I World Index Rolling 30 Day Realized Volatility EFTA00288115 Atorus, LLC 3/31/2010 Percentile Distribution of Current MTM Gains in Vol Days by Position (ex-99pct & ex•lst percentiles) 70.00 60.00 50.00 40.00 30.00 20.00 10.00 «CO 1000 4 0°4° 'Sr 4 4° 4 ° 4 4° d r 14 4° 4 4° 4 ° 04° t g år 0°° 0# 4° g oQr I