Price Dealer to Client Vol(M)

Date High Low Last Vol(M) Trds Buys Sells

105.93 99.585 100.048 852,517 549 243,589 219,500
12/28/2016 100.048 99.85 100.048 9,250 7 500 250
12/23/2016 100.048 99.919 100.048 1,250 2 0 250
12/21/2016 100.098 99.968 100.043 4,447 6 0 2,454
12/20/2016 99.68 99.617 99.617 3,300 3 0 0
12/19/2016 99.809 99.809 99.809 350 1 350 0
12/16/2016 99.695 99.585 99.695 2,150 5 1,000 300
12/15/2016 99.654 99.654 99.654 800 2 0 400
12/14/2016 100.56 100.56 100.56 1,700 2 0 850
12/13/2016 100.436 100.383 100.383 2,727 7 0 0
12/12/2016 100.318 100.318 100.318 255 1 0 0
12/08/2016 100.853 100.753 100.753 500 2 0 250
12/07/2016 100.764 100.679 100.733 3,050 5 1,000 0
12/06/2016 100.61 100.61 100.61 10,000 2 5,000 0
12/02/2016 100.67 100.67 100.67 5,000 1 0 5,000
12/01/2016 100.361 100.341 100.361 10,000 2 5,000 5,000
11/30/2016 100.564 100.556 100.564 5,721 2 921 0
11/29/2016 101.00 100.645 100.839 5,160 5 0 2,660
11/28/2016 100.88 100.839 100.839 3,850 4 0 2,525
11/23/2016 100.442 100.379 100.379 1,050 3 0 0
11/22/2016 101.019 100.958 101.019 2,400 2 0 2,400
11/21/2016 100.782 100.602 100.602 5,500 2 5,500 0
11/17/2016 102.20 101.248 102.20 2,310 3 1,630 340
11/15/2016 101.59 101.538 101.59 6,360 3 0 6,360
11/14/2016 101.689 101.689 101.689 490 1 0 490
11/10/2016 102.257 102.257 102.257 1,200 1 0 0
11/09/2016 102.967 102.967 102.967 1,891 1 1,891 0
11/08/2016 103.456 103.456 103.456 300 1 0 0
11/07/2016 103.338 103.338 103.338 500 1 0 500
11/04/2016 103.296 103.296 103.296 1,250 1 0 0
11/03/2016 103.499 103.314 103.314 1,696 3 0 296
11/02/2016 103.453 103.341 103.373 4,500 3 0 2,000
11/01/2016 103.066 102.50 103.066 4,250 4 1,750 1,000
10/31/2016 103.047 103.047 103.047 1,250 1 0 0
10/28/2016 103.387 103.191 103.249 4,000 6 1,000 1,000
10/27/2016 103.256 103.14 103.256 2,750 3 500 0
10/25/2016 103.75 103.75 103.75 5,000 1 5,000 0
10/24/2016 103.95 103.95 103.95 500 1 500 0
10/21/2016 104.171 104.171 104.171 1,230 1 0 1,230
10/19/2016 104.213 104.213 104.213 1,040 2 520 0
10/17/2016 104.307 104.031 104.307 5,500 2 0 5,000
10/13/2016 104.192 104.192 104.192 1,000 1 1,000 0
10/11/2016 104.033 104.00 104.033 1,265 3 0 0
10/07/2016 104.283 104.10 104.283 11,000 3 5,000 6,000
10/06/2016 104.069 104.069 104.069 260 1 0 0
10/05/2016 104.134 104.071 104.071 14,299 4 0 0
10/04/2016 104.52 104.226 104.257 16,438 5 0 0
10/03/2016 104.351 104.346 104.351 5,300 2 5,300 0
09/30/2016 104.662 104.662 104.662 1,410 1 1,410 0
09/29/2016 105.223 105.023 105.223 1,500 3 0 500
09/26/2016 104.72 104.72 104.72 250 1 250 0
09/20/2016 104.27 104.27 104.27 3,110 1 0 3,110
09/15/2016 104.192 104.192 104.192 665 1 665 0
09/14/2016 104.402 104.238 104.27 15,000 7 1,000 7,000
09/13/2016 104.364 104.264 104.364 4,555 2 3,330 0
09/12/2016 104.722 104.169 104.722 1,600 4 800 550
09/09/2016 104.497 104.357 104.426 3,166 6 1,630 0
09/07/2016 105.022 105.022 105.022 500 1 500 0
09/02/2016 104.915 104.623 104.915 1,760 4 0 1,000
09/01/2016 104.6806 104.6494 104.6494 636 2 0 0
08/31/2016 104.547 104.547 104.547 318 1 0 0
08/30/2016 104.68 104.68 104.68 462 1 462 0
08/26/2016 104.933 104.461 104.492 8,000 8 0 0
08/25/2016 104.739 104.739 104.739 1,000 1 1,000 0
08/24/2016 104.25 104.25 104.25 350 1 350 0
08/23/2016 105.043 104.993 105.043 4,540 2 4,019 0
08/22/2016 104.878 104.878 104.878 250 1 0 0
08/19/2016 105.159 104.691 104.691 7,080 2 2,080 0
08/18/2016 105.022 105.022 105.022 750 1 0 0
08/16/2016 104.647 104.647 104.647 2,912 1 0 0
08/12/2016 105.439 105.439 105.439 500 1 0 0
08/10/2016 105.107 105.107 105.107 5,000 1 0 5,000
08/09/2016 105.091 104.667 105.091 3,635 4 270 2,000
08/05/2016 104.71 104.71 104.71 2,000 1 2,000 0
08/04/2016 105.144 105.144 105.144 500 1 0 500
08/03/2016 104.861 104.861 104.861 500 1 500 0
08/02/2016 105.117 105.117 105.117 430 1 0 430
08/01/2016 105.173 105.173 105.173 250 1 0 250
07/29/2016 105.276 105.152 105.276 3,750 2 3,750 0
07/28/2016 104.571 104.571 104.571 3,000 1 0 3,000
07/27/2016 104.595 104.549 104.549 2,000 2 1,000 0
07/25/2016 104.916 104.568 104.568 3,665 3 2,665 0
07/21/2016 104.814 104.814 104.814 2,000 1 0 2,000
07/20/2016 104.934 104.625 104.625 6,250 2 5,000 0
07/19/2016 105.06 104.87 104.902 14,500 6 2,000 4,000
07/18/2016 104.894 104.847 104.847 910 3 0 320
07/15/2016 104.90 104.90 104.90 2,000 1 0 2,000
07/12/2016 105.132 104.844 105.015 6,690 4 5,400 645
07/11/2016 105.476 105.444 105.476 2,016 2 0 0
07/08/2016 105.93 105.416 105.93 1,900 3 500 650
07/07/2016 105.415 105.373 105.415 2,400 2 0 1,200
07/06/2016 105.546 105.079 105.546 4,975 5 2,725 0
06/29/2016 105.08 105.08 105.08 882 2 0 0
06/27/2016 104.901 104.772 104.772 5,600 2 0 5,600
06/22/2016 104.043 103.98 104.043 2,244 2 0 0
06/21/2016 103.862 103.862 103.862 270 1 0 270
06/20/2016 103.93 103.93 103.93 500 1 0 0
06/17/2016 104.035 104.035 104.035 1,900 1 0 0
06/16/2016 103.924 103.924 103.924 1,105 2 295 0
06/13/2016 104.114 104.014 104.114 750 3 0 250
06/09/2016 103.607 103.607 103.607 4,905 1 4,905 0
06/01/2016 103.073 102.627 102.627 3,710 4 2,110 1,000
05/31/2016 102.771 102.541 102.771 5,500 2 5,000 0
05/26/2016 102.897 102.897 102.897 400 1 0 400
05/20/2016 102.556 102.443 102.443 6,000 2 3,000 0
05/19/2016 102.661 102.381 102.661 800 3 0 250
05/18/2016 102.789 102.608 102.608 10,000 2 5,000 5,000
05/17/2016 103.35 103.088 103.088 5,500 3 0 5,250
05/16/2016 103.18 103.117 103.18 1,000 2 0 0
05/13/2016 103.55 103.201 103.201 23,020 11 5,000 5,500
05/12/2016 103.52 102.995 103.32 9,400 5 0 4,200
05/10/2016 103.663 103.249 103.249 4,080 6 815 2,645
05/09/2016 102.997 102.997 102.997 1,000 1 0 0
05/04/2016 103.641 103.641 103.641 366 1 0 366
05/03/2016 103.825 103.29 103.387 7,500 5 5,000 2,250
05/02/2016 103.676 103.177 103.177 5,400 2 0 5,400
04/29/2016 103.379 103.155 103.155 7,800 5 5,400 0
04/28/2016 103.771 103.173 103.561 13,165 5 9,165 0
04/27/2016 103.237 103.181 103.237 1,218 2 0 1,218
04/25/2016 103.569 103.569 103.569 1,000 1 0 1,000
04/22/2016 103.239 103.239 103.239 1,500 1 0 0
04/20/2016 103.607 103.607 103.607 375 1 0 0
04/18/2016 103.75 103.397 103.75 6,000 2 1,000 5,000
04/15/2016 103.756 103.598 103.724 2,566 4 0 0
04/14/2016 103.579 103.562 103.579 803 2 500 303
04/13/2016 103.749 103.349 103.349 2,500 2 500 0
04/12/2016 103.731 103.502 103.615 2,861 5 0 0
04/11/2016 103.953 103.854 103.953 6,550 3 4,000 2,550
04/08/2016 104.15 103.908 104.15 6,000 2 0 3,000
04/07/2016 104.239 103.80 103.80 12,500 6 5,000 1,000
04/06/2016 103.836 103.59 103.59 5,960 6 0 500
04/05/2016 103.852 103.742 103.742 9,650 2 9,650 0
04/04/2016 103.955 103.866 103.955 5,300 2 0 500
03/30/2016 102.963 102.946 102.946 5,228 2 483 4,745
03/29/2016 103.229 102.811 103.129 3,000 6 0 1,250
03/28/2016 102.488 102.488 102.488 2,798 2 2,798 0
03/24/2016 102.133 102.133 102.133 350 1 350 0
03/23/2016 102.393 101.936 102.361 5,366 4 0 2,798
03/22/2016 102.56 102.326 102.56 755 2 0 400
03/18/2016 102.588 102.429 102.588 1,500 3 0 500
03/17/2016 102.79 102.053 102.543 9,160 11 0 5,605
03/16/2016 101.869 101.869 101.869 5,000 1 0 0
03/15/2016 102.31 102.102 102.31 1,750 2 1,250 500
03/14/2016 102.328 102.328 102.328 500 1 0 500
03/11/2016 102.039 102.029 102.029 2,000 2 0 1,500
03/10/2016 102.33 101.862 101.862 1,290 3 0 1,000
03/09/2016 102.03 101.996 101.996 5,300 2 0 300
03/08/2016 100.761 100.761 100.761 300 1 0 0
03/07/2016 101.832 101.624 101.796 2,610 5 0 2,310
03/03/2016 102.024 101.833 101.833 6,000 2 5,000 0
03/02/2016 101.961 101.908 101.961 2,835 5 0 335
02/25/2016 104.18 101.983 102.169 15,980 7 5,000 5,400
02/24/2016 102.299 101.782 101.828 15,250 6 625 7,000
02/23/2016 101.362 101.362 101.362 1,000 1 0 0
02/22/2016 101.506 101.293 101.506 1,580 4 0 0
02/19/2016 101.455 101.374 101.374 6,000 2 0 3,000
02/18/2016 101.421 101.023 101.421 9,000 3 5,000 2,000
02/17/2016 100.787 100.661 100.661 650 2 400 0
02/16/2016 101.964 100.604 100.604 5,100 4 2,000 700
02/12/2016 102.14 102.14 102.14 2,000 1 0 2,000
02/11/2016 102.293 102.293 102.293 250 1 250 0
02/10/2016 102.487 101.786 102.134 11,600 6 10,000 1,050
02/09/2016 102.597 102.134 102.291 17,720 10 0 3,000
02/08/2016 101.708 101.708 101.708 1,500 1 0 0
02/05/2016 102.018 101.907 102.018 2,450 4 450 0
02/04/2016 102.053 101.855 101.966 3,960 5 2,300 0
02/03/2016 101.984 101.45 101.932 26,390 11 5,000 5,210
02/02/2016 101.63 101.63 101.63 5,000 1 5,000 0
02/01/2016 101.81 101.193 101.433 22,250 8 3,000 12,250
01/29/2016 101.55 101.55 101.55 1,500 1 0 0
01/27/2016 101.58 100.974 101.207 10,410 4 4,425 5,485
01/26/2016 101.757 101.307 101.418 4,500 3 2,600 1,900
01/25/2016 101.42 101.147 101.296 14,000 4 0 2,000
01/22/2016 101.507 101.00 101.197 20,666 8 0 5,000
01/21/2016 101.373 101.034 101.373 10,000 5 7,000 500
01/20/2016 101.408 101.137 101.137 10,550 5 0 2,000
01/19/2016 101.352 101.189 101.352 11,500 5 0 1,250
01/15/2016 101.261 101.197 101.197 2,000 2 0 0
01/14/2016 101.58 100.973 101.265 18,700 11 5,000 2,100
01/12/2016 101.826 101.385 101.385 6,595 4 5,000 500
01/11/2016 101.445 101.065 101.128 16,250 9 5,000 0
01/08/2016 101.521 101.372 101.521 9,280 6 0 1,000
01/07/2016 101.392 101.31 101.392 10,000 2 10,000 0
01/06/2016 101.249 101.185 101.249 9,150 2 0 0
01/04/2016 101.324 101.007 101.007 3,290 5 2,250 250
12/31/2015 100.756 100.756 100.756 400 1 400 0
o Client Vol(M) Dealer to Affiliate Vol(M) Dlr to Dlr
Net Buys Sells Net Vol(M)
24,089 31,168 61,515 -30,347 296,745
250 2,500 0 2,500 6,000
-250 1,000 0 1,000 0
-2,454 359 0 359 1,634
0 0 1,100 -1,100 2,200
350 0 0 0 0
700 300 0 300 550
-400 0 0 0 400
-850 850 0 850 0
0 736 0 736 1,991
0 255 0 255 0
-250 0 0 0 250
1,000 350 1,000 -650 700
5,000 0 5,000 -5,000 0
-5,000 0 0 0 0
0 0 0 0 0
921 4,800 0 4,800 0
-2,660 500 0 500 2,000
-2,525 0 0 0 1,325
0 350 0 350 700
-2,400 0 0 0 0
5,500 0 0 0 0
1,290 0 0 0 340
-6,360 0 0 0 0
-490 0 0 0 0
0 0 0 0 1,200
1,891 0 0 0 0
0 0 300 -300 0
-500 0 0 0 0
0 0 0 0 1,250
-296 0 0 0 1,400
-2,000 0 0 0 2,500
750 0 0 0 1,500
0 0 0 0 1,250
0 0 0 0 2,000
500 0 0 0 2,250
5,000 0 0 0 0
500 0 0 0 0
-1,230 0 0 0 0
520 0 0 0 520
-5,000 500 0 500 0
1,000 0 0 0 0
0 0 265 -265 1,000
-1,000 0 0 0 0
0 0 0 0 260
0 0 0 0 14,299
 0 0 5,000 -5,000 11,438
5,300 0 0 0 0
1,410 0 0 0 0
-500 0 0 0 1,000
250 0 0 0 0
-3,110 0 0 0 0
665 0 0 0 0
-6,000 0 2,000 -2,000 5,000
3,330 0 0 0 1,225
250 0 0 0 250
1,630 0 0 0 1,536
500 0 0 0 0
-1,000 500 260 240 0
0 0 0 0 636
0 318 0 318 0
462 0 0 0 0
0 0 3,000 -3,000 5,000
1,000 0 0 0 0
350 0 0 0 0
4,019 0 0 0 521
0 250 0 250 0
2,080 0 5,000 -5,000 0
0 0 0 0 750
0 0 0 0 2,912
0 0 0 0 500
-5,000 0 0 0 0
-1,730 0 0 0 1,365
2,000 0 0 0 0
-500 0 0 0 0
500 0 0 0 0
-430 0 0 0 0
-250 0 0 0 0
3,750 0 0 0 0
-3,000 0 0 0 0
1,000 0 0 0 1,000
2,665 0 1,000 -1,000 0
-2,000 0 0 0 0
5,000 0 0 0 1,250
-2,000 0 0 0 8,500
-320 0 0 0 590
-2,000 0 0 0 0
4,755 0 0 0 645
0 0 0 0 2,016
-150 0 0 0 750
-1,200 0 0 0 1,200
2,725 0 0 0 2,250
0 0 0 0 882
-5,600 0 0 0 0
 0 0 0 0 2,244
-270 0 0 0 0
0 0 500 -500 0
0 0 1,900 -1,900 0
295 0 0 0 810
-250 0 0 0 500
4,905 0 0 0 0
1,110 0 250 -250 350
5,000 0 0 0 500
-400 0 0 0 0
3,000 0 3,000 -3,000 0
-250 300 0 300 250
0 0 0 0 0
-5,250 0 0 0 250
0 0 0 0 1,000
-500 0 3,500 -3,500 9,020
-4,200 0 0 0 5,200
-1,830 0 0 0 620
0 0 0 0 1,000
-366 0 0 0 0
2,750 0 0 0 250
-5,400 0 0 0 0
5,400 0 0 0 2,400
9,165 0 0 0 4,000
-1,218 0 0 0 0
-1,000 0 0 0 0
0 0 1,500 -1,500 0
0 0 0 0 375
-4,000 0 0 0 0
0 0 0 0 2,566
197 0 0 0 0
500 0 0 0 2,000
0 500 0 500 2,361
1,450 0 0 0 0
-3,000 0 0 0 3,000
4,000 0 500 -500 6,000
-500 0 0 0 5,460
9,650 0 0 0 0
-500 0 4,800 -4,800 0
-4,262 0 0 0 0
-1,250 0 0 0 1,750
2,798 0 0 0 0
350 0 0 0 0
-2,798 0 1,660 -1,660 908
-400 0 0 0 355
-500 0 0 0 1,000
-5,605 0 0 0 3,555
0 0 5,000 -5,000 0
 750 0 0 0 0
-500 0 0 0 0
-1,500 0 0 0 500
-1,000 0 290 -290 0
-300 5,000 0 5,000 0
0 300 0 300 0
-2,310 0 0 0 300
5,000 1,000 0 1,000 0
-335 0 500 -500 2,000
-400 0 0 0 5,580
-6,375 0 0 0 7,625
0 0 0 0 1,000
0 0 300 -300 1,280
-3,000 0 0 0 3,000
3,000 0 0 0 2,000
400 0 0 0 250
1,300 0 1,200 -1,200 1,200
-2,000 0 0 0 0
250 0 0 0 0
8,950 0 300 -300 250
-3,000 5,000 400 4,600 9,320
0 0 0 0 1,500
450 0 0 0 2,000
2,300 0 0 0 1,660
-210 5,000 400 4,600 10,780
5,000 0 0 0 0
-9,250 0 0 0 7,000
0 0 0 0 1,500
-1,060 500 0 500 0
700 0 0 0 0
-2,000 0 5,000 -5,000 7,000
-5,000 0 1,000 -1,000 14,666
6,500 0 0 0 2,500
-2,000 0 300 -300 8,250
-1,250 0 0 0 10,250
0 0 0 0 2,000
2,900 0 5,000 -5,000 6,600
4,500 0 0 0 1,095
5,000 0 0 0 11,250
-1,000 0 0 0 8,280
10,000 0 0 0 0
0 0 0 0 9,150
2,000 0 290 -290 500
400 0 0 0 0
Date
12/1/2016 100.361
11/1/2016 103.066
10/3/2016 104.351
9/1/2016 104.6494
8/1/2016 105.173
7/1/2016 105.546
6/1/2016 102.627
5/2/2016 103.177
4/1/2016 103.955
3/1/2016 101.961
2/1/2016 101.433
1/4/2016 101.007