EFTA01386988

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— Implied Volatility Implied Volatility- ly ago — Implied Volatility- 3y ago Spot realised Vol ati — Em realised Volatility- Fwd 3m realised Volatility- Fwd Derr 17 Aug-19 Mar-21 Nov.22 Jun-24 Feb-16 ec-27 CONFIDENTIAL - PURSUANT TO FED. R. CRIM. P. 6(e) DB-SDNY-0088972 CONFIDENTIAL SDNY_GM_00235156 EFTA01386988

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