Series2 Rolling 30 Day Realized Volatility - Ator EFTA00288403 Atorus, LLC 5/29/2010 Percentile Distribution of Current MTM Gains in Vol Days by Position (ex-99pct & ex-Ist percentiles) 70.00 60.00 50.00 40.00 30.00 20.00 10.00 aco moo 4, # 4 # 4, # 4 # .4 # 4 # 4> # dr, 4, 4 4 # # (so # 4 # 4

P' e S Is 4 4 4 S I. 4 4 1 1 1 1 Series1 EFTA00288595 Atorus, LLC 7/11/2014 Percentile Distribution of Current MTM Gains in Vol Days by Position (ex-99pct & ex-Ist percentiles) 80.00 70.00 60.00 50.00 40.00 30.00 20.00 10.00 0.03 10.00 . . . . . OOP Cs 5 , a % '3 na P % h 6 % % M. Vol Days

—Serits2 Rolling 30 Day Realized Volatility - A EFTA00288804 Atorus, LLC 5/14/2014 Percentile Distribution of Current MTM Gains in Vol Days by Position (ex-99pct & ex-Ist percentiles) WOO 50.00 40.00 3000 20.00 10.00 0.410 SY 4> ntr 4:r ifr <Sr 4fr 4)* & 4;:r 4fr c&r 42. CP 4 2. Vol Days by Position Percent

orld Index Rolling 30 Day Realized Volatility - A EFTA00288163 Atorus, LLC 4/3/2014 Percentile Distribution of Current MTM Gains in Vol Days by Position (ex-99pct & ex-Ist percentiles) 70.00 60.00 50.00 40.00 30.00 20.00 10.00 «CO 1.0.0Q 4 _ # 4 _ 4 # . 4 # _ 4 # . 4 # _ .4 # . 4 # _ 4 4 #. # 1 1 1