The designations noted for each information type by the respondents specify the following:

P - information is publicly available I - information is nonpublic and is inaccessible

A - information is nonpublic but may be accessible N/A - information is not viewed as relevant for purposes

to appropriate parties of addressing market disruption

TYPES OF INFORMATION

ASE

ASX

SFE

BDF

CFTC

CNMV

COB

CVMQ

MOF

OSC

SEC

SFC

SIB

currency changes throughout given trading day(s) and average currency changes over given range of trading days

N/A

P

P

N/A

P

P

P

P

P

P

P

N/A

P

constituent prices throughout given trading day(s) and average constituent prices over given range of trading days

N/A

P

P

P

P

P

P

P

P

N/A

P

highest bid/lowest offer or sale on given day(s) at time of given trades

A/P1

P

P

P2

A

A

P

A

A3

P

P

P

fluctuations in value throughout given day(s) and/or period(s)

P

P

P

P

P

P

P

P

P

P

P

P

P

expansion of price limits

N/A

N/A

1

P

P

P

P

P

P

P

P

N/A

settlement prices

P

P

P

P

P

P

P

P

P

P

P

P

P

C. Trading Activity

general trading activity in the market throughout the day(s) and/or period(s) (including number and size of orders and executions)

I/P1

A

A/P

A/P3

A/P2

P

A/P1

P

A/P3

P4

P

A/P1

A/P

trading activity in any instrument throughout a given day(s) and/or period(s) (including number, size, price and time of orders and executions)

I/P1

A

A/P

A/P3

A/P3

P

A/P1

P

A/P4

P

A/P1

A/P

trading activity of any market participant in relation to an instrument throughout given day(s) and/or period(s) (including number, size, price and time of orders and executions)

I/A1

A

A

I

A

A

A1

A

A

A

A

I

A

D. Participant Information

net capital levels, including depletion of levels below market requirements

P2

A

A

I

A/P4

A

A/P1

A

A

A5

A

A

A

trading activity in particular markets, indicating number, size, price and type of orders and executions

I

A

A

I

A

A

A1

P

A

A6

A

A

A

firm defaults

P

P

A/P

P4

P5

P

P

P

P

P

P

P

A/P

The designations noted for each information type by the respondents specify the following:

P - information is publicly available I - information is nonpublic and is inaccessible

A - information is nonpublic but may be accessible N/A - information is not viewed as relevant for purposes

to appropriate parties of addressing market disruption

Footnotes

ASE

1/ Designation left of / refers to stock markets, designation right of / refers to derivative markets.

2/ Firm's total capital is publicly available.

ASX and SFE

1/ General volume information is publicly available, information as to specific transactions is nonpublic.

2/ Id.

3/ Firm's net capital computation is publicly available; information as to depletions of capital or other matters affecting a firm's financial viability generally is nonpublic.

BDF

1/ There are no price limits and triggers for halts, circuit breakers, speed bumps, etc.

2/ OTB (German Options and Futures Exchange). IBIS (electronic trading system).

3/ No general information about orders in floor trading.

4/ In case of insolvency.

CFTC

1/ However, information regarding proposed or planned responses prior to their implementation is nonpublic information.

2/ General volume information is publicly available; information as to specific transactions is nonpublic.

3/ Id.

4/ Firm's net capital computation is publicly available; information as to depletions of capital or other matters affecting a firm's financial viability generally is nonpublic.

5/ Such information would only become public after the default had occurred -- as noted in note 4 above, information as to a firm's depletions of capital or other similar information generally is nonpublic.

COB

1/ The COB may transmit confidential information to foreign authorities fulfilling similar duties, subject to reciprocity and confidentiality.

MOF

1/ For example, information as to the passing of the level of price limits is public.

2/ Information regarding planned responses prior to their implementation is nonpublic.

3/ For example, information as to number of orders and executions regarding general trading activities in the market is nonpublic.

4/ For example, information as to number of orders and executions regarding a given instrument is nonpublic.

OSC

1/ The response varies according to the event which is triggered, i.e.,

(stock) Watch = A

Halt = A

Circuit Breaker = P

Speed Bump = N/A

2/ The level at which an alert or "red flag" is raised with respect to net capital levels is available to the public (P) but not on an individual basis in which case the response would be "A."

3/ The information regarding highest bid/lowest offer at times of given trades is not generally made available because it is simply not monitored for distribution purposes, i.e., bids and offers only are transmitted while live and comprising part of the Book although this could be reconstructed for regulatory purposes or upon inquiry. In contrast, the highest/lowest sales is made public and is available in the newspapers.

4/ The information regarding number and size of orders is public, but it is not generally made available. As stated in footnote 3 above, information about "orders" as opposed to trades is only distributed while the orders are "live" and comprise part of the "Book." Once an order has been executed or withdrawn, it does not show up on the tape although it could be reconstructed.

5/ Such information is reported to the TSE by members but is not made available to the public.

6/ Orders are only identified and made public while live (part of the Book) although they are accessible to the TSE for purposes of reconstruction. In addition, the activity of any member of the TSE on any Canadian exchange can be identified through information sharing arrangements.

SFC

1/ Volume of trading activity in the market is publicly available, size of individual order is non-public.