| Exec Time | Spread | Side | Qty | Pos Effect | Symbol | Exp | Strike | Type | Price | Net Price | Order Type | VIX | DTE |
11/1/2016 10:21 | VERTICAL | SELL | -1 | TO OPEN | VXX | 19-Jan-18 | 32 | CALL | 12.45 | 0.7 | LMT | 18 | 444 |
| BUY | 1 | TO OPEN | VXX | 19-Jan-18 | 35 | CALL | 11.75 | CREDIT |
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