BARCLAYS BK PLC

CUSIP: 06742E711 Class: IPATH S&P500 VIX

BNP PARIBAS ARBITRAGE, SA's Holding History (CIK: 0001166588)

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

Q2 2016
Shares 27,223 Value ($000) $375,950 Avg Close — Range —
Q1 2016
Shares 102,310 Value ($000) $1,802,702 Avg Close — Range —
Q4 2015
Shares 569,417 Value ($000) $11,445,282 Avg Close — Range —
Q3 2015
Shares 1,093,494 Value ($000) $27,998,044 Avg Close — Range —
Q2 2015
Shares 134,296 Value ($000) $2,699,350 Avg Close — Range —
Q1 2015
Shares 1,058,945 Value ($000) $27,140,759 Avg Close — Range —
Q4 2014
Shares 4,363,392 Value ($000) $137,490,355 Avg Close — Range —
Q3 2014
Shares 3,084,435 Value ($000) $96,172,653 Avg Close — Range —
Q2 2014
Shares 1,555,343 Value ($000) $44,482,746 Avg Close — Range —
Q1 2014
Shares 1,234,980 Value ($000) $49,708,000 Avg Close — Range —
Q4 2013
Shares 200,570 Value ($000) $8,534,250 Avg Close — Range —