Post on 23-May-2018
IN THE UNITED STATES DISTRICT COURT FOR THE SOUTHERN DISTRICT OF TEXAS
COMMODITY FUTURES ) TRADING COMMISSION, ) Case No. 4:18-cv-00260 ) ) Plaintiff, ) JURY DEMANDED ) v. ) ) KRISHNA MOHAN, )
) Defendant. )
COMPLAINT FOR INJUNCTIVE RELIEF, CIVIL MONETARY PENALTIES, AND OTHER RELIEF
Plaintiff Commodity Futures Trading Commission (“CFTC”) alleges as follows:
I. SUMMARY
1. From at least November 25, 2013 to December 17, 2013 (the “Relevant Period”),
defendant Krishna Mohan (“Mohan”) engaged in a manipulative and deceptive scheme while
placing orders for and trading futures contracts on at least two registered entities. In furtherance
of the scheme, Mohan repeatedly engaged in manipulative or deceptive acts and practices by
“spoofing” (bidding or offering with the intent to cancel the bid or offer before execution). On
tens of thousands of occasions during the Relevant Period, Mohan placed orders to buy or sell
futures contracts that he intended to cancel before execution at the time the orders were placed.
In doing so, Mohan intentionally or recklessly sent false signals of increased supply or demand
designed to trick market participants into executing against the orders he wanted filled.
2. By virtue of this conduct, as further alleged herein, Mohan engaged in acts and
practices that violated Sections 4c(a)(5)(C) and 6(c)(1) of the Commodity Exchange Act (“Act”),
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7 U.S.C. §§ 6c(a)(5)(C), 9(1) (2012), and CFTC Regulation (“Regulation”) 180.1(a)(1) and (3),
17 C.F.R. § 180.1(a)(1), (3) (2017).
3. The CFTC brings this action pursuant to Section 6c of the Act, 7 U.S.C. § 13a-1
(2012), to enjoin Mohan’s violative acts and practices and to compel Mohan’s compliance with
the Act and Regulation. In addition, the CFTC seeks civil monetary penalties and such other
relief, including but not limited to disgorgement and trading and registration prohibitions, as this
Court deems necessary or appropriate.
II. JURISDICTION AND VENUE
4. This Court has jurisdiction over this action under 28 U.S.C. § 1331 (2012)
(federal question jurisdiction) and 28 U.S.C. § 1345 (2012), which provides that district courts
have original jurisdiction over civil actions commenced by the United States or by any agency
expressly authorized to sue by Act of Congress. Section 6c(a) of the Act, 7 U.S.C. § 13a-1(a)
(2012), authorizes the CFTC to seek injunctive relief in any proper district court of the United
States against any person whenever it shall appear to the CFTC that such person has engaged, is
engaging, or is about to engage in any act or practice constituting a violation of any provision of
the Act or any rule, regulation, or order thereunder.
5. Venue properly lies with this Court pursuant to Section 6c(e) of the Act, because
Mohan transacted business in the Southern District of Texas, and acts and practices in violation
of the Act and Regulation occurred in this District.
III. PARTIES
6. Plaintiff Commodity Futures Trading Commission is the independent federal
regulatory agency charged by Congress with the administration and enforcement of the Act and
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Regulations promulgated thereunder. The CFTC is headquartered at 1155 21st Street, NW,
Washington, DC 20581.
7. Defendant Krishna Mohan is an individual with a last known address in New
York City, New York. From approximately August 2010 to March 26, 2014, Mohan was
employed by a proprietary trading firm (the “Trading Firm”) as a quantitative trader. Mohan has
never been registered with the CFTC.
IV. OTHER RELEVANT PARTIES
8. The Chicago Board of Trade (“CBOT”) is a commodity exchange located at
141 W. Jackson Boulevard, Chicago, Illinois 60604. CBOT is registered with the CFTC as a
designated contract market.
9. The Chicago Mercantile Exchange (“CME”) is a commodity exchange located
at 20 S. Wacker Street, Chicago, Illinois 60606. CME is registered with the CFTC as a
designated contract market and a swap execution facility.
10. CME Group Inc. (“CME Group”) is a Delaware corporation with its principal
place of business in Chicago, Illinois. CME Group is the holding company that owns and
operates the CBOT and CME.
V. FACTS
A. Futures Trading Background
11. A futures contract is an agreement to purchase or sell a financial instrument or
physical commodity for delivery or cash settlement in the future at a specified price. A futures
contract traded on an exchange has standard, non-negotiable contract specifications.
12. The E-mini Dow ($5) futures contract (“E-mini Dow contract”) is traded on
CBOT. There are four E-mini Dow contract months: March, June, September, and December.
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The E-mini Dow contract is cash settled so no delivery of the stocks that make up the underlying
index takes place.
13. The value of the E-mini Dow contract is the Dow Jones Industrial Average Index
multiplied by five dollars. The price is quoted in index points, and the minimum price change,
commonly called a “tick,” that is allowed during a trading session is one index point. For
example, if a trader wished to place an order above the last-traded E-mini Dow contract price of
24802 points, that trader would have to place the order at 24803 points or higher.
14. The E-mini NASDAQ 100 futures contract (“E-mini NASDAQ contract”) is
traded on CME. There are four E-mini NASDAQ contract months: March, June, September,
and December. The E-mini NASDAQ contract is cash settled so no delivery of the stocks that
make up the underlying index takes place.
15. The value of the E-mini NASDAQ contract is the NASDAQ 100 Index multiplied
by twenty dollars. The price is quoted in index points and the minimum price change, or tick,
allowed during a trading session is one-quarter of an index point (.25). For example, if a trader
wished to place an order above the last-traded E-mini NASDAQ contract price of 6292.25
points, that trader would have to place the order at 6292.50 points or higher.
16. Both the E-mini Dow contract and the E-mini NASDAQ contract trade nearly 24
hours per day from 5:00 PM Central Time on Sunday night to 4:00 PM Central Time on Friday
afternoon, except for a 15-minute window each day when trading halts from 3:15 PM to 3:30 PM
Central Time. The trading day for the E-mini Dow contract and the E-mini NASDAQ contract
generally consists of two trading sessions: the daytime session and the overnight session. The
daytime session runs from 8:30 AM to 3:15 PM Central Time and the overnight session begins
after the 15-minute trading halt and runs from 3:30 PM to 8:29:59 AM Central Time the next
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day. The daytime session corresponds with, but does not perfectly overlap, the trading day for
the stocks that make up the underlying indices, which runs from 8:30 AM to 3:00 PM Central
Time on the NYSE and NASDAQ exchanges.
17. An “order,” in the context of electronic exchange trading, is a request submitted
to an exchange to buy (“bid”) or sell (“offer” or “ask”) a certain number of a specified futures
contract. An order is for one or more contracts. Contracts may also be called “lots,” among
other things. Orders are entered into the exchange’s order book. Contracts available for
execution in the order book are sometimes referred to as “working lots.” When there exists both
a willing buyer and seller for a contract at a given price, a transaction occurs and is referred to as
a “fill” (or a “trade” or “execution”). At any time before the order is fully filled, the trader can
“cancel” the order. When an order is canceled, the contracts that have not yet been bought or
sold are pulled from the order book.
18. Each trader can view the aggregate number of contracts and number of orders that
all traders are actively bidding or offering at a given price level. Only the total numbers of
orders and contracts at various price levels are visible, not the number of traders or identities of
the traders who placed the orders. The best-bid level, or first-bid level, is the highest price at
which someone is willing to buy. The best-ask level, or first-ask level, is the lowest price at
which someone is willing to sell. The bid-ask spread is the difference between these two prices.
19. Traders can view the aggregate resting contracts and orders up to the tenth-bid
and tenth-ask levels. This combined bid and ask information is often referred to as the visible
order book and represents the visible market depth. Traders often consider information in the
order book when making trading decisions.
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20. An “iceberg order,” also known as a hidden quantity order, is an order type
offered by certain designated contract markets on electronic trading platforms whose order
quantity (i.e., number of contracts) is only partially visible in the order book to other market
participants. For example, if a trader places an iceberg order to buy forty contracts, he or she
may choose to display only one contract (or any other quantity up to the total quantity of the
iceberg order may be selected by the trader) in the order book, thereby hiding the remaining
thirty-nine contracts from view in the order book.
21. An “aggressive order” is an order that crosses the bid-ask spread. On the buy side
of the market, an aggressive buy order is placed at the best-ask price or higher so, put simply, it
is an offer to buy at a price that another trader is currently willing to sell. On the sell side of the
market, an aggressive sell order is placed at the best-bid price or lower so, put simply, it is an
offer to sell at a price that another trader is currently willing to buy. Accordingly, aggressive
orders are guaranteed to execute, at least partially, immediately after being placed.
22. A “passive order,” on the other hand, does not give up the spread in price. On the
buy side of the market, a passive buy order is placed at the best-bid price or lower; so, put
simply, it is an offer to buy at a price that is lower than the price that other traders are currently
willing to sell. On the sell side of the market, a passive sell order is placed at the best-ask price
or higher; so, put simply, it is an offer to sell at a price that is higher than the price that other
traders are currently willing to buy. Passive orders rest for at least some amount of time after
being placed and are not guaranteed to execute.
23. The E-mini Dow contract and E-mini NASDAQ contract are traded electronically
on the CME Globex trading system (“Globex”). Globex employs a matching algorithm to match
bids and offers for execution. The matching algorithm for the E-mini Dow contract and E-mini
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NASDAQ contract is known as “FIFO,” which denotes first-in, first-out. Under the FIFO
method, orders on the same side of the market (i.e., the buy side or the sell side) and at the same
price are filled based on time priority. For example, if two buy orders are placed passively at the
same bid price of 6292.50, and then an aggressive offer to sell one contract at 6292.50 enters to
market, the buy order that was placed first will have one contract fill against the sell order. Thus,
as a general rule, the order that was placed first trades first, irrespective of the order’s size. An
exception to this rule applies to iceberg orders—with iceberg orders, once the visible quantity is
completely filled, the replenishment quantity goes to the back of the time priority queue.
B. Mohan’s Manipulative and Deceptive Scheme
24. Mohan began working at the Trading Firm as a quantitative trader in
approximately August 2010. In this role, he traded futures contracts on behalf of the Trading
Firm on U.S. exchanges during the Relevant Period, including with one or more counterparties
residing in the Southern District of Texas.
25. Prior to 2013, Mohan provided technical trading support to a team of traders at
the Trading Firm and worked on the development of algorithmic trading programs and semi-
automatic trading tools. In mid-2013, Mohan began learning to trade futures contracts manually.
By early November 2013, Mohan was fully engaged in manually trading futures contracts on
behalf of the Trading Firm. Mohan connected to Globex through the Trading Firm’s trade
servers, which implemented the Trading Firm’s trading control infrastructure called “Generic
Trading Infrastructure.” During the Relevant Period, at least three Globex Operator IDs (Tag
50s IDs) were registered to Mohan and used by him to place trades at CBOT and CME. In
addition, during the Relevant Period, Mohan used the login ID “kmohan” to first access the
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Trading Firm’s proprietary system, “SuperGUI,” and then process orders through a trade server
to Globex.
26. SuperGUI provided the Trading Firm’s manual traders various tools designed to
significantly decrease the amount of time (and computer mouse clicks) required to execute
trading strategies. These tools included, among other things, the ability to: modify personal
default settings (to, for example, set automatic display quantities for iceberg orders); pre-set left
and right computer mouse buttons to defined contract order sizes; input orders by clicking price
levels on a trading ladder screen; utilize features such as an order splitter, which placed multiple
randomly-sized orders at once; or automate repetitive tasks via pre-programmed hotkeys.
27. During the Relevant Period, Mohan engaged in a manipulative and deceptive
scheme, in which he repeatedly spoofed the E-mini Dow contract and the E-mini NASDAQ
contract markets while placing orders for, and trading futures contracts through, accounts owned
by the Trading Firm (the “Scheme”). As part of this Scheme, Mohan repeatedly utilized
December 2013 and March 2014 E-mini NASDAQ contracts and December 2013 and March
2014 E-mini Dow contracts.
28. Mohan’s Scheme consisted of the following observed pattern: (1) on one side of
the market, placement of at least one passive iceberg order, showing a small visible quantity to
the market, (“Genuine Order(s)”); (2) on the opposite side of the Genuine Order, placement of
one or more fully-visible passive order(s)—often several randomly-sized orders placed using the
order splitter tool—with the intent to cancel before execution (“Spoof Order(s)”); (3) the
Genuine Order(s) and the Spoof Order(s) are available for execution at the same time; (4) at the
time he placed one or more of the Spoof Orders, Mohan’s total number of visible working lots
placed on the Spoof Order side of the market is at least nine times greater than Mohan’s total
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number of visible working lots on the Genuine Order side of the market; and (5) at the placement
of at least one of the Spoof Order(s), Mohan’s number of working lots placed on the opposite
side of the Genuine Order increases by at least forty contracts compared to the number of
working lots present on the opposite side of the Genuine Order at the placement of the Genuine
Order.
29. Instances of this pattern that last no longer than sixty seconds (as measured from
placement of the first Genuine Order to the cancellation or complete execution of the last
Genuine Order) are classified as “Events.” The pattern is often repeated sequentially on one side
of the market (e.g., with a Genuine Order(s) to buy at or below the current bid) and then on the
other side (e.g., with a Genuine Order(s) to sell at or above the current ask), and the Genuine
Orders may overlap in time. Instances where the Genuine Orders on opposite sides overlap in
time are grouped together as a single “Event.” Collectively, “Genuine Order(s)” and “Spoof
Order(s)” are referred to as “Event Orders.”
30. Mohan’s Scheme was designed to benefit financially from market participants’
reactions to his Spoof Orders. The following is a simplified explanation of how his Scheme was
intended to work, using a hypothetical example of a Spoof Order on the buy side. A large Spoof
Order to buy would result in an increase in demand in the order book (e.g., create or add to an
order book imbalance in which orders to buy outweigh orders to sell). This increase would be
visible to other market participants and may lead them to conclude that the price is likely to rise.
This conclusion, in turn, would impact market participants’ decisions, including prompting some
to attempt to purchase contracts before the predicted rise in price happens. In such a case, these
participants would place aggressive orders to buy (i.e., at a higher price than the currently resting
bids in the market), making execution of orders resting on the opposite side of the Spoof Order
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more likely. Finally, these bids would enable orders on the opposite side of the Spoof Order—
such as Mohan’s Genuine Orders—to fill sooner, at a better price, or in larger quantities than
they otherwise would.
31. During the Relevant Period, as part of the ongoing Scheme, Mohan engaged in
approximately 1,500 Events. As part of those Events, Mohan entered about 2,400 Genuine
Orders and 36,300 Spoof Orders, with most of the Spoof Orders, according to the pattern alleged
herein, quickly being cancelled.
32. Mohan intended to cancel the Spoof Orders before execution, and often did so
after his Genuine Orders were filled. The predictable sequence inherent in Mohan’s spoofing
pattern demonstrates that Mohan was not reacting to market changes when he canceled the Spoof
Orders; rather, he was carrying out a predetermined strategy that was not dependent on market
conditions.
33. By engaging in the Scheme as described herein, Mohan entered Spoof Orders
intending either to intentionally send a false signal to the market that he actually wanted to buy
or sell the number of contracts specified in the Spoof Orders, or while recklessly disregarding the
fact that entering his Spoof Orders would send such a false signal—a signal that injected false
information about supply and demand into the market that could affect market activity. Mohan
engaged in this Scheme to trick other market participants into executing against his Genuine
Orders on the opposite side of the market—to fill sooner, at a better price, or in larger quantities
than they otherwise would. Mohan knew or recklessly disregarded that the Spoof Orders would
create the false appearance of market depth and result in misinformation, thereby luring market
participants to trade based on Mohan’s spoofing. The risk that the Spoof Orders could mislead
other market participants into believing there was genuine interest in purchasing or selling the
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specified number of contracts represented by Mohan’s Spoof Orders was so obvious that Mohan
must have been aware of it. He knew that his Spoof Orders would appear in the order book and
that traders often consider order-book information in making trading decisions; thus, Mohan was,
at least, reckless with respect to the danger that his Spoof Orders would mislead other market
participants.
34. Mohan frequently canceled his Spoof Orders, only to quickly replace them with
Genuine Orders on the same side of the market as the cancelled Spoof Orders. Mohan placed
more than 450 Genuine Orders within one second or less of the cancelation of a Spoof Order(s)
and on the same side of the market as the canceled Spoof Order(s). Moreover, approximately
80% of these Genuine Orders were placed at the exact same price as the Spoof Order that was
cancelled just one second or less before, which further demonstrates Mohan’s intent to trade only
Genuine Orders.
35. In some instances, after using his Scheme to establish a position, Mohan then
used his Scheme on the other side of the market to offset the position he just established. For
example, Mohan would cancel his Spoof Orders (that were fully visible), only to quickly replace
them with Genuine Orders (placed as icebergs) followed by Spoof Orders (that were fully
visible) opposite the newly-placed Genuine Order (and thus opposite the Spoof Orders that he
had just canceled).
36. Although Mohan’s Spoof Orders were visible to the rest of the market, his
identity as the originator of those orders was not. Only the total number of orders and contracts
at various price levels are visible, not the number of traders or identities of the traders who
placed the orders. Accordingly, Mohan knew that other market participants could not see that
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the same trader had placed both the Spoof Orders and the Genuine Orders, which might have
tipped off market participants that his Spoof Orders were not bona fide.
37. Mohan concealed the size of his Genuine Orders from the rest of the market by
placing them as iceberg orders. This allowed Mohan to reveal only a small portion of his true
interest to the market—typically only one contract—while at the same time showing significant
interest on the spoof side of the market. Mohan utilized the iceberg order feature with his
Genuine Orders in order to conceal the increased supply or demand associated with his Genuine
Orders from the market. Mohan did this because the Scheme’s success depended on other
traders believing there was increased supply or demand on the spoof side of the market, not the
genuine side.
38. To further disguise his activity to the market, Mohan routinely made use of an
order splitter tool in SuperGUI to place multiple Spoof Orders at once. Mohan used the order
splitter to place approximately 99.3% of the Spoof Orders he placed in the E-mini Dow contract
market and approximately 99.8% of the Spoof Orders he placed in the E-mini NASDAQ contract
market. Mohan utilized the order splitter in order to engineer the appearance that his order
placement activity was actually originating from multiple sources and in randomized amounts
(signaling increased supply or demand from multiple sources), when in fact all of the additional
increase in supply or demand associated with the Spoof Orders placed via the order splitter
originated with Mohan.
39. Trading overnight was a key component of Mohan’s Scheme and indicative of his
wrongful intent. Mohan carried out his Scheme nearly 95% of the time during overnight
sessions, when trading volume and volatility were substantially decreased. As a result, Mohan
was able to use smaller spoofing orders (with concomitant lower financial risk) to provoke the
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market reactions he desired. Moreover, because of the reduced volume and volatility in the
overnight sessions, Mohan’s Spoof Orders were more likely to have their desired impact—to
make an execution of the Genuine Order more likely.
40. Mohan’s efforts to avoid execution of his Spoof Orders were successful. This is
reflected in the vastly diverging fill ratios corresponding with Mohan’s Genuine Orders and
Spoof Orders. Mohan placed approximately 2,400 Genuine Orders during the Relevant Period.
Of those, about 39% of the contracts associated with the Genuine Orders were filled. By
contrast, less than 1% of the contracts associated with the approximately 36,300 Spoof Orders
were filled.
41. The stark contrast in fill ratios of his Spoof Orders and Genuine Orders is even
more indicative of his illegal intent when put in context of the differing order types he used to
place Spoof and Genuine Orders. As a baseline, whether an order (such as Mohan’s Spoof
Orders) is filled is not dependent on its size; rather, orders at the same price level execute
according to time priority under the FIFO matching algorithm. Iceberg orders (such as Mohan’s
Genuine Orders), on the other hand, execute incrementally by their visible quantity under the
FIFO matching algorithm; meaning, after the visible quantity is executed, a new portion of the
iceberg becomes visible to the market and that visible amount goes to the end of the queue.
Consequently, the Genuine Orders, placed as icebergs, were less likely to fully execute (as
compared to a non-iceberg order placed at the same time) given their treatment under the FIFO
matching algorithm, which sent newly visible portions of the iceberg to the back of the queue
following an execution on a previously visible portion. The Spoof Orders, on the other hand,
were not subject to such a limitation under the matching algorithm. Yet, despite this additional
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limitation, the fill ratios show that the Genuine Orders executed frequently, whereas the Spoof
Orders did not.
42. During the Relevant Period, Mohan tended to cancel his Spoof Orders quickly
after getting filled on a Genuine Order. Mohan canceled approximately 60% of Spoof Orders
placed at the first level of the order book within one second or less of the last fill of the Genuine
Order. He cancelled approximately 84% of Spoof Orders placed at the first level of the order
book within two seconds or less of the last fill of his Genuine Order. Indeed, the closer Mohan’s
Spoof Orders were to the top of the order book (and thus the more likely to be at risk of being
filled), the quicker he cancelled those Spoof Orders following the last fill on the Genuine Order.
43. Mohan placed his Spoof Orders in a manner to avoid being filled by placing them
behind existing orders, typically at the first or second level of the order book, and by limiting
their duration. During the Relevant Period, the median duration of Mohan’s Spoof Orders in E-
mini Dow contracts was 1.7 seconds, compared with 7.5 seconds for his Genuine Orders and 8.3
seconds for his non-Event Orders. Similarly, the median duration of Mohan’s Spoof Orders in
E-mini NASDAQ contracts was 1.9 seconds, compared with 7.7 seconds for his Genuine Orders
and 4.6 seconds for his non-Event Orders. This disparity in duration between Mohan’s Spoof
Orders and non-spoof orders further indicates his intent to cancel the Spoof Orders before
execution.
44. Mohan’s Spoof Orders comprised a substantial portion of the total working lots in
the E-mini Dow and E-mini NASDAQ market order books during the Relevant Period. For
example, half of Mohan’s Spoof Orders at the best-bid/offer level in the E-mini Dow market
comprised at least 87% of the contracts available at that level and half of Mohan’s Spoof Orders
at the best-bid/offer level in the E-mini NASDAQ markets comprised at least 85% of the
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contracts available at that level. Despite representing such a significant portion of the E-mini
Dow and E-mini NASDAQ market order books, Mohan’s Spoof Orders rarely executed—further
demonstrating that Mohan did not intend for his Spoof Orders to trade.
45. Mohan’s Scheme frequently worked as planned; that is, his Spoof Orders tricked
other market participants into executing against his Genuine Orders. However, there were times
that Mohan’s Genuine Orders continued to sit, unfilled, even after he placed and canceled his
Spoof Orders; thus, not all of the Events resulted in executions of Mohan’s Genuine Orders. See
infra Section C., iv., ¶ 55. Still, the fill ratio associated with Mohan’s Genuine Orders was
approximately thirty-nine times higher than that associated with his Spoof Orders, again
demonstrating the differing intent behind his Spoof Orders and Genuine Orders.
46. Mohan’s Google Drive folder contained documents describing certain spoofing
strategies. For example, one such document references a “Smart Stuffing book.(order cancel
replace),” which would:
allow trader to control which side they want to show bluff. trader decide each level how many contracts should be put in. and contracts should be break into multiple smaller contracts in random size which overall average order size match with the entire books average size. we can also add 30,40,50 contracts into the book to mimic market makers. never throw easily detected size like 100/200/250 or 60s like 9ner. Only put bluffing orders in when book exceed 400 contract. and flipped for more than 500 ms. every 10 second add 1 lot in the existing order and minus 1 lot to make sure every order of ours will be at the back of the queue. make a butt called (refresh bluffing) All those orders are not mean to be traded. if for any reason some one flush big size and bluff order get filled, order will be sent out immediately to the price it get filled try to scratch out.
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C. Examples of Mohan’s Scheme
47. Mohan’s Scheme is illustrated in the four Events set forth below. Detailed trade
data associated with these Events is provided in Exhibits A-D to this Complaint.
i. November 27, 2013—December 2013 E-Mini Dow Contract
48. Mohan’s trading in the morning of November 27, 2013, constitutes an Event
pursuant to his Scheme. See Ex. A (displaying detailed trade data). At 8:05:39.461 AM Central
Time (denoted in hours, minutes, seconds, and milliseconds), Mohan placed an iceberg order to
buy forty E-mini Dow contracts (displaying only one contract to the market) at the second-bid
level (first Genuine Order). At 8:05:40.703 AM, Mohan placed multiple orders, via an order
splitter, to collectively sell forty E-mini Dow contracts at the second-ask level (first group of
Spoof Orders). The first group of Spoof Orders caused the total number of contracts then resting
at the second-ask level to more than quadruple. Only 630 milliseconds after entering his first
group of Spoof Orders, at 8:05:41.333 AM, Mohan’s first Genuine Order began to trade. Within
two milliseconds, or by 8:05:41.335 AM, all forty contracts of the first Genuine Order were
filled. Having completely filled the first Genuine Order, Mohan then proceeded to cancel the
first group of Spoof Orders at 8:05:42.684 AM, just over one second after the first Genuine
Order was fully filled and less than two seconds after he placed his first group of Spoof Orders.
49. Less than a second later, Mohan immediately repeated his spoofing pattern on the
other side of the market. At 8:05:43.565 AM, Mohan placed an iceberg order to sell forty E-mini
Dow contracts (again displaying only one contract to the market) at the best-ask level (second
Genuine Order). Approximately one and one-half seconds later, at 8:05:45.024 AM, Mohan
placed multiple orders, via an order splitter, to collectively buy forty E-mini Dow contracts at the
second-bid level (second group of Spoof Orders). The second group of Spoof Orders nearly
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tripled the number of contracts then resting at that level of the order book. At 8:05:45.117 AM,
only ninety-three milliseconds after he placed the second group of Spoof Orders, Mohan’s
second Genuine Order began to trade, with fourteen of the forty contracts filling by 8:05:46.239
AM. At 8:05:46.239 AM, Mohan placed another group of orders, via an order splitter, to
collectively buy forty E-mini Dow contracts at the best-bid level (third group of Spoof
Orders). The third group of Spoof Orders caused the total number of contracts at that level of the
order book to more than quadruple. One millisecond after placing the third group of Spoof
Orders, at 8:05:46.240 AM, the second Genuine Order resumed trading and its twenty-six
remaining contracts instantly filled by 8:05:46.241 AM. Having completely filled the second
Genuine Order, Mohan then proceeded to cancel the third group of Spoof Orders at 8:05:47.085
AM and the second group of Spoof Orders at 8:05:47.421 AM. Mohan’s cancellation of the
third group of Spoof Orders came less than one second after the second Genuine Order was fully
filled and less than one second after he placed the third group of Spoof orders. Mohan’s
cancellation of the second group of Spoof Orders came less than one and one-half seconds after
the second Genuine Order was fully filled and less than two and one-half seconds after he placed
the second group of Spoof orders.
ii. December 2, 2013—December 2013 E-mini NASDAQ Contract
50. Mohan executed his Scheme in the early morning of December 2, 2013, in the E-
mini NASDAQ contract. See Ex. B. At 3:01:50.862 AM Central Time, Mohan placed an
iceberg order to buy forty E-mini NASDAQ contracts (with only one contract visible to the
market) at the best-bid level (first Genuine Order). Approximately ten seconds later, at the
second-ask level, Mohan placed two groups of orders, both groups via an order splitter, to
collectively sell eighty E-mini NASDAQ contracts at 3:02:00.909 AM (first group of Spoof
Case 4:18-cv-00260 Document 1 Filed in TXSD on 01/28/18 Page 17 of 25
Orders) and 3:02:01.327 AM (second group of Spoof Orders). Together, the two groups of
Spoof Orders caused the total number of contracts then resting at that level of the order book to
more than quadruple. At 3:02:02.279 AM, approximately one second after he placed the second
group of Spoof Orders, the first Genuine Order began to trade and completely filled within four
milliseconds by 3:02:02.283 AM. Having completely filled the first Genuine Order, Mohan then
proceeded to cancel both the first group of Spoof Orders and the second group of Spoof Orders
at 3:02:02.735 AM through 3:02:02.736 AM, less than a half-second after the first Genuine
Order was fully filled. Mohan cancelled the first group of Spoof Orders and the second group of
Spoof Orders less than two seconds after he placed both groups of orders.
51. Almost two seconds later, Mohan repeated his spoofing pattern on the other side
of the market. At 3:02:04.670 AM, Mohan placed an iceberg order to sell 40 E-mini NASDAQ
contracts (with one contract showing to the market) at the best-ask level (second Genuine Order).
Approximately six seconds later, at 3:02:11.103 AM, Mohan placed multiple orders, via an order
splitter, to collectively buy forty E-mini NASDAQ contracts at the best-bid level (third group of
Spoof Orders). The third group of Spoof Orders caused the total number of contracts then
resting at that level of the order book to more than triple. The second Genuine Order
immediately began to trade at 3:02:11.104 AM, filling in full five milliseconds later at
3:02:11.109 AM. Having completely filled the second Genuine Order, Mohan then proceeded to
cancel the third group of Spoof Orders between 3:02:11.878 AM and 3:02:11.879 AM—less
than one second after the second Genuine Order fully filled and less than one second after he
placed the third group of Spoof Orders.
Case 4:18-cv-00260 Document 1 Filed in TXSD on 01/28/18 Page 18 of 25
iii. December 9, 2013–December 2013 E-mini NASDAQ Contract
52. A third example containing Genuine Orders on both sides of the market occurred
in the overnight session of December 9, 2013. See Ex. C. At 5:27:41.553 AM Central Time,
Mohan placed an iceberg order to buy forty E-mini NASDAQ contracts (showing only one
contract to the market) at the best-bid level (first Genuine Order). Just over one second later, at
5:27:42.713 AM, Mohan placed multiple orders, via an order splitter, to collectively sell forty E-
mini NASDAQ contracts at the second-ask level (first group of Spoof Orders). The first group
of Spoof Orders caused the total number of contracts then resting at that level of the order book
to increase five-fold. At 5:27:43.225 AM, approximately a half-second after placing the first
group of Spoof Orders, Mohan placed another group of orders, via an order splitter, to
collectively sell forty E-mini NASDAQ contracts at the best-ask level (the second group of
Spoof Orders). The second group of Spoof Orders caused the total number of futures contracts
then resting at that level of the order book to increase by over seven-fold. At 5:27:43.228 AM,
just three milliseconds after placing the second group of Spoof Orders, Mohan’s first Genuine
Order began to trade and seventeen of the forty contracts filled within 284 milliseconds. At
5:27:44.208 AM, Mohan canceled the second group of Spoof Orders less than one second after
the first Genuine Order was partially filled and less than one second after he placed the second
group of Spoof Orders. Mohan then cancelled the first group of Spoof Orders (which was higher
in the order book and at less risk of execution) just over a second later, at 5:27:45.480 AM. The
cancellation of the first group of Spoof Orders occurred just under two seconds after the last fill
of the first Genuine Order and less than three seconds after he placed the first group of Spoof
Orders.
Case 4:18-cv-00260 Document 1 Filed in TXSD on 01/28/18 Page 19 of 25
53. At 5:27:44.772 AM, just over one second after trading into a long position of
seventeen contracts in the E-mini NASDAQ contract (i.e., the seventeen contract buy side fill
that began at 5:27:43.228 AM referenced above in ¶ 52), Mohan placed an iceberg order to sell
seventeen E-mini NASDAQ contracts (with one contract showing to the market) at the best-ask
level (second Genuine Order). At 5:27:46.505 AM, Mohan placed multiple orders, via an order
splitter, to collectively buy forty E-mini NASDAQ contracts at the second-bid level (third group
of Spoof Orders). The third group of Spoof Orders caused the total number of contracts then
resting at the second-bid level to more than quadruple. Only 328 milliseconds later, at
5:27:46.833 AM, Mohan placed another group of orders, via an order splitter, to collectively buy
forty E-mini NASDAQ contracts at the best-bid level (fourth group of Spoof Orders). The fourth
group of Spoof Orders caused the total number of contracts then resting at that level of the order
book to more than quadruple. The second Genuine Order began to trade at 5:27:46.834 AM,
filling in full one millisecond later at 5:27:46.835 AM. At 5:27:47.568 AM, Mohan canceled
both his first Genuine Order (with twenty-three contracts remaining unsold) and his fourth group
of Spoof Orders, less than one second after the second Genuine Order was fully filled and less
than one second after he placed the fourth group of Spoof Orders. He canceled his third group of
Spoof Orders at 5:27:47.976 AM, just over one second after the second Genuine Order was fully
filled and just under one and one-half seconds after he placed the third group of Spoof Orders.
54. As part of a CME investigation regarding Mohan’s spoofing, CME staff
questioned Mohan about this particular Event during a recorded interview. Mohan refused to
answer any questions related to this Event, including specific questions about whether he
intended to cancel the orders described above before execution. Mohan similarly refused to
answer questions regarding other examples of order placement activity that CME staff showed to
Case 4:18-cv-00260 Document 1 Filed in TXSD on 01/28/18 Page 20 of 25
him during the interview. Mohan also refused to answer questions on related subjects, such as
his order splitter usage, the purpose of his iceberg order usage, and the cancellation rates
associated with his order placement activity.
iv. December 3, 2013–December 2013 E-mini NASDAQ Contract
55. Mohan’s trading in the early morning hours of December 3, 2013, shows an Event
that did not result in execution of the Genuine Order, contrary to Mohan’s plan. See Ex. D. At
2:34:47.807 AM Central Time, Mohan placed an iceberg order to buy forty E-mini NASDAQ
contracts (showing only one to the market) at the best-bid level (Genuine Order). Approximately
one second later, at 2:34:48.887 AM, he placed multiple orders, via an order splitter, to
collectively sell forty E-mini NASDAQ contracts at the best-ask level (first group of Spoof
Orders) and quickly canceled the first group of Spoof Orders 712 milliseconds later. Between
2:34:50.767 AM and 2:34:50.768, Mohan then placed another group of orders, via an order
splitter, to collectively sell forty E-mini NASDAQ contracts at the second-ask level (second
group of Spoof Orders), followed 455 milliseconds later, at 2:34:51.223 AM, by yet another
group of orders, via an order splitter, to collectively sell forty E-mini NASDAQ contracts at the
best-ask level (third group of Spoof Orders). At 2:34:51.847 AM, Mohan canceled his third
group of Spoof Orders only 624 milliseconds after placing them; and, at 2:34:52.407 AM, he
canceled his second group of Spoof Orders less than two seconds after placing them. Mohan let
his Genuine Order rest slightly longer, but canceled it in full at 2:34:53.062 AM, just over five
seconds after he placed it.
Case 4:18-cv-00260 Document 1 Filed in TXSD on 01/28/18 Page 21 of 25
VI. VIOLATIONS OF THE COMMODITY EXCHANGE ACT
COUNT I
VIOLATIONS OF SECTION 4c(a)(5)(C) OF THE ACT, 7 U.S.C. § 6c(a)(5)(C)
Spoofing
56. Paragraphs 1 through 55 are re-alleged and incorporated herein by reference.
57. By reason of the conduct described above, Mohan engaged in trading, practices,
or conduct on or subject to the rules of a registered entity that is, is of the character of, or is
commonly known to the trade as, “spoofing” (bidding or offering with the intent to cancel the
bid or offer before execution).
58. In placing each Spoof Order, Mohan acted with the intent to cancel the bid or
offer before execution.
59. By reason of the foregoing, Mohan violated Section 4c(a)(5)(C) of the Act,
7 U.S.C. § 6c(a)(5)(C) (2012).
60. Each Spoof Order constitutes a separate and distinct violation of Section
4c(a)(5)(C) of the Act.
COUNT II
VIOLATIONS OF SECTION 6(c)(1) OF THE ACT, 7 U.S.C. § 9(1), AND REGULATION 180.1(a)(1) AND (3), 17 C.F.R. § 180.1(a)(1), (3)
Use of Manipulative Device, Scheme, or Artifice
61. The allegations set forth in paragraphs 1 through 55 are re-alleged and
incorporated herein by reference.
62. By reason of the conduct described above, Mohan, in connection with a contract
for future delivery on a registered entity, intentionally or recklessly: (1) used or employed, or
attempted to use or employ, manipulative devices, schemes, or artifices to defraud; or
Case 4:18-cv-00260 Document 1 Filed in TXSD on 01/28/18 Page 22 of 25
(2) engaged, or attempted to engage, in acts, practices, or courses of business, which operated or
would have operated as a fraud or deceit upon market participants.
63. Mohan acted intentionally or recklessly.
64. By reason of the foregoing, Mohan violated Section 6(c)(1) of the Act, 7 U.S.C.
§ 9(1) (2012), and Regulation 180.1(a)(1) and (3), 17 C.F.R. § 180.1(a)(1), (3) (2017).
65. Each Spoof Order, Event, and Scheme constitutes a separate and distinct violation
of Section 6(c)(1) of the Act and Regulation 180.1(a)(1) and (3).
VII. RELIEF REQUESTED
WHEREFORE, the CFTC respectfully requests that the Court, as authorized by
Section 6c of the Act, 7 U.S.C. §13a-1 (2012), and pursuant to its own equitable powers:
A. Enter an order finding that Mohan violated Sections 4c(a)(5)(C) and 6(c)(1) of the
Act, 7 U.S.C. §§ 6c(a)(5)(C), 9(1) (2012), and Regulation 180.1(a)(1) and (3),
17 C.F.R. § 180.1(a)(1), (3) (2017);
B. Enter an order of permanent injunction enjoining Mohan and his affiliates, agents,
servants, employees, successors, assigns, attorneys, and all persons in active concert with him
who receive actual notice of such order by personal service or otherwise, from violating Sections
4c(a)(5)(C) and 6(c)(1) of the Act and Regulation 180.1(a)(1) and (3);
C. Enter an order of permanent injunction enjoining Mohan and his affiliates, agents,
servants, employees, successors, assigns, attorneys, and all persons in active concert with him,
from directly or indirectly:
1. Trading on or subject to the rules of any registered entity (as that term is defined in Section 1a(40) of the Act, 7 U.S.C. § 1a(40) (2012));
2. Entering into any transactions involving “commodity interests” (as that
term is defined in Regulation 1.3(yy), 17 C.F.R. § 1.3(yy) (2017)) for his
Case 4:18-cv-00260 Document 1 Filed in TXSD on 01/28/18 Page 23 of 25
own personal account or for any account in which he has a direct or indirect interest;
3. Having any commodity interests traded on his behalf; 4. Controlling or directing the trading for or on behalf of any person or
entity, whether by power of attorney or otherwise, in any account involving commodity interests;
5. Soliciting, receiving, or accepting any funds from any person for the
purpose of purchasing or selling any commodity interests; 6. Applying for registration or claiming exemption from registration with the
CFTC in any capacity, and engaging in any activity requiring such registration or exemption from registration with the CFTC, except as provided for in Regulation 4.14(a)(9), 17 C.F.R. § 4.14(a)(9) (2017); and/or
7. Acting as a principal (as that term is defined in Regulation 3.1(a),
17 C.F.R. § 3.1(a) (2017)), agent or any other officer or employee of any person (as that term is defined in Section 1a(38) of the Act, 7 U.S.C. § 1a(38) (2012)), registered, exempted from registration or required to be registered with the CFTC except as provided for in Regulation 4.14(a)(9), 17 C.F.R. § 4.14(a)(9) (2017).
D. Enter an order directing Mohan to be assessed by the Court, in an amount not to
exceed the penalty prescribed by Section 6c(d)(1) of the Act, 7 U.S.C. § 13a-1(d)(1) (2012), as
adjusted for inflation pursuant to the Federal Civil Penalties Inflation Adjustment Act
Improvements Act of 2015, Pub. L. 114-74, 129 Stat. 584 (2015), title VII, Section 701, see
Regulation 143.8, 17 C.F.R. § 143.8 (2017), for each violation of the Act, as described herein;
E. Enter an order requiring Mohan to pay costs and fees, as permitted by 28 U.S.C.
§§ 1920 and 2412(a)(2) (2012); and
F. Enter an order providing for such other and further remedial and ancillary relief,
including, but not limited to, disgorgement, as the Court may deem necessary and appropriate.
Case 4:18-cv-00260 Document 1 Filed in TXSD on 01/28/18 Page 24 of 25
Dated: January 28, 2018 Respectfully submitted,
PLAINTIFF COMMODITY FUTURES TRADING COMMISSION
s/ Peter L. Riggs
Peter L. Riggs (pro hac vice pending), Attorney in Charge (Missouri Bar #57268) Rachel A. Hayes (pro hac vice pending) (Missouri Bar #48713) Rebecca S. Jelinek (pro hac vice pending) (Missouri Bar #53586)
Commodity Futures Trading Commission 4900 Main Street, Ste. 500 Kansas City, Missouri 64112 Telephone: (816) 960-7700 Facsimile: (816) 960-7751
priggs@cftc.gov rhayes@cftc.gov rjelinek@cftc.gov
Attorneys for Plaintiff
Case 4:18-cv-00260 Document 1 Filed in TXSD on 01/28/18 Page 25 of 25
Exhibit A
TO COMPLAINT FOR INJUNCTIVE RELIEF, CIVIL MONETARY PENALTIES,
AND OTHER RELIEF
Case 4:18-cv-00260 Document 1-1 Filed in TXSD on 01/28/18 Page 1 of 10
Date: N
ov 27, 201
3Decem
ber 2
013 E‐mini D
ow Con
tracts
Moh
an Activity
Row
Time (CST)
BidQ
ty2
BidC
nt2
BidP
x2BidQ
ty1
BidC
nt1
BidP
x1Tag50
Actio
nSide
Qty
Remaining
Qty
Display
Qty
Price
Type
AskP
x1AskC
nt1
AskQ
ty1
AskP
x2AskC
nt2
AskQ
ty2
AskP
x3AskC
nt3
AskQ
ty3
1805:39.461
YB01
Order
B40
40116081Gen
uine
2805:39.461
1611
16081
21
16082
16083
712
16084
812
16085
1720
3805:39.822
1611
16081
21
16082
16083
813
16084
812
16085
1720
4805:39.823
1611
16081
21
16082
16083
813
16084
913
16085
1720
5805:40.703
YB01
Order
S4
4016084Spoo
f6
805:40.703
1611
16081
21
16082
16083
813
16084
1017
16085
1720
7805:40.703
YB01
Order
S4
4016084Spoo
f8
805:40.703
1611
16081
21
16082
16083
813
16084
1121
16085
1720
9805:40.703
YB01
Order
S8
8016084Spoo
f10
805:40.703
1611
16081
21
16082
16083
813
16084
1229
16085
1720
11805:40.703
YB01
Order
S3
3016084Spoo
f12
805:40.703
1611
16081
21
16082
16083
813
16084
1332
16085
1720
13805:40.703
YB01
Order
S4
4016084Spoo
f14
805:40.703
1611
16081
21
16082
16083
813
16084
1436
16085
1720
15805:40.703
YB01
Order
S4
4016084Spoo
f16
805:40.703
1611
16081
21
16082
16083
813
16084
1540
16085
1720
17805:40.703
YB01
Order
S7
7016084Spoo
f18
805:40.703
1611
16081
21
16082
16083
813
16084
1647
16085
1720
19805:40.703
YB01
Order
S6
6016084Spoo
f20
805:40.703
1611
16081
21
16082
16083
813
16084
1753
16085
1720
21805:40.704
2320
16080
1611
16081
16083
813
16084
1753
16085
1720
22805:40.704
2320
16080
1611
16081
16083
813
16084
1753
16085
1720
23805:40.704
2320
16080
1611
16081
16083
813
16084
1753
16085
1720
24805:40.704
2320
16080
1510
16081
16083
813
16084
1753
16085
1720
25805:40.704
2320
16080
139
16081
16083
813
16084
1753
16085
1720
26805:40.704
2320
16080
139
16081
16082
13
16083
813
16084
1753
27805:40.704
2320
16080
139
16081
16082
13
16083
813
16084
1753
28805:40.704
2320
16080
139
16081
16082
13
16083
813
16084
1753
29805:40.704
2320
16080
128
16081
16082
13
16083
813
16084
1753
30805:40.705
2320
16080
128
16081
16082
25
16083
813
16084
1753
31805:40.705
2320
16080
117
16081
16082
25
16083
813
16084
1753
32805:40.705
2320
16080
117
16081
16082
25
16083
813
16084
1753
33805:40.705
2320
16080
117
16081
16082
25
16083
813
16084
1753
34805:40.705
2320
16080
117
16081
16082
25
16083
813
16084
1753
35805:40.705
2320
16080
86
16081
16082
25
16083
813
16084
1753
36805:40.705
2320
16080
86
16081
16082
25
16083
914
16084
1753
37805:40.705
2320
16080
65
16081
16082
25
16083
914
16084
1753
38805:40.705
2320
16080
65
16081
16082
25
16083
1015
16084
1753
39805:40.705
2320
16080
54
16081
16082
25
16083
1015
16084
1753
40805:40.706
2320
16080
54
16081
16082
38
16083
1015
16084
1753
41805:40.717
2320
16080
54
16081
16082
38
16083
1015
16084
1753
42805:40.717
2320
16080
54
16081
16082
38
16083
1015
16084
1753
43805:40.738
2320
16080
54
16081
16082
38
16083
1015
16084
1753
44805:40.738
2320
16080
54
16081
16082
38
16083
1015
16084
1753
45805:41.203
2320
16080
33
16081
16082
38
16083
1015
16084
1753
46805:41.203
2320
16080
33
16081
16082
38
16083
1116
16084
1753
47805:41.204
2320
16080
22
16081
16082
38
16083
1116
16084
1753
Bid Side
Market D
epth
Ask Side
Market D
epth
EXHIBIT A
Page 1 of 9
Case 4:18-cv-00260 Document 1-1 Filed in TXSD on 01/28/18 Page 2 of 10
Date: N
ov 27, 201
3Decem
ber 2
013 E‐mini D
ow Con
tracts
Moh
an Activity
Row
Time (CST)
BidQ
ty2
BidC
nt2
BidP
x2BidQ
ty1
BidC
nt1
BidP
x1Tag50
Actio
nSide
Qty
Remaining
Qty
Display
Qty
Price
Type
AskP
x1AskC
nt1
AskQ
ty1
AskP
x2AskC
nt2
AskQ
ty2
AskP
x3AskC
nt3
AskQ
ty3
Bid Side
Market D
epth
Ask Side
Market D
epth
48805:41.204
2320
16080
22
16081
16082
38
16083
1116
16084
1753
49805:41.205
2219
16080
22
16081
16082
38
16083
1116
16084
1753
50805:41.333
YB01
Trad
eB
139
016081Gen
uine
51805:41.333
YB01
Trad
eB
138
016081Gen
uine
52805:41.333
YB01
Trad
eB
137
016081Gen
uine
53805:41.333
2219
16080
11
16081
16082
38
16083
1116
16084
1753
54805:41.334
YB01
Trad
eB
136
016081Gen
uine
55805:41.334
YB01
Trad
eB
135
016081Gen
uine
56805:41.334
YB01
Trad
eB
134
016081Gen
uine
57805:41.334
YB01
Trad
eB
133
016081Gen
uine
58805:41.334
YB01
Trad
eB
132
016081Gen
uine
59805:41.334
YB01
Trad
eB
131
016081Gen
uine
60805:41.334
YB01
Trad
eB
130
016081Gen
uine
61805:41.334
YB01
Trad
eB
129
016081Gen
uine
62805:41.334
YB01
Trad
eB
128
016081Gen
uine
63805:41.334
YB01
Trad
eB
127
016081Gen
uine
64805:41.334
YB01
Trad
eB
126
016081Gen
uine
65805:41.334
YB01
Trad
eB
125
016081Gen
uine
66805:41.334
YB01
Trad
eB
124
016081Gen
uine
67805:41.334
YB01
Trad
eB
123
016081Gen
uine
68805:41.334
YB01
Trad
eB
122
016081Gen
uine
69805:41.334
YB01
Trad
eB
121
016081Gen
uine
70805:41.334
YB01
Trad
eB
120
016081Gen
uine
71805:41.334
YB01
Trad
eB
119
016081Gen
uine
72805:41.334
YB01
Trad
eB
118
016081Gen
uine
73805:41.334
YB01
Trad
eB
117
016081Gen
uine
74805:41.334
YB01
Trad
eB
116
016081Gen
uine
75805:41.335
YB01
Trad
eB
115
016081Gen
uine
76805:41.335
YB01
Trad
eB
114
016081Gen
uine
77805:41.335
YB01
Trad
eB
113
016081Gen
uine
78805:41.335
YB01
Trad
eB
112
016081Gen
uine
79805:41.335
YB01
Trad
eB
111
016081Gen
uine
80805:41.335
YB01
Trad
eB
110
016081Gen
uine
81805:41.335
YB01
Trad
eB
19
016081Gen
uine
82805:41.335
YB01
Trad
eB
18
016081Gen
uine
83805:41.335
YB01
Trad
eB
17
016081Gen
uine
84805:41.335
YB01
Trad
eB
16
016081Gen
uine
85805:41.335
YB01
Trad
eB
15
016081Gen
uine
86805:41.335
YB01
Trad
eB
14
016081Gen
uine
87805:41.335
YB01
Trad
eB
13
016081Gen
uine
88805:41.335
YB01
Trad
eB
12
016081Gen
uine
89805:41.335
YB01
Trad
eB
20
016081Gen
uine
90805:41.335
2018
16080
11
16081
16082
38
16083
1116
16084
1753
91805:41.335
2018
16080
11
16081
16082
49
16083
1116
16084
1753
92805:41.335
2515
16079
2018
16080
16082
49
16083
1116
16084
1753
93805:41.335
2515
16079
2018
16080
16082
49
16083
1116
16084
1753
94805:41.336
2515
16079
2018
16080
16082
510
16083
1116
16084
1753
EXHIBIT A
Page 2 of 9
Case 4:18-cv-00260 Document 1-1 Filed in TXSD on 01/28/18 Page 3 of 10
Date: N
ov 27, 201
3Decem
ber 2
013 E‐mini D
ow Con
tracts
Moh
an Activity
Row
Time (CST)
BidQ
ty2
BidC
nt2
BidP
x2BidQ
ty1
BidC
nt1
BidP
x1Tag50
Actio
nSide
Qty
Remaining
Qty
Display
Qty
Price
Type
AskP
x1AskC
nt1
AskQ
ty1
AskP
x2AskC
nt2
AskQ
ty2
AskP
x3AskC
nt3
AskQ
ty3
Bid Side
Market D
epth
Ask Side
Market D
epth
95805:41.336
2515
16079
2018
16080
16082
510
16083
1116
16084
1753
96805:41.336
2515
16079
2018
16080
16082
510
16083
1116
16084
1753
97805:41.336
2515
16079
2419
16080
16082
510
16083
1116
16084
1753
98805:41.336
2515
16079
2419
16080
16082
510
16083
1116
16084
1753
99805:41.336
2515
16079
2419
16080
16082
510
16083
1116
16084
1753
100
805:41.336
2419
16080
11
16081
16082
510
16083
1116
16084
1753
101
805:41.336
2419
16080
22
16081
16082
510
16083
1116
16084
1753
102
805:41.336
2419
16080
22
16081
16082
47
16083
1116
16084
1753
103
805:41.336
2419
16080
43
16081
16082
47
16083
1116
16084
1753
104
805:41.336
2515
16079
2419
16080
16082
47
16083
1116
16084
1753
105
805:41.336
2515
16079
2419
16080
16082
47
16083
1116
16084
1753
106
805:41.336
2515
16079
2419
16080
16081
11
16082
47
16083
1116
107
805:41.336
2515
16079
2419
16080
16081
11
16082
58
16083
1116
108
805:41.336
2515
16079
2419
16080
16081
11
16082
58
16083
1116
109
805:41.336
2515
16079
2419
16080
16081
11
16082
58
16083
1116
110
805:41.336
2515
16079
2419
16080
16082
58
16083
1116
16084
1753
111
805:41.336
2515
16079
2419
16080
16082
22
16083
1116
16084
1753
112
805:41.336
2515
16079
2419
16080
16082
22
16083
1116
16084
1753
113
805:41.336
2515
16079
2419
16080
16083
1116
16084
1753
16085
1821
114
805:41.336
2515
16079
2419
16080
16083
1116
16084
1753
16085
1821
115
805:41.336
2414
16079
2419
16080
16083
1116
16084
1753
16085
1821
116
805:41.336
2419
16080
31
16081
16083
1116
16084
1753
16085
1821
117
805:41.336
2419
16080
31
16081
16082
13
16083
1116
16084
1753
118
805:41.336
2419
16080
92
16081
16082
13
16083
1116
16084
1753
119
805:41.337
2419
16080
92
16081
16082
13
16083
1116
16084
1753
120
805:41.337
2419
16080
92
16081
16082
13
16083
1116
16084
1753
121
805:41.337
2419
16080
92
16081
16082
13
16083
1116
16084
1753
122
805:41.337
2419
16080
92
16081
16082
13
16083
1116
16084
1753
123
805:41.337
2419
16080
92
16081
16082
13
16083
1116
16084
1753
124
805:41.337
2419
16080
103
16081
16082
13
16083
1116
16084
1753
125
805:41.337
2419
16080
103
16081
16082
26
16083
1116
16084
1753
126
805:41.337
2419
16080
114
16081
16082
26
16083
1116
16084
1753
127
805:41.337
2318
16080
114
16081
16082
26
16083
1116
16084
1753
128
805:41.337
2318
16080
145
16081
16082
26
16083
1116
16084
1753
129
805:41.337
2318
16080
145
16081
16082
13
16083
1116
16084
1753
130
805:41.337
2318
16080
156
16081
16082
13
16083
1116
16084
1753
131
805:41.337
2318
16080
156
16081
16082
13
16083
1116
16084
1753
132
805:41.337
2318
16080
156
16081
16082
13
16083
1116
16084
1753
133
805:41.337
2318
16080
156
16081
16082
25
16083
1116
16084
1753
134
805:41.337
2318
16080
156
16081
16082
25
16083
1116
16084
1753
135
805:41.337
2318
16080
156
16081
16082
36
16083
1116
16084
1753
136
805:41.337
2318
16080
156
16081
16082
36
16083
1116
16084
1753
137
805:41.337
2318
16080
156
16081
16082
36
16083
1116
16084
1753
138
805:41.337
2318
16080
145
16081
16082
36
16083
1116
16084
1753
139
805:41.338
2318
16080
145
16081
16082
22
16083
1116
16084
1753
140
805:41.338
2318
16080
156
16081
16082
22
16083
1116
16084
1753
141
805:41.339
2117
16080
156
16081
16082
22
16083
1116
16084
1753
EXHIBIT A
Page 3 of 9
Case 4:18-cv-00260 Document 1-1 Filed in TXSD on 01/28/18 Page 4 of 10
Date: N
ov 27, 201
3Decem
ber 2
013 E‐mini D
ow Con
tracts
Moh
an Activity
Row
Time (CST)
BidQ
ty2
BidC
nt2
BidP
x2BidQ
ty1
BidC
nt1
BidP
x1Tag50
Actio
nSide
Qty
Remaining
Qty
Display
Qty
Price
Type
AskP
x1AskC
nt1
AskQ
ty1
AskP
x2AskC
nt2
AskQ
ty2
AskP
x3AskC
nt3
AskQ
ty3
Bid Side
Market D
epth
Ask Side
Market D
epth
142
805:41.339
2117
16080
156
16081
16082
33
16083
1116
16084
1753
143
805:41.341
2117
16080
156
16081
16082
33
16083
1116
16084
1753
144
805:41.343
2117
16080
156
16081
16082
33
16083
1116
16084
1753
145
805:41.343
2117
16080
167
16081
16082
33
16083
1116
16084
1753
146
805:41.348
2117
16080
167
16081
16082
33
16083
1217
16084
1753
147
805:41.350
2117
16080
167
16081
16082
33
16083
1217
16084
1854
148
805:41.350
2117
16080
167
16081
16082
33
16083
1217
16084
1854
149
805:41.353
2117
16080
167
16081
16082
33
16083
1217
16084
1854
150
805:41.353
2117
16080
167
16081
16082
33
16083
1217
16084
1854
151
805:41.361
2117
16080
167
16081
16082
33
16083
1217
16084
1854
152
805:41.361
2117
16080
167
16081
16082
33
16083
1217
16084
1854
153
805:41.372
2117
16080
167
16081
16082
33
16083
1116
16084
1854
154
805:41.411
2117
16080
136
16081
16082
33
16083
1116
16084
1854
155
805:41.411
2117
16080
136
16081
16082
33
16083
1116
16084
1854
156
805:41.413
2117
16080
136
16081
16082
44
16083
1116
16084
1854
157
805:41.419
2117
16080
136
16081
16082
44
16083
1116
16084
1854
158
805:41.421
2117
16080
136
16081
16082
44
16083
1116
16084
1854
159
805:41.443
2117
16080
136
16081
16082
44
16083
1116
16084
1854
160
805:41.443
2117
16080
136
16081
16082
44
16083
1116
16084
1854
161
805:41.535
2117
16080
136
16081
16082
44
16083
1116
16084
1854
162
805:41.536
2117
16080
136
16081
16082
44
16083
1015
16084
1854
163
805:41.594
2117
16080
147
16081
16082
44
16083
1015
16084
1854
164
805:41.594
2117
16080
147
16081
16082
44
16083
1015
16084
1854
165
805:41.615
2218
16080
147
16081
16082
44
16083
1015
16084
1854
166
805:41.839
2218
16080
147
16081
16082
33
16083
1015
16084
1854
167
805:41.839
2218
16080
147
16081
16082
33
16083
914
16084
1854
168
805:41.839
2218
16080
158
16081
16082
33
16083
914
16084
1854
169
805:42.420
2218
16080
189
16081
16082
33
16083
914
16084
1854
170
805:42.421
2319
16080
189
16081
16082
33
16083
914
16084
1854
171
805:42.684
YB01
Cancel
S6
0016084Spoo
f172
805:42.684
2319
16080
189
16081
16082
33
16083
914
16084
1748
173
805:42.684
YB01
Cancel
S3
0016084Spoo
f174
805:42.684
2319
16080
189
16081
16082
33
16083
914
16084
1645
175
805:42.684
YB01
Cancel
S4
0016084Spoo
f176
805:42.684
2319
16080
189
16081
16082
33
16083
914
16084
1541
177
805:42.684
YB01
Cancel
S4
0016084Spoo
f178
805:42.685
2319
16080
189
16081
16082
33
16083
914
16084
1437
179
805:42.685
YB01
Cancel
S4
0016084Spoo
f180
805:42.685
2319
16080
189
16081
16082
33
16083
914
16084
1333
181
805:42.685
YB01
Cancel
S4
0016084Spoo
f182
805:42.685
2319
16080
189
16081
16082
33
16083
914
16084
1229
183
805:42.685
YB01
Cancel
S7
0016084Spoo
f184
805:42.685
2319
16080
189
16081
16082
33
16083
914
16084
1122
185
805:42.685
YB01
Cancel
S8
0016084Spoo
f186
805:42.685
2319
16080
189
16081
16082
33
16083
914
16084
1014
187
805:42.685
2319
16080
189
16081
16083
914
16084
1014
16085
1720
188
805:42.685
2319
16080
189
16081
16083
914
16084
1014
16085
1720
EXHIBIT A
Page 4 of 9
Case 4:18-cv-00260 Document 1-1 Filed in TXSD on 01/28/18 Page 5 of 10
Date: N
ov 27, 201
3Decem
ber 2
013 E‐mini D
ow Con
tracts
Moh
an Activity
Row
Time (CST)
BidQ
ty2
BidC
nt2
BidP
x2BidQ
ty1
BidC
nt1
BidP
x1Tag50
Actio
nSide
Qty
Remaining
Qty
Display
Qty
Price
Type
AskP
x1AskC
nt1
AskQ
ty1
AskP
x2AskC
nt2
AskQ
ty2
AskP
x3AskC
nt3
AskQ
ty3
Bid Side
Market D
epth
Ask Side
Market D
epth
189
805:42.685
2319
16080
189
16081
16083
914
16084
1014
16085
1720
190
805:42.686
189
16081
31
16082
16083
914
16084
1014
16085
1720
191
805:42.686
189
16081
31
16082
16083
914
16084
1014
16085
1720
192
805:42.686
189
16081
31
16082
16083
813
16084
1014
16085
1720
193
805:42.686
189
16081
31
16082
16083
813
16084
1014
16085
1720
194
805:42.686
189
16081
31
16082
16083
813
16084
1014
16085
1720
195
805:42.686
189
16081
31
16082
16083
710
16084
1014
16085
1720
196
805:42.686
189
16081
31
16082
16083
710
16084
1014
16085
1720
197
805:42.686
189
16081
31
16082
16083
710
16084
1014
16085
1720
198
805:42.686
189
16081
42
16082
16083
710
16084
1014
16085
1720
199
805:42.686
189
16081
53
16082
16083
710
16084
1014
16085
1720
200
805:42.717
189
16081
53
16082
16083
710
16084
1014
16085
1720
201
805:42.717
189
16081
53
16082
16083
710
16084
1014
16085
1720
202
805:42.717
189
16081
53
16082
16083
710
16084
1014
16085
1720
203
805:42.717
189
16081
53
16082
16083
710
16084
1014
16085
1720
204
805:42.762
189
16081
53
16082
16083
69
16084
1014
16085
1720
205
805:42.763
189
16081
53
16082
16083
58
16084
1014
16085
1720
206
805:42.878
189
16081
53
16082
16083
47
16084
1014
16085
1720
207
805:42.879
189
16081
64
16082
16083
47
16084
1014
16085
1720
208
805:42.879
1910
16081
64
16082
16083
47
16084
1014
16085
1720
209
805:42.897
1910
16081
64
16082
16083
33
16084
1014
16085
1720
210
805:42.897
1910
16081
75
16082
16083
33
16084
1014
16085
1720
211
805:42.897
1910
16081
75
16082
16083
33
16084
1014
16085
1619
212
805:42.922
1910
16081
75
16082
16083
33
16084
913
16085
1619
213
805:43.185
2111
16081
75
16082
16083
33
16084
913
16085
1619
214
805:43.185
2111
16081
75
16082
16083
33
16084
812
16085
1619
215
805:43.565
YB01
Order
S40
40116083Gen
uine
216
805:43.565
2111
16081
75
16082
16083
44
16084
812
16085
1619
217
805:44.757
2111
16081
64
16082
16083
44
16084
812
16085
1619
218
805:45.024
YB01
Order
B2
2016081Spoo
f219
805:45.024
2312
16081
64
16082
16083
44
16084
812
16085
1619
220
805:45.024
YB01
Order
B6
6016081Spoo
f221
805:45.024
2913
16081
64
16082
16083
44
16084
812
16085
1619
222
805:45.024
YB01
Order
B3
3016081Spoo
f223
805:45.024
3214
16081
64
16082
16083
44
16084
812
16085
1619
224
805:45.024
YB01
Order
B1
1016081Spoo
f225
805:45.024
3315
16081
64
16082
16083
44
16084
812
16085
1619
226
805:45.024
YB01
Order
B7
7016081Spoo
f227
805:45.024
4016
16081
64
16082
16083
44
16084
812
16085
1619
228
805:45.024
YB01
Order
B7
7016081Spoo
f229
805:45.024
4717
16081
64
16082
16083
44
16084
812
16085
1619
230
805:45.024
YB01
Order
B2
2016081Spoo
f231
805:45.024
4918
16081
64
16082
16083
44
16084
812
16085
1619
232
805:45.024
YB01
Order
B7
7016081Spoo
f233
805:45.024
5619
16081
64
16082
16083
44
16084
812
16085
1619
234
805:45.024
YB01
Order
B1
1016081Spoo
f235
805:45.024
5720
16081
64
16082
16083
44
16084
812
16085
1619
EXHIBIT A
Page 5 of 9
Case 4:18-cv-00260 Document 1-1 Filed in TXSD on 01/28/18 Page 6 of 10
Date: N
ov 27, 201
3Decem
ber 2
013 E‐mini D
ow Con
tracts
Moh
an Activity
Row
Time (CST)
BidQ
ty2
BidC
nt2
BidP
x2BidQ
ty1
BidC
nt1
BidP
x1Tag50
Actio
nSide
Qty
Remaining
Qty
Display
Qty
Price
Type
AskP
x1AskC
nt1
AskQ
ty1
AskP
x2AskC
nt2
AskQ
ty2
AskP
x3AskC
nt3
AskQ
ty3
Bid Side
Market D
epth
Ask Side
Market D
epth
236
805:45.024
YB01
Order
B3
3016081Spoo
f237
805:45.024
6021
16081
64
16082
16083
44
16084
812
16085
1619
238
805:45.024
YB01
Order
B1
1016081Spoo
f239
805:45.024
6122
16081
64
16082
16083
44
16084
812
16085
1619
240
805:45.117
YB01
Trad
eS
139
016083Gen
uine
241
805:45.117
YB01
Trad
eS
138
016083Gen
uine
242
805:45.117
YB01
Trad
eS
137
016083Gen
uine
243
805:45.117
YB01
Trad
eS
136
016083Gen
uine
244
805:45.117
YB01
Trad
eS
135
016083Gen
uine
245
805:45.117
6122
16081
64
16082
16083
11
16084
812
16085
1619
246
805:45.118
YB01
Trad
eS
134
016083Gen
uine
247
805:45.118
YB01
Trad
eS
133
016083Gen
uine
248
805:45.118
YB01
Trad
eS
132
016083Gen
uine
249
805:45.118
YB01
Trad
eS
131
016083Gen
uine
250
805:45.118
YB01
Trad
eS
130
016083Gen
uine
251
805:45.118
YB01
Trad
eS
129
016083Gen
uine
252
805:45.118
6122
16081
75
16082
16083
11
16084
812
16085
1619
253
805:45.118
6122
16081
106
16082
16083
11
16084
812
16085
1619
254
805:45.118
6122
16081
117
16082
16083
11
16084
812
16085
1619
255
805:45.118
6122
16081
117
16082
16083
11
16084
812
16085
1619
256
805:45.118
6122
16081
117
16082
16083
11
16084
812
16085
1518
257
805:45.119
YB01
Trad
eS
128
016083Gen
uine
258
805:45.119
6122
16081
128
16082
16083
11
16084
812
16085
1518
259
805:45.119
6122
16081
128
16082
16083
11
16084
812
16085
1518
260
805:45.119
6122
16081
128
16082
16083
11
16084
711
16085
1518
261
805:45.119
6122
16081
128
16082
16083
11
16084
711
16085
1619
262
805:45.120
YB01
Trad
eS
127
016083Gen
uine
263
805:45.121
6122
16081
128
16082
16083
11
16084
812
16085
1619
264
805:46.239
YB01
Trad
eS
126
016083Gen
uine
265
805:46.239
YB01
Order
B8
8016082Spoo
f266
805:46.239
6122
16081
209
16082
16083
11
16084
812
16085
1619
267
805:46.239
YB01
Order
B7
7016082Spoo
f268
805:46.239
6122
16081
2710
16082
16083
11
16084
812
16085
1619
269
805:46.239
YB01
Order
B6
6016082Spoo
f270
805:46.239
6122
16081
3311
16082
16083
11
16084
812
16085
1619
271
805:46.239
YB01
Order
B4
4016082Spoo
f272
805:46.239
6122
16081
3712
16082
16083
11
16084
812
16085
1619
273
805:46.239
YB01
Order
B4
4016082Spoo
f274
805:46.239
6122
16081
4113
16082
16083
11
16084
812
16085
1619
275
805:46.239
YB01
Order
B1
1016082Spoo
f276
805:46.239
6122
16081
4214
16082
16083
11
16084
812
16085
1619
277
805:46.239
YB01
Order
B4
4016082Spoo
f278
805:46.239
6122
16081
4615
16082
16083
11
16084
812
16085
1619
279
805:46.239
YB01
Order
B6
6016082Spoo
f280
805:46.239
6122
16081
5216
16082
16083
11
16084
812
16085
1619
281
805:46.240
YB01
Trad
eS
125
016083Gen
uine
282
805:46.240
YB01
Trad
eS
124
016083Gen
uine
EXHIBIT A
Page 6 of 9
Case 4:18-cv-00260 Document 1-1 Filed in TXSD on 01/28/18 Page 7 of 10
Date: N
ov 27, 201
3Decem
ber 2
013 E‐mini D
ow Con
tracts
Moh
an Activity
Row
Time (CST)
BidQ
ty2
BidC
nt2
BidP
x2BidQ
ty1
BidC
nt1
BidP
x1Tag50
Actio
nSide
Qty
Remaining
Qty
Display
Qty
Price
Type
AskP
x1AskC
nt1
AskQ
ty1
AskP
x2AskC
nt2
AskQ
ty2
AskP
x3AskC
nt3
AskQ
ty3
Bid Side
Market D
epth
Ask Side
Market D
epth
283
805:46.240
YB01
Trad
eS
123
016083Gen
uine
284
805:46.240
YB01
Trad
eS
122
016083Gen
uine
285
805:46.240
YB01
Trad
eS
121
016083Gen
uine
286
805:46.240
YB01
Trad
eS
120
016083Gen
uine
287
805:46.240
YB01
Trad
eS
119
016083Gen
uine
288
805:46.240
YB01
Trad
eS
118
016083Gen
uine
289
805:46.240
YB01
Trad
eS
117
016083Gen
uine
290
805:46.240
YB01
Trad
eS
116
016083Gen
uine
291
805:46.240
YB01
Trad
eS
115
016083Gen
uine
292
805:46.240
YB01
Trad
eS
114
016083Gen
uine
293
805:46.240
YB01
Trad
eS
113
016083Gen
uine
294
805:46.240
YB01
Trad
eS
112
016083Gen
uine
295
805:46.240
YB01
Trad
eS
111
016083Gen
uine
296
805:46.240
6122
16081
5216
16082
16083
11
16084
812
16085
1619
297
805:46.240
6122
16081
5216
16082
16083
11
16084
812
16085
1619
298
805:46.240
6122
16081
5216
16082
16083
11
16084
812
16085
1619
299
805:46.240
6122
16081
5216
16082
16083
11
16084
812
16085
1619
300
805:46.240
6122
16081
5216
16082
16083
11
16084
812
16085
1619
301
805:46.240
6122
16081
5216
16082
16083
11
16084
812
16085
1619
302
805:46.241
YB01
Trad
eS
110
016083Gen
uine
303
805:46.241
YB01
Trad
eS
19
016083Gen
uine
304
805:46.241
YB01
Trad
eS
18
016083Gen
uine
305
805:46.241
YB01
Trad
eS
17
016083Gen
uine
306
805:46.241
YB01
Trad
eS
16
016083Gen
uine
307
805:46.241
YB01
Trad
eS
15
016083Gen
uine
308
805:46.241
YB01
Trad
eS
50
016083Gen
uine
309
805:46.241
6122
16081
5216
16082
16083
11
16084
913
16085
1619
310
805:46.241
5216
16082
11
16083
16083
11
16084
913
16085
1619
311
805:46.241
5216
16082
11
16083
16084
913
16085
1619
16086
1416
312
805:46.241
5216
16082
11
16083
16084
913
16085
1619
16086
1416
313
805:46.241
5216
16082
11
16083
16084
812
16085
1619
16086
1416
314
805:46.242
5216
16082
22
16083
16084
812
16085
1619
16086
1416
315
805:46.242
5216
16082
22
16083
16084
812
16085
1619
16086
1416
316
805:46.242
6122
16081
5216
16082
16084
812
16085
1619
16086
1416
317
805:46.242
6122
16081
5216
16082
16084
812
16085
1619
16086
1416
318
805:46.242
6122
16081
5216
16082
16084
812
16085
1619
16086
1416
319
805:46.242
6122
16081
5216
16082
16084
812
16085
1619
16086
1416
320
805:46.242
6122
16081
5216
16082
16084
812
16085
1619
16086
1416
321
805:46.242
6122
16081
5216
16082
16084
812
16085
1619
16086
1416
322
805:46.242
6122
16081
5216
16082
16084
812
16085
1619
16086
1519
323
805:46.242
6122
16081
5216
16082
16084
812
16085
1619
16086
1519
324
805:46.242
6122
16081
5216
16082
16084
812
16085
1619
16086
1519
325
805:46.242
6122
16081
5216
16082
16084
812
16085
1619
16086
1519
326
805:46.242
6122
16081
5216
16082
16084
812
16085
1619
16086
1519
327
805:46.242
6122
16081
5216
16082
16083
12
16084
812
16085
1619
328
805:46.242
6122
16081
5216
16082
16083
12
16084
812
16085
1619
329
805:46.242
6122
16081
5317
16082
16083
12
16084
812
16085
1619
EXHIBIT A
Page 7 of 9
Case 4:18-cv-00260 Document 1-1 Filed in TXSD on 01/28/18 Page 8 of 10
Date: N
ov 27, 201
3Decem
ber 2
013 E‐mini D
ow Con
tracts
Moh
an Activity
Row
Time (CST)
BidQ
ty2
BidC
nt2
BidP
x2BidQ
ty1
BidC
nt1
BidP
x1Tag50
Actio
nSide
Qty
Remaining
Qty
Display
Qty
Price
Type
AskP
x1AskC
nt1
AskQ
ty1
AskP
x2AskC
nt2
AskQ
ty2
AskP
x3AskC
nt3
AskQ
ty3
Bid Side
Market D
epth
Ask Side
Market D
epth
330
805:46.243
6122
16081
5317
16082
16083
12
16084
913
16085
1619
331
805:46.243
6122
16081
5216
16082
16083
12
16084
913
16085
1619
332
805:46.243
6122
16081
5216
16082
16083
12
16084
913
16085
1619
333
805:46.243
6122
16081
5216
16082
16083
12
16084
913
16085
1619
334
805:46.243
6122
16081
5317
16082
16083
12
16084
913
16085
1619
335
805:46.243
6122
16081
5317
16082
16083
12
16084
913
16085
1619
336
805:46.243
6122
16081
5317
16082
16084
913
16085
1619
16086
1519
337
805:46.243
6122
16081
5317
16082
16084
913
16085
1619
16086
1519
338
805:46.243
6122
16081
5317
16082
16084
913
16085
1619
16086
1519
339
805:46.243
6122
16081
5317
16082
16084
913
16085
1619
16086
1519
340
805:46.243
6122
16081
5317
16082
16084
913
16085
1619
16086
1519
341
805:46.243
6122
16081
5317
16082
16084
913
16085
1619
16086
1519
342
805:46.244
6122
16081
5317
16082
16084
913
16085
1619
16086
1519
343
805:46.246
5317
16082
11
16083
16084
913
16085
1619
16086
1519
344
805:46.246
5317
16082
11
16083
16084
913
16085
1619
16086
1519
345
805:46.246
6122
16081
5317
16082
16084
913
16085
1619
16086
1519
346
805:46.246
6122
16081
5317
16082
16084
913
16085
1619
16086
1519
347
805:46.246
6122
16081
5317
16082
16084
913
16085
1619
16086
1519
348
805:46.246
6122
16081
5317
16082
16084
913
16085
1619
16086
1519
349
805:46.247
6122
16081
5317
16082
16084
913
16085
1619
16086
1519
350
805:46.247
6122
16081
5317
16082
16084
913
16085
1619
16086
1519
351
805:46.262
6122
16081
5317
16082
16084
913
16085
1619
16086
1519
352
805:46.262
6122
16081
5317
16082
16084
913
16085
1619
16086
1519
353
805:46.263
6122
16081
5317
16082
16084
1021
16085
1619
16086
1519
354
805:46.263
6122
16081
5317
16082
16084
1129
16085
1619
16086
1519
355
805:46.263
6122
16081
5317
16082
16084
1129
16085
1720
16086
1519
356
805:46.742
6122
16081
5216
16082
16084
1129
16085
1720
16086
1519
357
805:46.807
6122
16081
5216
16082
16084
1129
16085
1720
16086
1519
358
805:46.889
5216
16082
101
16083
16084
1129
16085
1720
16086
1519
359
805:46.889
5216
16082
81
16083
16084
1129
16085
1720
16086
1519
360
805:46.890
5216
16082
21
16083
16084
1129
16085
1720
16086
1519
361
805:46.890
5216
16082
21
16083
16084
1129
16085
1720
16086
1519
362
805:46.890
5216
16082
21
16083
16084
1129
16085
1720
16086
1519
363
805:46.890
6122
16081
5216
16082
16084
1129
16085
1720
16086
1519
364
805:46.890
6122
16081
5216
16082
16084
1129
16085
1720
16086
1519
365
805:46.891
6122
16081
5216
16082
16084
1129
16085
1720
16086
1519
366
805:46.891
6122
16081
5216
16082
16084
1129
16085
1720
16086
1519
367
805:47.085
6122
16081
4815
16082
16084
1129
16085
1720
16086
1519
368
805:47.085
YB01
Cancel
B8
0016082Spoo
f369
805:47.085
6122
16081
4014
16082
16084
1129
16085
1720
16086
1519
370
805:47.085
YB01
Cancel
B1
0016082Spoo
f371
805:47.085
6122
16081
3913
16082
16084
1129
16085
1720
16086
1519
372
805:47.085
YB01
Cancel
B7
0016082Spoo
f373
805:47.085
6122
16081
3212
16082
16084
1129
16085
1720
16086
1519
374
805:47.085
YB01
Cancel
B4
0016082Spoo
f375
805:47.085
6122
16081
2811
16082
16084
1129
16085
1720
16086
1519
376
805:47.085
YB01
Cancel
B6
0016082Spoo
f
EXHIBIT A
Page 8 of 9
Case 4:18-cv-00260 Document 1-1 Filed in TXSD on 01/28/18 Page 9 of 10
Date: N
ov 27, 201
3Decem
ber 2
013 E‐mini D
ow Con
tracts
Moh
an Activity
Row
Time (CST)
BidQ
ty2
BidC
nt2
BidP
x2BidQ
ty1
BidC
nt1
BidP
x1Tag50
Actio
nSide
Qty
Remaining
Qty
Display
Qty
Price
Type
AskP
x1AskC
nt1
AskQ
ty1
AskP
x2AskC
nt2
AskQ
ty2
AskP
x3AskC
nt3
AskQ
ty3
Bid Side
Market D
epth
Ask Side
Market D
epth
377
805:47.085
6122
16081
2210
16082
16084
1129
16085
1720
16086
1519
378
805:47.085
YB01
Cancel
B6
0016082Spoo
f379
805:47.085
6122
16081
169
16082
16084
1129
16085
1720
16086
1519
380
805:47.085
YB01
Cancel
B4
0016082Spoo
f381
805:47.085
6122
16081
128
16082
16084
1129
16085
1720
16086
1519
382
805:47.085
YB01
Cancel
B4
0016082Spoo
f383
805:47.085
6122
16081
117
16082
16084
1129
16085
1720
16086
1519
384
805:47.085
6122
16081
106
16082
16084
1129
16085
1720
16086
1519
385
805:47.091
106
16082
101
16083
16084
1129
16085
1720
16086
1519
386
805:47.091
106
16082
101
16083
16084
1129
16085
1720
16086
1519
387
805:47.091
106
16082
101
16083
16084
1129
16085
1720
16086
1519
388
805:47.092
106
16082
71
16083
16084
1129
16085
1720
16086
1519
389
805:47.092
106
16082
61
16083
16084
1129
16085
1720
16086
1519
390
805:47.092
106
16082
72
16083
16084
1129
16085
1720
16086
1519
391
805:47.092
6122
16081
106
16082
16084
1129
16085
1720
16086
1519
392
805:47.092
6122
16081
106
16082
16084
1129
16085
1720
16086
1519
393
805:47.092
6122
16081
106
16082
16084
1129
16085
1720
16086
1519
394
805:47.092
6122
16081
106
16082
16084
1129
16085
1720
16086
1519
395
805:47.390
6122
16081
106
16082
16084
1129
16085
1619
16086
1519
396
805:47.391
6021
16081
106
16082
16084
1129
16085
1619
16086
1519
397
805:47.421
YB01
Cancel
B7
0016081Spoo
f398
805:47.421
5320
16081
106
16082
16084
1129
16085
1619
16086
1519
399
805:47.421
YB01
Cancel
B1
0016081Spoo
f400
805:47.421
5219
16081
106
16082
16084
1129
16085
1619
16086
1519
401
805:47.421
YB01
Cancel
B1
0016081Spoo
f402
805:47.421
5118
16081
106
16082
16084
1129
16085
1619
16086
1519
403
805:47.421
YB01
Cancel
B7
0016081Spoo
f404
805:47.421
4417
16081
106
16082
16084
1129
16085
1619
16086
1519
405
805:47.421
YB01
Cancel
B2
0016081Spoo
f406
805:47.421
4216
16081
106
16082
16084
1129
16085
1619
16086
1519
407
805:47.421
YB01
Cancel
B3
0016081Spoo
f408
805:47.421
3915
16081
106
16082
16084
1129
16085
1619
16086
1519
409
805:47.421
YB01
Cancel
B7
0016081Spoo
f410
805:47.421
3214
16081
106
16082
16084
1129
16085
1619
16086
1519
411
805:47.421
YB01
Cancel
B6
0016081Spoo
f412
805:47.421
2613
16081
106
16082
16084
1129
16085
1619
16086
1519
413
805:47.421
YB01
Cancel
B1
0016081Spoo
f414
805:47.421
2512
16081
106
16082
16084
1129
16085
1619
16086
1519
415
805:47.421
YB01
Cancel
B2
0016081Spoo
f416
805:47.421
2311
16081
106
16082
16084
1129
16085
1619
16086
1519
417
805:47.421
YB01
Cancel
B3
0016081Spoo
f418
805:47.421
2010
16081
106
16082
16084
1129
16085
1619
16086
1519
EXHIBIT A
Page 9 of 9
Case 4:18-cv-00260 Document 1-1 Filed in TXSD on 01/28/18 Page 10 of 10
Exhibit B
TO COMPLAINT FOR INJUNCTIVE RELIEF, CIVIL MONETARY PENALTIES,
AND OTHER RELIEF
Case 4:18-cv-00260 Document 1-2 Filed in TXSD on 01/28/18 Page 1 of 12
Date: D
ec 2, 201
3Decem
ber 2
013 E‐mini N
ASDAQ
Con
tracts
Moh
an Activity
Row
Time (CST)
BidQ
ty2
BidC
nt2
BidP
x2BidQ
ty1
BidC
nt1
BidP
x1Tag50
Actio
nSide
Qty
Remaining
Qty
Display
Qty
Price
Type
AskP
x1AskCnt1
AskQ
ty1
AskP
x2AskCnt2
AskQ
ty2
13:01:50862
YB01
Order
B40
401
349075
Genu
ine
23:01:50862
1914
349050
44
349075
349100
1013
349125
1421
33:01:51.406
1914
349050
55
349075
349100
1013
349125
1421
43:01:51.409
1914
349050
55
349075
349100
912
349125
1421
53:01:51.410
1914
349050
55
349075
349100
811
349125
1421
63:01:51542
1914
349050
55
349075
349100
912
349125
1421
73:01:51909
1914
349050
55
349075
349100
912
349125
1320
83:01:52808
1914
349050
44
349075
349100
912
349125
1320
93:01:52809
1914
349050
44
349075
349100
1013
349125
1320
103:01:52810
1914
349050
44
349075
349100
1013
349125
1421
113:01:53352
1914
349050
55
349075
349100
1013
349125
1421
123:01:53353
1914
349050
55
349075
349100
912
349125
1421
133:01:53.477
1914
349050
44
349075
349100
912
349125
1421
143:01:53854
1914
349050
44
349075
349100
912
349125
1320
153:01:54271
1914
349050
33
349075
349100
912
349125
1320
163:01:54271
1914
349050
33
349075
349100
912
349125
1320
173:01:54272
1914
349050
33
349075
349100
1013
349125
1320
183:01:54273
1914
349050
33
349075
349100
1013
349125
1421
193:01:54985
1914
349050
33
349075
349100
1013
349125
1421
203:01:55069
1914
349050
33
349075
349100
1013
349125
1421
213:01:55.113
1914
349050
33
349075
349100
912
349125
1421
223:01:55.114
1914
349050
54
349075
349100
912
349125
1421
233:01:55.114
1914
349050
76
349075
349100
912
349125
1421
243:01:55.114
1914
349050
76
349075
349100
811
349125
1421
253:01:55.115
1914
349050
76
349075
349100
710
349125
1421
263:01:55.115
1914
349050
76
349075
349100
69
349125
1421
273:01:55.115
1914
349050
76
349075
349100
58
349125
1421
283:01:55.115
1914
349050
87
349075
349100
58
349125
1421
293:01:55.115
1914
349050
98
349075
349100
58
349125
1421
303:01:55.115
1914
349050
98
349075
349100
47
349125
1421
313:01:55.115
1914
349050
98
349075
349100
36
349125
1421
323:01:55.116
2015
349050
109
349075
349100
36
349125
1421
333:01:55.116
2015
349050
109
349075
349100
23
349125
1421
343:01:55.122
109
349075
21
349100
349125
1421
349150
1731
353:01:55.122
2015
349050
109
349075
349125
1421
349150
1731
363:01:55.122
109
349075
11
349100
349125
1421
349150
1731
373:01:55.122
1110
349075
11
349100
349125
1318
349150
1731
383:01:55.122
2015
349050
1110
349075
349100
12
349125
1318
393:01:55.123
2015
349050
1110
349075
349100
12
349125
1318
403:01:55.123
2516
349050
109
349075
349125
1318
349150
1626
413:01:55.123
2516
349050
109
349075
349125
1318
349150
1731
423:01:55.123
2516
349050
1110
349075
349125
1318
349150
1731
433:01:55.123
2015
349050
1110
349075
349125
1318
349150
1731
443:01:55.123
2516
349050
1211
349075
349125
1318
349150
1731
453:01:55.123
2516
349050
1211
349075
349125
1318
349150
1731
463:01:55.123
2516
349050
1211
349075
349125
1318
349150
1626
473:01:55.124
2015
349050
1211
349075
349125
1318
349150
1626
483:01:55.124
2015
349050
1211
349075
349125
1318
349150
1626
493:01:55.125
2015
349050
1211
349075
349100
11
349125
1318
503:01:55.125
2015
349050
1211
349075
349100
22
349125
1318
513:01:55.125
2015
349050
1211
349075
349100
22
349125
1318
Bid Side
Market D
epth
Ask Side
Market D
epth
EXHIBIT B
Page 1 of 1
1
Case 4:18-cv-00260 Document 1-2 Filed in TXSD on 01/28/18 Page 2 of 12
Date: D
ec 2, 201
3Decem
ber 2
013 E‐mini N
ASDAQ
Con
tracts
Moh
an Activity
Row
Time (CST)
BidQ
ty2
BidC
nt2
BidP
x2BidQ
ty1
BidC
nt1
BidP
x1Tag50
Actio
nSide
Qty
Remaining
Qty
Display
Qty
Price
Type
AskP
x1AskCnt1
AskQ
ty1
AskP
x2AskCnt2
AskQ
ty2
Bid Side
Market D
epth
Ask Side
Market D
epth
523:01:55.125
2015
349050
1211
349075
349100
34
349125
1318
533:01:55.126
2015
349050
1211
349075
349125
1318
349150
1731
543:01:55.126
2015
349050
1110
349075
349125
1318
349150
1731
553:01:55.126
2015
349050
1211
349075
349125
1318
349150
1731
563:01:55.127
2015
349050
1211
349075
349125
1318
349150
1626
573:01:55.127
2015
349050
1211
349075
349100
12
349125
1318
583:01:55.127
2015
349050
1211
349075
349125
1318
349150
1626
593:01:55.127
2015
349050
1110
349075
349125
1318
349150
1626
603:01:55.128
2015
349050
1211
349075
349125
1318
349150
1626
613:01:55.140
2015
349050
1211
349075
349125
1419
349150
1626
623:01:55.140
2015
349050
1211
349075
349100
11
349125
1419
633:01:55.140
2015
349050
1211
349075
349100
23
349125
1419
643:01:55.141
2015
349050
1110
349075
349100
23
349125
1419
653:01:55.145
2015
349050
1110
349075
349100
12
349125
1419
663:01:55.145
2015
349050
1110
349075
349125
1419
349150
1626
673:01:55.146
2015
349050
1211
349075
349125
1419
349150
1626
683:01:55.197
2015
349050
1211
349075
349100
12
349125
1419
693:01:55.197
2015
349050
1211
349075
349100
12
349125
1522
703:01:55.197
2015
349050
1211
349075
349100
12
349125
1522
713:01:55.197
2015
349050
1110
349075
349100
12
349125
1522
723:01:55227
2015
349050
1110
349075
349100
12
349125
1522
733:01:55229
2015
349050
1110
349075
349125
1522
349150
1731
743:01:55230
2015
349050
1110
349075
349125
1419
349150
1731
753:01:55230
2015
349050
1211
349075
349125
1419
349150
1731
763:01:55230
2015
349050
1211
349075
349125
1419
349150
1626
773:01:55230
2015
349050
1110
349075
349125
1419
349150
1626
783:01:55235
2015
349050
1110
349075
349100
11
349125
1419
793:01:55235
2015
349050
1110
349075
349125
1419
349150
1626
803:01:55235
2015
349050
1110
349075
349125
1419
349150
1731
813:01:55235
2015
349050
1110
349075
349125
1419
349150
1626
823:01:55241
2015
349050
1110
349075
349100
11
349125
1419
833:01:55241
2015
349050
1110
349075
349125
1419
349150
1626
843:01:55241
2015
349050
1110
349075
349125
1419
349150
1731
853:01:55241
2015
349050
1110
349075
349125
1419
349150
1626
863:01:55314
2316
349050
1110
349075
349125
1419
349150
1626
873:01:55330
2316
349050
1211
349075
349125
1419
349150
1626
883:01:55504
2316
349050
1512
349075
349125
1419
349150
1626
893:01:55.615
2316
349050
1512
349075
349125
1318
349150
1626
903:01:55811
2316
349050
1512
349075
349100
11
349125
1318
913:01:55811
2316
349050
1512
349075
349100
11
349125
1421
923:01:55811
1512
349075
11
349100
349125
1421
349150
1626
933:01:55811
1512
349075
11
349100
349125
1421
349150
1731
943:01:55812
1512
349075
11
349100
349125
1318
349150
1731
953:01:55812
2316
349050
1512
349075
349125
1318
349150
1731
963:01:55812
2817
349050
1512
349075
349125
1318
349150
1731
973:01:55812
1512
349075
21
349100
349125
1318
349150
1626
983:01:55812
1512
349075
21
349100
349125
1318
349150
1626
993:01:55812
2316
349050
1512
349075
349125
1318
349150
1626
100
3:01:55812
2817
349050
1512
349075
349125
1318
349150
1626
101
3:01:55813
2817
349050
1613
349075
349125
1318
349150
1626
102
3:01:55813
2316
349050
1613
349075
349125
1318
349150
1626
EXHIBIT B
Page 2 of 1
1
Case 4:18-cv-00260 Document 1-2 Filed in TXSD on 01/28/18 Page 3 of 12
Date: D
ec 2, 201
3Decem
ber 2
013 E‐mini N
ASDAQ
Con
tracts
Moh
an Activity
Row
Time (CST)
BidQ
ty2
BidC
nt2
BidP
x2BidQ
ty1
BidC
nt1
BidP
x1Tag50
Actio
nSide
Qty
Remaining
Qty
Display
Qty
Price
Type
AskP
x1AskCnt1
AskQ
ty1
AskP
x2AskCnt2
AskQ
ty2
Bid Side
Market D
epth
Ask Side
Market D
epth
103
3:01:55813
2817
349050
1613
349075
349125
1318
349150
1626
104
3:01:55813
2316
349050
1613
349075
349125
1318
349150
1626
105
3:01:55813
1613
349075
21
349100
349125
1318
349150
1626
106
3:01:55814
2316
349050
1613
349075
349125
1318
349150
1626
107
3:01:55814
2817
349050
1613
349075
349125
1318
349150
1626
108
3:01:55814
3918
349050
1613
349075
349125
1318
349150
1626
109
3:01:55814
1613
349075
21
349100
349125
1318
349150
1626
110
3:01:55815
1613
349075
21
349100
349125
1318
349150
1626
111
3:01:55815
1613
349075
21
349100
349125
1318
349150
1626
112
3:01:55818
2817
349050
1613
349075
349125
1318
349150
1626
113
3:01:55819
2316
349050
1613
349075
349125
1318
349150
1626
114
3:01:56312
2316
349050
1613
349075
349125
1318
349150
1525
115
3:01:56313
2215
349050
1512
349075
349125
1318
349150
1525
116
3:01:57.671
1512
349075
11
349100
349125
1318
349150
1525
117
3:01:57.672
1512
349075
11
349100
349125
1318
349150
1525
118
3:01:57.672
1613
349075
11
349100
349125
1318
349150
1525
119
3:01:57.672
1613
349075
11
349100
349125
1318
349150
1626
120
3:01:57.733
1613
349075
11
349100
349125
1318
349150
1626
121
3:01:57830
1613
349075
32
349100
349125
1318
349150
1626
122
3:01:57836
1613
349075
11
349100
349125
1318
349150
1626
123
3:01:57845
3017
349050
1613
349075
349125
1318
349150
1626
124
3:01:57846
2516
349050
1613
349075
349125
1318
349150
1626
125
3:01:58332
2516
349050
1512
349075
349125
1318
349150
1626
126
3:01:58332
2516
349050
1512
349075
349125
1318
349150
1525
127
3:01:58.677
2516
349050
1411
349075
349125
1318
349150
1525
128
3:01:58.677
2516
349050
1411
349075
349100
12
349125
1318
129
3:01:58.678
2516
349050
1411
349075
349100
12
349125
1421
130
3:01:58.678
2516
349050
1411
349075
349100
12
349125
1421
131
3:01:58.696
2516
349050
1411
349075
349100
23
349125
1421
132
3:01:58.697
2516
349050
1411
349075
349100
36
349125
1421
133
3:01:58.724
2516
349050
1411
349075
349100
24
349125
1421
134
3:01:59.199
2516
349050
1411
349075
349100
24
349125
1421
135
3:01:59.460
2516
349050
1411
349075
349100
46
349125
1421
136
3:01:59.461
2617
349050
1411
349075
349100
46
349125
1421
137
3:01:59.461
2617
349050
1310
349075
349100
46
349125
1421
138
3:01:59.604
2617
349050
1310
349075
349100
35
349125
1421
139
3:01:59.605
2617
349050
1411
349075
349100
35
349125
1421
140
3:01:59.605
2617
349050
1411
349075
349100
46
349125
1421
141
3:01:59.605
2617
349050
1411
349075
349100
35
349125
1421
142
3:01:59.607
2617
349050
1411
349075
349100
24
349125
1421
143
3:01:59.781
2617
349050
1411
349075
349100
11
349125
1421
144
3:01:59.781
2617
349050
1411
349075
349100
11
349125
1421
145
3:01:59.782
2617
349050
1411
349075
349100
11
349125
1421
146
3:01:59.782
2617
349050
1411
349075
349100
24
349125
1421
147
3:02:00.453
2517
349050
1411
349075
349100
24
349125
1421
148
3:02:00537
2617
349050
1411
349075
349100
24
349125
1421
149
3:02:00584
3018
349050
1411
349075
349100
24
349125
1421
150
3:02:00584
3018
349050
1411
349075
349100
24
349125
1421
151
3:02:00584
3018
349050
1411
349075
349100
24
349125
1421
152
3:02:00584
3018
349050
1411
349075
349100
24
349125
1421
153
3:02:00584
3018
349050
1411
349075
349100
24
349125
1525
EXHIBIT B
Page 3 of 1
1
Case 4:18-cv-00260 Document 1-2 Filed in TXSD on 01/28/18 Page 4 of 12
Date: D
ec 2, 201
3Decem
ber 2
013 E‐mini N
ASDAQ
Con
tracts
Moh
an Activity
Row
Time (CST)
BidQ
ty2
BidC
nt2
BidP
x2BidQ
ty1
BidC
nt1
BidP
x1Tag50
Actio
nSide
Qty
Remaining
Qty
Display
Qty
Price
Type
AskP
x1AskCnt1
AskQ
ty1
AskP
x2AskCnt2
AskQ
ty2
Bid Side
Market D
epth
Ask Side
Market D
epth
154
3:02:00584
3018
349050
1411
349075
349100
24
349125
1525
155
3:02:00584
3018
349050
1411
349075
349100
24
349125
1525
156
3:02:00584
3018
349050
1411
349075
349100
24
349125
1525
157
3:02:00584
3018
349050
1411
349075
349100
24
349125
1525
158
3:02:00584
3018
349050
1411
349075
349100
24
349125
1525
159
3:02:00585
3018
349050
1411
349075
349100
24
349125
1525
160
3:02:00585
3018
349050
1411
349075
349100
24
349125
1525
161
3:02:00585
3018
349050
1411
349075
349100
24
349125
1525
162
3:02:00588
3018
349050
1411
349075
349100
35
349125
1525
163
3:02:00588
3018
349050
1310
349075
349100
35
349125
1525
164
3:02:00588
3018
349050
1310
349075
349100
46
349125
1525
165
3:02:00588
3018
349050
1310
349075
349100
57
349125
1525
166
3:02:00588
3018
349050
129
349075
349100
57
349125
1525
167
3:02:00588
3018
349050
118
349075
349100
57
349125
1525
168
3:02:00589
3018
349050
118
349075
349100
68
349125
1525
169
3:02:00589
3018
349050
107
349075
349100
68
349125
1525
170
3:02:00590
3018
349050
107
349075
349100
79
349125
1525
171
3:02:00591
3018
349050
107
349075
349100
810
349125
1525
172
3:02:00.635
3018
349050
118
349075
349100
810
349125
1525
173
3:02:00.635
3018
349050
118
349075
349100
79
349125
1525
174
3:02:00.691
3018
349050
118
349075
349100
68
349125
1525
175
3:02:00.692
3018
349050
129
349075
349100
68
349125
1525
176
3:02:00.692
3018
349050
129
349075
349100
68
349125
1525
177
3:02:00881
3018
349050
129
349075
349100
79
349125
1525
178
3:02:00909
YB01
Order
S6
60
349125
Spoo
f179
3:02:00909
3018
349050
129
349075
349100
79
349125
1631
180
3:02:00909
YB01
Order
S6
60
349125
Spoo
f181
3:02:00909
3018
349050
129
349075
349100
79
349125
1737
182
3:02:00909
YB01
Order
S5
50
349125
Spoo
f183
3:02:00909
3018
349050
129
349075
349100
79
349125
1842
184
3:02:00909
YB01
Order
S6
60
349125
Spoo
f185
3:02:00909
3018
349050
129
349075
349100
79
349125
1948
186
3:02:00909
YB01
Order
S4
40
349125
Spoo
f187
3:02:00909
3018
349050
129
349075
349100
79
349125
2052
188
3:02:00909
YB01
Order
S5
50
349125
Spoo
f189
3:02:00909
3018
349050
129
349075
349100
79
349125
2157
190
3:02:00909
YB01
Order
S3
30
349125
Spoo
f191
3:02:00909
YB01
Order
S5
50
349125
Spoo
f192
3:02:00909
3018
349050
129
349075
349100
79
349125
2365
193
3:02:00909
3018
349050
118
349075
349100
79
349125
2365
194
3:02:00909
3018
349050
107
349075
349100
79
349125
2365
195
3:02:00909
3018
349050
107
349075
349100
810
349125
2365
196
3:02:00910
3018
349050
107
349075
349100
911
349125
2365
197
3:02:00910
3018
349050
107
349075
349100
1012
349125
2365
198
3:02:00910
3018
349050
107
349075
349100
1012
349125
2365
199
3:02:00910
3018
349050
107
349075
349100
1113
349125
2365
200
3:02:00910
3018
349050
107
349075
349100
1113
349125
2466
201
3:02:01012
3018
349050
107
349075
349100
1113
349125
2466
202
3:02:01089
2917
349050
107
349075
349100
1113
349125
2466
203
3:02:01327
YB01
Order
S6
60
349125
Spoo
f204
3:02:01327
2917
349050
107
349075
349100
1113
349125
2572
EXHIBIT B
Page 4 of 1
1
Case 4:18-cv-00260 Document 1-2 Filed in TXSD on 01/28/18 Page 5 of 12
Date: D
ec 2, 201
3Decem
ber 2
013 E‐mini N
ASDAQ
Con
tracts
Moh
an Activity
Row
Time (CST)
BidQ
ty2
BidC
nt2
BidP
x2BidQ
ty1
BidC
nt1
BidP
x1Tag50
Actio
nSide
Qty
Remaining
Qty
Display
Qty
Price
Type
AskP
x1AskCnt1
AskQ
ty1
AskP
x2AskCnt2
AskQ
ty2
Bid Side
Market D
epth
Ask Side
Market D
epth
205
3:02:01327
YB01
Order
S4
40
349125
Spoo
f206
3:02:01327
2917
349050
107
349075
349100
1113
349125
2776
207
3:02:01327
YB01
Order
S5
50
349125
Spoo
f208
3:02:01327
YB01
Order
S2
20
349125
Spoo
f209
3:02:01327
2917
349050
107
349075
349100
1113
349125
2983
210
3:02:01327
YB01
Order
S1
10
349125
Spoo
f211
3:02:01327
2917
349050
107
349075
349100
1113
349125
3084
212
3:02:01327
YB01
Order
S4
40
349125
Spoo
f213
3:02:01327
2917
349050
107
349075
349100
1113
349125
3188
214
3:02:01327
YB01
Order
S8
80
349125
Spoo
f215
3:02:01327
2917
349050
107
349075
349100
1113
349125
3296
216
3:02:01327
YB01
Order
S3
30
349125
Spoo
f217
3:02:01327
2917
349050
107
349075
349100
1113
349125
3399
218
3:02:01327
YB01
Order
S3
30
349125
Spoo
f219
3:02:01327
YB01
Order
S1
10
349125
Spoo
f220
3:02:01327
YB01
Order
S3
30
349125
Spoo
f221
3:02:01327
2917
349050
107
349075
349100
1113
349125
35106
222
3:02:01.327
2917
349050
96
349075
349100
1113
349125
35106
223
3:02:02.141
2917
349050
96
349075
349100
1113
349125
35106
224
3:02:02.279
2917
349050
53
349075
349100
1113
349125
35106
225
3:02:02.279
YB01
Trade
B1
390
349075
Genu
ine
226
3:02:02.279
2917
349050
11
349075
349100
1113
349125
35106
227
3:02:02.279
YB01
Trade
B1
380
349075
Genu
ine
228
3:02:02.279
2917
349050
11
349075
349100
1214
349125
35106
229
3:02:02284
3418
349025
2917
349050
349100
1214
349125
35106
230
3:02:02.280
YB01
Trade
B1
370
349075
Genu
ine
231
3:02:02.280
YB01
Trade
B1
360
349075
Genu
ine
232
3:02:02.280
YB01
Trade
B1
350
349075
Genu
ine
233
3:02:02.280
YB01
Trade
B1
340
349075
Genu
ine
234
3:02:02.280
YB01
Trade
B1
330
349075
Genu
ine
235
3:02:02.280
YB01
Trade
B1
320
349075
Genu
ine
236
3:02:02.280
YB01
Trade
B1
310
349075
Genu
ine
237
3:02:02.281
YB01
Trade
B1
300
349075
Genu
ine
238
3:02:02.281
YB01
Trade
B1
290
349075
Genu
ine
239
3:02:02.281
YB01
Trade
B1
280
349075
Genu
ine
240
3:02:02.281
YB01
Trade
B1
270
349075
Genu
ine
241
3:02:02.281
YB01
Trade
B1
260
349075
Genu
ine
242
3:02:02.281
YB01
Trade
B1
250
349075
Genu
ine
243
3:02:02.281
YB01
Trade
B1
240
349075
Genu
ine
244
3:02:02.281
YB01
Trade
B1
230
349075
Genu
ine
245
3:02:02.281
YB01
Trade
B1
220
349075
Genu
ine
246
3:02:02.282
YB01
Trade
B1
210
349075
Genu
ine
247
3:02:02.282
YB01
Trade
B1
200
349075
Genu
ine
248
3:02:02.282
YB01
Trade
B1
190
349075
Genu
ine
249
3:02:02.282
YB01
Trade
B1
180
349075
Genu
ine
250
3:02:02.282
YB01
Trade
B1
170
349075
Genu
ine
251
3:02:02.282
YB01
Trade
B1
160
349075
Genu
ine
252
3:02:02.282
YB01
Trade
B1
150
349075
Genu
ine
253
3:02:02.282
YB01
Trade
B1
140
349075
Genu
ine
254
3:02:02.282
YB01
Trade
B1
130
349075
Genu
ine
255
3:02:02.282
YB01
Trade
B1
120
349075
Genu
ine
EXHIBIT B
Page 5 of 1
1
Case 4:18-cv-00260 Document 1-2 Filed in TXSD on 01/28/18 Page 6 of 12
Date: D
ec 2, 201
3Decem
ber 2
013 E‐mini N
ASDAQ
Con
tracts
Moh
an Activity
Row
Time (CST)
BidQ
ty2
BidC
nt2
BidP
x2BidQ
ty1
BidC
nt1
BidP
x1Tag50
Actio
nSide
Qty
Remaining
Qty
Display
Qty
Price
Type
AskP
x1AskCnt1
AskQ
ty1
AskP
x2AskCnt2
AskQ
ty2
Bid Side
Market D
epth
Ask Side
Market D
epth
256
3:02:02282
YB01
Trade
B1
110
349075
Genu
ine
257
3:02:02283
YB01
Trade
B1
100
349075
Genu
ine
258
3:02:02283
YB01
Trade
B1
90
349075
Genu
ine
259
3:02:02283
YB01
Trade
B1
80
349075
Genu
ine
260
3:02:02283
YB01
Trade
B1
70
349075
Genu
ine
261
3:02:02283
YB01
Trade
B1
60
349075
Genu
ine
262
3:02:02283
YB01
Trade
B1
50
349075
Genu
ine
263
3:02:02283
YB01
Trade
B1
40
349075
Genu
ine
264
3:02:02283
YB01
Trade
B1
30
349075
Genu
ine
265
3:02:02283
YB01
Trade
B1
20
349075
Genu
ine
266
3:02:02283
YB01
Trade
B1
10
349075
Genu
ine
267
3:02:02283
YB01
Trade
B1
00
349075
Genu
ine
268
3:02:02284
2917
349050
21
349075
349100
1214
349125
35106
269
3:02:02284
2816
349050
42
349075
349100
1214
349125
35106
270
3:02:02284
2816
349050
53
349075
349100
1214
349125
35106
271
3:02:02284
2816
349050
11
349075
349100
1214
349125
35106
272
3:02:02284
3418
349025
2816
349050
349100
1214
349125
35106
273
3:02:02284
3418
349025
2715
349050
349100
1214
349125
35106
274
3:02:02284
2917
349025
2715
349050
349100
1214
349125
35106
275
3:02:02284
2816
349025
2715
349050
349100
1214
349125
35106
276
3:02:02284
2816
349025
2414
349050
349100
1214
349125
35106
277
3:02:02284
2816
349025
2414
349050
349100
1214
349125
35106
278
3:02:02284
2414
349050
21
349075
349100
1214
349125
35106
279
3:02:02284
2414
349050
32
349075
349100
1214
349125
35106
280
3:02:02285
2414
349050
32
349075
349100
1318
349125
35106
281
3:02:02285
2113
349050
32
349075
349100
1318
349125
35106
282
3:02:02285
2816
349025
2113
349050
349075
13
349100
1318
283
3:02:02286
2816
349025
2012
349050
349100
1318
349125
35106
284
3:02:02286
2816
349025
2012
349050
349075
13
349100
1318
285
3:02:02286
2816
349025
2012
349050
349075
13
349100
1318
286
3:02:02286
2816
349025
2012
349050
349075
13
349100
1421
287
3:02:02286
2816
349025
2012
349050
349075
13
349100
1421
288
3:02:02286
2816
349025
2012
349050
349100
1421
349125
36111
289
3:02:02286
2816
349025
2012
349050
349100
1318
349125
36111
290
3:02:02286
2816
349025
2012
349050
349100
1419
349125
36111
291
3:02:02286
2816
349025
2012
349050
349100
1419
349125
37116
292
3:02:02286
2816
349025
2012
349050
349100
1419
349125
36111
293
3:02:02287
2816
349025
2012
349050
349100
1419
349125
35106
294
3:02:02288
2816
349025
1911
349050
349100
1419
349125
35106
295
3:02:02383
2816
349025
1911
349050
349100
1419
349125
35106
296
3:02:02384
2816
349025
2012
349050
349100
1419
349125
35106
297
3:02:02.735
YB01
Cancel
S6
00
349125
Spoo
f298
3:02:02.735
YB01
Cancel
S5
00
349125
Spoo
f299
3:02:02.735
2816
349025
2012
349050
349100
1419
349125
3395
300
3:02:02.735
YB01
Cancel
S2
00
349125
Spoo
f301
3:02:02.735
2816
349025
2012
349050
349100
1419
349125
3293
302
3:02:02.735
YB01
Cancel
S5
00
349125
Spoo
f303
3:02:02.735
YB01
Cancel
S1
00
349125
Spoo
f304
3:02:02.735
YB01
Cancel
S1
00
349125
Spoo
f305
3:02:02.735
2816
349025
2012
349050
349100
1419
349125
2986
306
3:02:02.735
YB01
Cancel
S5
00
349125
Spoo
f
EXHIBIT B
Page 6 of 1
1
Case 4:18-cv-00260 Document 1-2 Filed in TXSD on 01/28/18 Page 7 of 12
Date: D
ec 2, 201
3Decem
ber 2
013 E‐mini N
ASDAQ
Con
tracts
Moh
an Activity
Row
Time (CST)
BidQ
ty2
BidC
nt2
BidP
x2BidQ
ty1
BidC
nt1
BidP
x1Tag50
Actio
nSide
Qty
Remaining
Qty
Display
Qty
Price
Type
AskP
x1AskCnt1
AskQ
ty1
AskP
x2AskCnt2
AskQ
ty2
Bid Side
Market D
epth
Ask Side
Market D
epth
307
3:02:02.735
2816
349025
2012
349050
349100
1419
349125
2881
308
3:02:02.735
YB01
Cancel
S5
00
349125
Spoo
f309
3:02:02.735
2816
349025
2012
349050
349100
1419
349125
2776
310
3:02:02.735
YB01
Cancel
S4
00
349125
Spoo
f311
3:02:02.735
2816
349025
2012
349050
349100
1419
349125
2672
312
3:02:02.735
YB01
Cancel
S3
00
349125
Spoo
f313
3:02:02.736
2816
349025
2012
349050
349100
1419
349125
2569
314
3:02:02.736
YB01
Cancel
S3
00
349125
Spoo
f315
3:02:02.736
2816
349025
2012
349050
349100
1419
349125
2466
316
3:02:02.736
YB01
Cancel
S6
00
349125
Spoo
f317
3:02:02.736
2816
349025
2012
349050
349100
1419
349125
2360
318
3:02:02.736
YB01
Cancel
S3
00
349125
Spoo
f319
3:02:02.736
YB01
Cancel
S8
00
349125
Spoo
f320
3:02:02.736
2816
349025
2012
349050
349100
1419
349125
2149
321
3:02:02.736
YB01
Cancel
S4
00
349125
Spoo
f322
3:02:02.736
2816
349025
2012
349050
349100
1419
349125
2045
323
3:02:02.736
YB01
Cancel
S6
00
349125
Spoo
f324
3:02:02.736
YB01
Cancel
S3
00
349125
Spoo
f325
3:02:02.736
2816
349025
2012
349050
349100
1419
349125
1836
326
3:02:02.736
YB01
Cancel
S4
00
349125
Spoo
f327
3:02:02.736
2816
349025
2012
349050
349100
1419
349125
1732
328
3:02:02.736
YB01
Cancel
S6
00
349125
Spoo
f329
3:02:02.736
2816
349025
2012
349050
349100
1419
349125
1626
330
3:02:02.736
2816
349025
2113
349050
349100
1419
349125
1626
331
3:02:02.736
2816
349025
2214
349050
349100
1419
349125
1626
332
3:02:02.736
2917
349025
2214
349050
349100
1419
349125
1626
333
3:02:02.737
2214
349050
21
349075
349100
1419
349125
1626
334
3:02:02.737
2214
349050
52
349075
349100
1419
349125
1626
335
3:02:02.737
2214
349050
52
349075
349100
1419
349125
1626
336
3:02:02.738
2214
349050
63
349075
349100
1419
349125
1626
337
3:02:02.760
2214
349050
63
349075
349100
1318
349125
1626
338
3:02:02.760
2214
349050
74
349075
349100
1318
349125
1626
339
3:02:02.761
2214
349050
95
349075
349100
1318
349125
1626
340
3:02:02.761
2214
349050
95
349075
349100
1217
349125
1626
341
3:02:02.761
2515
349050
95
349075
349100
1217
349125
1626
342
3:02:02.761
2515
349050
95
349075
349100
1116
349125
1626
343
3:02:02.782
2515
349050
95
349075
349100
1012
349125
1626
344
3:02:02.787
2515
349050
95
349075
349100
911
349125
1626
345
3:02:02.787
2515
349050
95
349075
349100
911
349125
1525
346
3:02:02.787
2515
349050
106
349075
349100
88
349125
1525
347
3:02:02.787
2515
349050
117
349075
349100
88
349125
1525
348
3:02:02.788
2515
349050
128
349075
349100
88
349125
1525
349
3:02:02.788
2515
349050
139
349075
349100
88
349125
1525
350
3:02:02.788
2515
349050
139
349075
349100
77
349125
1525
351
3:02:02.788
2515
349050
139
349075
349100
66
349125
1525
352
3:02:02.788
2515
349050
139
349075
349100
55
349125
1525
353
3:02:02.789
2515
349050
1410
349075
349100
55
349125
1525
354
3:02:02.829
2515
349050
1511
349075
349100
55
349125
1525
355
3:02:02.991
2515
349050
1511
349075
349100
66
349125
1525
356
3:02:02.992
2515
349050
1410
349075
349100
66
349125
1525
357
3:02:02.992
2515
349050
139
349075
349100
66
349125
1525
EXHIBIT B
Page 7 of 1
1
Case 4:18-cv-00260 Document 1-2 Filed in TXSD on 01/28/18 Page 8 of 12
Date: D
ec 2, 201
3Decem
ber 2
013 E‐mini N
ASDAQ
Con
tracts
Moh
an Activity
Row
Time (CST)
BidQ
ty2
BidC
nt2
BidP
x2BidQ
ty1
BidC
nt1
BidP
x1Tag50
Actio
nSide
Qty
Remaining
Qty
Display
Qty
Price
Type
AskP
x1AskCnt1
AskQ
ty1
AskP
x2AskCnt2
AskQ
ty2
Bid Side
Market D
epth
Ask Side
Market D
epth
358
3:02:02992
2515
349050
128
349075
349100
66
349125
1525
359
3:02:03.172
2515
349050
107
349075
349100
66
349125
1525
360
3:02:03.172
2515
349050
96
349075
349100
66
349125
1525
361
3:02:03.173
2515
349050
96
349075
349100
77
349125
1525
362
3:02:03389
2515
349050
85
349075
349100
77
349125
1525
363
3:02:04.133
2515
349050
126
349075
349100
77
349125
1525
364
3:02:04384
2515
349050
137
349075
349100
77
349125
1525
365
3:02:04384
2616
349050
137
349075
349100
77
349125
1525
366
3:02:04.670
YB01
Order
S40
401
349100
Genu
ine
367
3:02:04.670
2616
349050
137
349075
349100
88
349125
1525
368
3:02:04.679
2616
349050
137
349075
349100
88
349125
1525
369
3:02:04.680
2616
349050
137
349075
349100
88
349125
1525
370
3:02:04859
2616
349050
148
349075
349100
88
349125
1525
371
3:02:04860
2616
349050
148
349075
349100
77
349125
1525
372
3:02:06011
2616
349050
137
349075
349100
77
349125
1525
373
3:02:06011
2616
349050
126
349075
349100
88
349125
1525
374
3:02:06011
2616
349050
126
349075
349100
99
349125
1525
375
3:02:06011
2616
349050
126
349075
349100
99
349125
1525
376
3:02:06512
2515
349050
126
349075
349100
99
349125
1525
377
3:02:06862
2515
349050
126
349075
349100
88
349125
1525
378
3:02:06862
2515
349050
137
349075
349100
88
349125
1525
379
3:02:06862
2515
349050
137
349075
349100
77
349125
1525
380
3:02:06864
2515
349050
148
349075
349100
77
349125
1525
381
3:02:06864
2616
349050
148
349075
349100
77
349125
1525
382
3:02:08345
2616
349050
189
349075
349100
77
349125
1525
383
3:02:08.449
2616
349050
189
349075
349100
88
349125
1525
384
3:02:10082
2616
349050
189
349075
349100
77
349125
1525
385
3:02:10085
2616
349050
189
349075
349100
77
349125
1525
386
3:02:10350
2616
349050
189
349075
349100
77
349125
1525
387
3:02:11.103
YB01
Order
B1
10
349075
Spoo
f388
3:02:11.103
YB01
Order
B3
30
349075
Spoo
f389
3:02:11.103
2616
349050
2211
349075
349100
77
349125
1525
390
3:02:11.103
YB01
Order
B2
20
349075
Spoo
f391
3:02:11.103
YB01
Order
B6
60
349075
Spoo
f392
3:02:11.103
2616
349050
3013
349075
349100
77
349125
1525
393
3:02:11.103
YB01
Order
B4
40
349075
Spoo
f394
302:11.103
2616
349050
3414
349075
349100
77
349125
1525
395
302:11.103
YB01
Order
B1
10
349075
Spoo
f396
302:11.103
YB01
Order
B1
10
349075
Spoo
f397
302:11.103
2616
349050
3616
349075
349100
77
349125
1525
398
302:11.103
YB01
Order
B1
10
349075
Spoo
f399
302:11.103
YB01
Order
B2
20
349075
Spoo
f400
302:11.103
2616
349050
3918
349075
349100
77
349125
1525
401
302:11.103
YB01
Order
B5
50
349075
Spoo
f402
302:11.103
2616
349050
4419
349075
349100
77
349125
1525
403
302:11.103
YB01
Order
B5
50
349075
Spoo
f404
302:11.103
YB01
Order
B2
20
349075
Spoo
f405
302:11.103
YB01
Order
B1
10
349075
Spoo
f406
302:11.103
2616
349050
5221
349075
349100
77
349125
1525
407
302:11.103
YB01
Order
B6
60
349075
Spoo
f408
302:11.104
2616
349050
5823
349075
349100
77
349125
1525
EXHIBIT B
Page 8 of 1
1
Case 4:18-cv-00260 Document 1-2 Filed in TXSD on 01/28/18 Page 9 of 12
Date: D
ec 2, 201
3Decem
ber 2
013 E‐mini N
ASDAQ
Con
tracts
Moh
an Activity
Row
Time (CST)
BidQ
ty2
BidC
nt2
BidP
x2BidQ
ty1
BidC
nt1
BidP
x1Tag50
Actio
nSide
Qty
Remaining
Qty
Display
Qty
Price
Type
AskP
x1AskCnt1
AskQ
ty1
AskP
x2AskCnt2
AskQ
ty2
Bid Side
Market D
epth
Ask Side
Market D
epth
409
3:02:11.104
2616
349050
5924
349075
349100
77
349125
1525
410
3:02:11.104
2616
349050
5924
349075
349100
66
349125
1525
411
3:02:11.104
2616
349050
5924
349075
349100
55
349125
1525
412
3:02:11.104
YB01
Trade
S1
390
349100
Genu
ine
413
3:02:11.104
YB01
Trade
S1
380
349100
Genu
ine
414
3:02:11.104
YB01
Trade
S1
370
349100
Genu
ine
415
3:02:11.104
YB01
Trade
S1
360
349100
Genu
ine
416
3:02:11.104
YB01
Trade
S1
350
349100
Genu
ine
417
3:02:11.104
YB01
Trade
S1
340
349100
Genu
ine
418
3:02:11.104
YB01
Trade
S1
330
349100
Genu
ine
419
3:02:11.104
YB01
Trade
S1
320
349100
Genu
ine
420
3:02:11.104
YB01
Trade
S1
310
349100
Genu
ine
421
3:02:11.104
YB01
Trade
S1
300
349100
Genu
ine
422
3:02:11.104
YB01
Trade
S1
290
349100
Genu
ine
423
3:02:11.104
YB01
Trade
S1
280
349100
Genu
ine
424
3:02:11.105
2616
349050
5924
349075
349100
11
349125
1525
425
3:02:11.106
2616
349050
5924
349075
349100
11
349125
1525
426
3:02:11.106
2616
349050
6025
349075
349100
11
349125
1525
427
3:02:11.109
2616
349050
6126
349075
349100
11
349125
1424
428
3:02:11.109
2616
349050
6126
349075
349100
11
349125
1323
429
3:02:11.109
YB01
Trade
S1
270
349100
Genu
ine
430
3:02:11.109
YB01
Trade
S1
260
349100
Genu
ine
431
3:02:11.109
YB01
Trade
S1
250
349100
Genu
ine
432
3:02:11.109
YB01
Trade
S1
240
349100
Genu
ine
433
3:02:11.109
YB01
Trade
S1
230
349100
Genu
ine
434
3:02:11.109
YB01
Trade
S1
220
349100
Genu
ine
435
3:02:11.109
YB01
Trade
S1
210
349100
Genu
ine
436
3:02:11.109
YB01
Trade
S1
200
349100
Genu
ine
437
3:02:11.109
YB01
Trade
S1
190
349100
Genu
ine
438
3:02:11.109
YB01
Trade
S1
180
349100
Genu
ine
439
3:02:11.109
YB01
Trade
S1
170
349100
Genu
ine
440
3:02:11.109
YB01
Trade
S1
160
349100
Genu
ine
441
3:02:11.109
YB01
Trade
S1
150
349100
Genu
ine
442
3:02:11.109
YB01
Trade
S1
140
349100
Genu
ine
443
3:02:11.109
YB01
Trade
S1
130
349100
Genu
ine
444
3:02:11.109
YB01
Trade
S1
120
349100
Genu
ine
445
3:02:11.109
YB01
Trade
S1
110
349100
Genu
ine
446
3:02:11.109
YB01
Trade
S1
100
349100
Genu
ine
447
3:02:11.109
YB01
Trade
S1
90
349100
Genu
ine
448
3:02:11.109
YB01
Trade
S1
80
349100
Genu
ine
449
3:02:11.109
YB01
Trade
S1
70
349100
Genu
ine
450
3:02:11.109
YB01
Trade
S1
60
349100
Genu
ine
451
3:02:11.109
YB01
Trade
S1
50
349100
Genu
ine
452
3:02:11.109
YB01
Trade
S1
40
349100
Genu
ine
453
3:02:11.109
YB01
Trade
S1
30
349100
Genu
ine
454
3:02:11.109
YB01
Trade
S1
20
349100
Genu
ine
455
3:02:11.109
YB01
Trade
S1
10
349100
Genu
ine
456
3:02:11.109
YB01
Trade
S1
00
349100
Genu
ine
457
3:02:11.109
6126
349075
31
349100
349125
1323
349150
1937
458
3:02:11.109
6527
349075
31
349100
349125
1323
349150
1937
459
3:02:11.109
6527
349075
22
349100
349125
1323
349150
1937
EXHIBIT B
Page 9 of 1
1
Case 4:18-cv-00260 Document 1-2 Filed in TXSD on 01/28/18 Page 10 of 12
Date: D
ec 2, 201
3Decem
ber 2
013 E‐mini N
ASDAQ
Con
tracts
Moh
an Activity
Row
Time (CST)
BidQ
ty2
BidC
nt2
BidP
x2BidQ
ty1
BidC
nt1
BidP
x1Tag50
Actio
nSide
Qty
Remaining
Qty
Display
Qty
Price
Type
AskP
x1AskCnt1
AskQ
ty1
AskP
x2AskCnt2
AskQ
ty2
Bid Side
Market D
epth
Ask Side
Market D
epth
460
3:02:11.109
6527
349075
22
349100
349125
1323
349150
1836
461
3:02:11.109
6527
349075
44
349100
349125
1323
349150
1836
462
3:02:11.110
2616
349050
6426
349075
349100
11
349125
1323
463
3:02:11.110
2616
349050
6426
349075
349100
11
349125
1220
464
3:02:11.110
3117
349050
6426
349075
349100
11
349125
1220
465
3:02:11.110
3117
349050
6426
349075
349100
23
349125
1220
466
3:02:11.110
3117
349050
6527
349075
349100
23
349125
1220
467
3:02:11.110
3117
349050
6527
349075
349100
23
349125
1220
468
3:02:11.110
3117
349050
6628
349075
349100
12
349125
1220
469
3:02:11.110
3117
349050
6729
349075
349100
12
349125
1321
470
3:02:11.110
3117
349050
6729
349075
349100
12
349125
1220
471
3:02:11.111
6729
349075
11
349100
349125
1220
349150
1629
472
3:02:11.111
6729
349075
11
349100
349125
1220
349150
1629
473
3:02:11.111
6729
349075
42
349100
349125
1220
349150
1629
474
3:02:11.111
6729
349075
42
349100
349125
1220
349150
1731
475
3:02:11.111
6729
349075
73
349100
349125
1220
349150
1731
476
3:02:11.111
6729
349075
73
349100
349125
1220
349150
1731
477
3:02:11.111
6729
349075
73
349100
349125
1321
349150
1731
478
3:02:11.111
6729
349075
73
349100
349125
1220
349150
1731
479
3:02:11.111
6729
349075
73
349100
349125
1220
349150
1731
480
3:02:11.112
6729
349075
73
349100
349125
1119
349150
1731
481
3:02:11.119
6729
349075
84
349100
349125
1119
349150
1731
482
3:02:11.126
6729
349075
95
349100
349125
1119
349150
1731
483
3:02:11.190
6729
349075
95
349100
349125
1018
349150
1731
484
3:02:11.190
6729
349075
84
349100
349125
1018
349150
1731
485
3:02:11.191
6729
349075
95
349100
349125
1018
349150
1731
486
3:02:11200
6729
349075
95
349100
349125
1119
349150
1731
487
3:02:11210
6729
349075
106
349100
349125
1119
349150
1731
488
3:02:11210
6729
349075
106
349100
349125
1119
349150
1731
489
3:02:11210
7030
349075
106
349100
349125
1119
349150
1731
490
3:02:11227
7030
349075
95
349100
349125
1018
349150
1731
491
3:02:11235
7331
349075
95
349100
349125
1018
349150
1731
492
3:02:11274
7331
349075
106
349100
349125
1018
349150
1731
493
3:02:11274
7331
349075
106
349100
349125
917
349150
1731
494
3:02:11394
7331
349075
95
349100
349125
917
349150
1731
495
3:02:11395
7331
349075
95
349100
349125
917
349150
1731
496
3:02:11.782
7331
349075
95
349100
349125
813
349150
1731
497
3:02:11801
7331
349075
106
349100
349125
813
349150
1731
498
3:02:11802
7331
349075
117
349100
349125
813
349150
1731
499
3:02:11878
YB01
Cancel
B2
00
349075
Spoo
f500
3:02:11878
7130
349075
117
349100
349125
813
349150
1731
501
3:02:11878
YB01
Cancel
B6
00
349075
Spoo
f502
3:02:11878
YB01
Cancel
B1
00
349075
Spoo
f503
3:02:11878
6428
349075
117
349100
349125
813
349150
1731
504
3:02:11878
YB01
Cancel
B2
00
349075
Spoo
f505
3:02:11879
6227
349075
117
349100
349125
813
349150
1731
506
3:02:11879
YB01
Cancel
B1
00
349075
Spoo
f507
3:02:11879
6126
349075
117
349100
349125
813
349150
1731
508
3:02:11879
YB01
Cancel
B2
00
349075
Spoo
f509
3:02:11879
5925
349075
117
349100
349125
813
349150
1731
510
3:02:11879
YB01
Cancel
B5
00
349075
Spoo
f
EXHIBIT B
Page 10 of 11
Case 4:18-cv-00260 Document 1-2 Filed in TXSD on 01/28/18 Page 11 of 12
Date: D
ec 2, 201
3Decem
ber 2
013 E‐mini N
ASDAQ
Con
tracts
Moh
an Activity
Row
Time (CST)
BidQ
ty2
BidC
nt2
BidP
x2BidQ
ty1
BidC
nt1
BidP
x1Tag50
Actio
nSide
Qty
Remaining
Qty
Display
Qty
Price
Type
AskP
x1AskCnt1
AskQ
ty1
AskP
x2AskCnt2
AskQ
ty2
Bid Side
Market D
epth
Ask Side
Market D
epth
511
3:02:11879
YB01
Cancel
B5
00
349075
Spoo
f512
3:02:11879
YB01
Cancel
B4
00
349075
Spoo
f513
3:02:11879
4522
349075
117
349100
349125
813
349150
1731
514
3:02:11879
YB01
Cancel
B3
00
349075
Spoo
f515
3:02:11879
YB01
Cancel
B1
00
349075
Spoo
f516
3:02:11879
4120
349075
117
349100
349125
813
349150
1731
517
3:02:11879
YB01
Cancel
B6
00
349075
Spoo
f518
3:02:11879
3519
349075
117
349100
349125
813
349150
1731
519
3:02:11879
YB01
Cancel
B1
00
349075
Spoo
f520
3:02:11879
YB01
Cancel
B1
00
349075
Spoo
f521
3:02:11879
3317
349075
117
349100
349125
813
349150
1731
EXHIBIT B
Page 11 of 11
Case 4:18-cv-00260 Document 1-2 Filed in TXSD on 01/28/18 Page 12 of 12
Exhibit C
TO COMPLAINT FOR INJUNCTIVE RELIEF, CIVIL MONETARY PENALTIES,
AND OTHER RELIEF
Case 4:18-cv-00260 Document 1-3 Filed in TXSD on 01/28/18 Page 1 of 9
Date: D
ec 9, 201
3Decem
ber 2
013 E‐mini N
ASDAQ
Con
tracts
Moh
an Activity
Row
Time (CST)
BidQ
ty2
BidC
nt2
BidP
x2BidQ
ty1
BidC
nt1
BidP
x1Tag50
Actio
nSide
Qty
Remaining
Qty
Display
Qty
Price
Type
AskP
x1AskCnt1
AskQ
ty1
AskP
x2AskCnt2
AskQ
ty2
15:27:41.553
YB01
Order
B40
401
350950
Genu
ine
25:27:41.553
1110
350925
54
350950
350975
67
351000
78
35:27:42.022
1110
350925
54
350950
350975
56
351000
78
45:27:42.022
1110
350925
54
350950
350975
34
351000
78
55:27:42.023
1110
350925
54
350950
351000
78
351025
1230
65:27:42.023
1110
350925
65
350950
351000
78
351025
1230
75:27:42.023
1110
350925
65
350950
351000
78
351025
1230
85:27:42.024
1110
350925
76
350950
351000
78
351025
1230
95:27:42.024
76
350950
21
350975
351000
67
351025
1230
105:27:42.024
76
350950
21
350975
351000
56
351025
1230
115:27:42.024
76
350950
21
350975
351000
56
351025
1331
125:27:42.024
76
350950
21
350975
351000
56
351025
1331
135:27:42.024
76
350950
21
350975
351000
44
351025
1331
145:27:42.024
76
350950
21
350975
351000
44
351025
1331
155:27:42.024
87
350950
21
350975
351000
44
351025
1331
165:27:42.025
87
350950
21
350975
351000
33
351025
1331
175:27:42.025
87
350950
42
350975
351000
22
351025
1331
185:27:42.025
87
350950
22
350975
351000
22
351025
1331
195:27:42.025
87
350950
22
350975
351000
22
351025
1331
205:27:42.025
1311
350925
87
350950
351000
22
351025
1331
215:27:42.025
1311
350925
87
350950
351000
33
351025
1331
225:27:42.025
1311
350925
87
350950
351000
22
351025
1331
235:27:42.025
1311
350925
98
350950
351000
22
351025
1331
245:27:42.025
98
350950
21
350975
351000
34
351025
1230
255:27:42.025
98
350950
21
350975
351000
46
351025
1230
265:27:42.026
98
350950
21
350975
351000
58
351025
1230
275:27:42.026
1210
350925
98
350950
351000
58
351025
1230
285:27:42.026
1210
350925
87
350950
351000
58
351025
1230
295:27:42.026
87
350950
21
350975
351000
58
351025
1230
305:27:42.026
108
350950
21
350975
351000
58
351025
1230
315:27:42.026
108
350950
21
350975
351000
69
351025
1230
325:27:42.027
1210
350925
108
350950
351000
69
351025
1230
335:27:42.027
108
350950
11
350975
351000
69
351025
1230
345:27:42.027
87
350950
11
350975
351000
69
351025
1230
355:27:42.027
87
350950
11
350975
351000
710
351025
1230
365:27:42.027
119
350925
87
350950
351000
710
351025
1230
375:27:42.027
119
350925
87
350950
351000
710
351025
1230
385:27:42.028
119
350925
87
350950
350975
11
351000
710
395:27:42.028
119
350925
76
350950
350975
11
351000
710
405:27:42.028
119
350925
87
350950
350975
11
351000
710
415:27:42.028
119
350925
87
350950
350975
23
351000
710
425:27:42.028
119
350925
87
350950
350975
23
351000
710
435:27:42.028
119
350925
87
350950
350975
34
351000
710
445:27:42.029
119
350925
87
350950
350975
34
351000
710
455:27:42.029
119
350925
76
350950
350975
34
351000
710
465:27:42.029
119
350925
76
350950
350975
34
351000
710
475:27:42.029
119
350925
87
350950
350975
34
351000
710
485:27:42.029
119
350925
87
350950
350975
34
351000
710
495:27:42.030
119
350925
87
350950
350975
34
351000
710
505:27:42.030
119
350925
98
350950
350975
34
351000
710
515:27:42.030
119
350925
98
350950
350975
46
351000
710
525:27:42.030
119
350925
98
350950
350975
46
351000
69
Bid Side
Market D
epth
Ask Side
Market D
epth
EXHIBIT C
Page 1 of 8
Case 4:18-cv-00260 Document 1-3 Filed in TXSD on 01/28/18 Page 2 of 9
Date: D
ec 9, 201
3Decem
ber 2
013 E‐mini N
ASDAQ
Con
tracts
Moh
an Activity
Row
Time (CST)
BidQ
ty2
BidC
nt2
BidP
x2BidQ
ty1
BidC
nt1
BidP
x1Tag50
Actio
nSide
Qty
Remaining
Qty
Display
Qty
Price
Type
AskP
x1AskCnt1
AskQ
ty1
AskP
x2AskCnt2
AskQ
ty2
Bid Side
Market D
epth
Ask Side
Market D
epth
535:27:42.030
119
350925
119
350950
350975
46
351000
69
545:27:42.031
119
350925
119
350950
350975
46
351000
69
555:27:42.031
119
350925
98
350950
350975
46
351000
69
565:27:42.031
119
350925
98
350950
350975
46
351000
69
575:27:42.032
119
350925
98
350950
350975
46
351000
69
585:27:42.033
119
350925
98
350950
350975
46
351000
714
595:27:42.034
119
350925
109
350950
350975
46
351000
714
605:27:42.034
119
350925
109
350950
350975
46
351000
714
615:27:42.034
119
350925
109
350950
350975
46
351000
815
625:27:42.034
119
350925
109
350950
350975
46
351000
815
635:27:42.034
119
350925
109
350950
350975
46
351000
916
645:27:42.034
119
350925
109
350950
350975
46
351000
916
655:27:42.035
119
350925
109
350950
350975
46
351000
815
665:27:42.035
119
350925
1210
350950
350975
46
351000
815
675:27:42.035
119
350925
119
350950
350975
46
351000
815
685:27:42.036
119
350925
119
350950
350975
46
351000
815
695:27:42.036
119
350925
1210
350950
350975
46
351000
815
705:27:42.036
119
350925
1210
350950
350975
46
351000
815
715:27:42.036
119
350925
109
350950
350975
46
351000
815
725:27:42.036
119
350925
109
350950
350975
46
351000
916
735:27:42.037
119
350925
1210
350950
350975
46
351000
916
745:27:42.037
119
350925
1210
350950
350975
46
351000
815
755:27:42.037
119
350925
1210
350950
350975
46
351000
815
765:27:42.037
119
350925
1210
350950
350975
46
351000
815
775:27:42.037
119
350925
1210
350950
350975
46
351000
815
785:27:42.037
119
350925
1210
350950
350975
46
351000
815
795:27:42.037
119
350925
1210
350950
350975
46
351000
815
805:27:42.037
119
350925
1210
350950
350975
46
351000
815
815:27:42.038
119
350925
1210
350950
350975
46
351000
815
825:27:42.038
119
350925
1210
350950
350975
46
351000
815
835:27:42.038
119
350925
119
350950
350975
46
351000
815
845:27:42.038
119
350925
98
350950
350975
46
351000
916
855:27:42.038
119
350925
98
350950
350975
46
351000
916
865:27:42.038
119
350925
98
350950
350975
46
351000
916
875:27:42.038
119
350925
87
350950
350975
46
351000
916
885:27:42.038
119
350925
108
350950
350975
46
351000
815
895:27:42.039
119
350925
108
350950
350975
46
351000
815
905:27:42.039
119
350925
87
350950
350975
46
351000
815
915:27:42.039
119
350925
87
350950
350975
46
351000
815
925:27:42.039
119
350925
87
350950
350975
46
351000
815
935:27:42.039
119
350925
87
350950
350975
46
351000
916
945:27:42.039
119
350925
98
350950
350975
46
351000
916
955:27:42.040
119
350925
119
350950
350975
46
351000
916
965:27:42.040
119
350925
119
350950
350975
46
351000
916
975:27:42.040
119
350925
119
350950
350975
46
351000
916
985:27:42.040
119
350925
119
350950
350975
46
351000
916
995:27:42.040
119
350925
119
350950
350975
46
351000
815
100
5:27:42.040
119
350925
119
350950
350975
46
351000
815
101
5:27:42.040
119
350925
119
350950
350975
46
351000
815
102
5:27:42.040
119
350925
119
350950
350975
46
351000
815
103
5:27:42.040
119
350925
119
350950
350975
46
351000
815
104
5:27:42.040
119
350925
108
350950
350975
46
351000
815
EXHIBIT C
Page 2 of 8
Case 4:18-cv-00260 Document 1-3 Filed in TXSD on 01/28/18 Page 3 of 9
Date: D
ec 9, 201
3Decem
ber 2
013 E‐mini N
ASDAQ
Con
tracts
Moh
an Activity
Row
Time (CST)
BidQ
ty2
BidC
nt2
BidP
x2BidQ
ty1
BidC
nt1
BidP
x1Tag50
Actio
nSide
Qty
Remaining
Qty
Display
Qty
Price
Type
AskP
x1AskCnt1
AskQ
ty1
AskP
x2AskCnt2
AskQ
ty2
Bid Side
Market D
epth
Ask Side
Market D
epth
105
5:27:42.040
119
350925
108
350950
350975
46
351000
815
106
5:27:42.041
119
350925
108
350950
350975
46
351000
815
107
5:27:42.041
119
350925
108
350950
350975
46
351000
815
108
5:27:42.041
119
350925
119
350950
350975
46
351000
815
109
5:27:42.041
119
350925
119
350950
350975
46
351000
815
110
5:27:42.041
119
350925
119
350950
350975
46
351000
815
111
5:27:42.041
119
350925
119
350950
350975
46
351000
815
112
5:27:42.041
119
350925
119
350950
350975
46
351000
815
113
5:27:42.042
119
350925
1210
350950
350975
46
351000
815
114
5:27:42.042
119
350925
109
350950
350975
46
351000
815
115
5:27:42.042
119
350925
109
350950
350975
46
351000
815
116
5:27:42.042
119
350925
109
350950
350975
46
351000
916
117
5:27:42.042
119
350925
109
350950
350975
46
351000
916
118
5:27:42.042
119
350925
109
350950
350975
46
351000
916
119
5:27:42.042
119
350925
109
350950
350975
46
351000
916
120
5:27:42.042
119
350925
109
350950
350975
46
351000
916
121
5:27:42.043
119
350925
109
350950
350975
46
351000
916
122
5:27:42.043
119
350925
98
350950
350975
46
351000
916
123
5:27:42.043
119
350925
98
350950
350975
46
351000
916
124
5:27:42.043
119
350925
98
350950
350975
46
351000
916
125
5:27:42.043
119
350925
98
350950
350975
46
351000
916
126
5:27:42.043
119
350925
98
350950
350975
46
351000
916
127
5:27:42.043
119
350925
87
350950
350975
46
351000
916
128
5:27:42.044
119
350925
87
350950
350975
46
351000
916
129
5:27:42.044
119
350925
87
350950
350975
46
351000
916
130
5:27:42.044
119
350925
98
350950
350975
46
351000
916
131
5:27:42.044
119
350925
98
350950
350975
46
351000
916
132
5:27:42.044
119
350925
98
350950
350975
46
351000
815
133
5:27:42.044
119
350925
119
350950
350975
46
351000
815
134
5:27:42.044
119
350925
119
350950
350975
46
351000
815
135
5:27:42.044
119
350925
119
350950
350975
46
351000
815
136
5:27:42.044
119
350925
119
350950
350975
46
351000
815
137
5:27:42.045
119
350925
119
350950
350975
46
351000
815
138
5:27:42.045
119
350925
98
350950
350975
46
351000
815
139
5:27:42.045
119
350925
98
350950
350975
46
351000
815
140
5:27:42.045
119
350925
98
350950
350975
46
351000
815
141
5:27:42.045
119
350925
98
350950
350975
46
351000
815
142
5:27:42.045
119
350925
98
350950
350975
46
351000
815
143
5:27:42.045
119
350925
98
350950
350975
46
351000
815
144
5:27:42.046
119
350925
98
350950
350975
46
351000
815
145
5:27:42.046
119
350925
87
350950
350975
46
351000
815
146
5:27:42.046
119
350925
87
350950
350975
46
351000
815
147
5:27:42.046
119
350925
87
350950
350975
46
351000
815
148
5:27:42.046
119
350925
87
350950
350975
46
351000
815
149
5:27:42.046
119
350925
87
350950
350975
46
351000
815
150
5:27:42.046
119
350925
87
350950
350975
46
351000
815
151
5:27:42.046
119
350925
108
350950
350975
46
351000
815
152
5:27:42.047
119
350925
108
350950
350975
46
351000
815
153
5:27:42.047
119
350925
108
350950
350975
46
351000
815
154
5:27:42.047
119
350925
108
350950
350975
46
351000
815
155
5:27:42.047
119
350925
108
350950
350975
46
351000
815
156
5:27:42.047
119
350925
119
350950
350975
46
351000
815
EXHIBIT C
Page 3 of 8
Case 4:18-cv-00260 Document 1-3 Filed in TXSD on 01/28/18 Page 4 of 9
Date: D
ec 9, 201
3Decem
ber 2
013 E‐mini N
ASDAQ
Con
tracts
Moh
an Activity
Row
Time (CST)
BidQ
ty2
BidC
nt2
BidP
x2BidQ
ty1
BidC
nt1
BidP
x1Tag50
Actio
nSide
Qty
Remaining
Qty
Display
Qty
Price
Type
AskP
x1AskCnt1
AskQ
ty1
AskP
x2AskCnt2
AskQ
ty2
Bid Side
Market D
epth
Ask Side
Market D
epth
157
5:27:42.047
119
350925
98
350950
350975
46
351000
815
158
5:27:42.047
119
350925
98
350950
350975
46
351000
815
159
5:27:42.047
119
350925
98
350950
350975
46
351000
815
160
5:27:42.047
119
350925
98
350950
350975
46
351000
815
161
5:27:42.048
119
350925
98
350950
350975
46
351000
815
162
5:27:42.048
119
350925
98
350950
350975
46
351000
815
163
5:27:42.048
119
350925
98
350950
350975
46
351000
815
164
5:27:42.048
119
350925
98
350950
350975
46
351000
815
165
5:27:42.048
119
350925
98
350950
350975
46
351000
815
166
5:27:42.048
119
350925
98
350950
350975
46
351000
815
167
5:27:42.048
119
350925
109
350950
350975
46
351000
815
168
5:27:42.049
119
350925
98
350950
350975
46
351000
815
169
5:27:42.049
119
350925
98
350950
350975
46
351000
710
170
5:27:42.049
119
350925
98
350950
350975
46
351000
710
171
5:27:42.049
119
350925
98
350950
350975
46
351000
710
172
5:27:42.050
119
350925
87
350950
350975
46
351000
710
173
5:27:42.051
119
350925
87
350950
350975
46
351000
710
174
5:27:42.051
119
350925
87
350950
350975
46
351000
710
175
5:27:42.051
119
350925
87
350950
350975
46
351000
710
176
5:27:42.052
119
350925
87
350950
350975
46
351000
710
177
5:27:42.052
119
350925
87
350950
350975
46
351000
811
178
5:27:42.053
119
350925
98
350950
350975
46
351000
811
179
5:27:42.053
119
350925
98
350950
350975
46
351000
811
180
5:27:42.054
119
350925
98
350950
350975
46
351000
811
181
5:27:42.054
119
350925
98
350950
350975
46
351000
811
182
5:27:42.054
119
350925
98
350950
350975
46
351000
811
183
5:27:42.054
119
350925
98
350950
350975
46
351000
811
184
5:27:42.054
119
350925
98
350950
350975
46
351000
811
185
5:27:42.054
119
350925
109
350950
350975
46
351000
811
186
5:27:42.054
119
350925
98
350950
350975
46
351000
811
187
5:27:42.055
119
350925
98
350950
350975
46
351000
811
188
5:27:42.055
119
350925
98
350950
350975
46
351000
811
189
5:27:42.056
119
350925
98
350950
350975
46
351000
916
190
5:27:42.056
119
350925
87
350950
350975
46
351000
916
191
5:27:42.059
119
350925
98
350950
350975
46
351000
916
192
5:27:42.060
119
350925
87
350950
350975
46
351000
916
193
5:27:42.063
119
350925
87
350950
350975
46
351000
916
194
5:27:42.063
119
350925
87
350950
350975
46
351000
916
195
5:27:42.063
119
350925
87
350950
350975
46
351000
916
196
5:27:42.063
119
350925
87
350950
350975
46
351000
916
197
5:27:42.070
119
350925
87
350950
350975
46
351000
916
198
5:27:42.070
119
350925
87
350950
350975
46
351000
916
199
5:27:42.071
119
350925
87
350950
350975
46
351000
916
200
5:27:42.071
119
350925
87
350950
350975
46
351000
916
201
5:27:42.076
119
350925
87
350950
350975
46
351000
916
202
5:27:42.082
119
350925
98
350950
350975
46
351000
916
203
5:27:42.082
119
350925
109
350950
350975
46
351000
916
204
5:27:42.082
119
350925
1110
350950
350975
46
351000
916
205
5:27:42.082
119
350925
1211
350950
350975
46
351000
916
206
5:27:42.087
119
350925
1110
350950
350975
46
351000
916
207
5:27:42.088
119
350925
109
350950
350975
46
351000
916
208
5:27:42.088
119
350925
98
350950
350975
46
351000
916
EXHIBIT C
Page 4 of 8
Case 4:18-cv-00260 Document 1-3 Filed in TXSD on 01/28/18 Page 5 of 9
Date: D
ec 9, 201
3Decem
ber 2
013 E‐mini N
ASDAQ
Con
tracts
Moh
an Activity
Row
Time (CST)
BidQ
ty2
BidC
nt2
BidP
x2BidQ
ty1
BidC
nt1
BidP
x1Tag50
Actio
nSide
Qty
Remaining
Qty
Display
Qty
Price
Type
AskP
x1AskCnt1
AskQ
ty1
AskP
x2AskCnt2
AskQ
ty2
Bid Side
Market D
epth
Ask Side
Market D
epth
209
5:27:42.088
119
350925
87
350950
350975
46
351000
916
210
5:27:42.092
119
350925
98
350950
350975
46
351000
916
211
5:27:42.092
119
350925
109
350950
350975
46
351000
916
212
5:27:42.092
119
350925
1110
350950
350975
46
351000
916
213
5:27:42.092
119
350925
1211
350950
350975
46
351000
916
214
5:27:42.095
119
350925
1211
350950
350975
46
351000
811
215
5:27:42.099
119
350925
1110
350950
350975
46
351000
811
216
5:27:42.099
119
350925
109
350950
350975
46
351000
811
217
5:27:42.099
119
350925
98
350950
350975
46
351000
811
218
5:27:42.099
119
350925
87
350950
350975
46
351000
811
219
5:27:42.101
119
350925
87
350950
350975
35
351000
811
220
5:27:42.105
119
350925
87
350950
350975
46
351000
811
221
5:27:42.106
119
350925
87
350950
350975
57
351000
811
222
5:27:42.115
119
350925
87
350950
350975
46
351000
811
223
5:27:42.116
119
350925
98
350950
350975
46
351000
811
224
5:27:42.116
119
350925
109
350950
350975
46
351000
811
225
5:27:42.116
119
350925
1110
350950
350975
46
351000
811
226
5:27:42.116
119
350925
1211
350950
350975
46
351000
811
227
5:27:42.116
119
350925
1211
350950
350975
35
351000
811
228
5:27:42.122
119
350925
1110
350950
350975
35
351000
811
229
5:27:42.122
119
350925
109
350950
350975
35
351000
811
230
5:27:42.122
119
350925
98
350950
350975
35
351000
811
231
5:27:42.122
119
350925
87
350950
350975
35
351000
811
232
5:27:42.132
119
350925
98
350950
350975
35
351000
811
233
5:27:42.132
119
350925
109
350950
350975
35
351000
811
234
5:27:42.132
119
350925
1110
350950
350975
35
351000
811
235
5:27:42.132
119
350925
1211
350950
350975
35
351000
811
236
5:27:42.136
119
350925
1110
350950
350975
35
351000
811
237
5:27:42.136
119
350925
109
350950
350975
35
351000
811
238
5:27:42.136
119
350925
98
350950
350975
35
351000
811
239
5:27:42.136
119
350925
87
350950
350975
35
351000
811
240
5:27:42.147
119
350925
87
350950
350975
35
351000
811
241
5:27:42.147
119
350925
87
350950
350975
35
351000
811
242
5:27:42.147
119
350925
87
350950
350975
35
351000
811
243
5:27:42.148
119
350925
87
350950
350975
35
351000
811
244
5:27:42.162
119
350925
87
350950
350975
46
351000
811
245
5:27:42.495
119
350925
87
350950
350975
46
351000
811
246
5:27:42.495
119
350925
87
350950
350975
46
351000
811
247
5:27:42.525
119
350925
87
350950
350975
46
351000
710
248
5:27:42.525
98
350925
87
350950
350975
46
351000
710
249
5:27:42.713
YB01
Order
S14
140
351000
Spoo
f250
5:27:42.713
YB01
Order
S12
120
351000
Spoo
f251
5:27:42.713
98
350925
87
350950
350975
46
351000
936
252
5:27:42.713
YB01
Order
S2
20
351000
Spoo
f253
5:27:42.713
98
350925
87
350950
350975
46
351000
1038
254
5:27:42.713
YB01
Order
S8
80
351000
Spoo
f255
5:27:42.713
YB01
Order
S4
40
351000
Spoo
f256
5:27:42.713
98
350925
87
350950
350975
46
351000
1250
257
5:27:43.225
YB01
Order
S16
160
350975
Spoo
f258
5:27:43.225
YB01
Order
S14
140
350975
Spoo
f259
5:27:43.225
98
350925
87
350950
350975
636
351000
1250
260
5:27:43.225
YB01
Order
S8
80
350975
Spoo
f
EXHIBIT C
Page 5 of 8
Case 4:18-cv-00260 Document 1-3 Filed in TXSD on 01/28/18 Page 6 of 9
Date: D
ec 9, 201
3Decem
ber 2
013 E‐mini N
ASDAQ
Con
tracts
Moh
an Activity
Row
Time (CST)
BidQ
ty2
BidC
nt2
BidP
x2BidQ
ty1
BidC
nt1
BidP
x1Tag50
Actio
nSide
Qty
Remaining
Qty
Display
Qty
Price
Type
AskP
x1AskCnt1
AskQ
ty1
AskP
x2AskCnt2
AskQ
ty2
Bid Side
Market D
epth
Ask Side
Market D
epth
261
5:27:43.225
98
350925
87
350950
350975
744
351000
1250
262
5:27:43.225
YB01
Order
S2
20
350975
Spoo
f263
5:27:43.225
98
350925
87
350950
350975
846
351000
1250
264
5:27:43.226
98
350925
87
350950
350975
947
351000
1250
265
5:27:43.226
98
350925
65
350950
350975
947
351000
1250
266
5:27:43.226
98
350925
65
350950
350975
947
351000
1351
267
5:27:43.227
98
350925
33
350950
350975
947
351000
1351
268
5:27:43.228
YB01
Trade
B1
390
350950
Genu
ine
269
5:27:43.228
YB01
Trade
B1
380
350950
Genu
ine
270
5:27:43.228
YB01
Trade
B1
370
350950
Genu
ine
271
5:27:43.228
YB01
Trade
B1
360
350950
Genu
ine
272
5:27:43.228
YB01
Trade
B1
350
350950
Genu
ine
273
5:27:43.228
YB01
Trade
B1
340
350950
Genu
ine
274
5:27:43.228
YB01
Trade
B1
330
350950
Genu
ine
275
5:27:43.228
YB01
Trade
B1
320
350950
Genu
ine
276
5:27:43.238
98
350925
33
350950
350975
1049
351000
1351
277
5:27:43.238
98
350925
33
350950
350975
1150
351000
1351
278
5:27:43.238
98
350925
11
350950
350975
1150
351000
1351
279
5:27:43.239
YB01
Trade
B1
310
350950
Genu
ine
280
5:27:43.239
YB01
Trade
B1
300
350950
Genu
ine
281
5:27:43.239
YB01
Trade
B1
290
350950
Genu
ine
282
5:27:43.240
87
350925
32
350950
350975
1150
351000
1351
283
5:27:43.240
108
350925
53
350950
350975
1150
351000
1351
284
5:27:43.240
108
350925
53
350950
350975
1150
351000
1351
285
5:27:43.240
108
350925
53
350950
350975
1150
351000
1351
286
5:27:43.240
129
350925
53
350950
350975
1150
351000
1351
287
5:27:43.242
129
350925
53
350950
350975
1150
351000
1351
288
5:27:43.242
129
350925
53
350950
350975
1150
351000
1351
289
5:27:43.509
YB01
Trade
B1
280
350950
Genu
ine
290
5:27:43.509
129
350925
43
350950
350975
1150
351000
1351
291
5:27:43.510
YB01
Trade
B1
270
350950
Genu
ine
292
5:27:43.510
129
350925
43
350950
350975
1150
351000
1351
293
5:27:43.510
YB01
Trade
B1
260
350950
Genu
ine
294
5:27:43.510
129
350925
32
350950
350975
1150
351000
1351
295
5:27:43.510
YB01
Trade
B1
250
350950
Genu
ine
296
5:27:43.510
1310
350925
32
350950
350975
1150
351000
1351
297
5:27:43.510
YB01
Trade
B1
240
350950
Genu
ine
298
5:27:43.510
1310
350925
11
350950
350975
1150
351000
1351
299
5:27:43.510
1310
350925
11
350950
350975
1251
351000
1351
300
5:27:43.511
129
350925
11
350950
350975
1251
351000
1351
301
5:27:43.511
118
350925
11
350950
350975
1251
351000
1351
302
5:27:43.511
118
350925
11
350950
350975
1251
351000
1351
303
5:27:43.512
YB01
Trade
B1
230
350950
Genu
ine
304
5:27:43.512
118
350925
32
350950
350975
1251
351000
1351
305
5:27:43.512
129
350925
32
350950
350975
1251
351000
1351
306
5:27:43.512
1310
350925
32
350950
350975
1251
351000
1351
307
5:27:44.208
YB01
Cancel
S14
00
350975
Spoo
f308
5:27:44.208
1310
350925
32
350950
350975
1137
351000
1351
309
5:27:44.208
YB01
Cancel
S16
00
350975
Spoo
f310
5:27:44.208
YB01
Cancel
S2
00
350975
Spoo
f311
5:27:44.208
YB01
Cancel
S8
00
350975
Spoo
f312
5:27:44.208
1310
350925
32
350950
350975
811
351000
1351
EXHIBIT C
Page 6 of 8
Case 4:18-cv-00260 Document 1-3 Filed in TXSD on 01/28/18 Page 7 of 9
Date: D
ec 9, 201
3Decem
ber 2
013 E‐mini N
ASDAQ
Con
tracts
Moh
an Activity
Row
Time (CST)
BidQ
ty2
BidC
nt2
BidP
x2BidQ
ty1
BidC
nt1
BidP
x1Tag50
Actio
nSide
Qty
Remaining
Qty
Display
Qty
Price
Type
AskP
x1AskCnt1
AskQ
ty1
AskP
x2AskCnt2
AskQ
ty2
Bid Side
Market D
epth
Ask Side
Market D
epth
313
5:27:44.208
1310
350925
53
350950
350975
811
351000
1351
314
5:27:44.209
1310
350925
53
350950
350975
710
351000
1351
315
5:27:44.710
1310
350925
53
350950
350975
710
351000
1250
316
5:27:44.772
YB01
Order
S17
171
350975
Genu
ine
317
5:27:44.772
1310
350925
53
350950
350975
811
351000
1250
318
5:27:44.945
1310
350925
32
350950
350975
811
351000
1250
319
5:27:45.480
YB01
Cancel
S2
00
351000
Spoo
f320
5:27:45.480
1310
350925
32
350950
350975
811
351000
1148
321
5:27:45.480
YB01
Cancel
S8
00
351000
Spoo
f322
5:27:45.480
1310
350925
32
350950
350975
811
351000
1040
323
5:27:45.480
YB01
Cancel
S4
00
351000
Spoo
f324
5:27:45.480
1310
350925
32
350950
350975
811
351000
936
325
5:27:45.480
YB01
Cancel
S14
00
351000
Spoo
f326
5:27:45.480
YB01
Cancel
S12
00
351000
Spoo
f327
5:27:45.480
1310
350925
32
350950
350975
811
351000
710
328
5:27:45.481
1310
350925
53
350950
350975
811
351000
710
329
5:27:46.505
YB01
Order
B10
100
350925
Spoo
f330
5:27:46.505
2311
350925
53
350950
350975
811
351000
710
331
5:27:46.505
YB01
Order
B2
20
350925
Spoo
f332
5:27:46.505
2512
350925
53
350950
350975
811
351000
710
333
5:27:46.505
YB01
Order
B4
40
350925
Spoo
f334
5:27:46.505
YB01
Order
B12
120
350925
Spoo
f335
5:27:46.505
4114
350925
53
350950
350975
811
351000
710
336
5:27:46.505
YB01
Order
B4
40
350925
Spoo
f337
5:27:46.505
4515
350925
53
350950
350975
811
351000
710
338
5:27:46.505
YB01
Order
B8
80
350925
Spoo
f339
5:27:46.505
5316
350925
53
350950
350975
811
351000
710
340
5:27:46.506
5316
350925
53
350950
350975
68
351000
710
341
5:27:46.506
5316
350925
64
350950
350975
68
351000
710
342
5:27:46.506
5316
350925
85
350950
350975
68
351000
710
343
5:27:46.506
5417
350925
85
350950
350975
56
351000
710
344
5:27:46.506
5417
350925
106
350950
350975
56
351000
710
345
5:27:46.506
5618
350925
106
350950
350975
56
351000
710
346
5:27:46.506
5618
350925
117
350950
350975
56
351000
710
347
5:27:46.833
YB01
Order
B16
160
350950
Spoo
f348
5:27:46.833
5618
350925
278
350950
350975
56
351000
710
349
5:27:46.833
YB01
Order
B2
20
350950
Spoo
f350
5:27:46.833
YB01
Order
B10
100
350950
Spoo
f351
5:27:46.833
5618
350925
3910
350950
350975
56
351000
710
352
5:27:46.833
YB01
Order
B6
60
350950
Spoo
f353
5:27:46.833
YB01
Order
B6
60
350950
Spoo
f354
5:27:46.833
5618
350925
5112
350950
350975
56
351000
710
355
5:27:46.834
YB01
Trade
S1
160
350975
Genu
ine
356
5:27:46.834
YB01
Trade
S1
150
350975
Genu
ine
357
5:27:46.834
YB01
Trade
S1
140
350975
Genu
ine
358
5:27:46.834
YB01
Trade
S1
130
350975
Genu
ine
359
5:27:46.834
YB01
Trade
S1
120
350975
Genu
ine
360
5:27:46.834
YB01
Trade
S1
110
350975
Genu
ine
361
5:27:46.834
YB01
Trade
S1
100
350975
Genu
ine
362
5:27:46.834
YB01
Trade
S1
90
350975
Genu
ine
363
5:27:46.834
YB01
Trade
S1
80
350975
Genu
ine
364
5:27:46.834
YB01
Trade
S1
70
350975
Genu
ine
EXHIBIT C
Page 7 of 8
Case 4:18-cv-00260 Document 1-3 Filed in TXSD on 01/28/18 Page 8 of 9
Date: D
ec 9, 201
3Decem
ber 2
013 E‐mini N
ASDAQ
Con
tracts
Moh
an Activity
Row
Time (CST)
BidQ
ty2
BidC
nt2
BidP
x2BidQ
ty1
BidC
nt1
BidP
x1Tag50
Actio
nSide
Qty
Remaining
Qty
Display
Qty
Price
Type
AskP
x1AskCnt1
AskQ
ty1
AskP
x2AskCnt2
AskQ
ty2
Bid Side
Market D
epth
Ask Side
Market D
epth
365
5:27:46.834
YB01
Trade
S1
60
350975
Genu
ine
366
5:27:46.834
YB01
Trade
S1
50
350975
Genu
ine
367
5:27:46.834
5618
350925
5112
350950
350975
11
351000
710
368
5:27:46.834
5618
350925
5213
350950
350975
11
351000
68
369
5:27:46.834
5618
350925
5314
350950
350975
11
351000
68
370
5:27:46.835
YB01
Trade
S1
40
350975
Genu
ine
371
5:27:46.835
YB01
Trade
S1
30
350975
Genu
ine
372
5:27:46.835
YB01
Trade
S1
20
350975
Genu
ine
373
5:27:46.835
YB01
Trade
S1
10
350975
Genu
ine
374
5:27:46.835
YB01
Trade
S1
00
350975
Genu
ine
375
5:27:46.835
5618
350925
5314
350950
350975
11
351000
56
376
5:27:46.835
5618
350925
5113
350950
350975
11
351000
56
377
5:27:46.835
5618
350925
5113
350950
350975
11
351000
68
378
5:27:46.835
5618
350925
5113
350950
350975
11
351000
68
379
5:27:46.836
5618
350925
5314
350950
350975
11
351000
68
380
5:27:46.836
5618
350925
5314
350950
350975
11
351000
68
381
5:27:47.044
5618
350925
5314
350950
350975
22
351000
68
382
5:27:47.336
5618
350925
5113
350950
350975
22
351000
68
383
5:27:47.336
5618
350925
5113
350950
350975
22
351000
68
384
5:27:47.568
YB01
Cancel
B23
01
350950
Genu
ine
385
5:27:47.568
5618
350925
5012
350950
350975
22
351000
68
386
5:27:47.568
YB01
Cancel
B2
00
350950
Spoo
f387
5:27:47.568
5618
350925
4011
350950
350975
22
351000
68
388
5:27:47.568
YB01
Cancel
B10
00
350950
Spoo
f389
5:27:47.568
5618
350925
3810
350950
350975
22
351000
68
390
5:27:47.568
YB01
Cancel
B6
00
350950
Spoo
f391
5:27:47.568
YB01
Cancel
B16
00
350950
Spoo
f392
5:27:47.568
5618
350925
168
350950
350975
22
351000
68
393
5:27:47.568
YB01
Cancel
B6
00
350950
Spoo
f394
5:27:47.568
5618
350925
107
350950
350975
22
351000
68
395
5:27:47.568
5618
350925
107
350950
350975
33
351000
68
396
5:27:47.569
5719
350925
107
350950
350975
33
351000
68
397
5:27:47.569
5719
350925
96
350950
350975
33
351000
68
398
5:27:47.569
5719
350925
85
350950
350975
33
351000
68
399
5:27:47.976
YB01
Cancel
B8
00
350925
Spoo
f400
5:27:47.976
4918
350925
85
350950
350975
33
351000
68
401
5:27:47.976
YB01
Cancel
B2
00
350925
Spoo
f402
5:27:47.976
4717
350925
85
350950
350975
33
351000
68
403
5:27:47.976
YB01
Cancel
B12
00
350925
Spoo
f404
5:27:47.976
3516
350925
85
350950
350975
33
351000
68
405
5:27:47.976
YB01
Cancel
B4
00
350925
Spoo
f406
5:27:47.976
3115
350925
85
350950
350975
33
351000
68
407
5:27:47.976
YB01
Cancel
B10
00
350925
Spoo
f408
5:27:47.976
YB01
Cancel
B4
00
350925
Spoo
f409
5:27:47.976
1713
350925
85
350950
350975
33
351000
68
EXHIBIT C
Page 8 of 8
Case 4:18-cv-00260 Document 1-3 Filed in TXSD on 01/28/18 Page 9 of 9
Exhibit D
TO COMPLAINT FOR INJUNCTIVE RELIEF, CIVIL MONETARY PENALTIES,
AND OTHER RELIEF
Case 4:18-cv-00260 Document 1-4 Filed in TXSD on 01/28/18 Page 1 of 5
Date: D
ec 3, 201
3Decem
ber 2
013 E‐mini N
ASDAQ
Con
tracts
Moh
an Activity
Row
Time (CST)
Second
Bid
Qua
ntity
Second
Bid
Order
Coun
tSecond
Bid Price
Best Bid
Qua
ntity
Best Bid
Order
Coun
t
Best
Bid
Price
Tag50
Actio
nSide
Qty
Remaining
Qty
Display
Qty
Price
Type
Best
Ask
Price
Best Ask
Order
Coun
tBe
st Ask
Qua
ntity
Second
Ask
Price
Second
Ask
Order
Coun
t
Second
Ask
Qua
ntity
12:34
:47.80
7YB
011B
4040
134
8350
Gen
uine
22:34
:47.80
718
1334
8325
108
3483
5034
8375
47
3484
0011
213
2:34
:48.88
7YB
01Order
S4
40
3483
75Spoo
f4
2:34
:48.88
7YB
01Order
S3
30
3483
75Spoo
f5
2:34
:48.88
718
1334
8325
108
3483
5034
8375
614
3484
0011
216
2:34
:48.88
7YB
01Order
S3
30
3483
75Spoo
f7
2:34
:48.88
718
1334
8325
108
3483
5034
8375
717
3484
0011
218
2:34
:48.88
7YB
01Order
S5
50
3483
75Spoo
f9
2:34
:48.88
718
1334
8325
108
3483
5034
8375
822
3484
0011
2110
2:34
:48.88
7YB
01Order
S7
70
3483
75Spoo
f11
2:34
:48.88
718
1334
8325
108
3483
5034
8375
929
3484
0011
2112
2:34
:48.88
7YB
01Order
S3
30
3483
75Spoo
f13
2:34
:48.88
718
1334
8325
108
3483
5034
8375
1032
3484
0011
2114
2:34
:48.88
7YB
01Order
S2
20
3483
75Spoo
f15
2:34
:48.88
718
1334
8325
108
3483
5034
8375
1134
3484
0011
2116
2:34
:48.88
7YB
01Order
S6
60
3483
75Spoo
f17
2:34
:48.88
718
1334
8325
108
3483
5034
8375
1240
3484
0011
2118
2:34
:48.88
7YB
01Order
S3
30
3483
75Spoo
f19
2:34
:48.88
718
1334
8325
108
3483
5034
8375
1343
3484
0011
2120
2:34
:48.88
7YB
01Order
S4
40
3483
75Spoo
f21
2:34
:48.88
718
1334
8325
108
3483
5034
8375
1447
3484
0011
2122
2:34
:48.88
818
1334
8325
108
3483
5034
8375
1548
3484
0011
2123
2:34
:48.88
818
1334
8325
108
3483
5034
8375
1650
3484
0011
2124
2:34
:48.88
818
1334
8325
87
3483
5034
8375
1751
3484
0011
2125
2:34
:48.88
818
1334
8325
87
3483
5034
8375
1852
3484
0012
2326
2:34
:48.88
818
1334
8325
76
3483
5034
8375
1852
3484
0012
2327
2:34
:49.59
918
1334
8325
76
3483
5034
8375
1954
3484
0012
2328
2:34
:49.59
9YB
01Ca
ncel
S7
00
3483
75Spoo
f29
2:34
:49.59
9YB
01Ca
ncel
S3
00
3483
75Spoo
f30
2:34
:49.59
918
1334
8325
76
3483
5034
8375
1744
3484
0012
2331
2:34
:49.59
9YB
01Ca
ncel
S3
00
3483
75Spoo
f32
2:34
:49.59
918
1334
8325
76
3483
5034
8375
1641
3484
0012
2333
2:34
:49.59
9YB
01Ca
ncel
S4
00
3483
75Spoo
f34
2:34
:49.59
9YB
01Ca
ncel
S3
00
3483
75Spoo
f35
2:34
:49.59
918
1334
8325
76
3483
5034
8375
1434
3484
0012
2336
2:34
:49.59
9YB
01Ca
ncel
S4
00
3483
75Spoo
f37
2:34
:49.59
918
1334
8325
76
3483
5034
8375
1330
3484
0012
2338
2:34
:49.59
9YB
01Ca
ncel
S2
00
3483
75Spoo
f39
2:34
:49.59
9YB
01Ca
ncel
S3
00
3483
75Spoo
f40
2:34
:49.59
918
1334
8325
76
3483
5034
8375
1125
3484
0012
2341
2:34
:49.59
9YB
01Ca
ncel
S5
00
3483
75Spoo
f
Bid Side
Market D
epth
Ask Side
Market D
epth
EXHIBIT D
Page 1 of 4
Case 4:18-cv-00260 Document 1-4 Filed in TXSD on 01/28/18 Page 2 of 5
Date: D
ec 3, 201
3Decem
ber 2
013 E‐mini N
ASDAQ
Con
tracts
Moh
an Activity
Row
Time (CST)
Second
Bid
Qua
ntity
Second
Bid
Order
Coun
tSecond
Bid Price
Best Bid
Qua
ntity
Best Bid
Order
Coun
t
Best
Bid
Price
Tag50
Actio
nSide
Qty
Remaining
Qty
Display
Qty
Price
Type
Best
Ask
Price
Best Ask
Order
Coun
tBe
st Ask
Qua
ntity
Second
Ask
Price
Second
Ask
Order
Coun
t
Second
Ask
Qua
ntity
Bid Side
Market D
epth
Ask Side
Market D
epth
422:34
:49.59
9YB
01Ca
ncel
S6
00
3483
75Spoo
f43
2:34
:49.59
918
1334
8325
76
3483
5034
8375
914
3484
0012
2344
2:34
:49.60
018
1334
8325
76
3483
5034
8375
813
3484
0012
2345
2:34
:49.60
018
1334
8325
76
3483
5034
8375
711
3484
0012
2346
2:34
:49.60
018
1334
8325
76
3483
5034
8375
610
3484
0012
2347
2:34
:49.60
018
1334
8325
97
3483
5034
8375
610
3484
0012
2348
2:34
:49.60
018
1334
8325
97
3483
5034
8375
58
3484
0012
2349
2:34
:49.60
018
1334
8325
97
3483
5034
8375
47
3484
0012
2350
2:34
:50.10
218
1334
8325
97
3483
5034
8375
47
3484
0011
2151
2:34
:50.36
818
1334
8325
97
3483
5034
8375
47
3484
0011
2152
2:34
:50.45
318
1334
8325
97
3483
5034
8375
34
3484
0011
2153
2:34
:50.45
418
1334
8325
108
3483
5034
8375
34
3484
0011
2154
2:34
:50.45
419
1434
8325
108
3483
5034
8375
34
3484
0011
2155
2:34
:50.45
619
1434
8325
108
3483
5034
8375
23
3484
0011
2156
2:34
:50.74
319
1434
8325
108
3483
5034
8375
11
3484
0011
2157
2:34
:50.76
7YB
01Order
S1
10
3484
00Spoo
f58
2:34
:50.76
719
1434
8325
108
3483
5034
8375
11
3484
0012
2259
2:34
:50.76
7YB
01Order
S8
80
3484
00Spoo
f60
2:34
:50.76
719
1434
8325
108
3483
5034
8375
11
3484
0013
3061
2:34
:50.76
7YB
01Order
S3
30
3484
00Spoo
f62
2:34
:50.76
819
1434
8325
108
3483
5034
8375
11
3484
0014
3363
2:34
:50.76
8YB
01Order
S2
20
3484
00Spoo
f64
2:34
:50.76
8YB
01Order
S8
80
3484
00Spoo
f65
2:34
:50.76
819
1434
8325
108
3483
5034
8375
11
3484
0016
4366
2:34
:50.76
8YB
01Order
S1
10
3484
00Spoo
f67
2:34
:50.76
819
1434
8325
108
3483
5034
8375
11
3484
0017
4468
2:34
:50.76
8YB
01Order
S2
20
3484
00Spoo
f69
2:34
:50.76
8YB
01Order
S8
80
3484
00Spoo
f70
2:34
:50.76
819
1434
8325
108
3483
5034
8375
11
3484
0019
5471
2:34
:50.76
8YB
01Order
S1
10
3484
00Spoo
f72
2:34
:50.76
8YB
01Order
S6
60
3484
00Spoo
f73
2:34
:50.76
819
1434
8325
108
3483
5034
8375
11
3484
0021
6174
2:34
:50.76
819
1434
8325
108
3483
5034
8375
24
3484
0021
6175
2:34
:50.76
819
1434
8325
108
3483
5034
8375
24
3484
0022
6276
2:34
:50.76
919
1434
8325
97
3483
5034
8375
24
3484
0022
6277
2:34
:51.22
3YB
01Order
S1
10
3483
75Spoo
f78
2:34
:51.22
3YB
01Order
S3
30
3483
75Spoo
f79
2:34
:51.22
319
1434
8325
97
3483
5034
8375
48
3484
0022
6280
2:34
:51.22
3YB
01Order
S1
10
3483
75Spoo
f81
2:34
:51.22
3YB
01Order
S4
40
3483
75Spoo
f82
2:34
:51.22
319
1434
8325
97
3483
5034
8375
613
3484
0022
62
EXHIBIT D
Page 2 of 4
Case 4:18-cv-00260 Document 1-4 Filed in TXSD on 01/28/18 Page 3 of 5
Date: D
ec 3, 201
3Decem
ber 2
013 E‐mini N
ASDAQ
Con
tracts
Moh
an Activity
Row
Time (CST)
Second
Bid
Qua
ntity
Second
Bid
Order
Coun
tSecond
Bid Price
Best Bid
Qua
ntity
Best Bid
Order
Coun
t
Best
Bid
Price
Tag50
Actio
nSide
Qty
Remaining
Qty
Display
Qty
Price
Type
Best
Ask
Price
Best Ask
Order
Coun
tBe
st Ask
Qua
ntity
Second
Ask
Price
Second
Ask
Order
Coun
t
Second
Ask
Qua
ntity
Bid Side
Market D
epth
Ask Side
Market D
epth
832:34
:51.22
3YB
01Order
S8
80
3483
75Spoo
f84
2:34
:51.22
319
1434
8325
97
3483
5034
8375
721
3484
0022
6285
2:34
:51.22
3YB
01Order
S7
70
3483
75Spoo
f86
2:34
:51.22
3YB
01Order
S7
70
3483
75Spoo
f87
2:34
:51.22
319
1434
8325
97
3483
5034
8375
935
3484
0022
6288
2:34
:51.22
3YB
01Order
S1
10
3483
75Spoo
f89
2:34
:51.22
319
1434
8325
97
3483
5034
8375
1036
3484
0022
6290
2:34
:51.22
3YB
01Order
S7
70
3483
75Spoo
f91
2:34
:51.22
319
1434
8325
97
3483
5034
8375
1143
3484
0022
6292
2:34
:51.22
3YB
01Order
S1
10
3483
75Spoo
f93
2:34
:51.22
319
1434
8325
97
3483
5034
8375
1244
3484
0022
6294
2:34
:51.22
419
1434
8325
76
3483
5034
8375
1244
3484
0022
6295
2:34
:51.22
419
1434
8325
76
3483
5034
8375
1447
3484
0022
6296
2:34
:51.22
419
1434
8325
65
3483
5034
8375
1548
3484
0022
6297
2:34
:51.22
419
1434
8325
65
3483
5034
8375
1548
3484
0023
6498
2:34
:51.22
419
1434
8325
65
3483
5034
8375
1649
3484
0023
6499
2:34
:51.26
918
1334
8325
65
3483
5034
8375
1649
3484
0023
6410
02:34
:51.32
418
1334
8325
65
3483
5034
8375
1750
3484
0023
6410
12:34
:51.84
7YB
01Ca
ncel
S7
00
3483
75Spoo
f10
22:34
:51.84
7YB
01Ca
ncel
S1
00
3483
75Spoo
f10
32:34
:51.84
718
1334
8325
65
3483
5034
8375
1542
3484
0023
6410
42:34
:51.84
7YB
01Ca
ncel
S7
00
3483
75Spoo
f10
52:34
:51.84
718
1334
8325
65
3483
5034
8375
1435
3484
0023
6410
62:34
:51.84
7YB
01Ca
ncel
S1
00
3483
75Spoo
f10
72:34
:51.84
7YB
01Ca
ncel
S4
00
3483
75Spoo
f10
82:34
:51.84
718
1334
8325
65
3483
5034
8375
1230
3484
0023
6410
92:34
:51.84
7YB
01Ca
ncel
S1
00
3483
75Spoo
f11
02:34
:51.84
718
1334
8325
65
3483
5034
8375
1129
3484
0023
6411
12:34
:51.84
7YB
01Ca
ncel
S7
00
3483
75Spoo
f11
22:34
:51.84
718
1334
8325
65
3483
5034
8375
1022
3484
0023
6411
32:34
:51.84
7YB
01Ca
ncel
S3
00
3483
75Spoo
f11
42:34
:51.84
7YB
01Ca
ncel
S8
00
3483
75Spoo
f11
52:34
:51.84
718
1334
8325
65
3483
5034
8375
811
3484
0023
6411
62:34
:51.84
7YB
01Ca
ncel
S1
00
3483
75Spoo
f11
72:34
:51.84
718
1334
8325
65
3483
5034
8375
710
3484
0023
6411
82:34
:51.84
718
1334
8325
76
3483
5034
8375
710
3484
0023
6411
92:34
:51.89
318
1334
8325
87
3483
5034
8375
710
3484
0023
6412
02:34
:52.35
018
1334
8325
87
3483
5034
8375
710
3484
0022
6212
12:34
:52.40
7YB
01Ca
ncel
S2
00
3484
00Spoo
f12
22:34
:52.40
718
1334
8325
87
3483
5034
8375
710
3484
0021
6012
32:34
:52.40
7YB
01Ca
ncel
S2
00
3484
00Spoo
f
EXHIBIT D
Page 3 of 4
Case 4:18-cv-00260 Document 1-4 Filed in TXSD on 01/28/18 Page 4 of 5
Date: D
ec 3, 201
3Decem
ber 2
013 E‐mini N
ASDAQ
Con
tracts
Moh
an Activity
Row
Time (CST)
Second
Bid
Qua
ntity
Second
Bid
Order
Coun
tSecond
Bid Price
Best Bid
Qua
ntity
Best Bid
Order
Coun
t
Best
Bid
Price
Tag50
Actio
nSide
Qty
Remaining
Qty
Display
Qty
Price
Type
Best
Ask
Price
Best Ask
Order
Coun
tBe
st Ask
Qua
ntity
Second
Ask
Price
Second
Ask
Order
Coun
t
Second
Ask
Qua
ntity
Bid Side
Market D
epth
Ask Side
Market D
epth
124
2:34
:52.40
718
1334
8325
87
3483
5034
8375
710
3484
0020
5812
52:34
:52.40
7YB
01Ca
ncel
S6
00
3484
00Spoo
f12
62:34
:52.40
718
1334
8325
87
3483
5034
8375
710
3484
0019
5212
72:34
:52.40
7YB
01Ca
ncel
S8
00
3484
00Spoo
f12
82:34
:52.40
718
1334
8325
87
3483
5034
8375
710
3484
0018
4412
92:34
:52.40
7YB
01Ca
ncel
S1
00
3484
00Spoo
f13
02:34
:52.40
718
1334
8325
87
3483
5034
8375
710
3484
0017
4313
12:34
:52.40
7YB
01Ca
ncel
S1
00
3484
00Spoo
f13
22:34
:52.40
718
1334
8325
87
3483
5034
8375
710
3484
0016
4213
32:34
:52.40
7YB
01Ca
ncel
S1
00
3484
00Spoo
f13
42:34
:52.40
718
1334
8325
87
3483
5034
8375
710
3484
0015
4113
52:34
:52.40
7YB
01Ca
ncel
S8
00
3484
00Spoo
f13
62:34
:52.40
718
1334
8325
87
3483
5034
8375
710
3484
0014
3313
72:34
:52.40
7YB
01Ca
ncel
S8
00
3484
00Spoo
f13
82:34
:52.40
718
1334
8325
87
3483
5034
8375
710
3484
0013
2513
92:34
:52.40
7YB
01Ca
ncel
S3
00
3484
00Spoo
f14
02:34
:52.40
718
1334
8325
87
3483
5034
8375
710
3484
0012
2214
12:34
:52.40
718
1334
8325
87
3483
5034
8375
68
3484
0012
2214
22:34
:52.40
818
1334
8325
108
3483
5034
8375
68
3484
0012
2214
32:34
:52.40
818
1334
8325
108
3483
5034
8375
57
3484
0012
2214
42:34
:52.40
818
1334
8325
108
3483
5034
8375
46
3484
0012
2214
52:34
:52.40
818
1334
8325
108
3483
5034
8375
35
3484
0012
2214
62:34
:52.40
818
1334
8325
108
3483
5034
8375
24
3484
0012
2214
72:34
:52.40
818
1334
8325
108
3483
5034
8375
13
3484
0012
2214
82:34
:52.40
819
1434
8325
108
3483
5034
8375
13
3484
0012
2214
92:34
:52.40
819
1434
8325
108
3483
5034
8400
1222
3484
2517
2915
02:34
:52.40
819
1434
8325
119
3483
5034
8400
1222
3484
2517
2915
12:34
:52.40
919
1434
8325
119
3483
5034
8400
1222
3484
2516
2415
22:34
:52.90
819
1434
8325
119
3483
5034
8400
1222
3484
2515
2215
32:34
:53.04
319
1434
8325
1510
3483
5034
8400
1222
3484
2515
2215
42:34
:53.06
2YB
01Ca
ncel
B40
01
3483
50Gen
uine
155
2:34
:53.06
319
1434
8325
149
3483
5034
8400
1222
3484
2515
22
EXHIBIT D
Page 4 of 4
Case 4:18-cv-00260 Document 1-4 Filed in TXSD on 01/28/18 Page 5 of 5