Bluefin Trading, LLC

Holdings History for BARCLAYS BK PLC - 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	Price	All Holders
30 Jun 2017	call		0%	$1,933,000	5,087,200	$0.38 ^*	Q2 2017
30 Jun 2017	put		0%	$5,645,000	2,006,000	$2.81 ^*	Q2 2017
31 Mar 2017		0.23%	0%	$1,341,000	84,907	$15.79	Q1 2017
31 Mar 2017	call		0%	$1,406,000	3,767,700	$0.37 ^*	Q1 2017
31 Mar 2017	put		0%	$3,858,000	1,413,600	$2.73 ^*	Q1 2017
31 Dec 2016		0.53%	0%	$3,257,000	127,675	$25.51	Q4 2016
31 Dec 2016	call		0%	$1,424,000	2,312,700	$0.62 ^*	Q4 2016
31 Dec 2016	put		0%	$7,340,000	2,026,100	$3.62 ^*	Q4 2016
30 Sep 2016		0.2%	0%	$3,654,000	107,242	$34.07	Q3 2016
30 Sep 2016	call		0%	$922,000	1,821,200	$0.51 ^*	Q3 2016
30 Sep 2016	put		0%	$5,338,000	1,925,300	$2.77 ^*	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.