BARCLAYS BK PLC

CUSIP: 06742E711 Class: IPATH S&P500 VIX

Paloma Partners Management Co's Holding History (CIK: 0001103882)

Note: Option positions (PUT/CALL) are excluded.

Q2 2016
Shares 576,980 Value ($000) $7,962 Avg Close — Range —
Q1 2016
Shares 560,370 Value ($000) $9,868 Avg Close — Range —
Q4 2015
Shares 492,856 Value ($000) $9,926 Avg Close — Range —
Q3 2015
Shares 397,186 Value ($000) $10,168 Avg Close — Range —
Q2 2015
Shares 58,253 Value ($000) $1,171 Avg Close — Range —
Q1 2015
Shares 40,000 Value ($000) $1,025 Avg Close — Range —
Q4 2013
Shares 50,000 Value ($000) $2,128 Avg Close — Range —
Q3 2013
Shares 70,000 Value ($000) $1,029 Avg Close — Range —