EFTA Document EFTA01455671

GRAB <Menu> to Return Buy . .SPxsi- E.,. ' Ind ltirfer dd Last Price :Xt. Data Field 6M YTD l• 2Y Fe Max Daily • -3 -4 — _ - a • ■ -6— a -7 09/24/2013 09/24/2014 V=-0.059X-4.381 • s wt.:* ter. 44° 4. -"Ct• * • •• • s it 1/0 + 4,44 •• 4, .r. i. ♦ - sea Asa, ea", # -.us_ fa 4 4/#44‘• * 4.• * • st 4Pits ,fre. 4 INA" i.• e • • -Ws # 04,4 4 Oa 0* 4 a Ito • •ts• *4•4 • /Pe ‘49) • .0 4 ••••' .4 • • as • * 4 * * • dit* • 4$ 40 * • a • I IP" Regression Analysiss" !ill REGRESSION STATISTICS Linear Raw BETA -0.059 ALPHA(Intercept) -4.381 RA2(CorrelationA2) 0.017 R(Correlation) -0.131 Std Dev of Error 0.534 Std Error of ALPHA 0.359 Std Error of BETA 0.028 t-Test -2.096 Significance 0.037 ♦ S . 4* Last T-Value -2.030 Last P-Value 0.022 Number of Points 10.3 9 10 11 12 13 14 15 16 17 18 X= SPX 3M 100 VOL BVOL Index Australia 61 2 9777 8600 Brazil 5511 3048 4500 Europe 44 20 7330 7500 Germany 49 69 9204 1210 Hong Kong 852 2977 6000 Japan 81 3 3201 8900 Singapore 65 6212 1000 U.S. 1 212 318 2000 Copyright 2014 Bloomberg Finance L.P. SN 622439 H235-1719-1 24-Sep-14 18:26:34 BST GMT+I:00 CONFIDENTIAL - PURSUANT TO FED. R. CRIM. P. 6(e) CONFIDENTIAL DB-SDNY-O114565 SDNY_GM_00260749 EFTA01455671