BBIO Option Trades Time and Sales

1: The Side describes the relation of the trade price to the NBBO bid and ask prices:

• Below: Price is below the bid
• Bid: Price is at the bid
• Mid: Price is between the bid and ask
• Ask: Price is at the ask
• Above: Price is higher than the ask
• Other: cross market, no market, etc.

2: Option trade condition codes:

• Regular: Transaction was a regular sale without stated conditions
• AutoExecution: Transaction was executed electronically; Processed like a regular trade
• IntermarketSweep: Transaction was the execution of an order identified as an Intermarket Sweep Order
• StockContingent: Transaction represents multi-leg option/stock trade
• MultiLeg: Transaction represents a leg of a multi-leg option trade
• MultiLegProprietaryProduct: Transaction represents execution of a proprietary product such as index options non-electronic. The trade price may be outside the current NBBO.

3: Option trade descriptions:

• Single Leg Auction Non ISO: Transaction was the execution of an electronic order which was “stopped” at a price and traded in a two sided auction mechanism that goes through an exposure period. Such auctions mechanisms include and not limited to Price Improvement, Facilitation or Solicitation Mechanism
• Single Leg Auction ISO: Transaction was the execution of an Intermarket Sweep electronic order which was “stopped” at a price and traded in a two sided auction mechanism that goes through an exposure period. Such auctions mechanisms include and not limited to Price Improvement, Facilitation or Solicitation Mechanism marked as ISO
• Single Leg Cross Non ISO: Transaction was the execution of an electronic order which was “stopped” at a price and traded in a two sided crossing mechanism that does not go through an exposure period. Such crossing mechanisms include and not limited to Customer to Customer Cross and QCC with a single option leg
• Single Leg Cross ISO: Transaction was the execution of an Intermarket Sweep electronic order which was “stopped” at a price and traded in a two sided crossing mechanism that does not go through an exposure period. Such crossing mechanisms include and not limited to Customer to Customer Cross
• Single Leg Floor Trade: Transaction represents a non-electronic trade executed on a trading floor. Execution of Paired and Non-Paired Auctions and Cross orders on an exchange floor are also included in this category
• Multi Leg autoelectronic trade: Transaction represents an electronic execution of a multi leg order traded in a complex order book
• Multi Leg Auction: Transaction was the execution of an electronic multi leg order which was “stopped” at a price and traded in a two sided auction mechanism that goes through an exposure period in a complex order book. Such auctions mechanisms include and not limited to Price Improvement, Facilitation or Solicitation Mechanism
• Multi Leg Cross: Transaction was the execution of an electronic multi leg order which was “stopped” at a price and traded in a two sided crossing mechanism that does not go through an exposure period. Such crossing mechanisms include and not limited to Customer to Customer Cross and QCC with two or more options legs
• Multi Leg floor trade: Transaction represents a non-electronic multi leg order trade executed against other multi-leg order(s) on a trading floor. Execution of Paired and Non-Paired Auctions and Cross orders on an exchange floor are also included in this category
• Multi Leg autoelectronic trade against single leg(s): Transaction represents an electronic execution of a multi Leg order traded against single leg orders/ quotes
• Stock Options Auction: Transaction was the execution of an electronic multi leg stock/options order which was “stopped” at a price and traded in a two sided auction mechanism that goes through an exposure period in a complex order book. Such auctions mechanisms include and not limited to Price Improvement, Facilitation or Solicitation Mechanism
• Multi Leg Auction against single leg(s): Transaction was the execution of an electronic multi leg order which was “stopped” at a price and traded in a two sided auction mechanism that goes through an exposure period and trades against single leg orders/ quotes. Such auctions mechanisms include and not limited to Price Improvement, Facilitation or Solicitation Mechanism
• Multi Leg floor trade against single leg(s): Transaction represents a non-electronic multi leg order trade executed on a trading floor against single leg orders/ quotes. Execution of Paired and Non - Paired Auctions on an exchange floor are also included in this category
• Stock Options autoelectronic trade: Transaction represents an electronic execution of a multi leg stock/options order traded in a complex order book
• Stock Options Cross: Transaction was the execution of an electronic multi leg stock/options order which was “stopped” at a price and traded in a two sided crossing mechanism that does not go through an exposure period. Such crossing mechanisms include and not limited to Customer to Customer Cross
• Stock Options floor trade: Transaction represents a non-electronic multi leg order stock/options trade executed on a trading floor in a Complex order book. Execution of Paired and Non-Paired Auctions and Cross orders on an exchange floor are also included in this category
• Stock Options autoelectronic trade against single leg(s): Transaction represents an electronic execution of a multi Leg stock/options order traded against single leg orders/ quotes
• Stock Options Auction against single leg(s): Transaction was the execution of an electronic multi leg stock/options order which was “stopped” at a price and traded in a two sided auction mechanism that goes through an exposure period and trades against single leg orders/ quotes. Such auctions mechanisms include and not limited to Price Improvement, Facilitation or Solicitation Mechanism
• Stock Options floor trade against single leg(s): Transaction represents a non-electronic multi leg stock/options order trade executed on a trading floor against single leg orders/ quotes. Execution of Paired and Non-Paired Auctions on an exchange floor are also included in this categor
• Multi Leg Floor Trade of Proprietary Products: Transaction represents execution of a proprietary product non-electronic multi leg order with at least 3 legs. The trade price may be outside the current NBBO
• Multilateral Compression Trade of Proprietary Products: Transaction represents an execution in a proprietary product done as part of a multilateral compression. Trades are executed outside of regular trading hours at prices derived from end of day markets. Trades do not update Open, High, Low, and Closing Prices
• Extended Hours Trade: Transaction represents a trade that was executed outside of regular market hours. Trades do not update Open, High, Low, and Closing Prices