REFERENCE DATA (CYES - SPX - VIX) [YES (N)' 0.44% -0.37% 0.24% 0.30% 0.24% 0.09% 0.14% 0.21% 0.06% -0.33% -0.31% 0.01% 0.71% SPX Close SPX %Change SPX %Range 2279 2364 2363 2384 2412 2423 2470 2472 1.8% 3.7% 0.0% 0.9% 1.2% 0.5% 1.9% 0.1% 2.5% 4.4% 3.3% 2.9% 2.8% 2.0% 3.2% 3.0% 2519 1.9% 2.9% 2575 2.2% 2.5% 2648 2.8% 3.9% 2674 1.0% 3.4% 2674 19.4% 14.2% VIX Close VIX %Change VIX % Range 12.0 12.9 12.4 10.8 10.4 11.2 10.3 10.6 -14.6% 7.8% -4.3% -12.5% -3.8% 7.4% -8.2% 3.2% 26.9% 24.9% 34.9% 49.0% 62.3% 55.6% 37.7% 75.6% 9.5 -10.2% 44.4% 10.2 7.0% 43.0% 11.3 10.8% 58.4% 11.0 -2.1% 50.4% 11.0 -21.4% 71.1% Olt CYES I 4.39% I 0.47% I -0.17% I 0.14% I 0.26% I -0.11% I -0.30% I 0.41% I 0.25% I 0.24% 1 4.04% 1 4.13% 0.64% SPX Close 1940 1932 2060 2065 2097 2099 71/4 2171 2168 2126 2199 2239 2239 SPX %Change -5.1% -0.4% 6.6% 0.3% 1.5% 0.1% 3.6% -0.1% -0A% -1.9% 3.4% 1.8% 9.5% SPX %Range 11.1% 7.9% 7.0% 3.8% 3.8% 6.1% 4.9% 2.1% 3.2% 2.5% 6.1% 4.1% 22.9% VIX Close 20.2 20.6 14.0 15.7 14.2 15.6 11.9 13.4 13.3 17.1 13.3 14.0 15.3 VIX % Change 10.9% 1.7% -32.1% 12.5% -9.6% 10.1% -24.1% 13.1% -1.0% 28.4% -21.9% 5.3% -22.9% VIX %Range 70.5% 62.0% 34.6% 32.9% 29.4% 98.7% 36.1% 329% 66.0% 43.2% 63.6% 28.4% 116.2% rim [YES OW I 0.12% 1 0.24% I 0.27% I 0.30% 0.33% I 0.18% I 0.26% -1.12% 0.67% I -0.35% I 0.38% 0.26% 1.54% SPX Close 1995 2105 2068 2086 2107 2063 2104 1972 1920 2079 2080 2044 2044 SPX %Change -3.1% 5.5% -1.7% 0.9% 1.0% -2.1% 2.0% -6.3% -2.6% 8.3% 0.1% -1.8% -0.7% SPX %Range 4.1% 7.0% 3.7% 3.7% 3.2% 3.5% 4.3% 11.7% 7.6% 10.4% 4.7% 5.3% 13.0% VIX Close 21.0 13.3 15.3 14.6 13.8 18.2 12.1 28.4 24.5 15.1 16.1 18.2 17.6 VIX % Change 9.2% -36.4% 14.6% 4.8% -4.9% 31.7% -33.5% 134.6% -13.8% -38.5% 7.0% 12.9