orus, LLC 2/12/2014 Percentile Distribution of Current MTM Gains in Vol Days by Position (ex-99pct & ex-1st percentiles) Percentile No. Vol Days O.00VG 8.24 5.00% -5.32 10.00% .3.14 15.00% 4.54 20.00% 4.70 25.00% 0.00 30.00% 0.78 35.00% 2.58 40.00% 3.48 45.00% 5.21 50.00% 6.95 5