EFTA01462246

GRAB <Menu> to Return Buy ,SPXSKEW U Inc) Or Sell Last Price 6M YTD 1Y 2Y Ft Max Daily • SPX 3M 100 V0L Last Price 09/24/2013 n - 09/24/2014 n Regression Analysiss" -3 REGRESSION STATISTICS V=-0.059X-4.381 Linear Raw BETA -0.059 -4 — _ • ! 4:44 ***r. ALPHA(Intercept) - RA2(Correlation"2) R(Correlation) -4.381 0.017 -0.131 • OtiiSs* 4r 4. • Std Dev of Error 0.534 4 l et Ik• Std Error of ALPHA 0.359 - 5 - 0 awl eat a • 41 • ty* P .404 t4.004+fro, *ay% 400-40 ve.tn; 414fr• 41.4,s•str. • - s Std Error of BETA t -Test Significance 0.028 -2.096 0.037 _ -6 — • tz, 401 nr isisalka,.. 7. -tam 1TIlier kr- • " it. .4.4kv • * lel * 4\ • * • deli ♦ • a • • S . 4* Last T -Value Last P-Value Number of Points -2.030 0.022 10.3 - 7 ,i = .SPXSKEW U Index 9 10 11 12 13 14 15 16 17 18 Y - c ov " 4100 VOL Min' T...4 Australiel Brazil Europe (*rrnany Hong Kong Japan Singapore U.S. Copyright 2014 Bloomberg Finance L.F. SN 622439 H235-1719-1 24-Sep-14 18,26,34 BST GMT+1 ,00 CONFIDENTIAL — PURSUANT TO FED. R. CRIM. P. 6(e) CONFIDENTIAL DB-SDNY-0 124709 SDNY_GM_00270893 EFTA01462246