Quick Guide to Collateral

March 29, 2010

This material may not be reproduced or redistributed in whole or part without the express,

prior written consent of IntercontinentalExchange, Inc.

Copyright Intercontinental Exchange, Inc. 2009. All Rights Reserved.

www.theice.com

ICE Clear Europe – Quick Guide to Collateral– July, 2009 Page 2

FEDERAL RESERVE (US TREASURIES)

CSD account: FED mnemonic counterparty CSD Sub account: client account at FED participant Examples: BANK OF NEW YORK/PARIBAS

BANK OF NEW YORK/MORGAN STENLEY CITIBANK NYC/CUST CHASE NYC/CCC ICE Clear settlement details:

JPMorgan Chase US ABA 021000021 FED mnemonic: JPMORGAN CHASE NYC/CCC Sub account at JPM US: G68292

Broker code: 021642 Instruction DEADLINE: 17.00 GMT

EUROCLEAR FRANCE

CSD ACCOUNT: EGSP/ [participant number counterparty at EOC FR]

CSD Sub account: client account at EOC FR participant Examples CSD ACCOUNT: EGSP/030 BNP PARIBAS EGSP/186 CITI BANK PARIS

ICE Clear settlement details:

BNP Paribas Security Services EGSP/030 Sub account at BNP Paribas: 63353H Instruction DEADLINE: 13.00 GMT

www.theice.com

ICE Clear Europe – Quick Guide to Collateral– July, 2009 Page 3

CLEARSTREAM BANKING FRANKFURT

CSD ACCOUNT: DAKV [participant number counterparty at CBF]

CSD Sub account: client account at CBF participant Examples CSD ACCOUNT: DAKV 7372 CITI BANK FRANKFURT DAKV 7259 BNP PARIBAS F’furt ICE Clear settlement details :

DEUTSCHE BANK AG DKV 7015 Sub account at DB: 100925027517 Instruction DEADLINE: 10.00 GMT

EUROCLEAR UK and IRELAND

CSD ACCOUNT: [participant number counterparty at EOC UK(CREST)] Examples CSD ACCOUNT: 5DOAD CITI BANK UK 303 GOLDMAN SACHS ICE Clear settlement details:

JPMORGAN CHASE BANK CHAS UGB2LGST CREST: 82XHJ Instruction DEADLINE: 12.00 GMT

www.theice.com

ICE Clear Europe – Quick Guide to Collateral– July, 2009 Page 4

DEPOSITORY TRUST & CLEARING COMPANY (DTCC) (US certificate of deposits)

CSD ACCOUNT: DTC [participant number counterparty at DTCC)]

CSD Sub account: client account at DTCC participant Examples CSD ACCOUNT: DTC 5208 Goldman Sachs DTC 010 Brown Brother Harriman ICE Clear settlement details:

JPMORGAN CHASE US CHASUS33 DTC 2164 Sub account at JPM US: G68292 Broker code: 021642 Agent Bank #27222 Institution Number 49024 Instruction DEADLINE: 17.00 GMT

EUROCLEAR BANK (EOC)

CSD ACCOUNT: [participant number EOC BANK] Examples CSD ACCOUNT: 94589 Goldman Sachs 14800 JPMorgan

ICE Clear settlement details:

JPMORGAN CHASE US CHASGB2L EOC participant: 14800 Instruction DEADLINE: 15.00 GMT ATTENTION: All ICE instructions contain the daylight indicator. Settlement can be made in the overnight settlement window however, should Clearing Members prefer to settle after this window “daylight” should be quoted on the counterparty instruction.

www.theice.com

ICE Clear Europe – Quick Guide to Collateral– July, 2009 Page 5

CLEARSTREAM BANKING LUXEMBOURG (CEDEL)

CSD ACCOUNT: [participant number CBL] Examples CSD ACCOUNT: 30180 KAS BANK ICE Clear settlement details:

JPMORGAN CHASE CHASGB2L CBL acc.: 13543 Instruction DEADLINE: 15.00 GMT ATTENTION: All ICE instructions contain the daylight indicator. Settlement can be made in the overnight settlement window however, should Clearing Members prefer to settle after this window “daylight” should be quoted on the counterparty instruction.

CASH TRANSFERS ICE CLEAR EUROPE will only accept cash deposits and withdrawals instructed via the ECS collateral system. Posting outside the system will not be used to offset margin requirements. Instruction DEADLINES: EUR 10.00 GMT GBP 10.00 GMT USD 16.00 GMT