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 .

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

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

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