Appendix A Obvious and Catastrophic Errors During Limit and Straddle States For the month of February 2015, the Exchange collected the following dataset containing the data for each Straddle and Limit State in optionable stocks. Stock Symbol 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 Price Change GT 30 PCT After LULD Option Symbol LULD Start Time SLXP SLXP-2016-0115-C-120.00 2015/02/03 12:06:19.353596119 STRADDLE 1 34.27 0.21 10.00 27.50 27.50 N/A 0 0 OCN OCN-2015-0320-C-6.00 2015/02/23 11:17:03.174216860 LIMIT 10 0.10 26.80 49.04 3.70 3.70 N/A 0 0 .