T&S for 10/5-10/11. Remember you must reverse the buys and sells as these are from the MM perspective.
05/1999 10:00:38 S 5,000 0.07
10:05:25 S 10,000 0.07
13:16:09 S 5,000 0.075
13:45:19 S 20,000 0.075
13:47:10 S 20,000 0.075
14:31:16 S 3,000 0.075
14:34:53 S 20,000 0.075
15:38:04 S 20,000 0.075
15:41:04 S 20,000 0.075
10/06/1999 09:31:09 S 5,000 0.08
09:34:46 S 2,500 0.08
10:01:31 S 10,000 0.08
10:01:40 B 6,000 0.075
10:03:09 S 10,000 0.08
10:08:21 S 15,000 0.08
10:12:37 S 5,000 0.085
10:13:14 S 10,000 0.085
10:13:39 S 15,000 0.085
10:14:54 S 10,000 0.09
10:19:06 S 20,000 0.09
10:19:15 S 25,000 0.09
10:46:52 S 10,000 0.09
10:51:55 S 5,000 0.09
10:52:54 S 10,000 0.09
10:53:08 S 15,000 0.09
10:54:46 S 20,000 0.095
10:55:27 S 20,000 0.095
10:55:29 S 5,000 0.1
11:09:00 B 5,000 0.095
11:37:15 S 64,000 0.1
11:37:25 S 32,000 0.1 NO C
11:37:28 S 32,000 0.1 NO C
11:42:23 S 10,000 0.1
11:43:17 S 5,000 0.1
11:43:42 S 5,000 0.1
11:44:38 S 5,000 0.1 NO N
11:45:27 S 5,000 0.1
11:46:37 B 20,000 0.095
11:48:07 S 5,000 0.11
11:56:40 B 20,000 0.1
12:00:33 B 10,000 0.1
12:00:47 S 10,000 0.1
12:01:29 S 40,000 0.1
12:02:58 S 16,000 0.1
12:04:12 S 8,000 0.1 NO C
12:04:12 S 8,000 0.1 NO C
12:18:54 S 7,500 0.11
12:19:00 S 10,000 0.11
12:19:04 S 15,000 0.11
12:20:22 S 5,000 0.1 NO
12:21:27 S 10,000 0.11
12:21:44 S 10,000 0.11
12:22:13 B 20,000 0.105
12:22:46 S 7,500 0.12
12:29:32 S 5,000 0.13
12:40:44 S 41,500 0.125 O
13:17:26 S 15,000 0.125
13:17:46 B 20,000 0.12
13:18:32 S 20,000 0.125
14:05:44 S 5,000 0.115
14:06:41 S 8,000 0.1 O
14:06:53 S 5,000 0.1 O
14:07:52 B 10,000 0.115
14:08:17 S 1,850 0.12
14:22:23 S 5,000 0.12
14:22:58 S 15,000 0.12
14:23:21 S 10,000 0.105 O
14:36:15 S 5,000 0.12
14:37:26 S 10,000 0.1 O
14:45:14 S 10,000 0.12
14:45:29 S 15,000 0.105 O
15:11:52 S 5,000 0.12
10/07/1999 14:13:39 S 10,000 0.1
14:13:41 S 5,000 0.1
14:49:13 S 5,500 0.115
14:59:30 S 5,000 0.09 O
14:59:41 S 9,200 0.09 O
15:18:06 B 5,000 0.0875
15:47:26 S 4,000 0.115
10/08/1999 10:48:13 B 1,000 0.0875
15:19:31 S 6,000 0.115
15:19:38 B 10,000 0.1
15:21:54 S 6,000 0.115
15:22:25 S 6,000 0.1
15:22:26 S 6,000 0.1
15:32:49 S 10,000 0.1
15:42:49 S 4,000 0.1
15:52:12 S 15,000 0.1 C
15:54:34 S 10,000 0.1
15:54:34 S 10,000 0.1
15:55:48 S 6,000 0.1
15:55:53 B 30,000 0.1
15:57:01 S 10,000 0.1
15:57:15 S 10,000 0.1
10/11/1999 09:37:52 S 20,000 0.1
11:23:34 S 20,000 0.1
11:46:48 S 8,000 0.11
11:46:58 B 5,000 0.109375
12:29:11 S 10,000 0.11
12:32:57 S 5,000 0.11
12:33:12 S 15,000 0.115 O
12:38:49 S 5,000 0.115
12:42:49 S 7,500 0.12
12:56:52 B 5,000 0.111
13:34:48 S 10,000 0.12 O
13:35:43 S 10,000 0.12
13:41:34 S 7,500 0.12 O
14:27:18 S 15,000 0.12
14:27:24 S 10,000 0.12 O
14:27:58 S 5,000 0.12 O
14:28:08 B 5,000 0.12
14:30:21 S 10,000 0.13
14:31:10 S 10,000 0.13
14:31:38 B 10,000 0.13 C
15:07:29 S 5,000 0.13
15:09:01 B 10,000 0.12
15:20:37 B 5,000 0.125
15:20:38 S 16,000 0.13
15:27:42 S 10,000 0.135
15:28:42 S 5,000 0.135
15:29:02 B 20,000 0.125
15:29:31 S 5,000 0.14
15:31:44 B 3,000 0.14
15:32:32 B 5,000 0.14
15:32:35 B 1,600 0.14
15:34:33 B 5,000 0.14
15:34:40 S 6,000 0.15
15:35:40 S 5,000 0.14 O
15:35:43 B 5,000 0.13
15:42:49 S 30,000 0.1375
15:55:57 S 9,500 0.145
16:02:59 B 6,000 0.14 T T
Time and Sales Report Key:
As Of Y = Trade Reported T+1 blank = Current Day Trade Buy/Sell B = Reporting side buy S = Reporting side sell MOD1 & MOD2 (Trade Modifiers or Conditions) B = Bunched Trade C = Cash Sale SB = Sold Bunched ND = Next Day Delivery Snn = Seller Option (nn is numeric) S(X) = Settlement Date T = Form T trade SLD = Sold out of sequence W = Average Price PRICE OVERRIDE O = Subscriber entry price override X = Supervisory entry price override V = Supervisory contract override MEDIA DISSEMINATED No = Not disseminated to the media blank = Processed for media reporting ACT STATUS B = Broken C = Canceled D = Declined I = Inhibited (by clearing firm) K = Rejected sizable trade N = "No" portion of No/Was trade |
