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8.04 1.47% 81.46 GLEN LN Equity 108 (3,491) 5.31 5.14 2.04 1.51% (44.97) GLW US Equity 2,220 11,376 16.17 19.33 22.75 0.86% 179.45 GM US Equity • 580 35.06 35.06 0.00 1.23% 12.19 EFTA00293227 GOOG US Equity 5,027 12,505 859.28 1,204.71 68.36 0.59% 213.82 GS US Equi
A • AMER • EquityCom • G20 Rates Performance Vs. MCI World Index Rolling 30 Day Realized Volatility - At' EFTA00293222 Atorus, LLC 3/18/2010 Percentile Distribution of Current MTM Gains In Vol Days by Position (ex-99pct & ex-1st percentiles) 60A0 SOCO 40.00 30.00 20.00 MCO IMO ' N tr e 4Z1/ 4.)/ Qs' Qte 4ZI/ IY .
4,265 12,136 16.41 22.18 53.45 0.66% 26.81 GM US Equity 586 11,236 35.80 37.67 8.07 0.65%
Atv is, 4 <3 1 4:5\ y <7 AC\ c;e N0, 10 <7C\ i k\ . .1% 45O SAT Rolling 30 Day Realized Volatility - A EFTA00288627 Atorus, LLC Percentile Distribution of Current MTM Gains In Vol Days by Position (ex-99pct & ex4st percentiles) Percentile No. Vol Days 0.00% -16.34 5.00% -3.65 10.00% -1.64 15.00% -0.28 20
89 52.94 8.74 0.46% (35.63) GLE FP Equity 51.20 - GLEN LN Equity 6.08 - GLW US Equity 3,874 12,136 16.41 21.65 50.99 0.63% (157.70) GM US Equity 482 11,236 35.80 37.34 6.75 0.64% (86.36) EFTA00288616 GOOG US Equity 222 8,672 561.32 575.66 3.63 0.70% (143.74) GS US E
e eeeeeee dsbi e oss,‘ e 4 C . < e ° otst ist‘t cptst e e<pc'e Rolling 30 Day Realized Volatility - EFTA00288611 Atorus, LLC 7/17/2010 Percentile Distribution of Current MTM Gains In Vol Days by Position (ex.99pct & exist percentiles) 8000 MOO 60.00 5000 40.00 30.00 20.00 10.00 0.00 10.00 1 J . ,- lee, nce--n
4,265 12,136 16.41 22.18 53.45 0.66% 26.81 GM US Equity 586 11,236 35.80 37.67 8.07 0.65%
Atv is, 4 <3 1 4:5\ y <7 AC\ c;e N0, 10 <7C\ i k\ . .1% 45O SAT Rolling 30 Day Realized Volatility - A EFTA00598577 Atorus, LLC Percentile Distribution of Current MTM Gains In Vol Days by Position (ex-99pct & ex4st percentiles) Percentile No. Vol Days 0.00% -16.34 5.00% -3.65 10.00% -1.64 15.00% -0.28 20
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