| Exec Time | Spread | Side | Qty | Pos Effect | Symbol | Exp | Strike | Type | Price | Order Type |
| 11/9/2016 14:08 | SINGLE | SELL | -1 | TO OPEN | /ESZ6 1/50 NOV 16 (Wednesday) (Wk3) | /E3CX6 | 2190 | CALL | 2.65 | LMT |
| Exec Time | Spread | Side | Qty | Pos Effect | Symbol | Exp | Strike | Type | Price | Order Type |
| 11/8/2016 9:27 | SINGLE | SELL | -1 | TO OPEN | /NGG7 1/10000 FEB 17 | /ONG7 | 2.15 | PUT | 0.029 | LMT |
| Exec Time | Spread | Side | Qty | Pos Effect | Symbol | Exp | Strike | Type | Price | Order Type | Crack |
| 13.2878 | |||||||||||
| 11/3/2016 13:50 | FUTURE | BUY | 1 | TO CLOSE | /RBG7 | 17-Feb | FUTURE | 1.4059 | MKT | ||
| 11/3/2016 13:50 | FUTURE | SELL | -1 | TO CLOSE | /CLG7 | 17-Feb | FUTURE | 45.76 | MKT |
| Exec Time | Spread | Side | Qty | Pos Effect | Symbol | Exp | Strike | Type | Price | Break Price |
| 11/3/2016 11:42 | CALENDAR | SELL | -2 | TO OPEN | FXB | 16-Dec-16 | 120 | CALL | 2.65 | 2.4 |
| BUY | 2 | TO CLOSE | FXB | 18-Nov-16 | 120 | CALL | 2 | CREDIT |
| Position Statement on 11/3/16 11:46:40 | |||||||||||
| None (using Beta Weighing on 'FXB') | |||||||||||
| Instrument | Qty | Days | Strike | Break | Mark | Delta | Theta | Vega | P/L Day | P/L Open | BP Effect |
| /M6B | 4 | 1.251325 | 1.2442 | 187.23 | 0 | 0 | $362.50 | ($178.13) | ($1,584.00) | ||
| E-Micro GBP/USD Future,Dec-2016,ETH | 4 | 46 | 1.251325 | 1.2442 | 187.23 | 0 | 0 | $362.50 | ($178.13) | ||
| FXB | -125.93 | 4.23 | -31.82 | ($20.00) | ($20.00) | ($5,390.20) | |||||
| CURRENCYSHARES BRITISH POUND STERLING TRUST | 0 | 0 | 121.38 | 0 | 0 | 0 | $0.00 | $0.00 | |||
| 100 16 DEC 16 120 CALL | -2 | 43 | 120 | 2.4 | 2.675 | -125.93 | 4.23 | -31.82 | ($20.00) | ($20.00) |
| Exec Time | Spread | Side | Qty | Pos Effect | Symbol | Exp | Strike | Type | Price | Net Price | Order Type | Crack |
| 12.5682 | ||||||||||||
| 11/1/2016 12:26 | FUTURE | BUY | 1 | TO CLOSE | /RBG7 | 17-Feb | FUTURE | 1.4421 | 1.4421 | MKT | ||
| 11/1/2016 12:26 | FUTURE | SELL | -1 | TO CLOSE | /CLG7 | 17-Feb | FUTURE | 48 | 48 | MKT | ||
| 13.4606 | ||||||||||||
| 11/1/2016 10:27 | FUTURE | SELL | -1 | TO OPEN | /RBG7 | 17-Feb | FUTURE | 1.4643 | 1.4643 | MKT | ||
| 11/1/2016 10:27 | FUTURE | BUY | 1 | TO OPEN | /CLG7 | 17-Feb | FUTURE | 48.04 | 48.04 | MKT |
| 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 |
