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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
4) (8,047) 66.82 69.18 -5.52 0.64% (45.83) BAYN GR Equity 9,472 11,757 76.64 138.37 78.12 1.03% 354.87 BBAS3 BZ Equity (26) (1,954) 4/N/A N/A -0.69 1.89% HD US Equity 731 (6,743) 12.96 11.55 7.77 1.39% (102.95) BBOC4 BZ Equity 571 (7,252) 4/N/A N/A 5.84 1.35% BBL US Equit
orus, LIC 3/14/2014 Current Gross Notional Risk by Category 240,535 dr 574,329 • APAC • EMEA • AMER • EquityCom • 620 Rates Performance Vs. MSCI World Index 115 1.95 1.75 1.55 1.35 1.15 0.95 0.75 eeeeeeeeeee 4% % % % % % % Q' 4% 4' A\ 4 eb\ s' A\ 4% 4% PASCIWoild ATORUS Rol
uity (336) (6,932) 31.30 32.82 -6.00 0.81% 82.01 XOM US Equity 385 10,902 90.48 93.67 4.65 0.76% (4.56) XTA LN Equity (36) (2,238) 4/N/A N/A -0.72 2.21% YHOO US Equity 283 1,282 30.64 37.40 19.65 1.12% (3.70) YUM US Equity 146 6,899 73.80 75.36 2.41 0.88% (87.98) ZURN
4/4/2014 Current Gross Notional Risk by Category 249,068 F 587,702 / 1,420,41 ■ APAC ■ EMEA ■ AMER ■ EquityCom ■ G20 Rates Performance Vs. MSCI World Index Rolling 30 Day Realized Volatility - EFTA00288179 Atorus, LLC 4/4/2014 Percentile Distribution of Current MTM Gains in Vol Days by Positi
U Equity (7) (572) 32.94 33.32 -1.40 0.81% (4.29) XOM US Equity 1,068 13,076 90.48 97.87 12.83 0.64% (44.73) XTA LN Equity - 2,180 4/N/A N/A 0.00 2.25% YHOO US Equity 103 769 30.64 34.72 9.77 1.36% (30.29) YUM US Equity 176 7,151 73.86 75.68 2.99 0.82% (88.51) ZURN VX
Entities connected to both MSCI World and 4/N/A N