12/27/2013 1246 Bar = 1327 01:10:56 NewOrder: Sell S1 100000 at 1.37412 limit Strategy Position = 100000 ActualMP = 0 12/27/2013 1246 Bar = 1327 01:10:56 NewOrder: Buy B4 200000 at 1.37397 limit Strategy Position = 100000 ActualMP = 0 12/27/2013 1246 Bar = 1327 01:10:56 NewOrder: Buy B5 300000 at 1.37389 limit Strategy Position = 100000 ActualMP = 0 12/27/2013 1248 Bar = 1328 01:10:56 NewOrder: Sell S1 100000 at 1.37412 limit Strategy Position = 100000 ActualMP = 0 12/27/2013 1248 Bar = 1328 01:10:56 NewOrder: Buy B4 200000 at 1.37397 limit Strategy Position = 100000 ActualMP = 0 12/27/2013 1248 Bar = 1328 01:10:56 NewOrder: Buy B5 300000 at 1.37390 limit Strategy Position = 100000 ActualMP = 0 12/27/2013 1250 Bar = 1328 01:10:56 NewOrder: Sell S1 100000 at 1.37412 limit Strategy Position = 100000 ActualMP = 0 12/27/2013 1250 Bar = 1328 01:10:56 NewOrder: Buy B4 200000 at 1.37397 limit Strategy Position = 100000 ActualMP = 0 12/27/2013 1250 Bar = 1328 01:10:56 NewOrder: Buy B5 300000 at 1.37390 limit Strategy Position = 100000 ActualMP = 0 12/27/2013 1250 Bar = 1329 01:10:56 NewOrder: Sell S1 100000 at 1.37411 limit Strategy Position = 100000 ActualMP = 0 12/27/2013 1250 Bar = 1329 01:10:56 NewOrder: Buy B4 200000 at 1.37397 limit Strategy Position = 100000 ActualMP = 0 12/27/2013 1250 Bar = 1329 01:10:56 NewOrder: Buy B5 300000 at 1.37389 limit Strategy Position = 100000 ActualMP = 0 12/27/2013 1252 Bar = 1329 01:10:56 OrderFill: Buy B4 200000 at 1.37397 limit Avg Price = 1.37397 12/27/2013 1252 Bar = 1329 01:10:56 NewOrder: Sell S1 100000 at 1.37411 limit Strategy Position = 100000 ActualMP = 0 12/27/2013 1252 Bar = 1329 01:10:56 NewOrder: Sell S1 100000 at 1.37411 limit Strategy Position = 100000 ActualMP = 0 12/27/2013 1252 Bar = 1329 01:10:56 NewOrder: Sell S2 100000 at 1.37419 limit Strategy Position = 100000 ActualMP = 0 12/27/2013 1252 Bar = 1329 01:10:56 NewOrder: Buy B5 300000 at 1.37389 limit Strategy Position = 100000 ActualMP = 0 12/27/2013 1252 Bar = 1329 01:10:56 OrderFill: Buy B5 300000 at 1.37389 limit Avg Price = 1.37389 12/27/2013 1252 Bar = 1329 01:10:56 NewOrder: Sell S1 100000 at 1.37411 limit Strategy Position = 100000 ActualMP = 0 12/27/2013 1252 Bar = 1329 01:10:56 NewOrder: Sell S1 100000 at 1.37411 limit Strategy Position = 100000 ActualMP = 0 12/27/2013 1252 Bar = 1329 01:10:56 NewOrder: Sell S1 100000 at 1.37411 limit Strategy Position = 100000 ActualMP = 0 12/27/2013 1252 Bar = 1329 01:10:56 NewOrder: Sell S2 100000 at 1.37419 limit Strategy Position = 100000 ActualMP = 0 12/27/2013 1252 Bar = 1329 01:10:56 NewOrder: Sell S2 100000 at 1.37419 limit Strategy Position = 100000 ActualMP = 0 12/27/2013 1252 Bar = 1330 01:10:56 NewOrder: SellShort SS8 600000 at 1.37389 limit Strategy Position = 600000 ActualMP = 0 12/27/2013 1252 Bar = 1330 01:10:56 NewOrder: SellShort SS8 100000 at 1.37389 limit Strategy Position = 600000 ActualMP = 0 12/27/2013 1252 Bar = 1330 01:10:56 NewOrder: SellShort SS9 200000 at 1.37397 limit Strategy Position = 600000 ActualMP = 0 12/27/2013 1252 Bar = 1330 01:10:56 NewOrder: SellShort SS10 300000 at 1.37404 limit Strategy Position = 600000 ActualMP = 0 12/27/2013 1254 Bar = 1331 01:10:56 NewOrder: SellShort SS8 600000 at 1.37376 limit Strategy Position = 600000 ActualMP = 0 12/27/2013 1254 Bar = 1331 01:10:56 NewOrder: SellShort SS8 100000 at 1.37376 limit Strategy Position = 600000 ActualMP = 0 12/27/2013 1254 Bar = 1331 01:10:56 NewOrder: SellShort SS9 200000 at 1.37383 limit Strategy Position = 600000 ActualMP = 0 12/27/2013 1254 Bar = 1331 01:10:56 NewOrder: SellShort SS10 300000 at 1.37390 limit Strategy Position = 600000 ActualMP = 0 12/27/2013 1256 Bar = 1331 01:10:56 OrderFill: SellShort SS8 100000 at 1.37376 limit Avg Price = 1.37376 12/27/2013 1256 Bar = 1331 01:10:56 NewOrder: SellShort SS9 200000 at 1.37383 limit Strategy Position = 600000 ActualMP = 0 12/27/2013 1256 Bar = 1331 01:10:56 NewOrder: SellShort SS10 300000 at 1.37390 limit Strategy Position = 600000 ActualMP = 0 12/27/2013 1256 Bar = 1331 01:10:56 NewOrder: SellShort SS9 200000 at 1.37383 limit Strategy Position = 600000 ActualMP = 0 12/27/2013 1256 Bar = 1331 01:10:56 NewOrder: SellShort SS10 300000 at 1.37390 limit Strategy Position = 600000 ActualMP = 0