REFERENCE DATA (CYES - SPX - VIX) CYES(N)' -0.13% 0.16% -0.23% 0.15% -0.98% 0.20% -0.02% -0.13% 0.30% -0.12% 0.11% 0.10% -0.61% SPX Close 1498 1515 1569 1598 1631 1606 1686 1633 1682 1757 1806 1848 1848 SPX %Change 5.0% 1.1% 3.6% 1.8% 2.1% -1.5% 4.9% .3.1% 3.0% 4.5% 2.8% 2.4% 29.6% SPX %Range 5.9% 3.1% 4.5% 3.9% 6.6% 5.8% 5.9% 4.9% 5.9% 7.7% 3.8% 4.5% 29.7% VIX Close 14.3 15.5 12.7 13.5 16.3 16.9 13.5 17.0 16.6 13.8 13.7 13.7 14.8 VIX %Change -20.8% 8.6% -18.1% 6.5% 20.6% 3.4% -20.2% 26.5% -2.4% -17.2% -0.4% 0.1% -23.9% VIX % Range 20.2% 50.4% 37.2% 48.9% 30.3% 42.6% 31.1% 44.5% 29.2% 54.2% 15.6% 36.9% 60.3% W'1 CYES(N)' 1 0.13% I .0.01% I 0.00% I 0.27% I 0.46% I 0.14% I 0.29% I 0.33% 1 0.00% I 0.27% I 0.35% I 0.06% 2.31% SPX Close 1312 1366 1408 1398 1310 1362 1379 1407 1441 1412 1416 1426 1426 SPX %Change 4.4% 4.1% 3.1% -0.7% -6.3% 4.0% 1.3% 2.0% 2.4% -2.0% 0.3% 0.7% 13.4% SPX %Range 5.9% 5.0% 5.8% 4.6% 8.8% 7.1% 4.9% 5.2% 5.5% 4.7% 6.4% 3.5% 17.1% VIX Close 19.4 18.4 15.5 17.2 24.1 17.1 18.9 17.5 15.7 18.6 15.9 18.0 18.0 VIX % Change -16.9% -5.2% -15.9% 10.6% 40.3% -29.0% 10.8% -7.7% -10.0% 18.2% -14.7% 13.5% -23.0% VIX %Range 24.9% 28.6% 41.1% 39.0% 54.5% 45.6% 32.5% 31.3% 31.2% 38.0% 24.9% 46.1% 61.6% CYES(N)' 1 030% I 0.06% I 0.56% I 0.22% I 0.15% I 0.14% I -0.40% I -1.26% I 0.88% I -1.46% I 0.46% I 0.98% 0.59% SPX Close 1286 1327 1326 1364 1345 1321 1292 1219 1131 1253 1247 1258 1258 SPX %Change 2.3% 3.2% -0.1% 2.8% -1.4% -1.8% -2.1% -5.7% -7.2% 10.8% -0.5% 0.9% 0.0% SPX %Range 3.6% 4.3% 6.3% 5.3% 4.3% 6.5% 5.6% 15.9% 9.4% 19.3% 9.5% 5.4% 23.5% VIX Close 19.5 18.4 17.7 14.8 15.5 16.5 25.3 31.6 43.0 30.0 27.8 23.4 23.6 VIX %Change 10.0% .6.0% -3.3% -16.9% 4.7% 6.9% 52.8% 25.2% 35.9% -30