Appendix A Obvious and Catastrophic Errors During Limit and Straddle States For the month of July 2015, the Exchange collected the following dataset containing the data for each Straddle and Limit State in optionable stocks. Trades Reviewed for Error Price Change GT 30 PCT in LULD Price Change GT 30 PCT After LULD Stock Symbol Option Symbol LULD Start Time Straddle Limit Indicator Executed Volume TW Avg MBBO Spread TW Avg Quote Bid Size TW Avg Quote Ask Size CF CF-2015-07-17-C-65.00 13:03:09.8 STRADDLE 1 3.2 0 1 0.15 0.15 N/A 0 1 RGC RGC-2015-08-21-C-22.50 12:25:32.7 STRADDLE 25 0.4 5.1 16.95 0.5 0.5 N/A 0 0 High Execution Price Low Execution Price .