Appendix A Obvious and Catastrophic Errors During Limit and Straddle States For the month of June 2015, the Exchange collected the following dataset containing the data for each Straddle and Limit State in optionable stocks. Stock Symbol ZTS ZTS Option Symbol ZTS-2015-06-26C-50.00 ZTS-2015-06-26C-50.50 Price Change GT 30 PCT After LULD 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 10 4.82 0.93 8.96 4.8 4.8 N/A 0 0 STRADDLE 20 4.82 0.93 8.96 4.8 4.8 N/A 1 0 LULD Start Time Straddle Limit Indicator 55:48.5 55:48.5 .