrade USD 0 06/01/11 06/01/11 10321 - STIKER/QUBBAJ HMJAM STERLING RATES TOSTG TOSTG 0 KEPOS CAPITAL leylawil664 06/01/11 KEPOS CAPITAL LP (KEPCP) Fixed/Float GBP Receiver 3.75 2021/06/15 StepInTrade USD 0 06/01/11 06/01/11 10321 - STIKER/QUBBAJ HMJAJ STERLING RATES TOSTG TOSTG 0 KEPOS CAPITAL leylawil665 06/01/11 KEPOS CAPITAL LP (KEPCP) Fixed/Float GBP Payer 3.50 2018/06/15 StepInTrade USD 0 06/01/11 06/01/11 10321 - STIKER/QUBBAJ HMJAA STERLING RATES TOSTG TOSTG 0 KEPOS CAPITAL leylawil666 06/01/11 KEPOS CAPITAL LP (KEPCP) Fixed/Float GBP Payer 1.75 2013/09/23 USD 0 06/01/11 06/01/11 10321 - STIKER/QUBBAJ HMJCK STERLING RATES TOSTG TOSTG 0 KEPOS CAPITAL leylawil667 06/01/11 KEPOS CAPITAL LP (KEPCP) Fixed/Float GBP Receiver 3.00 2016/06/15 StepInTrade USD 0 06/01/11 06/01/11 10321 - STIKER/QUBBAJ HMJ9Z STERLING RATES TOSTG TOSTG 0 KEPOS CAPITAL leylawil668 06/01/11 KEPOS CAPITAL LP (KEPCP) Fixed/Float GBP Payer 2.00 2014/06/16 StepInTrade USD 0 06/01/11 06/01/11 10321 - STIKER/QUBBAJ HMJ9T STERLING RATES TOSTG TOSTG 0 KEPOS CAPITAL leylawil669 06/01/11 KEPOS CAPITAL LP (KEPCP) Fixed/Float GBP Payer 3.50 2021/09/21 USD 0 06/01/11 06/01/11 10321 - STIKER/QUBBAJ HMJCP STERLING RATES TOSTG TOSTG 0 KEPOS CAPITAL leylawil670 06/01/11 ALPHADYNE ASSET MANAGEMENT (AOASM) T 1.750 May 31, 2016 EXMT USD 0 06/01/11 06/02/11 9919 - STIKER,EDWARD S. NA SWAPS TRDG USD_SWAPS 0 ALPHADYNE ASSET MANAGEMENT julieg671 06/01/11 ALPHADYNE ASSET MANAGEMENT (AOASM) T 3.125 May 15, 2021 EXMT USD 0 06/01/11 06/02/11 9919 - STIKER,EDWARD S. NA SWAPS TRDG USD_SWAPS 0 ALPHADYNE ASSET MANAGEMENT julieg672 06/01/11 BREVAN HOWARD ASSET MANAGEMENT (BREVN) Swaption USD Long 3.80 2022/06/15 Unwind USD 0 06/02/11 06/01/11 9919 - STIKER,EDWARD S. SRHS3 NA VOLATILITY TRADING LONG_DATED_VOL ACUSD 0 BREVAN HOWARD davidfl673 06/01/11 ALPHADYNE ASSET MANAGEMENT (AOASM) Swaption USD Short 3.00 2021/06/28 Unwind USD 0 06/01/11 06/01/11 9919 - STIKER,EDWARD S. SRN3H NA VOLATILITY TRADING SHORT_DATED_VOL ACSTP 0 ALPHADYNE ASSET MANAGEMENT ayres674 06/01/11 KEPOS CAPITAL LP (KEPCP) Fixed/Float EUR Receiver 2.50 2013/06/17 Unwind USD 0 06/01/11 06/01/11 10321 - STIKER/QUBBAJ HMAV5 EU SWAPS TRDG TOVSN TOVSN 0 KEPOS CAPITAL vaidshi675 06/01/11 KEPOS CAPITAL LP (KEPCP) Fixed/Float EUR Payer 2.50 2013/06/17 StepInTrade USD 0 06/01/11 06/01/11 10321 - STIKER/QUBBAJ HMJDP EU SWAPS TRDG TOVSN TOVSN 0 KEPOS CAPITAL vaidshi676 06/01/11 KEPOS CAPITAL LP (KEPCP) Fixed/Float EUR Payer 2.50 2013/06/17 StepInTrade USD 0 06/01/11 06/01/11 10321 - STIKER/QUBBAJ HMJDX EU SWAPS TRDG TOVSN TOVSN 0 KEPOS CAPITAL vaidshi677 06/01/11 KEPOS CAPITAL LP (KEPCP) Fixed/Float EUR Payer 2.50 2013/06/17 StepInTrade USD 0 06/01/11 06/01/11 10321 - STIKER/QUBBAJ HMJDW EU SWAPS TRDG TOVSN TOVSN 0 KEPOS CAPITAL vaidshi678 06/01/11 KEPOS CAPITAL LP (KEPCP) Fixed/Float EUR Receiver 2.50 2013/06/17 StepInTrade USD 0 06/01/11 06/01/11 10321 - STIKER/QUBBAJ HMJDR EU SWAPS TRDG TOVSN TOVSN 0 KEPOS CAPITAL vaidshi679 06/01/11 KEPOS CAPITAL LP (KEPCP) Fixed/Float EUR Receiver 2.50 2013/06/17 StepInTrade USD 0 06/01/11 06/01/11 10321 - STIKER/QUBBAJ HMJDV EU SWAPS TRDG TOVSN TOVSN 0 KEPOS CAPITAL vaidshi680 06/01/11 KEPOS CAPITAL LP (KEPCP) Fixed/Float EUR Receiver 2.50 2013/06/17 StepInTrade USD 0 06/01/11 06/01/11 10321 - STIKER/QUBBAJ HMJDQ EU SWAPS TRDG TOVSN TOVSN 0 KEPOS CAPITAL vaidshi681 06/01/11 KEPOS CAPITAL LP (KEPCP) Fixed/Float EUR Receiver 2.50 2013/06/17 StepInTrade USD 0 06/01/11 06/01/11 10321 - STIKER/QUBBAJ HMJDY EU SWAPS TRDG TOVSN TOVSN 0 KEPOS CAPITAL vaidshi682 06/02/11 ALPHADYNE ASSET MANAGEMENT (AOASM) Swaption USD Short 2.10 2016/09/20 USD 10,000 06/02/11 06/02/11 9919 - STIKER,EDWARD S. SRN60 NA VOLATILITY TRADING SHORT_DATED_VOL ACSTP 0 ALPHADYNE ASSET MANAGEMENT ayres683 06/02/11 ALPHADYNE ASSET MANAGEMENT,LLC (ALDP) T 1.750 May 31, 2016 EXMT USD 1,793 06/02/11 06/03/11 9919 - STIKER,EDWARD S. TAX TRD - GOVERNMENT BOND NY TRADING_TREASURIES 0 ALPHADYNE ASSET MANAGEMENT seelaus684 06/02/11 ALPHADYNE ASSET MANAGEMENT,LLC (ALDP) T 3.125 May 15, 2021 EXMT USD 1,500 06/02/11 06/03/11 9919 - STIKER,EDWARD S. TAX TRD - GOVERNMENT BOND NY TRADING_TREASURIES 0 ALPHADYNE ASSET MANAGEMENT seelaus685 06/02/11 BWT PROFESSIONAL TRADING LLC (BWT1) T 1.250 Feb 15, 2014 EXMT USD 280 06/02/11 06/03/11 9919 - STIKER,EDWARD S. TAX TRD - GOVERNMENT BOND NY TRADING_TREASURIES 0 BREAKWATER TRADING seelaus686 06/02/11 KEPOS CAPITAL LP (KEPCP) Fixed/Float GBP Payer 1.50 2013/09/23 USD 0 06/02/11 06/02/11 10321 - STIKER/QUBBAJ HMJK0 STERLING RATES TOSTG TOSTG 0 KEPOS CAPITAL leylawil687 06/02/11 KEPOS CAPITAL LP (KEPCP) Fixed/Float GBP Payer 3.50 2021/09/21 USD 0 06/02/11 06/02/11 10321 - STIKER/QUBBAJ HMJK1 STERLING RATES TOSTG TOSTG 0 KEPOS CAPITAL leylawil688 06/02/11 CONVEXITY CAPITAL MANAGEMENT, (CVEX) TII 2.375 Jan 15, 2025 EXMT USD 0 06/02/11 06/03/11 9919 - STIKER,EDWARD S. NA INFLATION TRADING VOLATILITY_OTHER 0 CONVEXITY CAPITAL MANAGEMENT msncrich689 06/02/11 CONVEXITY CAPITAL MANAGEMENT, (CVEX) TII 1.125 Jan 15, 2021 EXMT USD 0 06/02/11 06/03/11 9919 - STIKER,EDWARD S. NA INFLATION TRADING VOLATILITY_OTHER 0 CONVEXITY CAPITAL MANAGEMENT msncrich690 06/02/11 CONVEXITY CAPITAL MANAGEMENT, (CVEX) TII 1.375 Jul 15, 2018 EXMT USD 0 06/02/11 06/03/11 9919 - STIKER,EDWARD S. NA INFLATION TRADING VOLATILITY_OTHER 0 CONVEXITY CAPITAL MANAGEMENT msncrich691 06/03/11 CONVEXITY CAPITAL MANAGEMENT, (CVEX) Swaption JPY Short 0.62 2015/06/05 USD 406,250 06/15/11 06/03/11 9026 - TK INTL/STIKER EVRVW TK VOLATILITY TRADING TSJPY TSJPY 0 CONVEXITY CAPITAL MANAGEMENT asanom692 06/03/11 CONVEXITY CAPITAL MANAGEMENT, (CVEX) USD 1.8 BN 06/22/2011 CAPFLR USD 250,000 06/03/11 06/03/11 9919 - STIKER,EDWARD S. KQCU9 NA VOLATILITY TRADING LONG_DATED_VOL ACUSD 0 CONVEXITY CAPITAL MANAGEMENT693 06/03/11 CONVEXITY CAPITAL MANAGEMENT, (CVEX) RealRate(bond)/Float USD Payer 1.12 2021/01/15 USD 50,000 06/09/11 06/03/11 9919 - STIKER,EDWARD S. EQXS6 NA INFLATION TRADING VOLATILITY_OTHER TOTIP 0 CONVEXITY CAPITAL MANAGEMENT msncrich694 06/03/11 ALPHADYNE ASSET MANAGEMENT,LLC (ALDP) T 2.375 May 31, 2018 EXMT USD 5,813 06/03/11 06/06/11 9919 - STIKER,EDWARD S. TAX TRD - GOVERNMENT BOND NY TRADING_TREASURIES 0 ALPHADYNE ASSET MANAGEMENT dimariaa695 06/03/11 ALPHADYNE ASSET MANAGEMENT,LLC (ALDP) T 3.125 May 15, 2021 EXMT USD 4,350 06/03/11 06/06/11 9919 - STIKER,EDWARD S. TAX TRD - GOVERNMENT BOND NY TRADING_TREASURIES 0 ALPHADYNE ASSET MANAGEMENT dimariaa696 06/03/11 ALPHADYNE ASSET MANAGEMENT,LLC (ALDP) T 2.375 May 31, 2018 EXMT USD 4,313 06/03/11 06/06/11 9919 - STIKER,EDWARD S. TAX TRD - GOVERNMENT BOND NY TRADING_TREASURIES 0 ALPHADYNE ASSET MANAGEMENT seelaus697 06/03/11 ALPHADYNE ASSET MANAGEMENT,LLC (ALDP) T 3.125 May 15, 2021 EXMT USD 3,225 06/03/11 06/06/11 9919 - STIKER,EDWARD S. TAX TRD - GOVERNMENT BOND NY TRADING_TREASURIES 0 ALPHADYNE ASSET MANAGEMENT seelaus698 06/03/11 ALPHADYNE ASSET MANAGEMENT (AOASM) Rate Switch Fixed/Float USD Receiver 3.97 2041/06/07 USD 606 06/03/11 06/03/11 9919 - STIKER,EDWARD S. 1Q7QG NA SWAPS TRDG USD_SWAPS TOUSD 0 ALPHADYNE ASSET MANAGEMENT oliverto699 06/03/11 BWT PROFESSIONAL TRADING LLC (BWT1) T 0.750 Aug 15, 2013 EXMT USD 520 06/03/11 06/06/11 9919 - STIKER,EDWARD S. TAX TRD - GOVERNMENT BOND NY TRADING_TREASURIES 0 BREAKWATER TRADING seelaus700 06/03/11 BWT PROFESSIONAL TRADING LLC (BWT1) T 0.500 May 31, 2013 EXMT USD 518 06/03/11 06/06/11 9919 - STIKER,EDWARD S. TAX TRD - GOVERNMENT BOND NY TRADING_TREASURIES 0 BREAKWATER TRADING seelaus701 06/03/11 BWT PROFESSIONAL TRADING LLC (BWT1) T 0.750 Mar 31, 2013 EXMT USD 40 06/03/11 06/06/11 9919 - STIKER,EDWARD S. TAX TRD - GOVERNMENT BOND NY TRADING_TREASURIES 0 BREAKWATER TRADING heslin702 06/03/11 RBS CORRELATION (RBSCL) Rate Switch Fixed/Float USD Payer 3.11 2021/06/07 USD 0 06/03/11 06/03/11 9919 - STIKER,EDWARD S. 1Q7QF NA SWAPS TRDG USD_SWAPS TOUSD 0 RBS SECURITIES oliverto703 06/03/11 KEPOS CAPITAL LP (KEPCP) Fixed/Float EUR Payer 3.50 2021/09/21 USD 0 06/03/11 06/03/11 10321 - STIKER/QUBBAJ HMJS2 EU SWAPS TRDG TOVSN TOVSN 0 KEPOS CAPITAL vaidshi704 06/06/11 ALPHADYNE ASSET MANAGEMENT,LLC (ALDP) T 1.000 May 15, 2014 EXMT USD 3,598 06/06/11 06/07/11 9919 - STIKER,EDWARD S. TAX TRD - GOVERNMENT BOND NY TRADING_TREASURIES 0 ALPHADYNE ASSET MANAGEMENT seelaus705 06/06/11 ALPHADYNE ASSET MANAGEMENT,LLC (ALDP) T 3.125 May 15, 2021 EXMT USD 2,554 06/06/11 06/07/11 9919 - STIKER,EDWARD S. TAX TRD - GOVERNMENT BOND NY TRADING_TREASURIES 0 ALPHADYNE ASSET MANAGEMENT seelaus706 06/06/11 ALPHADYNE ASSET MANAGEMENT,LLC (ALDP) T 1.000 May 15, 2014 EXMT USD 2,153 06/06/11 06/07/11 9919 - STIKER,EDWARD S. TAX TRD - GOVERNMENT BOND NY TRADING_TREASURIES 0 ALPHADYNE ASSET MANAGEMENT bedijaid707 06/06/11 ALPHADYNE ASSET MANAGEMENT,LLC (ALDP) T 4.375 May 15, 2041 EXMT USD 1,523 06/06/11 06/07/11 9919 - STIKER,EDWARD S. TAX TRD - GOVERNMENT BOND NY TRADING_TREASURIES 0 ALPHADYNE ASSET MANAGEMENT bedijaid708 06/06/11 BWT PROFESSIONAL TRADING LLC (BWT1) T 0.750 Aug 15, 2013 EXMT USD 266 06/06/11 06/07/11 9919 - STIKER,EDWARD S. TAX TRD - GOVERNMENT BOND NY TRADING_TREASURIES 0 BREAKWATER TRADING keitait709 06/06/11 BWT PROFESSIONAL TRADING LLC (BWT1) T 0.750 Aug 15, 2013 EXMT USD 266 06/06/11 06/07/11 9919 - STIKER,EDWARD S. TAX TRD - GOVERNMENT BOND NY TRADING_TREASURIES 0 BREAKWATER TRADING keitait710 06/06/11 BWT PROFESSIONAL TRADING LLC (BWT1) T 2.125 Feb 29, 2016 EXMT USD 250 06/06/11 06/07/11 9919 - STIKER,EDWARD S. TAX TRD - GOVERNMENT BOND NY TRADING_TREASURIES 0 BREAKWATER TRADING keitait711 06/06/11 BWT PROFESSIONAL TRADING LLC (BWT1) T 0.625 Dec 31, 2012 EXMT USD 100 06/06/11 06/07/11 9919 - STIKER,EDWARD S. TAX TRD - GOVERNMENT BOND NY TRADING_TREASURIES 0 BREAKWATER TRADING heslin712 06/06/11 BWT PROFESSIONAL TRADING LLC (BWT1) T 0.625 Dec 31, 2012 EXMT USD 100 06/06/11 06/07/11 9919 - STIKER,EDWARD S. TAX TRD - GOVERNMENT BOND NY TRADING_TREASURIES 0 BREAKWATER TRADING heslin713 06/06/11 BWT PROFESSIONAL TRADING LLC (BWT1) T 0.625 Dec 31, 2012 EXMT USD 100 06/06/11 06/07/11 9919 - STIKER,EDWARD S. TAX TRD - GOVERNMENT BOND NY TRADING_TREASURIES 0 BREAKWATER TRADING heslin714 06/06/11 METLIFE INSURANCE (M3U) CCS:Float/Float EUR Receiver 0.00 2014/06/30 USD 0 06/06/11 06/06/11 10321 - STIKER/QUBBAJ CJ3GF EU SWAPS TRDG TOLDN TOLDN 0 METLIFE felixd715 06/06/11 METLIFE INSURANCE (M3U) CCS:Float/Float EUR Receiver 0.00 2015/06/30 USD 0 06/06/11 06/06/11 10321 - STIKER/QUBBAJ CJ3GG EU SWAPS TRDG TOLDN TOLDN 0 METLIFE felixd716 06/07/11 ALPHADYNE ASSET MANAGEMENT,LLC (ALDP) T 1.000 May 15, 2014 EXMT USD 3,096 06/07/11 06/08/11 9919 - STIKER,EDWARD S. TAX TRD - GOVERNMENT BOND NY TRADING_TREASURIES 0 ALPHADYNE ASSET MANAGEMENT dimariaa717 06/07/11 ALPHADYNE ASSET MANAGEMENT (AOASM) Fixed/Float USD Receiver 1.00 2014/06/09 USD 853 06/07/11 06/07/11 9919 - STIKER,EDWARD S. 1Q80T NA SWAPS TRDG USD_SWAPS TOUSD 0 ALPHADYNE ASSET MANAGEMENT oliverto718 06/07/11 BWT PROFESSIONAL TRADING LLC (BWT1) T 3.125 Apr 30, 2017 EXMT USD 300 06/07/11 06/08/11 9919 - STIKER,EDWARD S. TAX TRD - GOVERNMENT BOND NY TRADING_TREASURIES 0 BREAKWATER TRADING keitait719 06/07/11 BWT PROFESSIONAL TRADING LLC (BWT1) T 0.750 Aug 15, 2013 EXMT USD 266 06/07/11 06/08/11 9919 - STIKER,EDWARD S. TAX TRD - GOVERNMENT BOND NY TRADING_TREASURIES 0 BREAKWATER TRADING keitait720 06/07/11 BWT PROFESSIONAL TRADING LLC (BWT1) T 0.625 Dec 31, 2012 EXMT USD 100 06/07/11 06/08/11 9919 - STIKER,EDWARD S. TAX TRD - GOVERNMENT BOND NY TRADING_TREASURIES 0 BREAKWATER TRADING heslin721 06/07/11 BWT PROFESSIONAL TRADING LLC (BWT1) T 0.625 Dec 31, 2012 EXMT USD 100 06/07/11 06/08/11 9919 - STIKER,EDWARD S. TAX TRD - GOVERNMENT BOND NY TRADING_TREASURIES 0 BREAKWATER TRADING heslin722 06/07/11 BWT PROFESSIONAL TRADING LLC (BWT1) T 2.625 Dec 31, 2014 EXMT USD 20 06/07/11 06/08/11 9919 - STIKER,EDWARD S. TAX TRD - GOVERNMENT BOND NY TRADING_TREASURIES 0 BREAKWATER TRADING keitait723 06/07/11 ALLIANCEBERNSTEIN (ALL7) B Aug 04, 2011 EXMT USD 0 06/07/11 06/07/11 9919 - STIKER,EDWARD S. FI CLIENT FINANCING - US TREASURY BILL BOOK 0 ALLIANCEBERNSTEIN swynne724 06/08/11 CONVEXITY CAPITAL MANAGEMENT, (CVEX) Swaption USD Long 3.00 2018/05/14 USD 1,875,000 06/09/11 06/08/11 9919 - STIKER,EDWARD S. SRNAT NA VOLATILITY TRADING LONG_DATED_VOL ACUSD 0 CONVEXITY CAPITAL MANAGEMENT leejoh725 06/08/11 CONVEXITY CAPITAL MANAGEMENT, (CVEX) Swaption JPY Long 1.66 2015/06/11 USD 343,750 06/15/11 06/08/11 9026 - TK INTL/STIKER EVRXS TK VOLATILITY TRADING TSJPY TSJPY 0 CONVEXITY CAPITAL MANAGEMENT asanom726 06/08/11 BREVAN HOWARD ASSET MANAGEMENT (BRNHW) Fixed/Float USD Receiver 3.19 2021/09/15 USD 75,000 06/15/11 06/08/11 9919 - STIKER,EDWARD S. 1Q88Q NA SWAPS TRDG USD_SWAPS TOUSD 0 BREVAN HOWARD julieg727 06/08/11 CONVEXITY CAPITAL MANAGEMENT, (CVEX) Swaption USD Short 2.18 2016/12/12 USD 26,600 06/09/11 06/08/11 11116 - STIKER/MACGILLIVRAY SRNA2 NA VOLATILITY TRADING LONG_DATED_VOL ACUSD 0 CONVEXITY CAPITAL MANAGEMENT rappliz728 06/08/11 CONVEXITY CAPITAL MANAGEMENT, (CVEX) Swaption USD Short 3.00 2016/05/12 USD 16,000 06/09/11 06/08/11 11116 - STIKER/MACGILLIVRAY SRNAR NA VOLATILITY TRADING LONG_DATED_VOL ACUSD 0 CONVEXITY CAPITAL MANAGEMENT leejoh729 06/08/11 ALPHADYNE ASSET MANAGEMENT,LLC (ALDP) T 2.375 May 31, 2018 EXMT USD 2,906 06/08/11 06/09/11 9919 - STIKER,EDWARD S. TAX TRD - GOVERNMENT BOND NY TRADING_TREASURIES 0 ALPHADYNE ASSET MANAGEMENT keitait730 06/08/11 ALPHADYNE ASSET MANAGEMENT,LLC (ALDP) T 1.750 May 31, 2016 EXMT USD 2,605 06/08/11 06/09/11 9919 - STIKER,EDWARD S. TAX TRD - GOVERNMENT BOND NY TRADING_TREASURIES 0 ALPHADYNE ASSET MANAGEMENT keitait731 06/08/11 ALPHADYNE ASSET MANAGEMENT (AOASM) Rate Switch Fixed/Float USD Payer 3.07 2021/06/10 USD 2,017 06/08/11 06/08/11 9919 - STIKER,EDWARD S. 1Q89E NA SWAPS TRDG USD_SWAPS TOUSD 0 ALPHADYNE ASSET MANAGEMENT oliverto732 06/08/11 ALPHADYNE ASSET MANAGEMENT,LLC (ALDP) T 3.125 May 15, 2021 EXMT USD 1,455 06/08/11 06/09/11 9919 - STIKER,EDWARD S. TAX TRD - GOVERNMENT BOND NY TRADING_TREASURIES 0 ALPHADYNE ASSET MANAGEMENT keitait733 06/08/11 ALPHADYNE ASSET MANAGEMENT,LLC (ALDP) T 1.750 May 31, 2016 EXMT USD 1,255 06/08/11 06/09/11 9919 - STIKER,EDWARD S. TAX TRD - GOVERNMENT BOND NY TRADING_TREASURIES 0 ALPHADYNE ASSET MANAGEMENT keitait734 06/08/11 BWT PROFESSIONAL TRADING LLC (BWT1) T 2.375 Sep 30, 2014 EXMT USD 375 06/08/11 06/09/11 9919 - STIKER,EDWARD S. TAX TRD - GOVERNMENT BOND NY TRADING_TREASURIES 0 BREAKWATER TRADING keitait735 06/08/11 BWT PROFESSIONAL TRADING LLC (BWT1) T 1.125 Jun 15, 2013 EXMT USD 316 06/08/11 06/09/11 9919 - STIKER,EDWARD S. TAX TRD - GOVERNMENT BOND NY TRADING_TREASURIES 0 BREAKWATER TRADING keitait736 06/08/11 BWT PROFESSIONAL TRADING LLC (BWT1) T 2.625 Dec 31, 2014 EXMT USD 270 06/08/11 06/09/11 9919 - STIKER,EDWARD S. TAX TRD - GOVERNMENT BOND NY TRADING_TREASURIES 0 BREAKWATER TRADING keitait737 06/08/11 BWT PROFESSIONAL TRADING LLC (BWT1) T 2.500 Apr 30, 2015 EXMT USD 250 06/08/11 06/09/11 9919 - STIKER,EDWARD S. TAX TRD - GOVERNMENT BOND NY TRADING_TREASURIES 0 BREAKWATER TRADING keitait738 06/08/11 BWT PROFESSIONAL TRADING LLC (BWT1) T 1.125 Jun 15, 2013 EXMT USD 240 06/08/11 06/09/11 9919 - STIKER,EDWARD S. TAX TRD - GOVERNMENT BOND NY TRADING_TREASURIES 0 BREAKWATER TRADING keitait739 06/08/11 BWT PROFESSIONAL TRADING LLC (BWT1) T 1.000 May 15, 2014 EXMT USD 220 06/08/11 06/09/11 9919 - STIKER,EDWARD S. TAX TRD - GOVERNMENT BOND NY TRADING_TREASURIES 0 BREAKWATER TRADING keitait740 06/08/11 BWT PROFESSIONAL TRADING LLC (BWT1) T 1.000 May 15, 2014 EXMT USD 220 06/08/11 06/09/11 9919 - STIKER,EDWARD S. TAX TRD - GOVERNMENT BOND NY TRADING_TREASURIES 0 BREAKWATER TRADING keitait741 06/08/11 BWT PROFESSIONAL TRADING LLC (BWT1) T 1.000 May 15, 2014 EXMT USD 168 06/08/11 06/09/11 9919 - STIKER,EDWARD S. TAX TRD - GOVERNMENT BOND NY TRADING_TREASURIES 0 BREAKWATER TRADING keitait742 06/08/11 BWT PROFESSIONAL TRADING LLC (BWT1) T 2.375 Feb 28, 2015 EXMT USD 160 06/08/11 06/09/11 9919 - STIKER,EDWARD S. TAX TRD - GOVERNMENT BOND NY TRADING_TREASURIES 0 BREAKWATER TRADING keitait743 06/08/11 BWT PROFESSIONAL TRADING LLC (BWT1) T 2.375 Feb 28, 2015 EXMT USD 160 06/08/11 06/09/11 9919 - STIKER,EDWARD S. TAX TRD - GOVERNMENT BOND NY TRADING_TREASURIES 0 BREAKWATER TRADING keitait744 06/08/11 BWT PROFESSIONAL TRADING LLC (BWT1) T 2.500 Mar 31, 2015 EXMT USD 75 06/08/11 06/09/11 9919 - STIKER,EDWARD S. TAX TRD - GOVERNMENT BOND NY TRADING_TREASURIES 0 BREAKWATER TRADING keitait745 06/08/11 BWT PROFESSIONAL TRADING LLC (BWT1) T 2.500 Apr 30, 2015 EXMT USD 25 06/08/11 06/09/11 9919 - STIKER,EDWARD S. TAX TRD - GOVERNMENT BOND NY TRADING_TREASURIES 0 BREAKWATER TRADING keitait746 06/08/11 BWT PROFESSIONAL TRADING LLC (BWT1) T 0.750 Jun 15, 2014 EXMT USD 11 06/08/11 06/15/11 9919 - STIKER,EDWARD S. TAX TRD - GOVERNMENT BOND NY TRADING_TREASURIES 0 BREAKWATER TRADING keitait747 06/08/11 KEPOS CAPITAL LP (KEPCP) Fixed/Float GBP Payer 2.75 2016/09/21 USD 0 06/08/11 06/08/11 10321 - STIKER/QUBBAJ HMK7P STERLING RATES TOSTG TOSTG 0 KEPOS CAPITAL leylawil748 06/08/11 RBS CORRELATION (RBSCL) Rate Switch Fixed/Float USD Receiver 1.76 2016/06/10 USD 0 06/08/11 06/08/11 9919 - STIKER,EDWARD S. 1Q89F NA SWAPS TRDG USD_SWAPS TOUSD 0 RBS SECURITIES oliverto749 06/08/11 CONVEXITY CAPITAL MANAGEMENT, (CVEX) Swaption USD Short 2.08 2014/10/21 Unwind USD 0 06/08/11 06/08/11 9919 - STIKER,EDWARD S. SRGQ1 NA VOLATILITY TRADING LONG_DATED_VOL ACUSD 0 CONVEXITY CAPITAL MANAGEMENT davidfl750 06/08/11 CONVEXITY CAPITAL MANAGEMENT, (CVEX) Swaption USD Short 2.83 2016/12/12 Unwind USD 0 06/08/11 06/08/11 9919 - STIKER,EDWARD S. SRESM NA VOLATILITY TRADING LONG_DATED_VOL ACUSD 0 CONVEXITY CAPITAL MANAGEMENT pergolad751 06/08/11 CONVEXITY CAPITAL MANAGEMENT, (CVEX) Swaption USD Long 2.06 2014/09/10 Unwind USD 0 06/08/11 06/08/11 9919 - STIKER,EDWARD S. SRH0P NA VOLATILITY TRADING LONG_DATED_VOL ACUSD 0 CONVEXITY CAPITAL MANAGEMENT davidfl752 06/08/11 CONVEXITY CAPITAL MANAGEMENT, (CVEX) Swaption USD Short 2.09 2013/08/06 Unwind USD 0 06/08/11 06/08/11 9919 - STIKER,EDWARD S. SRH0Z NA VOLATILITY TRADING LONG_DATED_VOL ACUSD 0 CONVEXITY CAPITAL MANAGEMENT davidfl753 06/09/11 CONVEXITY CAPITAL MANAGEMENT, (CVEX) Swaption USD Long 2.98 2018/06/13 USD 420,000 06/10/11 06/09/11 9919 - STIKER,EDWARD S. SRNBN NA VOLATILITY TRADING LONG_DATED_VOL ACUSD 0 CONVEXITY CAPITAL MANAGEMENT leejoh754 06/09/11 ALPHADYNE ASSET MANAGEMENT (AOASM) Fixed/Float USD Receiver 3.16 2021/07/26 USD 35,000 06/09/11 06/09/11 9919 - STIKER,EDWARD S. 1Q8HC NA VOLATILITY TRADING SHORT_DATED_VOL ACSTP 0 ALPHADYNE ASSET MANAGEMENT blakesc755 06/09/11 CONVEXITY CAPITAL MANAGEMENT, (CVEX) Fed Funds Float/Float USD Payer 0.00 2015/08/17 Unwind USD 25,000 06/13/11 06/09/11 9919 - STIKER,EDWARD S. YATYW NA SWAPS TRDG USD_SWAPS TOSCP 0 CONVEXITY CAPITAL MANAGEMENT jesion

756 06/09/11 NEKTAR ASSET MANAGEMENT (NKTR) Float/Float USD Receiver 0.00 2015/06/15 USD 10,000 06/13/11 06/09/11 9919 - STIKER,EDWARD S. 1Q8D6 NA SWAPS TRDG USD_SWAPS BASIS 0 BRUMMER - NEKTAR ASSET MANAGEMENT rahmloc757 06/09/11 ALPHADYNE ASSET MANAGEMENT,LLC (ALDP) T 3.125 May 15, 2021 EXMT USD 1,309 06/09/11 06/10/11 9919 - STIKER,EDWARD S. TAX TRD - GOVERNMENT BOND NY TRADING_TREASURIES 0 ALPHADYNE ASSET MANAGEMENT bedijaid758 06/09/11 ALPHADYNE ASSET MANAGEMENT,LLC (ALDP) T 4.375 May 15, 2041 EXMT USD 1,305 06/09/11 06/10/11 9919 - STIKER,EDWARD S. TAX TRD - GOVERNMENT BOND NY TRADING_TREASURIES 0 ALPHADYNE ASSET MANAGEMENT bedijaid759 06/09/11 ALPHADYNE ASSET MANAGEMENT,LLC (ALDP) T 4.375 May 15, 2041 EXMT USD 900 06/09/11 06/10/11 9919 - STIKER,EDWARD S. TAX TRD - GOVERNMENT BOND NY TRADING_TREASURIES 0 ALPHADYNE ASSET MANAGEMENT bedijaid760 06/09/11 BWT PROFESSIONAL TRADING LLC (BWT1) T 0.750 Jun 15, 2014 EXMT USD 216 06/09/11 06/15/11 9919 - STIKER,EDWARD S. TAX TRD - GOVERNMENT BOND NY TRADING_TREASURIES 0 BREAKWATER TRADING keitait761 06/09/11 BWT PROFESSIONAL TRADING LLC (BWT1) T 2.125 Nov 30, 2014 EXMT USD 180 06/09/11 06/10/11 9919 - STIKER,EDWARD S. TAX TRD - GOVERNMENT BOND NY TRADING_TREASURIES 0 BREAKWATER TRADING keitait762 06/09/11 BWT PROFESSIONAL TRADING LLC (BWT1) T 2.125 Nov 30, 2014 EXMT USD 180 06/09/11 06/10/11 9919 - STIKER,EDWARD S. TAX TRD - GOVERNMENT BOND NY TRADING_TREASURIES 0 BREAKWATER TRADING keitait763 06/09/11 BWT PROFESSIONAL TRADING LLC (BWT1) T 1.000 May 15, 2014 EXMT USD 173 06/09/11 06/10/11 9919 - STIKER,EDWARD S. TAX TRD - GOVERNMENT BOND NY TRADING_TREASURIES 0 BREAKWATER TRADING keitait764 06/09/11 BWT PROFESSIONAL TRADING LLC (BWT1) T 2.125 Nov 30, 2014 EXMT USD 173 06/09/11 06/10/11 9919 - STIKER,EDWARD S. TAX TRD - GOVERNMENT BOND NY TRADING_TREASURIES 0 BREAKWATER TRADING keitait765 06/09/11 BWT PROFESSIONAL TRADING LLC (BWT1) T 2.375 Sep 30, 2014 EXMT USD 75 06/09/11 06/10/11 9919 - STIKER,EDWARD S. TAX TRD - GOVERNMENT BOND NY TRADING_TREASURIES 0 BREAKWATER TRADING keitait766 06/09/11 CONVEXITY CAPITAL MANAGEMENT, (CVEX) TII 2.375 Jan 15, 2025 EXMT USD 0 06/09/11 06/10/11 9026 - TK INTL/STIKER NA INFLATION TRADING VOLATILITY_OTHER 0 CONVEXITY CAPITAL MANAGEMENT msncrich767 06/09/11 CONVEXITY CAPITAL MANAGEMENT, (CVEX) TII 1.125 Jan 15, 2021 EXMT USD 0 06/09/11 06/10/11 9026 - TK INTL/STIKER NA INFLATION TRADING VOLATILITY_OTHER 0 CONVEXITY CAPITAL MANAGEMENT msncrich768 06/09/11 CONVEXITY CAPITAL MANAGEMENT, (CVEX) TII 1.375 Jul 15, 2018 EXMT USD 0 06/09/11 06/10/11 9919 - STIKER,EDWARD S. NA INFLATION TRADING VOLATILITY_OTHER 0 CONVEXITY CAPITAL MANAGEMENT msncrich769 06/10/11 CONVEXITY CAPITAL MANAGEMENT, (CVEX) Swaption USD Long 2.02 2015/04/13 USD 2,578,000 06/13/11 06/10/11 9919 - STIKER,EDWARD S. SRNDP NA VOLATILITY TRADING LONG_DATED_VOL ACUSD 0 CONVEXITY CAPITAL MANAGEMENT rappliz770 06/10/11 CONVEXITY CAPITAL MANAGEMENT, (CVEX) Swaption JPY Short 0.65 2015/06/12 USD 171,875 06/15/11 06/10/11 9026 - TK INTL/STIKER EVRZ9 TK VOLATILITY TRADING TSJPY TSJPY 0 CONVEXITY CAPITAL MANAGEMENT asanom771 06/10/11 CONVEXITY CAPITAL MANAGEMENT, (CVEX) RealRate(bond)/Float USD Payer 1.12 2021/01/15 USD 25,000 06/10/11 06/10/11 9919 - STIKER,EDWARD S. EQXT1 NA INFLATION TRADING VOLATILITY_OTHER TOTIP 0 CONVEXITY CAPITAL MANAGEMENT msncrich772 06/10/11 ALPHADYNE ASSET MANAGEMENT (AOASM) Spread Switch Fixed/Float USD Payer 1.80 2016/06/14 USD 12,000 06/13/11 06/10/11 9919 - STIKER,EDWARD S. 1Q8TG NA SWAPS TRDG USD_SWAPS TOUSD 0 ALPHADYNE ASSET MANAGEMENT julieg773 06/10/11 ALPHADYNE ASSET MANAGEMENT (AOASM) Spread Switch Fixed/Float USD Receiver 3.08 2021/06/14 USD 12,000 06/13/11 06/10/11 9919 - STIKER,EDWARD S. 1Q8TH NA SWAPS TRDG USD_SWAPS TOUSD 0 ALPHADYNE ASSET MANAGEMENT julieg774 06/10/11 ALPHADYNE ASSET MANAGEMENT (AOASM) Swap Spread Fixed/Float USD Receiver 3.93 2041/06/14 USD 11,250 06/13/11 06/10/11 9919 - STIKER,EDWARD S. 1Q8TJ NA SWAPS TRDG USD_SWAPS TOUSD 0 ALPHADYNE ASSET MANAGEMENT julieg775 06/10/11 BWT PROFESSIONAL TRADING LLC (BWT1) T 3.125 Sep 30, 2013 EXMT USD 300 06/10/11 06/13/11 9919 - STIKER,EDWARD S. TAX TRD - GOVERNMENT BOND NY TRADING_TREASURIES 0 BREAKWATER TRADING seelaus776 06/10/11 BWT PROFESSIONAL TRADING LLC (BWT1) T 1.000 Jul 15, 2013 EXMT USD 280 06/10/11 06/13/11 9919 - STIKER,EDWARD S. TAX TRD - GOVERNMENT BOND NY TRADING_TREASURIES 0 BREAKWATER TRADING sullsean777 06/10/11 BWT PROFESSIONAL TRADING LLC (BWT1) T 1.000 Jul 15, 2013 EXMT USD 280 06/10/11 06/13/11 9919 - STIKER,EDWARD S. TAX TRD - GOVERNMENT BOND NY TRADING_TREASURIES 0 BREAKWATER TRADING sullsean778 06/10/11 BWT PROFESSIONAL TRADING LLC (BWT1) T 2.375 Feb 28, 2015 EXMT USD 115 06/10/11 06/13/11 9919 - STIKER,EDWARD S. TAX TRD - GOVERNMENT BOND NY TRADING_TREASURIES 0 BREAKWATER TRADING seelaus779 06/10/11 KEPOS CAPITAL LP (KEPCP) Fixed/Float GBP Payer 2.00 2014/09/22 USD 0 06/10/11 06/10/11 10321 - STIKER/QUBBAJ HMKTQ STERLING RATES TOSTG TOSTG 0 KEPOS CAPITAL leylawil780 06/10/11 ALPHADYNE ASSET MANAGEMENT (AOASM) T 1.750 May 31, 2016 EXMT USD 0 06/13/11 06/13/11 9919 - STIKER,EDWARD S. NA SWAPS TRDG USD_SWAPS 0 ALPHADYNE ASSET MANAGEMENT julieg781 06/10/11 ALPHADYNE ASSET MANAGEMENT (AOASM) T 3.125 May 15, 2021 EXMT USD 0 06/13/11 06/13/11 9919 - STIKER,EDWARD S. NA SWAPS TRDG USD_SWAPS 0 ALPHADYNE ASSET MANAGEMENT julieg782 06/10/11 ALPHADYNE ASSET MANAGEMENT (AOASM) T 4.375 May 15, 2041 EXMT USD 0 06/13/11 06/13/11 9919 - STIKER,EDWARD S. NA SWAPS TRDG USD_SWAPS 0 ALPHADYNE ASSET MANAGEMENT julieg783 06/10/11 CONVEXITY CAPITAL MANAGEMENT, (CVEX) Swaption USD Long 2.76 2014/12/29 Unwind USD 0 06/10/11 06/10/11 9919 - STIKER,EDWARD S. SRF98 NA VOLATILITY TRADING LONG_DATED_VOL ACUSD 0 CONVEXITY CAPITAL MANAGEMENT davidfl784 06/10/11 CONVEXITY CAPITAL MANAGEMENT, (CVEX) Swaption USD Short 2.08 2014/12/15 Unwind USD 0 06/10/11 06/10/11 9919 - STIKER,EDWARD S. SRHCK NA VOLATILITY TRADING LONG_DATED_VOL ACUSD 0 CONVEXITY CAPITAL MANAGEMENT davidfl785 06/10/11 CONVEXITY CAPITAL MANAGEMENT, (CVEX) Swaption USD Short 2.49 2015/11/23 Unwind USD 0 06/10/11 06/10/11 9919 - STIKER,EDWARD S. SREBR NA VOLATILITY TRADING LONG_DATED_VOL ACUSD 0 CONVEXITY CAPITAL MANAGEMENT pergolad786 06/10/11 CONVEXITY CAPITAL MANAGEMENT, (CVEX) Swaption USD Long 2.96 2015/12/14 Unwind USD 0 06/10/11 06/10/11 9919 - STIKER,EDWARD S. SRET8 NA VOLATILITY TRADING LONG_DATED_VOL ACUSD 0 CONVEXITY CAPITAL MANAGEMENT pergolad787 06/10/11 CONVEXITY CAPITAL MANAGEMENT, (CVEX) Swaption USD Short 2.56 2015/11/23 Unwind USD 0 06/10/11 06/10/11 9919 - STIKER,EDWARD S. SREAT NA VOLATILITY TRADING LONG_DATED_VOL ACUSD 0 CONVEXITY CAPITAL MANAGEMENT pergolad788 06/10/11 CONVEXITY CAPITAL MANAGEMENT, (CVEX) Swaption USD Short 2.76 2014/12/29 Unwind USD 0 06/10/11 06/10/11 9919 - STIKER,EDWARD S. SRH36 NA VOLATILITY TRADING LONG_DATED_VOL ACUSD 0 CONVEXITY CAPITAL MANAGEMENT davidfl789 06/10/11 CONVEXITY CAPITAL MANAGEMENT, (CVEX) Swaption USD Long 2.49 2015/11/23 Unwind USD 0 06/10/11 06/10/11 9919 - STIKER,EDWARD S. SREBQ NA VOLATILITY TRADING LONG_DATED_VOL ACUSD 0 CONVEXITY CAPITAL MANAGEMENT pergolad790 06/10/11 BARCLAYS BANK ARBITRAGE DESK (BABAA) Fixed/Float EUR Receiver 2.62 2050/04/29 Unwind USD 0 06/10/11 06/10/11 11116 - STIKER/MACGILLIVRAY HKH2B EU SWAPS TRDG TOXEU TOXEU 0 BARCLAYS BANK vaidshi791 06/10/11 BARCLAYS BANK ARBITRAGE DESK (BABAA) Fixed/Float EUR Payer 2.71 2040/04/30 Unwind USD 0 06/10/11 06/10/11 11116 - STIKER/MACGILLIVRAY HKH2A EU SWAPS TRDG TOXEU TOXEU 0 BARCLAYS BANK vaidshi792 06/13/11 BREVAN HOWARD ASSET MANAGEMENT (BREVN) USD 1.9 BN 12/14/2011 FORMULA USD 237,000 06/13/11 06/13/11 9919 - STIKER,EDWARD S. SRND6 NA VOLATILITY TRADING LONG_DATED_VOL ACUSD 0 BREVAN HOWARD793 06/13/11 CONVEXITY CAPITAL MANAGEMENT, (CVEX) Swaption JPY Long 1.24 2019/06/17 USD 171,875 06/15/11 06/13/11 9026 - TK INTL/STIKER EVRZJ TK VOLATILITY TRADING TSJPY TSJPY 0 CONVEXITY CAPITAL MANAGEMENT asanom794 06/13/11 ALPHADYNE ASSET MANAGEMENT,LLC (ALDP) T 0.500 May 31, 2013 EXMT USD 3,838 06/13/11 06/14/11 9919 - STIKER,EDWARD S. TAX TRD - GOVERNMENT BOND NY TRADING_TREASURIES 0 ALPHADYNE ASSET MANAGEMENT seelaus795 06/13/11 ALPHADYNE ASSET MANAGEMENT,LLC (ALDP) T 3.125 May 15, 2021 EXMT USD 1,819 06/13/11 06/14/11 9919 - STIKER,EDWARD S. TAX TRD - GOVERNMENT BOND NY TRADING_TREASURIES 0 ALPHADYNE ASSET MANAGEMENT seelaus796 06/13/11 BWT PROFESSIONAL TRADING LLC (BWT1) T 3.250 Dec 31, 2016 EXMT USD 5 06/13/11 06/14/11 9919 - STIKER,EDWARD S. TAX TRD - GOVERNMENT BOND NY TRADING_TREASURIES 0 BREAKWATER TRADING seelaus797 06/13/11 ALLIANCEBERNSTEIN (ALL7) B Aug 04, 2011 EXMT USD 0 06/13/11 06/13/11 9919 - STIKER,EDWARD S. FI CLIENT FINANCING - US TREASURY BILL BOOK 0 ALLIANCEBERNSTEIN swynne798 06/13/11 CONVEXITY CAPITAL MANAGEMENT, (CVEX) Swaption USD Long 2.31 2014/12/19 Unwind USD 0 06/13/11 06/13/11 9919 - STIKER,EDWARD S. SRF2B NA VOLATILITY TRADING LONG_DATED_VOL ACUSD 0 CONVEXITY CAPITAL MANAGEMENT davidfl799 06/13/11 CONVEXITY CAPITAL MANAGEMENT, (CVEX) Swaption USD Short 2.31 2014/12/19 Unwind USD 0 06/13/11 06/13/11 9919 - STIKER,EDWARD S. SRGRV NA VOLATILITY TRADING SHORT_DATED_VOL ACSTP 0 CONVEXITY CAPITAL MANAGEMENT ayres800 06/14/11 BREVAN HOWARD ASSET MANAGEMENT (BRNHW) Fixed/Float USD Payer 0.57 2012/09/19 USD 34,900 06/15/11 06/14/11 9919 - STIKER,EDWARD S. 1Q912 NA SWAPS TRDG USD_SWAPS TOUSD 0 BREVAN HOWARD oliverto801 06/14/11 BREVAN HOWARD ASSET MANAGEMENT (BRNHW) Fixed/Float USD Payer 0.92 2013/03/20 USD 28,100 06/15/11 06/14/11 9919 - STIKER,EDWARD S. 1Q913 NA SWAPS TRDG USD_SWAPS TOUSD 0 BREVAN HOWARD oliverto802 06/14/11 ALPHADYNE ASSET MANAGEMENT (AOASM) Fixed/Float USD Payer 1.92 2016/06/16 USD 2,433 06/14/11 06/14/11 9919 - STIKER,EDWARD S. 1Q91Z NA SWAPS TRDG USD_SWAPS TOUSD 0 ALPHADYNE ASSET MANAGEMENT oliverto803 06/14/11 BWT PROFESSIONAL TRADING LLC (BWT1) T 0.500 Nov 15, 2013 EXMT USD 644 06/14/11 06/15/11 9919 - STIKER,EDWARD S. TAX TRD - GOVERNMENT BOND NY TRADING_TREASURIES 0 BREAKWATER TRADING seelaus804 06/14/11 BWT PROFESSIONAL TRADING LLC (BWT1) T 0.750 Dec 15, 2013 EXMT USD 620 06/14/11 06/15/11 9919 - STIKER,EDWARD S. TAX TRD - GOVERNMENT BOND NY TRADING_TREASURIES 0 BREAKWATER TRADING seelaus805 06/14/11 BWT PROFESSIONAL TRADING LLC (BWT1) T 1.000 Jul 15, 2013 EXMT USD 600 06/14/11 06/15/11 9919 - STIKER,EDWARD S. TAX TRD - GOVERNMENT BOND NY TRADING_TREASURIES 0 BREAKWATER TRADING seelaus806 06/14/11 BWT PROFESSIONAL TRADING LLC (BWT1) T 0.500 Oct 15, 2013 EXMT USD 516 06/14/11 06/15/11 9919 - STIKER,EDWARD S. TAX TRD - GOVERNMENT BOND NY TRADING_TREASURIES 0 BREAKWATER TRADING seelaus807 06/14/11 BWT PROFESSIONAL TRADING LLC (BWT1) T 0.750 Dec 15, 2013 EXMT USD 500 06/14/11 06/15/11 9919 - STIKER,EDWARD S. TAX TRD - GOVERNMENT BOND NY TRADING_TREASURIES 0 BREAKWATER TRADING seelaus808 06/14/11 BWT PROFESSIONAL TRADING LLC (BWT1) T 0.750 Dec 15, 2013 EXMT USD 480 06/14/11 06/15/11 9919 - STIKER,EDWARD S. TAX TRD - GOVERNMENT BOND NY TRADING_TREASURIES 0 BREAKWATER TRADING seelaus809 06/14/11 BWT PROFESSIONAL TRADING LLC (BWT1) T 0.750 Dec 15, 2013 EXMT USD 480 06/14/11 06/15/11 9919 - STIKER,EDWARD S. TAX TRD - GOVERNMENT BOND NY TRADING_TREASURIES 0 BREAKWATER TRADING seelaus810 06/14/11 BWT PROFESSIONAL TRADING LLC (BWT1) T 0.750 Dec 15, 2013 EXMT USD 480 06/14/11 06/15/11 9919 - STIKER,EDWARD S. TAX TRD - GOVERNMENT BOND NY TRADING_TREASURIES 0 BREAKWATER TRADING seelaus811 06/14/11 BWT PROFESSIONAL TRADING LLC (BWT1) T 0.500 Oct 15, 2013 EXMT USD 20 06/14/11 06/15/11 9919 - STIKER,EDWARD S. TAX TRD - GOVERNMENT BOND NY TRADING_TREASURIES 0 BREAKWATER TRADING seelaus812 06/14/11 ALLIANCEBERNSTEIN (ALL7) B Aug 18, 2011 EXMT USD 0 06/14/11 06/14/11 9919 - STIKER,EDWARD S. FI CLIENT FINANCING - US TREASURY BILL BOOK 0 ALLIANCEBERNSTEIN swynne813 06/14/11 ALLIANCEBERNSTEIN (ALL7) B Aug 04, 2011 EXMT USD 0 06/14/11 06/14/11 9919 - STIKER,EDWARD S. FI CLIENT FINANCING - US TREASURY BILL BOOK 0 ALLIANCEBERNSTEIN swynne814 06/14/11 ALLIANCEBERNSTEIN (ALL7) B Jul 14, 2011 EXMT USD 0 06/14/11 06/14/11 9919 - STIKER,EDWARD S. FI CLIENT FINANCING - US TREASURY BILL BOOK 0 ALLIANCEBERNSTEIN swynne815 06/14/11 NEKTAR ASSET MANAGEMENT (NKTR) TII 1.875 Jul 15, 2019 EXMT USD 0 06/14/11 06/15/11 9919 - STIKER,EDWARD S. NA INFLATION TRADING VOLATILITY_OTHER 0 BRUMMER - NEKTAR ASSET MANAGEMENT msncrich816 06/14/11 CONVEXITY CAPITAL MANAGEMENT, (CVEX) Swaption USD Short 2.22 2014/12/16 Unwind USD 0 06/14/11 06/14/11 9919 - STIKER,EDWARD S. SRH4X NA VOLATILITY TRADING LONG_DATED_VOL ACUSD 0 CONVEXITY CAPITAL MANAGEMENT davidfl817 06/14/11 ELEMENT CAPITAL (ELMC) OIS Fixed/Float EUR Payer 1.16 2011/07/13 USD 0 06/14/11 06/14/11 10321 - STIKER/QUBBAJ HMM6T EU SWAPS TRDG STEUR STEUR 0 ELEMENT CAPITAL eatonm818 06/15/11 CONVEXITY CAPITAL MANAGEMENT, (CVEX) CONVEXITY TRADE PACKAGE DELTA USD 50,000 06/15/11 06/15/11 9919 - STIKER,EDWARD S. NA SWAPS TRDG USD_SWAPS 0 CONVEXITY CAPITAL MANAGEMENT819 06/15/11 ALPHADYNE ASSET MANAGEMENT (AOASM) Swaption USD Short 3.57 2021/07/21 USD 33,000 06/15/11 06/15/11 9919 - STIKER,EDWARD S. SRNHJ NA VOLATILITY TRADING SHORT_DATED_VOL ACSTP 0 ALPHADYNE ASSET MANAGEMENT ayres820 06/15/11 NEKTAR ASSET MANAGEMENT AB (NKTAE) RealRate(bond)/Float USD Payer 1.87 2019/07/15 USD 10,000 06/16/11 06/15/11 9919 - STIKER,EDWARD S. EQXTY NA INFLATION TRADING VOLATILITY_OTHER TOTIP 0 BRUMMER - NEKTAR ASSET MANAGEMENT msncrich821 06/15/11 ALPHADYNE ASSET MANAGEMENT,LLC (ALDP) T 2.375 May 31, 2018 EXMT USD 2,933 06/15/11 06/16/11 9919 - STIKER,EDWARD S. TAX TRD - GOVERNMENT BOND NY TRADING_TREASURIES 0 ALPHADYNE ASSET MANAGEMENT keitait822 06/15/11 ALPHADYNE ASSET MANAGEMENT,LLC (ALDP) T 1.750 May 31, 2016 EXMT USD 2,625 06/15/11 06/16/11 9919 - STIKER,EDWARD S. TAX TRD - GOVERNMENT BOND NY TRADING_TREASURIES 0 ALPHADYNE ASSET MANAGEMENT keitait823 06/15/11 BWT PROFESSIONAL TRADING LLC (BWT1) T 1.000 Jul 15, 2013 EXMT USD 560 06/15/11 06/16/11 9919 - STIKER,EDWARD S. TAX TRD - GOVERNMENT BOND NY TRADING_TREASURIES 0 BREAKWATER TRADING heslin824 06/15/11 BWT PROFESSIONAL TRADING LLC (BWT1) T 0.750 Aug 15, 2013 EXMT USD 110 06/15/11 06/16/11 9919 - STIKER,EDWARD S. TAX TRD - GOVERNMENT BOND NY TRADING_TREASURIES 0 BREAKWATER TRADING heslin825 06/15/11 BWT PROFESSIONAL TRADING LLC (BWT1) T 2.125 May 31, 2015 EXMT USD 18 06/15/11 06/16/11 9919 - STIKER,EDWARD S. TAX TRD - GOVERNMENT BOND NY TRADING_TREASURIES 0 BREAKWATER TRADING keitait826 06/15/11 BWT PROFESSIONAL TRADING LLC (BWT1) T 1.750 May 31, 2016 EXMT USD 13 06/15/11 06/16/11 9919 - STIKER,EDWARD S. TAX TRD - GOVERNMENT BOND NY TRADING_TREASURIES 0 BREAKWATER TRADING keitait827 06/15/11 BWT PROFESSIONAL TRADING LLC (BWT1) T 2.500 Apr 30, 2015 EXMT USD 3 06/15/11 06/16/11 9919 - STIKER,EDWARD S. TAX TRD - GOVERNMENT BOND NY TRADING_TREASURIES 0 BREAKWATER TRADING keitait828 06/15/11 KEPOS CAPITAL LP (KEPCP) Fixed/Float GBP Receiver 3.00 2018/09/21 USD 0 06/15/11 06/15/11 10321 - STIKER/QUBBAJ HMMM3 STERLING RATES TOSTG TOSTG 0 KEPOS CAPITAL leylawil829 06/15/11 ALLIANCEBERNSTEIN (ALL7) B Aug 18, 2011 EXMT USD 0 06/15/11 06/15/11 9919 - STIKER,EDWARD S. FI CLIENT FINANCING - US TREASURY BILL BOOK 0 ALLIANCEBERNSTEIN swynne830 06/16/11 BREVAN HOWARD ASSET MANAGEMENT (BRNHW) Fixed/Float USD Receiver 0.63 2013/03/20 USD 22,500 06/24/11 06/16/11 9919 - STIKER,EDWARD S. 1Q98W NA SWAPS TRDG USD_SWAPS TOUSD 0 BREVAN HOWARD pariente831 06/16/11 BWT PROFESSIONAL TRADING LLC (BWT1) T 1.000 Jul 15, 2013 EXMT USD 460 06/16/11 06/17/11 9919 - STIKER,EDWARD S. TAX TRD - GOVERNMENT BOND NY TRADING_TREASURIES 0 BREAKWATER TRADING heslin832 06/16/11 BWT PROFESSIONAL TRADING LLC (BWT1) T 1.000 Jul 15, 2013 EXMT USD 460 06/16/11 06/17/11 9919 - STIKER,EDWARD S. TAX TRD - GOVERNMENT BOND NY TRADING_TREASURIES 0 BREAKWATER TRADING heslin833 06/16/11 BWT PROFESSIONAL TRADING LLC (BWT1) T 0.500 Nov 15, 2013 EXMT USD 400 06/16/11 06/17/11 9919 - STIKER,EDWARD S. TAX TRD - GOVERNMENT BOND NY TRADING_TREASURIES 0 BREAKWATER TRADING keitait834 06/16/11 BWT PROFESSIONAL TRADING LLC (BWT1) T 1.000 Jan 15, 2014 EXMT USD 300 06/16/11 06/17/11 9919 - STIKER,EDWARD S. TAX TRD - GOVERNMENT BOND NY TRADING_TREASURIES 0 BREAKWATER TRADING keitait835 06/16/11 BWT PROFESSIONAL TRADING LLC (BWT1) T 0.500 Nov 15, 2013 EXMT USD 248 06/16/11 06/17/11 9919 - STIKER,EDWARD S. TAX TRD - GOVERNMENT BOND NY TRADING_TREASURIES 0 BREAKWATER TRADING keitait836 06/16/11 BWT PROFESSIONAL TRADING LLC (BWT1) T 3.125 Sep 30, 2013 EXMT USD 100 06/16/11 06/17/11 9919 - STIKER,EDWARD S. TAX TRD - GOVERNMENT BOND NY TRADING_TREASURIES 0 BREAKWATER TRADING keitait837 06/16/11 BWT PROFESSIONAL TRADING LLC (BWT1) T 3.125 Sep 30, 2013 EXMT USD 100 06/16/11 06/17/11 9919 - STIKER,EDWARD S. TAX TRD - GOVERNMENT BOND NY TRADING_TREASURIES 0 BREAKWATER TRADING keitait838 06/16/11 BWT PROFESSIONAL TRADING LLC (BWT1) T 0.750 Jun 15, 2014 EXMT USD 4 06/16/11 06/17/11 9919 - STIKER,EDWARD S. TAX TRD - GOVERNMENT BOND NY TRADING_TREASURIES 0 BREAKWATER TRADING keitait839 06/16/11 BWT PROFESSIONAL TRADING LLC (BWT1) T 0.750 Jun 15, 2014 EXMT USD 1 06/16/11 06/17/11 9919 - STIKER,EDWARD S. TAX TRD - GOVERNMENT BOND NY TRADING_TREASURIES 0 BREAKWATER TRADING keitait840 06/16/11 GOLDMAN SACHS ASSET MANAGEMENT (GMANA) Fixed/Float EUR Receiver 3.50 2020/06/15 StepInTrade USD 0 06/16/11 06/16/11 10321 - STIKER/QUBBAJ HMMZ7 EU SWAPS TRDG TOXEU TOXEU 0 GOLDMAN SACHS ASSET MANAGEMENT vaidshi841 06/16/11 GOLDMAN SACHS ASSET MANAGEMENT (GMANA) Fixed/Float EUR Payer 3.50 2020/06/15 StepInTrade USD 0 06/16/11 06/16/11 10321 - STIKER/QUBBAJ HMMZ5 EU SWAPS TRDG TOXEU TOXEU 0 GOLDMAN SACHS ASSET MANAGEMENT vaidshi842 06/16/11 GOLDMAN SACHS ASSET MANAGEMENT (GMANA) Fixed/Float EUR Receiver 3.50 2020/06/15 StepInTrade USD 0 06/16/11 06/16/11 10321 - STIKER/QUBBAJ HMMZ8 EU SWAPS TRDG TOXEU TOXEU 0 GOLDMAN SACHS ASSET MANAGEMENT vaidshi843 06/16/11 GOLDMAN SACHS ASSET MANAGEMENT (GMANA) Fixed/Float EUR Payer 3.50 2020/06/15 Unwind USD 0 06/16/11 06/16/11 10321 - STIKER/QUBBAJ HMKG3 EU SWAPS TRDG TOXEU TOXEU 0 GOLDMAN SACHS ASSET MANAGEMENT bfaisal844 06/16/11 KEPOS CAPITAL LP (KEPCP) Rate Butterfly Fixed/Float EUR Payer 2.50 2014/09/22 USD 0 06/16/11 06/16/11 10321 - STIKER/QUBBAJ HMMX0 EU SWAPS TRDG TOVSN TOVSN 0 KEPOS CAPITAL vaidshi845 06/16/11 GOLDMAN SACHS ASSET MANAGEMENT (GMANA) Fixed/Float EUR Receiver 3.50 2020/06/15 StepInTrade USD 0 06/16/11 06/16/11 10321 - STIKER/QUBBAJ HMMZ6 EU SWAPS TRDG TOXEU TOXEU 0 GOLDMAN SACHS ASSET MANAGEMENT vaidshi846 06/16/11 GOLDMAN SACHS ASSET MANAGEMENT (GMANA) Fixed/Float EUR Payer 3.50 2020/06/15 StepInTrade USD 0 06/16/11 06/16/11 10321 - STIKER/QUBBAJ HMMZ3 EU SWAPS TRDG TOXEU TOXEU 0 GOLDMAN SACHS ASSET MANAGEMENT vaidshi847 06/16/11 GOLDMAN SACHS ASSET MANAGEMENT (GMANA) Fixed/Float EUR Payer 3.50 2020/06/15 StepInTrade USD 0 06/16/11 06/16/11 10321 - STIKER/QUBBAJ HMMZ2 EU SWAPS TRDG TOXEU TOXEU 0 GOLDMAN SACHS ASSET MANAGEMENT vaidshi848 06/16/11 GOLDMAN SACHS ASSET MANAGEMENT (GMANA) Fixed/Float EUR Receiver 3.50 2020/06/15 Unwind USD 0 06/16/11 06/16/11 10321 - STIKER/QUBBAJ HMKG2 EU SWAPS TRDG TOXEU TOXEU 0 GOLDMAN SACHS ASSET MANAGEMENT bfaisal849 06/16/11 GOLDMAN SACHS ASSET MANAGEMENT (GMANA) Fixed/Float EUR Receiver 3.50 2020/06/15 Unwind USD 0 06/16/11 06/16/11 10321 - STIKER/QUBBAJ HMFDM EU SWAPS TRDG TOXEU TOXEU 0 GOLDMAN SACHS ASSET MANAGEMENT vaidshi850 06/16/11 GOLDMAN SACHS ASSET MANAGEMENT (GMANA) Fixed/Float EUR Payer 3.50 2020/06/15 Unwind USD 0 06/16/11 06/16/11 10321 - STIKER/QUBBAJ HMFDK EU SWAPS TRDG TOXEU TOXEU 0 GOLDMAN SACHS ASSET MANAGEMENT vaidshi851 06/16/11 GOLDMAN SACHS ASSET MANAGEMENT (GMANA) Fixed/Float EUR Payer 3.50 2020/06/15 StepInTrade USD 0 06/16/11 06/16/11 10321 - STIKER/QUBBAJ HMMZ9 EU SWAPS TRDG TOXEU TOXEU 0 GOLDMAN SACHS ASSET MANAGEMENT vaidshi852 06/16/11 GOLDMAN SACHS ASSET MANAGEMENT (GMANA) Fixed/Float EUR Receiver 3.50 2020/06/15 StepInTrade USD 0 06/16/11 06/16/11 10321 - STIKER/QUBBAJ HMMZ4 EU SWAPS TRDG TOXEU TOXEU 0 GOLDMAN SACHS ASSET MANAGEMENT vaidshi853 06/16/11 KEPOS CAPITAL LP (KEPCP) Rate Butterfly Fixed/Float EUR Receiver 3.50 2021/09/21 USD 0 06/16/11 06/16/11 10321 - STIKER/QUBBAJ HMMX1 EU SWAPS TRDG TOVSN TOVSN 0 KEPOS CAPITAL vaidshi854 06/17/11 BREVAN HOWARD ASSET MANAGEMENT (BREVN) Swaption JPY Short 2.00 2017/04/12 USD 155,000 06/21/11 06/17/11 9919 - STIKER,EDWARD S. EVRZW TK VOLATILITY TRADING TSJPY TSJPY 0 BREVAN HOWARD asanom855 06/17/11 CONVEXITY CAPITAL MANAGEMENT, (CVEX) SP Nov 15, 2021 EXMT USD 5,610 06/17/11 06/20/11 9919 - STIKER,EDWARD S. TAX TRD - GOVERNMENT BOND NY TRADING_TREASURIES 0 CONVEXITY CAPITAL MANAGEMENT brianv856 06/17/11 CONVEXITY CAPITAL MANAGEMENT, (CVEX) S Aug 15, 2025 EXMT USD 5,580 06/17/11 06/20/11 9919 - STIKER,EDWARD S. TAX TRD - GOVERNMENT BOND NY TRADING_TREASURIES 0 CONVEXITY CAPITAL MANAGEMENT brianv857 06/17/11 ALPHADYNE ASSET MANAGEMENT,LLC (ALDP) T 1.750 May 31, 2016 EXMT USD 1,900 06/17/11 06/20/11 9919 - STIKER,EDWARD S. TAX TRD - GOVERNMENT BOND NY TRADING_TREASURIES 0 ALPHADYNE ASSET MANAGEMENT keitait858 06/17/11 ALPHADYNE ASSET MANAGEMENT,LLC (ALDP) T 3.125 May 15, 2021 EXMT USD 1,594 06/17/11 06/20/11 9919 - STIKER,EDWARD S. TAX TRD - GOVERNMENT BOND NY TRADING_TREASURIES 0 ALPHADYNE ASSET MANAGEMENT keitait859 06/17/11 ALPHADYNE ASSET MANAGEMENT,LLC (ALDP) T 1.750 May 31, 2016 EXMT USD 1,375 06/17/11 06/20/11 9919 - STIKER,EDWARD S. TAX TRD - GOVERNMENT BOND NY TRADING_TREASURIES 0 ALPHADYNE ASSET MANAGEMENT keitait860 06/17/11 BWT PROFESSIONAL TRADING LLC (BWT1) T 0.750 Jun 15, 2014 EXMT USD 1 06/17/11 06/20/11 9919 - STIKER,EDWARD S. TAX TRD - GOVERNMENT BOND NY TRADING_TREASURIES 0 BREAKWATER TRADING keitait861 06/17/11 METLIFE (METLF) Fixed/Float GBP Payer 3.91 2051/06/19 USD 0 06/17/11 06/17/11 10321 - STIKER/QUBBAJ HMNDN STERLING RATES TOSTG TOSTG 0 METLIFE lparker862 06/17/11 METLIFE (METLF) Fixed/Float GBP Receiver 3.78 2026/06/17 USD 0 06/17/11 06/17/11 10321 - STIKER/QUBBAJ HMNDK STERLING RATES TOSTG TOSTG 0 METLIFE lparker863 06/17/11 KEPOS CAPITAL LP (KEPCP) Fixed/Float GBP Payer 3.50 2021/09/21 USD 0 06/17/11 06/17/11 10321 - STIKER/QUBBAJ HMNDV STERLING RATES TOSTG TOSTG 0 KEPOS CAPITAL leylawil864 06/17/11 METLIFE (METLF) Fixed/Float GBP Payer 3.95 2041/06/17 USD 0 06/17/11 06/17/11 10321 - STIKER/QUBBAJ HMNDM STERLING RATES TOSTG TOSTG 0 METLIFE lparker865 06/17/11 METLIFE (METLF) Fixed/Float GBP Payer 3.86 2061/06/17 USD 0 06/17/11 06/17/11 10321 - STIKER/QUBBAJ HMNDP STERLING RATES TOSTG TOSTG 0 METLIFE lparker866 06/17/11 METLIFE (METLF) Fixed/Float GBP Receiver 3.37 2021/06/17 USD 0 06/17/11 06/17/11 10321 - STIKER/QUBBAJ HMNFF STERLING RATES TOSTG TOSTG 0 METLIFE lparker867 06/17/11 KEPOS CAPITAL LP (KEPCP) Fixed/Float GBP Receiver 2.50 2016/09/21 USD 0 06/17/11 06/17/11 10321 - STIKER/QUBBAJ HMNDU STERLING RATES TOSTG TOSTG 0 KEPOS CAPITAL leylawil868 06/17/11 METLIFE (METLF) Fixed/Float GBP Receiver 2.85 2018/06/18 USD 0 06/17/11 06/17/11 10321 - STIKER/QUBBAJ HMNDH STERLING RATES TOSTG TOSTG 0 METLIFE lparker869 06/17/11 Unknown (-1) Fixed/Float EUR Payer 3.12 2023/03/27 Unwind USD 0 06/17/11 06/17/11 11116 - STIKER/MACGILLIVRAY HKE56 EU VOLATILITY TRADING TODEM TODEM 0 UNKNOWN yanwang870 06/17/11 Unknown (-1) Fixed/Float EUR Receiver 3.11 2022/12/19 Unwind USD 0 06/17/11 06/17/11 11116 - STIKER/MACGILLIVRAY HKN9W EU VOLATILITY TRADING TODEM TODEM 0 UNKNOWN viswarju871 06/20/11 ALPHADYNE ASSET MANAGEMENT (AOASM) Fixed/Float USD Receiver 1.76 2014/06/24 USD 4,125 06/24/11 06/20/11 9919 - STIKER,EDWARD S. 1Q9S4 NA SWAPS TRDG USD_SWAPS TOUSD 0 ALPHADYNE ASSET MANAGEMENT pariente872 06/20/11 ALPHADYNE ASSET MANAGEMENT,LLC (ALDP) T 3.125 May 15, 2021 EXMT USD 1,309 06/20/11 06/21/11 9919 - STIKER,EDWARD S. TAX TRD - GOVERNMENT BOND NY TRADING_TREASURIES 0 ALPHADYNE ASSET MANAGEMENT keitait873 06/20/11 ALPHADYNE ASSET MANAGEMENT,LLC (ALDP) BOND 4.375 05/15/41 USD 1,305 06/20/11 06/21/11 9919 - STIKER,EDWARD S. TAX TRD - GOVERNMENT BOND NY TRADING_TREASURIES 0 ALPHADYNE ASSET MANAGEMENT keitait874 06/20/11 BWT PROFESSIONAL TRADING LLC (BWT1) T 1.000 Jul 15, 2013 EXMT USD 200 06/20/11 06/21/11 9919 - STIKER,EDWARD S. TAX TRD - GOVERNMENT BOND NY TRADING_TREASURIES 0 BREAKWATER TRADING heslin875 06/20/11 BWT PROFESSIONAL TRADING LLC (BWT1) T 0.750 Aug 15, 2013 EXMT USD 192 06/20/11 06/21/11 9919 - STIKER,EDWARD S. TAX TRD - GOVERNMENT BOND NY TRADING_TREASURIES 0 BREAKWATER TRADING heslin876 06/20/11 BWT PROFESSIONAL TRADING LLC (BWT1) T 0.625 Apr 30, 2013 EXMT USD 100 06/20/11 06/21/11 9919 - STIKER,EDWARD S. TAX TRD - GOVERNMENT BOND NY TRADING_TREASURIES 0 BREAKWATER TRADING heslin877 06/20/11 FEDERAL RESERVE BANK OF NEW (FDLB) B Dec 15, 2011 EXMT USD 0 06/20/11 06/21/11 9919 - STIKER,EDWARD S. FI CLIENT FINANCING - US TREASURY BILL BOOK 0 FEDERAL RESERVE BANK OF NEW YORK swynne878 06/20/11 METLIFE INSURANCE (M3U) CCS:Fixed/Fixed EUR Receiver 6.31 2013/12/16 USD 0 06/20/11 06/20/11 10321 - STIKER/QUBBAJ CJ3PN EU SWAPS TRDG TOLDN TOLDN 0 METLIFE felixd879 06/21/11 BREVAN HOWARD ASSET MANAGEMENT (BRNHW) Fixed/Float USD Receiver 2.04 2016/09/21 USD 75,000 06/24/11 06/21/11 9919 - STIKER,EDWARD S. 1Q9V5 NA SWAPS TRDG USD_SWAPS TOUSD 0 BREVAN HOWARD oliverto880 06/21/11 BREVAN HOWARD ASSET MANAGEMENT (BRNHW) Fixed/Float USD Receiver 2.05 2016/09/21 USD 75,000 06/24/11 06/21/11 9919 - STIKER,EDWARD S. 1Q9WB NA SWAPS TRDG USD_SWAPS TOUSD 0 BREVAN HOWARD oliverto881 06/21/11 BREVAN HOWARD ASSET MANAGEMENT (BRNHW) Fixed/Float USD Receiver 2.05 2016/09/21 USD 75,000 06/24/11 06/21/11 9919 - STIKER,EDWARD S. 1Q9VH NA SWAPS TRDG USD_SWAPS TOUSD 0 BREVAN HOWARD oliverto

882 06/21/11 CONVEXITY CAPITAL MANAGEMENT, (CVEX) Fixed Payment/Float USD Receiver 0.00 2025/08/15 USD 2,700 06/24/11 06/21/11 9919 - STIKER,EDWARD S. 1Q9FN NA SWAPS TRDG USD_SWAPS TOUSD 0 CONVEXITY CAPITAL MANAGEMENT oliverto883 06/21/11 ALPHADYNE ASSET MANAGEMENT,LLC (ALDP) T 0.500 May 31, 2013 EXMT USD 2,259 06/21/11 06/22/11 9919 - STIKER,EDWARD S. TAX TRD - GOVERNMENT BOND NY TRADING_TREASURIES 0 ALPHADYNE ASSET MANAGEMENT heslin884 06/21/11 ALPHADYNE ASSET MANAGEMENT,LLC (ALDP) T 4.375 May 15, 2041 EXMT USD 1,388 06/21/11 06/22/11 9919 - STIKER,EDWARD S. TAX TRADING - US GOVTS MAIN 0 ALPHADYNE ASSET MANAGEMENT darrew885 06/21/11 BWT PROFESSIONAL TRADING LLC (BWT1) T 1.125 Jun 15, 2013 EXMT USD 194 06/21/11 06/22/11 9919 - STIKER,EDWARD S. TAX TRD - GOVERNMENT BOND NY TRADING_TREASURIES 0 BREAKWATER TRADING heslin886 06/21/11 ALLIANCEBERNSTEIN (ALL7) B Aug 04, 2011 EXMT USD 0 06/21/11 06/21/11 9919 - STIKER,EDWARD S. FI CLIENT FINANCING - US TREASURY BILL BOOK 0 ALLIANCEBERNSTEIN swynne887 06/21/11 ALLIANCEBERNSTEIN (ALL7) B Jul 14, 2011 EXMT USD 0 06/21/11 06/21/11 9919 - STIKER,EDWARD S. FI CLIENT FINANCING - US TREASURY BILL BOOK 0 ALLIANCEBERNSTEIN swynne888 06/21/11 CONVEXITY CAPITAL MANAGEMENT, (CVEX) Fixed Payment/Float USD Receiver 0.00 2021/11/15 Unwind USD 0 06/17/11 06/21/11 9919 - STIKER,EDWARD S. YSFWM NA SWAPS TRDG USD_SWAPS TOUSD 0 CONVEXITY CAPITAL MANAGEMENT finpet889 06/22/11 ALPHADYNE ASSET MANAGEMENT (AOASM) Swaption USD Long 3.00 2021/07/26 USD 20,000 06/24/11 06/22/11 9919 - STIKER,EDWARD S. SRNPS NA VOLATILITY TRADING SHORT_DATED_VOL ACSTP 0 ALPHADYNE ASSET MANAGEMENT ayres890 06/22/11 KEPOS CAPITAL LP (KEPCP) Fixed/Float GBP Payer 1.75 2014/09/22 USD 0 06/22/11 06/22/11 10321 - STIKER/QUBBAJ HMP2N STERLING RATES TOSTG TOSTG 0 KEPOS CAPITAL leylawil891 06/22/11 KEPOS CAPITAL LP (KEPCP) Fixed/Float GBP Receiver 3.00 2018/09/21 USD 0 06/22/11 06/22/11 10321 - STIKER/QUBBAJ HMP2M STERLING RATES TOSTG TOSTG 0 KEPOS CAPITAL leylawil892 06/22/11 ALLIANCEBERNSTEIN (ALL7) B Jul 14, 2011 EXMT USD 0 06/22/11 06/22/11 9919 - STIKER,EDWARD S. FI CLIENT FINANCING - US TREASURY BILL BOOK 0 ALLIANCEBERNSTEIN swynne893 06/22/11 FEDERAL RESERVE BANK OF NEW (FDLB) B Jul 21, 2011 EXMT USD 0 06/22/11 06/22/11 9919 - STIKER,EDWARD S. FI CLIENT FINANCING - US TREASURY BILL BOOK 0 FEDERAL RESERVE BANK OF NEW YORK swynne894 06/22/11 FEDERATED INVESTORS INC (FR0) T 6.700 Nov 15, 2013 USD 0 06/22/11 06/27/11 9919 - STIKER,EDWARD S. SWING ACTIVITY IGRES 0 FEDERATED INVESTORS david.yo895 06/23/11 BREVAN HOWARD ASSET MANAGEMENT (BRNHW) Fixed/Float USD Receiver 3.16 2021/09/15 USD 150,000 06/24/11 06/23/11 9919 - STIKER,EDWARD S. 1QAAR NA SWAPS TRDG USD_SWAPS TOUSD 0 BREVAN HOWARD pariente896 06/23/11 BWT PROFESSIONAL TRADING LLC (BWT1) T 0.625 Apr 30, 2013 EXMT USD 100 06/23/11 06/24/11 9919 - STIKER,EDWARD S. TAX TRD - GOVERNMENT BOND NY TRADING_TREASURIES 0 BREAKWATER TRADING heslin897 06/23/11 BWT PROFESSIONAL TRADING LLC (BWT1) T 0.625 Apr 30, 2013 EXMT USD 40 06/23/11 06/24/11 9919 - STIKER,EDWARD S. TAX TRD - GOVERNMENT BOND NY TRADING_TREASURIES 0 BREAKWATER TRADING heslin898 06/23/11 BWT PROFESSIONAL TRADING LLC (BWT1) T 0.625 Apr 30, 2013 EXMT USD 40 06/23/11 06/24/11 9919 - STIKER,EDWARD S. TAX TRD - GOVERNMENT BOND NY TRADING_TREASURIES 0 BREAKWATER TRADING heslin899 06/23/11 BWT PROFESSIONAL TRADING LLC (BWT1) T 0.625 Apr 30, 2013 EXMT USD 20 06/23/11 06/24/11 9919 - STIKER,EDWARD S. TAX TRD - GOVERNMENT BOND NY TRADING_TREASURIES 0 BREAKWATER TRADING heslin900 06/23/11 KEPOS CAPITAL LP (KEPCP) Fixed/Float GBP Payer 1.75 2014/09/22 USD 0 06/23/11 06/23/11 10321 - STIKER/QUBBAJ HMP9W STERLING RATES TOSTG TOSTG 0 KEPOS CAPITAL leylawil901 06/23/11 BREVAN HOWARD ASSET MANAGEMENT (BRNHW) T 3.125 May 15, 2021 EXMT USD 0 06/23/11 06/24/11 9919 - STIKER,EDWARD S. NA SWAPS TRDG USD_SWAPS 0 BREVAN HOWARD pariente902 06/23/11 ELEMENT CAPITAL (ELMC) Swaption EUR Short 2.00 2012/10/18 USD 0 06/23/11 06/23/11 10321 - STIKER/QUBBAJ EJTQ3 EU VOLATILITY TRADING TODEM TODEM 0 ELEMENT CAPITAL akshats903 06/23/11 ROYAL BANK OF CANADA EUROPE (ROYR) Swaption GBP Short 2.25 2016/11/14 Unwind USD 0 06/23/11 06/23/11 10321 - STIKER/QUBBAJ EJS4B EU VOLATILITY TRADING TNDEM TNDEM 0 ROYAL BANK OF CANADA charliep904 06/23/11 ROYAL BANK OF CANADA EUROPE (ROYR) Swaption GBP Short 2.25 2016/11/21 Unwind USD 0 06/23/11 06/23/11 10321 - STIKER/QUBBAJ EJSCJ EU VOLATILITY TRADING TNDEM TNDEM 0 ROYAL BANK OF CANADA yanwang905 06/23/11 ELEMENT CAPITAL (ELMC) Swaption EUR Long 2.30 2012/10/18 USD 0 06/23/11 06/23/11 10321 - STIKER/QUBBAJ EJTQ4 EU VOLATILITY TRADING TODEM TODEM 0 ELEMENT CAPITAL akshats906 06/23/11 ELEMENT CAPITAL (ELMC) Swaption EUR Long 2.30 2012/11/02 USD 0 06/23/11 06/23/11 10321 - STIKER/QUBBAJ EJTQ6 EU VOLATILITY TRADING TODEM TODEM 0 ELEMENT CAPITAL akshats907 06/24/11 ALPHADYNE ASSET MANAGEMENT,LLC (ALDP) T 0.500 May 31, 2013 EXMT USD 4,684 06/24/11 06/27/11 9919 - STIKER,EDWARD S. TAX TRD - GOVERNMENT BOND NY TRADING_TREASURIES 0 ALPHADYNE ASSET MANAGEMENT seelaus908 06/24/11 ALPHADYNE ASSET MANAGEMENT,LLC (ALDP) T 1.750 May 31, 2016 EXMT USD 3,170 06/24/11 06/27/11 9919 - STIKER,EDWARD S. TAX TRD - GOVERNMENT BOND NY TRADING_TREASURIES 0 ALPHADYNE ASSET MANAGEMENT seelaus909 06/24/11 ALPHADYNE ASSET MANAGEMENT,LLC (ALDP) T 0.750 Jun 15, 2014 EXMT USD 3,058 06/24/11 06/27/11 9919 - STIKER,EDWARD S. TAX TRD - GOVERNMENT BOND NY TRADING_TREASURIES 0 ALPHADYNE ASSET MANAGEMENT seelaus910 06/24/11 ALPHADYNE ASSET MANAGEMENT,LLC (ALDP) T 0.500 May 31, 2013 EXMT USD 2,711 06/24/11 06/27/11 9919 - STIKER,EDWARD S. TAX TRD - GOVERNMENT BOND NY TRADING_TREASURIES 0 ALPHADYNE ASSET MANAGEMENT seelaus911 06/24/11 ALPHADYNE ASSET MANAGEMENT,LLC (ALDP) T 1.750 May 31, 2016 EXMT USD 2,600 06/24/11 06/27/11 9919 - STIKER,EDWARD S. TAX TRD - GOVERNMENT BOND NY TRADING_TREASURIES 0 ALPHADYNE ASSET MANAGEMENT seelaus912 06/24/11 ALPHADYNE ASSET MANAGEMENT,LLC (ALDP) T 0.500 May 31, 2013 EXMT USD 2,333 06/24/11 06/27/11 9919 - STIKER,EDWARD S. TAX TRD - GOVERNMENT BOND NY TRADING_TREASURIES 0 ALPHADYNE ASSET MANAGEMENT seelaus913 06/24/11 ALPHADYNE ASSET MANAGEMENT,LLC (ALDP) T 3.125 May 15, 2021 EXMT USD 1,324 06/24/11 06/27/11 9919 - STIKER,EDWARD S. TAX TRD - GOVERNMENT BOND NY TRADING_TREASURIES 0 ALPHADYNE ASSET MANAGEMENT seelaus914 06/24/11 ALPHADYNE ASSET MANAGEMENT,LLC (ALDP) T 3.125 May 15, 2021 EXMT USD 1,080 06/24/11 06/27/11 9919 - STIKER,EDWARD S. TAX TRD - GOVERNMENT BOND NY TRADING_TREASURIES 0 ALPHADYNE ASSET MANAGEMENT seelaus915 06/24/11 ALPHADYNE ASSET MANAGEMENT (AOASM) Fixed/Float USD Payer 3.00 2021/06/28 USD 505 06/24/11 06/24/11 9919 - STIKER,EDWARD S. 1QAP1 NA SWAPS TRDG USD_SWAPS TOUSD 0 ALPHADYNE ASSET MANAGEMENT oliverto916 06/24/11 BWT PROFESSIONAL TRADING LLC (BWT1) T 0.750 Dec 15, 2013 EXMT USD 200 06/24/11 06/27/11 9919 - STIKER,EDWARD S. TAX TRD - GOVERNMENT BOND NY TRADING_TREASURIES 0 BREAKWATER TRADING seelaus917 06/24/11 ELEMENT CAPITAL (ELMC) Fixed/Float EUR Payer 3.30 2021/07/19 USD 0 06/24/11 06/24/11 10321 - STIKER/QUBBAJ HMPFR EU SWAPS TRDG TOXEU TOXEU 0 ELEMENT CAPITAL bfaisal

1/5 Convexity

1/11 Brevan

1/12 Brevan

1/12 Convexity

1/12 Convexity

1/12 Convexity

1/12 Convexity

1/13 Brevan

1/13 Brevan

1/19 Convexity

1/20 Convexity

1/20 Convexity

1/24 Brevan

1/26 Brevan

1/26 Convexity

1/28 Convexity

2/2 Brevan

2/3 Brevan

2/4 Convexity

2/4 Convexity

2/4 Convexity

2/4 Convexity

2/7 Convexity

2/7 Convexity

2/8 Convexity

2/8 Nektar

2/15 Brevan

2/15 Nektar

2/15 Nektar

2/15 Convexity

2/15 Convexity

2/17 Convexity

2/18 Convexity

2/24 Convexity

2/25 Nektar

2/25 Nektar

2/28 Convexity

2/28 Convexity

2/28 Convexity

3/1 Convexity

3/2 Convexity

3/2 Convexity

3/3 Convexity

3/3 Convexity

3/4 Brevan

3/4 Convexity

3/4 Convexity

3/4 Convexity

3/7 Convexity

3/9 Convexity

3/9 Brevan

3/10 Convexity

3/10 Brevan

3/11 Convexity

3/14 Convexity

3/16 Nektar

3/16 Nektar

3/18 Convexity

3/18 Convexity

3/18 Convexity

3/18 Convexity

3/18 Convexity

3/18 Convexity

3/22 Nektar

3/22 Nektar

3/22 Brevan

3/24 Nektar

3/28 Convexity

3/30 Convexity

3/31 Nektar

4/1 Alphadyne

4/1 Alphadyne

4/1 Alphadyne

4/5 Brevan

4/6 Alphadyne

4/7 Nektar

4/8 Brevan

4/8 Brevan

4/8 Nektar

4/8 Brevan

4/8 Alphadyne

4/8 Brevan

4/11 Brevan

4/11 Alphadyne

4/12 Convexity

4/13 Convexity

4/14 Brevan

4/14 Brevan

4/15 Alphadyne

4/15 Alphadyne

4/18 Convexity

4/18 Alphadyne

4/18 Convexity

4/18 Convexity

4/21 Alphadyne

4/21 Alphadyne

4/27 Alphadyne

5/4 Brevan

5/4 Brevan

5/4 Brevan

5/5 Brevan

5/5 Convexity

5/6 Convexity

5/9 Convexity

5/9 Convexity

5/10 Convexity

5/10 Convexity

5/12 Convexity

5/13 Nektar

5/13 Convexity

5/17 Convexity

5/17 Brevan

5/19 Brevan

5/19 Convexity

5/24 Alphadyne

5/25 Brevan

5/25 Brevan

5/26 Brevan

5/27 Alphadyne

5/27 Alphadyne

5/31 Alphadyne

5/31 Alphadyne

6/1 Alphadyne

6/1 Alphadyne

6/2 Alphadyne

6/2 Convexity

6/2 Convexity

6/3 Convexity

6/3 Convexity

6/8 Convexity

6/8 Convexity

6/8 Convexity

6/8 Convexity

6/8 Brevan

6/8 Convexity

6/9 Nektar

6/9 Convexity

6/9 Convexity

6/9 Alphadyne

6/9 Convexity

6/10 Brevan

6/10 Convexity

6/10 Convexity

6/10 Convexity

6/10 Alphadyne

6/10 Alphadyne

6/13 Convexity

6/13 Convexity

6/13 Brevan

6/14 Nektar

6/14 Brevan

6/15 Alphadyne

6/16 Brevan

6/17 Convexity

6/20 Alphadyne

6/21 Brevan

6/21 Brevan

6/21 Brevan

6/22 Convexity

6/23 Brevan

6/23 Brevan

6/24 Alphadyne

6/27 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. 500/2b 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 2 150,000

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 90 100,000

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 60,000

they buy more 7m2y5y combo trade, 8.9bps net, 3bn… 100,000

they buy more 5m2y5y combo trade, 7.25 bps net, 4bn 200,000

unwind srgpx etc, pay 15.75 bps, into new 9m1y2y mctriangle, 1.62% strike. 11.75 bps, 2.7bn 190,000

they buy more 5m2week 2y5y combo trade, 7.7 bps net, 4bn 200,000

they buy more 5m1week 2y5y combo trade, 7.45 bps net, 4bn 200,000

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 37,500

they buy 6m 2y5y combo trade, 8.25 bps net, 5bn 250,000

they sell 1.92 mc triangle, buy new 6m1y2y at 1.92, take in 2 bps 225,000

we buy 300mm 3x4 cap on 2s30s at 56.5 bps, k-250 bps 80,000

we sell 300mm 1m10y stddles 3.365 strike, 189 bps 60,000

new 4bn 6m2s10s at 13.75 bps 400,000

1m10y stddle, they bot 100mm on 5y 15,000

he buys 6wk10y 3.5 payor 500mm 50,000

3m1y1y rec w/ KO on 10yr tail, 500mm 50,000

TUU1 vs M11-H13 asset swap 75,000

$300mm 8/15/13 asset swap vs FVM inv. Sprd 17,750

$214mm 6/15/13 asset swap vs FVM inv. Sprd 17,750

300mm rec'r (k=3.5) vs payer (k=3) strangle 15,000

40lk 10s30s spread flattener 12,000

66k 5s10s spread steepener 20,000

receiver strike roll from 3% to 2.75% 11,250

they buy $100mm Sep16->5y 2.10 straddles @ 192.5 10,000

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 ea -

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 22,500

Rolled 24.6mm 11/21 P's into 22.5mm 8/25s Coup's 7,500

they pay fixed on 280mm 2y1y rate 4,125

pay fixed on 500k of sep 5yr imm vs 10,308 FVU1 75,000

pay fixed on 500k of sep 5yr imm vs 10,308 FVU1 75,000

pay fixed on 500k of sep 5yr imm vs 10,308 FVU1 75,000

EAFE TRS, 400mm 6/30/11 - 9/30/13, 150mm 6/30/11 - 9/30/12 1,537,500

we sell 2s10s curve stddles, ultimately face DB 67,000

we rec 1mm/bp 10y spds 150,000

sold $150mm 7/22/11->10y k=3.0 rec'r @ 66.75bps 15,000

4mo dual binary on 5y<1.5%, 30y>3.25%, 5mm notional, 14.5 bps

Item Trade Date Client Name1 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: LONDON7 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: GLOBAL11 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 Convexity28 01/12/11 BWT PROFESSIONAL TRADING LLC (BWT1)29 01/12/11 BWT PROFESSIONAL TRADING LLC (BWT1)30 01/12/11 BWT PROFESSIONAL TRADING LLC (BWT1)31 01/12/11 BWT PROFESSIONAL TRADING LLC (BWT1)32 01/12/11 ALLIANCEBERNSTEIN (ALL7)33 01/12/11 BREVAN HOWARD ASSET MANAGEMENT (BREVN)34 01/12/11 CONVEXITY CAPITAL MANAGEMENT, (CVEX)35 01/12/11 CONVEXITY CAPITAL MANAGEMENT, (CVEX)36 01/12/11 CONVEXITY CAPITAL MANAGEMENT, (CVEX)37 01/12/11 CONVEXITY CAPITAL MANAGEMENT, (CVEX)38 01/13/11 BREVAN HOWARD ASSET MANAGEMENT (BREVN)39 01/13/11 CAPULA INVESTMENT MANAGEMENT (CINMA)40 01/13/11 BREVAN HOWARD ASSET MANAGEMENT (BREVN)

13-Jan Brevan42 01/13/11 ALLIANCEBERNSTEIN (ALL7)43 01/13/11 ALLIANCEBERNSTEIN (ALL7)44 01/13/11 ALLIANCEBERNSTEIN (ALL7)45 01/13/11 ALLIANCEBERNSTEIN (ALL7)46 01/13/11 ALLIANCEBERNSTEIN (ALL7)47 01/13/11 ALLIANCEBERNSTEIN (ALL7)48 01/13/11 ALLIANCEBERNSTEIN (ALL7)49 01/13/11 ALLIANCEBERNSTEIN (ALL7)50 01/14/11 BWT PROFESSIONAL TRADING LLC (BWT1)

51 01/14/11 CONVEXITY CAPITAL MANAGEMENT, (CVEX)52 01/14/11 ALLIANCEBERNSTEIN (ALL7)53 01/18/11 FEDERAL RESERVE BANK OF NEW (FDLB)54 01/18/11 FEDERAL RESERVE BANK OF NEW (FDLB)55 01/18/11 ALLIANCEBERNSTEIN (ALL7)56 01/18/11 ALLIANCEBERNSTEIN (ALL7)57 01/18/11 ALLIANCEBERNSTEIN (ALL7)58 01/19/11 CONVEXITY CAPITAL MANAGEMENT, (CVEX)

19-Jan Convexity60 01/19/11 BWT PROFESSIONAL TRADING LLC (BWT1)61 01/19/11 BWT PROFESSIONAL TRADING LLC (BWT1)62 01/19/11 ALLIANCEBERNSTEIN (ALL7)63 01/19/11 ALLIANCEBERNSTEIN (ALL7)64 01/19/11 ALLIANCEBERNSTEIN (ALL7)65 01/19/11 ALLIANCEBERNSTEIN (ALL7)66 01/19/11 ALLIANCEBERNSTEIN (ALL7)67 01/19/11 ALLIANCEBERNSTEIN (ALL7)68 01/20/11 CONVEXITY CAPITAL MANAGEMENT, (CVEX)69 01/20/11 CONVEXITY CAPITAL MANAGEMENT, (CVEX)70 01/20/11 BWT PROFESSIONAL TRADING LLC (BWT1)71 01/20/11 BWT PROFESSIONAL TRADING LLC (BWT1)72 01/20/11 BWT PROFESSIONAL TRADING LLC (BWT1)73 01/20/11 ETRADE SECURITIES (ETSC)74 01/21/11 ETRADE SECURITIES (ETSC)75 01/21/11 ETRADE SECURITIES (ETSC)76 01/24/11 BREVAN HOWARD ASSET MANAGEMENT (BREVN)77 01/24/11 BWT PROFESSIONAL TRADING LLC (BWT1)78 01/24/11 BWT PROFESSIONAL TRADING LLC (BWT1)79 01/24/11 ALLIANCEBERNSTEIN (ALL7)80 01/24/11 ALLIANCEBERNSTEIN (ALL7)81 01/25/11 BWT PROFESSIONAL TRADING LLC (BWT1)82 01/25/11 BWT PROFESSIONAL TRADING LLC (BWT1)83 01/25/11 BWT PROFESSIONAL TRADING LLC (BWT1)84 01/25/11 FEDERAL RESERVE BANK OF NEW (FDLB)85 01/25/11 DEUTSCHE BANK AG (DBNAG)86 01/25/11 DEUTSCHE BANK AG (DBNAG)87 01/25/11 ALLIANCEBERNSTEIN (ALL7)88 01/25/11 ALLIANCEBERNSTEIN (ALL7)89 01/25/11 ALLIANCEBERNSTEIN (ALL7)90 01/25/11 ALLIANCEBERNSTEIN (ALL7)91 01/26/11 BREVAN HOWARD ASSET MANAGEMENT (BREVN)92 01/26/11 CONVEXITY CAPITAL MANAGEMENT, (CVEX)93 01/26/11 GRAHAM CAPITAL MANAGEMENT (GHMM)94 01/26/11 CONVEXITY CAPITAL MANAGEMENT, (CVEX)95 01/26/11 FEDERATED INVESTORS INC (FR0)96 01/26/11 ALLIANCEBERNSTEIN (ALL7)97 01/27/11 GRAHAM CAPITAL MANAGEMENT (GHMM)98 01/27/11 GRAHAM CAPITAL MANAGEMENT (GHMM)99 01/27/11 BWT PROFESSIONAL TRADING LLC (BWT1)

100 01/27/11 BWT PROFESSIONAL TRADING LLC (BWT1)101 01/27/11 BWT PROFESSIONAL TRADING LLC (BWT1)

102 01/27/11 BWT PROFESSIONAL TRADING LLC (BWT1)103 01/27/11 FEDERAL RESERVE BANK OF NEW (FDLB)104 01/27/11 FEDERAL RESERVE BANK OF NEW (FDLB)105 01/27/11 FEDERAL RESERVE BANK OF NEW (FDLB)106 01/27/11 FEDERAL RESERVE BANK OF NEW (FDLB)107 01/28/11 CONVEXITY CAPITAL MANAGEMENT, (CVEX)108 01/28/11 BWT PROFESSIONAL TRADING LLC (BWT1)109 01/28/11 BWT PROFESSIONAL TRADING LLC (BWT1)110 01/28/11 BWT PROFESSIONAL TRADING LLC (BWT1)111 01/31/11 BWT PROFESSIONAL TRADING LLC (BWT1)112 01/31/11 BWT PROFESSIONAL TRADING LLC (BWT1)113 01/31/11 BWT PROFESSIONAL TRADING LLC (BWT1)114 01/31/11 BWT PROFESSIONAL TRADING LLC (BWT1)115 01/31/11 BWT PROFESSIONAL TRADING LLC (BWT1)116 01/31/11 BWT PROFESSIONAL TRADING LLC (BWT1)117 01/31/11 BWT PROFESSIONAL TRADING LLC (BWT1)118 01/31/11 BWT PROFESSIONAL TRADING LLC (BWT1)119 01/31/11 BWT PROFESSIONAL TRADING LLC (BWT1)120 02/01/11 BWT PROFESSIONAL TRADING LLC (BWT1)121 02/02/11 BREVAN HOWARD ASSET MANAGEMENT (BREVN)122 02/02/11 BWT PROFESSIONAL TRADING LLC (BWT1)123 02/02/11 BWT PROFESSIONAL TRADING LLC (BWT1)124 02/02/11 BWT PROFESSIONAL TRADING LLC (BWT1)125 02/02/11 FEDERAL RESERVE BANK OF NEW (FDLB)126 02/02/11 FEDERAL RESERVE BANK OF NEW (FDLB)127 02/02/11 FEDERAL RESERVE BANK OF NEW (FDLB)128 02/03/11 BREVAN HOWARD ASSET MANAGEMENT (BREVN)129 02/03/11 BWT PROFESSIONAL TRADING LLC (BWT1)130 02/03/11 FEDERAL RESERVE BANK OF NEW (FDLB)131 02/03/11 FEDERATED INVESTORS INC (FR0)132 02/03/11 FEDERATED INVESTORS INC (FR0)133 02/04/11 CONVEXITY CAPITAL MANAGEMENT, (CVEX)134 02/04/11 CONVEXITY CAPITAL MANAGEMENT, (CVEX)135 02/04/11 CONVEXITY CAPITAL MANAGEMENT, (CVEX)136 02/04/11 CONVEXITY CAPITAL MANAGEMENT, (CVEX)137 02/04/11 CONVEXITY CAPITAL MANAGEMENT, (CVEX)138 02/04/11 CONVEXITY CAPITAL MANAGEMENT, (CVEX)139 02/07/11 CONVEXITY CAPITAL MANAGEMENT, (CVEX)140 02/07/11 CONVEXITY CAPITAL MANAGEMENT, (CVEX)141 02/07/11 BWT PROFESSIONAL TRADING LLC (BWT1)142 02/07/11 MASSACHUSETTS FINANCIAL SVCS. (MSFS)143 02/07/11 CONVEXITY CAPITAL MANAGEMENT, (CVEX)144 02/08/11 CONVEXITY CAPITAL MANAGEMENT, (CVEX)

8-Feb Convexity146 02/08/11 NEKTAR ASSET MANAGEMENT (NKTR)147 02/08/11 NEKTAR ASSET MANAGEMENT (NKTR)148 02/08/11 CONVEXITY CAPITAL MANAGEMENT, (CVEX)149 02/08/11 ALLIANCEBERNSTEIN (ALL7)150 02/09/11 BWT PROFESSIONAL TRADING LLC (BWT1)151 02/09/11 BWT PROFESSIONAL TRADING LLC (BWT1)152 02/09/11 BWT PROFESSIONAL TRADING LLC (BWT1)

153 02/09/11 FEDERATED INVESTORS INC (FR0)154 02/10/11 HARVARD MGT (H07)155 02/10/11 HARVARD MGT (H07)156 02/11/11 BWT PROFESSIONAL TRADING LLC (BWT1)157 02/11/11 BWT PROFESSIONAL TRADING LLC (BWT1)158 02/11/11 BWT PROFESSIONAL TRADING LLC (BWT1)159 02/14/11 ALLIANCEBERNSTEIN (ALL7)160 02/14/11 ALLIANCEBERNSTEIN (ALL7)161 02/14/11 ALLIANCEBERNSTEIN (ALL7)162 02/15/11 CONVEXITY CAPITAL MANAGEMENT, (CVEX)163 02/15/11 CONVEXITY CAPITAL MANAGEMENT, (CVEX)164 02/15/11 BREVAN HOWARD ASSET MANAGEMENT (BREVN)165 02/15/11 NEKTAR ASSET MANAGEMENT (NKTR)166 02/15/11 NEKTAR ASSET MANAGEMENT (NKTR)167 02/15/11 BWT PROFESSIONAL TRADING LLC (BWT1)168 02/15/11 BWT PROFESSIONAL TRADING LLC (BWT1)169 02/15/11 BWT PROFESSIONAL TRADING LLC (BWT1)170 02/15/11 FEDERAL RESERVE BANK OF NEW (FDLB)171 02/15/11 CONVEXITY CAPITAL MANAGEMENT, (CVEX)172 02/15/11 CONVEXITY CAPITAL MANAGEMENT, (CVEX)173 02/15/11 CONVEXITY CAPITAL MANAGEMENT, (CVEX)174 02/15/11 CONVEXITY CAPITAL MANAGEMENT, (CVEX)175 02/15/11 CONVEXITY CAPITAL MANAGEMENT, (CVEX)176 02/15/11 CONVEXITY CAPITAL MANAGEMENT, (CVEX)177 02/15/11 CONVEXITY CAPITAL MANAGEMENT, (CVEX)178 02/15/11 CONVEXITY CAPITAL MANAGEMENT, (CVEX)179 02/15/11 FEDERATED INVESTORS INC (FR0)180 02/15/11 FEDERATED INVESTORS INC (FR0)181 2/16 or 2/17 CONVEXITY CAPITAL MANAGEMENT, (CVEX)182 02/16/11 BWT PROFESSIONAL TRADING LLC (BWT1)183 02/16/11 FEDERAL RESERVE BANK OF NEW (FDLB)184 02/17/11 BWT PROFESSIONAL TRADING LLC (BWT1)185 02/17/11 BWT PROFESSIONAL TRADING LLC (BWT1)186 02/17/11 BWT PROFESSIONAL TRADING LLC (BWT1)187 02/17/11 BWT PROFESSIONAL TRADING LLC (BWT1)188 02/17/11 FEDERAL RESERVE BANK OF NEW (FDLB)189 02/17/11 BWT PROFESSIONAL TRADING LLC (BWT1)190 02/17/11 BWT PROFESSIONAL TRADING LLC (BWT1)191 02/17/11 BWT PROFESSIONAL TRADING LLC (BWT1)192 02/17/11 FEDERAL RESERVE BANK OF NEW (FDLB)193 02/18/11 CONVEXITY CAPITAL MANAGEMENT, (CVEX)194 02/18/11 BWT PROFESSIONAL TRADING LLC (BWT1)195 02/18/11 BWT PROFESSIONAL TRADING LLC (BWT1)196 02/18/11 BWT PROFESSIONAL TRADING LLC (BWT1)197 02/18/11 MASSACHUSETTS FINANCIAL SVCS. (MSFS)198 02/18/11 CONVEXITY CAPITAL MANAGEMENT, (CVEX)199 02/18/11 CONVEXITY CAPITAL MANAGEMENT, (CVEX)200 02/22/11 BWT PROFESSIONAL TRADING LLC (BWT1)201 02/22/11 MERRILL LYNCH CAPITAL MARKETS (MRCPB)202 02/22/11 ALLIANCEBERNSTEIN (ALL7)203 02/23/11 BWT PROFESSIONAL TRADING LLC (BWT1)

204 02/23/11 BWT PROFESSIONAL TRADING LLC (BWT1)205 02/24/11 CONVEXITY CAPITAL MANAGEMENT, (CVEX)206 02/24/11 BWT PROFESSIONAL TRADING LLC (BWT1)207 02/24/11 BWT PROFESSIONAL TRADING LLC (BWT1)208 02/24/11 BWT PROFESSIONAL TRADING LLC (BWT1)209 02/24/11 CONVEXITY CAPITAL MANAGEMENT, (CVEX)210 02/24/11 ALLIANCEBERNSTEIN (ALL7)211 02/24/11 ALLIANCEBERNSTEIN (ALL7)

25-Feb Nektar

25-Feb Nektar214 02/25/11 NEKTAR ASSET MANAGEMENT (NKTR)215 02/25/11 NEKTAR ASSET MANAGEMENT (NKTR)216 02/25/11 NEKTAR ASSET MANAGEMENT (NKTR)217 02/25/11 NEKTAR ASSET MANAGEMENT (NKTR)218 02/25/11 BWT PROFESSIONAL TRADING LLC (BWT1)219 02/25/11 NEKTAR ASSET MANAGEMENT (NKTR)220 02/25/11 NEKTAR ASSET MANAGEMENT (NKTR)221 02/28/11 CONVEXITY CAPITAL MANAGEMENT, (CVEX)222 02/28/11 CONVEXITY CAPITAL MANAGEMENT, (CVEX)223 02/28/11 CONVEXITY CAPITAL MANAGEMENT, (CVEX)224 02/28/11 BWT PROFESSIONAL TRADING LLC (BWT1)225 02/28/11 BWT PROFESSIONAL TRADING LLC (BWT1)226 02/28/11 BWT PROFESSIONAL TRADING LLC (BWT1)227 02/28/11 CONVEXITY CAPITAL MANAGEMENT, (CVEX)228 02/28/11 CONVEXITY CAPITAL MANAGEMENT, (CVEX)229 02/28/11 CONVEXITY CAPITAL MANAGEMENT, (CVEX)230 02/28/11 CONVEXITY CAPITAL MANAGEMENT, (CVEX)231 02/28/11 ALLIANCEBERNSTEIN (ALL7)232 02/28/11 ALLIANCEBERNSTEIN (ALL7)

1-Mar Convexity234 03/01/11 CONVEXITY CAPITAL MANAGEMENT, (CVEX)235 03/01/11 BWT PROFESSIONAL TRADING LLC (BWT1)236 03/01/11 BWT PROFESSIONAL TRADING LLC (BWT1)237 03/01/11 BWT PROFESSIONAL TRADING LLC (BWT1)238 03/01/11 BWT PROFESSIONAL TRADING LLC (BWT1)239 03/01/11 BWT PROFESSIONAL TRADING LLC (BWT1)240 03/01/11 BWT PROFESSIONAL TRADING LLC (BWT1)241 03/01/11 ALLIANCEBERNSTEIN (ALL7)242 03/01/11 ALLIANCEBERNSTEIN (ALL7)243 03/01/11 ALLIANCEBERNSTEIN (ALL7)244 03/01/11 ALLIANCEBERNSTEIN (ALL7)245 03/01/11 ALLIANCEBERNSTEIN (ALL7)246 03/02/11 CONVEXITY CAPITAL MANAGEMENT, (CVEX)247 03/02/11 CONVEXITY CAPITAL MANAGEMENT, (CVEX)248 03/02/11 FEDERAL RESERVE BANK OF NEW (FDLB)249 03/02/11 NEKTAR ASSET MANAGEMENT AB (NKTAE)250 03/02/11 MERRILL LYNCH INTERNATIONAL (MLIL)251 03/02/11 CONVEXITY CAPITAL MANAGEMENT, (CVEX)252 03/02/11 CONVEXITY CAPITAL MANAGEMENT, (CVEX)253 03/02/11 CONVEXITY CAPITAL MANAGEMENT, (CVEX)254 03/02/11 ALLIANCEBERNSTEIN (ALL7)

255 03/02/11 ALLIANCEBERNSTEIN (ALL7)256 03/02/11 ALLIANCEBERNSTEIN (ALL7)257 03/02/11 ALLIANCEBERNSTEIN (ALL7)258 03/02/11 ALLIANCEBERNSTEIN (ALL7)259 03/03/11 CONVEXITY CAPITAL MANAGEMENT, (CVEX)260 03/03/11 CONVEXITY CAPITAL MANAGEMENT, (CVEX)261 03/03/11 BWT PROFESSIONAL TRADING LLC (BWT1)262 03/03/11 BWT PROFESSIONAL TRADING LLC (BWT1)263 03/03/11 BWT PROFESSIONAL TRADING LLC (BWT1)264 03/03/11 BWT PROFESSIONAL TRADING LLC (BWT1)265 03/03/11 BWT PROFESSIONAL TRADING LLC (BWT1)266 03/03/11 BWT PROFESSIONAL TRADING LLC (BWT1)267 03/03/11 CONVEXITY CAPITAL MANAGEMENT, (CVEX)268 03/03/11 CONVEXITY CAPITAL MANAGEMENT, (CVEX)269 03/03/11 CONVEXITY CAPITAL MANAGEMENT, (CVEX)270 03/04/11 CONVEXITY CAPITAL MANAGEMENT, (CVEX)271 03/04/11 CONVEXITY CAPITAL MANAGEMENT, (CVEX)272 03/04/11 BREVAN HOWARD ASSET MANAGEMENT (BRNHW)

4-Mar Convexity274 03/04/11 CONVEXITY CAPITAL MANAGEMENT, (CVEX)275 03/04/11 BWT PROFESSIONAL TRADING LLC (BWT1)276 03/04/11 BWT PROFESSIONAL TRADING LLC (BWT1)277 03/04/11 BWT PROFESSIONAL TRADING LLC (BWT1)278 03/04/11 CONVEXITY CAPITAL MANAGEMENT, (CVEX)279 03/07/11 CONVEXITY CAPITAL MANAGEMENT, (CVEX)280 03/07/11 BWT PROFESSIONAL TRADING LLC (BWT1)281 03/07/11 BWT PROFESSIONAL TRADING LLC (BWT1)282 03/07/11 BWT PROFESSIONAL TRADING LLC (BWT1)283 03/07/11 BWT PROFESSIONAL TRADING LLC (BWT1)284 03/07/11 BWT PROFESSIONAL TRADING LLC (BWT1)285 03/07/11 BWT PROFESSIONAL TRADING LLC (BWT1)286 03/07/11 FEDERAL RESERVE BANK OF NEW (FDLB)287 03/07/11 FEDERAL RESERVE BANK OF NEW (FDLB)288 03/07/11 FEDERAL RESERVE BANK OF NEW (FDLB)289 03/07/11 BWT PROFESSIONAL TRADING LLC (BWT1)290 03/08/11 BWT PROFESSIONAL TRADING LLC (BWT1)291 03/08/11 BWT PROFESSIONAL TRADING LLC (BWT1)292 03/08/11 BWT PROFESSIONAL TRADING LLC (BWT1)293 03/08/11 HARVARD MGT (H07)294 03/09/11 BREVAN HOWARD ASSET MANAGEMENT (BREVN)295 03/09/11 CONVEXITY CAPITAL MANAGEMENT, (CVEX)296 03/09/11 CONVEXITY CAPITAL MANAGEMENT, (CVEX)297 03/10/11 BREVAN HOWARD ASSET MANAGEMENT (BREVN)298 03/10/11 CONVEXITY CAPITAL MANAGEMENT, (CVEX)299 03/10/11 BWT PROFESSIONAL TRADING LLC (BWT1)300 03/10/11 BWT PROFESSIONAL TRADING LLC (BWT1)301 03/10/11 BWT PROFESSIONAL TRADING LLC (BWT1)302 03/10/11 BWT PROFESSIONAL TRADING LLC (BWT1)303 03/10/11 BWT PROFESSIONAL TRADING LLC (BWT1)304 03/10/11 ALLIANCEBERNSTEIN (ALL7)305 03/10/11 ALLIANCEBERNSTEIN (ALL7)

306 03/10/11 ALLIANCEBERNSTEIN (ALL7)307 03/11/11 CONVEXITY CAPITAL MANAGEMENT, (CVEX)308 03/11/11 MILLENNIUM PARTNERS L.P (MPTS)309 03/11/11 BWT PROFESSIONAL TRADING LLC (BWT1)310 03/11/11 BWT PROFESSIONAL TRADING LLC (BWT1)311 03/11/11 BWT PROFESSIONAL TRADING LLC (BWT1)312 03/11/11 BWT PROFESSIONAL TRADING LLC (BWT1)313 03/11/11 CONVEXITY CAPITAL MANAGEMENT, (CVEX)314 03/11/11 ALLIANCEBERNSTEIN (ALL7)

14-Mar Convexity316 03/14/11 CONVEXITY CAPITAL MANAGEMENT, (CVEX)317 03/14/11 H/2 CAPITAL PARTNERS (H2CAP)318 03/14/11 CONVEXITY CAPITAL MANAGEMENT, (CVEX)319 03/14/11 ALLIANCEBERNSTEIN (ALL7)320 03/14/11 ALLIANCEBERNSTEIN (ALL7)321 03/14/11 ALLIANCEBERNSTEIN (ALL7)322 03/15/11 BWT PROFESSIONAL TRADING LLC (BWT1)323 03/15/11 BWT PROFESSIONAL TRADING LLC (BWT1)324 03/15/11 BWT PROFESSIONAL TRADING LLC (BWT1)325 03/16/11 NEKTAR ASSET MANAGEMENT (NKTR)326 03/16/11 NEKTAR ASSET MANAGEMENT (NKTR)327 03/16/11 NEKTAR ASSET MANAGEMENT (NKTR)328 03/16/11 NEKTAR ASSET MANAGEMENT (NKTR)329 03/16/11 NEKTAR ASSET MANAGEMENT (NKTR)330 03/16/11 BWT PROFESSIONAL TRADING LLC (BWT1)331 03/16/11 BWT PROFESSIONAL TRADING LLC (BWT1)332 03/16/11 NEKTAR ASSET MANAGEMENT (NKTR)333 03/16/11 NEKTAR ASSET MANAGEMENT (NKTR)334 03/17/11 FEDERAL RESERVE BANK OF NEW (FDLB)335 03/17/11 FEDERAL RESERVE BANK OF NEW (FDLB)336 03/17/11 BWT PROFESSIONAL TRADING LLC (BWT1)337 03/18/11 CONVEXITY CAPITAL MANAGEMENT, (CVEX)338 03/18/11 CONVEXITY CAPITAL MANAGEMENT, (CVEX)339 03/18/11 CONVEXITY CAPITAL MANAGEMENT, (CVEX)340 03/18/11 CONVEXITY CAPITAL MANAGEMENT, (CVEX)341 03/18/11 CONVEXITY CAPITAL MANAGEMENT, (CVEX)342 03/18/11 CONVEXITY CAPITAL MANAGEMENT, (CVEX)343 03/18/11 BWT PROFESSIONAL TRADING LLC (BWT1)344 03/18/11 BWT PROFESSIONAL TRADING LLC (BWT1)345 03/18/11 BREAKWATER TRADING (BWTD)346 03/18/11 BREAKWATER TRADING (BWTD)347 03/18/11 BWT PROFESSIONAL TRADING LLC (BWT1)348 03/18/11 BWT PROFESSIONAL TRADING LLC (BWT1)349 03/18/11 CONVEXITY CAPITAL MANAGEMENT, (CVEX)350 03/18/11 CONVEXITY CAPITAL MANAGEMENT, (CVEX)351 03/18/11 CONVEXITY CAPITAL MANAGEMENT, (CVEX)352 03/18/11 CONVEXITY CAPITAL MANAGEMENT, (CVEX)353 03/18/11 CONVEXITY CAPITAL MANAGEMENT, (CVEX)354 03/18/11 CONVEXITY CAPITAL MANAGEMENT, (CVEX)355 03/18/11 CONVEXITY CAPITAL MANAGEMENT, (CVEX)356 03/22/11 BREVAN HOWARD ASSET MANAGEMENT (BREVN)

22-Mar Nektar

22-Mar Nektar359 03/22/11 NEKTAR ASSET MANAGEMENT (NKTR)360 03/22/11 NEKTAR ASSET MANAGEMENT (NKTR)361 03/22/11 BWT PROFESSIONAL TRADING LLC (BWT1)362 03/22/11 NEKTAR ASSET MANAGEMENT (NKTR)363 03/22/11 NEKTAR ASSET MANAGEMENT AB (NKTAE)364 03/24/11 BWT PROFESSIONAL TRADING LLC (BWT1)365 03/24/11 BWT PROFESSIONAL TRADING LLC (BWT1)366 03/24/11 BWT PROFESSIONAL TRADING LLC (BWT1)367 03/24/11 BWT PROFESSIONAL TRADING LLC (BWT1)368 03/24/11 NEKTAR ASSET MANAGEMENT (NKTR)369 03/24/11 NEKTAR ASSET MANAGEMENT (NKTR)370 03/25/11 NEKTAR ASSET MANAGEMENT (NKTR)371 03/28/11 NEKTAR ASSET MANAGEMENT AB (NKTAE)372 03/28/11 BWT PROFESSIONAL TRADING LLC (BWT1)373 03/28/11 BWT PROFESSIONAL TRADING LLC (BWT1)374 03/29/11 BWT PROFESSIONAL TRADING LLC (BWT1)375 03/29/11 BWT PROFESSIONAL TRADING LLC (BWT1)376 03/29/11 BWT PROFESSIONAL TRADING LLC (BWT1)377 03/29/11 BWT PROFESSIONAL TRADING LLC (BWT1)378 03/29/11 BWT PROFESSIONAL TRADING LLC (BWT1)379 03/29/11 BWT PROFESSIONAL TRADING LLC (BWT1)380 03/29/11 BWT PROFESSIONAL TRADING LLC (BWT1)381 03/29/11 BWT PROFESSIONAL TRADING LLC (BWT1)382 03/29/11 SOCIETE GENERALE, PARIS (SOCGP)383 03/29/11 SOCIETE GENERALE, PARIS (SOCGP)384 03/29/11 DEUTSCHE NEW YORK (DENY)385 03/29/11 BARCLAYS BANK ARBITRAGE DESK (BABAA)386 03/30/11 CONVEXITY CAPITAL MANAGEMENT: GLOBAL387 03/30/11 CONVEXITY CAPITAL MANAGEMENT: GLOBAL388 03/30/11 CONVEXITY CAPITAL MANAGEMENT, (CVEX)389 03/30/11 CONVEXITY CAPITAL MANAGEMENT, (CVEX)390 03/30/11 CONVEXITY CAPITAL MANAGEMENT, (CVEX)391 03/30/11 CONVEXITY CAPITAL MANAGEMENT, (CVEX)392 03/30/11 BWT PROFESSIONAL TRADING LLC (BWT1)393 03/30/11 BWT PROFESSIONAL TRADING LLC (BWT1)394 03/30/11 BWT PROFESSIONAL TRADING LLC (BWT1)395 03/30/11 BWT PROFESSIONAL TRADING LLC (BWT1)396 03/31/11 CONVEXITY CAPITAL MANAGEMENT: GLOBAL397 03/31/11 CONVEXITY CAPITAL MANAGEMENT, (CVEX)398 03/31/11 NEKTAR ASSET MANAGEMENT (NKTR)399 03/31/11 LONGEVITY INSURANCE COMPANY (LNGG)400 03/31/11 ETRADE SECURITIES (ETSC)401 04/01/11 ALPHADYNE ASSET MANAGEMENT (AOASM)402 04/01/11 BREVAN HOWARD ASSET MANAGEMENT (BREVN)403 04/01/11 BREVAN HOWARD ASSET MANAGEMENT (BREVN)404 04/01/11 ALPHADYNE ASSET MANAGEMENT (AOASM)405 04/01/11 BWT PROFESSIONAL TRADING LLC (BWT1)406 04/01/11 ELEMENT CAPITAL (ELMC)407 04/01/11 ELEMENT CAPITAL (ELMC)

408 04/01/11 ELEMENT CAPITAL (ELMC)409 04/01/11 ELEMENT CAPITAL (ELMC)410 04/01/11 ELEMENT CAPITAL (ELMC)411 04/04/11 ALPHADYNE ASSET MANAGEMENT (AOASM)412 04/04/11 ALPHADYNE ASSET MANAGEMENT (AOASM)413 04/04/11 BWT PROFESSIONAL TRADING LLC (BWT1)414 04/04/11 ALPHADYNE ASSET MANAGEMENT (AOASM)415 04/04/11 ALPHADYNE ASSET MANAGEMENT (AOASM)416 04/04/11 ALPHADYNE ASSET MANAGEMENT (AOASM)417 04/04/11 ALPHADYNE ASSET MANAGEMENT (AOASM)418 04/05/11 BREVAN HOWARD ASSET MANAGEMENT (BREVN)419 04/05/11 CONVEXITY CAPITAL MANAGEMENT, (CVEX)420 04/05/11 BWT PROFESSIONAL TRADING LLC (BWT1)421 04/05/11 BARCLAYS BANK ARBITRAGE DESK (BABAA)422 04/05/11 BARCLAYS BANK ARBITRAGE DESK (BABAA)423 04/05/11 DEUTSHE BANK AG, FRANKFURT (DEUTT)424 04/05/11 SOCIETE GENERALE, PARIS (SOCGP)425 04/05/11 BARCLAYS BANK ARBITRAGE DESK (BABAA)426 04/05/11 JP MORGAN CORRELATION (JPMB)427 04/05/11 BARCLAYS BANK ARBITRAGE DESK (BABAA)428 04/06/11 ALPHADYNE ASSET MANAGEMENT (AOASM)429 04/06/11 ALPHADYNE ASSET MANAGEMENT (AOASM)

7-Apr Nektar431 04/07/11 NEKTAR ASSET MANAGEMENT (NKTR)432 04/07/11 NEKTAR ASSET MANAGEMENT (NKTR)433 04/07/11 BWT PROFESSIONAL TRADING LLC (BWT1)434 04/07/11 FEDERATED INVESTORS INC (FR0)435 04/07/11 NEKTAR ASSET MANAGEMENT (NKTR)436 04/08/11 BREVAN HOWARD ASSET MANAGEMENT (BREVN)437 04/08/11 BREVAN HOWARD ASSET MANAGEMENT (BREVN)

8-Apr Nektar439 04/08/11 NEKTAR ASSET MANAGEMENT (NKTR)440 04/08/11 ALPHADYNE ASSET MANAGEMENT (AOASM)441 04/08/11 BWT PROFESSIONAL TRADING LLC (BWT1)442 04/08/11 BWT PROFESSIONAL TRADING LLC (BWT1)443 04/08/11 NEKTAR ASSET MANAGEMENT (NKTR)

8-Apr Brevan

8-Apr Brevan446 04/11/11 BREVAN HOWARD ASSET MANAGEMENT (BREVN)447 04/11/11 BREVAN HOWARD ASSET MANAGEMENT (BREVN)448 04/11/11 ALPHADYNE ASSET MANAGEMENT (AOASM)449 04/11/11 BWT PROFESSIONAL TRADING LLC (BWT1)450 04/11/11 BWT PROFESSIONAL TRADING LLC (BWT1)

12-Apr Convexity452 04/12/11 BANQUE PARIBAS PARIS (PARB)453 04/12/11 ALPHADYNE ASSET MANAGEMENT (AOASM)454 04/12/11 CONVEXITY CAPITAL MANAGEMENT, (CVEX)

13-Apr Convexity456 04/13/11 CONVEXITY CAPITAL MANAGEMENT, (CVEX)457 04/13/11 FANNIE MAE (FEME)458 04/13/11 FANNIE MAE (FEME)

459 04/14/11 BREVAN HOWARD ASSET MANAGEMENT (BREVN)460 04/14/11 BREVAN HOWARD ASSET MANAGEMENT (BREVN)461 04/14/11 ALPHADYNE ASSET MANAGEMENT (AOASM)462 04/14/11 BWT PROFESSIONAL TRADING LLC (BWT1)463 04/14/11 ROYAL BANK OF CANADA EUROPE (ROYR)464 04/14/11 ROYAL BANK OF CANADA EUROPE (ROYR)465 04/14/11 ROYAL BANK OF CANADA EUROPE (ROYR)466 04/14/11 ROYAL BANK OF CANADA EUROPE (ROYR)467 04/14/11 ROYAL BANK OF CANADA EUROPE (ROYR)468 04/14/11 ALPHADYNE ASSET MANAGEMENT (AOASM)469 04/14/11 ROYAL BANK OF CANADA EUROPE (ROYR)

15-Apr Alphadyne

15-Apr Alphadyne472 04/15/11 ALPHADYNE ASSET MANAGEMENT (AOASM)473 04/15/11 BWT PROFESSIONAL TRADING LLC (BWT1)474 04/15/11 LONGEVITY INSURANCE COMPANY (LNGG)475 04/15/11 BARCLAYS BANK ARBITRAGE DESK (BABAA)476 04/15/11 ALPHADYNE ASSET MANAGEMENT (AOASM)477 04/15/11 ALPHADYNE ASSET MANAGEMENT (AOASM)478 04/15/11 ALPHADYNE ASSET MANAGEMENT (AOASM)479 04/15/11 ALPHADYNE ASSET MANAGEMENT (AOASM)

18-Apr Convexity

18-Apr Alphadyne

18-Apr Convexity

18-Apr Convexity484 04/18/11 CONVEXITY CAPITAL MANAGEMENT, (CVEX)485 04/18/11 CONVEXITY CAPITAL MANAGEMENT, (CVEX)486 04/18/11 ALPHADYNE ASSET MANAGEMENT (AOASM)487 04/18/11 BWT PROFESSIONAL TRADING LLC (BWT1)488 04/18/11 BWT PROFESSIONAL TRADING LLC (BWT1)489 04/18/11 BWT PROFESSIONAL TRADING LLC (BWT1)490 04/18/11 BWT PROFESSIONAL TRADING LLC (BWT1)491 04/18/11 CONVEXITY CAPITAL MANAGEMENT, (CVEX)492 04/19/11 CONVEXITY CAPITAL MANAGEMENT, (CVEX)493 04/19/11 CONVEXITY CAPITAL MANAGEMENT, (CVEX)494 04/19/11 BWT PROFESSIONAL TRADING LLC (BWT1)495 04/20/11 CONVEXITY CAPITAL MANAGEMENT, (CVEX)496 04/21/11 ALPHADYNE ASSET MANAGEMENT (AOASM)497 04/21/11 ALPHADYNE ASSET MANAGEMENT (AOASM)498 04/21/11 ALPHADYNE ASSET MANAGEMENT (AOASM)499 04/21/11 ALPHADYNE ASSET MANAGEMENT (AOASM)

21-Apr Alphadyne501 04/25/11 ALPHADYNE ASSET MANAGEMENT (AOASM)502 04/25/11 BWT PROFESSIONAL TRADING LLC (BWT1)503 04/25/11 BWT PROFESSIONAL TRADING LLC (BWT1)504 04/26/11 ALPHADYNE ASSET MANAGEMENT,LLC (ALDP)505 04/26/11 ALPHADYNE ASSET MANAGEMENT,LLC (ALDP)506 04/27/11 ALPHADYNE ASSET MANAGEMENT (AOASM)507 04/28/11 BWT PROFESSIONAL TRADING LLC (BWT1)508 04/28/11 BWT PROFESSIONAL TRADING LLC (BWT1)509 04/28/11 BWT PROFESSIONAL TRADING LLC (BWT1)

510 04/28/11 BWT PROFESSIONAL TRADING LLC (BWT1)511 04/29/11 ALPHADYNE ASSET MANAGEMENT (AOASM)512 04/29/11 ALPHADYNE ASSET MANAGEMENT,LLC (ALDP)513 04/29/11 ALPHADYNE ASSET MANAGEMENT,LLC (ALDP)514 04/29/11 ALPHADYNE ASSET MANAGEMENT,LLC (ALDP)515 04/29/11 ALPHADYNE ASSET MANAGEMENT (AOASM)516 05/02/11 ALPHADYNE ASSET MANAGEMENT (AOASM)517 05/02/11 BWT PROFESSIONAL TRADING LLC (BWT1)518 05/02/11 BWT PROFESSIONAL TRADING LLC (BWT1)519 05/02/11 BWT PROFESSIONAL TRADING LLC (BWT1)520 05/02/11 BWT PROFESSIONAL TRADING LLC (BWT1)521 05/02/11 BWT PROFESSIONAL TRADING LLC (BWT1)522 05/02/11 BWT PROFESSIONAL TRADING LLC (BWT1)523 05/02/11 BWT PROFESSIONAL TRADING LLC (BWT1)524 05/02/11 FEDERAL RESERVE BANK OF NEW (FDLB)525 05/02/11 FEDERAL RESERVE BANK OF NEW (FDLB)526 05/02/11 BWT PROFESSIONAL TRADING LLC (BWT1)527 05/03/11 FEDERAL RESERVE BANK OF NEW (FDLB)528 05/04/11 BREVAN HOWARD ASSET MANAGEMENT (BRNHW)529 05/04/11 BREVAN HOWARD ASSET MANAGEMENT (BRNHW)530 05/04/11 BREVAN HOWARD ASSET MANAGEMENT (BRNHW)531 05/04/11 BWT PROFESSIONAL TRADING LLC (BWT1)532 05/04/11 BWT PROFESSIONAL TRADING LLC (BWT1)533 05/04/11 BWT PROFESSIONAL TRADING LLC (BWT1)

5-May Brevan535 05/05/11 PROLOGUE CAPITAL LLP (PROLO)536 05/05/11 BWT PROFESSIONAL TRADING LLC (BWT1)537 05/05/11 BWT PROFESSIONAL TRADING LLC (BWT1)538 05/05/11 BWT PROFESSIONAL TRADING LLC (BWT1)539 05/05/11 BWT PROFESSIONAL TRADING LLC (BWT1)540 05/05/11 BWT PROFESSIONAL TRADING LLC (BWT1)

6-May Convexity542 05/06/11 ALPHADYNE ASSET MANAGEMENT,LLC (ALDP)543 05/06/11 ALPHADYNE ASSET MANAGEMENT,LLC (ALDP)544 05/06/11 BWT PROFESSIONAL TRADING LLC (BWT1)

9-May Convexity546 05/09/11 CONVEXITY CAPITAL MANAGEMENT, (CVEX)547 05/09/11 CONVEXITY CAPITAL MANAGEMENT, (CVEX)548 05/09/11 ELEMENT CAPITAL (ELMC)549 05/09/11 FEDERAL RESERVE BANK OF NEW (FDLB)550 05/09/11 CONVEXITY CAPITAL MANAGEMENT, (CVEX)

10-May Convexity

10-May Convexity553 05/10/11 CONVEXITY CAPITAL MANAGEMENT, (CVEX)554 05/10/11 BWT PROFESSIONAL TRADING LLC (BWT1)555 05/10/11 BWT PROFESSIONAL TRADING LLC (BWT1)556 05/11/11 CONVEXITY CAPITAL MANAGEMENT, (CVEX)557 05/11/11 ALPHADYNE ASSET MANAGEMENT,LLC (ALDP)558 05/11/11 BWT PROFESSIONAL TRADING LLC (BWT1)

12-May Convexity560 05/12/11 CONVEXITY CAPITAL MANAGEMENT, (CVEX)

561 05/12/11 CONVEXITY CAPITAL MANAGEMENT, (CVEX)562 05/12/11 CONVEXITY CAPITAL MANAGEMENT, (CVEX)563 05/12/11 NEKTAR ASSET MANAGEMENT (NKTR)

13-May Nektar

13-May Convexity566 05/13/11 BWT PROFESSIONAL TRADING LLC (BWT1)567 05/13/11 BWT PROFESSIONAL TRADING LLC (BWT1)568 05/13/11 BWT PROFESSIONAL TRADING LLC (BWT1)569 05/16/11 BWT PROFESSIONAL TRADING LLC (BWT1)570 05/16/11 BWT PROFESSIONAL TRADING LLC (BWT1)571 05/16/11 BWT PROFESSIONAL TRADING LLC (BWT1)572 05/16/11 BWT PROFESSIONAL TRADING LLC (BWT1)573 05/16/11 BWT PROFESSIONAL TRADING LLC (BWT1)574 05/16/11 BWT PROFESSIONAL TRADING LLC (BWT1)575 05/17/11 CONVEXITY CAPITAL MANAGEMENT, (CVEX)576 05/17/11 BREVAN HOWARD ASSET MANAGEMENT (BREVN)577 05/17/11 CONVEXITY CAPITAL MANAGEMENT, (CVEX)578 05/17/11 FEDERAL RESERVE BANK OF NEW (FDLB)579 05/17/11 BWT PROFESSIONAL TRADING LLC (BWT1)580 05/17/11 BWT PROFESSIONAL TRADING LLC (BWT1)581 05/17/11 FEDERAL RESERVE BANK OF NEW (FDLB)582 05/17/11 BWT PROFESSIONAL TRADING LLC (BWT1)583 05/17/11 BWT PROFESSIONAL TRADING LLC (BWT1)584 05/17/11 BWT PROFESSIONAL TRADING LLC (BWT1)585 05/17/11 BWT PROFESSIONAL TRADING LLC (BWT1)586 05/17/11 CONVEXITY CAPITAL MANAGEMENT, (CVEX)587 05/17/11 CONVEXITY CAPITAL MANAGEMENT, (CVEX)588 05/17/11 BREVAN HOWARD ASSET MANAGEMENT (BRNHW)589 05/17/11 CONVEXITY CAPITAL MANAGEMENT, (CVEX)590 05/17/11 CONVEXITY CAPITAL MANAGEMENT, (CVEX)591 05/19/11 BREVAN HOWARD ASSET MANAGEMENT (BRNHW)592 05/19/11 BWT PROFESSIONAL TRADING LLC (BWT1)593 05/19/11 BWT PROFESSIONAL TRADING LLC (BWT1)594 05/19/11 BWT PROFESSIONAL TRADING LLC (BWT1)595 05/19/11 BWT PROFESSIONAL TRADING LLC (BWT1)596 05/19/11 BWT PROFESSIONAL TRADING LLC (BWT1)597 05/19/11 BWT PROFESSIONAL TRADING LLC (BWT1)598 05/19/11 BWT PROFESSIONAL TRADING LLC (BWT1)599 05/19/11 BWT PROFESSIONAL TRADING LLC (BWT1)600 05/19/11 FEDERAL RESERVE BANK OF NEW (FDLB)601 05/20/11 PNC BANK NA (R21)602 05/20/11 ALPHADYNE ASSET MANAGEMENT,LLC (ALDP)603 05/20/11 BWT PROFESSIONAL TRADING LLC (BWT1)604 05/20/11 BWT PROFESSIONAL TRADING LLC (BWT1)605 05/23/11 BWT PROFESSIONAL TRADING LLC (BWT1)606 05/23/11 BWT PROFESSIONAL TRADING LLC (BWT1)607 05/23/11 ELEMENT CAPITAL (ELMC)608 05/24/11 CONVEXITY CAPITAL MANAGEMENT, (CVEX)609 05/24/11 ALPHADYNE ASSET MANAGEMENT (AOASM)610 05/24/11 ALPHADYNE ASSET MANAGEMENT,LLC (ALDP)611 05/24/11 ALPHADYNE ASSET MANAGEMENT,LLC (ALDP)

612 05/24/11 ALPHADYNE ASSET MANAGEMENT,LLC (ALDP)613 05/24/11 ALPHADYNE ASSET MANAGEMENT,LLC (ALDP)614 05/24/11 FEDERAL RESERVE BANK OF NEW (FDLB)615 05/24/11 FEDERAL RESERVE BANK OF NEW (FDLB)616 05/25/11 BREVAN HOWARD ASSET MANAGEMENT (BRNHW)617 05/25/11 ALPHADYNE ASSET MANAGEMENT,LLC (ALDP)618 05/25/11 ALPHADYNE ASSET MANAGEMENT,LLC (ALDP)619 05/25/11 ALPHADYNE ASSET MANAGEMENT,LLC (ALDP)620 05/25/11 ALPHADYNE ASSET MANAGEMENT,LLC (ALDP)621 05/25/11 ALPHADYNE ASSET MANAGEMENT,LLC (ALDP)622 05/25/11 ALPHADYNE ASSET MANAGEMENT,LLC (ALDP)623 05/26/11 BREVAN HOWARD ASSET MANAGEMENT (BRNHW)624 05/26/11 BREVAN HOWARD ASSET MANAGEMENT (BREVN)625 05/26/11 FEDERATED INVESTORS INC (FR0)626 05/26/11 HARVARD MGT (H07)627 05/26/11 HARVARD MGT (H07)

27-May Alphadyne

27-May Alphadyne630 05/27/11 ALPHADYNE ASSET MANAGEMENT (AOASM)631 05/27/11 ALPHADYNE ASSET MANAGEMENT (AOASM)632 05/27/11 ALPHADYNE ASSET MANAGEMENT (AOASM)633 05/27/11 ALPHADYNE ASSET MANAGEMENT (AOASM)634 05/27/11 ALPHADYNE ASSET MANAGEMENT (AOASM)635 05/27/11 ALPHADYNE ASSET MANAGEMENT (AOASM)636 05/27/11 BWT PROFESSIONAL TRADING LLC (BWT1)637 05/31/11 ALPHADYNE ASSET MANAGEMENT (AOASM)

31-May Alphadyne639 05/31/11 ALPHADYNE ASSET MANAGEMENT (AOASM)640 05/31/11 ALPHADYNE ASSET MANAGEMENT (AOASM)641 05/31/11 BWT PROFESSIONAL TRADING LLC (BWT1)642 05/31/11 FEDERATED INVESTORS INC (FR0)643 05/31/11 ALPHADYNE ASSET MANAGEMENT (AOASM)644 05/31/11 ALPHADYNE ASSET MANAGEMENT (AOASM)645 05/31/11 BREVAN HOWARD ASSET MANAGEMENT (BREVN)646 05/31/11 FEDERATED INVESTORS INC (FR0)647 06/01/11 ALPHADYNE ASSET MANAGEMENT (AOASM)

1-Jun Alphadyne649 06/01/11 ALPHADYNE ASSET MANAGEMENT (AOASM)650 06/01/11 ALPHADYNE ASSET MANAGEMENT (AOASM)651 06/01/11 ALPHADYNE ASSET MANAGEMENT,LLC (ALDP)652 06/01/11 ALPHADYNE ASSET MANAGEMENT,LLC (ALDP)653 06/01/11 BWT PROFESSIONAL TRADING LLC (BWT1)654 06/01/11 KEPOS CAPITAL LP (KEPCP)655 06/01/11 KEPOS CAPITAL LP (KEPCP)656 06/01/11 KEPOS CAPITAL LP (KEPCP)657 06/01/11 KEPOS CAPITAL LP (KEPCP)658 06/01/11 KEPOS CAPITAL LP (KEPCP)659 06/01/11 KEPOS CAPITAL LP (KEPCP)660 06/01/11 KEPOS CAPITAL LP (KEPCP)661 06/01/11 KEPOS CAPITAL LP (KEPCP)662 06/01/11 KEPOS CAPITAL LP (KEPCP)

663 06/01/11 KEPOS CAPITAL LP (KEPCP)664 06/01/11 KEPOS CAPITAL LP (KEPCP)665 06/01/11 KEPOS CAPITAL LP (KEPCP)666 06/01/11 KEPOS CAPITAL LP (KEPCP)667 06/01/11 KEPOS CAPITAL LP (KEPCP)668 06/01/11 KEPOS CAPITAL LP (KEPCP)669 06/01/11 KEPOS CAPITAL LP (KEPCP)670 06/01/11 KEPOS CAPITAL LP (KEPCP)671 06/01/11 KEPOS CAPITAL LP (KEPCP)672 06/01/11 KEPOS CAPITAL LP (KEPCP)673 06/01/11 KEPOS CAPITAL LP (KEPCP)674 06/01/11 KEPOS CAPITAL LP (KEPCP)675 06/01/11 KEPOS CAPITAL LP (KEPCP)676 06/01/11 KEPOS CAPITAL LP (KEPCP)677 06/01/11 KEPOS CAPITAL LP (KEPCP)678 06/01/11 KEPOS CAPITAL LP (KEPCP)679 06/01/11 KEPOS CAPITAL LP (KEPCP)680 06/01/11 KEPOS CAPITAL LP (KEPCP)681 06/01/11 KEPOS CAPITAL LP (KEPCP)682 06/01/11 KEPOS CAPITAL LP (KEPCP)683 06/01/11 KEPOS CAPITAL LP (KEPCP)684 06/01/11 KEPOS CAPITAL LP (KEPCP)685 06/01/11 KEPOS CAPITAL LP (KEPCP)686 06/01/11 KEPOS CAPITAL LP (KEPCP)687 06/01/11 KEPOS CAPITAL LP (KEPCP)688 06/01/11 KEPOS CAPITAL LP (KEPCP)689 06/01/11 KEPOS CAPITAL LP (KEPCP)690 06/01/11 KEPOS CAPITAL LP (KEPCP)691 06/01/11 KEPOS CAPITAL LP (KEPCP)692 06/01/11 KEPOS CAPITAL LP (KEPCP)693 06/01/11 KEPOS CAPITAL LP (KEPCP)694 06/01/11 KEPOS CAPITAL LP (KEPCP)695 06/01/11 KEPOS CAPITAL LP (KEPCP)696 06/01/11 KEPOS CAPITAL LP (KEPCP)697 06/01/11 KEPOS CAPITAL LP (KEPCP)698 06/01/11 KEPOS CAPITAL LP (KEPCP)699 06/01/11 KEPOS CAPITAL LP (KEPCP)700 06/01/11 KEPOS CAPITAL LP (KEPCP)701 06/01/11 KEPOS CAPITAL LP (KEPCP)702 06/01/11 KEPOS CAPITAL LP (KEPCP)703 06/01/11 KEPOS CAPITAL LP (KEPCP)704 06/01/11 KEPOS CAPITAL LP (KEPCP)705 06/01/11 KEPOS CAPITAL LP (KEPCP)706 06/01/11 ALPHADYNE ASSET MANAGEMENT (AOASM)707 06/01/11 ALPHADYNE ASSET MANAGEMENT (AOASM)708 06/01/11 BREVAN HOWARD ASSET MANAGEMENT (BREVN)709 06/01/11 ALPHADYNE ASSET MANAGEMENT (AOASM)710 06/01/11 KEPOS CAPITAL LP (KEPCP)711 06/01/11 KEPOS CAPITAL LP (KEPCP)712 06/01/11 KEPOS CAPITAL LP (KEPCP)713 06/01/11 KEPOS CAPITAL LP (KEPCP)

714 06/01/11 KEPOS CAPITAL LP (KEPCP)715 06/01/11 KEPOS CAPITAL LP (KEPCP)716 06/01/11 KEPOS CAPITAL LP (KEPCP)717 06/01/11 KEPOS CAPITAL LP (KEPCP)718 06/02/11 ALPHADYNE ASSET MANAGEMENT (AOASM)719 06/02/11 ALPHADYNE ASSET MANAGEMENT,LLC (ALDP)720 06/02/11 ALPHADYNE ASSET MANAGEMENT,LLC (ALDP)721 06/02/11 BWT PROFESSIONAL TRADING LLC (BWT1)722 06/02/11 KEPOS CAPITAL LP (KEPCP)723 06/02/11 KEPOS CAPITAL LP (KEPCP)724 06/02/11 CONVEXITY CAPITAL MANAGEMENT, (CVEX)725 06/02/11 CONVEXITY CAPITAL MANAGEMENT, (CVEX)726 06/02/11 CONVEXITY CAPITAL MANAGEMENT, (CVEX)727 06/03/11 CONVEXITY CAPITAL MANAGEMENT, (CVEX)728 06/03/11 CONVEXITY CAPITAL MANAGEMENT, (CVEX)

3-Jun Convexity

3-Jun Convexity731 06/03/11 CONVEXITY CAPITAL MANAGEMENT, (CVEX)732 06/03/11 ALPHADYNE ASSET MANAGEMENT,LLC (ALDP)733 06/03/11 ALPHADYNE ASSET MANAGEMENT,LLC (ALDP)734 06/03/11 ALPHADYNE ASSET MANAGEMENT,LLC (ALDP)735 06/03/11 ALPHADYNE ASSET MANAGEMENT,LLC (ALDP)736 06/03/11 ALPHADYNE ASSET MANAGEMENT (AOASM)737 06/03/11 BWT PROFESSIONAL TRADING LLC (BWT1)738 06/03/11 BWT PROFESSIONAL TRADING LLC (BWT1)739 06/03/11 BWT PROFESSIONAL TRADING LLC (BWT1)740 06/03/11 RBS CORRELATION (RBSCL)741 06/03/11 KEPOS CAPITAL LP (KEPCP)742 06/06/11 ALPHADYNE ASSET MANAGEMENT,LLC (ALDP)743 06/06/11 ALPHADYNE ASSET MANAGEMENT,LLC (ALDP)744 06/06/11 ALPHADYNE ASSET MANAGEMENT,LLC (ALDP)745 06/06/11 ALPHADYNE ASSET MANAGEMENT,LLC (ALDP)746 06/06/11 BWT PROFESSIONAL TRADING LLC (BWT1)747 06/06/11 BWT PROFESSIONAL TRADING LLC (BWT1)748 06/06/11 BWT PROFESSIONAL TRADING LLC (BWT1)749 06/06/11 BWT PROFESSIONAL TRADING LLC (BWT1)750 06/06/11 BWT PROFESSIONAL TRADING LLC (BWT1)751 06/06/11 BWT PROFESSIONAL TRADING LLC (BWT1)752 06/06/11 METLIFE INSURANCE (M3U)753 06/06/11 METLIFE INSURANCE (M3U)754 06/07/11 ALPHADYNE ASSET MANAGEMENT,LLC (ALDP)755 06/07/11 ALPHADYNE ASSET MANAGEMENT (AOASM)756 06/07/11 BWT PROFESSIONAL TRADING LLC (BWT1)757 06/07/11 BWT PROFESSIONAL TRADING LLC (BWT1)758 06/07/11 BWT PROFESSIONAL TRADING LLC (BWT1)759 06/07/11 BWT PROFESSIONAL TRADING LLC (BWT1)760 06/07/11 BWT PROFESSIONAL TRADING LLC (BWT1)761 06/07/11 ALLIANCEBERNSTEIN (ALL7)762 06/08/11 CONVEXITY CAPITAL MANAGEMENT, (CVEX)763 06/08/11 BREVAN HOWARD ASSET MANAGEMENT (BRNHW)764 06/08/11 CONVEXITY CAPITAL MANAGEMENT, (CVEX)

8-Jun Convexity

8-Jun Convexity

8-Jun Convexity768 06/08/11 CONVEXITY CAPITAL MANAGEMENT, (CVEX)769 06/08/11 CONVEXITY CAPITAL MANAGEMENT, (CVEX)770 06/08/11 ALPHADYNE ASSET MANAGEMENT,LLC (ALDP)771 06/08/11 ALPHADYNE ASSET MANAGEMENT,LLC (ALDP)772 06/08/11 ALPHADYNE ASSET MANAGEMENT (AOASM)773 06/08/11 ALPHADYNE ASSET MANAGEMENT,LLC (ALDP)774 06/08/11 ALPHADYNE ASSET MANAGEMENT,LLC (ALDP)775 06/08/11 BWT PROFESSIONAL TRADING LLC (BWT1)776 06/08/11 BWT PROFESSIONAL TRADING LLC (BWT1)777 06/08/11 BWT PROFESSIONAL TRADING LLC (BWT1)778 06/08/11 BWT PROFESSIONAL TRADING LLC (BWT1)779 06/08/11 BWT PROFESSIONAL TRADING LLC (BWT1)780 06/08/11 BWT PROFESSIONAL TRADING LLC (BWT1)781 06/08/11 BWT PROFESSIONAL TRADING LLC (BWT1)782 06/08/11 BWT PROFESSIONAL TRADING LLC (BWT1)783 06/08/11 BWT PROFESSIONAL TRADING LLC (BWT1)784 06/08/11 BWT PROFESSIONAL TRADING LLC (BWT1)785 06/08/11 BWT PROFESSIONAL TRADING LLC (BWT1)786 06/08/11 BWT PROFESSIONAL TRADING LLC (BWT1)787 06/08/11 BWT PROFESSIONAL TRADING LLC (BWT1)788 06/08/11 KEPOS CAPITAL LP (KEPCP)789 06/08/11 RBS CORRELATION (RBSCL)790 06/08/11 CONVEXITY CAPITAL MANAGEMENT, (CVEX)791 06/08/11 CONVEXITY CAPITAL MANAGEMENT, (CVEX)792 06/08/11 CONVEXITY CAPITAL MANAGEMENT, (CVEX)793 06/08/11 CONVEXITY CAPITAL MANAGEMENT, (CVEX)794 06/09/11 CONVEXITY CAPITAL MANAGEMENT, (CVEX)795 06/09/11 ALPHADYNE ASSET MANAGEMENT (AOASM)796 06/09/11 CONVEXITY CAPITAL MANAGEMENT, (CVEX)797 06/09/11 NEKTAR ASSET MANAGEMENT (NKTR)798 06/09/11 ALPHADYNE ASSET MANAGEMENT,LLC (ALDP)799 06/09/11 ALPHADYNE ASSET MANAGEMENT,LLC (ALDP)800 06/09/11 ALPHADYNE ASSET MANAGEMENT,LLC (ALDP)801 06/09/11 BWT PROFESSIONAL TRADING LLC (BWT1)802 06/09/11 BWT PROFESSIONAL TRADING LLC (BWT1)803 06/09/11 BWT PROFESSIONAL TRADING LLC (BWT1)804 06/09/11 BWT PROFESSIONAL TRADING LLC (BWT1)805 06/09/11 BWT PROFESSIONAL TRADING LLC (BWT1)806 06/09/11 BWT PROFESSIONAL TRADING LLC (BWT1)807 06/09/11 CONVEXITY CAPITAL MANAGEMENT, (CVEX)808 06/09/11 CONVEXITY CAPITAL MANAGEMENT, (CVEX)809 06/09/11 CONVEXITY CAPITAL MANAGEMENT, (CVEX)810 06/10/11 CONVEXITY CAPITAL MANAGEMENT, (CVEX)811 06/10/11 CONVEXITY CAPITAL MANAGEMENT, (CVEX)

10-Jun Convexity

10-Jun Convexity

10-Jun Alphadyne

10-Jun Alphadyne

816 06/10/11 CONVEXITY CAPITAL MANAGEMENT, (CVEX)817 06/10/11 ALPHADYNE ASSET MANAGEMENT (AOASM)818 06/10/11 ALPHADYNE ASSET MANAGEMENT (AOASM)819 06/10/11 ALPHADYNE ASSET MANAGEMENT (AOASM)820 06/10/11 BWT PROFESSIONAL TRADING LLC (BWT1)821 06/10/11 BWT PROFESSIONAL TRADING LLC (BWT1)822 06/10/11 BWT PROFESSIONAL TRADING LLC (BWT1)823 06/10/11 BWT PROFESSIONAL TRADING LLC (BWT1)824 06/10/11 KEPOS CAPITAL LP (KEPCP)825 06/10/11 ALPHADYNE ASSET MANAGEMENT (AOASM)826 06/10/11 ALPHADYNE ASSET MANAGEMENT (AOASM)827 06/10/11 ALPHADYNE ASSET MANAGEMENT (AOASM)828 06/10/11 CONVEXITY CAPITAL MANAGEMENT, (CVEX)829 06/10/11 CONVEXITY CAPITAL MANAGEMENT, (CVEX)830 06/10/11 CONVEXITY CAPITAL MANAGEMENT, (CVEX)831 06/10/11 CONVEXITY CAPITAL MANAGEMENT, (CVEX)832 06/10/11 CONVEXITY CAPITAL MANAGEMENT, (CVEX)833 06/10/11 CONVEXITY CAPITAL MANAGEMENT, (CVEX)834 06/10/11 CONVEXITY CAPITAL MANAGEMENT, (CVEX)835 06/10/11 BARCLAYS BANK ARBITRAGE DESK (BABAA)836 06/10/11 BARCLAYS BANK ARBITRAGE DESK (BABAA)837 06/13/11 BREVAN HOWARD ASSET MANAGEMENT (BREVN)

13-Jun Convexity

13-Jun Convexity

13-Jun Brevan841 06/13/11 CONVEXITY CAPITAL MANAGEMENT, (CVEX)842 06/13/11 ALPHADYNE ASSET MANAGEMENT,LLC (ALDP)843 06/13/11 ALPHADYNE ASSET MANAGEMENT,LLC (ALDP)844 06/13/11 BWT PROFESSIONAL TRADING LLC (BWT1)845 06/13/11 ALLIANCEBERNSTEIN (ALL7)846 06/13/11 CONVEXITY CAPITAL MANAGEMENT, (CVEX)847 06/13/11 CONVEXITY CAPITAL MANAGEMENT, (CVEX)

14-Jun Brevan849 06/14/11 BREVAN HOWARD ASSET MANAGEMENT (BRNHW)850 06/14/11 BREVAN HOWARD ASSET MANAGEMENT (BRNHW)851 06/14/11 ALPHADYNE ASSET MANAGEMENT (AOASM)852 06/14/11 BWT PROFESSIONAL TRADING LLC (BWT1)853 06/14/11 BWT PROFESSIONAL TRADING LLC (BWT1)854 06/14/11 BWT PROFESSIONAL TRADING LLC (BWT1)855 06/14/11 BWT PROFESSIONAL TRADING LLC (BWT1)856 06/14/11 BWT PROFESSIONAL TRADING LLC (BWT1)857 06/14/11 BWT PROFESSIONAL TRADING LLC (BWT1)858 06/14/11 BWT PROFESSIONAL TRADING LLC (BWT1)859 06/14/11 BWT PROFESSIONAL TRADING LLC (BWT1)860 06/14/11 BWT PROFESSIONAL TRADING LLC (BWT1)861 06/14/11 ALLIANCEBERNSTEIN (ALL7)862 06/14/11 ALLIANCEBERNSTEIN (ALL7)863 06/14/11 ALLIANCEBERNSTEIN (ALL7)864 06/14/11 NEKTAR ASSET MANAGEMENT (NKTR)865 06/14/11 CONVEXITY CAPITAL MANAGEMENT, (CVEX)866 06/14/11 ELEMENT CAPITAL (ELMC)

867 06/15/11 ALPHADYNE ASSET MANAGEMENT (AOASM)868 06/15/11 NEKTAR ASSET MANAGEMENT AB (NKTAE)869 06/15/11 CONVEXITY CAPITAL MANAGEMENT, (CVEX)870 06/15/11 ALPHADYNE ASSET MANAGEMENT,LLC (ALDP)871 06/15/11 ALPHADYNE ASSET MANAGEMENT,LLC (ALDP)872 06/15/11 BWT PROFESSIONAL TRADING LLC (BWT1)873 06/15/11 BWT PROFESSIONAL TRADING LLC (BWT1)874 06/15/11 BWT PROFESSIONAL TRADING LLC (BWT1)875 06/15/11 BWT PROFESSIONAL TRADING LLC (BWT1)876 06/15/11 BWT PROFESSIONAL TRADING LLC (BWT1)877 06/15/11 KEPOS CAPITAL LP (KEPCP)878 06/15/11 ALLIANCEBERNSTEIN (ALL7)879 06/16/11 BREVAN HOWARD ASSET MANAGEMENT (BRNHW)880 06/16/11 BWT PROFESSIONAL TRADING LLC (BWT1)881 06/16/11 BWT PROFESSIONAL TRADING LLC (BWT1)882 06/16/11 BWT PROFESSIONAL TRADING LLC (BWT1)883 06/16/11 BWT PROFESSIONAL TRADING LLC (BWT1)884 06/16/11 BWT PROFESSIONAL TRADING LLC (BWT1)885 06/16/11 BWT PROFESSIONAL TRADING LLC (BWT1)886 06/16/11 BWT PROFESSIONAL TRADING LLC (BWT1)887 06/16/11 BWT PROFESSIONAL TRADING LLC (BWT1)888 06/16/11 BWT PROFESSIONAL TRADING LLC (BWT1)889 06/16/11 GOLDMAN SACHS ASSET MANAGEMENT (GMANA)890 06/16/11 GOLDMAN SACHS ASSET MANAGEMENT (GMANA)891 06/16/11 GOLDMAN SACHS ASSET MANAGEMENT (GMANA)892 06/16/11 GOLDMAN SACHS ASSET MANAGEMENT (GMANA)893 06/16/11 KEPOS CAPITAL LP (KEPCP)894 06/16/11 GOLDMAN SACHS ASSET MANAGEMENT (GMANA)895 06/16/11 GOLDMAN SACHS ASSET MANAGEMENT (GMANA)896 06/16/11 GOLDMAN SACHS ASSET MANAGEMENT (GMANA)897 06/16/11 GOLDMAN SACHS ASSET MANAGEMENT (GMANA)898 06/16/11 GOLDMAN SACHS ASSET MANAGEMENT (GMANA)899 06/16/11 GOLDMAN SACHS ASSET MANAGEMENT (GMANA)900 06/16/11 GOLDMAN SACHS ASSET MANAGEMENT (GMANA)901 06/16/11 GOLDMAN SACHS ASSET MANAGEMENT (GMANA)902 06/16/11 KEPOS CAPITAL LP (KEPCP)

17-Jun Convexity904 06/17/11 BREVAN HOWARD ASSET MANAGEMENT (BREVN)905 06/17/11 CONVEXITY CAPITAL MANAGEMENT, (CVEX)906 06/17/11 CONVEXITY CAPITAL MANAGEMENT, (CVEX)907 06/17/11 ALPHADYNE ASSET MANAGEMENT,LLC (ALDP)908 06/17/11 ALPHADYNE ASSET MANAGEMENT,LLC (ALDP)909 06/17/11 ALPHADYNE ASSET MANAGEMENT,LLC (ALDP)910 06/17/11 BWT PROFESSIONAL TRADING LLC (BWT1)911 06/17/11 METLIFE (METLF)912 06/17/11 METLIFE (METLF)913 06/17/11 KEPOS CAPITAL LP (KEPCP)914 06/17/11 METLIFE (METLF)915 06/17/11 METLIFE (METLF)916 06/17/11 METLIFE (METLF)917 06/17/11 KEPOS CAPITAL LP (KEPCP)

918 06/17/11 METLIFE (METLF)919 06/17/11 Unknown (-1)920 06/17/11 Unknown (-1)921 06/20/11 ALPHADYNE ASSET MANAGEMENT (AOASM)922 06/20/11 ALPHADYNE ASSET MANAGEMENT,LLC (ALDP)923 06/20/11 ALPHADYNE ASSET MANAGEMENT,LLC (ALDP)924 06/20/11 BWT PROFESSIONAL TRADING LLC (BWT1)925 06/20/11 BWT PROFESSIONAL TRADING LLC (BWT1)926 06/20/11 BWT PROFESSIONAL TRADING LLC (BWT1)927 06/20/11 FEDERAL RESERVE BANK OF NEW (FDLB)928 06/20/11 METLIFE INSURANCE (M3U)929 06/21/11 BREVAN HOWARD ASSET MANAGEMENT (BRNHW)930 06/21/11 BREVAN HOWARD ASSET MANAGEMENT (BRNHW)931 06/21/11 BREVAN HOWARD ASSET MANAGEMENT (BRNHW)932 06/21/11 CONVEXITY CAPITAL MANAGEMENT, (CVEX)933 06/21/11 ALPHADYNE ASSET MANAGEMENT,LLC (ALDP)934 06/21/11 ALPHADYNE ASSET MANAGEMENT,LLC (ALDP)935 06/21/11 BWT PROFESSIONAL TRADING LLC (BWT1)936 06/21/11 ALLIANCEBERNSTEIN (ALL7)937 06/21/11 ALLIANCEBERNSTEIN (ALL7)938 06/21/11 CONVEXITY CAPITAL MANAGEMENT, (CVEX)

22-Jun Convexity940 06/22/11 ALPHADYNE ASSET MANAGEMENT (AOASM)941 06/22/11 KEPOS CAPITAL LP (KEPCP)942 06/22/11 KEPOS CAPITAL LP (KEPCP)943 06/22/11 ALLIANCEBERNSTEIN (ALL7)944 06/22/11 FEDERAL RESERVE BANK OF NEW (FDLB)945 06/22/11 FEDERATED INVESTORS INC (FR0)946 06/23/11 BREVAN HOWARD ASSET MANAGEMENT (BRNHW)

23-Jun Brevan948 06/23/11 BWT PROFESSIONAL TRADING LLC (BWT1)949 06/23/11 BWT PROFESSIONAL TRADING LLC (BWT1)950 06/23/11 BWT PROFESSIONAL TRADING LLC (BWT1)951 06/23/11 BWT PROFESSIONAL TRADING LLC (BWT1)952 06/23/11 KEPOS CAPITAL LP (KEPCP)953 06/23/11 BREVAN HOWARD ASSET MANAGEMENT (BRNHW)954 06/23/11 ELEMENT CAPITAL (ELMC)955 06/23/11 ROYAL BANK OF CANADA EUROPE (ROYR)956 06/23/11 ROYAL BANK OF CANADA EUROPE (ROYR)957 06/23/11 ELEMENT CAPITAL (ELMC)958 06/23/11 ELEMENT CAPITAL (ELMC)

24-Jun Alphadyne960 06/24/11 ALPHADYNE ASSET MANAGEMENT,LLC (ALDP)961 06/24/11 ALPHADYNE ASSET MANAGEMENT,LLC (ALDP)962 06/24/11 ALPHADYNE ASSET MANAGEMENT,LLC (ALDP)963 06/24/11 ALPHADYNE ASSET MANAGEMENT,LLC (ALDP)964 06/24/11 ALPHADYNE ASSET MANAGEMENT,LLC (ALDP)965 06/24/11 ALPHADYNE ASSET MANAGEMENT,LLC (ALDP)966 06/24/11 ALPHADYNE ASSET MANAGEMENT,LLC (ALDP)967 06/24/11 ALPHADYNE ASSET MANAGEMENT,LLC (ALDP)968 06/24/11 ALPHADYNE ASSET MANAGEMENT (AOASM)

969 06/24/11 BWT PROFESSIONAL TRADING LLC (BWT1)970 06/24/11 ELEMENT CAPITAL (ELMC)

27-Jun Brevan

Yellow - just listed on MANUAL spreadsheetOrange - just listed on STIX spreadsheetBlue - listed on both MANUAL and STIX spreadsheets

Sec Desc. Settle Ccy Total ProdUSD 500.0 MM 04/07/2011 FORMULA USD 108,000 USD 100.0 MM 03/18/2020 IRS USD 75,000 USD 101.5 MM 12/29/2008 IRS USD 4,000,000 JPY 50.0 BN 05/25/2011 IRS USD 150,000 JPY 50.0 BN 05/25/2011 SWAPTION USD (150,000)JPY 14.7 BN 07/05/2018 IRS USD 12,000 GBP 113.0 MM 10/21/2020 IRS USD 59,000 STANDARD P&B CLEANUP CUSIP USD 214,600 DUMMY CUSIP ON EUROPEAN OIL STOCK USD 37,842 DUMMY CUSIP ON EUROPEAN OIL STOCK USD 0 B Oct 20, 2011 EXMT USD 1 Swaption USD Short 3.98 2019/08/30 USD 50,000 T 2.375 Feb 28, 2015 EXMT USD 520 B Feb 24, 2011 EXMT USD 0 Swaption USD Short 3.18 2022/08/30 Unwind USD 0 Swaption GBP Long 4.45 2021/07/07 USD 0 Swaption GBP Short 3.75 2022/01/10 USD 0 Swaption GBP Short 4.25 2022/01/10 USD 0 FHLMC 4.500 Jul 15, 2013 EXMT USD 47 Swaption USD Short 4.74 2040/12/19 USD 44,000 Swaption USD Short 4.74 2034/09/20 Unwind USD 0 Swaption USD Short 3.28 2018/09/04 USD 75,000 Fixed/Float USD Receiver 4.29 2041/03/20 USD 75,000 Swaption USD Short 3.36 2018/10/22 USD 75,000 Swaption USD Short 4.59 2042/08/29 USD 75,000 Swaption USD Short 3.92 2019/09/05 USD 63,750 strike roll - 10yr tails 56,250 T 2.500 Jun 30, 2017 EXMT USD 1,000 T 1.875 Sep 30, 2017 EXMT USD 1,000 T 1.875 Sep 30, 2017 EXMT USD 1,000 T 2.500 Jun 30, 2017 EXMT USD 1,000 TITIM 6.200 Jul 18, 2011 SEC5 USD 0 Fixed/Float USD Payer 3.56 2021/03/17 USD 0 Swaption USD Short 2.92 2019/09/05 Unwind USD 0 Swaption USD Short 2.50 2018/09/04 Unwind USD 0 Swaption USD Short 3.46 2042/08/29 Unwind USD 0 Swaption USD Short 2.48 2018/10/22 Unwind USD 0 Fixed/Float USD Receiver 4.29 2041/03/20 Unwind USD 75,000 Fixed/Float USD Receiver 2.96 2018/03/21 StepInTrade USD 0 Fixed/Float USD Payer 3.56 2021/03/17 Unwind USD 0 Swap Unwind 75,000 AXP 6.800 Sep 01, 2066 SEC5 USD 0 MET 10.750 Aug 01, 2069 SEC5 USD 0 UAL 6.636 Jan 02, 2024 SEC5 USD 0 HIG 4.000 Mar 30, 2015 SEC5 USD 0 CP 6.500 May 15, 2018 SEC5 USD 0 GP 5.400 Nov 01, 2020 144A USD 0 TRPCN 6.350 May 15, 2067 SEC5 USD 0 OC 6.500 Dec 01, 2016 USD 0 T 1.375 Nov 30, 2015 EXMT USD 258

Swaption USD Short 3.51 2042/08/29 Unwind USD 0 MET 7.875 Dec 15, 2067 144A USD 0 T 2.750 Oct 31, 2013 EXMT USD 132 T 1.875 Apr 30, 2014 EXMT USD 115 MTNA 5.250 Aug 05, 2020 SEC5 USD 0 AON 3.500 Sep 30, 2015 SEC5 USD 0 NBHSS 4.875 Jan 14, 2021 144A USD 0 JPY 50.0 BN 05/25/2011 SWAPTION USD 106,700 JPY high strike payor unwind 53,350 T 4.000 Nov 15, 2012 USD 100 T 4.000 Nov 15, 2012 USD 13 FITB 5.450 Jan 15, 2017 SEC5 USD 0 UBS 5.875 Dec 20, 2017 USD 0 DANBNK 5.914 2049 Perp 144A USD 0 EQR 5.750 Jun 15, 2017 SEC5 USD 0 XTALN 5.800 Nov 15, 2016 144A USD 0 LRY 4.750 Oct 01, 2020 SEC5 USD 0 Swaption AUD Long 5.09 2013/01/23 USD 25,000 Swaption AUD Short 5.47 2013/01/23 USD 25,000 T 1.875 Oct 31, 2017 EXMT USD 525 T 1.875 Oct 31, 2017 EXMT USD 315 T 1.875 Jan 31, 2016 EXMT USD 38 S Feb 15, 2038 EXMT USD 4 T 2.375 Mar 31, 2016 EXMT USD 45 S Nov 15, 2025 EXMT USD 0 Swaption USD Short 0.70 2013/01/28 USD 50,000 T 2.375 Jul 31, 2017 EXMT USD 500 T 1.875 Oct 31, 2017 EXMT USD 40 SUCN 6.500 Jun 15, 2038 SEC5 USD 0 CNQCN 5.700 May 15, 2017 USD 0 T 1.250 Oct 31, 2015 EXMT USD 500 T 1.250 Oct 31, 2015 EXMT USD 500 T 1.250 Oct 31, 2015 EXMT USD 250 B Mar 24, 2011 EXMT USD 0 Swaption USD Short 0.65 2013/10/11 StepInTrade USD 0 Swaption USD Long 0.90 2013/10/11 StepInTrade USD 0 APA 5.100 Sep 01, 2040 USD 0 ETP 6.700 Jul 01, 2018 SEC5 USD 0 ETP 7.500 Jul 01, 2038 SEC5 USD 0 JCI 5.000 Mar 30, 2020 USD 0 Floor USD Payer 0.00 2015/03/18 USD 166,000 Swaption USD Short 3.68 2017/11/21 USD 57,000 T 2.125 Dec 31, 2015 EXMT USD 340 Swaption USD Short 3.16 2017/11/21 Unwind USD 0 BA 3.250 Oct 27, 2014 SEC5 USD 0 TEG 6.110 Dec 01, 2066 USD 0 T 1.375 Feb 15, 2013 EXMT USD 4,000 T 0.750 Aug 15, 2013 EXMT USD 3,260 T 2.125 Nov 30, 2014 EXMT USD 850 T 4.000 Nov 15, 2012 USD 300 T 2.125 Nov 30, 2014 EXMT USD 100

T 2.125 Dec 31, 2015 EXMT USD 80 T 4.500 Apr 30, 2012 EXMT USD 56 T 2.500 Apr 30, 2015 EXMT USD 40 T 2.375 Oct 31, 2014 EXMT USD 38 B Jun 02, 2011 EXMT USD 0 Swaption USD Long 2.72 2015/02/02 USD 390,000 T 3.375 Nov 15, 2019 EXMT USD 1,290 T 3.625 Feb 15, 2020 EXMT USD 1,250 T 2.375 Feb 28, 2015 EXMT USD 500 T 1.250 Sep 30, 2015 EXMT USD 675 T 3.000 Sep 30, 2016 EXMT USD 525 T 2.500 Apr 30, 2015 EXMT USD 313 T 2.500 Apr 30, 2015 EXMT USD 285 T 2.500 Apr 30, 2015 EXMT USD 285 T 3.000 Sep 30, 2016 EXMT USD 220 T 3.000 Sep 30, 2016 EXMT USD 220 T 3.000 Sep 30, 2016 EXMT USD 35 T 2.625 Dec 31, 2014 EXMT USD 20 T 3.375 Nov 15, 2019 EXMT USD 15 Rate Switch Fixed/Float USD Payer 3.58 2021/03/17 USD 75,000 T 2.625 Dec 31, 2014 EXMT USD 393 T 2.125 May 31, 2015 EXMT USD 175 T 1.875 Jun 30, 2015 EXMT USD 145 T 3.875 Oct 31, 2012 EXMT USD 78 T 3.125 Apr 30, 2013 EXMT USD 20 T 4.625 Oct 31, 2011 EXMT USD 18 Swaption USD Short 0.85 2013/02/07 USD 500,000 T 3.375 Nov 15, 2019 EXMT USD 470 B Jun 02, 2011 EXMT USD 0 BA 3.250 Oct 27, 2014 SEC5 USD 0 GD 5.250 Feb 01, 2014 USD 0 Swaption USD Long 0.90 2014/05/09 USD 1,050,000 Swaption USD Long 0.85 2013/12/09 USD 525,000 Swaption USD Short 4.22 2019/09/05 USD 66,000 Swaption USD Short 4.22 2019/08/30 USD 40,000 Swaption USD Short 3.25 2022/08/30 Unwind USD 0 Swaption USD Short 3.16 2022/09/06 Unwind USD 0 Swaption USD Short 0.95 2013/03/11 USD 1,050,000 Swaption USD Short 3.76 2018/12/07 USD 20,000 T 3.500 May 15, 2020 EXMT USD 500 T 3.500 May 15, 2020 EXMT USD 1 Swaption USD Short 3.14 2018/12/07 Unwind USD 0 Swaption USD Short 3.63 2018/09/04 USD 60,000 strike roll on 7yr payor, to 8/31/11 into 7yr 3.63%, 250mm 50,000 Float/Float USD Receiver 0.00 2013/02/11 USD 50,000 Float/Float USD Receiver 0.00 2013/02/11 USD 0 Swaption USD Short 3.28 2018/09/04 Unwind USD 0 EQT 8.125 Jun 01, 2019 USD 0 T 2.500 Mar 31, 2015 EXMT USD 500 T 2.625 Feb 29, 2016 EXMT USD 250 T 2.625 Feb 29, 2016 EXMT USD 250

BA 3.250 Oct 27, 2014 SEC5 USD 0 Swaption EUR Short 4.27 2025/12/04 StepInTrade USD 0 Swaption EUR Long 3.91 2035/12/04 StepInTrade USD 0 T 1.875 Jun 30, 2015 EXMT USD 780 T 1.875 Jun 30, 2015 EXMT USD 750 T 2.500 Mar 31, 2015 EXMT USD 575 CVC 8.500 Apr 15, 2014 USD 0 BG 5.875 May 15, 2013 USD 0 CSX 5.500 Aug 01, 2013 USD 0 Swaption USD Short 2.20 2013/08/19 USD 300,000 Swaption USD Short 2.20 2013/05/08 USD 180,000 Fixed/Float USD Receiver 3.23 2016/03/16 USD 75,000 Float/Float USD Receiver 0.00 2013/02/19 USD 25,000 Float/Float USD Receiver 0.00 2013/02/19 USD 25,000 T 2.375 Feb 28, 2015 EXMT USD 325 T 1.375 Nov 30, 2015 EXMT USD 263 T 2.125 May 31, 2015 EXMT USD 138 B Jul 21, 2011 EXMT USD 0 Swaption USD Short 2.20 2014/08/19 USD 0 Swaption USD Short 2.55 2013/05/08 Unwind USD 0 Swaption USD Short 2.55 2013/04/26 Unwind USD 0 Swaption USD Long 2.20 2014/08/18 USD 0 Swaption USD Short 2.55 2014/05/08 Unwind USD 0 Swaption USD Long 2.55 2014/05/08 Unwind USD 0 Swaption USD Short 2.55 2014/04/28 Unwind USD 0 Swaption USD Long 2.55 2014/04/28 Unwind USD 0 BA 3.250 Oct 27, 2014 SEC5 USD 0 NOC 1.850 Nov 15, 2015 SEC5 USD 0 FEDERAL HOME LOAN BANK SYSTEM USD 150,000 T 2.500 Apr 30, 2015 EXMT USD 285 B Jun 02, 2011 EXMT USD 0 T 1.875 Oct 31, 2017 EXMT USD 1,500 T 2.500 Jun 30, 2017 EXMT USD 750 T 2.375 Jul 31, 2017 EXMT USD 745 T 2.750 Dec 31, 2017 EXMT USD 350 T 2.500 Apr 30, 2015 EXMT USD 50 T 2.625 Jan 31, 2018 EXMT USD 25 T 2.750 Dec 31, 2017 EXMT USD 25 T 1.875 Sep 30, 2017 EXMT USD 5 B Aug 11, 2011 EXMT USD 0 Swaption USD Short 2.08 2013/09/23 USD 1,130,000 T 1.875 Jun 30, 2015 EXMT USD 698 T 0.625 Dec 31, 2012 EXMT USD 569 T 1.875 Jun 30, 2015 EXMT USD 278 T 1.375 Feb 15, 2012 EXMT USD 111 Swaption USD Short 2.08 2014/10/21 USD 0 Swaption USD Short 2.66 2013/05/14 Unwind USD 0 T 2.750 Dec 31, 2017 EXMT USD 500 Fixed/Float GBP Payer 3.89 2040/08/28 USD 0 WPPLN 8.000 Sep 15, 2014 USD 0 T 2.500 Mar 31, 2015 EXMT USD 375

T 2.500 Mar 31, 2015 EXMT USD 150 Swaption USD Short 2.31 2014/12/19 USD 300,000 T 2.500 Jun 30, 2017 EXMT USD 745 T 2.000 Jan 31, 2016 EXMT USD 73 T 2.125 Feb 29, 2016 EXMT USD 3 Swaption USD Short 3.17 2016/12/19 Unwind USD 0 IP 7.500 Aug 15, 2021 USD 0 AEE 6.700 Feb 01, 2019 USD 0 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 S May 15, 2027 EXMT USD 54,248 SP Feb 15, 2025 EXMT USD 54,248 Fixed Payment/Float USD Receiver 0.00 2027/05/17 USD 50,000 SP Feb 15, 2023 EXMT USD 14,265 T 1.250 Sep 30, 2015 EXMT USD 750 Fixed Payment/Float USD Receiver 0.00 2025/02/18 Unwind USD 0 Fixed Payment/Float USD Receiver 0.00 2025/02/18 Unwind USD 0 Fed Funds Float/Float USD Payer 0.00 2018/07/02 USD 100,000 Swaption USD Long 3.32 2018/09/04 USD 85,000 Swaption USD Short 3.79 2021/09/02 USD 50,000 T 2.375 Feb 28, 2015 EXMT USD 488 T 2.500 Apr 30, 2015 EXMT USD 13 T 2.000 Jan 31, 2016 EXMT USD 10 Fed Funds Float/Float USD Payer 0.00 2015/10/01 USD 0 Swaption USD Short 2.84 2021/09/02 Unwind USD 0 Fixed/Float USD Payer 2.50 2018/09/04 Unwind USD 0 Swaption USD Short 2.50 2018/09/04 Unwind USD 0 TWC 4.125 Feb 15, 2021 SEC5 USD 0 EQT 8.125 Jun 01, 2019 USD 0 unwind another 100k of ff-libor 50,000 Fed Funds Float/Float USD Payer 0.00 2015/10/01 Unwind USD 90,000 T 1.375 Nov 30, 2015 EXMT USD 100 T 1.375 Nov 30, 2015 EXMT USD 100 T 1.250 Sep 30, 2015 EXMT USD 100 T 2.125 Feb 29, 2016 EXMT USD 90 T 2.125 May 31, 2015 EXMT USD 13 T 2.000 Jan 31, 2016 EXMT USD 10 KMP 5.800 Mar 15, 2035 USD 0 BG 5.875 May 15, 2013 USD 0 IP 5.300 Apr 01, 2015 SEC5 USD 0 WY 7.375 Mar 15, 2032 USD 0 GE 4.800 May 01, 2013 SEC5 USD 0 Swaption USD Short 1.92 2014/09/09 USD 350,000 Swaption NZD Short 4.03 2012/04/12 Unwind USD 40,000 B Aug 11, 2011 EXMT USD 0 Fixed Payment/Float USD Receiver 0.00 2023/02/15 Unwind USD 0 Cap GBP Receiver 0.00 2015/07/23 USD 0 Swaption USD Long 1.92 2014/09/08 USD 0 Swaption USD Short 2.97 2013/04/26 Unwind USD 0 Swaption USD Short 1.92 2013/09/09 USD 0 DE 5.100 Jan 15, 2013 SEC5 USD 0

BA 5.125 Feb 15, 2013 SEC5 USD 0 DE 4.375 Oct 16, 2019 USD 0 MTNA 5.250 Aug 05, 2020 SEC5 USD 0 MTNA 3.750 Aug 05, 2015 SEC5 USD 0 Swaption USD Short 2.09 2013/08/06 USD 1,000,000 Swaption USD Long 2.06 2014/09/10 USD 800,000 T 1.875 Sep 30, 2017 EXMT USD 800 T 1.875 Sep 30, 2017 EXMT USD 800 T 2.625 Jan 31, 2018 EXMT USD 750 T 2.625 Jan 31, 2018 EXMT USD 750 T 1.875 Sep 30, 2017 EXMT USD 625 T 2.625 Jan 31, 2018 EXMT USD 588 Swaption USD Short 3.00 2013/05/24 Unwind USD 0 Swaption USD Long 3.00 2014/04/10 Unwind USD 0 Swaption USD Short 2.85 2013/05/24 Unwind USD 0 Swaption USD Short 1.96 2014/02/10 USD 825,000 Swaption USD Short 1.97 2014/03/07 USD 825,000 Swaption USD Short 3.03 2014/12/17 USD 65,000 unwind remaining 40k of 3y2y usd fra/ois at 31.6 bps, moving into eur 40,000 Swaption USD Long 1.96 2015/02/09 USD 34,000 T 1.875 Sep 30, 2017 EXMT USD 500 T 1.125 Mar 15, 2014 EXMT USD 72 T 1.125 Mar 15, 2014 EXMT USD 72 Fed Funds Float/Float USD Payer 0.00 2015/10/01 Unwind USD 0 Fed Funds Float/Float USD Payer 0.00 2015/08/17 USD 50,000 T 2.375 Jul 31, 2017 EXMT USD 745 T 1.750 Jul 31, 2015 EXMT USD 560 T 2.625 Feb 29, 2016 EXMT USD 375 T 1.750 Jul 31, 2015 EXMT USD 280 T 1.250 Sep 30, 2015 EXMT USD 275 T 1.250 Sep 30, 2015 EXMT USD 275 T 3.875 Oct 31, 2012 EXMT USD 266 T 4.625 Oct 31, 2011 EXMT USD 200 T 2.750 Oct 31, 2013 EXMT USD 196 T 2.750 Feb 28, 2018 EXMT USD 10 T 2.000 Jan 31, 2016 EXMT USD 250 T 1.750 Jul 31, 2015 EXMT USD 10 T 1.250 Sep 30, 2015 EXMT USD 3 Swaption EUR Long 2.25 2013/04/29 USD 0 Fixed/Float USD Receiver 3.53 2015/09/16 USD 300,000 Swaption USD Short 2.76 2014/12/29 USD 150,000 Swaption USD Short 3.98 2018/12/28 Unwind USD 0 Fixed/Float USD Payer 4.98 2044/09/21 USD 50,000 NZD 75.0 MM 05/04/2011 IRS USD 30,000 T 3.375 Nov 15, 2019 EXMT USD 500 T 3.500 May 15, 2020 EXMT USD 500 T 3.500 May 15, 2020 EXMT USD 500 T 3.375 Nov 15, 2019 EXMT USD 25 T 3.625 Feb 15, 2021 EXMT USD 20 TITIM 7.175 Jun 18, 2019 SEC5 USD 0 C 5.500 Feb 15, 2017 USD 0

RBS 5.625 Aug 24, 2020 USD 0 Swaption USD Short 2.22 2014/12/16 USD 75,000 T 2.500 Mar 31, 2015 EXMT USD 1,250 T 1.875 Aug 31, 2017 EXMT USD 500 T 3.250 May 31, 2016 EXMT USD 275 T 3.250 May 31, 2016 EXMT USD 225 T 2.250 Nov 30, 2017 EXMT USD 50 Swaption USD Short 3.07 2016/12/16 Unwind USD 0 TXT 5.400 Apr 28, 2013 USD 0 they sell 7/18 tips asw into 1/21, pick 12.0 bps 19,000 TII 1.375 Jul 15, 2018 EXMT USD 19,353 T 2.250 Nov 30, 2017 EXMT USD 1,800 TII 1.125 Jan 15, 2021 EXMT USD 0 T 5.500 Feb 01, 2018 SEC5 USD 0 MTNA 5.250 Aug 05, 2020 SEC5 USD 0 EQT 8.125 Jun 01, 2019 USD 0 T 1.000 Jan 15, 2014 EXMT USD 300 T 1.000 Jan 15, 2014 EXMT USD 300 T 1.250 Mar 15, 2014 EXMT USD 4 Fixed/Float USD Receiver 4.38 2040/12/20 Unwind USD 35,000 Fixed/Float USD Receiver 3.30 2020/08/17 USD 20,000 T 2.625 Aug 15, 2020 EXMT USD 10,000 T 5.250 Nov 15, 2028 EXMT USD 10,000 Fixed/Float USD Receiver 2.48 2015/01/22 USD 3,168 T 1.000 Jan 15, 2014 EXMT USD 300 T 1.000 Jan 15, 2014 EXMT USD 300 Fixed/Float USD Payer 5.26 2020/12/21 Unwind USD 0 Fixed/Float USD Payer 4.00 2028/11/15 USD 0 T 4.875 Apr 30, 2011 EXMT USD 3,124 T 1.875 Apr 30, 2014 EXMT USD 608 T 3.375 Nov 15, 2019 EXMT USD 10 Swaption USD Short 1.71 2014/12/22 USD 612,500 Swaption USD Short 1.71 2013/11/25 USD 600,000 Swaption USD Short 2.08 2014/12/15 USD 300,000 Swaption USD Short 4.00 2020/03/20 USD 280,000 Swaption USD Short 4.01 2020/03/20 USD 100,000 Swaption NZD Short 3.72 2013/03/21 USD 20,000 T 2.250 Nov 30, 2017 EXMT USD 525 T 2.250 Nov 30, 2017 EXMT USD 260 T 2.625 Jan 31, 2018 EXMT USD 50 T 2.625 Jan 31, 2018 EXMT USD 50 T 2.750 Feb 28, 2018 EXMT USD 28 T 2.250 Nov 30, 2017 EXMT USD 10 Swaption NZD Long 2.71 2013/03/21 USD 0 Swaption USD Short 3.63 2018/09/04 Unwind USD 0 Swaption USD Short 2.20 2013/08/19 Unwind USD 0 Swaption USD Short 2.89 2016/12/14 Unwind USD 0 Swaption USD Short 2.20 2014/08/19 Unwind USD 0 Swaption USD Long 2.20 2014/08/18 Unwind USD 0 Swaption USD Short 2.20 2013/05/08 Unwind USD 0 Swaption USD Long 3.49 2021/04/28 USD 50,000

unwind 50mm tips asw 7/13 at L+1 30,000

unwind 25mm tips asw 1/20 at L+13 35,000 TII 1.875 Jul 15, 2013 EXMT USD 35,922 TII 1.375 Jan 15, 2020 EXMT USD 35,595 T 2.375 Jul 31, 2017 EXMT USD 500 TII 1.875 Jul 15, 2013 EXMT USD 0 RealRate(bond)/Float USD Payer 1.37 2020/01/15 Unwind USD 0 T 1.875 Sep 30, 2017 EXMT USD 500 T 2.500 Apr 30, 2015 EXMT USD 250 T 1.750 Jul 31, 2015 EXMT USD 250 T 2.500 Apr 30, 2015 EXMT USD 250 Fixed/Float USD Payer 4.00 2028/11/15 Unwind USD 0 Fixed/Float USD Receiver 3.30 2020/08/17 Unwind USD 0 TII 1.750 Jan 15, 2028 EXMT USD 0 USD 27.8 MM 01/15/2028 FORMULA USD 60,000 T 2.750 Feb 28, 2018 EXMT USD 60 T 2.125 Feb 29, 2016 EXMT USD 43 T 1.875 Sep 30, 2017 EXMT USD 500 T 1.875 Sep 30, 2017 EXMT USD 500 T 2.250 Nov 30, 2017 EXMT USD 485 T 2.250 Nov 30, 2017 EXMT USD 260 T 0.500 Nov 15, 2013 EXMT USD 60 T 1.250 Mar 15, 2014 EXMT USD 54 T 0.750 Sep 15, 2013 EXMT USD 10 T 2.750 Feb 28, 2018 EXMT USD 8 Fixed/Float USD Payer 2.35 2014/08/29 Unwind USD 0 Fixed/Float USD Payer 2.51 2014/08/29 Unwind USD 0 Fixed/Float USD Receiver 2.69 2014/10/30 Unwind USD 0 Fixed/Float USD Payer 4.28 2040/12/03 Unwind USD 0 NDDUEAFE TOTAL RETURN SWAP USD 2,620,000 NDDUEAFE TOTAL RETURN SWAP USD (2,620,000)180M EACH OF DJUBSTR AND GSCIT USD 720,000 FEDERAL HOME LOAN BANK SYSTEM USD (720,000)FEDERAL HOME LOAN BANK SYSTEM USD 720,000 180M EACH OF DJUBSTR AND GSCIT USD (720,000)T 1.875 Aug 31, 2017 EXMT USD 355 T 2.250 Nov 30, 2017 EXMT USD 260 T 2.250 Nov 30, 2017 EXMT USD 260 T 2.250 Nov 30, 2017 EXMT USD 20 NDDUEAFE TOTAL RETURN SWAP USD 3,661,000 360M DJUBSTR AND GSCITR - COMM USD 810,000 Swaption USD Long 5.02 2041/04/04 USD 360,000 T 0.750 May 31, 2012 EXMT USD 40 S May 15, 2025 EXMT USD 5 Swaption USD Long 0.67 2012/07/05 USD 100,000 Swaption USD Long 3.80 2022/06/15 USD 20,000 Swaption USD Short 3.69 2021/12/15 StepInTrade USD 18,000 Fixed/Float USD Receiver 0.66 2012/07/04 USD 3,000 T 1.875 Sep 30, 2017 EXMT USD 275 Fixed/Float EUR Payer 2.15 2013/04/05 StepInTrade USD 0 Fixed/Float EUR Payer 2.21 2013/04/05 StepInTrade USD 0

Fixed/Float EUR Payer 2.32 2013/04/05 StepInTrade USD 0 Fixed/Float EUR Receiver 2.39 2013/04/05 StepInTrade USD 0 Fixed/Float EUR Payer 2.12 2013/04/05 StepInTrade USD 0 Swap Spread Fixed/Float USD Payer 2.37 2016/04/06 USD 15,000 Swap Spread Fixed/Float USD Payer 2.40 2016/04/06 USD 7,500 T 1.000 Jan 15, 2014 EXMT USD 43 T 0.750 Mar 31, 2013 EXMT USD 0 T 2.250 Mar 31, 2016 EXMT USD 0 T 2.250 Mar 31, 2016 EXMT USD 0 T 3.625 Feb 15, 2021 EXMT USD 0 Swaption USD Short 4.70 2043/04/07 USD 167,000 Swaption USD Short 4.16 2021/04/06 Unwind USD 16,000 T 1.875 Sep 30, 2017 EXMT USD 210 Fixed/Float EUR Receiver 2.84 2019/07/04 Unwind USD 0 Fixed/Float EUR Payer 2.60 2018/01/04 Unwind USD 0 Fixed/Float EUR Payer 1.84 2015/11/03 Unwind USD 0 Fixed/Float EUR Payer 2.42 2015/01/05 Unwind USD 0 Fixed/Float EUR Receiver 2.84 2019/07/04 Unwind USD 0 Fixed/Float EUR Receiver 2.69 2019/06/19 Unwind USD 0 Fixed/Float EUR Payer 2.60 2018/01/04 Unwind USD 0 Swap Spread Fixed/Float USD Payer 4.31 2041/04/08 USD 9,549 T 4.750 Feb 15, 2041 EXMT USD 0 2bn 1y1y 1s3s partial unwind at 6 bps 40,000 Float/Float USD Receiver 0.00 2013/02/19 Unwind USD 25,000 Float/Float USD Receiver 0.00 2013/02/11 Unwind USD 25,000 T 0.750 Dec 15, 2013 EXMT USD 220 GS 1.625 Jul 15, 2011 USD 13 Float/Float USD Receiver 0.00 2013/02/11 Unwind USD 0 Swaption USD Long 6.15 2042/04/14 USD 900,000 Swaption USD Short 3.74 2021/05/11 USD 65,000 we buy 5/27coup asw, 99mm or so 55,000 S May 15, 2027 EXMT USD 45,000 Fixed/Float USD Payer 1.56 2013/04/12 USD 7,500 T 1.250 Apr 15, 2014 EXMT USD 250 T 1.250 Apr 15, 2014 EXMT USD 125 Fixed Payment/Float USD Receiver 0.00 2027/05/17 Unwind USD 0 two 2s10s curve caps collapse 30,000

2y5y vs 1y5y 2.50% jpy payor switch, 125bn each side; 14c vs 58c 296,000 JPY 125.0 BN 04/10/2013 SWAPTION USD 294,000 Fixed/Float USD Receiver 4.24 2027/06/16 USD 212,500 Swaption USD Short 0.53 2012/06/14 USD 50,000 T 0.750 Aug 15, 2013 EXMT USD 200 T 2.250 Nov 30, 2017 EXMT USD 15 unwind 2x30s cap and 30cms cap 40,000 Index Spread USD Payer 0.00 2011/09/21 StepInTrade USD 30,000 Fixed/Float USD Payer 1.50 2013/04/16 USD 0 Index Spread USD Payer 0.00 2011/05/17 Unwind USD 0 JPY payor fly - 3y1y 100bn/200bn/100bn, 85.25 bps low strike, +100?=200 12c upfront - USD 1.0 BN 05/17/2011 CAPFLR USD 40,000 Fixed/Float USD Payer 2.60 2014/10/08 Unwind USD 0 Fixed/Float USD Payer 2.53 2014/10/07 Unwind USD 0

USD 1.0 BN 10/18/2011 FORMULA USD 141,000 USD 1.0 BN 10/29/2011 FORMULA USD 141,000 Swap Spread Fixed/Float USD Receiver 4.31 2041/04/18 USD 12,267 B Mar 08, 2012 EXMT USD 300 Swap Spread Fixed/Float USD Receiver 1.65 2015/08/24 Unwind USD 0 Swap Spread Fixed/Float USD Receiver 2.98 2017/06/01 Unwind USD 0 Swap Spread Fixed/Float USD Receiver 2.76 2017/06/26 Unwind USD 0 Rate Switch Fixed/Float USD Receiver 3.01 2025/08/26 Unwind USD 0 Rate Switch Fixed/Float USD Payer 2.94 2025/08/27 Unwind USD 0 T 4.750 Feb 15, 2041 EXMT USD 0 Fixed/Float USD Receiver 1.54 2015/08/27 Unwind USD 0 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 Swap Spread Fixed/Float USD Receiver 3.51 2021/04/19 USD 12,000 T 1.000 Jul 15, 2013 EXMT USD 200 T 0.750 May 31, 2012 EXMT USD 17 Fixed/Float GBP Receiver 1.24 2012/09/28 Unwind USD 0 Swap Spread Fixed/Float USD Receiver 4.25 2041/04/23 USD 0 T 4.750 Feb 15, 2041 EXMT USD 0 T 2.250 Mar 31, 2016 EXMT USD 0 T 3.625 Feb 15, 2021 EXMT USD 0 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 JPY 100.0 BN 04/16/2014 SWAPTION USD 208,000 Swaption JPY Short 0.85 2015/04/16 ImportTrade USD 125,000 Swaption USD Long 1.27 2014/04/28 USD 86,700 T 1.000 Jan 15, 2014 EXMT USD 500 T 0.750 Sep 15, 2013 EXMT USD 320 T 1.000 Jul 15, 2013 EXMT USD 200 T 1.250 Feb 15, 2014 EXMT USD 20 Swaption USD Short 2.48 2018/10/22 Unwind USD 0 Swaption JPY Short 2.80 2015/04/24 ImportTrade USD 125,000 JPY 100.0 BN 04/24/2014 SWAPTION USD 90,000 T 0.750 Dec 15, 2013 EXMT USD 180 Index Spread USD Payer 0.00 2011/05/20 Unwind USD 360,000 T 0.750 Aug 15, 2013 EXMT USD 2,000 T 0.750 Aug 15, 2013 EXMT USD 2,000 T 1.250 Apr 15, 2014 EXMT USD 1,406 T 1.250 Apr 15, 2014 EXMT USD 1,406 we buy 200mm 0.75 8/13 7,200 USD 4.0 BN 09/27/2011 CAPFLR USD 100,000 T 3.500 May 15, 2020 EXMT USD 500 T 3.625 Feb 15, 2021 EXMT USD 23 T 2.250 Mar 31, 2016 EXMT USD 1,075 T 4.750 Feb 15, 2041 EXMT USD 893 Swaption USD Long 0.46 2012/06/29 USD 106,000 T 3.500 May 15, 2020 EXMT USD 500 T 0.500 Oct 15, 2013 EXMT USD 480 T 3.625 Feb 15, 2021 EXMT USD 353

T 3.625 Feb 15, 2021 EXMT USD 15 Swap Spread Fixed/Float USD Payer 4.17 2041/05/07 USD 7,275 T 1.250 Apr 15, 2014 EXMT USD 4,118 T 3.625 Feb 15, 2021 EXMT USD 2,970 T 2.000 Apr 30, 2016 EXMT USD 1,250 T 4.750 Feb 15, 2041 EXMT USD 0 Fixed/Float USD Receiver 1.39 2014/07/07 USD 5,082 T 0.500 Oct 15, 2013 EXMT USD 480 T 1.250 Mar 15, 2014 EXMT USD 400 T 0.625 Jan 31, 2013 EXMT USD 340 T 0.625 Jan 31, 2013 EXMT USD 340 T 0.625 Jan 31, 2013 EXMT USD 340 T 0.625 Jan 31, 2013 EXMT USD 340 T 0.625 Jan 31, 2013 EXMT USD 340 T 3.875 Oct 31, 2012 EXMT USD 78 T 4.500 Apr 30, 2012 EXMT USD 42 T 0.750 Mar 31, 2013 EXMT USD 17 B Oct 13, 2011 EXMT USD 0 Fixed/Float USD Payer 3.85 2026/06/17 USD 75,000 Swaption USD Short 3.38 2021/06/08 USD 50,000 Swaption USD Short 3.38 2021/06/08 USD 35,000 T 0.500 Nov 15, 2013 EXMT USD 300 T 0.500 Nov 15, 2013 EXMT USD 300 T 3.125 Sep 30, 2013 EXMT USD 6 jun2011 imm t-bill libor at +22 (he pays tbills), 1bn (100k) 15,000 USD 50.0 MM 05/08/2042 FORMULA USD 60,000 T 1.000 Jul 15, 2013 EXMT USD 400 T 2.625 Nov 15, 2020 EXMT USD 250 T 2.625 Nov 15, 2020 EXMT USD 250 T 2.625 Apr 30, 2016 EXMT USD 250 T 3.125 Sep 30, 2013 EXMT USD 50 they buy more 7m2y5y combo trade, 8.9bps net, 3bn… 100,000 T 1.250 Apr 15, 2014 EXMT USD 4,140 T 3.625 Feb 15, 2021 EXMT USD 2,944 T 3.125 Sep 30, 2013 EXMT USD 15 they buy more 5m2y5y combo trade, 7.25 bps net, 4bn 200,000 Swaption USD Short 1.62 2014/02/13 USD 190,000 Index Spread USD Payer 0.00 2011/11/09 USD 60,000 Fixed/Float GBP Payer 2.68 2016/05/24 StepInTrade USD 0 B Oct 27, 2011 EXMT USD 0 Swaption USD Short 2.08 2013/09/23 Unwind USD 0 they buy more 5m2week 2y5y combo trade, 7.7 bps net, 4bn 200,000

they buy more 5m1week 2y5y combo trade, 7.45 bps net, 4bn 200,000 Index Spread USD Payer 0.00 2011/12/08 USD 100,000 T 1.000 May 15, 2014 EXMT USD 125 T 0.500 Oct 15, 2013 EXMT USD 6 Index Spread USD Payer 0.00 2011/10/13 USD 200,000 T 3.625 Feb 15, 2021 EXMT USD 2,205 T 2.125 Feb 29, 2016 EXMT USD 128 they buy 3y1y atm/+100/+200 payor fly for 11 bps, 250/500/250 (26/12/9 bps), .665 lower st - Swaption JPY Short 0.66 2015/05/14 USD 312,500

Index Spread USD Payer 0.00 2011/10/27 USD 200,000 Index Spread USD Payer 0.00 2011/10/20 USD 200,000 Float/Float USD Receiver 0.00 2015/05/18 USD 37,000 he buys 150k 2y2y 3s6s at 3.875 bps 37,500

they buy 6m 2y5y combo trade, 8.25 bps net, 5bn 250,000 T 1.125 Jun 15, 2013 EXMT USD 290 T 1.125 Jun 15, 2013 EXMT USD 280 T 1.125 Jun 15, 2013 EXMT USD 280 T 0.500 Nov 30, 2012 EXMT USD 506 T 0.500 Nov 30, 2012 EXMT USD 500 T 0.625 Jan 31, 2013 EXMT USD 340 T 1.000 May 15, 2014 EXMT USD 234 T 1.250 Feb 15, 2014 EXMT USD 108 T 0.500 Nov 30, 2012 EXMT USD 6 Swaption USD Short 1.92 2013/11/21 USD 225,000 Index Spread USD Receiver 0.00 2015/02/15 USD 80,000 Index Spread USD Payer 0.00 2011/11/16 USD 250,000 T 3.125 Apr 30, 2013 EXMT USD 1,994 T 0.625 Apr 30, 2013 EXMT USD 540 T 0.750 Aug 15, 2013 EXMT USD 522 T 1.250 Oct 31, 2015 EXMT USD 135 T 0.750 Mar 31, 2013 EXMT USD 126 T 0.750 Mar 31, 2013 EXMT USD 8 T 3.375 Jun 30, 2013 EXMT USD 6 T 3.125 Sep 30, 2013 EXMT USD 6 Swaption USD Long 1.92 2014/11/21 USD 0 Swaption USD Short 1.92 2013/09/09 Unwind USD 0 Fixed/Float USD Payer 2.79 2015/09/16 USD 0 Swaption USD Short 1.92 2014/09/09 Unwind USD 0 Swaption USD Long 1.92 2014/09/08 Unwind USD 0 Swaption USD Short 3.36 2021/06/22 USD 60,000 T 3.125 Aug 31, 2013 EXMT USD 200 T 1.000 Jul 15, 2013 EXMT USD 200 T 1.000 Jul 15, 2013 EXMT USD 200 T 1.000 Jul 15, 2013 EXMT USD 200 T 3.125 Sep 30, 2013 EXMT USD 110 T 0.500 Oct 15, 2013 EXMT USD 8 T 3.125 Sep 30, 2013 EXMT USD 8 T 3.125 Sep 30, 2013 EXMT USD 4 B Jul 28, 2011 EXMT USD 0 USD 100.0 MM 07/07/2011 IRS USD 15,000 T 2.625 Apr 30, 2018 EXMT USD 2,588 T 0.750 Aug 15, 2013 EXMT USD 200 T 0.750 Aug 15, 2013 EXMT USD 6 T 2.250 May 31, 2014 EXMT USD 250 T 2.375 Aug 31, 2014 EXMT USD 233 Fixed/Float EUR Receiver 2.39 2013/08/22 USD 0 USD 4.0 BN 11/23/2011 CAPFLR USD 400,000 Swaption USD Short 2.29 2016/09/20 USD 15,000 T 1.000 May 15, 2014 EXMT USD 4,597 T 0.500 May 31, 2013 EXMT USD 4,000

T 3.125 May 15, 2021 EXMT USD 3,300 T 0.500 May 31, 2013 EXMT USD 1,044 T 2.375 Oct 31, 2014 EXMT USD 43 T 2.750 Oct 31, 2013 EXMT USD 34 Swaption USD Short 3.50 2021/07/08 USD 50,000 T 0.500 May 31, 2013 EXMT USD 5,627 T 0.500 May 31, 2013 EXMT USD 5,427 T 1.000 May 15, 2014 EXMT USD 3,677 T 2.000 Apr 30, 2016 EXMT USD 3,278 T 0.500 May 31, 2013 EXMT USD 603 T 1.000 May 15, 2014 EXMT USD 409 Fixed/Float USD Payer 0.61 2013/03/20 USD 75,000 USD 500.0 MM 08/27/2011 FORMULA USD 50,000 WMT 5.625 Apr 15, 2041 SEC5 USD 4 Swaption EUR Long 4.27 2026/05/29 USD 0 Swaption EUR Long 3.82 2046/05/30 USD 0 $300mm 8/15/13 asset swap vs FVM inv. Sprd 17,750 17,750

$214mm 6/15/13 asset swap vs FVM inv. Sprd 17,750 Fixed/Float USD Receiver 0.75 2013/08/15 USD 10,000 Invoice Spread Fixed/Float USD Payer 1.66 2015/08/28 USD 10,000 Fixed/Float USD Payer 1.66 2015/08/28 USD 7,200 Fixed/Float USD Receiver 0.68 2013/06/17 USD 6,500 T 0.750 Aug 15, 2013 EXMT USD 6,000 T 1.125 Jun 15, 2013 EXMT USD 4,280 T 1.000 Jan 15, 2014 EXMT USD 500 Swaption USD Short 3.00 2021/06/28 USD 15,000 40lk 10s30s spread flattener 12,000 12,000 Spread Switch Fixed/Float USD Receiver 3.14 2021/06/02 USD 6,000 Spread Switch Fixed/Float USD Payer 3.97 2041/06/03 USD 6,000 T 0.625 Dec 31, 2012 EXMT USD 20 TOTAL 2.300 Mar 15, 2016 SEC5 USD 0 T 3.125 May 15, 2021 EXMT USD 0 T 4.375 May 15, 2041 EXMT USD 0 Swaption USD Long 3.80 2022/06/15 Unwind USD 0 T 6.700 Nov 15, 2013 USD 0 Swaption USD Short 2.75 2021/06/28 USD 11,250 66k 5s10s spread steepener 20,000 Spread Switch Fixed/Float USD Payer 1.84 2016/06/03 USD 10,000 Spread Switch Fixed/Float USD Receiver 3.07 2021/06/03 USD 10,000 T 2.375 May 31, 2018 EXMT USD 4,361 T 3.125 May 15, 2021 EXMT USD 3,263 T 0.750 Aug 15, 2013 EXMT USD 36 Fixed/Float GBP Receiver 1.75 2013/06/17 StepInTrade USD 0 Fixed/Float GBP Payer 3.00 2016/06/15 StepInTrade USD 0 Fixed/Float GBP Payer 2.75 2016/06/15 StepInTrade USD 0 Fixed/Float GBP Receiver 3.50 2021/06/15 StepInTrade USD 0 Fixed/Float GBP Payer 3.50 2018/06/15 StepInTrade USD 0 Fixed/Float GBP Payer 1.75 2013/06/17 StepInTrade USD 0 Fixed/Float GBP Payer 3.25 2016/06/15 StepInTrade USD 0 Fixed/Float GBP Receiver 3.25 2018/09/21 USD 0 Fixed/Float GBP Receiver 3.25 2018/06/15 StepInTrade USD 0

Fixed/Float GBP Receiver 3.25 2018/06/15 StepInTrade USD 0 Fixed/Float GBP Receiver 3.75 2021/06/15 StepInTrade USD 0 Fixed/Float GBP Receiver 2.00 2014/09/22 USD 0 Fixed/Float GBP Payer 2.25 2014/06/16 StepInTrade USD 0 Fixed/Float GBP Payer 2.00 2014/06/16 StepInTrade USD 0 Fixed/Float GBP Payer 3.50 2018/06/15 StepInTrade USD 0 Fixed/Float GBP Receiver 3.25 2018/06/15 StepInTrade USD 0 Fixed/Float GBP Receiver 3.25 2016/06/15 StepInTrade USD 0 Fixed/Float GBP Receiver 4.00 2021/06/15 StepInTrade USD 0 Fixed/Float GBP Payer 2.00 2014/06/16 StepInTrade USD 0 Fixed/Float GBP Payer 2.00 2013/06/17 StepInTrade USD 0 Fixed/Float GBP Payer 1.75 2013/06/17 StepInTrade USD 0 Fixed/Float GBP Payer 3.50 2018/06/15 StepInTrade USD 0 Fixed/Float GBP Receiver 2.75 2016/09/21 USD 0 Fixed/Float GBP Payer 3.50 2021/09/21 USD 0 Fixed/Float GBP Receiver 3.00 2016/06/15 StepInTrade USD 0 Fixed/Float GBP Payer 2.75 2016/06/15 StepInTrade USD 0 Fixed/Float GBP Payer 2.50 2014/06/16 StepInTrade USD 0 Fixed/Float GBP Receiver 4.00 2021/06/15 StepInTrade USD 0 Fixed/Float GBP Receiver 3.50 2018/06/15 StepInTrade USD 0 Fixed/Float GBP Payer 3.75 2021/06/15 StepInTrade USD 0 Fixed/Float GBP Payer 3.25 2018/09/21 USD 0 Fixed/Float GBP Payer 3.75 2018/06/15 StepInTrade USD 0 Fixed/Float GBP Receiver 1.75 2013/06/17 StepInTrade USD 0 Fixed/Float GBP Payer 2.75 2016/09/21 USD 0 Fixed/Float GBP Receiver 3.00 2016/06/15 StepInTrade USD 0 Fixed/Float GBP Payer 3.75 2021/06/15 StepInTrade USD 0 Fixed/Float GBP Payer 3.75 2021/06/15 StepInTrade USD 0 Fixed/Float GBP Receiver 4.00 2021/06/15 StepInTrade USD 0 Fixed/Float GBP Receiver 3.50 2018/06/15 StepInTrade USD 0 Fixed/Float GBP Receiver 3.25 2016/06/15 StepInTrade USD 0 Fixed/Float GBP Payer 3.75 2021/06/15 StepInTrade USD 0 Fixed/Float GBP Payer 2.00 2013/06/17 StepInTrade USD 0 Fixed/Float GBP Payer 3.25 2016/06/15 StepInTrade USD 0 Fixed/Float GBP Payer 2.75 2016/06/15 StepInTrade USD 0 Fixed/Float GBP Receiver 4.00 2021/06/15 StepInTrade USD 0 Fixed/Float GBP Receiver 4.00 2021/06/15 StepInTrade USD 0 Fixed/Float GBP Receiver 3.75 2021/06/15 StepInTrade USD 0 Fixed/Float GBP Payer 3.50 2018/06/15 StepInTrade USD 0 Fixed/Float GBP Payer 1.75 2013/09/23 USD 0 Fixed/Float GBP Receiver 3.00 2016/06/15 StepInTrade USD 0 Fixed/Float GBP Payer 2.00 2014/06/16 StepInTrade USD 0 Fixed/Float GBP Payer 3.50 2021/09/21 USD 0 T 1.750 May 31, 2016 EXMT USD 0 T 3.125 May 15, 2021 EXMT USD 0 Swaption USD Long 3.80 2022/06/15 Unwind USD 0 Swaption USD Short 3.00 2021/06/28 Unwind USD 0 Fixed/Float EUR Receiver 2.50 2013/06/17 Unwind USD 0 Fixed/Float EUR Payer 2.50 2013/06/17 StepInTrade USD 0 Fixed/Float EUR Payer 2.50 2013/06/17 StepInTrade USD 0 Fixed/Float EUR Payer 2.50 2013/06/17 StepInTrade USD 0

Fixed/Float EUR Receiver 2.50 2013/06/17 StepInTrade USD 0 Fixed/Float EUR Receiver 2.50 2013/06/17 StepInTrade USD 0 Fixed/Float EUR Receiver 2.50 2013/06/17 StepInTrade USD 0 Fixed/Float EUR Receiver 2.50 2013/06/17 StepInTrade USD 0 Swaption USD Short 2.10 2016/09/20 USD 10,000 T 1.750 May 31, 2016 EXMT USD 1,793 T 3.125 May 15, 2021 EXMT USD 1,500 T 1.250 Feb 15, 2014 EXMT USD 280 Fixed/Float GBP Payer 1.50 2013/09/23 USD 0 Fixed/Float GBP Payer 3.50 2021/09/21 USD 0 TII 2.375 Jan 15, 2025 EXMT USD 0 TII 1.125 Jan 15, 2021 EXMT USD 0 TII 1.375 Jul 15, 2018 EXMT USD 0 USD 1.8 BN 06/22/2011 CAPFLR USD 250,000 RealRate(bond)/Float USD Payer 1.12 2021/01/15 USD 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 r - Swaption JPY Short 0.62 2015/06/05 USD 406,250 T 2.375 May 31, 2018 EXMT USD 5,813 T 3.125 May 15, 2021 EXMT USD 4,350 T 2.375 May 31, 2018 EXMT USD 4,313 T 3.125 May 15, 2021 EXMT USD 3,225 Rate Switch Fixed/Float USD Receiver 3.97 2041/06/07 USD 606 T 0.750 Aug 15, 2013 EXMT USD 520 T 0.500 May 31, 2013 EXMT USD 518 T 0.750 Mar 31, 2013 EXMT USD 40 Rate Switch Fixed/Float USD Payer 3.11 2021/06/07 USD 0 Fixed/Float EUR Payer 3.50 2021/09/21 USD 0 T 1.000 May 15, 2014 EXMT USD 3,598 T 3.125 May 15, 2021 EXMT USD 2,554 T 1.000 May 15, 2014 EXMT USD 2,153 T 4.375 May 15, 2041 EXMT USD 1,523 T 0.750 Aug 15, 2013 EXMT USD 266 T 0.750 Aug 15, 2013 EXMT USD 266 T 2.125 Feb 29, 2016 EXMT USD 250 T 0.625 Dec 31, 2012 EXMT USD 100 T 0.625 Dec 31, 2012 EXMT USD 100 T 0.625 Dec 31, 2012 EXMT USD 100 CCS:Float/Float EUR Receiver 0.00 2014/06/30 USD 0 CCS:Float/Float EUR Receiver 0.00 2015/06/30 USD 0 T 1.000 May 15, 2014 EXMT USD 3,096 Fixed/Float USD Receiver 1.00 2014/06/09 USD 853 T 3.125 Apr 30, 2017 EXMT USD 300 T 0.750 Aug 15, 2013 EXMT USD 266 T 0.625 Dec 31, 2012 EXMT USD 100 T 0.625 Dec 31, 2012 EXMT USD 100 T 2.625 Dec 31, 2014 EXMT USD 20 B Aug 04, 2011 EXMT USD 0 Swaption USD Long 3.00 2018/05/14 USD 1,875,000 Fixed/Float USD Receiver 3.19 2021/09/15 USD 75,000 Swaption USD Short 2.18 2016/12/12 USD 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 USD 343,750 Swaption USD Short 3.00 2016/05/12 USD 16,000 T 2.375 May 31, 2018 EXMT USD 2,906 T 1.750 May 31, 2016 EXMT USD 2,605 Rate Switch Fixed/Float USD Payer 3.07 2021/06/10 USD 2,017 T 3.125 May 15, 2021 EXMT USD 1,455 T 1.750 May 31, 2016 EXMT USD 1,255 T 2.375 Sep 30, 2014 EXMT USD 375 T 1.125 Jun 15, 2013 EXMT USD 316 T 2.625 Dec 31, 2014 EXMT USD 270 T 2.500 Apr 30, 2015 EXMT USD 250 T 1.125 Jun 15, 2013 EXMT USD 240 T 1.000 May 15, 2014 EXMT USD 220 T 1.000 May 15, 2014 EXMT USD 220 T 1.000 May 15, 2014 EXMT USD 168 T 2.375 Feb 28, 2015 EXMT USD 160 T 2.375 Feb 28, 2015 EXMT USD 160 T 2.500 Mar 31, 2015 EXMT USD 75 T 2.500 Apr 30, 2015 EXMT USD 25 T 0.750 Jun 15, 2014 EXMT USD 11 Fixed/Float GBP Payer 2.75 2016/09/21 USD 0 Rate Switch Fixed/Float USD Receiver 1.76 2016/06/10 USD 0 Swaption USD Short 2.08 2014/10/21 Unwind USD 0 Swaption USD Short 2.83 2016/12/12 Unwind USD 0 Swaption USD Long 2.06 2014/09/10 Unwind USD 0 Swaption USD Short 2.09 2013/08/06 Unwind USD 0 Swaption USD Long 2.98 2018/06/13 USD 420,000 Fixed/Float USD Receiver 3.16 2021/07/26 USD 35,000 Fed Funds Float/Float USD Payer 0.00 2015/08/17 Unwind USD 25,000 Float/Float USD Receiver 0.00 2015/06/15 USD 10,000 T 3.125 May 15, 2021 EXMT USD 1,309 T 4.375 May 15, 2041 EXMT USD 1,305 T 4.375 May 15, 2041 EXMT USD 900 T 0.750 Jun 15, 2014 EXMT USD 216 T 2.125 Nov 30, 2014 EXMT USD 180 T 2.125 Nov 30, 2014 EXMT USD 180 T 1.000 May 15, 2014 EXMT USD 173 T 2.125 Nov 30, 2014 EXMT USD 173 T 2.375 Sep 30, 2014 EXMT USD 75 TII 2.375 Jan 15, 2025 EXMT USD 0 TII 1.125 Jan 15, 2021 EXMT USD 0 TII 1.375 Jul 15, 2018 EXMT USD 0 Swaption USD Long 2.02 2015/04/13 USD 2,578,000 RealRate(bond)/Float USD Payer 1.12 2021/01/15 USD 25,000 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

Swaption JPY Short 0.65 2015/06/12 USD 171,875 Spread Switch Fixed/Float USD Payer 1.80 2016/06/14 USD 12,000 Spread Switch Fixed/Float USD Receiver 3.08 2021/06/14 USD 12,000 Swap Spread Fixed/Float USD Receiver 3.93 2041/06/14 USD 11,250 T 3.125 Sep 30, 2013 EXMT USD 300 T 1.000 Jul 15, 2013 EXMT USD 280 T 1.000 Jul 15, 2013 EXMT USD 280 T 2.375 Feb 28, 2015 EXMT USD 115 Fixed/Float GBP Payer 2.00 2014/09/22 USD 0 T 1.750 May 31, 2016 EXMT USD 0 T 3.125 May 15, 2021 EXMT USD 0 T 4.375 May 15, 2041 EXMT USD 0 Swaption USD Long 2.76 2014/12/29 Unwind USD 0 Swaption USD Short 2.08 2014/12/15 Unwind USD 0 Swaption USD Short 2.49 2015/11/23 Unwind USD 0 Swaption USD Long 2.96 2015/12/14 Unwind USD 0 Swaption USD Short 2.56 2015/11/23 Unwind USD 0 Swaption USD Short 2.76 2014/12/29 Unwind USD 0 Swaption USD Long 2.49 2015/11/23 Unwind USD 0 Fixed/Float EUR Receiver 2.62 2050/04/29 Unwind USD 0 Fixed/Float EUR Payer 2.71 2040/04/30 Unwind USD 0 USD 1.9 BN 12/14/2011 FORMULA USD 237,000 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 2 155,000 Swaption JPY Long 1.24 2019/06/17 USD 171,875 T 0.500 May 31, 2013 EXMT USD 3,838 T 3.125 May 15, 2021 EXMT USD 1,819 T 3.250 Dec 31, 2016 EXMT USD 5 B Aug 04, 2011 EXMT USD 0 Swaption USD Long 2.31 2014/12/19 Unwind USD 0 Swaption USD Short 2.31 2014/12/19 Unwind USD 0 large ED vs FRA trade, 17000 contracts total 63,000 Fixed/Float USD Payer 0.57 2012/09/19 USD 34,900 Fixed/Float USD Payer 0.92 2013/03/20 USD 28,100 Fixed/Float USD Payer 1.92 2016/06/16 USD 2,433 T 0.500 Nov 15, 2013 EXMT USD 644 T 0.750 Dec 15, 2013 EXMT USD 620 T 1.000 Jul 15, 2013 EXMT USD 600 T 0.500 Oct 15, 2013 EXMT USD 516 T 0.750 Dec 15, 2013 EXMT USD 500 T 0.750 Dec 15, 2013 EXMT USD 480 T 0.750 Dec 15, 2013 EXMT USD 480 T 0.750 Dec 15, 2013 EXMT USD 480 T 0.500 Oct 15, 2013 EXMT USD 20 B Aug 18, 2011 EXMT USD 0 B Aug 04, 2011 EXMT USD 0 B Jul 14, 2011 EXMT USD 0 TII 1.875 Jul 15, 2019 EXMT USD 0 Swaption USD Short 2.22 2014/12/16 Unwind USD 0 OIS Fixed/Float EUR Payer 1.16 2011/07/13 USD 0

Swaption USD Short 3.57 2021/07/21 USD 33,000 RealRate(bond)/Float USD Payer 1.87 2019/07/15 USD 10,000 CONVEXITY TRADE PACKAGE DELTA USD 50,000 T 2.375 May 31, 2018 EXMT USD 2,933 T 1.750 May 31, 2016 EXMT USD 2,625 T 1.000 Jul 15, 2013 EXMT USD 560 T 0.750 Aug 15, 2013 EXMT USD 110 T 2.125 May 31, 2015 EXMT USD 18 T 1.750 May 31, 2016 EXMT USD 13 T 2.500 Apr 30, 2015 EXMT USD 3 Fixed/Float GBP Receiver 3.00 2018/09/21 USD 0 B Aug 18, 2011 EXMT USD 0 Fixed/Float USD Receiver 0.63 2013/03/20 USD 22,500 T 1.000 Jul 15, 2013 EXMT USD 460 T 1.000 Jul 15, 2013 EXMT USD 460 T 0.500 Nov 15, 2013 EXMT USD 400 T 1.000 Jan 15, 2014 EXMT USD 300 T 0.500 Nov 15, 2013 EXMT USD 248 T 3.125 Sep 30, 2013 EXMT USD 100 T 3.125 Sep 30, 2013 EXMT USD 100 T 0.750 Jun 15, 2014 EXMT USD 4 T 0.750 Jun 15, 2014 EXMT USD 1 Fixed/Float EUR Receiver 3.50 2020/06/15 StepInTrade USD 0 Fixed/Float EUR Payer 3.50 2020/06/15 StepInTrade USD 0 Fixed/Float EUR Receiver 3.50 2020/06/15 StepInTrade USD 0 Fixed/Float EUR Payer 3.50 2020/06/15 Unwind USD 0 Rate Butterfly Fixed/Float EUR Payer 2.50 2014/09/22 USD 0 Fixed/Float EUR Receiver 3.50 2020/06/15 StepInTrade USD 0 Fixed/Float EUR Payer 3.50 2020/06/15 StepInTrade USD 0 Fixed/Float EUR Payer 3.50 2020/06/15 StepInTrade USD 0 Fixed/Float EUR Receiver 3.50 2020/06/15 Unwind USD 0 Fixed/Float EUR Receiver 3.50 2020/06/15 Unwind USD 0 Fixed/Float EUR Payer 3.50 2020/06/15 Unwind USD 0 Fixed/Float EUR Payer 3.50 2020/06/15 StepInTrade USD 0 Fixed/Float EUR Receiver 3.50 2020/06/15 StepInTrade USD 0 Rate Butterfly Fixed/Float EUR Receiver 3.50 2021/09/21 USD 0 Rolled 24.6mm 11/21 P's into 22.5mm 8/25s Coup's 7,500 Swaption JPY Short 2.00 2017/04/12 USD 155,000 SP Nov 15, 2021 EXMT USD 5,610 S Aug 15, 2025 EXMT USD 5,580 T 1.750 May 31, 2016 EXMT USD 1,900 T 3.125 May 15, 2021 EXMT USD 1,594 T 1.750 May 31, 2016 EXMT USD 1,375 T 0.750 Jun 15, 2014 EXMT USD 1 Fixed/Float GBP Payer 3.91 2051/06/19 USD 0 Fixed/Float GBP Receiver 3.78 2026/06/17 USD 0 Fixed/Float GBP Payer 3.50 2021/09/21 USD 0 Fixed/Float GBP Payer 3.95 2041/06/17 USD 0 Fixed/Float GBP Payer 3.86 2061/06/17 USD 0 Fixed/Float GBP Receiver 3.37 2021/06/17 USD 0 Fixed/Float GBP Receiver 2.50 2016/09/21 USD 0

Fixed/Float GBP Receiver 2.85 2018/06/18 USD 0 Fixed/Float EUR Payer 3.12 2023/03/27 Unwind USD 0 Fixed/Float EUR Receiver 3.11 2022/12/19 Unwind USD 0 Fixed/Float USD Receiver 1.76 2014/06/24 USD 4,125 T 3.125 May 15, 2021 EXMT USD 1,309 BOND 4.375 05/15/41 USD 1,305 T 1.000 Jul 15, 2013 EXMT USD 200 T 0.750 Aug 15, 2013 EXMT USD 192 T 0.625 Apr 30, 2013 EXMT USD 100 B Dec 15, 2011 EXMT USD 0 CCS:Fixed/Fixed EUR Receiver 6.31 2013/12/16 USD 0 Fixed/Float USD Receiver 2.04 2016/09/21 USD 75,000 Fixed/Float USD Receiver 2.05 2016/09/21 USD 75,000 Fixed/Float USD Receiver 2.05 2016/09/21 USD 75,000 Fixed Payment/Float USD Receiver 0.00 2025/08/15 USD 2,700 T 0.500 May 31, 2013 EXMT USD 2,259 T 4.375 May 15, 2041 EXMT USD 1,388 T 1.125 Jun 15, 2013 EXMT USD 194 B Aug 04, 2011 EXMT USD 0 B Jul 14, 2011 EXMT USD 0 Fixed Payment/Float USD Receiver 0.00 2021/11/15 Unwind USD 0 EAFE TRS, 400mm 6/30/11 - 9/30/13, 150mm 6/30/11 - 9/30/12 1,537,500 Swaption USD Long 3.00 2021/07/26 USD 20,000 Fixed/Float GBP Payer 1.75 2014/09/22 USD 0 Fixed/Float GBP Receiver 3.00 2018/09/21 USD 0 B Jul 14, 2011 EXMT USD 0 B Jul 21, 2011 EXMT USD 0 T 6.700 Nov 15, 2013 USD 0 Fixed/Float USD Receiver 3.16 2021/09/15 USD 150,000 we sell 2s10s curve stddles, ultimately face DB 67,000 T 0.625 Apr 30, 2013 EXMT USD 100 T 0.625 Apr 30, 2013 EXMT USD 40 T 0.625 Apr 30, 2013 EXMT USD 40 T 0.625 Apr 30, 2013 EXMT USD 20 Fixed/Float GBP Payer 1.75 2014/09/22 USD 0 T 3.125 May 15, 2021 EXMT USD 0 Swaption EUR Short 2.00 2012/10/18 USD 0 Swaption GBP Short 2.25 2016/11/14 Unwind USD 0 Swaption GBP Short 2.25 2016/11/21 Unwind USD 0 Swaption EUR Long 2.30 2012/10/18 USD 0 Swaption EUR Long 2.30 2012/11/02 USD 0 sold $150mm 7/22/11->10y k=3.0 rec'r @ 66.75bps 15,000 T 0.500 May 31, 2013 EXMT USD 4,684 T 1.750 May 31, 2016 EXMT USD 3,170 T 0.750 Jun 15, 2014 EXMT USD 3,058 T 0.500 May 31, 2013 EXMT USD 2,711 T 1.750 May 31, 2016 EXMT USD 2,600 T 0.500 May 31, 2013 EXMT USD 2,333 T 3.125 May 15, 2021 EXMT USD 1,324 T 3.125 May 15, 2021 EXMT USD 1,080 Fixed/Float USD Payer 3.00 2021/06/28 USD 505

T 0.750 Dec 15, 2013 EXMT USD 200 Fixed/Float EUR Payer 3.30 2021/07/19 USD 0 4mo dual binary on 5y<1.5%, 30y>3.25%, 5mm notional, 14.5 bps -

Entry Date Settlement RR Swap#04/06/11 04/06/10 9919 - STIKER,EDWARD S. SR5VS04/12/11 04/20/10 9919 - STIKER,EDWARD S. EQUS604/12/11 05/21/10 9919 - STIKER,EDWARD S. FA9E205/23/11 05/24/10 9026 - TK INTL/STIKER EVJXD05/23/11 05/24/10 9026 - TK INTL/STIKER EVJXD04/12/11 09/22/10 9919 - STIKER,EDWARD S. AXKXY04/12/11 10/21/10 9919 - STIKER,EDWARD S. HKP3J01/04/11 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. SRFGB01/05/11 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. SR94R06/03/11 01/07/11 10321 - STIKER/QUBBAJ EJMWD06/03/11 01/07/11 10321 - STIKER/QUBBAJ EJMWG06/03/11 01/07/11 10321 - STIKER/QUBBAJ EJMWF01/10/11 01/11/11 10321 - STIKER/QUBBAJ01/14/11 01/11/11 9919 - STIKER,EDWARD S. SRFKN01/14/11 01/11/11 10321 - STIKER/QUBBAJ SR24Y01/14/11 01/12/11 9919 - STIKER,EDWARD S. SRFMN05/16/11 01/12/11 9919 - STIKER,EDWARD S. YAK5901/14/11 01/12/11 9919 - STIKER,EDWARD S. SRFMC01/14/11 01/12/11 9919 - STIKER,EDWARD S. SRFMU01/14/11 01/12/11 9919 - STIKER,EDWARD S. SRFMM

01/12/11 01/13/11 9919 - STIKER,EDWARD S.01/12/11 01/13/11 9919 - STIKER,EDWARD S.01/12/11 01/13/11 9919 - STIKER,EDWARD S.01/12/11 01/13/11 9919 - STIKER,EDWARD S.01/12/11 01/14/11 9919 - STIKER,EDWARD S.01/14/11 01/12/11 9919 - STIKER,EDWARD S. YAK5A01/14/11 01/12/11 9919 - STIKER,EDWARD S. SR99201/14/11 01/12/11 9919 - STIKER,EDWARD S. SR99401/14/11 01/12/11 9919 - STIKER,EDWARD S. SR94T01/14/11 01/12/11 9919 - STIKER,EDWARD S. SRC9J01/19/11 01/13/11 9919 - STIKER,EDWARD S. YAK5905/16/11 01/13/11 10321 - STIKER/QUBBAJ HM04801/14/11 01/13/11 9919 - STIKER,EDWARD S. YAK5A

01/13/11 01/19/11 9919 - STIKER,EDWARD S.01/13/11 01/19/11 9919 - STIKER,EDWARD S.01/13/11 01/19/11 9919 - STIKER,EDWARD S.01/13/11 01/19/11 9919 - STIKER,EDWARD S.01/13/11 01/19/11 9919 - STIKER,EDWARD S.01/13/11 01/19/11 9919 - STIKER,EDWARD S.01/13/11 01/19/11 9919 - STIKER,EDWARD S.01/13/11 01/19/11 9919 - STIKER,EDWARD S.01/14/11 01/18/11 9919 - STIKER,EDWARD S.

01/14/11 01/14/11 9919 - STIKER,EDWARD S. SR95501/14/11 01/20/11 9919 - STIKER,EDWARD S.01/18/11 01/18/11 9919 - STIKER,EDWARD S.01/18/11 01/18/11 9919 - STIKER,EDWARD S.01/18/11 01/21/11 9919 - STIKER,EDWARD S.01/18/11 01/21/11 9919 - STIKER,EDWARD S.01/18/11 01/21/11 9919 - STIKER,EDWARD S.01/19/11 01/19/11 9026 - TK INTL/STIKER EVM4R

01/19/11 01/20/11 9919 - STIKER,EDWARD S.01/19/11 01/20/11 9919 - STIKER,EDWARD S.01/19/11 01/24/11 9919 - STIKER,EDWARD S.01/19/11 01/24/11 9919 - STIKER,EDWARD S.01/20/11 01/24/11 9919 - STIKER,EDWARD S.01/19/11 01/24/11 9919 - STIKER,EDWARD S.01/19/11 01/24/11 9919 - STIKER,EDWARD S.01/19/11 01/24/11 9919 - STIKER,EDWARD S.01/20/11 01/20/11 9919 - STIKER,EDWARD S. EZBKF01/20/11 01/20/11 9919 - STIKER,EDWARD S. EZBKE01/20/11 01/21/11 9919 - STIKER,EDWARD S.01/20/11 01/21/11 9919 - STIKER,EDWARD S.01/26/11 01/31/11 9919 - STIKER,EDWARD S.01/20/11 01/21/11 9919 - STIKER,EDWARD S.01/21/11 01/24/11 9919 - STIKER,EDWARD S.01/21/11 01/24/11 9919 - STIKER,EDWARD S.01/27/11 01/24/11 9919 - STIKER,EDWARD S. SRFUB01/24/11 01/25/11 9919 - STIKER,EDWARD S.01/24/11 01/25/11 9919 - STIKER,EDWARD S.01/24/11 01/27/11 9919 - STIKER,EDWARD S.01/24/11 01/27/11 9919 - STIKER,EDWARD S.01/25/11 01/26/11 9919 - STIKER,EDWARD S.01/25/11 01/26/11 9919 - STIKER,EDWARD S.01/25/11 01/26/11 9919 - STIKER,EDWARD S.01/25/11 01/25/11 9919 - STIKER,EDWARD S.05/16/11 01/25/11 11116 - STIKER/MACGILLIVRAY SRG1V05/16/11 01/25/11 11116 - STIKER/MACGILLIVRAY SRG1U01/25/11 01/28/11 9919 - STIKER,EDWARD S.01/25/11 01/28/11 9919 - STIKER,EDWARD S.01/25/11 01/28/11 9919 - STIKER,EDWARD S.01/25/11 01/28/11 9919 - STIKER,EDWARD S.01/27/11 01/26/11 9919 - STIKER,EDWARD S. LQAMK01/27/11 01/26/11 9919 - STIKER,EDWARD S. SRFX201/26/11 01/27/11 9919 - STIKER,EDWARD S.01/26/11 01/26/11 9919 - STIKER,EDWARD S. SREBP01/26/11 01/31/11 9919 - STIKER,EDWARD S.01/26/11 01/31/11 9919 - STIKER,EDWARD S.01/27/11 01/28/11 9919 - STIKER,EDWARD S.01/27/11 01/28/11 9919 - STIKER,EDWARD S.01/27/11 01/28/11 9919 - STIKER,EDWARD S.01/27/11 01/28/11 9919 - STIKER,EDWARD S.01/27/11 01/28/11 9919 - STIKER,EDWARD S.

01/27/11 01/28/11 9919 - STIKER,EDWARD S.01/27/11 01/28/11 9919 - STIKER,EDWARD S.01/27/11 01/28/11 9919 - STIKER,EDWARD S.01/27/11 01/28/11 9919 - STIKER,EDWARD S.01/27/11 01/27/11 9919 - STIKER,EDWARD S.02/01/11 01/28/11 9919 - STIKER,EDWARD S. SRFZT01/28/11 01/31/11 9919 - STIKER,EDWARD S.01/28/11 01/31/11 9919 - STIKER,EDWARD S.01/28/11 01/31/11 9919 - STIKER,EDWARD S.01/31/11 02/01/11 9919 - STIKER,EDWARD S.01/31/11 02/01/11 9919 - STIKER,EDWARD S.01/31/11 02/01/11 9919 - STIKER,EDWARD S.01/31/11 02/01/11 9919 - STIKER,EDWARD S.01/31/11 02/01/11 9919 - STIKER,EDWARD S.01/31/11 02/01/11 9919 - STIKER,EDWARD S.01/31/11 02/01/11 9919 - STIKER,EDWARD S.01/31/11 02/01/11 9919 - STIKER,EDWARD S.01/31/11 02/01/11 9919 - STIKER,EDWARD S.02/01/11 02/02/11 9919 - STIKER,EDWARD S.05/16/11 02/02/11 9919 - STIKER,EDWARD S. YAP5G02/02/11 02/03/11 9919 - STIKER,EDWARD S.02/02/11 02/03/11 9919 - STIKER,EDWARD S.02/02/11 02/03/11 9919 - STIKER,EDWARD S.02/02/11 02/03/11 9919 - STIKER,EDWARD S.02/02/11 02/03/11 9919 - STIKER,EDWARD S.02/02/11 02/03/11 9919 - STIKER,EDWARD S.02/04/11 02/03/11 9919 - STIKER,EDWARD S. SRGA002/03/11 02/04/11 9919 - STIKER,EDWARD S.02/03/11 02/03/11 9919 - STIKER,EDWARD S.02/03/11 02/08/11 9919 - STIKER,EDWARD S.02/03/11 02/08/11 9919 - STIKER,EDWARD S.02/04/11 02/04/11 9919 - STIKER,EDWARD S. SRGDA02/04/11 02/04/11 9919 - STIKER,EDWARD S. SRGDJ02/04/11 02/04/11 9919 - STIKER,EDWARD S. SRGCM02/04/11 02/04/11 9919 - STIKER,EDWARD S. SRGDR02/04/11 02/04/11 9919 - STIKER,EDWARD S. SR95302/04/11 02/04/11 9919 - STIKER,EDWARD S. SR98Y02/07/11 02/07/11 9919 - STIKER,EDWARD S. SRGEQ02/07/11 02/07/11 9919 - STIKER,EDWARD S. SRGF002/07/11 02/08/11 9919 - STIKER,EDWARD S.02/07/11 02/08/11 9919 - STIKER,EDWARD S.02/07/11 02/07/11 9919 - STIKER,EDWARD S. SRENM02/09/11 02/08/11 9919 - STIKER,EDWARD S. SRGFW

02/09/11 02/08/11 9919 - STIKER,EDWARD S. YAQ2605/16/11 02/08/11 9919 - STIKER,EDWARD S. YAQ1402/08/11 02/08/11 9919 - STIKER,EDWARD S. SRFMN02/08/11 02/11/11 9919 - STIKER,EDWARD S.02/09/11 02/10/11 9919 - STIKER,EDWARD S.02/09/11 02/10/11 9919 - STIKER,EDWARD S.02/09/11 02/10/11 9919 - STIKER,EDWARD S.

02/09/11 02/14/11 9919 - STIKER,EDWARD S.05/16/11 02/10/11 10321 - STIKER/QUBBAJ EJNYS05/16/11 02/10/11 10321 - STIKER/QUBBAJ EJNYT02/11/11 02/14/11 9919 - STIKER,EDWARD S.02/11/11 02/14/11 9919 - STIKER,EDWARD S.02/11/11 02/14/11 9919 - STIKER,EDWARD S.02/14/11 02/17/11 9919 - STIKER,EDWARD S.02/14/11 02/17/11 9919 - STIKER,EDWARD S.02/14/11 02/17/11 9919 - STIKER,EDWARD S.02/15/11 02/15/11 9919 - STIKER,EDWARD S. SRGM902/15/11 02/15/11 9919 - STIKER,EDWARD S. SRGM602/15/11 02/15/11 9919 - STIKER,EDWARD S. GSAND02/15/11 02/15/11 9919 - STIKER,EDWARD S. YARBU02/15/11 02/15/11 9919 - STIKER,EDWARD S. YAREZ02/15/11 02/16/11 9919 - STIKER,EDWARD S.02/15/11 02/16/11 9919 - STIKER,EDWARD S.02/15/11 02/16/11 9919 - STIKER,EDWARD S.02/15/11 02/16/11 9919 - STIKER,EDWARD S.05/16/11 02/15/11 9919 - STIKER,EDWARD S. SRGMA02/15/11 02/15/11 9919 - STIKER,EDWARD S. SR6MW02/15/11 02/15/11 9919 - STIKER,EDWARD S. SR64Q05/16/11 02/15/11 9919 - STIKER,EDWARD S. SRGMB02/15/11 02/15/11 9919 - STIKER,EDWARD S. SR6MX02/15/11 02/15/11 9919 - STIKER,EDWARD S. SR6MY02/15/11 02/15/11 9919 - STIKER,EDWARD S. SR64R02/15/11 02/15/11 9919 - STIKER,EDWARD S. SR64S02/15/11 02/18/11 9919 - STIKER,EDWARD S.02/15/11 02/18/11 9919 - STIKER,EDWARD S.02/17/11 02/18/11 9919 - STIKER,EDWARD S.02/16/11 02/17/11 9919 - STIKER,EDWARD S.02/16/11 02/16/11 9919 - STIKER,EDWARD S.02/17/11 02/18/11 9919 - STIKER,EDWARD S.02/17/11 02/18/11 9919 - STIKER,EDWARD S.02/17/11 02/18/11 9919 - STIKER,EDWARD S.02/17/11 02/18/11 9919 - STIKER,EDWARD S.02/17/11 02/18/11 9919 - STIKER,EDWARD S.02/17/11 02/18/11 9919 - STIKER,EDWARD S.02/17/11 02/18/11 9919 - STIKER,EDWARD S.02/17/11 02/18/11 9919 - STIKER,EDWARD S.02/17/11 02/18/11 9919 - STIKER,EDWARD S.02/18/11 02/18/11 9919 - STIKER,EDWARD S. SRGPX02/18/11 02/22/11 9919 - STIKER,EDWARD S.02/19/11 02/22/11 9919 - STIKER,EDWARD S.02/18/11 02/22/11 9919 - STIKER,EDWARD S.02/18/11 02/22/11 9919 - STIKER,EDWARD S.06/08/11 02/18/11 9919 - STIKER,EDWARD S. SRGQ102/18/11 02/18/11 9919 - STIKER,EDWARD S. SR6XG02/22/11 02/23/11 9919 - STIKER,EDWARD S.06/06/11 02/22/11 10321 - STIKER/QUBBAJ HM58D02/22/11 02/25/11 9919 - STIKER,EDWARD S.02/23/11 02/24/11 9919 - STIKER,EDWARD S.

02/23/11 02/24/11 9919 - STIKER,EDWARD S.02/24/11 02/24/11 9919 - STIKER,EDWARD S. SRGRV02/24/11 02/25/11 9919 - STIKER,EDWARD S.02/24/11 02/25/11 9919 - STIKER,EDWARD S.02/24/11 02/28/11 9919 - STIKER,EDWARD S.02/24/11 02/24/11 9919 - STIKER,EDWARD S. SRF2902/24/11 02/28/11 9919 - STIKER,EDWARD S.02/24/11 02/28/11 9919 - STIKER,EDWARD S.

02/25/11 02/28/11 9919 - STIKER,EDWARD S.02/25/11 02/28/11 9919 - STIKER,EDWARD S.02/28/11 02/25/11 9919 - STIKER,EDWARD S. YASNU02/28/11 02/28/11 9919 - STIKER,EDWARD S.02/28/11 02/28/11 9919 - STIKER,EDWARD S.02/25/11 02/25/11 9919 - STIKER,EDWARD S. YAA3802/25/11 02/25/11 9919 - STIKER,EDWARD S. YAA1E02/28/11 02/28/11 9919 - STIKER,EDWARD S. YASVG02/28/11 02/28/11 9919 - STIKER,EDWARD S. SRGTN02/28/11 02/28/11 9919 - STIKER,EDWARD S. SRGU202/28/11 03/01/11 9919 - STIKER,EDWARD S.02/28/11 03/01/11 9919 - STIKER,EDWARD S.02/28/11 03/01/11 9919 - STIKER,EDWARD S.03/01/11 02/28/11 9919 - STIKER,EDWARD S. YASVK02/28/11 02/28/11 9919 - STIKER,EDWARD S. SR99002/28/11 02/28/11 9919 - STIKER,EDWARD S. YASRK02/28/11 02/28/11 9919 - STIKER,EDWARD S. SR99402/28/11 03/03/11 9919 - STIKER,EDWARD S.02/28/11 03/03/11 9919 - STIKER,EDWARD S.

03/04/11 03/01/11 9919 - STIKER,EDWARD S. YASVK03/01/11 03/02/11 9919 - STIKER,EDWARD S.03/01/11 03/02/11 9919 - STIKER,EDWARD S.03/01/11 03/02/11 9919 - STIKER,EDWARD S.03/01/11 03/02/11 9919 - STIKER,EDWARD S.03/01/11 03/02/11 9919 - STIKER,EDWARD S.03/01/11 03/02/11 9919 - STIKER,EDWARD S.03/01/11 03/04/11 9919 - STIKER,EDWARD S.03/01/11 03/04/11 9919 - STIKER,EDWARD S.03/01/11 03/04/11 9919 - STIKER,EDWARD S.03/01/11 03/04/11 9919 - STIKER,EDWARD S.03/01/11 03/04/11 9919 - STIKER,EDWARD S.03/02/11 03/02/11 9919 - STIKER,EDWARD S. SRGW903/02/11 03/02/11 9919 - STIKER,EDWARD S. EZBFK03/02/11 03/03/11 9919 - STIKER,EDWARD S.03/02/11 03/02/11 9919 - STIKER,EDWARD S. YRT7D06/03/11 03/02/11 10321 - STIKER/QUBBAJ KHB9E05/17/11 03/02/11 9919 - STIKER,EDWARD S. SRGWA03/02/11 03/02/11 9919 - STIKER,EDWARD S. SR65U05/17/11 03/02/11 9919 - STIKER,EDWARD S. SRGW803/02/11 03/07/11 9919 - STIKER,EDWARD S.

03/02/11 03/07/11 9919 - STIKER,EDWARD S.03/02/11 03/07/11 9919 - STIKER,EDWARD S.03/02/11 03/07/11 9919 - STIKER,EDWARD S.03/02/11 03/07/11 9919 - STIKER,EDWARD S.03/03/11 03/03/11 9919 - STIKER,EDWARD S. SRH0Z03/03/11 03/03/11 9919 - STIKER,EDWARD S. SRH0P03/03/11 03/04/11 9919 - STIKER,EDWARD S.03/03/11 03/04/11 9919 - STIKER,EDWARD S.03/03/11 03/04/11 9919 - STIKER,EDWARD S.03/03/11 03/04/11 9919 - STIKER,EDWARD S.03/03/11 03/04/11 9919 - STIKER,EDWARD S.03/03/11 03/04/11 9919 - STIKER,EDWARD S.03/03/11 03/03/11 9919 - STIKER,EDWARD S. SR72V03/03/11 03/03/11 9919 - STIKER,EDWARD S. SR60C03/03/11 03/03/11 9919 - STIKER,EDWARD S. SR72Y03/04/11 03/04/11 9919 - STIKER,EDWARD S. SRH2203/04/11 03/04/11 9919 - STIKER,EDWARD S. SRH1W03/04/11 03/04/11 9919 - STIKER,EDWARD S. SRH19

05/02/11 03/04/11 9919 - STIKER,EDWARD S. SRH2403/04/11 03/07/11 9919 - STIKER,EDWARD S.03/08/11 03/15/11 9919 - STIKER,EDWARD S.03/08/11 03/15/11 9919 - STIKER,EDWARD S.03/04/11 03/04/11 9919 - STIKER,EDWARD S. YASVK03/14/11 03/07/11 9919 - STIKER,EDWARD S. YATYW03/07/11 03/08/11 9919 - STIKER,EDWARD S.03/07/11 03/08/11 9919 - STIKER,EDWARD S.03/07/11 03/08/11 9919 - STIKER,EDWARD S.03/07/11 03/08/11 9919 - STIKER,EDWARD S.03/07/11 03/08/11 9919 - STIKER,EDWARD S.03/07/11 03/08/11 9919 - STIKER,EDWARD S.03/07/11 03/08/11 9919 - STIKER,EDWARD S.03/07/11 03/08/11 9919 - STIKER,EDWARD S.03/07/11 03/08/11 9919 - STIKER,EDWARD S.03/07/11 03/08/11 9919 - STIKER,EDWARD S.03/08/11 03/09/11 9919 - STIKER,EDWARD S.03/08/11 03/09/11 9919 - STIKER,EDWARD S.03/08/11 03/09/11 9919 - STIKER,EDWARD S.05/16/11 03/08/11 10321 - STIKER/QUBBAJ EJPR803/11/11 03/09/11 9919 - STIKER,EDWARD S. YAUEJ03/10/11 03/09/11 9919 - STIKER,EDWARD S. SRH3603/10/11 03/09/11 9919 - STIKER,EDWARD S. SRF9B03/11/11 03/10/11 9919 - STIKER,EDWARD S. YAUU303/10/11 03/10/11 9919 - STIKER,EDWARD S. EZAXS03/10/11 03/11/11 9919 - STIKER,EDWARD S.03/10/11 03/11/11 9919 - STIKER,EDWARD S.03/10/11 03/11/11 9919 - STIKER,EDWARD S.03/10/11 03/11/11 9919 - STIKER,EDWARD S.03/10/11 03/11/11 9919 - STIKER,EDWARD S.03/10/11 03/15/11 9919 - STIKER,EDWARD S.03/10/11 03/15/11 9919 - STIKER,EDWARD S.

03/10/11 03/15/11 9919 - STIKER,EDWARD S.03/11/11 03/11/11 9919 - STIKER,EDWARD S. SRH4X03/14/11 03/14/11 9919 - STIKER,EDWARD S.03/14/11 03/14/11 9919 - STIKER,EDWARD S.03/14/11 03/14/11 9919 - STIKER,EDWARD S.03/14/11 03/14/11 9919 - STIKER,EDWARD S.03/14/11 03/14/11 9919 - STIKER,EDWARD S.03/11/11 03/11/11 9919 - STIKER,EDWARD S. SRF1803/11/11 03/16/11 9919 - STIKER,EDWARD S.

03/14/11 03/15/11 9919 - STIKER,EDWARD S.03/14/11 03/15/11 9919 - STIKER,EDWARD S.03/14/11 03/15/11 9919 - STIKER,EDWARD S.03/14/11 03/17/11 9919 - STIKER,EDWARD S.03/14/11 03/17/11 9919 - STIKER,EDWARD S.03/14/11 03/17/11 9919 - STIKER,EDWARD S.03/15/11 03/16/11 9919 - STIKER,EDWARD S.03/15/11 03/16/11 9919 - STIKER,EDWARD S.03/15/11 03/16/11 9919 - STIKER,EDWARD S.03/18/11 03/16/11 9919 - STIKER,EDWARD S. YAFKM03/18/11 03/16/11 9919 - STIKER,EDWARD S. YAVMY03/16/11 03/17/11 9919 - STIKER,EDWARD S.03/16/11 03/17/11 9919 - STIKER,EDWARD S.03/18/11 03/16/11 9919 - STIKER,EDWARD S. YAVTF03/16/11 03/17/11 9919 - STIKER,EDWARD S.03/16/11 03/17/11 9919 - STIKER,EDWARD S.03/16/11 03/16/11 9919 - STIKER,EDWARD S. YAFKJ05/16/11 03/16/11 9919 - STIKER,EDWARD S. YAVMX03/17/11 03/18/11 9919 - STIKER,EDWARD S.03/17/11 03/18/11 9919 - STIKER,EDWARD S.03/17/11 03/18/11 9919 - STIKER,EDWARD S.03/18/11 03/18/11 9919 - STIKER,EDWARD S. SRHCZ03/18/11 03/18/11 9919 - STIKER,EDWARD S. SRHD103/18/11 03/18/11 9919 - STIKER,EDWARD S. SRHCK03/18/11 03/18/11 9919 - STIKER,EDWARD S. SRHDQ03/18/11 03/18/11 9919 - STIKER,EDWARD S. SRHD403/18/11 03/18/11 9919 - STIKER,EDWARD S. EZBQA03/21/11 03/21/11 9919 - STIKER,EDWARD S.03/21/11 03/21/11 9919 - STIKER,EDWARD S.03/21/11 03/21/11 9919 - STIKER,EDWARD S.03/21/11 03/21/11 9919 - STIKER,EDWARD S.03/21/11 03/21/11 9919 - STIKER,EDWARD S.03/21/11 03/21/11 9919 - STIKER,EDWARD S.05/16/11 03/18/11 9026 - TK INTL/STIKER EZBQB03/21/11 03/18/11 9919 - STIKER,EDWARD S. SRGFW03/18/11 03/18/11 9919 - STIKER,EDWARD S. SRGM903/18/11 03/18/11 9919 - STIKER,EDWARD S. SREYR03/18/11 03/18/11 9919 - STIKER,EDWARD S. SRGMA03/18/11 03/18/11 9919 - STIKER,EDWARD S. SRGMB03/18/11 03/18/11 9919 - STIKER,EDWARD S. SRGM603/28/11 03/22/11 9919 - STIKER,EDWARD S. SRHF2

03/22/11 03/23/11 9919 - STIKER,EDWARD S.03/22/11 03/23/11 9919 - STIKER,EDWARD S.03/22/11 03/23/11 9919 - STIKER,EDWARD S.03/22/11 03/23/11 9919 - STIKER,EDWARD S.05/16/11 03/22/11 9919 - STIKER,EDWARD S. EQVAK03/24/11 03/25/11 9919 - STIKER,EDWARD S.03/24/11 03/25/11 9919 - STIKER,EDWARD S.03/24/11 03/25/11 9919 - STIKER,EDWARD S.03/24/11 03/25/11 9919 - STIKER,EDWARD S.03/24/11 03/24/11 9919 - STIKER,EDWARD S. YAVMX03/24/11 03/24/11 9919 - STIKER,EDWARD S. YAVMY03/25/11 03/28/11 9919 - STIKER,EDWARD S.03/28/11 03/28/11 9919 - STIKER,EDWARD S. EQU2H03/28/11 03/29/11 9919 - STIKER,EDWARD S.03/28/11 03/29/11 9919 - STIKER,EDWARD S.03/29/11 03/30/11 9919 - STIKER,EDWARD S.03/29/11 03/30/11 9919 - STIKER,EDWARD S.03/29/11 03/30/11 9919 - STIKER,EDWARD S.03/29/11 03/30/11 9919 - STIKER,EDWARD S.03/29/11 03/30/11 9919 - STIKER,EDWARD S.03/29/11 03/30/11 9919 - STIKER,EDWARD S.03/29/11 03/30/11 9919 - STIKER,EDWARD S.03/29/11 03/30/11 9919 - STIKER,EDWARD S.05/16/11 03/29/11 10321 - STIKER/QUBBAJ YSNAF05/16/11 03/29/11 10321 - STIKER/QUBBAJ YSNAD05/16/11 03/29/11 11116 - STIKER/MACGILLIVRAY GRH1905/16/11 03/29/11 10321 - STIKER/QUBBAJ YRZ4Z03/30/11 04/01/11 9919 - STIKER,EDWARD S.03/31/11 04/01/11 9919 - STIKER,EDWARD S.03/31/11 03/31/11 9919 - STIKER,EDWARD S.03/31/11 03/31/11 9919 - STIKER,EDWARD S.03/30/11 03/31/11 9919 - STIKER,EDWARD S.03/31/11 03/31/11 9919 - STIKER,EDWARD S.03/30/11 03/31/11 9919 - STIKER,EDWARD S.03/30/11 03/31/11 9919 - STIKER,EDWARD S.03/30/11 03/31/11 9919 - STIKER,EDWARD S.03/30/11 03/31/11 9919 - STIKER,EDWARD S.03/31/11 04/01/11 9919 - STIKER,EDWARD S.03/31/11 03/31/11 9919 - STIKER,EDWARD S.03/31/11 03/31/11 9919 - STIKER,EDWARD S. SRHQV03/31/11 03/31/11 9919 - STIKER,EDWARD S.03/31/11 04/01/11 9919 - STIKER,EDWARD S.04/01/11 04/01/11 9919 - STIKER,EDWARD S. SRHRE04/04/11 04/01/11 9919 - STIKER,EDWARD S. SRHS304/01/11 04/01/11 9919 - STIKER,EDWARD S. SRHRV04/05/11 04/01/11 9919 - STIKER,EDWARD S. 1Q0NK04/01/11 04/04/11 9919 - STIKER,EDWARD S.05/16/11 04/01/11 10321 - STIKER/QUBBAJ HMAJK05/16/11 04/01/11 10321 - STIKER/QUBBAJ HMAJM

05/16/11 04/01/11 10321 - STIKER/QUBBAJ HMAJN05/16/11 04/01/11 10321 - STIKER/QUBBAJ HMAJP05/16/11 04/01/11 10321 - STIKER/QUBBAJ HMAJJ05/16/11 04/04/11 9919 - STIKER,EDWARD S. 1Q0Y705/16/11 04/04/11 9919 - STIKER,EDWARD S. 1Q0YK04/04/11 04/05/11 9919 - STIKER,EDWARD S.04/04/11 04/05/11 9919 - STIKER,EDWARD S.04/04/11 04/05/11 9919 - STIKER,EDWARD S.04/04/11 04/05/11 9919 - STIKER,EDWARD S.04/04/11 04/05/11 9919 - STIKER,EDWARD S.04/05/11 04/05/11 9919 - STIKER,EDWARD S. SRHVU05/16/11 04/05/11 9919 - STIKER,EDWARD S. SR5RV04/05/11 04/06/11 9919 - STIKER,EDWARD S.05/16/11 04/05/11 11116 - STIKER/MACGILLIVRAY HK6KP05/16/11 04/05/11 11116 - STIKER/MACGILLIVRAY HK8P805/16/11 04/05/11 10321 - STIKER/QUBBAJ HKFKU05/16/11 04/05/11 11116 - STIKER/MACGILLIVRAY HK6KR05/16/11 04/05/11 11116 - STIKER/MACGILLIVRAY HK8XY05/16/11 04/05/11 11116 - STIKER/MACGILLIVRAY HK8Y105/16/11 04/05/11 11116 - STIKER/MACGILLIVRAY HK8XS05/16/11 04/06/11 9919 - STIKER,EDWARD S. 1Q16304/06/11 04/07/11 9919 - STIKER,EDWARD S.

04/19/11 04/07/11 9919 - STIKER,EDWARD S. YARBU04/07/11 04/07/11 9919 - STIKER,EDWARD S. YAQ1404/07/11 04/08/11 9919 - STIKER,EDWARD S.04/07/11 04/12/11 9919 - STIKER,EDWARD S.04/08/11 04/07/11 9919 - STIKER,EDWARD S. YAQ2604/08/11 04/08/11 9919 - STIKER,EDWARD S. SRHZ104/08/11 04/08/11 9919 - STIKER,EDWARD S. SRHYH

04/20/11 04/11/11 9919 - STIKER,EDWARD S.04/11/11 04/08/11 9919 - STIKER,EDWARD S. 1Q1KD04/08/11 04/15/11 9919 - STIKER,EDWARD S.04/08/11 04/15/11 9919 - STIKER,EDWARD S.04/08/11 04/08/11 9919 - STIKER,EDWARD S. YASNU

04/11/11 04/11/11 9919 - STIKER,EDWARD S. EVRAX04/11/11 04/11/11 9919 - STIKER,EDWARD S. 1Q1N304/11/11 04/11/11 9919 - STIKER,EDWARD S. SRHZN04/11/11 04/12/11 9919 - STIKER,EDWARD S.04/11/11 04/12/11 9919 - STIKER,EDWARD S.

05/16/11 04/12/11 9919 - STIKER,EDWARD S. EQXDB04/12/11 04/12/11 9919 - STIKER,EDWARD S. 1Q1QT05/16/11 04/12/11 9919 - STIKER,EDWARD S. EQVGG

04/14/11 04/13/11 9919 - STIKER,EDWARD S. KQCTB04/13/11 04/13/11 11197 - STIKER/BRENNAN YRR5804/13/11 04/13/11 11197 - STIKER/BRENNAN YRQXV

04/15/11 04/14/11 9919 - STIKER,EDWARD S. SRJ2C04/15/11 04/14/11 9919 - STIKER,EDWARD S. SRJ2D05/16/11 04/14/11 9919 - STIKER,EDWARD S. 1Q23S04/14/11 04/15/11 9919 - STIKER,EDWARD S.05/16/11 04/14/11 10321 - STIKER/QUBBAJ YSXAB05/16/11 04/14/11 10321 - STIKER/QUBBAJ YSKU005/16/11 04/14/11 10321 - STIKER/QUBBAJ YSQT805/16/11 04/14/11 10321 - STIKER/QUBBAJ YSXF705/16/11 04/14/11 10321 - STIKER/QUBBAJ YSY2R04/14/11 04/15/11 9919 - STIKER,EDWARD S.05/16/11 04/14/11 10321 - STIKER/QUBBAJ YSXXT

05/16/11 04/15/11 9919 - STIKER,EDWARD S. 1Q27A04/15/11 04/18/11 9919 - STIKER,EDWARD S.04/15/11 04/18/11 9919 - STIKER,EDWARD S.05/16/11 04/15/11 11116 - STIKER/MACGILLIVRAY HKJR705/16/11 04/15/11 9919 - STIKER,EDWARD S. 1Q26V04/15/11 04/18/11 9919 - STIKER,EDWARD S.04/15/11 04/18/11 9919 - STIKER,EDWARD S.04/15/11 04/18/11 9919 - STIKER,EDWARD S.

04/18/11 04/18/11 9026 - TK INTL/STIKER EVRBV06/15/11 04/18/11 9026 - TK INTL/STIKER EVRBV04/18/11 04/18/11 9919 - STIKER,EDWARD S. SRJ3Q04/18/11 04/19/11 9919 - STIKER,EDWARD S.04/18/11 04/19/11 9919 - STIKER,EDWARD S.04/18/11 04/19/11 9919 - STIKER,EDWARD S.04/18/11 04/19/11 9919 - STIKER,EDWARD S.04/18/11 04/18/11 9919 - STIKER,EDWARD S. SRC9J06/15/11 04/19/11 9026 - TK INTL/STIKER EVRER04/19/11 04/19/11 9026 - TK INTL/STIKER EVRER04/19/11 04/20/11 9919 - STIKER,EDWARD S.05/10/11 04/20/11 9919 - STIKER,EDWARD S. EQVPN04/21/11 04/25/11 9919 - STIKER,EDWARD S.04/21/11 04/25/11 9919 - STIKER,EDWARD S.04/21/11 04/25/11 9919 - STIKER,EDWARD S.04/21/11 04/25/11 9919 - STIKER,EDWARD S.

04/26/11 04/25/11 9919 - STIKER,EDWARD S. LQANN04/25/11 04/26/11 9919 - STIKER,EDWARD S.04/25/11 04/26/11 9919 - STIKER,EDWARD S.04/26/11 04/27/11 9919 - STIKER,EDWARD S.04/26/11 04/27/11 9919 - STIKER,EDWARD S.04/27/11 04/27/11 9919 - STIKER,EDWARD S. SRJBZ04/28/11 04/29/11 9919 - STIKER,EDWARD S.04/28/11 04/29/11 9919 - STIKER,EDWARD S.04/28/11 04/29/11 9919 - STIKER,EDWARD S.

04/28/11 04/29/11 9919 - STIKER,EDWARD S.05/16/11 04/29/11 9919 - STIKER,EDWARD S. 1Q3JG04/29/11 05/02/11 9919 - STIKER,EDWARD S.04/29/11 05/02/11 9919 - STIKER,EDWARD S.04/29/11 05/02/11 9919 - STIKER,EDWARD S.04/29/11 05/02/11 9919 - STIKER,EDWARD S.05/03/11 05/02/11 9919 - STIKER,EDWARD S. 1Q3NU05/02/11 05/03/11 9919 - STIKER,EDWARD S.05/02/11 05/03/11 9919 - STIKER,EDWARD S.05/02/11 05/03/11 9919 - STIKER,EDWARD S.05/02/11 05/03/11 9919 - STIKER,EDWARD S.05/02/11 05/03/11 9919 - STIKER,EDWARD S.05/02/11 05/03/11 9919 - STIKER,EDWARD S.05/02/11 05/03/11 9919 - STIKER,EDWARD S.05/02/11 05/03/11 9919 - STIKER,EDWARD S.05/02/11 05/03/11 9919 - STIKER,EDWARD S.05/02/11 05/03/11 9919 - STIKER,EDWARD S.05/03/11 05/04/11 9919 - STIKER,EDWARD S.05/04/11 05/04/11 9919 - STIKER,EDWARD S. 1Q3YG05/04/11 05/04/11 9919 - STIKER,EDWARD S. SRK4F05/04/11 05/04/11 9919 - STIKER,EDWARD S. SRK4J05/04/11 05/05/11 9919 - STIKER,EDWARD S.05/04/11 05/05/11 9919 - STIKER,EDWARD S.05/04/11 05/05/11 9919 - STIKER,EDWARD S.

05/05/11 05/05/11 9919 - STIKER,EDWARD S. SRM4205/05/11 05/06/11 9919 - STIKER,EDWARD S.05/05/11 05/06/11 9919 - STIKER,EDWARD S.05/05/11 05/06/11 9919 - STIKER,EDWARD S.05/05/11 05/06/11 9919 - STIKER,EDWARD S.05/05/11 05/06/11 9919 - STIKER,EDWARD S.

05/06/11 05/09/11 9919 - STIKER,EDWARD S.05/06/11 05/09/11 9919 - STIKER,EDWARD S.05/06/11 05/09/11 9919 - STIKER,EDWARD S.

05/10/11 05/09/11 11116 - STIKER/MACGILLIVRAY SRM5V05/12/11 05/09/11 9919 - STIKER,EDWARD S. EQXK905/17/11 05/09/11 10321 - STIKER/QUBBAJ HMEZW05/09/11 05/10/11 9919 - STIKER,EDWARD S.05/09/11 05/09/11 9919 - STIKER,EDWARD S. SRGPX

05/09/11 05/10/11 9919 - STIKER,EDWARD S. EQXKZ05/10/11 05/16/11 9919 - STIKER,EDWARD S.05/10/11 05/11/11 9919 - STIKER,EDWARD S.05/12/11 05/11/11 9919 - STIKER,EDWARD S. EQXM805/11/11 05/12/11 9919 - STIKER,EDWARD S.05/11/11 05/12/11 9919 - STIKER,EDWARD S.

06/15/11 05/12/11 9026 - TK INTL/STIKER EVRNF

05/11/11 05/12/11 9919 - STIKER,EDWARD S. EQXME05/12/11 05/12/11 9919 - STIKER,EDWARD S. EQXMK05/13/11 05/12/11 9919 - STIKER,EDWARD S. 1Q4YU

05/13/11 05/16/11 9919 - STIKER,EDWARD S.05/13/11 05/16/11 9919 - STIKER,EDWARD S.05/13/11 05/16/11 9919 - STIKER,EDWARD S.05/16/11 05/17/11 9919 - STIKER,EDWARD S.05/16/11 05/17/11 9919 - STIKER,EDWARD S.05/16/11 05/17/11 9919 - STIKER,EDWARD S.05/16/11 05/17/11 9919 - STIKER,EDWARD S.05/16/11 05/17/11 9919 - STIKER,EDWARD S.05/16/11 05/17/11 9919 - STIKER,EDWARD S.05/18/11 05/17/11 9919 - STIKER,EDWARD S. SRMCY05/24/11 05/17/11 9919 - STIKER,EDWARD S. EQXNH05/19/11 05/17/11 9919 - STIKER,EDWARD S. EQXN205/17/11 05/18/11 9919 - STIKER,EDWARD S.05/17/11 05/18/11 9919 - STIKER,EDWARD S.05/17/11 05/18/11 9919 - STIKER,EDWARD S.05/17/11 05/18/11 9919 - STIKER,EDWARD S.05/17/11 05/18/11 9919 - STIKER,EDWARD S.05/17/11 05/18/11 9919 - STIKER,EDWARD S.05/17/11 05/18/11 9919 - STIKER,EDWARD S.05/17/11 05/18/11 9919 - STIKER,EDWARD S.05/18/11 05/17/11 9919 - STIKER,EDWARD S. SRMD005/17/11 05/17/11 9919 - STIKER,EDWARD S. SRGW805/17/11 05/17/11 9919 - STIKER,EDWARD S. 1Q5JU05/17/11 05/17/11 9919 - STIKER,EDWARD S. SRGW905/17/11 05/17/11 9919 - STIKER,EDWARD S. SRGWA05/19/11 05/19/11 9919 - STIKER,EDWARD S. SRMFM05/19/11 05/20/11 9919 - STIKER,EDWARD S.05/19/11 05/20/11 9919 - STIKER,EDWARD S.05/19/11 05/20/11 9919 - STIKER,EDWARD S.05/19/11 05/20/11 9919 - STIKER,EDWARD S.05/19/11 05/20/11 9919 - STIKER,EDWARD S.05/19/11 05/20/11 9919 - STIKER,EDWARD S.05/19/11 05/20/11 9919 - STIKER,EDWARD S.05/19/11 05/20/11 9919 - STIKER,EDWARD S.05/19/11 05/20/11 9919 - STIKER,EDWARD S.05/20/11 05/20/11 9919 - STIKER,EDWARD S. PQ62C05/20/11 05/23/11 9919 - STIKER,EDWARD S.05/20/11 05/23/11 9919 - STIKER,EDWARD S.05/20/11 05/23/11 9919 - STIKER,EDWARD S.05/23/11 05/24/11 9919 - STIKER,EDWARD S.05/23/11 05/24/11 9919 - STIKER,EDWARD S.05/23/11 05/23/11 10321 - STIKER/QUBBAJ HMGTD05/24/11 05/24/11 9919 - STIKER,EDWARD S. LQAP205/24/11 05/24/11 9919 - STIKER,EDWARD S. SRMY005/24/11 05/25/11 9919 - STIKER,EDWARD S.05/24/11 05/31/11 9919 - STIKER,EDWARD S.

05/24/11 05/25/11 9919 - STIKER,EDWARD S.05/24/11 05/31/11 9919 - STIKER,EDWARD S.05/24/11 05/25/11 9919 - STIKER,EDWARD S.05/24/11 05/25/11 9919 - STIKER,EDWARD S.05/25/11 05/25/11 9919 - STIKER,EDWARD S. SRN0205/25/11 05/31/11 9919 - STIKER,EDWARD S.05/25/11 05/31/11 9919 - STIKER,EDWARD S.05/25/11 05/26/11 9919 - STIKER,EDWARD S.05/25/11 05/26/11 9919 - STIKER,EDWARD S.05/25/11 05/31/11 9919 - STIKER,EDWARD S.05/25/11 05/26/11 9919 - STIKER,EDWARD S.06/02/11 05/26/11 9919 - STIKER,EDWARD S. 1Q6KC05/27/11 05/26/11 9919 - STIKER,EDWARD S. SRN0J05/26/11 06/01/11 9919 - STIKER,EDWARD S.05/26/11 05/26/11 10321 - STIKER/QUBBAJ EJSN205/26/11 05/26/11 10321 - STIKER/QUBBAJ EJSN4

06/01/11 05/27/11 9919 - STIKER,EDWARD S. 1Q6UZ05/31/11 05/27/11 9919 - STIKER,EDWARD S. 1Q6UY06/01/11 05/27/11 9919 - STIKER,EDWARD S. 1Q6WC06/01/11 05/27/11 9919 - STIKER,EDWARD S. 1Q6WD05/27/11 05/31/11 9919 - STIKER,EDWARD S.05/27/11 05/31/11 9919 - STIKER,EDWARD S.05/27/11 05/31/11 9919 - STIKER,EDWARD S.05/31/11 05/31/11 9919 - STIKER,EDWARD S. SRN3H

05/31/11 05/31/11 9919 - STIKER,EDWARD S. 1Q70E05/31/11 05/31/11 9919 - STIKER,EDWARD S. 1Q70F05/31/11 06/01/11 9919 - STIKER,EDWARD S.05/31/11 06/03/11 9919 - STIKER,EDWARD S.05/31/11 06/01/11 9919 - STIKER,EDWARD S.05/31/11 06/01/11 9919 - STIKER,EDWARD S.06/01/11 05/31/11 9919 - STIKER,EDWARD S. SRHS305/31/11 06/03/11 9919 - STIKER,EDWARD S.06/02/11 06/01/11 9919 - STIKER,EDWARD S. SRN46

06/02/11 06/01/11 9919 - STIKER,EDWARD S. 1Q76D06/02/11 06/01/11 9919 - STIKER,EDWARD S. 1Q76E06/01/11 06/02/11 9919 - STIKER,EDWARD S.06/01/11 06/02/11 9919 - STIKER,EDWARD S.06/01/11 06/02/11 9919 - STIKER,EDWARD S.06/01/11 06/01/11 10321 - STIKER/QUBBAJ HMJ9F06/01/11 06/01/11 10321 - STIKER/QUBBAJ HMJ9Y06/01/11 06/01/11 10321 - STIKER/QUBBAJ HMJ9X06/01/11 06/01/11 10321 - STIKER/QUBBAJ HMJ9K06/01/11 06/01/11 10321 - STIKER/QUBBAJ HMJA906/01/11 06/01/11 10321 - STIKER/QUBBAJ HMJ9N06/01/11 06/01/11 10321 - STIKER/QUBBAJ HMJ9C06/01/11 06/01/11 10321 - STIKER/QUBBAJ HMJCN06/01/11 06/01/11 10321 - STIKER/QUBBAJ HMJA6

06/01/11 06/01/11 10321 - STIKER/QUBBAJ HMJA406/01/11 06/01/11 10321 - STIKER/QUBBAJ HMJAK06/01/11 06/01/11 10321 - STIKER/QUBBAJ HMJBE06/01/11 06/01/11 10321 - STIKER/QUBBAJ HMJ9U06/01/11 06/01/11 10321 - STIKER/QUBBAJ HMJ9G06/01/11 06/01/11 10321 - STIKER/QUBBAJ HMJA806/01/11 06/01/11 10321 - STIKER/QUBBAJ HMJA506/01/11 06/01/11 10321 - STIKER/QUBBAJ HMJ9906/01/11 06/01/11 10321 - STIKER/QUBBAJ HMJAN06/01/11 06/01/11 10321 - STIKER/QUBBAJ HMJ9S06/01/11 06/01/11 10321 - STIKER/QUBBAJ HMJ9R06/01/11 06/01/11 10321 - STIKER/QUBBAJ HMJ9M06/01/11 06/01/11 10321 - STIKER/QUBBAJ HMJA706/01/11 06/01/11 10321 - STIKER/QUBBAJ HMJCM06/01/11 06/01/11 10321 - STIKER/QUBBAJ HMJBH06/01/11 06/01/11 10321 - STIKER/QUBBAJ HMJA106/01/11 06/01/11 10321 - STIKER/QUBBAJ HMJ9H06/01/11 06/01/11 10321 - STIKER/QUBBAJ HMJ9V06/01/11 06/01/11 10321 - STIKER/QUBBAJ HMJAP06/01/11 06/01/11 10321 - STIKER/QUBBAJ HMJAC06/01/11 06/01/11 10321 - STIKER/QUBBAJ HMJAG06/01/11 06/01/11 10321 - STIKER/QUBBAJ HMJBG06/01/11 06/01/11 10321 - STIKER/QUBBAJ HMJAE06/01/11 06/01/11 10321 - STIKER/QUBBAJ HMJ9P06/01/11 06/01/11 10321 - STIKER/QUBBAJ HMJBF06/01/11 06/01/11 10321 - STIKER/QUBBAJ HMJA006/01/11 06/01/11 10321 - STIKER/QUBBAJ HMJAH06/01/11 06/01/11 10321 - STIKER/QUBBAJ HMJAF06/01/11 06/01/11 10321 - STIKER/QUBBAJ HMJ9B06/01/11 06/01/11 10321 - STIKER/QUBBAJ HMJAB06/01/11 06/01/11 10321 - STIKER/QUBBAJ HMJA306/01/11 06/01/11 10321 - STIKER/QUBBAJ HMJAD06/01/11 06/01/11 10321 - STIKER/QUBBAJ HMJ9Q06/01/11 06/01/11 10321 - STIKER/QUBBAJ HMJA206/01/11 06/01/11 10321 - STIKER/QUBBAJ HMJ9W06/01/11 06/01/11 10321 - STIKER/QUBBAJ HMJAR06/01/11 06/01/11 10321 - STIKER/QUBBAJ HMJAM06/01/11 06/01/11 10321 - STIKER/QUBBAJ HMJAJ06/01/11 06/01/11 10321 - STIKER/QUBBAJ HMJAA06/01/11 06/01/11 10321 - STIKER/QUBBAJ HMJCK06/01/11 06/01/11 10321 - STIKER/QUBBAJ HMJ9Z06/01/11 06/01/11 10321 - STIKER/QUBBAJ HMJ9T06/01/11 06/01/11 10321 - STIKER/QUBBAJ HMJCP06/01/11 06/02/11 9919 - STIKER,EDWARD S.06/01/11 06/02/11 9919 - STIKER,EDWARD S.06/02/11 06/01/11 9919 - STIKER,EDWARD S. SRHS306/01/11 06/01/11 9919 - STIKER,EDWARD S. SRN3H06/01/11 06/01/11 10321 - STIKER/QUBBAJ HMAV506/01/11 06/01/11 10321 - STIKER/QUBBAJ HMJDP06/01/11 06/01/11 10321 - STIKER/QUBBAJ HMJDX06/01/11 06/01/11 10321 - STIKER/QUBBAJ HMJDW

06/01/11 06/01/11 10321 - STIKER/QUBBAJ HMJDR06/01/11 06/01/11 10321 - STIKER/QUBBAJ HMJDV06/01/11 06/01/11 10321 - STIKER/QUBBAJ HMJDQ06/01/11 06/01/11 10321 - STIKER/QUBBAJ HMJDY06/02/11 06/02/11 9919 - STIKER,EDWARD S. SRN6006/02/11 06/03/11 9919 - STIKER,EDWARD S.06/02/11 06/03/11 9919 - STIKER,EDWARD S.06/02/11 06/03/11 9919 - STIKER,EDWARD S.06/02/11 06/02/11 10321 - STIKER/QUBBAJ HMJK006/02/11 06/02/11 10321 - STIKER/QUBBAJ HMJK106/02/11 06/03/11 9919 - STIKER,EDWARD S.06/02/11 06/03/11 9919 - STIKER,EDWARD S.06/02/11 06/03/11 9919 - STIKER,EDWARD S.06/03/11 06/03/11 9919 - STIKER,EDWARD S. KQCU906/09/11 06/03/11 9919 - STIKER,EDWARD S. EQXS6

06/15/11 06/03/11 9026 - TK INTL/STIKER EVRVW06/03/11 06/06/11 9919 - STIKER,EDWARD S.06/03/11 06/06/11 9919 - STIKER,EDWARD S.06/03/11 06/06/11 9919 - STIKER,EDWARD S.06/03/11 06/06/11 9919 - STIKER,EDWARD S.06/03/11 06/03/11 9919 - STIKER,EDWARD S. 1Q7QG06/03/11 06/06/11 9919 - STIKER,EDWARD S.06/03/11 06/06/11 9919 - STIKER,EDWARD S.06/03/11 06/06/11 9919 - STIKER,EDWARD S.06/03/11 06/03/11 9919 - STIKER,EDWARD S. 1Q7QF06/03/11 06/03/11 10321 - STIKER/QUBBAJ HMJS206/06/11 06/07/11 9919 - STIKER,EDWARD S.06/06/11 06/07/11 9919 - STIKER,EDWARD S.06/06/11 06/07/11 9919 - STIKER,EDWARD S.06/06/11 06/07/11 9919 - STIKER,EDWARD S.06/06/11 06/07/11 9919 - STIKER,EDWARD S.06/06/11 06/07/11 9919 - STIKER,EDWARD S.06/06/11 06/07/11 9919 - STIKER,EDWARD S.06/06/11 06/07/11 9919 - STIKER,EDWARD S.06/06/11 06/07/11 9919 - STIKER,EDWARD S.06/06/11 06/07/11 9919 - STIKER,EDWARD S.06/06/11 06/06/11 10321 - STIKER/QUBBAJ CJ3GF06/06/11 06/06/11 10321 - STIKER/QUBBAJ CJ3GG06/07/11 06/08/11 9919 - STIKER,EDWARD S.06/07/11 06/07/11 9919 - STIKER,EDWARD S. 1Q80T06/07/11 06/08/11 9919 - STIKER,EDWARD S.06/07/11 06/08/11 9919 - STIKER,EDWARD S.06/07/11 06/08/11 9919 - STIKER,EDWARD S.06/07/11 06/08/11 9919 - STIKER,EDWARD S.06/07/11 06/08/11 9919 - STIKER,EDWARD S.06/07/11 06/07/11 9919 - STIKER,EDWARD S.06/09/11 06/08/11 9919 - STIKER,EDWARD S. SRNAT06/15/11 06/08/11 9919 - STIKER,EDWARD S. 1Q88Q06/09/11 06/08/11 11116 - STIKER/MACGILLIVRAY SRNA2

06/15/11 06/08/11 9026 - TK INTL/STIKER EVRXS06/09/11 06/08/11 11116 - STIKER/MACGILLIVRAY SRNAR06/08/11 06/09/11 9919 - STIKER,EDWARD S.06/08/11 06/09/11 9919 - STIKER,EDWARD S.06/08/11 06/08/11 9919 - STIKER,EDWARD S. 1Q89E06/08/11 06/09/11 9919 - STIKER,EDWARD S.06/08/11 06/09/11 9919 - STIKER,EDWARD S.06/08/11 06/09/11 9919 - STIKER,EDWARD S.06/08/11 06/09/11 9919 - STIKER,EDWARD S.06/08/11 06/09/11 9919 - STIKER,EDWARD S.06/08/11 06/09/11 9919 - STIKER,EDWARD S.06/08/11 06/09/11 9919 - STIKER,EDWARD S.06/08/11 06/09/11 9919 - STIKER,EDWARD S.06/08/11 06/09/11 9919 - STIKER,EDWARD S.06/08/11 06/09/11 9919 - STIKER,EDWARD S.06/08/11 06/09/11 9919 - STIKER,EDWARD S.06/08/11 06/09/11 9919 - STIKER,EDWARD S.06/08/11 06/09/11 9919 - STIKER,EDWARD S.06/08/11 06/09/11 9919 - STIKER,EDWARD S.06/08/11 06/15/11 9919 - STIKER,EDWARD S.06/08/11 06/08/11 10321 - STIKER/QUBBAJ HMK7P06/08/11 06/08/11 9919 - STIKER,EDWARD S. 1Q89F06/08/11 06/08/11 9919 - STIKER,EDWARD S. SRGQ106/08/11 06/08/11 9919 - STIKER,EDWARD S. SRESM06/08/11 06/08/11 9919 - STIKER,EDWARD S. SRH0P06/08/11 06/08/11 9919 - STIKER,EDWARD S. SRH0Z06/10/11 06/09/11 9919 - STIKER,EDWARD S. SRNBN06/09/11 06/09/11 9919 - STIKER,EDWARD S. 1Q8HC06/13/11 06/09/11 9919 - STIKER,EDWARD S. YATYW06/13/11 06/09/11 9919 - STIKER,EDWARD S. 1Q8D606/09/11 06/10/11 9919 - STIKER,EDWARD S.06/09/11 06/10/11 9919 - STIKER,EDWARD S.06/09/11 06/10/11 9919 - STIKER,EDWARD S.06/09/11 06/15/11 9919 - STIKER,EDWARD S.06/09/11 06/10/11 9919 - STIKER,EDWARD S.06/09/11 06/10/11 9919 - STIKER,EDWARD S.06/09/11 06/10/11 9919 - STIKER,EDWARD S.06/09/11 06/10/11 9919 - STIKER,EDWARD S.06/09/11 06/10/11 9919 - STIKER,EDWARD S.06/09/11 06/10/11 9026 - TK INTL/STIKER06/09/11 06/10/11 9026 - TK INTL/STIKER06/09/11 06/10/11 9919 - STIKER,EDWARD S.06/13/11 06/10/11 9919 - STIKER,EDWARD S. SRNDP06/10/11 06/10/11 9919 - STIKER,EDWARD S. EQXT1

06/15/11 06/10/11 9026 - TK INTL/STIKER EVRZ906/13/11 06/10/11 9919 - STIKER,EDWARD S. 1Q8TG06/13/11 06/10/11 9919 - STIKER,EDWARD S. 1Q8TH06/13/11 06/10/11 9919 - STIKER,EDWARD S. 1Q8TJ06/10/11 06/13/11 9919 - STIKER,EDWARD S.06/10/11 06/13/11 9919 - STIKER,EDWARD S.06/10/11 06/13/11 9919 - STIKER,EDWARD S.06/10/11 06/13/11 9919 - STIKER,EDWARD S.06/10/11 06/10/11 10321 - STIKER/QUBBAJ HMKTQ06/13/11 06/13/11 9919 - STIKER,EDWARD S.06/13/11 06/13/11 9919 - STIKER,EDWARD S.06/13/11 06/13/11 9919 - STIKER,EDWARD S.06/10/11 06/10/11 9919 - STIKER,EDWARD S. SRF9806/10/11 06/10/11 9919 - STIKER,EDWARD S. SRHCK06/10/11 06/10/11 9919 - STIKER,EDWARD S. SREBR06/10/11 06/10/11 9919 - STIKER,EDWARD S. SRET806/10/11 06/10/11 9919 - STIKER,EDWARD S. SREAT06/10/11 06/10/11 9919 - STIKER,EDWARD S. SRH3606/10/11 06/10/11 9919 - STIKER,EDWARD S. SREBQ06/10/11 06/10/11 11116 - STIKER/MACGILLIVRAY HKH2B06/10/11 06/10/11 11116 - STIKER/MACGILLIVRAY HKH2A06/13/11 06/13/11 9919 - STIKER,EDWARD S. SRND6

06/15/11 06/13/11 9026 - TK INTL/STIKER EVRZJ06/13/11 06/14/11 9919 - STIKER,EDWARD S.06/13/11 06/14/11 9919 - STIKER,EDWARD S.06/13/11 06/14/11 9919 - STIKER,EDWARD S.06/13/11 06/13/11 9919 - STIKER,EDWARD S.06/13/11 06/13/11 9919 - STIKER,EDWARD S. SRF2B06/13/11 06/13/11 9919 - STIKER,EDWARD S. SRGRV

06/15/11 06/14/11 9919 - STIKER,EDWARD S. 1Q91206/15/11 06/14/11 9919 - STIKER,EDWARD S. 1Q91306/14/11 06/14/11 9919 - STIKER,EDWARD S. 1Q91Z06/14/11 06/15/11 9919 - STIKER,EDWARD S.06/14/11 06/15/11 9919 - STIKER,EDWARD S.06/14/11 06/15/11 9919 - STIKER,EDWARD S.06/14/11 06/15/11 9919 - STIKER,EDWARD S.06/14/11 06/15/11 9919 - STIKER,EDWARD S.06/14/11 06/15/11 9919 - STIKER,EDWARD S.06/14/11 06/15/11 9919 - STIKER,EDWARD S.06/14/11 06/15/11 9919 - STIKER,EDWARD S.06/14/11 06/15/11 9919 - STIKER,EDWARD S.06/14/11 06/14/11 9919 - STIKER,EDWARD S.06/14/11 06/14/11 9919 - STIKER,EDWARD S.06/14/11 06/14/11 9919 - STIKER,EDWARD S.06/14/11 06/15/11 9919 - STIKER,EDWARD S.06/14/11 06/14/11 9919 - STIKER,EDWARD S. SRH4X06/14/11 06/14/11 10321 - STIKER/QUBBAJ HMM6T

06/15/11 06/15/11 9919 - STIKER,EDWARD S. SRNHJ06/16/11 06/15/11 9919 - STIKER,EDWARD S. EQXTY06/15/11 06/15/11 9919 - STIKER,EDWARD S.06/15/11 06/16/11 9919 - STIKER,EDWARD S.06/15/11 06/16/11 9919 - STIKER,EDWARD S.06/15/11 06/16/11 9919 - STIKER,EDWARD S.06/15/11 06/16/11 9919 - STIKER,EDWARD S.06/15/11 06/16/11 9919 - STIKER,EDWARD S.06/15/11 06/16/11 9919 - STIKER,EDWARD S.06/15/11 06/16/11 9919 - STIKER,EDWARD S.06/15/11 06/15/11 10321 - STIKER/QUBBAJ HMMM306/15/11 06/15/11 9919 - STIKER,EDWARD S.06/24/11 06/16/11 9919 - STIKER,EDWARD S. 1Q98W06/16/11 06/17/11 9919 - STIKER,EDWARD S.06/16/11 06/17/11 9919 - STIKER,EDWARD S.06/16/11 06/17/11 9919 - STIKER,EDWARD S.06/16/11 06/17/11 9919 - STIKER,EDWARD S.06/16/11 06/17/11 9919 - STIKER,EDWARD S.06/16/11 06/17/11 9919 - STIKER,EDWARD S.06/16/11 06/17/11 9919 - STIKER,EDWARD S.06/16/11 06/17/11 9919 - STIKER,EDWARD S.06/16/11 06/17/11 9919 - STIKER,EDWARD S.06/16/11 06/16/11 10321 - STIKER/QUBBAJ HMMZ706/16/11 06/16/11 10321 - STIKER/QUBBAJ HMMZ506/16/11 06/16/11 10321 - STIKER/QUBBAJ HMMZ806/16/11 06/16/11 10321 - STIKER/QUBBAJ HMKG306/16/11 06/16/11 10321 - STIKER/QUBBAJ HMMX006/16/11 06/16/11 10321 - STIKER/QUBBAJ HMMZ606/16/11 06/16/11 10321 - STIKER/QUBBAJ HMMZ306/16/11 06/16/11 10321 - STIKER/QUBBAJ HMMZ206/16/11 06/16/11 10321 - STIKER/QUBBAJ HMKG206/16/11 06/16/11 10321 - STIKER/QUBBAJ HMFDM06/16/11 06/16/11 10321 - STIKER/QUBBAJ HMFDK06/16/11 06/16/11 10321 - STIKER/QUBBAJ HMMZ906/16/11 06/16/11 10321 - STIKER/QUBBAJ HMMZ406/16/11 06/16/11 10321 - STIKER/QUBBAJ HMMX1

06/21/11 06/17/11 9919 - STIKER,EDWARD S. EVRZW06/17/11 06/20/11 9919 - STIKER,EDWARD S.06/17/11 06/20/11 9919 - STIKER,EDWARD S.06/17/11 06/20/11 9919 - STIKER,EDWARD S.06/17/11 06/20/11 9919 - STIKER,EDWARD S.06/17/11 06/20/11 9919 - STIKER,EDWARD S.06/17/11 06/20/11 9919 - STIKER,EDWARD S.06/17/11 06/17/11 10321 - STIKER/QUBBAJ HMNDN06/17/11 06/17/11 10321 - STIKER/QUBBAJ HMNDK06/17/11 06/17/11 10321 - STIKER/QUBBAJ HMNDV06/17/11 06/17/11 10321 - STIKER/QUBBAJ HMNDM06/17/11 06/17/11 10321 - STIKER/QUBBAJ HMNDP06/17/11 06/17/11 10321 - STIKER/QUBBAJ HMNFF06/17/11 06/17/11 10321 - STIKER/QUBBAJ HMNDU

06/17/11 06/17/11 10321 - STIKER/QUBBAJ HMNDH06/17/11 06/17/11 11116 - STIKER/MACGILLIVRAY HKE5606/17/11 06/17/11 11116 - STIKER/MACGILLIVRAY HKN9W06/24/11 06/20/11 9919 - STIKER,EDWARD S. 1Q9S406/20/11 06/21/11 9919 - STIKER,EDWARD S.06/20/11 06/21/11 9919 - STIKER,EDWARD S.06/20/11 06/21/11 9919 - STIKER,EDWARD S.06/20/11 06/21/11 9919 - STIKER,EDWARD S.06/20/11 06/21/11 9919 - STIKER,EDWARD S.06/20/11 06/21/11 9919 - STIKER,EDWARD S.06/20/11 06/20/11 10321 - STIKER/QUBBAJ CJ3PN06/24/11 06/21/11 9919 - STIKER,EDWARD S. 1Q9V506/24/11 06/21/11 9919 - STIKER,EDWARD S. 1Q9WB06/24/11 06/21/11 9919 - STIKER,EDWARD S. 1Q9VH06/24/11 06/21/11 9919 - STIKER,EDWARD S. 1Q9FN06/21/11 06/22/11 9919 - STIKER,EDWARD S.06/21/11 06/22/11 9919 - STIKER,EDWARD S.06/21/11 06/22/11 9919 - STIKER,EDWARD S.06/21/11 06/21/11 9919 - STIKER,EDWARD S.06/21/11 06/21/11 9919 - STIKER,EDWARD S.06/17/11 06/21/11 9919 - STIKER,EDWARD S. YSFWM

06/24/11 06/22/11 9919 - STIKER,EDWARD S. SRNPS06/22/11 06/22/11 10321 - STIKER/QUBBAJ HMP2N06/22/11 06/22/11 10321 - STIKER/QUBBAJ HMP2M06/22/11 06/22/11 9919 - STIKER,EDWARD S.06/22/11 06/22/11 9919 - STIKER,EDWARD S.06/22/11 06/27/11 9919 - STIKER,EDWARD S.06/24/11 06/23/11 9919 - STIKER,EDWARD S. 1QAAR

06/23/11 06/24/11 9919 - STIKER,EDWARD S.06/23/11 06/24/11 9919 - STIKER,EDWARD S.06/23/11 06/24/11 9919 - STIKER,EDWARD S.06/23/11 06/24/11 9919 - STIKER,EDWARD S.06/23/11 06/23/11 10321 - STIKER/QUBBAJ HMP9W06/23/11 06/24/11 9919 - STIKER,EDWARD S.06/23/11 06/23/11 10321 - STIKER/QUBBAJ EJTQ306/23/11 06/23/11 10321 - STIKER/QUBBAJ EJS4B06/23/11 06/23/11 10321 - STIKER/QUBBAJ EJSCJ06/23/11 06/23/11 10321 - STIKER/QUBBAJ EJTQ406/23/11 06/23/11 10321 - STIKER/QUBBAJ EJTQ6

06/24/11 06/27/11 9919 - STIKER,EDWARD S.06/24/11 06/27/11 9919 - STIKER,EDWARD S.06/24/11 06/27/11 9919 - STIKER,EDWARD S.06/24/11 06/27/11 9919 - STIKER,EDWARD S.06/24/11 06/27/11 9919 - STIKER,EDWARD S.06/24/11 06/27/11 9919 - STIKER,EDWARD S.06/24/11 06/27/11 9919 - STIKER,EDWARD S.06/24/11 06/27/11 9919 - STIKER,EDWARD S.06/24/11 06/24/11 9919 - STIKER,EDWARD S. 1QAP1

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

Trading CC Desc Trading Book(BAAC) Trading Book MM MarkupNA VOLATILITY TRADING LONG_DATED_VOL ACUSD 0 NA INFLATION TRADING VOLATILITY_OTHER TOTIP 0 IR MGMT - STRUCTURED RATES ACDMP ACDMP 0 TK VOLATILITY TRADING TSJPY TSJPY 0 TK VOLATILITY TRADING TSJPY TSJPY 0 TK JPY SWAP TRDG TOJPY TOJPY 0 STERLING RATES TOSTG TOSTG 0 NA INDEX TRADING NA TRADING 0 DSP STRUCTURES HEDGE ALL FINANCE 0 DSP STRUCTURES HEDGE ALL DIVIDEND 0 TAX TRD - GOVERNMENT BOND NY TRADING_TREASURIES 0 NA VOLATILITY TRADING LONG_DATED_VOL ACUSD 0 TAX TRD - GOVERNMENT BOND NY TRADING_MISC 0 FI CLIENT FINANCING - US TREASURY BILL BOOK 0 NA VOLATILITY TRADING LONG_DATED_VOL ACUSD 0 EU VOLATILITY TRADING TNDEM TNDEM 0 EU VOLATILITY TRADING TNDEM TNDEM 0 EU VOLATILITY TRADING TNDEM TNDEM 0 TAX TRD - GOVT AGENCY TRADING NY TRADING_AGENCIES 0 NA VOLATILITY TRADING LONG_DATED_VOL ACUSD 0 NA VOLATILITY TRADING LONG_DATED_VOL ACUSD 0 NA VOLATILITY TRADING LONG_DATED_VOL ACUSD 0 NA SWAPS TRDG USD_SWAPS TOUSD 0 NA VOLATILITY TRADING LONG_DATED_VOL ACUSD 0 NA VOLATILITY TRADING LONG_DATED_VOL ACUSD 0 NA VOLATILITY TRADING LONG_DATED_VOL ACUSD 0

TAX TRD - GOVERNMENT BOND NY TRADING_TREASURIES 0 TAX TRD - GOVERNMENT BOND NY TRADING_TREASURIES 0 TAX TRD - GOVERNMENT BOND NY TRADING_TREASURIES 0 TAX TRD - GOVERNMENT BOND NY TRADING_TREASURIES 0 NA CP PRIMARY NONJV CPFXD 0 NA SWAPS TRDG USD_SWAPS TOUSD 0 NA VOLATILITY TRADING LONG_DATED_VOL ACUSD 0 NA VOLATILITY TRADING LONG_DATED_VOL ACUSD 0 NA VOLATILITY TRADING LONG_DATED_VOL ACUSD 0 NA VOLATILITY TRADING LONG_DATED_VOL ACUSD 0 NA SWAPS TRDG USD_SWAPS TOUSD 0 EU USSWP TRD EUUSD EUUSD 0 NA SWAPS TRDG USD_SWAPS TOUSD 0

SWING ACTIVITY IGRES 0 SWING ACTIVITY IGRES 0 SWING ACTIVITY IGRES 0 SWING ACTIVITY IGRES 0 SWING ACTIVITY IGRES 0 SECONDARY CORPORATES IGDEX 0 SECONDARY CORPORATES IGUTL 0 SECONDARY CORPORATES IGDEX 0 TAX TRD - GOVERNMENT BOND NY TRADING_MISC 0

NA VOLATILITY TRADING LONG_DATED_VOL ACUSD 0 SWING ACTIVITY IGRES 0 TAX TRD - GOVERNMENT BOND NY TRADING_TREASURIES 0 TAX TRD - GOVERNMENT BOND NY TRADING_TREASURIES 0 SECONDARY CORPORATES IGDEX 0 SECONDARY CORPORATES IGINS 0 SECONDARY CORPORATES IGFIN 0 TK VOLATILITY TRADING TSJPY TSJPY 0

TAX TRD - GOVERNMENT BOND NY TRADING_TREASURIES 0 TAX TRD - GOVERNMENT BOND NY TRADING_TREASURIES 0 SWING ACTIVITY IGRES 0 SECONDARY CORPORATES IGFIN 0 SECONDARY CORPORATES TOHYI 0 SECONDARY CORPORATES IGHEL 0 SECONDARY CORPORATES IGDEX 0 SECONDARY CORPORATES IGHEL 0 AP IRCC IR TRADING - SYDNEY TOAU9 TOAU9 0 AP IRCC IR TRADING - SYDNEY TOAU9 TOAU9 0 TAX TRD - GOVERNMENT BOND NY TRADING_TREASURIES 0 TAX TRD - GOVERNMENT BOND NY TRADING_TREASURIES 0 TAX TRD - GOVERNMENT BOND NY TRADING_MISC 0 TAX TRD - GOVERNMENT BOND NY TRADING_TREASURIES 0 TAX TRD - GOVERNMENT BOND NY TRADING_MISC 0 TAX TRD - GOVERNMENT BOND NY TRADING_TREASURIES 0 NA VOLATILITY TRADING SHORT_DATED_VOL ACSTP 0 TAX TRD - GOVERNMENT BOND NY TRADING_TREASURIES 0 TAX TRD - GOVERNMENT BOND NY TRADING_TREASURIES 0 SECONDARY CORPORATES IGUTL 0 SECONDARY CORPORATES IGUTL 0 TAX TRD - GOVERNMENT BOND NY TRADING_MISC 0 TAX TRD - GOVERNMENT BOND NY TRADING_MISC 0 TAX TRD - GOVERNMENT BOND NY TRADING_MISC 0 FI CLIENT FINANCING - US TREASURY BILL BOOK 0 NA VOLATILITY TRADING SHORT_DATED_VOL ACSTP 0 NA VOLATILITY TRADING SHORT_DATED_VOL ACSTP 0 SECONDARY CORPORATES IGUTL 0 SECONDARY CORPORATES IGUTL 0 SECONDARY CORPORATES IGUTL 0 SECONDARY CORPORATES IGDEX 0 NA VOLATILITY TRADING LONG_DATED_VOL ACUSD 0 NA VOLATILITY TRADING LONG_DATED_VOL ACUSD 0 TAX TRD - GOVERNMENT BOND NY TRADING_MISC 0 NA VOLATILITY TRADING LONG_DATED_VOL ACUSD 0 SWING ACTIVITY IGRES 0 SWING ACTIVITY IGRES 0 TAX TRD - GOVERNMENT BOND NY TRADING_TREASURIES 0 TAX TRD - GOVERNMENT BOND NY TRADING_TREASURIES 0 TAX TRD - GOVERNMENT BOND NY TRADING_TREASURIES 0 TAX TRD - GOVERNMENT BOND NY TRADING_TREASURIES 0 TAX TRD - GOVERNMENT BOND NY TRADING_TREASURIES 0

TAX TRD - GOVERNMENT BOND NY TRADING_MISC 0 TAX TRD - GOVERNMENT BOND NY TRADING_TREASURIES 0 TAX TRD - GOVERNMENT BOND NY TRADING_TREASURIES 0 TAX TRD - GOVERNMENT BOND NY TRADING_TREASURIES 0 FI CLIENT FINANCING - US TREASURY BILL BOOK 0 NA VOLATILITY TRADING LONG_DATED_VOL ACUSD 0 TAX TRD - GOVERNMENT BOND NY TRADING_TREASURIES 0 TAX TRD - GOVERNMENT BOND NY TRADING_TREASURIES 0 TAX TRD - GOVERNMENT BOND NY TRADING_TREASURIES 0 TAX TRD - GOVERNMENT BOND NY TRADING_TREASURIES 0 TAX TRD - GOVERNMENT BOND NY TRADING_TREASURIES 0 TAX TRD - GOVERNMENT BOND NY TRADING_TREASURIES 0 TAX TRD - GOVERNMENT BOND NY TRADING_TREASURIES 0 TAX TRD - GOVERNMENT BOND NY TRADING_TREASURIES 0 TAX TRD - GOVERNMENT BOND NY TRADING_TREASURIES 0 TAX TRD - GOVERNMENT BOND NY TRADING_TREASURIES 0 TAX TRD - GOVERNMENT BOND NY TRADING_TREASURIES 0 TAX TRD - GOVERNMENT BOND NY TRADING_TREASURIES 0 TAX TRD - GOVERNMENT BOND NY TRADING_TREASURIES 0 NA SWAPS TRDG USD_SWAPS TOUSD 0 TAX TRD - GOVERNMENT BOND NY TRADING_TREASURIES 0 TAX TRD - GOVERNMENT BOND NY TRADING_TREASURIES 0 TAX TRD - GOVERNMENT BOND NY TRADING_TREASURIES 0 TAX TRD - GOVERNMENT BOND NY TRADING_TREASURIES 0 TAX TRD - GOVERNMENT BOND NY TRADING_TREASURIES 0 TAX TRD - GOVERNMENT BOND NY TRADING_TREASURIES 0 NA VOLATILITY TRADING LONG_DATED_VOL ACUSD 0 TAX TRD - GOVERNMENT BOND NY TRADING_TREASURIES 0 FI CLIENT FINANCING - US TREASURY BILL BOOK 0 SWING ACTIVITY IGRES 0 SWING ACTIVITY IGRES 0 NA VOLATILITY TRADING LONG_DATED_VOL ACUSD 0 NA VOLATILITY TRADING LONG_DATED_VOL ACUSD 0 NA VOLATILITY TRADING LONG_DATED_VOL ACUSD 0 NA VOLATILITY TRADING LONG_DATED_VOL ACUSD 0 NA VOLATILITY TRADING LONG_DATED_VOL ACUSD 0 NA VOLATILITY TRADING LONG_DATED_VOL ACUSD 0 NA VOLATILITY TRADING LONG_DATED_VOL ACUSD 0 NA VOLATILITY TRADING LONG_DATED_VOL ACUSD 0 TAX TRD - GOVERNMENT BOND NY TRADING_TREASURIES 0 TAX TRD - GOVERNMENT BOND NY TRADING_TREASURIES 0 NA VOLATILITY TRADING LONG_DATED_VOL ACUSD 0 NA VOLATILITY TRADING LONG_DATED_VOL ACUSD 0

NA SWAPS TRDG USD_SWAPS BASIS 0 NA SWAPS TRDG USD_SWAPS BASIS 0 NA VOLATILITY TRADING LONG_DATED_VOL ACUSD 0 SECONDARY CORPORATES IGUTL 0 TAX TRD - GOVERNMENT BOND NY TRADING_TREASURIES 0 TAX TRD - GOVERNMENT BOND NY TRADING_TREASURIES 0 TAX TRD - GOVERNMENT BOND NY TRADING_TREASURIES 0

SWING ACTIVITY IGRES 0 EU VOLATILITY TRADING TODEM TODEM 0 EU VOLATILITY TRADING TODEM TODEM 0 TAX TRD - GOVERNMENT BOND NY TRADING_TREASURIES 0 TAX TRD - GOVERNMENT BOND NY TRADING_TREASURIES 0 TAX TRD - GOVERNMENT BOND NY TRADING_TREASURIES 0 SWING ACTIVITY IGRES 0 SWING ACTIVITY IGRES 0 SWING ACTIVITY IGRES 0 NA VOLATILITY TRADING LONG_DATED_VOL ACUSD 0 NA VOLATILITY TRADING LONG_DATED_VOL ACUSD 0 NA SWAPS TRDG USD_SWAPS TOUSD 0 NA SWAPS TRDG USD_SWAPS BASIS 0 NA SWAPS TRDG USD_SWAPS BASIS 0 TAX TRD - GOVERNMENT BOND NY TRADING_TREASURIES 0 TAX TRD - GOVERNMENT BOND NY TRADING_TREASURIES 0 TAX TRD - GOVERNMENT BOND NY TRADING_TREASURIES 0 FI CLIENT FINANCING - US TREASURY BILL BOOK 0 NA VOLATILITY TRADING LONG_DATED_VOL ACUSD 0 NA VOLATILITY TRADING LONG_DATED_VOL ACUSD 0 NA VOLATILITY TRADING LONG_DATED_VOL ACUSD 0 NA VOLATILITY TRADING LONG_DATED_VOL ACUSD 0 NA VOLATILITY TRADING LONG_DATED_VOL ACUSD 0 NA VOLATILITY TRADING LONG_DATED_VOL ACUSD 0 NA VOLATILITY TRADING LONG_DATED_VOL ACUSD 0 NA VOLATILITY TRADING LONG_DATED_VOL ACUSD 0 SWING ACTIVITY IGRES 0 SWING ACTIVITY IGRES 0 NA VOLATILITY TRADING LONG_DATED_VOL 0 TAX TRD - GOVERNMENT BOND NY TRADING_MISC 0 FI CLIENT FINANCING - US TREASURY BILL BOOK 0 TAX TRD - GOVERNMENT BOND NY TRADING_TREASURIES 0 TAX TRD - GOVERNMENT BOND NY TRADING_TREASURIES 0 TAX TRD - GOVERNMENT BOND NY TRADING_TREASURIES 0 TAX TRD - GOVERNMENT BOND NY TRADING_TREASURIES 0 TAX TRD - GOVERNMENT BOND NY TRADING_TREASURIES 0 TAX TRD - GOVERNMENT BOND NY TRADING_TREASURIES 0 TAX TRD - GOVERNMENT BOND NY TRADING_TREASURIES 0 TAX TRD - GOVERNMENT BOND NY TRADING_TREASURIES 0 FI CLIENT FINANCING - US TREASURY BILL BOOK 0 NA VOLATILITY TRADING LONG_DATED_VOL ACUSD 0 TAX TRD - GOVERNMENT BOND NY TRADING_TREASURIES 0 TK US GOVERNMENT BOND TRADING UST FLOW 0 TAX TRD - GOVERNMENT BOND NY TRADING_TREASURIES 0 TAX TRD - GOVERNMENT BOND NY TRADING_TREASURIES 0 NA VOLATILITY TRADING LONG_DATED_VOL ACUSD 0 NA VOLATILITY TRADING LONG_DATED_VOL ACUSD 0 TAX TRD - GOVERNMENT BOND NY TRADING_TREASURIES 0 EU VOLATILITY TRADING TNDEM TNDEM 0 SWING ACTIVITY IGRES 0 TAX TRD - GOVERNMENT BOND NY TRADING_TREASURIES 0

TAX TRD - GOVERNMENT BOND NY TRADING_TREASURIES 0 NA VOLATILITY TRADING SHORT_DATED_VOL ACSTP 0 TAX TRD - GOVERNMENT BOND NY TRADING_TREASURIES 0 TAX TRD - GOVERNMENT BOND NY TRADING_MISC 0 TAX TRADING - US GOVTS MAIN 0 NA VOLATILITY TRADING SHORT_DATED_VOL ACSTP 0 SWING ACTIVITY IGRES 0 SWING ACTIVITY IGRES 0

TAX TRD - GOVERNMENT BOND NY TRADING_TREASURIES 0 TAX TRD - GOVERNMENT BOND NY TRADING_TREASURIES 0 NA SWAPS TRDG USD_SWAPS TOUSD 0 TAX TRD - GOVERNMENT BOND NY TRADING_TREASURIES 0 TAX TRD - GOVERNMENT BOND NY TRADING_TREASURIES 0 NA SWAPS TRDG USD_SWAPS TOUSD 0 NA SWAPS TRDG USD_SWAPS TOUSD 0 NA SWAPS TRDG USD_SWAPS TOSCP 0 NA VOLATILITY TRADING LONG_DATED_VOL ACUSD 0 NA VOLATILITY TRADING LONG_DATED_VOL ACUSD 0 TAX TRD - GOVERNMENT BOND NY TRADING_TREASURIES 0 TAX TRD - GOVERNMENT BOND NY TRADING_TREASURIES 0 TAX TRD - GOVERNMENT BOND NY TRADING_MISC 0 NA SWAPS TRDG USD_SWAPS TOSCP 0 NA VOLATILITY TRADING LONG_DATED_VOL ACUSD 0 NA VOLATILITY TRADING LONG_DATED_VOL ACUSD 0 NA VOLATILITY TRADING LONG_DATED_VOL ACUSD 0 SWING ACTIVITY IGRES 0 SECONDARY CORPORATES IGUTL 0

NA SWAPS TRDG USD_SWAPS TOSCP 0 TAX TRD - GOVERNMENT BOND NY TRADING_TREASURIES 0 TAX TRD - GOVERNMENT BOND NY TRADING_TREASURIES 0 TAX TRD - GOVERNMENT BOND NY TRADING_TREASURIES 0 TAX TRD - GOVERNMENT BOND NY TRADING_MISC 0 TAX TRD - GOVERNMENT BOND NY TRADING_TREASURIES 0 TAX TRD - GOVERNMENT BOND NY TRADING_MISC 0 SWING ACTIVITY IGRES 0 SWING ACTIVITY IGRES 0 SWING ACTIVITY IGRES 0 SECONDARY CORPORATES IGDEX 0 SECONDARY CORPORATES IGINS 0 NA VOLATILITY TRADING LONG_DATED_VOL ACUSD 0 AP IRCC IR TRADING - SYDNEY TOAU9 TOAU9 0 FI CLIENT FINANCING - US TREASURY BILL BOOK 0 NA SWAPS TRDG USD_SWAPS TOUSD 0 EU VOLATILITY TRADING TNDEM TNDEM 0 NA VOLATILITY TRADING LONG_DATED_VOL ACUSD 0 NA VOLATILITY TRADING LONG_DATED_VOL ACUSD 0 NA VOLATILITY TRADING LONG_DATED_VOL ACUSD 0 SWING ACTIVITY IGRES 0

SWING ACTIVITY IGRES 0 SWING ACTIVITY IGRES 0 SECONDARY CORPORATES IGDEX 0 SECONDARY CORPORATES IGDEX 0 NA VOLATILITY TRADING LONG_DATED_VOL ACUSD 0 NA VOLATILITY TRADING LONG_DATED_VOL ACUSD 0 TAX TRD - GOVERNMENT BOND NY TRADING_TREASURIES 0 TAX TRD - GOVERNMENT BOND NY TRADING_TREASURIES 0 TAX TRD - GOVERNMENT BOND NY TRADING_TREASURIES 0 TAX TRD - GOVERNMENT BOND NY TRADING_TREASURIES 0 TAX TRD - GOVERNMENT BOND NY TRADING_TREASURIES 0 TAX TRD - GOVERNMENT BOND NY TRADING_TREASURIES 0 NA VOLATILITY TRADING LONG_DATED_VOL ACUSD 0 NA VOLATILITY TRADING LONG_DATED_VOL ACUSD 0 NA VOLATILITY TRADING LONG_DATED_VOL ACUSD 0 NA VOLATILITY TRADING LONG_DATED_VOL ACUSD 0 NA VOLATILITY TRADING LONG_DATED_VOL ACUSD 0 NA VOLATILITY TRADING LONG_DATED_VOL ACUSD 0

NA VOLATILITY TRADING LONG_DATED_VOL ACUSD 0 TAX TRD - GOVERNMENT BOND NY TRADING_TREASURIES 0 TAX TRD - GOVERNMENT BOND NY TRADING_TREASURIES 0 TAX TRD - GOVERNMENT BOND NY TRADING_TREASURIES 0 NA SWAPS TRDG USD_SWAPS TOSCP 0 NA SWAPS TRDG USD_SWAPS TOSCP 0 TAX TRD - GOVERNMENT BOND NY TRADING_TREASURIES 0 TAX TRD - GOVERNMENT BOND NY TRADING_MISC 0 TAX TRD - GOVERNMENT BOND NY TRADING_MISC 0 TAX TRD - GOVERNMENT BOND NY TRADING_MISC 0 TAX TRD - GOVERNMENT BOND NY TRADING_MISC 0 TAX TRD - GOVERNMENT BOND NY TRADING_MISC 0 TAX TRD - GOVERNMENT BOND NY TRADING_TREASURIES 0 TAX TRD - GOVERNMENT BOND NY TRADING_TREASURIES 0 TAX TRD - GOVERNMENT BOND NY TRADING_TREASURIES 0 TAX TRD - GOVERNMENT BOND NY TRADING_TREASURIES 0 TAX TRD - GOVERNMENT BOND NY TRADING_MISC 0 TAX TRD - GOVERNMENT BOND NY TRADING_MISC 0 TAX TRD - GOVERNMENT BOND NY TRADING_MISC 0 EU VOLATILITY TRADING TODEM TODEM 0 NA VOLATILITY TRADING LONG_DATED_VOL ACUSD 0 NA VOLATILITY TRADING LONG_DATED_VOL ACUSD 0 NA VOLATILITY TRADING LONG_DATED_VOL ACUSD 0 NA VOLATILITY TRADING LONG_DATED_VOL ACUSD 0 AP IRCC IR TRADING - SYDNEY TOAU9 TOAU9 0 TAX TRD - GOVERNMENT BOND NY TRADING_TREASURIES 0 TAX TRD - GOVERNMENT BOND NY TRADING_TREASURIES 0 TAX TRD - GOVERNMENT BOND NY TRADING_TREASURIES 0 TAX TRD - GOVERNMENT BOND NY TRADING_TREASURIES 0 TAX TRD - GOVERNMENT BOND NY TRADING_TREASURIES 0 SECONDARY CORPORATES IGTMT 0 SECONDARY CORPORATES IGLTD 0

SECONDARY CORPORATES IGFIN 0 NA VOLATILITY TRADING LONG_DATED_VOL ACUSD 0 TAX TRD - GOVERNMENT BOND NY TRADING_TREASURIES 0 TAX TRD - GOVERNMENT BOND NY TRADING_TREASURIES 0 TAX TRD - GOVERNMENT BOND NY TRADING_TREASURIES 0 TAX TRD - GOVERNMENT BOND NY TRADING_TREASURIES 0 TAX TRD - GOVERNMENT BOND NY TRADING_TREASURIES 0 NA VOLATILITY TRADING LONG_DATED_VOL ACUSD 0 SECONDARY CORPORATES IGCON 0

NA INFLATION TRADING VOLATILITY_OTHER 0 TAX TRD - GOVERNMENT BOND NY TRADING_TREASURIES 0 NA INFLATION TRADING VOLATILITY_OTHER 0 SWING ACTIVITY IGRES 0 SECONDARY CORPORATES IGDEX 0 SECONDARY CORPORATES IGUTL 0 TAX TRD - GOVERNMENT BOND NY TRADING_TREASURIES 0 TAX TRD - GOVERNMENT BOND NY TRADING_TREASURIES 0 TAX TRD - GOVERNMENT BOND NY TRADING_TREASURIES 0 NA SWAPS TRDG USD_SWAPS TOUSD 0 NA SWAPS TRDG USD_SWAPS TOUSD 0 TAX TRD - GOVERNMENT BOND NY TRADING_TREASURIES 0 TAX TRD - GOVERNMENT BOND NY TRADING_TREASURIES 0 NA SWAPS TRDG USD_SWAPS TOUSD 0 TAX TRD - GOVERNMENT BOND NY TRADING_TREASURIES 0 TAX TRD - GOVERNMENT BOND NY TRADING_TREASURIES 0 NA SWAPS TRDG USD_SWAPS TOUSD 0 NA SWAPS TRDG USD_SWAPS TOUSD 0 TAX TRD - GOVERNMENT BOND NY TRADING_TREASURIES 0 TAX TRD - GOVERNMENT BOND NY TRADING_TREASURIES 0 TAX TRD - GOVERNMENT BOND NY TRADING_TREASURIES 0 NA VOLATILITY TRADING LONG_DATED_VOL ACUSD 0 NA VOLATILITY TRADING LONG_DATED_VOL ACUSD 0 NA VOLATILITY TRADING LONG_DATED_VOL ACUSD 0 NA VOLATILITY TRADING LONG_DATED_VOL ACUSD 0 NA VOLATILITY TRADING LONG_DATED_VOL ACUSD 0 AP IRCC IR TRADING - SYDNEY TOAU9 TOAU9 0 TAX TRD - GOVERNMENT BOND NY TRADING_TREASURIES 0 TAX TRD - GOVERNMENT BOND NY TRADING_TREASURIES 0 TAX TRD - GOVERNMENT BOND NY TRADING_TREASURIES 0 TAX TRD - GOVERNMENT BOND NY TRADING_TREASURIES 0 TAX TRD - GOVERNMENT BOND NY TRADING_TREASURIES 0 TAX TRD - GOVERNMENT BOND NY TRADING_TREASURIES 0 AP IRCC IR TRADING - SYDNEY TOAU9 TOAU9 0 NA VOLATILITY TRADING LONG_DATED_VOL ACUSD 0 NA VOLATILITY TRADING LONG_DATED_VOL ACUSD 0 NA VOLATILITY TRADING LONG_DATED_VOL ACUSD 0 NA VOLATILITY TRADING LONG_DATED_VOL ACUSD 0 NA VOLATILITY TRADING LONG_DATED_VOL ACUSD 0 NA VOLATILITY TRADING LONG_DATED_VOL ACUSD 0 NA VOLATILITY TRADING SHORT_DATED_VOL ACSTP 0

NA INFLATION TRADING VOLATILITY_OTHER 0 NA INFLATION TRADING VOLATILITY_OTHER 0 TAX TRD - GOVERNMENT BOND NY TRADING_TREASURIES 0 NA INFLATION TRADING VOLATILITY_OTHER 0 NA INFLATION TRADING VOLATILITY_OTHER TOTIP 0 TAX TRD - GOVERNMENT BOND NY TRADING_TREASURIES 0 TAX TRD - GOVERNMENT BOND NY TRADING_TREASURIES 0 TAX TRD - GOVERNMENT BOND NY TRADING_TREASURIES 0 TAX TRD - GOVERNMENT BOND NY TRADING_TREASURIES 0 NA SWAPS TRDG USD_SWAPS TOUSD 0 NA SWAPS TRDG USD_SWAPS TOUSD 0 NA INFLATION TRADING VOLATILITY_OTHER 0 NA INFLATION TRADING VOLATILITY_OTHER TOTIP 0 TAX TRD - GOVERNMENT BOND NY TRADING_TREASURIES 0 TAX TRD - GOVERNMENT BOND NY TRADING_TREASURIES 0 TAX TRD - GOVERNMENT BOND NY TRADING_TREASURIES 0 TAX TRD - GOVERNMENT BOND NY TRADING_TREASURIES 0 TAX TRD - GOVERNMENT BOND NY TRADING_TREASURIES 0 TAX TRD - GOVERNMENT BOND NY TRADING_TREASURIES 0 TAX TRD - GOVERNMENT BOND NY TRADING_TREASURIES 0 TAX TRD - GOVERNMENT BOND NY TRADING_TREASURIES 0 TAX TRD - GOVERNMENT BOND NY TRADING_TREASURIES 0 TAX TRD - GOVERNMENT BOND NY TRADING_TREASURIES 0 NA SWAPS TRDG USD_SWAPS TOUSD 0 NA SWAPS TRDG USD_SWAPS TOUSD 0 NA SWAPS TRDG USD_SWAPS TOUSD 0 NA SWAPS TRDG USD_SWAPS TOUSD 0 DSP STRUCTURES HEDGE ALL INDEX 0 DSP STRUCTURES HEDGE ALL INDEX 0 NA INDEX TRADING NA TRADING 0 NA INDEX TRADING NA TRADING 0 NA INDEX TRADING NA TRADING 0 NA INDEX TRADING NA TRADING 0 TAX TRD - GOVERNMENT BOND NY TRADING_TREASURIES 0 TAX TRD - GOVERNMENT BOND NY TRADING_TREASURIES 0 TAX TRD - GOVERNMENT BOND NY TRADING_TREASURIES 0 TAX TRD - GOVERNMENT BOND NY TRADING_TREASURIES 0 DSP STRUCTURES HEDGE ALL INDEX 0 NA INDEX TRADING NA TRADING 0 NA VOLATILITY TRADING LONG_DATED_VOL ACUSD 0 TAX TRD - GOVERNMENT BOND NY TRADING_TREASURIES 0 TAX TRD - GOVERNMENT BOND NY TRADING_TREASURIES 0 NA VOLATILITY TRADING SHORT_DATED_VOL ACSTP 0 NA VOLATILITY TRADING LONG_DATED_VOL ACUSD 0 NA VOLATILITY TRADING SHORT_DATED_VOL ACSTP 0 NA SWAPS TRDG USD_SWAPS TOUSD 0 TAX TRADING - US GOVTS MAIN 0 EU SWAPS TRDG TOXEU TOXEU 0 EU SWAPS TRDG TOXEU TOXEU 0

EU SWAPS TRDG TOXEU TOXEU 0 EU SWAPS TRDG TOXEU TOXEU 0 EU SWAPS TRDG TOXEU TOXEU 0 NA SWAPS TRDG USD_SWAPS TOUSD 0 NA SWAPS TRDG USD_SWAPS TOUSD 0 TAX TRD - GOVERNMENT BOND NY TRADING_TREASURIES 0 NA SWAPS TRDG USD_SWAPS 0 NA SWAPS TRDG USD_SWAPS 0 NA SWAPS TRDG USD_SWAPS 0 NA SWAPS TRDG USD_SWAPS 0 NA VOLATILITY TRADING LONG_DATED_VOL ACUSD 0 NA VOLATILITY TRADING SHORT_DATED_VOL ACSTP 0 TAX TRD - GOVERNMENT BOND NY TRADING_TREASURIES 0 EU SWAPS TRDG TOXEU TOXEU 0 EU SWAPS TRDG TOXEU TOXEU 0 EU SWAPS TRDG TOXEU TOXEU 0 EU SWAPS TRDG TOXEU TOXEU 0 EU SWAPS TRDG TOXEU TOXEU 0 EU SWAPS TRDG TOXEU TOXEU 0 EU SWAPS TRDG TOXEU TOXEU 0 NA SWAPS TRDG USD_SWAPS TOUSD 0 NA SWAPS TRDG USD_SWAPS 0

NA SWAPS TRDG USD_SWAPS BASIS 0 NA SWAPS TRDG USD_SWAPS BASIS 0 TAX TRD - GOVERNMENT BOND NY TRADING_TREASURIES 0 TAX TRD - GOVT AGENCY TRADING NY TRADING_AGENCIES 0 NA SWAPS TRDG USD_SWAPS BASIS 0 NA VOLATILITY TRADING LONG_DATED_VOL ACUSD 0 NA VOLATILITY TRADING SHORT_DATED_VOL ACSTP 0

TAX TRD - GOVERNMENT BOND NY TRADING_TREASURIES 0 NA SWAPS TRDG USD_SWAPS TOUSD 0 TAX TRD - GOVERNMENT BOND NY TRADING_TREASURIES 0 TAX TRD - GOVERNMENT BOND NY TRADING_TREASURIES 0 NA SWAPS TRDG USD_SWAPS TOUSD 0

TK VOLATILITY TRADING TSJPY TSJPY 0 NA SWAPS TRDG USD_SWAPS TOUSD 0 NA VOLATILITY TRADING SHORT_DATED_VOL ACSTP 0 TAX TRD - GOVERNMENT BOND NY TRADING_TREASURIES 0 TAX TRD - GOVERNMENT BOND NY TRADING_TREASURIES 0

NA VOLATILITY TRADING LONG_DATED_VOL ACUSD 0 NA SWAPS TRDG USD_SWAPS TOUSD 0 NA VOLATILITY TRADING LONG_DATED_VOL ACUSD 0

NA VOLATILITY TRADING LONG_DATED_VOL ACUSD 0 NA SWAPS TRDG USD_SWAPS TOUSD 0 NA SWAPS TRDG USD_SWAPS TOUSD 0

NA VOLATILITY TRADING LONG_DATED_VOL ACUSD 0 NA VOLATILITY TRADING LONG_DATED_VOL ACUSD 0 NA SWAPS TRDG USD_SWAPS TOUSD 0 TAX TRD - GOVERNMENT BOND NY TRADING_TREASURIES 0 NA SWAPS TRDG USD_SWAPS TOUSD 0 NA SWAPS TRDG USD_SWAPS TOUSD 0 NA SWAPS TRDG USD_SWAPS TOUSD 0 NA SWAPS TRDG USD_SWAPS TOUSD 0 NA SWAPS TRDG USD_SWAPS TOUSD 0 NA SWAPS TRDG USD_SWAPS 0 NA SWAPS TRDG USD_SWAPS TOUSD 0

NA SWAPS TRDG USD_SWAPS TOUSD 0 TAX TRD - GOVERNMENT BOND NY TRADING_TREASURIES 0 TAX TRD - GOVERNMENT BOND NY TRADING_TREASURIES 0 STERLING RATES TOSTG TOSTG 0 NA SWAPS TRDG USD_SWAPS TOUSD 0 NA SWAPS TRDG USD_SWAPS 0 NA SWAPS TRDG USD_SWAPS 0 NA SWAPS TRDG USD_SWAPS 0

TK VOLATILITY TRADING TSJPY TSJPY 0 TK VOLATILITY TRADING TSJPY TSJPY 0 NA VOLATILITY TRADING SHORT_DATED_VOL ACSTP 0 TAX TRD - GOVERNMENT BOND NY TRADING_TREASURIES 0 TAX TRD - GOVERNMENT BOND NY TRADING_TREASURIES 0 TAX TRD - GOVERNMENT BOND NY TRADING_TREASURIES 0 TAX TRD - GOVERNMENT BOND NY TRADING_TREASURIES 0 NA VOLATILITY TRADING LONG_DATED_VOL ACUSD 0 TK VOLATILITY TRADING TSJPY TSJPY 0 TK VOLATILITY TRADING TSJPY TSJPY 0 TAX TRD - GOVERNMENT BOND NY TRADING_TREASURIES 0 NA VOLATILITY TRADING LONG_DATED_VOL ACUSD 0 TAX TRD - GOVERNMENT BOND NY TRADING_TREASURIES 0 TAX TRD - GOVERNMENT BOND NY TRADING_TREASURIES 0 TAX TRD - GOVERNMENT BOND NY TRADING_TREASURIES 0 TAX TRD - GOVERNMENT BOND NY TRADING_TREASURIES 0

NA VOLATILITY TRADING LONG_DATED_VOL ACUSD 0 TAX TRD - GOVERNMENT BOND NY TRADING_TREASURIES 0 TAX TRD - GOVERNMENT BOND NY TRADING_TREASURIES 0 TAX TRD - GOVERNMENT BOND NY TRADING_TREASURIES 0 TAX TRD - GOVERNMENT BOND NY TRADING_TREASURIES 0 NA VOLATILITY TRADING SHORT_DATED_VOL ACSTP 0 TAX TRD - GOVERNMENT BOND NY TRADING_TREASURIES 0 TAX TRD - GOVERNMENT BOND NY TRADING_TREASURIES 0 TAX TRD - GOVERNMENT BOND NY TRADING_TREASURIES 0

TAX TRD - GOVERNMENT BOND NY TRADING_TREASURIES 0 NA SWAPS TRDG USD_SWAPS TOUSD 0 TAX TRD - GOVERNMENT BOND NY TRADING_TREASURIES 0 TAX TRD - GOVERNMENT BOND NY TRADING_TREASURIES 0 TAX TRD - GOVERNMENT BOND NY TRADING_TREASURIES 0 NA SWAPS TRDG USD_SWAPS 0 NA SWAPS TRDG USD_SWAPS TOUSD 0 TAX TRD - GOVERNMENT BOND NY TRADING_TREASURIES 0 TAX TRD - GOVERNMENT BOND NY TRADING_TREASURIES 0 TAX TRD - GOVERNMENT BOND NY TRADING_TREASURIES 0 TAX TRD - GOVERNMENT BOND NY TRADING_TREASURIES 0 TAX TRD - GOVERNMENT BOND NY TRADING_TREASURIES 0 TAX TRD - GOVERNMENT BOND NY TRADING_TREASURIES 0 TAX TRD - GOVERNMENT BOND NY TRADING_TREASURIES 0 TAX TRD - GOVERNMENT BOND NY TRADING_TREASURIES 0 TAX TRD - GOVERNMENT BOND NY TRADING_TREASURIES 0 TAX TRD - GOVERNMENT BOND NY TRADING_TREASURIES 0 FI CLIENT FINANCING - US TREASURY BILL BOOK 0 NA SWAPS TRDG USD_SWAPS TOUSD 0 NA VOLATILITY TRADING SHORT_DATED_VOL ACSTP 0 NA VOLATILITY TRADING SHORT_DATED_VOL ACSTP 0 TAX TRD - GOVERNMENT BOND NY TRADING_TREASURIES 0 TAX TRD - GOVERNMENT BOND NY TRADING_TREASURIES 0 TAX TRD - GOVERNMENT BOND NY TRADING_TREASURIES 0

NA VOLATILITY TRADING LONG_DATED_VOL ACUSD 0 TAX TRD - GOVERNMENT BOND NY TRADING_TREASURIES 0 TAX TRD - GOVERNMENT BOND NY TRADING_TREASURIES 0 TAX TRD - GOVERNMENT BOND NY TRADING_TREASURIES 0 TAX TRD - GOVERNMENT BOND NY TRADING_TREASURIES 0 TAX TRADING - US GOVTS OVERNIGHT CURVE 0

TAX TRD - GOVERNMENT BOND NY TRADING_TREASURIES 0 TAX TRD - GOVERNMENT BOND NY TRADING_TREASURIES 0 TAX TRD - GOVERNMENT BOND NY TRADING_TREASURIES 0

NA VOLATILITY TRADING LONG_DATED_VOL ACUSD 0 NA VOLATILITY TRADING LONG_DATED_VOL ACUSD 0 STERLING RATES TOSTG TOSTG 0 FI CLIENT FINANCING - US TREASURY BILL BOOK 0 NA VOLATILITY TRADING LONG_DATED_VOL ACUSD 0

NA VOLATILITY TRADING LONG_DATED_VOL ACUSD 0 TAX TRD - GOVERNMENT BOND NY TRADING_TREASURIES 0 TAX TRD - GOVERNMENT BOND NY TRADING_TREASURIES 0 NA VOLATILITY TRADING LONG_DATED_VOL ACUSD 0 TAX TRD - GOVERNMENT BOND NY TRADING_TREASURIES 0 TAX TRD - GOVERNMENT BOND NY TRADING_TREASURIES 0

TK VOLATILITY TRADING TSJPY TSJPY 0

NA VOLATILITY TRADING LONG_DATED_VOL ACUSD 0 NA VOLATILITY TRADING LONG_DATED_VOL ACUSD 0 NA SWAPS TRDG USD_SWAPS BASIS 0

TAX TRD - GOVERNMENT BOND NY TRADING_TREASURIES 0 TAX TRD - GOVERNMENT BOND NY TRADING_TREASURIES 0 TAX TRD - GOVERNMENT BOND NY TRADING_TREASURIES 0 TAX TRD - GOVERNMENT BOND NY TRADING_TREASURIES 0 TAX TRD - GOVERNMENT BOND NY TRADING_TREASURIES 0 TAX TRD - GOVERNMENT BOND NY TRADING_TREASURIES 0 TAX TRD - GOVERNMENT BOND NY TRADING_TREASURIES 0 TAX TRD - GOVERNMENT BOND NY TRADING_TREASURIES 0 TAX TRD - GOVERNMENT BOND NY TRADING_TREASURIES 0 NA VOLATILITY TRADING LONG_DATED_VOL ACUSD 0 NA VOLATILITY TRADING LONG_DATED_VOL ACUSD 0 NA VOLATILITY TRADING LONG_DATED_VOL ACUSD 0 TAX TRD - GOVERNMENT BOND NY TRADING_TREASURIES 0 TAX TRD - GOVERNMENT BOND NY TRADING_TREASURIES 0 TAX TRD - GOVERNMENT BOND NY TRADING_TREASURIES 0 TAX TRD - GOVERNMENT BOND NY TRADING_TREASURIES 0 TAX TRD - GOVERNMENT BOND NY TRADING_TREASURIES 0 TAX TRD - GOVERNMENT BOND NY TRADING_TREASURIES 0 TAX TRD - GOVERNMENT BOND NY TRADING_TREASURIES 0 TAX TRD - GOVERNMENT BOND NY TRADING_TREASURIES 0 NA VOLATILITY TRADING LONG_DATED_VOL ACUSD 0 NA VOLATILITY TRADING LONG_DATED_VOL ACUSD 0 NA VOLATILITY TRADING LONG_DATED_VOL ACUSD 0 NA VOLATILITY TRADING LONG_DATED_VOL ACUSD 0 NA VOLATILITY TRADING LONG_DATED_VOL ACUSD 0 NA VOLATILITY TRADING SHORT_DATED_VOL ACSTP 0 TAX TRD - GOVERNMENT BOND NY TRADING_TREASURIES 0 TAX TRD - GOVERNMENT BOND NY TRADING_TREASURIES 0 TAX TRD - GOVERNMENT BOND NY TRADING_TREASURIES 0 TAX TRD - GOVERNMENT BOND NY TRADING_TREASURIES 0 TAX TRD - GOVERNMENT BOND NY TRADING_TREASURIES 0 TAX TRD - GOVERNMENT BOND NY TRADING_TREASURIES 0 TAX TRD - GOVERNMENT BOND NY TRADING_TREASURIES 0 TAX TRD - GOVERNMENT BOND NY TRADING_TREASURIES 0 FI CLIENT FINANCING - US TREASURY BILL BOOK 0 NA VOLATILITY TRADING ACTBA ACTBA 0 TAX TRD - GOVERNMENT BOND NY TRADING_TREASURIES 0 TAX TRD - GOVERNMENT BOND NY TRADING_TREASURIES 0 TAX TRD - GOVERNMENT BOND NY TRADING_TREASURIES 0 TAX TRD - GOVERNMENT BOND NY TRADING_TREASURIES 0 TAX TRD - GOVERNMENT BOND NY TRADING_TREASURIES 0 EU SWAPS TRDG TOXEU TOXEU 0 NA VOLATILITY TRADING LONG_DATED_VOL ACUSD 0 NA VOLATILITY TRADING SHORT_DATED_VOL ACSTP 0 TAX TRD - GOVERNMENT BOND NY TRADING_TREASURIES 0 TAX TRD - GOVERNMENT BOND NY TRADING_TREASURIES 0

TAX TRD - GOVERNMENT BOND NY TRADING_TREASURIES 0 TAX TRD - GOVERNMENT BOND NY TRADING_TREASURIES 0 TAX TRD - GOVERNMENT BOND NY TRADING_TREASURIES 0 TAX TRD - GOVERNMENT BOND NY TRADING_TREASURIES 0 NA VOLATILITY TRADING SHORT_DATED_VOL ACSTP 0 TAX TRD - GOVERNMENT BOND NY TRADING_TREASURIES 0 TAX TRD - GOVERNMENT BOND NY TRADING_TREASURIES 0 TAX TRD - GOVERNMENT BOND NY TRADING_TREASURIES 0 TAX TRD - GOVERNMENT BOND NY TRADING_TREASURIES 0 TAX TRD - GOVERNMENT BOND NY TRADING_TREASURIES 0 TAX TRD - GOVERNMENT BOND NY TRADING_TREASURIES 0 NA SWAPS TRDG USD_SWAPS TOUSD 0 NA VOLATILITY TRADING LONG_DATED_VOL ACUSD 0 SWING ACTIVITY IGRES 0 EU VOLATILITY TRADING TODEM TODEM 0 EU VOLATILITY TRADING TODEM TODEM 0

NA SWAPS TRDG USD_SWAPS TOUSD 0 NA SWAPS TRDG USD_SWAPS TOUSD 0 NA SWAPS TRDG USD_SWAPS TOUSD 0 NA SWAPS TRDG USD_SWAPS TOUSD 0 TAX TRD - GOVERNMENT BOND NY TRADING_TREASURIES 0 TAX TRD - GOVERNMENT BOND NY TRADING_TREASURIES 0 TAX TRD - GOVERNMENT BOND NY TRADING_TREASURIES 0 NA VOLATILITY TRADING SHORT_DATED_VOL ACSTP 0

NA SWAPS TRDG USD_SWAPS TOUSD 0 NA SWAPS TRDG USD_SWAPS TOUSD 0 TAX TRD - GOVERNMENT BOND NY TRADING_TREASURIES 0 SWING ACTIVITY IGRES 0 NA SWAPS TRDG USD_SWAPS 0 NA SWAPS TRDG USD_SWAPS 0 NA VOLATILITY TRADING LONG_DATED_VOL ACUSD 0 SWING ACTIVITY IGRES 0 NA VOLATILITY TRADING SHORT_DATED_VOL ACSTP 0

NA SWAPS TRDG USD_SWAPS TOUSD 0 NA SWAPS TRDG USD_SWAPS TOUSD 0 TAX TRD - GOVERNMENT BOND NY TRADING_TREASURIES 0 TAX TRD - GOVERNMENT BOND NY TRADING_TREASURIES 0 TAX TRD - GOVERNMENT BOND NY TRADING_TREASURIES 0 STERLING RATES TOSTG TOSTG 0 STERLING RATES TOSTG TOSTG 0 STERLING RATES TOSTG TOSTG 0 STERLING RATES TOSTG TOSTG 0 STERLING RATES TOSTG TOSTG 0 STERLING RATES TOSTG TOSTG 0 STERLING RATES TOSTG TOSTG 0 STERLING RATES TOSTG TOSTG 0 STERLING RATES TOSTG TOSTG 0

STERLING RATES TOSTG TOSTG 0 STERLING RATES TOSTG TOSTG 0 STERLING RATES TOSTG TOSTG 0 STERLING RATES TOSTG TOSTG 0 STERLING RATES TOSTG TOSTG 0 STERLING RATES TOSTG TOSTG 0 STERLING RATES TOSTG TOSTG 0 STERLING RATES TOSTG TOSTG 0 STERLING RATES TOSTG TOSTG 0 STERLING RATES TOSTG TOSTG 0 STERLING RATES TOSTG TOSTG 0 STERLING RATES TOSTG TOSTG 0 STERLING RATES TOSTG TOSTG 0 STERLING RATES TOSTG TOSTG 0 STERLING RATES TOSTG TOSTG 0 STERLING RATES TOSTG TOSTG 0 STERLING RATES TOSTG TOSTG 0 STERLING RATES TOSTG TOSTG 0 STERLING RATES TOSTG TOSTG 0 STERLING RATES TOSTG TOSTG 0 STERLING RATES TOSTG TOSTG 0 STERLING RATES TOSTG TOSTG 0 STERLING RATES TOSTG TOSTG 0 STERLING RATES TOSTG TOSTG 0 STERLING RATES TOSTG TOSTG 0 STERLING RATES TOSTG TOSTG 0 STERLING RATES TOSTG TOSTG 0 STERLING RATES TOSTG TOSTG 0 STERLING RATES TOSTG TOSTG 0 STERLING RATES TOSTG TOSTG 0 STERLING RATES TOSTG TOSTG 0 STERLING RATES TOSTG TOSTG 0 STERLING RATES TOSTG TOSTG 0 STERLING RATES TOSTG TOSTG 0 STERLING RATES TOSTG TOSTG 0 STERLING RATES TOSTG TOSTG 0 STERLING RATES TOSTG TOSTG 0 STERLING RATES TOSTG TOSTG 0 STERLING RATES TOSTG TOSTG 0 STERLING RATES TOSTG TOSTG 0 STERLING RATES TOSTG TOSTG 0 STERLING RATES TOSTG TOSTG 0 STERLING RATES TOSTG TOSTG 0 NA SWAPS TRDG USD_SWAPS 0 NA SWAPS TRDG USD_SWAPS 0 NA VOLATILITY TRADING LONG_DATED_VOL ACUSD 0 NA VOLATILITY TRADING SHORT_DATED_VOL ACSTP 0 EU SWAPS TRDG TOVSN TOVSN 0 EU SWAPS TRDG TOVSN TOVSN 0 EU SWAPS TRDG TOVSN TOVSN 0 EU SWAPS TRDG TOVSN TOVSN 0

EU SWAPS TRDG TOVSN TOVSN 0 EU SWAPS TRDG TOVSN TOVSN 0 EU SWAPS TRDG TOVSN TOVSN 0 EU SWAPS TRDG TOVSN TOVSN 0 NA VOLATILITY TRADING SHORT_DATED_VOL ACSTP 0 TAX TRD - GOVERNMENT BOND NY TRADING_TREASURIES 0 TAX TRD - GOVERNMENT BOND NY TRADING_TREASURIES 0 TAX TRD - GOVERNMENT BOND NY TRADING_TREASURIES 0 STERLING RATES TOSTG TOSTG 0 STERLING RATES TOSTG TOSTG 0 NA INFLATION TRADING VOLATILITY_OTHER 0 NA INFLATION TRADING VOLATILITY_OTHER 0 NA INFLATION TRADING VOLATILITY_OTHER 0 NA VOLATILITY TRADING LONG_DATED_VOL ACUSD 0 NA INFLATION TRADING VOLATILITY_OTHER TOTIP 0

TK VOLATILITY TRADING TSJPY TSJPY 0 TAX TRD - GOVERNMENT BOND NY TRADING_TREASURIES 0 TAX TRD - GOVERNMENT BOND NY TRADING_TREASURIES 0 TAX TRD - GOVERNMENT BOND NY TRADING_TREASURIES 0 TAX TRD - GOVERNMENT BOND NY TRADING_TREASURIES 0 NA SWAPS TRDG USD_SWAPS TOUSD 0 TAX TRD - GOVERNMENT BOND NY TRADING_TREASURIES 0 TAX TRD - GOVERNMENT BOND NY TRADING_TREASURIES 0 TAX TRD - GOVERNMENT BOND NY TRADING_TREASURIES 0 NA SWAPS TRDG USD_SWAPS TOUSD 0 EU SWAPS TRDG TOVSN TOVSN 0 TAX TRD - GOVERNMENT BOND NY TRADING_TREASURIES 0 TAX TRD - GOVERNMENT BOND NY TRADING_TREASURIES 0 TAX TRD - GOVERNMENT BOND NY TRADING_TREASURIES 0 TAX TRD - GOVERNMENT BOND NY TRADING_TREASURIES 0 TAX TRD - GOVERNMENT BOND NY TRADING_TREASURIES 0 TAX TRD - GOVERNMENT BOND NY TRADING_TREASURIES 0 TAX TRD - GOVERNMENT BOND NY TRADING_TREASURIES 0 TAX TRD - GOVERNMENT BOND NY TRADING_TREASURIES 0 TAX TRD - GOVERNMENT BOND NY TRADING_TREASURIES 0 TAX TRD - GOVERNMENT BOND NY TRADING_TREASURIES 0 EU SWAPS TRDG TOLDN TOLDN 0 EU SWAPS TRDG TOLDN TOLDN 0 TAX TRD - GOVERNMENT BOND NY TRADING_TREASURIES 0 NA SWAPS TRDG USD_SWAPS TOUSD 0 TAX TRD - GOVERNMENT BOND NY TRADING_TREASURIES 0 TAX TRD - GOVERNMENT BOND NY TRADING_TREASURIES 0 TAX TRD - GOVERNMENT BOND NY TRADING_TREASURIES 0 TAX TRD - GOVERNMENT BOND NY TRADING_TREASURIES 0 TAX TRD - GOVERNMENT BOND NY TRADING_TREASURIES 0 FI CLIENT FINANCING - US TREASURY BILL BOOK 0 NA VOLATILITY TRADING LONG_DATED_VOL ACUSD 0 NA SWAPS TRDG USD_SWAPS TOUSD 0 NA VOLATILITY TRADING LONG_DATED_VOL ACUSD 0

TK VOLATILITY TRADING TSJPY TSJPY 0 NA VOLATILITY TRADING LONG_DATED_VOL ACUSD 0 TAX TRD - GOVERNMENT BOND NY TRADING_TREASURIES 0 TAX TRD - GOVERNMENT BOND NY TRADING_TREASURIES 0 NA SWAPS TRDG USD_SWAPS TOUSD 0 TAX TRD - GOVERNMENT BOND NY TRADING_TREASURIES 0 TAX TRD - GOVERNMENT BOND NY TRADING_TREASURIES 0 TAX TRD - GOVERNMENT BOND NY TRADING_TREASURIES 0 TAX TRD - GOVERNMENT BOND NY TRADING_TREASURIES 0 TAX TRD - GOVERNMENT BOND NY TRADING_TREASURIES 0 TAX TRD - GOVERNMENT BOND NY TRADING_TREASURIES 0 TAX TRD - GOVERNMENT BOND NY TRADING_TREASURIES 0 TAX TRD - GOVERNMENT BOND NY TRADING_TREASURIES 0 TAX TRD - GOVERNMENT BOND NY TRADING_TREASURIES 0 TAX TRD - GOVERNMENT BOND NY TRADING_TREASURIES 0 TAX TRD - GOVERNMENT BOND NY TRADING_TREASURIES 0 TAX TRD - GOVERNMENT BOND NY TRADING_TREASURIES 0 TAX TRD - GOVERNMENT BOND NY TRADING_TREASURIES 0 TAX TRD - GOVERNMENT BOND NY TRADING_TREASURIES 0 TAX TRD - GOVERNMENT BOND NY TRADING_TREASURIES 0 STERLING RATES TOSTG TOSTG 0 NA SWAPS TRDG USD_SWAPS TOUSD 0 NA VOLATILITY TRADING LONG_DATED_VOL ACUSD 0 NA VOLATILITY TRADING LONG_DATED_VOL ACUSD 0 NA VOLATILITY TRADING LONG_DATED_VOL ACUSD 0 NA VOLATILITY TRADING LONG_DATED_VOL ACUSD 0 NA VOLATILITY TRADING LONG_DATED_VOL ACUSD 0 NA VOLATILITY TRADING SHORT_DATED_VOL ACSTP 0 NA SWAPS TRDG USD_SWAPS TOSCP 0 NA SWAPS TRDG USD_SWAPS BASIS 0 TAX TRD - GOVERNMENT BOND NY TRADING_TREASURIES 0 TAX TRD - GOVERNMENT BOND NY TRADING_TREASURIES 0 TAX TRD - GOVERNMENT BOND NY TRADING_TREASURIES 0 TAX TRD - GOVERNMENT BOND NY TRADING_TREASURIES 0 TAX TRD - GOVERNMENT BOND NY TRADING_TREASURIES 0 TAX TRD - GOVERNMENT BOND NY TRADING_TREASURIES 0 TAX TRD - GOVERNMENT BOND NY TRADING_TREASURIES 0 TAX TRD - GOVERNMENT BOND NY TRADING_TREASURIES 0 TAX TRD - GOVERNMENT BOND NY TRADING_TREASURIES 0 NA INFLATION TRADING VOLATILITY_OTHER 0 NA INFLATION TRADING VOLATILITY_OTHER 0 NA INFLATION TRADING VOLATILITY_OTHER 0 NA VOLATILITY TRADING LONG_DATED_VOL ACUSD 0 NA INFLATION TRADING VOLATILITY_OTHER TOTIP 0

TK VOLATILITY TRADING TSJPY TSJPY 0 NA SWAPS TRDG USD_SWAPS TOUSD 0 NA SWAPS TRDG USD_SWAPS TOUSD 0 NA SWAPS TRDG USD_SWAPS TOUSD 0 TAX TRD - GOVERNMENT BOND NY TRADING_TREASURIES 0 TAX TRD - GOVERNMENT BOND NY TRADING_TREASURIES 0 TAX TRD - GOVERNMENT BOND NY TRADING_TREASURIES 0 TAX TRD - GOVERNMENT BOND NY TRADING_TREASURIES 0 STERLING RATES TOSTG TOSTG 0 NA SWAPS TRDG USD_SWAPS 0 NA SWAPS TRDG USD_SWAPS 0 NA SWAPS TRDG USD_SWAPS 0 NA VOLATILITY TRADING LONG_DATED_VOL ACUSD 0 NA VOLATILITY TRADING LONG_DATED_VOL ACUSD 0 NA VOLATILITY TRADING LONG_DATED_VOL ACUSD 0 NA VOLATILITY TRADING LONG_DATED_VOL ACUSD 0 NA VOLATILITY TRADING LONG_DATED_VOL ACUSD 0 NA VOLATILITY TRADING LONG_DATED_VOL ACUSD 0 NA VOLATILITY TRADING LONG_DATED_VOL ACUSD 0 EU SWAPS TRDG TOXEU TOXEU 0 EU SWAPS TRDG TOXEU TOXEU 0 NA VOLATILITY TRADING LONG_DATED_VOL ACUSD 0

TK VOLATILITY TRADING TSJPY TSJPY 0 TAX TRD - GOVERNMENT BOND NY TRADING_TREASURIES 0 TAX TRD - GOVERNMENT BOND NY TRADING_TREASURIES 0 TAX TRD - GOVERNMENT BOND NY TRADING_TREASURIES 0 FI CLIENT FINANCING - US TREASURY BILL BOOK 0 NA VOLATILITY TRADING LONG_DATED_VOL ACUSD 0 NA VOLATILITY TRADING SHORT_DATED_VOL ACSTP 0

NA SWAPS TRDG USD_SWAPS TOUSD 0 NA SWAPS TRDG USD_SWAPS TOUSD 0 NA SWAPS TRDG USD_SWAPS TOUSD 0 TAX TRD - GOVERNMENT BOND NY TRADING_TREASURIES 0 TAX TRD - GOVERNMENT BOND NY TRADING_TREASURIES 0 TAX TRD - GOVERNMENT BOND NY TRADING_TREASURIES 0 TAX TRD - GOVERNMENT BOND NY TRADING_TREASURIES 0 TAX TRD - GOVERNMENT BOND NY TRADING_TREASURIES 0 TAX TRD - GOVERNMENT BOND NY TRADING_TREASURIES 0 TAX TRD - GOVERNMENT BOND NY TRADING_TREASURIES 0 TAX TRD - GOVERNMENT BOND NY TRADING_TREASURIES 0 TAX TRD - GOVERNMENT BOND NY TRADING_TREASURIES 0 FI CLIENT FINANCING - US TREASURY BILL BOOK 0 FI CLIENT FINANCING - US TREASURY BILL BOOK 0 FI CLIENT FINANCING - US TREASURY BILL BOOK 0 NA INFLATION TRADING VOLATILITY_OTHER 0 NA VOLATILITY TRADING LONG_DATED_VOL ACUSD 0 EU SWAPS TRDG STEUR STEUR 0

NA VOLATILITY TRADING SHORT_DATED_VOL ACSTP 0 NA INFLATION TRADING VOLATILITY_OTHER TOTIP 0 NA SWAPS TRDG USD_SWAPS 0 TAX TRD - GOVERNMENT BOND NY TRADING_TREASURIES 0 TAX TRD - GOVERNMENT BOND NY TRADING_TREASURIES 0 TAX TRD - GOVERNMENT BOND NY TRADING_TREASURIES 0 TAX TRD - GOVERNMENT BOND NY TRADING_TREASURIES 0 TAX TRD - GOVERNMENT BOND NY TRADING_TREASURIES 0 TAX TRD - GOVERNMENT BOND NY TRADING_TREASURIES 0 TAX TRD - GOVERNMENT BOND NY TRADING_TREASURIES 0 STERLING RATES TOSTG TOSTG 0 FI CLIENT FINANCING - US TREASURY BILL BOOK 0 NA SWAPS TRDG USD_SWAPS TOUSD 0 TAX TRD - GOVERNMENT BOND NY TRADING_TREASURIES 0 TAX TRD - GOVERNMENT BOND NY TRADING_TREASURIES 0 TAX TRD - GOVERNMENT BOND NY TRADING_TREASURIES 0 TAX TRD - GOVERNMENT BOND NY TRADING_TREASURIES 0 TAX TRD - GOVERNMENT BOND NY TRADING_TREASURIES 0 TAX TRD - GOVERNMENT BOND NY TRADING_TREASURIES 0 TAX TRD - GOVERNMENT BOND NY TRADING_TREASURIES 0 TAX TRD - GOVERNMENT BOND NY TRADING_TREASURIES 0 TAX TRD - GOVERNMENT BOND NY TRADING_TREASURIES 0 EU SWAPS TRDG TOXEU TOXEU 0 EU SWAPS TRDG TOXEU TOXEU 0 EU SWAPS TRDG TOXEU TOXEU 0 EU SWAPS TRDG TOXEU TOXEU 0 EU SWAPS TRDG TOVSN TOVSN 0 EU SWAPS TRDG TOXEU TOXEU 0 EU SWAPS TRDG TOXEU TOXEU 0 EU SWAPS TRDG TOXEU TOXEU 0 EU SWAPS TRDG TOXEU TOXEU 0 EU SWAPS TRDG TOXEU TOXEU 0 EU SWAPS TRDG TOXEU TOXEU 0 EU SWAPS TRDG TOXEU TOXEU 0 EU SWAPS TRDG TOXEU TOXEU 0 EU SWAPS TRDG TOVSN TOVSN 0

TK VOLATILITY TRADING TSJPY TSJPY 0 TAX TRD - GOVERNMENT BOND NY TRADING_TREASURIES 0 TAX TRD - GOVERNMENT BOND NY TRADING_TREASURIES 0 TAX TRD - GOVERNMENT BOND NY TRADING_TREASURIES 0 TAX TRD - GOVERNMENT BOND NY TRADING_TREASURIES 0 TAX TRD - GOVERNMENT BOND NY TRADING_TREASURIES 0 TAX TRD - GOVERNMENT BOND NY TRADING_TREASURIES 0 STERLING RATES TOSTG TOSTG 0 STERLING RATES TOSTG TOSTG 0 STERLING RATES TOSTG TOSTG 0 STERLING RATES TOSTG TOSTG 0 STERLING RATES TOSTG TOSTG 0 STERLING RATES TOSTG TOSTG 0 STERLING RATES TOSTG TOSTG 0

STERLING RATES TOSTG TOSTG 0 EU VOLATILITY TRADING TODEM TODEM 0 EU VOLATILITY TRADING TODEM TODEM 0 NA SWAPS TRDG USD_SWAPS TOUSD 0 TAX TRD - GOVERNMENT BOND NY TRADING_TREASURIES 0 TAX TRD - GOVERNMENT BOND NY TRADING_TREASURIES 0 TAX TRD - GOVERNMENT BOND NY TRADING_TREASURIES 0 TAX TRD - GOVERNMENT BOND NY TRADING_TREASURIES 0 TAX TRD - GOVERNMENT BOND NY TRADING_TREASURIES 0 FI CLIENT FINANCING - US TREASURY BILL BOOK 0 EU SWAPS TRDG TOLDN TOLDN 0 NA SWAPS TRDG USD_SWAPS TOUSD 0 NA SWAPS TRDG USD_SWAPS TOUSD 0 NA SWAPS TRDG USD_SWAPS TOUSD 0 NA SWAPS TRDG USD_SWAPS TOUSD 0 TAX TRD - GOVERNMENT BOND NY TRADING_TREASURIES 0 TAX TRADING - US GOVTS MAIN 0 TAX TRD - GOVERNMENT BOND NY TRADING_TREASURIES 0 FI CLIENT FINANCING - US TREASURY BILL BOOK 0 FI CLIENT FINANCING - US TREASURY BILL BOOK 0 NA SWAPS TRDG USD_SWAPS TOUSD 0

NA VOLATILITY TRADING SHORT_DATED_VOL ACSTP 0 STERLING RATES TOSTG TOSTG 0 STERLING RATES TOSTG TOSTG 0 FI CLIENT FINANCING - US TREASURY BILL BOOK 0 FI CLIENT FINANCING - US TREASURY BILL BOOK 0 SWING ACTIVITY IGRES 0 NA SWAPS TRDG USD_SWAPS TOUSD 0

TAX TRD - GOVERNMENT BOND NY TRADING_TREASURIES 0 TAX TRD - GOVERNMENT BOND NY TRADING_TREASURIES 0 TAX TRD - GOVERNMENT BOND NY TRADING_TREASURIES 0 TAX TRD - GOVERNMENT BOND NY TRADING_TREASURIES 0 STERLING RATES TOSTG TOSTG 0 NA SWAPS TRDG USD_SWAPS 0 EU VOLATILITY TRADING TODEM TODEM 0 EU VOLATILITY TRADING TNDEM TNDEM 0 EU VOLATILITY TRADING TNDEM TNDEM 0 EU VOLATILITY TRADING TODEM TODEM 0 EU VOLATILITY TRADING TODEM TODEM 0

TAX TRD - GOVERNMENT BOND NY TRADING_TREASURIES 0 TAX TRD - GOVERNMENT BOND NY TRADING_TREASURIES 0 TAX TRD - GOVERNMENT BOND NY TRADING_TREASURIES 0 TAX TRD - GOVERNMENT BOND NY TRADING_TREASURIES 0 TAX TRD - GOVERNMENT BOND NY TRADING_TREASURIES 0 TAX TRD - GOVERNMENT BOND NY TRADING_TREASURIES 0 TAX TRD - GOVERNMENT BOND NY TRADING_TREASURIES 0 TAX TRD - GOVERNMENT BOND NY TRADING_TREASURIES 0 NA SWAPS TRDG USD_SWAPS TOUSD 0

TAX TRD - GOVERNMENT BOND NY TRADING_TREASURIES 0 EU SWAPS TRDG TOXEU TOXEU 0

Trading Name Trader IDBREVAN HOWARDBREVAN HOWARDBREVAN HOWARDCONVEXITY CAPITAL MANAGEMENTCONVEXITY CAPITAL MANAGEMENTLCH.CLEARNETMS CONTROL AND INTERNAL ACCOUNTSCONVEXITY CAPITAL MANAGEMENTCONVEXITY CAPITAL MANAGEMENTCONVEXITY CAPITAL MANAGEMENTETRADE SECURITIES heslinCONVEXITY CAPITAL MANAGEMENT pergoladBREAKWATER TRADING jeffryfETRADE SECURITIES seangreeCONVEXITY CAPITAL MANAGEMENT pergoladELEMENT CAPITAL yanwangELEMENT CAPITAL yanwangELEMENT CAPITAL yanwangPIMCO schubercBREVAN HOWARD bpiafskyBREVAN HOWARD rapplizCONVEXITY CAPITAL MANAGEMENT davidflBREVAN HOWARD kanataCONVEXITY CAPITAL MANAGEMENT pergoladCONVEXITY CAPITAL MANAGEMENT pergoladCONVEXITY CAPITAL MANAGEMENT davidfl

BREAKWATER TRADING dimariaaBREAKWATER TRADING dimariaaBREAKWATER TRADING dimariaaBREAKWATER TRADING dimariaaALLIANCEBERNSTEIN slatercBREVAN HOWARD kanataCONVEXITY CAPITAL MANAGEMENT pergoladCONVEXITY CAPITAL MANAGEMENT pergoladCONVEXITY CAPITAL MANAGEMENT pergoladCONVEXITY CAPITAL MANAGEMENT pergoladBREVAN HOWARD kanataCAPULA INVESTMENT MANAGEMENT lparkerBREVAN HOWARD kanata

ALLIANCEBERNSTEIN ryan.chaALLIANCEBERNSTEIN ryan.chaALLIANCEBERNSTEIN ryan.chaALLIANCEBERNSTEIN crichezALLIANCEBERNSTEIN christopALLIANCEBERNSTEIN gokhvatALLIANCEBERNSTEIN maychrALLIANCEBERNSTEIN gokhvatBREAKWATER TRADING jeffryf

CONVEXITY CAPITAL MANAGEMENT pergoladALLIANCEBERNSTEIN ryan.chaFEDERAL RESERVE BANK OF NEW YORK seelausFEDERAL RESERVE BANK OF NEW YORK seelausALLIANCEBERNSTEIN rvandermALLIANCEBERNSTEIN rocherALLIANCEBERNSTEIN lynyakCONVEXITY CAPITAL MANAGEMENT

BREAKWATER TRADING seelausBREAKWATER TRADING seelausALLIANCEBERNSTEIN cory.catALLIANCEBERNSTEIN lynyakALLIANCEBERNSTEIN lynyakALLIANCEBERNSTEIN markinALLIANCEBERNSTEIN rvandermALLIANCEBERNSTEIN markinCONVEXITY CAPITAL MANAGEMENT pauldocCONVEXITY CAPITAL MANAGEMENT pauldocBREAKWATER TRADING dimariaaBREAKWATER TRADING dimariaaBREAKWATER TRADING jeffryfETRADE SECURITIES brianvETRADE SECURITIES jeffryfETRADE SECURITIES brianvBREVAN HOWARD ayresBREAKWATER TRADING dimariaaBREAKWATER TRADING dimariaaALLIANCEBERNSTEIN maychrALLIANCEBERNSTEIN maychrBREAKWATER TRADING jeffryfBREAKWATER TRADING jeffryfBREAKWATER TRADING jeffryfFEDERAL RESERVE BANK OF NEW YORK swynneDEUTSCHE BANK ayresDEUTSCHE BANK ayresALLIANCEBERNSTEIN maychrALLIANCEBERNSTEIN maychrALLIANCEBERNSTEIN maychrALLIANCEBERNSTEIN rvandermBREVAN HOWARD davidflCONVEXITY CAPITAL MANAGEMENT pergoladGRAHAM CAPITAL MANAGEMENT jeffryfCONVEXITY CAPITAL MANAGEMENT pergoladFEDERATED INVESTORS taylor.aALLIANCEBERNSTEIN ryan.chaGRAHAM CAPITAL MANAGEMENT seelausGRAHAM CAPITAL MANAGEMENT seelausBREAKWATER TRADING keitaitBREAKWATER TRADING seelausBREAKWATER TRADING keitait

BREAKWATER TRADING jeffryfFEDERAL RESERVE BANK OF NEW YORK heslinFEDERAL RESERVE BANK OF NEW YORK keitaitFEDERAL RESERVE BANK OF NEW YORK keitaitFEDERAL RESERVE BANK OF NEW YORK swynneCONVEXITY CAPITAL MANAGEMENT pergoladBREAKWATER TRADING dimariaaBREAKWATER TRADING dimariaaBREAKWATER TRADING keitaitBREAKWATER TRADING keitaitBREAKWATER TRADING dimariaaBREAKWATER TRADING keitaitBREAKWATER TRADING keitaitBREAKWATER TRADING keitaitBREAKWATER TRADING dimariaaBREAKWATER TRADING dimariaaBREAKWATER TRADING dimariaaBREAKWATER TRADING keitaitBREAKWATER TRADING dimariaaBREVAN HOWARD parienteBREAKWATER TRADING keitaitBREAKWATER TRADING keitaitBREAKWATER TRADING keitaitFEDERAL RESERVE BANK OF NEW YORK seelausFEDERAL RESERVE BANK OF NEW YORK seelausFEDERAL RESERVE BANK OF NEW YORK heslinBREVAN HOWARD pergoladBREAKWATER TRADING dimariaaFEDERAL RESERVE BANK OF NEW YORK swynneFEDERATED INVESTORS taylor.aFEDERATED INVESTORS taylor.aCONVEXITY CAPITAL MANAGEMENT pergoladCONVEXITY CAPITAL MANAGEMENT davidflCONVEXITY CAPITAL MANAGEMENT pergoladCONVEXITY CAPITAL MANAGEMENT davidflCONVEXITY CAPITAL MANAGEMENT pergoladCONVEXITY CAPITAL MANAGEMENT pergoladCONVEXITY CAPITAL MANAGEMENT davidflCONVEXITY CAPITAL MANAGEMENT davidflBREAKWATER TRADING dimariaaMASSACHUSETTS FINANCIAL SERVICES dimariaaCONVEXITY CAPITAL MANAGEMENT davidflCONVEXITY CAPITAL MANAGEMENT davidfl

BRUMMER - NEKTAR ASSET MANAGEMENT jesionBRUMMER - NEKTAR ASSET MANAGEMENT jesionCONVEXITY CAPITAL MANAGEMENT davidflALLIANCEBERNSTEIN maychrBREAKWATER TRADING keitaitBREAKWATER TRADING keitaitBREAKWATER TRADING keitait

FEDERATED INVESTORS taylor.aHARVARD MANAGEMENT COMPANY yanwangHARVARD MANAGEMENT COMPANY charliepBREAKWATER TRADING keitaitBREAKWATER TRADING keitaitBREAKWATER TRADING keitaitALLIANCEBERNSTEIN adam.dohALLIANCEBERNSTEIN christopALLIANCEBERNSTEIN christopCONVEXITY CAPITAL MANAGEMENT davidflCONVEXITY CAPITAL MANAGEMENT davidflBREVAN HOWARD kanataBRUMMER - NEKTAR ASSET MANAGEMENT jesionBRUMMER - NEKTAR ASSET MANAGEMENT jesionBREAKWATER TRADING keitaitBREAKWATER TRADING keitaitBREAKWATER TRADING keitaitFEDERAL RESERVE BANK OF NEW YORK seangreeCONVEXITY CAPITAL MANAGEMENT davidflCONVEXITY CAPITAL MANAGEMENT rapplizCONVEXITY CAPITAL MANAGEMENT davidflCONVEXITY CAPITAL MANAGEMENT davidflCONVEXITY CAPITAL MANAGEMENT rapplizCONVEXITY CAPITAL MANAGEMENT rapplizCONVEXITY CAPITAL MANAGEMENT davidflCONVEXITY CAPITAL MANAGEMENT davidflFEDERATED INVESTORS taylor.aFEDERATED INVESTORS taylor.aCONVEXITY CAPITAL MANAGEMENTBREAKWATER TRADING jeffryfFEDERAL RESERVE BANK OF NEW YORK seangreeBREAKWATER TRADING nicolawhBREAKWATER TRADING nicolawhBREAKWATER TRADING nicolawhBREAKWATER TRADING nicolawhFEDERAL RESERVE BANK OF NEW YORK keitaitBREAKWATER TRADING nicolawhBREAKWATER TRADING nicolawhBREAKWATER TRADING nicolawhFEDERAL RESERVE BANK OF NEW YORK seangreeCONVEXITY CAPITAL MANAGEMENT davidflBREAKWATER TRADING keitaitBREAKWATER TRADING hornbachBREAKWATER TRADING keitaitMASSACHUSETTS FINANCIAL SERVICES heslinCONVEXITY CAPITAL MANAGEMENT davidflCONVEXITY CAPITAL MANAGEMENT davidflBREAKWATER TRADING dimariaaMERRILL LYNCH yanwangALLIANCEBERNSTEIN taylor.aBREAKWATER TRADING keitait

BREAKWATER TRADING keitaitCONVEXITY CAPITAL MANAGEMENT ayresBREAKWATER TRADING dimariaaBREAKWATER TRADING jeffryfBREAKWATER TRADING darrewCONVEXITY CAPITAL MANAGEMENT blakescALLIANCEBERNSTEIN taylor.aALLIANCEBERNSTEIN christop

BRUMMER - NEKTAR ASSET MANAGEMENT brianvBRUMMER - NEKTAR ASSET MANAGEMENT brianvBRUMMER - NEKTAR ASSET MANAGEMENT kanataBRUMMER - NEKTAR ASSET MANAGEMENT brianvBREAKWATER TRADING keitaitBRUMMER - NEKTAR ASSET MANAGEMENT kanataBRUMMER - NEKTAR ASSET MANAGEMENT kanataCONVEXITY CAPITAL MANAGEMENT jesionCONVEXITY CAPITAL MANAGEMENT davidflCONVEXITY CAPITAL MANAGEMENT davidflBREAKWATER TRADING keitaitBREAKWATER TRADING keitaitBREAKWATER TRADING jeffryfCONVEXITY CAPITAL MANAGEMENT jesionCONVEXITY CAPITAL MANAGEMENT pergoladCONVEXITY CAPITAL MANAGEMENT heppmicCONVEXITY CAPITAL MANAGEMENT pergoladALLIANCEBERNSTEIN david.yoALLIANCEBERNSTEIN maychr

CONVEXITY CAPITAL MANAGEMENT jesionBREAKWATER TRADING keitaitBREAKWATER TRADING keitaitBREAKWATER TRADING keitaitBREAKWATER TRADING jeffryfBREAKWATER TRADING keitaitBREAKWATER TRADING jeffryfALLIANCEBERNSTEIN christopALLIANCEBERNSTEIN christopALLIANCEBERNSTEIN taylor.aALLIANCEBERNSTEIN rvandermALLIANCEBERNSTEIN rocherCONVEXITY CAPITAL MANAGEMENT davidflCONVEXITY CAPITAL MANAGEMENT halemFEDERAL RESERVE BANK OF NEW YORK swynneBRUMMER - NEKTAR ASSET MANAGEMENT kanataMERRILL LYNCH yanwangCONVEXITY CAPITAL MANAGEMENT davidflCONVEXITY CAPITAL MANAGEMENT davidflCONVEXITY CAPITAL MANAGEMENT davidflALLIANCEBERNSTEIN taylor.a

ALLIANCEBERNSTEIN taylor.aALLIANCEBERNSTEIN taylor.aALLIANCEBERNSTEIN rvandermALLIANCEBERNSTEIN rvandermCONVEXITY CAPITAL MANAGEMENT davidflCONVEXITY CAPITAL MANAGEMENT davidflBREAKWATER TRADING dimariaaBREAKWATER TRADING dimariaaBREAKWATER TRADING dimariaaBREAKWATER TRADING dimariaaBREAKWATER TRADING dimariaaBREAKWATER TRADING dimariaaCONVEXITY CAPITAL MANAGEMENT davidflCONVEXITY CAPITAL MANAGEMENT davidflCONVEXITY CAPITAL MANAGEMENT davidflCONVEXITY CAPITAL MANAGEMENT davidflCONVEXITY CAPITAL MANAGEMENT davidflBREVAN HOWARD davidfl

CONVEXITY CAPITAL MANAGEMENT davidflBREAKWATER TRADING dimariaaBREAKWATER TRADING seelausBREAKWATER TRADING seelausCONVEXITY CAPITAL MANAGEMENT jesionCONVEXITY CAPITAL MANAGEMENT jesionBREAKWATER TRADING dimariaaBREAKWATER TRADING jeffryfBREAKWATER TRADING jeffryfBREAKWATER TRADING jeffryfBREAKWATER TRADING jeffryfBREAKWATER TRADING jeffryfFEDERAL RESERVE BANK OF NEW YORK seelausFEDERAL RESERVE BANK OF NEW YORK heslinFEDERAL RESERVE BANK OF NEW YORK heslinBREAKWATER TRADING dimariaaBREAKWATER TRADING jeffryfBREAKWATER TRADING jeffryfBREAKWATER TRADING jeffryfHARVARD MANAGEMENT COMPANY charliepBREVAN HOWARD davidflCONVEXITY CAPITAL MANAGEMENT davidflCONVEXITY CAPITAL MANAGEMENT davidflBREVAN HOWARD davidflCONVEXITY CAPITAL MANAGEMENTBREAKWATER TRADING dimariaaBREAKWATER TRADING dimariaaBREAKWATER TRADING dimariaaBREAKWATER TRADING dimariaaBREAKWATER TRADING dimariaaALLIANCEBERNSTEIN baylisedALLIANCEBERNSTEIN sajugeo

ALLIANCEBERNSTEIN lynyakCONVEXITY CAPITAL MANAGEMENT davidflMILLENNIUM PARTNERS keitaitBREAKWATER TRADING dimariaaBREAKWATER TRADING keitaitBREAKWATER TRADING keitaitBREAKWATER TRADING dimariaaCONVEXITY CAPITAL MANAGEMENT davidflALLIANCEBERNSTEIN gokhvat

CONVEXITY CAPITAL MANAGEMENT mulhpatH/2 CAPITAL PARTNERS dimariaaCONVEXITY CAPITAL MANAGEMENT mulhpatALLIANCEBERNSTEIN david.yoALLIANCEBERNSTEIN rvandermALLIANCEBERNSTEIN maychrBREAKWATER TRADING seelausBREAKWATER TRADING seelausBREAKWATER TRADING seelausBRUMMER - NEKTAR ASSET MANAGEMENT parienteBRUMMER - NEKTAR ASSET MANAGEMENT kanataBRUMMER - NEKTAR ASSET MANAGEMENT bedijaidBRUMMER - NEKTAR ASSET MANAGEMENT bedijaidBRUMMER - NEKTAR ASSET MANAGEMENT parienteBREAKWATER TRADING seelausBREAKWATER TRADING seelausBRUMMER - NEKTAR ASSET MANAGEMENT parienteBRUMMER - NEKTAR ASSET MANAGEMENT parienteFEDERAL RESERVE BANK OF NEW YORK heslinFEDERAL RESERVE BANK OF NEW YORK seelausBREAKWATER TRADING dimariaaCONVEXITY CAPITAL MANAGEMENT davidflCONVEXITY CAPITAL MANAGEMENT davidflCONVEXITY CAPITAL MANAGEMENT davidflCONVEXITY CAPITAL MANAGEMENT davidflCONVEXITY CAPITAL MANAGEMENT davidflCONVEXITY CAPITAL MANAGEMENT pauldocBREAKWATER TRADING dimariaaBREAKWATER TRADING dimariaaBREAKWATER TRADING dimariaaBREAKWATER TRADING dimariaaBREAKWATER TRADING dimariaaBREAKWATER TRADING dimariaaCONVEXITY CAPITAL MANAGEMENT pauldocCONVEXITY CAPITAL MANAGEMENT davidflCONVEXITY CAPITAL MANAGEMENT davidflCONVEXITY CAPITAL MANAGEMENT pergoladCONVEXITY CAPITAL MANAGEMENT davidflCONVEXITY CAPITAL MANAGEMENT davidflCONVEXITY CAPITAL MANAGEMENT davidflBREVAN HOWARD ayres

BRUMMER - NEKTAR ASSET MANAGEMENT mulhpatBRUMMER - NEKTAR ASSET MANAGEMENT mulhpatBREAKWATER TRADING seelausBRUMMER - NEKTAR ASSET MANAGEMENT msncrichBRUMMER - NEKTAR ASSET MANAGEMENT jhayBREAKWATER TRADING seelausBREAKWATER TRADING seelausBREAKWATER TRADING seelausBREAKWATER TRADING seelausBRUMMER - NEKTAR ASSET MANAGEMENT parienteBRUMMER - NEKTAR ASSET MANAGEMENT kanataBRUMMER - NEKTAR ASSET MANAGEMENT mulhpatBRUMMER - NEKTAR ASSET MANAGEMENTBREAKWATER TRADING seelausBREAKWATER TRADING seelausBREAKWATER TRADING dimariaaBREAKWATER TRADING dimariaaBREAKWATER TRADING dimariaaBREAKWATER TRADING dimariaaBREAKWATER TRADING dimariaaBREAKWATER TRADING dimariaaBREAKWATER TRADING dimariaaBREAKWATER TRADING dimariaaSOCIETE GENERALE kanataSOCIETE GENERALE kanataDEUTSCHE BANK BROKER DEALER lparkerBARCLAYS BANK finpetCONVEXITY CAPITAL MANAGEMENTCONVEXITY CAPITAL MANAGEMENTCONVEXITY CAPITAL MANAGEMENTCONVEXITY CAPITAL MANAGEMENTCONVEXITY CAPITAL MANAGEMENTCONVEXITY CAPITAL MANAGEMENTBREAKWATER TRADING seelausBREAKWATER TRADING seelausBREAKWATER TRADING seelausBREAKWATER TRADING seelausCONVEXITY CAPITAL MANAGEMENTCONVEXITY CAPITAL MANAGEMENTBRUMMER - NEKTAR ASSET MANAGEMENT davidflLONGEVITY INSURANCE COMPANY heslinETRADE SECURITIES brianvALPHADYNE ASSET MANAGEMENT ayresBREVAN HOWARD davidflBREVAN HOWARD ayresALPHADYNE ASSET MANAGEMENT parienteBREAKWATER TRADING darrewELEMENT CAPITAL vaidshiELEMENT CAPITAL vaidshi

ELEMENT CAPITAL vaidshiELEMENT CAPITAL vaidshiELEMENT CAPITAL vaidshiALPHADYNE ASSET MANAGEMENT juliegALPHADYNE ASSET MANAGEMENT juliegBREAKWATER TRADING keitaitALPHADYNE ASSET MANAGEMENT juliegALPHADYNE ASSET MANAGEMENT juliegALPHADYNE ASSET MANAGEMENT juliegALPHADYNE ASSET MANAGEMENT juliegBREVAN HOWARD davidflCONVEXITY CAPITAL MANAGEMENT blakescBREAKWATER TRADING keitaitBARCLAYS BANK decassapBARCLAYS BANK decassapDEUTSCHE BANK bfaisalSOCIETE GENERALE decassapBARCLAYS BANK vaidshiJP MORGAN SECURITIES vaidshiBARCLAYS BANK vaidshiALPHADYNE ASSET MANAGEMENT olivertoALPHADYNE ASSET MANAGEMENT julieg

BRUMMER - NEKTAR ASSET MANAGEMENT jesionBRUMMER - NEKTAR ASSET MANAGEMENT jesionBREAKWATER TRADING keitaitFEDERATED INVESTORS alsongBRUMMER - NEKTAR ASSET MANAGEMENT jesionBREVAN HOWARD davidflBREVAN HOWARD ayres

BRUMMER - NEKTAR ASSET MANAGEMENT brianvALPHADYNE ASSET MANAGEMENT juliegBREAKWATER TRADING seelausBREAKWATER TRADING keitaitBRUMMER - NEKTAR ASSET MANAGEMENT kanata

BREVAN HOWARDBREVAN HOWARD olivertoALPHADYNE ASSET MANAGEMENT ayresBREAKWATER TRADING seelausBREAKWATER TRADING seelaus

BNP PARIBAS heppmicALPHADYNE ASSET MANAGEMENT juliegCONVEXITY CAPITAL MANAGEMENT mulhpat

CONVEXITY CAPITAL MANAGEMENTFANNIE MAE kanataFANNIE MAE kanata

BREVAN HOWARDBREVAN HOWARDALPHADYNE ASSET MANAGEMENT parienteBREAKWATER TRADING heslinROYAL BANK OF CANADA kanataROYAL BANK OF CANADA kanataROYAL BANK OF CANADA kanataROYAL BANK OF CANADA kanataROYAL BANK OF CANADA olivertoALPHADYNE ASSET MANAGEMENT juliegROYAL BANK OF CANADA miba

ALPHADYNE ASSET MANAGEMENT parienteBREAKWATER TRADING keitaitLONGEVITY INSURANCE COMPANY sullseanBARCLAYS BANK sbarrarALPHADYNE ASSET MANAGEMENT juliegALPHADYNE ASSET MANAGEMENT juliegALPHADYNE ASSET MANAGEMENT juliegALPHADYNE ASSET MANAGEMENT julieg

CONVEXITY CAPITAL MANAGEMENTCONVEXITY CAPITAL MANAGEMENT asanomALPHADYNE ASSET MANAGEMENT blakescBREAKWATER TRADING dimariaaBREAKWATER TRADING dimariaaBREAKWATER TRADING dimariaaBREAKWATER TRADING dimariaaCONVEXITY CAPITAL MANAGEMENT pergoladCONVEXITY CAPITAL MANAGEMENT asanomCONVEXITY CAPITAL MANAGEMENTBREAKWATER TRADING keitaitCONVEXITY CAPITAL MANAGEMENT mulhpatALPHADYNE ASSET MANAGEMENT keitaitALPHADYNE ASSET MANAGEMENT keitaitALPHADYNE ASSET MANAGEMENT keitaitALPHADYNE ASSET MANAGEMENT keitait

ALPHADYNE ASSET MANAGEMENTBREAKWATER TRADING keitaitBREAKWATER TRADING keitaitALPHADYNE ASSET MANAGEMENT brianvALPHADYNE ASSET MANAGEMENT brianvALPHADYNE ASSET MANAGEMENT blakescBREAKWATER TRADING keitaitBREAKWATER TRADING keitaitBREAKWATER TRADING keitait

BREAKWATER TRADING keitaitALPHADYNE ASSET MANAGEMENT juliegALPHADYNE ASSET MANAGEMENT keitaitALPHADYNE ASSET MANAGEMENT keitaitALPHADYNE ASSET MANAGEMENT keitaitALPHADYNE ASSET MANAGEMENT juliegALPHADYNE ASSET MANAGEMENT juliegBREAKWATER TRADING seelausBREAKWATER TRADING seelausBREAKWATER TRADING heslinBREAKWATER TRADING heslinBREAKWATER TRADING heslinBREAKWATER TRADING heslinBREAKWATER TRADING heslinFEDERAL RESERVE BANK OF NEW YORK heslinFEDERAL RESERVE BANK OF NEW YORK heslinBREAKWATER TRADING heslinFEDERAL RESERVE BANK OF NEW YORK seangreeBREVAN HOWARD juliegBREVAN HOWARD ayresBREVAN HOWARD ayresBREAKWATER TRADING seelausBREAKWATER TRADING seelausBREAKWATER TRADING seelaus

PROLOGUE CAPITALBREAKWATER TRADING heslinBREAKWATER TRADING keitaitBREAKWATER TRADING keitaitBREAKWATER TRADING keitaitBREAKWATER TRADING kevbro

ALPHADYNE ASSET MANAGEMENT seelausALPHADYNE ASSET MANAGEMENT seelausBREAKWATER TRADING seelaus

CONVEXITY CAPITAL MANAGEMENT leejohCONVEXITY CAPITAL MANAGEMENT heppmicELEMENT CAPITAL leylawilFEDERAL RESERVE BANK OF NEW YORK seangreeCONVEXITY CAPITAL MANAGEMENT davidfl

CONVEXITY CAPITAL MANAGEMENT heppmicBREAKWATER TRADING keitaitBREAKWATER TRADING keitaitCONVEXITY CAPITAL MANAGEMENT heppmicALPHADYNE ASSET MANAGEMENT seelausBREAKWATER TRADING seelaus

CONVEXITY CAPITAL MANAGEMENT asanom

CONVEXITY CAPITAL MANAGEMENT heppmicCONVEXITY CAPITAL MANAGEMENT heppmicBRUMMER - NEKTAR ASSET MANAGEMENT rahmloc

BREAKWATER TRADING heslinBREAKWATER TRADING heslinBREAKWATER TRADING heslinBREAKWATER TRADING sullseanBREAKWATER TRADING sullseanBREAKWATER TRADING heslinBREAKWATER TRADING sullseanBREAKWATER TRADING dimariaaBREAKWATER TRADING heslinCONVEXITY CAPITAL MANAGEMENT leejohBREVAN HOWARD heppmicCONVEXITY CAPITAL MANAGEMENT heppmicFEDERAL RESERVE BANK OF NEW YORK heslinBREAKWATER TRADING keitaitBREAKWATER TRADING keitaitFEDERAL RESERVE BANK OF NEW YORK keitaitBREAKWATER TRADING heslinBREAKWATER TRADING heslinBREAKWATER TRADING heslinBREAKWATER TRADING keitaitCONVEXITY CAPITAL MANAGEMENT leejohCONVEXITY CAPITAL MANAGEMENT davidflBREVAN HOWARD davidflCONVEXITY CAPITAL MANAGEMENT davidflCONVEXITY CAPITAL MANAGEMENT davidflBREVAN HOWARD blakescBREAKWATER TRADING keitaitBREAKWATER TRADING keitaitBREAKWATER TRADING keitaitBREAKWATER TRADING keitaitBREAKWATER TRADING keitaitBREAKWATER TRADING keitaitBREAKWATER TRADING keitaitBREAKWATER TRADING keitaitFEDERAL RESERVE BANK OF NEW YORK swynneUNKNOWNALPHADYNE ASSET MANAGEMENT keitaitBREAKWATER TRADING keitaitBREAKWATER TRADING keitaitBREAKWATER TRADING keitaitBREAKWATER TRADING keitaitELEMENT CAPITAL bfaisalCONVEXITY CAPITAL MANAGEMENTALPHADYNE ASSET MANAGEMENT blakescALPHADYNE ASSET MANAGEMENT seelausALPHADYNE ASSET MANAGEMENT heslin

ALPHADYNE ASSET MANAGEMENT seelausALPHADYNE ASSET MANAGEMENT sullseanFEDERAL RESERVE BANK OF NEW YORK keitaitFEDERAL RESERVE BANK OF NEW YORK keitaitBREVAN HOWARD ayresALPHADYNE ASSET MANAGEMENT seelausALPHADYNE ASSET MANAGEMENT seelausALPHADYNE ASSET MANAGEMENT seelausALPHADYNE ASSET MANAGEMENT seelausALPHADYNE ASSET MANAGEMENT keitaitALPHADYNE ASSET MANAGEMENT keitaitBREVAN HOWARD juliegBREVAN HOWARDFEDERATED INVESTORS christopHARVARD MANAGEMENT COMPANY yanwangHARVARD MANAGEMENT COMPANY yanwang

ALPHADYNE ASSET MANAGEMENT juliegALPHADYNE ASSET MANAGEMENT juliegALPHADYNE ASSET MANAGEMENT juliegALPHADYNE ASSET MANAGEMENT juliegALPHADYNE ASSET MANAGEMENT keitaitALPHADYNE ASSET MANAGEMENT sullseanBREAKWATER TRADING seelausALPHADYNE ASSET MANAGEMENT ayres

ALPHADYNE ASSET MANAGEMENT juliegALPHADYNE ASSET MANAGEMENT juliegBREAKWATER TRADING heslinFEDERATED INVESTORS david.yoALPHADYNE ASSET MANAGEMENT juliegALPHADYNE ASSET MANAGEMENT juliegBREVAN HOWARD davidflFEDERATED INVESTORS david.yoALPHADYNE ASSET MANAGEMENT ayres

ALPHADYNE ASSET MANAGEMENT juliegALPHADYNE ASSET MANAGEMENT juliegALPHADYNE ASSET MANAGEMENT dimariaaALPHADYNE ASSET MANAGEMENT dimariaaBREAKWATER TRADING keitaitKEPOS CAPITAL leylawilKEPOS CAPITAL leylawilKEPOS CAPITAL leylawilKEPOS CAPITAL leylawilKEPOS CAPITAL leylawilKEPOS CAPITAL leylawilKEPOS CAPITAL leylawilKEPOS CAPITAL leylawilKEPOS CAPITAL leylawil

KEPOS CAPITAL leylawilKEPOS CAPITAL leylawilKEPOS CAPITAL leylawilKEPOS CAPITAL leylawilKEPOS CAPITAL leylawilKEPOS CAPITAL leylawilKEPOS CAPITAL leylawilKEPOS CAPITAL leylawilKEPOS CAPITAL leylawilKEPOS CAPITAL leylawilKEPOS CAPITAL leylawilKEPOS CAPITAL leylawilKEPOS CAPITAL leylawilKEPOS CAPITAL leylawilKEPOS CAPITAL leylawilKEPOS CAPITAL leylawilKEPOS CAPITAL leylawilKEPOS CAPITAL leylawilKEPOS CAPITAL leylawilKEPOS CAPITAL leylawilKEPOS CAPITAL leylawilKEPOS CAPITAL leylawilKEPOS CAPITAL leylawilKEPOS CAPITAL leylawilKEPOS CAPITAL leylawilKEPOS CAPITAL leylawilKEPOS CAPITAL leylawilKEPOS CAPITAL leylawilKEPOS CAPITAL leylawilKEPOS CAPITAL leylawilKEPOS CAPITAL leylawilKEPOS CAPITAL leylawilKEPOS CAPITAL leylawilKEPOS CAPITAL leylawilKEPOS CAPITAL leylawilKEPOS CAPITAL leylawilKEPOS CAPITAL leylawilKEPOS CAPITAL leylawilKEPOS CAPITAL leylawilKEPOS CAPITAL leylawilKEPOS CAPITAL leylawilKEPOS CAPITAL leylawilKEPOS CAPITAL leylawilALPHADYNE ASSET MANAGEMENT juliegALPHADYNE ASSET MANAGEMENT juliegBREVAN HOWARD davidflALPHADYNE ASSET MANAGEMENT ayresKEPOS CAPITAL vaidshiKEPOS CAPITAL vaidshiKEPOS CAPITAL vaidshiKEPOS CAPITAL vaidshi

KEPOS CAPITAL vaidshiKEPOS CAPITAL vaidshiKEPOS CAPITAL vaidshiKEPOS CAPITAL vaidshiALPHADYNE ASSET MANAGEMENT ayresALPHADYNE ASSET MANAGEMENT seelausALPHADYNE ASSET MANAGEMENT seelausBREAKWATER TRADING seelausKEPOS CAPITAL leylawilKEPOS CAPITAL leylawilCONVEXITY CAPITAL MANAGEMENT msncrichCONVEXITY CAPITAL MANAGEMENT msncrichCONVEXITY CAPITAL MANAGEMENT msncrichCONVEXITY CAPITAL MANAGEMENTCONVEXITY CAPITAL MANAGEMENT msncrich

CONVEXITY CAPITAL MANAGEMENT asanomALPHADYNE ASSET MANAGEMENT dimariaaALPHADYNE ASSET MANAGEMENT dimariaaALPHADYNE ASSET MANAGEMENT seelausALPHADYNE ASSET MANAGEMENT seelausALPHADYNE ASSET MANAGEMENT olivertoBREAKWATER TRADING seelausBREAKWATER TRADING seelausBREAKWATER TRADING heslinRBS SECURITIES olivertoKEPOS CAPITAL vaidshiALPHADYNE ASSET MANAGEMENT seelausALPHADYNE ASSET MANAGEMENT seelausALPHADYNE ASSET MANAGEMENT bedijaidALPHADYNE ASSET MANAGEMENT bedijaidBREAKWATER TRADING keitaitBREAKWATER TRADING keitaitBREAKWATER TRADING keitaitBREAKWATER TRADING heslinBREAKWATER TRADING heslinBREAKWATER TRADING heslinMETLIFE felixdMETLIFE felixdALPHADYNE ASSET MANAGEMENT dimariaaALPHADYNE ASSET MANAGEMENT olivertoBREAKWATER TRADING keitaitBREAKWATER TRADING keitaitBREAKWATER TRADING heslinBREAKWATER TRADING heslinBREAKWATER TRADING keitaitALLIANCEBERNSTEIN swynneCONVEXITY CAPITAL MANAGEMENT leejohBREVAN HOWARD juliegCONVEXITY CAPITAL MANAGEMENT rappliz

CONVEXITY CAPITAL MANAGEMENT asanomCONVEXITY CAPITAL MANAGEMENT leejohALPHADYNE ASSET MANAGEMENT keitaitALPHADYNE ASSET MANAGEMENT keitaitALPHADYNE ASSET MANAGEMENT olivertoALPHADYNE ASSET MANAGEMENT keitaitALPHADYNE ASSET MANAGEMENT keitaitBREAKWATER TRADING keitaitBREAKWATER TRADING keitaitBREAKWATER TRADING keitaitBREAKWATER TRADING keitaitBREAKWATER TRADING keitaitBREAKWATER TRADING keitaitBREAKWATER TRADING keitaitBREAKWATER TRADING keitaitBREAKWATER TRADING keitaitBREAKWATER TRADING keitaitBREAKWATER TRADING keitaitBREAKWATER TRADING keitaitBREAKWATER TRADING keitaitKEPOS CAPITAL leylawilRBS SECURITIES olivertoCONVEXITY CAPITAL MANAGEMENT davidflCONVEXITY CAPITAL MANAGEMENT pergoladCONVEXITY CAPITAL MANAGEMENT davidflCONVEXITY CAPITAL MANAGEMENT davidflCONVEXITY CAPITAL MANAGEMENT leejohALPHADYNE ASSET MANAGEMENT blakescCONVEXITY CAPITAL MANAGEMENT jesionBRUMMER - NEKTAR ASSET MANAGEMENT rahmlocALPHADYNE ASSET MANAGEMENT bedijaidALPHADYNE ASSET MANAGEMENT bedijaidALPHADYNE ASSET MANAGEMENT bedijaidBREAKWATER TRADING keitaitBREAKWATER TRADING keitaitBREAKWATER TRADING keitaitBREAKWATER TRADING keitaitBREAKWATER TRADING keitaitBREAKWATER TRADING keitaitCONVEXITY CAPITAL MANAGEMENT msncrichCONVEXITY CAPITAL MANAGEMENT msncrichCONVEXITY CAPITAL MANAGEMENT msncrichCONVEXITY CAPITAL MANAGEMENT rapplizCONVEXITY CAPITAL MANAGEMENT msncrich

CONVEXITY CAPITAL MANAGEMENT asanomALPHADYNE ASSET MANAGEMENT juliegALPHADYNE ASSET MANAGEMENT juliegALPHADYNE ASSET MANAGEMENT juliegBREAKWATER TRADING seelausBREAKWATER TRADING sullseanBREAKWATER TRADING sullseanBREAKWATER TRADING seelausKEPOS CAPITAL leylawilALPHADYNE ASSET MANAGEMENT juliegALPHADYNE ASSET MANAGEMENT juliegALPHADYNE ASSET MANAGEMENT juliegCONVEXITY CAPITAL MANAGEMENT davidflCONVEXITY CAPITAL MANAGEMENT davidflCONVEXITY CAPITAL MANAGEMENT pergoladCONVEXITY CAPITAL MANAGEMENT pergoladCONVEXITY CAPITAL MANAGEMENT pergoladCONVEXITY CAPITAL MANAGEMENT davidflCONVEXITY CAPITAL MANAGEMENT pergoladBARCLAYS BANK vaidshiBARCLAYS BANK vaidshiBREVAN HOWARD

CONVEXITY CAPITAL MANAGEMENT asanomALPHADYNE ASSET MANAGEMENT seelausALPHADYNE ASSET MANAGEMENT seelausBREAKWATER TRADING seelausALLIANCEBERNSTEIN swynneCONVEXITY CAPITAL MANAGEMENT davidflCONVEXITY CAPITAL MANAGEMENT ayres

BREVAN HOWARD olivertoBREVAN HOWARD olivertoALPHADYNE ASSET MANAGEMENT olivertoBREAKWATER TRADING seelausBREAKWATER TRADING seelausBREAKWATER TRADING seelausBREAKWATER TRADING seelausBREAKWATER TRADING seelausBREAKWATER TRADING seelausBREAKWATER TRADING seelausBREAKWATER TRADING seelausBREAKWATER TRADING seelausALLIANCEBERNSTEIN swynneALLIANCEBERNSTEIN swynneALLIANCEBERNSTEIN swynneBRUMMER - NEKTAR ASSET MANAGEMENT msncrichCONVEXITY CAPITAL MANAGEMENT davidflELEMENT CAPITAL eatonm

ALPHADYNE ASSET MANAGEMENT ayresBRUMMER - NEKTAR ASSET MANAGEMENT msncrichCONVEXITY CAPITAL MANAGEMENTALPHADYNE ASSET MANAGEMENT keitaitALPHADYNE ASSET MANAGEMENT keitaitBREAKWATER TRADING heslinBREAKWATER TRADING heslinBREAKWATER TRADING keitaitBREAKWATER TRADING keitaitBREAKWATER TRADING keitaitKEPOS CAPITAL leylawilALLIANCEBERNSTEIN swynneBREVAN HOWARD parienteBREAKWATER TRADING heslinBREAKWATER TRADING heslinBREAKWATER TRADING keitaitBREAKWATER TRADING keitaitBREAKWATER TRADING keitaitBREAKWATER TRADING keitaitBREAKWATER TRADING keitaitBREAKWATER TRADING keitaitBREAKWATER TRADING keitaitGOLDMAN SACHS ASSET MANAGEMENT vaidshiGOLDMAN SACHS ASSET MANAGEMENT vaidshiGOLDMAN SACHS ASSET MANAGEMENT vaidshiGOLDMAN SACHS ASSET MANAGEMENT bfaisalKEPOS CAPITAL vaidshiGOLDMAN SACHS ASSET MANAGEMENT vaidshiGOLDMAN SACHS ASSET MANAGEMENT vaidshiGOLDMAN SACHS ASSET MANAGEMENT vaidshiGOLDMAN SACHS ASSET MANAGEMENT bfaisalGOLDMAN SACHS ASSET MANAGEMENT vaidshiGOLDMAN SACHS ASSET MANAGEMENT vaidshiGOLDMAN SACHS ASSET MANAGEMENT vaidshiGOLDMAN SACHS ASSET MANAGEMENT vaidshiKEPOS CAPITAL vaidshi

BREVAN HOWARD asanomCONVEXITY CAPITAL MANAGEMENT brianvCONVEXITY CAPITAL MANAGEMENT brianvALPHADYNE ASSET MANAGEMENT keitaitALPHADYNE ASSET MANAGEMENT keitaitALPHADYNE ASSET MANAGEMENT keitaitBREAKWATER TRADING keitaitMETLIFE lparkerMETLIFE lparkerKEPOS CAPITAL leylawilMETLIFE lparkerMETLIFE lparkerMETLIFE lparkerKEPOS CAPITAL leylawil

METLIFE lparkerUNKNOWN yanwangUNKNOWN viswarjuALPHADYNE ASSET MANAGEMENT parienteALPHADYNE ASSET MANAGEMENT keitaitALPHADYNE ASSET MANAGEMENT keitaitBREAKWATER TRADING heslinBREAKWATER TRADING heslinBREAKWATER TRADING heslinFEDERAL RESERVE BANK OF NEW YORK swynneMETLIFE felixdBREVAN HOWARD olivertoBREVAN HOWARD olivertoBREVAN HOWARD olivertoCONVEXITY CAPITAL MANAGEMENT olivertoALPHADYNE ASSET MANAGEMENT heslinALPHADYNE ASSET MANAGEMENT darrewBREAKWATER TRADING heslinALLIANCEBERNSTEIN swynneALLIANCEBERNSTEIN swynneCONVEXITY CAPITAL MANAGEMENT finpet

ALPHADYNE ASSET MANAGEMENT ayresKEPOS CAPITAL leylawilKEPOS CAPITAL leylawilALLIANCEBERNSTEIN swynneFEDERAL RESERVE BANK OF NEW YORK swynneFEDERATED INVESTORS david.yoBREVAN HOWARD pariente

BREAKWATER TRADING heslinBREAKWATER TRADING heslinBREAKWATER TRADING heslinBREAKWATER TRADING heslinKEPOS CAPITAL leylawilBREVAN HOWARD parienteELEMENT CAPITAL akshatsROYAL BANK OF CANADA charliepROYAL BANK OF CANADA yanwangELEMENT CAPITAL akshatsELEMENT CAPITAL akshats

ALPHADYNE ASSET MANAGEMENT seelausALPHADYNE ASSET MANAGEMENT seelausALPHADYNE ASSET MANAGEMENT seelausALPHADYNE ASSET MANAGEMENT seelausALPHADYNE ASSET MANAGEMENT seelausALPHADYNE ASSET MANAGEMENT seelausALPHADYNE ASSET MANAGEMENT seelausALPHADYNE ASSET MANAGEMENT seelausALPHADYNE ASSET MANAGEMENT oliverto

BREAKWATER TRADING seelausELEMENT CAPITAL bfaisal