REFERENCE DATA (CYES - SPX - VIX) CYES(N)' -1.15% -0.63% -0.62% 0.96% 0.26% 0.05% SPX Close SPX %Change SPX %Range VIX Close VIX %Change VIX %Range 2824 5.6% 7.1% 13.5 22.6% 58.9% 2714 -3.9% 10.7% 19.9 46.6% 279.2% 2641 -2.7% 8.0% 20.0 0.6% 65.0% 2648 0.3% 6.2% 15.9 -20.2% 55.8% 2705 2.2% 5.6% 15.4 -3.1% 49.4% 2718 0.5% 3.7% 16.1 4.3% 54.4% 2718 1.7% 12.7% 16.8 45.7% 374.8% CYES(N)' I 0.44% I -0.37% I 0.24% I 0.30% I 024% I 0.09% 1 0.14% 1 021% I 0.06% I 4.33% 1 -0.31% 1 0.01% SPX Close 2279 2364 2363 2384 2412 2423 2470 2472 2519 2575 2648 2674 SPX %Change 1.8% 3.7% 0.0% 0.9% 1.2% 0.5% 1.9% 0.1% 1.9% 2.2% 2.8% 1.0% SPX %Range 2.5% 4.4% 3.3% 2.9% 2.8% 2.0% 3.2% 3.0% 2.9% 2.5% 3.9% 3.4% VIX Close 12.0 12.9 12.4 10.8 10.4 11.2 10.3 10.6 9.5 10.2 11.3 11.0 %/IX % Change -14.6% 7.8% -4.3% -12.5% -3.8% 7.4% -8.2% 3.2% -10.2% 7.0% 10.8% -2.1% VIX %Range 26.9% 24.9% 34.9% 49.0% 62.3% 55.6% 37.7% 75.6% 44.4% 43.0% 58.4% 50.4% 0.71% 2674 19.4% 20.1% 11.0 -21.4% 62.1% I/<•+<'>♦ CYES(N)' I -0.39% I 0.47% I -0.17% I 0.14% I 016% I 4.11% I 0.30% I 0.41% I 0.25% I 0.24% I 4.04% I 4.13% SPX Close SPX %Change SPX %Range VIX Close VIX %Change VIX %Range 1940 1932 2060 2065 2097 2099 2174 2171 2168 2126 2199 2239 -5.1% -0.4% 6.6% 0.3% 1.5% 0.1% 3.6% -0.1% -0.1% -1.9% 3.4% 1.8% 11.1% 7.9% 7.0% 3.8% 3.8% 6.1% 4.9% 2.1% 3.2% 2.5% 6.1% 4.1% 20.2 20.6 14.0 15.7 14.2 15.6 11.9 13.4 13.3 17.1 13.3 14.0 10.9% 1.7% -32.1% 12.5% -9.6% 10.1% -24.1% 13.1% -1.0% 28.4% -21.9% 5.3% 70.5% 62.0% 34.6% 32.9% 29.4% 98.7% 36.1% 32.9% 66.0% 43.2% 63.6% 28.4% 0.64% 2239 9.5% 22.9% 15.3 -22.9% 116.2% ;IS CYES(N)' I 0.12% I 0.24% I 0.27% I 0.30% I 0.33% I 0.18% I 0.26% I -1.12% I 0.67% I 4.35% I 0.38% I 0.26% 1.54% 2044 -0.7% 13.0% 17.6 -5.2% 220.9% SP