Epstein Secrets

12% (9.35) CA_TSY CREDIT 2,568 (72,133) 1,245.64 1,201.29 9.58 0.37% 63.37 MX_TSY CREDIT 323 58,228 214.97 216.16 1.35 0.41% 269.39 AU TSY CREDIT 925 52,225 1,495.06 1,521.55 3.77 0.47% 216.05 JP_TSY CREDIT 218 (28,355) 821.88 815.55 2.58 0.30% 51.76 MY_TSY CREDIT • 7,9

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.

(28.16) CA_TSY CREDIT 5,131 (97,153) 1,269.35 1,202.31 13.84 0.38% 211; MX_TSY CREDIT 281 58,229 214.14 215.17 1.20 0.40% (203.23) AU TSY CREDIT 740 47,780 1,492.28 1,515.39 3.37 0.46% 16.98 JP_TSY CREDIT 221 (35,807) 822.10 817.03 2.04 0.30% 33.48 MY_TSY CREDIT (592)

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

(21,271) XAU Comdty (23,727) SHCOMP Index (33,248) SE_TSY CREDIT (44,333) MX_TSY CREDIT 77,867 lE_TSY CREDIT 78,270 BE_TSY CREDIT 79,771 AU TSY CREDIT 81,398 AT_TSY CREDIT 81,569 FR_TSY CREDIT 82,246 NL_TSY CREDIT 82,865 DE_TSY CREDIT 84,524 FI_TSY CREDIT 85,645 GB_TSY CREDIT 89,

1 —Series2 Rolling 30 Day Realized Volatility - EFTA00288355 Atorus, LLC 5/21/2014 Percentile Distribution of Current MTM Gains In Vol Days by Position (ex-99pct & ex-lst percentiles) 30.00 50.00 40.00 30.00 20.00 10.00 °CO ah <1.' • w_ •• 11 tf •19 ah- 4:r tb• 4). ar (». 4b. 4 5. 421%,°' øy. 45' cir Perce

Comdty (25,211) 0.41% JP_TSY CREDIT (32,078) 0.52% SHCOMP Index (34,398) 0.56% SE_TSY CREDIT (44,333) 0.72% BE_TSY CREDIT 79,771 1.29% AU TSY CREDIT 81,398 1.32% AT_TSY CREDIT 81,569 1.32% FR_TSY CREDIT 82,246 1.33% NL_TSY CREDIT 82,865 1.34% DE_TSY CREDIT 84,524 1.37% PI_TSY

1 —Series2 Rolling 30 Day Realized Volatility - EFTA00288419 Atorus, LLC 5/30/2010 Percentile Distribution of Current MTM Gains in Vol Days by Position (ex-99pct & ex-lst percentiles) 70.00 60.00 50.00 40.00 30.00 20.00 10.00 0.410 10.0P 4 4 # SP dr. 4 # _# 4 4 4., dr. dr. 4 # VP 'JCS _IrSa # _

139) XAU Comdty (26,763) SHCOMP Index (36,707) SE_TSY CREDIT (44,333) JP_TSY CREDIT (45,369) ZA_TSY CREDIT (53,741) BE_TSY CREDIT 79,771 AU TSY CREDIT 81,398 AT_TSY CREDIT 81,569 FR_TSY CREDIT 82,246 NL_TSY CREDIT 82,865 DE_TSY CREDIT 84,524 FI_TSY CREDIT 85,645 MX_TSY CREDIT 87,

1.00% 0.80% 0.60% 0.40% 0.20% 0.00% Series1 EFTA00288483 Atorus, LLC 6/9/2010 Percentile Distribution of Current MTM Gains in Vol Days by Position (ex-99pct & ex-lst percentiles) 8000 7000 6000 5000 4000 3000 2000 1000 003 1000 1 nitania, q> 05 Percentile No. Vol Days 0.00% -19.92 5.00% -3.36

6,948) XAU Comdty (26,763) SHCOMP Index (34,398) SE_TSY CREDIT (44,333) JP_TSY CREDIT (45,369) IE_TSY CREDIT 78,270 BE_TSY CREDIT 79,771 AU TSY CREDIT 81,398 AT_TSY CREDIT 81,569 FR_TSY CREDIT 82,246 NL_TSY CREDIT 82,865 DE_TSY CREDIT 84,524 FI_TSY CREDIT 85,645 MX_TSY CREDIT 87,

rits2 Rolling 30 Day Realized Volatility - Atorus EFTA00288451 Atorus, LLC 6/5/2014 Percentile Distribution of Current MTM Gains in Vol Days by Position (ex-99pct & ex-lst percentiles) MOO 7000 60.00 50.00 40.00 30.00 2000 1000 °CO . / . . ./ ./ " . . ..' M. Vol Days by Position Percentile No. Vol D

x (62,472) SXOP Index (69,139) NO_TSY CREDIT (70,342) SXRP Index (80,697) DE_TSY CREDIT 84,524 FI_TSY CREDIT 85,645 CO1 Comdty (89,512) AU TSY CREDIT 90,775 P512O Index (94,327) IBOV Index 94,594 US_TSY CREDIT 100,443 GB_TSY CREDIT 108,101 JP_TSY CREDIT (120,012) MX_TSY CREDIT 1

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.

81.43 CA_TSY CREDIT 3,046 309,688 1,238.04 1,250.22 3.63 0.27% (569.29) MX_TSY CREDIT 1,782 87,928 221.30 225.78 4.46 0.45% (91.29) AU TSY CREDIT 3,353 81,398 1,506.03 1,568.07 13.67 0.30% 61.66 JP_TSY CREDIT 296 145,654 823.19 824.86 0.90 0.22% 509.59 MY_TSY CREDIT 2,40

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

XCF Index (21,271) 0.37% XAU Comdty (23,727) 0.41% SHCOMP Index (33,248) 0.57% SE_TSY CREDIT (44,333) 0.77% DK_TSY CREDIT 67,396 1.16% AU TSY CREDIT 68,895 1.19% CH_TSY CREDIT 69,857 1.21% STBCNZL Index 73,207 1.26% lE_TSY CREDIT 78,270 1.35% BE_TSY CREDIT 79,771 1.38% AT_TSY

' —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

0.12% 58.08 CA_TSY CREDIT 6,231 (97,153) 1,269.35 1,187.93 15.93 0.40% 62.62 MX_TSY CREDIT 32 21,119 215.01 215.34 0.42 0.36% 25.57 AU TSY CREDIT (54) 24,072 1,484.58 1,481.23 -0.51 0.45% (107.02) JP_TSY CREDIT 1,455 (59,678) 822.10 802.05 8.24 0.30% 204.35 MY_TSY CREDIT

ld Index Rolling 30 Day Realized Volatility - Ator EFTA00288131 Atorus, LLC 0/1/2010 Percentile Distribution of Current MTM Gains in Vol Days by Position (ex-99pct & ex-lst percentiles) 70.00 60.00 50.00 40.00 30.00 20.00 10.00 aco 10.0b 4, 4. 4. 4 # SP # _PP .4 4 4> 4. # VP OP SP V_Ø_ 4 4 1* # _ CP #