Appendix A Obvious and Catastrophic Errors During Limit and Straddle States For the month of January 2015, the Exchange collected the following dataset containing the data for each Straddle and Limit State in optionable stocks. Stock Symbol ILMN Option Symbol LULD Start Time ILMN-2015-0117-P-192.50 2015/01/12 14:20:33.918792563 Straddle Limit Indicator Executed Volume TW Avg MBBO Spread TW Avg Quote Bid Size TW Avg Quote Ask Size High Execution Price Low Execution Price Trades Reviewed for Error Price Change GT 30 PCT in LULD STRADDLE 21 4.97 10.04 0.48 15.80 15.80 N/A 0 Price Change GT 30 PCT After LULD 0 .