EFTA01362948.pdf

REFERENCE DATA (CYES - SPX - VIX) CYES(ry)1 0.02% 0.92% -0.05% 0.06% 0.02% -0.97% -2.83% 516 3.06% SPX Close 1379 1331 1323 1386 1400 1280 1267 1283 1166 969 896 903 903 SPX %Change .6.1% -3.5% -0.6% 4.8% 1.1% -8.6% -1.0% 1.2% -9.1% -16.9% -7.5% 0.8% -38.5% SPX %Range 13.7% 5.8% 7.7% 6.1% 4.8% 9.4% 7.2% 5.2% 15.3% 28.1% 27.5% 11.5% 49.8% VIX Close 26.2 26.5 25.6 20.8 17.8 24.0 22.9 20.7 39.4 59.9 55.3 40.0 31.6 VIX %Change 16.4% 1.3% -3.5% -18.8% -14.2% 34.3% -4.2% -10.0% 90.8% 52.0% -7.7% -27.6% 77.8% VIX %Range 68.7% 30.8% 50.2% 25.0% 24.7% 37.7% 42.1% 22.8% 135.3% 127.3% 62.2% 54.1% 377.6% Data source: Bloomberg L.P. and Harvest Volatility Management, tt.0 Footnote I OISIN, art reteAt en -Men. NI al fen) 1110f04. Ve.ir • WSre -e+.6"Ylltt pe w -444.3 te mina 4W. remtt .n.L.Anttl ane " v kn. Pt b' ,r ife 40 kat pre ar4 we vat CONFIDENTIAL - PURSUANT TO FED. R. CRIM. P. 6(e) DB-SDNY-0052705 CONFIDENTIAL SDNY_GM_00198889 EFTA01362948