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Equity (6) (271) 64.18 65.63 -3.05 0.74% (1.82) ENB CN Equity 43.86 0.64% ENEL IM Equity 1,721 7,503 4.32 5.31 20.35 1.13% (72.23) ENI IM Equity 122 7,309 23.75 24.15 2.26 0.74% (52.71) EOAN GR Equity (12) 2,996 18.77 18.69 -0.41 0.96% (30.08) EOG US Equity 1,764 5,573 143.9
Index Rolling 30 Day Realized Volatility - Atorus EFTA00293073 Atorus, LLC 3/7/2014 Percentile Distribution of Current MTM Gains in Vol Days by Position (ex-99pct & ex-lst percentiles) 50.40 40.00 3040 2040 10.110 0.02 ..,a. ° O 40 4 0 4 0 4 O 40 4 0 4 4 O 40 4 0 4 4 O 4 9 a. n .9 a. n. o.,9
-0.81 0.65% (4.15) ENB CN Equity (3) 1,836 43.97 43.90 -0.24 0.65% (5.90) ENEL IM Equity 1,741 7,503 4.32 5.32 22.20 1.05% 31.21 ENI IM Equity 142 7,309 23.75 24.21 2.74 0.71% 23.15 EOAN GR Equity (33) 2,996 18.76 18.56 -1.23 0.89% 1.63 EOG US Equity 1,672 5,573 143.99 18
ORI./5 Rolling 30 Day Realized Volatility Atorus EFTA00293105 Atorus, LLC 3/11/2014 Percentile Distribution of Current MTM Gains in Vol Days by Position (ex-99pct & ex-lst percentiles) 60.CIO 50.00 40X0 30X0 20X0 10.CIO 0.00 ' ' fl, ' may'Y,I.SP/4"'"4 .7:1/4IPicAnY4n r ofrot, c;£7.4 5/ Percentile 0.00% No. Vo
2.87 0.73% (12.74) ENS CN Equity 316 9,023 44.84 46.41 5.51 0.64% (54.06) ENEL IM Equity 2,028 8,087 4.39 5.49 23.82 1.05% (34.68) ENI IM Equity 543 9,949 24.06 25.38 8.70 0.63% 60.17 EOAN GR Equity 14 2,996 18.77 18.85 0.62 0.77% (28.97) EOG US Equity 2,139 5,841 145.68 19
ndex Rolling 30 Day Realized Volatility - Atorus EFTA00288275 Atorus, LLC 4/14/2014 Percentile Distribution of Current MTM Gains in Vol Days by Position (ex-99pct & ex-lst percentiles) 60.00 50.00 40.00 30.00 20.00 10.00 OA» /Sr s O. tr if). 4 3" n'P'n O. fr 4:rttr <- 0. 9.' O. 4 , ' (" Of SY O. & A O.
50 0.78% (126.31) ENB CN Equity 371 9,024 44.84 46.68 6.47 0.63% (29.35) ENEL IM Equity 2,063 8,087 4.39 5.51 22.48 1.13% (220.11) ENI IM Equity 483 9,949 24.06 25.23 7.26 0.67% (107.66) EOAN GR Equity 43 2,996 18.77 19.04 1.79 0.81% (24.71) EOG US Equity 2,087 5,841 145.68
orld Index Rolling 30 Day Realized Volatility - A EFTA00288259 Atoms, LLC 4/11/2014 Percentile Distribution of Current MTM Gains in Vol Days by Position (ex-99pct & ex-lst percentiles) 5000 4000 30.00 20.00 10.00 000 ...ans. $444444$4444$44444 c,C9 39 ,cP ,2:9 c,c9 a6). ..,c9 ac9 „az> a6). ,z9 6.(9 ,c9 „59 r;z9
66.65 63.69 .7.51 0.62% 12.23 ENB CN Equity 968 12,532 #WA WA 12.68 0.61% ENEL IM Equity 2,271 8,902 4.48 5.63 32.49 0.79% (41.74) ENI IM Equity 352 13,637 24.69 25.32 3.75 0.69% (91.87) EOAN GR Equity (332) 5,700 19.38 18.31 .6.55 0.89% (44.94) EOG US Equity 3,030 5,841 72.
Acytteet Al Rolling 30 Day Realized Volatility - EFTA00288659 Atorus, LLC 8/4/2014 Percentile Distribution of Current MTM Gains In Vol Days by Position (ex-99pct & ex-lst percentiles) MAO €OAO 5000 4000 2000 2000 10.00 °CO 10.00.0 . . % % % % 1* h 'h h •X 'X In nn Percentile No. Vol Da 0.00% -11.
0.99 0.64% (62.83) ENB CN Equity 509 12,532 45.66 47.51 7.44 0.55% (25.50) ENEL IM Equity 2,381 8,902 4.48 5.68 29.79 0.90% (7.54) ENI IM Equity 961 13,637 24.69 26.43 9.08 0.78% (283.31) EOAN GR Equity 107 7,125 19.44 19.74 1.91 0.79% (110.64) EOG US Equity 3,379 5,841 72.8
e Al Rolling 30 Day Realized Volatility - Atorus EFTA00288579 Atorus, LLC 7/10/2014 Percentile Distribution of Current MTM Gains in Vol Days by Position (ex-99pct & ex-lst percentiles) 80.00 MOO 80.00 50.00 40.00 30.00 20.00 10.00 «CO 1040 ,,,+b # 0 49 l t. atsztatitztrafte , % % 4, % /1 of P/I. Vo
3.57 0.66% 33.24 EMI CN Equity 549 12,231 45.61 47.65 8.61 0.52% (103.56) ENEL IM Equity 2,543 8,902 4.48 5.76 36.18 0.79% (92.77) ENI IM Equity 816 11,929 24.33 25.99 11.79 0.58% (54.39) EOAN GR Equity (64) 2,996 18.76 18.37 -2.64 0.81% (40.16) EOG US Equity 2,580 5,841 72.
' —Series2 Rolling 30 Day Realized Volatility - EFTA00288788 Atorus, LLC 5/13/2014 Percentile Distribution of Current MTM Gains in Vol Days by Position (ex-99pct & ex-lst percentiles) 50.00 50.00 4000 30.00 2000 10.00 OM (.). ..• ' 5» 4. . 4 4 . e»• .3. . 0»• IX Percentile No. Vol Da 0.00% -16.18 5.00
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