EFTA01455671.pdf

GRAB <Menu> to Return Buy . .SPxsi- E.,. ' Ind ltirfer Regression Analysiss" dd Last Price :Xt. Data Field 09/24/2013 09/24/2014 IP" !ill 6M YTD l• 2Y Fe Max Daily • -3 REGRESSION STATISTICS V=-0.059X-4.381 Linear Raw BETA -0.059 •s ALPHA(Intercept) -4.381 RA2(CorrelationA2) 0.017 -4 — _ wt.:* - a ter. R(Correlation) -0.131 • Std Dev of Error 0.534 ■ 44° •• 4. ••-"Ct• i. ♦ * • Std Error of ALPHA 0.359 + 4,44 4, .r. • s - it sea Std Error of BETA 0.028 Asa, ea", -.us_ fa 4 4/#44‘• * #4.• 1/0 t-Test -2.096 * • st 4Pits ,fre. 4 INA" i.• e • Significance 0.037 • - Ws # 04,4 4Oa 0* ♦ a Ito /Pe ‘49) • •ts• • .0*4•4 4 • 4 S. 4* Last T -Value -2.030 ••••' .4 Last P-Value 0.022 • • • dit* as • • * 4 * * -6— a 4$ Number of Points 10.3 40 • • * a -7 I 9 10 11 12 13 14 15 16 17 18 X= SPX 3M 100 VOL BVOL Index Australia 61 2 9777 8600 Brazil 5511 3048 4500 Europe 44 20 7330 7500 Germany 49 69 9204 1210 Hong Kong 852 2977 6000 Japan 81 3 3201 8900 Singapore 65 6212 1000 U.S. 1 212 318 2000 Copyright 2014 Bloomberg Finance L.P. SN 622439 H235-1719-1 24-Sep-14 18:26:34 BST GMT+I:00 CONFIDENTIAL - PURSUANT TO FED. R. CRIM. P. 6(e) DB-SDNY-O114565 CONFIDENTIAL SDNY_GM_00260749 EFTA01455671