Box 60% 00% 20% 00% 80% 60% 00% 20% COM EFTA00288467 Atorus, LLC 6/6/2014 Percentile Distribution of Current MTM Gains in Vol Days by Position (ex-99pct & ex4st percentiles) 80.00 70.00 60.00 50.00 40.00 30.00 20.00 10.00 000 —r —i--- r- Percentile No. Vol Days 0.00% -19.92 5.00% -3.53 10.00%

World Index Rolling 30 Day Realized Volatility - EFTA00288515 Atorus, LLC 6/12/2014 Percentile Distribution of Current MTM Gains In Vol Days by Position (ex-99pct & ex4st percentiles) BODO 7000 MOO 5000 4000 3000 2000 1000 1 OM 10.00 I I° ed . te efine-ce-meitmem-eeite h h Percentile No. Vol Days 0.00%

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 20.00% 0.58 25.00% 2.11 30.00% 3.27 35.00%

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 20.00% 0.58 25.00% 2.11 30.00% 3.27 35.00%