CREDIT SUISSE NASSAU BRH

CUSIP: 22542D795 Class: INVRS VIX STERM

BlueCrest Capital Management Ltd's Holding History (CIK: 0001610880)

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

Q1 2016
Shares 240,000 Value ($000) $6,211 Avg Close — Range —
Q4 2015
Shares 10,000 Value ($000) $258 Avg Close — Range —
Q2 2015
Shares 40,500 Value ($000) $1,645 Avg Close — Range —
Q4 2014
Shares 18,100 Value ($000) $564 Avg Close — Range —