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2708067 Atorus, LLC Current Gross Notional Risk by Category 241,840 2/28/2014 • APAC • EMEA • AMER • EquityCom • G20 Rates Performance Vs. MSCI World Index 1.95 1.75 1.55 1.35 1.15 035 0.75 .60' <9 tO' •Q• „ Q' " • e t's• icb ,;) 4 w 4% At a% Ao. %.(1, Q. • os 445 es. es
40.41 1.17% 605.76 MC FP Equity 42 3,466 183.43 185.66 1.32 0.92% 2.53 MCD US Equity (21) (6,973) 94.88 95.16 -0.65 0.47% (16.35) MCK US Equity 165 1,949 162.99 176.82 10.51 0.81% 32.51 MDLZ US Equity 2,518 13,641 28.68 33.98 23.48 0.79% 75.25 MDT US Equity 7,747 20,811 43.
7/23/2014 Current Gross Notional Risk by Category 318,490 626,888 .2,173, PA P ■ APAC ■ EMEA ■ AMER ■ EquityCom ■ G20 Rates Performance Vs. MSCI World Index 2.35 2.15 1.95 1.75 1.55 1.35 1.15 0.95 0.75 eeeeeeeeeeeeeee pc ov Atv is, 4 <3 1 4:5\ y <7 AC\ c;e N0, 10 <7C\ i k\
8 0.85% 235.01 MC FP Equity (13) 7,348 188.38 188.05 -0.32 0.54% 35.19 MCD US Equity (311) 5,762 100.35 95.21 -11.97 0.45% (44.14) MCK US Equity 341 2,181 164.92 190.70 26.81 0.58% 2.31 MDIZ US Equity 4,625 13,763 28.74 38.40 69.81 0.48% (54.57) MDT US Equity 9,632 20,811 43
3/6/2014 Current Gross Notional Risk by Category 244,776 p;36,205 44 1,333,3 • APAC • EMEA • AMER • EquityCom • G20 Rates Performance Vs. MSCI World Index Rolling 30 Day Realized Volatility - Atoms EFTA00293057 Atorus, LLC 3/6/2014 Percentile Distribution of Current MTM Gains in Vol Days by
54 1.24% 142.57 MC FP Equity (21) 3,466 183.43 182.32 -0.64 0.96% 12.21 MCD US Equity (34) (6,973) 94.88 95.34 -1.04 0.47% (13.68) MCK US Equity 239 1,949 162.99 183.01 13.82 0.89% 17.28 MDLZ US Equity 2,906 13,641 28.68 34.79 29.00 0.73% 212.72 MDT US Equity 7,957 20,811 43
LIC 3/4/2014 Current Gross Notional Risk by Category 243,468 583,862 1,360,7 ■ APAC ■ EMEA ■ AMER ■ EquityCom ■ G20 Rates Performance Vs. MSCI World Index Rolling 30 Day Realized Volatility - Atorus EFTA00293025 Atorus, LLC 3/4/2014 Percentile Distribution of Current MTM Gains in Vol Days by
.01 1.27% 367.60 MC FP Equity (19) 3,466 183.43 182.42 -0.57 0.97% 26.08 MCD US Equity (8) (6,973) 94.88 94.99 -0.25 0.47% (48.25) MCK US Equity 209 1,949 162.99 180.49 12.37 0.87% 55.06 MDIZ US Equity 2,639 13,641 28.68 34.23 24.45 0.79% 226.59 MDT US Equity 7,937 20,811 43
orus, LIC 2/28/2014 Current Gross Notional Risk by Category 241,840 Ap o:1,890 ■ APAC ■ EMEA ■ AMER ■ EquityCom ■ G20 Rates Performance Vs. MSCI World Index Rolling 30 Day Realized Volatility - Atorus EFTA00293446 Atorus, LLC 2/28/2014 ,Percentile Distribution of Current. RUM Gamin Vol Days by
40.41 1.17% 605.76 MC FP Equity 42 3,466 183.43 185.66 1.32 0.92% 2.53 MCD US Equity (21) (6,973) 94.88 95.16 -0.65 0.47% (16.35) MCK US Equity 165 1,949 162.99 176.82 10.51 0.81% 32.51 MOLZ US Equity 2,518 13,641 28.68 33.98 23.48 0.79% 75.25 MDT US Equity 7,747 20,811 43.
7/23/2014 Current Gross Notional Risk by Category 318,490 626,888 .2,173, PA P ■ APAC ■ EMEA ■ AMER ■ EquityCom ■ G20 Rates Performance Vs. MSCI World Index 2.35 2.15 1.95 1.75 1.55 1.35 1.15 0.95 0.75 eeeeeeeeeeeeeee pc ov Atv is, 4 <3 1 4:5\ y <7 AC\ c;e N0, 10 <7C\ i k\
8 0.85% 235.01 MC FP Equity (13) 7,348 188.38 188.05 -0.32 0.54% 35.19 MCD US Equity (311) 5,762 100.35 95.21 -11.97 0.45% (44.14) MCK US Equity 341 2,181 164.92 190.70 26.81 0.58% 2.31 MDIZ US Equity 4,625 13,763 28.74 38.40 69.81 0.48% (54.57) MDT US Equity 9,632 20,811 43
Gross Notional Risk by Category 327,794 647,605 2004,81S - -- 1,922,222 2,207, • APAC • EMEA • AMER • EquityCom • G20 Rates Performance Vs. MSCI World Index 2.35 2.15 1.95 1.75 1.55 1.35 1.15 0.95 0.75 O1. O1ry e e e 0 0 e e e 0 e e e e 4,) , 1' se 46Y 4 1' e e coy e e e e
41.41 1.16% (59.35) MC FP Equity 59 7,348 188.38 189.89 1.70 0.47% 16.25 MCD US Equity (1) 9,603 100.64 100.63 -0.03 0.43% (33.84) MCK US Equity 317 2,181 164.92 188.86 16.45 0.88% (2.57) MDIZ US Equity 4,404 13,763 28.74 37.94 81.07 0.39% (112.17) MDT US Equity 9,658 20,811
Current Gross Notional Risk by Category 249,629 Ai lr fr 59 0o 7,700 1,439,23 • 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 °41 9tete iCI:pe,"te sCbt 6;beetee st s)." 9/ 1 ?" °41 •—•Serits1 —Serits2 Rolling 30 Day
0.47 0.94% (105.45) MC FP Equity 322 5,711 186.24 196.74 8.27 0.68% 46.61 MCD US Equity 175 9,603 100.64 102.47 4.09 0.44% (43.88) MCK US Equity 160 2,181 164.92 177.03 8.33 0.88% (17.74) MDIZ US Equity 4,074 13,641 28.68 37.25 38.37 0.78% (194.22) MDT US Equity 8,085 20,811
Atorus, LIC 4/10/2014 Current Gross Notional Risk by Category 230,932 561,382 ■ APAC ■ EMEA ■ AMER ■ EquityCom ■ G20 Rates Performance Vs. MSCI World Index Rolling 30 Day Realized Volatility - EFTA00288243 Atorus, LLC 4/10/2014 Percentile Distribution of Current MTM Gains In Vol Days by Posit
1.16% (124.76) MC FP Equity 304 4,464 183.52 196.01 7.71 0.88% 199.95 MCD US Equity (129) (2,678) 94.88 99.44 .9.76 0.49% (30.42) MCK US Equity 55 2,181 164.92 169.08 2.56 0.99% (23.26) MDIZ US Equity 2,990 13,641 28.68 34.97 37.27 0.59% 57.03 MDT US Equity 8,314 20,811 43.
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