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128 EFTA02714157 Atorus, LLC 4/3/2014 Current Gross Notional Risk by Category • 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 e de) eeee co- e re% CP' <V av bct• (P. CP' c. St. P . sC. 4 4 4 4 4 .<,4 •b\ 4 A\
3 0.62% (112.18) CNQ CN Equity 774 8,797 36.10 39.28 12.05 0.73% 90.68 CNR CN Equity 1,147 12,425 51.30 56.03 14.82 0.62% (128.58) COF US Equity 868 6,424 68.14 77.35 16.27 0.83% 21.75 COP US Equity (4S4) (7,980) 66.64 70.44 -11.40 0.50% 24.56 COST US Equity 111.79 0.58% - C
LIC 3/13/2014 Current Gross Notional Risk by Category 241,254 586,103 1,403,2 ■ APAC ■ EMEA ■ AMER ■ EquityCom ■ G20 Rates Performance Vs. MSCI World Index Rolling 30 Day Realized Volatility -Atoms EFTA00293159 Atorus, LLC 3/13/2014 Percentile Distribution of Current MTM Gains In Vol Days by
18.61 0.57% 29.18 CNQ CN Equity 0 7,768 35.76 35.76 0.00 1.01% (38.65) CNR CN Equity 1,349 12,425 51.30 56.86 18.34 0.59% (5.33) COF US Equity 491 6,077 67.68 73.15 8.80 0.92% (77.19) COP US Equity 39 (7,980) 66.64 66.31 0.85 0.58% 9.36 COST US Equity (58) 7,901 115.72 11
t) EFTA00293136 Atorus, LIC 3/13/2014 Current Gross Notional Risk by Category ■ APAC ■ EMEA ■ AMER ■ EquityCom ■ G20 Rates Performance Vs. MSCI World Index Rolling 30 Day Realized Volatility - Atorl EFTA00293137 Atorus, LLC 3/13/2014 Percentile Distribution of Current MTM Gains In Vol Days by
18.61 0.57% 29.18 CNQ CN Equity 0 7,768 35.76 35.76 0.00 1.01% (38.65) CNR CN Equity 1,349 12,425 51.30 56.86 18.34 0.59% (5.33) COF US Equity 491 6,077 67.68 73.15 8.80 0.92% (77.19) COP US Equity 39 (7,980) 66.64 66.31 0.85 0.58% 9.36 COST US Equity (58) 7,901 115.72 11
C 4/3/2014 Current Gross Notional Risk by Category 243,900 r 583,025 1,406,91 ■ APAC ■ EMEA ■ AMER ■ EquityCom ■ G20 Rates Performance Vs. MSCI World Index Rolling 30 Day Realized Volatility - A EFTA00288163 Atorus, LLC 4/3/2014 Percentile Distribution of Current MTM Gains in Vol Days by Posi
3 0.62% (112.18) CNQ CN Equity 774 8,797 36.10 39.28 12.05 0.73% 90.68 CNR CN Equity 1,147 12,425 51.30 56.03 14.82 0.62% (128.58) COF US Equity 868 6,424 68.14 77.35 16.27 0.83% 21.75 COP US Equity (454) (7,980) 66.64 70.44 -11.40 0.50% 24.56 COST US Equity • • 111.79 0.58
Entities connected to both MSCI World and COF US Equity

Ghislaine Maxwell
PERSONAtorus
PERSONENI IM Equity
ORGANIZATIONAU TSY
ORGANIZATIONCurrent Portfolio -Listed Equity Portfolio
ORGANIZATIONEquityCom
ORGANIZATIONMSCI World Change
ORGANIZATIONSMSN LI Equity
ORGANIZATION
Mao Zedong
PERSONMCD US Equity
ORGANIZATIONEquity Indices & Commodlites
ORGANIZATIONNSC US Equity
ORGANIZATIONBIL S.I Equity
ORGANIZATIONSTEICNZL
ORGANIZATIONSAP GR
ORGANIZATIONEquityCom Short
ORGANIZATION