Gains in Vol Days by Position (ex-99pct & ex-1st percentiles) 90.00 00.00 MOO 60.03 50.00 40.01 30.00 20.01 10.00 MOO 6/9/2014 40.0% % P/L Vol Oris bY Position Percentile No. Vol Days 0.00% -19.92 5.00% -3.36 10.00% -1.29 15.00% 0.01 20.00% 1.04 25.00% 1.96 30.00% 3.52 35.00% 4