BNP PARIBAS FINANCIAL MARKETS

Holdings History for BARCLAYS IPTH SRS B S&P SHRT TRM ETN - IPATH S&P500 VIX (VXX)

Symbol: VXX on CBOE
Investment type: Equity / IPATH S&P500 VIX

Shares, Excluding Options vs Price

Value, Excluding Options

Holdings date	Option	Weight	Change	Value $	Shares	Change	Activity %	Price	All Holders
30 Sep 2016			-0%	$0	0	-27,223	-100%		Q3 2016
30 Jun 2016		0%	-0%	$375,950	27,223	-75,087	-73%	$13.81	Q2 2016
31 Mar 2016		0.01%	-0.03%	$1,802,702	102,310	-467,107	-82%	$17.62	Q1 2016
31 Dec 2015		0.06%	-0.05%	$11,445,282	569,417	-524,077	-48%	$20.10	Q4 2015
30 Sep 2015		0.07%	+0.06%	$27,998,044	1,093,494	+959,198	+714%	$25.60	Q3 2015
30 Jun 2015		0.01%	-0.05%	$2,699,350	134,296	-924,649	-87%	$20.10	Q2 2015
31 Mar 2015		0.08%	-0.25%	$27,140,759	1,058,945	-3,304,447	-76%	$25.63	Q1 2015
31 Dec 2014		0.49%	+0.14%	$137,490,355	4,363,392	+1,278,957	+41%	$31.51	Q4 2014
30 Sep 2014		0.18%	+0.09%	$96,172,653	3,084,435	+1,529,092	+98%	$31.18	Q3 2014
30 Sep 2014	call		0%	$8,891,533	112,072	0		$79.34 ^*	Q3 2014
30 Sep 2014	put		0%	$111,126,121	228,143	0		$487.09 ^*	Q3 2014
30 Jun 2014		0.15%	+0.03%	$44,482,746	1,555,343	+320,363	+26%	$28.60	Q2 2014
30 Jun 2014	call		0%	$8,415,870	131,109	0		$64.19 ^*	Q2 2014
30 Jun 2014	put		0%	$157,416,863	221,916	0		$709.35 ^*	Q2 2014
31 Mar 2014		0.15%	+0.13%	$49,708,000	1,234,980	+1,034,410	+516%	$40.25	Q1 2014
31 Mar 2014	call		0%	$20,055,600	91,581	0		$218.99 ^*	Q1 2014
31 Mar 2014	put		0%	$123,093,000	207,223	0		$594.01 ^*	Q1 2014
31 Dec 2013		0.03%	0%	$8,534,250	200,570	0		$42.55	Q4 2013
31 Dec 2013	call	17%	0%	$2,767,340	65,533	0		$42.23	Q4 2013
31 Dec 2013	put		0%	$69,787,100	248,903	0		$280.38 ^*	Q4 2013

* Reported Price is the price of the security as of the portfolio date. This value is significant in that it is the last known price at which the security was still held.
An asterisk sign (*) next to the price indicates that the price is likely invalid.