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

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f402

805:47.421

5118

16081

106

16082

16084

1129

16085

1619

16086

1519

403

805:47.421

YB01

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B7

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f404

805:47.421

4417

16081

106

16082

16084

1129

16085

1619

16086

1519

405

805:47.421

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Cancel

B2

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f406

805:47.421

4216

16081

106

16082

16084

1129

16085

1619

16086

1519

407

805:47.421

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Cancel

B3

0016081Spoo

f408

805:47.421

3915

16081

106

16082

16084

1129

16085

1619

16086

1519

409

805:47.421

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Cancel

B7

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f410

805:47.421

3214

16081

106

16082

16084

1129

16085

1619

16086

1519

411

805:47.421

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Cancel

B6

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f412

805:47.421

2613

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106

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1129

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1619

16086

1519

413

805:47.421

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Cancel

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f414

805:47.421

2512

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16082

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1129

16085

1619

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1519

415

805:47.421

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Cancel

B2

0016081Spoo

f416

805:47.421

2311

16081

106

16082

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1129

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1619

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1519

417

805:47.421

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805:47.421

2010

16081

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16082

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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