ANNEX I U.K. Classes of financial instruments

(a)

Equities — Shares & Depositary Receipts

(i)

Tick size liquidity bands 5 and 6 (from 2 000 trades per day)

(ii)

Tick size liquidity bands 3 and 4 (from 80 to 1 999 trades per day)

(iii)

Tick size liquidity band 1 and 2 (from 0 to 79 trades per day)

(b)

Debt instruments

(i)

Bonds

(ii)

Money markets instruments

(c)

Interest rates derivatives

(i)

Futures and options admitted to trading on a trading venue

(ii)

Swaps, forwards, and other interest rates derivatives

(d)

credit derivatives

(i)

Futures and options admitted to trading on a trading venue

(ii)

Other credit derivatives

(e)

currency derivatives

(i)

Futures and options admitted to trading on a trading venue

(ii)

Swaps, forwards, and other currency derivatives

(f)

Structured finance instruments

(g)

Equity Derivatives

(i)

Options and Futures admitted to trading on a trading venue

(ii)

Swaps and other equity derivatives

(h)

Securitized Derivatives

(i)

Warrants and Certificate Derivatives

(ii)

Other securitized derivatives

(i)

Commodities derivatives and emission allowances Derivatives

(i)

Options and Futures admitted to trading on a trading venue

(ii)

Other commodities derivatives and emission allowances derivatives

(j)

Contracts for difference

(k)

Exchange traded products (Exchange traded funds, exchange traded notes and exchange traded commodities)

(l)

Emission allowances

(m)

Other instruments