aNNie2        FICC 2 3/0-0.17 9/0-0.91 [2.56 2.54x2.56] 09:45:44 
aNNie2  bids  FICC 2.56 09:45:44 [2.56 2.54x2.56] 
aNNie2        FICC 1 9/0-0.83 [2.55 2.54x2.56] 09:45:48 
aNNie2        FICC 2 3/0-0.12 9/0-0.72 [2.54 2.52x2.54] 09:45:50 
aNNie2  buys  FICC 2.56 09:45:50 [2.54 2.52x2.54] 
aNNie2        FICC 1 9/0-0.52 [2.55 2.52x2.56] 09:45:55 
aNNie2        FICC 1 4/0-0.86 [2.53 2.53x2.54] 09:46:21 
aNNie2        FICC 2 4/0-0.77 9/0-0.56 [2.50 2.50x2.55] 09:46:22 
aNNie2        FICC 1 4/0-0.55 [2.24 2.23x2.24] 09:56:35 
aNNie2        FICC 1 4/0-0.63 [2.12 2.11x2.14] 09:57:23 
aNNie2        FICC 1 4/0-0.61 [2.11 2.11x2.13] 09:57:24 
aNNie2        FICC 1 4/0-0.60 [2.08 2.06x2.08] 09:57:29 
aNNie2        FICC 1 4/0-0.81 [2.10 2.07x2.10] 09:57:38 
aNNie2        FICC 1 4/0-0.50 [2.08 2.08x2.10] 09:57:39 
aNNie2        FICC 1 4/0-0.89 [2.05 2.04x2.05] 09:58:00 
aNNie2        FICC 1 4/0-0.90 [2.04 2.04x2.05] 09:58:01 
aNNie2        FICC 1 4/0-0.97 [2.05 2.04x2.05] 09:58:11 
aNNie2        FICC 2 3/0-0.61 4/0-0.98 [2.02 2.01x2.02] 09:58:16 
aNNie2  bids  FICC 2.02 09:58:16 [2.02 2.01x2.02] 
aNNie2  pulls FICC 2.02 09:58:16 at 09:58:16 [2.02 2.01x2.02] (entry limit) 
aNNie2        FICC 2 3/0-0.31 4/0-0.96 [2.01 2.01x2.02] 09:58:20 
aNNie2  bids  FICC 2.02 09:58:20 [2.01 2.01x2.02] 
aNNie2  pulls FICC 2.02 09:58:20 at 09:58:20 [2.01 2.01x2.02] (entry limit) 
aNNie2        FICC 2 3/0-0.55 4/0-0.75 [1.98 1.96x1.98] 09:58:27 
aNNie2  bids  FICC 1.98 09:58:27 [1.98 1.96x1.98] 
aNNie2  pulls FICC 1.98 09:58:27 at 09:58:27 [1.98 1.96x1.98] (entry limit) 
aNNie2        FICC 2 3/0-0.45 4/0-0.15 [1.95 1.94x1.95] 09:58:35 
aNNie2        FICC 1 4/0-0.61 [1.94 1.94x1.96] 09:58:56 
aNNie2        FICC 1 4/0-0.68 [1.93 1.91x1.93] 09:58:57 
aNNie2        FICC 2 3/0-0.47 4/0-0.78 [1.91 1.90x1.93] 09:58:58 
aNNie2  bids  FICC 1.93 09:58:58 [1.91 1.90x1.93] 
aNNie2  pulls FICC 1.93 09:58:58 at 09:58:58 [1.91 1.90x1.93] (entry limit) 
aNNie2        FICC 2 3/0-0.59 4/0-0.75 [1.89 1.87x1.89] 09:59:00 
aNNie2  bids  FICC 1.89 09:59:00 [1.89 1.87x1.89] 
aNNie2  pulls FICC 1.89 09:59:00 at 09:59:00 [1.89 1.87x1.89] (entry limit) 
aNNie2        FICC 3 7/0-0.10 3/0-0.29 4/0-0.44 [1.86 1.85x1.87] 09:59:03 
aNNie2        FICC 3 7/0-0.11 3/0-0.57 4/0-0.76 [1.85 1.85x1.87] 09:59:05 
aNNie2  bids  FICC 1.87 09:59:05 [1.85 1.85x1.87] 
aNNie2  pulls FICC 1.87 09:59:05 at 09:59:05 [1.85 1.85x1.87] (entry limit) 
aNNie2        FICC 3 7/0-0.17 3/0-0.73 4/0-0.84 [1.84 1.81x1.84] 09:59:09 
aNNie2  bids  FICC 1.84 09:59:09 [1.84 1.81x1.84] 
aNNie2  pulls FICC 1.84 09:59:09 at 09:59:09 [1.84 1.81x1.84] (entry limit) 
aNNie2        FICC 3 7/0-0.40 3/0-0.67 4/0-0.93 [1.82 1.80x1.82] 09:59:10 
aNNie2  bids  FICC 1.82 09:59:10 [1.82 1.80x1.82] 
aNNie2  pulls FICC 1.82 09:59:10 at 09:59:10 [1.82 1.80x1.82] (entry limit) 
aNNie2        FICC 3 7/0-0.69 3/0-0.58 4/0-0.93 [1.80 1.79x1.81] 09:59:11 
aNNie2  bids  FICC 1.81 09:59:11 [1.80 1.79x1.81] 
aNNie2  pulls FICC 1.81 09:59:11 at 09:59:11 [1.80 1.79x1.81] (entry limit) 
aNNie2        FICC 3 7/0-0.53 3/0-0.12 4/0-0.93 [1.79 1.78x1.80] 09:59:13 
aNNie2  bids  FICC 1.80 09:59:13 [1.79 1.78x1.80] 
aNNie2  pulls FICC 1.80 09:59:13 at 09:59:13 [1.79 1.78x1.80] (entry limit) 
aNNie2        FICC 3 7/0-0.49 3/0-0.22 4/0-0.67 [1.78 1.78x1.80] 09:59:15 
aNNie2  bids  FICC 1.80 09:59:15 [1.78 1.78x1.80] 
aNNie2  pulls FICC 1.80 09:59:15 at 09:59:15 [1.78 1.78x1.80] (entry limit) 
aNNie2        FICC 2 7/0-0.22 4/0-0.49 [1.79 1.79x1.80] 09:59:21 
aNNie2        FICC 2 3/0-0.36 4/0-0.22 [1.79 1.76x1.79] 09:59:37 
aNNie2        FICC 3 7/0-0.13 3/0-0.88 4/0-0.55 [1.77 1.76x1.77] 09:59:38 
aNNie2  bids  FICC 1.77 09:59:38 [1.77 1.76x1.77] 
aNNie2  pulls FICC 1.77 09:59:38 at 09:59:38 [1.77 1.76x1.77] (entry limit) 
aNNie2        FICC 3 7/0-0.20 3/0-0.84 4/0-0.43 [1.76 1.76x1.77] 09:59:39 
aNNie2  bids  FICC 1.77 09:59:39 [1.76 1.76x1.77] 
aNNie2  pulls FICC 1.77 09:59:39 at 09:59:39 [1.76 1.76x1.77] (entry limit) 
aNNie2        FICC 3 7/0-0.17 3/0-0.42 4/0-0.36 [1.75 1.74x1.75] 09:59:41 
aNNie2        FICC 3 7/0-0.27 3/0-0.86 4/0-0.46 [1.74 1.74x1.75] 09:59:45 
aNNie2  bids  FICC 1.75 09:59:45 [1.74 1.74x1.75] 
aNNie2  pulls FICC 1.75 09:59:45 at 09:59:45 [1.74 1.74x1.75] (entry limit) 
aNNie2        FICC 2 3/0-0.36 4/0-1.00 [1.75 1.74x1.75] 09:59:54 
aNNie2  bids  FICC 1.75 09:59:54 [1.75 1.74x1.75] 
aNNie2  pulls FICC 1.75 09:59:54 at 09:59:54 [1.75 1.74x1.75] (entry limit) 
aNNie2        FICC 2 3/0-0.22 4/0-1.00 [1.74 1.73x1.75] 10:00:05 
aNNie2  bids  FICC 1.75 10:00:05 [1.74 1.73x1.75] 
aNNie2  pulls FICC 1.75 10:00:05 at 10:00:05 [1.74 1.73x1.75] (entry limit) 
aNNie2        FICC 2 3/0-0.92 4/0-0.38 [1.71 1.71x1.73] 10:00:18 
aNNie2  bids  FICC 1.73 10:00:18 [1.71 1.71x1.73] 
aNNie2  pulls FICC 1.73 10:00:18 at 10:00:18 [1.71 1.71x1.73] (entry limit) 
aNNie2        FICC 2 3/0-0.53 4/0-0.63 [1.70 1.70x1.72] 10:00:19 
aNNie2  bids  FICC 1.72 10:00:19 [1.70 1.70x1.72] 
aNNie2  pulls FICC 1.72 10:00:19 at 10:00:19 [1.70 1.70x1.72] (entry limit) 
aNNie2        FICC 2 3/0-0.71 4/0-0.81 [1.69 1.68x1.70] 10:00:20 
aNNie2  bids  FICC 1.70 10:00:20 [1.69 1.68x1.70] 
aNNie2  pulls FICC 1.70 10:00:20 at 10:00:20 [1.69 1.68x1.70] (entry limit) 
aNNie2        FICC 3 7/0-0.31 3/0-0.89 4/0-0.44 [1.66 1.63x1.66] 10:00:25 
aNNie2  bids  FICC 1.64 10:00:25 [1.66 1.63x1.66] 
aNNie2  pulls FICC 1.64 10:00:25 at 10:00:25 [1.66 1.63x1.66] (entry limit) 
aNNie2        FICC 3 7/0-0.61 3/0-0.86 4/0-0.25 [1.64 1.63x1.65] 10:00:26 
aNNie2  bids  FICC 1.65 10:00:26 [1.64 1.63x1.65] 
aNNie2  pulls FICC 1.65 10:00:26 at 10:00:26 [1.64 1.63x1.65] (entry limit) 
aNNie2        FICC 3 7/0-0.74 3/0-0.80 4/0-0.17 [1.63 1.63x1.65] 10:00:27 
aNNie2  bids  FICC 1.65 10:00:27 [1.63 1.63x1.65] 
aNNie2  pulls FICC 1.65 10:00:27 at 10:00:27 [1.63 1.63x1.65] (entry limit) 
aNNie2        FICC 3 7/0-0.89 3/0-0.64 4/0-0.14 [1.61 1.60x1.65] 10:00:29 
aNNie2  bids  FICC 1.61 10:00:29 [1.61 1.60x1.65] 
aNNie2  pulls FICC 1.61 10:00:29 at 10:00:29 [1.61 1.60x1.65] (entry limit) 
aNNie2        FICC 3 7/0-0.94 3/0-0.75 4/0-0.16 [1.60 1.60x1.63] 10:00:30 
aNNie2  bids  FICC 1.61 10:00:30 [1.60 1.60x1.63] 
aNNie2  pulls FICC 1.61 10:00:30 at 10:00:30 [1.60 1.60x1.63] (entry limit) 
aNNie2        FICC 1 5/2-0.11 [1.81 1.80x1.81] 10:00:49 
aNNie2  asks  FICC 1.80 10:00:49 [1.81 1.80x1.81] 
aNNie2        FICC 1 5/2-1.00 [1.80 1.80x1.81] 10:00:50 
aNNie2        FICC 1 5/2-1.00 [1.76 1.74x1.76] 10:00:57 
aNNie2        FICC 1 5/2-1.00 [1.75 1.75x1.79] 10:01:00 
aNNie2        FICC 1 5/2-1.00 [1.76 1.74x1.78] 10:01:01 
aNNie2        FICC 1 5/2-1.00 [1.80 1.79x1.80] 10:01:03 
aNNie2  sells FICC 1.80 from 2.56 09:45:50 at 10:01:03, -29.7% in 15 mins [1.80 1.79x1.80] 
aNNie2        FICC 1 4/0-0.78 [1.92 1.91x1.92] 10:18:07 
aNNie2        FICC 1 4/0-1.00 [1.91 1.90x1.91] 10:18:10 
aNNie2  bids  FICC 1.91 10:18:10 [1.91 1.90x1.91] 
aNNie2        FICC 1 4/0-0.83 [1.86 1.84x1.89] 10:18:17 
aNNie2  buys  FICC 1.91 10:18:17 [1.86 1.84x1.89] 
aNNie2        FICC 2 8/0-0.12 4/0-0.99 [1.82 1.82x1.85] 10:18:43 
aNNie2  bids  FICC 1.85 10:18:43 [1.82 1.82x1.85] 
aNNie2  pulls FICC 1.85 10:18:43 at 10:18:43 [1.82 1.82x1.85] (entry limit) 
aNNie2        FICC 1 5/2-0.98 [1.98 1.97x1.98] 10:19:49 
aNNie2  asks  FICC 1.97 10:19:49 [1.98 1.97x1.98] 
aNNie2        FICC 1 5/2-0.95 [1.97 1.96x1.97] 10:19:52 
aNNie2        FICC 1 5/2-0.68 [1.96 1.96x1.97] 10:19:53 
aNNie2        FICC 1 5/2-1.00 [1.97 1.96x1.97] 10:20:03 
aNNie2  sells FICC 1.97 from 1.91 10:18:17 at 10:20:03, 3.1% in 1 mins [1.97 1.96x1.97] 



aNNie2        QTWW 1 4/0-0.93 [1.30 1.30x1.31] 13:42:08 


All aNNie signals posted on 20070313

aNNie2        FICC 2 3/0-0.17 9/0-0.91 [2.56 2.54x2.56] 09:45:44 
aNNie2        FICC 1 9/0-0.83 [2.55 2.54x2.56] 09:45:48 
aNNie2        FICC 2 3/0-0.12 9/0-0.72 [2.54 2.52x2.54] 09:45:50 
aNNie2        FICC 1 9/0-0.52 [2.55 2.52x2.56] 09:45:55 
aNNie2        FICC 1 4/0-0.86 [2.53 2.53x2.54] 09:46:21 
aNNie2        FICC 2 4/0-0.77 9/0-0.56 [2.50 2.50x2.55] 09:46:22 
aNNie2        FICC 1 4/0-0.55 [2.24 2.23x2.24] 09:56:35 
aNNie2        FICC 1 4/0-0.63 [2.12 2.11x2.14] 09:57:23 
aNNie2        FICC 1 4/0-0.61 [2.11 2.11x2.13] 09:57:24 
aNNie2        FICC 1 4/0-0.60 [2.08 2.06x2.08] 09:57:29 
aNNie2        FICC 1 4/0-0.81 [2.10 2.07x2.10] 09:57:38 
aNNie2        FICC 1 4/0-0.50 [2.08 2.08x2.10] 09:57:39 
aNNie2        FICC 1 4/0-0.89 [2.05 2.04x2.05] 09:58:00 
aNNie2        FICC 1 4/0-0.90 [2.04 2.04x2.05] 09:58:01 
aNNie2        FICC 1 4/0-0.97 [2.05 2.04x2.05] 09:58:11 
aNNie2        FICC 2 3/0-0.61 4/0-0.98 [2.02 2.01x2.02] 09:58:16 
aNNie2        FICC 2 3/0-0.31 4/0-0.96 [2.01 2.01x2.02] 09:58:20 
aNNie2        FICC 2 3/0-0.55 4/0-0.75 [1.98 1.96x1.98] 09:58:27 
aNNie2        FICC 2 3/0-0.45 4/0-0.15 [1.95 1.94x1.95] 09:58:35 
aNNie2        FICC 1 4/0-0.61 [1.94 1.94x1.96] 09:58:56 
aNNie2        FICC 1 4/0-0.68 [1.93 1.91x1.93] 09:58:57 
aNNie2        FICC 2 3/0-0.47 4/0-0.78 [1.91 1.90x1.93] 09:58:58 
aNNie2        FICC 2 3/0-0.59 4/0-0.75 [1.89 1.87x1.89] 09:59:00 
aNNie2        FICC 3 7/0-0.10 3/0-0.29 4/0-0.44 [1.86 1.85x1.87] 09:59:03 
aNNie2        FICC 3 7/0-0.11 3/0-0.57 4/0-0.76 [1.85 1.85x1.87] 09:59:05 
aNNie2        FICC 3 7/0-0.17 3/0-0.73 4/0-0.84 [1.84 1.81x1.84] 09:59:09 
aNNie2        FICC 3 7/0-0.40 3/0-0.67 4/0-0.93 [1.82 1.80x1.82] 09:59:10 
aNNie2        FICC 3 7/0-0.69 3/0-0.58 4/0-0.93 [1.80 1.79x1.81] 09:59:11 
aNNie2        FICC 3 7/0-0.53 3/0-0.12 4/0-0.93 [1.79 1.78x1.80] 09:59:13 
aNNie2        FICC 3 7/0-0.49 3/0-0.22 4/0-0.67 [1.78 1.78x1.80] 09:59:15 
aNNie2        FICC 2 7/0-0.22 4/0-0.49 [1.79 1.79x1.80] 09:59:21 
aNNie2        FICC 2 3/0-0.36 4/0-0.22 [1.79 1.76x1.79] 09:59:37 
aNNie2        FICC 3 7/0-0.13 3/0-0.88 4/0-0.55 [1.77 1.76x1.77] 09:59:38 
aNNie2        FICC 3 7/0-0.20 3/0-0.84 4/0-0.43 [1.76 1.76x1.77] 09:59:39 
aNNie2        FICC 3 7/0-0.17 3/0-0.42 4/0-0.36 [1.75 1.74x1.75] 09:59:41 
aNNie2        FICC 3 7/0-0.27 3/0-0.86 4/0-0.46 [1.74 1.74x1.75] 09:59:45 
aNNie2        FICC 2 3/0-0.36 4/0-1.00 [1.75 1.74x1.75] 09:59:54 
aNNie2        FICC 2 3/0-0.22 4/0-1.00 [1.74 1.73x1.75] 10:00:05 
aNNie2        FICC 2 3/0-0.92 4/0-0.38 [1.71 1.71x1.73] 10:00:18 
aNNie2        FICC 2 3/0-0.53 4/0-0.63 [1.70 1.70x1.72] 10:00:19 
aNNie2        FICC 2 3/0-0.71 4/0-0.81 [1.69 1.68x1.70] 10:00:20 
aNNie2        FICC 3 7/0-0.31 3/0-0.89 4/0-0.44 [1.66 1.63x1.66] 10:00:25 
aNNie2        FICC 3 7/0-0.61 3/0-0.86 4/0-0.25 [1.64 1.63x1.65] 10:00:26 
aNNie2        FICC 3 7/0-0.74 3/0-0.80 4/0-0.17 [1.63 1.63x1.65] 10:00:27 
aNNie2        FICC 3 7/0-0.89 3/0-0.64 4/0-0.14 [1.61 1.60x1.65] 10:00:29 
aNNie2        FICC 3 7/0-0.94 3/0-0.75 4/0-0.16 [1.60 1.60x1.63] 10:00:30 
aNNie2        FICC 1 5/2-0.11 [1.81 1.80x1.81] 10:00:49 
aNNie2        FICC 1 5/2-1.00 [1.80 1.80x1.81] 10:00:50 
aNNie2        FICC 1 5/2-1.00 [1.76 1.74x1.76] 10:00:57 
aNNie2        FICC 1 5/2-1.00 [1.75 1.75x1.79] 10:01:00 
aNNie2        FICC 1 5/2-1.00 [1.76 1.74x1.78] 10:01:01 
aNNie2        FICC 1 5/2-1.00 [1.80 1.79x1.80] 10:01:03 
aNNie2        FICC 1 4/0-0.78 [1.92 1.91x1.92] 10:18:07 
aNNie2        FICC 1 4/0-1.00 [1.91 1.90x1.91] 10:18:10 
aNNie2        FICC 1 4/0-0.83 [1.86 1.84x1.89] 10:18:17 
aNNie2        FICC 2 8/0-0.12 4/0-0.99 [1.82 1.82x1.85] 10:18:43 
aNNie2        FICC 1 5/2-0.98 [1.98 1.97x1.98] 10:19:49 
aNNie2        FICC 1 5/2-0.95 [1.97 1.96x1.97] 10:19:52 
aNNie2        FICC 1 5/2-0.68 [1.96 1.96x1.97] 10:19:53 
aNNie2        FICC 1 5/2-1.00 [1.97 1.96x1.97] 10:20:03 
aNNie2        QTWW 1 4/0-0.93 [1.30 1.30x1.31] 13:42:08 

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