d Index Rolling 30 Day Realized Volatility - Ator EFTA00293206 Atorus, LLC 3/17/2010 Percentile Distribution of Current MTM Gains in Vol Days by Position (ex-99Ø & ex-1st percentiles) Øm 50.00 40.00 30.m 20.00 10.CO om . , . n 9/ 9 /4)9 .9"4:9r1s9V‘,..z,9..4.,. 9 14,, ,,t. (39...4 )9/ 4 9 / 6 / ,‘, 49/ Percenti

d Index Rolling 30 Day Realized Volatility - Ator EFTA00288547 Atorus, LLC 6/20/2010 Percentile Distribution of Current MTM Gains in Vol Days by Position (ex-99Ø & ex-1st percentiles) 8000 7000 MO 50.00 4000 3000 2000 MO OCO 1000 nre—Kri—v-nre—ntcde 1.° 0 h Percentile No. Vol Days 0.00% -9.56 5.00% -

ndex Rolling 30 Day Realized Volatility - Atorus EFTA00288692 Atorus, LLC 3/26/2010 Percentile Distribution of Current MTM Gains in Vol Days by Position (ex-99Ø & ex-1st percentiles) 70.00 60.00 50.00 40.00 30.00 20.00 10.00 aco moo 4, 4. 4, 4 # _ # oo _oo # 4 4> dr. dp 4 4, 01* # oo # (3O _ (so