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Current Gross Notional Risk by Category 242,242 573,809 AMP 1,313,909 1,644,823 • APAC • EMEA • AMER • EquityCom • G20 Rates Performance Vs. MSCI World Index 115 1.95 1.75 1.55 1.35 1.15 0.95 0.75 Os) Os) o v Os) Os) Os,' Os" OC) eeeee c• iv eti ev c, tc, % icts% „.0, A‘ c,‘ „
0.43% FTSEMIB Index 6,200 0.34% 0.46% DAI GR Equity 6,290 0.35% 0.47% SX6P Index 6,304 0.35% 0.58% SMI Index 6,341 0.35% 0.59% CMCSK US Equity 6,417 0.36% 0.88% GS US Equity 6,562 0.36% 1.05% V US Equity 6,744 0.37% 1.07% P5120 Index 6,833 0.38% 1.09% ROG VX Equity 6,898 0.
IC 5/23/2014 Current Gross Notional Risk by Category 245,530 10:9,045 411 i , • APAC • EMEA • AMER • EquityCom • G20 Rates Performance Vs. MSCI World Index 2.15 1.95 1.75 1.55 1.35 1.15 0.95 0.75 e dc.' o•Q• e ticb ei 0 0 0 0 e e e -,\AQ• et, tete est e e e •—•Serits1 —Serits2 Rolli
20.70% 45 Positions 25.32% 0.10% EDF FP Equity 5,369 0.29% 0.11% FTSEMIB Index 5,632 0.30% 0.12% AZN LN Equity 5,645 0.31% 0.12% XLF US Equity 5,652 0.31% 0.15% AZN US Equity 5,661 0.31% 0.21% JNJ US Equity 5,896 0.32% 0.27% AEX Index 5,921 0.32% 0.27% NVS US Equity 5,990 0
C 3/31/2014 Current Gross Notional Risk by Category 249,244 578,276 1,347,8 p • APAC • EMEA • AMER • EquityCom • G20 Rates Performance Vs. MSCI World Index Rolling 30 Day Realized Volatility EFTA00288115 Atorus, LLC 3/31/2010 Percentile Distribution of Current MTM Gains in Vol Days by Positio
9% SX7E Index 6,378 0.35% 0.41% V US Equity 6,405 0.35% 0.43% SXXP Index 6,492 0.35% 0.46% MAERSKB DC Equity 6,520 0.36% 0.46% CMCSK US Equity 6,553 0.36% 0.58% SX6P Index 6,755 0.37% 0.59% SXSE Index 6,980 0.38% 0.88% ROG VX Equity 7,034 0.38% 1.04% ACA FP Equity 7,080 0.3
Entities connected to both MSCI World and US Equity

Ghislaine Maxwell
PERSONAtorus
PERSONAU TSY
ORGANIZATIONMSCI World Change
ORGANIZATIONSMSN LI Equity
ORGANIZATION
Emmanuel Macron
PERSON
Prince Charles
PERSON
JPMorgan Chase
ORGANIZATION