Bluefin Trading, LLC

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 Jun 2016		0.72%	0%	$5,823,000	421,974	0		$13.80	Q2 2016
30 Jun 2016	call		0%	$676,000	1,885,600	0		$0.36 ^*	Q2 2016
30 Jun 2016	put		0%	$3,979,000	2,855,900	0		$1.39 ^*	Q2 2016
31 Mar 2016		0.27%	0%	$1,749,000	99,317	0		$17.61	Q1 2016
31 Mar 2016	call		0%	$1,386,000	2,189,700	0		$0.63 ^*	Q1 2016
31 Mar 2016	put		0%	$2,730,000	1,378,200	0		$1.98 ^*	Q1 2016
31 Dec 2015		0.06%	0%	$537,000	26,669	0		$20.14	Q4 2015
31 Dec 2015	call		0%	$1,975,000	2,435,000	0		$0.81 ^*	Q4 2015
31 Dec 2015	put		0%	$3,630,000	1,805,400	0		$2.01 ^*	Q4 2015
30 Sep 2015		0.06%	+0.06%	$874,000	34,151	+34,151	NEW	$25.59	Q3 2015
30 Sep 2015	call		0%	$3,515,000	988,200	0		$3.56 ^*	Q3 2015
30 Jun 2015			-2%	$0	0	-713,786	-100%		Q2 2015
30 Jun 2015	call		0%	$2,157,000	700,800	0		$3.08 ^*	Q2 2015
30 Jun 2015	put		0%	$849,000	288,900	0		$2.94 ^*	Q2 2015
31 Mar 2015		2%	+2%	$18,295,000	713,786	+713,786	NEW	$25.63	Q1 2015
31 Mar 2015	put		0%	$1,789,000	553,400	0		$3.23 ^*	Q1 2015
31 Dec 2014	call		0%	$3,250,000	1,939,900	0		$1.68 ^*	Q4 2014
31 Dec 2014	put		0%	$1,029,000	577,000	0		$1.78 ^*	Q4 2014
30 Sep 2014		0.02%	0%	$290,000	9,304	0		$31.17	Q3 2014
30 Sep 2014	call		0%	$6,317,000	5,115,400	0		$1.23 ^*	Q3 2014
30 Sep 2014	put		0%	$2,830,000	2,977,200	0		$0.95 ^*	Q3 2014
30 Jun 2014		0.12%	-0.47%	$2,300,000	79,750	-318,957	-80%	$28.84	Q2 2014
30 Jun 2014	call		0%	$1,400,000	33,838	0		$41.37 ^*	Q2 2014
30 Jun 2014	put		0%	$16,400,000	28,023	0		$585.23 ^*	Q2 2014
31 Mar 2014		1.2%	+1.2%	$16,800,000	398,707	+398,707	NEW	$42.14	Q1 2014
31 Mar 2014	call		0%	$300,000	1,020	0		$294.12 ^*	Q1 2014
31 Mar 2014	put		0%	$2,500,000	11,102	0		$225.18 ^*	Q1 2014

* 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.