About OneChicago: An equity finance exchange providing a marketplace for trading single stock futures Currently lists approximately

ly 2,800 single stock futures including 400 ETFs, MLPs, ADRs and REITS* Regulated by both the SEC and CFTC All trades clear through AA+ rated OCC, f/k/a The Options Clearing Corporation Can be traded electronically in our central order book, as blocks or as Exchange for Physical (EFPs) What are Single Stock Futures (SSF)? SSF are futures contracts on individual stocks and ETFs priced to a future expiration date SSFs settle through the physical delivery of the underlying stock, not cash SSFs can be held in either a securities account under FINRA/SEC rules or in a futures account under NFA/CFTC rules Liquidity is based on the underlying cash market as market makers are committed to making continuous two-sided markets Benefits of Single Stock Futures: SSFs are a financing tool that allow market participants to carry equity positions at more favorable financing rates due to the competitively derived interest rate SSF lower the cost of carrying long and short equity positions The OCX.NoDivRisk EFP meets the technical requirement of IRS code 1058, providing a central counterparty cleared, exchange traded product for stock loan transactions The EFP is the economic equivalent of an OTC equity swap or equity repo SSFs provides the ability to capture the full negative short interest of hard to borrow stocks SSFs frees up working capital thus increasing operating cash flow SSFs can be used to create a custom basket index Theoretical Price: The pricing for traditional 1C products is based on the underlying stock + interest (maybe negative due to hard to borrow pressure) until expiration dividend. o Traditional 1C SSF = stock XYZ x (1 + (i/360) x days) dividend The pricing for the OCX.NoDivRisk product is based on the underlying stock + interest (maybe negative due to hard to borrow pressure)until expiration. The OCX.NoDivRisk product removes dividend risk from the SSF. o OCX.NoDivRisk SSF = stock XYZ x (1 + (i/360) x days) Exchange Execution Advantages: All trades clear through AA+ rated OCC No multiple ISDA documentation is required Minimizes the need to perform ongoing credit analysis and collateral management Market Participants in Single Stock Futures: Asset Managers, Delta-One Trading Desks, Equity Finance Teams, Hedge Funds, Market Makers, Pension funds, Proprietary Trading Firms, and Retail Investors For more information please visit: www.onechicago.com ddowney@onechicago.com, 312.424.8520 *As of January 2012 or contact David Downey,