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4 0.54% SXOP Index 10,454 0.56% BAC US Equity 10,501 0.56% ES_TSY CREDIT 10,510 0.57% KFX Index 11,418 0.61% SXMP Index 11,431 0.61% TYC US Equity 11,513 0.62% MA US Equity 11,621 0.62% SXIP Index 12,234 0.66% XLV US Equity 12,974 0.70% CELG US Equity 13,003 0.70% EFTA00293102 N
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
9,588 0.52% IBEX Index 9,707 0.53% LUXXX Index 9,996 0.55% SXOP Index 10,327 0.56% NDX Index 10,612 0.58% ES_TSY CREDIT 10,753 0.59% TYC US Equity 11,152 0.61% SXIP Index 11,404 0.62% KFX Index 11,411 0.62% XLV US Equity 12,379 0.68% ISEQ Index 17,634 0.96% EFTA00288352 SPX Inde
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
47% 1.72% MDT US Equity 8,633 0.48% DAX Index 8,698 0.48% TMO US Equity 8,945 0.49% MC US Equity 9,475 0.52% IBEX Index 10,031 0.55% TYC US Equity 10,078 0.56% KFX Index 10,428 0.57% ES_TSY CREDIT 10,781 0.59% SXMP Index 10,813 0.60% LUXXX Index 11,166 0.62% SXAP Index 11,659 0.
— ATORUS Rolling 30 Day Realized Volatility - A EFTA00288227 Atorus, LLC 0/9/2010 Percentile Distribution of Current MTM Gains in Vol Days by Position (ex-99pct & ex-lst percentiles) I30.00 50.00 40.00 30.00 20.00 10.00 °CO (;)- .. . 4.5) 4. (42. 4 4 42 16 Di A Percentile No. Vol Da 0.00% -13.68 5
Entities connected to both TYC US Equity and Position (ex-99pct & ex-lst

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