BARCLAYS BK PLC

CUSIP: 06742E711 Class: IPATH S&P500 VIX

Twin Tree Management, LP's Holding History (CIK: 0001535588)

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

Q3 2015
Shares 10,000 Value ($000) $256 Avg Close — Range —
Q3 2014
Shares 2,500 Value ($000) $78 Avg Close — Range —
Q2 2014
Shares 12,500 Value ($000) $358 Avg Close — Range —