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(26,146) INDEXCF Index (26,563) ZA_TSY CREDIT (33,149) SHCOMP Index (33,700) JP_TSY CREDIT (59,678) SXDP Index 61,075 SPX Index 62,272 AU TSY CREDIT (63,306) CH_TSY CREDIT 65,265 DK_TSY CREDIT 67,396 AT_TSY CREDIT 71,796 FR_TSY CREDIT 71,876 STBCNZL Index 73,231 BE_TSY CREDIT 7
d Index Rolling 30 Day Realized Volatility - Ator EFTA00293206 Atorus, LLC 3/17/2010 Percentile Distribution of Current MTM Gains in Vol Days by Position (ex-99Ø & ex-1st percentiles) Øm 50.00 40.00 30.m 20.00 10.CO om . , . n 9/ 9 /4)9 .9"4:9r1s9V‘,..z,9..4.,. 9 14,, ,,t. (39...4 )9/ 4 9 / 6 / ,‘, 49/ Percenti
Index (39,032) 0.59% SE_TSY CREDIT (44,333) 0.67% JP TSY CREDIT (45,369) 0.68% ZA_TSY CREDIT (53,153) 0.80% BE_TSY CREDIT 79,771 1.20% AU TSY CREDIT 81,398 1.22% AT_TSY CREDIT 81,569 1.23% FR_TSY CREDIT 82,246 1.24% NL_TSY CREDIT 82,865 1.25% DE_TSY CREDIT 84,524 1.27% FI_TSY
d Index Rolling 30 Day Realized Volatility - Ator EFTA00288547 Atorus, LLC 6/20/2010 Percentile Distribution of Current MTM Gains in Vol Days by Position (ex-99Ø & ex-1st percentiles) 8000 7000 MO 50.00 4000 3000 2000 MO OCO 1000 nre—Kri—v-nre—ntcde 1.° 0 h Percentile No. Vol Days 0.00% -9.56 5.00% -
2) CA_TSY CREDIT 6,149 (97,153) 1,257.75 1,178.14 14.52 0.44% (355.46) MX_TSY CREDIT (110) (6,764) 210.17 213.57 -4.20 0.39% (23.14) AU TSY CREDIT (726) (37,984) 1,450.60 1,478.34 -4.27 0.45% (321.30) JP_TSY CREDIT 740 (59,678) 820.91 810.72 4.57 0.27% 51.38 MY_TSY CREDIT
ndex Rolling 30 Day Realized Volatility - Atorus EFTA00288692 Atorus, LLC 3/26/2010 Percentile Distribution of Current MTM Gains in Vol Days by Position (ex-99Ø & ex-1st percentiles) 70.00 60.00 50.00 40.00 30.00 20.00 10.00 aco moo 4, 4. 4, 4 # _ # oo _oo # 4 4> dr. dp 4 4, 01* # oo # (3O _ (so
Entities connected to both AU TSY and Position (ex-99Ø & ex-1st

Ghislaine Maxwell
PERSONAtorus
PERSON
MSCI World
ORGANIZATIONMSCI World Change
ORGANIZATIONEquityCom
ORGANIZATION
Emmanuel Macron
PERSONBMW GR
ORGANIZATION