Sample of Historical Buy-Sell LDB data

Updated on September 16, 1998at 21:36 for US 98Z Traded on September 16, 1998 Net Buy and Sell/Bracket Information ______________________________________________________________________________________________________________________________ Price Volume CTI1b CTI1s CTI1n CTI2b CTI2s CTI2n CTI3b CTI3s CTI3n CTI4b CTI4s CTI4n Half-hour Brackets ______________________________________________________________________________________________________________________________ 12814 8 4 4 0 0 0 0 0 0 0 0 0 0 c 12813 1932 526 540 -14 0 105 -105 45 10 35 395 311 84 c 12812 4558 1226 1312 -86 150 0 150 42 130 -88 861 837 24 cde 12811 17874 4087 6555 -2468 425 48 377 444 421 23 3981 1913 2068 cde 12810 28310 9922 7110 2812 261 778 -517 339 494 -155 3633 5773 -2140 cde 12809 23026 7432 6451 981 706 1043 -337 588 568 20 2787 3451 -664 cd 12808 37210 11713 11770 -57 755 1543 -788 576 571 5 5561 4721 840 cd 12807 23204 7950 5317 2633 19 872 -853 334 104 230 3299 5309 -2010 cd 12806 18672 5644 4910 734 816 107 709 229 178 51 2647 4141 -1494 cd 12805 19760 4764 6863 -2099 710 370 340 169 308 -139 4237 2339 1898 cd 12804 16004 4287 5504 -1217 580 354 226 258 147 111 2877 1997 880 cd 12803 6336 2162 1620 542 112 510 -398 73 233 -160 821 805 16 cd 12802 1744 614 520 94 0 0 0 2 13 -11 256 339 -83 c 12801 3954 940 1436 -496 190 255 -65 102 61 41 745 225 520 c 12800 4812 1353 1446 -93 215 50 165 59 68 -9 779 842 -63 c 12731 3992 978 1536 -558 65 0 65 50 4 46 903 456 447 c 12730 19682 4792 6838 -2046 539 357 182 170 143 27 4340 2503 1837 ac 12729 28738 7980 10839 -2859 808 547 261 255 111 144 5326 2872 2454 GTUVabc 12728 53988 17489 15902 1587 1823 1751 72 888 576 312 6794 8765 -1971 GTUVabc 12727 45410 12912 13703 -791 2150 2500 -350 773 1104 -331 6870 5398 1472 GSTUVWabc 12726 46820 13617 12737 880 2195 2138 57 473 536 -63 7125 7999 -874 GOPSTUVWabc 12725 61878 16588 16459 129 2602 4892 -2290 651 1051 -400 11098 8537 2561 GOPSTUVWXabcg 12724 60896 18080 17521 559 2569 3473 -904 1085 912 173 8714 8542 172 GOPRSTUWXabcg 12723 68672 20567 20183 384 1948 2815 -867 1765 979 786 10056 10359 -303 GOPQRSTWXabg 12722 80478 23477 23812 -335 4171 3573 598 1922 1553 369 10669 11301 -632 GOPQRSWXabg 12721 59338 18130 18455 -325 2096 3500 -1404 928 626 302 8515 7088 1427 GOPQRSWXabg 12720 51226 15366 16383 -1017 831 2840 -2009 908 1050 -142 8508 5340 3168 GOPQRSXabg 12719 53926 17924 16878 1046 2116 1997 119 757 693 64 6166 7395 -1229 PQRXab 12718 44588 14322 13317 1005 1707 2368 -661 667 541 126 5598 6068 -470 PQRXa 12717 28824 8897 9079 -182 384 886 -502 740 692 48 4391 3755 636 PQRXa 12716 10632 3360 2492 868 115 421 -306 122 236 -114 1719 2167 -448 Pa 12715 2478 969 318 651 100 2 98 0 3 -3 170 916 -746 Pa 12714 80 40 2 38 0 0 0 0 0 0 0 38 -38 a ______________________________________________________________________________________________________________________________ Grand 929050 278112 277812 300 31158 40095 -8937 15414 14116 1298 139841 132502 7339 Total ______________________________________________________________________________________________________________________________ * Dow Jones, The Dow, Dow Jones Industrial Average, and DJIA are service marks of Dow Jones Company, Inc. and have been licensed for use for certain purposes by the Board of Trade of the City of Chicago (CBOT). The CBOTs futures and futures options contracts based on the Dow Jones Industrial Average are not sponsored, endorsed, sold or promoted by Dow Jones, and Dow Jones makes no representation regarding the advisability of trading in such product(s). Information provided is taken from sources believed to ne reliable but is not guaranteed as to its accuracy or completeness. The Rules and Regulations of Chicago Board of Trade and /or the Mid-America Commodity Exchange should be consulted as the authoritative source for information, rules and contract specifications. © 1996 Chicago Board of Trade. ALL RIGHTS RESERVED.