Lombard Odier Asset Management (USA) Corp

Holdings History for CURRENCYSHS JAPANESE YEN TR - JAPANESE YEN (FXY)

Symbol: FXY on NYSE
Investment type: Equity / JAPANESE YEN

Holdings date	Option	Weight	Change	Value $	Shares	Change	Activity %	Price	All Holders
31 Mar 2017	put		-19%	$0	0	-500,000	-100%		Q1 2017
31 Dec 2016	put	19%	+4.1%	$41,260,000	500,000	+100,000	+25%	$82.52	Q4 2016
30 Sep 2016	put	14%	+14%	$38,084,000	400,000	+400,000	NEW	$95.21	Q3 2016

* 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.