EFTA01447718.pdf

GRAB <Menu> to Return Buy . .SPxsi- E.,. ' Ind ltirfer Regression Analysiss" dd Last Price :Xt. Data Field 09/24/2013 09/24/2014 !ill 611 YTD lY 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• * • Std Error of ALPHA 0.359 4, .r. • s i. ♦ + 4,44 ea", - it sea Std Error of BETA 0.028 Asa, 1/0 -.us_ fa 4 4/#44‘• * #4.• t -Test -2.096 * • st 4Pits ,fre. 4 INA" i.• e • Significance 0.037 • - Ws # 04,4 4Oa 0* 4 ♦ a Ito • •ts• *4•4 • Last T -Value -2.030 /Pe ‘49) • .0 4 ••••' .4 Last P-Value 0.022 • • • as • * 4 * * dit* • Number of Points 10.3 -6 — 40 4$ • • * a -7 9 10 11 12 13 14 15 16 17 18 X= SPX 3M 100 VOLEVOL 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-0102442 CONFIDENTIAL SDNY_GM_00248626 EFTA01447718